| 1 |
GY 4.0625 12/31/39 |
19,912,000 |
40,495 |
2.04% |
|
PRN |
| 2 |
GT ADV TECHNOLOGIES INC |
15,450,000 |
35,502 |
1.79% |
|
PRN |
| 3 |
UNITED RENTALS INC |
3,660,000 |
31,037 |
1.56% |
|
PRN |
| 4 |
CACI INTL INC SRNT CV |
20,269,000 |
27,663 |
1.39% |
|
PRN |
| 5 |
D.R. HORTON INC |
15,800,000 |
26,230 |
1.32% |
|
PRN |
| 6 |
OMNICARE INC |
9,856,000 |
22,434 |
1.13% |
|
PRN |
| 7 |
SUNPOWER CORP |
17,822,000 |
21,791 |
1.10% |
|
PRN |
| 8 |
XPO LOGISTICS INC |
11,606,000 |
21,757 |
1.10% |
|
PRN |
| 9 |
EXTERRAN HLDGS INC |
11,182,000 |
21,290 |
1.07% |
|
PRN |
| 10 |
CEMEX SAB DE CV |
15,380,000 |
21,139 |
1.07% |
|
PRN |
| 11 |
LINEAR TECHNOLOGY CORP |
16,851,000 |
20,091 |
1.01% |
|
PRN |
| 12 |
Terex Corp New 06/01/2015 4.000% |
6,278,000 |
17,240 |
0.87% |
|
PRN |
| 13 |
COVANTA HLDG CORP |
14,343,000 |
16,764 |
0.84% |
|
PRN |
| 14 |
MICRON TECHNOLOGY INC |
7,375,000 |
16,425 |
0.83% |
|
PRN |
| 15 |
MASTEC INC |
5,950,000 |
16,387 |
0.83% |
|
PRN |
| 16 |
MGM RESORTS INTERNATIONAL |
10,750,000 |
15,701 |
0.79% |
|
PRN |
| 17 |
TESLA INC |
8,505,000 |
15,265 |
0.77% |
|
PRN |
| 18 |
CEMEX SAB DE CV 4 7/8% |
10,516,000 |
12,894 |
0.65% |
|
PRN |
| 19 |
Horsehead Holding |
9,330,000 |
12,225 |
0.62% |
|
PRN |
| 20 |
OMNICOM GROUP INC |
9,158,000 |
12,216 |
0.62% |
|
PRN |
| 21 |
MICRON TECHNOLOGY INC |
4,868,000 |
12,114 |
0.61% |
|
PRN |
| 22 |
SALESFORCE COM INC |
4,400,000 |
11,720 |
0.59% |
|
PRN |
| 23 |
LIONS GATE ENTMT INC |
3,500,000 |
11,334 |
0.57% |
|
PRN |
| 24 |
TESLA INC |
11,500,000 |
10,484 |
0.53% |
|
PRN |
| 25 |
VIPSHOP HLDGS LTD |
9,500,000 |
9,664 |
0.49% |
|
PRN |
| 26 |
MICRON TECHNOLOGY INC |
3,679,000 |
9,249 |
0.47% |
|
PRN |
| 27 |
MOLYCORP INC DEL NOTE 5.500% 2/0 |
10,230,000 |
8,766 |
0.44% |
|
PRN |
| 28 |
CUBIST PHARMACEUTICALS INC |
3,220,000 |
8,251 |
0.42% |
|
PRN |
| 29 |
VECTOR GROUP LTD |
6,000,000 |
8,197 |
0.41% |
|
PRN |
| 30 |
M/I HOMES INC |
6,750,000 |
8,134 |
0.41% |
|
PRN |
| 31 |
RADIAN GROUP INC. |
5,348,000 |
7,946 |
0.40% |
|
PRN |
| 32 |
AKORN INC |
2,859,000 |
7,260 |
0.37% |
|
PRN |
| 33 |
Continental Airls Inc |
3,040,000 |
7,244 |
0.37% |
|
PRN |
| 34 |
ALTRA INDL MOTION CORP |
5,000,000 |
7,144 |
0.36% |
|
PRN |
| 35 |
ALPHA NAT RES INC NOTE 4.875%12/1 DELETED |
8,500,000 |
7,012 |
0.35% |
|
PRN |
| 36 |
GROUP 1 AUTOMOTIVE INC |
5,385,000 |
6,522 |
0.33% |
|
PRN |
| 37 |
SUNPOWER CORP |
4,051,000 |
6,119 |
0.31% |
|
PRN |
| 38 |
ISIS PHARMACEUTICALS INC DEL |
2,034,000 |
5,449 |
0.27% |
|
PRN |
| 39 |
HEALTHWAYS INC |
5,000,000 |
5,412 |
0.27% |
|
PRN |
| 40 |
INTEROIL CORP |
5,338,000 |
5,361 |
0.27% |
|
PRN |
| 41 |
MICRON TECHNOLOGY INC |
2,100,000 |
5,220 |
0.26% |
|
PRN |
| 42 |
SOLAZYME INC |
3,000,000 |
4,584 |
0.23% |
|
PRN |
| 43 |
WEBMD HEALTH CORP |
4,341,000 |
4,381 |
0.22% |
|
PRN |
| 44 |
TAKE-TWO INTERACTIVE SOFTWAR |
3,000,000 |
3,939 |
0.20% |
|
PRN |
| 45 |
ACCURAY INC |
2,000,000 |
3,820 |
0.19% |
|
PRN |
| 46 |
COLONY CAP INC 5 04/15/2023 |
3,500,000 |
3,740 |
0.19% |
|
PRN |
| 47 |
MERRIMACK PHARMACEUTI |
3,590,000 |
3,630 |
0.18% |
|
PRN |
| 48 |
DRYSHIPS INC. 5%14F DUE 12/01/14 DRYSHIPS INC. |
3,650,000 |
3,625 |
0.18% |
|
PRN |
| 49 |
UNITED THERAPEUTICS CORP |
1,750,000 |
3,478 |
0.18% |
|
PRN |
| 50 |
SHIP FINANCE INTERNATIONAL L |
3,000,000 |
3,352 |
0.17% |
|
PRN |
