CIK: 0001097278 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: May 16, 2014
Total Value ($000): $6,402,940 (7.4% shares, 92.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | YAHOO INC | 112,646,000 | $114,692 | 1.8% | $1.03 | — | CONV | 984332AE6 |
| — | CLEARWIRE COMM/FINANCE | 75,628,000 | $87,730 | 1.4% | $1.11 | — | CONV | 18538TAG4 |
| — | PRICELINE GROUP INC/THE | 59,600,000 | $84,233 | 1.3% | $1.18 | — | CONV | 741503AQ9 |
| — | MICRON TECHNOLOGY INC | 74,638,000 | $81,847 | 1.3% | $0.99 | — | CONV | 595112AY9 |
| — | PROLOGIS LP | 62,646,000 | $73,392 | 1.1% | $1.14 | — | CONV | 74340XAT8 |
| — | GILEAD SCIENCES INC | 23,026,000 | $71,669 | 1.1% | $2.30 | — | CONV | 375558AP8 |
| — | CIENA CORP | 66,418,000 | $67,784 | 1.1% | $1.00 | — | CONV | 171779AE1 |
| — | FOREST CITY ENTERPRISES | 60,405,000 | $67,723 | 1.1% | $1.12 | — | CONV | 345550AP2 |
| — | NVIDIA CORP | 61,061,000 | $66,989 | 1.0% | $1.03 | — | CONV | 67066GAB0 |
| — | DDR CORP | 56,459,000 | $65,299 | 1.0% | $1.16 | — | CONV | 251591AX1 |
| — | ANNALY CAPITAL MGMT | 62,583,000 | $64,199 | 1.0% | $1.02 | — | CONV | 035710AB8 |
| — | NEWMONT MINING CORP | 58,001,000 | $61,632 | 1.0% | $1.08 | — | CONV | 651639AJ5 |
| — | CHESAPEAKE ENERGY CORP | 54,979,000 | $61,595 | 1.0% | $2.12 | — | CONV | 165167776 |
| — | WELLPOINT INC | 41,696,000 | $60,954 | 1.0% | $1.36 | — | CONV | 94973VBG1 |
| — | NOVELLUS SYSTEMS INC | 35,492,000 | $60,467 | 0.9% | $1.55 | — | CONV | 670008AD3 |
| — | LIBERTY INTERACTIVE LLC | 56,354,000 | $59,350 | 0.9% | $1.03 | — | CONV | 530610AB0 |
| — | UNITED TECHNOLOGIES CORP | 835,717 | $55,749 | 0.9% | $2.19 | — | PFD | 913017117 |
| — | UNITED STATES STEEL CORP | 52,465,000 | $52,971 | 0.8% | $1.06 | — | CONV | 912909AE8 |
| — | HERBALIFE LTD | 60,783,000 | $52,793 | 0.8% | $0.87 | — | CONV | 42703MAA1 |
| — | TOLL BROS FINANCE CORP | 49,026,000 | $52,023 | 0.8% | $1.07 | — | CONV | 88947EAM2 |
| — | GOLDCORP INC | 51,344,000 | $51,599 | 0.8% | $1.01 | — | CONV | 380956AB8 |
| — | METLIFE INC | 1,668,971 | $51,204 | 0.8% | $11.32 | — | PFD | 59156R116 |
| — | LIBERTY MEDIA CORP | 52,449,000 | $49,641 | 0.8% | $0.96 | — | CONV | 531229AA0 |
| — | ROYAL GOLD INC | 47,799,000 | $48,973 | 0.8% | $0.92 | — | CONV | 780287AA6 |
| — | ON SEMICONDUCTOR CORP | 39,596,000 | $48,460 | 0.8% | $1.15 | — | CONV | 682189AH8 |
| — | WEBMD HEALTH CORP | 47,962,000 | $48,380 | 0.8% | $0.94 | — | CONV | 94770VAF9 |
| — | COBALT INTL ENERGY INC | 50,561,000 | $47,559 | 0.7% | $1.02 | — | CONV | 19075FAA4 |
| — | SALIX PHARMACEUTICALS LT | 27,834,000 | $46,917 | 0.7% | $1.20 | — | CONV | 795435AE6 |
| — | ENDO HEALTH SOLUTIONS | 19,338,000 | $45,516 | 0.7% | $1.34 | — | CONV | 29264FAB2 |
| — | BANK OF AMERICA CORP | 38,668,000 | $44,244 | 0.7% | $1.14 | — | CONV | 060505682 |
| — | WELLS FARGO & COMPANY | 37,525,000 | $44,017 | 0.7% | $1.17 | — | CONV | 949746804 |
| — | MEDIVATION INC | 30,663,000 | $43,739 | 0.7% | $1.32 | — | CONV | 58501NAA9 |
| — | NUANCE COMMUNICATIONS | 43,247,000 | $43,571 | 0.7% | $1.03 | — | CONV | 67020YAF7 |
| — | WALTER INVESTMENT MGMT | 45,683,000 | $43,074 | 0.7% | $1.00 | — | CONV | 93317WAA0 |
| — | JARDEN CORP | 35,439,000 | $43,058 | 0.7% | $0.99 | — | CONV | 471109AJ7 |
| — | ALEXANDRIA REAL ESTATE E | 1,599,804 | $42,987 | 0.7% | $4.73 | — | PFD | 015271505 |
| — | BIOMARIN PHARMACEUTICAL | 38,429,000 | $42,798 | 0.7% | $1.08 | — | CONV | 09061GAF8 |
| — | KEYCORP | 327,757 | $42,608 | 0.7% | $11.86 | — | PFD | 493267405 |
| — | SANDISK CORP | 38,040,000 | $42,024 | 0.7% | $0.99 | — | CONV | 80004CAE1 |
| — | IXIA | 39,406,000 | $41,591 | 0.6% | $1.16 | — | CONV | 45071RAB5 |
| — | STARWOOD PROPERTY TRUST | 36,111,000 | $41,407 | 0.6% | $1.04 | — | CONV | 85571BAA3 |
| — | VOLCANO CORP | 41,810,000 | $41,373 | 0.6% | $0.93 | — | CONV | 928645AB6 |
| — | BIOMARIN PHARMACEUTICAL | 37,155,000 | $40,718 | 0.6% | $1.07 | — | CONV | 09061GAE1 |
| — | AMG CAPITAL TRUST II | 632,662 | $40,649 | 0.6% | $0.10 | — | PFD | 00170F209 |
| — | INTEL CORP | 29,036,000 | $40,600 | 0.6% | $1.27 | — | CONV | 458140AF7 |
| — | JEFFERIES GROUP LLC | 37,765,000 | $40,133 | 0.6% | $1.06 | — | CONV | 472319AG7 |
| — | AUXILIUM PHARMACEUTICALS | 30,249,000 | $39,776 | 0.6% | $0.98 | — | CONV | 05334DAA5 |
| — | INTEL CORP | 33,422,000 | $39,464 | 0.6% | $1.09 | — | CONV | 458140AD2 |
| — | NATIONAL HEALTH INVESTOR | 38,956,000 | $38,828 | 0.6% | $1.00 | — | CONV | 63633DAE4 |
| — | MGM RESORTS INTL | 26,229,000 | $38,239 | 0.6% | $1.13 | — | CONV | 55303QAE0 |
| — | TTM TECHNOLOGIES INC | 33,956,000 | $37,628 | 0.6% | $1.09 | — | CONV | 87305RAD1 |
| — | SINA CORP | 38,773,000 | $36,997 | 0.6% | $1.02 | — | CONV | 82922RAC7 |
| — | CHESAPEAKE ENERGY CORP | 39,077,000 | $36,892 | 0.6% | $0.89 | — | CONV | 165167CB1 |
| — | RYLAND GROUP | 38,348,000 | $36,413 | 0.6% | $0.92 | — | CONV | 783764AS2 |
| — | NUANCE COMMUNICATIONS | 32,036,000 | $34,399 | 0.5% | $1.16 | — | CONV | 67020YAB6 |
| — | THERAVANCE INC | 26,409,000 | $34,312 | 0.5% | $1.52 | — | CONV | 88338TAB0 |
| — | OMNICARE INC | 33,197,000 | $33,765 | 0.5% | $1.02 | — | CONV | 681904AQ1 |
| — | STONE ENERGY CORP | 27,385,000 | $33,490 | 0.5% | $0.95 | — | CONV | 861642AN6 |
| — | CTRIP.COM INTER LTD. | 33,431,000 | $33,416 | 0.5% | $1.00 | — | CONV | 22943FAC4 |
| — | NAVISTAR INTL CORP | 33,247,000 | $33,055 | 0.5% | $0.99 | — | CONV | 63934EAR9 |
| — | HOLOGIC INC | 28,808,000 | $32,992 | 0.5% | $1.12 | — | CONV | 436440AB7 |
| — | PDL BIOPHARMA INC | 31,167,000 | $32,984 | 0.5% | $1.06 | — | CONV | 69329YAF1 |
| — | FOREST CITY ENTERPRISES | 31,653,000 | $32,965 | 0.5% | $1.02 | — | CONV | 345550AQ0 |
| — | GROUP 1 AUTOMOTIVE INC | 27,186,000 | $32,882 | 0.5% | $1.24 | — | CONV | 398905AE9 |
| — | JARDEN CORP | 33,000,000 | $32,820 | 0.5% | $0.99 | — | CONV | 471109AK4 |
| — | WEBMD HEALTH CORP | 32,000,000 | $32,547 | 0.5% | $1.02 | — | CONV | 94770VAJ1 |
| — | ARES CAPITAL CORP | 30,356,000 | $32,332 | 0.5% | $0.99 | — | CONV | 04010LAK9 |
| — | ASHLAND INC | 32,185,000 | $31,582 | 0.5% | $0.96 | — | CORP | 044209AF1 |
| — | EXTRA SPACE STORAGE LP | 29,703,000 | $31,231 | 0.5% | $0.98 | — | CONV | 30225VAC1 |
| — | TAKE-TWO INTERACTIVE SOF | 25,375,000 | $31,145 | 0.5% | $1.05 | — | CONV | 874054AD1 |
| — | LIBERTY INTERACTIVE LLC | 58,116,000 | $30,997 | 0.5% | $0.52 | — | CONV | 530715AN1 |
| — | CUBIST PHARMACEUTICALS | 26,123,000 | $30,978 | 0.5% | $1.09 | — | CONV | 229678AE7 |
| — | AIR LEASE CORP | 20,382,000 | $30,940 | 0.5% | $1.27 | — | CONV | 00912XAK0 |
| — | GOODRICH PETROLEUM CORP | 30,020,000 | $30,752 | 0.5% | $1.07 | — | CONV | 382410AG3 |
| — | NEWMONT MINING CORP | 30,579,000 | $30,656 | 0.5% | $1.00 | — | CONV | 651639AH9 |
| — | HOST HOTELS & RESORTS LP | 19,708,000 | $30,644 | 0.5% | $1.36 | — | CONV | 44107TAG1 |
| — | HORNBECK OFFSHORE SERV | 26,857,000 | $30,642 | 0.5% | $1.23 | — | CONV | 440543AN6 |
| — | HEALTHSOUTH CORP | 27,083,000 | $29,897 | 0.5% | $1.07 | — | CONV | 421924BL4 |
| — | HOLOGIC INC | 28,935,000 | $29,648 | 0.5% | $0.99 | — | CONV | 436440AC5 |
| — | OWENS-BROCKWAY | 28,763,000 | $29,607 | 0.5% | $1.02 | — | CONV | 69073TAQ6 |
| — | STEEL DYNAMICS INC | 27,243,000 | $29,354 | 0.5% | $1.08 | — | CONV | 858119AP5 |
| — | ARES CAPITAL CORP | 26,681,000 | $28,822 | 0.5% | $1.06 | — | CONV | 04010LAJ2 |
| — | CIENA CORP | 20,294,000 | $28,767 | 0.4% | $1.37 | — | CONV | 171779AK7 |
| — | CHESAPEAKE ENERGY CORP | 25,208,000 | $28,158 | 0.4% | $2.15 | — | CONV | 165167784 |
| — | CENTERPOINT ENERGY INC | 524,094 | $27,603 | 0.4% | $0.09 | — | PFD | 15189T206 |
| — | RYLAND GROUP | 19,282,000 | $27,498 | 0.4% | $1.47 | — | CONV | 783764AQ6 |
| — | COLONY FINANCIAL INC | 26,736,000 | $27,452 | 0.4% | $1.03 | — | CONV | 19624RAB2 |
| — | OMNICARE INC | 25,299,000 | $27,013 | 0.4% | $1.05 | — | CONV | 681904AL2 |
| — | PRICELINE GROUP INC/THE | 22,614,000 | $26,925 | 0.4% | $0.98 | — | CONV | 741503AR7 |
| — | BROADSOFT INC | 25,563,000 | $26,841 | 0.4% | $1.03 | — | CONV | 11133BAB8 |
| — | ELECTRONIC ARTS INC | 22,989,000 | $26,669 | 0.4% | $1.04 | — | CONV | 285512AA7 |
| — | AMERICAN REALTY CAP PROP | 24,822,000 | $26,360 | 0.4% | $1.06 | — | CONV | 02917TAA2 |
| — | TIBCO SOFTWARE INC | 25,994,000 | $26,264 | 0.4% | $0.99 | — | CONV | 88632QAB9 |
| — | CORNERSTONE ONDEMAND INC | 22,435,000 | $25,926 | 0.4% | $1.12 | — | CONV | 21925YAA1 |
| — | LIFEPOINT HOSPITALS INC | 24,493,000 | $25,898 | 0.4% | $1.08 | — | CONV | 53219LAH2 |
| — | RADIAN GROUP INC | 16,750,000 | $25,702 | 0.4% | $1.36 | — | CONV | 750236AN1 |
| — | JDS UNIPHASE CORP | 24,135,000 | $25,682 | 0.4% | $1.06 | — | CONV | 46612JAE1 |
| — | ALLEGHENY TECHNOLOGIES | 25,106,000 | $25,644 | 0.4% | $1.03 | — | CONV | 01741RAD4 |
| — | MOLINA HEALTHCARE INC | 22,611,000 | $25,527 | 0.4% | $1.13 | — | CONV | 60855RAC4 |
| — | XILINX INC | 13,440,000 | $25,231 | 0.4% | $1.46 | — | CONV | 983919AF8 |
| — | MERITOR INC | 24,072,000 | $25,104 | 0.4% | $0.91 | — | CONV | 043353AH4 |
| — | NORTHSTAR REALTY FIN | 14,836,000 | $24,454 | 0.4% | $1.00 | — | CONV | 66705PAC7 |
| — | INTERMUNE INC | 18,951,000 | $24,419 | 0.4% | $0.84 | — | CONV | 45884XAE3 |
| — | FORD MOTOR COMPANY | 13,048,000 | $23,657 | 0.4% | $1.82 | — | CONV | 345370CN8 |
| — | EXELIXIS INC | 26,528,000 | $23,654 | 0.4% | $0.89 | — | CONV | 30161QAC8 |
| — | ENERGY XXI BERMUDA LTD | 23,760,000 | $23,290 | 0.4% | $0.99 | — | CONV | 29274UAA9 |
| — | BEV PACK HLDS LU/ISSUER | 22,000,000 | $22,550 | 0.4% | $1.02 | — | CORP | 08783AAA1 |
| — | FLUIDIGM CORP | 19,598,000 | $22,375 | 0.3% | $1.14 | — | CONV | 34385PAA6 |
| — | HOLOGIC INC | 20,886,000 | $22,174 | 0.3% | $1.04 | — | CONV | 436440AG6 |
| — | PORTFOLIO RECOVERY ASSOC | 18,559,000 | $22,136 | 0.3% | $1.16 | — | CONV | 73640QAA3 |
| — | LIBERTY INTERACTIVE LLC | 17,260,000 | $21,652 | 0.3% | $1.25 | — | CONV | 530610AC8 |
| — | BROOKDALE SENIOR LIVING | 15,909,000 | $21,646 | 0.3% | $1.18 | — | CONV | 112463AA2 |
| — | STANLEY BLACK & DECKER I | 199,611 | $21,454 | 0.3% | $104.11 | — | PFD | 854502804 |
| — | SERVICENOW INC | 19,631,000 | $21,207 | 0.3% | $1.03 | — | CONV | 81762PAA0 |
| — | MICROCHIP TECHNOLOGY INC | 11,397,000 | $21,137 | 0.3% | $1.49 | — | CONV | 595017AB0 |
| — | CHART INDUSTRIES INC | 15,511,000 | $20,878 | 0.3% | $1.54 | — | CONV | 16115QAC4 |
| — | LINEAR TECHNOLOGY CORP | 17,129,000 | $20,451 | 0.3% | $1.06 | — | CONV | 535678AC0 |
| — | EMULEX CORPORATION | 20,247,000 | $20,340 | 0.3% | $0.99 | — | CONV | 292475AE0 |
| — | ARRAY BIO INC | 19,669,000 | $20,318 | 0.3% | $1.12 | — | CONV | 04269XAA3 |
| — | FIRST DATA CORPORATION | 16,888,000 | $20,097 | 0.3% | $1.16 | — | CORP | 319963BB9 |
| — | PROOFPOINT INC | 17,000,000 | $20,076 | 0.3% | $1.08 | — | CONV | 743424AA1 |
| — | EQUINIX INC | 12,332,000 | $20,062 | 0.3% | $1.66 | — | CONV | 29444UAG1 |
| — | SUNEDISON INC | 13,740,000 | $19,987 | 0.3% | $1.13 | — | CONV | 86732YAA7 |
| — | JANUS CAPITAL GROUP INC | 15,887,000 | $19,186 | 0.3% | $1.02 | — | CONV | 47102XAH8 |
| — | REDWOOD TRUST INC | 17,867,000 | $19,166 | 0.3% | $1.00 | — | CONV | 758075AB1 |
| — | WRIGHT MEDICAL GROUP INC | 13,869,000 | $18,812 | 0.3% | $1.29 | — | CONV | 98235TAC1 |
| — | STARWOOD PROPERTY TRUST | 16,415,000 | $18,786 | 0.3% | $1.03 | — | CONV | 85571BAB1 |
| — | B2GOLD CORP | 17,869,000 | $18,695 | 0.3% | $0.92 | — | CONV | 11777QAA8 |
| — | ROCKWOOD SPECIALTIES GRO | 18,009,000 | $18,594 | 0.3% | $1.03 | — | CORP | 774477AJ2 |
| — | FIDELITY NATL FINANCIAL | 11,717,000 | $18,528 | 0.3% | $1.39 | — | CONV | 31620RAE5 |
| — | OLD REPUBLIC INTL CORP | 14,739,000 | $18,275 | 0.3% | $1.14 | — | CONV | 680223AH7 |
| — | NAVISTAR INTL CORP | 18,500,000 | $18,262 | 0.3% | $1.02 | — | CONV | 63934EAP3 |
| — | CUBIST PHARMACEUTICALS | 14,835,000 | $17,948 | 0.3% | $1.15 | — | CONV | 229678AG2 |
| GM | General Motors Co | 508,665 | $17,508 | 0.3% | $28.17 | -2.6% | COM | 37045V100 |
| — | ARES CAPITAL CORP | 16,042,000 | $17,325 | 0.3% | $1.07 | — | CONV | 04010LAD5 |
| — | SOLAZYME INC | 16,000,000 | $17,232 | 0.3% | $1.08 | — | CONV | 83415TAC5 |
| — | CEMEX SAB DE CV | 12,521,000 | $17,226 | 0.3% | $1.26 | — | CONV | 151290BB8 |
| — | YANDEX NV | 18,500,000 | $17,157 | 0.3% | $1.00 | — | CONV | 98474TAA5 |
| — | L-3 COMMS HLDGS INC | 12,650,000 | $16,855 | 0.3% | $1.03 | — | CONV | 502413AW7 |
| — | SALESFORCE.COM INC | 14,771,000 | $16,805 | 0.3% | $1.14 | — | CONV | 79466LAD6 |
| — | ICONIX BRAND GROUP INC | 12,169,000 | $16,636 | 0.3% | $1.37 | — | CONV | 451055AF4 |
| — | SLM CORP | 15,000,000 | $16,350 | 0.3% | $1.09 | — | CORP | 78442FEM6 |
| — | INCYTE CORP LTD | 12,560,000 | $16,069 | 0.3% | $1.25 | — | CONV | 45337CAL6 |
| — | UNITED AIRLINES INC | 6,738,000 | $16,041 | 0.3% | $1.75 | — | CONV | 210795PU8 |
| — | VISHAY INTERTECHNOLOGY | 13,652,000 | $16,039 | 0.3% | $1.08 | — | CONV | 928298AG3 |
| — | OREXIGEN THERAPEUTICS IN | 14,436,000 | $16,031 | 0.3% | $1.06 | — | CONV | 686164AA2 |
| — | WORKDAY INC | 12,282,000 | $15,825 | 0.2% | $1.18 | — | CONV | 98138HAA9 |
| — | ALLSCRIPTS HEALTHCARE SO | 12,509,000 | $15,433 | 0.2% | $1.01 | — | CONV | 01988PAC2 |
| — | FINISAR CORP | 13,227,000 | $15,277 | 0.2% | $1.07 | — | CONV | 31787AAL5 |
| — | VIPSHOP HOLDING LTD | 14,998,000 | $15,274 | 0.2% | $1.02 | — | CONV | 92763WAA1 |
| — | SANDISK CORP | 9,167,000 | $15,081 | 0.2% | $1.34 | — | CONV | 80004CAD3 |
| — | RADIAN GROUP INC | 10,150,000 | $15,078 | 0.2% | $1.26 | — | CONV | 750236AK7 |
| — | REGENCY ENERGY PARTNERS | 14,443,000 | $15,021 | 0.2% | $1.03 | — | CORP | 75886AAK4 |
| — | MYLAN INC | 4,084,000 | $15,010 | 0.2% | $2.38 | — | CONV | 628530AJ6 |
| — | AKAMAI TECHNOLOGIES INC | 15,000,000 | $14,850 | 0.2% | $0.99 | — | CONV | 00971TAF8 |
| — | SYNOVUS FINANCIAL CORP | 14,150,000 | $14,822 | 0.2% | $1.02 | — | CORP | 87161CAG0 |
| — | DOMINION RESOURCES INC | 255,542 | $14,695 | 0.2% | $0.09 | — | PFD | 25746U703 |
| — | SL GREEN OPERATING PARTN | 11,247,000 | $14,692 | 0.2% | $1.21 | — | CONV | 78444FAC0 |
| — | HOMEAWAY INC | 14,335,000 | $14,591 | 0.2% | $1.02 | — | CONV | 43739QAA8 |
| — | STANLEY BLACK & DECKER I | 113,972 | $14,436 | 0.2% | $0.26 | — | PFD | 854502309 |
| — | TRINITY INDUSTRIES INC | 9,020,000 | $14,339 | 0.2% | $1.17 | — | CONV | 896522AF6 |
| — | ARCELORMITTAL | 14,055,000 | $14,122 | 0.2% | $1.02 | — | CONV | 03938LAK0 |
| — | LENNAR CORP | 13,750,000 | $13,991 | 0.2% | $1.02 | — | CORP | 526057BT0 |
| — | OMNICOM GROUP INC | 10,420,000 | $13,835 | 0.2% | $1.21 | — | CONV | 681919AV8 |
| — | MEDICINES COMPANY | 11,215,000 | $13,745 | 0.2% | $1.47 | — | CONV | 584688AC9 |
| — | NEWPARK RESOURCES INC | 10,598,000 | $13,675 | 0.2% | $1.30 | — | CONV | 651718AC2 |
| — | LENNAR CORP | 7,500,000 | $13,386 | 0.2% | $1.81 | — | CONV | 526057BG8 |
| — | HELIX ENERGY SOLUTIONS | 10,801,000 | $13,375 | 0.2% | $1.23 | — | CONV | 42330PAG2 |
| — | BIOMED REALTY LP | 10,894,000 | $13,218 | 0.2% | $1.21 | — | CONV | 09064AAB7 |
| — | ISIS PHARMACEUTICALS INC | 4,857,000 | $13,040 | 0.2% | $1.78 | — | CONV | 464337AG9 |
| — | COLONY FINANCIAL INC | 12,265,000 | $13,030 | 0.2% | $1.04 | — | CONV | 19624RAA4 |
| — | NEXTERA ENERGY INC | 205,033 | $12,594 | 0.2% | $1.10 | — | PFD | 65339F887 |
| — | HEARTWARE INTERNATIONAL | 10,353,000 | $12,554 | 0.2% | $1.24 | — | CONV | 422368AA8 |
| — | RTI INTERNATIONAL METALS | 12,443,000 | $12,226 | 0.2% | $0.96 | — | CONV | 74973WAB3 |
| — | LEAP WIRELESS INTL INC | 12,000,000 | $12,152 | 0.2% | $1.01 | — | CONV | 521863AL4 |
| — | SEACOR HOLDINGS INC | 12,176,000 | $12,014 | 0.2% | $0.99 | — | CONV | 81170YAA7 |
| — | LAM RESEARCH CORP | 9,595,000 | $11,947 | 0.2% | $1.11 | — | CONV | 512807AL2 |
| — | LENNAR CORP | 6,530,000 | $11,932 | 0.2% | $1.72 | — | CONV | 526057BE3 |
| — | PENNYMAC CORP | 12,051,000 | $11,819 | 0.2% | $0.98 | — | CONV | 70932AAB9 |
| — | STARZ LLC/STARZ FIN CORP | 11,302,000 | $11,669 | 0.2% | $1.01 | — | CORP | 85571NAB5 |
| — | EMERALD OIL INC | 11,248,000 | $11,646 | 0.2% | $1.04 | — | CONV | 29101UAA8 |
| — | SPANSION LLC | 8,230,000 | $11,591 | 0.2% | $1.05 | — | CONV | 84649PAK1 |
| — | CLEAR CHANNEL COMMUNICAT | 11,000,000 | $11,550 | 0.2% | $1.04 | — | CORP | 184502BL5 |
| — | DFC GLOBAL CORP | 13,464,000 | $11,491 | 0.2% | $0.92 | — | CONV | 23324TAB3 |
| — | Yahoo! Inc | 318,435 | $11,432 | 0.2% | $40.44 | — | COM | 984332106 |
| — | CHIQUITA BRANDS INTL | 11,281,000 | $11,421 | 0.2% | $1.01 | — | CONV | 170032AT3 |
| — | Hornbeck Offshore Services Inc | 268,900 | $11,243 | 0.2% | $48.29 | — | COM | 440543106 |
| — | UTI WORLDWIDE INC | 10,700,000 | $11,212 | 0.2% | $1.05 | — | CONV | 90349LAA2 |
| — | TELEFLEX INC | 6,131,000 | $10,914 | 0.2% | $1.38 | — | CONV | 879369AA4 |
| — | PROSPECT MEDICAL HOLDING | 9,913,000 | $10,855 | 0.2% | $1.08 | — | CORP | 743494AC0 |
| — | HALCON RESOURCES CORP | 9,516,000 | $9,873 | 0.2% | $1.03 | — | CORP | 40537QAD2 |
| — | CARDTRONICS INC | 9,646,000 | $9,498 | 0.1% | $0.99 | — | CONV | 14161HAF5 |
| — | CEMEX SAB DE CV | 7,692,000 | $9,460 | 0.1% | $1.16 | — | CONV | 151290AV5 |
| — | ENCORE CAPITAL GROUP INC | 9,498,000 | $9,389 | 0.1% | $0.99 | — | CONV | 292554AG7 |
| — | TESLA MOTORS INC | 10,000,000 | $9,235 | 0.1% | $0.92 | — | CONV | 88160RAB7 |
| — | MICRON TECHNOLOGY INC | 4,151,000 | $9,200 | 0.1% | $2.22 | — | CONV | 595112AU7 |
| JPM | JPMorgan Chase & Co | 149,231 | $9,060 | 0.1% | $39.58 | +6.3% | COM | 46625H100 |
| — | ILLUMINA INC | 4,942,000 | $8,985 | 0.1% | $1.08 | — | CONV | 452327AC3 |
| — | MERITOR INC | 5,889,000 | $8,928 | 0.1% | $1.45 | — | CONV | 59001KAC4 |
| LULU | Lululemon Athletica Inc | 160,000 | $8,414 | 0.1% | $68.02 | -26.6% | COM | 550021109 |
| — | ALLY FINANCIAL INC | 8,000,000 | $8,290 | 0.1% | $1.03 | — | CORP | 02005NAM2 |
| — | SEACOR HOLDINGS INC | 6,910,000 | $8,251 | 0.1% | $1.23 | — | CONV | 811904AM3 |
| — | PDL BIO PHARMA INC | 6,000,000 | $8,203 | 0.1% | $1.37 | — | CONV | 69329YAC8 |
| — | TITAN MACHINERY INC | 9,467,000 | $8,067 | 0.1% | $0.94 | — | CONV | 88830RAB7 |
| — | SANDRIDGE ENERGY INC | 75,008,000 | $8,063 | 0.1% | $0.11 | — | CONV | 80007P604 |
| — | RPM INTERNATIONAL INC | 6,911,000 | $7,996 | 0.1% | $1.11 | — | CONV | 749685AT0 |
| — | INTERMUNE INC | 3,000,000 | $7,907 | 0.1% | $1.39 | — | CONV | 45884XAF0 |
| — | GAIN CAPITAL HOLDINGS IN | 6,800,000 | $7,707 | 0.1% | $0.93 | — | CONV | 36268WAA8 |
| — | SHIP FINANCE INTL LTD | 6,850,000 | $7,646 | 0.1% | $0.96 | — | CONV | EJ5320514 |
| — | LSB INDUSTRIES | 7,000,000 | $7,508 | 0.1% | $1.06 | — | CORP | 502160AK0 |
| — | INTL GAME TECHNOLOGY | 7,480,000 | $7,495 | 0.1% | $1.07 | — | CONV | 459902AQ5 |
| — | GENERAL CABLE CORP | 7,421,000 | $7,468 | 0.1% | $1.12 | — | CONV | 369300AL2 |
| — | UNITED STATES STEEL CORP | 5,671,000 | $7,427 | 0.1% | $1.02 | — | CONV | 912909AH1 |
| — | ICONIX BRAND GROUP INC | 5,450,000 | $7,419 | 0.1% | $1.16 | — | CONV | 451055AE7 |
| — | SIMMONS FOODS INC | 6,550,000 | $7,099 | 0.1% | $1.06 | — | CORP | 828732AA5 |
| — | CALLAWAY GOLF CO | 4,977,000 | $7,052 | 0.1% | $1.12 | — | CONV | 131193AC8 |
| — | INVENSENSE INC | 5,500,000 | $7,004 | 0.1% | $1.17 | — | CONV | 46123DAA4 |
| — | EMERGENT BIOSOLUTIONS | 6,398,000 | $6,931 | 0.1% | $1.08 | — | CONV | 29089QAA3 |
| — | Priceline Group Inc/The | 5,651 | $6,735 | 0.1% | $1162.39 | — | COM | 741503403 |
| — | FXCM INC | 6,292,000 | $6,550 | 0.1% | $1.04 | — | CONV | 302693AA4 |
| — | STILLWATER MINING COMPAN | 5,000,000 | $6,479 | 0.1% | $1.30 | — | CONV | 86074QAL6 |
| — | GT ADV TECHNOLOGIES INC | 4,000,000 | $6,466 | 0.1% | $1.62 | — | CONV | 36191UAB2 |
| — | HEALTH CARE REIT INC | 116,052 | $6,444 | 0.1% | $0.11 | — | PFD | 42217K601 |
| VOD | Vodafone Group PLC | 174,176 | $6,411 | 0.1% | $36.81 | — | COM | 92857W308 |
| — | PROSPECT CAPITAL CORP | 5,959,000 | $6,300 | 0.1% | $1.05 | — | CONV | 74348TAM4 |
| — | M/I HOMES INC | 5,806,000 | $6,207 | 0.1% | $1.04 | — | CONV | 55292PAB1 |
| CRM | Salesforce.com Inc | 108,200 | $6,177 | 0.1% | $56.47 | +4.6% | COM | 79466L302 |
| — | CONCUR TECHNOLOGIES INC | 5,272,000 | $6,169 | 0.1% | $1.02 | — | CONV | 206708AB5 |
| — | SPRINT COMMUNICATIONS | 5,000,000 | $6,113 | 0.1% | $1.22 | — | CORP | 852061AK6 |
| — | WEYERHAEUSER CO | 108,530 | $5,916 | 0.1% | $0.10 | — | PFD | 962166872 |
| INTC | Intel Corp | 228,400 | $5,896 | 0.1% | $17.05 | +9.5% | COM | 458140100 |
| — | CAESARS ENT RESORT PROP | 5,500,000 | $5,775 | 0.1% | $1.02 | — | CORP | 699742AC6 |
| — | HEALTH CARE REIT INC | 4,719,000 | $5,604 | 0.1% | $1.31 | — | CONV | 42217KAR7 |
| — | BLACKROCK KELSO CAPITAL | 5,329,000 | $5,575 | 0.1% | $1.05 | — | CONV | 092533AB4 |
| — | RADIO ONE INC | 5,000,000 | $5,300 | 0.1% | $1.06 | — | CORP | 75040PAQ1 |
| — | ENDOLOGIX INC | 5,458,000 | $5,224 | 0.1% | $0.96 | — | CONV | 29266SAA4 |
| — | VECTOR GROUP LTD | 5,000,000 | $5,210 | 0.1% | $1.04 | — | CONV | 92240MBC1 |
| — | KB HOME | 5,056,000 | $5,203 | 0.1% | $1.03 | — | CONV | 48666KAS8 |
| — | NEXTERA ENERGY INC | 94,365,000 | $5,113 | 0.1% | $0.05 | — | CONV | 65339F861 |
| — | LIGHTSTREAM RESOURCES | 5,065,000 | $5,065 | 0.1% | $1.00 | — | CORP | 71645AAA7 |
| — | VERTELLUS SPECIALTIES | 5,010,000 | $5,048 | 0.1% | $0.91 | — | CORP | 92532JAA0 |
| — | ARCELORMITTAL | 207,276 | $4,970 | 0.1% | $0.04 | — | PFD | EP0436352 |
| — | DANAHER CORP | 2,209,000 | $4,818 | 0.1% | $1.84 | — | CONV | 235851AF9 |
| — | Tiffany & Co | 55,500 | $4,781 | 0.1% | $80.39 | — | COM | 886547108 |
| — | BRISTOL-MYERS SQUIBB CO | 3,500,000 | $4,594 | 0.1% | $1.31 | — | CONV | 110122AN8 |
| — | MERRIMACK PHARMACEUTI | 4,534,000 | $4,571 | 0.1% | $0.91 | — | CONV | 590328AA8 |
| — | TESLA MOTORS INC | 5,001,000 | $4,547 | 0.1% | $0.91 | — | CONV | 88160RAC5 |
| — | CENVEO CORP | 4,404,000 | $4,492 | 0.1% | $0.98 | — | CORP | 15671BAE1 |
| — | ALTA MESA HLDGS/FINANC S | 4,150,000 | $4,461 | 0.1% | $1.04 | — | CORP | 021332AC5 |
| — | HCI GROUP INC | 5,000,000 | $4,411 | 0.1% | $1.05 | — | CONV | 40416EAA1 |
| — | HCA HOLDINGS INC | 4,000,000 | $4,410 | 0.1% | $1.08 | — | CORP | 40412CAB7 |
| — | CHRYSLER GP/CG CO-ISSUER | 4,000,000 | $4,380 | 0.1% | $1.09 | — | CORP | 17121EAB3 |
| — | RAYONIER TRS HOLDINGS IN | 2,947,000 | $4,297 | 0.1% | $1.68 | — | CONV | 75508AAC0 |
| — | LAM RESEARCH CORP | 3,696,000 | $4,287 | 0.1% | $1.09 | — | CONV | 512807AJ7 |
| — | DENDREON CORP | 5,595,000 | $4,112 | 0.1% | $0.73 | — | CONV | 24823QAC1 |
| — | RESOURCE CAPITAL CORP | 4,097,000 | $4,079 | 0.1% | $1.00 | — | CONV | 76120WAA2 |
| — | INCYTE CORP LTD | 3,000,000 | $3,828 | 0.1% | $1.28 | — | CONV | 45337CAK8 |
| — | CATALYST PAPER CORP | 4,256,600 | $3,810 | 0.1% | $0.66 | — | CORP | 14889BAB8 |
| — | DOMINION RESOURCES INC | 65,500,000 | $3,783 | 0.1% | $0.07 | — | CONV | 25746U885 |
| — | VIVUS INC | 5,000,000 | $3,781 | 0.1% | $0.89 | — | CONV | 928551AA8 |
| — | CIT GROUP INC | 3,500,000 | $3,763 | 0.1% | $1.08 | — | CORP | 125581GL6 |
| — | Ixia | 301,000 | $3,763 | 0.1% | $13.73 | — | COM | 45071R109 |
| — | PROSPECT CAPITAL CORP | 3,450,000 | $3,685 | 0.1% | $1.04 | — | CONV | 74348TAL6 |
| — | TRIBUNE CO | 3,551,100 | $3,551 | 0.1% | $2.40 | — | TERM | 89604BAR9 |
| — | PROSPECT CAPITAL CORP | 3,213,000 | $3,384 | 0.1% | $1.04 | — | CONV | 74348TAK8 |
| VZ | Verizon Communications Inc | 70,619 | $3,359 | 0.1% | $26.55 | -2.5% | COM | 92343V104 |
| — | JLL/DELTA DUTCH NEWCO BV | 3,250,000 | $3,348 | 0.1% | $1.03 | — | CORP | 46590GAA1 |
| — | PLAINS EXPLORATION & PRO | 3,000,000 | $3,315 | 0.1% | $1.09 | — | CORP | 726505AL4 |
| — | HEALTH NET INC | 3,000,000 | $3,263 | 0.1% | $1.04 | — | CORP | 422248AA2 |
| — | VALEANT PHARMACEUTICALS | 3,000,000 | $3,233 | 0.1% | $1.08 | — | CORP | 91911XAQ7 |
| — | REYNOLDS GRP ISS/REYNOLD | 3,000,000 | $3,210 | 0.1% | $1.06 | — | CORP | 761735AL3 |
| — | BIOMET INC | 2,978,000 | $3,207 | 0.1% | $1.03 | — | CORP | 090613AJ9 |
| — | IASIS HEALTHCARE/CAP CRP | 3,000,000 | $3,203 | 0.1% | $1.03 | — | CORP | 45072PAD4 |
| — | CLEAN HARBORS INC | 3,000,000 | $3,060 | 0.0% | $0.98 | — | CORP | 184496AL1 |
| AIG | American International Group I | 60,000 | $3,001 | 0.0% | $36.03 | +5.1% | COM | 026874784 |
| PARR | Par Petroleum Corp | 150,000 | $2,997 | 0.0% | $21.22 | +1.6% | COM | 69888T207 |
| — | CSG SYSTEMS INTL INC | 2,371,000 | $2,931 | 0.0% | $1.14 | — | CONV | 126349AC3 |
| — | OVERSEAS SHIPHLDG GROUP | 2,426,000 | $2,863 | 0.0% | $1.01 | — | CORP | 690368AH8 |
| TMUS | T-Mobile US Inc | 85,416 | $2,821 | 0.0% | $24.60 | +24.5% | COM | 872590104 |
| — | TENET HEALTHCARE CORP | 2,625,000 | $2,809 | 0.0% | $1.07 | — | CORP | 87243QAB2 |
| — | OASIS PETROLEUM INC | 2,500,000 | $2,706 | 0.0% | $1.07 | — | CORP | 674215AF5 |
| — | ENERGY XXI BERMUDA LTD | 10,000,000 | $2,702 | 0.0% | $0.27 | — | CONV | 29274U309 |
| — | ALLY FINANCIAL INC | 2,250,000 | $2,675 | 0.0% | $1.15 | — | CORP | 02005NAJ9 |
| — | FOREST OIL CORPORATION | 3,000,000 | $2,629 | 0.0% | $0.88 | — | CORP | 346091AZ4 |
| — | NY COMMUNITY CAP TRUST V | 53,446,000 | $2,603 | 0.0% | $0.05 | — | CONV | 64944P307 |
| — | CLAYTON WILLIAMS ENERGY | 2,400,000 | $2,550 | 0.0% | $1.05 | — | CORP | 969490AE1 |
| — | ARES CAPITAL CORP | 2,280,000 | $2,464 | 0.0% | $1.06 | — | CONV | 04010LAG8 |
| — | SAMSON INVESTMENT CO | 2,250,000 | $2,453 | 0.0% | $1.05 | — | CORP | 796038AA5 |
| — | LAND O LAKES CAP TRST I | 2,500,000 | $2,438 | 0.0% | $0.98 | — | CORP | 514665AA6 |
| — | CBIZ INC | 1,795,000 | $2,405 | 0.0% | $1.10 | — | CONV | 124805AC6 |
| — | LAB CORP OF AMER HLDGS | 1,819,000 | $2,397 | 0.0% | $1.34 | — | CONV | 50540RAG7 |
| — | RANGE RESOURCES CORP | 2,320,000 | $2,366 | 0.0% | $0.97 | — | CORP | 75281AAN9 |
| — | FMG RESOURCES AUG 2006 | 2,100,000 | $2,310 | 0.0% | $1.07 | — | CORP | 30251GAH0 |
| — | Celgene Corp | 16,462 | $2,298 | 0.0% | $147.74 | — | COM | 151020104 |
| — | CHRYSLER GP/CG CO-ISSUER | 2,000,000 | $2,263 | 0.0% | $1.14 | — | CORP | 17121EAD9 |
| — | EARTHLINK HOLDINGS CORP | 2,175,000 | $2,262 | 0.0% | $1.00 | — | CORP | 270321AE2 |
| — | CALPINE CORP | 2,000,000 | $2,240 | 0.0% | $1.12 | — | CORP | 131347BY1 |
| — | QEP RESOURCES INC | 2,000,000 | $2,200 | 0.0% | $1.07 | — | CORP | 74733VAA8 |
| — | PBF HOLDING CO LLC | 2,000,000 | $2,170 | 0.0% | $1.03 | — | CORP | 69318FAB4 |
| — | NATIONSTAR MORT/CAP CORP | 2,300,000 | $2,168 | 0.0% | $0.95 | — | CORP | 63860UAK6 |
| — | W & T OFFSHORE INC | 2,000,000 | $2,160 | 0.0% | $1.06 | — | CORP | 92922PAC0 |
| — | HALCON RESOURCES CORP | 2,000,000 | $2,150 | 0.0% | $1.04 | — | CORP | 40537QAG5 |
| — | T-MOBILE USA INC | 2,000,000 | $2,150 | 0.0% | $1.05 | — | CORP | 87264AAD7 |
| — | CARLSON WAGONLIT BV | 2,000,000 | $2,135 | 0.0% | $1.03 | — | CORP | 142812AB2 |
| GLPI | Gaming and Leisure Properties | 58,513 | $2,133 | 0.0% | $49.15 | — | COM | 36467J108 |
| — | ALLIED SPECIALTY VEHICLE | 2,000,000 | $2,130 | 0.0% | $1.02 | — | CORP | 019517AA9 |
| — | FRESENIUS MED CARE US | 2,000,000 | $2,128 | 0.0% | $1.06 | — | CORP | 35803QAA5 |
| — | ALZA CORP | 1,568,000 | $2,125 | 0.0% | $1.20 | — | CONV | 02261WAB5 |
| — | WATERJET HOLDINGS INC | 2,000,000 | $2,120 | 0.0% | $1.06 | — | CORP | 94155UAA7 |
| — | CORNERSTONE CHEMICAL CO | 2,000,000 | $2,120 | 0.0% | $1.05 | — | CORP | 21925AAB1 |
| — | KRATOS DEFENSE & SEC | 2,000,000 | $2,115 | 0.0% | $1.07 | — | CORP | 50077BAC2 |
| — | ENERGY XXI GULF COAST IN | 2,000,000 | $2,095 | 0.0% | $1.04 | — | CORP | 29276KAR2 |
| — | EAGLE ROCK ENER PART/FIN | 1,925,000 | $2,089 | 0.0% | $1.02 | — | CORP | 26985UAB3 |
| — | GUITAR CENTER INC | 2,100,000 | $2,084 | 0.0% | $0.99 | — | CORP | 402040AJ8 |
| — | SAPPI PAPIER HOLDNG GMBH | 2,000,000 | $2,075 | 0.0% | $0.97 | — | CORP | 803071AA7 |
| — | CASELLA WASTE SYSTEMS IN | 2,000,000 | $2,075 | 0.0% | $0.95 | — | CORP | 147448AG9 |
| — | TEXAS COMP ELEC HOLD LLC | 2,860,000 | $2,072 | 0.0% | $1.71 | — | TERM | 90210EAM8 |
| — | TESORO CORP | 2,000,000 | $2,058 | 0.0% | $1.01 | — | CORP | 881609AZ4 |
| — | TRW AUTOMOTIVE INC | 2,000,000 | $2,055 | 0.0% | $1.00 | — | CORP | 87264MAJ8 |
| — | NAVIOS MARITIME HLDS/FIN | 2,000,000 | $2,045 | 0.0% | $1.01 | — | CORP | 639365AG0 |
| — | EQUINIX INC | 2,000,000 | $2,040 | 0.0% | $0.98 | — | CORP | 29444UAM8 |
| — | APPVION INC | 2,000,000 | $2,040 | 0.0% | $1.01 | — | CORP | 03834LAA7 |
| LVS | Las Vegas Sands Corp | 25,000 | $2,019 | 0.0% | $50.77 | +12.2% | COM | 517834107 |
| — | SPRINT INDUSTRIAL LLC | 2,000,000 | $2,015 | 0.0% | $1.01 | — | TERM | 85208BAE6 |
| — | LEVEL 3 COMMUNICATIONS | 1,750,000 | $1,978 | 0.0% | $1.13 | — | CORP | 52729NBT6 |
| — | CELANESE US HOLDINGS LLC | 2,000,000 | $1,970 | 0.0% | $0.98 | — | CORP | 15089QAD6 |
| — | TEVA PHARM FIN CO LLC | 1,500,000 | $1,936 | 0.0% | $1.07 | — | CONV | 88163VAE9 |
| — | DANA HOLDING CORP | 1,750,000 | $1,903 | 0.0% | $1.06 | — | CORP | 235825AB2 |
| — | SANDRIDGE ENERGY INC | 1,745,000 | $1,902 | 0.0% | $0.99 | — | CORP | 80007PAQ2 |
| — | BILL BARRETT CORP | 1,750,000 | $1,897 | 0.0% | $1.03 | — | CORP | 06846NAC8 |
| — | BOISE CASCADE COMPANY | 1,700,000 | $1,823 | 0.0% | $1.01 | — | CORP | 09739DAA8 |
| — | ACTIVISION BLIZZARD | 1,625,000 | $1,769 | 0.0% | $1.04 | — | CORP | 00507VAE9 |
| — | GOODYEAR TIRE & RUBBER | 1,570,000 | $1,749 | 0.0% | $1.10 | — | CORP | 382550BB6 |
| — | WINDSTREAM CORP | 1,650,000 | $1,741 | 0.0% | $1.02 | — | CORP | 97381WAX2 |
| — | MASTEC INC | 1,725,000 | $1,691 | 0.0% | $0.94 | — | CORP | 576323AN9 |
| — | DRILL RIGS HLDS INC | 1,600,000 | $1,668 | 0.0% | $1.00 | — | CORP | 262049AA7 |
| — | Lam Research Corp | 30,150 | $1,658 | 0.0% | $54.99 | — | COM | 512807108 |
| — | ASCENT CAPITAL GROUP INC | 1,638,000 | $1,646 | 0.0% | $1.04 | — | CONV | 043632AA6 |
| — | ST BARBARA LTD | 2,000,000 | $1,640 | 0.0% | $0.92 | — | CORP | 852278AA8 |
| — | DISPENSING DYNAMICS INTL | 1,500,000 | $1,628 | 0.0% | $1.02 | — | CORP | 25471QAA7 |
| — | CORRECTIONS CORP OF AMER | 1,663,000 | $1,605 | 0.0% | $0.93 | — | CORP | 22025YAP5 |
| — | SESI LLC | 1,500,000 | $1,598 | 0.0% | $1.03 | — | CORP | 78412FAL8 |
| — | CIT GROUP INC | 1,500,000 | $1,556 | 0.0% | $1.04 | — | CORP | 125581GQ5 |
| PLD | Prologis Inc | 38,100 | $1,556 | 0.0% | $26.72 | +3.4% | COM | 74340W103 |
| — | NAVIOS SA LOGIST/FIN US | 1,450,000 | $1,552 | 0.0% | $1.07 | — | CORP | 63938NAB0 |
| — | ADT CORP | 1,500,000 | $1,541 | 0.0% | $1.01 | — | CORP | 00101JAJ5 |
| — | CHURCHILL DOWNS INC | 1,500,000 | $1,530 | 0.0% | $1.02 | — | CORP | 171484AA6 |
| — | CABLEVISION SYSTEMS CORP | 1,300,000 | $1,516 | 0.0% | $1.17 | — | CORP | 12686CBA6 |
| — | CONTINENTAL FIN TRUST II | 30,000,000 | $1,513 | 0.0% | $0.05 | — | CONV | 210796306 |
| — | ACCESS MIDSTREAM PARTNER | 1,500,000 | $1,496 | 0.0% | $1.00 | — | CORP | 00434NAB1 |
| — | CARAUSTAR INDUSTRIES INC | 1,448,510 | $1,477 | 0.0% | $1.02 | — | TERM | 14076CAB9 |
| — | STEEL DYNAMICS INC | 1,335,000 | $1,452 | 0.0% | $1.04 | — | CORP | 858119AV2 |
| — | BREITBURN ENER/BREIT FIN | 1,300,000 | $1,407 | 0.0% | $1.02 | — | CORP | 106777AD7 |
| — | JARDEN CORP | 982,000 | $1,366 | 0.0% | $1.41 | — | CONV | 471109AH1 |
| — | KENNEDY-WILSON INC | 1,250,000 | $1,366 | 0.0% | $1.08 | — | CORP | 489399AC9 |
| MSFT | Microsoft Corp | 33,008 | $1,353 | 0.0% | $27.00 | +15.8% | COM | 594918104 |
| — | CHESAPEAKE ENERGY CORP | 1,200,000 | $1,351 | 0.0% | $2.29 | — | CONV | 165167768 |
| — | SUNCOKE ENERGY INC | 1,251,000 | $1,339 | 0.0% | $1.04 | — | CORP | 86722AAC7 |
| — | CAESARS ENTERTAINMENT OP | 1,500,000 | $1,328 | 0.0% | $0.94 | — | CORP | 12768RAD9 |
| — | PERMIAN HOLDINGS INC | 1,250,000 | $1,272 | 0.0% | $0.98 | — | CORP | 714239AA8 |
| TOL | Toll Brothers Inc | 34,000 | $1,221 | 0.0% | $32.93 | +11.8% | COM | 889478103 |
| — | Pharmacyclics Inc | 12,000 | $1,203 | 0.0% | $124.73 | — | COM | 716933106 |
| — | NAVIOS MARITIME ACQ CORP | 1,150,000 | $1,199 | 0.0% | $1.02 | — | CORP | 63938MAD8 |
| TER | Teradyne Inc | 60,000 | $1,193 | 0.0% | $17.80 | 0.0% | COM | 880770102 |
| UAL | United Continental Holdings In | 26,000 | $1,160 | 0.0% | $44.98 | 0.0% | COM | 910047109 |
| — | FORBES ENERGY SERVICES | 1,150,000 | $1,153 | 0.0% | $0.99 | — | CORP | 345143AC5 |
| — | ALBANY MOLECULAR RESEARC | 836,000 | $1,139 | 0.0% | $0.93 | — | CONV | 012423AA7 |
| — | DISH Network Corp | 17,500 | $1,089 | 0.0% | $44.96 | — | COM | 25470M109 |
| — | HEALTHSOUTH CORP | 1,000,000 | $1,083 | 0.0% | $1.08 | — | CORP | 421924BG5 |
| VRTX | Vertex Pharmaceuticals Inc | 15,000 | $1,061 | 0.0% | $79.20 | 0.0% | COM | 92532F100 |
| — | MANNKIND CORP | 674,000 | $1,051 | 0.0% | $2.80 | — | COM | 56400P508 |
| — | BIOSCRIP INC | 1,000,000 | $1,043 | 0.0% | $1.04 | — | CORP | 09069NAD0 |
| — | DISH DBS CORP | 1,000,000 | $1,043 | 0.0% | $0.99 | — | CORP | 25470XAQ8 |
| — | TELESAT CANADA/TELESAT L | 1,000,000 | $1,035 | 0.0% | $1.02 | — | CORP | 87952VAJ5 |
| — | HIG BBC INTERMED/HOLDING | 1,000,000 | $1,028 | 0.0% | $1.03 | — | CORP | 40421XAA2 |
| — | FIRST CASH FINANCIAL SER | 1,000,000 | $1,025 | 0.0% | $1.02 | — | CORP | 31942DAA5 |
| — | FIRST QUANTUM MINERALS L | 1,005,000 | $1,023 | 0.0% | $1.02 | — | CORP | 335934AF2 |
| — | FIRST QUANTUM MINERALS L | 1,005,000 | $1,018 | 0.0% | $1.01 | — | CORP | 335934AD7 |
| — | NAVIOS MARITIME HLDS/FIN | 1,000,000 | $1,010 | 0.0% | $0.95 | — | CORP | 639365AF2 |
| — | SIX FLAGS ENTERTAINMENT | 1,000,000 | $1,008 | 0.0% | $0.96 | — | CORP | 83001AAA0 |
| — | JEFFERIES FIN LLC / JFIN | 1,000,000 | $1,008 | 0.0% | $1.01 | — | CORP | 47232MAB8 |
| — | KENNEDY-WILSON INC | 1,000,000 | $1,000 | 0.0% | $1.00 | — | CORP | 489399AG0 |
| — | SEAGATE HDD CAYMAN | 1,000,000 | $988 | 0.0% | $0.95 | — | CORP | 81180WAG6 |
| — | FANNIE MAE | 94,061 | $986 | 0.0% | $7.69 | — | PFD | 313586752 |
| — | OMEGA HLTHCARE INVESTORS | 930,000 | $977 | 0.0% | $1.03 | — | CORP | 681936AZ3 |
| — | ALPHA NATURAL RESOURCES | 1,000,000 | $963 | 0.0% | $0.96 | — | CORP | 02076XAD4 |
| HALO | Halozyme Therapeutics Inc | 75,000 | $953 | 0.0% | $14.84 | 0.0% | COM | 40637H109 |
| — | TOYS R US DELAWARE INC | 1,000,000 | $923 | 0.0% | $0.92 | — | CORP | 89236NAA6 |
| AAL | American Airlines Group Inc | 25,000 | $915 | 0.0% | $32.09 | 0.0% | COM | 02376R102 |
| — | GENERAL MOTORS CO | 323,452 | $912 | 0.0% | $3.82 | — | COM | 37045V134 |
| — | DUPONT FABROS TECH LP | 750,000 | $793 | 0.0% | $1.03 | — | CORP | 26613TAE0 |
| — | ELETSON HOLDINGS | 750,000 | $791 | 0.0% | $1.03 | — | CORP | 28620QAA1 |
| — | NETFLIX INC | 750,000 | $788 | 0.0% | $1.01 | — | CORP | 64110LAE6 |
| PENN | Penn National Gaming Inc | 58,872 | $725 | 0.0% | $12.46 | -1.0% | COM | 707569109 |
| — | SABRE GLBL INC | 716,400 | $717 | 0.0% | $1.00 | — | TERM | 78571YAT7 |
| — | FIRST DATA CORPORATION | 700,000 | $702 | 0.0% | $1.00 | — | TERM | 32007UBB4 |
| — | Agenus Inc | 220,000 | $697 | 0.0% | $3.17 | — | COM | 00847G705 |
| — | TESORO LOGISTICS LP/CORP | 650,000 | $679 | 0.0% | $1.00 | — | CORP | 88160QAA1 |
| — | APOLLO CMMRL REAL EST FI | 609,000 | $619 | 0.0% | $1.02 | — | CONV | 03762UAA3 |
| — | DFC GLOBAL CORP | 623,000 | $584 | 0.0% | $1.03 | — | CONV | 256664AC7 |
| — | VISHAY INTERTECHNOLOGY | 607,000 | $575 | 0.0% | $0.91 | — | CONV | 928298AJ7 |
| — | CLEAR CHANNEL COMMUNICAT | 500,000 | $556 | 0.0% | $1.03 | — | CORP | 184502BN1 |
| — | TEMBEC INDUSTRIES INC | 500,000 | $546 | 0.0% | $1.08 | — | CORP | 87971KAG2 |
| — | VRINGO INC | 450,000 | $540 | 0.0% | $1.11 | — | COM | 92911N112 |
| — | WINDSTREAM CORP | 500,000 | $538 | 0.0% | $1.04 | — | CORP | 97381WAT1 |
| INCY | Incyte Corp Ltd | 10,000 | $535 | 0.0% | $62.06 | 0.0% | COM | 45337C102 |
| — | CROSSTEX ENERGY LP/CROSS | 500,000 | $524 | 0.0% | $1.06 | — | CORP | 22764LAB9 |
| — | GENESIS ENERGY LP/GENESI | 500,000 | $518 | 0.0% | $0.98 | — | CORP | 37185LAE2 |
| — | AES CORP/VA | 500,000 | $496 | 0.0% | $0.99 | — | CORP | 00130HBU8 |
| — | COMMERCIAL METALS CO | 500,000 | $480 | 0.0% | $0.92 | — | CORP | 201723AK9 |
| — | Coronado Biosciences Inc | 241,000 | $477 | 0.0% | $6.47 | — | COM | 21976U109 |
| — | BARMINCO FINANCE PTY LTD | 500,000 | $460 | 0.0% | $0.88 | — | CORP | 067687AA1 |
| — | SWIFT SERVICES HLDGS INC | 400,000 | $440 | 0.0% | $1.10 | — | CORP | 870755AB1 |
| LXU | LSB Industries Inc | 11,670 | $437 | 0.0% | $25.89 | +4.0% | COM | 502160104 |
| — | CIT Group Inc | 8,716 | $427 | 0.0% | $48.99 | — | COM | 125581801 |
| — | NEXTERA ENERGY INC | 6,387,000 | $403 | 0.0% | $0.06 | — | CONV | 65339F705 |
| — | ISTAR FINANCIAL INC | 283,000 | $399 | 0.0% | $1.19 | — | CONV | 45031UBR1 |
| — | NORTHERN BLIZZARD RESOUR | 375,000 | $386 | 0.0% | $1.03 | — | CORP | 664784AA3 |
| — | Charter Communications Inc | 3,000 | $370 | 0.0% | $123.33 | — | COM | 16117M305 |
| — | CATAMARAN CORP | 360,000 | $365 | 0.0% | $1.01 | — | CORP | 148887AA0 |
| GILD | Gilead Sciences Inc | 5,000 | $354 | 0.0% | $48.38 | +12.6% | COM | 375558103 |
| — | Aeropostale Inc | 70,000 | $351 | 0.0% | $9.40 | — | COM | 007865108 |
| — | HUGHES SATELITE SYSTEMS | 300,000 | $329 | 0.0% | $1.06 | — | CORP | 444454AB8 |
| — | PRICELINE GROUP INC/THE | 84,000 | $329 | 0.0% | $2.73 | — | CONV | 741503AN6 |
| — | GULFMARK OFFSHORE INC | 310,000 | $321 | 0.0% | $0.99 | — | CORP | 402629AG4 |
| — | Tribune Co | 4,000 | $319 | 0.0% | $56.87 | — | COM | 896047503 |
| — | GILEAD SCIENCES INC | 99,000 | $310 | 0.0% | $2.35 | — | CONV | 375558AN3 |
| — | Spirit Realty Capital Inc | 27,541 | $302 | 0.0% | $17.72 | — | COM | 84860W102 |
| — | CACI INTERNATIONAL INC | 216,000 | $291 | 0.0% | $1.20 | — | CONV | 127190AD8 |
| — | CROWN CASTLE INTL CORP | 2,860,000 | $289 | 0.0% | $3.91 | — | CONV | 228227500 |
| — | Caesars Acquisition Co | 20,285 | $288 | 0.0% | $12.06 | — | COM | 12768T103 |
| A | Agilent Technologies Inc | 5,000 | $280 | 0.0% | $31.21 | +19.6% | COM | 00846U101 |
| — | MERITAGE HOMES CORP | 252,000 | $269 | 0.0% | $1.10 | — | CONV | 59001AAR3 |
| — | UNIT CORP | 250,000 | $265 | 0.0% | $1.02 | — | CORP | 909218AB5 |
| — | CUMULUS MEDIA INC-CL A | 38,165 | $261 | 0.0% | $3.72 | — | COM | 231082116 |
| — | Orexigen Therapeutics Inc | 40,000 | $260 | 0.0% | $6.50 | — | COM | 686164104 |
| — | COOPER-STANDARD HOLDING | 4,332 | $191 | 0.0% | $20.94 | — | COM | 21676P111 |
| — | Rite Aid Corp | 29,000 | $182 | 0.0% | $4.76 | — | COM | 767754104 |
| — | REGIS CORP | 176,000 | $181 | 0.0% | $1.17 | — | CONV | 758932AA5 |
| — | Amarin Corp PLC | 100,000 | $181 | 0.0% | $6.32 | — | COM | 023111206 |
| — | TRIBUNE CO/NEW | 2,000 | $161 | 0.0% | $57.65 | — | COM | 896047115 |
| — | Arrowhead Research Corp | 7,500 | $123 | 0.0% | $12.67 | — | COM | 042797209 |
| — | LEAR CORP | 742 | $121 | 0.0% | $109.16 | — | COM | 521865113 |
| — | SHENGDATECH INC | 2,975,000 | $43 | 0.0% | $0.01 | — | CONV | 823213AD5 |