| 1 |
COBALT INTL ENERGY INC |
450,000,000 |
485,719 |
0.21% |
|
PRN |
| 2 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
78,230,000 |
118,989 |
0.05% |
|
PRN |
| 3 |
COBALT INTL ENERGY INC |
77,207,000 |
71,320 |
0.03% |
|
PRN |
| 4 |
MICRON TECHNOLOGY INC |
19,800,000 |
60,204 |
0.03% |
|
PRN |
| 5 |
MERITOR INC |
35,000,000 |
56,503 |
0.02% |
|
PRN |
| 6 |
ARCELORMITTAL SA LUXEMBOURG |
2,370,000 |
53,301 |
0.02% |
|
PRN |
| 7 |
CEMEX SAB DE CV |
35,615,000 |
51,993 |
0.02% |
|
PRN |
| 8 |
MOLYCORP INC (MCP) - 83.3333 c |
74,199,000 |
48,786 |
0.02% |
|
PRN |
| 9 |
NOVELLUS SYS INC SR NT CV2.625 41 |
23,780,000 |
48,244 |
0.02% |
|
PRN |
| 10 |
SPIRIT RLTY CAP INC NEW |
45,000,000 |
45,098 |
0.02% |
|
PRN |
| 11 |
MGM RESORTS INTERNATIONAL |
30,400,000 |
44,707 |
0.02% |
|
PRN |
| 12 |
ICONIX BRAND GROUP INC 2.5% 06/01/2016 |
30,490,000 |
44,211 |
0.02% |
|
PRN |
| 13 |
Electronic Arts, Inc. |
34,800,000 |
44,071 |
0.02% |
|
PRN |
| 14 |
OMNICARE INC |
36,563,000 |
41,590 |
0.02% |
|
PRN |
| 15 |
SHUTTERFLY INC |
40,600,000 |
40,981 |
0.02% |
|
PRN |
| 16 |
NETSUITE INC |
39,200,000 |
40,250 |
0.02% |
|
PRN |
| 17 |
ALPHA NAT RES INC NOTE 4.875%12/1 DELETED |
50,000,000 |
38,983 |
0.02% |
|
PRN |
| 18 |
Priceline Group Inc/The |
32,700,000 |
38,970 |
0.02% |
|
PRN |
| 19 |
BROOKDALE SR LIVING INC |
28,470,000 |
38,879 |
0.02% |
|
PRN |
| 20 |
SALESFORCE COM INC SR CV NT 0.25 18 |
33,100,000 |
38,168 |
0.02% |
|
PRN |
| 21 |
MYLAN INC |
9,500,000 |
36,878 |
0.02% |
|
PRN |
| 22 |
Spirit Realty Capital Inc |
35,000,000 |
35,182 |
0.02% |
|
PRN |
| 23 |
ALPHA NATURAL RESOURCES |
40,000,000 |
34,750 |
0.02% |
|
PRN |
| 24 |
XILINX INC SR NT CV2.625 17 |
20,190,000 |
33,553 |
0.01% |
|
PRN |
| 25 |
Salix Pharmaceuticals Inc 05/15/2015 2.750% |
12,000,000 |
32,123 |
0.01% |
|
PRN |
| 26 |
PEABODY ENERGY C 4.75 PERCENT 66 CONV BONDS DUE 12/15/66 |
40,000,000 |
30,225 |
0.01% |
|
PRN |
| 27 |
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 |
28,500,000 |
30,157 |
0.01% |
|
PRN |
| 28 |
LIBERTY INTERACTIVE LLC |
19,150,000 |
25,678 |
0.01% |
|
PRN |
| 29 |
FOREST CITY ENTERPRISES INC |
22,110,000 |
25,067 |
0.01% |
|
PRN |
| 30 |
CONCUR TECHNOLOGIES INC |
21,450,000 |
24,093 |
0.01% |
|
PRN |
| 31 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
18,325,000 |
22,471 |
0.01% |
|
PRN |
| 32 |
BOTTOMLINE TECH DEL INC SR CONV NT1.5 17 |
18,740,000 |
22,207 |
0.01% |
|
PRN |
| 33 |
PACIRA PHARMACEUTICALS INC |
5,880,000 |
21,953 |
0.01% |
|
PRN |
| 34 |
OUTERWALL INC |
14,000,000 |
20,694 |
0.01% |
|
PRN |
| 35 |
FLUIDIGM CORP DEL |
16,918,000 |
16,083 |
0.01% |
|
PRN |
| 36 |
HEARTWARE INTL INC |
12,560,000 |
14,734 |
0.01% |
|
PRN |
| 37 |
INTEL CORP JR SB CONV DB 39 |
9,485,000 |
14,648 |
0.01% |
|
PRN |
| 38 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
13,400,000 |
13,450 |
0.01% |
|
PRN |
| 39 |
MOLYCORP INC DEL NOTE 5.500% 2/0 |
19,500,000 |
12,785 |
0.01% |
|
PRN |
| 40 |
CENTRAL EUROPEAN MEDIA |
10,100,000 |
9,984 |
0.00% |
|
PRN |
| 41 |
SPECTRANETICS CORP |
7,000,000 |
7,311 |
0.00% |
|
PRN |
| 42 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
6,000,000 |
6,236 |
0.00% |
|
PRN |
| 43 |
NUANCE COMMUNICATIONS INC SR UNSECURED CONVERTIBL |
4,990,000 |
5,296 |
0.00% |
|
PRN |
| 44 |
LIBERTY MEDIA CORP |
8,000,000 |
4,415 |
0.00% |
|
PRN |
| 45 |
VIPSHOP HLDGS LTD |
3,000,000 |
3,546 |
0.00% |
|
PRN |
| 46 |
IPATH BLOOMBERG COMMODITY INDEX TOTAL RETURN ETN |
72,934 |
2,877 |
0.00% |
|
PRN |
| 47 |
INTEL CORP JR SB CONV DB 35 |
2,000,000 |
2,491 |
0.00% |
|
PRN |
| 48 |
IPATH BLOOMBERG COMMODITY INDEX TOTAL RETURN ETN |
52,000 |
2,051 |
0.00% |
|
PRN |
| 49 |
RITE AID CORP |
713,000 |
2,019 |
0.00% |
|
PRN |
| 50 |
IPATH BLOOMBERG COMMODITY INDEX TOTAL RETURN ETN |
34,105 |
1,345 |
0.00% |
|
PRN |
