Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	ALTABA INC	94,280,000	$132M	2.6%	$1.14	—	CONV	984332AF3
—	CITRIX SYSTEMS INC	71,262,000	$94.06M	1.8%	$1.21	—	CONV	177376AD2
—	INTEL CORP	35,996,000	$90.19M	1.8%	$1.69	—	CONV	458140AF7
—	LIBERTY MEDIA CORP	81,897,000	$85.34M	1.7%	$1.06	—	CONV	531229AE2
—	WRIGHT MEDICAL GROUP INC	83,768,000	$83.61M	1.6%	$0.92	—	CONV	98235TAE7
—	TWITTER INC	83,861,000	$78.64M	1.5%	$0.86	—	CONV	90184LAD4
—	WELLS FARGO & COMPANY	61,527	$78.6M	1.5%	$1003.84	—	CONV PFD	949746804
—	MICROCHIP TECHNOLOGY INC	62,897,000	$74.65M	1.5%	$1.19	—	CONV	595017AF1
—	BOOKING HOLDINGS INC	59,735,000	$74.62M	1.5%	$1.06	—	CONV	741503AX4
—	MICRON TECHNOLOGY INC	39,841,000	$71.5M	1.4%	$0.95	—	CONV	595112AY9
—	ILLUMINA INC	57,882,000	$71.05M	1.4%	$1.13	—	CONV	452327AH2
—	BOOKING HOLDINGS INC	43,530,000	$70.02M	1.4%	$1.18	—	CONV	741503AS5
—	LAM RESEARCH CORP	20,447,000	$69.16M	1.4%	$1.41	—	CONV	512807AL2
—	CTRIP.COM INTL LTD	63,431,000	$68.43M	1.3%	$1.06	—	CONV	22943FAF7
—	NUANCE COMMUNICATIONS	69,933,000	$66.55M	1.3%	$0.92	—	CONV	67020YAK6
—	JAZZ INVESTMENTS I LTD	62,673,000	$65.51M	1.3%	$1.04	—	CONV	472145AB7
—	FIREEYE INC	69,865,000	$65.38M	1.3%	$0.90	—	CONV	31816QAD3
—	VERINT SYSTEMS INC	63,635,000	$62.16M	1.2%	$1.00	—	CONV	92343XAA8
—	BANK OF AMERICA CORP	48,377	$62.07M	1.2%	$729.80	—	CONV PFD	060505682
—	EXACT SCIENCES CORP	69,495,000	$61.76M	1.2%	$0.89	—	CONV	30063PAA3
—	BIOMARIN PHARMACEUTICAL	59,076,000	$60.71M	1.2%	$1.12	—	CONV	09061GAE1
—	STANLEY BLACK & DECKER I	490,198	$56.43M	1.1%	$111.16	—	CONV PFD	854502887
—	INTEGRATED DEVICE TECH	50,107,000	$56.37M	1.1%	$1.02	—	CONV	458118AC0
—	ARES CAPITAL CORP	54,563,000	$55.35M	1.1%	$1.03	—	CONV	04010LAM5
—	FINISAR CORP	59,722,000	$53.87M	1.1%	$0.93	—	CONV	31787AAP6
—	CSG SYSTEMS INTERNATIONA	48,207,000	$53.29M	1.0%	$1.04	—	CONV	126349AF6
—	WEATHERFORD BERMUDA	57,988,000	$52.13M	1.0%	$1.07	—	CONV	947075AH0
—	DYCOM INDUSTRIES INC	40,597,000	$51.59M	1.0%	$1.10	—	CONV	267475AB7
—	ALLSCRIPTS HEALTHCARE SO	48,691,000	$48.79M	1.0%	$1.01	—	CONV	01988PAD0
—	IONIS PHARMACEUTICALS IN	48,598,000	$48.2M	0.9%	$1.02	—	CONV	464337AJ3
—	ARES CAPITAL CORP	46,796,000	$47.83M	0.9%	$1.02	—	CONV	04010LAT0
—	DISH NETWORK CORP	48,628,000	$46.95M	0.9%	$1.12	—	CONV	25470MAB5
—	NAVISTAR INTL CORP	45,063,000	$46.53M	0.9%	$1.06	—	CONV	63934EAS7
—	ANTHEM INC	15,251,000	$46.02M	0.9%	$2.00	—	CONV	94973VBG1
—	RED HAT INC	22,374,000	$45.37M	0.9%	$1.21	—	CONV	756577AD4
—	CHESAPEAKE ENERGY CORP	52,330,000	$45.09M	0.9%	$0.86	—	CONV	165167CY1
—	BECTON DICKINSON AND CO	767,587	$44.64M	0.9%	$54.76	—	CONV PFD	075887208
—	NUVASIVE INC	40,215,000	$44.31M	0.9%	$1.22	—	CONV	670704AG0
—	WHITING PETROLEUM CORP	46,956,000	$44.3M	0.9%	$0.83	—	CONV	966387AL6
—	NEXTERA ENERGY INC	743,150	$42.95M	0.8%	$50.02	—	CONV PFD	65339F820
—	LIBERTY MEDIA CORP	37,120,000	$42.71M	0.8%	$0.99	—	CONV	531229AB8
—	VEECO INSTRUMENTS INC	46,674,000	$42.57M	0.8%	$0.98	—	CONV	922417AD2
—	INPHI CORP	45,678,000	$42.52M	0.8%	$0.99	—	CONV	45772FAC1
—	ILLUMINA INC	38,234,000	$42.4M	0.8%	$1.11	—	CONV	452327AF6
—	IH MERGER SUB LLC	37,455,000	$41.81M	0.8%	$1.12	—	CONV	19625XAB8
—	SERVICENOW INC	18,569,000	$41.44M	0.8%	$1.11	—	CONV	81762PAB8
—	BIOMARIN PHARMACEUTICAL	43,256,000	$40.79M	0.8%	$1.00	—	CONV	09061GAH4
—	ARCONIC INC	37,261,000	$39.22M	0.8%	$1.04	—	CONV	74973WAB3
—	SPIRIT REALTY CAPITAL IN	37,867,000	$37.7M	0.7%	$1.02	—	CONV	84860WAA0
—	CROWN CASTLE INTL CORP	33,373	$37.22M	0.7%	$1061.17	—	CONV PFD	22822V309
—	PDC ENERGY INC	37,225,000	$36.34M	0.7%	$1.06	—	CONV	69327RAD3
—	AIR LEASE CORP	24,306,000	$36.18M	0.7%	$1.33	—	CONV	00912XAK0
—	VIAVI SOLUTIONS INC	35,352,000	$35.95M	0.7%	$1.02	—	CONV	925550AB1
—	FOREST CITY REALTY TRUST	34,181,000	$35.21M	0.7%	$1.12	—	CONV	345550AP2
—	CARDTRONICS INC	37,777,000	$35.19M	0.7%	$0.94	—	CONV	14161HAG3
—	LIBERTY INTERACTIVE LLC	58,726,000	$34.9M	0.7%	$0.53	—	CONV	530715AN1
—	COLONY NORTHSTAR INC	37,064,000	$34.88M	0.7%	$1.02	—	CONV	19624RAB2
—	PRA GROUP INC	36,010,000	$34.8M	0.7%	$0.97	—	CONV	73640QAB1
—	ASSURANT INC	333,100	$34.6M	0.7%	$103.86	—	CONV PFD	04621X207
—	BLACKSTONE MORTGAGE TR	35,008,000	$34.59M	0.7%	$1.02	—	CONV	09257WAB6
—	CTRIP.COM INTL LTD	32,537,000	$33.91M	0.7%	$1.06	—	CONV	22943FAM2
—	TERADYNE INC	22,192,000	$33.87M	0.7%	$1.43	—	CONV	880770AG7
—	NXP SEMICONDUCTOR NV	26,400,000	$32.83M	0.6%	$1.13	—	CONV	62952QAB6
—	LUMENTUM HOLDINGS INC	25,899,000	$32.81M	0.6%	$1.27	—	CONV	55024UAB5
—	OSI SYSTEMS INC	34,706,000	$31.49M	0.6%	$0.91	—	CONV	671044AD7
—	GREENBRIER COS INC	27,001,000	$30.92M	0.6%	$1.15	—	CONV	393657AK7
—	STARWOOD PROPERTY TRUST	30,656,000	$30.87M	0.6%	$1.00	—	CONV	85571BAH8
—	NEVRO CORP	25,490,000	$29.18M	0.6%	$1.07	—	CONV	64157FAA1
—	EURONET WORLDWIDE INC	24,630,000	$29.11M	0.6%	$1.20	—	CONV	298736AH2
—	MACQUARIE INFRASTRUCTURE	32,454,000	$28.93M	0.6%	$1.00	—	CONV	55608BAB1
—	CEMEX SAB DE CV	27,757,000	$28.8M	0.6%	$1.04	—	CONV	151290BT9
—	BIOMARIN PHARMACEUTICAL	25,845,000	$28.57M	0.6%	$1.11	—	CONV	09061GAF8
—	AKAMAI TECHNOLOGIES INC	27,476,000	$28.24M	0.6%	$1.01	—	CONV	00971TAG6
—	HERCULES CAPITAL INC	27,694,000	$28.07M	0.6%	$1.01	—	CONV	427096AF9
—	ATLAS AIR WORLDWIDE HLDG	24,496,000	$28M	0.5%	$1.03	—	CONV	049164BH8
—	INSMED INC	31,227,000	$27.79M	0.5%	$0.89	—	CONV	457669AA7
—	TWITTER INC	27,588,000	$26.44M	0.5%	$0.86	—	CONV	90184LAB8
—	DOMINION ENERGY INC	556,535	$25.8M	0.5%	$50.70	—	CONV PFD	25746U836
—	ROYAL GOLD INC	24,103,000	$25.46M	0.5%	$0.96	—	CONV	780287AA6
—	DISH NETWORK CORP	28,704,000	$25.39M	0.5%	$0.88	—	CONV	25470MAD1
—	STARWOOD PROPERTY TRUST	23,389,000	$25.26M	0.5%	$1.07	—	CONV	85571BAB1
—	ANTHEM INC	469,826	$25.25M	0.5%	$51.10	—	CONV PFD	036752202
—	HORIZON PHARMA INV LTD	27,249,000	$25.17M	0.5%	$0.91	—	CONV	44052TAB7
—	BLACKSTONE MORTGAGE TR	25,332,000	$24.89M	0.5%	$0.98	—	CONV	09257WAC4
—	CIENA CORP	17,365,000	$24.48M	0.5%	$1.35	—	CONV	171779AK7
—	B2GOLD CORP	23,879,000	$24.14M	0.5%	$0.96	—	CONV	11777QAB6
—	TCP CAPITAL CORP	23,110,000	$23.34M	0.5%	$1.03	—	CONV	87238QAD5
—	CYPRESS SEMICONDUCTOR CO	16,123,000	$22.64M	0.4%	$1.31	—	CONV	232806AM1
—	TESLA INC	22,678,000	$22.64M	0.4%	$0.92	—	CONV	88160RAB7
—	BLACKROCK CAPITAL INVEST	21,570,000	$22.3M	0.4%	$1.03	—	CONV	092533AC2
—	GUIDEWIRE SOFTWARE INC	22,550,000	$22.2M	0.4%	$0.98	—	CONV	40171VAA8
—	FIDELITY NATL FINANCIAL	7,061,000	$22.09M	0.4%	$1.80	—	CONV	31620RAE5
—	FIREEYE INC	22,597,000	$21.48M	0.4%	$0.92	—	CONV	31816QAB7
—	MACQUARIE INFRASTRUCTURE	21,414,000	$21.23M	0.4%	$1.13	—	CONV	55608BAA3
—	CAESARS ENTERTAIN CORP	12,024,000	$21.03M	0.4%	$1.94	—	CONV	127686AA1
—	TESLA INC	20,478,000	$20.33M	0.4%	$1.03	—	CONV	88160RAC5
—	ELECTRONICS FOR IMAGING	19,721,000	$19.14M	0.4%	$1.07	—	CONV	286082AC6
—	CORNERSTONE ONDEMAND INC	19,117,000	$19.1M	0.4%	$1.03	—	CONV	21925YAB9
—	SM ENERGY CO	19,505,000	$18.49M	0.4%	$1.05	—	CONV	78454LAM2
—	PACIRA PHARMACEUTICALS	19,894,000	$18.2M	0.4%	$0.92	—	CONV	695127AD2
—	ADVANCED MICRO DEVICES	12,172,000	$17.87M	0.4%	$1.22	—	CONV	007903BD8
—	NY COMMUNITY CAP TRUST V	354,679	$17.69M	0.3%	$51.28	—	CONV PFD	64944P307
—	DEPOMED INC	21,651,000	$17.68M	0.3%	$1.10	—	CONV	249908AA2
—	OASIS PETROLEUM INC	16,864,000	$17.45M	0.3%	$1.09	—	CONV	674215AJ7
—	INTERCEPT PHARMAS	21,513,000	$17.23M	0.3%	$0.86	—	CONV	45845PAA6
—	IH MERGER SUB LLC	13,626,000	$17.1M	0.3%	$1.03	—	CONV	85571WAB5
—	HESS CORP	285,908	$17.08M	0.3%	$59.75	—	CONV PFD	42809H404
—	PROOFPOINT INC	11,334,000	$16.63M	0.3%	$1.11	—	CONV	743424AD5
—	ATLAS AIR WORLDWIDE HLDG	13,616,000	$16.29M	0.3%	$1.10	—	CONV	049164BJ4
—	EVERBRIDGE INC	12,323,000	$15.52M	0.3%	$1.18	—	CONV	29978AAA2
—	TPG SPECIALTY LENDING IN	15,133,000	$15.5M	0.3%	$1.02	—	CONV	87265KAD4
—	COLONY NORTHSTAR INC	16,500,000	$15.4M	0.3%	$1.05	—	CONV	19624RAA4
—	CEMEX SAB DE CV	14,880,000	$15.4M	0.3%	$0.96	—	CONV	151290BR3
QGEN 0.375 03/19/19	QIAGEN NV	13,000,000	$15.34M	0.3%	$1.23	—	CONV	N72482AA5
—	FINISAR CORP	15,146,000	$14.97M	0.3%	$1.04	—	CONV	31787AAM3
—	CALAMP CORP	13,988,000	$14.95M	0.3%	$0.96	—	CONV	128126AB5
—	NATIONAL HEALTH INVESTOR	13,227,000	$14.51M	0.3%	$1.00	—	CONV	63633DAE4
—	NUANCE COMMUNICATIONS	14,608,000	$14.5M	0.3%	$0.99	—	CONV	67020YAN0
—	MOLINA HEALTHCARE INC	7,000,000	$14.1M	0.3%	$1.56	—	CONV	60855RAC4
—	INPHI CORP	13,087,000	$13.77M	0.3%	$1.06	—	CONV	45772FAB3
—	SPIRIT REALTY CAPITAL IN	13,468,000	$13.66M	0.3%	$1.11	—	CONV	84860WAB8
—	AK STEEL CORP	10,839,000	$12.77M	0.3%	$1.41	—	CONV	001546AP5
—	WPX ENERGY INC	201,044	$12.74M	0.3%	$51.85	—	CONV PFD	98212B202
—	TEVA PHARM FIN CO LLC	14,105,000	$12.53M	0.2%	$1.17	—	CONV	88163VAE9
—	RPM INTERNATIONAL INC	10,332,000	$11.62M	0.2%	$1.13	—	CONV	749685AT0
UPS	UNITED PARCEL SERVICE INC	109,980	$11.51M	0.2%	$81.59	+4.7%	COM	911312106
—	ARBOR REALTY TRUST INC	10,853,000	$11.08M	0.2%	$1.02	—	CONV	038923AB4
—	MEDICINES COMPANY	11,375,000	$10.97M	0.2%	$1.05	—	CONV	584688AG0
—	CLOVIS ONCOLOGY INC	9,279,000	$10.82M	0.2%	$1.05	—	CONV	189464AB6
—	ENSCO JERSEY FINANCE LTD	13,252,000	$10.65M	0.2%	$0.89	—	CONV	29359WAB1
—	HELIX ENERGY SOLUTIONS	10,060,000	$10.16M	0.2%	$1.01	—	CONV	42330PAJ6
—	GOLDMAN SACHS BDC INC	9,985,000	$10.13M	0.2%	$1.03	—	CONV	38147UAB3
—	EVOLENT HEALTH INC	9,980,000	$9.987M	0.2%	$0.98	—	CONV	30050BAB7
—	GREEN PLAINS INC	10,355,000	$9.882M	0.2%	$1.02	—	CONV	393222AF1
—	GOLAR LNG LTD	9,300,000	$9.562M	0.2%	$1.03	—	CONV	38046YAB7
—	VEREIT INC	9,173,000	$9.286M	0.2%	$0.93	—	CONV	02917TAB0
—	TESLA INC	8,811,000	$9.201M	0.2%	$1.04	—	CONV	88160RAD3
CAT	CATERPILLAR INC	60,400	$8.902M	0.2%	$133.07	0.0%	COM	149123101
URI	UNITED RENTALS INC	51,500	$8.896M	0.2%	$171.97	0.0%	COM	911363109
—	INNOVIVA INC	7,829,000	$8.394M	0.2%	$1.12	—	CONV	88338TAB0
—	NUANCE COMMUNICATIONS	8,207,000	$8.382M	0.2%	$0.97	—	CONV	67020YAG5
—	PRETIUM RESOURCES INC	9,986,000	$8.356M	0.2%	$0.84	—	CONV	74139CAB8
F	FORD MOTOR CO	710,000	$7.867M	0.2%	$7.48	0.0%	COM	345370860
—	NEXTERA ENERGY INC	107,771	$7.849M	0.2%	$54.95	—	CONV PFD	65339F846
—	DANAHER CORP	1,978,000	$7.398M	0.1%	$2.92	—	CONV	235851AF9
—	BUNGE LTD	98,800	$7.305M	0.1%	$73.25	—	COM	G16962105
LOW	LOWE'S COS INC	81,000	$7.108M	0.1%	$77.24	+6.0%	COM	548661107
RCL	ROYAL CARIBBEAN CRUISES LTD	58,000	$6.829M	0.1%	$117.41	0.0%	COM	V7780T103
—	ACORDA THERAPEUTICS INC	7,354,000	$6.741M	0.1%	$0.91	—	CONV	00484MAA4
—	CLEVELAND-CLIFFS INC	6,222,000	$6.729M	0.1%	$1.09	—	CONV	185899AA9
—	ON SEMICONDUCTOR CORP	4,673,000	$6.678M	0.1%	$0.91	—	CONV	682189AK1
CMI	CUMMINS INC	39,000	$6.322M	0.1%	$138.21	+1.1%	COM	231021106
TXN	TEXAS INSTRUMENTS INC	60,000	$6.233M	0.1%	$86.84	0.0%	COM	882508104
GM	GENERAL MOTORS CO	170,000	$6.178M	0.1%	$28.36	+26.0%	COM	37045V100
USB	US BANCORP	120,000	$6.06M	0.1%	$39.92	0.0%	COM	902973304
MRK	MERCK & CO INC	111,000	$6.046M	0.1%	$44.06	-4.1%	COM	58933Y105
GS	GOLDMAN SACHS GROUP INC/THE	23,000	$5.793M	0.1%	$218.41	0.0%	COM	38141G104
WMT	WALMART INC	65,000	$5.783M	0.1%	$24.16	+17.3%	COM	931142103
—	VEREIT INC	5,563,000	$5.573M	0.1%	$0.96	—	CONV	02917TAA2
—	ANADARKO PETROLEUM CORP	184,484	$5.499M	0.1%	$38.91	—	CONV PFD	032511404
GILD	GILEAD SCIENCES INC	70,000	$5.277M	0.1%	$58.92	0.0%	COM	375558103
AMGN	AMGEN INC	30,798	$5.25M	0.1%	$144.43	0.0%	COM	031162100
KLAC	KLA-TENCOR CORP	47,984	$5.231M	0.1%	$98.66	0.0%	COM	482480100
—	SEMPRA ENERGY	51,194	$5.229M	0.1%	$102.14	—	CONV PFD	816851406
—	ALDER BIOPHARMACEUTICALS	5,515,000	$5.072M	0.1%	$0.92	—	CONV	014339AA3
VZ	VERIZON COMMUNICATIONS INC	105,000	$5.021M	0.1%	$30.95	+6.7%	COM	92343V104
—	ALZA CORP	2,783,000	$4.911M	0.1%	$1.55	—	CONV	02261WAB5
—	KEYW HOLDING CORP	4,990,000	$4.874M	0.1%	$0.93	—	CONV	493723AA8
OXY	OCCIDENTAL PETROLEUM CORP	63,000	$4.092M	0.1%	$57.44	0.0%	COM	674599105
—	LAZARD LTD	75,000	$3.942M	0.1%	$52.56	—	COM	G54050102
—	ENCORE CAPITAL GROUP INC	3,790,000	$3.809M	0.1%	$1.00	—	CONV	292554AH5
TREE	LENDINGTREE INC	11,060	$3.629M	0.1%	$282.63	—	COM	52603B107
SYF	SYNCHRONY FINANCIAL	103,810	$3.481M	0.1%	$26.70	+14.2%	COM	87165B103
MTB	M&T BANK CORP	18,750	$3.457M	0.1%	$133.26	+10.0%	COM	55261F104
—	TPG PACE ENERGY HOLDINGS CORP	300,000	$3.198M	0.1%	$10.42	—	COM	872656202
—	BRISTOL-MYERS SQUIBB CO	1,706,000	$2.767M	0.1%	$1.36	—	CONV	110122AN8
BAC	BANK OF AMERICA CORP	85,000	$2.549M	0.1%	$26.06	0.0%	COM	060505104
CMA	COMERICA INC	24,800	$2.379M	0.0%	$66.87	0.0%	COM	200340107
CSCO	CISCO SYSTEMS INC	53,000	$2.273M	0.0%	$33.46	0.0%	COM	17275R102
FNF	FNF GROUP	55,000	$2.201M	0.0%	$27.01	+1.0%	COM	31620R303
FDX	FEDEX CORP	9,000	$2.161M	0.0%	$220.51	0.0%	COM	31428X106
GLD	SPDR GOLD SHARES	15,000	$1.887M	0.0%	$122.11	—	COM	78463V107
D	DOMINION ENERGY INC	23,500	$1.585M	0.0%	$51.93	0.0%	COM	25746U109
CNC	CENTENE CORP	12,900	$1.379M	0.0%	$52.13	0.0%	COM	15135B101
CIEN	CIENA CORP	50,000	$1.295M	0.0%	$23.53	0.0%	COM	171779309
—	INSULET CORPORATION	924,000	$1.255M	0.0%	$1.03	—	CONV	45784PAD3
—	NEVRO CORP	14,000	$1.213M	0.0%	$86.64	—	COM	64157F103
—	KB HOME	1,031,000	$1.173M	0.0%	$1.00	—	CONV	48666KAS8
—	WILLIAM LYON HOMES	40,000	$1.1M	0.0%	$27.50	—	COM	552074700
LYB	LYONDELLBASELL INDUSTRIES NV	10,000	$1.057M	0.0%	$68.99	0.0%	COM	N53745100
BMY	BRISTOL-MYERS SQUIBB CO	16,000	$1.012M	0.0%	$48.10	0.0%	COM	110122108
—	LGI HOMES INC	300,000	$984K	0.0%	$3.28	—	CONV	50187TAB2
—	QUIDEL CORP	795,000	$978K	0.0%	$1.00	—	CONV	74838JAA9
META	FACEBOOK INC	6,000	$959K	0.0%	$178.31	0.0%	COM	30303M102
—	NOVELLUS SYSTEMS INC	154,000	$935K	0.0%	$1.55	—	CONV	670008AD3
—	TIME WARNER INC	9,670	$915K	0.0%	$91.48	—	COM	887317303
BDX	BECTON DICKINSON AND CO	4,000	$867K	0.0%	$194.57	0.0%	COM	075887109
—	MEDIDATA SOLUTIONS INC	617,000	$856K	0.0%	$1.10	—	CONV	58471AAB1
—	VERINT SYSTEMS INC	20,000	$852K	0.0%	$42.60	—	COM	92343X100
—	VIAVI SOLUTIONS INC	829,000	$851K	0.0%	$1.02	—	CONV	46612JAF8
—	SANDISK CORP	801,000	$839K	0.0%	$1.04	—	CONV	80004CAF8
NCLH	NORWEGIAN CRUISE LINE HOLDINGS	15,000	$795K	0.0%	$56.85	0.0%	COM	G66721104
—	SINA CORP	680,000	$754K	0.0%	$1.07	—	CONV	82922RAD5
C	CITIGROUP INC	11,000	$743K	0.0%	$57.64	0.0%	COM	172967424
INTC	INTEL CORP	14,000	$729K	0.0%	$40.06	0.0%	COM	458140100
—	WEB.COM GROUP INC	721,000	$714K	0.0%	$0.93	—	CONV	94733AAA2
XLF	FINANCIAL SELECT SECTOR SPDR F	25,000	$689K	0.0%	$27.56	—	COM	81369Y605
—	ENDOLOGIX INC	610,000	$581K	0.0%	$0.94	—	CONV	29266SAA4
—	MERITOR INC	507,000	$577K	0.0%	$0.94	—	CONV	043353AH4
ABBV	ABBVIE INC	6,000	$568K	0.0%	$65.20	+20.4%	COM	00287Y109
—	MOLINA HEALTHCARE INC	408,000	$541K	0.0%	$1.20	—	CONV	60855RAD2
MS	MORGAN STANLEY	10,000	$540K	0.0%	$36.48	+19.7%	COM	617446448
—	NAVISTAR INTERNATIONAL CORP	15,000	$525K	0.0%	$42.87	—	COM	63934E108
—	TPG SPECIALTY LENDING IN	500,000	$513K	0.0%	$1.02	—	CONV	87265KAB8
HZO	MARINEMAX INC	25,000	$486K	0.0%	$20.61	0.0%	COM	567908108
—	CAESARS ENTERTAINMENT CORP	41,831	$471K	0.0%	$12.65	—	COM	127686103
AL	AIR LEASE CORP	11,000	$469K	0.0%	$39.96	0.0%	COM	00912X302
—	LIVE NATION ENTERTAINMEN	348,000	$435K	0.0%	$1.07	—	CONV	538034AJ8
INCY	INCYTE CORP	5,000	$417K	0.0%	$127.10	-29.1%	COM	45337C102
—	NUANCE COMMUNICATIONS	409,000	$404K	0.0%	$1.01	—	CONV	67020YAF7
—	REDWOOD TRUST INC	416,000	$398K	0.0%	$1.00	—	CONV	758075AB1
—	WORKDAY INC	320,000	$370K	0.0%	$1.06	—	CONV	98138HAC5
AAL	AMERICAN AIRLINES GROUP INC	7,000	$364K	0.0%	$52.27	0.0%	COM	02376R102
—	INSULET CORPORATION	223,000	$346K	0.0%	$1.31	—	CONV	45784PAF8
HAIN	HAIN CELESTIAL GROUP INC/THE	9,500	$305K	0.0%	$39.60	-8.3%	COM	405217100
—	BROOKDALE SENIOR LIVING	298,000	$297K	0.0%	$1.14	—	CONV	112463AA2
—	SANTANDER CONSUMER USA HOLDING	18,000	$293K	0.0%	$18.63	—	COM	80283M101
LGIH	LGI HOMES INC	4,100	$289K	0.0%	$67.65	0.0%	COM	50187T106
—	SYNCHRONOSS TECHNOLOGIES	336,000	$286K	0.0%	$1.04	—	CONV	87157BAA1
—	HELIX ENERGY SOLUTIONS	265,000	$261K	0.0%	$0.88	—	CONV	42330PAG2
—	REDWOOD TRUST INC	232,000	$225K	0.0%	$1.00	—	CONV	758075AC9
—	FLEXION THERAPEUTICS INC	10,000	$224K	0.0%	$24.97	—	COM	33938J106
—	CTRIP.COM INTL LTD	134,000	$193K	0.0%	$1.03	—	CONV	22943FAD2
—	ALTABA INC	2,550	$189K	0.0%	$74.12	—	COM	021346101
—	SEACOR HOLDINGS INC	191,000	$179K	0.0%	$1.13	—	CONV	811904AM3
PFE	PFIZER INC	5,000	$177K	0.0%	$24.24	0.0%	COM	717081103
—	HOMEAWAY INC	175,000	$165K	0.0%	$0.96	—	CONV	43739QAB6
—	FOREST CITY REALTY TRUST	152,000	$158K	0.0%	$1.07	—	CONV	345550AR8
—	FLUIDIGM CORP	257,000	$144K	0.0%	$1.05	—	CONV	34385PAA6
—	IMPAX LABORATORIES LLC	139,000	$139K	0.0%	$0.88	—	CONV	45256BAE1
—	CHART INDUSTRIES INC	113,000	$98,000	0.0%	$1.18	—	CONV	16115QAC4
—	HORNBECK OFFSHORE SERV	145,000	$74,000	0.0%	$1.19	—	CONV	440543AN6
—	SPDR S&P REGIONAL BANKING ETF	1,000	$69,000	0.0%	—	—	Put	78464A958
—	ALIBABA GROUP HOLDING LTD	150	$64,000	0.0%	—	—	Put	01609W952
—	NAVISTAR INTERNATIONAL CORP	600	$62,000	0.0%	—	—	Put	63934E958
—	SPDR S&P 500 ETF TRUST	300	$56,000	0.0%	—	—	Put	78462F953
—	WORKDAY INC	200	$51,000	0.0%	—	—	Put	98138H951
—	INFINERA CORP	45,000	$46,000	0.0%	$1.05	—	CONV	45667GAB9
—	FIRST AMERICAN FINANCIAL CORP	325	$41,000	0.0%	—	—	Call	31847R902
—	BUNGE LTD	510	$39,000	0.0%	—	—	Put	G16962955
—	DEPOMED INC	1,000	$33,000	0.0%	—	—	Put	249908954
—	ISHARES RUSSELL 2000 ETF	400	$31,000	0.0%	—	—	Put	464287955
—	INSULET CORP	300	$31,000	0.0%	—	—	Put	45784P951
—	LENDINGTREE INC	100	$30,000	0.0%	—	—	Call	52603B907
—	DISH NETWORK CORP	100	$28,000	0.0%	—	—	Put	25470M959
—	COMERICA INC	200	$26,000	0.0%	—	—	Put	200340957
—	JM SMUCKER CO/THE	100	$22,000	0.0%	—	—	Call	832696905
—	NUTANIX INC	200	$22,000	0.0%	—	—	Put	67059N958
—	NORWEGIAN CRUISE LINE HOLDINGS	150	$17,000	0.0%	—	—	Put	G66721954
—	M&T BANK CORP	100	$17,000	0.0%	—	—	Put	55261F954
—	CIENA CORP	300	$14,000	0.0%	—	—	Call	171779909
—	FIREEYE INC	750	$13,000	0.0%	—	—	Call	31816Q901
—	US BANCORP	500	$13,000	0.0%	—	—	Call	902973904
—	WALMART INC	250	$12,000	0.0%	—	—	Call	931142903
—	SANTANDER CONSUMER USA HOLDING	150	$10,000	0.0%	—	—	Call	80283M901
—	JARDEN CORP	7,000	$9,000	0.0%	$1.29	—	CONV	471109AM0
—	HOME DEPOT INC/THE	200	$8,000	0.0%	—	—	Call	437076902
—	ETSY INC	200	$6,000	0.0%	—	—	Put	29786A956
—	HELIX ENERGY SOLUTIONS	5,000	$5,000	0.0%	$1.03	—	CONV	42330PAH0
—	BLACKHAWK NETWORK HOLD	3,000	$3,000	0.0%	$1.10	—	CONV	09238EAB0
INSM	INSMED INC	50	$1,000	0.0%	$26.32	0.0%	COM	457669307