| 1 |
NVIDIA CORP SR CONV NT 1 18 |
8,779,000 |
29,871 |
0.01% |
|
PRN |
| 2 |
PRICELINE GRP INC SR CONV NT 1 18 |
14,967,000 |
23,685 |
0.01% |
|
PRN |
| 3 |
MEDICINES CO SR GLBL CV NT 22 |
13,870,000 |
18,048 |
0.00% |
|
PRN |
| 4 |
NOVELLUS SYS INC SR NT CV2.625 41 |
6,325,000 |
17,619 |
0.00% |
|
PRN |
| 5 |
TWITTER INC |
17,033,000 |
16,352 |
0.00% |
|
PRN |
| 6 |
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 |
12,503,000 |
15,590 |
0.00% |
|
PRN |
| 7 |
LINKEDIN CORP |
14,873,000 |
14,734 |
0.00% |
|
PRN |
| 8 |
ALLEGHENY TECHNOLOGIES INC SR CV NT 4.75 22 |
9,928,000 |
13,618 |
0.00% |
|
PRN |
| 9 |
WEATHERFORD INTL LTD |
11,666,000 |
13,088 |
0.00% |
|
PRN |
| 10 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
9,671,000 |
11,599 |
0.00% |
|
PRN |
| 11 |
CTRIP COM INTL LTD |
8,661,000 |
11,259 |
0.00% |
|
PRN |
| 12 |
HOLOGIC INC |
9,011,000 |
11,050 |
0.00% |
|
PRN |
| 13 |
LAM RESEARCH CORP SR NT CV 1.25 18 |
6,908,000 |
10,997 |
0.00% |
|
PRN |
| 14 |
FireEye Inc |
9,905,000 |
9,026 |
0.00% |
|
PRN |
| 15 |
PRICELINE GRP INC SR CONV NT0.9 21 |
8,061,000 |
8,655 |
0.00% |
|
PRN |
| 16 |
FINISAR CORP |
6,357,000 |
7,447 |
0.00% |
|
PRN |
| 17 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
5,247,000 |
5,890 |
0.00% |
|
PRN |
| 18 |
INTEL CORP JR SB CONV DB 39 |
3,152,000 |
5,764 |
0.00% |
|
PRN |
| 19 |
XILINX INC SR NT CV2.625 17 |
2,905,000 |
5,465 |
0.00% |
|
PRN |
| 20 |
VERISIGN INC JR SB CONV DB 37 |
2,286,000 |
5,239 |
0.00% |
|
PRN |
| 21 |
HERBALIFE LTD |
4,830,000 |
4,773 |
0.00% |
|
PRN |
| 22 |
RYLAND GROUP INC |
3,815,000 |
4,599 |
0.00% |
|
PRN |
| 23 |
NOVELLUS SYS INC SR NT CV2.625 41 |
1,642,000 |
4,574 |
0.00% |
|
PRN |
| 24 |
KB HOME SR CV NT1.375 19 |
4,257,000 |
4,140 |
0.00% |
|
PRN |
| 25 |
PRICELINE GRP INC SR CONV NT 1 18 |
2,476,000 |
3,918 |
0.00% |
|
PRN |
| 26 |
ANTHEM INC |
2,180,000 |
3,818 |
0.00% |
|
PRN |
| 27 |
TWITTER INC |
4,007,000 |
3,794 |
0.00% |
|
PRN |
| 28 |
DEPOMED INC NOTE 2.500 9/0 |
2,661,000 |
3,789 |
0.00% |
|
PRN |
| 29 |
SOLARCITY CORP |
5,000,000 |
3,750 |
0.00% |
|
PRN |
| 30 |
TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 |
3,141,000 |
3,748 |
0.00% |
|
PRN |
| 31 |
ARES CAP CORP |
3,552,000 |
3,694 |
0.00% |
|
PRN |
| 32 |
ALLSCRIPTS HEALTHCARE SOLUTN |
3,546,000 |
3,635 |
0.00% |
|
PRN |
| 33 |
ENDOLOGIX INC |
2,600,000 |
3,443 |
0.00% |
|
PRN |
| 34 |
Red Hat Inc |
2,686,000 |
3,399 |
0.00% |
|
PRN |
| 35 |
PALO ALTO NETWORKS INC |
2,190,000 |
3,322 |
0.00% |
|
PRN |
| 36 |
WORKDAY INC |
2,679,000 |
3,285 |
0.00% |
|
PRN |
| 37 |
ILLUMINA INC |
3,006,000 |
3,111 |
0.00% |
|
PRN |
| 38 |
TITAN MACHY INC |
3,249,000 |
2,845 |
0.00% |
|
PRN |
| 39 |
J2 GLOBAL INC SR CV NT 3.25 29 |
2,439,000 |
2,827 |
0.00% |
|
PRN |
| 40 |
SALESFORCE COM INC SR CV NT 0.25 18 |
2,337,000 |
2,794 |
0.00% |
|
PRN |
| 41 |
NVIDIA CORP SR CONV NT 1 18 |
801,000 |
2,725 |
0.00% |
|
PRN |
| 42 |
NUANCE COMMUNICATIONS INC |
2,837,000 |
2,673 |
0.00% |
|
PRN |
| 43 |
LINKEDIN CORP |
2,623,000 |
2,598 |
0.00% |
|
PRN |
| 44 |
DANAHER CORP DEL LYON 01/21 |
835,000 |
2,500 |
0.00% |
|
PRN |
| 45 |
SALESFORCE COM INC SR CV NT 0.25 18 |
2,002,000 |
2,394 |
0.00% |
|
PRN |
| 46 |
ARES CAP CORP |
2,348,000 |
2,374 |
0.00% |
|
PRN |
| 47 |
ON SEMICONDUCTOR CORP |
1,957,000 |
2,331 |
0.00% |
|
PRN |
| 48 |
TOLL BROS FIN CORP |
2,327,000 |
2,282 |
0.00% |
|
PRN |
| 49 |
JEFFERIES GROUP INC NEW SR DB CV3.875 29 |
2,232,000 |
2,263 |
0.00% |
|
PRN |
| 50 |
NEWMONT MINING CORP SR NT CV1.625 17 |
2,036,000 |
2,219 |
0.00% |
|
PRN |
