| 1 |
L BRANDS INC |
1,550,000 |
1,670 |
0.03% |
|
PRN |
| 2 |
MTGE INVT CORP |
10,000 |
158 |
0.00% |
|
|
| 3 |
0 |
22,997,000 |
18,887 |
0.29% |
|
PRN |
| 4 |
ACCURAY INC |
213,000 |
214 |
0.00% |
|
PRN |
| 5 |
AIR LEASE CORP SR CV NT3.875 18 |
32,821,000 |
39,674 |
0.61% |
|
PRN |
| 6 |
AIRTRAN HLDGS INC NOTE 5.250%11/0 |
1,000,000 |
2,753 |
0.04% |
|
PRN |
| 7 |
AK STL HLDG CORP |
1,000 |
5 |
0.00% |
Call |
|
| 8 |
AKAMAI TECHNOLOGIES INC |
55,529,000 |
54,810 |
0.85% |
|
PRN |
| 9 |
ALCOA INC |
310,080 |
10,149 |
0.16% |
|
|
| 10 |
ALEXANDRIA REAL ESTATE EQ IN |
1,256,476 |
42,846 |
0.66% |
|
|
| 11 |
ALLEGHENY TECHNOLOGIES INC |
25,000 |
319 |
0.00% |
|
|
| 12 |
ALLEGHENY TECHNOLOGIES INC |
500 |
18 |
0.00% |
Put |
|
| 13 |
ALLEGHENY TECHNOLOGIES INC |
1,000 |
20 |
0.00% |
Put |
|
| 14 |
ALLSCRIPTS HEALTHCARE SOLUTN |
32,798,000 |
32,962 |
0.51% |
|
PRN |
| 15 |
ALLY FINL INC |
1,207 |
36 |
0.00% |
Put |
|
| 16 |
ALZA Corp |
1,732,000 |
2,887 |
0.04% |
|
PRN |
| 17 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
19,850,000 |
19,656 |
0.30% |
|
PRN |
| 18 |
AMERICAN TOWER CORP NEW |
182,080 |
20,308 |
0.31% |
|
|
| 19 |
AMG CAP TR II CONV TR 5 15 percent PFD SECS EXP 10/15/37 |
1,715,629 |
95,325 |
1.48% |
|
|
| 20 |
ANTHEM INC |
8,011,000 |
14,672 |
0.23% |
|
PRN |
| 21 |
ARES CAP CORP |
55,608,000 |
57,884 |
0.90% |
|
PRN |
| 22 |
ARES CAP CORP |
130,000 |
133 |
0.00% |
|
PRN |
| 23 |
ARRAY BIOPHARMA INC 3 06/01/2020 |
6,442,000 |
5,418 |
0.08% |
|
PRN |
| 24 |
ARVINMERITOR INC |
20,278,000 |
19,556 |
0.30% |
|
PRN |
| 25 |
ATLAS AIR WORLDWIDE HLDGS INC 2.25 06/01/2022 |
11,008,000 |
10,724 |
0.17% |
|
PRN |
| 26 |
Aci Worldwide Inc |
1,000,000 |
1,026 |
0.02% |
|
PRN |
| 27 |
Advanced Micro Devices |
2,000,000 |
1,930 |
0.03% |
|
PRN |
| 28 |
Advanced Micro Devices |
1,000,000 |
850 |
0.01% |
|
PRN |
| 29 |
Ahern Rentals Inc |
7,165,000 |
4,980 |
0.08% |
|
PRN |
| 30 |
Ak Steel Corp |
3,646,000 |
3,500 |
0.05% |
|
PRN |
| 31 |
Alliance Data Systems Co |
3,000,000 |
3,034 |
0.05% |
|
PRN |
| 32 |
Ally Financial Inc |
3,500,000 |
3,946 |
0.06% |
|
PRN |
| 33 |
Ally Financial Inc |
1,850,000 |
1,892 |
0.03% |
|
PRN |
| 34 |
Anadarko Petroleum Corp |
319,069 |
11,938 |
0.18% |
|
|
| 35 |
Anadarko Petroleum Corp |
418,000 |
440 |
0.01% |
|
PRN |
| 36 |
Anthem Inc |
1,512,851 |
67,534 |
1.05% |
|
|
| 37 |
Ares Capital Corp |
16,283,000 |
16,918 |
0.26% |
|
PRN |
| 38 |
B2GOLD CORP |
40,878,000 |
39,762 |
0.62% |
|
PRN |
| 39 |
BANK AMER CORP |
750 |
29 |
0.00% |
Call |
|
| 40 |
BANK AMER CORP |
2,000 |
5 |
0.00% |
Put |
|
| 41 |
BANK AMER CORP |
60,925 |
72,805 |
1.13% |
|
|
| 42 |
BIOGEN INC |
15,000 |
3,627 |
0.06% |
|
|
| 43 |
BIOMARIN PHARMACEUTICAL INC |
700 |
47 |
0.00% |
Call |
|
| 44 |
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 |
28,035,000 |
32,497 |
0.50% |
|
PRN |
| 45 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
40,514,000 |
45,097 |
0.70% |
|
PRN |
| 46 |
BOTTOMLINE TECH DEL INC SR CONV NT1.5 17 |
22,316,000 |
22,516 |
0.35% |
|
PRN |
| 47 |
BRISTOL MYERS SQUIBB CO DBCV 9/1 |
1,414,000 |
2,644 |
0.04% |
|
PRN |
| 48 |
BROADSOFT INC |
18,242,000 |
21,233 |
0.33% |
|
PRN |
| 49 |
BROCADE COMMUNICATIONS SYS I |
47,599,000 |
46,856 |
0.73% |
|
PRN |
| 50 |
BROOKDALE SR LIVING INC |
44,736,000 |
43,661 |
0.68% |
|
PRN |
