| 1 |
TWITTER INC |
117,200,000 |
106,799 |
0.01% |
|
PRN |
| 2 |
VERISIGN INC JR SB CONV DB 37 |
40,050,000 |
102,253 |
0.01% |
|
PRN |
| 3 |
ROYAL BK SCOTLAND GROUP PLC |
92,085,000 |
95,999 |
0.01% |
|
PRN |
| 4 |
INTERDIGITAL INC |
71,765,000 |
93,608 |
0.01% |
|
PRN |
| 5 |
BARCLAYS PLC |
83,780,000 |
83,553 |
0.01% |
|
PRN |
| 6 |
BROCADE COMMUNICATIONS SYS I |
75,040,000 |
75,884 |
0.01% |
|
PRN |
| 7 |
INTEL CORP JR SB CONV DB 39 |
39,475,000 |
68,958 |
0.01% |
|
PRN |
| 8 |
ROYAL BK OF SCOTLAND PLC |
68,575,000 |
67,632 |
0.01% |
|
PRN |
| 9 |
SALESFORCE COM INC SR CV NT 0.25 18 |
48,520,000 |
62,530 |
0.01% |
|
PRN |
| 10 |
LIBERTY MEDIA CORP |
104,433,641 |
56,460 |
0.01% |
|
PRN |
| 11 |
LIBERTY MEDIA CORP DELAWARE |
48,630,000 |
54,982 |
0.01% |
|
PRN |
| 12 |
RAIT Financial |
56,300,000 |
53,204 |
0.01% |
|
PRN |
| 13 |
HEALTHSOUTH CORP DEBT 2.00012/0 |
41,381,000 |
50,537 |
0.01% |
|
PRN |
| 14 |
RTW HLDGS INC |
48,820,000 |
50,102 |
0.01% |
|
PRN |
| 15 |
BARCLAYS PLC |
47,142,000 |
49,537 |
0.01% |
|
PRN |
| 16 |
TWITTER INC |
51,520,000 |
48,364 |
0.01% |
|
PRN |
| 17 |
VECTOR GROUP LTD |
32,763,000 |
47,416 |
0.01% |
|
PRN |
| 18 |
YAHOO INC SR CV ZERO NT 18 |
44,750,000 |
46,372 |
0.01% |
|
PRN |
| 19 |
CIENA CORP SR NT CV 17 |
46,050,000 |
45,849 |
0.01% |
|
PRN |
| 20 |
PENNYMAC CORP |
42,490,000 |
41,322 |
0.01% |
|
PRN |
| 21 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
36,725,000 |
41,155 |
0.01% |
|
PRN |
| 22 |
WEATHERFORD INTL LTD |
28,485,000 |
36,585 |
0.00% |
|
PRN |
| 23 |
VEREIT Inc |
35,988,000 |
36,123 |
0.00% |
|
PRN |
| 24 |
LIBERTY INTERACTIVE LLC |
31,900,000 |
35,868 |
0.00% |
|
PRN |
| 25 |
ROYAL BK OF SCOTLAND PLC |
34,275,000 |
34,100 |
0.00% |
|
PRN |
| 26 |
FireEye Inc |
35,060,000 |
31,401 |
0.00% |
|
PRN |
| 27 |
COLONY CAP INC 5 04/15/2023 |
29,478,000 |
29,533 |
0.00% |
|
PRN |
| 28 |
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 |
24,360,000 |
28,760 |
0.00% |
|
PRN |
| 29 |
HOLOGIC INC SR STEP CV NT 42 |
19,466,000 |
27,106 |
0.00% |
|
PRN |
| 30 |
MICRON TECHNOLOGY INC |
10,050,000 |
26,808 |
0.00% |
|
PRN |
| 31 |
LLOYDS BANKING GROUP PLC |
24,560,000 |
25,975 |
0.00% |
|
PRN |
| 32 |
GOGO INC |
30,940,000 |
25,642 |
0.00% |
|
PRN |
| 33 |
NAVISTAR INTL CORP NEW SR SB CONV NT 19 |
26,350,000 |
25,296 |
0.00% |
|
PRN |
| 34 |
NUANCE COMMUNICATIONS INC |
25,650,000 |
24,416 |
0.00% |
|
PRN |
| 35 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
24,000,000 |
24,135 |
0.00% |
|
PRN |
| 36 |
COBALT INTL ENERGY INC |
72,850,000 |
23,312 |
0.00% |
|
PRN |
| 37 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
15,380,000 |
22,051 |
0.00% |
|
PRN |
| 38 |
NXP SEMICONDUCTORS N V |
18,340,000 |
21,229 |
0.00% |
|
PRN |
| 39 |
TOLL BROS FIN CORP |
20,700,000 |
20,571 |
0.00% |
|
PRN |
| 40 |
COLONY CAP INC |
20,500,000 |
20,193 |
0.00% |
|
PRN |
| 41 |
MICRON TECHNOLOGY INC |
7,400,000 |
19,564 |
0.00% |
|
PRN |
| 42 |
RESOURCE CAP CORP |
19,000,000 |
19,034 |
0.00% |
|
PRN |
| 43 |
WEBMD HEALTH CORP NOTE 1.50012/0 |
15,250,000 |
18,081 |
0.00% |
|
PRN |
| 44 |
NOVELLUS SYS INC SR NT CV2.625 41 |
4,730,000 |
17,939 |
0.00% |
|
PRN |
| 45 |
TRINITY INDS INC |
14,700,000 |
17,851 |
0.00% |
|
PRN |
| 46 |
JAZZ INVESTMENTS I LTD |
16,430,000 |
17,508 |
0.00% |
|
PRN |
| 47 |
REDWOOD TR INC |
17,250,000 |
17,272 |
0.00% |
|
PRN |
| 48 |
CITRIX SYS INC |
12,200,000 |
15,281 |
0.00% |
|
PRN |
| 49 |
AMAG PHARMACEUTICALS INC |
12,150,000 |
13,236 |
0.00% |
|
PRN |
| 50 |
ANI PHARMACEUTICALS INC |
12,070,000 |
12,734 |
0.00% |
|
PRN |
