| 1 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
40,211,000 |
36,994 |
0.10% |
|
PRN |
| 2 |
INTEL CORP JR SB CONV DB 35 |
21,008,000 |
27,599 |
0.07% |
|
PRN |
| 3 |
Electronic Arts, Inc. |
7,966,000 |
11,998 |
0.03% |
|
PRN |
| 4 |
VEREIT Inc |
9,858,000 |
9,069 |
0.02% |
|
PRN |
| 5 |
TESLA INC |
9,858,000 |
8,891 |
0.02% |
|
PRN |
| 6 |
ANNALY CAP MGMT INC |
8,025,000 |
8,150 |
0.02% |
|
PRN |
| 7 |
STILLWATER MNG CO |
6,093,000 |
7,525 |
0.02% |
|
PRN |
| 8 |
WALTER INVT MGMT CORP |
9,458,000 |
7,283 |
0.02% |
|
PRN |
| 9 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
5,397,000 |
7,100 |
0.02% |
|
PRN |
| 10 |
FOREST CITY ENTERPRISES INC |
5,737,000 |
6,524 |
0.02% |
|
PRN |
| 11 |
VECTOR GROUP LTD |
6,020,000 |
6,377 |
0.02% |
|
PRN |
| 12 |
BROOKDALE SR LIVING INC |
4,303,000 |
5,860 |
0.02% |
|
PRN |
| 13 |
CENVEO CORP |
6,000,000 |
5,850 |
0.02% |
|
PRN |
| 14 |
PROLOGIS |
5,121,000 |
5,684 |
0.02% |
|
PRN |
| 15 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
4,048,000 |
5,650 |
0.02% |
|
PRN |
| 16 |
TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 |
3,786,000 |
5,173 |
0.01% |
|
PRN |
| 17 |
BLACKSTONE MTG TR INC |
4,691,000 |
4,937 |
0.01% |
|
PRN |
| 18 |
TAKE-TWO INTERACTIVE SOFTWAR |
3,054,000 |
4,621 |
0.01% |
|
PRN |
| 19 |
NVIDIA CORP SR CONV NT 1 18 |
3,584,000 |
4,159 |
0.01% |
|
PRN |
| 20 |
WORKDAY INC |
3,435,000 |
4,071 |
0.01% |
|
PRN |
| 21 |
SANDISK CORP |
3,372,000 |
4,051 |
0.01% |
|
PRN |
| 22 |
INTEL CORP JR SB CONV DB 39 |
1,783,000 |
3,100 |
0.01% |
|
PRN |
| 23 |
OREXIGEN THERAPEUTICS INC |
3,055,000 |
3,030 |
0.01% |
|
PRN |
| 24 |
LEVEL 3 COMMUNICATIONS INC |
1,600,000 |
2,904 |
0.01% |
|
PRN |
| 25 |
SEQUENOM INC |
2,803,000 |
2,888 |
0.01% |
|
PRN |
| 26 |
SHUTTERFLY INC |
2,934,000 |
2,778 |
0.01% |
|
PRN |
| 27 |
CORNERSTONE ONDEMAND INC |
2,382,000 |
2,328 |
0.01% |
|
PRN |
| 28 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
1,915,000 |
2,251 |
0.01% |
|
PRN |
| 29 |
TESLA INC |
1,211,000 |
2,249 |
0.01% |
|
PRN |
| 30 |
SALIX PHARMACEUTICALS INC |
1,171,000 |
2,135 |
0.01% |
|
PRN |
| 31 |
MYLAN INC |
495,000 |
2,092 |
0.01% |
|
PRN |
| 32 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
2,060,000 |
2,091 |
0.01% |
|
PRN |
| 33 |
BPZ 8 1/2 10/01/17 |
6,300,000 |
2,012 |
0.01% |
|
PRN |
| 34 |
Workday Inc |
1,588,000 |
1,934 |
0.01% |
|
PRN |
| 35 |
SALESFORCE COM INC SR CV NT 0.25 18 |
1,646,000 |
1,871 |
0.01% |
|
PRN |
| 36 |
PROLOGIS |
1,661,000 |
1,846 |
0.00% |
|
PRN |
| 37 |
SPECTRANETICS CORP |
1,420,000 |
1,821 |
0.00% |
|
PRN |
| 38 |
TESARO INC |
1,125,000 |
1,402 |
0.00% |
|
PRN |
| 39 |
HEALTH CARE REIT INC |
925,000 |
1,387 |
0.00% |
|
PRN |
| 40 |
Spirit Realty Capital Inc |
1,415,000 |
1,379 |
0.00% |
|
PRN |
| 41 |
AK STL CORP |
1,000,000 |
1,348 |
0.00% |
|
PRN |
| 42 |
HAWAIIAN HOLDINGS INC |
350,000 |
1,161 |
0.00% |
|
PRN |
| 43 |
ALTRA INDL MOTION CORP |
1,000,000 |
1,152 |
0.00% |
|
PRN |
| 44 |
Developers Diversified Realty Corp |
930,000 |
1,148 |
0.00% |
|
PRN |
| 45 |
WEB COM GROUP INC |
1,246,000 |
1,139 |
0.00% |
|
PRN |
| 46 |
AMTRUST FINL SVCS INC |
500,000 |
1,069 |
0.00% |
|
PRN |
| 47 |
PEABODY ENERGY C 4.75 PERCENT 66 CONV BONDS DUE 12/15/66 |
2,010,000 |
1,055 |
0.00% |
|
PRN |
| 48 |
RADIAN GROUP INC |
616,000 |
991 |
0.00% |
|
PRN |
| 49 |
Hologic, Inc. |
768,000 |
958 |
0.00% |
|
PRN |
| 50 |
RYLAND GROUP INC |
682,000 |
922 |
0.00% |
|
PRN |
