| 1 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
21,831,000 |
31,231 |
0.02% |
|
PRN |
| 2 |
MICRON TECHNOLOGY INC |
11,400,000 |
25,500 |
0.02% |
|
PRN |
| 3 |
GILEAD SCIENCES |
6,700,000 |
20,884 |
0.01% |
|
PRN |
| 4 |
MGM RESORTS INTERNATIONAL |
14,120,000 |
20,553 |
0.01% |
|
PRN |
| 5 |
PDL BIOPHARMA INC |
19,480,000 |
20,502 |
0.01% |
|
PRN |
| 6 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
20,382,000 |
20,419 |
0.01% |
|
PRN |
| 7 |
Ciena Corp |
14,163,000 |
19,866 |
0.01% |
|
PRN |
| 8 |
Forest City Enterprises, Inc. |
19,060,000 |
19,670 |
0.01% |
|
PRN |
| 9 |
NAVISTAR INTL (NAV) CVT 144A 4 |
19,000,000 |
18,965 |
0.01% |
|
PRN |
| 10 |
BLACKSTONE MTG TR INC |
17,205,000 |
18,780 |
0.01% |
|
PRN |
| 11 |
PRICELINE GRP INC SR CONV NT 1 18 |
12,460,000 |
17,639 |
0.01% |
|
PRN |
| 12 |
OMNICARE INC |
11,576,000 |
17,536 |
0.01% |
|
PRN |
| 13 |
Mentor Graphics Corp |
14,002,000 |
17,414 |
0.01% |
|
PRN |
| 14 |
SALESFORCE COM INC |
14,516,000 |
16,448 |
0.01% |
|
PRN |
| 15 |
DENDREON CORP |
22,206,000 |
16,294 |
0.01% |
|
PRN |
| 16 |
GT Advanced Technologies Inc. |
9,478,000 |
15,337 |
0.01% |
|
PRN |
| 17 |
INTERMUNE INC |
11,680,000 |
15,016 |
0.01% |
|
PRN |
| 18 |
CUBIST PHARMACEUTICALS |
12,240,000 |
14,780 |
0.01% |
|
PRN |
| 19 |
VECTOR GROUP LTD |
10,699,000 |
14,626 |
0.01% |
|
PRN |
| 20 |
WALTER INVT MGMT CORP |
14,394,000 |
13,585 |
0.01% |
|
PRN |
| 21 |
TELEFLEX INC |
7,610,000 |
13,493 |
0.01% |
|
PRN |
| 22 |
AIR LEASE CORP SR CV NT3.875 18 |
8,779,000 |
13,295 |
0.01% |
|
PRN |
| 23 |
DRYSHIPS INC. 5%14F DUE 12/01/14 DRYSHIPS INC. |
13,001,000 |
12,855 |
0.01% |
|
PRN |
| 24 |
TIVO INC. |
9,256,000 |
12,588 |
0.01% |
|
PRN |
| 25 |
HEARTWARE INTL INC |
9,972,000 |
11,911 |
0.01% |
|
PRN |
| 26 |
MYLAN INC |
3,131,000 |
11,872 |
0.01% |
|
PRN |
| 27 |
SunEdison, Inc. |
7,800,000 |
11,537 |
0.01% |
|
PRN |
| 28 |
CLEAN ENERGY FUELS CORP |
12,514,000 |
11,211 |
0.01% |
|
PRN |
| 29 |
MGIC INVESTMENT CORPORATION |
9,070,000 |
10,947 |
0.01% |
|
PRN |
| 30 |
Incyte Corporation |
8,530,000 |
10,903 |
0.01% |
|
PRN |
| 31 |
ARES CAPITAL CORP CVT(ARCC) 4. |
10,075,000 |
10,724 |
0.01% |
|
PRN |
| 32 |
L-3 Communi Hldg |
8,020,000 |
10,676 |
0.01% |
|
PRN |
| 33 |
GREENBRIER COS INC |
7,511,000 |
10,600 |
0.01% |
|
PRN |
| 34 |
NOVELLUS SYS INC SR NT CV2.625 41 |
6,102,000 |
10,379 |
0.01% |
|
PRN |
| 35 |
LIBERTY INTERACTIVE CVT 144A 0 |
8,265,000 |
10,325 |
0.01% |
|
PRN |
| 36 |
CHIQUITA BRANDS INTL INC |
9,962,000 |
10,136 |
0.01% |
|
PRN |
| 37 |
WABASH NATL CORP SR NT CV3.375 18 |
7,232,000 |
10,099 |
0.01% |
|
PRN |
| 38 |
UNITED STATES STL CORP NEW |
7,794,000 |
10,098 |
0.01% |
|
PRN |
| 39 |
SALIX PHARMACEUTICALS INC |
5,902,000 |
9,978 |
0.01% |
|
PRN |
| 40 |
Hologic, Inc. |
8,640,000 |
9,876 |
0.01% |
|
PRN |
| 41 |
LIBERTY MEDIA CORP |
10,390,000 |
9,772 |
0.01% |
|
PRN |
| 42 |
STARWOOD PPTY TR INC |
8,523,000 |
9,759 |
0.01% |
|
PRN |
| 43 |
IXIA |
9,224,000 |
9,732 |
0.01% |
|
PRN |
| 44 |
ALPHA NAT RES INC NOTE 4.875%12/1 DELETED |
11,580,000 |
9,517 |
0.01% |
|
PRN |
| 45 |
MERITAGE HOMES CORP |
8,986,000 |
9,509 |
0.01% |
|
PRN |
| 46 |
RADIAN GROUP INC |
6,171,000 |
9,430 |
0.01% |
|
PRN |
| 47 |
TESLA INC SR CV NT 0.25 19 |
10,000,000 |
9,207 |
0.01% |
|
PRN |
| 48 |
MOLYCORP INC (MCP) - 83.3333 c |
10,797,000 |
8,530 |
0.01% |
|
PRN |
| 49 |
VECTOR GROUP LTD |
8,000,000 |
8,293 |
0.00% |
|
PRN |
| 50 |
BROOKDALE SR LIVING INC |
5,990,000 |
8,150 |
0.00% |
|
PRN |
