CIK: 0001097278 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 26, 2015
Total Value ($000): $6,805,906 (2.2% shares, 97.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | Citrix Systems Inc | 103,140,000 | $109,172 | 1.6% | $1.09 | — | CONV | 177376AC4 |
| — | Wells Fargo & Co | 86,792 | $105,429 | 1.5% | $635.47 | — | CNV PFD | 949746804 |
| — | Priceline Group Inc/The | 78,201,000 | $103,584 | 1.5% | $1.22 | — | CONV | 741503AQ9 |
| — | Red Hat Inc | 86,757,000 | $102,763 | 1.5% | $1.18 | — | CONV | 756577AC6 |
| — | Twitter Inc | 115,851,000 | $101,036 | 1.5% | $0.92 | — | CONV | 90184LAA0 |
| — | Yahoo! Inc | 79,685,000 | $90,359 | 1.3% | $1.13 | — | CONV | 984332AF3 |
| — | Ctrip.com International Ltd | 83,879,000 | $81,759 | 1.2% | $1.02 | — | CONV | 22943FAD2 |
| — | Micron Technology Inc | 61,633,000 | $81,588 | 1.2% | $1.02 | — | CONV | 595112AY9 |
| — | Intel Corp | 57,973,000 | $76,259 | 1.1% | $1.20 | — | CONV | 458140AD2 |
| — | CENTERPOINT ENERGY INC | 1,079,040 | $71,857 | 1.1% | $0.06 | — | CONV | 15189T206 |
| — | BioMarin Pharmaceutical Inc | 59,647,000 | $70,392 | 1.0% | $1.06 | — | CONV | 09061GAE1 |
| — | Colony Financial Inc | 67,555,000 | $69,031 | 1.0% | $1.02 | — | CONV | 19624RAB2 |
| — | Jarden Corp | 59,891,000 | $67,464 | 1.0% | $1.01 | — | CONV | 471109AK4 |
| — | Leucadia National Corp | 62,199,000 | $64,576 | 0.9% | $1.06 | — | CONV | 472319AG7 |
| — | Gilead Sciences Inc | 15,506,000 | $64,205 | 0.9% | $2.51 | — | CONV | 375558AP8 |
| — | MGM Resorts International | 53,481,000 | $63,131 | 0.9% | $1.21 | — | CONV | 55303QAE0 |
| — | Anthem Inc | 35,166,000 | $60,535 | 0.9% | $1.36 | — | CONV | 94973VBG1 |
| — | Ciena Corp | 60,842,000 | $60,503 | 0.9% | $1.00 | — | CONV | 171779AE1 |
| — | Forest City Enterprises Inc | 52,869,000 | $60,484 | 0.9% | $1.12 | — | CONV | 345550AP2 |
| — | Bank of America Corp | 49,527 | $57,662 | 0.8% | $139.11 | — | CNV PFD | 060505682 |
| — | Royal Gold Inc | 55,399,000 | $57,212 | 0.8% | $0.93 | — | CONV | 780287AA6 |
| — | Newmont Mining Corp | 55,895,000 | $56,663 | 0.8% | $1.08 | — | CONV | 651639AJ5 |
| — | Liberty Media Corp | 57,381,000 | $56,547 | 0.8% | $0.99 | — | CONV | 531229AB8 |
| — | Lam Research Corp | 42,745,000 | $56,254 | 0.8% | $1.30 | — | CONV | 512807AJ7 |
| — | Akamai Technologies Inc | 53,969,000 | $55,724 | 0.8% | $1.01 | — | CONV | 00971TAF8 |
| — | CLEARWIRE COMM/FINANCE | 49,771,000 | $54,582 | 0.8% | $1.11 | — | CONV | 18538TAG4 |
| — | Priceline Group Inc/The | 48,233,000 | $54,281 | 0.8% | $1.13 | — | CONV | 741503AS5 |
| — | United Technologies Corp | 863,052 | $53,213 | 0.8% | $15.02 | — | CNV PFD | 913017117 |
| — | HSN Inc | 46,610,000 | $51,909 | 0.8% | $1.03 | — | CONV | 530610AB0 |
| — | Omnicare Inc | 43,908,000 | $50,624 | 0.7% | $1.15 | — | CONV | 681904AR9 |
| — | JDS Uniphase Corp | 47,197,000 | $49,867 | 0.7% | $1.03 | — | CONV | 46612JAF8 |
| — | Intel Corp | 28,289,000 | $49,385 | 0.7% | $1.29 | — | CONV | 458140AF7 |
| — | LinkedIn Corp | 46,173,000 | $48,706 | 0.7% | $1.05 | — | CONV | 53578AAA6 |
| — | SunEdison Inc | 49,773,000 | $48,479 | 0.7% | $1.00 | — | CONV | 86732YAE9 |
| — | Forest City Enterprises Inc | 45,467,000 | $48,383 | 0.7% | $1.05 | — | CONV | 345550AR8 |
| — | Illumina Inc | 43,594,000 | $48,176 | 0.7% | $1.06 | — | CONV | 452327AE9 |
| — | Tyson Foods Inc | 944,809 | $47,580 | 0.7% | $49.81 | — | CNV PFD | 902494301 |
| — | Ares Capital Corp | 47,148,000 | $47,565 | 0.7% | $1.03 | — | CONV | 04010LAM5 |
| — | Starwood Property Trust Inc | 44,446,000 | $47,383 | 0.7% | $1.04 | — | CONV | 85571BAA3 |
| — | FIDELITY NATL FINANCIAL | 25,247,000 | $47,335 | 0.7% | $1.54 | — | CONV | 31620RAE5 |
| — | Alexandria Real Estate Equitie | 1,693,623 | $47,083 | 0.7% | $6.40 | — | CNV PFD | 015271505 |
| — | Isis Pharmaceuticals Inc | 40,505,000 | $45,604 | 0.7% | $1.13 | — | CONV | 464337AH7 |
| — | Toll Brothers Inc | 44,189,000 | $45,261 | 0.7% | $1.07 | — | CONV | 88947EAM2 |
| — | Affiliated Managers Group Inc | 715,798 | $44,601 | 0.7% | $16.52 | — | CNV PFD | 00170F209 |
| — | Cornerstone OnDemand Inc | 45,311,000 | $44,352 | 0.7% | $1.03 | — | CONV | 21925YAB9 |
| — | Omnicare Inc | 36,011,000 | $43,334 | 0.6% | $1.03 | — | CONV | 681904AQ1 |
| — | Chesapeake Energy Corp | 40,027 | $41,686 | 0.6% | $2.12 | — | CNV PFD | 165167776 |
| — | WebMD Health Corp | 41,583,000 | $41,565 | 0.6% | $0.94 | — | CONV | 94770VAF9 |
| — | Live Nation Entertainment Inc | 38,845,000 | $41,367 | 0.6% | $1.05 | — | CONV | 538034AH2 |
| — | KeyCorp | 315,754 | $41,212 | 0.6% | $11.86 | — | CNV PFD | 493267405 |
| — | Starwood Property Trust Inc | 37,132,000 | $40,830 | 0.6% | $1.07 | — | CONV | 85571BAB1 |
| — | Iconix Brand Group Inc | 34,288,000 | $40,447 | 0.6% | $1.18 | — | CONV | 451055AE7 |
| — | Priceline Group Inc/The | 41,649,000 | $40,071 | 0.6% | $0.96 | — | CONV | 741503AT3 |
| — | Hologic Inc | 35,911,000 | $39,595 | 0.6% | $1.06 | — | CONV | 436440AG6 |
| — | Air Lease Corp | 29,070,000 | $39,504 | 0.6% | $1.30 | — | CONV | 00912XAK0 |
| — | Chesapeake Energy Corp | 38,530 | $39,383 | 0.6% | $1022.14 | — | CNV PFD | 165167750 |
| — | ON Semiconductor Corp | 32,942,000 | $39,294 | 0.6% | $1.15 | — | CONV | 682189AH8 |
| — | Hologic Inc | 34,734,000 | $38,456 | 0.6% | $1.00 | — | CONV | 436440AC5 |
| — | Salix Pharmaceuticals Ltd | 20,970,000 | $38,362 | 0.6% | $1.44 | — | CONV | 795435AE6 |
| — | WebMD Health Corp | 37,593,000 | $37,645 | 0.6% | $1.00 | — | CONV | 94770VAK8 |
| — | HealthSouth Corp | 33,728,000 | $37,346 | 0.5% | $1.08 | — | CONV | 421924BL4 |
| — | Jazz Pharmaceuticals PLC | 32,746,000 | $37,176 | 0.5% | $1.13 | — | CONV | 472145AA9 |
| — | BioMarin Pharmaceutical Inc | 30,259,000 | $36,807 | 0.5% | $1.08 | — | CONV | 09061GAF8 |
| — | Radian Group Inc | 22,580,000 | $36,404 | 0.5% | $1.40 | — | CONV | 750236AN1 |
| — | Twitter Inc | 41,439,000 | $36,123 | 0.5% | $0.94 | — | CONV | 90184LAC6 |
| — | National Health Investors Inc | 34,004,000 | $35,376 | 0.5% | $1.00 | — | CONV | 63633DAE4 |
| — | Xilinx Inc | 23,443,000 | $35,318 | 0.5% | $1.49 | — | CONV | 983919AF8 |
| — | LIBERTY INTERACTIVE LLC | 24,660,000 | $35,123 | 0.5% | $1.30 | — | CONV | 530610AC8 |
| — | Annaly Capital Management Inc | 34,885,000 | $35,077 | 0.5% | $1.02 | — | CONV | 035710AB8 |
| — | Ryland Group Inc/The | 37,637,000 | $35,032 | 0.5% | $0.92 | — | CONV | 783764AS2 |
| — | Euronet Worldwide Inc | 34,002,000 | $34,880 | 0.5% | $1.03 | — | CONV | 298736AG4 |
| — | NVIDIA Corp | 30,275,000 | $34,818 | 0.5% | $1.15 | — | CONV | 67066GAC8 |
| — | Motorola Solutions Inc | 63,309,000 | $34,154 | 0.5% | $0.52 | — | CONV | 530715AN1 |
| — | Allscripts Healthcare Solution | 34,090,000 | $33,651 | 0.5% | $1.01 | — | CONV | 01988PAD0 |
| — | Illumina Inc | 29,488,000 | $33,577 | 0.5% | $1.08 | — | CONV | 452327AG4 |
| — | Chart Industries Inc | 34,851,000 | $33,498 | 0.5% | $1.18 | — | CONV | 16115QAC4 |
| — | Stone Energy Corp | 37,332,000 | $32,901 | 0.5% | $0.98 | — | CONV | 861642AN6 |
| — | B2Gold Corp | 37,335,000 | $32,699 | 0.5% | $0.96 | — | CONV | 11777QAB6 |
| — | Medidata Solutions Inc | 29,411,000 | $32,245 | 0.5% | $1.10 | — | CONV | 58471AAB1 |
| — | NetSuite Inc | 28,188,000 | $31,683 | 0.5% | $1.04 | — | CONV | 64118QAB3 |
| — | Macquarie Infrastructure Co LL | 27,243,000 | $30,846 | 0.5% | $1.12 | — | CONV | 55608BAA3 |
| — | Molina Healthcare Inc | 27,500,000 | $30,435 | 0.4% | $1.03 | — | CONV | 60855RAE0 |
| — | DDR Corp | 24,383,000 | $30,131 | 0.4% | $1.16 | — | CONV | 251591AX1 |
| — | Ryland Group Inc/The | 22,179,000 | $29,984 | 0.4% | $1.45 | — | CONV | 783764AQ6 |
| — | Prologis Inc | 26,883,000 | $29,959 | 0.4% | $1.14 | — | CONV | 74340XAT8 |
| — | Host Hotels & Resorts Inc | 15,925,000 | $29,375 | 0.4% | $1.36 | — | CONV | 44107TAG1 |
| — | Hornbeck Offshore Services Inc | 34,577,000 | $28,709 | 0.4% | $1.19 | — | CONV | 440543AN6 |
| — | NextEra Energy Inc | 425,712 | $28,516 | 0.4% | $32.31 | — | CNV PFD | 65339F887 |
| — | SanDisk Corp | 23,512,000 | $28,342 | 0.4% | $1.20 | — | CONV | 80004CAF8 |
| — | SEACOR Holdings Inc | 30,095,000 | $27,932 | 0.4% | $0.93 | — | CONV | 81170YAB5 |
| — | Verint Systems Inc | 25,161,000 | $27,849 | 0.4% | $1.10 | — | CONV | 92343XAA8 |
| — | ASHLAND INC | 27,387,000 | $27,387 | 0.4% | $0.97 | — | CORP | 044209AF1 |
| — | RTI International Metals Inc | 27,990,000 | $27,294 | 0.4% | $0.97 | — | CONV | 74973WAB3 |
| — | Omnicare Inc | 24,616,000 | $26,353 | 0.4% | $1.05 | — | CONV | 681904AL2 |
| — | SINA Corp/China | 28,376,000 | $26,252 | 0.4% | $0.93 | — | CONV | 82922RAD5 |
| — | Jarden Corp | 19,560,000 | $25,917 | 0.4% | $1.20 | — | CONV | 471109AL2 |
| — | salesforce.com inc | 22,644,000 | $25,797 | 0.4% | $1.13 | — | CONV | 79466LAD6 |
| — | Microchip Technology Inc | 14,280,000 | $25,434 | 0.4% | $1.55 | — | CONV | 595017AB0 |
| — | ServiceNow Inc | 22,137,000 | $25,205 | 0.4% | $1.14 | — | CONV | 81762PAB8 |
| — | Proofpoint Inc | 17,754,000 | $24,400 | 0.4% | $1.37 | — | CONV | 743424AB9 |
| — | PDL BioPharma Inc | 25,114,000 | $24,280 | 0.4% | $1.06 | — | CONV | 69329YAF1 |
| — | PRA Group Inc | 20,747,000 | $23,770 | 0.3% | $1.09 | — | CONV | 73640QAB1 |
| — | BroadSoft Inc | 22,511,000 | $23,477 | 0.3% | $1.03 | — | CONV | 11133BAB8 |
| — | American Realty Capital Proper | 24,523,000 | $22,706 | 0.3% | $0.96 | — | CONV | 02917TAA2 |
| — | Finisar Corp | 23,688,000 | $22,621 | 0.3% | $0.95 | — | CONV | 31787AAM3 |
| — | Web.com Group Inc | 24,321,000 | $22,280 | 0.3% | $0.92 | — | CONV | 94733AAA2 |
| — | Brookdale Senior Living Inc | 16,208,000 | $22,084 | 0.3% | $1.19 | — | CONV | 112463AA2 |
| — | Colony Financial Inc | 20,163,000 | $21,564 | 0.3% | $1.05 | — | CONV | 19624RAA4 |
| — | Lam Research Corp | 15,246,000 | $21,530 | 0.3% | $1.37 | — | CONV | 512807AL2 |
| — | Ares Capital Corp | 20,501,000 | $21,174 | 0.3% | $1.06 | — | CONV | 04010LAJ2 |
| — | Molina Healthcare Inc | 18,971,000 | $21,081 | 0.3% | $1.07 | — | CONV | 60855RAD2 |
| — | Cemex SAB de CV | 20,250,000 | $20,904 | 0.3% | $1.09 | — | CONV | 151290AV5 |
| — | Old Republic International Cor | 17,835,000 | $20,832 | 0.3% | $1.15 | — | CONV | 680223AH7 |
| — | Extra Space Storage Inc | 18,832,000 | $20,632 | 0.3% | $0.99 | — | CONV | 30225VAC1 |
| — | Dominion Resources Inc/VA | 388,968 | $20,602 | 0.3% | $50.74 | — | CNV PFD | 25746U869 |
| — | Alcoa Inc | 404,950 | $20,522 | 0.3% | $50.21 | — | CNV PFD | 013817309 |
| — | Nuance Communications Inc | 20,341,000 | $20,322 | 0.3% | $1.00 | — | CONV | 67020YAF7 |
| — | Chesapeake Energy Corp | 21,936,000 | $20,097 | 0.3% | $0.89 | — | CONV | 165167CB1 |
| — | Molina Healthcare Inc | 14,343,000 | $19,886 | 0.3% | $1.13 | — | CONV | 60855RAC4 |
| — | SEACOR Holdings Inc | 18,826,000 | $19,845 | 0.3% | $1.13 | — | CONV | 811904AM3 |
| — | American Tower Corp | 168,500 | $19,264 | 0.3% | $108.13 | — | CNV PFD | 03027X308 |
| — | FIRST DATA CORPORATION | 16,446,010 | $19,036 | 0.3% | $1.17 | — | CORP | 319963BL7 |
| — | Newpark Resources Inc | 16,767,000 | $18,906 | 0.3% | $1.24 | — | CONV | 651718AC2 |
| — | Stanley Black & Decker Inc | 159,951 | $18,764 | 0.3% | $104.11 | — | CNV PFD | 854502804 |
| — | Ligand Pharmaceuticals Inc | 19,016,000 | $18,662 | 0.3% | $0.97 | — | CONV | 53220KAC2 |
| — | Ciena Corp | 14,817,000 | $18,510 | 0.3% | $1.36 | — | CONV | 171779AK7 |
| — | Qihoo 360 Technology Co Ltd | 22,200,000 | $18,504 | 0.3% | $0.91 | — | CONV | 74734MAD1 |
| — | Depomed Inc | 16,996,000 | $18,458 | 0.3% | $1.05 | — | CONV | 249908AA2 |
| — | Navistar International Corp | 19,240,000 | $18,340 | 0.3% | $0.99 | — | CONV | 63934EAR9 |
| — | Mylan Inc/PA | 4,300,000 | $18,183 | 0.3% | $2.89 | — | CONV | 628530AJ6 |
| — | Theravance Inc | 22,692,000 | $17,830 | 0.3% | $1.47 | — | CONV | 88338TAB0 |
| — | iStar Financial Inc | 13,736,000 | $17,417 | 0.3% | $1.27 | — | CONV | 45031UBR1 |
| — | Stanley Black & Decker Inc | 124,569 | $17,285 | 0.3% | $18.90 | — | CNV PFD | 854502309 |
| — | Weyerhaeuser Co | 298,505 | $17,195 | 0.3% | $49.15 | — | CNV PFD | 962166872 |
| — | SYNOVUS FINANCIAL CORP | 15,293,000 | $17,179 | 0.3% | $1.13 | — | CORP | 87161CAJ4 |
| — | Qihoo 360 Technology Co Ltd | 19,624,000 | $17,061 | 0.3% | $0.92 | — | CONV | 74734MAC3 |
| — | STARZ LLC/STARZ FIN CORP | 16,539,000 | $16,746 | 0.2% | $1.01 | — | CORP | 85571NAB5 |
| — | Vishay Intertechnology Inc | 14,945,000 | $16,556 | 0.2% | $1.08 | — | CONV | 928298AG3 |
| — | Wright Medical Group Inc | 13,594,000 | $16,539 | 0.2% | $1.28 | — | CONV | 98235TAC1 |
| — | Standard Pacific Corp | 14,500,000 | $16,381 | 0.2% | $1.13 | — | CONV | 85375CBC4 |
| — | Meritor Inc | 15,044,000 | $16,147 | 0.2% | $0.91 | — | CONV | 043353AH4 |
| — | Redwood Trust Inc | 16,123,000 | $15,963 | 0.2% | $1.00 | — | CONV | 758075AB1 |
| — | Fluidigm Corp | 16,805,000 | $15,870 | 0.2% | $1.11 | — | CONV | 34385PAA6 |
| — | Medicines Co/The | 13,541,000 | $15,786 | 0.2% | $1.36 | — | CONV | 584688AC9 |
| — | Starwood Waypoint Residential | 14,493,000 | $15,131 | 0.2% | $1.04 | — | CONV | 85571WAC3 |
| — | Spectranetics Corp/The | 11,547,000 | $14,881 | 0.2% | $1.22 | — | CONV | 84760CAA5 |
| — | Orexigen Therapeutics Inc | 14,628,000 | $14,762 | 0.2% | $1.01 | — | CONV | 686164AB0 |
| — | Bottomline Technologies de Inc | 13,781,000 | $14,751 | 0.2% | $1.09 | — | CONV | 101388AA4 |
| — | Element Financial Corp | 14,751,000 | $14,493 | 0.2% | $1.03 | — | CONV | 286181AA0 |
| — | PROS Holdings Inc | 13,995,000 | $14,472 | 0.2% | $1.03 | — | CONV | 74346YAA1 |
| — | Meritor Inc | 8,773,000 | $14,428 | 0.2% | $1.50 | — | CONV | 59001KAC4 |
| — | Incyte Corp | 9,135,000 | $14,063 | 0.2% | $1.54 | — | CONV | 45337CAN2 |
| — | Tesla Motors Inc | 15,000,000 | $13,907 | 0.2% | $0.93 | — | CONV | 88160RAB7 |
| — | Encore Capital Group Inc | 14,294,000 | $13,855 | 0.2% | $0.99 | — | CONV | 292554AG7 |
| — | Helix Energy Solutions Group I | 12,440,000 | $13,825 | 0.2% | $1.24 | — | CONV | 42330PAG2 |
| — | Synchronoss Technologies Inc | 12,853,000 | $13,559 | 0.2% | $1.08 | — | CONV | 87157BAA1 |
| — | PennyMac Mortgage Investment T | 13,832,000 | $13,166 | 0.2% | $0.98 | — | CONV | 70932AAB9 |
| — | Vipshop Holdings Ltd | 10,998,000 | $13,110 | 0.2% | $1.05 | — | CONV | 92763WAA1 |
| — | Chesapeake Energy Corp | 12,404 | $12,820 | 0.2% | $2.15 | — | CNV PFD | 165167784 |
| — | NXP Semiconductors NV | 12,500,000 | $12,813 | 0.2% | $1.03 | — | CONV | 62952QAA8 |
| — | NuVasive Inc | 10,009,000 | $12,783 | 0.2% | $1.28 | — | CONV | 670704AC9 |
| — | HomeAway Inc | 13,508,000 | $12,741 | 0.2% | $0.94 | — | CONV | 43739QAA8 |
| — | TTM Technologies Inc | 13,091,000 | $12,650 | 0.2% | $1.08 | — | CONV | 87305RAD1 |
| — | SPRINT CORP | 12,752,000 | $12,589 | 0.2% | $0.99 | — | CORP | 85207UAF2 |
| — | IHEARTCOMMUNICATIONS INC | 12,432,000 | $12,246 | 0.2% | $1.04 | — | CORP | 184502BL5 |
| — | William Lyon Homes | 111,100 | $11,865 | 0.2% | $106.80 | — | CNV PFD | 552074882 |
| — | Trinity Industries Inc | 8,809,000 | $11,624 | 0.2% | $1.21 | — | CONV | 896522AF6 |
| — | Medivation Inc | 5,918,000 | $11,514 | 0.2% | $1.32 | — | CONV | 58501NAA9 |
| — | Dominion Resources Inc/VA | 185,095 | $11,140 | 0.2% | $0.09 | — | CNV PFD | 25746U703 |
| — | FRESENIUS MED CARE II | 10,349,000 | $11,048 | 0.2% | $1.06 | — | CORP | 35802XAD5 |
| — | Cepheid | 10,027,000 | $11,044 | 0.2% | $1.10 | — | CONV | 15670RAC1 |
| — | UTi Worldwide Inc | 9,797,000 | $10,757 | 0.2% | $1.05 | — | CONV | 90349LAA2 |
| — | Hologic Inc | 8,539,000 | $10,706 | 0.2% | $1.12 | — | CONV | 436440AB7 |
| — | AOL Inc | 10,000,000 | $10,656 | 0.2% | $1.02 | — | CONV | 00184XAA3 |
| — | Prospect Capital Corp | 11,029,000 | $10,340 | 0.2% | $0.97 | — | CONV | 74348TAP7 |
| — | TENET HEALTHCARE CORP | 9,625,000 | $10,336 | 0.2% | $1.06 | — | CORP | 87243QAB2 |
| — | Huron Consulting Group Inc | 9,746,000 | $10,193 | 0.1% | $1.01 | — | CONV | 447462AA0 |
| — | Griffon Corp | 8,985,000 | $10,156 | 0.1% | $1.14 | — | CONV | 398433AD4 |
| — | Spirit Realty Capital Inc | 10,304,000 | $10,045 | 0.1% | $0.99 | — | CONV | 84860WAB8 |
| — | Emergent Biosolutions Inc | 8,894,000 | $10,011 | 0.1% | $1.13 | — | CONV | 29089QAB1 |
| — | Array BioPharma Inc | 10,646,000 | $9,964 | 0.1% | $1.12 | — | CONV | 04269XAA3 |
| — | Kindred Healthcare Inc | 10,497 | $9,958 | 0.1% | $948.65 | — | CNV PFD | 494580301 |
| — | Teleflex Inc | 5,209,000 | $9,784 | 0.1% | $1.45 | — | CONV | 879369AA4 |
| — | Integra LifeSciences Holdings | 9,121,000 | $9,738 | 0.1% | $1.07 | — | CONV | 457985AK5 |
| — | Endologix Inc | 9,928,000 | $9,733 | 0.1% | $0.96 | — | CONV | 29266SAA4 |
| — | Emulex Corp | 10,622,000 | $9,732 | 0.1% | $0.92 | — | CONV | 292475AF7 |
| INTC | Intel Corp | 267,546 | $9,709 | 0.1% | $23.78 | +12.0% | COM | 458140100 |
| — | American Realty Capital Proper | 10,506,000 | $9,706 | 0.1% | $0.92 | — | CONV | 02917TAB0 |
| — | Herbalife Ltd | 13,008,000 | $9,606 | 0.1% | $0.74 | — | CONV | 42703MAB9 |
| — | Tesla Motors Inc | 10,570,000 | $9,577 | 0.1% | $0.97 | — | CONV | 88160RAC5 |
| — | CELANESE US HOLDINGS LLC | 9,000,000 | $9,540 | 0.1% | $1.08 | — | CORP | 15089QAC8 |
| — | ALTICE SA | 9,399,000 | $9,417 | 0.1% | $1.05 | — | CORP | 02154VAA9 |
| — | Stillwater Mining Co | 7,460,000 | $9,238 | 0.1% | $1.28 | — | CONV | 86074QAL6 |
| — | General Cable Corp | 13,029,000 | $9,214 | 0.1% | $1.00 | — | CONV | 369300AL2 |
| — | Accuray Inc | 8,779,000 | $9,165 | 0.1% | $1.09 | — | CONV | 004397AB1 |
| — | CREDIT AGRICOLE SA | 9,000,000 | $9,158 | 0.1% | $1.04 | — | CORP | 225313AD7 |
| — | United States Steel Corp | 7,303,000 | $9,088 | 0.1% | $1.20 | — | CONV | 912909AH1 |
| — | RPM International Inc | 7,665,000 | $8,923 | 0.1% | $1.13 | — | CONV | 749685AT0 |
| — | Yandex NV | 10,587,000 | $8,790 | 0.1% | $0.83 | — | CONV | 98474TAB3 |
| — | CLEAR CHANNEL WORLDWIDE | 8,449,000 | $8,702 | 0.1% | $1.04 | — | CORP | 18451QAM0 |
| — | United Continental Holdings In | 2,392,000 | $8,458 | 0.1% | $1.75 | — | CONV | 210795PU8 |
| — | PENN VIRGINIA CORP | 10,495,000 | $8,396 | 0.1% | $1.09 | — | CORP | 707882AE6 |
| — | Lam Research Corp | 3,646,000 | $8,345 | 0.1% | $1.55 | — | CONV | 670008AD3 |
| — | SOTHEBY'S | 8,722,000 | $8,330 | 0.1% | $0.97 | — | CORP | 835898AF4 |
| — | Teva Pharmaceutical Industries | 5,927,000 | $8,124 | 0.1% | $1.26 | — | CONV | 88163VAE9 |
| — | Prospect Capital Corp | 8,056,000 | $8,030 | 0.1% | $1.04 | — | CONV | 74348TAM4 |
| — | PROSPECT MEDICAL HOLDING | 7,500,000 | $8,006 | 0.1% | $1.08 | — | CORP | 743494AC0 |
| — | CEMEX SAB DE CV | 8,000,000 | $8,000 | 0.1% | $1.00 | — | CORP | 151290BP7 |
| — | Jarden Corp | 5,000,000 | $7,854 | 0.1% | $1.40 | — | CONV | 471109AH1 |
| — | j2 Global Inc | 7,108,000 | $7,847 | 0.1% | $1.02 | — | CONV | 48123VAC6 |
| — | MASTEC INC | 8,291,000 | $7,794 | 0.1% | $0.94 | — | CORP | 576323AN9 |
| — | Penn Virginia Corp | 125,000 | $7,717 | 0.1% | $100.65 | — | CNV PFD | 707882403 |
| — | Exelon Corp | 142,950 | $7,623 | 0.1% | $51.88 | — | CNV PFD | 30161N127 |
| — | Redwood Trust Inc | 7,507,000 | $7,616 | 0.1% | $1.01 | — | CONV | 749772AA7 |
| — | UPCB FINANCE III LTD | 7,250,000 | $7,613 | 0.1% | $1.05 | — | CORP | 903202AA7 |
| — | ALLY FINANCIAL INC | 6,300,000 | $7,434 | 0.1% | $1.18 | — | CORP | 02005NAE0 |
| — | LGI Homes Inc | 7,548,000 | $7,323 | 0.1% | $0.97 | — | CONV | 50187TAA4 |
| — | JEFFERIES FIN LLC / JFIN | 7,893,000 | $7,281 | 0.1% | $0.93 | — | CORP | 47232MAB8 |
| — | KB Home | 7,331,000 | $7,278 | 0.1% | $1.02 | — | CONV | 48666KAS8 |
| — | AMC NETWORKS INC | 7,406,000 | $7,184 | 0.1% | $0.99 | — | CORP | 00164VAC7 |
| — | CIT GROUP INC | 6,500,000 | $6,858 | 0.1% | $1.06 | — | CORP | 125581GH5 |
| — | ANI Pharmaceuticals Inc | 6,500,000 | $6,848 | 0.1% | $1.05 | — | CONV | 00182CAA1 |
| — | Gain Capital Holdings Inc | 6,296,000 | $6,607 | 0.1% | $1.05 | — | CONV | 36268WAB6 |
| — | Insulet Corp | 5,557,000 | $6,578 | 0.1% | $1.07 | — | CONV | 45784PAD3 |
| — | Envestnet Inc | 6,250,000 | $6,448 | 0.1% | $1.03 | — | CONV | 29404KAA4 |
| AAL | American Airlines Group Inc | 120,000 | $6,436 | 0.1% | $40.79 | 0.0% | COM | 02376R102 |
| — | HCA HOLDINGS INC | 6,000,000 | $6,390 | 0.1% | $1.08 | — | CORP | 40412CAB7 |
| — | CASELLA WASTE SYSTEMS IN | 6,185,000 | $6,278 | 0.1% | $1.00 | — | CORP | 147448AG9 |
| — | Chesapeake Energy Corp | 6,165 | $6,218 | 0.1% | $812.72 | — | CNV PFD | 165167768 |
| — | FMG RESOURCES AUG 2006 | 6,500,000 | $5,915 | 0.1% | $0.91 | — | CORP | 30251GAH0 |
| — | REYNOLDS GRP ISS/REYNOLD | 5,596,000 | $5,792 | 0.1% | $1.05 | — | CORP | 761735AL3 |
| — | NXP BV/NXP FUNDING LLC | 5,500,000 | $5,775 | 0.1% | $1.05 | — | CORP | 62947QAM0 |
| — | CLEAN HARBORS INC | 5,749,000 | $5,735 | 0.1% | $0.99 | — | CORP | 184496AL1 |
| — | HCA INC | 5,000,000 | $5,603 | 0.1% | $1.12 | — | CORP | 404121AC9 |
| — | Workday Inc | 4,500,000 | $5,343 | 0.1% | $1.19 | — | CONV | 98138HAC5 |
| — | REYNOLDS GRP ISS/REYNOLD | 5,154,000 | $5,283 | 0.1% | $1.03 | — | CORP | 761735AP4 |
| — | T-Mobile US Inc | 100,000 | $5,238 | 0.1% | $52.38 | — | CNV PFD | 872590203 |
| — | NUANCE COMMUNICATIONS | 5,000,000 | $5,013 | 0.1% | $1.00 | — | CORP | 67020YAD2 |
| — | Titan Machinery Inc | 6,891,000 | $4,989 | 0.1% | $0.94 | — | CONV | 88830RAB7 |
| GILD | Gilead Sciences Inc | 52,800 | $4,977 | 0.1% | $71.85 | 0.0% | COM | 375558103 |
| — | NAVIOS MARITIME HLDS/FIN | 5,119,000 | $4,752 | 0.1% | $0.96 | — | CORP | 639365AG0 |
| — | GENTIVA HEALTH SERVICES | 4,463,000 | $4,749 | 0.1% | $1.07 | — | CORP | 37247AAB8 |
| — | FCA US LLC/CG CO-ISSUER | 4,500,000 | $4,731 | 0.1% | $1.09 | — | CORP | 17121EAB3 |
| — | CHS/COMMUNITY HEALTH SYS | 4,500,000 | $4,658 | 0.1% | $1.04 | — | CORP | 12543DAR1 |
| — | KENNEDY-WILSON INC | 4,573,000 | $4,584 | 0.1% | $1.00 | — | CORP | 489399AG0 |
| — | Dow Chemical Co/The | 100,000 | $4,561 | 0.1% | $45.61 | — | COM | 260543103 |
| — | GlaxoSmithKline PLC | 105,952 | $4,528 | 0.1% | $42.74 | — | COM | 37733W105 |
| — | ENERGY XXI GULF COAST IN | 6,800,000 | $4,494 | 0.1% | $0.66 | — | CORP | 29276KAP6 |
| — | Ciena Corp | 4,243,000 | $4,432 | 0.1% | $1.07 | — | CONV | 171779AF8 |
| CIEN | Ciena Corp | 216,922 | $4,210 | 0.1% | $16.94 | -1.4% | COM | 171779309 |
| — | Health Care REIT Inc | 63,712 | $4,195 | 0.1% | $4.66 | — | CNV PFD | 42217K601 |
| — | REYNOLDS GRP ISS/REYNOLD | 4,050,000 | $4,187 | 0.1% | $1.03 | — | CORP | 761735AK5 |
| — | VERTELLUS SPECIALTIES | 4,339,130 | $4,176 | 0.1% | $0.96 | — | TERM | 92531NAH7 |
| — | ALLIANCE DATA SYSTEMS CO | 4,000,000 | $4,090 | 0.1% | $1.02 | — | CORP | 018581AE8 |
| — | SunPower Corp | 4,497,000 | $4,064 | 0.1% | $1.13 | — | CONV | 867652AH2 |
| OXY | Occidental Petroleum Corp | 50,000 | $4,031 | 0.1% | $61.96 | -4.3% | COM | 674599105 |
| — | PBF HOLDING CO LLC | 4,000,000 | $4,020 | 0.1% | $1.05 | — | CORP | 69318FAB4 |
| — | LENNAR CORP | 4,000,000 | $4,000 | 0.1% | $1.00 | — | CORP | 526057BT0 |
| — | Rayonier Inc | 3,275,000 | $3,977 | 0.1% | $1.62 | — | CONV | 75508AAC0 |
| — | SANMINA CORP | 4,000,000 | $3,970 | 0.1% | $0.99 | — | CORP | 801056AA0 |
| — | MGM RESORTS INTL | 4,000,000 | $3,970 | 0.1% | $0.99 | — | CORP | 552953CB5 |
| — | BlackRock Kelso Capital Corp | 3,912,000 | $3,963 | 0.1% | $1.05 | — | CONV | 092533AB4 |
| — | Dominion Resources Inc/VA | 65,500 | $3,950 | 0.1% | $0.07 | — | CNV PFD | 25746U885 |
| — | Resource Capital Corp | 4,023,000 | $3,933 | 0.1% | $1.00 | — | CONV | 76120WAA2 |
| — | Danaher Corp | 1,551,000 | $3,864 | 0.1% | $1.84 | — | CONV | 235851AF9 |
| — | NextEra Energy Inc | 66,115 | $3,827 | 0.1% | $0.05 | — | CNV PFD | 65339F861 |
| — | ALTA MESA HLDGS/FINANC S | 4,561,000 | $3,786 | 0.1% | $1.04 | — | CORP | 021332AC5 |
| — | Spansion Inc | 1,510,000 | $3,743 | 0.1% | $1.78 | — | CONV | 84649PAL9 |
| — | ADT CORP | 3,750,000 | $3,713 | 0.1% | $0.99 | — | CORP | 00101JAL0 |
| — | Incyte Corp | 2,410,000 | $3,627 | 0.1% | $1.50 | — | CONV | 45337CAM4 |
| — | Alere Inc | 3,453,000 | $3,609 | 0.1% | $1.05 | — | CONV | 01449JAA3 |
| — | ENERGY XXI GULF COAST IN | 6,544,000 | $3,599 | 0.1% | $0.98 | — | CORP | 29276KAT8 |
| — | Express Inc | 242,958 | $3,569 | 0.1% | $14.69 | — | COM | 30219E103 |
| — | Navistar International Corp | 3,700,000 | $3,522 | 0.1% | $0.97 | — | CONV | 63934EAQ1 |
| — | Bristol-Myers Squibb Co | 2,356,000 | $3,516 | 0.1% | $1.31 | — | CONV | 110122AN8 |
| — | Red Hat Inc | 50,443 | $3,488 | 0.1% | $67.96 | — | COM | 756577102 |
| — | SYNOVUS FINANCIAL CORP | 3,312,000 | $3,362 | 0.0% | $1.02 | — | CORP | 87161CAG0 |
| — | CSG Systems International Inc | 2,771,000 | $3,292 | 0.0% | $1.16 | — | CONV | 126349AC3 |
| — | HEALTH NET INC | 3,000,000 | $3,240 | 0.0% | $1.04 | — | CORP | 422248AA2 |
| — | BEAZER HOMES USA | 3,098,000 | $3,237 | 0.0% | $1.04 | — | CORP | 07556QAY1 |
| — | BIOMET INC | 3,000,000 | $3,210 | 0.0% | $1.03 | — | CORP | 090613AJ9 |
| — | Iconix Brand Group Inc | 2,668,000 | $3,166 | 0.0% | $1.36 | — | CONV | 451055AF4 |
| GAP | Gap Inc/The | 75,000 | $3,158 | 0.0% | $26.66 | 0.0% | COM | 364760108 |
| — | IASIS HEALTHCARE/CAP CRP | 3,000,000 | $3,150 | 0.0% | $1.03 | — | CORP | 45072PAD4 |
| — | VALEANT PHARMACEUTICALS | 3,000,000 | $3,135 | 0.0% | $1.08 | — | CORP | 91911XAQ7 |
| — | Greenbrier Cos Inc/The | 2,000,000 | $3,035 | 0.0% | $1.52 | — | CONV | 393657AH4 |
| — | COTT BEVERAGES INC | 3,000,000 | $3,000 | 0.0% | $1.00 | — | CORP | 221643AJ8 |
| — | CALIFORNIA RESOURCES CRP | 3,400,000 | $2,907 | 0.0% | $0.88 | — | CORP | 13057QAC1 |
| — | Monster Worldwide Inc | 2,676,000 | $2,866 | 0.0% | $1.07 | — | CONV | 611742AA5 |
| — | OASIS PETROLEUM INC | 3,000,000 | $2,730 | 0.0% | $1.08 | — | CORP | 674215AG3 |
| — | EARTHLINK HOLDINGS CORP | 2,675,000 | $2,715 | 0.0% | $1.01 | — | CORP | 270321AE2 |
| — | NorthStar Realty Finance Corp | 154,386 | $2,714 | 0.0% | $17.58 | — | COM | 66704R704 |
| — | DISH DBS CORP | 2,500,000 | $2,688 | 0.0% | $1.08 | — | CORP | 25470XAE5 |
| — | CHINOS INTERMED HLDGS A | 3,000,000 | $2,655 | 0.0% | $0.89 | — | CORP | 16961UAA4 |
| — | LAND O LAKES CAP TRST I | 2,500,000 | $2,588 | 0.0% | $0.98 | — | CORP | 514665AA6 |
| — | SAPPI PAPIER HOLDNG GMBH | 2,500,000 | $2,563 | 0.0% | $0.98 | — | CORP | 803071AA7 |
| — | Laboratory Corp of America Hol | 1,753,000 | $2,538 | 0.0% | $1.34 | — | CONV | 50540RAG7 |
| — | MGM RESORTS INTL | 2,500,000 | $2,513 | 0.0% | $1.01 | — | CORP | 552953CC3 |
| — | QEP RESOURCES INC | 2,425,000 | $2,486 | 0.0% | $1.06 | — | CORP | 74733VAA8 |
| — | CLAYTON WILLIAMS ENERGY | 2,900,000 | $2,465 | 0.0% | $1.02 | — | CORP | 969490AE1 |
| — | CORRECTIONS CORP OF AMER | 2,500,000 | $2,406 | 0.0% | $0.96 | — | CORP | 22025YAP5 |
| — | Herbalife Ltd | 63,700 | $2,401 | 0.0% | $37.69 | — | COM | 020884924 |
| — | APPVION INC | 3,500,000 | $2,398 | 0.0% | $0.93 | — | CORP | 03834LAA7 |
| WYNN | Wynn Resorts Ltd | 16,050 | $2,388 | 0.0% | $173.72 | -15.7% | COM | 983134107 |
| — | GENESIS ENERGY LP/GENESI | 2,500,000 | $2,325 | 0.0% | $1.00 | — | CORP | 37185LAE2 |
| — | SPRINT COMMUNICATIONS | 2,000,000 | $2,275 | 0.0% | $1.22 | — | CORP | 852061AK6 |
| — | Johnson & Johnson | 1,512,000 | $2,176 | 0.0% | $1.20 | — | CONV | 02261WAB5 |
| — | UNITED RENTALS NORTH AM | 2,000,000 | $2,160 | 0.0% | $1.08 | — | CORP | 911365BA1 |
| — | REGAL ENTERTAINMENT GRP | 2,250,000 | $2,149 | 0.0% | $0.96 | — | CORP | 758766AH2 |
| — | FRESENIUS MED CARE US | 2,000,000 | $2,133 | 0.0% | $1.06 | — | CORP | 35803QAA5 |
| — | FIRST DATA CORPORATION | 1,862,000 | $2,113 | 0.0% | $1.16 | — | CORP | 319963BG8 |
| — | NATIONSTAR MORT/CAP CORP | 2,300,000 | $2,099 | 0.0% | $0.96 | — | CORP | 63860UAL4 |
| — | ALLIED SPECIALTY VEHICLE | 2,000,000 | $2,095 | 0.0% | $1.02 | — | CORP | 019517AA9 |
| — | CARLSON WAGONLIT BV | 2,000,000 | $2,090 | 0.0% | $1.03 | — | CORP | 142812AB2 |
| — | WATERJET HOLDINGS INC | 2,000,000 | $2,060 | 0.0% | $1.06 | — | CORP | 94155UAA7 |
| — | E*TRADE FINANCIAL CORP | 2,000,000 | $2,045 | 0.0% | $1.02 | — | CORP | 269246BL7 |
| — | CORNERSTONE CHEMICAL CO | 2,000,000 | $2,040 | 0.0% | $1.05 | — | CORP | 21925AAB1 |
| — | TESORO CORP | 2,000,000 | $2,025 | 0.0% | $1.01 | — | CORP | 881609AZ4 |
| PFE | Pfizer Inc | 65,000 | $2,025 | 0.0% | $17.55 | +2.4% | COM | 717081103 |
| — | COVENANT SURGICAL PARTNE | 2,000,000 | $2,020 | 0.0% | $1.00 | — | CORP | 22284YAA4 |
| — | SPRINT INDUSTRIAL LLC | 2,000,000 | $2,018 | 0.0% | $1.01 | — | TERM | 85208BAE6 |
| — | CLEAN HARBORS INC | 2,000,000 | $2,010 | 0.0% | $1.00 | — | CORP | 184496AJ6 |
| — | REGENCY ENERGY PARTNERS | 2,000,000 | $2,005 | 0.0% | $1.03 | — | CORP | 75886AAK4 |
| — | Citrix Systems Inc | 31,376 | $2,002 | 0.0% | $71.53 | — | COM | 177376100 |
| — | EQUINIX INC | 2,000,000 | $2,000 | 0.0% | $0.98 | — | CORP | 29444UAM8 |
| — | VERSO PAPER HLDG LLC/INC | 2,000,000 | $2,000 | 0.0% | $1.00 | — | CORP | 92531XAP7 |
| — | CHURCHILL DOWNS INC | 2,000,000 | $2,000 | 0.0% | $1.00 | — | CORP | 171484AB4 |
| VLO | Valero Energy Corp | 40,000 | $1,980 | 0.0% | $31.49 | 0.0% | COM | 91913Y100 |
| — | CELANESE US HOLDINGS LLC | 2,000,000 | $1,980 | 0.0% | $0.98 | — | CORP | 15089QAD6 |
| — | TPG Specialty Lending Inc | 1,953,000 | $1,927 | 0.0% | $0.99 | — | CONV | 87265KAA0 |
| — | CALPINE CORP | 1,748,000 | $1,927 | 0.0% | $1.12 | — | CORP | 131347BY1 |
| — | VIASAT INC | 1,805,000 | $1,877 | 0.0% | $1.04 | — | CORP | 92552VAF7 |
| — | DANA HOLDING CORP | 1,750,000 | $1,851 | 0.0% | $1.06 | — | CORP | 235825AB2 |
| — | CENVEO CORP | 2,000,000 | $1,810 | 0.0% | $0.96 | — | CORP | 15671BAK7 |
| — | BOISE CASCADE COMPANY | 1,700,000 | $1,785 | 0.0% | $1.01 | — | CORP | 09739DAA8 |
| — | FIRST DATA CORPORATION | 1,500,000 | $1,781 | 0.0% | $1.20 | — | CORP | 319963BB9 |
| — | LSB INDUSTRIES | 1,712,000 | $1,780 | 0.0% | $1.09 | — | CORP | 502160AL8 |
| — | ENERGY & EXPLORATION PARTNE | 2,488,750 | $1,779 | 0.0% | $0.93 | — | TERM | 29268HAB4 |
| — | Palo Alto Networks Inc | 1,350,000 | $1,710 | 0.0% | $1.13 | — | CONV | 697435AA3 |
| — | CENVEO CORP | 1,836,000 | $1,691 | 0.0% | $0.92 | — | CORP | 15671BAG6 |
| — | CENVEO CORP | 2,250,000 | $1,688 | 0.0% | $0.75 | — | CORP | 15671BAL5 |
| — | MOOD MEDIA CORP | 2,000,000 | $1,650 | 0.0% | $0.82 | — | CORP | 61534JAG0 |
| — | Southwest Airlines Co | 550,000 | $1,612 | 0.0% | $2.93 | — | CONV | 00949PAD0 |
| — | ST BARBARA LTD | 2,000,000 | $1,600 | 0.0% | $0.92 | — | CORP | 852278AA8 |
| — | PERMIAN HOLDINGS INC | 2,094,000 | $1,571 | 0.0% | $0.89 | — | CORP | 714239AA8 |
| — | DISPENSING DYNAMICS INTL | 1,500,000 | $1,560 | 0.0% | $1.02 | — | CORP | 25471QAA7 |
| — | NETFLIX INC | 1,460,000 | $1,518 | 0.0% | $1.04 | — | CORP | 64110LAF3 |
| — | Janus Capital Group Inc | 966,000 | $1,469 | 0.0% | $1.02 | — | CONV | 47102XAH8 |
| — | Discover Financial Services | 22,258 | $1,458 | 0.0% | $65.30 | — | COM | 254709108 |
| — | SESI LLC | 1,500,000 | $1,455 | 0.0% | $1.03 | — | CORP | 78412FAL8 |
| — | CARAUSTAR INDUSTRIES INC | 1,437,210 | $1,435 | 0.0% | $1.02 | — | TERM | 14076CAB9 |
| — | COMMERCIAL METALS CO | 1,500,000 | $1,433 | 0.0% | $0.94 | — | CORP | 201723AK9 |
| — | STEEL DYNAMICS INC | 1,335,000 | $1,415 | 0.0% | $1.04 | — | CORP | 858119AV2 |
| — | SANDRIDGE ENERGY INC | 2,245,000 | $1,414 | 0.0% | $0.91 | — | CORP | 80007PAQ2 |
| — | Energy XXI Ltd | 4,561,000 | $1,366 | 0.0% | $0.30 | — | CONV | 29274UAB7 |
| — | Starz | 45,333 | $1,346 | 0.0% | $29.69 | — | COM | 85571Q102 |
| — | W & T OFFSHORE INC | 2,000,000 | $1,310 | 0.0% | $1.06 | — | CORP | 92922PAC0 |
| — | iStar Financial Inc | 1,250,000 | $1,273 | 0.0% | $1.02 | — | CONV | 45031UBV2 |
| GBX | Greenbrier Cos Inc/The | 21,000 | $1,128 | 0.0% | $41.66 | 0.0% | COM | 393657101 |
| LEA | Lear Corp | 11,484 | $1,126 | 0.0% | $75.60 | 0.0% | COM | 521865204 |
| — | NAVIOS MARITIME ACQ CORP | 1,150,000 | $1,121 | 0.0% | $1.02 | — | CORP | 63938MAD8 |
| — | TENET HEALTHCARE CORP | 1,000,000 | $1,118 | 0.0% | $1.12 | — | CORP | 88033GCE8 |
| — | NRG Yield Inc | 1,000,000 | $1,110 | 0.0% | $1.18 | — | CONV | 62942XAA6 |
| — | GYMBOREE CORP | 1,650,000 | $1,094 | 0.0% | $0.66 | — | TERM | 40377UAC8 |
| LAMR | Lamar Advertising Co | 20,000 | $1,073 | 0.0% | $53.65 | — | COM | 512816109 |
| — | VECTOR GROUP LTD | 1,000,000 | $1,053 | 0.0% | $1.07 | — | CORP | 92240MBB3 |
| — | HEALTHSOUTH CORP | 1,000,000 | $1,045 | 0.0% | $1.08 | — | CORP | 421924BG5 |
| — | Synovus Financial Corp | 38,406 | $1,040 | 0.0% | $26.78 | — | COM | 87161C501 |
| — | FIRST CASH FINANCIAL SER | 1,000,000 | $1,040 | 0.0% | $1.05 | — | CORP | 31942DAB3 |
| — | OMNICARE INC | 1,000,000 | $1,025 | 0.0% | $1.02 | — | CORP | 681904AT5 |
| — | TELESAT CANADA/TELESAT L | 1,000,000 | $1,020 | 0.0% | $1.02 | — | CORP | 87952VAJ5 |
| — | JLL/DELTA DUTCH NEWCO BV | 1,000,000 | $1,015 | 0.0% | $1.03 | — | CORP | 46590GAA1 |
| — | OMNICARE INC | 1,000,000 | $1,013 | 0.0% | $1.01 | — | CORP | 681904AS7 |
| — | MICRON TECHNOLOGY INC | 1,000,000 | $1,010 | 0.0% | $0.99 | — | CORP | 595112BB8 |
| — | IGI Laboratories Inc | 1,000,000 | $1,006 | 0.0% | $1.01 | — | CONV | 449575AA7 |
| — | BREITBURN ENER/BREIT FIN | 1,300,000 | $1,004 | 0.0% | $1.02 | — | CORP | 106777AD7 |
| — | KISSNER MILLING CO LTD | 1,000,000 | $1,000 | 0.0% | $1.03 | — | CORP | 49835DAA7 |
| — | OMEGA HLTHCARE INVESTORS | 930,000 | $988 | 0.0% | $1.03 | — | CORP | 681936AZ3 |
| — | ELETSON HOLDINGS | 1,000,000 | $980 | 0.0% | $1.03 | — | CORP | 28620QAA1 |
| — | HIG BBC INTERMED/HOLDING | 1,000,000 | $970 | 0.0% | $1.03 | — | CORP | 40421XAA2 |
| — | COMPASS MINERALS INTERNA | 1,000,000 | $970 | 0.0% | $0.99 | — | CORP | 20451NAE1 |
| — | Hospitality Properties Trust | 30,300 | $939 | 0.0% | $28.32 | — | COM | 44106M102 |
| — | Hawaiian Telcom Holdco Inc | 33,763 | $931 | 0.0% | $27.57 | — | COM | 420031106 |
| — | FIRST QUANTUM MINERALS L | 1,005,000 | $910 | 0.0% | $1.01 | — | CORP | 335934AD7 |
| — | FIRST QUANTUM MINERALS L | 1,005,000 | $905 | 0.0% | $1.02 | — | CORP | 335934AF2 |
| — | NAVIOS MARITIME HLDS/FIN | 1,000,000 | $880 | 0.0% | $0.95 | — | CORP | 639365AF2 |
| — | MGM Holdings Inc | 10,781 | $809 | 0.0% | $77.24 | — | COM | 55303C101 |
| — | SandRidge Energy Inc | 18,359 | $782 | 0.0% | $0.11 | — | CNV PFD | 80007P604 |
| BMRN | BioMarin Pharmaceutical Inc | 8,600 | $777 | 0.0% | $60.41 | +37.7% | COM | 09061G101 |
| — | SanDisk Corp | 7,850 | $769 | 0.0% | $97.96 | — | COM | 80004C101 |
| — | DUPONT FABROS TECH LP | 750,000 | $764 | 0.0% | $1.03 | — | CORP | 26613TAE0 |
| — | NAVIOS SA LOGIST/FIN US | 750,000 | $743 | 0.0% | $1.02 | — | CORP | 63938NAE4 |
| — | EMC Corp/MA | 24,175 | $719 | 0.0% | $29.74 | — | COM | 268648102 |
| — | CONSOL ENERGY INC | 750,000 | $698 | 0.0% | $1.01 | — | CORP | 20854PAJ8 |
| — | TESORO LOGISTICS LP/CORP | 700,000 | $698 | 0.0% | $1.00 | — | CORP | 88160QAD5 |
| SPY | SPDR S&P 500 ETF Trust | 2,400 | $660 | 0.0% | — | — | Put | 78462F103 |
| CLH | Clean Harbors Inc | 13,641 | $655 | 0.0% | $48.74 | 0.0% | COM | 184496107 |
| — | LIVE NATION ENTERTAINMEN | 550,000 | $580 | 0.0% | $1.05 | — | CORP | 538034AF6 |
| — | Ctrip.com International Ltd | 814 | $547 | 0.0% | $45.40 | — | Put | 22943F100 |
| — | IHEARTCOMMUNICATIONS INC | 500,000 | $515 | 0.0% | $1.03 | — | CORP | 184502BN1 |
| — | CEMEX SAB DE CV | 500,000 | $514 | 0.0% | $1.05 | — | CORP | 151290BL6 |
| — | GREYSTAR REAL ESTATE PAR | 500,000 | $509 | 0.0% | $1.02 | — | CORP | 39807UAA4 |
| — | KLX INC | 500,000 | $505 | 0.0% | $1.01 | — | CORP | 482539AA1 |
| — | LIN TELEVISION CORP | 500,000 | $495 | 0.0% | $0.99 | — | CORP | 58441LAA6 |
| — | DISH Network Corp | 6,709 | $489 | 0.0% | $58.10 | — | COM | 25470M109 |
| — | GLOBAL PART/GLP FINANCE | 500,000 | $485 | 0.0% | $1.01 | — | CORP | 37954FAA2 |
| — | Vishay Intertechnology Inc | 511,000 | $464 | 0.0% | $0.91 | — | CONV | 928298AJ7 |
| — | Vector Group Ltd | 427,000 | $455 | 0.0% | $1.04 | — | CONV | 92240MBC1 |
| — | NextEra Energy Inc | 6,387 | $444 | 0.0% | $0.06 | — | CNV PFD | 65339F705 |
| — | Medicines Co/The | 15,000 | $415 | 0.0% | $27.67 | — | COM | 584688105 |
| M | Macy's Inc | 6,104 | $401 | 0.0% | $60.49 | 0.0% | COM | 55616P104 |
| — | Ares Capital Corp | 371,000 | $384 | 0.0% | $1.06 | — | CONV | 04010LAG8 |
| — | HUGHES SATELITE SYSTEMS | 300,000 | $322 | 0.0% | $1.06 | — | CORP | 444454AB8 |
| — | Encore Capital Group Inc | 263,000 | $299 | 0.0% | $1.14 | — | CONV | 292554AF9 |
| — | New York Community Bancorp Inc | 5,946 | $296 | 0.0% | $0.05 | — | CNV PFD | 64944P307 |
| — | Crown Castle International Cor | 2,860 | $293 | 0.0% | $102.45 | — | CNV PFD | 22822V200 |
| GM | General Motors Co | 7,000 | $244 | 0.0% | $28.17 | -13.0% | COM | 37045V100 |
| — | UNIT CORP | 250,000 | $224 | 0.0% | $1.02 | — | CORP | 909218AB5 |
| C | Citigroup Inc | 4,086 | $221 | 0.0% | $35.41 | +11.7% | COM | 172967424 |
| GM | General Motors Co | 2,114 | $210 | 0.0% | $28.17 | -13.0% | Call | 37045V100 |
| — | PRECISION DRILLING CORP | 250,000 | $205 | 0.0% | $0.98 | — | CORP | 74022DAH3 |
| AAL | American Airlines Group Inc | 833 | $194 | 0.0% | $40.79 | 0.0% | Call | 02376R102 |
| — | Cobalt International Energy In | 18,757 | $167 | 0.0% | $8.90 | — | COM | 19075F106 |
| — | Ctrip.com International Ltd | 3,480 | $158 | 0.0% | $45.40 | — | COM | 22943F100 |
| BMRN | BioMarin Pharmaceutical Inc | 1,399 | $146 | 0.0% | $60.41 | +37.7% | Call | 09061G101 |
| — | VOLCANO CORP | 141,000 | $140 | 0.0% | $0.93 | — | CONV | 928645AB6 |
| DAL | Delta Air Lines Inc | 912 | $139 | 0.0% | $33.36 | +10.4% | Call | 247361702 |
| — | Twitter Inc | 600 | $136 | 0.0% | — | — | Put | 90184L102 |
| JPM | JPMorgan Chase & Co | 1,000 | $120 | 0.0% | — | — | Call | 46625H100 |
| — | TIBCO SOFTWARE INC | 101,000 | $101 | 0.0% | $0.99 | — | CONV | 88632QAB9 |
| TOL | Toll Brothers Inc | 684 | $94 | 0.0% | $34.20 | -4.6% | Call | 889478103 |
| — | Walter Energy Inc | 992 | $87 | 0.0% | — | — | Put | 93317Q105 |
| — | Take-Two Interactive Software | 58,000 | $79 | 0.0% | $1.05 | — | CONV | 874054AD1 |
| — | Market Vectors Russia ETF | 1,200 | $75 | 0.0% | — | — | Put | 57060U506 |
| BAC | Bank of America Corp | 1,368 | $67 | 0.0% | — | — | Call | 060505104 |
| — | Goodrich Petroleum Corp | 114,000 | $63 | 0.0% | $1.07 | — | CONV | 382410AG3 |
| AMD | Advanced Micro Devices Inc | 12,000 | $63 | 0.0% | — | — | Put | 007903107 |
| — | EMC Corp/MA | 2,000 | $61 | 0.0% | $29.74 | — | Call | 268648102 |
| — | Synovus Financial Corp | 914 | $48 | 0.0% | $26.78 | — | Call | 87161C501 |
| AKAM | Akamai Technologies Inc | 912 | $47 | 0.0% | — | — | Call | 00971T101 |
| INCY | Incyte Corp | 685 | $41 | 0.0% | — | — | Call | 45337C102 |
| INTC | Intel Corp | 1,050 | $34 | 0.0% | $23.78 | +12.0% | Put | 458140100 |
| — | Citrix Systems Inc | 374 | $31 | 0.0% | $71.53 | — | Call | 177376100 |
| ON | ON Semiconductor Corp | 250 | $31 | 0.0% | — | — | Call | 682189105 |
| CX | Cemex SAB de CV | 2,000 | $27 | 0.0% | — | — | Put | 151290889 |
| — | CHIQUITA BRANDS INTL | 26,000 | $26 | 0.0% | $1.01 | — | CONV | 170032AT3 |
| — | Oasis Petroleum Inc | 125 | $25 | 0.0% | — | — | Call | 674215108 |
| — | Penn Virginia Corp | 1,440 | $25 | 0.0% | — | — | Put | 707882106 |
| — | Sprint Corp | 3,914 | $22 | 0.0% | — | — | Put | 85207U105 |
| — | Cobalt International Energy In | 36,000 | $21 | 0.0% | $1.02 | — | CONV | 19075FAA4 |
| GILD | Gilead Sciences Inc | 178 | $19 | 0.0% | $71.85 | 0.0% | Put | 375558103 |
| — | Cliffs Natural Resources Inc | 1,000 | $18 | 0.0% | — | — | Put | 18683K101 |
| — | Qihoo 360 Technology Co Ltd | 300 | $18 | 0.0% | — | — | Put | 74734M109 |
| — | United States Steel Corp | 1,000 | $18 | 0.0% | — | — | Call | 912909108 |
| — | Theravance Inc | 1,000 | $15 | 0.0% | — | — | Put | 88338T104 |
| — | Goodrich Petroleum Corp | 2,741 | $14 | 0.0% | — | — | Put | 382410405 |
| — | Yandex NV | 750 | $13 | 0.0% | — | — | Put | 063251003 |
| — | American Realty Capital Proper | 750 | $13 | 0.0% | — | — | Put | 02917T104 |
| — | Seventy Seven Energy Inc | 500 | $13 | 0.0% | — | — | Call | 818097107 |
| BMY | Bristol-Myers Squibb Co | 731 | $10 | 0.0% | — | — | Call | 110122108 |
| — | Agenus Inc | 1,000 | $10 | 0.0% | — | — | Call | 00847G705 |
| C | Citigroup Inc | 663 | $9 | 0.0% | $35.41 | +11.7% | Call | 172967424 |
| — | CenturyLink Inc | 66 | $9 | 0.0% | — | — | Put | 156700106 |
| — | Windstream Holdings Inc | 136 | $8 | 0.0% | — | — | Put | 97382A101 |
| — | Stillwater Mining Co | 827 | $8 | 0.0% | — | — | Put | 86074Q102 |
| — | ShengdaTech Inc | 2,975,000 | $6 | 0.0% | $0.01 | — | CONV | 823213AD5 |
| — | Frontier Communications Corp | 235 | $5 | 0.0% | — | — | Put | 35906A108 |
| BMRN | BioMarin Pharmaceutical Inc | 172 | $5 | 0.0% | $60.41 | +37.7% | Put | 09061G101 |
| — | United States Oil Fund LP | 1,825 | $4 | 0.0% | — | — | Call | 91232N108 |
| — | Exelixis Inc | 7,000 | $4 | 0.0% | $0.89 | — | CONV | 30161QAC8 |
| — | Cubist Pharmaceuticals Inc | 167 | $1 | 0.0% | $66.55 | — | Put | 229678107 |
| — | MTR GAMING GROUP INC | 30 | $0 | 0.0% | — | — | CORP | 553769AL4 |
| — | Red Hat Inc | 300 | $0 | 0.0% | $67.96 | — | Put | 756577102 |