| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ACORDA THERAPEUTICS INC | 12,350,000 | 10,073 | 0.36% | PRN | |
| 2 | AKAMAI TECHNOLOGIES INC | 31,170,000 | 30,449 | 1.08% | PRN | |
| 3 | ALLSCRIPTS HEALTHCARE SOLUTN | 4,375,000 | 4,484 | 0.16% | PRN | |
| 4 | AMERICAN TOWER CORP NEW PFD CONV SER A | 599,329 | 66,263 | 2.35% | ||
| 5 | Anthem Inc | 4,119,275 | 179,271 | 6.37% | ||
| 6 | BANK AMER CORP | 75,256 | 92,189 | 3.27% | ||
| 7 | BOTTOMLINE TECH DEL INC SR CONV NT1.5 17 | 46,416,000 | 47,547 | 1.69% | PRN | |
| 8 | CARDTRONICS INC NOTE 1.00012/0 | 20,319,000 | 21,386 | 0.76% | PRN | |
| 9 | CEPHEID | 35,375,000 | 36,635 | 1.30% | PRN | |
| 10 | CHART INDS INC SR SB GLBL CV 18 | 4,408,000 | 4,331 | 0.15% | PRN | |
| 11 | CHENIERE ENERGY INC | 30,900,000 | 19,602 | 0.70% | PRN | |
| 12 | CIENA CORP | 99,901,000 | 133,618 | 4.75% | PRN | |
| 13 | CITRIX SYS INC | 9,575,000 | 10,826 | 0.38% | PRN | |
| 14 | CONVERGYS CORP | 14,773,000 | 40,718 | 1.45% | PRN | |
| 15 | CORNERSTONE ONDEMAND INC | 7,000,000 | 7,630 | 0.27% | PRN | |
| 16 | COWEN GROUP INC NEW | 13,918,000 | 13,440 | 0.48% | PRN | |
| 17 | CROWN CASTLE INTL CORP NEW | 167,543 | 18,943 | 0.67% | ||
| 18 | Dominion Resources Inc/VA | 1,128,468 | 56,209 | 2.00% | ||
| 19 | ELECTRONICS FOR IMAGING INC | 5,700,000 | 6,306 | 0.22% | PRN | |
| 20 | ENVESTNET INC | 19,153,000 | 18,291 | 0.65% | PRN | |
| 21 | EPR PPTYS | 1,356,098 | 40,692 | 1.45% | ||
| 22 | EPR PPTYS | 328,684 | 12,238 | 0.43% | ||
| 23 | EURONET WORLDWIDE INC | 7,400,000 | 9,315 | 0.33% | PRN | |
| 24 | EZCORP INC | 36,881,000 | 36,120 | 1.28% | PRN | |
| 25 | Exelon Corp | 1,122,108 | 52,683 | 1.87% | ||
| 26 | FINISAR CORP | 38,897,000 | 45,923 | 1.63% | PRN | |
| 27 | FRONTIER COMMUNICATIONS CORPORTION PFD CONV SER-A | 357,214 | 29,917 | 1.06% | ||
| 28 | Fiat Chrysler Automobiles N V Man Cov Sec 16 | 1,358,723 | 87,043 | 3.09% | ||
| 29 | GAIN CAP HLDGS INC | 10,110,000 | 9,605 | 0.34% | PRN | |
| 30 | GENERAL CABLE CORP DEL NEW | 56,193,000 | 37,614 | 1.34% | PRN | |
| 31 | GRIFOLS S A SP ADR REP B | 291,050 | 4,648 | 0.17% | ||
| 32 | Huntington Bancshares Inc | 78,204 | 112,223 | 3.99% | ||
| 33 | INTEL CORP JR SB CONV DB 35 | 83,570,000 | 115,379 | 4.10% | PRN | |
| 34 | ISTAR FINL INC | 23,000,000 | 23,173 | 0.82% | PRN | |
| 35 | J2 GLOBAL INC SR CV NT 3.25 29 | 31,950,000 | 36,962 | 1.31% | PRN | |
| 36 | JAZZ INVESTMENTS I LTD | 26,045,000 | 26,403 | 0.94% | PRN | |
| 37 | KeyCorp NEW | 546,050 | 74,263 | 2.64% | ||
| 38 | LIBERTY MEDIA CORP | 68,796,000 | 42,482 | 1.51% | PRN | |
| 39 | LIBERTY MEDIA CORP | 96,699,000 | 58,080 | 2.06% | PRN | |
| 40 | LIGAND PHARMACEUTICALS INC | 22,575,000 | 32,945 | 1.17% | PRN | |
| 41 | LINKEDIN CORP | 55,154,000 | 54,637 | 1.94% | PRN | |
| 42 | MEDIDATA SOLUTIONS INC 1 08/01/2018 | 2,275,000 | 2,657 | 0.09% | PRN | |
| 43 | MICRON TECHNOLOGY INC SR SB CV NT 3 43 | 4,200,000 | 3,733 | 0.13% | PRN | |
| 44 | MODUSLINK GLOBAL SOLUTIONS I | 24,205,000 | 19,228 | 0.68% | PRN | |
| 45 | NATIONAL HEALTH INVS INC | 6,125,000 | 6,998 | 0.25% | PRN | |
| 46 | NUANCE COMMUNICATIONS INC | 14,755,000 | 13,842 | 0.49% | PRN | |
| 47 | NXP SEMICONDUCTORS N V | 5,485,000 | 6,459 | 0.23% | PRN | |
| 48 | ON SEMICONDUCTOR CORP | 17,055,000 | 20,317 | 0.72% | PRN | |
| 49 | PHOTRONICS INC | 21,783,000 | 26,140 | 0.93% | PRN | |
| 50 | PORTFOLIO RECOVERY ASSOCS IN | 32,884,000 | 29,575 | 1.05% | PRN |
| # | % | |||||
|---|---|---|---|---|---|---|
| 51 | MODUSLINK GLOBAL SOLUTIONS I | 24,205,000 | 19,228 | 0.58% | PRN | |
| 52 | CROWN CASTLE INTL CORP NEW | 167,543 | 18,943 | 0.58% | ||
| 53 | ENVESTNET INC | 19,153,000 | 18,291 | 0.56% | PRN | |
| 54 | STANLEY BLACK & DECKER INC | 141,284 | 17,820 | 0.54% | ||
| 55 | WEB COM GROUP INC | 17,834,000 | 16,931 | 0.51% | PRN | |
| 56 | SEACOR HOLDINGS INC | 16,385,000 | 16,446 | 0.50% | PRN | |
| 57 | STERICYCLE INC | 219,770 | 14,467 | 0.44% | ||
| 58 | SERVICESOURCE INTL INC | 14,725,000 | 14,164 | 0.43% | PRN | |
| 59 | NUANCE COMMUNICATIONS INC | 14,755,000 | 13,842 | 0.42% | PRN | |
| 60 | COWEN GROUP INC NEW | 13,918,000 | 13,440 | 0.41% | PRN | |
| 61 | EPR PPTYS | 328,684 | 12,238 | 0.37% | ||
| 62 | DYCOM INDS INC | 11,100,000 | 12,099 | 0.37% | PRN | |
| 63 | NEVRO CORP | 9,275,000 | 12,075 | 0.37% | PRN | |
| 64 | CITRIX SYS INC | 9,575,000 | 10,826 | 0.33% | PRN | |
| 65 | ACORDA THERAPEUTICS INC | 12,350,000 | 10,073 | 0.31% | PRN | |
| 66 | GAIN CAP HLDGS INC | 10,110,000 | 9,605 | 0.29% | PRN | |
| 67 | EURONET WORLDWIDE INC | 7,400,000 | 9,315 | 0.28% | PRN | |
| 68 | RTI INTL METALS INC SR CV NT1.625 19 | 8,395,000 | 8,951 | 0.27% | PRN | |
| 69 | EXELON CORP | 2,672 | 8,895 | 0.27% | Put | |
| 70 | AMERICAN TOWER CORP NEW | 79,916 | 8,761 | 0.27% | ||
| 71 | HUNTINGTON BANCSHARES INC | 8,344 | 8,227 | 0.25% | Call | |
| 72 | CORNERSTONE ONDEMAND INC | 7,000,000 | 7,630 | 0.23% | PRN | |
| 73 | SYNCHRONOSS TECHNOLOGIES INC | 6,755,000 | 7,131 | 0.22% | PRN | |
| 74 | NATIONAL HEALTH INVS INC | 6,125,000 | 6,998 | 0.21% | PRN | |
| 75 | TRINITY INDS INC | 5,425,000 | 6,483 | 0.20% | PRN | |
| 76 | NXP SEMICONDUCTORS N V | 5,485,000 | 6,459 | 0.20% | PRN | |
| 77 | ELECTRONICS FOR IMAGING INC | 5,700,000 | 6,306 | 0.19% | PRN | |
| 78 | RAYONIER ADVANCED MATLS INC PFD CV SER A | 52,450 | 5,465 | 0.17% | ||
| 79 | Royal Gold Inc | 4,725,000 | 5,277 | 0.16% | PRN | |
| 80 | KEYCORP NEW | 4,000 | 4,868 | 0.15% | Call | |
| 81 | TWITTER INC | 5,017,000 | 4,750 | 0.14% | PRN | |
| 82 | GRIFOLS S A SP ADR REP B | 291,050 | 4,648 | 0.14% | ||
| 83 | FireEye Inc | 5,075,000 | 4,625 | 0.14% | PRN | |
| 84 | ALLSCRIPTS HEALTHCARE SOLUTN | 4,375,000 | 4,484 | 0.14% | PRN | |
| 85 | CHART INDS INC SR SB GLBL CV 18 | 4,408,000 | 4,331 | 0.13% | PRN | |
| 86 | BROCADE COMMUNICATIONS SYS I | 4,200,000 | 4,145 | 0.13% | PRN | |
| 87 | MICRON TECHNOLOGY INC SR SB CV NT 3 43 | 4,200,000 | 3,733 | 0.11% | PRN | |
| 88 | SALESFORCE COM INC SR CV NT 0.25 18 | 2,975,000 | 3,557 | 0.11% | PRN | |
| 89 | Priceline Group Inc/The | 2,725,000 | 3,488 | 0.11% | PRN | |
| 90 | WEBMD HEALTH CORP | 3,000,000 | 3,114 | 0.09% | PRN | |
| 91 | INTERDIGITAL INC | 2,375,000 | 2,898 | 0.09% | PRN | |
| 92 | Spirit Realty Capital Inc | 2,550,000 | 2,894 | 0.09% | PRN | |
| 93 | NEXTERA ENERGY INCORPORATED UT EX 090119 | 57,000 | 2,823 | 0.09% | ||
| 94 | MEDIDATA SOLUTIONS INC 1 08/01/2018 | 2,275,000 | 2,657 | 0.08% | PRN | |
| 95 | FIAT CHRYSLER AUTOMOBILES N | 3,779 | 2,419 | 0.07% | Put | |
| 96 | FIAT CHRYSLER AUTOMOBILES N | 3,000 | 1,920 | 0.06% | Call | |
| 97 | YAHOO INC SR CV ZERO NT 18 | 1,591,000 | 1,629 | 0.05% | PRN | |
| 98 | Red Hat Inc | 1,150,000 | 1,455 | 0.04% | PRN | |
| 99 | Wells Fargo & Co. Warrants Exp 10/28/18 | 100,000 | 1,250 | 0.04% | PRN | |
| 100 | TESLA INC SR CV NT 0.25 19 | 1,100,000 | 997 | 0.03% | PRN |
