| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | PRICELINE GRP INC SR CONV NT 1 18 | 101,404,000 | 131,312 | 6.06% | PRN | |
| 2 | TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 | 29,676,000 | 114,365 | 5.28% | PRN | |
| 3 | LIBERTY MEDIA CORP DELAWARE | 700,000 | 108,738 | 5.02% | PRN | |
| 4 | Citrix Systems Inc | 1,000,000 | 94,502 | 4.36% | PRN | |
| 5 | Intel Corp | 40,705,000 | 84,230 | 3.89% | PRN | |
| 6 | Welltower Inc | 15,037,000 | 83,835 | 3.87% | PRN | |
| 7 | ALZA Corp | 13,210,000 | 80,686 | 3.73% | PRN | |
| 8 | PROSPECT CAPITAL CORPORATION | 600,000 | 80,059 | 3.70% | PRN | |
| 9 | RTI INTL METALS INC SR CV NT1.625 19 | 18,830,000 | 74,784 | 3.45% | PRN | |
| 10 | JANUS HENDERSON GROUP PLC NOTE 0.750 7/1 | 100,978,000 | 63,892 | 2.95% | PRN | |
| 11 | STILLWATER MNG CO | 2,400,000 | 63,281 | 2.92% | PRN | |
| 12 | AIR LEASE CORP SR CV NT3.875 18 | 4,339,000 | 61,088 | 2.82% | PRN | |
| 13 | Macquarie Infrastructure Corp | 21,080,000 | 56,703 | 2.62% | PRN | |
| 14 | LAM RESEARCH CORP SR NT CV 1.25 18 | 30,972,000 | 50,301 | 2.32% | PRN | |
| 15 | TRINITY INDS INC | 94,943,000 | 46,956 | 2.17% | PRN | |
| 16 | Red Hat Inc | 27,405,000 | 43,799 | 2.02% | PRN | |
| 17 | RPM INTL INC SR GLBL CV NT 20 | 10,815,000 | 40,412 | 1.87% | PRN | |
| 18 | NEW YORK CMNTY CAP TR V BIFURCATED OPT NT UNIT SECS BONUSES | 200,000 | 39,561 | 1.83% | PRN | |
| 19 | ELECTRONICS FOR IMAGING INC | 4,980,000 | 39,152 | 1.81% | PRN | |
| 20 | XILINX INC SR NT CV2.625 17 | 12,785,000 | 38,980 | 1.80% | PRN | |
| 21 | ALON USA ENERGY INC | 17,715,000 | 38,622 | 1.78% | PRN | |
| 22 | COLONY CAP INC | 22,240,000 | 38,463 | 1.78% | PRN | |
| 23 | SALESFORCE COM INC SR CV NT 0.25 18 | 1,380,000 | 37,267 | 1.72% | PRN | |
| 24 | MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 | 5,350,000 | 36,111 | 1.67% | PRN | |
| 25 | INTEL CORP JR SB CONV DB 35 | 24,725,000 | 34,397 | 1.59% | PRN | |
| 26 | DYCOM INDS INC | 1,595,000 | 32,390 | 1.50% | PRN | |
| 27 | COWEN INC | 4,875,000 | 32,013 | 1.48% | PRN | |
| 28 | GREENBRIER COS INC | 24,720,000 | 30,189 | 1.39% | PRN | |
| 29 | TPG Specialty Lending Inc | 6,430,000 | 29,749 | 1.37% | PRN | |
| 30 | LABORATORY CORP AMER HLDGS NOTE 9/1 | 2,590,000 | 29,372 | 1.36% | PRN | |
| 31 | CARRIAGE SERVICES INC | 23,560,000 | 28,522 | 1.32% | PRN | |
| 32 | PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000 8/0 | 2,740,000 | 27,835 | 1.29% | PRN | |
| 33 | MOLINA HEALTHCARE INC | 17,167,000 | 24,115 | 1.11% | PRN | |
| 34 | WEATERFORD BERMUDA | 20,270,000 | 22,083 | 1.02% | PRN | |
| 35 | CORE LABORATORIES NV | 1,500,000 | 22,070 | 1.02% | PRN | |
| 36 | KEYW HLDG CORP | 49,038,000 | 21,260 | 0.98% | PRN | |
| 37 | Royal Gold Inc | 5,580,000 | 20,894 | 0.97% | PRN | |
| 38 | NATIONAL HEALTH INVS INC | 2,000,000 | 19,696 | 0.91% | PRN | |
| 39 | B2GOLD CORP | 41,755,000 | 16,271 | 0.75% | PRN | |
| 40 | GENERAL MTRS CO | 214,018 | 15,809 | 0.73% | ||
| 41 | ENERNOC | 28,494,000 | 14,710 | 0.68% | PRN | |
| 42 | CEMEX SAB DE CV NOTE 3.750 3/1 | 34,362,000 | 12,545 | 0.58% | PRN | |
| 43 | AKAMAI TECHNOLOGIES INC | 200,000 | 11,424 | 0.53% | PRN | |
| 44 | SPECTRANETICS CORP | 1,940,000 | 11,168 | 0.52% | PRN | |
| 45 | IGI LABORATORIES INC | 5,195,000 | 10,636 | 0.49% | PRN | |
| 46 | AMTRUST FINL SVCS INC | 50,066,000 | 10,036 | 0.46% | PRN | |
| 47 | RESOURCE CAP CORP | 2,145,000 | 9,598 | 0.44% | PRN | |
| 48 | WELLS FARGO CO NEW | 1,000,000 | 9,252 | 0.43% | PRN | |
| 49 | ALTRA INDL MOTION CORP | 25,174,000 | 8,930 | 0.41% | PRN | |
| 50 | ICONIX BRAND GROUP INC | 6,045,000 | 8,743 | 0.40% | PRN |
| # | % | |||||
|---|---|---|---|---|---|---|
| 51 | TERRAVIA HLDGS INC | 15,510,000 | 8,143 | 0.38% | PRN | |
| 52 | TRULIA INC | 4,491,000 | 6,894 | 0.32% | PRN | |
| 53 | NXP SEMICONDUCTORS N V | 5,450,000 | 6,492 | 0.30% | PRN | |
| 54 | TERRAVIA HLDGS INC | 8,590,000 | 5,755 | 0.27% | PRN | |
| 55 | AMYRIS INC | 14,932,000 | 5,525 | 0.26% | PRN | |
| 56 | RADIO ONE INC CL D NON VTG | 1,706,031 | 5,169 | 0.24% | PRN | |
| 57 | INTERDIGITAL INC | 3,750,000 | 4,549 | 0.21% | PRN | |
| 58 | GLOBAL EAGLE ENTMT INC | 4,740,000 | 3,946 | 0.18% | PRN | |
| 59 | EATON VANCE LTD DURATION INC | 252,198 | 3,458 | 0.16% | ||
| 60 | IRIDIUM COMMUNICATIONS INC | 10,580 | 3,169 | 0.15% | ||
| 61 | PRICELINE GRP INC SR CONV NT0.9 21 | 2,740,000 | 2,943 | 0.14% | PRN | |
| 62 | WEBMD HEALTH CORP | 2,500,000 | 2,605 | 0.12% | PRN | |
| 63 | NUVEEN CR STRATEGIES INCOME FD COM SHS | 303,805 | 2,576 | 0.12% | PRN | |
| 64 | SAFEGUARD SCIENTIFICS IN | 2,450,000 | 2,507 | 0.12% | PRN | |
| 65 | EMMIS COMMUNICATIONS-CLASS A | 611,585 | 2,477 | 0.11% | ||
| 66 | ANTHEM INC | 1,250,000 | 2,192 | 0.10% | PRN | |
| 67 | SPIRIT RLTY CAP INC NEW | 1,940,000 | 2,147 | 0.10% | PRN | |
| 68 | FXCM INC | 4,745,000 | 2,086 | 0.10% | PRN | |
| 69 | Colony NorthStar Inc | 2,020,000 | 2,009 | 0.09% | PRN | |
| 70 | CUMULUS MEDIA INC | 5,436,616 | 1,794 | 0.08% | ||
| 71 | KeyCorp NEW | 11,713 | 1,599 | 0.07% | ||
| 72 | BANK AMER CORPORATION WARRANT EXP 011619 | 343,568 | 1,587 | 0.07% | ||
| 73 | PDL BIOPHARMA INC NOTE 4.000 2/0 | 1,580,000 | 1,539 | 0.07% | PRN | |
| 74 | GSV CAP CORP | 1,595,000 | 1,463 | 0.07% | PRN | |
| 75 | SEACOR HOLDINGS INC | 1,785,000 | 1,456 | 0.07% | PRN | |
| 76 | DEPOMED INC | 1,000,000 | 1,429 | 0.07% | PRN | |
| 77 | AEGEAN MARINE PETE NETWORK I | 1,185,000 | 1,185 | 0.05% | PRN | |
| 78 | QUANTUM CORP | 1,100,000 | 1,040 | 0.05% | PRN | |
| 79 | AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 | 1,000,000 | 1,000 | 0.05% | PRN | |
| 80 | HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 | 1,670,000 | 969 | 0.04% | PRN | |
| 81 | Priceline Group Inc/The | 740,000 | 948 | 0.04% | PRN | |
| 82 | FELCOR LODGING TR INC PFD CV A $1.95 | 37,500 | 940 | 0.04% | ||
| 83 | BROOKFIELD TOTAL RETURN FD I | 37,929 | 850 | 0.04% | ||
| 84 | LIBERTY MEDIA CORP | 1,310,000 | 794 | 0.04% | PRN | |
| 85 | EURONET WORLDWIDE INC | 560,000 | 708 | 0.03% | PRN | |
| 86 | NUVEEN SHT DUR CR OPP FD | 40,640 | 684 | 0.03% | PRN | |
| 87 | PERNIX THERAPEUTICS HOLDINGS INC | 2,000,000 | 650 | 0.03% | PRN | |
| 88 | RTW HLDGS INC | 600,000 | 611 | 0.03% | PRN | |
| 89 | COHEN STEERS CLOSED END OP | 49,031 | 603 | 0.03% | ||
| 90 | DUFF PHELPS UTLITY AND INF | 33,833 | 578 | 0.03% | ||
| 91 | CAPITAL ONE FINANCIAL CORP WARRANTS 2009-14. | 18,940 | 576 | 0.03% | ||
| 92 | COHEN & STEERS INFRASTRUCTUR | 26,758 | 576 | 0.03% | ||
| 93 | MODUSLINK GLOBAL SOLUTIONS I | 700,000 | 566 | 0.03% | PRN | |
| 94 | PIONEER FLOATING RATE TR | 47,798 | 564 | 0.03% | PRN | |
| 95 | BLACKSTONE GSO FLTING RTE FUND COM | 33,375 | 562 | 0.03% | ||
| 96 | GABELLI GLOBL UTIL INCOME | 30,347 | 555 | 0.03% | ||
| 97 | BLACKROCK DEBT STRAT FD INC COM NEW | 152,006 | 555 | 0.03% | ||
| 98 | INTEGRATED DEVICE TECHNOLOGY | 480,000 | 487 | 0.02% | PRN | |
| 99 | Spirit Realty Capital Inc | 370,000 | 420 | 0.02% | PRN | |
| 100 | Durect Corp Com | 255,000 | 354 | 0.02% |
