| 1 |
HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 |
16,840,000 |
13,998 |
0.88% |
|
PRN |
| 2 |
SANDISK CORP |
15,320,000 |
18,403 |
1.15% |
|
PRN |
| 3 |
SINA CORP |
14,045,000 |
12,948 |
0.81% |
|
PRN |
| 4 |
CHESAPEAKE ENERGY CORP |
13,855,000 |
13,457 |
0.84% |
|
PRN |
| 5 |
TESLA INC |
13,380,000 |
12,067 |
0.75% |
|
PRN |
| 6 |
RTI INTL METALS INC SR CV NT1.625 19 |
12,870,000 |
12,508 |
0.78% |
|
PRN |
| 7 |
CIENA CORP |
12,795,000 |
15,858 |
0.99% |
|
PRN |
| 8 |
MGM RESORTS INTERNATIONAL |
12,777,000 |
15,077 |
0.94% |
|
PRN |
| 9 |
LIBERTY INTERACTIVE LLC |
11,880,000 |
12,898 |
0.81% |
|
PRN |
| 10 |
Electronic Arts, Inc. |
11,680,000 |
17,593 |
1.10% |
|
PRN |
| 11 |
NVIDIA CORP SR CONV NT 1 18 |
10,970,000 |
12,609 |
0.79% |
|
PRN |
| 12 |
WORKDAY INC |
10,225,000 |
12,123 |
0.76% |
|
PRN |
| 13 |
PROOFPOINT INC NOTE 1.25012/1 |
9,965,000 |
13,609 |
0.85% |
|
PRN |
| 14 |
AIR LEASE CORP SR CV NT3.875 18 |
9,445,000 |
12,904 |
0.81% |
|
PRN |
| 15 |
BRISTOW GROUP INC |
9,037,000 |
9,398 |
0.59% |
|
PRN |
| 16 |
INCYTE CORP |
8,595,000 |
13,242 |
0.83% |
|
PRN |
| 17 |
SUNPOWER CORP SR CV DEB0.75 18 |
8,370,000 |
10,217 |
0.64% |
|
PRN |
| 18 |
SERVICENOW INC |
7,700,000 |
8,759 |
0.55% |
|
PRN |
| 19 |
PRICELINE GRP INC SR CONV NT 1 18 |
7,530,000 |
10,005 |
0.63% |
|
PRN |
| 20 |
Medivation Inc 04/01/2017 2.625% |
7,185,000 |
13,934 |
0.87% |
|
PRN |
| 21 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
7,175,000 |
9,440 |
0.59% |
|
PRN |
| 22 |
SALIX PHARMACEUTICALS INC |
7,150,000 |
13,035 |
0.82% |
|
PRN |
| 23 |
INTEL CORP JR SB CONV DB 39 |
6,875,000 |
11,954 |
0.75% |
|
PRN |
| 24 |
COBALT INTL ENERGY INC |
6,730,000 |
4,063 |
0.25% |
|
PRN |
| 25 |
JARDEN CORP |
6,315,000 |
9,903 |
0.62% |
|
PRN |
| 26 |
OREXIGEN THERAPEUTICS INC |
6,300,000 |
6,261 |
0.39% |
|
PRN |
| 27 |
BROOKDALE SR LIVING INC |
6,270,000 |
8,539 |
0.53% |
|
PRN |
| 28 |
INSULET CORP 2 06/15/2019 |
6,150,000 |
7,234 |
0.45% |
|
PRN |
| 29 |
SALESFORCE COM INC SR CV NT 0.25 18 |
6,125,000 |
6,979 |
0.44% |
|
PRN |
| 30 |
ISTAR FINL INC |
5,590,000 |
7,068 |
0.44% |
|
PRN |
| 31 |
DEPOMED INC NOTE 2.500 9/0 |
5,500,000 |
5,937 |
0.37% |
|
PRN |
| 32 |
ANNALY CAP MGMT INC |
5,000,000 |
5,025 |
0.31% |
|
PRN |
| 33 |
WEBMD HEALTH CORP NOTE 1.50012/0 |
4,710,000 |
4,701 |
0.29% |
|
PRN |
| 34 |
SYNCHRONOSS TECHNOLOGIES INC |
4,640,000 |
4,887 |
0.31% |
|
PRN |
| 35 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
4,615,000 |
6,441 |
0.40% |
|
PRN |
| 36 |
Macquarie Infrastructure Corp |
4,095,000 |
4,653 |
0.29% |
|
PRN |
| 37 |
FOREST CITY ENTERPRISES INC NOTE 3.625 8/1 |
4,035,000 |
4,292 |
0.27% |
|
PRN |
| 38 |
MGIC INVT CORP WIS SR CONV NT 2 20 |
4,000,000 |
5,853 |
0.37% |
|
PRN |
| 39 |
RADIAN GROUP INC |
3,940,000 |
6,336 |
0.40% |
|
PRN |
| 40 |
Old Republic International Corp |
3,800,000 |
4,403 |
0.28% |
|
PRN |
| 41 |
GREENBRIER COS INC |
3,800,000 |
5,714 |
0.36% |
|
PRN |
| 42 |
PENNYMAC CORP |
3,750,000 |
4,775 |
0.30% |
|
PRN |
| 43 |
TRULIA INC |
3,435,000 |
4,959 |
0.31% |
|
PRN |
| 44 |
SOLARCITY CORP |
3,400,000 |
3,666 |
0.23% |
|
PRN |
| 45 |
MERITOR INC |
3,125,000 |
5,147 |
0.32% |
|
PRN |
| 46 |
RYLAND GROUP INC SR NT CV 0.25 19 |
3,000,000 |
2,777 |
0.17% |
|
PRN |
| 47 |
XILINX INC SR NT CV2.625 17 |
2,975,000 |
4,477 |
0.28% |
|
PRN |
| 48 |
ENERGY XXI BERMUDA |
2,654,000 |
776 |
0.05% |
|
PRN |
| 49 |
SEVENTY SEVEN ENERGY INC - escrow shares |
1,715,702 |
9,282 |
0.58% |
|
|
| 50 |
PACIRA PHARMACEUTICALS INC |
1,600,000 |
5,719 |
0.36% |
|
PRN |
