| 1 |
INTERDIGITAL INC |
100,028,000 |
122,034 |
0.02% |
|
PRN |
| 2 |
TWITTER INC |
123,095,000 |
116,556 |
0.02% |
|
PRN |
| 3 |
NXP SEMICONDUCTORS N V |
93,540,000 |
110,143 |
0.01% |
|
PRN |
| 4 |
BARCLAYS PLC |
101,045,000 |
93,214 |
0.01% |
|
PRN |
| 5 |
BROCADE COMMUNICATIONS SYS I |
68,140,000 |
67,246 |
0.01% |
|
PRN |
| 6 |
ROYAL BK OF SCOTLAND PLC |
69,325,000 |
63,742 |
0.01% |
|
PRN |
| 7 |
BARCLAYS PLC |
56,357,000 |
61,817 |
0.01% |
|
PRN |
| 8 |
LINKEDIN CORP |
62,140,000 |
61,557 |
0.01% |
|
PRN |
| 9 |
INTEL CORP JR SB CONV DB 39 |
31,711,000 |
57,991 |
0.01% |
|
PRN |
| 10 |
JETBLUE AIRWAYS CORP |
15,575,000 |
54,853 |
0.01% |
|
PRN |
| 11 |
RAIT Financial |
56,300,000 |
51,515 |
0.01% |
|
PRN |
| 12 |
RTW HLDGS INC |
48,820,000 |
49,430 |
0.01% |
|
PRN |
| 13 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
38,650,000 |
49,279 |
0.01% |
|
PRN |
| 14 |
YAHOO INC SR CV ZERO NT 18 |
47,250,000 |
48,372 |
0.01% |
|
PRN |
| 15 |
VECTOR GROUP LTD |
32,523,000 |
48,142 |
0.01% |
|
PRN |
| 16 |
LIBERTY MEDIA CORP |
89,546,722 |
46,901 |
0.01% |
|
PRN |
| 17 |
SALESFORCE COM INC SR CV NT 0.25 18 |
38,440,000 |
45,960 |
0.01% |
|
PRN |
| 18 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
50,725,000 |
45,082 |
0.01% |
|
PRN |
| 19 |
LIBERTY INTERACTIVE LLC |
42,600,000 |
44,996 |
0.01% |
|
PRN |
| 20 |
TWITTER INC |
44,630,000 |
42,845 |
0.01% |
|
PRN |
| 21 |
WEATHERFORD INTL LTD |
34,810,000 |
39,150 |
0.01% |
|
PRN |
| 22 |
PENNYMAC CORP |
39,490,000 |
37,861 |
0.01% |
|
PRN |
| 23 |
COBALT INTL ENERGY INC |
72,660,000 |
37,078 |
0.00% |
|
PRN |
| 24 |
VEREIT Inc |
35,988,000 |
36,753 |
0.00% |
|
PRN |
| 25 |
ROYAL BK OF SCOTLAND PLC |
36,275,000 |
34,279 |
0.00% |
|
PRN |
| 26 |
LLOYDS BANKING GROUP PLC |
32,560,000 |
33,578 |
0.00% |
|
PRN |
| 27 |
VERISIGN INC JR SB CONV DB 37 |
14,030,000 |
32,155 |
0.00% |
|
PRN |
| 28 |
TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 |
26,340,000 |
31,427 |
0.00% |
|
PRN |
| 29 |
AMAG PHARMACEUTICALS INC |
26,500,000 |
29,796 |
0.00% |
|
PRN |
| 30 |
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 |
23,860,000 |
29,750 |
0.00% |
|
PRN |
| 31 |
COLONY CAP INC 5 04/15/2023 |
29,478,000 |
29,220 |
0.00% |
|
PRN |
| 32 |
FireEye Inc |
29,460,000 |
26,845 |
0.00% |
|
PRN |
| 33 |
HOLOGIC INC SR STEP CV NT 42 |
19,466,000 |
26,522 |
0.00% |
|
PRN |
| 34 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
25,000,000 |
25,141 |
0.00% |
|
PRN |
| 35 |
LIBERTY MEDIA CORP DELAWARE |
23,200,000 |
24,186 |
0.00% |
|
PRN |
| 36 |
HORIZON PHARMA INVT LTD |
23,600,000 |
22,818 |
0.00% |
|
PRN |
| 37 |
NOVELLUS SYS INC SR NT CV2.625 41 |
7,820,000 |
21,784 |
0.00% |
|
PRN |
| 38 |
COLONY CAP INC |
20,500,000 |
20,039 |
0.00% |
|
PRN |
| 39 |
MICRON TECHNOLOGY INC |
11,250,000 |
19,097 |
0.00% |
|
PRN |
| 40 |
RESOURCE CAP CORP |
19,000,000 |
18,859 |
0.00% |
|
PRN |
| 41 |
TRINITY INDS INC |
15,700,000 |
18,762 |
0.00% |
|
PRN |
| 42 |
MICRON TECHNOLOGY INC |
10,610,000 |
18,720 |
0.00% |
|
PRN |
| 43 |
REDWOOD TR INC |
17,250,000 |
17,304 |
0.00% |
|
PRN |
| 44 |
ANI PHARMACEUTICALS INC |
13,510,000 |
16,617 |
0.00% |
|
PRN |
| 45 |
JAZZ INVESTMENTS I LTD |
16,330,000 |
16,555 |
0.00% |
|
PRN |
| 46 |
FIDELITY NATIONAL FINANCIAL IN SR CV NT 4.25 18 |
7,850,000 |
16,137 |
0.00% |
|
PRN |
| 47 |
NAVISTAR INTL CORP NEW SR SB CONV NT 19 |
17,100,000 |
15,871 |
0.00% |
|
PRN |
| 48 |
WHITING PETE CORP NEW |
13,362,000 |
12,828 |
0.00% |
|
PRN |
| 49 |
CIENA CORP SR NT CV 17 |
12,800,000 |
12,728 |
0.00% |
|
PRN |
| 50 |
SHIP FINANCE INTERNATIONAL L |
11,510,000 |
12,488 |
0.00% |
|
PRN |
