CIK: 0001097278 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Oct 8, 2013
Total Value ($000): $6,360,244 (12.6% shares, 87.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PCLN US | 78,462,000 | $91,450 | 1.4% | $1.17 | — | CONV | 741503AQ9 |
| — | GLEN LN | 82,200,000 | $90,233 | 1.4% | $1.10 | — | CONV | EI2132369 |
| — | MGM US | 78,516,000 | $87,739 | 1.4% | $1.12 | — | CONV | 55303QAE0 |
| — | BXP US | 83,564,000 | $86,689 | 1.4% | $1.04 | — | CONV | 10112RAM6 |
| — | FCE/A US | 64,152,000 | $71,847 | 1.1% | $1.12 | — | CONV | 345550AP2 |
| — | WFC US | 58,729 | $70,122 | 1.1% | $1193.99 | — | PFD CV | 949746804 |
| — | WBMD US | 69,710,000 | $65,151 | 1.0% | $0.93 | — | CONV | 94770VAF9 |
| — | BAC US | 57,907 | $64,225 | 1.0% | $1109.11 | — | PFD CV | 60505682 |
| — | EMC US | 41,087,000 | $60,670 | 1.0% | $1.48 | — | CONV | 268648AM4 |
| — | GILD US | 25,003,000 | $56,659 | 0.9% | $2.27 | — | CONV | 375558AP8 |
| — | 9984 JP | 50,889,000 | $56,220 | 0.9% | $1.10 | — | CONV | 18538TAG4 |
| — | PLD US | 48,079,000 | $55,265 | 0.9% | $1.15 | — | CONV | 74340XAT8 |
| — | ILMN US | 50,548,000 | $54,706 | 0.9% | $1.08 | — | CONV | 452327AC3 |
| — | SLG US | 45,133,000 | $54,427 | 0.9% | $1.21 | — | CONV | 78444FAC0 |
| — | 1044 HK | 414,000,000 | $54,345 | 0.9% | $0.13 | — | CONV | EJ6865103 |
| — | SHP LN | 47,995,000 | $52,842 | 0.8% | $1.10 | — | CONV | EG4236642 |
| — | NEM US | 49,189,000 | $52,787 | 0.8% | $1.07 | — | CONV | 651639AJ5 |
| — | DDR US | 44,702,000 | $52,257 | 0.8% | $1.17 | — | CONV | 251591AX1 |
| — | ONNN US | 44,959,000 | $51,793 | 0.8% | $1.15 | — | CONV | 682189AH8 |
| — | AMD US | 50,300,000 | $51,243 | 0.8% | $1.02 | — | CONV | 007903AL1 |
| — | LPNT US | 47,204,000 | $51,169 | 0.8% | $1.08 | — | CONV | 53219LAH2 |
| — | RGLD US | 55,000,000 | $50,037 | 0.8% | $0.91 | — | CONV | 780287AA6 |
| — | SLXP US | 40,673,000 | $48,749 | 0.8% | $1.20 | — | CONV | 795435AE6 |
| — | NAV US | 49,202,000 | $47,851 | 0.8% | $0.97 | — | CONV | 63934EAL2 |
| — | WLP US | 37,529,000 | $47,055 | 0.7% | $1.25 | — | CONV | 94973VBD8 |
| — | BKD US | 39,530,000 | $46,779 | 0.7% | $1.18 | — | CONV | 112463AA2 |
| — | NUAN US | 44,974,000 | $46,169 | 0.7% | $1.03 | — | CONV | 67020YAF7 |
| — | CRM US | 46,961,000 | $44,675 | 0.7% | $0.95 | — | CONV | 79466LAC8 |
| — | IGT US | 41,584,000 | $44,304 | 0.7% | $1.07 | — | CONV | 459902AQ5 |
| — | HOLX US | 43,956,000 | $43,602 | 0.7% | $0.99 | — | CONV | 436440AC5 |
| — | LKOH RM | 37,600,000 | $40,532 | 0.6% | $1.08 | — | CONV | EI5065947 |
| — | MET US | 735,112 | $40,277 | 0.6% | $54.79 | — | PFD CV | 59156R116 |
| — | WAC US | 39,652,000 | $40,028 | 0.6% | $1.01 | — | CONV | 93317WAA0 |
| — | EA US | 38,361,000 | $40,012 | 0.6% | $1.04 | — | CONV | 285512AA7 |
| — | INTC US | 36,015,000 | $39,156 | 0.6% | $1.09 | — | CONV | 458140AD2 |
| — | JAH US | 39,985,000 | $38,969 | 0.6% | $0.97 | — | CONV | 471109AJ7 |
| — | ADM US | 38,100,000 | $38,497 | 0.6% | $1.01 | — | CONV | 039483AW2 |
| — | SIIC 0 02/18/18 363 | 302,000,000 | $38,246 | 0.6% | $0.13 | — | CONV | EJ5205350 |
| — | VOLC US | 41,433,000 | $38,043 | 0.6% | $0.92 | — | CONV | 928645AB6 |
| — | KEY US | 301,125 | $37,505 | 0.6% | $124.55 | — | PFD CV | 493267405 |
| — | INTC US | 29,211,000 | $37,203 | 0.6% | $1.27 | — | CONV | 458140AF7 |
| — | TOL US | 36,275,000 | $36,670 | 0.6% | $1.01 | — | CONV | 88947EAL4 |
| — | PCLN US | 38,562,000 | $36,588 | 0.6% | $0.95 | — | CONV | 741503AR7 |
| — | ATI US | 35,252,000 | $36,415 | 0.6% | $1.03 | — | CONV | 01741RAD4 |
| — | CEMEXCPO MM | 30,580,000 | $35,117 | 0.6% | $1.15 | — | CONV | 151290AV5 |
| — | STWD US | 33,908,000 | $35,094 | 0.6% | $1.03 | — | CONV | 85571BAA3 |
| — | UTX US | 588,786 | $34,950 | 0.5% | $59.36 | — | PFD CV | 913017117 |
| — | STWD US | 32,849,000 | $33,637 | 0.5% | $1.02 | — | CONV | 85571BAB1 |
| — | RWT US | 33,650,000 | $33,513 | 0.5% | $1.00 | — | CONV | 758075AB1 |
| — | AUXL US | 34,554,000 | $33,383 | 0.5% | $0.97 | — | CONV | 05334DAA5 |
| — | EXR US | 34,494,000 | $33,218 | 0.5% | $0.96 | — | CONV | 30225VAC1 |
| — | NUAN US | 28,269,000 | $33,033 | 0.5% | $1.17 | — | CONV | 67020YAB6 |
| — | ARE US | 1,274,268 | $32,991 | 0.5% | $25.89 | — | PFD CV | 15271505 |
| — | S 9 11/15/18 144A | 28,085,000 | $32,859 | 0.5% | $1.17 | — | CORP | 852061AK6 |
| — | ENDP US | 24,595,000 | $32,855 | 0.5% | $1.34 | — | CONV | 29264FAB2 |
| — | AMG US | 593,428 | $32,342 | 0.5% | $54.50 | — | PFD CV | 00170F209 |
| — | 2688 HK | 29,250,000 | $31,901 | 0.5% | $1.09 | — | CONV | EJ5367564 |
| — | CHK US | 35,834,000 | $31,560 | 0.5% | $0.88 | — | CONV | 165167CB1 |
| — | MU US | 20,388,000 | $31,314 | 0.5% | $1.54 | — | CONV | 595112AQ6 |
| — | HCN US | 23,320,000 | $30,632 | 0.5% | $1.31 | — | CONV | 42217KAR7 |
| — | G CN | 30,191,000 | $30,545 | 0.5% | $1.01 | — | CONV | 380956AB8 |
| — | NLY US | 30,159,000 | $30,403 | 0.5% | $1.01 | — | CONV | 035710AB8 |
| — | XLNX US | 21,060,000 | $30,190 | 0.5% | $1.43 | — | CONV | 983919AF8 |
| — | LLTC US | 28,751,000 | $30,139 | 0.5% | $1.05 | — | CONV | 535678AC0 |
| — | MT NA | 1,588,439 | $29,815 | 0.5% | $18.77 | — | PFD CV | EP0436352 |
| — | IPG US | 23,702 | $29,796 | 0.5% | $1257.11 | — | PFD CV | 460690803 |
| — | SWK US | 231,302 | $29,773 | 0.5% | $128.72 | — | PFD CV | 854502309 |
| — | CAPL SP | 40,500,000 | $29,588 | 0.5% | $0.73 | — | CONV | EJ6865004 |
| — | NRF US | 29,523,000 | $29,452 | 0.5% | $1.00 | — | CONV | 66705PAC7 |
| — | CBST US | 16,748,000 | $29,383 | 0.5% | $1.75 | — | CONV | 229678AD9 |
| — | BSFT US | 28,516,000 | $29,295 | 0.5% | $1.03 | — | CONV | 11133BAB8 |
| — | ICON US | 25,438,000 | $29,095 | 0.5% | $1.14 | — | CONV | 451055AE7 |
| — | HOLX US | 26,045,000 | $29,034 | 0.5% | $1.11 | — | CONV | 436440AB7 |
| — | SNDK US | 21,429,000 | $28,703 | 0.5% | $1.34 | — | CONV | 80004CAD3 |
| — | MOH US | 25,620,000 | $28,048 | 0.4% | $1.09 | — | CONV | 60855RAB6 |
| — | ANR US | 30,720,000 | $27,776 | 0.4% | $0.90 | — | CONV | 576203AJ2 |
| — | DLLR US | 27,328,000 | $27,394 | 0.4% | $1.00 | — | CONV | 23324TAA5 |
| — | CNP US | 572,554 | $27,363 | 0.4% | $47.79 | — | PFD CV | 15189T206 |
| — | HCN US | 440,172 | $27,330 | 0.4% | $62.09 | — | PFD CV | 42217K601 |
| — | TTWO US | 24,830,000 | $27,307 | 0.4% | $1.10 | — | CONV | 874054AC3 |
| — | LRCX US | 24,369,000 | $26,961 | 0.4% | $1.11 | — | CONV | 512807AL2 |
| — | HST US | 19,559,000 | $26,539 | 0.4% | $1.36 | — | CONV | 44107TAG1 |
| — | CIEN US | 27,562,000 | $26,525 | 0.4% | $0.96 | — | CONV | 171779AE1 |
| — | TEC FP | 215,156 | $26,445 | 0.4% | $122.91 | — | PFD CV | EI4641961 |
| — | 388 HK | 25,559,000 | $26,123 | 0.4% | $1.02 | — | CONV | EJ3793498 |
| — | OCR US | 20,820,000 | $25,844 | 0.4% | $1.24 | — | CONV | 681904AP3 |
| — | SGY US | 27,842,000 | $25,768 | 0.4% | $0.93 | — | CONV | 861642AN6 |
| — | GM US | 534,405 | $25,737 | 0.4% | $48.16 | — | PFD CV | 37045V209 |
| — | 4666 JP | 2,400,000,000 | $25,733 | 0.4% | $0.01 | — | CONV | EJ6317998 |
| — | HOS US | 21,120,000 | $25,608 | 0.4% | $1.21 | — | CONV | 440543AN6 |
| — | MDVN US | 19,905,000 | $25,251 | 0.4% | $1.27 | — | CONV | 58501NAA9 |
| — | SIGCOR 0 12/04/17 | 1,900,000,000 | $24,571 | 0.4% | $0.01 | — | CORP | EJ4697383 |
| — | ARCC US | 22,517,000 | $24,053 | 0.4% | $1.07 | — | CONV | 04010LAD5 |
| — | CHK US | 22,843 | $23,573 | 0.4% | $1031.96 | — | PFD CV | 165167776 |
| — | 000660 KS | 21,000,000 | $23,500 | 0.4% | $1.12 | — | CONV | EI2511620 |
| — | CIEN US | 19,900,000 | $23,477 | 0.4% | $1.18 | — | CONV | 171779AF8 |
| — | LLL US | 22,965,000 | $23,404 | 0.4% | $1.02 | — | CONV | 502413AW7 |
| — | CHK US | 22,652 | $23,282 | 0.4% | $1027.81 | — | PFD CV | 165167784 |
| — | THRX US | 14,844,000 | $22,916 | 0.4% | $1.54 | — | CONV | 88338TAB0 |
| — | MTOR US | 18,848,000 | $22,848 | 0.4% | $1.21 | — | CONV | 59001KAA8 |
| — | CIT 5 1/2 02/15/19 144A | 22,000,000 | $22,715 | 0.4% | $1.03 | — | CORP | 125581GH5 |
| — | LUK US | 21,306,000 | $22,621 | 0.4% | $1.06 | — | CONV | 472319AG7 |
| — | STLD US | 20,427,000 | $22,044 | 0.3% | $1.08 | — | CONV | 858119AP5 |
| — | IAG LN | 10,100,000 | $22,011 | 0.3% | $2.18 | — | CONV | EH9105279 |
| — | OI US | 21,617,000 | $21,964 | 0.3% | $1.02 | — | CONV | 69073TAQ6 |
| — | HOLX US | 21,038,000 | $21,630 | 0.3% | $1.03 | — | CONV | 436440AG6 |
| — | CIEN US | 16,747,000 | $21,063 | 0.3% | $1.26 | — | CONV | 171779AG6 |
| — | ALU FP | 21,846 | $20,863 | 0.3% | $955.00 | — | PFD CV | 549462307 |
| — | LRCX US | 14,538,000 | $20,538 | 0.3% | $1.41 | — | CONV | 670008AD3 |
| — | JNS US | 19,924,000 | $20,401 | 0.3% | $1.02 | — | CONV | 47102XAH8 |
| — | GILD US | 8,877,000 | $20,161 | 0.3% | $2.27 | — | CONV | 375558AN3 |
| — | HOS US | 17,247,000 | $19,975 | 0.3% | $1.16 | — | CONV | 440543AE6 |
| — | ISIS US | 11,425,000 | $19,931 | 0.3% | $1.74 | — | CONV | 464337AG9 |
| — | LRCX US | 18,292,000 | $19,432 | 0.3% | $1.06 | — | CONV | 512807AJ7 |
| — | 1545Z SP | 23,500,000 | $19,061 | 0.3% | $0.81 | — | CONV | EI8480549 |
| — | ICON US | 16,998,000 | $19,046 | 0.3% | $1.12 | — | CONV | 451055AD9 |
| — | CIE US | 17,756,000 | $18,820 | 0.3% | $1.06 | — | CONV | 19075FAA4 |
| — | CIEN US | 14,538,000 | $18,680 | 0.3% | $1.28 | — | CONV | 171779AK7 |
| — | HLS US | 15,612 | $18,493 | 0.3% | $1184.54 | — | PFD CV | 421924408 |
| — | SFL US | 19,147,000 | $18,405 | 0.3% | $0.96 | — | CONV | EJ5320514 |
| — | UAL US | 10,392,000 | $18,205 | 0.3% | $1.75 | — | CONV | 210795PU8 |
| — | UG FP | 651,675 | $18,152 | 0.3% | $27.85 | — | PFD CV | EI0547832 |
| — | F US | 10,000,000 | $18,059 | 0.3% | $1.81 | — | CONV | 345370CN8 |
| — | FDR FP | 13,300,000 | $18,053 | 0.3% | $1.36 | — | CONV | EJ5068006 |
| — | RYL US | 19,782,000 | $17,857 | 0.3% | $0.90 | — | CONV | 783764AS2 |
| — | XXIA US | 14,682,000 | $17,658 | 0.3% | $1.20 | — | CONV | 45071RAB5 |
| — | 4555 JP | 1,340,000,000 | $17,649 | 0.3% | $0.01 | — | CONV | EI3939747 |
| — | SEMUF US | 18,600,000 | $17,415 | 0.3% | $0.94 | — | CONV | EJ3522178 |
| — | DNDN US | 23,579,000 | $17,392 | 0.3% | $0.74 | — | CONV | 24823QAC1 |
| — | BMR US | 14,406,000 | $17,389 | 0.3% | $1.21 | — | CONV | 09064AAB7 |
| — | ARCC US | 16,561,000 | $17,378 | 0.3% | $1.05 | — | CONV | 04010LAH6 |
| — | HTWR US | 13,800,000 | $17,159 | 0.3% | $1.24 | — | CONV | 422368AA8 |
| — | NEM US | 16,695,000 | $16,915 | 0.3% | $1.01 | — | CONV | 651639AH9 |
| — | REYNOL 8 1/2 05/15/18 | 16,250,000 | $16,738 | 0.3% | $1.03 | — | CORP | 761735AB5 |
| — | LINTA US | 32,337,000 | $16,664 | 0.3% | $0.52 | — | CONV | 530715AN1 |
| — | DST US | 11,815,000 | $16,409 | 0.3% | $1.39 | — | CONV | 233326AE7 |
| — | GDP US | 16,492,000 | $16,380 | 0.3% | $0.99 | — | CONV | 382410AC2 |
| — | LEN US | 12,230,000 | $16,294 | 0.3% | $1.33 | — | CONV | 526057BC7 |
| — | TITN US | 17,062,000 | $16,032 | 0.3% | $0.94 | — | CONV | 88830RAB7 |
| — | SBRY LN | 9,750,000 | $16,006 | 0.3% | $1.64 | — | CONV | EH8716415 |
| — | MT NA | 15,597,000 | $15,951 | 0.3% | $1.02 | — | CONV | 03938LAK0 |
| — | GPI US | 13,231,000 | $15,844 | 0.2% | $1.20 | — | CONV | 398905AE9 |
| — | EQIX US | 9,354,000 | $15,781 | 0.2% | $1.69 | — | CONV | 29444UAG1 |
| — | PBNCN 8 5/8 02/01/20 144A | 16,274,000 | $15,745 | 0.2% | $0.97 | — | CORP | 71645AAA7 |
| — | GIB GR | 10,900,000 | $15,741 | 0.2% | $1.44 | — | CONV | EJ4466649 |
| — | AL US | 12,561,000 | $15,654 | 0.2% | $1.25 | — | CONV | 00912XAK0 |
| — | JAH US | 13,722,000 | $15,460 | 0.2% | $1.13 | — | CONV | 471109AG3 |
| — | NRF US | 10,017,000 | $15,454 | 0.2% | $1.54 | — | CONV | 66705PAA1 |
| — | MU US | 10,663,000 | $15,370 | 0.2% | $1.44 | — | CONV | 595112AS2 |
| — | TRN US | 13,056,000 | $15,299 | 0.2% | $1.17 | — | CONV | 896522AF6 |
| — | TIBX US | 15,621,000 | $15,250 | 0.2% | $0.98 | — | CONV | 88632QAB9 |
| — | RDN US | 11,903,000 | $15,199 | 0.2% | $1.28 | — | CONV | 750236AN1 |
| — | OCR US | 14,625,000 | $15,105 | 0.2% | $1.03 | — | CONV | 681904AL2 |
| — | MYL US | 6,361,000 | $15,085 | 0.2% | $2.37 | — | CONV | 628530AJ6 |
| — | SIE GR | 14,500,000 | $14,918 | 0.2% | $1.03 | — | CONV | EJ0195366 |
| — | ORI US | 13,065,000 | $14,778 | 0.2% | $1.13 | — | CONV | 680223AH7 |
| — | D US | 288,000 | $14,357 | 0.2% | $49.85 | — | PFD CV | 25746U703 |
| — | MCHP US | 9,868,000 | $14,332 | 0.2% | $1.45 | — | CONV | 595017AB0 |
| — | MDRX US | 14,424,000 | $14,195 | 0.2% | $0.98 | — | CONV | 01988PAC2 |
| — | MNTG 11 1/2 08/01/19 | 13,163,600 | $13,756 | 0.2% | $1.05 | — | CORP | 553769AL4 |
| — | RTI US | 14,475,000 | $13,708 | 0.2% | $0.95 | — | CONV | 74973WAB3 |
| — | 6136 JP | 1,110,000,000 | $13,548 | 0.2% | $0.01 | — | CONV | EJ0966691 |
| — | RDN US | 10,730,000 | $13,536 | 0.2% | $1.26 | — | CONV | 750236AK7 |
| — | GBX US | 13,000,000 | $13,528 | 0.2% | $1.04 | — | CONV | 393657AH4 |
| — | MU US | 10,076,000 | $13,487 | 0.2% | $1.34 | — | CONV | 595112AK9 |
| — | X US | 12,794,000 | $13,104 | 0.2% | $1.02 | — | CONV | 912909AE8 |
| — | ITMN US | 15,911,000 | $13,081 | 0.2% | $0.82 | — | CONV | 45884XAE3 |
| — | TTMI US | 12,923,000 | $13,001 | 0.2% | $1.01 | — | CONV | 87305RAC3 |
| — | TRAK US | 11,216,000 | $13,001 | 0.2% | $1.16 | — | CONV | 242309AB8 |
| — | 7013 JP | 910,000,000 | $12,821 | 0.2% | $0.01 | — | CONV | EI6071084 |
| — | AGCO US | 10,158,000 | $12,667 | 0.2% | $1.25 | — | CONV | 001084AM4 |
| — | MTOR US | 14,151,000 | $12,497 | 0.2% | $0.88 | — | CONV | 043353AH4 |
| — | AL 5 5/8 04/01/17 | 11,967,000 | $12,386 | 0.2% | $1.04 | — | CORP | 00912XAF1 |
| — | SDRL NO | 8,600,000 | $12,384 | 0.2% | $1.44 | — | CONV | EI4458945 |
| — | SFI US | 10,303,000 | $12,302 | 0.2% | $1.19 | — | CONV | 45031UBR1 |
| — | APA US | 257,500 | $12,293 | 0.2% | $47.74 | — | PFD CV | 37411808 |
| — | FCX 6 1/8 06/15/19 | 11,532,000 | $12,228 | 0.2% | $1.06 | — | CORP | 726505AM2 |
| — | TTWO US | 12,494,000 | $12,188 | 0.2% | $0.98 | — | CONV | 874054AD1 |
| — | PCRX US | 8,731,000 | $12,125 | 0.2% | $1.39 | — | CONV | 695127AA8 |
| — | NR US | 9,278,000 | $12,038 | 0.2% | $1.30 | — | CONV | 651718AC2 |
| — | MEG 11 3/4 02/15/17 | 10,670,000 | $11,790 | 0.2% | $1.10 | — | CORP | 584404AC1 |
| — | 6361 JP | 893,000,000 | $11,577 | 0.2% | $0.01 | — | CONV | EJ5625649 |
| — | AMG US | 186,598 | $11,519 | 0.2% | $61.73 | — | PFD CV | 00169X203 |
| — | CEMEXCPO MM | 9,350,000 | $11,391 | 0.2% | $1.22 | — | CONV | 151290BB8 |
| — | NKA 8 7/8 03/15/18 | 10,974,000 | $11,386 | 0.2% | $1.04 | — | CORP | 654679AB5 |
| — | CKH US | 9,840,000 | $11,371 | 0.2% | $1.16 | — | CONV | 811904AL5 |
| — | ANR US | 12,261,000 | $11,198 | 0.2% | $0.91 | — | CONV | 02076XAA0 |
| — | IIA AV | 1,966,650 | $10,992 | 0.2% | $5.59 | — | PFD CV | EI5992165 |
| — | ATO FP | 137,926 | $10,668 | 0.2% | $77.35 | — | PFD CV | EJ6028546 |
| — | GTLS US | 7,049,000 | $10,639 | 0.2% | $1.51 | — | CONV | 16115QAC4 |
| — | ARCC US | 9,701,000 | $10,638 | 0.2% | $1.10 | — | CONV | 04010LAB9 |
| — | 1102 TT | 10,146,000 | $10,399 | 0.2% | $1.02 | — | CONV | EI7007004 |
| — | NEE US | 185,278 | $10,307 | 0.2% | $55.63 | — | PFD CV | 65339F887 |
| — | PMO LN | 9,145,000 | $10,218 | 0.2% | $1.12 | — | CONV | EJ4170621 |
| — | 1022337Z UH | 7,400,000 | $10,170 | 0.2% | $1.37 | — | CONV | EI6900860 |
| — | 4307 JP | 976,000,000 | $10,162 | 0.2% | $0.01 | — | CONV | EF9131196 |
| — | TFX US | 7,467,000 | $10,101 | 0.2% | $1.35 | — | CONV | 879369AA4 |
| GM | GM US | 300,500 | $10,010 | 0.2% | $23.62 | 0.0% | COM | 37045V100 |
| — | TICC US | 9,606,000 | $9,936 | 0.2% | $1.03 | — | CONV | 87244TAA7 |
| — | CSOD US | 9,445,000 | $9,897 | 0.2% | $1.05 | — | CONV | 21925YAA1 |
| — | FMGAU 6 7/8 02/01/18 144A | 10,000,000 | $9,875 | 0.2% | $0.99 | — | CORP | 30251GAC1 |
| — | LVLT US | 8,287,000 | $9,708 | 0.2% | $1.17 | — | CONV | 52729NBP4 |
| — | LINTA US | 8,800,000 | $9,682 | 0.2% | $1.10 | — | CONV | 530610AA2 |
| — | CLNY US | 9,275,000 | $9,515 | 0.1% | $1.03 | — | CONV | 19624RAA4 |
| — | EQIX 5 3/8 04/01/23 | 9,490,000 | $9,300 | 0.1% | $0.98 | — | CORP | 29444UAM8 |
| — | AEL US | 6,893,000 | $9,210 | 0.1% | $1.34 | — | CONV | 025676AJ6 |
| — | CAP FP | 177,190 | $9,184 | 0.1% | $51.83 | — | PFD CV | EH7867896 |
| — | LEN US | 5,350,000 | $9,161 | 0.1% | $1.71 | — | CONV | 526057BE3 |
| — | 8355 JP | 8,000,000 | $9,055 | 0.1% | $1.13 | — | CONV | EJ6282960 |
| — | IVR US | 9,500,000 | $8,917 | 0.1% | $0.94 | — | CONV | 44927XAA3 |
| — | 3673 TT | 8,000,000 | $8,910 | 0.1% | $1.11 | — | CONV | EJ3407701 |
| — | 4958 TT | 8,600,000 | $8,903 | 0.1% | $1.04 | — | CONV | EJ2199127 |
| — | OHL SM | 6,900,000 | $8,863 | 0.1% | $1.28 | — | CONV | EJ6118495 |
| — | DLN LN | 4,900,000 | $8,849 | 0.1% | $1.81 | — | CONV | EI6826180 |
| — | RYL US | 5,995,000 | $8,685 | 0.1% | $1.45 | — | CONV | 783764AQ6 |
| — | HCA 7 3/4 05/15/21 | 8,033,000 | $8,676 | 0.1% | $1.08 | — | CORP | 40412CAB7 |
| — | VOD LN | 300,000 | $8,624 | 0.1% | $28.75 | — | COM | 92857W209 |
| — | RAD 9 1/4 03/15/20 | 7,703,000 | $8,502 | 0.1% | $1.10 | — | CORP | 767754CD4 |
| — | LVLT US | 6,208,000 | $8,471 | 0.1% | $1.36 | — | CONV | 52729NBR0 |
| — | TTWO US | 5,933,000 | $8,436 | 0.1% | $1.42 | — | CONV | 874054AA7 |
| — | 6594 JP | 800,000,000 | $8,407 | 0.1% | $0.01 | — | CONV | EI3945041 |
| — | PRCH CH | 8,300,000 | $8,404 | 0.1% | $1.01 | — | CONV | EI4191348 |
| — | RGS US | 7,147,000 | $8,392 | 0.1% | $1.17 | — | CONV | 758932AA5 |
| — | ATK US | 7,250,000 | $8,349 | 0.1% | $1.15 | — | CONV | 018804AK0 |
| — | ASH 4 3/4 08/15/22 144a | 8,358,000 | $8,274 | 0.1% | $0.99 | — | CORP | 044209AN4 |
| — | S 9 1/4 04/15/22 | 6,724,000 | $8,254 | 0.1% | $1.23 | — | CORP | 852061AA8 |
| — | MU US | 5,162,000 | $8,243 | 0.1% | $1.60 | — | CONV | 595112AW3 |
| — | BLND LN | 5,100,000 | $8,166 | 0.1% | $1.60 | — | CONV | EJ3522228 |
| — | FNF US | 6,162,000 | $8,025 | 0.1% | $1.30 | — | CONV | 31620RAE5 |
| — | VSH US | 7,190,000 | $8,000 | 0.1% | $1.11 | — | CONV | 928298AG3 |
| — | APPPAP 11 1/4 12/15/15 | 7,015,000 | $7,927 | 0.1% | $1.13 | — | CORP | 038101AM3 |
| — | SNV 5 1/8 06/15/17 | 8,000,000 | $7,860 | 0.1% | $0.98 | — | CORP | 87161CAG0 |
| — | 1022337Z UH | 7,800,000 | $7,839 | 0.1% | $1.00 | — | CONV | EJ6920650 |
| — | HLX US | 6,159,000 | $7,684 | 0.1% | $1.25 | — | CONV | 42330PAG2 |
| — | MAU FP | 362,742 | $7,646 | 0.1% | $21.08 | — | PFD CV | EI3192347 |
| — | ANR US | 8,789,000 | $7,563 | 0.1% | $0.86 | — | CONV | 02076XAE2 |
| — | PCLN US | 2,728,000 | $7,450 | 0.1% | $2.73 | — | CONV | 741503AN6 |
| — | MHO US | 7,150,000 | $7,414 | 0.1% | $1.04 | — | CONV | 55292PAB1 |
| — | AIG 8 1/4 12/15/20 | 6,345,000 | $7,172 | 0.1% | $1.13 | — | CORP | 459745GF6 |
| — | HOLX US | 7,000,000 | $7,009 | 0.1% | $1.00 | — | CONV | 436440AA9 |
| — | PMT US | 7,250,000 | $6,953 | 0.1% | $0.96 | — | CONV | 70932AAA1 |
| — | KBH US | 6,653,000 | $6,951 | 0.1% | $1.04 | — | CONV | 48666KAS8 |
| — | NAV 8 1/4 11/01/21 | 7,004,000 | $6,881 | 0.1% | $0.98 | — | CORP | 63934EAM0 |
| — | TUI1 GR | 3,900,000 | $6,798 | 0.1% | $1.74 | — | CONV | EH9941087 |
| — | STRZA 5 09/15/19 | 6,738,000 | $6,732 | 0.1% | $1.00 | — | CORP | 85571NAB5 |
| — | SD 8 1/8 10/15/22 | 6,750,000 | $6,683 | 0.1% | $0.99 | — | CORP | 80007PAQ2 |
| — | WMGI US | 5,395,000 | $6,550 | 0.1% | $1.21 | — | CONV | 98235TAB3 |
| — | ARCC US | 6,050,000 | $6,434 | 0.1% | $1.06 | — | CONV | 04010LAG8 |
| — | GM US | 386,834 | $6,325 | 0.1% | $16.35 | — | COM | 37045V126 |
| — | NLY US | 5,674,000 | $6,324 | 0.1% | $1.11 | — | CONV | 035710AA0 |
| — | MT NA | 225,075 | $6,254 | 0.1% | $27.79 | — | PFD CV | EH7692674 |
| — | MDCO US | 4,915,000 | $6,234 | 0.1% | $1.27 | — | CONV | 584688AB1 |
| — | ECPG US | 6,500,000 | $6,220 | 0.1% | $0.96 | — | CONV | 292554AE2 |
| — | CWST 7 3/4 02/15/19 | 6,453,000 | $6,130 | 0.1% | $0.95 | — | CORP | 147448AG9 |
| — | CSGS US | 5,287,000 | $6,005 | 0.1% | $1.14 | — | CONV | 126349AC3 |
| — | FXCM US | 5,500,000 | $5,932 | 0.1% | $1.08 | — | CONV | 302693AA4 |
| — | WY US | 115,000 | $5,864 | 0.1% | $50.99 | — | PFD CV | 962166872 |
| — | ELY US | 5,362,000 | $5,778 | 0.1% | $1.08 | — | CONV | 131193AB0 |
| — | CE 4 5/8 11/15/22 | 5,733,000 | $5,626 | 0.1% | $0.98 | — | CORP | 15089QAD6 |
| — | INNMTN 1 1/4 11/30/20 144A | 6,082,470 | $5,611 | 0.1% | $0.92 | — | CORP | 45771VAE3 |
| — | DPW GR | 3,700,000 | $5,514 | 0.1% | $1.49 | — | CONV | EJ4696336 |
| — | ISAT LN | 4,200,000 | $5,465 | 0.1% | $1.30 | — | CONV | EH0348563 |
| — | SUBC NO | 5,600,000 | $5,411 | 0.1% | $0.97 | — | CONV | EJ3827213 |
| — | FDC 12 5/8 01/15/21 | 5,071,000 | $5,363 | 0.1% | $1.06 | — | CORP | 319963BB9 |
| — | BKCC US | 5,300,000 | $5,348 | 0.1% | $1.01 | — | CONV | 092533AA6 |
| — | RYN US | 3,164,000 | $5,313 | 0.1% | $1.68 | — | CONV | 75508AAC0 |
| — | VIAS 7 7/8 05/01/19 144A | 5,000,000 | $5,275 | 0.1% | $1.05 | — | CORP | 92552SAK3 |
| — | ITMN US | 4,755,000 | $5,101 | 0.1% | $1.07 | — | CONV | 45884XAF0 |
| — | ALTMES 9 5/8 10/15/18 | 4,900,000 | $5,084 | 0.1% | $1.04 | — | CORP | 021332AC5 |
| — | IAS 8 3/8 05/15/19 | 5,000,000 | $5,081 | 0.1% | $1.02 | — | CORP | 45072PAD4 |
| — | PSEC US | 4,850,000 | $5,055 | 0.1% | $1.04 | — | CONV | 74348TAL6 |
| — | BG US | 50,000 | $5,033 | 0.1% | $100.66 | — | PFD CV | EP0237628 |
| — | QGEN US | 4,100,000 | $4,983 | 0.1% | $1.22 | — | CONV | EF4062610 |
| — | CNQR US | 5,000,000 | $4,979 | 0.1% | $1.00 | — | CONV | 206708AB5 |
| — | SD US | 51,381 | $4,920 | 0.1% | $95.76 | — | PFD CV | 80007P604 |
| — | DHR US | 2,604,000 | $4,790 | 0.1% | $1.84 | — | CONV | 235851AF9 |
| — | TSLA US | 4,250,000 | $4,786 | 0.1% | $1.13 | — | CONV | 88160RAA9 |
| — | 6146 JP | 385,000,000 | $4,770 | 0.1% | $0.01 | — | CONV | EI0643912 |
| — | BTU US | 6,821,000 | $4,755 | 0.1% | $0.70 | — | CONV | 704549AG9 |
| — | TROX 6 3/8 08/15/20 144A | 4,930,000 | $4,665 | 0.1% | $0.95 | — | CORP | 897050AA8 |
| — | TWGP US | 4,348,000 | $4,635 | 0.1% | $1.07 | — | CONV | 891777AC8 |
| HYG | HYG US | 50,000 | $4,544 | 0.1% | $90.88 | — | COM | 464288513 |
| — | DAB 11 06/01/18 | 4,098,000 | $4,539 | 0.1% | $1.11 | — | CORP | 23833NAG9 |
| — | AMG US | 3,423,000 | $4,476 | 0.1% | $1.31 | — | CONV | 008252AL2 |
| — | PSEC US | 4,200,000 | $4,373 | 0.1% | $1.04 | — | CONV | 74348TAK8 |
| — | 3487844Z JY | 4,000,000 | $4,304 | 0.1% | $1.08 | — | CONV | EF3251446 |
| — | NOK1V FH | 2,400,000 | $4,207 | 0.1% | $1.75 | — | CONV | EJ4168971 |
| — | ARAY US | 3,334,000 | $4,191 | 0.1% | $1.26 | — | CONV | 004397AC9 |
| — | CACI US | 3,459,000 | $4,151 | 0.1% | $1.20 | — | CONV | 127190AD8 |
| — | SNV US | 1,419,086 | $4,144 | 0.1% | $2.92 | — | COM | 87161C105 |
| — | X US | 4,125,000 | $4,070 | 0.1% | $0.99 | — | CONV | 912909AH1 |
| — | CVO 8 7/8 02/01/18 | 4,117,000 | $4,021 | 0.1% | $0.98 | — | CORP | 15671BAE1 |
| — | 3487172Z LX | 5,000,000 | $4,015 | 0.1% | $0.80 | — | CONV | EF7882543 |
| — | CLR 4 1/2 04/15/23 144A | 3,896,000 | $3,789 | 0.1% | $0.97 | — | CORP | 212015AK7 |
| — | ITV LN | 1,150,000 | $3,744 | 0.1% | $3.26 | — | CONV | EI0099172 |
| — | 3673 TT | 3,700,000 | $3,651 | 0.1% | $0.99 | — | CONV | EI6040139 |
| — | NUVA US | 3,671,000 | $3,631 | 0.1% | $0.99 | — | CONV | 670704AC9 |
| — | HST 6 10/01/21 | 3,340,000 | $3,620 | 0.1% | $1.08 | — | CORP | 44107TAQ9 |
| — | OMC US | 3,000,000 | $3,453 | 0.1% | $1.15 | — | CONV | 681919AV8 |
| — | BGC US | 3,400,000 | $3,395 | 0.1% | $1.00 | — | CONV | 369300AD0 |
| — | SPB 9 1/2 06/15/18 | 3,042,000 | $3,331 | 0.1% | $1.10 | — | CORP | 84762LAG0 |
| — | AMD 7 1/2 08/15/22 WI | 3,434,000 | $3,322 | 0.1% | $0.97 | — | CORP | 007903AX5 |
| BKD | BKD US | 122,635 | $3,242 | 0.1% | $27.55 | 0.0% | COM | 112463104 |
| — | VSPCIN 9 3/8 10/01/15 144A | 3,552,000 | $3,215 | 0.1% | $0.91 | — | CORP | 92532JAA0 |
| — | CBZ US | 2,865,000 | $3,165 | 0.0% | $1.10 | — | CONV | 124805AC6 |
| — | SIE GR | 3,000,000 | $3,118 | 0.0% | $1.04 | — | CONV | EJ0220339 |
| — | HNT 6 3/8 06/01/17 | 3,000,000 | $3,116 | 0.0% | $1.04 | — | CORP | 422248AA2 |
| — | MTH US | 2,765,000 | $3,031 | 0.0% | $1.10 | — | CONV | 59001AAR3 |
| — | PRCH CH | 12,900,000 | $3,006 | 0.0% | $0.23 | — | CONV | EI6434571 |
| — | UL NA | 9,375 | $2,941 | 0.0% | $313.71 | — | PFD CV | EJ3604083 |
| — | TRINSE 8 3/4 02/01/19 144A | 3,042,000 | $2,936 | 0.0% | $0.97 | — | CORP | 89668QAA6 |
| — | PNN LN | 1,600,000 | $2,845 | 0.0% | $1.78 | — | CONV | EH9250091 |
| — | CCMO 9 12/15/19 144A | 2,896,000 | $2,809 | 0.0% | $0.97 | — | CORP | 184502BJ0 |
| — | REYNOL 8 1/4 02/15/21 | 2,834,000 | $2,806 | 0.0% | $0.99 | — | CORP | 761735AF6 |
| — | SLXP US | 1,829,000 | $2,788 | 0.0% | $1.52 | — | CONV | 795435AC0 |
| — | CPA AU | 2,660,000 | $2,757 | 0.0% | $1.04 | — | CONV | EI0605721 |
| — | RFP 5 7/8 05/15/23 144A | 3,000,000 | $2,678 | 0.0% | $0.89 | — | CORP | 76117WAA7 |
| — | MNKD US | 947,705 | $2,654 | 0.0% | $2.80 | — | COM | 56400P508 |
| — | 6758 JP | 120,000,000 | $2,643 | 0.0% | $0.02 | — | CONV | EJ4440941 |
| — | AFSI US | 1,850,000 | $2,612 | 0.0% | $1.41 | — | CONV | 032359AC5 |
| — | CHTR 6 1/2 04/30/21 | 2,500,000 | $2,606 | 0.0% | $1.04 | — | CORP | 1248EPAU7 |
| — | ALLY 7 1/2 09/15/20 | 2,250,000 | $2,593 | 0.0% | $1.15 | — | CORP | 02005NAJ9 |
| — | UVN 6 7/8 05/15/19 144A | 2,450,000 | $2,573 | 0.0% | $1.05 | — | CORP | 914906AM4 |
| — | 9433 JP | 140,000,000 | $2,540 | 0.0% | $0.02 | — | CONV | EI8910164 |
| — | BUMBLE 9 12/15/17 144A | 2,359,000 | $2,517 | 0.0% | $1.07 | — | CORP | 120462AA4 |
| — | PSEC US | 2,450,000 | $2,492 | 0.0% | $1.02 | — | CONV | 74348TAH5 |
| — | LLAKES 7.45 03/15/28 144A | 2,500,000 | $2,450 | 0.0% | $0.98 | — | CORP | 514665AA6 |
| — | DAN 6 3/4 02/15/21 | 2,250,000 | $2,391 | 0.0% | $1.06 | — | CORP | 235825AB2 |
| — | SAIVST 9 3/4 02/15/20 144A | 2,250,000 | $2,371 | 0.0% | $1.05 | — | CORP | 796038AA5 |
| — | LH US | 1,769,000 | $2,369 | 0.0% | $1.34 | — | CONV | 50540RAG7 |
| — | IMNCN 8 3/4 06/01/20 144A | 2,250,000 | $2,301 | 0.0% | $1.02 | — | CORP | 457983AC8 |
| — | UG FP | 77,953 | $2,286 | 0.0% | $29.33 | — | PFD CV | EJ3589599 |
| LULU | LULU US | 34,800 | $2,279 | 0.0% | $72.51 | 0.0% | COM | 550021109 |
| — | MU US | 1,560,000 | $2,274 | 0.0% | $1.46 | — | CONV | 595112AT0 |
| — | GT 8 1/4 08/15/20 | 2,070,000 | $2,267 | 0.0% | $1.10 | — | CORP | 382550BB6 |
| — | CTLCN 11 10/30/17 | 3,057,000 | $2,186 | 0.0% | $0.72 | — | CORP | 14889BAB8 |
| — | F 6 5/8 10/01/28 | 2,000,000 | $2,181 | 0.0% | $1.09 | — | CORP | 345370BY5 |
| — | HERO 10 1/4 04/01/19 144A | 2,000,000 | $2,180 | 0.0% | $1.09 | — | CORP | 427093AE9 |
| — | AGTC 11 1/2 09/01/17 144A | 2,000,000 | $2,105 | 0.0% | $1.05 | — | CORP | 02636PAA0 |
| — | URI 5 3/4 07/15/18 | 2,000,000 | $2,100 | 0.0% | $1.05 | — | CORP | 911365AY0 |
| — | CRNRCH 9 3/8 03/15/18 AI | 2,000,000 | $2,100 | 0.0% | $1.05 | — | CORP | 21925AAB1 |
| — | DRYS 6 1/2 10/01/17 144A | 2,100,000 | $2,095 | 0.0% | $1.00 | — | CORP | 262049AA7 |
| BMRN | BMRN US | 37,000 | $2,062 | 0.0% | $62.32 | 0.0% | COM | 09061G101 |
| — | JCP US | 119,100 | $2,034 | 0.0% | $17.08 | — | COM | 708160106 |
| — | ITWG 8 1/2 10/15/17 144A | 2,000,000 | $2,030 | 0.0% | $1.01 | — | CORP | 460933AK0 |
| — | TSO 5 3/8 10/01/22 | 2,000,000 | $2,025 | 0.0% | $1.01 | — | CORP | 881609AZ4 |
| — | ROC 4 5/8 10/15/20 | 2,000,000 | $2,010 | 0.0% | $1.00 | — | CORP | 774477AJ2 |
| — | ARO US | 145,500 | $2,008 | 0.0% | $13.80 | — | COM | 7865108 |
| — | SPTIND TL 2L USD | 2,000,000 | $2,005 | 0.0% | $1.00 | — | TERM | 85208BAE6 |
| — | SRNCOM TL 1L USD | 2,000,000 | $2,005 | 0.0% | $1.00 | — | TERM | BL0958738 |
| — | CBB 8 3/4 03/15/18 | 2,000,000 | $2,003 | 0.0% | $1.00 | — | CORP | 171871AM8 |
| — | HKUS 9 3/4 07/15/20 | 2,000,000 | $1,995 | 0.0% | $1.00 | — | CORP | 40537QAB6 |
| — | FDC 8 1/4 01/15/21 144A | 1,948,000 | $1,987 | 0.0% | $1.02 | — | CORP | 319963AY0 |
| — | LVLT 11 7/8 02/01/19 | 1,750,000 | $1,982 | 0.0% | $1.13 | — | CORP | 52729NBT6 |
| — | VRXCN 6 3/8 10/15/20 144A | 2,000,000 | $1,978 | 0.0% | $0.99 | — | CORP | 91829KAA1 |
| — | EROC 8 3/8 06/01/19 | 1,925,000 | $1,959 | 0.0% | $1.02 | — | CORP | 26985UAB3 |
| — | SAPSJ 6 5/8 04/15/21 144A | 2,000,000 | $1,940 | 0.0% | $0.97 | — | CORP | 803071AA7 |
| — | ANSCN 7 1/2 12/15/17 144A | 1,813,000 | $1,922 | 0.0% | $1.06 | — | CORP | 008914AE3 |
| — | INDUA SS | 1,350,000 | $1,909 | 0.0% | $1.41 | — | CONV | EI5354531 |
| — | 8316 JP | 41,500 | $1,901 | 0.0% | $45.81 | — | COM | 1577437 |
| — | 8411 JP | 914,600 | $1,897 | 0.0% | $2.07 | — | COM | 16331384 |
| — | STX 4 3/4 06/01/23 144A | 2,000,000 | $1,865 | 0.0% | $0.93 | — | CORP | 81180WAG6 |
| — | SIX 5 1/4 01/15/21 144A | 1,929,000 | $1,861 | 0.0% | $0.96 | — | CORP | 83001AAA0 |
| — | 8306 JP | 299,800 | $1,847 | 0.0% | $6.16 | — | COM | 12638655 |
| — | SBMAU 8 7/8 04/15/18 144A | 2,000,000 | $1,840 | 0.0% | $0.92 | — | CORP | 852278AA8 |
| — | NEFF 9 5/8 05/15/16 144A | 1,750,000 | $1,838 | 0.0% | $1.05 | — | CORP | 640096AD5 |
| — | BBG 7 5/8 10/01/19 | 1,750,000 | $1,811 | 0.0% | $1.03 | — | CORP | 06846NAC8 |
| — | AIG US | 40,000 | $1,788 | 0.0% | $44.70 | — | COM | 26874784 |
| — | ONXX US | 20,000 | $1,736 | 0.0% | $86.80 | — | COM | 683399109 |
| — | BCC 6 3/8 11/01/20 | 1,700,000 | $1,721 | 0.0% | $1.01 | — | CORP | 09739DAA8 |
| — | NIHD 7 5/8 04/01/21 | 2,200,000 | $1,711 | 0.0% | $0.78 | — | CORP | 67021BAE9 |
| — | LEAP 7 3/4 10/15/20 | 1,757,000 | $1,687 | 0.0% | $0.96 | — | CORP | 226566AM9 |
| — | WIN 7 1/2 06/01/22 WI | 1,650,000 | $1,683 | 0.0% | $1.02 | — | CORP | 97381WAX2 |
| — | CHK 7 1/4 12/15/18 | 1,500,000 | $1,673 | 0.0% | $1.12 | — | CORP | 165167CC9 |
| — | CVO 11 1/2 05/15/17 | 1,950,000 | $1,672 | 0.0% | $0.86 | — | CORP | 15671BAG6 |
| — | REYNOL 9 7/8 08/15/19 | 1,550,000 | $1,659 | 0.0% | $1.07 | — | CORP | 761735AH2 |
| — | COMHSS 10 3/4 09/29/19 144A | 1,180,000 | $1,629 | 0.0% | $1.38 | — | CORP | EI8693992 |
| — | ONNN US | 1,542,000 | $1,607 | 0.0% | $1.04 | — | CONV | 682189AG0 |
| — | FRGI 8 7/8 08/15/16 | 1,500,000 | $1,598 | 0.0% | $1.07 | — | CORP | 31660BAB7 |
| — | SIRI US | 828,000 | $1,578 | 0.0% | $1.91 | — | CONV | 98375YAU0 |
| — | NM 8 7/8 11/01/17 | 1,500,000 | $1,553 | 0.0% | $1.04 | — | CORP | 639365AD7 |
| — | SPN 6 3/8 05/01/19 WI | 1,500,000 | $1,549 | 0.0% | $1.03 | — | CORP | 78412FAL8 |
| — | TSO 9 3/4 06/01/19 | 1,377,000 | $1,522 | 0.0% | $1.11 | — | CORP | 881609AW1 |
| — | MARFRI 9 7/8 07/24/17 144A | 1,500,000 | $1,508 | 0.0% | $1.01 | — | CORP | 56656UAD4 |
| — | JCP TL 1L USD | 1,500,000 | $1,505 | 0.0% | $1.00 | — | TERM | 46611NAD5 |
| — | RAD 6 3/4 06/15/21 144A | 1,500,000 | $1,474 | 0.0% | $0.98 | — | CORP | 767754CF9 |
| — | SD 7 1/2 02/15/23 | 1,545,000 | $1,468 | 0.0% | $0.95 | — | CORP | 80007PAT6 |
| — | ABWI TL EXIT 1L USD | 1,500,000 | $1,455 | 0.0% | $0.97 | — | TERM | 00168QAC4 |
| — | CZR 8 1/2 02/15/20 | 1,500,000 | $1,414 | 0.0% | $0.94 | — | CORP | 12768RAD9 |
| — | STLD 6 3/8 08/15/22 144A | 1,335,000 | $1,408 | 0.0% | $1.05 | — | CORP | 858119AU4 |
| — | AA US | 1,102,000 | $1,400 | 0.0% | $1.27 | — | CONV | 013817AT8 |
| — | NEE US | 24,583 | $1,386 | 0.0% | $56.38 | — | PFD CV | 65339F705 |
| — | MOH US | 1,050,000 | $1,357 | 0.0% | $1.29 | — | CONV | 60855RAA8 |
| — | DLLR US | 1,314,000 | $1,355 | 0.0% | $1.03 | — | CONV | 256664AC7 |
| — | KW 8 3/4 04/01/19 | 1,250,000 | $1,344 | 0.0% | $1.08 | — | CORP | 489399AC9 |
| — | TIF US | 18,419 | $1,342 | 0.0% | $72.86 | — | COM | 886547108 |
| — | BBEP 7 7/8 04/15/22 | 1,300,000 | $1,326 | 0.0% | $1.02 | — | CORP | 106777AD7 |
| — | SXC 7 5/8 08/01/19 | 1,251,000 | $1,298 | 0.0% | $1.04 | — | CORP | 86722AAC7 |
| — | 6594 JP | 18,500 | $1,289 | 0.0% | $69.68 | — | COM | 5848563 |
| — | NEEDLE 8 1/8 03/15/19 144A | 1,250,000 | $1,275 | 0.0% | $1.02 | — | CORP | 639888AA4 |
| — | TEVA IT | 1,211,000 | $1,270 | 0.0% | $1.05 | — | CONV | 88163VAE9 |
| — | TAP US | 1,197,000 | $1,205 | 0.0% | $1.01 | — | CONV | 60871RAA8 |
| — | F 12 05/15/15 | 1,000,000 | $1,179 | 0.0% | $1.18 | — | CORP | 345397VH3 |
| — | EDG 8 3/4 11/01/20 144A | 1,180,000 | $1,174 | 0.0% | $0.99 | — | CORP | 280148AD9 |
| — | WPP LN | 400,000 | $1,156 | 0.0% | $2.89 | — | CONV | EH8107631 |
| — | FES 9 06/15/19 | 1,150,000 | $1,133 | 0.0% | $0.99 | — | CORP | 345143AC5 |
| — | KALU 8 1/4 06/01/20 | 1,000,000 | $1,108 | 0.0% | $1.11 | — | CORP | 483007AE0 |
| — | BCFACT 10 02/15/19 | 1,000,000 | $1,105 | 0.0% | $1.10 | — | CORP | 121579AG1 |
| — | VIKCRU 8 1/2 10/15/22 144A | 1,000,000 | $1,095 | 0.0% | $1.09 | — | CORP | 92676XAA5 |
| — | CHRYGR 8 06/15/19 | 1,000,000 | $1,091 | 0.0% | $1.09 | — | CORP | 17121EAB3 |
| — | HLS 8 1/8 02/15/20 | 1,000,000 | $1,083 | 0.0% | $1.08 | — | CORP | 421924BG5 |
| — | S 7 03/01/20 144A | 1,000,000 | $1,080 | 0.0% | $1.08 | — | CORP | 852061AQ3 |
| — | CNH 7 7/8 12/01/17 | 950,000 | $1,076 | 0.0% | $1.13 | — | CORP | 147446AR9 |
| — | PHIBRO 9 1/4 07/01/18 144A | 1,000,000 | $1,075 | 0.0% | $1.07 | — | CORP | 71742QAQ9 |
| — | NM 9 1/4 04/15/19 144a | 1,000,000 | $1,073 | 0.0% | $1.07 | — | CORP | 63938NAC8 |
| — | OGXPBZ 8 3/8 04/01/22 144A | 3,700,000 | $1,073 | 0.0% | $0.29 | — | CORP | 67089WAA0 |
| — | KTOS 10 06/01/17 | 1,000,000 | $1,070 | 0.0% | $1.07 | — | CORP | 50077BAC2 |
| — | PXP 6 3/4 02/01/22 | 1,000,000 | $1,060 | 0.0% | $1.06 | — | CORP | 726505AL4 |
| — | ING FP | 14,178 | $1,058 | 0.0% | $74.62 | — | PFD CV | EI5993247 |
| — | CLEAVB 8 3/4 12/15/19 144A | 1,000,000 | $1,050 | 0.0% | $1.05 | — | CORP | 185401AD8 |
| — | CCO 6 1/2 11/15/22 144a | 1,000,000 | $1,030 | 0.0% | $1.03 | — | CORP | 18451QAK4 |
| — | TELSAT 6 05/15/17 144A | 1,000,000 | $1,020 | 0.0% | $1.02 | — | CORP | 87952VAJ5 |
| — | ITWCN TL 2L USD | 1,000,000 | $1,015 | 0.0% | $1.01 | — | TERM | 4801BAF22 |
| — | CSAR TL 1L USD | 1,000,000 | $1,015 | 0.0% | $1.01 | — | TERM | 14076CAB9 |
| — | INTEL 7 3/4 06/01/21 144A | 1,000,000 | $1,010 | 0.0% | $1.01 | — | CORP | 458204AK0 |
| — | DISDYN 12 1/2 01/01/18 144A | 1,000,000 | $1,010 | 0.0% | $1.01 | — | CORP | 25471QAA7 |
| — | DISH US | 23,645 | $1,005 | 0.0% | $42.50 | — | COM | 25470M109 |
| — | BERPAC TL 2L USD | 1,000,000 | $1,005 | 0.0% | $1.00 | — | TERM | 08511LAL2 |
| — | SPRFAR TL 1L USD | 1,000,000 | $998 | 0.0% | $1.00 | — | TERM | 85208DAE2 |
| — | JNJ US | 843,000 | $995 | 0.0% | $1.18 | — | CONV | 02261WAB5 |
| — | ABCSUP TL B 1L USD | 1,000,000 | $994 | 0.0% | $0.99 | — | TERM | 02474RAB9 |
| — | ASH 4 3/4 08/15/22 144a | 1,000,000 | $990 | 0.0% | $0.99 | — | CORP | 044209AE4 |
| — | CSMBAK TL B 1L USD | 1,000,000 | $988 | 0.0% | $0.99 | — | TERM | 60001PAB3 |
| — | FDC TL 1L USD | 1,000,000 | $978 | 0.0% | $0.98 | — | TERM | 32007UBB4 |
| — | SD 7 1/2 03/15/21 | 1,005,000 | $960 | 0.0% | $0.96 | — | CORP | 80007PAN9 |
| — | OHI 5 7/8 03/15/24 | 930,000 | $960 | 0.0% | $1.03 | — | CORP | 681936AZ3 |
| — | TALPRO 9 3/4 02/15/18 144A | 1,000,000 | $950 | 0.0% | $0.95 | — | CORP | 87484JAA8 |
| — | NM 8 1/8 02/15/19 | 1,000,000 | $948 | 0.0% | $0.95 | — | CORP | 639365AF2 |
| — | CHK US | 880 | $909 | 0.0% | $1032.95 | — | PFD CV | 165167768 |
| — | TOY 7 3/8 10/15/18 | 1,000,000 | $903 | 0.0% | $0.90 | — | CORP | 892335AL4 |
| — | REYNOL 5 3/4 10/15/20 | 850,000 | $856 | 0.0% | $1.01 | — | CORP | 761735AP4 |
| — | ALUFP TL 1L USD | 844,990 | $855 | 0.0% | $1.01 | — | TERM | 01377BAD0 |
| — | BARPTY 9 06/01/18 144A | 967,000 | $851 | 0.0% | $0.88 | — | CORP | 067687AA1 |
| — | SRC US | 47,846 | $848 | 0.0% | $17.72 | — | COM | 84860W102 |
| — | TMBCN 11 1/4 12/15/18 | 710,000 | $767 | 0.0% | $1.08 | — | CORP | 87971KAG2 |
| — | TRBAA US | 13,223 | $752 | 0.0% | $56.87 | — | COM | 896047503 |
| — | NFLX 5 3/8 02/01/21 144A | 750,000 | $746 | 0.0% | $0.99 | — | CORP | 64110LAD8 |
| TMUS | TMUS US | 30,000 | $744 | 0.0% | $19.37 | 0.0% | COM | 872590104 |
| — | KU2 GR | 500,000 | $720 | 0.0% | $1.44 | — | CONV | EJ5471192 |
| — | SRNCOM 10 1/2 02/01/15 144A | 900,000 | $711 | 0.0% | $0.79 | — | CORP | 835834AA0 |
| TOL | TOL US | 20,400 | $666 | 0.0% | $33.80 | 0.0% | COM | 889478103 |
| — | YTL MK | 600,000 | $658 | 0.0% | $1.10 | — | CONV | EI1864871 |
| — | TLLP 5 7/8 10/01/20 144A | 650,000 | $640 | 0.0% | $0.98 | — | CORP | 88160QAB9 |
| — | ICECR 9 1/4 05/10/18 144A | 500,000 | $634 | 0.0% | $1.27 | — | CORP | EJ6625622 |
| — | BID 5 1/4 10/01/22 144A | 650,000 | $631 | 0.0% | $0.97 | — | CORP | 835898AF4 |
| — | ULTR 8 7/8 06/15/21 144A | 625,000 | $625 | 0.0% | $1.00 | — | CORP | 90400XAE4 |
| — | NUAN US | 33,900 | $624 | 0.0% | $18.41 | — | COM | 67020Y100 |
| — | PKD 9 1/8 04/01/18 | 575,000 | $608 | 0.0% | $1.06 | — | CORP | 701081AT8 |
| — | EIRCMF 9 1/4 05/15/20 144A | 500,000 | $607 | 0.0% | $1.21 | — | CORP | EJ6732667 |
| — | EIRCMF 9 1/4 05/15/20 REGS | 500,000 | $607 | 0.0% | $1.21 | — | CORP | EJ6591238 |
| — | SUBC NO | 600,000 | $602 | 0.0% | $1.00 | — | CONV | EF6907051 |
| SBRA | SBRA US | 22,867 | $597 | 0.0% | $26.11 | — | COM | 78573L106 |
| — | EO FP | 25,000 | $553 | 0.0% | $22.12 | — | COM | 1192183 |
| — | MPO 9 1/4 06/01/21 144A | 575,000 | $541 | 0.0% | $0.94 | — | CORP | 59804VAC9 |
| — | FMGAU 8 1/4 11/01/19 144A | 525,000 | $541 | 0.0% | $1.03 | — | CORP | 30251GAH0 |
| — | RRC 8 05/15/19 | 500,000 | $533 | 0.0% | $1.07 | — | CORP | 75281AAK5 |
| — | XTEX 8 7/8 02/15/18 | 500,000 | $530 | 0.0% | $1.06 | — | CORP | 22764LAB9 |
| — | 4901 JP | 23,900 | $526 | 0.0% | $22.01 | — | COM | 1225634 |
| — | CCMO 11 1/4 03/01/21 144A | 500,000 | $521 | 0.0% | $1.04 | — | CORP | 184502BM3 |
| — | WIN 7 3/4 10/01/21 | 500,000 | $518 | 0.0% | $1.04 | — | CORP | 97381WAT1 |
| — | WTI 8 1/2 06/15/19 | 500,000 | $516 | 0.0% | $1.03 | — | CORP | 92922PAC0 |
| — | HORSHO TL B 1L USD | 500,000 | $509 | 0.0% | $1.02 | — | TERM | 14983GAC0 |
| — | VSH US | 557,000 | $507 | 0.0% | $0.91 | — | CONV | 928298AJ7 |
| — | CARWAG 6 7/8 06/15/19 144A | 500,000 | $505 | 0.0% | $1.01 | — | CORP | 142812AB2 |
| — | PSEC US | 470,000 | $504 | 0.0% | $1.07 | — | CONV | 74348TAD4 |
| — | SFL US | 33,830 | $502 | 0.0% | $14.84 | — | COM | 019429954 |
| — | PITGLS 8 1/2 04/15/16 144A | 500,000 | $495 | 0.0% | $0.99 | — | CORP | 725143AA9 |
| — | NP 5 1/4 05/15/21 144A | 500,000 | $488 | 0.0% | $0.98 | — | CORP | 640079AD1 |
| — | GEL 5 3/4 02/15/21 144A | 500,000 | $488 | 0.0% | $0.98 | — | CORP | 37185LAD4 |
| — | HRG 6 3/8 04/01/21 144A | 500,000 | $485 | 0.0% | $0.97 | — | CORP | 315786AA1 |
| — | NM 9 1/4 04/15/19 | 450,000 | $483 | 0.0% | $1.07 | — | CORP | 63938NAB0 |
| — | MPEL 5 02/15/21 144A | 500,000 | $469 | 0.0% | $0.94 | — | CORP | 55277BAC9 |
| — | 4666 JP | 25,800 | $467 | 0.0% | $18.10 | — | COM | 7429126 |
| — | EQIX US | 2,500 | $462 | 0.0% | $184.80 | — | COM | 29444U502 |
| — | CMC 4 7/8 05/15/23 | 500,000 | $460 | 0.0% | $0.92 | — | CORP | 201723AK9 |
| REGN | REGN US | 2,000 | $450 | 0.0% | $231.58 | 0.0% | COM | 75886F107 |
| — | SWFT 10 11/15/18 | 400,000 | $442 | 0.0% | $1.10 | — | CORP | 870755AB1 |
| — | CARS TL B 1L USD | 396,030 | $398 | 0.0% | $1.00 | — | TERM | 13973UAJ8 |
| — | CWEI 7 3/4 04/01/19 | 400,000 | $398 | 0.0% | $0.99 | — | CORP | 969490AE1 |
| — | ISIS US | 14,500 | $390 | 0.0% | $26.90 | — | COM | 464330109 |
| — | CELG US | 3,300 | $386 | 0.0% | $116.97 | — | COM | 151020104 |
| — | PFCB 10 1/4 06/30/20 144A | 340,000 | $374 | 0.0% | $1.10 | — | CORP | 977584AA9 |
| HBIO | HBIO US | 76,532 | $360 | 0.0% | $3.83 | 0.0% | COM | 416906105 |
| — | EPENEG 9 3/8 05/01/20 | 300,000 | $339 | 0.0% | $1.13 | — | CORP | 29977HAB6 |
| — | CLMT 9 5/8 08/01/20 144A | 300,000 | $326 | 0.0% | $1.09 | — | CORP | 131477AH4 |
| — | TRBAA US | 5,642 | $322 | 0.0% | $57.07 | — | COM | 896047115 |
| — | SATS 6 1/2 06/15/19 | 300,000 | $318 | 0.0% | $1.06 | — | CORP | 444454AB8 |
| — | RRC 5 08/15/22 | 320,000 | $313 | 0.0% | $0.98 | — | CORP | 75281AAN9 |
| — | GLF 6 3/8 03/15/22 | 310,000 | $308 | 0.0% | $0.99 | — | CORP | 402629AG4 |
| — | MNTG US | 91,054 | $305 | 0.0% | $3.35 | — | COM | 553769100 |
| ILMN | ILMN US | 4,000 | $299 | 0.0% | $64.01 | 0.0% | COM | 452327109 |
| — | 8267 JP | 20,000,000 | $288 | 0.0% | $0.01 | — | CONV | EI0442406 |
| — | NSM 6 1/2 07/01/21 | 300,000 | $288 | 0.0% | $0.96 | — | CORP | 63860UAK6 |
| — | AES 8 06/01/20 | 250,000 | $285 | 0.0% | $1.14 | — | CORP | 00130HBN4 |
| — | QGEN US | 180,000 | $281 | 0.0% | $1.56 | — | CONV | ED5678484 |
| — | PAH3 GR | 200,000 | $267 | 0.0% | $1.33 | — | CONV | EJ4340075 |
| — | NSM 7 7/8 10/01/20 | 250,000 | $265 | 0.0% | $1.06 | — | CORP | 63860UAH3 |
| CALY | ELY US | 40,000 | $263 | 0.0% | $6.48 | 0.0% | COM | 131193104 |
| — | OPTSTL 12 1/2 12/15/16 144A | 250,000 | $260 | 0.0% | $1.04 | — | CORP | 68403RAA8 |
| — | CNDO US | 30,000 | $258 | 0.0% | $8.60 | — | COM | 21976U109 |
| — | UNTUS 6 5/8 05/15/21 | 250,000 | $255 | 0.0% | $1.02 | — | CORP | 909218AB5 |
| — | NSM 6 1/2 06/01/22 | 250,000 | $244 | 0.0% | $0.98 | — | CORP | 63860UAL4 |
| — | PRMIAN 10 1/2 01/15/18 144A | 250,000 | $243 | 0.0% | $0.97 | — | CORP | 714239AA8 |
| — | PPL US | 4,290 | $233 | 0.0% | $54.31 | — | PFD CV | 69351T114 |
| — | SPB 6 3/8 11/15/20 144A | 200,000 | $210 | 0.0% | $1.05 | — | CORP | 84763BAA4 |
| — | SPB 6 5/8 11/15/22 144A | 200,000 | $210 | 0.0% | $1.05 | — | CORP | 84763BAC0 |
| — | XLNX US | 145,000 | $200 | 0.0% | $1.38 | — | CONV | 983919AD3 |
| — | CHK US | 9,100 | $185 | 0.0% | $20.33 | — | COM | 165167107 |
| — | CMLS US | 54,304 | $178 | 0.0% | $3.28 | — | COM | 231082116 |
| — | WWW 6 1/8 10/15/20 144A | 170,000 | $176 | 0.0% | $1.04 | — | CORP | 978097AA1 |
| — | EPL 8 1/4 02/15/18 | 170,000 | $175 | 0.0% | $1.03 | — | CORP | 29270UAN5 |
| — | TROX 6 3/8 08/15/20 REGS | 180,000 | $170 | 0.0% | $0.94 | — | CORP | EJ3279753 |
| KRE | KRE US | 5,000 | $169 | 0.0% | $33.80 | — | COM | 78464A698 |
| — | ELNK 7 3/8 06/01/20 144A | 175,000 | $168 | 0.0% | $0.96 | — | CORP | 270321AD4 |
| — | PBNCN 8 5/8 02/01/20 REGS | 170,000 | $164 | 0.0% | $0.96 | — | CORP | EJ0011217 |
| — | RCL 5 1/4 11/15/22 | 163,000 | $160 | 0.0% | $0.98 | — | CORP | 780153AU6 |
| — | HOTT 9 1/4 06/15/21 144A | 150,000 | $152 | 0.0% | $1.01 | — | CORP | 441339AA6 |
| — | ASH 4 3/4 08/15/22 REGs | 150,000 | $149 | 0.0% | $0.99 | — | CORP | EJ5673565 |
| SUPN | SUPN US | 22,500 | $145 | 0.0% | $5.89 | 0.0% | COM | 868459108 |
| — | NYCB US | 2,968 | $143 | 0.0% | $48.18 | — | PFD CV | 64944P307 |
| — | SEE 8 3/8 09/15/21 144A | 125,000 | $141 | 0.0% | $1.13 | — | CORP | 81211KAR1 |
| — | HTWR US | 1,400 | $133 | 0.0% | $95.00 | — | COM | 422368100 |
| — | FNMA 8 1/4 S | 27,950 | $127 | 0.0% | $4.54 | — | PFD CV | 313586752 |
| — | SBH 5 3/4 06/01/22 | 100,000 | $102 | 0.0% | $1.02 | — | CORP | 79546VAJ5 |
| — | PRFDAS 6 3/4 06/15/21 144A | 100,000 | $100 | 0.0% | $1.00 | — | CORP | 74387UAG6 |
| — | COSH US | 4,632 | $97 | 0.0% | $20.94 | — | COM | 21676P111 |
| — | TRINSE 8 3/4 02/01/19 REGS | 100,000 | $97 | 0.0% | $0.97 | — | CORP | EJ5309343 |
| — | LEA US | 742 | $81 | 0.0% | $109.16 | — | COM | 521865113 |
| — | FDC 8 1/4 01/15/21 REGS | 71,000 | $72 | 0.0% | $1.01 | — | CORP | EI4925174 |
| — | AMD 7 1/2 08/15/22 REGS | 70,000 | $68 | 0.0% | $0.97 | — | CORP | EJ3140518 |
| — | PBN CN | 7,878 | $59 | 0.0% | $7.49 | — | COM | 53227K101 |
| — | VSPCIN 9 3/8 10/01/15 REGS | 60,000 | $54 | 0.0% | $0.90 | — | CORP | EI4191702 |
| — | UVN 6 7/8 05/15/19 REGS | 50,000 | $53 | 0.0% | $1.06 | — | CORP | EI6564054 |
| — | BUMBLE 9 12/15/17 REGS | 50,000 | $53 | 0.0% | $1.06 | — | CORP | EI4966756 |
| — | AKS 8 3/8 04/01/22 | 60,000 | $52 | 0.0% | $0.87 | — | CORP | 001546AM2 |
| — | .LEAR 0 08/01/14 | 5,000,000 | $50 | 0.0% | $0.01 | — | CORP | PPB004AH0 |
| — | .LEAR 0 01/01/20 | 4,932,000 | $49 | 0.0% | $0.01 | — | CORP | PP8J05WL7 |
| — | GM 4 1/4 05/15/23 144A | 50,000 | $47 | 0.0% | $0.94 | — | CORP | 37045XAK2 |
| — | INNMTN 1 1/4 11/30/20 REGS | 50,000 | $46 | 0.0% | $0.92 | — | CORP | EI5754540 |
| — | SDTH US | 2,975,000 | $43 | 0.0% | $0.01 | — | CONV | 823213AD5 |
| — | SIX 5 1/4 01/15/21 REGS | 30,000 | $29 | 0.0% | $0.97 | — | CORP | EJ4805291 |
| — | CYT CN | 25,000 | $26 | 0.0% | $1.04 | — | COM | 14889B102 |
| — | LYB US | 82 | $5 | 0.0% | $60.98 | — | COM | 50828824 |
| — | .EVEIQW US | 125,115 | $0 | 0.0% | — | — | COM | 1386232 |