| 1 |
TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 |
15,000,000 |
19,331 |
0.11% |
|
|
| 2 |
Old Republic International Corp |
14,855,000 |
17,464 |
0.10% |
|
|
| 3 |
XILINX INC SR NT CV2.625 17 |
14,200,000 |
21,096 |
0.12% |
|
|
| 4 |
LIBERTY INTERACTIVE LLC |
13,400,000 |
17,814 |
0.10% |
|
|
| 5 |
ANTHEM INC |
13,250,000 |
21,887 |
0.13% |
|
|
| 6 |
Hologic, Inc. |
12,000,000 |
14,280 |
0.08% |
|
|
| 7 |
PROLOGIS |
11,875,000 |
12,513 |
0.07% |
|
|
| 8 |
NEWMONT MINING CORP SR NT CV1.625 17 |
11,000,000 |
11,282 |
0.06% |
|
|
| 9 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
10,650,000 |
10,557 |
0.06% |
|
|
| 10 |
FORD MTR CO DEL |
10,350,000 |
17,789 |
0.10% |
|
|
| 11 |
INTEL CORP JR SB CONV DB 39 |
9,900,000 |
16,620 |
0.10% |
|
|
| 12 |
STARWOOD PPTY TR INC |
8,875,000 |
9,546 |
0.05% |
|
|
| 13 |
NOVELLUS SYS INC SR NT CV2.625 41 |
8,250,000 |
18,021 |
0.10% |
|
|
| 14 |
FIDELITY NATIONAL FINANCIAL IN SR CV NT 4.25 18 |
8,125,000 |
12,990 |
0.07% |
|
|
| 15 |
JEFFERIES GROUP INC NEW SR DB CV3.875 29 |
8,125,000 |
8,623 |
0.05% |
|
|
| 16 |
CHESAPEAKE ENERGY CORP |
8,000,000 |
8,040 |
0.05% |
|
|
| 17 |
OMNICARE INC |
8,000,000 |
8,820 |
0.05% |
|
|
| 18 |
ARES CAP CORP |
8,000,000 |
8,370 |
0.05% |
|
|
| 19 |
STARWOOD PPTY TR INC |
7,375,000 |
8,011 |
0.05% |
|
|
| 20 |
FOREST CITY ENTERPRISES INC |
7,120,000 |
7,845 |
0.05% |
|
|
| 21 |
J2 GLOBAL INC SR CV NT 3.25 29 |
7,000,000 |
7,013 |
0.04% |
|
|
| 22 |
VERINT SYS INC 1.5 06/01/2021 |
7,000,000 |
7,626 |
0.04% |
|
|
| 23 |
STILLWATER MNG CO |
6,775,000 |
8,676 |
0.05% |
|
|
| 24 |
JARDEN CORP |
6,250,000 |
8,570 |
0.05% |
|
|
| 25 |
RPM INTL INC SR GLBL CV NT 20 |
6,000,000 |
6,765 |
0.04% |
|
|
| 26 |
PRICELINE GRP INC SR CONV NT 1 18 |
6,000,000 |
8,104 |
0.05% |
|
|
| 27 |
TELEFLEX INC |
5,750,000 |
9,937 |
0.06% |
|
|
| 28 |
SANDISK CORP |
5,650,000 |
10,894 |
0.06% |
|
|
| 29 |
SEACOR HOLDINGS INC |
5,500,000 |
5,995 |
0.03% |
|
|
| 30 |
ON SEMICONDUCTOR CORP |
5,500,000 |
6,194 |
0.04% |
|
|
| 31 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
5,500,000 |
7,260 |
0.04% |
|
|
| 32 |
MYLAN INC |
5,450,000 |
18,646 |
0.11% |
|
|
| 33 |
PROSPECT CAPITAL CORPORATION |
5,250,000 |
5,460 |
0.03% |
|
|
| 34 |
UNITED STATES STL CORP NEW |
5,000,000 |
8,225 |
0.05% |
|
|
| 35 |
HEALTH CARE REIT INC |
4,875,000 |
6,008 |
0.03% |
|
|
| 36 |
E M C CORP MASS COM |
4,730,836 |
138,424 |
0.80% |
|
|
| 37 |
BANK AMER CORP |
4,646,367 |
79,221 |
0.46% |
|
|
| 38 |
WEATHERFORD INTL PLC |
4,632,774 |
96,362 |
0.55% |
|
|
| 39 |
HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 |
4,500,000 |
4,416 |
0.03% |
|
|
| 40 |
TOLL BROS FIN CORP |
4,350,000 |
4,404 |
0.03% |
|
|
| 41 |
STANDARD PAC CORP NEW |
4,200,000 |
4,751 |
0.03% |
|
|
| 42 |
CISCO SYS INC |
4,015,440 |
101,069 |
0.58% |
|
|
| 43 |
Priceline Group Inc/The |
4,000,000 |
4,473 |
0.03% |
|
|
| 44 |
RYLAND GROUP INC SR NT CV 0.25 19 |
4,000,000 |
3,680 |
0.02% |
|
|
| 45 |
OMNICARE INC |
3,875,000 |
6,072 |
0.03% |
|
|
| 46 |
APOLLO INVT CORP 5.75% 01/15/2016 |
3,844,000 |
4,019 |
0.02% |
|
|
| 47 |
LABORATORY CORP AMER HLDGS NOTE 9/1 |
3,815,000 |
5,207 |
0.03% |
|
|
| 48 |
Macquarie Infrastructure Corp |
3,750,000 |
4,177 |
0.02% |
|
|
| 49 |
PHH CORP |
3,675,000 |
7,017 |
0.04% |
|
|
| 50 |
GILEAD SCIENCES |
3,600,000 |
16,817 |
0.10% |
|
|
