CIK: 0001097278 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 16, 2016
Total Value ($000): $6,497,594 (12.9% shares, 87.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | YAHOO INC | 123,282,000 | $121,302 | 1.9% | $1.11 | — | CONV | 984332AF3 |
| — | WELLS FARGO & COMPANY | 98,908 | $114,732 | 1.8% | $746.93 | — | CONV PFD | 949746804 |
| — | CITRIX SYSTEMS INC | 102,580,000 | $112,861 | 1.7% | $1.06 | — | CONV | 177376AD2 |
| — | Priceline Group Inc/The | 87,476,000 | $105,030 | 1.6% | $1.15 | — | CONV | 741503AS5 |
| — | AMG CAPITAL TRUST II | 1,641,645 | $93,577 | 1.4% | $40.48 | — | CONV PFD | 00170F209 |
| — | INTEL CORP | 69,614,000 | $90,965 | 1.4% | $1.21 | — | CONV | 458140AD2 |
| — | Hologic Inc | 69,429,000 | $88,623 | 1.4% | $1.16 | — | CONV | 436440AG6 |
| — | JARDEN CORP | 68,762,000 | $84,560 | 1.3% | $1.18 | — | CONV | 471109AM0 |
| — | MICRON TECHNOLOGY INC | 98,270,000 | $81,981 | 1.3% | $0.94 | — | CONV | 595112AY9 |
| — | Red Hat Inc | 62,060,000 | $80,945 | 1.2% | $1.20 | — | CONV | 756577AD4 |
| — | CTRIP.COM INTER LTD. | 70,915,000 | $80,393 | 1.2% | $1.07 | — | CONV | 22943FAE0 |
| — | ILLUMINA INC | 67,211,000 | $78,553 | 1.2% | $1.20 | — | CONV | 452327AH2 |
| — | ICONIX BRAND GROUP INC | 84,898,000 | $76,833 | 1.2% | $1.08 | — | CONV | 451055AE7 |
| — | SANDISK CORP | 73,225,000 | $76,344 | 1.2% | $1.04 | — | CONV | 80004CAF8 |
| — | WRIGHT MEDICAL GROUP INC | 73,944,000 | $76,321 | 1.2% | $1.04 | — | CONV | 98235TAD9 |
| — | Twitter Inc | 85,000,000 | $71,171 | 1.1% | $0.84 | — | CONV | 90184LAD4 |
| — | MOLINA HEALTHCARE INC | 56,995,000 | $69,622 | 1.1% | $1.21 | — | CONV | 60855RAD2 |
| — | CENTERPOINT ENERGY INC | 1,201,052 | $68,820 | 1.1% | $12.99 | — | CONV | 15189T206 |
| — | BIOMARIN PHARMACEUTICAL | 51,401,000 | $66,747 | 1.0% | $1.12 | — | CONV | 09061GAE1 |
| — | Ciena Corp | 64,346,000 | $63,369 | 1.0% | $1.00 | — | CONV | 171779AE1 |
| — | Priceline Group Inc/The | 60,910,000 | $61,778 | 1.0% | $0.99 | — | CONV | 741503AX4 |
| — | FOREST CITY REALTY TRUST | 54,954,000 | $61,694 | 0.9% | $1.12 | — | CONV | 345550AP2 |
| — | INTEL CORP | 35,646,000 | $60,703 | 0.9% | $1.35 | — | CONV | 458140AF7 |
| — | COLONY CAPITAL INC | 63,909,000 | $59,995 | 0.9% | $1.02 | — | CONV | 19624RAB2 |
| — | IONIS PHARMACEUTICALS IN | 53,683,000 | $59,882 | 0.9% | $1.12 | — | CONV | 464337AJ3 |
| — | FRONTIER COMMUNICATIONS | 640,554 | $59,851 | 0.9% | $99.10 | — | CONV PFD | 35906A207 |
| — | Ares Capital Corp | 59,313,000 | $59,097 | 0.9% | $1.03 | — | CONV | 04010LAM5 |
| — | HEALTHSOUTH CORP | 53,581,000 | $58,064 | 0.9% | $1.10 | — | CONV | 421924BL4 |
| — | BROOKDALE SENIOR LIVING | 58,097,000 | $57,765 | 0.9% | $1.14 | — | CONV | 112463AA2 |
| — | Twitter Inc | 66,652,000 | $56,807 | 0.9% | $0.85 | — | CONV | 90184LAB8 |
| — | LIBERTY MEDIA CORP | 56,864,000 | $56,138 | 0.9% | $0.99 | — | CONV | 531229AB8 |
| — | MICROCHIP TECHNOLOGY INC | 54,767,000 | $56,017 | 0.9% | $1.03 | — | CONV | 595017AC8 |
| — | ON SEMICONDUCTOR CORP | 58,566,000 | $55,259 | 0.9% | $0.99 | — | CONV | 682189AJ4 |
| — | ILLUMINA INC | 49,733,000 | $54,618 | 0.8% | $1.16 | — | CONV | 452327AF6 |
| — | AKAMAI TECHNOLOGIES INC | 56,664,000 | $54,607 | 0.8% | $1.07 | — | CONV | 00971TAG6 |
| — | ANTHEM INC | 1,150,056 | $53,535 | 0.8% | $50.56 | — | CONV PFD | 036752202 |
| — | EURONET WORLDWIDE INC | 44,235,000 | $53,331 | 0.8% | $1.21 | — | CONV | 298736AH2 |
| — | FIDELITY NATL FINANCIAL | 28,986,000 | $52,810 | 0.8% | $1.75 | — | CONV | 31620RAE5 |
| — | JEFFERIES GROUP LLC | 53,060,000 | $52,665 | 0.8% | $1.06 | — | CONV | 472319AG7 |
| — | BANK OF AMERICA CORP | 46,297 | $50,603 | 0.8% | $150.97 | — | CONV PFD | 060505682 |
| — | LINKEDIN CORP | 47,198,000 | $50,180 | 0.8% | $1.06 | — | CONV | 53578AAB4 |
| — | WEBMD HEALTH CORP | 43,497,000 | $49,240 | 0.8% | $1.02 | — | CONV | 94770VAK8 |
| — | SANDISK CORP | 30,831,000 | $48,510 | 0.7% | $1.27 | — | CONV | 80004CAD3 |
| — | LIBERTY INTERACTIVE LLC | 53,332,000 | $46,468 | 0.7% | $1.00 | — | CONV | 530610AB0 |
| — | EXTRA SPACE STORAGE LP | 41,153,000 | $45,520 | 0.7% | $1.04 | — | CONV | 30225VAD9 |
| — | Gilead Sciences Inc | 9,899,000 | $45,444 | 0.7% | $2.58 | — | CONV | 375558AP8 |
| — | AIR LEASE CORP | 32,809,000 | $44,971 | 0.7% | $1.30 | — | CONV | 00912XAK0 |
| — | SALESFORCE.COM INC | 34,305,000 | $44,664 | 0.7% | $1.16 | — | CONV | 79466LAD6 |
| — | RTI INTERNATIONAL METALS | 43,108,000 | $44,522 | 0.7% | $1.02 | — | CONV | 74973WAB3 |
| — | Priceline Group Inc/The | 30,307,000 | $44,010 | 0.7% | $1.22 | — | CONV | 741503AQ9 |
| — | FireEye Inc | 51,233,000 | $43,846 | 0.7% | $0.93 | — | CONV | 31816QAA9 |
| — | MACQUARIE INFRASTRUCTURE | 38,363,000 | $42,996 | 0.7% | $1.13 | — | CONV | 55608BAA3 |
| — | CORNERSTONE ONDEMAND INC | 43,274,000 | $42,914 | 0.7% | $1.03 | — | CONV | 21925YAB9 |
| — | ALEXANDRIA REAL ESTATE E | 1,554,810 | $42,757 | 0.7% | $6.73 | — | CONV PFD | 015271505 |
| — | LAM RESEARCH CORP | 29,364,000 | $42,753 | 0.7% | $1.36 | — | CONV | 512807AL2 |
| — | LAM RESEARCH CORP | 32,393,000 | $42,507 | 0.7% | $1.29 | — | CONV | 512807AJ7 |
| — | STARWOOD PROPERTY TRUST | 41,070,000 | $41,891 | 0.6% | $1.04 | — | CONV | 85571BAA3 |
| — | JAZZ INVESTMENTS I LTD | 39,270,000 | $41,479 | 0.6% | $1.04 | — | CONV | 472145AB7 |
| — | VIAVI SOLUTIONS INC | 43,517,000 | $41,086 | 0.6% | $1.02 | — | CONV | 46612JAF8 |
| — | FOREST CITY REALTY TRUST | 38,495,000 | $40,587 | 0.6% | $1.07 | — | CONV | 345550AR8 |
| — | NXP SEMICONDUCTOR NV | 36,545,000 | $40,576 | 0.6% | $1.11 | — | CONV | 62952QAB6 |
| — | LIVE NATION ENTERTAINMEN | 38,823,000 | $39,893 | 0.6% | $1.07 | — | CONV | 538034AJ8 |
| — | KEYCORP | 298,058 | $39,604 | 0.6% | $11.86 | — | CONV PFD | 493267405 |
| — | GNC HOLDINGS INC | 47,546,000 | $38,397 | 0.6% | $0.89 | — | CONV | 36191GAA5 |
| — | TOLL BROS FINANCE CORP | 37,282,000 | $37,799 | 0.6% | $1.07 | — | CONV | 88947EAM2 |
| — | SYNCHRONOSS TECHNOLOGIES | 35,157,000 | $35,735 | 0.5% | $1.08 | — | CONV | 87157BAA1 |
| — | FireEye Inc | 43,992,000 | $35,433 | 0.5% | $1.02 | — | CONV | 31816QAC5 |
| — | NEWMONT MINING CORP | 35,585,000 | $35,185 | 0.5% | $1.08 | — | CONV | 651639AJ5 |
| — | FINISAR CORP | 36,788,000 | $34,505 | 0.5% | $0.95 | — | CONV | 31787AAM3 |
| — | VERINT SYSTEMS INC | 36,243,000 | $34,194 | 0.5% | $1.06 | — | CONV | 92343XAA8 |
| — | B2GOLD CORP | 40,951,000 | $34,053 | 0.5% | $0.95 | — | CONV | 11777QAB6 |
| — | CALATLANTIC GROUP INC | 30,196,000 | $33,933 | 0.5% | $1.14 | — | CONV | 85375CBC4 |
| — | LIBERTY INTERACTIVE LLC | 62,851,000 | $32,466 | 0.5% | $0.52 | — | CONV | 530715AN1 |
| — | BIOMARIN PHARMACEUTICAL | 24,058,000 | $32,458 | 0.5% | $1.09 | — | CONV | 09061GAF8 |
| — | NUVASIVE INC | 23,201,000 | $32,077 | 0.5% | $1.29 | — | CONV | 670704AC9 |
| — | ROYAL GOLD INC | 34,549,000 | $31,608 | 0.5% | $0.94 | — | CONV | 780287AA6 |
| — | SERVICENOW INC | 24,037,000 | $31,182 | 0.5% | $1.15 | — | CONV | 81762PAB8 |
| — | Xilinx Inc | 17,941,000 | $29,888 | 0.5% | $1.50 | — | CONV | 983919AF8 |
| — | STARWOOD PROPERTY TRUST | 29,064,000 | $29,412 | 0.5% | $1.07 | — | CONV | 85571BAB1 |
| — | NATIONAL HEALTH INVESTOR | 29,497,000 | $29,093 | 0.4% | $1.00 | — | CONV | 63633DAE4 |
| — | WEBMD HEALTH CORP | 27,518,000 | $28,625 | 0.4% | $0.95 | — | CONV | 94770VAF9 |
| — | MEDIDATA SOLUTIONS INC | 25,663,000 | $28,290 | 0.4% | $1.10 | — | CONV | 58471AAB1 |
| — | CEPHEID INC | 31,093,000 | $28,174 | 0.4% | $0.91 | — | CONV | 15670RAC1 |
| — | PROOFPOINT INC | 26,264,000 | $27,963 | 0.4% | $1.08 | — | CONV | 743424AC7 |
| — | BROCADE COMMUNICATIONS | 28,050,000 | $27,052 | 0.4% | $0.96 | — | CONV | 111621AQ1 |
| — | COLONY CAPITAL INC | 27,862,000 | $26,792 | 0.4% | $1.05 | — | CONV | 19624RAA4 |
| — | STANLEY BLACK & DECKER I | 227,179 | $26,791 | 0.4% | $108.04 | — | CONV PFD | 854502804 |
| — | NETSUITE INC | 26,909,000 | $26,752 | 0.4% | $1.04 | — | CONV | 64118QAB3 |
| — | PRA GROUP INC | 30,623,000 | $26,176 | 0.4% | $1.08 | — | CONV | 73640QAB1 |
| — | NRG YIELD INC | 30,044,000 | $25,911 | 0.4% | $0.97 | — | CONV | 62942XAD0 |
| — | OLD REPUBLIC INTL CORP | 20,163,000 | $25,910 | 0.4% | $1.16 | — | CONV | 680223AH7 |
| — | CALATLANTIC GROUP INC | 28,534,000 | $25,711 | 0.4% | $0.92 | — | CONV | 783764AS2 |
| — | Ares Capital Corp | 25,474,000 | $25,588 | 0.4% | $1.04 | — | CONV | 04010LAJ2 |
| — | DOMINION RESOURCES INC | 520,280 | $25,275 | 0.4% | $50.02 | — | CONV PFD | 25746U869 |
| — | Ciena Corp | 18,807,000 | $24,832 | 0.4% | $1.34 | — | CONV | 171779AK7 |
| — | RADIAN GROUP INC | 18,806,000 | $24,612 | 0.4% | $1.40 | — | CONV | 750236AN1 |
| — | HOMEAWAY INC | 24,309,000 | $24,309 | 0.4% | $0.96 | — | CONV | 43739QAB6 |
| — | ANTHEM INC | 12,471,000 | $24,171 | 0.4% | $1.48 | — | CONV | 94973VBG1 |
| — | CLEARWIRE COMM/FINANCE | 24,072,000 | $24,012 | 0.4% | $1.11 | — | CONV | 18538TAG4 |
| — | BROADSOFT INC | 21,106,000 | $23,092 | 0.4% | $1.03 | — | CONV | 11133BAB8 |
| — | TEVA PHARM FIN CO LLC | 14,543,000 | $23,021 | 0.4% | $1.45 | — | CONV | 88163VAE9 |
| — | CTRIP.COM INTER LTD. | 16,705,000 | $22,669 | 0.3% | $1.02 | — | CONV | 22943FAD2 |
| — | NVIDIA CORP | 13,355,000 | $22,600 | 0.3% | $1.15 | — | CONV | 67066GAC8 |
| — | SEACOR HOLDINGS INC | 28,359,000 | $22,375 | 0.3% | $0.92 | — | CONV | 81170YAB5 |
| — | INSULET CORPORATION | 20,359,000 | $21,367 | 0.3% | $1.01 | — | CONV | 45784PAD3 |
| — | NEXTERA ENERGY INC | 396,070 | $20,952 | 0.3% | $52.09 | — | CONV PFD | 65339F846 |
| — | Cemex SAB de CV | 25,753,000 | $20,352 | 0.3% | $0.92 | — | CONV | 151290BR3 |
| — | HEARTWARE INTERNATIONAL | 23,576,000 | $19,881 | 0.3% | $0.97 | — | CONV | 422368AB6 |
| — | ALLSCRIPTS HEALTHCARE SO | 18,250,000 | $19,803 | 0.3% | $1.01 | — | CONV | 01988PAD0 |
| — | ISTAR INC | 17,731,000 | $19,576 | 0.3% | $1.25 | — | CONV | 45031UBR1 |
| — | BOTTOMLINE TECHNOLOGIES | 16,586,000 | $18,888 | 0.3% | $1.08 | — | CONV | 101388AA4 |
| — | NEXTERA ENERGY INC | 335,761 | $18,413 | 0.3% | $48.05 | — | CONV PFD | 65339F861 |
| — | HORIZON PHARMA INV LTD | 18,050,000 | $18,403 | 0.3% | $1.22 | — | CONV | 44052TAA9 |
| — | DEPOMED INC | 15,395,000 | $18,066 | 0.3% | $1.18 | — | CONV | 249908AA2 |
| — | WEB.COM GROUP INC | 19,155,000 | $18,038 | 0.3% | $0.92 | — | CONV | 94733AAA2 |
| — | Cemex SAB de CV | 18,000,000 | $17,933 | 0.3% | $1.01 | — | CONV | 151290BB8 |
| — | CALAMP CORP | 17,508,000 | $17,400 | 0.3% | $0.95 | — | CONV | 128126AA7 |
| — | AMERICAN TOWER CORP | 167,942 | $17,110 | 0.3% | $99.23 | — | CONV PFD | 03027X407 |
| — | Hologic Inc | 12,147,000 | $16,518 | 0.3% | $1.05 | — | CONV | 436440AC5 |
| — | BROADSOFT INC | 14,404,000 | $15,966 | 0.2% | $0.98 | — | CONV | 11133BAC6 |
| — | MERITOR INC | 16,936,000 | $15,748 | 0.2% | $0.95 | — | CONV | 043353AH4 |
| — | VEREIT INC | 16,815,000 | $15,717 | 0.2% | $0.96 | — | CONV | 02917TAA2 |
| — | SPIRIT REALTY CAPITAL IN | 16,250,000 | $15,565 | 0.2% | $0.96 | — | CONV | 84860WAA0 |
| — | VISHAY INTERTECHNOLOGY | 15,652,000 | $15,477 | 0.2% | $1.08 | — | CONV | 928298AG3 |
| — | RPM INTERNATIONAL INC | 13,615,000 | $15,377 | 0.2% | $1.14 | — | CONV | 749685AT0 |
| — | HURON CONSULTING GROUP I | 15,248,000 | $15,019 | 0.2% | $1.03 | — | CONV | 447462AB8 |
| — | TESLA MOTORS INC | 15,932,000 | $14,935 | 0.2% | $0.94 | — | CONV | 88160RAB7 |
| — | NUANCE COMMUNICATIONS | 14,500,000 | $14,145 | 0.2% | $0.98 | — | CONV | 67020YAH3 |
| — | REDWOOD TRUST INC | 14,220,000 | $13,431 | 0.2% | $1.00 | — | CONV | 758075AB1 |
| — | SINA CORP | 13,183,000 | $12,816 | 0.2% | $0.92 | — | CONV | 82922RAD5 |
| — | ENCORE CAPITAL GROUP INC | 16,808,000 | $12,556 | 0.2% | $0.92 | — | CONV | 292554AH5 |
| — | GREENBRIER COS INC | 10,939,000 | $12,253 | 0.2% | $1.38 | — | CONV | 393657AH4 |
| — | COLONY STARWOOD HOMES | 13,145,000 | $12,239 | 0.2% | $0.93 | — | CONV | 85571WAB5 |
| — | EMERGENT BIOSOLUTIONS | 8,647,000 | $11,910 | 0.2% | $1.13 | — | CONV | 29089QAB1 |
| — | T-Mobile US Inc | 171,130 | $11,798 | 0.2% | $59.68 | — | CONV PFD | 872590203 |
| — | QIHOO 360 TECH CO LTD | 12,000,000 | $11,621 | 0.2% | $0.88 | — | CONV | 74734MAE9 |
| — | PROS HOLDINGS INC | 11,707,000 | $11,558 | 0.2% | $1.03 | — | CONV | 74346YAA1 |
| — | COLONY STARWOOD HOMES | 11,247,000 | $11,255 | 0.2% | $1.00 | — | CONV | 85571WAD1 |
| — | CREDIT AGRICOLE SA | 11,000,000 | $11,227 | 0.2% | $1.03 | — | CORP | 225313AD7 |
| — | ON SEMICONDUCTOR CORP | 9,805,000 | $11,057 | 0.2% | $1.14 | — | CONV | 682189AH8 |
| — | VALEANT PHARMACEUTICALS | 12,250,000 | $11,056 | 0.2% | $0.93 | — | CORP | 91831AAC5 |
| — | HELIX ENERGY SOLUTIONS | 13,704,000 | $10,693 | 0.2% | $1.09 | — | CONV | 42330PAG2 |
| — | SUNPOWER CORP | 8,500,000 | $10,371 | 0.2% | $1.22 | — | CONV | 867652AK5 |
| — | Cigna Corp | 69,000 | $10,238 | 0.2% | $154.83 | — | COM | 125509109 |
| — | PTC THERAPEUTICS INC | 10,998,000 | $10,183 | 0.2% | $0.88 | — | CONV | 69366JAA9 |
| — | JANUS CAPITAL GROUP INC | 7,016,000 | $10,016 | 0.2% | $1.44 | — | CONV | 47102XAH8 |
| — | SYNOVUS FINANCIAL CORP | 8,907,000 | $9,931 | 0.2% | $1.13 | — | CORP | 87161CAJ4 |
| — | SEACOR HOLDINGS INC | 10,343,000 | $9,835 | 0.2% | $1.13 | — | CONV | 811904AM3 |
| — | TESLA MOTORS INC | 10,694,000 | $9,800 | 0.2% | $0.97 | — | CONV | 88160RAC5 |
| — | WILLIAM LYON HOMES | 110,000 | $9,713 | 0.1% | $88.30 | — | CONV PFD | 552074882 |
| — | INTERACTIVE INTELLIGENCE | 11,494,000 | $9,554 | 0.1% | $0.97 | — | CONV | 45841VAA7 |
| — | VEREIT INC | 10,535,000 | $9,550 | 0.1% | $0.93 | — | CONV | 02917TAB0 |
| — | WHITING PETROLEUM CORP | 13,845,000 | $9,495 | 0.1% | $1.06 | — | CONV | 966387AK8 |
| — | CLOVIS ONCOLOGY INC | 11,000,000 | $9,492 | 0.1% | $1.59 | — | CONV | 189464AB6 |
| — | MEDICINES COMPANY | 7,000,000 | $8,873 | 0.1% | $1.27 | — | CONV | 584688AE5 |
| — | INCYTE CORP LTD | 3,937,000 | $8,721 | 0.1% | $1.54 | — | CONV | 45337CAN2 |
| — | INNOVIVA INC | 11,327,000 | $8,710 | 0.1% | $1.33 | — | CONV | 88338TAB0 |
| — | SCIENTIFIC GAMES INTERNA | 12,090,000 | $8,644 | 0.1% | $0.96 | — | CORP | 80874YAU4 |
| — | PANDORA MEDIA INC | 8,000,000 | $8,612 | 0.1% | $1.08 | — | CONV | 698354AA5 |
| — | ARRAY BIO INC | 8,993,000 | $8,481 | 0.1% | $1.12 | — | CONV | 04269XAA3 |
| — | MERITOR INC | 6,875,000 | $8,234 | 0.1% | $1.50 | — | CONV | 59001KAC4 |
| — | ECHO GLOBAL LOGISTICS | 9,122,000 | $7,988 | 0.1% | $1.07 | — | CONV | 27875TAA9 |
| — | FRONTIER COMMUNICATIONS | 8,000,000 | $7,980 | 0.1% | $0.99 | — | CORP | 35906AAX6 |
| — | L BRANDS INC | 7,500,000 | $7,969 | 0.1% | $1.06 | — | CORP | 532716AU1 |
| — | RWT HOLDINGS INC | 8,458,000 | $7,826 | 0.1% | $0.93 | — | CONV | 749772AB5 |
| — | DOMINION RESOURCES INC | 144,810 | $7,755 | 0.1% | $0.09 | — | CONV PFD | 25746U703 |
| — | Red Hat Inc | 92,400 | $7,718 | 0.1% | $71.97 | — | COM | 756577102 |
| — | BLUE CUBE SPINCO INC | 7,000,000 | $7,700 | 0.1% | $1.08 | — | CORP | 095370AC6 |
| — | SPIRIT REALTY CAPITAL IN | 8,000,000 | $7,640 | 0.1% | $0.99 | — | CONV | 84860WAB8 |
| — | QUIDEL CORP | 7,725,000 | $7,569 | 0.1% | $0.94 | — | CONV | 74838JAA9 |
| — | FLUIDIGM CORP | 11,634,000 | $7,401 | 0.1% | $1.05 | — | CONV | 34385PAA6 |
| MGM | MGM Resorts International | 320,686 | $7,357 | 0.1% | $19.18 | +8.6% | COM | 552953101 |
| HYG | iShares iBoxx $ High Yield Cor | 90,000 | $7,242 | 0.1% | $82.13 | — | COM | 464288513 |
| — | PROSPECT MEDICAL HOLDING | 6,910,000 | $7,204 | 0.1% | $1.07 | — | CORP | 743494AC0 |
| — | DYCOM INDUSTRIES INC | 7,000,000 | $7,032 | 0.1% | $1.00 | — | CONV | 267475AA9 |
| — | HCA INC | 7,000,000 | $7,018 | 0.1% | $1.01 | — | CORP | 404119BN8 |
| — | ALCOA INC | 200,594 | $6,810 | 0.1% | $49.92 | — | CONV PFD | 013817309 |
| GILD | Gilead Sciences Inc | 65,000 | $6,718 | 0.1% | $73.52 | -0.8% | COM | 375558103 |
| — | STERICYCLE INC | 71,000 | $6,568 | 0.1% | $101.66 | — | CONV PFD | 858912207 |
| — | INTEGRA LIFESCIENCES HLD | 4,949,000 | $6,517 | 0.1% | $1.07 | — | CONV | 457985AK5 |
| — | HERBALIFE LTD | 7,531,000 | $6,448 | 0.1% | $0.77 | — | CONV | 42703MAB9 |
| — | COMMERCIAL METALS CO | 7,408,000 | $6,315 | 0.1% | $0.93 | — | CORP | 201723AK9 |
| — | TENET HEALTHCARE CORP | 6,000,000 | $6,270 | 0.1% | $1.06 | — | CORP | 87243QAB2 |
| — | SPECTRANETICS CORP | 8,122,000 | $6,200 | 0.1% | $1.16 | — | CONV | 84760CAA5 |
| — | LIGAND PHARMACEUTICALS I | 3,922,000 | $6,193 | 0.1% | $1.54 | — | CONV | 53220KAD0 |
| — | ELETSON HOLDINGS | 6,800,000 | $6,120 | 0.1% | $0.95 | — | CORP | 28620QAA1 |
| QCOM | QUALCOMM Inc | 120,000 | $6,106 | 0.1% | $47.30 | -15.5% | COM | 747525103 |
| — | Xilinx Inc | 125,692 | $6,056 | 0.1% | $44.06 | — | COM | 983919101 |
| — | SPRINT COMMUNICATIONS | 6,000,000 | $6,045 | 0.1% | $1.00 | — | CORP | 852061AQ3 |
| — | CLEAVER-BROOKS INC | 6,250,000 | $6,031 | 0.1% | $0.98 | — | CORP | 185401AD8 |
| — | ATLAS AIR WORLDWIDE HLDG | 6,996,000 | $5,821 | 0.1% | $0.98 | — | CONV | 049164BH8 |
| — | AMERICAN TOWER CORP | 55,000 | $5,738 | 0.1% | $107.89 | — | CONV PFD | 03027X308 |
| — | CENTURYLINK INC | 6,000,000 | $5,685 | 0.1% | $0.91 | — | CORP | 156700AX4 |
| GD | General Dynamics Corp | 40,000 | $5,614 | 0.1% | $111.08 | +3.2% | COM | 369550108 |
| — | NEWPARK RESOURCES INC | 6,173,000 | $5,591 | 0.1% | $1.24 | — | CONV | 651718AC2 |
| — | RESTORATION HARDWARE HOL | 6,000,000 | $5,554 | 0.1% | $0.93 | — | CONV | 761283AA8 |
| — | EXELON CORP | 136,660 | $5,528 | 0.1% | $49.21 | — | CONV PFD | 30161N127 |
| — | WRIGHT MEDICAL GROUP INC | 4,816,000 | $5,441 | 0.1% | $1.14 | — | CONV | 98235TAC1 |
| — | PROSPECT CAPITAL CORP | 6,240,000 | $5,439 | 0.1% | $0.93 | — | CONV | 74348TAQ5 |
| — | ALERE INC | 5,227,000 | $5,430 | 0.1% | $1.04 | — | CONV | 01449JAA3 |
| — | HORNBECK OFFSHORE SERV | 9,259,000 | $5,313 | 0.1% | $1.19 | — | CONV | 440543AN6 |
| C | Citigroup Inc | 100,000 | $5,298 | 0.1% | $39.07 | +1.4% | COM | 172967424 |
| — | TYSON FOODS INC | 85,230 | $5,203 | 0.1% | $49.81 | — | CONV PFD | 902494301 |
| — | DOMINION RESOURCES INC | 95,500 | $5,175 | 0.1% | $17.07 | — | CONV PFD | 25746U885 |
| — | DANA HOLDING CORP | 5,350,000 | $5,163 | 0.1% | $1.00 | — | CORP | 235825AE6 |
| — | SPECTRUM BRANDS INC | 5,000,000 | $5,163 | 0.1% | $1.03 | — | CORP | 84762LAT2 |
| — | Priceline Group Inc/The | 3,950 | $5,144 | 0.1% | $1236.89 | — | COM | 741503403 |
| — | SOTHEBY'S | 5,500,000 | $5,088 | 0.1% | $0.96 | — | CORP | 835898AF4 |
| — | MASCO CORP | 5,000,000 | $4,913 | 0.1% | $1.00 | — | CORP | 574599BJ4 |
| — | Cemex SAB de CV | 6,228,000 | $4,911 | 0.1% | $1.05 | — | CONV | 151290BT9 |
| — | HEALTHSOUTH CORP | 5,250,000 | $4,896 | 0.1% | $0.96 | — | CORP | 421924BR1 |
| — | SEADRILL LTD | 8,925,000 | $4,864 | 0.1% | $0.54 | — | CORP | G7945E105 |
| — | EQUINIX INC | 4,750,000 | $4,839 | 0.1% | $1.03 | — | CORP | 29444UAP1 |
| — | Blackstone Group LP/The | 157,500 | $4,752 | 0.1% | $30.17 | — | COM | 09253U108 |
| — | MENTOR GRAPHICS CORP | 4,478,000 | $4,732 | 0.1% | $1.06 | — | CONV | 587200AK2 |
| — | AVATION CAP SA / GROUP S | 5,000,000 | $4,675 | 0.1% | $0.99 | — | CORP | 05351QAA4 |
| — | OMNICARE INC | 4,683,000 | $4,660 | 0.1% | $1.15 | — | CONV | 681904AR9 |
| BIIB | Biogen Inc | 15,000 | $4,645 | 0.1% | $330.23 | -13.0% | COM | 09062X103 |
| — | E*TRADE FINANCIAL CORP | 4,560,000 | $4,640 | 0.1% | $1.00 | — | CORP | 269246BM5 |
| — | MASTEC INC | 5,225,000 | $4,520 | 0.1% | $0.92 | — | CORP | 576323AN9 |
| — | SPRINT COMMUNICATIONS | 4,250,000 | $4,484 | 0.1% | $1.06 | — | CORP | 852061AK6 |
| YUM | Yum! Brands Inc | 60,000 | $4,454 | 0.1% | $43.30 | 0.0% | COM | 988498101 |
| — | ACCURAY INC | 4,353,000 | $4,413 | 0.1% | $1.10 | — | CONV | 004397AB1 |
| — | REYNOLDS GRP ISS/REYNOLD | 4,315,000 | $4,396 | 0.1% | $1.02 | — | CORP | 761735AK5 |
| — | INPHI CORP | 4,500,000 | $4,383 | 0.1% | $0.97 | — | CONV | 45772FAA5 |
| — | ENDOLOGIX INC | 5,148,000 | $4,283 | 0.1% | $0.96 | — | CONV | 29266SAA4 |
| — | CELANESE US HOLDINGS LLC | 4,050,000 | $4,278 | 0.1% | $1.08 | — | CORP | 15089QAC8 |
| — | PBF HOLDING CO LLC | 4,000,000 | $4,160 | 0.1% | $1.05 | — | CORP | 69318FAB4 |
| — | TRANSDIGM INC | 4,250,000 | $4,154 | 0.1% | $0.97 | — | CORP | 893647AX5 |
| — | CORRECTIONS CORP OF AMER | 4,250,000 | $4,112 | 0.1% | $0.97 | — | CORP | 22025YAP5 |
| — | EARTHLINK HOLDINGS CORP | 3,925,000 | $4,023 | 0.1% | $1.01 | — | CORP | 270321AE2 |
| — | MOLINA HEALTHCARE INC | 4,000,000 | $4,020 | 0.1% | $1.00 | — | CORP | 60855RAF7 |
| — | WEST CORP | 4,500,000 | $3,910 | 0.1% | $0.93 | — | CORP | 952355AN5 |
| — | ENERGIZER HOLDINGS INC | 3,900,000 | $3,695 | 0.1% | $0.98 | — | CORP | 29273AAA4 |
| — | CONTINENTAL RESOURCES | 5,000,000 | $3,688 | 0.1% | $0.74 | — | CORP | 212015AH4 |
| CIEN | Ciena Corp | 173,235 | $3,674 | 0.1% | $18.47 | +24.4% | COM | 171779309 |
| — | BRISTOL-MYERS SQUIBB CO | 2,071,000 | $3,655 | 0.1% | $1.31 | — | CONV | 110122AN8 |
| — | LAB CORP OF AMER HLDGS | 2,153,000 | $3,621 | 0.1% | $1.40 | — | CONV | 50540RAG7 |
| — | Nordstrom Inc | 70,000 | $3,562 | 0.1% | $50.89 | — | COM | 655664100 |
| — | BOISE CASCADE COMPANY | 3,450,000 | $3,562 | 0.1% | $1.02 | — | CORP | 09739DAA8 |
| — | NAVIOS MARITIME ACQ CORP | 4,000,000 | $3,480 | 0.1% | $0.97 | — | CORP | 63938MAD8 |
| — | CELANESE US HOLDINGS LLC | 3,500,000 | $3,452 | 0.1% | $0.99 | — | CORP | 15089QAD6 |
| — | CONCORDIA HEALTHCARE | 3,500,000 | $3,448 | 0.1% | $0.99 | — | CORP | 206519AB6 |
| — | TENET HEALTHCARE CORP | 3,500,000 | $3,413 | 0.1% | $0.99 | — | CORP | 88033GBY5 |
| — | WESTERN REFINING INC | 3,478,000 | $3,391 | 0.1% | $0.98 | — | CORP | 959319AG9 |
| SCHW | Charles Schwab Corp/The | 100,000 | $3,356 | 0.1% | $27.89 | 0.0% | COM | 808513105 |
| — | UNITED RENTALS NORTH AM | 3,500,000 | $3,351 | 0.1% | $0.96 | — | CORP | 911365BD5 |
| — | HORIZON PHARMA FINANCING | 3,750,000 | $3,347 | 0.1% | $0.89 | — | CORP | 44052RAA3 |
| — | CREDIT ACCEPTANC | 3,315,000 | $3,340 | 0.1% | $0.99 | — | CORP | 225310AJ0 |
| — | RADIO ONE INC | 3,600,000 | $3,294 | 0.1% | $0.99 | — | CORP | 75040PAS7 |
| AMGN | Amgen Inc | 20,000 | $3,289 | 0.1% | $116.24 | +0.2% | COM | 031162100 |
| — | IASIS HEALTHCARE/CAP CRP | 3,500,000 | $3,238 | 0.0% | $1.01 | — | CORP | 45072PAD4 |
| — | General Electric Co | 103,070 | $3,224 | 0.0% | $31.28 | — | COM | 369604103 |
| — | INTL LEASE FINANCE CORP | 3,000,000 | $3,203 | 0.0% | $1.07 | — | CORP | 459745GG4 |
| — | SABINE PASS LIQUEFACTION | 3,500,000 | $3,203 | 0.0% | $0.92 | — | CORP | 785592AH9 |
| — | CONSOL ENERGY INC | 4,750,000 | $3,159 | 0.0% | $0.71 | — | CORP | 20854PAM1 |
| — | NEPTUNE FINCO CORP | 3,000,000 | $3,146 | 0.0% | $1.01 | — | CORP | 64072TAA3 |
| — | Ares Capital Corp | 3,096,000 | $3,129 | 0.0% | $1.04 | — | CONV | 04010LAG8 |
| — | Noble Energy Inc | 3,250,000 | $3,120 | 0.0% | $0.98 | — | CORP | 655044AM7 |
| — | HILTON WORLDWIDE FIN LLC | 3,000,000 | $3,120 | 0.0% | $1.06 | — | CORP | 432891AD1 |
| — | WEYERHAEUSER CO | 61,726 | $3,114 | 0.0% | $49.13 | — | CONV PFD | 962166872 |
| — | NATIONSTAR MORT/CAP CORP | 3,000,000 | $3,113 | 0.0% | $1.04 | — | CORP | 63860UAE0 |
| — | SESI LLC | 3,250,000 | $3,104 | 0.0% | $0.99 | — | CORP | 78412FAL8 |
| — | CIT GROUP INC | 3,000,000 | $3,098 | 0.0% | $1.03 | — | CORP | 125581GM4 |
| — | LAND O LAKES CAP TRST I | 3,000,000 | $3,090 | 0.0% | $0.99 | — | CORP | 514665AA6 |
| — | NAVIENT CORP | 3,000,000 | $3,075 | 0.0% | $1.02 | — | CORP | 78442FEM6 |
| — | KINDER MORGAN ENER PART | 3,500,000 | $3,055 | 0.0% | $0.87 | — | CORP | 494550BL9 |
| — | AIRTRAN HOLDINGS INC | 1,000,000 | $3,037 | 0.0% | $2.98 | — | CONV | 00949PAD0 |
| — | ALLIANCE DATA SYSTEMS CO | 3,000,000 | $3,030 | 0.0% | $1.02 | — | CORP | 018581AE8 |
| — | WELLTOWER INC | 49,412 | $3,015 | 0.0% | $60.73 | — | CONV PFD | 95040Q203 |
| — | GlaxoSmithKline PLC | 72,000 | $2,966 | 0.0% | $41.77 | — | COM | 37733W105 |
| — | SABINE PASS LIQUEFACTION | 3,350,000 | $2,948 | 0.0% | $0.99 | — | CORP | 785592AD8 |
| — | WATERJET HOLDINGS INC | 2,952,000 | $2,945 | 0.0% | $1.05 | — | CORP | 94155UAA7 |
| — | GENESIS ENERGY LP/GENESI | 3,613,000 | $2,927 | 0.0% | $0.97 | — | CORP | 37185LAG7 |
| — | ST BARBARA LTD | 3,000,000 | $2,880 | 0.0% | $0.93 | — | CORP | 852278AA8 |
| ARCC | Ares Capital Corp | 200,000 | $2,878 | 0.0% | $5.77 | -0.2% | COM | 04010L103 |
| — | TESORO LOGISTICS LP/CORP | 3,000,000 | $2,835 | 0.0% | $0.94 | — | CORP | 88160QAD5 |
| — | TPC GROUP INC | 4,250,000 | $2,826 | 0.0% | $0.86 | — | CORP | 89236YAA2 |
| — | BROOKFIELD RESIDENTIAL | 3,000,000 | $2,745 | 0.0% | $0.94 | — | CORP | 11283WAC8 |
| — | CIMAREX ENERGY CO | 3,000,000 | $2,692 | 0.0% | $0.95 | — | CORP | 171798AC5 |
| — | REGAL ENTERTAINMENT GRP | 2,679,000 | $2,612 | 0.0% | $0.96 | — | CORP | 758766AF6 |
| — | MARATHON OIL CORP | 3,250,000 | $2,602 | 0.0% | $0.85 | — | CORP | 565849AL0 |
| — | J2 GLOBAL COMMUNICATIONS | 1,930,000 | $2,580 | 0.0% | $1.02 | — | CONV | 48123VAC6 |
| — | MURPHY OIL CORP | 3,250,000 | $2,486 | 0.0% | $0.81 | — | CORP | 626717AF9 |
| — | Ally Financial Inc | 2,500,000 | $2,456 | 0.0% | $0.98 | — | CORP | 02005NBE9 |
| — | BLACKROCK CAPITAL INVEST | 2,353,000 | $2,432 | 0.0% | $1.04 | — | CONV | 092533AB4 |
| — | CARLSON WAGONLIT BV | 2,325,000 | $2,401 | 0.0% | $1.03 | — | CORP | 142812AB2 |
| — | VERTELLUS SPECIALTIES | 2,977,970 | $2,397 | 0.0% | $0.95 | — | TERM | 92531NAH7 |
| — | WESTERN REFINING/WNRL FI | 2,425,000 | $2,377 | 0.0% | $1.00 | — | CORP | 95931TAB6 |
| — | COMPASS MINERALS INTERNA | 2,500,000 | $2,375 | 0.0% | $0.99 | — | CORP | 20451NAE1 |
| — | KLX INC | 2,500,000 | $2,375 | 0.0% | $0.97 | — | CORP | 482539AA1 |
| — | ALZA CORP | 1,662,000 | $2,370 | 0.0% | $1.21 | — | CONV | 02261WAB5 |
| — | Starwood Hotels & Resorts Worl | 33,400 | $2,367 | 0.0% | $68.07 | — | COM | 85590A401 |
| VC | Visteon Corp | 20,000 | $2,328 | 0.0% | $65.24 | 0.0% | COM | 92839U206 |
| — | SAPPI PAPIER HOLDNG GMBH | 2,250,000 | $2,301 | 0.0% | $0.98 | — | CORP | 803071AA7 |
| — | SPRINT INDUSTRIAL LLC | 3,000,000 | $2,295 | 0.0% | $0.94 | — | TERM | 85208BAE6 |
| — | SPEEDWAY MOTORSPORTS INC | 2,250,000 | $2,278 | 0.0% | $0.99 | — | CORP | 847788AT3 |
| — | DUPONT FABROS TECH LP | 2,250,000 | $2,273 | 0.0% | $1.00 | — | CORP | 26613TAF7 |
| — | FIRST CASH FINANCIAL SER | 2,250,000 | $2,244 | 0.0% | $1.03 | — | CORP | 31942DAB3 |
| — | NorthStar Realty Finance Corp | 133,512 | $2,236 | 0.0% | $16.75 | — | COM | 66704R803 |
| — | SOUTHWESTERN ENERGY CO | 3,500,000 | $2,223 | 0.0% | $0.71 | — | CORP | 845467AL3 |
| — | CALUMET SPECIALTY PROD | 2,500,000 | $2,219 | 0.0% | $0.99 | — | CORP | 131477AN1 |
| — | CVS HEALTH CORP | 2,000,000 | $2,191 | 0.0% | $1.10 | — | CORP | 126650CR9 |
| — | KERR-MCGEE CORP | 2,000,000 | $2,180 | 0.0% | $1.13 | — | CORP | 492386AU1 |
| — | Prudential Short Duration High | 145,400 | $2,118 | 0.0% | $14.63 | — | COM | 74442F107 |
| — | BlackRock Floating Rate Income | 163,992 | $2,111 | 0.0% | $12.92 | — | COM | 09255X100 |
| — | AHERN RENTALS INC | 2,615,000 | $2,105 | 0.0% | $0.96 | — | CORP | 008674AH6 |
| — | CENVEO CORP | 4,000,000 | $2,100 | 0.0% | $0.68 | — | CORP | 15671BAL5 |
| — | NXP BV/NXP FUNDING LLC | 2,000,000 | $2,080 | 0.0% | $1.05 | — | CORP | 62947QAM0 |
| — | FIRST QUANTUM MINERALS L | 3,255,000 | $2,067 | 0.0% | $0.89 | — | CORP | 335934AF2 |
| — | GLOBAL PART/GLP FINANCE | 2,500,000 | $2,038 | 0.0% | $0.93 | — | CORP | 37954FAB0 |
| — | FIRST DATA CORPORATION | 2,000,000 | $2,025 | 0.0% | $0.99 | — | CORP | 319963BN3 |
| — | MGM RESORTS INTL | 2,000,000 | $1,985 | 0.0% | $1.01 | — | CORP | 552953CC3 |
| — | ENDO LTD/FIN LLC/FINCO | 2,000,000 | $1,980 | 0.0% | $0.99 | — | CORP | 29273EAA6 |
| — | SEADRILL LTD | 18,170 | $1,978 | 0.0% | $0.54 | — | Put | G7945E105 |
| — | PBF HOLDING CO LLC | 2,000,000 | $1,960 | 0.0% | $0.98 | — | CORP | 69318FAD0 |
| — | BOMBARDIER INC | 2,740,000 | $1,939 | 0.0% | $0.71 | — | CORP | 097751BF7 |
| — | DANAHER CORP | 703,000 | $1,916 | 0.0% | $1.84 | — | CONV | 235851AF9 |
| — | MGM RESORTS INTL | 1,800,000 | $1,913 | 0.0% | $1.06 | — | CORP | 552953BX8 |
| — | BlackRock Debt Strategies Fund | 572,045 | $1,911 | 0.0% | $3.34 | — | COM | 09255R103 |
| — | VIASAT INC | 1,805,000 | $1,868 | 0.0% | $1.04 | — | CORP | 92552VAF7 |
| — | NRG YIELD INC | 2,000,000 | $1,843 | 0.0% | $1.13 | — | CONV | 62942XAA6 |
| — | INCYTE CORP LTD | 801,000 | $1,752 | 0.0% | $1.50 | — | CONV | 45337CAM4 |
| OXY | Occidental Petroleum Corp | 25,000 | $1,705 | 0.0% | $61.96 | -13.7% | COM | 674599105 |
| — | SABINE PASS LIQUEFACTION | 1,750,000 | $1,606 | 0.0% | $0.92 | — | CORP | 785592AE6 |
| — | INTELSAT JACKSON HLDG | 1,830,000 | $1,601 | 0.0% | $0.87 | — | CORP | 45824TAC9 |
| — | TRONOX FINANCE LLC | 2,750,000 | $1,540 | 0.0% | $0.56 | — | CORP | 30049XAA5 |
| — | Ally Financial Inc | 1,500,000 | $1,534 | 0.0% | $1.01 | — | CORP | 02005NAV2 |
| — | A SCHULMAN INC | 1,584,000 | $1,521 | 0.0% | $0.97 | — | CORP | 808194AA2 |
| SYF | Synchrony Financial | 49,300 | $1,513 | 0.0% | $25.00 | 0.0% | COM | 87165B103 |
| — | DISPENSING DYNAMICS INTL | 1,500,000 | $1,508 | 0.0% | $1.02 | — | CORP | 25471QAA7 |
| — | NAVIOS MARITIME HLDS/FIN | 3,000,000 | $1,500 | 0.0% | $0.84 | — | CORP | 639365AG0 |
| — | NOVELLUS SYSTEMS INC | 620,000 | $1,480 | 0.0% | $1.55 | — | CONV | 670008AD3 |
| — | NAVIOS MARITIME HLDS/FIN | 3,250,000 | $1,463 | 0.0% | $0.60 | — | CORP | 639365AF2 |
| — | Cempra Inc | 46,000 | $1,415 | 0.0% | $27.84 | — | COM | 15130J109 |
| — | CARAUSTAR INDUSTRIES INC | 1,403,340 | $1,391 | 0.0% | $1.02 | — | TERM | 14076CAB9 |
| — | Hawaiian Telcom Holdco Inc | 53,959 | $1,384 | 0.0% | $26.33 | — | COM | 420031106 |
| AAP | Advance Auto Parts Inc | 9,000 | $1,370 | 0.0% | $152.05 | 0.0% | COM | 00751Y106 |
| — | SYNOVUS FINANCIAL CORP | 1,312,000 | $1,368 | 0.0% | $1.02 | — | CORP | 87161CAG0 |
| — | TELESAT CANADA/TELESAT L | 1,200,000 | $1,215 | 0.0% | $1.02 | — | CORP | 87952VAJ5 |
| — | WEATHERFORD BERMUDA | 1,500,000 | $1,208 | 0.0% | $0.81 | — | CORP | 94707VAA8 |
| — | GCI INC | 1,150,000 | $1,179 | 0.0% | $1.02 | — | CORP | 36155WAK2 |
| — | Invesco Dynamic Credit Opportu | 110,206 | $1,162 | 0.0% | $10.56 | — | COM | 46132R104 |
| — | TPG SPECIALTY LENDING IN | 1,163,000 | $1,149 | 0.0% | $1.01 | — | CONV | 87265KAB8 |
| SPY | SPDR S&P500 ETF Trust | 6,450 | $1,076 | 0.0% | — | — | Call | 78462F103 |
| — | HEXION INC | 1,500,000 | $1,065 | 0.0% | $0.91 | — | CORP | 428303AJ0 |
| — | STEEL DYNAMICS INC | 1,150,000 | $1,049 | 0.0% | $0.91 | — | CORP | 858119AZ3 |
| — | ACI WORLDWIDE INC | 1,000,000 | $1,038 | 0.0% | $1.06 | — | CORP | 004498AA9 |
| — | CENVEO CORP | 1,435,000 | $1,033 | 0.0% | $0.85 | — | CORP | 15671BAK7 |
| — | Noble Energy Inc | 30,502 | $1,019 | 0.0% | $30.17 | — | COM | 655044105 |
| — | VIRGIN AUSTRALIA HOLDING | 1,000,000 | $1,005 | 0.0% | $1.00 | — | CORP | 92765YAE7 |
| — | CORRECTIONS CORP OF AMER | 1,000,000 | $1,000 | 0.0% | $1.01 | — | CORP | 22025YAQ3 |
| — | FMG RESOURCES AUG 2006 | 1,000,000 | $920 | 0.0% | $0.92 | — | CORP | 30251GAS6 |
| — | INTELSAT JACKSON HLDG | 1,050,000 | $916 | 0.0% | $0.87 | — | CORP | 45824TAG0 |
| — | HESS CORP | 1,000,000 | $881 | 0.0% | $0.93 | — | CORP | 42809HAF4 |
| — | A SCHULMAN INC | 1,000 | $854 | 0.0% | $854.00 | — | CONV PFD | 808194302 |
| — | GLOBAL PART/GLP FINANCE | 1,000,000 | $850 | 0.0% | $0.85 | — | CORP | 37954FAD6 |
| — | Hospitality Properties Trust | 30,300 | $819 | 0.0% | $28.32 | — | COM | 44106M102 |
| INCY | Incyte Corp | 7,000 | $775 | 0.0% | $104.94 | +6.3% | COM | 45337C102 |
| ALLY | Ally Financial Inc | 34,300 | $647 | 0.0% | $16.50 | -8.3% | COM | 02005N100 |
| — | MGM Holdings Inc | 7,781 | $595 | 0.0% | $77.72 | — | COM | 55303C101 |
| HP | Helmerich & Payne Inc | 9,960 | $539 | 0.0% | $55.31 | 0.0% | COM | 423452101 |
| PTEN | Patterson-UTI Energy Inc | 35,040 | $532 | 0.0% | $15.38 | 0.0% | COM | 703481101 |
| — | NUANCE COMMUNICATIONS | 514,000 | $526 | 0.0% | $1.00 | — | CONV | 67020YAF7 |
| OIS | Oil States International Inc | 18,150 | $506 | 0.0% | $29.75 | 0.0% | COM | 678026105 |
| VZ | Verizon Communications Inc | 10,000 | $472 | 0.0% | $27.43 | -1.8% | COM | 92343V104 |
| — | ENCORE CAPITAL GROUP INC | 494,000 | $424 | 0.0% | $1.11 | — | CONV | 292554AF9 |
| — | CALUMET SPECIALTY PROD | 360,000 | $347 | 0.0% | $0.96 | — | CORP | 131477AL5 |
| — | CARDTRONICS INC | 325,000 | $315 | 0.0% | $0.97 | — | CORP | 14161HAJ7 |
| BMRN | BioMarin Pharmaceutical Inc | 2,953 | $313 | 0.0% | $129.05 | -19.2% | COM | 09061G101 |
| — | MICROCHIP TECHNOLOGY INC | 154,000 | $302 | 0.0% | $1.55 | — | CONV | 595017AB0 |
| — | HUGHES SATELITE SYSTEMS | 270,000 | $290 | 0.0% | $1.06 | — | CORP | 444454AB8 |
| — | Yahoo! Inc | 7,454 | $254 | 0.0% | $31.45 | — | COM | 984332106 |
| — | STEEL DYNAMICS INC | 250,000 | $243 | 0.0% | $0.97 | — | CORP | 858119BD1 |
| — | Twitter Inc | 10,629 | $239 | 0.0% | $24.32 | — | COM | 90184L102 |
| — | Ctrip.com International Ltd | 1,000 | $237 | 0.0% | — | — | Put | 22943F100 |
| — | PDL BIOPHARMA INC | 283,000 | $228 | 0.0% | $1.06 | — | CONV | 69329YAF1 |
| — | ALPHA NATURAL RESOURCES | 10,000,000 | $225 | 0.0% | $0.04 | — | CONV | 02076XAE2 |
| — | GENESIS ENERGY LP/GENESI | 250,000 | $221 | 0.0% | $0.88 | — | CORP | 37185LAF9 |
| EXPE | Expedia Inc | 1,402 | $179 | 0.0% | $120.15 | 0.0% | COM | 30212P303 |
| HST | Host Hotels & Resorts Inc | 10,000 | $159 | 0.0% | $11.03 | 0.0% | COM | 44107P104 |
| — | MEDICINES COMPANY | 102,000 | $149 | 0.0% | $1.30 | — | CONV | 584688AC9 |
| CX | Cemex SAB de CV | 25,000 | $135 | 0.0% | $5.40 | — | COM | 151290889 |
| — | FireEye Inc | 6,065 | $128 | 0.0% | $23.76 | — | COM | 31816Q101 |
| — | MOLYCORP INC | 10,000,000 | $125 | 0.0% | $0.01 | — | CONV | 608753AF6 |
| — | Tribune Publishing Co | 12,649 | $119 | 0.0% | $7.84 | — | COM | 896082104 |
| VSH | Vishay Intertechnology Inc | 2,450 | $116 | 0.0% | $9.30 | 0.0% | Call | 928298108 |
| — | CHART INDUSTRIES INC | 125,000 | $109 | 0.0% | $1.18 | — | CONV | 16115QAC4 |
| — | ICONIX BRAND GROUP INC | 4,209 | $95 | 0.0% | $13.51 | — | Put | 451055107 |
| — | PENN VIRGINIA CORP | 606,000 | $91 | 0.0% | $0.15 | — | CORP | 707882AC0 |
| — | STONE ENERGY CORP | 107,000 | $90 | 0.0% | $0.98 | — | CONV | 861642AN6 |
| MSFT | Microsoft Corp | 1,033 | $72 | 0.0% | — | — | Call | 594918104 |
| HOLX | Hologic Inc | 1,716 | $68 | 0.0% | $38.91 | 0.0% | COM | 436440101 |
| — | Sprint Corp | 825 | $67 | 0.0% | — | — | Call | 85207U105 |
| ALLY | Ally Financial Inc | 2,475 | $67 | 0.0% | $16.50 | -8.3% | Call | 02005N100 |
| BMRN | BioMarin Pharmaceutical Inc | 250 | $65 | 0.0% | $129.05 | -19.2% | Call | 09061G101 |
| MU | MICRON TECHNOLOGY INC | 2,000 | $53 | 0.0% | — | — | Call | 595112103 |
| — | LAND O'LAKES INC | 50,000 | $52 | 0.0% | $1.04 | — | CORP | 514666AJ5 |
| — | Red Hat Inc | 200 | $46 | 0.0% | $71.97 | — | Call | 756577102 |
| AIG | American International Group I | 500 | $46 | 0.0% | — | — | Call | 026874784 |
| — | Twitter Inc | 675 | $44 | 0.0% | $24.32 | — | Put | 90184L102 |
| GM | General Motors Co | 800 | $42 | 0.0% | $26.44 | +4.8% | Call | 37045V100 |
| — | General Electric Co | 1,850 | $40 | 0.0% | $31.28 | — | Call | 369604103 |
| YUM | Yum! Brands Inc | 125 | $39 | 0.0% | $43.30 | 0.0% | Call | 988498101 |
| CX | Cemex SAB de CV | 4,000 | $37 | 0.0% | $5.40 | — | Put | 151290889 |
| — | Hilton Worldwide Holdings Inc | 1,550 | $34 | 0.0% | $21.94 | — | COM | 43300A104 |
| — | Xilinx Inc | 450 | $31 | 0.0% | $44.06 | — | Call | 983919101 |
| — | Priceline Group Inc/The | 50 | $25 | 0.0% | $1236.89 | — | Put | 741503403 |
| VSH | Vishay Intertechnology Inc | 2,000 | $25 | 0.0% | $9.30 | 0.0% | COM | 928298108 |
| — | CHESAPEAKE ENERGY CORP | 53 | $24 | 0.0% | $994.11 | — | CONV PFD | 165167750 |
| BAC | BANK OF AMERICA CORP | 1,500 | $22 | 0.0% | — | — | Call | 060505104 |
| IBM | IBM | 300 | $22 | 0.0% | — | — | Call | 459200101 |
| NOK | Nokia OYJ | 2,000 | $22 | 0.0% | — | — | Call | 654902204 |
| LVS | Las Vegas Sands Corp | 200 | $21 | 0.0% | — | — | Call | 517834107 |
| — | Echo Global Logistics Inc | 500 | $21 | 0.0% | — | — | Put | 27875T101 |
| FCX | Freeport-McMoRan Inc | 1,500 | $20 | 0.0% | — | — | Call | 35671D857 |
| ON | ON SEMICONDUCTOR CORP | 2,500 | $17 | 0.0% | $10.16 | +3.5% | Call | 682189105 |
| — | SANDISK CORP | 300 | $17 | 0.0% | — | — | Put | 80004C101 |
| — | FireEye Inc | 1,100 | $17 | 0.0% | $23.76 | — | Put | 31816Q101 |
| AAP | Advance Auto Parts Inc | 175 | $17 | 0.0% | $152.05 | 0.0% | Call | 00751Y106 |
| — | MannKind Corp | 1,000 | $16 | 0.0% | — | — | Call | 56400P201 |
| — | HeartWare International Inc | 300 | $15 | 0.0% | $52.46 | — | COM | 422368100 |
| CALY | Callaway Golf Co | 500 | $14 | 0.0% | — | — | Put | 131193104 |
| — | TIBCO SOFTWARE INC | 14,000 | $14 | 0.0% | $0.99 | — | CONV | 88632QAB9 |
| — | SunEdison Inc | 2,250 | $13 | 0.0% | — | — | Put | 86732Y109 |
| DIS | Walt Disney Co/The | 150 | $13 | 0.0% | — | — | Call | 254687106 |
| — | Hilton Worldwide Holdings Inc | 500 | $13 | 0.0% | $21.94 | — | Call | 43300A104 |
| HST | Host Hotels & Resorts Inc | 300 | $12 | 0.0% | $11.03 | 0.0% | Put | 44107P104 |
| — | CLOVIS ONCOLOGY INC | 850 | $10 | 0.0% | — | — | Put | 189464100 |
| — | Cobalt International Energy In | 1,000 | $10 | 0.0% | — | — | Put | 19075F106 |
| — | Mylan NV | 245 | $9 | 0.0% | $40.27 | — | Call | N59465109 |
| SONY | Sony Corp | 750 | $9 | 0.0% | $24.51 | — | Call | 835699307 |
| — | SEADRILL LTD | 1,500 | $8 | 0.0% | $0.54 | — | Call | G7945E105 |
| MAR | Marriott International Inc/MD | 150 | $7 | 0.0% | — | — | Put | 571903202 |
| MAR | Marriott International Inc/MD | 200 | $7 | 0.0% | — | — | Call | 571903202 |
| CAT | Caterpillar Inc | 250 | $7 | 0.0% | — | — | Call | 149123101 |
| VIAV | VIAVI SOLUTIONS INC | 500 | $7 | 0.0% | — | — | Put | 925550105 |
| — | Weatherford International PLC | 575 | $6 | 0.0% | — | — | Put | 107986928 |
| AL | AIR LEASE CORP | 175 | $5 | 0.0% | $28.46 | -0.2% | Call | 00912X302 |
| AL | AIR LEASE CORP | 260 | $5 | 0.0% | $28.46 | -0.2% | Put | 00912X302 |
| — | American Capital Ltd | 750 | $5 | 0.0% | $12.15 | — | Call | 02503Y103 |
| — | Yahoo! Inc | 900 | $5 | 0.0% | $31.45 | — | Call | 984332106 |
| CLH | Clean Harbors Inc | 240 | $5 | 0.0% | $52.23 | -16.8% | Call | 184496107 |
| FNF | FNF Group | 200 | $5 | 0.0% | $17.29 | -4.4% | Call | 31620R303 |
| M | Macy's Inc | 350 | $4 | 0.0% | — | — | Call | 55616P104 |
| — | Immunomedics Inc | 500 | $4 | 0.0% | — | — | Call | 452907108 |
| ALLY | Ally Financial Inc | 200 | $4 | 0.0% | $16.50 | -8.3% | Put | 02005N100 |
| — | Yahoo! Inc | 1,110 | $4 | 0.0% | $31.45 | — | Put | 984332106 |
| — | SUNPOWER CORP | 500 | $3 | 0.0% | — | — | Put | 867652406 |
| — | Atmel Corp | 500 | $3 | 0.0% | — | — | Call | 049513104 |
| — | BLACK HILLS CORP | 59 | $3 | 0.0% | $50.85 | — | CONV PFD | 092113125 |
| — | CUMULUS MEDIA INC-CL A | 7,103 | $2 | 0.0% | $0.00 | — | COM | 231082116 |
| — | Qihoo 360 Technology Co Ltd | 300 | $2 | 0.0% | — | — | Put | 74734M109 |
| — | Staples Inc | 1,000 | $2 | 0.0% | — | — | Call | 855030102 |
| — | Twitter Inc | 2,000 | $2 | 0.0% | $24.32 | — | Call | 90184L102 |
| TEVA | Teva Pharmaceutical Industries | 150 | $1 | 0.0% | — | — | Put | 881624209 |
| SPY | SPDR S&P500 ETF Trust | 745 | $1 | 0.0% | — | — | Put | 78462F103 |
| CIEN | Ciena Corp | 150 | $1 | 0.0% | $18.47 | +24.4% | Put | 171779309 |
| PFE | Pfizer Inc | 350 | $1 | 0.0% | — | — | Put | 717081103 |
| — | PANDORA MEDIA INC | 300 | $1 | 0.0% | — | — | Put | 698354107 |
| — | SANDRIDGE ENERGY INC | 400 | $1 | 0.0% | $2.50 | — | CONV PFD | 80007P877 |
| KMI | Kinder Morgan Inc/DE | 250 | $0 | 0.0% | — | — | Call | 49456B101 |