Location: New York, NY
CIK: 0001097278 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 22, 2016
Total Value: $6.917B (14.8% shares, 85.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | Wells Fargo & Company | 117,444 | $154M | 2.2% | $871.95 | — | CONV PFD | 949746804 |
| — | Yahoo Inc | 115,706,000 | $119M | 1.7% | $1.11 | — | CONV | 984332AF3 |
| — | Amg Capital Trust Ii | 1,891,348 | $103M | 1.5% | $42.83 | — | CONV PFD | 00170F209 |
| — | Priceline Group Inc/The | 77,049,000 | $98.52M | 1.4% | $1.17 | — | CONV | 741503AS5 |
| — | Ctrip.Com Intl Ltd | 87,608,000 | $95.06M | 1.4% | $1.06 | — | CONV | 22943FAF7 |
| — | Wright Medical Group Inc | 88,891,000 | $95M | 1.4% | $0.91 | — | CONV | 98235TAE7 |
| — | Intel Corp | 68,576,000 | $94.54M | 1.4% | $1.21 | — | CONV | 458140AD2 |
| — | Micron Technology Inc | 104,384,000 | $93.63M | 1.4% | $0.93 | — | CONV | 595112AY9 |
| — | Nxp Semiconductor Nv | 75,980,000 | $90.43M | 1.3% | $1.11 | — | CONV | 62952QAB6 |
| — | Twitter Inc | 94,287,000 | $89.34M | 1.3% | $0.84 | — | CONV | 90184LAD4 |
| — | Red Hat Inc | 69,256,000 | $87.97M | 1.3% | $1.21 | — | CONV | 756577AD4 |
| — | Lam Research Corp | 54,970,000 | $87.78M | 1.3% | $1.41 | — | CONV | 512807AL2 |
| — | Twitter Inc | 83,681,000 | $80.38M | 1.2% | $0.86 | — | CONV | 90184LAB8 |
| — | Illumina Inc | 71,062,000 | $77.69M | 1.1% | $1.18 | — | CONV | 452327AH2 |
| — | Centerpoint Energy Inc | 1,249,793 | $71.97M | 1.0% | $18.12 | — | CONV | 15189T206 |
| — | Extra Space Storage Lp | 66,056,000 | $71.12M | 1.0% | $1.07 | — | CONV | 30225VAD9 |
| — | Bank Of America Corp | 57,824 | $70.59M | 1.0% | $390.34 | — | CONV PFD | 060505682 |
| — | Fireeye Inc | 76,214,000 | $70.5M | 1.0% | $0.91 | — | CONV | 31816QAB7 |
| — | Hologic Inc | 56,500,000 | $69.63M | 1.0% | $1.16 | — | CONV | 436440AG6 |
| — | Ionis Pharmaceuticals In | 70,972,000 | $66.28M | 1.0% | $1.05 | — | CONV | 464337AJ3 |
| — | Allscripts Healthcare So | 63,812,000 | $65.55M | 0.9% | $1.02 | — | CONV | 01988PAD0 |
| — | Molina Healthcare Inc | 54,982,000 | $65.39M | 0.9% | $1.20 | — | CONV | 60855RAD2 |
| — | On Semiconductor Corp | 63,862,000 | $64.91M | 0.9% | $0.90 | — | CONV | 682189AK1 |
| — | Integrated Device Tech | 63,282,000 | $64.16M | 0.9% | $1.01 | — | CONV | 458118AC0 |
| — | Fireeye Inc | 69,861,000 | $63.91M | 0.9% | $0.89 | — | CONV | 31816QAD3 |
| — | Weatherford Bermuda | 56,308,000 | $63.39M | 0.9% | $1.09 | — | CONV | 947075AH0 |
| — | Webmd Health Corp | 59,828,000 | $62.22M | 0.9% | $1.04 | — | CONV | 94770VAF9 |
| — | Allergan Plc | 73,748 | $60.58M | 0.9% | $821.49 | — | CONV PFD | EP0481507 |
| — | Priceline Group Inc/The | 55,806,000 | $60.18M | 0.9% | $1.02 | — | CONV | 741503AX4 |
| — | Intel Corp | 32,711,000 | $59.93M | 0.9% | $1.36 | — | CONV | 458140AF7 |
| — | Anthem Inc | 1,371,242 | $59.78M | 0.9% | $49.17 | — | CONV PFD | 036752202 |
| — | Servicenow Inc | 48,916,000 | $59.58M | 0.9% | $1.11 | — | CONV | 81762PAB8 |
| — | Microchip Technology Inc | 44,383,000 | $56.81M | 0.8% | $1.02 | — | CONV | 595017AD6 |
| — | Dish Network Corp | 50,819,000 | $55.64M | 0.8% | $1.09 | — | CONV | 25470MAA7 |
| — | Liberty Media Corp | 52,199,000 | $54.83M | 0.8% | $0.99 | — | CONV | 531229AB8 |
| — | Teva Pharmaceutical Indu | 67,321 | $54.75M | 0.8% | $813.31 | — | CONV PFD | EP0496760 |
| — | Citrix Systems Inc | 48,149,000 | $54.57M | 0.8% | $1.06 | — | CONV | 177376AD2 |
| — | Colony Capital Inc | 55,721,000 | $54.45M | 0.8% | $1.02 | — | CONV | 19624RAB2 |
| — | Jazz Investments I Ltd | 51,548,000 | $52.3M | 0.8% | $1.04 | — | CONV | 472145AB7 |
| — | Biomarin Pharmaceutical | 42,248,000 | $50.72M | 0.7% | $1.12 | — | CONV | 09061GAE1 |
| — | Verint Systems Inc | 53,038,000 | $50.45M | 0.7% | $1.00 | — | CONV | 92343XAA8 |
| — | B2Gold Corp | 48,967,000 | $50.2M | 0.7% | $0.96 | — | CONV | 11777QAB6 |
| — | Euronet Worldwide Inc | 39,685,000 | $50.14M | 0.7% | $1.20 | — | CONV | 298736AH2 |
| — | Alexandria Real Estate Equities, Inc. | 1,421,834 | $50.12M | 0.7% | $10.60 | — | CONV PFD | 015271505 |
| — | Calatlantic Group Inc | 46,901,000 | $48.85M | 0.7% | $1.10 | — | CONV | 85375CBC4 |
| — | Cypress Semiconductor Co | 42,311,000 | $48.11M | 0.7% | $1.10 | — | CONV | 232806AL3 |
| — | Electronics For Imaging | 43,464,000 | $48.08M | 0.7% | $1.08 | — | CONV | 286082AC6 |
| — | Ares Capital Corp | 45,915,000 | $47.95M | 0.7% | $1.03 | — | CONV | 04010LAM5 |
| — | Jefferies Group Llc | 46,665,000 | $47.48M | 0.7% | $1.06 | — | CONV | 472319AG7 |
| — | Healthsouth Corp | 39,464,000 | $46.5M | 0.7% | $1.10 | — | CONV | 421924BL4 |
| — | Cornerstone Ondemand Inc | 41,412,000 | $45.22M | 0.7% | $1.03 | — | CONV | 21925YAB9 |
| — | Starwood Property Trust | 40,453,000 | $44.38M | 0.6% | $1.06 | — | CONV | 85571BAA3 |
| — | Nuance Communications | 50,009,000 | $43.65M | 0.6% | $0.90 | — | CONV | 67020YAH3 |
| — | Brocade Communications | 43,803,000 | $43.38M | 0.6% | $0.97 | — | CONV | 111621AQ1 |
| — | Ciena Corp | 43,066,000 | $42.94M | 0.6% | $1.00 | — | CONV | 171779AE1 |
| — | Liberty Media Corp | 41,345,000 | $42.94M | 0.6% | $1.04 | — | CONV | 531229AC6 |
| — | Macquarie Infrastructure | 36,377,000 | $42.9M | 0.6% | $1.13 | — | CONV | 55608BAA3 |
| — | Fidelity Natl Financial | 20,694,000 | $42.89M | 0.6% | $1.75 | — | CONV | 31620RAE5 |
| — | Chesapeake Energy Corp | 41,875,000 | $42.02M | 0.6% | $1.00 | — | CONV | 165167CR6 |
| — | Akamai Technologies Inc | 42,589,000 | $41.76M | 0.6% | $1.07 | — | CONV | 00971TAG6 |
| — | Advanced Micro Devices | 38,358,000 | $41.72M | 0.6% | $1.09 | — | CONV | 007903BD8 |
| — | Finisar Corp | 34,478,000 | $40.74M | 0.6% | $0.96 | — | CONV | 31787AAM3 |
| — | Gnc Holdings Inc | 45,166,000 | $40.16M | 0.6% | $0.89 | — | CONV | 36191GAA5 |
| — | Keycorp | 292,339 | $39.91M | 0.6% | $11.86 | — | CONV PFD | 493267405 |
| — | Air Lease Corp | 31,844,000 | $39.47M | 0.6% | $1.30 | — | CONV | 00912XAK0 |
| — | Frontier Communications | 469,937 | $39.43M | 0.6% | $98.51 | — | CONV PFD | 35906A207 |
| — | Teva Pharm Fin Co Llc | 33,022,000 | $39.39M | 0.6% | $1.35 | — | CONV | 88163VAE9 |
| — | Royal Gold Inc | 34,132,000 | $38.34M | 0.6% | $0.95 | — | CONV | 780287AA6 |
| — | Toll Bros Finance Corp | 38,284,000 | $37.63M | 0.5% | $1.05 | — | CONV | 88947EAM2 |
| — | Nextera Energy Inc | 741,348 | $36.74M | 0.5% | $49.56 | — | CONV PFD | 65339F820 |
| — | Herbalife Ltd | 37,047,000 | $36.73M | 0.5% | $0.95 | — | CONV | 42703MAB9 |
| — | Dycom Industries Inc | 32,488,000 | $35.49M | 0.5% | $1.09 | — | CONV | 267475AB7 |
| — | Nuvasive Inc | 26,476,000 | $33.5M | 0.5% | $1.07 | — | CONV | 670704AF2 |
| — | Nrg Yield Inc | 33,915,000 | $33.31M | 0.5% | $0.97 | — | CONV | 62942XAD0 |
| — | Biomarin Pharmaceutical | 26,599,000 | $33.22M | 0.5% | $1.11 | — | CONV | 09061GAF8 |
| — | Liberty Interactive Llc | 30,993,000 | $32.8M | 0.5% | $1.06 | — | CONV | 530610AD6 |
| — | Liberty Interactive Llc | 62,145,000 | $32.58M | 0.5% | $0.52 | — | CONV | 530715AN1 |
| — | Mgic Investment Corp | 24,928,000 | $31.78M | 0.5% | $1.22 | — | CONV | 552848AE3 |
| — | Webmd Health Corp | 32,615,000 | $31.7M | 0.5% | $0.98 | — | CONV | 94770VAL6 |
| — | Tesla Motors Inc | 34,916,000 | $31.57M | 0.5% | $0.92 | — | CONV | 88160RAB7 |
| — | Live Nation Entertainmen | 28,789,000 | $31.09M | 0.4% | $1.07 | — | CONV | 538034AJ8 |
| — | Rti International Metals | 29,009,000 | $31.02M | 0.4% | $1.02 | — | CONV | 74973WAB3 |
| — | Illumina Inc | 29,621,000 | $30.86M | 0.4% | $1.16 | — | CONV | 452327AF6 |
| — | Starwood Property Trust | 27,216,000 | $30.78M | 0.4% | $1.06 | — | CONV | 85571BAB1 |
| — | Whiting Petroleum Corp | 37,390,000 | $30.66M | 0.4% | $0.81 | — | CONV | 966387AL6 |
| — | Cepheid | 29,168,000 | $30.28M | 0.4% | $0.90 | — | CONV | 15670RAC1 |
| — | Impax Laboratories Inc | 34,090,000 | $30.01M | 0.4% | $0.88 | — | CONV | 45256BAE1 |
| — | Great Plains Energy Inc | 582,500 | $29.67M | 0.4% | $50.93 | — | CONV PFD | 391164878 |
| — | Viavi Solutions Inc | 29,577,000 | $29.56M | 0.4% | $1.02 | — | CONV | 46612JAF8 |
| — | Nvidia Corp | 8,559,000 | $29.17M | 0.4% | $1.15 | — | CONV | 67066GAC8 |
| — | Linkedin Corp | 29,246,000 | $28.97M | 0.4% | $1.03 | — | CONV | 53578AAB4 |
| — | Calatlantic Group Inc | 30,201,000 | $28.16M | 0.4% | $0.92 | — | CONV | 783764AS2 |
| — | Webmd Health Corp | 24,253,000 | $28M | 0.4% | $1.04 | — | CONV | 94770VAK8 |
| — | Spirit Realty Capital In | 25,068,000 | $27.74M | 0.4% | $1.02 | — | CONV | 84860WAA0 |
| — | Hologic Inc | 19,215,000 | $26.1M | 0.4% | $1.16 | — | CONV | 436440AC5 |
| — | Synchronoss Technologies | 23,874,000 | $25.33M | 0.4% | $1.08 | — | CONV | 87157BAA1 |
| — | Colony Capital Inc | 24,860,000 | $24.69M | 0.4% | $1.05 | — | CONV | 19624RAA4 |
| — | Cemex Sab De Cv | 23,453,000 | $24.47M | 0.4% | $0.92 | — | CONV | 151290BR3 |
| — | Web.Com Group Inc | 25,698,000 | $24.4M | 0.4% | $0.93 | — | CONV | 94733AAA2 |
| — | Old Republic Intl Corp | 20,033,000 | $24.18M | 0.3% | $1.16 | — | CONV | 680223AH7 |
| — | Ciena Corp | 17,867,000 | $23.9M | 0.3% | $1.33 | — | CONV | 171779AK7 |
| — | Pdc Energy Inc | 22,174,000 | $23.74M | 0.3% | $1.07 | — | CONV | 69327RAD3 |
| — | National Health Investor | 20,393,000 | $23.4M | 0.3% | $1.00 | — | CONV | 63633DAE4 |
| — | Belden Inc | 232,585 | $23.29M | 0.3% | $100.13 | — | CONV PFD | 077454205 |
| — | Empire State Realty Op L | 19,856,000 | $23.08M | 0.3% | $1.13 | — | CONV | 292102AA8 |
| — | Xilinx Inc | 12,191,000 | $22.95M | 0.3% | $1.50 | — | CONV | 983919AF8 |
| — | Brookdale Senior Living | 23,017,000 | $22.95M | 0.3% | $1.14 | — | CONV | 112463AA2 |
| — | Proofpoint Inc | 19,478,000 | $22.59M | 0.3% | $1.07 | — | CONV | 743424AD5 |
| — | Insulet Corporation | 19,933,000 | $21.91M | 0.3% | $1.02 | — | CONV | 45784PAD3 |
| — | Tcp Capital Corp | 20,900,000 | $21.1M | 0.3% | $1.01 | — | CONV | 87238QAC7 |
| — | Oasis Petroleum Inc | 18,155,000 | $20.55M | 0.3% | $1.13 | — | CONV | 674215AJ7 |
| — | Meritor Inc | 20,119,000 | $20.33M | 0.3% | $0.94 | — | CONV | 043353AH4 |
| — | Restoration Hardware Hol | 22,997,000 | $20M | 0.3% | $0.82 | — | CONV | 761283AA8 |
| — | Broadsoft Inc | 14,912,000 | $19.91M | 0.3% | $1.34 | — | CONV | 11133BAD4 |
| — | Kb Home | 20,211,000 | $19.69M | 0.3% | $0.97 | — | CONV | 48666KAS8 |
| — | Newmont Mining Corp | 17,701,000 | $19.35M | 0.3% | $1.08 | — | CONV | 651639AJ5 |
| — | American Tower Corp | 170,445 | $18.66M | 0.3% | $100.08 | — | CONV PFD | 03027X407 |
| — | Vereit Inc | 18,319,000 | $18.32M | 0.3% | $0.96 | — | CONV | 02917TAA2 |
| — | Priceline Group Inc/The | 11,383,000 | $18.04M | 0.3% | $1.22 | — | CONV | 741503AQ9 |
| — | Dominion Resources Inc | 357,295 | $17.85M | 0.3% | $50.86 | — | CONV PFD | 25746U869 |
| — | Depomed Inc | 12,488,000 | $17.82M | 0.3% | $1.18 | — | CONV | 249908AA2 |
| — | Salesforce.Com Inc | 14,737,000 | $17.65M | 0.3% | $1.18 | — | CONV | 79466LAD6 |
| — | Broadsoft Inc | 13,847,000 | $17.16M | 0.2% | $1.03 | — | CONV | 11133BAB8 |
| — | Horizon Pharma Inv Ltd | 17,578,000 | $17.1M | 0.2% | $0.84 | — | CONV | 44052TAB7 |
| — | Ares Capital Corp | 16,380,000 | $16.96M | 0.2% | $1.04 | — | CONV | 04010LAJ2 |
| — | Colony Starwood Homes | 15,329,000 | $16.63M | 0.2% | $0.97 | — | CONV | 85571WAB5 |
| — | Ctrip.Com Intl Ltd | 15,747,000 | $15.86M | 0.2% | $1.01 | — | CONV | 22943FAL4 |
| — | Spirit Realty Capital In | 13,773,000 | $15.64M | 0.2% | $1.12 | — | CONV | 84860WAB8 |
| — | Csg Systems Internationa | 13,801,000 | $15.08M | 0.2% | $1.07 | — | CONV | 126349AE9 |
| — | Medidata Solutions Inc | 12,625,000 | $14.79M | 0.2% | $1.10 | — | CONV | 58471AAB1 |
| — | On Semiconductor Corp | 12,354,000 | $14.76M | 0.2% | $1.12 | — | CONV | 682189AH8 |
| — | Calamp Corp | 15,688,000 | $14.71M | 0.2% | $0.94 | — | CONV | 128126AB5 |
| — | Vishay Intertechnology | 12,798,000 | $14.42M | 0.2% | $1.08 | — | CONV | 928298AG3 |
| — | Anthem Inc | 8,124,000 | $14.26M | 0.2% | $1.48 | — | CONV | 94973VBG1 |
| — | Western Digital Corp | 12,197,000 | $14.18M | 0.2% | $1.03 | — | CORP | 958102AK1 |
| — | Hess Corp | 211,931 | $14.01M | 0.2% | $75.43 | — | CONV PFD | 42809H404 |
| — | Tesla Motors Inc | 15,907,000 | $13.64M | 0.2% | $0.92 | — | CONV | 88160RAC5 |
| — | Sunpower Corp | 17,399,000 | $13.29M | 0.2% | $1.07 | — | CONV | 867652AK5 |
| — | Calatlantic Group Inc | 11,008,000 | $13.22M | 0.2% | $1.23 | — | CONV | 783764AQ6 |
| — | Qorvo Inc | 12,094,000 | $13.18M | 0.2% | $1.09 | — | CORP | 74736KAD3 |
| — | T-Mobile Us Inc | 166,498 | $12.98M | 0.2% | $60.50 | — | CONV PFD | 872590203 |
| — | Anadarko Petroleum Corp | 308,978 | $12.97M | 0.2% | $36.33 | — | CONV PFD | 032511404 |
| — | Inphi Corp | 12,237,000 | $12.9M | 0.2% | $1.05 | — | CONV | 45772FAD9 |
| — | Tutor Perini Corp | 12,246,000 | $12.75M | 0.2% | $1.05 | — | CONV | 901109AC2 |
| — | Atlas Air Worldwide Hldg | 12,916,000 | $12.57M | 0.2% | $0.98 | — | CONV | 049164BH8 |
| — | Valeant Pharmaceuticals | 14,380,000 | $12.42M | 0.2% | $0.89 | — | CORP | 91831AAC5 |
| — | Frontier Communications | 11,671,000 | $12.22M | 0.2% | $1.04 | — | CORP | 35906AAZ1 |
| — | Molina Healthcare Inc | 8,000,000 | $12.15M | 0.2% | $1.39 | — | CONV | 60855RAC4 |
| — | Ctrip.Com Intl Ltd | 9,033,000 | $11.67M | 0.2% | $1.02 | — | CONV | 22943FAD2 |
| — | Medicines Company | 11,405,000 | $11.66M | 0.2% | $0.97 | — | CONV | 584688AF2 |
| — | Insulet Corporation | 11,737,000 | $11.59M | 0.2% | $0.99 | — | CONV | 45784PAE1 |
| — | Dte Energy Co | 225,000 | $11.43M | 0.2% | $50.81 | — | CONV PFD | 233331883 |
| — | Vereit Inc | 11,000,000 | $11.27M | 0.2% | $0.93 | — | CONV | 02917TAB0 |
| — | Southwestern Energy Co | 354,457 | $11.24M | 0.2% | $29.93 | — | CONV PFD | 845467208 |
| — | Emergent Biosolutions | 8,765,000 | $10.76M | 0.2% | $1.18 | — | CONV | 29089QAB1 |
| — | Intercept Pharmas | 9,281,000 | $10.39M | 0.2% | $1.03 | — | CONV | 45845PAA6 |
| — | Micron Technology Inc | 5,821,000 | $10.27M | 0.1% | $1.28 | — | CONV | 595112AV5 |
| — | Blackhawk Network Hold | 10,488,000 | $10.01M | 0.1% | $0.95 | — | CONV | 09238EAA2 |
| — | Synovus Financial Corp | 8,907,000 | $9.898M | 0.1% | $1.13 | — | CORP | 87161CAJ4 |
| — | Arconic Inc. | 298,695 | $9.856M | 0.1% | $32.73 | — | CONV PFD | 013817309 |
| — | Greenbrier Cos Inc | 8,597,000 | $9.742M | 0.1% | $1.35 | — | CONV | 393657AH4 |
| — | Nevro Corp | 7,494,000 | $9.736M | 0.1% | $1.05 | — | CONV | 64157FAA1 |
| — | Dominion Resources Inc | 190,901 | $9.62M | 0.1% | $50.39 | — | CONV PFD | 25746U836 |
| — | Welltower Inc | 133,000 | $8.906M | 0.1% | $65.88 | — | CONV PFD | 95040Q203 |
| GM | General Motors Co | 270,000 | $8.578M | 0.1% | $25.08 | +3.1% | COM | 37045V100 |
| — | Invacare Corp | 8,746,000 | $8.515M | 0.1% | $1.02 | — | CONV | 461203AE1 |
| — | Rpm International Inc | 7,032,000 | $8.437M | 0.1% | $1.14 | — | CONV | 749685AT0 |
| — | Red Hat Inc | 101,466 | $8.201M | 0.1% | $74.04 | — | COM | 756577102 |
| — | Green Plains Inc | 6,734,000 | $7.777M | 0.1% | $1.15 | — | CONV | 393222AE4 |
| — | Pra Group Inc | 8,336,000 | $7.543M | 0.1% | $1.08 | — | CONV | 73640QAB1 |
| — | Cigna Corp | 57,000 | $7.428M | 0.1% | $154.83 | — | COM | 125509109 |
| — | Incyte Corp | 3,797,000 | $7.37M | 0.1% | $1.54 | — | CONV | 45337CAN2 |
| — | Spectranetics Corp | 6,950,000 | $7.356M | 0.1% | $1.16 | — | CONV | 84760CAA5 |
| — | Quidel Corp | 7,285,000 | $7.348M | 0.1% | $0.94 | — | CONV | 74838JAA9 |
| — | Quorum Health Corp | 8,717,000 | $7.279M | 0.1% | $0.94 | — | CORP | 74909EAA4 |
| — | Repligen Corp | 6,281,000 | $7.257M | 0.1% | $1.08 | — | CONV | 759916AA7 |
| — | Janus Capital Group Inc | 5,204,000 | $7.095M | 0.1% | $1.44 | — | CONV | 47102XAH8 |
| — | Huron Consulting Group I | 6,972,000 | $7.078M | 0.1% | $1.03 | — | CONV | 447462AB8 |
| — | Ciena Corp | 5,500,000 | $6.994M | 0.1% | $1.19 | — | CONV | 171779AG6 |
| — | Molina Healthcare Inc | 6,675,000 | $6.925M | 0.1% | $1.04 | — | CORP | 60855RAG5 |
| — | Nextera Energy Inc | 112,171 | $6.676M | 0.1% | $54.75 | — | CONV PFD | 65339F846 |
| WFC | Wells Fargo & Co | 150,000 | $6.642M | 0.1% | $36.83 | 0.0% | COM | 949746101 |
| — | Stanley Black & Decker I | 51,863 | $6.554M | 0.1% | $109.02 | — | CONV PFD | 854502804 |
| — | Sm Energy Co | 5,323,000 | $6.402M | 0.1% | $1.20 | — | CONV | 78454LAM2 |
| — | Gamestop Corp | 6,000,000 | $6.21M | 0.1% | $1.03 | — | CORP | 36467WAB5 |
| — | Innoviva Inc | 7,100,000 | $5.985M | 0.1% | $1.28 | — | CONV | 88338TAB0 |
| — | Tenet Healthcare Corp | 5,350,000 | $5.671M | 0.1% | $1.06 | — | CORP | 87243QAB2 |
| — | Array Bio Inc | 4,748,000 | $5.655M | 0.1% | $1.12 | — | CONV | 04269XAA3 |
| — | Dana Financing Lux Sarl | 5,350,000 | $5.62M | 0.1% | $0.98 | — | CORP | 235822AA1 |
| — | Dynegy Inc | 67,715 | $5.607M | 0.1% | $101.23 | — | CONV PFD | 26817R405 |
| — | Healthsouth Corp | 5,330,000 | $5.583M | 0.1% | $1.02 | — | CORP | 421924BT7 |
| — | Clovis Oncology Inc | 5,803,000 | $5.53M | 0.1% | $0.95 | — | CONV | 189464AB6 |
| — | Sprint Communications | 5,095,000 | $5.49M | 0.1% | $1.00 | — | CORP | 852061AQ3 |
| — | Ak Steel Corp | 5,500,000 | $5.39M | 0.1% | $0.97 | — | CORP | 001546AL4 |
| — | Endo Ltd/Fin Llc/Finco | 6,000,000 | $5.333M | 0.1% | $0.91 | — | CORP | 29273EAA6 |
| — | Workday Inc | 4,326,000 | $5.332M | 0.1% | $1.14 | — | CONV | 98138HAC5 |
| — | Centurylink Inc | 5,100,000 | $5.323M | 0.1% | $0.91 | — | CORP | 156700AX4 |
| BIIB | Biogen Inc | 17,000 | $5.322M | 0.1% | $326.23 | -9.2% | COM | 09062X103 |
| — | Mastec Inc | 5,305,000 | $5.265M | 0.1% | $0.92 | — | CORP | 576323AN9 |
| — | Cco Hldgs Llc/Cap Corp | 5,000,000 | $5.238M | 0.1% | $1.03 | — | CORP | 1248EPAY9 |
| — | Navios Maritime Acq Corp | 7,065,000 | $5.228M | 0.1% | $0.80 | — | CORP | 63938MAD8 |
| — | Diamond 1 Fin/Diamond 2 | 4,625,000 | $5.09M | 0.1% | $1.06 | — | CORP | 25272KAW3 |
| — | United Rentals North Am | 4,800,000 | $5.058M | 0.1% | $1.05 | — | CORP | 911365AX2 |
| GILD | Gilead Sciences Inc | 62,500 | $4.945M | 0.1% | $70.94 | -18.6% | COM | 375558103 |
| — | Micron Technology Inc | 2,906,000 | $4.907M | 0.1% | $1.69 | — | CONV | 595112AU7 |
| — | Nova Chemicals Corp | 4,800,000 | $4.872M | 0.1% | $1.01 | — | CORP | 66977WAP4 |
| — | Sl Green Operating Partn | 3,500,000 | $4.865M | 0.1% | $1.28 | — | CONV | 78444FAC0 |
| BMY | Bristol-Myers Squibb Co | 90,000 | $4.853M | 0.1% | $46.14 | 0.0% | COM | 110122108 |
| — | Sm Energy Co | 4,700,000 | $4.756M | 0.1% | $1.01 | — | CORP | 78454LAN0 |
| — | Hca Inc | 4,460,000 | $4.716M | 0.1% | $1.01 | — | CORP | 404119BN8 |
| — | Lab Corp Of Amer Hldgs | 2,553,000 | $4.712M | 0.1% | $1.43 | — | CONV | 50540RAG7 |
| — | Celanese Us Holdings Llc | 4,050,000 | $4.663M | 0.1% | $1.08 | — | CORP | 15089QAC8 |
| — | Consol Energy Inc | 4,761,000 | $4.642M | 0.1% | $0.75 | — | CORP | 20854PAN9 |
| — | Ineos Group Holdings Sa | 4,500,000 | $4.607M | 0.1% | $1.01 | — | CORP | 44986UAC3 |
| — | L Brands Inc | 65,000 | $4.6M | 0.1% | $67.12 | — | COM | 501797104 |
| — | Endologix Inc | 4,749,000 | $4.591M | 0.1% | $0.95 | — | CONV | 29266SAA4 |
| — | Transdigm Inc | 4,320,000 | $4.568M | 0.1% | $0.97 | — | CORP | 893647AX5 |
| — | Credit Acceptanc | 4,365,000 | $4.54M | 0.1% | $0.96 | — | CORP | 225310AK7 |
| — | E*Trade Financial Corp | 4,337,000 | $4.512M | 0.1% | $1.00 | — | CORP | 269246BM5 |
| — | West Corp | 4,575,000 | $4.501M | 0.1% | $0.93 | — | CORP | 952355AN5 |
| — | Blue Cube Spinco Inc | 3,621,000 | $4.291M | 0.1% | $1.09 | — | CORP | 095370AC6 |
| — | Rowan Companies Inc | 4,000,000 | $4.29M | 0.1% | $1.03 | — | CORP | 779382AK6 |
| — | Omnicare Inc | 4,258,000 | $4.237M | 0.1% | $1.15 | — | CONV | 681904AR9 |
| — | Earthlink Holdings Corp | 3,985,000 | $4.209M | 0.1% | $1.01 | — | CORP | 270321AE2 |
| — | Acorda Therapeutics Inc | 5,000,000 | $4.092M | 0.1% | $0.82 | — | CONV | 00484MAA4 |
| — | Energizer Holdings Inc | 3,960,000 | $4.089M | 0.1% | $0.99 | — | CORP | 29273AAA4 |
| — | Ally Financial Inc | 3,500,000 | $4.008M | 0.1% | $1.13 | — | CORP | 02005NAE0 |
| — | Cleaver-Brooks Inc | 3,800,000 | $4M | 0.1% | $0.98 | — | CORP | 185401AD8 |
| — | Chs/Community Health Sys | 4,600,000 | $3.979M | 0.1% | $0.91 | — | CORP | 12543DAV2 |
| — | Sabine Pass Liquefaction | 3,600,000 | $3.951M | 0.1% | $0.92 | — | CORP | 785592AH9 |
| — | Celanese Us Holdings Llc | 3,555,000 | $3.914M | 0.1% | $0.99 | — | CORP | 15089QAD6 |
| — | Eletson Holdings | 5,419,000 | $3.888M | 0.1% | $0.92 | — | CORP | 28620QAA1 |
| — | Corecivic Inc | 4,335,000 | $3.826M | 0.1% | $0.97 | — | CORP | 22025YAP5 |
| — | Commercial Metals Co | 3,836,000 | $3.826M | 0.1% | $0.94 | — | CORP | 201723AK9 |
| — | Pbf Holding Co Llc | 4,000,000 | $3.79M | 0.1% | $0.96 | — | CORP | 69318FAD0 |
| — | Firstcash Inc | 3,556,000 | $3.734M | 0.1% | $1.01 | — | CORP | 31942DAB3 |
| — | Kinder Morgan Ener Part | 3,555,000 | $3.718M | 0.1% | $0.87 | — | CORP | 494550BL9 |
| — | Ahern Rentals Inc | 5,665,000 | $3.696M | 0.1% | $0.79 | — | CORP | 008674AH6 |
| — | Klx Inc | 3,550,000 | $3.692M | 0.1% | $0.98 | — | CORP | 482539AA1 |
| — | Steel Dynamics Inc | 3,500,000 | $3.675M | 0.1% | $1.01 | — | CORP | 858119BD1 |
| — | Genesis Energy Lp/Genesi | 3,673,000 | $3.664M | 0.1% | $0.97 | — | CORP | 37185LAG7 |
| — | United Rentals North Am | 3,555,000 | $3.639M | 0.1% | $0.96 | — | CORP | 911365BD5 |
| — | Parsley Energy Llc/Finan | 3,500,000 | $3.631M | 0.1% | $1.02 | — | CORP | 701885AB1 |
| — | Advanced Micro Devices | 3,630,000 | $3.585M | 0.1% | $0.95 | — | CORP | 007903BC0 |
| — | Horizon Pharma Inc | 3,750,000 | $3.553M | 0.1% | $0.93 | — | CORP | 44047TAD1 |
| — | Sotheby'S | 3,555,000 | $3.546M | 0.1% | $0.96 | — | CORP | 835898AF4 |
| — | Western Refining Inc | 3,533,000 | $3.507M | 0.1% | $0.97 | — | CORP | 959319AG9 |
| — | Fmg Resources Aug 2006 | 3,000,000 | $3.495M | 0.1% | $1.11 | — | CORP | 30251GAS6 |
| — | Sfr Group Sa | 3,500,000 | $3.49M | 0.1% | $0.97 | — | CORP | 67054LAC1 |
| — | Wright Medical Group Nv | 2,669,000 | $3.484M | 0.1% | $1.03 | — | CONV | 98236JAA6 |
| — | Chs/Community Health Sys | 3,500,000 | $3.483M | 0.1% | $1.00 | — | CORP | 12543DAU4 |
| — | Infinera Corp | 3,288,000 | $3.458M | 0.0% | $1.05 | — | CONV | 45667GAB9 |
| — | Hca Inc | 3,000,000 | $3.45M | 0.0% | $1.15 | — | CORP | 404121AD7 |
| — | Builders Firstsource Inc | 3,250,000 | $3.348M | 0.0% | $1.03 | — | CORP | 12008RAJ6 |
| D | Dominion Resources Inc/Va | 45,000 | $3.342M | 0.0% | $50.62 | 0.0% | COM | 25746U109 |
| — | Dish Dbs Corp | 3,000,000 | $3.248M | 0.0% | $1.04 | — | CORP | 25470XAE5 |
| — | Tesoro Logistics Lp/Corp | 3,000,000 | $3.233M | 0.0% | $1.05 | — | CORP | 88160QAM5 |
| — | Allegiant Travel Co | 3,100,000 | $3.224M | 0.0% | $1.04 | — | CORP | 01748XAA0 |
| — | Helix Energy Solutions | 3,399,000 | $3.222M | 0.0% | $0.88 | — | CONV | 42330PAG2 |
| — | Cit Group Inc | 3,150,000 | $3.213M | 0.0% | $1.03 | — | CORP | 125581GM4 |
| — | Nationstar Mort/Cap Corp | 3,050,000 | $3.206M | 0.0% | $1.04 | — | CORP | 63860UAE0 |
| — | Sunoco Lp/Finance Corp | 3,072,000 | $3.172M | 0.0% | $1.00 | — | CORP | 86765LAA5 |
| — | Sirius Xm Radio Inc | 3,000,000 | $3.142M | 0.0% | $1.05 | — | CORP | 82967NAN8 |
| — | Marathon Oil Corp | 3,300,000 | $3.14M | 0.0% | $0.85 | — | CORP | 565849AL0 |
| — | Cimarex Energy Co | 3,000,000 | $3.138M | 0.0% | $0.96 | — | CORP | 171798AC5 |
| — | William Lyon Homes | 32,979 | $3.119M | 0.0% | $88.30 | — | CONV PFD | 552074882 |
| — | Concho Resources Inc | 3,000,000 | $3.109M | 0.0% | $0.98 | — | CORP | 20605PAE1 |
| — | St Barbara Ltd | 3,000,000 | $3.105M | 0.0% | $0.93 | — | CORP | 852278AA8 |
| — | Hilton Worldwide Fin Llc | 3,000,000 | $3.09M | 0.0% | $1.06 | — | CORP | 432891AD1 |
| — | Amc Networks Inc | 3,040,000 | $3.089M | 0.0% | $1.02 | — | CORP | 00164VAC7 |
| — | Nova Chemicals Corp | 3,000,000 | $3.079M | 0.0% | $0.99 | — | CORP | 66977WAN9 |
| — | First Quantum Minerals L | 3,310,000 | $3.078M | 0.0% | $0.90 | — | CORP | 335934AD7 |
| — | Sinclair Television Grou | 3,000,000 | $3.075M | 0.0% | $1.02 | — | CORP | 829259AR1 |
| — | Alliance Data Systems Co | 3,000,000 | $3.068M | 0.0% | $1.02 | — | CORP | 018581AE8 |
| — | Boise Cascade Company | 3,000,000 | $3.06M | 0.0% | $1.02 | — | CORP | 09739DAC4 |
| HYG | Ishares Iboxx $ High Yield Cor | 35,000 | $3.054M | 0.0% | $87.26 | — | COM | 464288513 |
| — | Land O Lakes Cap Trst I | 2,750,000 | $3.053M | 0.0% | $0.99 | — | CORP | 514665AA6 |
| — | Tribune Media Co | 3,000,000 | $3.051M | 0.0% | $1.01 | — | CORP | 896047AH0 |
| — | A Schulman Inc | 3,000,000 | $3.045M | 0.0% | $1.01 | — | CORP | 808194AA2 |
| — | Shape Technologies Group | 2,952,000 | $3.033M | 0.0% | $1.05 | — | CORP | 94155UAA7 |
| — | Nuance Communications | 3,213,000 | $3.032M | 0.0% | $0.95 | — | CONV | 67020YAG5 |
| — | Goldman Sachs Bdc Inc | 3,000,000 | $3.007M | 0.0% | $1.00 | — | CONV | 38147UAA5 |
| — | First Quantum Minerals L | 3,305,000 | $2.975M | 0.0% | $0.88 | — | CORP | 335934AF2 |
| — | Sina Corp | 2,880,000 | $2.883M | 0.0% | $0.99 | — | CONV | 82922RAD5 |
| — | Sesi Llc | 2,856,000 | $2.849M | 0.0% | $0.99 | — | CORP | 78412FAL8 |
| — | Scientific Games Interna | 3,060,000 | $2.838M | 0.0% | $0.96 | — | CORP | 80874YAU4 |
| — | Navient Corp | 2,766,000 | $2.796M | 0.0% | $1.02 | — | CORP | 78442FEM6 |
| — | Airtran Holdings Inc | 1,000,000 | $2.733M | 0.0% | $2.98 | — | CONV | 00949PAD0 |
| — | Cenveo Corp | 3,640,000 | $2.639M | 0.0% | $0.68 | — | CORP | 15671BAL5 |
| — | Resolute Forest Products | 3,000,000 | $2.618M | 0.0% | $0.79 | — | CORP | 76117WAB5 |
| — | Exelon Corp | 55,336 | $2.586M | 0.0% | $49.21 | — | CONV PFD | 30161N127 |
| — | Equinix Inc | 2,410,000 | $2.573M | 0.0% | $1.03 | — | CORP | 29444UAP1 |
| — | Tronox Finance Llc | 2,800,000 | $2.569M | 0.0% | $0.56 | — | CORP | 30049XAA5 |
| — | Level 3 Financing Inc | 2,462,000 | $2.548M | 0.0% | $1.03 | — | CORP | 527298BL6 |
| — | Western Refining/Wnrl Fi | 2,465,000 | $2.539M | 0.0% | $0.99 | — | CORP | 95931TAB6 |
| — | Concordia International | 3,600,000 | $2.511M | 0.0% | $0.98 | — | CORP | 206519AB6 |
| — | Sprint Communications | 2,394,000 | $2.496M | 0.0% | $1.03 | — | CORP | 852061AF7 |
| — | Chesapeake Energy Corp | 2,623,000 | $2.482M | 0.0% | $0.76 | — | CORP | 165167CF2 |
| — | Kerr-Mcgee Corp | 2,050,000 | $2.468M | 0.0% | $1.09 | — | CORP | 492386AU1 |
| — | Compass Minerals Interna | 2,550,000 | $2.423M | 0.0% | $0.99 | — | CORP | 20451NAE1 |
| MU | Micron Technology Inc | 136,200 | $2.422M | 0.0% | $14.88 | 0.0% | COM | 595112103 |
| — | Cott Corp | 2,000,000 | $2.364M | 0.0% | $1.18 | — | CORP | LW4819436 |
| — | Speedway Motorsports Inc | 2,300,000 | $2.363M | 0.0% | $0.99 | — | CORP | 847788AT3 |
| — | Tpc Group Inc | 3,000,000 | $2.342M | 0.0% | $0.84 | — | CORP | 89236YAA2 |
| — | Global Part/Glp Finance | 2,500,000 | $2.331M | 0.0% | $0.93 | — | CORP | 37954FAB0 |
| — | Ep Ener/Everest Acq Fin | 3,250,000 | $2.316M | 0.0% | $0.71 | — | CORP | 29977HAB6 |
| — | First Data Corporation | 2,205,000 | $2.277M | 0.0% | $1.00 | — | CORP | 319963BN3 |
| — | Masco Corp | 2,080,000 | $2.22M | 0.0% | $1.00 | — | CORP | 574599BJ4 |
| — | Vishay Intertechnology | 2,500,000 | $2.178M | 0.0% | $0.87 | — | CONV | 928298AJ7 |
| — | Ard Finance Sa | 2,000,000 | $2.172M | 0.0% | $1.09 | — | CORP | QZ4801812 |
| — | United Continental Hldgs | 2,000,000 | $2.155M | 0.0% | $1.08 | — | CORP | 910047AG4 |
| — | Cco Hldgs Llc/Cap Corp | 2,000,000 | $2.139M | 0.0% | $1.05 | — | CORP | 1248EPBP7 |
| — | Tempur Sealy Intl Inc | 2,000,000 | $2.115M | 0.0% | $1.03 | — | CORP | 88023UAD3 |
| — | Danaher Corp | 703,000 | $2.106M | 0.0% | $1.84 | — | CONV | 235851AF9 |
| — | Nxp Bv/Nxp Funding Llc | 2,000,000 | $2.088M | 0.0% | $1.05 | — | CORP | 62947QAM0 |
| — | Continental Resources | 2,080,000 | $2.08M | 0.0% | $0.74 | — | CORP | 212015AH4 |
| — | Entegris Inc | 2,000,000 | $2.078M | 0.0% | $1.04 | — | CORP | 29362UAA2 |
| — | Nuance Communications | 2,000,000 | $2.055M | 0.0% | $1.02 | — | CORP | 67020YAD2 |
| — | Revlon Consumer Prods | 2,000,000 | $2.05M | 0.0% | $0.97 | — | CORP | 761519BD8 |
| — | Radio One Inc | 2,000,000 | $2.02M | 0.0% | $0.99 | — | CORP | 75040PAS7 |
| — | Tenet Healthcare Corp | 2,000,000 | $2.01M | 0.0% | $1.03 | — | CORP | 88033GCE8 |
| — | Dish Dbs Corp | 2,000,000 | $1.983M | 0.0% | $0.93 | — | CORP | 25470XAW5 |
| — | Navios Maritime Hlds/Fin | 4,060,000 | $1.979M | 0.0% | $0.72 | — | CORP | 639365AG0 |
| — | Radian Group Inc | 1,750,000 | $1.969M | 0.0% | $1.04 | — | CORP | 750236AT8 |
| — | Ally Financial Inc | 1,850,000 | $1.966M | 0.0% | $1.01 | — | CORP | 02005NAV2 |
| — | Clayton Williams Energy | 2,000,000 | $1.965M | 0.0% | $0.98 | — | CORP | 969490AE1 |
| — | Greatbatch Ltd | 2,000,000 | $1.965M | 0.0% | $0.98 | — | CORP | 39154CAA3 |
| — | Calumet Specialty Prod | 2,410,000 | $1.958M | 0.0% | $0.75 | — | CORP | 131477AL5 |
| — | Bristol-Myers Squibb Co | 1,414,000 | $1.935M | 0.0% | $1.31 | — | CONV | 110122AN8 |
| — | Microsemi Corp | 1,688,000 | $1.933M | 0.0% | $1.10 | — | CORP | 595137AB6 |
| — | Windstream Services Llc | 2,000,000 | $1.93M | 0.0% | $0.96 | — | CORP | 97381WAX2 |
| — | Oasis Petroleum Inc | 2,000,000 | $1.92M | 0.0% | $0.92 | — | CORP | 674215AD0 |
| — | Alza Corp | 1,163,000 | $1.887M | 0.0% | $1.27 | — | CONV | 02261WAB5 |
| — | Viasat Inc | 1,805,000 | $1.872M | 0.0% | $1.04 | — | CORP | 92552VAF7 |
| — | Mgm Resorts Intl | 1,605,000 | $1.866M | 0.0% | $1.06 | — | CORP | 552953BX8 |
| — | Sfr Group Sa | 1,800,000 | $1.842M | 0.0% | $0.99 | — | CORP | 67054KAA7 |
| — | Sprint Industrial Llc | 3,000 | $1.785M | 0.0% | $0.94 | — | TERM | 85208BAE6 |
| — | Blackstone Mortgage Tr | 1,600,000 | $1.762M | 0.0% | $1.10 | — | CONV | 09257WAA8 |
| — | Chesapeake Energy Corp | 2,000,000 | $1.75M | 0.0% | $0.88 | — | CORP | 165167CK1 |
| — | Sappi Papier Holdng Gmbh | 1,500,000 | $1.74M | 0.0% | $1.16 | — | CORP | JK4814261 |
| — | Spectrum Brands Inc | 1,550,000 | $1.682M | 0.0% | $1.07 | — | CORP | 84762LAU9 |
| — | Vwr Funding Inc | 1,400,000 | $1.61M | 0.0% | $1.15 | — | CORP | EK8189558 |
| — | Tenet Healthcare Corp | 1,565,000 | $1.583M | 0.0% | $0.99 | — | CORP | 88033GBY5 |
| — | Travelex Financing Plc | 1,250,000 | $1.55M | 0.0% | $1.24 | — | CORP | EJ7687548 |
| — | Cenveo Corp | 1,500,000 | $1.515M | 0.0% | $0.96 | — | CORP | 15671BAG6 |
| CMA | Comerica Inc | 31,000 | $1.467M | 0.0% | $31.08 | 0.0% | COM | 200340107 |
| — | Match Group Inc | 1,298,000 | $1.416M | 0.0% | $1.09 | — | CORP | 57665RAF3 |
| — | Iasis Healthcare/Cap Crp | 1,555,000 | $1.415M | 0.0% | $1.01 | — | CORP | 45072PAD4 |
| — | Caraustar Industries Inc | 1,379 | $1.396M | 0.0% | $1.02 | — | TERM | 14076CAB9 |
| — | Cemex Sab De Cv | 1,200,000 | $1.334M | 0.0% | $1.03 | — | CORP | 151290BU6 |
| MCHP | Microchip Technology Inc | 20,000 | $1.243M | 0.0% | $24.41 | 0.0% | COM | 595017104 |
| — | Murphy Oil Corp | 1,300,000 | $1.243M | 0.0% | $0.81 | — | CORP | 626717AF9 |
| — | Incyte Corp | 651,000 | $1.239M | 0.0% | $1.50 | — | CONV | 45337CAM4 |
| — | Gci Inc | 1,200,000 | $1.236M | 0.0% | $1.02 | — | CORP | 36155WAK2 |
| — | Telesat Canada/Telesat L | 1,200,000 | $1.203M | 0.0% | $1.02 | — | CORP | 87952VAJ5 |
| — | Tpg Specialty Lending In | 1,163,000 | $1.201M | 0.0% | $1.01 | — | CONV | 87265KAB8 |
| — | Integrated Device Technology I | 50,000 | $1.155M | 0.0% | $23.10 | — | COM | 458118106 |
| — | Western Digital Corp | 2,800 | $1.148M | 0.0% | — | — | Call | 958102905 |
| — | Groupe Fnac Sa | 1,000,000 | $1.128M | 0.0% | $1.13 | — | CORP | QZ6008036 |
| — | Novellus Systems Inc | 398,000 | $1.11M | 0.0% | $1.55 | — | CONV | 670008AD3 |
| — | Avis Budget Finance Plc | 1,000,000 | $1.101M | 0.0% | $1.10 | — | CORP | QZ6248533 |
| — | Beazer Homes Usa | 1,000,000 | $1.058M | 0.0% | $1.06 | — | CORP | 07556QBJ3 |
| — | American Equity Investme | 1,000,000 | $1.047M | 0.0% | $1.05 | — | CORP | 025676AL1 |
| — | Tcp Capital Corp | 1,000,000 | $1.045M | 0.0% | $1.04 | — | CONV | 87238QAB9 |
| — | Revlon Consumer Products | 1,000,000 | $1.035M | 0.0% | $1.03 | — | CORP | 761519BE6 |
| — | Aci Worldwide Inc | 1,000,000 | $1.035M | 0.0% | $1.06 | — | CORP | 004498AA9 |
| — | Fage Intl / Fage Usa | 1,000,000 | $1.033M | 0.0% | $1.03 | — | CORP | 30257WAA4 |
| — | Rp Crown Parent Llc | 1,000,000 | $1.03M | 0.0% | $1.03 | — | CORP | 47215YAA5 |
| — | Wolverine World Wide | 1,000,000 | $1.013M | 0.0% | $1.01 | — | CORP | 978097AD5 |
| — | Transocean Inc | 1,000,000 | $1.01M | 0.0% | $1.01 | — | CORP | 893830AS8 |
| — | Concordia International | 1,500,000 | $971K | 0.0% | $0.86 | — | CORP | 206519AA8 |
| — | Pbf Holding Co Llc | 925,000 | $959K | 0.0% | $1.05 | — | CORP | 69318FAB4 |
| — | Chesapeake Energy Corp | 1,000,000 | $923K | 0.0% | $0.92 | — | CORP | 165167CG0 |
| NOW | Servicenow Inc | 11,300 | $894K | 0.0% | $14.74 | 0.0% | COM | 81762P102 |
| — | Bombardier Inc | 1,000,000 | $893K | 0.0% | $0.86 | — | CORP | 097751BF7 |
| — | Twitter Inc | 3,300 | $861K | 0.0% | — | — | Call | 90184L902 |
| — | Sandisk Corp | 801,000 | $839K | 0.0% | $1.04 | — | CONV | 80004CAF8 |
| SM | Sm Energy Co | 20,000 | $772K | 0.0% | $28.63 | 0.0% | COM | 78454L100 |
| CIEN | Ciena Corp | 30,000 | $654K | 0.0% | $20.78 | +0.3% | COM | 171779309 |
| — | Apache Corp | 10,000 | $639K | 0.0% | $63.90 | — | COM | 037411105 |
| — | Netsuite Inc | 566,000 | $625K | 0.0% | $1.04 | — | CONV | 64118QAB3 |
| — | Bottomline Technologies | 605,000 | $619K | 0.0% | $1.06 | — | CONV | 101388AA4 |
| — | Ep Energy Corp | 140,000 | $613K | 0.0% | $4.38 | — | COM | 268785102 |
| — | Consol Energy Inc | 30,000 | $576K | 0.0% | $19.20 | — | COM | 20854P109 |
| — | Manitowoc Foodservice In | 500,000 | $575K | 0.0% | $1.15 | — | CORP | 563568AB0 |
| — | Nh Hotel Group Sa | 500,000 | $567K | 0.0% | $1.13 | — | CORP | QZ6609874 |
| — | Kaiser Aluminum Corp | 500,000 | $524K | 0.0% | $1.05 | — | CORP | 483007AH3 |
| VZ | Verizon Communications Inc | 10,000 | $520K | 0.0% | $32.90 | 0.0% | COM | 92343V104 |
| — | Gnc Holdings Inc | 25,000 | $511K | 0.0% | $20.44 | — | COM | 36191G107 |
| — | Louisiana-Pacific Corp | 500,000 | $501K | 0.0% | $1.00 | — | CORP | 546347AJ4 |
| — | Integra Lifesciences Hld | 305,000 | $500K | 0.0% | $1.15 | — | CONV | 457985AK5 |
| — | Mgm Resorts Intl | 500,000 | $490K | 0.0% | $0.98 | — | CORP | 552953CD1 |
| — | Land O'Lakes Inc | 400,000 | $446K | 0.0% | $1.05 | — | CORP | 514666AJ5 |
| — | Southwestern Energy Co | 398,000 | $419K | 0.0% | $1.07 | — | CORP | 845467AE9 |
| — | Nuance Communications | 408,000 | $410K | 0.0% | $1.01 | — | CONV | 67020YAF7 |
| — | Synovus Financial Corp | 395,000 | $402K | 0.0% | $1.02 | — | CORP | 87161CAG0 |
| MTG | Mgic Investment Corp | 50,000 | $400K | 0.0% | $7.44 | 0.0% | COM | 552848103 |
| — | Redwood Trust Inc | 416,000 | $398K | 0.0% | $1.00 | — | CONV | 758075AB1 |
| — | Viacom Inc | 10,000 | $381K | 0.0% | $38.10 | — | COM | 92553P201 |
| FCX | Freeport-Mcmoran Inc | 35,000 | $380K | 0.0% | $10.43 | 0.0% | COM | 35671D857 |
| — | Freeport-Mcmoran Oil&Gas | 350,000 | $359K | 0.0% | $1.02 | — | CORP | 726505AM2 |
| — | Synergy Pharmaceuticals Inc | 65,000 | $358K | 0.0% | $5.51 | — | COM | 871639308 |
| — | Nuvasive Inc | 220,000 | $354K | 0.0% | $1.29 | — | CONV | 670704AC9 |
| — | Mentor Graphics Corp | 240,000 | $322K | 0.0% | $1.06 | — | CONV | 587200AK2 |
| — | Case New Holland Industr | 300,000 | $320K | 0.0% | $1.08 | — | CORP | 147446AR9 |
| BMRN | Biomarin Pharmaceutical Inc | 3,450 | $319K | 0.0% | $94.17 | 0.0% | COM | 09061G101 |
| — | Forest City Realty Trust | 288,000 | $314K | 0.0% | $1.12 | — | CONV | 345550AP2 |
| — | Hughes Satelite Systems | 270,000 | $296K | 0.0% | $1.06 | — | CORP | 444454AB8 |
| — | Wright Medical Group Inc | 269,000 | $276K | 0.0% | $1.14 | — | CONV | 98235TAC1 |
| — | Alcoa Nederland Holding | 250,000 | $260K | 0.0% | $1.04 | — | CORP | 013822AA9 |
| — | Alcoa Nederland Holding | 250,000 | $259K | 0.0% | $1.04 | — | CORP | 013822AB7 |
| — | Murphy Oil Corp | 250,000 | $259K | 0.0% | $1.04 | — | CORP | 626717AH5 |
| — | Medicines Company | 197,000 | $255K | 0.0% | $1.26 | — | CONV | 584688AE5 |
| — | Targa Resources Partners | 250,000 | $251K | 0.0% | $1.00 | — | CORP | 87612BAZ5 |
| — | Genesis Energy Lp/Genesi | 250,000 | $246K | 0.0% | $0.88 | — | CORP | 37185LAF9 |
| — | Pdl Biopharma Inc | 235,000 | $212K | 0.0% | $1.06 | — | CONV | 69329YAF1 |
| — | Constellation Brands Inc | 175,000 | $186K | 0.0% | $1.06 | — | CORP | 21036PAL2 |
| — | Clovis Oncology Inc | 5,000 | $180K | 0.0% | $36.00 | — | COM | 189464100 |
| — | Seacor Holdings Inc | 191,000 | $179K | 0.0% | $1.13 | — | CONV | 811904AM3 |
| — | Newpark Resources Inc | 202,000 | $177K | 0.0% | $1.24 | — | CONV | 651718AC2 |
| — | Deutsche Bank Ag | 1,100 | $169K | 0.0% | — | — | Call | D18190908 |
| — | Homeaway Inc | 175,000 | $165K | 0.0% | $0.96 | — | CONV | 43739QAB6 |
| — | Whiting Petroleum Corp | 250,000 | $165K | 0.0% | $0.91 | — | CONV | 966387AU6 |
| — | Integrated Device Technology I | 1,000 | $160K | 0.0% | — | — | Call | 458118906 |
| — | Palo Alto Networks Inc | 150 | $160K | 0.0% | — | — | Call | 697435905 |
| — | Hca Inc | 150,000 | $160K | 0.0% | $1.03 | — | CORP | 404119BQ1 |
| — | Forest City Realty Trust | 152,000 | $158K | 0.0% | $1.07 | — | CONV | 345550AR8 |
| — | General Cable Corp | 10,000 | $150K | 0.0% | $15.00 | — | COM | 369300108 |
| — | Fluidigm Corp | 257,000 | $144K | 0.0% | $1.05 | — | CONV | 34385PAA6 |
| — | Medicines Company | 95,000 | $139K | 0.0% | $1.30 | — | CONV | 584688AC9 |
| — | Imperva Inc | 300 | $137K | 0.0% | — | — | Call | 45321L900 |
| — | Park-Ohio Industries Inc | 100,000 | $103K | 0.0% | $1.03 | — | CORP | 700677AN7 |
| — | Red Hat Inc | 250 | $100K | 0.0% | — | — | Call | 756577902 |
| — | Chart Industries Inc | 113,000 | $98,000 | 0.0% | $1.18 | — | CONV | 16115QAC4 |
| — | Stone Energy Corp | 107,000 | $90,000 | 0.0% | $0.98 | — | CONV | 861642AN6 |
| — | Fireeye Inc | 3,300 | $83,000 | 0.0% | — | — | Call | 31816Q901 |
| — | Tesaro Inc | 200 | $80,000 | 0.0% | — | — | Call | 881569907 |
| — | Hornbeck Offshore Serv | 145,000 | $74,000 | 0.0% | $1.19 | — | CONV | 440543AN6 |
| — | Restoration Hardware Holdings | 459 | $71,000 | 0.0% | — | — | Call | 761283900 |
| — | Clearwire Comm/Finance | 62,000 | $59,000 | 0.0% | $1.11 | — | CONV | 18538TAG4 |
| — | Molina Healthcare Inc | 300 | $57,000 | 0.0% | — | — | Put | 60855R950 |
| — | Deutsche Bank Ag | 1,700 | $56,000 | 0.0% | — | — | Put | D18190958 |
| — | Cypress Semiconductor Corp | 2,300 | $55,000 | 0.0% | — | — | Call | 232806909 |
| — | Clovis Oncology Inc | 150 | $53,000 | 0.0% | — | — | Call | 189464900 |
| — | Xilinx Inc | 400 | $52,000 | 0.0% | — | — | Call | 983919901 |
| — | Ishares Russell 2000 Etf | 1,400 | $51,000 | 0.0% | — | — | Put | 464287955 |
| — | Servicenow Inc | 400 | $49,000 | 0.0% | — | — | Put | 81762P952 |
| — | Seadrill Ltd | 1,650 | $38,000 | 0.0% | — | — | Call | G7945E905 |
| — | Yahoo! Inc | 2,800 | $36,000 | 0.0% | — | — | Call | 984332906 |
| — | Endo International Plc | 800 | $36,000 | 0.0% | — | — | Call | G30401906 |
| — | Spdr S&P500 Etf Trust | 1,300 | $32,000 | 0.0% | — | — | Put | 78462F953 |
| — | Gnc Holdings Inc | 900 | $29,000 | 0.0% | — | — | Call | 36191G907 |
| — | Encore Capital Group Inc | 42,000 | $29,000 | 0.0% | $0.92 | — | CONV | 292554AH5 |
| — | Webmd Health Corp | 375 | $26,000 | 0.0% | — | — | Put | 94770V952 |
| — | Viacom Inc | 200 | $25,000 | 0.0% | — | — | Call | 92553P901 |
| — | Chesapeake Energy Corp | 53 | $24,000 | 0.0% | $994.11 | — | CONV PFD | 165167750 |
| — | Herbalife Ltd | 300 | $20,000 | 0.0% | — | — | Put | G4412G951 |
| — | Comerica Inc | 200 | $20,000 | 0.0% | — | — | Put | 200340957 |
| — | Integrated Device Technology I | 500 | $19,000 | 0.0% | — | — | Put | 458118956 |
| — | Chesapeake Energy Corp | 1,000 | $17,000 | 0.0% | — | — | Call | 165167907 |
| — | Microchip Technology Inc | 300 | $16,000 | 0.0% | — | — | Put | 595017954 |
| — | Gilead Sciences Inc | 300 | $14,000 | 0.0% | — | — | Call | 375558903 |
| — | Tibco Software Inc | 14,000 | $14,000 | 0.0% | $1.00 | — | CONV | 88632QAB9 |
| — | Vale Sa | 1,400 | $12,000 | 0.0% | — | — | Call | 91912E905 |
| — | United States Steel Corp | 160 | $12,000 | 0.0% | — | — | Call | 912909908 |
| — | Celgene Corp | 300 | $12,000 | 0.0% | — | — | Put | 151020954 |
| — | Ishares Msci Italy Capped Etf | 500 | $11,000 | 0.0% | — | — | Call | 46434G900 |
| — | General Motors Co | 400 | $11,000 | 0.0% | — | — | Put | 37045V950 |
| — | Cemex Sab De Cv | 1,000 | $10,000 | 0.0% | — | — | Put | 151290959 |
| — | Jarden Corp | 7,000 | $9,000 | 0.0% | $1.18 | — | CONV | 471109AM0 |
| — | Ishares Msci Emerging Markets | 500 | $9,000 | 0.0% | — | — | Put | 464287954 |
| — | Petroleo Brasileiro Sa | 500 | $9,000 | 0.0% | — | — | Call | 71654V908 |
| — | Celgene Corp | 300 | $8,000 | 0.0% | — | — | Call | 151020904 |
| — | Biomarin Pharmaceutical Inc | 103 | $6,000 | 0.0% | — | — | Call | 09061G901 |
| — | Red Hat Inc | 100 | $6,000 | 0.0% | — | — | Put | 756577952 |
| — | Hovnanian Enterprises Inc | 2,150 | $6,000 | 0.0% | — | — | Call | 442487903 |
| — | Ctrip.Com International Ltd | 500 | $6,000 | 0.0% | — | — | Put | 22943F950 |
| — | Sm Energy Co | 200 | $6,000 | 0.0% | — | — | Put | 78454L950 |
| — | Clovis Oncology Inc | 200 | $6,000 | 0.0% | — | — | Put | 189464950 |
| — | Synergy Pharmaceuticals Inc | 300 | $5,000 | 0.0% | — | — | Call | 871639908 |
| — | Freeport-Mcmoran Inc | 300 | $5,000 | 0.0% | — | — | Put | 35671D957 |
| — | Inotek Pharmaceuticals Corp | 124 | $5,000 | 0.0% | — | — | Call | 45780V902 |
| — | Synergy Pharmaceuticals Inc | 400 | $4,000 | 0.0% | — | — | Put | 871639958 |
| — | Ishares Iboxx $ High Yield Cor | 500 | $4,000 | 0.0% | — | — | Put | 464288953 |
| — | Mercadolibre Inc | 100 | $4,000 | 0.0% | — | — | Put | 58733R952 |
| — | Consol Energy Inc | 200 | $4,000 | 0.0% | — | — | Put | 20854P959 |
| — | Ally Financial Inc | 300 | $4,000 | 0.0% | — | — | Put | 02005N950 |
| — | NXP Semiconductors Nv | 200 | $3,000 | 0.0% | — | — | Put | G6596X959 |
| — | Finisar Corp | 400 | $3,000 | 0.0% | — | — | Put | 31787A957 |
| — | Marvell Technology Group Ltd | 300 | $3,000 | 0.0% | — | — | Put | G5876H955 |
| — | Gilead Sciences Inc | 100 | $2,000 | 0.0% | — | — | Put | 375558953 |
| — | Viacom Inc | 100 | $2,000 | 0.0% | — | — | Put | 92553P951 |
| — | General Cable Corp | 100 | $2,000 | 0.0% | — | — | Put | 369300958 |
| — | Vimpelcom Ltd | 175 | $1,000 | 0.0% | — | — | Put | 92719A956 |
| — | Sino-Forest Corp | 265,000 | $1,000 | 0.0% | $0.00 | — | CONV | EI0814422 |
| — | Sandridge Energy Inc | 400 | $0 | 0.0% | — | — | CONV PFD | 80007P877 |