| 1 |
JARDEN CORP |
10,500,000 |
122,259 |
10.60% |
|
PRN |
| 2 |
ISHARES TR |
331,853 |
41,435 |
3.59% |
|
|
| 3 |
ISHARES TR |
235,307 |
40,075 |
3.47% |
|
|
| 4 |
GILEAD SCIENCES |
6,200,000 |
31,969 |
2.77% |
|
PRN |
| 5 |
SPDR GOLD TR |
262,159 |
29,459 |
2.55% |
|
|
| 6 |
POWERSHS DB MULTI SECT COMM |
1,080,815 |
25,237 |
2.19% |
|
|
| 7 |
Macquarie Infrastructure Corp |
20,600,000 |
24,269 |
2.10% |
|
PRN |
| 8 |
PRICELINE GRP INC SR CONV NT 1 18 |
18,200,000 |
24,229 |
2.10% |
|
PRN |
| 9 |
LAM RESEARCH CORP |
16,000,000 |
21,220 |
1.84% |
|
PRN |
| 10 |
Anthem Inc |
395,000 |
20,813 |
1.80% |
|
PRN |
| 11 |
ISHARES TR |
326,488 |
20,729 |
1.80% |
|
|
| 12 |
Intel Corp |
13,000,000 |
19,776 |
1.71% |
|
PRN |
| 13 |
Stanley Black & Decker Inc Corp Unit |
137,000 |
19,769 |
1.71% |
|
PRN |
| 14 |
MYLAN INC |
3,800,000 |
19,311 |
1.67% |
|
PRN |
| 15 |
UNITED TECHNOLOGIES CORP |
300,000 |
17,190 |
1.49% |
|
PRN |
| 16 |
RPM INTL INC SR GLBL CV NT 20 |
14,000,000 |
16,293 |
1.41% |
|
PRN |
| 17 |
ENERSYS |
9,250,000 |
15,962 |
1.38% |
|
PRN |
| 18 |
GREEN PLAINS INC |
10,900,000 |
15,825 |
1.37% |
|
PRN |
| 19 |
ARES CAP CORP |
15,300,000 |
15,606 |
1.35% |
|
PRN |
| 20 |
ROPER TECHNOLOGIES INC |
7,100,000 |
15,518 |
1.34% |
|
PRN |
| 21 |
Mentor Graphics Corp |
11,350,000 |
15,351 |
1.33% |
|
PRN |
| 22 |
LABORATORY CORP AMER HLDGS NOTE 9/1 |
9,350,000 |
15,176 |
1.32% |
|
PRN |
| 23 |
NXP SEMICONDUCTOR NV 1.000% 12/01/19 SR:144A CVT |
12,000,000 |
13,988 |
1.21% |
|
PRN |
| 24 |
XILINX INC SR NT CV2.625 17 |
9,000,000 |
13,911 |
1.21% |
|
PRN |
| 25 |
DOMINION ENERGY INC |
285,000 |
13,580 |
1.18% |
|
PRN |
| 26 |
WESCO INTL INC |
5,496,000 |
13,307 |
1.15% |
|
PRN |
| 27 |
MGIC INVT CORP WIS SR CONV NT 2 20 |
7,900,000 |
13,154 |
1.14% |
|
PRN |
| 28 |
J2 GLOBAL INC SR CV NT 3.25 29 |
11,000,000 |
12,753 |
1.11% |
|
PRN |
| 29 |
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 |
8,000,000 |
12,740 |
1.10% |
|
PRN |
| 30 |
ISHARES SILVER TR |
842,919 |
12,669 |
1.10% |
|
|
| 31 |
ALLERGAN PLC |
12,000 |
12,511 |
1.08% |
|
PRN |
| 32 |
CHART INDS INC SR SB GLBL CV 18 |
12,700,000 |
12,271 |
1.06% |
|
PRN |
| 33 |
KeyCorp NEW |
92,000 |
12,052 |
1.04% |
|
PRN |
| 34 |
VECTOR GROUP LTD |
11,000,000 |
12,045 |
1.04% |
|
PRN |
| 35 |
SANDISK CORP FIXED RT SR NT CONV 1.500 percent 08/15/17 B/E DTD 08/25/10 |
9,300,000 |
12,026 |
1.04% |
|
PRN |
| 36 |
TPG Specialty Lending Inc |
12,000,000 |
11,888 |
1.03% |
|
PRN |
| 37 |
ISHARES TR |
288,955 |
11,448 |
0.99% |
|
|
| 38 |
FRONTIER COMMUNICATIONS CORPORTION PFD CONV SER-A |
115,000 |
11,435 |
0.99% |
|
PRN |
| 39 |
TAKE-TWO INTERACTIVE SOFTWARE INC FIXED RT CONVERTIBLE SR NT 1.000 percent 07/01/18 B/E DTD 06/18/13 |
8,000,000 |
11,080 |
0.96% |
|
PRN |
| 40 |
TESLA INC |
11,000,000 |
10,759 |
0.93% |
|
PRN |
| 41 |
VERINT SYS INC 1.5 06/01/2021 |
9,500,000 |
10,747 |
0.93% |
|
PRN |
| 42 |
SEACOR HOLDINGS INC |
11,900,000 |
10,591 |
0.92% |
|
PRN |
| 43 |
BOTTOMLINE TECH DEL INC SR CONV NT1.5 17 |
9,500,000 |
10,557 |
0.91% |
|
PRN |
| 44 |
Chesapeake Energy Corp |
10,400,000 |
10,296 |
0.89% |
|
PRN |
| 45 |
DEPOMED INC |
8,000,000 |
10,250 |
0.89% |
|
PRN |
| 46 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
10,000,000 |
10,069 |
0.87% |
|
PRN |
| 47 |
EQUINIX INC |
39,359 |
9,997 |
0.87% |
|
|
| 48 |
EMERGENT BIOSOLUTIONS 2.875000 01/15/202 |
8,000,000 |
9,910 |
0.86% |
|
PRN |
| 49 |
SPECTRANETICS CORP |
9,500,000 |
9,785 |
0.85% |
|
PRN |
| 50 |
WABASH NATL CORP SR NT CV3.375 18 |
7,700,000 |
9,673 |
0.84% |
|
PRN |
