Location: New York, NY
CIK: 0001097278 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 13, 2015
Total Value: $6.54B (13.5% shares, 86.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | Citrix Systems Inc | 122,050,000 | $129M | 2.0% | $1.06 | — | CONV | 177376AD2 |
| — | Yahoo! Inc | 121,392,000 | $118M | 1.8% | $1.11 | — | CONV | 984332AF3 |
| — | Wells Fargo & Co | 96,964 | $113M | 1.7% | $738.65 | — | CONV PFD | 949746804 |
| — | Intel Corp | 76,163,000 | $92.51M | 1.4% | $1.21 | — | CONV | 458140AD2 |
| — | Hologic Inc | 71,188,000 | $90.39M | 1.4% | $1.16 | — | CONV | 436440AG6 |
| — | Sandisk Corp | 92,444,000 | $89.17M | 1.4% | $1.04 | — | CONV | 80004CAF8 |
| — | Priceline Group Inc/The | 74,015,000 | $87.02M | 1.3% | $1.14 | — | CONV | 741503AS5 |
| — | Micron Technology Inc | 102,166,000 | $86.44M | 1.3% | $0.94 | — | CONV | 595112AY9 |
| — | Affiliated Managers Group Inc | 1,460,552 | $82.83M | 1.3% | $38.43 | — | CONV PFD | 00170F209 |
| — | Iconix Brand Group Inc | 86,979,000 | $82.3M | 1.3% | $1.08 | — | CONV | 451055AE7 |
| — | Ciena Corp | 81,150,000 | $80.49M | 1.2% | $1.00 | — | CONV | 171779AE1 |
| — | Ctrip.Com International Ltd | 71,300,000 | $77.26M | 1.2% | $1.02 | — | CONV | 22943FAD2 |
| — | Red Hat Inc | 62,365,000 | $74.61M | 1.1% | $1.20 | — | CONV | 756577AD4 |
| — | Illumina Inc | 67,461,000 | $74.26M | 1.1% | $1.16 | — | CONV | 452327AF6 |
| — | Jarden Corp | 63,043,000 | $72.4M | 1.1% | $1.18 | — | CONV | 471109AM0 |
| — | Twitter Inc | 81,859,000 | $69.89M | 1.1% | $0.91 | — | CONV | 90184LAC6 |
| — | Centerpoint Energy Inc | 1,182,632 | $69.38M | 1.1% | $12.30 | — | CONV | 15189T206 |
| — | Biomarin Pharmaceutical Inc | 51,055,000 | $66.8M | 1.0% | $1.12 | — | CONV | 09061GAE1 |
| — | Priceline Group Inc/The | 47,557,000 | $66.74M | 1.0% | $1.22 | — | CONV | 741503AQ9 |
| — | Whiting Petroleum Corp | 78,642,000 | $64.32M | 1.0% | $1.06 | — | CONV | 966387AK8 |
| — | Brookdale Senior Living Inc | 59,025,000 | $63.23M | 1.0% | $1.14 | — | CONV | 112463AA2 |
| — | Colony Capital Inc | 65,505,000 | $62.65M | 1.0% | $1.02 | — | CONV | 19624RAB2 |
| — | Forest City Enterprises Inc | 55,097,000 | $62M | 0.9% | $1.12 | — | CONV | 345550AP2 |
| — | Ares Capital Corp | 58,143,000 | $59.79M | 0.9% | $1.03 | — | CONV | 04010LAM5 |
| — | Sandisk Corp | 48,006,000 | $59.64M | 0.9% | $1.27 | — | CONV | 80004CAD3 |
| — | Frontier Communications Corp | 635,554 | $59.2M | 0.9% | $99.10 | — | CONV PFD | 35906A207 |
| — | Molina Healthcare Inc | 45,200,000 | $58.82M | 0.9% | $1.20 | — | CONV | 60855RAD2 |
| — | Anthem Inc | 1,210,056 | $58.59M | 0.9% | $50.56 | — | CONV PFD | 036752202 |
| — | Wright Medical Group Nv | 60,196,000 | $57.83M | 0.9% | $1.04 | — | CONV | 98235TAD9 |
| — | On Semiconductor Corp | 61,995,000 | $57.75M | 0.9% | $0.99 | — | CONV | 682189AJ4 |
| — | Akamai Technologies Inc | 54,582,000 | $57.45M | 0.9% | $1.08 | — | CONV | 00971TAG6 |
| — | Leucadia National Corp | 55,215,000 | $56.46M | 0.9% | $1.06 | — | CONV | 472319AG7 |
| — | Intel Corp | 36,935,000 | $55.9M | 0.9% | $1.35 | — | CONV | 458140AF7 |
| — | Liberty Media Corp | 56,996,000 | $54.37M | 0.8% | $0.99 | — | CONV | 531229AB8 |
| — | Fidelity Natl Financial | 27,171,000 | $53M | 0.8% | $1.74 | — | CONV | 31620RAE5 |
| — | CLEARWIRE COMM/FINANCE | 50,854,000 | $52.74M | 0.8% | $1.11 | — | CONV | 18538TAG4 |
| — | Microchip Technology Inc | 54,758,000 | $52.49M | 0.8% | $1.03 | — | CONV | 595017AC8 |
| — | Healthsouth Corp | 46,101,000 | $52.28M | 0.8% | $1.11 | — | CONV | 421924BL4 |
| — | Priceline Group Inc/The | 52,538,000 | $51.86M | 0.8% | $0.99 | — | CONV | 741503AX4 |
| — | Twitter Inc | 58,591,000 | $51.39M | 0.8% | $0.92 | — | CONV | 90184LAA0 |
| — | Bank Of America Corp | 46,189 | $49.75M | 0.8% | $150.97 | — | CONV PFD | 060505682 |
| — | Euronet Worldwide Inc | 39,392,000 | $48.33M | 0.7% | $1.04 | — | CONV | 298736AG4 |
| — | Isis Pharmaceuticals Inc | 51,024,000 | $46.54M | 0.7% | $1.05 | — | CONV | 464337AH7 |
| — | Alcoa Inc | 42,420,000 | $44.44M | 0.7% | $1.02 | — | CONV | 74973WAB3 |
| — | Viavi Solutions Inc | 47,471,000 | $44.43M | 0.7% | $1.02 | — | CONV | 46612JAF8 |
| — | Starwood Property Trust Inc | 42,927,000 | $43.86M | 0.7% | $1.04 | — | CONV | 85571BAA3 |
| — | Cornerstone Ondemand Inc | 43,661,000 | $43.66M | 0.7% | $1.03 | — | CONV | 21925YAB9 |
| — | Royal Gold Inc | 45,160,000 | $43.61M | 0.7% | $0.94 | — | CONV | 780287AA6 |
| — | Hsn Inc | 46,964,000 | $42.28M | 0.6% | $1.02 | — | CONV | 530610AB0 |
| — | Gilead Sciences Inc | 9,718,000 | $42M | 0.6% | $2.54 | — | CONV | 375558AP8 |
| — | Salesforce.Com Inc | 34,235,000 | $41.85M | 0.6% | $1.16 | — | CONV | 79466LAD6 |
| — | Macquarie Infrastructure Corp | 36,363,000 | $41.38M | 0.6% | $1.13 | — | CONV | 55608BAA3 |
| — | Alexandria Real Estate Equitie | 1,530,665 | $41.33M | 0.6% | $6.40 | — | CONV PFD | 015271505 |
| — | Webmd Health Corp | 40,144,000 | $41.25M | 0.6% | $1.01 | — | CONV | 94770VAK8 |
| — | Live Nation Entertainment Inc | 38,700,000 | $40.48M | 0.6% | $1.07 | — | CONV | 538034AJ8 |
| — | Forest City Enterprises Inc | 38,630,000 | $40.27M | 0.6% | $1.07 | — | CONV | 345550AR8 |
| — | Toll Brothers Inc | 39,136,000 | $40.1M | 0.6% | $1.07 | — | CONV | 88947EAM2 |
| — | Pra Group Inc | 38,116,000 | $39.76M | 0.6% | $1.08 | — | CONV | 73640QAB1 |
| — | Illumina Inc | 34,043,000 | $39.69M | 0.6% | $1.23 | — | CONV | 452327AH2 |
| — | Air Lease Corp | 30,809,000 | $39.42M | 0.6% | $1.30 | — | CONV | 00912XAK0 |
| — | Keycorp | 298,058 | $39.03M | 0.6% | $11.86 | — | CONV PFD | 493267405 |
| — | Fireeye Inc | 43,013,000 | $38.24M | 0.6% | $1.02 | — | CONV | 31816QAC5 |
| — | Verint Systems Inc | 38,389,000 | $36.86M | 0.6% | $1.06 | — | CONV | 92343XAA8 |
| — | Fireeye Inc | 39,636,000 | $36.11M | 0.6% | $0.95 | — | CONV | 31816QAA9 |
| — | Tyson Foods Inc | 678,330 | $35.34M | 0.5% | $49.81 | — | CONV PFD | 902494301 |
| — | Newmont Mining Corp | 35,343,000 | $35.11M | 0.5% | $1.08 | — | CONV | 651639AJ5 |
| — | Lam Research Corp | 30,643,000 | $34.7M | 0.5% | $1.29 | — | CONV | 512807AJ7 |
| — | B2Gold Corp | 41,290,000 | $34.64M | 0.5% | $0.95 | — | CONV | 11777QAB6 |
| — | Linkedin Corp | 34,109,000 | $33.68M | 0.5% | $1.05 | — | CONV | 53578AAA6 |
| — | Motorola Solutions Inc | 64,495,000 | $33.65M | 0.5% | $0.52 | — | CONV | 530715AN1 |
| — | Proofpoint Inc | 31,760,000 | $33.53M | 0.5% | $1.08 | — | CONV | 743424AC7 |
| — | Finisar Corp | 37,079,000 | $33.09M | 0.5% | $0.95 | — | CONV | 31787AAM3 |
| — | Gnc Holdings Inc | 34,997,000 | $32.41M | 0.5% | $0.93 | — | CONV | 36191GAA5 |
| — | Sina Corp/China | 33,896,000 | $31.96M | 0.5% | $0.92 | — | CONV | 82922RAD5 |
| — | Starwood Property Trust Inc | 29,860,000 | $30.99M | 0.5% | $1.07 | — | CONV | 85571BAB1 |
| — | Servicenow Inc | 27,033,000 | $30.47M | 0.5% | $1.15 | — | CONV | 81762PAB8 |
| — | Biomarin Pharmaceutical Inc | 22,554,000 | $30.44M | 0.5% | $1.08 | — | CONV | 09061GAF8 |
| — | Synchronoss Technologies Inc | 30,061,000 | $30.38M | 0.5% | $1.09 | — | CONV | 87157BAA1 |
| — | Allscripts Healthcare Solution | 29,652,000 | $29.46M | 0.5% | $1.01 | — | CONV | 01988PAD0 |
| — | Lam Research Corp | 23,359,000 | $29.39M | 0.4% | $1.34 | — | CONV | 512807AL2 |
| — | Extra Space Storage Inc | 29,000,000 | $29.24M | 0.4% | $1.01 | — | CONV | 30225VAD9 |
| — | National Health Investors Inc | 29,784,000 | $28.94M | 0.4% | $1.00 | — | CONV | 63633DAE4 |
| — | Radian Group Inc | 18,806,000 | $28.48M | 0.4% | $1.40 | — | CONV | 750236AN1 |
| — | Heartware International Inc | 31,900,000 | $28.29M | 0.4% | $0.97 | — | CONV | 422368AB6 |
| — | Webmd Health Corp | 27,388,000 | $27.6M | 0.4% | $0.95 | — | CONV | 94770VAF9 |
| — | Netsuite Inc | 27,166,000 | $27.36M | 0.4% | $1.04 | — | CONV | 64118QAB3 |
| — | Medidata Solutions Inc | 25,787,000 | $27.19M | 0.4% | $1.10 | — | CONV | 58471AAB1 |
| — | Colony Capital Inc | 27,854,000 | $27.19M | 0.4% | $1.05 | — | CONV | 19624RAA4 |
| — | Cemex Sab De Cv | 28,816,000 | $26.49M | 0.4% | $0.92 | — | CONV | 151290BR3 |
| — | Calatlantic Group Inc | 28,610,000 | $26.32M | 0.4% | $0.92 | — | CONV | 783764AS2 |
| — | United States Steel Corp | 26,500,000 | $26.29M | 0.4% | $1.05 | — | CONV | 912909AH1 |
| — | Calatlantic Group Inc | 22,646,000 | $26.15M | 0.4% | $1.14 | — | CONV | 85375CBC4 |
| — | Ctrip.Com International Ltd | 28,525,000 | $25.9M | 0.4% | $0.98 | — | CONV | 22943FAE0 |
| — | Nuance Communications Inc | 25,273,000 | $25.57M | 0.4% | $1.00 | — | CONV | 67020YAF7 |
| — | Xilinx Inc | 16,616,000 | $24.81M | 0.4% | $1.49 | — | CONV | 983919AF8 |
| — | Nuvasive Inc | 19,553,000 | $24.78M | 0.4% | $1.27 | — | CONV | 670704AC9 |
| — | Insulet Corp | 26,659,000 | $24.58M | 0.4% | $1.01 | — | CONV | 45784PAD3 |
| — | Ciena Corp | 17,607,000 | $23.05M | 0.4% | $1.34 | — | CONV | 171779AK7 |
| — | Seacor Holdings Inc | 28,240,000 | $22.8M | 0.3% | $0.92 | — | CONV | 81170YAB5 |
| — | Broadsoft Inc | 21,402,000 | $21.95M | 0.3% | $1.03 | — | CONV | 11133BAB8 |
| — | Ares Capital Corp | 20,968,000 | $21.57M | 0.3% | $1.05 | — | CONV | 04010LAJ2 |
| — | Nrg Yield Inc | 24,998,000 | $21.43M | 0.3% | $1.00 | — | CONV | 62942XAD0 |
| — | Fluidigm Corp | 29,336,000 | $21.08M | 0.3% | $1.05 | — | CONV | 34385PAA6 |
| — | Horizon Pharma Plc | 21,050,000 | $20.81M | 0.3% | $1.22 | — | CONV | 44052TAA9 |
| — | Brocade Communications Systems | 21,145,000 | $20.78M | 0.3% | $1.05 | — | CONV | 111621AP3 |
| — | Old Republic International Cor | 17,835,000 | $20.68M | 0.3% | $1.15 | — | CONV | 680223AH7 |
| — | Stanley Black & Decker Inc | 177,450 | $19.94M | 0.3% | $105.27 | — | CONV PFD | 854502804 |
| — | Vereit Inc | 20,652,000 | $19.65M | 0.3% | $0.96 | — | CONV | 02917TAA2 |
| — | Nvidia Corp | 14,853,000 | $19.57M | 0.3% | $1.15 | — | CONV | 67066GAC8 |
| — | Istar Inc | 16,728,000 | $19.25M | 0.3% | $1.25 | — | CONV | 45031UBR1 |
| — | Tesla Motors Inc | 19,500,000 | $18.84M | 0.3% | $0.94 | — | CONV | 88160RAB7 |
| — | Anthem Inc | 9,848,000 | $18.55M | 0.3% | $1.36 | — | CONV | 94973VBG1 |
| — | Web.Com Group Inc | 19,387,000 | $18.26M | 0.3% | $0.92 | — | CONV | 94733AAA2 |
| — | Bottomline Technologies De Inc | 16,936,000 | $17.99M | 0.3% | $1.08 | — | CONV | 101388AA4 |
| — | Dominion Resources Inc/Va | 360,060 | $17.86M | 0.3% | $50.66 | — | CONV PFD | 25746U869 |
| — | Hologic Inc | 13,145,000 | $17.78M | 0.3% | $1.05 | — | CONV | 436440AC5 |
| — | Jazz Pharmaceuticals Plc | 17,270,000 | $17.61M | 0.3% | $1.02 | — | CONV | 472145AB7 |
| — | Sunedison Inc | 29,885,000 | $17.57M | 0.3% | $1.03 | — | CONV | 86732YAE9 |
| — | Homeaway Inc | 18,914,000 | $17.52M | 0.3% | $0.95 | — | CONV | 43739QAB6 |
| — | Pdl Biopharma Inc | 19,655,000 | $17.19M | 0.3% | $1.06 | — | CONV | 69329YAF1 |
| — | Nextera Energy Inc | 317,511 | $17.06M | 0.3% | $47.66 | — | CONV PFD | 65339F861 |
| — | Broadsoft Inc | 17,400,000 | $17.03M | 0.3% | $0.98 | — | CONV | 11133BAC6 |
| — | Meritor Inc | 17,084,000 | $16.98M | 0.3% | $0.95 | — | CONV | 043353AH4 |
| — | Clovis Oncology Inc | 10,000,000 | $16.67M | 0.3% | $1.67 | — | CONV | 189464AB6 |
| — | Synovus Financial Corp | 14,682,000 | $16.35M | 0.3% | $1.13 | — | CORP | 87161CAJ4 |
| — | Spirit Realty Capital Inc | 17,437,000 | $16.29M | 0.2% | $0.96 | — | CONV | 84860WAA0 |
| — | American Tower Corp | 167,942 | $16.28M | 0.2% | $99.23 | — | CONV PFD | 03027X407 |
| — | Redwood Trust Inc | 16,847,000 | $16.04M | 0.2% | $1.00 | — | CONV | 758075AB1 |
| — | Hornbeck Offshore Services Inc | 20,220,000 | $15.23M | 0.2% | $1.19 | — | CONV | 440543AN6 |
| — | Encore Capital Group Inc | 17,907,000 | $15.16M | 0.2% | $0.92 | — | CONV | 292554AH5 |
| — | Stanley Black & Decker Inc | 110,746 | $14.77M | 0.2% | $18.90 | — | CONV PFD | 854502309 |
| — | Scientific Games Interna | 16,590,000 | $14.56M | 0.2% | $0.96 | — | CORP | 80874YAU4 |
| — | Huron Consulting Group Inc | 13,745,000 | $14.28M | 0.2% | $1.04 | — | CONV | 447462AB8 |
| — | Rpm International Inc | 12,815,000 | $14.25M | 0.2% | $1.14 | — | CONV | 749685AT0 |
| — | Spectranetics Corp/The | 18,652,000 | $14.14M | 0.2% | $1.16 | — | CONV | 84760CAA5 |
| — | Southwestern Energy Co | 448,465 | $13.94M | 0.2% | $48.19 | — | CONV PFD | 845467208 |
| — | Qihoo 360 Technology Co Ltd | 15,000,000 | $13.13M | 0.2% | $0.88 | — | CONV | 74734MAE9 |
| — | Teva Pharmaceutical Industries | 9,643,000 | $13.13M | 0.2% | $1.39 | — | CONV | 88163VAE9 |
| — | Vishay Intertechnology Inc | 15,652,000 | $12.79M | 0.2% | $1.08 | — | CONV | 928298AG3 |
| — | Emergent Biosolutions Inc | 11,145,000 | $12.62M | 0.2% | $1.13 | — | CONV | 29089QAB1 |
| — | Helix Energy Solutions Group I | 14,943,000 | $12.3M | 0.2% | $1.09 | — | CONV | 42330PAG2 |
| — | Cigna Corp | 91,000 | $12.29M | 0.2% | $154.83 | — | COM | 125509109 |
| — | Calamp Corp | 13,250,000 | $12.1M | 0.2% | $0.94 | — | CONV | 128126AA7 |
| — | Greenbrier Cos Inc/The | 11,125,000 | $11.92M | 0.2% | $1.38 | — | CONV | 393657AH4 |
| — | Walter Investment Management C | 15,850,000 | $11.68M | 0.2% | $0.80 | — | CONV | 93317WAA0 |
| — | Vereit Inc | 12,506,000 | $11.59M | 0.2% | $0.93 | — | CONV | 02917TAB0 |
| — | Pros Holdings Inc | 11,707,000 | $11.48M | 0.2% | $1.03 | — | CONV | 74346YAA1 |
| — | Theravance Inc | 17,131,000 | $11.45M | 0.2% | $1.33 | — | CONV | 88338TAB0 |
| — | Starwood Waypoint Residential | 11,246,000 | $11.42M | 0.2% | $1.04 | — | CONV | 85571WAC3 |
| — | Ptc Therapeutics Inc | 12,598,000 | $11.14M | 0.2% | $0.88 | — | CONV | 69366JAA9 |
| — | Incyte Corp | 4,767,000 | $10.51M | 0.2% | $1.54 | — | CONV | 45337CAN2 |
| — | Array Biopharma Inc | 10,493,000 | $10.29M | 0.2% | $1.12 | — | CONV | 04269XAA3 |
| — | Depomed Inc | 8,595,000 | $10.26M | 0.2% | $1.19 | — | CONV | 249908AA2 |
| — | Jarden Corp | 7,610,000 | $10.24M | 0.2% | $1.20 | — | CONV | 471109AL2 |
| — | Seacor Holdings Inc | 10,571,000 | $10.13M | 0.2% | $1.13 | — | CONV | 811904AM3 |
| — | Tesla Motors Inc | 10,694,000 | $10.09M | 0.2% | $0.97 | — | CONV | 88160RAC5 |
| — | Nextera Energy Inc | 195,000 | $9.994M | 0.2% | $51.25 | — | CONV PFD | 65339F846 |
| — | Echo Global Logistics Inc | 11,122,000 | $9.977M | 0.2% | $1.07 | — | CONV | 27875TAA9 |
| — | On Semiconductor Corp | 8,805,000 | $9.829M | 0.2% | $1.14 | — | CONV | 682189AH8 |
| — | Cemex Sab De Cv | 9,500,000 | $9.668M | 0.1% | $1.02 | — | CONV | 151290BB8 |
| — | Meritor Inc | 6,875,000 | $9.571M | 0.1% | $1.50 | — | CONV | 59001KAC4 |
| — | Spirit Realty Capital Inc | 10,304,000 | $9.4M | 0.1% | $0.99 | — | CONV | 84860WAB8 |
| — | Interactive Intelligence Group | 11,494,000 | $9.361M | 0.1% | $0.97 | — | CONV | 45841VAA7 |
| — | Herbalife Ltd | 10,500,000 | $9.282M | 0.1% | $0.77 | — | CONV | 42703MAB9 |
| — | Celanese Us Holdings Llc | 9,000,000 | $9.124M | 0.1% | $1.08 | — | CORP | 15089QAC8 |
| — | Credit Agricole Sa | 9,000,000 | $8.978M | 0.1% | $1.04 | — | CORP | 225313AD7 |
| — | Alcoa Inc | 260,544 | $8.834M | 0.1% | $49.92 | — | CONV PFD | 013817309 |
| — | Janus Capital Group Inc | 6,566,000 | $8.772M | 0.1% | $1.44 | — | CONV | 47102XAH8 |
| GM | General Motors Co | 290,000 | $8.706M | 0.1% | $26.44 | -8.6% | COM | 37045V100 |
| — | Redwood Trust Inc | 9,157,000 | $8.602M | 0.1% | $1.01 | — | CONV | 749772AA7 |
| — | Qihoo 360 Technology Co Ltd | 9,925,000 | $8.375M | 0.1% | $0.84 | — | CONV | 74734MAF6 |
| — | J2 Global Inc | 6,930,000 | $8.255M | 0.1% | $1.02 | — | CONV | 48123VAC6 |
| — | Dominion Resources Inc/Va | 144,810 | $8.02M | 0.1% | $0.09 | — | CONV PFD | 25746U703 |
| — | T-Mobile Us Inc | 111,130 | $7.68M | 0.1% | $54.67 | — | CONV PFD | 872590203 |
| — | Cemex Sab De Cv | 8,228,000 | $7.62M | 0.1% | $1.05 | — | CONV | 151290BT9 |
| — | Priceline Group Inc/The | 6,100 | $7.545M | 0.1% | $1236.89 | — | COM | 741503403 |
| — | Red Hat Inc | 104,200 | $7.49M | 0.1% | $71.97 | — | COM | 756577102 |
| — | Seadrill Ltd | 9,325,000 | $7.274M | 0.1% | $0.88 | — | CORP | 811727AA4 |
| — | Stericycle Inc | 71,000 | $7.218M | 0.1% | $101.66 | — | CONV PFD | 858912207 |
| — | Hca Inc | 7,000,000 | $7.035M | 0.1% | $1.01 | — | CORP | 404119BN8 |
| — | Cobalt International Energy In | 11,000,000 | $6.957M | 0.1% | $0.73 | — | CONV | 19075FAB2 |
| — | Prospect Medical Holding | 6,610,000 | $6.924M | 0.1% | $1.08 | — | CORP | 743494AC0 |
| — | Exelon Corp | 153,450 | $6.714M | 0.1% | $49.21 | — | CONV PFD | 30161N127 |
| CIEN | Ciena Corp | 323,971 | $6.713M | 0.1% | $18.47 | +25.8% | COM | 171779309 |
| — | Newpark Resources Inc | 7,003,000 | $6.642M | 0.1% | $1.24 | — | CONV | 651718AC2 |
| — | Chesapeake Energy Corp | 9,000,000 | $6.496M | 0.1% | $0.89 | — | CONV | 165167CB1 |
| — | Tenet Healthcare Corp | 6,000,000 | $6.345M | 0.1% | $1.06 | — | CORP | 87243QAB2 |
| MGM | Mgm Resorts International | 342,686 | $6.323M | 0.1% | $19.18 | -1.6% | COM | 552953101 |
| — | Integra Lifesciences Holdings | 5,276,000 | $6.276M | 0.1% | $1.07 | — | CONV | 457985AK5 |
| — | Commercial Metals Co | 7,040,000 | $6.195M | 0.1% | $0.93 | — | CORP | 201723AK9 |
| — | Quidel Corp | 6,540,000 | $6.08M | 0.1% | $0.93 | — | CONV | 74838JAA9 |
| — | OMNICARE INC | 4,680,000 | $5.988M | 0.1% | $1.15 | — | CONV | 681904AR9 |
| GILD | Gilead Sciences Inc | 60,000 | $5.891M | 0.1% | $73.57 | +5.3% | COM | 375558103 |
| — | Host Hotels & Resorts Inc | 4,678,000 | $5.865M | 0.1% | $1.38 | — | CONV | 44107TAG1 |
| — | Neptune Finco Corp | 5,674,000 | $5.745M | 0.1% | $1.01 | — | CORP | 64072TAA3 |
| — | Atlas Air Worldwide Holdings I | 6,996,000 | $5.665M | 0.1% | $0.98 | — | CONV | 049164BH8 |
| — | Tpc Group Inc | 6,500,000 | $5.59M | 0.1% | $0.86 | — | CORP | 89236YAA2 |
| GD | General Dynamics Corp | 40,000 | $5.518M | 0.1% | $111.08 | +4.0% | COM | 369550108 |
| AAPL | Apple Inc | 50,000 | $5.515M | 0.1% | $26.29 | 0.0% | COM | 037833100 |
| — | Hca Inc | 5,000,000 | $5.463M | 0.1% | $1.12 | — | CORP | 404121AC9 |
| — | American Tower Corp | 55,000 | $5.437M | 0.1% | $107.89 | — | CONV PFD | 03027X308 |
| — | Xilinx Inc | 125,000 | $5.3M | 0.1% | $44.06 | — | COM | 983919101 |
| — | Eletson Holdings | 5,800,000 | $5.278M | 0.1% | $0.95 | — | CORP | 28620QAA1 |
| — | Kindred Healthcare Inc | 6,208 | $5.255M | 0.1% | $948.65 | — | CONV PFD | 494580301 |
| — | Steel Dynamics Inc | 5,500,000 | $5.239M | 0.1% | $1.01 | — | CORP | 858119BC3 |
| — | Radio One Inc | 5,600,000 | $5.229M | 0.1% | $0.99 | — | CORP | 75040PAS7 |
| — | Cleaver-Brooks Inc | 5,500,000 | $5.225M | 0.1% | $0.98 | — | CORP | 185401AD8 |
| — | Stillwater Mining Co | 5,000,000 | $5.115M | 0.1% | $1.28 | — | CONV | 86074QAL6 |
| — | Endologix Inc | 5,662,000 | $5.111M | 0.1% | $0.96 | — | CONV | 29266SAA4 |
| — | Ciena Corp | 4,000,000 | $5.019M | 0.1% | $1.36 | — | CONV | 171779AG6 |
| — | Nuance Communications | 5,000,000 | $5.013M | 0.1% | $1.00 | — | CORP | 67020YAD2 |
| — | Prospect Capital Corp | 5,540,000 | $4.981M | 0.1% | $0.94 | — | CONV | 74348TAQ5 |
| — | Dycom Industries Inc | 5,000,000 | $4.957M | 0.1% | $0.99 | — | CONV | 267475AA9 |
| — | Avation Cap Sa / Group S | 5,000,000 | $4.9M | 0.1% | $0.99 | — | CORP | 05351QAA4 |
| — | General Cable Corp | 8,140,000 | $4.794M | 0.1% | $1.00 | — | CONV | 369300AL2 |
| — | Pernix Therapeutics Holdings I | 6,700,000 | $4.742M | 0.1% | $0.89 | — | CONV | 71426VAH1 |
| — | Accuray Inc | 4,558,000 | $4.598M | 0.1% | $1.10 | — | CONV | 004397AB1 |
| QCOM | Qualcomm Inc | 85,000 | $4.567M | 0.1% | $50.31 | -12.3% | COM | 747525103 |
| — | Pennymac Mortgage Investment T | 4,988,000 | $4.492M | 0.1% | $0.98 | — | CONV | 70932AAB9 |
| RCL | Royal Caribbean Cruises Ltd | 50,000 | $4.454M | 0.1% | $77.56 | 0.0% | COM | V7780T103 |
| — | First Data Corporation | 4,000,810 | $4.451M | 0.1% | $1.16 | — | CORP | 319963BL7 |
| BIIB | Biogen Inc | 15,000 | $4.377M | 0.1% | $330.23 | 0.0% | COM | 09062X103 |
| C | Citigroup Inc | 86,000 | $4.266M | 0.1% | $38.97 | +4.6% | COM | 172967424 |
| — | Sotheby'S | 4,500,000 | $4.185M | 0.1% | $0.97 | — | CORP | 835898AF4 |
| — | Blackrock Capital Investment C | 4,003,000 | $4.165M | 0.1% | $1.04 | — | CONV | 092533AB4 |
| NXPI | Nxp Semiconductors Nv | 47,500 | $4.136M | 0.1% | $80.11 | 0.0% | COM | N6596X109 |
| — | Pbf Holding Co Llc | 4,000,000 | $4.112M | 0.1% | $1.05 | — | CORP | 69318FAB4 |
| — | Vertellus Specialties | 4,489,050 | $4.1M | 0.1% | $0.95 | — | TERM | 92531NAH7 |
| — | Alliance Data Systems Co | 4,000,000 | $4.085M | 0.1% | $1.02 | — | CORP | 018581AE8 |
| — | Sanmina Corp | 4,000,000 | $4.03M | 0.1% | $0.99 | — | CORP | 801056AA0 |
| — | Sprint Communications | 4,000,000 | $4.01M | 0.1% | $1.00 | — | CORP | 852061AQ3 |
| AAL | American Airlines Group Inc | 100,000 | $3.883M | 0.1% | $39.12 | 0.0% | COM | 02376R102 |
| — | Valeant Pharmaceuticals | 4,000,000 | $3.82M | 0.1% | $0.99 | — | CORP | 91831AAC5 |
| AMGN | Amgen Inc | 27,000 | $3.735M | 0.1% | $116.24 | 0.0% | COM | 031162100 |
| — | Dominion Resources Inc/Va | 65,500 | $3.661M | 0.1% | $0.07 | — | CONV PFD | 25746U885 |
| INTC | Intel Corp | 120,000 | $3.617M | 0.1% | $22.62 | 0.0% | COM | 458140100 |
| — | Lam Research Corp | 1,826,000 | $3.572M | 0.1% | $1.55 | — | CONV | 670008AD3 |
| — | Reynolds Grp Iss/Reynold | 3,500,000 | $3.544M | 0.1% | $1.03 | — | CORP | 761735AP4 |
| — | E*Trade Financial Corp | 3,500,000 | $3.544M | 0.1% | $1.00 | — | CORP | 269246BM5 |
| — | Bristol-Myers Squibb Co | 2,356,000 | $3.522M | 0.1% | $1.31 | — | CONV | 110122AN8 |
| — | Equinix Inc | 3,500,000 | $3.491M | 0.1% | $1.03 | — | CORP | 29444UAP1 |
| HLF | Herbalife Ltd | 63,700 | $3.472M | 0.1% | $27.39 | 0.0% | COM | G4412G101 |
| — | Energizer Holdings Inc | 3,500,000 | $3.417M | 0.1% | $0.99 | — | CORP | 29273AAA4 |
| — | Dana Holding Corp | 3,500,000 | $3.386M | 0.1% | $1.02 | — | CORP | 235825AE6 |
| — | Northstar Realty Finance Corp | 267,025 | $3.298M | 0.1% | $15.22 | — | COM | 66704R704 |
| — | Cenveo Corp | 3,880,000 | $3.279M | 0.1% | $0.85 | — | CORP | 15671BAK7 |
| — | Omnicare Inc | 3,000,000 | $3.27M | 0.1% | $1.06 | — | CORP | 681904AT5 |
| — | Ares Capital Corp | 3,096,000 | $3.185M | 0.0% | $1.04 | — | CONV | 04010LAG8 |
| — | Hilton Worldwide Fin Llc | 3,000,000 | $3.113M | 0.0% | $1.06 | — | CORP | 432891AD1 |
| — | Iasis Healthcare/Cap Crp | 3,000,000 | $3.094M | 0.0% | $1.03 | — | CORP | 45072PAD4 |
| — | Mastec Inc | 3,725,000 | $3.092M | 0.0% | $0.94 | — | CORP | 576323AN9 |
| — | Credit Acceptanc | 3,000,000 | $3.075M | 0.0% | $0.99 | — | CORP | 225310AJ0 |
| — | Equinix Inc | 3,000,000 | $3.068M | 0.0% | $1.04 | — | CORP | 29444UAL0 |
| — | Continental Resources | 3,500,000 | $3.044M | 0.0% | $0.94 | — | CORP | 212015AL5 |
| — | Welltower Inc | 49,412 | $3.001M | 0.0% | $60.73 | — | CONV PFD | 95040Q203 |
| — | Tenet Healthcare Corp | 3,000,000 | $2.966M | 0.0% | $0.99 | — | CORP | 88033GBY5 |
| — | Weyerhaeuser Co | 61,726 | $2.959M | 0.0% | $49.13 | — | CONV PFD | 962166872 |
| — | Healthsouth Corp | 3,000,000 | $2.918M | 0.0% | $0.97 | — | CORP | 421924BR1 |
| — | Corrections Corp Of Amer | 3,000,000 | $2.895M | 0.0% | $0.97 | — | CORP | 22025YAP5 |
| — | United Rentals North Am | 3,000,000 | $2.888M | 0.0% | $1.04 | — | CORP | 911365BB9 |
| — | Jo-Ann Stores Inc | 3,000,000 | $2.79M | 0.0% | $0.93 | — | CORP | 639888AA4 |
| — | Mylan Nv | 69,191 | $2.786M | 0.0% | $40.27 | — | COM | N59465109 |
| — | West Corp | 3,000,000 | $2.783M | 0.0% | $0.96 | — | CORP | 952355AN5 |
| — | Sabine Pass Liquefaction | 3,100,000 | $2.767M | 0.0% | $1.00 | — | CORP | 785592AD8 |
| — | Frontier Communications | 2,850,000 | $2.765M | 0.0% | $0.97 | — | CORP | 35906AAX6 |
| — | Tesoro Corp | 2,725,000 | $2.684M | 0.0% | $0.99 | — | CORP | 881609BA8 |
| — | Land O Lakes Cap Trst I | 2,500,000 | $2.638M | 0.0% | $0.98 | — | CORP | 514665AA6 |
| — | Centurylink Inc | 3,000,000 | $2.636M | 0.0% | $0.88 | — | CORP | 156700AX4 |
| — | Genesis Energy Lp/Genesi | 2,950,000 | $2.611M | 0.0% | $1.00 | — | CORP | 37185LAG7 |
| — | Ashland Inc | 2,750,000 | $2.585M | 0.0% | $0.97 | — | CORP | 044209AF1 |
| — | Regency Energy Part/Fina | 2,500,000 | $2.565M | 0.0% | $1.09 | — | CORP | 75886AAL2 |
| — | Laboratory Corp Of America Hol | 1,753,000 | $2.556M | 0.0% | $1.34 | — | CONV | 50540RAG7 |
| — | Iconix Brand Group Inc | 3,168,000 | $2.554M | 0.0% | $1.27 | — | CONV | 451055AF4 |
| — | Healthsouth Corp | 2,550,000 | $2.525M | 0.0% | $0.99 | — | CORP | 421924BK6 |
| — | Consol Energy Inc | 3,500,000 | $2.518M | 0.0% | $0.72 | — | CORP | 20854PAM1 |
| — | Waterjet Holdings Inc | 2,500,000 | $2.513M | 0.0% | $1.06 | — | CORP | 94155UAA7 |
| — | Ahern Rentals Inc | 2,865,000 | $2.507M | 0.0% | $0.96 | — | CORP | 008674AH6 |
| — | Earthlink Holdings Corp | 2,425,000 | $2.504M | 0.0% | $1.01 | — | CORP | 270321AE2 |
| — | Ally Financial Inc | 2,500,000 | $2.478M | 0.0% | $1.01 | — | CORP | 02005NAV2 |
| — | Ball Corp | 2,500,000 | $2.473M | 0.0% | $0.99 | — | CORP | 058498AT3 |
| — | Navios Maritime Acq Corp | 2,650,000 | $2.461M | 0.0% | $1.01 | — | CORP | 63938MAD8 |
| — | Danaher Corp | 993,000 | $2.46M | 0.0% | $1.84 | — | CONV | 235851AF9 |
| — | Kennedy-Wilson Inc | 2,500,000 | $2.45M | 0.0% | $1.00 | — | CORP | 489399AG0 |
| — | Allergan Plc | 8,955 | $2.434M | 0.0% | $271.80 | — | COM | 125013678 |
| — | Celanese Us Holdings Llc | 2,500,000 | $2.369M | 0.0% | $0.99 | — | CORP | 15089QAD6 |
| — | Sprint Industrial Llc | 3,000,000 | $2.355M | 0.0% | $0.94 | — | TERM | 85208BAE6 |
| — | Blue Cube Spinco Inc | 2,250,000 | $2.348M | 0.0% | $1.04 | — | CORP | 095370AC6 |
| SONY | Sony Corp | 95,000 | $2.328M | 0.0% | $24.51 | — | COM | 835699307 |
| — | Levi Strauss & Co | 2,340,000 | $2.305M | 0.0% | $0.99 | — | CORP | 52736RBG6 |
| — | Sappi Papier Holdng Gmbh | 2,250,000 | $2.287M | 0.0% | $0.98 | — | CORP | 803071AA7 |
| — | Calumet Specialty Prod | 2,500,000 | $2.263M | 0.0% | $0.99 | — | CORP | 131477AN1 |
| — | Global Part/Glp Finance | 2,500,000 | $2.213M | 0.0% | $0.93 | — | CORP | 37954FAB0 |
| — | Johnson & Johnson | 1,712,000 | $2.198M | 0.0% | $1.21 | — | CONV | 02261WAB5 |
| — | Western Refining/Wnrl Fi | 2,200,000 | $2.195M | 0.0% | $1.00 | — | CORP | 95931TAB6 |
| — | Nxp Bv/Nxp Funding Llc | 2,000,000 | $2.088M | 0.0% | $1.05 | — | CORP | 62947QAM0 |
| — | Lgi Homes Inc | 1,500,000 | $2.081M | 0.0% | $0.99 | — | CONV | 50187TAA4 |
| — | Incyte Corp | 951,000 | $2.066M | 0.0% | $1.50 | — | CONV | 45337CAM4 |
| — | Carlson Wagonlit Bv | 2,000,000 | $2.065M | 0.0% | $1.03 | — | CORP | 142812AB2 |
| — | Cenveo Corp | 3,000,000 | $2.055M | 0.0% | $0.73 | — | CORP | 15671BAL5 |
| — | Masco Corp | 2,000,000 | $2.03M | 0.0% | $1.03 | — | CORP | 574599BJ4 |
| — | Dupont Fabros Tech Lp | 2,000,000 | $2.015M | 0.0% | $1.00 | — | CORP | 26613TAF7 |
| — | Noble Energy Inc | 2,000,000 | $1.993M | 0.0% | $1.00 | — | CORP | 655044AM7 |
| — | First Data Corporation | 2,000,000 | $1.985M | 0.0% | $0.99 | — | CORP | 319963BN3 |
| — | Speedway Motorsports Inc | 2,000,000 | $1.97M | 0.0% | $0.99 | — | CORP | 847788AT3 |
| — | Casella Waste Systems In | 2,000,000 | $1.97M | 0.0% | $1.00 | — | CORP | 147448AG9 |
| — | Cimarex Energy Co | 2,000,000 | $1.951M | 0.0% | $0.98 | — | CORP | 171798AC5 |
| — | Mgm Resorts Intl | 2,000,000 | $1.948M | 0.0% | $1.01 | — | CORP | 552953CC3 |
| — | Ncr Corp | 2,000,000 | $1.903M | 0.0% | $0.95 | — | CORP | 62886EAJ7 |
| — | Regal Entertainment Grp | 2,000,000 | $1.898M | 0.0% | $0.95 | — | CORP | 758766AF6 |
| — | Viasat Inc | 1,805,000 | $1.898M | 0.0% | $1.04 | — | CORP | 92552VAF7 |
| — | Townsquare Media Inc | 2,100,000 | $1.877M | 0.0% | $1.01 | — | CORP | 892231AA9 |
| — | Hawaiian Telcom Holdco Inc | 89,983 | $1.87M | 0.0% | $26.33 | — | COM | 420031106 |
| — | Compass Minerals Interna | 2,000,000 | $1.87M | 0.0% | $1.00 | — | CORP | 20451NAE1 |
| — | St Barbara Ltd | 2,000,000 | $1.86M | 0.0% | $0.92 | — | CORP | 852278AA8 |
| — | Navios Maritime Hlds/Fin | 2,250,000 | $1.82M | 0.0% | $0.96 | — | CORP | 639365AG0 |
| — | Nrg Yield Inc | 2,000,000 | $1.801M | 0.0% | $1.13 | — | CONV | 62942XAA6 |
| — | Appvion Inc | 3,500,000 | $1.785M | 0.0% | $0.93 | — | CORP | 03834LAA7 |
| — | Marathon Oil Corp | 2,000,000 | $1.774M | 0.0% | $0.89 | — | CORP | 565849AL0 |
| UNP | Union Pacific Corp | 20,000 | $1.768M | 0.0% | $81.98 | -12.0% | COM | 907818108 |
| — | Boise Cascade Company | 1,700,000 | $1.76M | 0.0% | $1.01 | — | CORP | 09739DAA8 |
| — | First Data Corporation | 1,500,000 | $1.708M | 0.0% | $1.20 | — | CORP | 319963BB9 |
| — | Murphy Oil Corp | 2,000,000 | $1.665M | 0.0% | $0.83 | — | CORP | 626717AF9 |
| OXY | Occidental Petroleum Corp | 25,000 | $1.654M | 0.0% | $61.96 | -17.2% | COM | 674599105 |
| — | Cornerstone Ondemand Inc | 50,000 | $1.65M | 0.0% | $33.00 | — | COM | 21925Y103 |
| — | First Quantum Minerals L | 2,505,000 | $1.635M | 0.0% | $0.96 | — | CORP | 335934AF2 |
| — | Cempra Inc | 57,500 | $1.601M | 0.0% | $27.84 | — | COM | 15130J109 |
| SGI | Tempur Sealy International Inc | 22,300 | $1.593M | 0.0% | $18.36 | 0.0% | COM | 88023U101 |
| — | Navistar Intl Corp | 1,900,000 | $1.532M | 0.0% | $0.81 | — | CORP | 63934EAM0 |
| — | First Cash Financial Ser | 1,500,000 | $1.508M | 0.0% | $1.05 | — | CORP | 31942DAB3 |
| — | Sesi Llc | 1,500,000 | $1.498M | 0.0% | $1.03 | — | CORP | 78412FAL8 |
| HYG | Ishares Iboxx $ High Yield Cor | 17,971 | $1.497M | 0.0% | $88.80 | — | COM | 464288513 |
| — | Ddr Corp | 1,389,000 | $1.482M | 0.0% | $1.15 | — | CONV | 251591AX1 |
| — | Southwest Airlines Co | 550,000 | $1.481M | 0.0% | $2.93 | — | CONV | 00949PAD0 |
| — | Klx Inc | 1,500,000 | $1.467M | 0.0% | $0.99 | — | CORP | 482539AA1 |
| — | Western Refining Inc | 1,500,000 | $1.463M | 0.0% | $0.98 | — | CORP | 959319AG9 |
| TSN | Tyson Foods Inc | 33,900 | $1.461M | 0.0% | $32.18 | +3.5% | COM | 902494103 |
| — | Dispensing Dynamics Intl | 1,500,000 | $1.448M | 0.0% | $1.02 | — | CORP | 25471QAA7 |
| FNF | Fnf Group | 40,656 | $1.442M | 0.0% | $17.29 | +2.0% | COM | 31620R303 |
| — | Blackrock Floating Rate Income | 111,350 | $1.441M | 0.0% | $12.94 | — | COM | 09255X100 |
| — | Starwood Hotels & Resorts Worl | 21,400 | $1.423M | 0.0% | $66.50 | — | COM | 85590A401 |
| — | Caraustar Industries Inc | 1,419,260 | $1.419M | 0.0% | $1.02 | — | TERM | 14076CAB9 |
| — | Transdigm Inc | 1,500,000 | $1.417M | 0.0% | $0.94 | — | CORP | 893647AX5 |
| GS | Goldman Sachs Group Inc/The | 8,000 | $1.39M | 0.0% | $158.88 | 0.0% | COM | 38141G104 |
| LBTYAUSD | Liberty Global Plc | 32,180 | $1.382M | 0.0% | $42.95 | — | COM | G5480U104 |
| — | Seadrill Ltd | 10,170 | $1.381M | 0.0% | — | — | Put | G7945E105 |
| — | Prudential Short Duration High | 94,200 | $1.381M | 0.0% | $14.66 | — | COM | 74442F107 |
| KR | Kroger Co/The | 37,562 | $1.355M | 0.0% | $30.18 | 0.0% | COM | 501044101 |
| — | Synovus Financial Corp | 1,312,000 | $1.338M | 0.0% | $1.02 | — | CORP | 87161CAG0 |
| — | Fiat Chrysler Automobile | 1,400,000 | $1.313M | 0.0% | $0.94 | — | CORP | 31562QAF4 |
| — | Tronox Finance Llc | 2,000,000 | $1.28M | 0.0% | $0.64 | — | CORP | 897050AB6 |
| — | A Schulman Inc | 1,334,000 | $1.264M | 0.0% | $0.97 | — | CORP | 808194AA2 |
| — | Blackrock Debt Strategies Fund | 378,175 | $1.263M | 0.0% | $3.34 | — | COM | 09255R103 |
| — | Frontier Communications | 1,500,000 | $1.26M | 0.0% | $0.89 | — | CORP | 35906AAN8 |
| ABBV | Abbvie Inc | 22,274 | $1.212M | 0.0% | $40.60 | +4.7% | COM | 00287Y109 |
| — | Telesat Canada/Telesat L | 1,200,000 | $1.211M | 0.0% | $1.02 | — | CORP | 87952VAJ5 |
| — | Hexion Inc | 1,500,000 | $1.208M | 0.0% | $0.91 | — | CORP | 428303AJ0 |
| — | Synergy Pharmaceuticals Inc | 673,000 | $1.176M | 0.0% | $2.67 | — | CONV | 871639AA8 |
| — | Kerr-Mcgee Corp | 1,000,000 | $1.173M | 0.0% | $1.17 | — | CORP | 492386AU1 |
| — | Tpg Specialty Lending Inc | 1,163,000 | $1.143M | 0.0% | $1.01 | — | CONV | 87265KAB8 |
| VZ | Verizon Communications Inc | 25,000 | $1.088M | 0.0% | $27.43 | -1.5% | COM | 92343V104 |
| — | Noble Energy Inc | 35,502 | $1.071M | 0.0% | $30.17 | — | COM | 655044105 |
| RNR | Renaissancere Holdings Ltd | 10,000 | $1.063M | 0.0% | $104.95 | 0.0% | COM | G7496G103 |
| — | Aci Worldwide Inc | 1,000,000 | $1.048M | 0.0% | $1.06 | — | CORP | 004498AA9 |
| — | Glaxosmithkline Plc | 27,000 | $1.038M | 0.0% | $42.74 | — | COM | 37733W105 |
| — | Altera Corp | 20,605 | $1.032M | 0.0% | $50.08 | — | COM | 021441100 |
| AL | Air Lease Corp | 32,902 | $1.017M | 0.0% | $28.46 | 0.0% | COM | 00912X302 |
| — | Dpx Holdings Bv | 1,000,000 | $1.014M | 0.0% | $1.03 | — | CORP | 46590GAA1 |
| — | Gci Inc | 1,000,000 | $1.01M | 0.0% | $1.01 | — | CORP | 36155WAK2 |
| — | Corrections Corp Of Amer | 1,000,000 | $1.008M | 0.0% | $1.01 | — | CORP | 22025YAQ3 |
| — | Rite Aid Corp | 1,000,000 | $996K | 0.0% | $1.00 | — | CORP | 767754CH5 |
| — | Prospect Capital Corp | 1,024,000 | $988K | 0.0% | $1.04 | — | CONV | 74348TAM4 |
| — | Conocophillips Company | 1,000,000 | $978K | 0.0% | $0.98 | — | CORP | 20826FAD8 |
| — | Level 3 Financing Inc | 1,000,000 | $953K | 0.0% | $0.96 | — | CORP | 527298BG7 |
| — | Brookfield Residential | 1,000,000 | $948K | 0.0% | $0.98 | — | CORP | 11283WAC8 |
| — | Hess Corp | 1,000,000 | $927K | 0.0% | $0.93 | — | CORP | 42809HAF4 |
| — | Jefferies Fin Llc / Jfin | 1,000,000 | $915K | 0.0% | $0.93 | — | CORP | 47232MAB8 |
| — | Vistajet Malta Fin / Vis | 1,000,000 | $910K | 0.0% | $0.96 | — | CORP | 92840KAA4 |
| — | Southwestern Energy Co | 1,000,000 | $895K | 0.0% | $0.90 | — | CORP | 845467AL3 |
| — | Invesco Dynamic Credit Opportu | 79,466 | $840K | 0.0% | $10.57 | — | COM | 46132R104 |
| — | Hospitality Properties Trust | 30,300 | $775K | 0.0% | $28.32 | — | COM | 44106M102 |
| — | Tribune Publishing Co | 94,929 | $744K | 0.0% | $7.84 | — | COM | 896082104 |
| — | Navios Maritime Hlds/Fin | 1,000,000 | $740K | 0.0% | $0.95 | — | CORP | 639365AF2 |
| — | Numericable-Sfr Sas | 750,000 | $728K | 0.0% | $1.00 | — | CORP | 67054LAA5 |
| — | Madison Square Garden Co/The | 10,000 | $721K | 0.0% | $72.10 | — | COM | 553573106 |
| — | Jurassic Holdings Iii | 1,000,000 | $708K | 0.0% | $0.79 | — | CORP | 48207WAA7 |
| — | Verso Paper Hldg Llc/Inc | 3,000,000 | $690K | 0.0% | $0.98 | — | CORP | 92531XAP7 |
| INCY | Incyte Corp | 5,750 | $634K | 0.0% | $103.51 | +8.3% | COM | 45337C102 |
| — | Ligand Pharmaceuticals Inc | 480,000 | $623K | 0.0% | $1.30 | — | CONV | 53220KAD0 |
| ALLY | Ally Financial Inc | 29,800 | $607K | 0.0% | $16.70 | -0.6% | COM | 02005N100 |
| — | Mgm Holdings Inc | 7,781 | $598K | 0.0% | $77.72 | — | COM | 55303C101 |
| ARCC | Ares Capital Corp | 40,000 | $579K | 0.0% | $5.81 | 0.0% | COM | 04010L103 |
| — | Istar Inc | 44,300 | $557K | 0.0% | $13.32 | — | COM | 45031U101 |
| — | Iconix Brand Group Inc | 39,005 | $527K | 0.0% | $13.51 | — | COM | 451055107 |
| PTCT | Ptc Therapeutics Inc | 19,697 | $526K | 0.0% | $42.77 | 0.0% | COM | 69366J200 |
| — | Greystar Real Estate Par | 500,000 | $525K | 0.0% | $1.02 | — | CORP | 39807UAA4 |
| — | Dollar Tree Inc | 500,000 | $521K | 0.0% | $1.06 | — | CORP | 30706VAA3 |
| — | American Capital Ltd | 42,800 | $520K | 0.0% | $12.15 | — | COM | 02503Y103 |
| — | Midcontinent Comm & Fin | 500,000 | $499K | 0.0% | $1.00 | — | CORP | 59565XAB6 |
| — | Sterigenics-Nordion Hold | 500,000 | $498K | 0.0% | $1.02 | — | CORP | 85917DAA2 |
| — | Encore Capital Group Inc | 494,000 | $491K | 0.0% | $1.11 | — | CONV | 292554AF9 |
| BMRN | Biomarin Pharmaceutical Inc | 4,657 | $490K | 0.0% | $129.05 | +3.5% | COM | 09061G101 |
| — | Theravance Inc | 63,600 | $457K | 0.0% | $7.19 | — | COM | 88338T104 |
| DE | Deere & Co | 6,000 | $444K | 0.0% | $73.36 | 0.0% | COM | 244199105 |
| — | Concordia Healthcare Cor | 500,000 | $439K | 0.0% | $1.00 | — | CORP | 206519AA8 |
| — | Argo Group International Holdi | 7,500 | $424K | 0.0% | $56.53 | — | COM | 031635977 |
| CLH | Clean Harbors Inc | 9,507 | $418K | 0.0% | $52.23 | -5.0% | COM | 184496107 |
| — | Proofpoint Inc | 250,000 | $406K | 0.0% | $1.38 | — | CONV | 743424AB9 |
| — | Ctrip.Com International Ltd | 1,000 | $405K | 0.0% | — | — | Put | 22943F100 |
| — | Alpha Natural Resources Inc | 10,000,000 | $400K | 0.0% | $0.04 | — | CONV | 02076XAE2 |
| — | Wright Medical Group Nv | 360,000 | $381K | 0.0% | $1.28 | — | CONV | 98235TAC1 |
| — | Entertainment One Ltd | 100,000 | $375K | 0.0% | $3.75 | — | COM | 29382B102 |
| — | United States Steel Corp | 34,973 | $364K | 0.0% | $10.41 | — | COM | 912909108 |
| EEM | Ishares Msci Emerging Markets | 10,500 | $344K | 0.0% | $32.76 | — | COM | 464287234 |
| — | Vishay Intertechnology Inc | 511,000 | $343K | 0.0% | $0.91 | — | CONV | 928298AJ7 |
| — | Hughes Satelite Systems | 270,000 | $291K | 0.0% | $1.06 | — | CORP | 444454AB8 |
| — | Proofpoint Inc | 4,486 | $271K | 0.0% | $60.41 | — | COM | 743424103 |
| — | Microchip Technology Inc | 154,000 | $269K | 0.0% | $1.55 | — | CONV | 595017AB0 |
| — | Tesaro Inc | 6,000 | $241K | 0.0% | $52.93 | — | COM | 881569107 |
| — | Sunedison Inc | 317,000 | $240K | 0.0% | $1.88 | — | CONV | 86732YAC3 |
| — | Theravance Inc | 2,030 | $227K | 0.0% | $7.19 | — | Put | 88338T104 |
| — | Medicines Co/The | 140,000 | $204K | 0.0% | $1.30 | — | CONV | 584688AC9 |
| — | Wpx Energy Inc | 30,000 | $199K | 0.0% | $6.63 | — | COM | 98212B103 |
| — | Verso Paper Hldg Llc/Inc | 1,000,000 | $190K | 0.0% | $0.58 | — | CORP | 92531XBB7 |
| SPY | Spdr S&P 500 Etf Trust | 1,750 | $175K | 0.0% | — | — | Put | 78462F103 |
| — | Yahoo! Inc | 5,179 | $150K | 0.0% | $30.29 | — | COM | 984332106 |
| — | Priceline Group Inc/The | 20 | $149K | 0.0% | $1236.89 | — | Put | 741503403 |
| BKD | Brookdale Senior Living Inc | 6,400 | $147K | 0.0% | $36.87 | -19.9% | COM | 112463104 |
| — | Chart Industries Inc | 160,000 | $139K | 0.0% | $1.18 | — | CONV | 16115QAC4 |
| — | Agenus Inc | 30,000 | $138K | 0.0% | $5.13 | — | COM | 00847G705 |
| BMRN | Biomarin Pharmaceutical Inc | 970 | $130K | 0.0% | $129.05 | +3.5% | Call | 09061G101 |
| — | Molycorp Inc | 10,000,000 | $125K | 0.0% | $0.01 | — | CONV | 608753AF6 |
| — | Stone Energy Corp | 140,000 | $117K | 0.0% | $0.98 | — | CONV | 861642AN6 |
| — | Twitter Inc | 4,336 | $117K | 0.0% | $26.98 | — | COM | 90184L102 |
| CX | Cemex Sab De Cv | 2,950 | $106K | 0.0% | — | — | Put | 151290889 |
| — | Fireeye Inc | 2,550 | $96,000 | 0.0% | $32.10 | — | Call | 31816Q101 |
| — | Yahoo! Inc | 1,350 | $84,000 | 0.0% | $30.29 | — | Put | 984332106 |
| SONY | Sony Corp | 750 | $79,000 | 0.0% | $24.51 | — | Call | 835699307 |
| — | Heartware International Inc | 1,506 | $79,000 | 0.0% | $52.46 | — | COM | 422368100 |
| — | Alcatel-Lucent | 750 | $73,000 | 0.0% | — | — | Put | 013904305 |
| — | Wpx Energy Inc | 500 | $73,000 | 0.0% | $6.63 | — | Put | 98212B103 |
| — | Sunedison Inc | 2,000 | $67,000 | 0.0% | — | — | Put | 86732Y109 |
| JACK | Jack In The Box Inc | 165 | $62,000 | 0.0% | — | — | Put | 466367109 |
| ALLY | Ally Financial Inc | 1,877 | $61,000 | 0.0% | $16.70 | -0.6% | Call | 02005N100 |
| — | United States Steel Corp | 1,000 | $60,000 | 0.0% | $10.41 | — | Put | 912909108 |
| — | Red Hat Inc | 450 | $59,000 | 0.0% | $71.97 | — | Call | 756577102 |
| MELI | Mercadolibre Inc | 540 | $58,000 | 0.0% | — | — | Put | 58733R102 |
| — | Centurylink Inc | 370 | $55,000 | 0.0% | — | — | Put | 156700106 |
| DE | Deere & Co | 220 | $51,000 | 0.0% | $73.36 | 0.0% | Put | 244199105 |
| NXPI | Nxp Semiconductors Nv | 150 | $49,000 | 0.0% | $80.11 | 0.0% | Put | N6596X109 |
| — | Fireeye Inc | 1,464 | $47,000 | 0.0% | $32.10 | — | COM | 31816Q101 |
| — | Sandisk Corp | 740 | $46,000 | 0.0% | — | — | Call | 80004C101 |
| — | Allergan Plc | 40 | $43,000 | 0.0% | $271.80 | — | Put | 125013678 |
| PTCT | Ptc Therapeutics Inc | 100 | $42,000 | 0.0% | $42.77 | 0.0% | Put | 69366J200 |
| — | Clovis Oncology Inc | 480 | $42,000 | 0.0% | — | — | Call | 189464100 |
| — | Windstream Holdings Inc | 420 | $41,000 | 0.0% | — | — | Put | 97382A200 |
| DIA | Spdr Dow Jones Industrial Aver | 2,000 | $39,000 | 0.0% | — | — | Put | 78467X109 |
| HST | Host Hotels & Resorts Inc | 300 | $38,000 | 0.0% | — | — | Put | 44107P104 |
| — | Whiting Petroleum Corp | 500 | $36,000 | 0.0% | — | — | Put | 966387102 |
| — | Staples Inc | 1,000 | $35,000 | 0.0% | — | — | Call | 855030102 |
| CLH | Clean Harbors Inc | 240 | $31,000 | 0.0% | $52.23 | -5.0% | Call | 184496107 |
| — | Iconix Brand Group Inc | 900 | $29,000 | 0.0% | $13.51 | — | Put | 451055107 |
| — | Qihoo 360 Technology Co Ltd | 400 | $28,000 | 0.0% | — | — | Put | 74734M109 |
| — | Frontier Communications Corp | 685 | $28,000 | 0.0% | — | — | Put | 35906A108 |
| LBTYAUSD | Liberty Global Plc | 200 | $26,000 | 0.0% | $42.95 | — | Put | G5480U104 |
| — | Chesapeake Energy Corp | 55 | $25,000 | 0.0% | $994.11 | — | CONV PFD | 165167750 |
| — | Emc Corp/Ma | 1,000 | $23,000 | 0.0% | — | — | Call | 268648102 |
| — | American Capital Ltd | 300 | $22,000 | 0.0% | $12.15 | — | Call | 02503Y103 |
| — | Tesaro Inc | 150 | $22,000 | 0.0% | $52.93 | — | Call | 881569107 |
| EEM | Ishares Msci Emerging Markets | 2,000 | $20,000 | 0.0% | $32.76 | — | Put | 464287234 |
| GILD | Gilead Sciences Inc | 40 | $18,000 | 0.0% | $73.57 | +5.3% | Call | 375558103 |
| BMY | Bristol-Myers Squibb Co | 250 | $17,000 | 0.0% | — | — | Call | 110122108 |
| — | Yy Inc | 550 | $17,000 | 0.0% | — | — | Put | 98426T106 |
| ON | On Semiconductor Corp | 1,681 | $16,000 | 0.0% | $10.16 | 0.0% | COM | 682189105 |
| INCY | Incyte Corp | 235 | $16,000 | 0.0% | $103.51 | +8.3% | Call | 45337C102 |
| — | Restoration Hardware Holdings | 300 | $14,000 | 0.0% | — | — | Put | 761283100 |
| — | TIBCO SOFTWARE INC | 14,000 | $14,000 | 0.0% | $0.99 | — | CONV | 88632QAB9 |
| — | Twitter Inc | 1,100 | $14,000 | 0.0% | $26.98 | — | Call | 90184L102 |
| — | Royal Dutch Shell Plc | 117 | $13,000 | 0.0% | $62.70 | — | Call | 780259107 |
| — | Yahoo! Inc | 2,978 | $12,000 | 0.0% | $30.29 | — | Call | 984332106 |
| — | Citrix Systems Inc | 160 | $12,000 | 0.0% | — | — | Call | 177376100 |
| IWM | Ishares Russell 2000 Etf | 1,000 | $11,000 | 0.0% | — | — | Put | 464287655 |
| — | Market Vectors Biotech Etf | 60 | $11,000 | 0.0% | — | — | Call | 57060U183 |
| EXEL | Exelixis Inc | 1,500 | $11,000 | 0.0% | — | — | Call | 30161Q104 |
| — | General Electric Co | 1,784 | $11,000 | 0.0% | — | — | Put | 369604103 |
| — | Alcoa Inc | 1,000 | $10,000 | 0.0% | — | — | Call | 013817101 |
| GM | General Motors Co | 500 | $9,000 | 0.0% | $26.44 | -8.6% | Call | 37045V100 |
| — | Atmel Corp | 800 | $9,000 | 0.0% | $9.86 | — | Call | 049513104 |
| GM | General Motors Co | 750 | $8,000 | 0.0% | $26.44 | -8.6% | Put | 37045V100 |
| MU | Micron Technology Inc | 1,000 | $8,000 | 0.0% | — | — | Call | 595112103 |
| TD | Toronto-Dominion Bank/The | 600 | $8,000 | 0.0% | — | — | Put | 891160509 |
| — | Immunomedics Inc | 1,450 | $7,000 | 0.0% | — | — | Call | 452907108 |
| NKE | Nike Inc | 400 | $6,000 | 0.0% | — | — | Put | 654106103 |
| — | Alcatel-Lucent | 580 | $6,000 | 0.0% | — | — | Call | 013904305 |
| — | United States Steel Corp | 1,650 | $6,000 | 0.0% | $10.41 | — | Call | 912909108 |
| — | Shengdatech Inc | 2,975,000 | $6,000 | 0.0% | $0.01 | — | CONV | 823213AD5 |
| CLX | Clorox Co/The | 120 | $6,000 | 0.0% | — | — | Call | 189054109 |
| — | Cumulus Media Inc | 7,103 | $5,000 | 0.0% | $0.00 | — | COM | 231082116 |
| AKAM | Akamai Technologies Inc | 500 | $5,000 | 0.0% | — | — | Call | 00971T101 |
| — | China Unicom Hong Kong Ltd | 300 | $5,000 | 0.0% | — | — | Call | 16945R104 |
| — | Twitter Inc | 400 | $5,000 | 0.0% | $26.98 | — | Put | 90184L102 |
| — | Terraform Power Inc | 180 | $5,000 | 0.0% | — | — | Call | 88104R100 |
| VZ | Verizon Communications Inc | 1,000 | $3,000 | 0.0% | $27.43 | -1.5% | Call | 92343V104 |
| — | Cempra Inc | 300 | $3,000 | 0.0% | $27.84 | — | Call | 15130J109 |
| AAPL | Apple Inc | 300 | $2,000 | 0.0% | $26.29 | 0.0% | Put | 037833100 |
| PFE | Pfizer Inc | 250 | $1,000 | 0.0% | — | — | Call | 717081103 |
| — | United Technologies Corp | 500 | $1,000 | 0.0% | $110.94 | — | Call | 913017109 |
| ENR | Energizer Holdings Inc | 2 | $0 | 0.0% | $28.77 | 0.0% | COM | 29272W109 |