| 1 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
37,610,000 |
37,610 |
0.11% |
|
PRN |
| 2 |
PRICELINE GRP INC SR CONV NT0.9 21 |
31,399,000 |
33,244 |
0.10% |
|
PRN |
| 3 |
ROYAL BK OF SCOTLAND PLC |
29,569,000 |
28,091 |
0.09% |
|
PRN |
| 4 |
ENBRIDGE INC NOTE 6.000 1/1 |
25,000,000 |
25,000 |
0.08% |
|
PRN |
| 5 |
WEATHERFORD INTL LTD |
24,595,000 |
26,747 |
0.08% |
|
PRN |
| 6 |
INTEL CORP JR SB CONV DB 39 |
24,182,000 |
42,681 |
0.13% |
|
PRN |
| 7 |
YAHOO INC SR CV ZERO NT 18 |
23,693,000 |
23,530 |
0.07% |
|
PRN |
| 8 |
TESLA INC SR CV NT 0.25 19 |
23,231,000 |
21,663 |
0.07% |
|
PRN |
| 9 |
LIVE NATION ENTERTAINMENT INC SR CONV BD2.5 19 |
21,948,000 |
23,498 |
0.07% |
|
PRN |
| 10 |
HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 |
21,030,000 |
15,128 |
0.05% |
|
PRN |
| 11 |
WESTPAC BKG CORP |
20,100,000 |
20,204 |
0.06% |
|
PRN |
| 12 |
KB HOME SR CV NT1.375 19 |
19,386,000 |
18,962 |
0.06% |
|
PRN |
| 13 |
ROYAL BK SCOTLAND GROUP PLC |
17,600,000 |
17,996 |
0.05% |
|
PRN |
| 14 |
HERBALIFE LTD |
17,179,000 |
15,740 |
0.05% |
|
PRN |
| 15 |
SUNPOWER CORP SR CV DEB0.75 18 |
16,670,000 |
15,295 |
0.05% |
|
PRN |
| 16 |
WEB COM GROUP INC |
15,340,000 |
14,832 |
0.05% |
|
PRN |
| 17 |
TORONTO DOMINION BK ONT |
15,234,000 |
14,906 |
0.05% |
|
PRN |
| 18 |
INCYTE CORP SR CV NT0.375 18 |
15,019,000 |
30,113 |
0.09% |
|
PRN |
| 19 |
WRIGHT MED GROUP INC SR CONV NT 2 20 |
14,668,000 |
15,356 |
0.05% |
|
PRN |
| 20 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
14,274,000 |
14,247 |
0.04% |
|
PRN |
| 21 |
PRICELINE GRP INC SR CONV NT 1 18 |
14,071,000 |
22,223 |
0.07% |
|
PRN |
| 22 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
13,503,000 |
17,554 |
0.05% |
|
PRN |
| 23 |
CITIZENS FINL GROUP INC |
13,098,506 |
466,700 |
1.42% |
|
|
| 24 |
RTI INTL METALS INC SR CV NT1.625 19 |
12,551,000 |
13,045 |
0.04% |
|
PRN |
| 25 |
PFIZER INC |
12,439,886 |
404,047 |
1.23% |
|
|
| 26 |
TRINITY INDS INC |
11,547,000 |
14,831 |
0.05% |
|
PRN |
| 27 |
XILINX INC SR NT CV2.625 17 |
11,385,000 |
23,980 |
0.07% |
|
PRN |
| 28 |
TIMKENSTEEL CORP |
10,827,000 |
15,801 |
0.05% |
|
PRN |
| 29 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
10,724,000 |
24,591 |
0.07% |
|
PRN |
| 30 |
KEYCORP |
10,714,508 |
195,754 |
0.59% |
|
|
| 31 |
NVIDIA CORP SR CONV NT 1 18 |
10,612,000 |
56,297 |
0.17% |
|
PRN |
| 32 |
LLOYDS BANKING GROUP PLC |
10,317,000 |
10,652 |
0.03% |
|
PRN |
| 33 |
VERISIGN INC JR SB CONV DB 37 |
10,293,000 |
22,960 |
0.07% |
|
PRN |
| 34 |
ON SEMICONDUCTOR CORP |
9,921,000 |
10,212 |
0.03% |
|
PRN |
| 35 |
MGIC INVT CORP WIS SR CONV NT 2 20 |
9,438,000 |
14,039 |
0.04% |
|
PRN |
| 36 |
ECHO GLOBAL LOGISTICS INC SR CONV NT2.5 20 |
9,271,000 |
9,132 |
0.03% |
|
PRN |
| 37 |
FORD MTR CO DEL |
8,851,600 |
107,370 |
0.33% |
|
|
| 38 |
SALESFORCE COM INC SR CV NT 0.25 18 |
8,835,000 |
10,309 |
0.03% |
|
PRN |
| 39 |
ALLEGHENY TECHNOLOGIES INC SR CV NT 4.75 22 |
8,708,000 |
11,680 |
0.04% |
|
PRN |
| 40 |
ISIS PHARMACEUTICALS INC DEL SR CONV NT 1 21 |
8,569,000 |
8,660 |
0.03% |
|
PRN |
| 41 |
INTEL CORP |
8,527,083 |
309,277 |
0.94% |
|
|
| 42 |
STILLWATER MNG CO |
7,810,000 |
10,026 |
0.03% |
|
PRN |
| 43 |
POWERSHARES ETF TRUST II |
7,772,000 |
181,554 |
0.55% |
|
|
| 44 |
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 |
7,483,000 |
8,807 |
0.03% |
|
PRN |
| 45 |
OASIS PETE INC NEW |
7,210,000 |
10,058 |
0.03% |
|
PRN |
| 46 |
HOLOGIC INC SR STEP CV NT 42 |
6,801,000 |
9,241 |
0.03% |
|
PRN |
| 47 |
ADVANCED MICRO DEVICES INC SR CV NT2.125 26 |
6,667,000 |
10,530 |
0.03% |
|
PRN |
| 48 |
AT&T INC |
6,508,439 |
276,804 |
0.84% |
|
|
| 49 |
XEROX CORP |
6,327,226 |
55,237 |
0.17% |
|
|
| 50 |
GENERAL ELECTRIC CO |
6,288,381 |
198,713 |
0.60% |
|
|
