| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Workday Inc | 12,785,000 | 121,059 | 5.72% | PRN | |
| 2 | AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 | 1,000,000 | 114,340 | 5.40% | PRN | |
| 3 | RTW HLDGS INC | 600,000 | 110,110 | 5.20% | PRN | |
| 4 | MICRON TECHNOLOGY INC SR SB CV NT 3 43 | 1,805,000 | 101,430 | 4.79% | PRN | |
| 5 | Welltower Inc | 1,467,085 | 99,043 | 4.68% | ||
| 6 | Royal Gold Inc | 18,830,000 | 97,620 | 4.61% | PRN | |
| 7 | LIBERTY MEDIA CORP DELAWARE | 100,978,000 | 85,829 | 4.05% | PRN | |
| 8 | ISIS PHARMACEUTICALS INC DEL SR CONV NT 1 21 | 6,045,000 | 82,320 | 3.89% | PRN | |
| 9 | SALESFORCE COM INC SR CV NT 0.25 18 | 27,405,000 | 76,286 | 3.60% | PRN | |
| 10 | LABORATORY CORP AMER HLDGS NOTE 9/1 | 40,705,000 | 63,791 | 3.01% | PRN | |
| 11 | TRULIA INC | 18,970,000 | 62,628 | 2.96% | PRN | |
| 12 | MOLINA HEALTHCARE INC | 21,080,000 | 54,868 | 2.59% | PRN | |
| 13 | AKAMAI TECHNOLOGIES INC | 15,000,000 | 51,525 | 2.43% | PRN | |
| 14 | MERCADOLIBRE INC | 2,590,000 | 41,566 | 1.96% | PRN | |
| 15 | NEW YORK CMNTY CAP TR V BIFURCATED OPT NT UNIT SECS BONUSES | 818,636 | 41,014 | 1.94% | ||
| 16 | SAFEGUARD SCIENTIFICS IN | 2,650,000 | 38,716 | 1.83% | PRN | |
| 17 | ELECTRONICS FOR IMAGING INC | 36,277,000 | 37,946 | 1.79% | PRN | |
| 18 | COLONY CAP INC | 41,755,000 | 37,787 | 1.78% | PRN | |
| 19 | AEGEAN MARINE PETE NETWORK I | 2,340,000 | 34,272 | 1.62% | PRN | |
| 20 | COWEN GROUP INC NEW | 34,362,000 | 34,247 | 1.62% | PRN | |
| 21 | WORKDAY INC | 5,715,000 | 33,469 | 1.58% | PRN | |
| 22 | NXP SEMICONDUCTORS N V | 5,450,000 | 32,017 | 1.51% | PRN | |
| 23 | IGI LABORATORIES INC | 11,747,000 | 31,677 | 1.50% | PRN | |
| 24 | INTERDIGITAL INC | 5,195,000 | 31,367 | 1.48% | PRN | |
| 25 | LIBERTY MEDIA CORP | 1,310,000 | 30,039 | 1.42% | PRN | |
| 26 | CEMEX SAB DE CV NOTE 3.750 3/1 | 13,210,000 | 29,104 | 1.37% | PRN | |
| 27 | SOLAZYME INC | 15,510,000 | 28,057 | 1.32% | PRN | |
| 28 | RTI INTL METALS INC SR CV NT1.625 19 | 73,503,000 | 26,563 | 1.25% | PRN | |
| 29 | CITRIX SYS INC | 50,066,000 | 25,413 | 1.20% | PRN | |
| 30 | PDL BIOPHARMA INC | 8,340,000 | 20,846 | 0.98% | PRN | |
| 31 | CORE LABORATORIES NV | 23,560,000 | 20,117 | 0.95% | PRN | |
| 32 | EZCORP INC | 4,875,000 | 18,259 | 0.86% | PRN | |
| 33 | SERVICESOURCE INTL INC | 1,380,000 | 18,171 | 0.86% | PRN | |
| 34 | PROSPECT CAPITAL CORPORATION | 101,404,000 | 17,725 | 0.84% | PRN | |
| 35 | CARRIAGE SVCS INC NOTE 2.750 3/1 | 25,174,000 | 16,508 | 0.78% | PRN | |
| 36 | RPM INTL INC SR GLBL CV NT 20 | 33,427,000 | 16,267 | 0.77% | PRN | |
| 37 | ALTRA INDL MOTION CORP | 6,275,000 | 15,681 | 0.74% | PRN | |
| 38 | JOHNSON & JOHNSON | 127,000 | 15,405 | 0.73% | ||
| 39 | XILINX INC SR NT CV2.625 17 | 25,448,000 | 14,694 | 0.69% | PRN | |
| 40 | ALASKA COMMUNICATIONS SYS GRP 6.25 05/01/2018 | 1,500,000 | 14,672 | 0.69% | PRN | |
| 41 | CHESAPEAKE ENERGY CORP | 1,400,000 | 14,555 | 0.69% | PRN | |
| 42 | PORTFOLIO RECOVERY ASSOCS IN | 33,638,000 | 13,748 | 0.65% | PRN | |
| 43 | GENERAL MTRS CO | 1,132,476 | 11,857 | 0.56% | ||
| 44 | SEACOR HOLDINGS INC | 5,580,000 | 11,824 | 0.56% | PRN | |
| 45 | SEQUENOM INC | 7,870,000 | 11,283 | 0.53% | PRN | |
| 46 | BGC PARTNERS INC | 4,339,000 | 10,740 | 0.51% | PRN | |
| 47 | TPG Specialty Lending Inc | 29,676,000 | 10,081 | 0.48% | PRN | |
| 48 | INTEL CORP JR SB CONV DB 35 | 24,720,000 | 9,800 | 0.46% | PRN | |
| 49 | BROOKDALE SR LIVING INC | 200,000 | 9,758 | 0.46% | PRN | |
| 50 | WELLS FARGO & CO NEW | 7,069 | 9,084 | 0.43% |
| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AEGEAN MARINE PETE NETWORK I | 2,340,000 | 1,881 | 0.09% | PRN | |
| 2 | AEGERION PHARMACEUTICALS INC | 15,070,000 | 8,505 | 0.40% | PRN | |
| 3 | AIR LEASE CORP SR CV NT3.875 18 | 46,923,000 | 57,518 | 2.67% | PRN | |
| 4 | AKAMAI TECHNOLOGIES INC | 15,000,000 | 14,813 | 0.69% | PRN | |
| 5 | ALASKA COMMUNICATIONS SYS GRP 6.25 05/01/2018 | 1,500,000 | 1,453 | 0.07% | PRN | |
| 6 | ALON USA ENERGY INC | 35,909,000 | 31,230 | 1.45% | PRN | |
| 7 | ALTRA INDL MOTION CORP | 6,275,000 | 7,162 | 0.33% | PRN | |
| 8 | ALZA Corp | 61,456,000 | 102,670 | 4.77% | PRN | |
| 9 | AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 | 1,000,000 | 989 | 0.05% | PRN | |
| 10 | AMYRIS INC | 15,037,000 | 5,263 | 0.24% | PRN | |
| 11 | ANI PHARMACEUTICALS INC | 200,000 | 217 | 0.01% | PRN | |
| 12 | ANTHEM INC | 1,250,000 | 2,292 | 0.11% | PRN | |
| 13 | B2GOLD CORP | 17,715,000 | 17,541 | 0.81% | PRN | |
| 14 | BGC PARTNERS INC | 4,339,000 | 4,337 | 0.20% | PRN | |
| 15 | BLACKROCK DEBT STRAT FD INC COM | 152,006 | 537 | 0.02% | ||
| 16 | BROOKDALE SR LIVING INC | 200,000 | 198 | 0.01% | PRN | |
| 17 | Bank of America Corp Warrants Exp 01/16/19 | 238,568 | 830 | 0.04% | ||
| 18 | CAPITAL ONE FINANCIAL CORP WARRANTS 2009-14. | 23,500 | 560 | 0.03% | ||
| 19 | CARRIAGE SVCS INC NOTE 2.750 3/1 | 25,174,000 | 29,753 | 1.38% | PRN | |
| 20 | CEMEX SAB DE CV NOTE 3.750 3/1 | 13,210,000 | 13,631 | 0.63% | PRN | |
| 21 | CHESAPEAKE ENERGY CORP | 1,400,000 | 1,124 | 0.05% | PRN | |
| 22 | CITRIX SYS INC | 50,066,000 | 55,854 | 2.59% | PRN | |
| 23 | COLONY CAP INC | 41,755,000 | 39,589 | 1.84% | PRN | |
| 24 | COLONY CAP INC 5 04/15/2023 | 1,995,000 | 1,920 | 0.09% | PRN | |
| 25 | CORE LABORATORIES NV | 23,560,000 | 23,648 | 1.10% | PRN | |
| 26 | COWEN GROUP INC NEW | 34,362,000 | 30,990 | 1.44% | PRN | |
| 27 | CUMULUS MEDIA INC | 5,436,616 | 1,685 | 0.08% | ||
| 28 | DEPOMED INC NOTE 2.500 9/0 | 1,000,000 | 1,211 | 0.06% | PRN | |
| 29 | DURECT CORP | 125,841 | 154 | 0.01% | ||
| 30 | EASTMAN KODAK CO | 13,144 | 45 | 0.00% | ||
| 31 | EASTMAN KODAK CO | 13,144 | 53 | 0.00% | ||
| 32 | EATON VANCE LTD DURATION INC | 171,671 | 2,307 | 0.11% | ||
| 33 | ELECTRONICS FOR IMAGING INC | 36,277,000 | 38,896 | 1.81% | PRN | |
| 34 | EMMIS COMMUNICTNS CORP CL A | 2,362,157 | 1,718 | 0.08% | ||
| 35 | ENERNOC | 22,240,000 | 16,068 | 0.75% | PRN | |
| 36 | EURONET WORLDWIDE INC | 1,500,000 | 1,725 | 0.08% | PRN | |
| 37 | EZCORP INC | 4,875,000 | 4,089 | 0.19% | PRN | |
| 38 | FELCOR LODGING TR INC PFD CV A $1.95 | 37,500 | 942 | 0.04% | ||
| 39 | FXCM INC | 5,375,000 | 1,922 | 0.09% | PRN | |
| 40 | GENERAL MTRS CO | 1,132,476 | 11,857 | 0.55% | ||
| 41 | GLOBAL EAGLE ENTMT INC | 4,980,000 | 3,636 | 0.17% | PRN | |
| 42 | GREENBRIER COS INC | 28,494,000 | 30,346 | 1.41% | PRN | |
| 43 | GSV CAP CORP | 1,595,000 | 1,468 | 0.07% | PRN | |
| 44 | HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 | 2,140,000 | 1,236 | 0.06% | PRN | |
| 45 | ICONIX BRAND GROUP INC | 112,096 | 758 | 0.04% | ||
| 46 | ICONIX BRAND GROUP INC | 11,770,000 | 9,593 | 0.45% | PRN | |
| 47 | IGI LABORATORIES INC | 11,747,000 | 10,616 | 0.49% | PRN | |
| 48 | INTEGRATED DEVICE TECHNOLOGY | 6,020,000 | 5,862 | 0.27% | PRN | |
| 49 | INTEL CORP JR SB CONV DB 35 | 24,720,000 | 31,965 | 1.48% | PRN | |
| 50 | INTEL CORP JR SB CONV DB 39 | 50,657,000 | 82,541 | 3.83% | PRN |
