Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Jan 24, 2018
Total Value: $2.738B (27.9% shares, 72.1% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | STONE ENERGY CORP | 3,920,351 | $126M | 4.6% | $32.16 | $21.84 | — | COM PAR | 861642403 |
| — | DISH NETWORK CORP | 113,215,000 | $123M | 4.5% | $1.09 | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | DANAHER CORP DEL | 22,652,000 | $80.36M | 2.9% | $3.55 | $1.94 | — | DBCV 1/2 | 235851AF9 |
| — | AIR LEASE CORP | 41,664,000 | $69.73M | 2.5% | $1.67 | $1.32 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | MICROCHIP TECHNOLOGY INC | 40,714,000 | $69.4M | 2.5% | $1.70 | $1.14 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | WEATHERFORD INTL LTD | 63,366,000 | $68.81M | 2.5% | $1.09 | $1.12 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | RED HAT INC | 35,500,000 | $58.55M | 2.1% | $1.65 | $1.38 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | LAM RESEARCH CORP | 18,965,000 | $58.08M | 2.1% | $3.06 | $1.90 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | AMERICAN RLTY CAP PPTYS INC | 56,233,000 | $57.85M | 2.1% | $1.03 | $1.00 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | ANTHEM INC | 18,082,000 | $55.7M | 2.0% | $3.08 | $2.17 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | HOLOGIC INC | 39,827,000 | $54.97M | 2.0% | $1.38 | $1.27 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | INTEL CORP | 23,866,000 | $53.05M | 1.9% | $2.22 | $2.01 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | MACQUARIE INFRASTRUCTURE COR | 50,715,000 | $52.5M | 1.9% | $1.04 | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | BANK AMER CORP | 38,581 | $50.93M | 1.9% | $1320.03 | $1222.91 | — | 7.25%CNV PFD L | 060505682 |
| — | AMERICAN TOWER CORP NEW | 395,727 | $49.88M | 1.8% | $126.06 | $120.89 | — | DEP PFD CONV SE | 03027X407 |
| — | COMSTOCK RES INC | 52,172,706 | $48.52M | 1.8% | $0.93 | $0.75 | — | NOTE 9.500% 6/1 | 205768AN4 |
| — | SALESFORCE COM INC | 30,052,000 | $46.08M | 1.7% | $1.53 | $1.20 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | PRICELINE GRP INC | 33,360,000 | $46.06M | 1.7% | $1.38 | $1.29 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | NXP SEMICONDUCTORS N V | 35,950,000 | $44.51M | 1.6% | $1.24 | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | WELLS FARGO CO NEW | 33,942 | $44.47M | 1.6% | $1310.24 | $1289.11 | — | PERP PFD CNV A | 949746804 |
| — | SERVICENOW INC | 24,227,000 | $42.81M | 1.6% | $1.77 | $1.15 | — | NOTE 11/0 | 81762PAB8 |
| — | BIOMARIN PHARMACEUTICAL INC | 39,002,000 | $42.37M | 1.5% | $1.09 | $1.14 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | VERINT SYS INC | 42,750,000 | $41.71M | 1.5% | $0.98 | $1.07 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | PRICELINE GRP INC | 22,630,000 | $41.55M | 1.5% | $1.84 | $1.34 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | MICRON TECHNOLOGY INC | 28,548,000 | $41.3M | 1.5% | $1.45 | $1.09 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 34,541,000 | $39.76M | 1.5% | $1.15 | $1.01 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | ON SEMICONDUCTOR CORP | 30,042,000 | $38.47M | 1.4% | $1.28 | $0.99 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | OASIS PETE INC NEW | 35,197,000 | $37.91M | 1.4% | $1.08 | $1.16 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| XPO | XPO LOGISTICS INC | 407,902 | $37.36M | 1.4% | $91.59 * | $25.45 | +24.4% | COM | 983793100 |
| — | INPHI CORP | 30,902,000 | $35.92M | 1.3% | $1.16 | $1.24 | — | NOTE 1.125%12/0 | 45772FAB3 |
| AEO | AMERICAN EAGLE OUTFITTERS NE | 1,874,584 | $35.24M | 1.3% | $18.80 * | $10.97 | +39.5% | COM | 02553E106 |
| — | HELIX ENERGY SOLUTIONS GRP I | 34,124,000 | $34.06M | 1.2% | $1.00 | $1.04 | — | NOTE 4.250% 5/0 | 42330PAH0 |
| — | CITRIX SYS INC | 26,049,000 | $33.74M | 1.2% | $1.30 | $1.11 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | BLACKHAWK NETWORK HLDGS INC | 32,051,000 | $32.69M | 1.2% | $1.02 | $1.12 | — | NOTE 1.500% 1/1 | 09238EAB0 |
| — | ILLUMINA INC | 26,962,000 | $31.98M | 1.2% | $1.19 | $1.17 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | LIBERTY MEDIA CORP DELAWARE | 26,388,000 | $30.47M | 1.1% | $1.15 | $1.06 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | PROOFPOINT INC | 24,162,000 | $30.33M | 1.1% | $1.26 | $1.21 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | WABASH NATL CORP | 15,473,000 | $29.05M | 1.1% | $1.88 | $1.23 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | BECTON DICKINSON & CO | 468,884 | $27.34M | 1.0% | $58.31 | $55.80 | — | PFD SHS CONV A | 075887208 |
| — | STANLEY BLACK & DECKER INC | 210,810 | $25.88M | 0.9% | $122.77 | $111.65 | — | UNIT 05/15/2020 | 854502887 |
| — | ISIS PHARMACEUTICALS INC DEL | 24,347,000 | $25.75M | 0.9% | $1.06 | $1.06 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | NUVEEN AMT FREE QLTY MUN INC | 1,795,140 | $24.68M | 0.9% | $13.75 | $14.60 | — | COM | 670657105 |
| — | ADVANCED MICRO DEVICES INC | 16,001,000 | $24.07M | 0.9% | $1.50 | $1.26 | — | NOTE 2.125% 9/0 | 007903BD8 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 40,845 | $23.89M | 0.9% | $584.82 | $966.51 | — | 5.5% CNV PFD A | G0177J116 |
| GLD | SPDR GOLD TRUST | 189,000 | $23.37M | 0.9% | $123.65 | $114.62 | +7.9% | GOLD SHS | 78463V107 |
| — | ZILLOW GROUP INC | 20,915,000 | $22.9M | 0.8% | $1.10 | $1.10 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | MERCADOLIBRE INC | 9,120,000 | $22.86M | 0.8% | $2.51 | $1.38 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | COMSTOCK RES INC | 24,190,554 | $22.38M | 0.8% | $0.92 | $0.74 | — | NOTE 7.750% 4/0 | 205768AM6 |
| — | TWITTER INC | 22,817,000 | $21.85M | 0.8% | $0.96 | $0.87 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | NOVELLUS SYS INC | 3,961,000 | $21.82M | 0.8% | $5.51 | $3.56 | — | NOTE 2.625% 5/1 | 670008AD3 |
| DAL | DELTA AIR LINES INC DEL | 378,997 | $21.22M | 0.8% | $56.00 * | $39.95 | +28.6% | COM NEW | 247361702 |
| TMUS | T MOBILE US INC | 323,636 | $20.55M | 0.8% | $63.51 * | $58.95 | +4.1% | COM | 872590104 |
| TFX | TELEFLEX INC | 82,214 | $20.46M | 0.7% | $248.81 * | $207.38 | +14.6% | COM | 879369106 |
| BAC | BANK AMER CORP | 666,299 | $19.67M | 0.7% | $29.52 * | $12.96 | +88.7% | COM | 060505104 |
| — | NUVEEN MUNICIPAL CREDIT INC | 1,265,291 | $19.28M | 0.7% | $15.24 | $15.65 | — | COM SH BEN INT | 67070X101 |
| — | CARRIAGE SVCS INC | 15,269,000 | $19.1M | 0.7% | $1.25 | $1.22 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | NUVASIVE INC | 16,224,000 | $19.08M | 0.7% | $1.18 | $1.17 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | CROWN CASTLE INTL CORP NEW | 15,886 | $17.93M | 0.7% | $1128.79 | $1062.02 | — | 6.875% CON PFD A | 22822V309 |
| — | FINISAR CORP | 19,145,000 | $17.85M | 0.7% | $0.93 | $0.93 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | ECHO GLOBAL LOGISTICS INC | 17,040,000 | $17.68M | 0.6% | $1.04 | $1.01 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | NUVEEN AMT FREE MUN CR INC F | 1,130,278 | $17.45M | 0.6% | $15.44 | $16.18 | — | COM | 67071L106 |
| — | ALZA CORP | 8,929,000 | $17.17M | 0.6% | $1.92 | $1.33 | — | SDCV 7/2 | 02261WAB5 |
| — | MOLINA HEALTHCARE INC | 8,808,000 | $16.87M | 0.6% | $1.91 | $1.91 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | ENSCO JERSEY FIN LTD | 17,905,000 | $15.98M | 0.6% | $0.89 | $0.89 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | PUTNAM MUN OPPORTUNITIES TR | 1,234,990 | $15.25M | 0.6% | $12.35 | $13.28 | — | SH BEN INT | 746922103 |
| — | INTERCEPT PHARMACEUTICALS IN | 17,789,000 | $14.22M | 0.5% | $0.80 | $1.11 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | ILLUMINA INC | 10,948,000 | $11.93M | 0.4% | $1.09 | $1.18 | — | NOTE 6/1 | 452327AF6 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 800,000 | $11.14M | 0.4% | $13.92 | $15.20 | — | COM | 09253X102 |
| — | WELLTOWER INC | 164,800 | $9.909M | 0.4% | $60.13 | $60.91 | — | 6.50% PFD PREPET | 95040Q203 |
| HAL | HALLIBURTON CO | 186,718 | $9.125M | 0.3% | $48.87 * | $55.20 | -24.6% | COM | 406216101 |
| — | NEXTERA ENERGY INC | 127,390 | $8.911M | 0.3% | $69.95 | $52.49 | — | UNIT 08/31/2018 | 65339F846 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 648,590 | $8.406M | 0.3% | $12.96 | $13.51 | — | COM | 670656107 |
| — | VERISIGN INC | 2,500,000 | $8.359M | 0.3% | $3.34 | $3.12 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | ISHARES GOLD TRUST | 627,900 | $7.855M | 0.3% | $12.51 | $12.01 | — | ISHARES | 464285105 |
| XVMMX | DELAWARE INV MN MUN INC FD I | 564,399 | $7.602M | 0.3% | $13.47 | $15.18 | — | COM | 24610V103 |
| — | VANECK VECTORS ETF TR | 241,386 | $7.531M | 0.3% | $31.20 | $31.31 | — | HIGH YLD MUN ETF | 92189F361 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 563,000 | $7.403M | 0.3% | $13.15 | $14.14 | — | COM | 670972108 |
| — | RPM INTL INC | 6,338,000 | $7.34M | 0.3% | $1.16 | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | WRIGHT MED GROUP INC | 6,848,000 | $7.031M | 0.3% | $1.03 | $1.05 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | UNITED TECHNOLOGIES CORP | 53,105 | $6.775M | 0.2% | $127.58 | $88.99 | — | COM | 913017109 |
| — | BLACKROCK MUNIYLD MICH QLTY | 451,928 | $6.327M | 0.2% | $14.00 | $15.21 | — | COM | 09254V105 |
| HYMB | SPDR SERIES TRUST | 108,515 | $6.04M | 0.2% | $55.66 * | $28.63 | -2.8% | NUV HGHYLD MUN | 78464A284 |
| XENWX | EATON VANCE NEW YORK MUN BD | 481,489 | $5.937M | 0.2% | $12.33 | $14.11 | — | COM | 27827Y109 |
| — | SOUTHWESTERN ENERGY CO | 423,017 | $5.118M | 0.2% | $12.10 | $48.89 | — | DEP SHS 1/20 B | 845467208 |
| — | MOLINA HEALTHCARE INC | 3,386,000 | $4.641M | 0.2% | $1.37 | $1.22 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | NUVEEN MICHIGAN QLT MUN INC | 300,000 | $3.978M | 0.1% | $13.26 | $14.56 | — | COM | 670979103 |
| — | MEDICINES CO | 4,203,000 | $3.85M | 0.1% | $0.92 | $1.05 | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | BLACKROCK MUN 2030 TAR TERM | 167,704 | $3.747M | 0.1% | $22.34 | $24.26 | — | COM SHS BEN IN | 09257P105 |
| — | DELAWARE INVT NAT MUNI INC F | 256,199 | $3.397M | 0.1% | $13.26 | $14.77 | — | SH BEN INT | 24610T108 |
| — | AMERICAN RLTY CAP PPTYS INC | 3,390,000 | $3.394M | 0.1% | $1.00 | $0.99 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | CHART INDS INC | 3,229,000 | $3.221M | 0.1% | $1.00 | $1.43 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | TESLA INC | 2,800,000 | $3.035M | 0.1% | $1.08 | $1.16 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | MFS MUN INCOME TR | 433,879 | $2.981M | 0.1% | $6.87 | $7.26 | — | SH BEN INT | 552738106 |
| — | PETROQUEST ENERGY INC | 1,527,557 | $2.887M | 0.1% | $1.89 | $3.46 | — | COM NEW | 716748306 |
| — | BLACKROCK FLA MUN 2020 TERM | 187,485 | $2.704M | 0.1% | $14.42 | $15.50 | — | COM SHS | 09250M109 |
| — | NUVEEN MARYLAND QLT MUN INC | 200,000 | $2.516M | 0.1% | $12.58 | $13.95 | — | COM | 67061Q107 |
| — | YAHOO INC | 1,595,000 | $2.154M | 0.1% | $1.35 | $1.23 | — | NOTE 12/0 | 984332AF3 |
| — | CAESARS ENTMT CORP | 1,099,000 | $2.131M | 0.1% | $1.94 | $1.94 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,040,000 | $1.958M | 0.1% | $0.96 | $0.97 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 132,807 | $1.922M | 0.1% | $14.47 | $15.34 | — | COM | 09254X101 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,498,000 | $1.782M | 0.1% | $1.19 | $1.19 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | EATON VANCE MUN INCOME 2028 | 82,787 | $1.715M | 0.1% | $20.72 | $21.18 | — | SHS | 27829U105 |
| BKR | BAKER HUGHES A GE CO | 51,357 | $1.625M | 0.1% | $31.64 * | $28.18 | -10.3% | CL A | 05722G100 |
| — | MFS HIGH INCOME MUN TR | 303,705 | $1.591M | 0.1% | $5.24 | $5.46 | — | SH BEN INT | 59318D104 |
| — | STARWOOD PPTY TR INC | 1,332,000 | $1.473M | 0.1% | $1.11 | $1.14 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | PROSPECT CAPITAL CORPORATION | 1,420,000 | $1.431M | 0.1% | $1.01 | $1.01 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | RADIUS HEALTH INC | 1,500,000 | $1.418M | 0.1% | $0.95 | $1.01 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | INPHI CORP | 1,416,000 | $1.41M | 0.1% | $1.00 | $1.00 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | CYPRESS SEMICONDUCTOR CORP | 1,004,000 | $1.32M | 0.0% | $1.31 | $1.31 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | DEUTSCHE MUN INCOME | 107,816 | $1.283M | 0.0% | $11.90 | $11.90 | — | COM | 25160C106 |
| — | TRINITY INDS INC | 810,000 | $1.279M | 0.0% | $1.58 | $1.35 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | SPIRIT RLTY CAP INC NEW | 1,225,000 | $1.272M | 0.0% | $1.04 | $1.02 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | TERADYNE INC | 888,000 | $1.269M | 0.0% | $1.43 | $1.43 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | INVESCO QUALITY MUNI INC TRS | 99,857 | $1.249M | 0.0% | $12.51 | $12.52 | — | COM | 46133G107 |
| — | OLD REP INTL CORP | 880,000 | $1.224M | 0.0% | $1.39 | $1.28 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | FIREEYE INC | 1,285,000 | $1.206M | 0.0% | $0.94 | $0.95 | — | NOTE 1.000% 6/0 | 31816QAB7 |
| — | HERBALIFE LTD | 1,180,000 | $1.189M | 0.0% | $1.01 | $1.00 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | JAZZ INVESTMENTS I LTD | 1,169,000 | $1.176M | 0.0% | $1.01 | $1.10 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | FINISAR CORP | 1,095,000 | $1.106M | 0.0% | $1.01 | $1.08 | — | NOTE 0.500%12/1 | 31787AAM3 |
| XBTAX | BLACKROCK LONG-TERM MUNI ADV | 81,807 | $982K | 0.0% | $12.00 | $12.22 | — | COM | 09250B103 |
| — | PALO ALTO NETWORKS INC | 710,000 | $974K | 0.0% | $1.37 | $1.38 | — | NOTE 7/0 | 697435AB1 |
| — | INSULET CORP | 740,000 | $968K | 0.0% | $1.31 | $1.31 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| — | CIENA CORP | 830,000 | $967K | 0.0% | $1.17 | $1.21 | — | NOTE 3.750%10/1 | 171779AJ0 |
| — | WORKDAY INC | 675,000 | $924K | 0.0% | $1.37 | $1.41 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | CLOVIS ONCOLOGY INC | 660,000 | $891K | 0.0% | $1.35 | $1.46 | — | NOTE 2.500% 9/1 | 189464AB6 |
| — | TESARO INC | 360,000 | $889K | 0.0% | $2.47 | $3.44 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | WHITING PETE CORP NEW | 955,000 | $883K | 0.0% | $0.92 | $0.90 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | HUNTINGTON BANCSHARES INC | 600 | $850K | 0.0% | $1416.67 | $1440.00 | — | PFD CONV SER A | 446150401 |
| — | DYCOM INDS INC | 647,000 | $847K | 0.0% | $1.31 | $1.17 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | MEDIDATA SOLUTIONS INC | 720,000 | $835K | 0.0% | $1.16 | $1.38 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | AKAMAI TECHNOLOGIES INC | 825,000 | $832K | 0.0% | $1.01 | $0.97 | — | DBCV 2/1 | 00971TAG6 |
| — | J2 GLOBAL INC | 665,000 | $827K | 0.0% | $1.24 | $1.37 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | ROYAL GOLD INC | 755,000 | $814K | 0.0% | $1.08 | $1.11 | — | NOTE 2.875% 6/1 | 780287AA6 |
| XMHIX | PIONEER MUN HIGH INCOME TR | 66,722 | $791K | 0.0% | $11.86 | $11.86 | — | COM SHS | 723763108 |
| — | LIGAND PHARMACEUTICALS INC | 432,000 | $789K | 0.0% | $1.83 | $1.66 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | IRONWOOD PHARMACEUTICALS INC | 679,000 | $789K | 0.0% | $1.16 | $1.34 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | COLONY CAP INC | 790,000 | $789K | 0.0% | $1.00 | $1.01 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | ALLEGHENY TECHNOLOGIES INC | 425,000 | $788K | 0.0% | $1.85 | $1.84 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | IMPAX LABORATORIES INC | 765,000 | $746K | 0.0% | $0.98 | $0.90 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | CLEVELAND CLIFFS INC | 665,000 | $730K | 0.0% | $1.10 | $1.10 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | SUNPOWER CORP | 910,000 | $709K | 0.0% | $0.78 | $0.80 | — | DBCV 0.875% 6/0 | 867652AJ8 |
| — | AEROJET ROCKETDYNE HLDGS INC | 510,000 | $705K | 0.0% | $1.38 | $1.38 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | LIBERTY MEDIA CORP DELAWARE | 645,000 | $675K | 0.0% | $1.05 | $1.07 | — | DEB 2.250% 9/3 | 531229AE2 |
| — | RTI INTL METALS INC | 550,000 | $630K | 0.0% | $1.15 | $1.07 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | EURONET WORLDWIDE INC | 505,000 | $624K | 0.0% | $1.24 | $1.36 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | NAVISTAR INTL CORP NEW | 550,000 | $597K | 0.0% | $1.09 | $1.10 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | INTEGRATED DEVICE TECHNOLOGY | 482,000 | $539K | 0.0% | $1.12 | $1.06 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | ENCORE CAP GROUP INC | 475,000 | $528K | 0.0% | $1.11 | $1.15 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | WAYFAIR INC | 500,000 | $523K | 0.0% | $1.05 | $0.97 | — | NOTE 0.375% 9/0 | 94419LAA9 |
| — | VEECO INSTRS INC DEL | 592,000 | $517K | 0.0% | $0.87 | $1.02 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | INTERDIGITAL INC | 418,000 | $500K | 0.0% | $1.20 | $1.22 | — | NOTE 1.500% 3/0 | 458660AD9 |
| CWB | SPDR SERIES TRUST | 9,849 | $498K | 0.0% | $50.56 | $51.45 | -1.6% | BLMBRG BRC CNVRT | 78464A359 |
| — | BRISTOW GROUP INC | 415,000 | $459K | 0.0% | $1.11 | $1.11 | — | NOTE 4.500% 6/0 | 110394AF0 |
| — | ELECTRONICS FOR IMAGING INC | 452,000 | $437K | 0.0% | $0.97 | $1.08 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | GOGO INC | 465,000 | $429K | 0.0% | $0.92 | $0.92 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| — | CHENIERE ENERGY INC | 580,000 | $414K | 0.0% | $0.71 | $0.70 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | INVESCO MUN TR | 24,087 | $301K | 0.0% | $12.50 | $12.80 | — | COM | 46131J103 |
| — | TEVA PHARMACEUTICAL FIN LLC | 295,000 | $260K | 0.0% | $0.88 | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 19,700 | $259K | 0.0% | $13.15 | $13.18 | — | COM | 09255C106 |
| — | REDWOOD TR INC | 250,000 | $242K | 0.0% | $0.97 | $1.00 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | REX ENERGY CORPORATION | 141,701 | $197K | 0.0% | $1.39 | $2.89 | — | COM NEW | 761565506 |
| — | LEXICON PHARMACEUTICALS INC | 127,000 | $180K | 0.0% | $1.42 | $2.08 | — | NOTE 5.250%12/0 | 528872AB0 |