CIK: 0001097278 · Show all filings
Period: Q4 2019 (← Previous) (Next →)
Filing Date: Feb 14, 2020
Total Value ($000): $5,161,960 (20.0% shares, 80.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PALO ALTO NETWORKS | 153,622,000 | $170,080 | 3.3% | $1.05 | — | CONV | 697435AD7 |
| — | BANK OF AMERICA CORP | 116,562 | $169,933 | 3.3% | $309.30 | — | CONV PFD | 060505682 |
| — | WELLS FARGO & COMPANY | 113,370 | $164,417 | 3.2% | $1140.53 | — | CONV PFD | 949746804 |
| — | WESTERN DIGITAL CORP | 157,999,000 | $155,196 | 3.0% | $0.97 | — | CONV | 958102AP0 |
| — | TWITTER INC | 129,956,000 | $126,048 | 2.4% | $0.98 | — | CONV | 90184LAF9 |
| — | ILLUMINA INC | 70,236,000 | $97,728 | 1.9% | $1.25 | — | CONV | 452327AH2 |
| — | BOOKING HOLDINGS INC | 76,821,000 | $88,949 | 1.7% | $1.11 | — | CONV | 741503AX4 |
| — | BIOMARIN PHARMACEUTICAL | 82,941,000 | $88,038 | 1.7% | $1.02 | — | CONV | 09061GAH4 |
| — | PURE STORAGE INC | 80,331,000 | $80,433 | 1.6% | $0.96 | — | CONV | 74624MAB8 |
| — | BROADCOM INC | 68,475 | $80,069 | 1.6% | $1169.32 | — | CONV PFD | 11135F200 |
| — | EXACT SCIENCES CORP | 68,436,000 | $77,587 | 1.5% | $1.10 | — | CONV | 30063PAB1 |
| — | DISH NETWORK CORP | 74,699,000 | $72,125 | 1.4% | $1.04 | — | CONV | 25470MAB5 |
| — | ARES CAPITAL CORP | 69,684,000 | $72,092 | 1.4% | $1.02 | — | CONV | 04010LAT0 |
| — | VERINT SYSTEMS INC | 66,461,000 | $71,329 | 1.4% | $1.01 | — | CONV | 92343XAA8 |
| — | MICROCHIP TECHNOLOGY INC | 49,139,000 | $70,088 | 1.4% | $1.16 | — | CONV | 595017AF1 |
| — | SPLUNK INC | 57,589,000 | $69,483 | 1.3% | $1.07 | — | CONV | 848637AC8 |
| — | ILLUMINA INC | 62,033,000 | $68,885 | 1.3% | $1.11 | — | CONV | 452327AK5 |
| — | FIREEYE INC | 65,675,000 | $66,166 | 1.3% | $0.98 | — | CONV | 31816QAF8 |
| — | LIBERTY MEDIA CORP | 110,444,000 | $63,993 | 1.2% | $0.88 | — | CONV | 531229AE2 |
| — | SYNAPTICS INC | 57,237,000 | $63,774 | 1.2% | $0.98 | — | CONV | 87157DAD1 |
| — | NUANCE COMMUNICATIONS | 62,774,000 | $63,047 | 1.2% | $0.92 | — | CONV | 67020YAK6 |
| — | JAZZ INVESTMENTS I LTD | 61,641,000 | $62,167 | 1.2% | $0.95 | — | CONV | 472145AD3 |
| — | ANTHEM INC | 14,498,000 | $61,051 | 1.2% | $2.34 | — | CONV | 94973VBG1 |
| — | ARES CAPITAL CORP | 54,564,000 | $58,400 | 1.1% | $1.00 | — | CONV | 04010LAW3 |
| — | DOMINION ENERGY INC | 538,236 | $57,519 | 1.1% | $103.42 | — | CONV PFD | 25746U133 |
| — | HERBALIFE LTD | 54,754,000 | $56,801 | 1.1% | $0.98 | — | CONV | 42703MAD5 |
| — | SOUTHERN CO | 1,003,266 | $54,015 | 1.0% | $53.51 | — | CONV PFD | 842587602 |
| — | NEXTERA ENERGY INC | 1,044,350 | $53,429 | 1.0% | $50.29 | — | CONV PFD | 65339F796 |
| — | LIGAND PHARMACEUTICALS I | 60,954,000 | $52,832 | 1.0% | $0.86 | — | CONV | 53220KAF5 |
| — | VISHAY INTERTECHNOLOGY | 52,308,000 | $52,475 | 1.0% | $0.95 | — | CONV | 928298AP3 |
| — | LIBERTY MEDIA CORP | 38,848,000 | $52,344 | 1.0% | $1.02 | — | CONV | 531229AB8 |
| — | NRG ENERGY INC | 43,478,000 | $49,470 | 1.0% | $1.10 | — | CONV | 629377CG5 |
| — | NOVELLUS SYSTEMS INC | 5,424,000 | $49,441 | 1.0% | $5.04 | — | CONV | 670008AD3 |
| — | DTE ENERGY CO | 922,327 | $47,368 | 0.9% | $51.36 | — | CONV PFD | 233331842 |
| — | MARRIOTT VACATION WORLDW | 44,267,000 | $47,326 | 0.9% | $0.88 | — | CONV | 57164YAB3 |
| — | AKAMAI TECHNOLOGIES INC | 42,536,000 | $47,117 | 0.9% | $1.07 | — | CONV | 00971TAJ0 |
| — | NEW RELIC INC | 47,189,000 | $45,968 | 0.9% | $1.01 | — | CONV | 64829BAB6 |
| — | SQUARE INC | 40,759,000 | $45,558 | 0.9% | $1.18 | — | CONV | 852234AD5 |
| — | SUPERNUS PHARMACEUTICALS | 49,922,000 | $45,350 | 0.9% | $0.97 | — | CONV | 868459AD0 |
| — | INTERCEPT PHARMAS | 44,625,000 | $45,282 | 0.9% | $0.94 | — | CONV | 45845PAA6 |
| — | TRIP.COM GROUP LTD | 42,938,000 | $45,202 | 0.9% | $1.07 | — | CONV | 22943FAH3 |
| — | MACQUARIE INFRASTRUCTURE | 45,450,000 | $43,502 | 0.8% | $0.97 | — | CONV | 55608BAB1 |
| — | AMERICAN ELECTRIC POWER | 798,455 | $43,119 | 0.8% | $51.80 | — | CONV PFD | 025537127 |
| — | CSG SYSTEMS INTERNATIONA | 37,540,000 | $42,842 | 0.8% | $1.04 | — | CONV | 126349AF6 |
| — | STANLEY BLACK & DECKER I | 387,578 | $42,287 | 0.8% | $108.36 | — | CONV PFD | 854502887 |
| — | DISH NETWORK CORP | 45,723,000 | $41,830 | 0.8% | $0.89 | — | CONV | 25470MAD1 |
| — | MERITOR INC | 37,992,000 | $41,426 | 0.8% | $0.95 | — | CONV | 59001KAF7 |
| — | SPIRIT REALTY CAPITAL IN | 39,876,000 | $41,322 | 0.8% | $1.04 | — | CONV | 84860WAB8 |
| — | BIOMARIN PHARMACEUTICAL | 37,781,000 | $41,037 | 0.8% | $1.09 | — | CONV | 09061GAF8 |
| — | CARDTRONICS INC | 38,382,000 | $40,838 | 0.8% | $0.95 | — | CONV | 14161HAG3 |
| — | BOOKING HOLDINGS INC | 25,679,000 | $40,087 | 0.8% | $1.23 | — | CONV | 741503AS5 |
| — | DYCOM INDUSTRIES INC | 41,102,000 | $39,927 | 0.8% | $1.08 | — | CONV | 267475AB7 |
| — | STARWOOD PROPERTY TRUST | 37,113,000 | $38,513 | 0.7% | $1.00 | — | CONV | 85571BAH8 |
| — | CHENIERE ENERGY INC | 48,441,000 | $38,155 | 0.7% | $0.78 | — | CONV | 16411RAG4 |
| — | FIREEYE INC | 38,447,000 | $37,141 | 0.7% | $0.91 | — | CONV | 31816QAD3 |
| — | DANAHER CORP | 30,640 | $36,264 | 0.7% | $1049.59 | — | CONV PFD | 235851300 |
| — | INNOVIVA INC | 35,565,000 | $35,953 | 0.7% | $1.03 | — | CONV | 88338TAB0 |
| — | NUVASIVE INC | 26,949,000 | $35,953 | 0.7% | $1.21 | — | CONV | 670704AG0 |
| — | WORKDAY INC | 27,812,000 | $35,573 | 0.7% | $1.26 | — | CONV | 98138HAF8 |
| — | INSMED INC | 36,221,000 | $35,120 | 0.7% | $0.88 | — | CONV | 457669AA7 |
| — | STANLEY BLACK & DECKER I | 320,427 | $34,860 | 0.7% | $108.79 | — | CONV PFD | 854502846 |
| — | GREENBRIER COS INC | 34,516,000 | $33,548 | 0.6% | $1.03 | — | CONV | 393657AK7 |
| — | PRA GROUP INC | 32,794,000 | $32,690 | 0.6% | $0.98 | — | CONV | 73640QAB1 |
| — | TERADYNE INC | 14,619,000 | $32,126 | 0.6% | $1.37 | — | CONV | 880770AG7 |
| — | PRA GROUP INC | 28,427,000 | $29,737 | 0.6% | $0.98 | — | CONV | 69354NAB2 |
| — | VEREIT INC | 28,604,000 | $29,069 | 0.6% | $0.99 | — | CONV | 02917TAB0 |
| — | BECTON DICKINSON AND CO | 442,053 | $28,977 | 0.6% | $62.17 | — | CONV PFD | 075887208 |
| — | JAZZ INVESTMENTS I LTD | 28,083,000 | $28,911 | 0.6% | $1.04 | — | CONV | 472145AB7 |
| — | AIR TRANSPORT SERVICES G | 29,513,000 | $28,712 | 0.6% | $0.96 | — | CONV | 00922RAB1 |
| — | COLONY CAPITAL INC | 28,909,000 | $28,609 | 0.6% | $0.95 | — | CONV | 19624RAB2 |
| — | BLACKSTONE MORTGAGE TR | 26,165,000 | $27,692 | 0.5% | $1.02 | — | CONV | 09257WAB6 |
| — | PACIRA BIOSCIENCES INC | 25,879,000 | $27,021 | 0.5% | $0.94 | — | CONV | 695127AD2 |
| — | FORTIVE CORPORATION | 27,064 | $26,375 | 0.5% | $1031.08 | — | CONV PFD | 34959J207 |
| — | ON SEMICONDUCTOR CORP | 18,738,000 | $25,879 | 0.5% | $1.19 | — | CONV | 682189AP0 |
| — | HUAZHU GROUP LTD | 22,224,000 | $24,891 | 0.5% | $0.99 | — | CONV | 16949NAC3 |
| — | ZILLOW INC | 21,215,000 | $23,864 | 0.5% | $1.01 | — | CONV | 98954MAB7 |
| — | INTL FLAVOR & FRAGRANCES | 479,253 | $23,004 | 0.4% | $52.09 | — | CONV PFD | 459506309 |
| — | VIAVI SOLUTIONS INC | 17,723,000 | $22,853 | 0.4% | $1.02 | — | CONV | 925550AB1 |
| — | RAPID7 INC | 15,303,000 | $22,831 | 0.4% | $1.30 | — | CONV | 753422AB0 |
| — | ALTAIR ENGINEERING INC | 22,140,000 | $22,808 | 0.4% | $1.06 | — | CONV | 021369AA1 |
| — | REDWOOD TRUST INC | 22,259,000 | $22,807 | 0.4% | $1.01 | — | CONV | 758075AC9 |
| — | TWITTER INC | 22,816,000 | $22,239 | 0.4% | $0.86 | — | CONV | 90184LAD4 |
| — | CREE INC | 20,912,000 | $22,225 | 0.4% | $1.06 | — | CONV | 225447AB7 |
| — | ALLSCRIPTS HEALTHCARE SO | 20,786,000 | $20,651 | 0.4% | $1.01 | — | CONV | 01988PAD0 |
| — | BLACKROCK TCP CAP CORP | 20,113,000 | $20,648 | 0.4% | $1.03 | — | CONV | 87238QAD5 |
| — | QUOTIENT TECHNOLOGY INC | 20,306,000 | $19,953 | 0.4% | $0.95 | — | CONV | 749119AB9 |
| — | BENEFITFOCUS INC | 23,006,000 | $19,929 | 0.4% | $0.87 | — | CONV | 08180DAB2 |
| — | BLACKSTONE MORTGAGE TR | 17,815,000 | $19,034 | 0.4% | $0.99 | — | CONV | 09257WAC4 |
| — | VEECO INSTRUMENTS INC | 19,800,000 | $18,617 | 0.4% | $0.96 | — | CONV | 922417AD2 |
| — | SM ENERGY CO | 19,468,000 | $18,527 | 0.4% | $1.05 | — | CONV | 78454LAM2 |
| — | CROWN CASTLE INTL CORP | 14,416 | $18,484 | 0.4% | $1071.36 | — | CONV PFD | 22822V309 |
| — | NUANCE COMMUNICATIONS | 16,550,000 | $18,406 | 0.4% | $0.96 | — | CONV | 67020YAN0 |
| — | ENERGIZER HOLDINGS INC | 167,987 | $17,618 | 0.3% | $96.71 | — | CONV PFD | 29272W208 |
| — | ZILLOW GROUP INC | 18,164,000 | $17,466 | 0.3% | $0.93 | — | CONV | 98954MAC5 |
| — | TPG SPECIALTY LENDING IN | 16,061,000 | $17,100 | 0.3% | $1.01 | — | CONV | 87265KAD4 |
| — | DEXCOM INC | 11,528,000 | $17,061 | 0.3% | $1.48 | — | CONV | 252131AH0 |
| — | CALAMP CORP | 20,115,000 | $16,790 | 0.3% | $0.82 | — | CONV | 128126AD1 |
| — | NUTANIX INC | 16,435,000 | $16,351 | 0.3% | $1.07 | — | CONV | 67059NAB4 |
| — | TESLA INC | 10,523,000 | $15,870 | 0.3% | $0.98 | — | CONV | 88160RAG6 |
| — | NY COMMUNITY CAP TRUST V | 309,439 | $15,655 | 0.3% | $44.22 | — | CONV PFD | 64944P307 |
| — | FLEXION THERAPEUTICS INC | 14,636,000 | $15,629 | 0.3% | $1.09 | — | CONV | 33938JAB2 |
| — | NEW MOUNTAIN FINANCE COR | 14,538,000 | $15,287 | 0.3% | $1.03 | — | CONV | 647551AC4 |
| — | QTS REALTY TRUST INC | 114,924 | $14,758 | 0.3% | $106.28 | — | CONV PFD | 74736A301 |
| — | VIAVI SOLUTIONS INC | 11,300,000 | $14,221 | 0.3% | $1.18 | — | CONV | 925550AE5 |
| — | OSI SYSTEMS INC | 12,550,000 | $13,778 | 0.3% | $0.91 | — | CONV | 671044AD7 |
| — | GOLDMAN SACHS BDC INC | 13,324,000 | $13,708 | 0.3% | $1.02 | — | CONV | 38147UAB3 |
| — | TESLA INC | 10,244,000 | $13,032 | 0.3% | $0.98 | — | CONV | 88160RAC5 |
| — | HORIZON PHARMA INV LTD | 8,846,000 | $11,766 | 0.2% | $1.04 | — | CONV | 44052TAB7 |
| — | RETROPHIN INC | 14,499,000 | $11,298 | 0.2% | $0.84 | — | CONV | 761299AB2 |
| — | QIAGEN NV | 10,800,000 | $11,066 | 0.2% | $1.07 | — | CONV | AV5355400 |
| — | CYPRESS SEMICONDUCTOR CO | 9,000,000 | $10,908 | 0.2% | $0.95 | — | CONV | 232806AP4 |
| — | AVANTOR INC | 170,727 | $10,773 | 0.2% | $65.27 | — | CONV PFD | 05352A209 |
| — | ENVESTNET INC | 8,998,000 | $10,771 | 0.2% | $1.18 | — | CONV | 29404KAB2 |
| — | SAREPTA THERAPEUTICS INC | 5,429,000 | $10,564 | 0.2% | $1.65 | — | CONV | 803607AB6 |
| — | TRIP.COM GROUP LTD | 10,000,000 | $9,868 | 0.2% | $1.04 | — | CONV | 22943FAF7 |
| — | INPHI CORP | 6,900,000 | $9,769 | 0.2% | $0.99 | — | CONV | 45772FAC1 |
| — | WEIBO CORP | 9,850,000 | $9,312 | 0.2% | $0.94 | — | CONV | 948596AC5 |
| — | ZENDESK INC | 6,662,000 | $9,133 | 0.2% | $1.46 | — | CONV | 98936JAB7 |
| — | TELADOC HEALTH INC | 5,210,000 | $9,064 | 0.2% | $1.48 | — | CONV | 87918AAC9 |
| — | SERVICENOW INC | 4,243,000 | $8,968 | 0.2% | $1.49 | — | CONV | 81762PAC6 |
| — | TESLA INC | 6,300,000 | $8,939 | 0.2% | $1.42 | — | CONV | 88160RAD3 |
| — | ETSY INC | 6,262,000 | $8,851 | 0.2% | $1.41 | — | CONV | 29786AAC0 |
| — | ALZA CORP | 4,351,000 | $8,736 | 0.2% | $1.73 | — | CONV | 02261WAB5 |
| — | FIVE9 INC | 4,997,000 | $8,435 | 0.2% | $1.41 | — | CONV | 338307AB7 |
| — | SIX FLAGS ENTERTAINMENT CORP | 170,000 | $7,669 | 0.1% | $51.40 | — | COM | 83001A102 |
| WDC | WESTERN DIGITAL CORP | 115,000 | $7,299 | 0.1% | $41.07 | -0.9% | COM | 958102105 |
| — | DOCUSIGN INC | 5,782,000 | $7,204 | 0.1% | $1.25 | — | CONV | 256163AB2 |
| — | CLEVELAND-CLIFFS INC | 5,867,000 | $7,037 | 0.1% | $1.24 | — | CONV | 185899AA9 |
| — | LIVE NATION ENTERTAINMEN | 5,725,000 | $7,031 | 0.1% | $1.23 | — | CONV | 538034AQ2 |
| — | NEUROCRINE BIOSCIENCES | 4,537,000 | $6,957 | 0.1% | $1.40 | — | CONV | 64125CAD1 |
| — | INTERDIGITAL INC | 5,968,000 | $5,965 | 0.1% | $1.00 | — | CONV | 458660AD9 |
| — | TWILIO INC | 3,829,000 | $5,864 | 0.1% | $2.01 | — | CONV | 90138FAB8 |
| DAL | DELTA AIR LINES INC | 100,000 | $5,848 | 0.1% | $56.71 | -4.6% | COM | 247361702 |
| — | SEMPRA ENERGY | 48,322 | $5,768 | 0.1% | $101.20 | — | CONV PFD | 816851505 |
| — | COLFAX CORP | 36,223 | $5,697 | 0.1% | $133.36 | — | CONV PFD | 194014205 |
| — | HELIX ENERGY SOLUTIONS | 4,310,000 | $5,606 | 0.1% | $1.02 | — | CONV | 42330PAJ6 |
| — | CENTERPOINT ENERGY INC | 112,696 | $5,497 | 0.1% | $50.41 | — | CONV PFD | 15189T503 |
| — | TRANSOCEAN INC | 5,390,000 | $5,381 | 0.1% | $1.30 | — | CONV | 893830BJ7 |
| — | CHANGE HEALTHCARE INC | 89,640 | $5,375 | 0.1% | $56.25 | — | CONV PFD | 15912K209 |
| — | MESA LABORATORIES INC | 4,758,000 | $5,198 | 0.1% | $1.07 | — | CONV | 59064RAA7 |
| — | WAYFAIR INC | 4,713,000 | $5,123 | 0.1% | $1.09 | — | CONV | 94419LAB7 |
| — | HESS CORP | 70,000 | $4,677 | 0.1% | $66.81 | — | COM | 42809H107 |
| CCL | CARNIVAL CORP | 90,000 | $4,575 | 0.1% | $47.98 | -8.6% | COM | 143658300 |
| — | EVOLENT HEALTH INC | 6,472,000 | $4,454 | 0.1% | $0.69 | — | CONV | 30050BAD3 |
| — | LUMENTUM HOLDINGS INC | 3,048,000 | $4,453 | 0.1% | $1.23 | — | CONV | 55024UAB5 |
| UPS | UNITED PARCEL SERVICE INC | 35,000 | $4,097 | 0.1% | $92.83 | 0.0% | COM | 911312106 |
| — | BLACKROCK CAPITAL INVEST | 4,018,000 | $4,021 | 0.1% | $1.03 | — | CONV | 092533AC2 |
| — | IH MERGER SUB LLC | 2,906,000 | $3,923 | 0.1% | $1.11 | — | CONV | 19625XAB8 |
| T | AT&T INC | 100,000 | $3,908 | 0.1% | $18.86 | 0.0% | COM | 00206R102 |
| — | SCORPIO TANKERS INC | 3,000,000 | $3,685 | 0.1% | $0.96 | — | CONV | 80918TAB5 |
| CVX | CHEVRON CORP | 30,000 | $3,615 | 0.1% | $89.68 | 0.0% | COM | 166764100 |
| — | ASSURANT INC | 27,734 | $3,561 | 0.1% | $104.06 | — | CONV PFD | 04621X207 |
| — | DANAHER CORP | 601,000 | $3,528 | 0.1% | $3.09 | — | CONV | 235851AF9 |
| LEA | LEAR CORP | 25,000 | $3,430 | 0.1% | $109.43 | 0.0% | COM | 521865204 |
| — | PRETIUM RESOURCES INC | 3,219,000 | $3,348 | 0.1% | $0.84 | — | CONV | 74139CAB8 |
| — | SPLUNK INC | 2,680,000 | $3,318 | 0.1% | $1.09 | — | CONV | 848637AD6 |
| — | INTERCEPT PHARMAS | 2,500,000 | $3,317 | 0.1% | $1.33 | — | CONV | 45845PAB4 |
| C | CITIGROUP INC | 40,000 | $3,196 | 0.1% | $59.26 | 0.0% | COM | 172967424 |
| — | RH | 2,303,000 | $2,933 | 0.1% | $1.08 | — | CONV | 74967XAA1 |
| — | KAMAN CORP | 2,338,000 | $2,807 | 0.1% | $1.10 | — | CONV | 483548AF0 |
| HAS | HASBRO INC | 25,000 | $2,640 | 0.1% | $82.22 | 0.0% | COM | 418056107 |
| — | ADVENT CONVERTIBLE AND INCOME | 153,048 | $2,380 | 0.0% | $15.04 | — | COM | 00764C109 |
| ETN | EATON CORP PLC | 25,000 | $2,368 | 0.0% | $73.62 | +8.2% | COM | G29183103 |
| — | WHITING PETROLEUM CORP | 2,076,000 | $2,039 | 0.0% | $0.85 | — | CONV | 966387AL6 |
| — | WAYFAIR INC | 1,927,000 | $2,001 | 0.0% | $1.04 | — | CONV | 94419LAD3 |
| — | BRISTOL-MYERS SQUIBB CO | 1,098,000 | $1,813 | 0.0% | $1.36 | — | CONV | 110122AN8 |
| OXY | OCCIDENTAL PETROLEUM CORP | 33,500 | $1,381 | 0.0% | $36.00 | 0.0% | COM | 674599105 |
| CMA | COMERICA INC | 15,000 | $1,076 | 0.0% | $50.64 | 0.0% | COM | 200340107 |
| MU | MICRON TECHNOLOGY INC | 20,000 | $1,076 | 0.0% | $46.59 | 0.0% | COM | 595112103 |
| — | CONTINENTAL RESOURCES INC/OK | 30,000 | $1,029 | 0.0% | $34.30 | — | COM | 212015101 |
| — | CYPRESS SEMICONDUCTOR CO | 500,000 | $869 | 0.0% | $1.29 | — | CONV | 232806AM1 |
| URI | UNITED RENTALS INC | 5,000 | $834 | 0.0% | $140.67 | 0.0% | COM | 911363109 |
| — | WPX ENERGY INC | 50,000 | $687 | 0.0% | $13.74 | — | COM | 98212B103 |
| ULTA | ULTA BEAUTY INC | 2,500 | $633 | 0.0% | $244.35 | 0.0% | COM | 90384S303 |
| — | INTELSAT SA | 80,000 | $562 | 0.0% | $7.03 | — | COM | L5140P101 |
| DAN | DANA INC | 30,000 | $546 | 0.0% | $14.55 | 0.0% | COM | 235825205 |
| — | MARVELL TECHNOLOGY GROUP LTD | 20,000 | $531 | 0.0% | $26.55 | — | COM | G5876H105 |
| — | FIREEYE INC | 32,129 | $531 | 0.0% | $13.35 | — | COM | 31816Q101 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 600 | $502 | 0.0% | $16.05 | 0.0% | COM | 169656105 |
| ADBE | ADOBE INC | 1,500 | $495 | 0.0% | $294.23 | 0.0% | COM | 00724F101 |
| CWB | SPDR BLOOMBERG BARCLAYS CONVER | 8,060 | $447 | 0.0% | $55.46 | — | COM | 78464A359 |
| — | DISCOVERY INC | 13,500 | $442 | 0.0% | $29.16 | — | COM | 25470F104 |
| LEVI | LEVI STRAUSS & CO | 20,000 | $386 | 0.0% | $15.51 | 0.0% | COM | 52736R102 |
| — | IONIS PHARMACEUTICALS IN | 265,000 | $304 | 0.0% | $1.06 | — | CONV | 464337AJ3 |
| NCLH | NORWEGIAN CRUISE LINE HOLDINGS | 5,000 | $292 | 0.0% | $50.73 | +4.0% | COM | G66721104 |
| STZ | CONSTELLATION BRANDS INC | 1,500 | $285 | 0.0% | $180.85 | -5.6% | COM | 21036P108 |
| AKAM | AKAMAI TECHNOLOGIES INC | 3,200 | $276 | 0.0% | $87.43 | 0.0% | COM | 00971T101 |
| TGT | TARGET CORP | 2,000 | $256 | 0.0% | $99.83 | 0.0% | COM | 87612E106 |
| HZO | MARINEMAX INC | 14,335 | $239 | 0.0% | $17.82 | -8.5% | COM | 567908108 |
| — | EZCORP INC | 228,000 | $216 | 0.0% | $1.24 | — | CONV | 302301AF3 |
| CHGG | CHEGG INC | 5,700 | $216 | 0.0% | $34.99 | 0.0% | COM | 163092109 |
| FNF | FIDELITY NATIONAL FINANCIAL IN | 4,000 | $181 | 0.0% | $24.83 | +35.5% | COM | 31620R303 |
| — | IAC/INTERACTIVECORP | 700 | $174 | 0.0% | $248.57 | — | COM | 44919P508 |
| — | MICRON TECHNOLOGY INC | 400 | $163 | 0.0% | — | — | Call | 595112903 |
| — | INSULET CORPORATION | 73,000 | $139 | 0.0% | $1.42 | — | CONV | 45784PAH4 |
| — | SCIPLAY CORP | 10,000 | $123 | 0.0% | $10.70 | — | COM | 809087109 |
| — | VIACOMCBS INC | 2,551 | $114 | 0.0% | $44.69 | — | COM | 92556H107 |
| — | COMMSCOPE HOLDING CO INC | 400 | $66 | 0.0% | — | — | Call | 20337X909 |
| — | ISHARES 20 YEAR TREASURY BOND | 847 | $62 | 0.0% | — | — | Put | 464287952 |
| — | SPDR S&P OIL & GAS EXPLORATION | 500 | $46 | 0.0% | — | — | Call | 78464A900 |
| — | SM ENERGY CO | 300 | $43 | 0.0% | — | — | Call | 78454L900 |
| — | ISHARES IBOXX HIGH YIELD CORPO | 1,100 | $33 | 0.0% | — | — | Put | 464288953 |
| — | FREEPORT-MCMORAN INC | 1,590 | $31 | 0.0% | — | — | Call | 35671D907 |
| — | LEVI STRAUSS & CO | 300 | $20 | 0.0% | — | — | Call | 52736R902 |
| — | INTELSAT SA | 800 | $14 | 0.0% | — | — | Put | L5140P951 |
| — | SPDR S&P 500 ETF TRUST | 455 | $14 | 0.0% | — | — | Put | 78462F953 |
| — | VANECK VECTORS OIL SERVICES ET | 750 | $10 | 0.0% | — | — | Call | 92189F908 |
| — | 8X8 INC | 300 | $8 | 0.0% | — | — | Put | 282914950 |
| — | ASHLAND GLOBAL HOLDINGS INC | 400 | $5 | 0.0% | $12.50 | — | COM | 427098116 |
| — | FORTIVE CORP | 207 | $4 | 0.0% | — | — | Call | 34959J908 |
| — | HASBRO INC | 200 | $2 | 0.0% | — | — | Put | 418056957 |
| — | CONTINENTAL RESOURCES INC/OK | 300 | $2 | 0.0% | — | — | Put | 212015951 |
| — | SNAP INC | 600 | $1 | 0.0% | — | — | Call | 83304A906 |
| — | TWITTER INC | 500 | $1 | 0.0% | — | — | Call | 90184L902 |
| — | SUNPOWER CORP | 1,000 | $1 | 0.0% | $1.00 | — | CONV | 867652AL3 |