| 1 |
CHESAPEAKE ENERGY CORP |
43,627,000 |
46,637 |
0.01% |
|
PRN |
| 2 |
OMNICOM GROUP INC |
33,003,000 |
43,626 |
0.01% |
|
PRN |
| 3 |
CHESAPEAKE ENERGY CORP |
17,717,000 |
18,497 |
0.01% |
|
PRN |
| 4 |
HERCULES CAPITAL INC |
7,997,000 |
11,045 |
0.00% |
|
PRN |
| 5 |
AK STL CORP |
6,570,000 |
10,909 |
0.00% |
|
PRN |
| 6 |
INTEL CORP JR SB CONV DB 39 |
6,398,000 |
9,856 |
0.00% |
|
PRN |
| 7 |
ALLIANT TECHSYSTEMS INC |
5,094,000 |
9,074 |
0.00% |
|
PRN |
| 8 |
COBALT INTL ENERGY INC |
7,000,000 |
7,539 |
0.00% |
|
PRN |
| 9 |
Mannkind |
4,250,000 |
6,996 |
0.00% |
|
PRN |
| 10 |
CENVEO CORP |
5,500,000 |
6,512 |
0.00% |
|
PRN |
| 11 |
Medivation Inc 04/01/2017 2.625% |
4,081,000 |
6,504 |
0.00% |
|
PRN |
| 12 |
ANNALY CAP MGMT INC |
6,025,000 |
6,402 |
0.00% |
|
PRN |
| 13 |
ANTHEM INC |
4,157,000 |
6,376 |
0.00% |
|
PRN |
| 14 |
OMNICARE INC |
5,769,000 |
6,156 |
0.00% |
|
PRN |
| 15 |
NOVELLUS SYS INC SR NT CV2.625 41 |
3,018,000 |
6,098 |
0.00% |
|
PRN |
| 16 |
INTERMUNE INC |
4,000,000 |
6,000 |
0.00% |
|
PRN |
| 17 |
BPZ 8 1/2 10/01/17 |
5,050,000 |
5,939 |
0.00% |
|
PRN |
| 18 |
TAKE-TWO INTERACTIVE SOFTWAR |
4,474,000 |
5,832 |
0.00% |
|
PRN |
| 19 |
DOMINION RES INC VA NEW |
2,575,000 |
5,530 |
0.00% |
|
PRN |
| 20 |
STARWOOD PPTY TR INC |
4,712,000 |
5,392 |
0.00% |
|
PRN |
| 21 |
STARWOOD PPTY TR INC |
4,599,000 |
5,155 |
0.00% |
|
PRN |
| 22 |
LIVE NATION ENTERTAINMENT 2.875% 07/15/27 |
5,015,000 |
5,015 |
0.00% |
|
PRN |
| 23 |
HEALTH CARE REIT INC |
3,962,000 |
4,889 |
0.00% |
|
PRN |
| 24 |
STANDARD PAC CORP NEW |
3,496,000 |
4,382 |
0.00% |
|
PRN |
| 25 |
BPZ REORUCES INC ESCROW |
3,987,000 |
4,045 |
0.00% |
|
PRN |
| 26 |
SEQUENOM INC |
3,640,000 |
3,898 |
0.00% |
|
PRN |
| 27 |
STILLWATER MNG CO |
2,440,000 |
3,581 |
0.00% |
|
PRN |
| 28 |
TESLA INC |
1,562,000 |
3,163 |
0.00% |
|
PRN |
| 29 |
ARES CAP CORP |
2,875,000 |
3,055 |
0.00% |
|
PRN |
| 30 |
RYLAND GROUP INC |
2,186,000 |
3,034 |
0.00% |
|
PRN |
| 31 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
2,233,000 |
2,716 |
0.00% |
|
PRN |
| 32 |
PHH CORP |
1,328,000 |
2,586 |
0.00% |
|
PRN |
| 33 |
TESLA INC |
2,332,000 |
2,252 |
0.00% |
|
PRN |
| 34 |
MICRON TECHNOLOGY INC |
725,000 |
2,199 |
0.00% |
|
PRN |
| 35 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
2,000,000 |
2,069 |
0.00% |
|
PRN |
| 36 |
PROLOGIS |
1,661,000 |
1,841 |
0.00% |
|
PRN |
| 37 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
1,793,000 |
1,799 |
0.00% |
|
PRN |
| 38 |
HOLOGIC INC |
1,599,000 |
1,749 |
0.00% |
|
PRN |
| 39 |
MICROCHIP TECHNOLOGY INC |
907,000 |
1,732 |
0.00% |
|
PRN |
| 40 |
VECTOR GROUP LTD |
1,500,000 |
1,603 |
0.00% |
|
PRN |
| 41 |
PROSPECT CAPITAL CORPORATION |
1,518,000 |
1,584 |
0.00% |
|
PRN |
| 42 |
VECTOR GROUP LTD FRNT 11/1 |
1,000,000 |
1,578 |
0.00% |
|
PRN |
| 43 |
Spirit Realty Capital Inc |
1,500,000 |
1,504 |
0.00% |
|
PRN |
| 44 |
ANNALY CAP MGMT INC |
1,400,000 |
1,432 |
0.00% |
|
PRN |
| 45 |
HOLOGIC INC SR STEP CV NT 42 |
1,306,000 |
1,428 |
0.00% |
|
PRN |
| 46 |
Electronic Arts, Inc. |
1,093,000 |
1,378 |
0.00% |
|
PRN |
| 47 |
HAWAIIAN HOLDINGS INC |
738,000 |
1,333 |
0.00% |
|
PRN |
| 48 |
VEREIT Inc |
1,255,000 |
1,309 |
0.00% |
|
PRN |
| 49 |
RADIAN GROUP INC |
866,000 |
1,299 |
0.00% |
|
PRN |
| 50 |
LABORATORY CORP AMER HLDGS NOTE 9/1 |
899,000 |
1,232 |
0.00% |
|
PRN |
