0001140361-16-052608.txt : 20160216
0001140361-16-052608.hdr.sgml : 20160215
20160216093059
ACCESSION NUMBER: 0001140361-16-052608
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20151231
FILED AS OF DATE: 20160216
DATE AS OF CHANGE: 20160216
EFFECTIVENESS DATE: 20160216
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ADVENT CAPITAL MANAGEMENT /DE/
CENTRAL INDEX KEY: 0001097278
IRS NUMBER: 134168910
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05049
FILM NUMBER: 161423778
BUSINESS ADDRESS:
STREET 1: 30 BROAD STREET 30TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10004
BUSINESS PHONE: 2124821600
MAIL ADDRESS:
STREET 1: 30 BROAD STREET 30TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10004
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001097278
XXXXXXXX
12-31-2015
12-31-2015
ADVENT CAPITAL MANAGEMENT /DE/
30 BROAD STREET 30TH FLOOR
NEW YORK
NY
10004
13F HOLDINGS REPORT
028-05049
N
Paul L Latronica
Vice President
212-482-1606
/s/ Paul L Latronica
New York
NY
02-12-2016
0
489
6497594
false
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PRN
SOLE
0
0
29497000
NETSUITE INC
CONV
64118QAB3
26752
26909000
PRN
SOLE
0
0
26909000
NEWMONT MINING CORP
CONV
651639AJ5
35185
35585000
PRN
SOLE
0
0
35585000
NEWPARK RESOURCES INC
CONV
651718AC2
5591
6173000
PRN
SOLE
0
0
6173000
NOVELLUS SYSTEMS INC
CONV
670008AD3
1480
620000
PRN
SOLE
0
0
620000
NRG YIELD INC
CONV
62942XAA6
1843
2000000
PRN
SOLE
0
0
2000000
NRG YIELD INC
CONV
62942XAD0
25911
30044000
PRN
SOLE
0
0
30044000
NUANCE COMMUNICATIONS
CONV
67020YAF7
526
514000
PRN
SOLE
0
0
514000
NUANCE COMMUNICATIONS
CONV
67020YAH3
14145
14500000
PRN
SOLE
0
0
14500000
NUVASIVE INC
CONV
670704AC9
32077
23201000
PRN
SOLE
0
0
23201000
NVIDIA CORP
CONV
67066GAC8
22600
13355000
PRN
SOLE
0
0
13355000
NXP SEMICONDUCTOR NV
CONV
62952QAB6
40576
36545000
PRN
SOLE
0
0
36545000
OLD REPUBLIC INTL CORP
CONV
680223AH7
25910
20163000
PRN
SOLE
0
0
20163000
OMNICARE INC
CONV
681904AR9
4660
4683000
PRN
SOLE
0
0
4683000
ON SEMICONDUCTOR CORP
CONV
682189AH8
11057
9805000
PRN
SOLE
0
0
9805000
ON SEMICONDUCTOR CORP
CONV
682189AJ4
55259
58566000
PRN
SOLE
0
0
58566000
PANDORA MEDIA INC
CONV
698354AA5
8612
8000000
PRN
SOLE
0
0
8000000
PDL BIOPHARMA INC
CONV
69329YAF1
228
283000
PRN
SOLE
0
0
283000
PRA GROUP INC
CONV
73640QAB1
26176
30623000
PRN
SOLE
0
0
30623000
Priceline Group Inc/The
CONV
741503AQ9
44010
30307000
PRN
SOLE
0
0
30307000
Priceline Group Inc/The
CONV
741503AS5
105030
87476000
PRN
SOLE
0
0
87476000
Priceline Group Inc/The
CONV
741503AX4
61778
60910000
PRN
SOLE
0
0
60910000
PROOFPOINT INC
CONV
743424AC7
27963
26264000
PRN
SOLE
0
0
26264000
PROS HOLDINGS INC
CONV
74346YAA1
11558
11707000
PRN
SOLE
0
0
11707000
PROSPECT CAPITAL CORP
CONV
74348TAQ5
5439
6240000
PRN
SOLE
0
0
6240000
PTC THERAPEUTICS INC
CONV
69366JAA9
10183
10998000
PRN
SOLE
0
0
10998000
QIHOO 360 TECH CO LTD
CONV
74734MAE9
11621
12000000
PRN
SOLE
0
0
12000000
QUIDEL CORP
CONV
74838JAA9
7569
7725000
PRN
SOLE
0
0
7725000
RADIAN GROUP INC
CONV
750236AN1
24612
18806000
PRN
SOLE
0
0
18806000
Red Hat Inc
CONV
756577AD4
80945
62060000
PRN
SOLE
0
0
62060000
REDWOOD TRUST INC
CONV
758075AB1
13431
14220000
PRN
SOLE
0
0
14220000
RESTORATION HARDWARE HOL
CONV
761283AA8
5554
6000000
PRN
SOLE
0
0
6000000
ROYAL GOLD INC
CONV
780287AA6
31608
34549000
PRN
SOLE
0
0
34549000
RPM INTERNATIONAL INC
CONV
749685AT0
15377
13615000
PRN
SOLE
0
0
13615000
RTI INTERNATIONAL METALS
CONV
74973WAB3
44522
43108000
PRN
SOLE
0
0
43108000
RWT HOLDINGS INC
CONV
749772AB5
7826
8458000
PRN
SOLE
0
0
8458000
SALESFORCE.COM INC
CONV
79466LAD6
44664
34305000
PRN
SOLE
0
0
34305000
SANDISK CORP
CONV
80004CAD3
48510
30831000
PRN
SOLE
0
0
30831000
SANDISK CORP
CONV
80004CAF8
76344
73225000
PRN
SOLE
0
0
73225000
SEACOR HOLDINGS INC
CONV
81170YAB5
22375
28359000
PRN
SOLE
0
0
28359000
SEACOR HOLDINGS INC
CONV
811904AM3
9835
10343000
PRN
SOLE
0
0
10343000
SERVICENOW INC
CONV
81762PAB8
31182
24037000
PRN
SOLE
0
0
24037000
SINA CORP
CONV
82922RAD5
12816
13183000
PRN
SOLE
0
0
13183000
SPECTRANETICS CORP
CONV
84760CAA5
6200
8122000
PRN
SOLE
0
0
8122000
SPIRIT REALTY CAPITAL IN
CONV
84860WAA0
15565
16250000
PRN
SOLE
0
0
16250000
SPIRIT REALTY CAPITAL IN
CONV
84860WAB8
7640
8000000
PRN
SOLE
0
0
8000000
STARWOOD PROPERTY TRUST
CONV
85571BAA3
41891
41070000
PRN
SOLE
0
0
41070000
STARWOOD PROPERTY TRUST
CONV
85571BAB1
29412
29064000
PRN
SOLE
0
0
29064000
STONE ENERGY CORP
CONV
861642AN6
90
107000
PRN
SOLE
0
0
107000
SUNPOWER CORP
CONV
867652AK5
10371
8500000
PRN
SOLE
0
0
8500000
SYNCHRONOSS TECHNOLOGIES
CONV
87157BAA1
35735
35157000
PRN
SOLE
0
0
35157000
TESLA MOTORS INC
CONV
88160RAB7
14935
15932000
PRN
SOLE
0
0
15932000
TESLA MOTORS INC
CONV
88160RAC5
9800
10694000
PRN
SOLE
0
0
10694000
TEVA PHARM FIN CO LLC
CONV
88163VAE9
23021
14543000
PRN
SOLE
0
0
14543000
TIBCO SOFTWARE INC
CONV
88632QAB9
14
14000
PRN
SOLE
0
0
14000
TOLL BROS FINANCE CORP
CONV
88947EAM2
37799
37282000
PRN
SOLE
0
0
37282000
TPG SPECIALTY LENDING IN
CONV
87265KAB8
1149
1163000
PRN
SOLE
0
0
1163000
Twitter Inc
CONV
90184LAB8
56807
66652000
PRN
SOLE
0
0
66652000
Twitter Inc
CONV
90184LAD4
71171
85000000
PRN
SOLE
0
0
85000000
VEREIT INC
CONV
02917TAA2
15717
16815000
PRN
SOLE
0
0
16815000
VEREIT INC
CONV
02917TAB0
9550
10535000
PRN
SOLE
0
0
10535000
VERINT SYSTEMS INC
CONV
92343XAA8
34194
36243000
PRN
SOLE
0
0
36243000
VIAVI SOLUTIONS INC
CONV
46612JAF8
41086
43517000
PRN
SOLE
0
0
43517000
VISHAY INTERTECHNOLOGY
CONV
928298AG3
15477
15652000
PRN
SOLE
0
0
15652000
WEB.COM GROUP INC
CONV
94733AAA2
18038
19155000
PRN
SOLE
0
0
19155000
WEBMD HEALTH CORP
CONV
94770VAF9
28625
27518000
PRN
SOLE
0
0
27518000
WEBMD HEALTH CORP
CONV
94770VAK8
49240
43497000
PRN
SOLE
0
0
43497000
WHITING PETROLEUM CORP
CONV
966387AK8
9495
13845000
PRN
SOLE
0
0
13845000
WRIGHT MEDICAL GROUP INC
CONV
98235TAC1
5441
4816000
PRN
SOLE
0
0
4816000
WRIGHT MEDICAL GROUP INC
CONV
98235TAD9
76321
73944000
PRN
SOLE
0
0
73944000
Xilinx Inc
CONV
983919AF8
29888
17941000
PRN
SOLE
0
0
17941000
YAHOO INC
CONV
984332AF3
121302
123282000
PRN
SOLE
0
0
123282000
A SCHULMAN INC
CONV PFD
808194302
854
1000
SH
SOLE
0
0
1000
ALCOA INC
CONV PFD
013817309
6810
200594
SH
SOLE
0
0
200594
ALEXANDRIA REAL ESTATE E
CONV PFD
015271505
42757
1554810
SH
SOLE
0
0
1554810
AMERICAN TOWER CORP
CONV PFD
03027X308
5738
55000
SH
SOLE
0
0
55000
AMERICAN TOWER CORP
CONV PFD
03027X407
17110
167942
SH
SOLE
0
0
167942
AMG CAPITAL TRUST II
CONV PFD
00170F209
93577
1641645
SH
SOLE
0
0
1641645
ANTHEM INC
CONV PFD
036752202
53535
1150056
SH
SOLE
0
0
1150056
BANK OF AMERICA CORP
CONV PFD
060505682
50603
46297
SH
SOLE
0
0
46297
BLACK HILLS CORP
CONV PFD
092113125
3
59
SH
SOLE
0
0
59
CHESAPEAKE ENERGY CORP
CONV PFD
165167750
24
53
SH
SOLE
0
0
53
DOMINION RESOURCES INC
CONV PFD
25746U703
7755
144810
SH
SOLE
0
0
144810
DOMINION RESOURCES INC
CONV PFD
25746U869
25275
520280
SH
SOLE
0
0
520280
DOMINION RESOURCES INC
CONV PFD
25746U885
5175
95500
SH
SOLE
0
0
95500
EXELON CORP
CONV PFD
30161N127
5528
136660
SH
SOLE
0
0
136660
FRONTIER COMMUNICATIONS
CONV PFD
35906A207
59851
640554
SH
SOLE
0
0
640554
KEYCORP
CONV PFD
493267405
39604
298058
SH
SOLE
0
0
298058
NEXTERA ENERGY INC
CONV PFD
65339F846
20952
396070
SH
SOLE
0
0
396070
NEXTERA ENERGY INC
CONV PFD
65339F861
18413
335761
SH
SOLE
0
0
335761
SANDRIDGE ENERGY INC
CONV PFD
80007P877
1
400
SH
SOLE
0
0
400
STANLEY BLACK & DECKER I
CONV PFD
854502804
26791
227179
SH
SOLE
0
0
227179
STERICYCLE INC
CONV PFD
858912207
6568
71000
SH
SOLE
0
0
71000
T-Mobile US Inc
CONV PFD
872590203
11798
171130
SH
SOLE
0
0
171130
TYSON FOODS INC
CONV PFD
902494301
5203
85230
SH
SOLE
0
0
85230
WELLS FARGO & COMPANY
CONV PFD
949746804
114732
98908
SH
SOLE
0
0
98908
WELLTOWER INC
CONV PFD
95040Q203
3015
49412
SH
SOLE
0
0
49412
WEYERHAEUSER CO
CONV PFD
962166872
3114
61726
SH
SOLE
0
0
61726
WILLIAM LYON HOMES
CONV PFD
552074882
9713
110000
SH
SOLE
0
0
110000
A SCHULMAN INC
CORP
808194AA2
1521
1584000
PRN
SOLE
0
0
1584000
ACI WORLDWIDE INC
CORP
004498AA9
1038
1000000
PRN
SOLE
0
0
1000000
AHERN RENTALS INC
CORP
008674AH6
2105
2615000
PRN
SOLE
0
0
2615000
ALLIANCE DATA SYSTEMS CO
CORP
018581AE8
3030
3000000
PRN
SOLE
0
0
3000000
Ally Financial Inc
CORP
02005NAV2
1534
1500000
PRN
SOLE
0
0
1500000
Ally Financial Inc
CORP
02005NBE9
2456
2500000
PRN
SOLE
0
0
2500000
AVATION CAP SA / GROUP S
CORP
05351QAA4
4675
5000000
PRN
SOLE
0
0
5000000
BLUE CUBE SPINCO INC
CORP
095370AC6
7700
7000000
PRN
SOLE
0
0
7000000
BOISE CASCADE COMPANY
CORP
09739DAA8
3562
3450000
PRN
SOLE
0
0
3450000
BOMBARDIER INC
CORP
097751BF7
1939
2740000
PRN
SOLE
0
0
2740000
BROOKFIELD RESIDENTIAL
CORP
11283WAC8
2745
3000000
PRN
SOLE
0
0
3000000
CALUMET SPECIALTY PROD
CORP
131477AL5
347
360000
PRN
SOLE
0
0
360000
CALUMET SPECIALTY PROD
CORP
131477AN1
2219
2500000
PRN
SOLE
0
0
2500000
CARDTRONICS INC
CORP
14161HAJ7
315
325000
PRN
SOLE
0
0
325000
CARLSON WAGONLIT BV
CORP
142812AB2
2401
2325000
PRN
SOLE
0
0
2325000
CELANESE US HOLDINGS LLC
CORP
15089QAC8
4278
4050000
PRN
SOLE
0
0
4050000
CELANESE US HOLDINGS LLC
CORP
15089QAD6
3452
3500000
PRN
SOLE
0
0
3500000
CENTURYLINK INC
CORP
156700AX4
5685
6000000
PRN
SOLE
0
0
6000000
CENVEO CORP
CORP
15671BAK7
1033
1435000
PRN
SOLE
0
0
1435000
CENVEO CORP
CORP
15671BAL5
2100
4000000
PRN
SOLE
0
0
4000000
CIMAREX ENERGY CO
CORP
171798AC5
2692
3000000
PRN
SOLE
0
0
3000000
CIT GROUP INC
CORP
125581GM4
3098
3000000
PRN
SOLE
0
0
3000000
CLEAVER-BROOKS INC
CORP
185401AD8
6031
6250000
PRN
SOLE
0
0
6250000
COMMERCIAL METALS CO
CORP
201723AK9
6315
7408000
PRN
SOLE
0
0
7408000
COMPASS MINERALS INTERNA
CORP
20451NAE1
2375
2500000
PRN
SOLE
0
0
2500000
CONCORDIA HEALTHCARE
CORP
206519AB6
3448
3500000
PRN
SOLE
0
0
3500000
CONSOL ENERGY INC
CORP
20854PAM1
3159
4750000
PRN
SOLE
0
0
4750000
CONTINENTAL RESOURCES
CORP
212015AH4
3688
5000000
PRN
SOLE
0
0
5000000
CORRECTIONS CORP OF AMER
CORP
22025YAP5
4112
4250000
PRN
SOLE
0
0
4250000
CORRECTIONS CORP OF AMER
CORP
22025YAQ3
1000
1000000
PRN
SOLE
0
0
1000000
CREDIT ACCEPTANC
CORP
225310AJ0
3340
3315000
PRN
SOLE
0
0
3315000
CREDIT AGRICOLE SA
CORP
225313AD7
11227
11000000
PRN
SOLE
0
0
11000000
CVS HEALTH CORP
CORP
126650CR9
2191
2000000
PRN
SOLE
0
0
2000000
DANA HOLDING CORP
CORP
235825AE6
5163
5350000
PRN
SOLE
0
0
5350000
DISPENSING DYNAMICS INTL
CORP
25471QAA7
1508
1500000
PRN
SOLE
0
0
1500000
DUPONT FABROS TECH LP
CORP
26613TAF7
2273
2250000
PRN
SOLE
0
0
2250000
E*TRADE FINANCIAL CORP
CORP
269246BM5
4640
4560000
PRN
SOLE
0
0
4560000
EARTHLINK HOLDINGS CORP
CORP
270321AE2
4023
3925000
PRN
SOLE
0
0
3925000
ELETSON HOLDINGS
CORP
28620QAA1
6120
6800000
PRN
SOLE
0
0
6800000
ENDO LTD/FIN LLC/FINCO
CORP
29273EAA6
1980
2000000
PRN
SOLE
0
0
2000000
ENERGIZER HOLDINGS INC
CORP
29273AAA4
3695
3900000
PRN
SOLE
0
0
3900000
EQUINIX INC
CORP
29444UAP1
4839
4750000
PRN
SOLE
0
0
4750000
FIRST CASH FINANCIAL SER
CORP
31942DAB3
2244
2250000
PRN
SOLE
0
0
2250000
FIRST DATA CORPORATION
CORP
319963BN3
2025
2000000
PRN
SOLE
0
0
2000000
FIRST QUANTUM MINERALS L
CORP
335934AF2
2067
3255000
PRN
SOLE
0
0
3255000
FMG RESOURCES AUG 2006
CORP
30251GAS6
920
1000000
PRN
SOLE
0
0
1000000
FRONTIER COMMUNICATIONS
CORP
35906AAX6
7980
8000000
PRN
SOLE
0
0
8000000
GCI INC
CORP
36155WAK2
1179
1150000
PRN
SOLE
0
0
1150000
GENESIS ENERGY LP/GENESI
CORP
37185LAF9
221
250000
PRN
SOLE
0
0
250000
GENESIS ENERGY LP/GENESI
CORP
37185LAG7
2927
3613000
PRN
SOLE
0
0
3613000
GLOBAL PART/GLP FINANCE
CORP
37954FAB0
2038
2500000
PRN
SOLE
0
0
2500000
GLOBAL PART/GLP FINANCE
CORP
37954FAD6
850
1000000
PRN
SOLE
0
0
1000000
HCA INC
CORP
404119BN8
7018
7000000
PRN
SOLE
0
0
7000000
HEALTHSOUTH CORP
CORP
421924BR1
4896
5250000
PRN
SOLE
0
0
5250000
HESS CORP
CORP
42809HAF4
881
1000000
PRN
SOLE
0
0
1000000
HEXION INC
CORP
428303AJ0
1065
1500000
PRN
SOLE
0
0
1500000
HILTON WORLDWIDE FIN LLC
CORP
432891AD1
3120
3000000
PRN
SOLE
0
0
3000000
HORIZON PHARMA FINANCING
CORP
44052RAA3
3347
3750000
PRN
SOLE
0
0
3750000
HUGHES SATELITE SYSTEMS
CORP
444454AB8
290
270000
PRN
SOLE
0
0
270000
IASIS HEALTHCARE/CAP CRP
CORP
45072PAD4
3238
3500000
PRN
SOLE
0
0
3500000
INTELSAT JACKSON HLDG
CORP
45824TAC9
1601
1830000
PRN
SOLE
0
0
1830000
INTELSAT JACKSON HLDG
CORP
45824TAG0
916
1050000
PRN
SOLE
0
0
1050000
INTL LEASE FINANCE CORP
CORP
459745GG4
3203
3000000
PRN
SOLE
0
0
3000000
KERR-MCGEE CORP
CORP
492386AU1
2180
2000000
PRN
SOLE
0
0
2000000
KINDER MORGAN ENER PART
CORP
494550BL9
3055
3500000
PRN
SOLE
0
0
3500000
KLX INC
CORP
482539AA1
2375
2500000
PRN
SOLE
0
0
2500000
L BRANDS INC
CORP
532716AU1
7969
7500000
PRN
SOLE
0
0
7500000
LAND O LAKES CAP TRST I
CORP
514665AA6
3090
3000000
PRN
SOLE
0
0
3000000
LAND O'LAKES INC
CORP
514666AJ5
52
50000
PRN
SOLE
0
0
50000
MARATHON OIL CORP
CORP
565849AL0
2602
3250000
PRN
SOLE
0
0
3250000
MASCO CORP
CORP
574599BJ4
4913
5000000
PRN
SOLE
0
0
5000000
MASTEC INC
CORP
576323AN9
4520
5225000
PRN
SOLE
0
0
5225000
MGM RESORTS INTL
CORP
552953BX8
1913
1800000
PRN
SOLE
0
0
1800000
MGM RESORTS INTL
CORP
552953CC3
1985
2000000
PRN
SOLE
0
0
2000000
MOLINA HEALTHCARE INC
CORP
60855RAF7
4020
4000000
PRN
SOLE
0
0
4000000
MURPHY OIL CORP
CORP
626717AF9
2486
3250000
PRN
SOLE
0
0
3250000
NATIONSTAR MORT/CAP CORP
CORP
63860UAE0
3113
3000000
PRN
SOLE
0
0
3000000
NAVIENT CORP
CORP
78442FEM6
3075
3000000
PRN
SOLE
0
0
3000000
NAVIOS MARITIME ACQ CORP
CORP
63938MAD8
3480
4000000
PRN
SOLE
0
0
4000000
NAVIOS MARITIME HLDS/FIN
CORP
639365AF2
1463
3250000
PRN
SOLE
0
0
3250000
NAVIOS MARITIME HLDS/FIN
CORP
639365AG0
1500
3000000
PRN
SOLE
0
0
3000000
NEPTUNE FINCO CORP
CORP
64072TAA3
3146
3000000
PRN
SOLE
0
0
3000000
Noble Energy Inc
CORP
655044AM7
3120
3250000
PRN
SOLE
0
0
3250000
NXP BV/NXP FUNDING LLC
CORP
62947QAM0
2080
2000000
PRN
SOLE
0
0
2000000
PBF HOLDING CO LLC
CORP
69318FAB4
4160
4000000
PRN
SOLE
0
0
4000000
PBF HOLDING CO LLC
CORP
69318FAD0
1960
2000000
PRN
SOLE
0
0
2000000
PENN VIRGINIA CORP
CORP
707882AC0
91
606000
PRN
SOLE
0
0
606000
PROSPECT MEDICAL HOLDING
CORP
743494AC0
7204
6910000
PRN
SOLE
0
0
6910000
RADIO ONE INC
CORP
75040PAS7
3294
3600000
PRN
SOLE
0
0
3600000
REGAL ENTERTAINMENT GRP
CORP
758766AF6
2612
2679000
PRN
SOLE
0
0
2679000
REYNOLDS GRP ISS/REYNOLD
CORP
761735AK5
4396
4315000
PRN
SOLE
0
0
4315000
SABINE PASS LIQUEFACTION
CORP
785592AD8
2948
3350000
PRN
SOLE
0
0
3350000
SABINE PASS LIQUEFACTION
CORP
785592AE6
1606
1750000
PRN
SOLE
0
0
1750000
SABINE PASS LIQUEFACTION
CORP
785592AH9
3203
3500000
PRN
SOLE
0
0
3500000
SAPPI PAPIER HOLDNG GMBH
CORP
803071AA7
2301
2250000
PRN
SOLE
0
0
2250000
SCIENTIFIC GAMES INTERNA
CORP
80874YAU4
8644
12090000
PRN
SOLE
0
0
12090000
SEADRILL LTD
CORP
G7945E105
4864
8925000
PRN
SOLE
0
0
8925000
SESI LLC
CORP
78412FAL8
3104
3250000
PRN
SOLE
0
0
3250000
SOTHEBY'S
CORP
835898AF4
5088
5500000
PRN
SOLE
0
0
5500000
SOUTHWESTERN ENERGY CO
CORP
845467AL3
2223
3500000
PRN
SOLE
0
0
3500000
SPECTRUM BRANDS INC
CORP
84762LAT2
5163
5000000
PRN
SOLE
0
0
5000000
SPEEDWAY MOTORSPORTS INC
CORP
847788AT3
2278
2250000
PRN
SOLE
0
0
2250000
SPRINT COMMUNICATIONS
CORP
852061AK6
4484
4250000
PRN
SOLE
0
0
4250000
SPRINT COMMUNICATIONS
CORP
852061AQ3
6045
6000000
PRN
SOLE
0
0
6000000
ST BARBARA LTD
CORP
852278AA8
2880
3000000
PRN
SOLE
0
0
3000000
STEEL DYNAMICS INC
CORP
858119AZ3
1049
1150000
PRN
SOLE
0
0
1150000
STEEL DYNAMICS INC
CORP
858119BD1
243
250000
PRN
SOLE
0
0
250000
SYNOVUS FINANCIAL CORP
CORP
87161CAG0
1368
1312000
PRN
SOLE
0
0
1312000
SYNOVUS FINANCIAL CORP
CORP
87161CAJ4
9931
8907000
PRN
SOLE
0
0
8907000
TELESAT CANADA/TELESAT L
CORP
87952VAJ5
1215
1200000
PRN
SOLE
0
0
1200000
TENET HEALTHCARE CORP
CORP
87243QAB2
6270
6000000
PRN
SOLE
0
0
6000000
TENET HEALTHCARE CORP
CORP
88033GBY5
3413
3500000
PRN
SOLE
0
0
3500000
TESORO LOGISTICS LP/CORP
CORP
88160QAD5
2835
3000000
PRN
SOLE
0
0
3000000
TPC GROUP INC
CORP
89236YAA2
2826
4250000
PRN
SOLE
0
0
4250000
TRANSDIGM INC
CORP
893647AX5
4154
4250000
PRN
SOLE
0
0
4250000
TRONOX FINANCE LLC
CORP
30049XAA5
1540
2750000
PRN
SOLE
0
0
2750000
UNITED RENTALS NORTH AM
CORP
911365BD5
3351
3500000
PRN
SOLE
0
0
3500000
VALEANT PHARMACEUTICALS
CORP
91831AAC5
11056
12250000
PRN
SOLE
0
0
12250000
VIASAT INC
CORP
92552VAF7
1868
1805000
PRN
SOLE
0
0
1805000
VIRGIN AUSTRALIA HOLDING
CORP
92765YAE7
1005
1000000
PRN
SOLE
0
0
1000000
WATERJET HOLDINGS INC
CORP
94155UAA7
2945
2952000
PRN
SOLE
0
0
2952000
WEATHERFORD BERMUDA
CORP
94707VAA8
1208
1500000
PRN
SOLE
0
0
1500000
WEST CORP
CORP
952355AN5
3910
4500000
PRN
SOLE
0
0
4500000
WESTERN REFINING INC
CORP
959319AG9
3391
3478000
PRN
SOLE
0
0
3478000
WESTERN REFINING/WNRL FI
CORP
95931TAB6
2377
2425000
PRN
SOLE
0
0
2425000
Advance Auto Parts Inc
OPT
00751Y106
7
50
SH
Call
SOLE
0
0
50
Advance Auto Parts Inc
OPT
00751Y106
10
125
SH
Call
SOLE
0
0
125
AIR LEASE CORP
OPT
00912X302
5
175
SH
Call
SOLE
0
0
175
AIR LEASE CORP
OPT
00912X302
5
260
SH
Put
SOLE
0
0
260
Ally Financial Inc
OPT
02005N100
55
1375
SH
Call
SOLE
0
0
1375
Ally Financial Inc
OPT
02005N100
2
300
SH
Call
SOLE
0
0
300
Ally Financial Inc
OPT
02005N100
10
800
SH
Call
SOLE
0
0
800
Ally Financial Inc
OPT
02005N100
4
200
SH
Put
SOLE
0
0
200
American Capital Ltd
OPT
02503Y103
5
750
SH
Call
SOLE
0
0
750
American International Group I
OPT
026874784
46
500
SH
Call
SOLE
0
0
500
Atmel Corp
OPT
049513104
3
500
SH
Call
SOLE
0
0
500
BANK OF AMERICA CORP
OPT
060505104
22
1500
SH
Call
SOLE
0
0
1500
BioMarin Pharmaceutical Inc
OPT
09061G101
65
250
SH
Call
SOLE
0
0
250
Callaway Golf Co
OPT
131193104
14
500
SH
Put
SOLE
0
0
500
Caterpillar Inc
OPT
149123101
7
250
SH
Call
SOLE
0
0
250
Cemex SAB de CV
OPT
151290889
7
1000
SH
Put
SOLE
0
0
1000
Cemex SAB de CV
OPT
151290889
30
3000
SH
Put
SOLE
0
0
3000
Ciena Corp
OPT
171779309
1
150
SH
Put
SOLE
0
0
150
Clean Harbors Inc
OPT
184496107
5
240
SH
Call
SOLE
0
0
240
CLOVIS ONCOLOGY INC
OPT
189464100
4
250
SH
Put
SOLE
0
0
250
CLOVIS ONCOLOGY INC
OPT
189464100
6
600
SH
Put
SOLE
0
0
600
Cobalt International Energy In
OPT
19075F106
10
1000
SH
Put
SOLE
0
0
1000
Ctrip.com International Ltd
OPT
22943F100
156
600
SH
Put
SOLE
0
0
600
Ctrip.com International Ltd
OPT
22943F100
81
400
SH
Put
SOLE
0
0
400
Echo Global Logistics Inc
OPT
27875T101
21
500
SH
Put
SOLE
0
0
500
FireEye Inc
OPT
31816Q101
15
700
SH
Put
SOLE
0
0
700
FireEye Inc
OPT
31816Q101
2
400
SH
Put
SOLE
0
0
400
FNF Group
OPT
31620R303
5
200
SH
Call
SOLE
0
0
200
Freeport-McMoRan Inc
OPT
35671D857
15
1000
SH
Call
SOLE
0
0
1000
Freeport-McMoRan Inc
OPT
35671D857
5
500
SH
Call
SOLE
0
0
500
General Electric Co
OPT
369604103
40
1850
SH
Call
SOLE
0
0
1850
General Motors Co
OPT
37045V100
40
400
SH
Call
SOLE
0
0
400
General Motors Co
OPT
37045V100
2
400
SH
Call
SOLE
0
0
400
Hilton Worldwide Holdings Inc
OPT
43300A104
13
500
SH
Call
SOLE
0
0
500
Host Hotels & Resorts Inc
OPT
44107P104
12
300
SH
Put
SOLE
0
0
300
IBM
OPT
459200101
22
300
SH
Call
SOLE
0
0
300
ICONIX BRAND GROUP INC
OPT
451055107
95
4209
SH
Put
SOLE
0
0
4209
Immunomedics Inc
OPT
452907108
4
500
SH
Call
SOLE
0
0
500
Kinder Morgan Inc/DE
OPT
49456B101
0
250
SH
Call
SOLE
0
0
250
Las Vegas Sands Corp
OPT
517834107
21
200
SH
Call
SOLE
0
0
200
Macy's Inc
OPT
55616P104
4
350
SH
Call
SOLE
0
0
350
MannKind Corp
OPT
56400P201
16
1000
SH
Call
SOLE
0
0
1000
Marriott International Inc/MD
OPT
571903202
7
200
SH
Call
SOLE
0
0
200
Marriott International Inc/MD
OPT
571903202
7
150
SH
Put
SOLE
0
0
150
MICRON TECHNOLOGY INC
OPT
595112103
1
500
SH
Call
SOLE
0
0
500
MICRON TECHNOLOGY INC
OPT
595112103
6
750
SH
Call
SOLE
0
0
750
MICRON TECHNOLOGY INC
OPT
595112103
46
750
SH
Call
SOLE
0
0
750
Microsoft Corp
OPT
594918104
37
333
SH
Call
SOLE
0
0
333
Microsoft Corp
OPT
594918104
35
700
SH
Call
SOLE
0
0
700
Mylan NV
OPT
N59465109
9
245
SH
Call
SOLE
0
0
245
Nokia OYJ
OPT
654902204
22
2000
SH
Call
SOLE
0
0
2000
ON SEMICONDUCTOR CORP
OPT
682189105
8
1000
SH
Call
SOLE
0
0
1000
ON SEMICONDUCTOR CORP
OPT
682189105
9
1500
SH
Call
SOLE
0
0
1500
PANDORA MEDIA INC
OPT
698354107
1
300
SH
Put
SOLE
0
0
300
Pfizer Inc
OPT
717081103
1
350
SH
Put
SOLE
0
0
350
Priceline Group Inc/The
OPT
741503403
25
50
SH
Put
SOLE
0
0
50
Qihoo 360 Technology Co Ltd
OPT
74734M109
2
300
SH
Put
SOLE
0
0
300
Red Hat Inc
OPT
756577102
46
200
SH
Call
SOLE
0
0
200
SANDISK CORP
OPT
80004C101
17
300
SH
Put
SOLE
0
0
300
SEADRILL LTD
OPT
G7945E105
8
1500
SH
Call
SOLE
0
0
1500
SEADRILL LTD
OPT
G7945E105
133
8000
SH
Put
SOLE
0
0
8000
SEADRILL LTD
OPT
G7945E105
210
4000
SH
Put
SOLE
0
0
4000
SEADRILL LTD
OPT
G7945E105
1635
6170
SH
Put
SOLE
0
0
6170
Sony Corp
OPT
835699307
9
750
SH
Call
SOLE
0
0
750
SPDR S&P500 ETF Trust
OPT
78462F103
968
3000
SH
Call
SOLE
0
0
3000
SPDR S&P500 ETF Trust
OPT
78462F103
104
1500
SH
Call
SOLE
0
0
1500
SPDR S&P500 ETF Trust
OPT
78462F103
2
500
SH
Call
SOLE
0
0
500
SPDR S&P500 ETF Trust
OPT
78462F103
1
250
SH
Call
SOLE
0
0
250
SPDR S&P500 ETF Trust
OPT
78462F103
1
1200
SH
Call
SOLE
0
0
1200
SPDR S&P500 ETF Trust
OPT
78462F103
0
300
SH
Put
SOLE
0
0
300
SPDR S&P500 ETF Trust
OPT
78462F103
0
145
SH
Put
SOLE
0
0
145
SPDR S&P500 ETF Trust
OPT
78462F103
1
300
SH
Put
SOLE
0
0
300
Sprint Corp
OPT
85207U105
67
825
SH
Call
SOLE
0
0
825
Staples Inc
OPT
855030102
2
1000
SH
Call
SOLE
0
0
1000
SunEdison Inc
OPT
86732Y109
4
1000
SH
Put
SOLE
0
0
1000
SunEdison Inc
OPT
86732Y109
9
1250
SH
Put
SOLE
0
0
1250
SUNPOWER CORP
OPT
867652406
3
500
SH
Put
SOLE
0
0
500
Teva Pharmaceutical Industries
OPT
881624209
1
150
SH
Put
SOLE
0
0
150
Twitter Inc
OPT
90184L102
2
2000
SH
Call
SOLE
0
0
2000
Twitter Inc
OPT
90184L102
3
150
SH
Put
SOLE
0
0
150
Twitter Inc
OPT
90184L102
20
300
SH
Put
SOLE
0
0
300
Twitter Inc
OPT
90184L102
21
225
SH
Put
SOLE
0
0
225
VIAVI SOLUTIONS INC
OPT
925550105
7
500
SH
Put
SOLE
0
0
500
Vishay Intertechnology Inc
OPT
928298108
116
2450
SH
Call
SOLE
0
0
2450
Walt Disney Co/The
OPT
254687106
13
150
SH
Call
SOLE
0
0
150
Weatherford International PLC
OPT
107986928
6
575
SH
Put
SOLE
0
0
575
Xilinx Inc
OPT
983919101
31
450
SH
Call
SOLE
0
0
450
Yahoo! Inc
OPT
984332106
5
750
SH
Call
SOLE
0
0
750
Yahoo! Inc
OPT
984332106
0
150
SH
Call
SOLE
0
0
150
Yahoo! Inc
OPT
984332106
0
250
SH
Put
SOLE
0
0
250
Yahoo! Inc
OPT
984332106
1
600
SH
Put
SOLE
0
0
600
Yahoo! Inc
OPT
984332106
3
260
SH
Put
SOLE
0
0
260
Yum! Brands Inc
OPT
988498101
39
125
SH
Call
SOLE
0
0
125
CARAUSTAR INDUSTRIES INC
TERM
14076CAB9
1391
1403340
PRN
SOLE
0
0
1403340
SPRINT INDUSTRIAL LLC
TERM
85208BAE6
2295
3000000
PRN
SOLE
0
0
3000000
VERTELLUS SPECIALTIES
TERM
92531NAH7
2397
2977970
PRN
SOLE
0
0
2977970