Location: New York, NY
CIK: 0001097278 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Aug 14, 2018
Total Value: $4.753B (12.9% shares, 87.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALTABA INC | 77,642,000 | $106M | 2.2% | $1.14 | — | CONV | 984332AF3 |
| — | WELLS FARGO & COMPANY | 67,734 | $85.2M | 1.8% | $1027.12 | — | CONV PFD | 949746804 |
| — | CTRIP.COM INTL LTD | 79,874,000 | $84.09M | 1.8% | $1.05 | — | CONV | 22943FAF7 |
| — | INTEL CORP | 34,960,000 | $83.7M | 1.8% | $1.69 | — | CONV | 458140AF7 |
| — | SYNAPTICS INC | 79,395,000 | $78.32M | 1.6% | $0.99 | — | CONV | 87157DAD1 |
| — | BECTON DICKINSON AND CO | 1,124,706 | $76.51M | 1.6% | $58.97 | — | CONV PFD | 075887208 |
| — | EXACT SCIENCES CORP | 69,926,000 | $73.69M | 1.6% | $0.89 | — | CONV | 30063PAA3 |
| — | TWITTER INC | 73,290,000 | $71.22M | 1.5% | $0.86 | — | CONV | 90184LAD4 |
| — | MICROCHIP TECHNOLOGY INC | 60,423,000 | $71.06M | 1.5% | $1.19 | — | CONV | 595017AF1 |
| — | CITRIX SYSTEMS INC | 48,242,000 | $70.15M | 1.5% | $1.21 | — | CONV | 177376AD2 |
| — | BANK OF AMERICA CORP | 53,816 | $67.41M | 1.4% | $782.64 | — | CONV PFD | 060505682 |
| — | IONIS PHARMACEUTICALS IN | 67,450,000 | $66.18M | 1.4% | $1.01 | — | CONV | 464337AJ3 |
| — | BOOKING HOLDINGS INC | 54,500,000 | $65.26M | 1.4% | $1.06 | — | CONV | 741503AX4 |
| — | VERINT SYSTEMS INC | 66,089,000 | $65.07M | 1.4% | $1.00 | — | CONV | 92343XAA8 |
| — | ANTHEM INC | 19,017,000 | $62.32M | 1.3% | $2.25 | — | CONV | 94973VBG1 |
| — | BOOKING HOLDINGS INC | 39,157,000 | $60.71M | 1.3% | $1.18 | — | CONV | 741503AS5 |
| — | CHESAPEAKE ENERGY CORP | 57,468,000 | $58.47M | 1.2% | $0.88 | — | CONV | 165167CY1 |
| — | ARES CAPITAL CORP | 57,387,000 | $57.81M | 1.2% | $1.02 | — | CONV | 04010LAT0 |
| — | DISH NETWORK CORP | 58,588,000 | $56.39M | 1.2% | $1.09 | — | CONV | 25470MAB5 |
| — | NUVASIVE INC | 51,055,000 | $55.32M | 1.2% | $1.19 | — | CONV | 670704AG0 |
| — | JAZZ INVESTMENTS I LTD | 50,339,000 | $54.85M | 1.2% | $1.04 | — | CONV | 472145AB7 |
| — | ARCONIC INC | 54,096,000 | $54.37M | 1.1% | $1.03 | — | CONV | 74973WAB3 |
| — | STANLEY BLACK & DECKER I | 502,847 | $53.08M | 1.1% | $111.02 | — | CONV PFD | 854502887 |
| — | MICRON TECHNOLOGY INC | 28,286,000 | $50.8M | 1.1% | $0.95 | — | CONV | 595112AY9 |
| — | IH MERGER SUB LLC | 45,090,000 | $50.44M | 1.1% | $1.12 | — | CONV | 19625XAB8 |
| — | CSG SYSTEMS INTERNATIONA | 47,763,000 | $50.23M | 1.1% | $1.04 | — | CONV | 126349AF6 |
| — | ILLUMINA INC | 37,531,000 | $49.68M | 1.0% | $1.13 | — | CONV | 452327AH2 |
| — | WEATHERFORD BERMUDA | 49,074,000 | $48.46M | 1.0% | $1.07 | — | CONV | 947075AH0 |
| — | BIOMARIN PHARMACEUTICAL | 47,263,000 | $48.02M | 1.0% | $1.00 | — | CONV | 09061GAH4 |
| — | VIAVI SOLUTIONS INC | 46,660,000 | $47.21M | 1.0% | $1.02 | — | CONV | 925550AB1 |
| — | ALLSCRIPTS HEALTHCARE SO | 46,536,000 | $47.14M | 1.0% | $1.01 | — | CONV | 01988PAD0 |
| — | DYCOM INDUSTRIES INC | 39,985,000 | $46.55M | 1.0% | $1.10 | — | CONV | 267475AB7 |
| — | FIREEYE INC | 49,769,000 | $45.42M | 1.0% | $0.90 | — | CONV | 31816QAD3 |
| — | NUANCE COMMUNICATIONS | 50,287,000 | $45.17M | 1.0% | $0.92 | — | CONV | 67020YAK6 |
| — | EURONET WORLDWIDE INC | 36,734,000 | $45.09M | 0.9% | $1.21 | — | CONV | 298736AH2 |
| — | WHITING PETROLEUM CORP | 46,402,000 | $44.17M | 0.9% | $0.83 | — | CONV | 966387AL6 |
| — | BIOMARIN PHARMACEUTICAL | 41,234,000 | $44M | 0.9% | $1.12 | — | CONV | 09061GAE1 |
| — | LIBERTY MEDIA CORP | 35,411,000 | $43.86M | 0.9% | $0.99 | — | CONV | 531229AB8 |
| — | INTEGRATED DEVICE TECH | 37,006,000 | $42.16M | 0.9% | $1.02 | — | CONV | 458118AC0 |
| — | ILLUMINA INC | 35,675,000 | $41.94M | 0.9% | $1.11 | — | CONV | 452327AF6 |
| — | NEXTERA ENERGY INC | 716,874 | $40.94M | 0.9% | $50.02 | — | CONV PFD | 65339F820 |
| — | DISH NETWORK CORP | 46,302,000 | $40.79M | 0.9% | $0.88 | — | CONV | 25470MAD1 |
| — | LIBERTY MEDIA CORP | 74,102,000 | $39.24M | 0.8% | $1.06 | — | CONV | 531229AE2 |
| — | PDC ENERGY INC | 37,352,000 | $39.04M | 0.8% | $1.06 | — | CONV | 69327RAD3 |
| — | CROWN CASTLE INTL CORP | 36,047 | $38.65M | 0.8% | $1062.00 | — | CONV PFD | 22822V309 |
| — | ARES CAPITAL CORP | 38,309,000 | $38.59M | 0.8% | $1.03 | — | CONV | 04010LAM5 |
| — | SPIRIT REALTY CAPITAL IN | 37,952,000 | $37.83M | 0.8% | $1.02 | — | CONV | 84860WAA0 |
| — | LIBERTY INTERACTIVE LLC | 58,768,000 | $37.48M | 0.8% | $0.53 | — | CONV | 530715AN1 |
| — | NOVELLUS SYSTEMS INC | 7,069,000 | $36.58M | 0.8% | $5.10 | — | CONV | 670008AD3 |
| — | FOREST CITY REALTY TRUST | 32,578,000 | $36.37M | 0.8% | $1.12 | — | CONV | 345550AP2 |
| — | RED HAT INC | 19,432,000 | $35.48M | 0.7% | $1.21 | — | CONV | 756577AD4 |
| — | AIR LEASE CORP | 24,380,000 | $35.22M | 0.7% | $1.33 | — | CONV | 00912XAK0 |
| — | NUANCE COMMUNICATIONS | 37,628,000 | $35.18M | 0.7% | $0.96 | — | CONV | 67020YAN0 |
| — | OSI SYSTEMS INC | 34,798,000 | $33.77M | 0.7% | $0.91 | — | CONV | 671044AD7 |
| — | NAVISTAR INTL CORP | 32,500,000 | $33.55M | 0.7% | $1.06 | — | CONV | 63934EAS7 |
| — | PRA GROUP INC | 34,176,000 | $33.19M | 0.7% | $0.97 | — | CONV | 73640QAB1 |
| — | CARDTRONICS INC | 35,051,000 | $32.65M | 0.7% | $0.94 | — | CONV | 14161HAG3 |
| — | TERADYNE INC | 24,073,000 | $32.01M | 0.7% | $1.42 | — | CONV | 880770AG7 |
| — | INPHI CORP | 34,077,000 | $31.98M | 0.7% | $0.99 | — | CONV | 45772FAC1 |
| — | CIENA CORP | 22,453,000 | $31.96M | 0.7% | $1.37 | — | CONV | 171779AK7 |
| — | VEECO INSTRUMENTS INC | 36,251,000 | $31.88M | 0.7% | $0.98 | — | CONV | 922417AD2 |
| — | STARWOOD PROPERTY TRUST | 30,685,000 | $30.82M | 0.6% | $1.00 | — | CONV | 85571BAH8 |
| — | NXP SEMICONDUCTOR NV | 25,600,000 | $30.67M | 0.6% | $1.13 | — | CONV | 62952QAB6 |
| — | LUMENTUM HOLDINGS INC | 25,854,000 | $30.61M | 0.6% | $1.27 | — | CONV | 55024UAB5 |
| — | BLACKSTONE MORTGAGE TR | 31,066,000 | $30.49M | 0.6% | $1.02 | — | CONV | 09257WAB6 |
| — | INSMED INC | 32,275,000 | $29.82M | 0.6% | $0.89 | — | CONV | 457669AA7 |
| — | BIOMARIN PHARMACEUTICAL | 25,021,000 | $29.62M | 0.6% | $1.11 | — | CONV | 09061GAF8 |
| — | GREENBRIER COS INC | 25,455,000 | $29.34M | 0.6% | $1.15 | — | CONV | 393657AK7 |
| — | HERCULES CAPITAL INC | 29,022,000 | $29.16M | 0.6% | $1.01 | — | CONV | 427096AF9 |
| — | FINISAR CORP | 32,045,000 | $29.11M | 0.6% | $0.93 | — | CONV | 31787AAP6 |
| — | MACQUARIE INFRASTRUCTURE | 31,546,000 | $28.09M | 0.6% | $1.00 | — | CONV | 55608BAB1 |
| — | NEVRO CORP | 25,359,000 | $27.61M | 0.6% | $1.07 | — | CONV | 64157FAA1 |
| — | DOMINION ENERGY INC | 597,957 | $27.58M | 0.6% | $50.38 | — | CONV PFD | 25746U836 |
| — | CAESARS ENTERTAIN CORP | 15,980,000 | $27.18M | 0.6% | $1.88 | — | CONV | 127686AA1 |
| — | TESLA INC | 24,109,000 | $27.14M | 0.6% | $1.05 | — | CONV | 88160RAC5 |
| — | OASIS PETROLEUM INC | 20,093,000 | $26.02M | 0.5% | $1.12 | — | CONV | 674215AJ7 |
| — | TEVA PHARM FIN CO LLC | 27,608,000 | $25.61M | 0.5% | $1.05 | — | CONV | 88163VAE9 |
| — | PACIRA PHARMACEUTICALS | 27,514,000 | $25.58M | 0.5% | $0.92 | — | CONV | 695127AD2 |
| — | AKAMAI TECHNOLOGIES INC | 25,011,000 | $25.18M | 0.5% | $1.01 | — | CONV | 00971TAG6 |
| — | TESLA INC | 22,181,000 | $24.39M | 0.5% | $0.92 | — | CONV | 88160RAB7 |
| — | ROYAL GOLD INC | 22,883,000 | $24.29M | 0.5% | $0.96 | — | CONV | 780287AA6 |
| — | TPG SPECIALTY LENDING IN | 24,133,000 | $24.1M | 0.5% | $1.01 | — | CONV | 87265KAD4 |
| NBR 6 05/01/21 A | NABORS INDUSTRIES LTD | 525,252 | $23.97M | 0.5% | $45.64 | — | CONV PFD | G6359F129 |
| — | BLACKROCK CAPITAL INVEST | 23,544,000 | $23.97M | 0.5% | $1.03 | — | CONV | 092533AC2 |
| — | PRA GROUP INC | 22,081,000 | $23.55M | 0.5% | $1.07 | — | CONV | 69354NAB2 |
| — | INTERCEPT PHARMAS | 25,100,000 | $21.95M | 0.5% | $0.86 | — | CONV | 45845PAA6 |
| — | TCP CAPITAL CORP | 21,651,000 | $21.75M | 0.5% | $1.03 | — | CONV | 87238QAD5 |
| — | CYPRESS SEMICONDUCTOR CO | 16,039,000 | $21.28M | 0.4% | $1.31 | — | CONV | 232806AM1 |
| — | CLOVIS ONCOLOGY INC | 22,989,000 | $21.21M | 0.4% | $0.92 | — | CONV | 189464AC4 |
| — | ATLAS AIR WORLDWIDE HLDG | 16,761,000 | $20.64M | 0.4% | $1.03 | — | CONV | 049164BH8 |
| — | SM ENERGY CO | 19,539,000 | $20.16M | 0.4% | $1.05 | — | CONV | 78454LAM2 |
| — | ELECTRONICS FOR IMAGING | 20,267,000 | $20.09M | 0.4% | $1.07 | — | CONV | 286082AC6 |
| — | TWITTER INC | 20,585,000 | $19.93M | 0.4% | $0.86 | — | CONV | 90184LAB8 |
| — | COLONY CAPITAL INC | 20,737,000 | $19.72M | 0.4% | $1.02 | — | CONV | 19624RAB2 |
| — | DEXCOM INC | 17,000,000 | $19.61M | 0.4% | $1.15 | — | CONV | 252131AF4 |
| — | ADVANCED MICRO DEVICES | 9,645,000 | $19.21M | 0.4% | $1.22 | — | CONV | 007903BD8 |
| — | BLACKSTONE MORTGAGE TR | 19,720,000 | $19.2M | 0.4% | $0.98 | — | CONV | 09257WAC4 |
| — | HESS CORP | 244,743 | $18.4M | 0.4% | $59.75 | — | CONV PFD | 42809H404 |
| — | STARWOOD PROPERTY TRUST | 16,334,000 | $18.23M | 0.4% | $1.07 | — | CONV | 85571BAB1 |
| — | CALAMP CORP | 16,425,000 | $17.52M | 0.4% | $0.97 | — | CONV | 128126AB5 |
| — | GOLAR LNG LTD | 16,115,000 | $17.51M | 0.4% | $1.05 | — | CONV | 38046YAB7 |
| — | INPHI CORP | 15,761,000 | $16.92M | 0.4% | $1.06 | — | CONV | 45772FAB3 |
| — | NY COMMUNITY CAP TRUST V | 336,918 | $16.91M | 0.4% | $51.28 | — | CONV PFD | 64944P307 |
| — | NEUROCRINE BIOSCIENCES | 11,448,000 | $16.61M | 0.3% | $1.45 | — | CONV | 64125CAD1 |
| — | GUIDEWIRE SOFTWARE INC | 16,020,000 | $16.25M | 0.3% | $0.98 | — | CONV | 40171VAA8 |
| — | NATIONAL HEALTH INVESTOR | 14,447,000 | $16.19M | 0.3% | $1.01 | — | CONV | 63633DAE4 |
| — | HORIZON PHARMA INV LTD | 16,785,000 | $16.1M | 0.3% | $0.91 | — | CONV | 44052TAB7 |
| — | IH MERGER SUB LLC | 12,085,000 | $15.29M | 0.3% | $1.03 | — | CONV | 85571WAB5 |
| — | COLONY CAPITAL INC | 16,027,000 | $15.21M | 0.3% | $1.05 | — | CONV | 19624RAA4 |
| — | FLEXION THERAPEUTICS INC | 11,953,000 | $14.66M | 0.3% | $1.23 | — | CONV | 33938JAB2 |
| — | ON SEMICONDUCTOR CORP | 11,044,000 | $14.02M | 0.3% | $1.27 | — | CONV | 682189AP0 |
| — | GOLDMAN SACHS BDC INC | 13,630,000 | $13.64M | 0.3% | $1.02 | — | CONV | 38147UAB3 |
| — | NABORS INDUSTRIES INC | 17,146,000 | $13.49M | 0.3% | $0.79 | — | CONV | 62957HAB1 |
| — | EVOLENT HEALTH INC | 11,409,000 | $12.99M | 0.3% | $1.00 | — | CONV | 30050BAB7 |
| — | DEPOMED INC | 15,665,000 | $12.79M | 0.3% | $1.10 | — | CONV | 249908AA2 |
| — | PROOFPOINT INC | 8,627,000 | $12.77M | 0.3% | $1.11 | — | CONV | 743424AD5 |
| — | AK STEEL CORP | 11,115,000 | $12.73M | 0.3% | $1.40 | — | CONV | 001546AP5 |
| — | INNOVIVA INC | 13,000,000 | $12.55M | 0.3% | $1.06 | — | CONV | 88338TAB0 |
| — | RPM INTERNATIONAL INC | 10,332,000 | $12.49M | 0.3% | $1.13 | — | CONV | 749685AT0 |
| — | SPIRIT REALTY CAPITAL IN | 12,346,000 | $12.41M | 0.3% | $1.11 | — | CONV | 84860WAB8 |
| — | ACORDA THERAPEUTICS INC | 12,407,000 | $12.01M | 0.3% | $0.93 | — | CONV | 00484MAA4 |
| — | MEDICINES COMPANY | 11,868,000 | $11.89M | 0.3% | $1.05 | — | CONV | 584688AG0 |
| — | WRIGHT MEDICAL GROUP INC | 10,957,000 | $11.83M | 0.2% | $0.92 | — | CONV | 98235TAE7 |
| — | FIDELITY NATL FINANCIAL | 3,924,000 | $11.56M | 0.2% | $1.80 | — | CONV | 31620RAE5 |
| — | SOUTH JERSEY INDUSTRIES | 200,745 | $10.96M | 0.2% | $54.61 | — | CONV PFD | 838518116 |
| — | HELIX ENERGY SOLUTIONS | 9,151,000 | $10.86M | 0.2% | $1.01 | — | CONV | 42330PAJ6 |
| — | GREEN PLAINS INC | 10,644,000 | $10.6M | 0.2% | $1.02 | — | CONV | 393222AF1 |
| — | CLOVIS ONCOLOGY INC | 9,129,000 | $9.826M | 0.2% | $1.05 | — | CONV | 189464AB6 |
| MRK | MERCK & CO INC | 161,000 | $9.773M | 0.2% | $44.20 | +0.7% | COM | 58933Y105 |
| — | DANAHER CORP | 2,478,000 | $9.344M | 0.2% | $3.09 | — | CONV | 235851AF9 |
| — | VEREIT INC | 9,190,000 | $9.286M | 0.2% | $0.93 | — | CONV | 02917TAB0 |
| — | ASSURANT INC | 79,496 | $8.92M | 0.2% | $103.86 | — | CONV PFD | 04621X207 |
| — | PRETIUM RESOURCES INC | 10,186,000 | $8.826M | 0.2% | $0.84 | — | CONV | 74139CAB8 |
| — | MACQUARIE INFRASTRUCTURE | 8,817,000 | $8.753M | 0.2% | $1.13 | — | CONV | 55608BAA3 |
| — | ARBOR REALTY TRUST INC | 7,806,000 | $8.666M | 0.2% | $1.02 | — | CONV | 038923AB4 |
| — | QIAGEN NV | 6,600,000 | $8.466M | 0.2% | $1.28 | — | CONV | EK1258772 |
| — | NEXTERA ENERGY INC | 107,771 | $7.98M | 0.2% | $54.95 | — | CONV PFD | 65339F846 |
| — | CLEVELAND-CLIFFS INC | 6,406,000 | $7.774M | 0.2% | $1.10 | — | CONV | 185899AA9 |
| WMT | WALMART INC | 90,000 | $7.709M | 0.2% | $24.46 | +3.2% | COM | 931142103 |
| — | WPX ENERGY INC | 102,111 | $7.665M | 0.2% | $51.85 | — | CONV PFD | 98212B202 |
| CAT | CATERPILLAR INC | 52,400 | $7.109M | 0.1% | $133.07 | -4.9% | COM | 149123101 |
| — | SEMPRA ENERGY | 63,730 | $6.615M | 0.1% | $102.47 | — | CONV PFD | 816851406 |
| — | EVERBRIDGE INC | 4,303,000 | $6.448M | 0.1% | $1.18 | — | CONV | 29978AAA2 |
| URI | UNITED RENTALS INC | 43,000 | $6.348M | 0.1% | $171.97 | -8.0% | COM | 911363109 |
| — | HUBSPOT INC | 4,401,000 | $6.29M | 0.1% | $1.43 | — | CONV | 443573AB6 |
| — | ROYAL CARIBBEAN CRUISES LTD | 57,000 | $5.905M | 0.1% | $103.60 | — | COM | 010775124 |
| — | VEREIT INC | 5,563,000 | $5.565M | 0.1% | $0.96 | — | CONV | 02917TAA2 |
| — | CIENA CORP | 4,189,000 | $5.55M | 0.1% | $1.32 | — | CONV | 171779AJ0 |
| USB | US BANCORP | 110,000 | $5.502M | 0.1% | $39.92 | -6.7% | COM | 902973304 |
| — | ENSCO JERSEY FINANCE LTD | 5,660,000 | $5.282M | 0.1% | $0.89 | — | CONV | 29359WAB1 |
| UPS | UNITED PARCEL SERVICE INC | 47,980 | $5.097M | 0.1% | $81.59 | +2.6% | COM | 911312106 |
| VZ | VERIZON COMMUNICATIONS INC | 100,000 | $5.031M | 0.1% | $30.95 | +4.1% | COM | 92343V104 |
| GILD | GILEAD SCIENCES INC | 70,000 | $4.959M | 0.1% | $58.92 | -10.5% | COM | 375558103 |
| F | FORD MOTOR CO | 440,000 | $4.871M | 0.1% | $7.48 | +3.4% | COM | 345370860 |
| — | LAZARD LTD | 99,037 | $4.844M | 0.1% | $48.91 | — | COM | 021260622 |
| — | ALZA CORP | 2,783,000 | $4.649M | 0.1% | $1.55 | — | CONV | 02261WAB5 |
| — | LENDINGTREE INC | 3,800,000 | $4.599M | 0.1% | $1.21 | — | CONV | 52603BAA5 |
| TXN | TEXAS INSTRUMENTS INC | 40,000 | $4.41M | 0.1% | $86.84 | +0.5% | COM | 882508104 |
| LOW | LOWE'S COS INC | 45,000 | $4.301M | 0.1% | $77.24 | +1.9% | COM | 548661107 |
| — | CEMEX SAB DE CV | 4,000,000 | $4.02M | 0.1% | $1.04 | — | CONV | 151290BT9 |
| T | AT&T INC | 125,000 | $4.014M | 0.1% | $14.53 | 0.0% | COM | 00206R102 |
| — | THERAVANCE BIOPHARMA INC | 4,000,000 | $3.959M | 0.1% | $0.99 | — | CONV | 88339KAA0 |
| — | TESLA ENERGY OPERATIONS | 4,000,000 | $3.736M | 0.1% | $0.93 | — | CONV | 83416TAC4 |
| — | ENCORE CAPITAL GROUP INC | 3,864,000 | $3.577M | 0.1% | $1.00 | — | CONV | 292554AH5 |
| — | MAGNOLIA OIL & GAS CORP | 300,000 | $3.522M | 0.1% | $10.42 | — | COM | 872656202 |
| — | ATLAS AIR WORLDWIDE HLDG | 2,500,000 | $3.32M | 0.1% | $1.10 | — | CONV | 049164BJ4 |
| — | LGI HOMES INC | 1,200,000 | $3.217M | 0.1% | $2.83 | — | CONV | 50187TAB2 |
| GS | GOLDMAN SACHS GROUP INC/THE | 14,500 | $3.198M | 0.1% | $218.41 | -8.1% | COM | 38141G104 |
| GM | GENERAL MOTORS CO | 75,000 | $2.955M | 0.1% | $28.36 | +23.5% | COM | 37045V100 |
| — | CEMEX SAB DE CV | 2,874,000 | $2.885M | 0.1% | $0.96 | — | CONV | 151290BR3 |
| — | BUNGE LTD | 37,900 | $2.642M | 0.1% | $69.71 | — | COM | 013317810 |
| — | BRISTOL-MYERS SQUIBB CO | 1,706,000 | $2.433M | 0.1% | $1.36 | — | CONV | 110122AN8 |
| — | ON SEMICONDUCTOR CORP | 1,654,000 | $2.174M | 0.0% | $0.91 | — | CONV | 682189AK1 |
| MTB | M&T BANK CORP | 12,750 | $2.169M | 0.0% | $133.26 | +6.2% | COM | 55261F104 |
| ELV | ANTHEM INC | 8,300 | $1.976M | 0.0% | $209.44 | 0.0% | COM | 036752103 |
| SYF | SYNCHRONY FINANCIAL | 58,810 | $1.963M | 0.0% | $26.70 | +6.2% | COM | 87165B103 |
| — | DTE ENERGY CO | 36,150 | $1.864M | 0.0% | $51.56 | — | CONV PFD | 233331883 |
| — | DISH NETWORK CORP | 55,000 | $1.849M | 0.0% | $33.62 | — | COM | 25470M109 |
| GLD | SPDR GOLD SHARES | 15,000 | $1.78M | 0.0% | $122.11 | — | COM | 78463V107 |
| RF | REGIONS FINANCIAL CORP | 85,000 | $1.511M | 0.0% | $13.80 | 0.0% | COM | 7591EP100 |
| WDAY | WORKDAY INC | 12,200 | $1.478M | 0.0% | $128.07 | 0.0% | COM | 98138H101 |
| — | FINISAR CORP | 1,487,000 | $1.472M | 0.0% | $1.04 | — | CONV | 31787AAM3 |
| — | CTRIP.COM INTL LTD | 1,360,000 | $1.402M | 0.0% | $1.06 | — | CONV | 22943FAM2 |
| — | B2GOLD CORP | 1,143,000 | $1.147M | 0.0% | $0.96 | — | CONV | 11777QAB6 |
| — | KB HOME | 1,031,000 | $1.129M | 0.0% | $1.00 | — | CONV | 48666KAS8 |
| — | CAESARS ENTERTAINMENT CORP | 101,831 | $1.09M | 0.0% | $11.50 | — | COM | 127686103 |
| — | TRANSOCEAN LTD | 80,000 | $1.075M | 0.0% | $13.44 | — | COM | 050546683 |
| — | QUIDEL CORP | 795,000 | $1.009M | 0.0% | $1.00 | — | CONV | 74838JAA9 |
| CHTR | CHARTER COMMUNICATIONS INC | 3,137 | $920K | 0.0% | $287.35 | 0.0% | COM | 16119P108 |
| — | CALIFORNIA RESOURCES CORP | 20,000 | $909K | 0.0% | $45.45 | — | COM | 13057Q206 |
| — | SINA CORP | 874,000 | $891K | 0.0% | $1.06 | — | CONV | 82922RAD5 |
| — | SERVICENOW INC | 353,000 | $886K | 0.0% | $1.11 | — | CONV | 81762PAB8 |
| — | MEDIDATA SOLUTIONS INC | 617,000 | $856K | 0.0% | $1.10 | — | CONV | 58471AAB1 |
| — | VIAVI SOLUTIONS INC | 829,000 | $851K | 0.0% | $1.02 | — | CONV | 46612JAF8 |
| — | CBS CORP | 15,020 | $844K | 0.0% | $56.19 | — | COM | 124857202 |
| — | SANDISK CORP | 801,000 | $839K | 0.0% | $1.04 | — | CONV | 80004CAF8 |
| — | NUANCE COMMUNICATIONS | 779,000 | $753K | 0.0% | $0.97 | — | CONV | 67020YAG5 |
| — | WEB.COM GROUP INC | 721,000 | $714K | 0.0% | $0.93 | — | CONV | 94733AAA2 |
| — | CALATLANTIC GROUP INC | 680,000 | $691K | 0.0% | $1.02 | — | CONV | 783764AS2 |
| — | SANTANDER CONSUMER USA HOLDING | 36,000 | $687K | 0.0% | $18.86 | — | COM | 80283M101 |
| OMF | ONEMAIN HOLDINGS INC | 20,000 | $666K | 0.0% | $32.35 | 0.0% | COM | 68268W103 |
| — | NORWEGIAN CRUISE LINE HOLDINGS | 13,500 | $638K | 0.0% | $47.26 | — | COM | 088030478 |
| — | NAVISTAR INTERNATIONAL CORP | 15,000 | $611K | 0.0% | $42.87 | — | COM | 63934E108 |
| — | FIRST MIDWEST BANCORP INC/IL | 23,000 | $586K | 0.0% | $25.48 | — | COM | 320867104 |
| — | ENDOLOGIX INC | 610,000 | $581K | 0.0% | $0.94 | — | CONV | 29266SAA4 |
| — | MERITOR INC | 507,000 | $577K | 0.0% | $0.94 | — | CONV | 043353AH4 |
| KBH | KB HOME | 20,000 | $545K | 0.0% | $24.21 | 0.0% | COM | 48666K109 |
| — | MOLINA HEALTHCARE INC | 408,000 | $541K | 0.0% | $1.20 | — | CONV | 60855RAD2 |
| KMI | KINDER MORGAN INC/DE | 30,000 | $530K | 0.0% | $10.58 | 0.0% | COM | 49456B101 |
| CIEN | CIENA CORP | 20,000 | $530K | 0.0% | $23.53 | +7.9% | COM | 171779309 |
| DIS | WALT DISNEY CO/THE | 5,000 | $524K | 0.0% | $97.17 | 0.0% | COM | 254687106 |
| — | TPG SPECIALTY LENDING IN | 500,000 | $508K | 0.0% | $1.02 | — | CONV | 87265KAB8 |
| — | THERAVANCE BIOPHARMA INC | 20,000 | $454K | 0.0% | $22.70 | — | COM | 107532277 |
| GME | GAMESTOP CORP | 30,000 | $437K | 0.0% | $3.09 | 0.0% | COM | 36467W109 |
| — | LIVE NATION ENTERTAINMEN | 348,000 | $435K | 0.0% | $1.07 | — | CONV | 538034AJ8 |
| — | NUANCE COMMUNICATIONS | 409,000 | $408K | 0.0% | $1.01 | — | CONV | 67020YAF7 |
| XLF | FINANCIAL SELECT SECTOR SPDR F | 15,000 | $399K | 0.0% | $27.56 | — | COM | 81369Y605 |
| HD | HOME DEPOT INC/THE | 2,000 | $390K | 0.0% | $155.00 | 0.0% | COM | 437076102 |
| — | WORKDAY INC | 320,000 | $370K | 0.0% | $1.06 | — | CONV | 98138HAC5 |
| LGIH | LGI HOMES INC | 6,100 | $352K | 0.0% | $66.61 | -3.2% | COM | 50187T106 |
| — | INSULET CORPORATION | 205,000 | $312K | 0.0% | $1.31 | — | CONV | 45784PAF8 |
| — | SPDR S&P 500 ETF TRUST | 2,300 | $269K | 0.0% | — | — | Put | 78462F953 |
| — | REDWOOD TRUST INC | 214,000 | $208K | 0.0% | $1.00 | — | CONV | 758075AC9 |
| — | SEACOR HOLDINGS INC | 191,000 | $179K | 0.0% | $1.13 | — | CONV | 811904AM3 |
| — | HOMEAWAY INC | 175,000 | $165K | 0.0% | $0.96 | — | CONV | 43739QAB6 |
| — | CTRIP.COM INTL LTD | 134,000 | $160K | 0.0% | $1.03 | — | CONV | 22943FAD2 |
| — | FOREST CITY REALTY TRUST | 152,000 | $158K | 0.0% | $1.07 | — | CONV | 345550AR8 |
| HZO | MARINEMAX INC | 8,000 | $152K | 0.0% | $20.61 | +4.9% | COM | 567908108 |
| — | FLUIDIGM CORP | 257,000 | $144K | 0.0% | $1.05 | — | CONV | 34385PAA6 |
| — | COMCAST CORP | 2,000 | $139K | 0.0% | — | — | Call | 20030N901 |
| — | IMPAX LABORATORIES LLC | 139,000 | $139K | 0.0% | $0.88 | — | CONV | 45256BAE1 |
| — | CHESAPEAKE ENERGY CORP | 6,000 | $127K | 0.0% | — | — | Call | 165167907 |
| — | CLOVIS ONCOLOGY INC | 300 | $123K | 0.0% | — | — | Put | 189464950 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTION | 10,000 | $120K | 0.0% | $12.32 | 0.0% | COM | 01988P108 |
| — | ISHARES MSCI EMERGING MARKETS | 2,200 | $105K | 0.0% | — | — | Put | 464287954 |
| — | CHART INDUSTRIES INC | 113,000 | $98,000 | 0.0% | $1.18 | — | CONV | 16115QAC4 |
| — | FIREEYE INC | 100,000 | $96,000 | 0.0% | $0.92 | — | CONV | 31816QAB7 |
| — | ETSY INC | 200 | $89,000 | 0.0% | — | — | Call | 29786A906 |
| — | KEYW HOLDING CORP | 85,000 | $85,000 | 0.0% | $0.93 | — | CONV | 493723AA8 |
| — | HORNBECK OFFSHORE SERV | 145,000 | $74,000 | 0.0% | $1.19 | — | CONV | 440543AN6 |
| — | CHARTER COMMUNICATIONS INC | 50 | $69,000 | 0.0% | — | — | Call | 16119P908 |
| — | ISHARES MSCI ITALY ETF | 1,000 | $65,000 | 0.0% | — | — | Put | 46434G950 |
| — | WORKDAY INC | 200 | $63,000 | 0.0% | — | — | Put | 98138H951 |
| — | PETROLEO BRASILEIRO SA | 2,000 | $58,000 | 0.0% | — | — | Call | 71654V908 |
| — | GAMESTOP CORP | 300 | $41,000 | 0.0% | — | — | Put | 36467W959 |
| — | NAVISTAR INTERNATIONAL CORP | 500 | $39,000 | 0.0% | — | — | Call | 63934E908 |
| — | INVESCO QQQ TRUST SERIES 1 | 400 | $39,000 | 0.0% | — | — | Put | 46090E953 |
| — | OKTA INC | 350 | $38,000 | 0.0% | — | — | Put | 679295955 |
| — | TRANSOCEAN LTD | 500 | $34,000 | 0.0% | — | — | Call | 050546903 |
| — | NEVRO CORP | 200 | $34,000 | 0.0% | — | — | Call | 64157F903 |
| — | ADVANCED MICRO DEVICES INC | 1,500 | $32,000 | 0.0% | — | — | Call | 007903907 |
| — | TWITTER INC | 529 | $30,000 | 0.0% | — | — | Call | 90184L902 |
| — | MICRON TECHNOLOGY INC | 300 | $27,000 | 0.0% | — | — | Put | 595112953 |
| — | TELADOC HEALTH INC | 150 | $21,000 | 0.0% | — | — | Put | 87918A955 |
| — | ALLSCRIPTS HEALTHCARE SOLUTION | 1,000 | $20,000 | 0.0% | — | — | Call | 01988P908 |
| — | ISHARES RUSSELL 2000 ETF | 300 | $19,000 | 0.0% | — | — | Put | 464287955 |
| — | NORWEGIAN CRUISE LINE HOLDINGS | 150 | $18,000 | 0.0% | — | — | Put | 088030958 |
| — | GOLDMAN SACHS GROUP INC/THE | 50 | $17,000 | 0.0% | — | — | Call | 38141G904 |
| — | OFFICE DEPOT INC | 1,000 | $15,000 | 0.0% | — | — | Call | 676220906 |
| — | CAESARS ENTERTAINMENT CORP | 1,000 | $15,000 | 0.0% | — | — | Put | 127686953 |
| — | SANTANDER CONSUMER USA HOLDING | 1,000 | $13,000 | 0.0% | — | — | Call | 80283M901 |
| — | WALMART INC | 1,000 | $12,000 | 0.0% | — | — | Call | 931142903 |
| — | ISHARES IBOXX HIGH YIELD CORPO | 250 | $11,000 | 0.0% | — | — | Put | 464288953 |
| — | CBS CORP | 100 | $10,000 | 0.0% | — | — | Call | 124857902 |
| — | JARDEN CORP | 7,000 | $9,000 | 0.0% | $1.29 | — | CONV | 471109AM0 |
| — | GUIDEWIRE SOFTWARE INC | 100 | $9,000 | 0.0% | — | — | Put | 40171V950 |
| — | VERINT SYSTEMS INC | 206 | $9,000 | 0.0% | — | — | Call | 92343X900 |
| — | WEATHERFORD INTERNATIONAL PLC | 3,000 | $8,000 | 0.0% | — | — | Call | 107986908 |
| — | ZENDESK INC | 150 | $8,000 | 0.0% | — | — | Put | 98936J951 |
| — | BED BATH & BEYOND INC | 200 | $7,000 | 0.0% | — | — | Call | 075896900 |
| — | ALTABA INC | 100 | $5,000 | 0.0% | — | — | Call | 021346901 |
| — | MERCK & CO INC | 100 | $5,000 | 0.0% | — | — | Call | 58933Y905 |
| — | CIENA CORP | 200 | $4,000 | 0.0% | — | — | Call | 171779909 |
| — | TWITTER INC | 500 | $3,000 | 0.0% | — | — | Put | 90184L952 |
| — | INTEL CORP | 1,300 | $3,000 | 0.0% | — | — | Call | 458140900 |
| — | WALT DISNEY CO/THE | 50 | $2,000 | 0.0% | — | — | Call | 254687906 |
| — | TELADOC HEALTH INC | 100 | $2,000 | 0.0% | — | — | Call | 87918A905 |
| — | CISCO SYSTEMS INC | 150 | $0 | 0.0% | — | — | Call | 17275R902 |