CIK: 0001097278 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Jul 24, 2015
Total Value ($000): $6,954,085 (13.4% shares, 86.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | YAHOO INC | 132,052,000 | $135,825 | 2.0% | $1.11 | — | CONV | 984332AF3 |
| — | WELLS FARGO & COMPANY | 100,209 | $117,746 | 1.7% | $738.65 | — | CONV PFD | 949746804 |
| — | CITRIX SYSTEMS INC | 104,119,000 | $110,311 | 1.6% | $1.06 | — | CONV | 177376AD2 |
| — | WHITING PETROLEUM CORP | 81,986,000 | $90,147 | 1.3% | $1.06 | — | CONV | 966387AK8 |
| — | CTRIP.COM INTER LTD. | 75,982,000 | $87,146 | 1.3% | $1.02 | — | CONV | 22943FAD2 |
| — | PRICELINE GROUP INC/THE | 56,584,000 | $75,265 | 1.1% | $1.22 | — | CONV | 741503AQ9 |
| — | SANDISK CORP | 74,724,000 | $72,569 | 1.0% | $1.05 | — | CONV | 80004CAF8 |
| — | AMG CAPITAL TRUST II | 1,172,634 | $71,031 | 1.0% | $33.94 | — | CONV PFD | 00170F209 |
| — | AKAMAI TECHNOLOGIES INC | 67,977,000 | $70,924 | 1.0% | $1.08 | — | CONV | 00971TAG6 |
| — | TWITTER INC | 78,807,000 | $70,756 | 1.0% | $0.92 | — | CONV | 90184LAA0 |
| — | INTEL CORP | 58,797,000 | $70,652 | 1.0% | $1.20 | — | CONV | 458140AD2 |
| — | FIDELITY NATL FINANCIAL | 33,834,000 | $69,585 | 1.0% | $1.74 | — | CONV | 31620RAE5 |
| — | RED HAT INC | 55,793,000 | $68,323 | 1.0% | $1.18 | — | CONV | 756577AC6 |
| — | CIENA CORP | 66,840,000 | $67,270 | 1.0% | $1.00 | — | CONV | 171779AE1 |
| — | ILLUMINA INC | 56,589,000 | $66,427 | 1.0% | $1.17 | — | CONV | 452327AF6 |
| — | CENTERPOINT ENERGY INC | 935,778 | $65,338 | 0.9% | $0.07 | — | CONV | 15189T206 |
| — | FOREST CITY ENTERPRISES | 55,236,000 | $65,053 | 0.9% | $1.12 | — | CONV | 345550AP2 |
| — | COLONY CAPITAL INC | 64,482,000 | $64,891 | 0.9% | $1.02 | — | CONV | 19624RAB2 |
| — | PRICELINE GROUP INC/THE | 56,898,000 | $63,709 | 0.9% | $1.13 | — | CONV | 741503AS5 |
| — | CLEARWIRE COMM/FINANCE | 56,992,000 | $62,122 | 0.9% | $1.11 | — | CONV | 18538TAG4 |
| — | ON SEMICONDUCTOR CORP | 62,250,000 | $61,697 | 0.9% | $0.99 | — | CONV | 682189AJ4 |
| — | JEFFERIES GROUP LLC | 60,014,000 | $61,527 | 0.9% | $1.06 | — | CONV | 472319AG7 |
| — | FOREST CITY ENTERPRISES | 55,718,000 | $61,429 | 0.9% | $1.07 | — | CONV | 345550AR8 |
| — | BIOMARIN PHARMACEUTICAL | 39,435,000 | $61,272 | 0.9% | $1.06 | — | CONV | 09061GAE1 |
| — | ICONIX BRAND GROUP INC | 58,745,000 | $60,227 | 0.9% | $1.15 | — | CONV | 451055AE7 |
| — | SUNEDISON INC | 49,241,000 | $59,903 | 0.9% | $1.03 | — | CONV | 86732YAE9 |
| — | ARES CAPITAL CORP | 57,628,000 | $58,903 | 0.8% | $1.03 | — | CONV | 04010LAM5 |
| — | LIBERTY MEDIA CORP | 61,732,000 | $58,736 | 0.8% | $0.99 | — | CONV | 531229AB8 |
| — | TWITTER INC | 65,365,000 | $58,217 | 0.8% | $0.92 | — | CONV | 90184LAC6 |
| — | WRIGHT MEDICAL GROUP INC | 53,391,000 | $56,679 | 0.8% | $1.05 | — | CONV | 98235TAD9 |
| — | HOLOGIC INC | 46,287,000 | $56,097 | 0.8% | $1.10 | — | CONV | 436440AG6 |
| — | FRONTIER COMMUNICATIONS | 559,954 | $55,939 | 0.8% | $99.90 | — | CONV PFD | 35906A207 |
| — | JARDEN CORP | 46,289,000 | $54,268 | 0.8% | $1.19 | — | CONV | 471109AM0 |
| — | ROYAL GOLD INC | 52,679,000 | $54,089 | 0.8% | $0.94 | — | CONV | 780287AA6 |
| — | CEMEX SAB DE CV | 50,250,000 | $52,829 | 0.8% | $1.06 | — | CONV | 151290BQ5 |
| — | NEWMONT MINING CORP | 50,940,000 | $51,815 | 0.7% | $1.08 | — | CONV | 651639AJ5 |
| — | ANTHEM INC | 1,004,806 | $51,245 | 0.7% | $51.00 | — | CONV PFD | 036752202 |
| — | PRICELINE GROUP INC/THE | 53,494,000 | $51,092 | 0.7% | $0.96 | — | CONV | 741503AT3 |
| — | BANK OF AMERICA CORP | 45,605 | $50,713 | 0.7% | $139.11 | — | CONV PFD | 060505682 |
| — | MICROCHIP TECHNOLOGY INC | 49,221,000 | $49,593 | 0.7% | $1.04 | — | CONV | 595017AC8 |
| — | MICRON TECHNOLOGY INC | 54,565,000 | $49,443 | 0.7% | $1.02 | — | CONV | 595112AY9 |
| — | GILEAD SCIENCES INC | 9,540,000 | $49,312 | 0.7% | $2.51 | — | CONV | 375558AP8 |
| — | JDS UNIPHASE CORP | 49,178,000 | $48,124 | 0.7% | $1.02 | — | CONV | 46612JAF8 |
| — | LINKEDIN CORP | 47,789,000 | $48,088 | 0.7% | $1.05 | — | CONV | 53578AAA6 |
| — | STARWOOD PROPERTY TRUST | 44,881,000 | $46,789 | 0.7% | $1.04 | — | CONV | 85571BAA3 |
| — | HOLOGIC INC | 35,253,000 | $46,718 | 0.7% | $1.05 | — | CONV | 436440AC5 |
| — | ALEXANDRIA REAL ESTATE E | 1,630,815 | $45,679 | 0.7% | $6.40 | — | CONV PFD | 015271505 |
| — | INTEL CORP | 29,900,000 | $45,504 | 0.7% | $1.31 | — | CONV | 458140AF7 |
| — | OMNICARE INC | 36,032,000 | $44,912 | 0.6% | $1.15 | — | CONV | 681904AR9 |
| — | LAM RESEARCH CORP | 33,595,000 | $44,714 | 0.6% | $1.29 | — | CONV | 512807AJ7 |
| — | CORNERSTONE ONDEMAND INC | 43,608,000 | $43,986 | 0.6% | $1.03 | — | CONV | 21925YAB9 |
| — | EURONET WORLDWIDE INC | 39,647,000 | $43,965 | 0.6% | $1.04 | — | CONV | 298736AG4 |
| — | LIVE NATION ENTERTAINMEN | 38,705,000 | $41,519 | 0.6% | $1.07 | — | CONV | 538034AJ8 |
| — | BIOMARIN PHARMACEUTICAL | 25,758,000 | $41,264 | 0.6% | $1.08 | — | CONV | 09061GAF8 |
| — | LIBERTY INTERACTIVE LLC | 41,908,000 | $41,221 | 0.6% | $1.03 | — | CONV | 530610AB0 |
| — | TOLL BROS FINANCE CORP | 39,344,000 | $40,997 | 0.6% | $1.07 | — | CONV | 88947EAM2 |
| — | CTRIP.COM INTER LTD. | 41,325,000 | $40,370 | 0.6% | $0.98 | — | CONV | 22943FAE0 |
| — | WEBMD HEALTH CORP | 36,981,000 | $39,742 | 0.6% | $1.01 | — | CONV | 94770VAK8 |
| — | MACQUARIE INFRASTRUCTURE | 33,367,000 | $39,451 | 0.6% | $1.13 | — | CONV | 55608BAA3 |
| — | KEYCORP | 298,158 | $39,034 | 0.6% | $11.86 | — | CONV PFD | 493267405 |
| — | ISIS PHARMACEUTICALS INC | 35,875,000 | $38,863 | 0.6% | $1.11 | — | CONV | 464337AH7 |
| — | RTI INTERNATIONAL METALS | 35,557,000 | $38,750 | 0.6% | $1.01 | — | CONV | 74973WAB3 |
| — | MOLINA HEALTHCARE INC | 29,111,000 | $38,375 | 0.6% | $1.15 | — | CONV | 60855RAD2 |
| — | ILLUMINA INC | 30,749,000 | $38,112 | 0.5% | $1.24 | — | CONV | 452327AH2 |
| — | B2GOLD CORP | 41,529,000 | $36,976 | 0.5% | $0.95 | — | CONV | 11777QAB6 |
| — | AIR LEASE CORP | 27,544,000 | $36,629 | 0.5% | $1.30 | — | CONV | 00912XAK0 |
| — | TYSON FOODS INC | 706,980 | $36,417 | 0.5% | $49.81 | — | CONV PFD | 902494301 |
| — | SALESFORCE.COM INC | 29,708,000 | $35,978 | 0.5% | $1.15 | — | CONV | 79466LAD6 |
| — | FIREEYE INC | 32,418,000 | $34,627 | 0.5% | $1.07 | — | CONV | 31816QAC5 |
| — | OMNICARE INC | 27,459,000 | $33,838 | 0.5% | $1.09 | — | CONV | 681904AL2 |
| — | LIBERTY INTERACTIVE LLC | 64,816,000 | $33,827 | 0.5% | $0.52 | — | CONV | 530715AN1 |
| — | RADIAN GROUP INC | 18,810,000 | $33,409 | 0.5% | $1.40 | — | CONV | 750236AN1 |
| — | BROOKDALE SENIOR LIVING | 25,441,000 | $33,272 | 0.5% | $1.24 | — | CONV | 112463AA2 |
| — | ALLSCRIPTS HEALTHCARE SO | 31,917,000 | $32,844 | 0.5% | $1.01 | — | CONV | 01988PAD0 |
| — | HEARTWARE INTERNATIONAL | 33,298,000 | $32,452 | 0.5% | $0.97 | — | CONV | 422368AB6 |
| — | SINA CORP | 34,037,000 | $32,386 | 0.5% | $0.92 | — | CONV | 82922RAD5 |
| — | STARWOOD PROPERTY TRUST | 29,715,000 | $31,463 | 0.5% | $1.07 | — | CONV | 85571BAB1 |
| — | VERINT SYSTEMS INC | 27,392,000 | $31,111 | 0.4% | $1.10 | — | CONV | 92343XAA8 |
| — | SUNEDISON INC | 30,497,000 | $31,023 | 0.4% | $1.02 | — | CONV | 86732YAJ8 |
| — | NATIONAL HEALTH INVESTOR | 31,510,000 | $31,008 | 0.4% | $1.00 | — | CONV | 63633DAE4 |
| — | PROOFPOINT INC | 28,496,000 | $30,834 | 0.4% | $1.08 | — | CONV | 743424AC7 |
| — | MEDIDATA SOLUTIONS INC | 25,914,000 | $30,474 | 0.4% | $1.10 | — | CONV | 58471AAB1 |
| — | SANDISK CORP | 23,500,000 | $30,421 | 0.4% | $1.29 | — | CONV | 80004CAD3 |
| — | NVIDIA CORP | 26,357,000 | $30,390 | 0.4% | $1.15 | — | CONV | 67066GAC8 |
| — | SERVICENOW INC | 25,709,000 | $30,193 | 0.4% | $1.15 | — | CONV | 81762PAB8 |
| — | MOLINA HEALTHCARE INC | 22,780,000 | $30,080 | 0.4% | $1.03 | — | CONV | 60855RAE0 |
| — | HEALTHSOUTH CORP | 23,465,000 | $29,938 | 0.4% | $1.08 | — | CONV | 421924BL4 |
| — | FLUIDIGM CORP | 32,503,000 | $28,940 | 0.4% | $1.05 | — | CONV | 34385PAA6 |
| — | NETSUITE INC | 27,098,000 | $28,230 | 0.4% | $1.04 | — | CONV | 64118QAB3 |
| — | WEBMD HEALTH CORP | 27,388,000 | $28,073 | 0.4% | $0.95 | — | CONV | 94770VAF9 |
| — | COLONY CAPITAL INC | 26,661,000 | $27,970 | 0.4% | $1.06 | — | CONV | 19624RAA4 |
| — | RYLAND GROUP | 28,788,000 | $27,875 | 0.4% | $0.92 | — | CONV | 783764AS2 |
| — | HELIX ENERGY SOLUTIONS | 29,083,000 | $27,808 | 0.4% | $1.09 | — | CONV | 42330PAG2 |
| — | FINISAR CORP | 28,744,000 | $27,708 | 0.4% | $0.97 | — | CONV | 31787AAM3 |
| — | THERAVANCE INC | 29,131,000 | $27,644 | 0.4% | $1.33 | — | CONV | 88338TAB0 |
| — | PRA GROUP INC | 23,972,000 | $27,269 | 0.4% | $1.10 | — | CONV | 73640QAB1 |
| — | HOLOGIC INC | 16,000,000 | $26,804 | 0.4% | $1.68 | — | CONV | 436440AB7 |
| — | UNITED TECHNOLOGIES CORP | 463,105 | $26,536 | 0.4% | $15.02 | — | CONV PFD | 913017117 |
| — | NUANCE COMMUNICATIONS | 25,736,000 | $26,143 | 0.4% | $1.00 | — | CONV | 67020YAF7 |
| — | INSULET CORPORATION | 26,874,000 | $25,985 | 0.4% | $1.01 | — | CONV | 45784PAD3 |
| — | SYNCHRONOSS TECHNOLOGIES | 22,512,000 | $25,732 | 0.4% | $1.11 | — | CONV | 87157BAA1 |
| — | XILINX INC | 16,491,000 | $25,520 | 0.4% | $1.49 | — | CONV | 983919AF8 |
| — | SEACOR HOLDINGS INC | 28,240,000 | $25,175 | 0.4% | $0.92 | — | CONV | 81170YAB5 |
| — | NRG YIELD INC | 25,000,000 | $24,936 | 0.4% | $1.00 | — | CONV | 62942XAD0 |
| — | STONE ENERGY CORP | 27,180,000 | $24,904 | 0.4% | $0.98 | — | CONV | 861642AN6 |
| — | MEDICINES COMPANY | 20,402,000 | $24,356 | 0.4% | $1.30 | — | CONV | 584688AC9 |
| — | NUVASIVE INC | 19,148,000 | $24,326 | 0.3% | $1.27 | — | CONV | 670704AC9 |
| — | CHESAPEAKE ENERGY CORP | 35,781 | $24,311 | 0.3% | $994.11 | — | CONV PFD | 165167750 |
| — | HORIZON PHARMA INV LTD | 17,100,000 | $23,905 | 0.3% | $1.28 | — | CONV | 44052TAA9 |
| — | LAM RESEARCH CORP | 16,361,000 | $23,367 | 0.3% | $1.38 | — | CONV | 512807AL2 |
| — | CEMEX SAB DE CV | 21,995,000 | $23,144 | 0.3% | $1.05 | — | CONV | 151290BT9 |
| — | BROADSOFT INC | 21,579,000 | $22,881 | 0.3% | $1.03 | — | CONV | 11133BAB8 |
| — | HORNBECK OFFSHORE SERV | 27,676,000 | $22,617 | 0.3% | $1.19 | — | CONV | 440543AN6 |
| — | ANTHEM INC | 10,059,000 | $22,111 | 0.3% | $1.36 | — | CONV | 94973VBG1 |
| — | BROCADE COMMUNICATIONS | 21,145,000 | $21,980 | 0.3% | $1.05 | — | CONV | 111621AP3 |
| — | JARDEN CORP | 15,368,000 | $21,403 | 0.3% | $1.20 | — | CONV | 471109AL2 |
| — | OLD REPUBLIC INTL CORP | 17,835,000 | $21,091 | 0.3% | $1.15 | — | CONV | 680223AH7 |
| — | CIENA CORP | 14,977,000 | $21,024 | 0.3% | $1.35 | — | CONV | 171779AK7 |
| — | PDL BIOPHARMA INC | 21,834,000 | $20,726 | 0.3% | $1.06 | — | CONV | 69329YAF1 |
| — | SCIENTIFIC GAMES INTERNA | 21,090,000 | $20,299 | 0.3% | $0.96 | — | CORP | 80874YAU4 |
| — | JAZZ INVESTMENTS I LTD | 17,270,000 | $20,228 | 0.3% | $1.13 | — | CONV | 472145AA9 |
| — | ISTAR FINANCIAL INC | 16,733,000 | $20,165 | 0.3% | $1.25 | — | CONV | 45031UBR1 |
| — | SOUTHWESTERN ENERGY CO | 398,565 | $19,677 | 0.3% | $50.33 | — | CONV PFD | 845467208 |
| — | AMERICAN REALTY CAP PROP | 20,652,000 | $19,452 | 0.3% | $0.96 | — | CONV | 02917TAA2 |
| — | COBALT INTL ENERGY INC | 26,000,000 | $18,917 | 0.3% | $0.73 | — | CONV | 19075FAB2 |
| — | AMERICAN TOWER CORP | 188,022 | $18,802 | 0.3% | $99.23 | — | CONV PFD | 03027X407 |
| — | ARES CAPITAL CORP | 18,179,000 | $18,697 | 0.3% | $1.06 | — | CONV | 04010LAJ2 |
| — | WEB.COM GROUP INC | 18,822,000 | $18,635 | 0.3% | $0.92 | — | CONV | 94733AAA2 |
| — | HOMEAWAY INC | 19,038,000 | $18,293 | 0.3% | $0.95 | — | CONV | 43739QAB6 |
| — | QIHOO 360 TECH CO LTD | 19,262,000 | $18,136 | 0.3% | $0.92 | — | CONV | 74734MAC3 |
| — | STANLEY BLACK & DECKER I | 152,450 | $18,021 | 0.3% | $104.11 | — | CONV PFD | 854502804 |
| — | SYNOVUS FINANCIAL CORP | 15,933,000 | $17,994 | 0.3% | $1.13 | — | CORP | 87161CAJ4 |
| — | MERITOR INC | 17,199,000 | $17,871 | 0.3% | $0.95 | — | CONV | 043353AH4 |
| — | DDR CORP | 16,419,000 | $17,807 | 0.3% | $1.15 | — | CONV | 251591AX1 |
| — | MYLAN INC | 3,470,000 | $17,634 | 0.3% | $2.89 | — | CONV | 628530AJ6 |
| — | NEWPARK RESOURCES INC | 16,616,000 | $17,561 | 0.3% | $1.24 | — | CONV | 651718AC2 |
| — | ANADARKO PETROLEUM CORP | 336,000 | $16,961 | 0.2% | $50.48 | — | CONV PFD | 032511404 |
| — | SPECTRANETICS CORP | 16,345,000 | $16,838 | 0.2% | $1.21 | — | CONV | 84760CAA5 |
| — | STANDARD PACIFIC CORP | 13,493,000 | $16,424 | 0.2% | $1.13 | — | CONV | 85375CBC4 |
| — | REDWOOD TRUST INC | 16,981,000 | $16,351 | 0.2% | $1.00 | — | CONV | 758075AB1 |
| — | DEPOMED INC | 12,647,000 | $16,251 | 0.2% | $1.19 | — | CONV | 249908AA2 |
| — | STANLEY BLACK & DECKER I | 111,069 | $16,105 | 0.2% | $18.90 | — | CONV PFD | 854502309 |
| — | BOTTOMLINE TECHNOLOGIES | 14,566,000 | $16,080 | 0.2% | $1.09 | — | CONV | 101388AA4 |
| — | CLOVIS ONCOLOGY INC | 9,860,000 | $15,741 | 0.2% | $1.60 | — | CONV | 189464AA8 |
| — | DOMINION RESOURCES INC | 335,160 | $15,652 | 0.2% | $50.74 | — | CONV PFD | 25746U869 |
| — | HOST HOTELS & RESORTS LP | 9,947,000 | $15,514 | 0.2% | $1.38 | — | CONV | 44107TAG1 |
| — | CHESAPEAKE ENERGY CORP | 22,431 | $15,439 | 0.2% | $873.49 | — | CONV PFD | 165167768 |
| — | TESLA MOTORS INC | 15,000,000 | $14,840 | 0.2% | $0.93 | — | CONV | 88160RAB7 |
| — | VISHAY INTERTECHNOLOGY | 15,656,000 | $14,733 | 0.2% | $1.08 | — | CONV | 928298AG3 |
| — | QIHOO 360 TECH CO LTD | 15,925,000 | $14,684 | 0.2% | $0.91 | — | CONV | 74734MAD1 |
| — | HERBALIFE LTD | 16,008,000 | $14,244 | 0.2% | $0.77 | — | CONV | 42703MAB9 |
| — | SEACOR HOLDINGS INC | 13,797,000 | $14,124 | 0.2% | $1.13 | — | CONV | 811904AM3 |
| — | MERITOR INC | 8,877,000 | $13,914 | 0.2% | $1.50 | — | CONV | 59001KAC4 |
| — | HURON CONSULTING GROUP I | 12,749,000 | $13,764 | 0.2% | $1.03 | — | CONV | 447462AA0 |
| — | ARRAY BIO INC | 10,495,000 | $13,326 | 0.2% | $1.12 | — | CONV | 04269XAA3 |
| — | PENNYMAC CORP | 13,988,000 | $13,221 | 0.2% | $0.98 | — | CONV | 70932AAB9 |
| — | WALTER INVESTMENT MGMT | 15,850,000 | $13,044 | 0.2% | $0.80 | — | CONV | 93317WAA0 |
| — | NAVISTAR INTL CORP | 15,240,000 | $13,007 | 0.2% | $0.91 | — | CONV | 63934EAS7 |
| — | RPM INTERNATIONAL INC | 10,815,000 | $12,623 | 0.2% | $1.14 | — | CONV | 749685AT0 |
| — | INCYTE CORP LTD | 5,968,000 | $12,421 | 0.2% | $1.54 | — | CONV | 45337CAN2 |
| — | ENCORE CAPITAL GROUP INC | 12,711,000 | $11,912 | 0.2% | $0.95 | — | CONV | 292554AH5 |
| — | FIRST DATA CORPORATION | 10,500,050 | $11,839 | 0.2% | $1.16 | — | CORP | 319963BL7 |
| — | ECHO GLOBAL LOGISTICS | 10,998,000 | $11,837 | 0.2% | $1.08 | — | CONV | 27875TAA9 |
| — | AMERICAN REALTY CAP PROP | 12,506,000 | $11,747 | 0.2% | $0.93 | — | CONV | 02917TAB0 |
| — | EMERGENT BIOSOLUTIONS | 9,409,000 | $11,734 | 0.2% | $1.13 | — | CONV | 29089QAB1 |
| — | MEDICINES COMPANY | 10,425,000 | $11,462 | 0.2% | $1.07 | — | CONV | 584688AD7 |
| — | PROS HOLDINGS INC | 11,711,000 | $11,400 | 0.2% | $1.03 | — | CONV | 74346YAA1 |
| — | ASHLAND INC | 11,500,000 | $11,328 | 0.2% | $0.97 | — | CORP | 044209AF1 |
| — | STARWOOD WAYPOINT RESDTL | 11,249,000 | $11,156 | 0.2% | $1.04 | — | CONV | 85571WAC3 |
| — | INTERACTIVE INTELLIGENCE | 11,497,000 | $11,129 | 0.2% | $0.97 | — | CONV | 45841VAA7 |
| — | FIREEYE INC | 10,299,000 | $10,990 | 0.2% | $1.07 | — | CONV | 31816QAA9 |
| — | Cigna Corp | 66,800 | $10,822 | 0.2% | $162.01 | — | COM | 125509109 |
| — | AOL INC | 10,000,000 | $10,675 | 0.2% | $1.07 | — | CONV | 00184XAA3 |
| — | TESLA MOTORS INC | 10,699,000 | $10,484 | 0.2% | $0.97 | — | CONV | 88160RAC5 |
| — | LGI HOMES INC | 9,067,000 | $10,413 | 0.1% | $0.99 | — | CONV | 50187TAA4 |
| — | ALCOA INC | 260,744 | $10,307 | 0.1% | $49.92 | — | CONV PFD | 013817309 |
| — | TENET HEALTHCARE CORP | 9,625,000 | $10,287 | 0.1% | $1.06 | — | CORP | 87243QAB2 |
| — | T-Mobile US Inc | 151,680 | $10,238 | 0.1% | $54.67 | — | CONV PFD | 872590203 |
| — | CELANESE US HOLDINGS LLC | 9,000,000 | $9,675 | 0.1% | $1.08 | — | CORP | 15089QAC8 |
| — | SPIRIT REALTY CAPITAL IN | 10,304,000 | $9,611 | 0.1% | $0.99 | — | CONV | 84860WAB8 |
| — | TEVA PHARM FIN CO LLC | 6,843,000 | $9,576 | 0.1% | $1.39 | — | CONV | 88163VAE9 |
| — | GREENBRIER COS INC | 7,573,000 | $9,481 | 0.1% | $1.53 | — | CONV | 393657AH4 |
| — | GENERAL CABLE CORP | 11,143,000 | $9,349 | 0.1% | $1.00 | — | CONV | 369300AL2 |
| — | CREDIT AGRICOLE SA | 9,000,000 | $9,280 | 0.1% | $1.04 | — | CORP | 225313AD7 |
| — | RWT HOLDINGS INC | 9,157,000 | $8,813 | 0.1% | $1.01 | — | CONV | 749772AA7 |
| — | SEADRILL LTD | 9,950,000 | $8,781 | 0.1% | $0.88 | — | CORP | 811727AA4 |
| — | CHESAPEAKE ENERGY CORP | 10,000,000 | $8,726 | 0.1% | $0.89 | — | CONV | 165167CB1 |
| — | OREXIGEN THERAPEUTICS IN | 9,282,000 | $8,701 | 0.1% | $1.01 | — | CONV | 686164AB0 |
| — | SABINE PASS LIQUEFACTION | 8,470,000 | $8,483 | 0.1% | $1.00 | — | CORP | 785592AD8 |
| — | SYNERGY PHARMACEUTICALS | 3,130,000 | $8,369 | 0.1% | $2.67 | — | CONV | 871639AA8 |
| WMT | Wal-Mart Stores Inc | 116,000 | $8,228 | 0.1% | $20.88 | 0.0% | COM | 931142103 |
| — | J2 GLOBAL COMMUNICATIONS | 6,930,000 | $8,069 | 0.1% | $1.02 | — | CONV | 48123VAC6 |
| — | STILLWATER MINING COMPAN | 7,460,000 | $7,938 | 0.1% | $1.28 | — | CONV | 86074QAL6 |
| — | INTEGRA LIFESCIENCES HLD | 6,448,000 | $7,858 | 0.1% | $1.07 | — | CONV | 457985AK5 |
| — | CALAMP CORP | 8,250,000 | $7,855 | 0.1% | $0.95 | — | CONV | 128126AA7 |
| — | DOMINION RESOURCES INC | 144,810 | $7,760 | 0.1% | $0.09 | — | CONV PFD | 25746U703 |
| — | PENN VIRGINIA CORP | 8,393,000 | $7,634 | 0.1% | $1.05 | — | CORP | 707882AE6 |
| — | UNITED STATES STEEL CORP | 6,864,000 | $7,596 | 0.1% | $1.20 | — | CONV | 912909AH1 |
| — | KINDRED HEALTHCARE INC | 7,385 | $7,580 | 0.1% | $948.65 | — | CONV PFD | 494580301 |
| — | CHART INDUSTRIES INC | 7,774,000 | $7,534 | 0.1% | $1.18 | — | CONV | 16115QAC4 |
| QCOM | QUALCOMM Inc | 120,000 | $7,516 | 0.1% | $50.31 | 0.0% | COM | 747525103 |
| — | JANUS CAPITAL GROUP INC | 4,566,000 | $7,329 | 0.1% | $1.48 | — | CONV | 47102XAH8 |
| — | PROSPECT MEDICAL HOLDING | 6,860,000 | $7,316 | 0.1% | $1.08 | — | CORP | 743494AC0 |
| — | UTI WORLDWIDE INC | 6,978,000 | $7,164 | 0.1% | $1.12 | — | CONV | 90349LAB0 |
| — | SPIRIT REALTY CAPITAL IN | 7,500,000 | $7,077 | 0.1% | $1.00 | — | CONV | 84860WAA0 |
| — | ATLAS AIR WORLDWIDE HLDG | 6,998,000 | $6,889 | 0.1% | $0.98 | — | CONV | 049164BH8 |
| — | NEXTERA ENERGY INC | 108,509 | $6,698 | 0.1% | $34.07 | — | CONV PFD | 65339F887 |
| CIEN | Ciena Corp | 282,235 | $6,683 | 0.1% | $17.77 | +28.6% | COM | 171779309 |
| — | NOVELLUS SYSTEMS INC | 2,691,000 | $6,414 | 0.1% | $1.55 | — | CONV | 670008AD3 |
| — | ON SEMICONDUCTOR CORP | 5,096,000 | $6,305 | 0.1% | $1.15 | — | CONV | 682189AH8 |
| — | LIGAND PHARMACEUTICALS I | 4,330,000 | $6,276 | 0.1% | $0.97 | — | CONV | 53220KAC2 |
| — | PENN VIRGINIA CORP | 137,300 | $6,269 | 0.1% | $89.75 | — | CONV PFD | 707882403 |
| MGM | MGM Resorts International | 340,586 | $6,216 | 0.1% | $19.18 | 0.0% | COM | 552953101 |
| — | Red Hat Inc | 80,800 | $6,135 | 0.1% | $71.99 | — | COM | 756577102 |
| GM | General Motors Co | 180,000 | $5,999 | 0.1% | $27.84 | 0.0% | COM | 37045V100 |
| — | PERNIX THERAPEUTICS HOLD | 6,702,000 | $5,991 | 0.1% | $0.89 | — | CONV | 71426VAH1 |
| — | ENDOLOGIX INC | 5,921,000 | $5,766 | 0.1% | $0.96 | — | CONV | 29266SAA4 |
| — | Synchronoss Technologies Inc | 124,450 | $5,691 | 0.1% | $45.73 | — | COM | 87157B103 |
| — | AMERICAN TOWER CORP | 55,000 | $5,607 | 0.1% | $107.89 | — | CONV PFD | 03027X308 |
| — | HCA INC | 5,000,000 | $5,600 | 0.1% | $1.12 | — | CORP | 404121AC9 |
| — | STEEL DYNAMICS INC | 5,500,000 | $5,539 | 0.1% | $1.01 | — | CORP | 858119BC3 |
| — | CIENA CORP | 4,000,000 | $5,447 | 0.1% | $1.36 | — | CONV | 171779AG6 |
| GILD | Gilead Sciences Inc | 46,500 | $5,444 | 0.1% | $72.43 | +4.9% | COM | 375558103 |
| — | Xilinx Inc | 117,900 | $5,206 | 0.1% | $44.16 | — | COM | 983919101 |
| — | BLACKROCK CAPITAL INVEST | 5,003,000 | $5,169 | 0.1% | $1.04 | — | CONV | 092533AB4 |
| — | PROSPECT CAPITAL CORP | 5,420,000 | $5,106 | 0.1% | $0.94 | — | CONV | 74348TAQ5 |
| — | NEXTERA ENERGY INC | 92,561 | $5,086 | 0.1% | $32.89 | — | CONV PFD | 65339F861 |
| — | NUANCE COMMUNICATIONS | 5,000,000 | $5,050 | 0.1% | $1.00 | — | CORP | 67020YAD2 |
| — | COMMERCIAL METALS CO | 5,326,000 | $5,033 | 0.1% | $0.95 | — | CORP | 201723AK9 |
| — | RADIO ONE INC | 5,000,000 | $4,981 | 0.1% | $1.00 | — | CORP | 75040PAS7 |
| — | AVATION CAPITAL SA | 5,000,000 | $4,950 | 0.1% | $0.99 | — | CORP | 05351QAA4 |
| — | EXELON CORP | 103,450 | $4,910 | 0.1% | $51.84 | — | CONV PFD | 30161N127 |
| GD | General Dynamics Corp | 34,000 | $4,817 | 0.1% | $110.30 | 0.0% | COM | 369550108 |
| — | CIT GROUP INC | 4,590,000 | $4,797 | 0.1% | $1.06 | — | CORP | 125581GH5 |
| — | ACCURAY INC | 4,659,000 | $4,759 | 0.1% | $1.10 | — | CONV | 004397AB1 |
| — | ENVESTNET INC | 4,794,000 | $4,663 | 0.1% | $1.03 | — | CONV | 29404KAA4 |
| — | SOTHEBY'S | 4,730,000 | $4,659 | 0.1% | $0.97 | — | CORP | 835898AF4 |
| — | SPRINT COMMUNICATIONS | 4,000,000 | $4,527 | 0.1% | $1.19 | — | CORP | 852061AK6 |
| HYG | iShares iBoxx $ High Yield Cor | 50,000 | $4,440 | 0.1% | $88.80 | — | COM | 464288513 |
| — | SUNPOWER CORP | 4,510,000 | $4,381 | 0.1% | $0.97 | — | CONV | 867652AJ8 |
| — | Dow Chemical Co/The | 85,000 | $4,349 | 0.1% | $45.61 | — | COM | 260543103 |
| — | VERTELLUS SPECIALTIES | 4,500,360 | $4,275 | 0.1% | $0.95 | — | TERM | 92531NAH7 |
| — | PBF HOLDING CO LLC | 4,000,000 | $4,250 | 0.1% | $1.05 | — | CORP | 69318FAB4 |
| — | ALLIANCE DATA SYSTEMS CO | 4,000,000 | $4,145 | 0.1% | $1.02 | — | CORP | 018581AE8 |
| — | HCA INC | 4,000,000 | $4,080 | 0.1% | $1.02 | — | CORP | 404119BN8 |
| — | MGM RESORTS INTL | 4,000,000 | $4,050 | 0.1% | $0.99 | — | CORP | 552953CB5 |
| UNP | Union Pacific Corp | 42,000 | $4,006 | 0.1% | $81.98 | 0.0% | COM | 907818108 |
| — | SANMINA CORP | 4,000,000 | $4,000 | 0.1% | $0.99 | — | CORP | 801056AA0 |
| — | BRISTOL-MYERS SQUIBB CO | 2,356,000 | $3,940 | 0.1% | $1.31 | — | CONV | 110122AN8 |
| — | CORRECTIONS CORP OF AMER | 4,000,000 | $3,940 | 0.1% | $0.97 | — | CORP | 22025YAP5 |
| CMI | Cummins Inc | 30,000 | $3,936 | 0.1% | $102.82 | 0.0% | COM | 231021106 |
| OXY | Occidental Petroleum Corp | 50,000 | $3,888 | 0.1% | $61.96 | -8.2% | COM | 674599105 |
| — | GRIFFON CORPORATION | 3,140,000 | $3,841 | 0.1% | $1.14 | — | CONV | 398433AD4 |
| — | Diamond Resorts International | 121,700 | $3,840 | 0.1% | $31.55 | — | COM | 25272T104 |
| — | United Technologies Corp | 34,000 | $3,772 | 0.1% | $110.94 | — | COM | 913017109 |
| — | NXP BV/NXP FUNDING LLC | 3,600,000 | $3,758 | 0.1% | $1.05 | — | CORP | 62947QAM0 |
| — | RESOURCE CAPITAL CORP | 3,967,000 | $3,662 | 0.1% | $1.00 | — | CONV | 76120WAA2 |
| — | REYNOLDS GRP ISS/REYNOLD | 3,500,000 | $3,596 | 0.1% | $1.03 | — | CORP | 761735AP4 |
| — | DOMINION RESOURCES INC | 65,500 | $3,526 | 0.1% | $0.07 | — | CONV PFD | 25746U885 |
| — | EQUINIX INC | 3,500,000 | $3,483 | 0.1% | $1.03 | — | CORP | 29444UAP1 |
| — | DANA HOLDING CORP | 3,500,000 | $3,456 | 0.0% | $1.02 | — | CORP | 235825AE6 |
| — | MASTEC INC | 3,725,000 | $3,418 | 0.0% | $0.94 | — | CORP | 576323AN9 |
| — | ARES CAPITAL CORP | 3,221,000 | $3,329 | 0.0% | $1.04 | — | CONV | 04010LAG8 |
| — | MEDIVATION INC | 1,495,000 | $3,317 | 0.0% | $1.32 | — | CONV | 58501NAA9 |
| — | Royal Dutch Shell PLC | 57,300 | $3,286 | 0.0% | $62.70 | — | COM | 780259107 |
| — | CHURCHILL DOWNS INC | 3,185,000 | $3,281 | 0.0% | $1.01 | — | CORP | 171484AB4 |
| — | HCA INC | 3,000,000 | $3,270 | 0.0% | $1.09 | — | CORP | 404121AE5 |
| — | ICONIX BRAND GROUP INC | 3,168,000 | $3,238 | 0.0% | $1.27 | — | CONV | 451055AF4 |
| — | CONSOL ENERGY INC | 3,750,000 | $3,206 | 0.0% | $0.89 | — | CORP | 20854PAL3 |
| — | Atmel Corp | 320,000 | $3,154 | 0.0% | $9.86 | — | COM | 049513104 |
| — | WEYERHAEUSER CO | 60,626 | $3,153 | 0.0% | $49.15 | — | CONV PFD | 962166872 |
| — | HILTON WORLDWIDE FIN LLC | 3,000,000 | $3,131 | 0.0% | $1.06 | — | CORP | 432891AD1 |
| — | MIDSTATES PETRO INC/LLC | 3,250,000 | $3,128 | 0.0% | $0.96 | — | CORP | 59804VAE5 |
| — | COTT BEVERAGES INC | 3,000,000 | $3,120 | 0.0% | $1.00 | — | CORP | 221643AJ8 |
| — | IASIS HEALTHCARE/CAP CRP | 3,000,000 | $3,113 | 0.0% | $1.03 | — | CORP | 45072PAD4 |
| — | CREDIT ACCEPTANC | 3,000,000 | $3,105 | 0.0% | $0.99 | — | CORP | 225310AJ0 |
| — | AUDATEX NORTH AMERICA IN | 3,000,000 | $3,094 | 0.0% | $1.06 | — | CORP | 05070GAE8 |
| — | EQUINIX INC | 3,000,000 | $3,045 | 0.0% | $1.04 | — | CORP | 29444UAL0 |
| BKD | Brookdale Senior Living Inc | 87,507 | $3,036 | 0.0% | $36.87 | 0.0% | COM | 112463104 |
| — | GENESIS ENERGY LP/GENESI | 3,000,000 | $3,009 | 0.0% | $1.00 | — | CORP | 37185LAG7 |
| — | BROOKFIELD RESIDENTIAL | 3,000,000 | $3,001 | 0.0% | $1.00 | — | CORP | 11283WAA2 |
| — | GlaxoSmithKline PLC | 71,500 | $2,978 | 0.0% | $42.74 | — | COM | 37733W105 |
| — | UNITED RENTALS NORTH AM | 3,000,000 | $2,970 | 0.0% | $1.04 | — | CORP | 911365BB9 |
| — | ELETSON HOLDINGS | 3,000,000 | $2,940 | 0.0% | $1.00 | — | CORP | 28620QAA1 |
| — | HEALTH CARE REIT INC | 49,412 | $2,937 | 0.0% | $4.66 | — | CONV PFD | 42217K601 |
| — | SPRINT CORP | 3,000,000 | $2,933 | 0.0% | $0.99 | — | CORP | 85207UAF2 |
| — | ALTICE SA | 3,000,000 | $2,910 | 0.0% | $1.05 | — | CORP | 02154VAA9 |
| — | DANAHER CORP | 1,163,000 | $2,893 | 0.0% | $1.84 | — | CONV | 235851AF9 |
| C | Citigroup Inc | 52,000 | $2,872 | 0.0% | $37.81 | +7.3% | COM | 172967424 |
| — | LAB CORP OF AMER HLDGS | 1,753,000 | $2,861 | 0.0% | $1.34 | — | CONV | 50540RAG7 |
| — | ALTA MESA HLDGS/FINANC S | 3,561,000 | $2,831 | 0.0% | $1.04 | — | CORP | 021332AC5 |
| — | EARTHLINK HOLDINGS CORP | 2,675,000 | $2,795 | 0.0% | $1.01 | — | CORP | 270321AE2 |
| — | OMNICARE INC | 2,500,000 | $2,700 | 0.0% | $1.06 | — | CORP | 681904AT5 |
| — | LAND O LAKES CAP TRST I | 2,500,000 | $2,669 | 0.0% | $0.98 | — | CORP | 514665AA6 |
| — | REGENCY ENERGY PART/FINA | 2,500,000 | $2,665 | 0.0% | $1.09 | — | CORP | 75886AAL2 |
| — | NAVIOS MARITIME ACQ CORP | 2,650,000 | $2,620 | 0.0% | $1.01 | — | CORP | 63938MAD8 |
| — | WATERJET HOLDINGS INC | 2,500,000 | $2,613 | 0.0% | $1.06 | — | CORP | 94155UAA7 |
| — | SAPPI PAPIER HOLDNG GMBH | 2,500,000 | $2,606 | 0.0% | $0.98 | — | CORP | 803071AA7 |
| — | MGM RESORTS INTL | 2,500,000 | $2,544 | 0.0% | $1.01 | — | CORP | 552953CC3 |
| — | ALLY FINANCIAL INC | 2,500,000 | $2,516 | 0.0% | $1.01 | — | CORP | 02005NAV2 |
| FNF | FNF Group | 67,500 | $2,497 | 0.0% | $17.29 | 0.0% | COM | 31620R303 |
| — | KENNEDY-WILSON INC | 2,500,000 | $2,494 | 0.0% | $1.00 | — | CORP | 489399AG0 |
| — | HEALTHSOUTH CORP | 2,500,000 | $2,494 | 0.0% | $1.02 | — | CORP | 421924BN0 |
| — | CELANESE US HOLDINGS LLC | 2,500,000 | $2,488 | 0.0% | $0.99 | — | CORP | 15089QAD6 |
| — | CALUMET SPECIALTY PROD | 2,500,000 | $2,475 | 0.0% | $0.99 | — | CORP | 131477AN1 |
| — | RAYONIER TRS HOLDINGS IN | 2,195,000 | $2,475 | 0.0% | $1.62 | — | CONV | 75508AAC0 |
| — | CLEAVER-BROOKS INC | 2,500,000 | $2,475 | 0.0% | $1.03 | — | CORP | 185401AD8 |
| — | ENERGIZER HOLDINGS INC | 2,500,000 | $2,475 | 0.0% | $0.99 | — | CORP | 29273AAA4 |
| — | E*TRADE FINANCIAL CORP | 2,500,000 | $2,463 | 0.0% | $0.99 | — | CORP | 269246BM5 |
| — | SPRINT INDUSTRIAL LLC | 3,000,000 | $2,430 | 0.0% | $0.94 | — | TERM | 85208BAE6 |
| — | CONTINENTAL RESOURCES | 2,500,000 | $2,414 | 0.0% | $0.97 | — | CORP | 212015AL5 |
| — | FIRST QUANTUM MINERALS L | 2,505,000 | $2,408 | 0.0% | $0.96 | — | CORP | 335934AF2 |
| — | YANDEX NV | 2,744,000 | $2,371 | 0.0% | $0.83 | — | CONV | 98474TAB3 |
| — | INCYTE CORP LTD | 1,151,000 | $2,356 | 0.0% | $1.50 | — | CONV | 45337CAM4 |
| — | VERSO PAPER HLDG LLC/INC | 4,000,000 | $2,320 | 0.0% | $0.58 | — | CORP | 92531XBB7 |
| ALLY | Ally Financial Inc | 103,302 | $2,317 | 0.0% | $16.70 | +0.8% | COM | 02005N100 |
| — | AVINTIV SPECIALTY MATERI | 2,500,000 | $2,309 | 0.0% | $0.95 | — | CORP | 731745AM7 |
| — | NorthStar Realty Finance Corp | 142,025 | $2,258 | 0.0% | $17.74 | — | COM | 66704R704 |
| — | APPVION INC | 3,500,000 | $2,223 | 0.0% | $0.93 | — | CORP | 03834LAA7 |
| — | NRG YIELD INC | 2,000,000 | $2,168 | 0.0% | $1.13 | — | CONV | 62942XAA6 |
| — | Hawaiian Telcom Holdco Inc | 82,383 | $2,150 | 0.0% | $26.84 | — | COM | 420031106 |
| — | CARLSON WAGONLIT BV | 2,000,000 | $2,113 | 0.0% | $1.03 | — | CORP | 142812AB2 |
| — | ALLIED SPECIALTY VEHICLE | 2,000,000 | $2,090 | 0.0% | $1.02 | — | CORP | 019517AA9 |
| — | TOWNSQUARE MEDIA INC | 2,100,000 | $2,087 | 0.0% | $1.01 | — | CORP | 892231AA9 |
| TAP | Molson Coors Brewing Co | 29,845 | $2,083 | 0.0% | $57.32 | 0.0% | COM | 60871R209 |
| — | FIRST DATA CORPORATION | 1,862,000 | $2,071 | 0.0% | $1.16 | — | CORP | 319963BG8 |
| — | VALEANT PHARMACEUTICALS | 2,000,000 | $2,063 | 0.0% | $1.03 | — | CORP | 91831AAC5 |
| — | TESORO CORP | 2,000,000 | $2,040 | 0.0% | $1.01 | — | CORP | 881609AZ4 |
| — | COVENANT SURGICAL PARTNE | 2,000,000 | $2,037 | 0.0% | $1.00 | — | CORP | 22284YAA4 |
| — | CASELLA WASTE SYSTEMS IN | 2,000,000 | $2,030 | 0.0% | $1.00 | — | CORP | 147448AG9 |
| — | ALZA CORP | 1,512,000 | $2,027 | 0.0% | $1.20 | — | CONV | 02261WAB5 |
| — | SHUTTERFLY INC | 2,000,000 | $2,022 | 0.0% | $1.01 | — | CONV | 82568PAB2 |
| — | QUINTILES TRANSNATIONAL | 2,000,000 | $2,015 | 0.0% | $1.01 | — | CORP | 748767AF7 |
| — | MASCO CORP | 2,000,000 | $2,010 | 0.0% | $1.03 | — | CORP | 574599BJ4 |
| — | NUMERICABLE-SFR SAS | 2,000,000 | $1,985 | 0.0% | $1.00 | — | CORP | 67054LAA5 |
| — | AHERN RENTALS INC | 2,000,000 | $1,985 | 0.0% | $0.99 | — | CORP | 008674AH6 |
| — | SPEEDWAY MOTORSPORTS INC | 2,000,000 | $1,980 | 0.0% | $0.99 | — | CORP | 847788AT3 |
| — | COMPASS MINERALS INTERNA | 2,000,000 | $1,980 | 0.0% | $1.00 | — | CORP | 20451NAE1 |
| — | NAVIOS MARITIME HLDS/FIN | 2,250,000 | $1,958 | 0.0% | $0.96 | — | CORP | 639365AG0 |
| — | iStar Financial Inc | 146,200 | $1,947 | 0.0% | $13.32 | — | COM | 45031U101 |
| — | PROJECT HOMESTAKE MERGER | 2,000,000 | $1,945 | 0.0% | $1.00 | — | CORP | 74339KAA0 |
| — | LEVEL 3 FINANCING INC | 2,000,000 | $1,930 | 0.0% | $0.96 | — | CORP | 527298BG7 |
| — | VIASAT INC | 1,805,000 | $1,913 | 0.0% | $1.04 | — | CORP | 92552VAF7 |
| — | ST BARBARA LTD | 2,000,000 | $1,910 | 0.0% | $0.92 | — | CORP | 852278AA8 |
| — | CENVEO CORP | 2,250,000 | $1,890 | 0.0% | $0.75 | — | CORP | 15671BAL5 |
| — | WEST CORP | 2,000,000 | $1,878 | 0.0% | $0.98 | — | CORP | 952355AN5 |
| CLH | Clean Harbors Inc | 34,907 | $1,876 | 0.0% | $52.23 | +6.9% | COM | 184496107 |
| — | MOLINA HEALTHCARE INC | 1,046,000 | $1,852 | 0.0% | $1.13 | — | CONV | 60855RAC4 |
| — | VERSO PAPER HLDG LLC/INC | 3,000,000 | $1,830 | 0.0% | $0.98 | — | CORP | 92531XAP7 |
| ABBV | AbbVie Inc | 27,200 | $1,828 | 0.0% | $40.60 | +4.3% | COM | 00287Y109 |
| — | CENTURYLINK INC | 2,000,000 | $1,813 | 0.0% | $0.96 | — | CORP | 156700AY2 |
| EPC | Edgewell Personal Care Co | 13,750 | $1,809 | 0.0% | $93.45 | 0.0% | COM | 28035Q102 |
| — | BOISE CASCADE COMPANY | 1,700,000 | $1,800 | 0.0% | $1.01 | — | CORP | 09739DAA8 |
| — | FRONTIER COMMUNICATIONS | 2,000,000 | $1,775 | 0.0% | $0.89 | — | CORP | 35906AAN8 |
| — | ENERGY XXI GULF COAST IN | 2,000,000 | $1,760 | 0.0% | $0.88 | — | CORP | 29276KAV3 |
| — | FIRST DATA CORPORATION | 1,500,000 | $1,736 | 0.0% | $1.20 | — | CORP | 319963BB9 |
| — | CAESARS GROWTH PROPERTIE | 2,000,000 | $1,713 | 0.0% | $0.86 | — | TERM | 12768QAB5 |
| — | FMG RESOURCES AUG 2006 | 2,000,000 | $1,695 | 0.0% | $0.91 | — | CORP | 30251GAH0 |
| — | FIRST CASH FINANCIAL SER | 1,500,000 | $1,586 | 0.0% | $1.05 | — | CORP | 31942DAB3 |
| — | JURASSIC HOLDINGS III | 2,000,000 | $1,570 | 0.0% | $0.79 | — | CORP | 48207WAA7 |
| — | DISPENSING DYNAMICS INTL | 1,500,000 | $1,560 | 0.0% | $1.02 | — | CORP | 25471QAA7 |
| LEN | Lennar Corp | 30,500 | $1,557 | 0.0% | $41.74 | 0.0% | COM | 526057104 |
| — | FMG RESOURCES AUG 2006 | 1,500,000 | $1,553 | 0.0% | $1.04 | — | CORP | 30251GAS6 |
| — | SESI LLC | 1,500,000 | $1,533 | 0.0% | $1.03 | — | CORP | 78412FAL8 |
| CRM | Salesforce.com inc | 22,000 | $1,532 | 0.0% | $70.36 | 0.0% | COM | 79466L302 |
| — | STARZ LLC/STARZ FIN CORP | 1,500,000 | $1,523 | 0.0% | $1.01 | — | CORP | 85571NAB5 |
| — | GLOBAL PART/GLP FINANCE | 1,500,000 | $1,448 | 0.0% | $0.97 | — | CORP | 37954FAB0 |
| — | CARAUSTAR INDUSTRIES INC | 1,419,260 | $1,425 | 0.0% | $1.02 | — | TERM | 14076CAB9 |
| — | FIAT CHRYSLER AUTOMOBILE | 1,400,000 | $1,376 | 0.0% | $0.98 | — | CORP | 31562QAD9 |
| — | PROSPECT CAPITAL CORP | 1,353,000 | $1,363 | 0.0% | $1.04 | — | CONV | 74348TAM4 |
| — | HEXION INC | 1,500,000 | $1,361 | 0.0% | $0.91 | — | CORP | 428303AJ0 |
| — | SYNOVUS FINANCIAL CORP | 1,312,000 | $1,345 | 0.0% | $1.02 | — | CORP | 87161CAG0 |
| — | AIRTRAN HOLDINGS INC | 550,000 | $1,334 | 0.0% | $2.93 | — | CONV | 00949PAD0 |
| — | Charter Communications Inc | 7,700 | $1,319 | 0.0% | $171.30 | — | COM | 16117M305 |
| — | LEVI STRAUSS & CO | 1,340,000 | $1,303 | 0.0% | $0.97 | — | CORP | 52736RBF8 |
| TSN | Tyson Foods Inc | 29,500 | $1,258 | 0.0% | $32.01 | 0.0% | COM | 902494103 |
| — | TELESAT CANADA/TELESAT L | 1,200,000 | $1,223 | 0.0% | $1.02 | — | CORP | 87952VAJ5 |
| — | TPG SPECIALTY LENDING IN | 1,163,000 | $1,169 | 0.0% | $1.01 | — | CONV | 87265KAB8 |
| INCY | Incyte Corp | 11,200 | $1,167 | 0.0% | $103.51 | 0.0% | COM | 45337C102 |
| LAMR | Lamar Advertising Co | 20,000 | $1,150 | 0.0% | $53.65 | — | COM | 512816109 |
| — | TENET HEALTHCARE CORP | 1,000,000 | $1,096 | 0.0% | $1.12 | — | CORP | 88033GCE8 |
| — | ACI WORLDWIDE INC | 1,000,000 | $1,056 | 0.0% | $1.06 | — | CORP | 004498AA9 |
| — | DPX HOLDINGS BV | 1,000,000 | $1,046 | 0.0% | $1.03 | — | CORP | 46590GAA1 |
| — | OUTFRONT MEDIA CAP LLC/C | 1,000,000 | $1,026 | 0.0% | $1.05 | — | CORP | 69007TAA2 |
| — | MGM Holdings Inc | 12,781 | $1,026 | 0.0% | $77.72 | — | COM | 55303C101 |
| — | CENVEO CORP | 1,000,000 | $1,024 | 0.0% | $0.92 | — | CORP | 15671BAG6 |
| — | LAREDO PETROLEUM INC | 1,000,000 | $1,023 | 0.0% | $1.00 | — | CORP | 516806AE6 |
| — | REGAL ENTERTAINMENT GRP | 1,000,000 | $1,015 | 0.0% | $0.96 | — | CORP | 758766AH2 |
| — | GCI INC | 1,000,000 | $1,015 | 0.0% | $1.01 | — | CORP | 36155WAK2 |
| — | BALL CORP | 1,000,000 | $990 | 0.0% | $0.99 | — | CORP | 058498AT3 |
| — | DUPONT FABROS TECH LP | 1,000,000 | $988 | 0.0% | $0.99 | — | CORP | 26613TAF7 |
| — | BROOKFIELD RESIDENTIAL | 1,000,000 | $985 | 0.0% | $0.98 | — | CORP | 11283WAC8 |
| — | JEFFERIES FIN LLC / JFIN | 1,000,000 | $980 | 0.0% | $0.93 | — | CORP | 47232MAB8 |
| — | RANGE RESOURCES CORP | 1,000,000 | $975 | 0.0% | $0.97 | — | CORP | 75281AAR0 |
| — | VISTAJET MALTA FIN / VIS | 1,000,000 | $965 | 0.0% | $0.96 | — | CORP | 92840KAA4 |
| — | BALL CORP | 1,000,000 | $933 | 0.0% | $0.93 | — | CORP | 058498AS5 |
| — | SPRINT COMMUNICATIONS | 1,000,000 | $916 | 0.0% | $0.92 | — | CORP | 852061AS9 |
| — | Hospitality Properties Trust | 30,300 | $873 | 0.0% | $28.32 | — | COM | 44106M102 |
| — | DISH Network Corp | 12,000 | $813 | 0.0% | $62.82 | — | COM | 25470M109 |
| — | NAVIOS MARITIME HLDS/FIN | 1,000,000 | $789 | 0.0% | $0.95 | — | CORP | 639365AF2 |
| — | DUPONT FABROS TECH LP | 750,000 | $763 | 0.0% | $1.03 | — | CORP | 26613TAE0 |
| MOH | Molina Healthcare Inc | 10,000 | $703 | 0.0% | $66.88 | 0.0% | COM | 60855R100 |
| GBX | Greenbrier Cos Inc/The | 15,000 | $703 | 0.0% | $41.66 | +6.3% | COM | 393657101 |
| VZ | Verizon Communications Inc | 15,000 | $699 | 0.0% | $27.71 | +2.2% | COM | 92343V104 |
| — | W & T OFFSHORE INC | 1,000,000 | $699 | 0.0% | $1.06 | — | CORP | 92922PAC0 |
| NOW | ServiceNow Inc | 9,000 | $669 | 0.0% | $15.03 | +2.7% | COM | 81762P102 |
| — | SUNEDISON INC | 317,000 | $663 | 0.0% | $1.88 | — | CONV | 86732YAC3 |
| — | Time Warner Inc | 7,000 | $612 | 0.0% | $85.27 | — | COM | 887317303 |
| MCHI | iShares MSCI China ETF | 10,580 | $593 | 0.0% | $56.05 | — | COM | 46429B671 |
| — | LIVE NATION ENTERTAINMEN | 550,000 | $587 | 0.0% | $1.05 | — | CORP | 538034AF6 |
| — | PROOFPOINT INC | 339,000 | $573 | 0.0% | $1.38 | — | CONV | 743424AB9 |
| — | Seadrill Ltd | 3,333 | $541 | 0.0% | — | — | Put | 022416162 |
| — | Receptos Inc | 2,800 | $532 | 0.0% | $190.00 | — | COM | 756207106 |
| — | ENCORE CAPITAL GROUP INC | 494,000 | $532 | 0.0% | $1.11 | — | CONV | 292554AF9 |
| — | GREYSTAR REAL ESTATE PAR | 500,000 | $530 | 0.0% | $1.02 | — | CORP | 39807UAA4 |
| — | FAMILY TREE ESCROW LLC | 500,000 | $525 | 0.0% | $1.06 | — | CORP | 30706VAA3 |
| — | STERIGENICS-NORDION HOLD | 500,000 | $509 | 0.0% | $1.02 | — | CORP | 85917DAA2 |
| — | LIN TELEVISION CORP | 500,000 | $508 | 0.0% | $0.99 | — | CORP | 58441LAA6 |
| — | KLX INC | 500,000 | $507 | 0.0% | $1.01 | — | CORP | 482539AA1 |
| — | TESORO CORP | 500,000 | $505 | 0.0% | $1.01 | — | CORP | 881609BA8 |
| — | CONCORDIA HEALTHCARE COR | 500,000 | $501 | 0.0% | $1.00 | — | CORP | 206519AA8 |
| — | New Oriental Education & Techn | 20,000 | $490 | 0.0% | $24.50 | — | COM | 647581107 |
| — | IHEARTCOMMUNICATIONS INC | 500,000 | $488 | 0.0% | $1.03 | — | CORP | 184502BN1 |
| — | Agenus Inc | 50,000 | $432 | 0.0% | $5.13 | — | COM | 00847G705 |
| — | WRIGHT MEDICAL GROUP INC | 360,000 | $426 | 0.0% | $1.28 | — | CONV | 98235TAC1 |
| — | VISHAY INTERTECHNOLOGY | 511,000 | $384 | 0.0% | $0.91 | — | CONV | 928298AJ7 |
| — | A SCHULMAN INC | 334,000 | $342 | 0.0% | $1.02 | — | CORP | 808194AA2 |
| — | COWEN GROUP INC | 273 | $305 | 0.0% | $1117.22 | — | CONV PFD | 223622408 |
| — | MICROCHIP TECHNOLOGY INC | 154,000 | $294 | 0.0% | $1.55 | — | CONV | 595017AB0 |
| — | HUGHES SATELITE SYSTEMS | 270,000 | $294 | 0.0% | $1.06 | — | CORP | 444454AB8 |
| URI | United Rentals Inc | 3,050 | $267 | 0.0% | $87.06 | +6.5% | COM | 911363109 |
| IWM | iShares Russell 2000 ETF | 1,425 | $253 | 0.0% | — | — | Put | 464287655 |
| — | TESARO Inc | 4,119 | $242 | 0.0% | $58.75 | — | COM | 881569107 |
| — | UNIVISION COMMUNICATIONS | 250,000 | $242 | 0.0% | $1.02 | — | CORP | 914906AS1 |
| — | WESTERN REFINING/WNRL FI | 200,000 | $207 | 0.0% | $1.02 | — | CORP | 95931TAA8 |
| — | IGI Laboratories Inc | 30,000 | $189 | 0.0% | $6.30 | — | COM | 449575109 |
| — | CenturyLink Inc | 670 | $178 | 0.0% | — | — | Put | 156700106 |
| — | TELEFLEX INC | 59,000 | $130 | 0.0% | $1.45 | — | CONV | 879369AA4 |
| SPY | SPDR S&P 500 ETF Trust | 920 | $105 | 0.0% | — | — | Put | 78462F103 |
| — | Synergy Pharmaceuticals Inc | 585 | $102 | 0.0% | — | — | Call | 871639308 |
| — | USG CORP | 100,000 | $100 | 0.0% | $1.02 | — | CORP | 903293BD9 |
| BMRN | BioMarin Pharmaceutical Inc | 602 | $82 | 0.0% | $98.58 | +25.7% | COM | 09061G101 |
| — | Varian Medical Systems Inc | 525 | $77 | 0.0% | — | — | Put | 92220P105 |
| — | Agenus Inc | 1,175 | $63 | 0.0% | $5.13 | — | Call | 00847G705 |
| — | Twitter Inc | 1,725 | $61 | 0.0% | — | — | Put | 90184L102 |
| LAB | Fluidigm Corp | 2,500 | $61 | 0.0% | $31.56 | 0.0% | COM | 34385P108 |
| BMRN | BioMarin Pharmaceutical Inc | 300 | $58 | 0.0% | $98.58 | +25.7% | Call | 09061G101 |
| — | Weight Watchers International | 1,500 | $56 | 0.0% | — | — | Put | 948626106 |
| HYG | iShares iBoxx $ High Yield Cor | 500 | $56 | 0.0% | $88.80 | — | Put | 464288513 |
| — | Depomed Inc | 1,200 | $56 | 0.0% | $21.00 | — | Call | 249908104 |
| — | Citrix Systems Inc | 300 | $54 | 0.0% | — | — | Call | 177376100 |
| DIA | SPDR Dow Jones Industrial Aver | 500 | $53 | 0.0% | — | — | Call | 78467X109 |
| — | Xilinx Inc | 1,714 | $51 | 0.0% | $44.16 | — | Call | 983919101 |
| WMT | Wal-Mart Stores Inc | 420 | $45 | 0.0% | $20.88 | 0.0% | Call | 931142103 |
| ABBV | AbbVie Inc | 1,000 | $44 | 0.0% | $40.60 | +4.3% | Call | 00287Y109 |
| — | Ctrip.com International Ltd | 300 | $44 | 0.0% | — | — | Put | 22943F100 |
| — | Qihoo 360 Technology Co Ltd | 500 | $44 | 0.0% | — | — | Put | 74734M109 |
| — | Medivation Inc | 401 | $40 | 0.0% | — | — | Call | 58501N101 |
| AMD | Advance Micro Devices | 15,000 | $36 | 0.0% | $2.42 | 0.0% | CONV PFD | 007903107 |
| TMO | Thermo Fisher Scientific Inc | 390 | $36 | 0.0% | — | — | Call | 883556102 |
| — | Yahoo! Inc | 1,100 | $36 | 0.0% | $39.39 | — | Put | 984332106 |
| — | Alcatel-Lucent | 3,475 | $35 | 0.0% | — | — | Call | 013904305 |
| ING | ING Groep NV | 600 | $35 | 0.0% | — | — | Call | 456837103 |
| — | Receptos Inc | 60 | $34 | 0.0% | $190.00 | — | Call | 756207106 |
| AMD | Advanced Micro Devices Inc | 500 | $32 | 0.0% | $2.42 | 0.0% | Put | 007903107 |
| LEA | Lear Corp | 251 | $28 | 0.0% | $94.96 | 0.0% | COM | 521865204 |
| — | Whole Foods Market Inc | 1,230 | $28 | 0.0% | — | — | Call | 966837106 |
| — | SanDisk Corp | 155 | $28 | 0.0% | — | — | Put | 80004C101 |
| GILD | Gilead Sciences Inc | 246 | $27 | 0.0% | $72.43 | +4.9% | Call | 375558103 |
| — | Chesapeake Energy Corp | 600 | $26 | 0.0% | — | — | Put | 165167107 |
| — | IGI Laboratories Inc | 200 | $26 | 0.0% | $6.30 | — | Call | 449575109 |
| FNF | FNF Group | 760 | $26 | 0.0% | $17.29 | 0.0% | Call | 31620R303 |
| — | Yahoo! Inc | 660 | $26 | 0.0% | $39.39 | — | COM | 984332106 |
| — | Clovis Oncology Inc | 300 | $23 | 0.0% | — | — | Call | 189464100 |
| — | Penn Virginia Corp | 300 | $23 | 0.0% | — | — | Put | 707882106 |
| C | Citigroup Inc | 2,000 | $23 | 0.0% | $37.81 | +7.3% | Call | 172967424 |
| XLF | Financial Select Sector SPDR F | 600 | $22 | 0.0% | — | — | Call | 81369Y605 |
| — | Depomed Inc | 1,000 | $21 | 0.0% | $21.00 | — | COM | 249908104 |
| INTC | Intel Corp | 210 | $21 | 0.0% | — | — | Put | 458140100 |
| — | TESARO Inc | 122 | $20 | 0.0% | $58.75 | — | Call | 881569107 |
| URI | United Rentals Inc | 120 | $18 | 0.0% | $87.06 | +6.5% | Call | 911363109 |
| MOH | Molina Healthcare Inc | 600 | $17 | 0.0% | $66.88 | 0.0% | Call | 60855R100 |
| CIEN | Ciena Corp | 1,000 | $17 | 0.0% | $17.77 | +28.6% | Call | 171779309 |
| — | Iconix Brand Group Inc | 370 | $17 | 0.0% | — | — | Put | 451055107 |
| — | Cornerstone OnDemand Inc | 165 | $16 | 0.0% | — | — | Call | 21925Y103 |
| — | Hanesbrands Inc | 365 | $16 | 0.0% | — | — | Call | 410345102 |
| — | DISH Network Corp | 54 | $16 | 0.0% | $62.82 | — | Put | 25470M109 |
| — | Noble Energy Inc | 500 | $15 | 0.0% | — | — | Call | 655044105 |
| LAB | Fluidigm Corp | 200 | $15 | 0.0% | $31.56 | 0.0% | Put | 34385P108 |
| — | CUMULUS MEDIA INC-CL A | 7,103,000 | $15 | 0.0% | $0.00 | — | TERM | 231082116 |
| — | Agenus Inc | 500 | $15 | 0.0% | $5.13 | — | Put | 00847G705 |
| — | TIBCO SOFTWARE INC | 14,000 | $14 | 0.0% | $0.99 | — | CONV | 88632QAB9 |
| — | Frontier Communications Corp | 500 | $14 | 0.0% | — | — | Put | 35906A108 |
| — | HealthSouth Corp | 76 | $13 | 0.0% | — | — | Call | 421924309 |
| — | Chesapeake Energy Corp | 1,000 | $13 | 0.0% | — | — | Call | 165167107 |
| — | Energy XXI Ltd | 500 | $11 | 0.0% | — | — | Put | 048521614 |
| SPY | SPDR S&P 500 ETF Trust | 600 | $11 | 0.0% | — | — | Call | 78462F103 |
| — | Aeropostale Inc | 1,000 | $10 | 0.0% | — | — | Put | 007865108 |
| — | Juniper Networks Inc | 2,306 | $10 | 0.0% | — | — | Call | 48203R104 |
| LAB | Fluidigm Corp | 150 | $10 | 0.0% | $31.56 | 0.0% | Call | 34385P108 |
| — | Cigna Corp | 500 | $9 | 0.0% | $162.01 | — | Call | 125509109 |
| BAC | Bank of America Corp | 600 | $9 | 0.0% | — | — | Call | 060505104 |
| — | Cempra Inc | 600 | $9 | 0.0% | $34.27 | — | Call | 15130J109 |
| — | Atmel Corp | 250 | $8 | 0.0% | $9.86 | — | Call | 049513104 |
| — | YY Inc | 250 | $8 | 0.0% | — | — | Put | 98426T106 |
| — | SunEdison Inc | 500 | $8 | 0.0% | — | — | Put | 86732Y109 |
| TSN | Tyson Foods Inc | 200 | $6 | 0.0% | $32.01 | 0.0% | Call | 902494103 |
| — | SHENGDATECH INC | 2,975,000 | $6 | 0.0% | $0.01 | — | CONV | 823213AD5 |
| FNF | FNF Group | 350 | $5 | 0.0% | $17.29 | 0.0% | Put | 31620R303 |
| — | Caesars Entertainment Corp | 500 | $4 | 0.0% | — | — | Call | 127686103 |
| NOW | ServiceNow Inc | 78 | $3 | 0.0% | $15.03 | +2.7% | Call | 81762P102 |
| — | GlaxoSmithKline PLC | 250 | $3 | 0.0% | $42.74 | — | Call | 37733W105 |
| AKAM | Akamai Technologies Inc | 550 | $3 | 0.0% | — | — | Call | 00971T101 |
| — | Red Hat Inc | 150 | $2 | 0.0% | $71.99 | — | Call | 756577102 |
| PFE | Pfizer Inc | 750 | $2 | 0.0% | $17.55 | +18.4% | Call | 717081103 |
| MSFT | Microsoft Corp | 558 | $2 | 0.0% | — | — | Call | 594918104 |
| QCOM | QUALCOMM Inc | 200 | $1 | 0.0% | $50.31 | 0.0% | Call | 747525103 |
| — | Cempra Inc | 97 | $0 | 0.0% | $34.27 | — | Put | 15130J109 |