Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	CITRIX SYSTEMS INC	107,452,000	$117M	1.7%	$1.09	—	CONV	177376AC4
—	MICRON TECHNOLOGY INC	86,648,000	$108M	1.6%	$1.02	—	CONV	595112AY9
—	PRICELINE GROUP INC/THE	70,693,000	$97.08M	1.4%	$1.21	—	CONV	741503AQ9
—	YAHOO INC	77,762,000	$80.54M	1.2%	$1.03	—	CONV	984332AE6
—	CLEARWIRE COMM/FINANCE	60,790,000	$69.3M	1.0%	$1.11	—	CONV	18538TAG4
—	BIOMARIN PHARMACEUTICAL	64,416,000	$68.09M	1.0%	$1.06	—	CONV	09061GAE1
—	JARDEN CORP	65,337,000	$67.22M	1.0%	$1.01	—	CONV	471109AK4
—	MGM RESORTS INTL	51,384,000	$66.2M	1.0%	$1.21	—	CONV	55303QAE0
—	GILEAD SCIENCES INC	14,192,000	$66M	1.0%	$2.30	—	CONV	375558AP8
—	JEFFERIES GROUP LLC	60,141,000	$64.19M	1.0%	$1.06	—	CONV	472319AG7
—	CHESAPEAKE ENERGY CORP	52,007	$60.41M	0.9%	$2.12	—	CNV PFD	165167776
—	PROLOGIS LP	56,896,000	$60.41M	0.9%	$1.14	—	CONV	74340XAT8
—	FOREST CITY ENTERPRISES	53,505,000	$60.13M	0.9%	$1.12	—	CONV	345550AP2
—	WELLPOINT INC	35,070,000	$59.33M	0.9%	$1.36	—	CONV	94973VBG1
—	CTRIP.COM INTER LTD.	54,273,000	$58.62M	0.9%	$1.03	—	CONV	22943FAC4
—	LIBERTY MEDIA CORP	56,728,000	$56.89M	0.8%	$0.97	—	CONV	531229AA0
—	ON SEMICONDUCTOR CORP	48,586,000	$56.88M	0.8%	$1.15	—	CONV	682189AH8
—	ROYAL GOLD INC	52,783,000	$55.16M	0.8%	$0.93	—	CONV	780287AA6
—	CUBIST PHARMACEUTICALS	50,656,000	$54.94M	0.8%	$1.08	—	CONV	229678AF4
—	UNITED TECHNOLOGIES CORP	914,352	$54.93M	0.8%	$7.17	—	CNV PFD	913017117
—	CIENA CORP	54,724,000	$54.33M	0.8%	$1.00	—	CONV	171779AE1
—	NOVELLUS SYSTEMS INC	24,341,000	$54.24M	0.8%	$1.55	—	CONV	670008AD3
—	WEBMD HEALTH CORP	52,364,000	$54.13M	0.8%	$0.94	—	CONV	94770VAF9
—	LIBERTY INTERACTIVE LLC	52,160,000	$53.77M	0.8%	$1.03	—	CONV	530610AB0
—	NEWMONT MINING CORP	51,198,000	$52.96M	0.8%	$1.08	—	CONV	651639AJ5
—	CENTERPOINT ENERGY INC	846,723,000	$52.84M	0.8%	$0.06	—	CONV	15189T206
—	AKAMAI TECHNOLOGIES INC	51,576,000	$52.77M	0.8%	$1.01	—	CONV	00971TAF8
—	PRICELINE GROUP INC/THE	45,543,000	$51.69M	0.8%	$1.13	—	CONV	741503AS5
—	ANNALY CAPITAL MGMT	50,705,000	$51.4M	0.8%	$1.02	—	CONV	035710AB8
—	SALIX PHARMACEUTICALS LT	20,230,000	$51.24M	0.8%	$1.20	—	CONV	795435AE6
—	Bank of America Corp	43,652	$51.08M	0.8%	$1.14	—	CNV PFD	060505682
—	DDR CORP	43,737,000	$49.97M	0.7%	$1.16	—	CONV	251591AX1
—	WELLS FARGO & COMPANY	41,378	$49.86M	0.7%	$1.17	—	CNV PFD	949746804
—	COLONY FINANCIAL INC	49,574,000	$49.36M	0.7%	$1.01	—	CONV	19624RAB2
—	LIVE NATION ENTERTAINMEN	46,988,000	$49.23M	0.7%	$1.05	—	CONV	538034AH2
—	TOLL BROS FINANCE CORP	46,678,000	$48M	0.7%	$1.07	—	CONV	88947EAM2
—	FIDELITY NATL FINANCIAL	28,650,000	$46.89M	0.7%	$1.54	—	CONV	31620RAE5
—	INTEL CORP	27,529,000	$46.19M	0.7%	$1.27	—	CONV	458140AF7
—	CORNERSTONE ONDEMAND INC	44,091,000	$45.45M	0.7%	$1.03	—	CONV	21925YAB9
—	ALEXANDRIA REAL ESTATE E	1,667,888	$45.39M	0.7%	$5.64	—	CNV PFD	015271505
—	JDS UNIPHASE CORP	42,741,000	$43.8M	0.7%	$1.02	—	CONV	46612JAF8
—	ARES CAPITAL CORP	41,897,000	$43.23M	0.6%	$1.03	—	CONV	04010LAM5
—	ILLUMINA INC	40,203,000	$42.31M	0.6%	$1.05	—	CONV	452327AE9
—	KEYCORP	320,332	$42.17M	0.6%	$11.86	—	CNV PFD	493267405
—	STARWOOD PROPERTY TRUST	38,440,000	$41.83M	0.6%	$1.04	—	CONV	85571BAA3
—	OMNICARE INC	36,516,000	$40.66M	0.6%	$1.03	—	CONV	681904AQ1
—	SINA CORP	43,443,000	$40.26M	0.6%	$1.01	—	CONV	82922RAC7
—	BIOMARIN PHARMACEUTICAL	35,763,000	$38.87M	0.6%	$1.08	—	CONV	09061GAF8
—	TWITTER INC	39,000,000	$38.85M	0.6%	$1.00	—	CONV	90184LAA0
—	TTM TECHNOLOGIES INC	38,318,000	$38.69M	0.6%	$1.08	—	CONV	87305RAD1
—	RYLAND GROUP	41,354,000	$38.6M	0.6%	$0.92	—	CONV	783764AS2
—	NATIONAL HEALTH INVESTOR	38,967,000	$38.51M	0.6%	$1.00	—	CONV	63633DAE4
—	OMNICARE INC	36,681,000	$38.41M	0.6%	$1.05	—	CONV	681904AL2
—	STONE ENERGY CORP	35,882,000	$38.17M	0.6%	$0.98	—	CONV	861642AN6
—	HOLOGIC INC	35,629,000	$37.7M	0.6%	$1.00	—	CONV	436440AC5
—	FINISAR CORP	39,491,000	$37.69M	0.6%	$0.99	—	CONV	31787AAL5
—	FOREST CITY ENTERPRISES	35,467,000	$37.26M	0.6%	$1.05	—	CONV	345550AR8
—	TYSON FOODS INC	741,259	$36.8M	0.5%	$49.64	—	CNV PFD	902494301
—	INTEL CORP	28,734,000	$36.67M	0.5%	$1.09	—	CONV	458140AD2
—	JAZZ INVESTMENTS I LTD	32,500,000	$36.55M	0.5%	$1.12	—	CONV	472145AA9
—	HORNBECK OFFSHORE SERV	34,293,000	$36.43M	0.5%	$1.20	—	CONV	440543AN6
—	LIBERTY INTERACTIVE LLC	26,161,000	$36.42M	0.5%	$1.30	—	CONV	530610AC8
—	SUNEDISON INC	35,886,000	$36.36M	0.5%	$1.01	—	CONV	86732YAE9
—	RADIAN GROUP INC	24,581,000	$36.11M	0.5%	$1.40	—	CONV	750236AN1
—	TIBCO SOFTWARE INC	35,554,000	$35.59M	0.5%	$0.99	—	CONV	88632QAB9
—	HEALTHSOUTH CORP	31,698,000	$35.53M	0.5%	$1.08	—	CONV	421924BL4
—	NETSUITE INC	33,526,000	$34.94M	0.5%	$1.04	—	CONV	64118QAB3
—	SANDISK CORP	28,513,000	$34.91M	0.5%	$0.99	—	CONV	80004CAE1
—	STARWOOD PROPERTY TRUST	31,337,000	$34.57M	0.5%	$1.06	—	CONV	85571BAB1
—	SALESFORCE.COM INC	30,451,000	$34.37M	0.5%	$1.13	—	CONV	79466LAD6
—	AIR LEASE CORP	24,179,000	$34.21M	0.5%	$1.29	—	CONV	00912XAK0
—	OWENS-BROCKWAY	33,790,000	$34.18M	0.5%	$1.02	—	CONV	69073TAQ6
—	AMG CAPITAL TRUST II	526,850	$34.02M	0.5%	$0.10	—	CNV PFD	00170F209
—	XILINX INC	22,080,000	$33.93M	0.5%	$1.49	—	CONV	983919AF8
—	MOLINA HEALTHCARE INC	32,500,000	$33.54M	0.5%	$1.03	—	CONV	60855RAE0
—	ILLUMINA INC	30,510,000	$32.91M	0.5%	$1.08	—	CONV	452327AG4
—	VOLCANO CORP	37,279,000	$32.89M	0.5%	$0.93	—	CONV	928645AB6
—	NVIDIA CORP	29,004,000	$32.37M	0.5%	$1.03	—	CONV	67066GAB0
—	CHESAPEAKE ENERGY CORP	33,470,000	$32.01M	0.5%	$0.89	—	CONV	165167CB1
—	LIBERTY INTERACTIVE LLC	58,061,000	$31.98M	0.5%	$0.52	—	CONV	530715AN1
—	JARDEN CORP	26,114,000	$31.37M	0.5%	$1.20	—	CONV	471109AL2
—	B2GOLD CORP	31,420,000	$30.61M	0.5%	$0.97	—	CONV	11777QAB6
—	HOST HOTELS & RESORTS LP	18,219,000	$30.52M	0.5%	$1.36	—	CONV	44107TAG1
—	COBALT INTL ENERGY INC	35,520,000	$30.33M	0.5%	$1.02	—	CONV	19075FAA4
—	PRICELINE GROUP INC/THE	31,565,000	$30.11M	0.4%	$0.95	—	CONV	741503AT3
—	HOLOGIC INC	27,620,000	$30.07M	0.4%	$1.05	—	CONV	436440AG6
—	MEDIVATION INC	14,669,000	$29.63M	0.4%	$1.32	—	CONV	58501NAA9
—	CHESAPEAKE ENERGY CORP	25,699	$29.41M	0.4%	$2.15	—	CNV PFD	165167784
—	MACQUARIE INFRASTRUCTURE	25,700,000	$28.7M	0.4%	$1.12	—	CONV	55608BAA3
—	RTI INTERNATIONAL METALS	28,351,000	$28.01M	0.4%	$0.97	—	CONV	74973WAB3
—	CIENA CORP	21,936,000	$27.81M	0.4%	$1.36	—	CONV	171779AK7
—	TAKE-TWO INTERACTIVE SOF	21,664,000	$27.26M	0.4%	$1.05	—	CONV	874054AD1
—	PDL BIOPHARMA INC	26,325,000	$26.51M	0.4%	$1.06	—	CONV	69329YAF1
—	GOODRICH PETROLEUM CORP	24,394,000	$26.45M	0.4%	$1.07	—	CONV	382410AG3
—	PROOFPOINT INC	21,571,000	$26.21M	0.4%	$1.11	—	CONV	743424AA1
—	METLIFE INC	816,370	$26.18M	0.4%	$11.32	—	CNV PFD	59156R116
—	CUBIST PHARMACEUTICALS	23,218,000	$25.91M	0.4%	$1.12	—	CONV	229678AH0
—	MYLAN INC	7,134,000	$25.4M	0.4%	$2.89	—	CONV	628530AJ6
—	DOMINION RESOURCES INC	500,500	$25.39M	0.4%	$50.74	—	CNV PFD	25746U869
—	NAVISTAR INTL CORP	24,194,000	$25.38M	0.4%	$0.99	—	CONV	63934EAR9
—	NEXTERA ENERGY INC	401,633	$24.34M	0.4%	$30.23	—	CNV PFD	65339F887
—	FORD MOTOR COMPANY	12,547,000	$24.28M	0.4%	$1.82	—	CONV	345370CN8
—	NORTHSTAR REALTY FIN	12,358,000	$24.23M	0.4%	$1.00	—	CONV	66705PAC7
—	AMERICAN TOWER CORP	219,300	$23.71M	0.4%	$108.13	—	CNV PFD	03027X308
—	SERVICENOW INC	21,645,000	$23.69M	0.4%	$1.04	—	CONV	81762PAA0
—	ASHLAND INC	23,591,000	$23.47M	0.4%	$0.96	—	CORP	044209AF1
—	STANLEY BLACK & DECKER I	199,636	$23.22M	0.3%	$104.11	—	CNV PFD	854502804
—	SEACOR HOLDINGS INC	24,682,000	$22.98M	0.3%	$0.96	—	CONV	81170YAA7
—	PORTFOLIO RECOVERY ASSOC	20,256,000	$22.81M	0.3%	$1.15	—	CONV	73640QAA3
—	RYLAND GROUP	17,435,000	$22.8M	0.3%	$1.47	—	CONV	783764AQ6
—	MEDIDATA SOLUTIONS INC	20,544,000	$22.62M	0.3%	$1.10	—	CONV	58471AAB1
—	MICROCHIP TECHNOLOGY INC	11,920,000	$22.61M	0.3%	$1.51	—	CONV	595017AB0
—	BROADSOFT INC	22,444,000	$22.39M	0.3%	$1.03	—	CONV	11133BAB8
—	ICONIX BRAND GROUP INC	16,570,000	$22.06M	0.3%	$1.36	—	CONV	451055AF4
—	TWITTER INC	22,000,000	$22.06M	0.3%	$1.00	—	CONV	90184LAC6
—	THERAVANCE INC	22,267,000	$21.93M	0.3%	$1.52	—	CONV	88338TAB0
—	ENERGY XXI BERMUDA LTD	25,765,000	$21.69M	0.3%	$0.98	—	CONV	29274UAA9
—	REDWOOD TRUST INC	21,171,000	$21.36M	0.3%	$1.00	—	CONV	758075AB1
—	FLUIDIGM CORP	23,058,000	$21.29M	0.3%	$1.11	—	CONV	34385PAA6
—	OLD REPUBLIC INTL CORP	17,849,000	$20.98M	0.3%	$1.15	—	CONV	680223AH7
—	LAM RESEARCH CORP	16,227,000	$20.91M	0.3%	$1.24	—	CONV	512807AJ7
—	ARES CAPITAL CORP	19,519,000	$20.22M	0.3%	$1.06	—	CONV	04010LAJ2
—	MOLINA HEALTHCARE INC	16,219,000	$19.96M	0.3%	$1.13	—	CONV	60855RAC4
—	BROOKDALE SENIOR LIVING	15,208,000	$19.94M	0.3%	$1.18	—	CONV	112463AA2
—	SPANSION LLC	11,015,000	$19.65M	0.3%	$1.78	—	CONV	84649PAL9
—	OREXIGEN THERAPEUTICS IN	20,622,000	$19.33M	0.3%	$1.02	—	CONV	686164AA2
—	CHIQUITA BRANDS INTL	18,542,000	$18.59M	0.3%	$1.01	—	CONV	170032AT3
—	CONTINENTAL FIN TRUST II	370,178	$18.35M	0.3%	$0.05	—	CNV PFD	210796306
—	STANLEY BLACK & DECKER I	131,935	$18.09M	0.3%	$18.90	—	CNV PFD	854502309
—	TESLA MOTORS INC	17,938,000	$17.76M	0.3%	$0.97	—	CONV	88160RAC5
—	AUXILIUM PHARMACEUTICALS	12,877,000	$17.51M	0.3%	$0.98	—	CONV	05334DAA5
—	QIHOO 360 TECH CO LTD	18,700,000	$17.38M	0.3%	$0.93	—	CONV	74734MAD1
—	SEACOR HOLDINGS INC	15,858,000	$17.36M	0.3%	$1.15	—	CONV	811904AM3
—	STARZ LLC/STARZ FIN CORP	16,987,000	$17.35M	0.3%	$1.01	—	CORP	85571NAB5
—	IHEARTCOMMUNICATIONS INC	16,500,000	$16.91M	0.3%	$1.04	—	CORP	184502BL5
—	INCYTE CORP LTD	13,740,000	$16.68M	0.2%	$1.25	—	CONV	45337CAL6
—	WRIGHT MEDICAL GROUP INC	12,097,000	$16.67M	0.2%	$1.29	—	CONV	98235TAC1
—	ARRAY BIO INC	18,374,000	$16.62M	0.2%	$1.12	—	CONV	04269XAA3
—	PENN VIRGINIA CORP	164,300	$16.54M	0.2%	$100.65	—	CNV PFD	707882403
—	EXTRA SPACE STORAGE LP	15,808,000	$16.52M	0.2%	$0.98	—	CONV	30225VAC1
—	HELIX ENERGY SOLUTIONS	13,191,000	$16.51M	0.2%	$1.24	—	CONV	42330PAG2
—	VISHAY INTERTECHNOLOGY	13,702,000	$16.3M	0.2%	$1.08	—	CONV	928298AG3
—	MERITOR INC	15,021,000	$15.9M	0.2%	$0.91	—	CONV	043353AH4
—	MERITOR INC	9,980,000	$15.79M	0.2%	$1.50	—	CONV	59001KAC4
—	SPIRIT REALTY CAPITAL IN	15,864,000	$15.74M	0.2%	$0.99	—	CONV	84860WAB8
—	CHART INDUSTRIES INC	13,211,000	$15.47M	0.2%	$1.54	—	CONV	16115QAC4
—	QIHOO 360 TECH CO LTD	16,500,000	$15.41M	0.2%	$0.93	—	CONV	74734MAC3
—	NEWPARK RESOURCES INC	11,396,000	$15.4M	0.2%	$1.31	—	CONV	651718AC2
—	PENN VIRGINIA CORP	14,100,000	$15.37M	0.2%	$1.09	—	CORP	707882AE6
—	DEPOMED INC	14,500,000	$15.17M	0.2%	$1.05	—	CONV	249908AA2
—	FIRST DATA CORPORATION	12,762,050	$15.04M	0.2%	$1.18	—	CORP	319963BL7
—	ALCOA INC	300,000	$15.03M	0.2%	$50.10	—	CNV PFD	013817309
—	ELEMENT FINANCIAL CORP	14,494,000	$15M	0.2%	$1.03	—	CONV	286181AA0
—	VERINT SYSTEMS INC	13,500,000	$14.69M	0.2%	$1.09	—	CONV	92343XAA8
—	DOMINION RESOURCES INC	255,542	$14.66M	0.2%	$0.09	—	CNV PFD	25746U703
—	J2 GLOBAL COMMUNICATIONS	14,100,000	$14.37M	0.2%	$1.02	—	CONV	48123VAC6
—	WEBMD HEALTH CORP	13,180,000	$14M	0.2%	$1.02	—	CONV	94770VAJ1
—	EMULEX CORPORATION	15,600,000	$13.99M	0.2%	$0.99	—	CONV	292475AE0
—	SOTHEBY'S	14,500,000	$13.99M	0.2%	$0.97	—	CORP	835898AF4
—	HOLOGIC INC	11,763,000	$13.99M	0.2%	$1.12	—	CONV	436440AB7
—	HALCON RESOURCES CORP	13,500,000	$13.84M	0.2%	$1.03	—	CORP	40537QAD2
—	TRINITY INDUSTRIES INC	6,613,000	$13.7M	0.2%	$1.17	—	CONV	896522AF6
—	UNITED STATES STEEL CORP	7,304,000	$13.49M	0.2%	$1.20	—	CONV	912909AH1
—	ENCORE CAPITAL GROUP INC	13,401,000	$13.26M	0.2%	$0.99	—	CONV	292554AG7
—	TELEFLEX INC	7,411,000	$13.24M	0.2%	$1.45	—	CONV	879369AA4
—	SOLAZYME INC	13,608,000	$12.79M	0.2%	$1.08	—	CONV	83415TAC5
—	COLONY FINANCIAL INC	12,169,000	$12.64M	0.2%	$1.04	—	CONV	19624RAA4
—	PENNYMAC CORP	12,551,000	$12.42M	0.2%	$0.98	—	CONV	70932AAB9
—	SYNOVUS FINANCIAL CORP	12,012,000	$12.4M	0.2%	$1.02	—	CORP	87161CAG0
—	LENNAR CORP	6,530,000	$12.18M	0.2%	$1.72	—	CONV	526057BE3
GM	General Motors Co	357,440	$12.13M	0.2%	$28.17	-6.7%	COM	37045V100
—	SPIRIT REALTY CAPITAL IN	12,104,000	$11.92M	0.2%	$0.99	—	CONV	84860WAA0
—	UTI WORLDWIDE INC	10,800,000	$11.86M	0.2%	$1.05	—	CONV	90349LAA2
—	VIPSHOP HOLDING LTD	9,156,000	$11.56M	0.2%	$1.02	—	CONV	92763WAA1
—	UNITED AIRLINES INC	4,392,000	$11.48M	0.2%	$1.75	—	CONV	210795PU8
—	JARDEN CORP	8,077,000	$11.32M	0.2%	$1.40	—	CONV	471109AH1
—	MERCADOLIBRE INC	10,000,000	$11.13M	0.2%	$1.11	—	CONV	58733RAA0
—	ALTICE SA	10,500,000	$11.06M	0.2%	$1.05	—	CORP	02154VAA9
—	SL GREEN OPERATING PARTN	8,247,000	$11.02M	0.2%	$1.21	—	CONV	78444FAC0
—	GENERAL CABLE CORP	13,032,000	$10.96M	0.2%	$1.00	—	CONV	369300AL2
—	PROSPECT CAPITAL CORP	11,147,000	$10.85M	0.2%	$0.97	—	CONV	74348TAP7
—	ALLSCRIPTS HEALTHCARE SO	10,246,000	$10.83M	0.2%	$1.06	—	CONV	01988PAD0
—	REYNOLDS GRP ISS/REYNOLD	10,000,000	$10.47M	0.2%	$1.05	—	CORP	761735AL3
—	WALTER INVESTMENT MGMT	11,948,000	$10.47M	0.2%	$1.00	—	CONV	93317WAA0
—	CLEAR CHANNEL WORLDWIDE	10,000,000	$10.46M	0.2%	$1.05	—	CORP	18451QAM0
—	CEMEX SAB DE CV	9,826,000	$10.34M	0.2%	$1.05	—	CORP	151290BL6
—	GRIFFON CORPORATION	8,973,000	$10.21M	0.2%	$1.14	—	CONV	398433AD4
—	TENET HEALTHCARE CORP	9,625,000	$10.21M	0.2%	$1.06	—	CORP	87243QAB2
—	PALO ALTO NETWORKS	9,000,000	$10.13M	0.2%	$1.13	—	CONV	697435AA3
—	CEMEX SAB DE CV	8,250,000	$10.09M	0.2%	$1.17	—	CONV	151290AV5
—	KB HOME	10,005,000	$10.04M	0.1%	$1.02	—	CONV	48666KAS8
—	ACORDA THERAPEUTICS INC	10,200,000	$10.02M	0.1%	$0.98	—	CONV	00484MAA4
—	SYNCHRONOSS TECHNOLOGIES	9,156,000	$9.987M	0.1%	$1.09	—	CONV	87157BAA1
C	Citigroup Inc	186,200	$9.958M	0.1%	$35.41	0.0%	COM	172967424
—	CEPHEID INC	10,000,000	$9.917M	0.1%	$0.99	—	CONV	15670RAB3
—	BOTTOMLINE TECHNOLOGIES	9,000,000	$9.868M	0.1%	$1.10	—	CONV	101388AA4
—	INTEGRA LIFESCIENCES HLD	9,175,000	$9.845M	0.1%	$1.07	—	CONV	457985AK5
—	CELANESE US HOLDINGS LLC	9,000,000	$9.709M	0.1%	$1.08	—	CORP	15089QAC8
—	MEDICINES COMPANY	8,714,000	$9.703M	0.1%	$1.47	—	CONV	584688AC9
—	ACCURAY INC	8,779,000	$9.563M	0.1%	$1.09	—	CONV	004397AB1
—	ENDOLOGIX INC	9,917,000	$9.526M	0.1%	$0.96	—	CONV	29266SAA4
—	SUNEDISON INC	6,137,000	$9.472M	0.1%	$1.13	—	CONV	86732YAA7
—	INSULET CORPORATION	8,545,000	$9.167M	0.1%	$1.07	—	CONV	45784PAD3
—	CALLAWAY GOLF CO	7,920,000	$9.109M	0.1%	$1.13	—	CONV	131193AC8
—	EMERGENT BIOSOLUTIONS	8,898,000	$9.09M	0.1%	$1.07	—	CONV	29089QAA3
—	EXELON CORP	172,850	$8.968M	0.1%	$51.88	—	CNV PFD	30161N127
—	AOL INC	8,750,000	$8.876M	0.1%	$1.01	—	CONV	00184XAA3
—	VERTELLUS SPECIALTIES	8,821,000	$8.81M	0.1%	$0.95	—	CORP	92532JAA0
—	SPRINT CORP	8,000,000	$8.65M	0.1%	$1.08	—	CORP	85207UAB1
—	APOLLO CMMRL REAL EST FI	8,510,000	$8.581M	0.1%	$1.01	—	CONV	03762UAA3
—	COBALT INTL ENERGY INC	8,989,000	$8.49M	0.1%	$0.94	—	CONV	19075FAB2
—	SUNPOWER CORP	7,500,000	$8.484M	0.1%	$1.13	—	CONV	867652AH2
WYNN	Wynn Resorts Ltd	45,550	$8.44M	0.1%	$173.72	0.0%	COM	983134107
—	ENERGY XXI BERMUDA LTD	37,931	$8.428M	0.1%	$0.27	—	CNV PFD	29274U309
—	PROSPECT MEDICAL HOLDING	7,500,000	$8.081M	0.1%	$1.08	—	CORP	743494AC0
—	LIGHTSTREAM RESOURCES	7,750,000	$7.924M	0.1%	$1.01	—	CORP	71645AAA7
—	SPECTRANETICS CORP	6,549,000	$7.618M	0.1%	$1.16	—	CONV	84760CAA5
—	ICONIX BRAND GROUP INC	5,735,000	$7.537M	0.1%	$1.17	—	CONV	451055AE7
—	AMERICAN REALTY CAP PROP	7,493,000	$7.525M	0.1%	$1.06	—	CONV	02917TAA2
—	HEALTH CARE REIT INC	125,810	$7.4M	0.1%	$4.66	—	CNV PFD	42217K601
—	PROSPECT CAPITAL CORP	7,063,000	$7.279M	0.1%	$1.05	—	CONV	74348TAM4
—	LACLEDE GROUP INC	131,650	$7.175M	0.1%	$54.50	—	CNV PFD	505597500
—	WINDSTREAM CORP	6,570,000	$6.981M	0.1%	$1.05	—	CORP	97381WAX2
—	YANDEX NV	7,587,000	$6.908M	0.1%	$1.00	—	CONV	98474TAA5
—	STILLWATER MINING COMPAN	5,000,000	$6.868M	0.1%	$1.30	—	CONV	86074QAL6
—	MCDERMOTT INTERNATIONAL	6,742,000	$6.851M	0.1%	$1.02	—	CORP	580037AB5
—	LIGAND PHARMACEUTICALS I	7,000,000	$6.724M	0.1%	$0.96	—	CONV	53220KAC2
—	ENERGY XXI GULF COAST IN	6,843,000	$6.689M	0.1%	$0.98	—	CORP	29276KAT8
—	CIENA CORP	6,185,000	$6.636M	0.1%	$1.07	—	CONV	171779AF8
—	SIMMONS FOODS INC	6,035,000	$6.397M	0.1%	$1.06	—	CORP	828732AA5
VOD	Vodafone Group PLC	192,575	$6.38M	0.1%	$36.46	—	COM	92857W308
—	RPM INTERNATIONAL INC	5,538,000	$6.362M	0.1%	$1.11	—	CONV	749685AT0
—	EMERALD OIL INC	6,248,000	$6.203M	0.1%	$1.04	—	CONV	29101UAA8
—	GAIN CAPITAL HOLDINGS IN	6,300,000	$5.945M	0.1%	$0.93	—	CONV	36268WAA8
—	HEARTWARE INTERNATIONAL	5,236,000	$5.81M	0.1%	$1.24	—	CONV	422368AA8
—	AMC NETWORKS INC	5,698,000	$5.698M	0.1%	$1.00	—	CORP	00164VAC7
—	SYNOVUS FINANCIAL CORP	4,936,000	$5.584M	0.1%	$1.13	—	CORP	87161CAJ4
VZ	Verizon Communications Inc	107,900	$5.433M	0.1%	$26.64	+0.6%	COM	92343V104
—	GENTIVA HEALTH SERVICES	5,000,000	$5.331M	0.1%	$1.07	—	CORP	37247AAB8
—	TITAN MACHINERY INC	6,891,000	$5.3M	0.1%	$0.94	—	CONV	88830RAB7
—	CREDIT AGRICOLE SA	5,000,000	$5.288M	0.1%	$1.06	—	CORP	225313AD7
—	Discover Financial Services	80,000	$5.224M	0.1%	$65.30	—	COM	254709108
—	BLACKROCK KELSO CAPITAL	5,066,000	$5.217M	0.1%	$1.05	—	CONV	092533AB4
BA	Boeing Co/The	40,000	$5.174M	0.1%	$112.58	0.0%	COM	097023105
—	POST HOLDINGS INC	65,000	$5.151M	0.1%	$79.25	—	CNV PFD	737446609
—	MOLINA HEALTHCARE INC	4,986,000	$5.131M	0.1%	$1.03	—	CONV	60855RAD2
—	DANAHER CORP	2,209,000	$5.1M	0.1%	$1.84	—	CONV	235851AF9
—	APPVION INC	5,700,000	$5.073M	0.1%	$0.93	—	CORP	03834LAA7
—	HURON CONSULTING GROUP I	5,000,000	$4.909M	0.1%	$0.98	—	CONV	447462AA0
—	SANDRIDGE ENERGY INC	50,008	$4.871M	0.1%	$0.11	—	CNV PFD	80007P604
—	CHRYSLER GP/CG CO-ISSUER	4,500,000	$4.823M	0.1%	$1.09	—	CORP	17121EAB3
—	CASELLA WASTE SYSTEMS IN	4,723,000	$4.812M	0.1%	$0.99	—	CORP	147448AG9
—	ALTA MESA HLDGS/FINANC S	4,561,000	$4.789M	0.1%	$1.04	—	CORP	021332AC5
—	Hewlett-Packard Co	130,000	$4.783M	0.1%	$36.79	—	COM	428236103
—	ELECTRONIC ARTS INC	3,765,000	$4.747M	0.1%	$1.04	—	CONV	285512AA7
—	UPCB FINANCE V LTD	4,340,000	$4.731M	0.1%	$1.09	—	CORP	90320TAA8
PFE	Pfizer Inc	150,000	$4.56M	0.1%	$17.55	0.0%	COM	717081103
TMUS	T-Mobile US Inc	150,643	$4.53M	0.1%	$27.47	+13.7%	COM	872590104
—	BRISTOL-MYERS SQUIBB CO	3,407,000	$4.415M	0.1%	$1.31	—	CONV	110122AN8
—	CLEAN HARBORS INC	4,385,000	$4.407M	0.1%	$0.99	—	CORP	184496AL1
—	TEVA PHARM FIN CO LLC	3,500,000	$4.407M	0.1%	$1.18	—	CONV	88163VAE9
—	EXELIXIS INC	7,654,000	$4.403M	0.1%	$0.89	—	CONV	30161QAC8
—	LSB INDUSTRIES	4,000,000	$4.345M	0.1%	$1.09	—	CORP	502160AL8
F	Ford Motor Co	260,925	$4.344M	0.1%	$8.87	0.0%	COM	345370860
—	HCA HOLDINGS INC	4,000,000	$4.33M	0.1%	$1.08	—	CORP	40412CAB7
—	NEXTERA ENERGY INC	79,565	$4.299M	0.1%	$0.05	—	CNV PFD	65339F861
—	PBF HOLDING CO LLC	4,000,000	$4.29M	0.1%	$1.05	—	CORP	69318FAB4
—	REGENCY ENERGY PARTNERS	4,000,000	$4.28M	0.1%	$1.03	—	CORP	75886AAK4
—	INCYTE CORP LTD	3,560,000	$4.262M	0.1%	$1.26	—	CONV	45337CAK8
—	NAVISTAR INTL CORP	4,000,000	$4.093M	0.1%	$1.02	—	CONV	63934EAP3
—	KRATOS DEFENSE & SEC	4,000,000	$4.07M	0.1%	$1.02	—	CORP	50077BAK4
—	RESOURCE CAPITAL CORP	4,023,000	$4.01M	0.1%	$1.00	—	CONV	76120WAA2
—	SIMMONS FOODS INC	4,000,000	$4M	0.1%	$1.00	—	CORP	828732AB3
—	RAYONIER TRS HOLDINGS IN	2,864,000	$3.953M	0.1%	$1.68	—	CONV	75508AAC0
CVX	Chevron Corp	30,000	$3.744M	0.1%	$75.91	0.0%	COM	166764100
—	DOMINION RESOURCES INC	65,500	$3.716M	0.1%	$0.07	—	CNV PFD	25746U885
—	Cubist Pharmaceuticals Inc	53,601	$3.567M	0.1%	$66.55	—	COM	229678107
—	ARIAD PHARMACEUTICALS IN	3,750,000	$3.56M	0.1%	$0.95	—	CONV	04033AAA8
—	SPRINT COMMUNICATIONS	3,000,000	$3.544M	0.1%	$1.22	—	CORP	852061AK6
—	CSG SYSTEMS INTL INC	2,771,000	$3.525M	0.1%	$1.16	—	CONV	126349AC3
—	CENVEO CORP	3,646,000	$3.518M	0.1%	$0.96	—	CORP	15671BAK7
—	CATALYST PAPER CORP	3,944,590	$3.392M	0.1%	$0.66	—	CORP	14889BAB8
—	HEALTH NET INC	3,000,000	$3.289M	0.0%	$1.04	—	CORP	422248AA2
—	OASIS PETROLEUM INC	3,000,000	$3.255M	0.0%	$1.08	—	CORP	674215AG3
—	BIOMET INC	3,000,000	$3.199M	0.0%	$1.03	—	CORP	090613AJ9
—	IASIS HEALTHCARE/CAP CRP	3,000,000	$3.191M	0.0%	$1.03	—	CORP	45072PAD4
—	VALEANT PHARMACEUTICALS	3,000,000	$3.165M	0.0%	$1.08	—	CORP	91911XAQ7
—	SAMSON INVESTMENT CO	3,150,000	$3.048M	0.0%	$0.97	—	CORP	796038AC1
—	HEALTH CARE REIT INC	2,387,000	$2.929M	0.0%	$1.31	—	CONV	42217KAR7
—	ELETSON HOLDINGS	2,790,000	$2.888M	0.0%	$1.03	—	CORP	28620QAA1
—	TOYS R US DELAWARE INC	3,000,000	$2.82M	0.0%	$0.93	—	CORP	89236NAA6
—	EARTHLINK HOLDINGS CORP	2,675,000	$2.795M	0.0%	$1.01	—	CORP	270321AE2
—	ADVANCED MICRO DEVICES	2,810,000	$2.789M	0.0%	$0.99	—	CORP	007903BC0
—	LAM RESEARCH CORP	2,000,000	$2.73M	0.0%	$1.11	—	CONV	512807AL2
—	TD Ameritrade Holding Corp	80,000	$2.722M	0.0%	$34.02	—	COM	87236Y108
—	LAM RESEARCH CORP	35,820	$2.721M	0.0%	$58.31	—	COM	512807108
—	SPRINT CORP	2,500,000	$2.65M	0.0%	$1.06	—	CORP	85207UAA3
—	FMG RESOURCES AUG 2006	2,500,000	$2.644M	0.0%	$1.06	—	CORP	30251GAN7
—	CIT GROUP INC	2,500,000	$2.639M	0.0%	$1.06	—	CORP	125581GN2
—	ALLY FINANCIAL INC	2,250,000	$2.637M	0.0%	$1.15	—	CORP	02005NAJ9
—	LAND O LAKES CAP TRST I	2,500,000	$2.625M	0.0%	$0.98	—	CORP	514665AA6
INTC	INTEL CORP	75,200	$2.618M	0.0%	$17.05	+21.3%	COM	458140100
—	LAB CORP OF AMER HLDGS	1,795,000	$2.553M	0.0%	$1.34	—	CONV	50540RAG7
—	CLAYTON WILLIAMS ENERGY	2,400,000	$2.508M	0.0%	$1.05	—	CORP	969490AE1
—	GENESIS ENERGY LP/GENESI	2,500,000	$2.506M	0.0%	$1.00	—	CORP	37185LAE2
—	Anadarko Petroleum Corp	23,810	$2.503M	0.0%	$105.12	—	COM	032511107
—	NorthStar Realty Finance Corp	142,025	$2.497M	0.0%	$17.58	—	COM	66704R704
—	CITRIX SYSTEMS INC	34,600	$2.479M	0.0%	$71.65	—	COM	177376100
—	JANUS CAPITAL GROUP INC	2,000,000	$2.46M	0.0%	$1.02	—	CONV	47102XAH8
—	XILINX INC	55,000	$2.425M	0.0%	$44.09	—	COM	983919101
—	RANGE RESOURCES CORP	2,320,000	$2.401M	0.0%	$0.97	—	CORP	75281AAN9
—	ALZA CORP	1,568,000	$2.348M	0.0%	$1.20	—	CONV	02261WAB5
TOL	Toll Brothers Inc	68,200	$2.282M	0.0%	$34.20	+3.7%	COM	889478103
—	CBIZ INC	1,795,000	$2.257M	0.0%	$1.10	—	CONV	124805AC6
STT	State Street Corp	30,000	$2.245M	0.0%	$47.89	0.0%	COM	857477103
—	CALPINE CORP	2,000,000	$2.215M	0.0%	$1.12	—	CORP	131347BY1
—	QEP RESOURCES INC	2,000,000	$2.21M	0.0%	$1.07	—	CORP	74733VAA8
—	NATIONSTAR MORT/CAP CORP	2,300,000	$2.202M	0.0%	$0.96	—	CORP	63860UAL4
COP	ConocoPhillips	26,840	$2.162M	0.0%	$53.35	0.0%	COM	20825C104
—	FIRST DATA CORPORATION	1,862,000	$2.155M	0.0%	$1.16	—	CORP	319963BG8
—	AMERICAN ENERGY/AEPB	2,250,000	$2.154M	0.0%	$0.96	—	CORP	02563LAC2
—	FRESENIUS MED CARE US	2,000,000	$2.145M	0.0%	$1.06	—	CORP	35803QAA5
—	W & T OFFSHORE INC	2,000,000	$2.12M	0.0%	$1.06	—	CORP	92922PAC0
—	CORNERSTONE CHEMICAL CO	2,000,000	$2.12M	0.0%	$1.05	—	CORP	21925AAB1
—	CARLSON WAGONLIT BV	2,000,000	$2.11M	0.0%	$1.03	—	CORP	142812AB2
—	HALCON RESOURCES CORP	2,000,000	$2.11M	0.0%	$1.05	—	CORP	40537QAB6
—	ALLIED SPECIALTY VEHICLE	2,000,000	$2.105M	0.0%	$1.02	—	CORP	019517AA9
—	WATERJET HOLDINGS INC	2,000,000	$2.095M	0.0%	$1.06	—	CORP	94155UAA7
—	SAPPI PAPIER HOLDNG GMBH	2,000,000	$2.095M	0.0%	$0.97	—	CORP	803071AA7
—	NAVIOS MARITIME HLDS/FIN	2,000,000	$2.05M	0.0%	$1.01	—	CORP	639365AG0
—	TESORO CORP	2,000,000	$2.05M	0.0%	$1.01	—	CORP	881609AZ4
—	CHURCHILL DOWNS INC	2,000,000	$2.035M	0.0%	$1.02	—	CORP	171484AA6
—	SPRINT INDUSTRIAL LLC	2,000,000	$2.02M	0.0%	$1.01	—	TERM	85208BAE6
—	EQUINIX INC	2,000,000	$2.013M	0.0%	$0.98	—	CORP	29444UAM8
—	EAGLE ROCK ENER PART/FIN	1,925,000	$2.012M	0.0%	$1.02	—	CORP	26985UAB3
—	CELANESE US HOLDINGS LLC	2,000,000	$2.005M	0.0%	$0.98	—	CORP	15089QAD6
—	COVENANT SURGICAL PARTNE	2,000,000	$2M	0.0%	$1.00	—	CORP	22284YAA4
—	NORSKE SKOGINDUSTRIER	2,134,000	$1.985M	0.0%	$0.93	—	CORP	656533AB2
—	ENERGY & EXPLORATION PARTNE	2,000,000	$1.975M	0.0%	$0.99	—	TERM	29268HAB4
—	TPG SPECIALTY LENDING IN	2,000,000	$1.971M	0.0%	$0.99	—	CONV	87265KAA0
—	WEYERHAEUSER CO	34,518	$1.891M	0.0%	$0.10	—	CNV PFD	962166872
—	DANA HOLDING CORP	1,750,000	$1.87M	0.0%	$1.06	—	CORP	235825AB2
—	BOISE CASCADE COMPANY	1,700,000	$1.802M	0.0%	$1.01	—	CORP	09739DAA8
—	SANDRIDGE ENERGY INC	1,745,000	$1.791M	0.0%	$0.99	—	CORP	80007PAQ2
—	Lamar Advertising Co	35,000	$1.76M	0.0%	$50.29	—	COM	512815101
—	DISH Network Corp	26,628	$1.73M	0.0%	$51.82	—	COM	25470M109
—	CHESAPEAKE ENERGY CORP	1,500,000	$1.697M	0.0%	$1.13	—	CORP	165167CF2
—	GOODYEAR TIRE & RUBBER	1,570,000	$1.692M	0.0%	$1.10	—	CORP	382550BB6
—	ST BARBARA LTD	2,000,000	$1.66M	0.0%	$0.92	—	CORP	852278AA8
BMRN	BioMarin Pharmaceutical Inc	23,701	$1.656M	0.0%	$60.41	0.0%	COM	09061G101
—	MASTEC INC	1,725,000	$1.652M	0.0%	$0.94	—	CORP	576323AN9
—	DISPENSING DYNAMICS INTL	1,500,000	$1.62M	0.0%	$1.02	—	CORP	25471QAA7
—	SESI LLC	1,500,000	$1.571M	0.0%	$1.03	—	CORP	78412FAL8
—	Time Warner Inc	19,760	$1.537M	0.0%	$77.78	—	COM	887317303
—	CARAUSTAR INDUSTRIES INC	1,444,750	$1.456M	0.0%	$1.02	—	TERM	14076CAB9
NEE	NEXTERA ENERGY INC	15,271	$1.453M	0.0%	$17.92	0.0%	COM	65339F101
—	STEEL DYNAMICS INC	1,335,000	$1.438M	0.0%	$1.04	—	CORP	858119AV2
—	NOKIA OYJ	1,330,000	$1.424M	0.0%	$1.07	—	CORP	654902AB1
NVDA	NVIDIA CORP	73,500	$1.402M	0.0%	$0.44	0.0%	COM	67066G104
—	CHESAPEAKE ENERGY CORP	1,200	$1.385M	0.0%	$2.29	—	CNV PFD	165167768
—	BREITBURN ENER/BREIT FIN	1,300,000	$1.372M	0.0%	$1.02	—	CORP	106777AD7
—	KENNEDY-WILSON INC	1,250,000	$1.338M	0.0%	$1.08	—	CORP	489399AC9
—	PERMIAN HOLDINGS INC	1,250,000	$1.288M	0.0%	$0.98	—	CORP	714239AA8
OXY	Occidental Petroleum Corp	13,000	$1.27M	0.0%	$66.18	0.0%	COM	674599105
—	NAVIOS MARITIME ACQ CORP	1,150,000	$1.179M	0.0%	$1.02	—	CORP	63938MAD8
—	FORBES ENERGY SERVICES	1,150,000	$1.179M	0.0%	$0.99	—	CORP	345143AC5
—	NRG YIELD INC	1,000,000	$1.177M	0.0%	$1.18	—	CONV	62942XAA6
—	CHESAPEAKE ENERGY CORP	1,000,000	$1.148M	0.0%	$1.15	—	CORP	165167BU0
—	VECTOR GROUP LTD	1,000,000	$1.073M	0.0%	$1.07	—	CORP	92240MBB3
DCH	American Axle & Manufacturing	60,100	$1.068M	0.0%	$18.41	0.0%	COM	024061103
—	PHOTRONICS INC	1,000,000	$1.065M	0.0%	$1.06	—	CONV	719405AH5
—	HEALTHSOUTH CORP	1,000,000	$1.058M	0.0%	$1.08	—	CORP	421924BG5
—	FIRST CASH FINANCIAL SER	1,000,000	$1.053M	0.0%	$1.05	—	CORP	31942DAB3
—	FIRST QUANTUM MINERALS L	1,005,000	$1.04M	0.0%	$1.02	—	CORP	335934AF2
—	FIRST QUANTUM MINERALS L	1,005,000	$1.04M	0.0%	$1.01	—	CORP	335934AD7
—	HIG BBC INTERMED/HOLDING	1,000,000	$1.038M	0.0%	$1.03	—	CORP	40421XAA2
—	KISSNER MILLING CO LTD	1,000,000	$1.034M	0.0%	$1.03	—	CORP	49835DAA7
—	TELESAT CANADA/TELESAT L	1,000,000	$1.032M	0.0%	$1.02	—	CORP	87952VAJ5
—	JLL/DELTA DUTCH NEWCO BV	1,000,000	$1.03M	0.0%	$1.03	—	CORP	46590GAA1
—	NAVIOS MARITIME HLDS/FIN	1,000,000	$1.025M	0.0%	$0.95	—	CORP	639365AF2
—	WHITEWAVE FOODS CO	1,000,000	$1.02M	0.0%	$1.02	—	CORP	966244AA3
—	DISH DBS CORP	1,000,000	$1.018M	0.0%	$0.99	—	CORP	25470XAQ8
—	POLYMER GROUP INC	1,000,000	$1.008M	0.0%	$1.01	—	CORP	731745AM7
—	ENERGY FUTURE INTERMEDIAT	1,000,000	$1.006M	0.0%	$1.01	—	TERM	29271NAB6
—	JEFFERIES FIN LLC / JFIN	1,000,000	$995K	0.0%	$1.01	—	CORP	47232MAB8
—	MICRON TECHNOLOGY INC	1,000,000	$993K	0.0%	$0.99	—	CORP	595112BB8
—	COMPASS MINERALS INTERNA	1,000,000	$988K	0.0%	$0.99	—	CORP	20451NAE1
—	SIX FLAGS ENTERTAINMENT	1,000,000	$985K	0.0%	$0.96	—	CORP	83001AAA0
—	Tribune Media Co	13,032	$979K	0.0%	$69.52	—	COM	896047503
—	OMEGA HLTHCARE INVESTORS	930,000	$977K	0.0%	$1.03	—	CORP	681936AZ3
—	TEXAS COMP ELEC HOLD LLC	1,260,000	$958K	0.0%	$1.71	—	TERM	90210EAM8
—	BARMINCO FINANCE PTY LTD	1,000,000	$898K	0.0%	$0.89	—	CORP	067687AA1
—	Hospitality Properties Trust	30,300	$858K	0.0%	$28.32	—	COM	44106M102
FCX	Freeport-McMoRan Inc	25,000	$852K	0.0%	$29.56	0.0%	COM	35671D857
—	DUPONT FABROS TECH LP	750,000	$784K	0.0%	$1.03	—	CORP	26613TAE0
—	NAVIOS SA LOGIST/FIN US	750,000	$767K	0.0%	$1.02	—	CORP	63938NAE4
—	CONSOL ENERGY INC	750,000	$756K	0.0%	$1.01	—	CORP	20854PAJ8
PBYI	Puma Biotechnology Inc	2,500	$676K	0.0%	$71.11	0.0%	COM	74587V107
CSCO	Cisco Systems Inc	25,000	$630K	0.0%	$16.64	0.0%	COM	17275R102
—	IHEARTCOMMUNICATIONS INC	500,000	$545K	0.0%	$1.03	—	CORP	184502BN1
—	WINDSTREAM CORP	500,000	$540K	0.0%	$1.04	—	CORP	97381WAT1
—	TEMBEC INDUSTRIES INC	500,000	$538K	0.0%	$1.08	—	CORP	87971KAG2
—	TESORO LOGISTICS LP/CORP	506,000	$531K	0.0%	$1.00	—	CORP	88160QAA1
—	ALCOA INC	500,000	$508K	0.0%	$1.02	—	CORP	013817AW1
—	LIVE NATION ENTERTAINMEN	500,000	$506K	0.0%	$1.01	—	CORP	538034AG4
—	GLOBAL PART/GLP FINANCE	500,000	$504K	0.0%	$1.01	—	CORP	37954FAA2
—	AMERICAN AIRLINES GROUP	500,000	$500K	0.0%	$1.00	—	CORP	02376RAA0
—	VISHAY INTERTECHNOLOGY	511,000	$491K	0.0%	$0.91	—	CONV	928298AJ7
—	COMMERCIAL METALS CO	500,000	$489K	0.0%	$0.92	—	CORP	201723AK9
—	SUNCOKE ENERGY INC	454,000	$482K	0.0%	$1.04	—	CORP	86722AAC7
—	AMERICAN ENERGY/AEPB	500,000	$479K	0.0%	$0.96	—	CORP	02563LAB4
—	VECTOR GROUP LTD	424,000	$476K	0.0%	$1.04	—	CONV	92240MBC1
MCD	McDonald's Corp	5,000	$472K	0.0%	$74.80	0.0%	COM	580135101
—	SWIFT SERVICES HLDGS INC	400,000	$424K	0.0%	$1.10	—	CORP	870755AB1
—	CALIFORNIA RESOURCES CRP	400,000	$415K	0.0%	$1.04	—	CORP	13057QAC1
—	FANNIE MAE	39,302	$407K	0.0%	$7.69	—	PFD	313586752
—	NEXTERA ENERGY INC	6,387	$396K	0.0%	$0.06	—	CNV PFD	65339F705
—	MGM Holdings Inc	5,000	$386K	0.0%	$77.20	—	COM	55303C101
—	ISTAR FINANCIAL INC	283,000	$367K	0.0%	$1.19	—	CONV	45031UBR1
—	HUGHES SATELITE SYSTEMS	300,000	$327K	0.0%	$1.06	—	CORP	444454AB8
—	M/I HOMES INC	314,000	$318K	0.0%	$1.04	—	CONV	55292PAB1
—	GULFMARK OFFSHORE INC	310,000	$308K	0.0%	$0.99	—	CORP	402629AG4
—	General Motors Co	250,000	$307K	0.0%	$3.82	—	COM	37045V134
—	CROWN CASTLE INTL CORP	2,860	$298K	0.0%	$3.91	—	CNV PFD	228227500
—	NY COMMUNITY CAP TRUST V	5,946	$296K	0.0%	$0.05	—	CNV PFD	64944P307
—	ARES CAPITAL CORP	280,000	$294K	0.0%	$1.06	—	CONV	04010LAG8
—	NORTHERN BLIZZARD RESOUR	261,000	$271K	0.0%	$1.03	—	CORP	664784AA3
—	L-3 Communications Holdings In	2,310	$264K	0.0%	$114.29	—	COM	502424104
LAB	FLUIDIGM CORP	9,900	$261K	0.0%	$32.04	0.0%	COM	34385P108
—	UNIT CORP	250,000	$259K	0.0%	$1.02	—	CORP	909218AB5
—	MERITAGE HOMES CORP	252,000	$257K	0.0%	$1.10	—	CONV	59001AAR3
—	PRECISION DRILLING CORP	250,000	$246K	0.0%	$0.98	—	CORP	74022DAH3
IWM	iShares Russell 2000 ETF	1,500	$217K	0.0%	—	—	Put	464287655
—	Coronado Biosciences Inc	96,000	$187K	0.0%	$6.47	—	COM	21976U109
—	THERAVANCE INC	900	$162K	0.0%	—	—	Put	88338T104
—	SYNOVUS FINANCIAL CORP	6,000	$149K	0.0%	$24.83	—	COM	87161C501
—	TRIBUNE MEDIA CO - A	2,000	$148K	0.0%	$57.65	—	COM	896047115
—	LEAR CORP	742	$142K	0.0%	$109.16	—	COM	521865113
—	Peabody Energy Corp	4,400	$110K	0.0%	—	—	Put	704549104
—	United States Natural Gas Fund	615	$105K	0.0%	—	—	Put	912318201
—	Tribune Publishing Co	5,006	$104K	0.0%	$20.78	—	COM	896082104
—	CALIFORNIA RESOURCES CRP	100,000	$103K	0.0%	$1.03	—	CORP	13057QAA5
—	SEVENTY SEVEN ENERGY INC	100,000	$101K	0.0%	$1.01	—	CORP	818097AA5
—	GAMESTOP CORP	1,000,000	$100K	0.0%	$0.10	—	CORP	36467WAA7
CIEN	CIENA CORP	5,000	$94,000	0.0%	$20.54	0.0%	COM	171779309
—	Cliffs Natural Resources Inc	1,200	$88,000	0.0%	—	—	Put	18683K101
—	Symantec Corp	2,400	$62,000	0.0%	—	—	Call	871503108
C	Citigroup Inc	1,000	$53,000	0.0%	$35.41	0.0%	Call	172967424
—	ENERGY FUTURE/EFIH FINAN	500,000	$45,000	0.0%	$0.09	—	CORP	29ESCQ8K1
—	SHENGDATECH INC	2,975,000	$43,000	0.0%	$0.01	—	CONV	823213AD5
—	Walter Energy Inc	3,187	$37,000	0.0%	—	—	Put	93317Q105
—	CUMULUS MEDIA INC-CL A	8,144	$36,000	0.0%	$3.72	—	COM	231082116
—	Toll Brothers Inc	600	$29,000	0.0%	—	—	Put	088947810
BAC	Bank of America Corp	700	$26,000	0.0%	—	—	Call	060505104
—	MIDAS INT HOLDCO II/FIN	250,000	$25,000	0.0%	$0.10	—	CORP	59563KAA8
—	Cobalt International Energy In	500	$19,000	0.0%	—	—	Call	19075F106
—	LAM RESEARCH CORP	300	$17,000	0.0%	$58.31	—	Put	512807108
BMRN	BioMarin Pharmaceutical Inc	200	$11,000	0.0%	$60.41	0.0%	Put	09061G101
—	EQUINIX INC	4,000	$8,000	0.0%	$1.66	—	CONV	29444UAG1
TAL	TAL Education Group	250	$3,000	0.0%	—	—	Put	874080104
—	MTR GAMING GROUP INC	30	$0	0.0%	—	—	CORP	553769AL4