Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Oct 24, 2017
Total Value: $2.688B (26.6% shares, 73.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DISH NETWORK CORP | 113,862,000 | $128M | 4.8% | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | STONE ENERGY CORP | 3,920,351 | $114M | 4.2% | $21.84 | — | COM PAR | 861642403 |
| — | DANAHER CORP DEL | 22,871,000 | $75M | 2.8% | $1.94 | — | DBCV 1/2 | 235851AF9 |
| — | MICROCHIP TECHNOLOGY INC | 41,049,000 | $71.81M | 2.7% | $1.14 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | WEATHERFORD INTL LTD | 63,861,000 | $69.87M | 2.6% | $1.12 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | AIR LEASE CORP | 41,938,000 | $63.95M | 2.4% | $1.32 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | XPO LOGISTICS INC | 15,596,000 | $62.91M | 2.3% | $1.65 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | AMERICAN RLTY CAP PPTYS INC | 60,148,000 | $62.67M | 2.3% | $1.00 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | LAM RESEARCH CORP | 19,152,000 | $58.61M | 2.2% | $1.90 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | MACQUARIE INFRASTRUCTURE COR | 51,117,000 | $54.51M | 2.0% | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | RED HAT INC | 35,251,000 | $54.39M | 2.0% | $1.38 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | BANK AMER CORP | 39,060 | $50.84M | 1.9% | $1222.91 | — | 7.25%CNV PFD L | 060505682 |
| — | AMERICAN TOWER CORP NEW | 398,164 | $48.56M | 1.8% | $120.89 | — | DEP PFD CONV SE | 03027X407 |
| — | PRICELINE GRP INC | 33,552,000 | $48.56M | 1.8% | $1.29 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | HOLOGIC INC | 38,839,000 | $47.37M | 1.8% | $1.27 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | WELLS FARGO CO NEW | 34,108 | $44.86M | 1.7% | $1289.11 | — | PERP PFD CNV A | 949746804 |
| — | ANTHEM INC | 17,162,000 | $44.62M | 1.7% | $2.12 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | PRICELINE GRP INC | 22,885,000 | $44.3M | 1.6% | $1.34 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | NXP SEMICONDUCTORS N V | 36,175,000 | $43.91M | 1.6% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | BIOMARIN PHARMACEUTICAL INC | 39,125,000 | $43.82M | 1.6% | $1.14 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | SALESFORCE COM INC | 30,276,000 | $42.58M | 1.6% | $1.20 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | VERINT SYS INC | 42,606,000 | $41.84M | 1.6% | $1.07 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 33,004,000 | $39.95M | 1.5% | $1.01 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | COMSTOCK RES INC | 49,806,892 | $39.85M | 1.5% | $0.74 | — | NOTE 9.500% 6/1 | 205768AN4 |
| — | SERVICENOW INC | 24,381,000 | $39.25M | 1.5% | $1.15 | — | NOTE 11/0 | 81762PAB8 |
| AEO | AMERICAN EAGLE OUTFITTERS NE | 2,560,914 | $36.62M | 1.4% | $10.97 | -10.6% | COM | 02553E106 |
| — | MOLINA HEALTHCARE INC | 28,999,000 | $36.45M | 1.4% | $1.22 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | BLACKHAWK NETWORK HLDGS INC | 32,359,000 | $36.22M | 1.3% | $1.12 | — | NOTE 1.500% 1/1 | 09238EAB0 |
| — | MICRON TECHNOLOGY INC | 25,079,000 | $34.78M | 1.3% | $1.04 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | HELIX ENERGY SOLUTIONS GRP I | 34,473,000 | $34.1M | 1.3% | $1.04 | — | NOTE 4.250% 5/0 | 42330PAH0 |
| — | LIBERTY MEDIA CORP DELAWARE | 26,592,000 | $32.28M | 1.2% | $1.06 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | INPHI CORP | 25,327,000 | $31.12M | 1.2% | $1.25 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | ILLUMINA INC | 27,095,000 | $30.92M | 1.2% | $1.17 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | WABASH NATL CORP | 15,541,000 | $30.58M | 1.1% | $1.23 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | OASIS PETE INC NEW | 28,015,000 | $30.57M | 1.1% | $1.18 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 41,396 | $30.38M | 1.1% | $966.51 | — | PFD CONV SER A | G0177J116 |
| — | PROOFPOINT INC | 24,187,000 | $30.32M | 1.1% | $1.21 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | CHART INDS INC | 29,848,000 | $29.87M | 1.1% | $1.43 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| TFX | TELEFLEX INC | 122,510 | $29.64M | 1.1% | $207.38 | 0.0% | COM | 879369106 |
| — | ADVANCED MICRO DEVICES INC | 16,095,000 | $28.55M | 1.1% | $1.26 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | CITRIX SYS INC | 24,212,000 | $28.14M | 1.0% | $1.10 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | ON SEMICONDUCTOR CORP | 23,131,000 | $27.71M | 1.0% | $0.90 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | MERCADOLIBRE INC | 12,763,000 | $26.71M | 1.0% | $1.38 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | ISIS PHARMACEUTICALS INC DEL | 24,155,000 | $25.57M | 1.0% | $1.06 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | NUVEEN AMT FREE QLTY MUN INC | 1,795,140 | $24.86M | 0.9% | $14.60 | — | COM | 670657105 |
| GLD | SPDR GOLD TRUST | 189,000 | $22.98M | 0.9% | $112.08 | — | GOLD SHS | 78463V107 |
| — | NOVELLUS SYS INC | 3,961,000 | $21.78M | 0.8% | $3.56 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | TWITTER INC | 22,817,000 | $21.68M | 0.8% | $0.87 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | T MOBILE US INC | 200,782 | $20.08M | 0.7% | $53.22 | — | CONV PFD SER A | 872590203 |
| — | RAMBUS INC DEL | 16,517,000 | $19.51M | 0.7% | $1.24 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | NUVEEN MUNICIPAL CREDIT INC | 1,265,291 | $19.25M | 0.7% | $15.65 | — | COM SH BEN INT | 67070X101 |
| — | COMSTOCK RES INC | 23,288,147 | $18.86M | 0.7% | $0.74 | — | NOTE 7.750% 4/0 | 205768AM6 |
| — | BECTON DICKINSON & CO | 339,796 | $18.76M | 0.7% | $54.84 | — | PFD SHS CONV A | 075887208 |
| — | CARRIAGE SVCS INC | 14,920,000 | $18.71M | 0.7% | $1.22 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | STANLEY BLACK & DECKER INC | 163,124 | $18.65M | 0.7% | $108.40 | — | UNIT 05/15/2020 | 854502887 |
| DAL | DELTA AIR LINES INC DEL | 378,997 | $18.27M | 0.7% | $39.95 | +13.4% | COM NEW | 247361702 |
| — | NUVEEN AMT FREE MUN CR INC F | 1,130,278 | $17.39M | 0.6% | $16.18 | — | COM | 67071L106 |
| — | TEVA PHARMACEUTICAL FIN LLC | 18,943,000 | $17.15M | 0.6% | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| BAC | BANK AMER CORP | 666,299 | $16.88M | 0.6% | $12.96 | +54.0% | COM | 060505104 |
| — | ECHO GLOBAL LOGISTICS INC | 17,160,000 | $16.59M | 0.6% | $1.01 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | CROWN CASTLE INTL CORP NEW | 15,465 | $16.4M | 0.6% | $1060.20 | — | 6.875% CON PFD A | 22822V309 |
| — | INTEL CORP | 11,507,000 | $16.39M | 0.6% | $1.26 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | PUTNAM MUN OPPORTUNITIES TR | 1,234,990 | $15.6M | 0.6% | $13.28 | — | SH BEN INT | 746922103 |
| — | INTERCEPT PHARMACEUTICALS IN | 18,020,000 | $14M | 0.5% | $1.11 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | ALZA CORP | 7,445,000 | $13.32M | 0.5% | $1.22 | — | SDCV 7/2 | 02261WAB5 |
| — | NUVASIVE INC | 11,154,000 | $12.74M | 0.5% | $1.17 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | ILLUMINA INC | 10,948,000 | $11.61M | 0.4% | $1.18 | — | NOTE 6/1 | 452327AF6 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 800,000 | $11.34M | 0.4% | $15.20 | — | COM | 09253X102 |
| — | INTEL CORP | 5,850,000 | $10.76M | 0.4% | $1.36 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | DEPOMED INC | 14,049,000 | $10.4M | 0.4% | $1.15 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | NEXTERA ENERGY INC | 131,590 | $8.728M | 0.3% | $52.49 | — | UNIT 08/31/2018 | 65339F846 |
| HAL | HALLIBURTON CO | 186,718 | $8.595M | 0.3% | $55.20 | -35.8% | COM | 406216101 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 648,590 | $8.561M | 0.3% | $13.51 | — | COM | 670656107 |
| XVMMX | DELAWARE INV MN MUN INC FD I | 564,399 | $8.043M | 0.3% | $15.18 | — | COM | 24610V103 |
| — | ARCONIC INC | 203,178 | $7.904M | 0.3% | $30.47 | — | 5.375% PFD B 1 | 03965L308 |
| — | VERISIGN INC | 2,500,000 | $7.791M | 0.3% | $3.12 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | ISHARES GOLD TRUST | 627,900 | $7.729M | 0.3% | $12.01 | — | ISHARES | 464285105 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 563,000 | $7.629M | 0.3% | $14.14 | — | COM | 670972108 |
| — | VANECK VECTORS ETF TR | 241,386 | $7.558M | 0.3% | $31.31 | — | HIGH YLD MUN ETF | 92189F361 |
| — | WELLTOWER INC | 117,700 | $7.496M | 0.3% | $61.22 | — | 6.50% PFD PREPET | 95040Q203 |
| — | RPM INTL INC | 6,483,000 | $7.495M | 0.3% | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | BLACKROCK MUNIYLD MICH QLTY | 451,928 | $6.309M | 0.2% | $15.21 | — | COM | 09254V105 |
| XENWX | EATON VANCE NEW YORK MUN BD | 481,489 | $6.226M | 0.2% | $14.11 | — | COM | 27827Y109 |
| — | SOUTHWESTERN ENERGY CO | 430,001 | $6.211M | 0.2% | $48.89 | — | DEP SHS 1/20 B | 845467208 |
| HYMB | SPDR SERIES TRUST | 108,515 | $6.196M | 0.2% | $57.10 | — | NUV HGHYLD MUN | 78464A284 |
| — | UNITED TECHNOLOGIES CORP | 53,105 | $6.164M | 0.2% | $88.99 | — | COM | 913017109 |
| — | NUANCE COMMUNICATIONS INC | 4,697,000 | $4.703M | 0.2% | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | AMERICAN RLTY CAP PPTYS INC | 4,420,000 | $4.453M | 0.2% | $0.99 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | MEDICINES CO | 4,224,000 | $4.447M | 0.2% | $1.05 | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | NUVEEN MICHIGAN QLT MUN INC | 300,000 | $4.101M | 0.2% | $14.56 | — | COM | 670979103 |
| — | BLACKROCK MUN 2030 TAR TERM | 167,704 | $3.802M | 0.1% | $24.26 | — | COM SHS BEN IN | 09257P105 |
| — | PETROQUEST ENERGY INC | 1,527,557 | $3.498M | 0.1% | $3.46 | — | COM NEW | 716748306 |
| — | DELAWARE INVT NAT MUNI INC F | 256,199 | $3.466M | 0.1% | $14.77 | — | SH BEN INT | 24610T108 |
| — | TESLA INC | 2,800,000 | $3.161M | 0.1% | $1.16 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | BLACKROCK FLA MUN 2020 TERM | 187,485 | $2.82M | 0.1% | $15.50 | — | COM SHS | 09250M109 |
| — | NUVEEN MARYLAND QLT MUN INC | 200,000 | $2.566M | 0.1% | $13.95 | — | COM | 67061Q107 |
| — | MFS MUN INCOME TR | 347,524 | $2.502M | 0.1% | $7.36 | — | SH BEN INT | 552738106 |
| — | YAHOO INC | 1,595,000 | $2.074M | 0.1% | $1.23 | — | NOTE 12/0 | 984332AF3 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,040,000 | $1.986M | 0.1% | $0.97 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 132,807 | $1.936M | 0.1% | $15.34 | — | COM | 09254X101 |
| BKR | BAKER HUGHES A GE CO | 51,357 | $1.881M | 0.1% | $28.18 | 0.0% | CL A | 05722G100 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,498,000 | $1.8M | 0.1% | $1.19 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 360,000 | $1.71M | 0.1% | $4.75 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | EATON VANCE MUN INCOME 2028 | 82,787 | $1.695M | 0.1% | $21.18 | — | SHS | 27829U105 |
| — | WRIGHT MED GROUP INC | 1,535,000 | $1.666M | 0.1% | $1.12 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | MFS HIGH INCOME MUN TR | 303,705 | $1.591M | 0.1% | $5.46 | — | SH BEN INT | 59318D104 |
| — | RADIUS HEALTH INC | 1,500,000 | $1.509M | 0.1% | $1.01 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | STARWOOD PPTY TR INC | 1,332,000 | $1.49M | 0.1% | $1.14 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | PROSPECT CAPITAL CORPORATION | 1,420,000 | $1.436M | 0.1% | $1.01 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | CYPRESS SEMICONDUCTOR CORP | 1,004,000 | $1.313M | 0.0% | $1.31 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | INVESCO QUALITY MUNI INC TRS | 99,857 | $1.278M | 0.0% | $12.52 | — | COM | 46133G107 |
| — | SPIRIT RLTY CAP INC NEW | 1,225,000 | $1.254M | 0.0% | $1.02 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | LIBERTY INTERACTIVE LLC | 1,040,000 | $1.238M | 0.0% | $1.15 | — | DEB 1.750% 9/3 | 530610AD6 |
| — | JAZZ INVESTMENTS I LTD | 1,169,000 | $1.235M | 0.0% | $1.10 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | FIREEYE INC | 1,285,000 | $1.22M | 0.0% | $0.95 | — | NOTE 1.000% 6/0 | 31816QAB7 |
| — | HERBALIFE LTD | 1,180,000 | $1.184M | 0.0% | $1.00 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | GENERAL CABLE CORP DEL NEW | 1,315,000 | $1.172M | 0.0% | $0.76 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | FINISAR CORP | 1,095,000 | $1.142M | 0.0% | $1.08 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | OLD REP INTL CORP | 880,000 | $1.13M | 0.0% | $1.28 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | TRINITY INDS INC | 810,000 | $1.09M | 0.0% | $1.35 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | TESARO INC | 275,000 | $1.03M | 0.0% | $3.75 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | CIENA CORP | 830,000 | $1.006M | 0.0% | $1.21 | — | NOTE 3.750%10/1 | 171779AJ0 |
| — | MEDIDATA SOLUTIONS INC | 720,000 | $995K | 0.0% | $1.38 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| XBTAX | BLACKROCK LONG-TERM MUNI ADV | 81,807 | $991K | 0.0% | $12.22 | — | COM | 09250B103 |
| — | PALO ALTO NETWORKS INC | 710,000 | $981K | 0.0% | $1.38 | — | NOTE 7/0 | 697435AB1 |
| — | WORKDAY INC | 675,000 | $951K | 0.0% | $1.41 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | HUNTINGTON BANCSHARES INC | 600 | $864K | 0.0% | $1440.00 | — | PFD CONV SER A | 446150401 |
| — | WHITING PETE CORP NEW | 955,000 | $856K | 0.0% | $0.90 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | ROYAL GOLD INC | 755,000 | $837K | 0.0% | $1.11 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | J2 GLOBAL INC | 665,000 | $827K | 0.0% | $1.37 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | IRONWOOD PHARMACEUTICALS INC | 679,000 | $810K | 0.0% | $1.34 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | AKAMAI TECHNOLOGIES INC | 825,000 | $803K | 0.0% | $0.97 | — | DBCV 2/1 | 00971TAG6 |
| — | COLONY CAP INC | 790,000 | $796K | 0.0% | $1.01 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | LIGAND PHARMACEUTICALS INC | 432,000 | $790K | 0.0% | $1.66 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | ALLEGHENY TECHNOLOGIES INC | 425,000 | $780K | 0.0% | $1.84 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | DYCOM INDS INC | 647,000 | $738K | 0.0% | $1.17 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | SUNPOWER CORP | 910,000 | $725K | 0.0% | $0.80 | — | DBCV 0.875% 6/0 | 867652AJ8 |
| — | IMPAX LABORATORIES INC | 765,000 | $691K | 0.0% | $0.90 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | LIBERTY MEDIA CORP DELAWARE | 645,000 | $689K | 0.0% | $1.07 | — | DEB 2.250% 9/3 | 531229AE2 |
| XPO | XPO LOGISTICS INC | 10,116 | $686K | 0.0% | $20.94 | 0.0% | COM | 983793100 |
| — | EURONET WORLDWIDE INC | 505,000 | $686K | 0.0% | $1.36 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | RTI INTL METALS INC | 550,000 | $615K | 0.0% | $1.07 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | NAVISTAR INTL CORP NEW | 550,000 | $605K | 0.0% | $1.10 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | VEECO INSTRS INC DEL | 592,000 | $569K | 0.0% | $1.02 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | CLOVIS ONCOLOGY INC | 360,000 | $557K | 0.0% | $1.55 | — | NOTE 2.500% 9/1 | 189464AB6 |
| — | ENCORE CAP GROUP INC | 475,000 | $546K | 0.0% | $1.15 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | MARRIOTT VACATIONS WRLDWDE C | 500,000 | $523K | 0.0% | $1.05 | — | NOTE 1.500% 9/1 | 57164YAA5 |
| — | INTEGRATED DEVICE TECHNOLOGY | 482,000 | $516K | 0.0% | $1.06 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | INTERDIGITAL INC | 418,000 | $491K | 0.0% | $1.22 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | WAYFAIR INC | 500,000 | $486K | 0.0% | $0.97 | — | NOTE 0.375% 9/0 | 94419LAA9 |
| CRK | COMSTOCK RES INC | 78,894 | $480K | 0.0% | $5.25 | +17.2% | COM | 205768302 |
| — | ELECTRONICS FOR IMAGING INC | 452,000 | $471K | 0.0% | $1.08 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | GOGO INC | 465,000 | $430K | 0.0% | $0.92 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| — | CHENIERE ENERGY INC | 580,000 | $405K | 0.0% | $0.70 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | REX ENERGY CORPORATION | 143,468 | $387K | 0.0% | $2.89 | — | COM NEW | 761565506 |
| — | INVESCO MUN TR | 24,087 | $308K | 0.0% | $12.80 | — | COM | 46131J103 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 19,700 | $269K | 0.0% | $13.18 | — | COM | 09255C106 |
| — | REDWOOD TR INC | 250,000 | $250K | 0.0% | $1.00 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | LEXICON PHARMACEUTICALS INC | 127,000 | $206K | 0.0% | $2.08 | — | NOTE 5.250%12/0 | 528872AB0 |