| 1 |
PRICELINE GRP INC SR CONV NT0.9 21 |
21,000,000 |
22,549 |
2.07% |
|
PRN |
| 2 |
Macquarie Infrastructure Corp |
20,600,000 |
24,141 |
2.22% |
|
PRN |
| 3 |
TPG Specialty Lending Inc |
17,600,000 |
18,128 |
1.67% |
|
PRN |
| 4 |
RPM INTL INC SR GLBL CV NT 20 |
16,400,000 |
19,649 |
1.81% |
|
PRN |
| 5 |
Ares Capital Corp |
16,000,000 |
16,500 |
1.52% |
|
PRN |
| 6 |
LAM RESEARCH CORP SR NT CV 1.25 18 |
15,300,000 |
24,356 |
2.24% |
|
PRN |
| 7 |
INTEL CORP JR SB CONV DB 39 |
13,000,000 |
23,774 |
2.18% |
|
PRN |
| 8 |
CARDTRONICS INC NOTE 1.00012/0 |
12,500,000 |
13,156 |
1.21% |
|
PRN |
| 9 |
J2 GLOBAL INC SR CV NT 3.25 29 |
12,500,000 |
14,461 |
1.33% |
|
PRN |
| 10 |
ON SEMICONDUCTOR CORP |
12,000,000 |
12,165 |
1.12% |
|
PRN |
| 11 |
NXP SEMICONDUCTORS N V |
12,000,000 |
14,130 |
1.30% |
|
PRN |
| 12 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
11,500,000 |
14,662 |
1.35% |
|
PRN |
| 13 |
Mentor Graphics Corp |
11,350,000 |
15,174 |
1.39% |
|
PRN |
| 14 |
VECTOR GROUP LTD |
11,000,000 |
12,533 |
1.15% |
|
PRN |
| 15 |
GREEN PLAINS INC |
10,900,000 |
15,096 |
1.39% |
|
PRN |
| 16 |
ROYAL BANK OF CANADA |
10,000,000 |
10,900 |
1.00% |
|
PRN |
| 17 |
ANI PHARMACEUTICALS INC |
10,000,000 |
12,300 |
1.13% |
|
PRN |
| 18 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
10,000,000 |
10,288 |
0.95% |
|
|
| 19 |
DYCOM INDS INC |
10,000,000 |
10,900 |
1.00% |
|
PRN |
| 20 |
EURONET WORLDWIDE INC |
10,000,000 |
12,588 |
1.16% |
|
PRN |
| 21 |
ELECTRONICS FOR IMAGING INC |
9,500,000 |
10,509 |
0.97% |
|
PRN |
| 22 |
SPECTRANETICS CORP |
9,500,000 |
9,981 |
0.92% |
|
PRN |
| 23 |
LABORATORY CORP AMER HLDGS NOTE 9/1 |
9,350,000 |
17,222 |
1.58% |
|
PRN |
| 24 |
XILINX INC SR NT CV2.625 17 |
9,000,000 |
16,931 |
1.56% |
|
PRN |
| 25 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
8,000,000 |
16,780 |
1.54% |
|
PRN |
| 26 |
DEPOMED INC NOTE 2.500 9/0 |
8,000,000 |
11,390 |
1.05% |
|
PRN |
| 27 |
WABASH NATL CORP SR NT CV3.375 18 |
7,700,000 |
10,289 |
0.95% |
|
PRN |
| 28 |
HURON CONSULTING GROUP INC |
6,700,000 |
6,750 |
0.62% |
|
PRN |
| 29 |
TRINITY INDS INC |
6,600,000 |
7,887 |
0.72% |
|
PRN |
| 30 |
TORONTO DOMINION BK ONT |
5,000,000 |
5,014 |
0.46% |
|
PRN |
| 31 |
STILLWATER MNG CO |
4,700,000 |
5,640 |
0.52% |
|
PRN |
| 32 |
FIDELITY NATIONAL FINANCIAL IN SR CV NT 4.25 18 |
4,124,000 |
8,477 |
0.78% |
|
PRN |
| 33 |
AIRTRAN HLDGS INC NOTE 5.250%11/0 |
3,600,000 |
9,855 |
0.91% |
|
PRN |
| 34 |
ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF |
1,681,000 |
146,684 |
13.48% |
|
|
| 35 |
LGIH |
1,300,000 |
2,282 |
0.21% |
|
PRN |
| 36 |
POWERSHS DB MULTI SECT COMM |
1,156,219 |
23,101 |
2.12% |
|
|
| 37 |
POWERSHS DB MULTI SECT COMM |
1,033,240 |
9,165 |
0.84% |
|
|
| 38 |
FITBIT INC |
1,011,121 |
15,005 |
1.38% |
|
|
| 39 |
ISHARES SILVER TR |
640,929 |
11,665 |
1.07% |
|
|
| 40 |
ISHARES TR |
590,000 |
72,676 |
6.68% |
|
|
| 41 |
ISHARES TR |
509,838 |
30,147 |
2.77% |
|
|
| 42 |
ISHARES TR |
393,752 |
14,746 |
1.35% |
|
|
| 43 |
ALEXANDRIA REAL ESTATE EQ IN |
390,000 |
13,748 |
1.26% |
|
|
| 44 |
UNITED STATES NATL GAS FUND |
374,886 |
3,134 |
0.29% |
|
|
| 45 |
POWERSHS DB MULTI SECT COMM |
339,124 |
4,195 |
0.39% |
|
|
| 46 |
NEXTERA ENERGY INCORPORATED UNIT CORP |
310,000 |
18,321 |
1.68% |
|
|
| 47 |
Dominion Resources Inc/VA |
285,000 |
14,196 |
1.30% |
|
|
| 48 |
NVIDIA CORPORATION |
270,107 |
18,508 |
1.70% |
|
|
| 49 |
ISHARES TR |
234,598 |
29,139 |
2.68% |
|
|
| 50 |
Welltower Inc |
222,000 |
14,791 |
1.36% |
|
|
