CIK: 0001097278 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 5, 2017
Total Value ($000): $5,345,711 (9.6% shares, 90.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MICRON TECHNOLOGY INC | 126,018,000 | $141,075 | 2.6% | $0.95 | — | CONV | 595112AY9 |
| — | PRICELINE GROUP INC/THE | 86,231,000 | $122,958 | 2.3% | $1.18 | — | CONV | 741503AS5 |
| — | YAHOO INC | 115,648,000 | $120,139 | 2.2% | $1.10 | — | CONV | 984332AF3 |
| — | ILLUMINA INC | 101,923,000 | $106,126 | 2.0% | $1.13 | — | CONV | 452327AH2 |
| — | WRIGHT MEDICAL GROUP INC | 87,254,000 | $104,232 | 1.9% | $0.91 | — | CONV | 98235TAE7 |
| — | CTRIP.COM INTL LTD | 78,165,000 | $86,813 | 1.6% | $1.06 | — | CONV | 22943FAF7 |
| — | INTEL CORP | 61,741,000 | $84,070 | 1.6% | $1.21 | — | CONV | 458140AD2 |
| — | JAZZ INVESTMENTS I LTD | 76,624,000 | $81,931 | 1.5% | $1.04 | — | CONV | 472145AB7 |
| — | TWITTER INC | 82,294,000 | $77,348 | 1.4% | $0.86 | — | CONV | 90184LAB8 |
| — | ON SEMICONDUCTOR CORP | 70,088,000 | $76,507 | 1.4% | $0.91 | — | CONV | 682189AK1 |
| — | BIOMARIN PHARMACEUTICAL | 64,770,000 | $73,667 | 1.4% | $1.12 | — | CONV | 09061GAE1 |
| — | WEATHERFORD BERMUDA | 56,330,000 | $72,326 | 1.4% | $1.09 | — | CONV | 947075AH0 |
| — | LAM RESEARCH CORP | 34,029,000 | $72,033 | 1.3% | $1.41 | — | CONV | 512807AL2 |
| — | TWITTER INC | 77,665,000 | $70,815 | 1.3% | $0.84 | — | CONV | 90184LAD4 |
| — | WELLS FARGO & COMPANY | 57,149 | $70,809 | 1.3% | $871.95 | — | CONV PFD | 949746804 |
| — | ALLSCRIPTS HEALTHCARE SO | 70,234,000 | $70,699 | 1.3% | $1.01 | — | CONV | 01988PAD0 |
| — | NUANCE COMMUNICATIONS | 73,851,000 | $70,312 | 1.3% | $0.91 | — | CONV | 67020YAK6 |
| — | HOLOGIC INC | 56,294,000 | $69,920 | 1.3% | $1.16 | — | CONV | 436440AG6 |
| — | DYCOM INDUSTRIES INC | 59,886,000 | $69,855 | 1.3% | $1.09 | — | CONV | 267475AB7 |
| — | PRICELINE GROUP INC/THE | 61,581,000 | $69,281 | 1.3% | $1.03 | — | CONV | 741503AX4 |
| — | IONIS PHARMACEUTICALS IN | 71,584,000 | $69,095 | 1.3% | $1.04 | — | CONV | 464337AJ3 |
| — | CHESAPEAKE ENERGY CORP | 63,698,000 | $66,211 | 1.2% | $1.04 | — | CONV | 165167CR6 |
| — | RED HAT INC | 49,815,000 | $64,536 | 1.2% | $1.21 | — | CONV | 756577AD4 |
| — | SPIRIT REALTY CAPITAL IN | 62,581,000 | $63,566 | 1.2% | $1.03 | — | CONV | 84860WAA0 |
| — | COLONY NORTHSTAR INC | 64,272,000 | $63,393 | 1.2% | $1.01 | — | CONV | 19624RAB2 |
| — | ELECTRONICS FOR IMAGING | 55,455,000 | $60,423 | 1.1% | $1.07 | — | CONV | 286082AC6 |
| — | INTEGRATED DEVICE TECH | 59,479,000 | $59,955 | 1.1% | $1.01 | — | CONV | 458118AC0 |
| — | FIREEYE INC | 61,912,000 | $58,124 | 1.1% | $0.91 | — | CONV | 31816QAB7 |
| — | ARES CAPITAL CORP | 55,810,000 | $57,484 | 1.1% | $1.03 | — | CONV | 04010LAM5 |
| — | LIBERTY MEDIA CORP | 50,439,000 | $57,221 | 1.1% | $0.99 | — | CONV | 531229AB8 |
| — | MOLINA HEALTHCARE INC | 52,656,000 | $56,090 | 1.0% | $1.20 | — | CONV | 60855RAD2 |
| — | ALLERGAN PLC | 65,238 | $55,356 | 1.0% | $820.79 | — | CONV PFD | EP0481507 |
| — | VERINT SYSTEMS INC | 55,849,000 | $55,080 | 1.0% | $1.00 | — | CONV | 92343XAA8 |
| — | ANTHEM INC | 1,078,687 | $54,051 | 1.0% | $49.17 | — | CONV PFD | 036752202 |
| — | B2GOLD CORP | 49,533,000 | $53,062 | 1.0% | $0.96 | — | CONV | 11777QAB6 |
| — | CSG SYSTEMS INTERNATIONA | 48,450,000 | $50,205 | 0.9% | $1.04 | — | CONV | 126349AF6 |
| — | SERVICENOW INC | 38,934,000 | $50,184 | 0.9% | $1.11 | — | CONV | 81762PAB8 |
| — | LIBERTY INTERACTIVE LLC | 44,512,000 | $50,131 | 0.9% | $1.06 | — | CONV | 530610AD6 |
| — | CORNERSTONE ONDEMAND INC | 48,508,000 | $49,605 | 0.9% | $1.03 | — | CONV | 21925YAB9 |
| — | WHITING PETROLEUM CORP | 55,914,000 | $49,112 | 0.9% | $0.83 | — | CONV | 966387AL6 |
| — | HORIZON PHARMA INV LTD | 52,956,000 | $48,618 | 0.9% | $0.91 | — | CONV | 44052TAB7 |
| — | MACQUARIE INFRASTRUCTURE | 42,603,000 | $47,813 | 0.9% | $1.13 | — | CONV | 55608BAA3 |
| — | FIREEYE INC | 50,828,000 | $45,704 | 0.9% | $0.89 | — | CONV | 31816QAD3 |
| — | JEFFERIES GROUP LLC | 43,668,000 | $44,177 | 0.8% | $1.06 | — | CONV | 472319AG7 |
| — | BANK OF AMERICA CORP | 35,574 | $42,513 | 0.8% | $390.34 | — | CONV PFD | 060505682 |
| — | FOREST CITY REALTY TRUST | 37,788,000 | $42,363 | 0.8% | $1.12 | — | CONV | 345550AP2 |
| — | INTEL CORP | 24,186,000 | $42,187 | 0.8% | $1.37 | — | CONV | 458140AF7 |
| — | PDC ENERGY INC | 39,701,000 | $40,760 | 0.8% | $1.06 | — | CONV | 69327RAD3 |
| — | AIR LEASE CORP | 28,086,000 | $40,195 | 0.8% | $1.30 | — | CONV | 00912XAK0 |
| — | TEVA PHARM FIN CO LLC | 35,520,000 | $38,080 | 0.7% | $1.33 | — | CONV | 88163VAE9 |
| — | ROYAL GOLD INC | 35,834,000 | $37,788 | 0.7% | $0.96 | — | CONV | 780287AA6 |
| — | NVIDIA CORP | 6,863,000 | $37,162 | 0.7% | $1.68 | — | CONV | 67066GAC8 |
| — | TESLA INC | 37,045,000 | $37,011 | 0.7% | $0.92 | — | CONV | 88160RAB7 |
| — | LIBERTY INTERACTIVE LLC | 66,434,000 | $36,123 | 0.7% | $0.52 | — | CONV | 530715AN1 |
| — | HERBALIFE LTD | 37,614,000 | $36,039 | 0.7% | $0.95 | — | CONV | 42703MAB9 |
| — | PROOFPOINT INC | 31,303,000 | $35,601 | 0.7% | $1.10 | — | CONV | 743424AD5 |
| — | NEXTERA ENERGY INC | 697,026 | $35,352 | 0.7% | $49.55 | — | CONV PFD | 65339F820 |
| — | FIDELITY NATL FINANCIAL | 15,775,000 | $34,606 | 0.6% | $1.75 | — | CONV | 31620RAE5 |
| — | VIAVI SOLUTIONS INC | 30,807,000 | $34,310 | 0.6% | $1.02 | — | CONV | 46612JAF8 |
| — | CALATLANTIC GROUP INC | 35,916,000 | $33,880 | 0.6% | $0.92 | — | CONV | 783764AS2 |
| — | NXP SEMICONDUCTOR NV | 29,100,000 | $33,672 | 0.6% | $1.11 | — | CONV | 62952QAB6 |
| — | TOLL BROS FINANCE CORP | 33,031,000 | $32,882 | 0.6% | $1.05 | — | CONV | 88947EAM2 |
| — | MACQUARIE INFRASTRUCTURE | 33,200,000 | $32,646 | 0.6% | $1.01 | — | CONV | 55608BAB1 |
| — | EURONET WORLDWIDE INC | 25,773,000 | $32,581 | 0.6% | $1.20 | — | CONV | 298736AH2 |
| — | BIOMARIN PHARMACEUTICAL | 27,224,000 | $32,366 | 0.6% | $1.11 | — | CONV | 09061GAF8 |
| — | AKAMAI TECHNOLOGIES INC | 32,022,000 | $31,810 | 0.6% | $1.07 | — | CONV | 00971TAG6 |
| — | RTI INTERNATIONAL METALS | 27,216,000 | $31,694 | 0.6% | $1.02 | — | CONV | 74973WAB3 |
| — | LIVE NATION ENTERTAINMEN | 29,117,000 | $31,671 | 0.6% | $1.07 | — | CONV | 538034AJ8 |
| — | WEBMD HEALTH CORP | 31,053,000 | $31,665 | 0.6% | $1.04 | — | CONV | 94770VAF9 |
| — | SYNCHRONOSS TECHNOLOGIES | 33,031,000 | $31,146 | 0.6% | $1.04 | — | CONV | 87157BAA1 |
| — | STARWOOD PROPERTY TRUST | 26,857,000 | $30,811 | 0.6% | $1.07 | — | CONV | 85571BAB1 |
| — | MICROCHIP TECHNOLOGY INC | 20,870,000 | $29,980 | 0.6% | $1.02 | — | CONV | 595017AD6 |
| — | CEMEX SAB DE CV | 25,374,000 | $28,577 | 0.5% | $0.93 | — | CONV | 151290BR3 |
| — | FINISAR CORP | 25,188,000 | $28,401 | 0.5% | $0.97 | — | CONV | 31787AAM3 |
| — | HEALTHSOUTH CORP | 23,179,000 | $28,226 | 0.5% | $1.10 | — | CONV | 421924BL4 |
| — | BROADSOFT INC | 23,353,000 | $27,912 | 0.5% | $1.29 | — | CONV | 11133BAD4 |
| — | WEBMD HEALTH CORP | 23,253,000 | $27,690 | 0.5% | $1.07 | — | CONV | 94770VAK8 |
| — | CLOVIS ONCOLOGY INC | 20,585,000 | $26,533 | 0.5% | $1.01 | — | CONV | 189464AB6 |
| — | QUIDEL CORP | 24,843,000 | $25,613 | 0.5% | $1.00 | — | CONV | 74838JAA9 |
| — | CALATLANTIC GROUP INC | 24,694,000 | $25,602 | 0.5% | $1.10 | — | CONV | 85375CBC4 |
| — | SM ENERGY CO | 25,128,000 | $25,071 | 0.5% | $1.07 | — | CONV | 78454LAM2 |
| — | STARWOOD PROPERTY TRUST | 25,000,000 | $25,016 | 0.5% | $1.00 | — | CONV | 85571BAH8 |
| — | INSULET CORPORATION | 21,801,000 | $24,671 | 0.5% | $1.02 | — | CONV | 45784PAD3 |
| — | COLONY NORTHSTAR INC | 24,295,000 | $24,331 | 0.5% | $1.05 | — | CONV | 19624RAA4 |
| — | COLONY STARWOOD HOMES | 20,276,000 | $24,002 | 0.4% | $1.03 | — | CONV | 85571WAB5 |
| — | DEPOMED INC | 24,905,000 | $23,470 | 0.4% | $1.14 | — | CONV | 249908AA2 |
| — | DOMINION RESOURCES INC | 452,182 | $22,920 | 0.4% | $50.50 | — | CONV PFD | 25746U836 |
| — | ADVANCED MICRO DEVICES | 11,481,000 | $22,670 | 0.4% | $1.09 | — | CONV | 007903BD8 |
| — | HOLOGIC INC | 16,004,000 | $22,346 | 0.4% | $1.16 | — | CONV | 436440AC5 |
| — | ANTHEM INC | 9,679,000 | $22,114 | 0.4% | $1.61 | — | CONV | 94973VBG1 |
| — | CALATLANTIC GROUP INC | 16,831,000 | $21,170 | 0.4% | $1.22 | — | CONV | 783764AQ6 |
| — | NATIONAL HEALTH INVESTOR | 18,893,000 | $21,012 | 0.4% | $1.00 | — | CONV | 63633DAE4 |
| — | MERITOR INC | 19,918,000 | $20,891 | 0.4% | $0.94 | — | CONV | 043353AH4 |
| — | NUVASIVE INC | 15,247,000 | $20,879 | 0.4% | $1.37 | — | CONV | 670704AG0 |
| — | BROOKDALE SENIOR LIVING | 20,298,000 | $19,994 | 0.4% | $1.14 | — | CONV | 112463AA2 |
| — | KB HOME | 19,031,000 | $19,498 | 0.4% | $0.97 | — | CONV | 48666KAS8 |
| — | IMPAX LABORATORIES INC | 23,691,000 | $19,264 | 0.4% | $0.87 | — | CONV | 45256BAE1 |
| — | OLD REPUBLIC INTL CORP | 14,322,000 | $19,112 | 0.4% | $1.20 | — | CONV | 680223AH7 |
| — | NEVRO CORP | 15,650,000 | $19,064 | 0.4% | $1.06 | — | CONV | 64157FAA1 |
| — | T-MOBILE US INC | 178,206 | $18,794 | 0.4% | $63.45 | — | CONV PFD | 872590203 |
| — | CITRIX SYSTEMS INC | 14,925,000 | $18,752 | 0.4% | $1.06 | — | CONV | 177376AD2 |
| — | CTRIP.COM INTL LTD | 16,000,000 | $18,543 | 0.3% | $1.16 | — | CONV | 22943FAH3 |
| — | CALAMP CORP | 18,707,000 | $18,499 | 0.3% | $0.94 | — | CONV | 128126AB5 |
| — | VEREIT INC | 18,315,000 | $18,384 | 0.3% | $0.96 | — | CONV | 02917TAA2 |
| — | SALESFORCE.COM INC | 14,231,000 | $18,340 | 0.3% | $1.18 | — | CONV | 79466LAD6 |
| — | WEB.COM GROUP INC | 18,721,000 | $18,175 | 0.3% | $0.93 | — | CONV | 94733AAA2 |
| — | PRICELINE GROUP INC/THE | 9,503,000 | $17,894 | 0.3% | $1.28 | — | CONV | 741503AQ9 |
| — | ATLAS AIR WORLDWIDE HLDG | 16,602,000 | $17,588 | 0.3% | $1.00 | — | CONV | 049164BH8 |
| — | XILINX INC | 8,496,000 | $17,146 | 0.3% | $1.50 | — | CONV | 983919AF8 |
| — | VEECO INSTRUMENTS INC | 15,918,000 | $16,582 | 0.3% | $1.04 | — | CONV | 922417AD2 |
| — | AMERICAN TOWER CORP | 141,992 | $15,892 | 0.3% | $100.08 | — | CONV PFD | 03027X407 |
| — | BROADSOFT INC | 13,962,000 | $15,656 | 0.3% | $1.04 | — | CONV | 11133BAB8 |
| — | SPIRIT REALTY CAPITAL IN | 15,123,000 | $15,533 | 0.3% | $1.11 | — | CONV | 84860WAB8 |
| — | TESLA INC | 14,732,000 | $14,455 | 0.3% | $0.92 | — | CONV | 88160RAC5 |
| — | WORKDAY INC | 12,320,000 | $14,108 | 0.3% | $1.06 | — | CONV | 98138HAC5 |
| — | ARCONIC INC | 327,102 | $13,318 | 0.2% | $30.29 | — | CONV PFD | 03965L308 |
| — | OASIS PETROLEUM INC | 9,472,000 | $12,856 | 0.2% | $1.13 | — | CONV | 674215AJ7 |
| — | MOLINA HEALTHCARE INC | 10,000,000 | $12,786 | 0.2% | $1.40 | — | CONV | 60855RAC4 |
| — | FRONTIER COMMUNICATIONS | 259,300 | $12,773 | 0.2% | $94.98 | — | CONV PFD | 35906A207 |
| — | ANADARKO PETROLEUM CORP | 283,914 | $12,311 | 0.2% | $43.36 | — | CONV PFD | 032511404 |
| — | CTRIP.COM INTL LTD | 9,143,000 | $12,041 | 0.2% | $1.03 | — | CONV | 22943FAD2 |
| — | INNOVIVA INC | 12,000,000 | $11,410 | 0.2% | $1.13 | — | CONV | 88338TAB0 |
| — | MICRON TECHNOLOGY INC | 4,166,000 | $11,158 | 0.2% | $1.28 | — | CONV | 595112AV5 |
| — | VEREIT INC | 11,000,000 | $11,096 | 0.2% | $0.93 | — | CONV | 02917TAB0 |
| — | CIENA CORP | 7,747,000 | $10,637 | 0.2% | $1.33 | — | CONV | 171779AK7 |
| — | WELLTOWER INC | 168,000 | $10,628 | 0.2% | $64.67 | — | CONV PFD | 95040Q203 |
| — | TESLA INC | 9,891,000 | $10,309 | 0.2% | $1.04 | — | CONV | 88160RAD3 |
| — | RED HAT INC | 118,015 | $10,208 | 0.2% | $73.38 | — | COM | 756577102 |
| — | SUCAMPO PHARMACEUTICALS | 9,839,000 | $9,747 | 0.2% | $1.06 | — | CONV | 864909AA4 |
| — | HORIZON GLOBAL CORP | 9,957,000 | $9,080 | 0.2% | $0.91 | — | CONV | 44052WAA2 |
| — | SPECTRANETICS CORP | 7,603,000 | $8,705 | 0.2% | $1.16 | — | CONV | 84760CAA5 |
| UPS | UNITED PARCEL SERVICE INC | 76,380 | $8,196 | 0.2% | $78.36 | 0.0% | COM | 911312106 |
| — | RPM INTERNATIONAL INC | 6,712,000 | $8,063 | 0.2% | $1.14 | — | CONV | 749685AT0 |
| — | DTE ENERGY CO | 147,500 | $7,964 | 0.1% | $51.03 | — | CONV PFD | 233331883 |
| — | GREAT PLAINS ENERGY INC | 148,531 | $7,863 | 0.1% | $50.93 | — | CONV PFD | 391164878 |
| — | JANUS CAPITAL GROUP INC | 5,960,000 | $7,807 | 0.1% | $1.42 | — | CONV | 47102XAH8 |
| — | ARES CAPITAL CORP | 7,599,000 | $7,752 | 0.1% | $1.04 | — | CONV | 04010LAJ2 |
| — | NUANCE COMMUNICATIONS | 7,250,000 | $7,479 | 0.1% | $0.97 | — | CONV | 67020YAG5 |
| — | INTERCEPT PHARMAS | 7,823,000 | $7,302 | 0.1% | $1.03 | — | CONV | 45845PAA6 |
| — | STERICYCLE INC | 100,000 | $7,140 | 0.1% | $63.57 | — | CONV PFD | 858912207 |
| — | PRA GROUP INC | 7,864,000 | $7,081 | 0.1% | $1.08 | — | CONV | 73640QAB1 |
| LMT | LOCKHEED MARTIN CORP | 26,000 | $6,958 | 0.1% | $200.10 | +3.3% | COM | 539830109 |
| BMY | BRISTOL-MYERS SQUIBB CO | 127,680 | $6,943 | 0.1% | $39.93 | 0.0% | COM | 110122108 |
| GM | GENERAL MOTORS CO | 192,000 | $6,789 | 0.1% | $25.08 | +23.4% | COM | 37045V100 |
| — | NEXTERA ENERGY INC | 110,171 | $6,576 | 0.1% | $54.75 | — | CONV PFD | 65339F846 |
| — | SOUTHWESTERN ENERGY CO | 321,432 | $6,323 | 0.1% | $29.93 | — | CONV PFD | 845467208 |
| VZ | VERIZON COMMUNICATIONS INC | 125,000 | $6,094 | 0.1% | $31.14 | +0.9% | COM | 92343V104 |
| — | MACQUARIE INFRASTRUCTURE CORP | 75,000 | $6,044 | 0.1% | $80.77 | — | COM | 55608B105 |
| GOOG | ALPHABET INC | 7,000 | $5,807 | 0.1% | $40.71 | 0.0% | COM | 02079K107 |
| — | CENTURYLINK INC | 241,360 | $5,689 | 0.1% | $23.61 | — | COM | 156700106 |
| — | INFINERA CORP | 4,782,000 | $5,129 | 0.1% | $1.05 | — | CONV | 45667GAB9 |
| — | TYSON FOODS INC | 73,895 | $4,967 | 0.1% | $67.89 | — | CONV PFD | 902494301 |
| — | EMERGENT BIOSOLUTIONS | 4,119,000 | $4,909 | 0.1% | $1.18 | — | CONV | 29089QAB1 |
| — | LAB CORP OF AMER HLDGS | 2,453,000 | $4,730 | 0.1% | $1.46 | — | CONV | 50540RAG7 |
| BIIB | BIOGEN INC | 17,000 | $4,648 | 0.1% | $326.23 | -13.3% | COM | 09062X103 |
| F | FORD MOTOR CO | 388,397 | $4,521 | 0.1% | $7.78 | 0.0% | COM | 345370860 |
| — | L BRANDS INC | 90,000 | $4,239 | 0.1% | $62.60 | — | COM | 501797104 |
| AAL | AMERICAN AIRLINES GROUP INC | 100,000 | $4,230 | 0.1% | $43.52 | +0.6% | COM | 02376R102 |
| MRK | MERCK & CO INC | 65,000 | $4,130 | 0.1% | $44.08 | +4.5% | COM | 58933Y105 |
| — | ADVENT CLAYMORE CONVERTIBLE SECURITIES AND INCOME FUND II | 554,000 | $3,385 | 0.1% | $5.90 | — | COM | 007639107 |
| — | HELIX ENERGY SOLUTIONS | 3,340,000 | $3,300 | 0.1% | $1.03 | — | CONV | 42330PAH0 |
| — | MICRON TECHNOLOGY INC | 1,213,000 | $3,208 | 0.1% | $1.69 | — | CONV | 595112AU7 |
| — | ALZA CORP | 1,763,000 | $3,017 | 0.1% | $1.38 | — | CONV | 02261WAB5 |
| GILD | GILEAD SCIENCES INC | 44,300 | $3,009 | 0.1% | $68.49 | -26.0% | COM | 375558103 |
| — | INVACARE CORP | 2,750,000 | $2,785 | 0.1% | $1.01 | — | CONV | 461203AF8 |
| — | DANAHER CORP | 703,000 | $2,300 | 0.0% | $1.84 | — | CONV | 235851AF9 |
| LYB | LYONDELLBASELL INDUSTRIES NV | 25,000 | $2,280 | 0.0% | $49.39 | +9.7% | COM | N53745100 |
| — | OMNICARE INC | 1,756,000 | $2,259 | 0.0% | $1.15 | — | CONV | 681904AR9 |
| — | BRISTOL-MYERS SQUIBB CO | 1,506,000 | $2,079 | 0.0% | $1.32 | — | CONV | 110122AN8 |
| — | NEWMONT MINING CORP | 1,681,000 | $1,684 | 0.0% | $1.06 | — | CONV | 651639AJ5 |
| — | TCP CAPITAL CORP | 1,000,000 | $1,048 | 0.0% | $1.04 | — | CONV | 87238QAB9 |
| — | FRONTIER COMMUNICATIONS CORP | 17,533 | $999 | 0.0% | — | — | Put | 35906A958 |
| M | MACY'S INC | 31,585 | $936 | 0.0% | $30.90 | 0.0% | COM | 55616P104 |
| — | SPRINT CORP | 100,000 | $868 | 0.0% | $8.55 | — | COM | 85207U105 |
| TMUS | T-MOBILE US INC | 13,220 | $854 | 0.0% | $50.55 | +17.5% | COM | 872590104 |
| — | SANDISK CORP | 801,000 | $839 | 0.0% | $1.04 | — | CONV | 80004CAF8 |
| — | TPG SPECIALTY LENDING IN | 800,000 | $821 | 0.0% | $1.01 | — | CONV | 87265KAB8 |
| COP | CONOCOPHILLIPS | 15,000 | $748 | 0.0% | $36.57 | 0.0% | COM | 20825C104 |
| — | STARWOOD PROPERTY TRUST | 676,000 | $730 | 0.0% | $1.06 | — | CONV | 85571BAA3 |
| — | MEDIDATA SOLUTIONS INC | 617,000 | $697 | 0.0% | $1.10 | — | CONV | 58471AAB1 |
| AL | AIR LEASE CORP | 17,669 | $685 | 0.0% | $32.48 | 0.0% | COM | 00912X302 |
| CMA | COMERICA INC | 9,680 | $664 | 0.0% | $48.24 | 0.0% | COM | 200340107 |
| LEN | LENNAR CORP | 12,510 | $640 | 0.0% | $41.41 | 0.0% | COM | 526057104 |
| KEY | KEYCORP | 35,315 | $628 | 0.0% | $12.49 | 0.0% | COM | 493267108 |
| — | ILLUMINA INC | 647,000 | $621 | 0.0% | $1.16 | — | CONV | 452327AF6 |
| — | BOTTOMLINE TECHNOLOGIES | 594,000 | $600 | 0.0% | $1.06 | — | CONV | 101388AA4 |
| GLD | SPDR GOLD SHARES | 5,000 | $594 | 0.0% | $118.80 | — | COM | 78463V107 |
| BAC | BANK OF AMERICA CORP | 25,000 | $590 | 0.0% | $15.68 | +23.6% | COM | 060505104 |
| — | ENDOLOGIX INC | 610,000 | $586 | 0.0% | $0.94 | — | CONV | 29266SAA4 |
| — | NOVELLUS SYSTEMS INC | 154,000 | $585 | 0.0% | $1.55 | — | CONV | 670008AD3 |
| — | GREENBRIER COS INC | 405,000 | $570 | 0.0% | $1.35 | — | CONV | 393657AH4 |
| — | CIENA CORP | 500,000 | $498 | 0.0% | $1.00 | — | CONV | 171779AE1 |
| TOL | TOLL BROTHERS INC | 13,510 | $488 | 0.0% | $33.34 | 0.0% | COM | 889478103 |
| FCX | FREEPORT-MCMORAN INC | 35,000 | $468 | 0.0% | $13.03 | 0.0% | COM | 35671D857 |
| — | BROCADE COMMUNICATIONS | 432,000 | $436 | 0.0% | $0.97 | — | CONV | 111621AQ1 |
| — | ALLERGAN PLC | 1,790 | $428 | 0.0% | $239.11 | — | COM | G0177J108 |
| — | NUANCE COMMUNICATIONS | 408,000 | $410 | 0.0% | $1.01 | — | CONV | 67020YAF7 |
| — | REDWOOD TRUST INC | 416,000 | $398 | 0.0% | $1.00 | — | CONV | 758075AB1 |
| — | TRIUMPH GROUP INC | 15,000 | $386 | 0.0% | $25.73 | — | COM | 896818101 |
| CHTR | CHARTER COMMUNICATIONS INC | 1,000 | $327 | 0.0% | $318.52 | 0.0% | COM | 16119P108 |
| — | CLOVIS ONCOLOGY INC | 5,000 | $318 | 0.0% | $63.60 | — | COM | 189464100 |
| — | INPHI CORP | 230,000 | $318 | 0.0% | $1.38 | — | CONV | 45772FAB3 |
| — | MEDICINES COMPANY | 182,000 | $288 | 0.0% | $1.24 | — | CONV | 584688AE5 |
| — | WRIGHT MEDICAL GROUP INC | 269,000 | $276 | 0.0% | $1.14 | — | CONV | 98235TAC1 |
| — | DEPOMED INC | 2,000 | $273 | 0.0% | — | — | Put | 249908954 |
| — | NABORS INDUSTRIES LTD | 20,700 | $271 | 0.0% | $13.09 | — | COM | G6359F103 |
| — | HELIX ENERGY SOLUTIONS | 265,000 | $261 | 0.0% | $0.88 | — | CONV | 42330PAG2 |
| MU | MICRON TECHNOLOGY INC | 8,821 | $255 | 0.0% | $14.88 | +60.1% | COM | 595112103 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 2,640 | $232 | 0.0% | $88.96 | 0.0% | COM | 09061G101 |
| — | SINA CORP | 230,000 | $230 | 0.0% | $0.99 | — | CONV | 82922RAD5 |
| — | WEB.COM GROUP INC | 11,850 | $229 | 0.0% | $21.16 | — | COM | 94733A104 |
| — | 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 |
| — | FLUIDIGM CORP | 257,000 | $144 | 0.0% | $1.05 | — | CONV | 34385PAA6 |
| — | MEDICINES COMPANY | 95,000 | $139 | 0.0% | $1.30 | — | CONV | 584688AC9 |
| — | ON SEMICONDUCTOR CORP | 2,000 | $115 | 0.0% | — | — | Call | 682189905 |
| — | CTRIP.COM INTERNATIONAL LTD | 1,000 | $105 | 0.0% | — | — | Call | 22943F900 |
| — | DYNEGY INC | 13,124 | $103 | 0.0% | $7.85 | — | COM | 26817R108 |
| — | CHART INDUSTRIES INC | 113,000 | $98 | 0.0% | $1.18 | — | CONV | 16115QAC4 |
| — | WEATHERFORD INTERNATIONAL PLC | 11,700 | $78 | 0.0% | $4.99 | — | COM | G48833100 |
| — | HORNBECK OFFSHORE SERV | 145,000 | $74 | 0.0% | $1.19 | — | CONV | 440543AN6 |
| — | GENERAL ELECTRIC CO | 3,000 | $71 | 0.0% | — | — | Call | 369604903 |
| BTG | B2GOLD CORP | 25,000 | $71 | 0.0% | $2.40 | 0.0% | COM | 11777Q209 |
| — | RED HAT INC | 250 | $67 | 0.0% | — | — | Call | 756577902 |
| — | FIREEYE INC | 1,009 | $66 | 0.0% | — | — | Call | 31816Q901 |
| — | ZILLOW GROUP INC | 1,100 | $47 | 0.0% | — | — | Put | 98954M950 |
| — | CLOVIS ONCOLOGY INC | 300 | $35 | 0.0% | — | — | Call | 189464900 |
| — | ENCORE CAPITAL GROUP INC | 42,000 | $29 | 0.0% | $0.92 | — | CONV | 292554AH5 |
| — | FINANCIAL SELECT SECTOR SPDR F | 1,000 | $27 | 0.0% | — | — | Call | 81369Y905 |
| — | KEYCORP | 1,500 | $26 | 0.0% | — | — | Call | 493267908 |
| — | MACY'S INC | 1,250 | $26 | 0.0% | — | — | Call | 55616P904 |
| — | EP ENERGY CORP | 3,000 | $23 | 0.0% | — | — | Put | 268785952 |
| — | YAHOO! INC | 1,000 | $23 | 0.0% | — | — | Call | 984332906 |
| — | SERVICENOW INC | 300 | $21 | 0.0% | — | — | Call | 81762P902 |
| — | CISCO SYSTEMS INC | 3,000 | $20 | 0.0% | — | — | Call | 17275R902 |
| — | DEUTSCHE BANK AG | 300 | $17 | 0.0% | — | — | Call | D18190908 |
| — | PFIZER INC | 1,500 | $17 | 0.0% | — | — | Call | 717081903 |
| — | NABORS INDUSTRIES LTD | 1,000 | $16 | 0.0% | — | — | Put | G6359F953 |
| — | T-MOBILE US INC | 50 | $15 | 0.0% | — | — | Call | 872590904 |
| — | SPRINT CORP | 1,000 | $12 | 0.0% | — | — | Call | 85207U905 |
| — | TEVA PHARMACEUTICAL INDUSTRIES | 1,000 | $11 | 0.0% | — | — | Call | 881624909 |
| — | CONOCOPHILLIPS | 500 | $11 | 0.0% | — | — | Call | 20825C904 |
| — | POWERSHARES QQQ TRUST SERIES 1 | 500 | $10 | 0.0% | — | — | Put | 73935A954 |
| — | WHITING PETROLEUM CORP | 1,400 | $10 | 0.0% | — | — | Put | 966387952 |
| — | SANTANDER CONSUMER USA HOLDING | 1,000 | $10 | 0.0% | — | — | Put | 80283M951 |
| — | JARDEN CORP | 7,000 | $9 | 0.0% | $1.29 | — | CONV | 471109AM0 |
| — | DEPOMED INC | 1,000 | $8 | 0.0% | — | — | Call | 249908904 |
| — | LIBERTY INTERACTIVE CORP QVC G | 150 | $7 | 0.0% | — | — | Call | 53071M904 |
| — | SPDR S&P500 ETF TRUST | 1,000 | $6 | 0.0% | — | — | Put | 78462F953 |
| — | CONOCOPHILLIPS | 250 | $5 | 0.0% | — | — | Put | 20825C954 |
| — | PALO ALTO NETWORKS INC | 300 | $5 | 0.0% | — | — | Call | 697435905 |
| — | NXP SEMICONDUCTORS NV | 220 | $4 | 0.0% | — | — | Put | N6596X959 |
| — | CENTURYLINK INC | 450 | $3 | 0.0% | — | — | Put | 156700956 |
| — | ISHARES RUSSELL 2000 ETF | 600 | $3 | 0.0% | — | — | Put | 464287955 |
| — | FIREEYE INC | 200 | $2 | 0.0% | — | — | Put | 31816Q951 |
| — | VALEANT PHARMACEUTICALS INTERN | 150 | $0 | 0.0% | — | — | Call | 91911K902 |
| — | WEBMD HEALTH CORP | 1 | $0 | 0.0% | — | — | Put | 94770V952 |