Location: New York, NY
CIK: 0001097278 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 5, 2016
Total Value: $6.458B (13.3% shares, 86.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | Wells Fargo & Company | 133,388 | $173M | 2.7% | $871.95 | — | CONV PFD | 949746804 |
| — | Priceline Group Inc/The | 100,731,000 | $118M | 1.8% | $1.17 | — | CONV | 741503AS5 |
| — | Yahoo Inc | 116,220,000 | $116M | 1.8% | $1.11 | — | CONV | 984332AF3 |
| — | Amg Capital Trust Ii | 1,715,629 | $95.33M | 1.5% | $41.63 | — | CONV PFD | 00170F209 |
| — | Ctrip.Com Intl Ltd | 87,320,000 | $92.16M | 1.4% | $1.06 | — | CONV | 22943FAF7 |
| — | Lam Research Corp | 62,374,000 | $90.66M | 1.4% | $1.41 | — | CONV | 512807AL2 |
| — | Intel Corp | 69,975,000 | $90.47M | 1.4% | $1.21 | — | CONV | 458140AD2 |
| — | Red Hat Inc | 72,420,000 | $87.6M | 1.4% | $1.21 | — | CONV | 756577AD4 |
| — | Servicenow Inc | 77,518,000 | $86.68M | 1.3% | $1.11 | — | CONV | 81762PAB8 |
| — | Citrix Systems Inc | 73,845,000 | $82.36M | 1.3% | $1.06 | — | CONV | 177376AD2 |
| — | Wright Medical Group Inc | 89,217,000 | $82.02M | 1.3% | $0.91 | — | CONV | 98235TAE7 |
| — | Illumina Inc | 79,998,000 | $80.06M | 1.2% | $1.18 | — | CONV | 452327AH2 |
| — | Twitter Inc | 88,978,000 | $79.34M | 1.2% | $0.84 | — | CONV | 90184LAD4 |
| — | Nxp Semiconductor Nv | 70,380,000 | $76.61M | 1.2% | $1.11 | — | CONV | 62952QAB6 |
| — | Hologic Inc | 62,396,000 | $76.15M | 1.2% | $1.16 | — | CONV | 436440AG6 |
| — | Twitter Inc | 80,535,000 | $73.84M | 1.1% | $0.86 | — | CONV | 90184LAB8 |
| — | Bank Of America Corp | 60,925 | $72.81M | 1.1% | $390.34 | — | CONV PFD | 060505682 |
| — | Centerpoint Energy Inc | 1,347,807 | $70.51M | 1.1% | $18.12 | — | CONV | 15189T206 |
| — | Micron Technology Inc | 90,509,000 | $69.75M | 1.1% | $0.94 | — | CONV | 595112AY9 |
| — | Anthem Inc | 1,512,851 | $67.53M | 1.0% | $49.17 | — | CONV PFD | 036752202 |
| — | Fireeye Inc | 70,881,000 | $64.59M | 1.0% | $0.91 | — | CONV | 31816QAB7 |
| — | Weatherford Bermuda | 59,010,000 | $64.54M | 1.0% | $1.09 | — | CONV | 947075AH0 |
| — | Molina Healthcare Inc | 58,146,000 | $63.58M | 1.0% | $1.20 | — | CONV | 60855RAD2 |
| — | Extra Space Storage Lp | 54,310,000 | $62.21M | 1.0% | $1.07 | — | CONV | 30225VAD9 |
| — | Webmd Health Corp | 56,433,000 | $62.18M | 1.0% | $1.04 | — | CONV | 94770VAF9 |
| — | On Semiconductor Corp | 66,351,000 | $59.6M | 0.9% | $0.90 | — | CONV | 682189AK1 |
| — | Integrated Device Tech | 60,898,000 | $59.16M | 0.9% | $0.95 | — | CONV | 458118AB2 |
| — | Liberty Media Corp | 58,740,000 | $58.34M | 0.9% | $0.99 | — | CONV | 531229AB8 |
| — | Ares Capital Corp | 55,608,000 | $57.88M | 0.9% | $1.03 | — | CONV | 04010LAM5 |
| — | Microchip Technology Inc | 51,939,000 | $57.74M | 0.9% | $1.02 | — | CONV | 595017AD6 |
| — | Intel Corp | 35,262,000 | $57.43M | 0.9% | $1.36 | — | CONV | 458140AF7 |
| — | Fireeye Inc | 63,320,000 | $56.2M | 0.9% | $0.89 | — | CONV | 31816QAD3 |
| — | Colony Capital Inc | 58,603,000 | $55.73M | 0.9% | $1.02 | — | CONV | 19624RAB2 |
| — | Akamai Technologies Inc | 55,529,000 | $54.81M | 0.8% | $1.07 | — | CONV | 00971TAG6 |
| — | Euronet Worldwide Inc | 47,543,000 | $54.71M | 0.8% | $1.20 | — | CONV | 298736AH2 |
| — | Liberty Interactive Llc | 61,444,000 | $53.17M | 0.8% | $0.98 | — | CONV | 530610AB0 |
| — | Herbalife Ltd | 53,365,000 | $53.02M | 0.8% | $0.95 | — | CONV | 42703MAB9 |
| — | Verint Systems Inc | 55,874,000 | $51.02M | 0.8% | $1.00 | — | CONV | 92343XAA8 |
| — | Ionis Pharmaceuticals In | 70,827,000 | $50.35M | 0.8% | $1.05 | — | CONV | 464337AJ3 |
| — | Healthsouth Corp | 42,939,000 | $50.16M | 0.8% | $1.10 | — | CONV | 421924BL4 |
| — | Frontier Communications | 511,140 | $48.47M | 0.8% | $98.51 | — | CONV PFD | 35906A207 |
| — | Ciena Corp | 48,226,000 | $47.83M | 0.7% | $1.00 | — | CONV | 171779AE1 |
| — | Jefferies Group Llc | 46,814,000 | $47.3M | 0.7% | $1.06 | — | CONV | 472319AG7 |
| — | Brocade Communications | 47,599,000 | $46.86M | 0.7% | $0.97 | — | CONV | 111621AQ1 |
| — | Linkedin Corp | 46,273,000 | $45.74M | 0.7% | $1.03 | — | CONV | 53578AAB4 |
| — | Fidelity Natl Financial | 22,280,000 | $45.57M | 0.7% | $1.75 | — | CONV | 31620RAE5 |
| — | Biomarin Pharmaceutical | 40,514,000 | $45.1M | 0.7% | $1.12 | — | CONV | 09061GAE1 |
| — | Priceline Group Inc/The | 44,002,000 | $44.62M | 0.7% | $1.00 | — | CONV | 741503AX4 |
| — | Jazz Investments I Ltd | 41,405,000 | $44.55M | 0.7% | $1.04 | — | CONV | 472145AB7 |
| — | Brookdale Senior Living | 44,736,000 | $43.66M | 0.7% | $1.14 | — | CONV | 112463AA2 |
| — | Macquarie Infrastructure | 38,099,000 | $43.58M | 0.7% | $1.13 | — | CONV | 55608BAA3 |
| — | Toll Bros Finance Corp | 43,932,000 | $43.05M | 0.7% | $1.05 | — | CONV | 88947EAM2 |
| — | Alexandria Real Estate E | 1,256,476 | $42.85M | 0.7% | $7.36 | — | CONV PFD | 015271505 |
| — | Calatlantic Group Inc | 39,741,000 | $42.75M | 0.7% | $1.12 | — | CONV | 85375CBC4 |
| — | Teva Pharm Fin Co Llc | 34,021,000 | $42.71M | 0.7% | $1.35 | — | CONV | 88163VAE9 |
| — | Nuvasive Inc | 35,264,000 | $41.86M | 0.6% | $1.07 | — | CONV | 670704AF2 |
| — | Electronics For Imaging | 39,056,000 | $41.85M | 0.6% | $1.07 | — | CONV | 286082AC6 |
| — | Royal Gold Inc | 38,963,000 | $41.63M | 0.6% | $0.95 | — | CONV | 780287AA6 |
| — | Cornerstone Ondemand Inc | 40,092,000 | $41.19M | 0.6% | $1.03 | — | CONV | 21925YAB9 |
| — | Keycorp | 298,058 | $39.81M | 0.6% | $11.86 | — | CONV PFD | 493267405 |
| — | B2Gold Corp | 40,878,000 | $39.76M | 0.6% | $0.95 | — | CONV | 11777QAB6 |
| — | Air Lease Corp | 32,821,000 | $39.67M | 0.6% | $1.30 | — | CONV | 00912XAK0 |
| — | Gnc Holdings Inc | 47,258,000 | $39.16M | 0.6% | $0.89 | — | CONV | 36191GAA5 |
| — | Live Nation Entertainmen | 37,683,000 | $38M | 0.6% | $1.07 | — | CONV | 538034AJ8 |
| — | Starwood Property Trust | 35,335,000 | $37.22M | 0.6% | $1.06 | — | CONV | 85571BAB1 |
| — | RTI International Metals | 34,132,000 | $36.4M | 0.6% | $1.02 | — | CONV | 74973WAB3 |
| — | Illumina Inc | 36,983,000 | $36.25M | 0.6% | $1.16 | — | CONV | 452327AF6 |
| — | Dominion Resources Inc | 686,813 | $35.47M | 0.5% | $50.86 | — | CONV PFD | 25746U869 |
| — | Allscripts Healthcare So | 32,798,000 | $32.96M | 0.5% | $1.01 | — | CONV | 01988PAD0 |
| — | Nrg Yield Inc | 35,426,000 | $32.86M | 0.5% | $0.97 | — | CONV | 62942XAD0 |
| — | Finisar Corp | 33,825,000 | $32.75M | 0.5% | $0.95 | — | CONV | 31787AAM3 |
| — | Starwood Property Trust | 31,327,000 | $32.73M | 0.5% | $1.04 | — | CONV | 85571BAA3 |
| — | Viavi Solutions Inc | 33,356,000 | $32.56M | 0.5% | $1.02 | — | CONV | 46612JAF8 |
| — | Biomarin Pharmaceutical | 28,035,000 | $32.5M | 0.5% | $1.11 | — | CONV | 09061GAF8 |
| — | Newmont Mining Corp | 27,397,000 | $30.64M | 0.5% | $1.08 | — | CONV | 651639AJ5 |
| — | Cepheid | 34,886,000 | $30.19M | 0.5% | $0.90 | — | CONV | 15670RAC1 |
| — | Medidata Solutions Inc | 26,792,000 | $29.14M | 0.5% | $1.10 | — | CONV | 58471AAB1 |
| — | Colony Starwood Homes | 26,398,000 | $29.11M | 0.5% | $0.97 | — | CONV | 85571WAB5 |
| — | Liberty Interactive Llc | 55,520,000 | $28.79M | 0.4% | $0.52 | — | CONV | 530715AN1 |
| — | Nextera Energy Inc | 449,821 | $28.55M | 0.4% | $54.75 | — | CONV PFD | 65339F846 |
| — | Hologic Inc | 21,612,000 | $27.66M | 0.4% | $1.16 | — | CONV | 436440AC5 |
| — | Proofpoint Inc | 25,351,000 | $27.24M | 0.4% | $1.07 | — | CONV | 743424AD5 |
| — | Netsuite Inc | 27,454,000 | $26.97M | 0.4% | $1.04 | — | CONV | 64118QAB3 |
| — | Colony Capital Inc | 27,875,000 | $26.69M | 0.4% | $1.05 | — | CONV | 19624RAA4 |
| — | Webmd Health Corp | 20,283,000 | $25.82M | 0.4% | $1.02 | — | CONV | 94770VAK8 |
| — | Old Republic Intl Corp | 20,033,000 | $25.8M | 0.4% | $1.16 | — | CONV | 680223AH7 |
| — | Ciena Corp | 20,406,000 | $25.64M | 0.4% | $1.33 | — | CONV | 171779AK7 |
| — | Calatlantic Group Inc | 27,384,000 | $25.43M | 0.4% | $0.92 | — | CONV | 783764AS2 |
| — | Synchronoss Technologies | 25,645,000 | $25.41M | 0.4% | $1.08 | — | CONV | 87157BAA1 |
| — | Stanley Black & Decker I | 216,428 | $25.18M | 0.4% | $109.02 | — | CONV PFD | 854502804 |
| — | National Health Investor | 22,530,000 | $24.96M | 0.4% | $1.00 | — | CONV | 63633DAE4 |
| — | Xilinx Inc | 14,994,000 | $24.09M | 0.4% | $1.50 | — | CONV | 983919AF8 |
| — | Nvidia Corp | 10,259,000 | $23.92M | 0.4% | $1.15 | — | CONV | 67066GAC8 |
| — | Salesforce.Com Inc | 18,063,000 | $23.37M | 0.4% | $1.18 | — | CONV | 79466LAD6 |
| — | Cypress Semiconductor Co | 21,250,000 | $22.74M | 0.4% | $1.07 | — | CONV | 232806AL3 |
| — | Bottomline Technologies | 22,316,000 | $22.52M | 0.3% | $1.06 | — | CONV | 101388AA4 |
| — | Broadsoft Inc | 18,374,000 | $22.43M | 0.3% | $1.05 | — | CONV | 11133BAC6 |
| — | Whiting Petroleum Corp | 24,500,000 | $22.29M | 0.3% | $0.91 | — | CONV | 966387AU6 |
| — | Cemex Sab De Cv | 23,453,000 | $21.98M | 0.3% | $0.92 | — | CONV | 151290BR3 |
| — | Dycom Industries Inc | 19,032,000 | $21.78M | 0.3% | $0.99 | — | CONV | 267475AA9 |
| — | Ciena Corp | 18,429,000 | $21.58M | 0.3% | $1.19 | — | CONV | 171779AG6 |
| — | Broadsoft Inc | 18,242,000 | $21.23M | 0.3% | $1.03 | — | CONV | 11133BAB8 |
| — | Radian Group Inc | 17,951,000 | $20.52M | 0.3% | $1.37 | — | CONV | 750236AN1 |
| — | American Tower Corp | 182,080 | $20.31M | 0.3% | $100.08 | — | CONV PFD | 03027X407 |
| — | Workday Inc | 18,013,000 | $20.07M | 0.3% | $1.14 | — | CONV | 98138HAC5 |
| — | Vereit Inc | 19,850,000 | $19.66M | 0.3% | $0.96 | — | CONV | 02917TAA2 |
| — | Meritor Inc | 20,278,000 | $19.56M | 0.3% | $0.94 | — | CONV | 043353AH4 |
| — | Web.Com Group Inc | 21,118,000 | $19.53M | 0.3% | $0.92 | — | CONV | 94733AAA2 |
| — | Priceline Group Inc/The | 13,783,000 | $19.16M | 0.3% | $1.22 | — | CONV | 741503AQ9 |
| — | Restoration Hardware Hol | 22,997,000 | $18.89M | 0.3% | $0.82 | — | CONV | 761283AA8 |
| — | Sunpower Corp | 21,000,000 | $18.47M | 0.3% | $1.07 | — | CONV | 867652AK5 |
| — | Insulet Corporation | 19,212,000 | $18.34M | 0.3% | $1.01 | — | CONV | 45784PAD3 |
| — | Depomed Inc | 15,053,000 | $18.14M | 0.3% | $1.18 | — | CONV | 249908AA2 |
| — | Spirit Realty Capital In | 16,261,000 | $17.54M | 0.3% | $0.98 | — | CONV | 84860WAA0 |
| — | Csg Systems Internationa | 16,377,000 | $17.25M | 0.3% | $1.07 | — | CONV | 126349AE9 |
| — | Ares Capital Corp | 16,283,000 | $16.92M | 0.3% | $1.04 | — | CONV | 04010LAJ2 |
| — | Whiting Petroleum Corp | 21,200,000 | $16.9M | 0.3% | $0.80 | — | CONV | 966387AL6 |
| — | Webmd Health Corp | 17,150,000 | $16.77M | 0.3% | $0.98 | — | CONV | 94770VAL6 |
| — | Ctrip.Com Intl Ltd | 13,588,000 | $16.62M | 0.3% | $1.02 | — | CONV | 22943FAD2 |
| — | Horizon Pharma Inv Ltd | 18,050,000 | $16.51M | 0.3% | $0.84 | — | CONV | 44052TAB7 |
| — | Wright Medical Group Nv | 15,877,000 | $16.4M | 0.3% | $1.03 | — | CONV | 98236JAA6 |
| — | Hess Corp | 216,088 | $16.3M | 0.3% | $75.43 | — | CONV PFD | 42809H404 |
| — | Calamp Corp | 16,945,000 | $15.95M | 0.2% | $0.94 | — | CONV | 128126AB5 |
| — | Mgic Investment Corp | 13,951,000 | $15.49M | 0.2% | $1.18 | — | CONV | 552848AE3 |
| — | Spirit Realty Capital In | 13,773,000 | $15.4M | 0.2% | $1.12 | — | CONV | 84860WAB8 |
| — | On Semiconductor Corp | 14,566,000 | $15.06M | 0.2% | $1.12 | — | CONV | 682189AH8 |
| — | Calatlantic Group Inc | 11,507,000 | $14.79M | 0.2% | $1.23 | — | CONV | 783764AQ6 |
| — | Anthem Inc | 8,011,000 | $14.67M | 0.2% | $1.48 | — | CONV | 94973VBG1 |
| — | Tutor Perini Corp | 13,800,000 | $14.45M | 0.2% | $1.05 | — | CONV | 901109AC2 |
| — | Tesla Motors Inc | 15,828,000 | $14.06M | 0.2% | $0.94 | — | CONV | 88160RAB7 |
| — | Huron Consulting Group I | 13,707,000 | $13.9M | 0.2% | $1.03 | — | CONV | 447462AB8 |
| — | Sl Green Operating Partn | 10,000,000 | $13.71M | 0.2% | $1.28 | — | CONV | 78444FAC0 |
| — | Vishay Intertechnology | 13,701,000 | $13.7M | 0.2% | $1.08 | — | CONV | 928298AG3 |
| — | T-Mobile Us Inc | 186,796 | $13.68M | 0.2% | $60.50 | — | CONV PFD | 872590203 |
| — | Tesla Motors Inc | 16,426,000 | $13.6M | 0.2% | $0.92 | — | CONV | 88160RAC5 |
| — | Pra Group Inc | 17,085,000 | $13.38M | 0.2% | $1.08 | — | CONV | 73640QAB1 |
| — | Frontier Communications | 12,271,000 | $12.75M | 0.2% | $1.04 | — | CORP | 35906AAZ1 |
| — | Vereit Inc | 12,524,000 | $12.47M | 0.2% | $0.93 | — | CONV | 02917TAB0 |
| — | Valeant Pharmaceuticals | 15,380,000 | $12.38M | 0.2% | $0.89 | — | CORP | 91831AAC5 |
| — | Southwestern Energy Co | 412,502 | $12.35M | 0.2% | $29.93 | — | CONV PFD | 845467208 |
| — | Greenbrier Cos Inc | 11,460,000 | $12.24M | 0.2% | $1.35 | — | CONV | 393657AH4 |
| — | Nuance Communications | 13,600,000 | $11.99M | 0.2% | $0.98 | — | CONV | 67020YAH3 |
| — | Anadarko Petroleum Corp | 319,069 | $11.94M | 0.2% | $36.33 | — | CONV PFD | 032511404 |
| — | Nuance Communications | 11,452,000 | $11.54M | 0.2% | $1.01 | — | CONV | 67020YAF7 |
| — | Integra Lifesciences Hld | 7,352,000 | $11.18M | 0.2% | $1.15 | — | CONV | 457985AK5 |
| — | Empire State Realty Op L | 10,000,000 | $10.98M | 0.2% | $1.10 | — | CONV | 292102AA8 |
| — | Western Digital Corp | 10,000,000 | $10.72M | 0.2% | $1.00 | — | CORP | 958102AK1 |
| — | Atlas Air Worldwide Hldg | 11,008,000 | $10.72M | 0.2% | $0.98 | — | CONV | 049164BH8 |
| — | Rpm International Inc | 9,180,000 | $10.71M | 0.2% | $1.14 | — | CONV | 749685AT0 |
| — | Intercept Pharmas | 10,000,000 | $10.3M | 0.2% | $1.03 | — | CONV | 45845PAA6 |
| — | Alcoa Inc | 310,080 | $10.15M | 0.2% | $32.73 | — | CONV PFD | 013817309 |
| — | Qorvo Inc | 9,419,000 | $9.984M | 0.2% | $1.05 | — | CORP | 74736KAC5 |
| — | Synovus Financial Corp | 8,907,000 | $9.898M | 0.2% | $1.13 | — | CORP | 87161CAJ4 |
| — | Impax Laboratories Inc | 10,855,000 | $9.496M | 0.1% | $0.87 | — | CONV | 45256BAE1 |
| — | Nevro Corp | 9,000,000 | $9.491M | 0.1% | $1.05 | — | CONV | 64157FAA1 |
| — | Medicines Company | 9,800,000 | $9.45M | 0.1% | $0.96 | — | CONV | 584688AF2 |
| — | Encore Capital Group Inc | 12,952,000 | $9.18M | 0.1% | $0.92 | — | CONV | 292554AH5 |
| — | Invacare Corp | 8,900,000 | $8.959M | 0.1% | $1.02 | — | CONV | 461203AE1 |
| — | Stericycle Inc | 107,566 | $8.939M | 0.1% | $95.35 | — | CONV PFD | 858912207 |
| — | Repligen Corp | 8,000,000 | $8.644M | 0.1% | $1.08 | — | CONV | 759916AA7 |
| — | Emergent Biosolutions | 7,500,000 | $8.519M | 0.1% | $1.17 | — | CONV | 29089QAB1 |
| — | Molina Healthcare Inc | 6,000,000 | $8.113M | 0.1% | $1.35 | — | CONV | 60855RAC4 |
| — | Cigna Corp | 57,000 | $7.295M | 0.1% | $154.83 | — | COM | 125509109 |
| — | Micron Technology Inc | 5,004,000 | $7.28M | 0.1% | $1.20 | — | CONV | 595112AV5 |
| — | Chs/Community Health Sys | 8,100,000 | $7.128M | 0.1% | $0.91 | — | CORP | 12543DAV2 |
| — | Janus Capital Group Inc | 5,208,000 | $7.103M | 0.1% | $1.44 | — | CONV | 47102XAH8 |
| — | Quidel Corp | 7,600,000 | $7.073M | 0.1% | $0.94 | — | CONV | 74838JAA9 |
| — | Meritor Inc | 6,249,000 | $6.964M | 0.1% | $1.50 | — | CONV | 59001KAC4 |
| — | Welltower Inc | 103,000 | $6.957M | 0.1% | $65.56 | — | CONV PFD | 95040Q203 |
| — | William Lyon Homes | 79,590 | $6.73M | 0.1% | $88.30 | — | CONV PFD | 552074882 |
| — | Incyte Corp | 3,937,000 | $6.684M | 0.1% | $1.54 | — | CONV | 45337CAN2 |
| — | Spectranetics Corp | 7,245,000 | $6.48M | 0.1% | $1.16 | — | CONV | 84760CAA5 |
| — | Dana Financing Lux Sarl | 6,350,000 | $6.199M | 0.1% | $0.98 | — | CORP | 235822AA1 |
| — | Rowan Companies Inc | 6,000,000 | $6.184M | 0.1% | $1.03 | — | CORP | 779382AK6 |
| — | Red Hat Inc | 80,266 | $5.827M | 0.1% | $72.25 | — | COM | 756577102 |
| — | Eletson Holdings | 7,310,000 | $5.738M | 0.1% | $0.92 | — | CORP | 28620QAA1 |
| — | Innoviva Inc | 7,100,000 | $5.705M | 0.1% | $1.28 | — | CONV | 88338TAB0 |
| — | Tenet Healthcare Corp | 5,350,000 | $5.671M | 0.1% | $1.06 | — | CORP | 87243QAB2 |
| GM | General Motors Co | 200,000 | $5.66M | 0.1% | $24.81 | 0.0% | COM | 37045V100 |
| — | Navios Maritime Acq Corp | 7,065,000 | $5.581M | 0.1% | $0.80 | — | CORP | 63938MAD8 |
| — | Array Bio Inc | 6,442,000 | $5.418M | 0.1% | $1.12 | — | CONV | 04269XAA3 |
| — | Dynegy Inc | 50,000 | $5.388M | 0.1% | $107.76 | — | CONV PFD | 26817R405 |
| — | Sprint Communications | 5,095,000 | $5.36M | 0.1% | $1.00 | — | CORP | 852061AQ3 |
| — | Healthsouth Corp | 5,330,000 | $5.303M | 0.1% | $1.02 | — | CORP | 421924BT7 |
| — | Blue Cube Spinco Inc | 4,555,000 | $5.284M | 0.1% | $1.09 | — | CORP | 095370AC6 |
| — | Tesoro Logistics Lp/Corp | 5,000,000 | $5.263M | 0.1% | $1.05 | — | CORP | 88160QAM5 |
| — | Endo Ltd/Fin Llc/Finco | 6,000,000 | $5.235M | 0.1% | $0.91 | — | CORP | 29273EAA6 |
| — | Ptc Therapeutics Inc | 10,998,000 | $5.229M | 0.1% | $0.88 | — | CONV | 69366JAA9 |
| GILD | Gilead Sciences Inc | 62,500 | $5.214M | 0.1% | $70.94 | -11.5% | COM | 375558103 |
| — | Cco Hldgs Llc/Cap Corp | 5,000,000 | $5.144M | 0.1% | $1.03 | — | CORP | 1248EPAY9 |
| — | Commercial Metals Co | 5,336,000 | $5.069M | 0.1% | $0.94 | — | CORP | 201723AK9 |
| — | Sunoco Lp/Finance Corp | 5,072,000 | $5.059M | 0.1% | $1.00 | — | CORP | 86765LAA5 |
| — | Quorum Health Corp | 5,000,000 | $5.05M | 0.1% | $1.01 | — | CORP | 74909EAA4 |
| — | Kerr-Mcgee Corp | 4,350,000 | $5.037M | 0.1% | $1.09 | — | CORP | 492386AU1 |
| — | Centurylink Inc | 5,100,000 | $5.03M | 0.1% | $0.91 | — | CORP | 156700AX4 |
| — | United Rentals North Am | 4,800,000 | $5.022M | 0.1% | $1.05 | — | CORP | 911365AX2 |
| — | Ahern Rentals Inc | 7,165,000 | $4.98M | 0.1% | $0.79 | — | CORP | 008674AH6 |
| — | Mastec Inc | 5,305,000 | $4.947M | 0.1% | $0.92 | — | CORP | 576323AN9 |
| — | Nova Chemicals Corp | 4,700,000 | $4.741M | 0.1% | $0.99 | — | CORP | 66977WAN9 |
| — | Cimarex Energy Co | 4,500,000 | $4.713M | 0.1% | $0.96 | — | CORP | 171798AC5 |
| — | Hca Inc | 4,460,000 | $4.627M | 0.1% | $1.01 | — | CORP | 404119BN8 |
| — | Omnicare Inc | 4,641,000 | $4.618M | 0.1% | $1.15 | — | CONV | 681904AR9 |
| — | Endologix Inc | 5,012,000 | $4.608M | 0.1% | $0.95 | — | CONV | 29266SAA4 |
| — | Celanese Us Holdings Llc | 4,050,000 | $4.546M | 0.1% | $1.08 | — | CORP | 15089QAC8 |
| — | Lab Corp Of Amer Hldgs | 2,553,000 | $4.461M | 0.1% | $1.43 | — | CONV | 50540RAG7 |
| — | Transdigm Inc | 4,320,000 | $4.404M | 0.1% | $0.97 | — | CORP | 893647AX5 |
| — | Corrections Corp Of Amer | 4,335,000 | $4.389M | 0.1% | $0.97 | — | CORP | 22025YAP5 |
| — | L Brands Inc | 65,000 | $4.363M | 0.1% | $67.12 | — | COM | 501797104 |
| — | Inphi Corp | 4,000,000 | $4.287M | 0.1% | $0.97 | — | CONV | 45772FAA5 |
| — | West Corp | 4,575,000 | $4.272M | 0.1% | $0.93 | — | CORP | 952355AN5 |
| — | Consol Energy Inc | 4,761,000 | $4.237M | 0.1% | $0.75 | — | CORP | 20854PAN9 |
| — | Credit Acceptanc | 4,365,000 | $4.212M | 0.1% | $0.96 | — | CORP | 225310AK7 |
| — | Earthlink Holdings Corp | 3,985,000 | $4.164M | 0.1% | $1.01 | — | CORP | 270321AE2 |
| — | E*Trade Financial Corp | 4,087,000 | $4.159M | 0.1% | $1.00 | — | CORP | 269246BM5 |
| — | Prospect Medical Holding | 3,910,000 | $4.068M | 0.1% | $1.07 | — | CORP | 743494AC0 |
| — | Molina Healthcare Inc | 4,050,000 | $4.06M | 0.1% | $1.00 | — | CORP | 60855RAF7 |
| — | Exelon Corp | 80,250 | $3.96M | 0.1% | $49.21 | — | CONV PFD | 30161N127 |
| — | Energizer Holdings Inc | 3,960,000 | $3.95M | 0.1% | $0.99 | — | CORP | 29273AAA4 |
| — | Ally Financial Inc | 3,500,000 | $3.946M | 0.1% | $1.13 | — | CORP | 02005NAE0 |
| — | Pbf Holding Co Llc | 4,000,000 | $3.87M | 0.1% | $0.96 | — | CORP | 69318FAD0 |
| — | Diamond 1 Fin/Diamond 2 | 3,700,000 | $3.869M | 0.1% | $1.05 | — | CORP | 25272KAW3 |
| — | Celanese Us Holdings Llc | 3,555,000 | $3.795M | 0.1% | $0.99 | — | CORP | 15089QAD6 |
| — | Cleaver-Brooks Inc | 3,800,000 | $3.791M | 0.1% | $0.98 | — | CORP | 185401AD8 |
| — | Sabine Pass Liquefaction | 3,600,000 | $3.717M | 0.1% | $0.92 | — | CORP | 785592AH9 |
| BIIB | Biogen Inc | 15,000 | $3.627M | 0.1% | $330.23 | -20.2% | COM | 09062X103 |
| — | Kinder Morgan Ener Part | 3,555,000 | $3.623M | 0.1% | $0.87 | — | CORP | 494550BL9 |
| — | First Cash Financial Ser | 3,556,000 | $3.609M | 0.1% | $1.01 | — | CORP | 31942DAB3 |
| — | Boise Cascade Company | 3,500,000 | $3.588M | 0.1% | $1.02 | — | CORP | 09739DAA8 |
| — | Steel Dynamics Inc | 3,500,000 | $3.588M | 0.1% | $1.01 | — | CORP | 858119BD1 |
| — | Parsley Energy Llc/Finan | 3,500,000 | $3.561M | 0.1% | $1.02 | — | CORP | 701885AB1 |
| — | United Rentals North Am | 3,555,000 | $3.515M | 0.1% | $0.96 | — | CORP | 911365BD5 |
| — | Horizon Pharma Inc | 3,750,000 | $3.506M | 0.1% | $0.93 | — | CORP | 44047TAD1 |
| — | Ak Steel Corp | 3,646,000 | $3.5M | 0.1% | $0.96 | — | CORP | 001546AL4 |
| — | Klx Inc | 3,550,000 | $3.497M | 0.1% | $0.98 | — | CORP | 482539AA1 |
| — | Chs/Community Health Sys | 3,500,000 | $3.491M | 0.1% | $1.00 | — | CORP | 12543DAU4 |
| — | Genesis Energy Lp/Genesi | 3,673,000 | $3.453M | 0.1% | $0.97 | — | CORP | 37185LAG7 |
| — | Sotheby'S | 3,555,000 | $3.439M | 0.1% | $0.96 | — | CORP | 835898AF4 |
| — | Neptune Finco Corp | 3,000,000 | $3.437M | 0.1% | $1.01 | — | CORP | 64072TAA3 |
| — | Concordia International | 3,600,000 | $3.375M | 0.1% | $0.98 | — | CORP | 206519AB6 |
| — | Sfr Group Sa | 3,500,000 | $3.36M | 0.1% | $0.97 | — | CORP | 67054LAC1 |
| — | Fmg Resources Aug 2006 | 3,000,000 | $3.326M | 0.1% | $1.11 | — | CORP | 30251GAS6 |
| — | Sfr Group Sa | 3,300,000 | $3.267M | 0.1% | $0.99 | — | CORP | 67054KAA7 |
| — | Land O Lakes Cap Trst I | 3,000,000 | $3.263M | 0.1% | $0.99 | — | CORP | 514665AA6 |
| — | Western Refining Inc | 3,533,000 | $3.233M | 0.1% | $0.97 | — | CORP | 959319AG9 |
| — | Cit Group Inc | 3,150,000 | $3.205M | 0.0% | $1.03 | — | CORP | 125581GM4 |
| — | Spectrum Brands Inc | 3,046,000 | $3.187M | 0.0% | $1.07 | — | CORP | 84762LAU9 |
| — | Nationstar Mort/Cap Corp | 3,050,000 | $3.168M | 0.0% | $1.04 | — | CORP | 63860UAE0 |
| — | Dish Dbs Corp | 3,000,000 | $3.116M | 0.0% | $1.04 | — | CORP | 25470XAE5 |
| — | Hilton Worldwide Fin Llc | 3,000,000 | $3.107M | 0.0% | $1.06 | — | CORP | 432891AD1 |
| — | Helix Energy Solutions | 3,543,000 | $3.073M | 0.0% | $0.88 | — | CONV | 42330PAG2 |
| — | Mentor Graphics Corp | 2,769,000 | $3.038M | 0.0% | $1.06 | — | CONV | 587200AK2 |
| — | St Barbara Ltd | 3,000,000 | $3.038M | 0.0% | $0.93 | — | CORP | 852278AA8 |
| — | Marathon Oil Corp | 3,300,000 | $3.037M | 0.0% | $0.85 | — | CORP | 565849AL0 |
| — | Alliance Data Systems Co | 3,000,000 | $3.034M | 0.0% | $1.02 | — | CORP | 018581AE8 |
| — | Concho Resources Inc | 3,000,000 | $3.023M | 0.0% | $0.98 | — | CORP | 20605PAE1 |
| — | Ineos Group Holdings Sa | 3,000,000 | $3.008M | 0.0% | $1.00 | — | CORP | 44986UAC3 |
| — | Shape Technologies Group | 2,952,000 | $2.945M | 0.0% | $1.05 | — | CORP | 94155UAA7 |
| — | Revlon Consumer Prods | 3,000,000 | $2.91M | 0.0% | $0.97 | — | CORP | 761519BD8 |
| — | Alza Corp | 1,732,000 | $2.887M | 0.0% | $1.27 | — | CONV | 02261WAB5 |
| — | Navient Corp | 2,766,000 | $2.804M | 0.0% | $1.02 | — | CORP | 78442FEM6 |
| — | Sesi Llc | 2,856,000 | $2.763M | 0.0% | $0.99 | — | CORP | 78412FAL8 |
| — | Brookfield Residential | 3,000,000 | $2.753M | 0.0% | $0.94 | — | CORP | 11283WAC8 |
| — | Airtran Holdings Inc | 1,000,000 | $2.753M | 0.0% | $2.98 | — | CONV | 00949PAD0 |
| — | First Quantum Minerals L | 3,305,000 | $2.673M | 0.0% | $0.88 | — | CORP | 335934AF2 |
| — | Guitar Center Inc | 3,797,000 | $2.658M | 0.0% | $0.70 | — | CORP | 402040AJ8 |
| — | Bristol-Myers Squibb Co | 1,414,000 | $2.644M | 0.0% | $1.31 | — | CONV | 110122AN8 |
| — | Cenveo Corp | 3,640,000 | $2.566M | 0.0% | $0.68 | — | CORP | 15671BAL5 |
| — | Sprint Communications | 2,396,000 | $2.561M | 0.0% | $1.06 | — | CORP | 852061AK6 |
| — | Equinix Inc | 2,410,000 | $2.506M | 0.0% | $1.03 | — | CORP | 29444UAP1 |
| — | Scientific Games Interna | 3,060,000 | $2.502M | 0.0% | $0.96 | — | CORP | 80874YAU4 |
| — | Western Refining/Wnrl Fi | 2,465,000 | $2.44M | 0.0% | $0.99 | — | CORP | 95931TAB6 |
| — | Compass Minerals Interna | 2,550,000 | $2.384M | 0.0% | $0.99 | — | CORP | 20451NAE1 |
| — | Resolute Forest Products | 3,000,000 | $2.378M | 0.0% | $0.79 | — | CORP | 76117WAB5 |
| — | Dupont Fabros Tech Lp | 2,300,000 | $2.369M | 0.0% | $1.00 | — | CORP | 26613TAF7 |
| — | Tpc Group Inc | 3,000,000 | $2.363M | 0.0% | $0.84 | — | CORP | 89236YAA2 |
| — | Speedway Motorsports Inc | 2,300,000 | $2.352M | 0.0% | $0.99 | — | CORP | 847788AT3 |
| — | Istar Inc | 2,329,000 | $2.351M | 0.0% | $1.25 | — | CONV | 45031UBR1 |
| — | First Data Corporation | 2,205,000 | $2.247M | 0.0% | $1.00 | — | CORP | 319963BN3 |
| — | Builders Firstsource Inc | 2,000,000 | $2.185M | 0.0% | $1.01 | — | CORP | 12008RAH0 |
| — | Masco Corp | 2,080,000 | $2.163M | 0.0% | $1.00 | — | CORP | 574599BJ4 |
| — | Sprint Industrial Llc | 3,000,000 | $2.145M | 0.0% | $0.94 | — | TERM | 85208BAE6 |
| — | Southwestern Energy Co | 2,000,000 | $2.135M | 0.0% | $1.07 | — | CORP | 845467AE9 |
| — | Builders Firstsource Inc | 2,000,000 | $2.1M | 0.0% | $1.05 | — | CORP | 12008RAG2 |
| — | Global Part/Glp Finance | 2,500,000 | $2.094M | 0.0% | $0.93 | — | CORP | 37954FAB0 |
| — | Nxp Bv/Nxp Funding Llc | 2,000,000 | $2.083M | 0.0% | $1.05 | — | CORP | 62947QAM0 |
| — | Cco Hldgs Llc/Cap Corp | 2,000,000 | $2.08M | 0.0% | $1.05 | — | CORP | 1248EPBP7 |
| — | Tempur Sealy Intl Inc | 2,000,000 | $2.07M | 0.0% | $1.03 | — | CORP | 88023UAD3 |
| — | Danaher Corp | 703,000 | $2.07M | 0.0% | $1.84 | — | CONV | 235851AF9 |
| — | Tenet Healthcare Corp | 2,000,000 | $2.06M | 0.0% | $1.03 | — | CORP | 88033GCE8 |
| — | Nuance Communications | 2,000,000 | $2.045M | 0.0% | $1.02 | — | CORP | 67020YAD2 |
| — | Continental Resources | 2,080,000 | $2.044M | 0.0% | $0.74 | — | CORP | 212015AH4 |
| — | Tronox Finance Llc | 2,800,000 | $2.03M | 0.0% | $0.56 | — | CORP | 30049XAA5 |
| DY | Dycom Industries Inc | 22,500 | $2.02M | 0.0% | $75.52 | 0.0% | COM | 267475101 |
| — | Tribune Media Co | 2,000,000 | $2M | 0.0% | $1.00 | — | CORP | 896047AH0 |
| — | Qihoo 360 Tech Co Ltd | 2,000,000 | $1.973M | 0.0% | $0.88 | — | CONV | 74734MAE9 |
| — | Nrg Yield Inc | 2,000,000 | $1.95M | 0.0% | $1.13 | — | CONV | 62942XAA6 |
| — | Hess Corp | 2,015,000 | $1.946M | 0.0% | $0.92 | — | CORP | 42809HAF4 |
| — | Advanced Micro Devices | 2,000,000 | $1.93M | 0.0% | $0.96 | — | CORP | 007903AZ0 |
| — | Oasis Petroleum Inc | 2,000,000 | $1.925M | 0.0% | $0.96 | — | CORP | 674215AC2 |
| — | Radio One Inc | 2,000,000 | $1.92M | 0.0% | $0.99 | — | CORP | 75040PAS7 |
| — | Cemex Sab De Cv | 1,800,000 | $1.893M | 0.0% | $1.03 | — | CORP | 151290BU6 |
| — | Ally Financial Inc | 1,850,000 | $1.892M | 0.0% | $1.01 | — | CORP | 02005NAV2 |
| — | Radian Group Inc | 1,750,000 | $1.878M | 0.0% | $1.04 | — | CORP | 750236AT8 |
| — | Dish Dbs Corp | 2,000,000 | $1.868M | 0.0% | $0.93 | — | CORP | 25470XAW5 |
| — | Viasat Inc | 1,805,000 | $1.866M | 0.0% | $1.04 | — | CORP | 92552VAF7 |
| — | Microsemi Corp | 1,688,000 | $1.865M | 0.0% | $1.10 | — | CORP | 595137AB6 |
| — | Oasis Petroleum Inc | 2,000,000 | $1.835M | 0.0% | $0.92 | — | CORP | 674215AD0 |
| — | Navios Maritime Hlds/Fin | 4,060,000 | $1.827M | 0.0% | $0.72 | — | CORP | 639365AG0 |
| — | Mgm Resorts Intl | 1,605,000 | $1.82M | 0.0% | $1.06 | — | CORP | 552953BX8 |
| — | Calumet Specialty Prod | 2,410,000 | $1.717M | 0.0% | $0.75 | — | CORP | 131477AL5 |
| — | L Brands Inc | 1,550,000 | $1.67M | 0.0% | $1.07 | — | CORP | 532716AU1 |
| — | Tenet Healthcare Corp | 1,565,000 | $1.585M | 0.0% | $0.99 | — | CORP | 88033GBY5 |
| TSLA | Tesla Motors Inc | 7,200 | $1.528M | 0.0% | $15.15 | 0.0% | COM | 88160R101 |
| — | Iasis Healthcare/Cap Crp | 1,555,000 | $1.502M | 0.0% | $1.01 | — | CORP | 45072PAD4 |
| — | Cenveo Corp | 1,500,000 | $1.433M | 0.0% | $0.96 | — | CORP | 15671BAG6 |
| — | Dana Inc | 1,500,000 | $1.433M | 0.0% | $0.99 | — | CORP | 235825AE6 |
| — | Chesapeake Energy Corp | 2,000,000 | $1.415M | 0.0% | $0.71 | — | CORP | 165167CF2 |
| — | Caraustar Industries Inc | 1,398,880 | $1.396M | 0.0% | $1.02 | — | TERM | 14076CAB9 |
| — | Novellus Systems Inc | 555,000 | $1.382M | 0.0% | $1.55 | — | CONV | 670008AD3 |
| — | Guitar Center Inc | 1,500,000 | $1.298M | 0.0% | $0.89 | — | CORP | 402040AH2 |
| — | Concordia International | 1,500,000 | $1.286M | 0.0% | $0.86 | — | CORP | 206519AA8 |
| — | Sprint Communications | 1,250,000 | $1.283M | 0.0% | $1.03 | — | CORP | 852061AF7 |
| — | Transocean Inc | 1,800,000 | $1.283M | 0.0% | $0.71 | — | CORP | 893830BC2 |
| — | Gci Inc | 1,200,000 | $1.22M | 0.0% | $1.02 | — | CORP | 36155WAK2 |
| — | Telesat Canada/Telesat L | 1,200,000 | $1.201M | 0.0% | $1.02 | — | CORP | 87952VAJ5 |
| — | Murphy Oil Corp | 1,300,000 | $1.191M | 0.0% | $0.81 | — | CORP | 626717AF9 |
| — | Tpg Specialty Lending In | 1,163,000 | $1.183M | 0.0% | $1.01 | — | CONV | 87265KAB8 |
| — | Oceaneering Intl Inc | 1,137,000 | $1.101M | 0.0% | $0.97 | — | CORP | 675232AA0 |
| — | Incyte Corp | 651,000 | $1.09M | 0.0% | $1.50 | — | CONV | 45337CAM4 |
| — | Aci Worldwide Inc | 1,000,000 | $1.026M | 0.0% | $1.06 | — | CORP | 004498AA9 |
| — | Pbf Holding Co Llc | 925,000 | $964K | 0.0% | $1.05 | — | CORP | 69318FAB4 |
| — | Penske Automotive Group | 1,000,000 | $953K | 0.0% | $0.95 | — | CORP | 70959WAG8 |
| — | Interactive Intelligence | 1,000,000 | $951K | 0.0% | $0.95 | — | CONV | 45841VAB5 |
| — | Timkensteel | 875,000 | $933K | 0.0% | $1.07 | — | CONV | 887399AA1 |
| — | Cablevision Sa | 900,000 | $920K | 0.0% | $1.02 | — | CORP | LW3899017 |
| — | Sandisk Corp | 852,000 | $892K | 0.0% | $1.04 | — | CONV | 80004CAF8 |
| — | Rowan Companies Inc | 1,003,000 | $879K | 0.0% | $0.88 | — | CORP | 779382AP5 |
| — | Chesapeake Energy Corp | 1,000,000 | $875K | 0.0% | $0.88 | — | CORP | 165167CC9 |
| — | Bombardier Inc | 1,000,000 | $858K | 0.0% | $0.86 | — | CORP | 097751BF7 |
| — | Transocean Inc | 1,000,000 | $850K | 0.0% | $0.81 | — | CORP | 893830BB4 |
| — | Advanced Micro Devices | 1,000,000 | $850K | 0.0% | $0.85 | — | CORP | 007903BC0 |
| — | First Quantum Minerals L | 1,000,000 | $840K | 0.0% | $0.84 | — | CORP | 335934AD7 |
| — | Neiman Marcus Group Ltd | 1,000,000 | $765K | 0.0% | $0.77 | — | CORP | 570254AB8 |
| — | Reynolds Grp Iss/Reynold | 750,000 | $760K | 0.0% | $1.01 | — | CORP | 761735AT6 |
| — | Western Digital Corp | 2,800 | $568K | 0.0% | — | — | Call | 958102905 |
| — | Manitowoc Foodservice In | 500,000 | $561K | 0.0% | $1.10 | — | CORP | 563568AA2 |
| — | Match Group Inc | 500,000 | $521K | 0.0% | $1.04 | — | CORP | 57665RAD8 |
| — | Teck Resources Limited | 500,000 | $516K | 0.0% | $1.03 | — | CORP | 878742BA2 |
| — | Kaiser Aluminum Corp | 500,000 | $515K | 0.0% | $1.03 | — | CORP | 483007AF7 |
| — | Centurylink Inc | 500,000 | $506K | 0.0% | $1.01 | — | CORP | 156700BA3 |
| — | Gogo Intermediate/Financ | 500,000 | $496K | 0.0% | $0.99 | — | CORP | 38046XAC7 |
| PFE | Pfizer Inc | 14,000 | $493K | 0.0% | $21.05 | 0.0% | COM | 717081103 |
| HCA | Hca Holdings Inc | 6,400 | $493K | 0.0% | $73.38 | 0.0% | COM | 40412C101 |
| ZD | J2 Global Inc | 7,000 | $442K | 0.0% | $55.63 | 0.0% | COM | 48123V102 |
| — | Anadarko Petroleum Corp | 418,000 | $440K | 0.0% | $1.05 | — | CORP | 032511BH9 |
| — | Redwood Trust Inc | 446,000 | $427K | 0.0% | $1.00 | — | CONV | 758075AB1 |
| — | Land O'Lakes Inc | 400,000 | $426K | 0.0% | $1.05 | — | CORP | 514666AJ5 |
| — | Cliffs Natural Resources | 500,000 | $425K | 0.0% | $0.85 | — | CORP | 18683KAJ0 |
| — | Synovus Financial Corp | 395,000 | $404K | 0.0% | $1.02 | — | CORP | 87161CAG0 |
| — | Encore Capital Group Inc | 506,000 | $396K | 0.0% | $1.10 | — | CONV | 292554AF9 |
| — | Cliffs Natural Resources | 500,000 | $375K | 0.0% | $0.75 | — | CORP | 18683KAA9 |
| — | Dynegy Inc | 20,000 | $345K | 0.0% | $17.25 | — | COM | 26817R108 |
| — | Nuvasive Inc | 225,000 | $329K | 0.0% | $1.29 | — | CONV | 670704AC9 |
| — | Spdr S&P500 Etf Trust | 600 | $326K | 0.0% | — | — | Call | 78462F903 |
| — | Case New Holland Industr | 300,000 | $324K | 0.0% | $1.08 | — | CORP | 147446AR9 |
| ATI | Allegheny Technologies Inc | 25,000 | $319K | 0.0% | $14.18 | 0.0% | COM | 01741R102 |
| — | Forest City Realty Trust | 288,000 | $314K | 0.0% | $1.12 | — | CONV | 345550AP2 |
| — | Wright Medical Group Inc | 303,000 | $311K | 0.0% | $1.14 | — | CONV | 98235TAC1 |
| — | Cardtronics Inc | 300,000 | $299K | 0.0% | $0.97 | — | CORP | 14161HAJ7 |
| — | Hughes Satelite Systems | 270,000 | $293K | 0.0% | $1.06 | — | CORP | 444454AB8 |
| — | Transocean Inc | 303,000 | $271K | 0.0% | $0.89 | — | CORP | 893830AY5 |
| — | Reynolds Grp Iss/Reynold | 250,000 | $258K | 0.0% | $1.03 | — | CORP | 761735AV1 |
| — | Lifepoint Health Inc | 250,000 | $251K | 0.0% | $1.00 | — | CORP | 53219LAP4 |
| — | Nuance Communications | 255,000 | $247K | 0.0% | $1.03 | — | CONV | 67020YAG5 |
| — | Spdr Dow Jones Industrial Aver | 500 | $244K | 0.0% | — | — | Call | 78467X909 |
| — | Medicines Company | 201,000 | $238K | 0.0% | $1.26 | — | CONV | 584688AE5 |
| — | Sina Corp | 237,000 | $233K | 0.0% | $0.92 | — | CONV | 82922RAD5 |
| — | Whiting Petroleum Corp | 6,000 | $233K | 0.0% | — | — | Put | 966387952 |
| — | Tesla Motors Inc | 200 | $231K | 0.0% | — | — | Put | 88160R951 |
| — | Genesis Energy Lp/Genesi | 250,000 | $229K | 0.0% | $0.88 | — | CORP | 37185LAF9 |
| — | Accuray Inc | 213,000 | $214K | 0.0% | $1.10 | — | CONV | 004397AB1 |
| — | Pdl Biopharma Inc | 235,000 | $212K | 0.0% | $1.06 | — | CONV | 69329YAF1 |
| NFLX | Netflix Inc | 2,000 | $183K | 0.0% | $9.61 | 0.0% | COM | 64110L106 |
| — | Newpark Resources Inc | 206,000 | $180K | 0.0% | $1.24 | — | CONV | 651718AC2 |
| — | Seacor Holdings Inc | 191,000 | $179K | 0.0% | $1.13 | — | CONV | 811904AM3 |
| — | Freeport-Mcmoran Oil&Gas | 175,000 | $178K | 0.0% | $1.02 | — | CORP | 726505AM2 |
| — | Glaxosmithkline Plc | 2,000 | $170K | 0.0% | — | — | Call | 37733W905 |
| — | Homeaway Inc | 178,000 | $168K | 0.0% | $0.96 | — | CONV | 43739QAB6 |
| — | Forest City Realty Trust | 155,000 | $161K | 0.0% | $1.07 | — | CONV | 345550AR8 |
| — | Credit Suisse Group Ag | 15,000 | $161K | 0.0% | $10.73 | — | COM | 225401108 |
| — | American Capital Mortgage Inve | 10,000 | $158K | 0.0% | $15.80 | — | COM | 02504A104 |
| — | Hca Inc | 150,000 | $157K | 0.0% | $1.03 | — | CORP | 404119BQ1 |
| — | Fluidigm Corp | 257,000 | $144K | 0.0% | $1.05 | — | CONV | 34385PAA6 |
| — | Medicines Company | 95,000 | $139K | 0.0% | $1.30 | — | CONV | 584688AC9 |
| — | Ares Capital Corp | 130,000 | $133K | 0.0% | $1.04 | — | CONV | 04010LAG8 |
| — | Chart Industries Inc | 119,000 | $104K | 0.0% | $1.18 | — | CONV | 16115QAC4 |
| — | Cliffs Natural Resources | 120,000 | $102K | 0.0% | $0.85 | — | CORP | JK2799829 |
| — | Iconix Brand Group Inc | 15,000 | $101K | 0.0% | $6.73 | — | COM | 451055107 |
| — | Deutsche Bank Ag | 2,400 | $100K | 0.0% | — | — | Put | D18190958 |
| — | Stone Energy Corp | 107,000 | $90,000 | 0.0% | $0.98 | — | CONV | 861642AN6 |
| — | Fireeye Inc | 5,908 | $78,000 | 0.0% | — | — | Call | 31816Q901 |
| — | Hornbeck Offshore Serv | 145,000 | $74,000 | 0.0% | $1.19 | — | CONV | 440543AN6 |
| — | Special Opportunities Fund Inc | 5,000 | $69,000 | 0.0% | $13.80 | — | COM | 84741T104 |
| — | Ctrip.Com International Ltd | 1,100 | $59,000 | 0.0% | — | — | Put | 22943F950 |
| — | Clearwire Comm/Finance | 62,000 | $59,000 | 0.0% | $1.11 | — | CONV | 18538TAG4 |
| — | Herbalife Ltd | 300 | $56,000 | 0.0% | — | — | Put | G4412G951 |
| — | Netflix Inc | 800 | $52,000 | 0.0% | — | — | Put | 64110L956 |
| — | Yahoo! Inc | 1,600 | $52,000 | 0.0% | — | — | Call | 984332906 |
| — | Suntrust Banks Inc | 50,000 | $50,000 | 0.0% | $1.00 | — | CORP | 86802WAT5 |
| — | Biomarin Pharmaceutical Inc | 700 | $47,000 | 0.0% | — | — | Call | 09061G901 |
| — | Royal Gold Inc | 137 | $47,000 | 0.0% | — | — | Call | 780287908 |
| — | Nxp Semiconductors Nv | 150 | $47,000 | 0.0% | — | — | Put | N6596X959 |
| — | Credit Suisse Group Ag | 230 | $43,000 | 0.0% | — | — | Put | 225401958 |
| — | Spdr S&P500 Etf Trust | 3,650 | $40,000 | 0.0% | — | — | Put | 78462F953 |
| — | Allegheny Technologies Inc | 1,500 | $38,000 | 0.0% | — | — | Put | 01741R952 |
| — | Southwestern Energy Co | 2,924 | $37,000 | 0.0% | $12.65 | — | COM | 845467109 |
| — | Ally Financial Inc | 1,207 | $36,000 | 0.0% | — | — | Put | 02005N950 |
| — | Twitter Inc | 4,800 | $33,000 | 0.0% | — | — | Call | 90184L902 |
| — | Ishares Msci Emerging Markets | 1,000 | $33,000 | 0.0% | — | — | Put | 464287954 |
| — | Weatherford International Plc | 900 | $30,000 | 0.0% | — | — | Put | G48833950 |
| — | Bank Of America Corp | 750 | $29,000 | 0.0% | — | — | Call | 060505904 |
| — | Powershares Qqq Trust Series 1 | 2,000 | $27,000 | 0.0% | — | — | Put | 73935A954 |
| — | Golar Lng Ltd | 1,500 | $26,000 | 0.0% | — | — | Put | G9456A950 |
| — | Cliffs Natural Resources Inc | 800 | $26,000 | 0.0% | — | — | Call | 18683K901 |
| — | Chesapeake Energy Corp | 53 | $24,000 | 0.0% | $994.11 | — | CONV PFD | 165167750 |
| — | Cypress Semiconductor Corp | 500 | $24,000 | 0.0% | — | — | Put | 232806959 |
| — | Iconix Brand Group Inc | 200 | $24,000 | 0.0% | — | — | Put | 451055957 |
| — | Whiting Petroleum Corp | 2,200 | $18,000 | 0.0% | — | — | Call | 966387902 |
| — | Conocophillips | 180 | $17,000 | 0.0% | — | — | Call | 20825C904 |
| — | Urban Outfitters Inc | 300 | $17,000 | 0.0% | — | — | Call | 917047902 |
| — | J2 Global Inc | 300 | $16,000 | 0.0% | — | — | Put | 48123V952 |
| — | Chesapeake Energy Corp | 900 | $15,000 | 0.0% | — | — | Call | 165167907 |
| — | Servicenow Inc | 688 | $14,000 | 0.0% | — | — | Call | 81762P902 |
| CIEN | Ciena Corp | 750 | $14,000 | 0.0% | $18.11 | 0.0% | COM | 171779309 |
| — | Spdr Dow Jones Industrial Aver | 2,300 | $13,000 | 0.0% | — | — | Put | 78467X959 |
| — | Lions Gate Entertainment Corp | 200 | $13,000 | 0.0% | — | — | Put | 535919953 |
| — | Western Digital Corp | 1,700 | $12,000 | 0.0% | — | — | Put | 958102955 |
| — | Gnc Holdings Inc | 507 | $11,000 | 0.0% | — | — | Call | 36191G907 |
| — | Endo International Plc | 500 | $9,000 | 0.0% | — | — | Call | G30401906 |
| — | Jarden Corp | 7,000 | $9,000 | 0.0% | $1.18 | — | CONV | 471109AM0 |
| — | Netapp Inc | 800 | $7,000 | 0.0% | — | — | Call | 64110D904 |
| — | Vale Sa | 300 | $7,000 | 0.0% | — | — | Call | 91912E905 |
| — | Iconix Brand Group Inc | 300 | $6,000 | 0.0% | — | — | Call | 451055907 |
| — | Jc Penney Co Inc | 1,400 | $6,000 | 0.0% | — | — | Put | 708160956 |
| — | Ishares Iboxx $ High Yield Cor | 750 | $5,000 | 0.0% | — | — | Put | 464288953 |
| — | Microsoft Corp | 250 | $5,000 | 0.0% | — | — | Put | 594918954 |
| — | Bank Of America Corp | 2,000 | $5,000 | 0.0% | — | — | Put | 060505954 |
| — | Ak Steel Holding Corp | 1,000 | $5,000 | 0.0% | — | — | Call | 001547908 |
| — | Intel Corp | 500 | $4,000 | 0.0% | — | — | Call | 458140900 |
| — | Petroleo Brasileiro Sa | 300 | $3,000 | 0.0% | — | — | Call | 71654V908 |
| — | Monster Worldwide Inc | 1,000 | $3,000 | 0.0% | — | — | Call | 611742907 |
| — | Red Hat Inc | 200 | $3,000 | 0.0% | — | — | Call | 756577902 |
| — | Cobalt International Energy In | 500 | $3,000 | 0.0% | — | — | Call | 19075F906 |
| — | Lendingclub Corp | 300 | $2,000 | 0.0% | — | — | Put | 52603A959 |
| — | Micron Technology Inc | 579 | $2,000 | 0.0% | — | — | Call | 595112903 |
| — | Facebook Inc | 500 | $1,000 | 0.0% | — | — | Put | 30303M952 |
| — | Ctrip.Com International Ltd | 100 | $1,000 | 0.0% | — | — | Call | 22943F900 |
| — | Walt Disney Co/The | 200 | $1,000 | 0.0% | — | — | Put | 254687956 |