Anthem Unit 05/01/20188
|
7.0 |
$229M |
|
4.3M |
52.82 |
Dominion Energy Unit 08/15/2019
|
5.6 |
$184M |
|
3.7M |
50.25 |
Becton Dickinson & Co Pfd Shs Conv A
|
5.0 |
$165M |
|
3.0M |
54.59 |
Microchip Technology Note 1.625% 2/1 (Principal)
|
4.3 |
$141M |
|
94M |
1.50 |
Verisign SDCV 3.250% 8/1 (Principal)
|
4.1 |
$135M |
|
50M |
2.72 |
Wells Fargo Perp Pfd Cnv A
(WFC.PL)
|
3.9 |
$128M |
|
98k |
1311.25 |
Dominion Energy Put Put Option
|
3.6 |
$118M |
|
15k |
7662.98 |
Dominion Energy Unit 99/99/9999
|
3.2 |
$105M |
|
2.2M |
48.04 |
Workday Note 0.750% 7/1 (Principal)
|
3.2 |
$104M |
|
84M |
1.24 |
Huntington Bancshares Pfd Conv Ser A
|
3.0 |
$97M |
|
68k |
1420.00 |
Nxp Semiconductors N V DBCV 1.000%12/0 (Principal)
|
2.8 |
$92M |
|
77M |
1.19 |
Molina Healthcare Note 1.125% 1/1 (Principal)
|
2.8 |
$90M |
|
52M |
1.75 |
Arconic Pfd Conv B Ser 1
|
2.4 |
$79M |
|
2.2M |
35.79 |
Great Plains Energy Dep Shs 1/20 B
|
2.1 |
$69M |
|
1.3M |
53.22 |
Stanley Black & Decker Unit 05/15/2020
|
1.9 |
$63M |
|
580k |
108.15 |
Twitter Note 0.250% 9/1 (Principal)
|
1.9 |
$63M |
|
66M |
0.94 |
Bank Amer Corp 7.25%CNV PFD L
(BAC.PL)
|
1.8 |
$60M |
|
48k |
1264.37 |
Bottomline Tech Del Note 1.500%12/0 (Principal)
|
1.5 |
$50M |
|
50M |
1.01 |
Advanced Micro Devices Note 2.125% 9/0 (Principal)
|
1.5 |
$48M |
|
27M |
1.75 |
Csg Sys Intl Note 4.250% 3/1 (Principal)
|
1.4 |
$45M |
|
42M |
1.08 |
Broadsoft Note 1.000% 9/0 (Principal)
|
1.4 |
$45M |
|
36M |
1.25 |
Cardtronics Note 1.000%12/0 (Principal)
|
1.4 |
$44M |
|
46M |
0.96 |
Shutterfly Note 0.250% 5/1 (Principal)
|
1.3 |
$43M |
|
43M |
1.00 |
Ciena Corp Debt 4.000%12/1 (Principal)
|
1.3 |
$43M |
|
30M |
1.41 |
Workday Note 1.500% 7/1 (Principal)
|
1.3 |
$43M |
|
32M |
1.33 |
Knowles Corp Note 3.250%11/0 (Principal)
|
1.3 |
$42M |
|
36M |
1.18 |
Vitamin Shoppe Note 2.250%12/0 (Principal)
|
1.3 |
$41M |
|
52M |
0.79 |
Photronics Note 3.250% 4/0 (Principal)
|
1.2 |
$40M |
|
36M |
1.12 |
National Health Invs Note 3.250% 4/0 (Principal)
|
1.2 |
$38M |
|
33M |
1.17 |
Liberty Media Corp Deb 3.750% 2/1 (Principal)
|
1.1 |
$36M |
|
54M |
0.67 |
Ezcorp Note 2.625% 6/1 (Principal)
|
1.1 |
$36M |
|
37M |
0.97 |
Epr Pptys PFD C CNV 5.75%
(EPR.PC)
|
1.1 |
$36M |
|
1.2M |
28.53 |
General Cable Corp Del FRNT 4.500%11/1 (Principal)
|
1.1 |
$35M |
|
46M |
0.75 |
Webmd Health Corp Note 2.625% 6/1 (Principal)
|
1.1 |
$35M |
|
35M |
0.98 |
Pandora Media Note 1.750%12/0 (Principal)
|
1.1 |
$35M |
|
36M |
0.95 |
Amag Pharmaceuticals Note 3.250% 6/0 (Principal)
|
0.9 |
$31M |
|
32M |
0.96 |
Webmd Health Corp Note 2.500% 1/3 (Principal)
|
0.9 |
$29M |
|
28M |
1.03 |
Cheniere Energy Note 4.250% 3/1 (Principal)
|
0.9 |
$28M |
|
41M |
0.69 |
Tesla Note 0.250% 3/0 (Principal)
|
0.8 |
$27M |
|
24M |
1.14 |
Rambus Inc Del Note 1.125% 8/1 (Principal)
|
0.7 |
$24M |
|
22M |
1.08 |
Kinder Morgan
(KMI)
|
0.7 |
$24M |
|
1.2M |
19.16 |
Nuance Communications DBCV 1.000%12/1 (Principal)
|
0.7 |
$24M |
|
24M |
0.96 |
Dynegy Inc New Del Unit 07/01/20191
|
0.6 |
$21M |
|
340k |
61.36 |
Arconic Call Call Option
|
0.6 |
$20M |
|
9.0k |
2265.00 |
Integrated Device Technology Note 0.875%11/1 (Principal)
|
0.6 |
$20M |
|
19M |
1.06 |
Envestnet Note 1.750%12/1 (Principal)
|
0.6 |
$20M |
|
21M |
0.98 |
Liberty Media Corp Deb 4.000%11/1 (Principal)
|
0.6 |
$20M |
|
29M |
0.67 |
Cornerstone Ondemand Note 1.500% 7/0 (Principal)
|
0.6 |
$19M |
|
19M |
1.00 |
Euronet Worldwide Note 1.500%10/0 (Principal)
|
0.6 |
$18M |
|
14M |
1.28 |
Frontier Communications Corp Pfd Conv Ser-a
|
0.5 |
$17M |
|
603k |
28.88 |
Epr Pptys Conv Pfd 9% Sr E
(EPR.PE)
|
0.5 |
$17M |
|
480k |
35.61 |
Huron Consulting Group Note 1.250%10/0 (Principal)
|
0.5 |
$17M |
|
18M |
0.96 |
Spirit Rlty Cap Note 2.875% 5/1 (Principal)
|
0.5 |
$16M |
|
17M |
0.99 |
Dte Energy Unit 99/99/9999
|
0.5 |
$16M |
|
299k |
54.18 |
Inphi Corp Note 1.125%12/0 (Principal)
|
0.4 |
$15M |
|
13M |
1.12 |
Nuance Communications Debt 1.500%11/0 (Principal)
|
0.4 |
$14M |
|
14M |
1.03 |
American Tower Reit
(AMT)
|
0.3 |
$11M |
|
85k |
132.32 |
Moduslink Global Solutions I Note 5.250% 3/0 (Principal)
|
0.3 |
$9.9M |
|
11M |
0.94 |
Nevro Corp Note 1.750% 6/0 (Principal)
|
0.3 |
$9.3M |
|
8.7M |
1.07 |
Servicesource Intl Note 1.500% 8/0 (Principal)
|
0.3 |
$9.2M |
|
9.4M |
0.97 |
Wpx Energy Pfd Ser A Cv
|
0.3 |
$8.7M |
|
185k |
47.11 |
Zions Bancorporation *w Exp 05/22/202 (Principal)
|
0.3 |
$8.6M |
|
687k |
12.51 |
Invacare Corp Note 5.000% 2/1 (Principal)
|
0.3 |
$8.3M |
|
7.7M |
1.07 |
Electronics For Imaging Note 0.750% 9/0 (Principal)
|
0.2 |
$7.9M |
|
7.4M |
1.07 |
Huntington Bancshares Incorporated
(HBAN)
|
0.2 |
$7.7M |
|
569k |
13.52 |
Impax Laboratories Note 2.000% 6/1 (Principal)
|
0.2 |
$7.3M |
|
8.6M |
0.85 |
Rti Intl Metals Note 1.625%10/1 (Principal)
|
0.2 |
$6.3M |
|
5.9M |
1.07 |
Convergys Corp SDCV 5.750% 9/1 (Principal)
|
0.2 |
$6.1M |
|
2.8M |
2.21 |
Finisar Corp Note 0.500%12/1 (Principal)
|
0.2 |
$5.9M |
|
5.3M |
1.11 |
Trinity Inds Note 3.875% 6/0 (Principal)
|
0.2 |
$5.7M |
|
4.6M |
1.25 |
On Semiconductor Corp Note 1.000%12/0 (Principal)
|
0.2 |
$5.7M |
|
5.5M |
1.04 |
Portfolio Recovery Assocs In Note 3.000% 8/0 (Principal)
|
0.2 |
$5.4M |
|
5.6M |
0.95 |
Allscripts Healthcare Solutn Note 1.250% 7/0 (Principal)
|
0.2 |
$5.1M |
|
5.1M |
1.01 |
Jazz Investments I Note 1.875% 8/1 (Principal)
|
0.2 |
$5.0M |
|
4.6M |
1.09 |
Priceline Grp Note 0.900% 9/1 (Principal)
|
0.1 |
$4.0M |
|
3.5M |
1.15 |
Spirit Rlty Cap Note 3.750% 5/1 (Principal)
|
0.1 |
$3.8M |
|
3.9M |
0.99 |
Newmont Mining Corp Note 1.625% 7/1 (Principal)
|
0.1 |
$3.7M |
|
3.7M |
1.00 |
Royal Gold Note 2.875% 6/1 (Principal)
|
0.1 |
$3.5M |
|
3.2M |
1.08 |
Medicines Note 2.750% 7/1 (Principal)
|
0.1 |
$3.2M |
|
3.0M |
1.05 |
Citrix Sys Note 0.500% 4/1 (Principal)
|
0.1 |
$3.1M |
|
2.5M |
1.20 |
Akamai Technologies DBCV 2/1 (Principal)
|
0.1 |
$3.0M |
|
3.1M |
0.98 |
Twitter Note 1.000% 9/1 (Principal)
|
0.1 |
$2.6M |
|
2.9M |
0.91 |
Salesforce Note 0.250% 4/0 (Principal)
|
0.1 |
$2.5M |
|
1.9M |
1.32 |
Ani Pharmaceuticals Note 3.000%12/0 (Principal)
|
0.1 |
$2.1M |
|
2.0M |
1.05 |
Black Hills Corp Unit 99/99/9999
|
0.1 |
$1.8M |
|
25k |
73.76 |
Gain Cap Hldgs Note 4.125%12/0 (Principal)
|
0.0 |
$1.3M |
|
1.4M |
0.96 |
Molina Healthcare DBCV 1.625% 8/1 (Principal)
|
0.0 |
$1.1M |
|
900k |
1.28 |