13F-HR/A filed by ADVENT CAPITAL MANAGEMENT /DE/
ADVENT CAPITAL MANAGEMENT /DE/ filed this 13F-HR/A for the quarter ended 2014-06-30, filed 2014-09-25, with 461 holding rows worth $6,704,252,000.
- Accession
- 0001140361-14-036454
- Filer
- CIK 1097278
- Filed
- 2014-09-25
- 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, amendment of type restatement, 463 entries on the cover page, a total value of $6,704,252,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $6,704,252,000 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 |
|---|---|---|---|---|---|---|
| CITRIX SYSTEMS INC(CTXS)CVT144 | 177376AC4 | CONVERT | 107,452,000 | $117,168,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AY9 | NOTE 3.000%11/1 | 86,648,000 | $108,033,000 | thousands by filing date | principal |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 70,693,000 | $97,083,000 | thousands by filing date | principal |
| YAHOO INC 0% 12/01/2018 | 984332AE6 | CONB | 77,762,000 | $80,536,000 | thousands by filing date | principal |
| CLEARWIRE COMMUNICATIONS LLC | 18538TAG4 | CONV BND | 60,790,000 | $69,301,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAE1 | NOTE 0.750%10/1 | 64,416,000 | $68,092,000 | thousands by filing date | principal |
| Jarden Corp | 471109AK4 | CONV | 65,337,000 | $67,221,000 | thousands by filing date | principal |
| MGM RESORTS INTL | 55303QAE0 | CORPORATE OBLIG | 51,384,000 | $66,202,000 | thousands by filing date | principal |
| GILEAD SCIENCES INC | 375558AP8 | CORPORATE OBLIG | 14,192,000 | $66,003,000 | thousands by filing date | principal |
| JEFFERIES GROUP INC | 472319AG7 | CORPORATE OBLIG | 60,141,000 | $64,192,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP CVP 144 | 165167776 | CONVERT | 52,007 | $60,415,000 | thousands by filing date | |
| PROLOGIS INC 3.250 | 74340XAT8 | NOTE 3.250% 3/1 | 56,896,000 | $60,410,000 | thousands by filing date | principal |
| FOREST CITY ENTERPRISES | 345550AP2 | NOTE | 53,505,000 | $60,135,000 | thousands by filing date | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 35,070,000 | $59,327,000 | thousands by filing date | principal |
| CTRIPCOM IN LTD(CTRP)CVT 144A1 | 22943FAC4 | CONVERT | 54,273,000 | $58,623,000 | thousands by filing date | principal |
| Liberty Media Corp. | 531229AA0 | CONV | 56,728,000 | $56,890,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AH8 | NOTE 2.625%12/1 | 48,586,000 | $56,883,000 | thousands by filing date | principal |
| ROYAL GOLD INC | 780287AA6 | NOTE | 52,783,000 | $55,165,000 | thousands by filing date | principal |
| CUBIST PHARMACEUTICALS INC | 229678AF4 | NOTE 1.125% 9/0 | 50,656,000 | $54,936,000 | thousands by filing date | principal |
| UNITED TECHNOLOGIES CORP | 913017117 | UNIT 99/99/9999 | 914,352 | $54,934,000 | thousands by filing date | |
| CIENA CORP | 171779AE1 | NOTE | 54,724,000 | $54,334,000 | thousands by filing date | principal |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 24,341,000 | $54,241,000 | thousands by filing date | principal |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 52,364,000 | $54,131,000 | thousands by filing date | principal |
| Liberty Interactive Llc | 530610AB0 | CONV | 52,160,000 | $53,769,000 | thousands by filing date | principal |
| NEWMONT MINING CORP | 651639AJ5 | NOTE 1.625% 7/1 | 51,198,000 | $52,958,000 | thousands by filing date | principal |
| CENTERPOINT ENERGY INC CONV PFD TAXBL | 15189T206 | EQUITY | 846,723,000 | $52,836,000 | thousands by filing date | principal |
| Akamai Technologies Inc | 00971TAF8 | CONV | 51,576,000 | $52,774,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 45,543,000 | $51,688,000 | thousands by filing date | principal |
| ANNALY CAP MGMT INC | 035710AB8 | NOTE 5.000% 5/1 | 50,705,000 | $51,404,000 | thousands by filing date | principal |
| SALIX PHARMACEUTICAL 1.500 | 795435AE6 | NOTE 1.500% 3/ | 20,230,000 | $51,245,000 | thousands by filing date | principal |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 43,652 | $51,075,000 | thousands by filing date | |
| DDR CORP | 251591AX1 | NOTE | 43,737,000 | $49,970,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 41,378 | $49,860,000 | thousands by filing date | |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 49,574,000 | $49,358,000 | thousands by filing date | principal |
| LIVE NATION ENTERTAINMEN CVT 1 | 538034AH2 | CONVERT | 46,988,000 | $49,225,000 | thousands by filing date | principal |
| TOLL BROS FIN CORP | 88947EAM2 | NOTE 0.500% 9/1 | 46,678,000 | $48,001,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 28,650,000 | $46,892,000 | thousands by filing date | principal |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 27,529,000 | $46,190,000 | thousands by filing date | principal |
| CORNERSTONE ONDEMAND INC | 21925YAB9 | NOTE 1.500% 7/0 | 44,091,000 | $45,445,000 | thousands by filing date | principal |
| Alexandria Real Estate E. | 015271505 | CONVERTIBLE PREFERRED STOCK | 1,667,888 | $45,391,000 | thousands by filing date | |
| JDS UNIPHASE CORP | 46612JAF8 | DBCV 0.625% 8/1 | 42,741,000 | $43,795,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAM5 | NOTE 4.375% 1/1 | 41,897,000 | $43,231,000 | thousands by filing date | principal |
| ILLUMINA INC (ILMN) CVT 144A 0 | 452327AE9 | CONVERT | 40,203,000 | $42,312,000 | thousands by filing date | principal |
| KEYCORP NEW | 493267405 | PFD 7.75% SR A | 320,332 | $42,175,000 | thousands by filing date | |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 38,440,000 | $41,829,000 | thousands by filing date | principal |
| OMNICARE | 681904AQ1 | NOTE3 | 36,516,000 | $40,655,000 | thousands by filing date | principal |
| SINA CORP | 82922RAC7 | CONV | 43,443,000 | $40,262,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAF8 | NOTE 1.500%10/1 | 35,763,000 | $38,870,000 | thousands by filing date | principal |
| Twitter Inc | 90184LAA0 | CONV | 39,000,000 | $38,850,000 | thousands by filing date | principal |
| TTM TECHNOLOGIES INC | 87305RAD1 | NOTE 1.750%12/1 | 38,318,000 | $38,688,000 | thousands by filing date | principal |
| RYLAND GROUP 0.250 | 783764AS2 | NOTE 0.250% 6/0 | 41,354,000 | $38,597,000 | thousands by filing date | principal |
| NATIONAL HEALTH INVS INC | 63633DAE4 | NOTE 3.250% 4/0 | 38,967,000 | $38,509,000 | thousands by filing date | principal |
| OMNICARE INC | 681904AL2 | DBCV 3.250%12/1 | 36,681,000 | $38,408,000 | thousands by filing date | principal |
| STONE ENERGY CORP | 861642AN6 | NOTE | 35,882,000 | $38,174,000 | thousands by filing date | principal |
| HOLOGIC INC | 436440AC5 | CORPORATE OBLIG | 35,629,000 | $37,697,000 | thousands by filing date | principal |
| FINISAR CORP | 31787AAL5 | CONV | 39,491,000 | $37,686,000 | thousands by filing date | principal |
| FOREST CITY ENTERPRISES INC | 345550AR8 | NOTE 3.625% 8/1 | 35,467,000 | $37,258,000 | thousands by filing date | principal |
| TYSON FOODS | 902494301 | COM | 741,259 | $36,796,000 | thousands by filing date | |
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 28,734,000 | $36,671,000 | thousands by filing date | principal |
| JAZZ PHARMACEUTICALS CVT144A 1 | 472145AA9 | CONVERT | 32,500,000 | $36,555,000 | thousands by filing date | principal |
| HORNBECK OFFSHORE SVCS INC N | 440543AN6 | NOTE 1.500 9/0 | 34,293,000 | $36,427,000 | thousands by filing date | principal |
| LIBERTY INTERACTIVE LLC | 530610AC8 | DEB 0.750 3/3 | 26,161,000 | $36,423,000 | thousands by filing date | principal |
| Sunedison Inc | 86732YAE9 | CONV | 35,886,000 | $36,356,000 | thousands by filing date | principal |
| RADIAN GROUP INC | 750236AN1 | NOTE 2.250% 3/0 | 24,581,000 | $36,112,000 | thousands by filing date | principal |
| TIBCO SOFTWARE INC | 88632QAB9 | NOTE | 35,554,000 | $35,591,000 | thousands by filing date | principal |
| HLS 2 12/1/43 | 421924BL4 | Bond 30/360P2 U | 31,698,000 | $35,534,000 | thousands by filing date | principal |
| N 0.25 6/1/18 | 64118QAB3 | Bond 30/360P2 U | 33,526,000 | $34,938,000 | thousands by filing date | principal |
| SanDisk Corp. | 80004CAE1 | CONV | 28,513,000 | $34,912,000 | thousands by filing date | principal |
| Starwood Property Trust, Inc. | 85571BAB1 | CONV | 31,337,000 | $34,568,000 | thousands by filing date | principal |
| CRM 0.25 4/1/18 | 79466LAD6 | Bond 30/360P2 U | 30,451,000 | $34,370,000 | thousands by filing date | principal |
| AIR LEASE CORP | 00912XAK0 | NOTE 3.875%12/0 | 24,179,000 | $34,208,000 | thousands by filing date | principal |
| OWENS-ILLINOIS (OI) CVT 144A 3 | 69073TAQ6 | CONVERT | 33,790,000 | $34,179,000 | thousands by filing date | principal |
| AMG CAPITAL TRUST II | 00170F209 | CONVERT | 526,850 | $34,017,000 | thousands by filing date | |
| XILINX INC 2.625 | 983919AF8 | NOTE 2.625% 6/1 | 22,080,000 | $33,933,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAE0 | CONV | 32,500,000 | $33,538,000 | thousands by filing date | principal |
| ILLUMINA INC (ILMN) 144A CVT 0 | 452327AG4 | CONVERT | 30,510,000 | $32,914,000 | thousands by filing date | principal |
| VOLCANO CORP | 928645AB6 | CORPORATE OBLIG | 37,279,000 | $32,886,000 | thousands by filing date | principal |
| NVIDIA CORP 10000% 12/01/2018 | 67066GAB0 | CONB | 29,004,000 | $32,371,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167CB1 | NOTE 2.250%12/1 | 33,470,000 | $32,013,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP | 530715AN1 | DEB 3.500% 1/1 | 58,061,000 | $31,982,000 | thousands by filing date | principal |
| JARDEN CORP | 471109AL2 | NOTE 1.500 6/1 | 26,114,000 | $31,373,000 | thousands by filing date | principal |
| B2GOLD CORP | 11777QAB6 | NOTE 3.250%10/0 | 31,420,000 | $30,605,000 | thousands by filing date | principal |
| HOST HOTELS & RESORTS LPCVT2.5 | 44107TAG1 | CONVERT | 18,219,000 | $30,518,000 | thousands by filing date | principal |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 35,520,000 | $30,327,000 | thousands by filing date | principal |
| PRICELINE GROUP INC 144A CVT 0 | 741503AT3 | CONVERT | 31,565,000 | $30,107,000 | thousands by filing date | principal |
| HOLOGIC INC | 436440AG6 | FRNT 2.000%12/1 | 27,620,000 | $30,067,000 | thousands by filing date | principal |
| MEDIVATION INC | 58501NAA9 | NOTE | 14,669,000 | $29,629,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167784 | CONV PRF | 25,699 | $29,414,000 | thousands by filing date | |
| MACQUARIE INFRASTRUCTURE COR | 55608BAA3 | NOTE 2.875% 7/1 | 25,700,000 | $28,695,000 | thousands by filing date | principal |
| RTI INTL METALS INC | 74973WAB3 | NOTE 1.625%10/1 | 28,351,000 | $28,009,000 | thousands by filing date | principal |
| CIENA CORP | 171779AK7 | DEBT 4.000%12/1 | 21,936,000 | $27,812,000 | thousands by filing date | principal |
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AD1 | NOTE 1.000% 7/0 | 21,664,000 | $27,262,000 | thousands by filing date | principal |
| PDLI 4 2/1/18 | 69329YAF1 | Bond 30/360P2 U | 26,325,000 | $26,506,000 | thousands by filing date | principal |
| GOODRICH | 382410AG3 | NOTE5 | 24,394,000 | $26,445,000 | thousands by filing date | principal |
| Proofpoint, Inc. | 743424AA1 | CONV | 21,571,000 | $26,211,000 | thousands by filing date | principal |
| METLIFE INC | 59156R116 | PREFERRED STOCK | 816,370 | $26,181,000 | thousands by filing date | |
| CUBIST PHARMACEUTICALS INC | 229678AH0 | NOTE 1.875% 9/0 | 23,218,000 | $25,914,000 | thousands by filing date | principal |
| MYLAN INC | 628530AJ6 | CORPORATE OBLIG | 7,134,000 | $25,400,000 | thousands by filing date | principal |
| DOMINION RES INC VA NEW | 25746U869 | UNIT 99/99/9999 | 500,500 | $25,395,000 | thousands by filing date | |
| NAVISTAR INTL (NAV) CVT 144A 4 | 63934EAR9 | CONVERT | 24,194,000 | $25,382,000 | thousands by filing date | principal |
| Nextera Energy, Inc. | 65339F887 | PFD | 401,633 | $24,343,000 | thousands by filing date | |
| FORD MTR CO DEL | 345370CN8 | NOTE 4.250%11/1 | 12,547,000 | $24,281,000 | thousands by filing date | principal |
| NORTHSTAR REALTY FIN | 66705PAC7 | CONV | 12,358,000 | $24,228,000 | thousands by filing date | principal |
| AMERICAN TOWER CORP NEW | 03027X308 | PFD CONV SER A | 219,300 | $23,713,000 | thousands by filing date | |
| SERVICENOW INC | 81762PAA0 | CONV | 21,645,000 | $23,691,000 | thousands by filing date | principal |
| Ashland Inc | 044209AF1 | CORP | 23,591,000 | $23,473,000 | thousands by filing date | principal |
| STANLEY BLACK & DECKER INC | 854502804 | UNIT 11/17/20166 | 199,636 | $23,224,000 | thousands by filing date | |
| SEACOR HOLDINGS INC 30000% 11/15/2028 | 81170YAA7 | CONB | 24,682,000 | $22,982,000 | thousands by filing date | principal |
| Portfolio Recovery Associates | 73640QAA3 | CONV | 20,256,000 | $22,810,000 | thousands by filing date | principal |
| RYLAND GROUP INC | 783764AQ6 | NOTE 1.625% | 17,435,000 | $22,796,000 | thousands by filing date | principal |
| MDSO 1 8/01/18 | 58471AAB1 | Bond 30/360P2 U | 20,544,000 | $22,623,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 11,920,000 | $22,606,000 | thousands by filing date | principal |
| BROADSOFT INC | 11133BAB8 | NOTE 1.500% 7/0 | 22,444,000 | $22,389,000 | thousands by filing date | principal |
| ICON 1.5 3/18 | 451055AF4 | Bond 30/360P2 U | 16,570,000 | $22,061,000 | thousands by filing date | principal |
| Twitter Inc | 90184LAC6 | CONV | 22,000,000 | $22,056,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 22,267,000 | $21,925,000 | thousands by filing date | principal |
| ENERGY XXI BERMUDA LTD | 29274UAA9 | CONV | 25,765,000 | $21,686,000 | thousands by filing date | principal |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 21,171,000 | $21,359,000 | thousands by filing date | principal |
| STANDARD BIOTOOLS INC | 34385PAA6 | NOTE 2.750% 2/0 | 23,058,000 | $21,289,000 | thousands by filing date | principal |
| OLD REP INTL CORP | 680223AH7 | NOTE 3.750% 3/1 | 17,849,000 | $20,978,000 | thousands by filing date | principal |
| LAM RESEARCH CORP 0.500 | 512807AJ7 | NOTE 0.500% 5/1 | 16,227,000 | $20,910,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAJ2 | NOTE 4.750prct 1/1 | 19,519,000 | $20,223,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 16,219,000 | $19,959,000 | thousands by filing date | principal |
| BROOKDALE SENIOR LIVING | 112463AA2 | NOTE | 15,208,000 | $19,943,000 | thousands by filing date | principal |
| SPANSION LLC | 84649PAL9 | NOTE 2.000 9/0 | 11,015,000 | $19,650,000 | thousands by filing date | principal |
| OREXIGEN THERAPEUTICS IN | 686164AA2 | CONV | 20,622,000 | $19,328,000 | thousands by filing date | principal |
| CHIQUITA BRANDS INTL INC | 170032AT3 | NOTE 4.250% 8/1 | 18,542,000 | $18,588,000 | thousands by filing date | principal |
| CONTINENTAL AIRLINES FINANCE T | 210796306 | CONV PRF | 370,178 | $18,354,000 | thousands by filing date | |
| STANLEY BLACK & DECKER CON | 854502309 | UNIT 99/99/9999 | 131,935 | $18,092,000 | thousands by filing date | |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 17,938,000 | $17,760,000 | thousands by filing date | principal |
| AUXILIUM PHARMACEUTICALS INC | 05334DAA5 | NOTE 1.500% 7/1 | 12,877,000 | $17,511,000 | thousands by filing date | principal |
| QIHOO 360 TECHNOLOGY CO LTD | 74734MAD1 | CONV BND | 18,700,000 | $17,376,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC | 811904AM3 | NOTE 2.500%12/1 | 15,858,000 | $17,364,000 | thousands by filing date | principal |
| STARZ LLC/STARZ FIN CORP | 85571NAB5 | CORP | 16,987,000 | $17,348,000 | thousands by filing date | principal |
| IHEARTCOMMUNICATIONS INC | 184502BL5 | CORP | 16,500,000 | $16,913,000 | thousands by filing date | principal |
| Incyte Corporation | 45337CAL6 | NOTE 1.25% 11/15/2020 | 13,740,000 | $16,675,000 | thousands by filing date | principal |
| WRIGHT MED GROUP INC | 98235TAC1 | NOTE 2.000% 8/1 | 12,097,000 | $16,671,000 | thousands by filing date | principal |
| ARRAY BIOPHARMA INC | 04269XAA3 | NOTE 3.000% 6/0 | 18,374,000 | $16,618,000 | thousands by filing date | principal |
| PENN VIRGINIA CORP | 707882403 | CONV PRF | 164,300 | $16,537,000 | thousands by filing date | |
| EXTRA SPACE STORAGE LP | 30225VAC1 | CONV BND | 15,808,000 | $16,515,000 | thousands by filing date | principal |
| HELIX ENERGY SOLUTIONS GROUP | 42330PAG2 | CORPORATE OBLIG | 13,191,000 | $16,514,000 | thousands by filing date | principal |
| VSH 2.25 11-40 144A CVT | 928298AG3 | CONVERT | 13,702,000 | $16,299,000 | thousands by filing date | principal |
| ARVINMERITOR INC | 043353AH4 | CORPORATE OBLIG | 15,021,000 | $15,904,000 | thousands by filing date | principal |
| MERITOR INC | 59001KAC4 | NOTE 7.875% 3/0 | 9,980,000 | $15,788,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAB8 | NOTE 3.750% 5/1 | 15,864,000 | $15,736,000 | thousands by filing date | principal |
| CHART INDUSTRIES INC | 16115QAC4 | NOTE | 13,211,000 | $15,475,000 | thousands by filing date | principal |
| QIHOO 360 TECH CO LTD | 74734MAC3 | CONV | 16,500,000 | $15,411,000 | thousands by filing date | principal |
| NEWPARK RES INC 4.000 | 651718AC2 | NOTE 4.000%10/0 | 11,396,000 | $15,404,000 | thousands by filing date | principal |
| PENN VIRGINIA CORP | 707882AE6 | CORP | 14,100,000 | $15,369,000 | thousands by filing date | principal |
| ASSERTIO THERAPEUTICS INC | 249908AA2 | NOTE 2.500% 9/0 | 14,500,000 | $15,167,000 | thousands by filing date | principal |
| First Data Corporation | 319963BL7 | CORP | 12,762,050 | $15,043,000 | thousands by filing date | principal |
| ALCOA INC | 013817309 | DEP SHS 1/10TH | 300,000 | $15,030,000 | thousands by filing date | |
| Element Fleet Management Corp | 286181AA0 | BOND | 14,494,000 | $14,998,000 | thousands by filing date | principal |
| VERINT SYS INC | 92343XAA8 | NOTE 1.500% 6/0 | 13,500,000 | $14,691,000 | thousands by filing date | principal |
| DOMINION RES INC VA NEW | 25746U703 | UNIT 04/01/2013 | 255,542 | $14,663,000 | thousands by filing date | |
| J2 GLOBAL INC | 48123VAC6 | NOTE 3.250% 6/1 | 14,100,000 | $14,370,000 | thousands by filing date | principal |
| WEBMD HEALTH CORP | 94770VAJ1 | CONV | 13,180,000 | $14,000,000 | thousands by filing date | principal |
| EMULEX CORPORATION | 292475AE0 | CONV | 15,600,000 | $13,995,000 | thousands by filing date | principal |
| Sotheby'S | 835898AF4 | CORP | 14,500,000 | $13,993,000 | thousands by filing date | principal |
| HOLOGIC INC 2.000 | 436440AB7 | FRNT 2.000%12/1 | 11,763,000 | $13,988,000 | thousands by filing date | principal |
| HALCON RESOURCES CORP | 40537QAD2 | CORP | 13,500,000 | $13,838,000 | thousands by filing date | principal |
| TRINITY INDS INC | 896522AF6 | NOTE 3.875% 6/0 | 6,613,000 | $13,702,000 | thousands by filing date | principal |
| UNITED STATES STL CORP NEW | 912909AH1 | NOTE 2.750% 4/0 | 7,304,000 | $13,486,000 | thousands by filing date | principal |
| Encore Capital Group Inc | 292554AG7 | CONV | 13,401,000 | $13,260,000 | thousands by filing date | principal |
| TELEFLEX INC | 879369AA4 | NOTE 3.875% 8/0 | 7,411,000 | $13,238,000 | thousands by filing date | principal |
| TVIA 5 10/1/19 | 83415TAC5 | Bond 30/360P2 U | 13,608,000 | $12,790,000 | thousands by filing date | principal |
| COLONY FINL INC | 19624RAA4 | NOTE 5.000% 4/1 | 12,169,000 | $12,639,000 | thousands by filing date | principal |
| PENNYMAC CORP | 70932AAB9 | NOTE 5.375% 5/0 | 12,551,000 | $12,424,000 | thousands by filing date | principal |
| SYNOVUS FINL CORPSUB NT | 87161CAG0 | FIXED INCOME | 12,012,000 | $12,402,000 | thousands by filing date | principal |
| LENNAR CORP | 526057BE3 | NOTE | 6,530,000 | $12,182,000 | thousands by filing date | principal |
| GENERAL MTRS CO COM | 37045V100 | Stock | 357,440 | $12,132,000 | thousands by filing date | |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 12,104,000 | $11,924,000 | thousands by filing date | principal |
| UTi Worldwide Inc | 90349LAA2 | CONV | 10,800,000 | $11,863,000 | thousands by filing date | principal |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 9,156,000 | $11,564,000 | thousands by filing date | principal |
| CONTINENTAL AIRLS INC | 210795PU8 | NOTE 4.500% 1/1 | 4,392,000 | $11,477,000 | thousands by filing date | principal |
| JARDEN CORP | 471109AH1 | NOTE 1.87 | 8,077,000 | $11,324,000 | thousands by filing date | principal |
| MercadoLibre, Inc. | 58733RAA0 | CONV | 10,000,000 | $11,125,000 | thousands by filing date | principal |
| ALTICE SA | 02154VAA9 | CORP | 10,500,000 | $11,065,000 | thousands by filing date | principal |
| SL GREEN OPERATING PAR 144A 3. | 78444FAC0 | CONVERT | 8,247,000 | $11,019,000 | thousands by filing date | principal |
| GENERAL CABLE CORP | 369300AL2 | CORPORATE OBLIG | 13,032,000 | $10,962,000 | thousands by filing date | principal |
| Prospect Capital Corp | 74348TAP7 | CONV | 11,147,000 | $10,853,000 | thousands by filing date | principal |
| ALLSCRIPTS HEALTHCARE SOLUTN | 01988PAD0 | NOTE 1.250% 7/0 | 10,246,000 | $10,833,000 | thousands by filing date | principal |
| Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu | 761735AL3 | GLOBAL | 10,000,000 | $10,475,000 | thousands by filing date | principal |
| WALTER INVESTMENT MANAGEMENT | 93317WAA0 | CNV | 11,948,000 | $10,474,000 | thousands by filing date | principal |
| Clear Channel Ww Hldgs Inc Senior Note Callable M/W | 18451QAM0 | SENIOR NOTE CALLABLE M/W | 10,000,000 | $10,463,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BL6 | CORP | 9,826,000 | $10,342,000 | thousands by filing date | principal |
| Tenet Healthcare Corp | 87243QAB2 | CORP | 9,625,000 | $10,215,000 | thousands by filing date | principal |
| GRIFFON CORPORATION | 398433AD4 | CONV | 8,973,000 | $10,215,000 | thousands by filing date | principal |
| PALO ALTO NETWRKS(PANW)CVT144A | 697435AA3 | CONVERT | 9,000,000 | $10,127,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290AV5 | NOTE | 8,250,000 | $10,093,000 | thousands by filing date | principal |
| KB HOME 1.375 | 48666KAS8 | NOTE 1.375% 2/0 | 10,005,000 | $10,036,000 | thousands by filing date | principal |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 10,200,000 | $10,019,000 | thousands by filing date | principal |
| SYNCHRONOSS TECHNOLOGIES INC | 87157BAA1 | NOTE 0.750 8/1 | 9,156,000 | $9,987,000 | thousands by filing date | principal |
| Citigroup Inc. | 172967424 | COM | 186,200 | $9,958,000 | thousands by filing date | |
| CEPHEID INC | 15670RAB3 | CONV BND | 10,000,000 | $9,917,000 | thousands by filing date | principal |
| BOTTOMLINE TECH DEL INC | 101388AA4 | NOTE 1.500%12/0 | 9,000,000 | $9,868,000 | thousands by filing date | principal |
| INTEGRA LIFESCIENCES HLD | 457985AK5 | NOTE | 9,175,000 | $9,845,000 | thousands by filing date | principal |
| Celanese Us Holdings Llc | 15089QAC8 | CORP | 9,000,000 | $9,709,000 | thousands by filing date | principal |
| MDCO 1.375 6/17 | 584688AC9 | Bond 30/360P2 U | 8,714,000 | $9,703,000 | thousands by filing date | principal |
| ACCURAY INC | 004397AB1 | CNV | 8,779,000 | $9,563,000 | thousands by filing date | principal |
| ENDOLOGIX INC | 29266SAA4 | NOTE 2.250%12/1 | 9,917,000 | $9,526,000 | thousands by filing date | principal |
| SUNEDISON INC(SUNE) CVT 2.0 14 | 86732YAA7 | CONVERT | 6,137,000 | $9,472,000 | thousands by filing date | principal |
| INSULET CORP | 45784PAD3 | NOTE 2.000% 6/1 | 8,545,000 | $9,167,000 | thousands by filing date | principal |
| ELY 3.75 08/19 | 131193AC8 | Bond 30/360P2 U | 7,920,000 | $9,109,000 | thousands by filing date | principal |
| EMERGENT BIO INC(EBS)CVT 144A | 29089QAA3 | CONVERT | 8,898,000 | $9,090,000 | thousands by filing date | principal |
| EXELON CORP | 30161N127 | UNIT 99/99/9999 | 172,850 | $8,968,000 | thousands by filing date | |
| AOL INC 0.75 09-01-19 | 00184XAA3 | cv | 8,750,000 | $8,876,000 | thousands by filing date | principal |
| VERTELLUS SPECIALTIES | 92532JAA0 | CORP | 8,821,000 | $8,810,000 | thousands by filing date | principal |
| SPRINT CORP | 85207UAB1 | CORP | 8,000,000 | $8,650,000 | thousands by filing date | principal |
| APOLLO COML REAL EST FIN INC | 03762UAA3 | NOTE 5.500% 3/1 | 8,510,000 | $8,581,000 | thousands by filing date | principal |
| CIE 3.125 05/24 | 19075FAB2 | Bond 30/360P2 U | 8,989,000 | $8,490,000 | thousands by filing date | principal |
| SUNPOWER CORP(SPWR) 144A 0.875 | 867652AH2 | CONVERT | 7,500,000 | $8,484,000 | thousands by filing date | principal |
| WYNN RESORTS LTD | 983134107 | COM | 45,550 | $8,440,000 | thousands by filing date | |
| ENERGY XXI BERMUDA LTD CONV PFD $14.0625 | 29274U309 | PREFERRED | 37,931 | $8,428,000 | thousands by filing date | |
| Prospect Medical Holding | 743494AC0 | CORP | 7,500,000 | $8,081,000 | thousands by filing date | principal |
| LIGHTSTREAM RESOURCES | 71645AAA7 | CORP | 7,750,000 | $7,924,000 | thousands by filing date | principal |
| SPECTRANETICS CORP | 84760CAA5 | MTNF 2.625% 6/0 | 6,549,000 | $7,618,000 | thousands by filing date | principal |
| ICONIX BRAND GROUP INC | 451055AE7 | NOTE | 5,735,000 | $7,537,000 | thousands by filing date | principal |
| AMERICAN RLTY CAP PPTYS INC | 02917TAA2 | NOTE 3.000% 8/0 | 7,493,000 | $7,525,000 | thousands by filing date | principal |
| HEALTH CARE REIT INC CONV 6.50 | 42217K601 | PFD | 125,810 | $7,400,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION | 74348TAM4 | NOTE 5.875% 1/1 | 7,063,000 | $7,279,000 | thousands by filing date | principal |
| Spire Inc | 505597500 | CONVERTIBLE PREFERRED STOCK | 131,650 | $7,175,000 | thousands by filing date | |
| WINDSTREAM HOLDIN 7.5XXX | 97381WAX2 | CORPORATE BONDS | 6,570,000 | $6,981,000 | thousands by filing date | principal |
| YANDEX NV | 98474TAA5 | CONV | 7,587,000 | $6,908,000 | thousands by filing date | principal |
| STILLWATER MINING COMPAN | 86074QAL6 | NOTE | 5,000,000 | $6,868,000 | thousands by filing date | principal |
| MCDERMOTT INTERNATIONAL | 580037AB5 | CORP | 6,742,000 | $6,851,000 | thousands by filing date | principal |
| LIGAND PHARMACEUTICALS I | 53220KAC2 | CONV | 7,000,000 | $6,724,000 | thousands by filing date | principal |
| ENERGY XXI GULF COAST IN | 29276KAT8 | CORP | 6,843,000 | $6,689,000 | thousands by filing date | principal |
| Ciena Corp | 171779AF8 | CONV | 6,185,000 | $6,636,000 | thousands by filing date | principal |
| SIMMONS FOODS INC | 828732AA5 | CORP | 6,035,000 | $6,397,000 | thousands by filing date | principal |
| VODAFONE GROUP PLC SPONSORED ADR | 92857W308 | ADR | 192,575 | $6,380,000 | thousands by filing date | |
| RPM INTL INC | 749685AT0 | NOTE 2.250%12/1 | 5,538,000 | $6,362,000 | thousands by filing date | principal |
| EMERALD OIL INC | 29101UAA8 | CONV | 6,248,000 | $6,203,000 | thousands by filing date | principal |
| GAIN CAP HLDGS INC | 36268WAA8 | NOTE 4.125%12/0 | 6,300,000 | $5,945,000 | thousands by filing date | principal |
| HEARTWARE INTERNATIONAL | 422368AA8 | NOTE | 5,236,000 | $5,810,000 | thousands by filing date | principal |
| Amc Networks Inc | 00164VAC7 | CORP | 5,698,000 | $5,698,000 | thousands by filing date | principal |
| SYNOVUS FINL CORP SR NT | 87161CAJ4 | Fixed Income | 4,936,000 | $5,584,000 | thousands by filing date | principal |
| Verizon Communications Inc | 92343V104 | COM | 107,900 | $5,433,000 | thousands by filing date | |
| GENTIVA HEALTH SERVICES | 37247AAB8 | CORP | 5,000,000 | $5,331,000 | thousands by filing date | principal |
| TITAN MACHINERY INC | 88830RAB7 | NOTE | 6,891,000 | $5,300,000 | thousands by filing date | principal |
| CREDIT AGRICOLE SA | 225313AD7 | CORP | 5,000,000 | $5,288,000 | thousands by filing date | principal |
| DISCOVER FINL SVCS | 254709108 | COM | 80,000 | $5,224,000 | thousands by filing date | |
| BLACKROCK CAPITAL INVESTMENT | 092533AB4 | NOTE 5.500prct 2/1 | 5,066,000 | $5,217,000 | thousands by filing date | principal |
| Boeing Company | 097023105 | COM | 40,000 | $5,174,000 | thousands by filing date | |
| POST 5 1/4 06/01/17 | 737446609 | CONV PRF | 65,000 | $5,151,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855RAD2 | DBCV 1.625% 8/1 | 4,986,000 | $5,131,000 | thousands by filing date | principal |
| DANAHER CORP DEL | 235851AF9 | NOTE 1/2 | 2,209,000 | $5,100,000 | thousands by filing date | principal |
| Appvion Inc | 03834LAA7 | CORP | 5,700,000 | $5,073,000 | thousands by filing date | principal |
| HURN CONSLTING GRP(HURN)CVT144 | 447462AA0 | CONVERT | 5,000,000 | $4,909,000 | thousands by filing date | principal |
| Sandridge | 80007p604 | CONV PREF | 50,008 | $4,871,000 | thousands by filing date | |
| FCA US LLC/CG CO-ISSUER | 17121EAB3 | CORP | 4,500,000 | $4,823,000 | thousands by filing date | principal |
| CASELLA WASTE SYSTEMS IN | 147448AG9 | CORP | 4,723,000 | $4,812,000 | thousands by filing date | principal |
| ALTA MESA HLDGS/FINANC S | 021332AC5 | CORP | 4,561,000 | $4,789,000 | thousands by filing date | principal |
| HEWLETT PACKARD CO | 428236103 | COM | 130,000 | $4,783,000 | thousands by filing date | |
| ELECTRONIC ARTS INC | 285512AA7 | NOTE 0.750% 7/1 | 3,765,000 | $4,747,000 | thousands by filing date | principal |
| UPCB FINANCE V LTD | 90320TAA8 | CORP | 4,340,000 | $4,731,000 | thousands by filing date | principal |
| Pfizer Inc. | 717081103 | COM | 150,000 | $4,560,000 | thousands by filing date | |
| T-Mobile US,Inc. | 872590104 | COM | 150,643 | $4,530,000 | thousands by filing date | |
| BRISTOL-MYERS SQUIBB CO | 110122AN8 | DBCV | 3,407,000 | $4,415,000 | thousands by filing date | principal |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 3,500,000 | $4,407,000 | thousands by filing date | principal |
| CLEAN HARBORS INCCLEAN HBRS INC GTDFXD | 184496AL1 | FIXED INCOME | 4,385,000 | $4,407,000 | thousands by filing date | principal |
| EXELIXIS INC | 30161QAC8 | NOTE 4.250% 8/1 | 7,654,000 | $4,403,000 | thousands by filing date | principal |
| LSB Industries Inc | 502160AL8 | Exch Traded Option | 4,000,000 | $4,345,000 | thousands by filing date | principal |
| FORD MTR CO COM | 345370860 | Stock | 260,925 | $4,344,000 | thousands by filing date | |
| HCA HOLDINGS INC | 40412CAB7 | CORP | 4,000,000 | $4,330,000 | thousands by filing date | principal |
| NEXTERA ENERGY INC | 65339F861 | UNIT 09/01/2016 | 79,565 | $4,299,000 | thousands by filing date | |
| Pbf Holding Co Llc | 69318FAB4 | CORP | 4,000,000 | $4,290,000 | thousands by filing date | principal |
| REGENCY ENERGY PARTNERS | 75886AAK4 | CORP | 4,000,000 | $4,280,000 | thousands by filing date | principal |
| Incyte Corporation | 45337CAK8 | NOTE 0.375% 11/15/2018 | 3,560,000 | $4,262,000 | thousands by filing date | principal |
| NAVISTAR INTL CORP(NAV)CVT 144 | 63934EAP3 | CONVERT | 4,000,000 | $4,093,000 | thousands by filing date | principal |
| KRATOS DEFENSE & SEC | 50077BAK4 | CORP | 4,000,000 | $4,070,000 | thousands by filing date | principal |
| RESOURCE CAP CORP | 76120WAA2 | NOTE 6.000prct12/0 | 4,023,000 | $4,010,000 | thousands by filing date | principal |
| SIMMONS FOODS INC | 828732AB3 | CORP | 4,000,000 | $4,000,000 | thousands by filing date | principal |
| RAYONIER TRS HLDGS INC | 75508AAC0 | NOTE 4.500% 8/1 | 2,864,000 | $3,953,000 | thousands by filing date | principal |
| Chevron Corporation | 166764100 | COM | 30,000 | $3,744,000 | thousands by filing date | |
| DOMINION RES INC VA NEW | 25746U885 | UNIT 07/01/2016 | 65,500 | $3,716,000 | thousands by filing date | |
| CUBIST PHARMACEUTICALS INC | 229678107 | COM | 53,601 | $3,567,000 | thousands by filing date | |
| ARIAD PHARMACEUTICALS INC | 04033AAA8 | CONV BND | 3,750,000 | $3,560,000 | thousands by filing date | principal |
| Sprint Communications | 852061AK6 | CORP | 3,000,000 | $3,544,000 | thousands by filing date | principal |
| CSG Systems International, In | 126349AC3 | CONV | 2,771,000 | $3,525,000 | thousands by filing date | principal |
| CENVEO CORP | 15671BAK7 | CORP | 3,646,000 | $3,518,000 | thousands by filing date | principal |
| CATALYST PAPER CORP | 14889BAB8 | CORP | 3,944,590 | $3,392,000 | thousands by filing date | principal |
| HEALTH NET INC | 422248AA2 | CORP | 3,000,000 | $3,289,000 | thousands by filing date | principal |
| OASIS PETROLEUM | 674215ag3 | FIXED | 3,000,000 | $3,255,000 | thousands by filing date | principal |
| BIOMET INC | 090613AJ9 | CORP | 3,000,000 | $3,199,000 | thousands by filing date | principal |
| Iasis Healthcare/Cap Crp | 45072PAD4 | CORP | 3,000,000 | $3,191,000 | thousands by filing date | principal |
| VALEANT PHARMACEUTICALS | 91911XAQ7 | CORP | 3,000,000 | $3,165,000 | thousands by filing date | principal |
| SAMSON INVESTMENT CO | 796038AC1 | CORP | 3,150,000 | $3,048,000 | thousands by filing date | principal |
| HEALTH CARE REIT INC | 42217KAR7 | NOTE | 2,387,000 | $2,929,000 | thousands by filing date | principal |
| Eletson Holdings | 28620QAA1 | CORP | 2,790,000 | $2,888,000 | thousands by filing date | principal |
| TOYS R US DELAWARE INC | 89236NAA6 | CORP | 3,000,000 | $2,820,000 | thousands by filing date | principal |
| Earthlink Holdings Corp | 270321AE2 | CORP | 2,675,000 | $2,795,000 | thousands by filing date | principal |
| Advanced Micro Devices | 007903BC0 | CORP | 2,810,000 | $2,789,000 | thousands by filing date | principal |
| LAM RESEARCH CORP | 512807AL2 | NOTE | 2,000,000 | $2,730,000 | thousands by filing date | principal |
| TD AMERITRADE HLDG CORP | 87236Y108 | COM | 80,000 | $2,722,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807108 | COM | 35,820 | $2,721,000 | thousands by filing date | |
| SPRINT CORP | 85207UAA3 | CORP | 2,500,000 | $2,650,000 | thousands by filing date | principal |
| FMG RESOURCES AUG 2006 | 30251GAN7 | CORP | 2,500,000 | $2,644,000 | thousands by filing date | principal |
| CIT GROUP INC | 125581GN2 | CORP | 2,500,000 | $2,639,000 | thousands by filing date | principal |
| ALLY FINANCIAL INC | 02005NAJ9 | CORP | 2,250,000 | $2,637,000 | thousands by filing date | principal |
| Land O Lakes Cap Trst I | 514665AA6 | CORP | 2,500,000 | $2,625,000 | thousands by filing date | principal |
| Intel Corp | 458140100 | COM | 75,200 | $2,618,000 | thousands by filing date | |
| LABORATORY CRP OF AMER HLDGS | 50540RAG7 | CNV | 1,795,000 | $2,553,000 | thousands by filing date | principal |
| Clayton Williams Energy | 969490AE1 | CORP | 2,400,000 | $2,508,000 | thousands by filing date | principal |
| GENESIS ENERGY LP/GENESI | 37185LAE2 | CORP | 2,500,000 | $2,506,000 | thousands by filing date | principal |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 23,810 | $2,503,000 | thousands by filing date | |
| NORTHSTAR REIT | 66704R704 | Common Stock | 142,025 | $2,497,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 34,600 | $2,479,000 | thousands by filing date | |
| Janus Capital | 47102XAH8 | CONV | 2,000,000 | $2,460,000 | thousands by filing date | principal |
| XILINX INC | 983919101 | COM | 55,000 | $2,425,000 | thousands by filing date | |
| RANGE RES CORP GTD | 75281AAN9 | Fixed Income | 2,320,000 | $2,401,000 | thousands by filing date | principal |
| ALZA CORP 7/2 | 02261WAB5 | SDCV | 1,568,000 | $2,348,000 | thousands by filing date | principal |
| TOLL BROTHERS INC COM | 889478103 | Stock | 68,200 | $2,282,000 | thousands by filing date | |
| CBIZ INC | 124805AC6 | CONV | 1,795,000 | $2,257,000 | thousands by filing date | principal |
| STATE STR CORP COM | 857477103 | Stock | 30,000 | $2,245,000 | thousands by filing date | |
| CALPINE CORP | 131347BY1 | CORP | 2,000,000 | $2,215,000 | thousands by filing date | principal |
| QEP Resources Inc | 74733VAA8 | Corporate Bond | 2,000,000 | $2,210,000 | thousands by filing date | principal |
| NATIONSTAR MTG LLC / | 63860UAL4 | Fixed Income | 2,300,000 | $2,202,000 | thousands by filing date | principal |
| ConocoPhillips | 20825C104 | COM | 26,840 | $2,162,000 | thousands by filing date | |
| FIRST DATA CORPORATION | 319963BG8 | CORP | 1,862,000 | $2,155,000 | thousands by filing date | principal |
| AMERICAN ENERGY/AEPB | 02563LAC2 | CORP | 2,250,000 | $2,154,000 | thousands by filing date | principal |
| FRESENIUS MED CARE US | 35803QAA5 | CORP | 2,000,000 | $2,145,000 | thousands by filing date | principal |
| W & T OFFSHORE INC | 92922PAC0 | 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 |
| CARLSON WAGONLIT BV | 142812AB2 | CORP | 2,000,000 | $2,110,000 | thousands by filing date | principal |
| HALCON RESOURCES CORP | 40537QAB6 | CORP | 2,000,000 | $2,110,000 | thousands by filing date | principal |
| ALLIED SPECIALTY VEHICLE | 019517AA9 | CORP | 2,000,000 | $2,105,000 | thousands by filing date | principal |
| Shape Technologies Group | 94155UAA7 | CORP | 2,000,000 | $2,095,000 | thousands by filing date | principal |
| SAPPI PAPIER HOLDNG GMBH | 803071AA7 | CORP | 2,000,000 | $2,095,000 | thousands by filing date | principal |
| ANDEAVOR NOTE M/W CLBL | 881609AZ4 | NOTE M/W CLBL | 2,000,000 | $2,050,000 | thousands by filing date | principal |
| Navios Maritime Hlds/Fin | 639365AG0 | CORP | 2,000,000 | $2,050,000 | thousands by filing date | principal |
| CHURCHILL DOWNS INC | 171484AA6 | CORP | 2,000,000 | $2,035,000 | thousands by filing date | principal |
| Sprint Industrial Llc | 85208BAE6 | TERM | 2,000,000 | $2,020,000 | thousands by filing date | principal |
| EQUINIX INC | 29444UAM8 | CORP | 2,000,000 | $2,013,000 | thousands by filing date | principal |
| EAGLE ROCK ENER PART/FIN | 26985UAB3 | CORP | 1,925,000 | $2,012,000 | thousands by filing date | principal |
| CELANESE US HOLDINGS LLC | 15089QAD6 | COM | 2,000,000 | $2,005,000 | thousands by filing date | principal |
| COVENANT SURGICAL PARTNE | 22284YAA4 | CORP | 2,000,000 | $2,000,000 | thousands by filing date | principal |
| NORSKE SKOGINDUSTRIER | 656533AB2 | CORP | 2,134,000 | $1,985,000 | thousands by filing date | principal |
| ENERGY & EXPLORATION PARTNE | 29268HAB4 | TERM | 2,000,000 | $1,975,000 | thousands by filing date | principal |
| TPG SPECIALTY LENDING IN | 87265KAA0 | CONV | 2,000,000 | $1,971,000 | thousands by filing date | principal |
| Weyerhaeuser Co. | 962166872 | CONVERTIBLE PREFERRED STOCK | 34,518 | $1,891,000 | thousands by filing date | |
| DANA HOLDING CO | 235825AB2 | Convertible | 1,750,000 | $1,870,000 | thousands by filing date | principal |
| Boise Cascade Company | 09739DAA8 | CORP | 1,700,000 | $1,802,000 | thousands by filing date | principal |
| SANDRIDGE ENERGY INC | 80007PAQ2 | CORP | 1,745,000 | $1,791,000 | thousands by filing date | principal |
| LAMAR ADVERTISING | 512815101 | COMMON STOCK | 35,000 | $1,760,000 | thousands by filing date | |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 26,628 | $1,730,000 | thousands by filing date | |
| Chesapeake Energy Corp Senior Note M/W | 165167CF2 | SENIOR NOTE M/W | 1,500,000 | $1,697,000 | thousands by filing date | principal |
| GOODYEAR TIRE & RUBBER | 382550BB6 | CORP | 1,570,000 | $1,692,000 | thousands by filing date | principal |
| St Barbara Ltd | 852278AA8 | CORP | 2,000,000 | $1,660,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 23,701 | $1,656,000 | thousands by filing date | |
| Mastec Inc Senior Note Callable M/W | 576323AN9 | SENIOR NOTE CALLABLE M/W | 1,725,000 | $1,652,000 | thousands by filing date | principal |
| DISPENSING DYNAMICS INTL | 25471QAA7 | CORP | 1,500,000 | $1,620,000 | thousands by filing date | principal |
| Sesi Llc | 78412FAL8 | CORP | 1,500,000 | $1,571,000 | thousands by filing date | principal |
| TIME WARNER INC | 887317303 | COM NEW | 19,760 | $1,537,000 | thousands by filing date | |
| Caraustar Industries Inc | 14076CAB9 | TERM | 1,444,750 | $1,456,000 | thousands by filing date | principal |
| NextEra Energy,Inc. | 65339F101 | COM | 15,271 | $1,453,000 | thousands by filing date | |
| STEEL DYNAMICS INC | 858119AV2 | CORP | 1,335,000 | $1,438,000 | thousands by filing date | principal |
| NOKIA OYJ SENIOR NOTE M/W | 654902AB1 | SENIOR NOTE M/W | 1,330,000 | $1,424,000 | thousands by filing date | principal |
| NVIDIA Corp | 67066G104 | COM | 73,500 | $1,402,000 | thousands by filing date | |
| Chesapeake Energy Corp. | 165167768 | PFD CV | 1,200 | $1,385,000 | thousands by filing date | |
| BREITBURN ENER/BREIT FIN | 106777AD7 | CORP | 1,300,000 | $1,372,000 | thousands by filing date | principal |
| KENNEDY-WILSON INC | 489399AC9 | CORP | 1,250,000 | $1,338,000 | thousands by filing date | principal |
| PERMIAN HOLDINGS INC | 714239AA8 | CORP | 1,250,000 | $1,288,000 | thousands by filing date | principal |
| OCCIDENTAL PETE CORP | 674599105 | COM | 13,000 | $1,270,000 | thousands by filing date | |
| Navios Maritime Acq Corp | 63938MAD8 | CORP | 1,150,000 | $1,179,000 | thousands by filing date | principal |
| Forbes Energy Svcs Ltd | 345143AC5 | High Yield | 1,150,000 | $1,179,000 | thousands by filing date | principal |
| NRG YIELD INC | 62942XAA6 | NOTE 3.500% 2/0 | 1,000,000 | $1,177,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167BU0 | CORP | 1,000,000 | $1,148,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MBB3 | CORP | 1,000,000 | $1,073,000 | thousands by filing date | principal |
| DAUCH CORP | 024061103 | COM | 60,100 | $1,068,000 | thousands by filing date | |
| PHOTRONICS INC | 719405AH5 | NOTE 3.250% 4/0 | 1,000,000 | $1,065,000 | thousands by filing date | principal |
| HEALTHSOUTH CORP | 421924BG5 | CORP | 1,000,000 | $1,058,000 | thousands by filing date | principal |
| Firstcash Inc | 31942DAB3 | CORP | 1,000,000 | $1,053,000 | thousands by filing date | principal |
| First Quantum Minerals L | 335934AD7 | CORP | 1,005,000 | $1,040,000 | thousands by filing date | principal |
| First Quantum Minerals L | 335934AF2 | CORP | 1,005,000 | $1,040,000 | thousands by filing date | principal |
| HIG BBC INTERMED/HOLDING | 40421XAA2 | CORP | 1,000,000 | $1,038,000 | thousands by filing date | principal |
| KISSNER MILLING CO LTD | 49835DAA7 | CORP | 1,000,000 | $1,034,000 | thousands by filing date | principal |
| Telesat Canada/Telesat L | 87952VAJ5 | CORP | 1,000,000 | $1,032,000 | thousands by filing date | principal |
| Dpx Holdings Bv | 46590GAA1 | CORP | 1,000,000 | $1,030,000 | thousands by filing date | principal |
| NAVIOS MARITIME HLDS/FIN | 639365AF2 | CORP | 1,000,000 | $1,025,000 | thousands by filing date | principal |
| WHITEWAVE FOODS CO | 966244AA3 | CORP | 1,000,000 | $1,020,000 | thousands by filing date | principal |
| DISH DBS CORP | 25470XAQ8 | CORP | 1,000,000 | $1,018,000 | thousands by filing date | principal |
| AVINTIV SPECIALTY MATERI | 731745AM7 | CORP | 1,000,000 | $1,008,000 | thousands by filing date | principal |
| ENERGY FUTURE INTERMEDIAT | 29271NAB6 | Term | 1,000,000 | $1,006,000 | thousands by filing date | principal |
| Jefferies Fin Llc / Jfin | 47232MAB8 | CORP | 1,000,000 | $995,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112BB8 | CORP | 1,000,000 | $993,000 | thousands by filing date | principal |
| COMPASS MINERALS INTL INC | 20451NAE1 | Corporate Bond - Domestic | 1,000,000 | $988,000 | thousands by filing date | principal |
| SIX FLAGS ENTERTAINMENT | 83001AAA0 | CORP | 1,000,000 | $985,000 | thousands by filing date | principal |
| TRIBUNE COMPANY | 896047503 | COMMON | 13,032 | $979,000 | thousands by filing date | |
| OMEGA HLTHCARE INVESTORS | 681936AZ3 | CORP | 930,000 | $977,000 | thousands by filing date | principal |
| TEXAS COMP ELEC HOLD LLC | 90210EAM8 | TERM | 1,260,000 | $958,000 | thousands by filing date | principal |
| BARMINCO FINANCE PTY LTD | 067687AA1 | CORP | 1,000,000 | $898,000 | thousands by filing date | principal |
| HOSPITALITY PROPERTIES TRUST | 44106M102 | COM SH BEN INT | 30,300 | $858,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 25,000 | $852,000 | thousands by filing date | |
| DUPONT FABROS TECH LP | 26613TAE0 | CORP | 750,000 | $784,000 | thousands by filing date | principal |
| NAVIOS SA LOGIST/FIN US | 63938NAE4 | CORP | 750,000 | $767,000 | thousands by filing date | principal |
| CONSOL ENERGY INC | 20854PAJ8 | CORP | 750,000 | $756,000 | thousands by filing date | principal |
| PUMA BIOTECHNOLOGY INC | 74587V107 | COMMON STOCK | 2,500 | $676,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 25,000 | $630,000 | thousands by filing date | |
| IHEARTCOMMUNICATIONS INC | 184502BN1 | CORP | 500,000 | $545,000 | thousands by filing date | principal |
| Windstream Corp | 97381WAT1 | bond | 500,000 | $540,000 | thousands by filing date | principal |
| TEMBEC INDUSTRIES INC | 87971KAG2 | CORP | 500,000 | $538,000 | thousands by filing date | principal |
| TESORO LOGISTICS LP/CORP | 88160QAA1 | CORP | 506,000 | $531,000 | thousands by filing date | principal |
| HOWMET AEROSPACE INC | 013817AW1 | Corporate Bond - Domestic | 500,000 | $508,000 | thousands by filing date | principal |
| LIVE NATION ENTERTAINMEN | 538034AG4 | CORP | 500,000 | $506,000 | thousands by filing date | principal |
| GLOBAL PART/GLP FINANCE | 37954FAA2 | CORP | 500,000 | $504,000 | thousands by filing date | principal |
| AMERICAN AIRLINES GROUP | 02376RAA0 | CORP | 500,000 | $500,000 | thousands by filing date | principal |
| VISHAY INTERTECHN INC CVT 144A | 928298AJ7 | CONVERT | 511,000 | $491,000 | thousands by filing date | principal |
| Commercial Metals Co | 201723AK9 | CORP | 500,000 | $489,000 | thousands by filing date | principal |
| SUNCOKE ENERGY INC | 86722AAC7 | CORP | 454,000 | $482,000 | thousands by filing date | principal |
| AMERICAN ENERGY/AEPB | 02563LAB4 | CORP | 500,000 | $479,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MBC1 | FRNT 4/1 | 424,000 | $476,000 | thousands by filing date | principal |
| McDonalds Corporation | 580135101 | COM | 5,000 | $472,000 | thousands by filing date | |
| SWIFT SERVICES HLDGS INC | 870755AB1 | CORP | 400,000 | $424,000 | thousands by filing date | principal |
| CALIFORNIA RESOURCES CRP | 13057QAC1 | CORP | 400,000 | $415,000 | thousands by filing date | principal |
| Fannie Mae | 313586752 | PREF STK | 39,302 | $407,000 | thousands by filing date | |
| Nextera Energy Inc | 65339F705 | CONVERTIBLE PREFERRED STOCK | 6,387 | $396,000 | thousands by filing date | |
| MGM HOLDINGS INC-VTG A | 55303C101 | COMMON STOCK | 5,000 | $386,000 | thousands by filing date | |
| ISTAR FINL INC | 45031UBR1 | NOTE 3.000%11/1 | 283,000 | $367,000 | thousands by filing date | principal |
| Hughes Satelite Systems | 444454AB8 | CORP | 300,000 | $327,000 | thousands by filing date | principal |
| M/I HOMES INC | 55292PAB1 | NOTE 3.000% 3/0 | 314,000 | $318,000 | thousands by filing date | principal |
| GULFMARK OFFSHORE INC | 402629AG4 | CORP | 310,000 | $308,000 | thousands by filing date | principal |
| GENERAL MTRS CO | 37045V134 | WAR | 250,000 | $307,000 | thousands by filing date | |
| CROWN CASTLE CNV PFD | 228227500 | PFDs, REITs, | 2,860 | $298,000 | thousands by filing date | |
| FLAGSTAR BANK NATIONAL ASSOC | 64944P307 | UNIT 05/07/2051 | 5,946 | $296,000 | thousands by filing date | |
| ARES CAP CORP | 04010LAG8 | NOTE 4.875% 3/1 | 280,000 | $294,000 | thousands by filing date | principal |
| NORTHERN BLIZZARD RESOUR | 664784AA3 | CORP | 261,000 | $271,000 | thousands by filing date | principal |
| L-3 COMMUNICATIONS HLDGS INC | 502424104 | COM | 2,310 | $264,000 | thousands by filing date | |
| STANDARD BIOTOOLS INC | 34385P108 | COM | 9,900 | $261,000 | thousands by filing date | |
| UNIT CORP NOTE M/W CLBL | 909218AB5 | NOTE M/W CLBL | 250,000 | $259,000 | thousands by filing date | principal |
| MERITAGE HOMES CORP | 59001AAR3 | NOTE | 252,000 | $257,000 | thousands by filing date | principal |
| PRECISION DRILLING CORP | 74022DAH3 | CORP | 250,000 | $246,000 | thousands by filing date | principal |
| iShares Russell 2000 ETF | 464287655 | SHS | 1,500 | $217,000 | thousands by filing date | put |
| CORONADO BIOSCIENCES INC | 21976U109 | COM | 96,000 | $187,000 | thousands by filing date | |
| THERAVANCE INC | 88338T104 | COMMON STOCK | 900 | $162,000 | thousands by filing date | put |
| SYNOVUS FINL CORP | 87161C501 | COM NEW | 6,000 | $149,000 | thousands by filing date | |
| TRIBUNE CO/NEW-CW13 | 896047115 | TRBNW | 2,000 | $148,000 | thousands by filing date | |
| LEAR CORP WARRANTS | 521865113 | COMMON | 742 | $142,000 | thousands by filing date | |
| PEABODY ENERGY CORP | 704549104 | COM | 4,400 | $110,000 | thousands by filing date | put |
| UNITED STATES NATL GAS FUND | 912318201 | UNIT PAR $0.001 | 615 | $105,000 | thousands by filing date | put |
| TRONC INC | 896082104 | Common equity shares | 5,006 | $104,000 | thousands by filing date | |
| CALIFORNIA RESOURCES CRP | 13057QAA5 | CORP | 100,000 | $103,000 | thousands by filing date | principal |
| SEVENTY SEVEN ENERGY INC | 818097AA5 | CORP | 100,000 | $101,000 | thousands by filing date | principal |
| GAMESTOP CORP | 36467WAA7 | CORP | 1,000,000 | $100,000 | thousands by filing date | principal |
| CIENA CORP COM NEW | 171779309 | Stock | 5,000 | $94,000 | thousands by filing date | |
| CLIFFS NATURAL RESOURCES | 18683K101 | COMMON STOCK | 1,200 | $88,000 | thousands by filing date | put |
| SYMANTEC CORP | 871503108 | COM | 2,400 | $62,000 | thousands by filing date | call |
| Citigroup Inc. | 172967424 | COM | 1,000 | $53,000 | thousands by filing date | call |
| ENERGY FUTURE/EFIH FINAN | 29ESCQ8K1 | CORP | 500,000 | $45,000 | thousands by filing date | principal |
| SHENGDATECH INC | 823213AD5 | CONV BND | 2,975,000 | $43,000 | thousands by filing date | principal |
| Walter Energy Inc | 93317Q105 | COM | 3,187 | $37,000 | thousands by filing date | put |
| CUMULUS MEDIA INC-CL A | 231082116 | COM | 8,144 | $36,000 | thousands by filing date | |
| TOLL BROTHERS INC | 088947810 | Common Stock | 600 | $29,000 | thousands by filing date | put |
| Bank of America Corp | 060505104 | COM | 700 | $26,000 | thousands by filing date | call |
| MIDAS INT HOLDCO II/FIN | 59563KAA8 | CORP | 250,000 | $25,000 | thousands by filing date | principal |
| COBALT INTL ENERGY INC | 19075F106 | COM | 500 | $19,000 | thousands by filing date | call |
| LAM RESEARCH CORP | 512807108 | COM | 300 | $17,000 | thousands by filing date | put |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 200 | $11,000 | thousands by filing date | put |
| EQUINIX INC | 29444UAG1 | CNV | 4,000 | $8,000 | thousands by filing date | principal |
| TAL ED GROUP SPONSORED ADS | 874080104 | ADR | 250 | $3,000 | thousands by filing date | put |
| MTR GAMING GROUP INC | 553769AL4 | CORP | 30 | $0 | thousands by filing date | principalValue filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-14-032806 | superseded | 2014-08-14 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001140361-14-036454 | this filing | 2014-09-25 | acceptance time not in the bulk data set |