Location: New York, NY
CIK: 0001097278 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 13, 2015
Total Value: $6.919B (11.3% shares, 88.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | YAHOO INC | 127,850,000 | $138M | 2.0% | $1.11 | — | CONV | 984332AF3 |
| — | WELLS FARGO & COMPANY | 105,397 | $129M | 1.9% | $738.65 | — | CNV PFD | 949746804 |
| — | TWITTER INC | 111,671,000 | $110M | 1.6% | $0.92 | — | CONV | 90184LAA0 |
| — | AKAMAI TECHNOLOGIES INC | 91,500,000 | $98.64M | 1.4% | $1.08 | — | CONV | 00971TAG6 |
| — | RED HAT INC | 76,573,000 | $95.06M | 1.4% | $1.18 | — | CONV | 756577AC6 |
| — | CITRIX SYSTEMS INC | 87,239,000 | $92.11M | 1.3% | $1.06 | — | CONV | 177376AD2 |
| — | WHITING PETROLEUM CORP | 87,200,000 | $92.07M | 1.3% | $1.06 | — | CONV | 966387AK8 |
| — | SUNEDISON INC | 80,899,000 | $86.59M | 1.3% | $1.03 | — | CONV | 86732YAE9 |
| — | CTRIP.COM INTER LTD. | 82,128,000 | $85.94M | 1.2% | $1.02 | — | CONV | 22943FAD2 |
| — | CENTERPOINT ENERGY INC | 1,293,772,000 | $84.44M | 1.2% | $0.07 | — | CONV | 15189T206 |
| — | PRICELINE GROUP INC/THE | 61,310,000 | $82.33M | 1.2% | $1.22 | — | CONV | 741503AQ9 |
| — | COLONY CAPITAL INC | 71,045,000 | $76.79M | 1.1% | $1.02 | — | CONV | 19624RAB2 |
| — | INTEL CORP | 59,629,000 | $74.46M | 1.1% | $1.20 | — | CONV | 458140AD2 |
| — | LIBERTY MEDIA CORP | 68,542,000 | $69.03M | 1.0% | $0.99 | — | CONV | 531229AB8 |
| — | FOREST CITY ENTERPRISES | 53,783,000 | $67.72M | 1.0% | $1.12 | — | CONV | 345550AP2 |
| — | CIENA CORP | 67,282,000 | $67.17M | 1.0% | $1.00 | — | CONV | 171779AE1 |
| — | WRIGHT MEDICAL GROUP INC | 58,650,000 | $61.75M | 0.9% | $1.05 | — | CONV | 98235TAD9 |
| — | JARDEN CORP | 51,041,000 | $60.75M | 0.9% | $1.19 | — | CONV | 471109AM0 |
| — | BIOMARIN PHARMACEUTICAL | 40,940,000 | $60.37M | 0.9% | $1.06 | — | CONV | 09061GAE1 |
| — | JEFFERIES GROUP LLC | 58,692,000 | $59.79M | 0.9% | $1.06 | — | CONV | 472319AG7 |
| — | GILEAD SCIENCES INC | 13,789,000 | $59.38M | 0.9% | $2.51 | — | CONV | 375558AP8 |
| — | PRICELINE GROUP INC/THE | 61,469,000 | $59.29M | 0.9% | $0.96 | — | CONV | 741503AT3 |
| — | CLEARWIRE COMM/FINANCE | 54,267,000 | $59.2M | 0.9% | $1.11 | — | CONV | 18538TAG4 |
| — | ANTHEM INC | 28,275,000 | $58.38M | 0.8% | $1.36 | — | CONV | 94973VBG1 |
| — | MICROCHIP TECHNOLOGY INC | 56,029,000 | $58.06M | 0.8% | $1.04 | — | CONV | 595017AC8 |
| — | ICONIX BRAND GROUP INC | 49,796,000 | $57.97M | 0.8% | $1.17 | — | CONV | 451055AE7 |
| — | ILLUMINA INC | 51,949,000 | $57.62M | 0.8% | $1.07 | — | CONV | 452327AE9 |
| — | NEWMONT MINING CORP | 56,108,000 | $57.49M | 0.8% | $1.08 | — | CONV | 651639AJ5 |
| — | AMG CAPITAL TRUST II | 922,351 | $57.22M | 0.8% | $26.71 | — | CNV PFD | 00170F209 |
| — | LAM RESEARCH CORP | 47,407,000 | $56.79M | 0.8% | $1.29 | — | CONV | 512807AJ7 |
| — | MICRON TECHNOLOGY INC | 51,096,000 | $56.63M | 0.8% | $1.02 | — | CONV | 595112AY9 |
| — | BANK OF AMERICA CORP | 48,419 | $56.02M | 0.8% | $139.11 | — | CNV PFD | 060505682 |
| — | ROYAL GOLD INC | 52,054,000 | $53.62M | 0.8% | $0.93 | — | CONV | 780287AA6 |
| — | HOLOGIC INC | 42,876,000 | $53.17M | 0.8% | $1.05 | — | CONV | 436440AC5 |
| — | OMNICARE INC | 43,683,000 | $51.36M | 0.7% | $1.15 | — | CONV | 681904AR9 |
| — | PRICELINE GROUP INC/THE | 44,251,000 | $50.6M | 0.7% | $1.13 | — | CONV | 741503AS5 |
| — | ARES CAPITAL CORP | 48,508,000 | $50.53M | 0.7% | $1.03 | — | CONV | 04010LAM5 |
| — | ALEXANDRIA REAL ESTATE E | 1,701,073 | $50.18M | 0.7% | $6.40 | — | CNV PFD | 015271505 |
| — | EURONET WORLDWIDE INC | 44,371,000 | $47.92M | 0.7% | $1.04 | — | CONV | 298736AG4 |
| — | STARWOOD PROPERTY TRUST | 42,950,000 | $47.22M | 0.7% | $1.04 | — | CONV | 85571BAA3 |
| — | FOREST CITY ENTERPRISES | 38,726,000 | $45.27M | 0.7% | $1.05 | — | CONV | 345550AR8 |
| — | LINKEDIN CORP | 41,262,000 | $45.25M | 0.7% | $1.05 | — | CONV | 53578AAA6 |
| — | BIOMARIN PHARMACEUTICAL | 29,503,000 | $44.55M | 0.6% | $1.08 | — | CONV | 09061GAF8 |
| — | OMNICARE INC | 36,208,000 | $44.22M | 0.6% | $1.03 | — | CONV | 681904AQ1 |
| — | TYSON FOODS INC | 909,209 | $44.08M | 0.6% | $49.81 | — | CNV PFD | 902494301 |
| — | LIBERTY INTERACTIVE LLC | 44,773,000 | $44.08M | 0.6% | $1.03 | — | CONV | 530610AB0 |
| — | CORNERSTONE ONDEMAND INC | 45,117,000 | $43.89M | 0.6% | $1.03 | — | CONV | 21925YAB9 |
| — | INTEL CORP | 27,723,000 | $43.81M | 0.6% | $1.29 | — | CONV | 458140AF7 |
| — | JDS UNIPHASE CORP | 42,027,000 | $43.53M | 0.6% | $1.03 | — | CONV | 46612JAF8 |
| — | HEALTHSOUTH CORP | 34,906,000 | $42.98M | 0.6% | $1.08 | — | CONV | 421924BL4 |
| — | SANDISK CORP | 42,659,000 | $42.88M | 0.6% | $1.11 | — | CONV | 80004CAF8 |
| — | WEBMD HEALTH CORP | 40,319,000 | $42.8M | 0.6% | $1.01 | — | CONV | 94770VAK8 |
| — | CHESAPEAKE ENERGY CORP | 47,712 | $41.82M | 0.6% | $994.11 | — | CNV PFD | 165167750 |
| — | TOLL BROS FINANCE CORP | 39,436,000 | $41.71M | 0.6% | $1.07 | — | CONV | 88947EAM2 |
| — | FIDELITY NATL FINANCIAL | 20,464,000 | $41.25M | 0.6% | $1.54 | — | CONV | 31620RAE5 |
| — | AIR LEASE CORP | 28,454,000 | $41.18M | 0.6% | $1.30 | — | CONV | 00912XAK0 |
| — | TWITTER INC | 41,770,000 | $41.08M | 0.6% | $0.94 | — | CONV | 90184LAC6 |
| — | LIVE NATION ENTERTAINMEN | 38,913,000 | $40.94M | 0.6% | $1.05 | — | CONV | 538034AH2 |
| — | CHESAPEAKE ENERGY CORP | 45,969 | $40.59M | 0.6% | $873.49 | — | CNV PFD | 165167768 |
| — | HOLOGIC INC | 34,408,000 | $40.36M | 0.6% | $1.06 | — | CONV | 436440AG6 |
| — | RTI INTERNATIONAL METALS | 34,904,000 | $40.11M | 0.6% | $1.01 | — | CONV | 74973WAB3 |
| — | KEYCORP | 302,462 | $39.6M | 0.6% | $11.86 | — | CNV PFD | 493267405 |
| — | JAZZ INVESTMENTS I LTD | 33,207,000 | $38.8M | 0.6% | $1.13 | — | CONV | 472145AA9 |
| — | STARWOOD PROPERTY TRUST | 32,194,000 | $36.99M | 0.5% | $1.07 | — | CONV | 85571BAB1 |
| — | ALLSCRIPTS HEALTHCARE SO | 36,821,000 | $36.16M | 0.5% | $1.01 | — | CONV | 01988PAD0 |
| — | ILLUMINA INC | 30,901,000 | $35.83M | 0.5% | $1.08 | — | CONV | 452327AG4 |
| — | B2GOLD CORP | 40,770,000 | $35.64M | 0.5% | $0.95 | — | CONV | 11777QAB6 |
| — | NVIDIA CORP | 30,154,000 | $35.54M | 0.5% | $1.15 | — | CONV | 67066GAC8 |
| — | ON SEMICONDUCTOR CORP | 27,382,000 | $35.23M | 0.5% | $1.15 | — | CONV | 682189AH8 |
| — | LIBERTY INTERACTIVE LLC | 63,427,000 | $35.05M | 0.5% | $0.52 | — | CONV | 530715AN1 |
| — | MOLINA HEALTHCARE INC | 26,825,000 | $34.61M | 0.5% | $1.13 | — | CONV | 60855RAD2 |
| — | UNITED TECHNOLOGIES CORP | 559,842 | $34.45M | 0.5% | $15.02 | — | CNV PFD | 913017117 |
| — | NATIONAL HEALTH INVESTOR | 32,378,000 | $34.28M | 0.5% | $1.00 | — | CONV | 63633DAE4 |
| — | MACQUARIE INFRASTRUCTURE | 28,225,000 | $33.58M | 0.5% | $1.12 | — | CONV | 55608BAA3 |
| — | SALESFORCE.COM INC | 27,890,000 | $33.35M | 0.5% | $1.14 | — | CONV | 79466LAD6 |
| — | MOLINA HEALTHCARE INC | 25,780,000 | $33.34M | 0.5% | $1.03 | — | CONV | 60855RAE0 |
| — | SINA CORP | 36,201,000 | $32.83M | 0.5% | $0.92 | — | CONV | 82922RAD5 |
| — | MEDIDATA SOLUTIONS INC | 28,757,000 | $32.46M | 0.5% | $1.10 | — | CONV | 58471AAB1 |
| — | MGM RESORTS INTL | 27,682,000 | $31.39M | 0.5% | $1.21 | — | CONV | 55303QAE0 |
| — | VERINT SYSTEMS INC | 26,757,000 | $31.23M | 0.5% | $1.10 | — | CONV | 92343XAA8 |
| — | HELIX ENERGY SOLUTIONS | 30,455,000 | $30.36M | 0.4% | $1.09 | — | CONV | 42330PAG2 |
| — | RYLAND GROUP | 31,322,000 | $30.33M | 0.4% | $0.92 | — | CONV | 783764AS2 |
| — | RADIAN GROUP INC | 18,771,000 | $30.09M | 0.4% | $1.40 | — | CONV | 750236AN1 |
| — | CEMEX SAB DE CV | 27,843,000 | $29.66M | 0.4% | $1.07 | — | CONV | 151290BQ5 |
| — | SERVICENOW INC | 24,214,000 | $29.64M | 0.4% | $1.15 | — | CONV | 81762PAB8 |
| — | FINISAR CORP | 28,824,000 | $29.59M | 0.4% | $0.97 | — | CONV | 31787AAM3 |
| — | PROOFPOINT INC | 18,354,000 | $29.31M | 0.4% | $1.38 | — | CONV | 743424AB9 |
| — | ISIS PHARMACEUTICALS INC | 24,937,000 | $29.04M | 0.4% | $1.13 | — | CONV | 464337AH7 |
| — | NETSUITE INC | 27,151,000 | $28.26M | 0.4% | $1.04 | — | CONV | 64118QAB3 |
| — | HOST HOTELS & RESORTS LP | 17,748,000 | $27.96M | 0.4% | $1.38 | — | CONV | 44107TAG1 |
| — | LIBERTY INTERACTIVE LLC | 19,833,000 | $27.84M | 0.4% | $1.30 | — | CONV | 530610AC8 |
| — | BROCADE COMMUNICATIONS | 25,735,000 | $27.11M | 0.4% | $1.05 | — | CONV | 111621AP3 |
| — | WEBMD HEALTH CORP | 26,543,000 | $26.91M | 0.4% | $0.94 | — | CONV | 94770VAF9 |
| — | MEDICINES COMPANY | 22,078,000 | $26.29M | 0.4% | $1.30 | — | CONV | 584688AC9 |
| — | FLUIDIGM CORP | 24,549,000 | $26.24M | 0.4% | $1.10 | — | CONV | 34385PAA6 |
| — | COLONY CAPITAL INC | 22,427,000 | $25.44M | 0.4% | $1.06 | — | CONV | 19624RAA4 |
| — | STONE ENERGY CORP | 28,074,000 | $25.4M | 0.4% | $0.98 | — | CONV | 861642AN6 |
| — | THERAVANCE INC | 29,453,000 | $25.17M | 0.4% | $1.33 | — | CONV | 88338TAB0 |
| — | CHART INDUSTRIES INC | 25,950,000 | $25.01M | 0.4% | $1.18 | — | CONV | 16115QAC4 |
| — | JARDEN CORP | 17,032,000 | $24.3M | 0.4% | $1.20 | — | CONV | 471109AL2 |
| — | PRA GROUP INC | 21,765,000 | $23.41M | 0.3% | $1.09 | — | CONV | 73640QAB1 |
| — | PDL BIOPHARMA INC | 24,410,000 | $23.41M | 0.3% | $1.06 | — | CONV | 69329YAF1 |
| — | BROADSOFT INC | 21,847,000 | $23.28M | 0.3% | $1.03 | — | CONV | 11133BAB8 |
| — | XILINX INC | 15,494,000 | $22.95M | 0.3% | $1.49 | — | CONV | 983919AF8 |
| — | OMNICARE INC | 20,500,000 | $22.45M | 0.3% | $1.05 | — | CONV | 681904AL2 |
| — | TEVA PHARM FIN CO LLC | 15,002,000 | $22.28M | 0.3% | $1.39 | — | CONV | 88163VAE9 |
| — | HORNBECK OFFSHORE SERV | 27,682,000 | $22.25M | 0.3% | $1.19 | — | CONV | 440543AN6 |
| — | WEB.COM GROUP INC | 23,879,000 | $22.01M | 0.3% | $0.92 | — | CONV | 94733AAA2 |
| — | SEACOR HOLDINGS INC | 25,240,000 | $21.98M | 0.3% | $0.93 | — | CONV | 81170YAB5 |
| — | BROOKDALE SENIOR LIVING | 15,698,000 | $21.87M | 0.3% | $1.19 | — | CONV | 112463AA2 |
| — | INSULET CORPORATION | 21,485,000 | $21.7M | 0.3% | $1.03 | — | CONV | 45784PAD3 |
| — | CIENA CORP | 16,984,000 | $21.61M | 0.3% | $1.35 | — | CONV | 171779AK7 |
| — | OLD REPUBLIC INTL CORP | 17,835,000 | $21.22M | 0.3% | $1.15 | — | CONV | 680223AH7 |
| — | AMERICAN TOWER CORP | 212,390 | $21.07M | 0.3% | $99.23 | — | CNV PFD | 03027X407 |
| — | LIGAND PHARMACEUTICALS I | 17,107,000 | $20.74M | 0.3% | $0.97 | — | CONV | 53220KAC2 |
| — | MERITOR INC | 19,731,000 | $20.6M | 0.3% | $0.95 | — | CONV | 043353AH4 |
| — | AMERICAN REALTY CAP PROP | 21,007,000 | $20.5M | 0.3% | $0.96 | — | CONV | 02917TAA2 |
| — | ARES CAPITAL CORP | 19,246,000 | $20.13M | 0.3% | $1.06 | — | CONV | 04010LAJ2 |
| — | ASHLAND INC | 19,513,000 | $19.9M | 0.3% | $0.97 | — | CORP | 044209AF1 |
| — | LAM RESEARCH CORP | 15,251,000 | $19.81M | 0.3% | $1.37 | — | CONV | 512807AL2 |
| — | NEWPARK RESOURCES INC | 17,499,000 | $19.53M | 0.3% | $1.24 | — | CONV | 651718AC2 |
| — | SYNCHRONOSS TECHNOLOGIES | 16,515,000 | $19.2M | 0.3% | $1.10 | — | CONV | 87157BAA1 |
| — | SPECTRANETICS CORP | 14,750,000 | $19.07M | 0.3% | $1.23 | — | CONV | 84760CAA5 |
| — | SOUTHWESTERN ENERGY CO | 377,000 | $19M | 0.3% | $50.39 | — | CNV PFD | 845467208 |
| — | STANLEY BLACK & DECKER I | 159,384 | $18.69M | 0.3% | $104.11 | — | CNV PFD | 854502804 |
| — | ALCOA INC | 423,825 | $18.58M | 0.3% | $49.92 | — | CNV PFD | 013817309 |
| — | NUANCE COMMUNICATIONS | 18,559,000 | $18.45M | 0.3% | $1.00 | — | CONV | 67020YAF7 |
| — | AMERICAN TOWER CORP | 177,134 | $18.28M | 0.3% | $107.89 | — | CNV PFD | 03027X308 |
| — | DDR CORP | 14,420,000 | $18.18M | 0.3% | $1.16 | — | CONV | 251591AX1 |
| — | STANDARD PACIFIC CORP | 14,650,000 | $18.13M | 0.3% | $1.13 | — | CONV | 85375CBC4 |
| — | DOMINION RESOURCES INC | 373,165 | $18.06M | 0.3% | $50.74 | — | CNV PFD | 25746U869 |
| — | PROS HOLDINGS INC | 17,211,000 | $17.76M | 0.3% | $1.03 | — | CONV | 74346YAA1 |
| — | QIHOO 360 TECH CO LTD | 22,400,000 | $17.42M | 0.3% | $0.91 | — | CONV | 74734MAD1 |
| — | SEACOR HOLDINGS INC | 16,883,000 | $17.37M | 0.3% | $1.13 | — | CONV | 811904AM3 |
| — | ISTAR FINANCIAL INC | 14,394,000 | $17.15M | 0.2% | $1.26 | — | CONV | 45031UBR1 |
| — | MYLAN INC | 3,855,000 | $17.14M | 0.2% | $2.89 | — | CONV | 628530AJ6 |
| — | TRINITY INDUSTRIES INC | 10,929,000 | $17.09M | 0.2% | $1.28 | — | CONV | 896522AF6 |
| — | VISHAY INTERTECHNOLOGY | 15,659,000 | $16.83M | 0.2% | $1.08 | — | CONV | 928298AG3 |
| — | STANLEY BLACK & DECKER I | 124,569 | $16.72M | 0.2% | $18.90 | — | CNV PFD | 854502309 |
| — | GOGO INC | 16,625,000 | $16.37M | 0.2% | $0.98 | — | CONV | 38046CAA7 |
| — | QIHOO 360 TECH CO LTD | 19,124,000 | $16.2M | 0.2% | $0.92 | — | CONV | 74734MAC3 |
| — | BOTTOMLINE TECHNOLOGIES | 14,607,000 | $16.15M | 0.2% | $1.09 | — | CONV | 101388AA4 |
| — | REDWOOD TRUST INC | 15,961,000 | $15.79M | 0.2% | $1.00 | — | CONV | 758075AB1 |
| — | OREXIGEN THERAPEUTICS IN | 13,284,000 | $15.3M | 0.2% | $1.01 | — | CONV | 686164AB0 |
| — | STARWOOD WAYPOINT RESDTL | 14,251,000 | $14.74M | 0.2% | $1.04 | — | CONV | 85571WAC3 |
| — | NAVISTAR INTL CORP | 16,240,000 | $14.73M | 0.2% | $0.91 | — | CONV | 63934EAS7 |
| — | INCYTE CORP LTD | 7,946,000 | $14.73M | 0.2% | $1.54 | — | CONV | 45337CAN2 |
| — | SYNOVUS FINANCIAL CORP | 12,928,000 | $14.54M | 0.2% | $1.13 | — | CORP | 87161CAJ4 |
| — | RYLAND GROUP | 9,083,000 | $14.4M | 0.2% | $1.45 | — | CONV | 783764AQ6 |
| — | ACCURAY INC | 12,549,000 | $14.09M | 0.2% | $1.10 | — | CONV | 004397AB1 |
| — | ANNALY CAPITAL MGMT | 14,044,000 | $14.08M | 0.2% | $1.02 | — | CONV | 035710AB8 |
| — | ENCORE CAPITAL GROUP INC | 14,513,000 | $13.77M | 0.2% | $0.95 | — | CONV | 292554AH5 |
| — | PENNYMAC CORP | 13,995,000 | $13.46M | 0.2% | $0.98 | — | CONV | 70932AAB9 |
| — | MERITOR INC | 8,881,000 | $13.3M | 0.2% | $1.50 | — | CONV | 59001KAC4 |
| — | ARRAY BIO INC | 10,499,000 | $13.19M | 0.2% | $1.12 | — | CONV | 04269XAA3 |
| — | HURON CONSULTING GROUP I | 11,914,000 | $13.17M | 0.2% | $1.03 | — | CONV | 447462AA0 |
| — | TESLA MOTORS INC | 15,000,000 | $13.17M | 0.2% | $0.93 | — | CONV | 88160RAB7 |
| — | SCIENTIFIC GAMES INTERNA | 13,850,000 | $13.02M | 0.2% | $0.94 | — | CORP | 80874YAT7 |
| — | HOMEAWAY INC | 13,508,000 | $12.86M | 0.2% | $0.95 | — | CONV | 43739QAB6 |
| — | WALTER INVESTMENT MGMT | 15,850,000 | $12.61M | 0.2% | $0.80 | — | CONV | 93317WAA0 |
| — | NUVASIVE INC | 10,009,000 | $12.53M | 0.2% | $1.28 | — | CONV | 670704AC9 |
| — | GREENBRIER COS INC | 8,077,000 | $12.36M | 0.2% | $1.53 | — | CONV | 393657AH4 |
| — | MEDICINES COMPANY | 11,425,000 | $12.26M | 0.2% | $1.07 | — | CONV | 584688AD7 |
| — | EXTRA SPACE STORAGE LP | 9,752,000 | $12.04M | 0.2% | $0.99 | — | CONV | 30225VAC1 |
| — | GRIFFON CORPORATION | 8,985,000 | $11.66M | 0.2% | $1.14 | — | CONV | 398433AD4 |
| — | UTI WORLDWIDE INC | 10,182,000 | $11.37M | 0.2% | $1.12 | — | CONV | 90349LAB0 |
| — | KINDRED HEALTHCARE INC | 9,500 | $11.29M | 0.2% | $948.65 | — | CNV PFD | 494580301 |
| — | CEPHEID INC | 10,027,000 | $11.17M | 0.2% | $1.10 | — | CONV | 15670RAC1 |
| — | HORIZON PHARMA INV LTD | 9,400,000 | $11.08M | 0.2% | $1.18 | — | CONV | 44052TAA9 |
| — | EMERGENT BIOSOLUTIONS | 9,421,000 | $10.97M | 0.2% | $1.13 | — | CONV | 29089QAB1 |
| — | CHESAPEAKE ENERGY CORP | 12,013,000 | $10.95M | 0.2% | $0.89 | — | CONV | 165167CB1 |
| — | HERBALIFE LTD | 13,008,000 | $10.82M | 0.2% | $0.74 | — | CONV | 42703MAB9 |
| — | EMULEX CORPORATION | 10,622,000 | $10.8M | 0.2% | $0.92 | — | CONV | 292475AF7 |
| — | PENN VIRGINIA CORP | 172,300 | $10.5M | 0.2% | $89.75 | — | CNV PFD | 707882403 |
| — | SPIRIT REALTY CAPITAL IN | 10,304,000 | $10.34M | 0.1% | $0.99 | — | CONV | 84860WAB8 |
| — | AMERICAN REALTY CAP PROP | 10,506,000 | $10.33M | 0.1% | $0.92 | — | CONV | 02917TAB0 |
| — | TENET HEALTHCARE CORP | 9,625,000 | $10.23M | 0.1% | $1.06 | — | CORP | 87243QAB2 |
| — | MOLINA HEALTHCARE INC | 6,049,000 | $10.19M | 0.1% | $1.13 | — | CONV | 60855RAC4 |
| — | RPM INTERNATIONAL INC | 8,515,000 | $10.02M | 0.1% | $1.13 | — | CONV | 749685AT0 |
| — | DOMINION RESOURCES INC | 177,095 | $9.946M | 0.1% | $0.09 | — | CNV PFD | 25746U703 |
| — | FIRST DATA CORPORATION | 8,500,810 | $9.872M | 0.1% | $1.17 | — | CORP | 319963BL7 |
| — | INTEGRA LIFESCIENCES HLD | 8,478,000 | $9.794M | 0.1% | $1.07 | — | CONV | 457985AK5 |
| — | CELANESE US HOLDINGS LLC | 9,000,000 | $9.765M | 0.1% | $1.08 | — | CORP | 15089QAC8 |
| — | CREDIT AGRICOLE SA | 9,000,000 | $9.56M | 0.1% | $1.04 | — | CORP | 225313AD7 |
| — | CHESAPEAKE ENERGY CORP | 11,000 | $9.559M | 0.1% | $2.15 | — | CNV PFD | 165167784 |
| — | ENDOLOGIX INC | 9,491,000 | $9.548M | 0.1% | $0.96 | — | CONV | 29266SAA4 |
| — | T-Mobile US Inc | 157,500 | $9.239M | 0.1% | $54.67 | — | CNV PFD | 872590203 |
| — | RWT HOLDINGS INC | 9,182,000 | $9.065M | 0.1% | $1.01 | — | CONV | 749772AA7 |
| — | TESLA MOTORS INC | 10,705,000 | $9.022M | 0.1% | $0.97 | — | CONV | 88160RAC5 |
| — | UNITED STATES STEEL CORP | 7,396,000 | $8.996M | 0.1% | $1.20 | — | CONV | 912909AH1 |
| — | NEXTERA ENERGY INC | 161,115 | $8.982M | 0.1% | $32.89 | — | CNV PFD | 65339F861 |
| — | GENERAL CABLE CORP | 11,125,000 | $8.868M | 0.1% | $1.00 | — | CONV | 369300AL2 |
| — | TELEFLEX INC | 4,359,000 | $8.567M | 0.1% | $1.45 | — | CONV | 879369AA4 |
| — | STILLWATER MINING COMPAN | 7,460,000 | $8.521M | 0.1% | $1.28 | — | CONV | 86074QAL6 |
| — | LGI HOMES INC | 8,067,000 | $8.317M | 0.1% | $0.97 | — | CONV | 50187TAA4 |
| — | STARZ LLC/STARZ FIN CORP | 8,000,000 | $8.26M | 0.1% | $1.01 | — | CORP | 85571NAB5 |
| — | PROSPECT MEDICAL HOLDING | 7,500,000 | $8.006M | 0.1% | $1.08 | — | CORP | 743494AC0 |
| — | J2 GLOBAL COMMUNICATIONS | 6,930,000 | $8M | 0.1% | $1.02 | — | CONV | 48123VAC6 |
| — | UPCB FINANCE III LTD | 7,250,000 | $7.585M | 0.1% | $1.05 | — | CORP | 903202AA7 |
| — | MEDIVATION INC | 2,997,000 | $7.52M | 0.1% | $1.32 | — | CONV | 58501NAA9 |
| — | SPIRIT REALTY CAPITAL IN | 7,500,000 | $7.493M | 0.1% | $1.00 | — | CONV | 84860WAA0 |
| — | SHIP FINANCE INTL LTD | 7,247,000 | $7.247M | 0.1% | $1.00 | — | CONV | EJ5320514 |
| — | EXELON CORP | 145,400 | $7.181M | 0.1% | $51.84 | — | CNV PFD | 30161N127 |
| — | NOVELLUS SYSTEMS INC | 3,456,000 | $7.082M | 0.1% | $1.55 | — | CONV | 670008AD3 |
| — | ALLY FINANCIAL INC | 5,740,000 | $6.859M | 0.1% | $1.18 | — | CORP | 02005NAE0 |
| — | DEPOMED INC | 5,153,000 | $6.807M | 0.1% | $1.05 | — | CONV | 249908AA2 |
| — | CIT GROUP INC | 6,500,000 | $6.776M | 0.1% | $1.06 | — | CORP | 125581GH5 |
| — | NEXTERA ENERGY INC | 102,009 | $6.675M | 0.1% | $32.31 | — | CNV PFD | 65339F887 |
| — | ICONIX BRAND GROUP INC | 5,568,000 | $6.649M | 0.1% | $1.27 | — | CONV | 451055AF4 |
| BMRN | BioMarin Pharmaceutical Inc | 53,090 | $6.616M | 0.1% | $98.58 | +7.5% | COM | 09061G101 |
| — | WHITING PETROLEUM CORP | 6,500,000 | $6.48M | 0.1% | $1.00 | — | CORP | 966387AM4 |
| — | PENN VIRGINIA CORP | 6,500,000 | $6.143M | 0.1% | $1.09 | — | CORP | 707882AE6 |
| — | NXP BV/NXP FUNDING LLC | 5,500,000 | $5.837M | 0.1% | $1.05 | — | CORP | 62947QAM0 |
| — | VERTELLUS SPECIALTIES | 6,320,360 | $5.815M | 0.1% | $0.95 | — | Term | 92531NAH7 |
| — | HCA INC | 5,000,000 | $5.643M | 0.1% | $1.12 | — | CORP | 404121AC9 |
| — | FMG RESOURCES AUG 2006 | 6,500,000 | $5.614M | 0.1% | $0.91 | — | CORP | 30251GAH0 |
| — | SUNEDISON INC | 4,623,000 | $5.428M | 0.1% | $1.17 | — | CONV | 86732YAG4 |
| — | ENVESTNET INC | 4,798,000 | $5.373M | 0.1% | $1.03 | — | CONV | 29404KAA4 |
| — | WEYERHAEUSER CO | 95,305 | $5.215M | 0.1% | $49.15 | — | CNV PFD | 962166872 |
| CIEN | Ciena Corp | 269,035 | $5.195M | 0.1% | $17.52 | +13.8% | COM | 171779309 |
| — | PROSPECT CAPITAL CORP | 5,420,000 | $5.106M | 0.1% | $0.94 | — | CONV | 74348TAQ5 |
| — | NUANCE COMMUNICATIONS | 5,000,000 | $5.075M | 0.1% | $1.00 | — | CORP | 67020YAD2 |
| — | CALUMET SPECIALTY PROD | 5,000,000 | $4.875M | 0.1% | $0.97 | — | CORP | 131477AM3 |
| — | Dow Chemical Co/The | 100,000 | $4.798M | 0.1% | $45.61 | — | COM | 260543103 |
| — | UNITED RENTALS NORTH AM | 4,400,000 | $4.777M | 0.1% | $1.08 | — | CORP | 911365BA1 |
| — | Royal Dutch Shell PLC | 76,049 | $4.768M | 0.1% | $62.70 | — | COM | 780259107 |
| AAL | American Airlines Group Inc | 90,000 | $4.75M | 0.1% | $40.79 | +18.1% | COM | 02376R102 |
| — | FCA US LLC/CG CO-ISSUER | 4,500,000 | $4.742M | 0.1% | $1.09 | — | CORP | 17121EAB3 |
| — | YANDEX NV | 5,744,000 | $4.741M | 0.1% | $0.83 | — | CONV | 98474TAB3 |
| — | SOTHEBY'S | 4,730,000 | $4.671M | 0.1% | $0.97 | — | CORP | 835898AF4 |
| — | CHS/COMMUNITY HEALTH SYS | 4,500,000 | $4.652M | 0.1% | $1.04 | — | CORP | 12543DAR1 |
| — | SPRINT COMMUNICATIONS | 4,000,000 | $4.6M | 0.1% | $1.19 | — | CORP | 852061AK6 |
| — | UNITED RENTALS NORTH AM | 4,426,000 | $4.592M | 0.1% | $1.04 | — | CORP | 911365BB9 |
| — | PROSPECT CAPITAL CORP | 4,353,000 | $4.427M | 0.1% | $1.04 | — | CONV | 74348TAM4 |
| — | SUNPOWER CORP | 4,510,000 | $4.413M | 0.1% | $1.13 | — | CONV | 867652AH2 |
| — | GlaxoSmithKline PLC | 92,976 | $4.291M | 0.1% | $42.74 | — | COM | 37733W105 |
| — | HCA HOLDINGS INC | 4,000,000 | $4.266M | 0.1% | $1.08 | — | CORP | 40412CAB7 |
| C | Citigroup Inc | 82,800 | $4.266M | 0.1% | $37.81 | +0.3% | COM | 172967424 |
| — | PBF HOLDING CO LLC | 4,000,000 | $4.245M | 0.1% | $1.05 | — | CORP | 69318FAB4 |
| — | HILTON WORLDWIDE FIN LLC | 4,000,000 | $4.23M | 0.1% | $1.06 | — | CORP | 432891AD1 |
| — | ALLIANCE DATA SYSTEMS CO | 4,000,000 | $4.155M | 0.1% | $1.02 | — | CORP | 018581AE8 |
| — | MGM RESORTS INTL | 4,000,000 | $4.07M | 0.1% | $0.99 | — | CORP | 552953CB5 |
| — | BLACKROCK CAPITAL INVEST | 3,897,000 | $4.026M | 0.1% | $1.05 | — | CONV | 092533AB4 |
| — | HEALTH CARE REIT INC | 59,512 | $3.997M | 0.1% | $4.66 | — | CNV PFD | 42217K601 |
| — | SANMINA CORP | 4,000,000 | $3.99M | 0.1% | $0.99 | — | CORP | 801056AA0 |
| — | NorthStar Realty Finance Corp | 217,025 | $3.932M | 0.1% | $17.74 | — | COM | 66704R704 |
| GILD | Gilead Sciences Inc | 40,000 | $3.925M | 0.1% | $71.85 | -1.8% | COM | 375558103 |
| — | WORKDAY INC | 3,243,000 | $3.903M | 0.1% | $1.19 | — | CONV | 98138HAC5 |
| — | BRISTOL-MYERS SQUIBB CO | 2,356,000 | $3.84M | 0.1% | $1.31 | — | CONV | 110122AN8 |
| — | NAVIOS MARITIME HLDS/FIN | 4,059,000 | $3.805M | 0.1% | $0.96 | — | CORP | 639365AG0 |
| — | ALERE INC | 3,180,000 | $3.788M | 0.1% | $1.05 | — | CONV | 01449JAA3 |
| — | CSG SYSTEMS INTL INC | 2,771,000 | $3.769M | 0.1% | $1.16 | — | CONV | 126349AC3 |
| — | RAYONIER TRS HOLDINGS IN | 3,195,000 | $3.763M | 0.1% | $1.62 | — | CONV | 75508AAC0 |
| — | DANAHER CORP | 1,511,000 | $3.727M | 0.1% | $1.84 | — | CONV | 235851AF9 |
| — | DOMINION RESOURCES INC | 65,500 | $3.694M | 0.1% | $0.07 | — | CNV PFD | 25746U885 |
| WYNN | Wynn Resorts Ltd | 29,050 | $3.657M | 0.1% | $151.05 | -18.5% | COM | 983134107 |
| — | RESOURCE CAPITAL CORP | 3,974,000 | $3.653M | 0.1% | $1.00 | — | CONV | 76120WAA2 |
| OXY | Occidental Petroleum Corp | 50,000 | $3.65M | 0.1% | $61.96 | -10.0% | COM | 674599105 |
| — | REYNOLDS GRP ISS/REYNOLD | 3,500,000 | $3.627M | 0.1% | $1.03 | — | CORP | 761735AP4 |
| — | MASTEC INC | 3,725,000 | $3.502M | 0.1% | $0.94 | — | CORP | 576323AN9 |
| — | ALTA MESA HLDGS/FINANC S | 4,561,000 | $3.489M | 0.1% | $1.04 | — | CORP | 021332AC5 |
| — | CHURCHILL DOWNS INC | 3,185,000 | $3.241M | 0.0% | $1.01 | — | CORP | 171484AB4 |
| — | BIOMET INC | 3,000,000 | $3.188M | 0.0% | $1.03 | — | CORP | 090613AJ9 |
| — | AUDATEX NORTH AMERICA IN | 3,000,000 | $3.188M | 0.0% | $1.06 | — | CORP | 05070GAE8 |
| — | IASIS HEALTHCARE/CAP CRP | 3,000,000 | $3.128M | 0.0% | $1.03 | — | CORP | 45072PAD4 |
| — | COTT BEVERAGES INC | 3,000,000 | $3.113M | 0.0% | $1.00 | — | CORP | 221643AJ8 |
| — | EQUINIX INC | 3,000,000 | $3.113M | 0.0% | $1.04 | — | CORP | 29444UAL0 |
| — | SPRINT CORP | 3,000,000 | $3.075M | 0.0% | $0.99 | — | CORP | 85207UAF2 |
| — | ALTICE SA | 3,000,000 | $3.058M | 0.0% | $1.05 | — | CORP | 02154VAA9 |
| — | INCYTE CORP LTD | 1,660,000 | $3.029M | 0.0% | $1.50 | — | CONV | 45337CAM4 |
| — | Red Hat Inc | 39,900 | $3.022M | 0.0% | $67.96 | — | COM | 756577102 |
| — | SABINE PASS LIQUEFACTION | 3,000,000 | $3.008M | 0.0% | $1.00 | — | CORP | 785592AD8 |
| — | LAB CORP OF AMER HLDGS | 1,753,000 | $2.972M | 0.0% | $1.34 | — | CONV | 50540RAG7 |
| — | CREDIT ACCEPTANC | 3,000,000 | $2.966M | 0.0% | $0.99 | — | CORP | 225310AJ0 |
| — | ELETSON HOLDINGS | 3,000,000 | $2.936M | 0.0% | $1.00 | — | CORP | 28620QAA1 |
| — | VERSO PAPER HLDG LLC/INC | 3,000,000 | $2.813M | 0.0% | $0.98 | — | CORP | 92531XAP7 |
| — | GAIN CAPITAL HOLDINGS IN | 2,613,000 | $2.801M | 0.0% | $1.05 | — | CONV | 36268WAB6 |
| — | EARTHLINK HOLDINGS CORP | 2,675,000 | $2.755M | 0.0% | $1.01 | — | CORP | 270321AE2 |
| — | REGENCY ENERGY PART/FINA | 2,500,000 | $2.725M | 0.0% | $1.09 | — | CORP | 75886AAL2 |
| — | LAND O LAKES CAP TRST I | 2,500,000 | $2.713M | 0.0% | $0.98 | — | CORP | 514665AA6 |
| — | NAVIOS MARITIME ACQ CORP | 2,650,000 | $2.677M | 0.0% | $1.01 | — | CORP | 63938MAD8 |
| — | DISH DBS CORP | 2,500,000 | $2.669M | 0.0% | $1.08 | — | CORP | 25470XAE5 |
| — | SAPPI PAPIER HOLDNG GMBH | 2,500,000 | $2.634M | 0.0% | $0.98 | — | CORP | 803071AA7 |
| — | EQUINIX INC | 2,500,000 | $2.619M | 0.0% | $1.05 | — | CORP | 29444UAP1 |
| — | QEP RESOURCES INC | 2,425,000 | $2.589M | 0.0% | $1.06 | — | CORP | 74733VAA8 |
| — | DANA HOLDING CORP | 2,500,000 | $2.588M | 0.0% | $1.04 | — | CORP | 235825AE6 |
| — | CCOH SAFARI LLC | 2,500,000 | $2.581M | 0.0% | $1.03 | — | CORP | 14987EAB3 |
| — | MGM RESORTS INTL | 2,500,000 | $2.581M | 0.0% | $1.01 | — | CORP | 552953CC3 |
| — | CLEAVER-BROOKS INC | 2,500,000 | $2.563M | 0.0% | $1.03 | — | CORP | 185401AD8 |
| — | HEALTHSOUTH CORP | 2,500,000 | $2.556M | 0.0% | $1.02 | — | CORP | 421924BN0 |
| — | CELANESE US HOLDINGS LLC | 2,500,000 | $2.531M | 0.0% | $0.99 | — | CORP | 15089QAD6 |
| — | STEEL DYNAMICS INC | 2,500,000 | $2.528M | 0.0% | $1.01 | — | CORP | 858119BA7 |
| — | CORRECTIONS CORP OF AMER | 2,500,000 | $2.513M | 0.0% | $0.96 | — | CORP | 22025YAP5 |
| — | KENNEDY-WILSON INC | 2,500,000 | $2.513M | 0.0% | $1.00 | — | CORP | 489399AG0 |
| — | CLAYTON WILLIAMS ENERGY | 2,650,000 | $2.478M | 0.0% | $1.02 | — | CORP | 969490AE1 |
| — | GENESIS ENERGY LP/GENESI | 2,500,000 | $2.425M | 0.0% | $1.00 | — | CORP | 37185LAE2 |
| — | FIRST QUANTUM MINERALS L | 2,505,000 | $2.323M | 0.0% | $0.96 | — | CORP | 335934AF2 |
| — | APPVION INC | 3,500,000 | $2.319M | 0.0% | $0.93 | — | CORP | 03834LAA7 |
| — | REGAL ENTERTAINMENT GRP | 2,250,000 | $2.309M | 0.0% | $0.96 | — | CORP | 758766AH2 |
| PFE | Pfizer Inc | 65,000 | $2.261M | 0.0% | $17.55 | +14.6% | COM | 717081103 |
| — | FRESENIUS MED CARE II | 2,000,000 | $2.181M | 0.0% | $1.06 | — | CORP | 35802XAD5 |
| — | LENNAR CORP | 2,090,000 | $2.163M | 0.0% | $1.00 | — | CORP | 526057BT0 |
| — | FIRST DATA CORPORATION | 1,862,000 | $2.123M | 0.0% | $1.16 | — | CORP | 319963BG8 |
| — | TOWNSQUARE MEDIA INC | 2,100,000 | $2.118M | 0.0% | $1.01 | — | CORP | 892231AA9 |
| — | E*TRADE FINANCIAL CORP | 2,000,000 | $2.115M | 0.0% | $1.02 | — | CORP | 269246BL7 |
| — | ALLIED SPECIALTY VEHICLE | 2,000,000 | $2.115M | 0.0% | $1.02 | — | CORP | 019517AA9 |
| — | WATERJET HOLDINGS INC | 2,000,000 | $2.115M | 0.0% | $1.06 | — | CORP | 94155UAA7 |
| — | CARLSON WAGONLIT BV | 2,000,000 | $2.105M | 0.0% | $1.03 | — | CORP | 142812AB2 |
| — | INCONTACT INC | 2,000,000 | $2.105M | 0.0% | $1.05 | — | CONV | 45336EAA7 |
| — | TESORO CORP | 2,000,000 | $2.1M | 0.0% | $1.01 | — | CORP | 881609AZ4 |
| — | ALZA CORP | 1,512,000 | $2.091M | 0.0% | $1.20 | — | CONV | 02261WAB5 |
| — | VALEANT PHARMACEUTICALS | 2,000,000 | $2.085M | 0.0% | $1.04 | — | CORP | 91829KAA1 |
| — | MASCO CORP | 2,000,000 | $2.07M | 0.0% | $1.03 | — | CORP | 574599BJ4 |
| — | CONSOL ENERGY INC | 2,250,000 | $2.048M | 0.0% | $0.91 | — | CORP | 20854PAL3 |
| — | SPEEDWAY MOTORSPORTS INC | 2,000,000 | $2.04M | 0.0% | $1.02 | — | CORP | 847788AS5 |
| — | WYNN LAS VEGAS LLC/CORP | 2,000,000 | $2.035M | 0.0% | $1.02 | — | CORP | 983130AV7 |
| — | COVENANT SURGICAL PARTNE | 2,000,000 | $2.02M | 0.0% | $1.00 | — | CORP | 22284YAA4 |
| — | COMPASS MINERALS INTERNA | 2,000,000 | $2.015M | 0.0% | $1.00 | — | CORP | 20451NAE1 |
| — | CASELLA WASTE SYSTEMS IN | 2,000,000 | $2.01M | 0.0% | $1.00 | — | CORP | 147448AG9 |
| — | PROJECT HOMESTAKE MERGER | 2,000,000 | $2.01M | 0.0% | $1.00 | — | CORP | 74339KAA0 |
| — | LAREDO PETROLEUM INC | 2,000,000 | $2M | 0.0% | $1.00 | — | CORP | 516806AE6 |
| — | NUMERICABLE-SFR SAS | 2,000,000 | $1.998M | 0.0% | $1.00 | — | CORP | 67054LAA5 |
| — | COMMERCIAL METALS CO | 2,097,000 | $1.992M | 0.0% | $0.95 | — | CORP | 201723AK9 |
| — | WEST CORP | 2,000,000 | $1.96M | 0.0% | $0.98 | — | CORP | 952355AN5 |
| — | CONTINENTAL RESOURCES | 2,000,000 | $1.944M | 0.0% | $0.97 | — | CORP | 212015AL5 |
| — | POLYMER GROUP INC | 2,000,000 | $1.918M | 0.0% | $0.96 | — | CORP | 731745AM7 |
| — | VIASAT INC | 1,805,000 | $1.911M | 0.0% | $1.04 | — | CORP | 92552VAF7 |
| — | SPRINT INDUSTRIAL LLC | 2,000,000 | $1.91M | 0.0% | $1.01 | — | Term | 85208BAE6 |
| — | CENVEO CORP | 2,250,000 | $1.907M | 0.0% | $0.75 | — | CORP | 15671BAL5 |
| — | HIG BBC INTERMED/HOLDING | 2,000,000 | $1.855M | 0.0% | $0.98 | — | CORP | 40421XAA2 |
| — | BOISE CASCADE COMPANY | 1,700,000 | $1.798M | 0.0% | $1.01 | — | CORP | 09739DAA8 |
| — | LSB INDUSTRIES | 1,712,000 | $1.793M | 0.0% | $1.09 | — | CORP | 502160AL8 |
| — | FIRST DATA CORPORATION | 1,500,000 | $1.781M | 0.0% | $1.20 | — | CORP | 319963BB9 |
| — | Priceline Group Inc/The | 1,500 | $1.746M | 0.0% | $1164.00 | — | COM | 741503403 |
| — | OCWEN FINANCIAL CORP | 2,000,000 | $1.74M | 0.0% | $0.87 | — | CORP | 675746AE1 |
| — | ST BARBARA LTD | 2,000,000 | $1.715M | 0.0% | $0.92 | — | CORP | 852278AA8 |
| — | AIRTRAN HOLDINGS INC | 550,000 | $1.668M | 0.0% | $2.93 | — | CONV | 00949PAD0 |
| — | RITE AID CORP | 1,600,000 | $1.648M | 0.0% | $1.03 | — | CORP | 767754CH5 |
| — | DISPENSING DYNAMICS INTL | 1,500,000 | $1.579M | 0.0% | $1.02 | — | CORP | 25471QAA7 |
| — | BEAZER HOMES USA | 1,500,000 | $1.562M | 0.0% | $1.04 | — | CORP | 07556QAY1 |
| — | JANUS CAPITAL GROUP INC | 966,000 | $1.556M | 0.0% | $1.02 | — | CONV | 47102XAH8 |
| — | FIRST CASH FINANCIAL SER | 1,500,000 | $1.553M | 0.0% | $1.05 | — | CORP | 31942DAB3 |
| — | SESI LLC | 1,500,000 | $1.53M | 0.0% | $1.03 | — | CORP | 78412FAL8 |
| — | GLOBAL PART/GLP FINANCE | 1,500,000 | $1.485M | 0.0% | $1.00 | — | CORP | 37954FAA2 |
| — | Hawaiian Telcom Holdco Inc | 55,139 | $1.468M | 0.0% | $27.21 | — | COM | 420031106 |
| — | American Capital Ltd | 97,200 | $1.438M | 0.0% | $14.79 | — | COM | 02503Y103 |
| — | CARAUSTAR INDUSTRIES INC | 1,437,210 | $1.436M | 0.0% | $1.02 | — | Term | 14076CAB9 |
| — | WEIGHT WATCHERS INTL INC | 2,500,000 | $1.342M | 0.0% | $0.54 | — | Term | 948627AU8 |
| — | SYNOVUS FINANCIAL CORP | 1,312,000 | $1.342M | 0.0% | $1.02 | — | CORP | 87161CAG0 |
| — | NATIONSTAR MORT/CAP CORP | 1,300,000 | $1.255M | 0.0% | $0.96 | — | CORP | 63860UAL4 |
| — | ENERGY XXI GULF COAST IN | 3,500,000 | $1.225M | 0.0% | $0.98 | — | CORP | 29276KAT8 |
| — | TELESAT CANADA/TELESAT L | 1,200,000 | $1.224M | 0.0% | $1.02 | — | CORP | 87952VAJ5 |
| — | W & T OFFSHORE INC | 2,000,000 | $1.22M | 0.0% | $1.06 | — | CORP | 92922PAC0 |
| LAMR | Lamar Advertising Co | 20,000 | $1.185M | 0.0% | $53.65 | — | COM | 512816109 |
| CLH | Clean Harbors Inc | 20,707 | $1.176M | 0.0% | $49.78 | +4.0% | COM | 184496107 |
| — | NRG YIELD INC | 1,000,000 | $1.174M | 0.0% | $1.18 | — | CONV | 62942XAA6 |
| — | PERMIAN HOLDINGS INC | 2,094,000 | $1.173M | 0.0% | $0.89 | — | CORP | 714239AA8 |
| — | TPG SPECIALTY LENDING IN | 1,163,000 | $1.169M | 0.0% | $0.99 | — | CONV | 87265KAA0 |
| — | BREITBURN ENER/BREIT FIN | 1,500,000 | $1.118M | 0.0% | $0.75 | — | CORP | 106777AB1 |
| GBX | Greenbrier Cos Inc/The | 19,124 | $1.109M | 0.0% | $41.66 | -1.9% | COM | 393657101 |
| — | TENET HEALTHCARE CORP | 1,000,000 | $1.105M | 0.0% | $1.12 | — | CORP | 88033GCE8 |
| — | VECTOR GROUP LTD | 1,000,000 | $1.068M | 0.0% | $1.07 | — | CORP | 92240MBB3 |
| — | CLEAR CHANNEL WORLDWIDE | 1,000,000 | $1.058M | 0.0% | $1.04 | — | CORP | 18451QAM0 |
| — | OUTFRONT MEDIA CAP LLC/C | 1,000,000 | $1.051M | 0.0% | $1.05 | — | CORP | 69007TAA2 |
| — | OMNICARE INC | 1,000,000 | $1.05M | 0.0% | $1.02 | — | CORP | 681904AT5 |
| — | DPX HOLDINGS BV | 1,000,000 | $1.044M | 0.0% | $1.03 | — | CORP | 46590GAA1 |
| — | OMNICARE INC | 1,000,000 | $1.038M | 0.0% | $1.01 | — | CORP | 681904AS7 |
| — | KISSNER MILLING CO LTD | 1,000,000 | $1.035M | 0.0% | $1.03 | — | CORP | 49835DAA7 |
| — | GCI INC | 1,000,000 | $1.013M | 0.0% | $1.01 | — | CORP | 36155WAJ5 |
| — | CENTURYLINK INC | 1,000,000 | $1.009M | 0.0% | $1.01 | — | CORP | 156700AY2 |
| — | CENVEO CORP | 1,000,000 | $1.005M | 0.0% | $0.92 | — | CORP | 15671BAG6 |
| — | Hospitality Properties Trust | 30,300 | $1M | 0.0% | $28.32 | — | COM | 44106M102 |
| — | JEFFERIES FIN LLC / JFIN | 1,000,000 | $935K | 0.0% | $0.93 | — | CORP | 47232MAB8 |
| — | ENERGY XXI GULF COAST IN | 1,300,000 | $884K | 0.0% | $0.66 | — | CORP | 29276KAP6 |
| — | NAVIOS MARITIME HLDS/FIN | 1,000,000 | $870K | 0.0% | $0.95 | — | CORP | 639365AF2 |
| — | MGM Holdings Inc | 10,781 | $803K | 0.0% | $77.24 | — | COM | 55303C101 |
| — | WILLIAM LYON HOMES | 6,150 | $796K | 0.0% | $106.80 | — | CNV PFD | 552074882 |
| — | FAGE DAIRY INDU/FAGE USA | 750,000 | $793K | 0.0% | $1.06 | — | CORP | 303109AA0 |
| ABBV | AbbVie Inc | 13,500 | $790K | 0.0% | $38.85 | 0.0% | COM | 00287Y109 |
| — | DUPONT FABROS TECH LP | 750,000 | $778K | 0.0% | $1.03 | — | CORP | 26613TAE0 |
| — | Starz | 22,250 | $766K | 0.0% | $29.69 | — | COM | 85571Q102 |
| — | MICROCHIP TECHNOLOGY INC | 338,000 | $661K | 0.0% | $1.55 | — | CONV | 595017AB0 |
| — | DISH Network Corp | 9,071 | $636K | 0.0% | $61.23 | — | COM | 25470M109 |
| VZ | Verizon Communications Inc | 13,000 | $632K | 0.0% | $27.62 | 0.0% | COM | 92343V104 |
| — | LIVE NATION ENTERTAINMEN | 550,000 | $589K | 0.0% | $1.05 | — | CORP | 538034AF6 |
| SPY | SPDR S&P 500 ETF Trust | 5,935 | $566K | 0.0% | — | — | Put | 78462F103 |
| — | Agenus Inc | 108,700 | $558K | 0.0% | $5.13 | — | COM | 00847G705 |
| — | FAMILY TREE ESCROW LLC | 500,000 | $529K | 0.0% | $1.06 | — | CORP | 30706VAA3 |
| — | GREYSTAR REAL ESTATE PAR | 500,000 | $526K | 0.0% | $1.02 | — | CORP | 39807UAA4 |
| — | CEMEX SAB DE CV | 500,000 | $524K | 0.0% | $1.05 | — | CORP | 151290BL6 |
| — | HCA INC | 500,000 | $520K | 0.0% | $1.04 | — | CORP | 404121AF2 |
| — | IHEARTCOMMUNICATIONS INC | 500,000 | $513K | 0.0% | $1.03 | — | CORP | 184502BN1 |
| — | LIN TELEVISION CORP | 500,000 | $511K | 0.0% | $0.99 | — | CORP | 58441LAA6 |
| — | E*TRADE FINANCIAL CORP | 500,000 | $510K | 0.0% | $1.02 | — | CORP | 269246BM5 |
| — | KLX INC | 500,000 | $500K | 0.0% | $1.01 | — | CORP | 482539AA1 |
| URI | United Rentals Inc | 5,000 | $456K | 0.0% | $87.06 | 0.0% | COM | 911363109 |
| — | VISHAY INTERTECHNOLOGY | 511,000 | $442K | 0.0% | $0.91 | — | CONV | 928298AJ7 |
| — | WRIGHT MEDICAL GROUP INC | 364,000 | $430K | 0.0% | $1.28 | — | CONV | 98235TAC1 |
| — | Time Warner Inc | 5,000 | $422K | 0.0% | $84.40 | — | COM | 887317303 |
| NOW | ServiceNow Inc | 5,200 | $410K | 0.0% | $14.73 | 0.0% | COM | 81762P102 |
| — | ENCORE CAPITAL GROUP INC | 375,000 | $405K | 0.0% | $1.12 | — | CONV | 292554AF9 |
| ALLY | Ally Financial Inc | 19,200 | $403K | 0.0% | $16.09 | 0.0% | COM | 02005N100 |
| — | ARES CAPITAL CORP | 371,000 | $387K | 0.0% | $1.06 | — | CONV | 04010LAG8 |
| GOGO | Gogo Inc | 18,400 | $351K | 0.0% | $17.02 | 0.0% | COM | 38046C109 |
| — | HUGHES SATELITE SYSTEMS | 300,000 | $327K | 0.0% | $1.06 | — | CORP | 444454AB8 |
| — | SUNEDISON INC | 180,000 | $309K | 0.0% | $1.72 | — | CONV | 86732YAC3 |
| — | Cempra Inc | 8,200 | $281K | 0.0% | $34.27 | — | COM | 15130J109 |
| BMRN | BioMarin Pharmaceutical Inc | 605 | $271K | 0.0% | $98.58 | +7.5% | Call | 09061G101 |
| — | UNIVISION COMMUNICATIONS | 250,000 | $256K | 0.0% | $1.02 | — | CORP | 914906AS1 |
| INCY | Incyte Corp | 950 | $242K | 0.0% | — | — | Call | 45337C102 |
| — | PRECISION DRILLING CORP | 250,000 | $210K | 0.0% | $0.98 | — | CORP | 74022DAH3 |
| — | WESTERN REFINING/WNRL FI | 200,000 | $205K | 0.0% | $1.02 | — | CORP | 95931TAA8 |
| — | Qihoo 360 Technology Co Ltd | 653 | $145K | 0.0% | — | — | Put | 74734M109 |
| — | Oasis Petroleum Inc | 10,000 | $142K | 0.0% | $14.20 | — | COM | 674215108 |
| EXEL | Exelixis Inc | 50,000 | $129K | 0.0% | $2.32 | 0.0% | COM | 30161Q104 |
| — | Altera Corp | 3,000 | $129K | 0.0% | $43.00 | — | COM | 021441100 |
| — | USG CORP | 100,000 | $102K | 0.0% | $1.02 | — | CORP | 903293BD9 |
| — | Cempra Inc | 950 | $93,000 | 0.0% | $34.27 | — | Call | 15130J109 |
| IWM | iShares Russell 2000 ETF | 1,500 | $88,000 | 0.0% | — | — | Put | 464287655 |
| — | Twitter Inc | 700 | $78,000 | 0.0% | — | — | Call | 90184L102 |
| — | Altera Corp | 855 | $73,000 | 0.0% | $43.00 | — | Call | 021441100 |
| — | Weight Watchers International | 1,000 | $65,000 | 0.0% | — | — | Put | 948626106 |
| AMD | Advanced Micro Devices Inc | 1,000 | $53,000 | 0.0% | — | — | Put | 007903107 |
| — | CenturyLink Inc | 155 | $52,000 | 0.0% | — | — | Put | 156700106 |
| VIPS | Vipshop Holdings Ltd | 500 | $50,000 | 0.0% | — | — | Call | 92763W103 |
| AKAM | Akamai Technologies Inc | 1,650 | $49,000 | 0.0% | — | — | Call | 00971T101 |
| — | Red Hat Inc | 600 | $47,000 | 0.0% | $67.96 | — | Call | 756577102 |
| PFE | Pfizer Inc | 2,000 | $45,000 | 0.0% | $17.55 | +14.6% | Call | 717081103 |
| ELV | Anthem Inc | 150 | $39,000 | 0.0% | — | — | Call | 036752103 |
| GT | Goodyear Tire & Rubber Co/The | 500 | $36,000 | 0.0% | — | — | Call | 382550101 |
| — | Ampio Pharmaceuticals Inc | 500 | $34,000 | 0.0% | — | — | Call | 03209T109 |
| NOW | ServiceNow Inc | 200 | $33,000 | 0.0% | $14.73 | 0.0% | Call | 81762P102 |
| — | Market Vectors Biotech ETF | 125 | $28,000 | 0.0% | — | — | Put | 57060U183 |
| — | Synovus Financial Corp | 500 | $25,000 | 0.0% | $26.78 | — | Call | 87161C501 |
| — | General Electric Co | 2,000 | $25,000 | 0.0% | — | — | Call | 369604103 |
| CSCO | Cisco Systems Inc | 4,500 | $23,000 | 0.0% | — | — | Call | 17275R102 |
| — | LinkedIn Corp | 150 | $23,000 | 0.0% | — | — | Call | 53578A108 |
| CNC | Centene Corp | 120 | $23,000 | 0.0% | — | — | Call | 15135B101 |
| — | Windstream Holdings Inc | 243 | $20,000 | 0.0% | — | — | Put | 97382A200 |
| LBTYAUSD | Liberty Global PLC | 120 | $20,000 | 0.0% | — | — | Put | G5480U104 |
| CIEN | Ciena Corp | 1,000 | $19,000 | 0.0% | $17.52 | +13.8% | Call | 171779309 |
| — | Energy XXI Ltd | 500 | $18,000 | 0.0% | — | — | Put | G10082140 |
| — | Navistar International Corp | 250 | $17,000 | 0.0% | — | — | Call | 63934E108 |
| — | DISH Network Corp | 50 | $15,000 | 0.0% | $61.23 | — | Put | 25470M109 |
| LGIH | LGI Homes Inc | 250 | $15,000 | 0.0% | — | — | Call | 50187T106 |
| — | TIBCO SOFTWARE INC | 14,000 | $14,000 | 0.0% | $0.99 | — | CONV | 88632QAB9 |
| CX | Cemex SAB de CV | 1,000 | $14,000 | 0.0% | — | — | Put | 151290889 |
| — | EMC Corp/MA | 500 | $13,000 | 0.0% | $29.74 | — | Call | 268648102 |
| — | Ctrip.com International Ltd | 600 | $12,000 | 0.0% | $45.40 | — | Put | 22943F100 |
| — | Cempra Inc | 97 | $10,000 | 0.0% | $34.27 | — | Put | 15130J109 |
| — | Royal Dutch Shell PLC | 250 | $9,000 | 0.0% | — | — | Call | 780259206 |
| — | Penn Virginia Corp | 500 | $8,000 | 0.0% | — | — | Call | 707882106 |
| INTC | Intel Corp | 300 | $8,000 | 0.0% | $23.78 | +9.3% | Call | 458140100 |
| CLH | Clean Harbors Inc | 260 | $7,000 | 0.0% | $49.78 | +4.0% | Put | 184496107 |
| C | Citigroup Inc | 270 | $7,000 | 0.0% | $37.81 | +0.3% | Put | 172967424 |
| — | TD Ameritrade Holding Corp | 400 | $6,000 | 0.0% | — | — | Call | 87236Y108 |
| BMY | Bristol-Myers Squibb Co | 750 | $6,000 | 0.0% | — | — | Call | 110122108 |
| — | SHENGDATECH INC | 2,975,000 | $6,000 | 0.0% | $0.01 | — | CONV | 823213AD5 |
| ABBV | AbbVie Inc | 100 | $5,000 | 0.0% | $38.85 | 0.0% | Call | 00287Y109 |
| NOW | ServiceNow Inc | 77 | $5,000 | 0.0% | $14.73 | 0.0% | Put | 81762P102 |
| NTAP | NetApp Inc | 500 | $2,000 | 0.0% | — | — | Call | 64110D104 |
| — | SunEdison Inc | 500 | $2,000 | 0.0% | — | — | Put | 86732Y109 |
| ABBV | AbbVie Inc | 50 | $2,000 | 0.0% | $38.85 | 0.0% | Put | 00287Y109 |
| — | SINO-FOREST CORP | 265,000 | $2,000 | 0.0% | $0.01 | — | CONV | EI0814422 |
| — | Frontier Communications Corp | 420 | $2,000 | 0.0% | — | — | Put | 35906A108 |
| — | COBALT INTL ENERGY INC | 1,000 | $1,000 | 0.0% | $1.02 | — | CONV | 19075FAA4 |
| — | Yahoo! Inc | 150 | $1,000 | 0.0% | — | — | Put | 984332106 |
| C | Citigroup Inc | 450 | $1,000 | 0.0% | $37.81 | +0.3% | Call | 172967424 |
| — | Twitter Inc | 50 | $0 | 0.0% | — | — | Put | 90184L102 |