| 1 |
AIR LEASE CORP SR CV NT3.875 18 |
17,810,000 |
23,770 |
1.22% |
|
PRN |
| 2 |
AIRTRAN HLDGS INC NOTE 5.250%11/0 |
7,943,000 |
19,232 |
0.98% |
|
PRN |
| 3 |
ALCOA INC |
197,600 |
7,811 |
0.40% |
|
|
| 4 |
ALLERGAN PLC |
26,730 |
27,885 |
1.43% |
|
|
| 5 |
ALZA Corp |
7,154,000 |
9,600 |
0.49% |
|
PRN |
| 6 |
AMERICAN TOWER CORP NEW PFD CONV SER A |
266,639 |
26,963 |
1.38% |
|
|
| 7 |
ANTHEM INC |
18,909,000 |
41,588 |
2.13% |
|
PRN |
| 8 |
APOLLO INVT CORP 5.75% 01/15/2016 |
9,709,000 |
9,927 |
0.51% |
|
PRN |
| 9 |
ARCELORMITTAL SA LUXEMBOURG |
92,000 |
1,436 |
0.07% |
|
|
| 10 |
ARES CAP CORP |
1,989,000 |
2,029 |
0.10% |
|
PRN |
| 11 |
ARRAY BIOPHARMA INC 3 06/01/2020 |
4,880,000 |
6,185 |
0.32% |
|
PRN |
| 12 |
ATLAS AIR WORLDWIDE HLDGS INC 2.25 06/01/2022 |
10,000,000 |
9,794 |
0.50% |
|
PRN |
| 13 |
Anthem Inc |
131,800 |
6,945 |
0.36% |
|
|
| 14 |
Ares Capital Corp |
11,132,000 |
11,438 |
0.59% |
|
PRN |
| 15 |
BANK AMER CORP |
469,774 |
7,996 |
0.41% |
|
|
| 16 |
BANK AMER CORP |
11,745 |
13,061 |
0.67% |
|
|
| 17 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
24,419,000 |
37,732 |
1.93% |
|
PRN |
| 18 |
BLACKROCK FLA MUN 2020 TERM |
116,357 |
1,724 |
0.09% |
|
|
| 19 |
BLACKROCK MUNIC BD INVST TR COM |
50,000 |
701 |
0.04% |
|
|
| 20 |
BLACKROCK MUNIHLD NJ QU FU INC COM |
22,040 |
292 |
0.01% |
|
|
| 21 |
BLACKROCK MUNIHLDNGS CALI QL |
184,842 |
2,588 |
0.13% |
|
|
| 22 |
BLACKROCK MUNIHLDS INVSTM QL |
225,594 |
3,124 |
0.16% |
|
|
| 23 |
BLACKROCK MUNIHOLDINGS QUALI |
283,145 |
3,672 |
0.19% |
|
|
| 24 |
BLACKROCK MUNIYIELD CALI QLT |
16,228 |
235 |
0.01% |
|
|
| 25 |
BLACKROCK MUNIYIELD FD INC |
104,738 |
1,450 |
0.07% |
|
|
| 26 |
BLACKROCK MUNIYIELD INVT QUA |
87,573 |
1,156 |
0.06% |
|
|
| 27 |
BOTTOMLINE TECH DEL INC SR CONV NT1.5 17 |
22,993,000 |
25,647 |
1.31% |
|
PRN |
| 28 |
CAMERON INTERNATIONAL COMPANY |
80,000 |
4,190 |
0.21% |
|
|
| 29 |
CARRIAGE SVCS INC NOTE 2.750 3/1 |
11,446,000 |
13,721 |
0.70% |
|
PRN |
| 30 |
CHART INDS INC SR SB GLBL CV 18 |
27,837,000 |
27,018 |
1.38% |
|
PRN |
| 31 |
CIENA CORP |
110,000 |
155 |
0.01% |
|
PRN |
| 32 |
CIENA CORP SR NT CV 17 |
113,000 |
114 |
0.01% |
|
PRN |
| 33 |
CIENA CORP SR NT CV 17 |
2,094,000 |
2,102 |
0.11% |
|
PRN |
| 34 |
CITRIX SYS INC |
17,587,000 |
18,664 |
0.96% |
|
PRN |
| 35 |
CORNERSTONE ONDEMAND INC |
16,233,000 |
16,466 |
0.84% |
|
PRN |
| 36 |
CROWN CASTLE INTL CORP NEW |
199,755 |
20,615 |
1.06% |
|
|
| 37 |
DANAHER CORP DEL LYON 01/21 |
25,379,000 |
63,062 |
3.23% |
|
PRN |
| 38 |
DELTA AIRLINES INC DEL |
323,913 |
13,306 |
0.68% |
|
|
| 39 |
DEPOMED INC NOTE 2.500 9/0 |
12,114,000 |
15,538 |
0.80% |
|
PRN |
| 40 |
DYNEGY INCORPORATED NEW D |
13,120 |
384 |
0.02% |
|
|
| 41 |
Dominion Resources Inc/VA |
23,200 |
1,105 |
0.06% |
|
|
| 42 |
EATON VANCE NEW YORK MUN BD |
14,632 |
180 |
0.01% |
|
|
| 43 |
ECHO GLOBAL LOGISTICS INC SR CONV NT2.5 20 |
10,951,000 |
11,813 |
0.60% |
|
PRN |
| 44 |
FLUIDIGM CORP DEL |
2,263,000 |
1,990 |
0.10% |
|
PRN |
| 45 |
FORD MTR CO DEL |
1,844,500 |
27,686 |
1.42% |
|
|
| 46 |
Fiat Chrysler Automobiles N V Man Cov Sec 16 |
204,973 |
25,857 |
1.32% |
|
|
| 47 |
GENERAL MTRS CO |
699,066 |
23,300 |
1.19% |
|
|
| 48 |
GILEAD SCIENCES |
12,069,000 |
62,253 |
3.19% |
|
PRN |
| 49 |
GOLDCORP INC NEW |
76,945 |
1,247 |
0.06% |
|
|
| 50 |
HALLIBURTON CO |
186,718 |
8,042 |
0.41% |
|
|
