| 1 |
GY 4.0625 12/31/39 |
16,570,000 |
32,990 |
0.02% |
|
PRN |
| 2 |
TESLA INC |
15,000,000 |
26,043 |
0.01% |
|
PRN |
| 3 |
SPANSION LLC |
11,500,000 |
25,400 |
0.01% |
|
PRN |
| 4 |
STARWOOD PPTY TR INC |
21,977,000 |
24,655 |
0.01% |
|
PRN |
| 5 |
ISHARES TR |
90,281 |
20,312 |
0.01% |
|
PRN |
| 6 |
ANTHEM INC |
10,000,000 |
19,900 |
0.01% |
|
PRN |
| 7 |
IRIDIUM COMMUNICATIONS INC |
55,688 |
19,051 |
0.01% |
|
PRN |
| 8 |
EPR PPTYS |
614,027 |
17,451 |
0.01% |
|
PRN |
| 9 |
ISHARES INC |
588,437 |
17,282 |
0.01% |
|
PRN |
| 10 |
VECTOR GROUP LTD |
10,000,000 |
15,574 |
0.01% |
|
PRN |
| 11 |
ALBANY MOLECULAR RESH INC |
11,360,000 |
14,739 |
0.01% |
|
PRN |
| 12 |
BLACKSTONE MTG TR INC |
12,491,000 |
13,927 |
0.01% |
|
PRN |
| 13 |
LGIH |
9,220,000 |
13,138 |
0.01% |
|
PRN |
| 14 |
SHUTTERFLY INC |
11,539,000 |
11,676 |
0.01% |
|
PRN |
| 15 |
LAYNE CHRISTENSEN CO |
9,500,000 |
10,966 |
0.01% |
|
PRN |
| 16 |
RAMCO-GERSHENSON PPTYS TR |
178,400 |
10,932 |
0.01% |
|
PRN |
| 17 |
ENCORE CAP GROUP INC |
10,070,000 |
10,781 |
0.01% |
|
PRN |
| 18 |
M/I HOMES INC |
9,353,000 |
10,603 |
0.00% |
|
PRN |
| 19 |
NVIDIA CORP SR CONV NT 1 18 |
2,000,000 |
10,600 |
0.00% |
|
PRN |
| 20 |
AEGEAN MARINE PETE NETWORK I |
9,162,000 |
9,499 |
0.00% |
|
PRN |
| 21 |
ISHARES TR |
265,553 |
9,297 |
0.00% |
|
PRN |
| 22 |
RAYONIER ADVANCED MATLS INC PFD CV SER A |
80,000 |
9,284 |
0.00% |
|
PRN |
| 23 |
CONSOLIDATED TOMOKA LD CO |
9,000,000 |
8,938 |
0.00% |
|
PRN |
| 24 |
ACCURAY INC |
7,500,000 |
8,109 |
0.00% |
|
PRN |
| 25 |
MICROCHIP TECHNOLOGY INC |
3,000,000 |
8,055 |
0.00% |
|
PRN |
| 26 |
NXP SEMICONDUCTORS N V |
7,000,000 |
7,962 |
0.00% |
|
PRN |
| 27 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
3,305,000 |
7,562 |
0.00% |
|
PRN |
| 28 |
ISHARES INC |
160,354 |
6,807 |
0.00% |
|
PRN |
| 29 |
NEWPARK RES INC SR NT CV 4 17 |
6,218,000 |
6,276 |
0.00% |
|
PRN |
| 30 |
RYLAND GROUP INC |
5,000,000 |
5,981 |
0.00% |
|
PRN |
| 31 |
SPDR GOLD TR |
54,000 |
5,918 |
0.00% |
|
PRN |
| 32 |
LAM RESEARCH CORP SR NT CV 1.25 18 |
3,000,000 |
5,263 |
0.00% |
|
PRN |
| 33 |
STANDARD PAC CORP NEW |
5,000,000 |
5,146 |
0.00% |
|
PRN |
| 34 |
DOMINION RES INC VA NEW UNIT 08/15/2019 |
100,000 |
5,060 |
0.00% |
|
PRN |
| 35 |
BROCADE COMMUNICATIONS SYS I |
5,000,000 |
5,021 |
0.00% |
|
PRN |
| 36 |
SPDR SER TR |
58,024 |
4,964 |
0.00% |
|
PRN |
| 37 |
HARMONIC INC |
4,000,000 |
4,472 |
0.00% |
|
PRN |
| 38 |
STARWOOD WAYPOINT 4.5 15OCT17 |
4,000,000 |
4,262 |
0.00% |
|
PRN |
| 39 |
SUCAMPO PHARMACEUTICALS INC |
4,000,000 |
4,260 |
0.00% |
|
PRN |
| 40 |
AMAG PHARMACEUTICALS INC |
3,000,000 |
4,231 |
0.00% |
|
PRN |
| 41 |
NEWMONT MINING CORP SR NT CV1.625 17 |
3,819,000 |
3,892 |
0.00% |
|
PRN |
| 42 |
TRINA SOLAR LTD |
4,050,000 |
3,741 |
0.00% |
|
PRN |
| 43 |
DEPOMED INC NOTE 2.500 9/0 |
3,000,000 |
3,416 |
0.00% |
|
PRN |
| 44 |
WORKDAY INC |
3,000,000 |
3,146 |
0.00% |
|
PRN |
| 45 |
M/I HOMES INC |
2,829,000 |
2,882 |
0.00% |
|
PRN |
| 46 |
GREEN PLAINS INC |
2,000,000 |
2,877 |
0.00% |
|
PRN |
| 47 |
ISHARES TR |
18,776 |
2,582 |
0.00% |
|
PRN |
| 48 |
ISHARES TR |
15,423 |
2,550 |
0.00% |
|
PRN |
| 49 |
SOUTHWESTERN ENERGY COMPANY DEP SHS 1/20 B |
100,000 |
2,547 |
0.00% |
|
PRN |
| 50 |
SERVICENOW INC |
2,000,000 |
2,350 |
0.00% |
|
PRN |
