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
AMERICAN AIRLINES GROUP CONV 02376RAF9 14,484 15,590,000 PRN   SOLE   15,590,000 0 0
AKAMAI TECHNOLOGIES INC CONV 00971TAJ0 14,097 10,944,000 PRN   SOLE   10,944,000 0 0
AKAMAI TECHNOLOGIES INC CONV 00971TAL5 40,549 35,103,000 PRN   SOLE   35,103,000 0 0
ALTAIR ENGINEERING INC CONV 021369AA1 7,211 6,500,000 PRN   SOLE   6,500,000 0 0
ANTHEM INC CONV 94973VBG1 48,965 13,029,000 PRN   SOLE   13,029,000 0 0
ARES CAPITAL CORP CONV 04010LAT0 41,688 40,775,000 PRN   SOLE   40,775,000 0 0
ARES CAPITAL CORP CONV 04010LAW3 66,110 63,690,000 PRN   SOLE   63,690,000 0 0
AIR TRANSPORT SERVICES G CONV 00922RAB1 30,000 28,319,000 PRN   SOLE   28,319,000 0 0
ALTERYX INC CONV 02156BAD5 6,670 6,673,000 PRN   SOLE   6,673,000 0 0
ALTERYX INC CONV 02156BAF0 45,322 45,336,000 PRN   SOLE   45,336,000 0 0
BOOKING HOLDINGS INC CONV 741503AX4 97,418 91,159,000 PRN   SOLE   91,159,000 0 0
BIOMARIN PHARMACEUTICAL CONV 09061GAH4 68,775 65,820,000 PRN   SOLE   65,820,000 0 0
BRISTOL-MYERS SQUIBB CO CONV 110122AN8 1,726 1,098,000 PRN   SOLE   1,098,000 0 0
BENEFITFOCUS INC CONV 08180DAB2 16,689 20,538,000 PRN   SOLE   20,538,000 0 0
BLACKSTONE MORTGAGE TR CONV 09257WAB6 5,771 5,982,000 PRN   SOLE   5,982,000 0 0
BLACKSTONE MORTGAGE TR CONV 09257WAC4 12,573 13,119,000 PRN   SOLE   13,119,000 0 0
CONMED CORP CONV 207410AF8 16,207 14,424,000 PRN   SOLE   14,424,000 0 0
CSG SYSTEMS INTERNATIONA CONV 126349AF6 32,630 31,351,000 PRN   SOLE   31,351,000 0 0
DANAHER CORP CONV 235851AF9 66 8,000 PRN   SOLE   8,000 0 0
DISH NETWORK CORP CONV 25470MAD1 2,842 3,139,000 PRN   SOLE   3,139,000 0 0
DISH NETWORK CORP CONV 25470MAB5 95,912 104,240,000 PRN   SOLE   104,240,000 0 0
DEXCOM INC CONV 252131AH0 144 57,000 PRN   SOLE   57,000 0 0
EURONET WORLDWIDE INC CONV 298736AL3 99,114 103,383,000 PRN   SOLE   103,383,000 0 0
8X8 INC CONV 282914AB6 30,251 32,694,000 PRN   SOLE   32,694,000 0 0
ENVESTNET INC CONV 29404KAB2 13,340 10,393,000 PRN   SOLE   10,393,000 0 0
ETSY INC CONV 29786AAJ5 8,307 5,284,000 PRN   SOLE   5,284,000 0 0
EVOLENT HEALTH INC CONV 30050BAD3 5,034 6,392,000 PRN   SOLE   6,392,000 0 0
EXACT SCIENCES CORP CONV 30063PAC9 30,001 27,648,000 PRN   SOLE   27,648,000 0 0
EXACT SCIENCES CORP CONV 30063PAB1 87,522 74,349,000 PRN   SOLE   74,349,000 0 0
FIREEYE INC CONV 31816QAF8 51,729 55,212,000 PRN   SOLE   55,212,000 0 0
FIREEYE INC CONV 31816QAD3 19,947 20,500,000 PRN   SOLE   20,500,000 0 0
FLEXION THERAPEUTICS INC CONV 33938JAB2 13,689 17,343,000 PRN   SOLE   17,343,000 0 0
FORTIVE CORPORATION CONV 34959JAK4 126,085 125,667,000 PRN   SOLE   125,667,000 0 0
GREENBRIER COS INC CONV 393657AK7 32,330 35,403,000 PRN   SOLE   35,403,000 0 0
GOLDMAN SACHS BDC INC CONV 38147UAB3 1,496 1,472,000 PRN   SOLE   1,472,000 0 0
HERBALIFE LTD CONV 42703MAD5 64,808 64,393,000 PRN   SOLE   64,393,000 0 0
HELIX ENERGY SOLUTIONS CONV 42330PAH0 6 7,000 PRN   SOLE   7,000 0 0
HUAZHU GROUP LTD CONV 16949NAC3 1,499 1,330,000 PRN   SOLE   1,330,000 0 0
INTERCEPT PHARMAS CONV 45845PAB4 12,963 18,604,000 PRN   SOLE   18,604,000 0 0
INTERCEPT PHARMAS CONV 45845PAA6 23,479 28,978,000 PRN   SOLE   28,978,000 0 0
INTERDIGITAL INC CONV 45867GAB7 30,646 29,665,000 PRN   SOLE   29,665,000 0 0
II-VI INC CONV 902104AB4 11,349 10,041,000 PRN   SOLE   10,041,000 0 0
ILLUMINA INC CONV 452327AK5 84,915 79,648,000 PRN   SOLE   79,648,000 0 0
ILLUMINA INC CONV 452327AH2 50,542 39,257,000 PRN   SOLE   39,257,000 0 0
INSMED INC CONV 457669AA7 28,206 25,839,000 PRN   SOLE   25,839,000 0 0
INNOVIVA INC CONV 88338TAB0 21,647 22,500,000 PRN   SOLE   22,500,000 0 0
IONIS PHARMACEUTICALS IN CONV 464337AJ3 8,064 7,777,000 PRN   SOLE   7,777,000 0 0
JAZZ INVESTMENTS I LTD CONV 472145AD3 43,714 43,150,000 PRN   SOLE   43,150,000 0 0
J2 GLOBAL COMMUNICATIONS CONV 48123VAC6 6,496 5,664,000 PRN   SOLE   5,664,000 0 0
KAMAN CORP CONV 483548AF0 4,414 4,454,000 PRN   SOLE   4,454,000 0 0
KBR INC CONV 48242WAB2 35,726 31,576,000 PRN   SOLE   31,576,000 0 0
LIGAND PHARMACEUTICALS I CONV 53220KAF5 51,013 56,178,000 PRN   SOLE   56,178,000 0 0
LUMENTUM HOLDINGS INC CONV 55024UAB5 3,863 2,762,000 PRN   SOLE   2,762,000 0 0
LIBERTY MEDIA CORP CONV 531229AB8 51,886 47,239,000 PRN   SOLE   47,239,000 0 0
LIBERTY MEDIA CORP CONV 531229AE2 45,311 95,839,000 PRN   SOLE   95,839,000 0 0
CHENIERE ENERGY INC CONV 16411RAG4 30,796 42,575,000 PRN   SOLE   42,575,000 0 0
LIVEPERSON INC CONV 538146AB7 17,020 11,142,000 PRN   SOLE   11,142,000 0 0
NOVELLUS SYSTEMS INC CONV 670008AD3 3,357 322,000 PRN   SOLE   322,000 0 0
SOUTHWEST AIRLINES CO CONV 844741BG2 212,736 163,112,000 PRN   SOLE   163,112,000 0 0
LIVE NATION ENTERTAINMEN CONV 538034AQ2 44,250 39,753,000 PRN   SOLE   39,753,000 0 0
MICROCHIP TECHNOLOGY INC CONV 595017AF1 41,877 27,169,000 PRN   SOLE   27,169,000 0 0
MACQUARIE INFRASTRUCTURE CONV 55608BAB1 37,199 40,760,000 PRN   SOLE   40,760,000 0 0
MERITOR INC CONV 59001KAF7 26,840 25,648,000 PRN   SOLE   25,648,000 0 0
MICRON TECHNOLOGY INC CONV 595112AX1 16,844 3,585,000 PRN   SOLE   3,585,000 0 0
NEUROCRINE BIOSCIENCES CONV 64125CAD1 6,536 4,733,000 PRN   SOLE   4,733,000 0 0
NEW RELIC INC CONV 64829BAB6 43,583 45,570,000 PRN   SOLE   45,570,000 0 0
NEW MOUNTAIN FINANCE COR CONV 647551AC4 13,844 13,788,000 PRN   SOLE   13,788,000 0 0
NRG ENERGY INC CONV 629377CG5 45,761 44,044,000 PRN   SOLE   44,044,000 0 0
INSIGHT ENTERPRS CONV 45765UAB9 9,047 8,608,000 PRN   SOLE   8,608,000 0 0
NUTANIX INC CONV 67059NAB4 17,359 18,438,000 PRN   SOLE   18,438,000 0 0
NUANCE COMMUNICATIONS CONV 67020YAK6 2,550 1,750,000 PRN   SOLE   1,750,000 0 0
NUANCE COMMUNICATIONS CONV 67020YAN0 10,580 5,956,000 PRN   SOLE   5,956,000 0 0
NUVASIVE INC CONV 670704AG0 19,779 19,195,000 PRN   SOLE   19,195,000 0 0
OKTA INC CONV 679295AD7 15,884 11,990,000 PRN   SOLE   11,990,000 0 0
ON SEMICONDUCTOR CORP CONV 682189AP0 35,106 26,524,000 PRN   SOLE   26,524,000 0 0
OSI SYSTEMS INC CONV 671044AD7 24,999 24,717,000 PRN   SOLE   24,717,000 0 0
PALO ALTO NETWORKS CONV 697435AD7 63,042 56,002,000 PRN   SOLE   56,002,000 0 0
PACIRA BIOSCIENCES INC CONV 695127AD2 15,956 13,920,000 PRN   SOLE   13,920,000 0 0
PENN NATIONAL GAMING INC CONV 707569AU3 2,006 625,000 PRN   SOLE   625,000 0 0
PROOFPOINT INC CONV 743424AF0 98,901 99,085,000 PRN   SOLE   99,085,000 0 0
INSULET CORPORATION CONV 45784PAH4 194 76,000 PRN   SOLE   76,000 0 0
PRA GROUP INC CONV 69354NAB2 5,887 5,382,000 PRN   SOLE   5,382,000 0 0
PLURALSIGHT INC CONV 72941BAB2 26,451 29,781,000 PRN   SOLE   29,781,000 0 0
PURE STORAGE INC CONV 74624MAB8 29,979 31,065,000 PRN   SOLE   31,065,000 0 0
Q2 HOLDINGS INC CONV 74736LAD1 7,234 5,900,000 PRN   SOLE   5,900,000 0 0
RH CONV 74967XAA1 576 282,000 PRN   SOLE   282,000 0 0
RAMBUS INC CONV 750917AG1 4,208 4,008,000 PRN   SOLE   4,008,000 0 0
REALPAGE INC CONV 75606NAC3 14,909 14,430,000 PRN   SOLE   14,430,000 0 0
RAPID7 INC CONV 753422AB0 399 255,000 PRN   SOLE   255,000 0 0
RETROPHIN INC CONV 761299AB2 11,514 13,414,000 PRN   SOLE   13,414,000 0 0
REDWOOD TRUST INC CONV 758075AC9 15,099 16,499,000 PRN   SOLE   16,499,000 0 0
SILICON LABORATORIES INC CONV 826919AB8 758 633,000 PRN   SOLE   633,000 0 0
SNAP INC CONV 83304AAB2 33,480 24,121,000 PRN   SOLE   24,121,000 0 0
SPLUNK INC CONV 848637AD6 1,064 737,000 PRN   SOLE   737,000 0 0
SQUARE INC CONV 852234AD5 22,376 10,359,000 PRN   SOLE   10,359,000 0 0
SAREPTA THERAPEUTICS INC CONV 803607AB6 23,673 11,418,000 PRN   SOLE   11,418,000 0 0
SCORPIO TANKERS INC CONV 80918TAB5 4,905 5,405,000 PRN   SOLE   5,405,000 0 0
STARWOOD PROPERTY TRUST CONV 85571BAH8 29,825 30,997,000 PRN   SOLE   30,997,000 0 0
SUPERNUS PHARMACEUTICALS CONV 868459AD0 39,347 42,650,000 PRN   SOLE   42,650,000 0 0
SYNAPTICS INC CONV 87157DAD1 38,733 31,206,000 PRN   SOLE   31,206,000 0 0
BLACKROCK TCP CAP CORP CONV 87238QAD5 11,808 11,762,000 PRN   SOLE   11,762,000 0 0
TELADOC HEALTH INC CONV 87918AAC9 237 58,000 PRN   SOLE   58,000 0 0
TERADYNE INC CONV 880770AG7 30,370 11,886,000 PRN   SOLE   11,886,000 0 0
TESLA INC CONV 88160RAC5 5,976 1,004,000 PRN   SOLE   1,004,000 0 0
TESLA INC CONV 88160RAG6 51,450 7,440,000 PRN   SOLE   7,440,000 0 0
TESLA INC CONV 88160RAD3 47,376 7,250,000 PRN   SOLE   7,250,000 0 0
TWILIO INC CONV 90138FAB8 150 43,000 PRN   SOLE   43,000 0 0
TWITTER INC CONV 90184LAF9 88,926 79,918,000 PRN   SOLE   79,918,000 0 0
TWITTER INC CONV 90184LAD4 29,690 29,750,000 PRN   SOLE   29,750,000 0 0
MARRIOTT VACATION WORLDW CONV 57164YAB3 36,143 36,555,000 PRN   SOLE   36,555,000 0 0
VONAGE HOLDINGS CORP CONV 92886TAJ1 34,575 35,443,000 PRN   SOLE   35,443,000 0 0
VIAVI SOLUTIONS INC CONV 925550AB1 29,669 26,174,000 PRN   SOLE   26,174,000 0 0
VIAVI SOLUTIONS INC CONV 925550AE5 14,260 12,811,000 PRN   SOLE   12,811,000 0 0
VERINT SYSTEMS INC CONV 92343XAA8 44,832 44,099,000 PRN   SOLE   44,099,000 0 0
VISHAY INTERTECHNOLOGY CONV 928298AP3 50,953 52,441,000 PRN   SOLE   52,441,000 0 0
WEIBO CORP CONV 948596AC5 6,757 7,100,000 PRN   SOLE   7,100,000 0 0
WORKDAY INC CONV 98138HAF8 44,538 28,930,000 PRN   SOLE   28,930,000 0 0
WESTERN DIGITAL CORP CONV 958102AP0 111,430 116,585,000 PRN   SOLE   116,585,000 0 0
WORKIVA INC CONV 98139AAB1 24,301 24,275,000 PRN   SOLE   24,275,000 0 0
JOYY INC CONV 98426TAD8 5,467 5,040,000 PRN   SOLE   5,040,000 0 0
JOYY INC CONV 98426TAF3 3,251 3,000,000 PRN   SOLE   3,000,000 0 0
ZILLOW GROUP INC CONV 98954MAC5 10,908 7,605,000 PRN   SOLE   7,605,000 0 0
ZILLOW GROUP INC CONV 98954MAH4 12,457 7,194,000 PRN   SOLE   7,194,000 0 0
ZYNGA INC CONV 98986TAB4 19,072 15,027,000 PRN   SOLE   15,027,000 0 0
AMERICAN ELECTRIC POWER CONV PFD 025537127 33,126 672,913 SH   SOLE   672,913 0 0
AMERICAN ELECTRIC POWER CONV PFD 02557T307 21,013 427,276 SH   SOLE   427,276 0 0
ASSURANT INC CONV PFD 04621X207 13,131 110,919 SH   SOLE   110,919 0 0
BANK OF AMERICA CORP CONV PFD 060505682 195,778 130,824 SH   SOLE   130,824 0 0
BOSTON SCIENTIFIC CORP CONV PFD 101137206 29,515 265,263 SH   SOLE   265,263 0 0
COLFAX CORP CONV PFD 194014205 3,362 25,000 SH   SOLE   25,000 0 0
CHANGE HEALTHCARE INC CONV PFD 15912K209 20,499 386,526 SH   SOLE   386,526 0 0
DOMINION ENERGY INC CONV PFD 25746U133 48,660 477,040 SH   SOLE   477,040 0 0
DTE ENERGY CO CONV PFD 233331842 28,163 618,083 SH   SOLE   618,083 0 0
ELANCO ANIMAL HEALTH INC CONV PFD 28414H202 7,003 156,726 SH   SOLE   156,726 0 0
ENERGIZER HOLDINGS INC CONV PFD 29272W208 10,092 119,756 SH   SOLE   119,756 0 0
INTL FLAVOR & FRAGRANCES CONV PFD 459506309 11,725 263,350 SH   SOLE   263,350 0 0
NEXTERA ENERGY INC CONV PFD 65339F796 21,936 402,739 SH   SOLE   402,739 0 0
NEXTERA ENERGY INC CONV PFD 65339F770 44,845 955,437 SH   SOLE   955,437 0 0
NEXTERA ENERGY INC CONV PFD 65339F739 35,822 755,500 SH   SOLE   755,500 0 0
NY COMMUNITY CAP TRUST V CONV PFD 64944P307 14,294 328,351 SH   SOLE   328,351 0 0
PG&E CORP CONV PFD 69331C140 7,548 77,073 SH   SOLE   77,073 0 0
QTS REALTY TRUST INC CONV PFD 74736A301 11,048 77,584 SH   SOLE   77,584 0 0
SOUTHERN CO CONV PFD 842587602 27,166 582,811 SH   SOLE   582,811 0 0
SEMPRA ENERGY CONV PFD 816851505 228 2,278 SH   SOLE   2,278 0 0
STANLEY BLACK & DECKER I CONV PFD 854502846 64,323 632,686 SH   SOLE   632,686 0 0
WELLS FARGO & COMPANY CONV PFD 949746804 175,170 130,805 SH   SOLE   130,805 0 0
ABBVIE INC COM 00287Y109 3,504 40,000 SH   SOLE   40,000 0 0
ADVENT CONVERTIBLE AND INCOME COM 00764C109 2,114 153,048 SH   SOLE   153,048 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 304 4,000 SH   SOLE   4,000 0 0
CATERPILLAR INC COM 149123101 3,729 25,000 SH   SOLE   25,000 0 0
CAESARS ENTERTAINMENT INC COM 12769G100 1,962 35,000 SH   SOLE   35,000 0 0
DUPONT DE NEMOURS INC COM 26614N102 2,219 40,000 SH   SOLE   40,000 0 0
FREEPORT-MCMORAN INC COM 35671D857 3,167 202,500 SH   SOLE   202,500 0 0
GAMING AND LEISURE PROPERTIES COM 36467J108 2,804 75,936 SH   SOLE   75,936 0 0
HCA HEALTHCARE INC COM 40412C101 1,870 15,000 SH   SOLE   15,000 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 4,115 25,000 SH   SOLE   25,000 0 0
COCA-COLA CO/THE COM 191216100 2,469 50,000 SH   SOLE   50,000 0 0
LAMAR ADVERTISING CO COM 512816109 1,985 30,000 SH   SOLE   30,000 0 0
LAM RESEARCH CORP COM 512807108 3,981 12,000 SH   SOLE   12,000 0 0
LAS VEGAS SANDS CORP COM 517834107 2,333 50,000 SH   SOLE   50,000 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 3,597 35,000 SH   SOLE   35,000 0 0
MEDTRONIC PLC COM G5960L103 5,196 50,000 SH   SOLE   50,000 0 0
MERCK & CO INC COM 58933Y105 2,489 30,000 SH   SOLE   30,000 0 0
MICROSOFT CORP COM 594918104 2,524 12,000 SH   SOLE   12,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 3,254 150,000 SH   SOLE   150,000 0 0
PNC FINANCIAL SERVICES GROUP I COM 693475105 2,748 25,000 SH   SOLE   25,000 0 0
CONSTELLATION BRANDS INC COM 21036P108 284 1,500 SH   SOLE   1,500 0 0
UNION PACIFIC CORP COM 907818108 1,969 10,000 SH   SOLE   10,000 0 0
VISA INC COM 92826C839 3,000 15,000 SH   SOLE   15,000 0 0
WINNEBAGO INDUSTRIES INC COM 974637100 672 13,000 SH   SOLE   13,000 0 0
AMERICAN AIRLINES GROUP INC OPT 02376R952 8 3,000 SH Put SOLE   3,000 0 0
AMERICAN AIRLINES GROUP INC OPT 02376R952 17 1,000 SH Put SOLE   1,000 0 0
BLOOMIN' BRANDS INC OPT 094235958 10 1,000 SH Put SOLE   1,000 0 0
FREEPORT-MCMORAN INC OPT 35671D957 3 525 SH Put SOLE   525 0 0
SOUTHWEST AIRLINES CO OPT 844741958 7 500 SH Put SOLE   500 0 0