Location: New York, NY
CIK: 0001097278 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 13, 2018
Total Value: $5.221B (13.1% shares, 86.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALTABA INC | 152,754,000 | $206M | 4.0% | $1.14 | — | CONV | 984332AF3 |
| — | WELLS FARGO & COMPANY | 81,310 | $107M | 2.0% | $1003.84 | — | CONV PFD | 949746804 |
| — | CITRIX SYSTEMS INC | 75,684,000 | $98.09M | 1.9% | $1.21 | — | CONV | 177376AD2 |
| — | WRIGHT MEDICAL GROUP INC | 95,489,000 | $98M | 1.9% | $0.92 | — | CONV | 98235TAE7 |
| — | ILLUMINA INC | 81,898,000 | $97.19M | 1.9% | $1.13 | — | CONV | 452327AH2 |
| — | LIBERTY MEDIA CORP | 91,114,000 | $95.08M | 1.8% | $1.06 | — | CONV | 531229AE2 |
| — | WEATHERFORD BERMUDA | 84,213,000 | $91.14M | 1.7% | $1.07 | — | CONV | 947075AH0 |
| — | PRICELINE GROUP INC/THE | 65,093,000 | $89.9M | 1.7% | $1.18 | — | CONV | 741503AS5 |
| — | DISH NETWORK CORP | 81,959,000 | $89.36M | 1.7% | $1.12 | — | CONV | 25470MAB5 |
| — | MICRON TECHNOLOGY INC | 56,900,000 | $82.14M | 1.6% | $0.95 | — | CONV | 595112AY9 |
| — | CTRIP.COM INTL LTD | 75,687,000 | $79.86M | 1.5% | $1.06 | — | CONV | 22943FAF7 |
| — | TWITTER INC | 85,379,000 | $79.67M | 1.5% | $0.86 | — | CONV | 90184LAD4 |
| — | LAM RESEARCH CORP | 24,194,000 | $73.95M | 1.4% | $1.41 | — | CONV | 512807AL2 |
| — | FINISAR CORP | 78,933,000 | $73.64M | 1.4% | $0.93 | — | CONV | 31787AAP6 |
| — | INTEL CORP | 33,042,000 | $73.41M | 1.4% | $1.62 | — | CONV | 458140AF7 |
| — | BANK OF AMERICA CORP | 54,880 | $72.18M | 1.4% | $729.80 | — | CONV PFD | 060505682 |
| — | FIREEYE INC | 77,238,000 | $71.44M | 1.4% | $0.90 | — | CONV | 31816QAD3 |
| — | NUANCE COMMUNICATIONS | 73,809,000 | $70.67M | 1.4% | $0.92 | — | CONV | 67020YAK6 |
| — | BIOMARIN PHARMACEUTICAL | 63,930,000 | $69.27M | 1.3% | $1.12 | — | CONV | 09061GAE1 |
| — | INTEGRATED DEVICE TECH | 61,520,000 | $68.79M | 1.3% | $1.02 | — | CONV | 458118AC0 |
| — | PRICELINE GROUP INC/THE | 58,999,000 | $68.11M | 1.3% | $1.06 | — | CONV | 741503AX4 |
| — | BECTON DICKINSON AND CO | 1,141,541 | $66.39M | 1.3% | $54.76 | — | CONV PFD | 075887208 |
| — | JAZZ INVESTMENTS I LTD | 62,040,000 | $62.34M | 1.2% | $1.04 | — | CONV | 472145AB7 |
| — | ARES CAPITAL CORP | 60,839,000 | $62.22M | 1.2% | $1.03 | — | CONV | 04010LAM5 |
| — | DYCOM INDUSTRIES INC | 47,362,000 | $61.8M | 1.2% | $1.10 | — | CONV | 267475AB7 |
| — | VERINT SYSTEMS INC | 61,958,000 | $60.43M | 1.2% | $1.00 | — | CONV | 92343XAA8 |
| — | ALLSCRIPTS HEALTHCARE SO | 56,369,000 | $60.24M | 1.2% | $1.01 | — | CONV | 01988PAD0 |
| — | CSG SYSTEMS INTERNATIONA | 53,446,000 | $58.4M | 1.1% | $1.04 | — | CONV | 126349AF6 |
| — | COLONY NORTHSTAR INC | 58,375,000 | $57.97M | 1.1% | $1.02 | — | CONV | 19624RAB2 |
| — | INPHI CORP | 51,664,000 | $51.33M | 1.0% | $0.99 | — | CONV | 45772FAC1 |
| — | B2GOLD CORP | 46,807,000 | $49.76M | 1.0% | $0.96 | — | CONV | 11777QAB6 |
| — | ANTHEM INC | 15,473,000 | $47.67M | 0.9% | $2.00 | — | CONV | 94973VBG1 |
| — | WHITING PETROLEUM CORP | 51,330,000 | $47.64M | 0.9% | $0.83 | — | CONV | 966387AL6 |
| — | JEFFERIES GROUP LLC | 47,256,000 | $47.36M | 0.9% | $1.05 | — | CONV | 472319AG7 |
| — | LIBERTY MEDIA CORP | 40,884,000 | $46.94M | 0.9% | $0.99 | — | CONV | 531229AB8 |
| — | BLACKSTONE MORTGAGE TR | 46,049,000 | $46.76M | 0.9% | $1.02 | — | CONV | 09257WAB6 |
| — | MACQUARIE INFRASTRUCTURE | 47,970,000 | $46.13M | 0.9% | $1.00 | — | CONV | 55608BAB1 |
| — | ON SEMICONDUCTOR CORP | 35,450,000 | $45.39M | 0.9% | $0.91 | — | CONV | 682189AK1 |
| — | VEECO INSTRUMENTS INC | 51,666,000 | $45.1M | 0.9% | $0.98 | — | CONV | 922417AD2 |
| — | STANLEY BLACK & DECKER I | 363,302 | $44.61M | 0.9% | $109.78 | — | CONV PFD | 854502887 |
| — | RED HAT INC | 26,474,000 | $43.65M | 0.8% | $1.21 | — | CONV | 756577AD4 |
| — | NEXTERA ENERGY INC | 748,550 | $42.42M | 0.8% | $50.02 | — | CONV PFD | 65339F820 |
| — | TERADYNE INC | 29,166,000 | $41.67M | 0.8% | $1.43 | — | CONV | 880770AG7 |
| — | FOREST CITY REALTY TRUST | 35,234,000 | $41.45M | 0.8% | $1.12 | — | CONV | 345550AP2 |
| — | MACQUARIE INFRASTRUCTURE | 40,109,000 | $41.41M | 0.8% | $1.13 | — | CONV | 55608BAA3 |
| — | FIDELITY NATL FINANCIAL | 12,899,000 | $39.37M | 0.8% | $1.80 | — | CONV | 31620RAE5 |
| — | CROWN CASTLE INTL CORP | 34,495 | $39.1M | 0.7% | $1061.17 | — | CONV PFD | 22822V309 |
| — | ALLERGAN PLC | 65,448 | $38.37M | 0.7% | $586.28 | — | CONV PFD | EP0481507 |
| — | PRA GROUP INC | 39,883,000 | $38.25M | 0.7% | $0.97 | — | CONV | 73640QAB1 |
| — | PDC ENERGY INC | 39,005,000 | $38.17M | 0.7% | $1.06 | — | CONV | 69327RAD3 |
| — | TWITTER INC | 39,798,000 | $38.06M | 0.7% | $0.86 | — | CONV | 90184LAB8 |
| — | ELECTRONICS FOR IMAGING | 39,303,000 | $38.04M | 0.7% | $1.07 | — | CONV | 286082AC6 |
| — | SERVICENOW INC | 21,257,000 | $37.62M | 0.7% | $1.11 | — | CONV | 81762PAB8 |
| — | RTI INTERNATIONAL METALS | 32,767,000 | $37.51M | 0.7% | $1.04 | — | CONV | 74973WAB3 |
| — | BIOMARIN PHARMACEUTICAL | 37,456,000 | $37.48M | 0.7% | $1.01 | — | CONV | 09061GAH4 |
| — | AIR LEASE CORP | 22,306,000 | $37.33M | 0.7% | $1.31 | — | CONV | 00912XAK0 |
| — | SPIRIT REALTY CAPITAL IN | 37,083,000 | $37.22M | 0.7% | $1.02 | — | CONV | 84860WAA0 |
| — | CTRIP.COM INTL LTD | 36,148,000 | $37.02M | 0.7% | $1.06 | — | CONV | 22943FAM2 |
| — | FINISAR CORP | 36,565,000 | $36.87M | 0.7% | $1.04 | — | CONV | 31787AAM3 |
| — | CARDTRONICS INC | 39,473,000 | $35.25M | 0.7% | $0.94 | — | CONV | 14161HAG3 |
| — | TESLA INC | 32,278,000 | $34.94M | 0.7% | $1.03 | — | CONV | 88160RAC5 |
| — | NXP SEMICONDUCTOR NV | 27,643,000 | $34.33M | 0.7% | $1.13 | — | CONV | 62952QAB6 |
| — | ROYAL GOLD INC | 31,065,000 | $33.3M | 0.6% | $0.96 | — | CONV | 780287AA6 |
| — | FIREEYE INC | 34,785,000 | $32.83M | 0.6% | $0.92 | — | CONV | 31816QAB7 |
| — | STARWOOD PROPERTY TRUST | 32,020,000 | $32.58M | 0.6% | $1.00 | — | CONV | 85571BAH8 |
| — | LIBERTY INTERACTIVE LLC | 57,273,000 | $32.41M | 0.6% | $0.52 | — | CONV | 530715AN1 |
| — | CALATLANTIC GROUP INC | 30,980,000 | $31.32M | 0.6% | $0.93 | — | CONV | 783764AS2 |
| — | CEMEX SAB DE CV | 29,450,000 | $30.75M | 0.6% | $1.04 | — | CONV | 151290BT9 |
| — | ATLAS AIR WORLDWIDE HLDG | 26,499,000 | $30.55M | 0.6% | $1.03 | — | CONV | 049164BH8 |
| — | IONIS PHARMACEUTICALS IN | 28,544,000 | $30.16M | 0.6% | $1.04 | — | CONV | 464337AJ3 |
| — | ENSCO JERSEY FINANCE LTD | 33,324,000 | $29.64M | 0.6% | $0.89 | — | CONV | 29359WAB1 |
| — | PROOFPOINT INC | 23,191,000 | $29.11M | 0.6% | $1.11 | — | CONV | 743424AD5 |
| — | DOMINION ENERGY INC | 554,922 | $28.74M | 0.6% | $50.70 | — | CONV PFD | 25746U836 |
| — | BIOMARIN PHARMACEUTICAL | 24,045,000 | $28.52M | 0.5% | $1.11 | — | CONV | 09061GAF8 |
| — | HORIZON PHARMA INV LTD | 30,499,000 | $28.34M | 0.5% | $0.91 | — | CONV | 44052TAB7 |
| — | VIAVI SOLUTIONS INC | 27,338,000 | $28.22M | 0.5% | $1.02 | — | CONV | 46612JAF8 |
| — | NUVASIVE INC | 23,863,000 | $28.02M | 0.5% | $1.29 | — | CONV | 670704AG0 |
| — | IMPAX LABORATORIES INC | 28,527,000 | $27.79M | 0.5% | $0.88 | — | CONV | 45256BAE1 |
| — | TESLA INC | 24,810,000 | $26.31M | 0.5% | $0.92 | — | CONV | 88160RAB7 |
| — | STARWOOD PROPERTY TRUST | 23,318,000 | $25.67M | 0.5% | $1.07 | — | CONV | 85571BAB1 |
| — | ANTHEM INC | 442,326 | $24.76M | 0.5% | $50.93 | — | CONV PFD | 036752202 |
| — | AKAMAI TECHNOLOGIES INC | 24,521,000 | $24.74M | 0.5% | $1.01 | — | CONV | 00971TAG6 |
| — | NAVISTAR INTL CORP | 22,500,000 | $24.51M | 0.5% | $1.09 | — | CONV | 63934EAS7 |
| — | NEVRO CORP | 22,936,000 | $23.96M | 0.5% | $1.06 | — | CONV | 64157FAA1 |
| — | EURONET WORLDWIDE INC | 19,230,000 | $23.75M | 0.5% | $1.20 | — | CONV | 298736AH2 |
| — | CAESARS ENTERTAIN CORP | 11,778,000 | $22.86M | 0.4% | $1.94 | — | CONV | 127686AA1 |
| — | COLONY NORTHSTAR INC | 21,881,000 | $22.54M | 0.4% | $1.05 | — | CONV | 19624RAA4 |
| — | CYPRESS SEMICONDUCTOR CO | 17,018,000 | $22.42M | 0.4% | $1.31 | — | CONV | 232806AM1 |
| — | NY COMMUNITY CAP TRUST V | 421,353 | $21.34M | 0.4% | $51.28 | — | CONV PFD | 64944P307 |
| — | BLACKROCK CAPITAL INVEST | 19,810,000 | $20.54M | 0.4% | $1.03 | — | CONV | 092533AC2 |
| — | TCP CAPITAL CORP | 19,640,000 | $20.22M | 0.4% | $1.04 | — | CONV | 87238QAD5 |
| — | SM ENERGY CO | 20,557,000 | $20.11M | 0.4% | $1.05 | — | CONV | 78454LAM2 |
| — | WELLTOWER INC | 326,000 | $19.63M | 0.4% | $63.76 | — | CONV PFD | 95040Q203 |
| — | INTERCEPT PHARMAS | 24,415,000 | $19.54M | 0.4% | $0.86 | — | CONV | 45845PAA6 |
| — | CORNERSTONE ONDEMAND INC | 19,117,000 | $19.02M | 0.4% | $1.03 | — | CONV | 21925YAB9 |
| — | CEMEX SAB DE CV | 18,016,000 | $18.65M | 0.4% | $0.96 | — | CONV | 151290BR3 |
| — | IH MERGER SUB LLC | 13,626,000 | $17.52M | 0.3% | $1.03 | — | CONV | 85571WAB5 |
| — | DEPOMED INC | 20,534,000 | $17.4M | 0.3% | $1.11 | — | CONV | 249908AA2 |
| — | OLD REPUBLIC INTL CORP | 12,379,000 | $17.18M | 0.3% | $1.22 | — | CONV | 680223AH7 |
| — | SALESFORCE.COM INC | 11,145,000 | $17.1M | 0.3% | $1.18 | — | CONV | 79466LAD6 |
| — | CALAMP CORP | 16,066,000 | $16.77M | 0.3% | $0.96 | — | CONV | 128126AB5 |
| — | MOLINA HEALTHCARE INC | 12,174,000 | $16.75M | 0.3% | $1.20 | — | CONV | 60855RAD2 |
| — | ATLAS AIR WORLDWIDE HLDG | 13,693,000 | $16.18M | 0.3% | $1.10 | — | CONV | 049164BJ4 |
| — | VEREIT INC | 16,078,000 | $16.1M | 0.3% | $0.96 | — | CONV | 02917TAA2 |
| — | CIENA CORP | 12,241,000 | $15.98M | 0.3% | $1.32 | — | CONV | 171779AK7 |
| QGEN 0.375 03/19/19 | QIAGEN NV | 13,000,000 | $15.15M | 0.3% | $1.23 | — | CONV | N72482AA5 |
| — | SPIRIT REALTY CAPITAL IN | 14,153,000 | $14.73M | 0.3% | $1.11 | — | CONV | 84860WAB8 |
| TREE | LendingTree Inc | 43,160 | $14.69M | 0.3% | $282.63 | — | COM | 52603B107 |
| — | NATIONAL HEALTH INVESTOR | 12,893,000 | $14.63M | 0.3% | $1.00 | — | CONV | 63633DAE4 |
| — | WPX ENERGY INC | 232,114 | $14.26M | 0.3% | $51.85 | — | CONV PFD | 98212B202 |
| — | OASIS PETROLEUM INC | 13,239,000 | $14.14M | 0.3% | $1.10 | — | CONV | 674215AJ7 |
| — | AK STEEL CORP | 10,475,000 | $13.92M | 0.3% | $1.41 | — | CONV | 001546AP5 |
| — | GREEN PLAINS INC | 14,703,000 | $13.92M | 0.3% | $1.02 | — | CONV | 393222AF1 |
| — | MOLINA HEALTHCARE INC | 7,000,000 | $13.39M | 0.3% | $1.56 | — | CONV | 60855RAC4 |
| — | AMERICAN TOWER CORP | 102,685 | $12.93M | 0.2% | $100.08 | — | CONV PFD | 03027X407 |
| — | ADVANCED MICRO DEVICES | 8,259,000 | $12.42M | 0.2% | $1.10 | — | CONV | 007903BD8 |
| — | MEDICINES COMPANY | 12,635,000 | $11.61M | 0.2% | $1.05 | — | CONV | 584688AG0 |
| — | ARBOR REALTY TRUST INC | 10,591,000 | $10.79M | 0.2% | $1.02 | — | CONV | 038923AB4 |
| — | VEREIT INC | 10,136,000 | $10.43M | 0.2% | $0.93 | — | CONV | 02917TAB0 |
| — | TESLA INC | 8,811,000 | $10.27M | 0.2% | $1.04 | — | CONV | 88160RAD3 |
| — | CLOVIS ONCOLOGY INC | 7,328,000 | $9.903M | 0.2% | $1.02 | — | CONV | 189464AB6 |
| CMI | Cummins Inc | 50,000 | $8.832M | 0.2% | $138.21 | 0.0% | COM | 231021106 |
| — | NUANCE COMMUNICATIONS | 8,262,000 | $8.516M | 0.2% | $0.97 | — | CONV | 67020YAG5 |
| — | RPM INTERNATIONAL INC | 7,332,000 | $8.512M | 0.2% | $1.14 | — | CONV | 749685AT0 |
| — | BLACKHAWK NETWORK HOLD | 8,200,000 | $8.416M | 0.2% | $1.10 | — | CONV | 09238EAB0 |
| GM | General Motors Co | 198,541 | $8.138M | 0.2% | $28.36 | +33.5% | COM | 37045V100 |
| — | HORIZON GLOBAL CORP | 8,511,000 | $8.033M | 0.2% | $0.91 | — | CONV | 44052WAA2 |
| — | TEVA PHARM FIN CO LLC | 9,005,000 | $7.992M | 0.2% | $1.33 | — | CONV | 88163VAE9 |
| VZ | Verizon Communications Inc | 150,000 | $7.94M | 0.2% | $30.95 | +3.3% | COM | 92343V104 |
| — | GOLDMAN SACHS BDC INC | 7,535,000 | $7.804M | 0.1% | $1.04 | — | CONV | 38147UAB3 |
| — | NEXTERA ENERGY INC | 111,271 | $7.786M | 0.1% | $54.95 | — | CONV PFD | 65339F846 |
| — | EVERBRIDGE INC | 6,847,000 | $7.623M | 0.1% | $1.11 | — | CONV | 29978AAA2 |
| — | CALATLANTIC GROUP INC | 4,044,000 | $7.282M | 0.1% | $1.22 | — | CONV | 783764AQ6 |
| UPS | United Parcel Service Inc | 59,575 | $7.098M | 0.1% | $78.32 | +10.2% | COM | 911312106 |
| — | INSULET CORPORATION | 5,279,000 | $6.91M | 0.1% | $1.31 | — | CONV | 45784PAF8 |
| — | INNOVIVA INC | 6,500,000 | $6.457M | 0.1% | $1.13 | — | CONV | 88338TAB0 |
| — | CLEVELAND-CLIFFS INC | 4,797,000 | $5.257M | 0.1% | $1.10 | — | CONV | 185899AA9 |
| M | Macy's Inc | 200,000 | $5.038M | 0.1% | $21.99 | -0.2% | COM | 55616P104 |
| WMT | Walmart Inc | 50,000 | $4.938M | 0.1% | $22.90 | +17.1% | COM | 931142103 |
| TGT | Target Corp | 75,000 | $4.894M | 0.1% | $48.06 | 0.0% | COM | 87612E106 |
| — | DANAHER CORP | 1,328,000 | $4.707M | 0.1% | $2.52 | — | CONV | 235851AF9 |
| — | Flexion Therapeutics Inc | 184,267 | $4.614M | 0.1% | $24.97 | — | COM | 33938J106 |
| — | EVOLENT HEALTH INC | 4,778,000 | $4.587M | 0.1% | $0.96 | — | CONV | 30050BAB7 |
| MRK | Merck & Co Inc | 81,000 | $4.558M | 0.1% | $44.73 | -3.9% | COM | 58933Y105 |
| — | HOLOGIC INC | 3,307,000 | $4.545M | 0.1% | $1.16 | — | CONV | 436440AC5 |
| — | KEYW HOLDING CORP | 4,733,000 | $4.34M | 0.1% | $0.93 | — | CONV | 493723AA8 |
| — | ANADARKO PETROLEUM CORP | 127,364 | $4.304M | 0.1% | $43.00 | — | CONV PFD | 032511404 |
| — | ACORDA THERAPEUTICS INC | 4,968,000 | $4.245M | 0.1% | $0.91 | — | CONV | 00484MAA4 |
| — | Celgene Corp | 40,000 | $4.174M | 0.1% | $104.35 | — | COM | 151020104 |
| ETN | Eaton Corp PLC | 50,000 | $3.951M | 0.1% | $63.97 | +3.6% | COM | G29183103 |
| ABBV | AbbVie Inc | 39,243 | $3.795M | 0.1% | $65.20 | +2.6% | COM | 00287Y109 |
| INCY | Incyte Corp | 39,500 | $3.741M | 0.1% | $127.10 | -17.8% | COM | 45337C102 |
| RGLD | Royal Gold Inc | 45,100 | $3.704M | 0.1% | $86.58 | -1.1% | COM | 780287108 |
| — | Time Warner Inc | 37,670 | $3.446M | 0.1% | $91.48 | — | COM | 887317303 |
| — | ALZA CORP | 1,633,000 | $3.138M | 0.1% | $1.40 | — | CONV | 02261WAB5 |
| MS | Morgan Stanley | 58,693 | $3.08M | 0.1% | $36.48 | +8.9% | COM | 617446448 |
| — | TPG Pace Energy Holdings Corp | 300,000 | $3.075M | 0.1% | $10.42 | — | COM | 872656202 |
| NXPI | NXP Semiconductors NV | 24,820 | $2.906M | 0.1% | $102.65 | 0.0% | COM | N6596X109 |
| GD | General Dynamics Corp | 14,116 | $2.872M | 0.1% | $166.44 | +2.4% | COM | 369550108 |
| — | BRISTOL-MYERS SQUIBB CO | 1,706,000 | $2.69M | 0.1% | $1.36 | — | CONV | 110122AN8 |
| SYF | Synchrony Financial | 69,310 | $2.676M | 0.1% | $24.80 | +12.9% | COM | 87165B103 |
| MTB | M&T Bank Corp | 15,000 | $2.565M | 0.0% | $129.92 | 0.0% | COM | 55261F104 |
| GLD | SPDR Gold Shares | 20,000 | $2.473M | 0.0% | $122.11 | — | COM | 78463V107 |
| — | ILLUMINA INC | 2,183,000 | $2.375M | 0.0% | $1.11 | — | CONV | 452327AF6 |
| DB | Deutsche Bank AG | 120,000 | $2.29M | 0.0% | $15.74 | 0.0% | COM | D18190898 |
| LOW | Lowe's Cos Inc | 23,245 | $2.16M | 0.0% | $65.65 | +8.5% | COM | 548661107 |
| T | AT&T Inc | 50,000 | $1.944M | 0.0% | $15.25 | 0.0% | COM | 00206R102 |
| V | Visa Inc | 15,916 | $1.815M | 0.0% | $104.38 | 0.0% | COM | 92826C839 |
| — | MICROCHIP TECHNOLOGY INC | 1,002,000 | $1.708M | 0.0% | $1.02 | — | CONV | 595017AD6 |
| — | Spirit Airlines Inc | 37,500 | $1.682M | 0.0% | $44.85 | — | COM | 848577102 |
| CVS | CVS Health Corp | 18,600 | $1.349M | 0.0% | $56.24 | 0.0% | COM | 126650100 |
| — | TPG SPECIALTY LENDING IN | 1,300,000 | $1.344M | 0.0% | $1.02 | — | CONV | 87265KAB8 |
| — | Alexion Pharmaceuticals Inc | 10,958 | $1.31M | 0.0% | $119.55 | — | COM | 015351109 |
| HAIN | Hain Celestial Group Inc/The | 30,000 | $1.272M | 0.0% | $39.60 | 0.0% | COM | 405217100 |
| — | INSULET CORPORATION | 924,000 | $1.255M | 0.0% | $1.03 | — | CONV | 45784PAD3 |
| SJM | JM Smucker Co/The | 10,000 | $1.242M | 0.0% | $85.77 | 0.0% | COM | 832696405 |
| BIIB | Biogen Inc | 3,626 | $1.155M | 0.0% | $320.80 | 0.0% | COM | 09062X103 |
| — | KB HOME | 900,000 | $1.107M | 0.0% | $0.97 | — | CONV | 48666KAS8 |
| VMC | Vulcan Materials Co | 8,383 | $1.076M | 0.0% | $113.72 | 0.0% | COM | 929160109 |
| — | ARES CAPITAL CORP | 989,000 | $995K | 0.0% | $1.03 | — | CONV | 04010LAJ2 |
| — | QUIDEL CORP | 795,000 | $978K | 0.0% | $1.00 | — | CONV | 74838JAA9 |
| — | BROADSOFT INC | 745,000 | $976K | 0.0% | $1.07 | — | CONV | 11133BAB8 |
| — | Foot Locker Inc | 20,000 | $938K | 0.0% | $46.90 | — | COM | 344849104 |
| KMI | Kinder Morgan Inc/DE | 50,000 | $904K | 0.0% | $11.40 | 0.0% | COM | 49456B101 |
| — | PRICELINE GROUP INC/THE | 490,000 | $899K | 0.0% | $1.28 | — | CONV | 741503AQ9 |
| MU | Micron Technology Inc | 21,500 | $884K | 0.0% | $26.37 | +59.4% | COM | 595112103 |
| — | MEDIDATA SOLUTIONS INC | 617,000 | $856K | 0.0% | $1.10 | — | CONV | 58471AAB1 |
| — | NOVELLUS SYSTEMS INC | 154,000 | $845K | 0.0% | $1.55 | — | CONV | 670008AD3 |
| — | SANDISK CORP | 801,000 | $839K | 0.0% | $1.04 | — | CONV | 80004CAF8 |
| — | Navistar International Corp | 19,478 | $835K | 0.0% | $42.87 | — | COM | 63934E108 |
| CSX | CSX Corp | 15,000 | $825K | 0.0% | $15.87 | 0.0% | COM | 126408103 |
| — | Caesars Entertainment Corp | 56,831 | $719K | 0.0% | $12.65 | — | COM | 127686103 |
| — | WEB.COM GROUP INC | 721,000 | $714K | 0.0% | $0.93 | — | CONV | 94733AAA2 |
| — | Bunge Ltd | 10,000 | $671K | 0.0% | $67.10 | — | COM | G16962105 |
| — | Sprint Corp | 100,000 | $589K | 0.0% | $7.49 | — | COM | 85207U105 |
| — | ENDOLOGIX INC | 610,000 | $581K | 0.0% | $0.94 | — | CONV | 29266SAA4 |
| — | MERITOR INC | 507,000 | $577K | 0.0% | $0.94 | — | CONV | 043353AH4 |
| — | WPX Energy Inc | 40,000 | $563K | 0.0% | $11.50 | — | COM | 98212B103 |
| — | Santander Consumer USA Holding | 30,000 | $559K | 0.0% | $18.63 | — | COM | 80283M101 |
| — | GREENBRIER COS INC | 405,000 | $555K | 0.0% | $1.35 | — | CONV | 393657AH4 |
| — | INPHI CORP | 463,000 | $538K | 0.0% | $1.25 | — | CONV | 45772FAB3 |
| — | LIVE NATION ENTERTAINMEN | 348,000 | $435K | 0.0% | $1.07 | — | CONV | 538034AJ8 |
| FNF | FNF Group | 10,958 | $430K | 0.0% | $25.96 | 0.0% | COM | 31620R303 |
| — | NUANCE COMMUNICATIONS | 409,000 | $411K | 0.0% | $1.01 | — | CONV | 67020YAF7 |
| — | REDWOOD TRUST INC | 416,000 | $398K | 0.0% | $1.00 | — | CONV | 758075AB1 |
| MOH | Molina Healthcare Inc | 5,000 | $383K | 0.0% | $72.18 | 0.0% | COM | 60855R100 |
| — | WORKDAY INC | 320,000 | $370K | 0.0% | $1.06 | — | CONV | 98138HAC5 |
| — | VEON Ltd | 85,300 | $328K | 0.0% | $3.91 | — | COM | 91822M106 |
| — | BROOKDALE SENIOR LIVING | 298,000 | $297K | 0.0% | $1.14 | — | CONV | 112463AA2 |
| — | SYNCHRONOSS TECHNOLOGIES | 336,000 | $286K | 0.0% | $1.04 | — | CONV | 87157BAA1 |
| BTG | B2Gold Corp | 91,725 | $284K | 0.0% | $2.19 | -1.7% | COM | 11777Q209 |
| — | BRISTOW GROUP INC | 250,000 | $276K | 0.0% | $1.10 | — | CONV | 110394AF0 |
| — | HELIX ENERGY SOLUTIONS | 265,000 | $261K | 0.0% | $0.88 | — | CONV | 42330PAG2 |
| RH | RH | 3,000 | $259K | 0.0% | $90.43 | 0.0% | COM | 74967X103 |
| — | SINA CORP | 230,000 | $230K | 0.0% | $0.99 | — | CONV | 82922RAD5 |
| — | REDWOOD TRUST INC | 232,000 | $225K | 0.0% | $1.00 | — | CONV | 758075AC9 |
| — | Xcerra Corp | 21,916 | $215K | 0.0% | $9.81 | — | COM | 98400J108 |
| — | PDL BIOPHARMA INC | 235,000 | $212K | 0.0% | $1.06 | — | CONV | 69329YAF1 |
| — | SPDR S&P 500 ETF Trust | 3,300 | $199K | 0.0% | — | — | Put | 78462F953 |
| — | CTRIP.COM INTL LTD | 134,000 | $193K | 0.0% | $1.03 | — | CONV | 22943FAD2 |
| — | SEACOR HOLDINGS INC | 191,000 | $179K | 0.0% | $1.13 | — | CONV | 811904AM3 |
| CX | Cemex SAB de CV | 22,873 | $172K | 0.0% | $9.08 | — | COM | 151290889 |
| — | 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 |
| — | Santander Consumer USA Holding | 450 | $99,000 | 0.0% | — | — | Call | 80283M901 |
| — | CHART INDUSTRIES INC | 113,000 | $98,000 | 0.0% | $1.18 | — | CONV | 16115QAC4 |
| — | Petroleo Brasileiro SA | 700 | $91,000 | 0.0% | — | — | Call | 71654V908 |
| — | Workday Inc | 450 | $88,000 | 0.0% | — | — | Put | 98138H951 |
| — | HORNBECK OFFSHORE SERV | 145,000 | $74,000 | 0.0% | $1.19 | — | CONV | 440543AN6 |
| — | Workday Inc | 500 | $70,000 | 0.0% | — | — | Call | 98138H901 |
| — | JM Smucker Co/The | 309 | $67,000 | 0.0% | — | — | Call | 832696905 |
| — | iShares Russell 2000 ETF | 2,000 | $60,000 | 0.0% | — | — | Call | 464287905 |
| — | Vale SA | 1,700 | $52,000 | 0.0% | — | — | Call | 91912E905 |
| — | INFINERA CORP | 45,000 | $46,000 | 0.0% | $1.05 | — | CONV | 45667GAB9 |
| — | Financial Select Sector SPDR F | 2,000 | $42,000 | 0.0% | — | — | Put | 81369Y955 |
| — | Freeport-McMoRan Inc | 200 | $40,000 | 0.0% | — | — | Call | 35671D907 |
| — | FNF Group | 1,000 | $35,000 | 0.0% | — | — | Call | 31620R903 |
| — | Depomed Inc | 2,000 | $30,000 | 0.0% | — | — | Call | 249908904 |
| — | ENCORE CAPITAL GROUP INC | 42,000 | $29,000 | 0.0% | $0.92 | — | CONV | 292554AH5 |
| — | LendingTree Inc | 50 | $25,000 | 0.0% | — | — | Call | 52603B907 |
| — | Zillow Group Inc | 300 | $22,000 | 0.0% | — | — | Put | 98954M951 |
| — | Pandora Media Inc | 1,000 | $14,000 | 0.0% | — | — | Call | 698354907 |
| — | Deutsche Bank AG | 600 | $11,000 | 0.0% | — | — | Put | D18190958 |
| — | VEON Ltd | 1,000 | $10,000 | 0.0% | — | — | Call | 91822M906 |
| — | CBS Corp | 300 | $9,000 | 0.0% | — | — | Call | 124857903 |
| — | Royal Gold Inc | 200 | $8,000 | 0.0% | — | — | Put | 780287958 |
| — | FireEye Inc | 1,000 | $7,000 | 0.0% | — | — | Call | 31816Q901 |
| — | United Parcel Service Inc | 500 | $7,000 | 0.0% | — | — | Put | 911312956 |
| — | Teva Pharmaceutical Industries | 750 | $6,000 | 0.0% | — | — | Put | 881624959 |
| — | Flexion Therapeutics Inc | 150 | $6,000 | 0.0% | — | — | Put | 33938J956 |
| — | Finisar Corp | 1,039 | $6,000 | 0.0% | — | — | Call | 31787A907 |
| — | Foot Locker Inc | 100 | $5,000 | 0.0% | — | — | Put | 344849954 |
| — | HELIX ENERGY SOLUTIONS | 5,000 | $5,000 | 0.0% | $1.03 | — | CONV | 42330PAH0 |
| — | LendingTree Inc | 200 | $5,000 | 0.0% | — | — | Put | 52603B957 |
| — | Cemex SAB de CV | 500 | $3,000 | 0.0% | — | — | Call | 151290909 |
| — | Royal Gold Inc | 300 | $3,000 | 0.0% | — | — | Call | 780287908 |
| — | Micron Technology Inc | 100 | $1,000 | 0.0% | — | — | Call | 595112903 |
| — | WABASH NATIONAL CORP | 2,000 | $0 | 0.0% | — | — | CONV | 929566AH0 |