| 1 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
1,183,076 |
1,180 |
0.01% |
|
PRN |
| 2 |
TICC CAPITAL CORP |
312,620 |
310 |
0.00% |
|
PRN |
| 3 |
PROSPECT CAPITAL CORPORATION |
186,550 |
186 |
0.00% |
|
PRN |
| 4 |
Prospect Capital Corp |
151,410 |
151 |
0.00% |
|
PRN |
| 5 |
HCI GROUP INC |
134,227 |
135 |
0.00% |
|
PRN |
| 6 |
ROYAL BANK OF CANADA |
125,345 |
125 |
0.00% |
|
PRN |
| 7 |
NEWPARK RES INC SR NT CV 4 17 |
108,970 |
109 |
0.00% |
|
PRN |
| 8 |
RTW HLDGS INC |
103,276 |
103 |
0.00% |
|
PRN |
| 9 |
REDWOOD TR INC |
97,303 |
97 |
0.00% |
|
PRN |
| 10 |
PROSPECT CAPITAL CORPORATION |
88,931 |
90 |
0.00% |
|
PRN |
| 11 |
BLACKROCK CAPITAL INVESTMENT |
77,250 |
78 |
0.00% |
|
PRN |
| 12 |
Ares Capital Corp |
72,188 |
72 |
0.00% |
|
PRN |
| 13 |
ICONIX BRAND GROUP INC |
67,276 |
67 |
0.00% |
|
PRN |
| 14 |
PROSPECT CAPITAL CORPORATION |
61,425 |
61 |
0.00% |
|
PRN |
| 15 |
Old Republic International Corp |
55,229 |
56 |
0.00% |
|
PRN |
| 16 |
RESOURCE CAP CORP |
53,900 |
55 |
0.00% |
|
PRN |
| 17 |
SEACOR HOLDINGS INC |
40,500 |
41 |
0.00% |
|
PRN |
| 18 |
ATLAS AIR WORLDWIDE HLDGS INC 2.25 06/01/2022 |
38,776 |
40 |
0.00% |
|
PRN |
| 19 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
19,000 |
40 |
0.00% |
|
PRN |
| 20 |
SOLAZYME INC |
32,944 |
33 |
0.00% |
|
PRN |
| 21 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
26,000 |
31 |
0.00% |
|
PRN |
| 22 |
ARES CAP CORP |
30,337 |
30 |
0.00% |
|
PRN |
| 23 |
CHESAPEAKE ENERGY CORP |
30,000 |
28 |
0.00% |
|
PRN |
| 24 |
RYLAND GROUP INC SR NT CV 0.25 19 |
30,000 |
28 |
0.00% |
|
PRN |
| 25 |
BLACKSTONE MTG TR INC |
27,469 |
27 |
0.00% |
|
PRN |
| 26 |
WEBMD HEALTH CORP |
25,000 |
26 |
0.00% |
|
PRN |
| 27 |
CTRIP COM INTL LTD |
20,000 |
26 |
0.00% |
|
PRN |
| 28 |
CIENA CORP SR NT CV 17 |
25,000 |
25 |
0.00% |
|
PRN |
| 29 |
COLONY CAP INC |
24,000 |
24 |
0.00% |
|
PRN |
| 30 |
WEB COM GROUP INC |
23,735 |
24 |
0.00% |
|
PRN |
| 31 |
JEFFERIES GROUP INC NEW SR DB CV3.875 29 |
17,000 |
18 |
0.00% |
|
PRN |
| 32 |
HOLOGIC INC |
15,000 |
18 |
0.00% |
|
PRN |
| 33 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
18,000 |
18 |
0.00% |
|
PRN |
| 34 |
RTI INTL METALS INC SR CV NT1.625 19 |
16,000 |
17 |
0.00% |
|
PRN |
| 35 |
SPIRIT RLTY CAP INC NEW |
15,000 |
17 |
0.00% |
|
PRN |
| 36 |
REDWOOD TR INC |
16,000 |
16 |
0.00% |
|
PRN |
| 37 |
BROADSOFT INC |
13,000 |
16 |
0.00% |
|
PRN |
| 38 |
COBALT INTL ENERGY INC |
15,263 |
15 |
0.00% |
|
PRN |
| 39 |
NATIONAL HEALTH INVS INC |
13,000 |
15 |
0.00% |
|
PRN |
| 40 |
TITAN MACHY INC |
13,022 |
13 |
0.00% |
|
PRN |
| 41 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
13,000 |
12 |
0.00% |
|
PRN |
| 42 |
FOREST CITY ENTERPRISES INC |
10,000 |
12 |
0.00% |
|
PRN |
| 43 |
STARWOOD PPTY TR INC |
10,963 |
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 |
10,000 |
11 |
0.00% |
|
PRN |
| 46 |
NEWMONT MINING CORP SR NT CV1.625 17 |
10,900 |
11 |
0.00% |
|
PRN |
| 47 |
TESLA INC |
12,000 |
10 |
0.00% |
|
PRN |
| 48 |
ENDOLOGIX INC |
10,000 |
10 |
0.00% |
|
PRN |
| 49 |
Ares Capital Corp |
9,000 |
9 |
0.00% |
|
PRN |
| 50 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
8,888 |
9 |
0.00% |
|
PRN |
