| 1 |
ANTHEM INC |
58,627,000 |
116,668 |
0.17% |
|
PRN |
| 2 |
INTEL CORP JR SB CONV DB 39 |
59,660,000 |
105,188 |
0.15% |
|
PRN |
| 3 |
FIDELITY NATIONAL FINANCIAL IN SR CV NT 4.25 18 |
44,955,000 |
87,353 |
0.12% |
|
PRN |
| 4 |
AIR LEASE CORP SR CV NT3.875 18 |
42,925,000 |
57,680 |
0.08% |
|
PRN |
| 5 |
DANAHER CORP DEL LYON 01/21 |
15,460,000 |
45,974 |
0.07% |
|
PRN |
| 6 |
LIBERTY INTERACTIVE LLC |
42,460,000 |
45,645 |
0.07% |
|
PRN |
| 7 |
HSBC HLDGS PLC NOTE 6.87512/3 |
22,160,000 |
23,379 |
0.03% |
|
PRN |
| 8 |
Old Republic International Corp |
18,305,000 |
22,904 |
0.03% |
|
PRN |
| 9 |
ING GROEP N V |
21,250,000 |
20,493 |
0.03% |
|
PRN |
| 10 |
REDWOOD TR INC |
19,631,000 |
19,594 |
0.03% |
|
PRN |
| 11 |
VECTOR GROUP LTD |
12,047,000 |
18,763 |
0.03% |
|
PRN |
| 12 |
LLOYDS BANKING GROUP PLC |
15,630,000 |
16,099 |
0.02% |
|
PRN |
| 13 |
MGIC INVT CORP WIS SR CONV NT 2 20 |
6,095,000 |
9,036 |
0.01% |
|
PRN |
| 14 |
SOCIETE GENERALE |
6,975,000 |
7,254 |
0.01% |
|
PRN |
| 15 |
ROYAL BK OF SCOTLAND PLC |
7,200,000 |
6,894 |
0.01% |
|
PRN |
| 16 |
ROYAL BK SCOTLAND GROUP PLC |
6,700,000 |
6,834 |
0.01% |
|
PRN |
| 17 |
HOLOGIC INC SR STEP CV NT 42 |
4,385,000 |
5,947 |
0.01% |
|
PRN |
| 18 |
AUSTRALIA & NEW ZEALA BKG 14 |
5,600,000 |
5,655 |
0.01% |
|
PRN |
| 19 |
SANDRIDGE ENERGY INC |
2,615,961 |
3,259 |
0.00% |
|
PRN |
| 20 |
INTNED 6 PERP C |
3,250,000 |
3,169 |
0.00% |
|
PRN |
| 21 |
ENBRIDGE INC NOTE 6.000 1/1 |
665,000 |
663 |
0.00% |
|
PRN |
| 22 |
WESTPAC BKG CORP |
460,000 |
461 |
0.00% |
|
PRN |
| 23 |
TRINITY INDS INC |
305,000 |
390 |
0.00% |
|
PRN |
| 24 |
WOORI BANK |
200,000 |
192 |
0.00% |
|
PRN |
| 25 |
TTM TECHNOLOGIES INC |
16,000 |
24 |
0.00% |
|
PRN |
| 26 |
ANI PHARMACEUTICALS INC |
17,000 |
20 |
0.00% |
|
PRN |
| 27 |
UBS AG |
18,000 |
20 |
0.00% |
|
PRN |
| 28 |
APOLLO COML REAL EST FIN INC |
19,000 |
20 |
0.00% |
|
PRN |
| 29 |
J2 GLOBAL INC SR CV NT 3.25 29 |
14,000 |
19 |
0.00% |
|
PRN |
| 30 |
WELLS FARGO & CO |
15,000 |
19 |
0.00% |
|
PRN |
| 31 |
GOLDMAN SACHS GROUP INC |
15,000 |
19 |
0.00% |
|
PRN |
| 32 |
REDWOOD TR INC |
19,000 |
19 |
0.00% |
|
PRN |
| 33 |
COLONY CAP INC |
18,000 |
18 |
0.00% |
|
PRN |
| 34 |
BLACKSTONE MTG TR INC |
16,000 |
18 |
0.00% |
|
PRN |
| 35 |
ECHO GLOBAL LOGISTICS INC SR CONV NT2.5 20 |
18,000 |
18 |
0.00% |
|
PRN |
| 36 |
NATIONAL HEALTH INVS INC |
13,000 |
15 |
0.00% |
|
PRN |
| 37 |
WELLS FARGO & CO |
15,000 |
15 |
0.00% |
|
PRN |
| 38 |
HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 |
21,000 |
15 |
0.00% |
|
PRN |
| 39 |
BLACKROCK CAPITAL INVESTMENT |
15,000 |
15 |
0.00% |
|
PRN |
| 40 |
VERINT SYS INC 1.5 06/01/2021 |
15,000 |
14 |
0.00% |
|
PRN |
| 41 |
SEACOR HOLDINGS INC |
16,000 |
14 |
0.00% |
|
PRN |
| 42 |
ATLAS AIR WORLDWIDE HLDGS INC 2.25 06/01/2022 |
13,000 |
13 |
0.00% |
|
PRN |
| 43 |
BROADSOFT INC |
10,000 |
11 |
0.00% |
|
PRN |
| 44 |
HURON CONSULTING GROUP INC |
11,000 |
11 |
0.00% |
|
PRN |
| 45 |
SUNPOWER CORP |
15,000 |
10 |
0.00% |
|
PRN |
| 46 |
TICC CAPITAL CORP |
10,000 |
10 |
0.00% |
|
PRN |
| 47 |
RESOURCE CAP CORP |
10,000 |
10 |
0.00% |
|
PRN |
| 48 |
CHART INDS INC SR SB GLBL CV 18 |
9,000 |
9 |
0.00% |
|
PRN |
| 49 |
SANDISK CORP |
10,000 |
9 |
0.00% |
|
PRN |
| 50 |
GREENBRIER COS INC |
6,000 |
8 |
0.00% |
|
PRN |
