| 1 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
1,194,634 |
1,195 |
0.01% |
|
PRN |
| 2 |
TICC CAPITAL CORP |
304,192 |
304 |
0.00% |
|
PRN |
| 3 |
PROSPECT CAPITAL CORPORATION |
179,612 |
180 |
0.00% |
|
PRN |
| 4 |
Prospect Capital Corp |
165,240 |
165 |
0.00% |
|
PRN |
| 5 |
ROYAL BANK OF CANADA |
123,044 |
123 |
0.00% |
|
PRN |
| 6 |
PROSPECT CAPITAL CORPORATION |
115,144 |
115 |
0.00% |
|
PRN |
| 7 |
BGC PARTNERS INC |
84,894 |
85 |
0.00% |
|
PRN |
| 8 |
PROSPECT CAPITAL CORPORATION |
75,650 |
76 |
0.00% |
|
PRN |
| 9 |
BLACKROCK CAPITAL INVESTMENT |
76,172 |
76 |
0.00% |
|
PRN |
| 10 |
Old Republic International Corp |
58,765 |
59 |
0.00% |
|
PRN |
| 11 |
CORE LABORATORIES NV |
49,657 |
50 |
0.00% |
|
PRN |
| 12 |
NEWPARK RES INC SR NT CV 4 17 |
46,375 |
46 |
0.00% |
|
PRN |
| 13 |
REDWOOD TR INC |
41,501 |
42 |
0.00% |
|
PRN |
| 14 |
PROSPECT CAPITAL CORPORATION |
40,550 |
41 |
0.00% |
|
PRN |
| 15 |
RESOURCE CAP CORP |
38,600 |
39 |
0.00% |
|
PRN |
| 16 |
HCI GROUP INC |
36,400 |
36 |
0.00% |
|
PRN |
| 17 |
SOLAZYME INC |
35,307 |
35 |
0.00% |
|
PRN |
| 18 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
19,000 |
34 |
0.00% |
|
PRN |
| 19 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
26,000 |
29 |
0.00% |
|
PRN |
| 20 |
RYLAND GROUP INC SR NT CV 0.25 19 |
30,000 |
28 |
0.00% |
|
PRN |
| 21 |
WEBMD HEALTH CORP |
25,000 |
28 |
0.00% |
|
PRN |
| 22 |
BLACKSTONE MTG TR INC |
26,531 |
27 |
0.00% |
|
PRN |
| 23 |
ARES CAP CORP |
25,469 |
25 |
0.00% |
|
PRN |
| 24 |
CIENA CORP SR NT CV 17 |
25,000 |
25 |
0.00% |
|
PRN |
| 25 |
SINA CORP |
24,547 |
25 |
0.00% |
|
PRN |
| 26 |
CHESAPEAKE ENERGY CORP |
30,000 |
24 |
0.00% |
|
PRN |
| 27 |
CTRIP COM INTL LTD |
20,000 |
24 |
0.00% |
|
PRN |
| 28 |
COLONY CAP INC |
24,000 |
23 |
0.00% |
|
PRN |
| 29 |
Ares Capital Corp |
20,688 |
21 |
0.00% |
|
PRN |
| 30 |
HOLOGIC INC |
15,000 |
18 |
0.00% |
|
PRN |
| 31 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
18,000 |
18 |
0.00% |
|
PRN |
| 32 |
JEFFERIES GROUP INC NEW SR DB CV3.875 29 |
17,000 |
17 |
0.00% |
|
PRN |
| 33 |
RTI INTL METALS INC SR CV NT1.625 19 |
16,000 |
17 |
0.00% |
|
PRN |
| 34 |
SPIRIT RLTY CAP INC NEW |
15,000 |
16 |
0.00% |
|
PRN |
| 35 |
REDWOOD TR INC |
16,000 |
16 |
0.00% |
|
PRN |
| 36 |
BROADSOFT INC |
13,000 |
15 |
0.00% |
|
PRN |
| 37 |
NATIONAL HEALTH INVS INC |
13,000 |
14 |
0.00% |
|
PRN |
| 38 |
TESLA INC |
12,328 |
12 |
0.00% |
|
PRN |
| 39 |
FOREST CITY ENTERPRISES INC |
10,000 |
12 |
0.00% |
|
PRN |
| 40 |
AEGEAN MARINE PETE NETWORK I |
11,775 |
12 |
0.00% |
|
PRN |
| 41 |
COBALT INTL ENERGY INC |
11,250 |
11 |
0.00% |
|
PRN |
| 42 |
NEWMONT MINING CORP SR NT CV1.625 17 |
11,188 |
11 |
0.00% |
|
PRN |
| 43 |
STARWOOD PPTY TR INC |
10,000 |
11 |
0.00% |
|
PRN |
| 44 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
11,000 |
11 |
0.00% |
|
PRN |
| 45 |
STARWOOD PPTY TR INC |
10,419 |
10 |
0.00% |
|
PRN |
| 46 |
Ares Capital Corp |
9,000 |
10 |
0.00% |
|
PRN |
| 47 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
13,000 |
10 |
0.00% |
|
PRN |
| 48 |
TESLA INC |
12,000 |
10 |
0.00% |
|
PRN |
| 49 |
ENDOLOGIX INC |
10,000 |
9 |
0.00% |
|
PRN |
| 50 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
7,638 |
8 |
0.00% |
|
PRN |
