| 1 |
ROYAL BK OF SCOTLAND PLC |
71,325,000 |
65,262 |
0.02% |
|
PRN |
| 2 |
WHITING PETE CORP NEW |
65,543,000 |
61,283 |
0.02% |
|
PRN |
| 3 |
ROYAL BK OF SCOTLAND PLC |
44,823,000 |
41,797 |
0.01% |
|
PRN |
| 4 |
0 |
48,170,000 |
41,727 |
0.01% |
|
PRN |
| 5 |
GOLDMAN SACHS GROUP INC |
32,000,000 |
34,633 |
0.01% |
|
PRN |
| 6 |
YAHOO INC SR CV ZERO NT 18 |
27,965,000 |
27,755 |
0.01% |
|
PRN |
| 7 |
ING GROEP N V |
26,925,000 |
24,620 |
0.01% |
|
PRN |
| 8 |
GOLDMAN SACHS GROUP INC |
25,000,000 |
23,355 |
0.01% |
|
PRN |
| 9 |
LINKEDIN CORP |
19,983,000 |
19,721 |
0.01% |
|
PRN |
| 10 |
WHITING PETE CORP NEW |
18,957,000 |
17,914 |
0.01% |
|
PRN |
| 11 |
GS/GOOG |
16,200,000 |
17,050 |
0.01% |
|
PRN |
| 12 |
STANDARD CHARTERED PLC |
16,945,000 |
15,547 |
0.01% |
|
PRN |
| 13 |
GOLDMAN SACHS GROUP INC |
13,957,000 |
13,038 |
0.00% |
|
PRN |
| 14 |
SINA CORP |
11,961,000 |
11,744 |
0.00% |
|
PRN |
| 15 |
WHITING PETE CORP NEW |
14,575,000 |
11,532 |
0.00% |
|
PRN |
| 16 |
FireEye Inc |
12,036,000 |
10,614 |
0.00% |
|
PRN |
| 17 |
INTNED 6 PERP C |
10,900,000 |
10,246 |
0.00% |
|
PRN |
| 18 |
TWITTER INC |
11,050,000 |
9,835 |
0.00% |
|
PRN |
| 19 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
9,675,000 |
9,754 |
0.00% |
|
PRN |
| 20 |
CHESAPEAKE ENERGY CORP |
10,000,000 |
9,225 |
0.00% |
|
PRN |
| 21 |
GOLDMAN SACHS GROUP INC |
8,126,000 |
8,795 |
0.00% |
|
PRN |
| 22 |
WEBMD HEALTH CORP NOTE 1.50012/0 |
6,476,000 |
8,221 |
0.00% |
|
PRN |
| 23 |
Exelexis |
5,500,000 |
8,150 |
0.00% |
|
PRN |
| 24 |
MOLINA HEALTHCARE INC |
5,894,000 |
7,975 |
0.00% |
|
PRN |
| 25 |
CHESAPEAKE ENERGY CORP |
8,000,000 |
7,440 |
0.00% |
|
PRN |
| 26 |
PRICELINE GRP INC SR CONV NT 1 18 |
5,268,000 |
7,313 |
0.00% |
|
PRN |
| 27 |
NVIDIA CORP SR CONV NT 1 18 |
3,084,000 |
7,186 |
0.00% |
|
PRN |
| 28 |
RYLAND GROUP INC SR NT CV 0.25 19 |
7,390,000 |
6,840 |
0.00% |
|
PRN |
| 29 |
CTRIP COM INTL LTD |
5,564,000 |
6,799 |
0.00% |
|
PRN |
| 30 |
HSBC HOLDINGS PLC |
7,110,000 |
6,772 |
0.00% |
|
PRN |
| 31 |
TESLA INC |
4,000,000 |
6,763 |
0.00% |
|
PRN |
| 32 |
J2 GLOBAL INC SR CV NT 3.25 29 |
5,999,000 |
6,726 |
0.00% |
|
PRN |
| 33 |
0 |
7,500,000 |
6,497 |
0.00% |
|
PRN |
| 34 |
WEBMD HEALTH CORP |
5,890,000 |
6,472 |
0.00% |
|
PRN |
| 35 |
COLONY CAP INC |
6,607,000 |
6,260 |
0.00% |
|
PRN |
| 36 |
MICRON TECHNOLOGY INC |
4,000,000 |
5,990 |
0.00% |
|
PRN |
| 37 |
AKAMAI TECHNOLOGIES INC |
5,594,000 |
5,517 |
0.00% |
|
PRN |
| 38 |
NEWMONT MINING CORP SR NT CV1.625 17 |
4,900,000 |
5,482 |
0.00% |
|
PRN |
| 39 |
STARWOOD PPTY TR INC |
5,197,000 |
5,473 |
0.00% |
|
PRN |
| 40 |
MEDICINES CO SR GLBL CV NT 22 |
4,582,000 |
5,398 |
0.00% |
|
PRN |
| 41 |
ON SEMICONDUCTOR CORP |
4,488,000 |
4,662 |
0.00% |
|
PRN |
| 42 |
YANDEX NV |
5,000,000 |
4,659 |
0.00% |
|
PRN |
| 43 |
HOLOGIC INC |
3,818,000 |
4,634 |
0.00% |
|
PRN |
| 44 |
LIGAND PHARMACEUTICALS INC |
2,777,000 |
4,631 |
0.00% |
|
PRN |
| 45 |
ANTHEM INC |
2,439,000 |
4,441 |
0.00% |
|
PRN |
| 46 |
WHITING PETE CORP NEW |
4,350,000 |
4,198 |
0.00% |
|
PRN |
| 47 |
VERINT SYS INC 1.5 06/01/2021 |
4,544,000 |
4,138 |
0.00% |
|
PRN |
| 48 |
INTEL CORP JR SB CONV DB 39 |
2,500,000 |
4,064 |
0.00% |
|
PRN |
| 49 |
INTEL CORP JR SB CONV DB 35 |
3,079,000 |
3,982 |
0.00% |
|
PRN |
| 50 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
4,000,000 |
3,953 |
0.00% |
|
PRN |
