CIK: 0001097278 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 11, 2018
Total Value ($000): $5,093,200 (12.8% shares, 87.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALTABA INC | 94,280,000 | $132,133 | 2.6% | $1.14 | — | CONV | 984332AF3 |
| — | CITRIX SYSTEMS INC | 71,262,000 | $94,063 | 1.8% | $1.21 | — | CONV | 177376AD2 |
| — | INTEL CORP | 35,996,000 | $90,188 | 1.8% | $1.69 | — | CONV | 458140AF7 |
| — | LIBERTY MEDIA CORP | 81,897,000 | $85,339 | 1.7% | $1.06 | — | CONV | 531229AE2 |
| — | WRIGHT MEDICAL GROUP INC | 83,768,000 | $83,614 | 1.6% | $0.92 | — | CONV | 98235TAE7 |
| — | TWITTER INC | 83,861,000 | $78,642 | 1.5% | $0.86 | — | CONV | 90184LAD4 |
| — | WELLS FARGO & COMPANY | 61,527 | $78,601 | 1.5% | $1003.84 | — | CONV PFD | 949746804 |
| — | MICROCHIP TECHNOLOGY INC | 62,897,000 | $74,652 | 1.5% | $1.19 | — | CONV | 595017AF1 |
| — | BOOKING HOLDINGS INC | 59,735,000 | $74,618 | 1.5% | $1.06 | — | CONV | 741503AX4 |
| — | MICRON TECHNOLOGY INC | 39,841,000 | $71,503 | 1.4% | $0.95 | — | CONV | 595112AY9 |
| — | ILLUMINA INC | 57,882,000 | $71,050 | 1.4% | $1.13 | — | CONV | 452327AH2 |
| — | BOOKING HOLDINGS INC | 43,530,000 | $70,015 | 1.4% | $1.18 | — | CONV | 741503AS5 |
| — | LAM RESEARCH CORP | 20,447,000 | $69,164 | 1.4% | $1.41 | — | CONV | 512807AL2 |
| — | CTRIP.COM INTL LTD | 63,431,000 | $68,427 | 1.3% | $1.06 | — | CONV | 22943FAF7 |
| — | NUANCE COMMUNICATIONS | 69,933,000 | $66,546 | 1.3% | $0.92 | — | CONV | 67020YAK6 |
| — | JAZZ INVESTMENTS I LTD | 62,673,000 | $65,506 | 1.3% | $1.04 | — | CONV | 472145AB7 |
| — | FIREEYE INC | 69,865,000 | $65,375 | 1.3% | $0.90 | — | CONV | 31816QAD3 |
| — | VERINT SYSTEMS INC | 63,635,000 | $62,159 | 1.2% | $1.00 | — | CONV | 92343XAA8 |
| — | BANK OF AMERICA CORP | 48,377 | $62,068 | 1.2% | $729.80 | — | CONV PFD | 060505682 |
| — | EXACT SCIENCES CORP | 69,495,000 | $61,760 | 1.2% | $0.89 | — | CONV | 30063PAA3 |
| — | BIOMARIN PHARMACEUTICAL | 59,076,000 | $60,714 | 1.2% | $1.12 | — | CONV | 09061GAE1 |
| — | STANLEY BLACK & DECKER I | 490,198 | $56,427 | 1.1% | $111.16 | — | CONV PFD | 854502887 |
| — | INTEGRATED DEVICE TECH | 50,107,000 | $56,373 | 1.1% | $1.02 | — | CONV | 458118AC0 |
| — | ARES CAPITAL CORP | 54,563,000 | $55,348 | 1.1% | $1.03 | — | CONV | 04010LAM5 |
| — | FINISAR CORP | 59,722,000 | $53,874 | 1.1% | $0.93 | — | CONV | 31787AAP6 |
| — | CSG SYSTEMS INTERNATIONA | 48,207,000 | $53,288 | 1.0% | $1.04 | — | CONV | 126349AF6 |
| — | WEATHERFORD BERMUDA | 57,988,000 | $52,128 | 1.0% | $1.07 | — | CONV | 947075AH0 |
| — | DYCOM INDUSTRIES INC | 40,597,000 | $51,585 | 1.0% | $1.10 | — | CONV | 267475AB7 |
| — | ALLSCRIPTS HEALTHCARE SO | 48,691,000 | $48,789 | 1.0% | $1.01 | — | CONV | 01988PAD0 |
| — | IONIS PHARMACEUTICALS IN | 48,598,000 | $48,198 | 0.9% | $1.02 | — | CONV | 464337AJ3 |
| — | ARES CAPITAL CORP | 46,796,000 | $47,829 | 0.9% | $1.02 | — | CONV | 04010LAT0 |
| — | DISH NETWORK CORP | 48,628,000 | $46,952 | 0.9% | $1.12 | — | CONV | 25470MAB5 |
| — | NAVISTAR INTL CORP | 45,063,000 | $46,533 | 0.9% | $1.06 | — | CONV | 63934EAS7 |
| — | ANTHEM INC | 15,251,000 | $46,022 | 0.9% | $2.00 | — | CONV | 94973VBG1 |
| — | RED HAT INC | 22,374,000 | $45,369 | 0.9% | $1.21 | — | CONV | 756577AD4 |
| — | CHESAPEAKE ENERGY CORP | 52,330,000 | $45,090 | 0.9% | $0.86 | — | CONV | 165167CY1 |
| — | BECTON DICKINSON AND CO | 767,587 | $44,638 | 0.9% | $54.76 | — | CONV PFD | 075887208 |
| — | NUVASIVE INC | 40,215,000 | $44,312 | 0.9% | $1.22 | — | CONV | 670704AG0 |
| — | WHITING PETROLEUM CORP | 46,956,000 | $44,297 | 0.9% | $0.83 | — | CONV | 966387AL6 |
| — | NEXTERA ENERGY INC | 743,150 | $42,952 | 0.8% | $50.02 | — | CONV PFD | 65339F820 |
| — | LIBERTY MEDIA CORP | 37,120,000 | $42,708 | 0.8% | $0.99 | — | CONV | 531229AB8 |
| — | VEECO INSTRUMENTS INC | 46,674,000 | $42,571 | 0.8% | $0.98 | — | CONV | 922417AD2 |
| — | INPHI CORP | 45,678,000 | $42,516 | 0.8% | $0.99 | — | CONV | 45772FAC1 |
| — | ILLUMINA INC | 38,234,000 | $42,397 | 0.8% | $1.11 | — | CONV | 452327AF6 |
| — | IH MERGER SUB LLC | 37,455,000 | $41,807 | 0.8% | $1.12 | — | CONV | 19625XAB8 |
| — | SERVICENOW INC | 18,569,000 | $41,444 | 0.8% | $1.11 | — | CONV | 81762PAB8 |
| — | BIOMARIN PHARMACEUTICAL | 43,256,000 | $40,793 | 0.8% | $1.00 | — | CONV | 09061GAH4 |
| — | ARCONIC INC | 37,261,000 | $39,216 | 0.8% | $1.04 | — | CONV | 74973WAB3 |
| — | SPIRIT REALTY CAPITAL IN | 37,867,000 | $37,702 | 0.7% | $1.02 | — | CONV | 84860WAA0 |
| — | CROWN CASTLE INTL CORP | 33,373 | $37,223 | 0.7% | $1061.17 | — | CONV PFD | 22822V309 |
| — | PDC ENERGY INC | 37,225,000 | $36,344 | 0.7% | $1.06 | — | CONV | 69327RAD3 |
| — | AIR LEASE CORP | 24,306,000 | $36,176 | 0.7% | $1.33 | — | CONV | 00912XAK0 |
| — | VIAVI SOLUTIONS INC | 35,352,000 | $35,946 | 0.7% | $1.02 | — | CONV | 925550AB1 |
| — | FOREST CITY REALTY TRUST | 34,181,000 | $35,214 | 0.7% | $1.12 | — | CONV | 345550AP2 |
| — | CARDTRONICS INC | 37,777,000 | $35,189 | 0.7% | $0.94 | — | CONV | 14161HAG3 |
| — | LIBERTY INTERACTIVE LLC | 58,726,000 | $34,903 | 0.7% | $0.53 | — | CONV | 530715AN1 |
| — | COLONY NORTHSTAR INC | 37,064,000 | $34,882 | 0.7% | $1.02 | — | CONV | 19624RAB2 |
| — | PRA GROUP INC | 36,010,000 | $34,801 | 0.7% | $0.97 | — | CONV | 73640QAB1 |
| — | ASSURANT INC | 333,100 | $34,596 | 0.7% | $103.86 | — | CONV PFD | 04621X207 |
| — | BLACKSTONE MORTGAGE TR | 35,008,000 | $34,591 | 0.7% | $1.02 | — | CONV | 09257WAB6 |
| — | CTRIP.COM INTL LTD | 32,537,000 | $33,913 | 0.7% | $1.06 | — | CONV | 22943FAM2 |
| — | TERADYNE INC | 22,192,000 | $33,869 | 0.7% | $1.43 | — | CONV | 880770AG7 |
| — | NXP SEMICONDUCTOR NV | 26,400,000 | $32,828 | 0.6% | $1.13 | — | CONV | 62952QAB6 |
| — | LUMENTUM HOLDINGS INC | 25,899,000 | $32,815 | 0.6% | $1.27 | — | CONV | 55024UAB5 |
| — | OSI SYSTEMS INC | 34,706,000 | $31,492 | 0.6% | $0.91 | — | CONV | 671044AD7 |
| — | GREENBRIER COS INC | 27,001,000 | $30,920 | 0.6% | $1.15 | — | CONV | 393657AK7 |
| — | STARWOOD PROPERTY TRUST | 30,656,000 | $30,866 | 0.6% | $1.00 | — | CONV | 85571BAH8 |
| — | NEVRO CORP | 25,490,000 | $29,179 | 0.6% | $1.07 | — | CONV | 64157FAA1 |
| — | EURONET WORLDWIDE INC | 24,630,000 | $29,113 | 0.6% | $1.20 | — | CONV | 298736AH2 |
| — | MACQUARIE INFRASTRUCTURE | 32,454,000 | $28,930 | 0.6% | $1.00 | — | CONV | 55608BAB1 |
| — | CEMEX SAB DE CV | 27,757,000 | $28,802 | 0.6% | $1.04 | — | CONV | 151290BT9 |
| — | BIOMARIN PHARMACEUTICAL | 25,845,000 | $28,571 | 0.6% | $1.11 | — | CONV | 09061GAF8 |
| — | AKAMAI TECHNOLOGIES INC | 27,476,000 | $28,243 | 0.6% | $1.01 | — | CONV | 00971TAG6 |
| — | HERCULES CAPITAL INC | 27,694,000 | $28,066 | 0.6% | $1.01 | — | CONV | 427096AF9 |
| — | ATLAS AIR WORLDWIDE HLDG | 24,496,000 | $27,996 | 0.5% | $1.03 | — | CONV | 049164BH8 |
| — | INSMED INC | 31,227,000 | $27,787 | 0.5% | $0.89 | — | CONV | 457669AA7 |
| — | TWITTER INC | 27,588,000 | $26,443 | 0.5% | $0.86 | — | CONV | 90184LAB8 |
| — | DOMINION ENERGY INC | 556,535 | $25,803 | 0.5% | $50.70 | — | CONV PFD | 25746U836 |
| — | ROYAL GOLD INC | 24,103,000 | $25,463 | 0.5% | $0.96 | — | CONV | 780287AA6 |
| — | DISH NETWORK CORP | 28,704,000 | $25,392 | 0.5% | $0.88 | — | CONV | 25470MAD1 |
| — | STARWOOD PROPERTY TRUST | 23,389,000 | $25,262 | 0.5% | $1.07 | — | CONV | 85571BAB1 |
| — | ANTHEM INC | 469,826 | $25,252 | 0.5% | $51.10 | — | CONV PFD | 036752202 |
| — | HORIZON PHARMA INV LTD | 27,249,000 | $25,169 | 0.5% | $0.91 | — | CONV | 44052TAB7 |
| — | BLACKSTONE MORTGAGE TR | 25,332,000 | $24,887 | 0.5% | $0.98 | — | CONV | 09257WAC4 |
| — | CIENA CORP | 17,365,000 | $24,475 | 0.5% | $1.35 | — | CONV | 171779AK7 |
| — | B2GOLD CORP | 23,879,000 | $24,143 | 0.5% | $0.96 | — | CONV | 11777QAB6 |
| — | TCP CAPITAL CORP | 23,110,000 | $23,335 | 0.5% | $1.03 | — | CONV | 87238QAD5 |
| — | CYPRESS SEMICONDUCTOR CO | 16,123,000 | $22,642 | 0.4% | $1.31 | — | CONV | 232806AM1 |
| — | TESLA INC | 22,678,000 | $22,641 | 0.4% | $0.92 | — | CONV | 88160RAB7 |
| — | BLACKROCK CAPITAL INVEST | 21,570,000 | $22,295 | 0.4% | $1.03 | — | CONV | 092533AC2 |
| — | GUIDEWIRE SOFTWARE INC | 22,550,000 | $22,200 | 0.4% | $0.98 | — | CONV | 40171VAA8 |
| — | FIDELITY NATL FINANCIAL | 7,061,000 | $22,094 | 0.4% | $1.80 | — | CONV | 31620RAE5 |
| — | FIREEYE INC | 22,597,000 | $21,478 | 0.4% | $0.92 | — | CONV | 31816QAB7 |
| — | MACQUARIE INFRASTRUCTURE | 21,414,000 | $21,225 | 0.4% | $1.13 | — | CONV | 55608BAA3 |
| — | CAESARS ENTERTAIN CORP | 12,024,000 | $21,034 | 0.4% | $1.94 | — | CONV | 127686AA1 |
| — | TESLA INC | 20,478,000 | $20,332 | 0.4% | $1.03 | — | CONV | 88160RAC5 |
| — | ELECTRONICS FOR IMAGING | 19,721,000 | $19,141 | 0.4% | $1.07 | — | CONV | 286082AC6 |
| — | CORNERSTONE ONDEMAND INC | 19,117,000 | $19,103 | 0.4% | $1.03 | — | CONV | 21925YAB9 |
| — | SM ENERGY CO | 19,505,000 | $18,486 | 0.4% | $1.05 | — | CONV | 78454LAM2 |
| — | PACIRA PHARMACEUTICALS | 19,894,000 | $18,204 | 0.4% | $0.92 | — | CONV | 695127AD2 |
| — | ADVANCED MICRO DEVICES | 12,172,000 | $17,869 | 0.4% | $1.22 | — | CONV | 007903BD8 |
| — | NY COMMUNITY CAP TRUST V | 354,679 | $17,686 | 0.3% | $51.28 | — | CONV PFD | 64944P307 |
| — | DEPOMED INC | 21,651,000 | $17,682 | 0.3% | $1.10 | — | CONV | 249908AA2 |
| — | OASIS PETROLEUM INC | 16,864,000 | $17,446 | 0.3% | $1.09 | — | CONV | 674215AJ7 |
| — | INTERCEPT PHARMAS | 21,513,000 | $17,230 | 0.3% | $0.86 | — | CONV | 45845PAA6 |
| — | IH MERGER SUB LLC | 13,626,000 | $17,096 | 0.3% | $1.03 | — | CONV | 85571WAB5 |
| — | HESS CORP | 285,908 | $17,083 | 0.3% | $59.75 | — | CONV PFD | 42809H404 |
| — | PROOFPOINT INC | 11,334,000 | $16,632 | 0.3% | $1.11 | — | CONV | 743424AD5 |
| — | ATLAS AIR WORLDWIDE HLDG | 13,616,000 | $16,292 | 0.3% | $1.10 | — | CONV | 049164BJ4 |
| — | EVERBRIDGE INC | 12,323,000 | $15,524 | 0.3% | $1.18 | — | CONV | 29978AAA2 |
| — | TPG SPECIALTY LENDING IN | 15,133,000 | $15,504 | 0.3% | $1.02 | — | CONV | 87265KAD4 |
| — | COLONY NORTHSTAR INC | 16,500,000 | $15,398 | 0.3% | $1.05 | — | CONV | 19624RAA4 |
| — | CEMEX SAB DE CV | 14,880,000 | $15,397 | 0.3% | $0.96 | — | CONV | 151290BR3 |
| QGEN 0.375 03/19/19 | QIAGEN NV | 13,000,000 | $15,336 | 0.3% | $1.23 | — | CONV | N72482AA5 |
| — | FINISAR CORP | 15,146,000 | $14,969 | 0.3% | $1.04 | — | CONV | 31787AAM3 |
| — | CALAMP CORP | 13,988,000 | $14,950 | 0.3% | $0.96 | — | CONV | 128126AB5 |
| — | NATIONAL HEALTH INVESTOR | 13,227,000 | $14,514 | 0.3% | $1.00 | — | CONV | 63633DAE4 |
| — | NUANCE COMMUNICATIONS | 14,608,000 | $14,496 | 0.3% | $0.99 | — | CONV | 67020YAN0 |
| — | MOLINA HEALTHCARE INC | 7,000,000 | $14,095 | 0.3% | $1.56 | — | CONV | 60855RAC4 |
| — | INPHI CORP | 13,087,000 | $13,767 | 0.3% | $1.06 | — | CONV | 45772FAB3 |
| — | SPIRIT REALTY CAPITAL IN | 13,468,000 | $13,658 | 0.3% | $1.11 | — | CONV | 84860WAB8 |
| — | AK STEEL CORP | 10,839,000 | $12,766 | 0.3% | $1.41 | — | CONV | 001546AP5 |
| — | WPX ENERGY INC | 201,044 | $12,739 | 0.3% | $51.85 | — | CONV PFD | 98212B202 |
| — | TEVA PHARM FIN CO LLC | 14,105,000 | $12,526 | 0.2% | $1.17 | — | CONV | 88163VAE9 |
| — | RPM INTERNATIONAL INC | 10,332,000 | $11,623 | 0.2% | $1.13 | — | CONV | 749685AT0 |
| UPS | UNITED PARCEL SERVICE INC | 109,980 | $11,511 | 0.2% | $81.59 | +4.7% | COM | 911312106 |
| — | ARBOR REALTY TRUST INC | 10,853,000 | $11,083 | 0.2% | $1.02 | — | CONV | 038923AB4 |
| — | MEDICINES COMPANY | 11,375,000 | $10,974 | 0.2% | $1.05 | — | CONV | 584688AG0 |
| — | CLOVIS ONCOLOGY INC | 9,279,000 | $10,824 | 0.2% | $1.05 | — | CONV | 189464AB6 |
| — | ENSCO JERSEY FINANCE LTD | 13,252,000 | $10,655 | 0.2% | $0.89 | — | CONV | 29359WAB1 |
| — | HELIX ENERGY SOLUTIONS | 10,060,000 | $10,161 | 0.2% | $1.01 | — | CONV | 42330PAJ6 |
| — | GOLDMAN SACHS BDC INC | 9,985,000 | $10,127 | 0.2% | $1.03 | — | CONV | 38147UAB3 |
| — | EVOLENT HEALTH INC | 9,980,000 | $9,987 | 0.2% | $0.98 | — | CONV | 30050BAB7 |
| — | GREEN PLAINS INC | 10,355,000 | $9,882 | 0.2% | $1.02 | — | CONV | 393222AF1 |
| — | GOLAR LNG LTD | 9,300,000 | $9,562 | 0.2% | $1.03 | — | CONV | 38046YAB7 |
| — | VEREIT INC | 9,173,000 | $9,286 | 0.2% | $0.93 | — | CONV | 02917TAB0 |
| — | TESLA INC | 8,811,000 | $9,201 | 0.2% | $1.04 | — | CONV | 88160RAD3 |
| CAT | CATERPILLAR INC | 60,400 | $8,902 | 0.2% | $133.07 | 0.0% | COM | 149123101 |
| URI | UNITED RENTALS INC | 51,500 | $8,896 | 0.2% | $171.97 | 0.0% | COM | 911363109 |
| — | INNOVIVA INC | 7,829,000 | $8,394 | 0.2% | $1.12 | — | CONV | 88338TAB0 |
| — | NUANCE COMMUNICATIONS | 8,207,000 | $8,382 | 0.2% | $0.97 | — | CONV | 67020YAG5 |
| — | PRETIUM RESOURCES INC | 9,986,000 | $8,356 | 0.2% | $0.84 | — | CONV | 74139CAB8 |
| F | FORD MOTOR CO | 710,000 | $7,867 | 0.2% | $7.48 | 0.0% | COM | 345370860 |
| — | NEXTERA ENERGY INC | 107,771 | $7,849 | 0.2% | $54.95 | — | CONV PFD | 65339F846 |
| — | DANAHER CORP | 1,978,000 | $7,398 | 0.1% | $2.92 | — | CONV | 235851AF9 |
| — | BUNGE LTD | 98,800 | $7,305 | 0.1% | $73.25 | — | COM | G16962105 |
| LOW | LOWE'S COS INC | 81,000 | $7,108 | 0.1% | $77.24 | +6.0% | COM | 548661107 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 58,000 | $6,829 | 0.1% | $117.41 | 0.0% | COM | V7780T103 |
| — | ACORDA THERAPEUTICS INC | 7,354,000 | $6,741 | 0.1% | $0.91 | — | CONV | 00484MAA4 |
| — | CLEVELAND-CLIFFS INC | 6,222,000 | $6,729 | 0.1% | $1.09 | — | CONV | 185899AA9 |
| — | ON SEMICONDUCTOR CORP | 4,673,000 | $6,678 | 0.1% | $0.91 | — | CONV | 682189AK1 |
| CMI | CUMMINS INC | 39,000 | $6,322 | 0.1% | $138.21 | +1.1% | COM | 231021106 |
| TXN | TEXAS INSTRUMENTS INC | 60,000 | $6,233 | 0.1% | $86.84 | 0.0% | COM | 882508104 |
| GM | GENERAL MOTORS CO | 170,000 | $6,178 | 0.1% | $28.36 | +26.0% | COM | 37045V100 |
| USB | US BANCORP | 120,000 | $6,060 | 0.1% | $39.92 | 0.0% | COM | 902973304 |
| MRK | MERCK & CO INC | 111,000 | $6,046 | 0.1% | $44.06 | -4.1% | COM | 58933Y105 |
| GS | GOLDMAN SACHS GROUP INC/THE | 23,000 | $5,793 | 0.1% | $218.41 | 0.0% | COM | 38141G104 |
| WMT | WALMART INC | 65,000 | $5,783 | 0.1% | $24.16 | +17.3% | COM | 931142103 |
| — | VEREIT INC | 5,563,000 | $5,573 | 0.1% | $0.96 | — | CONV | 02917TAA2 |
| — | ANADARKO PETROLEUM CORP | 184,484 | $5,499 | 0.1% | $38.91 | — | CONV PFD | 032511404 |
| GILD | GILEAD SCIENCES INC | 70,000 | $5,277 | 0.1% | $58.92 | 0.0% | COM | 375558103 |
| AMGN | AMGEN INC | 30,798 | $5,250 | 0.1% | $144.43 | 0.0% | COM | 031162100 |
| KLAC | KLA-TENCOR CORP | 47,984 | $5,231 | 0.1% | $98.66 | 0.0% | COM | 482480100 |
| — | SEMPRA ENERGY | 51,194 | $5,229 | 0.1% | $102.14 | — | CONV PFD | 816851406 |
| — | ALDER BIOPHARMACEUTICALS | 5,515,000 | $5,072 | 0.1% | $0.92 | — | CONV | 014339AA3 |
| VZ | VERIZON COMMUNICATIONS INC | 105,000 | $5,021 | 0.1% | $30.95 | +6.7% | COM | 92343V104 |
| — | ALZA CORP | 2,783,000 | $4,911 | 0.1% | $1.55 | — | CONV | 02261WAB5 |
| — | KEYW HOLDING CORP | 4,990,000 | $4,874 | 0.1% | $0.93 | — | CONV | 493723AA8 |
| OXY | OCCIDENTAL PETROLEUM CORP | 63,000 | $4,092 | 0.1% | $57.44 | 0.0% | COM | 674599105 |
| — | LAZARD LTD | 75,000 | $3,942 | 0.1% | $52.56 | — | COM | G54050102 |
| — | ENCORE CAPITAL GROUP INC | 3,790,000 | $3,809 | 0.1% | $1.00 | — | CONV | 292554AH5 |
| TREE | LENDINGTREE INC | 11,060 | $3,629 | 0.1% | $282.63 | — | COM | 52603B107 |
| SYF | SYNCHRONY FINANCIAL | 103,810 | $3,481 | 0.1% | $26.70 | +14.2% | COM | 87165B103 |
| MTB | M&T BANK CORP | 18,750 | $3,457 | 0.1% | $133.26 | +10.0% | COM | 55261F104 |
| — | TPG PACE ENERGY HOLDINGS CORP | 300,000 | $3,198 | 0.1% | $10.42 | — | COM | 872656202 |
| — | BRISTOL-MYERS SQUIBB CO | 1,706,000 | $2,767 | 0.1% | $1.36 | — | CONV | 110122AN8 |
| BAC | BANK OF AMERICA CORP | 85,000 | $2,549 | 0.1% | $26.06 | 0.0% | COM | 060505104 |
| CMA | COMERICA INC | 24,800 | $2,379 | 0.0% | $66.87 | 0.0% | COM | 200340107 |
| CSCO | CISCO SYSTEMS INC | 53,000 | $2,273 | 0.0% | $33.46 | 0.0% | COM | 17275R102 |
| FNF | FNF GROUP | 55,000 | $2,201 | 0.0% | $27.01 | +1.0% | COM | 31620R303 |
| FDX | FEDEX CORP | 9,000 | $2,161 | 0.0% | $220.51 | 0.0% | COM | 31428X106 |
| GLD | SPDR GOLD SHARES | 15,000 | $1,887 | 0.0% | $122.11 | — | COM | 78463V107 |
| D | DOMINION ENERGY INC | 23,500 | $1,585 | 0.0% | $51.93 | 0.0% | COM | 25746U109 |
| CNC | CENTENE CORP | 12,900 | $1,379 | 0.0% | $52.13 | 0.0% | COM | 15135B101 |
| CIEN | CIENA CORP | 50,000 | $1,295 | 0.0% | $23.53 | 0.0% | COM | 171779309 |
| — | INSULET CORPORATION | 924,000 | $1,255 | 0.0% | $1.03 | — | CONV | 45784PAD3 |
| — | NEVRO CORP | 14,000 | $1,213 | 0.0% | $86.64 | — | COM | 64157F103 |
| — | KB HOME | 1,031,000 | $1,173 | 0.0% | $1.00 | — | CONV | 48666KAS8 |
| — | WILLIAM LYON HOMES | 40,000 | $1,100 | 0.0% | $27.50 | — | COM | 552074700 |
| LYB | LYONDELLBASELL INDUSTRIES NV | 10,000 | $1,057 | 0.0% | $68.99 | 0.0% | COM | N53745100 |
| BMY | BRISTOL-MYERS SQUIBB CO | 16,000 | $1,012 | 0.0% | $48.10 | 0.0% | COM | 110122108 |
| — | LGI HOMES INC | 300,000 | $984 | 0.0% | $3.28 | — | CONV | 50187TAB2 |
| — | QUIDEL CORP | 795,000 | $978 | 0.0% | $1.00 | — | CONV | 74838JAA9 |
| META | FACEBOOK INC | 6,000 | $959 | 0.0% | $178.31 | 0.0% | COM | 30303M102 |
| — | NOVELLUS SYSTEMS INC | 154,000 | $935 | 0.0% | $1.55 | — | CONV | 670008AD3 |
| — | TIME WARNER INC | 9,670 | $915 | 0.0% | $91.48 | — | COM | 887317303 |
| BDX | BECTON DICKINSON AND CO | 4,000 | $867 | 0.0% | $194.57 | 0.0% | COM | 075887109 |
| — | MEDIDATA SOLUTIONS INC | 617,000 | $856 | 0.0% | $1.10 | — | CONV | 58471AAB1 |
| — | VERINT SYSTEMS INC | 20,000 | $852 | 0.0% | $42.60 | — | COM | 92343X100 |
| — | VIAVI SOLUTIONS INC | 829,000 | $851 | 0.0% | $1.02 | — | CONV | 46612JAF8 |
| — | SANDISK CORP | 801,000 | $839 | 0.0% | $1.04 | — | CONV | 80004CAF8 |
| NCLH | NORWEGIAN CRUISE LINE HOLDINGS | 15,000 | $795 | 0.0% | $56.85 | 0.0% | COM | G66721104 |
| — | SINA CORP | 680,000 | $754 | 0.0% | $1.07 | — | CONV | 82922RAD5 |
| C | CITIGROUP INC | 11,000 | $743 | 0.0% | $57.64 | 0.0% | COM | 172967424 |
| INTC | INTEL CORP | 14,000 | $729 | 0.0% | $40.06 | 0.0% | COM | 458140100 |
| — | WEB.COM GROUP INC | 721,000 | $714 | 0.0% | $0.93 | — | CONV | 94733AAA2 |
| XLF | FINANCIAL SELECT SECTOR SPDR F | 25,000 | $689 | 0.0% | $27.56 | — | COM | 81369Y605 |
| — | ENDOLOGIX INC | 610,000 | $581 | 0.0% | $0.94 | — | CONV | 29266SAA4 |
| — | MERITOR INC | 507,000 | $577 | 0.0% | $0.94 | — | CONV | 043353AH4 |
| ABBV | ABBVIE INC | 6,000 | $568 | 0.0% | $65.20 | +20.4% | COM | 00287Y109 |
| — | MOLINA HEALTHCARE INC | 408,000 | $541 | 0.0% | $1.20 | — | CONV | 60855RAD2 |
| MS | MORGAN STANLEY | 10,000 | $540 | 0.0% | $36.48 | +19.7% | COM | 617446448 |
| — | NAVISTAR INTERNATIONAL CORP | 15,000 | $525 | 0.0% | $42.87 | — | COM | 63934E108 |
| — | TPG SPECIALTY LENDING IN | 500,000 | $513 | 0.0% | $1.02 | — | CONV | 87265KAB8 |
| HZO | MARINEMAX INC | 25,000 | $486 | 0.0% | $20.61 | 0.0% | COM | 567908108 |
| — | CAESARS ENTERTAINMENT CORP | 41,831 | $471 | 0.0% | $12.65 | — | COM | 127686103 |
| AL | AIR LEASE CORP | 11,000 | $469 | 0.0% | $39.96 | 0.0% | COM | 00912X302 |
| — | LIVE NATION ENTERTAINMEN | 348,000 | $435 | 0.0% | $1.07 | — | CONV | 538034AJ8 |
| INCY | INCYTE CORP | 5,000 | $417 | 0.0% | $127.10 | -29.1% | COM | 45337C102 |
| — | NUANCE COMMUNICATIONS | 409,000 | $404 | 0.0% | $1.01 | — | CONV | 67020YAF7 |
| — | REDWOOD TRUST INC | 416,000 | $398 | 0.0% | $1.00 | — | CONV | 758075AB1 |
| — | WORKDAY INC | 320,000 | $370 | 0.0% | $1.06 | — | CONV | 98138HAC5 |
| AAL | AMERICAN AIRLINES GROUP INC | 7,000 | $364 | 0.0% | $52.27 | 0.0% | COM | 02376R102 |
| — | INSULET CORPORATION | 223,000 | $346 | 0.0% | $1.31 | — | CONV | 45784PAF8 |
| HAIN | HAIN CELESTIAL GROUP INC/THE | 9,500 | $305 | 0.0% | $39.60 | -8.3% | COM | 405217100 |
| — | BROOKDALE SENIOR LIVING | 298,000 | $297 | 0.0% | $1.14 | — | CONV | 112463AA2 |
| — | SANTANDER CONSUMER USA HOLDING | 18,000 | $293 | 0.0% | $18.63 | — | COM | 80283M101 |
| LGIH | LGI HOMES INC | 4,100 | $289 | 0.0% | $67.65 | 0.0% | COM | 50187T106 |
| — | SYNCHRONOSS TECHNOLOGIES | 336,000 | $286 | 0.0% | $1.04 | — | CONV | 87157BAA1 |
| — | HELIX ENERGY SOLUTIONS | 265,000 | $261 | 0.0% | $0.88 | — | CONV | 42330PAG2 |
| — | REDWOOD TRUST INC | 232,000 | $225 | 0.0% | $1.00 | — | CONV | 758075AC9 |
| — | FLEXION THERAPEUTICS INC | 10,000 | $224 | 0.0% | $24.97 | — | COM | 33938J106 |
| — | CTRIP.COM INTL LTD | 134,000 | $193 | 0.0% | $1.03 | — | CONV | 22943FAD2 |
| — | ALTABA INC | 2,550 | $189 | 0.0% | $74.12 | — | COM | 021346101 |
| — | SEACOR HOLDINGS INC | 191,000 | $179 | 0.0% | $1.13 | — | CONV | 811904AM3 |
| PFE | PFIZER INC | 5,000 | $177 | 0.0% | $24.24 | 0.0% | COM | 717081103 |
| — | HOMEAWAY INC | 175,000 | $165 | 0.0% | $0.96 | — | CONV | 43739QAB6 |
| — | FOREST CITY REALTY TRUST | 152,000 | $158 | 0.0% | $1.07 | — | CONV | 345550AR8 |
| — | FLUIDIGM CORP | 257,000 | $144 | 0.0% | $1.05 | — | CONV | 34385PAA6 |
| — | IMPAX LABORATORIES LLC | 139,000 | $139 | 0.0% | $0.88 | — | CONV | 45256BAE1 |
| — | CHART INDUSTRIES INC | 113,000 | $98 | 0.0% | $1.18 | — | CONV | 16115QAC4 |
| — | HORNBECK OFFSHORE SERV | 145,000 | $74 | 0.0% | $1.19 | — | CONV | 440543AN6 |
| — | SPDR S&P REGIONAL BANKING ETF | 1,000 | $69 | 0.0% | — | — | Put | 78464A958 |
| — | ALIBABA GROUP HOLDING LTD | 150 | $64 | 0.0% | — | — | Put | 01609W952 |
| — | NAVISTAR INTERNATIONAL CORP | 600 | $62 | 0.0% | — | — | Put | 63934E958 |
| — | SPDR S&P 500 ETF TRUST | 300 | $56 | 0.0% | — | — | Put | 78462F953 |
| — | WORKDAY INC | 200 | $51 | 0.0% | — | — | Put | 98138H951 |
| — | INFINERA CORP | 45,000 | $46 | 0.0% | $1.05 | — | CONV | 45667GAB9 |
| — | FIRST AMERICAN FINANCIAL CORP | 325 | $41 | 0.0% | — | — | Call | 31847R902 |
| — | BUNGE LTD | 510 | $39 | 0.0% | — | — | Put | G16962955 |
| — | DEPOMED INC | 1,000 | $33 | 0.0% | — | — | Put | 249908954 |
| — | INSULET CORP | 300 | $31 | 0.0% | — | — | Put | 45784P951 |
| — | ISHARES RUSSELL 2000 ETF | 400 | $31 | 0.0% | — | — | Put | 464287955 |
| — | LENDINGTREE INC | 100 | $30 | 0.0% | — | — | Call | 52603B907 |
| — | DISH NETWORK CORP | 100 | $28 | 0.0% | — | — | Put | 25470M959 |
| — | COMERICA INC | 200 | $26 | 0.0% | — | — | Put | 200340957 |
| — | JM SMUCKER CO/THE | 100 | $22 | 0.0% | — | — | Call | 832696905 |
| — | NUTANIX INC | 200 | $22 | 0.0% | — | — | Put | 67059N958 |
| — | M&T BANK CORP | 100 | $17 | 0.0% | — | — | Put | 55261F954 |
| — | NORWEGIAN CRUISE LINE HOLDINGS | 150 | $17 | 0.0% | — | — | Put | G66721954 |
| — | CIENA CORP | 300 | $14 | 0.0% | — | — | Call | 171779909 |
| — | FIREEYE INC | 750 | $13 | 0.0% | — | — | Call | 31816Q901 |
| — | US BANCORP | 500 | $13 | 0.0% | — | — | Call | 902973904 |
| — | WALMART INC | 250 | $12 | 0.0% | — | — | Call | 931142903 |
| — | SANTANDER CONSUMER USA HOLDING | 150 | $10 | 0.0% | — | — | Call | 80283M901 |
| — | JARDEN CORP | 7,000 | $9 | 0.0% | $1.29 | — | CONV | 471109AM0 |
| — | HOME DEPOT INC/THE | 200 | $8 | 0.0% | — | — | Call | 437076902 |
| — | ETSY INC | 200 | $6 | 0.0% | — | — | Put | 29786A956 |
| — | HELIX ENERGY SOLUTIONS | 5,000 | $5 | 0.0% | $1.03 | — | CONV | 42330PAH0 |
| — | BLACKHAWK NETWORK HOLD | 3,000 | $3 | 0.0% | $1.10 | — | CONV | 09238EAB0 |
| INSM | INSMED INC | 50 | $1 | 0.0% | $26.32 | 0.0% | COM | 457669307 |