| 1 |
ADVANCED MICRO DEVICES INC SR CV NT2.125 26 |
9,000,000 |
9,788 |
0.95% |
|
PRN |
| 2 |
ALASKA COMMUNICATIONS SYS GRP 6.25 05/01/2018 |
24,000,000 |
23,700 |
2.31% |
|
PRN |
| 3 |
AMAG PHARMACEUTICALS INC |
17,000,000 |
19,264 |
1.88% |
|
PRN |
| 4 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
63,581,000 |
63,581 |
6.19% |
|
PRN |
| 5 |
ARCELORMITTAL SA LUXEMBOURG |
73,618 |
445 |
0.04% |
|
|
| 6 |
ARES CAP CORP |
25,515,000 |
25,866 |
2.52% |
|
PRN |
| 7 |
ARES CAP CORP |
9,802,000 |
10,255 |
1.00% |
|
PRN |
| 8 |
AT&T INC |
100,000 |
114 |
0.01% |
Put |
|
| 9 |
Alaska Air Group Inc |
2,000 |
132 |
0.01% |
|
|
| 10 |
Ares Capital Corp |
6,742,000 |
6,986 |
0.68% |
|
PRN |
| 11 |
BLACKROCK CAPITAL INVESTMENT |
3,000,000 |
3,109 |
0.30% |
|
PRN |
| 12 |
BLUCORA INC |
25,349,000 |
24,300 |
2.37% |
|
PRN |
| 13 |
BROADSOFT INC |
5,000,000 |
6,650 |
0.65% |
|
PRN |
| 14 |
CEPHEID |
1,732,000 |
1,803 |
0.18% |
|
PRN |
| 15 |
CHART INDS INC SR SB GLBL CV 18 |
14,000,000 |
13,816 |
1.35% |
|
PRN |
| 16 |
CONSOL ENERGY INC |
8,000 |
154 |
0.01% |
|
|
| 17 |
CORNERSTONE ONDEMAND INC |
4,108,000 |
4,488 |
0.44% |
|
PRN |
| 18 |
DELTA AIRLINES INC DEL |
20,000 |
787 |
0.08% |
|
|
| 19 |
FINISAR CORP |
25,397,000 |
29,841 |
2.91% |
|
PRN |
| 20 |
FREIGHTCAR AMERICA INC |
16,971 |
244 |
0.02% |
|
|
| 21 |
GLOBALSTAR INC |
26,764,476 |
32,385 |
3.15% |
|
|
| 22 |
GOLDMAN SACHS BDC INC |
30,781 |
670 |
0.07% |
|
|
| 23 |
GREENBRIER COS INC |
5,617,000 |
6,389 |
0.62% |
|
PRN |
| 24 |
INFINERA CORPORATION |
44,901,000 |
47,061 |
4.58% |
|
PRN |
| 25 |
INTERDIGITAL INC |
23,671,000 |
28,967 |
2.82% |
|
PRN |
| 26 |
JAZZ INVESTMENTS I LTD |
8,000,000 |
8,130 |
0.79% |
|
PRN |
| 27 |
JDS UNIPHASE CORP |
15,100,000 |
15,100 |
1.47% |
|
PRN |
| 28 |
LEVEL 3 COMM |
253,502 |
11,757 |
1.14% |
|
|
| 29 |
LINKEDIN CORP |
36,750,000 |
36,406 |
3.55% |
|
PRN |
| 30 |
MERCADOLIBRE INC |
25,000,000 |
39,031 |
3.80% |
|
PRN |
| 31 |
MICRON TECHNOLOGY INC |
144,677 |
2,572 |
0.25% |
|
|
| 32 |
MOSAIC CO NEW |
110,000 |
2,690 |
0.26% |
|
|
| 33 |
Mercer International |
1,468 |
12 |
0.00% |
|
|
| 34 |
NEVRO CORP |
26,000,000 |
33,833 |
3.29% |
|
PRN |
| 35 |
NEW MTN FIN CORP |
21,724,000 |
22,294 |
2.17% |
|
PRN |
| 36 |
PALO ALTO NETWORKS INC |
38,800,000 |
59,170 |
5.76% |
|
PRN |
| 37 |
PENDRELL CORP |
1,651,253 |
1,131 |
0.11% |
|
|
| 38 |
PHOTRONICS INC |
8,672,000 |
10,455 |
1.02% |
|
PRN |
| 39 |
QUIDEL CORP |
12,648,000 |
12,743 |
1.24% |
|
PRN |
| 40 |
RAMBUS INC DEL NOTE 1.125 8/1 |
26,204,000 |
30,822 |
3.00% |
|
PRN |
| 41 |
RESOLUTE FST PRODS INC |
3,972,260 |
18,789 |
1.83% |
|
|
| 42 |
SERVICENOW INC |
48,082,000 |
58,664 |
5.71% |
|
PRN |
| 43 |
SERVICESOURCE INTL INC |
7,457,000 |
7,177 |
0.70% |
|
PRN |
| 44 |
SHUTTERFLY INC |
11,423,000 |
11,266 |
1.10% |
|
PRN |
| 45 |
SOCIETAL CDMO INC |
3,000 |
27 |
0.00% |
|
|
| 46 |
STARWOOD WAYPOINT 4.5 15OCT17 |
18,970,000 |
20,350 |
1.98% |
|
PRN |
| 47 |
STARWOOD WAYPOINT RESIDENTL |
31,950,000 |
34,752 |
3.38% |
|
PRN |
| 48 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
6,530,000 |
13,718 |
1.34% |
|
PRN |
| 49 |
TCP CAP CORP NOTE 5.25012/1 |
29,529,000 |
30,821 |
3.00% |
|
PRN |
| 50 |
TECHTARGET INC |
15,100 |
122 |
0.01% |
|
|
