| 1 |
GILEAD SCIENCES |
17,113,000 |
79,935 |
4.14% |
|
PRN |
| 2 |
INTEL CORP JR SB CONV DB 39 |
47,268,000 |
79,347 |
4.11% |
|
PRN |
| 3 |
DANAHER CORP DEL LYON 01/21 |
26,969,000 |
59,478 |
3.08% |
|
PRN |
| 4 |
TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 |
41,092,000 |
52,935 |
2.74% |
|
PRN |
| 5 |
NOVELLUS SYS INC SR NT CV2.625 41 |
22,880,000 |
49,966 |
2.59% |
|
PRN |
| 6 |
METLIFE INC 10/10/12 |
1,589,983 |
48,956 |
2.53% |
|
|
| 7 |
TELEFLEX INC |
27,744,000 |
47,914 |
2.48% |
|
PRN |
| 8 |
Stanley Black & Decker Inc Corp Unit |
343,812 |
44,988 |
2.33% |
|
|
| 9 |
Continental Airls Inc |
17,850,000 |
44,248 |
2.29% |
|
PRN |
| 10 |
JARDEN CORP |
30,181,000 |
41,352 |
2.14% |
|
PRN |
| 11 |
HELIX ENERGY SOLUTIONS GRP INC SR GLBL CV NT 32 |
34,039,000 |
39,887 |
2.06% |
|
PRN |
| 12 |
XILINX INC SR NT CV2.625 17 |
25,672,000 |
38,119 |
1.97% |
|
PRN |
| 13 |
VERINT SYS INC 1.5 06/01/2021 |
34,760,000 |
37,836 |
1.96% |
|
PRN |
| 14 |
SPANSION LLC |
20,888,000 |
36,549 |
1.89% |
|
PRN |
| 15 |
MICROCHIP TECHNOLOGY INC |
19,645,000 |
36,541 |
1.89% |
|
PRN |
| 16 |
GENERAL MTRS CO |
1,140,154 |
36,417 |
1.88% |
|
|
| 17 |
OMNICARE INC |
31,165,000 |
34,315 |
1.78% |
|
PRN |
| 18 |
ON SEMICONDUCTOR CORP |
29,044,000 |
32,694 |
1.69% |
|
PRN |
| 19 |
WABASH NATL CORP SR NT CV3.375 18 |
23,949,000 |
31,576 |
1.63% |
|
PRN |
| 20 |
ANTHEM INC |
19,093,000 |
31,539 |
1.63% |
|
PRN |
| 21 |
SALESFORCE COM INC SR CV NT 0.25 18 |
27,980,000 |
31,309 |
1.62% |
|
PRN |
| 22 |
CHART INDS INC SR SB GLBL CV 18 |
26,349,000 |
30,626 |
1.58% |
|
PRN |
| 23 |
SALIX PHARMACEUTICALS INC |
11,354,000 |
27,506 |
1.42% |
|
PRN |
| 24 |
FORD MTR CO DEL |
1,844,500 |
27,280 |
1.41% |
|
|
| 25 |
BOTTOMLINE TECH DEL INC SR CONV NT1.5 17 |
23,755,000 |
26,791 |
1.39% |
|
PRN |
| 26 |
AIR LEASE CORP SR CV NT3.875 18 |
19,237,000 |
26,178 |
1.35% |
|
PRN |
| 27 |
RPM INTL INC SR GLBL CV NT 20 |
23,112,000 |
26,046 |
1.35% |
|
PRN |
| 28 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
24,283,000 |
25,802 |
1.34% |
|
PRN |
| 29 |
XPO LOGISTICS INC |
10,720,000 |
25,349 |
1.31% |
|
PRN |
| 30 |
Macquarie Infrastructure Corp |
21,346,000 |
23,744 |
1.23% |
|
PRN |
| 31 |
Priceline Group Inc/The |
20,991,000 |
23,471 |
1.21% |
|
PRN |
| 32 |
AIRTRAN HLDGS INC NOTE 5.250%11/0 |
9,025,000 |
22,438 |
1.16% |
|
PRN |
| 33 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
22,456,000 |
22,230 |
1.15% |
|
PRN |
| 34 |
MGM RESORTS INTERNATIONAL |
17,097,000 |
21,564 |
1.12% |
|
PRN |
| 35 |
CROWN CASTLE CNV PFD |
203,955 |
21,452 |
1.11% |
|
|
| 36 |
PACIRA PHARMACEUTICALS INC |
5,466,000 |
21,372 |
1.11% |
|
PRN |
| 37 |
RTI INTL METALS INC SR CV NT1.625 19 |
21,908,000 |
21,047 |
1.09% |
|
PRN |
| 38 |
PRICELINE GRP INC SR CONV NT 1 18 |
14,408,000 |
19,448 |
1.01% |
|
PRN |
| 39 |
ARCELORMITTAL SA LUXEMBOURG |
907,200 |
19,169 |
0.99% |
|
|
| 40 |
STANLEY BLACK & DECKER INC |
170,500 |
19,144 |
0.99% |
|
|
| 41 |
HOLOGIC INC SR STEP CV NT 42 |
17,944,000 |
18,932 |
0.98% |
|
PRN |
| 42 |
UNITED STATES STL CORP NEW |
11,469,000 |
18,855 |
0.98% |
|
PRN |
| 43 |
FORD MTR CO DEL |
10,970,000 |
18,837 |
0.97% |
|
PRN |
| 44 |
CITIGROUPINC |
346,751 |
17,969 |
0.93% |
|
|
| 45 |
SHUTTERFLY INC |
16,188,000 |
16,765 |
0.87% |
|
PRN |
| 46 |
MEDIDATA SOLUTIONS INC 1 08/01/2018 |
15,470,000 |
16,708 |
0.86% |
|
PRN |
| 47 |
BANK AMER CORP |
13,641 |
15,639 |
0.81% |
|
|
| 48 |
LAM RESEARCH CORP |
12,238,000 |
15,626 |
0.81% |
|
PRN |
| 49 |
HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 |
15,863,000 |
15,555 |
0.80% |
|
PRN |
| 50 |
WELLS FARGO & CO NEW |
12,852 |
15,455 |
0.80% |
|
|
