| 1 |
AKAMAI TECHNOLOGIES INC |
60,260,000 |
62,960 |
3.91% |
|
PRN |
| 2 |
ANADARKO PETE CORP |
28,179 |
2,200 |
0.14% |
|
|
| 3 |
ANTHEM INC |
3,820,000 |
8,400 |
0.52% |
|
PRN |
| 4 |
ARES CAP CORP |
19,500,000 |
20,435 |
1.27% |
|
PRN |
| 5 |
ARES CAP CORP |
9,824,000 |
10,260 |
0.64% |
|
PRN |
| 6 |
ARES CAP CORP |
22,500,000 |
23,432 |
1.46% |
|
PRN |
| 7 |
ARVINMERITOR INC |
1,200,000 |
1,276 |
0.08% |
|
PRN |
| 8 |
Ares Capital Corp |
31,100,000 |
32,584 |
2.02% |
|
PRN |
| 9 |
Ares Capital Corp |
5,800,000 |
5,980 |
0.37% |
|
PRN |
| 10 |
BAKER HUGHES INC |
39,059 |
2,410 |
0.15% |
|
|
| 11 |
BGC PARTNERS INC |
2,773,000 |
2,967 |
0.18% |
|
PRN |
| 12 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
7,535,000 |
11,623 |
0.72% |
|
PRN |
| 13 |
CABOT OIL & GAS CORP |
39,207 |
1,237 |
0.08% |
|
|
| 14 |
CARRIZO OIL & GAS INC |
28,842 |
1,420 |
0.09% |
|
|
| 15 |
CHESAPEAKE ENERGY CORP |
4,500,000 |
4,283 |
0.27% |
|
PRN |
| 16 |
CIENA CORP SR NT CV 17 |
100,000 |
101 |
0.01% |
|
PRN |
| 17 |
CITRIX SYS INC |
153,500,000 |
162,962 |
10.13% |
|
PRN |
| 18 |
CONCHO RESOURCES |
14,080 |
1,603 |
0.10% |
|
|
| 19 |
CONOCOPHILLIPS |
26,700 |
1,640 |
0.10% |
|
|
| 20 |
CONTINENTAL RESOURE |
34,300 |
1,454 |
0.09% |
|
|
| 21 |
CRESCENT PT ENERGY CORP |
65,300 |
1,340 |
0.08% |
|
|
| 22 |
DEVON ENERGY CORP NEW |
33,440 |
1,989 |
0.12% |
|
|
| 23 |
DIAMONDBACK ENERGY INC |
18,157 |
1,369 |
0.09% |
|
|
| 24 |
Developers Diversified Realty Corp |
1,600,000 |
1,741 |
0.11% |
|
PRN |
| 25 |
Dominion Resources Inc/VA |
5,500 |
257 |
0.02% |
|
|
| 26 |
EOG RES INC |
21,314 |
1,866 |
0.12% |
|
|
| 27 |
EQT CORP |
17,500 |
1,423 |
0.09% |
|
|
| 28 |
Electronic Arts, Inc. |
100,000 |
209 |
0.01% |
|
PRN |
| 29 |
FIFTH STR FIN CORP 5.375% 04/01/2016 |
1,500,000 |
1,552 |
0.10% |
|
PRN |
| 30 |
FLOWSERVE CORP |
15,705 |
827 |
0.05% |
|
|
| 31 |
GILEAD SCIENCES |
2,010,000 |
10,435 |
0.65% |
|
PRN |
| 32 |
GULFPORT ENERGY CORP |
35,675 |
1,436 |
0.09% |
|
|
| 33 |
HELMERICH & PAYNE INC |
18,614 |
1,311 |
0.08% |
|
|
| 34 |
HESS CORP |
29,847 |
1,996 |
0.12% |
|
|
| 35 |
HOLOGIC INC |
10,000,000 |
12,120 |
0.75% |
|
PRN |
| 36 |
HOLOGIC INC SR STEP CV NT 42 |
25,450,000 |
33,907 |
2.11% |
|
PRN |
| 37 |
HOMEAWAY INC |
1,200,000 |
1,154 |
0.07% |
|
PRN |
| 38 |
HSBC HLDGS PLC |
2,800,000 |
2,876 |
0.18% |
|
PRN |
| 39 |
Hologic, Inc. |
16,950,000 |
28,414 |
1.77% |
|
PRN |
| 40 |
ICONIX BRAND GROUP INC |
150,000 |
154 |
0.01% |
|
PRN |
| 41 |
ILLUMINA INC |
2,500,000 |
6,480 |
0.40% |
|
PRN |
| 42 |
ILLUMINA INC |
63,400,000 |
74,161 |
4.61% |
|
PRN |
| 43 |
ILLUMINA INC SR CONV NT0.5 21 |
46,800,000 |
58,036 |
3.61% |
|
PRN |
| 44 |
INTEL CORP JR SB CONV DB 35 |
3,850,000 |
4,633 |
0.29% |
|
PRN |
| 45 |
INTEL CORP JR SB CONV DB 39 |
26,300,000 |
40,368 |
2.51% |
|
PRN |
| 46 |
INTNED 6 PERP C |
2,400,000 |
2,406 |
0.15% |
|
PRN |
| 47 |
InterOil Corp |
11,900 |
716 |
0.04% |
|
|
| 48 |
J2 GLOBAL INC SR CV NT 3.25 29 |
100,000 |
118 |
0.01% |
|
PRN |
| 49 |
JARDEN CORP |
19,750,000 |
23,213 |
1.44% |
|
PRN |
| 50 |
JARDEN CORP |
10,310,000 |
14,407 |
0.90% |
|
PRN |
