CIK: 0001097278 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Nov 14, 2018
Total Value ($000): $4,853,316 (13.7% shares, 86.3% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WELLS FARGO & COMPANY | 80,535 | $103,857 | 2.1% | $1068.84 | — | CONV PFD | 949746804 |
| — | BANK OF AMERICA CORP | 13,141,274 | $102,453 | 2.1% | $10.97 | — | CONV PFD | 060505682 |
| — | BOOKING HOLDINGS INC | 85,487,000 | $101,460 | 2.1% | $1.10 | — | CONV | 741503AX4 |
| — | CTRIP.COM INTL LTD | 99,558,000 | $97,802 | 2.0% | $1.04 | — | CONV | 22943FAF7 |
| — | SYNAPTICS INC | 85,918,000 | $82,301 | 1.7% | $0.98 | — | CONV | 87157DAD1 |
| — | VERINT SYSTEMS INC | 78,231,000 | $80,838 | 1.7% | $1.00 | — | CONV | 92343XAA8 |
| — | ARES CAPITAL CORP | 77,038,000 | $78,012 | 1.6% | $1.02 | — | CONV | 04010LAT0 |
| — | BIOMARIN PHARMACEUTICAL | 73,250,000 | $77,604 | 1.6% | $1.02 | — | CONV | 09061GAH4 |
| — | DISH NETWORK CORP | 80,098,000 | $76,464 | 1.6% | $1.05 | — | CONV | 25470MAB5 |
| — | CHESAPEAKE ENERGY CORP | 77,214,000 | $76,219 | 1.6% | $0.90 | — | CONV | 165167CY1 |
| — | IONIS PHARMACEUTICALS IN | 71,231,000 | $75,071 | 1.5% | $1.01 | — | CONV | 464337AJ3 |
| — | ANTHEM INC | 19,262,000 | $72,824 | 1.5% | $2.27 | — | CONV | 94973VBG1 |
| — | DYCOM INDUSTRIES INC | 65,562,000 | $72,687 | 1.5% | $1.11 | — | CONV | 267475AB7 |
| — | EXACT SCIENCES CORP | 53,780,000 | $66,446 | 1.4% | $0.89 | — | CONV | 30063PAA3 |
| — | BOOKING HOLDINGS INC | 43,878,000 | $66,316 | 1.4% | $1.22 | — | CONV | 741503AS5 |
| — | TWITTER INC | 71,334,000 | $65,811 | 1.4% | $0.86 | — | CONV | 90184LAD4 |
| — | TEVA PHARM FIN CO LLC | 69,885,000 | $65,625 | 1.4% | $0.98 | — | CONV | 88163VAE9 |
| — | MICROCHIP TECHNOLOGY INC | 57,960,000 | $61,717 | 1.3% | $1.19 | — | CONV | 595017AF1 |
| — | JAZZ INVESTMENTS I LTD | 56,258,000 | $60,422 | 1.2% | $1.04 | — | CONV | 472145AB7 |
| — | INTEL CORP | 26,105,000 | $59,952 | 1.2% | $1.69 | — | CONV | 458140AF7 |
| — | ALTABA INC | 46,727,000 | $59,567 | 1.2% | $1.14 | — | CONV | 984332AF3 |
| — | ARCONIC INC | 55,416,000 | $56,663 | 1.2% | $1.03 | — | CONV | 74973WAB3 |
| — | ILLUMINA INC | 37,420,000 | $56,609 | 1.2% | $1.13 | — | CONV | 452327AH2 |
| — | CITRIX SYSTEMS INC | 36,044,000 | $55,465 | 1.1% | $1.21 | — | CONV | 177376AD2 |
| — | NUANCE COMMUNICATIONS | 58,344,000 | $55,003 | 1.1% | $0.92 | — | CONV | 67020YAK6 |
| — | LIBERTY MEDIA CORP | 97,128,000 | $53,743 | 1.1% | $0.94 | — | CONV | 531229AE2 |
| — | MERITOR INC | 55,832,000 | $53,329 | 1.1% | $0.96 | — | CONV | 59001KAF7 |
| — | NXP SEMICONDUCTOR NV | 50,925,000 | $53,118 | 1.1% | $1.09 | — | CONV | 62952QAB6 |
| — | CSG SYSTEMS INTERNATIONA | 50,107,000 | $52,824 | 1.1% | $1.04 | — | CONV | 126349AF6 |
| — | NEXTERA ENERGY INC | 534,431,727 | $52,672 | 1.1% | $0.17 | — | CONV | 65339F820 |
| — | ALLSCRIPTS HEALTHCARE SO | 48,815,000 | $51,526 | 1.1% | $1.02 | — | CONV | 01988PAD0 |
| — | WHITING PETROLEUM CORP | 53,104,000 | $51,038 | 1.1% | $0.85 | — | CONV | 966387AL6 |
| — | VIAVI SOLUTIONS INC | 47,311,000 | $50,840 | 1.0% | $1.02 | — | CONV | 925550AB1 |
| — | AIR TRANSPORT SERVICES G | 52,759,000 | $50,656 | 1.0% | $0.96 | — | CONV | 00922RAB1 |
| — | IH MERGER SUB LLC | 45,103,000 | $49,676 | 1.0% | $1.12 | — | CONV | 19625XAB8 |
| — | DISH NETWORK CORP | 55,149,000 | $49,039 | 1.0% | $0.88 | — | CONV | 25470MAD1 |
| — | WEATHERFORD BERMUDA | 51,736,000 | $48,912 | 1.0% | $1.06 | — | CONV | 947075AH0 |
| — | FIREEYE INC | 52,486,000 | $48,142 | 1.0% | $0.90 | — | CONV | 31816QAD3 |
| — | STANLEY BLACK & DECKER I | 434,897 | $47,580 | 1.0% | $111.02 | — | CONV PFD | 854502887 |
| — | SERVICENOW INC | 31,477,000 | $46,935 | 1.0% | $1.49 | — | CONV | 81762PAC6 |
| — | BECTON DICKINSON AND CO | 715,450 | $46,907 | 1.0% | $58.97 | — | CONV PFD | 075887208 |
| — | INPHI CORP | 45,890,000 | $45,275 | 0.9% | $0.99 | — | CONV | 45772FAC1 |
| — | SPIRIT REALTY CAPITAL IN | 44,492,000 | $44,468 | 0.9% | $1.02 | — | CONV | 84860WAA0 |
| — | LIBERTY MEDIA CORP | 36,521,000 | $44,248 | 0.9% | $1.00 | — | CONV | 531229AB8 |
| — | ZILLOW GROUP INC | 43,757,000 | $40,526 | 0.8% | $0.93 | — | CONV | 98954MAC5 |
| — | AIR LEASE CORP | 24,943,000 | $39,259 | 0.8% | $1.33 | — | CONV | 00912XAK0 |
| — | INNOVIVA INC | 37,486,000 | $38,239 | 0.8% | $1.03 | — | CONV | 88338TAB0 |
| — | LUMENTUM HOLDINGS INC | 31,759,000 | $38,183 | 0.8% | $1.25 | — | CONV | 55024UAB5 |
| — | CARDTRONICS INC | 38,889,000 | $37,594 | 0.8% | $0.94 | — | CONV | 14161HAG3 |
| — | STARWOOD PROPERTY TRUST | 36,435,000 | $36,510 | 0.8% | $1.00 | — | CONV | 85571BAH8 |
| — | CROWN CASTLE INTL CORP | 33,339 | $36,094 | 0.7% | $1062.00 | — | CONV PFD | 22822V309 |
| — | NOVELLUS SYSTEMS INC | 7,869,000 | $36,085 | 0.7% | $5.04 | — | CONV | 670008AD3 |
| — | NUANCE COMMUNICATIONS | 34,585,000 | $35,742 | 0.7% | $0.96 | — | CONV | 67020YAN0 |
| — | VEECO INSTRUMENTS INC | 41,644,000 | $35,216 | 0.7% | $0.96 | — | CONV | 922417AD2 |
| — | NAVISTAR INTL CORP | 34,514,000 | $35,017 | 0.7% | $1.06 | — | CONV | 63934EAS7 |
| — | DOMINION ENERGY INC | 698,357 | $33,096 | 0.7% | $49.95 | — | CONV PFD | 25746U836 |
| — | OSI SYSTEMS INC | 33,919,000 | $32,714 | 0.7% | $0.91 | — | CONV | 671044AD7 |
| — | AKAMAI TECHNOLOGIES INC | 32,600,000 | $32,447 | 0.7% | $1.01 | — | CONV | 00971TAG6 |
| — | TERADYNE INC | 24,872,000 | $32,373 | 0.7% | $1.42 | — | CONV | 880770AG7 |
| — | BLACKSTONE MORTGAGE TR | 32,295,000 | $32,318 | 0.7% | $1.02 | — | CONV | 09257WAB6 |
| — | PRA GROUP INC | 33,238,000 | $32,085 | 0.7% | $0.97 | — | CONV | 73640QAB1 |
| — | MICRON TECHNOLOGY INC | 20,633,000 | $32,010 | 0.7% | $0.95 | — | CONV | 595112AY9 |
| — | ELECTRONICS FOR IMAGING | 32,383,000 | $31,974 | 0.7% | $1.04 | — | CONV | 286082AC6 |
| — | INTL FLAVOR & FRAGRANCES | 570,000 | $31,077 | 0.6% | $54.52 | — | CONV PFD | 459506309 |
| — | CAESARS ENTERTAIN CORP | 18,977,000 | $31,027 | 0.6% | $1.84 | — | CONV | 127686AA1 |
| — | MACQUARIE INFRASTRUCTURE | 34,070,000 | $30,647 | 0.6% | $1.00 | — | CONV | 55608BAB1 |
| — | PACIRA PHARMACEUTICALS | 28,430,000 | $30,224 | 0.6% | $0.92 | — | CONV | 695127AD2 |
| — | RED HAT INC | 16,054,000 | $29,698 | 0.6% | $1.21 | — | CONV | 756577AD4 |
| — | OASIS PETROLEUM INC | 21,934,000 | $29,584 | 0.6% | $1.14 | — | CONV | 674215AJ7 |
| — | BIOMARIN PHARMACEUTICAL | 24,635,000 | $29,496 | 0.6% | $1.11 | — | CONV | 09061GAF8 |
| — | INTERCEPT PHARMAS | 28,863,000 | $29,171 | 0.6% | $0.88 | — | CONV | 45845PAA6 |
| — | FINISAR CORP | 31,397,000 | $28,807 | 0.6% | $0.93 | — | CONV | 31787AAP6 |
| — | NUVASIVE INC | 22,481,000 | $28,483 | 0.6% | $1.19 | — | CONV | 670704AG0 |
| — | GREENBRIER COS INC | 23,852,000 | $28,430 | 0.6% | $1.15 | — | CONV | 393657AK7 |
| — | NEVRO CORP | 27,650,000 | $27,374 | 0.6% | $1.06 | — | CONV | 64157FAA1 |
| — | BLACKSTONE MORTGAGE TR | 27,249,000 | $27,140 | 0.6% | $0.99 | — | CONV | 09257WAC4 |
| — | INSMED INC | 31,749,000 | $26,863 | 0.6% | $0.89 | — | CONV | 457669AA7 |
| — | NABORS INDUSTRIES INC | 33,728,000 | $26,480 | 0.5% | $0.79 | — | CONV | 62957HAB1 |
| — | ATLAS AIR WORLDWIDE HLDG | 22,837,000 | $26,341 | 0.5% | $1.06 | — | CONV | 049164BH8 |
| — | EURONET WORLDWIDE INC | 18,441,000 | $25,711 | 0.5% | $1.21 | — | CONV | 298736AH2 |
| — | TPG SPECIALTY LENDING IN | 25,133,000 | $25,374 | 0.5% | $1.01 | — | CONV | 87265KAD4 |
| — | SM ENERGY CO | 22,995,000 | $25,270 | 0.5% | $1.06 | — | CONV | 78454LAM2 |
| — | NABORS INDUSTRIES LTD | 575,552 | $25,212 | 0.5% | $43.80 | — | CONV PFD | EP0553024 |
| — | CLOVIS ONCOLOGY INC | 25,827,000 | $24,147 | 0.5% | $0.98 | — | CONV | 189464AB6 |
| — | PRA GROUP INC | 22,427,000 | $23,184 | 0.5% | $1.07 | — | CONV | 69354NAB2 |
| — | BLACKROCK CAPITAL INVEST | 21,777,000 | $22,019 | 0.5% | $1.03 | — | CONV | 092533AC2 |
| — | TESLA INC | 22,004,000 | $21,129 | 0.4% | $1.05 | — | CONV | 88160RAC5 |
| — | ADVANCED MICRO DEVICES | 5,300,000 | $20,576 | 0.4% | $1.22 | — | CONV | 007903BD8 |
| — | SEMPRA ENERGY | 199,368 | $20,143 | 0.4% | $101.03 | — | CONV PFD | 816851505 |
| — | CYPRESS SEMICONDUCTOR CO | 15,336,000 | $19,379 | 0.4% | $1.31 | — | CONV | 232806AM1 |
| — | ARES CAPITAL CORP | 19,292,000 | $19,361 | 0.4% | $1.03 | — | CONV | 04010LAM5 |
| — | CIENA CORP | 11,923,000 | $18,956 | 0.4% | $1.37 | — | CONV | 171779AK7 |
| — | HESS CORP | 232,643 | $18,464 | 0.4% | $59.75 | — | CONV PFD | 42809H404 |
| — | HORIZON PHARMA INV LTD | 17,353,000 | $17,503 | 0.4% | $0.91 | — | CONV | 44052TAB7 |
| — | HERCULES CAPITAL INC | 17,762,000 | $17,270 | 0.4% | $1.01 | — | CONV | 427096AF9 |
| — | NY COMMUNITY CAP TRUST V | 578,404 | $17,022 | 0.4% | $42.16 | — | CONV | 64944P307 |
| — | GOLDMAN SACHS BDC INC | 16,828,000 | $16,996 | 0.4% | $1.02 | — | CONV | 38147UAB3 |
| — | INFINERA CORP | 16,700,000 | $16,973 | 0.3% | $1.02 | — | CONV | 45667GAC7 |
| — | BLACKROCK TCP CAP CORP | 16,911,000 | $16,932 | 0.3% | $1.03 | — | CONV | 87238QAD5 |
| — | GOLAR LNG LTD | 16,170,000 | $16,905 | 0.3% | $1.05 | — | CONV | 38046YAB7 |
| — | VEREIT INC | 16,650,000 | $16,838 | 0.3% | $0.97 | — | CONV | 02917TAB0 |
| — | ON SEMICONDUCTOR CORP | 14,747,000 | $16,597 | 0.3% | $1.23 | — | CONV | 682189AP0 |
| — | NEUROCRINE BIOSCIENCES | 9,495,000 | $16,214 | 0.3% | $1.45 | — | CONV | 64125CAD1 |
| — | PDC ENERGY INC | 15,561,000 | $15,159 | 0.3% | $1.06 | — | CONV | 69327RAD3 |
| — | ENSCO JERSEY FINANCE LTD | 14,858,000 | $14,782 | 0.3% | $0.95 | — | CONV | 29359WAB1 |
| — | FLEXION THERAPEUTICS INC | 14,499,000 | $14,655 | 0.3% | $1.19 | — | CONV | 33938JAB2 |
| — | QTS REALTY TRUST INC | 124,237 | $13,069 | 0.3% | $105.19 | — | CONV PFD | 74736A301 |
| — | IH MERGER SUB LLC | 10,082,000 | $12,607 | 0.3% | $1.03 | — | CONV | 85571WAB5 |
| — | FORTIVE CORPORATION | 11,247 | $12,023 | 0.2% | $1069.00 | — | CONV PFD | 34959J207 |
| — | HELIX ENERGY SOLUTIONS | 9,146,000 | $11,839 | 0.2% | $1.01 | — | CONV | 42330PAJ6 |
| — | AK STEEL CORP | 10,112,000 | $11,753 | 0.2% | $1.40 | — | CONV | 001546AP5 |
| — | WRIGHT MEDICAL GROUP INC | 10,416,000 | $11,465 | 0.2% | $0.92 | — | CONV | 98235TAE7 |
| — | SPIRIT REALTY CAPITAL IN | 11,323,000 | $11,445 | 0.2% | $1.11 | — | CONV | 84860WAB8 |
| — | TRANSOCEAN INC | 7,700,000 | $11,443 | 0.2% | $1.49 | — | CONV | 893830BJ7 |
| — | RPM INTERNATIONAL INC | 9,232,000 | $11,383 | 0.2% | $1.13 | — | CONV | 749685AT0 |
| — | CLEVELAND-CLIFFS INC | 6,608,000 | $10,867 | 0.2% | $1.11 | — | CONV | 185899AA9 |
| — | ALZA CORP | 5,583,000 | $10,623 | 0.2% | $1.73 | — | CONV | 02261WAB5 |
| — | MEDICINES COMPANY | 11,266,000 | $10,319 | 0.2% | $1.05 | — | CONV | 584688AG0 |
| — | DANAHER CORP | 2,478,000 | $10,290 | 0.2% | $3.09 | — | CONV | 235851AF9 |
| — | ASSURANT INC | 86,789 | $9,926 | 0.2% | $104.74 | — | CONV PFD | 04621X207 |
| — | RETROPHIN INC | 9,600,000 | $9,844 | 0.2% | $1.03 | — | CONV | 761299AB2 |
| — | NATIONAL HEALTH INVESTOR | 8,550,000 | $9,695 | 0.2% | $1.01 | — | CONV | 63633DAE4 |
| — | REDFIN CORP | 10,293,000 | $9,341 | 0.2% | $0.91 | — | CONV | 75737FAA6 |
| DIS | WALT DISNEY CO/THE | 78,000 | $9,121 | 0.2% | $105.96 | +0.6% | COM | 254687106 |
| — | MACQUARIE INFRASTRUCTURE | 9,012,000 | $8,950 | 0.2% | $1.12 | — | CONV | 55608BAA3 |
| — | PRETIUM RESOURCES INC | 10,181,000 | $8,920 | 0.2% | $0.84 | — | CONV | 74139CAB8 |
| — | INPHI CORP | 6,736,000 | $7,756 | 0.2% | $1.06 | — | CONV | 45772FAB3 |
| URI | UNITED RENTALS INC | 40,000 | $6,544 | 0.1% | $171.97 | -12.4% | COM | 911363109 |
| — | ILLUMINA INC | 4,500,000 | $6,526 | 0.1% | $1.11 | — | CONV | 452327AF6 |
| UPS | UNITED PARCEL SERVICE INC | 52,980 | $6,185 | 0.1% | $82.24 | +7.5% | COM | 911312106 |
| GILD | GILEAD SCIENCES INC | 78,035 | $6,025 | 0.1% | $58.70 | -3.2% | COM | 375558103 |
| — | ENCORE CAPITAL GROUP INC | 6,392,000 | $5,968 | 0.1% | $0.98 | — | CONV | 292554AH5 |
| CAT | CATERPILLAR INC | 37,400 | $5,703 | 0.1% | $133.07 | -9.4% | COM | 149123101 |
| WMT | WALMART INC | 60,536 | $5,685 | 0.1% | $24.46 | +11.8% | COM | 931142103 |
| — | LAZARD LTD | 117,037 | $5,633 | 0.1% | $48.13 | — | COM | G54050102 |
| WYNN | WYNN RESORTS LTD | 43,088 | $5,475 | 0.1% | $137.18 | 0.0% | COM | 983134107 |
| VZ | VERIZON COMMUNICATIONS INC | 100,093 | $5,344 | 0.1% | $30.95 | +15.1% | COM | 92343V104 |
| USB | US BANCORP | 100,106 | $5,287 | 0.1% | $39.92 | -2.0% | COM | 902973304 |
| — | BUNGE LTD | 72,900 | $5,009 | 0.1% | $68.71 | — | COM | G16962105 |
| — | LENDINGTREE INC | 3,908,000 | $4,943 | 0.1% | $1.21 | — | CONV | 52603BAA5 |
| T | AT&T INC | 145,165 | $4,875 | 0.1% | $14.52 | -0.3% | COM | 00206R102 |
| — | THERAVANCE BIOPHARMA INC | 4,000,000 | $4,738 | 0.1% | $0.99 | — | CONV | 88339KAA0 |
| BP | BP PLC | 100,000 | $4,610 | 0.1% | $46.10 | — | COM | 055622104 |
| MGY | MAGNOLIA OIL & GAS CORP | 300,000 | $4,503 | 0.1% | $13.05 | 0.0% | COM | 559663109 |
| TXN | TEXAS INSTRUMENTS INC | 40,043 | $4,296 | 0.1% | $86.84 | +3.9% | COM | 882508104 |
| — | CLOVIS ONCOLOGY INC | 5,450,000 | $4,259 | 0.1% | $0.92 | — | CONV | 189464AC4 |
| — | CTRIP.COM INTL LTD | 4,000,000 | $4,162 | 0.1% | $1.04 | — | CONV | 22943FAH3 |
| — | ATLAS AIR WORLDWIDE HLDG | 3,410,000 | $4,117 | 0.1% | $1.13 | — | CONV | 049164BJ4 |
| META | FACEBOOK INC | 25,000 | $4,112 | 0.1% | $179.77 | 0.0% | COM | 30303M102 |
| — | CEMEX SAB DE CV | 4,000,000 | $4,050 | 0.1% | $1.04 | — | CONV | 151290BT9 |
| CCL | CARNIVAL CORP | 60,083 | $3,831 | 0.1% | $56.85 | 0.0% | COM | 143658300 |
| — | LAM RESEARCH CORP | 25,000 | $3,793 | 0.1% | $151.72 | — | COM | 512807108 |
| — | LGI HOMES INC | 1,500,000 | $3,309 | 0.1% | $2.71 | — | CONV | 50187TAB2 |
| GS | GOLDMAN SACHS GROUP INC/THE | 14,516 | $3,255 | 0.1% | $218.41 | -10.1% | COM | 38141G104 |
| MRK | MERCK & CO INC | 45,123 | $3,201 | 0.1% | $44.20 | +14.6% | COM | 58933Y105 |
| — | DTE ENERGY CO | 61,150 | $3,186 | 0.1% | $51.78 | — | CONV PFD | 233331883 |
| — | JAZZ INVESTMENTS I LTD | 3,000,000 | $3,051 | 0.1% | $1.02 | — | CONV | 472145AD3 |
| — | TPG SPECIALTY LENDING IN | 3,000,000 | $3,023 | 0.1% | $1.01 | — | CONV | 87265KAB8 |
| FDX | FEDEX CORP | 12,500 | $3,010 | 0.1% | $212.22 | 0.0% | COM | 31428X106 |
| CSCO | CISCO SYSTEMS INC | 60,086 | $2,923 | 0.1% | $36.04 | 0.0% | COM | 17275R102 |
| — | CEMEX SAB DE CV | 2,874,000 | $2,908 | 0.1% | $0.96 | — | CONV | 151290BR3 |
| SYF | SYNCHRONY FINANCIAL | 91,810 | $2,853 | 0.1% | $26.61 | -0.6% | COM | 87165B103 |
| MTB | M&T BANK CORP | 16,750 | $2,756 | 0.1% | $134.32 | +2.5% | COM | 55261F104 |
| — | BRISTOL-MYERS SQUIBB CO | 1,706,000 | $2,730 | 0.1% | $1.36 | — | CONV | 110122AN8 |
| — | RAYTHEON CO | 12,523 | $2,588 | 0.1% | $206.66 | — | COM | 755111507 |
| — | CBS CORP | 45,020 | $2,586 | 0.1% | $57.02 | — | COM | 124857202 |
| GM | GENERAL MOTORS CO | 75,070 | $2,528 | 0.1% | $28.36 | +16.6% | COM | 37045V100 |
| JNJ | JOHNSON & JOHNSON | 18,049 | $2,494 | 0.1% | $108.04 | 0.0% | COM | 478160104 |
| ELV | ANTHEM INC | 7,300 | $2,001 | 0.0% | $209.44 | +12.5% | COM | 036752103 |
| A | AGILENT TECHNOLOGIES INC | 27,000 | $1,905 | 0.0% | $62.73 | 0.0% | COM | 00846U101 |
| RF | REGIONS FINANCIAL CORP | 85,100 | $1,562 | 0.0% | $13.80 | +1.1% | COM | 7591EP100 |
| HAL | HALLIBURTON CO | 35,091 | $1,422 | 0.0% | $35.57 | 0.0% | COM | 406216101 |
| CHTR | CHARTER COMMUNICATIONS INC | 4,137 | $1,348 | 0.0% | $291.67 | +4.7% | COM | 16119P108 |
| — | DISH NETWORK CORP | 36,000 | $1,287 | 0.0% | $33.62 | — | COM | 25470M109 |
| — | ADVENT CLAYMORE CONVERTIBLE SE | 80,000 | $1,254 | 0.0% | $15.68 | — | COM | 00764C109 |
| NXPI | NXP SEMICONDUCTORS NV | 14,500 | $1,240 | 0.0% | $85.25 | 0.0% | COM | N6596X109 |
| TAP | MOLSON COORS BREWING CO | 20,000 | $1,230 | 0.0% | $54.30 | 0.0% | COM | 60871R209 |
| — | GUIDEWIRE SOFTWARE INC | 1,147,000 | $1,230 | 0.0% | $0.98 | — | CONV | 40171VAA8 |
| OMF | ONEMAIN HOLDINGS INC | 36,000 | $1,210 | 0.0% | $33.54 | +4.4% | COM | 68268W103 |
| WDC | WESTERN DIGITAL CORP | 20,000 | $1,171 | 0.0% | $46.86 | 0.0% | COM | 958102105 |
| RPD | RAPID7 INC | 27,500 | $1,015 | 0.0% | $33.57 | 0.0% | COM | 753422104 |
| BAC | BANK OF AMERICA CORP | 30,110 | $887 | 0.0% | $25.47 | 0.0% | COM | 060505104 |
| — | FIRST MIDWEST BANCORP INC/IL | 33,000 | $877 | 0.0% | $25.81 | — | COM | 320867104 |
| — | CAESARS ENTERTAINMENT CORP | 85,281 | $874 | 0.0% | $11.50 | — | COM | 127686103 |
| — | PIONEER NATURAL RESOURCES CO | 5,000 | $871 | 0.0% | $174.20 | — | COM | 723787107 |
| M | MACY'S INC | 25,000 | $868 | 0.0% | $37.21 | 0.0% | COM | 55616P104 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 8,600 | $834 | 0.0% | $99.82 | 0.0% | COM | 09061G101 |
| NCLH | NORWEGIAN CRUISE LINE HOLDINGS | 13,500 | $775 | 0.0% | $51.78 | 0.0% | COM | G66721104 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 15,000 | $755 | 0.0% | $49.38 | 0.0% | COM | 868459108 |
| — | SANTANDER CONSUMER USA HOLDING | 36,000 | $721 | 0.0% | $18.86 | — | COM | 80283M101 |
| EVH | EVOLENT HEALTH INC | 24,800 | $704 | 0.0% | $23.85 | 0.0% | COM | 30050B101 |
| KBH | KB HOME | 28,342 | $678 | 0.0% | $23.73 | -4.8% | COM | 48666K109 |
| — | NUANCE COMMUNICATIONS | 638,000 | $647 | 0.0% | $0.97 | — | CONV | 67020YAG5 |
| — | SINA CORP | 634,000 | $631 | 0.0% | $1.06 | — | CONV | 82922RAD5 |
| UA | UNDER ARMOUR INC | 30,000 | $584 | 0.0% | $19.30 | 0.0% | COM | 904311206 |
| — | SEMPRA ENERGY | 5,350 | $543 | 0.0% | $102.47 | — | CONV PFD | 816851406 |
| — | NAVISTAR INTERNATIONAL CORP | 14,000 | $539 | 0.0% | $42.87 | — | COM | 63934E108 |
| KMI | KINDER MORGAN INC/DE | 30,225 | $536 | 0.0% | $10.58 | +10.5% | COM | 49456B101 |
| — | CALIFORNIA RESOURCES CORP | 10,000 | $485 | 0.0% | $45.45 | — | COM | 13057Q206 |
| JBLU | JETBLUE AIRWAYS CORP | 25,000 | $484 | 0.0% | $18.96 | 0.0% | COM | 477143101 |
| GME | GAMESTOP CORP | 30,000 | $458 | 0.0% | $3.09 | +14.5% | COM | 36467W109 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTION | 30,800 | $439 | 0.0% | $13.18 | +3.1% | COM | 01988P108 |
| XLF | FINANCIAL SELECT SECTOR SPDR F | 15,000 | $414 | 0.0% | $27.56 | — | COM | 81369Y605 |
| AAL | AMERICAN AIRLINES GROUP INC | 10,000 | $413 | 0.0% | $38.31 | 0.0% | COM | 02376R102 |
| — | INSULET CORPORATION | 202,000 | $371 | 0.0% | $1.31 | — | CONV | 45784PAF8 |
| — | VIACOM INC | 10,000 | $366 | 0.0% | $36.60 | — | COM | 92553P102 |
| — | CLOVIS ONCOLOGY INC | 425 | $361 | 0.0% | — | — | Put | 189464950 |
| CMCSA | COMCAST CORP | 10,116 | $358 | 0.0% | $29.34 | 0.0% | COM | 20030N101 |
| LNG | CHENIERE ENERGY INC | 5,000 | $347 | 0.0% | $64.45 | 0.0% | COM | 16411R208 |
| — | ALTABA INC | 4,500 | $307 | 0.0% | $68.22 | — | COM | 021346101 |
| — | EZCORP INC | 240,000 | $298 | 0.0% | $1.24 | — | CONV | 302301AF3 |
| CIEN | CIENA CORP | 9,200 | $287 | 0.0% | $23.53 | +19.1% | COM | 171779309 |
| — | REDWOOD TRUST INC | 288,000 | $278 | 0.0% | $0.99 | — | CONV | 758075AC9 |
| — | TWITTER INC | 260,000 | $252 | 0.0% | $0.86 | — | CONV | 90184LAB8 |
| RIG | TRANSOCEAN LTD | 17,776 | $248 | 0.0% | $12.42 | 0.0% | COM | H8817H100 |
| — | QTS REALTY TRUST INC | 5,573 | $238 | 0.0% | $42.71 | — | COM | 74736A103 |
| — | ANTHEM INC | 600 | $231 | 0.0% | — | — | Call | 036752903 |
| — | NEVRO CORP | 4,000 | $228 | 0.0% | $57.00 | — | COM | 64157F103 |
| STM | STMICROELECTRONICS NV | 10,000 | $183 | 0.0% | $18.30 | — | COM | 861012102 |
| HZO | MARINEMAX INC | 8,000 | $170 | 0.0% | $20.61 | +1.3% | COM | 567908108 |
| — | TELADOC HEALTH INC | 150 | $170 | 0.0% | — | — | Call | 87918A905 |
| — | VERINT SYSTEMS INC | 3,100 | $155 | 0.0% | $50.00 | — | COM | 92343X100 |
| ETSY | ETSY INC | 3,000 | $154 | 0.0% | $46.04 | 0.0% | COM | 29786A106 |
| LGIH | LGI HOMES INC | 3,100 | $147 | 0.0% | $66.61 | -17.5% | COM | 50187T106 |
| — | CLOVIS ONCOLOGY INC | 5,000 | $147 | 0.0% | $29.40 | — | COM | 189464100 |
| — | ADVANCED MICRO DEVICES INC | 800 | $134 | 0.0% | — | — | Call | 007903907 |
| — | ETSY INC | 500 | $98 | 0.0% | — | — | Call | 29786A906 |
| — | KEYW HOLDING CORP | 85,000 | $85 | 0.0% | $0.93 | — | CONV | 493723AA8 |
| — | SPDR S&P 500 ETF TRUST | 400 | $78 | 0.0% | — | — | Put | 78462F953 |
| — | WESTERN DIGITAL CORP | 200 | $49 | 0.0% | — | — | Put | 958102955 |
| — | ENSCO PLC | 550 | $49 | 0.0% | — | — | Call | G3157S906 |
| — | JOHNSON & JOHNSON | 180 | $38 | 0.0% | — | — | Put | 478160954 |
| — | ROWAN COS PLC | 250 | $34 | 0.0% | — | — | Call | G7665A901 |
| — | OFFICE DEPOT INC | 1,000 | $28 | 0.0% | — | — | Call | 676220906 |
| — | CISCO SYSTEMS INC | 400 | $26 | 0.0% | — | — | Call | 17275R902 |
| — | VISHAY INTERTECHNOLOGY INC | 2,200 | $26 | 0.0% | — | — | Call | 928298908 |
| — | CIENA CORP | 300 | $25 | 0.0% | — | — | Call | 171779909 |
| — | CHESAPEAKE ENERGY CORP | 5,500 | $24 | 0.0% | — | — | Call | 165167907 |
| — | LIBERTY INTERACTIVE LLC | 33,000 | $23 | 0.0% | $0.53 | — | CONV | 530715AN1 |
| — | BIOMARIN PHARMACEUTICAL | 18,000 | $19 | 0.0% | $1.12 | — | CONV | 09061GAE1 |
| — | ROYAL GOLD INC | 16,000 | $16 | 0.0% | $0.96 | — | CONV | 780287AA6 |
| — | INTEGRATED DEVICE TECH | 11,000 | $16 | 0.0% | $1.02 | — | CONV | 458118AC0 |
| — | MICRON TECHNOLOGY INC | 1,200 | $14 | 0.0% | — | — | Call | 595112903 |
| — | ALTABA INC | 500 | $13 | 0.0% | — | — | Call | 021346901 |
| — | CTRIP.COM INTL LTD | 13,000 | $13 | 0.0% | $1.06 | — | CONV | 22943FAM2 |
| — | FINISAR CORP | 12,000 | $12 | 0.0% | $1.04 | — | CONV | 31787AAM3 |
| — | ISHARES MSCI EMERGING MARKETS | 1,000 | $12 | 0.0% | — | — | Put | 464287954 |
| — | EVOLENT HEALTH INC | 8,000 | $11 | 0.0% | $1.00 | — | CONV | 30050BAB7 |
| — | HUAZHU GROUP LTD | 200 | $11 | 0.0% | — | — | Put | 44332N956 |
| — | TESLA INC | 11,000 | $11 | 0.0% | $0.92 | — | CONV | 88160RAB7 |
| — | ACORDA THERAPEUTICS INC | 10,000 | $9 | 0.0% | $0.93 | — | CONV | 00484MAA4 |
| — | VIAVI SOLUTIONS INC | 8,000 | $8 | 0.0% | $1.02 | — | CONV | 46612JAF8 |
| — | CALAMP CORP | 8,000 | $8 | 0.0% | $0.97 | — | CONV | 128126AB5 |
| — | INTEL CORP | 250 | $8 | 0.0% | — | — | Call | 458140900 |
| PFE | PFIZER INC | 161 | $7 | 0.0% | $27.65 | 0.0% | COM | 717081103 |
| — | GAMESTOP CORP | 300 | $7 | 0.0% | — | — | Put | 36467W959 |
| MSFT | MICROSOFT CORP | 63 | $7 | 0.0% | $100.81 | 0.0% | COM | 594918104 |
| — | WEATHERFORD INTERNATIONAL PLC | 2,250 | $7 | 0.0% | — | — | Call | G48833900 |
| — | MOLSON COORS BREWING CO | 200 | $6 | 0.0% | — | — | Put | 60871R959 |
| AAPL | APPLE INC | 27 | $6 | 0.0% | $49.27 | 0.0% | COM | 037833100 |
| C | CITIGROUP INC | 88 | $6 | 0.0% | $54.77 | 0.0% | COM | 172967424 |
| — | GOLDMAN SACHS GROUP INC/THE | 50 | $6 | 0.0% | — | — | Call | 38141G904 |
| — | REDFIN CORP | 250 | $6 | 0.0% | — | — | Put | 75737F958 |
| — | DOWDUPONT INC | 93 | $6 | 0.0% | $64.52 | — | COM | 26078J100 |
| XOM | EXXON MOBIL CORP | 66 | $6 | 0.0% | $58.19 | 0.0% | COM | 30231G102 |
| CVX | CHEVRON CORP | 45 | $6 | 0.0% | $87.91 | 0.0% | COM | 166764100 |
| QCOM | QUALCOMM INC | 83 | $6 | 0.0% | $54.64 | 0.0% | COM | 747525103 |
| LMT | LOCKHEED MARTIN CORP | 16 | $6 | 0.0% | $264.26 | 0.0% | COM | 539830109 |
| JPM | JPMORGAN CHASE & CO | 55 | $6 | 0.0% | $92.63 | 0.0% | COM | 46625H100 |
| HD | HOME DEPOT INC/THE | 28 | $6 | 0.0% | $155.00 | +8.4% | COM | 437076102 |
| WY | WEYERHAEUSER CO | 154 | $5 | 0.0% | $25.91 | 0.0% | COM | 962166104 |
| NVS | NOVARTIS AG | 55 | $5 | 0.0% | $90.91 | — | COM | 66987V109 |
| STWD | STARWOOD PROPERTY TRUST INC | 211 | $5 | 0.0% | $23.70 | — | COM | 85571B105 |
| SWK | STANLEY BLACK & DECKER INC | 37 | $5 | 0.0% | $115.16 | 0.0% | COM | 854502101 |
| HON | HONEYWELL INTERNATIONAL INC | 28 | $5 | 0.0% | $121.60 | 0.0% | COM | 438516106 |
| IBM | IBM | 36 | $5 | 0.0% | $101.25 | 0.0% | COM | 459200101 |
| ADP | AUTOMATIC DATA PROCESSING INC | 36 | $5 | 0.0% | $120.81 | 0.0% | COM | 053015103 |
| — | BLACKROCK INC | 10 | $5 | 0.0% | $500.00 | — | COM | 09247X101 |
| — | SOUTHWESTERN ENERGY CO | 500 | $5 | 0.0% | — | — | Call | 845467909 |
| AMGN | AMGEN INC | 22 | $5 | 0.0% | $157.37 | 0.0% | COM | 031162100 |
| AZN | ASTRAZENECA PLC | 89 | $4 | 0.0% | $44.94 | — | COM | 046353108 |
| AFL | AFLAC INC | 84 | $4 | 0.0% | $38.48 | 0.0% | COM | 001055102 |
| AVB | AVALONBAY COMMUNITIES INC | 20 | $4 | 0.0% | $138.32 | 0.0% | COM | 053484101 |
| — | UNDER ARMOUR INC | 300 | $4 | 0.0% | — | — | Put | 904311956 |
| — | SYNAPTICS INC | 225 | $4 | 0.0% | — | — | Call | 87157D909 |
| CB | CHUBB LTD | 30 | $4 | 0.0% | $119.21 | 0.0% | COM | H1467J104 |
| PG | PROCTER & GAMBLE CO/THE | 44 | $4 | 0.0% | $67.79 | 0.0% | COM | 742718109 |
| STT | STATE STREET CORP | 46 | $4 | 0.0% | $69.30 | 0.0% | COM | 857477103 |
| — | EVERBRIDGE INC | 2,000 | $4 | 0.0% | $1.18 | — | CONV | 29978AAA2 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 101 | $4 | 0.0% | $35.59 | 0.0% | COM | 609207105 |
| IP | INTERNATIONAL PAPER CO | 82 | $4 | 0.0% | $35.63 | 0.0% | COM | 460146103 |
| SLB | SCHLUMBERGER LTD | 67 | $4 | 0.0% | $52.03 | 0.0% | COM | 806857108 |
| — | ETSY INC | 140 | $4 | 0.0% | — | — | Put | 29786A956 |
| MET | METLIFE INC | 89 | $4 | 0.0% | $35.53 | 0.0% | COM | 59156R108 |
| SHW | SHERWIN-WILLIAMS CO/THE | 7 | $3 | 0.0% | $138.64 | 0.0% | COM | 824348106 |
| BXP | BOSTON PROPERTIES INC | 24 | $3 | 0.0% | $90.29 | 0.0% | COM | 101121101 |
| PEP | PEPSICO INC | 25 | $3 | 0.0% | $90.33 | 0.0% | COM | 713448108 |
| ORCL | ORACLE CORP | 67 | $3 | 0.0% | $43.58 | 0.0% | COM | 68389X105 |
| VOD | VODAFONE GROUP PLC | 117 | $3 | 0.0% | $25.64 | — | COM | 92857W308 |
| KMB | KIMBERLY-CLARK CORP | 25 | $3 | 0.0% | $86.55 | 0.0% | COM | 494368103 |
| KLAC | KLA-TENCOR CORP | 27 | $3 | 0.0% | $98.18 | 0.0% | COM | 482480100 |
| KEY | KEYCORP | 145 | $3 | 0.0% | $14.64 | 0.0% | COM | 493267108 |
| CL | COLGATE-PALMOLIVE CO | 40 | $3 | 0.0% | $55.97 | 0.0% | COM | 194162103 |
| SPG | SIMON PROPERTY GROUP INC | 19 | $3 | 0.0% | $118.34 | 0.0% | COM | 828806109 |
| SCHW | CHARLES SCHWAB CORP/THE | 66 | $3 | 0.0% | $46.06 | 0.0% | COM | 808513105 |
| BAX | BAXTER INTERNATIONAL INC | 41 | $3 | 0.0% | $64.93 | 0.0% | COM | 071813109 |
| — | VERINT SYSTEMS INC | 275 | $3 | 0.0% | — | — | Put | 92343X950 |
| AVGO | BROADCOM INC | 11 | $3 | 0.0% | $18.27 | 0.0% | COM | 11135F101 |
| — | WALMART INC | 300 | $2 | 0.0% | — | — | Call | 931142953 |
| AMH | AMERICAN HOMES 4 RENT | 78 | $2 | 0.0% | $25.64 | — | COM | 02665T306 |
| ASML | ASML HOLDING NV | 12 | $2 | 0.0% | $166.67 | — | COM | N07059210 |
| AMAT | APPLIED MATERIALS INC | 54 | $2 | 0.0% | $40.70 | 0.0% | COM | 038222105 |
| CME | CME GROUP INC | 9 | $2 | 0.0% | $129.10 | 0.0% | COM | 12572Q105 |
| INTC | INTEL CORP | 32 | $2 | 0.0% | $41.52 | 0.0% | COM | 458140100 |
| — | MORGAN STANLEY | 375 | $2 | 0.0% | — | — | Call | 617446908 |
| — | NUANCE COMMUNICATIONS | 1,000 | $1 | 0.0% | $1.01 | — | CONV | 67020YAF7 |
| MRSH | MARSH & MCLENNAN COS INC | 15 | $1 | 0.0% | $75.30 | 0.0% | COM | 571748102 |
| — | PETROLEO BRASILEIRO SA | 150 | $1 | 0.0% | — | — | Put | 71654V958 |
| — | SIRIUS XM HOLDINGS INC | 288 | $1 | 0.0% | — | — | Call | 82968B903 |