CIK: 0001097278 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 14, 2013
Total Value ($000): $7,437,808 (1.4% shares, 98.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | GLENCORE FINANCE EUROPE | 100,100,000 | $119,675 | 1.6% | $1.12 | — | CONV | EI2132369 |
| — | PRICELINE.COM INC | 70,398,000 | $90,964 | 1.2% | $1.17 | — | CONV | 741503AQ9 |
| — | BOSTON PROPERTIES LP | 87,114,000 | $89,869 | 1.2% | $1.04 | — | CONV | 10112RAM6 |
| — | CLEARWIRE COMM/FINANCE | 75,273,000 | $83,648 | 1.1% | $1.11 | — | CONV | 18538TAG4 |
| — | NEWMONT MINING CORP | 69,808,000 | $77,610 | 1.0% | $1.08 | — | CONV | 651639AJ5 |
| — | HENGAN INTL GROUP CO | 526,000,000 | $71,764 | 1.0% | $0.13 | — | CONV | EJ6865103 |
| — | EMC CORP | 43,495,000 | $69,563 | 0.9% | $1.48 | — | CONV | 268648AM4 |
| — | GILEAD SCIENCES INC | 24,898,000 | $68,934 | 0.9% | $2.27 | — | CONV | 375558AP8 |
| — | WEBMD HEALTH CORP | 72,509,000 | $68,543 | 0.9% | $0.94 | — | CONV | 94770VAF9 |
| — | BANK OF AMERICA CORP | 62,372,000 | $67,440 | 0.9% | $1.08 | — | PFD CV | 060505682 |
| — | WELLS FARGO & COMPANY | 57,790,000 | $65,737 | 0.9% | $2.35 | — | PFD CV | 949746804 |
| — | PROLOGIS LP | 56,008,000 | $63,668 | 0.9% | $1.15 | — | CONV | 74340XAT8 |
| — | LUKOIL INTL FINANCE BV | 57,200,000 | $63,560 | 0.9% | $1.09 | — | CONV | EI5065947 |
| — | FOREST CITY ENTERPRISES | 56,162,000 | $62,508 | 0.8% | $1.12 | — | CONV | 345550AP2 |
| — | ROYAL GOLD INC | 64,779,000 | $62,262 | 0.8% | $0.92 | — | CONV | 780287AA6 |
| — | MGM RESORTS INTL | 48,518,000 | $61,657 | 0.8% | $1.12 | — | CONV | 55303QAE0 |
| — | NAVISTAR INTL CORP | 58,520,000 | $59,650 | 0.8% | $0.98 | — | CONV | 63934EAL2 |
| — | DDR CORP | 52,365,000 | $59,217 | 0.8% | $1.16 | — | CONV | 251591AX1 |
| — | LIBERTY INTERACTIVE LLC | 57,656,000 | $59,137 | 0.8% | $1.03 | — | CONV | 530610AB0 |
| — | GENERAL MOTORS CO | 1,146,938,000 | $57,519 | 0.8% | $0.07 | — | PFD CV | 37045V209 |
| — | PRICELINE.COM INC | 54,808,000 | $57,415 | 0.8% | $0.98 | — | CONV | 741503AR7 |
| — | WELLPOINT INC | 44,064,000 | $56,723 | 0.8% | $1.26 | — | CONV | 94973VBD8 |
| — | ADVANCED MICRO DEVICES | 52,219,000 | $54,242 | 0.7% | $1.02 | — | CONV | 007903AL1 |
| — | LIFEPOINT HOSPITALS INC | 51,300,000 | $54,007 | 0.7% | $1.08 | — | CONV | 53219LAH2 |
| — | ON SEMICONDUCTOR CORP | 49,524,000 | $53,522 | 0.7% | $1.15 | — | CONV | 682189AH8 |
| — | SALESFORCE.COM INC | 49,430,000 | $53,162 | 0.7% | $0.96 | — | CONV | 79466LAC8 |
| — | HOLOGIC INC | 45,321,000 | $51,212 | 0.7% | $1.12 | — | CONV | 436440AB7 |
| — | TOLL BROS FINANCE CORP | 46,925,000 | $50,213 | 0.7% | $1.07 | — | CONV | 88947EAM2 |
| — | AMG CAPITAL TRUST II | 856,729,000 | $50,165 | 0.7% | $0.10 | — | PFD CV | 00170F209 |
| — | STARWOOD PROPERTY TRUST | 48,227,000 | $49,980 | 0.7% | $1.03 | — | CONV | 85571BAB1 |
| — | SHIRE PLC | 39,400,000 | $49,563 | 0.7% | $1.10 | — | CONV | EG4236642 |
| — | COBALT INTL ENERGY INC | 46,771,000 | $49,513 | 0.7% | $1.06 | — | CONV | 19075FAA4 |
| — | INTL GAME TECHNOLOGY | 44,700,000 | $49,268 | 0.7% | $1.07 | — | CONV | 459902AQ5 |
| — | INTEL CORP | 45,360,000 | $49,089 | 0.7% | $1.09 | — | CONV | 458140AD2 |
| — | JARDEN CORP | 45,870,000 | $49,004 | 0.7% | $0.99 | — | CONV | 471109AJ7 |
| — | SALIX PHARMACEUTICALS LT | 39,176,000 | $48,128 | 0.6% | $1.20 | — | CONV | 795435AE6 |
| — | BROOKDALE SENIOR LIVING | 40,973,000 | $48,094 | 0.6% | $1.18 | — | CONV | 112463AA2 |
| — | ARCHER DANIELS | 46,305,000 | $47,125 | 0.6% | $1.01 | — | CONV | 039483AW2 |
| — | ILLUMINA INC | 40,902,000 | $46,728 | 0.6% | $1.08 | — | CONV | 452327AC3 |
| — | NUANCE COMMUNICATIONS | 45,265,000 | $45,907 | 0.6% | $1.03 | — | CONV | 67020YAF7 |
| — | ENN ENERGY HOLDINGS LTD | 39,750,000 | $45,239 | 0.6% | $1.10 | — | CONV | EJ5367564 |
| — | STARWOOD PROPERTY TRUST | 43,024,000 | $44,770 | 0.6% | $1.04 | — | CONV | 85571BAA3 |
| — | UNITED TECHNOLOGIES CORP | 681,515,000 | $44,354 | 0.6% | $0.12 | — | PFD CV | 913017117 |
| — | ALCATEL-LUCENT | 10,724,000 | $44,149 | 0.6% | $4.12 | — | CONV | EJ7354495 |
| — | LINEAR TECHNOLOGY CORP | 40,055,000 | $42,824 | 0.6% | $1.05 | — | CONV | 535678AC0 |
| — | NUANCE COMMUNICATIONS | 37,561,000 | $42,681 | 0.6% | $1.16 | — | CONV | 67020YAB6 |
| — | NORTHSTAR REALTY FIN | 40,931,000 | $41,774 | 0.6% | $1.00 | — | CONV | 66705PAC7 |
| — | FOREST CITY ENTERPRISES | 40,250,000 | $40,863 | 0.5% | $1.02 | — | CONV | 345550AQ0 |
| — | ENDO HEALTH SOLUTIONS IN | 25,478,000 | $40,445 | 0.5% | $1.34 | — | CONV | 29264FAB2 |
| — | CIENA CORP | 39,614,000 | $40,290 | 0.5% | $0.98 | — | CONV | 171779AE1 |
| — | WALTER INVESTMENT MGMT | 37,341,000 | $39,309 | 0.5% | $1.01 | — | CONV | 93317WAA0 |
| — | VOLCANO CORP | 37,697,000 | $39,198 | 0.5% | $0.92 | — | CONV | 928645AB6 |
| — | HOLOGIC INC | 38,718,000 | $39,099 | 0.5% | $0.99 | — | CONV | 436440AC5 |
| — | XILINX INC | 23,787,000 | $38,787 | 0.5% | $1.46 | — | CONV | 983919AF8 |
| — | EXTRA SPACE STORAGE LP | 38,320,000 | $38,672 | 0.5% | $0.97 | — | CONV | 30225VAC1 |
| — | IXIA | 33,776,000 | $38,662 | 0.5% | $1.17 | — | CONV | 45071RAB5 |
| — | CHESAPEAKE ENERGY CORP | 34,076,000 | $38,264 | 0.5% | $1.12 | — | PFD CV | 065167776 |
| — | INTEL CORP | 30,585,000 | $37,779 | 0.5% | $1.27 | — | CONV | 458140AF7 |
| — | HORNBECK OFFSHORE SERV | 28,917,000 | $37,382 | 0.5% | $1.23 | — | CONV | 440543AN6 |
| — | KEYCORP | 297,264,000 | $37,128 | 0.5% | $0.25 | — | PFD CV | 493267405 |
| — | AUXILIUM PHARMACEUTICALS | 34,294,000 | $35,675 | 0.5% | $0.97 | — | CONV | 05334DAA5 |
| — | MEDIVATION INC | 25,245,000 | $35,603 | 0.5% | $1.30 | — | CONV | 58501NAA9 |
| — | CHESAPEAKE ENERGY CORP | 38,786,000 | $35,448 | 0.5% | $0.88 | — | CONV | 165167CB1 |
| — | STONE ENERGY CORP | 32,344,000 | $35,197 | 0.5% | $0.95 | — | CONV | 861642AN6 |
| — | SEADRILL LTD | 21,800,000 | $35,184 | 0.5% | $1.55 | — | CONV | EI4458945 |
| — | ALEXANDRIA REAL ESTATE E | 1,326,965,000 | $34,130 | 0.5% | $0.03 | — | PFD CV | 015271505 |
| — | MICRON TECHNOLOGY INC | 18,064,000 | $33,667 | 0.5% | $1.54 | — | CONV | 595112AQ6 |
| — | METLIFE INC | 1,161,971,000 | $33,302 | 0.4% | $0.06 | — | PFD CV | 59156R116 |
| — | NOVELLUS SYSTEMS INC | 20,845,000 | $33,075 | 0.4% | $1.47 | — | CONV | 670008AD3 |
| — | CAPITALAND LTD | 44,000,000 | $33,062 | 0.4% | $0.73 | — | CONV | EJ6865004 |
| — | CUBIST PHARMACEUTICALS | 30,040,000 | $32,624 | 0.4% | $1.09 | — | CONV | 229678AE7 |
| — | LAM RESEARCH CORP | 28,742,000 | $32,601 | 0.4% | $1.09 | — | CONV | 512807AJ7 |
| — | RYLAND GROUP | 35,587,000 | $32,390 | 0.4% | $0.91 | — | CONV | 783764AS2 |
| — | INTERPUBLIC GROUP OF COS | 24,176,000 | $32,330 | 0.4% | $2.57 | — | PFD CV | 460690803 |
| — | ARCELORMITTAL | 1,503,576,000 | $32,312 | 0.4% | $0.04 | — | PFD CV | EP0436352 |
| — | ALLEGHENY TECHNOLOGIES | 31,057,000 | $32,285 | 0.4% | $1.03 | — | CONV | 01741RAD4 |
| — | ANNALY CAPITAL MGMT | 31,561,000 | $32,191 | 0.4% | $1.01 | — | CONV | 035710AB8 |
| — | STANLEY BLACK & DECKER I | 235,323,000 | $32,108 | 0.4% | $0.26 | — | PFD CV | 854502309 |
| — | CIENA CORP | 21,149,000 | $31,952 | 0.4% | $1.36 | — | CONV | 171779AK7 |
| — | CENTERPOINT ENERGY INC | 637,353,000 | $31,831 | 0.4% | $0.09 | — | CONV | 15189T206 |
| — | JEFFERIES GROUP LLC | 29,956,000 | $31,446 | 0.4% | $1.06 | — | CONV | 472319AG7 |
| — | TEMASEK FINANCIAL III PR | 37,750,000 | $31,124 | 0.4% | $0.82 | — | CONV | EI8480549 |
| — | ELECTRONIC ARTS INC | 27,590,000 | $30,108 | 0.4% | $1.04 | — | CONV | 285512AA7 |
| — | THERAVANCE INC | 18,398,000 | $30,062 | 0.4% | $1.56 | — | CONV | 88338TAB0 |
| — | KAWASAKI KISEN KAISHA | 2,840,000,000 | $29,921 | 0.4% | $0.01 | — | CONV | EJ8275772 |
| — | L-3 COMMS HLDGS INC | 27,442,000 | $29,900 | 0.4% | $1.03 | — | CONV | 502413AW7 |
| — | GOLDCORP INC | 29,541,000 | $29,861 | 0.4% | $1.01 | — | CONV | 380956AB8 |
| — | TONG JIE LTD | 225,000,000 | $29,842 | 0.4% | $0.13 | — | CONV | EJ5205350 |
| — | HEALTH CARE REIT INC | 513,025,000 | $29,525 | 0.4% | $0.11 | — | PFD CV | 42217K601 |
| — | GILEAD SCIENCES INC | 10,489,000 | $29,201 | 0.4% | $2.35 | — | CONV | 375558AN3 |
| — | TECHNIP | 215,026 | $28,789 | 0.4% | $122.91 | — | CONV | EI4641961 |
| — | LIBERTY INTERACTIVE LLC | 55,297,000 | $28,695 | 0.4% | $0.52 | — | CONV | 530715AN1 |
| — | ISIS PHARMACEUTICALS INC | 12,209,000 | $28,549 | 0.4% | $1.78 | — | CONV | 464337AG9 |
| — | ARES CAPITAL CORP | 28,808,000 | $28,549 | 0.4% | $0.99 | — | CONV | 04010LAK9 |
| — | STEEL DYNAMICS INC | 25,676,000 | $28,234 | 0.4% | $1.08 | — | CONV | 858119AP5 |
| — | SIEMENS FINANCIERINGSMAT | 25,500,000 | $27,688 | 0.4% | $1.05 | — | CONV | EJ0195366 |
| — | ARES CAPITAL CORP | 27,083,000 | $27,657 | 0.4% | $1.04 | — | CONV | 04010LAH6 |
| — | AIR LEASE CORP | 21,459,000 | $27,550 | 0.4% | $1.26 | — | CONV | 00912XAK0 |
| — | HOST HOTELS & RESORTS LP | 19,403,000 | $27,195 | 0.4% | $1.36 | — | CONV | 44107TAG1 |
| — | SK HYNIX INC | 24,000,000 | $27,182 | 0.4% | $1.12 | — | CONV | EI2511620 |
| — | MOLINA HEALTHCARE INC | 25,117,000 | $27,116 | 0.4% | $1.09 | — | CONV | 60855RAB6 |
| — | CHESAPEAKE ENERGY CORP | 24,377,000 | $27,018 | 0.4% | $1.11 | — | PFD CV | 065167784 |
| — | SL GREEN OPERATING PARTN | 22,319,000 | $26,986 | 0.4% | $1.21 | — | CONV | 78444FAC0 |
| — | DERWENT LONDON CAPITAL N | 16,600,000 | $26,871 | 0.4% | $1.62 | — | CONV | EJ7611316 |
| — | DFC GLOBAL CORP | 29,228,000 | $26,826 | 0.4% | $0.92 | — | CONV | 23324TAB3 |
| — | HKEX INTERNATIONAL LTD | 24,154,000 | $25,901 | 0.3% | $1.02 | — | CONV | EJ3793498 |
| — | BROADSOFT INC | 22,941,000 | $25,509 | 0.3% | $1.03 | — | CONV | 11133BAB8 |
| — | CEMEX SAB DE CV | 21,630,000 | $25,488 | 0.3% | $1.15 | — | CONV | 151290AV5 |
| — | OMNICARE INC | 23,779,000 | $25,329 | 0.3% | $1.05 | — | CONV | 681904AL2 |
| — | BRITISH LAND CO(JERSEY) | 14,600,000 | $25,245 | 0.3% | $1.68 | — | CONV | EJ3522228 |
| — | BENI STABILI SPA | 17,200,000 | $24,658 | 0.3% | $1.37 | — | CONV | EJ5068006 |
| — | OMNICARE INC | 17,365,000 | $24,496 | 0.3% | $1.24 | — | CONV | 681904AP3 |
| — | PARK24 CO LTD | 2,280,000,000 | $23,891 | 0.3% | $0.01 | — | CONV | EJ6317998 |
| — | SAWAI PHARMACEUTICAL | 1,590,000,000 | $23,762 | 0.3% | $0.01 | — | CONV | EI3939747 |
| — | MICROCHIP TECHNOLOGY INC | 14,939,000 | $23,401 | 0.3% | $1.49 | — | CONV | 595017AB0 |
| — | SAINSBURY (J) PLC | 13,300,000 | $23,187 | 0.3% | $1.67 | — | CONV | EH8716415 |
| — | LUCENT TECH CAP TRUST I | 22,565,000 | $22,858 | 0.3% | $1.94 | — | PFD CV | 549462307 |
| — | OWENS-BROCKWAY | 21,617,000 | $22,311 | 0.3% | $1.02 | — | CONV | 69073TAQ6 |
| — | LENNAR CORP | 17,267,000 | $22,277 | 0.3% | $1.32 | — | CONV | 526057BC7 |
| — | TPK HOLDING CO LTD | 21,250,000 | $21,365 | 0.3% | $1.05 | — | CONV | EJ3407701 |
| — | FORD MOTOR COMPANY | 10,741,000 | $21,164 | 0.3% | $1.82 | — | CONV | 345370CN8 |
| — | ALLSCRIPTS HEALTHCARE SO | 19,396,000 | $21,044 | 0.3% | $1.01 | — | CONV | 01988PAC2 |
| — | NIDEC CORP | 1,915,000,000 | $20,829 | 0.3% | $0.01 | — | CONV | EI3945041 |
| — | JANUS CAPITAL GROUP INC | 19,924,000 | $20,552 | 0.3% | $1.02 | — | CONV | 47102XAH8 |
| — | HEALTHSOUTH CORP | 15,609,000 | $20,306 | 0.3% | $2.48 | — | PFD CV | 421924408 |
| — | GSW IMMOBILIEN AG | 13,200,000 | $20,178 | 0.3% | $1.46 | — | CONV | EJ4466649 |
| — | FIDELITY NATL FINANCIAL | 14,162,000 | $20,166 | 0.3% | $1.37 | — | CONV | 31620RAE5 |
| — | DOMINION RESOURCES INC | 373,339,000 | $19,979 | 0.3% | $0.09 | — | PFD CV | 25746U703 |
| — | FAURECIA S.A | 621,155,000 | $19,714 | 0.3% | $0.06 | — | CONV | EI0547832 |
| — | AMG CAPITAL TRUST I | 306,537,000 | $19,551 | 0.3% | $0.10 | — | PFD CV | 00169X203 |
| — | IMMOFINANZ AG | 3,135,207,000 | $19,509 | 0.3% | $0.01 | — | CONV | EI5992165 |
| — | ARES CAPITAL CORP | 17,915,000 | $18,997 | 0.3% | $1.07 | — | CONV | 04010LAD5 |
| — | IHI CORP | 1,260,000,000 | $18,982 | 0.3% | $0.01 | — | CONV | EI6071084 |
| — | TIBCO SOFTWARE INC | 18,585,000 | $18,871 | 0.3% | $0.98 | — | CONV | 88632QAB9 |
| — | NATIONAL BK OF ABU DHABI | 17,600,000 | $18,797 | 0.3% | $1.04 | — | CONV | EJ6920650 |
| — | REDWOOD TRUST INC | 17,434,000 | $18,415 | 0.2% | $1.00 | — | CONV | 758075AB1 |
| — | MERITOR INC | 19,860,000 | $18,295 | 0.2% | $0.89 | — | CONV | 043353AH4 |
| — | SHIP FINANCE INTL LTD | 18,080,000 | $18,261 | 0.2% | $0.96 | — | CONV | EJ5320514 |
| — | TELEFLEX INC | 12,818,000 | $18,084 | 0.2% | $1.38 | — | CONV | 879369AA4 |
| — | DENALI BORROWER/FIN CORP | 18,500,000 | $17,968 | 0.2% | $0.97 | — | CORP | 24821VAA6 |
| — | LIBERTY INTERACTIVE LLC | 15,830,000 | $17,874 | 0.2% | $1.11 | — | CONV | 530610AA2 |
| — | RYLAND GROUP | 12,192,000 | $17,730 | 0.2% | $1.45 | — | CONV | 783764AQ6 |
| — | NORTHSTAR REALTY FIN | 11,127,000 | $17,627 | 0.2% | $1.55 | — | CONV | 66705PAA1 |
| — | HOLOGIC INC | 17,500,000 | $17,555 | 0.2% | $1.00 | — | CONV | 436440AA9 |
| — | HORNBECK OFFSHORE SERV | 14,816,000 | $17,535 | 0.2% | $1.16 | — | CONV | 440543AE6 |
| — | ICONIX BRAND GROUP INC | 14,181,000 | $17,293 | 0.2% | $1.12 | — | CONV | 451055AD9 |
| — | TAKE-TWO INTERACTIVE SOF | 15,539,000 | $17,183 | 0.2% | $1.00 | — | CONV | 874054AD1 |
| — | GOODRICH PETROLEUM CORP | 15,416,000 | $17,111 | 0.2% | $1.11 | — | CONV | 382410AG3 |
| — | MICRON TECHNOLOGY INC | 9,940,000 | $16,873 | 0.2% | $1.44 | — | CONV | 595112AS2 |
| — | EQUINIX INC | 10,019,000 | $16,776 | 0.2% | $1.69 | — | CONV | 29444UAG1 |
| — | INTERMUNE INC | 18,568,000 | $16,773 | 0.2% | $0.83 | — | CONV | 45884XAE3 |
| — | SANDISK CORP | 12,406,000 | $16,499 | 0.2% | $1.34 | — | CONV | 80004CAD3 |
| — | NOMURA RESEARCH INSTITUT | 1,582,000,000 | $16,372 | 0.2% | $0.01 | — | CONV | EF9131196 |
| — | ARRAY BIO INC | 14,100,000 | $16,313 | 0.2% | $1.16 | — | CONV | 04269XAA3 |
| — | HOLOGIC INC | 15,654,000 | $16,303 | 0.2% | $1.03 | — | CONV | 436440AG6 |
| — | DEUTSCHE POST AG | 9,100,000 | $15,995 | 0.2% | $1.65 | — | CONV | EJ4696336 |
| — | ARCELORMITTAL | 15,597,000 | $15,912 | 0.2% | $1.02 | — | CONV | 03938LAK0 |
| — | HEARTWARE INTERNATIONAL | 14,048,000 | $15,606 | 0.2% | $1.24 | — | CONV | 422368AA8 |
| — | OLD REPUBLIC INTL CORP | 13,065,000 | $15,559 | 0.2% | $1.13 | — | CONV | 680223AH7 |
| — | OSG CORPORATION | 1,190,000,000 | $15,499 | 0.2% | $0.01 | — | CONV | EJ0966691 |
| — | OMNICOM GROUP INC | 12,670,000 | $15,377 | 0.2% | $1.20 | — | CONV | 681919AV8 |
| — | PACIRA PHARMACEUTICALS | 7,445,000 | $15,341 | 0.2% | $1.39 | — | CONV | 695127AA8 |
| — | MEDICINES COMPANY | 11,315,000 | $15,235 | 0.2% | $1.31 | — | CONV | 584688AB1 |
| — | TTM TECHNOLOGIES | 14,923,000 | $15,226 | 0.2% | $1.01 | — | CONV | 87305RAC3 |
| — | BIOMED REALTY LP | 13,139,000 | $15,091 | 0.2% | $1.21 | — | CONV | 09064AAB7 |
| — | PREMIER OIL FINANCE (JER | 13,290,000 | $15,083 | 0.2% | $1.12 | — | CONV | EJ4170621 |
| — | UNITED AIRLINES INC | 8,832,000 | $15,049 | 0.2% | $1.75 | — | CONV | 210795PU8 |
| — | RADIAN GROUP INC | 10,600,000 | $15,022 | 0.2% | $1.26 | — | CONV | 750236AK7 |
| — | EMIGRANT BANCORP | 15,000,000 | $14,944 | 0.2% | $1.00 | — | CORP | 291228AA2 |
| — | US STEEL CORP | 14,369,000 | $14,716 | 0.2% | $1.02 | — | CONV | 912909AE8 |
| — | ALCATEL-LUCENT USA INC | 17,000,000 | $14,365 | 0.2% | $0.84 | — | CORP | 549463AE7 |
| — | SHIZUOKA BANK LTD | 12,400,000 | $14,127 | 0.2% | $1.13 | — | CONV | EJ6282960 |
| — | RADIAN GROUP INC | 9,649,000 | $14,068 | 0.2% | $1.28 | — | CONV | 750236AN1 |
| — | GREENBRIER COS INC | 13,000,000 | $13,981 | 0.2% | $1.04 | — | CONV | 393657AH4 |
| — | WORKDAY INC | 11,870,000 | $13,960 | 0.2% | $1.18 | — | CONV | 98138HAA9 |
| — | HEALTH CARE REIT INC | 11,132,000 | $13,801 | 0.2% | $1.31 | — | CONV | 42217KAR7 |
| — | VISHAY INTERTECHNOLOGY | 13,210,000 | $13,744 | 0.2% | $1.08 | — | CONV | 928298AG3 |
| — | TITAN MACHINERY INC | 15,362,000 | $13,714 | 0.2% | $0.94 | — | CONV | 88830RAB7 |
| — | LEVEL 3 COMMUNICATIONS | 9,058,000 | $13,684 | 0.2% | $1.41 | — | CONV | 52729NBR0 |
| — | KB HOME | 13,204,000 | $13,434 | 0.2% | $1.03 | — | CONV | 48666KAS8 |
| — | NEWPARK RESOURCES INC | 9,686,000 | $13,429 | 0.2% | $1.30 | — | CONV | 651718AC2 |
| — | SEACOR HOLDINGS INC | 11,010,000 | $13,380 | 0.2% | $1.16 | — | CONV | 811904AL5 |
| — | AABAR INVESTMENTS PJSC | 8,500,000 | $13,186 | 0.2% | $1.40 | — | CONV | EI6900860 |
| — | SIEMENS FINANCIERINGSMAT | 12,000,000 | $13,141 | 0.2% | $1.08 | — | CONV | EJ0220339 |
| — | CIENA CORP | 1,380,000 | $13,140 | 0.2% | $1.26 | — | CONV | 171779AG6 |
| — | GREAT PORTLAND ESTATES | 7,800,000 | $12,641 | 0.2% | $1.62 | — | CONV | EJ8158911 |
| — | RTI INTERNATIONAL METALS | 12,037,000 | $12,492 | 0.2% | $0.95 | — | CONV | 74973WAB3 |
| — | DEALERTRACK TECHNOLOGIES | 9,579,000 | $12,399 | 0.2% | $1.16 | — | CONV | 242309AB8 |
| — | MYLAN INC | 4,220,000 | $12,237 | 0.2% | $2.37 | — | CONV | 628530AJ6 |
| — | QIHOO 360 TECH CO LTD | 10,720,000 | $12,094 | 0.2% | $1.13 | — | CONV | 74734MAA7 |
| — | TECHNIP | 78,600,000 | $11,897 | 0.2% | $0.15 | — | CONV | EI9036498 |
| — | TRINITY INDUSTRIES INC | 9,658,000 | $11,760 | 0.2% | $1.17 | — | CONV | 896522AF6 |
| — | LAM RESEARCH CORP | 9,731,000 | $11,751 | 0.2% | $1.11 | — | CONV | 512807AL2 |
| — | RAMBUS INC | 11,250,000 | $11,745 | 0.2% | $1.04 | — | CONV | 750917AD8 |
| — | PENNYMAC CORP | 12,212,000 | $11,698 | 0.2% | $0.96 | — | CONV | 70932AAA1 |
| — | MERRIMACK PHARMACEUTI | 12,748,000 | $11,574 | 0.2% | $0.91 | — | CONV | 590328AA8 |
| — | NEXTERA ENERGY INC | 208,820,000 | $11,394 | 0.2% | $0.10 | — | PFD CV | 65339F887 |
| — | RALLYE SA | 80,563 | $11,229 | 0.2% | $139.38 | — | CONV | EJ8545448 |
| — | EBARA CORP | 832,000,000 | $11,133 | 0.1% | $0.01 | — | CONV | EJ5625649 |
| — | SYNOVUS FINANCIAL CORP | 10,767,000 | $10,969 | 0.1% | $0.99 | — | CORP | 87161CAG0 |
| — | ADIDAS AG | 6,600,000 | $10,957 | 0.1% | $1.66 | — | CONV | EJ0958623 |
| — | ASHLAND INC | 11,529,000 | $10,849 | 0.1% | $0.94 | — | CORP | 044209AF1 |
| — | Vodafone Group PLC | 307,990 | $10,835 | 0.1% | $28.91 | — | COM | 92857W209 |
| — | BANK OF KYOTO | 1,050,000,000 | $10,767 | 0.1% | $0.01 | — | CONV | EF9167240 |
| — | ISTAR FINANCIAL INC | 8,650,000 | $10,760 | 0.1% | $1.19 | — | CONV | 45031UBR1 |
| — | GENERAL CABLE CORP | 9,498,000 | $10,665 | 0.1% | $1.12 | — | CONV | 369300AL2 |
| — | INTL LEASE FINANCE CORP | 9,344,000 | $10,652 | 0.1% | $1.13 | — | CORP | 459745GF6 |
| — | KUKA AG | 6,800,000 | $10,270 | 0.1% | $1.51 | — | CONV | EJ5471192 |
| — | CORNERSTONE ONDEMAND INC | 8,767,000 | $10,269 | 0.1% | $1.05 | — | CONV | 21925YAA1 |
| — | METROPCS WIRELESS INC | 10,122,000 | $10,147 | 0.1% | $1.00 | — | CORP | 591709AP5 |
| — | TECHNOLOGY INVESTMENT CA | 9,606,000 | $10,072 | 0.1% | $1.05 | — | CONV | 87244TAB5 |
| — | PORTFOLIO RECOVERY ASSOC | 8,700,000 | $10,071 | 0.1% | $1.16 | — | CONV | 73640QAA3 |
| — | ALPHA APPALACHIA HOLDING | 10,590,000 | $10,047 | 0.1% | $0.90 | — | CONV | 576203AJ2 |
| — | LENNAR CORP | 5,930,000 | $10,045 | 0.1% | $1.71 | — | CONV | 526057BE3 |
| — | CEMEX SAB DE CV | 7,820,000 | $9,983 | 0.1% | $1.22 | — | CONV | 151290BB8 |
| — | IASIS HEALTHCARE/CAP CRP | 9,562,000 | $9,921 | 0.1% | $1.03 | — | CORP | 45072PAD4 |
| — | TAKE-TWO INTERACTIVE SOF | 8,150,000 | $9,709 | 0.1% | $1.10 | — | CONV | 874054AC3 |
| — | COLONY FINANCIAL INC | 9,383,000 | $9,685 | 0.1% | $1.03 | — | CONV | 19624RAA4 |
| — | TESLA MOTORS INC | 5,660,000 | $9,582 | 0.1% | $1.27 | — | CONV | 88160RAA9 |
| — | APPVION INC | 8,435,000 | $9,510 | 0.1% | $1.13 | — | CORP | 038101AM3 |
| — | SIEM INDUSTRIES INC | 9,200,000 | $9,490 | 0.1% | $0.94 | — | CONV | EJ3522178 |
| — | AB INDUSTRIVARDEN | 5,500,000 | $9,418 | 0.1% | $1.71 | — | CONV | EI1074810 |
| — | MERITOR INC | 7,500,000 | $9,374 | 0.1% | $1.21 | — | CONV | 59001KAA8 |
| — | BILLION EXPRESS INVESTME | 9,000,000 | $9,360 | 0.1% | $1.01 | — | CONV | EI4191348 |
| — | ALLY FINANCIAL INC | 9,000,000 | $9,292 | 0.1% | $1.03 | — | CORP | 02005NAM2 |
| — | TUI AG | 69,100,000 | $9,116 | 0.1% | $0.13 | — | CONV | EI0323895 |
| — | VOLKSWAGEN INTL FIN NV | 6,000,000 | $8,990 | 0.1% | $1.50 | — | CONV | EJ4327957 |
| — | RUBY ASSETS PTE LTD | 9,500,000 | $8,748 | 0.1% | $0.92 | — | CONV | EI1909023 |
| — | MEDIA GENERAL INC | 8,000,000 | $8,720 | 0.1% | $1.10 | — | CORP | 584404AC1 |
| — | JARDEN CORP | 7,222,000 | $8,660 | 0.1% | $1.13 | — | CONV | 471109AG3 |
| — | MISARTE | 35,000 | $8,494 | 0.1% | $242.69 | — | CONV | EI3983604 |
| — | KOHL'S CORPORATION | 7,602,000 | $8,441 | 0.1% | $1.11 | — | CORP | 500255AF1 |
| — | HELIX ENERGY SOLUTIONS | 6,327,000 | $8,389 | 0.1% | $1.25 | — | CONV | 42330PAG2 |
| — | WRIGHT MEDICAL GROUP INC | 6,768,000 | $8,325 | 0.1% | $1.23 | — | CONV | 98235TAC1 |
| — | VIVUS INC | 9,300,000 | $8,306 | 0.1% | $0.89 | — | CONV | 928551AA8 |
| — | TUI TRAVEL PLC | 4,400,000 | $8,248 | 0.1% | $1.76 | — | CONV | EH9941087 |
| — | NISKA GAS STORAGE US/CAN | 7,953,000 | $8,231 | 0.1% | $1.04 | — | CORP | 654679AB5 |
| — | NIKKISO | 790,000,000 | $8,188 | 0.1% | $0.01 | — | CONV | EJ7590254 |
| — | DERWENT CAP JERSEY LTD | 4,200,000 | $8,150 | 0.1% | $1.81 | — | CONV | EI6826180 |
| — | ATOS | 100,000,000 | $8,100 | 0.1% | $0.19 | — | CONV | EJ6028546 |
| — | OHL INVESTMENTS SA | 5,600,000 | $7,682 | 0.1% | $1.28 | — | CONV | EJ6118495 |
| — | GENERAL MOTORS CO | 409,634 | $7,619 | 0.1% | $16.48 | — | COM | 37045V126 |
| — | REGIS CORP | 6,942,000 | $7,610 | 0.1% | $1.17 | — | CONV | 758932AA5 |
| — | CONWERT IMMO INVEST AG | 5,300,000 | $7,584 | 0.1% | $1.43 | — | CONV | EI1197306 |
| — | ICONIX BRAND GROUP INC | 6,149,000 | $7,576 | 0.1% | $1.14 | — | CONV | 451055AE7 |
| — | MAIDEN HOLDING LTD | 150,000,000 | $7,365 | 0.1% | $0.05 | — | PFD CV | EP0449165 |
| — | PRICELINE.COM INC | 2,203,000 | $7,336 | 0.1% | $2.73 | — | CONV | 741503AN6 |
| — | STARZ LLC/STARZ FIN CORP | 7,382,000 | $7,308 | 0.1% | $1.00 | — | CORP | 85571NAB5 |
| — | M/I HOMES INC | 7,125,000 | $7,230 | 0.1% | $1.04 | — | CONV | 55292PAB1 |
| — | ROCKWOOD SPECIALTIES GRO | 7,165,000 | $7,228 | 0.1% | $1.01 | — | CORP | 774477AJ2 |
| — | SUMITOMO FORESTRY CO LTD | 700,000,000 | $7,222 | 0.1% | $0.01 | — | CONV | EJ7494093 |
| — | SANDRIDGE ENERGY INC | 71,008,000 | $7,172 | 0.1% | $0.17 | — | PFD CV | 80007P604 |
| — | WEYERHAEUSER CO | 134,817,000 | $7,110 | 0.1% | $0.10 | — | PFD CV | 962166872 |
| — | BALOISE HOLDING AG | 6,000,000 | $7,087 | 0.1% | $1.18 | — | CONV | EI0461257 |
| — | ENI SPA | 5,000,000 | $7,086 | 0.1% | $1.42 | — | CONV | EJ4603597 |
| — | JDS UNIPHASE CORP | 6,500,000 | $6,967 | 0.1% | $1.07 | — | CONV | 46612JAE1 |
| — | ETABLIS MAUREL ET PROM | 332,742 | $6,907 | 0.1% | $21.08 | — | CONV | EI3192347 |
| — | UNIBAIL-RODAMCO SE | 20,465 | $6,876 | 0.1% | $325.78 | — | CONV | EJ3604083 |
| INTC | INTEL CORP | 300,000 | $6,876 | 0.1% | $16.91 | 0.0% | COM | 458140100 |
| — | SAGERPAR | 5,000,000 | $6,834 | 0.1% | $1.37 | — | CONV | EJ8597530 |
| — | CONCUR TECHNOLOGIES INC | 5,650,000 | $6,823 | 0.1% | $1.02 | — | CONV | 206708AB5 |
| — | NEWMONT MINING CORP | 6,719,000 | $6,795 | 0.1% | $1.01 | — | CONV | 651639AH9 |
| — | FAURECIA | 191,383 | $6,758 | 0.1% | $32.87 | — | CONV | EJ3589599 |
| — | ARES CAPITAL CORP | 6,255,000 | $6,717 | 0.1% | $1.10 | — | CONV | 04010LAB9 |
| — | GENERAL CABLE CORP | 6,672,000 | $6,667 | 0.1% | $1.00 | — | CONV | 369300AD0 |
| — | GIANT GREAT LTD | 5,200,000 | $6,658 | 0.1% | $1.28 | — | CONV | EI7269950 |
| — | Tiffany & Co | 86,015 | $6,590 | 0.1% | $75.81 | — | COM | 886547108 |
| — | CAP GEMINI SOGETI | 110,509 | $6,579 | 0.1% | $51.83 | — | CONV | EH7867896 |
| — | ASCENT CAPITAL GROUP INC | 6,298,000 | $6,575 | 0.1% | $1.04 | — | CONV | 043632AA6 |
| — | SUBSEA 7 SA | 1,200,000 | $6,476 | 0.1% | $0.97 | — | CONV | EJ3827213 |
| — | CSG SYSTEMS INTL INC | 5,267,000 | $6,392 | 0.1% | $1.14 | — | CONV | 126349AC3 |
| — | INMARSAT PLC | 4,700,000 | $6,343 | 0.1% | $1.31 | — | CONV | EH0348563 |
| BP | BP PLC | 150,000 | $6,304 | 0.1% | $42.03 | — | COM | 055622104 |
| — | ARES CAPITAL CORP | 6,050,000 | $6,299 | 0.1% | $1.06 | — | CONV | 04010LAG8 |
| — | NEXTERA ENERGY INC | 130,000,000 | $6,296 | 0.1% | $0.05 | — | PFD CV | 65339F861 |
| — | US STEEL CORP | 5,669,000 | $6,289 | 0.1% | $1.02 | — | CONV | 912909AH1 |
| — | CGG | 146,365 | $6,283 | 0.1% | $42.93 | — | CONV | EJ4421362 |
| — | BUNGE LTD | 58,611,000 | $6,198 | 0.1% | $0.19 | — | PFD CV | EP0237628 |
| — | DISH Network Corp | 134,683 | $6,062 | 0.1% | $44.57 | — | COM | 25470M109 |
| — | SERVICESOURCE INTL INC | 5,750,000 | $5,987 | 0.1% | $1.04 | — | CONV | 81763UAA8 |
| — | CELANESE US HOLDINGS LLC | 6,237,000 | $5,972 | 0.1% | $0.98 | — | CORP | 15089QAD6 |
| — | CALLAWAY GOLF CO | 5,262,000 | $5,889 | 0.1% | $1.12 | — | CONV | 131193AC8 |
| AIG | American International Group I | 120,000 | $5,836 | 0.1% | $36.03 | 0.0% | COM | 026874784 |
| — | ENCORE CAPITAL GROUP INC | 4,829,000 | $5,726 | 0.1% | $0.96 | — | CONV | 292554AE2 |
| — | INN OF THE MOUNTAIN GODS | 5,868,450 | $5,575 | 0.1% | $0.92 | — | CORP | 45771VAE3 |
| — | REGENCY ENERGY PARTNERS | 5,500,000 | $5,546 | 0.1% | $1.01 | — | CORP | 75886AAK4 |
| — | REYNOLDS GRP ISS/REYNOLD | 5,250,000 | $5,486 | 0.1% | $1.03 | — | CORP | 761735AB5 |
| — | BLACKROCK KELSO CAPITAL | 5,329,000 | $5,455 | 0.1% | $1.01 | — | CONV | 092533AA6 |
| — | CONWERT IMMO INVEST SE | 3,800,000 | $5,389 | 0.1% | $1.42 | — | CONV | EJ3463803 |
| — | HCA HOLDINGS INC | 5,000,000 | $5,319 | 0.1% | $1.08 | — | CORP | 40412CAB7 |
| — | LEVEL 3 COMMUNICATIONS | 4,335,000 | $5,285 | 0.1% | $1.17 | — | CONV | 52729NBP4 |
| — | SPANSION LLC | 5,400,000 | $5,232 | 0.1% | $0.97 | — | CONV | 84649PAK1 |
| — | PROSPECT CAPITAL CORP | 5,016,000 | $5,151 | 0.1% | $1.04 | — | CONV | 74348TAL6 |
| — | JC PENNEY CORP INC | 6,000,000 | $5,145 | 0.1% | $0.86 | — | CORP | 708160BQ8 |
| — | YASKAWA ELECTRIC CORP | 365,000,000 | $5,115 | 0.1% | $0.01 | — | CONV | EJ0476774 |
| — | SANDRIDGE ENERGY INC | 5,001,000 | $5,091 | 0.1% | $0.99 | — | CORP | 80007PAQ2 |
| — | ALON USA ENERGY INC | 5,000,000 | $4,935 | 0.1% | $0.99 | — | CONV | 020520AA0 |
| — | RAYONIER TRS HOLDINGS IN | 2,912,000 | $4,918 | 0.1% | $1.68 | — | CONV | 75508AAC0 |
| — | AGCO CORP | 3,264,000 | $4,856 | 0.1% | $1.25 | — | CONV | 001084AM4 |
| — | INTL CONSOLIDATED AIRLIN | 3,000,000 | $4,838 | 0.1% | $1.61 | — | CONV | EJ6774487 |
| — | GROUP 1 AUTOMOTIVE INC | 3,674,000 | $4,838 | 0.1% | $1.20 | — | CONV | 398905AE9 |
| — | YAMATO HOLDINGS | 360,000,000 | $4,780 | 0.1% | $0.01 | — | CONV | EI5817172 |
| — | VERTELLUS SPECIALTIES | 4,990,000 | $4,641 | 0.1% | $0.91 | — | CORP | 92532JAA0 |
| — | PROSPECT MEDICAL HOLDING | 4,404,000 | $4,624 | 0.1% | $1.05 | — | CORP | 743494AC0 |
| — | DANAHER CORP | 2,254,000 | $4,542 | 0.1% | $1.84 | — | CONV | 235851AF9 |
| — | CENVEO CORP | 4,473,000 | $4,492 | 0.1% | $0.98 | — | CORP | 15671BAE1 |
| — | ALTA MESA HLDGS/FINANC S | 4,150,000 | $4,378 | 0.1% | $1.04 | — | CORP | 021332AC5 |
| — | PROSPECT CAPITAL CORP | 4,213,000 | $4,355 | 0.1% | $1.04 | — | CONV | 74348TAK8 |
| — | JC PENNEY CORP INC | 5,000,000 | $4,300 | 0.1% | $0.86 | — | CORP | 708160BJ4 |
| — | ALLIANT TECHSYSTEMS INC | 3,250,000 | $4,254 | 0.1% | $1.15 | — | CONV | 018804AK0 |
| — | NAVISTAR INTL CORP | 4,174,000 | $4,226 | 0.1% | $0.98 | — | CORP | 63934EAM0 |
| — | INGENICO | 52,713 | $4,111 | 0.1% | $77.08 | — | CONV | EI5993247 |
| — | CIENA CORP | 3,000,000 | $4,088 | 0.1% | $1.18 | — | CONV | 171779AF8 |
| — | BIOMET INC | 3,957,000 | $4,086 | 0.1% | $1.03 | — | CORP | 090613AJ9 |
| — | SPRINT CORP | 4,000,000 | $4,080 | 0.1% | $1.02 | — | CORP | 85207UAB1 |
| — | ADT CORP | 4,000,000 | $4,060 | 0.1% | $1.01 | — | CORP | 00101JAJ5 |
| — | FIRST DATA CORPORATION | 3,644,000 | $4,008 | 0.1% | $1.06 | — | CORP | 319963BB9 |
| — | CLAYTON WILLIAMS ENERGY | 4,000,000 | $3,980 | 0.1% | $0.99 | — | CORP | 969490AG6 |
| — | CHINA OVERS FIN CAYMAN | 2,600,000 | $3,903 | 0.1% | $1.50 | — | CONV | EG3669173 |
| — | SEAGATE HDD CAYMAN | 4,000,000 | $3,850 | 0.1% | $0.95 | — | CORP | 81180WAG6 |
| — | TRINSEO OP / TRINSEO FIN | 3,851,000 | $3,822 | 0.1% | $0.97 | — | CORP | 89668QAA6 |
| — | PEABODY ENERGY CORP | 4,720,000 | $3,811 | 0.1% | $0.70 | — | CONV | 704549AG9 |
| — | IAS OPER PARTNERSHIP | 4,000,000 | $3,739 | 0.1% | $0.94 | — | CONV | 44927XAA3 |
| — | SOUTHERN WATER GREENSAND | 2,046,000 | $3,622 | 0.0% | $1.77 | — | CORP | EI6466102 |
| — | CHINA POWER INTL DEVELOP | 15,700,000 | $3,615 | 0.0% | $0.23 | — | CONV | EI6434571 |
| — | ARCELORMITTAL | 122,855,000 | $3,580 | 0.0% | $0.08 | — | CONV | EH7692674 |
| — | KDDI CORPORATION | 200,000,000 | $3,578 | 0.0% | $0.02 | — | CONV | EI8910164 |
| — | ABC MART | 280,000,000 | $3,487 | 0.0% | $0.01 | — | CONV | EJ5208859 |
| — | SEKISUI HOUSE CO | 250,000,000 | $3,463 | 0.0% | $0.01 | — | CONV | EI7181783 |
| — | EQUINIX INC | 3,655,000 | $3,454 | 0.0% | $0.98 | — | CORP | 29444UAM8 |
| — | POWER REGAL GROUP LTD | 20,450,000 | $3,427 | 0.0% | $0.17 | — | CONV | EH8059931 |
| — | PENNON GROUP PLC | 1,700,000 | $3,405 | 0.0% | $1.79 | — | CONV | EH9250091 |
| — | INTERMUNE INC | 2,400,000 | $3,376 | 0.0% | $1.07 | — | CONV | 45884XAF0 |
| — | B2GOLD CORP | 3,500,000 | $3,348 | 0.0% | $0.96 | — | CONV | 11777QAA8 |
| — | CBIZ INC | 2,865,000 | $3,345 | 0.0% | $1.10 | — | CONV | 124805AC6 |
| — | HEALTH NET INC | 3,000,000 | $3,188 | 0.0% | $1.04 | — | CORP | 422248AA2 |
| — | REYNOLDS GRP ISS/REYNOLD | 3,000,000 | $3,150 | 0.0% | $1.05 | — | CORP | 761735AL3 |
| — | PROTALIX BIOTHERAPEAUTIC | 3,000,000 | $3,081 | 0.0% | $1.03 | — | CONV | 74365AAA9 |
| BMRN | BioMarin Pharmaceutical Inc | 41,261 | $2,978 | 0.0% | $62.75 | +5.9% | COM | 09061G101 |
| — | ONO FINANCE II PLC | 2,000,000 | $2,920 | 0.0% | $1.46 | — | CORP | EI5486507 |
| — | SIMMONS FOODS INC | 2,746,000 | $2,876 | 0.0% | $1.05 | — | CORP | 828732AA5 |
| — | ALBEA BEAUTY HOLDINGS SA | 2,000,000 | $2,798 | 0.0% | $1.40 | — | CORP | EJ3970518 |
| — | BUMBLE BEE HOLDINGS INC | 2,530,000 | $2,739 | 0.0% | $1.07 | — | CORP | 120462AA4 |
| — | TENET HEALTHCARE CORP | 2,625,000 | $2,684 | 0.0% | $1.02 | — | CORP | 87243QAA4 |
| — | TRONOX FINANCE LLC | 2,648,000 | $2,622 | 0.0% | $0.99 | — | CORP | 897050AB6 |
| — | VERSO PAPER HLDG LLC/INC | 2,500,000 | $2,594 | 0.0% | $1.04 | — | CORP | 92531XAP7 |
| — | PLAINS EXPLORATION & PRO | 2,414,000 | $2,588 | 0.0% | $1.06 | — | CORP | 726505AM2 |
| — | DISCO CORPORATION | 225,000,000 | $2,549 | 0.0% | $0.01 | — | CONV | EI0643912 |
| — | MEADOWBROOK INSURANCE GR | 2,500,000 | $2,549 | 0.0% | $1.02 | — | CONV | 58319PAB4 |
| — | MICRON TECHNOLOGY INC | 2,000,000 | $2,543 | 0.0% | $1.27 | — | CONV | 595112AH6 |
| — | PROSPECT CAPITAL CORP | 2,459,000 | $2,534 | 0.0% | $1.02 | — | CONV | 74348TAH5 |
| — | ALLY FINANCIAL INC | 2,250,000 | $2,528 | 0.0% | $1.15 | — | CORP | 02005NAJ9 |
| — | AB INDUSTRIVARDEN | 1,650,000 | $2,425 | 0.0% | $1.42 | — | CONV | EI5354531 |
| — | LAND O LAKES CAP TRST I | 2,500,000 | $2,419 | 0.0% | $0.98 | — | CORP | 514665AA6 |
| TMUS | T-Mobile US Inc | 93,013 | $2,416 | 0.0% | $22.24 | +6.2% | COM | 872590104 |
| — | SAMSON INVESTMENT COMPAN | 2,250,000 | $2,385 | 0.0% | $1.05 | — | CORP | 796038AA5 |
| PENN | Penn National Gaming Inc | 43,000 | $2,380 | 0.0% | $12.05 | 0.0% | COM | 707569109 |
| — | CHINA OS GRAND OCEAN FIN | 15,000,000 | $2,355 | 0.0% | $0.16 | — | CONV | EJ0948541 |
| — | LAB CORP OF AMER HLDGS | 1,769,000 | $2,349 | 0.0% | $1.34 | — | CONV | 50540RAG7 |
| HYG | iShares iBoxx $ High Yield Cor | 25,000 | $2,290 | 0.0% | $90.88 | — | COM | 464288513 |
| — | RANGE RESOURCES CORP | 2,320,000 | $2,245 | 0.0% | $0.97 | — | CORP | 75281AAN9 |
| — | SONY CORPORATION | 100,000,000 | $2,239 | 0.0% | $0.02 | — | CONV | EJ4440941 |
| — | MTR GAMING GROUP INC | 1,999,560 | $2,195 | 0.0% | $1.05 | — | CORP | 553769AL4 |
| — | PYRUS LTD | 1,600,000 | $2,192 | 0.0% | $1.37 | — | CONV | EI4223836 |
| — | ALCATEL-LUCENT USA INC | 2,000,000 | $2,135 | 0.0% | $1.07 | — | CORP | 01377RAA1 |
| — | AIR FRANCE-KLM | 125,000,000 | $2,129 | 0.0% | $0.02 | — | CONV | EH8739102 |
| — | EARTHLINK INC | 2,175,000 | $2,121 | 0.0% | $0.97 | — | CORP | 270321AD4 |
| — | CINCINNATI BELL INC | 2,000,000 | $2,113 | 0.0% | $1.00 | — | CORP | 171871AM8 |
| — | UNITED RENTALS NORTH AM | 2,000,000 | $2,100 | 0.0% | $1.05 | — | CORP | 911365AY0 |
| — | VOLKSWAGEN INTL FIN NV | 1,400,000 | $2,098 | 0.0% | $1.48 | — | CONV | EJ4340075 |
| — | CORNERSTONE CHEMICAL CO | 2,000,000 | $2,095 | 0.0% | $1.05 | — | CORP | 21925AAB1 |
| — | GREEN PLAINS RENEWABLE E | 2,000,000 | $2,084 | 0.0% | $1.04 | — | CONV | 393222AC8 |
| — | VALEANT PHARMACEUTICALS | 2,000,000 | $2,080 | 0.0% | $0.99 | — | CORP | 91829KAA1 |
| — | CHESAPEAKE ENERGY CORP | 2,000,000 | $2,075 | 0.0% | $1.04 | — | CORP | 165167CG0 |
| — | LSB INDUSTRIES | 2,000,000 | $2,075 | 0.0% | $1.04 | — | CORP | 502160AK0 |
| — | PBF HOLDING CO LLC | 2,000,000 | $2,070 | 0.0% | $1.03 | — | CORP | 69318FAB4 |
| — | HEXION US FIN/NOVA SCOTI | 2,000,000 | $2,070 | 0.0% | $1.03 | — | CORP | 428303AJ0 |
| — | AMERICAN GILSONITE CO | 2,000,000 | $2,045 | 0.0% | $1.05 | — | CORP | 02636PAA0 |
| — | Sorrenson | 1,995,000 | $2,017 | 0.0% | $1.00 | — | TERM | BL0958738 |
| — | SPRINT INDUSTRIAL LLC | 2,000,000 | $2,015 | 0.0% | $1.00 | — | TERM | 85208BAE6 |
| — | LEVEL 3 COMMUNICATIONS | 1,750,000 | $2,013 | 0.0% | $1.13 | — | CORP | 52729NBT6 |
| — | TRW AUTOMOTIVE INC | 2,000,000 | $2,010 | 0.0% | $1.00 | — | CORP | 87264MAJ8 |
| — | NIHON UNISYS LTD | 185,000,000 | $2,008 | 0.0% | $0.01 | — | CONV | EJ7063138 |
| — | Sumitomo Mitsui Financial Grou | 41,500 | $2,002 | 0.0% | $48.24 | — | COM | 015774371 |
| — | CASELLA WASTE SYSTEMS IN | 2,000,000 | $1,990 | 0.0% | $0.95 | — | CORP | 147448AG9 |
| — | Mizuho Financial Group Inc | 914,600 | $1,980 | 0.0% | $2.16 | — | COM | 016331384 |
| MSFT | Microsoft Corp | 58,933 | $1,961 | 0.0% | $27.00 | 0.0% | COM | 594918104 |
| — | CLEAN HARBORS INC | 2,000,000 | $1,933 | 0.0% | $0.97 | — | CORP | 184496AL1 |
| — | EAGLE ROCK ENER PART/FIN | 1,925,000 | $1,925 | 0.0% | $1.02 | — | CORP | 26985UAB3 |
| — | Mitsubishi UFJ Financial Group | 299,800 | $1,911 | 0.0% | $6.37 | — | COM | 012638655 |
| — | TESORO CORP | 2,000,000 | $1,910 | 0.0% | $1.01 | — | CORP | 881609AZ4 |
| — | FQM AKUBRA INC | 1,750,000 | $1,873 | 0.0% | $1.02 | — | CORP | 457983AC8 |
| — | QEP RESOURCES INC | 2,000,000 | $1,865 | 0.0% | $0.93 | — | CORP | 74733VAC4 |
| — | SAPPI PAPIER HOLDNG GMBH | 2,000,000 | $1,860 | 0.0% | $0.97 | — | CORP | 803071AA7 |
| — | Alexion Pharmaceuticals Inc | 16,000 | $1,859 | 0.0% | $116.19 | — | COM | 015351109 |
| — | DANA HOLDING CORP | 1,750,000 | $1,859 | 0.0% | $1.06 | — | CORP | 235825AB2 |
| — | BILL BARRETT CORP | 1,750,000 | $1,785 | 0.0% | $1.03 | — | CORP | 06846NAC8 |
| — | BOISE CASCADE COMPANY | 1,700,000 | $1,760 | 0.0% | $1.01 | — | CORP | 09739DAA8 |
| — | GOODYEAR TIRE & RUBBER | 1,570,000 | $1,754 | 0.0% | $1.10 | — | CORP | 382550BB6 |
| — | ST BARBARA LTD | 2,000,000 | $1,745 | 0.0% | $0.92 | — | CORP | 852278AA8 |
| — | SUBSEA 7 SA | 51,720 | $1,662 | 0.0% | $32.13 | — | COM | 007564635 |
| — | APERAM | 1,600,000 | $1,655 | 0.0% | $1.03 | — | CONV | EJ8455523 |
| — | DRILL RIGS HLDS INC | 1,600,000 | $1,652 | 0.0% | $1.00 | — | CORP | 262049AA7 |
| — | MANNKIND CORP | 674,000 | $1,651 | 0.0% | $2.80 | — | COM | 56400P508 |
| — | WINDSTREAM CORP | 1,650,000 | $1,646 | 0.0% | $1.02 | — | CORP | 97381WAX2 |
| — | FMG RESOURCES AUG 2006 | 1,525,000 | $1,643 | 0.0% | $1.06 | — | CORP | 30251GAH0 |
| TOL | Toll Brothers Inc | 50,500 | $1,638 | 0.0% | $32.93 | -1.8% | COM | 889478103 |
| — | FIESTA RESTAURANT GROUP | 1,500,000 | $1,598 | 0.0% | $1.07 | — | CORP | 31660BAB7 |
| — | SESI LLC | 1,500,000 | $1,586 | 0.0% | $1.03 | — | CORP | 78412FAL8 |
| — | CIT GROUP INC | 1,500,000 | $1,575 | 0.0% | $1.03 | — | CORP | 125581GH5 |
| — | Aeropostale Inc | 167,259 | $1,572 | 0.0% | $9.40 | — | COM | 007865108 |
| — | NAVIOS MARITIME HLDS/FIN | 1,500,000 | $1,568 | 0.0% | $1.04 | — | CORP | 639365AD7 |
| — | NAVIOS SA LOGIST/FIN US | 1,450,000 | $1,559 | 0.0% | $1.07 | — | CORP | 63938NAB0 |
| — | CORRECTIONS CORP OF AMER | 1,663,000 | $1,549 | 0.0% | $0.93 | — | CORP | 22025YAP5 |
| — | DISPENSING DYNAMICS INTL | 1,500,000 | $1,545 | 0.0% | $1.02 | — | CORP | 25471QAA7 |
| — | CCO HLDGS LLC/CAP CORP | 1,500,000 | $1,523 | 0.0% | $1.04 | — | CORP | 1248EPAU7 |
| — | SANDRIDGE ENERGY INC | 1,517,000 | $1,521 | 0.0% | $0.95 | — | CORP | 80007PAT6 |
| — | ALZA CORP | 1,243,000 | $1,486 | 0.0% | $1.19 | — | CONV | 02261WAB5 |
| — | TESORO CORP | 1,351,000 | $1,476 | 0.0% | $1.11 | — | CORP | 881609AW1 |
| — | MARFRIG HOLDING EUROPE B | 1,500,000 | $1,470 | 0.0% | $1.01 | — | CORP | 56656UAD4 |
| — | NORCELL SWEDEN HOLDING 2 | 1,000,000 | $1,467 | 0.0% | $1.47 | — | CORP | EI8624492 |
| — | LIGHTSTREAM RESOURCES | 1,500,000 | $1,455 | 0.0% | $0.97 | — | CORP | 71645AAA7 |
| — | MEDIDATA SOLUTIONS INC | 1,300,000 | $1,454 | 0.0% | $1.12 | — | CONV | 58471AAA3 |
| — | CMA CGM | 1,500,000 | $1,417 | 0.0% | $0.94 | — | CORP | EI6348631 |
| — | Coronado Biosciences Inc | 201,900 | $1,416 | 0.0% | $7.25 | — | COM | 21976U109 |
| — | STEEL DYNAMICS INC | 1,335,000 | $1,382 | 0.0% | $1.04 | — | CORP | 858119AV2 |
| — | CAESARS ENTERTAINMENT OP | 1,500,000 | $1,380 | 0.0% | $0.94 | — | CORP | 12768RAD9 |
| — | NEXTERA ENERGY INC | 24,583,000 | $1,361 | 0.0% | $0.11 | — | PFD CV | 65339F705 |
| — | COMMONWEALTH PROP FUND | 1,265,000 | $1,356 | 0.0% | $1.04 | — | CONV | EI0605721 |
| — | DELL INTERNATIONAL | 1,000,000 | $1,355 | 0.0% | $1.35 | — | TERM | 24702NAC4 |
| — | KENNEDY-WILSON INC | 1,250,000 | $1,350 | 0.0% | $1.08 | — | CORP | 489399AC9 |
| — | SUNCOKE ENERGY INC | 1,251,000 | $1,342 | 0.0% | $1.04 | — | CORP | 86722AAC7 |
| — | SALZGITTER FINANCE BV | 850,000 | $1,324 | 0.0% | $1.56 | — | CONV | EI4529596 |
| — | ALGETA ASA | 1,200,000 | $1,300 | 0.0% | $1.08 | — | CONV | EJ8191482 |
| — | BREITBURN ENER/BREIT FIN | 1,300,000 | $1,297 | 0.0% | $1.02 | — | CORP | 106777AD7 |
| — | MOLINA HEALTHCARE INC | 1,047,000 | $1,289 | 0.0% | $1.29 | — | CONV | 60855RAA8 |
| — | JO-ANN STORES INC | 1,250,000 | $1,275 | 0.0% | $1.02 | — | CORP | 639888AA4 |
| — | DFC GLOBAL CORP | 1,309,000 | $1,259 | 0.0% | $1.03 | — | CONV | 256664AC7 |
| — | CEMEX SAB DE CV | 1,250,000 | $1,247 | 0.0% | $1.00 | — | CORP | 151290BK8 |
| — | NATIONSTAR MORT/CAP CORP | 1,300,000 | $1,245 | 0.0% | $0.96 | — | CORP | 63860UAK6 |
| — | CATALYST PAPER CORP | 2,057,000 | $1,203 | 0.0% | $0.72 | — | CORP | 14889BAB8 |
| — | EDGEN MURRAY CORP | 1,180,000 | $1,198 | 0.0% | $0.99 | — | CORP | 280148AD9 |
| — | FIRST DATA CORPORATION | 1,156,000 | $1,194 | 0.0% | $1.02 | — | CORP | 319963AY0 |
| — | FORBES ENERGY SERVICES | 1,150,000 | $1,156 | 0.0% | $0.99 | — | CORP | 345143AC5 |
| — | DAIFUKU CO | 100,000,000 | $1,118 | 0.0% | $0.01 | — | CONV | EJ8322004 |
| — | KAISER ALUMINUM CORPORAT | 1,000,000 | $1,118 | 0.0% | $1.11 | — | CORP | 483007AE0 |
| — | CHRYSLER GP/CG CO-ISSUER | 1,000,000 | $1,105 | 0.0% | $1.09 | — | CORP | 17121EAB3 |
| — | CASE NEW HOLLAND INC | 950,000 | $1,104 | 0.0% | $1.13 | — | CORP | 147446AR9 |
| — | GENERAL MOTORS CO | 275,000 | $1,100 | 0.0% | $4.00 | — | COM | 37045V134 |
| — | HEALTHSOUTH CORP | 1,000,000 | $1,089 | 0.0% | $1.08 | — | CORP | 421924BG5 |
| — | KRATOS DEFENSE & SEC | 1,000,000 | $1,088 | 0.0% | $1.07 | — | CORP | 50077BAC2 |
| — | PHIBRO ANIMAL HEALTH COR | 1,000,000 | $1,075 | 0.0% | $1.07 | — | CORP | 71742QAQ9 |
| — | PLAINS EXPLORATION & PRO | 1,000,000 | $1,070 | 0.0% | $1.06 | — | CORP | 726505AL4 |
| — | UNIVISION COMMUNICATIONS | 1,000,000 | $1,070 | 0.0% | $1.05 | — | CORP | 914906AM4 |
| NTAP | NetApp Inc | 25,000 | $1,065 | 0.0% | $30.80 | 0.0% | COM | 64110D104 |
| — | TENET HEALTHCARE CORP | 1,000,000 | $1,053 | 0.0% | $1.05 | — | CORP | 87243QAC0 |
| — | INTERNATIONAL WIRE GROUP | 1,000,000 | $1,050 | 0.0% | $1.01 | — | CORP | 460933AK0 |
| — | TELESAT CANADA/TELESAT L | 1,000,000 | $1,040 | 0.0% | $1.02 | — | CORP | 87952VAJ5 |
| — | CACI INTERNATIONAL INC | 813,000 | $1,036 | 0.0% | $1.20 | — | CONV | 127190AD8 |
| — | INTELSAT LUXEMBOURG SA | 1,000,000 | $1,035 | 0.0% | $1.01 | — | CORP | 458204AK0 |
| — | INTRAWEST ULC | 1,000,000 | $1,015 | 0.0% | $1.01 | — | TERM | BL0870602 |
| — | SANDRIDGE ENERGY INC | 1,005,000 | $1,015 | 0.0% | $0.96 | — | CORP | 80007PAN9 |
| — | TITAN INTERNATIONAL INC | 1,000,000 | $1,010 | 0.0% | $1.01 | — | CORP | 88830MAG7 |
| — | BERLIN PACKAGING LLC | 1,000,000 | $1,008 | 0.0% | $1.00 | — | TERM | 08511LAL2 |
| — | TALOS PRODUCTION LLC/FIN | 1,000,000 | $1,005 | 0.0% | $0.95 | — | CORP | 87484JAA8 |
| — | SABRE INC | 1,000,000 | $1,001 | 0.0% | $1.00 | — | TERM | 78571YAT7 |
| — | SHINGLE SPRINGS TRIBAL | 1,000,000 | $996 | 0.0% | $1.00 | — | TERM | 82459FAB6 |
| — | ABC SUPPLY CO INC | 1,000,000 | $994 | 0.0% | $0.99 | — | TERM | 02474RAB9 |
| — | CARAUSTAR INDUSTRIES INC | 985,710 | $993 | 0.0% | $1.01 | — | TERM | 14076CAB9 |
| — | MILL US ACQUISITION LLC | 1,000,000 | $993 | 0.0% | $0.99 | — | TERM | 60001PAB3 |
| — | NAVIOS MARITIME HLDS/FIN | 1,000,000 | $993 | 0.0% | $0.95 | — | CORP | 639365AF2 |
| — | FIRST DATA CORPORATION | 1,000,000 | $991 | 0.0% | $0.98 | — | TERM | 32007UBB4 |
| — | DISH DBS CORP | 1,000,000 | $990 | 0.0% | $0.99 | — | CORP | 25470XAQ8 |
| — | CHESAPEAKE ENERGY CORP | 873,000 | $986 | 0.0% | $1.13 | — | PFD CV | 065167768 |
| — | ViroPharma Inc | 25,000 | $981 | 0.0% | $39.24 | — | COM | 928241108 |
| — | CLEAR CHANNEL COMMUNICAT | 1,000,000 | $980 | 0.0% | $0.98 | — | CORP | 184502BL5 |
| — | Pharmacyclics Inc | 7,000 | $968 | 0.0% | $138.29 | — | COM | 716933106 |
| — | SIX FLAGS ENTERTAINMENT | 1,000,000 | $953 | 0.0% | $0.96 | — | CORP | 83001AAA0 |
| — | CENVEO CORP | 1,000,000 | $950 | 0.0% | $0.86 | — | CORP | 15671BAG6 |
| — | OMEGA HLTHCARE INVESTORS | 930,000 | $930 | 0.0% | $1.03 | — | CORP | 681936AZ3 |
| — | CCO HLDGS LLC/CAP CORP | 1,000,000 | $925 | 0.0% | $0.93 | — | CORP | 1248EPAY9 |
| VZ | Verizon Communications Inc | 19,464 | $908 | 0.0% | $26.13 | 0.0% | COM | 92343V104 |
| SONY | Sony Corp | 40,886 | $880 | 0.0% | $21.52 | — | COM | 835699307 |
| — | TOYS R US INC | 1,000,000 | $863 | 0.0% | $0.90 | — | CORP | 892335AL4 |
| — | OVERSEAS SHIPHLDG GROUP | 1,000,000 | $858 | 0.0% | $0.86 | — | CORP | 690368AH8 |
| — | YTL CORP FINANCE LABUAN | 800,000 | $849 | 0.0% | $1.09 | — | CONV | EI1864871 |
| — | IXIA | 54,063 | $847 | 0.0% | $15.67 | — | COM | 45071R109 |
| — | Tribune Co | 12,576 | $793 | 0.0% | $56.87 | — | COM | 896047503 |
| — | DUPONT FABROS TECH LP | 750,000 | $750 | 0.0% | $1.00 | — | CORP | 26613TAD2 |
| — | NETFLIX INC | 750,000 | $744 | 0.0% | $0.99 | — | CORP | 64110LAD8 |
| — | CHINA POWER INTL DEVELOP | 3,500,000 | $725 | 0.0% | $0.21 | — | CONV | EJ3302266 |
| — | MannKind Corp | 124,857 | $712 | 0.0% | $5.70 | — | COM | 56400P201 |
| — | AEON CO LTD | 45,000,000 | $678 | 0.0% | $0.01 | — | CONV | EI0442406 |
| — | LEUCADIA NATL CORP | 520,000 | $677 | 0.0% | $1.30 | — | CONV | 527288AX2 |
| — | DAVE & BUSTER'S INC | 600,000 | $663 | 0.0% | $1.11 | — | CORP | 23833NAG9 |
| — | ULTRAPETROL(BAHAMAS) LTD | 625,000 | $659 | 0.0% | $1.00 | — | CORP | 90400XAE4 |
| — | TESORO LOGISTICS LP/CORP | 650,000 | $648 | 0.0% | $1.00 | — | CORP | 88160QAA1 |
| — | Amarin Corp PLC | 100,000 | $632 | 0.0% | $6.32 | — | COM | 023111206 |
| — | SOTHEBY'S | 650,000 | $616 | 0.0% | $0.97 | — | CORP | 835898AF4 |
| — | PARKER DRILLING CO | 575,000 | $615 | 0.0% | $1.06 | — | CORP | 701081AT8 |
| — | SUBSEA 7 SA | 600,000 | $601 | 0.0% | $1.00 | — | CONV | EF6907051 |
| — | Rite Aid Corp | 126,000 | $600 | 0.0% | $4.76 | — | COM | 767754104 |
| — | Hertz Global Holdings Inc | 27,000 | $598 | 0.0% | $22.15 | — | COM | 42805T105 |
| — | MICRON TECHNOLOGY INC | 371,000 | $597 | 0.0% | $1.34 | — | CONV | 595112AK9 |
| — | Jones Group Inc/The | 38,887 | $584 | 0.0% | $15.02 | — | COM | 48020T101 |
| LULU | Lululemon Athletica Inc | 7,935 | $580 | 0.0% | $72.51 | -3.8% | COM | 550021109 |
| — | FUJIFILM Holdings Corp | 23,900 | $572 | 0.0% | $23.93 | — | COM | 001225634 |
| — | MIDSTATES PETRO INC/LLC | 575,000 | $568 | 0.0% | $0.94 | — | CORP | 59804VAC9 |
| — | TEMBEC INDUSTRIES INC | 500,000 | $544 | 0.0% | $1.08 | — | CORP | 87971KAG2 |
| — | EQUINIX INC | 2,962 | $544 | 0.0% | $184.62 | — | COM | 29444U502 |
| — | CROSSTEX ENERGY LP/CROSS | 500,000 | $531 | 0.0% | $1.06 | — | CORP | 22764LAB9 |
| — | W & T OFFSHORE INC | 500,000 | $530 | 0.0% | $1.03 | — | CORP | 92922PAC0 |
| — | HALCON RESOURCES CORP | 500,000 | $529 | 0.0% | $1.00 | — | CORP | 40537QAB6 |
| — | OASIS PETROLEUM INC | 500,000 | $528 | 0.0% | $1.06 | — | CORP | 674215AF5 |
| — | VISHAY INTERTECHNOLOGY | 607,000 | $523 | 0.0% | $0.91 | — | CONV | 928298AJ7 |
| JPM | JPMorgan Chase & Co | 10,000 | $517 | 0.0% | $38.52 | 0.0% | COM | 46625H100 |
| — | CLEAR CHANNEL COMMUNICAT | 500,000 | $516 | 0.0% | $1.03 | — | CORP | 184502BN1 |
| — | WINDSTREAM CORP | 500,000 | $516 | 0.0% | $1.04 | — | CORP | 97381WAT1 |
| — | PITTSBURGH GLASS WORKS L | 500,000 | $514 | 0.0% | $0.99 | — | CORP | 725143AA9 |
| — | Kawasaki Heavy Industries Ltd | 119,000 | $514 | 0.0% | $4.32 | — | COM | 001226452 |
| A | Agilent Technologies Inc | 10,000 | $513 | 0.0% | $30.43 | 0.0% | COM | 00846U101 |
| — | FIDELITY & GUARANTY LIFE | 500,000 | $508 | 0.0% | $0.97 | — | CORP | 315786AA1 |
| — | CARLSON WAGONLIT BV | 500,000 | $505 | 0.0% | $1.01 | — | CORP | 142812AB2 |
| — | D.R. HORTON INC | 500,000 | $504 | 0.0% | $1.01 | — | CORP | 23331ABH1 |
| — | NATIONSTAR MORT/CAP CORP | 500,000 | $503 | 0.0% | $1.01 | — | CORP | 63860UAM2 |
| — | Time Warner Cable Inc | 4,500 | $502 | 0.0% | $111.56 | — | COM | 88732J207 |
| — | JARDEN CORP | 500,000 | $500 | 0.0% | $1.00 | — | TERM | 47110CAZ4 |
| — | GENESIS ENERGY LP/GENESI | 500,000 | $490 | 0.0% | $0.98 | — | CORP | 37185LAE2 |
| — | Sega Sammy Holdings Inc | 17,000 | $489 | 0.0% | $28.76 | — | COM | 020091967 |
| — | Celgene Corp | 3,162 | $487 | 0.0% | $116.97 | — | COM | 151020104 |
| RDN | RADIAN GROUP INC | 34,919 | $486 | 0.0% | $11.02 | 0.0% | COM | 750236101 |
| — | PROSPECT CAPITAL CORP | 467,000 | $486 | 0.0% | $1.07 | — | CONV | 74348TAD4 |
| — | NEENAH PAPER INC | 500,000 | $478 | 0.0% | $0.98 | — | CORP | 640079AD1 |
| — | Daifuku Co Ltd | 44,000 | $475 | 0.0% | $10.80 | — | COM | 002364786 |
| — | BARMINCO FINANCE PTY LTD | 500,000 | $456 | 0.0% | $0.88 | — | CORP | 067687AA1 |
| — | Finisar Corp | 20,000 | $453 | 0.0% | $22.65 | — | COM | 31787A507 |
| — | COMMERCIAL METALS CO | 500,000 | $450 | 0.0% | $0.92 | — | CORP | 201723AK9 |
| — | SWIFT SERVICES HLDGS INC | 400,000 | $444 | 0.0% | $1.10 | — | CORP | 870755AB1 |
| MET | METLIFE INC | 8,821 | $414 | 0.0% | $28.79 | 0.0% | COM | 59156R108 |
| HBIO | Harvard Bioscience Inc | 76,532 | $403 | 0.0% | $3.83 | +2.7% | COM | 416906105 |
| — | CLAYTON WILLIAMS ENERGY | 400,000 | $398 | 0.0% | $0.99 | — | CORP | 969490AE1 |
| — | GENERAL CABLE CORP | 12,500 | $397 | 0.0% | $31.76 | — | COM | 369300108 |
| — | TRIBUNE CO/NEW | 6,242 | $394 | 0.0% | $57.65 | — | COM | 896047115 |
| — | CHESAPEAKE ENERGY CORP | 15,107 | $391 | 0.0% | $22.54 | — | COM | 165167107 |
| — | WRIGHT MEDICAL GROUP INC | 15,000 | $391 | 0.0% | $26.07 | — | COM | 98235T107 |
| — | Spirit Realty Capital Inc | 42,441 | $390 | 0.0% | $17.72 | — | COM | 84860W102 |
| MDLZ | Mondelez International Inc | 11,861 | $373 | 0.0% | $23.72 | 0.0% | COM | 609207105 |
| MGM | MGM Resorts International | 17,500 | $358 | 0.0% | $16.45 | 0.0% | COM | 552953101 |
| — | Vivendi SA | 15,000 | $345 | 0.0% | $23.00 | — | COM | 012182074 |
| — | EP ENERGY/EP FINANCE INC | 300,000 | $338 | 0.0% | $1.13 | — | CORP | 29977HAB6 |
| — | HUGHES SATELITE SYSTEMS | 300,000 | $317 | 0.0% | $1.06 | — | CORP | 444454AB8 |
| — | GULFMARK OFFSHORE INC | 310,000 | $310 | 0.0% | $0.99 | — | CORP | 402629AG4 |
| — | HERCULES OFFSHORE INC | 285,000 | $285 | 0.0% | $1.00 | — | CORP | 427093AH2 |
| PLD | Prologis Inc | 7,500 | $282 | 0.0% | $26.02 | 0.0% | COM | 74340W103 |
| — | MERITAGE HOMES CORP | 248,000 | $270 | 0.0% | $1.10 | — | CONV | 59001AAR3 |
| CALY | CALLAWAY GOLF CO | 37,751 | $269 | 0.0% | $6.48 | +6.3% | COM | 131193104 |
| — | NATIONSTAR MORT/CAP CORP | 250,000 | $261 | 0.0% | $1.06 | — | CORP | 63860UAH3 |
| — | UNIT CORP | 250,000 | $256 | 0.0% | $1.02 | — | CORP | 909218AB5 |
| — | Liberty Global PLC | 3,200 | $254 | 0.0% | $79.38 | — | COM | 094506433 |
| — | ACTIVISION BLIZZARD | 250,000 | $251 | 0.0% | $1.00 | — | CORP | 00507VAE9 |
| CIEN | CIENA CORP | 8,400 | $250 | 0.0% | $22.53 | 0.0% | COM | 171779309 |
| — | PERMIAN HOLDINGS INC | 250,000 | $244 | 0.0% | $0.97 | — | CORP | 714239AA8 |
| — | XILINX INC | 145,000 | $235 | 0.0% | $1.38 | — | CONV | 983919AD3 |
| — | PPL CORPORATION | 4,256,000 | $228 | 0.0% | $0.11 | — | PFD CV | 69351T114 |
| — | VRINGO INC | 200,000 | $206 | 0.0% | $1.03 | — | COM | 92911N112 |
| — | FANNIE MAE | 31,964 | $187 | 0.0% | $4.71 | — | PFD | 313586752 |
| — | CUMULUS MEDIA INC | 34,304 | $181 | 0.0% | $3.28 | — | COM | 231082116 |
| — | Central European Media Enterpr | 30,800 | $162 | 0.0% | $5.26 | — | COM | 011566324 |
| — | HOT TOPIC INC | 150,000 | $154 | 0.0% | $1.01 | — | CORP | 441339AA6 |
| — | MTR GAMING GROUP INC | 30,115 | $142 | 0.0% | $3.35 | — | COM | 553769100 |
| — | NY COMMUNITY CAP TRUST V | 2,946,000 | $141 | 0.0% | $0.10 | — | PFD CV | 64944P307 |
| — | Alcatel-Lucent/France | 40,000 | $141 | 0.0% | $3.52 | — | COM | 013904305 |
| SUPN | Supernus Pharmaceuticals Inc | 15,490 | $114 | 0.0% | $5.89 | +14.0% | COM | 868459108 |
| — | HeartWare International Inc | 1,519 | $111 | 0.0% | $93.28 | — | COM | 422368100 |
| — | Hovnanian Enterprises Inc | 20,000 | $105 | 0.0% | $5.25 | — | COM | 442487203 |
| — | US21676P1113 | 4,332 | $104 | 0.0% | $20.94 | — | COM | 21676P111 |
| — | COOPER-STANDARD HOLDING | 742 | $103 | 0.0% | $109.16 | — | COM | 521865113 |
| — | HILTON WORLDWIDE FINANCE | 100,000 | $100 | 0.0% | $1.00 | — | CORP | 432891AC3 |
| JBLU | JetBlue Airways Corp | 15,000 | $100 | 0.0% | $6.46 | 0.0% | COM | 477143101 |
| — | TRINSEO OP / TRINSEO FIN | 100,000 | $99 | 0.0% | $0.97 | — | CORP | EJ5309343 |
| — | PROSPECT MEDICAL HOLDING | 80,000 | $84 | 0.0% | $1.05 | — | CORP | EJ1528318 |
| — | US GOVT NATIONAL | 90,000 | $76 | 0.0% | $0.84 | — | GOVT | 912810RB6 |
| — | SIMMONS FOODS INC | 70,000 | $73 | 0.0% | $1.04 | — | CORP | EI4544033 |
| — | LIGHTSTREAM RESOURCES | 70,000 | $68 | 0.0% | $0.96 | — | CORP | EJ0011217 |
| — | Lightstream Resources Ltd | 9,330 | $67 | 0.0% | $7.44 | — | COM | 53227K101 |
| — | VERTELLUS SPECIALTIES | 60,000 | $56 | 0.0% | $0.90 | — | CORP | EI4191702 |
| — | Lear | 5,000,000 | $50 | 0.0% | $0.01 | — | CORP | PPB004AH0 |
| — | Lear | 4,932,000 | $49 | 0.0% | $0.01 | — | CORP | PP8J05WL7 |
| — | SHENGDATECH INC | 2,975,000 | $43 | 0.0% | $0.01 | — | CONV | 823213AD5 |
| — | Globalstar Inc | 30,000 | $33 | 0.0% | $1.10 | — | COM | 378973408 |
| — | CATALYST PAPER CORP | 21,984 | $24 | 0.0% | $1.04 | — | COM | 14889B102 |
| — | FIRST DATA CORPORATION | 21,000 | $22 | 0.0% | $1.01 | — | CORP | EI4925174 |
| — | Interpublic Group of Cos Inc/T | 389 | $7 | 0.0% | $10.53 | 0.0% | COM | 460690100 |
| — | INN OF THE MOUNTAIN GODS | 310 | $0 | 0.0% | $0.92 | — | CORP | EI5754540 |