| 1 |
ING GROEP N V |
55,700,000 |
52,880 |
0.02% |
|
PRN |
| 2 |
TESLA INC |
16,253,000 |
33,014 |
0.01% |
|
PRN |
| 3 |
TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 |
17,661,000 |
23,953 |
0.01% |
|
PRN |
| 4 |
INTNED 6 PERP C |
19,925,000 |
19,551 |
0.01% |
|
PRN |
| 5 |
YANDEX NV |
19,055,000 |
16,149 |
0.01% |
|
PRN |
| 6 |
NOVELLUS SYS INC SR NT CV2.625 41 |
7,572,000 |
14,827 |
0.01% |
|
PRN |
| 7 |
UNITED STATES STL CORP NEW |
14,161,000 |
14,028 |
0.00% |
|
PRN |
| 8 |
PROSPECT CAPITAL CORPORATION |
12,389,000 |
11,893 |
0.00% |
|
PRN |
| 9 |
ILLUMINA INC |
5,430,000 |
11,386 |
0.00% |
|
PRN |
| 10 |
QIHOO 360 TECHNOLOGY CO LTD |
12,950,000 |
10,894 |
0.00% |
|
PRN |
| 11 |
QIHOO 360 TECHNOLOGY CO LTD |
10,800,000 |
10,388 |
0.00% |
|
PRN |
| 12 |
LIBERTY INTERACTIVE LLC |
6,209,000 |
9,282 |
0.00% |
|
PRN |
| 13 |
GOLDMAN SACHS GROUP INC |
10,145,000 |
9,256 |
0.00% |
|
PRN |
| 14 |
GOLDMAN SACHS GROUP INC |
5,344,000 |
6,676 |
0.00% |
|
PRN |
| 15 |
YAHOO INC SR CV ZERO NT 18 |
6,806,000 |
6,585 |
0.00% |
|
PRN |
| 16 |
CHESAPEAKE ENERGY CORP |
6,532,000 |
6,426 |
0.00% |
|
PRN |
| 17 |
LAM RESEARCH CORP SR NT CV 1.25 18 |
5,000,000 |
6,269 |
0.00% |
|
PRN |
| 18 |
CHESAPEAKE ENERGY CORP |
6,055,000 |
5,447 |
0.00% |
|
PRN |
| 19 |
ARES CAP CORP |
5,047,000 |
5,079 |
0.00% |
|
PRN |
| 20 |
SUNEDISON INC |
7,000,000 |
4,939 |
0.00% |
|
PRN |
| 21 |
ATLAS AIR WORLDWIDE HLDGS INC 2.25 06/01/2022 |
5,966,000 |
4,780 |
0.00% |
|
PRN |
| 22 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
5,000,000 |
4,744 |
0.00% |
|
PRN |
| 23 |
JEFFERIES GROUP INC NEW SR DB CV3.875 29 |
4,526,000 |
4,600 |
0.00% |
|
PRN |
| 24 |
CITRIX SYS INC |
4,361,000 |
4,598 |
0.00% |
|
PRN |
| 25 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
4,485,000 |
4,566 |
0.00% |
|
PRN |
| 26 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
3,269,000 |
4,223 |
0.00% |
|
PRN |
| 27 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
4,000,000 |
3,968 |
0.00% |
|
PRN |
| 28 |
SOLAZYME INC |
6,043,000 |
3,685 |
0.00% |
|
PRN |
| 29 |
GREENBRIER COS INC |
2,840,000 |
3,067 |
0.00% |
|
PRN |
| 30 |
SunEdison Inc |
3,950,000 |
2,975 |
0.00% |
|
PRN |
| 31 |
HSBC HLDGS PLC |
3,053,000 |
2,939 |
0.00% |
|
PRN |
| 32 |
LAM RESEARCH CORP |
2,520,000 |
2,849 |
0.00% |
|
PRN |
| 33 |
Hologic, Inc. |
1,575,000 |
2,688 |
0.00% |
|
PRN |
| 34 |
SANDISK CORP |
2,123,000 |
2,635 |
0.00% |
|
PRN |
| 35 |
SALESFORCE COM INC SR CV NT 0.25 18 |
2,074,000 |
2,541 |
0.00% |
|
PRN |
| 36 |
RYLAND GROUP INC |
1,765,000 |
2,443 |
0.00% |
|
PRN |
| 37 |
MERCADOLIBRE INC |
2,500,000 |
2,413 |
0.00% |
|
PRN |
| 38 |
BGC PARTNERS INC |
2,300,000 |
2,372 |
0.00% |
|
PRN |
| 39 |
ING GROEP N V |
2,250,000 |
2,136 |
0.00% |
|
PRN |
| 40 |
CTRIP COM INTL LTD |
1,977,000 |
2,118 |
0.00% |
|
PRN |
| 41 |
SEACOR HOLDINGS INC |
2,143,000 |
2,056 |
0.00% |
|
PRN |
| 42 |
PROSPECT CAPITAL CORPORATION |
2,226,000 |
2,003 |
0.00% |
|
PRN |
| 43 |
MERITAGE HOMES CORP |
2,000,000 |
1,996 |
0.00% |
|
PRN |
| 44 |
INTNED 6 PERP C |
2,000,000 |
1,963 |
0.00% |
|
PRN |
| 45 |
XILINX INC SR NT CV2.625 17 |
1,258,000 |
1,874 |
0.00% |
|
PRN |
| 46 |
RADIAN GROUP INC |
1,228,000 |
1,851 |
0.00% |
|
PRN |
| 47 |
PRICELINE GRP INC SR CONV NT 1 18 |
1,292,000 |
1,816 |
0.00% |
|
PRN |
| 48 |
CHART INDS INC SR SB GLBL CV 18 |
1,934,000 |
1,690 |
0.00% |
|
PRN |
| 49 |
PORTFOLIO RECOVERY ASSOCS IN |
1,542,000 |
1,609 |
0.00% |
|
PRN |
| 50 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
1,633,000 |
1,549 |
0.00% |
|
PRN |
