Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	WELLS FARGO & COMPANY	80,535	$104M	2.1%	$1068.84	—	CONV PFD	949746804
—	BANK OF AMERICA CORP	13,141,274	$102M	2.1%	$10.97	—	CONV PFD	060505682
—	BOOKING HOLDINGS INC	85,487,000	$101M	2.1%	$1.10	—	CONV	741503AX4
—	CTRIP.COM INTL LTD	99,558,000	$97.8M	2.0%	$1.04	—	CONV	22943FAF7
—	SYNAPTICS INC	85,918,000	$82.3M	1.7%	$0.98	—	CONV	87157DAD1
—	VERINT SYSTEMS INC	78,231,000	$80.84M	1.7%	$1.00	—	CONV	92343XAA8
—	ARES CAPITAL CORP	77,038,000	$78.01M	1.6%	$1.02	—	CONV	04010LAT0
—	BIOMARIN PHARMACEUTICAL	73,250,000	$77.6M	1.6%	$1.02	—	CONV	09061GAH4
—	DISH NETWORK CORP	80,098,000	$76.46M	1.6%	$1.05	—	CONV	25470MAB5
—	CHESAPEAKE ENERGY CORP	77,214,000	$76.22M	1.6%	$0.90	—	CONV	165167CY1
—	IONIS PHARMACEUTICALS IN	71,231,000	$75.07M	1.5%	$1.01	—	CONV	464337AJ3
—	ANTHEM INC	19,262,000	$72.82M	1.5%	$2.27	—	CONV	94973VBG1
—	DYCOM INDUSTRIES INC	65,562,000	$72.69M	1.5%	$1.11	—	CONV	267475AB7
—	EXACT SCIENCES CORP	53,780,000	$66.45M	1.4%	$0.89	—	CONV	30063PAA3
—	BOOKING HOLDINGS INC	43,878,000	$66.32M	1.4%	$1.22	—	CONV	741503AS5
—	TWITTER INC	71,334,000	$65.81M	1.4%	$0.86	—	CONV	90184LAD4
—	TEVA PHARM FIN CO LLC	69,885,000	$65.63M	1.4%	$0.98	—	CONV	88163VAE9
—	MICROCHIP TECHNOLOGY INC	57,960,000	$61.72M	1.3%	$1.19	—	CONV	595017AF1
—	JAZZ INVESTMENTS I LTD	56,258,000	$60.42M	1.2%	$1.04	—	CONV	472145AB7
—	INTEL CORP	26,105,000	$59.95M	1.2%	$1.69	—	CONV	458140AF7
—	ALTABA INC	46,727,000	$59.57M	1.2%	$1.14	—	CONV	984332AF3
—	ARCONIC INC	55,416,000	$56.66M	1.2%	$1.03	—	CONV	74973WAB3
—	ILLUMINA INC	37,420,000	$56.61M	1.2%	$1.13	—	CONV	452327AH2
—	CITRIX SYSTEMS INC	36,044,000	$55.47M	1.1%	$1.21	—	CONV	177376AD2
—	NUANCE COMMUNICATIONS	58,344,000	$55M	1.1%	$0.92	—	CONV	67020YAK6
—	LIBERTY MEDIA CORP	97,128,000	$53.74M	1.1%	$0.94	—	CONV	531229AE2
—	MERITOR INC	55,832,000	$53.33M	1.1%	$0.96	—	CONV	59001KAF7
—	NXP SEMICONDUCTOR NV	50,925,000	$53.12M	1.1%	$1.09	—	CONV	62952QAB6
—	CSG SYSTEMS INTERNATIONA	50,107,000	$52.82M	1.1%	$1.04	—	CONV	126349AF6
—	NEXTERA ENERGY INC	534,431,727	$52.67M	1.1%	$0.17	—	CONV	65339F820
—	ALLSCRIPTS HEALTHCARE SO	48,815,000	$51.53M	1.1%	$1.02	—	CONV	01988PAD0
—	WHITING PETROLEUM CORP	53,104,000	$51.04M	1.1%	$0.85	—	CONV	966387AL6
—	VIAVI SOLUTIONS INC	47,311,000	$50.84M	1.0%	$1.02	—	CONV	925550AB1
—	AIR TRANSPORT SERVICES G	52,759,000	$50.66M	1.0%	$0.96	—	CONV	00922RAB1
—	IH MERGER SUB LLC	45,103,000	$49.68M	1.0%	$1.12	—	CONV	19625XAB8
—	DISH NETWORK CORP	55,149,000	$49.04M	1.0%	$0.88	—	CONV	25470MAD1
—	WEATHERFORD BERMUDA	51,736,000	$48.91M	1.0%	$1.06	—	CONV	947075AH0
—	FIREEYE INC	52,486,000	$48.14M	1.0%	$0.90	—	CONV	31816QAD3
—	STANLEY BLACK & DECKER I	434,897	$47.58M	1.0%	$111.02	—	CONV PFD	854502887
—	SERVICENOW INC	31,477,000	$46.94M	1.0%	$1.49	—	CONV	81762PAC6
—	BECTON DICKINSON AND CO	715,450	$46.91M	1.0%	$58.97	—	CONV PFD	075887208
—	INPHI CORP	45,890,000	$45.27M	0.9%	$0.99	—	CONV	45772FAC1
—	SPIRIT REALTY CAPITAL IN	44,492,000	$44.47M	0.9%	$1.02	—	CONV	84860WAA0
—	LIBERTY MEDIA CORP	36,521,000	$44.25M	0.9%	$1.00	—	CONV	531229AB8
—	ZILLOW GROUP INC	43,757,000	$40.53M	0.8%	$0.93	—	CONV	98954MAC5
—	AIR LEASE CORP	24,943,000	$39.26M	0.8%	$1.33	—	CONV	00912XAK0
—	INNOVIVA INC	37,486,000	$38.24M	0.8%	$1.03	—	CONV	88338TAB0
—	LUMENTUM HOLDINGS INC	31,759,000	$38.18M	0.8%	$1.25	—	CONV	55024UAB5
—	CARDTRONICS INC	38,889,000	$37.59M	0.8%	$0.94	—	CONV	14161HAG3
—	STARWOOD PROPERTY TRUST	36,435,000	$36.51M	0.8%	$1.00	—	CONV	85571BAH8
—	CROWN CASTLE INTL CORP	33,339	$36.09M	0.7%	$1062.00	—	CONV PFD	22822V309
—	NOVELLUS SYSTEMS INC	7,869,000	$36.09M	0.7%	$5.04	—	CONV	670008AD3
—	NUANCE COMMUNICATIONS	34,585,000	$35.74M	0.7%	$0.96	—	CONV	67020YAN0
—	VEECO INSTRUMENTS INC	41,644,000	$35.22M	0.7%	$0.96	—	CONV	922417AD2
—	NAVISTAR INTL CORP	34,514,000	$35.02M	0.7%	$1.06	—	CONV	63934EAS7
—	DOMINION ENERGY INC	698,357	$33.1M	0.7%	$49.95	—	CONV PFD	25746U836
—	OSI SYSTEMS INC	33,919,000	$32.71M	0.7%	$0.91	—	CONV	671044AD7
—	AKAMAI TECHNOLOGIES INC	32,600,000	$32.45M	0.7%	$1.01	—	CONV	00971TAG6
—	TERADYNE INC	24,872,000	$32.37M	0.7%	$1.42	—	CONV	880770AG7
—	BLACKSTONE MORTGAGE TR	32,295,000	$32.32M	0.7%	$1.02	—	CONV	09257WAB6
—	PRA GROUP INC	33,238,000	$32.09M	0.7%	$0.97	—	CONV	73640QAB1
—	MICRON TECHNOLOGY INC	20,633,000	$32.01M	0.7%	$0.95	—	CONV	595112AY9
—	ELECTRONICS FOR IMAGING	32,383,000	$31.97M	0.7%	$1.04	—	CONV	286082AC6
—	INTL FLAVOR & FRAGRANCES	570,000	$31.08M	0.6%	$54.52	—	CONV PFD	459506309
—	CAESARS ENTERTAIN CORP	18,977,000	$31.03M	0.6%	$1.84	—	CONV	127686AA1
—	MACQUARIE INFRASTRUCTURE	34,070,000	$30.65M	0.6%	$1.00	—	CONV	55608BAB1
—	PACIRA PHARMACEUTICALS	28,430,000	$30.22M	0.6%	$0.92	—	CONV	695127AD2
—	RED HAT INC	16,054,000	$29.7M	0.6%	$1.21	—	CONV	756577AD4
—	OASIS PETROLEUM INC	21,934,000	$29.58M	0.6%	$1.14	—	CONV	674215AJ7
—	BIOMARIN PHARMACEUTICAL	24,635,000	$29.5M	0.6%	$1.11	—	CONV	09061GAF8
—	INTERCEPT PHARMAS	28,863,000	$29.17M	0.6%	$0.88	—	CONV	45845PAA6
—	FINISAR CORP	31,397,000	$28.81M	0.6%	$0.93	—	CONV	31787AAP6
—	NUVASIVE INC	22,481,000	$28.48M	0.6%	$1.19	—	CONV	670704AG0
—	GREENBRIER COS INC	23,852,000	$28.43M	0.6%	$1.15	—	CONV	393657AK7
—	NEVRO CORP	27,650,000	$27.37M	0.6%	$1.06	—	CONV	64157FAA1
—	BLACKSTONE MORTGAGE TR	27,249,000	$27.14M	0.6%	$0.99	—	CONV	09257WAC4
—	INSMED INC	31,749,000	$26.86M	0.6%	$0.89	—	CONV	457669AA7
—	NABORS INDUSTRIES INC	33,728,000	$26.48M	0.5%	$0.79	—	CONV	62957HAB1
—	ATLAS AIR WORLDWIDE HLDG	22,837,000	$26.34M	0.5%	$1.06	—	CONV	049164BH8
—	EURONET WORLDWIDE INC	18,441,000	$25.71M	0.5%	$1.21	—	CONV	298736AH2
—	TPG SPECIALTY LENDING IN	25,133,000	$25.37M	0.5%	$1.01	—	CONV	87265KAD4
—	SM ENERGY CO	22,995,000	$25.27M	0.5%	$1.06	—	CONV	78454LAM2
—	NABORS INDUSTRIES LTD	575,552	$25.21M	0.5%	$43.80	—	CONV PFD	EP0553024
—	CLOVIS ONCOLOGY INC	25,827,000	$24.15M	0.5%	$0.98	—	CONV	189464AB6
—	PRA GROUP INC	22,427,000	$23.18M	0.5%	$1.07	—	CONV	69354NAB2
—	BLACKROCK CAPITAL INVEST	21,777,000	$22.02M	0.5%	$1.03	—	CONV	092533AC2
—	TESLA INC	22,004,000	$21.13M	0.4%	$1.05	—	CONV	88160RAC5
—	ADVANCED MICRO DEVICES	5,300,000	$20.58M	0.4%	$1.22	—	CONV	007903BD8
—	SEMPRA ENERGY	199,368	$20.14M	0.4%	$101.03	—	CONV PFD	816851505
—	CYPRESS SEMICONDUCTOR CO	15,336,000	$19.38M	0.4%	$1.31	—	CONV	232806AM1
—	ARES CAPITAL CORP	19,292,000	$19.36M	0.4%	$1.03	—	CONV	04010LAM5
—	CIENA CORP	11,923,000	$18.96M	0.4%	$1.37	—	CONV	171779AK7
—	HESS CORP	232,643	$18.46M	0.4%	$59.75	—	CONV PFD	42809H404
—	HORIZON PHARMA INV LTD	17,353,000	$17.5M	0.4%	$0.91	—	CONV	44052TAB7
—	HERCULES CAPITAL INC	17,762,000	$17.27M	0.4%	$1.01	—	CONV	427096AF9
—	NY COMMUNITY CAP TRUST V	578,404	$17.02M	0.4%	$42.16	—	CONV	64944P307
—	GOLDMAN SACHS BDC INC	16,828,000	$17M	0.4%	$1.02	—	CONV	38147UAB3
—	INFINERA CORP	16,700,000	$16.97M	0.3%	$1.02	—	CONV	45667GAC7
—	BLACKROCK TCP CAP CORP	16,911,000	$16.93M	0.3%	$1.03	—	CONV	87238QAD5
—	GOLAR LNG LTD	16,170,000	$16.91M	0.3%	$1.05	—	CONV	38046YAB7
—	VEREIT INC	16,650,000	$16.84M	0.3%	$0.97	—	CONV	02917TAB0
—	ON SEMICONDUCTOR CORP	14,747,000	$16.6M	0.3%	$1.23	—	CONV	682189AP0
—	NEUROCRINE BIOSCIENCES	9,495,000	$16.21M	0.3%	$1.45	—	CONV	64125CAD1
—	PDC ENERGY INC	15,561,000	$15.16M	0.3%	$1.06	—	CONV	69327RAD3
—	ENSCO JERSEY FINANCE LTD	14,858,000	$14.78M	0.3%	$0.95	—	CONV	29359WAB1
—	FLEXION THERAPEUTICS INC	14,499,000	$14.65M	0.3%	$1.19	—	CONV	33938JAB2
—	QTS REALTY TRUST INC	124,237	$13.07M	0.3%	$105.19	—	CONV PFD	74736A301
—	IH MERGER SUB LLC	10,082,000	$12.61M	0.3%	$1.03	—	CONV	85571WAB5
—	FORTIVE CORPORATION	11,247	$12.02M	0.2%	$1069.00	—	CONV PFD	34959J207
—	HELIX ENERGY SOLUTIONS	9,146,000	$11.84M	0.2%	$1.01	—	CONV	42330PAJ6
—	AK STEEL CORP	10,112,000	$11.75M	0.2%	$1.40	—	CONV	001546AP5
—	WRIGHT MEDICAL GROUP INC	10,416,000	$11.46M	0.2%	$0.92	—	CONV	98235TAE7
—	SPIRIT REALTY CAPITAL IN	11,323,000	$11.45M	0.2%	$1.11	—	CONV	84860WAB8
—	TRANSOCEAN INC	7,700,000	$11.44M	0.2%	$1.49	—	CONV	893830BJ7
—	RPM INTERNATIONAL INC	9,232,000	$11.38M	0.2%	$1.13	—	CONV	749685AT0
—	CLEVELAND-CLIFFS INC	6,608,000	$10.87M	0.2%	$1.11	—	CONV	185899AA9
—	ALZA CORP	5,583,000	$10.62M	0.2%	$1.73	—	CONV	02261WAB5
—	MEDICINES COMPANY	11,266,000	$10.32M	0.2%	$1.05	—	CONV	584688AG0
—	DANAHER CORP	2,478,000	$10.29M	0.2%	$3.09	—	CONV	235851AF9
—	ASSURANT INC	86,789	$9.926M	0.2%	$104.74	—	CONV PFD	04621X207
—	RETROPHIN INC	9,600,000	$9.844M	0.2%	$1.03	—	CONV	761299AB2
—	NATIONAL HEALTH INVESTOR	8,550,000	$9.695M	0.2%	$1.01	—	CONV	63633DAE4
—	REDFIN CORP	10,293,000	$9.341M	0.2%	$0.91	—	CONV	75737FAA6
DIS	WALT DISNEY CO/THE	78,000	$9.121M	0.2%	$105.96	+0.6%	COM	254687106
—	MACQUARIE INFRASTRUCTURE	9,012,000	$8.95M	0.2%	$1.12	—	CONV	55608BAA3
—	PRETIUM RESOURCES INC	10,181,000	$8.92M	0.2%	$0.84	—	CONV	74139CAB8
—	INPHI CORP	6,736,000	$7.756M	0.2%	$1.06	—	CONV	45772FAB3
URI	UNITED RENTALS INC	40,000	$6.544M	0.1%	$171.97	-12.4%	COM	911363109
—	ILLUMINA INC	4,500,000	$6.526M	0.1%	$1.11	—	CONV	452327AF6
UPS	UNITED PARCEL SERVICE INC	52,980	$6.185M	0.1%	$82.24	+7.5%	COM	911312106
GILD	GILEAD SCIENCES INC	78,035	$6.025M	0.1%	$58.70	-3.2%	COM	375558103
—	ENCORE CAPITAL GROUP INC	6,392,000	$5.968M	0.1%	$0.98	—	CONV	292554AH5
CAT	CATERPILLAR INC	37,400	$5.703M	0.1%	$133.07	-9.4%	COM	149123101
WMT	WALMART INC	60,536	$5.685M	0.1%	$24.46	+11.8%	COM	931142103
—	LAZARD LTD	117,037	$5.633M	0.1%	$48.13	—	COM	G54050102
WYNN	WYNN RESORTS LTD	43,088	$5.475M	0.1%	$137.18	0.0%	COM	983134107
VZ	VERIZON COMMUNICATIONS INC	100,093	$5.344M	0.1%	$30.95	+15.1%	COM	92343V104
USB	US BANCORP	100,106	$5.287M	0.1%	$39.92	-2.0%	COM	902973304
—	BUNGE LTD	72,900	$5.009M	0.1%	$68.71	—	COM	G16962105
—	LENDINGTREE INC	3,908,000	$4.943M	0.1%	$1.21	—	CONV	52603BAA5
T	AT&T INC	145,165	$4.875M	0.1%	$14.52	-0.3%	COM	00206R102
—	THERAVANCE BIOPHARMA INC	4,000,000	$4.738M	0.1%	$0.99	—	CONV	88339KAA0
BP	BP PLC	100,000	$4.61M	0.1%	$46.10	—	COM	055622104
MGY	MAGNOLIA OIL & GAS CORP	300,000	$4.503M	0.1%	$13.05	0.0%	COM	559663109
TXN	TEXAS INSTRUMENTS INC	40,043	$4.296M	0.1%	$86.84	+3.9%	COM	882508104
—	CLOVIS ONCOLOGY INC	5,450,000	$4.259M	0.1%	$0.92	—	CONV	189464AC4
—	CTRIP.COM INTL LTD	4,000,000	$4.162M	0.1%	$1.04	—	CONV	22943FAH3
—	ATLAS AIR WORLDWIDE HLDG	3,410,000	$4.117M	0.1%	$1.13	—	CONV	049164BJ4
META	FACEBOOK INC	25,000	$4.112M	0.1%	$179.77	0.0%	COM	30303M102
—	CEMEX SAB DE CV	4,000,000	$4.05M	0.1%	$1.04	—	CONV	151290BT9
CCL	CARNIVAL CORP	60,083	$3.831M	0.1%	$56.85	0.0%	COM	143658300
—	LAM RESEARCH CORP	25,000	$3.793M	0.1%	$151.72	—	COM	512807108
—	LGI HOMES INC	1,500,000	$3.309M	0.1%	$2.71	—	CONV	50187TAB2
GS	GOLDMAN SACHS GROUP INC/THE	14,516	$3.255M	0.1%	$218.41	-10.1%	COM	38141G104
MRK	MERCK & CO INC	45,123	$3.201M	0.1%	$44.20	+14.6%	COM	58933Y105
—	DTE ENERGY CO	61,150	$3.186M	0.1%	$51.78	—	CONV PFD	233331883
—	JAZZ INVESTMENTS I LTD	3,000,000	$3.051M	0.1%	$1.02	—	CONV	472145AD3
—	TPG SPECIALTY LENDING IN	3,000,000	$3.023M	0.1%	$1.01	—	CONV	87265KAB8
FDX	FEDEX CORP	12,500	$3.01M	0.1%	$212.22	0.0%	COM	31428X106
CSCO	CISCO SYSTEMS INC	60,086	$2.923M	0.1%	$36.04	0.0%	COM	17275R102
—	CEMEX SAB DE CV	2,874,000	$2.908M	0.1%	$0.96	—	CONV	151290BR3
SYF	SYNCHRONY FINANCIAL	91,810	$2.853M	0.1%	$26.61	-0.6%	COM	87165B103
MTB	M&T BANK CORP	16,750	$2.756M	0.1%	$134.32	+2.5%	COM	55261F104
—	BRISTOL-MYERS SQUIBB CO	1,706,000	$2.73M	0.1%	$1.36	—	CONV	110122AN8
—	RAYTHEON CO	12,523	$2.588M	0.1%	$206.66	—	COM	755111507
—	CBS CORP	45,020	$2.586M	0.1%	$57.02	—	COM	124857202
GM	GENERAL MOTORS CO	75,070	$2.528M	0.1%	$28.36	+16.6%	COM	37045V100
JNJ	JOHNSON & JOHNSON	18,049	$2.494M	0.1%	$108.04	0.0%	COM	478160104
ELV	ANTHEM INC	7,300	$2.001M	0.0%	$209.44	+12.5%	COM	036752103
A	AGILENT TECHNOLOGIES INC	27,000	$1.905M	0.0%	$62.73	0.0%	COM	00846U101
RF	REGIONS FINANCIAL CORP	85,100	$1.562M	0.0%	$13.80	+1.1%	COM	7591EP100
HAL	HALLIBURTON CO	35,091	$1.422M	0.0%	$35.57	0.0%	COM	406216101
CHTR	CHARTER COMMUNICATIONS INC	4,137	$1.348M	0.0%	$291.67	+4.7%	COM	16119P108
—	DISH NETWORK CORP	36,000	$1.287M	0.0%	$33.62	—	COM	25470M109
—	ADVENT CLAYMORE CONVERTIBLE SE	80,000	$1.254M	0.0%	$15.68	—	COM	00764C109
NXPI	NXP SEMICONDUCTORS NV	14,500	$1.24M	0.0%	$85.25	0.0%	COM	N6596X109
TAP	MOLSON COORS BREWING CO	20,000	$1.23M	0.0%	$54.30	0.0%	COM	60871R209
—	GUIDEWIRE SOFTWARE INC	1,147,000	$1.23M	0.0%	$0.98	—	CONV	40171VAA8
OMF	ONEMAIN HOLDINGS INC	36,000	$1.21M	0.0%	$33.54	+4.4%	COM	68268W103
WDC	WESTERN DIGITAL CORP	20,000	$1.171M	0.0%	$46.86	0.0%	COM	958102105
RPD	RAPID7 INC	27,500	$1.015M	0.0%	$33.57	0.0%	COM	753422104
BAC	BANK OF AMERICA CORP	30,110	$887K	0.0%	$25.47	0.0%	COM	060505104
—	FIRST MIDWEST BANCORP INC/IL	33,000	$877K	0.0%	$25.81	—	COM	320867104
—	CAESARS ENTERTAINMENT CORP	85,281	$874K	0.0%	$11.50	—	COM	127686103
—	PIONEER NATURAL RESOURCES CO	5,000	$871K	0.0%	$174.20	—	COM	723787107
M	MACY'S INC	25,000	$868K	0.0%	$37.21	0.0%	COM	55616P104
BMRN	BIOMARIN PHARMACEUTICAL INC	8,600	$834K	0.0%	$99.82	0.0%	COM	09061G101
NCLH	NORWEGIAN CRUISE LINE HOLDINGS	13,500	$775K	0.0%	$51.78	0.0%	COM	G66721104
SUPN	SUPERNUS PHARMACEUTICALS INC	15,000	$755K	0.0%	$49.38	0.0%	COM	868459108
—	SANTANDER CONSUMER USA HOLDING	36,000	$721K	0.0%	$18.86	—	COM	80283M101
EVH	EVOLENT HEALTH INC	24,800	$704K	0.0%	$23.85	0.0%	COM	30050B101
KBH	KB HOME	28,342	$678K	0.0%	$23.73	-4.8%	COM	48666K109
—	NUANCE COMMUNICATIONS	638,000	$647K	0.0%	$0.97	—	CONV	67020YAG5
—	SINA CORP	634,000	$631K	0.0%	$1.06	—	CONV	82922RAD5
UA	UNDER ARMOUR INC	30,000	$584K	0.0%	$19.30	0.0%	COM	904311206
—	SEMPRA ENERGY	5,350	$543K	0.0%	$102.47	—	CONV PFD	816851406
—	NAVISTAR INTERNATIONAL CORP	14,000	$539K	0.0%	$42.87	—	COM	63934E108
KMI	KINDER MORGAN INC/DE	30,225	$536K	0.0%	$10.58	+10.5%	COM	49456B101
—	CALIFORNIA RESOURCES CORP	10,000	$485K	0.0%	$45.45	—	COM	13057Q206
JBLU	JETBLUE AIRWAYS CORP	25,000	$484K	0.0%	$18.96	0.0%	COM	477143101
GME	GAMESTOP CORP	30,000	$458K	0.0%	$3.09	+14.5%	COM	36467W109
MDRX	ALLSCRIPTS HEALTHCARE SOLUTION	30,800	$439K	0.0%	$13.18	+3.1%	COM	01988P108
XLF	FINANCIAL SELECT SECTOR SPDR F	15,000	$414K	0.0%	$27.56	—	COM	81369Y605
AAL	AMERICAN AIRLINES GROUP INC	10,000	$413K	0.0%	$38.31	0.0%	COM	02376R102
—	INSULET CORPORATION	202,000	$371K	0.0%	$1.31	—	CONV	45784PAF8
—	VIACOM INC	10,000	$366K	0.0%	$36.60	—	COM	92553P102
—	CLOVIS ONCOLOGY INC	425	$361K	0.0%	—	—	Put	189464950
CMCSA	COMCAST CORP	10,116	$358K	0.0%	$29.34	0.0%	COM	20030N101
LNG	CHENIERE ENERGY INC	5,000	$347K	0.0%	$64.45	0.0%	COM	16411R208
—	ALTABA INC	4,500	$307K	0.0%	$68.22	—	COM	021346101
—	EZCORP INC	240,000	$298K	0.0%	$1.24	—	CONV	302301AF3
CIEN	CIENA CORP	9,200	$287K	0.0%	$23.53	+19.1%	COM	171779309
—	REDWOOD TRUST INC	288,000	$278K	0.0%	$0.99	—	CONV	758075AC9
—	TWITTER INC	260,000	$252K	0.0%	$0.86	—	CONV	90184LAB8
RIG	TRANSOCEAN LTD	17,776	$248K	0.0%	$12.42	0.0%	COM	H8817H100
—	QTS REALTY TRUST INC	5,573	$238K	0.0%	$42.71	—	COM	74736A103
—	ANTHEM INC	600	$231K	0.0%	—	—	Call	036752903
—	NEVRO CORP	4,000	$228K	0.0%	$57.00	—	COM	64157F103
STM	STMICROELECTRONICS NV	10,000	$183K	0.0%	$18.30	—	COM	861012102
—	TELADOC HEALTH INC	150	$170K	0.0%	—	—	Call	87918A905
HZO	MARINEMAX INC	8,000	$170K	0.0%	$20.61	+1.3%	COM	567908108
—	VERINT SYSTEMS INC	3,100	$155K	0.0%	$50.00	—	COM	92343X100
ETSY	ETSY INC	3,000	$154K	0.0%	$46.04	0.0%	COM	29786A106
—	CLOVIS ONCOLOGY INC	5,000	$147K	0.0%	$29.40	—	COM	189464100
LGIH	LGI HOMES INC	3,100	$147K	0.0%	$66.61	-17.5%	COM	50187T106
—	ADVANCED MICRO DEVICES INC	800	$134K	0.0%	—	—	Call	007903907
—	ETSY INC	500	$98,000	0.0%	—	—	Call	29786A906
—	KEYW HOLDING CORP	85,000	$85,000	0.0%	$0.93	—	CONV	493723AA8
—	SPDR S&P 500 ETF TRUST	400	$78,000	0.0%	—	—	Put	78462F953
—	WESTERN DIGITAL CORP	200	$49,000	0.0%	—	—	Put	958102955
—	ENSCO PLC	550	$49,000	0.0%	—	—	Call	G3157S906
—	JOHNSON & JOHNSON	180	$38,000	0.0%	—	—	Put	478160954
—	ROWAN COS PLC	250	$34,000	0.0%	—	—	Call	G7665A901
—	OFFICE DEPOT INC	1,000	$28,000	0.0%	—	—	Call	676220906
—	CISCO SYSTEMS INC	400	$26,000	0.0%	—	—	Call	17275R902
—	VISHAY INTERTECHNOLOGY INC	2,200	$26,000	0.0%	—	—	Call	928298908
—	CIENA CORP	300	$25,000	0.0%	—	—	Call	171779909
—	CHESAPEAKE ENERGY CORP	5,500	$24,000	0.0%	—	—	Call	165167907
—	LIBERTY INTERACTIVE LLC	33,000	$23,000	0.0%	$0.53	—	CONV	530715AN1
—	BIOMARIN PHARMACEUTICAL	18,000	$19,000	0.0%	$1.12	—	CONV	09061GAE1
—	ROYAL GOLD INC	16,000	$16,000	0.0%	$0.96	—	CONV	780287AA6
—	INTEGRATED DEVICE TECH	11,000	$16,000	0.0%	$1.02	—	CONV	458118AC0
—	MICRON TECHNOLOGY INC	1,200	$14,000	0.0%	—	—	Call	595112903
—	ALTABA INC	500	$13,000	0.0%	—	—	Call	021346901
—	CTRIP.COM INTL LTD	13,000	$13,000	0.0%	$1.06	—	CONV	22943FAM2
—	FINISAR CORP	12,000	$12,000	0.0%	$1.04	—	CONV	31787AAM3
—	ISHARES MSCI EMERGING MARKETS	1,000	$12,000	0.0%	—	—	Put	464287954
—	HUAZHU GROUP LTD	200	$11,000	0.0%	—	—	Put	44332N956
—	TESLA INC	11,000	$11,000	0.0%	$0.92	—	CONV	88160RAB7
—	EVOLENT HEALTH INC	8,000	$11,000	0.0%	$1.00	—	CONV	30050BAB7
—	ACORDA THERAPEUTICS INC	10,000	$9,000	0.0%	$0.93	—	CONV	00484MAA4
—	CALAMP CORP	8,000	$8,000	0.0%	$0.97	—	CONV	128126AB5
—	VIAVI SOLUTIONS INC	8,000	$8,000	0.0%	$1.02	—	CONV	46612JAF8
—	INTEL CORP	250	$8,000	0.0%	—	—	Call	458140900
PFE	PFIZER INC	161	$7,000	0.0%	$27.65	0.0%	COM	717081103
—	GAMESTOP CORP	300	$7,000	0.0%	—	—	Put	36467W959
MSFT	MICROSOFT CORP	63	$7,000	0.0%	$100.81	0.0%	COM	594918104
—	WEATHERFORD INTERNATIONAL PLC	2,250	$7,000	0.0%	—	—	Call	G48833900
JPM	JPMORGAN CHASE & CO	55	$6,000	0.0%	$92.63	0.0%	COM	46625H100
HD	HOME DEPOT INC/THE	28	$6,000	0.0%	$155.00	+8.4%	COM	437076102
—	DOWDUPONT INC	93	$6,000	0.0%	$64.52	—	COM	26078J100
CVX	CHEVRON CORP	45	$6,000	0.0%	$87.91	0.0%	COM	166764100
—	MOLSON COORS BREWING CO	200	$6,000	0.0%	—	—	Put	60871R959
C	CITIGROUP INC	88	$6,000	0.0%	$54.77	0.0%	COM	172967424
—	REDFIN CORP	250	$6,000	0.0%	—	—	Put	75737F958
QCOM	QUALCOMM INC	83	$6,000	0.0%	$54.64	0.0%	COM	747525103
LMT	LOCKHEED MARTIN CORP	16	$6,000	0.0%	$264.26	0.0%	COM	539830109
XOM	EXXON MOBIL CORP	66	$6,000	0.0%	$58.19	0.0%	COM	30231G102
—	GOLDMAN SACHS GROUP INC/THE	50	$6,000	0.0%	—	—	Call	38141G904
AAPL	APPLE INC	27	$6,000	0.0%	$49.27	0.0%	COM	037833100
AMGN	AMGEN INC	22	$5,000	0.0%	$157.37	0.0%	COM	031162100
—	BLACKROCK INC	10	$5,000	0.0%	$500.00	—	COM	09247X101
ADP	AUTOMATIC DATA PROCESSING INC	36	$5,000	0.0%	$120.81	0.0%	COM	053015103
—	SOUTHWESTERN ENERGY CO	500	$5,000	0.0%	—	—	Call	845467909
HON	HONEYWELL INTERNATIONAL INC	28	$5,000	0.0%	$121.60	0.0%	COM	438516106
IBM	IBM	36	$5,000	0.0%	$101.25	0.0%	COM	459200101
SWK	STANLEY BLACK & DECKER INC	37	$5,000	0.0%	$115.16	0.0%	COM	854502101
NVS	NOVARTIS AG	55	$5,000	0.0%	$90.91	—	COM	66987V109
WY	WEYERHAEUSER CO	154	$5,000	0.0%	$25.91	0.0%	COM	962166104
STWD	STARWOOD PROPERTY TRUST INC	211	$5,000	0.0%	$23.70	—	COM	85571B105
MET	METLIFE INC	89	$4,000	0.0%	$35.53	0.0%	COM	59156R108
STT	STATE STREET CORP	46	$4,000	0.0%	$69.30	0.0%	COM	857477103
SLB	SCHLUMBERGER LTD	67	$4,000	0.0%	$52.03	0.0%	COM	806857108
MDLZ	MONDELEZ INTERNATIONAL INC	101	$4,000	0.0%	$35.59	0.0%	COM	609207105
—	ETSY INC	140	$4,000	0.0%	—	—	Put	29786A956
PG	PROCTER & GAMBLE CO/THE	44	$4,000	0.0%	$67.79	0.0%	COM	742718109
AFL	AFLAC INC	84	$4,000	0.0%	$38.48	0.0%	COM	001055102
—	EVERBRIDGE INC	2,000	$4,000	0.0%	$1.18	—	CONV	29978AAA2
AZN	ASTRAZENECA PLC	89	$4,000	0.0%	$44.94	—	COM	046353108
AVB	AVALONBAY COMMUNITIES INC	20	$4,000	0.0%	$138.32	0.0%	COM	053484101
—	UNDER ARMOUR INC	300	$4,000	0.0%	—	—	Put	904311956
—	SYNAPTICS INC	225	$4,000	0.0%	—	—	Call	87157D909
IP	INTERNATIONAL PAPER CO	82	$4,000	0.0%	$35.63	0.0%	COM	460146103
CB	CHUBB LTD	30	$4,000	0.0%	$119.21	0.0%	COM	H1467J104
KLAC	KLA-TENCOR CORP	27	$3,000	0.0%	$98.18	0.0%	COM	482480100
—	VERINT SYSTEMS INC	275	$3,000	0.0%	—	—	Put	92343X950
BXP	BOSTON PROPERTIES INC	24	$3,000	0.0%	$90.29	0.0%	COM	101121101
KEY	KEYCORP	145	$3,000	0.0%	$14.64	0.0%	COM	493267108
CL	COLGATE-PALMOLIVE CO	40	$3,000	0.0%	$55.97	0.0%	COM	194162103
VOD	VODAFONE GROUP PLC	117	$3,000	0.0%	$25.64	—	COM	92857W308
SHW	SHERWIN-WILLIAMS CO/THE	7	$3,000	0.0%	$138.64	0.0%	COM	824348106
SCHW	CHARLES SCHWAB CORP/THE	66	$3,000	0.0%	$46.06	0.0%	COM	808513105
ORCL	ORACLE CORP	67	$3,000	0.0%	$43.58	0.0%	COM	68389X105
PEP	PEPSICO INC	25	$3,000	0.0%	$90.33	0.0%	COM	713448108
KMB	KIMBERLY-CLARK CORP	25	$3,000	0.0%	$86.55	0.0%	COM	494368103
SPG	SIMON PROPERTY GROUP INC	19	$3,000	0.0%	$118.34	0.0%	COM	828806109
AVGO	BROADCOM INC	11	$3,000	0.0%	$18.27	0.0%	COM	11135F101
BAX	BAXTER INTERNATIONAL INC	41	$3,000	0.0%	$64.93	0.0%	COM	071813109
AMH	AMERICAN HOMES 4 RENT	78	$2,000	0.0%	$25.64	—	COM	02665T306
AMAT	APPLIED MATERIALS INC	54	$2,000	0.0%	$40.70	0.0%	COM	038222105
ASML	ASML HOLDING NV	12	$2,000	0.0%	$166.67	—	COM	N07059210
—	MORGAN STANLEY	375	$2,000	0.0%	—	—	Call	617446908
—	WALMART INC	300	$2,000	0.0%	—	—	Call	931142953
INTC	INTEL CORP	32	$2,000	0.0%	$41.52	0.0%	COM	458140100
CME	CME GROUP INC	9	$2,000	0.0%	$129.10	0.0%	COM	12572Q105
—	NUANCE COMMUNICATIONS	1,000	$1,000	0.0%	$1.01	—	CONV	67020YAF7
MRSH	MARSH & MCLENNAN COS INC	15	$1,000	0.0%	$75.30	0.0%	COM	571748102
—	PETROLEO BRASILEIRO SA	150	$1,000	0.0%	—	—	Put	71654V958
—	SIRIUS XM HOLDINGS INC	288	$1,000	0.0%	—	—	Call	82968B903