CIK: 0001097278 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 11, 2014
Total Value ($000): $7,944,260 (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | GLENCORE FINANCE EUROPE | 118,700,000 | $133,048 | 1.7% | $1.12 | — | CONV | EI2132369 |
| — | YAHOO INC | 94,759,000 | $98,110 | 1.2% | $1.04 | — | CONV | 984332AE6 |
| — | CLEARWIRE COMM/FINANCE | 72,119,000 | $83,705 | 1.1% | $1.11 | — | CONV | 18538TAG4 |
| — | PROLOGIS LP | 69,011,000 | $77,609 | 1.0% | $1.14 | — | CONV | 74340XAT8 |
| — | priceline.com Inc | 55,652,000 | $77,315 | 1.0% | $1.17 | — | CONV | 741503AQ9 |
| — | ARCHER DANIELS | 72,344,000 | $76,138 | 1.0% | $1.03 | — | CONV | 039483AW2 |
| — | Micron Technology Inc | 74,694,000 | $73,807 | 0.9% | $0.99 | — | CONV | 595112AY9 |
| — | Gilead Sciences Inc | 22,231,000 | $73,384 | 0.9% | $2.27 | — | CONV | 375558AP8 |
| — | MGM RESORTS INTL | 51,431,000 | $70,518 | 0.9% | $1.13 | — | CONV | 55303QAE0 |
| — | US STEEL CORP | 64,264,000 | $68,517 | 0.9% | $1.06 | — | CONV | 912909AE8 |
| — | FOREST CITY ENTERPRISES | 56,678,000 | $63,263 | 0.8% | $1.12 | — | CONV | 345550AP2 |
| — | SIEMENS FINANCIERINGSMAT | 54,500,000 | $63,130 | 0.8% | $1.11 | — | CONV | EJ0195366 |
| — | DDR Corp | 56,252,000 | $62,815 | 0.8% | $1.16 | — | CONV | 251591AX1 |
| — | WELLPOINT INC | 45,688,000 | $62,007 | 0.8% | $1.36 | — | CONV | 94973VBG1 |
| — | NVIDIA Corp | 60,300,000 | $61,762 | 0.8% | $1.02 | — | CONV | 67066GAB0 |
| — | ROYAL GOLD INC | 64,084,000 | $61,388 | 0.8% | $0.92 | — | CONV | 780287AA6 |
| — | LUKOIL INTL FINANCE BV | 54,500,000 | $59,010 | 0.7% | $1.09 | — | CONV | EI5065947 |
| — | NOVELLUS SYSTEMS INC | 33,962,000 | $56,854 | 0.7% | $1.55 | — | CONV | 670008AD3 |
| — | WEBMD HEALTH CORP | 57,470,000 | $56,521 | 0.7% | $0.94 | — | CONV | 94770VAF9 |
| — | Ciena Corp | 54,759,000 | $56,324 | 0.7% | $0.99 | — | CONV | 171779AE1 |
| — | ENDO HEALTH SOLUTIONS IN | 24,043,000 | $55,694 | 0.7% | $1.34 | — | CONV | 29264FAB2 |
| — | NEWMONT MINING CORP | 53,861,000 | $55,427 | 0.7% | $1.08 | — | CONV | 651639AJ5 |
| — | CHESAPEAKE ENERGY CORP | 47,172 | $55,108 | 0.7% | $1168.24 | — | PFD CV | 165167776 |
| — | TOLL BROS FINANCE CORP | 52,113,000 | $54,656 | 0.7% | $1.07 | — | CONV | 88947EAM2 |
| — | Intel Corp | 48,026,000 | $53,605 | 0.7% | $1.09 | — | CONV | 458140AD2 |
| — | WELLS FARGO & COMPANY | 48,048 | $53,333 | 0.7% | $2.35 | — | PFD CV | 949746804 |
| — | United Technologies Corp | 809,717 | $53,309 | 0.7% | $0.12 | — | PFD CV | 913017117 |
| — | COBALT INTL ENERGY INC | 59,820,000 | $53,171 | 0.7% | $1.02 | — | CONV | 19075FAA4 |
| — | Illumina Inc | 37,681,000 | $52,353 | 0.7% | $1.08 | — | CONV | 452327AC3 |
| — | Alcatel-Lucent | 10,077,093 | $52,316 | 0.7% | $4.12 | — | CONV | EJ7354495 |
| — | NORTHSTAR REALTY FIN | 37,481,000 | $51,510 | 0.6% | $1.00 | — | CONV | 66705PAC7 |
| — | SALIX PHARMACEUTICALS LT | 34,525,000 | $51,504 | 0.6% | $1.20 | — | CONV | 795435AE6 |
| — | ADVANCED MICRO DEVICES | 49,065,000 | $51,477 | 0.6% | $1.02 | — | CONV | 007903AL1 |
| — | AMG CAPITAL TRUST II | 811,107 | $50,931 | 0.6% | $0.10 | — | PFD CV | 00170F209 |
| — | BIOMARIN PHARMACEUTICAL | 46,800,000 | $50,350 | 0.6% | $1.08 | — | CONV | 09061GAF8 |
| — | LIFEPOINT HOSPITALS INC | 46,003,000 | $50,087 | 0.6% | $1.08 | — | CONV | 53219LAH2 |
| — | LIBERTY INTERACTIVE LLC | 47,101,000 | $49,847 | 0.6% | $1.03 | — | CONV | 530610AB0 |
| — | priceline.com Inc | 42,623,000 | $48,628 | 0.6% | $0.98 | — | CONV | 741503AR7 |
| — | Cemex SAB de CV | 40,823,000 | $48,253 | 0.6% | $1.16 | — | CONV | 151290AV5 |
| — | Linear Technology Corp | 41,702,000 | $47,604 | 0.6% | $1.06 | — | CONV | 535678AC0 |
| — | ENN ENERGY HOLDINGS LTD | 36,750,000 | $47,201 | 0.6% | $1.10 | — | CONV | EJ5367564 |
| — | BOSTON PROPERTIES LP | 46,121,000 | $46,324 | 0.6% | $1.04 | — | CONV | 10112RAM6 |
| — | SINA CORP | 44,306,000 | $45,053 | 0.6% | $1.02 | — | CONV | 82922RAC7 |
| — | JARDEN CORP | 36,870,000 | $44,982 | 0.6% | $0.99 | — | CONV | 471109AJ7 |
| — | ON SEMICONDUCTOR CORP | 40,546,000 | $44,837 | 0.6% | $1.15 | — | CONV | 682189AH8 |
| — | ALLEGHENY TECHNOLOGIES | 42,663,000 | $44,021 | 0.6% | $1.03 | — | CONV | 01741RAD4 |
| — | BIOMARIN PHARMACEUTICAL | 39,691,000 | $42,286 | 0.5% | $1.07 | — | CONV | 09061GAE1 |
| — | Nokia OYJ | 12,900,000 | $42,049 | 0.5% | $3.26 | — | CONV | EJ4168971 |
| — | NAVISTAR INTL CORP | 40,957,000 | $42,022 | 0.5% | $0.98 | — | CONV | 63934EAL2 |
| — | WALTER INVESTMENT MGMT | 41,563,000 | $41,598 | 0.5% | $1.01 | — | CONV | 93317WAA0 |
| — | NUANCE COMMUNICATIONS | 42,605,000 | $41,505 | 0.5% | $1.03 | — | CONV | 67020YAF7 |
| — | Theravance Inc | 28,424,000 | $41,428 | 0.5% | $1.52 | — | CONV | 88338TAB0 |
| — | SanDisk Corp | 41,350,000 | $41,090 | 0.5% | $0.99 | — | CONV | 80004CAE1 |
| — | JEFFERIES GROUP LLC | 38,548,000 | $40,933 | 0.5% | $1.06 | — | CONV | 472319AG7 |
| — | Volcano Corp | 41,261,000 | $40,841 | 0.5% | $0.92 | — | CONV | 928645AB6 |
| — | STARWOOD PROPERTY TRUST | 36,547,000 | $40,469 | 0.5% | $1.04 | — | CONV | 85571BAA3 |
| — | MNV ZRT | 28,400,000 | $40,427 | 0.5% | $1.42 | — | CONV | EJ9244249 |
| — | Ixia | 36,100,000 | $39,153 | 0.5% | $1.16 | — | CONV | 45071RAB5 |
| — | Intel Corp | 28,437,000 | $38,603 | 0.5% | $1.27 | — | CONV | 458140AF7 |
| — | KEYCORP | 298,443 | $38,586 | 0.5% | $0.25 | — | PFD CV | 493267405 |
| — | HOLOGIC INC | 33,011,000 | $38,540 | 0.5% | $1.12 | — | CONV | 436440AB7 |
| — | Medivation Inc | 26,213,000 | $38,187 | 0.5% | $1.30 | — | CONV | 58501NAA9 |
| — | NUANCE COMMUNICATIONS | 36,047,000 | $37,963 | 0.5% | $1.16 | — | CONV | 67020YAB6 |
| — | CHESAPEAKE ENERGY CORP | 40,418,000 | $37,745 | 0.5% | $0.89 | — | CONV | 165167CB1 |
| — | BANK OF AMERICA CORP | 35,242 | $37,392 | 0.5% | $1.08 | — | PFD CV | 060505682 |
| — | XILINX INC | 23,177,000 | $37,091 | 0.5% | $1.46 | — | CONV | 983919AF8 |
| — | Beni Stabili SpA | 25,500,000 | $36,701 | 0.5% | $1.40 | — | CONV | EJ5068006 |
| — | BROOKDALE SENIOR LIVING | 30,841,000 | $36,616 | 0.5% | $1.18 | — | CONV | 112463AA2 |
| GM | General Motors Co | 873,539 | $35,702 | 0.4% | $28.17 | 0.0% | COM | 37045V100 |
| — | Salesforce.com Inc | 32,767,000 | $35,637 | 0.4% | $0.96 | — | CONV | 79466LAC8 |
| — | Ciena Corp | 23,575,000 | $34,793 | 0.4% | $1.37 | — | CONV | 171779AK7 |
| — | INTL GAME TECHNOLOGY | 32,673,000 | $34,741 | 0.4% | $1.07 | — | CONV | 459902AQ5 |
| — | FOREST CITY ENTERPRISES | 32,720,000 | $33,627 | 0.4% | $1.02 | — | CONV | 345550AQ0 |
| — | METLIFE INC | 1,055,471 | $33,290 | 0.4% | $0.06 | — | PFD CV | 59156R116 |
| — | OHL INVESTMENTS SA | 23,200,000 | $33,286 | 0.4% | $1.40 | — | CONV | EJ6118495 |
| — | ALEXANDRIA REAL ESTATE E | 1,319,691 | $33,124 | 0.4% | $0.03 | — | PFD CV | 015271505 |
| — | AUXILIUM PHARMACEUTICALS | 28,969,000 | $32,352 | 0.4% | $0.97 | — | CONV | 05334DAA5 |
| — | SEADRILL LTD | 21,200,000 | $31,826 | 0.4% | $1.55 | — | CONV | EI4458945 |
| — | TECHNIP | 251,851 | $31,711 | 0.4% | $123.35 | — | CONV | EI4641961 |
| — | ARES CAPITAL CORP | 30,266,000 | $31,694 | 0.4% | $0.99 | — | CONV | 04010LAK9 |
| — | HORNBECK OFFSHORE SERV | 26,382,000 | $31,453 | 0.4% | $1.23 | — | CONV | 440543AN6 |
| — | TTM TECHNOLOGIES INC | 28,822,000 | $31,183 | 0.4% | $1.08 | — | CONV | 87305RAD1 |
| — | STEEL DYNAMICS INC | 26,161,000 | $30,881 | 0.4% | $1.09 | — | CONV | 858119AP5 |
| — | HENGAN INTL GROUP CO | 225,000,000 | $30,879 | 0.4% | $0.13 | — | CONV | EJ6865103 |
| — | AIR LEASE CORP | 23,031,000 | $30,876 | 0.4% | $1.27 | — | CONV | 00912XAK0 |
| — | ARES CAPITAL CORP | 29,034,000 | $30,688 | 0.4% | $1.06 | — | CONV | 04010LAJ2 |
| — | Stone Energy Corp | 27,709,000 | $30,571 | 0.4% | $0.95 | — | CONV | 861642AN6 |
| — | HOST HOTELS & RESORTS LP | 20,025,000 | $30,314 | 0.4% | $1.36 | — | CONV | 44107TAG1 |
| — | HOLOGIC INC | 29,349,000 | $30,101 | 0.4% | $0.99 | — | CONV | 436440AC5 |
| — | ArcelorMittal | 1,149,076 | $29,876 | 0.4% | $0.04 | — | PFD CV | EP0436352 |
| — | ELECTRONIC ARTS INC | 27,885,000 | $29,700 | 0.4% | $1.04 | — | CONV | 285512AA7 |
| — | CAJA AHORROS BARCELONA | 20,600,000 | $29,507 | 0.4% | $1.43 | — | CONV | EJ9379201 |
| — | Isis Pharmaceuticals Inc | 11,834,000 | $29,496 | 0.4% | $1.78 | — | CONV | 464337AG9 |
| — | SWISS LIFE HOLDING AG | 24,480,000 | $28,650 | 0.4% | $1.17 | — | CONV | EJ9359385 |
| — | Nidec Corp | 2,625,000,000 | $28,376 | 0.4% | $0.01 | — | CONV | EI3945041 |
| — | CUBIST PHARMACEUTICALS | 24,123,000 | $27,832 | 0.4% | $1.09 | — | CONV | 229678AE7 |
| — | Gilead Sciences Inc | 8,307,000 | $27,640 | 0.3% | $2.35 | — | CONV | 375558AN3 |
| — | LIBERTY INTERACTIVE LLC | 50,135,000 | $27,101 | 0.3% | $0.52 | — | CONV | 530715AN1 |
| — | EXTRA SPACE STORAGE LP | 27,081,000 | $27,046 | 0.3% | $0.97 | — | CONV | 30225VAC1 |
| — | RYLAND GROUP | 17,646,000 | $26,974 | 0.3% | $1.48 | — | CONV | 783764AQ6 |
| — | D.R. HORTON INC | 15,503,000 | $26,624 | 0.3% | $1.72 | — | CONV | 23331ABB4 |
| — | ANNALY CAPITAL MGMT | 26,104,000 | $26,471 | 0.3% | $1.01 | — | CONV | 035710AB8 |
| — | STARWOOD PROPERTY TRUST | 23,483,000 | $26,043 | 0.3% | $1.03 | — | CONV | 85571BAB1 |
| — | CHESAPEAKE ENERGY CORP | 22,495 | $25,978 | 0.3% | $1154.83 | — | PFD CV | 165167784 |
| — | RYLAND GROUP | 27,676,000 | $25,964 | 0.3% | $0.91 | — | CONV | 783764AS2 |
| — | Molina Healthcare Inc | 24,498,000 | $25,843 | 0.3% | $1.09 | — | CONV | 60855RAB6 |
| — | GROUP 1 AUTOMOTIVE INC | 20,354,000 | $25,806 | 0.3% | $1.26 | — | CONV | 398905AE9 |
| — | CENTERPOINT ENERGY INC | 482,101,000 | $25,431 | 0.3% | $0.09 | — | CONV | 15189T206 |
| — | JANUS CAPITAL GROUP INC | 19,924,000 | $25,407 | 0.3% | $1.02 | — | CONV | 47102XAH8 |
| — | SK HYNIX INC | 20,500,000 | $25,394 | 0.3% | $1.12 | — | CONV | EI2511620 |
| — | Micron Technology Inc | 16,250,000 | $24,790 | 0.3% | $1.49 | — | CONV | 595112AH6 |
| — | MICROCHIP TECHNOLOGY INC | 14,094,000 | $24,511 | 0.3% | $1.49 | — | CONV | 595017AB0 |
| — | OMNICARE INC | 22,871,000 | $24,509 | 0.3% | $1.05 | — | CONV | 681904AL2 |
| — | Park24 Co Ltd | 2,460,000,000 | $24,414 | 0.3% | $0.01 | — | CONV | EJ6317998 |
| — | SL GREEN OPERATING PARTN | 19,547,000 | $24,259 | 0.3% | $1.21 | — | CONV | 78444FAC0 |
| — | BROADSOFT INC | 23,259,000 | $23,768 | 0.3% | $1.03 | — | CONV | 11133BAB8 |
| — | GOLDCORP INC | 23,595,000 | $23,671 | 0.3% | $1.01 | — | CONV | 380956AB8 |
| — | CHART INDUSTRIES INC | 15,178,000 | $23,453 | 0.3% | $1.55 | — | CONV | 16115QAC4 |
| — | TAKE-TWO INTERACTIVE SOF | 21,742,000 | $23,301 | 0.3% | $1.02 | — | CONV | 874054AD1 |
| — | Goodrich Petroleum Corp | 22,562,000 | $23,267 | 0.3% | $1.09 | — | CONV | 382410AG3 |
| — | CTRIP.COM INTER LTD. | 22,931,000 | $22,941 | 0.3% | $1.00 | — | CONV | 22943FAC4 |
| — | L-3 COMMS HLDGS INC | 19,013,000 | $22,897 | 0.3% | $1.03 | — | CONV | 502413AW7 |
| — | CONWERT IMMO INVEST AG | 15,400,000 | $22,884 | 0.3% | $1.47 | — | CONV | EI1197306 |
| — | FORD MOTOR COMPANY | 12,298,000 | $22,629 | 0.3% | $1.82 | — | CONV | 345370CN8 |
| — | OWENS-BROCKWAY | 21,698,000 | $22,611 | 0.3% | $1.02 | — | CONV | 69073TAQ6 |
| — | OMNICARE INC | 14,910,000 | $22,558 | 0.3% | $1.24 | — | CONV | 681904AP3 |
| — | TONG JIE LTD | 165,000,000 | $22,304 | 0.3% | $0.13 | — | CONV | EJ5205350 |
| — | BILLION EXPRESS INVESTME | 21,600,000 | $22,295 | 0.3% | $1.02 | — | CONV | EI4191348 |
| — | RADIAN GROUP INC | 15,095,000 | $22,135 | 0.3% | $1.35 | — | CONV | 750236AN1 |
| — | CapitaLand Ltd | 30,500,000 | $22,058 | 0.3% | $0.73 | — | CONV | EJ6865004 |
| — | Time Warner Cable Inc | 160,806 | $21,789 | 0.3% | $134.83 | — | COM | 88732J207 |
| — | HEALTHSOUTH CORP | 20,547,000 | $21,690 | 0.3% | $1.06 | — | CONV | 421924BL4 |
| — | IMMOFINANZ AG | 3,187,399,000 | $21,217 | 0.3% | $0.01 | — | CONV | EI5992165 |
| — | MERITOR INC | 21,714,000 | $21,117 | 0.3% | $0.90 | — | CONV | 043353AH4 |
| — | CUBIST PHARMACEUTICALS | 18,400,000 | $21,102 | 0.3% | $1.15 | — | CONV | 229678AG2 |
| — | Equinix Inc | 13,196,000 | $20,922 | 0.3% | $1.66 | — | CONV | 29444UAG1 |
| — | ARRAY BIO INC | 19,919,000 | $20,824 | 0.3% | $1.12 | — | CONV | 04269XAA3 |
| — | ENERGY XXI BERMUDA | 20,726,000 | $20,510 | 0.3% | $0.99 | — | CONV | 29274UAA9 |
| — | KAWASAKI KISEN KAISHA | 1,960,000,000 | $20,505 | 0.3% | $0.01 | — | CONV | EJ8275772 |
| — | STANLEY BLACK & DECKER I | 166,606 | $20,484 | 0.3% | $0.26 | — | PFD CV | 854502309 |
| — | TIBCO SOFTWARE INC | 20,411,000 | $20,462 | 0.3% | $0.98 | — | CONV | 88632QAB9 |
| — | DOMINION RESOURCES INC | 366,349 | $19,892 | 0.3% | $0.09 | — | PFD CV | 25746U703 |
| — | LIBERTY INTERACTIVE LLC | 15,910,000 | $19,851 | 0.2% | $1.11 | — | CONV | 530610AA2 |
| — | TUI AG | 119,100,000 | $19,764 | 0.2% | $0.15 | — | CONV | EI0323895 |
| — | RALLYE SA | 129,683 | $19,600 | 0.2% | $143.83 | — | CONV | EJ8545448 |
| — | VOLKSWAGEN INTL FIN NV | 11,400,000 | $19,473 | 0.2% | $1.68 | — | CONV | EJ4340075 |
| — | DFC GLOBAL CORP | 21,284,000 | $19,027 | 0.2% | $0.92 | — | CONV | 23324TAB3 |
| — | ALLSCRIPTS HEALTHCARE SO | 16,722,000 | $18,695 | 0.2% | $1.01 | — | CONV | 01988PAC2 |
| — | ARES CAPITAL CORP | 17,382,000 | $18,649 | 0.2% | $1.07 | — | CONV | 04010LAD5 |
| — | OMNICOM GROUP INC | 13,670,000 | $18,565 | 0.2% | $1.21 | — | CONV | 681919AV8 |
| — | REDWOOD TRUST INC | 17,820,000 | $18,522 | 0.2% | $1.00 | — | CONV | 758075AB1 |
| — | Wright Medical Group Inc | 13,772,000 | $18,507 | 0.2% | $1.29 | — | CONV | 98235TAC1 |
| — | NATIONAL BK OF ABU DHABI | 17,000,000 | $18,326 | 0.2% | $1.04 | — | CONV | EJ6920650 |
| — | INTERMUNE INC | 20,223,000 | $18,234 | 0.2% | $0.84 | — | CONV | 45884XAE3 |
| — | Workday Inc | 15,242,000 | $18,040 | 0.2% | $1.18 | — | CONV | 98138HAA9 |
| — | Proofpoint Inc | 16,500,000 | $17,753 | 0.2% | $1.08 | — | CONV | 743424AA1 |
| — | HKEX INTERNATIONAL LTD | 16,189,000 | $17,727 | 0.2% | $1.02 | — | CONV | EJ3793498 |
| — | BRITISH LAND CO(JERSEY) | 9,500,000 | $17,434 | 0.2% | $1.68 | — | CONV | EJ3522228 |
| — | HOLOGIC INC | 16,414,000 | $17,314 | 0.2% | $1.03 | — | CONV | 436440AG6 |
| — | FIDELITY NATL FINANCIAL | 10,567,000 | $17,300 | 0.2% | $1.37 | — | CONV | 31620RAE5 |
| — | SUNEDISON INC | 15,200,000 | $17,143 | 0.2% | $1.13 | — | CONV | 86732YAA7 |
| — | HEARTWARE INTERNATIONAL | 14,053,000 | $16,878 | 0.2% | $1.24 | — | CONV | 422368AA8 |
| — | B2GOLD CORP | 18,415,000 | $16,699 | 0.2% | $0.92 | — | CONV | 11777QAA8 |
| — | SanDisk Corp | 11,148,000 | $16,440 | 0.2% | $1.34 | — | CONV | 80004CAD3 |
| — | OLD REPUBLIC INTL CORP | 13,157,000 | $16,402 | 0.2% | $1.13 | — | CONV | 680223AH7 |
| — | NAVISTAR INTL CORP | 16,028,000 | $16,338 | 0.2% | $1.02 | — | CONV | 63934EAP3 |
| — | UNITED AIRLINES INC | 7,855,000 | $16,066 | 0.2% | $1.75 | — | CONV | 210795PU8 |
| — | Iconix Brand Group Inc | 11,697,000 | $16,045 | 0.2% | $1.12 | — | CONV | 451055AD9 |
| — | ArcelorMittal | 15,656,000 | $15,932 | 0.2% | $1.02 | — | CONV | 03938LAK0 |
| — | SIEMENS FINANCIERINGSMAT | 13,500,000 | $15,920 | 0.2% | $1.09 | — | CONV | EJ0220339 |
| — | VISHAY INTERTECHNOLOGY | 14,710,000 | $15,556 | 0.2% | $1.08 | — | CONV | 928298AG3 |
| — | Yahoo! Inc | 381,735 | $15,437 | 0.2% | $40.44 | — | COM | 984332106 |
| — | OSG CORPORATION | 1,270,000,000 | $15,251 | 0.2% | $0.01 | — | CONV | EJ0966691 |
| — | EMIGRANT BANCORP | 15,000,000 | $15,201 | 0.2% | $1.00 | — | CORP | 291228AA2 |
| — | LIBERTY MEDIA CORP | 15,100,000 | $15,159 | 0.2% | $1.00 | — | CONV | 531229AA0 |
| — | CORNERSTONE ONDEMAND INC | 12,455,000 | $15,135 | 0.2% | $1.10 | — | CONV | 21925YAA1 |
| — | MEDICINES COMPANY | 10,028,000 | $15,071 | 0.2% | $1.50 | — | CONV | 584688AC9 |
| — | ASHLAND INC | 15,843,000 | $15,051 | 0.2% | $0.94 | — | CORP | 044209AF1 |
| — | STANLEY BLACK & DECKER I | 144,561 | $14,865 | 0.2% | $102.83 | — | PFD CV | 854502804 |
| — | SEACOR Holdings Inc | 14,960,000 | $14,822 | 0.2% | $0.99 | — | CONV | 81170YAA7 |
| — | Cemex SAB de CV | 11,021,000 | $14,546 | 0.2% | $1.25 | — | CONV | 151290BB8 |
| — | AABAR INVESTMENTS PJSC | 8,900,000 | $14,541 | 0.2% | $1.41 | — | CONV | EI6900860 |
| — | RADIAN GROUP INC | 10,150,000 | $14,507 | 0.2% | $1.26 | — | CONV | 750236AK7 |
| — | Micron Technology Inc | 7,107,000 | $14,489 | 0.2% | $1.44 | — | CONV | 595112AS2 |
| — | PORTFOLIO RECOVERY ASSOC | 12,960,000 | $14,267 | 0.2% | $1.14 | — | CONV | 73640QAA3 |
| — | SERVICENOW INC | 14,000,000 | $14,188 | 0.2% | $1.01 | — | CONV | 81762PAA0 |
| — | SAINSBURY (J) PLC | 8,150,000 | $14,069 | 0.2% | $1.67 | — | CONV | EH8716415 |
| — | MYLAN INC | 4,270,000 | $14,008 | 0.2% | $2.38 | — | CONV | 628530AJ6 |
| — | EMULEX CORPORATION | 14,226,000 | $13,956 | 0.2% | $0.98 | — | CONV | 292475AE0 |
| — | NEWPARK RESOURCES INC | 10,200,000 | $13,770 | 0.2% | $1.30 | — | CONV | 651718AC2 |
| — | IHI Corp | 900,000,000 | $13,573 | 0.2% | $0.01 | — | CONV | EI6071084 |
| — | Lennar Corp | 7,500,000 | $13,555 | 0.2% | $1.81 | — | CONV | 526057BG8 |
| — | NOMURA RESEARCH INSTITUT | 1,417,000,000 | $13,480 | 0.2% | $0.01 | — | CONV | EF9131196 |
| — | FAURECIA | 291,383 | $13,242 | 0.2% | $37.19 | — | CONV | EJ3589599 |
| — | Vodafone Group PLC | 332,668 | $13,077 | 0.2% | $29.68 | — | COM | 92857W209 |
| — | HELIX ENERGY SOLUTIONS | 10,832,000 | $13,059 | 0.2% | $1.23 | — | CONV | 42330PAG2 |
| — | priceline.com Inc | 11,226 | $13,049 | 0.2% | $1162.39 | — | COM | 741503403 |
| — | RPM INTERNATIONAL INC | 11,500,000 | $12,809 | 0.2% | $1.11 | — | CONV | 749685AT0 |
| — | JARDEN CORP | 8,932,000 | $12,637 | 0.2% | $1.41 | — | CONV | 471109AH1 |
| — | SHIZUOKA BANK LTD | 11,800,000 | $12,538 | 0.2% | $1.13 | — | CONV | EJ6282960 |
| JPM | JPMorgan Chase & Co | 213,360 | $12,477 | 0.2% | $39.58 | +0.1% | COM | 46625H100 |
| — | LAM RESEARCH CORP | 9,978,000 | $12,160 | 0.2% | $1.11 | — | CONV | 512807AL2 |
| — | TRINITY INDUSTRIES INC | 9,182,000 | $12,146 | 0.2% | $1.17 | — | CONV | 896522AF6 |
| — | SOLARCITY CORP | 10,250,000 | $12,146 | 0.2% | $1.18 | — | CONV | 83416TAA8 |
| — | UNIBAIL-RODAMCO SE | 34,540 | $11,889 | 0.1% | $333.29 | — | CONV | EJ3604083 |
| — | ADIDAS AG | 6,600,000 | $11,859 | 0.1% | $1.66 | — | CONV | EJ0958623 |
| — | PENNYMAC CORP | 12,106,000 | $11,645 | 0.1% | $0.96 | — | CONV | 70932AAA1 |
| — | MERITOR INC | 8,000,000 | $11,578 | 0.1% | $1.45 | — | CONV | 59001KAC4 |
| — | Hornbeck Offshore Services Inc | 234,700 | $11,554 | 0.1% | $49.23 | — | COM | 440543106 |
| — | HEALTH CARE REIT INC | 224,563 | $11,511 | 0.1% | $0.11 | — | PFD CV | 42217K601 |
| — | NEXTERA ENERGY INC | 201,708 | $11,439 | 0.1% | $0.10 | — | PFD CV | 65339F887 |
| — | LAM RESEARCH CORP | 10,060,000 | $11,435 | 0.1% | $1.09 | — | CONV | 512807AJ7 |
| — | MERRIMACK PHARMACEUTI | 10,863,000 | $11,361 | 0.1% | $0.91 | — | CONV | 590328AA8 |
| — | PREMIER OIL FINANCE (JER | 10,250,000 | $11,340 | 0.1% | $1.12 | — | CONV | EJ4170621 |
| — | GREENBRIER COS INC | 9,536,000 | $11,278 | 0.1% | $1.04 | — | CONV | 393657AH4 |
| — | BIOMED REALTY LP | 9,913,000 | $11,187 | 0.1% | $1.21 | — | CONV | 09064AAB7 |
| — | Tiffany & Co | 117,831 | $10,932 | 0.1% | $80.39 | — | COM | 886547108 |
| — | Lennar Corp | 5,930,000 | $10,922 | 0.1% | $1.71 | — | CONV | 526057BE3 |
| — | CROWN CASTLE INTL CORP | 108,660 | $10,907 | 0.1% | $100.38 | — | PFD CV | 228227500 |
| — | KUKA AG | 6,800,000 | $10,887 | 0.1% | $1.51 | — | CONV | EJ5471192 |
| — | TELEFLEX INC | 6,821,000 | $10,768 | 0.1% | $1.38 | — | CONV | 879369AA4 |
| — | SPANSION LLC | 9,000,000 | $10,609 | 0.1% | $1.05 | — | CONV | 84649PAK1 |
| — | FINISAR CORP | 9,895,000 | $10,310 | 0.1% | $1.04 | — | CONV | 31787AAL5 |
| — | VOLKSWAGEN INTL FIN NV | 6,000,000 | $10,248 | 0.1% | $1.50 | — | CONV | EJ4327957 |
| — | RTI INTERNATIONAL METALS | 9,448,000 | $9,979 | 0.1% | $0.95 | — | CONV | 74973WAB3 |
| — | Starwood Hotels & Resorts Worl | 125,000 | $9,931 | 0.1% | $79.45 | — | COM | 85590A401 |
| — | BANK OF KYOTO | 1,039,000,000 | $9,873 | 0.1% | $0.01 | — | CONV | EF9167240 |
| — | FIRST DATA CORPORATION | 8,372,000 | $9,827 | 0.1% | $1.12 | — | CORP | 319963BB9 |
| — | AB INDUSTRIVARDEN | 5,500,000 | $9,638 | 0.1% | $1.71 | — | CONV | EI1074810 |
| — | STARZ LLC/STARZ FIN CORP | 9,187,000 | $9,394 | 0.1% | $1.00 | — | CORP | 85571NAB5 |
| — | SEMICONDUCTOR MANUFACTUR | 9,000,000 | $9,175 | 0.1% | $1.02 | — | CONV | EJ9030366 |
| — | CLEAR CHANNEL COMMUNICAT | 9,000,000 | $9,090 | 0.1% | $1.01 | — | CORP | 184502BG6 |
| INTC | Intel Corp | 350,000 | $9,084 | 0.1% | $17.05 | +5.1% | COM | 458140100 |
| LULU | Lululemon Athletica Inc | 153,000 | $9,032 | 0.1% | $68.85 | -0.3% | COM | 550021109 |
| — | DERWENT LONDON CAPITAL N | 5,400,000 | $8,956 | 0.1% | $1.62 | — | CONV | EJ7611316 |
| — | CLEAR CHANNEL WORLDWIDE | 8,500,000 | $8,936 | 0.1% | $1.05 | — | CORP | 18451QAH1 |
| — | SAGERPAR | 6,300,000 | $8,915 | 0.1% | $1.38 | — | CONV | EJ8597530 |
| — | TUI Travel PLC | 4,400,000 | $8,804 | 0.1% | $1.76 | — | CONV | EH9941087 |
| — | BALFOUR BEATTY FINANCE N | 5,200,000 | $8,795 | 0.1% | $1.69 | — | CONV | EJ9339056 |
| — | TEMASEK FINANCIAL III PR | 11,000,000 | $8,754 | 0.1% | $0.82 | — | CONV | EI8480549 |
| — | HEALTH CARE REIT INC | 7,687,000 | $8,565 | 0.1% | $1.31 | — | CONV | 42217KAR7 |
| — | MISARTE | 35,000 | $8,541 | 0.1% | $242.69 | — | CONV | EI3983604 |
| — | GENERAL CABLE CORP | 7,923,000 | $8,526 | 0.1% | $1.12 | — | CONV | 369300AL2 |
| — | SYNOVUS FINANCIAL CORP | 8,150,000 | $8,415 | 0.1% | $0.99 | — | CORP | 87161CAG0 |
| — | DEUTSCHE POST AG | 4,500,000 | $8,405 | 0.1% | $1.65 | — | CONV | EJ4696336 |
| — | RUBY ASSETS PTE LTD | 9,500,000 | $8,350 | 0.1% | $0.92 | — | CONV | EI1909023 |
| — | ALLY FINANCIAL INC | 8,000,000 | $8,326 | 0.1% | $1.03 | — | CORP | 02005NAM2 |
| — | GABRIEL FINANCE LTD PART | 6,000,000 | $8,257 | 0.1% | $1.38 | — | CONV | EJ9488648 |
| — | Yandex NV | 7,500,000 | $8,252 | 0.1% | $1.10 | — | CONV | 98474TAA5 |
| — | CAESARS ENT RESORT PROP | 8,000,000 | $8,200 | 0.1% | $1.02 | — | CORP | 699742AC6 |
| — | SANDRIDGE ENERGY INC | 76,008 | $8,182 | 0.1% | $0.17 | — | PFD CV | 80007P604 |
| — | INVENSENSE INC | 7,000,000 | $8,170 | 0.1% | $1.17 | — | CONV | 46123DAA4 |
| — | TITAN MACHINERY INC | 9,536,000 | $8,129 | 0.1% | $0.94 | — | CONV | 88830RAB7 |
| — | COLONY FINANCIAL INC | 7,787,000 | $8,091 | 0.1% | $1.03 | — | CONV | 19624RAA4 |
| — | DISH Network Corp | 138,712 | $8,034 | 0.1% | $44.96 | — | COM | 25470M109 |
| — | VIVUS INC | 9,300,000 | $8,027 | 0.1% | $0.89 | — | CONV | 928551AA8 |
| — | INCYTE CORP LTD | 6,560,000 | $8,018 | 0.1% | $1.22 | — | CONV | 45337CAL6 |
| — | KOHL'S CORPORATION | 7,258,000 | $8,011 | 0.1% | $1.11 | — | CORP | 500255AF1 |
| — | SEACOR Holdings Inc | 6,510,000 | $8,009 | 0.1% | $1.23 | — | CONV | 811904AM3 |
| — | M/I HOMES INC | 7,133,000 | $7,986 | 0.1% | $1.04 | — | CONV | 55292PAB1 |
| — | TOPPAN PRINTING CO LTD | 800,000,000 | $7,950 | 0.1% | $0.01 | — | CONV | EJ9719711 |
| — | HCI GROUP INC | 7,500,000 | $7,886 | 0.1% | $1.05 | — | CONV | 40416EAA1 |
| — | IASIS HEALTHCARE/CAP CRP | 7,290,000 | $7,727 | 0.1% | $1.03 | — | CORP | 45072PAD4 |
| — | General Motors Co | 333,909 | $7,720 | 0.1% | $16.48 | — | COM | 37045V126 |
| — | Covanta Holding Corp | 6,490,000 | $7,596 | 0.1% | $1.17 | — | CONV | 22282EAC6 |
| — | US STEEL CORP | 5,669,000 | $7,507 | 0.1% | $1.02 | — | CONV | 912909AH1 |
| — | SHUTTERFLY INC | 7,000,000 | $7,505 | 0.1% | $1.07 | — | CONV | 82568PAA4 |
| — | GAIN CAPITAL HOLDINGS IN | 8,000,000 | $7,426 | 0.1% | $0.93 | — | CONV | 36268WAA8 |
| — | SHIP FINANCE INTL LTD | 7,070,000 | $7,415 | 0.1% | $0.96 | — | CONV | EJ5320514 |
| PLD | Prologis Inc | 200,000 | $7,390 | 0.1% | $26.72 | +0.1% | COM | 74340W103 |
| — | BALOISE HOLDING AG | 6,000,000 | $7,382 | 0.1% | $1.18 | — | CONV | EI0461257 |
| VZ | Verizon Communications Inc | 150,000 | $7,371 | 0.1% | $26.55 | +0.2% | COM | 92343V104 |
| — | PACIRA PHARMACEUTICALS | 3,053,000 | $7,304 | 0.1% | $2.39 | — | CONV | 695127AB6 |
| — | GIANT GREAT LTD | 5,200,000 | $7,251 | 0.1% | $1.28 | — | CONV | EI7269950 |
| — | ETABLIS MAUREL ET PROM | 332,742 | $7,229 | 0.1% | $21.08 | — | CONV | EI3192347 |
| — | ALBANY MOLECULAR RESEARC | 7,750,000 | $7,211 | 0.1% | $0.93 | — | CONV | 012423AA7 |
| CSCO | Cisco Systems Inc | 320,000 | $7,178 | 0.1% | $15.20 | 0.0% | COM | 17275R102 |
| — | ENI SPA | 5,000,000 | $7,106 | 0.1% | $1.42 | — | CONV | EJ4603597 |
| TMUS | T-Mobile US Inc | 209,917 | $7,062 | 0.1% | $24.60 | +7.6% | COM | 872590104 |
| — | CAIXABANK | 5,000,000 | $6,998 | 0.1% | $1.40 | — | CONV | EJ9331491 |
| — | EBARA CORP | 488,000,000 | $6,852 | 0.1% | $0.01 | — | CONV | EJ5625649 |
| — | SBI HOLDINGS INC | 600,000,000 | $6,839 | 0.1% | $0.01 | — | CONV | EJ8897633 |
| — | Iconix Brand Group Inc | 4,950,000 | $6,821 | 0.1% | $1.14 | — | CONV | 451055AE7 |
| — | SIEM INDUSTRIES INC | 6,800,000 | $6,816 | 0.1% | $0.94 | — | CONV | EJ3522178 |
| — | KB HOME | 6,708,000 | $6,736 | 0.1% | $1.03 | — | CONV | 48666KAS8 |
| — | CSG SYSTEMS INTL INC | 4,818,000 | $6,534 | 0.1% | $1.14 | — | CONV | 126349AC3 |
| — | CONCUR TECHNOLOGIES INC | 5,612,000 | $6,529 | 0.1% | $1.02 | — | CONV | 206708AB5 |
| — | INMARSAT PLC | 4,700,000 | $6,391 | 0.1% | $1.31 | — | CONV | EH0348563 |
| — | SERVICESOURCE INTL INC | 6,750,000 | $6,383 | 0.1% | $1.03 | — | CONV | 81763UAA8 |
| — | SUBSEA 7 SA | 6,200,000 | $6,364 | 0.1% | $1.01 | — | CONV | EJ3827213 |
| — | MAIDEN HOLDING LTD | 141,550 | $6,363 | 0.1% | $0.05 | — | PFD CV | EP0449165 |
| — | BUNGE LTD | 58,611 | $6,316 | 0.1% | $0.19 | — | PFD CV | EP0237628 |
| — | AB INDUSTRIVARDEN | 4,250,000 | $6,254 | 0.1% | $1.45 | — | CONV | EI5354531 |
| — | CAESARS ENT RESORT PROP | 6,000,000 | $6,240 | 0.1% | $1.04 | — | CORP | 699742AA0 |
| — | CAP GEMINI SOGETI | 62,000 | $6,163 | 0.1% | $99.40 | — | CONV | EJ8936621 |
| — | Callaway Golf Co | 4,962,000 | $6,137 | 0.1% | $1.12 | — | CONV | 131193AC8 |
| AIG | American International Group I | 120,000 | $6,126 | 0.1% | $36.03 | +5.1% | COM | 026874784 |
| — | YASKAWA ELECTRIC CORP | 415,000,000 | $6,099 | 0.1% | $0.01 | — | CONV | EJ0476774 |
| — | WEYERHAEUSER CO | 108,530 | $6,067 | 0.1% | $0.10 | — | PFD CV | 962166872 |
| — | GREAT PORTLAND ESTATES | 3,400,000 | $5,920 | 0.1% | $1.62 | — | CONV | EJ8158911 |
| — | NIKKISO | 560,000,000 | $5,856 | 0.1% | $0.01 | — | CONV | EJ7590254 |
| — | CELANESE US HOLDINGS LLC | 6,078,000 | $5,820 | 0.1% | $0.98 | — | CORP | 15089QAD6 |
| — | CONWERT IMMO INVEST SE | 3,800,000 | $5,649 | 0.1% | $1.42 | — | CONV | EJ3463803 |
| — | ARES CAPITAL CORP | 5,280,000 | $5,639 | 0.1% | $1.06 | — | CONV | 04010LAG8 |
| — | SIMMONS FOODS INC | 5,293,000 | $5,624 | 0.1% | $1.05 | — | CORP | 828732AA5 |
| — | GOODYEAR TIRE & RUBBER | 84,000 | $5,560 | 0.1% | $66.19 | — | PFD CV | 382550309 |
| — | REGENCY ENERGY PARTNERS | 5,367,000 | $5,541 | 0.1% | $1.01 | — | CORP | 75886AAK4 |
| — | BLACKROCK KELSO CAPITAL | 5,329,000 | $5,490 | 0.1% | $1.01 | — | CONV | 092533AA6 |
| — | INTL CONSOLIDATED AIRLIN | 3,000,000 | $5,488 | 0.1% | $1.61 | — | CONV | EJ6774487 |
| — | CGG | 136,050 | $5,397 | 0.1% | $42.93 | — | CONV | EJ4421362 |
| — | OREXIGEN THERAPEUTICS IN | 5,500,000 | $5,377 | 0.1% | $0.98 | — | CONV | 686164AA2 |
| — | W & T OFFSHORE INC | 5,000,000 | $5,288 | 0.1% | $1.06 | — | CORP | 92922PAC0 |
| — | YAMATO HOLDINGS | 430,000,000 | $5,080 | 0.1% | $0.01 | — | CONV | EI5817172 |
| — | NorthStar Realty Finance Corp | 375,000 | $5,044 | 0.1% | $13.45 | — | COM | 66704R100 |
| — | LIGHTSTREAM RESOURCES | 4,990,000 | $5,040 | 0.1% | $1.00 | — | CORP | 71645AAA7 |
| — | EMC Corp/MA | 200,000 | $5,030 | 0.1% | $25.15 | — | COM | 268648102 |
| — | Tribune Co | 5,000 | $4,981 | 0.1% | $996.20 | — | TERM | 89604BAR9 |
| — | DANAHER CORP | 2,209,000 | $4,959 | 0.1% | $1.84 | — | CONV | 235851AF9 |
| — | VERTELLUS SPECIALTIES | 4,963,000 | $4,851 | 0.1% | $0.91 | — | CORP | 92532JAA0 |
| — | AMG CAPITAL TRUST I | 66,575 | $4,833 | 0.1% | $0.10 | — | PFD CV | 00169X203 |
| — | AGCO CORP | 3,264,000 | $4,752 | 0.1% | $1.25 | — | CONV | 001084AM4 |
| — | PROSPECT CAPITAL CORP | 4,450,000 | $4,699 | 0.1% | $1.04 | — | CONV | 74348TAL6 |
| — | PROSPECT MEDICAL HOLDING | 4,358,000 | $4,674 | 0.1% | $1.05 | — | CORP | 743494AC0 |
| — | TECHNIP | 32,935 | $4,639 | 0.1% | $0.15 | — | CONV | EI9036498 |
| — | CARDTRONICS INC | 4,550,000 | $4,560 | 0.1% | $1.00 | — | CONV | 14161HAF5 |
| — | INGENICO | 52,713 | $4,488 | 0.1% | $77.08 | — | CONV | EI5993247 |
| — | PROSPECT CAPITAL CORP | 4,213,000 | $4,453 | 0.1% | $1.04 | — | CONV | 74348TAK8 |
| — | ALTA MESA HLDGS/FINANC S | 4,150,000 | $4,441 | 0.1% | $1.04 | — | CORP | 021332AC5 |
| — | HCA HOLDINGS INC | 4,000,000 | $4,370 | 0.1% | $1.08 | — | CORP | 40412CAB7 |
| — | CENVEO CORP | 4,340,000 | $4,340 | 0.1% | $0.98 | — | CORP | 15671BAE1 |
| — | ALPHA NATURAL RESOURCES | 4,000,000 | $4,303 | 0.1% | $1.08 | — | CONV | 02076XAF9 |
| — | SPRINT CORP | 4,000,000 | $4,300 | 0.1% | $1.02 | — | CORP | 85207UAB1 |
| — | DERWENT CAP JERSEY LTD | 2,100,000 | $4,230 | 0.1% | $1.81 | — | CONV | EI6826180 |
| — | HALCON RESOURCES CORP | 4,000,000 | $4,165 | 0.1% | $1.04 | — | CORP | 40537QAG5 |
| — | HEXION US FIN/NOVA SCOTI | 4,000,000 | $4,155 | 0.1% | $1.04 | — | CORP | 428303AJ0 |
| — | NEXTERA ENERGY INC | 82,680 | $4,148 | 0.1% | $0.05 | — | PFD CV | 65339F861 |
| — | Takashimaya Co Ltd | 400,000,000 | $4,076 | 0.1% | $0.01 | — | CONV | EJ9574876 |
| — | ROCKWOOD SPECIALTIES GRO | 3,965,000 | $4,049 | 0.1% | $1.01 | — | CORP | 774477AJ2 |
| — | HALCON RESOURCES CORP | 4,000,000 | $4,040 | 0.1% | $1.01 | — | CORP | 40537QAD2 |
| — | Ixia | 301,000 | $4,006 | 0.1% | $13.73 | — | COM | 45071R109 |
| — | NAVIOS MARITIME HLDS/FIN | 3,959,000 | $3,979 | 0.1% | $1.01 | — | CORP | 639365AG0 |
| — | T-MOBILE USA INC | 3,895,000 | $3,963 | 0.0% | $1.02 | — | CORP | 87264AAH8 |
| — | RAYONIER TRS HOLDINGS IN | 2,947,000 | $3,945 | 0.0% | $1.68 | — | CONV | 75508AAC0 |
| LVS | Las Vegas Sands Corp | 50,000 | $3,944 | 0.0% | $50.77 | 0.0% | COM | 517834107 |
| — | RESOURCE CAPITAL CORP | 3,800,000 | $3,817 | 0.0% | $1.00 | — | CONV | 76120WAA2 |
| — | UNITE JERSEY ISSUER LTD | 2,200,000 | $3,754 | 0.0% | $1.71 | — | CONV | EJ8675146 |
| — | TEVA PHARM FIN CO LLC | 3,500,000 | $3,734 | 0.0% | $1.07 | — | CONV | 88163VAE9 |
| — | CHINA OVERS FIN CAYMAN | 2,600,000 | $3,703 | 0.0% | $1.50 | — | CONV | EG3669173 |
| — | ASCENT CAPITAL GROUP INC | 3,422,000 | $3,678 | 0.0% | $1.04 | — | CONV | 043632AA6 |
| — | TAKE-TWO INTERACTIVE SOF | 3,150,000 | $3,641 | 0.0% | $1.10 | — | CONV | 874054AC3 |
| — | Catalyst Paper Corp | 5,756,600 | $3,627 | 0.0% | $0.66 | — | CORP | 14889BAB8 |
| — | TELECOM ITALIA FIN SA | 2,500,000 | $3,613 | 0.0% | $1.45 | — | CONV | EJ9297072 |
| — | SOUTHERN WATER GREENSAND | 1,946,000 | $3,598 | 0.0% | $1.77 | — | CORP | EI6466102 |
| — | ENCORE CAPITAL GROUP INC | 2,829,000 | $3,585 | 0.0% | $0.96 | — | CONV | 292554AE2 |
| — | SEKISUI HOUSE CO | 250,000,000 | $3,496 | 0.0% | $0.01 | — | CONV | EI7181783 |
| PARR | Par Petroleum Corp | 1,500,000 | $3,345 | 0.0% | $21.22 | 0.0% | COM | 69888T207 |
| — | INTERMUNE INC | 2,400,000 | $3,315 | 0.0% | $1.07 | — | CONV | 45884XAF0 |
| — | PLAINS EXPLORATION & PRO | 3,000,000 | $3,305 | 0.0% | $1.09 | — | CORP | 726505AL4 |
| — | NEWMONT MINING CORP | 3,290,000 | $3,287 | 0.0% | $1.01 | — | CONV | 651639AH9 |
| — | HEALTH NET INC | 3,000,000 | $3,233 | 0.0% | $1.04 | — | CORP | 422248AA2 |
| — | Pennon Group PLC | 1,700,000 | $3,206 | 0.0% | $1.79 | — | CONV | EH9250091 |
| — | CHESAPEAKE OIL OP/FIN | 3,000,000 | $3,143 | 0.0% | $1.05 | — | CORP | 165258AB0 |
| BKD | Brookdale Senior Living Inc | 115,394 | $3,136 | 0.0% | $27.72 | 0.0% | COM | 112463104 |
| — | BIOMET INC | 2,957,000 | $3,105 | 0.0% | $1.03 | — | CORP | 090613AJ9 |
| — | SUNEDISON INC | 2,751,000 | $3,082 | 0.0% | $1.12 | — | CONV | 86732YAB5 |
| — | ABC MART | 280,000,000 | $3,078 | 0.0% | $0.01 | — | CONV | EJ5208859 |
| — | CBIZ INC | 2,295,000 | $3,042 | 0.0% | $1.10 | — | CONV | 124805AC6 |
| — | SANDY CREEK ENERGY ASSOCIAT | 3,000 | $3,008 | 0.0% | $1002.67 | — | TERM | 80030FAF9 |
| — | MISUMI GROUP INC. | 2,800,000 | $2,998 | 0.0% | $1.07 | — | CONV | EJ8673521 |
| — | NARA CABLE FUNDING | 2,000,000 | $2,991 | 0.0% | $1.50 | — | CORP | EI4391898 |
| — | EPISTAR CORP | 2,700,000 | $2,968 | 0.0% | $1.10 | — | CONV | EJ7782158 |
| — | NOKIA SIEMENS NETWORKS F | 1,900,000 | $2,847 | 0.0% | $1.50 | — | CORP | EJ6078384 |
| — | TEXAS COMP ELEC HOLD LLC | 4,000 | $2,808 | 0.0% | $702.00 | — | TERM | 90210EAM8 |
| — | VERSO PAPER HLDG LLC/INC | 2,630,000 | $2,788 | 0.0% | $1.04 | — | CORP | 92531XAP7 |
| — | TENET HEALTHCARE CORP | 2,625,000 | $2,740 | 0.0% | $1.02 | — | CORP | 87243QAA4 |
| — | PYRUS LTD | 1,600,000 | $2,671 | 0.0% | $1.37 | — | CONV | EI4223836 |
| — | OVERSEAS SHIPHLDG GROUP | 2,372,000 | $2,639 | 0.0% | $1.01 | — | CORP | 690368AH8 |
| GLPI | Gaming and Leisure Properties | 51,787 | $2,631 | 0.0% | $50.80 | — | COM | 36467J108 |
| — | ALLY FINANCIAL INC | 2,250,000 | $2,621 | 0.0% | $1.15 | — | CORP | 02005NAJ9 |
| — | PROSPECT CAPITAL CORP | 2,459,000 | $2,557 | 0.0% | $1.04 | — | CONV | 74348TAM4 |
| CRM | Salesforce.com Inc | 45,200 | $2,495 | 0.0% | $52.85 | 0.0% | COM | 79466L302 |
| — | NY COMMUNITY CAP TRUST V | 50,446 | $2,468 | 0.0% | $0.10 | — | PFD CV | 64944P307 |
| — | SAMSON INVESTMENT COMPAN | 2,250,000 | $2,453 | 0.0% | $1.05 | — | CORP | 796038AA5 |
| — | TRULIA INC | 2,000,000 | $2,428 | 0.0% | $1.21 | — | CONV | 897888AA1 |
| — | Hertz Global Holdings Inc | 84,569 | $2,420 | 0.0% | $26.55 | — | COM | 42805T105 |
| — | LAND O LAKES CAP TRST I | 2,500,000 | $2,400 | 0.0% | $0.98 | — | CORP | 514665AA6 |
| — | RANGE RESOURCES CORP | 2,320,000 | $2,279 | 0.0% | $0.97 | — | CORP | 75281AAN9 |
| — | CHRYSLER GP/CG CO-ISSUER | 2,000,000 | $2,275 | 0.0% | $1.14 | — | CORP | 17121EAD9 |
| — | HERCULES OFFSHORE INC | 2,030,000 | $2,263 | 0.0% | $1.11 | — | CORP | 427093AG4 |
| — | LAB CORP OF AMER HLDGS | 1,819,000 | $2,230 | 0.0% | $1.34 | — | CONV | 50540RAG7 |
| — | Technip SA | 22,820 | $2,194 | 0.0% | $96.14 | — | COM | 005329973 |
| — | PBF HOLDING CO LLC | 2,000,000 | $2,170 | 0.0% | $1.03 | — | CORP | 69318FAB4 |
| — | EARTHLINK HOLDINGS CORP | 2,175,000 | $2,170 | 0.0% | $1.00 | — | CORP | 270321AE2 |
| — | KRATOS DEFENSE & SEC | 2,000,000 | $2,158 | 0.0% | $1.07 | — | CORP | 50077BAC2 |
| — | REYNOLDS GRP ISS/REYNOLD | 2,000,000 | $2,145 | 0.0% | $1.05 | — | CORP | 761735AL3 |
| — | QEP RESOURCES INC | 2,000,000 | $2,145 | 0.0% | $1.07 | — | CORP | 74733VAA8 |
| — | Sumitomo Mitsui Financial Grou | 41,500 | $2,134 | 0.0% | $48.24 | — | COM | 015774371 |
| — | CHINA OS GRAND OCEAN FIN | 15,000,000 | $2,130 | 0.0% | $0.16 | — | CONV | EJ0948541 |
| — | Alexion Pharmaceuticals Inc | 16,000 | $2,126 | 0.0% | $116.19 | — | COM | 015351109 |
| — | FRESENIUS MED CARE US | 2,000,000 | $2,120 | 0.0% | $1.06 | — | CORP | 35803QAA5 |
| — | VALEANT PHARMACEUTICALS | 2,000,000 | $2,108 | 0.0% | $0.99 | — | CORP | 91829KAA1 |
| — | T-MOBILE USA INC | 2,000,000 | $2,105 | 0.0% | $1.05 | — | CORP | 87264AAD7 |
| — | CORNERSTONE CHEMICAL CO | 2,000,000 | $2,105 | 0.0% | $1.05 | — | CORP | 21925AAB1 |
| — | LSB INDUSTRIES | 2,000,000 | $2,100 | 0.0% | $1.04 | — | CORP | 502160AK0 |
| — | EAGLE ROCK ENER PART/FIN | 1,925,000 | $2,098 | 0.0% | $1.02 | — | CORP | 26985UAB3 |
| — | ENERGY XXI GULF COAST IN | 2,000,000 | $2,085 | 0.0% | $1.04 | — | CORP | 29276KAR2 |
| — | Air France-KLM | 117,600 | $2,076 | 0.0% | $0.02 | — | CONV | EH8739102 |
| — | CARLSON WAGONLIT BV | 2,000,000 | $2,075 | 0.0% | $1.03 | — | CORP | 142812AB2 |
| — | CLAYTON WILLIAMS ENERGY | 2,000,000 | $2,055 | 0.0% | $0.99 | — | CORP | 969490AG6 |
| — | CASELLA WASTE SYSTEMS IN | 2,000,000 | $2,050 | 0.0% | $0.95 | — | CORP | 147448AG9 |
| — | ALLIED SPECIALTY VEHICLE | 2,000,000 | $2,045 | 0.0% | $1.02 | — | CORP | 019517AA9 |
| — | TRONOX FINANCE LLC | 2,000,000 | $2,040 | 0.0% | $0.99 | — | CORP | 897050AB6 |
| — | CHURCHILL DOWNS INC | 2,000,000 | $2,035 | 0.0% | $1.02 | — | CORP | 171484AA6 |
| — | Mitsubishi UFJ Financial Group | 299,800 | $2,034 | 0.0% | $6.37 | — | COM | 012638655 |
| — | TESORO CORP | 2,000,000 | $2,025 | 0.0% | $1.01 | — | CORP | 881609AZ4 |
| MSFT | Microsoft Corp | 54,046 | $2,022 | 0.0% | $27.00 | +11.2% | COM | 594918104 |
| — | TRW AUTOMOTIVE INC | 2,000,000 | $2,020 | 0.0% | $1.00 | — | CORP | 87264MAJ8 |
| — | CLEAN HARBORS INC | 2,000,000 | $2,020 | 0.0% | $0.97 | — | CORP | 184496AL1 |
| — | SPRINT INDUSTRIAL LLC | 2,000 | $2,020 | 0.0% | $1.00 | — | TERM | 85208BAE6 |
| — | APPVION INC | 2,000,000 | $2,020 | 0.0% | $1.01 | — | CORP | 03834LAA7 |
| — | LEVEL 3 COMMUNICATIONS | 1,750,000 | $2,013 | 0.0% | $1.13 | — | CORP | 52729NBT6 |
| — | SORENSON COMMUNICATIONS | 1,985 | $2,012 | 0.0% | $1.00 | — | TERM | BL0958738 |
| — | ALZA CORP | 1,568,000 | $1,981 | 0.0% | $1.20 | — | CONV | 02261WAB5 |
| — | Mizuho Financial Group Inc | 914,600 | $1,979 | 0.0% | $2.16 | — | COM | 016331384 |
| — | SAPPI PAPIER HOLDNG GMBH | 2,000,000 | $1,970 | 0.0% | $0.97 | — | CORP | 803071AA7 |
| — | Equinix Inc | 2,000,000 | $1,955 | 0.0% | $0.98 | — | CORP | 29444UAM8 |
| — | priceline.com Inc | 507,000 | $1,937 | 0.0% | $2.73 | — | CONV | 741503AN6 |
| — | AMERICAN GILSONITE CO | 2,000,000 | $1,920 | 0.0% | $1.05 | — | CORP | 02636PAA0 |
| — | Alon USA Energy Inc | 1,488,000 | $1,901 | 0.0% | $0.99 | — | CONV | 020520AA0 |
| — | FQM AKUBRA INC | 1,750,000 | $1,899 | 0.0% | $1.02 | — | CORP | 457983AC8 |
| — | NIHON UNISYS LTD | 185,000,000 | $1,891 | 0.0% | $0.01 | — | CONV | EJ7063138 |
| — | DANA HOLDING CORP | 1,750,000 | $1,881 | 0.0% | $1.06 | — | CORP | 235825AB2 |
| — | BILL BARRETT CORP | 1,750,000 | $1,881 | 0.0% | $1.03 | — | CORP | 06846NAC8 |
| — | SEAGATE HDD CAYMAN | 2,000,000 | $1,870 | 0.0% | $0.95 | — | CORP | 81180WAG6 |
| — | SANDRIDGE ENERGY INC | 1,745,000 | $1,850 | 0.0% | $0.99 | — | CORP | 80007PAQ2 |
| — | SONY CORPORATION | 100,000,000 | $1,815 | 0.0% | $0.02 | — | CONV | EJ4440941 |
| — | BOISE CASCADE COMPANY | 1,700,000 | $1,789 | 0.0% | $1.01 | — | CORP | 09739DAA8 |
| — | CHINA POWER INTL DEVELOP | 8,100,000 | $1,788 | 0.0% | $0.23 | — | CONV | EI6434571 |
| GS | Goldman Sachs Group Inc/The | 10,000 | $1,773 | 0.0% | $130.68 | 0.0% | COM | 38141G104 |
| — | GOODYEAR TIRE & RUBBER | 1,570,000 | $1,754 | 0.0% | $1.10 | — | CORP | 382550BB6 |
| — | DRILL RIGS HLDS INC | 1,600,000 | $1,728 | 0.0% | $1.00 | — | CORP | 262049AA7 |
| — | Emulex Corp | 240,000 | $1,718 | 0.0% | $7.16 | — | COM | 292475209 |
| — | Celgene Corp | 10,162 | $1,717 | 0.0% | $152.78 | — | COM | 151020104 |
| — | FMG RESOURCES AUG 2006 | 1,525,000 | $1,712 | 0.0% | $1.06 | — | CORP | 30251GAH0 |
| — | ISTAR FINANCIAL INC | 1,243,000 | $1,706 | 0.0% | $1.19 | — | CONV | 45031UBR1 |
| — | ACTIVISION BLIZZARD | 1,625,000 | $1,694 | 0.0% | $1.04 | — | CORP | 00507VAE9 |
| — | WINDSTREAM CORP | 1,650,000 | $1,687 | 0.0% | $1.02 | — | CORP | 97381WAX2 |
| GILD | Gilead Sciences Inc | 22,361 | $1,679 | 0.0% | $48.38 | 0.0% | COM | 375558103 |
| — | ST BARBARA LTD | 2,000,000 | $1,645 | 0.0% | $0.92 | — | CORP | 852278AA8 |
| — | MIDSTATES PETRO INC/LLC | 1,500,000 | $1,631 | 0.0% | $1.09 | — | CORP | 59804VAB1 |
| — | MASTEC INC | 1,725,000 | $1,630 | 0.0% | $0.94 | — | CORP | 576323AN9 |
| TOL | Toll Brothers Inc | 44,000 | $1,628 | 0.0% | $32.93 | +0.7% | COM | 889478103 |
| — | CIT GROUP INC | 1,500,000 | $1,609 | 0.0% | $1.03 | — | CORP | 125581GH5 |
| — | DISPENSING DYNAMICS INTL | 1,500,000 | $1,609 | 0.0% | $1.02 | — | CORP | 25471QAA7 |
| — | SESI LLC | 1,500,000 | $1,601 | 0.0% | $1.03 | — | CORP | 78412FAL8 |
| — | Cubist Pharmaceuticals Inc | 23,200 | $1,598 | 0.0% | $68.88 | — | COM | 229678107 |
| — | OASIS PETROLEUM INC | 1,500,000 | $1,590 | 0.0% | $1.06 | — | CORP | 674215AF5 |
| — | ADT CORP | 1,500,000 | $1,575 | 0.0% | $1.01 | — | CORP | 00101JAJ5 |
| — | CORRECTIONS CORP OF AMER | 1,663,000 | $1,567 | 0.0% | $0.93 | — | CORP | 22025YAP5 |
| — | NAVIOS SA LOGIST/FIN US | 1,450,000 | $1,564 | 0.0% | $1.07 | — | CORP | 63938NAB0 |
| — | ELETSON HOLDINGS | 1,500,000 | $1,538 | 0.0% | $1.03 | — | CORP | 28620QAA1 |
| — | SUBSEA 7 SA | 80,000 | $1,527 | 0.0% | $19.09 | — | COM | 001340262 |
| — | General Motors Co | 273,452 | $1,504 | 0.0% | $4.00 | — | COM | 37045V134 |
| — | MannKind Corp | 674,000 | $1,483 | 0.0% | $2.80 | — | COM | 56400P508 |
| — | MARFRIG HOLDING EUROPE B | 1,500,000 | $1,481 | 0.0% | $1.01 | — | CORP | 56656UAD4 |
| — | CAESARS ENTERTAINMENT OP | 1,500,000 | $1,444 | 0.0% | $0.94 | — | CORP | 12768RAD9 |
| — | STEEL DYNAMICS INC | 1,335,000 | $1,442 | 0.0% | $1.04 | — | CORP | 858119AV2 |
| DAL | Delta Air Lines Inc | 52,079 | $1,431 | 0.0% | $23.32 | 0.0% | COM | 247361702 |
| — | XILINX INC | 895,000 | $1,419 | 0.0% | $1.55 | — | CONV | 983919AD3 |
| — | NEXTERA ENERGY INC | 24,583 | $1,415 | 0.0% | $0.11 | — | PFD CV | 65339F705 |
| — | CHESAPEAKE ENERGY CORP | 1,200 | $1,399 | 0.0% | $1165.83 | — | PFD CV | 165167768 |
| — | NORCELL SWEDEN HOLDING 2 | 900,000 | $1,388 | 0.0% | $1.47 | — | CORP | EI8624492 |
| — | DELL INTERNATIONAL | 1,000 | $1,387 | 0.0% | $1.35 | — | TERM | 24702NAC4 |
| — | KENNEDY-WILSON INC | 1,250,000 | $1,372 | 0.0% | $1.08 | — | CORP | 489399AC9 |
| — | Liberty Global PLC | 15,317 | $1,363 | 0.0% | $86.98 | — | COM | 094506433 |
| — | BREITBURN ENER/BREIT FIN | 1,300,000 | $1,352 | 0.0% | $1.02 | — | CORP | 106777AD7 |
| — | SUNCOKE ENERGY INC | 1,251,000 | $1,348 | 0.0% | $1.04 | — | CORP | 86722AAC7 |
| — | JO-ANN STORES INC | 1,250,000 | $1,308 | 0.0% | $1.02 | — | CORP | 639888AA4 |
| — | DFC GLOBAL CORP | 1,321,000 | $1,277 | 0.0% | $1.03 | — | CONV | 256664AC7 |
| — | Pharmacyclics Inc | 12,000 | $1,269 | 0.0% | $124.73 | — | COM | 716933106 |
| — | Molina Healthcare Inc | 1,056,000 | $1,254 | 0.0% | $1.29 | — | CONV | 60855RAA8 |
| — | NATIONSTAR MORT/CAP CORP | 1,300,000 | $1,238 | 0.0% | $0.96 | — | CORP | 63860UAK6 |
| — | PERMIAN HOLDINGS INC | 1,250,000 | $1,231 | 0.0% | $0.98 | — | CORP | 714239AA8 |
| — | FIRST DATA CORPORATION | 1,147,000 | $1,220 | 0.0% | $1.02 | — | CORP | 319963AY0 |
| — | NAVIOS MARITIME ACQ CORP | 1,150,000 | $1,173 | 0.0% | $1.02 | — | CORP | 63938MAD8 |
| — | ENERGY FUTURE/EFIH FINAN | 982,000 | $1,154 | 0.0% | $1.18 | — | CORP | 29269QAD9 |
| — | JC Penney Co Inc | 124,028 | $1,135 | 0.0% | $9.15 | — | COM | 708160106 |
| — | FORBES ENERGY SERVICES | 1,150,000 | $1,127 | 0.0% | $0.99 | — | CORP | 345143AC5 |
| REGN | Regeneron Pharmaceuticals Inc | 4,000 | $1,101 | 0.0% | $286.03 | 0.0% | COM | 75886F107 |
| — | HEALTHSOUTH CORP | 1,000,000 | $1,096 | 0.0% | $1.08 | — | CORP | 421924BG5 |
| — | INTELSAT LUXEMBOURG SA | 1,000,000 | $1,073 | 0.0% | $1.01 | — | CORP | 458204AK0 |
| — | FANNIE MAE | 121,688 | $1,065 | 0.0% | $7.69 | — | PFD | 313586752 |
| — | TELESAT CANADA/TELESAT L | 1,000,000 | $1,040 | 0.0% | $1.02 | — | CORP | 87952VAJ5 |
| — | NAVIOS MARITIME HLDS/FIN | 1,000,000 | $1,028 | 0.0% | $0.95 | — | CORP | 639365AF2 |
| — | BERLIN PACKAGING LLC | 1,000 | $1,026 | 0.0% | $1.00 | — | TERM | 08511LAL2 |
| — | Caesars Acquisition Co | 85,000 | $1,025 | 0.0% | $12.06 | — | COM | 12768T103 |
| — | TALOS PRODUCTION LLC/FIN | 1,000,000 | $1,023 | 0.0% | $0.95 | — | CORP | 87484JAA8 |
| — | CLEAR CHANNEL COMMUNICAT | 1,000,000 | $1,020 | 0.0% | $0.98 | — | CORP | 184502BL5 |
| — | NEIMAN MARCUS GROUP LTD | 1,000 | $1,016 | 0.0% | $1016.00 | — | TERM | 64021SAB5 |
| — | FIRST DATA CORPORATION | 1,000 | $1,003 | 0.0% | $0.98 | — | TERM | 32007UBB4 |
| — | DISH DBS CORP | 1,000,000 | $1,003 | 0.0% | $0.99 | — | CORP | 25470XAQ8 |
| — | ABC SUPPLY CO INC | 998 | $1,002 | 0.0% | $0.99 | — | TERM | 02474RAB9 |
| — | MILL US ACQUISITION LLC | 998 | $1,002 | 0.0% | $0.99 | — | TERM | 60001PAB3 |
| — | SHINGLE SPRINGS TRIBAL | 993 | $1,000 | 0.0% | $1.00 | — | TERM | 82459FAB6 |
| — | SABRE INC | 998 | $998 | 0.0% | $1.00 | — | TERM | 78571YAT7 |
| — | BRITAX US HOLDINGS | 998 | $993 | 0.0% | $994.99 | — | TERM | BL1129891 |
| — | Premier Oil PLC | 190,400 | $987 | 0.0% | $5.18 | — | COM | 062089695 |
| — | SIX FLAGS ENTERTAINMENT | 1,000,000 | $978 | 0.0% | $0.96 | — | CORP | 83001AAA0 |
| — | CARAUSTAR INDUSTRIES INC | 952 | $955 | 0.0% | $1.01 | — | TERM | 14076CAB9 |
| — | CENVEO CORP | 962,000 | $948 | 0.0% | $0.86 | — | CORP | 15671BAG6 |
| — | OMEGA HLTHCARE INVESTORS | 930,000 | $939 | 0.0% | $1.03 | — | CORP | 681936AZ3 |
| — | Aeropostale Inc | 100,000 | $909 | 0.0% | $9.40 | — | COM | 007865108 |
| — | Equinix Inc | 4,962 | $881 | 0.0% | $181.77 | — | COM | 29444U502 |
| — | DOMINION RESOURCES INC | 15,500 | $843 | 0.0% | $54.39 | — | PFD CV | 25746U885 |
| — | YTL CORP FINANCE LABUAN | 800,000 | $843 | 0.0% | $1.09 | — | CONV | EI1864871 |
| MU | Micron Technology Inc | 38,000 | $827 | 0.0% | $18.97 | 0.0% | COM | 595112103 |
| NOK | Nokia OYJ | 100,928 | $819 | 0.0% | $8.11 | — | COM | 654902204 |
| — | INN OF THE MOUNTAIN GODS | 847,990 | $818 | 0.0% | $0.96 | — | CORP | 45771VAC7 |
| PENN | Penn National Gaming Inc | 56,872 | $815 | 0.0% | $12.46 | +10.3% | COM | 707569109 |
| — | United Technologies Corp | 7,000 | $797 | 0.0% | $113.86 | — | COM | 913017109 |
| — | DUPONT FABROS TECH LP | 750,000 | $774 | 0.0% | $1.03 | — | CORP | 26613TAE0 |
| — | NETFLIX INC | 750,000 | $759 | 0.0% | $1.01 | — | CORP | 64110LAE6 |
| A | Agilent Technologies Inc | 12,471 | $713 | 0.0% | $31.21 | +10.2% | COM | 00846U101 |
| — | LEUCADIA NATL CORP | 520,000 | $694 | 0.0% | $1.30 | — | CONV | 527288AX2 |
| — | CHINA POWER INTL DEVELOP | 3,500,000 | $688 | 0.0% | $0.21 | — | CONV | EJ3302266 |
| — | ULTRAPETROL(BAHAMAS) LTD | 625,000 | $677 | 0.0% | $1.00 | — | CORP | 90400XAE4 |
| — | FUJIFILM Holdings Corp | 23,900 | $676 | 0.0% | $23.93 | — | COM | 001225634 |
| — | Wright Medical Group Inc | 22,000 | $676 | 0.0% | $27.55 | — | COM | 98235T107 |
| — | TESORO LOGISTICS LP/CORP | 650,000 | $665 | 0.0% | $1.00 | — | CORP | 88160QAA1 |
| — | PARKER DRILLING CO | 575,000 | $610 | 0.0% | $1.06 | — | CORP | 701081AT8 |
| — | Coronado Biosciences Inc | 230,500 | $606 | 0.0% | $6.68 | — | COM | 21976U109 |
| LXU | LSB Industries Inc | 14,485 | $594 | 0.0% | $25.89 | 0.0% | COM | 502160104 |
| MGM | MGM Resorts International | 25,000 | $588 | 0.0% | $17.29 | +11.3% | COM | 552953101 |
| — | FXCM Inc | 31,638 | $564 | 0.0% | $17.83 | — | COM | 302693106 |
| — | Medivation Inc | 8,807 | $562 | 0.0% | $63.81 | — | COM | 58501N101 |
| DHI | DR Horton Inc | 24,990 | $558 | 0.0% | $16.97 | 0.0% | COM | 23331A109 |
| — | TEMBEC INDUSTRIES INC | 500,000 | $548 | 0.0% | $1.08 | — | CORP | 87971KAG2 |
| CALY | Callaway Golf Co | 63,956 | $539 | 0.0% | $7.00 | +10.8% | COM | 131193104 |
| — | CLEAR CHANNEL COMMUNICAT | 500,000 | $538 | 0.0% | $1.03 | — | CORP | 184502BN1 |
| — | WINDSTREAM CORP | 500,000 | $530 | 0.0% | $1.04 | — | CORP | 97381WAT1 |
| — | VISHAY INTERTECHNOLOGY | 607,000 | $529 | 0.0% | $0.91 | — | CONV | 928298AJ7 |
| — | CROSSTEX ENERGY LP/CROSS | 500,000 | $526 | 0.0% | $1.06 | — | CORP | 22764LAB9 |
| — | Jones Group Inc/PA | 35,063 | $525 | 0.0% | $15.02 | — | COM | 48020T101 |
| — | FIDELITY & GUARANTY LIFE | 500,000 | $525 | 0.0% | $0.97 | — | CORP | 315786AA1 |
| — | TITAN INTERNATIONAL INC | 500,000 | $521 | 0.0% | $1.01 | — | CORP | 88830MAG7 |
| — | MannKind Corp | 100,000 | $520 | 0.0% | $5.70 | — | COM | 56400P201 |
| — | Ship Finance International Ltd | 31,226 | $511 | 0.0% | $16.36 | — | COM | 019429954 |
| — | NATIONSTAR MORT/CAP CORP | 500,000 | $509 | 0.0% | $1.01 | — | CORP | 63860UAM2 |
| — | SPRINT CORP | 500,000 | $508 | 0.0% | $1.02 | — | CORP | 85207UAG0 |
| — | GENESIS ENERGY LP/GENESI | 500,000 | $506 | 0.0% | $0.98 | — | CORP | 37185LAE2 |
| — | PROSPECT CAPITAL CORP | 478,000 | $503 | 0.0% | $1.07 | — | CONV | 74348TAD4 |
| — | Park24 Co Ltd | 25,800 | $485 | 0.0% | $18.80 | — | COM | 007429126 |
| — | COMMERCIAL METALS CO | 500,000 | $465 | 0.0% | $0.92 | — | CORP | 201723AK9 |
| — | Isis Pharmaceuticals Inc | 11,604 | $462 | 0.0% | $39.81 | — | COM | 464330109 |
| — | BARMINCO FINANCE PTY LTD | 500,000 | $460 | 0.0% | $0.88 | — | CORP | 067687AA1 |
| BYD | Boyd Gaming Corp | 40,000 | $450 | 0.0% | $11.08 | 0.0% | COM | 103304101 |
| — | SWIFT SERVICES HLDGS INC | 400,000 | $445 | 0.0% | $1.10 | — | CORP | 870755AB1 |
| — | CLAYTON WILLIAMS ENERGY | 400,000 | $411 | 0.0% | $0.99 | — | CORP | 969490AE1 |
| — | Vivendi SA | 14,500 | $382 | 0.0% | $23.00 | — | COM | 012182074 |
| CIEN | Ciena Corp | 15,000 | $359 | 0.0% | $23.10 | +3.1% | COM | 171779309 |
| — | EP ENERGY/EP FINANCE INC | 300,000 | $346 | 0.0% | $1.13 | — | CORP | 29977HAB6 |
| — | Spirit Realty Capital Inc | 34,941 | $343 | 0.0% | $17.72 | — | COM | 84860W102 |
| — | HUGHES SATELITE SYSTEMS | 300,000 | $325 | 0.0% | $1.06 | — | CORP | 444454AB8 |
| — | GULFMARK OFFSHORE INC | 310,000 | $312 | 0.0% | $0.99 | — | CORP | 402629AG4 |
| — | Tribune Co | 4,000 | $310 | 0.0% | $56.87 | — | COM | 896047503 |
| — | CACI INTERNATIONAL INC | 215,000 | $288 | 0.0% | $1.20 | — | CONV | 127190AD8 |
| — | MERITAGE HOMES CORP | 252,000 | $284 | 0.0% | $1.10 | — | CONV | 59001AAR3 |
| — | VRINGO IN | 250,000 | $275 | 0.0% | $1.04 | — | COM | 92911N112 |
| — | UNIT CORP | 250,000 | $264 | 0.0% | $1.02 | — | CORP | 909218AB5 |
| — | NATIONSTAR MORT/CAP CORP | 250,000 | $259 | 0.0% | $1.06 | — | CORP | 63860UAH3 |
| — | Sega Sammy Holdings Inc | 10,040 | $255 | 0.0% | $28.76 | — | COM | 020091967 |
| PTEN | Patterson-UTI Energy Inc | 10,000 | $253 | 0.0% | $23.93 | 0.0% | COM | 703481101 |
| — | CUMULUS MEDIA INC | 33,424 | $246 | 0.0% | $3.28 | — | COM | 231082116 |
| — | REGIS CORP | 192,000 | $204 | 0.0% | $1.17 | — | CONV | 758932AA5 |
| — | Amarin Corp PLC | 100,000 | $197 | 0.0% | $6.32 | — | COM | 023111206 |
| — | Daifuku Co Ltd | 15,000 | $191 | 0.0% | $10.80 | — | COM | 002364786 |
| — | Rite Aid Corp | 36,994 | $187 | 0.0% | $4.76 | — | COM | 767754104 |
| — | HOT TOPIC INC | 150,000 | $157 | 0.0% | $1.01 | — | CORP | 441339AA6 |
| — | Tribune Co | 2,000 | $152 | 0.0% | $57.65 | — | COM | 896047115 |
| — | MTR Gaming Group Inc | 28,407 | $147 | 0.0% | $3.35 | — | COM | 553769100 |
| — | LEAR | 742 | $117 | 0.0% | $109.16 | — | COM | 521865113 |
| — | COOPER-STANDARD HOLDING | 4,332 | $93 | 0.0% | $20.94 | — | COM | 21676P111 |
| — | US TREASURY N/B | 88 | $71 | 0.0% | $0.84 | — | GOVT | 912810RB6 |
| — | LUCENT TECH CAP TRUST I | 62 | $62 | 0.0% | $1.94 | — | PFD CV | 549462307 |
| — | LEAR | 5,000,000 | $59 | 0.0% | $0.01 | — | CORP | PPB004AH0 |
| — | LEAR | 4,932,000 | $59 | 0.0% | $0.01 | — | CORP | PP8J05WL7 |
| — | Arrowhead Research Corp | 5,000 | $54 | 0.0% | $10.80 | — | COM | 042797209 |
| — | Campus Crest Communities Inc | 5,000 | $47 | 0.0% | $9.40 | — | COM | 13466Y105 |
| — | SHENGDATECH INC | 2,975,000 | $43 | 0.0% | $0.01 | — | CONV | 823213AD5 |
| — | Navistar International Corp | 1,000 | $38 | 0.0% | $38.00 | — | COM | 63934e108 |
| — | Catalyst Paper Corp | 20,468 | $23 | 0.0% | $1.04 | — | COM | 14889B102 |
| — | LEVEL 3 COMMUNICATIONS | 13,000 | $17 | 0.0% | $1.17 | — | CONV | 52729NBP4 |
| — | ALPHA NATURAL RESOURCES | 14,000 | $14 | 0.0% | $1.00 | — | CONV | 02076XAA0 |
| — | Interpublic Group of Cos Inc/T | 701 | $12 | 0.0% | $10.76 | +2.7% | COM | 460690100 |
| — | TTM TECHNOLOGIES | 8,000 | $8 | 0.0% | $1.01 | — | CONV | 87305RAC3 |
| — | ALCATEL-LUCENT USA INC | 9,000 | $8 | 0.0% | $0.89 | — | CONV | 549463AH0 |
| — | NUVASIVE INC | 7,000 | $7 | 0.0% | $1.00 | — | CONV | 670704AC9 |
| — | ALPHA APPALACHIA HOLDING | 3,000 | $3 | 0.0% | $0.90 | — | CONV | 576203AJ2 |
| — | DENDREON CORP | 4,000 | $3 | 0.0% | $0.75 | — | CONV | 24823QAC1 |
| — | Kawasaki Kisen Kaisha Ltd | 308 | $1 | 0.0% | $3.25 | — | COM | 001226479 |
| — | MTR Gaming Group Inc | 30 | $0 | 0.0% | $1.05 | — | CORP | 553769AL4 |
| — | INN OF THE MOUNTAIN GODS | 310 | $0 | 0.0% | $0.92 | — | CORP | EI5754540 |