13F-HR filed by ADVENT CAPITAL MANAGEMENT /DE/
ADVENT CAPITAL MANAGEMENT /DE/ filed this 13F-HR for the quarter ended 2013-12-31, filed 2014-02-11, with 602 holding rows worth $7,944,260,000.
- Accession
- 0001140361-14-005747
- Filer
- CIK 1097278
- Filed
- 2014-02-11
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2013
A holdings report, 602 entries on the cover page, a total value of $7,944,260,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $7,944,260,000 with VALUE read as thousands by filing date, 13F file number 028-05049. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| GLENCORE FINANCE EUROPE | EI2132369 | CONV | 118,700,000 | $133,048,000 | thousands by filing date | principal |
| YAHOO INC 0% 12/01/2018 | 984332AE6 | CONB | 94,759,000 | $98,110,000 | thousands by filing date | principal |
| CLEARWIRE COMMUNICATIONS LLC | 18538TAG4 | CONV BND | 72,119,000 | $83,705,000 | thousands by filing date | principal |
| PROLOGIS INC 3.250 | 74340XAT8 | NOTE 3.250% 3/1 | 69,011,000 | $77,609,000 | thousands by filing date | principal |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 55,652,000 | $77,315,000 | thousands by filing date | principal |
| ARCHER DANIELS MIDLAND CO | 039483AW2 | NOTE 0.875% 2/1 | 72,344,000 | $76,138,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AY9 | NOTE 3.000%11/1 | 74,694,000 | $73,807,000 | thousands by filing date | principal |
| GILEAD SCIENCES INC | 375558AP8 | CORPORATE OBLIG | 22,231,000 | $73,384,000 | thousands by filing date | principal |
| MGM RESORTS INTL | 55303QAE0 | CORPORATE OBLIG | 51,431,000 | $70,518,000 | thousands by filing date | principal |
| US STEEL CORP | 912909AE8 | NOTE | 64,264,000 | $68,517,000 | thousands by filing date | principal |
| FOREST CITY ENTERPRISES | 345550AP2 | NOTE | 56,678,000 | $63,263,000 | thousands by filing date | principal |
| SIEMENS FINANCIERINGSMAT | EJ0195366 | CONV | 54,500,000 | $63,130,000 | thousands by filing date | principal |
| DDR CORP | 251591AX1 | NOTE | 56,252,000 | $62,815,000 | thousands by filing date | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 45,688,000 | $62,007,000 | thousands by filing date | principal |
| NVIDIA CORP 10000% 12/01/2018 | 67066GAB0 | CONB | 60,300,000 | $61,762,000 | thousands by filing date | principal |
| ROYAL GOLD INC | 780287AA6 | NOTE | 64,084,000 | $61,388,000 | thousands by filing date | principal |
| LUKOIL INTL FINANCE BV | EI5065947 | CONV | 54,500,000 | $59,010,000 | thousands by filing date | principal |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 33,962,000 | $56,854,000 | thousands by filing date | principal |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 57,470,000 | $56,521,000 | thousands by filing date | principal |
| CIENA CORP | 171779AE1 | NOTE | 54,759,000 | $56,324,000 | thousands by filing date | principal |
| ENDO HEALTH SOLUTIONS INC | 29264FAB2 | BOND | 24,043,000 | $55,694,000 | thousands by filing date | principal |
| NEWMONT MINING CORP | 651639AJ5 | NOTE 1.625% 7/1 | 53,861,000 | $55,427,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP CVP 144 | 165167776 | CONVERT | 47,172 | $55,108,000 | thousands by filing date | principal |
| TOLL BROS FIN CORP | 88947EAM2 | NOTE 0.500% 9/1 | 52,113,000 | $54,656,000 | thousands by filing date | principal |
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 48,026,000 | $53,605,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 48,048 | $53,333,000 | thousands by filing date | principal |
| UNITED TECHNOLOGIES CORP | 913017117 | UNIT 99/99/9999 | 809,717 | $53,309,000 | thousands by filing date | principal |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 59,820,000 | $53,171,000 | thousands by filing date | principal |
| Illumina Inc | 452327AC3 | CONV | 37,681,000 | $52,353,000 | thousands by filing date | principal |
| ALCATEL-LUCENT | EJ7354495 | CONV | 10,077,093 | $52,316,000 | thousands by filing date | principal |
| NORTHSTAR REALTY FIN | 66705PAC7 | CONV | 37,481,000 | $51,510,000 | thousands by filing date | principal |
| SALIX PHARMACEUTICAL 1.500 | 795435AE6 | NOTE 1.500% 3/ | 34,525,000 | $51,504,000 | thousands by filing date | principal |
| ADVANCED MICRO DEVICES | 007903AL1 | CORPORATE OBLIG | 49,065,000 | $51,477,000 | thousands by filing date | principal |
| AMG CAPITAL TRUST II | 00170F209 | CONVERT | 811,107 | $50,931,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAF8 | NOTE 1.500%10/1 | 46,800,000 | $50,350,000 | thousands by filing date | principal |
| LIFEPOINT HEALTH INC | 53219LAH2 | CORPORATE OBLIG | 46,003,000 | $50,087,000 | thousands by filing date | principal |
| Liberty Interactive Llc | 530610AB0 | CONV | 47,101,000 | $49,847,000 | thousands by filing date | principal |
| PRICELINE COM INC (PCLN)CVT 14 | 741503AR7 | CONVERT | 42,623,000 | $48,628,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290AV5 | NOTE | 40,823,000 | $48,253,000 | thousands by filing date | principal |
| LINEAR TECH INC | 535678AC0 | CORPORATE OBLIG | 41,702,000 | $47,604,000 | thousands by filing date | principal |
| ENN ENERGY HOLDINGS LTD | EJ5367564 | CONV | 36,750,000 | $47,201,000 | thousands by filing date | principal |
| BOSTON PROPERTIE LP CVT 3.625 | 10112RAM6 | CONVERT | 46,121,000 | $46,324,000 | thousands by filing date | principal |
| SINA CORP | 82922RAC7 | CONV | 44,306,000 | $45,053,000 | thousands by filing date | principal |
| JARDEN CORP | 471109AJ7 | CONV | 36,870,000 | $44,982,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AH8 | NOTE 2.625%12/1 | 40,546,000 | $44,837,000 | thousands by filing date | principal |
| ALLEGHENY TECHNOLOGIES INC | 01741RAD4 | NOTE | 42,663,000 | $44,021,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAE1 | NOTE 0.750%10/1 | 39,691,000 | $42,286,000 | thousands by filing date | principal |
| NOKIA OYJ | EJ4168971 | CONV | 12,900,000 | $42,049,000 | thousands by filing date | principal |
| NAVISTAR INTL CORP | 63934EAL2 | NOTE | 40,957,000 | $42,022,000 | thousands by filing date | principal |
| WALTER INVESTMENT MANAGEMENT | 93317WAA0 | CNV | 41,563,000 | $41,598,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS | 67020YAF7 | CORPORATE OBLIG | 42,605,000 | $41,505,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 28,424,000 | $41,428,000 | thousands by filing date | principal |
| SanDisk Corp. | 80004CAE1 | CONV | 41,350,000 | $41,090,000 | thousands by filing date | principal |
| JEFFERIES GROUP INC | 472319AG7 | CORPORATE OBLIG | 38,548,000 | $40,933,000 | thousands by filing date | principal |
| VOLCANO CORP | 928645AB6 | CORPORATE OBLIG | 41,261,000 | $40,841,000 | thousands by filing date | principal |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 36,547,000 | $40,469,000 | thousands by filing date | principal |
| MNV ZRT | EJ9244249 | CONV | 28,400,000 | $40,427,000 | thousands by filing date | principal |
| IXIA | 45071RAB5 | NOTE 3.000%12/1 | 36,100,000 | $39,153,000 | thousands by filing date | principal |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 28,437,000 | $38,603,000 | thousands by filing date | principal |
| KEYCORP NEW | 493267405 | PFD 7.75% SR A | 298,443 | $38,586,000 | thousands by filing date | principal |
| HOLOGIC INC 2.000 | 436440AB7 | FRNT 2.000%12/1 | 33,011,000 | $38,540,000 | thousands by filing date | principal |
| MEDIVATION INC | 58501NAA9 | NOTE | 26,213,000 | $38,187,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS INC | 67020YAB6 | DBCV 2.750% 8/1 | 36,047,000 | $37,963,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167CB1 | NOTE 2.250%12/1 | 40,418,000 | $37,745,000 | thousands by filing date | principal |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 35,242 | $37,392,000 | thousands by filing date | principal |
| XILINX INC 2.625 | 983919AF8 | NOTE 2.625% 6/1 | 23,177,000 | $37,091,000 | thousands by filing date | principal |
| BENI STABILI SPA | EJ5068006 | CONV | 25,500,000 | $36,701,000 | thousands by filing date | principal |
| BROOKDALE SENIOR LIVING | 112463AA2 | NOTE | 30,841,000 | $36,616,000 | thousands by filing date | principal |
| GENERAL MTRS CO COM | 37045V100 | Stock | 873,539 | $35,702,000 | thousands by filing date | principal |
| SALESFORCE.COM INC(CRM) CVT144 | 79466LAC8 | CONVERT | 32,767,000 | $35,637,000 | thousands by filing date | principal |
| CIENA CORP | 171779AK7 | DEBT 4.000%12/1 | 23,575,000 | $34,793,000 | thousands by filing date | principal |
| INTL GAME TECH 3.250 | 459902AQ5 | NOTE 3.250% 5/0 | 32,673,000 | $34,741,000 | thousands by filing date | principal |
| Forest City Enterprises, Inc. | 345550AQ0 | CONV | 32,720,000 | $33,627,000 | thousands by filing date | principal |
| METLIFE INC | 59156R116 | PREFERRED STOCK | 1,055,471 | $33,290,000 | thousands by filing date | principal |
| OHL INVESTMENTS SA | EJ6118495 | CONV | 23,200,000 | $33,286,000 | thousands by filing date | principal |
| Alexandria Real Estate E. | 015271505 | CONVERTIBLE PREFERRED STOCK | 1,319,691 | $33,124,000 | thousands by filing date | principal |
| AUXILIUM PHARMACEUTICALS INC | 05334DAA5 | NOTE 1.500% 7/1 | 28,969,000 | $32,352,000 | thousands by filing date | principal |
| SEADRILL LTD | EI4458945 | CONV | 21,200,000 | $31,826,000 | thousands by filing date | principal |
| TECHNIP | EI4641961 | CONV | 251,851 | $31,711,000 | thousands by filing date | principal |
| ARES CAPITAL CORP CVT(ARCC) 4. | 04010LAK9 | CONVERT | 30,266,000 | $31,694,000 | thousands by filing date | principal |
| HORNBECK OFFSHORE SVCS INC N | 440543AN6 | NOTE 1.500 9/0 | 26,382,000 | $31,453,000 | thousands by filing date | principal |
| TTM TECHNOLOGIES INC | 87305RAD1 | NOTE 1.750%12/1 | 28,822,000 | $31,183,000 | thousands by filing date | principal |
| STEEL DYNAMICS INC | 858119AP5 | CORPORATE OBLIG | 26,161,000 | $30,881,000 | thousands by filing date | principal |
| HENGAN INTL GROUP CO | EJ6865103 | CONV | 225,000,000 | $30,879,000 | thousands by filing date | principal |
| AIR LEASE CORP | 00912XAK0 | NOTE 3.875%12/0 | 23,031,000 | $30,876,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAJ2 | NOTE 4.750prct 1/1 | 29,034,000 | $30,688,000 | thousands by filing date | principal |
| STONE ENERGY CORP | 861642AN6 | NOTE | 27,709,000 | $30,571,000 | thousands by filing date | principal |
| HOST HOTELS & RESORTS LPCVT2.5 | 44107TAG1 | CONVERT | 20,025,000 | $30,314,000 | thousands by filing date | principal |
| HOLOGIC INC | 436440AC5 | CORPORATE OBLIG | 29,349,000 | $30,101,000 | thousands by filing date | principal |
| ARCELORMITTAL | EP0436352 | CNV PFD | 1,149,076 | $29,876,000 | thousands by filing date | principal |
| ELECTRONIC ARTS INC | 285512AA7 | NOTE 0.750% 7/1 | 27,885,000 | $29,700,000 | thousands by filing date | principal |
| CAJA AHORROS BARCELONA | EJ9379201 | CONV | 20,600,000 | $29,507,000 | thousands by filing date | principal |
| ISIS PHARMACEUTICALS INC DEL | 464337AG9 | NOTE 2.75010/0 | 11,834,000 | $29,496,000 | thousands by filing date | principal |
| SWISS LIFE HOLDING AG | EJ9359385 | CONV | 24,480,000 | $28,650,000 | thousands by filing date | principal |
| NIDEC CORP | EI3945041 | CONV | 2,625,000,000 | $28,376,000 | thousands by filing date | principal |
| CUBIST PHARMACEUTICALS | 229678AE7 | CONV | 24,123,000 | $27,832,000 | thousands by filing date | principal |
| GILEAD SCIENCES INC | 375558AN3 | NOTE | 8,307,000 | $27,640,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP | 530715AN1 | DEB 3.500% 1/1 | 50,135,000 | $27,101,000 | thousands by filing date | principal |
| EXTRA SPACE STORAGE LP | 30225VAC1 | CONV BND | 27,081,000 | $27,046,000 | thousands by filing date | principal |
| RYLAND GROUP INC | 783764AQ6 | NOTE 1.625% | 17,646,000 | $26,974,000 | thousands by filing date | principal |
| D.R. HORTON INC | 23331ABB4 | NOTE | 15,503,000 | $26,624,000 | thousands by filing date | principal |
| ANNALY CAP MGMT INC | 035710AB8 | NOTE 5.000% 5/1 | 26,104,000 | $26,471,000 | thousands by filing date | principal |
| Starwood Property Trust, Inc. | 85571BAB1 | CONV | 23,483,000 | $26,043,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167784 | CONV PRF | 22,495 | $25,978,000 | thousands by filing date | principal |
| RYLAND GROUP 0.250 | 783764AS2 | NOTE 0.250% 6/0 | 27,676,000 | $25,964,000 | thousands by filing date | principal |
| Molina Healthcare Inc. | 60855RAB6 | CONV | 24,498,000 | $25,843,000 | thousands by filing date | principal |
| GROUP 1 AUTOMOTIVE INC | 398905AE9 | FRNT | 20,354,000 | $25,806,000 | thousands by filing date | principal |
| CENTERPOINT ENERGY INC CONV PFD TAXBL | 15189T206 | EQUITY | 482,101,000 | $25,431,000 | thousands by filing date | principal |
| Janus Capital | 47102XAH8 | CONV | 19,924,000 | $25,407,000 | thousands by filing date | principal |
| SK HYNIX INC | EI2511620 | CONV | 20,500,000 | $25,394,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AH6 | NOTE | 16,250,000 | $24,790,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 14,094,000 | $24,511,000 | thousands by filing date | principal |
| OMNICARE INC | 681904AL2 | DBCV 3.250%12/1 | 22,871,000 | $24,509,000 | thousands by filing date | principal |
| PARK24 CO LTD | EJ6317998 | CONV | 2,460,000,000 | $24,414,000 | thousands by filing date | principal |
| SL GREEN OPERATING PAR 144A 3. | 78444FAC0 | CONVERT | 19,547,000 | $24,259,000 | thousands by filing date | principal |
| BROADSOFT INC | 11133BAB8 | NOTE 1.500% 7/0 | 23,259,000 | $23,768,000 | thousands by filing date | principal |
| GOLDCORP INC NEW | 380956AB8 | NOTE 2.000% 8/0 | 23,595,000 | $23,671,000 | thousands by filing date | principal |
| CHART INDUSTRIES INC | 16115QAC4 | NOTE | 15,178,000 | $23,453,000 | thousands by filing date | principal |
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AD1 | NOTE 1.000% 7/0 | 21,742,000 | $23,301,000 | thousands by filing date | principal |
| GOODRICH | 382410AG3 | NOTE5 | 22,562,000 | $23,267,000 | thousands by filing date | principal |
| CTRIPCOM IN LTD(CTRP)CVT 144A1 | 22943FAC4 | CONVERT | 22,931,000 | $22,941,000 | thousands by filing date | principal |
| L-3 COMMUNICATIONS CORP | 502413AW7 | DEBT 3.000% 8/0 | 19,013,000 | $22,897,000 | thousands by filing date | principal |
| CONWERT IMMO INVEST AG | EI1197306 | CONV | 15,400,000 | $22,884,000 | thousands by filing date | principal |
| FORD MTR CO DEL | 345370CN8 | NOTE 4.250%11/1 | 12,298,000 | $22,629,000 | thousands by filing date | principal |
| OWENS-ILLINOIS (OI) CVT 144A 3 | 69073TAQ6 | CONVERT | 21,698,000 | $22,611,000 | thousands by filing date | principal |
| OMNICARE INC | 681904AP3 | NOTE 3.750% 4/0 | 14,910,000 | $22,558,000 | thousands by filing date | principal |
| TONG JIE LTD | EJ5205350 | CONV | 165,000,000 | $22,304,000 | thousands by filing date | principal |
| BILLION EXPRESS INVESTME | EI4191348 | CONV | 21,600,000 | $22,295,000 | thousands by filing date | principal |
| RADIAN GROUP INC | 750236AN1 | NOTE 2.250% 3/0 | 15,095,000 | $22,135,000 | thousands by filing date | principal |
| CapitaLand Ltd | EJ6865004 | CONV | 30,500,000 | $22,058,000 | thousands by filing date | principal |
| TIME WARNER CABLE INC | 88732J207 | COM | 160,806 | $21,789,000 | thousands by filing date | principal |
| HLS 2 12/1/43 | 421924BL4 | Bond 30/360P2 U | 20,547,000 | $21,690,000 | thousands by filing date | principal |
| IMMOFINANZ AG | EI5992165 | CONV | 3,187,399,000 | $21,217,000 | thousands by filing date | principal |
| ARVINMERITOR INC | 043353AH4 | CORPORATE OBLIG | 21,714,000 | $21,117,000 | thousands by filing date | principal |
| Cubist Pharmaceuticals, Inc. | 229678AG2 | CONV | 18,400,000 | $21,102,000 | thousands by filing date | principal |
| EQUINIX INC | 29444UAG1 | CNV | 13,196,000 | $20,922,000 | thousands by filing date | principal |
| ARRAY BIOPHARMA INC | 04269XAA3 | NOTE 3.000% 6/0 | 19,919,000 | $20,824,000 | thousands by filing date | principal |
| ENERGY XXI BERMUDA LTD | 29274UAA9 | CONV | 20,726,000 | $20,510,000 | thousands by filing date | principal |
| KAWASAKI KISEN KAISHA | EJ8275772 | CONV | 1,960,000,000 | $20,505,000 | thousands by filing date | principal |
| STANLEY BLACK & DECKER CON | 854502309 | UNIT 99/99/9999 | 166,606 | $20,484,000 | thousands by filing date | principal |
| TIBCO SOFTWARE INC | 88632QAB9 | NOTE | 20,411,000 | $20,462,000 | thousands by filing date | principal |
| DOMINION RES INC VA NEW | 25746U703 | UNIT 04/01/2013 | 366,349 | $19,892,000 | thousands by filing date | principal |
| LIBERTY INTERACTIVE CVT 144A 0 | 530610AA2 | CONVERT | 15,910,000 | $19,851,000 | thousands by filing date | principal |
| TUI AG | EI0323895 | CONV | 119,100,000 | $19,764,000 | thousands by filing date | principal |
| RALLYE SA | EJ8545448 | CONV | 129,683 | $19,600,000 | thousands by filing date | principal |
| VOLKSWAGEN INTL FIN NV | EJ4340075 | CONV | 11,400,000 | $19,473,000 | thousands by filing date | principal |
| DFC GLOBAL CORP | 23324TAB3 | NOTE 3.250% 4/1 | 21,284,000 | $19,027,000 | thousands by filing date | principal |
| Allscripts Healthcare Solutio | 01988PAC2 | CONV | 16,722,000 | $18,695,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAD5 | NOTE 5.125% 6/0 | 17,382,000 | $18,649,000 | thousands by filing date | principal |
| OMNICOM GROUP INC | 681919AV8 | NOTE 7/3 | 13,670,000 | $18,565,000 | thousands by filing date | principal |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 17,820,000 | $18,522,000 | thousands by filing date | principal |
| WRIGHT MED GROUP INC | 98235TAC1 | NOTE 2.000% 8/1 | 13,772,000 | $18,507,000 | thousands by filing date | principal |
| NATIONAL BK OF ABU DHABI | EJ6920650 | CONV | 17,000,000 | $18,326,000 | thousands by filing date | principal |
| INTERMUNE INC | 45884XAE3 | NOTE 2.500% 9/1 | 20,223,000 | $18,234,000 | thousands by filing date | principal |
| WORKDAY INC | 98138HAA9 | CONV | 15,242,000 | $18,040,000 | thousands by filing date | principal |
| Proofpoint, Inc. | 743424AA1 | CONV | 16,500,000 | $17,753,000 | thousands by filing date | principal |
| HKEX INTERNATIONAL LTD | EJ3793498 | CONV | 16,189,000 | $17,727,000 | thousands by filing date | principal |
| BRITISH LAND CO(JERSEY) | EJ3522228 | CONV | 9,500,000 | $17,434,000 | thousands by filing date | principal |
| HOLOGIC INC | 436440AG6 | FRNT 2.000%12/1 | 16,414,000 | $17,314,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 10,567,000 | $17,300,000 | thousands by filing date | principal |
| SUNEDISON INC(SUNE) CVT 2.0 14 | 86732YAA7 | CONVERT | 15,200,000 | $17,143,000 | thousands by filing date | principal |
| HEARTWARE INTERNATIONAL | 422368AA8 | NOTE | 14,053,000 | $16,878,000 | thousands by filing date | principal |
| B2GOLD CORP | 11777QAA8 | CONV | 18,415,000 | $16,699,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 11,148,000 | $16,440,000 | thousands by filing date | principal |
| OLD REP INTL CORP | 680223AH7 | NOTE 3.750% 3/1 | 13,157,000 | $16,402,000 | thousands by filing date | principal |
| NAVISTAR INTL CORP(NAV)CVT 144 | 63934EAP3 | CONVERT | 16,028,000 | $16,338,000 | thousands by filing date | principal |
| CONTINENTAL AIRLS INC | 210795PU8 | NOTE 4.500% 1/1 | 7,855,000 | $16,066,000 | thousands by filing date | principal |
| Iconix Brand Group, Inc. | 451055AD9 | CONV | 11,697,000 | $16,045,000 | thousands by filing date | principal |
| ARCELORMITTAL SA LUXEMBOURG | 03938LAK0 | NOTE 5.000% 5/1 | 15,656,000 | $15,932,000 | thousands by filing date | principal |
| Siemens Financieringsmat | EJ0220339 | CONV | 13,500,000 | $15,920,000 | thousands by filing date | principal |
| VSH 2.25 11-40 144A CVT | 928298AG3 | CONVERT | 14,710,000 | $15,556,000 | thousands by filing date | principal |
| YAHOO INC | 984332106 | COM | 381,735 | $15,437,000 | thousands by filing date | principal |
| OSG CORPORATION | EJ0966691 | CONV | 1,270,000,000 | $15,251,000 | thousands by filing date | principal |
| EMIGRANT BANCORP | 291228AA2 | CORP | 15,000,000 | $15,201,000 | thousands by filing date | principal |
| Liberty Media Corp. | 531229AA0 | CONV | 15,100,000 | $15,159,000 | thousands by filing date | principal |
| CORNERSTONE ONDEMAND INC | 21925YAA1 | CONV BND | 12,455,000 | $15,135,000 | thousands by filing date | principal |
| MDCO 1.375 6/17 | 584688AC9 | Bond 30/360P2 U | 10,028,000 | $15,071,000 | thousands by filing date | principal |
| Ashland Inc | 044209AF1 | CORP | 15,843,000 | $15,051,000 | thousands by filing date | principal |
| STANLEY BLACK & DECKER INC | 854502804 | UNIT 11/17/20166 | 144,561 | $14,865,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC 30000% 11/15/2028 | 81170YAA7 | CONB | 14,960,000 | $14,822,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BB8 | NOTE | 11,021,000 | $14,546,000 | thousands by filing date | principal |
| AABAR INVESTMENTS PJSC | EI6900860 | CONV | 8,900,000 | $14,541,000 | thousands by filing date | principal |
| RADIAN GROUP INC | 750236AK7 | BOND | 10,150,000 | $14,507,000 | thousands by filing date | principal |
| Micron Technology, Inc. | 595112AS2 | CONV | 7,107,000 | $14,489,000 | thousands by filing date | principal |
| Portfolio Recovery Associates | 73640QAA3 | CONV | 12,960,000 | $14,267,000 | thousands by filing date | principal |
| SERVICENOW INC | 81762PAA0 | CONV | 14,000,000 | $14,188,000 | thousands by filing date | principal |
| J SAINSBURY PLC | EH8716415 | CONV | 8,150,000 | $14,069,000 | thousands by filing date | principal |
| MYLAN INC | 628530AJ6 | CORPORATE OBLIG | 4,270,000 | $14,008,000 | thousands by filing date | principal |
| EMULEX CORPORATION | 292475AE0 | CONV | 14,226,000 | $13,956,000 | thousands by filing date | principal |
| NEWPARK RES INC 4.000 | 651718AC2 | NOTE 4.000%10/0 | 10,200,000 | $13,770,000 | thousands by filing date | principal |
| IHI Corp | EI6071084 | CONV | 900,000,000 | $13,573,000 | thousands by filing date | principal |
| LENNAR CORP | 526057BG8 | CONV BND | 7,500,000 | $13,555,000 | thousands by filing date | principal |
| NOMURA RESEARCH INSTITUT | EF9131196 | CONV | 1,417,000,000 | $13,480,000 | thousands by filing date | principal |
| FAURECIA | EJ3589599 | CONV | 291,383 | $13,242,000 | thousands by filing date | principal |
| VODAFONE GP PLC | 92857W209 | ADR | 332,668 | $13,077,000 | thousands by filing date | principal |
| HELIX ENERGY SOLUTIONS GROUP | 42330PAG2 | CORPORATE OBLIG | 10,832,000 | $13,059,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503403 | COM NEW | 11,226 | $13,049,000 | thousands by filing date | principal |
| RPM INTL INC | 749685AT0 | NOTE 2.250%12/1 | 11,500,000 | $12,809,000 | thousands by filing date | principal |
| JARDEN CORP | 471109AH1 | NOTE 1.87 | 8,932,000 | $12,637,000 | thousands by filing date | principal |
| SHIZUOKA BANK LTD | EJ6282960 | CONV | 11,800,000 | $12,538,000 | thousands by filing date | principal |
| JPMorgan Chase & Co | 46625H100 | COM | 213,360 | $12,477,000 | thousands by filing date | principal |
| LAM RESEARCH CORP | 512807AL2 | NOTE | 9,978,000 | $12,160,000 | thousands by filing date | principal |
| TRINITY INDS INC | 896522AF6 | NOTE 3.875% 6/0 | 9,182,000 | $12,146,000 | thousands by filing date | principal |
| SOLARCITY CORP | 83416TAA8 | NOTE 2.750%11/0 | 10,250,000 | $12,146,000 | thousands by filing date | principal |
| UNIBAIL-RODAMCO SE | EJ3604083 | CONV | 34,540 | $11,889,000 | thousands by filing date | principal |
| ADIDAS AG | EJ0958623 | CONV | 6,600,000 | $11,859,000 | thousands by filing date | principal |
| PENNYMAC MTGE (PMT)CVT 144A 5. | 70932AAA1 | CONVERT | 12,106,000 | $11,645,000 | thousands by filing date | principal |
| MERITOR INC | 59001KAC4 | NOTE 7.875% 3/0 | 8,000,000 | $11,578,000 | thousands by filing date | principal |
| HORNBECK OFFSHORE SVCS INC N | 440543106 | COM | 234,700 | $11,554,000 | thousands by filing date | principal |
| HEALTH CARE REIT INC CONV 6.50 | 42217K601 | PFD | 224,563 | $11,511,000 | thousands by filing date | principal |
| Nextera Energy, Inc. | 65339F887 | PFD | 201,708 | $11,439,000 | thousands by filing date | principal |
| LAM RESEARCH CORP 0.500 | 512807AJ7 | NOTE 0.500% 5/1 | 10,060,000 | $11,435,000 | thousands by filing date | principal |
| MERRIMACK PHARMACEUTICALS IN | 590328AA8 | NOTE 4.500% 7/1 | 10,863,000 | $11,361,000 | thousands by filing date | principal |
| PREMIER OIL FINANCE (JER | EJ4170621 | CONV | 10,250,000 | $11,340,000 | thousands by filing date | principal |
| GREENBRIER COS INC | 393657AH4 | NOTE 3.500% 4/0 | 9,536,000 | $11,278,000 | thousands by filing date | principal |
| BIOMED REALTY LP CVT 3.75 01-1 | 09064AAB7 | CONVERT | 9,913,000 | $11,187,000 | thousands by filing date | principal |
| TIFFANY & CO NEW | 886547108 | COM | 117,831 | $10,932,000 | thousands by filing date | principal |
| LENNAR CORP | 526057BE3 | NOTE | 5,930,000 | $10,922,000 | thousands by filing date | principal |
| CROWN CASTLE CNV PFD | 228227500 | PFDs, REITs, | 108,660 | $10,907,000 | thousands by filing date | principal |
| KUKA AG | EJ5471192 | CONV | 6,800,000 | $10,887,000 | thousands by filing date | principal |
| TELEFLEX INC | 879369AA4 | NOTE 3.875% 8/0 | 6,821,000 | $10,768,000 | thousands by filing date | principal |
| Spansion LLC | 84649PAK1 | CONV | 9,000,000 | $10,609,000 | thousands by filing date | principal |
| FINISAR CORP | 31787AAL5 | CONV | 9,895,000 | $10,310,000 | thousands by filing date | principal |
| VOLKSWAGEN INTL FIN NV | EJ4327957 | CONV | 6,000,000 | $10,248,000 | thousands by filing date | principal |
| RTI INTL METALS INC | 74973WAB3 | NOTE 1.625%10/1 | 9,448,000 | $9,979,000 | thousands by filing date | principal |
| STARWOOD HOTELS&RESORTS WRLD | 85590A401 | COM | 125,000 | $9,931,000 | thousands by filing date | principal |
| BANK OF KYOTO | EF9167240 | CONV | 1,039,000,000 | $9,873,000 | thousands by filing date | principal |
| First Data Corporation | 319963BB9 | CORP | 8,372,000 | $9,827,000 | thousands by filing date | principal |
| AB INDUSTRIVARDEN | EI1074810 | CONV | 5,500,000 | $9,638,000 | thousands by filing date | principal |
| STARZ LLC/STARZ FIN CORP | 85571NAB5 | CORP | 9,187,000 | $9,394,000 | thousands by filing date | principal |
| SEMICONDUCTOR MANUFACTUR | EJ9030366 | CONV | 9,000,000 | $9,175,000 | thousands by filing date | principal |
| Clear Channel Communications | 184502BG6 | Note | 9,000,000 | $9,090,000 | thousands by filing date | principal |
| Intel Corp | 458140100 | COM | 350,000 | $9,084,000 | thousands by filing date | principal |
| LULULEMON ATHLETICA INC | 550021109 | COM | 153,000 | $9,032,000 | thousands by filing date | principal |
| DERWENT LONDON CAPITAL N | EJ7611316 | CONV | 5,400,000 | $8,956,000 | thousands by filing date | principal |
| Clear Channel Worldwide 7 5/8% Due 3/15/2020 MS15 | 18451QAH1 | GLOBAL | 8,500,000 | $8,936,000 | thousands by filing date | principal |
| SAGERPAR | EJ8597530 | CONV | 6,300,000 | $8,915,000 | thousands by filing date | principal |
| TUI TRAVEL PLC | EH9941087 | CONV | 4,400,000 | $8,804,000 | thousands by filing date | principal |
| BALFOUR BEATTY FINANCE N | EJ9339056 | CONV | 5,200,000 | $8,795,000 | thousands by filing date | principal |
| TEMASEK FINANCIAL III PR | EI8480549 | CONV | 11,000,000 | $8,754,000 | thousands by filing date | principal |
| HEALTH CARE REIT INC | 42217KAR7 | NOTE | 7,687,000 | $8,565,000 | thousands by filing date | principal |
| MISARTE | EI3983604 | CONV | 35,000 | $8,541,000 | thousands by filing date | principal |
| GENERAL CABLE CORP | 369300AL2 | CORPORATE OBLIG | 7,923,000 | $8,526,000 | thousands by filing date | principal |
| SYNOVUS FINL CORPSUB NT | 87161CAG0 | FIXED INCOME | 8,150,000 | $8,415,000 | thousands by filing date | principal |
| DEUTSCHE POST AG | EJ4696336 | CONV | 4,500,000 | $8,405,000 | thousands by filing date | principal |
| RUBY ASSETS PTE LTD | EI1909023 | CONV | 9,500,000 | $8,350,000 | thousands by filing date | principal |
| ALLY FINANCIAL INC | 02005NAM2 | CORP | 8,000,000 | $8,326,000 | thousands by filing date | principal |
| GABRIEL FINANCE LTD PART | EJ9488648 | CONV | 6,000,000 | $8,257,000 | thousands by filing date | principal |
| YANDEX NV | 98474TAA5 | CONV | 7,500,000 | $8,252,000 | thousands by filing date | principal |
| CAESARS ENT RESORT PROP | 699742AC6 | CORP | 8,000,000 | $8,200,000 | thousands by filing date | principal |
| Sandridge | 80007p604 | CONV PREF | 76,008 | $8,182,000 | thousands by filing date | principal |
| InvenSense, Inc. | 46123DAA4 | CONV | 7,000,000 | $8,170,000 | thousands by filing date | principal |
| TITAN MACHINERY INC | 88830RAB7 | NOTE | 9,536,000 | $8,129,000 | thousands by filing date | principal |
| COLONY FINL INC | 19624RAA4 | NOTE 5.000% 4/1 | 7,787,000 | $8,091,000 | thousands by filing date | principal |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 138,712 | $8,034,000 | thousands by filing date | principal |
| VIVUS INC | 928551AA8 | CONV BND | 9,300,000 | $8,027,000 | thousands by filing date | principal |
| Incyte Corporation | 45337CAL6 | NOTE 1.25% 11/15/2020 | 6,560,000 | $8,018,000 | thousands by filing date | principal |
| KOHL'S CORPORATION | 500255AF1 | CORP | 7,258,000 | $8,011,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC | 811904AM3 | NOTE 2.500%12/1 | 6,510,000 | $8,009,000 | thousands by filing date | principal |
| M/I HOMES INC | 55292PAB1 | NOTE 3.000% 3/0 | 7,133,000 | $7,986,000 | thousands by filing date | principal |
| TOPPAN PRINTING CO LTD | EJ9719711 | CONV | 800,000,000 | $7,950,000 | thousands by filing date | principal |
| HCI GROUP INC | 40416EAA1 | CONV | 7,500,000 | $7,886,000 | thousands by filing date | principal |
| Iasis Healthcare/Cap Crp | 45072PAD4 | CORP | 7,290,000 | $7,727,000 | thousands by filing date | principal |
| GENERAL MTRS CO | 37045V126 | *W EXP 07/10/201 | 333,909 | $7,720,000 | thousands by filing date | principal |
| COVANTA HLDG CORP | 22282EAC6 | NOTE 3.250% 6/0 | 6,490,000 | $7,596,000 | thousands by filing date | principal |
| UNITED STATES STL CORP NEW | 912909AH1 | NOTE 2.750% 4/0 | 5,669,000 | $7,507,000 | thousands by filing date | principal |
| Shutterfly, Inc. | 82568PAA4 | CONV | 7,000,000 | $7,505,000 | thousands by filing date | principal |
| GAIN CAP HLDGS INC | 36268WAA8 | NOTE 4.125%12/0 | 8,000,000 | $7,426,000 | thousands by filing date | principal |
| SHIP FINANCE INTL LTD | EJ5320514 | CONV | 7,070,000 | $7,415,000 | thousands by filing date | principal |
| Prologis,Inc. | 74340W103 | COM | 200,000 | $7,390,000 | thousands by filing date | principal |
| BALOISE HOLDING AG | EI0461257 | CONV | 6,000,000 | $7,382,000 | thousands by filing date | principal |
| Verizon Communications Inc | 92343V104 | COM | 150,000 | $7,371,000 | thousands by filing date | principal |
| PACIRA PHARMACEUTICALS INC | 695127AB6 | NOTE 3.250 2/0 | 3,053,000 | $7,304,000 | thousands by filing date | principal |
| GIANT GREAT LTD | EI7269950 | CONV | 5,200,000 | $7,251,000 | thousands by filing date | principal |
| ETABLIS MAUREL ET PROM | EI3192347 | CONV | 332,742 | $7,229,000 | thousands by filing date | principal |
| Albany Molecular Research Conv | 012423AA7 | CONV | 7,750,000 | $7,211,000 | thousands by filing date | principal |
| Cisco Systems,Inc. | 17275R102 | COM | 320,000 | $7,178,000 | thousands by filing date | principal |
| ENI SPA | EJ4603597 | CONV | 5,000,000 | $7,106,000 | thousands by filing date | principal |
| T-Mobile US,Inc. | 872590104 | COM | 209,917 | $7,062,000 | thousands by filing date | principal |
| CAIXABANK | EJ9331491 | CONV | 5,000,000 | $6,998,000 | thousands by filing date | principal |
| EBARA CORP | EJ5625649 | CONV | 488,000,000 | $6,852,000 | thousands by filing date | principal |
| SBI HOLDINGS INC | EJ8897633 | CONV | 600,000,000 | $6,839,000 | thousands by filing date | principal |
| ICONIX BRAND GROUP INC | 451055AE7 | NOTE | 4,950,000 | $6,821,000 | thousands by filing date | principal |
| SIEM INDUSTRIES INC | EJ3522178 | CONV | 6,800,000 | $6,816,000 | thousands by filing date | principal |
| KB HOME 1.375 | 48666KAS8 | NOTE 1.375% 2/0 | 6,708,000 | $6,736,000 | thousands by filing date | principal |
| CSG Systems International, In | 126349AC3 | CONV | 4,818,000 | $6,534,000 | thousands by filing date | principal |
| Concur Technologies, Inc. | 206708AB5 | CONV | 5,612,000 | $6,529,000 | thousands by filing date | principal |
| INMARSAT PLC | EH0348563 | CONV | 4,700,000 | $6,391,000 | thousands by filing date | principal |
| SERVICESOURCE INTL (SREV) 144A | 81763UAA8 | CONV | 6,750,000 | $6,383,000 | thousands by filing date | principal |
| Subsea 7 SA | EJ3827213 | CONV | 6,200,000 | $6,364,000 | thousands by filing date | principal |
| MAIDEN HOLDING LTD | EP0449165 | PFD CV | 141,550 | $6,363,000 | thousands by filing date | principal |
| BUNGE LTD | EP0237628 | PFD CV | 58,611 | $6,316,000 | thousands by filing date | principal |
| AB INDUSTRIVARDEN | EI5354531 | CONV | 4,250,000 | $6,254,000 | thousands by filing date | principal |
| CAESARS ENT RESORT PROP | 699742AA0 | CORP | 6,000,000 | $6,240,000 | thousands by filing date | principal |
| CAP GEMINI SOGETI | EJ8936621 | CONV | 62,000 | $6,163,000 | thousands by filing date | principal |
| ELY 3.75 08/19 | 131193AC8 | Bond 30/360P2 U | 4,962,000 | $6,137,000 | thousands by filing date | principal |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 120,000 | $6,126,000 | thousands by filing date | principal |
| YASKAWA ELECTRIC CORP | EJ0476774 | CONV | 415,000,000 | $6,099,000 | thousands by filing date | principal |
| Weyerhaeuser Co. | 962166872 | CONVERTIBLE PREFERRED STOCK | 108,530 | $6,067,000 | thousands by filing date | principal |
| GREAT PORTLAND ESTATES | EJ8158911 | CONV | 3,400,000 | $5,920,000 | thousands by filing date | principal |
| NIKKISO | EJ7590254 | CONV | 560,000,000 | $5,856,000 | thousands by filing date | principal |
| CELANESE US HOLDINGS LLC | 15089QAD6 | COM | 6,078,000 | $5,820,000 | thousands by filing date | principal |
| CONWERT IMMO INVEST SE | EJ3463803 | CONV | 3,800,000 | $5,649,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAG8 | NOTE 4.875% 3/1 | 5,280,000 | $5,639,000 | thousands by filing date | principal |
| SIMMONS FOODS INC | 828732AA5 | CORP | 5,293,000 | $5,624,000 | thousands by filing date | principal |
| GOODYEAR TIRE & RUBBER CO | 382550309 | CORPORATE OBLIG | 84,000 | $5,560,000 | thousands by filing date | principal |
| REGENCY ENERGY PARTNERS | 75886AAK4 | CORP | 5,367,000 | $5,541,000 | thousands by filing date | principal |
| BlackRock Kelso Capital Corp. | 092533AA6 | CONV | 5,329,000 | $5,490,000 | thousands by filing date | principal |
| INTL CONSOLIDATED AIRLIN | EJ6774487 | CONV | 3,000,000 | $5,488,000 | thousands by filing date | principal |
| CGG | EJ4421362 | CONV | 136,050 | $5,397,000 | thousands by filing date | principal |
| OREXIGEN THERAPEUTICS IN | 686164AA2 | CONV | 5,500,000 | $5,377,000 | thousands by filing date | principal |
| W & T OFFSHORE INC | 92922PAC0 | CORP | 5,000,000 | $5,288,000 | thousands by filing date | principal |
| YAMATO HOLDINGS | EI5817172 | CONV | 430,000,000 | $5,080,000 | thousands by filing date | principal |
| NORTHSTAR RLTY FIN CORP | 66704R100 | COM | 375,000 | $5,044,000 | thousands by filing date | principal |
| LIGHTSTREAM RESOURCES | 71645AAA7 | CORP | 4,990,000 | $5,040,000 | thousands by filing date | principal |
| E M C CORP MASS | 268648102 | COM | 200,000 | $5,030,000 | thousands by filing date | principal |
| TRIBUNE CO | 89604BAR9 | TERM | 5,000 | $4,981,000 | thousands by filing date | principal |
| DANAHER CORP DEL | 235851AF9 | NOTE 1/2 | 2,209,000 | $4,959,000 | thousands by filing date | principal |
| VERTELLUS SPECIALTIES | 92532JAA0 | CORP | 4,963,000 | $4,851,000 | thousands by filing date | principal |
| AMG Capital Trust (Conv Pfd) | 00169X203 | COM | 66,575 | $4,833,000 | thousands by filing date | principal |
| AGCO CORP 1.250/15/36 | 001084AM4 | NOTE | 3,264,000 | $4,752,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION 5.75 03/15/2018 | 74348TAL6 | Convertible | 4,450,000 | $4,699,000 | thousands by filing date | principal |
| Prospect Medical Holding | 743494AC0 | CORP | 4,358,000 | $4,674,000 | thousands by filing date | principal |
| TECHNIP | EI9036498 | CONV | 32,935 | $4,639,000 | thousands by filing date | principal |
| Cardtronics, Inc. | 14161HAF5 | CONV | 4,550,000 | $4,560,000 | thousands by filing date | principal |
| INGENICO | EI5993247 | CONV | 52,713 | $4,488,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 4,213,000 | $4,453,000 | thousands by filing date | principal |
| ALTA MESA HLDGS/FINANC S | 021332AC5 | CORP | 4,150,000 | $4,441,000 | thousands by filing date | principal |
| HCA HOLDINGS INC | 40412CAB7 | CORP | 4,000,000 | $4,370,000 | thousands by filing date | principal |
| CENVEO CORP | 15671BAE1 | CORP | 4,340,000 | $4,340,000 | thousands by filing date | principal |
| ANR 4.875 12/20 | 02076XAF9 | Bond 30/360P2 U | 4,000,000 | $4,303,000 | thousands by filing date | principal |
| SPRINT CORP | 85207UAB1 | CORP | 4,000,000 | $4,300,000 | thousands by filing date | principal |
| DERWENT CAP JERSEY LTD | EI6826180 | CONV | 2,100,000 | $4,230,000 | thousands by filing date | principal |
| HALCON RESOURCES CORP | 40537QAG5 | CORP | 4,000,000 | $4,165,000 | thousands by filing date | principal |
| HEXION INC | 428303AJ0 | CORP | 4,000,000 | $4,155,000 | thousands by filing date | principal |
| NEXTERA ENERGY INC | 65339F861 | UNIT 09/01/2016 | 82,680 | $4,148,000 | thousands by filing date | principal |
| TAKASHIMAYA CO LTD | EJ9574876 | CONV | 400,000,000 | $4,076,000 | thousands by filing date | principal |
| ROCKWOOD SPECIALTIES GRO | 774477AJ2 | CORP | 3,965,000 | $4,049,000 | thousands by filing date | principal |
| HALCON RESOURCES CORP | 40537QAD2 | CORP | 4,000,000 | $4,040,000 | thousands by filing date | principal |
| IXIA | 45071R109 | COM | 301,000 | $4,006,000 | thousands by filing date | principal |
| Navios Maritime Hlds/Fin | 639365AG0 | CORP | 3,959,000 | $3,979,000 | thousands by filing date | principal |
| T Mobile Usa Inc Senior Note Callable M/W | 87264AAH8 | SENIOR NOTE CALLABLE M/W | 3,895,000 | $3,963,000 | thousands by filing date | principal |
| RAYONIER TRS HLDGS INC | 75508AAC0 | NOTE 4.500% 8/1 | 2,947,000 | $3,945,000 | thousands by filing date | principal |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 50,000 | $3,944,000 | thousands by filing date | principal |
| RESOURCE CAP CORP | 76120WAA2 | NOTE 6.000prct12/0 | 3,800,000 | $3,817,000 | thousands by filing date | principal |
| UNITE JERSEY ISSUER LTD | EJ8675146 | CONV | 2,200,000 | $3,754,000 | thousands by filing date | principal |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 3,500,000 | $3,734,000 | thousands by filing date | principal |
| CHINA OVERS FIN CAYMAN | EG3669173 | CONV | 2,600,000 | $3,703,000 | thousands by filing date | principal |
| ASCENT CAP GROUP INC | 043632AA6 | NOTE 4.000 7/1 | 3,422,000 | $3,678,000 | thousands by filing date | principal |
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AC3 | NOTE 1.750%12/0 | 3,150,000 | $3,641,000 | thousands by filing date | principal |
| CATALYST PAPER CORP | 14889BAB8 | CORP | 5,756,600 | $3,627,000 | thousands by filing date | principal |
| TELECOM ITALIA FIN SA | EJ9297072 | CONV | 2,500,000 | $3,613,000 | thousands by filing date | principal |
| SOUTHERN WATER GREENSAND | EI6466102 | CORP | 1,946,000 | $3,598,000 | thousands by filing date | principal |
| Encore Capital Group, Inc. | 292554AE2 | CONV | 2,829,000 | $3,585,000 | thousands by filing date | principal |
| SEKISUI HOUSE CO | EI7181783 | CONV | 250,000,000 | $3,496,000 | thousands by filing date | principal |
| PAR PAC HOLDINGS INC | 69888T207 | COM NEW | 1,500,000 | $3,345,000 | thousands by filing date | principal |
| INTERMUNE INC | 45884XAF0 | NOTE 2.500%12/1 | 2,400,000 | $3,315,000 | thousands by filing date | principal |
| PLAINS EXPLORATION & PRO | 726505AL4 | CORP | 3,000,000 | $3,305,000 | thousands by filing date | principal |
| NEWMONT MINING CORP | 651639AH9 | NOTE | 3,290,000 | $3,287,000 | thousands by filing date | principal |
| HEALTH NET INC | 422248AA2 | CORP | 3,000,000 | $3,233,000 | thousands by filing date | principal |
| Pennon Group PLC | EH9250091 | CONV | 1,700,000 | $3,206,000 | thousands by filing date | principal |
| CHESAPEAKE OIL OP/FIN | 165258AB0 | CORP | 3,000,000 | $3,143,000 | thousands by filing date | principal |
| BROOKDALE SR LIVING INC | 112463104 | COM | 115,394 | $3,136,000 | thousands by filing date | principal |
| BIOMET INC | 090613AJ9 | CORP | 2,957,000 | $3,105,000 | thousands by filing date | principal |
| SUNEDISON INC | 86732YAB5 | CONV BND | 2,751,000 | $3,082,000 | thousands by filing date | principal |
| ABC MART | EJ5208859 | CONV | 280,000,000 | $3,078,000 | thousands by filing date | principal |
| CBIZ INC | 124805AC6 | CONV | 2,295,000 | $3,042,000 | thousands by filing date | principal |
| SANDY CREEK ENERGY ASSOCIAT | 80030FAF9 | TERM | 3,000 | $3,008,000 | thousands by filing date | principal |
| MISUMI GROUP INC. | EJ8673521 | CONV | 2,800,000 | $2,998,000 | thousands by filing date | principal |
| NARA CABLE FUNDING | EI4391898 | CORP | 2,000,000 | $2,991,000 | thousands by filing date | principal |
| EPISTAR CORP | EJ7782158 | CONV | 2,700,000 | $2,968,000 | thousands by filing date | principal |
| NOKIA SIEMENS NETWORKS F | EJ6078384 | CORP | 1,900,000 | $2,847,000 | thousands by filing date | principal |
| TEXAS COMP ELEC HOLD LLC | 90210EAM8 | TERM | 4,000 | $2,808,000 | thousands by filing date | principal |
| Verso Paper Hldg Llc/Inc | 92531XAP7 | CORP | 2,630,000 | $2,788,000 | thousands by filing date | principal |
| TENET HEALTHCARE CORP | 87243QAA4 | CORP | 2,625,000 | $2,740,000 | thousands by filing date | principal |
| PYRUS LTD | EI4223836 | CONV | 1,600,000 | $2,671,000 | thousands by filing date | principal |
| OVERSEAS SHIPHLDG GROUP | 690368AH8 | CORP | 2,372,000 | $2,639,000 | thousands by filing date | principal |
| GAMING & LEISURE P COM | 36467J108 | REIT | 51,787 | $2,631,000 | thousands by filing date | principal |
| ALLY FINANCIAL INC | 02005NAJ9 | CORP | 2,250,000 | $2,621,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAM4 | NOTE 5.875% 1/1 | 2,459,000 | $2,557,000 | thousands by filing date | principal |
| Salesforce.com, Inc | 79466L302 | COM | 45,200 | $2,495,000 | thousands by filing date | principal |
| FLAGSTAR BANK NATIONAL ASSOC | 64944P307 | UNIT 05/07/2051 | 50,446 | $2,468,000 | thousands by filing date | principal |
| SAMSON INVESTMENT CO | 796038AA5 | CORP | 2,250,000 | $2,453,000 | thousands by filing date | principal |
| TRULIA INC | 897888AA1 | CONV | 2,000,000 | $2,428,000 | thousands by filing date | principal |
| HERTZ GLOBAL HLDGS INC N | 42805T105 | COM | 84,569 | $2,420,000 | thousands by filing date | principal |
| Land O Lakes Cap Trst I | 514665AA6 | CORP | 2,500,000 | $2,400,000 | thousands by filing date | principal |
| RANGE RES CORP GTD | 75281AAN9 | Fixed Income | 2,320,000 | $2,279,000 | thousands by filing date | principal |
| CHRYSLER GP/CG CO-ISSUER | 17121EAD9 | CORP | 2,000,000 | $2,275,000 | thousands by filing date | principal |
| HERCULES OFFSHORE INC | 427093AG4 | CORP | 2,030,000 | $2,263,000 | thousands by filing date | principal |
| LABORATORY CRP OF AMER HLDGS | 50540RAG7 | CNV | 1,819,000 | $2,230,000 | thousands by filing date | principal |
| Technip SA | 005329973 | COM | 22,820 | $2,194,000 | thousands by filing date | principal |
| Earthlink Holdings Corp | 270321AE2 | CORP | 2,175,000 | $2,170,000 | thousands by filing date | principal |
| Pbf Holding Co Llc | 69318FAB4 | CORP | 2,000,000 | $2,170,000 | thousands by filing date | principal |
| KRATOS DEFENSE & SEC | 50077BAC2 | CORP | 2,000,000 | $2,158,000 | thousands by filing date | principal |
| QEP Resources Inc | 74733VAA8 | Corporate Bond | 2,000,000 | $2,145,000 | thousands by filing date | principal |
| Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu | 761735AL3 | GLOBAL | 2,000,000 | $2,145,000 | thousands by filing date | principal |
| Sumitomo Mitsui Financial Grou | 015774371 | COM | 41,500 | $2,134,000 | thousands by filing date | principal |
| CHINA OS GRAND OCEAN FIN | EJ0948541 | CONV | 15,000,000 | $2,130,000 | thousands by filing date | principal |
| ALEXION PHARMACEUTICALS INC | 015351109 | COM | 16,000 | $2,126,000 | thousands by filing date | principal |
| FRESENIUS MED CARE US | 35803QAA5 | CORP | 2,000,000 | $2,120,000 | thousands by filing date | principal |
| VALEANT PHARMACEUTICALS | 91829KAA1 | CORP | 2,000,000 | $2,108,000 | thousands by filing date | principal |
| CORNERSTONE CHEMICAL CO | 21925AAB1 | CORP | 2,000,000 | $2,105,000 | thousands by filing date | principal |
| T-MOBILE USA INC | 87264AAD7 | CORP | 2,000,000 | $2,105,000 | thousands by filing date | principal |
| LSB INDUSTRIES | 502160AK0 | CORP | 2,000,000 | $2,100,000 | thousands by filing date | principal |
| EAGLE ROCK ENER PART/FIN | 26985UAB3 | CORP | 1,925,000 | $2,098,000 | thousands by filing date | principal |
| ENERGY XXI GULF COAST IN | 29276KAR2 | CORP | 2,000,000 | $2,085,000 | thousands by filing date | principal |
| AIR FRANCE-KLM | EH8739102 | CONV | 117,600 | $2,076,000 | thousands by filing date | principal |
| CARLSON WAGONLIT BV | 142812AB2 | CORP | 2,000,000 | $2,075,000 | thousands by filing date | principal |
| CLAYTON WILLIAMS ENERGY | 969490AG6 | CORP | 2,000,000 | $2,055,000 | thousands by filing date | principal |
| CASELLA WASTE SYSTEMS IN | 147448AG9 | CORP | 2,000,000 | $2,050,000 | thousands by filing date | principal |
| ALLIED SPECIALTY VEHICLE | 019517AA9 | CORP | 2,000,000 | $2,045,000 | thousands by filing date | principal |
| Tronox Finance Llc | 897050AB6 | CORP | 2,000,000 | $2,040,000 | thousands by filing date | principal |
| CHURCHILL DOWNS INC | 171484AA6 | CORP | 2,000,000 | $2,035,000 | thousands by filing date | principal |
| Mitsubishi UFJ Financial Group | 012638655 | COM | 299,800 | $2,034,000 | thousands by filing date | principal |
| ANDEAVOR NOTE M/W CLBL | 881609AZ4 | NOTE M/W CLBL | 2,000,000 | $2,025,000 | thousands by filing date | principal |
| Microsoft Corp | 594918104 | COM | 54,046 | $2,022,000 | thousands by filing date | principal |
| TRW AUTOMOTIVE INC 144A | 87264MAJ8 | BOND | 2,000,000 | $2,020,000 | thousands by filing date | principal |
| CLEAN HARBORS INCCLEAN HBRS INC GTDFXD | 184496AL1 | FIXED INCOME | 2,000,000 | $2,020,000 | thousands by filing date | principal |
| Sprint Industrial Llc | 85208BAE6 | TERM | 2,000 | $2,020,000 | thousands by filing date | principal |
| Appvion Inc | 03834LAA7 | CORP | 2,000,000 | $2,020,000 | thousands by filing date | principal |
| LEVEL 3 COMMUNICATIONS | 52729NBT6 | CORP | 1,750,000 | $2,013,000 | thousands by filing date | principal |
| SORENSON COMMUNICATIONS | BL0958738 | TERM | 1,985 | $2,012,000 | thousands by filing date | principal |
| ALZA CORP 7/2 | 02261WAB5 | SDCV | 1,568,000 | $1,981,000 | thousands by filing date | principal |
| Mizuho Financial Group Inc | 016331384 | COM | 914,600 | $1,979,000 | thousands by filing date | principal |
| SAPPI PAPIER HOLDNG GMBH | 803071AA7 | CORP | 2,000,000 | $1,970,000 | thousands by filing date | principal |
| EQUINIX INC | 29444UAM8 | CORP | 2,000,000 | $1,955,000 | thousands by filing date | principal |
| PRICELINE COM INC | 741503AN6 | BOND | 507,000 | $1,937,000 | thousands by filing date | principal |
| AMERICAN GILSONITE CO | 02636PAA0 | CORP | 2,000,000 | $1,920,000 | thousands by filing date | principal |
| ALON USA ENERGY INC(ALJ)CVT144 | 020520AA0 | CONVERT | 1,488,000 | $1,901,000 | thousands by filing date | principal |
| FQM AKUBRA INC | 457983AC8 | CORP | 1,750,000 | $1,899,000 | thousands by filing date | principal |
| NIHON UNISYS LTD | EJ7063138 | CONV | 185,000,000 | $1,891,000 | thousands by filing date | principal |
| DANA HOLDING CO | 235825AB2 | Convertible | 1,750,000 | $1,881,000 | thousands by filing date | principal |
| BILL BARRETT CORP | 06846NAC8 | CORP | 1,750,000 | $1,881,000 | thousands by filing date | principal |
| SEAGATE HDD CAYMAN | 81180WAG6 | CORP | 2,000,000 | $1,870,000 | thousands by filing date | principal |
| SANDRIDGE ENERGY INC | 80007PAQ2 | CORP | 1,745,000 | $1,850,000 | thousands by filing date | principal |
| SONY CORPORATION | EJ4440941 | CONV | 100,000,000 | $1,815,000 | thousands by filing date | principal |
| Boise Cascade Company | 09739DAA8 | CORP | 1,700,000 | $1,789,000 | thousands by filing date | principal |
| CHINA POWER INTL DEVELOP | EI6434571 | CONV | 8,100,000 | $1,788,000 | thousands by filing date | principal |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 10,000 | $1,773,000 | thousands by filing date | principal |
| GOODYEAR TIRE & RUBBER | 382550BB6 | CORP | 1,570,000 | $1,754,000 | thousands by filing date | principal |
| DRILL RIGS HLDS INC | 262049AA7 | CORP | 1,600,000 | $1,728,000 | thousands by filing date | principal |
| EMULEX CORP | 292475209 | COM NEW | 240,000 | $1,718,000 | thousands by filing date | principal |
| CELGENE CORP | 151020104 | COM | 10,162 | $1,717,000 | thousands by filing date | principal |
| FMG RESOURCES AUG 2006 | 30251GAH0 | CORP | 1,525,000 | $1,712,000 | thousands by filing date | principal |
| ISTAR FINL INC | 45031UBR1 | NOTE 3.000%11/1 | 1,243,000 | $1,706,000 | thousands by filing date | principal |
| ACTIVISION BLIZZARD | 00507VAE9 | CORP | 1,625,000 | $1,694,000 | thousands by filing date | principal |
| WINDSTREAM HOLDIN 7.5XXX | 97381WAX2 | CORPORATE BONDS | 1,650,000 | $1,687,000 | thousands by filing date | principal |
| Gilead Sciences,Inc. | 375558103 | COM | 22,361 | $1,679,000 | thousands by filing date | principal |
| St Barbara Ltd | 852278AA8 | CORP | 2,000,000 | $1,645,000 | thousands by filing date | principal |
| MIDSTATES PETRO INC/LLC | 59804VAB1 | CORP | 1,500,000 | $1,631,000 | thousands by filing date | principal |
| Mastec Inc Senior Note Callable M/W | 576323AN9 | SENIOR NOTE CALLABLE M/W | 1,725,000 | $1,630,000 | thousands by filing date | principal |
| TOLL BROTHERS INC COM | 889478103 | Stock | 44,000 | $1,628,000 | thousands by filing date | principal |
| DISPENSING DYNAMICS INTL | 25471QAA7 | CORP | 1,500,000 | $1,609,000 | thousands by filing date | principal |
| CIT GROUP INC | 125581GH5 | CORP | 1,500,000 | $1,609,000 | thousands by filing date | principal |
| Sesi Llc | 78412FAL8 | CORP | 1,500,000 | $1,601,000 | thousands by filing date | principal |
| CUBIST PHARMACEUTICALS INC | 229678107 | COM | 23,200 | $1,598,000 | thousands by filing date | principal |
| OASIS PETROLEUM INC | 674215AF5 | CORP | 1,500,000 | $1,590,000 | thousands by filing date | principal |
| ADT CORP | 00101JAJ5 | CORP | 1,500,000 | $1,575,000 | thousands by filing date | principal |
| Corecivic Inc | 22025YAP5 | CORP | 1,663,000 | $1,567,000 | thousands by filing date | principal |
| NAVIOS SA LOGIST/FIN US | 63938NAB0 | CORP | 1,450,000 | $1,564,000 | thousands by filing date | principal |
| Eletson Holdings | 28620QAA1 | CORP | 1,500,000 | $1,538,000 | thousands by filing date | principal |
| SUBSEA 7 SA | 001340262 | COM | 80,000 | $1,527,000 | thousands by filing date | principal |
| GENERAL MTRS CO | 37045V134 | WAR | 273,452 | $1,504,000 | thousands by filing date | principal |
| MANNKIND CORP WT 020816 | 56400P508 | WT | 674,000 | $1,483,000 | thousands by filing date | principal |
| MARFRIG HOLDING EUROPE B | 56656UAD4 | CORP | 1,500,000 | $1,481,000 | thousands by filing date | principal |
| CAESARS ENTERTAINMENT OP | 12768RAD9 | CORP | 1,500,000 | $1,444,000 | thousands by filing date | principal |
| STEEL DYNAMICS INC | 858119AV2 | CORP | 1,335,000 | $1,442,000 | thousands by filing date | principal |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 52,079 | $1,431,000 | thousands by filing date | principal |
| XILINX INC | 983919AD3 | SDCV 3.125% 3/1 | 895,000 | $1,419,000 | thousands by filing date | principal |
| Nextera Energy Inc | 65339F705 | CONVERTIBLE PREFERRED STOCK | 24,583 | $1,415,000 | thousands by filing date | principal |
| Chesapeake Energy Corp. | 165167768 | PFD CV | 1,200 | $1,399,000 | thousands by filing date | principal |
| NORCELL SWEDEN HOLDING 2 | EI8624492 | CORP | 900,000 | $1,388,000 | thousands by filing date | principal |
| DELL INTERNATIONAL | 24702NAC4 | TERM | 1,000 | $1,387,000 | thousands by filing date | principal |
| KENNEDY-WILSON INC | 489399AC9 | CORP | 1,250,000 | $1,372,000 | thousands by filing date | principal |
| LIBERTY LATIN AMERICA - CL A | 094506433 | Common | 15,317 | $1,363,000 | thousands by filing date | principal |
| BREITBURN ENER/BREIT FIN | 106777AD7 | CORP | 1,300,000 | $1,352,000 | thousands by filing date | principal |
| SUNCOKE ENERGY INC | 86722AAC7 | CORP | 1,251,000 | $1,348,000 | thousands by filing date | principal |
| Jo-Ann Stores Inc | 639888AA4 | CORP | 1,250,000 | $1,308,000 | thousands by filing date | principal |
| DFC GLOBAL CORP | 256664AC7 | NOTE | 1,321,000 | $1,277,000 | thousands by filing date | principal |
| PHARMACYCLICS INC | 716933106 | COM | 12,000 | $1,269,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAA8 | NOTE | 1,056,000 | $1,254,000 | thousands by filing date | principal |
| NATIONSTAR MTG LLC / NATIONSTAR | 63860UAK6 | Fixed Income | 1,300,000 | $1,238,000 | thousands by filing date | principal |
| PERMIAN HOLDINGS INC | 714239AA8 | CORP | 1,250,000 | $1,231,000 | thousands by filing date | principal |
| FIRST DATA CORPORATION | 319963AY0 | CORP | 1,147,000 | $1,220,000 | thousands by filing date | principal |
| Navios Maritime Acq Corp | 63938MAD8 | CORP | 1,150,000 | $1,173,000 | thousands by filing date | principal |
| ENERGY FUTURE/EFIH FINAN | 29269QAD9 | CORP | 982,000 | $1,154,000 | thousands by filing date | principal |
| PENNEY J C INC | 708160106 | COM | 124,028 | $1,135,000 | thousands by filing date | principal |
| Forbes Energy Svcs Ltd | 345143AC5 | High Yield | 1,150,000 | $1,127,000 | thousands by filing date | principal |
| REGENERON PHARMACEUTICALS COM | 75886F107 | Stock | 4,000 | $1,101,000 | thousands by filing date | principal |
| HEALTHSOUTH CORP | 421924BG5 | CORP | 1,000,000 | $1,096,000 | thousands by filing date | principal |
| INTELSAT LUXEMBOURG SA | 458204AK0 | CORP | 1,000,000 | $1,073,000 | thousands by filing date | principal |
| Fannie Mae | 313586752 | PREF STK | 121,688 | $1,065,000 | thousands by filing date | principal |
| Telesat Canada/Telesat L | 87952VAJ5 | CORP | 1,000,000 | $1,040,000 | thousands by filing date | principal |
| NAVIOS MARITIME HLDS/FIN | 639365AF2 | CORP | 1,000,000 | $1,028,000 | thousands by filing date | principal |
| BERLIN PACKAGING LLC | 08511LAL2 | TERM | 1,000 | $1,026,000 | thousands by filing date | principal |
| CAESARS ACQUISITION CO | 12768T103 | CL A | 85,000 | $1,025,000 | thousands by filing date | principal |
| TALOS PRODUCTION LLC/FIN | 87484JAA8 | CORP | 1,000,000 | $1,023,000 | thousands by filing date | principal |
| IHEARTCOMMUNICATIONS INC | 184502BL5 | CORP | 1,000,000 | $1,020,000 | thousands by filing date | principal |
| NEIMAN MARCUS GROUP LTD | 64021SAB5 | TERM | 1,000 | $1,016,000 | thousands by filing date | principal |
| DISH DBS CORP | 25470XAQ8 | CORP | 1,000,000 | $1,003,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-14-005747 | this filing | 2014-02-11 | acceptance time not in the bulk data set |