CIK: 0001097278 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 14, 2014
Total Value ($000): $6,486,715 (11.8% shares, 88.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CITRIX SYSTEMS INC | 106,967,000 | $116,699 | 1.8% | $1.09 | — | CONV | 177376AC4 |
| — | PRICELINE GROUP INC/THE | 70,693,000 | $95,142 | 1.5% | $1.21 | — | CONV | 741503AQ9 |
| — | MICRON TECHNOLOGY INC | 68,660,000 | $90,202 | 1.4% | $1.02 | — | CONV | 595112AY9 |
| — | YAHOO INC | 85,144,000 | $88,561 | 1.4% | $1.03 | — | CONV | 984332AE6 |
| — | MGM RESORTS INTL | 56,501,000 | $71,559 | 1.1% | $1.21 | — | CONV | 55303QAE0 |
| — | BIOMARIN PHARMACEUTICAL | 62,750,000 | $66,638 | 1.0% | $1.06 | — | CONV | 09061GAE1 |
| — | JARDEN CORP | 65,337,000 | $65,745 | 1.0% | $1.01 | — | CONV | 471109AK4 |
| — | GILEAD SCIENCES INC | 13,732,000 | $64,139 | 1.0% | $2.30 | — | CONV | 375558AP8 |
| — | JEFFERIES GROUP LLC | 59,855,000 | $63,783 | 1.0% | $1.06 | — | CONV | 472319AG7 |
| — | UNITED TECHNOLOGIES CORP | 1,077,752 | $63,578 | 1.0% | $15.02 | — | CNV PFD | 913017117 |
| — | SALIX PHARMACEUTICALS LT | 25,112,000 | $60,689 | 0.9% | $1.44 | — | CONV | 795435AE6 |
| — | PROLOGIS LP | 56,567,000 | $59,493 | 0.9% | $1.14 | — | CONV | 74340XAT8 |
| — | FOREST CITY ENTERPRISES | 53,377,000 | $58,814 | 0.9% | $1.12 | — | CONV | 345550AP2 |
| — | WELLPOINT INC | 35,050,000 | $58,145 | 0.9% | $1.36 | — | CONV | 94973VBG1 |
| — | CHESAPEAKE ENERGY CORP | 51,817 | $57,555 | 0.9% | $2.12 | — | CNV PFD | 165167776 |
| — | CLEARWIRE COMM/FINANCE | 50,451,000 | $56,653 | 0.9% | $1.11 | — | CONV | 18538TAG4 |
| — | LIBERTY MEDIA CORP | 56,728,000 | $55,759 | 0.9% | $0.97 | — | CONV | 531229AA0 |
| — | ON SEMICONDUCTOR CORP | 48,586,000 | $54,740 | 0.8% | $1.15 | — | CONV | 682189AH8 |
| — | ROYAL GOLD INC | 52,549,000 | $54,676 | 0.8% | $0.93 | — | CONV | 780287AA6 |
| — | CUBIST PHARMACEUTICALS | 50,381,000 | $54,573 | 0.8% | $1.08 | — | CONV | 229678AF4 |
| — | CENTERPOINT ENERGY INC | 52,234,115 | $54,426 | 0.8% | $0.06 | — | CONV | 15189T206 |
| — | LIBERTY INTERACTIVE LLC | 52,160,000 | $53,878 | 0.8% | $1.03 | — | CONV | 530610AB0 |
| — | NOVELLUS SYSTEMS INC | 24,341,000 | $53,232 | 0.8% | $1.55 | — | CONV | 670008AD3 |
| — | PRICELINE GROUP INC/THE | 47,386,000 | $53,047 | 0.8% | $1.13 | — | CONV | 741503AS5 |
| — | CTRIP.COM INTER LTD. | 50,632,000 | $52,992 | 0.8% | $1.05 | — | CONV | 22943FAD2 |
| — | CIENA CORP | 53,806,000 | $52,888 | 0.8% | $1.00 | — | CONV | 171779AE1 |
| — | NEWMONT MINING CORP | 51,398,000 | $52,724 | 0.8% | $1.08 | — | CONV | 651639AJ5 |
| — | AKAMAI TECHNOLOGIES INC | 51,576,000 | $51,823 | 0.8% | $1.01 | — | CONV | 00971TAF8 |
| — | WEBMD HEALTH CORP | 51,026,000 | $51,386 | 0.8% | $0.94 | — | CONV | 94770VAF9 |
| — | BANK OF AMERICA CORP | 43,652 | $50,047 | 0.8% | $1.14 | — | CNV PFD | 060505682 |
| — | WELLS FARGO & COMPANY | 41,428 | $49,818 | 0.8% | $1.17 | — | CNV PFD | 949746804 |
| — | DDR CORP | 42,977,000 | $49,531 | 0.8% | $1.16 | — | CONV | 251591AX1 |
| — | TWITTER INC | 50,030,000 | $48,714 | 0.8% | $0.99 | — | CONV | 90184LAA0 |
| — | LIVE NATION ENTERTAINMEN | 46,641,000 | $48,448 | 0.7% | $1.05 | — | CONV | 538034AH2 |
| — | TOLL BROS FINANCE CORP | 46,497,000 | $47,003 | 0.7% | $1.07 | — | CONV | 88947EAM2 |
| — | FIDELITY NATL FINANCIAL | 28,650,000 | $45,819 | 0.7% | $1.54 | — | CONV | 31620RAE5 |
| — | INTEL CORP | 27,239,000 | $45,677 | 0.7% | $1.27 | — | CONV | 458140AF7 |
| — | CORNERSTONE ONDEMAND INC | 44,951,000 | $44,921 | 0.7% | $1.03 | — | CONV | 21925YAB9 |
| — | ALEXANDRIA REAL ESTATE E | 1,635,773 | $44,133 | 0.7% | $5.64 | — | CNV PFD | 015271505 |
| — | JDS UNIPHASE CORP | 43,493,000 | $43,692 | 0.7% | $1.02 | — | CONV | 46612JAF8 |
| — | ARES CAPITAL CORP | 41,897,000 | $43,136 | 0.7% | $1.03 | — | CONV | 04010LAM5 |
| — | KEYCORP | 320,332 | $41,963 | 0.6% | $11.86 | — | CNV PFD | 493267405 |
| — | ILLUMINA INC | 40,203,000 | $41,609 | 0.6% | $1.05 | — | CONV | 452327AE9 |
| — | COLONY FINANCIAL INC | 41,169,000 | $40,671 | 0.6% | $1.01 | — | CONV | 19624RAB2 |
| — | STARWOOD PROPERTY TRUST | 37,874,000 | $40,588 | 0.6% | $1.04 | — | CONV | 85571BAA3 |
| — | STONE ENERGY CORP | 38,206,000 | $40,419 | 0.6% | $0.98 | — | CONV | 861642AN6 |
| — | OMNICARE INC | 36,516,000 | $40,237 | 0.6% | $1.03 | — | CONV | 681904AQ1 |
| — | SINA CORP | 43,443,000 | $40,040 | 0.6% | $1.01 | — | CONV | 82922RAC7 |
| — | OMNICARE INC | 37,828,000 | $39,499 | 0.6% | $1.05 | — | CONV | 681904AL2 |
| — | BIOMARIN PHARMACEUTICAL | 35,763,000 | $39,268 | 0.6% | $1.08 | — | CONV | 09061GAF8 |
| — | FOREST CITY ENTERPRISES | 37,265,000 | $38,428 | 0.6% | $1.05 | — | CONV | 345550AR8 |
| — | HEALTHSOUTH CORP | 34,698,000 | $38,105 | 0.6% | $1.08 | — | CONV | 421924BL4 |
| — | ANNALY CAPITAL MGMT | 37,439,000 | $37,978 | 0.6% | $1.02 | — | CONV | 035710AB8 |
| — | NATIONAL HEALTH INVESTOR | 38,766,000 | $37,746 | 0.6% | $1.00 | — | CONV | 63633DAE4 |
| — | HOLOGIC INC | 35,629,000 | $37,706 | 0.6% | $1.00 | — | CONV | 436440AC5 |
| — | RYLAND GROUP | 40,961,000 | $37,551 | 0.6% | $0.92 | — | CONV | 783764AS2 |
| — | TIBCO SOFTWARE INC | 37,409,000 | $37,444 | 0.6% | $0.99 | — | CONV | 88632QAB9 |
| — | TTM TECHNOLOGIES INC | 38,227,000 | $37,383 | 0.6% | $1.08 | — | CONV | 87305RAD1 |
| — | INTEL CORP | 28,734,000 | $36,655 | 0.6% | $1.09 | — | CONV | 458140AD2 |
| — | TYSON FOODS INC | 723,759 | $36,461 | 0.6% | $49.64 | — | CNV PFD | 902494301 |
| — | FINISAR CORP | 39,231,000 | $36,426 | 0.6% | $0.99 | — | CONV | 31787AAL5 |
| — | SUNEDISON INC | 35,886,000 | $35,340 | 0.5% | $1.01 | — | CONV | 86732YAE9 |
| — | STARWOOD PROPERTY TRUST | 32,537,000 | $35,333 | 0.5% | $1.06 | — | CONV | 85571BAB1 |
| — | RADIAN GROUP INC | 24,581,000 | $35,239 | 0.5% | $1.40 | — | CONV | 750236AN1 |
| — | JAZZ INVESTMENTS I LTD | 31,657,000 | $35,239 | 0.5% | $1.12 | — | CONV | 472145AA9 |
| — | LIBERTY INTERACTIVE LLC | 26,161,000 | $34,648 | 0.5% | $1.30 | — | CONV | 530610AC8 |
| — | OWENS-BROCKWAY | 33,790,000 | $34,198 | 0.5% | $1.02 | — | CONV | 69073TAQ6 |
| — | NETSUITE INC | 32,809,000 | $34,144 | 0.5% | $1.04 | — | CONV | 64118QAB3 |
| — | HORNBECK OFFSHORE SERV | 34,187,000 | $33,500 | 0.5% | $1.20 | — | CONV | 440543AN6 |
| — | XILINX INC | 22,580,000 | $33,447 | 0.5% | $1.49 | — | CONV | 983919AF8 |
| — | AMG CAPITAL TRUST II | 526,850 | $33,400 | 0.5% | $0.10 | — | CNV PFD | 00170F209 |
| — | AIR LEASE CORP | 24,179,000 | $32,707 | 0.5% | $1.29 | — | CONV | 00912XAK0 |
| — | ILLUMINA INC | 30,510,000 | $32,652 | 0.5% | $1.08 | — | CONV | 452327AG4 |
| — | NVIDIA CORP | 29,004,000 | $31,761 | 0.5% | $1.03 | — | CONV | 67066GAB0 |
| — | MOLINA HEALTHCARE INC | 31,745,000 | $31,732 | 0.5% | $1.03 | — | CONV | 60855RAE0 |
| — | HOLOGIC INC | 28,648,000 | $31,195 | 0.5% | $1.05 | — | CONV | 436440AG6 |
| — | LIBERTY INTERACTIVE LLC | 57,033,000 | $31,172 | 0.5% | $0.52 | — | CONV | 530715AN1 |
| — | CHESAPEAKE ENERGY CORP | 32,720,000 | $31,125 | 0.5% | $0.89 | — | CONV | 165167CB1 |
| — | JARDEN CORP | 26,114,000 | $30,750 | 0.5% | $1.20 | — | CONV | 471109AL2 |
| — | SANDISK CORP | 25,513,000 | $30,610 | 0.5% | $1.20 | — | CONV | 80004CAF8 |
| — | B2GOLD CORP | 32,240,000 | $30,382 | 0.5% | $0.97 | — | CONV | 11777QAB6 |
| — | HOST HOTELS & RESORTS LP | 17,747,000 | $29,324 | 0.5% | $1.36 | — | CONV | 44107TAG1 |
| — | COBALT INTL ENERGY INC | 35,355,000 | $29,316 | 0.5% | $1.02 | — | CONV | 19075FAA4 |
| — | PRICELINE GROUP INC/THE | 30,726,000 | $29,022 | 0.4% | $0.95 | — | CONV | 741503AT3 |
| — | MACQUARIE INFRASTRUCTURE | 25,700,000 | $28,508 | 0.4% | $1.12 | — | CONV | 55608BAA3 |
| — | SALESFORCE.COM INC | 25,451,000 | $28,347 | 0.4% | $1.13 | — | CONV | 79466LAD6 |
| — | CHESAPEAKE ENERGY CORP | 25,699 | $28,334 | 0.4% | $2.15 | — | CNV PFD | 165167784 |
| — | RTI INTERNATIONAL METALS | 28,066,000 | $26,958 | 0.4% | $0.97 | — | CONV | 74973WAB3 |
| — | VOLCANO CORP | 31,074,000 | $26,826 | 0.4% | $0.93 | — | CONV | 928645AB6 |
| — | CUBIST PHARMACEUTICALS | 23,218,000 | $25,927 | 0.4% | $1.12 | — | CONV | 229678AH0 |
| — | CIENA CORP | 21,477,000 | $25,651 | 0.4% | $1.36 | — | CONV | 171779AK7 |
| — | PDL BIOPHARMA INC | 26,119,000 | $25,484 | 0.4% | $1.06 | — | CONV | 69329YAF1 |
| — | PROOFPOINT INC | 21,571,000 | $25,452 | 0.4% | $1.11 | — | CONV | 743424AA1 |
| — | GOODRICH PETROLEUM CORP | 24,182,000 | $25,401 | 0.4% | $1.07 | — | CONV | 382410AG3 |
| — | DOMINION RESOURCES INC | 500,500 | $24,947 | 0.4% | $50.74 | — | CNV PFD | 25746U869 |
| — | MEDIVATION INC | 12,669,000 | $24,773 | 0.4% | $1.32 | — | CONV | 58501NAA9 |
| — | NAVISTAR INTL CORP | 24,194,000 | $24,332 | 0.4% | $0.99 | — | CONV | 63934EAR9 |
| — | NEXTERA ENERGY INC | 401,633 | $24,095 | 0.4% | $30.23 | — | CNV PFD | 65339F887 |
| — | AMERICAN TOWER CORP | 219,300 | $23,695 | 0.4% | $108.13 | — | CNV PFD | 03027X308 |
| — | SERVICENOW INC | 21,645,000 | $22,903 | 0.4% | $1.04 | — | CONV | 81762PAA0 |
| — | TAKE-TWO INTERACTIVE SOF | 18,529,000 | $22,897 | 0.4% | $1.05 | — | CONV | 874054AD1 |
| — | ASHLAND INC | 23,104,000 | $22,767 | 0.4% | $0.96 | — | CORP | 044209AF1 |
| — | SEACOR HOLDINGS INC | 24,470,000 | $22,707 | 0.4% | $0.96 | — | CONV | 81170YAA7 |
| — | MEDIDATA SOLUTIONS INC | 20,544,000 | $22,335 | 0.3% | $1.10 | — | CONV | 58471AAB1 |
| — | MICROCHIP TECHNOLOGY INC | 11,920,000 | $22,116 | 0.3% | $1.51 | — | CONV | 595017AB0 |
| — | ARES CAPITAL CORP | 21,324,000 | $22,110 | 0.3% | $1.06 | — | CONV | 04010LAJ2 |
| — | PRA GROUP INC | 20,256,000 | $22,093 | 0.3% | $1.09 | — | CONV | 73640QAB1 |
| — | BROADSOFT INC | 22,270,000 | $21,820 | 0.3% | $1.03 | — | CONV | 11133BAB8 |
| — | SOLARCITY CORP | 22,423,000 | $21,648 | 0.3% | $0.97 | — | CONV | 83416TAB6 |
| — | FORD MOTOR COMPANY | 12,547,000 | $21,538 | 0.3% | $1.82 | — | CONV | 345370CN8 |
| — | TWITTER INC | 22,000,000 | $21,534 | 0.3% | $1.00 | — | CONV | 90184LAC6 |
| — | RYLAND GROUP | 17,435,000 | $21,512 | 0.3% | $1.47 | — | CONV | 783764AQ6 |
| — | STANLEY BLACK & DECKER I | 184,636 | $20,716 | 0.3% | $104.11 | — | CNV PFD | 854502804 |
| — | OLD REPUBLIC INTL CORP | 17,849,000 | $20,681 | 0.3% | $1.15 | — | CONV | 680223AH7 |
| — | FLUIDIGM CORP | 22,893,000 | $20,568 | 0.3% | $1.11 | — | CONV | 34385PAA6 |
| — | FIRST DATA CORPORATION | 17,735,250 | $20,529 | 0.3% | $1.17 | — | CORP | 319963BL7 |
| — | ICONIX BRAND GROUP INC | 16,023,000 | $20,487 | 0.3% | $1.36 | — | CONV | 451055AF4 |
| — | THERAVANCE INC | 20,876,000 | $19,706 | 0.3% | $1.52 | — | CONV | 88338TAB0 |
| — | BROOKDALE SENIOR LIVING | 15,208,000 | $19,676 | 0.3% | $1.18 | — | CONV | 112463AA2 |
| — | EXTRA SPACE STORAGE LP | 18,808,000 | $19,546 | 0.3% | $0.99 | — | CONV | 30225VAC1 |
| — | SPANSION LLC | 11,015,000 | $19,336 | 0.3% | $1.78 | — | CONV | 84649PAL9 |
| — | MOLINA HEALTHCARE INC | 16,219,000 | $19,115 | 0.3% | $1.13 | — | CONV | 60855RAC4 |
| — | OREXIGEN THERAPEUTICS IN | 20,622,000 | $18,802 | 0.3% | $1.02 | — | CONV | 686164AA2 |
| — | CHIQUITA BRANDS INTL | 18,409,000 | $18,467 | 0.3% | $1.01 | — | CONV | 170032AT3 |
| — | MYLAN INC | 5,309,000 | $18,147 | 0.3% | $2.89 | — | CONV | 628530AJ6 |
| — | STANLEY BLACK & DECKER I | 131,935 | $17,300 | 0.3% | $18.90 | — | CNV PFD | 854502309 |
| — | TESLA MOTORS INC | 17,947,000 | $17,087 | 0.3% | $0.97 | — | CONV | 88160RAC5 |
| — | STARZ LLC/STARZ FIN CORP | 16,865,000 | $17,034 | 0.3% | $1.01 | — | CORP | 85571NAB5 |
| — | NORTHSTAR REALTY FIN | 8,358,000 | $16,618 | 0.3% | $1.00 | — | CONV | 66705PAC7 |
| — | INCYTE CORP LTD | 13,740,000 | $16,613 | 0.3% | $1.25 | — | CONV | 45337CAL6 |
| — | SEACOR HOLDINGS INC | 15,376,000 | $16,574 | 0.3% | $1.15 | — | CONV | 811904AM3 |
| — | QIHOO 360 TECH CO LTD | 18,700,000 | $16,421 | 0.3% | $0.93 | — | CONV | 74734MAD1 |
| — | ALCOA INC | 325,000 | $16,244 | 0.3% | $50.09 | — | CNV PFD | 013817309 |
| — | WRIGHT MEDICAL GROUP INC | 12,097,000 | $16,241 | 0.3% | $1.29 | — | CONV | 98235TAC1 |
| — | ELEMENT FINANCIAL CORP | 16,206,000 | $16,091 | 0.2% | $1.03 | — | CONV | 286181AA0 |
| — | REDWOOD TRUST INC | 16,077,000 | $15,907 | 0.2% | $1.00 | — | CONV | 758075AB1 |
| — | PENN VIRGINIA CORP | 14,923,000 | $15,841 | 0.2% | $1.09 | — | CORP | 707882AE6 |
| — | PENN VIRGINIA CORP | 163,200 | $15,828 | 0.2% | $100.65 | — | CNV PFD | 707882403 |
| — | CEPHEID INC | 16,000,000 | $15,764 | 0.2% | $0.99 | — | CONV | 15670RAB3 |
| — | HELIX ENERGY SOLUTIONS | 13,191,000 | $15,515 | 0.2% | $1.24 | — | CONV | 42330PAG2 |
| — | MERITOR INC | 15,021,000 | $15,487 | 0.2% | $0.91 | — | CONV | 043353AH4 |
| — | VISHAY INTERTECHNOLOGY | 13,702,000 | $15,446 | 0.2% | $1.08 | — | CONV | 928298AG3 |
| — | DEPOMED INC | 14,500,000 | $15,343 | 0.2% | $1.05 | — | CONV | 249908AA2 |
| — | CHART INDUSTRIES INC | 13,211,000 | $15,326 | 0.2% | $1.54 | — | CONV | 16115QAC4 |
| — | ARRAY BIO INC | 16,919,000 | $14,893 | 0.2% | $1.12 | — | CONV | 04269XAA3 |
| — | VERINT SYSTEMS INC | 13,500,000 | $14,726 | 0.2% | $1.09 | — | CONV | 92343XAA8 |
| — | NEWPARK RESOURCES INC | 10,896,000 | $14,465 | 0.2% | $1.31 | — | CONV | 651718AC2 |
| — | MERITOR INC | 9,980,000 | $14,380 | 0.2% | $1.50 | — | CONV | 59001KAC4 |
| — | DOMINION RESOURCES INC | 255,542 | $14,324 | 0.2% | $0.09 | — | CNV PFD | 25746U703 |
| — | ALTICE SA | 13,716,000 | $14,162 | 0.2% | $1.05 | — | CORP | 02154VAA9 |
| — | HOLOGIC INC | 11,763,000 | $14,013 | 0.2% | $1.12 | — | CONV | 436440AB7 |
| — | METLIFE INC | 449,870 | $13,851 | 0.2% | $11.32 | — | CNV PFD | 59156R116 |
| — | SOTHEBY'S | 14,329,000 | $13,731 | 0.2% | $0.97 | — | CORP | 835898AF4 |
| — | EMULEX CORPORATION | 15,600,000 | $13,713 | 0.2% | $0.99 | — | CONV | 292475AE0 |
| — | QIHOO 360 TECH CO LTD | 15,362,000 | $13,708 | 0.2% | $0.93 | — | CONV | 74734MAC3 |
| — | J2 GLOBAL COMMUNICATIONS | 13,608,000 | $13,578 | 0.2% | $1.02 | — | CONV | 48123VAC6 |
| — | ENCORE CAPITAL GROUP INC | 13,401,000 | $13,016 | 0.2% | $0.99 | — | CONV | 292554AG7 |
| — | LAM RESEARCH CORP | 10,227,000 | $12,984 | 0.2% | $1.24 | — | CONV | 512807AJ7 |
| — | TELEFLEX INC | 7,411,000 | $12,837 | 0.2% | $1.45 | — | CONV | 879369AA4 |
| — | TRINITY INDUSTRIES INC | 6,613,000 | $12,837 | 0.2% | $1.17 | — | CONV | 896522AF6 |
| — | JARDEN CORP | 9,350,000 | $12,834 | 0.2% | $1.40 | — | CONV | 471109AH1 |
| — | COLONY FINANCIAL INC | 12,169,000 | $12,648 | 0.2% | $1.04 | — | CONV | 19624RAA4 |
| — | ENERGY XXI BERMUDA LTD | 15,265,000 | $12,496 | 0.2% | $0.98 | — | CONV | 29274UAA9 |
| — | PENNYMAC CORP | 12,551,000 | $12,311 | 0.2% | $0.98 | — | CONV | 70932AAB9 |
| — | IHEARTCOMMUNICATIONS INC | 12,179,000 | $12,270 | 0.2% | $1.04 | — | CORP | 184502BL5 |
| — | WEBMD HEALTH CORP | 12,041,000 | $12,166 | 0.2% | $1.02 | — | CONV | 94770VAJ1 |
| — | UNITED STATES STEEL CORP | 7,304,000 | $11,961 | 0.2% | $1.20 | — | CONV | 912909AH1 |
| — | SOLAZYME INC | 13,229,000 | $11,909 | 0.2% | $1.08 | — | CONV | 83415TAC5 |
| — | UTI WORLDWIDE INC | 10,471,000 | $11,200 | 0.2% | $1.05 | — | CONV | 90349LAA2 |
| — | MERCADOLIBRE INC | 10,000,000 | $10,905 | 0.2% | $1.11 | — | CONV | 58733RAA0 |
| — | UNITED AIRLINES INC | 4,392,000 | $10,883 | 0.2% | $1.75 | — | CONV | 210795PU8 |
| — | VIPSHOP HOLDING LTD | 9,156,000 | $10,848 | 0.2% | $1.02 | — | CONV | 92763WAA1 |
| — | PROSPECT CAPITAL CORP | 11,147,000 | $10,831 | 0.2% | $0.97 | — | CONV | 74348TAP7 |
| — | AUXILIUM PHARMACEUTICALS | 8,172,000 | $10,826 | 0.2% | $0.98 | — | CONV | 05334DAA5 |
| — | LENNAR CORP | 6,089,000 | $10,795 | 0.2% | $1.72 | — | CONV | 526057BE3 |
| — | REYNOLDS GRP ISS/REYNOLD | 10,013,000 | $10,426 | 0.2% | $1.05 | — | CORP | 761735AL3 |
| — | LIGAND PHARMACEUTICALS I | 11,000,000 | $10,420 | 0.2% | $0.96 | — | CONV | 53220KAC2 |
| — | CEMEX SAB DE CV | 9,826,000 | $10,416 | 0.2% | $1.05 | — | CORP | 151290BL6 |
| — | ALLSCRIPTS HEALTHCARE SO | 10,246,000 | $10,363 | 0.2% | $1.06 | — | CONV | 01988PAD0 |
| — | HALCON RESOURCES CORP | 10,500,000 | $10,343 | 0.2% | $1.03 | — | CORP | 40537QAD2 |
| — | TENET HEALTHCARE CORP | 9,625,000 | $10,178 | 0.2% | $1.06 | — | CORP | 87243QAB2 |
| — | BOTTOMLINE TECHNOLOGIES | 9,000,000 | $10,166 | 0.2% | $1.10 | — | CONV | 101388AA4 |
| — | SYNCHRONOSS TECHNOLOGIES | 9,156,000 | $10,125 | 0.2% | $1.09 | — | CONV | 87157BAA1 |
| — | PALO ALTO NETWORKS | 9,000,000 | $9,990 | 0.2% | $1.13 | — | CONV | 697435AA3 |
| — | SL GREEN OPERATING PARTN | 7,709,000 | $9,988 | 0.2% | $1.21 | — | CONV | 78444FAC0 |
| — | GRIFFON CORPORATION | 8,973,000 | $9,938 | 0.2% | $1.14 | — | CONV | 398433AD4 |
| — | WEYERHAEUSER CO | 183,555 | $9,912 | 0.2% | $43.86 | — | CNV PFD | 962166872 |
| — | CEMEX SAB DE CV | 8,250,000 | $9,906 | 0.2% | $1.17 | — | CONV | 151290AV5 |
| — | SYNOVUS FINANCIAL CORP | 9,512,000 | $9,726 | 0.1% | $1.02 | — | CORP | 87161CAG0 |
| C | Citigroup Inc | 186,200 | $9,649 | 0.1% | $35.41 | +5.7% | COM | 172967424 |
| — | INTEGRA LIFESCIENCES HLD | 8,977,000 | $9,617 | 0.1% | $1.07 | — | CONV | 457985AK5 |
| — | CELANESE US HOLDINGS LLC | 9,000,000 | $9,585 | 0.1% | $1.08 | — | CORP | 15089QAC8 |
| — | KB HOME | 9,853,000 | $9,529 | 0.1% | $1.02 | — | CONV | 48666KAS8 |
| — | MEDICINES COMPANY | 8,714,000 | $9,307 | 0.1% | $1.47 | — | CONV | 584688AC9 |
| — | ACCURAY INC | 8,779,000 | $9,233 | 0.1% | $1.09 | — | CONV | 004397AB1 |
| — | SYNOVUS FINANCIAL CORP | 8,161,000 | $9,140 | 0.1% | $1.13 | — | CORP | 87161CAJ4 |
| — | GENERAL CABLE CORP | 13,032,000 | $9,028 | 0.1% | $1.00 | — | CONV | 369300AL2 |
| — | EMERGENT BIOSOLUTIONS | 8,898,000 | $8,983 | 0.1% | $1.07 | — | CONV | 29089QAA3 |
| — | INSULET CORPORATION | 8,356,000 | $8,924 | 0.1% | $1.07 | — | CONV | 45784PAD3 |
| — | MOLINA HEALTHCARE INC | 8,810,000 | $8,834 | 0.1% | $1.02 | — | CONV | 60855RAD2 |
| — | VERTELLUS SPECIALTIES | 8,821,000 | $8,821 | 0.1% | $0.95 | — | CORP | 92532JAA0 |
| — | EXELON CORP | 172,850 | $8,789 | 0.1% | $51.88 | — | CNV PFD | 30161N127 |
| — | ENDOLOGIX INC | 9,785,000 | $8,725 | 0.1% | $0.96 | — | CONV | 29266SAA4 |
| — | SPIRIT REALTY CAPITAL IN | 8,804,000 | $8,575 | 0.1% | $0.99 | — | CONV | 84860WAB8 |
| — | APOLLO CMMRL REAL EST FI | 8,510,000 | $8,455 | 0.1% | $1.01 | — | CONV | 03762UAA3 |
| — | AOL INC | 8,128,000 | $8,415 | 0.1% | $1.01 | — | CONV | 00184XAA3 |
| — | STILLWATER MINING COMPAN | 6,460,000 | $8,248 | 0.1% | $1.29 | — | CONV | 86074QAL6 |
| — | SUNPOWER CORP | 7,500,000 | $8,112 | 0.1% | $1.13 | — | CONV | 867652AH2 |
| — | COBALT INTL ENERGY INC | 8,989,000 | $8,059 | 0.1% | $0.94 | — | CONV | 19075FAB2 |
| — | PROSPECT MEDICAL HOLDING | 7,500,000 | $8,053 | 0.1% | $1.08 | — | CORP | 743494AC0 |
| — | CEMEX SAB DE CV | 8,000,000 | $8,020 | 0.1% | $1.00 | — | CORP | 151290BP7 |
| — | LIGHTSTREAM RESOURCES | 7,750,000 | $7,673 | 0.1% | $1.01 | — | CORP | 71645AAA7 |
| WYNN | Wynn Resorts Ltd | 40,550 | $7,586 | 0.1% | $173.72 | -4.1% | COM | 983134107 |
| — | SUNEDISON INC | 5,137,000 | $7,480 | 0.1% | $1.13 | — | CONV | 86732YAA7 |
| — | SPECTRANETICS CORP | 6,549,000 | $7,368 | 0.1% | $1.16 | — | CONV | 84760CAA5 |
| — | HEALTH CARE REIT INC | 125,810 | $7,194 | 0.1% | $4.66 | — | CNV PFD | 42217K601 |
| — | CLEAR CHANNEL WORLDWIDE | 7,000,000 | $7,158 | 0.1% | $1.05 | — | CORP | 18451QAM0 |
| — | CREDIT AGRICOLE SA | 7,000,000 | $7,070 | 0.1% | $1.04 | — | CORP | 225313AD7 |
| — | ICONIX BRAND GROUP INC | 5,355,000 | $6,779 | 0.1% | $1.17 | — | CONV | 451055AE7 |
| — | WINDSTREAM CORP | 6,393,000 | $6,729 | 0.1% | $1.05 | — | CORP | 97381WAX2 |
| — | PROSPECT CAPITAL CORP | 6,516,000 | $6,728 | 0.1% | $1.05 | — | CONV | 74348TAM4 |
| — | CALLAWAY GOLF CO | 5,920,000 | $6,657 | 0.1% | $1.13 | — | CONV | 131193AC8 |
| — | YANDEX NV | 7,587,000 | $6,642 | 0.1% | $1.00 | — | CONV | 98474TAA5 |
| — | MCDERMOTT INTERNATIONAL | 6,589,000 | $6,441 | 0.1% | $1.02 | — | CORP | 580037AB5 |
| — | CIENA CORP | 6,185,000 | $6,394 | 0.1% | $1.07 | — | CONV | 171779AF8 |
| — | ENERGY XXI GULF COAST IN | 6,799,000 | $6,391 | 0.1% | $0.98 | — | CORP | 29276KAT8 |
| GM | General Motors Co | 198,599 | $6,343 | 0.1% | $28.17 | -6.0% | COM | 37045V100 |
| VOD | Vodafone Group PLC | 192,575 | $6,334 | 0.1% | $36.46 | — | COM | 92857W308 |
| — | RPM INTERNATIONAL INC | 5,538,000 | $6,245 | 0.1% | $1.11 | — | CONV | 749685AT0 |
| — | AMERICAN REALTY CAP PROP | 6,121,000 | $6,103 | 0.1% | $1.06 | — | CONV | 02917TAA2 |
| — | GAIN CAPITAL HOLDINGS IN | 6,300,000 | $5,824 | 0.1% | $0.93 | — | CONV | 36268WAA8 |
| — | WALTER INVESTMENT MGMT | 6,955,000 | $5,824 | 0.1% | $1.00 | — | CONV | 93317WAA0 |
| — | HEARTWARE INTERNATIONAL | 5,236,000 | $5,722 | 0.1% | $1.24 | — | CONV | 422368AA8 |
| — | EMERALD OIL INC | 6,248,000 | $5,694 | 0.1% | $1.04 | — | CONV | 29101UAA8 |
| — | ENERGY XXI BERMUDA LTD | 27,931 | $5,380 | 0.1% | $0.27 | — | CNV PFD | 29274U309 |
| VZ | Verizon Communications Inc | 107,201 | $5,359 | 0.1% | $26.64 | +4.4% | COM | 92343V104 |
| — | TITAN MACHINERY INC | 6,891,000 | $5,326 | 0.1% | $0.94 | — | CONV | 88830RAB7 |
| — | UPCB FINANCE V LTD | 4,940,000 | $5,286 | 0.1% | $1.09 | — | CORP | 90320TAA8 |
| — | FRESENIUS MED CARE II | 5,000,000 | $5,264 | 0.1% | $1.05 | — | CORP | 35802XAD5 |
| — | BLACKROCK KELSO CAPITAL | 5,066,000 | $5,242 | 0.1% | $1.05 | — | CONV | 092533AB4 |
| — | AMC NETWORKS INC | 5,184,000 | $5,119 | 0.1% | $1.00 | — | CORP | 00164VAC7 |
| — | Discover Financial Services | 79,249 | $5,103 | 0.1% | $65.30 | — | COM | 254709108 |
| BA | Boeing Co/The | 40,000 | $5,095 | 0.1% | $112.58 | -2.9% | COM | 097023105 |
| — | ACORDA THERAPEUTICS INC | 4,866,000 | $5,041 | 0.1% | $0.98 | — | CONV | 00484MAA4 |
| — | POST HOLDINGS INC | 65,000 | $4,980 | 0.1% | $79.25 | — | CNV PFD | 737446609 |
| — | Lam Research Corp | 66,121 | $4,939 | 0.1% | $65.82 | — | COM | 512807108 |
| — | GENTIVA HEALTH SERVICES | 4,600,000 | $4,888 | 0.1% | $1.07 | — | CORP | 37247AAB8 |
| — | DANAHER CORP | 2,209,000 | $4,880 | 0.1% | $1.84 | — | CONV | 235851AF9 |
| — | HURON CONSULTING GROUP I | 5,000,000 | $4,864 | 0.1% | $0.98 | — | CONV | 447462AA0 |
| — | SANDRIDGE ENERGY INC | 50,008 | $4,851 | 0.1% | $0.11 | — | CNV PFD | 80007P604 |
| — | CHRYSLER GP/CG CO-ISSUER | 4,500,000 | $4,776 | 0.1% | $1.09 | — | CORP | 17121EAB3 |
| — | CASELLA WASTE SYSTEMS IN | 4,723,000 | $4,735 | 0.1% | $0.99 | — | CORP | 147448AG9 |
| — | ALTA MESA HLDGS/FINANC S | 4,561,000 | $4,721 | 0.1% | $1.04 | — | CORP | 021332AC5 |
| — | APPVION INC | 5,700,000 | $4,710 | 0.1% | $0.93 | — | CORP | 03834LAA7 |
| — | Hewlett-Packard Co | 130,000 | $4,611 | 0.1% | $36.79 | — | COM | 428236103 |
| CVX | Chevron Corp | 38,000 | $4,534 | 0.1% | $76.46 | +2.7% | COM | 166764100 |
| — | TEVA PHARM FIN CO LLC | 3,500,000 | $4,491 | 0.1% | $1.18 | — | CONV | 88163VAE9 |
| — | BRISTOL-MYERS SQUIBB CO | 3,407,000 | $4,391 | 0.1% | $1.31 | — | CONV | 110122AN8 |
| PFE | Pfizer Inc | 148,499 | $4,391 | 0.1% | $17.55 | -0.6% | COM | 717081103 |
| CRM | salesforce.com inc | 75,943 | $4,369 | 0.1% | $55.64 | 0.0% | COM | 79466L302 |
| — | HCA HOLDINGS INC | 4,000,000 | $4,275 | 0.1% | $1.08 | — | CORP | 40412CAB7 |
| TMUS | T-Mobile US Inc | 147,790 | $4,267 | 0.1% | $27.47 | +8.2% | COM | 872590104 |
| — | NEXTERA ENERGY INC | 79,565 | $4,258 | 0.1% | $0.05 | — | CNV PFD | 65339F861 |
| INTC | Intel Corp | 122,209 | $4,255 | 0.1% | $20.40 | +26.2% | COM | 458140100 |
| — | INCYTE CORP LTD | 3,560,000 | $4,250 | 0.1% | $1.26 | — | CONV | 45337CAK8 |
| — | EXELIXIS INC | 7,364,000 | $4,222 | 0.1% | $0.89 | — | CONV | 30161QAC8 |
| — | PBF HOLDING CO LLC | 4,000,000 | $4,190 | 0.1% | $1.05 | — | CORP | 69318FAB4 |
| — | Citrix Systems Inc | 57,567 | $4,107 | 0.1% | $71.53 | — | COM | 177376100 |
| — | CLEAN HARBORS INC | 4,135,000 | $4,099 | 0.1% | $0.99 | — | CORP | 184496AL1 |
| — | RESOURCE CAPITAL CORP | 4,023,000 | $3,991 | 0.1% | $1.00 | — | CONV | 76120WAA2 |
| — | KRATOS DEFENSE & SEC | 4,000,000 | $3,970 | 0.1% | $1.02 | — | CORP | 50077BAK4 |
| — | SIMMONS FOODS INC | 4,000,000 | $3,960 | 0.1% | $1.00 | — | CORP | 828732AB3 |
| — | RAYONIER TRS HOLDINGS IN | 2,864,000 | $3,846 | 0.1% | $1.68 | — | CONV | 75508AAC0 |
| HON | Honeywell International Inc | 40,000 | $3,725 | 0.1% | $67.11 | 0.0% | COM | 438516106 |
| — | DOMINION RESOURCES INC | 65,500 | $3,674 | 0.1% | $0.07 | — | CNV PFD | 25746U885 |
| LMT | Lockheed Martin Corp | 20,000 | $3,656 | 0.1% | $124.88 | 0.0% | COM | 539830109 |
| — | NAVISTAR INTL CORP | 3,700,000 | $3,601 | 0.1% | $0.97 | — | CONV | 63934EAQ1 |
| — | SPRINT COMMUNICATIONS | 3,000,000 | $3,465 | 0.1% | $1.22 | — | CORP | 852061AK6 |
| — | CSG SYSTEMS INTL INC | 2,771,000 | $3,465 | 0.1% | $1.16 | — | CONV | 126349AC3 |
| — | ARIAD PHARMACEUTICALS IN | 3,750,000 | $3,447 | 0.1% | $0.95 | — | CONV | 04033AAA8 |
| — | Cubist Pharmaceuticals Inc | 51,774 | $3,435 | 0.1% | $66.55 | — | COM | 229678107 |
| — | CENVEO CORP | 3,646,000 | $3,418 | 0.1% | $0.96 | — | CORP | 15671BAK7 |
| — | DISH Network Corp | 52,429 | $3,386 | 0.1% | $58.10 | — | COM | 25470M109 |
| — | CATALYST PAPER CORP | 3,944,590 | $3,353 | 0.1% | $0.66 | — | CORP | 14889BAB8 |
| — | HEALTH NET INC | 3,000,000 | $3,233 | 0.0% | $1.04 | — | CORP | 422248AA2 |
| — | BIOMET INC | 3,000,000 | $3,180 | 0.0% | $1.03 | — | CORP | 090613AJ9 |
| — | SPRINT CORP | 3,000,000 | $3,180 | 0.0% | $1.08 | — | CORP | 85207UAB1 |
| — | OASIS PETROLEUM INC | 3,000,000 | $3,165 | 0.0% | $1.08 | — | CORP | 674215AG3 |
| — | IASIS HEALTHCARE/CAP CRP | 3,000,000 | $3,143 | 0.0% | $1.03 | — | CORP | 45072PAD4 |
| — | VALEANT PHARMACEUTICALS | 3,000,000 | $3,113 | 0.0% | $1.08 | — | CORP | 91911XAQ7 |
| — | TD Ameritrade Holding Corp | 93,071 | $3,106 | 0.0% | $33.93 | — | COM | 87236Y108 |
| — | HEALTH CARE REIT INC | 2,387,000 | $2,940 | 0.0% | $1.31 | — | CONV | 42217KAR7 |
| — | SAMSON INVESTMENT CO | 3,150,000 | $2,859 | 0.0% | $0.97 | — | CORP | 796038AC1 |
| — | ELETSON HOLDINGS | 2,790,000 | $2,846 | 0.0% | $1.03 | — | CORP | 28620QAA1 |
| IWM | iShares Russell 2000 ETF | 11,442 | $2,796 | 0.0% | — | — | Put | 464287655 |
| — | EARTHLINK HOLDINGS CORP | 2,675,000 | $2,743 | 0.0% | $1.01 | — | CORP | 270321AE2 |
| — | LAM RESEARCH CORP | 2,000,000 | $2,692 | 0.0% | $1.11 | — | CONV | 512807AL2 |
| — | ADVANCED MICRO DEVICES | 2,810,000 | $2,684 | 0.0% | $0.99 | — | CORP | 007903BC0 |
| — | SPRINT CORP | 2,500,000 | $2,603 | 0.0% | $1.06 | — | CORP | 85207UAA3 |
| — | ALLY FINANCIAL INC | 2,250,000 | $2,593 | 0.0% | $1.15 | — | CORP | 02005NAJ9 |
| — | CIT GROUP INC | 2,500,000 | $2,581 | 0.0% | $1.06 | — | CORP | 125581GN2 |
| — | LAND O LAKES CAP TRST I | 2,500,000 | $2,575 | 0.0% | $0.98 | — | CORP | 514665AA6 |
| — | MASTEC INC | 2,725,000 | $2,548 | 0.0% | $0.94 | — | CORP | 576323AN9 |
| — | FMG RESOURCES AUG 2006 | 2,500,000 | $2,544 | 0.0% | $1.06 | — | CORP | 30251GAN7 |
| — | NorthStar Realty Finance Corp | 142,025 | $2,510 | 0.0% | $17.58 | — | COM | 66704R704 |
| — | Xilinx Inc | 58,454 | $2,476 | 0.0% | $43.99 | — | COM | 983919101 |
| — | CLAYTON WILLIAMS ENERGY | 2,400,000 | $2,466 | 0.0% | $1.05 | — | CORP | 969490AE1 |
| — | GENESIS ENERGY LP/GENESI | 2,500,000 | $2,450 | 0.0% | $1.00 | — | CORP | 37185LAE2 |
| — | LAB CORP OF AMER HLDGS | 1,795,000 | $2,443 | 0.0% | $1.34 | — | CONV | 50540RAG7 |
| — | RANGE RESOURCES CORP | 2,320,000 | $2,372 | 0.0% | $0.97 | — | CORP | 75281AAN9 |
| — | LSB INDUSTRIES | 2,212,000 | $2,345 | 0.0% | $1.09 | — | CORP | 502160AL8 |
| — | ALZA CORP | 1,568,000 | $2,304 | 0.0% | $1.20 | — | CONV | 02261WAB5 |
| STT | State Street Corp | 30,000 | $2,208 | 0.0% | $47.89 | +8.7% | COM | 857477103 |
| — | CALPINE CORP | 2,000,000 | $2,180 | 0.0% | $1.12 | — | CORP | 131347BY1 |
| — | NATIONSTAR MORT/CAP CORP | 2,300,000 | $2,179 | 0.0% | $0.96 | — | CORP | 63860UAL4 |
| TOL | Toll Brothers Inc | 69,790 | $2,175 | 0.0% | $34.20 | +0.2% | COM | 889478103 |
| — | QEP RESOURCES INC | 2,000,000 | $2,170 | 0.0% | $1.07 | — | CORP | 74733VAA8 |
| — | CBIZ INC | 1,795,000 | $2,135 | 0.0% | $1.10 | — | CONV | 124805AC6 |
| — | FIRST DATA CORPORATION | 1,862,000 | $2,120 | 0.0% | $1.16 | — | CORP | 319963BG8 |
| — | FRESENIUS MED CARE US | 2,000,000 | $2,110 | 0.0% | $1.06 | — | CORP | 35803QAA5 |
| — | CORNERSTONE CHEMICAL CO | 2,000,000 | $2,100 | 0.0% | $1.05 | — | CORP | 21925AAB1 |
| — | JANUS CAPITAL GROUP INC | 1,500,000 | $2,098 | 0.0% | $1.02 | — | CONV | 47102XAH8 |
| — | CARLSON WAGONLIT BV | 2,000,000 | $2,095 | 0.0% | $1.03 | — | CORP | 142812AB2 |
| — | ALLIED SPECIALTY VEHICLE | 2,000,000 | $2,085 | 0.0% | $1.02 | — | CORP | 019517AA9 |
| — | REGENCY ENERGY PARTNERS | 2,000,000 | $2,080 | 0.0% | $1.03 | — | CORP | 75886AAK4 |
| — | SAPPI PAPIER HOLDNG GMBH | 2,000,000 | $2,070 | 0.0% | $0.97 | — | CORP | 803071AA7 |
| — | WATERJET HOLDINGS INC | 2,000,000 | $2,070 | 0.0% | $1.06 | — | CORP | 94155UAA7 |
| — | W & T OFFSHORE INC | 2,000,000 | $2,070 | 0.0% | $1.06 | — | CORP | 92922PAC0 |
| — | AMERICAN ENERGY/AEPB | 2,250,000 | $2,059 | 0.0% | $0.96 | — | CORP | 02563LAC2 |
| — | EAGLE ROCK ENER PART/FIN | 1,925,000 | $2,041 | 0.0% | $1.02 | — | CORP | 26985UAB3 |
| — | HALCON RESOURCES CORP | 2,000,000 | $2,035 | 0.0% | $1.05 | — | CORP | 40537QAB6 |
| — | TESORO CORP | 2,000,000 | $2,010 | 0.0% | $1.01 | — | CORP | 881609AZ4 |
| — | Anadarko Petroleum Corp | 19,815 | $2,010 | 0.0% | $105.12 | — | COM | 032511107 |
| — | CHURCHILL DOWNS INC | 2,000,000 | $2,005 | 0.0% | $1.02 | — | CORP | 171484AA6 |
| — | SPRINT INDUSTRIAL LLC | 2,000,000 | $2,005 | 0.0% | $1.01 | — | TERM | 85208BAE6 |
| COP | ConocoPhillips | 26,184 | $2,004 | 0.0% | $53.35 | +6.2% | COM | 20825C104 |
| — | CLEAN HARBORS INC | 2,000,000 | $2,000 | 0.0% | $1.00 | — | CORP | 184496AJ6 |
| — | COVENANT SURGICAL PARTNE | 2,000,000 | $1,990 | 0.0% | $1.00 | — | CORP | 22284YAA4 |
| — | EQUINIX INC | 2,000,000 | $1,980 | 0.0% | $0.98 | — | CORP | 29444UAM8 |
| — | CELANESE US HOLDINGS LLC | 2,000,000 | $1,960 | 0.0% | $0.98 | — | CORP | 15089QAD6 |
| — | ENERGY & EXPLORATION PARTNE | 2,000,000 | $1,960 | 0.0% | $0.99 | — | TERM | 29268HAB4 |
| — | NORSKE SKOGINDUSTRIER | 2,134,000 | $1,942 | 0.0% | $0.93 | — | CORP | 656533AB2 |
| — | TPG SPECIALTY LENDING IN | 2,000,000 | $1,923 | 0.0% | $0.99 | — | CONV | 87265KAA0 |
| — | NAVIOS MARITIME HLDS/FIN | 2,000,000 | $1,900 | 0.0% | $1.01 | — | CORP | 639365AG0 |
| — | Time Warner Inc | 24,658 | $1,855 | 0.0% | $77.28 | — | COM | 887317303 |
| — | DANA HOLDING CORP | 1,750,000 | $1,853 | 0.0% | $1.06 | — | CORP | 235825AB2 |
| — | FIRST DATA CORPORATION | 1,500,000 | $1,796 | 0.0% | $1.20 | — | CORP | 319963BB9 |
| — | BOISE CASCADE COMPANY | 1,700,000 | $1,768 | 0.0% | $1.01 | — | CORP | 09739DAA8 |
| — | SANDRIDGE ENERGY INC | 1,745,000 | $1,743 | 0.0% | $0.99 | — | CORP | 80007PAQ2 |
| OXY | Occidental Petroleum Corp | 18,000 | $1,731 | 0.0% | $66.70 | +2.0% | COM | 674599105 |
| — | Lamar Advertising Co | 35,000 | $1,724 | 0.0% | $50.29 | — | COM | 512815101 |
| HYG | iShares iBoxx $ High Yield Cor | 18,454 | $1,697 | 0.0% | $91.96 | — | COM | 464288513 |
| BMRN | BioMarin Pharmaceutical Inc | 23,346 | $1,685 | 0.0% | $60.41 | +8.8% | COM | 09061G101 |
| — | ST BARBARA LTD | 2,000,000 | $1,680 | 0.0% | $0.92 | — | CORP | 852278AA8 |
| — | GOODYEAR TIRE & RUBBER | 1,570,000 | $1,680 | 0.0% | $1.10 | — | CORP | 382550BB6 |
| — | CHESAPEAKE ENERGY CORP | 1,500,000 | $1,655 | 0.0% | $1.13 | — | CORP | 165167CF2 |
| — | DISPENSING DYNAMICS INTL | 1,500,000 | $1,620 | 0.0% | $1.02 | — | CORP | 25471QAA7 |
| — | SESI LLC | 1,500,000 | $1,560 | 0.0% | $1.03 | — | CORP | 78412FAL8 |
| NVDA | NVIDIA Corp | 82,873 | $1,529 | 0.0% | $0.44 | +1.2% | COM | 67066G104 |
| — | CARAUSTAR INDUSTRIES INC | 1,444,750 | $1,457 | 0.0% | $1.02 | — | TERM | 14076CAB9 |
| — | STEEL DYNAMICS INC | 1,335,000 | $1,410 | 0.0% | $1.04 | — | CORP | 858119AV2 |
| — | CHESAPEAKE ENERGY CORP | 1,200 | $1,337 | 0.0% | $2.29 | — | CNV PFD | 165167768 |
| — | KENNEDY-WILSON INC | 1,250,000 | $1,328 | 0.0% | $1.08 | — | CORP | 489399AC9 |
| NEE | NextEra Energy Inc | 14,024 | $1,317 | 0.0% | $17.92 | +0.0% | COM | 65339F101 |
| — | BREITBURN ENER/BREIT FIN | 1,300,000 | $1,316 | 0.0% | $1.02 | — | CORP | 106777AD7 |
| — | PERMIAN HOLDINGS INC | 1,250,000 | $1,275 | 0.0% | $0.98 | — | CORP | 714239AA8 |
| — | MGM Holdings Inc | 15,000 | $1,159 | 0.0% | $77.24 | — | COM | 55303C101 |
| — | FORBES ENERGY SERVICES | 1,150,000 | $1,136 | 0.0% | $0.99 | — | CORP | 345143AC5 |
| — | NRG YIELD INC | 1,000,000 | $1,123 | 0.0% | $1.18 | — | CONV | 62942XAA6 |
| — | CHESAPEAKE ENERGY CORP | 1,000,000 | $1,115 | 0.0% | $1.15 | — | CORP | 165167BU0 |
| — | NAVIOS MARITIME ACQ CORP | 1,150,000 | $1,110 | 0.0% | $1.02 | — | CORP | 63938MAD8 |
| — | LACLEDE GROUP INC | 20,050 | $1,056 | 0.0% | $54.50 | — | CNV PFD | 505597500 |
| — | HEALTHSOUTH CORP | 1,000,000 | $1,055 | 0.0% | $1.08 | — | CORP | 421924BG5 |
| — | VECTOR GROUP LTD | 1,000,000 | $1,053 | 0.0% | $1.07 | — | CORP | 92240MBB3 |
| — | PHOTRONICS INC | 1,000,000 | $1,048 | 0.0% | $1.06 | — | CONV | 719405AH5 |
| — | FIRST CASH FINANCIAL SER | 1,000,000 | $1,040 | 0.0% | $1.05 | — | CORP | 31942DAB3 |
| — | KISSNER MILLING CO LTD | 1,000,000 | $1,025 | 0.0% | $1.03 | — | CORP | 49835DAA7 |
| — | TELESAT CANADA/TELESAT L | 1,000,000 | $1,024 | 0.0% | $1.02 | — | CORP | 87952VAJ5 |
| — | FIRST QUANTUM MINERALS L | 1,005,000 | $1,019 | 0.0% | $1.02 | — | CORP | 335934AF2 |
| — | FIRST QUANTUM MINERALS L | 1,005,000 | $1,015 | 0.0% | $1.01 | — | CORP | 335934AD7 |
| — | JLL/DELTA DUTCH NEWCO BV | 1,000,000 | $1,010 | 0.0% | $1.03 | — | CORP | 46590GAA1 |
| — | WHITEWAVE FOODS CO | 1,000,000 | $1,010 | 0.0% | $1.02 | — | CORP | 966244AA3 |
| — | HIG BBC INTERMED/HOLDING | 1,000,000 | $1,008 | 0.0% | $1.03 | — | CORP | 40421XAA2 |
| — | ENERGY FUTURE INTERMEDIAT | 1,000,000 | $1,001 | 0.0% | $1.01 | — | Term | 29271NAB6 |
| — | DISH DBS CORP | 1,000,000 | $998 | 0.0% | $0.99 | — | CORP | 25470XAQ8 |
| — | POLYMER GROUP INC | 1,000,000 | $995 | 0.0% | $1.01 | — | CORP | 731745AM7 |
| — | CBRE SERVICES INC | 1,000,000 | $994 | 0.0% | $0.99 | — | CORP | 12505BAC4 |
| — | JEFFERIES FIN LLC / JFIN | 1,000,000 | $985 | 0.0% | $1.01 | — | CORP | 47232MAB8 |
| — | MICRON TECHNOLOGY INC | 1,000,000 | $980 | 0.0% | $0.99 | — | CORP | 595112BB8 |
| — | OMEGA HLTHCARE INVESTORS | 930,000 | $970 | 0.0% | $1.03 | — | CORP | 681936AZ3 |
| — | SIX FLAGS ENTERTAINMENT | 1,000,000 | $970 | 0.0% | $0.96 | — | CORP | 83001AAA0 |
| — | COMPASS MINERALS INTERNA | 1,000,000 | $955 | 0.0% | $0.99 | — | CORP | 20451NAE1 |
| — | NAVIOS MARITIME HLDS/FIN | 1,000,000 | $940 | 0.0% | $0.95 | — | CORP | 639365AF2 |
| — | TEXAS COMP ELEC HOLD LLC | 1,260,000 | $936 | 0.0% | $1.71 | — | TERM | 90210EAM8 |
| CSCO | Cisco Systems Inc | 35,000 | $881 | 0.0% | $16.95 | +4.4% | COM | 17275R102 |
| — | BARMINCO FINANCE PTY LTD | 1,000,000 | $865 | 0.0% | $0.89 | — | CORP | 067687AA1 |
| FCX | Freeport-McMoRan Inc | 25,000 | $816 | 0.0% | $29.56 | +7.0% | COM | 35671D857 |
| — | Hospitality Properties Trust | 30,300 | $814 | 0.0% | $28.32 | — | COM | 44106M102 |
| — | DUPONT FABROS TECH LP | 750,000 | $763 | 0.0% | $1.03 | — | CORP | 26613TAE0 |
| — | NAVIOS SA LOGIST/FIN US | 750,000 | $743 | 0.0% | $1.02 | — | CORP | 63938NAE4 |
| — | CONSOL ENERGY INC | 750,000 | $739 | 0.0% | $1.01 | — | CORP | 20854PAJ8 |
| — | Yahoo! Inc | 15,000 | $611 | 0.0% | $40.73 | — | COM | 984332106 |
| — | WINDSTREAM CORP | 500,000 | $533 | 0.0% | $1.04 | — | CORP | 97381WAT1 |
| — | IHEARTCOMMUNICATIONS INC | 500,000 | $533 | 0.0% | $1.03 | — | CORP | 184502BN1 |
| — | TESORO LOGISTICS LP/CORP | 506,000 | $524 | 0.0% | $1.00 | — | CORP | 88160QAA1 |
| — | ALCOA INC | 500,000 | $501 | 0.0% | $1.02 | — | CORP | 013817AW1 |
| — | GLOBAL PART/GLP FINANCE | 500,000 | $498 | 0.0% | $1.01 | — | CORP | 37954FAA2 |
| — | LIVE NATION ENTERTAINMEN | 500,000 | $498 | 0.0% | $1.01 | — | CORP | 538034AG4 |
| UPS | United Parcel Service Inc | 5,000 | $491 | 0.0% | $66.34 | 0.0% | COM | 911312106 |
| — | COMMERCIAL METALS CO | 500,000 | $480 | 0.0% | $0.92 | — | CORP | 201723AK9 |
| — | SUNCOKE ENERGY INC | 454,000 | $479 | 0.0% | $1.04 | — | CORP | 86722AAC7 |
| — | VECTOR GROUP LTD | 424,000 | $474 | 0.0% | $1.04 | — | CONV | 92240MBC1 |
| MCD | McDonald's Corp | 5,000 | $474 | 0.0% | $74.80 | -4.8% | COM | 580135101 |
| — | VISHAY INTERTECHNOLOGY | 511,000 | $467 | 0.0% | $0.91 | — | CONV | 928298AJ7 |
| — | AMERICAN ENERGY/AEPB | 500,000 | $458 | 0.0% | $0.96 | — | CORP | 02563LAB4 |
| — | SWIFT SERVICES HLDGS INC | 400,000 | $420 | 0.0% | $1.10 | — | CORP | 870755AB1 |
| — | CALIFORNIA RESOURCES CRP | 400,000 | $406 | 0.0% | $1.04 | — | CORP | 13057QAC1 |
| — | NEXTERA ENERGY INC | 6,387 | $394 | 0.0% | $0.06 | — | CNV PFD | 65339F705 |
| — | ISTAR FINANCIAL INC | 283,000 | $359 | 0.0% | $1.19 | — | CONV | 45031UBR1 |
| — | Alliant Techsystems Inc | 2,768 | $353 | 0.0% | $127.53 | — | COM | 018804104 |
| DAL | Delta Air Lines Inc | 9,200 | $333 | 0.0% | $33.36 | 0.0% | COM | 247361702 |
| — | ARES CAPITAL CORP | 315,000 | $329 | 0.0% | $1.06 | — | CONV | 04010LAG8 |
| — | HUGHES SATELITE SYSTEMS | 300,000 | $319 | 0.0% | $1.06 | — | CORP | 444454AB8 |
| — | M/I HOMES INC | 314,000 | $315 | 0.0% | $1.04 | — | CONV | 55292PAB1 |
| — | CROWN CASTLE INTL CORP | 2,860 | $300 | 0.0% | $3.91 | — | CNV PFD | 228227500 |
| — | NY COMMUNITY CAP TRUST V | 5,946 | $299 | 0.0% | $0.05 | — | CNV PFD | 64944P307 |
| — | GULFMARK OFFSHORE INC | 310,000 | $299 | 0.0% | $0.99 | — | CORP | 402629AG4 |
| — | Tribune Media Co | 4,300 | $283 | 0.0% | $69.52 | — | COM | 896047503 |
| CIEN | Ciena Corp | 16,300 | $273 | 0.0% | $19.89 | -1.5% | COM | 171779309 |
| — | NORTHERN BLIZZARD RESOUR | 261,000 | $269 | 0.0% | $1.03 | — | CORP | 664784AA3 |
| — | Red Hat Inc | 4,614 | $259 | 0.0% | $56.13 | — | COM | 756577102 |
| — | UNIT CORP | 250,000 | $251 | 0.0% | $1.02 | — | CORP | 909218AB5 |
| — | MERITAGE HOMES CORP | 252,000 | $251 | 0.0% | $1.10 | — | CONV | 59001AAR3 |
| — | PRECISION DRILLING CORP | 250,000 | $241 | 0.0% | $0.98 | — | CORP | 74022DAH3 |
| LAB | Fluidigm Corp | 9,156 | $224 | 0.0% | $32.04 | -12.3% | COM | 34385P108 |
| — | GENERAL MOTORS CO | 233,672 | $203 | 0.0% | $3.82 | — | COM | 37045V134 |
| — | Coronado Biosciences Inc | 89,259 | $187 | 0.0% | $6.47 | — | COM | 21976U109 |
| — | LEAR CORP | 742 | $130 | 0.0% | $109.16 | — | COM | 521865113 |
| — | TRIBUNE MEDIA CO - A | 2,000 | $130 | 0.0% | $57.65 | — | COM | 896047115 |
| — | Synovus Financial Corp | 5,157 | $122 | 0.0% | $24.83 | — | COM | 87161C501 |
| — | Pharmacyclics Inc | 923 | $108 | 0.0% | $117.01 | — | COM | 716933106 |
| — | Theravance Inc | 849 | $104 | 0.0% | — | — | Put | 88338T104 |
| — | SEVENTY SEVEN ENERGY INC | 100,000 | $98 | 0.0% | $1.01 | — | CORP | 818097AA5 |
| BAC | Bank of America Corp | 2,019 | $82 | 0.0% | — | — | Call | 060505104 |
| XLE | Energy Select Sector SPDR Fund | 928 | $68 | 0.0% | — | — | Put | 81369Y506 |
| TOL | Toll Brothers Inc | 579 | $58 | 0.0% | $34.20 | +0.2% | Put | 889478103 |
| — | Symantec Corp | 3,733 | $57 | 0.0% | — | — | Call | 871503108 |
| — | Cliffs Natural Resources Inc | 288 | $46 | 0.0% | — | — | Put | 18683K101 |
| CRM | salesforce.com inc | 200 | $38 | 0.0% | $55.64 | 0.0% | Put | 79466L302 |
| — | United States Natural Gas Fund | 291 | $37 | 0.0% | — | — | Put | 912318201 |
| — | Walter Energy Inc | 2,476 | $32 | 0.0% | — | — | Put | 93317Q105 |
| — | Peabody Energy Corp | 1,154 | $30 | 0.0% | — | — | Put | 704549104 |
| — | Citrix Systems Inc | 200 | $29 | 0.0% | $71.53 | — | Put | 177376100 |
| — | CUMULUS MEDIA INC-CL A | 7,103 | $29 | 0.0% | $3.72 | — | COM | 231082116 |
| NVDA | NVIDIA Corp | 300 | $25 | 0.0% | $0.44 | +1.2% | Put | 67066G104 |
| C | Citigroup Inc | 963 | $16 | 0.0% | $35.41 | +5.7% | Call | 172967424 |
| — | Janus Capital Group Inc | 673 | $13 | 0.0% | — | — | Call | 47102X105 |
| CIEN | Ciena Corp | 1,000 | $12 | 0.0% | $19.89 | -1.5% | Call | 171779309 |
| CX | Cemex SAB de CV | 1,023 | $12 | 0.0% | — | — | Put | 151290889 |
| — | EQUINIX INC | 4,000 | $8 | 0.0% | $1.66 | — | CONV | 29444UAG1 |
| — | PrepaYd Inc | 200 | $6 | 0.0% | — | — | Put | 08521A100 |
| — | SHENGDATECH INC | 2,975,000 | $6 | 0.0% | $0.01 | — | CONV | 823213AD5 |
| — | Cobalt International Energy In | 467 | $5 | 0.0% | — | — | Call | 19075F106 |
| TAL | TAL Education Group | 240 | $2 | 0.0% | — | — | Put | 874080104 |
| — | SunEdison Inc | 277 | $2 | 0.0% | — | — | Call | 86732Y109 |