| 1 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
1,228,514 |
1,219 |
0.01% |
|
PRN |
| 2 |
TICC CAPITAL CORP |
366,415 |
364 |
0.00% |
|
PRN |
| 3 |
HCI GROUP INC |
258,129 |
257 |
0.00% |
|
PRN |
| 4 |
PROSPECT CAPITAL CORPORATION |
237,513 |
237 |
0.00% |
|
PRN |
| 5 |
PENNYMAC CORP |
182,520 |
182 |
0.00% |
|
PRN |
| 6 |
Prospect Capital Corp |
170,968 |
170 |
0.00% |
|
PRN |
| 7 |
NEWPARK RES INC SR NT CV 4 17 |
126,174 |
126 |
0.00% |
|
PRN |
| 8 |
ROYAL BANK OF CANADA |
122,514 |
122 |
0.00% |
|
PRN |
| 9 |
PROSPECT CAPITAL CORPORATION |
112,198 |
112 |
0.00% |
|
PRN |
| 10 |
REDWOOD TR INC |
111,790 |
112 |
0.00% |
|
PRN |
| 11 |
ICONIX BRAND GROUP INC |
108,100 |
108 |
0.00% |
|
PRN |
| 12 |
BLACKROCK CAPITAL INVESTMENT |
101,624 |
100 |
0.00% |
|
PRN |
| 13 |
CORE LABORATORIES NV |
84,094 |
84 |
0.00% |
|
PRN |
| 14 |
PROSPECT CAPITAL CORPORATION |
60,900 |
60 |
0.00% |
|
PRN |
| 15 |
Old Republic International Corp |
57,558 |
58 |
0.00% |
|
PRN |
| 16 |
RTW HLDGS INC |
52,391 |
52 |
0.00% |
|
PRN |
| 17 |
PROSPECT CAPITAL CORPORATION |
50,000 |
51 |
0.00% |
|
PRN |
| 18 |
RESOURCE CAP CORP |
52,698 |
51 |
0.00% |
|
PRN |
| 19 |
SEACOR HOLDINGS INC |
48,434 |
48 |
0.00% |
|
PRN |
| 20 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
19,000 |
44 |
0.00% |
|
PRN |
| 21 |
ATLAS AIR WORLDWIDE HLDGS INC 2.25 06/01/2022 |
35,439 |
35 |
0.00% |
|
PRN |
| 22 |
BLACKSTONE MTG TR INC |
33,450 |
34 |
0.00% |
|
PRN |
| 23 |
CHESAPEAKE ENERGY CORP |
30,000 |
30 |
0.00% |
|
PRN |
| 24 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
26,000 |
29 |
0.00% |
|
PRN |
| 25 |
RYLAND GROUP INC SR NT CV 0.25 19 |
30,000 |
28 |
0.00% |
|
PRN |
| 26 |
WEBMD HEALTH CORP |
25,000 |
26 |
0.00% |
|
PRN |
| 27 |
SOLAZYME INC |
25,688 |
26 |
0.00% |
|
PRN |
| 28 |
HCI GROUP INC |
25,000 |
25 |
0.00% |
|
PRN |
| 29 |
CIENA CORP SR NT CV 17 |
25,000 |
25 |
0.00% |
|
PRN |
| 30 |
ARES CAP CORP |
25,094 |
25 |
0.00% |
|
PRN |
| 31 |
WEB COM GROUP INC |
24,047 |
24 |
0.00% |
|
PRN |
| 32 |
COLONY CAP INC |
24,000 |
24 |
0.00% |
|
PRN |
| 33 |
CTRIP COM INTL LTD |
20,000 |
23 |
0.00% |
|
PRN |
| 34 |
NAVISTAR INTL CORP NEW |
19,713 |
20 |
0.00% |
|
PRN |
| 35 |
Ares Capital Corp |
20,475 |
20 |
0.00% |
|
PRN |
| 36 |
WHITING PETE CORP NEW |
17,550 |
18 |
0.00% |
|
PRN |
| 37 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
18,000 |
18 |
0.00% |
|
PRN |
| 38 |
HOLOGIC INC |
15,000 |
18 |
0.00% |
|
PRN |
| 39 |
RTI INTL METALS INC SR CV NT1.625 19 |
16,000 |
17 |
0.00% |
|
PRN |
| 40 |
JEFFERIES GROUP INC NEW SR DB CV3.875 29 |
17,000 |
17 |
0.00% |
|
PRN |
| 41 |
REDWOOD TR INC |
16,000 |
16 |
0.00% |
|
PRN |
| 42 |
SPIRIT RLTY CAP INC NEW |
15,000 |
16 |
0.00% |
|
PRN |
| 43 |
BROADSOFT INC |
13,000 |
15 |
0.00% |
|
PRN |
| 44 |
NATIONAL HEALTH INVS INC |
13,000 |
15 |
0.00% |
|
PRN |
| 45 |
RAIT Financial |
13,800 |
14 |
0.00% |
|
PRN |
| 46 |
TITAN MACHY INC |
13,313 |
13 |
0.00% |
|
PRN |
| 47 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
13,000 |
13 |
0.00% |
|
PRN |
| 48 |
COBALT INTL ENERGY INC |
11,775 |
12 |
0.00% |
|
PRN |
| 49 |
WEATHERFORD INTL LTD |
10,850 |
11 |
0.00% |
|
PRN |
| 50 |
STARWOOD PPTY TR INC |
10,894 |
11 |
0.00% |
|
PRN |
