| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 |
| | | VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| Accuray Inc | CONV | 004397AB1 | 9,165 | 8,779,000 | PRN | | SOLE | | 0 | 0 | 8,779,000 |
| Air Lease Corp | CONV | 00912XAK0 | 39,504 | 29,070,000 | PRN | | SOLE | | 0 | 0 | 29,070,000 |
| Akamai Technologies Inc | CONV | 00971TAF8 | 55,724 | 53,969,000 | PRN | | SOLE | | 0 | 0 | 53,969,000 |
| Alere Inc | CONV | 01449JAA3 | 3,609 | 3,453,000 | PRN | | SOLE | | 0 | 0 | 3,453,000 |
| Allscripts Healthcare Solution | CONV | 01988PAD0 | 33,651 | 34,090,000 | PRN | | SOLE | | 0 | 0 | 34,090,000 |
| American Realty Capital Proper | CONV | 02917TAA2 | 22,706 | 24,523,000 | PRN | | SOLE | | 0 | 0 | 24,523,000 |
| American Realty Capital Proper | CONV | 02917TAB0 | 9,706 | 10,506,000 | PRN | | SOLE | | 0 | 0 | 10,506,000 |
| ANI Pharmaceuticals Inc | CONV | 00182CAA1 | 6,848 | 6,500,000 | PRN | | SOLE | | 0 | 0 | 6,500,000 |
| Annaly Capital Management Inc | CONV | 035710AB8 | 35,077 | 34,885,000 | PRN | | SOLE | | 0 | 0 | 34,885,000 |
| Anthem Inc | CONV | 94973VBG1 | 60,535 | 35,166,000 | PRN | | SOLE | | 0 | 0 | 35,166,000 |
| AOL Inc | CONV | 00184XAA3 | 10,656 | 10,000,000 | PRN | | SOLE | | 0 | 0 | 10,000,000 |
| Ares Capital Corp | CONV | 04010LAG8 | 384 | 371,000 | PRN | | SOLE | | 0 | 0 | 371,000 |
| Ares Capital Corp | CONV | 04010LAJ2 | 21,174 | 20,501,000 | PRN | | SOLE | | 0 | 0 | 20,501,000 |
| Ares Capital Corp | CONV | 04010LAM5 | 47,565 | 47,148,000 | PRN | | SOLE | | 0 | 0 | 47,148,000 |
| Array BioPharma Inc | CONV | 04269XAA3 | 9,964 | 10,646,000 | PRN | | SOLE | | 0 | 0 | 10,646,000 |
| B2Gold Corp | CONV | 11777QAB6 | 32,699 | 37,335,000 | PRN | | SOLE | | 0 | 0 | 37,335,000 |
| BioMarin Pharmaceutical Inc | CONV | 09061GAE1 | 70,392 | 59,647,000 | PRN | | SOLE | | 0 | 0 | 59,647,000 |
| BioMarin Pharmaceutical Inc | CONV | 09061GAF8 | 36,807 | 30,259,000 | PRN | | SOLE | | 0 | 0 | 30,259,000 |
| BlackRock Kelso Capital Corp | CONV | 092533AB4 | 3,963 | 3,912,000 | PRN | | SOLE | | 0 | 0 | 3,912,000 |
| Bottomline Technologies de Inc | CONV | 101388AA4 | 14,751 | 13,781,000 | PRN | | SOLE | | 0 | 0 | 13,781,000 |
| Bristol-Myers Squibb Co | CONV | 110122AN8 | 3,516 | 2,356,000 | PRN | | SOLE | | 0 | 0 | 2,356,000 |
| BroadSoft Inc | CONV | 11133BAB8 | 23,477 | 22,511,000 | PRN | | SOLE | | 0 | 0 | 22,511,000 |
| Brookdale Senior Living Inc | CONV | 112463AA2 | 22,084 | 16,208,000 | PRN | | SOLE | | 0 | 0 | 16,208,000 |
| Cemex SAB de CV | CONV | 151290AV5 | 20,904 | 20,250,000 | PRN | | SOLE | | 0 | 0 | 20,250,000 |
| CENTERPOINT ENERGY INC | CONV | 15189T206 | 71,857 | 1,079,040 | SH | | SOLE | | 0 | 0 | 1,079,040 |
| Cepheid | CONV | 15670RAC1 | 11,044 | 10,027,000 | PRN | | SOLE | | 0 | 0 | 10,027,000 |
| Chart Industries Inc | CONV | 16115QAC4 | 33,498 | 34,851,000 | PRN | | SOLE | | 0 | 0 | 34,851,000 |
| Chesapeake Energy Corp | CONV | 165167CB1 | 20,097 | 21,936,000 | PRN | | SOLE | | 0 | 0 | 21,936,000 |
| CHIQUITA BRANDS INTL | CONV | 170032AT3 | 26 | 26,000 | PRN | | SOLE | | 0 | 0 | 26,000 |
| Ciena Corp | CONV | 171779AE1 | 60,503 | 60,842,000 | PRN | | SOLE | | 0 | 0 | 60,842,000 |
| Ciena Corp | CONV | 171779AF8 | 4,432 | 4,243,000 | PRN | | SOLE | | 0 | 0 | 4,243,000 |
| Ciena Corp | CONV | 171779AK7 | 18,510 | 14,817,000 | PRN | | SOLE | | 0 | 0 | 14,817,000 |
| Citrix Systems Inc | CONV | 177376AC4 | 109,172 | 103,140,000 | PRN | | SOLE | | 0 | 0 | 103,140,000 |
| CLEARWIRE COMM/FINANCE | CONV | 18538TAG4 | 54,582 | 49,771,000 | PRN | | SOLE | | 0 | 0 | 49,771,000 |
| Cobalt International Energy In | CONV | 19075FAA4 | 21 | 36,000 | PRN | | SOLE | | 0 | 0 | 36,000 |
| Colony Financial Inc | CONV | 19624RAA4 | 21,564 | 20,163,000 | PRN | | SOLE | | 0 | 0 | 20,163,000 |
| Colony Financial Inc | CONV | 19624RAB2 | 69,031 | 67,555,000 | PRN | | SOLE | | 0 | 0 | 67,555,000 |
| Cornerstone OnDemand Inc | CONV | 21925YAB9 | 44,352 | 45,311,000 | PRN | | SOLE | | 0 | 0 | 45,311,000 |
| CSG Systems International Inc | CONV | 126349AC3 | 3,292 | 2,771,000 | PRN | | SOLE | | 0 | 0 | 2,771,000 |
| Ctrip.com International Ltd | CONV | 22943FAD2 | 81,759 | 83,879,000 | PRN | | SOLE | | 0 | 0 | 83,879,000 |
| Danaher Corp | CONV | 235851AF9 | 3,864 | 1,551,000 | PRN | | SOLE | | 0 | 0 | 1,551,000 |
| DDR Corp | CONV | 251591AX1 | 30,131 | 24,383,000 | PRN | | SOLE | | 0 | 0 | 24,383,000 |
| Depomed Inc | CONV | 249908AA2 | 18,458 | 16,996,000 | PRN | | SOLE | | 0 | 0 | 16,996,000 |
| Element Financial Corp | CONV | 286181AA0 | 14,493 | 14,751,000 | PRN | | SOLE | | 0 | 0 | 14,751,000 |
| Emergent Biosolutions Inc | CONV | 29089QAB1 | 10,011 | 8,894,000 | PRN | | SOLE | | 0 | 0 | 8,894,000 |
| Emulex Corp | CONV | 292475AF7 | 9,732 | 10,622,000 | PRN | | SOLE | | 0 | 0 | 10,622,000 |
| Encore Capital Group Inc | CONV | 292554AF9 | 299 | 263,000 | PRN | | SOLE | | 0 | 0 | 263,000 |
| Encore Capital Group Inc | CONV | 292554AG7 | 13,855 | 14,294,000 | PRN | | SOLE | | 0 | 0 | 14,294,000 |
| Endologix Inc | CONV | 29266SAA4 | 9,733 | 9,928,000 | PRN | | SOLE | | 0 | 0 | 9,928,000 |
| Energy XXI Ltd | CONV | 29274UAB7 | 1,366 | 4,561,000 | PRN | | SOLE | | 0 | 0 | 4,561,000 |
| Envestnet Inc | CONV | 29404KAA4 | 6,448 | 6,250,000 | PRN | | SOLE | | 0 | 0 | 6,250,000 |
| Euronet Worldwide Inc | CONV | 298736AG4 | 34,880 | 34,002,000 | PRN | | SOLE | | 0 | 0 | 34,002,000 |
| Exelixis Inc | CONV | 30161QAC8 | 4 | 7,000 | PRN | | SOLE | | 0 | 0 | 7,000 |
| Extra Space Storage Inc | CONV | 30225VAC1 | 20,632 | 18,832,000 | PRN | | SOLE | | 0 | 0 | 18,832,000 |
| FIDELITY NATL FINANCIAL | CONV | 31620RAE5 | 47,335 | 25,247,000 | PRN | | SOLE | | 0 | 0 | 25,247,000 |
| Finisar Corp | CONV | 31787AAM3 | 22,621 | 23,688,000 | PRN | | SOLE | | 0 | 0 | 23,688,000 |
| Fluidigm Corp | CONV | 34385PAA6 | 15,870 | 16,805,000 | PRN | | SOLE | | 0 | 0 | 16,805,000 |
| Forest City Enterprises Inc | CONV | 345550AP2 | 60,484 | 52,869,000 | PRN | | SOLE | | 0 | 0 | 52,869,000 |
| Forest City Enterprises Inc | CONV | 345550AR8 | 48,383 | 45,467,000 | PRN | | SOLE | | 0 | 0 | 45,467,000 |
| Gain Capital Holdings Inc | CONV | 36268WAB6 | 6,607 | 6,296,000 | PRN | | SOLE | | 0 | 0 | 6,296,000 |
| General Cable Corp | CONV | 369300AL2 | 9,214 | 13,029,000 | PRN | | SOLE | | 0 | 0 | 13,029,000 |
| Gilead Sciences Inc | CONV | 375558AP8 | 64,205 | 15,506,000 | PRN | | SOLE | | 0 | 0 | 15,506,000 |
| Goodrich Petroleum Corp | CONV | 382410AG3 | 63 | 114,000 | PRN | | SOLE | | 0 | 0 | 114,000 |
| Greenbrier Cos Inc/The | CONV | 393657AH4 | 3,035 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| Griffon Corp | CONV | 398433AD4 | 10,156 | 8,985,000 | PRN | | SOLE | | 0 | 0 | 8,985,000 |
| HealthSouth Corp | CONV | 421924BL4 | 37,346 | 33,728,000 | PRN | | SOLE | | 0 | 0 | 33,728,000 |
| Helix Energy Solutions Group I | CONV | 42330PAG2 | 13,825 | 12,440,000 | PRN | | SOLE | | 0 | 0 | 12,440,000 |
| Herbalife Ltd | CONV | 42703MAB9 | 9,606 | 13,008,000 | PRN | | SOLE | | 0 | 0 | 13,008,000 |
| Hologic Inc | CONV | 436440AB7 | 10,706 | 8,539,000 | PRN | | SOLE | | 0 | 0 | 8,539,000 |
| Hologic Inc | CONV | 436440AC5 | 38,456 | 34,734,000 | PRN | | SOLE | | 0 | 0 | 34,734,000 |
| Hologic Inc | CONV | 436440AG6 | 39,595 | 35,911,000 | PRN | | SOLE | | 0 | 0 | 35,911,000 |
| HomeAway Inc | CONV | 43739QAA8 | 12,741 | 13,508,000 | PRN | | SOLE | | 0 | 0 | 13,508,000 |
| Hornbeck Offshore Services Inc | CONV | 440543AN6 | 28,709 | 34,577,000 | PRN | | SOLE | | 0 | 0 | 34,577,000 |
| Host Hotels & Resorts Inc | CONV | 44107TAG1 | 29,375 | 15,925,000 | PRN | | SOLE | | 0 | 0 | 15,925,000 |
| HSN Inc | CONV | 530610AB0 | 51,909 | 46,610,000 | PRN | | SOLE | | 0 | 0 | 46,610,000 |
| Huron Consulting Group Inc | CONV | 447462AA0 | 10,193 | 9,746,000 | PRN | | SOLE | | 0 | 0 | 9,746,000 |
| Iconix Brand Group Inc | CONV | 451055AE7 | 40,447 | 34,288,000 | PRN | | SOLE | | 0 | 0 | 34,288,000 |
| Iconix Brand Group Inc | CONV | 451055AF4 | 3,166 | 2,668,000 | PRN | | SOLE | | 0 | 0 | 2,668,000 |
| IGI Laboratories Inc | CONV | 449575AA7 | 1,006 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,000,000 |
| Illumina Inc | CONV | 452327AE9 | 48,176 | 43,594,000 | PRN | | SOLE | | 0 | 0 | 43,594,000 |
| Illumina Inc | CONV | 452327AG4 | 33,577 | 29,488,000 | PRN | | SOLE | | 0 | 0 | 29,488,000 |
| Incyte Corp | CONV | 45337CAM4 | 3,627 | 2,410,000 | PRN | | SOLE | | 0 | 0 | 2,410,000 |
| Incyte Corp | CONV | 45337CAN2 | 14,063 | 9,135,000 | PRN | | SOLE | | 0 | 0 | 9,135,000 |
| Insulet Corp | CONV | 45784PAD3 | 6,578 | 5,557,000 | PRN | | SOLE | | 0 | 0 | 5,557,000 |
| Integra LifeSciences Holdings | CONV | 457985AK5 | 9,738 | 9,121,000 | PRN | | SOLE | | 0 | 0 | 9,121,000 |
| Intel Corp | CONV | 458140AD2 | 76,259 | 57,973,000 | PRN | | SOLE | | 0 | 0 | 57,973,000 |
| Intel Corp | CONV | 458140AF7 | 49,385 | 28,289,000 | PRN | | SOLE | | 0 | 0 | 28,289,000 |
| Isis Pharmaceuticals Inc | CONV | 464337AH7 | 45,604 | 40,505,000 | PRN | | SOLE | | 0 | 0 | 40,505,000 |
| iStar Financial Inc | CONV | 45031UBR1 | 17,417 | 13,736,000 | PRN | | SOLE | | 0 | 0 | 13,736,000 |
| iStar Financial Inc | CONV | 45031UBV2 | 1,273 | 1,250,000 | PRN | | SOLE | | 0 | 0 | 1,250,000 |
| j2 Global Inc | CONV | 48123VAC6 | 7,847 | 7,108,000 | PRN | | SOLE | | 0 | 0 | 7,108,000 |
| Janus Capital Group Inc | CONV | 47102XAH8 | 1,469 | 966,000 | PRN | | SOLE | | 0 | 0 | 966,000 |
| Jarden Corp | CONV | 471109AH1 | 7,854 | 5,000,000 | PRN | | SOLE | | 0 | 0 | 5,000,000 |
| Jarden Corp | CONV | 471109AK4 | 67,464 | 59,891,000 | PRN | | SOLE | | 0 | 0 | 59,891,000 |
| Jarden Corp | CONV | 471109AL2 | 25,917 | 19,560,000 | PRN | | SOLE | | 0 | 0 | 19,560,000 |
| Jazz Pharmaceuticals PLC | CONV | 472145AA9 | 37,176 | 32,746,000 | PRN | | SOLE | | 0 | 0 | 32,746,000 |
| JDS Uniphase Corp | CONV | 46612JAF8 | 49,867 | 47,197,000 | PRN | | SOLE | | 0 | 0 | 47,197,000 |
| Johnson & Johnson | CONV | 02261WAB5 | 2,176 | 1,512,000 | PRN | | SOLE | | 0 | 0 | 1,512,000 |
| KB Home | CONV | 48666KAS8 | 7,278 | 7,331,000 | PRN | | SOLE | | 0 | 0 | 7,331,000 |
| Laboratory Corp of America Hol | CONV | 50540RAG7 | 2,538 | 1,753,000 | PRN | | SOLE | | 0 | 0 | 1,753,000 |
| Lam Research Corp | CONV | 512807AJ7 | 56,254 | 42,745,000 | PRN | | SOLE | | 0 | 0 | 42,745,000 |
| Lam Research Corp | CONV | 512807AL2 | 21,530 | 15,246,000 | PRN | | SOLE | | 0 | 0 | 15,246,000 |
| Lam Research Corp | CONV | 670008AD3 | 8,345 | 3,646,000 | PRN | | SOLE | | 0 | 0 | 3,646,000 |
| Leucadia National Corp | CONV | 472319AG7 | 64,576 | 62,199,000 | PRN | | SOLE | | 0 | 0 | 62,199,000 |
| LGI Homes Inc | CONV | 50187TAA4 | 7,323 | 7,548,000 | PRN | | SOLE | | 0 | 0 | 7,548,000 |
| LIBERTY INTERACTIVE LLC | CONV | 530610AC8 | 35,123 | 24,660,000 | PRN | | SOLE | | 0 | 0 | 24,660,000 |
| Liberty Media Corp | CONV | 531229AB8 | 56,547 | 57,381,000 | PRN | | SOLE | | 0 | 0 | 57,381,000 |
| Ligand Pharmaceuticals Inc | CONV | 53220KAC2 | 18,662 | 19,016,000 | PRN | | SOLE | | 0 | 0 | 19,016,000 |
| LinkedIn Corp | CONV | 53578AAA6 | 48,706 | 46,173,000 | PRN | | SOLE | | 0 | 0 | 46,173,000 |
| Live Nation Entertainment Inc | CONV | 538034AH2 | 41,367 | 38,845,000 | PRN | | SOLE | | 0 | 0 | 38,845,000 |
| Macquarie Infrastructure Co LL | CONV | 55608BAA3 | 30,846 | 27,243,000 | PRN | | SOLE | | 0 | 0 | 27,243,000 |
| Medicines Co/The | CONV | 584688AC9 | 15,786 | 13,541,000 | PRN | | SOLE | | 0 | 0 | 13,541,000 |
| Medidata Solutions Inc | CONV | 58471AAB1 | 32,245 | 29,411,000 | PRN | | SOLE | | 0 | 0 | 29,411,000 |
| Medivation Inc | CONV | 58501NAA9 | 11,514 | 5,918,000 | PRN | | SOLE | | 0 | 0 | 5,918,000 |
| Meritor Inc | CONV | 043353AH4 | 16,147 | 15,044,000 | PRN | | SOLE | | 0 | 0 | 15,044,000 |
| Meritor Inc | CONV | 59001KAC4 | 14,428 | 8,773,000 | PRN | | SOLE | | 0 | 0 | 8,773,000 |
| MGM Resorts International | CONV | 55303QAE0 | 63,131 | 53,481,000 | PRN | | SOLE | | 0 | 0 | 53,481,000 |
| Microchip Technology Inc | CONV | 595017AB0 | 25,434 | 14,280,000 | PRN | | SOLE | | 0 | 0 | 14,280,000 |
| Micron Technology Inc | CONV | 595112AY9 | 81,588 | 61,633,000 | PRN | | SOLE | | 0 | 0 | 61,633,000 |
| Molina Healthcare Inc | CONV | 60855RAC4 | 19,886 | 14,343,000 | PRN | | SOLE | | 0 | 0 | 14,343,000 |
| Molina Healthcare Inc | CONV | 60855RAD2 | 21,081 | 18,971,000 | PRN | | SOLE | | 0 | 0 | 18,971,000 |
| Molina Healthcare Inc | CONV | 60855RAE0 | 30,435 | 27,500,000 | PRN | | SOLE | | 0 | 0 | 27,500,000 |
| Monster Worldwide Inc | CONV | 611742AA5 | 2,866 | 2,676,000 | PRN | | SOLE | | 0 | 0 | 2,676,000 |
| Motorola Solutions Inc | CONV | 530715AN1 | 34,154 | 63,309,000 | PRN | | SOLE | | 0 | 0 | 63,309,000 |
| Mylan Inc/PA | CONV | 628530AJ6 | 18,183 | 4,300,000 | PRN | | SOLE | | 0 | 0 | 4,300,000 |
| National Health Investors Inc | CONV | 63633DAE4 | 35,376 | 34,004,000 | PRN | | SOLE | | 0 | 0 | 34,004,000 |
| Navistar International Corp | CONV | 63934EAQ1 | 3,522 | 3,700,000 | PRN | | SOLE | | 0 | 0 | 3,700,000 |
| Navistar International Corp | CONV | 63934EAR9 | 18,340 | 19,240,000 | PRN | | SOLE | | 0 | 0 | 19,240,000 |
| NetSuite Inc | CONV | 64118QAB3 | 31,683 | 28,188,000 | PRN | | SOLE | | 0 | 0 | 28,188,000 |
| Newmont Mining Corp | CONV | 651639AJ5 | 56,663 | 55,895,000 | PRN | | SOLE | | 0 | 0 | 55,895,000 |
| Newpark Resources Inc | CONV | 651718AC2 | 18,906 | 16,767,000 | PRN | | SOLE | | 0 | 0 | 16,767,000 |
| NRG Yield Inc | CONV | 62942XAA6 | 1,110 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,000,000 |
| Nuance Communications Inc | CONV | 67020YAF7 | 20,322 | 20,341,000 | PRN | | SOLE | | 0 | 0 | 20,341,000 |
| NuVasive Inc | CONV | 670704AC9 | 12,783 | 10,009,000 | PRN | | SOLE | | 0 | 0 | 10,009,000 |
| NVIDIA Corp | CONV | 67066GAC8 | 34,818 | 30,275,000 | PRN | | SOLE | | 0 | 0 | 30,275,000 |
| NXP Semiconductors NV | CONV | 62952QAA8 | 12,813 | 12,500,000 | PRN | | SOLE | | 0 | 0 | 12,500,000 |
| Old Republic International Cor | CONV | 680223AH7 | 20,832 | 17,835,000 | PRN | | SOLE | | 0 | 0 | 17,835,000 |
| Omnicare Inc | CONV | 681904AL2 | 26,353 | 24,616,000 | PRN | | SOLE | | 0 | 0 | 24,616,000 |
| Omnicare Inc | CONV | 681904AQ1 | 43,334 | 36,011,000 | PRN | | SOLE | | 0 | 0 | 36,011,000 |
| Omnicare Inc | CONV | 681904AR9 | 50,624 | 43,908,000 | PRN | | SOLE | | 0 | 0 | 43,908,000 |
| ON Semiconductor Corp | CONV | 682189AH8 | 39,294 | 32,942,000 | PRN | | SOLE | | 0 | 0 | 32,942,000 |
| Orexigen Therapeutics Inc | CONV | 686164AB0 | 14,762 | 14,628,000 | PRN | | SOLE | | 0 | 0 | 14,628,000 |
| Palo Alto Networks Inc | CONV | 697435AA3 | 1,710 | 1,350,000 | PRN | | SOLE | | 0 | 0 | 1,350,000 |
| PDL BioPharma Inc | CONV | 69329YAF1 | 24,280 | 25,114,000 | PRN | | SOLE | | 0 | 0 | 25,114,000 |
| PennyMac Mortgage Investment T | CONV | 70932AAB9 | 13,166 | 13,832,000 | PRN | | SOLE | | 0 | 0 | 13,832,000 |
| PRA Group Inc | CONV | 73640QAB1 | 23,770 | 20,747,000 | PRN | | SOLE | | 0 | 0 | 20,747,000 |
| Priceline Group Inc/The | CONV | 741503AQ9 | 103,584 | 78,201,000 | PRN | | SOLE | | 0 | 0 | 78,201,000 |
| Priceline Group Inc/The | CONV | 741503AS5 | 54,281 | 48,233,000 | PRN | | SOLE | | 0 | 0 | 48,233,000 |
| Priceline Group Inc/The | CONV | 741503AT3 | 40,071 | 41,649,000 | PRN | | SOLE | | 0 | 0 | 41,649,000 |
| Prologis Inc | CONV | 74340XAT8 | 29,959 | 26,883,000 | PRN | | SOLE | | 0 | 0 | 26,883,000 |
| Proofpoint Inc | CONV | 743424AB9 | 24,400 | 17,754,000 | PRN | | SOLE | | 0 | 0 | 17,754,000 |
| PROS Holdings Inc | CONV | 74346YAA1 | 14,472 | 13,995,000 | PRN | | SOLE | | 0 | 0 | 13,995,000 |
| Prospect Capital Corp | CONV | 74348TAM4 | 8,030 | 8,056,000 | PRN | | SOLE | | 0 | 0 | 8,056,000 |
| Prospect Capital Corp | CONV | 74348TAP7 | 10,340 | 11,029,000 | PRN | | SOLE | | 0 | 0 | 11,029,000 |
| Qihoo 360 Technology Co Ltd | CONV | 74734MAC3 | 17,061 | 19,624,000 | PRN | | SOLE | | 0 | 0 | 19,624,000 |
| Qihoo 360 Technology Co Ltd | CONV | 74734MAD1 | 18,504 | 22,200,000 | PRN | | SOLE | | 0 | 0 | 22,200,000 |
| Radian Group Inc | CONV | 750236AN1 | 36,404 | 22,580,000 | PRN | | SOLE | | 0 | 0 | 22,580,000 |
| Rayonier Inc | CONV | 75508AAC0 | 3,977 | 3,275,000 | PRN | | SOLE | | 0 | 0 | 3,275,000 |
| Red Hat Inc | CONV | 756577AC6 | 102,763 | 86,757,000 | PRN | | SOLE | | 0 | 0 | 86,757,000 |
| Redwood Trust Inc | CONV | 749772AA7 | 7,616 | 7,507,000 | PRN | | SOLE | | 0 | 0 | 7,507,000 |
| Redwood Trust Inc | CONV | 758075AB1 | 15,963 | 16,123,000 | PRN | | SOLE | | 0 | 0 | 16,123,000 |
| Resource Capital Corp | CONV | 76120WAA2 | 3,933 | 4,023,000 | PRN | | SOLE | | 0 | 0 | 4,023,000 |
| Royal Gold Inc | CONV | 780287AA6 | 57,212 | 55,399,000 | PRN | | SOLE | | 0 | 0 | 55,399,000 |
| RPM International Inc | CONV | 749685AT0 | 8,923 | 7,665,000 | PRN | | SOLE | | 0 | 0 | 7,665,000 |
| RTI International Metals Inc | CONV | 74973WAB3 | 27,294 | 27,990,000 | PRN | | SOLE | | 0 | 0 | 27,990,000 |
| Ryland Group Inc/The | CONV | 783764AQ6 | 29,984 | 22,179,000 | PRN | | SOLE | | 0 | 0 | 22,179,000 |
| Ryland Group Inc/The | CONV | 783764AS2 | 35,032 | 37,637,000 | PRN | | SOLE | | 0 | 0 | 37,637,000 |
| salesforce.com inc | CONV | 79466LAD6 | 25,797 | 22,644,000 | PRN | | SOLE | | 0 | 0 | 22,644,000 |
| Salix Pharmaceuticals Ltd | CONV | 795435AE6 | 38,362 | 20,970,000 | PRN | | SOLE | | 0 | 0 | 20,970,000 |
| SanDisk Corp | CONV | 80004CAF8 | 28,342 | 23,512,000 | PRN | | SOLE | | 0 | 0 | 23,512,000 |
| SEACOR Holdings Inc | CONV | 81170YAB5 | 27,932 | 30,095,000 | PRN | | SOLE | | 0 | 0 | 30,095,000 |
| SEACOR Holdings Inc | CONV | 811904AM3 | 19,845 | 18,826,000 | PRN | | SOLE | | 0 | 0 | 18,826,000 |
| ServiceNow Inc | CONV | 81762PAB8 | 25,205 | 22,137,000 | PRN | | SOLE | | 0 | 0 | 22,137,000 |
| ShengdaTech Inc | CONV | 823213AD5 | 6 | 2,975,000 | PRN | | SOLE | | 0 | 0 | 2,975,000 |
| SINA Corp/China | CONV | 82922RAD5 | 26,252 | 28,376,000 | PRN | | SOLE | | 0 | 0 | 28,376,000 |
| Southwest Airlines Co | CONV | 00949PAD0 | 1,612 | 550,000 | PRN | | SOLE | | 0 | 0 | 550,000 |
| Spansion Inc | CONV | 84649PAL9 | 3,743 | 1,510,000 | PRN | | SOLE | | 0 | 0 | 1,510,000 |
| Spectranetics Corp/The | CONV | 84760CAA5 | 14,881 | 11,547,000 | PRN | | SOLE | | 0 | 0 | 11,547,000 |
| Spirit Realty Capital Inc | CONV | 84860WAB8 | 10,045 | 10,304,000 | PRN | | SOLE | | 0 | 0 | 10,304,000 |
| Standard Pacific Corp | CONV | 85375CBC4 | 16,381 | 14,500,000 | PRN | | SOLE | | 0 | 0 | 14,500,000 |
| Starwood Property Trust Inc | CONV | 85571BAA3 | 47,383 | 44,446,000 | PRN | | SOLE | | 0 | 0 | 44,446,000 |
| Starwood Property Trust Inc | CONV | 85571BAB1 | 40,830 | 37,132,000 | PRN | | SOLE | | 0 | 0 | 37,132,000 |
| Starwood Waypoint Residential | CONV | 85571WAC3 | 15,131 | 14,493,000 | PRN | | SOLE | | 0 | 0 | 14,493,000 |
| Stillwater Mining Co | CONV | 86074QAL6 | 9,238 | 7,460,000 | PRN | | SOLE | | 0 | 0 | 7,460,000 |
| Stone Energy Corp | CONV | 861642AN6 | 32,901 | 37,332,000 | PRN | | SOLE | | 0 | 0 | 37,332,000 |
| SunEdison Inc | CONV | 86732YAE9 | 48,479 | 49,773,000 | PRN | | SOLE | | 0 | 0 | 49,773,000 |
| SunPower Corp | CONV | 867652AH2 | 4,064 | 4,497,000 | PRN | | SOLE | | 0 | 0 | 4,497,000 |
| Synchronoss Technologies Inc | CONV | 87157BAA1 | 13,559 | 12,853,000 | PRN | | SOLE | | 0 | 0 | 12,853,000 |
| Take-Two Interactive Software | CONV | 874054AD1 | 79 | 58,000 | PRN | | SOLE | | 0 | 0 | 58,000 |
| Teleflex Inc | CONV | 879369AA4 | 9,784 | 5,209,000 | PRN | | SOLE | | 0 | 0 | 5,209,000 |
| Tesla Motors Inc | CONV | 88160RAB7 | 13,907 | 15,000,000 | PRN | | SOLE | | 0 | 0 | 15,000,000 |
| Tesla Motors Inc | CONV | 88160RAC5 | 9,577 | 10,570,000 | PRN | | SOLE | | 0 | 0 | 10,570,000 |
| Teva Pharmaceutical Industries | CONV | 88163VAE9 | 8,124 | 5,927,000 | PRN | | SOLE | | 0 | 0 | 5,927,000 |
| Theravance Inc | CONV | 88338TAB0 | 17,830 | 22,692,000 | PRN | | SOLE | | 0 | 0 | 22,692,000 |
| TIBCO SOFTWARE INC | CONV | 88632QAB9 | 101 | 101,000 | PRN | | SOLE | | 0 | 0 | 101,000 |
| Titan Machinery Inc | CONV | 88830RAB7 | 4,989 | 6,891,000 | PRN | | SOLE | | 0 | 0 | 6,891,000 |
| Toll Brothers Inc | CONV | 88947EAM2 | 45,261 | 44,189,000 | PRN | | SOLE | | 0 | 0 | 44,189,000 |
| TPG Specialty Lending Inc | CONV | 87265KAA0 | 1,927 | 1,953,000 | PRN | | SOLE | | 0 | 0 | 1,953,000 |
| Trinity Industries Inc | CONV | 896522AF6 | 11,624 | 8,809,000 | PRN | | SOLE | | 0 | 0 | 8,809,000 |
| TTM Technologies Inc | CONV | 87305RAD1 | 12,650 | 13,091,000 | PRN | | SOLE | | 0 | 0 | 13,091,000 |
| Twitter Inc | CONV | 90184LAA0 | 101,036 | 115,851,000 | PRN | | SOLE | | 0 | 0 | 115,851,000 |
| Twitter Inc | CONV | 90184LAC6 | 36,123 | 41,439,000 | PRN | | SOLE | | 0 | 0 | 41,439,000 |
| United Continental Holdings In | CONV | 210795PU8 | 8,458 | 2,392,000 | PRN | | SOLE | | 0 | 0 | 2,392,000 |
| United States Steel Corp | CONV | 912909AH1 | 9,088 | 7,303,000 | PRN | | SOLE | | 0 | 0 | 7,303,000 |
| UTi Worldwide Inc | CONV | 90349LAA2 | 10,757 | 9,797,000 | PRN | | SOLE | | 0 | 0 | 9,797,000 |
| Vector Group Ltd | CONV | 92240MBC1 | 455 | 427,000 | PRN | | SOLE | | 0 | 0 | 427,000 |
| Verint Systems Inc | CONV | 92343XAA8 | 27,849 | 25,161,000 | PRN | | SOLE | | 0 | 0 | 25,161,000 |
| Vipshop Holdings Ltd | CONV | 92763WAA1 | 13,110 | 10,998,000 | PRN | | SOLE | | 0 | 0 | 10,998,000 |
| Vishay Intertechnology Inc | CONV | 928298AG3 | 16,556 | 14,945,000 | PRN | | SOLE | | 0 | 0 | 14,945,000 |
| Vishay Intertechnology Inc | CONV | 928298AJ7 | 464 | 511,000 | PRN | | SOLE | | 0 | 0 | 511,000 |
| VOLCANO CORP | CONV | 928645AB6 | 140 | 141,000 | PRN | | SOLE | | 0 | 0 | 141,000 |
| Web.com Group Inc | CONV | 94733AAA2 | 22,280 | 24,321,000 | PRN | | SOLE | | 0 | 0 | 24,321,000 |
| WebMD Health Corp | CONV | 94770VAF9 | 41,565 | 41,583,000 | PRN | | SOLE | | 0 | 0 | 41,583,000 |
| WebMD Health Corp | CONV | 94770VAK8 | 37,645 | 37,593,000 | PRN | | SOLE | | 0 | 0 | 37,593,000 |
| Workday Inc | CONV | 98138HAC5 | 5,343 | 4,500,000 | PRN | | SOLE | | 0 | 0 | 4,500,000 |
| Wright Medical Group Inc | CONV | 98235TAC1 | 16,539 | 13,594,000 | PRN | | SOLE | | 0 | 0 | 13,594,000 |
| Xilinx Inc | CONV | 983919AF8 | 35,318 | 23,443,000 | PRN | | SOLE | | 0 | 0 | 23,443,000 |
| Yahoo! Inc | CONV | 984332AF3 | 90,359 | 79,685,000 | PRN | | SOLE | | 0 | 0 | 79,685,000 |
| Yandex NV | CONV | 98474TAB3 | 8,790 | 10,587,000 | PRN | | SOLE | | 0 | 0 | 10,587,000 |
| Affiliated Managers Group Inc | CNV PFD | 00170F209 | 44,601 | 715,798 | PRN | | SOLE | | 0 | 0 | 715,798 |
| Alcoa Inc | CNV PFD | 013817309 | 20,522 | 404,950 | PRN | | SOLE | | 0 | 0 | 404,950 |
| Alexandria Real Estate Equitie | CNV PFD | 015271505 | 47,083 | 1,693,623 | PRN | | SOLE | | 0 | 0 | 1,693,623 |
| American Tower Corp | CNV PFD | 03027X308 | 19,264 | 168,500 | PRN | | SOLE | | 0 | 0 | 168,500 |
| Bank of America Corp | CNV PFD | 060505682 | 57,662 | 49,527 | PRN | | SOLE | | 0 | 0 | 49,527 |
| Chesapeake Energy Corp | CNV PFD | 165167750 | 39,383 | 38,530 | PRN | | SOLE | | 0 | 0 | 38,530 |
| Chesapeake Energy Corp | CNV PFD | 165167768 | 6,218 | 6,165 | PRN | | SOLE | | 0 | 0 | 6,165 |
| Chesapeake Energy Corp | CNV PFD | 165167776 | 41,686 | 40,027 | PRN | | SOLE | | 0 | 0 | 40,027 |
| Chesapeake Energy Corp | CNV PFD | 165167784 | 12,820 | 12,404 | PRN | | SOLE | | 0 | 0 | 12,404 |
| Crown Castle International Cor | CNV PFD | 22822V200 | 293 | 2,860 | PRN | | SOLE | | 0 | 0 | 2,860 |
| Dominion Resources Inc/VA | CNV PFD | 25746U703 | 11,140 | 185,095 | PRN | | SOLE | | 0 | 0 | 185,095 |
| Dominion Resources Inc/VA | CNV PFD | 25746U869 | 20,602 | 388,968 | PRN | | SOLE | | 0 | 0 | 388,968 |
| Dominion Resources Inc/VA | CNV PFD | 25746U885 | 3,950 | 65,500 | PRN | | SOLE | | 0 | 0 | 65,500 |
| Exelon Corp | CNV PFD | 30161N127 | 7,623 | 142,950 | PRN | | SOLE | | 0 | 0 | 142,950 |
| Health Care REIT Inc | CNV PFD | 42217K601 | 4,195 | 63,712 | PRN | | SOLE | | 0 | 0 | 63,712 |
| KeyCorp | CNV PFD | 493267405 | 41,212 | 315,754 | PRN | | SOLE | | 0 | 0 | 315,754 |
| Kindred Healthcare Inc | CNV PFD | 494580301 | 9,958 | 10,497 | PRN | | SOLE | | 0 | 0 | 10,497 |
| New York Community Bancorp Inc | CNV PFD | 64944P307 | 296 | 5,946 | PRN | | SOLE | | 0 | 0 | 5,946 |
| NextEra Energy Inc | CNV PFD | 65339F705 | 444 | 6,387 | PRN | | SOLE | | 0 | 0 | 6,387 |
| NextEra Energy Inc | CNV PFD | 65339F861 | 3,827 | 66,115 | PRN | | SOLE | | 0 | 0 | 66,115 |
| NextEra Energy Inc | CNV PFD | 65339F887 | 28,516 | 425,712 | PRN | | SOLE | | 0 | 0 | 425,712 |
| Penn Virginia Corp | CNV PFD | 707882403 | 7,717 | 125,000 | PRN | | SOLE | | 0 | 0 | 125,000 |
| SandRidge Energy Inc | CNV PFD | 80007P604 | 782 | 18,359 | PRN | | SOLE | | 0 | 0 | 18,359 |
| Stanley Black & Decker Inc | CNV PFD | 854502309 | 17,285 | 124,569 | PRN | | SOLE | | 0 | 0 | 124,569 |
| Stanley Black & Decker Inc | CNV PFD | 854502804 | 18,764 | 159,951 | PRN | | SOLE | | 0 | 0 | 159,951 |
| T-Mobile US Inc | CNV PFD | 872590203 | 5,238 | 100,000 | PRN | | SOLE | | 0 | 0 | 100,000 |
| Tyson Foods Inc | CNV PFD | 902494301 | 47,580 | 944,809 | PRN | | SOLE | | 0 | 0 | 944,809 |
| United Technologies Corp | CNV PFD | 913017117 | 53,213 | 863,052 | PRN | | SOLE | | 0 | 0 | 863,052 |
| Wells Fargo & Co | CNV PFD | 949746804 | 105,429 | 86,792 | PRN | | SOLE | | 0 | 0 | 86,792 |
| Weyerhaeuser Co | CNV PFD | 962166872 | 17,195 | 298,505 | PRN | | SOLE | | 0 | 0 | 298,505 |
| William Lyon Homes | CNV PFD | 552074882 | 11,865 | 111,100 | PRN | | SOLE | | 0 | 0 | 111,100 |
| ADT CORP | CORP | 00101JAL0 | 3,713 | 3,750,000 | PRN | | SOLE | | 0 | 0 | 3,750,000 |
| ALLIANCE DATA SYSTEMS CO | CORP | 018581AE8 | 4,090 | 4,000,000 | PRN | | SOLE | | 0 | 0 | 4,000,000 |
| ALLIED SPECIALTY VEHICLE | CORP | 019517AA9 | 2,095 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| ALLY FINANCIAL INC | CORP | 02005NAE0 | 7,434 | 6,300,000 | PRN | | SOLE | | 0 | 0 | 6,300,000 |
| ALTA MESA HLDGS/FINANC S | CORP | 021332AC5 | 3,786 | 4,561,000 | PRN | | SOLE | | 0 | 0 | 4,561,000 |
| ALTICE SA | CORP | 02154VAA9 | 9,417 | 9,399,000 | PRN | | SOLE | | 0 | 0 | 9,399,000 |
| AMC NETWORKS INC | CORP | 00164VAC7 | 7,184 | 7,406,000 | PRN | | SOLE | | 0 | 0 | 7,406,000 |
| APPVION INC | CORP | 03834LAA7 | 2,398 | 3,500,000 | PRN | | SOLE | | 0 | 0 | 3,500,000 |
| ASHLAND INC | CORP | 044209AF1 | 27,387 | 27,387,000 | PRN | | SOLE | | 0 | 0 | 27,387,000 |
| BEAZER HOMES USA | CORP | 07556QAY1 | 3,237 | 3,098,000 | PRN | | SOLE | | 0 | 0 | 3,098,000 |
| BIOMET INC | CORP | 090613AJ9 | 3,210 | 3,000,000 | PRN | | SOLE | | 0 | 0 | 3,000,000 |
| BOISE CASCADE COMPANY | CORP | 09739DAA8 | 1,785 | 1,700,000 | PRN | | SOLE | | 0 | 0 | 1,700,000 |
| BREITBURN ENER/BREIT FIN | CORP | 106777AD7 | 1,004 | 1,300,000 | PRN | | SOLE | | 0 | 0 | 1,300,000 |
| CALIFORNIA RESOURCES CRP | CORP | 13057QAC1 | 2,907 | 3,400,000 | PRN | | SOLE | | 0 | 0 | 3,400,000 |
| CALPINE CORP | CORP | 131347BY1 | 1,927 | 1,748,000 | PRN | | SOLE | | 0 | 0 | 1,748,000 |
| CARLSON WAGONLIT BV | CORP | 142812AB2 | 2,090 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| CASELLA WASTE SYSTEMS IN | CORP | 147448AG9 | 6,278 | 6,185,000 | PRN | | SOLE | | 0 | 0 | 6,185,000 |
| CELANESE US HOLDINGS LLC | CORP | 15089QAC8 | 9,540 | 9,000,000 | PRN | | SOLE | | 0 | 0 | 9,000,000 |
| CELANESE US HOLDINGS LLC | CORP | 15089QAD6 | 1,980 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| CEMEX SAB DE CV | CORP | 151290BL6 | 514 | 500,000 | PRN | | SOLE | | 0 | 0 | 500,000 |
| CEMEX SAB DE CV | CORP | 151290BP7 | 8,000 | 8,000,000 | PRN | | SOLE | | 0 | 0 | 8,000,000 |
| CENVEO CORP | CORP | 15671BAG6 | 1,691 | 1,836,000 | PRN | | SOLE | | 0 | 0 | 1,836,000 |
| CENVEO CORP | CORP | 15671BAK7 | 1,810 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| CENVEO CORP | CORP | 15671BAL5 | 1,688 | 2,250,000 | PRN | | SOLE | | 0 | 0 | 2,250,000 |
| CHINOS INTERMED HLDGS A | CORP | 16961UAA4 | 2,655 | 3,000,000 | PRN | | SOLE | | 0 | 0 | 3,000,000 |
| CHS/COMMUNITY HEALTH SYS | CORP | 12543DAR1 | 4,658 | 4,500,000 | PRN | | SOLE | | 0 | 0 | 4,500,000 |
| CHURCHILL DOWNS INC | CORP | 171484AB4 | 2,000 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| CIT GROUP INC | CORP | 125581GH5 | 6,858 | 6,500,000 | PRN | | SOLE | | 0 | 0 | 6,500,000 |
| CLAYTON WILLIAMS ENERGY | CORP | 969490AE1 | 2,465 | 2,900,000 | PRN | | SOLE | | 0 | 0 | 2,900,000 |
| CLEAN HARBORS INC | CORP | 184496AJ6 | 2,010 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| CLEAN HARBORS INC | CORP | 184496AL1 | 5,735 | 5,749,000 | PRN | | SOLE | | 0 | 0 | 5,749,000 |
| CLEAR CHANNEL WORLDWIDE | CORP | 18451QAM0 | 8,702 | 8,449,000 | PRN | | SOLE | | 0 | 0 | 8,449,000 |
| COMMERCIAL METALS CO | CORP | 201723AK9 | 1,433 | 1,500,000 | PRN | | SOLE | | 0 | 0 | 1,500,000 |
| COMPASS MINERALS INTERNA | CORP | 20451NAE1 | 970 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,000,000 |
| CONSOL ENERGY INC | CORP | 20854PAJ8 | 698 | 750,000 | PRN | | SOLE | | 0 | 0 | 750,000 |
| CORNERSTONE CHEMICAL CO | CORP | 21925AAB1 | 2,040 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| CORRECTIONS CORP OF AMER | CORP | 22025YAP5 | 2,406 | 2,500,000 | PRN | | SOLE | | 0 | 0 | 2,500,000 |
| COTT BEVERAGES INC | CORP | 221643AJ8 | 3,000 | 3,000,000 | PRN | | SOLE | | 0 | 0 | 3,000,000 |
| COVENANT SURGICAL PARTNE | CORP | 22284YAA4 | 2,020 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| CREDIT AGRICOLE SA | CORP | 225313AD7 | 9,158 | 9,000,000 | PRN | | SOLE | | 0 | 0 | 9,000,000 |
| DANA HOLDING CORP | CORP | 235825AB2 | 1,851 | 1,750,000 | PRN | | SOLE | | 0 | 0 | 1,750,000 |
| DISH DBS CORP | CORP | 25470XAE5 | 2,688 | 2,500,000 | PRN | | SOLE | | 0 | 0 | 2,500,000 |
| DISPENSING DYNAMICS INTL | CORP | 25471QAA7 | 1,560 | 1,500,000 | PRN | | SOLE | | 0 | 0 | 1,500,000 |
| DUPONT FABROS TECH LP | CORP | 26613TAE0 | 764 | 750,000 | PRN | | SOLE | | 0 | 0 | 750,000 |
| E*TRADE FINANCIAL CORP | CORP | 269246BL7 | 2,045 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| EARTHLINK HOLDINGS CORP | CORP | 270321AE2 | 2,715 | 2,675,000 | PRN | | SOLE | | 0 | 0 | 2,675,000 |
| ELETSON HOLDINGS | CORP | 28620QAA1 | 980 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,000,000 |
| ENERGY XXI GULF COAST IN | CORP | 29276KAP6 | 4,494 | 6,800,000 | PRN | | SOLE | | 0 | 0 | 6,800,000 |
| ENERGY XXI GULF COAST IN | CORP | 29276KAT8 | 3,599 | 6,544,000 | PRN | | SOLE | | 0 | 0 | 6,544,000 |
| EQUINIX INC | CORP | 29444UAM8 | 2,000 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| FCA US LLC/CG CO-ISSUER | CORP | 17121EAB3 | 4,731 | 4,500,000 | PRN | | SOLE | | 0 | 0 | 4,500,000 |
| FIRST CASH FINANCIAL SER | CORP | 31942DAB3 | 1,040 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,000,000 |
| FIRST DATA CORPORATION | CORP | 319963BB9 | 1,781 | 1,500,000 | PRN | | SOLE | | 0 | 0 | 1,500,000 |
| FIRST DATA CORPORATION | CORP | 319963BG8 | 2,113 | 1,862,000 | PRN | | SOLE | | 0 | 0 | 1,862,000 |
| FIRST DATA CORPORATION | CORP | 319963BL7 | 19,036 | 16,446,010 | PRN | | SOLE | | 0 | 0 | 16,446,010 |
| FIRST QUANTUM MINERALS L | CORP | 335934AD7 | 910 | 1,005,000 | PRN | | SOLE | | 0 | 0 | 1,005,000 |
| FIRST QUANTUM MINERALS L | CORP | 335934AF2 | 905 | 1,005,000 | PRN | | SOLE | | 0 | 0 | 1,005,000 |
| FMG RESOURCES AUG 2006 | CORP | 30251GAH0 | 5,915 | 6,500,000 | PRN | | SOLE | | 0 | 0 | 6,500,000 |
| FRESENIUS MED CARE II | CORP | 35802XAD5 | 11,048 | 10,349,000 | PRN | | SOLE | | 0 | 0 | 10,349,000 |
| FRESENIUS MED CARE US | CORP | 35803QAA5 | 2,133 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| GENESIS ENERGY LP/GENESI | CORP | 37185LAE2 | 2,325 | 2,500,000 | PRN | | SOLE | | 0 | 0 | 2,500,000 |
| GENTIVA HEALTH SERVICES | CORP | 37247AAB8 | 4,749 | 4,463,000 | PRN | | SOLE | | 0 | 0 | 4,463,000 |
| GLOBAL PART/GLP FINANCE | CORP | 37954FAA2 | 485 | 500,000 | PRN | | SOLE | | 0 | 0 | 500,000 |
| GREYSTAR REAL ESTATE PAR | CORP | 39807UAA4 | 509 | 500,000 | PRN | | SOLE | | 0 | 0 | 500,000 |
| HCA HOLDINGS INC | CORP | 40412CAB7 | 6,390 | 6,000,000 | PRN | | SOLE | | 0 | 0 | 6,000,000 |
| HCA INC | CORP | 404121AC9 | 5,603 | 5,000,000 | PRN | | SOLE | | 0 | 0 | 5,000,000 |
| HEALTH NET INC | CORP | 422248AA2 | 3,240 | 3,000,000 | PRN | | SOLE | | 0 | 0 | 3,000,000 |
| HEALTHSOUTH CORP | CORP | 421924BG5 | 1,045 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,000,000 |
| HIG BBC INTERMED/HOLDING | CORP | 40421XAA2 | 970 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,000,000 |
| HUGHES SATELITE SYSTEMS | CORP | 444454AB8 | 322 | 300,000 | PRN | | SOLE | | 0 | 0 | 300,000 |
| IASIS HEALTHCARE/CAP CRP | CORP | 45072PAD4 | 3,150 | 3,000,000 | PRN | | SOLE | | 0 | 0 | 3,000,000 |
| IHEARTCOMMUNICATIONS INC | CORP | 184502BL5 | 12,246 | 12,432,000 | PRN | | SOLE | | 0 | 0 | 12,432,000 |
| IHEARTCOMMUNICATIONS INC | CORP | 184502BN1 | 515 | 500,000 | PRN | | SOLE | | 0 | 0 | 500,000 |
| JEFFERIES FIN LLC / JFIN | CORP | 47232MAB8 | 7,281 | 7,893,000 | PRN | | SOLE | | 0 | 0 | 7,893,000 |
| JLL/DELTA DUTCH NEWCO BV | CORP | 46590GAA1 | 1,015 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,000,000 |
| KENNEDY-WILSON INC | CORP | 489399AG0 | 4,584 | 4,573,000 | PRN | | SOLE | | 0 | 0 | 4,573,000 |
| KISSNER MILLING CO LTD | CORP | 49835DAA7 | 1,000 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,000,000 |
| KLX INC | CORP | 482539AA1 | 505 | 500,000 | PRN | | SOLE | | 0 | 0 | 500,000 |
| LAND O LAKES CAP TRST I | CORP | 514665AA6 | 2,588 | 2,500,000 | PRN | | SOLE | | 0 | 0 | 2,500,000 |
| LENNAR CORP | CORP | 526057BT0 | 4,000 | 4,000,000 | PRN | | SOLE | | 0 | 0 | 4,000,000 |
| LIN TELEVISION CORP | CORP | 58441LAA6 | 495 | 500,000 | PRN | | SOLE | | 0 | 0 | 500,000 |
| LIVE NATION ENTERTAINMEN | CORP | 538034AF6 | 580 | 550,000 | PRN | | SOLE | | 0 | 0 | 550,000 |
| LSB INDUSTRIES | CORP | 502160AL8 | 1,780 | 1,712,000 | PRN | | SOLE | | 0 | 0 | 1,712,000 |
| MASTEC INC | CORP | 576323AN9 | 7,794 | 8,291,000 | PRN | | SOLE | | 0 | 0 | 8,291,000 |
| MGM RESORTS INTL | CORP | 552953CB5 | 3,970 | 4,000,000 | PRN | | SOLE | | 0 | 0 | 4,000,000 |
| MGM RESORTS INTL | CORP | 552953CC3 | 2,513 | 2,500,000 | PRN | | SOLE | | 0 | 0 | 2,500,000 |
| MICRON TECHNOLOGY INC | CORP | 595112BB8 | 1,010 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,000,000 |
| MOOD MEDIA CORP | CORP | 61534JAG0 | 1,650 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| MTR GAMING GROUP INC | CORP | 553769AL4 | 0 | 30 | PRN | | SOLE | | 0 | 0 | 30 |
| NATIONSTAR MORT/CAP CORP | CORP | 63860UAL4 | 2,099 | 2,300,000 | PRN | | SOLE | | 0 | 0 | 2,300,000 |
| NAVIOS MARITIME ACQ CORP | CORP | 63938MAD8 | 1,121 | 1,150,000 | PRN | | SOLE | | 0 | 0 | 1,150,000 |
| NAVIOS MARITIME HLDS/FIN | CORP | 639365AF2 | 880 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,000,000 |
| NAVIOS MARITIME HLDS/FIN | CORP | 639365AG0 | 4,752 | 5,119,000 | PRN | | SOLE | | 0 | 0 | 5,119,000 |
| NAVIOS SA LOGIST/FIN US | CORP | 63938NAE4 | 743 | 750,000 | PRN | | SOLE | | 0 | 0 | 750,000 |
| NETFLIX INC | CORP | 64110LAF3 | 1,518 | 1,460,000 | PRN | | SOLE | | 0 | 0 | 1,460,000 |
| NUANCE COMMUNICATIONS | CORP | 67020YAD2 | 5,013 | 5,000,000 | PRN | | SOLE | | 0 | 0 | 5,000,000 |
| NXP BV/NXP FUNDING LLC | CORP | 62947QAM0 | 5,775 | 5,500,000 | PRN | | SOLE | | 0 | 0 | 5,500,000 |
| OASIS PETROLEUM INC | CORP | 674215AG3 | 2,730 | 3,000,000 | PRN | | SOLE | | 0 | 0 | 3,000,000 |
| OMEGA HLTHCARE INVESTORS | CORP | 681936AZ3 | 988 | 930,000 | PRN | | SOLE | | 0 | 0 | 930,000 |
| OMNICARE INC | CORP | 681904AS7 | 1,013 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,000,000 |
| OMNICARE INC | CORP | 681904AT5 | 1,025 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,000,000 |
| PBF HOLDING CO LLC | CORP | 69318FAB4 | 4,020 | 4,000,000 | PRN | | SOLE | | 0 | 0 | 4,000,000 |
| PENN VIRGINIA CORP | CORP | 707882AE6 | 8,396 | 10,495,000 | PRN | | SOLE | | 0 | 0 | 10,495,000 |
| PERMIAN HOLDINGS INC | CORP | 714239AA8 | 1,571 | 2,094,000 | PRN | | SOLE | | 0 | 0 | 2,094,000 |
| PRECISION DRILLING CORP | CORP | 74022DAH3 | 205 | 250,000 | PRN | | SOLE | | 0 | 0 | 250,000 |
| PROSPECT MEDICAL HOLDING | CORP | 743494AC0 | 8,006 | 7,500,000 | PRN | | SOLE | | 0 | 0 | 7,500,000 |
| QEP RESOURCES INC | CORP | 74733VAA8 | 2,486 | 2,425,000 | PRN | | SOLE | | 0 | 0 | 2,425,000 |
| REGAL ENTERTAINMENT GRP | CORP | 758766AH2 | 2,149 | 2,250,000 | PRN | | SOLE | | 0 | 0 | 2,250,000 |
| REGENCY ENERGY PARTNERS | CORP | 75886AAK4 | 2,005 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| REYNOLDS GRP ISS/REYNOLD | CORP | 761735AK5 | 4,187 | 4,050,000 | PRN | | SOLE | | 0 | 0 | 4,050,000 |
| REYNOLDS GRP ISS/REYNOLD | CORP | 761735AL3 | 5,792 | 5,596,000 | PRN | | SOLE | | 0 | 0 | 5,596,000 |
| REYNOLDS GRP ISS/REYNOLD | CORP | 761735AP4 | 5,283 | 5,154,000 | PRN | | SOLE | | 0 | 0 | 5,154,000 |
| SANDRIDGE ENERGY INC | CORP | 80007PAQ2 | 1,414 | 2,245,000 | PRN | | SOLE | | 0 | 0 | 2,245,000 |
| SANMINA CORP | CORP | 801056AA0 | 3,970 | 4,000,000 | PRN | | SOLE | | 0 | 0 | 4,000,000 |
| SAPPI PAPIER HOLDNG GMBH | CORP | 803071AA7 | 2,563 | 2,500,000 | PRN | | SOLE | | 0 | 0 | 2,500,000 |
| SESI LLC | CORP | 78412FAL8 | 1,455 | 1,500,000 | PRN | | SOLE | | 0 | 0 | 1,500,000 |
| SOTHEBY'S | CORP | 835898AF4 | 8,330 | 8,722,000 | PRN | | SOLE | | 0 | 0 | 8,722,000 |
| SPRINT COMMUNICATIONS | CORP | 852061AK6 | 2,275 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| SPRINT CORP | CORP | 85207UAF2 | 12,589 | 12,752,000 | PRN | | SOLE | | 0 | 0 | 12,752,000 |
| ST BARBARA LTD | CORP | 852278AA8 | 1,600 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| STARZ LLC/STARZ FIN CORP | CORP | 85571NAB5 | 16,746 | 16,539,000 | PRN | | SOLE | | 0 | 0 | 16,539,000 |
| STEEL DYNAMICS INC | CORP | 858119AV2 | 1,415 | 1,335,000 | PRN | | SOLE | | 0 | 0 | 1,335,000 |
| SYNOVUS FINANCIAL CORP | CORP | 87161CAG0 | 3,362 | 3,312,000 | PRN | | SOLE | | 0 | 0 | 3,312,000 |
| SYNOVUS FINANCIAL CORP | CORP | 87161CAJ4 | 17,179 | 15,293,000 | PRN | | SOLE | | 0 | 0 | 15,293,000 |
| TELESAT CANADA/TELESAT L | CORP | 87952VAJ5 | 1,020 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,000,000 |
| TENET HEALTHCARE CORP | CORP | 87243QAB2 | 10,336 | 9,625,000 | PRN | | SOLE | | 0 | 0 | 9,625,000 |
| TENET HEALTHCARE CORP | CORP | 88033GCE8 | 1,118 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,000,000 |
| TESORO CORP | CORP | 881609AZ4 | 2,025 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| TESORO LOGISTICS LP/CORP | CORP | 88160QAD5 | 698 | 700,000 | PRN | | SOLE | | 0 | 0 | 700,000 |
| UNIT CORP | CORP | 909218AB5 | 224 | 250,000 | PRN | | SOLE | | 0 | 0 | 250,000 |
| UNITED RENTALS NORTH AM | CORP | 911365BA1 | 2,160 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| UPCB FINANCE III LTD | CORP | 903202AA7 | 7,613 | 7,250,000 | PRN | | SOLE | | 0 | 0 | 7,250,000 |
| VALEANT PHARMACEUTICALS | CORP | 91911XAQ7 | 3,135 | 3,000,000 | PRN | | SOLE | | 0 | 0 | 3,000,000 |
| VECTOR GROUP LTD | CORP | 92240MBB3 | 1,053 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,000,000 |
| VERSO PAPER HLDG LLC/INC | CORP | 92531XAP7 | 2,000 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| VIASAT INC | CORP | 92552VAF7 | 1,877 | 1,805,000 | PRN | | SOLE | | 0 | 0 | 1,805,000 |
| W & T OFFSHORE INC | CORP | 92922PAC0 | 1,310 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| WATERJET HOLDINGS INC | CORP | 94155UAA7 | 2,060 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| American Airlines Group Inc | COM | 02376R102 | 6,436 | 120,000 | SH | | SOLE | | 0 | 0 | 120,000 |
| BioMarin Pharmaceutical Inc | COM | 09061G101 | 777 | 8,600 | SH | | SOLE | | 0 | 0 | 8,600 |
| Ciena Corp | COM | 171779309 | 4,210 | 216,922 | SH | | SOLE | | 0 | 0 | 216,922 |
| Citigroup Inc | COM | 172967424 | 221 | 4,086 | SH | | SOLE | | 0 | 0 | 4,086 |
| Citrix Systems Inc | COM | 177376100 | 2,002 | 31,376 | SH | | SOLE | | 0 | 0 | 31,376 |
| Clean Harbors Inc | COM | 184496107 | 655 | 13,641 | SH | | SOLE | | 0 | 0 | 13,641 |
| Cobalt International Energy In | COM | 19075F106 | 167 | 18,757 | SH | | SOLE | | 0 | 0 | 18,757 |
| Ctrip.com International Ltd | COM | 22943F100 | 158 | 3,480 | SH | | SOLE | | 0 | 0 | 3,480 |
| Discover Financial Services | COM | 254709108 | 1,458 | 22,258 | SH | | SOLE | | 0 | 0 | 22,258 |
| DISH Network Corp | COM | 25470M109 | 489 | 6,709 | SH | | SOLE | | 0 | 0 | 6,709 |
| Dow Chemical Co/The | COM | 260543103 | 4,561 | 100,000 | SH | | SOLE | | 0 | 0 | 100,000 |
| EMC Corp/MA | COM | 268648102 | 719 | 24,175 | SH | | SOLE | | 0 | 0 | 24,175 |
| Express Inc | COM | 30219E103 | 3,569 | 242,958 | SH | | SOLE | | 0 | 0 | 242,958 |
| Gap Inc/The | COM | 364760108 | 3,158 | 75,000 | SH | | SOLE | | 0 | 0 | 75,000 |
| General Motors Co | COM | 37045V100 | 244 | 7,000 | SH | | SOLE | | 0 | 0 | 7,000 |
| Gilead Sciences Inc | COM | 375558103 | 4,977 | 52,800 | SH | | SOLE | | 0 | 0 | 52,800 |
| GlaxoSmithKline PLC | COM | 37733W105 | 4,528 | 105,952 | SH | | SOLE | | 0 | 0 | 105,952 |
| Greenbrier Cos Inc/The | COM | 393657101 | 1,128 | 21,000 | SH | | SOLE | | 0 | 0 | 21,000 |
| Hawaiian Telcom Holdco Inc | COM | 420031106 | 931 | 33,763 | SH | | SOLE | | 0 | 0 | 33,763 |
| Herbalife Ltd | COM | 020884924 | 2,401 | 63,700 | SH | | SOLE | | 0 | 0 | 63,700 |
| Hospitality Properties Trust | COM | 44106M102 | 939 | 30,300 | SH | | SOLE | | 0 | 0 | 30,300 |
| Intel Corp | COM | 458140100 | 9,709 | 267,546 | SH | | SOLE | | 0 | 0 | 267,546 |
| Lamar Advertising Co | COM | 512816109 | 1,073 | 20,000 | SH | | SOLE | | 0 | 0 | 20,000 |
| Lear Corp | COM | 521865204 | 1,126 | 11,484 | SH | | SOLE | | 0 | 0 | 11,484 |
| Macy's Inc | COM | 55616P104 | 401 | 6,104 | SH | | SOLE | | 0 | 0 | 6,104 |
| Medicines Co/The | COM | 584688105 | 415 | 15,000 | SH | | SOLE | | 0 | 0 | 15,000 |
| MGM Holdings Inc | COM | 55303C101 | 809 | 10,781 | SH | | SOLE | | 0 | 0 | 10,781 |
| NorthStar Realty Finance Corp | COM | 66704R704 | 2,714 | 154,386 | SH | | SOLE | | 0 | 0 | 154,386 |
| Occidental Petroleum Corp | COM | 674599105 | 4,031 | 50,000 | SH | | SOLE | | 0 | 0 | 50,000 |
| Pfizer Inc | COM | 717081103 | 2,025 | 65,000 | SH | | SOLE | | 0 | 0 | 65,000 |
| Red Hat Inc | COM | 756577102 | 3,488 | 50,443 | SH | | SOLE | | 0 | 0 | 50,443 |
| SanDisk Corp | COM | 80004C101 | 769 | 7,850 | SH | | SOLE | | 0 | 0 | 7,850 |
| Starz | COM | 85571Q102 | 1,346 | 45,333 | SH | | SOLE | | 0 | 0 | 45,333 |
| Synovus Financial Corp | COM | 87161C501 | 1,040 | 38,406 | SH | | SOLE | | 0 | 0 | 38,406 |
| Valero Energy Corp | COM | 91913Y100 | 1,980 | 40,000 | SH | | SOLE | | 0 | 0 | 40,000 |
| Wynn Resorts Ltd | COM | 983134107 | 2,388 | 16,050 | SH | | SOLE | | 0 | 0 | 16,050 |
| Advanced Micro Devices Inc | OPT | 007903107 | 45 | 10,000 | SH | Put | SOLE | | 0 | 0 | 10,000 |
| Advanced Micro Devices Inc | OPT | 007903107 | 18 | 2,000 | SH | Put | SOLE | | 0 | 0 | 2,000 |
| Agenus Inc | OPT | 00847G705 | 10 | 1,000 | SH | Call | SOLE | | 0 | 0 | 1,000 |
| Akamai Technologies Inc | OPT | 00971T101 | 47 | 912 | SH | Call | SOLE | | 0 | 0 | 912 |
| American Airlines Group Inc | OPT | 02376R102 | 92 | 400 | SH | Call | SOLE | | 0 | 0 | 400 |
| American Airlines Group Inc | OPT | 02376R102 | 102 | 433 | SH | Call | SOLE | | 0 | 0 | 433 |
| American Realty Capital Proper | OPT | 02917T104 | 13 | 750 | SH | Put | SOLE | | 0 | 0 | 750 |
| Bank of America Corp | OPT | 060505104 | 67 | 1,368 | SH | Call | SOLE | | 0 | 0 | 1,368 |
| BioMarin Pharmaceutical Inc | OPT | 09061G101 | 75 | 1,199 | SH | Call | SOLE | | 0 | 0 | 1,199 |
| BioMarin Pharmaceutical Inc | OPT | 09061G101 | 71 | 200 | SH | Call | SOLE | | 0 | 0 | 200 |
| BioMarin Pharmaceutical Inc | OPT | 09061G101 | 5 | 172 | SH | Put | SOLE | | 0 | 0 | 172 |
| Bristol-Myers Squibb Co | OPT | 110122108 | 6 | 274 | SH | Call | SOLE | | 0 | 0 | 274 |
| Bristol-Myers Squibb Co | OPT | 110122108 | 4 | 457 | SH | Call | SOLE | | 0 | 0 | 457 |
| Cemex SAB de CV | OPT | 151290889 | 27 | 2,000 | SH | Put | SOLE | | 0 | 0 | 2,000 |
| CenturyLink Inc | OPT | 156700106 | 9 | 66 | SH | Put | SOLE | | 0 | 0 | 66 |
| Citigroup Inc | OPT | 172967424 | 9 | 663 | SH | Call | SOLE | | 0 | 0 | 663 |
| Citrix Systems Inc | OPT | 177376100 | 31 | 374 | SH | Call | SOLE | | 0 | 0 | 374 |
| Cliffs Natural Resources Inc | OPT | 18683K101 | 18 | 1,000 | SH | Put | SOLE | | 0 | 0 | 1,000 |
| Ctrip.com International Ltd | OPT | 22943F100 | 6 | 248 | SH | Put | SOLE | | 0 | 0 | 248 |
| Ctrip.com International Ltd | OPT | 22943F100 | 541 | 566 | SH | Put | SOLE | | 0 | 0 | 566 |
| Cubist Pharmaceuticals Inc | OPT | 229678107 | 1 | 167 | SH | Put | SOLE | | 0 | 0 | 167 |
| Delta Air Lines Inc | OPT | 247361702 | 139 | 912 | SH | Call | SOLE | | 0 | 0 | 912 |
| EMC Corp/MA | OPT | 268648102 | 61 | 2,000 | SH | Call | SOLE | | 0 | 0 | 2,000 |
| Frontier Communications Corp | OPT | 35906A108 | 5 | 235 | SH | Put | SOLE | | 0 | 0 | 235 |
| General Motors Co | OPT | 37045V100 | 93 | 1,200 | SH | Call | SOLE | | 0 | 0 | 1,200 |
| General Motors Co | OPT | 37045V100 | 117 | 914 | SH | Call | SOLE | | 0 | 0 | 914 |
| Gilead Sciences Inc | OPT | 375558103 | 19 | 178 | SH | Put | SOLE | | 0 | 0 | 178 |
| Goodrich Petroleum Corp | OPT | 382410405 | 14 | 2,741 | SH | Put | SOLE | | 0 | 0 | 2,741 |
| Incyte Corp | OPT | 45337C102 | 25 | 228 | SH | Call | SOLE | | 0 | 0 | 228 |
| Incyte Corp | OPT | 45337C102 | 16 | 457 | SH | Call | SOLE | | 0 | 0 | 457 |
| Intel Corp | OPT | 458140100 | 11 | 500 | SH | Put | SOLE | | 0 | 0 | 500 |
| Intel Corp | OPT | 458140100 | 23 | 550 | SH | Put | SOLE | | 0 | 0 | 550 |
| JPMorgan Chase & Co | OPT | 46625H100 | 120 | 1,000 | SH | Call | SOLE | | 0 | 0 | 1,000 |
| Market Vectors Russia ETF | OPT | 57060U506 | 75 | 1,200 | SH | Put | SOLE | | 0 | 0 | 1,200 |
| Oasis Petroleum Inc | OPT | 674215108 | 25 | 125 | SH | Call | SOLE | | 0 | 0 | 125 |
| ON Semiconductor Corp | OPT | 682189105 | 31 | 250 | SH | Call | SOLE | | 0 | 0 | 250 |
| Penn Virginia Corp | OPT | 707882106 | 7 | 940 | SH | Put | SOLE | | 0 | 0 | 940 |
| Penn Virginia Corp | OPT | 707882106 | 18 | 500 | SH | Put | SOLE | | 0 | 0 | 500 |
| Qihoo 360 Technology Co Ltd | OPT | 74734M109 | 18 | 300 | SH | Put | SOLE | | 0 | 0 | 300 |
| Red Hat Inc | OPT | 756577102 | 0 | 300 | SH | Put | SOLE | | 0 | 0 | 300 |
| Seventy Seven Energy Inc | OPT | 818097107 | 13 | 500 | SH | Call | SOLE | | 0 | 0 | 500 |
| SPDR S&P 500 ETF Trust | OPT | 78462F103 | 31 | 550 | SH | Put | SOLE | | 0 | 0 | 550 |
| SPDR S&P 500 ETF Trust | OPT | 78462F103 | 494 | 1,500 | SH | Put | SOLE | | 0 | 0 | 1,500 |
| SPDR S&P 500 ETF Trust | OPT | 78462F103 | 135 | 350 | SH | Put | SOLE | | 0 | 0 | 350 |
| Sprint Corp | OPT | 85207U105 | 22 | 3,914 | SH | Put | SOLE | | 0 | 0 | 3,914 |
| Stillwater Mining Co | OPT | 86074Q102 | 8 | 827 | SH | Put | SOLE | | 0 | 0 | 827 |
| Synovus Financial Corp | OPT | 87161C501 | 48 | 914 | SH | Call | SOLE | | 0 | 0 | 914 |
| Theravance Inc | OPT | 88338T104 | 15 | 1,000 | SH | Put | SOLE | | 0 | 0 | 1,000 |
| Toll Brothers Inc | OPT | 889478103 | 94 | 684 | SH | Call | SOLE | | 0 | 0 | 684 |
| Twitter Inc | OPT | 90184L102 | 136 | 600 | SH | Put | SOLE | | 0 | 0 | 600 |
| United States Oil Fund LP | OPT | 91232N108 | 4 | 1,825 | SH | Call | SOLE | | 0 | 0 | 1,825 |
| United States Steel Corp | OPT | 912909108 | 13 | 500 | SH | Call | SOLE | | 0 | 0 | 500 |
| United States Steel Corp | OPT | 912909108 | 5 | 500 | SH | Call | SOLE | | 0 | 0 | 500 |
| Walter Energy Inc | OPT | 93317Q105 | 31 | 496 | SH | Put | SOLE | | 0 | 0 | 496 |
| Walter Energy Inc | OPT | 93317Q105 | 56 | 496 | SH | Put | SOLE | | 0 | 0 | 496 |
| Windstream Holdings Inc | OPT | 97382A101 | 8 | 136 | SH | Put | SOLE | | 0 | 0 | 136 |
| Yandex NV | OPT | 063251003 | 13 | 750 | SH | Put | SOLE | | 0 | 0 | 750 |
| CARAUSTAR INDUSTRIES INC | TERM | 14076CAB9 | 1,435 | 1,437,210 | PRN | | SOLE | | 0 | 0 | 1,437,210 |
| ENERGY & EXPLORATION PARTNE | TERM | 29268HAB4 | 1,779 | 2,488,750 | PRN | | SOLE | | 0 | 0 | 2,488,750 |
| GYMBOREE CORP | TERM | 40377UAC8 | 1,094 | 1,650,000 | PRN | | SOLE | | 0 | 0 | 1,650,000 |
| SPRINT INDUSTRIAL LLC | TERM | 85208BAE6 | 2,018 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 2,000,000 |
| VERTELLUS SPECIALTIES | TERM | 92531NAH7 | 4,176 | 4,339,130 | PRN | | SOLE | | 0 | 0 | 4,339,130 |
