| 1 |
BARCLAYS PLC |
47,175,000 |
46,039 |
0.15% |
|
PRN |
| 2 |
BARCLAYS PLC |
47,175,000 |
46,039 |
0.15% |
|
PRN |
| 3 |
TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 |
10,265,000 |
12,863 |
0.04% |
|
PRN |
| 4 |
WORKDAY INC |
8,865,000 |
9,840 |
0.03% |
|
PRN |
| 5 |
LLOYDS BANKING GROUP PLC |
9,831,000 |
9,610 |
0.03% |
|
PRN |
| 6 |
LLOYDS BANKING GROUP PLC |
9,831,000 |
9,610 |
0.03% |
|
PRN |
| 7 |
INTEL CORP JR SB CONV DB 39 |
5,147,000 |
8,367 |
0.03% |
|
PRN |
| 8 |
BLUCORA INC |
9,016,000 |
8,306 |
0.03% |
|
PRN |
| 9 |
ROYAL BK OF SCOTLAND PLC |
9,000,000 |
8,217 |
0.03% |
|
PRN |
| 10 |
ROYAL BK OF SCOTLAND PLC |
9,000,000 |
8,217 |
0.03% |
|
PRN |
| 11 |
ALLEGHENY TECHNOLOGIES INC SR CV NT 4.75 22 |
6,300,000 |
6,647 |
0.02% |
|
PRN |
| 12 |
STANDARD PAC CORP NEW |
5,871,000 |
6,311 |
0.02% |
|
PRN |
| 13 |
PRICELINE GRP INC SR CONV NT 1 18 |
4,500,000 |
6,247 |
0.02% |
|
PRN |
| 14 |
JDS UNIPHASE CORP |
6,100,000 |
5,944 |
0.02% |
|
PRN |
| 15 |
WEBMD HEALTH CORP NOTE 1.50012/0 |
4,566,000 |
5,802 |
0.02% |
|
PRN |
| 16 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
5,108,000 |
5,673 |
0.02% |
|
PRN |
| 17 |
WEBMD HEALTH CORP |
4,910,000 |
5,399 |
0.02% |
|
PRN |
| 18 |
ENCORE CAP GROUP INC |
4,850,000 |
4,751 |
0.02% |
|
PRN |
| 19 |
ROYAL BK OF SCOTLAND PLC |
5,000,000 |
4,663 |
0.02% |
|
PRN |
| 20 |
ROYAL BK OF SCOTLAND PLC |
5,000,000 |
4,663 |
0.02% |
|
PRN |
| 21 |
NVIDIA CORP SR CONV NT 1 18 |
2,522,000 |
4,415 |
0.01% |
|
PRN |
| 22 |
EZCORP INC |
5,000,000 |
4,193 |
0.01% |
|
PRN |
| 23 |
AEGERION PHARMACEUTICALS INC |
6,837,000 |
3,897 |
0.01% |
|
PRN |
| 24 |
LINKEDIN CORP |
3,600,000 |
3,729 |
0.01% |
|
PRN |
| 25 |
INCONTACT INC |
2,816,000 |
3,365 |
0.01% |
|
PRN |
| 26 |
ARVINMERITOR INC |
3,450,000 |
3,308 |
0.01% |
|
PRN |
| 27 |
ARVINMERITOR INC |
3,450,000 |
3,308 |
0.01% |
|
PRN |
| 28 |
VEREIT Inc |
3,254,000 |
3,230 |
0.01% |
|
PRN |
| 29 |
JEFFERIES GROUP INC NEW SR DB CV3.875 29 |
3,146,000 |
3,185 |
0.01% |
|
PRN |
| 30 |
SOLARCITY CORP |
4,133,000 |
2,971 |
0.01% |
|
PRN |
| 31 |
YAHOO INC SR CV ZERO NT 18 |
2,822,000 |
2,963 |
0.01% |
|
PRN |
| 32 |
SEACOR HOLDINGS INC |
3,000,000 |
2,930 |
0.01% |
|
PRN |
| 33 |
SPIRIT RLTY CAP INC NEW |
2,704,000 |
2,917 |
0.01% |
|
PRN |
| 34 |
COLONY CAP INC 5 04/15/2023 |
2,911,000 |
2,765 |
0.01% |
|
PRN |
| 35 |
MICRON TECHNOLOGY INC |
1,814,000 |
2,716 |
0.01% |
|
PRN |
| 36 |
STARWOOD WAYPOINT RESIDENTL |
2,572,000 |
2,621 |
0.01% |
|
PRN |
| 37 |
Exelexis |
1,700,000 |
2,519 |
0.01% |
|
PRN |
| 38 |
ISTAR FINL INC |
2,484,000 |
2,504 |
0.01% |
|
PRN |
| 39 |
MICRON TECHNOLOGY INC |
1,537,000 |
2,387 |
0.01% |
|
PRN |
| 40 |
AMTRUST FINL SVCS INC |
2,815,000 |
2,153 |
0.01% |
|
PRN |
| 41 |
STARWOOD WAYPOINT 4.5 15OCT17 |
1,750,000 |
1,928 |
0.01% |
|
PRN |
| 42 |
VECTOR GROUP LTD |
1,720,000 |
1,907 |
0.01% |
|
PRN |
| 43 |
CORNERSTONE ONDEMAND INC |
1,790,000 |
1,836 |
0.01% |
|
PRN |
| 44 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
1,791,000 |
1,806 |
0.01% |
|
PRN |
| 45 |
CIENA CORP SR NT CV 17 |
1,782,000 |
1,761 |
0.01% |
|
PRN |
| 46 |
ARES CAP CORP |
1,692,000 |
1,749 |
0.01% |
|
PRN |
| 47 |
KB HOME SR CV NT1.375 19 |
1,796,000 |
1,715 |
0.01% |
|
PRN |
| 48 |
MICRON TECHNOLOGY INC |
1,100,000 |
1,595 |
0.01% |
|
PRN |
| 49 |
VECTOR GROUP LTD |
1,100,000 |
1,595 |
0.01% |
|
PRN |
| 50 |
PORTFOLIO RECOVERY ASSOCS IN |
1,750,000 |
1,366 |
0.00% |
|
PRN |
