CIK: 0001097278 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Sep 25, 2014
Total Value ($000): $6,704,252 (11.7% shares, 88.3% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CITRIX SYSTEMS INC | 107,452,000 | $117,168 | 1.7% | $1.09 | — | CONV | 177376AC4 |
| — | MICRON TECHNOLOGY INC | 86,648,000 | $108,033 | 1.6% | $1.02 | — | CONV | 595112AY9 |
| — | PRICELINE GROUP INC/THE | 70,693,000 | $97,083 | 1.4% | $1.21 | — | CONV | 741503AQ9 |
| — | YAHOO INC | 77,762,000 | $80,536 | 1.2% | $1.03 | — | CONV | 984332AE6 |
| — | CLEARWIRE COMM/FINANCE | 60,790,000 | $69,301 | 1.0% | $1.11 | — | CONV | 18538TAG4 |
| — | BIOMARIN PHARMACEUTICAL | 64,416,000 | $68,092 | 1.0% | $1.06 | — | CONV | 09061GAE1 |
| — | JARDEN CORP | 65,337,000 | $67,221 | 1.0% | $1.01 | — | CONV | 471109AK4 |
| — | MGM RESORTS INTL | 51,384,000 | $66,202 | 1.0% | $1.21 | — | CONV | 55303QAE0 |
| — | GILEAD SCIENCES INC | 14,192,000 | $66,003 | 1.0% | $2.30 | — | CONV | 375558AP8 |
| — | JEFFERIES GROUP LLC | 60,141,000 | $64,192 | 1.0% | $1.06 | — | CONV | 472319AG7 |
| — | CHESAPEAKE ENERGY CORP | 52,007 | $60,415 | 0.9% | $2.12 | — | CNV PFD | 165167776 |
| — | PROLOGIS LP | 56,896,000 | $60,410 | 0.9% | $1.14 | — | CONV | 74340XAT8 |
| — | FOREST CITY ENTERPRISES | 53,505,000 | $60,135 | 0.9% | $1.12 | — | CONV | 345550AP2 |
| — | WELLPOINT INC | 35,070,000 | $59,327 | 0.9% | $1.36 | — | CONV | 94973VBG1 |
| — | CTRIP.COM INTER LTD. | 54,273,000 | $58,623 | 0.9% | $1.03 | — | CONV | 22943FAC4 |
| — | LIBERTY MEDIA CORP | 56,728,000 | $56,890 | 0.8% | $0.97 | — | CONV | 531229AA0 |
| — | ON SEMICONDUCTOR CORP | 48,586,000 | $56,883 | 0.8% | $1.15 | — | CONV | 682189AH8 |
| — | ROYAL GOLD INC | 52,783,000 | $55,165 | 0.8% | $0.93 | — | CONV | 780287AA6 |
| — | CUBIST PHARMACEUTICALS | 50,656,000 | $54,936 | 0.8% | $1.08 | — | CONV | 229678AF4 |
| — | UNITED TECHNOLOGIES CORP | 914,352 | $54,934 | 0.8% | $7.17 | — | CNV PFD | 913017117 |
| — | CIENA CORP | 54,724,000 | $54,334 | 0.8% | $1.00 | — | CONV | 171779AE1 |
| — | NOVELLUS SYSTEMS INC | 24,341,000 | $54,241 | 0.8% | $1.55 | — | CONV | 670008AD3 |
| — | WEBMD HEALTH CORP | 52,364,000 | $54,131 | 0.8% | $0.94 | — | CONV | 94770VAF9 |
| — | LIBERTY INTERACTIVE LLC | 52,160,000 | $53,769 | 0.8% | $1.03 | — | CONV | 530610AB0 |
| — | NEWMONT MINING CORP | 51,198,000 | $52,958 | 0.8% | $1.08 | — | CONV | 651639AJ5 |
| — | CENTERPOINT ENERGY INC | 846,723,000 | $52,836 | 0.8% | $0.06 | — | CONV | 15189T206 |
| — | AKAMAI TECHNOLOGIES INC | 51,576,000 | $52,774 | 0.8% | $1.01 | — | CONV | 00971TAF8 |
| — | PRICELINE GROUP INC/THE | 45,543,000 | $51,688 | 0.8% | $1.13 | — | CONV | 741503AS5 |
| — | ANNALY CAPITAL MGMT | 50,705,000 | $51,404 | 0.8% | $1.02 | — | CONV | 035710AB8 |
| — | SALIX PHARMACEUTICALS LT | 20,230,000 | $51,245 | 0.8% | $1.20 | — | CONV | 795435AE6 |
| — | Bank of America Corp | 43,652 | $51,075 | 0.8% | $1.14 | — | CNV PFD | 060505682 |
| — | DDR CORP | 43,737,000 | $49,970 | 0.7% | $1.16 | — | CONV | 251591AX1 |
| — | WELLS FARGO & COMPANY | 41,378 | $49,860 | 0.7% | $1.17 | — | CNV PFD | 949746804 |
| — | COLONY FINANCIAL INC | 49,574,000 | $49,358 | 0.7% | $1.01 | — | CONV | 19624RAB2 |
| — | LIVE NATION ENTERTAINMEN | 46,988,000 | $49,225 | 0.7% | $1.05 | — | CONV | 538034AH2 |
| — | TOLL BROS FINANCE CORP | 46,678,000 | $48,001 | 0.7% | $1.07 | — | CONV | 88947EAM2 |
| — | FIDELITY NATL FINANCIAL | 28,650,000 | $46,892 | 0.7% | $1.54 | — | CONV | 31620RAE5 |
| — | INTEL CORP | 27,529,000 | $46,190 | 0.7% | $1.27 | — | CONV | 458140AF7 |
| — | CORNERSTONE ONDEMAND INC | 44,091,000 | $45,445 | 0.7% | $1.03 | — | CONV | 21925YAB9 |
| — | ALEXANDRIA REAL ESTATE E | 1,667,888 | $45,391 | 0.7% | $5.64 | — | CNV PFD | 015271505 |
| — | JDS UNIPHASE CORP | 42,741,000 | $43,795 | 0.7% | $1.02 | — | CONV | 46612JAF8 |
| — | ARES CAPITAL CORP | 41,897,000 | $43,231 | 0.6% | $1.03 | — | CONV | 04010LAM5 |
| — | ILLUMINA INC | 40,203,000 | $42,312 | 0.6% | $1.05 | — | CONV | 452327AE9 |
| — | KEYCORP | 320,332 | $42,175 | 0.6% | $11.86 | — | CNV PFD | 493267405 |
| — | STARWOOD PROPERTY TRUST | 38,440,000 | $41,829 | 0.6% | $1.04 | — | CONV | 85571BAA3 |
| — | OMNICARE INC | 36,516,000 | $40,655 | 0.6% | $1.03 | — | CONV | 681904AQ1 |
| — | SINA CORP | 43,443,000 | $40,262 | 0.6% | $1.01 | — | CONV | 82922RAC7 |
| — | BIOMARIN PHARMACEUTICAL | 35,763,000 | $38,870 | 0.6% | $1.08 | — | CONV | 09061GAF8 |
| — | TWITTER INC | 39,000,000 | $38,850 | 0.6% | $1.00 | — | CONV | 90184LAA0 |
| — | TTM TECHNOLOGIES INC | 38,318,000 | $38,688 | 0.6% | $1.08 | — | CONV | 87305RAD1 |
| — | RYLAND GROUP | 41,354,000 | $38,597 | 0.6% | $0.92 | — | CONV | 783764AS2 |
| — | NATIONAL HEALTH INVESTOR | 38,967,000 | $38,509 | 0.6% | $1.00 | — | CONV | 63633DAE4 |
| — | OMNICARE INC | 36,681,000 | $38,408 | 0.6% | $1.05 | — | CONV | 681904AL2 |
| — | STONE ENERGY CORP | 35,882,000 | $38,174 | 0.6% | $0.98 | — | CONV | 861642AN6 |
| — | HOLOGIC INC | 35,629,000 | $37,697 | 0.6% | $1.00 | — | CONV | 436440AC5 |
| — | FINISAR CORP | 39,491,000 | $37,686 | 0.6% | $0.99 | — | CONV | 31787AAL5 |
| — | FOREST CITY ENTERPRISES | 35,467,000 | $37,258 | 0.6% | $1.05 | — | CONV | 345550AR8 |
| — | TYSON FOODS INC | 741,259 | $36,796 | 0.5% | $49.64 | — | CNV PFD | 902494301 |
| — | INTEL CORP | 28,734,000 | $36,671 | 0.5% | $1.09 | — | CONV | 458140AD2 |
| — | JAZZ INVESTMENTS I LTD | 32,500,000 | $36,555 | 0.5% | $1.12 | — | CONV | 472145AA9 |
| — | HORNBECK OFFSHORE SERV | 34,293,000 | $36,427 | 0.5% | $1.20 | — | CONV | 440543AN6 |
| — | LIBERTY INTERACTIVE LLC | 26,161,000 | $36,423 | 0.5% | $1.30 | — | CONV | 530610AC8 |
| — | SUNEDISON INC | 35,886,000 | $36,356 | 0.5% | $1.01 | — | CONV | 86732YAE9 |
| — | RADIAN GROUP INC | 24,581,000 | $36,112 | 0.5% | $1.40 | — | CONV | 750236AN1 |
| — | TIBCO SOFTWARE INC | 35,554,000 | $35,591 | 0.5% | $0.99 | — | CONV | 88632QAB9 |
| — | HEALTHSOUTH CORP | 31,698,000 | $35,534 | 0.5% | $1.08 | — | CONV | 421924BL4 |
| — | NETSUITE INC | 33,526,000 | $34,938 | 0.5% | $1.04 | — | CONV | 64118QAB3 |
| — | SANDISK CORP | 28,513,000 | $34,912 | 0.5% | $0.99 | — | CONV | 80004CAE1 |
| — | STARWOOD PROPERTY TRUST | 31,337,000 | $34,568 | 0.5% | $1.06 | — | CONV | 85571BAB1 |
| — | SALESFORCE.COM INC | 30,451,000 | $34,370 | 0.5% | $1.13 | — | CONV | 79466LAD6 |
| — | AIR LEASE CORP | 24,179,000 | $34,208 | 0.5% | $1.29 | — | CONV | 00912XAK0 |
| — | OWENS-BROCKWAY | 33,790,000 | $34,179 | 0.5% | $1.02 | — | CONV | 69073TAQ6 |
| — | AMG CAPITAL TRUST II | 526,850 | $34,017 | 0.5% | $0.10 | — | CNV PFD | 00170F209 |
| — | XILINX INC | 22,080,000 | $33,933 | 0.5% | $1.49 | — | CONV | 983919AF8 |
| — | MOLINA HEALTHCARE INC | 32,500,000 | $33,538 | 0.5% | $1.03 | — | CONV | 60855RAE0 |
| — | ILLUMINA INC | 30,510,000 | $32,914 | 0.5% | $1.08 | — | CONV | 452327AG4 |
| — | VOLCANO CORP | 37,279,000 | $32,886 | 0.5% | $0.93 | — | CONV | 928645AB6 |
| — | NVIDIA CORP | 29,004,000 | $32,371 | 0.5% | $1.03 | — | CONV | 67066GAB0 |
| — | CHESAPEAKE ENERGY CORP | 33,470,000 | $32,013 | 0.5% | $0.89 | — | CONV | 165167CB1 |
| — | LIBERTY INTERACTIVE LLC | 58,061,000 | $31,982 | 0.5% | $0.52 | — | CONV | 530715AN1 |
| — | JARDEN CORP | 26,114,000 | $31,373 | 0.5% | $1.20 | — | CONV | 471109AL2 |
| — | B2GOLD CORP | 31,420,000 | $30,605 | 0.5% | $0.97 | — | CONV | 11777QAB6 |
| — | HOST HOTELS & RESORTS LP | 18,219,000 | $30,518 | 0.5% | $1.36 | — | CONV | 44107TAG1 |
| — | COBALT INTL ENERGY INC | 35,520,000 | $30,327 | 0.5% | $1.02 | — | CONV | 19075FAA4 |
| — | PRICELINE GROUP INC/THE | 31,565,000 | $30,107 | 0.4% | $0.95 | — | CONV | 741503AT3 |
| — | HOLOGIC INC | 27,620,000 | $30,067 | 0.4% | $1.05 | — | CONV | 436440AG6 |
| — | MEDIVATION INC | 14,669,000 | $29,629 | 0.4% | $1.32 | — | CONV | 58501NAA9 |
| — | CHESAPEAKE ENERGY CORP | 25,699 | $29,414 | 0.4% | $2.15 | — | CNV PFD | 165167784 |
| — | MACQUARIE INFRASTRUCTURE | 25,700,000 | $28,695 | 0.4% | $1.12 | — | CONV | 55608BAA3 |
| — | RTI INTERNATIONAL METALS | 28,351,000 | $28,009 | 0.4% | $0.97 | — | CONV | 74973WAB3 |
| — | CIENA CORP | 21,936,000 | $27,812 | 0.4% | $1.36 | — | CONV | 171779AK7 |
| — | TAKE-TWO INTERACTIVE SOF | 21,664,000 | $27,262 | 0.4% | $1.05 | — | CONV | 874054AD1 |
| — | PDL BIOPHARMA INC | 26,325,000 | $26,506 | 0.4% | $1.06 | — | CONV | 69329YAF1 |
| — | GOODRICH PETROLEUM CORP | 24,394,000 | $26,445 | 0.4% | $1.07 | — | CONV | 382410AG3 |
| — | PROOFPOINT INC | 21,571,000 | $26,211 | 0.4% | $1.11 | — | CONV | 743424AA1 |
| — | METLIFE INC | 816,370 | $26,181 | 0.4% | $11.32 | — | CNV PFD | 59156R116 |
| — | CUBIST PHARMACEUTICALS | 23,218,000 | $25,914 | 0.4% | $1.12 | — | CONV | 229678AH0 |
| — | MYLAN INC | 7,134,000 | $25,400 | 0.4% | $2.89 | — | CONV | 628530AJ6 |
| — | DOMINION RESOURCES INC | 500,500 | $25,395 | 0.4% | $50.74 | — | CNV PFD | 25746U869 |
| — | NAVISTAR INTL CORP | 24,194,000 | $25,382 | 0.4% | $0.99 | — | CONV | 63934EAR9 |
| — | NEXTERA ENERGY INC | 401,633 | $24,343 | 0.4% | $30.23 | — | CNV PFD | 65339F887 |
| — | FORD MOTOR COMPANY | 12,547,000 | $24,281 | 0.4% | $1.82 | — | CONV | 345370CN8 |
| — | NORTHSTAR REALTY FIN | 12,358,000 | $24,228 | 0.4% | $1.00 | — | CONV | 66705PAC7 |
| — | AMERICAN TOWER CORP | 219,300 | $23,713 | 0.4% | $108.13 | — | CNV PFD | 03027X308 |
| — | SERVICENOW INC | 21,645,000 | $23,691 | 0.4% | $1.04 | — | CONV | 81762PAA0 |
| — | ASHLAND INC | 23,591,000 | $23,473 | 0.4% | $0.96 | — | CORP | 044209AF1 |
| — | STANLEY BLACK & DECKER I | 199,636 | $23,224 | 0.3% | $104.11 | — | CNV PFD | 854502804 |
| — | SEACOR HOLDINGS INC | 24,682,000 | $22,982 | 0.3% | $0.96 | — | CONV | 81170YAA7 |
| — | PORTFOLIO RECOVERY ASSOC | 20,256,000 | $22,810 | 0.3% | $1.15 | — | CONV | 73640QAA3 |
| — | RYLAND GROUP | 17,435,000 | $22,796 | 0.3% | $1.47 | — | CONV | 783764AQ6 |
| — | MEDIDATA SOLUTIONS INC | 20,544,000 | $22,623 | 0.3% | $1.10 | — | CONV | 58471AAB1 |
| — | MICROCHIP TECHNOLOGY INC | 11,920,000 | $22,606 | 0.3% | $1.51 | — | CONV | 595017AB0 |
| — | BROADSOFT INC | 22,444,000 | $22,389 | 0.3% | $1.03 | — | CONV | 11133BAB8 |
| — | ICONIX BRAND GROUP INC | 16,570,000 | $22,061 | 0.3% | $1.36 | — | CONV | 451055AF4 |
| — | TWITTER INC | 22,000,000 | $22,056 | 0.3% | $1.00 | — | CONV | 90184LAC6 |
| — | THERAVANCE INC | 22,267,000 | $21,925 | 0.3% | $1.52 | — | CONV | 88338TAB0 |
| — | ENERGY XXI BERMUDA LTD | 25,765,000 | $21,686 | 0.3% | $0.98 | — | CONV | 29274UAA9 |
| — | REDWOOD TRUST INC | 21,171,000 | $21,359 | 0.3% | $1.00 | — | CONV | 758075AB1 |
| — | FLUIDIGM CORP | 23,058,000 | $21,289 | 0.3% | $1.11 | — | CONV | 34385PAA6 |
| — | OLD REPUBLIC INTL CORP | 17,849,000 | $20,978 | 0.3% | $1.15 | — | CONV | 680223AH7 |
| — | LAM RESEARCH CORP | 16,227,000 | $20,910 | 0.3% | $1.24 | — | CONV | 512807AJ7 |
| — | ARES CAPITAL CORP | 19,519,000 | $20,223 | 0.3% | $1.06 | — | CONV | 04010LAJ2 |
| — | MOLINA HEALTHCARE INC | 16,219,000 | $19,959 | 0.3% | $1.13 | — | CONV | 60855RAC4 |
| — | BROOKDALE SENIOR LIVING | 15,208,000 | $19,943 | 0.3% | $1.18 | — | CONV | 112463AA2 |
| — | SPANSION LLC | 11,015,000 | $19,650 | 0.3% | $1.78 | — | CONV | 84649PAL9 |
| — | OREXIGEN THERAPEUTICS IN | 20,622,000 | $19,328 | 0.3% | $1.02 | — | CONV | 686164AA2 |
| — | CHIQUITA BRANDS INTL | 18,542,000 | $18,588 | 0.3% | $1.01 | — | CONV | 170032AT3 |
| — | CONTINENTAL FIN TRUST II | 370,178 | $18,354 | 0.3% | $0.05 | — | CNV PFD | 210796306 |
| — | STANLEY BLACK & DECKER I | 131,935 | $18,092 | 0.3% | $18.90 | — | CNV PFD | 854502309 |
| — | TESLA MOTORS INC | 17,938,000 | $17,760 | 0.3% | $0.97 | — | CONV | 88160RAC5 |
| — | AUXILIUM PHARMACEUTICALS | 12,877,000 | $17,511 | 0.3% | $0.98 | — | CONV | 05334DAA5 |
| — | QIHOO 360 TECH CO LTD | 18,700,000 | $17,376 | 0.3% | $0.93 | — | CONV | 74734MAD1 |
| — | SEACOR HOLDINGS INC | 15,858,000 | $17,364 | 0.3% | $1.15 | — | CONV | 811904AM3 |
| — | STARZ LLC/STARZ FIN CORP | 16,987,000 | $17,348 | 0.3% | $1.01 | — | CORP | 85571NAB5 |
| — | IHEARTCOMMUNICATIONS INC | 16,500,000 | $16,913 | 0.3% | $1.04 | — | CORP | 184502BL5 |
| — | INCYTE CORP LTD | 13,740,000 | $16,675 | 0.2% | $1.25 | — | CONV | 45337CAL6 |
| — | WRIGHT MEDICAL GROUP INC | 12,097,000 | $16,671 | 0.2% | $1.29 | — | CONV | 98235TAC1 |
| — | ARRAY BIO INC | 18,374,000 | $16,618 | 0.2% | $1.12 | — | CONV | 04269XAA3 |
| — | PENN VIRGINIA CORP | 164,300 | $16,537 | 0.2% | $100.65 | — | CNV PFD | 707882403 |
| — | EXTRA SPACE STORAGE LP | 15,808,000 | $16,515 | 0.2% | $0.98 | — | CONV | 30225VAC1 |
| — | HELIX ENERGY SOLUTIONS | 13,191,000 | $16,514 | 0.2% | $1.24 | — | CONV | 42330PAG2 |
| — | VISHAY INTERTECHNOLOGY | 13,702,000 | $16,299 | 0.2% | $1.08 | — | CONV | 928298AG3 |
| — | MERITOR INC | 15,021,000 | $15,904 | 0.2% | $0.91 | — | CONV | 043353AH4 |
| — | MERITOR INC | 9,980,000 | $15,788 | 0.2% | $1.50 | — | CONV | 59001KAC4 |
| — | SPIRIT REALTY CAPITAL IN | 15,864,000 | $15,736 | 0.2% | $0.99 | — | CONV | 84860WAB8 |
| — | CHART INDUSTRIES INC | 13,211,000 | $15,475 | 0.2% | $1.54 | — | CONV | 16115QAC4 |
| — | QIHOO 360 TECH CO LTD | 16,500,000 | $15,411 | 0.2% | $0.93 | — | CONV | 74734MAC3 |
| — | NEWPARK RESOURCES INC | 11,396,000 | $15,404 | 0.2% | $1.31 | — | CONV | 651718AC2 |
| — | PENN VIRGINIA CORP | 14,100,000 | $15,369 | 0.2% | $1.09 | — | CORP | 707882AE6 |
| — | DEPOMED INC | 14,500,000 | $15,167 | 0.2% | $1.05 | — | CONV | 249908AA2 |
| — | FIRST DATA CORPORATION | 12,762,050 | $15,043 | 0.2% | $1.18 | — | CORP | 319963BL7 |
| — | ALCOA INC | 300,000 | $15,030 | 0.2% | $50.10 | — | CNV PFD | 013817309 |
| — | ELEMENT FINANCIAL CORP | 14,494,000 | $14,998 | 0.2% | $1.03 | — | CONV | 286181AA0 |
| — | VERINT SYSTEMS INC | 13,500,000 | $14,691 | 0.2% | $1.09 | — | CONV | 92343XAA8 |
| — | DOMINION RESOURCES INC | 255,542 | $14,663 | 0.2% | $0.09 | — | CNV PFD | 25746U703 |
| — | J2 GLOBAL COMMUNICATIONS | 14,100,000 | $14,370 | 0.2% | $1.02 | — | CONV | 48123VAC6 |
| — | WEBMD HEALTH CORP | 13,180,000 | $14,000 | 0.2% | $1.02 | — | CONV | 94770VAJ1 |
| — | EMULEX CORPORATION | 15,600,000 | $13,995 | 0.2% | $0.99 | — | CONV | 292475AE0 |
| — | SOTHEBY'S | 14,500,000 | $13,993 | 0.2% | $0.97 | — | CORP | 835898AF4 |
| — | HOLOGIC INC | 11,763,000 | $13,988 | 0.2% | $1.12 | — | CONV | 436440AB7 |
| — | HALCON RESOURCES CORP | 13,500,000 | $13,838 | 0.2% | $1.03 | — | CORP | 40537QAD2 |
| — | TRINITY INDUSTRIES INC | 6,613,000 | $13,702 | 0.2% | $1.17 | — | CONV | 896522AF6 |
| — | UNITED STATES STEEL CORP | 7,304,000 | $13,486 | 0.2% | $1.20 | — | CONV | 912909AH1 |
| — | ENCORE CAPITAL GROUP INC | 13,401,000 | $13,260 | 0.2% | $0.99 | — | CONV | 292554AG7 |
| — | TELEFLEX INC | 7,411,000 | $13,238 | 0.2% | $1.45 | — | CONV | 879369AA4 |
| — | SOLAZYME INC | 13,608,000 | $12,790 | 0.2% | $1.08 | — | CONV | 83415TAC5 |
| — | COLONY FINANCIAL INC | 12,169,000 | $12,639 | 0.2% | $1.04 | — | CONV | 19624RAA4 |
| — | PENNYMAC CORP | 12,551,000 | $12,424 | 0.2% | $0.98 | — | CONV | 70932AAB9 |
| — | SYNOVUS FINANCIAL CORP | 12,012,000 | $12,402 | 0.2% | $1.02 | — | CORP | 87161CAG0 |
| — | LENNAR CORP | 6,530,000 | $12,182 | 0.2% | $1.72 | — | CONV | 526057BE3 |
| GM | General Motors Co | 357,440 | $12,132 | 0.2% | $28.17 | -6.7% | COM | 37045V100 |
| — | SPIRIT REALTY CAPITAL IN | 12,104,000 | $11,924 | 0.2% | $0.99 | — | CONV | 84860WAA0 |
| — | UTI WORLDWIDE INC | 10,800,000 | $11,863 | 0.2% | $1.05 | — | CONV | 90349LAA2 |
| — | VIPSHOP HOLDING LTD | 9,156,000 | $11,564 | 0.2% | $1.02 | — | CONV | 92763WAA1 |
| — | UNITED AIRLINES INC | 4,392,000 | $11,477 | 0.2% | $1.75 | — | CONV | 210795PU8 |
| — | JARDEN CORP | 8,077,000 | $11,324 | 0.2% | $1.40 | — | CONV | 471109AH1 |
| — | MERCADOLIBRE INC | 10,000,000 | $11,125 | 0.2% | $1.11 | — | CONV | 58733RAA0 |
| — | ALTICE SA | 10,500,000 | $11,065 | 0.2% | $1.05 | — | CORP | 02154VAA9 |
| — | SL GREEN OPERATING PARTN | 8,247,000 | $11,019 | 0.2% | $1.21 | — | CONV | 78444FAC0 |
| — | GENERAL CABLE CORP | 13,032,000 | $10,962 | 0.2% | $1.00 | — | CONV | 369300AL2 |
| — | PROSPECT CAPITAL CORP | 11,147,000 | $10,853 | 0.2% | $0.97 | — | CONV | 74348TAP7 |
| — | ALLSCRIPTS HEALTHCARE SO | 10,246,000 | $10,833 | 0.2% | $1.06 | — | CONV | 01988PAD0 |
| — | REYNOLDS GRP ISS/REYNOLD | 10,000,000 | $10,475 | 0.2% | $1.05 | — | CORP | 761735AL3 |
| — | WALTER INVESTMENT MGMT | 11,948,000 | $10,474 | 0.2% | $1.00 | — | CONV | 93317WAA0 |
| — | CLEAR CHANNEL WORLDWIDE | 10,000,000 | $10,463 | 0.2% | $1.05 | — | CORP | 18451QAM0 |
| — | CEMEX SAB DE CV | 9,826,000 | $10,342 | 0.2% | $1.05 | — | CORP | 151290BL6 |
| — | GRIFFON CORPORATION | 8,973,000 | $10,215 | 0.2% | $1.14 | — | CONV | 398433AD4 |
| — | TENET HEALTHCARE CORP | 9,625,000 | $10,215 | 0.2% | $1.06 | — | CORP | 87243QAB2 |
| — | PALO ALTO NETWORKS | 9,000,000 | $10,127 | 0.2% | $1.13 | — | CONV | 697435AA3 |
| — | CEMEX SAB DE CV | 8,250,000 | $10,093 | 0.2% | $1.17 | — | CONV | 151290AV5 |
| — | KB HOME | 10,005,000 | $10,036 | 0.1% | $1.02 | — | CONV | 48666KAS8 |
| — | ACORDA THERAPEUTICS INC | 10,200,000 | $10,019 | 0.1% | $0.98 | — | CONV | 00484MAA4 |
| — | SYNCHRONOSS TECHNOLOGIES | 9,156,000 | $9,987 | 0.1% | $1.09 | — | CONV | 87157BAA1 |
| C | Citigroup Inc | 186,200 | $9,958 | 0.1% | $35.41 | 0.0% | COM | 172967424 |
| — | CEPHEID INC | 10,000,000 | $9,917 | 0.1% | $0.99 | — | CONV | 15670RAB3 |
| — | BOTTOMLINE TECHNOLOGIES | 9,000,000 | $9,868 | 0.1% | $1.10 | — | CONV | 101388AA4 |
| — | INTEGRA LIFESCIENCES HLD | 9,175,000 | $9,845 | 0.1% | $1.07 | — | CONV | 457985AK5 |
| — | CELANESE US HOLDINGS LLC | 9,000,000 | $9,709 | 0.1% | $1.08 | — | CORP | 15089QAC8 |
| — | MEDICINES COMPANY | 8,714,000 | $9,703 | 0.1% | $1.47 | — | CONV | 584688AC9 |
| — | ACCURAY INC | 8,779,000 | $9,563 | 0.1% | $1.09 | — | CONV | 004397AB1 |
| — | ENDOLOGIX INC | 9,917,000 | $9,526 | 0.1% | $0.96 | — | CONV | 29266SAA4 |
| — | SUNEDISON INC | 6,137,000 | $9,472 | 0.1% | $1.13 | — | CONV | 86732YAA7 |
| — | INSULET CORPORATION | 8,545,000 | $9,167 | 0.1% | $1.07 | — | CONV | 45784PAD3 |
| — | CALLAWAY GOLF CO | 7,920,000 | $9,109 | 0.1% | $1.13 | — | CONV | 131193AC8 |
| — | EMERGENT BIOSOLUTIONS | 8,898,000 | $9,090 | 0.1% | $1.07 | — | CONV | 29089QAA3 |
| — | EXELON CORP | 172,850 | $8,968 | 0.1% | $51.88 | — | CNV PFD | 30161N127 |
| — | AOL INC | 8,750,000 | $8,876 | 0.1% | $1.01 | — | CONV | 00184XAA3 |
| — | VERTELLUS SPECIALTIES | 8,821,000 | $8,810 | 0.1% | $0.95 | — | CORP | 92532JAA0 |
| — | SPRINT CORP | 8,000,000 | $8,650 | 0.1% | $1.08 | — | CORP | 85207UAB1 |
| — | APOLLO CMMRL REAL EST FI | 8,510,000 | $8,581 | 0.1% | $1.01 | — | CONV | 03762UAA3 |
| — | COBALT INTL ENERGY INC | 8,989,000 | $8,490 | 0.1% | $0.94 | — | CONV | 19075FAB2 |
| — | SUNPOWER CORP | 7,500,000 | $8,484 | 0.1% | $1.13 | — | CONV | 867652AH2 |
| WYNN | Wynn Resorts Ltd | 45,550 | $8,440 | 0.1% | $173.72 | 0.0% | COM | 983134107 |
| — | ENERGY XXI BERMUDA LTD | 37,931 | $8,428 | 0.1% | $0.27 | — | CNV PFD | 29274U309 |
| — | PROSPECT MEDICAL HOLDING | 7,500,000 | $8,081 | 0.1% | $1.08 | — | CORP | 743494AC0 |
| — | LIGHTSTREAM RESOURCES | 7,750,000 | $7,924 | 0.1% | $1.01 | — | CORP | 71645AAA7 |
| — | SPECTRANETICS CORP | 6,549,000 | $7,618 | 0.1% | $1.16 | — | CONV | 84760CAA5 |
| — | ICONIX BRAND GROUP INC | 5,735,000 | $7,537 | 0.1% | $1.17 | — | CONV | 451055AE7 |
| — | AMERICAN REALTY CAP PROP | 7,493,000 | $7,525 | 0.1% | $1.06 | — | CONV | 02917TAA2 |
| — | HEALTH CARE REIT INC | 125,810 | $7,400 | 0.1% | $4.66 | — | CNV PFD | 42217K601 |
| — | PROSPECT CAPITAL CORP | 7,063,000 | $7,279 | 0.1% | $1.05 | — | CONV | 74348TAM4 |
| — | LACLEDE GROUP INC | 131,650 | $7,175 | 0.1% | $54.50 | — | CNV PFD | 505597500 |
| — | WINDSTREAM CORP | 6,570,000 | $6,981 | 0.1% | $1.05 | — | CORP | 97381WAX2 |
| — | YANDEX NV | 7,587,000 | $6,908 | 0.1% | $1.00 | — | CONV | 98474TAA5 |
| — | STILLWATER MINING COMPAN | 5,000,000 | $6,868 | 0.1% | $1.30 | — | CONV | 86074QAL6 |
| — | MCDERMOTT INTERNATIONAL | 6,742,000 | $6,851 | 0.1% | $1.02 | — | CORP | 580037AB5 |
| — | LIGAND PHARMACEUTICALS I | 7,000,000 | $6,724 | 0.1% | $0.96 | — | CONV | 53220KAC2 |
| — | ENERGY XXI GULF COAST IN | 6,843,000 | $6,689 | 0.1% | $0.98 | — | CORP | 29276KAT8 |
| — | CIENA CORP | 6,185,000 | $6,636 | 0.1% | $1.07 | — | CONV | 171779AF8 |
| — | SIMMONS FOODS INC | 6,035,000 | $6,397 | 0.1% | $1.06 | — | CORP | 828732AA5 |
| VOD | Vodafone Group PLC | 192,575 | $6,380 | 0.1% | $36.46 | — | COM | 92857W308 |
| — | RPM INTERNATIONAL INC | 5,538,000 | $6,362 | 0.1% | $1.11 | — | CONV | 749685AT0 |
| — | EMERALD OIL INC | 6,248,000 | $6,203 | 0.1% | $1.04 | — | CONV | 29101UAA8 |
| — | GAIN CAPITAL HOLDINGS IN | 6,300,000 | $5,945 | 0.1% | $0.93 | — | CONV | 36268WAA8 |
| — | HEARTWARE INTERNATIONAL | 5,236,000 | $5,810 | 0.1% | $1.24 | — | CONV | 422368AA8 |
| — | AMC NETWORKS INC | 5,698,000 | $5,698 | 0.1% | $1.00 | — | CORP | 00164VAC7 |
| — | SYNOVUS FINANCIAL CORP | 4,936,000 | $5,584 | 0.1% | $1.13 | — | CORP | 87161CAJ4 |
| VZ | Verizon Communications Inc | 107,900 | $5,433 | 0.1% | $26.64 | +0.6% | COM | 92343V104 |
| — | GENTIVA HEALTH SERVICES | 5,000,000 | $5,331 | 0.1% | $1.07 | — | CORP | 37247AAB8 |
| — | TITAN MACHINERY INC | 6,891,000 | $5,300 | 0.1% | $0.94 | — | CONV | 88830RAB7 |
| — | CREDIT AGRICOLE SA | 5,000,000 | $5,288 | 0.1% | $1.06 | — | CORP | 225313AD7 |
| — | Discover Financial Services | 80,000 | $5,224 | 0.1% | $65.30 | — | COM | 254709108 |
| — | BLACKROCK KELSO CAPITAL | 5,066,000 | $5,217 | 0.1% | $1.05 | — | CONV | 092533AB4 |
| BA | Boeing Co/The | 40,000 | $5,174 | 0.1% | $112.58 | 0.0% | COM | 097023105 |
| — | POST HOLDINGS INC | 65,000 | $5,151 | 0.1% | $79.25 | — | CNV PFD | 737446609 |
| — | MOLINA HEALTHCARE INC | 4,986,000 | $5,131 | 0.1% | $1.03 | — | CONV | 60855RAD2 |
| — | DANAHER CORP | 2,209,000 | $5,100 | 0.1% | $1.84 | — | CONV | 235851AF9 |
| — | APPVION INC | 5,700,000 | $5,073 | 0.1% | $0.93 | — | CORP | 03834LAA7 |
| — | HURON CONSULTING GROUP I | 5,000,000 | $4,909 | 0.1% | $0.98 | — | CONV | 447462AA0 |
| — | SANDRIDGE ENERGY INC | 50,008 | $4,871 | 0.1% | $0.11 | — | CNV PFD | 80007P604 |
| — | CHRYSLER GP/CG CO-ISSUER | 4,500,000 | $4,823 | 0.1% | $1.09 | — | CORP | 17121EAB3 |
| — | CASELLA WASTE SYSTEMS IN | 4,723,000 | $4,812 | 0.1% | $0.99 | — | CORP | 147448AG9 |
| — | ALTA MESA HLDGS/FINANC S | 4,561,000 | $4,789 | 0.1% | $1.04 | — | CORP | 021332AC5 |
| — | Hewlett-Packard Co | 130,000 | $4,783 | 0.1% | $36.79 | — | COM | 428236103 |
| — | ELECTRONIC ARTS INC | 3,765,000 | $4,747 | 0.1% | $1.04 | — | CONV | 285512AA7 |
| — | UPCB FINANCE V LTD | 4,340,000 | $4,731 | 0.1% | $1.09 | — | CORP | 90320TAA8 |
| PFE | Pfizer Inc | 150,000 | $4,560 | 0.1% | $17.55 | 0.0% | COM | 717081103 |
| TMUS | T-Mobile US Inc | 150,643 | $4,530 | 0.1% | $27.47 | +13.7% | COM | 872590104 |
| — | BRISTOL-MYERS SQUIBB CO | 3,407,000 | $4,415 | 0.1% | $1.31 | — | CONV | 110122AN8 |
| — | CLEAN HARBORS INC | 4,385,000 | $4,407 | 0.1% | $0.99 | — | CORP | 184496AL1 |
| — | TEVA PHARM FIN CO LLC | 3,500,000 | $4,407 | 0.1% | $1.18 | — | CONV | 88163VAE9 |
| — | EXELIXIS INC | 7,654,000 | $4,403 | 0.1% | $0.89 | — | CONV | 30161QAC8 |
| — | LSB INDUSTRIES | 4,000,000 | $4,345 | 0.1% | $1.09 | — | CORP | 502160AL8 |
| F | Ford Motor Co | 260,925 | $4,344 | 0.1% | $8.87 | 0.0% | COM | 345370860 |
| — | HCA HOLDINGS INC | 4,000,000 | $4,330 | 0.1% | $1.08 | — | CORP | 40412CAB7 |
| — | NEXTERA ENERGY INC | 79,565 | $4,299 | 0.1% | $0.05 | — | CNV PFD | 65339F861 |
| — | PBF HOLDING CO LLC | 4,000,000 | $4,290 | 0.1% | $1.05 | — | CORP | 69318FAB4 |
| — | REGENCY ENERGY PARTNERS | 4,000,000 | $4,280 | 0.1% | $1.03 | — | CORP | 75886AAK4 |
| — | INCYTE CORP LTD | 3,560,000 | $4,262 | 0.1% | $1.26 | — | CONV | 45337CAK8 |
| — | NAVISTAR INTL CORP | 4,000,000 | $4,093 | 0.1% | $1.02 | — | CONV | 63934EAP3 |
| — | KRATOS DEFENSE & SEC | 4,000,000 | $4,070 | 0.1% | $1.02 | — | CORP | 50077BAK4 |
| — | RESOURCE CAPITAL CORP | 4,023,000 | $4,010 | 0.1% | $1.00 | — | CONV | 76120WAA2 |
| — | SIMMONS FOODS INC | 4,000,000 | $4,000 | 0.1% | $1.00 | — | CORP | 828732AB3 |
| — | RAYONIER TRS HOLDINGS IN | 2,864,000 | $3,953 | 0.1% | $1.68 | — | CONV | 75508AAC0 |
| CVX | Chevron Corp | 30,000 | $3,744 | 0.1% | $75.91 | 0.0% | COM | 166764100 |
| — | DOMINION RESOURCES INC | 65,500 | $3,716 | 0.1% | $0.07 | — | CNV PFD | 25746U885 |
| — | Cubist Pharmaceuticals Inc | 53,601 | $3,567 | 0.1% | $66.55 | — | COM | 229678107 |
| — | ARIAD PHARMACEUTICALS IN | 3,750,000 | $3,560 | 0.1% | $0.95 | — | CONV | 04033AAA8 |
| — | SPRINT COMMUNICATIONS | 3,000,000 | $3,544 | 0.1% | $1.22 | — | CORP | 852061AK6 |
| — | CSG SYSTEMS INTL INC | 2,771,000 | $3,525 | 0.1% | $1.16 | — | CONV | 126349AC3 |
| — | CENVEO CORP | 3,646,000 | $3,518 | 0.1% | $0.96 | — | CORP | 15671BAK7 |
| — | CATALYST PAPER CORP | 3,944,590 | $3,392 | 0.1% | $0.66 | — | CORP | 14889BAB8 |
| — | HEALTH NET INC | 3,000,000 | $3,289 | 0.0% | $1.04 | — | CORP | 422248AA2 |
| — | OASIS PETROLEUM INC | 3,000,000 | $3,255 | 0.0% | $1.08 | — | CORP | 674215AG3 |
| — | BIOMET INC | 3,000,000 | $3,199 | 0.0% | $1.03 | — | CORP | 090613AJ9 |
| — | IASIS HEALTHCARE/CAP CRP | 3,000,000 | $3,191 | 0.0% | $1.03 | — | CORP | 45072PAD4 |
| — | VALEANT PHARMACEUTICALS | 3,000,000 | $3,165 | 0.0% | $1.08 | — | CORP | 91911XAQ7 |
| — | SAMSON INVESTMENT CO | 3,150,000 | $3,048 | 0.0% | $0.97 | — | CORP | 796038AC1 |
| — | HEALTH CARE REIT INC | 2,387,000 | $2,929 | 0.0% | $1.31 | — | CONV | 42217KAR7 |
| — | ELETSON HOLDINGS | 2,790,000 | $2,888 | 0.0% | $1.03 | — | CORP | 28620QAA1 |
| — | TOYS R US DELAWARE INC | 3,000,000 | $2,820 | 0.0% | $0.93 | — | CORP | 89236NAA6 |
| — | EARTHLINK HOLDINGS CORP | 2,675,000 | $2,795 | 0.0% | $1.01 | — | CORP | 270321AE2 |
| — | ADVANCED MICRO DEVICES | 2,810,000 | $2,789 | 0.0% | $0.99 | — | CORP | 007903BC0 |
| — | LAM RESEARCH CORP | 2,000,000 | $2,730 | 0.0% | $1.11 | — | CONV | 512807AL2 |
| — | TD Ameritrade Holding Corp | 80,000 | $2,722 | 0.0% | $34.02 | — | COM | 87236Y108 |
| — | LAM RESEARCH CORP | 35,820 | $2,721 | 0.0% | $58.31 | — | COM | 512807108 |
| — | SPRINT CORP | 2,500,000 | $2,650 | 0.0% | $1.06 | — | CORP | 85207UAA3 |
| — | FMG RESOURCES AUG 2006 | 2,500,000 | $2,644 | 0.0% | $1.06 | — | CORP | 30251GAN7 |
| — | CIT GROUP INC | 2,500,000 | $2,639 | 0.0% | $1.06 | — | CORP | 125581GN2 |
| — | ALLY FINANCIAL INC | 2,250,000 | $2,637 | 0.0% | $1.15 | — | CORP | 02005NAJ9 |
| — | LAND O LAKES CAP TRST I | 2,500,000 | $2,625 | 0.0% | $0.98 | — | CORP | 514665AA6 |
| INTC | INTEL CORP | 75,200 | $2,618 | 0.0% | $17.05 | +21.3% | COM | 458140100 |
| — | LAB CORP OF AMER HLDGS | 1,795,000 | $2,553 | 0.0% | $1.34 | — | CONV | 50540RAG7 |
| — | CLAYTON WILLIAMS ENERGY | 2,400,000 | $2,508 | 0.0% | $1.05 | — | CORP | 969490AE1 |
| — | GENESIS ENERGY LP/GENESI | 2,500,000 | $2,506 | 0.0% | $1.00 | — | CORP | 37185LAE2 |
| — | Anadarko Petroleum Corp | 23,810 | $2,503 | 0.0% | $105.12 | — | COM | 032511107 |
| — | NorthStar Realty Finance Corp | 142,025 | $2,497 | 0.0% | $17.58 | — | COM | 66704R704 |
| — | CITRIX SYSTEMS INC | 34,600 | $2,479 | 0.0% | $71.65 | — | COM | 177376100 |
| — | JANUS CAPITAL GROUP INC | 2,000,000 | $2,460 | 0.0% | $1.02 | — | CONV | 47102XAH8 |
| — | XILINX INC | 55,000 | $2,425 | 0.0% | $44.09 | — | COM | 983919101 |
| — | RANGE RESOURCES CORP | 2,320,000 | $2,401 | 0.0% | $0.97 | — | CORP | 75281AAN9 |
| — | ALZA CORP | 1,568,000 | $2,348 | 0.0% | $1.20 | — | CONV | 02261WAB5 |
| TOL | Toll Brothers Inc | 68,200 | $2,282 | 0.0% | $34.20 | +3.7% | COM | 889478103 |
| — | CBIZ INC | 1,795,000 | $2,257 | 0.0% | $1.10 | — | CONV | 124805AC6 |
| STT | State Street Corp | 30,000 | $2,245 | 0.0% | $47.89 | 0.0% | COM | 857477103 |
| — | CALPINE CORP | 2,000,000 | $2,215 | 0.0% | $1.12 | — | CORP | 131347BY1 |
| — | QEP RESOURCES INC | 2,000,000 | $2,210 | 0.0% | $1.07 | — | CORP | 74733VAA8 |
| — | NATIONSTAR MORT/CAP CORP | 2,300,000 | $2,202 | 0.0% | $0.96 | — | CORP | 63860UAL4 |
| COP | ConocoPhillips | 26,840 | $2,162 | 0.0% | $53.35 | 0.0% | COM | 20825C104 |
| — | FIRST DATA CORPORATION | 1,862,000 | $2,155 | 0.0% | $1.16 | — | CORP | 319963BG8 |
| — | AMERICAN ENERGY/AEPB | 2,250,000 | $2,154 | 0.0% | $0.96 | — | CORP | 02563LAC2 |
| — | FRESENIUS MED CARE US | 2,000,000 | $2,145 | 0.0% | $1.06 | — | CORP | 35803QAA5 |
| — | W & T OFFSHORE INC | 2,000,000 | $2,120 | 0.0% | $1.06 | — | CORP | 92922PAC0 |
| — | CORNERSTONE CHEMICAL CO | 2,000,000 | $2,120 | 0.0% | $1.05 | — | CORP | 21925AAB1 |
| — | CARLSON WAGONLIT BV | 2,000,000 | $2,110 | 0.0% | $1.03 | — | CORP | 142812AB2 |
| — | HALCON RESOURCES CORP | 2,000,000 | $2,110 | 0.0% | $1.05 | — | CORP | 40537QAB6 |
| — | ALLIED SPECIALTY VEHICLE | 2,000,000 | $2,105 | 0.0% | $1.02 | — | CORP | 019517AA9 |
| — | WATERJET HOLDINGS INC | 2,000,000 | $2,095 | 0.0% | $1.06 | — | CORP | 94155UAA7 |
| — | SAPPI PAPIER HOLDNG GMBH | 2,000,000 | $2,095 | 0.0% | $0.97 | — | CORP | 803071AA7 |
| — | NAVIOS MARITIME HLDS/FIN | 2,000,000 | $2,050 | 0.0% | $1.01 | — | CORP | 639365AG0 |
| — | TESORO CORP | 2,000,000 | $2,050 | 0.0% | $1.01 | — | CORP | 881609AZ4 |
| — | CHURCHILL DOWNS INC | 2,000,000 | $2,035 | 0.0% | $1.02 | — | CORP | 171484AA6 |
| — | SPRINT INDUSTRIAL LLC | 2,000,000 | $2,020 | 0.0% | $1.01 | — | TERM | 85208BAE6 |
| — | EQUINIX INC | 2,000,000 | $2,013 | 0.0% | $0.98 | — | CORP | 29444UAM8 |
| — | EAGLE ROCK ENER PART/FIN | 1,925,000 | $2,012 | 0.0% | $1.02 | — | CORP | 26985UAB3 |
| — | CELANESE US HOLDINGS LLC | 2,000,000 | $2,005 | 0.0% | $0.98 | — | CORP | 15089QAD6 |
| — | COVENANT SURGICAL PARTNE | 2,000,000 | $2,000 | 0.0% | $1.00 | — | CORP | 22284YAA4 |
| — | NORSKE SKOGINDUSTRIER | 2,134,000 | $1,985 | 0.0% | $0.93 | — | CORP | 656533AB2 |
| — | ENERGY & EXPLORATION PARTNE | 2,000,000 | $1,975 | 0.0% | $0.99 | — | TERM | 29268HAB4 |
| — | TPG SPECIALTY LENDING IN | 2,000,000 | $1,971 | 0.0% | $0.99 | — | CONV | 87265KAA0 |
| — | WEYERHAEUSER CO | 34,518 | $1,891 | 0.0% | $0.10 | — | CNV PFD | 962166872 |
| — | DANA HOLDING CORP | 1,750,000 | $1,870 | 0.0% | $1.06 | — | CORP | 235825AB2 |
| — | BOISE CASCADE COMPANY | 1,700,000 | $1,802 | 0.0% | $1.01 | — | CORP | 09739DAA8 |
| — | SANDRIDGE ENERGY INC | 1,745,000 | $1,791 | 0.0% | $0.99 | — | CORP | 80007PAQ2 |
| — | Lamar Advertising Co | 35,000 | $1,760 | 0.0% | $50.29 | — | COM | 512815101 |
| — | DISH Network Corp | 26,628 | $1,730 | 0.0% | $51.82 | — | COM | 25470M109 |
| — | CHESAPEAKE ENERGY CORP | 1,500,000 | $1,697 | 0.0% | $1.13 | — | CORP | 165167CF2 |
| — | GOODYEAR TIRE & RUBBER | 1,570,000 | $1,692 | 0.0% | $1.10 | — | CORP | 382550BB6 |
| — | ST BARBARA LTD | 2,000,000 | $1,660 | 0.0% | $0.92 | — | CORP | 852278AA8 |
| BMRN | BioMarin Pharmaceutical Inc | 23,701 | $1,656 | 0.0% | $60.41 | 0.0% | COM | 09061G101 |
| — | MASTEC INC | 1,725,000 | $1,652 | 0.0% | $0.94 | — | CORP | 576323AN9 |
| — | DISPENSING DYNAMICS INTL | 1,500,000 | $1,620 | 0.0% | $1.02 | — | CORP | 25471QAA7 |
| — | SESI LLC | 1,500,000 | $1,571 | 0.0% | $1.03 | — | CORP | 78412FAL8 |
| — | Time Warner Inc | 19,760 | $1,537 | 0.0% | $77.78 | — | COM | 887317303 |
| — | CARAUSTAR INDUSTRIES INC | 1,444,750 | $1,456 | 0.0% | $1.02 | — | TERM | 14076CAB9 |
| NEE | NEXTERA ENERGY INC | 15,271 | $1,453 | 0.0% | $17.92 | 0.0% | COM | 65339F101 |
| — | STEEL DYNAMICS INC | 1,335,000 | $1,438 | 0.0% | $1.04 | — | CORP | 858119AV2 |
| — | NOKIA OYJ | 1,330,000 | $1,424 | 0.0% | $1.07 | — | CORP | 654902AB1 |
| NVDA | NVIDIA CORP | 73,500 | $1,402 | 0.0% | $0.44 | 0.0% | COM | 67066G104 |
| — | CHESAPEAKE ENERGY CORP | 1,200 | $1,385 | 0.0% | $2.29 | — | CNV PFD | 165167768 |
| — | BREITBURN ENER/BREIT FIN | 1,300,000 | $1,372 | 0.0% | $1.02 | — | CORP | 106777AD7 |
| — | KENNEDY-WILSON INC | 1,250,000 | $1,338 | 0.0% | $1.08 | — | CORP | 489399AC9 |
| — | PERMIAN HOLDINGS INC | 1,250,000 | $1,288 | 0.0% | $0.98 | — | CORP | 714239AA8 |
| OXY | Occidental Petroleum Corp | 13,000 | $1,270 | 0.0% | $66.18 | 0.0% | COM | 674599105 |
| — | NAVIOS MARITIME ACQ CORP | 1,150,000 | $1,179 | 0.0% | $1.02 | — | CORP | 63938MAD8 |
| — | FORBES ENERGY SERVICES | 1,150,000 | $1,179 | 0.0% | $0.99 | — | CORP | 345143AC5 |
| — | NRG YIELD INC | 1,000,000 | $1,177 | 0.0% | $1.18 | — | CONV | 62942XAA6 |
| — | CHESAPEAKE ENERGY CORP | 1,000,000 | $1,148 | 0.0% | $1.15 | — | CORP | 165167BU0 |
| — | VECTOR GROUP LTD | 1,000,000 | $1,073 | 0.0% | $1.07 | — | CORP | 92240MBB3 |
| DCH | American Axle & Manufacturing | 60,100 | $1,068 | 0.0% | $18.41 | 0.0% | COM | 024061103 |
| — | PHOTRONICS INC | 1,000,000 | $1,065 | 0.0% | $1.06 | — | CONV | 719405AH5 |
| — | HEALTHSOUTH CORP | 1,000,000 | $1,058 | 0.0% | $1.08 | — | CORP | 421924BG5 |
| — | FIRST CASH FINANCIAL SER | 1,000,000 | $1,053 | 0.0% | $1.05 | — | CORP | 31942DAB3 |
| — | FIRST QUANTUM MINERALS L | 1,005,000 | $1,040 | 0.0% | $1.02 | — | CORP | 335934AF2 |
| — | FIRST QUANTUM MINERALS L | 1,005,000 | $1,040 | 0.0% | $1.01 | — | CORP | 335934AD7 |
| — | HIG BBC INTERMED/HOLDING | 1,000,000 | $1,038 | 0.0% | $1.03 | — | CORP | 40421XAA2 |
| — | KISSNER MILLING CO LTD | 1,000,000 | $1,034 | 0.0% | $1.03 | — | CORP | 49835DAA7 |
| — | TELESAT CANADA/TELESAT L | 1,000,000 | $1,032 | 0.0% | $1.02 | — | CORP | 87952VAJ5 |
| — | JLL/DELTA DUTCH NEWCO BV | 1,000,000 | $1,030 | 0.0% | $1.03 | — | CORP | 46590GAA1 |
| — | NAVIOS MARITIME HLDS/FIN | 1,000,000 | $1,025 | 0.0% | $0.95 | — | CORP | 639365AF2 |
| — | WHITEWAVE FOODS CO | 1,000,000 | $1,020 | 0.0% | $1.02 | — | CORP | 966244AA3 |
| — | DISH DBS CORP | 1,000,000 | $1,018 | 0.0% | $0.99 | — | CORP | 25470XAQ8 |
| — | POLYMER GROUP INC | 1,000,000 | $1,008 | 0.0% | $1.01 | — | CORP | 731745AM7 |
| — | ENERGY FUTURE INTERMEDIAT | 1,000,000 | $1,006 | 0.0% | $1.01 | — | TERM | 29271NAB6 |
| — | JEFFERIES FIN LLC / JFIN | 1,000,000 | $995 | 0.0% | $1.01 | — | CORP | 47232MAB8 |
| — | MICRON TECHNOLOGY INC | 1,000,000 | $993 | 0.0% | $0.99 | — | CORP | 595112BB8 |
| — | COMPASS MINERALS INTERNA | 1,000,000 | $988 | 0.0% | $0.99 | — | CORP | 20451NAE1 |
| — | SIX FLAGS ENTERTAINMENT | 1,000,000 | $985 | 0.0% | $0.96 | — | CORP | 83001AAA0 |
| — | Tribune Media Co | 13,032 | $979 | 0.0% | $69.52 | — | COM | 896047503 |
| — | OMEGA HLTHCARE INVESTORS | 930,000 | $977 | 0.0% | $1.03 | — | CORP | 681936AZ3 |
| — | TEXAS COMP ELEC HOLD LLC | 1,260,000 | $958 | 0.0% | $1.71 | — | TERM | 90210EAM8 |
| — | BARMINCO FINANCE PTY LTD | 1,000,000 | $898 | 0.0% | $0.89 | — | CORP | 067687AA1 |
| — | Hospitality Properties Trust | 30,300 | $858 | 0.0% | $28.32 | — | COM | 44106M102 |
| FCX | Freeport-McMoRan Inc | 25,000 | $852 | 0.0% | $29.56 | 0.0% | COM | 35671D857 |
| — | DUPONT FABROS TECH LP | 750,000 | $784 | 0.0% | $1.03 | — | CORP | 26613TAE0 |
| — | NAVIOS SA LOGIST/FIN US | 750,000 | $767 | 0.0% | $1.02 | — | CORP | 63938NAE4 |
| — | CONSOL ENERGY INC | 750,000 | $756 | 0.0% | $1.01 | — | CORP | 20854PAJ8 |
| PBYI | Puma Biotechnology Inc | 2,500 | $676 | 0.0% | $71.11 | 0.0% | COM | 74587V107 |
| CSCO | Cisco Systems Inc | 25,000 | $630 | 0.0% | $16.64 | 0.0% | COM | 17275R102 |
| — | IHEARTCOMMUNICATIONS INC | 500,000 | $545 | 0.0% | $1.03 | — | CORP | 184502BN1 |
| — | WINDSTREAM CORP | 500,000 | $540 | 0.0% | $1.04 | — | CORP | 97381WAT1 |
| — | TEMBEC INDUSTRIES INC | 500,000 | $538 | 0.0% | $1.08 | — | CORP | 87971KAG2 |
| — | TESORO LOGISTICS LP/CORP | 506,000 | $531 | 0.0% | $1.00 | — | CORP | 88160QAA1 |
| — | ALCOA INC | 500,000 | $508 | 0.0% | $1.02 | — | CORP | 013817AW1 |
| — | LIVE NATION ENTERTAINMEN | 500,000 | $506 | 0.0% | $1.01 | — | CORP | 538034AG4 |
| — | GLOBAL PART/GLP FINANCE | 500,000 | $504 | 0.0% | $1.01 | — | CORP | 37954FAA2 |
| — | AMERICAN AIRLINES GROUP | 500,000 | $500 | 0.0% | $1.00 | — | CORP | 02376RAA0 |
| — | VISHAY INTERTECHNOLOGY | 511,000 | $491 | 0.0% | $0.91 | — | CONV | 928298AJ7 |
| — | COMMERCIAL METALS CO | 500,000 | $489 | 0.0% | $0.92 | — | CORP | 201723AK9 |
| — | SUNCOKE ENERGY INC | 454,000 | $482 | 0.0% | $1.04 | — | CORP | 86722AAC7 |
| — | AMERICAN ENERGY/AEPB | 500,000 | $479 | 0.0% | $0.96 | — | CORP | 02563LAB4 |
| — | VECTOR GROUP LTD | 424,000 | $476 | 0.0% | $1.04 | — | CONV | 92240MBC1 |
| MCD | McDonald's Corp | 5,000 | $472 | 0.0% | $74.80 | 0.0% | COM | 580135101 |
| — | SWIFT SERVICES HLDGS INC | 400,000 | $424 | 0.0% | $1.10 | — | CORP | 870755AB1 |
| — | CALIFORNIA RESOURCES CRP | 400,000 | $415 | 0.0% | $1.04 | — | CORP | 13057QAC1 |
| — | FANNIE MAE | 39,302 | $407 | 0.0% | $7.69 | — | PFD | 313586752 |
| — | NEXTERA ENERGY INC | 6,387 | $396 | 0.0% | $0.06 | — | CNV PFD | 65339F705 |
| — | MGM Holdings Inc | 5,000 | $386 | 0.0% | $77.20 | — | COM | 55303C101 |
| — | ISTAR FINANCIAL INC | 283,000 | $367 | 0.0% | $1.19 | — | CONV | 45031UBR1 |
| — | HUGHES SATELITE SYSTEMS | 300,000 | $327 | 0.0% | $1.06 | — | CORP | 444454AB8 |
| — | M/I HOMES INC | 314,000 | $318 | 0.0% | $1.04 | — | CONV | 55292PAB1 |
| — | GULFMARK OFFSHORE INC | 310,000 | $308 | 0.0% | $0.99 | — | CORP | 402629AG4 |
| — | General Motors Co | 250,000 | $307 | 0.0% | $3.82 | — | COM | 37045V134 |
| — | CROWN CASTLE INTL CORP | 2,860 | $298 | 0.0% | $3.91 | — | CNV PFD | 228227500 |
| — | NY COMMUNITY CAP TRUST V | 5,946 | $296 | 0.0% | $0.05 | — | CNV PFD | 64944P307 |
| — | ARES CAPITAL CORP | 280,000 | $294 | 0.0% | $1.06 | — | CONV | 04010LAG8 |
| — | NORTHERN BLIZZARD RESOUR | 261,000 | $271 | 0.0% | $1.03 | — | CORP | 664784AA3 |
| — | L-3 Communications Holdings In | 2,310 | $264 | 0.0% | $114.29 | — | COM | 502424104 |
| LAB | FLUIDIGM CORP | 9,900 | $261 | 0.0% | $32.04 | 0.0% | COM | 34385P108 |
| — | UNIT CORP | 250,000 | $259 | 0.0% | $1.02 | — | CORP | 909218AB5 |
| — | MERITAGE HOMES CORP | 252,000 | $257 | 0.0% | $1.10 | — | CONV | 59001AAR3 |
| — | PRECISION DRILLING CORP | 250,000 | $246 | 0.0% | $0.98 | — | CORP | 74022DAH3 |
| IWM | iShares Russell 2000 ETF | 1,500 | $217 | 0.0% | — | — | Put | 464287655 |
| — | Coronado Biosciences Inc | 96,000 | $187 | 0.0% | $6.47 | — | COM | 21976U109 |
| — | THERAVANCE INC | 900 | $162 | 0.0% | — | — | Put | 88338T104 |
| — | SYNOVUS FINANCIAL CORP | 6,000 | $149 | 0.0% | $24.83 | — | COM | 87161C501 |
| — | TRIBUNE MEDIA CO - A | 2,000 | $148 | 0.0% | $57.65 | — | COM | 896047115 |
| — | LEAR CORP | 742 | $142 | 0.0% | $109.16 | — | COM | 521865113 |
| — | Peabody Energy Corp | 4,400 | $110 | 0.0% | — | — | Put | 704549104 |
| — | United States Natural Gas Fund | 615 | $105 | 0.0% | — | — | Put | 912318201 |
| — | Tribune Publishing Co | 5,006 | $104 | 0.0% | $20.78 | — | COM | 896082104 |
| — | CALIFORNIA RESOURCES CRP | 100,000 | $103 | 0.0% | $1.03 | — | CORP | 13057QAA5 |
| — | SEVENTY SEVEN ENERGY INC | 100,000 | $101 | 0.0% | $1.01 | — | CORP | 818097AA5 |
| — | GAMESTOP CORP | 1,000,000 | $100 | 0.0% | $0.10 | — | CORP | 36467WAA7 |
| CIEN | CIENA CORP | 5,000 | $94 | 0.0% | $20.54 | 0.0% | COM | 171779309 |
| — | Cliffs Natural Resources Inc | 1,200 | $88 | 0.0% | — | — | Put | 18683K101 |
| — | Symantec Corp | 2,400 | $62 | 0.0% | — | — | Call | 871503108 |
| C | Citigroup Inc | 1,000 | $53 | 0.0% | $35.41 | 0.0% | Call | 172967424 |
| — | ENERGY FUTURE/EFIH FINAN | 500,000 | $45 | 0.0% | $0.09 | — | CORP | 29ESCQ8K1 |
| — | SHENGDATECH INC | 2,975,000 | $43 | 0.0% | $0.01 | — | CONV | 823213AD5 |
| — | Walter Energy Inc | 3,187 | $37 | 0.0% | — | — | Put | 93317Q105 |
| — | CUMULUS MEDIA INC-CL A | 8,144 | $36 | 0.0% | $3.72 | — | COM | 231082116 |
| — | Toll Brothers Inc | 600 | $29 | 0.0% | — | — | Put | 088947810 |
| BAC | Bank of America Corp | 700 | $26 | 0.0% | — | — | Call | 060505104 |
| — | MIDAS INT HOLDCO II/FIN | 250,000 | $25 | 0.0% | $0.10 | — | CORP | 59563KAA8 |
| — | Cobalt International Energy In | 500 | $19 | 0.0% | — | — | Call | 19075F106 |
| — | LAM RESEARCH CORP | 300 | $17 | 0.0% | $58.31 | — | Put | 512807108 |
| BMRN | BioMarin Pharmaceutical Inc | 200 | $11 | 0.0% | $60.41 | 0.0% | Put | 09061G101 |
| — | EQUINIX INC | 4,000 | $8 | 0.0% | $1.66 | — | CONV | 29444UAG1 |
| TAL | TAL Education Group | 250 | $3 | 0.0% | — | — | Put | 874080104 |
| — | MTR GAMING GROUP INC | 30 | $0 | 0.0% | — | — | CORP | 553769AL4 |