Location: New York, NY
CIK: 0001097278 · Show all filings
Period: Q4 2018 (← Previous) (Next →)
Filing Date: Feb 14, 2019
Total Value: $4.134B (16.3% shares, 83.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WELLS FARGO & COMPANY | 105,701 | $134M | 3.3% | $1117.09 | — | CONV PFD | 949746804 |
| — | BANK OF AMERICA CORP | 92,512 | $115M | 2.8% | $10.97 | — | CONV PFD | 060505682 |
| — | BOOKING HOLDINGS INC | 84,644,000 | $93.62M | 2.3% | $1.10 | — | CONV | 741503AX4 |
| — | CTRIP.COM INTL LTD | 82,708,000 | $76.72M | 1.9% | $1.04 | — | CONV | 22943FAF7 |
| — | ARES CAPITAL CORP | 76,147,000 | $76.02M | 1.8% | $1.02 | — | CONV | 04010LAT0 |
| — | SYNAPTICS INC | 85,722,000 | $75.16M | 1.8% | $0.98 | — | CONV | 87157DAD1 |
| — | DYCOM INDUSTRIES INC | 75,262,000 | $69.52M | 1.7% | $1.08 | — | CONV | 267475AB7 |
| — | VERINT SYSTEMS INC | 71,267,000 | $69.46M | 1.7% | $1.00 | — | CONV | 92343XAA8 |
| — | BIOMARIN PHARMACEUTICAL | 63,655,000 | $63.48M | 1.5% | $1.02 | — | CONV | 09061GAH4 |
| — | ANTHEM INC | 17,416,000 | $63.08M | 1.5% | $2.27 | — | CONV | 94973VBG1 |
| — | BOOKING HOLDINGS INC | 45,844,000 | $61.65M | 1.5% | $1.22 | — | CONV | 741503AS5 |
| — | TEVA PHARM FIN CO LLC | 67,030,000 | $60.7M | 1.5% | $0.98 | — | CONV | 88163VAE9 |
| — | DISH NETWORK CORP | 73,098,000 | $59.38M | 1.4% | $1.05 | — | CONV | 25470MAB5 |
| — | HUAZHU GROUP LTD | 59,922,000 | $58.58M | 1.4% | $0.98 | — | CONV | 16949NAC3 |
| — | TWITTER INC | 61,962,000 | $56.7M | 1.4% | $0.86 | — | CONV | 90184LAD4 |
| — | ILLUMINA INC | 41,415,000 | $54.36M | 1.3% | $1.15 | — | CONV | 452327AH2 |
| — | WHITING PETROLEUM CORP | 55,134,000 | $52.2M | 1.3% | $0.85 | — | CONV | 966387AL6 |
| — | CSG SYSTEMS INTERNATIONA | 52,456,000 | $52.13M | 1.3% | $1.04 | — | CONV | 126349AF6 |
| — | CHESAPEAKE ENERGY CORP | 63,040,000 | $51.34M | 1.2% | $0.90 | — | CONV | 165167CY1 |
| — | MERITOR INC | 58,109,000 | $51.06M | 1.2% | $0.95 | — | CONV | 59001KAF7 |
| — | IH MERGER SUB LLC | 49,449,000 | $50.83M | 1.2% | $1.11 | — | CONV | 19625XAB8 |
| — | FIREEYE INC | 55,070,000 | $50.35M | 1.2% | $0.90 | — | CONV | 31816QAD3 |
| — | NEXTERA ENERGY INC | 868,337 | $50.22M | 1.2% | $0.17 | — | CONV PFD | 65339F820 |
| — | NUANCE COMMUNICATIONS | 57,319,000 | $49.89M | 1.2% | $0.92 | — | CONV | 67020YAK6 |
| — | VIAVI SOLUTIONS INC | 49,064,000 | $48.74M | 1.2% | $1.02 | — | CONV | 925550AB1 |
| — | BECTON DICKINSON AND CO | 841,550 | $48.68M | 1.2% | $58.80 | — | CONV PFD | 075887208 |
| — | CITRIX SYSTEMS INC | 34,157,000 | $48.58M | 1.2% | $1.21 | — | CONV | 177376AD2 |
| — | ARCONIC INC | 47,973,000 | $47.62M | 1.2% | $1.03 | — | CONV | 74973WAB3 |
| — | MICROCHIP TECHNOLOGY INC | 48,670,000 | $47.52M | 1.1% | $1.19 | — | CONV | 595017AF1 |
| — | IONIS PHARMACEUTICALS IN | 44,032,000 | $47.39M | 1.1% | $1.01 | — | CONV | 464337AJ3 |
| — | LIBERTY MEDIA CORP | 94,123,000 | $46.68M | 1.1% | $0.94 | — | CONV | 531229AE2 |
| — | AIR TRANSPORT SERVICES G | 47,122,000 | $45.06M | 1.1% | $0.96 | — | CONV | 00922RAB1 |
| — | INPHI CORP | 48,107,000 | $44.79M | 1.1% | $0.99 | — | CONV | 45772FAC1 |
| — | SPIRIT REALTY CAPITAL IN | 43,569,000 | $43.49M | 1.1% | $1.02 | — | CONV | 84860WAA0 |
| — | LIBERTY MEDIA CORP | 39,908,000 | $42.78M | 1.0% | $1.00 | — | CONV | 531229AB8 |
| — | STANLEY BLACK & DECKER I | 466,388 | $42.7M | 1.0% | $109.71 | — | CONV PFD | 854502887 |
| — | NXP SEMICONDUCTOR NV | 42,175,000 | $42.35M | 1.0% | $1.09 | — | CONV | 62952QAB6 |
| — | ALLSCRIPTS HEALTHCARE SO | 42,343,000 | $41.02M | 1.0% | $1.02 | — | CONV | 01988PAD0 |
| — | JAZZ INVESTMENTS I LTD | 41,899,000 | $40.7M | 1.0% | $1.04 | — | CONV | 472145AB7 |
| — | EXACT SCIENCES CORP | 36,826,000 | $40.44M | 1.0% | $0.89 | — | CONV | 30063PAA3 |
| — | DISH NETWORK CORP | 49,846,000 | $39.74M | 1.0% | $0.88 | — | CONV | 25470MAD1 |
| — | SERVICENOW INC | 27,593,000 | $38.67M | 0.9% | $1.49 | — | CONV | 81762PAC6 |
| — | INNOVIVA INC | 34,364,000 | $37.27M | 0.9% | $1.03 | — | CONV | 88338TAB0 |
| — | TERADYNE INC | 30,886,000 | $36.8M | 0.9% | $1.37 | — | CONV | 880770AG7 |
| — | DOMINION ENERGY INC | 756,351 | $36.25M | 0.9% | $49.80 | — | CONV PFD | 25746U836 |
| — | MARRIOTT VACATION WORLDW | 41,472,000 | $35.87M | 0.9% | $0.86 | — | CONV | 57164YAB3 |
| — | STARWOOD PROPERTY TRUST | 35,421,000 | $35.14M | 0.8% | $1.00 | — | CONV | 85571BAH8 |
| — | CARDTRONICS INC | 36,505,000 | $34.12M | 0.8% | $0.94 | — | CONV | 14161HAG3 |
| — | OSI SYSTEMS INC | 35,245,000 | $32.8M | 0.8% | $0.91 | — | CONV | 671044AD7 |
| — | CROWN CASTLE INTL CORP | 31,139 | $32.78M | 0.8% | $1062.00 | — | CONV PFD | 22822V309 |
| — | BLACKSTONE MORTGAGE TR | 33,249,000 | $32.33M | 0.8% | $1.01 | — | CONV | 09257WAB6 |
| — | NOVELLUS SYSTEMS INC | 7,744,000 | $32.14M | 0.8% | $5.04 | — | CONV | 670008AD3 |
| — | LUMENTUM HOLDINGS INC | 31,842,000 | $31.89M | 0.8% | $1.25 | — | CONV | 55024UAB5 |
| — | ELECTRONICS FOR IMAGING | 32,471,000 | $31.61M | 0.8% | $1.04 | — | CONV | 286082AC6 |
| — | GREENBRIER COS INC | 30,772,000 | $30.27M | 0.7% | $1.11 | — | CONV | 393657AK7 |
| — | ATLAS AIR WORLDWIDE HLDG | 30,081,000 | $29.3M | 0.7% | $1.04 | — | CONV | 049164BH8 |
| — | PACIRA PHARMACEUTICALS | 29,222,000 | $29.13M | 0.7% | $0.93 | — | CONV | 695127AD2 |
| — | BLACKSTONE MORTGAGE TR | 29,261,000 | $28.51M | 0.7% | $0.99 | — | CONV | 09257WAC4 |
| — | NUANCE COMMUNICATIONS | 31,060,000 | $27.45M | 0.7% | $0.96 | — | CONV | 67020YAN0 |
| — | WORKDAY INC | 21,498,000 | $26.47M | 0.6% | $1.23 | — | CONV | 98138HAF8 |
| — | PRA GROUP INC | 31,174,000 | $26.45M | 0.6% | $1.00 | — | CONV | 69354NAB2 |
| — | MACQUARIE INFRASTRUCTURE | 30,213,000 | $26.31M | 0.6% | $1.00 | — | CONV | 55608BAB1 |
| — | ZILLOW GROUP INC | 29,939,000 | $26.03M | 0.6% | $0.93 | — | CONV | 98954MAC5 |
| — | CYPRESS SEMICONDUCTOR CO | 27,088,000 | $25.86M | 0.6% | $0.95 | — | CONV | 232806AP4 |
| — | RED HAT INC | 10,843,000 | $25.86M | 0.6% | $1.21 | — | CONV | 756577AD4 |
| — | BIOMARIN PHARMACEUTICAL | 23,153,000 | $25.86M | 0.6% | $1.11 | — | CONV | 09061GAF8 |
| — | VEECO INSTRUMENTS INC | 33,796,000 | $25.41M | 0.6% | $0.96 | — | CONV | 922417AD2 |
| — | NEVRO CORP | 26,760,000 | $24.91M | 0.6% | $1.06 | — | CONV | 64157FAA1 |
| — | NUVASIVE INC | 23,580,000 | $24.83M | 0.6% | $1.18 | — | CONV | 670704AG0 |
| — | CAESARS ENTERTAIN CORP | 19,746,000 | $24.46M | 0.6% | $1.82 | — | CONV | 127686AA1 |
| — | JAZZ INVESTMENTS I LTD | 26,825,000 | $24.31M | 0.6% | $0.92 | — | CONV | 472145AD3 |
| — | INTL FLAVOR & FRAGRANCES | 473,750 | $24.15M | 0.6% | $54.52 | — | CONV PFD | 459506309 |
| — | TPG SPECIALTY LENDING IN | 23,797,000 | $23.36M | 0.6% | $1.01 | — | CONV | 87265KAD4 |
| — | INSMED INC | 32,153,000 | $22.65M | 0.5% | $0.89 | — | CONV | 457669AA7 |
| — | FINISAR CORP | 23,647,000 | $22.57M | 0.5% | $0.93 | — | CONV | 31787AAP6 |
| — | CENTERPOINT ENERGY INC | 445,050 | $22.43M | 0.5% | $50.41 | — | CONV PFD | 15189T503 |
| — | SM ENERGY CO | 24,256,000 | $22.34M | 0.5% | $1.05 | — | CONV | 78454LAM2 |
| — | ON SEMICONDUCTOR CORP | 20,764,000 | $22.32M | 0.5% | $1.19 | — | CONV | 682189AP0 |
| — | INTERCEPT PHARMAS | 23,118,000 | $21.34M | 0.5% | $0.88 | — | CONV | 45845PAA6 |
| — | OASIS PETROLEUM INC | 23,751,000 | $21.07M | 0.5% | $1.12 | — | CONV | 674215AJ7 |
| — | PRA GROUP INC | 22,439,000 | $20.66M | 0.5% | $0.97 | — | CONV | 73640QAB1 |
| — | QUOTIENT TECHNOLOGY INC | 21,715,000 | $20.44M | 0.5% | $0.94 | — | CONV | 749119AB9 |
| — | TESLA INC | 18,155,000 | $20.41M | 0.5% | $1.05 | — | CONV | 88160RAC5 |
| — | COLONY CAPITAL INC | 21,431,000 | $20.04M | 0.5% | $0.94 | — | CONV | 19624RAB2 |
| — | BLACKROCK CAPITAL INVEST | 20,417,000 | $20.01M | 0.5% | $1.03 | — | CONV | 092533AC2 |
| — | MICRON TECHNOLOGY INC | 17,961,000 | $19.86M | 0.5% | $0.95 | — | CONV | 595112AY9 |
| — | CYPRESS SEMICONDUCTOR CO | 16,750,000 | $19.76M | 0.5% | $1.30 | — | CONV | 232806AM1 |
| — | ATLAS AIR WORLDWIDE HLDG | 17,918,000 | $17.15M | 0.4% | $0.99 | — | CONV | 049164BJ4 |
| — | VEREIT INC | 16,650,000 | $16.43M | 0.4% | $0.97 | — | CONV | 02917TAB0 |
| — | BLACKROCK TCP CAP CORP | 16,625,000 | $16.26M | 0.4% | $1.03 | — | CONV | 87238QAD5 |
| — | EURONET WORLDWIDE INC | 10,998,000 | $15.67M | 0.4% | $1.21 | — | CONV | 298736AH2 |
| — | ZILLOW INC | 15,911,000 | $15.61M | 0.4% | $0.98 | — | CONV | 98954MAB7 |
| — | CLOVIS ONCOLOGY INC | 18,512,000 | $15.59M | 0.4% | $0.98 | — | CONV | 189464AB6 |
| — | HERCULES CAPITAL INC | 14,777,000 | $14.07M | 0.3% | $1.01 | — | CONV | 427096AF9 |
| — | NEUROCRINE BIOSCIENCES | 11,756,000 | $14.02M | 0.3% | $1.40 | — | CONV | 64125CAD1 |
| — | QTS REALTY TRUST INC | 144,337 | $13.69M | 0.3% | $103.76 | — | CONV PFD | 74736A301 |
| — | GOLAR LNG LTD | 14,586,000 | $13.56M | 0.3% | $1.05 | — | CONV | 38046YAB7 |
| — | SPIRIT REALTY CAPITAL IN | 13,626,000 | $13.36M | 0.3% | $1.09 | — | CONV | 84860WAB8 |
| — | GOLDMAN SACHS BDC INC | 13,109,000 | $12.75M | 0.3% | $1.02 | — | CONV | 38147UAB3 |
| — | NY COMMUNITY CAP TRUST V | 280,852 | $12.55M | 0.3% | $42.16 | — | CONV PFD | 64944P307 |
| — | FORTIVE CORPORATION | 13,747 | $12.51M | 0.3% | $1040.02 | — | CONV PFD | 34959J207 |
| — | HORIZON PHARMA INV LTD | 11,500,000 | $11.47M | 0.3% | $0.91 | — | CONV | 44052TAB7 |
| — | IH MERGER SUB LLC | 10,095,000 | $11.28M | 0.3% | $1.03 | — | CONV | 85571WAB5 |
| — | FLEXION THERAPEUTICS INC | 13,513,000 | $11.13M | 0.3% | $1.19 | — | CONV | 33938JAB2 |
| — | WRIGHT MEDICAL GROUP INC | 10,452,000 | $11.06M | 0.3% | $0.92 | — | CONV | 98235TAE7 |
| — | SEMPRA ENERGY | 114,568 | $11.01M | 0.3% | $101.03 | — | CONV PFD | 816851505 |
| — | AKAMAI TECHNOLOGIES INC | 10,476,000 | $10.42M | 0.3% | $1.01 | — | CONV | 00971TAG6 |
| — | ALZA CORP | 5,596,000 | $9.943M | 0.2% | $1.73 | — | CONV | 02261WAB5 |
| — | ASSURANT INC | 98,539 | $9.695M | 0.2% | $103.99 | — | CONV PFD | 04621X207 |
| — | DANAHER CORP | 2,453,000 | $9.657M | 0.2% | $3.09 | — | CONV | 235851AF9 |
| — | ADVANCED MICRO DEVICES | 3,865,000 | $9.372M | 0.2% | $1.22 | — | CONV | 007903BD8 |
| — | NABORS INDUSTRIES INC | 15,000,000 | $9.306M | 0.2% | $0.79 | — | CONV | 62957HAB1 |
| WMT | WALMART INC | 98,850 | $9.208M | 0.2% | $26.13 | +10.1% | COM | 931142103 |
| — | PRETIUM RESOURCES INC | 10,181,000 | $9.159M | 0.2% | $0.84 | — | CONV | 74139CAB8 |
| — | CLEVELAND-CLIFFS INC | 8,113,000 | $9.051M | 0.2% | $1.11 | — | CONV | 185899AA9 |
| — | DTE ENERGY CO | 169,991 | $8.827M | 0.2% | $51.87 | — | CONV PFD | 233331883 |
| — | MACQUARIE INFRASTRUCTURE | 7,812,000 | $7.754M | 0.2% | $1.12 | — | CONV | 55608BAA3 |
| — | COLONY CAPITAL INC | 8,496,000 | $7.539M | 0.2% | $0.89 | — | CONV | 19624RAA4 |
| — | HELIX ENERGY SOLUTIONS | 8,098,000 | $7.422M | 0.2% | $1.01 | — | CONV | 42330PAJ6 |
| — | TRANSOCEAN INC | 7,707,000 | $7.332M | 0.2% | $1.49 | — | CONV | 893830BJ7 |
| UPS | UNITED PARCEL SERVICE INC | 67,980 | $6.63M | 0.2% | $82.20 | -0.2% | COM | 911312106 |
| — | ARES CAPITAL CORP | 6,017,000 | $6.024M | 0.1% | $1.03 | — | CONV | 04010LAM5 |
| — | SIX FLAGS ENTERTAINMENT CORP | 105,000 | $5.841M | 0.1% | $55.63 | — | COM | 83001A102 |
| M | MACY'S INC | 185,000 | $5.509M | 0.1% | $33.50 | -1.7% | COM | 55616P104 |
| CCL | CARNIVAL CORP | 107,000 | $5.275M | 0.1% | $55.64 | -2.8% | COM | 143658300 |
| — | RETROPHIN INC | 5,879,000 | $5.269M | 0.1% | $1.03 | — | CONV | 761299AB2 |
| META | FACEBOOK INC | 40,000 | $5.244M | 0.1% | $166.31 | -13.5% | COM | 30303M102 |
| — | HESS CORP | 100,544 | $5.021M | 0.1% | $59.75 | — | CONV PFD | 42809H404 |
| LMT | LOCKHEED MARTIN CORP | 19,000 | $4.975M | 0.1% | $250.06 | -0.0% | COM | 539830109 |
| GILD | GILEAD SCIENCES INC | 78,000 | $4.879M | 0.1% | $58.70 | -9.7% | COM | 375558103 |
| T | AT&T INC | 162,000 | $4.623M | 0.1% | $14.47 | -3.1% | COM | 00206R102 |
| — | ENVESTNET INC | 4,489,000 | $4.539M | 0.1% | $1.01 | — | CONV | 29404KAA4 |
| BA | BOEING CO/THE | 14,000 | $4.515M | 0.1% | $334.97 | 0.0% | COM | 097023105 |
| — | ILLUMINA INC | 3,500,000 | $4.281M | 0.1% | $1.11 | — | CONV | 452327AF6 |
| — | RH | 3,565,000 | $4.154M | 0.1% | $1.17 | — | CONV | 761283AC4 |
| — | CHENIERE ENERGY INC | 5,894,000 | $4.137M | 0.1% | $0.70 | — | CONV | 16411RAG4 |
| — | BUNGE LTD | 76,500 | $4.088M | 0.1% | $67.99 | — | COM | G16962105 |
| — | NATIONAL HEALTH INVESTOR | 3,665,000 | $4.067M | 0.1% | $1.01 | — | CONV | 63633DAE4 |
| — | CTRIP.COM INTL LTD | 4,000,000 | $3.871M | 0.1% | $1.04 | — | CONV | 22943FAH3 |
| — | CLOVIS ONCOLOGY INC | 4,796,000 | $3.378M | 0.1% | $0.92 | — | CONV | 189464AC4 |
| GM | GENERAL MOTORS CO | 100,000 | $3.345M | 0.1% | $29.10 | +7.6% | COM | 37045V100 |
| WY | WEYERHAEUSER CO | 150,000 | $3.279M | 0.1% | $20.12 | -0.0% | COM | 962166104 |
| — | KAMAN CORP | 2,951,000 | $3.149M | 0.1% | $1.07 | — | CONV | 483548AF0 |
| — | TPG SPECIALTY LENDING IN | 3,000,000 | $3.002M | 0.1% | $1.01 | — | CONV | 87265KAB8 |
| MS | MORGAN STANLEY | 70,000 | $2.776M | 0.1% | $35.01 | 0.0% | COM | 617446448 |
| LYB | LYONDELLBASELL INDUSTRIES NV | 32,100 | $2.669M | 0.1% | $57.98 | 0.0% | COM | N53745100 |
| — | MEDICINES COMPANY | 3,279,000 | $2.49M | 0.1% | $1.05 | — | CONV | 584688AG0 |
| DIS | WALT DISNEY CO/THE | 22,404 | $2.457M | 0.1% | $105.96 | +3.0% | COM | 254687106 |
| URI | UNITED RENTALS INC | 23,500 | $2.409M | 0.1% | $171.97 | -32.2% | COM | 911363109 |
| — | BRISTOL-MYERS SQUIBB CO | 1,706,000 | $2.286M | 0.1% | $1.36 | — | CONV | 110122AN8 |
| — | REDFIN CORP | 2,700,000 | $2.17M | 0.1% | $0.91 | — | CONV | 75737FAA6 |
| — | INTERDIGITAL INC | 2,050,000 | $2.162M | 0.1% | $1.05 | — | CONV | 458660AD9 |
| WYNN | WYNN RESORTS LTD | 21,617 | $2.138M | 0.1% | $137.18 | -26.9% | COM | 983134107 |
| — | II-VI INC | 2,001,000 | $1.95M | 0.0% | $0.97 | — | CONV | 902104AB4 |
| TDOC | TELADOC HEALTH INC | 35,000 | $1.735M | 0.0% | $61.19 | 0.0% | COM | 87918A105 |
| — | LIBERTY MEDIA CORP | 1,248,000 | $1.295M | 0.0% | $1.04 | — | CONV | 531229AF9 |
| — | ADVENT CLAYMORE CONVERTIBLE SE | 100,000 | $1.254M | 0.0% | $15.05 | — | COM | 00764C109 |
| — | CBS CORP | 28,648 | $1.252M | 0.0% | $57.02 | — | COM | 124857202 |
| — | GUIDEWIRE SOFTWARE INC | 1,156,000 | $1.122M | 0.0% | $0.98 | — | CONV | 40171VAA8 |
| — | ENSCO JERSEY FINANCE LTD | 1,502,000 | $1.019M | 0.0% | $0.95 | — | CONV | 29359WAB1 |
| — | QIAGEN NV | 800,000 | $1.006M | 0.0% | $1.26 | — | CONV | EK1258830 |
| BCO | BRINK'S CO/THE | 14,500 | $937K | 0.0% | $60.90 | 0.0% | COM | 109696104 |
| LEA | LEAR CORP | 7,000 | $860K | 0.0% | $115.32 | 0.0% | COM | 521865204 |
| — | NABORS INDUSTRIES LTD | 40,000 | $716K | 0.0% | $43.80 | — | CONV PFD | EP0553024 |
| PFE | PFIZER INC | 15,000 | $655K | 0.0% | $30.00 | +0.1% | COM | 717081103 |
| RPD | RAPID7 INC | 20,000 | $623K | 0.0% | $33.57 | -2.5% | COM | 753422104 |
| — | NUANCE COMMUNICATIONS | 658,000 | $620K | 0.0% | $0.97 | — | CONV | 67020YAG5 |
| — | CAESARS ENTERTAINMENT CORP | 77,641 | $527K | 0.0% | $11.50 | — | COM | 127686103 |
| — | SEMPRA ENERGY | 5,450 | $526K | 0.0% | $102.36 | — | CONV PFD | 816851406 |
| LOW | LOWE'S COS INC | 5,000 | $462K | 0.0% | $84.62 | 0.0% | COM | 548661107 |
| TAP | MOLSON COORS BREWING CO | 8,000 | $449K | 0.0% | $54.30 | -6.4% | COM | 60871R209 |
| — | TWITTER INC | 400,000 | $389K | 0.0% | $0.90 | — | CONV | 90184LAB8 |
| CAT | CATERPILLAR INC | 2,870 | $365K | 0.0% | $133.07 | -16.2% | COM | 149123101 |
| — | FIRST MIDWEST BANCORP INC/IL | 18,000 | $357K | 0.0% | $25.81 | — | COM | 320867104 |
| — | DEXCOM INC | 220,000 | $298K | 0.0% | $1.35 | — | CONV | 252131AF4 |
| — | INSULET CORPORATION | 208,000 | $296K | 0.0% | $1.31 | — | CONV | 45784PAF8 |
| — | INPHI CORP | 274,000 | $289K | 0.0% | $1.06 | — | CONV | 45772FAB3 |
| — | EVOLENT HEALTH INC | 258,000 | $287K | 0.0% | $1.11 | — | CONV | 30050BAB7 |
| — | SPDR S&P 500 ETF TRUST | 800 | $284K | 0.0% | — | — | Call | 78462F903 |
| — | VIACOM INC | 10,000 | $278K | 0.0% | $36.60 | — | COM | 92553P102 |
| MSFT | MICROSOFT CORP | 2,700 | $274K | 0.0% | $100.02 | -0.0% | COM | 594918104 |
| — | REDWOOD TRUST INC | 297,000 | $273K | 0.0% | $0.99 | — | CONV | 758075AC9 |
| ELV | ANTHEM INC | 1,000 | $263K | 0.0% | $209.44 | +19.4% | COM | 036752103 |
| — | EZCORP INC | 243,000 | $239K | 0.0% | $1.24 | — | CONV | 302301AF3 |
| EVH | EVOLENT HEALTH INC | 10,000 | $200K | 0.0% | $23.85 | -3.0% | COM | 30050B101 |
| GME | GAMESTOP CORP | 13,000 | $164K | 0.0% | $3.09 | +7.2% | COM | 36467W109 |
| KBH | KB HOME | 8,342 | $159K | 0.0% | $23.73 | -22.0% | COM | 48666K109 |
| HZO | MARINEMAX INC | 8,000 | $146K | 0.0% | $20.61 | +1.1% | COM | 567908108 |
| NXPI | NXP SEMICONDUCTORS NV | 1,700 | $125K | 0.0% | $85.25 | -17.2% | COM | N6596X109 |
| — | WALT DISNEY CO/THE | 200 | $105K | 0.0% | — | — | Call | 254687906 |
| AAL | AMERICAN AIRLINES GROUP INC | 3,000 | $96,000 | 0.0% | $38.31 | -10.7% | COM | 02376R102 |
| — | KEYW HOLDING CORP | 85,000 | $80,000 | 0.0% | $0.93 | — | CONV | 493723AA8 |
| — | NEVRO CORP | 2,000 | $78,000 | 0.0% | $57.00 | — | COM | 64157F103 |
| — | APPLE INC | 677 | $75,000 | 0.0% | — | — | Call | 037833900 |
| — | LAM RESEARCH CORP | 200 | $70,000 | 0.0% | — | — | Call | 512807908 |
| CMCSA | COMCAST CORP | 2,000 | $68,000 | 0.0% | $29.34 | +3.7% | COM | 20030N101 |
| — | CBS CORP | 200 | $44,000 | 0.0% | — | — | Put | 124857952 |
| — | VISA INC | 463 | $42,000 | 0.0% | — | — | Call | 92826C909 |
| — | TEVA PHARMACEUTICAL INDUSTRIES | 1,390 | $42,000 | 0.0% | — | — | Put | 881624959 |
| — | SCIENTIFIC GAMES CORP | 300 | $29,000 | 0.0% | — | — | Call | 80874P909 |
| — | INFINERA CORP | 1,813 | $27,000 | 0.0% | — | — | Call | 45667G903 |
| — | ISHARES IBOXX HIGH YIELD CORPO | 500 | $23,000 | 0.0% | — | — | Put | 464288953 |
| — | VANECK VECTORS SEMICONDUCTOR E | 150 | $22,000 | 0.0% | — | — | Call | 92189F906 |
| — | DEUTSCHE BANK AG | 3,000 | $21,000 | 0.0% | — | — | Put | D18190958 |
| — | LIBERTY INTERACTIVE LLC | 33,000 | $19,000 | 0.0% | $0.53 | — | CONV | 530715AN1 |
| — | ZILLOW GROUP INC | 200 | $19,000 | 0.0% | — | — | Call | 98954M900 |
| — | PDC ENERGY INC | 19,000 | $19,000 | 0.0% | $1.06 | — | CONV | 69327RAD3 |
| — | ROYAL GOLD INC | 16,000 | $18,000 | 0.0% | $0.96 | — | CONV | 780287AA6 |
| — | CISCO SYSTEMS INC | 390 | $18,000 | 0.0% | — | — | Call | 17275R902 |
| — | MACY'S INC | 335 | $17,000 | 0.0% | — | — | Put | 55616P954 |
| — | GENERAL ELECTRIC CO | 1,950 | $17,000 | 0.0% | — | — | Call | 369604903 |
| — | CTRIP.COM INTL LTD | 13,000 | $14,000 | 0.0% | $1.06 | — | CONV | 22943FAM2 |
| — | STMICROELECTRONICS NV | 650 | $13,000 | 0.0% | — | — | Call | 861012902 |
| — | SQUARE INC | 200 | $13,000 | 0.0% | — | — | Call | 852234903 |
| — | FINISAR CORP | 12,000 | $13,000 | 0.0% | $1.04 | — | CONV | 31787AAM3 |
| — | INTEGRATED DEVICE TECH | 11,000 | $13,000 | 0.0% | $1.02 | — | CONV | 458118AC0 |
| — | CIENA CORP | 200 | $13,000 | 0.0% | — | — | Call | 171779909 |
| — | WEATHERFORD BERMUDA | 16,000 | $12,000 | 0.0% | $1.06 | — | CONV | 947075AH0 |
| — | LIONS GATE ENTERTAINMENT CORP | 325 | $12,000 | 0.0% | — | — | Call | 535919901 |
| — | TESLA INC | 11,000 | $12,000 | 0.0% | $0.92 | — | CONV | 88160RAB7 |
| — | JPMORGAN CHASE & CO | 1,300 | $10,000 | 0.0% | — | — | Call | 46625H900 |
| — | FIREEYE INC | 390 | $10,000 | 0.0% | — | — | Put | 31816Q951 |
| — | ROWAN COS PLC | 250 | $10,000 | 0.0% | — | — | Call | G7665A901 |
| — | ISHARES MSCI EMERGING MARKETS | 2,750 | $9,000 | 0.0% | — | — | Call | 464287904 |
| — | ACORDA THERAPEUTICS INC | 10,000 | $9,000 | 0.0% | $0.93 | — | CONV | 00484MAA4 |
| — | INSULET CORP | 195 | $9,000 | 0.0% | — | — | Call | 45784P901 |
| — | CALAMP CORP | 8,000 | $9,000 | 0.0% | $0.97 | — | CONV | 128126AB5 |
| — | MICROSOFT CORP | 200 | $8,000 | 0.0% | — | — | Call | 594918904 |
| — | ENCORE CAPITAL GROUP INC | 8,000 | $7,000 | 0.0% | $0.98 | — | CONV | 292554AH5 |
| — | VIAVI SOLUTIONS INC | 1,500 | $7,000 | 0.0% | — | — | Call | 925550905 |
| — | FORD MOTOR CO | 3,000 | $6,000 | 0.0% | — | — | Call | 345370900 |
| — | ETSY INC | 150 | $6,000 | 0.0% | — | — | Call | 29786A906 |
| — | TWITTER INC | 100 | $4,000 | 0.0% | — | — | Put | 90184L952 |
| — | PACKAGING CORP OF AMERICA | 150 | $3,000 | 0.0% | — | — | Call | 695156909 |
| — | FORD MOTOR CO | 2,600 | $3,000 | 0.0% | — | — | Call | 345370960 |
| — | CTRIP.COM INTERNATIONAL LTD | 500 | $3,000 | 0.0% | — | — | Call | 22943F900 |
| — | AIR TRANSPORT SERVICES GROUP I | 100 | $2,000 | 0.0% | — | — | Put | 00922R955 |
| — | SOUTHWESTERN ENERGY CO | 1,790 | $2,000 | 0.0% | — | — | Call | 845467909 |
| — | ENSCO PLC | 390 | $2,000 | 0.0% | — | — | Call | G3157S906 |
| — | NABORS INDUSTRIES LTD | 1,950 | $2,000 | 0.0% | — | — | Call | G6359F903 |
| — | AK STEEL CORP | 2,000 | $2,000 | 0.0% | $1.40 | — | CONV | 001546AP5 |
| — | CHESAPEAKE ENERGY CORP | 500 | $1,000 | 0.0% | — | — | Put | 165167957 |
| — | ADVANCED MICRO DEVICES INC | 200 | $0 | 0.0% | — | — | Call | 007903907 |
| — | ENSCO PLC | 40 | $0 | 0.0% | — | — | Put | G3157S956 |