13F-HR filed by ADVENT CAPITAL MANAGEMENT /DE/
ADVENT CAPITAL MANAGEMENT /DE/ filed this 13F-HR for the quarter ended 2015-09-30, filed 2015-11-13, with 507 holding rows worth $6,539,733,000.
- Accession
- 0001140361-15-041069
- Filer
- CIK 1097278
- Filed
- 2015-11-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2015
A holdings report, 541 entries on the cover page, a total value of $6,539,733,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $6,539,733,000 with VALUE read as thousands by filing date, 13F file number 028-05049. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| CITRIX SYS INC | 177376AD2 | NOTE 0.500% 4/1 | 122,050,000 | $128,948,000 | thousands by filing date | principal |
| YAHOO INC | 984332AF3 | NOTE 12/0 | 121,392,000 | $117,837,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 96,964 | $113,254,000 | thousands by filing date | |
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 76,163,000 | $92,513,000 | thousands by filing date | principal |
| HOLOGIC INC | 436440AG6 | FRNT 2.000%12/1 | 71,188,000 | $90,395,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAF8 | NOTE 0.500%10/1 | 92,444,000 | $89,169,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 74,015,000 | $87,015,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AY9 | NOTE 3.000%11/1 | 102,166,000 | $86,438,000 | thousands by filing date | principal |
| AMG CAPITAL TRUST II | 00170F209 | CONVERT | 1,460,552 | $82,825,000 | thousands by filing date | |
| ICONIX BRAND GROUP INC | 451055AE7 | NOTE | 86,979,000 | $82,304,000 | thousands by filing date | principal |
| CIENA CORP | 171779AE1 | NOTE | 81,150,000 | $80,492,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 71,300,000 | $77,258,000 | thousands by filing date | principal |
| RED HAT INC | 756577AD4 | NOTE 0.250%10/0 | 62,365,000 | $74,611,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AF6 | NOTE 6/1 | 67,461,000 | $74,263,000 | thousands by filing date | principal |
| JARDEN CORP | 471109AM0 | NOTE 1.125% 3/1 | 63,043,000 | $72,398,000 | thousands by filing date | principal |
| Twitter Inc | 90184LAC6 | CONV | 81,859,000 | $69,888,000 | thousands by filing date | principal |
| CENTERPOINT ENERGY INC CONV PFD TAXBL | 15189T206 | EQUITY | 1,182,632 | $69,383,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061GAE1 | NOTE 0.750%10/1 | 51,055,000 | $66,798,000 | thousands by filing date | principal |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 47,557,000 | $66,742,000 | thousands by filing date | principal |
| WHITING PETROLEUM CORP | 966387AK8 | CONV | 78,642,000 | $64,322,000 | thousands by filing date | principal |
| BROOKDALE SENIOR LIVING | 112463AA2 | NOTE | 59,025,000 | $63,232,000 | thousands by filing date | principal |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 65,505,000 | $62,648,000 | thousands by filing date | principal |
| FOREST CITY ENTERPRISES | 345550AP2 | NOTE | 55,097,000 | $62,001,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAM5 | NOTE 4.375% 1/1 | 58,143,000 | $59,787,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 48,006,000 | $59,642,000 | thousands by filing date | principal |
| FRONTIER COMMUNICATIONS CORP | 35906A207 | PFD CONV SER-A | 635,554 | $59,202,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855RAD2 | DBCV 1.625% 8/1 | 45,200,000 | $58,816,000 | thousands by filing date | principal |
| ELEVANCE HEALTH INC | 036752202 | PREFERRED STOCK | 1,210,056 | $58,589,000 | thousands by filing date | |
| WRIGHT MEDICAL GROUP INC | 98235TAD9 | CONV | 60,196,000 | $57,827,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AJ4 | CONV | 61,995,000 | $57,748,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAG6 | DBCV 2/1 | 54,582,000 | $57,449,000 | thousands by filing date | principal |
| JEFFERIES GROUP INC | 472319AG7 | CORPORATE OBLIG | 55,215,000 | $56,457,000 | thousands by filing date | principal |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 36,935,000 | $55,903,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 56,996,000 | $54,371,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 27,171,000 | $53,001,000 | thousands by filing date | principal |
| CLEARWIRE COMMUNICATIONS LLC | 18538TAG4 | CONV BND | 50,854,000 | $52,740,000 | thousands by filing date | principal |
| Microchip Technology Inc | 595017AC8 | Note 1.6250% 15-Feb-2025 | 54,758,000 | $52,486,000 | thousands by filing date | principal |
| HLS 2 12/1/43 | 421924BL4 | Bond 30/360P2 U | 46,101,000 | $52,277,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AX4 | NOTE 0.900% 9/1 | 52,538,000 | $51,864,000 | thousands by filing date | principal |
| Twitter Inc | 90184LAA0 | CONV | 58,591,000 | $51,391,000 | thousands by filing date | principal |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 46,189 | $49,746,000 | thousands by filing date | |
| Euronet Worldwide Inc | 298736AG4 | CONV | 39,392,000 | $48,333,000 | thousands by filing date | principal |
| Isis Pharmaceuticals Inc | 464337AH7 | CONV | 51,024,000 | $46,539,000 | thousands by filing date | principal |
| RTI INTL METALS INC | 74973WAB3 | NOTE 1.625%10/1 | 42,420,000 | $44,444,000 | thousands by filing date | principal |
| JDS UNIPHASE CORP | 46612JAF8 | DBCV 0.625% 8/1 | 47,471,000 | $44,434,000 | thousands by filing date | principal |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 42,927,000 | $43,857,000 | thousands by filing date | principal |
| CORNERSTONE ONDEMAND INC | 21925YAB9 | NOTE 1.500% 7/0 | 43,661,000 | $43,662,000 | thousands by filing date | principal |
| ROYAL GOLD INC | 780287AA6 | NOTE | 45,160,000 | $43,608,000 | thousands by filing date | principal |
| Liberty Interactive Llc | 530610AB0 | CONV | 46,964,000 | $42,279,000 | thousands by filing date | principal |
| GILEAD SCIENCES INC | 375558AP8 | CORPORATE OBLIG | 9,718,000 | $41,997,000 | thousands by filing date | principal |
| CRM 0.25 4/1/18 | 79466LAD6 | Bond 30/360P2 U | 34,235,000 | $41,850,000 | thousands by filing date | principal |
| MACQUARIE INFRASTRUCTURE COR | 55608BAA3 | NOTE 2.875% 7/1 | 36,363,000 | $41,379,000 | thousands by filing date | principal |
| Alexandria Real Estate E. | 015271505 | CONVERTIBLE PREFERRED STOCK | 1,530,665 | $41,328,000 | thousands by filing date | |
| WBMD 1.5 12/20 | 94770VAK8 | Bond 30/360P2 U | 40,144,000 | $41,250,000 | thousands by filing date | principal |
| LIVE NATION ENTERTAINMENT IN | 538034AJ8 | NOTE 2.500 5/1 | 38,700,000 | $40,480,000 | thousands by filing date | principal |
| FOREST CITY ENTERPRISES INC | 345550AR8 | NOTE 3.625% 8/1 | 38,630,000 | $40,269,000 | thousands by filing date | principal |
| TOLL BROS FIN CORP | 88947EAM2 | NOTE 0.500% 9/1 | 39,136,000 | $40,105,000 | thousands by filing date | principal |
| PORTFOLIO RECOVERY ASSOCS IN | 73640QAB1 | NOTE 3.000% 8/0 | 38,116,000 | $39,761,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AH2 | NOTE 0.500% 6/1 | 34,043,000 | $39,692,000 | thousands by filing date | principal |
| AIR LEASE CORP | 00912XAK0 | NOTE 3.875%12/0 | 30,809,000 | $39,420,000 | thousands by filing date | principal |
| KEYCORP NEW | 493267405 | PFD 7.75% SR A | 298,058 | $39,030,000 | thousands by filing date | |
| FIREEYE INC | 31816QAC5 | CONV | 43,013,000 | $38,241,000 | thousands by filing date | principal |
| VERINT SYS INC | 92343XAA8 | NOTE 1.500% 6/0 | 38,389,000 | $36,863,000 | thousands by filing date | principal |
| FIREEYE INC | 31816QAA9 | BOND | 39,636,000 | $36,107,000 | thousands by filing date | principal |
| TYSON FOODS | 902494301 | COM | 678,330 | $35,338,000 | thousands by filing date | |
| NEWMONT MINING CORP | 651639AJ5 | NOTE 1.625% 7/1 | 35,343,000 | $35,107,000 | thousands by filing date | principal |
| LAM RESEARCH CORP 0.500 | 512807AJ7 | NOTE 0.500% 5/1 | 30,643,000 | $34,703,000 | thousands by filing date | principal |
| B2GOLD CORP | 11777QAB6 | NOTE 3.250%10/0 | 41,290,000 | $34,644,000 | thousands by filing date | principal |
| Linkedin Corp | 53578AAA6 | CONV | 34,109,000 | $33,676,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP | 530715AN1 | DEB 3.500% 1/1 | 64,495,000 | $33,645,000 | thousands by filing date | principal |
| PROOFPOINT INC | 743424AC7 | CONV | 31,760,000 | $33,529,000 | thousands by filing date | principal |
| FINISAR CORP | 31787AAM3 | NOTE 0.500%12/1 | 37,079,000 | $33,094,000 | thousands by filing date | principal |
| GNC HOLDINGS INC | 36191GAA5 | CONV BND | 34,997,000 | $32,411,000 | thousands by filing date | principal |
| SINA CORP | 82922RAD5 | NOTE 1.000%12/0 | 33,896,000 | $31,962,000 | thousands by filing date | principal |
| Starwood Property Trust, Inc. | 85571BAB1 | CONV | 29,860,000 | $30,987,000 | thousands by filing date | principal |
| SERVICENOW INC | 81762PAB8 | NOTE 11/0 | 27,033,000 | $30,472,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAF8 | NOTE 1.500%10/1 | 22,554,000 | $30,444,000 | thousands by filing date | principal |
| SYNCHRONOSS TECHNOLOGIES INC | 87157BAA1 | NOTE 0.750 8/1 | 30,061,000 | $30,380,000 | thousands by filing date | principal |
| ALLSCRIPTS HEALTHCARE SOLUTN | 01988PAD0 | NOTE 1.250% 7/0 | 29,652,000 | $29,462,000 | thousands by filing date | principal |
| LAM RESEARCH CORP | 512807AL2 | NOTE | 23,359,000 | $29,393,000 | thousands by filing date | principal |
| Extra Space Storage Lp | 30225VAD9 | CONV | 29,000,000 | $29,237,000 | thousands by filing date | principal |
| NATIONAL HEALTH INVS INC | 63633DAE4 | NOTE 3.250% 4/0 | 29,784,000 | $28,942,000 | thousands by filing date | principal |
| RADIAN GROUP INC | 750236AN1 | NOTE 2.250% 3/0 | 18,806,000 | $28,480,000 | thousands by filing date | principal |
| HEARTWARE INTERNATIONAL | 422368AB6 | CONV | 31,900,000 | $28,289,000 | thousands by filing date | principal |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 27,388,000 | $27,596,000 | thousands by filing date | principal |
| N 0.25 6/1/18 | 64118QAB3 | Bond 30/360P2 U | 27,166,000 | $27,358,000 | thousands by filing date | principal |
| MDSO 1 8/01/18 | 58471AAB1 | Bond 30/360P2 U | 25,787,000 | $27,192,000 | thousands by filing date | principal |
| COLONY FINL INC | 19624RAA4 | NOTE 5.000% 4/1 | 27,854,000 | $27,188,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BR3 | NOTE 3.720% 3/1 | 28,816,000 | $26,490,000 | thousands by filing date | principal |
| RYLAND GROUP 0.250 | 783764AS2 | NOTE 0.250% 6/0 | 28,610,000 | $26,320,000 | thousands by filing date | principal |
| UNITED STATES STL CORP NEW | 912909AH1 | NOTE 2.750% 4/0 | 26,500,000 | $26,286,000 | thousands by filing date | principal |
| STANDARD PAC CORP 1.250 | 85375CBC4 | NOTE 1.250% 8/0 | 22,646,000 | $26,153,000 | thousands by filing date | principal |
| CTRIP.COM INTER LTD. | 22943FAE0 | CONV | 28,525,000 | $25,899,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS | 67020YAF7 | CORPORATE OBLIG | 25,273,000 | $25,570,000 | thousands by filing date | principal |
| XILINX INC 2.625 | 983919AF8 | NOTE 2.625% 6/1 | 16,616,000 | $24,807,000 | thousands by filing date | principal |
| NUVASIVE INC | 670704AC9 | CORPORATE OBLIG | 19,553,000 | $24,783,000 | thousands by filing date | principal |
| INSULET CORP | 45784PAD3 | NOTE 2.000% 6/1 | 26,659,000 | $24,582,000 | thousands by filing date | principal |
| CIENA CORP | 171779AK7 | DEBT 4.000%12/1 | 17,607,000 | $23,046,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC | 81170YAB5 | NOTE 3.000%11/1 | 28,240,000 | $22,805,000 | thousands by filing date | principal |
| BROADSOFT INC | 11133BAB8 | NOTE 1.500% 7/0 | 21,402,000 | $21,945,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAJ2 | NOTE 4.750prct 1/1 | 20,968,000 | $21,570,000 | thousands by filing date | principal |
| CLEARWAY ENERGY INC | 62942XAD0 | BOND | 24,998,000 | $21,435,000 | thousands by filing date | principal |
| STANDARD BIOTOOLS INC | 34385PAA6 | NOTE 2.750% 2/0 | 29,336,000 | $21,079,000 | thousands by filing date | principal |
| Horizon Pharma Investment Ltd | 44052TAA9 | Corporate | 21,050,000 | $20,813,000 | thousands by filing date | principal |
| Brocade Communications Systems | 111621AP3 | CONV | 21,145,000 | $20,778,000 | thousands by filing date | principal |
| OLD REP INTL CORP | 680223AH7 | NOTE 3.750% 3/1 | 17,835,000 | $20,685,000 | thousands by filing date | principal |
| STANLEY BLACK & DECKER INC | 854502804 | UNIT 11/17/20166 | 177,450 | $19,939,000 | thousands by filing date | |
| AMERICAN RLTY CAP PPTYS INC | 02917TAA2 | NOTE 3.000% 8/0 | 20,652,000 | $19,651,000 | thousands by filing date | principal |
| NVDA 1 12/1/18 | 67066GAC8 | Bond 30/360P2 U | 14,853,000 | $19,567,000 | thousands by filing date | principal |
| ISTAR FINL INC | 45031UBR1 | NOTE 3.000%11/1 | 16,728,000 | $19,253,000 | thousands by filing date | principal |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 19,500,000 | $18,844,000 | thousands by filing date | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 9,848,000 | $18,550,000 | thousands by filing date | principal |
| WEB COM GROUP INC | 94733AAA2 | NOTE 1.000% 8/1 | 19,387,000 | $18,263,000 | thousands by filing date | principal |
| BOTTOMLINE TECH DEL INC | 101388AA4 | NOTE 1.500%12/0 | 16,936,000 | $17,988,000 | thousands by filing date | principal |
| DOMINION RES INC VA NEW | 25746U869 | UNIT 99/99/9999 | 360,060 | $17,856,000 | thousands by filing date | |
| HOLOGIC INC | 436440AC5 | CORPORATE OBLIG | 13,145,000 | $17,782,000 | thousands by filing date | principal |
| JAZZ INVESTMENTS I LTD | 472145AB7 | NOTE 1.875% 8/1 | 17,270,000 | $17,612,000 | thousands by filing date | principal |
| Sunedison Inc | 86732YAE9 | CONV | 29,885,000 | $17,572,000 | thousands by filing date | principal |
| HOMEAWAY INC | 43739QAB6 | NOTE 0.125 4/0 | 18,914,000 | $17,525,000 | thousands by filing date | principal |
| PDLI 4 2/1/18 | 69329YAF1 | Bond 30/360P2 U | 19,655,000 | $17,190,000 | thousands by filing date | principal |
| NEXTERA ENERGY INC | 65339F861 | UNIT 09/01/2016 | 317,511 | $17,062,000 | thousands by filing date | |
| BROADSOFT INC | 11133BAC6 | CONV BND | 17,400,000 | $17,029,000 | thousands by filing date | principal |
| ARVINMERITOR INC | 043353AH4 | CORPORATE OBLIG | 17,084,000 | $16,985,000 | thousands by filing date | principal |
| CLOVIS ONCOLOGY INC | 189464AB6 | NOTE 2.500% 9/1 | 10,000,000 | $16,669,000 | thousands by filing date | principal |
| SYNOVUS FINL CORP SR NT | 87161CAJ4 | Fixed Income | 14,682,000 | $16,352,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 17,437,000 | $16,294,000 | thousands by filing date | principal |
| AMERICAN TOWER CORP NEW | 03027X407 | DEP PFD CONV SE | 167,942 | $16,277,000 | thousands by filing date | |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 16,847,000 | $16,038,000 | thousands by filing date | principal |
| HORNBECK OFFSHORE SVCS INC N | 440543AN6 | NOTE 1.500 9/0 | 20,220,000 | $15,228,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AH5 | NOTE 2.875% 3/1 | 17,907,000 | $15,157,000 | thousands by filing date | principal |
| STANLEY BLACK & DECKER CON | 854502309 | UNIT 99/99/9999 | 110,746 | $14,768,000 | thousands by filing date | |
| Scientific Games Corp | 80874YAU4 | Corporate Bond | 16,590,000 | $14,558,000 | thousands by filing date | principal |
| HURON CONSULTING GROUP INC | 447462AB8 | NOTE 1.250%10/0 | 13,745,000 | $14,279,000 | thousands by filing date | principal |
| RPM INTL INC | 749685AT0 | NOTE 2.250%12/1 | 12,815,000 | $14,246,000 | thousands by filing date | principal |
| SPECTRANETICS CORP | 84760CAA5 | MTNF 2.625% 6/0 | 18,652,000 | $14,141,000 | thousands by filing date | principal |
| SOUTHWESTERN ENERGY CO DEP SHS 120 B | 845467208 | Convertible Preferred | 448,465 | $13,938,000 | thousands by filing date | |
| QIHOO 360 TECHNOLOGY CO LTD | 74734MAE9 | NOTE 0.500% 8/1 | 15,000,000 | $13,135,000 | thousands by filing date | principal |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 9,643,000 | $13,128,000 | thousands by filing date | principal |
| VSH 2.25 11-40 144A CVT | 928298AG3 | CONVERT | 15,652,000 | $12,786,000 | thousands by filing date | principal |
| EBS 2.875 01/21 | 29089QAB1 | Bond 30/360P2 U | 11,145,000 | $12,617,000 | thousands by filing date | principal |
| HELIX ENERGY SOLUTIONS GROUP | 42330PAG2 | CORPORATE OBLIG | 14,943,000 | $12,296,000 | thousands by filing date | principal |
| CIGNA CORPORATION | 125509109 | COM | 91,000 | $12,287,000 | thousands by filing date | |
| CALAMP CORP | 128126AA7 | CONV | 13,250,000 | $12,099,000 | thousands by filing date | principal |
| GREENBRIER COS INC | 393657AH4 | NOTE 3.500% 4/0 | 11,125,000 | $11,916,000 | thousands by filing date | principal |
| WALTER INVESTMENT MANAGEMENT | 93317WAA0 | CNV | 15,850,000 | $11,682,000 | thousands by filing date | principal |
| AMERICAN RLTY CAP PPTYS INC | 02917TAB0 | NOTE 3.750%12/1 | 12,506,000 | $11,592,000 | thousands by filing date | principal |
| PROS HOLDINGS 144A (PRO) - 29. | 74346YAA1 | CONV | 11,707,000 | $11,476,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 17,131,000 | $11,447,000 | thousands by filing date | principal |
| Starwood Waypoint Residential | 85571WAC3 | CONV | 11,246,000 | $11,419,000 | thousands by filing date | principal |
| PTC THERAPEUTICS INC | 69366JAA9 | CONV BND | 12,598,000 | $11,137,000 | thousands by filing date | principal |
| INCYTE CORP | 45337CAN2 | NOTE 1.250%11/1 | 4,767,000 | $10,514,000 | thousands by filing date | principal |
| ARRAY BIOPHARMA INC | 04269XAA3 | NOTE 3.000% 6/0 | 10,493,000 | $10,288,000 | thousands by filing date | principal |
| ASSERTIO THERAPEUTICS INC | 249908AA2 | NOTE 2.500% 9/0 | 8,595,000 | $10,264,000 | thousands by filing date | principal |
| JARDEN CORP | 471109AL2 | NOTE 1.500 6/1 | 7,610,000 | $10,245,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC | 811904AM3 | NOTE 2.500%12/1 | 10,571,000 | $10,133,000 | thousands by filing date | principal |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 10,694,000 | $10,094,000 | thousands by filing date | principal |
| NEXTERA ENERGY INC | 65339F846 | UNIT 08/31/2018 | 195,000 | $9,994,000 | thousands by filing date | |
| ECHO GLOBAL LOGISTICS INC | 27875TAA9 | NOTE | 11,122,000 | $9,977,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AH8 | NOTE 2.625%12/1 | 8,805,000 | $9,829,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BB8 | NOTE | 9,500,000 | $9,668,000 | thousands by filing date | principal |
| MERITOR INC | 59001KAC4 | NOTE 7.875% 3/0 | 6,875,000 | $9,571,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAB8 | NOTE 3.750% 5/1 | 10,304,000 | $9,400,000 | thousands by filing date | principal |
| Interactive Intelligence Inc | 45841VAA7 | Note 1.2500% 01-Jun-2020 | 11,494,000 | $9,361,000 | thousands by filing date | principal |
| HERBALIFE LTD | 42703MAB9 | NOTE 2.000% 8/1 | 10,500,000 | $9,282,000 | thousands by filing date | principal |
| Celanese Us Holdings Llc | 15089QAC8 | CORP | 9,000,000 | $9,124,000 | thousands by filing date | principal |
| CREDIT AGRICOLE SA | 225313AD7 | CORP | 9,000,000 | $8,978,000 | thousands by filing date | principal |
| ALCOA INC | 013817309 | DEP SHS 1/10TH | 260,544 | $8,834,000 | thousands by filing date | |
| Janus Capital | 47102XAH8 | CONV | 6,566,000 | $8,772,000 | thousands by filing date | principal |
| GENERAL MTRS CO COM | 37045V100 | Stock | 290,000 | $8,706,000 | thousands by filing date | |
| Redwood Trust Inc | 749772AA7 | CONV | 9,157,000 | $8,602,000 | thousands by filing date | principal |
| QIHOO 360 TECHNOLOGY CO LTD | 74734MAF6 | NOTE 1.750% 8/1 | 9,925,000 | $8,375,000 | thousands by filing date | principal |
| J2 GLOBAL INC | 48123VAC6 | NOTE 3.250% 6/1 | 6,930,000 | $8,255,000 | thousands by filing date | principal |
| DOMINION RES INC VA NEW | 25746U703 | UNIT 04/01/2013 | 144,810 | $8,020,000 | thousands by filing date | |
| T MOBILE US INC | 872590203 | CONV PFD SER A | 111,130 | $7,680,000 | thousands by filing date | |
| CEMEX SAB DE CV | 151290BT9 | NOTE 3.720% 3/1 | 8,228,000 | $7,620,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503403 | COM NEW | 6,100 | $7,545,000 | thousands by filing date | |
| RED HAT INC | 756577102 | COM | 104,200 | $7,490,000 | thousands by filing date | |
| Seadrill Ltd | 811727AA4 | CORP | 9,325,000 | $7,274,000 | thousands by filing date | principal |
| STERICYCLE INC | 858912207 | DEP PFD A 1/10 | 71,000 | $7,218,000 | thousands by filing date | |
| HCA INC. | 404119BN8 | Corporate Bond - Domestic | 7,000,000 | $7,035,000 | thousands by filing date | principal |
| CIE 3.125 05/24 | 19075FAB2 | Bond 30/360P2 U | 11,000,000 | $6,957,000 | thousands by filing date | principal |
| Prospect Medical Holding | 743494AC0 | CORP | 6,610,000 | $6,924,000 | thousands by filing date | principal |
| EXELON CORP | 30161N127 | UNIT 99/99/9999 | 153,450 | $6,714,000 | thousands by filing date | |
| CIENA CORP COM NEW | 171779309 | Stock | 323,971 | $6,713,000 | thousands by filing date | |
| NEWPARK RES INC 4.000 | 651718AC2 | NOTE 4.000%10/0 | 7,003,000 | $6,642,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167CB1 | NOTE 2.250%12/1 | 9,000,000 | $6,496,000 | thousands by filing date | principal |
| Tenet Healthcare Corp | 87243QAB2 | CORP | 6,000,000 | $6,345,000 | thousands by filing date | principal |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 342,686 | $6,323,000 | thousands by filing date | |
| INTEGRA LIFESCIENCES HLD | 457985AK5 | NOTE | 5,276,000 | $6,276,000 | thousands by filing date | principal |
| Commercial Metals Co | 201723AK9 | CORP | 7,040,000 | $6,195,000 | thousands by filing date | principal |
| QUIDEL CORP | 74838JAA9 | NOTE 3.250%12/1 | 6,540,000 | $6,080,000 | thousands by filing date | principal |
| OMNICARE INC | 681904AR9 | DBCV 3.250%12/1 | 4,680,000 | $5,988,000 | thousands by filing date | principal |
| Gilead Sciences,Inc. | 375558103 | COM | 60,000 | $5,891,000 | thousands by filing date | |
| HOST HOTELS & RESORTS LPCVT2.5 | 44107TAG1 | CONVERT | 4,678,000 | $5,865,000 | thousands by filing date | principal |
| Neptune Finco Corp | 64072TAA3 | CORP | 5,674,000 | $5,745,000 | thousands by filing date | principal |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BH8 | NOTE 2.250% 6/0 | 6,996,000 | $5,665,000 | thousands by filing date | principal |
| Tpc Group Inc | 89236YAA2 | CORP | 6,500,000 | $5,590,000 | thousands by filing date | principal |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 40,000 | $5,518,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 50,000 | $5,515,000 | thousands by filing date | |
| Hca Inc | 404121AC9 | CORP | 5,000,000 | $5,463,000 | thousands by filing date | principal |
| AMERICAN TOWER CORP NEW | 03027X308 | PFD CONV SER A | 55,000 | $5,437,000 | thousands by filing date | |
| XILINX INC | 983919101 | COM | 125,000 | $5,300,000 | thousands by filing date | |
| Eletson Holdings | 28620QAA1 | CORP | 5,800,000 | $5,278,000 | thousands by filing date | principal |
| Kindred Healthcare Inc | 494580301 | CONV PFD | 6,208 | $5,255,000 | thousands by filing date | |
| Steel Dynamics Inc | 858119BC3 | CORP | 5,500,000 | $5,239,000 | thousands by filing date | principal |
| Radio One Inc | 75040PAS7 | CORP | 5,600,000 | $5,229,000 | thousands by filing date | principal |
| Cleaver-Brooks Inc | 185401AD8 | CORP | 5,500,000 | $5,225,000 | thousands by filing date | principal |
| STILLWATER MINING COMPAN | 86074QAL6 | NOTE | 5,000,000 | $5,115,000 | thousands by filing date | principal |
| ENDOLOGIX INC | 29266SAA4 | NOTE 2.250%12/1 | 5,662,000 | $5,111,000 | thousands by filing date | principal |
| CIENA CORP 3.75 144A 10-18 | 171779AG6 | CONVERT | 4,000,000 | $5,019,000 | thousands by filing date | principal |
| Nuance Communications | 67020YAD2 | CORP | 5,000,000 | $5,013,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAQ5 | NOTE 4.750% 4/1 | 5,540,000 | $4,981,000 | thousands by filing date | principal |
| Dycom Industries Inc | 267475AA9 | CONV | 5,000,000 | $4,957,000 | thousands by filing date | principal |
| AVATION CAP SA / GROUP S | 05351QAA4 | CORP | 5,000,000 | $4,900,000 | thousands by filing date | principal |
| GENERAL CABLE CORP | 369300AL2 | CORPORATE OBLIG | 8,140,000 | $4,794,000 | thousands by filing date | principal |
| Pernix | 71426VAH1 | Cv 4.25% | 6,700,000 | $4,742,000 | thousands by filing date | principal |
| ACCURAY INC | 004397AB1 | CNV | 4,558,000 | $4,598,000 | thousands by filing date | principal |
| Qualcomm Incorporated | 747525103 | COM | 85,000 | $4,567,000 | thousands by filing date | |
| PENNYMAC CORP | 70932AAB9 | NOTE 5.375% 5/0 | 4,988,000 | $4,492,000 | thousands by filing date | principal |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 50,000 | $4,454,000 | thousands by filing date | |
| First Data Corporation | 319963BL7 | CORP | 4,000,810 | $4,451,000 | thousands by filing date | principal |
| BIOGEN INC COM | 09062X103 | Stock | 15,000 | $4,377,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 86,000 | $4,266,000 | thousands by filing date | |
| Sotheby'S | 835898AF4 | CORP | 4,500,000 | $4,185,000 | thousands by filing date | principal |
| BLACKROCK CAPITAL INVESTMENT | 092533AB4 | NOTE 5.500prct 2/1 | 4,003,000 | $4,165,000 | thousands by filing date | principal |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 47,500 | $4,136,000 | thousands by filing date | |
| Pbf Holding Co Llc | 69318FAB4 | CORP | 4,000,000 | $4,112,000 | thousands by filing date | principal |
| VERTELLUS SPECIALTIES | 92531NAH7 | TERM | 4,489,050 | $4,100,000 | thousands by filing date | principal |
| Alliance Data Systems Co | 018581AE8 | CORP | 4,000,000 | $4,085,000 | thousands by filing date | principal |
| Sanmina Corp | 801056AA0 | CORP | 4,000,000 | $4,030,000 | thousands by filing date | principal |
| Sprint Communications | 852061AQ3 | CORP | 4,000,000 | $4,010,000 | thousands by filing date | principal |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 100,000 | $3,883,000 | thousands by filing date | |
| Valeant Pharmaceuticals | 91831AAC5 | CORP | 4,000,000 | $3,820,000 | thousands by filing date | principal |
| Amgen Inc. | 031162100 | COM | 27,000 | $3,735,000 | thousands by filing date | |
| DOMINION RES INC VA NEW | 25746U885 | UNIT 07/01/2016 | 65,500 | $3,661,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 120,000 | $3,617,000 | thousands by filing date | |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 1,826,000 | $3,572,000 | thousands by filing date | principal |
| E TRADE FINL CORP FIXED RT | 269246BM5 | Fixed Income | 3,500,000 | $3,544,000 | thousands by filing date | principal |
| Reynolds Grp Iss/Reynold | 761735AP4 | CORP | 3,500,000 | $3,544,000 | thousands by filing date | principal |
| BRISTOL-MYERS SQUIBB CO | 110122AN8 | DBCV | 2,356,000 | $3,522,000 | thousands by filing date | principal |
| Equinix Inc | 29444UAP1 | CORP | 3,500,000 | $3,491,000 | thousands by filing date | principal |
| HERBALIFE LTD | G4412G101 | COM SHS | 63,700 | $3,472,000 | thousands by filing date | |
| Energizer Holdings Inc | 29273AAA4 | CORP | 3,500,000 | $3,417,000 | thousands by filing date | principal |
| Dana Inc | 235825AE6 | CORP | 3,500,000 | $3,386,000 | thousands by filing date | principal |
| NORTHSTAR REIT | 66704R704 | Common Stock | 267,025 | $3,298,000 | thousands by filing date | |
| CENVEO CORP | 15671BAK7 | CORP | 3,880,000 | $3,279,000 | thousands by filing date | principal |
| Omnicare Inc | 681904AT5 | CORP | 3,000,000 | $3,270,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAG8 | NOTE 4.875% 3/1 | 3,096,000 | $3,185,000 | thousands by filing date | principal |
| Hilton Worldwide Fin Llc | 432891AD1 | CORP | 3,000,000 | $3,113,000 | thousands by filing date | principal |
| Iasis Healthcare/Cap Crp | 45072PAD4 | CORP | 3,000,000 | $3,094,000 | thousands by filing date | principal |
| Mastec Inc Senior Note Callable M/W | 576323AN9 | SENIOR NOTE CALLABLE M/W | 3,725,000 | $3,092,000 | thousands by filing date | principal |
| CREDIT ACCEPTANC | 225310AJ0 | CORP | 3,000,000 | $3,075,000 | thousands by filing date | principal |
| Equinix Inc | 29444UAL0 | CORP | 3,000,000 | $3,068,000 | thousands by filing date | principal |
| CONTINENTAL RES INC | 212015AL5 | Corporate Bond - Domestic | 3,500,000 | $3,044,000 | thousands by filing date | principal |
| WELLTOWER INC 6.50 PFD PREPET | 95040Q203 | CPFD | 49,412 | $3,001,000 | thousands by filing date | |
| Tenet Healthcare Corp | 88033GBY5 | CORP | 3,000,000 | $2,966,000 | thousands by filing date | principal |
| Weyerhaeuser Co. | 962166872 | CONVERTIBLE PREFERRED STOCK | 61,726 | $2,959,000 | thousands by filing date | |
| HEALTHSOUTH CORP | 421924BR1 | CORP | 3,000,000 | $2,918,000 | thousands by filing date | principal |
| Corecivic Inc | 22025YAP5 | CORP | 3,000,000 | $2,895,000 | thousands by filing date | principal |
| UNITED RENTAL N | 911365BB9 | Convertible | 3,000,000 | $2,888,000 | thousands by filing date | principal |
| Jo-Ann Stores Inc | 639888AA4 | CORP | 3,000,000 | $2,790,000 | thousands by filing date | principal |
| MYLAN NV | N59465109 | SHS EURO | 69,191 | $2,786,000 | thousands by filing date | |
| West Corp | 952355AN5 | CORP | 3,000,000 | $2,783,000 | thousands by filing date | principal |
| SABINE PASS LIQUEFACTION | 785592AD8 | CORP | 3,100,000 | $2,767,000 | thousands by filing date | principal |
| Frontier Communications Corp | 35906AAX6 | Equity | 2,850,000 | $2,765,000 | thousands by filing date | principal |
| Tesoro Corp | 881609BA8 | CORP | 2,725,000 | $2,684,000 | thousands by filing date | principal |
| Land O Lakes Cap Trst I | 514665AA6 | CORP | 2,500,000 | $2,638,000 | thousands by filing date | principal |
| Century Link Inc | 156700AX4 | bond | 3,000,000 | $2,636,000 | thousands by filing date | principal |
| Genesis Energy Lp/Genesi | 37185LAG7 | CORP | 2,950,000 | $2,611,000 | thousands by filing date | principal |
| Ashland Inc | 044209AF1 | CORP | 2,750,000 | $2,585,000 | thousands by filing date | principal |
| Regency Energy Part/Fina | 75886AAL2 | CORP | 2,500,000 | $2,565,000 | thousands by filing date | principal |
| LABORATORY CRP OF AMER HLDGS | 50540RAG7 | CNV | 1,753,000 | $2,556,000 | thousands by filing date | principal |
| ICON 1.5 3/18 | 451055AF4 | Bond 30/360P2 U | 3,168,000 | $2,554,000 | thousands by filing date | principal |
| Healthsouth Corp | 421924BK6 | CORP | 2,550,000 | $2,525,000 | thousands by filing date | principal |
| CONSOL ENERGY INC | 20854PAM1 | CORP | 3,500,000 | $2,518,000 | thousands by filing date | principal |
| Shape Technologies Group | 94155UAA7 | CORP | 2,500,000 | $2,513,000 | thousands by filing date | principal |
| Ahern Rentals Inc | 008674AH6 | CORP | 2,865,000 | $2,507,000 | thousands by filing date | principal |
| Earthlink Holdings Corp | 270321AE2 | CORP | 2,425,000 | $2,504,000 | thousands by filing date | principal |
| Ally Financial Inc | 02005NAV2 | CORP | 2,500,000 | $2,478,000 | thousands by filing date | principal |
| BALL CORP | 058498AT3 | Corporate Bond - Domestic | 2,500,000 | $2,473,000 | thousands by filing date | principal |
| Navios Maritime Acq Corp | 63938MAD8 | CORP | 2,650,000 | $2,461,000 | thousands by filing date | principal |
| DANAHER CORP DEL | 235851AF9 | NOTE 1/2 | 993,000 | $2,460,000 | thousands by filing date | principal |
| Kennedy-Wilson Inc | 489399AG0 | CORP | 2,500,000 | $2,450,000 | thousands by filing date | principal |
| ALLERGAN PLC | 125013678 | SHS | 8,955 | $2,434,000 | thousands by filing date | |
| CELANESE US HOLDINGS LLC | 15089QAD6 | COM | 2,500,000 | $2,369,000 | thousands by filing date | principal |
| Sprint Industrial Llc | 85208BAE6 | TERM | 3,000,000 | $2,355,000 | thousands by filing date | principal |
| Blue Cube Spinco Inc | 095370AC6 | CORP | 2,250,000 | $2,348,000 | thousands by filing date | principal |
| SONY GROUP CORP SPONSORED ADR | 835699307 | ADR | 95,000 | $2,328,000 | thousands by filing date | |
| Levi Strauss & Co | 52736RBG6 | CORP | 2,340,000 | $2,305,000 | thousands by filing date | principal |
| SAPPI PAPIER HOLDNG GMBH | 803071AA7 | CORP | 2,250,000 | $2,287,000 | thousands by filing date | principal |
| CALUMET SPECIALTY PROD | 131477AN1 | CORP | 2,500,000 | $2,263,000 | thousands by filing date | principal |
| GLOBAL PARTNERS LP | 37954fab0 | FIXED | 2,500,000 | $2,213,000 | thousands by filing date | principal |
| ALZA CORP 7/2 | 02261WAB5 | SDCV | 1,712,000 | $2,198,000 | thousands by filing date | principal |
| Western Refining/Wnrl Fi | 95931TAB6 | CORP | 2,200,000 | $2,195,000 | thousands by filing date | principal |
| Nxp Bv/Nxp Funding Llc | 62947QAM0 | CORP | 2,000,000 | $2,088,000 | thousands by filing date | principal |
| Lgi Homes Inc | 50187TAA4 | CONV | 1,500,000 | $2,081,000 | thousands by filing date | principal |
| INCYTE CORP | 45337CAM4 | NOTE 0.375%11/1 | 951,000 | $2,066,000 | thousands by filing date | principal |
| CARLSON WAGONLIT BV | 142812AB2 | CORP | 2,000,000 | $2,065,000 | thousands by filing date | principal |
| Cenveo Corp | 15671BAL5 | CORP | 3,000,000 | $2,055,000 | thousands by filing date | principal |
| Masco Corp | 574599BJ4 | CORP | 2,000,000 | $2,030,000 | thousands by filing date | principal |
| Dupont Fabros Tech Lp | 26613TAF7 | CORP | 2,000,000 | $2,015,000 | thousands by filing date | principal |
| Noble Energy Inc | 655044AM7 | CORP | 2,000,000 | $1,993,000 | thousands by filing date | principal |
| First Data Corporation | 319963BN3 | CORP | 2,000,000 | $1,985,000 | thousands by filing date | principal |
| SPEEDWAY MOTORSPORTS | 847788at3 | FIXED | 2,000,000 | $1,970,000 | thousands by filing date | principal |
| CASELLA WASTE SYSTEMS IN | 147448AG9 | CORP | 2,000,000 | $1,970,000 | thousands by filing date | principal |
| CIMAREX ENERGY | 171798AC5 | Convertible/ | 2,000,000 | $1,951,000 | thousands by filing date | principal |
| MGM RESORTS INTERNATIONAL | 552953CC3 | Corporate Bond - Domestic | 2,000,000 | $1,948,000 | thousands by filing date | principal |
| NCR CORPORATION | 62886eaj7 | FIXED | 2,000,000 | $1,903,000 | thousands by filing date | principal |
| Viasat Inc | 92552VAF7 | CORP | 1,805,000 | $1,898,000 | thousands by filing date | principal |
| REGAL ENTERTAINMENT GRP | 758766AF6 | CORP | 2,000,000 | $1,898,000 | thousands by filing date | principal |
| Townsquare Media Inc | 892231AA9 | CORP | 2,100,000 | $1,877,000 | thousands by filing date | principal |
| HAWAIIAN TELCOM HOLDCO INC | 420031106 | COM | 89,983 | $1,870,000 | thousands by filing date | |
| COMPASS MINERALS INTL INC | 20451NAE1 | Corporate Bond - Domestic | 2,000,000 | $1,870,000 | thousands by filing date | principal |
| St Barbara Ltd | 852278AA8 | CORP | 2,000,000 | $1,860,000 | thousands by filing date | principal |
| Navios Maritime Hlds/Fin | 639365AG0 | CORP | 2,250,000 | $1,820,000 | thousands by filing date | principal |
| NRG YIELD INC | 62942XAA6 | NOTE 3.500% 2/0 | 2,000,000 | $1,801,000 | thousands by filing date | principal |
| Appvion Inc | 03834LAA7 | CORP | 3,500,000 | $1,785,000 | thousands by filing date | principal |
| Marathon Oil Corp | 565849AL0 | CORP | 2,000,000 | $1,774,000 | thousands by filing date | principal |
| Union Pacific Corporation | 907818108 | COM | 20,000 | $1,768,000 | thousands by filing date | |
| Boise Cascade Company | 09739DAA8 | CORP | 1,700,000 | $1,760,000 | thousands by filing date | principal |
| First Data Corporation | 319963BB9 | CORP | 1,500,000 | $1,708,000 | thousands by filing date | principal |
| Murphy Oil Corp | 626717AF9 | CORP | 2,000,000 | $1,665,000 | thousands by filing date | principal |
| OCCIDENTAL PETE CORP | 674599105 | COM | 25,000 | $1,654,000 | thousands by filing date | |
| CORNERSTONE ONDEMAND INC COM | 21925Y103 | Stock | 50,000 | $1,650,000 | thousands by filing date | |
| First Quantum Minerals L | 335934AF2 | CORP | 2,505,000 | $1,635,000 | thousands by filing date | principal |
| CEMPRA INC | 15130J109 | COM | 57,500 | $1,601,000 | thousands by filing date | |
| SOMNIGROUP INTERNATIONAL INC COM | 88023U101 | Stock | 22,300 | $1,593,000 | thousands by filing date | |
| NAVISTAR INTL CORPNEW FIXED RT SR NTGTD | 63934EAM0 | FIXED INCOME | 1,900,000 | $1,532,000 | thousands by filing date | principal |
| Firstcash Inc | 31942DAB3 | CORP | 1,500,000 | $1,508,000 | thousands by filing date | principal |
| Sesi Llc | 78412FAL8 | CORP | 1,500,000 | $1,498,000 | thousands by filing date | principal |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 17,971 | $1,497,000 | thousands by filing date | |
| DDR CORP | 251591AX1 | NOTE | 1,389,000 | $1,482,000 | thousands by filing date | principal |
| AIRTRAN HLDGS INC | 00949PAD0 | NOTE 5.250%11/0 | 550,000 | $1,481,000 | thousands by filing date | principal |
| Klx Inc | 482539AA1 | CORP | 1,500,000 | $1,467,000 | thousands by filing date | principal |
| Western Refining Inc | 959319AG9 | CORP | 1,500,000 | $1,463,000 | thousands by filing date | principal |
| TYSON FOODS INC CL A | 902494103 | Stock | 33,900 | $1,461,000 | thousands by filing date | |
| DISPENSING DYNAMICS INTL | 25471QAA7 | CORP | 1,500,000 | $1,448,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620R303 | FNF GROUP COM | 40,656 | $1,442,000 | thousands by filing date | |
| BLACKROCK FLOATING RATE INCO | 09255X100 | COM | 111,350 | $1,441,000 | thousands by filing date | |
| STARWOOD HOTELS&RESORTS WRLD | 85590A401 | COM | 21,400 | $1,423,000 | thousands by filing date | |
| Caraustar Industries Inc | 14076CAB9 | TERM | 1,419,260 | $1,419,000 | thousands by filing date | principal |
| TRANSDIGM INC | 893647ax5 | FIXED | 1,500,000 | $1,417,000 | thousands by filing date | principal |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 8,000 | $1,390,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U104 | SHS CL A | 32,180 | $1,382,000 | thousands by filing date | |
| PRUDENTIAL SHT DURATION HG Y | 74442F107 | COM | 94,200 | $1,381,000 | thousands by filing date | |
| SEADRILL ORD | G7945E105 | COM | 10,170 | $1,381,000 | thousands by filing date | put |
| KROGER CO COM | 501044101 | Stock | 37,562 | $1,355,000 | thousands by filing date | |
| SYNOVUS FINL CORPSUB NT | 87161CAG0 | FIXED INCOME | 1,312,000 | $1,338,000 | thousands by filing date | principal |
| Fiat Chrysler Automobile | 31562QAF4 | CORP | 1,400,000 | $1,313,000 | thousands by filing date | principal |
| Tronox Finance Llc | 897050AB6 | CORP | 2,000,000 | $1,280,000 | thousands by filing date | principal |
| A Schulman Inc | 808194AA2 | CORP | 1,334,000 | $1,264,000 | thousands by filing date | principal |
| BLACKROCK DEBT STRAT FD INC | 09255R103 | COM | 378,175 | $1,263,000 | thousands by filing date | |
| FRONTIER COMMUNICATIONS CORP NOTE M/W CLBL IN DEFAULT | 35906AAN8 | COM | 1,500,000 | $1,260,000 | thousands by filing date | principal |
| AbbVie,Inc. | 00287Y109 | COM | 22,274 | $1,212,000 | thousands by filing date | |
| Telesat Canada/Telesat L | 87952VAJ5 | CORP | 1,200,000 | $1,211,000 | thousands by filing date | principal |
| HEXION INC | 428303AJ0 | CORP | 1,500,000 | $1,208,000 | thousands by filing date | principal |
| Synergy | 871639AA8 | Cv 7.5% | 673,000 | $1,176,000 | thousands by filing date | principal |
| Kerr-Mcgee Corp | 492386AU1 | CORP | 1,000,000 | $1,173,000 | thousands by filing date | principal |
| TPG SPECIALTY LENDING INC | 87265KAB8 | NOTE 4.50012/1 | 1,163,000 | $1,143,000 | thousands by filing date | principal |
| Verizon Communications Inc | 92343V104 | COM | 25,000 | $1,088,000 | thousands by filing date | |
| NOBLE ENERGY INC | 655044105 | COM | 35,502 | $1,071,000 | thousands by filing date | |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 10,000 | $1,063,000 | thousands by filing date | |
| Aci Worldwide Inc | 004498AA9 | CORP | 1,000,000 | $1,048,000 | thousands by filing date | principal |
| GLAXOSMITHKLINE PLC-ADR | 37733W105 | SPONSORED ADR | 27,000 | $1,038,000 | thousands by filing date | |
| ALTERA CORP | 021441100 | COM | 20,605 | $1,032,000 | thousands by filing date | |
| AIR LEASE CORP | 00912X302 | CL A | 32,902 | $1,017,000 | thousands by filing date | |
| Dpx Holdings Bv | 46590GAA1 | CORP | 1,000,000 | $1,014,000 | thousands by filing date | principal |
| Gci Inc | 36155WAK2 | CORP | 1,000,000 | $1,010,000 | thousands by filing date | principal |
| CORRECTIONS CORP OF AMER | 22025YAQ3 | CORP | 1,000,000 | $1,008,000 | thousands by filing date | principal |
| Rite Aid Corp | 767754CH5 | CORP | 1,000,000 | $996,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAM4 | NOTE 5.875% 1/1 | 1,024,000 | $988,000 | thousands by filing date | principal |
| ConocoPhillips Co GTD Note | 20826FAD8 | Corporate SemiU | 1,000,000 | $978,000 | thousands by filing date | principal |
| Level 3 Financing Inc | 527298BG7 | CORP | 1,000,000 | $953,000 | thousands by filing date | principal |
| Brookfield Residential | 11283WAC8 | CORP | 1,000,000 | $948,000 | thousands by filing date | principal |
| Hess Corp | 42809HAF4 | CORP | 1,000,000 | $927,000 | thousands by filing date | principal |
| Jefferies Fin Llc / Jfin | 47232MAB8 | CORP | 1,000,000 | $915,000 | thousands by filing date | principal |
| Vistajet Malta Fin / Vis | 92840KAA4 | CORP | 1,000,000 | $910,000 | thousands by filing date | principal |
| SOUTHWESTERN ENERGY CO | 845467AL3 | Corporate Bond - Domestic | 1,000,000 | $895,000 | thousands by filing date | principal |
| INVESCO DYNAMIC CR OPPORTUNI | 46132R104 | COM | 79,466 | $840,000 | thousands by filing date | |
| HOSPITALITY PROPERTIES TRUST | 44106M102 | COM SH BEN INT | 30,300 | $775,000 | thousands by filing date | |
| TRONC INC | 896082104 | Common equity shares | 94,929 | $744,000 | thousands by filing date | |
| NAVIOS MARITIME HLDS/FIN | 639365AF2 | CORP | 1,000,000 | $740,000 | thousands by filing date | principal |
| Numericable-Sfr Sas | 67054LAA5 | CORP | 750,000 | $728,000 | thousands by filing date | principal |
| MSG NETWORK INC | 553573106 | CL A | 10,000 | $721,000 | thousands by filing date | |
| Jurassic Holdings Iii | 48207WAA7 | CORP | 1,000,000 | $708,000 | thousands by filing date | principal |
| Verso Paper Hldg Llc/Inc | 92531XAP7 | CORP | 3,000,000 | $690,000 | thousands by filing date | principal |
| INCYTE CORP COM | 45337C102 | Stock | 5,750 | $634,000 | thousands by filing date | |
| LIGAND PHARMACEUTICALS INC | 53220KAD0 | NOTE 0.750 8/1 | 480,000 | $623,000 | thousands by filing date | principal |
| ALLY FINL INC COM | 02005N100 | Stock | 29,800 | $607,000 | thousands by filing date | |
| MGM HOLDINGS INC-VTG A | 55303C101 | COMMON STOCK | 7,781 | $598,000 | thousands by filing date | |
| ARES CAPITAL CORP | 04010L103 | COM | 40,000 | $579,000 | thousands by filing date | |
| ISTAR INC | 45031U101 | COMMON STOCK | 44,300 | $557,000 | thousands by filing date | |
| ICONIX BRAND GROUP INC | 451055107 | COM | 39,005 | $527,000 | thousands by filing date | |
| PTC THERAPEUTICS INC | 69366J200 | COM | 19,697 | $526,000 | thousands by filing date | |
| Greystar Real Estate Par | 39807UAA4 | CORP | 500,000 | $525,000 | thousands by filing date | principal |
| Dollar Tree Inc | 30706VAA3 | CORP | 500,000 | $521,000 | thousands by filing date | principal |
| AMERICAN CAPITAL LTD | 02503Y103 | COM | 42,800 | $520,000 | thousands by filing date | |
| Midcontinent Comm & Fin | 59565XAB6 | CORP | 500,000 | $499,000 | thousands by filing date | principal |
| Sterigenics-Nordion Hold | 85917DAA2 | CORP | 500,000 | $498,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AF9 | NOTE 3.000% 7/0 | 494,000 | $491,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 4,657 | $490,000 | thousands by filing date | |
| THERAVANCE INC | 88338T104 | COMMON STOCK | 63,600 | $457,000 | thousands by filing date | |
| Deere & Company | 244199105 | COM | 6,000 | $444,000 | thousands by filing date | |
| Concordia International | 206519AA8 | CORP | 500,000 | $439,000 | thousands by filing date | principal |
| Argo Group International Holdings Ltd | 031635977 | CMN | 7,500 | $424,000 | thousands by filing date | |
| CLEAN HARBORS INC COM | 184496107 | Stock | 9,507 | $418,000 | thousands by filing date | |
| PFPT1.25 12/18 | 743424AB9 | Bond 30/360P2 U | 250,000 | $406,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943F100 | AMERICAN DEP SHS | 1,000 | $405,000 | thousands by filing date | put |
| ALPHA NATURAL RESOURCES INC | 02076XAE2 | NOTE 3.750%12/1 | 10,000,000 | $400,000 | thousands by filing date | principal |
| WRIGHT MED GROUP INC | 98235TAC1 | NOTE 2.000% 8/1 | 360,000 | $381,000 | thousands by filing date | principal |
| Entertainment One Ltd | 29382B102 | COM | 100,000 | $375,000 | thousands by filing date | |
| UNITED STATES STL CORP NEW | 912909108 | COM | 34,973 | $364,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 10,500 | $344,000 | thousands by filing date | |
| VISHAY INTERTECHN INC CVT 144A | 928298AJ7 | CONVERT | 511,000 | $343,000 | thousands by filing date | principal |
| Hughes Satelite Systems | 444454AB8 | CORP | 270,000 | $291,000 | thousands by filing date | principal |
| PROOFPOINT INC | 743424103 | COM | 4,486 | $271,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 154,000 | $269,000 | thousands by filing date | principal |
| TESARO INC | 881569107 | COM | 6,000 | $241,000 | thousands by filing date | |
| SUNE 2 10/01/18 | 86732YAC3 | Bond 30/360P2 U | 317,000 | $240,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338T104 | COMMON STOCK | 2,030 | $227,000 | thousands by filing date | put |
| MDCO 1.375 6/17 | 584688AC9 | Bond 30/360P2 U | 140,000 | $204,000 | thousands by filing date | principal |
| WPX ENERGY INC | 98212B103 | COM | 30,000 | $199,000 | thousands by filing date | |
| Verso Paper Hldg Llc/Inc | 92531XBB7 | CORP | 1,000,000 | $190,000 | thousands by filing date | principal |
| SPY | 78462F103 | SHS | 1,750 | $175,000 | thousands by filing date | put |
| YAHOO INC | 984332106 | COM | 5,179 | $150,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503403 | COM NEW | 20 | $149,000 | thousands by filing date | put |
| BROOKDALE SR LIVING INC | 112463104 | COM | 6,400 | $147,000 | thousands by filing date | |
| CHART INDUSTRIES INC | 16115QAC4 | NOTE | 160,000 | $139,000 | thousands by filing date | principal |
| AGENUS INC | 00847G705 | COM NEW | 30,000 | $138,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 970 | $130,000 | thousands by filing date | call |
| MOLYCORP INC DEL | 608753AF6 | NOTE 6.000% 9/0 | 10,000,000 | $125,000 | thousands by filing date | principal |
| TWITTER INC | 90184L102 | COM | 4,336 | $117,000 | thousands by filing date | |
| STONE ENERGY CORP | 861642AN6 | NOTE | 140,000 | $117,000 | thousands by filing date | principal |
| CEMEX SAB DE CV SPON ADR NEW | 151290889 | ADR | 2,950 | $106,000 | thousands by filing date | put |
| FIREEYE INC | 31816Q101 | COM | 2,550 | $96,000 | thousands by filing date | call |
| YAHOO INC | 984332106 | COM | 1,350 | $84,000 | thousands by filing date | put |
| SONY GROUP CORP SPONSORED ADR | 835699307 | ADR | 750 | $79,000 | thousands by filing date | call |
| HEARTWARE INTL INC | 422368100 | COM | 1,506 | $79,000 | thousands by filing date | |
| WPX ENERGY INC | 98212B103 | COM | 500 | $73,000 | thousands by filing date | put |
| ALCATEL-LUCENT | 013904305 | SPONSORED ADR | 750 | $73,000 | thousands by filing date | put |
| SUNEDISON INC | 86732Y109 | COM | 2,000 | $67,000 | thousands by filing date | put |
| JACK IN THE BOX INC | 466367109 | COM | 165 | $62,000 | thousands by filing date | put |
| ALLY FINL INC COM | 02005N100 | Stock | 1,877 | $61,000 | thousands by filing date | call |
| UNITED STATES STL CORP NEW | 912909108 | COM | 1,000 | $60,000 | thousands by filing date | put |
| RED HAT INC | 756577102 | COM | 450 | $59,000 | thousands by filing date | call |
| MERCADOLIBREINC | 58733R102 | STOK | 540 | $58,000 | thousands by filing date | put |
| CENTURYLINK INC | 156700106 | COM | 370 | $55,000 | thousands by filing date | put |
| Deere & Company | 244199105 | COM | 220 | $51,000 | thousands by filing date | put |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 150 | $49,000 | thousands by filing date | put |
| FIREEYE INC | 31816Q101 | COM | 1,464 | $47,000 | thousands by filing date | |
| SanDisk Corporation | 80004C101 | COM | 740 | $46,000 | thousands by filing date | call |
| ALLERGAN PLC | 125013678 | SHS | 40 | $43,000 | thousands by filing date | put |
| PTC THERAPEUTICS INC | 69366J200 | COM | 100 | $42,000 | thousands by filing date | put |
| CLOVIS ONCOLOGY INC | 189464100 | COM | 480 | $42,000 | thousands by filing date | call |
| WINDSTREAM HLDGS INC | 97382A200 | COM NEW | 420 | $41,000 | thousands by filing date | put |
| STATE STR SPDR DOW JONES IND | 78467X109 | UT SER 1 | 2,000 | $39,000 | thousands by filing date | put |
| HOST HOTELS & RESORTS INC COM | 44107P104 | REIT | 300 | $38,000 | thousands by filing date | put |
| WHITING PETE CORP NEW | 966387102 | COM | 500 | $36,000 | thousands by filing date | put |
| STAPLES INC | 855030102 | COM | 1,000 | $35,000 | thousands by filing date | call |
| CLEAN HARBORS INC COM | 184496107 | Stock | 240 | $31,000 | thousands by filing date | call |
| ICONIX BRAND GROUP INC | 451055107 | COM | 900 | $29,000 | thousands by filing date | put |
| QIHOO 360 TECHNOLOGY CO LTD | 74734M109 | COMMON STOCK-FO | 400 | $28,000 | thousands by filing date | put |
| FRONTIER COMMUNICATIONS CORP | 35906A108 | COM | 685 | $28,000 | thousands by filing date | put |
| LIBERTY GLOBAL PLC | G5480U104 | SHS CL A | 200 | $26,000 | thousands by filing date | put |
| Chesapeake Energy Corp | 165167750 | CONV PFD | 55 | $25,000 | thousands by filing date | |
| E M C CORP MASS | 268648102 | COM | 1,000 | $23,000 | thousands by filing date | call |
| TESARO INC | 881569107 | COM | 150 | $22,000 | thousands by filing date | call |
| AMERICAN CAPITAL LTD | 02503Y103 | COM | 300 | $22,000 | thousands by filing date | call |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 2,000 | $20,000 | thousands by filing date | put |
| Gilead Sciences,Inc. | 375558103 | COM | 40 | $18,000 | thousands by filing date | call |
| Bristol-Myers Squibb Company | 110122108 | COM | 250 | $17,000 | thousands by filing date | call |
| YY INC. ADR | 98426T106 | SPONSORED ADS A | 550 | $17,000 | thousands by filing date | put |
| INCYTE CORP COM | 45337C102 | Stock | 235 | $16,000 | thousands by filing date | call |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 1,681 | $16,000 | thousands by filing date | |
| TWITTER INC | 90184L102 | COM | 1,100 | $14,000 | thousands by filing date | call |
| RESTORATION HARDWARE HLDGS I | 761283100 | COM | 300 | $14,000 | thousands by filing date | put |
| TIBCO SOFTWARE INC | 88632QAB9 | NOTE | 14,000 | $14,000 | thousands by filing date | principal |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259107 | SPON ADR B | 117 | $13,000 | thousands by filing date | call |
| CITRIX SYSTEMS INC | 177376100 | COM | 160 | $12,000 | thousands by filing date | call |
| YAHOO INC | 984332106 | COM | 2,978 | $12,000 | thousands by filing date | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 1,000 | $11,000 | thousands by filing date | put |
| GENERAL ELEC CO | 369604103 | COM | 1,784 | $11,000 | thousands by filing date | put |
| EXELIXIS INC COM | 30161Q104 | Stock | 1,500 | $11,000 | thousands by filing date | call |
| MARKET VECTORS BIOTECH ETF | 57060U183 | BIOT | 60 | $11,000 | thousands by filing date | call |
| ALCOA INC | 013817101 | COM | 1,000 | $10,000 | thousands by filing date | call |
| GENERAL MTRS CO COM | 37045V100 | Stock | 500 | $9,000 | thousands by filing date | call |
| ATMEL CORP | 049513104 | COM | 800 | $9,000 | thousands by filing date | call |
| Micron Technology,Inc. | 595112103 | COM | 1,000 | $8,000 | thousands by filing date | call |
| GENERAL MTRS CO COM | 37045V100 | Stock | 750 | $8,000 | thousands by filing date | put |
| TORONTO DOMINION BK ONT COM NEW | 891160509 | Stock | 600 | $8,000 | thousands by filing date | put |
| IMMUNOMEDICS INC | 452907108 | COM | 1,450 | $7,000 | thousands by filing date | call |
| NIKE,Inc. Class B | 654106103 | COM | 400 | $6,000 | thousands by filing date | put |
| CLOROX CO DEL | 189054109 | COM | 120 | $6,000 | thousands by filing date | call |
| UNITED STATES STL CORP NEW | 912909108 | COM | 1,650 | $6,000 | thousands by filing date | call |
| ALCATEL-LUCENT | 013904305 | SPONSORED ADR | 580 | $6,000 | thousands by filing date | call |
| SHENGDATECH INC | 823213AD5 | CONV BND | 2,975,000 | $6,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 500 | $5,000 | thousands by filing date | call |
| TWITTER INC | 90184L102 | COM | 400 | $5,000 | thousands by filing date | put |
| CHINA UNICOM HONG KONG | 16945R104 | SPONSORED ADR | 300 | $5,000 | thousands by filing date | call |
| TERRAFORM POWER INC | 88104R100 | Common Stock | 180 | $5,000 | thousands by filing date | call |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-15-041069 | this filing | 2015-11-13 | acceptance time not in the bulk data set |