CIK: 0001097278 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 13, 2016
Total Value ($000): $6,549,283 (14.1% shares, 85.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PRICELINE GROUP INC/THE | 130,010,000 | $156,586 | 2.4% | $1.17 | — | CONV | 741503AS5 |
| — | WELLS FARGO & COMPANY | 124,036 | $149,463 | 2.3% | $839.73 | — | CONV PFD | 949746804 |
| — | CITRIX SYSTEMS INC | 109,699,000 | $122,863 | 1.9% | $1.06 | — | CONV | 177376AD2 |
| — | YAHOO INC | 121,134,000 | $120,282 | 1.8% | $1.11 | — | CONV | 984332AF3 |
| — | AMG CAPITAL TRUST II | 1,774,964 | $99,046 | 1.5% | $41.63 | — | CONV PFD | 00170F209 |
| — | RED HAT INC | 77,410,000 | $96,112 | 1.5% | $1.21 | — | CONV | 756577AD4 |
| — | INTEL CORP | 73,549,000 | $93,665 | 1.4% | $1.21 | — | CONV | 458140AD2 |
| — | ILLUMINA INC | 81,823,000 | $88,075 | 1.3% | $1.18 | — | CONV | 452327AH2 |
| — | HOLOGIC INC | 66,940,000 | $83,368 | 1.3% | $1.16 | — | CONV | 436440AG6 |
| — | CTRIP.COM INTER LTD. | 75,081,000 | $82,695 | 1.3% | $1.07 | — | CONV | 22943FAE0 |
| — | JARDEN CORP | 63,542,000 | $80,613 | 1.2% | $1.18 | — | CONV | 471109AM0 |
| — | TWITTER INC | 90,785,000 | $76,539 | 1.2% | $0.84 | — | CONV | 90184LAD4 |
| — | IONIS PHARMACEUTICALS IN | 81,578,000 | $74,545 | 1.1% | $1.05 | — | CONV | 464337AJ3 |
| — | CENTERPOINT ENERGY INC | 1,171,752 | $74,104 | 1.1% | $12.99 | — | CONV | 15189T206 |
| — | NXP SEMICONDUCTOR NV | 66,745,000 | $73,732 | 1.1% | $1.11 | — | CONV | 62952QAB6 |
| — | SANDISK CORP | 68,424,000 | $71,254 | 1.1% | $1.04 | — | CONV | 80004CAF8 |
| — | WRIGHT MEDICAL GROUP INC | 77,918,000 | $70,407 | 1.1% | $0.90 | — | CONV | 98235TAE7 |
| — | EURONET WORLDWIDE INC | 58,595,000 | $69,922 | 1.1% | $1.20 | — | CONV | 298736AH2 |
| — | MOLINA HEALTHCARE INC | 55,122,000 | $69,466 | 1.1% | $1.21 | — | CONV | 60855RAD2 |
| — | TEVA PHARMACEUTICAL INDU | 78,855 | $69,229 | 1.1% | $877.93 | — | CONV PFD | EP0496760 |
| — | SERVICENOW INC | 63,744,000 | $69,153 | 1.1% | $1.11 | — | CONV | 81762PAB8 |
| — | BANK OF AMERICA CORP | 58,374 | $66,430 | 1.0% | $355.18 | — | CONV PFD | 060505682 |
| — | ALLERGAN PLC | 71,646 | $65,666 | 1.0% | $916.53 | — | CONV PFD | EP0481507 |
| — | EXTRA SPACE STORAGE LP | 56,948,000 | $65,162 | 1.0% | $1.07 | — | CONV | 30225VAD9 |
| — | MICRON TECHNOLOGY INC | 92,523,000 | $63,365 | 1.0% | $0.94 | — | CONV | 595112AY9 |
| — | TWITTER INC | 71,528,000 | $62,721 | 1.0% | $0.85 | — | CONV | 90184LAB8 |
| — | INTEL CORP | 37,946,000 | $60,391 | 0.9% | $1.36 | — | CONV | 458140AF7 |
| — | LIBERTY MEDIA CORP | 60,511,000 | $60,134 | 0.9% | $0.99 | — | CONV | 531229AB8 |
| — | ARES CAPITAL CORP | 57,700,000 | $58,313 | 0.9% | $1.03 | — | CONV | 04010LAM5 |
| — | MICROCHIP TECHNOLOGY INC | 56,417,000 | $57,674 | 0.9% | $1.02 | — | CONV | 595017AD6 |
| — | COLONY CAPITAL INC | 63,967,000 | $57,351 | 0.9% | $1.02 | — | CONV | 19624RAB2 |
| — | WEBMD HEALTH CORP | 48,602,000 | $55,535 | 0.8% | $1.03 | — | CONV | 94770VAF9 |
| — | ANTHEM INC | 1,172,056 | $54,758 | 0.8% | $50.49 | — | CONV PFD | 036752202 |
| — | SALESFORCE.COM INC | 43,910,000 | $54,287 | 0.8% | $1.18 | — | CONV | 79466LAD6 |
| — | LINKEDIN CORP | 59,558,000 | $53,984 | 0.8% | $1.03 | — | CONV | 53578AAB4 |
| — | ON SEMICONDUCTOR CORP | 60,086,000 | $53,982 | 0.8% | $0.99 | — | CONV | 682189AJ4 |
| — | BIOMARIN PHARMACEUTICAL | 46,556,000 | $53,895 | 0.8% | $1.12 | — | CONV | 09061GAE1 |
| — | LAM RESEARCH CORP | 36,364,000 | $53,589 | 0.8% | $1.39 | — | CONV | 512807AL2 |
| — | AKAMAI TECHNOLOGIES INC | 54,401,000 | $53,201 | 0.8% | $1.07 | — | CONV | 00971TAG6 |
| — | FIDELITY NATL FINANCIAL | 28,121,000 | $52,657 | 0.8% | $1.75 | — | CONV | 31620RAE5 |
| — | HEALTHSOUTH CORP | 46,109,000 | $51,585 | 0.8% | $1.10 | — | CONV | 421924BL4 |
| — | CIENA CORP | 50,296,000 | $49,428 | 0.8% | $1.00 | — | CONV | 171779AE1 |
| — | LIBERTY INTERACTIVE LLC | 55,507,000 | $48,417 | 0.7% | $0.99 | — | CONV | 530610AB0 |
| — | FIREEYE INC | 56,659,000 | $48,207 | 0.7% | $0.92 | — | CONV | 31816QAA9 |
| — | ALEXANDRIA REAL ESTATE E | 1,599,560 | $46,787 | 0.7% | $7.36 | — | CONV PFD | 015271505 |
| — | BROOKDALE SENIOR LIVING | 48,588,000 | $46,642 | 0.7% | $1.14 | — | CONV | 112463AA2 |
| — | ILLUMINA INC | 44,880,000 | $46,580 | 0.7% | $1.16 | — | CONV | 452327AF6 |
| — | JEFFERIES GROUP LLC | 46,895,000 | $46,154 | 0.7% | $1.06 | — | CONV | 472319AG7 |
| — | FRONTIER COMMUNICATIONS | 440,804 | $46,020 | 0.7% | $99.10 | — | CONV PFD | 35906A207 |
| — | MACQUARIE INFRASTRUCTURE | 40,745,000 | $44,955 | 0.7% | $1.13 | — | CONV | 55608BAA3 |
| — | NUVASIVE INC | 41,485,000 | $44,431 | 0.7% | $1.07 | — | CONV | 670704AF2 |
| — | AIR LEASE CORP | 32,809,000 | $44,023 | 0.7% | $1.30 | — | CONV | 00912XAK0 |
| — | ICONIX BRAND GROUP INC | 44,326,000 | $43,957 | 0.7% | $1.08 | — | CONV | 451055AE7 |
| — | CALATLANTIC GROUP INC | 41,333,000 | $43,702 | 0.7% | $1.12 | — | CONV | 85375CBC4 |
| — | TOLL BROS FINANCE CORP | 43,252,000 | $42,347 | 0.6% | $1.06 | — | CONV | 88947EAM2 |
| — | LAM RESEARCH CORP | 31,318,000 | $41,986 | 0.6% | $1.29 | — | CONV | 512807AJ7 |
| — | CORNERSTONE ONDEMAND INC | 42,350,000 | $41,910 | 0.6% | $1.03 | — | CONV | 21925YAB9 |
| — | VERINT SYSTEMS INC | 46,568,000 | $41,169 | 0.6% | $1.02 | — | CONV | 92343XAA8 |
| — | JAZZ INVESTMENTS I LTD | 38,970,000 | $39,899 | 0.6% | $1.04 | — | CONV | 472145AB7 |
| — | KEYCORP | 298,058 | $38,926 | 0.6% | $11.86 | — | CONV PFD | 493267405 |
| — | WEBMD HEALTH CORP | 28,887,000 | $38,553 | 0.6% | $1.02 | — | CONV | 94770VAK8 |
| — | LIVE NATION ENTERTAINMEN | 38,260,000 | $37,927 | 0.6% | $1.07 | — | CONV | 538034AJ8 |
| — | INTEGRATED DEVICE TECH | 40,000,000 | $37,470 | 0.6% | $0.94 | — | CONV | 458118AB2 |
| — | GNC HOLDINGS INC | 45,436,000 | $37,352 | 0.6% | $0.89 | — | CONV | 36191GAA5 |
| — | RTI INTERNATIONAL METALS | 35,068,000 | $36,843 | 0.6% | $1.02 | — | CONV | 74973WAB3 |
| — | PRICELINE GROUP INC/THE | 25,587,000 | $36,604 | 0.6% | $1.22 | — | CONV | 741503AQ9 |
| — | BROCADE COMMUNICATIONS | 36,058,000 | $35,836 | 0.5% | $0.97 | — | CONV | 111621AQ1 |
| — | STARWOOD PROPERTY TRUST | 35,314,000 | $35,540 | 0.5% | $1.06 | — | CONV | 85571BAB1 |
| — | B2GOLD CORP | 41,289,000 | $35,027 | 0.5% | $0.95 | — | CONV | 11777QAB6 |
| — | NEXTERA ENERGY INC | 578,638 | $35,015 | 0.5% | $54.75 | — | CONV PFD | 65339F846 |
| — | FINISAR CORP | 35,187,000 | $34,581 | 0.5% | $0.95 | — | CONV | 31787AAM3 |
| — | FIREEYE INC | 42,500,000 | $34,570 | 0.5% | $1.02 | — | CONV | 31816QAC5 |
| — | ROYAL GOLD INC | 34,794,000 | $33,576 | 0.5% | $0.94 | — | CONV | 780287AA6 |
| — | VIAVI SOLUTIONS INC | 33,636,000 | $32,848 | 0.5% | $1.02 | — | CONV | 46612JAF8 |
| — | BIOMARIN PHARMACEUTICAL | 27,058,000 | $32,137 | 0.5% | $1.10 | — | CONV | 09061GAF8 |
| — | GILEAD SCIENCES INC | 7,724,000 | $31,616 | 0.5% | $2.58 | — | CONV | 375558AP8 |
| — | SANDISK CORP | 20,000,000 | $31,565 | 0.5% | $1.27 | — | CONV | 80004CAD3 |
| — | STANLEY BLACK & DECKER I | 272,179 | $31,021 | 0.5% | $109.02 | — | CONV PFD | 854502804 |
| — | TEVA PHARM FIN CO LLC | 22,243,000 | $28,926 | 0.4% | $1.40 | — | CONV | 88163VAE9 |
| — | LIBERTY INTERACTIVE LLC | 52,927,000 | $28,327 | 0.4% | $0.52 | — | CONV | 530715AN1 |
| — | ARES CAPITAL CORP | 27,701,000 | $28,171 | 0.4% | $1.04 | — | CONV | 04010LAJ2 |
| — | CEPHEID INC | 31,386,000 | $28,019 | 0.4% | $0.91 | — | CONV | 15670RAC1 |
| — | HOLOGIC INC | 21,599,000 | $27,908 | 0.4% | $1.16 | — | CONV | 436440AC5 |
| — | RADIAN GROUP INC | 22,306,000 | $27,771 | 0.4% | $1.37 | — | CONV | 750236AN1 |
| — | MEDIDATA SOLUTIONS INC | 27,116,000 | $27,521 | 0.4% | $1.10 | — | CONV | 58471AAB1 |
| — | SYNCHRONOSS TECHNOLOGIES | 28,147,000 | $27,151 | 0.4% | $1.08 | — | CONV | 87157BAA1 |
| — | STARWOOD PROPERTY TRUST | 26,578,000 | $26,678 | 0.4% | $1.04 | — | CONV | 85571BAA3 |
| — | NETSUITE INC | 27,665,000 | $26,556 | 0.4% | $1.04 | — | CONV | 64118QAB3 |
| — | XILINX INC | 15,941,000 | $26,255 | 0.4% | $1.50 | — | CONV | 983919AF8 |
| — | CIENA CORP | 20,807,000 | $26,027 | 0.4% | $1.33 | — | CONV | 171779AK7 |
| — | NRG YIELD INC | 29,929,000 | $26,020 | 0.4% | $0.97 | — | CONV | 62942XAD0 |
| — | PROOFPOINT INC | 26,264,000 | $25,424 | 0.4% | $1.08 | — | CONV | 743424AC7 |
| — | NEWMONT MINING CORP | 24,101,000 | $25,017 | 0.4% | $1.08 | — | CONV | 651639AJ5 |
| — | BROADSOFT INC | 20,904,000 | $24,993 | 0.4% | $1.05 | — | CONV | 11133BAC6 |
| — | COLONY CAPITAL INC | 27,862,000 | $24,952 | 0.4% | $1.05 | — | CONV | 19624RAA4 |
| — | OLD REPUBLIC INTL CORP | 20,011,000 | $24,787 | 0.4% | $1.16 | — | CONV | 680223AH7 |
| — | NVIDIA CORP | 13,355,000 | $23,832 | 0.4% | $1.15 | — | CONV | 67066GAC8 |
| — | CALATLANTIC GROUP INC | 26,609,000 | $23,747 | 0.4% | $0.92 | — | CONV | 783764AS2 |
| — | BROADSOFT INC | 20,753,000 | $23,723 | 0.4% | $1.03 | — | CONV | 11133BAB8 |
| — | NATIONAL HEALTH INVESTOR | 23,204,000 | $23,658 | 0.4% | $1.00 | — | CONV | 63633DAE4 |
| — | COLONY STARWOOD HOMES | 23,477,000 | $23,246 | 0.4% | $0.96 | — | CONV | 85571WAB5 |
| — | DYCOM INDUSTRIES INC | 23,632,000 | $23,177 | 0.4% | $0.99 | — | CONV | 267475AA9 |
| — | AMERICAN TOWER CORP | 219,942 | $22,620 | 0.3% | $100.08 | — | CONV PFD | 03027X407 |
| — | ALLSCRIPTS HEALTHCARE SO | 22,109,000 | $22,561 | 0.3% | $1.01 | — | CONV | 01988PAD0 |
| — | ANTHEM INC | 11,371,000 | $21,719 | 0.3% | $1.48 | — | CONV | 94973VBG1 |
| — | CTRIP.COM INTER LTD. | 16,394,000 | $21,090 | 0.3% | $1.02 | — | CONV | 22943FAD2 |
| — | HERBALIFE LTD | 21,860,000 | $21,051 | 0.3% | $0.90 | — | CONV | 42703MAB9 |
| — | WORKDAY INC | 18,224,000 | $20,704 | 0.3% | $1.14 | — | CONV | 98138HAC5 |
| — | CIENA CORP | 17,415,000 | $20,689 | 0.3% | $1.19 | — | CONV | 171779AG6 |
| — | CSG SYSTEMS INTERNATIONA | 19,250,000 | $20,592 | 0.3% | $1.07 | — | CONV | 126349AE9 |
| — | WEB.COM GROUP INC | 21,405,000 | $20,432 | 0.3% | $0.92 | — | CONV | 94733AAA2 |
| — | PRICELINE GROUP INC/THE | 20,077,000 | $20,259 | 0.3% | $0.99 | — | CONV | 741503AX4 |
| — | CEMEX SAB DE CV | 21,176,000 | $19,506 | 0.3% | $0.92 | — | CONV | 151290BR3 |
| — | VEREIT INC | 19,985,000 | $19,421 | 0.3% | $0.96 | — | CONV | 02917TAA2 |
| — | INSULET CORPORATION | 19,579,000 | $19,052 | 0.3% | $1.01 | — | CONV | 45784PAD3 |
| — | MERITOR INC | 20,462,000 | $18,979 | 0.3% | $0.94 | — | CONV | 043353AH4 |
| — | PRA GROUP INC | 22,873,000 | $18,281 | 0.3% | $1.08 | — | CONV | 73640QAB1 |
| — | RPM INTERNATIONAL INC | 14,865,000 | $16,939 | 0.3% | $1.14 | — | CONV | 749685AT0 |
| — | CALAMP CORP | 17,508,000 | $16,712 | 0.3% | $0.95 | — | CONV | 128126AA7 |
| — | DOMINION RESOURCES INC | 328,552 | $16,627 | 0.3% | $50.02 | — | CONV PFD | 25746U869 |
| — | ON SEMICONDUCTOR CORP | 15,234,000 | $16,531 | 0.3% | $1.12 | — | CONV | 682189AH8 |
| — | BOTTOMLINE TECHNOLOGIES | 14,428,000 | $16,489 | 0.3% | $1.08 | — | CONV | 101388AA4 |
| — | SUNPOWER CORP | 16,000,000 | $16,249 | 0.2% | $1.12 | — | CONV | 867652AK5 |
| — | HORIZON PHARMA INV LTD | 18,050,000 | $15,241 | 0.2% | $0.84 | — | CONV | 44052TAB7 |
| — | ISTAR INC | 14,731,000 | $15,218 | 0.2% | $1.25 | — | CONV | 45031UBR1 |
| — | HURON CONSULTING GROUP I | 15,248,000 | $14,858 | 0.2% | $1.03 | — | CONV | 447462AB8 |
| — | EMERGENT BIOSOLUTIONS | 11,247,000 | $14,644 | 0.2% | $1.17 | — | CONV | 29089QAB1 |
| — | TESLA MOTORS INC | 15,810,000 | $14,378 | 0.2% | $0.94 | — | CONV | 88160RAB7 |
| — | WHITING PETROLEUM CORP | 24,000,000 | $14,320 | 0.2% | $0.86 | — | CONV | 966387AK8 |
| — | VISHAY INTERTECHNOLOGY | 14,552,000 | $14,294 | 0.2% | $1.08 | — | CONV | 928298AG3 |
| — | SPIRIT REALTY CAPITAL IN | 14,185,000 | $14,191 | 0.2% | $0.96 | — | CONV | 84860WAA0 |
| — | SL GREEN OPERATING PARTN | 11,000,000 | $14,046 | 0.2% | $1.28 | — | CONV | 78444FAC0 |
| — | NUANCE COMMUNICATIONS | 14,500,000 | $13,400 | 0.2% | $0.98 | — | CONV | 67020YAH3 |
| — | WESTERN DIGITAL CORP | 13,000,000 | $13,065 | 0.2% | $1.00 | — | CORP | 958102AK1 |
| — | DEPOMED INC | 13,895,000 | $13,020 | 0.2% | $1.18 | — | CONV | 249908AA2 |
| — | T-Mobile US Inc | 196,130 | $12,965 | 0.2% | $60.50 | — | CONV PFD | 872590203 |
| — | REDWOOD TRUST INC | 13,800,000 | $12,934 | 0.2% | $1.00 | — | CONV | 758075AB1 |
| — | GREENBRIER COS INC | 12,039,000 | $12,846 | 0.2% | $1.35 | — | CONV | 393657AH4 |
| — | CALATLANTIC GROUP INC | 10,500,000 | $12,823 | 0.2% | $1.22 | — | CONV | 783764AQ6 |
| — | INVACARE CORP | 12,500,000 | $12,742 | 0.2% | $1.02 | — | CONV | 461203AE1 |
| — | J2 GLOBAL COMMUNICATIONS | 11,500,000 | $12,511 | 0.2% | $1.08 | — | CONV | 48123VAC6 |
| — | FRONTIER COMMUNICATIONS | 12,271,000 | $12,378 | 0.2% | $1.00 | — | CORP | 35906AAX6 |
| — | VEREIT INC | 12,495,000 | $11,999 | 0.2% | $0.93 | — | CONV | 02917TAB0 |
| — | HEARTWARE INTERNATIONAL | 17,001,000 | $11,688 | 0.2% | $0.97 | — | CONV | 422368AB6 |
| — | ENCORE CAPITAL GROUP INC | 14,980,000 | $10,532 | 0.2% | $0.92 | — | CONV | 292554AH5 |
| — | DOMINION RESOURCES INC | 180,500 | $10,529 | 0.2% | $36.50 | — | CONV PFD | 25746U885 |
| — | QORVO INC | 9,619,000 | $10,052 | 0.2% | $1.05 | — | CORP | 74736KAC5 |
| — | SINA CORP | 10,080,000 | $9,897 | 0.2% | $0.92 | — | CONV | 82922RAD5 |
| — | SYNOVUS FINANCIAL CORP | 8,907,000 | $9,831 | 0.2% | $1.13 | — | CORP | 87161CAJ4 |
| — | BLUE CUBE SPINCO INC | 8,555,000 | $9,817 | 0.1% | $1.09 | — | CORP | 095370AC6 |
| — | NUANCE COMMUNICATIONS | 9,762,000 | $9,807 | 0.1% | $1.00 | — | CONV | 67020YAF7 |
| — | IMPAX LABORATORIES INC | 10,845,000 | $9,697 | 0.1% | $0.89 | — | CONV | 45256BAD3 |
| — | INTEGRA LIFESCIENCES HLD | 7,397,000 | $9,609 | 0.1% | $1.15 | — | CONV | 457985AK5 |
| — | TESLA MOTORS INC | 10,694,000 | $9,186 | 0.1% | $0.97 | — | CONV | 88160RAC5 |
| — | L BRANDS INC | 8,256,000 | $9,015 | 0.1% | $1.07 | — | CORP | 532716AU1 |
| — | MGIC INVESTMENT CORP | 6,945,000 | $8,697 | 0.1% | $1.25 | — | CONV | 552848AE3 |
| — | JANUS CAPITAL GROUP INC | 6,004,000 | $8,501 | 0.1% | $1.44 | — | CONV | 47102XAH8 |
| — | CHS/COMMUNITY HEALTH SYS | 9,100,000 | $8,258 | 0.1% | $0.91 | — | CORP | 12543DAV2 |
| — | MEDICINES COMPANY | 7,200,000 | $8,175 | 0.1% | $1.26 | — | CONV | 584688AE5 |
| — | MERITOR INC | 6,875,000 | $8,025 | 0.1% | $1.50 | — | CONV | 59001KAC4 |
| — | VALEANT PHARMACEUTICALS | 10,380,000 | $8,019 | 0.1% | $0.93 | — | CORP | 91831AAC5 |
| — | CIGNA CORP | 57,000 | $7,823 | 0.1% | $154.83 | — | COM | 125509109 |
| — | PROSPECT MEDICAL HOLDING | 7,460,000 | $7,721 | 0.1% | $1.07 | — | CORP | 743494AC0 |
| — | QUIDEL CORP | 8,035,000 | $7,226 | 0.1% | $0.94 | — | CONV | 74838JAA9 |
| — | WILLIAM LYON HOMES | 90,000 | $7,090 | 0.1% | $88.30 | — | CONV PFD | 552074882 |
| — | DANA HOLDING CORP | 7,350,000 | $6,983 | 0.1% | $0.99 | — | CORP | 235825AE6 |
| — | ARRAY BIO INC | 8,442,000 | $6,727 | 0.1% | $1.12 | — | CONV | 04269XAA3 |
| — | CREDIT AGRICOLE SA | 7,000,000 | $6,642 | 0.1% | $1.03 | — | CORP | 225313AD7 |
| — | STERICYCLE INC | 71,000 | $6,636 | 0.1% | $101.66 | — | CONV PFD | 858912207 |
| — | HCA INC | 6,460,000 | $6,626 | 0.1% | $1.01 | — | CORP | 404119BN8 |
| — | INCYTE CORP | 3,937,000 | $6,226 | 0.1% | $1.54 | — | CONV | 45337CAN2 |
| — | SPECTRANETICS CORP | 7,677,000 | $6,109 | 0.1% | $1.16 | — | CONV | 84760CAA5 |
| BMY | BRISTOL-MYERS SQUIBB CO | 95,000 | $6,069 | 0.1% | $44.80 | 0.0% | COM | 110122108 |
| — | NAVIOS MARITIME ACQ CORP | 9,065,000 | $6,051 | 0.1% | $0.80 | — | CORP | 63938MAD8 |
| — | ENERGIZER HOLDINGS INC | 5,960,000 | $6,005 | 0.1% | $0.99 | — | CORP | 29273AAA4 |
| — | MICRON TECHNOLOGY INC | 5,000,000 | $5,999 | 0.1% | $1.20 | — | CONV | 595112AV5 |
| — | ATLAS AIR WORLDWIDE HLDG | 6,996,000 | $5,972 | 0.1% | $0.98 | — | CONV | 049164BH8 |
| GD | GENERAL DYNAMICS CORP | 45,000 | $5,912 | 0.1% | $110.60 | -3.4% | COM | 369550108 |
| — | COLONY STARWOOD HOMES | 5,747,000 | $5,904 | 0.1% | $1.00 | — | CONV | 85571WAD1 |
| — | AMERICAN TOWER CORP | 55,000 | $5,772 | 0.1% | $107.89 | — | CONV PFD | 03027X308 |
| — | TENET HEALTHCARE CORP | 5,350,000 | $5,725 | 0.1% | $1.06 | — | CORP | 87243QAB2 |
| — | HEALTHSOUTH CORP | 5,330,000 | $5,413 | 0.1% | $1.02 | — | CORP | 421924BT7 |
| — | MASCO CORP | 5,080,000 | $5,295 | 0.1% | $1.00 | — | CORP | 574599BJ4 |
| — | INNOVIVA INC | 6,500,000 | $5,180 | 0.1% | $1.33 | — | CONV | 88338TAB0 |
| — | SPRINT COMMUNICATIONS | 5,095,000 | $5,120 | 0.1% | $1.00 | — | CORP | 852061AQ3 |
| — | CENTURYLINK INC | 5,100,000 | $4,979 | 0.1% | $0.91 | — | CORP | 156700AX4 |
| — | ELETSON HOLDINGS | 6,310,000 | $4,953 | 0.1% | $0.95 | — | CORP | 28620QAA1 |
| — | SCIENTIFIC GAMES INTERNA | 5,960,000 | $4,857 | 0.1% | $0.96 | — | CORP | 80874YAU4 |
| — | SPECTRUM BRANDS INC | 4,546,000 | $4,853 | 0.1% | $1.07 | — | CORP | 84762LAU9 |
| — | INPHI CORP | 4,500,000 | $4,822 | 0.1% | $0.97 | — | CONV | 45772FAA5 |
| — | OMNICARE INC | 4,641,000 | $4,618 | 0.1% | $1.15 | — | CONV | 681904AR9 |
| — | KERR-MCGEE CORP | 4,350,000 | $4,612 | 0.1% | $1.09 | — | CORP | 492386AU1 |
| — | MASTEC INC | 5,305,000 | $4,576 | 0.1% | $0.92 | — | CORP | 576323AN9 |
| — | REYNOLDS GRP ISS/REYNOLD | 4,415,000 | $4,495 | 0.1% | $1.02 | — | CORP | 761735AK5 |
| — | CIMAREX ENERGY CO | 4,500,000 | $4,438 | 0.1% | $0.96 | — | CORP | 171798AC5 |
| — | CORRECTIONS CORP OF AMER | 4,335,000 | $4,400 | 0.1% | $0.97 | — | CORP | 22025YAP5 |
| GILD | GILEAD SCIENCES INC | 47,500 | $4,363 | 0.1% | $73.52 | -13.7% | COM | 375558103 |
| — | CELANESE US HOLDINGS LLC | 4,050,000 | $4,334 | 0.1% | $1.08 | — | CORP | 15089QAC8 |
| — | PANDORA MEDIA INC | 5,000,000 | $4,326 | 0.1% | $1.08 | — | CONV | 698354AA5 |
| — | TRANSDIGM INC | 4,320,000 | $4,308 | 0.1% | $0.97 | — | CORP | 893647AX5 |
| — | WEST CORP | 4,575,000 | $4,214 | 0.1% | $0.93 | — | CORP | 952355AN5 |
| — | PTC THERAPEUTICS INC | 10,998,000 | $4,189 | 0.1% | $0.88 | — | CONV | 69366JAA9 |
| — | CREDIT ACCEPTANC | 4,365,000 | $4,179 | 0.1% | $0.96 | — | CORP | 225310AK7 |
| — | ANADARKO PETROLEUM CORP | 120,400 | $4,157 | 0.1% | $34.53 | — | CONV PFD | 032511404 |
| — | EARTHLINK HOLDINGS CORP | 3,985,000 | $4,144 | 0.1% | $1.01 | — | CORP | 270321AE2 |
| — | E*TRADE FINANCIAL CORP | 4,087,000 | $4,097 | 0.1% | $1.00 | — | CORP | 269246BM5 |
| — | WRIGHT MEDICAL GROUP INC | 4,043,000 | $4,019 | 0.1% | $1.14 | — | CONV | 98235TAC1 |
| — | LAB CORP OF AMER HLDGS | 2,553,000 | $4,018 | 0.1% | $1.43 | — | CONV | 50540RAG7 |
| — | MOLINA HEALTHCARE INC | 3,836,000 | $3,961 | 0.1% | $1.00 | — | CORP | 60855RAF7 |
| — | ENDOLOGIX INC | 5,375,000 | $3,946 | 0.1% | $0.95 | — | CONV | 29266SAA4 |
| — | EXELON CORP | 80,160 | $3,946 | 0.1% | $49.21 | — | CONV PFD | 30161N127 |
| — | AHERN RENTALS INC | 5,665,000 | $3,937 | 0.1% | $0.82 | — | CORP | 008674AH6 |
| BIIB | BIOGEN INC | 15,000 | $3,905 | 0.1% | $330.23 | -20.0% | COM | 09062X103 |
| — | WHITING PETROLEUM CORP | 4,500,000 | $3,832 | 0.1% | $0.85 | — | CONV | 966387AR3 |
| — | BLACKSTONE GROUP LP/THE | 136,500 | $3,829 | 0.1% | $30.17 | — | COM | 09253U108 |
| — | PBF HOLDING CO LLC | 4,000,000 | $3,800 | 0.1% | $0.96 | — | CORP | 69318FAD0 |
| — | CONSOL ENERGY INC | 4,800,000 | $3,611 | 0.1% | $0.75 | — | CORP | 20854PAN9 |
| — | CLEAVER-BROOKS INC | 3,800,000 | $3,610 | 0.1% | $0.98 | — | CORP | 185401AD8 |
| — | TENET HEALTHCARE CORP | 3,565,000 | $3,601 | 0.1% | $0.99 | — | CORP | 88033GBY5 |
| — | CELANESE US HOLDINGS LLC | 3,555,000 | $3,594 | 0.1% | $0.99 | — | CORP | 15089QAD6 |
| — | XILINX INC | 75,000 | $3,557 | 0.1% | $44.06 | — | COM | 983919101 |
| — | STEEL DYNAMICS INC | 3,500,000 | $3,553 | 0.1% | $1.01 | — | CORP | 858119BD1 |
| — | KLX INC | 3,550,000 | $3,550 | 0.1% | $0.98 | — | CORP | 482539AA1 |
| — | SABINE PASS LIQUEFACTION | 3,600,000 | $3,542 | 0.1% | $0.92 | — | CORP | 785592AH9 |
| — | CONTINENTAL RESOURCES | 4,080,000 | $3,537 | 0.1% | $0.74 | — | CORP | 212015AH4 |
| — | UNITED RENTALS NORTH AM | 3,555,000 | $3,522 | 0.1% | $0.96 | — | CORP | 911365BD5 |
| — | BOISE CASCADE COMPANY | 3,500,000 | $3,509 | 0.1% | $1.02 | — | CORP | 09739DAA8 |
| — | CONCORDIA HEALTHCARE | 3,600,000 | $3,501 | 0.1% | $0.98 | — | CORP | 206519AB6 |
| — | ANADARKO PETROLEUM CORP | 3,300,000 | $3,460 | 0.1% | $1.05 | — | CORP | 032511BH9 |
| — | FIRST CASH FINANCIAL SER | 3,556,000 | $3,440 | 0.1% | $1.01 | — | CORP | 31942DAB3 |
| — | KINDER MORGAN ENER PART | 3,555,000 | $3,417 | 0.1% | $0.87 | — | CORP | 494550BL9 |
| — | BRISTOL-MYERS SQUIBB CO | 2,071,000 | $3,347 | 0.1% | $1.31 | — | CONV | 110122AN8 |
| — | HORIZON PHARMA FINANCING | 3,750,000 | $3,328 | 0.1% | $0.89 | — | CORP | 44052RAA3 |
| — | INTL LEASE FINANCE CORP | 3,150,000 | $3,326 | 0.1% | $1.07 | — | CORP | 459745GG4 |
| — | RED HAT INC | 44,266 | $3,298 | 0.1% | $71.97 | — | COM | 756577102 |
| — | NEPTUNE FINCO CORP | 3,000,000 | $3,269 | 0.0% | $1.01 | — | CORP | 64072TAA3 |
| — | GENESIS ENERGY LP/GENESI | 3,673,000 | $3,251 | 0.0% | $0.97 | — | CORP | 37185LAG7 |
| — | ALZA CORP | 2,162,000 | $3,215 | 0.0% | $1.27 | — | CONV | 02261WAB5 |
| — | CIT GROUP INC | 3,150,000 | $3,213 | 0.0% | $1.03 | — | CORP | 125581GM4 |
| — | SOTHEBY'S | 3,555,000 | $3,200 | 0.0% | $0.96 | — | CORP | 835898AF4 |
| — | NATIONSTAR MORT/CAP CORP | 3,050,000 | $3,168 | 0.0% | $1.04 | — | CORP | 63860UAE0 |
| — | LAND O LAKES CAP TRST I | 3,000,000 | $3,165 | 0.0% | $0.99 | — | CORP | 514665AA6 |
| — | ARES CAPITAL CORP | 3,096,000 | $3,158 | 0.0% | $1.04 | — | CONV | 04010LAG8 |
| — | WESTERN REFINING INC | 3,533,000 | $3,153 | 0.0% | $0.97 | — | CORP | 959319AG9 |
| — | HILTON WORLDWIDE FIN LLC | 3,000,000 | $3,124 | 0.0% | $1.06 | — | CORP | 432891AD1 |
| — | DIAMONDBACK ENERGY INC | 3,000,000 | $3,105 | 0.0% | $1.03 | — | CORP | 25278XAB5 |
| — | MENTOR GRAPHICS CORP | 2,919,000 | $3,066 | 0.0% | $1.06 | — | CONV | 587200AK2 |
| — | TESORO LOGISTICS LP/CORP | 3,050,000 | $3,065 | 0.0% | $0.95 | — | CORP | 88160QAD5 |
| — | ALLIANCE DATA SYSTEMS CO | 3,000,000 | $3,064 | 0.0% | $1.02 | — | CORP | 018581AE8 |
| — | CASELLA WASTE SYSTEMS IN | 3,000,000 | $3,058 | 0.0% | $1.02 | — | CORP | 147448AG9 |
| — | AIRTRAN HOLDINGS INC | 1,000,000 | $3,050 | 0.0% | $2.98 | — | CONV | 00949PAD0 |
| — | ST BARBARA LTD | 3,000,000 | $3,015 | 0.0% | $0.93 | — | CORP | 852278AA8 |
| — | DANA HOLDING CORP | 3,000,000 | $2,970 | 0.0% | $0.99 | — | CORP | 235825AD8 |
| — | CONCHO RESOURCES INC | 3,000,000 | $2,955 | 0.0% | $0.98 | — | CORP | 20605PAE1 |
| — | WATERJET HOLDINGS INC | 2,952,000 | $2,952 | 0.0% | $1.05 | — | CORP | 94155UAA7 |
| — | PROOFPOINT INC | 2,000,000 | $2,925 | 0.0% | $1.46 | — | CONV | 743424AB9 |
| — | GLAXOSMITHKLINE PLC | 72,000 | $2,920 | 0.0% | $41.77 | — | COM | 37733W105 |
| — | NAVIENT CORP | 2,766,000 | $2,807 | 0.0% | $1.02 | — | CORP | 78442FEM6 |
| — | MARATHON OIL CORP | 3,300,000 | $2,687 | 0.0% | $0.85 | — | CORP | 565849AL0 |
| — | COMMERCIAL METALS CO | 3,000,000 | $2,670 | 0.0% | $0.93 | — | CORP | 201723AK9 |
| — | NOVA CHEMICALS CORP | 2,700,000 | $2,649 | 0.0% | $0.98 | — | CORP | 66977WAN9 |
| — | BROOKFIELD RESIDENTIAL | 3,000,000 | $2,595 | 0.0% | $0.94 | — | CORP | 11283WAC8 |
| — | AVATION CAP SA / GROUP S | 2,800,000 | $2,562 | 0.0% | $0.99 | — | CORP | 05351QAA4 |
| — | EQUINIX INC | 2,410,000 | $2,543 | 0.0% | $1.03 | — | CORP | 29444UAP1 |
| — | SPRINT COMMUNICATIONS | 2,396,000 | $2,522 | 0.0% | $1.06 | — | CORP | 852061AK6 |
| — | TIME WARNER INC | 34,700 | $2,517 | 0.0% | $72.54 | — | COM | 887317303 |
| — | COMPASS MINERALS INTERNA | 2,550,000 | $2,486 | 0.0% | $0.99 | — | CORP | 20451NAE1 |
| — | ALLY FINANCIAL INC | 2,500,000 | $2,465 | 0.0% | $0.98 | — | CORP | 02005NBE9 |
| — | NEXTERA ENERGY INC | 39,866 | $2,420 | 0.0% | $48.05 | — | CONV PFD | 65339F861 |
| — | SPEEDWAY MOTORSPORTS INC | 2,300,000 | $2,369 | 0.0% | $0.99 | — | CORP | 847788AT3 |
| — | DUPONT FABROS TECH LP | 2,300,000 | $2,363 | 0.0% | $1.00 | — | CORP | 26613TAF7 |
| — | SAPPI PAPIER HOLDNG GMBH | 2,250,000 | $2,328 | 0.0% | $0.98 | — | CORP | 803071AA7 |
| — | GRIFFON CORPORATION | 2,000,000 | $2,304 | 0.0% | $1.15 | — | CONV | 398433AD4 |
| — | SPRINT INDUSTRIAL LLC | 3,000,000 | $2,280 | 0.0% | $0.94 | — | TERM | 85208BAE6 |
| — | SOUTHWESTERN ENERGY CO | 2,800,000 | $2,254 | 0.0% | $0.81 | — | CORP | 845467AJ8 |
| — | FIRST QUANTUM MINERALS L | 3,305,000 | $2,231 | 0.0% | $0.88 | — | CORP | 335934AF2 |
| — | WESTERN REFINING/WNRL FI | 2,465,000 | $2,206 | 0.0% | $0.99 | — | CORP | 95931TAB6 |
| — | SESI LLC | 2,635,000 | $2,148 | 0.0% | $0.99 | — | CORP | 78412FAL8 |
| — | ARGOS MERGER SUB INC | 2,000,000 | $2,131 | 0.0% | $1.07 | — | CORP | 04021LAA8 |
| — | FIRST DATA CORPORATION | 2,050,000 | $2,109 | 0.0% | $0.99 | — | CORP | 319963BN3 |
| — | TRONOX FINANCE LLC | 2,800,000 | $2,107 | 0.0% | $0.56 | — | CORP | 30049XAA5 |
| — | NXP BV/NXP FUNDING LLC | 2,000,000 | $2,103 | 0.0% | $1.05 | — | CORP | 62947QAM0 |
| — | CCO HLDGS LLC/CAP CORP | 2,000,000 | $2,100 | 0.0% | $1.05 | — | CORP | 1248EPBP7 |
| — | MGM RESORTS INTL | 2,000,000 | $2,075 | 0.0% | $1.01 | — | CORP | 552953CC3 |
| — | MGM RESORTS INTL | 1,855,000 | $2,073 | 0.0% | $1.06 | — | CORP | 552953BX8 |
| — | CEMEX SAB DE CV | 2,000,000 | $2,055 | 0.0% | $1.03 | — | CORP | 151290BU6 |
| — | BUILDERS FIRSTSOURCE INC | 2,000,000 | $2,025 | 0.0% | $1.01 | — | CORP | 12008RAH0 |
| — | QIHOO 360 TECH CO LTD | 2,000,000 | $1,977 | 0.0% | $0.88 | — | CONV | 74734MAE9 |
| — | TRIBUNE MEDIA CO | 2,000,000 | $1,959 | 0.0% | $0.98 | — | CORP | 896047AG2 |
| — | NUMERICABLE-SFR SA | 2,000,000 | $1,949 | 0.0% | $0.97 | — | CORP | 67054LAC1 |
| — | DANAHER CORP | 703,000 | $1,938 | 0.0% | $1.84 | — | CONV | 235851AF9 |
| — | ENDO LTD/FIN LLC/FINCO | 2,000,000 | $1,885 | 0.0% | $0.99 | — | CORP | 29273EAA6 |
| — | NRG YIELD INC | 2,000,000 | $1,878 | 0.0% | $1.13 | — | CONV | 62942XAA6 |
| — | VIASAT INC | 1,805,000 | $1,877 | 0.0% | $1.04 | — | CORP | 92552VAF7 |
| — | GLOBAL PART/GLP FINANCE | 2,500,000 | $1,875 | 0.0% | $0.93 | — | CORP | 37954FAB0 |
| — | WELLTOWER INC | 30,000 | $1,852 | 0.0% | $60.73 | — | CONV PFD | 95040Q203 |
| — | HESS CORP | 2,015,000 | $1,830 | 0.0% | $0.92 | — | CORP | 42809HAF4 |
| — | TRIUMPH GROUP INC | 2,000,000 | $1,825 | 0.0% | $0.91 | — | CORP | 896818AH4 |
| — | RADIAN GROUP INC | 1,750,000 | $1,819 | 0.0% | $1.04 | — | CORP | 750236AT8 |
| — | RADIO ONE INC | 2,000,000 | $1,808 | 0.0% | $0.99 | — | CORP | 75040PAS7 |
| — | CALUMET SPECIALTY PROD | 2,500,000 | $1,788 | 0.0% | $0.99 | — | CORP | 131477AN1 |
| — | MICRON TECHNOLOGY INC | 1,500,000 | $1,767 | 0.0% | $1.18 | — | CONV | 595112AU7 |
| — | WEYERHAEUSER CO | 31,726 | $1,618 | 0.0% | $49.13 | — | CONV PFD | 962166872 |
| — | ALLY FINANCIAL INC | 1,550,000 | $1,593 | 0.0% | $1.01 | — | CORP | 02005NAV2 |
| — | IASIS HEALTHCARE/CAP CRP | 1,555,000 | $1,541 | 0.0% | $1.01 | — | CORP | 45072PAD4 |
| — | NOVELLUS SYSTEMS INC | 620,000 | $1,511 | 0.0% | $1.55 | — | CONV | 670008AD3 |
| — | NAVIOS MARITIME HLDS/FIN | 4,060,000 | $1,482 | 0.0% | $0.72 | — | CORP | 639365AG0 |
| — | TPC GROUP INC | 2,000,000 | $1,410 | 0.0% | $0.86 | — | CORP | 89236YAA2 |
| — | CARAUSTAR INDUSTRIES INC | 1,402,610 | $1,375 | 0.0% | $1.02 | — | TERM | 14076CAB9 |
| — | SALLY HOLDINGS/SALLY CAP | 1,200,000 | $1,284 | 0.0% | $1.07 | — | CORP | 79546VAL0 |
| — | CENVEO CORP | 3,640,000 | $1,256 | 0.0% | $0.68 | — | CORP | 15671BAL5 |
| — | INCYTE CORP | 801,000 | $1,235 | 0.0% | $1.50 | — | CONV | 45337CAM4 |
| — | GCI INC | 1,200,000 | $1,230 | 0.0% | $1.02 | — | CORP | 36155WAK2 |
| — | INTELSAT JACKSON HLDG | 1,875,000 | $1,219 | 0.0% | $0.87 | — | CORP | 45824TAC9 |
| — | TELESAT CANADA/TELESAT L | 1,200,000 | $1,203 | 0.0% | $1.02 | — | CORP | 87952VAJ5 |
| — | TPG SPECIALTY LENDING IN | 1,163,000 | $1,140 | 0.0% | $1.01 | — | CONV | 87265KAB8 |
| — | HEXION INC | 1,500,000 | $1,035 | 0.0% | $0.91 | — | CORP | 428303AJ0 |
| — | MURPHY OIL CORP | 1,300,000 | $1,033 | 0.0% | $0.81 | — | CORP | 626717AF9 |
| — | ACI WORLDWIDE INC | 1,000,000 | $1,030 | 0.0% | $1.06 | — | CORP | 004498AA9 |
| — | CENOVUS ENERGY INC | 1,147,000 | $1,021 | 0.0% | $0.89 | — | CORP | 15135UAG4 |
| — | CENOVUS ENERGY INC | 1,000,000 | $1,004 | 0.0% | $1.00 | — | CORP | 15135UAD1 |
| WDC | WESTERN DIGITAL CORP | 2,800 | $973 | 0.0% | — | — | Call | 958102105 |
| — | PBF HOLDING CO LLC | 925,000 | $961 | 0.0% | $1.05 | — | CORP | 69318FAB4 |
| — | GUITAR CENTER INC | 1,000,000 | $905 | 0.0% | $0.91 | — | CORP | 402040AH2 |
| GDX | VANECK VECTORS GOLD MINERS ETF | 40,000 | $799 | 0.0% | $19.98 | — | COM | 92189F106 |
| — | CEMPRA INC | 45,600 | $799 | 0.0% | $27.84 | — | COM | 15130J109 |
| — | GLOBAL PART/GLP FINANCE | 1,055,000 | $791 | 0.0% | $0.84 | — | CORP | 37954FAD6 |
| — | A SCHULMAN INC | 1,000 | $747 | 0.0% | $854.00 | — | CONV PFD | 808194302 |
| — | NEIMAN MARCUS GROUP LTD | 850,000 | $735 | 0.0% | $0.86 | — | CORP | 570254AA0 |
| — | NEIMAN MARCUS GROUP LTD | 890,000 | $690 | 0.0% | $0.78 | — | CORP | 570254AB8 |
| — | INTELSAT JACKSON HLDG | 1,050,000 | $672 | 0.0% | $0.87 | — | CORP | 45824TAG0 |
| — | MANITOWOC FOODSERVICE IN | 500,000 | $548 | 0.0% | $1.10 | — | CORP | 563568AA2 |
| UIS | UNISYS CORP | 65,600 | $505 | 0.0% | $9.52 | 0.0% | COM | 909214306 |
| — | CENTURYLINK INC | 500,000 | $503 | 0.0% | $1.01 | — | CORP | 156700BA3 |
| — | POWERSHARES QQQ TRUST SERIES 1 | 2,000 | $502 | 0.0% | — | — | Call | 73935A104 |
| — | LAND O'LAKES INC | 400,000 | $420 | 0.0% | $1.05 | — | CORP | 514666AJ5 |
| — | SYNOVUS FINANCIAL CORP | 395,000 | $404 | 0.0% | $1.02 | — | CORP | 87161CAG0 |
| — | ENCORE CAPITAL GROUP INC | 494,000 | $388 | 0.0% | $1.11 | — | CONV | 292554AF9 |
| — | CARDTRONICS INC | 375,000 | $372 | 0.0% | $0.97 | — | CORP | 14161HAJ7 |
| — | FOREST CITY REALTY TRUST | 330,000 | $364 | 0.0% | $1.12 | — | CONV | 345550AP2 |
| — | CHESAPEAKE ENERGY CORP | 80,000 | $330 | 0.0% | $4.13 | — | COM | 165167107 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 4,000 | $330 | 0.0% | $116.57 | -30.2% | COM | 09061G101 |
| — | CASE NEW HOLLAND INDUSTR | 300,000 | $324 | 0.0% | $1.08 | — | CORP | 147446AR9 |
| — | HUGHES SATELITE SYSTEMS | 270,000 | $298 | 0.0% | $1.06 | — | CORP | 444454AB8 |
| — | CALUMET SPECIALTY PROD | 410,000 | $292 | 0.0% | $0.93 | — | CORP | 131477AL5 |
| — | YAHOO! INC | 6,250 | $287 | 0.0% | $31.45 | — | Call | 984332106 |
| — | NUVASIVE INC | 220,000 | $278 | 0.0% | $1.29 | — | CONV | 670704AC9 |
| — | MEDIVATION INC | 6,000 | $276 | 0.0% | $46.00 | — | COM | 58501N101 |
| — | CLOVIS ONCOLOGY INC | 13,900 | $267 | 0.0% | $19.21 | — | COM | 189464100 |
| — | NUANCE COMMUNICATIONS | 250,000 | $258 | 0.0% | $1.03 | — | CONV | 67020YAG5 |
| — | WESTERN DIGITAL CORP | 250,000 | $256 | 0.0% | $1.02 | — | CORP | 958102AJ4 |
| — | ACCURAY INC | 248,000 | $250 | 0.0% | $1.10 | — | CONV | 004397AB1 |
| — | PDL BIOPHARMA INC | 264,000 | $238 | 0.0% | $1.06 | — | CONV | 69329YAF1 |
| XLE | ENERGY SELECT SECTOR SPDR FUND | 300 | $236 | 0.0% | — | — | Call | 81369Y506 |
| — | GENESIS ENERGY LP/GENESI | 250,000 | $211 | 0.0% | $0.88 | — | CORP | 37185LAF9 |
| — | RESTORATION HARDWARE HOLDINGS | 5,000 | $210 | 0.0% | $42.00 | — | COM | 761283100 |
| — | HOMEAWAY INC | 215,000 | $204 | 0.0% | $0.96 | — | CONV | 43739QAB6 |
| — | SEACOR HOLDINGS INC | 223,000 | $189 | 0.0% | $1.13 | — | CONV | 811904AM3 |
| — | NEWPARK RESOURCES INC | 239,000 | $188 | 0.0% | $1.24 | — | CONV | 651718AC2 |
| — | FOREST CITY REALTY TRUST | 178,000 | $187 | 0.0% | $1.07 | — | CONV | 345550AR8 |
| DB | DEUTSCHE BANK AG | 1,700 | $172 | 0.0% | — | — | Put | D18190898 |
| — | HELIX ENERGY SOLUTIONS | 199,000 | $157 | 0.0% | $1.09 | — | CONV | 42330PAG2 |
| — | TRANSOCEAN INC | 230,000 | $156 | 0.0% | $0.68 | — | CORP | 893830BB4 |
| — | HCA INC | 150,000 | $155 | 0.0% | $1.03 | — | CORP | 404119BQ1 |
| — | FLUIDIGM CORP | 300,000 | $154 | 0.0% | $1.05 | — | CONV | 34385PAA6 |
| — | MEDICINES COMPANY | 95,000 | $139 | 0.0% | $1.30 | — | CONV | 584688AC9 |
| FCX | FREEPORT-MCMORAN INC | 12,000 | $124 | 0.0% | $6.37 | 0.0% | COM | 35671D857 |
| — | CLOVIS ONCOLOGY INC | 400 | $112 | 0.0% | $19.21 | — | Put | 189464100 |
| — | WEBMD HEALTH CORP | 650 | $111 | 0.0% | — | — | Call | 94770V102 |
| — | CHART INDUSTRIES INC | 119,000 | $104 | 0.0% | $1.18 | — | CONV | 16115QAC4 |
| GLNG | GOLAR LNG LTD | 1,250 | $102 | 0.0% | — | — | Put | G9456A100 |
| — | NUANCE COMMUNICATIONS INC | 5,000 | $93 | 0.0% | $18.60 | — | COM | 67020Y100 |
| — | STONE ENERGY CORP | 107,000 | $90 | 0.0% | $0.98 | — | CONV | 861642AN6 |
| — | ANACOR PHARMACEUTICALS INC | 200 | $87 | 0.0% | — | — | Put | 032420101 |
| — | HORNBECK OFFSHORE SERV | 145,000 | $74 | 0.0% | $1.19 | — | CONV | 440543AN6 |
| — | ALERE INC | 64,000 | $73 | 0.0% | $1.04 | — | CONV | 01449JAA3 |
| ZD | J2 GLOBAL INC | 600 | $68 | 0.0% | — | — | Put | 48123V102 |
| — | ALPHA NATURAL RESOURCES | 7,220,000 | $61 | 0.0% | $0.04 | — | CONV | 02076XAE2 |
| — | PANDORA MEDIA INC | 1,000 | $61 | 0.0% | — | — | Put | 698354107 |
| — | CLEARWIRE COMM/FINANCE | 62,000 | $59 | 0.0% | $1.11 | — | CONV | 18538TAG4 |
| UIS | UNISYS CORP | 2,350 | $56 | 0.0% | $9.52 | 0.0% | Put | 909214306 |
| — | MANNKIND CORP | 3,500 | $51 | 0.0% | — | — | Call | 56400P201 |
| — | GENERAL ELECTRIC CO | 3,500 | $47 | 0.0% | $31.28 | — | Call | 369604103 |
| — | CTRIP.COM INTERNATIONAL LTD | 1,000 | $40 | 0.0% | — | — | Call | 22943F100 |
| XLF | FINANCIAL SELECT SECTOR SPDR F | 5,000 | $36 | 0.0% | — | — | Call | 81369Y605 |
| BMY | BRISTOL-MYERS SQUIBB CO | 300 | $35 | 0.0% | $44.80 | 0.0% | Call | 110122108 |
| — | TWITTER INC | 3,900 | $35 | 0.0% | $24.32 | — | Call | 90184L102 |
| — | SPRINT CORP | 639 | $34 | 0.0% | — | — | Call | 85207U105 |
| — | MENTOR GRAPHICS CORP | 500 | $31 | 0.0% | — | — | Call | 587200106 |
| — | RED HAT INC | 580 | $28 | 0.0% | $71.97 | — | Call | 756577102 |
| — | CHESAPEAKE ENERGY CORP | 53 | $24 | 0.0% | $994.11 | — | CONV PFD | 165167750 |
| — | RESTORATION HARDWARE HOLDINGS | 300 | $18 | 0.0% | $42.00 | — | Put | 761283100 |
| MSFT | MICROSOFT CORP | 400 | $18 | 0.0% | — | — | Call | 594918104 |
| CIEN | CIENA CORP | 1,000 | $18 | 0.0% | $18.47 | -0.0% | Call | 171779309 |
| — | WRIGHT MEDICAL GROUP NV | 300 | $17 | 0.0% | — | — | Put | N96617118 |
| — | CITRIX SYSTEMS INC | 150 | $16 | 0.0% | — | — | Call | 177376100 |
| NXPI | NXP SEMICONDUCTORS NV | 250 | $16 | 0.0% | — | — | Put | N6596X109 |
| CRM | SALESFORCE.COM INC | 150 | $16 | 0.0% | — | — | Call | 79466L302 |
| — | NUVASIVE INC | 150 | $15 | 0.0% | — | — | Call | 670704105 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 320 | $14 | 0.0% | $116.57 | -30.2% | Call | 09061G101 |
| — | TIBCO SOFTWARE INC | 14,000 | $14 | 0.0% | $0.99 | — | CONV | 88632QAB9 |
| CCOI | COGENT COMMUNICATIONS HOLDINGS | 500 | $13 | 0.0% | — | — | Put | 19239V302 |
| — | ICONIX BRAND GROUP INC | 500 | $13 | 0.0% | — | — | Put | 451055107 |
| CSGS | CSG SYSTEMS INTERNATIONAL INC | 282 | $13 | 0.0% | — | — | Put | 126349109 |
| FCX | FREEPORT-MCMORAN INC | 2,000 | $13 | 0.0% | $6.37 | 0.0% | Put | 35671D857 |
| SPY | SPDR S&P500 ETF TRUST | 2,250 | $12 | 0.0% | — | — | Put | 78462F103 |
| — | LEVEL 3 COMMUNICATIONS INC | 400 | $12 | 0.0% | — | — | Call | 52729N308 |
| IWM | ISHARES RUSSELL 2000 ETF | 1,000 | $12 | 0.0% | — | — | Put | 464287655 |
| — | CHESAPEAKE ENERGY CORP | 2,500 | $11 | 0.0% | $4.13 | — | Put | 165167107 |
| — | SUPERIOR ENERGY SERVICES INC | 300 | $11 | 0.0% | — | — | Put | 868157108 |
| GM | GENERAL MOTORS CO | 600 | $11 | 0.0% | — | — | Call | 37045V100 |
| CX | CEMEX SAB DE CV | 2,000 | $9 | 0.0% | $5.40 | — | Put | 151290889 |
| — | LEUCADIA NATIONAL CORP | 750 | $8 | 0.0% | — | — | Put | 527288104 |
| — | WHITING PETROLEUM CORP | 625 | $8 | 0.0% | — | — | Call | 966387102 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 420 | $8 | 0.0% | $116.57 | -30.2% | Put | 09061G101 |
| — | FIREEYE INC | 1,200 | $6 | 0.0% | $23.76 | — | Call | 31816Q101 |
| — | NORDSTROM INC | 350 | $6 | 0.0% | $50.89 | — | Call | 655664100 |
| VALE | VALE SA | 1,500 | $6 | 0.0% | — | — | Call | 91912E105 |
| — | CTRIP.COM INTERNATIONAL LTD | 450 | $6 | 0.0% | — | — | Put | 22943F100 |
| — | NUANCE COMMUNICATIONS INC | 300 | $6 | 0.0% | $18.60 | — | Put | 67020Y100 |
| STWD | STARWOOD PROPERTY TRUST INC | 500 | $5 | 0.0% | — | — | Put | 85571B105 |
| — | COBALT INTERNATIONAL ENERGY IN | 500 | $5 | 0.0% | — | — | Call | 19075F106 |
| — | RED HAT INC | 200 | $5 | 0.0% | $71.97 | — | Put | 756577102 |
| — | SOUTHWESTERN ENERGY CO | 750 | $5 | 0.0% | — | — | Put | 845467109 |
| PRAA | PRA GROUP INC | 750 | $4 | 0.0% | — | — | Put | 69354N106 |
| — | WHITING PETROLEUM CORP | 500 | $4 | 0.0% | — | — | Put | 966387102 |
| — | ALLERGAN PLC | 15 | $2 | 0.0% | — | — | Call | G0177J108 |
| — | PANDORA MEDIA INC | 500 | $2 | 0.0% | — | — | Call | 698354107 |
| MU | MICRON TECHNOLOGY INC | 579 | $1 | 0.0% | — | — | Call | 595112103 |
| VALE | VALE SA | 794 | $1 | 0.0% | — | — | Put | 91912E105 |
| ORCL | ORACLE CORP | 500 | $1 | 0.0% | — | — | Put | 68389X105 |
| — | SANDRIDGE ENERGY INC | 400 | $1 | 0.0% | $2.50 | — | CONV PFD | 80007P877 |
| — | MYLAN NV | 75 | $0 | 0.0% | — | — | Put | N59465109 |
| CVX | CHEVRON CORP | 100 | $0 | 0.0% | — | — | Put | 166764100 |