| 1 |
SPANSION LLC |
12,500,000 |
33,546 |
0.01% |
|
PRN |
| 2 |
TESLA INC |
15,000,000 |
33,440 |
0.01% |
|
PRN |
| 3 |
LAM RESEARCH CORP SR NT CV 1.25 18 |
12,194,000 |
25,828 |
0.01% |
|
PRN |
| 4 |
ISHARES INC |
666,563 |
22,149 |
0.01% |
|
PRN |
| 5 |
IRIDIUM COMMUNICATIONS INC |
55,688 |
18,860 |
0.01% |
|
PRN |
| 6 |
EPR PPTYS |
614,027 |
17,768 |
0.01% |
|
PRN |
| 7 |
LGIH |
9,220,000 |
15,143 |
0.01% |
|
PRN |
| 8 |
RAYONIER ADVANCED MATLS INC PFD CV SER A |
140,000 |
14,427 |
0.01% |
|
PRN |
| 9 |
BLACKSTONE MTG TR INC |
12,491,000 |
14,310 |
0.01% |
|
PRN |
| 10 |
TRINITY INDS INC |
10,500,000 |
12,750 |
0.01% |
|
PRN |
| 11 |
STARWOOD PPTY TR INC |
11,000,000 |
12,540 |
0.01% |
|
PRN |
| 12 |
VECTOR GROUP LTD |
8,500,000 |
12,301 |
0.00% |
|
PRN |
| 13 |
TWO HBRS INVT CORP |
11,000,000 |
11,295 |
0.00% |
|
PRN |
| 14 |
RAMCO-GERSHENSON PPTYS TR |
203,400 |
11,024 |
0.00% |
|
PRN |
| 15 |
M/I HOMES INC |
9,353,000 |
10,545 |
0.00% |
|
PRN |
| 16 |
ISHARES TR |
265,553 |
10,460 |
0.00% |
|
PRN |
| 17 |
Dominion Resources Inc/VA |
200,000 |
10,060 |
0.00% |
|
PRN |
| 18 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
7,000,000 |
10,036 |
0.00% |
|
PRN |
| 19 |
MEDICINES CO |
5,645,000 |
9,899 |
0.00% |
|
PRN |
| 20 |
LAYNE CHRISTENSEN CO |
9,500,000 |
9,832 |
0.00% |
|
PRN |
| 21 |
AEGEAN MARINE PETE NETWORK I |
8,062,000 |
8,953 |
0.00% |
|
PRN |
| 22 |
TESARO INC |
2,000,000 |
8,862 |
0.00% |
|
PRN |
| 23 |
APOLLO COML REAL EST FIN INC |
8,020,000 |
8,811 |
0.00% |
|
PRN |
| 24 |
ISHARES INC |
164,896 |
7,880 |
0.00% |
|
PRN |
| 25 |
NEWPARK RES INC SR NT CV 4 17 |
7,718,000 |
7,853 |
0.00% |
|
PRN |
| 26 |
STANDARD PAC CORP NEW |
7,500,000 |
7,748 |
0.00% |
|
PRN |
| 27 |
ENCORE CAP GROUP INC |
6,570,000 |
7,247 |
0.00% |
|
PRN |
| 28 |
ALBANY MOLECULAR RESH INC |
6,360,000 |
6,920 |
0.00% |
|
PRN |
| 29 |
J2 GLOBAL INC SR CV NT 3.25 29 |
5,000,000 |
6,750 |
0.00% |
|
PRN |
| 30 |
TESLA INC SR CV NT 0.25 19 |
6,500,000 |
6,500 |
0.00% |
|
PRN |
| 31 |
HEALTHWAYS INC |
4,000,000 |
6,147 |
0.00% |
|
PRN |
| 32 |
CONSOLIDATED TOMOKA LD CO |
6,000,000 |
6,060 |
0.00% |
|
PRN |
| 33 |
ACCURAY INC |
5,500,000 |
5,964 |
0.00% |
|
PRN |
| 34 |
SUCAMPO PHARMACEUTICALS INC |
6,000,000 |
5,936 |
0.00% |
|
PRN |
| 35 |
SHUTTERFLY INC |
5,539,000 |
5,532 |
0.00% |
|
PRN |
| 36 |
NXP SEMICONDUCTORS N V |
4,480,000 |
5,185 |
0.00% |
|
PRN |
| 37 |
SPDR SER TR |
58,024 |
5,114 |
0.00% |
|
PRN |
| 38 |
BROCADE COMMUNICATIONS SYS I |
5,000,000 |
5,056 |
0.00% |
|
PRN |
| 39 |
HARMONIC INC |
4,000,000 |
5,001 |
0.00% |
|
PRN |
| 40 |
MEDICINES CO SR GLBL CV NT 22 |
3,000,000 |
4,728 |
0.00% |
|
PRN |
| 41 |
VIRTUS INVT PARTNERS INC PFD CV SER D |
45,000 |
4,402 |
0.00% |
|
PRN |
| 42 |
ANTHEM INC |
1,500,000 |
3,424 |
0.00% |
|
PRN |
| 43 |
STARWOOD PPTY TR INC |
3,000,000 |
3,275 |
0.00% |
|
PRN |
| 44 |
M/I HOMES INC |
2,829,000 |
2,869 |
0.00% |
|
PRN |
| 45 |
STILLWATER MNG CO |
2,000,000 |
2,660 |
0.00% |
|
PRN |
| 46 |
GREEN PLAINS INC |
2,000,000 |
2,642 |
0.00% |
|
PRN |
| 47 |
RYLAND GROUP INC |
2,000,000 |
2,511 |
0.00% |
|
PRN |
| 48 |
DHT HOLDINGS INC |
2,500,000 |
2,495 |
0.00% |
|
PRN |
| 49 |
SEACOR HOLDINGS INC |
2,000,000 |
2,036 |
0.00% |
|
PRN |
| 50 |
GSV CAP CORP |
2,059,000 |
2,033 |
0.00% |
|
PRN |
