Location: New York, NY
CIK: 0001097278 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 9, 2017
Total Value: $5.227B (12.8% shares, 87.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | Altaba Inc | 130,604,000 | $148M | 2.8% | $1.11 | — | CONV | 984332AF3 |
| — | Micron Technology Inc | 120,068,000 | $135M | 2.6% | $0.95 | — | CONV | 595112AY9 |
| — | Priceline Group Inc/The | 83,960,000 | $123M | 2.4% | $1.18 | — | CONV | 741503AS5 |
| — | Illumina Inc | 96,730,000 | $103M | 2.0% | $1.13 | — | CONV | 452327AH2 |
| — | Wright Medical Group NV | 89,185,000 | $99.49M | 1.9% | $0.91 | — | CONV | 98235TAE7 |
| — | Wells Fargo & Co | 71,147 | $93.28M | 1.8% | $958.35 | — | CONV PFD | 949746804 |
| — | Ctrip.com International Ltd | 77,603,000 | $89.58M | 1.7% | $1.06 | — | CONV | 22943FAF7 |
| — | Weatherford International PLC | 85,002,000 | $85.86M | 1.6% | $1.07 | — | CONV | 947075AH0 |
| — | Jazz Pharmaceuticals PLC | 75,390,000 | $82.8M | 1.6% | $1.04 | — | CONV | 472145AB7 |
| — | Twitter Inc | 87,768,000 | $80.65M | 1.5% | $0.85 | — | CONV | 90184LAD4 |
| — | Intel Corp | 60,763,000 | $79.43M | 1.5% | $1.21 | — | CONV | 458140AD2 |
| — | BioMarin Pharmaceutical Inc | 68,589,000 | $76.31M | 1.5% | $1.12 | — | CONV | 09061GAE1 |
| — | Colony NorthStar Inc | 67,459,000 | $68.72M | 1.3% | $1.02 | — | CONV | 19624RAB2 |
| — | Allscripts Healthcare Solution | 67,454,000 | $68.51M | 1.3% | $1.01 | — | CONV | 01988PAD0 |
| — | ON Semiconductor Corp | 65,482,000 | $68.11M | 1.3% | $0.91 | — | CONV | 682189AK1 |
| — | Nuance Communications Inc | 69,966,000 | $67.39M | 1.3% | $0.91 | — | CONV | 67020YAK6 |
| — | Lam Research Corp | 28,332,000 | $66.08M | 1.3% | $1.41 | — | CONV | 512807AL2 |
| — | Red Hat Inc | 47,063,000 | $65.17M | 1.2% | $1.21 | — | CONV | 756577AD4 |
| — | Electronics For Imaging Inc | 60,159,000 | $64.68M | 1.2% | $1.07 | — | CONV | 286082AC6 |
| — | Bank of America Corp | 50,379 | $63.58M | 1.2% | $646.50 | — | CONV PFD | 060505682 |
| — | FireEye Inc | 69,338,000 | $63.28M | 1.2% | $0.90 | — | CONV | 31816QAD3 |
| — | Integrated Device Technology I | 58,252,000 | $61.76M | 1.2% | $1.01 | — | CONV | 458118AC0 |
| — | Ares Capital Corp | 58,967,000 | $60.82M | 1.2% | $1.03 | — | CONV | 04010LAM5 |
| — | #N/A Field Not Applicable | 50,148,000 | $59.66M | 1.1% | $0.99 | — | CONV | 531229AB8 |
| — | CSG Systems International Inc | 54,762,000 | $59.14M | 1.1% | $1.04 | — | CONV | 126349AF6 |
| — | Priceline Group Inc/The | 49,413,000 | $56.69M | 1.1% | $1.03 | — | CONV | 741503AX4 |
| — | Dycom Industries Inc | 48,531,000 | $56.39M | 1.1% | $1.09 | — | CONV | 267475AB7 |
| — | Becton Dickinson and Co | 1,027,265 | $56.15M | 1.1% | $54.66 | — | CONV PFD | 075887208 |
| AGN 5.5 03/01/18 A | Allergan PLC | 64,507 | $55.95M | 1.1% | $867.41 | — | CONV PFD | G0177J116 |
| — | Finisar Corp | 49,463,000 | $55.23M | 1.1% | $1.04 | — | CONV | 31787AAM3 |
| — | Verint Systems Inc | 55,277,000 | $54.18M | 1.0% | $1.00 | — | CONV | 92343XAA8 |
| — | Charter Communications Inc | 45,952,000 | $52.64M | 1.0% | $1.07 | — | CONV | 530610AD6 |
| — | B2Gold Corp | 49,527,000 | $51.96M | 1.0% | $0.96 | — | CONV | 11777QAB6 |
| — | Hologic Inc | 40,546,000 | $51.29M | 1.0% | $1.16 | — | CONV | 436440AG6 |
| — | Macquarie Infrastructure Corp | 44,381,000 | $49.17M | 0.9% | $1.13 | — | CONV | 55608BAA3 |
| — | Molina Healthcare Inc | 37,663,000 | $48.19M | 0.9% | $1.20 | — | CONV | 60855RAD2 |
| — | Twitter Inc | 50,147,000 | $47.38M | 0.9% | $0.86 | — | CONV | 90184LAB8 |
| — | Horizon Pharma Plc | 54,652,000 | $47.32M | 0.9% | $0.91 | — | CONV | 44052TAB7 |
| — | Forest City Realty Trust Inc | 37,785,000 | $44.54M | 0.9% | $1.12 | — | CONV | 345550AP2 |
| — | Air Lease Corp | 31,985,000 | $44.25M | 0.8% | $1.31 | — | CONV | 00912XAK0 |
| — | Whiting Petroleum Corp | 51,907,000 | $43.82M | 0.8% | $0.83 | — | CONV | 966387AL6 |
| — | Stanley Black & Decker Inc | 398,370 | $42.99M | 0.8% | $107.91 | — | CONV PFD | 854502887 |
| — | Ionis Pharmaceuticals Inc | 40,312,000 | $42.92M | 0.8% | $1.04 | — | CONV | 464337AJ3 |
| — | Macquarie Infrastructure Corp | 42,687,000 | $42.64M | 0.8% | $1.01 | — | CONV | 55608BAB1 |
| — | Fidelity National Financial, Inc. | 16,892,000 | $42.26M | 0.8% | $1.80 | — | CONV | 31620RAE5 |
| — | Intel Corp | 24,114,000 | $39.84M | 0.8% | $1.37 | — | CONV | 458140AF7 |
| — | Leucadia National Corp | 38,837,000 | $39.24M | 0.8% | $1.06 | — | CONV | 472319AG7 |
| — | Royal Gold Inc | 35,936,000 | $38.85M | 0.7% | $0.96 | — | CONV | 780287AA6 |
| — | Herbalife Ltd | 36,520,000 | $37.98M | 0.7% | $0.95 | — | CONV | 42703MAB9 |
| — | NextEra Energy Inc | 707,667 | $37.96M | 0.7% | $49.61 | — | CONV PFD | 65339F820 |
| — | FireEye Inc | 39,904,000 | $37.69M | 0.7% | $0.91 | — | CONV | 31816QAB7 |
| — | ServiceNow Inc | 25,625,000 | $37.52M | 0.7% | $1.11 | — | CONV | 81762PAB8 |
| — | Motorola Solutions Inc | 68,203,000 | $37.2M | 0.7% | $0.52 | — | CONV | 530715AN1 |
| — | PDC Energy Inc | 40,371,000 | $36.63M | 0.7% | $1.06 | — | CONV | 69327RAD3 |
| — | Teva Pharmaceutical Industries | 32,751,000 | $35.2M | 0.7% | $1.33 | — | CONV | 88163VAE9 |
| — | WebMD Health Corp | 33,847,000 | $34.98M | 0.7% | $1.04 | — | CONV | 94770VAF9 |
| — | Anthem Inc | 12,879,000 | $33.18M | 0.6% | $1.85 | — | CONV | 94973VBG1 |
| — | Anthem Inc | 628,956 | $32.98M | 0.6% | $49.17 | — | CONV PFD | 036752202 |
| — | BioMarin Pharmaceutical Inc | 26,646,000 | $31.74M | 0.6% | $1.11 | — | CONV | 09061GAF8 |
| — | Molina Healthcare Inc | 18,000,000 | $31.5M | 0.6% | $1.56 | — | CONV | 60855RAC4 |
| — | BroadSoft Inc | 25,040,000 | $31.31M | 0.6% | $1.29 | — | CONV | 11133BAD4 |
| — | Cornerstone OnDemand Inc | 31,063,000 | $31.28M | 0.6% | $1.03 | — | CONV | 21925YAB9 |
| — | Atlas Air Worldwide Holdings I | 28,851,000 | $30.52M | 0.6% | $1.02 | — | CONV | 049164BH8 |
| — | WebMD Health Corp | 30,959,000 | $30.42M | 0.6% | $0.98 | — | CONV | 94770VAM4 |
| — | Starwood Property Trust Inc | 26,593,000 | $30.22M | 0.6% | $1.07 | — | CONV | 85571BAB1 |
| — | Starwood Property Trust Inc | 29,250,000 | $29.68M | 0.6% | $1.00 | — | CONV | 85571BAH8 |
| — | Tesla Inc | 25,359,000 | $29.02M | 0.6% | $0.92 | — | CONV | 88160RAB7 |
| — | Cemex SAB de CV | 25,121,000 | $29.01M | 0.6% | $0.93 | — | CONV | 151290BR3 |
| — | Arconic Inc | 27,065,000 | $28.96M | 0.6% | $1.02 | — | CONV | 74973WAB3 |
| — | CalAtlantic Group Inc | 30,399,000 | $28.89M | 0.6% | $0.92 | — | CONV | 783764AS2 |
| — | Proofpoint Inc | 23,071,000 | $28.66M | 0.5% | $1.10 | — | CONV | 743424AD5 |
| — | NXP Semiconductors NV | 23,766,000 | $28.39M | 0.5% | $1.11 | — | CONV | 62952QAB6 |
| — | Toll Brothers Inc | 28,331,000 | $28.31M | 0.5% | $1.05 | — | CONV | 88947EAM2 |
| — | Quidel Corp | 25,278,000 | $28.06M | 0.5% | $1.00 | — | CONV | 74838JAA9 |
| — | Impax Laboratories Inc | 31,691,000 | $27.11M | 0.5% | $0.87 | — | CONV | 45256BAE1 |
| — | Insulet Corp | 22,172,000 | $26.98M | 0.5% | $1.03 | — | CONV | 45784PAD3 |
| — | Euronet Worldwide Inc | 20,527,000 | $26.25M | 0.5% | $1.20 | — | CONV | 298736AH2 |
| — | Blackstone Mortgage Trust Inc | 25,398,000 | $25.93M | 0.5% | $1.02 | — | CONV | 09257WAB6 |
| — | WebMD Health Corp | 20,273,000 | $25.74M | 0.5% | $1.07 | — | CONV | 94770VAK8 |
| — | Colony NorthStar Inc | 24,317,000 | $25.6M | 0.5% | $1.05 | — | CONV | 19624RAA4 |
| — | Live Nation Entertainment Inc | 22,078,000 | $25.32M | 0.5% | $1.07 | — | CONV | 538034AJ8 |
| — | Depomed Inc | 27,933,000 | $24.61M | 0.5% | $1.11 | — | CONV | 249908AA2 |
| — | PRA Group Inc | 25,123,000 | $23.99M | 0.5% | $0.99 | — | CONV | 73640QAB1 |
| — | Spirit Realty Capital Inc | 23,687,000 | $23.52M | 0.4% | $1.03 | — | CONV | 84860WAA0 |
| — | Viavi Solutions Inc | 20,807,000 | $22.98M | 0.4% | $1.02 | — | CONV | 46612JAF8 |
| — | BroadSoft Inc | 19,965,000 | $22.92M | 0.4% | $1.07 | — | CONV | 11133BAB8 |
| — | Dominion Energy Inc | 448,782 | $22.51M | 0.4% | $50.50 | — | CONV PFD | 25746U836 |
| — | National Health Investors Inc | 18,679,000 | $21.82M | 0.4% | $1.00 | — | CONV | 63633DAE4 |
| QGEN 0.375 03/19/19 | QIAGEN NV | 17,400,000 | $21.32M | 0.4% | $1.23 | — | CONV | N72482AA5 |
| — | NuVasive Inc | 15,365,000 | $21.25M | 0.4% | $1.37 | — | CONV | 670704AG0 |
| — | Atlas Air Worldwide Holdings I | 19,430,000 | $21.23M | 0.4% | $1.09 | — | CONV | 049164BJ4 |
| — | Starwood Waypoint Homes | 17,650,000 | $20.96M | 0.4% | $1.03 | — | CONV | 85571WAB5 |
| — | Meritor Inc | 19,876,000 | $20.77M | 0.4% | $0.94 | — | CONV | 043353AH4 |
| — | Nevro Corp | 19,150,000 | $20.47M | 0.4% | $1.06 | — | CONV | 64157FAA1 |
| — | Cardtronics PLC | 21,105,000 | $20.18M | 0.4% | $0.96 | — | CONV | 14161HAG3 |
| — | Hologic Inc | 13,630,000 | $20.07M | 0.4% | $1.16 | — | CONV | 436440AC5 |
| — | Microchip Technology Inc | 13,349,000 | $20M | 0.4% | $1.02 | — | CONV | 595017AD6 |
| — | Brookdale Senior Living Inc | 19,995,000 | $19.87M | 0.4% | $1.14 | — | CONV | 112463AA2 |
| — | CalAmp Corp | 18,773,000 | $19.2M | 0.4% | $0.94 | — | CONV | 128126AB5 |
| — | salesforce.com Inc | 14,263,000 | $18.91M | 0.4% | $1.18 | — | CONV | 79466LAD6 |
| — | Tesla Inc | 16,092,000 | $18.63M | 0.4% | $0.94 | — | CONV | 88160RAC5 |
| — | KB Home | 17,325,000 | $18.62M | 0.4% | $0.97 | — | CONV | 48666KAS8 |
| — | CalAtlantic Group Inc | 15,683,000 | $18.6M | 0.4% | $1.22 | — | CONV | 783764AQ6 |
| — | VEREIT Inc | 18,156,000 | $18.27M | 0.3% | $0.96 | — | CONV | 02917TAA2 |
| — | Old Republic International Cor | 14,328,000 | $18.17M | 0.3% | $1.20 | — | CONV | 680223AH7 |
| — | Citrix Systems Inc | 14,953,000 | $17.99M | 0.3% | $1.06 | — | CONV | 177376AD2 |
| — | T-Mobile US Inc | 178,361 | $17.61M | 0.3% | $63.45 | — | CONV PFD | 872590203 |
| — | New York Community Bancorp Inc | 333,111 | $17.13M | 0.3% | $51.44 | — | CONV PFD | 64944P307 |
| — | Veeco Instruments Inc | 15,560,000 | $15.93M | 0.3% | $1.04 | — | CONV | 922417AD2 |
| — | Advanced Micro Devices Inc | 8,594,000 | $15.04M | 0.3% | $1.09 | — | CONV | 007903BD8 |
| — | American Tower Corp | 122,159 | $14.73M | 0.3% | $100.08 | — | CONV PFD | 03027X407 |
| — | SM Energy Co | 16,318,000 | $14.7M | 0.3% | $1.07 | — | CONV | 78454LAM2 |
| — | Spirit Realty Capital Inc | 14,603,000 | $14.51M | 0.3% | $1.11 | — | CONV | 84860WAB8 |
| — | Medicines Co/The | 13,261,000 | $13.89M | 0.3% | $1.05 | — | CONV | 584688AG0 |
| — | Clovis Oncology Inc | 7,826,000 | $13.28M | 0.3% | $1.01 | — | CONV | 189464AB6 |
| — | BlackRock Capital Investment C | 12,860,000 | $13.2M | 0.3% | $1.03 | — | CONV | 092533AC2 |
| — | Welltower Inc | 198,085 | $13.12M | 0.3% | $64.91 | — | CONV PFD | 95040Q203 |
| — | Great Plains Energy Inc | 245,261 | $13.08M | 0.3% | $51.87 | — | CONV PFD | 391164878 |
| — | Tesla Inc | 9,901,000 | $12.46M | 0.2% | $1.04 | — | CONV | 88160RAD3 |
| — | Arconic Inc | 314,882 | $11.28M | 0.2% | $30.29 | — | CONV PFD | 03965L308 |
| — | VEREIT Inc | 10,882,000 | $11.22M | 0.2% | $0.93 | — | CONV | 02917TAB0 |
| — | Oasis Petroleum Inc | 10,981,000 | $10.78M | 0.2% | $1.11 | — | CONV | 674215AJ7 |
| — | Ares Capital Corp | 9,501,000 | $9.634M | 0.2% | $1.04 | — | CONV | 04010LAJ2 |
| — | Innoviva Inc | 10,250,000 | $9.357M | 0.2% | $1.13 | — | CONV | 88338TAB0 |
| — | Priceline Group Inc/The | 4,625,000 | $9.127M | 0.2% | $1.28 | — | CONV | 741503AQ9 |
| CMI | Cummins Inc | 56,000 | $9.084M | 0.2% | $123.78 | 0.0% | COM | 231021106 |
| — | Horizon Global Corp | 9,464,000 | $9.053M | 0.2% | $0.91 | — | CONV | 44052WAA2 |
| UPS | United Parcel Service Inc | 79,700 | $8.814M | 0.2% | $78.32 | -1.3% | COM | 911312106 |
| — | NVIDIA Corp | 1,217,000 | $8.748M | 0.2% | $1.68 | — | CONV | 67066GAC8 |
| — | DTE Energy Co | 151,580 | $8.227M | 0.2% | $51.12 | — | CONV PFD | 233331883 |
| — | Ciena Corp | 5,758,000 | $8.168M | 0.2% | $1.33 | — | CONV | 171779AK7 |
| — | AK Steel Holding Corp | 5,500,000 | $8.165M | 0.2% | $1.48 | — | CONV | 001546AP5 |
| — | Western Gas Equity Partners LP | 197,103 | $8.094M | 0.2% | $43.36 | — | CONV PFD | 032511404 |
| — | RPM International Inc | 6,712,000 | $7.949M | 0.2% | $1.14 | — | CONV | 749685AT0 |
| — | Nuance Communications Inc | 7,661,000 | $7.906M | 0.2% | $0.97 | — | CONV | 67020YAG5 |
| — | Intercept Pharmaceuticals Inc | 7,688,000 | $7.467M | 0.1% | $1.03 | — | CONV | 45845PAA6 |
| GM | General Motors Co | 212,000 | $7.405M | 0.1% | $25.45 | +14.1% | COM | 37045V100 |
| VZ | Verizon Communications Inc | 165,000 | $7.369M | 0.1% | $30.75 | -4.0% | COM | 92343V104 |
| — | Janus Henderson Group PLC | 4,962,000 | $7.312M | 0.1% | $1.42 | — | CONV | 47102XAH8 |
| — | NextEra Energy Inc | 109,866 | $7.022M | 0.1% | $54.75 | — | CONV PFD | 65339F846 |
| — | WPX Energy Inc | 150,240 | $7.005M | 0.1% | $46.63 | — | CONV PFD | 98212B202 |
| LMT | Lockheed Martin Corp | 24,300 | $6.746M | 0.1% | $200.10 | +9.1% | COM | 539830109 |
| AMGN | Amgen Inc | 37,500 | $6.459M | 0.1% | $125.35 | 0.0% | COM | 031162100 |
| — | United States Steel Corp | 285,000 | $6.31M | 0.1% | $22.14 | — | COM | 912909108 |
| — | Frontier Communications Corp | 211,000 | $6.227M | 0.1% | $94.98 | — | CONV PFD | 35906A207 |
| ETN | Eaton Corp PLC | 80,000 | $6.226M | 0.1% | $63.97 | 0.0% | COM | G29183103 |
| — | Stericycle Inc | 96,000 | $6.145M | 0.1% | $63.57 | — | CONV PFD | 858912207 |
| LYB | LyondellBasell Industries NV | 70,000 | $5.907M | 0.1% | $49.66 | +0.3% | COM | N53745100 |
| — | Micron Technology Inc | 2,020,000 | $5.559M | 0.1% | $1.28 | — | CONV | 595112AV5 |
| — | Infinera Corp | 5,030,000 | $5.413M | 0.1% | $1.05 | — | CONV | 45667GAB9 |
| INCY | Incyte Corp | 40,500 | $5.099M | 0.1% | $127.25 | 0.0% | COM | 45337C102 |
| AAL | American Airlines Group Inc | 100,000 | $5.032M | 0.1% | $43.52 | +3.6% | COM | 02376R102 |
| — | Macquarie Infrastructure Corp | 60,267 | $4.725M | 0.1% | $80.77 | — | COM | 55608B105 |
| — | Southwestern Energy Co | 321,910 | $4.682M | 0.1% | $29.93 | — | CONV PFD | 845467208 |
| — | Sucampo Pharmaceuticals Inc | 4,308,000 | $4.22M | 0.1% | $1.06 | — | CONV | 864909AA4 |
| BIIB | Biogen Inc | 15,500 | $4.206M | 0.1% | $326.23 | -18.9% | COM | 09062X103 |
| — | BlackRock Capital Investment C | 4,000,000 | $4.09M | 0.1% | $1.02 | — | CONV | 092533AB4 |
| — | Emergent BioSolutions Inc | 3,126,000 | $4.043M | 0.1% | $1.18 | — | CONV | 29089QAB1 |
| MRK | Merck & Co Inc | 61,000 | $3.909M | 0.1% | $44.08 | +5.6% | COM | 58933Y105 |
| — | Danaher Corp | 1,203,000 | $3.878M | 0.1% | $2.41 | — | CONV | 235851AF9 |
| — | Web.com Group Inc | 3,721,000 | $3.755M | 0.1% | $0.93 | — | CONV | 94733AAA2 |
| — | Pandora Media Inc | 3,758,000 | $3.569M | 0.1% | $0.95 | — | CONV | 698354AB3 |
| — | Advent Claymore Convertible Se | 554,000 | $3.451M | 0.1% | $5.90 | — | COM | 007639107 |
| — | Johnson & Johnson | 1,763,000 | $3.209M | 0.1% | $1.38 | — | CONV | 02261WAB5 |
| — | TPG Pace Energy Holdings Corp | 300,000 | $3.127M | 0.1% | $10.42 | — | COM | 872656202 |
| — | CenturyLink Inc | 123,700 | $2.954M | 0.1% | $23.61 | — | COM | 156700106 |
| — | CVS Health Corp | 1,756,000 | $2.259M | 0.0% | $1.15 | — | CONV | 681904AR9 |
| — | Frontier Communications Corp | 22,000 | $2.175M | 0.0% | — | — | Put | 35906A956 |
| — | Bristol-Myers Squibb Co | 1,506,000 | $2.145M | 0.0% | $1.32 | — | CONV | 110122AN8 |
| — | DISH Network Corp | 28,700 | $1.801M | 0.0% | $62.75 | — | COM | 25470M109 |
| — | Clovis Oncology Inc | 18,750 | $1.756M | 0.0% | $85.64 | — | COM | 189464100 |
| — | SEACOR Holdings Inc | 2,000,000 | $1.691M | 0.0% | $0.85 | — | CONV | 81170YAB5 |
| — | FireEye Inc | 110,000 | $1.673M | 0.0% | $15.21 | — | COM | 31816Q101 |
| BP | BP PLC | 45,000 | $1.559M | 0.0% | $34.64 | — | COM | 055622104 |
| HCA | HCA Healthcare Inc | 16,200 | $1.413M | 0.0% | $78.64 | 0.0% | COM | 40412C101 |
| CMA | Comerica Inc | 18,600 | $1.362M | 0.0% | $48.45 | +0.5% | COM | 200340107 |
| — | TPG Specialty Lending Inc | 1,300,000 | $1.355M | 0.0% | $1.02 | — | CONV | 87265KAB8 |
| INTC | Intel Corp | 40,000 | $1.35M | 0.0% | $29.57 | 0.0% | COM | 458140100 |
| MU | Micron Technology Inc | 45,000 | $1.344M | 0.0% | $25.87 | +10.4% | COM | 595112103 |
| — | Spectranetics Corp/The | 986,000 | $1.335M | 0.0% | $1.16 | — | CONV | 84760CAA5 |
| — | VEON Ltd | 332,530 | $1.3M | 0.0% | $3.91 | — | COM | 91822M106 |
| DAL | Delta Air Lines Inc | 24,000 | $1.29M | 0.0% | $44.31 | 0.0% | COM | 247361702 |
| CHTR | Charter Communications Inc | 3,500 | $1.179M | 0.0% | $329.30 | +1.3% | COM | 16119P108 |
| — | TCP Capital Corp | 1,000,000 | $1.063M | 0.0% | $1.04 | — | CONV | 87238QAB9 |
| AMD | Advanced Micro Devices Inc | 73,000 | $911K | 0.0% | $12.22 | 0.0% | COM | 007903107 |
| — | Medidata Solutions Inc | 631,000 | $881K | 0.0% | $1.10 | — | CONV | 58471AAB1 |
| — | Western Digital Corp | 801,000 | $839K | 0.0% | $1.04 | — | CONV | 80004CAF8 |
| — | Akamai Technologies Inc | 796,000 | $780K | 0.0% | $1.07 | — | CONV | 00971TAG6 |
| PODD | Insulet Corp | 15,000 | $770K | 0.0% | $43.42 | 0.0% | COM | 45784P101 |
| VISN | CommScope Holding Co Inc | 20,000 | $761K | 0.0% | $38.63 | 0.0% | COM | 20337X109 |
| KEY | KeyCorp | 40,315 | $756K | 0.0% | $12.48 | -0.6% | COM | 493267108 |
| UNH | UnitedHealth Group Inc | 4,000 | $742K | 0.0% | $152.68 | 0.0% | COM | 91324P102 |
| — | Starwood Property Trust Inc | 676,000 | $730K | 0.0% | $1.06 | — | CONV | 85571BAA3 |
| TMUS | T-Mobile US Inc | 12,000 | $727K | 0.0% | $50.55 | +24.5% | COM | 872590104 |
| — | Nabors Industries Ltd | 88,500 | $720K | 0.0% | $9.29 | — | COM | G6359F103 |
| HD | Home Depot Inc/The | 4,500 | $690K | 0.0% | $124.48 | 0.0% | COM | 437076102 |
| — | Lam Research Corp | 154,000 | $645K | 0.0% | $1.55 | — | CONV | 670008AD3 |
| BSX | Boston Scientific Corp | 23,000 | $638K | 0.0% | $26.54 | 0.0% | COM | 101137107 |
| — | Illumina Inc | 647,000 | $621K | 0.0% | $1.16 | — | CONV | 452327AF6 |
| FCX | Freeport-McMoRan Inc | 50,000 | $601K | 0.0% | $12.43 | -11.4% | COM | 35671D857 |
| NXST | Nexstar Media Group Inc | 10,000 | $598K | 0.0% | $49.27 | 0.0% | COM | 65336K103 |
| — | Bottomline Technologies de Inc | 594,000 | $590K | 0.0% | $1.06 | — | CONV | 101388AA4 |
| — | Endologix Inc | 610,000 | $581K | 0.0% | $0.94 | — | CONV | 29266SAA4 |
| — | Greenbrier Cos Inc/The | 408,000 | $553K | 0.0% | $1.35 | — | CONV | 393657AH4 |
| — | Finisar Corp | 20,000 | $520K | 0.0% | $26.00 | — | COM | 31787A507 |
| — | Inphi Corp | 460,000 | $517K | 0.0% | $1.25 | — | CONV | 45772FAB3 |
| BMRN | BioMarin Pharmaceutical Inc | 5,500 | $500K | 0.0% | $90.01 | +1.1% | COM | 09061G101 |
| — | Sprint Corp | 60,000 | $493K | 0.0% | $8.55 | — | COM | 85207U105 |
| — | Immunomedics Inc | 55,000 | $486K | 0.0% | $8.84 | — | COM | 452907108 |
| KR | Kroger Co/The | 20,000 | $466K | 0.0% | $23.64 | 0.0% | COM | 501044101 |
| AL | Air Lease Corp | 11,669 | $436K | 0.0% | $32.48 | -0.6% | COM | 00912X302 |
| — | Brocade Communications Systems | 432,000 | $436K | 0.0% | $0.97 | — | CONV | 111621AQ1 |
| DHR | Danaher Corp | 5,000 | $422K | 0.0% | $71.77 | 0.0% | COM | 235851102 |
| — | Workday Inc | 340,000 | $419K | 0.0% | $1.06 | — | CONV | 98138HAC5 |
| — | Nuance Communications Inc | 408,000 | $410K | 0.0% | $1.01 | — | CONV | 67020YAF7 |
| — | Redwood Trust Inc | 416,000 | $398K | 0.0% | $1.00 | — | CONV | 758075AB1 |
| CIEN | Ciena Corp | 15,000 | $375K | 0.0% | $23.96 | 0.0% | COM | 171779309 |
| — | Tyson Foods Inc | 4,786 | $325K | 0.0% | $67.89 | — | CONV PFD | 902494301 |
| — | CBS Corp | 5,000 | $319K | 0.0% | $63.80 | — | COM | 124857202 |
| — | Proofpoint Inc | 3,500 | $304K | 0.0% | $86.86 | — | COM | 743424103 |
| SYF | Synchrony Financial | 10,000 | $298K | 0.0% | $24.03 | 0.0% | COM | 87165B103 |
| — | Synchronoss Technologies Inc | 336,000 | $286K | 0.0% | $1.04 | — | CONV | 87157BAA1 |
| ON | ON Semiconductor Corp | 20,000 | $281K | 0.0% | $15.03 | 0.0% | COM | 682189105 |
| — | Wright Medical Group NV | 269,000 | $276K | 0.0% | $1.14 | — | CONV | 98235TAC1 |
| PRAA | PRA Group Inc | 7,000 | $265K | 0.0% | $34.85 | 0.0% | COM | 69354N106 |
| — | Helix Energy Solutions Group I | 265,000 | $261K | 0.0% | $0.88 | — | CONV | 42330PAG2 |
| — | Medicines Co/The | 190,000 | $247K | 0.0% | $1.24 | — | CONV | 584688AE5 |
| — | CalAtlantic Group Inc | 245,000 | $245K | 0.0% | $1.10 | — | CONV | 85375CBC4 |
| — | SINA Corp/China | 230,000 | $230K | 0.0% | $0.99 | — | CONV | 82922RAD5 |
| — | Infinera Corp | 20,000 | $213K | 0.0% | $10.65 | — | COM | 45667G103 |
| — | PDL BioPharma Inc | 235,000 | $212K | 0.0% | $1.06 | — | CONV | 69329YAF1 |
| — | Newmont Mining Corp | 201,000 | $201K | 0.0% | $1.06 | — | CONV | 651639AJ5 |
| — | Ctrip.com International Ltd | 134,000 | $193K | 0.0% | $1.03 | — | CONV | 22943FAD2 |
| — | SEACOR Holdings Inc | 191,000 | $179K | 0.0% | $1.13 | — | CONV | 811904AM3 |
| — | Newpark Resources Inc | 202,000 | $177K | 0.0% | $1.24 | — | CONV | 651718AC2 |
| — | Expedia Inc | 175,000 | $165K | 0.0% | $0.96 | — | CONV | 43739QAB6 |
| — | Forest City Realty Trust Inc | 152,000 | $158K | 0.0% | $1.07 | — | CONV | 345550AR8 |
| — | Fluidigm Corp | 257,000 | $144K | 0.0% | $1.05 | — | CONV | 34385PAA6 |
| BTG | B2Gold Corp | 50,000 | $141K | 0.0% | $2.25 | -6.6% | COM | 11777Q209 |
| — | SPDR S&P500 ETF Trust | 2,080 | $133K | 0.0% | — | — | Put | 78462F953 |
| — | Red Hat Inc | 200 | $129K | 0.0% | — | — | Call | 756577902 |
| MSFT | Microsoft Corp | 1,600 | $110K | 0.0% | $62.32 | 0.0% | COM | 594918104 |
| — | Chart Industries Inc | 113,000 | $98,000 | 0.0% | $1.18 | — | CONV | 16115QAC4 |
| TGNA | TEGNA Inc | 6,600 | $95,000 | 0.0% | $15.37 | 0.0% | COM | 87901J105 |
| — | PowerShares QQQ Trust Series 1 | 435 | $90,000 | 0.0% | — | — | Put | 73935A954 |
| — | ServiceNow Inc | 245 | $82,000 | 0.0% | — | — | Call | 81762P902 |
| — | Hornbeck Offshore Services Inc | 145,000 | $74,000 | 0.0% | $1.19 | — | CONV | 440543AN6 |
| — | Neurocrine Biosciences Inc | 300 | $71,000 | 0.0% | — | — | Put | 64125C959 |
| — | Inphi Corp | 2,000 | $69,000 | 0.0% | $34.50 | — | COM | 45772F107 |
| — | Intel Corp | 500 | $67,000 | 0.0% | — | — | Put | 458140950 |
| — | BP PLC | 1,500 | $44,000 | 0.0% | — | — | Put | 055622954 |
| — | Depomed Inc | 3,000 | $38,000 | 0.0% | — | — | Put | 249908954 |
| — | Pfizer Inc | 1,500 | $32,000 | 0.0% | — | — | Call | 717081903 |
| — | Financial Select Sector SPDR F | 1,000 | $29,000 | 0.0% | — | — | Call | 81369Y905 |
| — | Encore Capital Group Inc | 42,000 | $29,000 | 0.0% | $0.92 | — | CONV | 292554AH5 |
| — | SPDR S&P500 ETF Trust | 2,000 | $26,000 | 0.0% | — | — | Call | 78462F903 |
| — | Nabors Industries Ltd | 600 | $23,000 | 0.0% | — | — | Put | G6359F953 |
| — | Twitter Inc | 1,000 | $19,000 | 0.0% | — | — | Call | 90184L902 |
| — | Lam Research Corp | 125 | $18,000 | 0.0% | $144.00 | — | COM | 512807108 |
| — | Cemex SAB de CV | 300 | $17,000 | 0.0% | — | — | Call | 151290909 |
| — | Altaba Inc | 200 | $16,000 | 0.0% | — | — | Call | 021346901 |
| — | Allegheny Technologies Inc | 230 | $16,000 | 0.0% | — | — | Call | 01741R902 |
| — | CenturyLink Inc | 300 | $16,000 | 0.0% | — | — | Put | 156700956 |
| — | Cypress Semiconductor Corp | 500 | $16,000 | 0.0% | — | — | Call | 232806909 |
| — | Micron Technology Inc | 6,000 | $16,000 | 0.0% | $1.69 | — | CONV | 595112AU7 |
| — | LendingClub Corp | 2,000 | $15,000 | 0.0% | — | — | Call | 52603A909 |
| — | Endo International PLC | 3,000 | $15,000 | 0.0% | — | — | Call | G30401906 |
| — | Pandora Media Inc | 1,000 | $13,000 | 0.0% | — | — | Call | 698354907 |
| — | Advanced Micro Devices Inc | 500 | $12,000 | 0.0% | — | — | Put | 007903957 |
| — | iShares Russell 2000 ETF | 600 | $11,000 | 0.0% | — | — | Put | 464287955 |
| — | Ironwood Pharmaceuticals Inc | 8,000 | $11,000 | 0.0% | $1.38 | — | CONV | 46333XAD0 |
| — | ON Semiconductor Corp | 2,000 | $10,000 | 0.0% | — | — | Call | 682189905 |
| — | Symantec Corp | 500 | $10,000 | 0.0% | — | — | Call | 871503908 |
| — | Bank of America Corp | 1,000 | $10,000 | 0.0% | — | — | Call | 060505904 |
| AAPL | Apple Inc | 70 | $10,000 | 0.0% | $34.31 | 0.0% | COM | 037833100 |
| — | Western Gas Equity Partners LP | 500 | $9,000 | 0.0% | — | — | Put | 95825R953 |
| — | Newell Brands Inc | 7,000 | $9,000 | 0.0% | $1.29 | — | CONV | 471109AM0 |
| — | ON Semiconductor Corp | 200 | $9,000 | 0.0% | — | — | Put | 682189955 |
| — | PRA Group Inc | 800 | $8,000 | 0.0% | — | — | Put | 69354N956 |
| — | TiVo Corp | 8,000 | $8,000 | 0.0% | $1.00 | — | CONV | 779376AD4 |
| TTWO | Take-Two Interactive Software | 104 | $8,000 | 0.0% | $68.46 | 0.0% | COM | 874054109 |
| — | Live Nation Entertainment Inc | 250 | $7,000 | 0.0% | — | — | Put | 538034959 |
| — | Dillard's Inc | 250 | $7,000 | 0.0% | — | — | Put | 254067951 |
| — | Knowles Corp | 6,000 | $7,000 | 0.0% | $1.17 | — | CONV | 49926DAB5 |
| — | Microsoft Corp | 300 | $6,000 | 0.0% | — | — | Call | 594918904 |
| — | Immunomedics Inc | 800 | $6,000 | 0.0% | — | — | Put | 452907958 |
| — | Technology Select Sector SPDR | 300 | $6,000 | 0.0% | — | — | Put | 81369Y953 |
| — | Alibaba Group Holding Ltd | 50 | $6,000 | 0.0% | — | — | Call | 01609W902 |
| — | Boston Scientific Corp | 300 | $5,000 | 0.0% | — | — | Put | 101137957 |
| — | Palo Alto Networks Inc | 300 | $5,000 | 0.0% | — | — | Call | 697435905 |
| — | United States Steel Corp | 200 | $5,000 | 0.0% | — | — | Put | 912909958 |
| — | Inphi Corp | 200 | $5,000 | 0.0% | — | — | Put | 45772F957 |
| — | Nexstar Media Group Inc | 100 | $5,000 | 0.0% | — | — | Put | 65336K953 |
| — | Helix Energy Solutions Group I | 5,000 | $5,000 | 0.0% | $1.03 | — | CONV | 42330PAH0 |
| — | Palo Alto Networks Inc | 3,000 | $4,000 | 0.0% | $1.33 | — | CONV | 697435AB1 |
| — | Insulet Corp | 150 | $3,000 | 0.0% | — | — | Put | 45784P951 |
| — | Rite Aid Corp | 1,000 | $3,000 | 0.0% | — | — | Put | 767754954 |
| — | Micron Technology Inc | 100 | $3,000 | 0.0% | — | — | Put | 595112953 |
| — | Air Lease Corp | 120 | $2,000 | 0.0% | — | — | Put | 00912X952 |
| — | Clovis Oncology Inc | 55 | $1,000 | 0.0% | — | — | Put | 189464950 |
| — | Kroger Co/The | 200 | $1,000 | 0.0% | — | — | Put | 501044951 |
| — | Bank of America Corp | 300 | $0 | 0.0% | — | — | Put | 060505954 |