The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 |
ATLAS AIR WORLDWIDE HLDG | CONV | 049164BJ4 | 51,442 | 49,974,000 | PRN | SOLE | 49,974,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDG | CONV | 049164BH8 | 12,397 | 12,506,000 | PRN | SOLE | 12,506,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | CONV | 00971TAJ0 | 114,241 | 106,579,000 | PRN | SOLE | 106,579,000 | 0 | 0 | ||
ALTAIR ENGINEERING INC | CONV | 021369AA1 | 14,848 | 13,661,000 | PRN | SOLE | 13,661,000 | 0 | 0 | ||
ALZA CORP | CONV | 02261WAB5 | 10,729 | 5,596,000 | PRN | SOLE | 5,596,000 | 0 | 0 | ||
ANTHEM INC | CONV | 94973VBG1 | 64,745 | 16,532,000 | PRN | SOLE | 16,532,000 | 0 | 0 | ||
ARES CAPITAL CORP | CONV | 04010LAT0 | 76,661 | 75,286,000 | PRN | SOLE | 75,286,000 | 0 | 0 | ||
ARES CAPITAL CORP | CONV | 04010LAW3 | 52,025 | 50,490,000 | PRN | SOLE | 50,490,000 | 0 | 0 | ||
ARCONIC INC | CONV | 74973WAB3 | 30,975 | 30,641,000 | PRN | SOLE | 30,641,000 | 0 | 0 | ||
AIR TRANSPORT SERVICES G | CONV | 00922RAB1 | 36,065 | 35,406,000 | PRN | SOLE | 35,406,000 | 0 | 0 | ||
BLACKROCK CAPITAL INVEST | CONV | 092533AC2 | 18,672 | 18,610,000 | PRN | SOLE | 18,610,000 | 0 | 0 | ||
BOOKING HOLDINGS INC | CONV | 741503AS5 | 68,740 | 47,811,000 | PRN | SOLE | 47,811,000 | 0 | 0 | ||
BOOKING HOLDINGS INC | CONV | 741503AX4 | 137,815 | 120,380,000 | PRN | SOLE | 120,380,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL | CONV | 09061GAH4 | 79,350 | 76,269,000 | PRN | SOLE | 76,269,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL | CONV | 09061GAF8 | 31,757 | 28,256,000 | PRN | SOLE | 28,256,000 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | CONV | 110122AN8 | 2,001 | 1,706,000 | PRN | SOLE | 1,706,000 | 0 | 0 | ||
BLACKSTONE MORTGAGE TR | CONV | 09257WAC4 | 26,468 | 25,362,000 | PRN | SOLE | 25,362,000 | 0 | 0 | ||
BLACKSTONE MORTGAGE TR | CONV | 09257WAB6 | 25,964 | 25,015,000 | PRN | SOLE | 25,015,000 | 0 | 0 | ||
CARDTRONICS INC | CONV | 14161HAG3 | 30,399 | 31,435,000 | PRN | SOLE | 31,435,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | CONV | 165167CY1 | 44,961 | 56,646,000 | PRN | SOLE | 56,646,000 | 0 | 0 | ||
CLEVELAND-CLIFFS INC | CONV | 185899AA9 | 20,294 | 14,081,000 | PRN | SOLE | 14,081,000 | 0 | 0 | ||
COLONY CAPITAL INC | CONV | 19624RAB2 | 24,694 | 25,459,000 | PRN | SOLE | 25,459,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | CONV | 189464AC4 | 2,834 | 4,516,000 | PRN | SOLE | 4,516,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | CONV | 189464AB6 | 22,019 | 24,758,000 | PRN | SOLE | 24,758,000 | 0 | 0 | ||
CSG SYSTEMS INTERNATIONA | CONV | 126349AF6 | 50,500 | 45,543,000 | PRN | SOLE | 45,543,000 | 0 | 0 | ||
CTRIP.COM INTL LTD | CONV | 22943FAF7 | 50,374 | 50,977,000 | PRN | SOLE | 50,977,000 | 0 | 0 | ||
CTRIP.COM INTL LTD | CONV | 22943FAH3 | 23,029 | 21,172,000 | PRN | SOLE | 21,172,000 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CO | CONV | 232806AP4 | 21,848 | 18,500,000 | PRN | SOLE | 18,500,000 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CO | CONV | 232806AM1 | 8,898 | 5,302,000 | PRN | SOLE | 5,302,000 | 0 | 0 | ||
CAESARS ENTERTAIN CORP | CONV | 127686AA1 | 21,624 | 12,593,000 | PRN | SOLE | 12,593,000 | 0 | 0 | ||
DANAHER CORP | CONV | 235851AF9 | 7,279 | 1,332,000 | PRN | SOLE | 1,332,000 | 0 | 0 | ||
DISH NETWORK CORP | CONV | 25470MAD1 | 36,619 | 39,521,000 | PRN | SOLE | 39,521,000 | 0 | 0 | ||
DISH NETWORK CORP | CONV | 25470MAB5 | 81,617 | 83,760,000 | PRN | SOLE | 83,760,000 | 0 | 0 | ||
DEXCOM INC | CONV | 252131AF4 | 206 | 129,000 | PRN | SOLE | 129,000 | 0 | 0 | ||
DYCOM INDUSTRIES INC | CONV | 267475AB7 | 54,202 | 55,181,000 | PRN | SOLE | 55,181,000 | 0 | 0 | ||
ENVESTNET INC | CONV | 29404KAB2 | 14,399 | 12,077,000 | PRN | SOLE | 12,077,000 | 0 | 0 | ||
ENVESTNET INC | CONV | 29404KAA4 | 6 | 5,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
EVOLENT HEALTH INC | CONV | 30050BAB7 | 4,000 | 4,545,000 | PRN | SOLE | 4,545,000 | 0 | 0 | ||
EXACT SCIENCES CORP | CONV | 30063PAB1 | 21,912 | 17,349,000 | PRN | SOLE | 17,349,000 | 0 | 0 | ||
EZCORP INC | CONV | 302301AE6 | 8,870 | 9,842,000 | PRN | SOLE | 9,842,000 | 0 | 0 | ||
EZCORP INC | CONV | 302301AF3 | 259 | 228,000 | PRN | SOLE | 228,000 | 0 | 0 | ||
FIREEYE INC | CONV | 31816QAF8 | 77,386 | 79,010,000 | PRN | SOLE | 79,010,000 | 0 | 0 | ||
FIREEYE INC | CONV | 31816QAD3 | 36,489 | 38,740,000 | PRN | SOLE | 38,740,000 | 0 | 0 | ||
FIVE9 INC | CONV | 338307AB7 | 7,240 | 5,209,000 | PRN | SOLE | 5,209,000 | 0 | 0 | ||
FLEXION THERAPEUTICS INC | CONV | 33938JAB2 | 15,353 | 17,571,000 | PRN | SOLE | 17,571,000 | 0 | 0 | ||
FINISAR CORP | CONV | 31787AAP6 | 43,351 | 44,405,000 | PRN | SOLE | 44,405,000 | 0 | 0 | ||
GREENBRIER COS INC | CONV | 393657AK7 | 30,206 | 31,387,000 | PRN | SOLE | 31,387,000 | 0 | 0 | ||
GOLAR LNG LTD | CONV | 38046YAB7 | 10,072 | 10,856,000 | PRN | SOLE | 10,856,000 | 0 | 0 | ||
GOLDMAN SACHS BDC INC | CONV | 38147UAB3 | 11,247 | 11,203,000 | PRN | SOLE | 11,203,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | CONV | 40171VAA8 | 13,369 | 11,923,000 | PRN | SOLE | 11,923,000 | 0 | 0 | ||
HERBALIFE LTD | CONV | 42703MAD5 | 37,759 | 38,845,000 | PRN | SOLE | 38,845,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS | CONV | 42330PAJ6 | 10,552 | 8,657,000 | PRN | SOLE | 8,657,000 | 0 | 0 | ||
HUAZHU GROUP LTD | CONV | 16949NAC3 | 43,022 | 39,768,000 | PRN | SOLE | 39,768,000 | 0 | 0 | ||
HORIZON PHARMA INV LTD | CONV | 44052TAB7 | 33,208 | 29,900,000 | PRN | SOLE | 29,900,000 | 0 | 0 | ||
INTERCEPT PHARMAS | CONV | 45845PAA6 | 45,744 | 51,245,000 | PRN | SOLE | 51,245,000 | 0 | 0 | ||
INTERDIGITAL INC | CONV | 458660AD9 | 5 | 5,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
ILLUMINA INC | CONV | 452327AH2 | 81,722 | 52,854,000 | PRN | SOLE | 52,854,000 | 0 | 0 | ||
INSMED INC | CONV | 457669AA7 | 21,225 | 21,999,000 | PRN | SOLE | 21,999,000 | 0 | 0 | ||
INNOVIVA INC | CONV | 88338TAB0 | 36,824 | 35,038,000 | PRN | SOLE | 35,038,000 | 0 | 0 | ||
IH MERGER SUB LLC | CONV | 19625XAB8 | 36,726 | 29,999,000 | PRN | SOLE | 29,999,000 | 0 | 0 | ||
IONIS PHARMACEUTICALS IN | CONV | 464337AJ3 | 12,751 | 10,746,000 | PRN | SOLE | 10,746,000 | 0 | 0 | ||
INPHI CORP | CONV | 45772FAC1 | 33,678 | 30,294,000 | PRN | SOLE | 30,294,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | CONV | 472145AD3 | 50,307 | 50,887,000 | PRN | SOLE | 50,887,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | CONV | 472145AB7 | 36,488 | 35,760,000 | PRN | SOLE | 35,760,000 | 0 | 0 | ||
KAMAN CORP | CONV | 483548AF0 | 1,603 | 1,374,000 | PRN | SOLE | 1,374,000 | 0 | 0 | ||
LIGAND PHARMACEUTICALS I | CONV | 53220KAF5 | 58,675 | 67,972,000 | PRN | SOLE | 67,972,000 | 0 | 0 | ||
LUMENTUM HOLDINGS INC | CONV | 55024UAB5 | 44,275 | 38,041,000 | PRN | SOLE | 38,041,000 | 0 | 0 | ||
LIBERTY MEDIA CORP | CONV | 531229AB8 | 48,010 | 42,698,000 | PRN | SOLE | 42,698,000 | 0 | 0 | ||
LIBERTY MEDIA CORP | CONV | 531229AE2 | 50,576 | 95,242,000 | PRN | SOLE | 95,242,000 | 0 | 0 | ||
CHENIERE ENERGY INC | CONV | 16411RAG4 | 31,805 | 40,486,000 | PRN | SOLE | 40,486,000 | 0 | 0 | ||
NOVELLUS SYSTEMS INC | CONV | 670008AD3 | 44,324 | 7,724,000 | PRN | SOLE | 7,724,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMEN | CONV | 538034AQ2 | 297 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | CONV | 595017AF1 | 79,912 | 67,280,000 | PRN | SOLE | 67,280,000 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SO | CONV | 01988PAD0 | 20,025 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE | CONV | 55608BAB1 | 25,623 | 28,762,000 | PRN | SOLE | 28,762,000 | 0 | 0 | ||
MERITOR INC | CONV | 59001KAF7 | 58,939 | 56,288,000 | PRN | SOLE | 56,288,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES | CONV | 64125CAD1 | 15,247 | 11,543,000 | PRN | SOLE | 11,543,000 | 0 | 0 | ||
NEW RELIC INC | CONV | 64829BAB6 | 24,437 | 22,917,000 | PRN | SOLE | 22,917,000 | 0 | 0 | ||
NEW MOUNTAIN FINANCE COR | CONV | 647551AC4 | 10,260 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
SERVICENOW INC | CONV | 81762PAC6 | 16,203 | 7,853,000 | PRN | SOLE | 7,853,000 | 0 | 0 | ||
NRG ENERGY INC | CONV | 629377CG5 | 27,776 | 25,969,000 | PRN | SOLE | 25,969,000 | 0 | 0 | ||
NUTANIX INC | CONV | 67059NAB4 | 43,911 | 47,121,000 | PRN | SOLE | 47,121,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS | CONV | 67020YAG5 | 577 | 581,000 | PRN | SOLE | 581,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS | CONV | 67020YAN0 | 24,221 | 24,644,000 | PRN | SOLE | 24,644,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS | CONV | 67020YAK6 | 53,683 | 57,113,000 | PRN | SOLE | 57,113,000 | 0 | 0 | ||
NUVASIVE INC | CONV | 670704AG0 | 22,271 | 19,613,000 | PRN | SOLE | 19,613,000 | 0 | 0 | ||
NEVRO CORP | CONV | 64157FAA1 | 25,601 | 24,530,000 | PRN | SOLE | 24,530,000 | 0 | 0 | ||
NXP SEMICONDUCTOR NV | CONV | 62952QAB6 | 10,004 | 9,472,000 | PRN | SOLE | 9,472,000 | 0 | 0 | ||
OASIS PETROLEUM INC | CONV | 674215AJ7 | 20,811 | 22,719,000 | PRN | SOLE | 22,719,000 | 0 | 0 | ||
OIL STATES INTL INC | CONV | 678026AH8 | 17,882 | 19,994,000 | PRN | SOLE | 19,994,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | CONV | 682189AP0 | 30,474 | 24,954,000 | PRN | SOLE | 24,954,000 | 0 | 0 | ||
OSI SYSTEMS INC | CONV | 671044AD7 | 18,512 | 15,603,000 | PRN | SOLE | 15,603,000 | 0 | 0 | ||
PACIRA BIOSCIENCES INC | CONV | 695127AD2 | 23,692 | 23,062,000 | PRN | SOLE | 23,062,000 | 0 | 0 | ||
INSULET CORPORATION | CONV | 45784PAH4 | 31,078 | 21,829,000 | PRN | SOLE | 21,829,000 | 0 | 0 | ||
PRA GROUP INC | CONV | 69354NAB2 | 47,340 | 50,423,000 | PRN | SOLE | 50,423,000 | 0 | 0 | ||
PRA GROUP INC | CONV | 73640QAB1 | 18,257 | 18,500,000 | PRN | SOLE | 18,500,000 | 0 | 0 | ||
PURE STORAGE INC | CONV | 74624MAB8 | 73,688 | 76,762,000 | PRN | SOLE | 76,762,000 | 0 | 0 | ||
PRETIUM RESOURCES INC | CONV | 74139CAB8 | 7,280 | 7,408,000 | PRN | SOLE | 7,408,000 | 0 | 0 | ||
QIAGEN NV | CONV | AV5355400 | 11,819 | 10,600,000 | PRN | SOLE | 10,600,000 | 0 | 0 | ||
QUOTIENT TECHNOLOGY INC | CONV | 749119AB9 | 23,701 | 24,458,000 | PRN | SOLE | 24,458,000 | 0 | 0 | ||
RH | CONV | 761283AC4 | 16,136 | 13,982,000 | PRN | SOLE | 13,982,000 | 0 | 0 | ||
RED HAT INC | CONV | 756577AD4 | 10,192 | 3,993,000 | PRN | SOLE | 3,993,000 | 0 | 0 | ||
TRANSOCEAN INC | CONV | 893830BJ7 | 14,447 | 14,650,000 | PRN | SOLE | 14,650,000 | 0 | 0 | ||
RETROPHIN INC | CONV | 761299AB2 | 4,688 | 5,207,000 | PRN | SOLE | 5,207,000 | 0 | 0 | ||
REDWOOD TRUST INC | CONV | 758075AC9 | 10,071 | 10,296,000 | PRN | SOLE | 10,296,000 | 0 | 0 | ||
SILICON LABORATORIES INC | CONV | 826919AB8 | 338 | 272,000 | PRN | SOLE | 272,000 | 0 | 0 | ||
SM ENERGY CO | CONV | 78454LAM2 | 21,445 | 23,119,000 | PRN | SOLE | 23,119,000 | 0 | 0 | ||
SQUARE INC | CONV | 852234AD5 | 40,864 | 34,156,000 | PRN | SOLE | 34,156,000 | 0 | 0 | ||
SPIRIT REALTY CAPITAL IN | CONV | 84860WAB8 | 37,867 | 37,026,000 | PRN | SOLE | 37,026,000 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | CONV | 803607AB6 | 12,160 | 5,456,000 | PRN | SOLE | 5,456,000 | 0 | 0 | ||
SCORPIO TANKERS INC | CONV | 80918TAB5 | 5,238 | 5,025,000 | PRN | SOLE | 5,025,000 | 0 | 0 | ||
STARWOOD PROPERTY TRUST | CONV | 85571BAH8 | 36,184 | 35,569,000 | PRN | SOLE | 35,569,000 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS | CONV | 868459AD0 | 60,252 | 61,727,000 | PRN | SOLE | 61,727,000 | 0 | 0 | ||
SYNAPTICS INC | CONV | 87157DAD1 | 61,770 | 68,915,000 | PRN | SOLE | 68,915,000 | 0 | 0 | ||
BLACKROCK TCP CAP CORP | CONV | 87238QAD5 | 19,451 | 19,125,000 | PRN | SOLE | 19,125,000 | 0 | 0 | ||
TELADOC HEALTH INC | CONV | 87918AAC9 | 24,853 | 16,766,000 | PRN | SOLE | 16,766,000 | 0 | 0 | ||
TERADYNE INC | CONV | 880770AG7 | 25,902 | 15,942,000 | PRN | SOLE | 15,942,000 | 0 | 0 | ||
TEVA PHARM FIN CO LLC | CONV | 88163VAE9 | 30,103 | 32,959,000 | PRN | SOLE | 32,959,000 | 0 | 0 | ||
TESLA INC | CONV | 88160RAC5 | 46,476 | 48,872,000 | PRN | SOLE | 48,872,000 | 0 | 0 | ||
TESLA INC | CONV | 88160RAG6 | 16,621 | 16,910,000 | PRN | SOLE | 16,910,000 | 0 | 0 | ||
TPG SPECIALTY LENDING IN | CONV | 87265KAD4 | 17,769 | 17,261,000 | PRN | SOLE | 17,261,000 | 0 | 0 | ||
TPG SPECIALTY LENDING IN | CONV | 87265KAB8 | 3,011 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
TWILIO INC | CONV | 90138FAB8 | 11,752 | 5,850,000 | PRN | SOLE | 5,850,000 | 0 | 0 | ||
TWITTER INC | CONV | 90184LAF9 | 118,795 | 121,383,000 | PRN | SOLE | 121,383,000 | 0 | 0 | ||
TWITTER INC | CONV | 90184LAD4 | 43,322 | 45,201,000 | PRN | SOLE | 45,201,000 | 0 | 0 | ||
MARRIOTT VACATION WORLDW | CONV | 57164YAB3 | 44,196 | 45,753,000 | PRN | SOLE | 45,753,000 | 0 | 0 | ||
VEECO INSTRUMENTS INC | CONV | 922417AD2 | 23,794 | 26,723,000 | PRN | SOLE | 26,723,000 | 0 | 0 | ||
VEREIT INC | CONV | 02917TAB0 | 17,552 | 17,400,000 | PRN | SOLE | 17,400,000 | 0 | 0 | ||
VIAVI SOLUTIONS INC | CONV | 925550AE5 | 15,845 | 13,700,000 | PRN | SOLE | 13,700,000 | 0 | 0 | ||
VIAVI SOLUTIONS INC | CONV | 925550AB1 | 33,441 | 28,442,000 | PRN | SOLE | 28,442,000 | 0 | 0 | ||
VERINT SYSTEMS INC | CONV | 92343XAA8 | 84,319 | 78,455,000 | PRN | SOLE | 78,455,000 | 0 | 0 | ||
WEIBO CORP | CONV | 948596AC5 | 22,871 | 24,262,000 | PRN | SOLE | 24,262,000 | 0 | 0 | ||
WORKDAY INC | CONV | 98138HAF8 | 22,616 | 15,123,000 | PRN | SOLE | 15,123,000 | 0 | 0 | ||
WHITING PETROLEUM CORP | CONV | 966387AL6 | 23,151 | 23,810,000 | PRN | SOLE | 23,810,000 | 0 | 0 | ||
WRIGHT MEDICAL GROUP INC | CONV | 98235TAE7 | 13,546 | 12,454,000 | PRN | SOLE | 12,454,000 | 0 | 0 | ||
ZILLOW GROUP INC | CONV | 98954MAC5 | 20,585 | 20,900,000 | PRN | SOLE | 20,900,000 | 0 | 0 | ||
ZILLOW INC | CONV | 98954MAB7 | 40,269 | 35,499,000 | PRN | SOLE | 35,499,000 | 0 | 0 | ||
ZENDESK INC | CONV | 98936JAB7 | 20,836 | 13,571,000 | PRN | SOLE | 13,571,000 | 0 | 0 | ||
AMERICAN ELECTRIC POWER | CONV PFD | 025537127 | 53,123 | 995,327 | SH | SOLE | 995,327 | 0 | 0 | ||
ASSURANT INC | CONV PFD | 04621X207 | 34,739 | 309,994 | SH | SOLE | 309,994 | 0 | 0 | ||
AVANTOR INC | CONV PFD | 05352A209 | 14,546 | 220,661 | SH | SOLE | 220,661 | 0 | 0 | ||
BANK OF AMERICA CORP | CONV PFD | 060505682 | 132,833 | 96,518 | SH | SOLE | 96,518 | 0 | 0 | ||
BECTON DICKINSON AND CO | CONV PFD | 075887208 | 53,504 | 860,637 | SH | SOLE | 860,637 | 0 | 0 | ||
CROWN CASTLE INTL CORP | CONV PFD | 22822V309 | 24,092 | 20,086 | SH | SOLE | 20,086 | 0 | 0 | ||
COLFAX CORP | CONV PFD | 194014205 | 8,471 | 66,883 | SH | SOLE | 66,883 | 0 | 0 | ||
CHANGE HEALTHCARE INC | CONV PFD | 15912K209 | 16,458 | 292,578 | SH | SOLE | 292,578 | 0 | 0 | ||
CENTERPOINT ENERGY INC | CONV PFD | 15189T503 | 10,808 | 214,341 | SH | SOLE | 214,341 | 0 | 0 | ||
DOMINION ENERGY INC | CONV PFD | 25746U133 | 79,269 | 766,500 | SH | SOLE | 766,500 | 0 | 0 | ||
DANAHER CORP | CONV PFD | 235851300 | 47,129 | 42,759 | SH | SOLE | 42,759 | 0 | 0 | ||
DTE ENERGY CO | CONV PFD | 233331883 | 14,069 | 250,969 | SH | SOLE | 250,969 | 0 | 0 | ||
ENERGIZER HOLDINGS INC | CONV PFD | 29272W208 | 14,255 | 164,889 | SH | SOLE | 164,889 | 0 | 0 | ||
FORTIVE CORPORATION | CONV PFD | 34959J207 | 26,958 | 26,329 | SH | SOLE | 26,329 | 0 | 0 | ||
INTL FLAVOR & FRAGRANCES | CONV PFD | 459506309 | 18,790 | 350,520 | SH | SOLE | 350,520 | 0 | 0 | ||
NEXTERA ENERGY INC | CONV PFD | 65339F820 | 54,611 | 836,600 | SH | SOLE | 836,600 | 0 | 0 | ||
NY COMMUNITY CAP TRUST V | CONV PFD | 64944P307 | 12,325 | 259,926 | SH | SOLE | 259,926 | 0 | 0 | ||
QTS REALTY TRUST INC | CONV PFD | 74736A301 | 18,713 | 167,865 | SH | SOLE | 167,865 | 0 | 0 | ||
SEMPRA ENERGY | CONV PFD | 816851505 | 9,946 | 89,018 | SH | SOLE | 89,018 | 0 | 0 | ||
STANLEY BLACK & DECKER I | CONV PFD | 854502887 | 44,766 | 438,797 | SH | SOLE | 438,797 | 0 | 0 | ||
WELLS FARGO & COMPANY | CONV PFD | 949746804 | 156,927 | 114,650 | SH | SOLE | 114,650 | 0 | 0 | ||
ANTHEM INC | COM | 036752103 | 1,411 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
ADVENT CONVERTIBLE AND INCOME | COM | 00764C109 | 2,048 | 136,000 | SH | SOLE | 136,000 | 0 | 0 | ||
BOEING CO/THE | COM | 097023105 | 5,096 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
ALIBABA GROUP HOLDING LTD | COM | 01609W102 | 4,270 | 25,200 | SH | SOLE | 25,200 | 0 | 0 | ||
CBS CORP | COM | 124857202 | 250 | 5,019 | SH | SOLE | 5,019 | 0 | 0 | ||
CARNIVAL CORP | COM | 143658300 | 3,491 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
CHEWY INC | COM | 16679L109 | 219 | 6,250 | SH | SOLE | 6,250 | 0 | 0 | ||
CIENA CORP | COM | 171779309 | 823 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
COMMSCOPE HOLDING CO INC | COM | 20337X109 | 472 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
CAESARS ENTERTAINMENT CORP | COM | 127686103 | 387 | 32,767 | SH | SOLE | 32,767 | 0 | 0 | ||
DISCOVERY INC | COM | 25470F104 | 261 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL IN | COM | 31620R303 | 403 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
GLAXOSMITHKLINE PLC | COM | 37733W105 | 4,002 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
GRAY TELEVISION INC | COM | 389375106 | 328 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
HUMANA INC | COM | 444859102 | 5,306 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
MARINEMAX INC | COM | 567908108 | 112 | 6,835 | SH | SOLE | 6,835 | 0 | 0 | ||
INTELSAT SA | COM | L5140P101 | 195 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
KROGER CO/THE | COM | 501044101 | 326 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
LAZARD LTD | COM | G54050102 | 3,671 | 106,750 | SH | SOLE | 106,750 | 0 | 0 | ||
MACY'S INC | COM | 55616P104 | 2,146 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | COM | 595017104 | 2,601 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | COM | 552953101 | 371 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
NOKIA OYJ | COM | 654902204 | 251 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 3,249 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
SIX FLAGS ENTERTAINMENT CORP | COM | 83001A102 | 3,974 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
SNAP INC | COM | 83304A106 | 358 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
STMICROELECTRONICS NV | COM | 861012102 | 220 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
TELADOC HEALTH INC | COM | 87918A105 | 531 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
UNITED PARCEL SERVICE INC | COM | 911312106 | 5,680 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
VIACOM INC | COM | 92553P102 | 146 | 4,281 | SH | SOLE | 4,281 | 0 | 0 | ||
XILINX INC | COM | 983919101 | 2,358 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
AMKOR TECHNOLOGY INC | OPT | 031652900 | 64 | 400 | SH | Call | SOLE | 400 | 0 | 0 | |
CLOVIS ONCOLOGY INC | OPT | 189464950 | 10 | 195 | SH | Put | SOLE | 195 | 0 | 0 | |
FREEPORT-MCMORAN INC | OPT | 35671D907 | 2 | 390 | SH | Call | SOLE | 390 | 0 | 0 | |
GRAY TELEVISION INC | OPT | 389375956 | 4 | 200 | SH | Put | SOLE | 200 | 0 | 0 | |
ISHARES IBOXX HIGH YIELD CORPO | OPT | 464288953 | 2 | 400 | SH | Put | SOLE | 400 | 0 | 0 | |
IQIYI INC | OPT | 46267X908 | 25 | 650 | SH | Call | SOLE | 650 | 0 | 0 | |
ISHARES RUSSELL 2000 ETF | OPT | 464287905 | 18 | 300 | SH | Call | SOLE | 300 | 0 | 0 | |
ISHARES RUSSELL 2000 ETF | OPT | 464287905 | 11 | 1,000 | SH | Call | SOLE | 1,000 | 0 | 0 | |
RH | OPT | 74967X953 | 6 | 100 | SH | Put | SOLE | 100 | 0 | 0 | |
SPDR S&P 500 ETF TRUST | OPT | 78462F953 | 7 | 250 | SH | Put | SOLE | 250 | 0 | 0 | |
SPDR S&P 500 ETF TRUST | OPT | 78462F953 | 56 | 1,500 | SH | Put | SOLE | 1,500 | 0 | 0 | |
VONAGE HOLDINGS CORP | OPT | 92886T951 | 11 | 500 | SH | Put | SOLE | 500 | 0 | 0 | |
XILINX INC | OPT | 983919901 | 245 | 140 | SH | Call | SOLE | 140 | 0 | 0 |