| 1 |
TESLA INC |
86,588,000 |
78,362 |
0.03% |
|
PRN |
| 2 |
LINEAR TECHNOLOGY CORP |
49,126,000 |
58,632 |
0.02% |
|
PRN |
| 3 |
CACI INTL INC SRNT CV |
38,009,000 |
51,289 |
0.02% |
|
PRN |
| 4 |
CHESAPEAKE ENERGY CORP |
46,675,000 |
47,835 |
0.02% |
|
PRN |
| 5 |
STARWOOD PPTY TR INC |
37,450,000 |
42,740 |
0.01% |
|
PRN |
| 6 |
PRICELINE GRP INC |
9,100,000 |
35,604 |
0.01% |
|
PRN |
| 7 |
ARCELORMITTAL SA LUXEMBOURG |
25,046,000 |
25,109 |
0.01% |
|
PRN |
| 8 |
VIPSHOP HLDGS LTD |
24,690,000 |
25,060 |
0.01% |
|
PRN |
| 9 |
INTL GAME TECH |
24,842,000 |
24,873 |
0.01% |
|
PRN |
| 10 |
MICROCHIP TECHNOLOGY INC |
11,706,000 |
21,715 |
0.01% |
|
PRN |
| 11 |
EXTERRAN HLDGS INC |
11,156,000 |
21,224 |
0.01% |
|
PRN |
| 12 |
RYLAND GROUP INC SR NT CV 0.25 19 |
22,000,000 |
20,735 |
0.01% |
|
PRN |
| 13 |
SOLARCITY CORP |
14,944,000 |
19,259 |
0.01% |
|
PRN |
| 14 |
OMNICARE INC |
18,000,000 |
19,222 |
0.01% |
|
PRN |
| 15 |
GT Advanced Technologies Inc. |
11,365,000 |
18,376 |
0.01% |
|
PRN |
| 16 |
LIFEPOINT HOSPITALS INC |
16,083,000 |
17,054 |
0.01% |
|
PRN |
| 17 |
MGIC INVT CORP WIS |
12,689,000 |
14,537 |
0.00% |
|
PRN |
| 18 |
PEABODY ENERGY C 4.75 PERCENT 66 CONV BONDS DUE 12/15/66 |
17,750,000 |
14,415 |
0.00% |
|
PRN |
| 19 |
CEMEX SAB DE CV 4 7/8% |
10,908,000 |
13,349 |
0.00% |
|
PRN |
| 20 |
Salix Pharmaceuticals Inc 05/15/2015 2.750% |
5,873,000 |
13,167 |
0.00% |
|
PRN |
| 21 |
PROSPECT CAPITAL CORPORATION |
11,750,000 |
12,352 |
0.00% |
|
PRN |
| 22 |
SESA STERLITE 4%14F DUE 10/30/14 SESA STERLITE |
12,100,000 |
12,115 |
0.00% |
|
PRN |
| 23 |
COVANTA HLDG CORP |
9,594,000 |
11,147 |
0.00% |
|
PRN |
| 24 |
ANTHEM INC |
6,797,000 |
9,936 |
0.00% |
|
PRN |
| 25 |
D.R. HORTON INC |
5,494,000 |
9,154 |
0.00% |
|
PRN |
| 26 |
L-3 Communi Hldg |
6,613,000 |
8,804 |
0.00% |
|
PRN |
| 27 |
UNITED STATES STL CORP NEW |
6,288,000 |
8,147 |
0.00% |
|
PRN |
| 28 |
INTEL CORP JR SB CONV DB 39 |
5,378,000 |
7,519 |
0.00% |
|
PRN |
| 29 |
GT ADV TECHNOLOGIES INC |
3,233,000 |
7,432 |
0.00% |
|
PRN |
| 30 |
ACCURAY INC |
6,000,000 |
7,174 |
0.00% |
|
PRN |
| 31 |
PRICELINE GRP INC SR CONV NT 1 18 |
4,934,000 |
6,985 |
0.00% |
|
PRN |
| 32 |
SOLAZYME INC |
4,543,000 |
6,974 |
0.00% |
|
PRN |
| 33 |
CHESAPEAKE ENERGY CORP |
7,138,000 |
6,738 |
0.00% |
|
PRN |
| 34 |
NEWMONT MINING CORP SR NT CV1.625 17 |
6,279,000 |
6,644 |
0.00% |
|
PRN |
| 35 |
CHART INDS INC SR SB GLBL CV 18 |
4,875,000 |
6,542 |
0.00% |
|
PRN |
| 36 |
TESLA INC SR CV NT 0.25 19 |
6,587,000 |
6,064 |
0.00% |
|
PRN |
| 37 |
LIBERTY MEDIA CORP |
11,131,313 |
5,893 |
0.00% |
|
PRN |
| 38 |
VOLCANO CORPORATION |
5,905,000 |
5,842 |
0.00% |
|
PRN |
| 39 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
5,377,000 |
5,720 |
0.00% |
|
PRN |
| 40 |
OMNICOM GROUP INC |
4,192,000 |
5,549 |
0.00% |
|
PRN |
| 41 |
CHESAPEAKE ENERGY CORP |
5,200,000 |
5,262 |
0.00% |
|
PRN |
| 42 |
DRYSHIPS INC. 5%14F DUE 12/01/14 DRYSHIPS INC. |
5,255,000 |
5,196 |
0.00% |
|
PRN |
| 43 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
3,420,000 |
4,893 |
0.00% |
|
PRN |
| 44 |
PHH CORP |
4,533,000 |
4,887 |
0.00% |
|
PRN |
| 45 |
STARWOOD PPTY TR INC |
4,112,000 |
4,708 |
0.00% |
|
PRN |
| 46 |
RTI INTL METALS INC SR CV NT1.625 19 |
4,780,000 |
4,699 |
0.00% |
|
PRN |
| 47 |
ICONIX BRAND GROUP INC 2.5% 06/01/2016 |
3,261,000 |
4,433 |
0.00% |
|
PRN |
| 48 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
3,865,000 |
3,872 |
0.00% |
|
PRN |
| 49 |
EQUINIX INC |
1,642,000 |
3,706 |
0.00% |
|
PRN |
| 50 |
NOVELLUS SYS INC SR NT CV2.625 41 |
2,148,000 |
3,666 |
0.00% |
|
PRN |
