CIK: 0001097278 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 14, 2017
Total Value ($000): $5,281,011 (12.9% shares, 87.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | Altaba Inc | 143,897,000 | $187,176 | 3.5% | $1.13 | — | CONV | 984332AF3 |
| — | Priceline Group Inc/The | 75,924,000 | $109,405 | 2.1% | $1.18 | — | CONV | 741503AS5 |
| — | Illumina Inc | 94,927,000 | $108,209 | 2.0% | $1.13 | — | CONV | 452327AH2 |
| — | Wells Fargo & Company | 78,009 | $103,420 | 2.0% | $990.67 | — | CONV PFD | 949746804 |
| — | Wright Medical Group Inc | 89,942,000 | $97,433 | 1.8% | $0.91 | — | CONV | 98235TAE7 |
| — | Weatherford Bermuda | 88,437,000 | $96,725 | 1.8% | $1.07 | — | CONV | 947075AH0 |
| — | Micron Technology Inc | 67,928,000 | $94,135 | 1.8% | $0.95 | — | CONV | 595112AY9 |
| — | Ctrip.Com Intl Ltd | 77,211,000 | $87,825 | 1.7% | $1.06 | — | CONV | 22943FAF7 |
| — | Jazz Investments I Ltd | 80,382,000 | $84,817 | 1.6% | $1.04 | — | CONV | 472145AB7 |
| — | Intel Corp | 58,181,000 | $82,807 | 1.6% | $1.21 | — | CONV | 458140AD2 |
| — | Biomarin Pharmaceutical | 71,592,000 | $79,987 | 1.5% | $1.12 | — | CONV | 09061GAE1 |
| — | Dish Network Corp | 70,717,000 | $79,141 | 1.5% | $1.12 | — | CONV | 25470MAB5 |
| — | Lam Research Corp | 25,122,000 | $76,974 | 1.5% | $1.41 | — | CONV | 512807AL2 |
| — | Fireeye Inc | 81,523,000 | $75,949 | 1.4% | $0.90 | — | CONV | 31816QAD3 |
| — | Bank Of America Corp | 57,633 | $75,401 | 1.4% | $729.80 | — | CONV PFD | 060505682 |
| — | On Semiconductor Corp | 62,164,000 | $74,140 | 1.4% | $0.91 | — | CONV | 682189AK1 |
| — | Dycom Industries Inc | 62,740,000 | $71,615 | 1.4% | $1.10 | — | CONV | 267475AB7 |
| — | Integrated Device Tech | 65,233,000 | $69,803 | 1.3% | $1.02 | — | CONV | 458118AC0 |
| — | Twitter Inc | 75,598,000 | $69,467 | 1.3% | $0.85 | — | CONV | 90184LAD4 |
| — | Nuance Communications | 69,327,000 | $65,182 | 1.2% | $0.91 | — | CONV | 67020YAK6 |
| — | Allscripts Healthcare So | 60,752,000 | $64,395 | 1.2% | $1.01 | — | CONV | 01988PAD0 |
| — | Colony Northstar Inc | 61,782,000 | $62,281 | 1.2% | $1.02 | — | CONV | 19624RAB2 |
| — | Becton Dickinson And Co | 1,117,821 | $61,465 | 1.2% | $54.69 | — | CONV PFD | 075887208 |
| — | Electronics For Imaging | 58,045,000 | $60,424 | 1.1% | $1.07 | — | CONV | 286082AC6 |
| — | Liberty Media Corp | 56,064,000 | $59,705 | 1.1% | $1.06 | — | CONV | 531229AE2 |
| — | Crown Castle Intl Corp | 55,728 | $59,137 | 1.1% | $1061.17 | — | CONV PFD | 22822V309 |
| — | Csg Systems Internationa | 54,257,000 | $58,246 | 1.1% | $1.04 | — | CONV | 126349AF6 |
| — | Veeco Instruments Inc | 60,026,000 | $57,561 | 1.1% | $0.98 | — | CONV | 922417AD2 |
| — | Ares Capital Corp | 55,491,000 | $56,844 | 1.1% | $1.03 | — | CONV | 04010LAM5 |
| — | Verint Systems Inc | 57,147,000 | $56,119 | 1.1% | $1.00 | — | CONV | 92343XAA8 |
| — | Liberty Media Corp | 43,579,000 | $52,888 | 1.0% | $0.99 | — | CONV | 531229AB8 |
| — | Priceline Group Inc/The | 45,912,000 | $52,753 | 1.0% | $1.03 | — | CONV | 741503AX4 |
| — | Liberty Interactive LLC | 42,384,000 | $50,437 | 1.0% | $1.07 | — | CONV | 530610AD6 |
| — | B2Gold Corp | 48,709,000 | $50,393 | 1.0% | $0.96 | — | CONV | 11777QAB6 |
| AGN 5.5 03/01/18 A | Allergan PLC | 66,208 | $48,912 | 0.9% | $864.10 | — | CONV PFD | G0177J116 |
| — | Horizon Pharma Inv Ltd | 53,502,000 | $48,542 | 0.9% | $0.91 | — | CONV | 44052TAB7 |
| — | Red Hat Inc | 31,360,000 | $48,339 | 0.9% | $1.21 | — | CONV | 756577AD4 |
| — | Whiting Petroleum Corp | 53,150,000 | $47,602 | 0.9% | $0.83 | — | CONV | 966387AL6 |
| — | Forest City Realty Trust | 37,785,000 | $46,604 | 0.9% | $1.12 | — | CONV | 345550AP2 |
| — | Twitter Inc | 49,147,000 | $46,566 | 0.9% | $0.86 | — | CONV | 90184LAB8 |
| — | Macquarie Infrastructure | 43,374,000 | $46,121 | 0.9% | $1.13 | — | CONV | 55608BAA3 |
| — | Citrix Systems Inc | 39,258,000 | $45,743 | 0.9% | $1.13 | — | CONV | 177376AD2 |
| — | Impax Laboratories Inc | 49,379,000 | $44,780 | 0.8% | $0.88 | — | CONV | 45256BAE1 |
| — | Blackstone Mortgage Tr | 44,295,000 | $44,696 | 0.8% | $1.02 | — | CONV | 09257WAB6 |
| — | Macquarie Infrastructure | 44,883,000 | $43,566 | 0.8% | $1.01 | — | CONV | 55608BAB1 |
| — | Intel Corp | 23,347,000 | $42,946 | 0.8% | $1.37 | — | CONV | 458140AF7 |
| — | Anthem Inc | 15,926,000 | $41,414 | 0.8% | $2.00 | — | CONV | 94973VBG1 |
| — | Finisar Corp | 39,191,000 | $40,926 | 0.8% | $1.04 | — | CONV | 31787AAM3 |
| — | Ionis Pharmaceuticals In | 38,030,000 | $40,330 | 0.8% | $1.04 | — | CONV | 464337AJ3 |
| — | Fidelity Natl Financial | 14,879,000 | $40,139 | 0.8% | $1.80 | — | CONV | 31620RAE5 |
| — | Air Lease Corp | 25,819,000 | $39,245 | 0.7% | $1.31 | — | CONV | 00912XAK0 |
| — | Nextera Energy Inc | 705,096 | $39,134 | 0.7% | $49.61 | — | CONV PFD | 65339F820 |
| — | Pdc Energy Inc | 39,898,000 | $38,951 | 0.7% | $1.06 | — | CONV | 69327RAD3 |
| — | Jefferies Group LLC | 38,837,000 | $38,936 | 0.7% | $1.06 | — | CONV | 472319AG7 |
| — | Rti International Metals | 33,773,000 | $37,683 | 0.7% | $1.04 | — | CONV | 74973WAB3 |
| — | Royal Gold Inc | 33,128,000 | $36,476 | 0.7% | $0.96 | — | CONV | 780287AA6 |
| — | Stanley Black & Decker I | 317,640 | $36,324 | 0.7% | $107.91 | — | CONV PFD | 854502887 |
| — | Liberty Interactive LLC | 65,648,000 | $36,251 | 0.7% | $0.52 | — | CONV | 530715AN1 |
| — | Pra Group Inc | 38,225,000 | $35,159 | 0.7% | $0.97 | — | CONV | 73640QAB1 |
| — | Calatlantic Group Inc | 36,480,000 | $35,066 | 0.7% | $0.93 | — | CONV | 783764AS2 |
| — | Servicenow Inc | 21,656,000 | $34,828 | 0.7% | $1.11 | — | CONV | 81762PAB8 |
| — | Cardtronics Inc | 37,612,000 | $34,824 | 0.7% | $0.94 | — | CONV | 14161HAG3 |
| — | Tesla Inc | 30,085,000 | $34,017 | 0.6% | $1.03 | — | CONV | 88160RAC5 |
| — | Cemex Sab De Cv | 28,621,000 | $32,044 | 0.6% | $0.96 | — | CONV | 151290BR3 |
| — | Hologic Inc | 26,353,000 | $31,871 | 0.6% | $1.16 | — | CONV | 436440AG6 |
| — | Biomarin Pharmaceutical | 25,805,000 | $31,041 | 0.6% | $1.11 | — | CONV | 09061GAF8 |
| — | Atlas Air Worldwide Hldg | 24,912,000 | $30,031 | 0.6% | $1.02 | — | CONV | 049164BH8 |
| — | Starwood Property Trust | 29,471,000 | $29,907 | 0.6% | $1.00 | — | CONV | 85571BAH8 |
| — | Starwood Property Trust | 25,824,000 | $28,802 | 0.5% | $1.07 | — | CONV | 85571BAB1 |
| — | Nxp Semiconductor Nv | 23,766,000 | $28,762 | 0.5% | $1.11 | — | CONV | 62952QAB6 |
| — | Cornerstone Ondemand Inc | 28,054,000 | $28,383 | 0.5% | $1.03 | — | CONV | 21925YAB9 |
| — | Tesla Inc | 25,511,000 | $28,045 | 0.5% | $0.92 | — | CONV | 88160RAB7 |
| — | Insulet Corporation | 22,123,000 | $27,803 | 0.5% | $1.03 | — | CONV | 45784PAD3 |
| — | Broadsoft Inc | 19,804,000 | $27,680 | 0.5% | $1.29 | — | CONV | 11133BAD4 |
| — | Fireeye Inc | 28,604,000 | $27,173 | 0.5% | $0.91 | — | CONV | 31816QAB7 |
| — | Ctrip.Com Intl Ltd | 24,640,000 | $26,658 | 0.5% | $1.08 | — | CONV | 22943FAM2 |
| — | Biomarin Pharmaceutical | 26,000,000 | $26,383 | 0.5% | $1.01 | — | CONV | 09061GAH4 |
| — | Proofpoint Inc | 20,783,000 | $25,932 | 0.5% | $1.10 | — | CONV | 743424AD5 |
| — | Spirit Realty Capital In | 25,508,000 | $25,613 | 0.5% | $1.03 | — | CONV | 84860WAA0 |
| — | Cypress Semiconductor Co | 19,288,000 | $25,185 | 0.5% | $1.31 | — | CONV | 232806AM1 |
| — | Broadsoft Inc | 20,180,000 | $25,125 | 0.5% | $1.07 | — | CONV | 11133BAB8 |
| — | Colony Northstar Inc | 24,345,000 | $25,066 | 0.5% | $1.05 | — | CONV | 19624RAA4 |
| — | Euronet Worldwide Inc | 18,323,000 | $24,805 | 0.5% | $1.20 | — | CONV | 298736AH2 |
| — | Dominion Energy Inc | 472,177 | $23,973 | 0.5% | $50.51 | — | CONV PFD | 25746U836 |
| — | Old Republic Intl Corp | 17,522,000 | $22,497 | 0.4% | $1.22 | — | CONV | 680223AH7 |
| — | Calamp Corp | 20,955,000 | $22,388 | 0.4% | $0.96 | — | CONV | 128126AB5 |
| — | Nuvasive Inc | 19,577,000 | $22,357 | 0.4% | $1.32 | — | CONV | 670704AG0 |
| — | Viavi Solutions Inc | 20,807,000 | $21,834 | 0.4% | $1.02 | — | CONV | 46612JAF8 |
| — | Nevro Corp | 18,028,000 | $21,443 | 0.4% | $1.06 | — | CONV | 64157FAA1 |
| — | NYCommunity Cap Trust V | 404,832 | $20,520 | 0.4% | $51.30 | — | CONV PFD | 64944P307 |
| — | Blackrock Capital Invest | 19,145,000 | $20,111 | 0.4% | $1.03 | — | CONV | 092533AC2 |
| — | National Health Investor | 17,393,000 | $20,023 | 0.4% | $1.00 | — | CONV | 63633DAE4 |
| — | Starwood Waypoint Homes | 15,864,000 | $19,605 | 0.4% | $1.03 | — | CONV | 85571WAB5 |
| — | Molina Healthcare Inc | 15,566,000 | $19,545 | 0.4% | $1.20 | — | CONV | 60855RAD2 |
| — | Intercept Pharmas | 24,766,000 | $19,323 | 0.4% | $0.86 | — | CONV | 45845PAA6 |
| — | Salesforce.Com Inc | 13,661,000 | $19,198 | 0.4% | $1.18 | — | CONV | 79466LAD6 |
| QGEN 0.375 03/19/19 | Qiagen Nv | 16,400,000 | $19,082 | 0.4% | $1.23 | — | CONV | N72482AA5 |
| — | Tcp Capital Corp | 18,370,000 | $19,022 | 0.4% | $1.04 | — | CONV | 87238QAD5 |
| — | Sm Energy Co | 19,126,000 | $18,086 | 0.3% | $1.05 | — | CONV | 78454LAM2 |
| — | Depomed Inc | 24,110,000 | $17,887 | 0.3% | $1.11 | — | CONV | 249908AA2 |
| — | Hologic Inc | 14,645,000 | $17,745 | 0.3% | $1.16 | — | CONV | 436440AC5 |
| — | Welltower Inc | 273,000 | $17,262 | 0.3% | $64.45 | — | CONV PFD | 95040Q203 |
| — | Anthem Inc | 327,707 | $17,092 | 0.3% | $49.17 | — | CONV PFD | 036752202 |
| — | Atlas Air Worldwide Hldg | 12,548,000 | $16,015 | 0.3% | $1.09 | — | CONV | 049164BJ4 |
| — | T-Mobile Us Inc | 159,575 | $15,932 | 0.3% | $63.45 | — | CONV PFD | 872590203 |
| — | KB Home | 15,031,000 | $15,839 | 0.3% | $0.97 | — | CONV | 48666KAS8 |
| — | Marriott Vacation Worldw | 15,000,000 | $15,711 | 0.3% | $1.05 | — | CONV | 57164YAA5 |
| — | Vereit Inc | 15,056,000 | $15,141 | 0.3% | $0.96 | — | CONV | 02917TAA2 |
| — | Spirit Realty Capital In | 14,603,000 | $14,943 | 0.3% | $1.11 | — | CONV | 84860WAB8 |
| — | Teva Pharm Fin Co LLC | 16,371,000 | $14,795 | 0.3% | $1.33 | — | CONV | 88163VAE9 |
| — | American Tower Corp | 119,401 | $14,633 | 0.3% | $100.08 | — | CONV PFD | 03027X407 |
| — | Advanced Micro Devices | 8,030,000 | $14,226 | 0.3% | $1.09 | — | CONV | 007903BD8 |
| — | Calatlantic Group Inc | 11,692,000 | $14,084 | 0.3% | $1.22 | — | CONV | 783764AQ6 |
| — | Green Plains Inc | 13,658,000 | $14,079 | 0.3% | $1.03 | — | CONV | 393222AF1 |
| — | Medicines Company | 12,886,000 | $13,540 | 0.3% | $1.05 | — | CONV | 584688AG0 |
| — | Molina Healthcare Inc | 7,500,000 | $13,022 | 0.2% | $1.56 | — | CONV | 60855RAC4 |
| — | Tesla Inc | 9,915,000 | $12,187 | 0.2% | $1.04 | — | CONV | 88160RAD3 |
| — | Oasis Petroleum Inc | 10,996,000 | $11,804 | 0.2% | $1.11 | — | CONV | 674215AJ7 |
| — | Vereit Inc | 10,882,000 | $11,360 | 0.2% | $0.93 | — | CONV | 02917TAB0 |
| — | Ak Steel Corp | 8,441,000 | $11,300 | 0.2% | $1.43 | — | CONV | 001546AP5 |
| — | Clovis Oncology Inc | 7,131,000 | $11,056 | 0.2% | $1.01 | — | CONV | 189464AB6 |
| — | Wayfair Inc | 11,300,000 | $10,916 | 0.2% | $0.97 | — | CONV | 94419LAA9 |
| — | Ciena Corp | 7,667,000 | $10,197 | 0.2% | $1.33 | — | CONV | 171779AK7 |
| — | Ares Capital Corp | 9,788,000 | $9,859 | 0.2% | $1.03 | — | CONV | 04010LAJ2 |
| — | Microchip Technology Inc | 5,255,000 | $9,188 | 0.2% | $1.02 | — | CONV | 595017AD6 |
| — | Horizon Global Corp | 8,253,000 | $8,532 | 0.2% | $0.91 | — | CONV | 44052WAA2 |
| — | Wpx Energy Inc | 150,329 | $8,006 | 0.2% | $46.63 | — | CONV PFD | 98212B202 |
| — | Nuance Communications | 7,872,000 | $7,862 | 0.1% | $0.97 | — | CONV | 67020YAG5 |
| — | Rpm International Inc | 6,712,000 | $7,712 | 0.1% | $1.14 | — | CONV | 749685AT0 |
| UPS | United Parcel Service Inc | 63,600 | $7,638 | 0.1% | $78.32 | +5.8% | COM | 911312106 |
| — | Redwood Trust Inc | 7,619,000 | $7,601 | 0.1% | $1.00 | — | CONV | 758075AC9 |
| — | Nextera Energy Inc | 109,771 | $7,267 | 0.1% | $54.75 | — | CONV PFD | 65339F846 |
| AAL | American Airlines Group Inc | 150,000 | $7,124 | 0.1% | $44.68 | +5.2% | COM | 02376R102 |
| — | Keyw Holding Corp | 7,599,000 | $7,048 | 0.1% | $0.93 | — | CONV | 493723AA8 |
| — | Blackhawk Network Hold | 6,240,000 | $6,999 | 0.1% | $1.12 | — | CONV | 09238EAB0 |
| — | Priceline Group Inc/The | 3,820 | $6,994 | 0.1% | $1830.89 | — | COM | 741503403 |
| — | Innoviva Inc | 6,500,000 | $6,359 | 0.1% | $1.13 | — | CONV | 88338TAB0 |
| TREE | LendingTree Inc | 26,000 | $6,356 | 0.1% | $244.46 | — | COM | 52603B107 |
| VZ | Verizon Communications Inc | 125,000 | $6,186 | 0.1% | $30.75 | -1.7% | COM | 92343V104 |
| GM | General Motors Co | 152,000 | $6,138 | 0.1% | $25.45 | +24.1% | COM | 37045V100 |
| INCY | Incyte Corp | 50,500 | $5,895 | 0.1% | $127.10 | -0.5% | COM | 45337C102 |
| WMT | Wal-Mart Stores Inc | 72,876 | $5,695 | 0.1% | $22.90 | 0.0% | COM | 931142103 |
| AMT | American Tower Corp | 40,000 | $5,467 | 0.1% | $112.31 | 0.0% | COM | 03027X100 |
| — | Priceline Group Inc/The | 2,690,000 | $5,201 | 0.1% | $1.28 | — | CONV | 741503AQ9 |
| RGLD | Royal Gold Inc | 60,300 | $5,188 | 0.1% | $86.58 | 0.0% | COM | 780287108 |
| MRK | Merck & Co Inc | 81,000 | $5,186 | 0.1% | $44.73 | +4.4% | COM | 58933Y105 |
| — | Anadarko Petroleum Corp | 122,489 | $4,845 | 0.1% | $43.36 | — | CONV PFD | 032511404 |
| — | Lazard Ltd | 105,000 | $4,748 | 0.1% | $45.22 | — | COM | G54050102 |
| — | Acorda Therapeutics Inc | 5,000,000 | $4,538 | 0.1% | $0.91 | — | CONV | 00484MAA4 |
| — | Emergent Biosolutions | 3,123,000 | $4,499 | 0.1% | $1.18 | — | CONV | 29089QAB1 |
| M | Macy's Inc | 200,000 | $4,364 | 0.1% | $21.99 | 0.0% | COM | 55616P104 |
| GD | General Dynamics Corp | 20,344 | $4,182 | 0.1% | $166.44 | 0.0% | COM | 369550108 |
| DIS | Walt Disney Co/The | 40,000 | $3,943 | 0.1% | $96.93 | 0.0% | COM | 254687106 |
| — | Danaher Corp | 1,203,000 | $3,941 | 0.1% | $2.41 | — | CONV | 235851AF9 |
| ETN | Eaton Corp PLC | 50,000 | $3,840 | 0.1% | $63.97 | -0.2% | COM | G29183103 |
| LOW | Lowe's Cos Inc | 42,000 | $3,357 | 0.1% | $65.65 | 0.0% | COM | 548661107 |
| — | TPG Pace Energy Holdings Corp | 300,000 | $3,060 | 0.1% | $10.42 | — | COM | 872656202 |
| — | Sucampo Pharmaceuticals | 2,808,000 | $2,906 | 0.1% | $1.06 | — | CONV | 864909AA4 |
| — | Alza Corp | 1,583,000 | $2,831 | 0.1% | $1.38 | — | CONV | 02261WAB5 |
| — | Bristol-Myers Squibb Co | 1,706,000 | $2,788 | 0.1% | $1.36 | — | CONV | 110122AN8 |
| — | Frontier Communications | 144,811 | $2,760 | 0.1% | $94.98 | — | CONV PFD | 35906A207 |
| MS | Morgan Stanley | 55,000 | $2,649 | 0.1% | $36.26 | 0.0% | COM | 617446448 |
| — | Dte Energy Co | 43,500 | $2,354 | 0.0% | $51.12 | — | CONV PFD | 233331883 |
| — | Omnicare Inc | 1,756,000 | $2,259 | 0.0% | $1.15 | — | CONV | 681904AR9 |
| MU | Micron Technology Inc | 50,000 | $1,967 | 0.0% | $26.37 | +17.0% | COM | 595112103 |
| SYF | Synchrony Financial | 60,000 | $1,863 | 0.0% | $24.31 | +0.2% | COM | 87165B103 |
| GLD | SPDR Gold Shares | 15,000 | $1,824 | 0.0% | $121.60 | — | COM | 78463V107 |
| UNP | Union Pacific Corp | 15,544 | $1,803 | 0.0% | $89.12 | 0.0% | COM | 907818108 |
| — | Seacor Holdings Inc | 2,000,000 | $1,800 | 0.0% | $0.85 | — | CONV | 81170YAB5 |
| — | Navistar Intl Corp | 1,500,000 | $1,647 | 0.0% | $1.10 | — | CONV | 63934EAS7 |
| CX | Cemex SAB de CV | 161,000 | $1,462 | 0.0% | $9.08 | — | COM | 151290889 |
| — | Citrix Systems Inc | 19,000 | $1,460 | 0.0% | $76.84 | — | COM | 177376100 |
| — | Tpg Specialty Lending In | 1,300,000 | $1,348 | 0.0% | $1.02 | — | CONV | 87265KAB8 |
| — | Tcp Capital Corp | 1,000,000 | $1,053 | 0.0% | $1.04 | — | CONV | 87238QAB9 |
| — | Quidel Corp | 795,000 | $978 | 0.0% | $1.00 | — | CONV | 74838JAA9 |
| INTC | Intel Corp | 25,000 | $952 | 0.0% | $29.57 | +0.1% | COM | 458140100 |
| PFE | Pfizer Inc | 25,000 | $893 | 0.0% | $22.25 | 0.0% | COM | 717081103 |
| TEVA | Teva Pharmaceutical Industries | 50,000 | $880 | 0.0% | $17.60 | — | COM | 881624209 |
| — | Medidata Solutions Inc | 617,000 | $856 | 0.0% | $1.10 | — | CONV | 58471AAB1 |
| — | Novellus Systems Inc | 154,000 | $847 | 0.0% | $1.55 | — | CONV | 670008AD3 |
| — | Sandisk Corp | 801,000 | $839 | 0.0% | $1.04 | — | CONV | 80004CAF8 |
| — | Akamai Technologies Inc | 796,000 | $780 | 0.0% | $1.07 | — | CONV | 00971TAG6 |
| UNH | UnitedHealth Group Inc | 3,926 | $769 | 0.0% | $152.68 | +10.6% | COM | 91324P102 |
| BAC | Bank of America Corp | 30,000 | $760 | 0.0% | $19.96 | 0.0% | COM | 060505104 |
| — | Starwood Property Trust | 676,000 | $730 | 0.0% | $1.06 | — | CONV | 85571BAA3 |
| — | Web.Com Group Inc | 721,000 | $714 | 0.0% | $0.93 | — | CONV | 94733AAA2 |
| — | United States Steel Corp | 27,500 | $706 | 0.0% | $22.14 | — | COM | 912909108 |
| — | WPX Energy Inc | 60,000 | $690 | 0.0% | $11.50 | — | COM | 98212B103 |
| GT | Goodyear Tire & Rubber Co/The | 20,000 | $665 | 0.0% | $32.50 | 0.0% | COM | 382550101 |
| AMD | Advanced Micro Devices Inc | 50,000 | $638 | 0.0% | $12.22 | +6.7% | COM | 007903107 |
| — | Bottomline Technologies | 594,000 | $635 | 0.0% | $1.06 | — | CONV | 101388AA4 |
| NVS | Novartis AG | 7,385 | $634 | 0.0% | $85.85 | — | COM | 66987V109 |
| — | Illumina Inc | 647,000 | $621 | 0.0% | $1.16 | — | CONV | 452327AF6 |
| F | Ford Motor Co | 50,000 | $599 | 0.0% | $7.25 | 0.0% | COM | 345370860 |
| — | Meritor Inc | 511,000 | $598 | 0.0% | $0.94 | — | CONV | 043353AH4 |
| — | Endologix Inc | 610,000 | $581 | 0.0% | $0.94 | — | CONV | 29266SAA4 |
| — | Inphi Corp | 460,000 | $564 | 0.0% | $1.25 | — | CONV | 45772FAB3 |
| — | Greenbrier Cos Inc | 405,000 | $555 | 0.0% | $1.35 | — | CONV | 393657AH4 |
| KEY | KeyCorp | 25,000 | $471 | 0.0% | $12.48 | -0.1% | COM | 493267108 |
| — | Sprint Corp | 60,000 | $467 | 0.0% | $8.55 | — | COM | 85207U105 |
| ABBV | AbbVie Inc | 5,000 | $444 | 0.0% | $53.65 | 0.0% | COM | 00287Y109 |
| — | Brocade Communications | 432,000 | $436 | 0.0% | $0.97 | — | CONV | 111621AQ1 |
| — | Live Nation Entertainmen | 348,000 | $435 | 0.0% | $1.07 | — | CONV | 538034AJ8 |
| VECO | Veeco Instruments Inc | 20,000 | $428 | 0.0% | $23.93 | 0.0% | COM | 922417100 |
| ATI | Allegheny Technologies Inc | 17,500 | $418 | 0.0% | $19.78 | 0.0% | COM | 01741R102 |
| — | Clovis Oncology Inc | 5,000 | $412 | 0.0% | $85.64 | — | COM | 189464100 |
| — | Nuance Communications | 408,000 | $410 | 0.0% | $1.01 | — | CONV | 67020YAF7 |
| — | Redwood Trust Inc | 416,000 | $398 | 0.0% | $1.00 | — | CONV | 758075AB1 |
| — | Workday Inc | 320,000 | $390 | 0.0% | $1.06 | — | CONV | 98138HAC5 |
| TER | Teradyne Inc | 10,000 | $373 | 0.0% | $33.11 | 0.0% | COM | 880770102 |
| — | Flexion Therapeutics Inc | 15,000 | $363 | 0.0% | $24.20 | — | COM | 33938J106 |
| — | VEON Ltd | 85,300 | $357 | 0.0% | $3.91 | — | COM | 91822M106 |
| Z | Zillow Group Inc | 8,420 | $339 | 0.0% | $42.22 | 0.0% | COM | 98954M200 |
| FTI | TechnipFMC PLC | 11,300 | $312 | 0.0% | $18.41 | 0.0% | COM | G87110105 |
| — | Brookdale Senior Living | 298,000 | $297 | 0.0% | $1.14 | — | CONV | 112463AA2 |
| — | Synchronoss Technologies | 336,000 | $286 | 0.0% | $1.04 | — | CONV | 87157BAA1 |
| BC | Brunswick Corp/DE | 5,000 | $280 | 0.0% | $48.24 | 0.0% | COM | 117043109 |
| — | Twitter Inc | 15,898 | $268 | 0.0% | $16.86 | — | COM | 90184L102 |
| — | Helix Energy Solutions | 265,000 | $261 | 0.0% | $0.88 | — | CONV | 42330PAG2 |
| — | FireEye Inc | 15,000 | $252 | 0.0% | $15.21 | — | COM | 31816Q101 |
| BTG | B2Gold Corp | 87,000 | $244 | 0.0% | $2.19 | -3.7% | COM | 11777Q209 |
| — | Sina Corp | 230,000 | $230 | 0.0% | $0.99 | — | CONV | 82922RAD5 |
| — | Pdl Biopharma Inc | 235,000 | $212 | 0.0% | $1.06 | — | CONV | 69329YAF1 |
| PTCT | PTC Therapeutics Inc | 10,000 | $200 | 0.0% | $19.54 | 0.0% | COM | 69366J200 |
| — | Ctrip.Com Intl Ltd | 134,000 | $193 | 0.0% | $1.03 | — | CONV | 22943FAD2 |
| — | Seacor Holdings Inc | 191,000 | $179 | 0.0% | $1.13 | — | CONV | 811904AM3 |
| — | Homeaway Inc | 175,000 | $165 | 0.0% | $0.96 | — | CONV | 43739QAB6 |
| — | II-VI Inc | 4,000 | $165 | 0.0% | $41.25 | — | COM | 902104108 |
| — | Forest City Realty Trust | 152,000 | $158 | 0.0% | $1.07 | — | CONV | 345550AR8 |
| — | Fluidigm Corp | 257,000 | $144 | 0.0% | $1.05 | — | CONV | 34385PAA6 |
| — | IAC/InterActiveCorp | 1,000 | $118 | 0.0% | $118.00 | — | COM | 44919P508 |
| — | Chart Industries Inc | 113,000 | $98 | 0.0% | $1.18 | — | CONV | 16115QAC4 |
| — | Depomed Inc | 1,000 | $98 | 0.0% | — | — | Put | 249908954 |
| — | Royal Gold Inc | 200 | $95 | 0.0% | — | — | Put | 780287958 |
| — | Impax Laboratories Inc | 806 | $81 | 0.0% | — | — | Put | 45256B901 |
| — | Hornbeck Offshore Serv | 145,000 | $74 | 0.0% | $1.19 | — | CONV | 440543AN6 |
| — | Arconic Inc | 1,615 | $63 | 0.0% | $30.29 | — | CONV PFD | 03965L308 |
| — | Arconic Inc | 2,534 | $63 | 0.0% | $24.86 | — | COM | 03965L100 |
| — | Advent Claymore Convertible Se | 10,000 | $62 | 0.0% | $5.90 | — | COM | 007639107 |
| — | Flexion Therapeutics Inc | 250 | $61 | 0.0% | — | — | Call | 33938J906 |
| — | Cinedigm Corp | 36,666 | $53 | 0.0% | $1.45 | — | COM | 172406209 |
| — | LendingTree Inc | 100 | $52 | 0.0% | — | — | Call | 52603B907 |
| — | Amazon.com Inc | 25 | $49 | 0.0% | — | — | Call | 023135906 |
| — | Infinera Corp | 45,000 | $46 | 0.0% | $1.05 | — | CONV | 45667GAB9 |
| — | Nabors Industries Ltd | 1,000 | $41 | 0.0% | — | — | Call | G6359F903 |
| — | Priceline Group Inc/The | 50 | $39 | 0.0% | — | — | Put | 741503953 |
| — | AbbVie Inc | 100 | $36 | 0.0% | — | — | Call | 00287Y909 |
| — | Zillow Group Inc | 1,100 | $31 | 0.0% | — | — | Put | 98954M950 |
| — | Apple Inc | 500 | $30 | 0.0% | — | — | Call | 037833900 |
| — | Encore Capital Group Inc | 42,000 | $29 | 0.0% | $0.92 | — | CONV | 292554AH5 |
| — | Palo Alto Networks Inc | 100 | $27 | 0.0% | — | — | Call | 697435905 |
| — | AT&T Inc | 1,800 | $22 | 0.0% | — | — | Put | 00206R952 |
| — | Bank of America Corp | 800 | $15 | 0.0% | — | — | Call | 060505904 |
| — | Akamai Technologies Inc | 300 | $13 | 0.0% | — | — | Call | 00971T901 |
| — | SPDR S&P 500 ETF Trust | 600 | $13 | 0.0% | — | — | Put | 78462F953 |
| — | Meritor Inc | 500 | $10 | 0.0% | — | — | Put | 59001K950 |
| — | ServiceNow Inc | 200 | $9 | 0.0% | — | — | Call | 81762P902 |
| — | Altaba Inc | 500 | $9 | 0.0% | — | — | Put | 021346951 |
| — | Jarden Corp | 7,000 | $9 | 0.0% | $1.29 | — | CONV | 471109AM0 |
| — | BioMarin Pharmaceutical Inc | 150 | $8 | 0.0% | — | — | Put | 09061G951 |
| — | Green Plains Inc | 500 | $8 | 0.0% | — | — | Call | 393222904 |
| — | Ferrari NV | 110 | $8 | 0.0% | — | — | Put | N3167Y953 |
| — | iShares Russell 2000 ETF | 500 | $8 | 0.0% | — | — | Put | 464287955 |
| — | Incyte Corp | 100 | $7 | 0.0% | — | — | Put | 45337C952 |
| — | Twitter Inc | 500 | $7 | 0.0% | — | — | Put | 90184L952 |
| — | SPDR Gold Shares | 150 | $7 | 0.0% | — | — | Put | 78463V957 |
| — | Teva Pharmaceutical Industries | 1,700 | $7 | 0.0% | — | — | Call | 881624909 |
| — | Crown Castle International Cor | 70 | $7 | 0.0% | — | — | Put | 22822V951 |
| — | Microchip Technology Inc | 120 | $6 | 0.0% | — | — | Put | 595017954 |
| — | Chesapeake Energy Corp | 1,500 | $6 | 0.0% | — | — | Call | 165167907 |
| — | PTC Therapeutics Inc | 100 | $6 | 0.0% | — | — | Put | 69366J950 |
| — | Tapestry Inc | 200 | $6 | 0.0% | — | — | Call | 876030907 |
| — | Helix Energy Solutions | 5,000 | $5 | 0.0% | $1.03 | — | CONV | 42330PAH0 |
| — | Scorpio Tankers Inc | 1,000 | $5 | 0.0% | — | — | Call | Y7542C906 |
| — | WPX Energy Inc | 600 | $5 | 0.0% | — | — | Put | 98212B953 |
| — | Wal-Mart Stores Inc | 230 | $4 | 0.0% | — | — | Put | 931142953 |
| — | Incyte Corp | 70 | $4 | 0.0% | — | — | Call | 45337C902 |
| — | II-VI Inc | 400 | $4 | 0.0% | — | — | Put | 902104958 |
| — | Cemex SAB de CV | 203 | $4 | 0.0% | — | — | Put | 151290959 |
| — | Micron Technology Inc | 400 | $3 | 0.0% | — | — | Put | 595112953 |
| — | Teva Pharmaceutical Industries | 300 | $2 | 0.0% | — | — | Put | 881624959 |
| — | Teradyne Inc | 150 | $2 | 0.0% | — | — | Put | 880770952 |
| — | Finisar Corp | 100 | $2 | 0.0% | — | — | Put | 31787A957 |
| — | Ctrip.com International Ltd | 300 | $2 | 0.0% | — | — | Put | 22943F950 |
| — | HCI Group Inc | 200 | $2 | 0.0% | — | — | Put | 40416E953 |
| — | Allegheny Technologies Inc | 175 | $2 | 0.0% | — | — | Put | 01741R952 |
| — | Advanced Micro Devices Inc | 400 | $2 | 0.0% | — | — | Put | 007903957 |
| — | Live Nation Entertainment Inc | 180 | $1 | 0.0% | — | — | Put | 538034959 |
| — | Ferrari NV | 50 | $1 | 0.0% | — | — | Call | N3167Y903 |
| — | Oracle Corp | 300 | $0 | 0.0% | — | — | Call | 68389X905 |
| — | KeyCorp | 250 | $0 | 0.0% | — | — | Put | 493267958 |