| 1 |
YAHOO INC SR CV ZERO NT 18 |
21,300,000 |
24,345 |
12.22% |
|
PRN |
| 2 |
OMNICARE INC |
18,282,000 |
19,745 |
9.91% |
|
PRN |
| 3 |
TESLA INC SR CV NT 0.25 19 |
13,150,000 |
12,230 |
6.14% |
|
PRN |
| 4 |
SOUFUN HLDGS LTD |
11,725,000 |
10,432 |
5.24% |
|
PRN |
| 5 |
STARWOOD PPTY TR INC |
9,000,000 |
9,995 |
5.02% |
|
PRN |
| 6 |
ANNALY CAP MGMT INC |
9,250,000 |
9,300 |
4.67% |
|
PRN |
| 7 |
NVIDIA CORP SR CONV NT 1 18 |
7,430,000 |
8,617 |
4.33% |
|
PRN |
| 8 |
NATIONAL HEALTH INVS INC |
8,000,000 |
8,417 |
4.23% |
|
PRN |
| 9 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
8,000,000 |
8,155 |
4.09% |
|
PRN |
| 10 |
CEMEX SAB DE CV 4 7/8% |
7,500,000 |
7,792 |
3.91% |
|
PRN |
| 11 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
8,000,000 |
7,408 |
3.72% |
|
PRN |
| 12 |
ANNALY CAP MGMT INC |
7,000,000 |
7,095 |
3.56% |
|
PRN |
| 13 |
STARWOOD PPTY TR INC |
6,600,000 |
7,040 |
3.53% |
|
PRN |
| 14 |
Developers Diversified Realty Corp |
5,000,000 |
6,306 |
3.17% |
|
PRN |
| 15 |
ARES CAP CORP |
5,500,000 |
5,663 |
2.84% |
|
PRN |
| 16 |
TESLA INC |
5,650,000 |
5,110 |
2.57% |
|
PRN |
| 17 |
SPIRIT RLTY CAP INC NEW |
5,000,000 |
4,874 |
2.45% |
|
PRN |
| 18 |
ARES CAP CORP |
4,500,000 |
4,639 |
2.33% |
|
PRN |
| 19 |
NETSUITE INC |
4,000,000 |
4,497 |
2.26% |
|
PRN |
| 20 |
SANDISK CORP |
3,500,000 |
4,270 |
2.14% |
|
PRN |
| 21 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
4,000,000 |
3,982 |
2.00% |
|
PRN |
| 22 |
SERVICENOW INC |
3,500,000 |
3,976 |
2.00% |
|
PRN |
| 23 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
2,500,000 |
2,956 |
1.48% |
|
PRN |
| 24 |
RAYONIER TRS HLDGS INC |
2,000,000 |
2,475 |
1.24% |
|
PRN |
| 25 |
Royal Gold Inc |
2,300,000 |
2,379 |
1.19% |
|
PRN |
| 26 |
ICONIX BRAND GROUP INC 2.5% 06/01/2016 |
2,000,000 |
2,360 |
1.19% |
|
PRN |
| 27 |
MGM RESORTS INTERNATIONAL |
1,500,000 |
1,778 |
0.89% |
|
PRN |
| 28 |
CHESAPEAKE ENERGY CORP |
1,600,000 |
1,600 |
0.80% |
|
PRN |
| 29 |
MOLYCORP INC DEL NOTE 5.500% 2/0 |
3,500,000 |
996 |
0.50% |
|
PRN |
| 30 |
Mentor Graphics Corp |
600,000 |
722 |
0.36% |
|
PRN |
