The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AKAMAI TECHNOLOGIES INC CONV 00971TAJ0 47,117 42,536,000 PRN   SOLE   42,536,000 0 0
ALTAIR ENGINEERING INC CONV 021369AA1 22,808 22,140,000 PRN   SOLE   22,140,000 0 0
ALZA CORP CONV 02261WAB5 8,736 4,351,000 PRN   SOLE   4,351,000 0 0
ANTHEM INC CONV 94973VBG1 61,051 14,498,000 PRN   SOLE   14,498,000 0 0
ARES CAPITAL CORP CONV 04010LAT0 72,092 69,684,000 PRN   SOLE   69,684,000 0 0
ARES CAPITAL CORP CONV 04010LAW3 58,400 54,564,000 PRN   SOLE   54,564,000 0 0
AIR TRANSPORT SERVICES G CONV 00922RAB1 28,712 29,513,000 PRN   SOLE   29,513,000 0 0
BLACKROCK CAPITAL INVEST CONV 092533AC2 4,021 4,018,000 PRN   SOLE   4,018,000 0 0
BOOKING HOLDINGS INC CONV 741503AS5 40,087 25,679,000 PRN   SOLE   25,679,000 0 0
BOOKING HOLDINGS INC CONV 741503AX4 88,949 76,821,000 PRN   SOLE   76,821,000 0 0
BIOMARIN PHARMACEUTICAL CONV 09061GAH4 88,038 82,941,000 PRN   SOLE   82,941,000 0 0
BIOMARIN PHARMACEUTICAL CONV 09061GAF8 41,037 37,781,000 PRN   SOLE   37,781,000 0 0
BRISTOL-MYERS SQUIBB CO CONV 110122AN8 1,813 1,098,000 PRN   SOLE   1,098,000 0 0
BENEFITFOCUS INC CONV 08180DAB2 19,929 23,006,000 PRN   SOLE   23,006,000 0 0
BLACKSTONE MORTGAGE TR CONV 09257WAC4 19,034 17,815,000 PRN   SOLE   17,815,000 0 0
BLACKSTONE MORTGAGE TR CONV 09257WAB6 27,692 26,165,000 PRN   SOLE   26,165,000 0 0
CALAMP CORP CONV 128126AD1 16,790 20,115,000 PRN   SOLE   20,115,000 0 0
CARDTRONICS INC CONV 14161HAG3 40,838 38,382,000 PRN   SOLE   38,382,000 0 0
CLEVELAND-CLIFFS INC CONV 185899AA9 7,037 5,867,000 PRN   SOLE   5,867,000 0 0
COLONY CAPITAL INC CONV 19624RAB2 28,609 28,909,000 PRN   SOLE   28,909,000 0 0
CREE INC CONV 225447AB7 22,225 20,912,000 PRN   SOLE   20,912,000 0 0
CSG SYSTEMS INTERNATIONA CONV 126349AF6 42,842 37,540,000 PRN   SOLE   37,540,000 0 0
CYPRESS SEMICONDUCTOR CO CONV 232806AP4 10,908 9,000,000 PRN   SOLE   9,000,000 0 0
CYPRESS SEMICONDUCTOR CO CONV 232806AM1 869 500,000 PRN   SOLE   500,000 0 0
DANAHER CORP CONV 235851AF9 3,528 601,000 PRN   SOLE   601,000 0 0
DISH NETWORK CORP CONV 25470MAD1 41,830 45,723,000 PRN   SOLE   45,723,000 0 0
DISH NETWORK CORP CONV 25470MAB5 72,125 74,699,000 PRN   SOLE   74,699,000 0 0
DOCUSIGN INC CONV 256163AB2 7,204 5,782,000 PRN   SOLE   5,782,000 0 0
DEXCOM INC CONV 252131AH0 17,061 11,528,000 PRN   SOLE   11,528,000 0 0
DYCOM INDUSTRIES INC CONV 267475AB7 39,927 41,102,000 PRN   SOLE   41,102,000 0 0
ENVESTNET INC CONV 29404KAB2 10,771 8,998,000 PRN   SOLE   8,998,000 0 0
ETSY INC CONV 29786AAC0 8,851 6,262,000 PRN   SOLE   6,262,000 0 0
EVOLENT HEALTH INC CONV 30050BAD3 4,454 6,472,000 PRN   SOLE   6,472,000 0 0
EXACT SCIENCES CORP CONV 30063PAB1 77,587 68,436,000 PRN   SOLE   68,436,000 0 0
EZCORP INC CONV 302301AF3 216 228,000 PRN   SOLE   228,000 0 0
FIREEYE INC CONV 31816QAF8 66,166 65,675,000 PRN   SOLE   65,675,000 0 0
FIREEYE INC CONV 31816QAD3 37,141 38,447,000 PRN   SOLE   38,447,000 0 0
FIVE9 INC CONV 338307AB7 8,435 4,997,000 PRN   SOLE   4,997,000 0 0
FLEXION THERAPEUTICS INC CONV 33938JAB2 15,629 14,636,000 PRN   SOLE   14,636,000 0 0
GREENBRIER COS INC CONV 393657AK7 33,548 34,516,000 PRN   SOLE   34,516,000 0 0
GOLDMAN SACHS BDC INC CONV 38147UAB3 13,708 13,324,000 PRN   SOLE   13,324,000 0 0
HERBALIFE LTD CONV 42703MAD5 56,801 54,754,000 PRN   SOLE   54,754,000 0 0
HELIX ENERGY SOLUTIONS CONV 42330PAJ6 5,606 4,310,000 PRN   SOLE   4,310,000 0 0
HUAZHU GROUP LTD CONV 16949NAC3 24,891 22,224,000 PRN   SOLE   22,224,000 0 0
HORIZON PHARMA INV LTD CONV 44052TAB7 11,766 8,846,000 PRN   SOLE   8,846,000 0 0
INTERCEPT PHARMAS CONV 45845PAB4 3,317 2,500,000 PRN   SOLE   2,500,000 0 0
INTERCEPT PHARMAS CONV 45845PAA6 45,282 44,625,000 PRN   SOLE   44,625,000 0 0
INTERDIGITAL INC CONV 458660AD9 5,965 5,968,000 PRN   SOLE   5,968,000 0 0
ILLUMINA INC CONV 452327AH2 97,728 70,236,000 PRN   SOLE   70,236,000 0 0
ILLUMINA INC CONV 452327AK5 68,885 62,033,000 PRN   SOLE   62,033,000 0 0
INSMED INC CONV 457669AA7 35,120 36,221,000 PRN   SOLE   36,221,000 0 0
INNOVIVA INC CONV 88338TAB0 35,953 35,565,000 PRN   SOLE   35,565,000 0 0
IH MERGER SUB LLC CONV 19625XAB8 3,923 2,906,000 PRN   SOLE   2,906,000 0 0
IONIS PHARMACEUTICALS IN CONV 464337AJ3 304 265,000 PRN   SOLE   265,000 0 0
INPHI CORP CONV 45772FAC1 9,769 6,900,000 PRN   SOLE   6,900,000 0 0
JAZZ INVESTMENTS I LTD CONV 472145AD3 62,167 61,641,000 PRN   SOLE   61,641,000 0 0
JAZZ INVESTMENTS I LTD CONV 472145AB7 28,911 28,083,000 PRN   SOLE   28,083,000 0 0
KAMAN CORP CONV 483548AF0 2,807 2,338,000 PRN   SOLE   2,338,000 0 0
LIGAND PHARMACEUTICALS I CONV 53220KAF5 52,832 60,954,000 PRN   SOLE   60,954,000 0 0
LUMENTUM HOLDINGS INC CONV 55024UAB5 4,453 3,048,000 PRN   SOLE   3,048,000 0 0
LIBERTY MEDIA CORP CONV 531229AB8 52,344 38,848,000 PRN   SOLE   38,848,000 0 0
LIBERTY MEDIA CORP CONV 531229AE2 63,993 110,444,000 PRN   SOLE   110,444,000 0 0
CHENIERE ENERGY INC CONV 16411RAG4 38,155 48,441,000 PRN   SOLE   48,441,000 0 0
NOVELLUS SYSTEMS INC CONV 670008AD3 49,441 5,424,000 PRN   SOLE   5,424,000 0 0
LIVE NATION ENTERTAINMEN CONV 538034AQ2 7,031 5,725,000 PRN   SOLE   5,725,000 0 0
MICROCHIP TECHNOLOGY INC CONV 595017AF1 70,088 49,139,000 PRN   SOLE   49,139,000 0 0
ALLSCRIPTS HEALTHCARE SO CONV 01988PAD0 20,651 20,786,000 PRN   SOLE   20,786,000 0 0
MACQUARIE INFRASTRUCTURE CONV 55608BAB1 43,502 45,450,000 PRN   SOLE   45,450,000 0 0
MESA LABORATORIES INC CONV 59064RAA7 5,198 4,758,000 PRN   SOLE   4,758,000 0 0
MERITOR INC CONV 59001KAF7 41,426 37,992,000 PRN   SOLE   37,992,000 0 0
NEUROCRINE BIOSCIENCES CONV 64125CAD1 6,957 4,537,000 PRN   SOLE   4,537,000 0 0
NEW RELIC INC CONV 64829BAB6 45,968 47,189,000 PRN   SOLE   47,189,000 0 0
NEW MOUNTAIN FINANCE COR CONV 647551AC4 15,287 14,538,000 PRN   SOLE   14,538,000 0 0
SERVICENOW INC CONV 81762PAC6 8,968 4,243,000 PRN   SOLE   4,243,000 0 0
NRG ENERGY INC CONV 629377CG5 49,470 43,478,000 PRN   SOLE   43,478,000 0 0
NUTANIX INC CONV 67059NAB4 16,351 16,435,000 PRN   SOLE   16,435,000 0 0
NUANCE COMMUNICATIONS CONV 67020YAN0 18,406 16,550,000 PRN   SOLE   16,550,000 0 0
NUANCE COMMUNICATIONS CONV 67020YAK6 63,047 62,774,000 PRN   SOLE   62,774,000 0 0
NUVASIVE INC CONV 670704AG0 35,953 26,949,000 PRN   SOLE   26,949,000 0 0
ON SEMICONDUCTOR CORP CONV 682189AP0 25,879 18,738,000 PRN   SOLE   18,738,000 0 0
OSI SYSTEMS INC CONV 671044AD7 13,778 12,550,000 PRN   SOLE   12,550,000 0 0
PALO ALTO NETWORKS CONV 697435AD7 170,080 153,622,000 PRN   SOLE   153,622,000 0 0
PACIRA BIOSCIENCES INC CONV 695127AD2 27,021 25,879,000 PRN   SOLE   25,879,000 0 0
INSULET CORPORATION CONV 45784PAH4 139 73,000 PRN   SOLE   73,000 0 0
PRA GROUP INC CONV 69354NAB2 29,737 28,427,000 PRN   SOLE   28,427,000 0 0
PRA GROUP INC CONV 73640QAB1 32,690 32,794,000 PRN   SOLE   32,794,000 0 0
PURE STORAGE INC CONV 74624MAB8 80,433 80,331,000 PRN   SOLE   80,331,000 0 0
PRETIUM RESOURCES INC CONV 74139CAB8 3,348 3,219,000 PRN   SOLE   3,219,000 0 0
QIAGEN NV CONV AV5355400 11,066 10,800,000 PRN   SOLE   10,800,000 0 0
QUOTIENT TECHNOLOGY INC CONV 749119AB9 19,953 20,306,000 PRN   SOLE   20,306,000 0 0
RH CONV 74967XAA1 2,933 2,303,000 PRN   SOLE   2,303,000 0 0
TRANSOCEAN INC CONV 893830BJ7 5,381 5,390,000 PRN   SOLE   5,390,000 0 0
RAPID7 INC CONV 753422AB0 22,831 15,303,000 PRN   SOLE   15,303,000 0 0
RETROPHIN INC CONV 761299AB2 11,298 14,499,000 PRN   SOLE   14,499,000 0 0
REDWOOD TRUST INC CONV 758075AC9 22,807 22,259,000 PRN   SOLE   22,259,000 0 0
SM ENERGY CO CONV 78454LAM2 18,527 19,468,000 PRN   SOLE   19,468,000 0 0
SPLUNK INC CONV 848637AC8 69,483 57,589,000 PRN   SOLE   57,589,000 0 0
SPLUNK INC CONV 848637AD6 3,318 2,680,000 PRN   SOLE   2,680,000 0 0
SUNPOWER CORP CONV 867652AL3 1 1,000 PRN   SOLE   1,000 0 0
SQUARE INC CONV 852234AD5 45,558 40,759,000 PRN   SOLE   40,759,000 0 0
SPIRIT REALTY CAPITAL IN CONV 84860WAB8 41,322 39,876,000 PRN   SOLE   39,876,000 0 0
SAREPTA THERAPEUTICS INC CONV 803607AB6 10,564 5,429,000 PRN   SOLE   5,429,000 0 0
SCORPIO TANKERS INC CONV 80918TAB5 3,685 3,000,000 PRN   SOLE   3,000,000 0 0
STARWOOD PROPERTY TRUST CONV 85571BAH8 38,513 37,113,000 PRN   SOLE   37,113,000 0 0
SUPERNUS PHARMACEUTICALS CONV 868459AD0 45,350 49,922,000 PRN   SOLE   49,922,000 0 0
SYNAPTICS INC CONV 87157DAD1 63,774 57,237,000 PRN   SOLE   57,237,000 0 0
TRIP.COM GROUP LTD CONV 22943FAF7 9,868 10,000,000 PRN   SOLE   10,000,000 0 0
TRIP.COM GROUP LTD CONV 22943FAH3 45,202 42,938,000 PRN   SOLE   42,938,000 0 0
BLACKROCK TCP CAP CORP CONV 87238QAD5 20,648 20,113,000 PRN   SOLE   20,113,000 0 0
TELADOC HEALTH INC CONV 87918AAC9 9,064 5,210,000 PRN   SOLE   5,210,000 0 0
TERADYNE INC CONV 880770AG7 32,126 14,619,000 PRN   SOLE   14,619,000 0 0
TESLA INC CONV 88160RAC5 13,032 10,244,000 PRN   SOLE   10,244,000 0 0
TESLA INC CONV 88160RAD3 8,939 6,300,000 PRN   SOLE   6,300,000 0 0
TESLA INC CONV 88160RAG6 15,870 10,523,000 PRN   SOLE   10,523,000 0 0
TPG SPECIALTY LENDING IN CONV 87265KAD4 17,100 16,061,000 PRN   SOLE   16,061,000 0 0
TWILIO INC CONV 90138FAB8 5,864 3,829,000 PRN   SOLE   3,829,000 0 0
TWITTER INC CONV 90184LAF9 126,048 129,956,000 PRN   SOLE   129,956,000 0 0
TWITTER INC CONV 90184LAD4 22,239 22,816,000 PRN   SOLE   22,816,000 0 0
MARRIOTT VACATION WORLDW CONV 57164YAB3 47,326 44,267,000 PRN   SOLE   44,267,000 0 0
VEECO INSTRUMENTS INC CONV 922417AD2 18,617 19,800,000 PRN   SOLE   19,800,000 0 0
VEREIT INC CONV 02917TAB0 29,069 28,604,000 PRN   SOLE   28,604,000 0 0
VIAVI SOLUTIONS INC CONV 925550AE5 14,221 11,300,000 PRN   SOLE   11,300,000 0 0
VIAVI SOLUTIONS INC CONV 925550AB1 22,853 17,723,000 PRN   SOLE   17,723,000 0 0
VERINT SYSTEMS INC CONV 92343XAA8 71,329 66,461,000 PRN   SOLE   66,461,000 0 0
VISHAY INTERTECHNOLOGY CONV 928298AP3 52,475 52,308,000 PRN   SOLE   52,308,000 0 0
WAYFAIR INC CONV 94419LAB7 5,123 4,713,000 PRN   SOLE   4,713,000 0 0
WAYFAIR INC CONV 94419LAD3 2,001 1,927,000 PRN   SOLE   1,927,000 0 0
WEIBO CORP CONV 948596AC5 9,312 9,850,000 PRN   SOLE   9,850,000 0 0
WORKDAY INC CONV 98138HAF8 35,573 27,812,000 PRN   SOLE   27,812,000 0 0
WESTERN DIGITAL CORP CONV 958102AP0 155,196 157,999,000 PRN   SOLE   157,999,000 0 0
WHITING PETROLEUM CORP CONV 966387AL6 2,039 2,076,000 PRN   SOLE   2,076,000 0 0
ZILLOW GROUP INC CONV 98954MAC5 17,466 18,164,000 PRN   SOLE   18,164,000 0 0
ZILLOW INC CONV 98954MAB7 23,864 21,215,000 PRN   SOLE   21,215,000 0 0
ZENDESK INC CONV 98936JAB7 9,133 6,662,000 PRN   SOLE   6,662,000 0 0
ADOBE INC COM 00724F101 495 1,500 SH   SOLE   1,500 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 276 3,200 SH   SOLE   3,200 0 0
ADVENT CONVERTIBLE AND INCOME COM 00764C109 2,380 153,048 SH   SOLE   153,048 0 0
CITIGROUP INC COM 172967424 3,196 40,000 SH   SOLE   40,000 0 0
CARNIVAL CORP COM 143658300 4,575 90,000 SH   SOLE   90,000 0 0
CHEGG INC COM 163092109 216 5,700 SH   SOLE   5,700 0 0
CONTINENTAL RESOURCES INC/OK COM 212015101 1,029 30,000 SH   SOLE   30,000 0 0
COMERICA INC COM 200340107 1,076 15,000 SH   SOLE   15,000 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 502 600 SH   SOLE   600 0 0
CHEVRON CORP COM 166764100 3,615 30,000 SH   SOLE   30,000 0 0
SPDR BLOOMBERG BARCLAYS CONVER COM 78464A359 447 8,060 SH   SOLE   8,060 0 0
DELTA AIR LINES INC COM 247361702 5,848 100,000 SH   SOLE   100,000 0 0
DANA INC COM 235825205 546 30,000 SH   SOLE   30,000 0 0
DISCOVERY INC COM 25470F104 442 13,500 SH   SOLE   13,500 0 0
EATON CORP PLC COM G29183103 2,368 25,000 SH   SOLE   25,000 0 0
FIREEYE INC COM 31816Q101 531 32,129 SH   SOLE   32,129 0 0
FIDELITY NATIONAL FINANCIAL IN COM 31620R303 181 4,000 SH   SOLE   4,000 0 0
HASBRO INC COM 418056107 2,640 25,000 SH   SOLE   25,000 0 0
HESS CORP COM 42809H107 4,677 70,000 SH   SOLE   70,000 0 0
ASHLAND GLOBAL HOLDINGS INC COM 427098116 5 400 SH   SOLE   400 0 0
MARINEMAX INC COM 567908108 239 14,335 SH   SOLE   14,335 0 0
INTELSAT SA COM L5140P101 562 80,000 SH   SOLE   80,000 0 0
IAC/INTERACTIVECORP COM 44919P508 174 700 SH   SOLE   700 0 0
LEAR CORP COM 521865204 3,430 25,000 SH   SOLE   25,000 0 0
LEVI STRAUSS & CO COM 52736R102 386 20,000 SH   SOLE   20,000 0 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 531 20,000 SH   SOLE   20,000 0 0
MICRON TECHNOLOGY INC COM 595112103 1,076 20,000 SH   SOLE   20,000 0 0
NORWEGIAN CRUISE LINE HOLDINGS COM G66721104 292 5,000 SH   SOLE   5,000 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 1,381 33,500 SH   SOLE   33,500 0 0
SCIPLAY CORP COM 809087109 123 10,000 SH   SOLE   10,000 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 7,669 170,000 SH   SOLE   170,000 0 0
CONSTELLATION BRANDS INC COM 21036P108 285 1,500 SH   SOLE   1,500 0 0
AT&T INC COM 00206R102 3,908 100,000 SH   SOLE   100,000 0 0
TARGET CORP COM 87612E106 256 2,000 SH   SOLE   2,000 0 0
ULTA BEAUTY INC COM 90384S303 633 2,500 SH   SOLE   2,500 0 0
UNITED PARCEL SERVICE INC COM 911312106 4,097 35,000 SH   SOLE   35,000 0 0
UNITED RENTALS INC COM 911363109 834 5,000 SH   SOLE   5,000 0 0
VIACOMCBS INC COM 92556H107 114 2,551 SH   SOLE   2,551 0 0
WESTERN DIGITAL CORP COM 958102105 7,299 115,000 SH   SOLE   115,000 0 0
WPX ENERGY INC COM 98212B103 687 50,000 SH   SOLE   50,000 0 0
CONTINENTAL RESOURCES INC/OK OPT 212015951 2 300 SH Put SOLE   300 0 0
COMMSCOPE HOLDING CO INC OPT 20337X909 66 400 SH Call SOLE   400 0 0
8X8 INC OPT 282914950 8 300 SH Put SOLE   300 0 0
FREEPORT-MCMORAN INC OPT 35671D907 31 1,590 SH Call SOLE   1,590 0 0
FORTIVE CORP OPT 34959J908 4 207 SH Call SOLE   207 0 0
HASBRO INC OPT 418056957 2 200 SH Put SOLE   200 0 0
ISHARES IBOXX HIGH YIELD CORPO OPT 464288953 33 1,100 SH Put SOLE   1,100 0 0
INTELSAT SA OPT L5140P951 14 800 SH Put SOLE   800 0 0
LEVI STRAUSS & CO OPT 52736R902 20 300 SH Call SOLE   300 0 0
MICRON TECHNOLOGY INC OPT 595112903 163 400 SH Call SOLE   400 0 0
VANECK VECTORS OIL SERVICES ET OPT 92189F908 10 750 SH Call SOLE   750 0 0
SM ENERGY CO OPT 78454L900 43 300 SH Call SOLE   300 0 0
SNAP INC OPT 83304A906 1 600 SH Call SOLE   600 0 0
SPDR S&P 500 ETF TRUST OPT 78462F953 14 455 SH Put SOLE   455 0 0
ISHARES 20 YEAR TREASURY BOND OPT 464287952 62 847 SH Put SOLE   847 0 0
TWITTER INC OPT 90184L902 1 500 SH Call SOLE   500 0 0
SPDR S&P OIL & GAS EXPLORATION OPT 78464A900 46 500 SH Call SOLE   500 0 0
AMERICAN ELECTRIC POWER CONV PFD 025537127 43,119 798,455 SH   SOLE   798,455 0 0
ASSURANT INC CONV PFD 04621X207 3,561 27,734 SH   SOLE   27,734 0 0
BROADCOM INC CONV PFD 11135F200 80,069 68,475 SH   SOLE   68,475 0 0
AVANTOR INC CONV PFD 05352A209 10,773 170,727 SH   SOLE   170,727 0 0
BANK OF AMERICA CORP CONV PFD 060505682 169,933 116,562 SH   SOLE   116,562 0 0
BECTON DICKINSON AND CO CONV PFD 075887208 28,977 442,053 SH   SOLE   442,053 0 0
CROWN CASTLE INTL CORP CONV PFD 22822V309 18,484 14,416 SH   SOLE   14,416 0 0
COLFAX CORP CONV PFD 194014205 5,697 36,223 SH   SOLE   36,223 0 0
CHANGE HEALTHCARE INC CONV PFD 15912K209 5,375 89,640 SH   SOLE   89,640 0 0
CENTERPOINT ENERGY INC CONV PFD 15189T503 5,497 112,696 SH   SOLE   112,696 0 0
DOMINION ENERGY INC CONV PFD 25746U133 57,519 538,236 SH   SOLE   538,236 0 0
DANAHER CORP CONV PFD 235851300 36,264 30,640 SH   SOLE   30,640 0 0
DTE ENERGY CO CONV PFD 233331842 47,368 922,327 SH   SOLE   922,327 0 0
ENERGIZER HOLDINGS INC CONV PFD 29272W208 17,618 167,987 SH   SOLE   167,987 0 0
FORTIVE CORPORATION CONV PFD 34959J207 26,375 27,064 SH   SOLE   27,064 0 0
INTL FLAVOR & FRAGRANCES CONV PFD 459506309 23,004 479,253 SH   SOLE   479,253 0 0
NEXTERA ENERGY INC CONV PFD 65339F796 53,429 1,044,350 SH   SOLE   1,044,350 0 0
NY COMMUNITY CAP TRUST V CONV PFD 64944P307 15,655 309,439 SH   SOLE   309,439 0 0
QTS REALTY TRUST INC CONV PFD 74736A301 14,758 114,924 SH   SOLE   114,924 0 0
SOUTHERN CO CONV PFD 842587602 54,015 1,003,266 SH   SOLE   1,003,266 0 0
SEMPRA ENERGY CONV PFD 816851505 5,768 48,322 SH   SOLE   48,322 0 0
STANLEY BLACK & DECKER I CONV PFD 854502846 34,860 320,427 SH   SOLE   320,427 0 0
STANLEY BLACK & DECKER I CONV PFD 854502887 42,287 387,578 SH   SOLE   387,578 0 0
WELLS FARGO & COMPANY CONV PFD 949746804 164,417 113,370 SH   SOLE   113,370 0 0