| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | PRICELINE GRP INC SR CONV NT 1 18 | 101,404,000 | 131,312 | 6.06% | PRN | |
| 2 | TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 | 29,676,000 | 114,365 | 5.28% | PRN | |
| 3 | LIBERTY MEDIA CORP DELAWARE | 700,000 | 108,738 | 5.02% | PRN | |
| 4 | CITRIX SYS INC | 1,000,000 | 94,502 | 4.36% | PRN | |
| 5 | INTEL CORP JR SB CONV DB 39 | 40,705,000 | 84,230 | 3.89% | PRN | |
| 6 | Welltower Inc | 15,037,000 | 83,835 | 3.87% | PRN | |
| 7 | ALZA Corp | 13,210,000 | 80,686 | 3.73% | PRN | |
| 8 | PROSPECT CAPITAL CORPORATION | 600,000 | 80,059 | 3.70% | PRN | |
| 9 | RTI INTL METALS INC SR CV NT1.625 19 | 18,830,000 | 74,784 | 3.45% | PRN | |
| 10 | JANUS CAP GROUP INC NOTE 0.750 7/1 | 100,978,000 | 63,892 | 2.95% | PRN | |
| 11 | STILLWATER MNG CO | 2,400,000 | 63,281 | 2.92% | PRN | |
| 12 | AIR LEASE CORP SR CV NT3.875 18 | 4,339,000 | 61,088 | 2.82% | PRN | |
| 13 | Macquarie Infrastructure Corp | 21,080,000 | 56,703 | 2.62% | PRN | |
| 14 | LAM RESEARCH CORP SR NT CV 1.25 18 | 30,972,000 | 50,301 | 2.32% | PRN | |
| 15 | TRINITY INDS INC | 94,943,000 | 46,956 | 2.17% | PRN | |
| 16 | Red Hat Inc | 27,405,000 | 43,799 | 2.02% | PRN | |
| 17 | RPM INTL INC SR GLBL CV NT 20 | 10,815,000 | 40,412 | 1.87% | PRN | |
| 18 | NEW YORK CMNTY CAP TR V BIFURCATED OPT NT UNIT SECS BONUSES | 200,000 | 39,561 | 1.83% | PRN | |
| 19 | ELECTRONICS FOR IMAGING INC | 4,980,000 | 39,152 | 1.81% | PRN | |
| 20 | XILINX INC SR NT CV2.625 17 | 12,785,000 | 38,980 | 1.80% | PRN | |
| 21 | ALON USA ENERGY INC | 17,715,000 | 38,622 | 1.78% | PRN | |
| 22 | COLONY CAP INC | 22,240,000 | 38,463 | 1.78% | PRN | |
| 23 | SALESFORCE COM INC SR CV NT 0.25 18 | 1,380,000 | 37,267 | 1.72% | PRN | |
| 24 | MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 | 5,350,000 | 36,111 | 1.67% | PRN | |
| 25 | INTEL CORP JR SB CONV DB 35 | 24,725,000 | 34,397 | 1.59% | PRN | |
| 26 | DYCOM INDS INC | 1,595,000 | 32,390 | 1.50% | PRN | |
| 27 | COWEN GROUP INC NEW | 4,875,000 | 32,013 | 1.48% | PRN | |
| 28 | GREENBRIER COS INC | 24,720,000 | 30,189 | 1.39% | PRN | |
| 29 | TPG Specialty Lending Inc | 6,430,000 | 29,749 | 1.37% | PRN | |
| 30 | LABORATORY CORP AMER HLDGS NOTE 9/1 | 2,590,000 | 29,372 | 1.36% | PRN | |
| 31 | CARRIAGE SVCS INC NOTE 2.750 3/1 | 23,560,000 | 28,522 | 1.32% | PRN | |
| 32 | PORTFOLIO RECOVERY ASSOCS IN | 2,740,000 | 27,835 | 1.29% | PRN | |
| 33 | MOLINA HEALTHCARE INC | 17,167,000 | 24,115 | 1.11% | PRN | |
| 34 | WEATHERFORD INTL LTD | 20,270,000 | 22,083 | 1.02% | PRN | |
| 35 | CORE LABORATORIES NV | 1,500,000 | 22,070 | 1.02% | PRN | |
| 36 | KEYW HLDG CORP | 49,038,000 | 21,260 | 0.98% | PRN | |
| 37 | Royal Gold Inc | 5,580,000 | 20,894 | 0.97% | PRN | |
| 38 | NATIONAL HEALTH INVS INC | 2,000,000 | 19,696 | 0.91% | PRN | |
| 39 | B2GOLD CORP | 41,755,000 | 16,271 | 0.75% | PRN | |
| 40 | GENERAL MTRS CO | 214,018 | 15,809 | 0.73% | ||
| 41 | ENERNOC | 28,494,000 | 14,710 | 0.68% | PRN | |
| 42 | CEMEX SAB DE CV NOTE 3.750 3/1 | 34,362,000 | 12,545 | 0.58% | PRN | |
| 43 | AKAMAI TECHNOLOGIES INC | 200,000 | 11,424 | 0.53% | PRN | |
| 44 | SPECTRANETICS CORP | 1,940,000 | 11,168 | 0.52% | PRN | |
| 45 | IGI LABORATORIES INC | 5,195,000 | 10,636 | 0.49% | PRN | |
| 46 | AMTRUST FINL SVCS INC | 50,066,000 | 10,036 | 0.46% | PRN | |
| 47 | RESOURCE CAP CORP | 2,145,000 | 9,598 | 0.44% | PRN | |
| 48 | WELLS FARGO & CO NEW | 1,000,000 | 9,252 | 0.43% | PRN | |
| 49 | ALTRA INDL MOTION CORP | 25,174,000 | 8,930 | 0.41% | PRN | |
| 50 | ICONIX BRAND GROUP INC | 6,045,000 | 8,743 | 0.40% | PRN |
| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | LIBERTY MEDIA CORP DELAWARE | 103,683,000 | 108,738 | 5.02% | PRN | |
| 2 | TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 | 95,823,000 | 114,365 | 5.28% | PRN | |
| 3 | CITRIX SYS INC | 83,416,000 | 94,502 | 4.36% | PRN | |
| 4 | PRICELINE GRP INC SR CONV NT 1 18 | 82,954,000 | 131,312 | 6.06% | PRN | |
| 5 | PROSPECT CAPITAL CORPORATION | 80,864,000 | 80,059 | 3.70% | PRN | |
| 6 | RTI INTL METALS INC SR CV NT1.625 19 | 69,973,000 | 74,784 | 3.45% | PRN | |
| 7 | STILLWATER MNG CO | 52,461,000 | 63,281 | 2.92% | PRN | |
| 8 | ALZA Corp | 49,613,000 | 80,686 | 3.73% | PRN | |
| 9 | AIR LEASE CORP SR CV NT3.875 18 | 49,213,000 | 61,088 | 2.82% | PRN | |
| 10 | Macquarie Infrastructure Corp | 48,153,000 | 56,703 | 2.62% | PRN | |
| 11 | JANUS CAP GROUP INC NOTE 0.750 7/1 | 46,701,000 | 63,892 | 2.95% | PRN | |
| 12 | INTEL CORP JR SB CONV DB 39 | 46,012,000 | 84,230 | 3.89% | PRN | |
| 13 | ALON USA ENERGY INC | 40,309,000 | 38,622 | 1.78% | PRN | |
| 14 | COLONY CAP INC | 39,525,000 | 38,463 | 1.78% | PRN | |
| 15 | TRINITY INDS INC | 39,130,000 | 46,956 | 2.17% | PRN | |
| 16 | ELECTRONICS FOR IMAGING INC | 35,272,000 | 39,152 | 1.81% | PRN | |
| 17 | Red Hat Inc | 34,500,000 | 43,799 | 2.02% | PRN | |
| 18 | RPM INTL INC SR GLBL CV NT 20 | 33,640,000 | 40,412 | 1.87% | PRN | |
| 19 | COWEN GROUP INC NEW | 32,792,000 | 32,013 | 1.48% | PRN | |
| 20 | LAM RESEARCH CORP SR NT CV 1.25 18 | 31,510,000 | 50,301 | 2.32% | PRN | |
| 21 | SALESFORCE COM INC SR CV NT 0.25 18 | 31,095,000 | 37,267 | 1.72% | PRN | |
| 22 | PORTFOLIO RECOVERY ASSOCS IN | 30,748,000 | 27,835 | 1.29% | PRN | |
| 23 | DYCOM INDS INC | 29,580,000 | 32,390 | 1.50% | PRN | |
| 24 | TPG Specialty Lending Inc | 28,760,000 | 29,749 | 1.37% | PRN | |
| 25 | MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 | 28,212,000 | 36,111 | 1.67% | PRN | |
| 26 | GREENBRIER COS INC | 26,569,000 | 30,189 | 1.39% | PRN | |
| 27 | INTEL CORP JR SB CONV DB 35 | 24,890,000 | 34,397 | 1.59% | PRN | |
| 28 | CARRIAGE SVCS INC NOTE 2.750 3/1 | 24,274,000 | 28,522 | 1.32% | PRN | |
| 29 | KEYW HLDG CORP | 21,805,000 | 21,260 | 0.98% | PRN | |
| 30 | CORE LABORATORIES NV | 21,730,000 | 22,070 | 1.02% | PRN | |
| 31 | XILINX INC SR NT CV2.625 17 | 20,720,000 | 38,980 | 1.80% | PRN | |
| 32 | MOLINA HEALTHCARE INC | 20,275,000 | 24,115 | 1.11% | PRN | |
| 33 | ENERNOC | 19,980,000 | 14,710 | 0.68% | PRN | |
| 34 | WEATHERFORD INTL LTD | 19,640,000 | 22,083 | 1.02% | PRN | |
| 35 | Royal Gold Inc | 18,583,000 | 20,894 | 0.97% | PRN | |
| 36 | NATIONAL HEALTH INVS INC | 17,167,000 | 19,696 | 0.91% | PRN | |
| 37 | LABORATORY CORP AMER HLDGS NOTE 9/1 | 15,963,000 | 29,372 | 1.36% | PRN | |
| 38 | B2GOLD CORP | 15,855,000 | 16,271 | 0.75% | PRN | |
| 39 | SOLAZYME INC | 15,510,000 | 8,143 | 0.38% | PRN | |
| 40 | AMYRIS INC | 14,932,000 | 5,525 | 0.26% | PRN | |
| 41 | KINDER MORGAN INCORPORATED DEL WARRANT EXP 052517 | 12,576,332 | 189 | 0.01% | ||
| 42 | AKAMAI TECHNOLOGIES INC | 11,650,000 | 11,424 | 0.53% | PRN | |
| 43 | AMTRUST FINL SVCS INC | 11,560,000 | 10,036 | 0.46% | PRN | |
| 44 | CEMEX SAB DE CV NOTE 3.750 3/1 | 11,170,000 | 12,545 | 0.58% | PRN | |
| 45 | IGI LABORATORIES INC | 11,036,000 | 10,636 | 0.49% | PRN | |
| 46 | SPECTRANETICS CORP | 10,511,000 | 11,168 | 0.52% | PRN | |
| 47 | ICONIX BRAND GROUP INC | 10,115,000 | 8,743 | 0.40% | PRN | |
| 48 | RESOURCE CAP CORP | 9,550,000 | 9,598 | 0.44% | PRN | |
| 49 | SOLAZYME INC | 8,590,000 | 5,755 | 0.27% | PRN | |
| 50 | ALTRA INDL MOTION CORP | 7,465,000 | 8,930 | 0.41% | PRN |
