CIK: 0001097278 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 13, 2017
Total Value ($000): $5,432,123 (10.9% shares, 89.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MICRON TECHNOLOGY INC | 117,777,000 | $116,853 | 2.2% | $0.94 | — | CONV | 595112AY9 |
| — | PRICELINE GROUP INC/THE | 86,506,000 | $110,321 | 2.0% | $1.18 | — | CONV | 741503AS5 |
| — | YAHOO INC | 106,857,000 | $105,885 | 1.9% | $1.11 | — | CONV | 984332AF3 |
| — | WRIGHT MEDICAL GROUP INC | 90,886,000 | $95,060 | 1.7% | $0.91 | — | CONV | 98235TAE7 |
| — | INTEL CORP | 65,062,000 | $88,068 | 1.6% | $1.21 | — | CONV | 458140AD2 |
| — | TWITTER INC | 95,143,000 | $87,849 | 1.6% | $0.84 | — | CONV | 90184LAD4 |
| — | LAM RESEARCH CORP | 47,544,000 | $83,391 | 1.5% | $1.41 | — | CONV | 512807AL2 |
| — | CTRIP.COM INTL LTD | 80,830,000 | $83,107 | 1.5% | $1.06 | — | CONV | 22943FAF7 |
| — | ILLUMINA INC | 82,273,000 | $79,068 | 1.5% | $1.15 | — | CONV | 452327AH2 |
| — | TWITTER INC | 83,781,000 | $78,596 | 1.4% | $0.86 | — | CONV | 90184LAB8 |
| — | WEATHERFORD BERMUDA | 71,783,000 | $78,342 | 1.4% | $1.09 | — | CONV | 947075AH0 |
| — | RED HAT INC | 64,590,000 | $75,847 | 1.4% | $1.21 | — | CONV | 756577AD4 |
| — | HOLOGIC INC | 59,107,000 | $72,849 | 1.3% | $1.16 | — | CONV | 436440AG6 |
| — | WELLS FARGO & COMPANY | 60,748 | $72,290 | 1.3% | $871.95 | — | CONV PFD | 949746804 |
| — | ON SEMICONDUCTOR CORP | 67,122,000 | $68,681 | 1.3% | $0.90 | — | CONV | 682189AK1 |
| — | DYCOM INDUSTRIES INC | 62,592,000 | $68,275 | 1.3% | $1.09 | — | CONV | 267475AB7 |
| — | FIREEYE INC | 74,169,000 | $66,877 | 1.2% | $0.89 | — | CONV | 31816QAD3 |
| — | IONIS PHARMACEUTICALS IN | 64,541,000 | $65,482 | 1.2% | $1.05 | — | CONV | 464337AJ3 |
| — | FIREEYE INC | 70,472,000 | $65,074 | 1.2% | $0.91 | — | CONV | 31816QAB7 |
| — | INTEGRATED DEVICE TECH | 61,721,000 | $63,691 | 1.2% | $1.01 | — | CONV | 458118AC0 |
| — | BIOMARIN PHARMACEUTICAL | 56,067,000 | $63,226 | 1.2% | $1.12 | — | CONV | 09061GAE1 |
| — | MOLINA HEALTHCARE INC | 55,325,000 | $63,106 | 1.2% | $1.20 | — | CONV | 60855RAD2 |
| — | ALLSCRIPTS HEALTHCARE SO | 66,006,000 | $62,238 | 1.1% | $1.01 | — | CONV | 01988PAD0 |
| — | ANTHEM INC | 1,326,274 | $62,200 | 1.1% | $49.17 | — | CONV PFD | 036752202 |
| — | PRICELINE GROUP INC/THE | 56,917,000 | $60,167 | 1.1% | $1.02 | — | CONV | 741503AX4 |
| — | WEBMD HEALTH CORP | 58,523,000 | $59,986 | 1.1% | $1.04 | — | CONV | 94770VAF9 |
| — | SPIRIT REALTY CAPITAL IN | 57,555,000 | $59,974 | 1.1% | $1.03 | — | CONV | 84860WAA0 |
| — | COLONY NORTHSTAR INC | 59,055,000 | $59,225 | 1.1% | $1.02 | — | CONV | 19624RAB2 |
| — | INTEL CORP | 33,208,000 | $58,641 | 1.1% | $1.37 | — | CONV | 458140AF7 |
| — | NUANCE COMMUNICATIONS | 64,091,000 | $58,181 | 1.1% | $0.91 | — | CONV | 67020YAK6 |
| — | JAZZ INVESTMENTS I LTD | 59,848,000 | $57,592 | 1.1% | $1.03 | — | CONV | 472145AB7 |
| — | LIBERTY MEDIA CORP | 52,967,000 | $57,094 | 1.1% | $0.99 | — | CONV | 531229AB8 |
| — | ALLERGAN PLC | 74,636 | $56,941 | 1.0% | $820.79 | — | CONV PFD | EP0481507 |
| — | SERVICENOW INC | 47,711,000 | $56,259 | 1.0% | $1.11 | — | CONV | 81762PAB8 |
| — | MICROCHIP TECHNOLOGY INC | 43,323,000 | $56,213 | 1.0% | $1.02 | — | CONV | 595017AD6 |
| — | ELECTRONICS FOR IMAGING | 52,444,000 | $55,674 | 1.0% | $1.07 | — | CONV | 286082AC6 |
| — | NVIDIA CORP | 9,823,000 | $52,102 | 1.0% | $1.68 | — | CONV | 67066GAC8 |
| — | VERINT SYSTEMS INC | 54,448,000 | $51,262 | 0.9% | $1.00 | — | CONV | 92343XAA8 |
| — | B2GOLD CORP | 49,085,000 | $49,450 | 0.9% | $0.96 | — | CONV | 11777QAB6 |
| — | LIBERTY INTERACTIVE LLC | 45,562,000 | $49,083 | 0.9% | $1.06 | — | CONV | 530610AD6 |
| — | CORNERSTONE ONDEMAND INC | 47,108,000 | $49,018 | 0.9% | $1.03 | — | CONV | 21925YAB9 |
| — | CALATLANTIC GROUP INC | 46,534,000 | $48,136 | 0.9% | $1.10 | — | CONV | 85375CBC4 |
| — | ARES CAPITAL CORP | 44,865,000 | $46,577 | 0.9% | $1.03 | — | CONV | 04010LAM5 |
| — | CITRIX SYSTEMS INC | 39,282,000 | $45,477 | 0.8% | $1.06 | — | CONV | 177376AD2 |
| — | JEFFERIES GROUP LLC | 44,173,000 | $44,753 | 0.8% | $1.06 | — | CONV | 472319AG7 |
| — | OLD REPUBLIC INTL CORP | 35,191,000 | $44,215 | 0.8% | $1.20 | — | CONV | 680223AH7 |
| — | WHITING PETROLEUM CORP | 49,206,000 | $43,629 | 0.8% | $0.83 | — | CONV | 966387AL6 |
| — | MACQUARIE INFRASTRUCTURE | 36,867,000 | $42,920 | 0.8% | $1.13 | — | CONV | 55608BAA3 |
| — | BANK OF AMERICA CORP | 35,574 | $41,508 | 0.8% | $390.34 | — | CONV PFD | 060505682 |
| — | FIDELITY NATL FINANCIAL | 21,541,000 | $41,432 | 0.8% | $1.75 | — | CONV | 31620RAE5 |
| — | HEALTHSOUTH CORP | 34,466,000 | $40,929 | 0.8% | $1.10 | — | CONV | 421924BL4 |
| — | ROYAL GOLD INC | 38,636,000 | $40,817 | 0.8% | $0.96 | — | CONV | 780287AA6 |
| — | NXP SEMICONDUCTOR NV | 35,772,000 | $40,706 | 0.7% | $1.11 | — | CONV | 62952QAB6 |
| — | AIR LEASE CORP | 29,594,000 | $39,843 | 0.7% | $1.30 | — | CONV | 00912XAK0 |
| — | TESLA INC | 42,903,000 | $39,802 | 0.7% | $0.92 | — | CONV | 88160RAB7 |
| — | KEYCORP | 288,157 | $38,901 | 0.7% | $11.86 | — | CONV PFD | 493267405 |
| — | STARWOOD PROPERTY TRUST | 35,563,000 | $38,808 | 0.7% | $1.06 | — | CONV | 85571BAA3 |
| — | MACQUARIE INFRASTRUCTURE | 38,100,000 | $38,467 | 0.7% | $1.01 | — | CONV | 55608BAB1 |
| — | FRONTIER COMMUNICATIONS | 539,219 | $38,328 | 0.7% | $94.98 | — | CONV PFD | 35906A207 |
| — | HORIZON PHARMA INV LTD | 39,578,000 | $37,797 | 0.7% | $0.91 | — | CONV | 44052TAB7 |
| — | EURONET WORLDWIDE INC | 32,434,000 | $37,678 | 0.7% | $1.20 | — | CONV | 298736AH2 |
| — | TEVA PHARM FIN CO LLC | 34,466,000 | $37,673 | 0.7% | $1.34 | — | CONV | 88163VAE9 |
| — | NEXTERA ENERGY INC | 761,473 | $37,350 | 0.7% | $49.55 | — | CONV PFD | 65339F820 |
| — | AKAMAI TECHNOLOGIES INC | 35,223,000 | $36,699 | 0.7% | $1.07 | — | CONV | 00971TAG6 |
| — | STARWOOD PROPERTY TRUST | 32,049,000 | $35,951 | 0.7% | $1.07 | — | CONV | 85571BAB1 |
| — | TOLL BROS FINANCE CORP | 36,081,000 | $35,509 | 0.7% | $1.05 | — | CONV | 88947EAM2 |
| — | HERBALIFE LTD | 36,911,000 | $33,836 | 0.6% | $0.95 | — | CONV | 42703MAB9 |
| — | PROOFPOINT INC | 29,770,000 | $33,747 | 0.6% | $1.10 | — | CONV | 743424AD5 |
| — | RTI INTERNATIONAL METALS | 31,785,000 | $32,990 | 0.6% | $1.02 | — | CONV | 74973WAB3 |
| — | BIOMARIN PHARMACEUTICAL | 27,377,000 | $32,334 | 0.6% | $1.11 | — | CONV | 09061GAF8 |
| — | LIBERTY INTERACTIVE LLC | 60,416,000 | $32,197 | 0.6% | $0.52 | — | CONV | 530715AN1 |
| — | VIAVI SOLUTIONS INC | 30,807,000 | $31,835 | 0.6% | $1.02 | — | CONV | 46612JAF8 |
| — | CALATLANTIC GROUP INC | 33,064,000 | $30,912 | 0.6% | $0.92 | — | CONV | 783764AS2 |
| — | WORKDAY INC | 29,313,000 | $30,829 | 0.6% | $1.06 | — | CONV | 98138HAC5 |
| — | LIVE NATION ENTERTAINMEN | 28,860,000 | $30,772 | 0.6% | $1.07 | — | CONV | 538034AJ8 |
| — | PDC ENERGY INC | 26,433,000 | $29,477 | 0.5% | $1.08 | — | CONV | 69327RAD3 |
| — | SUCAMPO PHARMACEUTICALS | 27,500,000 | $29,275 | 0.5% | $1.06 | — | CONV | 864909AA4 |
| — | ADVANCED MICRO DEVICES | 18,023,000 | $28,433 | 0.5% | $1.09 | — | CONV | 007903BD8 |
| — | FINISAR CORP | 22,843,000 | $27,163 | 0.5% | $0.96 | — | CONV | 31787AAM3 |
| — | CEMEX SAB DE CV | 25,374,000 | $27,155 | 0.5% | $0.93 | — | CONV | 151290BR3 |
| — | NEWMONT MINING CORP | 26,352,000 | $26,978 | 0.5% | $1.06 | — | CONV | 651639AJ5 |
| — | BROCADE COMMUNICATIONS | 26,432,000 | $26,640 | 0.5% | $0.97 | — | CONV | 111621AQ1 |
| — | HOLOGIC INC | 19,284,000 | $26,315 | 0.5% | $1.16 | — | CONV | 436440AC5 |
| — | COLONY NORTHSTAR INC | 24,856,000 | $25,518 | 0.5% | $1.05 | — | CONV | 19624RAA4 |
| — | DEPOMED INC | 21,985,000 | $25,252 | 0.5% | $1.17 | — | CONV | 249908AA2 |
| — | SYNCHRONOSS TECHNOLOGIES | 23,854,000 | $25,086 | 0.5% | $1.08 | — | CONV | 87157BAA1 |
| — | WEB.COM GROUP INC | 25,867,000 | $25,014 | 0.5% | $0.93 | — | CONV | 94733AAA2 |
| — | XILINX INC | 11,811,000 | $24,795 | 0.5% | $1.50 | — | CONV | 983919AF8 |
| — | KB HOME | 24,813,000 | $24,188 | 0.4% | $0.97 | — | CONV | 48666KAS8 |
| — | BROADSOFT INC | 19,767,000 | $24,008 | 0.4% | $1.31 | — | CONV | 11133BAD4 |
| — | NATIONAL HEALTH INVESTOR | 21,193,000 | $23,786 | 0.4% | $1.00 | — | CONV | 63633DAE4 |
| — | DOMINION RESOURCES INC | 468,005 | $23,665 | 0.4% | $50.50 | — | CONV PFD | 25746U836 |
| — | CLOVIS ONCOLOGY INC | 22,721,000 | $23,415 | 0.4% | $1.01 | — | CONV | 189464AB6 |
| — | INSULET CORPORATION | 21,348,000 | $22,865 | 0.4% | $1.02 | — | CONV | 45784PAD3 |
| — | CALATLANTIC GROUP INC | 18,506,000 | $22,202 | 0.4% | $1.22 | — | CONV | 783764AQ6 |
| — | RH | 25,310,000 | $21,751 | 0.4% | $0.82 | — | CONV | 761283AA8 |
| — | PRICELINE GROUP INC/THE | 13,533,000 | $21,295 | 0.4% | $1.28 | — | CONV | 741503AQ9 |
| — | MERITOR INC | 20,176,000 | $20,529 | 0.4% | $0.94 | — | CONV | 043353AH4 |
| — | MGIC INVESTMENT CORP | 13,833,000 | $20,517 | 0.4% | $1.22 | — | CONV | 552848AE3 |
| — | WEBMD HEALTH CORP | 17,842,000 | $20,165 | 0.4% | $1.04 | — | CONV | 94770VAK8 |
| — | BROOKDALE SENIOR LIVING | 20,298,000 | $19,807 | 0.4% | $1.14 | — | CONV | 112463AA2 |
| — | ILLUMINA INC | 20,647,000 | $19,749 | 0.4% | $1.16 | — | CONV | 452327AF6 |
| — | VEREIT INC | 18,315,000 | $18,334 | 0.3% | $0.96 | — | CONV | 02917TAA2 |
| — | NEVRO CORP | 16,992,000 | $18,149 | 0.3% | $1.06 | — | CONV | 64157FAA1 |
| — | CALAMP CORP | 18,584,000 | $17,910 | 0.3% | $0.94 | — | CONV | 128126AB5 |
| — | AMERICAN TOWER CORP | 170,445 | $17,680 | 0.3% | $100.08 | — | CONV PFD | 03027X407 |
| — | BROADSOFT INC | 15,091,000 | $17,375 | 0.3% | $1.04 | — | CONV | 11133BAB8 |
| — | SALESFORCE.COM INC | 14,576,000 | $16,960 | 0.3% | $1.18 | — | CONV | 79466LAD6 |
| — | IMPAX LABORATORIES INC | 21,355,000 | $16,891 | 0.3% | $0.88 | — | CONV | 45256BAE1 |
| — | ARES CAPITAL CORP | 16,444,000 | $16,876 | 0.3% | $1.04 | — | CONV | 04010LAJ2 |
| — | SPIRIT REALTY CAPITAL IN | 15,373,000 | $16,210 | 0.3% | $1.11 | — | CONV | 84860WAB8 |
| — | ANTHEM INC | 8,106,000 | $16,151 | 0.3% | $1.48 | — | CONV | 94973VBG1 |
| — | T-MOBILE US INC | 166,498 | $15,713 | 0.3% | $60.50 | — | CONV PFD | 872590203 |
| — | COLONY STARWOOD HOMES | 14,325,000 | $15,658 | 0.3% | $0.97 | — | CONV | 85571WAB5 |
| — | MOLINA HEALTHCARE INC | 10,000,000 | $14,381 | 0.3% | $1.40 | — | CONV | 60855RAC4 |
| — | TESLA INC | 15,905,000 | $13,803 | 0.3% | $0.92 | — | CONV | 88160RAC5 |
| — | OASIS PETROLEUM INC | 9,583,000 | $13,309 | 0.2% | $1.13 | — | CONV | 674215AJ7 |
| — | ATLAS AIR WORLDWIDE HLDG | 13,008,000 | $13,274 | 0.2% | $0.98 | — | CONV | 049164BH8 |
| — | CIENA CORP | 9,365,000 | $13,134 | 0.2% | $1.33 | — | CONV | 171779AK7 |
| — | SM ENERGY CO | 10,323,000 | $11,968 | 0.2% | $1.18 | — | CONV | 78454LAM2 |
| — | ARCONIC INC | 393,670 | $11,924 | 0.2% | $30.29 | — | CONV PFD | 03965L308 |
| — | CTRIP.COM INTL LTD | 9,958,000 | $11,516 | 0.2% | $1.03 | — | CONV | 22943FAD2 |
| — | VEREIT INC | 11,000,000 | $11,060 | 0.2% | $0.93 | — | CONV | 02917TAB0 |
| — | SUNPOWER CORP | 14,399,000 | $10,225 | 0.2% | $0.71 | — | CONV | 867652AL3 |
| — | WELLTOWER INC | 168,000 | $10,096 | 0.2% | $64.67 | — | CONV PFD | 95040Q203 |
| — | MEDIDATA SOLUTIONS INC | 9,117,000 | $9,931 | 0.2% | $1.10 | — | CONV | 58471AAB1 |
| — | QUIDEL CORP | 9,472,000 | $9,376 | 0.2% | $0.95 | — | CONV | 74838JAA9 |
| — | SOUTHWESTERN ENERGY CO | 354,457 | $9,062 | 0.2% | $29.93 | — | CONV PFD | 845467208 |
| — | MICRON TECHNOLOGY INC | 4,221,000 | $8,844 | 0.2% | $1.28 | — | CONV | 595112AV5 |
| — | RED HAT INC | 119,666 | $8,341 | 0.2% | $73.38 | — | COM | 756577102 |
| — | INTERCEPT PHARMAS | 9,279,000 | $8,330 | 0.2% | $1.03 | — | CONV | 45845PAA6 |
| WFC | WELLS FARGO & CO | 150,000 | $8,267 | 0.2% | $36.83 | +6.0% | COM | 949746101 |
| — | RPM INTERNATIONAL INC | 6,712,000 | $8,067 | 0.1% | $1.14 | — | CONV | 749685AT0 |
| — | GREAT PLAINS ENERGY INC | 155,865 | $7,892 | 0.1% | $50.93 | — | CONV PFD | 391164878 |
| — | JANUS CAPITAL GROUP INC | 5,976,000 | $7,873 | 0.1% | $1.42 | — | CONV | 47102XAH8 |
| — | PRA GROUP INC | 8,334,000 | $7,869 | 0.1% | $1.08 | — | CONV | 73640QAB1 |
| — | INCYTE CORP | 3,794,000 | $7,767 | 0.1% | $1.54 | — | CONV | 45337CAN2 |
| — | CIGNA CORP | 57,000 | $7,603 | 0.1% | $154.83 | — | COM | 125509109 |
| — | SPECTRANETICS CORP | 7,049,000 | $7,274 | 0.1% | $1.16 | — | CONV | 84760CAA5 |
| — | DTE ENERGY CO | 137,500 | $7,254 | 0.1% | $50.81 | — | CONV PFD | 233331883 |
| GM | GENERAL MOTORS CO | 192,000 | $6,689 | 0.1% | $25.08 | +12.3% | COM | 37045V100 |
| VZ | VERIZON COMMUNICATIONS INC | 125,000 | $6,673 | 0.1% | $31.14 | -0.5% | COM | 92343V104 |
| — | LAZARD LTD | 160,000 | $6,574 | 0.1% | $41.09 | — | COM | G54050102 |
| — | NUANCE COMMUNICATIONS | 6,701,000 | $6,528 | 0.1% | $0.96 | — | CONV | 67020YAG5 |
| — | NEXTERA ENERGY INC | 112,171 | $6,455 | 0.1% | $54.75 | — | CONV PFD | 65339F846 |
| — | STERICYCLE INC | 100,000 | $6,357 | 0.1% | $63.57 | — | CONV PFD | 858912207 |
| — | MICRON TECHNOLOGY INC | 2,906,000 | $5,890 | 0.1% | $1.69 | — | CONV | 595112AU7 |
| — | INNOVIVA INC | 6,500,000 | $5,533 | 0.1% | $1.28 | — | CONV | 88338TAB0 |
| — | TIME WARNER INC | 55,500 | $5,357 | 0.1% | $96.52 | — | COM | 887317303 |
| — | EMERGENT BIOSOLUTIONS | 4,164,000 | $5,315 | 0.1% | $1.18 | — | CONV | 29089QAB1 |
| GILD | GILEAD SCIENCES INC | 72,500 | $5,192 | 0.1% | $68.49 | -22.3% | COM | 375558103 |
| — | TYSON FOODS INC | 75,000 | $5,092 | 0.1% | $67.89 | — | CONV PFD | 902494301 |
| — | ENDOLOGIX INC | 5,562,000 | $5,013 | 0.1% | $0.94 | — | CONV | 29266SAA4 |
| — | LAB CORP OF AMER HLDGS | 2,853,000 | $4,911 | 0.1% | $1.46 | — | CONV | 50540RAG7 |
| BIIB | BIOGEN INC | 17,000 | $4,821 | 0.1% | $326.23 | -9.1% | COM | 09062X103 |
| — | L BRANDS INC | 70,000 | $4,609 | 0.1% | $67.03 | — | COM | 501797104 |
| META | FACEBOOK INC | 40,000 | $4,602 | 0.1% | $121.96 | 0.0% | COM | 30303M102 |
| — | INFINERA CORP | 4,435,000 | $4,576 | 0.1% | $1.05 | — | CONV | 45667GAB9 |
| KLAC | KLA-TENCOR CORP | 56,250 | $4,426 | 0.1% | $65.71 | 0.0% | COM | 482480100 |
| — | DYNEGY INC | 67,715 | $4,194 | 0.1% | $101.23 | — | CONV PFD | 26817R405 |
| LMT | LOCKHEED MARTIN CORP | 16,000 | $3,999 | 0.1% | $195.92 | 0.0% | COM | 539830109 |
| MRK | MERCK & CO INC | 65,000 | $3,827 | 0.1% | $44.08 | 0.0% | COM | 58933Y105 |
| — | REPLIGEN CORP | 2,781,000 | $3,234 | 0.1% | $1.08 | — | CONV | 759916AA7 |
| — | HELIX ENERGY SOLUTIONS | 3,103,000 | $3,215 | 0.1% | $1.04 | — | CONV | 42330PAH0 |
| — | GREENBRIER COS INC | 2,538,000 | $3,185 | 0.1% | $1.35 | — | CONV | 393657AH4 |
| HLF | HERBALIFE LTD | 63,700 | $3,067 | 0.1% | $27.30 | 0.0% | COM | G4412G101 |
| — | CBS CORP | 47,700 | $3,035 | 0.1% | $63.63 | — | COM | 124857202 |
| — | ADVENT CLAYMORE CONVERTIBLE SECURITIES AND INCOME FUND II | 500,000 | $2,940 | 0.1% | $5.88 | — | COM | 007639107 |
| — | ALZA CORP | 1,763,000 | $2,791 | 0.1% | $1.38 | — | CONV | 02261WAB5 |
| — | OMNICARE INC | 1,756,000 | $2,259 | 0.0% | $1.15 | — | CONV | 681904AR9 |
| — | BRISTOL-MYERS SQUIBB CO | 1,506,000 | $2,232 | 0.0% | $1.32 | — | CONV | 110122AN8 |
| TMUS | T-MOBILE US INC | 37,500 | $2,157 | 0.0% | $50.55 | 0.0% | COM | 872590104 |
| LYB | LYONDELLBASELL INDUSTRIES NV | 25,000 | $2,144 | 0.0% | $49.39 | 0.0% | COM | N53745100 |
| — | TPG SPECIALTY LENDING IN | 2,073,000 | $2,124 | 0.0% | $1.01 | — | CONV | 87265KAB8 |
| — | DANAHER CORP | 703,000 | $2,092 | 0.0% | $1.84 | — | CONV | 235851AF9 |
| MU | MICRON TECHNOLOGY INC | 95,000 | $2,082 | 0.0% | $14.88 | +23.1% | COM | 595112103 |
| TGT | TARGET CORP | 25,000 | $1,806 | 0.0% | $55.35 | 0.0% | COM | 87612E106 |
| BAC | BANK OF AMERICA CORP | 75,000 | $1,658 | 0.0% | $15.68 | 0.0% | COM | 060505104 |
| — | ASTORIA FINANCIAL CORP | 85,000 | $1,585 | 0.0% | $18.65 | — | COM | 046265104 |
| DIS | WALT DISNEY CO/THE | 15,000 | $1,563 | 0.0% | $90.71 | 0.0% | COM | 254687106 |
| — | NAVISTAR INTL CORP | 1,500,000 | $1,480 | 0.0% | $0.99 | — | CONV | 63934EAS7 |
| — | CHESAPEAKE ENERGY CORP | 190,000 | $1,334 | 0.0% | $7.02 | — | COM | 165167107 |
| — | ALLEGHENY TECHNOLOGIES | 989,000 | $1,328 | 0.0% | $1.34 | — | CONV | 01741RAG7 |
| — | INCYTE CORP | 651,000 | $1,309 | 0.0% | $1.50 | — | CONV | 45337CAM4 |
| — | CENTURYLINK INC | 50,000 | $1,189 | 0.0% | $23.78 | — | COM | 156700106 |
| ARCC | ARES CAPITAL CORP | 63,300 | $1,044 | 0.0% | $6.62 | 0.0% | COM | 04010L103 |
| — | TCP CAPITAL CORP | 1,000,000 | $1,044 | 0.0% | $1.04 | — | CONV | 87238QAB9 |
| — | MACQUARIE INFRASTRUCTURE CORP | 12,500 | $1,021 | 0.0% | $81.68 | — | COM | 55608B105 |
| AMD | ADVANCED MICRO DEVICES INC | 90,000 | $1,021 | 0.0% | $8.39 | 0.0% | COM | 007903107 |
| — | SANDISK CORP | 801,000 | $839 | 0.0% | $1.04 | — | CONV | 80004CAF8 |
| — | NOVELLUS SYSTEMS INC | 268,000 | $834 | 0.0% | $1.55 | — | CONV | 670008AD3 |
| PFE | PFIZER INC | 23,000 | $747 | 0.0% | $20.50 | 0.0% | COM | 717081103 |
| SONY | SONY CORP | 25,000 | $701 | 0.0% | $28.04 | — | COM | 835699307 |
| AAL | AMERICAN AIRLINES GROUP INC | 15,000 | $700 | 0.0% | $42.05 | 0.0% | COM | 02376R102 |
| SM | SM ENERGY CO | 20,000 | $690 | 0.0% | $28.63 | +12.8% | COM | 78454L100 |
| — | WEBMD HEALTH CORP | 13,300 | $659 | 0.0% | $49.55 | — | COM | 94770V102 |
| — | ARCELORMITTAL | 90,000 | $657 | 0.0% | $7.30 | — | COM | 03938L104 |
| TER | TERADYNE INC | 25,000 | $635 | 0.0% | $22.54 | 0.0% | COM | 880770102 |
| — | BOTTOMLINE TECHNOLOGIES | 594,000 | $606 | 0.0% | $1.06 | — | CONV | 101388AA4 |
| — | INTEGRATED DEVICE TECHNOLOGY I | 25,000 | $589 | 0.0% | $23.10 | — | COM | 458118106 |
| JBLU | JETBLUE AIRWAYS CORP | 25,000 | $561 | 0.0% | $19.75 | 0.0% | COM | 477143101 |
| VALE | VALE SA | 70,000 | $533 | 0.0% | $7.61 | — | COM | 91912E105 |
| — | WEB.COM GROUP INC | 25,000 | $529 | 0.0% | $21.16 | — | COM | 94733A104 |
| RF | REGIONS FINANCIAL CORP | 35,000 | $503 | 0.0% | $8.84 | 0.0% | COM | 7591EP100 |
| — | WEATHERFORD INTERNATIONAL PLC | 100,000 | $499 | 0.0% | $4.99 | — | COM | G48833100 |
| — | CIENA CORP | 500,000 | $498 | 0.0% | $1.00 | — | CONV | 171779AE1 |
| — | SPRINT CORP | 50,000 | $421 | 0.0% | $8.42 | — | COM | 85207U105 |
| — | MEDICINES COMPANY | 345,000 | $415 | 0.0% | $1.24 | — | CONV | 584688AE5 |
| — | NUANCE COMMUNICATIONS | 408,000 | $410 | 0.0% | $1.01 | — | CONV | 67020YAF7 |
| — | REDWOOD TRUST INC | 416,000 | $398 | 0.0% | $1.00 | — | CONV | 758075AB1 |
| — | NUVASIVE INC | 220,000 | $356 | 0.0% | $1.29 | — | CONV | 670704AC9 |
| — | ATWOOD OCEANICS INC | 25,000 | $328 | 0.0% | $13.12 | — | COM | 050095108 |
| — | MENTOR GRAPHICS CORP | 236,000 | $314 | 0.0% | $1.06 | — | CONV | 587200AK2 |
| — | FOREST CITY REALTY TRUST | 288,000 | $314 | 0.0% | $1.12 | — | CONV | 345550AP2 |
| — | WRIGHT MEDICAL GROUP INC | 269,000 | $276 | 0.0% | $1.14 | — | CONV | 98235TAC1 |
| — | HELIX ENERGY SOLUTIONS | 265,000 | $261 | 0.0% | $0.88 | — | CONV | 42330PAG2 |
| — | LINKEDIN CORP | 246,000 | $246 | 0.0% | $1.03 | — | CONV | 53578AAB4 |
| — | SINA CORP | 230,000 | $230 | 0.0% | $0.99 | — | CONV | 82922RAD5 |
| — | PDL BIOPHARMA INC | 235,000 | $212 | 0.0% | $1.06 | — | CONV | 69329YAF1 |
| — | SEACOR HOLDINGS INC | 191,000 | $179 | 0.0% | $1.13 | — | CONV | 811904AM3 |
| — | NEWPARK RESOURCES INC | 202,000 | $177 | 0.0% | $1.24 | — | CONV | 651718AC2 |
| — | HOMEAWAY INC | 175,000 | $165 | 0.0% | $0.96 | — | CONV | 43739QAB6 |
| — | FOREST CITY REALTY TRUST | 152,000 | $158 | 0.0% | $1.07 | — | CONV | 345550AR8 |
| — | BANC OF CALIFORNIA INC | 600 | $147 | 0.0% | — | — | Call | 05990K906 |
| — | FLUIDIGM CORP | 257,000 | $144 | 0.0% | $1.05 | — | CONV | 34385PAA6 |
| — | MEDICINES COMPANY | 95,000 | $139 | 0.0% | $1.30 | — | CONV | 584688AC9 |
| — | CHART INDUSTRIES INC | 113,000 | $98 | 0.0% | $1.18 | — | CONV | 16115QAC4 |
| — | STONE ENERGY CORP | 107,000 | $90 | 0.0% | $0.98 | — | CONV | 861642AN6 |
| — | HORNBECK OFFSHORE SERV | 145,000 | $74 | 0.0% | $1.19 | — | CONV | 440543AN6 |
| — | ALEXION PHARMACEUTICALS INC | 600 | $73 | 0.0% | $121.67 | — | COM | 015351109 |
| — | SANTANDER CONSUMER USA HOLDING | 600 | $60 | 0.0% | — | — | Put | 80283M951 |
| — | VANECK VECTORS SEMICONDUCTOR E | 300 | $57 | 0.0% | — | — | Call | 92189F906 |
| — | BANK OF AMERICA CORP | 4,400 | $52 | 0.0% | — | — | Call | 060505904 |
| — | ALLERGAN PLC | 50 | $48 | 0.0% | — | — | Call | G0177J908 |
| — | SPDR S&P500 ETF TRUST | 674 | $48 | 0.0% | — | — | Put | 78462F953 |
| — | ARCELORMITTAL | 600 | $36 | 0.0% | — | — | Put | 03938L954 |
| — | MICRON TECHNOLOGY INC | 1,700 | $35 | 0.0% | — | — | Put | 595112953 |
| — | TYSON FOODS INC | 300 | $35 | 0.0% | — | — | Call | 902494903 |
| — | BIOMARIN PHARMACEUTICAL INC | 503 | $34 | 0.0% | — | — | Call | 09061G901 |
| — | MICRON TECHNOLOGY INC | 1,300 | $33 | 0.0% | — | — | Call | 595112903 |
| — | GENERAL ELECTRIC CO | 1,000 | $32 | 0.0% | — | — | Call | 369604903 |
| — | WWE | 700 | $32 | 0.0% | — | — | Put | 98156Q958 |
| — | ADVANCED MICRO DEVICES INC | 2,000 | $30 | 0.0% | — | — | Call | 007903907 |
| — | ENCORE CAPITAL GROUP INC | 42,000 | $29 | 0.0% | $0.92 | — | CONV | 292554AH5 |
| — | CHESAPEAKE ENERGY CORP | 2,000 | $29 | 0.0% | — | — | Put | 165167957 |
| EEM | ISHARES MSCI EMERGING MARKETS | 731 | $26 | 0.0% | $35.57 | — | COM | 464287234 |
| — | BANK OF AMERICA CORP | 2,067 | $25 | 0.0% | — | — | Put | 060505954 |
| — | ALEXION PHARMACEUTICALS INC | 200 | $25 | 0.0% | — | — | Call | 015351909 |
| — | INTEGRATED DEVICE TECHNOLOGY I | 150 | $24 | 0.0% | — | — | Put | 458118956 |
| — | FRONTIER COMMUNICATIONS CORP | 3,000 | $23 | 0.0% | — | — | Call | 35906A908 |
| — | NXP SEMICONDUCTORS NV | 2,884 | $22 | 0.0% | — | — | Call | N6596X909 |
| — | CYPRESS SEMICONDUCTOR CORP | 1,100 | $19 | 0.0% | — | — | Call | 232806909 |
| — | ASTORIA FINANCIAL CORP | 500 | $19 | 0.0% | — | — | Call | 046265904 |
| — | AMERICAN AIRLINES GROUP INC | 200 | $19 | 0.0% | — | — | Put | 02376R952 |
| — | T-MOBILE US INC | 300 | $18 | 0.0% | — | — | Call | 872590904 |
| — | FIREEYE INC | 500 | $17 | 0.0% | — | — | Put | 31816Q951 |
| — | DEERE & CO | 500 | $17 | 0.0% | — | — | Put | 244199955 |
| — | ENDO INTERNATIONAL PLC | 1,500 | $15 | 0.0% | — | — | Call | G30401906 |
| — | AK STEEL HOLDING CORP | 1,900 | $14 | 0.0% | — | — | Call | 001547908 |
| — | WEB.COM GROUP INC | 400 | $14 | 0.0% | — | — | Put | 94733A954 |
| — | FINANCIAL SELECT SECTOR SPDR F | 5,000 | $13 | 0.0% | — | — | Call | 81369Y905 |
| — | VALEANT PHARMACEUTICALS INTERN | 600 | $12 | 0.0% | — | — | Call | 91911K902 |
| — | VALE SA | 2,000 | $12 | 0.0% | — | — | Call | 91912E905 |
| — | RED HAT INC | 250 | $12 | 0.0% | — | — | Put | 756577952 |
| — | ISHARES MSCI EMERGING MARKETS | 750 | $12 | 0.0% | — | — | Put | 464287951 |
| — | CBS CORP | 200 | $11 | 0.0% | — | — | Put | 124857952 |
| — | WEATHERFORD INTERNATIONAL PLC | 1,500 | $10 | 0.0% | — | — | Put | G48833950 |
| — | ADVANCED MICRO DEVICES INC | 950 | $10 | 0.0% | — | — | Put | 007903957 |
| — | TEVA PHARMACEUTICAL INDUSTRIES | 150 | $9 | 0.0% | — | — | Call | 881624909 |
| — | CBS CORP | 300 | $9 | 0.0% | — | — | Call | 124857902 |
| — | CENTURYLINK INC | 300 | $8 | 0.0% | — | — | Put | 156700956 |
| — | AMKOR TECHNOLOGY INC | 500 | $8 | 0.0% | — | — | Put | 031652950 |
| — | VALEANT PHARMACEUTICALS INTERN | 768 | $8 | 0.0% | — | — | Put | 91911K952 |
| — | T-MOBILE US INC | 200 | $8 | 0.0% | — | — | Put | 872590954 |
| — | FIREEYE INC | 1,000 | $7 | 0.0% | — | — | Call | 31816Q901 |
| — | JETBLUE AIRWAYS CORP | 300 | $7 | 0.0% | — | — | Call | 477143901 |
| — | SUCAMPO PHARMACEUTICALS INC | 250 | $7 | 0.0% | — | — | Call | 864909906 |
| — | SUCAMPO PHARMACEUTICALS INC | 250 | $7 | 0.0% | — | — | Put | 864909956 |
| — | WALT DISNEY CO/THE | 200 | $7 | 0.0% | — | — | Put | 254687956 |
| — | CLOVIS ONCOLOGY INC | 50 | $6 | 0.0% | — | — | Call | 189464900 |
| — | WALT DISNEY CO/THE | 300 | $6 | 0.0% | — | — | Call | 254687906 |
| — | SPDR S&P500 ETF TRUST | 1,000 | $6 | 0.0% | — | — | Call | 78462F903 |
| — | JETBLUE AIRWAYS CORP | 250 | $6 | 0.0% | — | — | Put | 477143951 |
| — | TWITTER INC | 1,500 | $6 | 0.0% | — | — | Call | 90184L902 |
| — | WHITING PETROLEUM CORP | 350 | $6 | 0.0% | — | — | Call | 966387902 |
| — | YAHOO! INC | 300 | $6 | 0.0% | — | — | Put | 984332956 |
| — | CHESAPEAKE ENERGY CORP | 1,000 | $5 | 0.0% | — | — | Call | 165167907 |
| — | CTRIP.COM INTERNATIONAL LTD | 100 | $5 | 0.0% | — | — | Call | 22943F900 |
| — | SONY CORP | 300 | $5 | 0.0% | — | — | Put | 835699957 |
| — | COCA-COLA CO/THE | 2,000 | $4 | 0.0% | — | — | Call | 191216900 |
| — | TERADYNE INC | 200 | $4 | 0.0% | — | — | Put | 880770952 |
| — | ATWOOD OCEANICS INC | 250 | $4 | 0.0% | — | — | Put | 050095958 |
| — | FORD MOTOR CO | 1,500 | $4 | 0.0% | — | — | Call | 345370900 |
| — | AMERICAN AIRLINES GROUP INC | 300 | $3 | 0.0% | — | — | Call | 02376R902 |
| — | YAHOO! INC | 500 | $3 | 0.0% | — | — | Call | 984332906 |
| — | REGIONS FINANCIAL CORP | 400 | $3 | 0.0% | — | — | Put | 7591EP950 |
| — | MICROSOFT CORP | 300 | $3 | 0.0% | — | — | Call | 594918904 |
| — | AMICUS THERAPEUTICS INC | 500 | $3 | 0.0% | — | — | Call | 03152W909 |
| — | ARCELORMITTAL | 1,000 | $2 | 0.0% | — | — | Call | 03938L904 |
| — | CLOVIS ONCOLOGY INC | 150 | $2 | 0.0% | — | — | Put | 189464950 |
| — | FREEPORT-MCMORAN INC | 600 | $1 | 0.0% | — | — | Call | 35671D907 |
| — | SPDR DOW JONES INDUSTRIAL AVER | 500 | $1 | 0.0% | — | — | Call | 78467X909 |
| — | WEBMD HEALTH CORP | 100 | $1 | 0.0% | — | — | Call | 94770V902 |
| — | TOLL BROTHERS INC | 100 | $1 | 0.0% | — | — | Call | 889478903 |
| — | GOLAR LNG LTD | 250 | $1 | 0.0% | — | — | Put | G9456A950 |
| — | BANC OF CALIFORNIA INC | 100 | $0 | 0.0% | — | — | Put | 05990K956 |