| 1 |
CITRIX SYS INC |
153,500,000 |
162,962 |
10.13% |
|
PRN |
| 2 |
Priceline Group Inc/The |
125,940,000 |
140,920 |
8.76% |
|
PRN |
| 3 |
ILLUMINA INC |
63,400,000 |
74,161 |
4.61% |
|
PRN |
| 4 |
NVIDIA CORP SR CONV NT 1 18 |
62,430,000 |
71,994 |
4.47% |
|
PRN |
| 5 |
TESLA INC |
71,380,000 |
70,412 |
4.38% |
|
PRN |
| 6 |
AKAMAI TECHNOLOGIES INC |
60,260,000 |
62,960 |
3.91% |
|
PRN |
| 7 |
SALESFORCE COM INC SR CV NT 0.25 18 |
48,875,000 |
59,323 |
3.69% |
|
PRN |
| 8 |
YAHOO INC SR CV ZERO NT 18 |
57,050,000 |
58,690 |
3.65% |
|
PRN |
| 9 |
ILLUMINA INC SR CONV NT0.5 21 |
46,800,000 |
58,036 |
3.61% |
|
PRN |
| 10 |
INTEL CORP JR SB CONV DB 39 |
26,300,000 |
40,368 |
2.51% |
|
PRN |
| 11 |
LIBERTY MEDIA CORP DELAWARE |
37,895,000 |
36,348 |
2.26% |
|
PRN |
| 12 |
HOLOGIC INC SR STEP CV NT 42 |
25,450,000 |
33,907 |
2.11% |
|
PRN |
| 13 |
Ares Capital Corp |
31,100,000 |
32,584 |
2.02% |
|
PRN |
| 14 |
TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 |
23,192,000 |
32,507 |
2.02% |
|
PRN |
| 15 |
PROSPECT CAPITAL CORPORATION |
33,400,000 |
31,852 |
1.98% |
|
PRN |
| 16 |
JDS UNIPHASE CORP |
30,950,000 |
30,134 |
1.87% |
|
PRN |
| 17 |
RPM INTL INC SR GLBL CV NT 20 |
25,480,000 |
29,744 |
1.85% |
|
PRN |
| 18 |
Hologic, Inc. |
16,950,000 |
28,414 |
1.77% |
|
PRN |
| 19 |
SERVICENOW INC |
24,100,000 |
28,292 |
1.76% |
|
PRN |
| 20 |
STARWOOD PPTY TR INC |
24,500,000 |
26,215 |
1.63% |
|
PRN |
| 21 |
LAM RESEARCH CORP SR NT CV 1.25 18 |
16,700,000 |
23,985 |
1.49% |
|
PRN |
| 22 |
ARES CAP CORP |
22,500,000 |
23,432 |
1.46% |
|
PRN |
| 23 |
JARDEN CORP |
19,750,000 |
23,213 |
1.44% |
|
PRN |
| 24 |
SANDISK CORP |
17,470,000 |
22,616 |
1.41% |
|
PRN |
| 25 |
SANDISK CORP |
22,695,000 |
22,095 |
1.37% |
|
PRN |
| 26 |
Old Republic International Corp |
17,725,000 |
21,223 |
1.32% |
|
PRN |
| 27 |
ARES CAP CORP |
19,500,000 |
20,435 |
1.27% |
|
PRN |
| 28 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
19,200,000 |
19,509 |
1.21% |
|
PRN |
| 29 |
PROSPECT CAPITAL CORPORATION |
18,500,000 |
19,183 |
1.19% |
|
PRN |
| 30 |
PRICELINE GRP INC SR CONV NT 1 18 |
13,350,000 |
17,641 |
1.10% |
|
PRN |
| 31 |
Macquarie Infrastructure Corp |
13,770,000 |
16,433 |
1.02% |
|
PRN |
| 32 |
SPIRIT RLTY CAP INC NEW |
16,730,000 |
15,860 |
0.99% |
|
PRN |
| 33 |
TESLA INC SR CV NT 0.25 19 |
14,870,000 |
14,743 |
0.92% |
|
PRN |
| 34 |
JARDEN CORP |
10,310,000 |
14,407 |
0.90% |
|
PRN |
| 35 |
Spirit Realty Capital Inc |
13,840,000 |
13,008 |
0.81% |
|
PRN |
| 36 |
HOLOGIC INC |
10,000,000 |
12,120 |
0.75% |
|
PRN |
| 37 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
7,535,000 |
11,623 |
0.72% |
|
PRN |
| 38 |
JEFFERIES GROUP INC NEW SR DB CV3.875 29 |
10,800,000 |
11,031 |
0.69% |
|
PRN |
| 39 |
GILEAD SCIENCES |
2,010,000 |
10,435 |
0.65% |
|
PRN |
| 40 |
MYLAN INC |
2,030,000 |
10,379 |
0.64% |
|
PRN |
| 41 |
ARES CAP CORP |
9,824,000 |
10,260 |
0.64% |
|
PRN |
| 42 |
NOVELLUS SYS INC SR NT CV2.625 41 |
4,250,000 |
10,086 |
0.63% |
|
PRN |
| 43 |
STARWOOD PPTY TR INC |
9,150,000 |
9,865 |
0.61% |
|
PRN |
| 44 |
ANTHEM INC |
3,820,000 |
8,400 |
0.52% |
|
PRN |
| 45 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
7,830,000 |
7,071 |
0.44% |
|
PRN |
| 46 |
ILLUMINA INC |
2,500,000 |
6,480 |
0.40% |
|
PRN |
| 47 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
5,900,000 |
5,989 |
0.37% |
|
PRN |
| 48 |
Ares Capital Corp |
5,800,000 |
5,980 |
0.37% |
|
PRN |
| 49 |
INTEL CORP JR SB CONV DB 35 |
3,850,000 |
4,633 |
0.29% |
|
PRN |
| 50 |
CHESAPEAKE ENERGY CORP |
4,500,000 |
4,283 |
0.27% |
|
PRN |
