| 1 |
GY 4.0625 12/31/39 |
2,750,000 |
5,604 |
0.03% |
|
PRN |
| 2 |
PRICELINE GRP INC SR CONV NT 1 18 |
4,000,000 |
5,553 |
0.03% |
|
PRN |
| 3 |
INTERDIGITAL INC |
4,750,000 |
4,925 |
0.03% |
|
PRN |
| 4 |
NXP SEMICONDUCTORS N V |
4,500,000 |
4,891 |
0.03% |
|
PRN |
| 5 |
MERCADOLIBRE INC |
3,750,000 |
4,737 |
0.03% |
|
PRN |
| 6 |
ATLAS AIR WORLDWIDE HLDGS INC 2.25 06/01/2022 |
4,500,000 |
4,362 |
0.03% |
|
PRN |
| 7 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
5,500,000 |
4,188 |
0.02% |
|
PRN |
| 8 |
CALAMP CORP |
4,350,000 |
4,035 |
0.02% |
|
PRN |
| 9 |
SYNCHRONOSS TECHNOLOGIES INC |
4,000,000 |
3,958 |
0.02% |
|
PRN |
| 10 |
VERINT SYS INC 1.5 06/01/2021 |
4,250,000 |
3,870 |
0.02% |
|
PRN |
| 11 |
PROOFPOINT INC SR CV BD 0.75 20 |
3,500,000 |
3,756 |
0.02% |
|
PRN |
| 12 |
CARRIAGE SVCS INC NOTE 2.750 3/1 |
3,000,000 |
3,523 |
0.02% |
|
PRN |
| 13 |
BLUCORA INC |
3,500,000 |
3,232 |
0.02% |
|
PRN |
| 14 |
ENERNOC |
4,510,000 |
3,213 |
0.02% |
|
PRN |
| 15 |
Mentor Graphics Corp |
2,850,000 |
3,126 |
0.02% |
|
PRN |
| 16 |
LAYNE CHRISTENSEN CO |
3,550,000 |
3,086 |
0.02% |
|
PRN |
| 17 |
HORIZON PHARMA INVT LTD |
3,250,000 |
2,945 |
0.02% |
|
PRN |
| 18 |
BOTTOMLINE TECH DEL INC SR CONV NT1.5 17 |
2,750,000 |
2,762 |
0.02% |
|
PRN |
| 19 |
MOLINA HEALTHCARE INC |
2,000,000 |
2,706 |
0.02% |
|
PRN |
| 20 |
FireEye Inc |
3,000,000 |
2,594 |
0.02% |
|
PRN |
| 21 |
MEDICINES CO SR GLBL CV NT 22 |
2,000,000 |
2,362 |
0.01% |
|
PRN |
| 22 |
Exelexis |
1,500,000 |
2,223 |
0.01% |
|
PRN |
| 23 |
REPLIGEN CORP |
2,000,000 |
2,154 |
0.01% |
|
PRN |
| 24 |
ECHO GLOBAL LOGISTICS INC SR CONV NT2.5 20 |
2,250,000 |
2,125 |
0.01% |
|
PRN |
| 25 |
IGI LABORATORIES INC |
2,250,000 |
2,020 |
0.01% |
|
PRN |
| 26 |
B2GOLD CORP |
2,000,000 |
1,947 |
0.01% |
|
PRN |
| 27 |
ALASKA COMMUNICATIONS SYS GRP 6.25 05/01/2018 |
2,000,000 |
1,938 |
0.01% |
|
PRN |
| 28 |
NUANCE COMMUNICATIONS INC |
2,000,000 |
1,933 |
0.01% |
|
PRN |
| 29 |
COLONY CAP INC 5 04/15/2023 |
2,000,000 |
1,900 |
0.01% |
|
PRN |
| 30 |
ENCORE CAP GROUP INC |
2,250,000 |
1,740 |
0.01% |
|
PRN |
| 31 |
INCYTE CORP |
1,000,000 |
1,703 |
0.01% |
|
PRN |
| 32 |
CHENIERE ENERGY INC |
3,000,000 |
1,695 |
0.01% |
|
PRN |
| 33 |
GLOBAL EAGLE ENTMT INC |
2,250,000 |
1,679 |
0.01% |
|
PRN |
| 34 |
ANI PHARMACEUTICALS INC |
1,500,000 |
1,631 |
0.01% |
|
PRN |
| 35 |
WEATHERFORD INTL LTD |
1,500,000 |
1,630 |
0.01% |
|
PRN |
| 36 |
TIMKENSTEEL CORP |
1,500,000 |
1,609 |
0.01% |
|
PRN |
| 37 |
RTI INTL METALS INC SR CV NT1.625 19 |
1,500,000 |
1,590 |
0.01% |
|
PRN |
| 38 |
BLACKROCK CAPITAL INVESTMENT |
1,500,000 |
1,523 |
0.01% |
|
PRN |
| 39 |
JAZZ INVESTMENTS I LTD |
1,420,000 |
1,520 |
0.01% |
|
PRN |
| 40 |
WEB COM GROUP INC |
1,500,000 |
1,379 |
0.01% |
|
PRN |
| 41 |
NAVISTAR INTL CORP NEW |
2,050,000 |
1,352 |
0.01% |
|
PRN |
| 42 |
PROS HOLDINGS SR CONV BD 2.000 PERCENT Due 12/01/2019 |
1,500,000 |
1,339 |
0.01% |
|
PRN |
| 43 |
SOLARCITY CORP |
1,750,000 |
1,318 |
0.01% |
|
PRN |
| 44 |
INTEL CORP JR SB CONV DB 39 |
800,000 |
1,303 |
0.01% |
|
PRN |
| 45 |
NVIDIA CORP SR CONV NT 1 18 |
500,000 |
1,165 |
0.01% |
|
PRN |
| 46 |
INFINERA CORPORATION |
1,000,000 |
1,159 |
0.01% |
|
PRN |
| 47 |
MOLINA HEALTHCARE INC |
1,000,000 |
1,086 |
0.01% |
|
PRN |
| 48 |
OCLARO INC |
400,000 |
1,053 |
0.01% |
|
PRN |
| 49 |
QUIDEL CORP |
1,000,000 |
926 |
0.01% |
|
PRN |
| 50 |
TRN |
1,000,000 |
925 |
0.01% |
|
PRN |
