13F-HR filed by ADVENT CAPITAL MANAGEMENT /DE/
ADVENT CAPITAL MANAGEMENT /DE/ filed this 13F-HR for the quarter ended 2014-03-31, filed 2014-05-16, with 444 holding rows worth $6,402,940,000.
- Accession
- 0001140361-14-021851
- Filer
- CIK 1097278
- Filed
- 2014-05-16
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2014
A holdings report, 444 entries on the cover page, a total value of $6,402,940,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $6,402,940,000 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 |
|---|---|---|---|---|---|---|
| YAHOO INC 0% 12/01/2018 | 984332AE6 | CONB | 112,646,000 | $114,692,000 | thousands by filing date | principal |
| CLEARWIRE COMMUNICATIONS LLC | 18538TAG4 | CONV BND | 75,628,000 | $87,730,000 | thousands by filing date | principal |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 59,600,000 | $84,233,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AY9 | NOTE 3.000%11/1 | 74,638,000 | $81,847,000 | thousands by filing date | principal |
| PROLOGIS INC 3.250 | 74340XAT8 | NOTE 3.250% 3/1 | 62,646,000 | $73,392,000 | thousands by filing date | principal |
| GILEAD SCIENCES INC | 375558AP8 | CORPORATE OBLIG | 23,026,000 | $71,669,000 | thousands by filing date | principal |
| CIENA CORP | 171779AE1 | NOTE | 66,418,000 | $67,784,000 | thousands by filing date | principal |
| FOREST CITY ENTERPRISES | 345550AP2 | NOTE | 60,405,000 | $67,723,000 | thousands by filing date | principal |
| NVIDIA CORP 10000% 12/01/2018 | 67066GAB0 | CONB | 61,061,000 | $66,989,000 | thousands by filing date | principal |
| DDR CORP | 251591AX1 | NOTE | 56,459,000 | $65,299,000 | thousands by filing date | principal |
| ANNALY CAP MGMT INC | 035710AB8 | NOTE 5.000% 5/1 | 62,583,000 | $64,199,000 | thousands by filing date | principal |
| NEWMONT MINING CORP | 651639AJ5 | NOTE 1.625% 7/1 | 58,001,000 | $61,632,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP CVP 144 | 165167776 | CONVERT | 54,979,000 | $61,595,000 | thousands by filing date | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 41,696,000 | $60,954,000 | thousands by filing date | principal |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 35,492,000 | $60,467,000 | thousands by filing date | principal |
| Liberty Interactive Llc | 530610AB0 | CONV | 56,354,000 | $59,350,000 | thousands by filing date | principal |
| UNITED TECHNOLOGIES CORP | 913017117 | UNIT 99/99/9999 | 835,717 | $55,749,000 | thousands by filing date | |
| US STEEL CORP | 912909AE8 | NOTE | 52,465,000 | $52,971,000 | thousands by filing date | principal |
| HERBALIFE LTD | 42703MAA1 | CONV | 60,783,000 | $52,793,000 | thousands by filing date | principal |
| TOLL BROS FIN CORP | 88947EAM2 | NOTE 0.500% 9/1 | 49,026,000 | $52,023,000 | thousands by filing date | principal |
| GOLDCORP INC NEW | 380956AB8 | NOTE 2.000% 8/0 | 51,344,000 | $51,599,000 | thousands by filing date | principal |
| METLIFE INC | 59156R116 | PREFERRED STOCK | 1,668,971 | $51,204,000 | thousands by filing date | |
| Liberty Media Corp. | 531229AA0 | CONV | 52,449,000 | $49,641,000 | thousands by filing date | principal |
| ROYAL GOLD INC | 780287AA6 | NOTE | 47,799,000 | $48,973,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AH8 | NOTE 2.625%12/1 | 39,596,000 | $48,460,000 | thousands by filing date | principal |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 47,962,000 | $48,380,000 | thousands by filing date | principal |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 50,561,000 | $47,559,000 | thousands by filing date | principal |
| SALIX PHARMACEUTICAL 1.500 | 795435AE6 | NOTE 1.500% 3/ | 27,834,000 | $46,917,000 | thousands by filing date | principal |
| ENDO HEALTH SOLUTIONS INC | 29264FAB2 | BOND | 19,338,000 | $45,516,000 | thousands by filing date | principal |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 38,668,000 | $44,244,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 37,525,000 | $44,017,000 | thousands by filing date | principal |
| MEDIVATION INC | 58501NAA9 | NOTE | 30,663,000 | $43,739,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS | 67020YAF7 | CORPORATE OBLIG | 43,247,000 | $43,571,000 | thousands by filing date | principal |
| WALTER INVESTMENT MANAGEMENT | 93317WAA0 | CNV | 45,683,000 | $43,074,000 | thousands by filing date | principal |
| JARDEN CORP | 471109AJ7 | CONV | 35,439,000 | $43,058,000 | thousands by filing date | principal |
| Alexandria Real Estate E. | 015271505 | CONVERTIBLE PREFERRED STOCK | 1,599,804 | $42,987,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061GAF8 | NOTE 1.500%10/1 | 38,429,000 | $42,798,000 | thousands by filing date | principal |
| KEYCORP NEW | 493267405 | PFD 7.75% SR A | 327,757 | $42,608,000 | thousands by filing date | |
| SanDisk Corp. | 80004CAE1 | CONV | 38,040,000 | $42,024,000 | thousands by filing date | principal |
| IXIA | 45071RAB5 | NOTE 3.000%12/1 | 39,406,000 | $41,591,000 | thousands by filing date | principal |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 36,111,000 | $41,407,000 | thousands by filing date | principal |
| VOLCANO CORP | 928645AB6 | CORPORATE OBLIG | 41,810,000 | $41,373,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAE1 | NOTE 0.750%10/1 | 37,155,000 | $40,718,000 | thousands by filing date | principal |
| AMG CAPITAL TRUST II | 00170F209 | CONVERT | 632,662 | $40,649,000 | thousands by filing date | |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 29,036,000 | $40,600,000 | thousands by filing date | principal |
| JEFFERIES GROUP INC | 472319AG7 | CORPORATE OBLIG | 37,765,000 | $40,133,000 | thousands by filing date | principal |
| AUXILIUM PHARMACEUTICALS INC | 05334DAA5 | NOTE 1.500% 7/1 | 30,249,000 | $39,776,000 | thousands by filing date | principal |
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 33,422,000 | $39,464,000 | thousands by filing date | principal |
| NATIONAL HEALTH INVS INC | 63633DAE4 | NOTE 3.250% 4/0 | 38,956,000 | $38,828,000 | thousands by filing date | principal |
| MGM RESORTS INTL | 55303QAE0 | CORPORATE OBLIG | 26,229,000 | $38,239,000 | thousands by filing date | principal |
| TTM TECHNOLOGIES INC | 87305RAD1 | NOTE 1.750%12/1 | 33,956,000 | $37,628,000 | thousands by filing date | principal |
| SINA CORP | 82922RAC7 | CONV | 38,773,000 | $36,997,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167CB1 | NOTE 2.250%12/1 | 39,077,000 | $36,892,000 | thousands by filing date | principal |
| RYLAND GROUP 0.250 | 783764AS2 | NOTE 0.250% 6/0 | 38,348,000 | $36,413,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS INC | 67020YAB6 | DBCV 2.750% 8/1 | 32,036,000 | $34,399,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 26,409,000 | $34,312,000 | thousands by filing date | principal |
| OMNICARE | 681904AQ1 | NOTE3 | 33,197,000 | $33,765,000 | thousands by filing date | principal |
| STONE ENERGY CORP | 861642AN6 | NOTE | 27,385,000 | $33,490,000 | thousands by filing date | principal |
| CTRIPCOM IN LTD(CTRP)CVT 144A1 | 22943FAC4 | CONVERT | 33,431,000 | $33,416,000 | thousands by filing date | principal |
| NAVISTAR INTL (NAV) CVT 144A 4 | 63934EAR9 | CONVERT | 33,247,000 | $33,055,000 | thousands by filing date | principal |
| HOLOGIC INC 2.000 | 436440AB7 | FRNT 2.000%12/1 | 28,808,000 | $32,992,000 | thousands by filing date | principal |
| PDLI 4 2/1/18 | 69329YAF1 | Bond 30/360P2 U | 31,167,000 | $32,984,000 | thousands by filing date | principal |
| Forest City Enterprises, Inc. | 345550AQ0 | CONV | 31,653,000 | $32,965,000 | thousands by filing date | principal |
| GROUP 1 AUTOMOTIVE INC | 398905AE9 | FRNT | 27,186,000 | $32,882,000 | thousands by filing date | principal |
| Jarden Corp | 471109AK4 | CONV | 33,000,000 | $32,820,000 | thousands by filing date | principal |
| WEBMD HEALTH CORP | 94770VAJ1 | CONV | 32,000,000 | $32,547,000 | thousands by filing date | principal |
| ARES CAPITAL CORP CVT(ARCC) 4. | 04010LAK9 | CONVERT | 30,356,000 | $32,332,000 | thousands by filing date | principal |
| Ashland Inc | 044209AF1 | CORP | 32,185,000 | $31,582,000 | thousands by filing date | principal |
| EXTRA SPACE STORAGE LP | 30225VAC1 | CONV BND | 29,703,000 | $31,231,000 | thousands by filing date | principal |
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AD1 | NOTE 1.000% 7/0 | 25,375,000 | $31,145,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP | 530715AN1 | DEB 3.500% 1/1 | 58,116,000 | $30,997,000 | thousands by filing date | principal |
| CUBIST PHARMACEUTICALS | 229678AE7 | CONV | 26,123,000 | $30,978,000 | thousands by filing date | principal |
| AIR LEASE CORP | 00912XAK0 | NOTE 3.875%12/0 | 20,382,000 | $30,940,000 | thousands by filing date | principal |
| GOODRICH | 382410AG3 | NOTE5 | 30,020,000 | $30,752,000 | thousands by filing date | principal |
| NEWMONT MINING CORP | 651639AH9 | NOTE | 30,579,000 | $30,656,000 | thousands by filing date | principal |
| HOST HOTELS & RESORTS LPCVT2.5 | 44107TAG1 | CONVERT | 19,708,000 | $30,644,000 | thousands by filing date | principal |
| HORNBECK OFFSHORE SVCS INC N | 440543AN6 | NOTE 1.500 9/0 | 26,857,000 | $30,642,000 | thousands by filing date | principal |
| HLS 2 12/1/43 | 421924BL4 | Bond 30/360P2 U | 27,083,000 | $29,897,000 | thousands by filing date | principal |
| HOLOGIC INC | 436440AC5 | CORPORATE OBLIG | 28,935,000 | $29,648,000 | thousands by filing date | principal |
| OWENS-ILLINOIS (OI) CVT 144A 3 | 69073TAQ6 | CONVERT | 28,763,000 | $29,607,000 | thousands by filing date | principal |
| STEEL DYNAMICS INC | 858119AP5 | CORPORATE OBLIG | 27,243,000 | $29,354,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAJ2 | NOTE 4.750prct 1/1 | 26,681,000 | $28,822,000 | thousands by filing date | principal |
| CIENA CORP | 171779AK7 | DEBT 4.000%12/1 | 20,294,000 | $28,767,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167784 | CONV PRF | 25,208,000 | $28,158,000 | thousands by filing date | principal |
| CENTERPOINT ENERGY INC CONV PFD TAXBL | 15189T206 | EQUITY | 524,094 | $27,603,000 | thousands by filing date | |
| RYLAND GROUP INC | 783764AQ6 | NOTE 1.625% | 19,282,000 | $27,498,000 | thousands by filing date | principal |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 26,736,000 | $27,452,000 | thousands by filing date | principal |
| OMNICARE INC | 681904AL2 | DBCV 3.250%12/1 | 25,299,000 | $27,013,000 | thousands by filing date | principal |
| PRICELINE COM INC (PCLN)CVT 14 | 741503AR7 | CONVERT | 22,614,000 | $26,925,000 | thousands by filing date | principal |
| BROADSOFT INC | 11133BAB8 | NOTE 1.500% 7/0 | 25,563,000 | $26,841,000 | thousands by filing date | principal |
| ELECTRONIC ARTS INC | 285512AA7 | NOTE 0.750% 7/1 | 22,989,000 | $26,669,000 | thousands by filing date | principal |
| AMERICAN RLTY CAP PPTYS INC | 02917TAA2 | NOTE 3.000% 8/0 | 24,822,000 | $26,360,000 | thousands by filing date | principal |
| TIBCO SOFTWARE INC | 88632QAB9 | NOTE | 25,994,000 | $26,264,000 | thousands by filing date | principal |
| CORNERSTONE ONDEMAND INC | 21925YAA1 | CONV BND | 22,435,000 | $25,926,000 | thousands by filing date | principal |
| LIFEPOINT HEALTH INC | 53219LAH2 | CORPORATE OBLIG | 24,493,000 | $25,898,000 | thousands by filing date | principal |
| RADIAN GROUP INC | 750236AN1 | NOTE 2.250% 3/0 | 16,750,000 | $25,702,000 | thousands by filing date | principal |
| JDS UNIPHASE CORP .625000% 08/15/2033 | 46612JAE1 | CONB | 24,135,000 | $25,682,000 | thousands by filing date | principal |
| ALLEGHENY TECHNOLOGIES INC | 01741RAD4 | NOTE | 25,106,000 | $25,644,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 22,611,000 | $25,527,000 | thousands by filing date | principal |
| XILINX INC 2.625 | 983919AF8 | NOTE 2.625% 6/1 | 13,440,000 | $25,231,000 | thousands by filing date | principal |
| ARVINMERITOR INC | 043353AH4 | CORPORATE OBLIG | 24,072,000 | $25,104,000 | thousands by filing date | principal |
| NORTHSTAR REALTY FIN | 66705PAC7 | CONV | 14,836,000 | $24,454,000 | thousands by filing date | principal |
| INTERMUNE INC | 45884XAE3 | NOTE 2.500% 9/1 | 18,951,000 | $24,419,000 | thousands by filing date | principal |
| FORD MTR CO DEL | 345370CN8 | NOTE 4.250%11/1 | 13,048,000 | $23,657,000 | thousands by filing date | principal |
| EXELIXIS INC | 30161QAC8 | NOTE 4.250% 8/1 | 26,528,000 | $23,654,000 | thousands by filing date | principal |
| ENERGY XXI BERMUDA LTD | 29274UAA9 | CONV | 23,760,000 | $23,290,000 | thousands by filing date | principal |
| BEV PACK HLDS LU/ISSUER | 08783AAA1 | CORP | 22,000,000 | $22,550,000 | thousands by filing date | principal |
| STANDARD BIOTOOLS INC | 34385PAA6 | NOTE 2.750% 2/0 | 19,598,000 | $22,375,000 | thousands by filing date | principal |
| HOLOGIC INC | 436440AG6 | FRNT 2.000%12/1 | 20,886,000 | $22,174,000 | thousands by filing date | principal |
| Portfolio Recovery Associates | 73640QAA3 | CONV | 18,559,000 | $22,136,000 | thousands by filing date | principal |
| LIBERTY INTERACTIVE LLC | 530610AC8 | DEB 0.750 3/3 | 17,260,000 | $21,652,000 | thousands by filing date | principal |
| BROOKDALE SENIOR LIVING | 112463AA2 | NOTE | 15,909,000 | $21,646,000 | thousands by filing date | principal |
| STANLEY BLACK & DECKER INC | 854502804 | UNIT 11/17/20166 | 199,611 | $21,454,000 | thousands by filing date | |
| SERVICENOW INC | 81762PAA0 | CONV | 19,631,000 | $21,207,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 11,397,000 | $21,137,000 | thousands by filing date | principal |
| CHART INDUSTRIES INC | 16115QAC4 | NOTE | 15,511,000 | $20,878,000 | thousands by filing date | principal |
| LINEAR TECH INC | 535678AC0 | CORPORATE OBLIG | 17,129,000 | $20,451,000 | thousands by filing date | principal |
| EMULEX CORPORATION | 292475AE0 | CONV | 20,247,000 | $20,340,000 | thousands by filing date | principal |
| ARRAY BIOPHARMA INC | 04269XAA3 | NOTE 3.000% 6/0 | 19,669,000 | $20,318,000 | thousands by filing date | principal |
| First Data Corporation | 319963BB9 | CORP | 16,888,000 | $20,097,000 | thousands by filing date | principal |
| Proofpoint, Inc. | 743424AA1 | CONV | 17,000,000 | $20,076,000 | thousands by filing date | principal |
| EQUINIX INC | 29444UAG1 | CNV | 12,332,000 | $20,062,000 | thousands by filing date | principal |
| SUNEDISON INC(SUNE) CVT 2.0 14 | 86732YAA7 | CONVERT | 13,740,000 | $19,987,000 | thousands by filing date | principal |
| Janus Capital | 47102XAH8 | CONV | 15,887,000 | $19,186,000 | thousands by filing date | principal |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 17,867,000 | $19,166,000 | thousands by filing date | principal |
| WRIGHT MED GROUP INC | 98235TAC1 | NOTE 2.000% 8/1 | 13,869,000 | $18,812,000 | thousands by filing date | principal |
| Starwood Property Trust, Inc. | 85571BAB1 | CONV | 16,415,000 | $18,786,000 | thousands by filing date | principal |
| B2GOLD CORP | 11777QAA8 | CONV | 17,869,000 | $18,695,000 | thousands by filing date | principal |
| ROCKWOOD SPECIALTIES GRO | 774477AJ2 | CORP | 18,009,000 | $18,594,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 11,717,000 | $18,528,000 | thousands by filing date | principal |
| OLD REP INTL CORP | 680223AH7 | NOTE 3.750% 3/1 | 14,739,000 | $18,275,000 | thousands by filing date | principal |
| NAVISTAR INTL CORP(NAV)CVT 144 | 63934EAP3 | CONVERT | 18,500,000 | $18,262,000 | thousands by filing date | principal |
| Cubist Pharmaceuticals, Inc. | 229678AG2 | CONV | 14,835,000 | $17,948,000 | thousands by filing date | principal |
| GENERAL MTRS CO COM | 37045V100 | Stock | 508,665 | $17,508,000 | thousands by filing date | |
| ARES CAP CORP | 04010LAD5 | NOTE 5.125% 6/0 | 16,042,000 | $17,325,000 | thousands by filing date | principal |
| TVIA 5 10/1/19 | 83415TAC5 | Bond 30/360P2 U | 16,000,000 | $17,232,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BB8 | NOTE | 12,521,000 | $17,226,000 | thousands by filing date | principal |
| YANDEX NV | 98474TAA5 | CONV | 18,500,000 | $17,157,000 | thousands by filing date | principal |
| L-3 COMMUNICATIONS CORP | 502413AW7 | DEBT 3.000% 8/0 | 12,650,000 | $16,855,000 | thousands by filing date | principal |
| CRM 0.25 4/1/18 | 79466LAD6 | Bond 30/360P2 U | 14,771,000 | $16,805,000 | thousands by filing date | principal |
| ICON 1.5 3/18 | 451055AF4 | Bond 30/360P2 U | 12,169,000 | $16,636,000 | thousands by filing date | principal |
| Navient Corp | 78442FEM6 | CORP | 15,000,000 | $16,350,000 | thousands by filing date | principal |
| Incyte Corporation | 45337CAL6 | NOTE 1.25% 11/15/2020 | 12,560,000 | $16,069,000 | thousands by filing date | principal |
| CONTINENTAL AIRLS INC | 210795PU8 | NOTE 4.500% 1/1 | 6,738,000 | $16,041,000 | thousands by filing date | principal |
| VSH 2.25 11-40 144A CVT | 928298AG3 | CONVERT | 13,652,000 | $16,039,000 | thousands by filing date | principal |
| OREXIGEN THERAPEUTICS IN | 686164AA2 | CONV | 14,436,000 | $16,031,000 | thousands by filing date | principal |
| WORKDAY INC | 98138HAA9 | CONV | 12,282,000 | $15,825,000 | thousands by filing date | principal |
| Allscripts Healthcare Solutio | 01988PAC2 | CONV | 12,509,000 | $15,433,000 | thousands by filing date | principal |
| FINISAR CORP | 31787AAL5 | CONV | 13,227,000 | $15,277,000 | thousands by filing date | principal |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 14,998,000 | $15,274,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 9,167,000 | $15,081,000 | thousands by filing date | principal |
| RADIAN GROUP INC | 750236AK7 | BOND | 10,150,000 | $15,078,000 | thousands by filing date | principal |
| REGENCY ENERGY PARTNERS | 75886AAK4 | CORP | 14,443,000 | $15,021,000 | thousands by filing date | principal |
| MYLAN INC | 628530AJ6 | CORPORATE OBLIG | 4,084,000 | $15,010,000 | thousands by filing date | principal |
| Akamai Technologies Inc | 00971TAF8 | CONV | 15,000,000 | $14,850,000 | thousands by filing date | principal |
| SYNOVUS FINL CORPSUB NT | 87161CAG0 | FIXED INCOME | 14,150,000 | $14,822,000 | thousands by filing date | principal |
| DOMINION RES INC VA NEW | 25746U703 | UNIT 04/01/2013 | 255,542 | $14,695,000 | thousands by filing date | |
| SL GREEN OPERATING PAR 144A 3. | 78444FAC0 | CONVERT | 11,247,000 | $14,692,000 | thousands by filing date | principal |
| HOMEAWAY INC(AWAY) CVT 144A 0. | 43739QAA8 | CONVERT | 14,335,000 | $14,591,000 | thousands by filing date | principal |
| STANLEY BLACK & DECKER CON | 854502309 | UNIT 99/99/9999 | 113,972 | $14,436,000 | thousands by filing date | |
| TRINITY INDS INC | 896522AF6 | NOTE 3.875% 6/0 | 9,020,000 | $14,339,000 | thousands by filing date | principal |
| ARCELORMITTAL SA LUXEMBOURG | 03938LAK0 | NOTE 5.000% 5/1 | 14,055,000 | $14,122,000 | thousands by filing date | principal |
| LENNAR CORP | 526057BT0 | CORP | 13,750,000 | $13,991,000 | thousands by filing date | principal |
| OMNICOM GROUP INC | 681919AV8 | NOTE 7/3 | 10,420,000 | $13,835,000 | thousands by filing date | principal |
| MDCO 1.375 6/17 | 584688AC9 | Bond 30/360P2 U | 11,215,000 | $13,745,000 | thousands by filing date | principal |
| NEWPARK RES INC 4.000 | 651718AC2 | NOTE 4.000%10/0 | 10,598,000 | $13,675,000 | thousands by filing date | principal |
| LENNAR CORP | 526057BG8 | CONV BND | 7,500,000 | $13,386,000 | thousands by filing date | principal |
| HELIX ENERGY SOLUTIONS GROUP | 42330PAG2 | CORPORATE OBLIG | 10,801,000 | $13,375,000 | thousands by filing date | principal |
| BIOMED REALTY LP CVT 3.75 01-1 | 09064AAB7 | CONVERT | 10,894,000 | $13,218,000 | thousands by filing date | principal |
| ISIS PHARMACEUTICALS INC DEL | 464337AG9 | NOTE 2.75010/0 | 4,857,000 | $13,040,000 | thousands by filing date | principal |
| COLONY FINL INC | 19624RAA4 | NOTE 5.000% 4/1 | 12,265,000 | $13,030,000 | thousands by filing date | principal |
| Nextera Energy, Inc. | 65339F887 | PFD | 205,033 | $12,594,000 | thousands by filing date | |
| HEARTWARE INTERNATIONAL | 422368AA8 | NOTE | 10,353,000 | $12,554,000 | thousands by filing date | principal |
| RTI INTL METALS INC | 74973WAB3 | NOTE 1.625%10/1 | 12,443,000 | $12,226,000 | thousands by filing date | principal |
| LEAP WIRELESS INTL INC | 521863AL4 | CORPORATE OBLIG | 12,000,000 | $12,152,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC 30000% 11/15/2028 | 81170YAA7 | CONB | 12,176,000 | $12,014,000 | thousands by filing date | principal |
| LAM RESEARCH CORP | 512807AL2 | NOTE | 9,595,000 | $11,947,000 | thousands by filing date | principal |
| LENNAR CORP | 526057BE3 | NOTE | 6,530,000 | $11,932,000 | thousands by filing date | principal |
| PENNYMAC CORP | 70932AAB9 | NOTE 5.375% 5/0 | 12,051,000 | $11,819,000 | thousands by filing date | principal |
| STARZ LLC/STARZ FIN CORP | 85571NAB5 | CORP | 11,302,000 | $11,669,000 | thousands by filing date | principal |
| EMERALD OIL INC | 29101UAA8 | CONV | 11,248,000 | $11,646,000 | thousands by filing date | principal |
| Spansion LLC | 84649PAK1 | CONV | 8,230,000 | $11,591,000 | thousands by filing date | principal |
| IHEARTCOMMUNICATIONS INC | 184502BL5 | CORP | 11,000,000 | $11,550,000 | thousands by filing date | principal |
| DFC GLOBAL CORP | 23324TAB3 | NOTE 3.250% 4/1 | 13,464,000 | $11,491,000 | thousands by filing date | principal |
| YAHOO INC | 984332106 | COM | 318,435 | $11,432,000 | thousands by filing date | |
| CHIQUITA BRANDS INTL INC | 170032AT3 | NOTE 4.250% 8/1 | 11,281,000 | $11,421,000 | thousands by filing date | principal |
| HORNBECK OFFSHORE SVCS INC N | 440543106 | COM | 268,900 | $11,243,000 | thousands by filing date | |
| UTi Worldwide Inc | 90349LAA2 | CONV | 10,700,000 | $11,212,000 | thousands by filing date | principal |
| TELEFLEX INC | 879369AA4 | NOTE 3.875% 8/0 | 6,131,000 | $10,914,000 | thousands by filing date | principal |
| Prospect Medical Holding | 743494AC0 | CORP | 9,913,000 | $10,855,000 | thousands by filing date | principal |
| HALCON RESOURCES CORP | 40537QAD2 | CORP | 9,516,000 | $9,873,000 | thousands by filing date | principal |
| Cardtronics, Inc. | 14161HAF5 | CONV | 9,646,000 | $9,498,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290AV5 | NOTE | 7,692,000 | $9,460,000 | thousands by filing date | principal |
| Encore Capital Group Inc | 292554AG7 | CONV | 9,498,000 | $9,389,000 | thousands by filing date | principal |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 10,000,000 | $9,235,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AU7 | COM | 4,151,000 | $9,200,000 | thousands by filing date | principal |
| JPMorgan Chase & Co | 46625H100 | COM | 149,231 | $9,060,000 | thousands by filing date | |
| Illumina Inc | 452327AC3 | CONV | 4,942,000 | $8,985,000 | thousands by filing date | principal |
| MERITOR INC | 59001KAC4 | NOTE 7.875% 3/0 | 5,889,000 | $8,928,000 | thousands by filing date | principal |
| LULULEMON ATHLETICA INC | 550021109 | COM | 160,000 | $8,414,000 | thousands by filing date | |
| ALLY FINANCIAL INC | 02005NAM2 | CORP | 8,000,000 | $8,290,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC | 811904AM3 | NOTE 2.500%12/1 | 6,910,000 | $8,251,000 | thousands by filing date | principal |
| PDL BIOPHARMA INC | 69329YAC8 | CNV | 6,000,000 | $8,203,000 | thousands by filing date | principal |
| TITAN MACHINERY INC | 88830RAB7 | NOTE | 9,467,000 | $8,067,000 | thousands by filing date | principal |
| Sandridge | 80007p604 | CONV PREF | 75,008,000 | $8,063,000 | thousands by filing date | principal |
| RPM INTL INC | 749685AT0 | NOTE 2.250%12/1 | 6,911,000 | $7,996,000 | thousands by filing date | principal |
| INTERMUNE INC | 45884XAF0 | NOTE 2.500%12/1 | 3,000,000 | $7,907,000 | thousands by filing date | principal |
| GAIN CAP HLDGS INC | 36268WAA8 | NOTE 4.125%12/0 | 6,800,000 | $7,707,000 | thousands by filing date | principal |
| SHIP FINANCE INTL LTD | EJ5320514 | CONV | 6,850,000 | $7,646,000 | thousands by filing date | principal |
| LSB INDUSTRIES | 502160AK0 | CORP | 7,000,000 | $7,508,000 | thousands by filing date | principal |
| INTL GAME TECH 3.250 | 459902AQ5 | NOTE 3.250% 5/0 | 7,480,000 | $7,495,000 | thousands by filing date | principal |
| GENERAL CABLE CORP | 369300AL2 | CORPORATE OBLIG | 7,421,000 | $7,468,000 | thousands by filing date | principal |
| UNITED STATES STL CORP NEW | 912909AH1 | NOTE 2.750% 4/0 | 5,671,000 | $7,427,000 | thousands by filing date | principal |
| ICONIX BRAND GROUP INC | 451055AE7 | NOTE | 5,450,000 | $7,419,000 | thousands by filing date | principal |
| SIMMONS FOODS INC | 828732AA5 | CORP | 6,550,000 | $7,099,000 | thousands by filing date | principal |
| ELY 3.75 08/19 | 131193AC8 | Bond 30/360P2 U | 4,977,000 | $7,052,000 | thousands by filing date | principal |
| InvenSense, Inc. | 46123DAA4 | CONV | 5,500,000 | $7,004,000 | thousands by filing date | principal |
| EMERGENT BIO INC(EBS)CVT 144A | 29089QAA3 | CONVERT | 6,398,000 | $6,931,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503403 | COM NEW | 5,651 | $6,735,000 | thousands by filing date | |
| FXCM Inc. | 302693AA4 | CONV | 6,292,000 | $6,550,000 | thousands by filing date | principal |
| STILLWATER MINING COMPAN | 86074QAL6 | NOTE | 5,000,000 | $6,479,000 | thousands by filing date | principal |
| GT Advanced Technologies Inc. | 36191UAB2 | CONV | 4,000,000 | $6,466,000 | thousands by filing date | principal |
| HEALTH CARE REIT INC CONV 6.50 | 42217K601 | PFD | 116,052 | $6,444,000 | thousands by filing date | |
| VODAFONE GROUP PLC SPONSORED ADR | 92857W308 | ADR | 174,176 | $6,411,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION | 74348TAM4 | NOTE 5.875% 1/1 | 5,959,000 | $6,300,000 | thousands by filing date | principal |
| M/I HOMES INC | 55292PAB1 | NOTE 3.000% 3/0 | 5,806,000 | $6,207,000 | thousands by filing date | principal |
| Salesforce.com, Inc | 79466L302 | COM | 108,200 | $6,177,000 | thousands by filing date | |
| Concur Technologies, Inc. | 206708AB5 | CONV | 5,272,000 | $6,169,000 | thousands by filing date | principal |
| Sprint Communications | 852061AK6 | CORP | 5,000,000 | $6,113,000 | thousands by filing date | principal |
| Weyerhaeuser Co. | 962166872 | CONVERTIBLE PREFERRED STOCK | 108,530 | $5,916,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 228,400 | $5,896,000 | thousands by filing date | |
| CAESARS ENT RESORT PROP | 699742AC6 | CORP | 5,500,000 | $5,775,000 | thousands by filing date | principal |
| HEALTH CARE REIT INC | 42217KAR7 | NOTE | 4,719,000 | $5,604,000 | thousands by filing date | principal |
| BLACKROCK CAPITAL INVESTMENT | 092533AB4 | NOTE 5.500prct 2/1 | 5,329,000 | $5,575,000 | thousands by filing date | principal |
| RADIO ONE INC | 75040PAQ1 | CORP | 5,000,000 | $5,300,000 | thousands by filing date | principal |
| ENDOLOGIX INC | 29266SAA4 | NOTE 2.250%12/1 | 5,458,000 | $5,224,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MBC1 | FRNT 4/1 | 5,000,000 | $5,210,000 | thousands by filing date | principal |
| KB HOME 1.375 | 48666KAS8 | NOTE 1.375% 2/0 | 5,056,000 | $5,203,000 | thousands by filing date | principal |
| NEXTERA ENERGY INC | 65339F861 | UNIT 09/01/2016 | 94,365,000 | $5,113,000 | thousands by filing date | principal |
| LIGHTSTREAM RESOURCES | 71645AAA7 | CORP | 5,065,000 | $5,065,000 | thousands by filing date | principal |
| VERTELLUS SPECIALTIES | 92532JAA0 | CORP | 5,010,000 | $5,048,000 | thousands by filing date | principal |
| ARCELORMITTAL | EP0436352 | CNV PFD | 207,276 | $4,970,000 | thousands by filing date | |
| DANAHER CORP DEL | 235851AF9 | NOTE 1/2 | 2,209,000 | $4,818,000 | thousands by filing date | principal |
| TIFFANY & CO NEW | 886547108 | COM | 55,500 | $4,781,000 | thousands by filing date | |
| BRISTOL-MYERS SQUIBB CO | 110122AN8 | DBCV | 3,500,000 | $4,594,000 | thousands by filing date | principal |
| MERRIMACK PHARMACEUTICALS IN | 590328AA8 | NOTE 4.500% 7/1 | 4,534,000 | $4,571,000 | thousands by filing date | principal |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 5,001,000 | $4,547,000 | thousands by filing date | principal |
| CENVEO CORP | 15671BAE1 | CORP | 4,404,000 | $4,492,000 | thousands by filing date | principal |
| ALTA MESA HLDGS/FINANC S | 021332AC5 | CORP | 4,150,000 | $4,461,000 | thousands by filing date | principal |
| HCI GROUP INC | 40416EAA1 | CONV | 5,000,000 | $4,411,000 | thousands by filing date | principal |
| HCA HOLDINGS INC | 40412CAB7 | CORP | 4,000,000 | $4,410,000 | thousands by filing date | principal |
| FCA US LLC/CG CO-ISSUER | 17121EAB3 | CORP | 4,000,000 | $4,380,000 | thousands by filing date | principal |
| RAYONIER TRS HLDGS INC | 75508AAC0 | NOTE 4.500% 8/1 | 2,947,000 | $4,297,000 | thousands by filing date | principal |
| LAM RESEARCH CORP 0.500 | 512807AJ7 | NOTE 0.500% 5/1 | 3,696,000 | $4,287,000 | thousands by filing date | principal |
| DENDREON CORP | 24823QAC1 | CORPORATE OBLIG | 5,595,000 | $4,112,000 | thousands by filing date | principal |
| RESOURCE CAP CORP | 76120WAA2 | NOTE 6.000prct12/0 | 4,097,000 | $4,079,000 | thousands by filing date | principal |
| Incyte Corporation | 45337CAK8 | NOTE 0.375% 11/15/2018 | 3,000,000 | $3,828,000 | thousands by filing date | principal |
| CATALYST PAPER CORP | 14889BAB8 | CORP | 4,256,600 | $3,810,000 | thousands by filing date | principal |
| DOMINION RES INC VA NEW | 25746U885 | UNIT 07/01/2016 | 65,500,000 | $3,783,000 | thousands by filing date | principal |
| VIVUS INC | 928551AA8 | CONV BND | 5,000,000 | $3,781,000 | thousands by filing date | principal |
| IXIA | 45071R109 | COM | 301,000 | $3,763,000 | thousands by filing date | |
| CIT GROUP INC | 125581GL6 | CORP | 3,500,000 | $3,763,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION 5.75 03/15/2018 | 74348TAL6 | Convertible | 3,450,000 | $3,685,000 | thousands by filing date | principal |
| TRIBUNE CO | 89604BAR9 | TERM | 3,551,100 | $3,551,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 3,213,000 | $3,384,000 | thousands by filing date | principal |
| Verizon Communications Inc | 92343V104 | COM | 70,619 | $3,359,000 | thousands by filing date | |
| Dpx Holdings Bv | 46590GAA1 | CORP | 3,250,000 | $3,348,000 | thousands by filing date | principal |
| PLAINS EXPLORATION & PRO | 726505AL4 | CORP | 3,000,000 | $3,315,000 | thousands by filing date | principal |
| HEALTH NET INC | 422248AA2 | CORP | 3,000,000 | $3,263,000 | thousands by filing date | principal |
| VALEANT PHARMACEUTICALS | 91911XAQ7 | CORP | 3,000,000 | $3,233,000 | thousands by filing date | principal |
| Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu | 761735AL3 | GLOBAL | 3,000,000 | $3,210,000 | thousands by filing date | principal |
| BIOMET INC | 090613AJ9 | CORP | 2,978,000 | $3,207,000 | thousands by filing date | principal |
| Iasis Healthcare/Cap Crp | 45072PAD4 | CORP | 3,000,000 | $3,203,000 | thousands by filing date | principal |
| CLEAN HARBORS INCCLEAN HBRS INC GTDFXD | 184496AL1 | FIXED INCOME | 3,000,000 | $3,060,000 | thousands by filing date | principal |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 60,000 | $3,001,000 | thousands by filing date | |
| PAR PAC HOLDINGS INC | 69888T207 | COM NEW | 150,000 | $2,997,000 | thousands by filing date | |
| CSG Systems International, In | 126349AC3 | CONV | 2,371,000 | $2,931,000 | thousands by filing date | principal |
| OVERSEAS SHIPHLDG GROUP | 690368AH8 | CORP | 2,426,000 | $2,863,000 | thousands by filing date | principal |
| T-Mobile US,Inc. | 872590104 | COM | 85,416 | $2,821,000 | thousands by filing date | |
| Tenet Healthcare Corp | 87243QAB2 | CORP | 2,625,000 | $2,809,000 | thousands by filing date | principal |
| OASIS PETROLEUM INC | 674215AF5 | CORP | 2,500,000 | $2,706,000 | thousands by filing date | principal |
| ENERGY XXI BERMUDA LTD CONV PFD $14.0625 | 29274U309 | PREFERRED | 10,000,000 | $2,702,000 | thousands by filing date | principal |
| ALLY FINANCIAL INC | 02005NAJ9 | CORP | 2,250,000 | $2,675,000 | thousands by filing date | principal |
| FOREST OIL CORPORATION 7.25 06/2019 Corporate Bond 7.250 | 346091AZ4 | Com | 3,000,000 | $2,629,000 | thousands by filing date | principal |
| FLAGSTAR BANK NATIONAL ASSOC | 64944P307 | UNIT 05/07/2051 | 53,446,000 | $2,603,000 | thousands by filing date | principal |
| Clayton Williams Energy | 969490AE1 | CORP | 2,400,000 | $2,550,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAG8 | NOTE 4.875% 3/1 | 2,280,000 | $2,464,000 | thousands by filing date | principal |
| SAMSON INVESTMENT CO | 796038AA5 | CORP | 2,250,000 | $2,453,000 | thousands by filing date | principal |
| Land O Lakes Cap Trst I | 514665AA6 | CORP | 2,500,000 | $2,438,000 | thousands by filing date | principal |
| CBIZ INC | 124805AC6 | CONV | 1,795,000 | $2,405,000 | thousands by filing date | principal |
| LABORATORY CRP OF AMER HLDGS | 50540RAG7 | CNV | 1,819,000 | $2,397,000 | thousands by filing date | principal |
| RANGE RES CORP GTD | 75281AAN9 | Fixed Income | 2,320,000 | $2,366,000 | thousands by filing date | principal |
| FMG RESOURCES AUG 2006 | 30251GAH0 | CORP | 2,100,000 | $2,310,000 | thousands by filing date | principal |
| CELGENE CORP | 151020104 | COM | 16,462 | $2,298,000 | thousands by filing date | |
| CHRYSLER GP/CG CO-ISSUER | 17121EAD9 | CORP | 2,000,000 | $2,263,000 | thousands by filing date | principal |
| Earthlink Holdings Corp | 270321AE2 | CORP | 2,175,000 | $2,262,000 | thousands by filing date | principal |
| CALPINE CORP | 131347BY1 | CORP | 2,000,000 | $2,240,000 | thousands by filing date | principal |
| QEP Resources Inc | 74733VAA8 | Corporate Bond | 2,000,000 | $2,200,000 | thousands by filing date | principal |
| Pbf Holding Co Llc | 69318FAB4 | CORP | 2,000,000 | $2,170,000 | thousands by filing date | principal |
| NATIONSTAR MTG LLC / NATIONSTAR | 63860UAK6 | Fixed Income | 2,300,000 | $2,168,000 | thousands by filing date | principal |
| W & T OFFSHORE INC | 92922PAC0 | CORP | 2,000,000 | $2,160,000 | thousands by filing date | principal |
| T-MOBILE USA INC | 87264AAD7 | CORP | 2,000,000 | $2,150,000 | thousands by filing date | principal |
| HALCON RESOURCES CORP | 40537QAG5 | CORP | 2,000,000 | $2,150,000 | thousands by filing date | principal |
| CARLSON WAGONLIT BV | 142812AB2 | CORP | 2,000,000 | $2,135,000 | thousands by filing date | principal |
| GAMING & LEISURE P COM | 36467J108 | REIT | 58,513 | $2,133,000 | thousands by filing date | |
| ALLIED SPECIALTY VEHICLE | 019517AA9 | CORP | 2,000,000 | $2,130,000 | thousands by filing date | principal |
| FRESENIUS MED CARE US | 35803QAA5 | CORP | 2,000,000 | $2,128,000 | thousands by filing date | principal |
| ALZA CORP 7/2 | 02261WAB5 | SDCV | 1,568,000 | $2,125,000 | thousands by filing date | principal |
| Shape Technologies Group | 94155UAA7 | CORP | 2,000,000 | $2,120,000 | thousands by filing date | principal |
| CORNERSTONE CHEMICAL CO | 21925AAB1 | CORP | 2,000,000 | $2,120,000 | thousands by filing date | principal |
| KRATOS DEFENSE & SEC | 50077BAC2 | CORP | 2,000,000 | $2,115,000 | thousands by filing date | principal |
| ENERGY XXI GULF COAST IN | 29276KAR2 | CORP | 2,000,000 | $2,095,000 | thousands by filing date | principal |
| EAGLE ROCK ENER PART/FIN | 26985UAB3 | CORP | 1,925,000 | $2,089,000 | thousands by filing date | principal |
| Guitar Center Inc | 402040AJ8 | CORP | 2,100,000 | $2,084,000 | thousands by filing date | principal |
| CASELLA WASTE SYSTEMS IN | 147448AG9 | CORP | 2,000,000 | $2,075,000 | thousands by filing date | principal |
| SAPPI PAPIER HOLDNG GMBH | 803071AA7 | CORP | 2,000,000 | $2,075,000 | thousands by filing date | principal |
| TEXAS COMP ELEC HOLD LLC | 90210EAM8 | TERM | 2,860,000 | $2,072,000 | thousands by filing date | principal |
| ANDEAVOR NOTE M/W CLBL | 881609AZ4 | NOTE M/W CLBL | 2,000,000 | $2,058,000 | thousands by filing date | principal |
| TRW AUTOMOTIVE INC 144A | 87264MAJ8 | BOND | 2,000,000 | $2,055,000 | thousands by filing date | principal |
| Navios Maritime Hlds/Fin | 639365AG0 | CORP | 2,000,000 | $2,045,000 | thousands by filing date | principal |
| Appvion Inc | 03834LAA7 | CORP | 2,000,000 | $2,040,000 | thousands by filing date | principal |
| EQUINIX INC | 29444UAM8 | CORP | 2,000,000 | $2,040,000 | thousands by filing date | principal |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 25,000 | $2,019,000 | thousands by filing date | |
| Sprint Industrial Llc | 85208BAE6 | TERM | 2,000,000 | $2,015,000 | thousands by filing date | principal |
| LEVEL 3 COMMUNICATIONS | 52729NBT6 | CORP | 1,750,000 | $1,978,000 | thousands by filing date | principal |
| CELANESE US HOLDINGS LLC | 15089QAD6 | COM | 2,000,000 | $1,970,000 | thousands by filing date | principal |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 1,500,000 | $1,936,000 | thousands by filing date | principal |
| DANA HOLDING CO | 235825AB2 | Convertible | 1,750,000 | $1,903,000 | thousands by filing date | principal |
| SANDRIDGE ENERGY INC | 80007PAQ2 | CORP | 1,745,000 | $1,902,000 | thousands by filing date | principal |
| BILL BARRETT CORP | 06846NAC8 | CORP | 1,750,000 | $1,897,000 | thousands by filing date | principal |
| Boise Cascade Company | 09739DAA8 | CORP | 1,700,000 | $1,823,000 | thousands by filing date | principal |
| ACTIVISION BLIZZARD | 00507VAE9 | CORP | 1,625,000 | $1,769,000 | thousands by filing date | principal |
| GOODYEAR TIRE & RUBBER | 382550BB6 | CORP | 1,570,000 | $1,749,000 | thousands by filing date | principal |
| WINDSTREAM HOLDIN 7.5XXX | 97381WAX2 | CORPORATE BONDS | 1,650,000 | $1,741,000 | thousands by filing date | principal |
| Mastec Inc Senior Note Callable M/W | 576323AN9 | SENIOR NOTE CALLABLE M/W | 1,725,000 | $1,691,000 | thousands by filing date | principal |
| DRILL RIGS HLDS INC | 262049AA7 | CORP | 1,600,000 | $1,668,000 | thousands by filing date | principal |
| LAM RESEARCH CORP | 512807108 | COM | 30,150 | $1,658,000 | thousands by filing date | |
| ASCENT CAP GROUP INC | 043632AA6 | NOTE 4.000 7/1 | 1,638,000 | $1,646,000 | thousands by filing date | principal |
| St Barbara Ltd | 852278AA8 | CORP | 2,000,000 | $1,640,000 | thousands by filing date | principal |
| DISPENSING DYNAMICS INTL | 25471QAA7 | CORP | 1,500,000 | $1,628,000 | thousands by filing date | principal |
| Corecivic Inc | 22025YAP5 | CORP | 1,663,000 | $1,605,000 | thousands by filing date | principal |
| Sesi Llc | 78412FAL8 | CORP | 1,500,000 | $1,598,000 | thousands by filing date | principal |
| Prologis,Inc. | 74340W103 | COM | 38,100 | $1,556,000 | thousands by filing date | |
| CIT GROUP INC | 125581GQ5 | CORP | 1,500,000 | $1,556,000 | thousands by filing date | principal |
| NAVIOS SA LOGIST/FIN US | 63938NAB0 | CORP | 1,450,000 | $1,552,000 | thousands by filing date | principal |
| ADT CORP | 00101JAJ5 | CORP | 1,500,000 | $1,541,000 | thousands by filing date | principal |
| CHURCHILL DOWNS INC | 171484AA6 | CORP | 1,500,000 | $1,530,000 | thousands by filing date | principal |
| CABLEVISION SYSTEMS CORP SENIOR NOTE M/W | 12686CBA6 | SENIOR NOTE M/W | 1,300,000 | $1,516,000 | thousands by filing date | principal |
| CONTINENTAL AIRLINES FINANCE T | 210796306 | CONV PRF | 30,000,000 | $1,513,000 | thousands by filing date | principal |
| ACCESS MIDSTREAM PARTNER | 00434NAB1 | CORP | 1,500,000 | $1,496,000 | thousands by filing date | principal |
| Caraustar Industries Inc | 14076CAB9 | TERM | 1,448,510 | $1,477,000 | thousands by filing date | principal |
| STEEL DYNAMICS INC | 858119AV2 | CORP | 1,335,000 | $1,452,000 | thousands by filing date | principal |
| BREITBURN ENER/BREIT FIN | 106777AD7 | CORP | 1,300,000 | $1,407,000 | thousands by filing date | principal |
| JARDEN CORP | 471109AH1 | NOTE 1.87 | 982,000 | $1,366,000 | thousands by filing date | principal |
| KENNEDY-WILSON INC | 489399AC9 | CORP | 1,250,000 | $1,366,000 | thousands by filing date | principal |
| Microsoft Corp | 594918104 | COM | 33,008 | $1,353,000 | thousands by filing date | |
| Chesapeake Energy Corp. | 165167768 | PFD CV | 1,200,000 | $1,351,000 | thousands by filing date | principal |
| SUNCOKE ENERGY INC | 86722AAC7 | CORP | 1,251,000 | $1,339,000 | thousands by filing date | principal |
| CAESARS ENTERTAINMENT OP | 12768RAD9 | CORP | 1,500,000 | $1,328,000 | thousands by filing date | principal |
| PERMIAN HOLDINGS INC | 714239AA8 | CORP | 1,250,000 | $1,272,000 | thousands by filing date | principal |
| TOLL BROTHERS INC COM | 889478103 | Stock | 34,000 | $1,221,000 | thousands by filing date | |
| PHARMACYCLICS INC | 716933106 | COM | 12,000 | $1,203,000 | thousands by filing date | |
| Navios Maritime Acq Corp | 63938MAD8 | CORP | 1,150,000 | $1,199,000 | thousands by filing date | principal |
| TERADYNE INC COM | 880770102 | Stock | 60,000 | $1,193,000 | thousands by filing date | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 26,000 | $1,160,000 | thousands by filing date | |
| Forbes Energy Svcs Ltd | 345143AC5 | High Yield | 1,150,000 | $1,153,000 | thousands by filing date | principal |
| Albany Molecular Research Conv | 012423AA7 | CONV | 836,000 | $1,139,000 | thousands by filing date | principal |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 17,500 | $1,089,000 | thousands by filing date | |
| HEALTHSOUTH CORP | 421924BG5 | CORP | 1,000,000 | $1,083,000 | thousands by filing date | principal |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 15,000 | $1,061,000 | thousands by filing date | |
| MANNKIND CORP WT 020816 | 56400P508 | WT | 674,000 | $1,051,000 | thousands by filing date | |
| DISH DBS CORP | 25470XAQ8 | CORP | 1,000,000 | $1,043,000 | thousands by filing date | principal |
| BIOSCRIP INC | 09069NAD0 | CORP | 1,000,000 | $1,043,000 | thousands by filing date | principal |
| Telesat Canada/Telesat L | 87952VAJ5 | CORP | 1,000,000 | $1,035,000 | thousands by filing date | principal |
| HIG BBC INTERMED/HOLDING | 40421XAA2 | CORP | 1,000,000 | $1,028,000 | thousands by filing date | principal |
| FIRST CASH FINANCIAL SER | 31942DAA5 | CORP | 1,000,000 | $1,025,000 | thousands by filing date | principal |
| First Quantum Minerals L | 335934AF2 | CORP | 1,005,000 | $1,023,000 | thousands by filing date | principal |
| First Quantum Minerals L | 335934AD7 | CORP | 1,005,000 | $1,018,000 | thousands by filing date | principal |
| NAVIOS MARITIME HLDS/FIN | 639365AF2 | CORP | 1,000,000 | $1,010,000 | thousands by filing date | principal |
| Jefferies Fin Llc / Jfin | 47232MAB8 | CORP | 1,000,000 | $1,008,000 | thousands by filing date | principal |
| SIX FLAGS ENTERTAINMENT | 83001AAA0 | CORP | 1,000,000 | $1,008,000 | thousands by filing date | principal |
| Kennedy-Wilson Inc | 489399AG0 | CORP | 1,000,000 | $1,000,000 | thousands by filing date | principal |
| SEAGATE HDD CAYMAN | 81180WAG6 | CORP | 1,000,000 | $988,000 | thousands by filing date | principal |
| Fannie Mae | 313586752 | PREF STK | 94,061 | $986,000 | thousands by filing date | |
| OMEGA HLTHCARE INVESTORS | 681936AZ3 | CORP | 930,000 | $977,000 | thousands by filing date | principal |
| ALPHA NATURAL RESOURC COM | 02076XAD4 | BOND | 1,000,000 | $963,000 | thousands by filing date | principal |
| HALOZYME THERAPEUTICS INC COM | 40637H109 | Stock | 75,000 | $953,000 | thousands by filing date | |
| TOYS R US DELAWARE INC | 89236NAA6 | CORP | 1,000,000 | $923,000 | thousands by filing date | principal |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 25,000 | $915,000 | thousands by filing date | |
| GENERAL MTRS CO | 37045V134 | WAR | 323,452 | $912,000 | thousands by filing date | |
| DUPONT FABROS TECH LP | 26613TAE0 | CORP | 750,000 | $793,000 | thousands by filing date | principal |
| Eletson Holdings | 28620QAA1 | CORP | 750,000 | $791,000 | thousands by filing date | principal |
| NETFLIX INC | 64110LAE6 | CORP | 750,000 | $788,000 | thousands by filing date | principal |
| PENN ENTERTAINMENT INC COM | 707569109 | Stock | 58,872 | $725,000 | thousands by filing date | |
| SABRE GLBL INC | 78571YAT7 | TERM | 716,400 | $717,000 | thousands by filing date | principal |
| FIRST DATA CORPORATION | 32007UBB4 | TERM | 700,000 | $702,000 | thousands by filing date | principal |
| AGENUS INC | 00847G705 | COM NEW | 220,000 | $697,000 | thousands by filing date | |
| TESORO LOGISTICS LP/CORP | 88160QAA1 | CORP | 650,000 | $679,000 | thousands by filing date | principal |
| APOLLO COML REAL EST FIN INC | 03762UAA3 | NOTE 5.500% 3/1 | 609,000 | $619,000 | thousands by filing date | principal |
| DFC GLOBAL CORP | 256664AC7 | NOTE | 623,000 | $584,000 | thousands by filing date | principal |
| VISHAY INTERTECHN INC CVT 144A | 928298AJ7 | CONVERT | 607,000 | $575,000 | thousands by filing date | principal |
| IHEARTCOMMUNICATIONS INC | 184502BN1 | CORP | 500,000 | $556,000 | thousands by filing date | principal |
| TEMBEC INDUSTRIES INC | 87971KAG2 | CORP | 500,000 | $546,000 | thousands by filing date | principal |
| VRINGO INC | 92911N112 | W EXP 06/21/201 | 450,000 | $540,000 | thousands by filing date | |
| Windstream Corp | 97381WAT1 | bond | 500,000 | $538,000 | thousands by filing date | principal |
| INCYTE CORP COM | 45337C102 | Stock | 10,000 | $535,000 | thousands by filing date | |
| CROSSTEX ENERGY LP/CROSS | 22764LAB9 | CORP | 500,000 | $524,000 | thousands by filing date | principal |
| GENESIS ENERGY LP/GENESI | 37185LAE2 | CORP | 500,000 | $518,000 | thousands by filing date | principal |
| AES CORP/VA | 00130HBU8 | CORP | 500,000 | $496,000 | thousands by filing date | principal |
| Commercial Metals Co | 201723AK9 | CORP | 500,000 | $480,000 | thousands by filing date | principal |
| CORONADO BIOSCIENCES INC | 21976U109 | COM | 241,000 | $477,000 | thousands by filing date | |
| BARMINCO FINANCE PTY LTD | 067687AA1 | CORP | 500,000 | $460,000 | thousands by filing date | principal |
| SWIFT SERVICES HLDGS INC | 870755AB1 | CORP | 400,000 | $440,000 | thousands by filing date | principal |
| LSB INDS INC | 502160104 | COM | 11,670 | $437,000 | thousands by filing date | |
| CIT GROUP INC COM NEW | 125581801 | Stock | 8,716 | $427,000 | thousands by filing date | |
| Nextera Energy Inc | 65339F705 | CONVERTIBLE PREFERRED STOCK | 6,387,000 | $403,000 | thousands by filing date | principal |
| ISTAR FINL INC | 45031UBR1 | NOTE 3.000%11/1 | 283,000 | $399,000 | thousands by filing date | principal |
| NORTHERN BLIZZARD RESOUR | 664784AA3 | CORP | 375,000 | $386,000 | thousands by filing date | principal |
| CHARTER COMMUNICATION - A | 16117M305 | COM | 3,000 | $370,000 | thousands by filing date | |
| CATAMARAN CORP | 148887AA0 | CORP | 360,000 | $365,000 | thousands by filing date | principal |
| Gilead Sciences,Inc. | 375558103 | COM | 5,000 | $354,000 | thousands by filing date | |
| AEROPOSTALE INC | 007865108 | COMMON STOCK | 70,000 | $351,000 | thousands by filing date | |
| PRICELINE COM INC | 741503AN6 | BOND | 84,000 | $329,000 | thousands by filing date | principal |
| Hughes Satelite Systems | 444454AB8 | CORP | 300,000 | $329,000 | thousands by filing date | principal |
| GULFMARK OFFSHORE INC | 402629AG4 | CORP | 310,000 | $321,000 | thousands by filing date | principal |
| TRIBUNE COMPANY | 896047503 | COMMON | 4,000 | $319,000 | thousands by filing date | |
| GILEAD SCIENCES INC | 375558AN3 | NOTE | 99,000 | $310,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860W102 | COM | 27,541 | $302,000 | thousands by filing date | |
| CACI INTL INC | 127190AD8 | NOTE 2.125% 5/0 | 216,000 | $291,000 | thousands by filing date | principal |
| CROWN CASTLE CNV PFD | 228227500 | PFDs, REITs, | 2,860,000 | $289,000 | thousands by filing date | principal |
| CAESARS ACQUISITION CO | 12768T103 | CL A | 20,285 | $288,000 | thousands by filing date | |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 5,000 | $280,000 | thousands by filing date | |
| MERITAGE HOMES CORP | 59001AAR3 | NOTE | 252,000 | $269,000 | thousands by filing date | principal |
| UNIT CORP NOTE M/W CLBL | 909218AB5 | NOTE M/W CLBL | 250,000 | $265,000 | thousands by filing date | principal |
| CUMULUS MEDIA INC-CL A | 231082116 | COM | 38,165 | $261,000 | thousands by filing date | |
| OREXIGEN THERAPEUTICS INC | 686164104 | COMMON STOCK | 40,000 | $260,000 | thousands by filing date | |
| COOPER-STANDARD HOLDING | 21676P111 | WRNT | 4,332 | $191,000 | thousands by filing date | |
| RITEAID CORP | 767754104 | COM | 29,000 | $182,000 | thousands by filing date | |
| AMARIN CORP PLC | 023111206 | SPONS ADR NEW | 100,000 | $181,000 | thousands by filing date | |
| REGIS CORP | 758932AA5 | NOTE | 176,000 | $181,000 | thousands by filing date | principal |
| TRIBUNE CO/NEW-CW13 | 896047115 | TRBNW | 2,000 | $161,000 | thousands by filing date | |
| ARROWHEAD RESEARCH CORP | 042797209 | COM | 7,500 | $123,000 | thousands by filing date | |
| LEAR CORP WARRANTS | 521865113 | COMMON | 742 | $121,000 | thousands by filing date | |
| SHENGDATECH INC | 823213AD5 | CONV BND | 2,975,000 | $43,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-14-021851 | this filing | 2014-05-16 | acceptance time not in the bulk data set |