13F-HR filed by ADVENT CAPITAL MANAGEMENT /DE/
ADVENT CAPITAL MANAGEMENT /DE/ filed this 13F-HR for the quarter ended 2014-06-30, filed 2014-08-14, with 598 holding rows worth $8,497,772,000.
- Accession
- 0001140361-14-032806
- Filer
- CIK 1097278
- Filed
- 2014-08-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2014
A holdings report, 603 entries on the cover page, a total value of $8,497,772,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $8,497,772,000 with VALUE read as thousands by filing date, 13F file number 028-05049. A later restatement replaced it, so the quarter does not use it. 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 |
|---|---|---|---|---|---|---|
| CITRIX SYSTEMS INC(CTXS)CVT144 | 177376AC4 | CONVERT | 115,181,000 | $122,036,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AY9 | NOTE 3.000%11/1 | 91,352,000 | $117,791,000 | thousands by filing date | principal |
| YAHOO INC 0% 12/01/2018 | 984332AE6 | CONB | 104,212,000 | $103,928,000 | thousands by filing date | principal |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 71,506,000 | $101,445,000 | thousands by filing date | principal |
| CLEARWIRE COMMUNICATIONS LLC | 18538TAG4 | CONV BND | 75,153,000 | $87,553,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP CVP 144 | 165167776 | CONVERT | 59,079 | $76,032,000 | thousands by filing date | principal |
| CTRIPCOM IN LTD(CTRP)CVT 144A1 | 22943FAC4 | CONVERT | 66,410,000 | $72,830,000 | thousands by filing date | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 46,514,000 | $71,478,000 | thousands by filing date | principal |
| PROLOGIS INC 3.250 | 74340XAT8 | NOTE 3.250% 3/1 | 61,785,000 | $69,480,000 | thousands by filing date | principal |
| GILEAD SCIENCES INC | 375558AP8 | CORPORATE OBLIG | 18,514,000 | $67,533,000 | thousands by filing date | principal |
| CIENA CORP | 171779AE1 | NOTE | 67,625,000 | $67,006,000 | thousands by filing date | principal |
| DDR CORP | 251591AX1 | NOTE | 54,847,000 | $65,800,000 | thousands by filing date | principal |
| FOREST CITY ENTERPRISES | 345550AP2 | NOTE | 55,259,000 | $62,762,000 | thousands by filing date | principal |
| Jarden Corp | 471109AK4 | CONV | 59,242,000 | $60,535,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAE1 | NOTE 0.750%10/1 | 58,061,000 | $60,393,000 | thousands by filing date | principal |
| ANNALY CAP MGMT INC | 035710AB8 | NOTE 5.000% 5/1 | 58,734,000 | $60,007,000 | thousands by filing date | principal |
| NOKIA OYJ | EJ4168971 | CONV | 18,500,000 | $59,267,000 | thousands by filing date | principal |
| UNITED TECHNOLOGIES CORP | 913017117 | UNIT 99/99/9999 | 886,852 | $57,939,000 | thousands by filing date | principal |
| MGM RESORTS INTL | 55303QAE0 | CORPORATE OBLIG | 39,191,000 | $57,694,000 | thousands by filing date | principal |
| SIEMENS FINANCIERINGSMAT | EJ0195366 | CONV | 51,000,000 | $56,883,000 | thousands by filing date | principal |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 59,954,000 | $55,635,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AH8 | NOTE 2.625%12/1 | 47,059,000 | $55,439,000 | thousands by filing date | principal |
| NEWMONT MINING CORP | 651639AJ5 | NOTE 1.625% 7/1 | 52,289,000 | $55,327,000 | thousands by filing date | principal |
| JEFFERIES GROUP INC | 472319AG7 | CORPORATE OBLIG | 51,454,000 | $54,490,000 | thousands by filing date | principal |
| BENI STABILI SPA | EJ5068006 | CONV | 32,300,000 | $54,164,000 | thousands by filing date | principal |
| Liberty Media Corp. | 531229AA0 | CONV | 51,855,000 | $53,121,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 44,682,000 | $53,022,000 | thousands by filing date | principal |
| HERBALIFE LTD | 42703MAA1 | CONV | 56,108,000 | $52,394,000 | thousands by filing date | principal |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 49,420,000 | $52,066,000 | thousands by filing date | principal |
| ROYAL GOLD INC | 780287AA6 | NOTE | 47,925,000 | $51,606,000 | thousands by filing date | principal |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 43,862 | $51,443,000 | thousands by filing date | principal |
| Liberty Interactive Llc | 530610AB0 | CONV | 49,015,000 | $50,822,000 | thousands by filing date | principal |
| Akamai Technologies Inc | 00971TAF8 | CONV | 49,322,000 | $50,405,000 | thousands by filing date | principal |
| GLENCORE FINANCE EUROPE | EI2132369 | CONV | 44,800,000 | $49,647,000 | thousands by filing date | principal |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 24,361,000 | $49,181,000 | thousands by filing date | principal |
| TOLL BROS FIN CORP | 88947EAM2 | NOTE 0.500% 9/1 | 46,098,000 | $48,982,000 | thousands by filing date | principal |
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 39,283,000 | $48,908,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 40,119 | $48,730,000 | thousands by filing date | principal |
| ALCATEL-LUCENT | EJ7354495 | CONV | 11,208,978,000 | $47,386,000 | thousands by filing date | principal |
| CORNERSTONE ONDEMAND INC | 21925YAB9 | NOTE 1.500% 7/0 | 41,042,000 | $47,057,000 | thousands by filing date | principal |
| NVIDIA CORP 10000% 12/01/2018 | 67066GAB0 | CONB | 41,931,000 | $46,539,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS | 67020YAF7 | CORPORATE OBLIG | 46,244,000 | $46,440,000 | thousands by filing date | principal |
| Alexandria Real Estate E. | 015271505 | CONVERTIBLE PREFERRED STOCK | 1,654,333 | $45,329,000 | thousands by filing date | principal |
| METLIFE INC | 59156R116 | PREFERRED STOCK | 1,391,678 | $44,478,000 | thousands by filing date | principal |
| SALIX PHARMACEUTICAL 1.500 | 795435AE6 | NOTE 1.500% 3/ | 22,253,000 | $43,720,000 | thousands by filing date | principal |
| WALTER INVESTMENT MANAGEMENT | 93317WAA0 | CNV | 47,336,000 | $43,571,000 | thousands by filing date | principal |
| SINA CORP | 82922RAC7 | CONV | 47,368,000 | $43,515,000 | thousands by filing date | principal |
| KEYCORP NEW | 493267405 | PFD 7.75% SR A | 330,216 | $43,258,000 | thousands by filing date | principal |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 38,161,000 | $42,908,000 | thousands by filing date | principal |
| RYLAND GROUP 0.250 | 783764AS2 | NOTE 0.250% 6/0 | 46,498,000 | $42,752,000 | thousands by filing date | principal |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 27,695,000 | $42,744,000 | thousands by filing date | principal |
| LIVE NATION ENTERTAINMEN CVT 1 | 538034AH2 | CONVERT | 39,947,000 | $41,977,000 | thousands by filing date | principal |
| SHINE POWER INTL LTD | EK3278489 | CONV | 320,000,000 | $41,315,000 | thousands by filing date | principal |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 40,052,000 | $41,130,000 | thousands by filing date | principal |
| HORNBECK OFFSHORE SVCS INC N | 440543AN6 | NOTE 1.500 9/0 | 33,781,000 | $41,041,000 | thousands by filing date | principal |
| TTM TECHNOLOGIES INC | 87305RAD1 | NOTE 1.750%12/1 | 37,136,000 | $40,646,000 | thousands by filing date | principal |
| PDLI 4 2/1/18 | 69329YAF1 | Bond 30/360P2 U | 35,400,000 | $40,406,000 | thousands by filing date | principal |
| NATIONAL HEALTH INVS INC | 63633DAE4 | NOTE 3.250% 4/0 | 39,862,000 | $40,390,000 | thousands by filing date | principal |
| Sunedison Inc | 86732YAE9 | CONV | 37,440,000 | $40,221,000 | thousands by filing date | principal |
| ENN ENERGY HOLDINGS LTD | EJ5367564 | CONV | 32,000,000 | $40,213,000 | thousands by filing date | principal |
| VOLCANO CORP | 928645AB6 | CORPORATE OBLIG | 41,350,000 | $40,024,000 | thousands by filing date | principal |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 40,731,000 | $39,510,000 | thousands by filing date | principal |
| AMG CAPITAL TRUST II | 00170F209 | CONVERT | 620,634 | $39,290,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAM5 | NOTE 4.375% 1/1 | 36,491,000 | $38,815,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 26,097,000 | $37,987,000 | thousands by filing date | principal |
| OMNICARE INC | 681904AL2 | DBCV 3.250%12/1 | 34,838,000 | $37,209,000 | thousands by filing date | principal |
| MEDIVATION INC | 58501NAA9 | NOTE | 23,252,000 | $37,161,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAF8 | NOTE 1.500%10/1 | 34,854,000 | $36,744,000 | thousands by filing date | principal |
| OMNICARE | 681904AQ1 | NOTE3 | 31,966,000 | $36,327,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 22,000,000 | $36,223,000 | thousands by filing date | principal |
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AD1 | NOTE 1.000% 7/0 | 29,662,000 | $36,165,000 | thousands by filing date | principal |
| TIBCO SOFTWARE INC | 88632QAB9 | NOTE | 35,229,000 | $35,735,000 | thousands by filing date | principal |
| FOREST CITY ENTERPRISES INC | 345550AR8 | NOTE 3.625% 8/1 | 33,202,000 | $35,287,000 | thousands by filing date | principal |
| XILINX INC 2.625 | 983919AF8 | NOTE 2.625% 6/1 | 21,187,000 | $35,134,000 | thousands by filing date | principal |
| SEADRILL LTD | EI4458945 | CONV | 23,100,000 | $35,124,000 | thousands by filing date | principal |
| AUXILIUM PHARMACEUTICALS INC | 05334DAA5 | NOTE 1.500% 7/1 | 32,167,000 | $34,871,000 | thousands by filing date | principal |
| JARDEN CORP | 471109AL2 | NOTE 1.500 6/1 | 28,473,000 | $34,515,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167CB1 | NOTE 2.250%12/1 | 35,248,000 | $34,036,000 | thousands by filing date | principal |
| AIR LEASE CORP | 00912XAK0 | NOTE 3.875%12/0 | 22,329,000 | $33,654,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167784 | CONV PRF | 26,374 | $33,580,000 | thousands by filing date | principal |
| HLS 2 12/1/43 | 421924BL4 | Bond 30/360P2 U | 30,333,000 | $33,184,000 | thousands by filing date | principal |
| TECHNIP | EI4641961 | CONV | 260,036,000 | $33,125,000 | thousands by filing date | principal |
| NEWMONT MINING CORP | 651639AH9 | NOTE | 32,815,000 | $32,857,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP | 530715AN1 | DEB 3.500% 1/1 | 58,190,000 | $32,595,000 | thousands by filing date | principal |
| SanDisk Corp. | 80004CAE1 | CONV | 25,589,000 | $32,285,000 | thousands by filing date | principal |
| GOLDCORP INC NEW | 380956AB8 | NOTE 2.000% 8/0 | 32,021,000 | $32,059,000 | thousands by filing date | principal |
| CENTERPOINT ENERGY INC CONV PFD TAXBL | 15189T206 | EQUITY | 552,798,000 | $31,689,000 | thousands by filing date | principal |
| LIBERTY INTERACTIVE LLC | 530610AC8 | DEB 0.750 3/3 | 23,446,000 | $31,535,000 | thousands by filing date | principal |
| OWENS-ILLINOIS (OI) CVT 144A 3 | 69073TAQ6 | CONVERT | 30,459,000 | $31,175,000 | thousands by filing date | principal |
| JDS UNIPHASE CORP .625000% 08/15/2033 | 46612JAE1 | CONB | 30,737,000 | $30,939,000 | thousands by filing date | principal |
| YAMADA DENKI CO LTD | EK2993187 | CONV | 3,010,000,000 | $30,519,000 | thousands by filing date | principal |
| CIENA CORP | 171779AK7 | DEBT 4.000%12/1 | 21,936,000 | $30,396,000 | thousands by filing date | principal |
| ENERGY XXI BERMUDA LTD | 29274UAA9 | CONV | 30,328,000 | $30,035,000 | thousands by filing date | principal |
| NAVISTAR INTL (NAV) CVT 144A 4 | 63934EAR9 | CONVERT | 27,605,000 | $29,558,000 | thousands by filing date | principal |
| GOODRICH | 382410AG3 | NOTE5 | 23,804,000 | $29,459,000 | thousands by filing date | principal |
| OHL INVESTMENTS SA | EJ6118495 | CONV | 19,600,000 | $29,154,000 | thousands by filing date | principal |
| HOST HOTELS & RESORTS LPCVT2.5 | 44107TAG1 | CONVERT | 17,119,000 | $28,954,000 | thousands by filing date | principal |
| HOLOGIC INC | 436440AC5 | CORPORATE OBLIG | 26,098,000 | $28,579,000 | thousands by filing date | principal |
| CAJA AHORROS BARCELONA | EJ9379201 | CONV | 18,000,000 | $27,918,000 | thousands by filing date | principal |
| ST MODWEN PROP SECURITIE | EK0996158 | CONV | 16,200,000 | $27,700,000 | thousands by filing date | principal |
| NORTHSTAR REALTY FIN | 66705PAC7 | CONV | 15,358,000 | $27,670,000 | thousands by filing date | principal |
| Nextera Energy, Inc. | 65339F887 | PFD | 421,884 | $27,425,000 | thousands by filing date | principal |
| CRM 0.25 4/1/18 | 79466LAD6 | Bond 30/360P2 U | 23,942,000 | $27,425,000 | thousands by filing date | principal |
| STONE ENERGY CORP | 861642AN6 | NOTE | 21,275,000 | $27,267,000 | thousands by filing date | principal |
| RADIAN GROUP INC | 750236AN1 | NOTE 2.250% 3/0 | 18,081,000 | $27,174,000 | thousands by filing date | principal |
| HOLOGIC INC | 436440AG6 | FRNT 2.000%12/1 | 24,480,000 | $26,865,000 | thousands by filing date | principal |
| SWISS LIFE HOLDING AG | EJ9359385 | CONV | 21,085,000 | $26,864,000 | thousands by filing date | principal |
| ILLUMINA INC (ILMN) CVT 144A 0 | 452327AE9 | CONVERT | 25,758,000 | $26,501,000 | thousands by filing date | principal |
| Proofpoint, Inc. | 743424AA1 | CONV | 22,167,000 | $26,475,000 | thousands by filing date | principal |
| LUKOIL INTL FINANCE BV | EI5065947 | CONV | 24,800,000 | $25,415,000 | thousands by filing date | principal |
| BROADSOFT INC | 11133BAB8 | NOTE 1.500% 7/0 | 24,933,000 | $25,341,000 | thousands by filing date | principal |
| MISARTE | EI3983604 | CONV | 103,625,000 | $25,232,000 | thousands by filing date | principal |
| B2GOLD CORP | 11777QAA8 | CONV | 23,484,000 | $25,197,000 | thousands by filing date | principal |
| PENN VIRGINIA CORP | 707882403 | CONV PRF | 207,000 | $24,765,000 | thousands by filing date | principal |
| OREXIGEN THERAPEUTICS IN | 686164AA2 | CONV | 22,393,000 | $24,318,000 | thousands by filing date | principal |
| Starwood Property Trust, Inc. | 85571BAB1 | CONV | 21,143,000 | $24,287,000 | thousands by filing date | principal |
| SERVICENOW INC | 81762PAA0 | CONV | 22,018,000 | $24,234,000 | thousands by filing date | principal |
| FORD MTR CO DEL | 345370CN8 | NOTE 4.250%11/1 | 12,047,000 | $24,096,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 19,101,000 | $23,992,000 | thousands by filing date | principal |
| RYLAND GROUP INC | 783764AQ6 | NOTE 1.625% | 17,001,000 | $23,739,000 | thousands by filing date | principal |
| RTI INTL METALS INC | 74973WAB3 | NOTE 1.625%10/1 | 23,602,000 | $23,673,000 | thousands by filing date | principal |
| AMERICAN TOWER CORP NEW | 03027X308 | PFD CONV SER A | 219,300 | $23,433,000 | thousands by filing date | principal |
| ICON 1.5 3/18 | 451055AF4 | Bond 30/360P2 U | 15,970,000 | $23,352,000 | thousands by filing date | principal |
| CHART INDUSTRIES INC | 16115QAC4 | NOTE | 16,601,000 | $23,176,000 | thousands by filing date | principal |
| BROOKDALE SENIOR LIVING | 112463AA2 | NOTE | 16,938,000 | $23,106,000 | thousands by filing date | principal |
| STANLEY BLACK & DECKER INC | 854502804 | UNIT 11/17/20166 | 199,611 | $22,717,000 | thousands by filing date | principal |
| CUBIST PHARMACEUTICALS | 229678AE7 | CONV | 20,089,000 | $22,695,000 | thousands by filing date | principal |
| STANLEY BLACK & DECKER CON | 854502309 | UNIT 99/99/9999 | 170,972 | $22,634,000 | thousands by filing date | principal |
| WRIGHT MED GROUP INC | 98235TAC1 | NOTE 2.000% 8/1 | 16,439,000 | $22,629,000 | thousands by filing date | principal |
| OLD REP INTL CORP | 680223AH7 | NOTE 3.750% 3/1 | 17,906,000 | $22,425,000 | thousands by filing date | principal |
| J2 GLOBAL INC | 48123VAC6 | NOTE 3.250% 6/1 | 22,000,000 | $22,414,000 | thousands by filing date | principal |
| Cubist Pharmaceuticals, Inc. | 229678AG2 | CONV | 19,218,000 | $21,997,000 | thousands by filing date | principal |
| IMMOFINANZ AG | EI5992165 | CONV | 3,362,980,000 | $21,762,000 | thousands by filing date | principal |
| CONWERT IMMO INVEST AG | EI1197306 | CONV | 15,200,000 | $21,752,000 | thousands by filing date | principal |
| First Data Corporation | 319963BL7 | CORP | 18,330,000 | $21,744,000 | thousands by filing date | principal |
| GENERAL MTRS CO COM | 37045V100 | Stock | 589,521 | $21,400,000 | thousands by filing date | |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 20,520,000 | $21,257,000 | thousands by filing date | principal |
| VOLKSWAGEN INTL FIN NV | EJ4327957 | CONV | 13,200,000 | $21,233,000 | thousands by filing date | principal |
| Portfolio Recovery Associates | 73640QAA3 | CONV | 17,806,000 | $21,123,000 | thousands by filing date | principal |
| NIDEC CORP | EI3945041 | CONV | 1,750,000,000 | $21,086,000 | thousands by filing date | principal |
| STANDARD BIOTOOLS INC | 34385PAA6 | NOTE 2.750% 2/0 | 22,065,000 | $20,983,000 | thousands by filing date | principal |
| SHENZHOU INTERNATIONAL G | EK2910561 | CONV | 156,000,000 | $20,339,000 | thousands by filing date | principal |
| KAWASAKI KISEN KAISHA | EJ8275772 | CONV | 2,050,000,000 | $20,256,000 | thousands by filing date | principal |
| Prospect Capital Corp | 74348TAP7 | CONV | 20,052,000 | $19,905,000 | thousands by filing date | principal |
| ARRAY BIOPHARMA INC | 04269XAA3 | NOTE 3.000% 6/0 | 19,769,000 | $19,842,000 | thousands by filing date | principal |
| TRINITY INDS INC | 896522AF6 | NOTE 3.875% 6/0 | 10,650,000 | $19,808,000 | thousands by filing date | principal |
| HOLOGIC INC 2.000 | 436440AB7 | FRNT 2.000%12/1 | 15,663,000 | $19,683,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC 30000% 11/15/2028 | 81170YAA7 | CONB | 19,606,000 | $19,435,000 | thousands by filing date | principal |
| STMICROELECTRONICOM NV | EK3565893 | CONV | 19,600,000 | $19,301,000 | thousands by filing date | principal |
| Siemens Financieringsmat | EJ0220339 | CONV | 16,500,000 | $19,120,000 | thousands by filing date | principal |
| ESPIRITO SANTO FIN GRP | EJ9575535 | CONV | 16,300,000 | $19,112,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAJ2 | NOTE 4.750prct 1/1 | 17,906,000 | $19,076,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 9,900,000 | $18,940,000 | thousands by filing date | principal |
| AZIMUT HOLDING SPA | EJ9325972 | CONV | 11,900,000 | $18,748,000 | thousands by filing date | principal |
| NATIONAL BK OF ABU DHABI | EJ6920650 | CONV | 16,600,000 | $18,418,000 | thousands by filing date | principal |
| CHIQUITA BRANDS INTL INC | 170032AT3 | NOTE 4.250% 8/1 | 18,164,000 | $18,342,000 | thousands by filing date | principal |
| ADIDAS AG | EJ0958623 | CONV | 11,400,000 | $18,246,000 | thousands by filing date | principal |
| BRITISH LAND CO(JERSEY) | EJ3522228 | CONV | 9,300,000 | $17,947,000 | thousands by filing date | principal |
| ASICS CORP | EK0748294 | CONV | 1,550,000,000 | $17,812,000 | thousands by filing date | principal |
| EXTRA SPACE STORAGE LP | 30225VAC1 | CONV BND | 16,511,000 | $17,792,000 | thousands by filing date | principal |
| VSH 2.25 11-40 144A CVT | 928298AG3 | CONVERT | 14,652,000 | $17,751,000 | thousands by filing date | principal |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 14,856,000 | $17,504,000 | thousands by filing date | principal |
| MYLAN INC | 628530AJ6 | CORPORATE OBLIG | 4,464,000 | $17,320,000 | thousands by filing date | principal |
| MERITOR INC | 59001KAC4 | NOTE 7.875% 3/0 | 10,695,000 | $17,227,000 | thousands by filing date | principal |
| TONG JIE LTD | EJ5205350 | CONV | 130,000,000 | $16,917,000 | thousands by filing date | principal |
| ILLUMINA INC (ILMN) 144A CVT 0 | 452327AG4 | CONVERT | 16,429,000 | $16,901,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC | 811904AM3 | NOTE 2.500%12/1 | 14,558,000 | $16,768,000 | thousands by filing date | principal |
| HALCON RESOURCES CORP | 40537QAD2 | CORP | 15,016,000 | $16,142,000 | thousands by filing date | principal |
| Ashland Inc | 044209AF1 | CORP | 16,016,000 | $16,096,000 | thousands by filing date | principal |
| Incyte Corporation | 45337CAL6 | NOTE 1.25% 11/15/2020 | 11,740,000 | $15,985,000 | thousands by filing date | principal |
| DP WORLD LTD | EK3308914 | CONV | 15,800,000 | $15,982,000 | thousands by filing date | principal |
| KINGSOFT CORP LTD | EK1651901 | CONV | 130,000,000 | $15,940,000 | thousands by filing date | principal |
| HELIX ENERGY SOLUTIONS GROUP | 42330PAG2 | CORPORATE OBLIG | 11,691,000 | $15,851,000 | thousands by filing date | principal |
| SEMICONDUCTOR MANUFACTUR | EJ9030366 | CONV | 14,800,000 | $15,801,000 | thousands by filing date | principal |
| DOMINION RES INC VA NEW | 25746U869 | UNIT 99/99/9999 | 300,000 | $15,656,000 | thousands by filing date | principal |
| WEBMD HEALTH CORP | 94770VAJ1 | CONV | 14,000,000 | $15,636,000 | thousands by filing date | principal |
| HKEX INTERNATIONAL LTD | EJ3793498 | CONV | 13,688,000 | $15,470,000 | thousands by filing date | principal |
| OSG CORPORATION | EJ0966691 | CONV | 1,210,000,000 | $15,465,000 | thousands by filing date | principal |
| CONTINENTAL AIRLINES FINANCE T | 210796306 | CONV PRF | 310,978 | $15,419,000 | thousands by filing date | principal |
| ELY 3.75 08/19 | 131193AC8 | Bond 30/360P2 U | 12,477,000 | $15,411,000 | thousands by filing date | principal |
| SUNEDISON INC(SUNE) CVT 2.0 14 | 86732YAA7 | CONVERT | 9,037,000 | $15,384,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAB8 | NOTE 3.750% 5/1 | 15,114,000 | $15,185,000 | thousands by filing date | principal |
| YAMATO HOLDINGS | EI5817172 | CONV | 1,270,000,000 | $15,000,000 | thousands by filing date | principal |
| CONTINENTAL AIRLS INC | 210795PU8 | NOTE 4.500% 1/1 | 6,837,000 | $14,985,000 | thousands by filing date | principal |
| LAM RESEARCH CORP 0.500 | 512807AJ7 | NOTE 0.500% 5/1 | 12,010,000 | $14,948,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS INC | 67020YAB6 | DBCV 2.750% 8/1 | 14,011,000 | $14,890,000 | thousands by filing date | principal |
| ENERGY XXI BERMUDA LTD CONV PFD $14.0625 | 29274U309 | PREFERRED | 53,764 | $14,812,000 | thousands by filing date | principal |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 14,200,000 | $14,808,000 | thousands by filing date | principal |
| AABAR INVESTMENTS PJSC | EI6900860 | CONV | 9,000,000 | $14,805,000 | thousands by filing date | principal |
| DOMINION RES INC VA NEW | 25746U703 | UNIT 04/01/2013 | 255,542 | $14,801,000 | thousands by filing date | principal |
| AB INDUSTRIVARDEN | EI5354531 | CONV | 9,900,000 | $14,797,000 | thousands by filing date | principal |
| STEINHOFF FINANCE HLDG | EK0431446 | CONV | 8,800,000 | $14,785,000 | thousands by filing date | principal |
| FINISAR CORP | 31787AAL5 | CONV | 15,021,000 | $14,769,000 | thousands by filing date | principal |
| STILLWATER MINING COMPAN | 86074QAL6 | NOTE | 10,000,000 | $14,719,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 7,167,000 | $14,681,000 | thousands by filing date | principal |
| MEDIDATA SOLUTIONS INC | 58471AAA3 | CONV | 13,574,000 | $14,610,000 | thousands by filing date | principal |
| MNV ZRT | EJ9244249 | CONV | 9,900,000 | $14,519,000 | thousands by filing date | principal |
| ALLSCRIPTS HEALTHCARE SOLUTN | 01988PAD0 | NOTE 1.250% 7/0 | 12,621,000 | $14,504,000 | thousands by filing date | principal |
| EMULEX CORPORATION | 292475AE0 | CONV | 15,655,000 | $14,479,000 | thousands by filing date | principal |
| Spansion LLC | 84649PAK1 | CONV | 8,830,000 | $14,469,000 | thousands by filing date | principal |
| CAIXABANK | EJ9331491 | CONV | 9,800,000 | $14,382,000 | thousands by filing date | principal |
| TUI AG | EI6041616 | CONV | 145,000,000 | $14,179,000 | thousands by filing date | principal |
| PREMIER OIL FINANCE (JER | EJ4170621 | CONV | 12,065,000 | $14,007,000 | thousands by filing date | principal |
| UNIBAIL-RODAMCO SE | EJ3604083 | CONV | 39,170,000 | $13,963,000 | thousands by filing date | principal |
| AYC FINANCE LTD | EK1767343 | CONV | 12,600,000 | $13,677,000 | thousands by filing date | principal |
| TVIA 5 10/1/19 | 83415TAC5 | Bond 30/360P2 U | 12,108,000 | $13,620,000 | thousands by filing date | principal |
| NEWPARK RES INC 4.000 | 651718AC2 | NOTE 4.000%10/0 | 10,096,000 | $13,578,000 | thousands by filing date | principal |
| SYNOVUS FINL CORPSUB NT | 87161CAG0 | FIXED INCOME | 13,012,000 | $13,565,000 | thousands by filing date | principal |
| PARK24 CO LTD | EJ6317998 | CONV | 1,340,000,000 | $13,517,000 | thousands by filing date | principal |
| SOLIDIUM OY | EK0950031 | CONV | 9,500,000 | $13,420,000 | thousands by filing date | principal |
| SAS AB | EK0951591 | CONV | 107,000,000 | $13,275,000 | thousands by filing date | principal |
| COLONY FINL INC | 19624RAA4 | NOTE 5.000% 4/1 | 12,169,000 | $13,145,000 | thousands by filing date | principal |
| ASM PACIFIC TECHNOLOGY | EK1080101 | CONV | 92,000,000 | $13,034,000 | thousands by filing date | principal |
| ALTICE SA | 02154VAA9 | CORP | 12,000,000 | $12,810,000 | thousands by filing date | principal |
| GT Advanced Technologies Inc. | 36191UAB2 | CONV | 7,250,000 | $12,677,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BL6 | CORP | 11,750,000 | $12,631,000 | thousands by filing date | principal |
| RALLYE SA | EJ8545448 | CONV | 78,215,000 | $12,544,000 | thousands by filing date | principal |
| LENNAR CORP | 526057BE3 | NOTE | 6,530,000 | $12,494,000 | thousands by filing date | principal |
| GOLAR LNG LTD | EJ0479133 | CONV | 9,100,000 | $12,387,000 | thousands by filing date | principal |
| Encore Capital Group Inc | 292554AG7 | CONV | 12,401,000 | $12,279,000 | thousands by filing date | principal |
| EXELIXIS INC | 30161QAC8 | NOTE 4.250% 8/1 | 14,230,000 | $12,128,000 | thousands by filing date | principal |
| DEUTSCHE POST AG | EJ4696336 | CONV | 6,500,000 | $12,122,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAM4 | NOTE 5.875% 1/1 | 11,458,000 | $12,085,000 | thousands by filing date | principal |
| UTi Worldwide Inc | 90349LAA2 | CONV | 11,300,000 | $12,046,000 | thousands by filing date | principal |
| GENERAL CABLE CORP | 369300AL2 | CORPORATE OBLIG | 12,032,000 | $11,977,000 | thousands by filing date | principal |
| YANDEX NV | 98474TAA5 | CONV | 11,937,000 | $11,855,000 | thousands by filing date | principal |
| MercadoLibre, Inc. | 58733RAA0 | CONV | 11,240,000 | $11,776,000 | thousands by filing date | principal |
| NIKKISO | EJ7590254 | CONV | 1,120,000,000 | $11,581,000 | thousands by filing date | principal |
| TITAN MACHINERY INC | 88830RAB7 | NOTE | 13,036,000 | $11,477,000 | thousands by filing date | principal |
| LUFTHANSA MALTA BLUES LP | EJ1147457 | CONV | 5,000,000 | $11,461,000 | thousands by filing date | principal |
| SL GREEN OPERATING PAR 144A 3. | 78444FAC0 | CONVERT | 8,247,000 | $11,405,000 | thousands by filing date | principal |
| RAG STIFTUNG | EK3158533 | CONV | 8,000,000 | $11,161,000 | thousands by filing date | principal |
| STARZ LLC/STARZ FIN CORP | 85571NAB5 | CORP | 10,660,000 | $11,100,000 | thousands by filing date | principal |
| Spire Inc | 505597500 | CONVERTIBLE PREFERRED STOCK | 208,250 | $11,086,000 | thousands by filing date | principal |
| ABENGOA SA | EJ5091016 | CONV | 5,200,000 | $11,034,000 | thousands by filing date | principal |
| Chesapeake Energy Corp Senior Note M/W | 165167CF2 | SENIOR NOTE M/W | 9,500,000 | $10,925,000 | thousands by filing date | principal |
| TELEFLEX INC | 879369AA4 | NOTE 3.875% 8/0 | 6,211,000 | $10,906,000 | thousands by filing date | principal |
| Clear Channel Worldwide 7 5/8% Due 3/15/2020 MS15 | 18451QAH1 | GLOBAL | 10,101,000 | $10,896,000 | thousands by filing date | principal |
| EXELON CORP | 30161N127 | UNIT 99/99/9999 | 201,600 | $10,809,000 | thousands by filing date | principal |
| Prospect Medical Holding | 743494AC0 | CORP | 9,913,000 | $10,805,000 | thousands by filing date | principal |
| Ciena Corp | 171779AF8 | CONV | 9,015,000 | $10,755,000 | thousands by filing date | principal |
| AB INDUSTRIVARDEN | EK2651371 | CONV | 71,000,000 | $10,649,000 | thousands by filing date | principal |
| AMERICAN RLTY CAP PPTYS INC | 02917TAA2 | NOTE 3.000% 8/0 | 10,290,000 | $10,470,000 | thousands by filing date | principal |
| MCDERMOTT INTERNATIONAL | 580037AB5 | CORP | 10,150,000 | $10,429,000 | thousands by filing date | principal |
| KRATOS DEFENSE & SEC | 50077BAK4 | CORP | 10,000,000 | $10,400,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290AV5 | NOTE | 8,250,000 | $10,351,000 | thousands by filing date | principal |
| GRIFFON CORPORATION | 398433AD4 | CONV | 9,000,000 | $10,322,000 | thousands by filing date | principal |
| HEARTWARE INTERNATIONAL | 422368AA8 | NOTE | 8,653,000 | $10,192,000 | thousands by filing date | principal |
| GAGFAH SA | EK2741925 | CONV | 6,900,000 | $10,064,000 | thousands by filing date | principal |
| SIEM INDUSTRIES INC | EJ3522178 | CONV | 10,000,000 | $10,038,000 | thousands by filing date | principal |
| SFLY 0.25 5/18 | 82568PAB2 | Bond 30/360P2 U | 10,000,000 | $10,033,000 | thousands by filing date | principal |
| FAURECIA | EJ3589599 | CONV | 235,800,000 | $9,887,000 | thousands by filing date | principal |
| KUKA AG | EJ5471192 | CONV | 5,300,000 | $9,883,000 | thousands by filing date | principal |
| VODAFONE GROUP PLC SPONSORED ADR | 92857W308 | ADR | 295,000 | $9,850,000 | thousands by filing date | |
| JARDEN CORP | 471109AH1 | NOTE 1.87 | 7,107,000 | $9,822,000 | thousands by filing date | principal |
| RUBY ASSETS PTE LTD | EI1909023 | CONV | 10,500,000 | $9,765,000 | thousands by filing date | principal |
| ENI SPA | EJ4603597 | CONV | 6,900,000 | $9,738,000 | thousands by filing date | principal |
| DIRECTV | 25490A309 | COM | 114,000 | $9,691,000 | thousands by filing date | |
| CONWERT IMMO INVEST SE | EJ3463803 | CONV | 6,600,000 | $9,571,000 | thousands by filing date | principal |
| ENDOLOGIX INC | 29266SAA4 | NOTE 2.250%12/1 | 9,528,000 | $9,540,000 | thousands by filing date | principal |
| SAGERPAR | EJ8597530 | CONV | 6,300,000 | $9,468,000 | thousands by filing date | principal |
| PENNYMAC CORP | 70932AAB9 | NOTE 5.375% 5/0 | 9,551,000 | $9,450,000 | thousands by filing date | principal |
| WORKDAY INC | 98138HAC5 | NOTE 0.750% 7/1 | 7,300,000 | $9,340,000 | thousands by filing date | principal |
| ALCATEL-LUCENT | EK3089126 | CONV | 1,750,000,000 | $9,321,000 | thousands by filing date | principal |
| STEINHOFF FINANCE HLDG | EI6079442 | CONV | 5,000,000 | $9,274,000 | thousands by filing date | principal |
| ELECTRONIC ARTS INC | 285512AA7 | NOTE 0.750% 7/1 | 7,288,000 | $9,246,000 | thousands by filing date | principal |
| LOGO STAR LTD | EJ9258785 | CONV | 60,000,000 | $9,058,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 8,977,000 | $8,983,000 | thousands by filing date | principal |
| TOPPAN PRINTING CO LTD | EJ9719711 | CONV | 890,000,000 | $8,972,000 | thousands by filing date | principal |
| PENN VIRGINIA CORP | 707882AE6 | CORP | 8,000,000 | $8,940,000 | thousands by filing date | principal |
| ACCURAY INC | 004397AB1 | CNV | 7,748,000 | $8,913,000 | thousands by filing date | principal |
| MDCO 1.375 6/17 | 584688AC9 | Bond 30/360P2 U | 7,214,000 | $8,878,000 | thousands by filing date | principal |
| VERTELLUS SPECIALTIES | 92532JAA0 | CORP | 8,821,000 | $8,843,000 | thousands by filing date | principal |
| MACYS INC COM | 55616P104 | Stock | 150,000 | $8,703,000 | thousands by filing date | |
| ZHEN DING TECH HLD LTD | EJ2199127 | CONV | 7,500,000 | $8,700,000 | thousands by filing date | principal |
| CEZ MH BV | EK0498494 | CONV | 6,300,000 | $8,685,000 | thousands by filing date | principal |
| TARGET CORP COM | 87612E106 | Stock | 149,000 | $8,635,000 | thousands by filing date | |
| DERWENT LONDON CAPITAL N | EJ7611316 | CONV | 4,900,000 | $8,635,000 | thousands by filing date | principal |
| TUI TRAVEL PLC | EH9941087 | CONV | 4,400,000 | $8,534,000 | thousands by filing date | principal |
| IHEARTCOMMUNICATIONS INC | 184502BN1 | CORP | 7,500,000 | $8,503,000 | thousands by filing date | principal |
| Cardtronics, Inc. | 14161HAF5 | CONV | 9,272,000 | $8,496,000 | thousands by filing date | principal |
| ECONOCOM GROUP | EK0162207 | CONV | 542,245,000 | $8,457,000 | thousands by filing date | principal |
| NAVISTAR INTL CORP(NAV)CVT 144 | 63934EAP3 | CONVERT | 8,098,000 | $8,375,000 | thousands by filing date | principal |
| ICONIX BRAND GROUP INC | 451055AE7 | NOTE | 5,735,000 | $8,314,000 | thousands by filing date | principal |
| InvenSense, Inc. | 46123DAA4 | CONV | 6,650,000 | $8,266,000 | thousands by filing date | principal |
| Incyte Corporation | 45337CAK8 | NOTE 0.375% 11/15/2018 | 6,000,000 | $8,042,000 | thousands by filing date | principal |
| INTERMUNE INC | 45884XAE3 | NOTE 2.500% 9/1 | 5,232,000 | $7,861,000 | thousands by filing date | principal |
| SHIP FINANCE INTL LTD | EJ5320514 | CONV | 6,850,000 | $7,860,000 | thousands by filing date | principal |
| UNITED STATES STL CORP NEW | 912909AH1 | NOTE 2.750% 4/0 | 6,304,000 | $7,850,000 | thousands by filing date | principal |
| Verizon Communications Inc | 92343V104 | COM | 160,000 | $7,829,000 | thousands by filing date | |
| EMERGENT BIO INC(EBS)CVT 144A | 29089QAA3 | CONVERT | 7,398,000 | $7,762,000 | thousands by filing date | principal |
| GIANT GREAT LTD | EI7269950 | CONV | 4,800,000 | $7,755,000 | thousands by filing date | principal |
| RPM INTL INC | 749685AT0 | NOTE 2.250%12/1 | 6,183,000 | $7,703,000 | thousands by filing date | principal |
| SAMSON INVESTMENT CO | 796038AA5 | CORP | 7,250,000 | $7,640,000 | thousands by filing date | principal |
| CONCUR TECHNOLOGIES INC | 206708AC3 | NOTE | 6,809,000 | $7,616,000 | thousands by filing date | principal |
| ETABLIS MAUREL ET PROM | EI3192347 | CONV | 332,742,000 | $7,519,000 | thousands by filing date | principal |
| LSB Industries Inc | 502160AL8 | Exch Traded Option | 7,000,000 | $7,490,000 | thousands by filing date | principal |
| ALPS ELECTRIC CO LTD | EK1105106 | CONV | 700,000,000 | $7,336,000 | thousands by filing date | principal |
| EBARA CORP | EJ5625649 | CONV | 530,000,000 | $7,288,000 | thousands by filing date | principal |
| BALOISE HOLDING AG | EI0461257 | CONV | 6,000,000 | $7,197,000 | thousands by filing date | principal |
| 0 | 761283AA8 | 0 | 6,900,000 | $7,182,000 | thousands by filing date | principal |
| LIGHTSTREAM RESOURCES | 71645AAA7 | CORP | 6,825,000 | $7,166,000 | thousands by filing date | principal |
| YAHOO INC | 984332106 | COM | 200,500 | $7,044,000 | thousands by filing date | |
| L BRANDS INC | 501797104 | COM | 120,000 | $7,039,000 | thousands by filing date | |
| SONAE INVESTMENTS BV | EK3156016 | CONV | 5,200,000 | $6,992,000 | thousands by filing date | principal |
| HEALTH CARE REIT INC CONV 6.50 | 42217K601 | PFD | 121,010 | $6,987,000 | thousands by filing date | principal |
| NORTHSTAR RLTY FIN CORP | 66704R100 | COM | 401,510 | $6,942,000 | thousands by filing date | |
| EMERALD OIL INC | 29101UAA8 | CONV | 6,248,000 | $6,879,000 | thousands by filing date | principal |
| POST 5 1/4 06/01/17 | 737446609 | CONV PRF | 64,600 | $6,876,000 | thousands by filing date | principal |
| OMNICOM GROUP INC | 681919AV8 | NOTE 7/3 | 5,200,000 | $6,859,000 | thousands by filing date | principal |
| TELECOM ITALIA FIN SA | EJ9297072 | CONV | 4,000,000 | $6,817,000 | thousands by filing date | principal |
| TRINA SOLAR LTD | 89628EAB0 | CONV | 6,000,000 | $6,730,000 | thousands by filing date | principal |
| Janus Capital | 47102XAH8 | CONV | 5,096,000 | $6,671,000 | thousands by filing date | principal |
| Amc Networks Inc | 00164VAC7 | CORP | 6,630,000 | $6,630,000 | thousands by filing date | principal |
| INMARSAT PLC | EH0348563 | CONV | 4,700,000 | $6,593,000 | thousands by filing date | principal |
| BILLION EXPRESS INVESTME | EI4191348 | CONV | 6,400,000 | $6,571,000 | thousands by filing date | principal |
| LAM RESEARCH CORP | 512807AL2 | NOTE | 4,880,000 | $6,570,000 | thousands by filing date | principal |
| SPECTRANETICS CORP | 84760CAA5 | MTNF 2.625% 6/0 | 6,249,000 | $6,518,000 | thousands by filing date | principal |
| Amazon.com, Inc | 023135106 | COM | 20,000 | $6,496,000 | thousands by filing date | |
| Element Fleet Management Corp | 286181AA0 | BOND | 6,000,000 | $6,495,000 | thousands by filing date | principal |
| SIMMONS FOODS INC | 828732AA5 | CORP | 6,035,000 | $6,465,000 | thousands by filing date | principal |
| CIE 3.125 05/24 | 19075FAB2 | Bond 30/360P2 U | 6,000,000 | $6,464,000 | thousands by filing date | principal |
| SUNPOWER CORP(SPWR) 144A 0.875 | 867652AH2 | CONVERT | 5,500,000 | $6,440,000 | thousands by filing date | principal |
| Texas Instruments Incorporated | 882508104 | COM | 134,200 | $6,413,000 | thousands by filing date | |
| TEMASEK FINANCIAL III PR | EI8480549 | CONV | 8,000,000 | $6,399,000 | thousands by filing date | principal |
| T-Mobile US,Inc. | 872590104 | COM | 190,000 | $6,388,000 | thousands by filing date | |
| SAFILO GROUP SPA | EK2781392 | CONV | 4,500,000 | $6,357,000 | thousands by filing date | principal |
| GAIN CAP HLDGS INC | 36268WAA8 | NOTE 4.125%12/0 | 6,300,000 | $6,219,000 | thousands by filing date | principal |
| Citigroup Inc. | 172967424 | COM | 130,000 | $6,123,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 105,400 | $6,097,000 | thousands by filing date | |
| Sprint Communications | 852061AK6 | CORP | 5,000,000 | $6,063,000 | thousands by filing date | principal |
| CAP GEMINI SOGETI | EJ8936621 | CONV | 58,759,000 | $5,993,000 | thousands by filing date | principal |
| Appvion Inc | 03834LAA7 | CORP | 6,000,000 | $5,970,000 | thousands by filing date | principal |
| TECHNIP | EI9036498 | CONV | 41,510,000 | $5,941,000 | thousands by filing date | principal |
| HORNBECK OFFSHORE SVCS INC N | 440543106 | COM | 126,400 | $5,931,000 | thousands by filing date | |
| SOCIETE GENERALE | 83367TBH1 | CORP | 6,000,000 | $5,910,000 | thousands by filing date | principal |
| REGENCY ENERGY PARTNERS | 75886AAK4 | CORP | 5,413,000 | $5,833,000 | thousands by filing date | principal |
| WYNN RESORTS LTD | 983134107 | COM | 28,000 | $5,812,000 | thousands by filing date | |
| MISUMI GROUP INC. | EJ8673521 | CONV | 5,700,000 | $5,810,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MBC1 | FRNT 4/1 | 5,424,000 | $5,796,000 | thousands by filing date | principal |
| YASKAWA ELECTRIC CORP | EJ0476774 | CONV | 475,000,000 | $5,743,000 | thousands by filing date | principal |
| Sandridge | 80007p604 | CONV PREF | 50,008 | $5,651,000 | thousands by filing date | principal |
| RADIAN GROUP INC | 750236AK7 | BOND | 3,898,000 | $5,645,000 | thousands by filing date | principal |
| CREDIT AGRICOLE SA | 225313AD7 | CORP | 5,000,000 | $5,463,000 | thousands by filing date | principal |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 5,600,000 | $5,460,000 | thousands by filing date | principal |
| SUEZ ENVIRONNEMENT | EK0920141 | CONV | 198,550,000 | $5,448,000 | thousands by filing date | principal |
| SOGEFI SPA | EK2762533 | CONV | 3,800,000 | $5,412,000 | thousands by filing date | principal |
| BLACKROCK CAPITAL INVESTMENT | 092533AB4 | NOTE 5.500prct 2/1 | 5,066,000 | $5,372,000 | thousands by filing date | principal |
| BIOMED REALTY LP CVT 3.75 01-1 | 09064AAB7 | CONVERT | 4,191,000 | $5,350,000 | thousands by filing date | principal |
| GENTIVA HEALTH SERVICES | 37247AAB8 | CORP | 5,000,000 | $5,338,000 | thousands by filing date | principal |
| INTL CONSOLIDATED AIRLIN | EJ6774487 | CONV | 3,000,000 | $5,250,000 | thousands by filing date | principal |
| PALO ALTO NETWRKS(PANW)CVT144A | 697435AA3 | CONVERT | 5,000,000 | $5,166,000 | thousands by filing date | principal |
| ADVANTEST CORPORATION | EK0971300 | CONV | 490,000,000 | $5,126,000 | thousands by filing date | principal |
| DANAHER CORP DEL | 235851AF9 | NOTE 1/2 | 2,209,000 | $5,059,000 | thousands by filing date | principal |
| CENVEO CORP | 15671BAK7 | CORP | 5,000,000 | $5,000,000 | thousands by filing date | principal |
| IHEARTCOMMUNICATIONS INC | 184502BL5 | CORP | 4,687,000 | $4,998,000 | thousands by filing date | principal |
| SBI HOLDINGS INC | EJ8897633 | CONV | 470,000,000 | $4,997,000 | thousands by filing date | principal |
| J SAINSBURY PLC | EH8716415 | CONV | 2,900,000 | $4,967,000 | thousands by filing date | principal |
| NEXTERA ENERGY INC | 65339F861 | UNIT 09/01/2016 | 85,365 | $4,888,000 | thousands by filing date | principal |
| AIR FRANCE-KLM | EH8739102 | CONV | 285,000,000 | $4,861,000 | thousands by filing date | principal |
| NUMERICABLE GROUP SA | 67054LAB3 | CORP | 4,500,000 | $4,680,000 | thousands by filing date | principal |
| CONSOLIDATED EDISON INC | 209115104 | COM | 81,000 | $4,677,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 3,500,000 | $4,500,000 | thousands by filing date | principal |
| TAKASHIMAYA CO LTD | EJ9574876 | CONV | 430,000,000 | $4,484,000 | thousands by filing date | principal |
| LULULEMON ATHLETICA INC | 550021109 | COM | 110,000 | $4,453,000 | thousands by filing date | |
| ISIS PHARMACEUTICALS INC DEL | 464337AG9 | NOTE 2.75010/0 | 2,000,000 | $4,403,000 | thousands by filing date | principal |
| RAYONIER TRS HLDGS INC | 75508AAC0 | NOTE 4.500% 8/1 | 2,947,000 | $4,402,000 | thousands by filing date | principal |
| HCA HOLDINGS INC | 40412CAB7 | CORP | 4,000,000 | $4,385,000 | thousands by filing date | principal |
| ALTA MESA HLDGS/FINANC S | 021332AC5 | CORP | 4,150,000 | $4,358,000 | thousands by filing date | principal |
| FCA US LLC/CG CO-ISSUER | 17121EAB3 | CORP | 4,000,000 | $4,345,000 | thousands by filing date | principal |
| LLOYDS BANKING GROUP PLC | 539439AG4 | SDCV 7.500%12/3 | 4,000,000 | $4,256,000 | thousands by filing date | principal |
| BRISTOL-MYERS SQUIBB CO | 110122AN8 | DBCV | 3,407,000 | $4,174,000 | thousands by filing date | principal |
| Herbalife Ltd | 020884924 | CMN | 63,700 | $4,111,000 | thousands by filing date | |
| RESOURCE CAP CORP | 76120WAA2 | NOTE 6.000prct12/0 | 4,023,000 | $4,056,000 | thousands by filing date | principal |
| Lockheed Martin Corporation | 539830109 | COM | 25,000 | $4,018,000 | thousands by filing date | |
| UNITE JERSEY ISSUER LTD | EJ8675146 | CONV | 2,300,000 | $4,015,000 | thousands by filing date | principal |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 102,600 | $3,973,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 230,400 | $3,972,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807108 | COM | 57,120 | $3,860,000 | thousands by filing date | |
| INGENICO | EI5993247 | CONV | 43,600,000 | $3,854,000 | thousands by filing date | principal |
| DOMINION RES INC VA NEW | 25746U885 | UNIT 07/01/2016 | 65,500 | $3,808,000 | thousands by filing date | principal |
| Intel Corp | 458140100 | COM | 121,000 | $3,739,000 | thousands by filing date | |
| CATALYST PAPER CORP | 14889BAB8 | CORP | 4,094,600 | $3,685,000 | thousands by filing date | principal |
| PHARMACYCLICS INC | 716933106 | COM | 41,000 | $3,678,000 | thousands by filing date | |
| ARIAD PHARMACEUTICALS INC | 04033AAA8 | CONV BND | 3,750,000 | $3,649,000 | thousands by filing date | principal |
| PepsiCo,Inc. | 713448108 | COM | 40,000 | $3,574,000 | thousands by filing date | |
| HEALTH CARE REIT INC | 42217KAR7 | NOTE | 2,887,000 | $3,572,000 | thousands by filing date | principal |
| ALLIANT TECHSYSTEMS INC | 018804104 | COM | 26,500 | $3,549,000 | thousands by filing date | |
| FRESENIUS SE & CO KGAA | EK1348177 | CONV | 2,500,000 | $3,522,000 | thousands by filing date | principal |
| ABC MART | EJ5208859 | CONV | 280,000,000 | $3,474,000 | thousands by filing date | principal |
| CHINA POWER INTL DEVELOP | EJ3302266 | CONV | 15,500,000 | $3,451,000 | thousands by filing date | principal |
| PLAINS EXPLORATION & PRO | 726505AL4 | CORP | 3,000,000 | $3,409,000 | thousands by filing date | principal |
| Dpx Holdings Bv | 46590GAA1 | CORP | 3,250,000 | $3,364,000 | thousands by filing date | principal |
| HEALTH NET INC | 422248AA2 | CORP | 3,000,000 | $3,296,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 3,156,000 | $3,289,000 | thousands by filing date | principal |
| BIOMET INC | 090613AJ9 | CORP | 3,000,000 | $3,233,000 | thousands by filing date | principal |
| SHIZUOKA BANK LTD | EJ6282960 | CONV | 3,100,000 | $3,203,000 | thousands by filing date | principal |
| Iasis Healthcare/Cap Crp | 45072PAD4 | CORP | 3,000,000 | $3,199,000 | thousands by filing date | principal |
| VALEANT PHARMACEUTICALS | 91911XAQ7 | CORP | 3,000,000 | $3,195,000 | thousands by filing date | principal |
| INSULET CORP | 45784PAD3 | NOTE 2.000% 6/1 | 2,877,000 | $3,194,000 | thousands by filing date | principal |
| TEXAS COMP ELEC HOLD LLC | 90210EAM8 | TERM | 3,860,000 | $3,194,000 | thousands by filing date | principal |
| Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu | 761735AL3 | GLOBAL | 3,000,000 | $3,176,000 | thousands by filing date | principal |
| DERWENT CAP JERSEY LTD | EI6826180 | CONV | 1,500,000 | $3,171,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503403 | COM NEW | 2,574 | $3,097,000 | thousands by filing date | |
| JUST ENERGY GROUP INC | EK0410259 | CONV | 3,200,000 | $3,060,000 | thousands by filing date | principal |
| Eletson Holdings | 28620QAA1 | CORP | 2,790,000 | $2,992,000 | thousands by filing date | principal |
| CSG Systems International, In | 126349AC3 | CONV | 2,371,000 | $2,963,000 | thousands by filing date | principal |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 30,000 | $2,856,000 | thousands by filing date | |
| Tenet Healthcare Corp | 87243QAB2 | CORP | 2,625,000 | $2,848,000 | thousands by filing date | principal |
| CFS RETAIL PROPERTY | EI7244656 | CONV | 2,800,000 | $2,806,000 | thousands by filing date | principal |
| HCI GROUP INC | 40416EAA1 | CONV | 2,949,000 | $2,778,000 | thousands by filing date | principal |
| TOYS R US DELAWARE INC | 89236NAA6 | CORP | 3,000,000 | $2,760,000 | thousands by filing date | principal |
| CUBIST PHARMACEUTICALS INC | 229678107 | COM | 39,301 | $2,744,000 | thousands by filing date | |
| OASIS PETROLEUM INC | 674215AF5 | CORP | 2,500,000 | $2,725,000 | thousands by filing date | principal |
| Weyerhaeuser Co. | 962166872 | CONVERTIBLE PREFERRED STOCK | 47,530 | $2,724,000 | thousands by filing date | principal |
| ALLY FINANCIAL INC | 02005NAJ9 | CORP | 2,250,000 | $2,711,000 | thousands by filing date | principal |
| CIT GROUP INC | 125581GN2 | CORP | 2,500,000 | $2,684,000 | thousands by filing date | principal |
| VOLKSWAGEN INTL FIN NV | EJ4340075 | CONV | 1,600,000 | $2,574,000 | thousands by filing date | principal |
| Clayton Williams Energy | 969490AE1 | CORP | 2,400,000 | $2,544,000 | thousands by filing date | principal |
| Land O Lakes Cap Trst I | 514665AA6 | CORP | 2,500,000 | $2,519,000 | thousands by filing date | principal |
| CENVEO CORP | 15671BAE1 | CORP | 2,356,000 | $2,473,000 | thousands by filing date | principal |
| LABORATORY CRP OF AMER HLDGS | 50540RAG7 | CNV | 1,795,000 | $2,462,000 | thousands by filing date | principal |
| RANGE RES CORP GTD | 75281AAN9 | Fixed Income | 2,320,000 | $2,459,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAG8 | NOTE 4.875% 3/1 | 2,280,000 | $2,440,000 | thousands by filing date | principal |
| GOOGLE INC | 38259P706 | CL C | 4,200 | $2,416,000 | thousands by filing date | |
| CBIZ INC | 124805AC6 | CONV | 1,795,000 | $2,368,000 | thousands by filing date | principal |
| FIRST DATA CORPORATION | 319963BG8 | CORP | 2,000,000 | $2,335,000 | thousands by filing date | principal |
| Earthlink Holdings Corp | 270321AE2 | CORP | 2,175,000 | $2,319,000 | thousands by filing date | principal |
| NATIONSTAR MTG LLC / | 63860UAL4 | Fixed Income | 2,300,000 | $2,300,000 | thousands by filing date | principal |
| ALZA CORP 7/2 | 02261WAB5 | SDCV | 1,568,000 | $2,261,000 | thousands by filing date | principal |
| CHRYSLER GP/CG CO-ISSUER | 17121EAD9 | CORP | 2,000,000 | $2,260,000 | thousands by filing date | principal |
| QEP Resources Inc | 74733VAA8 | Corporate Bond | 2,000,000 | $2,245,000 | thousands by filing date | principal |
| CALPINE CORP | 131347BY1 | CORP | 2,000,000 | $2,230,000 | thousands by filing date | principal |
| FRESENIUS MED CARE US | 35803QAA5 | CORP | 2,000,000 | $2,185,000 | thousands by filing date | principal |
| HALCON RESOURCES CORP | 40537QAB6 | CORP | 2,000,000 | $2,183,000 | thousands by filing date | principal |
| Pbf Holding Co Llc | 69318FAB4 | CORP | 2,000,000 | $2,180,000 | thousands by filing date | principal |
| FMG RESOURCES AUG 2006 | 30251GAH0 | CORP | 2,000,000 | $2,178,000 | thousands by filing date | principal |
| T-MOBILE USA INC | 87264AAD7 | CORP | 2,000,000 | $2,165,000 | thousands by filing date | principal |
| W & T OFFSHORE INC | 92922PAC0 | CORP | 2,000,000 | $2,160,000 | thousands by filing date | principal |
| PROSHARES TR | 74348A319 | ULTSHT RUSS2000 | 50,000 | $2,151,000 | thousands by filing date | |
| CARLSON WAGONLIT BV | 142812AB2 | CORP | 2,000,000 | $2,150,000 | thousands by filing date | principal |
| ENERGY XXI GULF COAST IN | 29276KAS0 | CORP | 2,000,000 | $2,140,000 | thousands by filing date | principal |
| HOSPITALITY PROPERTIES TRUST | 44106M102 | COM SH BEN INT | 70,000 | $2,128,000 | thousands by filing date | |
| Shape Technologies Group | 94155UAA7 | CORP | 2,000,000 | $2,125,000 | thousands by filing date | principal |
| CORNERSTONE CHEMICAL CO | 21925AAB1 | CORP | 2,000,000 | $2,115,000 | thousands by filing date | principal |
| TRW AUTOMOTIVE INC 144A | 87264MAJ8 | BOND | 2,000,000 | $2,110,000 | thousands by filing date | principal |
| SAPPI PAPIER HOLDNG GMBH | 803071AA7 | CORP | 2,000,000 | $2,110,000 | thousands by filing date | principal |
| Numericable-Sfr Sas | 67054LAA5 | CORP | 2,053,000 | $2,107,000 | thousands by filing date | principal |
| ALLIED SPECIALTY VEHICLE | 019517AA9 | CORP | 2,000,000 | $2,105,000 | thousands by filing date | principal |
| ANDEAVOR NOTE M/W CLBL | 881609AZ4 | NOTE M/W CLBL | 2,000,000 | $2,090,000 | thousands by filing date | principal |
| CASELLA WASTE SYSTEMS IN | 147448AG9 | CORP | 2,000,000 | $2,090,000 | thousands by filing date | principal |
| EAGLE ROCK ENER PART/FIN | 26985UAB3 | CORP | 1,925,000 | $2,079,000 | thousands by filing date | principal |
| Navios Maritime Hlds/Fin | 639365AG0 | CORP | 2,000,000 | $2,060,000 | thousands by filing date | principal |
| CLEAR CHANNEL COMMUNICAT | 184502BQ4 | CORP | 2,000,000 | $2,060,000 | thousands by filing date | principal |
| CHURCHILL DOWNS INC | 171484AA6 | CORP | 2,000,000 | $2,050,000 | thousands by filing date | principal |
| EQUINIX INC | 29444UAM8 | CORP | 2,000,000 | $2,045,000 | thousands by filing date | principal |
| CLEAN HARBORS INCCLEAN HBRS INC GTDFXD | 184496AL1 | FIXED INCOME | 2,000,000 | $2,044,000 | thousands by filing date | principal |
| Sprint Industrial Llc | 85208BAE6 | TERM | 2,000,000 | $2,020,000 | thousands by filing date | principal |
| CELANESE US HOLDINGS LLC | 15089QAD6 | COM | 2,000,000 | $2,010,000 | thousands by filing date | principal |
| TELECOM ITALIA S P A NEW | 87927YAA0 | Corporate Bond - Foreign US$ | 2,000,000 | $2,008,000 | thousands by filing date | principal |
| NATIONSTAR MTG LLC / NATIONSTAR | 63860UAK6 | Fixed Income | 2,000,000 | $2,005,000 | thousands by filing date | principal |
| PROSHARES TR | 74348A426 | ULTSHRT QQQ | 40,000 | $1,998,000 | thousands by filing date | |
| TPG SPECIALTY LENDING IN | 87265KAA0 | CONV | 2,000,000 | $1,997,000 | thousands by filing date | principal |
| SANDRIDGE ENERGY INC | 80007PAQ2 | CORP | 1,745,000 | $1,922,000 | thousands by filing date | principal |
| DANA HOLDING CO | 235825AB2 | Convertible | 1,750,000 | $1,888,000 | thousands by filing date | principal |
| BILL BARRETT CORP | 06846NAC8 | CORP | 1,750,000 | $1,886,000 | thousands by filing date | principal |
| NORSKE SKOGINDUSTRIER | 656533AB2 | CORP | 2,000,000 | $1,850,000 | thousands by filing date | principal |
| Boise Cascade Company | 09739DAA8 | CORP | 1,700,000 | $1,828,000 | thousands by filing date | principal |
| WINDSTREAM HOLDIN 7.5XXX | 97381WAX2 | CORPORATE BONDS | 1,650,000 | $1,796,000 | thousands by filing date | principal |
| ACTIVISION BLIZZARD | 00507VAE9 | CORP | 1,625,000 | $1,788,000 | thousands by filing date | principal |
| MYLAN INC | 628530107 | COM | 34,100 | $1,758,000 | thousands by filing date | |
| SONY CORPORATION | EJ4440941 | CONV | 100,000,000 | $1,737,000 | thousands by filing date | principal |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 26,577 | $1,730,000 | thousands by filing date | |
| INTERMUNE INC | 45884XAF0 | NOTE 2.500%12/1 | 500,000 | $1,725,000 | thousands by filing date | principal |
| GOODYEAR TIRE & RUBBER | 382550BB6 | CORP | 1,570,000 | $1,723,000 | thousands by filing date | principal |
| Mastec Inc Senior Note Callable M/W | 576323AN9 | SENIOR NOTE CALLABLE M/W | 1,725,000 | $1,699,000 | thousands by filing date | principal |
| XILINX INC | 983919101 | COM | 35,000 | $1,656,000 | thousands by filing date | |
| St Barbara Ltd | 852278AA8 | CORP | 2,000,000 | $1,655,000 | thousands by filing date | principal |
| DISPENSING DYNAMICS INTL | 25471QAA7 | CORP | 1,500,000 | $1,643,000 | thousands by filing date | principal |
| DRILL RIGS HLDS INC | 262049AA7 | CORP | 1,600,000 | $1,636,000 | thousands by filing date | principal |
| Sesi Llc | 78412FAL8 | CORP | 1,500,000 | $1,601,000 | thousands by filing date | principal |
| PAR PAC HOLDINGS INC | 69888T207 | COM NEW | 78,825 | $1,596,000 | thousands by filing date | |
| SUBSEA 7 INC | EH9898014 | CONV | 1,300,000 | $1,591,000 | thousands by filing date | principal |
| The Adt Corporation Note M/W | 00101JAK2 | NOTE M/W | 1,500,000 | $1,590,000 | thousands by filing date | principal |
| Cenveo | 15671BAG6 | CONV BOND | 1,500,000 | $1,583,000 | thousands by filing date | principal |
| CIT GROUP INC | 125581GQ5 | CORP | 1,500,000 | $1,553,000 | thousands by filing date | principal |
| Chesapeake Energy Corp. | 165167768 | PFD CV | 1,200 | $1,545,000 | thousands by filing date | principal |
| NextEra Energy,Inc. | 65339F101 | COM | 15,000 | $1,537,000 | thousands by filing date | |
| Caraustar Industries Inc | 14076CAB9 | TERM | 1,448,510 | $1,469,000 | thousands by filing date | principal |
| STEEL DYNAMICS INC | 858119AV2 | CORP | 1,335,000 | $1,452,000 | thousands by filing date | principal |
| AMC NETWORKS INC | 00164V103 | CL A | 23,500 | $1,445,000 | thousands by filing date | |
| TRIBUNE COMPANY | 896047503 | COMMON | 16,600 | $1,412,000 | thousands by filing date | |
| BREITBURN ENER/BREIT FIN | 106777AD7 | CORP | 1,300,000 | $1,407,000 | thousands by filing date | principal |
| KENNEDY-WILSON INC | 489399AC9 | CORP | 1,250,000 | $1,352,000 | thousands by filing date | principal |
| LAMAR ADVERTISING | 512815101 | COMMON STOCK | 25,000 | $1,325,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 10,000 | $1,306,000 | thousands by filing date | |
| PERMIAN HOLDINGS INC | 714239AA8 | CORP | 1,250,000 | $1,284,000 | thousands by filing date | principal |
| ENERGY XXI GULF COAST IN | 29276KAT8 | CORP | 1,250,000 | $1,275,000 | thousands by filing date | principal |
| Navios Maritime Acq Corp | 63938MAD8 | CORP | 1,150,000 | $1,202,000 | thousands by filing date | principal |
| Forbes Energy Svcs Ltd | 345143AC5 | High Yield | 1,150,000 | $1,193,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-14-032806 | this filing | 2014-08-14 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001140361-14-036454 | base | 2014-09-25 | acceptance time not in the bulk data set |