| 1 |
TESLA INC SR CV NT 0.25 19 |
49,345,000 |
44,966 |
0.14% |
|
PRN |
| 2 |
YAHOO INC SR CV ZERO NT 18 |
33,711,000 |
34,680 |
0.11% |
|
PRN |
| 3 |
ON SEMICONDUCTOR CORP |
30,341,000 |
30,910 |
0.09% |
|
PRN |
| 4 |
ROYAL BK OF SCOTLAND PLC |
29,569,000 |
27,203 |
0.08% |
|
PRN |
| 5 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
28,550,000 |
28,514 |
0.09% |
|
PRN |
| 6 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
27,850,000 |
35,648 |
0.11% |
|
PRN |
| 7 |
INTEL CORP JR SB CONV DB 39 |
24,464,000 |
44,785 |
0.14% |
|
PRN |
| 8 |
ROYAL BK SCOTLAND GROUP PLC |
20,000,000 |
19,625 |
0.06% |
|
PRN |
| 9 |
KB HOME SR CV NT1.375 19 |
19,395,000 |
18,959 |
0.06% |
|
PRN |
| 10 |
MEDIDATA SOLUTIONS INC 1 08/01/2018 |
19,181,000 |
22,502 |
0.07% |
|
PRN |
| 11 |
Royal Gold Inc |
18,936,000 |
21,244 |
0.06% |
|
PRN |
| 12 |
NEVRO CORP |
16,843,000 |
22,012 |
0.07% |
|
PRN |
| 13 |
Priceline Group Inc/The |
15,346,000 |
19,720 |
0.06% |
|
PRN |
| 14 |
WEB COM GROUP INC |
15,286,000 |
14,589 |
0.04% |
|
PRN |
| 15 |
NVIDIA CORP SR CONV NT 1 18 |
15,201,000 |
51,797 |
0.16% |
|
PRN |
| 16 |
MERCADOLIBRE INC |
15,115,000 |
23,646 |
0.07% |
|
PRN |
| 17 |
TORONTO DOMINION BK ONT |
15,000,000 |
15,067 |
0.05% |
|
PRN |
| 18 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
14,617,000 |
13,064 |
0.04% |
|
PRN |
| 19 |
PDC ENERGY INC SR GLBL CV NT 21 |
14,444,000 |
15,419 |
0.05% |
|
PRN |
| 20 |
CITIZENS FINL GROUP INC |
14,136,676 |
349,317 |
1.07% |
|
|
| 21 |
LIVE NATION ENTERTAINMENT INC SR CONV BD2.5 19 |
12,500,000 |
13,602 |
0.04% |
|
PRN |
| 22 |
RTI INTL METALS INC SR CV NT1.625 19 |
12,418,000 |
13,303 |
0.04% |
|
PRN |
| 23 |
PFIZER INC |
12,035,773 |
407,652 |
1.24% |
|
|
| 24 |
SM ENERGY CO |
11,400,000 |
13,737 |
0.04% |
|
PRN |
| 25 |
WRIGHT MED GROUP INC SR CONV NT 2 20 |
11,266,000 |
12,090 |
0.04% |
|
PRN |
| 26 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
11,129,000 |
23,399 |
0.07% |
|
PRN |
| 27 |
ENDOLOGIX INC |
10,800,000 |
10,415 |
0.03% |
|
PRN |
| 28 |
HERBALIFE LTD |
10,298,000 |
10,208 |
0.03% |
|
PRN |
| 29 |
VERISIGN INC JR SB CONV DB 37 |
10,214,000 |
23,460 |
0.07% |
|
PRN |
| 30 |
LLOYDS BANKING GROUP PLC |
10,117,000 |
10,473 |
0.03% |
|
PRN |
| 31 |
EURONET WORLDWIDE INC |
10,068,000 |
12,723 |
0.04% |
|
PRN |
| 32 |
SUNPOWER CORP SR CV DEB0.75 18 |
9,565,000 |
8,764 |
0.03% |
|
PRN |
| 33 |
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 |
9,548,000 |
11,953 |
0.04% |
|
PRN |
| 34 |
MGIC INVT CORP WIS SR CONV NT 2 20 |
9,477,000 |
12,006 |
0.04% |
|
PRN |
| 35 |
TRINITY INDS INC |
9,365,000 |
11,238 |
0.03% |
|
PRN |
| 36 |
VIPSHOP HLDGS LTD |
9,003,000 |
9,734 |
0.03% |
|
PRN |
| 37 |
INTEL CORP |
8,955,514 |
338,071 |
1.03% |
|
|
| 38 |
GENERAL ELECTRIC CO |
8,801,658 |
260,705 |
0.80% |
|
|
| 39 |
SALESFORCE COM INC SR CV NT 0.25 18 |
8,783,000 |
10,523 |
0.03% |
|
PRN |
| 40 |
OASIS PETE INC NEW |
8,750,000 |
9,915 |
0.03% |
|
PRN |
| 41 |
FORD MTR CO DEL |
8,401,500 |
101,406 |
0.31% |
|
|
| 42 |
STILLWATER MNG CO |
8,369,000 |
10,085 |
0.03% |
|
PRN |
| 43 |
PROOFPOINT INC NOTE 1.25012/1 |
8,123,000 |
15,718 |
0.05% |
|
PRN |
| 44 |
ILLUMINA INC SR CONV NT0.5 21 |
7,550,000 |
8,277 |
0.03% |
|
PRN |
| 45 |
Workday Inc |
7,337,000 |
9,552 |
0.03% |
|
PRN |
| 46 |
CORNERSTONE ONDEMAND INC |
7,099,000 |
7,765 |
0.02% |
|
PRN |
| 47 |
INCYTE CORP SR CV NT0.375 18 |
7,088,000 |
13,485 |
0.04% |
|
PRN |
| 48 |
AT&T INC |
6,988,534 |
283,804 |
0.87% |
|
|
| 49 |
CHESAPEAKE ENERGY CORP |
6,803,000 |
6,829 |
0.02% |
|
PRN |
| 50 |
ADVANCED MICRO DEVICES INC SR CV NT2.125 26 |
6,737,000 |
7,343 |
0.02% |
|
PRN |
