| 1 |
ISHARES TR |
422,624 |
47,511 |
0.10% |
|
PRN |
| 2 |
ISHARES TR |
357,871 |
40,349 |
0.09% |
|
PRN |
| 3 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
35,000,000 |
39,462 |
0.09% |
|
PRN |
| 4 |
TRINITY INDS INC |
25,520,000 |
30,624 |
0.07% |
|
PRN |
| 5 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
29,600,000 |
30,599 |
0.07% |
|
PRN |
| 6 |
ADVANCED MICRO DEVICES INC COCO 26 |
28,000,000 |
30,520 |
0.07% |
|
PRN |
| 7 |
GREEN PLAINS INC |
20,500,000 |
28,495 |
0.06% |
|
PRN |
| 8 |
MEDICINES CO SR GLBL CV NT 22 |
21,500,000 |
27,936 |
0.06% |
|
PRN |
| 9 |
AK STL CORP |
22,600,000 |
27,148 |
0.06% |
|
PRN |
| 10 |
RYLAND GROUP INC SR NT CV 0.25 19 |
27,134,000 |
25,268 |
0.06% |
|
PRN |
| 11 |
WRIGHT MED GROUP INC SR CONV NT 2 20 |
23,268,000 |
24,969 |
0.05% |
|
PRN |
| 12 |
INTEGRA LIFESCIENCES HLDGS C |
14,608,000 |
22,898 |
0.05% |
|
PRN |
| 13 |
AEGEAN MARINE PETE NETWORK I |
22,707,000 |
22,707 |
0.05% |
|
PRN |
| 14 |
STARWOOD WAYPOINT 4.5 15OCT17 |
21,000,000 |
22,575 |
0.05% |
|
PRN |
| 15 |
DEPOMED INC |
15,515,000 |
22,147 |
0.05% |
|
PRN |
| 16 |
SHUTTERFLY INC |
22,227,000 |
21,879 |
0.05% |
|
PRN |
| 17 |
LEXICON PHARMACEUTICALS INC |
9,570,000 |
21,640 |
0.05% |
|
PRN |
| 18 |
ALTRA INDL MOTION CORP |
18,100,000 |
21,425 |
0.05% |
|
PRN |
| 19 |
CARRIAGE SERVICES INC |
17,559,000 |
20,664 |
0.04% |
|
PRN |
| 20 |
HOLOGIC INC |
16,500,000 |
20,274 |
0.04% |
|
PRN |
| 21 |
ISHARES TR |
161,727 |
19,921 |
0.04% |
|
PRN |
| 22 |
CEMEX SAB DE CV |
18,615,000 |
19,464 |
0.04% |
|
PRN |
| 23 |
TOLL BROS FIN CORP |
19,725,000 |
19,441 |
0.04% |
|
PRN |
| 24 |
PROOFPOINT INC |
10,035,000 |
19,417 |
0.04% |
|
PRN |
| 25 |
LIVE NATION ENTERTAINMENT INC SR CONV BD2.5 19 |
17,567,000 |
19,115 |
0.04% |
|
PRN |
| 26 |
EMERGENT BIOSOLUTIONS 2.875000 01/15/202 |
15,500,000 |
19,035 |
0.04% |
|
PRN |
| 27 |
REDWOOD TR INC NOTE 4.625 4/1 |
18,681,000 |
18,832 |
0.04% |
|
PRN |
| 28 |
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 |
15,000,000 |
18,778 |
0.04% |
|
PRN |
| 29 |
INTERCEPT PHARMACEUTICALS IN |
16,500,000 |
18,531 |
0.04% |
|
PRN |
| 30 |
STANDARD PAC CORP NEW |
17,526,000 |
18,347 |
0.04% |
|
PRN |
| 31 |
GREENBRIER COS INC |
16,050,000 |
18,236 |
0.04% |
|
PRN |
| 32 |
STARWOOD WAYPOINT RESIDENTL |
16,544,000 |
18,012 |
0.04% |
|
PRN |
| 33 |
TESARO INC |
6,000,000 |
17,651 |
0.04% |
|
PRN |
| 34 |
AMTRUST FINL SVCS INC |
20,000,000 |
17,450 |
0.04% |
|
PRN |
| 35 |
WEATERFORD BERMUDA |
15,500,000 |
17,427 |
0.04% |
|
PRN |
| 36 |
COWEN INC |
17,500,000 |
17,073 |
0.04% |
|
PRN |
| 37 |
RTI INTL METALS INC SR CV NT1.625 19 |
15,923,000 |
17,057 |
0.04% |
|
PRN |
| 38 |
ALLEGHENY TECHNOLOGIES INC SR CV NT 4.75 22 |
12,000,000 |
16,987 |
0.04% |
|
PRN |
| 39 |
LIBERTY MEDIA CORP |
27,084,000 |
16,859 |
0.04% |
|
PRN |
| 40 |
BROADSOFT INC 1.000000 09/01/2022 |
12,500,000 |
16,656 |
0.04% |
|
PRN |
| 41 |
CORNERSTONE ONDEMAND INC |
14,876,000 |
16,270 |
0.04% |
|
PRN |
| 42 |
POWERSHARES ETF TR II |
850,030 |
16,040 |
0.03% |
|
PRN |
| 43 |
LGIH |
9,000,000 |
15,845 |
0.03% |
|
PRN |
| 44 |
LIBERTY MEDIA CORP DELAWARE |
15,000,000 |
15,712 |
0.03% |
|
PRN |
| 45 |
HURON CONSULTING GROUP INC |
15,487,000 |
15,680 |
0.03% |
|
PRN |
| 46 |
SM ENERGY CO |
13,000,000 |
15,665 |
0.03% |
|
PRN |
| 47 |
TERRAVIA HLDGS INC |
31,437,000 |
15,543 |
0.03% |
|
PRN |
| 48 |
ALBANY MOLECULAR RESH INC |
13,000,000 |
15,380 |
0.03% |
|
PRN |
| 49 |
MERRIMACK PHARMACEUTICALS IN |
12,469,000 |
15,349 |
0.03% |
|
PRN |
| 50 |
ELECTRONICS FOR IMAGING INC |
13,815,000 |
15,317 |
0.03% |
|
PRN |
