Managing Director and Portfolio Manager

0001140361-16-065086.txt : 20160513 0001140361-16-065086.hdr.sgml : 20160513 20160513135020 ACCESSION NUMBER: 0001140361-16-065086 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160331 FILED AS OF DATE: 20160513 DATE AS OF CHANGE: 20160513 EFFECTIVENESS DATE: 20160513 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: 161647455 BUSINESS ADDRESS: STREET 1: 1271 AVENUE OF THE AMERICAS 45 FLOOR CITY: NEW YORK STATE: NY ZIP: 10020 BUSINESS PHONE: 2124821600 MAIL ADDRESS: STREET 1: 1271 AVENUE OF THE AMERICAS 45 FLOOR CITY: NEW YORK STATE: NY ZIP: 10020 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001097278 XXXXXXXX 03-31-2016 03-31-2016 ADVENT CAPITAL MANAGEMENT /DE/

1271 AVENUE OF THE AMERICAS 45 FLOOR NEW YORK NY 10020

13F HOLDINGS REPORT 028-05049 N Paul L Latronica Managing Director and Portfolio Manager 212-482-1606 /s/ Paul L Latronica New York NY 05-12-2016 1 466 6549283 false 1 0001280782 028-11097 GUGGENHEIM FUNDS INVESTMENT ADVISORS, LLC INFORMATION TABLE 2 form13fInfoTable.xml BIOGEN INC COM 09062X103 3905 15000 SH SOLE 15000 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 330 4000 SH SOLE 4000 0 0 BLACKSTONE GROUP LP/THE COM 09253U108 3829 136500 SH SOLE 136500 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 6069 95000 SH SOLE 95000 0 0 CEMPRA INC COM 15130J109 799 45600 SH SOLE 45600 0 0 CHESAPEAKE ENERGY CORP COM 165167107 330 80000 SH SOLE 80000 0 0 CIGNA CORP COM 125509109 7823 57000 SH SOLE 57000 0 0 CLOVIS ONCOLOGY INC COM 189464100 267 13900 SH SOLE 13900 0 0 FREEPORT-MCMORAN INC COM 35671D857 124 12000 SH SOLE 12000 0 0 GENERAL DYNAMICS CORP COM 369550108 5912 45000 SH SOLE 45000 0 0 GILEAD SCIENCES INC COM 375558103 4363 47500 SH SOLE 47500 0 0 GLAXOSMITHKLINE PLC COM 37733W105 2920 72000 SH SOLE 72000 0 0 MEDIVATION INC COM 58501N101 276 6000 SH SOLE 6000 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 93 5000 SH SOLE 5000 0 0 RED HAT INC COM 756577102 3298 44266 SH SOLE 44266 0 0 RESTORATION HARDWARE HOLDINGS COM 761283100 210 5000 SH SOLE 5000 0 0 TIME WARNER INC COM 887317303 2517 34700 SH SOLE 34700 0 0 UNISYS CORP COM 909214306 505 65600 SH SOLE 65600 0 0 VANECK VECTORS GOLD MINERS ETF COM 92189F106 799 40000 SH SOLE 40000 0 0 XILINX INC COM 983919101 3557 75000 SH SOLE 75000 0 0 ACCURAY INC CONV 004397AB1 250 248000 PRN SOLE 248000 0 0 AIR LEASE CORP CONV 00912XAK0 44023 32809000 PRN SOLE 32809000 0 0 AIRTRAN HOLDINGS INC CONV 00949PAD0 3050 1000000 PRN SOLE 1000000 0 0 AKAMAI TECHNOLOGIES INC CONV 00971TAG6 53201 54401000 PRN SOLE 54401000 0 0 ALERE INC CONV 01449JAA3 73 64000 PRN SOLE 64000 0 0 ALLSCRIPTS HEALTHCARE SO CONV 01988PAD0 22561 22109000 PRN SOLE 22109000 0 0 ALPHA NATURAL RESOURCES CONV 02076XAE2 61 7220000 PRN SOLE 7220000 0 0 ALZA CORP CONV 02261WAB5 3215 2162000 PRN SOLE 2162000 0 0 ANTHEM INC CONV 94973VBG1 21719 11371000 PRN SOLE 11371000 0 0 ARES CAPITAL CORP CONV 04010LAJ2 28171 27701000 PRN SOLE 27701000 0 0 ARES CAPITAL CORP CONV 04010LAM5 58313 57700000 PRN SOLE 57700000 0 0 ARES CAPITAL CORP CONV 04010LAG8 3158 3096000 PRN SOLE 3096000 0 0 ARRAY BIO INC CONV 04269XAA3 6727 8442000 PRN SOLE 8442000 0 0 ATLAS AIR WORLDWIDE HLDG CONV 049164BH8 5972 6996000 PRN SOLE 6996000 0 0 B2GOLD CORP CONV 11777QAB6 35027 41289000 PRN SOLE 41289000 0 0 BIOMARIN PHARMACEUTICAL CONV 09061GAE1 53895 46556000 PRN SOLE 46556000 0 0 BIOMARIN PHARMACEUTICAL CONV 09061GAF8 32137 27058000 PRN SOLE 27058000 0 0 BOTTOMLINE TECHNOLOGIES CONV 101388AA4 16489 14428000 PRN SOLE 14428000 0 0 BRISTOL-MYERS SQUIBB CO CONV 110122AN8 3347 2071000 PRN SOLE 2071000 0 0 BROADSOFT INC CONV 11133BAB8 23723 20753000 PRN SOLE 20753000 0 0 BROADSOFT INC CONV 11133BAC6 24993 20904000 PRN SOLE 20904000 0 0 BROCADE COMMUNICATIONS CONV 111621AQ1 35836 36058000 PRN SOLE 36058000 0 0 BROOKDALE SENIOR LIVING CONV 112463AA2 46642 48588000 PRN SOLE 48588000 0 0 CALAMP CORP CONV 128126AA7 16712 17508000 PRN SOLE 17508000 0 0 CALATLANTIC GROUP INC CONV 783764AS2 23747 26609000 PRN SOLE 26609000 0 0 CALATLANTIC GROUP INC CONV 85375CBC4 43702 41333000 PRN SOLE 41333000 0 0 CALATLANTIC GROUP INC CONV 783764AQ6 12823 10500000 PRN SOLE 10500000 0 0 CEMEX SAB DE CV CONV 151290BR3 19506 21176000 PRN SOLE 21176000 0 0 CENTERPOINT ENERGY INC CONV 15189T206 74104 1171752 SH SOLE 1171752 0 0 CEPHEID INC CONV 15670RAC1 28019 31386000 PRN SOLE 31386000 0 0 CHART INDUSTRIES INC CONV 16115QAC4 104 119000 PRN SOLE 119000 0 0 CIENA CORP CONV 171779AE1 49428 50296000 PRN SOLE 50296000 0 0 CIENA CORP CONV 171779AG6 20689 17415000 PRN SOLE 17415000 0 0 CIENA CORP CONV 171779AK7 26027 20807000 PRN SOLE 20807000 0 0 CITRIX SYSTEMS INC CONV 177376AD2 122863 109699000 PRN SOLE 109699000 0 0 CLEARWIRE COMM/FINANCE CONV 18538TAG4 59 62000 PRN SOLE 62000 0 0 COLONY CAPITAL INC CONV 19624RAB2 57351 63967000 PRN SOLE 63967000 0 0 COLONY CAPITAL INC CONV 19624RAA4 24952 27862000 PRN SOLE 27862000 0 0 COLONY STARWOOD HOMES CONV 85571WAB5 23246 23477000 PRN SOLE 23477000 0 0 COLONY STARWOOD HOMES CONV 85571WAD1 5904 5747000 PRN SOLE 5747000 0 0 CORNERSTONE ONDEMAND INC CONV 21925YAB9 41910 42350000 PRN SOLE 42350000 0 0 CSG SYSTEMS INTERNATIONA CONV 126349AE9 20592 19250000 PRN SOLE 19250000 0 0 CTRIP.COM INTER LTD. CONV 22943FAD2 21090 16394000 PRN SOLE 16394000 0 0 CTRIP.COM INTER LTD. CONV 22943FAE0 82695 75081000 PRN SOLE 75081000 0 0 DANAHER CORP CONV 235851AF9 1938 703000 PRN SOLE 703000 0 0 DEPOMED INC CONV 249908AA2 13020 13895000 PRN SOLE 13895000 0 0 DYCOM INDUSTRIES INC CONV 267475AA9 23177 23632000 PRN SOLE 23632000 0 0 EMERGENT BIOSOLUTIONS CONV 29089QAB1 14644 11247000 PRN SOLE 11247000 0 0 ENCORE CAPITAL GROUP INC CONV 292554AH5 10532 14980000 PRN SOLE 14980000 0 0 ENCORE CAPITAL GROUP INC CONV 292554AF9 388 494000 PRN SOLE 494000 0 0 ENDOLOGIX INC CONV 29266SAA4 3946 5375000 PRN SOLE 5375000 0 0 EURONET WORLDWIDE INC CONV 298736AH2 69922 58595000 PRN SOLE 58595000 0 0 EXTRA SPACE STORAGE LP CONV 30225VAD9 65162 56948000 PRN SOLE 56948000 0 0 FIDELITY NATL FINANCIAL CONV 31620RAE5 52657 28121000 PRN SOLE 28121000 0 0 FINISAR CORP CONV 31787AAM3 34581 35187000 PRN SOLE 35187000 0 0 FIREEYE INC CONV 31816QAC5 34570 42500000 PRN SOLE 42500000 0 0 FIREEYE INC CONV 31816QAA9 48207 56659000 PRN SOLE 56659000 0 0 FLUIDIGM CORP CONV 34385PAA6 154 300000 PRN SOLE 300000 0 0 FOREST CITY REALTY TRUST CONV 345550AR8 187 178000 PRN SOLE 178000 0 0 FOREST CITY REALTY TRUST CONV 345550AP2 364 330000 PRN SOLE 330000 0 0 GILEAD SCIENCES INC CONV 375558AP8 31616 7724000 PRN SOLE 7724000 0 0 GNC HOLDINGS INC CONV 36191GAA5 37352 45436000 PRN SOLE 45436000 0 0 GREENBRIER COS INC CONV 393657AH4 12846 12039000 PRN SOLE 12039000 0 0 GRIFFON CORPORATION CONV 398433AD4 2304 2000000 PRN SOLE 2000000 0 0 HEALTHSOUTH CORP CONV 421924BL4 51585 46109000 PRN SOLE 46109000 0 0 HEARTWARE INTERNATIONAL CONV 422368AB6 11688 17001000 PRN SOLE 17001000 0 0 HELIX ENERGY SOLUTIONS CONV 42330PAG2 157 199000 PRN SOLE 199000 0 0 HERBALIFE LTD CONV 42703MAB9 21051 21860000 PRN SOLE 21860000 0 0 HOLOGIC INC CONV 436440AG6 83368 66940000 PRN SOLE 66940000 0 0 HOLOGIC INC CONV 436440AC5 27908 21599000 PRN SOLE 21599000 0 0 HOMEAWAY INC CONV 43739QAB6 204 215000 PRN SOLE 215000 0 0 HORIZON PHARMA INV LTD CONV 44052TAB7 15241 18050000 PRN SOLE 18050000 0 0 HORNBECK OFFSHORE SERV CONV 440543AN6 74 145000 PRN SOLE 145000 0 0 HURON CONSULTING GROUP I CONV 447462AB8 14858 15248000 PRN SOLE 15248000 0 0 ICONIX BRAND GROUP INC CONV 451055AE7 43957 44326000 PRN SOLE 44326000 0 0 ILLUMINA INC CONV 452327AH2 88075 81823000 PRN SOLE 81823000 0 0 ILLUMINA INC CONV 452327AF6 46580 44880000 PRN SOLE 44880000 0 0 IMPAX LABORATORIES INC CONV 45256BAD3 9697 10845000 PRN SOLE 10845000 0 0 INCYTE CORP CONV 45337CAM4 1235 801000 PRN SOLE 801000 0 0 INCYTE CORP CONV 45337CAN2 6226 3937000 PRN SOLE 3937000 0 0 INNOVIVA INC CONV 88338TAB0 5180 6500000 PRN SOLE 6500000 0 0 INPHI CORP CONV 45772FAA5 4822 4500000 PRN SOLE 4500000 0 0 INSULET CORPORATION CONV 45784PAD3 19052 19579000 PRN SOLE 19579000 0 0 INTEGRA LIFESCIENCES HLD CONV 457985AK5 9609 7397000 PRN SOLE 7397000 0 0 INTEGRATED DEVICE TECH CONV 458118AB2 37470 40000000 PRN SOLE 40000000 0 0 INTEL CORP CONV 458140AD2 93665 73549000 PRN SOLE 73549000 0 0 INTEL CORP CONV 458140AF7 60391 37946000 PRN SOLE 37946000 0 0 INVACARE CORP CONV 461203AE1 12742 12500000 PRN SOLE 12500000 0 0 IONIS PHARMACEUTICALS IN CONV 464337AJ3 74545 81578000 PRN SOLE 81578000 0 0 ISTAR INC CONV 45031UBR1 15218 14731000 PRN SOLE 14731000 0 0 J2 GLOBAL COMMUNICATIONS CONV 48123VAC6 12511 11500000 PRN SOLE 11500000 0 0 JANUS CAPITAL GROUP INC CONV 47102XAH8 8501 6004000 PRN SOLE 6004000 0 0 JARDEN CORP CONV 471109AM0 80613 63542000 PRN SOLE 63542000 0 0 JAZZ INVESTMENTS I LTD CONV 472145AB7 39899 38970000 PRN SOLE 38970000 0 0 JEFFERIES GROUP LLC CONV 472319AG7 46154 46895000 PRN SOLE 46895000 0 0 LAB CORP OF AMER HLDGS CONV 50540RAG7 4018 2553000 PRN SOLE 2553000 0 0 LAM RESEARCH CORP CONV 512807AJ7 41986 31318000 PRN SOLE 31318000 0 0 LAM RESEARCH CORP CONV 512807AL2 53589 36364000 PRN SOLE 36364000 0 0 LIBERTY INTERACTIVE LLC CONV 530610AB0 48417 55507000 PRN SOLE 55507000 0 0 LIBERTY INTERACTIVE LLC CONV 530715AN1 28327 52927000 PRN SOLE 52927000 0 0 LIBERTY MEDIA CORP CONV 531229AB8 60134 60511000 PRN SOLE 60511000 0 0 LINKEDIN CORP CONV 53578AAB4 53984 59558000 PRN SOLE 59558000 0 0 LIVE NATION ENTERTAINMEN CONV 538034AJ8 37927 38260000 PRN SOLE 38260000 0 0 MACQUARIE INFRASTRUCTURE CONV 55608BAA3 44955 40745000 PRN SOLE 40745000 0 0 MEDICINES COMPANY CONV 584688AC9 139 95000 PRN SOLE 95000 0 0 MEDICINES COMPANY CONV 584688AE5 8175 7200000 PRN SOLE 7200000 0 0 MEDIDATA SOLUTIONS INC CONV 58471AAB1 27521 27116000 PRN SOLE 27116000 0 0 MENTOR GRAPHICS CORP CONV 587200AK2 3066 2919000 PRN SOLE 2919000 0 0 MERITOR INC CONV 043353AH4 18979 20462000 PRN SOLE 20462000 0 0 MERITOR INC CONV 59001KAC4 8025 6875000 PRN SOLE 6875000 0 0 MGIC INVESTMENT CORP CONV 552848AE3 8697 6945000 PRN SOLE 6945000 0 0 MICROCHIP TECHNOLOGY INC CONV 595017AD6 57674 56417000 PRN SOLE 56417000 0 0 MICRON TECHNOLOGY INC CONV 595112AU7 1767 1500000 PRN SOLE 1500000 0 0 MICRON TECHNOLOGY INC CONV 595112AV5 5999 5000000 PRN SOLE 5000000 0 0 MICRON TECHNOLOGY INC CONV 595112AY9 63365 92523000 PRN SOLE 92523000 0 0 MOLINA HEALTHCARE INC CONV 60855RAD2 69466 55122000 PRN SOLE 55122000 0 0 NATIONAL HEALTH INVESTOR CONV 63633DAE4 23658 23204000 PRN SOLE 23204000 0 0 NETSUITE INC CONV 64118QAB3 26556 27665000 PRN SOLE 27665000 0 0 NEWMONT MINING CORP CONV 651639AJ5 25017 24101000 PRN SOLE 24101000 0 0 NEWPARK RESOURCES INC CONV 651718AC2 188 239000 PRN SOLE 239000 0 0 NOVELLUS SYSTEMS INC CONV 670008AD3 1511 620000 PRN SOLE 620000 0 0 NRG YIELD INC CONV 62942XAA6 1878 2000000 PRN SOLE 2000000 0 0 NRG YIELD INC CONV 62942XAD0 26020 29929000 PRN SOLE 29929000 0 0 NUANCE COMMUNICATIONS CONV 67020YAG5 258 250000 PRN SOLE 250000 0 0 NUANCE COMMUNICATIONS CONV 67020YAH3 13400 14500000 PRN SOLE 14500000 0 0 NUANCE COMMUNICATIONS CONV 67020YAF7 9807 9762000 PRN SOLE 9762000 0 0 NUVASIVE INC CONV 670704AF2 44431 41485000 PRN SOLE 41485000 0 0 NUVASIVE INC CONV 670704AC9 278 220000 PRN SOLE 220000 0 0 NVIDIA CORP CONV 67066GAC8 23832 13355000 PRN SOLE 13355000 0 0 NXP SEMICONDUCTOR NV CONV 62952QAB6 73732 66745000 PRN SOLE 66745000 0 0 OLD REPUBLIC INTL CORP CONV 680223AH7 24787 20011000 PRN SOLE 20011000 0 0 OMNICARE INC CONV 681904AR9 4618 4641000 PRN SOLE 4641000 0 0 ON SEMICONDUCTOR CORP CONV 682189AJ4 53982 60086000 PRN SOLE 60086000 0 0 ON SEMICONDUCTOR CORP CONV 682189AH8 16531 15234000 PRN SOLE 15234000 0 0 PANDORA MEDIA INC CONV 698354AA5 4326 5000000 PRN SOLE 5000000 0 0 PDL BIOPHARMA INC CONV 69329YAF1 238 264000 PRN SOLE 264000 0 0 PRA GROUP INC CONV 73640QAB1 18281 22873000 PRN SOLE 22873000 0 0 PRICELINE GROUP INC/THE CONV 741503AS5 156586 130010000 PRN SOLE 130010000 0 0 PRICELINE GROUP INC/THE CONV 741503AX4 20259 20077000 PRN SOLE 20077000 0 0 PRICELINE GROUP INC/THE CONV 741503AQ9 36604 25587000 PRN SOLE 25587000 0 0 PROOFPOINT INC CONV 743424AC7 25424 26264000 PRN SOLE 26264000 0 0 PROOFPOINT INC CONV 743424AB9 2925 2000000 PRN SOLE 2000000 0 0 PTC THERAPEUTICS INC CONV 69366JAA9 4189 10998000 PRN SOLE 10998000 0 0 QIHOO 360 TECH CO LTD CONV 74734MAE9 1977 2000000 PRN SOLE 2000000 0 0 QUIDEL CORP CONV 74838JAA9 7226 8035000 PRN SOLE 8035000 0 0 RADIAN GROUP INC CONV 750236AN1 27771 22306000 PRN SOLE 22306000 0 0 RED HAT INC CONV 756577AD4 96112 77410000 PRN SOLE 77410000 0 0 REDWOOD TRUST INC CONV 758075AB1 12934 13800000 PRN SOLE 13800000 0 0 ROYAL GOLD INC CONV 780287AA6 33576 34794000 PRN SOLE 34794000 0 0 RPM INTERNATIONAL INC CONV 749685AT0 16939 14865000 PRN SOLE 14865000 0 0 RTI INTERNATIONAL METALS CONV 74973WAB3 36843 35068000 PRN SOLE 35068000 0 0 SALESFORCE.COM INC CONV 79466LAD6 54287 43910000 PRN SOLE 43910000 0 0 SANDISK CORP CONV 80004CAF8 71254 68424000 PRN SOLE 68424000 0 0 SANDISK CORP CONV 80004CAD3 31565 20000000 PRN SOLE 20000000 0 0 SEACOR HOLDINGS INC CONV 811904AM3 189 223000 PRN SOLE 223000 0 0 SERVICENOW INC CONV 81762PAB8 69153 63744000 PRN SOLE 63744000 0 0 SINA CORP CONV 82922RAD5 9897 10080000 PRN SOLE 10080000 0 0 SL GREEN OPERATING PARTN CONV 78444FAC0 14046 11000000 PRN SOLE 11000000 0 0 SPECTRANETICS CORP CONV 84760CAA5 6109 7677000 PRN SOLE 7677000 0 0 SPIRIT REALTY CAPITAL IN CONV 84860WAA0 14191 14185000 PRN SOLE 14185000 0 0 STARWOOD PROPERTY TRUST CONV 85571BAB1 35540 35314000 PRN SOLE 35314000 0 0 STARWOOD PROPERTY TRUST CONV 85571BAA3 26678 26578000 PRN SOLE 26578000 0 0 STONE ENERGY CORP CONV 861642AN6 90 107000 PRN SOLE 107000 0 0 SUNPOWER CORP CONV 867652AK5 16249 16000000 PRN SOLE 16000000 0 0 SYNCHRONOSS TECHNOLOGIES CONV 87157BAA1 27151 28147000 PRN SOLE 28147000 0 0 TESLA MOTORS INC CONV 88160RAB7 14378 15810000 PRN SOLE 15810000 0 0 TESLA MOTORS INC CONV 88160RAC5 9186 10694000 PRN SOLE 10694000 0 0 TEVA PHARM FIN CO LLC CONV 88163VAE9 28926 22243000 PRN SOLE 22243000 0 0 TIBCO SOFTWARE INC CONV 88632QAB9 14 14000 PRN SOLE 14000 0 0 TOLL BROS FINANCE CORP CONV 88947EAM2 42347 43252000 PRN SOLE 43252000 0 0 TPG SPECIALTY LENDING IN CONV 87265KAB8 1140 1163000 PRN SOLE 1163000 0 0 TWITTER INC CONV 90184LAB8 62721 71528000 PRN SOLE 71528000 0 0 TWITTER INC CONV 90184LAD4 76539 90785000 PRN SOLE 90785000 0 0 VEREIT INC CONV 02917TAB0 11999 12495000 PRN SOLE 12495000 0 0 VEREIT INC CONV 02917TAA2 19421 19985000 PRN SOLE 19985000 0 0 VERINT SYSTEMS INC CONV 92343XAA8 41169 46568000 PRN SOLE 46568000 0 0 VIAVI SOLUTIONS INC CONV 46612JAF8 32848 33636000 PRN SOLE 33636000 0 0 VISHAY INTERTECHNOLOGY CONV 928298AG3 14294 14552000 PRN SOLE 14552000 0 0 WEB.COM GROUP INC CONV 94733AAA2 20432 21405000 PRN SOLE 21405000 0 0 WEBMD HEALTH CORP CONV 94770VAK8 38553 28887000 PRN SOLE 28887000 0 0 WEBMD HEALTH CORP CONV 94770VAF9 55535 48602000 PRN SOLE 48602000 0 0 WHITING PETROLEUM CORP CONV 966387AK8 14320 24000000 PRN SOLE 24000000 0 0 WHITING PETROLEUM CORP CONV 966387AR3 3832 4500000 PRN SOLE 4500000 0 0 WORKDAY INC CONV 98138HAC5 20704 18224000 PRN SOLE 18224000 0 0 WRIGHT MEDICAL GROUP INC CONV 98235TAE7 70407 77918000 PRN SOLE 77918000 0 0 WRIGHT MEDICAL GROUP INC CONV 98235TAC1 4019 4043000 PRN SOLE 4043000 0 0 XILINX INC CONV 983919AF8 26255 15941000 PRN SOLE 15941000 0 0 YAHOO INC CONV 984332AF3 120282 121134000 PRN SOLE 121134000 0 0 A SCHULMAN INC CONV PFD 808194302 747 1000 SH SOLE 1000 0 0 ALEXANDRIA REAL ESTATE E CONV PFD 015271505 46787 1599560 SH SOLE 1599560 0 0 ALLERGAN PLC CONV PFD EP0481507 65666 71646 SH SOLE 71646 0 0 AMERICAN TOWER CORP CONV PFD 03027X407 22620 219942 SH SOLE 219942 0 0 AMERICAN TOWER CORP CONV PFD 03027X308 5772 55000 SH SOLE 55000 0 0 AMG CAPITAL TRUST II CONV PFD 00170F209 99046 1774964 SH SOLE 1774964 0 0 ANADARKO PETROLEUM CORP CONV PFD 032511404 4157 120400 SH SOLE 120400 0 0 ANTHEM INC CONV PFD 036752202 54758 1172056 SH SOLE 1172056 0 0 BANK OF AMERICA CORP CONV PFD 060505682 66430 58374 SH SOLE 58374 0 0 CHESAPEAKE ENERGY CORP CONV PFD 165167750 24 53 SH SOLE 53 0 0 DOMINION RESOURCES INC CONV PFD 25746U869 16627 328552 SH SOLE 328552 0 0 DOMINION RESOURCES INC CONV PFD 25746U885 10529 180500 SH SOLE 180500 0 0 EXELON CORP CONV PFD 30161N127 3946 80160 SH SOLE 80160 0 0 FRONTIER COMMUNICATIONS CONV PFD 35906A207 46020 440804 SH SOLE 440804 0 0 KEYCORP CONV PFD 493267405 38926 298058 SH SOLE 298058 0 0 NEXTERA ENERGY INC CONV PFD 65339F861 2420 39866 SH SOLE 39866 0 0 NEXTERA ENERGY INC CONV PFD 65339F846 35015 578638 SH SOLE 578638 0 0 SANDRIDGE ENERGY INC CONV PFD 80007P877 1 400 SH SOLE 400 0 0 STANLEY BLACK & DECKER I CONV PFD 854502804 31021 272179 SH SOLE 272179 0 0 STERICYCLE INC CONV PFD 858912207 6636 71000 SH SOLE 71000 0 0 TEVA PHARMACEUTICAL INDU CONV PFD EP0496760 69229 78855 SH SOLE 78855 0 0 T-Mobile US Inc CONV PFD 872590203 12965 196130 SH SOLE 196130 0 0 WELLS FARGO & COMPANY CONV PFD 949746804 149463 124036 SH SOLE 124036 0 0 WELLTOWER INC CONV PFD 95040Q203 1852 30000 SH SOLE 30000 0 0 WEYERHAEUSER CO CONV PFD 962166872 1618 31726 SH SOLE 31726 0 0 WILLIAM LYON HOMES CONV PFD 552074882 7090 90000 SH SOLE 90000 0 0 ACI WORLDWIDE INC CORP 004498AA9 1030 1000000 PRN SOLE 1000000 0 0 AHERN RENTALS INC CORP 008674AH6 3937 5665000 PRN SOLE 5665000 0 0 ALLIANCE DATA SYSTEMS CO CORP 018581AE8 3064 3000000 PRN SOLE 3000000 0 0 ALLY FINANCIAL INC CORP 02005NBE9 2465 2500000 PRN SOLE 2500000 0 0 ALLY FINANCIAL INC CORP 02005NAV2 1593 1550000 PRN SOLE 1550000 0 0 ANADARKO PETROLEUM CORP CORP 032511BH9 3460 3300000 PRN SOLE 3300000 0 0 ARGOS MERGER SUB INC CORP 04021LAA8 2131 2000000 PRN SOLE 2000000 0 0 AVATION CAP SA / GROUP S CORP 05351QAA4 2562 2800000 PRN SOLE 2800000 0 0 BLUE CUBE SPINCO INC CORP 095370AC6 9817 8555000 PRN SOLE 8555000 0 0 BOISE CASCADE COMPANY CORP 09739DAA8 3509 3500000 PRN SOLE 3500000 0 0 BROOKFIELD RESIDENTIAL CORP 11283WAC8 2595 3000000 PRN SOLE 3000000 0 0 BUILDERS FIRSTSOURCE INC CORP 12008RAH0 2025 2000000 PRN SOLE 2000000 0 0 CALUMET SPECIALTY PROD CORP 131477AN1 1788 2500000 PRN SOLE 2500000 0 0 CALUMET SPECIALTY PROD CORP 131477AL5 292 410000 PRN SOLE 410000 0 0 CARDTRONICS INC CORP 14161HAJ7 372 375000 PRN SOLE 375000 0 0 CASE NEW HOLLAND INDUSTR CORP 147446AR9 324 300000 PRN SOLE 300000 0 0 CASELLA WASTE SYSTEMS IN CORP 147448AG9 3058 3000000 PRN SOLE 3000000 0 0 CCO HLDGS LLC/CAP CORP CORP 1248EPBP7 2100 2000000 PRN SOLE 2000000 0 0 CELANESE US HOLDINGS LLC CORP 15089QAD6 3594 3555000 PRN SOLE 3555000 0 0 CELANESE US HOLDINGS LLC CORP 15089QAC8 4334 4050000 PRN SOLE 4050000 0 0 CEMEX SAB DE CV CORP 151290BU6 2055 2000000 PRN SOLE 2000000 0 0 CENOVUS ENERGY INC CORP 15135UAG4 1021 1147000 PRN SOLE 1147000 0 0 CENOVUS ENERGY INC CORP 15135UAD1 1004 1000000 PRN SOLE 1000000 0 0 CENTURYLINK INC CORP 156700AX4 4979 5100000 PRN SOLE 5100000 0 0 CENTURYLINK INC CORP 156700BA3 503 500000 PRN SOLE 500000 0 0 CENVEO CORP CORP 15671BAL5 1256 3640000 PRN SOLE 3640000 0 0 CHS/COMMUNITY HEALTH SYS CORP 12543DAV2 8258 9100000 PRN SOLE 9100000 0 0 CIMAREX ENERGY CO CORP 171798AC5 4438 4500000 PRN SOLE 4500000 0 0 CIT GROUP INC CORP 125581GM4 3213 3150000 PRN SOLE 3150000 0 0 CLEAVER-BROOKS INC CORP 185401AD8 3610 3800000 PRN SOLE 3800000 0 0 COMMERCIAL METALS CO CORP 201723AK9 2670 3000000 PRN SOLE 3000000 0 0 COMPASS MINERALS INTERNA CORP 20451NAE1 2486 2550000 PRN SOLE 2550000 0 0 CONCHO RESOURCES INC CORP 20605PAE1 2955 3000000 PRN SOLE 3000000 0 0 CONCORDIA HEALTHCARE CORP 206519AB6 3501 3600000 PRN SOLE 3600000 0 0 CONSOL ENERGY INC CORP 20854PAN9 3611 4800000 PRN SOLE 4800000 0 0 CONTINENTAL RESOURCES CORP 212015AH4 3537 4080000 PRN SOLE 4080000 0 0 CORRECTIONS CORP OF AMER CORP 22025YAP5 4400 4335000 PRN SOLE 4335000 0 0 CREDIT ACCEPTANC CORP 225310AK7 4179 4365000 PRN SOLE 4365000 0 0 CREDIT AGRICOLE SA CORP 225313AD7 6642 7000000 PRN SOLE 7000000 0 0 DANA HOLDING CORP CORP 235825AE6 6983 7350000 PRN SOLE 7350000 0 0 DANA HOLDING CORP CORP 235825AD8 2970 3000000 PRN SOLE 3000000 0 0 DIAMONDBACK ENERGY INC CORP 25278XAB5 3105 3000000 PRN SOLE 3000000 0 0 DUPONT FABROS TECH LP CORP 26613TAF7 2363 2300000 PRN SOLE 2300000 0 0 E*TRADE FINANCIAL CORP CORP 269246BM5 4097 4087000 PRN SOLE 4087000 0 0 EARTHLINK HOLDINGS CORP CORP 270321AE2 4144 3985000 PRN SOLE 3985000 0 0 ELETSON HOLDINGS CORP 28620QAA1 4953 6310000 PRN SOLE 6310000 0 0 ENDO LTD/FIN LLC/FINCO CORP 29273EAA6 1885 2000000 PRN SOLE 2000000 0 0 ENERGIZER HOLDINGS INC CORP 29273AAA4 6005 5960000 PRN SOLE 5960000 0 0 EQUINIX INC CORP 29444UAP1 2543 2410000 PRN SOLE 2410000 0 0 FIRST CASH FINANCIAL SER CORP 31942DAB3 3440 3556000 PRN SOLE 3556000 0 0 FIRST DATA CORPORATION CORP 319963BN3 2109 2050000 PRN SOLE 2050000 0 0 FIRST QUANTUM MINERALS L CORP 335934AF2 2231 3305000 PRN SOLE 3305000 0 0 FRONTIER COMMUNICATIONS CORP 35906AAX6 12378 12271000 PRN SOLE 12271000 0 0 GCI INC CORP 36155WAK2 1230 1200000 PRN SOLE 1200000 0 0 GENESIS ENERGY LP/GENESI CORP 37185LAF9 211 250000 PRN SOLE 250000 0 0 GENESIS ENERGY LP/GENESI CORP 37185LAG7 3251 3673000 PRN SOLE 3673000 0 0 GLOBAL PART/GLP FINANCE CORP 37954FAB0 1875 2500000 PRN SOLE 2500000 0 0 GLOBAL PART/GLP FINANCE CORP 37954FAD6 791 1055000 PRN SOLE 1055000 0 0 GUITAR CENTER INC CORP 402040AH2 905 1000000 PRN SOLE 1000000 0 0 HCA INC CORP 404119BQ1 155 150000 PRN SOLE 150000 0 0 HCA INC CORP 404119BN8 6626 6460000 PRN SOLE 6460000 0 0 HEALTHSOUTH CORP CORP 421924BT7 5413 5330000 PRN SOLE 5330000 0 0 HESS CORP CORP 42809HAF4 1830 2015000 PRN SOLE 2015000 0 0 HEXION INC CORP 428303AJ0 1035 1500000 PRN SOLE 1500000 0 0 HILTON WORLDWIDE FIN LLC CORP 432891AD1 3124 3000000 PRN SOLE 3000000 0 0 HORIZON PHARMA FINANCING CORP 44052RAA3 3328 3750000 PRN SOLE 3750000 0 0 HUGHES SATELITE SYSTEMS CORP 444454AB8 298 270000 PRN SOLE 270000 0 0 IASIS HEALTHCARE/CAP CRP CORP 45072PAD4 1541 1555000 PRN SOLE 1555000 0 0 INTELSAT JACKSON HLDG CORP 45824TAG0 672 1050000 PRN SOLE 1050000 0 0 INTELSAT JACKSON HLDG CORP 45824TAC9 1219 1875000 PRN SOLE 1875000 0 0 INTL LEASE FINANCE CORP CORP 459745GG4 3326 3150000 PRN SOLE 3150000 0 0 KERR-MCGEE CORP CORP 492386AU1 4612 4350000 PRN SOLE 4350000 0 0 KINDER MORGAN ENER PART CORP 494550BL9 3417 3555000 PRN SOLE 3555000 0 0 KLX INC CORP 482539AA1 3550 3550000 PRN SOLE 3550000 0 0 L BRANDS INC CORP 532716AU1 9015 8256000 PRN SOLE 8256000 0 0 LAND O LAKES CAP TRST I CORP 514665AA6 3165 3000000 PRN SOLE 3000000 0 0 LAND O'LAKES INC CORP 514666AJ5 420 400000 PRN SOLE 400000 0 0 MANITOWOC FOODSERVICE IN CORP 563568AA2 548 500000 PRN SOLE 500000 0 0 MARATHON OIL CORP CORP 565849AL0 2687 3300000 PRN SOLE 3300000 0 0 MASCO CORP CORP 574599BJ4 5295 5080000 PRN SOLE 5080000 0 0 MASTEC INC CORP 576323AN9 4576 5305000 PRN SOLE 5305000 0 0 MGM RESORTS INTL CORP 552953CC3 2075 2000000 PRN SOLE 2000000 0 0 MGM RESORTS INTL CORP 552953BX8 2073 1855000 PRN SOLE 1855000 0 0 MOLINA HEALTHCARE INC CORP 60855RAF7 3961 3836000 PRN SOLE 3836000 0 0 MURPHY OIL CORP CORP 626717AF9 1033 1300000 PRN SOLE 1300000 0 0 NATIONSTAR MORT/CAP CORP CORP 63860UAE0 3168 3050000 PRN SOLE 3050000 0 0 NAVIENT CORP CORP 78442FEM6 2807 2766000 PRN SOLE 2766000 0 0 NAVIOS MARITIME ACQ CORP CORP 63938MAD8 6051 9065000 PRN SOLE 9065000 0 0 NAVIOS MARITIME HLDS/FIN CORP 639365AG0 1482 4060000 PRN SOLE 4060000 0 0 NEIMAN MARCUS GROUP LTD CORP 570254AB8 690 890000 PRN SOLE 890000 0 0 NEIMAN MARCUS GROUP LTD CORP 570254AA0 735 850000 PRN SOLE 850000 0 0 NEPTUNE FINCO CORP CORP 64072TAA3 3269 3000000 PRN SOLE 3000000 0 0 NOVA CHEMICALS CORP CORP 66977WAN9 2649 2700000 PRN SOLE 2700000 0 0 NUMERICABLE-SFR SA CORP 67054LAC1 1949 2000000 PRN SOLE 2000000 0 0 NXP BV/NXP FUNDING LLC CORP 62947QAM0 2103 2000000 PRN SOLE 2000000 0 0 PBF HOLDING CO LLC CORP 69318FAD0 3800 4000000 PRN SOLE 4000000 0 0 PBF HOLDING CO LLC CORP 69318FAB4 961 925000 PRN SOLE 925000 0 0 PROSPECT MEDICAL HOLDING CORP 743494AC0 7721 7460000 PRN SOLE 7460000 0 0 QORVO INC CORP 74736KAC5 10052 9619000 PRN SOLE 9619000 0 0 RADIAN GROUP INC CORP 750236AT8 1819 1750000 PRN SOLE 1750000 0 0 RADIO ONE INC CORP 75040PAS7 1808 2000000 PRN SOLE 2000000 0 0 REYNOLDS GRP ISS/REYNOLD CORP 761735AK5 4495 4415000 PRN SOLE 4415000 0 0 SABINE PASS LIQUEFACTION CORP 785592AH9 3542 3600000 PRN SOLE 3600000 0 0 SALLY HOLDINGS/SALLY CAP CORP 79546VAL0 1284 1200000 PRN SOLE 1200000 0 0 SAPPI PAPIER HOLDNG GMBH CORP 803071AA7 2328 2250000 PRN SOLE 2250000 0 0 SCIENTIFIC GAMES INTERNA CORP 80874YAU4 4857 5960000 PRN SOLE 5960000 0 0 SESI LLC CORP 78412FAL8 2148 2635000 PRN SOLE 2635000 0 0 SOTHEBY'S CORP 835898AF4 3200 3555000 PRN SOLE 3555000 0 0 SOUTHWESTERN ENERGY CO CORP 845467AJ8 2254 2800000 PRN SOLE 2800000 0 0 SPECTRUM BRANDS INC CORP 84762LAU9 4853 4546000 PRN SOLE 4546000 0 0 SPEEDWAY MOTORSPORTS INC CORP 847788AT3 2369 2300000 PRN SOLE 2300000 0 0 SPRINT COMMUNICATIONS CORP 852061AQ3 5120 5095000 PRN SOLE 5095000 0 0 SPRINT COMMUNICATIONS CORP 852061AK6 2522 2396000 PRN SOLE 2396000 0 0 ST BARBARA LTD CORP 852278AA8 3015 3000000 PRN SOLE 3000000 0 0 STEEL DYNAMICS INC CORP 858119BD1 3553 3500000 PRN SOLE 3500000 0 0 SYNOVUS FINANCIAL CORP CORP 87161CAG0 404 395000 PRN SOLE 395000 0 0 SYNOVUS FINANCIAL CORP CORP 87161CAJ4 9831 8907000 PRN SOLE 8907000 0 0 TELESAT CANADA/TELESAT L CORP 87952VAJ5 1203 1200000 PRN SOLE 1200000 0 0 TENET HEALTHCARE CORP CORP 88033GBY5 3601 3565000 PRN SOLE 3565000 0 0 TENET HEALTHCARE CORP CORP 87243QAB2 5725 5350000 PRN SOLE 5350000 0 0 TESORO LOGISTICS LP/CORP CORP 88160QAD5 3065 3050000 PRN SOLE 3050000 0 0 TPC GROUP INC CORP 89236YAA2 1410 2000000 PRN SOLE 2000000 0 0 TRANSDIGM INC CORP 893647AX5 4308 4320000 PRN SOLE 4320000 0 0 TRANSOCEAN INC CORP 893830BB4 156 230000 PRN SOLE 230000 0 0 TRIBUNE MEDIA CO CORP 896047AG2 1959 2000000 PRN SOLE 2000000 0 0 TRIUMPH GROUP INC CORP 896818AH4 1825 2000000 PRN SOLE 2000000 0 0 TRONOX FINANCE LLC CORP 30049XAA5 2107 2800000 PRN SOLE 2800000 0 0 UNITED RENTALS NORTH AM CORP 911365BD5 3522 3555000 PRN SOLE 3555000 0 0 VALEANT PHARMACEUTICALS CORP 91831AAC5 8019 10380000 PRN SOLE 10380000 0 0 VIASAT INC CORP 92552VAF7 1877 1805000 PRN SOLE 1805000 0 0 WATERJET HOLDINGS INC CORP 94155UAA7 2952 2952000 PRN SOLE 2952000 0 0 WEST CORP CORP 952355AN5 4214 4575000 PRN SOLE 4575000 0 0 WESTERN DIGITAL CORP CORP 958102AK1 13065 13000000 PRN SOLE 13000000 0 0 WESTERN DIGITAL CORP CORP 958102AJ4 256 250000 PRN SOLE 250000 0 0 WESTERN REFINING INC CORP 959319AG9 3153 3533000 PRN SOLE 3533000 0 0 WESTERN REFINING/WNRL FI CORP 95931TAB6 2206 2465000 PRN SOLE 2465000 0 0 ALLERGAN PLC OPT G0177J108 2 15 SH Call SOLE 15 0 0 ANACOR PHARMACEUTICALS INC OPT 032420101 87 200 SH Put SOLE 200 0 0 BIOMARIN PHARMACEUTICAL INC OPT 09061G101 14 320 SH Call SOLE 320 0 0 BIOMARIN PHARMACEUTICAL INC OPT 09061G101 3 300 SH Put SOLE 300 0 0 BIOMARIN PHARMACEUTICAL INC OPT 09061G101 5 120 SH Put SOLE 120 0 0 BRISTOL-MYERS SQUIBB CO OPT 110122108 35 300 SH Call SOLE 300 0 0 CEMEX SAB DE CV OPT 151290889 3 1000 SH Put SOLE 1000 0 0 CEMEX SAB DE CV OPT 151290889 6 1000 SH Put SOLE 1000 0 0 CHESAPEAKE ENERGY CORP OPT 165167107 2 1500 SH Put SOLE 1500 0 0 CHESAPEAKE ENERGY CORP OPT 165167107 9 1000 SH Put SOLE 1000 0 0 CHEVRON CORP OPT 166764100 0 100 SH Put SOLE 100 0 0 CIENA CORP OPT 171779309 8 500 SH Call SOLE 500 0 0 CIENA CORP OPT 171779309 10 500 SH Call SOLE 500 0 0 CITRIX SYSTEMS INC OPT 177376100 16 150 SH Call SOLE 150 0 0 CLOVIS ONCOLOGY INC OPT 189464100 112 400 SH Put SOLE 400 0 0 COBALT INTERNATIONAL ENERGY IN OPT 19075F106 5 500 SH Call SOLE 500 0 0 COGENT COMMUNICATIONS HOLDINGS OPT 19239V302 13 500 SH Put SOLE 500 0 0 CSG SYSTEMS INTERNATIONAL INC OPT 126349109 13 282 SH Put SOLE 282 0 0 CTRIP.COM INTERNATIONAL LTD OPT 22943F100 11 200 SH Call SOLE 200 0 0 CTRIP.COM INTERNATIONAL LTD OPT 22943F100 15 500 SH Call SOLE 500 0 0 CTRIP.COM INTERNATIONAL LTD OPT 22943F100 2 300 SH Put SOLE 300 0 0 CTRIP.COM INTERNATIONAL LTD OPT 22943F100 4 150 SH Put SOLE 150 0 0 CTRIP.COM INTERNATIONAL LTD OPT 22943F100 14 300 SH Call SOLE 300 0 0 DEUTSCHE BANK AG OPT D18190898 27 400 SH Put SOLE 400 0 0 DEUTSCHE BANK AG OPT D18190898 128 1000 SH Put SOLE 1000 0 0 DEUTSCHE BANK AG OPT D18190898 17 300 SH Put SOLE 300 0 0 ENERGY SELECT SECTOR SPDR FUND OPT 81369Y506 236 300 SH Call SOLE 300 0 0 FINANCIAL SELECT SECTOR SPDR F OPT 81369Y605 32 3000 SH Call SOLE 3000 0 0 FINANCIAL SELECT SECTOR SPDR F OPT 81369Y605 4 2000 SH Call SOLE 2000 0 0 FIREEYE INC OPT 31816Q101 6 1200 SH Call SOLE 1200 0 0 FREEPORT-MCMORAN INC OPT 35671D857 5 1500 SH Put SOLE 1500 0 0 FREEPORT-MCMORAN INC OPT 35671D857 8 500 SH Put SOLE 500 0 0 GENERAL ELECTRIC CO OPT 369604103 14 500 SH Call SOLE 500 0 0 GENERAL ELECTRIC CO OPT 369604103 33 3000 SH Call SOLE 3000 0 0 GENERAL MOTORS CO OPT 37045V100 11 600 SH Call SOLE 600 0 0 GOLAR LNG LTD OPT G9456A100 66 750 SH Put SOLE 750 0 0 GOLAR LNG LTD OPT G9456A100 36 500 SH Put SOLE 500 0 0 ICONIX BRAND GROUP INC OPT 451055107 13 500 SH Put SOLE 500 0 0 ISHARES RUSSELL 2000 ETF OPT 464287655 12 1000 SH Put SOLE 1000 0 0 J2 GLOBAL INC OPT 48123V102 1 200 SH Put SOLE 200 0 0 J2 GLOBAL INC OPT 48123V102 67 400 SH Put SOLE 400 0 0 LEUCADIA NATIONAL CORP OPT 527288104 8 750 SH Put SOLE 750 0 0 LEVEL 3 COMMUNICATIONS INC OPT 52729N308 12 400 SH Call SOLE 400 0 0 MANNKIND CORP OPT 56400P201 25 1000 SH Call SOLE 1000 0 0 MANNKIND CORP OPT 56400P201 9 500 SH Call SOLE 500 0 0 MANNKIND CORP OPT 56400P201 10 1000 SH Call SOLE 1000 0 0 MANNKIND CORP OPT 56400P201 7 1000 SH Call SOLE 1000 0 0 MENTOR GRAPHICS CORP OPT 587200106 31 500 SH Call SOLE 500 0 0 MICRON TECHNOLOGY INC OPT 595112103 1 579 SH Call SOLE 579 0 0 MICROSOFT CORP OPT 594918104 18 400 SH Call SOLE 400 0 0 MYLAN NV OPT N59465109 0 75 SH Put SOLE 75 0 0 NORDSTROM INC OPT 655664100 6 350 SH Call SOLE 350 0 0 NUANCE COMMUNICATIONS INC OPT 67020Y100 6 300 SH Put SOLE 300 0 0 NUVASIVE INC OPT 670704105 15 150 SH Call SOLE 150 0 0 NXP SEMICONDUCTORS NV OPT N6596X109 16 250 SH Put SOLE 250 0 0 ORACLE CORP OPT 68389X105 1 500 SH Put SOLE 500 0 0 PANDORA MEDIA INC OPT 698354107 2 500 SH Call SOLE 500 0 0 PANDORA MEDIA INC OPT 698354107 61 1000 SH Put SOLE 1000 0 0 POWERSHARES QQQ TRUST SERIES 1 OPT 73935A104 502 2000 SH Call SOLE 2000 0 0 PRA GROUP INC OPT 69354N106 4 750 SH Put SOLE 750 0 0 RED HAT INC OPT 756577102 24 200 SH Call SOLE 200 0 0 RED HAT INC OPT 756577102 2 280 SH Call SOLE 280 0 0 RED HAT INC OPT 756577102 5 200 SH Put SOLE 200 0 0 RED HAT INC OPT 756577102 2 100 SH Call SOLE 100 0 0 RESTORATION HARDWARE HOLDINGS OPT 761283100 18 300 SH Put SOLE 300 0 0 SALESFORCE.COM INC OPT 79466L302 16 150 SH Call SOLE 150 0 0 SOUTHWESTERN ENERGY CO OPT 845467109 5 750 SH Put SOLE 750 0 0 SPDR S&P500 ETF TRUST OPT 78462F103 2 1000 SH Put SOLE 1000 0 0 SPDR S&P500 ETF TRUST OPT 78462F103 1 750 SH Put SOLE 750 0 0 SPDR S&P500 ETF TRUST OPT 78462F103 9 500 SH Put SOLE 500 0 0 SPRINT CORP OPT 85207U105 34 639 SH Call SOLE 639 0 0 STARWOOD PROPERTY TRUST INC OPT 85571B105 5 500 SH Put SOLE 500 0 0 SUPERIOR ENERGY SERVICES INC OPT 868157108 11 300 SH Put SOLE 300 0 0 TWITTER INC OPT 90184L102 17 1500 SH Call SOLE 1500 0 0 TWITTER INC OPT 90184L102 5 1500 SH Call SOLE 1500 0 0 TWITTER INC OPT 90184L102 11 500 SH Call SOLE 500 0 0 TWITTER INC OPT 90184L102 2 400 SH Call SOLE 400 0 0 UNISYS CORP OPT 909214306 3 250 SH Put SOLE 250 0 0 UNISYS CORP OPT 909214306 8 1100 SH Put SOLE 1100 0 0 UNISYS CORP OPT 909214306 45 1000 SH Put SOLE 1000 0 0 VALE SA OPT 91912E105 2 1000 SH Call SOLE 1000 0 0 VALE SA OPT 91912E105 4 500 SH Call SOLE 500 0 0 VALE SA OPT 91912E105 1 794 SH Put SOLE 794 0 0 WEBMD HEALTH CORP OPT 94770V102 111 650 SH Call SOLE 650 0 0 WESTERN DIGITAL CORP OPT 958102105 973 2800 SH Call SOLE 2800 0 0 WHITING PETROLEUM CORP OPT 966387102 2 500 SH Call SOLE 500 0 0 WHITING PETROLEUM CORP OPT 966387102 6 125 SH Call SOLE 125 0 0 WHITING PETROLEUM CORP OPT 966387102 4 500 SH Put SOLE 500 0 0 WRIGHT MEDICAL GROUP NV OPT N96617118 17 300 SH Put SOLE 300 0 0 YAHOO! INC OPT 984332106 56 300 SH Call SOLE 300 0 0 YAHOO! INC OPT 984332106 124 1500 SH Call SOLE 1500 0 0 YAHOO! INC OPT 984332106 23 350 SH Call SOLE 350 0 0 YAHOO! INC OPT 984332106 12 400 SH Call SOLE 400 0 0 YAHOO! INC OPT 984332106 72 3700 SH Call SOLE 3700 0 0 CARAUSTAR INDUSTRIES INC TERM 14076CAB9 1375 1402610 PRN SOLE 1402610 0 0 SPRINT INDUSTRIAL LLC TERM 85208BAE6 2280 3000000 PRN SOLE 3000000 0 0