Location: New York, NY
CIK: 0001097278 · Show all filings
Period: Q2 2019 (← Previous) (Next →)
Filing Date: Aug 14, 2019
Total Value: $5.168B (17.4% shares, 82.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WELLS FARGO & COMPANY | 114,650 | $157M | 3.0% | $1135.36 | — | CONV PFD | 949746804 |
| — | BOOKING HOLDINGS INC | 120,380,000 | $138M | 2.7% | $1.11 | — | CONV | 741503AX4 |
| — | BANK OF AMERICA CORP | 96,518 | $133M | 2.6% | $67.90 | — | CONV PFD | 060505682 |
| — | TWITTER INC | 121,383,000 | $119M | 2.3% | $0.98 | — | CONV | 90184LAF9 |
| — | AKAMAI TECHNOLOGIES INC | 106,579,000 | $114M | 2.2% | $1.07 | — | CONV | 00971TAJ0 |
| — | VERINT SYSTEMS INC | 78,455,000 | $84.32M | 1.6% | $1.01 | — | CONV | 92343XAA8 |
| — | ILLUMINA INC | 52,854,000 | $81.72M | 1.6% | $1.22 | — | CONV | 452327AH2 |
| — | DISH NETWORK CORP | 83,760,000 | $81.62M | 1.6% | $1.04 | — | CONV | 25470MAB5 |
| — | MICROCHIP TECHNOLOGY INC | 67,280,000 | $79.91M | 1.5% | $1.16 | — | CONV | 595017AF1 |
| — | BIOMARIN PHARMACEUTICAL | 76,269,000 | $79.35M | 1.5% | $1.03 | — | CONV | 09061GAH4 |
| — | DOMINION ENERGY INC | 766,500 | $79.27M | 1.5% | $103.42 | — | CONV PFD | 25746U133 |
| — | FIREEYE INC | 79,010,000 | $77.39M | 1.5% | $0.98 | — | CONV | 31816QAF8 |
| — | ARES CAPITAL CORP | 75,286,000 | $76.66M | 1.5% | $1.02 | — | CONV | 04010LAT0 |
| — | PURE STORAGE INC | 76,762,000 | $73.69M | 1.4% | $0.96 | — | CONV | 74624MAB8 |
| — | BOOKING HOLDINGS INC | 47,811,000 | $68.74M | 1.3% | $1.23 | — | CONV | 741503AS5 |
| — | ANTHEM INC | 16,532,000 | $64.75M | 1.3% | $2.32 | — | CONV | 94973VBG1 |
| — | SYNAPTICS INC | 68,915,000 | $61.77M | 1.2% | $0.98 | — | CONV | 87157DAD1 |
| — | SUPERNUS PHARMACEUTICALS | 61,727,000 | $60.25M | 1.2% | $0.97 | — | CONV | 868459AD0 |
| — | MERITOR INC | 56,288,000 | $58.94M | 1.1% | $0.95 | — | CONV | 59001KAF7 |
| — | LIGAND PHARMACEUTICALS I | 67,972,000 | $58.67M | 1.1% | $0.86 | — | CONV | 53220KAF5 |
| — | NEXTERA ENERGY INC | 836,600 | $54.61M | 1.1% | $0.17 | — | CONV PFD | 65339F820 |
| — | DYCOM INDUSTRIES INC | 55,181,000 | $54.2M | 1.0% | $1.08 | — | CONV | 267475AB7 |
| — | NUANCE COMMUNICATIONS | 57,113,000 | $53.68M | 1.0% | $0.92 | — | CONV | 67020YAK6 |
| — | BECTON DICKINSON AND CO | 860,637 | $53.5M | 1.0% | $62.17 | — | CONV PFD | 075887208 |
| — | AMERICAN ELECTRIC POWER | 995,327 | $53.12M | 1.0% | $51.80 | — | CONV PFD | 025537127 |
| — | ARES CAPITAL CORP | 50,490,000 | $52.02M | 1.0% | $0.99 | — | CONV | 04010LAW3 |
| — | ATLAS AIR WORLDWIDE HLDG | 49,974,000 | $51.44M | 1.0% | $1.02 | — | CONV | 049164BJ4 |
| — | LIBERTY MEDIA CORP | 95,242,000 | $50.58M | 1.0% | $0.93 | — | CONV | 531229AE2 |
| — | CSG SYSTEMS INTERNATIONA | 45,543,000 | $50.5M | 1.0% | $1.04 | — | CONV | 126349AF6 |
| — | CTRIP.COM INTL LTD | 50,977,000 | $50.37M | 1.0% | $1.04 | — | CONV | 22943FAF7 |
| — | JAZZ INVESTMENTS I LTD | 50,887,000 | $50.31M | 1.0% | $0.95 | — | CONV | 472145AD3 |
| — | LIBERTY MEDIA CORP | 42,698,000 | $48.01M | 0.9% | $1.01 | — | CONV | 531229AB8 |
| — | PRA GROUP INC | 50,423,000 | $47.34M | 0.9% | $0.98 | — | CONV | 69354NAB2 |
| — | DANAHER CORP | 42,759 | $47.13M | 0.9% | $1049.59 | — | CONV PFD | 235851300 |
| — | TESLA INC | 48,872,000 | $46.48M | 0.9% | $0.99 | — | CONV | 88160RAC5 |
| — | INTERCEPT PHARMAS | 51,245,000 | $45.74M | 0.9% | $0.94 | — | CONV | 45845PAA6 |
| — | CHESAPEAKE ENERGY CORP | 56,646,000 | $44.96M | 0.9% | $0.90 | — | CONV | 165167CY1 |
| — | STANLEY BLACK & DECKER I | 438,797 | $44.77M | 0.9% | $109.13 | — | CONV PFD | 854502887 |
| — | NOVELLUS SYSTEMS INC | 7,724,000 | $44.32M | 0.9% | $5.04 | — | CONV | 670008AD3 |
| — | LUMENTUM HOLDINGS INC | 38,041,000 | $44.27M | 0.9% | $1.23 | — | CONV | 55024UAB5 |
| — | MARRIOTT VACATION WORLDW | 45,753,000 | $44.2M | 0.9% | $0.87 | — | CONV | 57164YAB3 |
| — | NUTANIX INC | 47,121,000 | $43.91M | 0.8% | $1.07 | — | CONV | 67059NAB4 |
| — | FINISAR CORP | 44,405,000 | $43.35M | 0.8% | $0.95 | — | CONV | 31787AAP6 |
| — | TWITTER INC | 45,201,000 | $43.32M | 0.8% | $0.86 | — | CONV | 90184LAD4 |
| — | HUAZHU GROUP LTD | 39,768,000 | $43.02M | 0.8% | $0.98 | — | CONV | 16949NAC3 |
| — | SQUARE INC | 34,156,000 | $40.86M | 0.8% | $1.20 | — | CONV | 852234AD5 |
| — | ZILLOW INC | 35,499,000 | $40.27M | 0.8% | $1.01 | — | CONV | 98954MAB7 |
| — | SPIRIT REALTY CAPITAL IN | 37,026,000 | $37.87M | 0.7% | $1.04 | — | CONV | 84860WAB8 |
| — | HERBALIFE LTD | 38,845,000 | $37.76M | 0.7% | $0.99 | — | CONV | 42703MAD5 |
| — | INNOVIVA INC | 35,038,000 | $36.82M | 0.7% | $1.03 | — | CONV | 88338TAB0 |
| — | IH MERGER SUB LLC | 29,999,000 | $36.73M | 0.7% | $1.11 | — | CONV | 19625XAB8 |
| — | DISH NETWORK CORP | 39,521,000 | $36.62M | 0.7% | $0.88 | — | CONV | 25470MAD1 |
| — | FIREEYE INC | 38,740,000 | $36.49M | 0.7% | $0.90 | — | CONV | 31816QAD3 |
| — | JAZZ INVESTMENTS I LTD | 35,760,000 | $36.49M | 0.7% | $1.04 | — | CONV | 472145AB7 |
| — | STARWOOD PROPERTY TRUST | 35,569,000 | $36.18M | 0.7% | $1.00 | — | CONV | 85571BAH8 |
| — | AIR TRANSPORT SERVICES G | 35,406,000 | $36.06M | 0.7% | $0.96 | — | CONV | 00922RAB1 |
| — | ASSURANT INC | 309,994 | $34.74M | 0.7% | $104.06 | — | CONV PFD | 04621X207 |
| — | INPHI CORP | 30,294,000 | $33.68M | 0.7% | $0.99 | — | CONV | 45772FAC1 |
| — | VIAVI SOLUTIONS INC | 28,442,000 | $33.44M | 0.6% | $1.02 | — | CONV | 925550AB1 |
| — | HORIZON PHARMA INV LTD | 29,900,000 | $33.21M | 0.6% | $1.04 | — | CONV | 44052TAB7 |
| — | CHENIERE ENERGY INC | 40,486,000 | $31.8M | 0.6% | $0.77 | — | CONV | 16411RAG4 |
| — | BIOMARIN PHARMACEUTICAL | 28,256,000 | $31.76M | 0.6% | $1.11 | — | CONV | 09061GAF8 |
| — | INSULET CORPORATION | 21,829,000 | $31.08M | 0.6% | $1.42 | — | CONV | 45784PAH4 |
| — | ARCONIC INC | 30,641,000 | $30.98M | 0.6% | $1.03 | — | CONV | 74973WAB3 |
| — | ON SEMICONDUCTOR CORP | 24,954,000 | $30.47M | 0.6% | $1.19 | — | CONV | 682189AP0 |
| — | CARDTRONICS INC | 31,435,000 | $30.4M | 0.6% | $0.94 | — | CONV | 14161HAG3 |
| — | GREENBRIER COS INC | 31,387,000 | $30.21M | 0.6% | $1.05 | — | CONV | 393657AK7 |
| — | TEVA PHARM FIN CO LLC | 32,959,000 | $30.1M | 0.6% | $0.98 | — | CONV | 88163VAE9 |
| — | NRG ENERGY INC | 25,969,000 | $27.78M | 0.5% | $1.07 | — | CONV | 629377CG5 |
| — | FORTIVE CORPORATION | 26,329 | $26.96M | 0.5% | $1041.30 | — | CONV PFD | 34959J207 |
| — | BLACKSTONE MORTGAGE TR | 25,362,000 | $26.47M | 0.5% | $0.99 | — | CONV | 09257WAC4 |
| — | BLACKSTONE MORTGAGE TR | 25,015,000 | $25.96M | 0.5% | $1.01 | — | CONV | 09257WAB6 |
| — | TERADYNE INC | 15,942,000 | $25.9M | 0.5% | $1.37 | — | CONV | 880770AG7 |
| — | MACQUARIE INFRASTRUCTURE | 28,762,000 | $25.62M | 0.5% | $0.99 | — | CONV | 55608BAB1 |
| — | NEVRO CORP | 24,530,000 | $25.6M | 0.5% | $1.06 | — | CONV | 64157FAA1 |
| — | TELADOC HEALTH INC | 16,766,000 | $24.85M | 0.5% | $1.48 | — | CONV | 87918AAC9 |
| — | COLONY CAPITAL INC | 25,459,000 | $24.69M | 0.5% | $0.94 | — | CONV | 19624RAB2 |
| — | NEW RELIC INC | 22,917,000 | $24.44M | 0.5% | $1.07 | — | CONV | 64829BAB6 |
| — | NUANCE COMMUNICATIONS | 24,644,000 | $24.22M | 0.5% | $0.96 | — | CONV | 67020YAN0 |
| — | CROWN CASTLE INTL CORP | 20,086 | $24.09M | 0.5% | $1062.00 | — | CONV PFD | 22822V309 |
| — | VEECO INSTRUMENTS INC | 26,723,000 | $23.79M | 0.5% | $0.96 | — | CONV | 922417AD2 |
| — | QUOTIENT TECHNOLOGY INC | 24,458,000 | $23.7M | 0.5% | $0.94 | — | CONV | 749119AB9 |
| — | PACIRA BIOSCIENCES INC | 23,062,000 | $23.69M | 0.5% | $0.93 | — | CONV | 695127AD2 |
| — | WHITING PETROLEUM CORP | 23,810,000 | $23.15M | 0.4% | $0.85 | — | CONV | 966387AL6 |
| — | CTRIP.COM INTL LTD | 21,172,000 | $23.03M | 0.4% | $1.09 | — | CONV | 22943FAH3 |
| — | WEIBO CORP | 24,262,000 | $22.87M | 0.4% | $0.94 | — | CONV | 948596AC5 |
| — | WORKDAY INC | 15,123,000 | $22.62M | 0.4% | $1.23 | — | CONV | 98138HAF8 |
| — | NUVASIVE INC | 19,613,000 | $22.27M | 0.4% | $1.18 | — | CONV | 670704AG0 |
| — | CLOVIS ONCOLOGY INC | 24,758,000 | $22.02M | 0.4% | $0.96 | — | CONV | 189464AB6 |
| — | EXACT SCIENCES CORP | 17,349,000 | $21.91M | 0.4% | $1.02 | — | CONV | 30063PAB1 |
| — | CYPRESS SEMICONDUCTOR CO | 18,500,000 | $21.85M | 0.4% | $0.95 | — | CONV | 232806AP4 |
| — | CAESARS ENTERTAIN CORP | 12,593,000 | $21.62M | 0.4% | $1.80 | — | CONV | 127686AA1 |
| — | SM ENERGY CO | 23,119,000 | $21.45M | 0.4% | $1.05 | — | CONV | 78454LAM2 |
| — | INSMED INC | 21,999,000 | $21.23M | 0.4% | $0.89 | — | CONV | 457669AA7 |
| — | ZENDESK INC | 13,571,000 | $20.84M | 0.4% | $1.46 | — | CONV | 98936JAB7 |
| — | OASIS PETROLEUM INC | 22,719,000 | $20.81M | 0.4% | $1.12 | — | CONV | 674215AJ7 |
| — | ZILLOW GROUP INC | 20,900,000 | $20.59M | 0.4% | $0.93 | — | CONV | 98954MAC5 |
| — | CLEVELAND-CLIFFS INC | 14,081,000 | $20.29M | 0.4% | $1.24 | — | CONV | 185899AA9 |
| — | ALLSCRIPTS HEALTHCARE SO | 20,000,000 | $20.02M | 0.4% | $1.02 | — | CONV | 01988PAD0 |
| — | BLACKROCK TCP CAP CORP | 19,125,000 | $19.45M | 0.4% | $1.03 | — | CONV | 87238QAD5 |
| — | INTL FLAVOR & FRAGRANCES | 350,520 | $18.79M | 0.4% | $53.95 | — | CONV PFD | 459506309 |
| — | QTS REALTY TRUST INC | 167,865 | $18.71M | 0.4% | $104.68 | — | CONV PFD | 74736A301 |
| — | BLACKROCK CAPITAL INVEST | 18,610,000 | $18.67M | 0.4% | $1.03 | — | CONV | 092533AC2 |
| — | OSI SYSTEMS INC | 15,603,000 | $18.51M | 0.4% | $0.91 | — | CONV | 671044AD7 |
| — | PRA GROUP INC | 18,500,000 | $18.26M | 0.4% | $0.97 | — | CONV | 73640QAB1 |
| — | OIL STATES INTL INC | 19,994,000 | $17.88M | 0.3% | $0.89 | — | CONV | 678026AH8 |
| — | TPG SPECIALTY LENDING IN | 17,261,000 | $17.77M | 0.3% | $1.01 | — | CONV | 87265KAD4 |
| — | VEREIT INC | 17,400,000 | $17.55M | 0.3% | $0.97 | — | CONV | 02917TAB0 |
| — | TESLA INC | 16,910,000 | $16.62M | 0.3% | $0.98 | — | CONV | 88160RAG6 |
| — | CHANGE HEALTHCARE INC | 292,578 | $16.46M | 0.3% | $56.25 | — | CONV PFD | 15912K209 |
| — | SERVICENOW INC | 7,853,000 | $16.2M | 0.3% | $1.49 | — | CONV | 81762PAC6 |
| — | RH | 13,982,000 | $16.14M | 0.3% | $1.14 | — | CONV | 761283AC4 |
| — | VIAVI SOLUTIONS INC | 13,700,000 | $15.85M | 0.3% | $1.16 | — | CONV | 925550AE5 |
| — | FLEXION THERAPEUTICS INC | 17,571,000 | $15.35M | 0.3% | $1.11 | — | CONV | 33938JAB2 |
| — | NEUROCRINE BIOSCIENCES | 11,543,000 | $15.25M | 0.3% | $1.40 | — | CONV | 64125CAD1 |
| — | ALTAIR ENGINEERING INC | 13,661,000 | $14.85M | 0.3% | $1.09 | — | CONV | 021369AA1 |
| — | AVANTOR INC | 220,661 | $14.55M | 0.3% | $65.92 | — | CONV PFD | 05352A209 |
| — | TRANSOCEAN INC | 14,650,000 | $14.45M | 0.3% | $1.30 | — | CONV | 893830BJ7 |
| — | ENVESTNET INC | 12,077,000 | $14.4M | 0.3% | $1.19 | — | CONV | 29404KAB2 |
| — | ENERGIZER HOLDINGS INC | 164,889 | $14.26M | 0.3% | $97.20 | — | CONV PFD | 29272W208 |
| — | DTE ENERGY CO | 250,969 | $14.07M | 0.3% | $53.05 | — | CONV PFD | 233331883 |
| — | WRIGHT MEDICAL GROUP INC | 12,454,000 | $13.55M | 0.3% | $0.96 | — | CONV | 98235TAE7 |
| — | GUIDEWIRE SOFTWARE INC | 11,923,000 | $13.37M | 0.3% | $1.08 | — | CONV | 40171VAA8 |
| — | IONIS PHARMACEUTICALS IN | 10,746,000 | $12.75M | 0.2% | $1.01 | — | CONV | 464337AJ3 |
| — | ATLAS AIR WORLDWIDE HLDG | 12,506,000 | $12.4M | 0.2% | $1.04 | — | CONV | 049164BH8 |
| — | NY COMMUNITY CAP TRUST V | 259,926 | $12.32M | 0.2% | $42.16 | — | CONV PFD | 64944P307 |
| — | SAREPTA THERAPEUTICS INC | 5,456,000 | $12.16M | 0.2% | $1.81 | — | CONV | 803607AB6 |
| — | QIAGEN NV | 10,600,000 | $11.82M | 0.2% | $1.09 | — | CONV | AV5355400 |
| — | TWILIO INC | 5,850,000 | $11.75M | 0.2% | $2.01 | — | CONV | 90138FAB8 |
| — | GOLDMAN SACHS BDC INC | 11,203,000 | $11.25M | 0.2% | $1.02 | — | CONV | 38147UAB3 |
| — | CENTERPOINT ENERGY INC | 214,341 | $10.81M | 0.2% | $50.41 | — | CONV PFD | 15189T503 |
| — | ALZA CORP | 5,596,000 | $10.73M | 0.2% | $1.73 | — | CONV | 02261WAB5 |
| — | HELIX ENERGY SOLUTIONS | 8,657,000 | $10.55M | 0.2% | $1.02 | — | CONV | 42330PAJ6 |
| — | NEW MOUNTAIN FINANCE COR | 10,000,000 | $10.26M | 0.2% | $1.03 | — | CONV | 647551AC4 |
| — | RED HAT INC | 3,993,000 | $10.19M | 0.2% | $1.21 | — | CONV | 756577AD4 |
| — | GOLAR LNG LTD | 10,856,000 | $10.07M | 0.2% | $1.03 | — | CONV | 38046YAB7 |
| — | REDWOOD TRUST INC | 10,296,000 | $10.07M | 0.2% | $0.97 | — | CONV | 758075AC9 |
| — | NXP SEMICONDUCTOR NV | 9,472,000 | $10M | 0.2% | $1.09 | — | CONV | 62952QAB6 |
| — | SEMPRA ENERGY | 89,018 | $9.946M | 0.2% | $101.20 | — | CONV PFD | 816851505 |
| — | CYPRESS SEMICONDUCTOR CO | 5,302,000 | $8.898M | 0.2% | $1.29 | — | CONV | 232806AM1 |
| — | EZCORP INC | 9,842,000 | $8.87M | 0.2% | $0.90 | — | CONV | 302301AE6 |
| — | COLFAX CORP | 66,883 | $8.471M | 0.2% | $133.36 | — | CONV PFD | 194014205 |
| — | PRETIUM RESOURCES INC | 7,408,000 | $7.28M | 0.1% | $0.84 | — | CONV | 74139CAB8 |
| — | DANAHER CORP | 1,332,000 | $7.279M | 0.1% | $3.09 | — | CONV | 235851AF9 |
| — | FIVE9 INC | 5,209,000 | $7.24M | 0.1% | $1.39 | — | CONV | 338307AB7 |
| UPS | UNITED PARCEL SERVICE INC | 55,000 | $5.68M | 0.1% | $81.64 | -1.8% | COM | 911312106 |
| HUM | HUMANA INC | 20,000 | $5.306M | 0.1% | $239.24 | 0.0% | COM | 444859102 |
| — | SCORPIO TANKERS INC | 5,025,000 | $5.238M | 0.1% | $0.95 | — | CONV | 80918TAB5 |
| BA | BOEING CO/THE | 14,000 | $5.096M | 0.1% | $366.60 | -2.6% | COM | 097023105 |
| — | RETROPHIN INC | 5,207,000 | $4.688M | 0.1% | $1.02 | — | CONV | 761299AB2 |
| BABA | ALIBABA GROUP HOLDING LTD | 25,200 | $4.27M | 0.1% | $169.44 | — | COM | 01609W102 |
| — | GLAXOSMITHKLINE PLC | 100,000 | $4.002M | 0.1% | $40.02 | — | COM | 37733W105 |
| — | EVOLENT HEALTH INC | 4,545,000 | $4M | 0.1% | $0.97 | — | CONV | 30050BAB7 |
| — | SIX FLAGS ENTERTAINMENT CORP | 80,000 | $3.974M | 0.1% | $55.63 | — | COM | 83001A102 |
| — | LAZARD LTD | 106,750 | $3.671M | 0.1% | $36.14 | — | COM | G54050102 |
| CCL | CARNIVAL CORP | 75,000 | $3.491M | 0.1% | $50.30 | 0.0% | COM | 143658300 |
| PFE | PFIZER INC | 75,000 | $3.249M | 0.1% | $29.35 | -0.4% | COM | 717081103 |
| — | TPG SPECIALTY LENDING IN | 3,000,000 | $3.011M | 0.1% | $1.01 | — | CONV | 87265KAB8 |
| — | CLOVIS ONCOLOGY INC | 4,516,000 | $2.834M | 0.1% | $0.92 | — | CONV | 189464AC4 |
| MCHP | MICROCHIP TECHNOLOGY INC | 30,000 | $2.601M | 0.1% | $39.20 | 0.0% | COM | 595017104 |
| — | XILINX INC | 20,000 | $2.358M | 0.0% | $117.90 | — | COM | 983919101 |
| M | MACY'S INC | 100,000 | $2.146M | 0.0% | $32.35 | -29.7% | COM | 55616P104 |
| — | ADVENT CONVERTIBLE AND INCOME | 136,000 | $2.048M | 0.0% | $14.97 | — | COM | 00764C109 |
| — | BRISTOL-MYERS SQUIBB CO | 1,706,000 | $2.001M | 0.0% | $1.36 | — | CONV | 110122AN8 |
| — | KAMAN CORP | 1,374,000 | $1.603M | 0.0% | $1.08 | — | CONV | 483548AF0 |
| ELV | ANTHEM INC | 5,000 | $1.411M | 0.0% | $249.81 | 0.0% | COM | 036752103 |
| CIEN | CIENA CORP | 20,000 | $823K | 0.0% | $38.83 | -0.9% | COM | 171779309 |
| — | NUANCE COMMUNICATIONS | 581,000 | $577K | 0.0% | $0.97 | — | CONV | 67020YAG5 |
| TDOC | TELADOC HEALTH INC | 8,000 | $531K | 0.0% | $61.16 | -4.7% | COM | 87918A105 |
| VISN | COMMSCOPE HOLDING CO INC | 30,000 | $472K | 0.0% | $20.30 | 0.0% | COM | 20337X109 |
| FNF | FIDELITY NATIONAL FINANCIAL IN | 10,000 | $403K | 0.0% | $24.83 | +13.5% | COM | 31620R303 |
| — | CAESARS ENTERTAINMENT CORP | 32,767 | $387K | 0.0% | $10.59 | — | COM | 127686103 |
| MGM | MGM RESORTS INTERNATIONAL | 13,000 | $371K | 0.0% | $26.52 | -1.3% | COM | 552953101 |
| SNAP | SNAP INC | 25,000 | $358K | 0.0% | $12.23 | 0.0% | COM | 83304A106 |
| — | SILICON LABORATORIES INC | 272,000 | $338K | 0.0% | $1.08 | — | CONV | 826919AB8 |
| GTN | GRAY TELEVISION INC | 20,000 | $328K | 0.0% | $19.81 | 0.0% | COM | 389375106 |
| KR | KROGER CO/THE | 15,000 | $326K | 0.0% | $21.07 | 0.0% | COM | 501044101 |
| — | LIVE NATION ENTERTAINMEN | 250,000 | $297K | 0.0% | $1.19 | — | CONV | 538034AQ2 |
| — | DISCOVERY INC | 8,500 | $261K | 0.0% | $27.06 | — | COM | 25470F104 |
| — | EZCORP INC | 228,000 | $259K | 0.0% | $1.24 | — | CONV | 302301AF3 |
| NOK | NOKIA OYJ | 50,000 | $251K | 0.0% | $5.02 | — | COM | 654902204 |
| — | CBS CORP | 5,019 | $250K | 0.0% | $57.02 | — | COM | 124857202 |
| — | XILINX INC | 140 | $245K | 0.0% | — | — | Call | 983919901 |
| STM | STMICROELECTRONICS NV | 12,500 | $220K | 0.0% | $17.60 | — | COM | 861012102 |
| CHWY | CHEWY INC | 6,250 | $219K | 0.0% | $33.77 | 0.0% | COM | 16679L109 |
| — | DEXCOM INC | 129,000 | $206K | 0.0% | $1.35 | — | CONV | 252131AF4 |
| — | INTELSAT SA | 10,000 | $195K | 0.0% | $19.50 | — | COM | L5140P101 |
| — | VIACOM INC | 4,281 | $146K | 0.0% | $36.60 | — | COM | 92553P102 |
| HZO | MARINEMAX INC | 6,835 | $112K | 0.0% | $20.61 | -16.2% | COM | 567908108 |
| — | AMKOR TECHNOLOGY INC | 400 | $64,000 | 0.0% | — | — | Call | 031652900 |
| — | SPDR S&P 500 ETF TRUST | 1,750 | $63,000 | 0.0% | — | — | Put | 78462F953 |
| — | ISHARES RUSSELL 2000 ETF | 1,300 | $29,000 | 0.0% | — | — | Call | 464287905 |
| — | IQIYI INC | 650 | $25,000 | 0.0% | — | — | Call | 46267X908 |
| — | VONAGE HOLDINGS CORP | 500 | $11,000 | 0.0% | — | — | Put | 92886T951 |
| — | CLOVIS ONCOLOGY INC | 195 | $10,000 | 0.0% | — | — | Put | 189464950 |
| — | RH | 100 | $6,000 | 0.0% | — | — | Put | 74967X953 |
| — | ENVESTNET INC | 5,000 | $6,000 | 0.0% | $1.06 | — | CONV | 29404KAA4 |
| — | INTERDIGITAL INC | 5,000 | $5,000 | 0.0% | $1.05 | — | CONV | 458660AD9 |
| — | GRAY TELEVISION INC | 200 | $4,000 | 0.0% | — | — | Put | 389375956 |
| — | FREEPORT-MCMORAN INC | 390 | $2,000 | 0.0% | — | — | Call | 35671D907 |
| — | ISHARES IBOXX HIGH YIELD CORPO | 400 | $2,000 | 0.0% | — | — | Put | 464288953 |