Current Holdings (from 13F, 13D)

InvestorAdvent Capital Management /de/
Insider ProfileADVENT CAPITAL MANAGEMENT /DE/
Portfolio Value$ 5,281,040,000
Current Positions126
Opened Positions5
Closed Positions81

Advent Capital Management /de/ has disclosed 126 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 5,281,040,000 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). Advent Capital Management /de/'s top holdings are Yahoo! Inc. (NASDAQ:YHOO) , The Priceline Group Inc. Bond (741503AS5) , Illumina, Inc. Bond (452327AH2) , Wells Fargo & Co., 7.50% Non-Cumul Perp Conv Cl A Preferred Stock, Series L (NYSE:WFC.PRL) , and Wright Medical Group N.V. (NASDAQ:WMGIZ) . Advent Capital Management /de/'s new positions include Yahoo! Inc. (NASDAQ:YHOO) , The Priceline Group Inc. Bond (741503AS5) , Illumina, Inc. Bond (452327AH2) , Wright Medical Group N.V. (NASDAQ:WMGIZ) , and Weatherford International plc Bond (947075AH0) .


All Advent Capital Management /de/ holdings are listed in the following table. This data is sourced from 13D/13G, and 13F filings. Green rows indicate new positions. Red rows indicate closed positions.

This 13F was filed on November 14, 2017. Click the link icon to see the full transaction history.

Reporting PeriodFormSecurity Imputed
Share Price
Prev SharesCurrent SharesChange
(Percent)
Prev Value ($K)Current Value ($K)Change
(Percent)
2017‑09‑30 13F-HR ORCL / Oracle Corp. Call 0.00 300 0
2017‑09‑30 13F-HR 458140AF7 / Intel Corp. 3.25% Bond Due 8/1/2039 39,835 42,946 7.81
2017‑09‑30 13F-HR PTCT / PTC Therapeutics, Inc. 20.00 10,000 5,229 200 -96.18
2017‑09‑30 13F-HR ON / ON Semiconductor Corporation Put 200 0 -100.00 9 0 -100.00
2017‑09‑30 13F-HR P / Pandora Media, Inc. Call 1,000 0 -100.00 13 0 -100.00
2017‑09‑30 13F-HR 45784PAD3 / Insulet Corp. Bond 26,981 27,803 3.05
2017‑09‑30 13F-HR RHT / Red Hat, Inc. Call 200 0 -100.00 129 0 -100.00
2017‑09‑30 13F-HR PODD / Insulet Corp. Put 150 0 -100.00 3 0 -100.00
2017‑09‑30 13F-HR PRAA / PRA Group, Inc. Put 800 0 -100.00 8 0 -100.00
2017‑09‑30 13F-HR RAD / Rite Aid Corp. Put 1,000 0 -100.00 3 0 -100.00
2017‑09‑30 13F-HR PFE / Pfizer, Inc. Call 1,500 0 -100.00 32 0 -100.00
2017‑09‑30 13F-HR TWTR / Twitter, Inc. 16.86 15,898 80,650 268 -99.67
2017‑09‑30 13F-HR TWTR / Twitter, Inc. Call 1,000 0 -100.00 19 0 -100.00
2017‑09‑30 13F-HR WGP / Western Gas Equity Partners, LP Put 500 0 -100.00 9 0 -100.00
2017‑09‑30 13F-HR Technology Select Sector SPDR / OPT Put (81369Y953) 300 0 -100.00 6 0 -100.00
2017‑09‑30 13F-HR BMRN / BioMarin Pharmaceutical, Inc. 5,500 0 -100.00 500 0 -100.00
2017‑09‑30 13F-HR TSNU / Tyson Foods, Inc., 4.75% Tangible Equity Units 4,786 0 -100.00 325 0 -100.00
2017‑09‑30 13F-HR CMI / Cummins, Inc. 56,000 0 -100.00 9,084 0 -100.00
2017‑09‑30 13F-HR MIC / Macquarie Infrastructure Company LLC 60,267 0 -100.00 4,725 0 -100.00
2017‑09‑30 13F-HR GXP / Great Plains Energy, Inc. 245,261 0 -100.00 13,077 0 -100.00
2017‑09‑30 13F-HR SRCLP / Stericycle, Inc. 5.25% Series A Preferred 96,000 0 -100.00 6,145 0 -100.00
2017‑09‑30 13F-HR TMUS / T-Mobile US, Inc. 12,000 0 -100.00 727 0 -100.00
2017‑09‑30 13F-HR AAPL / Apple, Inc. 70 0 -100.00 10 0 -100.00
2017‑09‑30 13F-HR CHTR / Charter Communications, Inc. 3,500 0 -100.00 1,179 0 -100.00
2017‑09‑30 13F-HR Financial Select Sector SPDR F / OPT Call (81369Y905) 1,000 0 -100.00 29 0 -100.00
2017‑09‑30 13F-HR LMT / Lockheed Martin Corp. 24,300 0 -100.00 6,746 0 -100.00
2017‑09‑30 13F-HR BIIB / Biogen Inc. 15,500 0 -100.00 4,206 0 -100.00
2017‑09‑30 13F-HR PowerShares QQQ Trust Series 1 / OPT Put (73935A954) 435 0 -100.00 90 0 -100.00
2017‑09‑30 13F-HR PFPT / Proofpoint, Inc. 3,500 0 -100.00 304 0 -100.00
2017‑09‑30 13F-HR HCA / HCA Holdings Inc. 16,200 0 -100.00 1,413 0 -100.00
2017‑09‑30 13F-HR CTL / CenturyLink, Inc. Put 300 0 -100.00 16 0 -100.00
2017‑09‑30 13F-HR CTL / CenturyLink, Inc. 123,700 0 -100.00 2,954 0 -100.00
2017‑09‑30 13F-HR ON / ON Semiconductor Corporation 20,000 0 -100.00 281 0 -100.00
2017‑09‑30 13F-HR 864909AA4 / Sucampo Pharmaceuticals, Inc. Bond 4,220 2,906 -31.14
2017‑09‑30 13F-HR TWTR / Twitter, Inc. Put 14.00 0 500 0 7
2017‑09‑30 13F-HR CX / Cemex S.A.B de C.V. Put 19.70 0 203 0 4
2017‑09‑30 13F-HR 922417AD2 / Veeco Instruments, Inc. Bond 2.7% Due 1/15/2023 15,925 57,561 261.45
2017‑09‑30 13F-HR 464337AJ3 / Ionis Pharmaceuticals, Inc. 1.00% Convertible Bond 42,924 40,330 -6.04
2017‑09‑30 13F-HR 14161HAG3 / Cardtronics, Inc. Bond 20,180 34,824 72.57
2017‑09‑30 13F-HR 09238EAB0 / Blackhawk Network Holdings, Inc. Bond 1.500% 1/1 6,999
2017‑09‑30 13F-HR 25470MAB5 / DISH Network Corp. 3.375% Bond 79,141
2017‑09‑30 13F-HR 22943FAM2 / Ctrip Com Intl Ltd Bond 26,658
2017‑09‑30 13F-HR 232806AM1 / Cypress Semiconductor Corp. Bond 25,185
2017‑09‑30 13F-HR 393222AF1 / Green Plains Inc 4.125 01sep22 Bond 14,079
2017‑09‑30 13F-HR 530715AN1 / Liberty Media, Bond 3.5%, Due 1/15/2031 37,200 36,251 -2.55
2017‑09‑30 13F-HR 493723AA8 / KEYW Holdings Corp 2.5% Bond due 2019-07-15 7,048
2017‑09‑30 13F-HR 758075AC9 / Redwood Tr Inc Bond 7,601
2017‑09‑30 13F-HR 87238QAD5 / Tcp Capital Corp 4.625 1mar22 Bond 19,022
2017‑09‑30 13F-HR 57164YAA5 / Marriott Vacations Worldwide Corp Bond 1.500% 9/1 15,711
2017‑09‑30 13F-HR 189464AB6 / Clovis Oncology, Inc. 2.5% 9/15/2021 13,277 11,056 -16.73
2017‑09‑30 13F-HR 393657AH4 / Greenbrier Companies, Inc. (THE) Bond 553 555 0.36
2017‑09‑30 13F-HR 85571BAA3 / Starwood Property Trust Inc Bond 0.00 730 730 0.00
2017‑09‑30 13F-HR 67020YAG5 / Nuance Communications, Inc. 1.50% Bond Due 11/1/2035 7,906 7,862 -0.56
2017‑09‑30 13F-HR 92343XAA8 / Verint Systems, Inc. 1.5% Bond Due 6/1/2021 54,183 56,119 3.57
2017‑09‑30 13F-HR VZ / Verizon Communications, Inc. 49.49 165,000 125,000 -24.24 7,369 6,186 -16.05
2017‑09‑30 13F-HR F / Ford Motor Co. 11.98 0 50,000 0 599
2017‑09‑30 13F-HR 007903BD8 / Advanced Micro Devices, Inc. Bond 2.125%, 9/1/2026 15,043 14,226 -5.43
2017‑09‑30 13F-HR 538034AJ8 / Live Nation Entertainment, Inc. 2.5% Due 5/15/2019 25,325 435 -98.28
2017‑09‑30 13F-HR CTXS / Citrix Systems, Inc. 76.84 0 19,000 0 1,460
2017‑09‑30 13F-HR 11133BAD4 / BroadSoft, Inc. 1% Bond Due 9/1/2022 31,313 27,680 -11.60
2017‑09‑30 13F-HR KEY / KeyCorp 18.84 40,315 25,000 -37.99 756 471 -37.70
2017‑09‑30 13F-HR 00971TAG6 / Akamai Technologies, Inc. Bond 780 780 0.00
2017‑09‑30 13F-HR FNSR / Finisar Corporation Put 20.00 0 100 0 2
2017‑09‑30 13F-HR AKAM / Akamai Technologies, Inc. Call 43.33 0 300 0 13
2017‑09‑30 13F-HR 88160RAB7 / Tesla Motors, Inc. Convertible Bond 0.250% Due 3/1/2019 29,025 28,045 -3.38
2017‑09‑30 13F-HR 44052TAB7 / Horizon Pharma plc 2.5% Bond due 2022-03-15 47,320 48,542 2.58
2017‑09‑30 13F-HR DHR / Danaher Corp. 5,000 0 -100.00 422 0 -100.00
2017‑09‑30 13F-HR MRK / Merck & Co., Inc. 64.02 61,000 81,000 32.79 3,909 5,186 32.67
2017‑09‑30 13F-HR 67020YAK6 / Nuance Communications, Inc. 1.00% Bond Due 12/15/2035 67,389 65,182 -3.28
2017‑09‑30 13F-HR 94419LAA9 / Wayfair, Inc. Bond 10,916
2017‑09‑30 13F-HR AMT / American Tower Corp. (REIT) 136.68 40,000 5,467
2017‑09‑30 13F-HR TKPPY / TechnipFMC 27.61 11,300 312
2017‑09‑30 13F-HR BC / Brunswick Corp. 56.00 5,000 280
2017‑09‑30 13F-HR CIDM / Cinedigm Corp. 1.45 36,666 53
2017‑09‑30 13F-HR FLXN / Flexion Therapeutics, Inc. 24.20 15,000 363
2017‑09‑30 13F-HR GT / Goodyear Tire & Rubber Co. (The) 33.25 20,000 665
2017‑09‑30 13F-HR IAC / IAC/InterActiveCorp. 118.00 1,000 118
2017‑09‑30 13F-HR IIVI / II-VI Inc. 41.25 4,000 165
2017‑09‑30 13F-HR LOW / Lowe's Companies, Inc. 79.93 42,000 3,357
2017‑09‑30 13F-HR MS / Morgan Stanley 48.16 55,000 2,649
2017‑09‑30 13F-HR NVS / Novartis AG 85.85 7,385 634
2017‑09‑30 13F-HR RGLD / Royal Gold, Inc. 86.04 60,300 5,188
2017‑09‑30 13F-HR TEVA / Teva Pharmaceutical Industries Ltd. 17.60 50,000 880
2017‑09‑30 13F-HR AAPL / Apple, Inc. Call 60.00 500 30
2017‑09‑30 13F-HR TREE / LendingTree, Inc. 244.46 26,000 6,356
2017‑09‑30 13F-HR VECO / Veeco Instruments, Inc. 21.40 20,000 428
2017‑09‑30 13F-HR ZG / Zillow Group, Inc. 40.26 8,420 339
2017‑09‑30 13F-HR Altaba Inc / OPT Put (021346951) 18.00 500 9
2017‑09‑30 13F-HR AMZN / Amazon.com, Inc. Call 1,960.00 25 49
2017‑09‑30 13F-HR CCI / Crown Castle International Corp. Put 100.00 70 7
2017‑09‑30 13F-HR FLXN / Flexion Therapeutics, Inc. Call 244.00 250 61
2017‑09‑30 13F-HR GLD / SPDR Gold Shares Put 46.67 150 7
2017‑09‑30 13F-HR GPRE / Green Plains Inc. Call 16.00 500 8
2017‑09‑30 13F-HR HCJ / HCI Group, Inc. Put 10.00 200 2
2017‑09‑30 13F-HR IIVI / II-VI Inc. Put 10.00 400 4
2017‑09‑30 13F-HR INCY / Incyte Corp. Put 70.00 100 7
2017‑09‑30 13F-HR IPXL / Impax Laboratories, Inc. Put 100.50 806 81
2017‑09‑30 13F-HR 493267958 / KeyCorp Put 0.00 250 0
2017‑09‑30 13F-HR MTOR / Meritor, Inc. Put 20.00 500 10
2017‑09‑30 13F-HR NBR / Nabors Industries Ltd. Call 41.00 1,000 41
2017‑09‑30 13F-HR RACE / Ferrari N.V. Call 20.00 50 1
2017‑09‑30 13F-HR RACE / Ferrari N.V. Put 72.73 110 8
2017‑09‑30 13F-HR RGLD / Royal Gold, Inc. Put 475.00 200 95
2017‑09‑30 13F-HR SBNB / Scorpio Tankers Inc. Call 5.00 1,000 5
2017‑09‑30 13F-HR Tapestry Inc / OPT Call (876030907) 30.00 200 6
2017‑09‑30 13F-HR TREE / LendingTree, Inc. Call 520.00 100 52
2017‑09‑30 13F-HR WMT / Wal-Mart Stores, Inc. Put 17.39 230 4
2017‑09‑30 13F-HR DTE / DTE Energy Co. 54.11 151,580 43,500 -71.30 8,227 2,354 -71.39
2017‑09‑30 13F-HR CCI / Crown Castle International Corp. 1,061.17 55,728 59,137
2017‑09‑30 13F-HR PCLN / The Priceline Group Inc. Put 780.00 0 50 0 39
2017‑09‑30 13F-HR INTC / Intel Corp. 38.08 40,000 25,000 -37.50 1,350 952 -29.48
2017‑09‑30 13F-HR TEVA / Teva Pharmaceutical Industries Ltd. Call 4.12 0 1,700 0 7
2017‑09‑30 13F-HR TEVA / Teva Pharmaceutical Industries Ltd. Put 6.67 0 300 0 2
2017‑09‑30 13F-HR 21925YAB9 / Cornerstone OnDemand, Inc. Bond 1.500% 7/0 31,284 28,383 -9.27
2017‑09‑30 13F-HR 01988PAD0 / Allscripts Healthcare Solutions Inc. Bond 68,508 64,395 -6.00
2017‑09‑30 13F-HR 45667GAB9 / Infinera Corp. Bond 20,000 213 46 -78.40
2017‑09‑30 13F-HR 58471AAB1 / Medidata Solutions, Inc. Bond 881 856 -2.84
2017‑09‑30 13F-HR NYCB.PRU / New York Community Capital Trust V BONUSES Units due 11/1/2051 50.69 333,111 404,832 21.53 17,134 20,520 19.76
2017‑09‑30 13F-HR THRX / Theravance, Inc. 9,357 6,359 -32.04
2017‑09‑30 13F-HR 780287AA6 / Royal Gold, Inc. 2.875% Bond Due 2019-06-15 38,848 36,476 -6.11
2017‑09‑30 13F-HR 128126AB5 / CalAmp Corp. Bond 19,197 22,388 16.62
2017‑09‑30 13F-HR 88160RAC5 / Tesla Motors, Inc. Bond 1.25% Due 3/1/2021 18,625 34,017 82.64
2017‑09‑30 13F-HR 472145AB7 / Jazz Pharmaceuticals, Inc. Bond 82,800 84,817 2.44
2017‑09‑30 13F-HR 670704AG0 / NuVasive, Inc. Bond 21,255 22,357 5.18
2017‑09‑30 13F-HR ARCP / 11,360 15,141 33.28
2017‑09‑30 13F-HR BAC.PRL / Bank of America Corp. 7.25% Preferred Perpetual Convertible Series L 1,308.30 50,379 57,633 14.40 63,578 75,401 18.60
2017‑09‑30 13F-HR 22943FAF7 / Ctrip.com International, Ltd. Bond 1.000% 7/0 89,575 87,825 -1.95
2017‑09‑30 13F-HR BAC / Bank of America Corp. 25.33 0 30,000 0 760
2017‑09‑30 13F-HR BAC / Bank of America Corp. Call 18.75 1,000 800 -20.00 10 15 50.00
2017‑09‑30 13F-HR 11133BAB8 / BroadSoft, Inc. 1.5% Bond Due 7/1/2018 22,918 25,125 9.63
2017‑09‑30 13F-HR DIS / The Walt Disney Co. 98.58 0 40,000 0 3,943
2017‑09‑30 13F-HR 171779AK7 / Ciena Corp. 4% Bond 8,168 10,197 24.84
2017‑09‑30 13F-HR iShares Russell 2000 ETF / OPT Put (464287955) 16.00 600 500 -16.67 11 8 -27.27
2017‑09‑30 13F-HR S / Sprint Corporation 7.78 60,000 60,000 0.00 493 467 -5.27
2017‑09‑30 13F-HR SYMC / Symantec Corp. Call 500 0 -100.00 10 0 -100.00
2017‑09‑30 13F-HR SPDR S&P500 ETF Trust / OPT Call (78462F903) 2,000 0 -100.00 26 0 -100.00
2017‑09‑30 13F-HR KR / Kroger Co. Put 200 0 -100.00 1 0 -100.00
2017‑09‑30 13F-HR LC / LendingClub Corp. Call 2,000 0 -100.00 15 0 -100.00
2017‑09‑30 13F-HR MSFT / Microsoft Corp. Call 300 0 -100.00 6 0 -100.00
2017‑09‑30 13F-HR NBR / Nabors Industries Ltd. Put 600 0 -100.00 23 0 -100.00
2017‑09‑30 13F-HR NBIX / Neurocrine Biosciences, Inc. Put 300 0 -100.00 71 0 -100.00
2017‑09‑30 13F-HR NXST / Nexstar Broadcasting Group, Inc. Put 100 0 -100.00 5 0 -100.00
2017‑09‑30 13F-HR ON / ON Semiconductor Corporation Call 2,000 0 -100.00 10 0 -100.00
2017‑09‑30 13F-HR 45256BAE1 / Impax Laboratories, Inc. 2% Bond due 2022-06-15 27,111 44,780 65.17
2017‑09‑30 13F-HR 02917TAB0 / VEREIT, Inc. Bond 18,272 11,360 -37.83
2017‑09‑30 13F-HR 09061GAH4 / BioMarin Pharmaceutical, Inc. Bond 26,383
2017‑09‑30 13F-HR 531229AB8 / Liberty Media Corporation Bond 59,658 52,888 -11.35
2017‑09‑30 13F-HR 531229AE2 / Liberty Media Corporation Bond 59,705
2017‑09‑30 13F-HR 82922RAD5 / Sina Corp. Bond 230 230 0.00
2017‑09‑30 13F-HR 90184LAD4 / Twitter, Inc. Bond 15,898 268 69,467 25,820.52
2017‑09‑30 13F-HR AATDF / AA LTD 24.86 2,534 63
2017‑09‑30 13F-HR JDSU / 22,975 21,834 -4.97
2017‑09‑30 13F-HR TPGH / TPG Pace Holdings Corp. 10.20 300,000 3,060
2017‑09‑30 13F-HR 112463AA2 / Brookdale Senior Living, Inc. Bond 19,872 297 -98.51
2017‑09‑30 13F-HR MU / Micron Technology, Inc. Put 7.50 100 400 300.00 3 3 0.00
2017‑09‑30 13F-HR T / AT & T, Inc. Put 12.22 1,800 22
2017‑09‑30 13F-HR Z / Zillow Group, Inc. Class C Put 28.18 0 1,100 0 31
2017‑09‑30 13F-HR 84860WAA0 / Spirit Realty Capital, Inc. Bond 14,943 25,613 71.40
2017‑09‑30 13F-HR 84860WAB8 / Spirit Realty Capital, Inc. Bond 14,509 14,943 2.99
2017‑09‑30 13F-HR VIP / VimpelCom Ltd. 4.19 85,300 357
2017‑09‑30 13F-HR 31787AAM3 / Finisar Corporation Bond 0.5% Due 12/15/2033 Bond 55,230 40,926 -25.90
2017‑09‑30 13F-HR 11777QAB6 / B2Gold Corp. Bond 87,000 244 50,393 20,552.87
2017‑09‑30 13F-HR BTG / B2Gold Corp. 2.80 87,000 51,962 244 -99.53
2017‑09‑30 13F-HR 452327AH2 / Illumina, Inc. Bond 103,279 108,209 4.77
2017‑09‑30 13F-HR 452327AF6 / Illumina, Inc. Bond 108,209 621 -99.43
2017‑09‑30 13F-HR 151290BR3 / Cemex S.A.B de C.V. Bond 29,007 32,044 10.47
2017‑09‑30 13F-HR 19624RAA4 / Colony Capital, Inc. Bond 25,596 25,066 -2.07
2017‑09‑30 13F-HR 19624RAB2 / Colony Capital, Inc. Bond 25,066 62,281 148.47
2017‑09‑30 13F-HR CX / Cemex S.A.B de C.V. 9.08 25,000 161,000 544.00 135 1,462 982.96
2017‑09‑30 13F-HR 31816QAD3 / FireEye, Inc. Bond 27,173 75,949 179.50
2017‑09‑30 13F-HR 31816QAB7 / FireEye, Inc. Bond 15,000 252 27,173 10,682.94
2017‑09‑30 13F-HR MU / Micron Technology, Inc. 39.34 50,000 11.11 5,559 1,967 -64.62
2017‑09‑30 13F-HR 595112AY9 / Micron Technology, Inc. Bond 50,000 1,967 94,135 4,685.71
2017‑09‑30 13F-HR PCLN / The Priceline Group Inc. 1,830.89 3,820 9,127 6,994 -23.37
2017‑09‑30 13F-HR 741503AQ9 / The Priceline Group Inc. Bond 3,820 6,994 5,201 -25.64
2017‑09‑30 13F-HR 741503AS5 / The Priceline Group Inc. Bond 5,201 109,405 2,003.54
2017‑09‑30 13F-HR 741503AX4 / The Priceline Group Inc. Bond 109,405 52,753 -51.78
2017‑09‑30 13F-HR 811904AM3 / SEACOR Holdings, Inc. Bond 1,800 179 -90.06
2017‑09‑30 13F-HR LRCX / Lam Research Corp. 0 -100.00 76,974 0 -100.00
2017‑09‑30 13F-HR 00912XAK0 / Air Lease Corporation Bond 44,253 39,245 -11.32
2017‑09‑30 13F-HR AL / Air Lease Corporation 0 -100.00 39,245 0 -100.00
2017‑09‑30 13F-HR PODD / Insulet Corp. 15,000 0 -100.00 770 0 -100.00
2017‑09‑30 13F-HR FEYE / FireEye, Inc. 16.80 110,000 15,000 -86.36 1,673 252 -84.94
2017‑09‑30 13F-HR HCN.PRI / Welltower Inc. 6.50% Series I Cumul Convertible Perpetual Preferred Stock 63.23 198,085 273,000 37.82 13,120 17,262 31.57
2017‑09‑30 13F-HR GLD / SPDR Gold Shares 121.60 0 15,000 0 1,824
2017‑09‑30 13F-HR FTRPR / Frontier Communications Corp. 19.06 211,000 144,811 -31.37 6,227 2,760 -55.68
2017‑09‑30 13F-HR 111621AQ1 / Brocade Communications Systems, Inc. 1.375% Bond Due 1/1/2020 436 436 0.00
2017‑09‑30 13F-HR WMGIZ / Wright Medical Group N.V. 99,490 97,433 -2.07
2017‑09‑30 13F-HR PTCT / PTC Therapeutics, Inc. Put 60.00 0 100 0 6
2017‑09‑30 13F-HR ETN / Eaton Corporation 76.80 80,000 50,000 -37.50 6,226 3,840 -38.32
2017‑09‑30 13F-HR 04010LAM5 / Ares Capital Corp. 4.375% Bond Due 1/15/2019 60,822 56,844 -6.54
2017‑09‑30 13F-HR INCY / Incyte Corp. 116.73 40,500 50,500 24.69 5,099 5,895 15.61
2017‑09‑30 13F-HR INCY / Incyte Corp. Call 57.14 0 70 0 4
2017‑09‑30 13F-HR SPDR S&P 500 ETF Trust / OPT Put (78462F953) 21.67 2,080 600 -71.15 133 13 -90.23
2017‑09‑30 13F-HR 42330PAH0 / Helix Energy Solutions Group, Inc. 4.25% Convertible Bond due 2022-05-01 5 5 0.00
2017‑09‑30 13F-HR X / United States Steel Corp. 25.67 285,000 27,500 -90.35 6,310 706 -88.81
2017‑09‑30 13F-HR MCHP / Microchip Technology Inc. Put 50.00 0 120 0 6
2017‑09‑30 13F-HR SYF / Synchrony Financial 31.05 10,000 60,000 500.00 298 1,863 525.17
2017‑09‑30 13F-HR M / Macy's, Inc. 21.82 0 200,000 0 4,364
2017‑09‑30 13F-HR 09061GAF8 / BioMarin Pharmaceutical Inc. Bond 1.5% 10/15/2020 31,736 31,041 -2.19
2017‑09‑30 13F-HR 743424AD5 / Proofpoint, Inc. 0.75% Convertible Bond due 2020-06-15 28,662 25,932 -9.52
2017‑09‑30 13F-HR WMT / Wal-Mart Stores, Inc. 78.15 0 72,876 0 5,695
2017‑09‑30 13F-HR CTRP / Ctrip.com International, Ltd. Put 6.67 0 300 0 2
2017‑09‑30 13F-HR 04010LAJ2 / Ares Capital Corp. 4.75% Bond Due 1/15/2018 9,634 9,859 2.34
2017‑09‑30 13F-HR GD / General Dynamics Corp. 205.56 0 20,344 0 4,182
2017‑09‑30 13F-HR 29266SAA4 / Endologix, Inc. Bond 581 581 0.00
2017‑09‑30 13F-HR 440543AN6 / Hornbeck Offshore Services, Inc. Bond 74 74 0.00
2017‑09‑30 13F-HR 62952QAB6 / NXP Semiconductors N.V. Bond 28,389 28,762 1.31
2017‑09‑30 13F-HR NOW / ServiceNow, Inc. Call 45.00 245 200 -18.37 82 9 -89.02
2017‑09‑30 13F-HR BMRN / BioMarin Pharmaceutical, Inc. Put 53.33 0 150 0 8
2017‑09‑30 13F-HR UNP / Union Pacific Corp. 115.99 0 15,544 0 1,803
2017‑09‑30 13F-HR 00484MAA4 / Acorda Therapeutics, Inc. Bond 1.750% 6/1 4,092 4,538 10.90
2017‑09‑30 13F-HR 64157FAA1 / Nevro Corp. Bond 20,471 21,443 4.75
2017‑09‑30 13F-HR 78454LAM2 / SM Energy Co Bond 14,699 18,086 23.04
2017‑09‑30 13F-HR 80004CAF8 / SanDisk Corporation Bond 839 839 0.00
2017‑09‑30 13F-HR 267475AB7 / Dycom Industries, Inc. Bond 56,393 71,615 26.99
2017‑09‑30 13F-HR 286082AC6 / Electronics For Imaging, Inc. Bond 64,683 60,424 -6.58
2017‑09‑30 13F-HR 756577AD4 / Red Hat, Inc. Bond 65,172 48,339 -25.83
2017‑09‑30 13F-HR 81762PAB8 / ServiceNow, Inc. Bond 37,525 34,828 -7.19
2017‑09‑30 13F-HR 94973VBG1 / Anthem, Inc. Bond 33,184 41,414 24.80
2017‑09‑30 13F-HR 092533AC2 / Blackrock Capital Investment Bond 0.00 13,198 20,111 52.38
2017‑09‑30 13F-HR 670008AD3 / NOVELLUS SYS INC Bond 0.00 645 847 31.32
2017‑09‑30 13F-HR LYV / Live Nation Entertainment, Inc. Put 5.56 250 180 -28.00 7 1 -85.71
2017‑09‑30 13F-HR 63934EAS7 / Navistar International Corp. Bond 4.75% Due 4/15/2019 1,480 1,647 11.28
2017‑09‑30 13F-HR 60855RAC4 / Molina Healthcare, Inc. Bond 1.125% 1/1 31,504 13,022 -58.67
2017‑09‑30 13F-HR TER / Teradyne, Inc. 37.30 0 10,000 0 373
2017‑09‑30 13F-HR TER / Teradyne, Inc. Put 13.33 0 150 0 2
2017‑09‑30 13F-HR 55608BAB1 / Macquarie Infrastructure Company LLC 2.0% Bond Due 10/1/2023 42,644 43,566 2.16
2017‑09‑30 13F-HR 001546AP5 / AK Steel Holding Corp. 1.5% Bond due 2019-11-15 8,165 11,300 38.40
2017‑09‑30 13F-HR DEPO / DepoMed, Inc. Put 98.00 3,000 1,000 -66.67 38 98 157.89
2017‑09‑30 13F-HR 87238QAB9 / TCP Capital Corp., 5.25% Bond due 2019-12-15 1,063 1,053 -0.94
2017‑09‑30 13F-HR ATI / Allegheny Technologies, Inc. 23.89 17,500 1,328 418 -68.52
2017‑09‑30 13F-HR ATI / Allegheny Technologies, Inc. Put 11.43 0 175 0 2
2017‑09‑30 13F-HR AGC / Advent Claymore Convertible Securities & Income Fund II 6.20 554,000 10,000 -98.19 3,451 62 -98.20
2017‑09‑30 13F-HR 110122AN8 / Bristol-Myers Squibb Co. Bond 0 0 2,788
2017‑09‑30 13F-HR 67020YAF7 / Nuance Communications, Inc. 2.75% Bond Due 11/1/2031 410 410 0.00
2017‑09‑30 13F-HR 049164BH8 / Atlas Air Worldwide Holdings, Inc. 2.25% Convertible Bond Due 6/1/2022 30,515 30,031 -1.59
2017‑09‑30 13F-HR AMT.PRB / American Tower Corp NEW 122.55 122,159 119,401 -2.26 14,732 14,633 -0.67
2017‑09‑30 13F-HR 458140AD2 / Intel Corp. 2.95% Bond Due 12/15/2035 79,427 82,807 4.26
2017‑09‑30 13F-HR 680223AH7 / Old Republic International Corp. 3.75% Bond Due 3/15/2018 18,169 22,497 23.82
2017‑09‑30 13F-HR WPX / WPX Energy, Inc. 11.50 0 60,000 0 690
2017‑09‑30 13F-HR WPX / WPX Energy, Inc. Put 8.33 0 600 0 5
2017‑09‑30 13F-HR WPXP / WPX Energy, 6.25% Series A Mandatory Convertible Cumulative Preferred Stock 53.26 150,240 150,329 0.06 7,005 8,006 14.29
2017‑09‑30 13F-HR PFE / Pfizer, Inc. 35.72 0 25,000 0 893
2017‑09‑30 13F-HR 87157BAA1 / Synchronoss Technologies, Inc. 0.75% Bond Due 8/15/2019 286 286 0.00
2017‑09‑30 13F-HR BDXA / Becton Dickinson & Co. 6.125% Preferred Series A 54.99 1,027,265 1,117,821 8.82 56,149 61,465 9.47
2017‑09‑30 13F-HR 436440AC5 / Hologic, Inc. 2% Bond Due 3/1/2042 20,070 17,745 -11.58
2017‑09‑30 13F-HR 177376AD2 / Citrix Systems, Inc. 0.5% Convertible Bond due 2019-04-15 17,987 45,743 154.31
2017‑09‑30 13F-HR TMUSP / T-Mobile US, 5.50% Mandatory Convertible Preferred Stock Series A 99.84 178,361 159,575 -10.53 17,606 15,932 -9.51
2017‑09‑30 13F-HR 235851AF9 / Danaher Corp. Bond 5,000 422 3,941 833.89
2017‑09‑30 13F-HR 292554AH5 / Encore Capital Group, Inc. Bond 29 29 0.00
2017‑09‑30 13F-HR 043353AH4 / Meritor, Inc. 4% Bond Due 2/15/2027 20,767 598 -97.12
2017‑09‑30 13F-HR 298736AH2 / Euronet Worldwide, Inc. Bond 26,250 24,805 -5.50
2017‑09‑30 13F-HR 34385PAA6 / Fluidigm Corp. Bond 144 144 0.00
2017‑09‑30 13F-HR 43739QAB6 / HomeAway, Inc. Bond 165 165 0.00
2017‑09‑30 13F-HR 674215AJ7 / Oasis Petroleum Inc. Bond 10,775 11,804 9.55
2017‑09‑30 13F-HR 69327RAD3 / PDC Energy, Inc. Bond 36,630 38,951 6.34
2017‑09‑30 13F-HR 87265KAB8 / TPG Specialty Lending, Inc. Bond 1,355 1,348 -0.52
2017‑09‑30 13F-HR 947075AH0 / Weatherford International plc Bond 85,856 96,725 12.66
2017‑09‑30 13F-HR 29089QAB1 / Emergent Biosolutions, Inc. Bond 4,043 4,499 11.28
2017‑09‑30 13F-HR 02261WAB5 / Alza Corp Bond 0.00 3,209 2,831 -11.78
2017‑09‑30 13F-HR 345550AP2 / Forest City Enterprises Inc Bond 0.00 44,537 46,604 4.64
2017‑09‑30 13F-HR AEUA / Anadarko Petroleum Corp., 7.50% Tangible Equity Units due 6/7/2018 39.55 197,103 122,489 -37.86 8,094 4,845 -40.14
2017‑09‑30 13F-HR 79466LAD6 / Salesforce.com, Inc. 0.25% Convertible Bond due 2018-04-01 18,908 19,198 1.53
2017‑09‑30 13F-HR AGN / Allergan plc 738.76 64,507 66,208 2.64 55,954 48,912 -12.59
2017‑09‑30 13F-HR 74838JAA9 / QUIDEL Corp. 3.25% Bond Due 12/15/2020 28,056 978 -96.51
2017‑09‑30 13F-HR UPS / United Parcel Service, Inc. 120.09 79,700 63,600 -20.20 8,814 7,638 -13.34
2017‑09‑30 13F-HR 88160RAD3 / Tesla Motors, Inc. Bond 2.375% Due 3/15/2022 12,458 12,187 -2.18
2017‑09‑30 13F-HR 126349AF6 / CSG Systems International, Inc. Bond 4.250% 3/1 59,141 58,246 -1.51
2017‑09‑30 13F-HR 530610AD6 / Liberty Interactive Corp 1.75% Bond due 2046-09-30 52,636 50,437 -4.18
2017‑09‑30 13F-HR 249908AA2 / DepoMed, Inc. 2.5% Bond Due 9/1/2021 24,614 17,887 -27.33
2017‑09‑30 13F-HR D / Dominion Resources, Inc. 50.77 448,782 472,177 5.21 22,508 23,973 6.51
2017‑09‑30 13F-HR 22943FAD2 / Ctrip.com International, Ltd. Bond 1.250%10/1 193 193 0.00
2017‑09‑30 13F-HR 42330PAG2 / Helix Energy Solutions Group, Inc. 3.25% Convertible Bond due 2032-03-15 261 261 0.00
2017‑09‑30 13F-HR 436440AG6 / Hologic, Inc. 2% Bond Due 12/15/2043 51,291 31,871 -37.86
2017‑09‑30 13F-HR 45772FAB3 / Inphi Corp. Bond 517 564 9.09
2017‑09‑30 13F-HR 458118AC0 / Integrated Device Technology, Inc. Bond 61,762 69,803 13.02
2017‑09‑30 13F-HR ANTX / Anthem, Inc., 5.25% Equity Units due 5/1/2018 52.16 628,956 327,707 -47.90 32,982 17,092 -48.18
2017‑09‑30 13F-HR 09061GAE1 / BioMarin Pharmaceutical Inc. Bond 0.75% 10/15/2018 76,305 79,987 4.83
2017‑09‑30 13F-HR 90184LAB8 / Twitter, Inc. Bond 0.250% 9/1 47,376 46,566 -1.71
2017‑09‑30 13F-HR AAL / American Airlines Group Inc. 47.49 100,000 150,000 50.00 5,032 7,124 41.57
2017‑09‑30 13F-HR 55608BAA3 / Macquarie Infrastructure Company LLC 2.875% Bond Due 7/15/2019 49,171 46,121 -6.20
2017‑09‑30 13F-HR ARNC.PRB / Arconic Inc., 5.375% Dep Shares Class B Mand Convertible Preferred Stock Series 1 39.01 314,882 1,615 -99.49 11,279 63 -99.44
2017‑09‑30 13F-HR CHK / Chesapeake Energy Corp. Call 4.00 0 1,500 0 6
2017‑09‑30 13F-HR 682189AK1 / ON Semiconductor Corporation 1% Bond due 2020-12-01 68,107 74,140 8.86
2017‑09‑30 13F-HR 584688AG0 / Medicines Company Bond 13,891 13,540 -2.53
2017‑09‑30 13F-HR 85571WAB5 / Colony Starwood Homes Bond 3.000% 7/0 20,963 19,605 -6.48
2017‑09‑30 13F-HR ABBV / AbbVie Inc. 88.80 0 5,000 0 444
2017‑09‑30 13F-HR ABBV / AbbVie Inc. Call 360.00 0 100 0 36
2017‑09‑30 13F-HR 595017AD6 / Microchip Technology Inc. 1.625% Convertible Bond due 2025-12-15 20,004 9,188 -54.07
2017‑09‑30 13F-HR 63633DAE4 / National Health Investors, Inc. Bond 21,816 20,023 -8.22
2017‑09‑30 13F-HR 101388AA4 / Bottomline Technologies, Inc. Bond 590 635 7.63
2017‑09‑30 13F-HR 48666KAS8 / KB Home Bond 18,621 15,839 -14.94
2017‑09‑30 13F-HR 783764AS2 / CalAtlantic Group, Inc. Bond 245 35,066 14,212.65
2017‑09‑30 13F-HR 94733AAA2 / Web.com Group, Inc. Bond 3,755 714 -80.99
2017‑09‑30 13F-HR N72482AA5 / QIAGEN N.V. Bond 21,325 19,082 -10.52
2017‑09‑30 13F-HR 049164BJ4 / Atlasairworldwide1.875 01jun24 Bond 0.00 21,232 16,015 -24.57
2017‑09‑30 13F-HR 09257WAB6 / Blackstone 4.375 05may22 Bond 0.00 25,934 44,696 72.35
2017‑09‑30 13F-HR 345550AR8 / Fce 3.625 08/20 Bond 0.00 158 158 0.00
2017‑09‑30 13F-HR 74973WAB3 / Rti Intl Metals Inc Bond 0.00 28,965 37,683 30.10
2017‑09‑30 13F-HR 758075AB1 / Redwood Tr Inc Bond 0.00 398 398 0.00
2017‑09‑30 13F-HR 85571BAB1 / Starwood Property Trust Inc Bond 0.00 30,221 28,802 -4.70
2017‑09‑30 13F-HR WFC.PRL / Wells Fargo & Co., 7.50% Non-Cumul Perp Conv Cl A Preferred Stock, Series L 1,325.74 71,147 78,009 9.64 93,282 103,420 10.87
2017‑09‑30 13F-HR AMGN / Amgen Inc. 37,500 0 -100.00 6,459 0 -100.00
2017‑09‑30 13F-HR BSX / Boston Scientific Corp. 23,000 0 -100.00 638 0 -100.00
2017‑09‑30 13F-HR BP / BP Plc 45,000 0 -100.00 1,559 0 -100.00
2017‑09‑30 13F-HR CIEN / Ciena Corp. 15,000 0 -100.00 375 0 -100.00
2017‑09‑30 13F-HR DISH / DISH Network Corp. 28,700 0 -100.00 1,801 0 -100.00
2017‑09‑30 13F-HR PANW / Palo Alto Networks, Inc. Call 270.00 300 100 -66.67 5 27 440.00
2017‑09‑30 13F-HR 73640QAB1 / PRA Group, Inc. - Convertible Bond 3% 23,987 35,159 46.58
2017‑09‑30 13F-HR AMD / Advanced Micro Devices, Inc. 12.76 73,000 50,000 -31.51 911 638 -29.97
2017‑09‑30 13F-HR COMM / CommScope Holding Company, Inc. 20,000 0 -100.00 761 0 -100.00
2017‑09‑30 13F-HR CMA / Comerica, Inc. 18,600 0 -100.00 1,362 0 -100.00
2017‑09‑30 13F-HR FCX / Freeport-McMoRan Inc. 50,000 0 -100.00 601 0 -100.00
2017‑09‑30 13F-HR DAL / Delta Air Lines, Inc. 24,000 0 -100.00 1,290 0 -100.00
2017‑09‑30 13F-HR HD / Home Depot, Inc. (The) 4,500 0 -100.00 690 0 -100.00
2017‑09‑30 13F-HR IMMU / Immunomedics, Inc. 55,000 0 -100.00 486 0 -100.00
2017‑09‑30 13F-HR INFN / Infinera Corp. 0 -100.00 46 0 -100.00
2017‑09‑30 13F-HR KR / Kroger Co. 20,000 0 -100.00 466 0 -100.00
2017‑09‑30 13F-HR LYB / LyondellBasell Industries NV 70,000 0 -100.00 5,907 0 -100.00
2017‑09‑30 13F-HR NBR / Nabors Industries Ltd. 88,500 0 -100.00 720 0 -100.00
2017‑09‑30 13F-HR NXST / Nexstar Broadcasting Group, Inc. 10,000 0 -100.00 598 0 -100.00
2017‑09‑30 13F-HR PRAA / PRA Group, Inc. 7,000 0 -100.00 265 0 -100.00
2017‑09‑30 13F-HR AMD / Advanced Micro Devices, Inc. Put 5.00 500 400 -20.00 12 2 -83.33
2017‑09‑30 13F-HR TTWO / Take-Two Interactive Software, Inc. 104 0 -100.00 8 0 -100.00
2017‑09‑30 13F-HR TGNA / TEGNA Inc. 6,600 0 -100.00 95 0 -100.00
2017‑09‑30 13F-HR Altaba Inc / OPT Call (021346901) 200 0 -100.00 16 0 -100.00
2017‑09‑30 13F-HR AL / Air Lease Corporation Put 120 0 -100.00 2 0 -100.00
2017‑09‑30 13F-HR ATI / Allegheny Technologies, Inc. Call 230 0 -100.00 16 0 -100.00
2017‑09‑30 13F-HR BABA / Alibaba Group Holding Limited Call 50 0 -100.00 6 0 -100.00
2017‑09‑30 13F-HR BPAQF / BP Plc Put 1,500 0 -100.00 44 0 -100.00
2017‑09‑30 13F-HR BAC / Bank of America Corp. Put 300 0 -100.00 0 0
2017‑09‑30 13F-HR BSX / Boston Scientific Corp. Put 300 0 -100.00 5 0 -100.00
2017‑09‑30 13F-HR CX / Cemex S.A.B de C.V. Call 300 0 -100.00 17 0 -100.00
2017‑09‑30 13F-HR CY / Cypress Semiconductor Corp. Call 500 0 -100.00 16 0 -100.00
2017‑09‑30 13F-HR ENDP / Endo International plc Call 3,000 0 -100.00 15 0 -100.00
2017‑09‑30 13F-HR Frontier Communications Corp / OPT Put (35906A956) 22,000 0 -100.00 2,175 0 -100.00
2017‑09‑30 13F-HR IMMU / Immunomedics, Inc. Put 800 0 -100.00 6 0 -100.00
2017‑09‑30 13F-HR IPHI / Inphi Corp. Put 200 0 -100.00 5 0 -100.00
2017‑09‑30 13F-HR INTC / Intel Corp. Put 500 0 -100.00 67 0 -100.00
2017‑09‑30 13F-HR CLVS / Clovis Oncology, Inc. 82.40 18,750 5,000 -73.33 1,756 412 -76.54
2017‑09‑30 13F-HR NEE / NextEra Energy, Inc. 55.50 109,771 705,096 542.33 7,267 39,134 438.52
2017‑09‑30 13F-HR NEE / NextEra Energy, Inc. 66.20 707,667 109,771 -84.49 37,963 7,267 -80.86
2017‑09‑30 13F-HR YHOO / Yahoo! Inc. 148,134 187,176 26.36
2017‑09‑30 13F-HR LAZ / Lazard Ltd. 45.22 0 105,000 0 4,748
2017‑09‑30 13F-HR 31620RAE5 / Fidelity National Financial, Inc. Bond 42,262 40,139 -5.02
2017‑09‑30 13F-HR 44052WAA2 / Horizon Global Corp. Bond 9,053 8,532 -5.75
2017‑09‑30 13F-HR 98138HAC5 / Workday, Inc. Bond 0.750% 7/1 419 390 -6.92
2017‑09‑30 13F-HR 966387AL6 / Whiting Petroleum Corp. 1.25% Bond due 2020-04-01 43,823 47,602 8.62
2017‑09‑30 13F-HR 60855RAD2 / Molina Healthcare, Inc. DBCV 1.625% 8/1 48,194 19,545 -59.45
2017‑09‑30 13F-HR SBDKP / Stanley Black & Decker, Inc. 114.36 398,370 317,640 -20.27 42,989 36,324 -15.50
2017‑09‑30 13F-HR 69329YAF1 / PDL BioPharma, Inc. Bond 4.00% Due 2/1/2018 212 212 0.00
2017‑09‑30 13F-HR 749685AT0 / RPM International, Inc. 2.25% Bond Due 12/15/2020 7,949 7,712 -2.98
2017‑09‑30 13F-HR 16115QAC4 / Chart Industries, Inc. 2% Bond Due 8/1/2018 98 98 0.00
2017‑09‑30 13F-HR GM / General Motors Company 40.38 212,000 152,000 -28.30 7,405 6,138 -17.11
2017‑09‑30 13F-HR 783764AQ6 / CalAtlantic Group, Inc. Bond 1.625% 5/1 18,598 14,084 -24.27
2017‑09‑30 13F-HR 45845PAA6 / Intercept Pharmaceuticals, Inc. Bond 7,467 19,323 158.78
2017‑09‑30 13F-HR 471109AM0 / Jarden Corporation Bond 9 9 0.00
2017‑09‑30 13F-HR UNH / UnitedHealth Group Inc. 195.87 4,000 3,926 -1.85 742 769 3.64
2017‑09‑30 13F-HR CLVS / Clovis Oncology, Inc. Put 55 0 -100.00 1 0 -100.00
2017‑09‑30 13F-HR X / United States Steel Corp. Put 200 0 -100.00 5 0 -100.00
2017‑09‑30 13F-HR IPHI / Inphi Corp. 0 -100.00 564 0 -100.00
2017‑09‑30 13F-HR CBS / CBS Corp. 5,000 0 -100.00 319 0 -100.00
2017‑09‑30 13F-HR SWNC / Southwestern Energy Co. 321,910 0 -100.00 4,682 0 -100.00
2017‑09‑30 13F-HR MSFT / Microsoft Corp. 1,600 0 -100.00 110 0 -100.00
2017‑09‑30 13F-HR DDS / Dillard's, Inc. Put 250 0 -100.00 7 0 -100.00
2017‑09‑30 13F-HR 472319AG7 / Jefferies Group Inc Bond 0.00 39,242 38,936 -0.78
2017‑09‑30 13F-HR 512807AL2 / Lam Research Corp. Bond 66,080 76,974 16.49
2017‑09‑30 13F-HR 81170YAB5 / SEACOR Holdings, Inc. Bond 179 1,800 905.59
2017‑09‑30 13F-HR 681904AR9 / Omnicare Inc Bond 0.00 2,259 2,259 0.00
2017‑09‑30 13F-HR 85571BAH8 / Starwood Property Trust Inc Bond 0.00 29,683 29,907 0.75
2017‑09‑30 13F-HR 88163VAE9 / Teva Pharmaceutical Fin Llc Bond 0.00 35,196 14,795 -57.96