| 1 |
BANK NOVA |
66,075,000 |
65,965 |
0.02% |
|
PRN |
| 2 |
COBALT INTL ENERGY INC |
30,057,000 |
14,991 |
0.00% |
|
PRN |
| 3 |
COBALT INTL ENERGY INC |
36,106,000 |
14,533 |
0.00% |
|
PRN |
| 4 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
10,733,000 |
11,182 |
0.00% |
|
PRN |
| 5 |
HURON CONSULTING GROUP INC |
9,083,000 |
8,828 |
0.00% |
|
PRN |
| 6 |
INTNED 6 PERP C |
6,080,000 |
5,689 |
0.00% |
|
PRN |
| 7 |
CARDTRONICS INC NOTE 1.00012/0 |
5,563,000 |
5,372 |
0.00% |
|
PRN |
| 8 |
ING GROEP N V |
5,450,000 |
4,994 |
0.00% |
|
PRN |
| 9 |
M/I HOMES INC |
4,915,000 |
4,749 |
0.00% |
|
PRN |
| 10 |
BANK NOVA |
4,625,000 |
4,617 |
0.00% |
|
PRN |
| 11 |
COBALT INTL ENERGY INC |
7,880,000 |
3,930 |
0.00% |
|
PRN |
| 12 |
INTNED 6 PERP C |
4,030,000 |
3,771 |
0.00% |
|
PRN |
| 13 |
ING GROEP N V |
3,525,000 |
3,230 |
0.00% |
|
PRN |
| 14 |
BANK NOVA |
2,905,000 |
2,900 |
0.00% |
|
PRN |
| 15 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
2,772,000 |
2,888 |
0.00% |
|
PRN |
| 16 |
M/I HOMES INC |
2,617,000 |
2,529 |
0.00% |
|
PRN |
| 17 |
HSBC HLDGS PLC |
1,650,000 |
1,585 |
0.00% |
|
PRN |
| 18 |
INTEL CORP JR SB CONV DB 35 |
1,000,000 |
1,271 |
0.00% |
|
PRN |
| 19 |
SALESFORCE COM INC SR CV NT 0.25 18 |
1,000,000 |
1,238 |
0.00% |
|
PRN |
| 20 |
AKAMAI TECHNOLOGIES INC |
1,250,000 |
1,220 |
0.00% |
|
PRN |
| 21 |
ALTRA INDL MOTION CORP |
1,000,000 |
1,141 |
0.00% |
|
PRN |
| 22 |
FOREST CITY ENTERPRISES INC |
1,000,000 |
1,108 |
0.00% |
|
PRN |
| 23 |
NXP SEMICONDUCTORS N V |
1,000,000 |
1,106 |
0.00% |
|
PRN |
| 24 |
ILLUMINA INC SR CONV NT0.5 21 |
1,000,000 |
1,077 |
0.00% |
|
PRN |
| 25 |
STILLWATER MNG CO |
1,000,000 |
1,068 |
0.00% |
|
PRN |
| 26 |
SANDISK CORP |
1,000,000 |
1,038 |
0.00% |
|
PRN |
| 27 |
INTEL CORP JR SB CONV DB 39 |
651,000 |
1,035 |
0.00% |
|
PRN |
| 28 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
1,000,000 |
1,029 |
0.00% |
|
PRN |
| 29 |
JAZZ INVESTMENTS I LTD |
1,000,000 |
1,028 |
0.00% |
|
PRN |
| 30 |
ALLSCRIPTS HEALTHCARE SOLUTN |
1,000,000 |
1,019 |
0.00% |
|
PRN |
| 31 |
M/I HOMES INC |
1,000,000 |
1,006 |
0.00% |
|
PRN |
| 32 |
SHUTTERFLY INC |
1,000,000 |
998 |
0.00% |
|
PRN |
| 33 |
BROCADE COMMUNICATIONS SYS I |
1,000,000 |
991 |
0.00% |
|
PRN |
| 34 |
HURON CONSULTING GROUP INC |
1,000,000 |
972 |
0.00% |
|
PRN |
| 35 |
CARDTRONICS INC NOTE 1.00012/0 |
1,000,000 |
966 |
0.00% |
|
PRN |
| 36 |
WEB COM GROUP INC |
1,015,000 |
963 |
0.00% |
|
PRN |
| 37 |
Priceline Group Inc/The |
800,000 |
960 |
0.00% |
|
PRN |
| 38 |
WORKDAY INC |
850,000 |
959 |
0.00% |
|
PRN |
| 39 |
REDWOOD TR INC |
1,000,000 |
936 |
0.00% |
|
PRN |
| 40 |
KB HOME SR CV NT1.375 19 |
1,000,000 |
923 |
0.00% |
|
PRN |
| 41 |
CORNERSTONE ONDEMAND INC |
925,000 |
916 |
0.00% |
|
PRN |
| 42 |
HEARTWARE INTL INC |
1,000,000 |
893 |
0.00% |
|
PRN |
| 43 |
CHART INDS INC SR SB GLBL CV 18 |
1,000,000 |
888 |
0.00% |
|
PRN |
| 44 |
QUIDEL CORP |
1,000,000 |
888 |
0.00% |
|
PRN |
| 45 |
RYLAND GROUP INC SR NT CV 0.25 19 |
1,000,000 |
885 |
0.00% |
|
PRN |
| 46 |
VERINT SYS INC 1.5 06/01/2021 |
1,000,000 |
881 |
0.00% |
|
PRN |
| 47 |
CANADIAN SOLAR INC |
1,050,000 |
880 |
0.00% |
|
PRN |
| 48 |
SERVICENOW INC |
800,000 |
867 |
0.00% |
|
PRN |
| 49 |
MEDIDATA SOLUTIONS INC 1 08/01/2018 |
850,000 |
862 |
0.00% |
|
PRN |
| 50 |
BROADSOFT INC |
750,000 |
848 |
0.00% |
|
PRN |
