Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	MICRON TECHNOLOGY INC	126,018,000	$141M	2.6%	$0.95	—	CONV	595112AY9
—	PRICELINE GROUP INC/THE	86,231,000	$123M	2.3%	$1.18	—	CONV	741503AS5
—	YAHOO INC	115,648,000	$120M	2.2%	$1.10	—	CONV	984332AF3
—	ILLUMINA INC	101,923,000	$106M	2.0%	$1.13	—	CONV	452327AH2
—	WRIGHT MEDICAL GROUP INC	87,254,000	$104M	1.9%	$0.91	—	CONV	98235TAE7
—	CTRIP.COM INTL LTD	78,165,000	$86.81M	1.6%	$1.06	—	CONV	22943FAF7
—	INTEL CORP	61,741,000	$84.07M	1.6%	$1.21	—	CONV	458140AD2
—	JAZZ INVESTMENTS I LTD	76,624,000	$81.93M	1.5%	$1.04	—	CONV	472145AB7
—	TWITTER INC	82,294,000	$77.35M	1.4%	$0.86	—	CONV	90184LAB8
—	ON SEMICONDUCTOR CORP	70,088,000	$76.51M	1.4%	$0.91	—	CONV	682189AK1
—	BIOMARIN PHARMACEUTICAL	64,770,000	$73.67M	1.4%	$1.12	—	CONV	09061GAE1
—	WEATHERFORD BERMUDA	56,330,000	$72.33M	1.4%	$1.09	—	CONV	947075AH0
—	LAM RESEARCH CORP	34,029,000	$72.03M	1.3%	$1.41	—	CONV	512807AL2
—	TWITTER INC	77,665,000	$70.81M	1.3%	$0.84	—	CONV	90184LAD4
—	WELLS FARGO & COMPANY	57,149	$70.81M	1.3%	$871.95	—	CONV PFD	949746804
—	ALLSCRIPTS HEALTHCARE SO	70,234,000	$70.7M	1.3%	$1.01	—	CONV	01988PAD0
—	NUANCE COMMUNICATIONS	73,851,000	$70.31M	1.3%	$0.91	—	CONV	67020YAK6
—	HOLOGIC INC	56,294,000	$69.92M	1.3%	$1.16	—	CONV	436440AG6
—	DYCOM INDUSTRIES INC	59,886,000	$69.86M	1.3%	$1.09	—	CONV	267475AB7
—	PRICELINE GROUP INC/THE	61,581,000	$69.28M	1.3%	$1.03	—	CONV	741503AX4
—	IONIS PHARMACEUTICALS IN	71,584,000	$69.09M	1.3%	$1.04	—	CONV	464337AJ3
—	CHESAPEAKE ENERGY CORP	63,698,000	$66.21M	1.2%	$1.04	—	CONV	165167CR6
—	RED HAT INC	49,815,000	$64.54M	1.2%	$1.21	—	CONV	756577AD4
—	SPIRIT REALTY CAPITAL IN	62,581,000	$63.57M	1.2%	$1.03	—	CONV	84860WAA0
—	COLONY NORTHSTAR INC	64,272,000	$63.39M	1.2%	$1.01	—	CONV	19624RAB2
—	ELECTRONICS FOR IMAGING	55,455,000	$60.42M	1.1%	$1.07	—	CONV	286082AC6
—	INTEGRATED DEVICE TECH	59,479,000	$59.95M	1.1%	$1.01	—	CONV	458118AC0
—	FIREEYE INC	61,912,000	$58.12M	1.1%	$0.91	—	CONV	31816QAB7
—	ARES CAPITAL CORP	55,810,000	$57.48M	1.1%	$1.03	—	CONV	04010LAM5
—	LIBERTY MEDIA CORP	50,439,000	$57.22M	1.1%	$0.99	—	CONV	531229AB8
—	MOLINA HEALTHCARE INC	52,656,000	$56.09M	1.0%	$1.20	—	CONV	60855RAD2
—	ALLERGAN PLC	65,238	$55.36M	1.0%	$820.79	—	CONV PFD	EP0481507
—	VERINT SYSTEMS INC	55,849,000	$55.08M	1.0%	$1.00	—	CONV	92343XAA8
—	ANTHEM INC	1,078,687	$54.05M	1.0%	$49.17	—	CONV PFD	036752202
—	B2GOLD CORP	49,533,000	$53.06M	1.0%	$0.96	—	CONV	11777QAB6
—	CSG SYSTEMS INTERNATIONA	48,450,000	$50.2M	0.9%	$1.04	—	CONV	126349AF6
—	SERVICENOW INC	38,934,000	$50.18M	0.9%	$1.11	—	CONV	81762PAB8
—	LIBERTY INTERACTIVE LLC	44,512,000	$50.13M	0.9%	$1.06	—	CONV	530610AD6
—	CORNERSTONE ONDEMAND INC	48,508,000	$49.6M	0.9%	$1.03	—	CONV	21925YAB9
—	WHITING PETROLEUM CORP	55,914,000	$49.11M	0.9%	$0.83	—	CONV	966387AL6
—	HORIZON PHARMA INV LTD	52,956,000	$48.62M	0.9%	$0.91	—	CONV	44052TAB7
—	MACQUARIE INFRASTRUCTURE	42,603,000	$47.81M	0.9%	$1.13	—	CONV	55608BAA3
—	FIREEYE INC	50,828,000	$45.7M	0.9%	$0.89	—	CONV	31816QAD3
—	JEFFERIES GROUP LLC	43,668,000	$44.18M	0.8%	$1.06	—	CONV	472319AG7
—	BANK OF AMERICA CORP	35,574	$42.51M	0.8%	$390.34	—	CONV PFD	060505682
—	FOREST CITY REALTY TRUST	37,788,000	$42.36M	0.8%	$1.12	—	CONV	345550AP2
—	INTEL CORP	24,186,000	$42.19M	0.8%	$1.37	—	CONV	458140AF7
—	PDC ENERGY INC	39,701,000	$40.76M	0.8%	$1.06	—	CONV	69327RAD3
—	AIR LEASE CORP	28,086,000	$40.2M	0.8%	$1.30	—	CONV	00912XAK0
—	TEVA PHARM FIN CO LLC	35,520,000	$38.08M	0.7%	$1.33	—	CONV	88163VAE9
—	ROYAL GOLD INC	35,834,000	$37.79M	0.7%	$0.96	—	CONV	780287AA6
—	NVIDIA CORP	6,863,000	$37.16M	0.7%	$1.68	—	CONV	67066GAC8
—	TESLA INC	37,045,000	$37.01M	0.7%	$0.92	—	CONV	88160RAB7
—	LIBERTY INTERACTIVE LLC	66,434,000	$36.12M	0.7%	$0.52	—	CONV	530715AN1
—	HERBALIFE LTD	37,614,000	$36.04M	0.7%	$0.95	—	CONV	42703MAB9
—	PROOFPOINT INC	31,303,000	$35.6M	0.7%	$1.10	—	CONV	743424AD5
—	NEXTERA ENERGY INC	697,026	$35.35M	0.7%	$49.55	—	CONV PFD	65339F820
—	FIDELITY NATL FINANCIAL	15,775,000	$34.61M	0.6%	$1.75	—	CONV	31620RAE5
—	VIAVI SOLUTIONS INC	30,807,000	$34.31M	0.6%	$1.02	—	CONV	46612JAF8
—	CALATLANTIC GROUP INC	35,916,000	$33.88M	0.6%	$0.92	—	CONV	783764AS2
—	NXP SEMICONDUCTOR NV	29,100,000	$33.67M	0.6%	$1.11	—	CONV	62952QAB6
—	TOLL BROS FINANCE CORP	33,031,000	$32.88M	0.6%	$1.05	—	CONV	88947EAM2
—	MACQUARIE INFRASTRUCTURE	33,200,000	$32.65M	0.6%	$1.01	—	CONV	55608BAB1
—	EURONET WORLDWIDE INC	25,773,000	$32.58M	0.6%	$1.20	—	CONV	298736AH2
—	BIOMARIN PHARMACEUTICAL	27,224,000	$32.37M	0.6%	$1.11	—	CONV	09061GAF8
—	AKAMAI TECHNOLOGIES INC	32,022,000	$31.81M	0.6%	$1.07	—	CONV	00971TAG6
—	RTI INTERNATIONAL METALS	27,216,000	$31.69M	0.6%	$1.02	—	CONV	74973WAB3
—	LIVE NATION ENTERTAINMEN	29,117,000	$31.67M	0.6%	$1.07	—	CONV	538034AJ8
—	WEBMD HEALTH CORP	31,053,000	$31.66M	0.6%	$1.04	—	CONV	94770VAF9
—	SYNCHRONOSS TECHNOLOGIES	33,031,000	$31.15M	0.6%	$1.04	—	CONV	87157BAA1
—	STARWOOD PROPERTY TRUST	26,857,000	$30.81M	0.6%	$1.07	—	CONV	85571BAB1
—	MICROCHIP TECHNOLOGY INC	20,870,000	$29.98M	0.6%	$1.02	—	CONV	595017AD6
—	CEMEX SAB DE CV	25,374,000	$28.58M	0.5%	$0.93	—	CONV	151290BR3
—	FINISAR CORP	25,188,000	$28.4M	0.5%	$0.97	—	CONV	31787AAM3
—	HEALTHSOUTH CORP	23,179,000	$28.23M	0.5%	$1.10	—	CONV	421924BL4
—	BROADSOFT INC	23,353,000	$27.91M	0.5%	$1.29	—	CONV	11133BAD4
—	WEBMD HEALTH CORP	23,253,000	$27.69M	0.5%	$1.07	—	CONV	94770VAK8
—	CLOVIS ONCOLOGY INC	20,585,000	$26.53M	0.5%	$1.01	—	CONV	189464AB6
—	QUIDEL CORP	24,843,000	$25.61M	0.5%	$1.00	—	CONV	74838JAA9
—	CALATLANTIC GROUP INC	24,694,000	$25.6M	0.5%	$1.10	—	CONV	85375CBC4
—	SM ENERGY CO	25,128,000	$25.07M	0.5%	$1.07	—	CONV	78454LAM2
—	STARWOOD PROPERTY TRUST	25,000,000	$25.02M	0.5%	$1.00	—	CONV	85571BAH8
—	INSULET CORPORATION	21,801,000	$24.67M	0.5%	$1.02	—	CONV	45784PAD3
—	COLONY NORTHSTAR INC	24,295,000	$24.33M	0.5%	$1.05	—	CONV	19624RAA4
—	COLONY STARWOOD HOMES	20,276,000	$24M	0.4%	$1.03	—	CONV	85571WAB5
—	DEPOMED INC	24,905,000	$23.47M	0.4%	$1.14	—	CONV	249908AA2
—	DOMINION RESOURCES INC	452,182	$22.92M	0.4%	$50.50	—	CONV PFD	25746U836
—	ADVANCED MICRO DEVICES	11,481,000	$22.67M	0.4%	$1.09	—	CONV	007903BD8
—	HOLOGIC INC	16,004,000	$22.35M	0.4%	$1.16	—	CONV	436440AC5
—	ANTHEM INC	9,679,000	$22.11M	0.4%	$1.61	—	CONV	94973VBG1
—	CALATLANTIC GROUP INC	16,831,000	$21.17M	0.4%	$1.22	—	CONV	783764AQ6
—	NATIONAL HEALTH INVESTOR	18,893,000	$21.01M	0.4%	$1.00	—	CONV	63633DAE4
—	MERITOR INC	19,918,000	$20.89M	0.4%	$0.94	—	CONV	043353AH4
—	NUVASIVE INC	15,247,000	$20.88M	0.4%	$1.37	—	CONV	670704AG0
—	BROOKDALE SENIOR LIVING	20,298,000	$19.99M	0.4%	$1.14	—	CONV	112463AA2
—	KB HOME	19,031,000	$19.5M	0.4%	$0.97	—	CONV	48666KAS8
—	IMPAX LABORATORIES INC	23,691,000	$19.26M	0.4%	$0.87	—	CONV	45256BAE1
—	OLD REPUBLIC INTL CORP	14,322,000	$19.11M	0.4%	$1.20	—	CONV	680223AH7
—	NEVRO CORP	15,650,000	$19.06M	0.4%	$1.06	—	CONV	64157FAA1
—	T-MOBILE US INC	178,206	$18.79M	0.4%	$63.45	—	CONV PFD	872590203
—	CITRIX SYSTEMS INC	14,925,000	$18.75M	0.4%	$1.06	—	CONV	177376AD2
—	CTRIP.COM INTL LTD	16,000,000	$18.54M	0.3%	$1.16	—	CONV	22943FAH3
—	CALAMP CORP	18,707,000	$18.5M	0.3%	$0.94	—	CONV	128126AB5
—	VEREIT INC	18,315,000	$18.38M	0.3%	$0.96	—	CONV	02917TAA2
—	SALESFORCE.COM INC	14,231,000	$18.34M	0.3%	$1.18	—	CONV	79466LAD6
—	WEB.COM GROUP INC	18,721,000	$18.18M	0.3%	$0.93	—	CONV	94733AAA2
—	PRICELINE GROUP INC/THE	9,503,000	$17.89M	0.3%	$1.28	—	CONV	741503AQ9
—	ATLAS AIR WORLDWIDE HLDG	16,602,000	$17.59M	0.3%	$1.00	—	CONV	049164BH8
—	XILINX INC	8,496,000	$17.15M	0.3%	$1.50	—	CONV	983919AF8
—	VEECO INSTRUMENTS INC	15,918,000	$16.58M	0.3%	$1.04	—	CONV	922417AD2
—	AMERICAN TOWER CORP	141,992	$15.89M	0.3%	$100.08	—	CONV PFD	03027X407
—	BROADSOFT INC	13,962,000	$15.66M	0.3%	$1.04	—	CONV	11133BAB8
—	SPIRIT REALTY CAPITAL IN	15,123,000	$15.53M	0.3%	$1.11	—	CONV	84860WAB8
—	TESLA INC	14,732,000	$14.46M	0.3%	$0.92	—	CONV	88160RAC5
—	WORKDAY INC	12,320,000	$14.11M	0.3%	$1.06	—	CONV	98138HAC5
—	ARCONIC INC	327,102	$13.32M	0.2%	$30.29	—	CONV PFD	03965L308
—	OASIS PETROLEUM INC	9,472,000	$12.86M	0.2%	$1.13	—	CONV	674215AJ7
—	MOLINA HEALTHCARE INC	10,000,000	$12.79M	0.2%	$1.40	—	CONV	60855RAC4
—	FRONTIER COMMUNICATIONS	259,300	$12.77M	0.2%	$94.98	—	CONV PFD	35906A207
—	ANADARKO PETROLEUM CORP	283,914	$12.31M	0.2%	$43.36	—	CONV PFD	032511404
—	CTRIP.COM INTL LTD	9,143,000	$12.04M	0.2%	$1.03	—	CONV	22943FAD2
—	INNOVIVA INC	12,000,000	$11.41M	0.2%	$1.13	—	CONV	88338TAB0
—	MICRON TECHNOLOGY INC	4,166,000	$11.16M	0.2%	$1.28	—	CONV	595112AV5
—	VEREIT INC	11,000,000	$11.1M	0.2%	$0.93	—	CONV	02917TAB0
—	CIENA CORP	7,747,000	$10.64M	0.2%	$1.33	—	CONV	171779AK7
—	WELLTOWER INC	168,000	$10.63M	0.2%	$64.67	—	CONV PFD	95040Q203
—	TESLA INC	9,891,000	$10.31M	0.2%	$1.04	—	CONV	88160RAD3
—	RED HAT INC	118,015	$10.21M	0.2%	$73.38	—	COM	756577102
—	SUCAMPO PHARMACEUTICALS	9,839,000	$9.747M	0.2%	$1.06	—	CONV	864909AA4
—	HORIZON GLOBAL CORP	9,957,000	$9.08M	0.2%	$0.91	—	CONV	44052WAA2
—	SPECTRANETICS CORP	7,603,000	$8.705M	0.2%	$1.16	—	CONV	84760CAA5
UPS	UNITED PARCEL SERVICE INC	76,380	$8.196M	0.2%	$78.36	0.0%	COM	911312106
—	RPM INTERNATIONAL INC	6,712,000	$8.063M	0.2%	$1.14	—	CONV	749685AT0
—	DTE ENERGY CO	147,500	$7.964M	0.1%	$51.03	—	CONV PFD	233331883
—	GREAT PLAINS ENERGY INC	148,531	$7.863M	0.1%	$50.93	—	CONV PFD	391164878
—	JANUS CAPITAL GROUP INC	5,960,000	$7.807M	0.1%	$1.42	—	CONV	47102XAH8
—	ARES CAPITAL CORP	7,599,000	$7.752M	0.1%	$1.04	—	CONV	04010LAJ2
—	NUANCE COMMUNICATIONS	7,250,000	$7.479M	0.1%	$0.97	—	CONV	67020YAG5
—	INTERCEPT PHARMAS	7,823,000	$7.302M	0.1%	$1.03	—	CONV	45845PAA6
—	STERICYCLE INC	100,000	$7.14M	0.1%	$63.57	—	CONV PFD	858912207
—	PRA GROUP INC	7,864,000	$7.081M	0.1%	$1.08	—	CONV	73640QAB1
LMT	LOCKHEED MARTIN CORP	26,000	$6.958M	0.1%	$200.10	+3.3%	COM	539830109
BMY	BRISTOL-MYERS SQUIBB CO	127,680	$6.943M	0.1%	$39.93	0.0%	COM	110122108
GM	GENERAL MOTORS CO	192,000	$6.789M	0.1%	$25.08	+23.4%	COM	37045V100
—	NEXTERA ENERGY INC	110,171	$6.576M	0.1%	$54.75	—	CONV PFD	65339F846
—	SOUTHWESTERN ENERGY CO	321,432	$6.323M	0.1%	$29.93	—	CONV PFD	845467208
VZ	VERIZON COMMUNICATIONS INC	125,000	$6.094M	0.1%	$31.14	+0.9%	COM	92343V104
—	MACQUARIE INFRASTRUCTURE CORP	75,000	$6.044M	0.1%	$80.77	—	COM	55608B105
GOOG	ALPHABET INC	7,000	$5.807M	0.1%	$40.71	0.0%	COM	02079K107
—	CENTURYLINK INC	241,360	$5.689M	0.1%	$23.61	—	COM	156700106
—	INFINERA CORP	4,782,000	$5.129M	0.1%	$1.05	—	CONV	45667GAB9
—	TYSON FOODS INC	73,895	$4.967M	0.1%	$67.89	—	CONV PFD	902494301
—	EMERGENT BIOSOLUTIONS	4,119,000	$4.909M	0.1%	$1.18	—	CONV	29089QAB1
—	LAB CORP OF AMER HLDGS	2,453,000	$4.73M	0.1%	$1.46	—	CONV	50540RAG7
BIIB	BIOGEN INC	17,000	$4.648M	0.1%	$326.23	-13.3%	COM	09062X103
F	FORD MOTOR CO	388,397	$4.521M	0.1%	$7.78	0.0%	COM	345370860
—	L BRANDS INC	90,000	$4.239M	0.1%	$62.60	—	COM	501797104
AAL	AMERICAN AIRLINES GROUP INC	100,000	$4.23M	0.1%	$43.52	+0.6%	COM	02376R102
MRK	MERCK & CO INC	65,000	$4.13M	0.1%	$44.08	+4.5%	COM	58933Y105
—	ADVENT CLAYMORE CONVERTIBLE SECURITIES AND INCOME FUND II	554,000	$3.385M	0.1%	$5.90	—	COM	007639107
—	HELIX ENERGY SOLUTIONS	3,340,000	$3.3M	0.1%	$1.03	—	CONV	42330PAH0
—	MICRON TECHNOLOGY INC	1,213,000	$3.208M	0.1%	$1.69	—	CONV	595112AU7
—	ALZA CORP	1,763,000	$3.017M	0.1%	$1.38	—	CONV	02261WAB5
GILD	GILEAD SCIENCES INC	44,300	$3.009M	0.1%	$68.49	-26.0%	COM	375558103
—	INVACARE CORP	2,750,000	$2.785M	0.1%	$1.01	—	CONV	461203AF8
—	DANAHER CORP	703,000	$2.3M	0.0%	$1.84	—	CONV	235851AF9
LYB	LYONDELLBASELL INDUSTRIES NV	25,000	$2.28M	0.0%	$49.39	+9.7%	COM	N53745100
—	OMNICARE INC	1,756,000	$2.259M	0.0%	$1.15	—	CONV	681904AR9
—	BRISTOL-MYERS SQUIBB CO	1,506,000	$2.079M	0.0%	$1.32	—	CONV	110122AN8
—	NEWMONT MINING CORP	1,681,000	$1.684M	0.0%	$1.06	—	CONV	651639AJ5
—	TCP CAPITAL CORP	1,000,000	$1.048M	0.0%	$1.04	—	CONV	87238QAB9
—	FRONTIER COMMUNICATIONS CORP	17,533	$999K	0.0%	—	—	Put	35906A958
M	MACY'S INC	31,585	$936K	0.0%	$30.90	0.0%	COM	55616P104
—	SPRINT CORP	100,000	$868K	0.0%	$8.55	—	COM	85207U105
TMUS	T-MOBILE US INC	13,220	$854K	0.0%	$50.55	+17.5%	COM	872590104
—	SANDISK CORP	801,000	$839K	0.0%	$1.04	—	CONV	80004CAF8
—	TPG SPECIALTY LENDING IN	800,000	$821K	0.0%	$1.01	—	CONV	87265KAB8
COP	CONOCOPHILLIPS	15,000	$748K	0.0%	$36.57	0.0%	COM	20825C104
—	STARWOOD PROPERTY TRUST	676,000	$730K	0.0%	$1.06	—	CONV	85571BAA3
—	MEDIDATA SOLUTIONS INC	617,000	$697K	0.0%	$1.10	—	CONV	58471AAB1
AL	AIR LEASE CORP	17,669	$685K	0.0%	$32.48	0.0%	COM	00912X302
CMA	COMERICA INC	9,680	$664K	0.0%	$48.24	0.0%	COM	200340107
LEN	LENNAR CORP	12,510	$640K	0.0%	$41.41	0.0%	COM	526057104
KEY	KEYCORP	35,315	$628K	0.0%	$12.49	0.0%	COM	493267108
—	ILLUMINA INC	647,000	$621K	0.0%	$1.16	—	CONV	452327AF6
—	BOTTOMLINE TECHNOLOGIES	594,000	$600K	0.0%	$1.06	—	CONV	101388AA4
GLD	SPDR GOLD SHARES	5,000	$594K	0.0%	$118.80	—	COM	78463V107
BAC	BANK OF AMERICA CORP	25,000	$590K	0.0%	$15.68	+23.6%	COM	060505104
—	ENDOLOGIX INC	610,000	$586K	0.0%	$0.94	—	CONV	29266SAA4
—	NOVELLUS SYSTEMS INC	154,000	$585K	0.0%	$1.55	—	CONV	670008AD3
—	GREENBRIER COS INC	405,000	$570K	0.0%	$1.35	—	CONV	393657AH4
—	CIENA CORP	500,000	$498K	0.0%	$1.00	—	CONV	171779AE1
TOL	TOLL BROTHERS INC	13,510	$488K	0.0%	$33.34	0.0%	COM	889478103
FCX	FREEPORT-MCMORAN INC	35,000	$468K	0.0%	$13.03	0.0%	COM	35671D857
—	BROCADE COMMUNICATIONS	432,000	$436K	0.0%	$0.97	—	CONV	111621AQ1
—	ALLERGAN PLC	1,790	$428K	0.0%	$239.11	—	COM	G0177J108
—	NUANCE COMMUNICATIONS	408,000	$410K	0.0%	$1.01	—	CONV	67020YAF7
—	REDWOOD TRUST INC	416,000	$398K	0.0%	$1.00	—	CONV	758075AB1
—	TRIUMPH GROUP INC	15,000	$386K	0.0%	$25.73	—	COM	896818101
CHTR	CHARTER COMMUNICATIONS INC	1,000	$327K	0.0%	$318.52	0.0%	COM	16119P108
—	CLOVIS ONCOLOGY INC	5,000	$318K	0.0%	$63.60	—	COM	189464100
—	INPHI CORP	230,000	$318K	0.0%	$1.38	—	CONV	45772FAB3
—	MEDICINES COMPANY	182,000	$288K	0.0%	$1.24	—	CONV	584688AE5
—	WRIGHT MEDICAL GROUP INC	269,000	$276K	0.0%	$1.14	—	CONV	98235TAC1
—	DEPOMED INC	2,000	$273K	0.0%	—	—	Put	249908954
—	NABORS INDUSTRIES LTD	20,700	$271K	0.0%	$13.09	—	COM	G6359F103
—	HELIX ENERGY SOLUTIONS	265,000	$261K	0.0%	$0.88	—	CONV	42330PAG2
MU	MICRON TECHNOLOGY INC	8,821	$255K	0.0%	$14.88	+60.1%	COM	595112103
BMRN	BIOMARIN PHARMACEUTICAL INC	2,640	$232K	0.0%	$88.96	0.0%	COM	09061G101
—	SINA CORP	230,000	$230K	0.0%	$0.99	—	CONV	82922RAD5
—	WEB.COM GROUP INC	11,850	$229K	0.0%	$21.16	—	COM	94733A104
—	PDL BIOPHARMA INC	235,000	$212K	0.0%	$1.06	—	CONV	69329YAF1
—	SEACOR HOLDINGS INC	191,000	$179K	0.0%	$1.13	—	CONV	811904AM3
—	NEWPARK RESOURCES INC	202,000	$177K	0.0%	$1.24	—	CONV	651718AC2
—	HOMEAWAY INC	175,000	$165K	0.0%	$0.96	—	CONV	43739QAB6
—	FOREST CITY REALTY TRUST	152,000	$158K	0.0%	$1.07	—	CONV	345550AR8
—	FLUIDIGM CORP	257,000	$144K	0.0%	$1.05	—	CONV	34385PAA6
—	MEDICINES COMPANY	95,000	$139K	0.0%	$1.30	—	CONV	584688AC9
—	ON SEMICONDUCTOR CORP	2,000	$115K	0.0%	—	—	Call	682189905
—	CTRIP.COM INTERNATIONAL LTD	1,000	$105K	0.0%	—	—	Call	22943F900
—	DYNEGY INC	13,124	$103K	0.0%	$7.85	—	COM	26817R108
—	CHART INDUSTRIES INC	113,000	$98,000	0.0%	$1.18	—	CONV	16115QAC4
—	WEATHERFORD INTERNATIONAL PLC	11,700	$78,000	0.0%	$4.99	—	COM	G48833100
—	HORNBECK OFFSHORE SERV	145,000	$74,000	0.0%	$1.19	—	CONV	440543AN6
—	GENERAL ELECTRIC CO	3,000	$71,000	0.0%	—	—	Call	369604903
BTG	B2GOLD CORP	25,000	$71,000	0.0%	$2.40	0.0%	COM	11777Q209
—	RED HAT INC	250	$67,000	0.0%	—	—	Call	756577902
—	FIREEYE INC	1,009	$66,000	0.0%	—	—	Call	31816Q901
—	ZILLOW GROUP INC	1,100	$47,000	0.0%	—	—	Put	98954M950
—	CLOVIS ONCOLOGY INC	300	$35,000	0.0%	—	—	Call	189464900
—	ENCORE CAPITAL GROUP INC	42,000	$29,000	0.0%	$0.92	—	CONV	292554AH5
—	FINANCIAL SELECT SECTOR SPDR F	1,000	$27,000	0.0%	—	—	Call	81369Y905
—	KEYCORP	1,500	$26,000	0.0%	—	—	Call	493267908
—	MACY'S INC	1,250	$26,000	0.0%	—	—	Call	55616P904
—	EP ENERGY CORP	3,000	$23,000	0.0%	—	—	Put	268785952
—	YAHOO! INC	1,000	$23,000	0.0%	—	—	Call	984332906
—	SERVICENOW INC	300	$21,000	0.0%	—	—	Call	81762P902
—	CISCO SYSTEMS INC	3,000	$20,000	0.0%	—	—	Call	17275R902
—	PFIZER INC	1,500	$17,000	0.0%	—	—	Call	717081903
—	DEUTSCHE BANK AG	300	$17,000	0.0%	—	—	Call	D18190908
—	NABORS INDUSTRIES LTD	1,000	$16,000	0.0%	—	—	Put	G6359F953
—	T-MOBILE US INC	50	$15,000	0.0%	—	—	Call	872590904
—	SPRINT CORP	1,000	$12,000	0.0%	—	—	Call	85207U905
—	TEVA PHARMACEUTICAL INDUSTRIES	1,000	$11,000	0.0%	—	—	Call	881624909
—	CONOCOPHILLIPS	500	$11,000	0.0%	—	—	Call	20825C904
—	SANTANDER CONSUMER USA HOLDING	1,000	$10,000	0.0%	—	—	Put	80283M951
—	WHITING PETROLEUM CORP	1,400	$10,000	0.0%	—	—	Put	966387952
—	POWERSHARES QQQ TRUST SERIES 1	500	$10,000	0.0%	—	—	Put	73935A954
—	JARDEN CORP	7,000	$9,000	0.0%	$1.29	—	CONV	471109AM0
—	DEPOMED INC	1,000	$8,000	0.0%	—	—	Call	249908904
—	LIBERTY INTERACTIVE CORP QVC G	150	$7,000	0.0%	—	—	Call	53071M904
—	SPDR S&P500 ETF TRUST	1,000	$6,000	0.0%	—	—	Put	78462F953
—	CONOCOPHILLIPS	250	$5,000	0.0%	—	—	Put	20825C954
—	PALO ALTO NETWORKS INC	300	$5,000	0.0%	—	—	Call	697435905
—	NXP SEMICONDUCTORS NV	220	$4,000	0.0%	—	—	Put	N6596X959
—	CENTURYLINK INC	450	$3,000	0.0%	—	—	Put	156700956
—	ISHARES RUSSELL 2000 ETF	600	$3,000	0.0%	—	—	Put	464287955
—	FIREEYE INC	200	$2,000	0.0%	—	—	Put	31816Q951
—	VALEANT PHARMACEUTICALS INTERN	150	$0	0.0%	—	—	Call	91911K902
—	WEBMD HEALTH CORP	1	$0	0.0%	—	—	Put	94770V952