| 1 |
COBALT INTL ENERGY INC |
16,899,000 |
15,864 |
0.01% |
|
PRN |
| 2 |
TESLA INC |
15,000,000 |
13,590 |
0.01% |
|
PRN |
| 3 |
ON SEMICONDUCTOR CORP |
10,552,000 |
12,880 |
0.01% |
|
PRN |
| 4 |
SOLARFUN POWER HOLDINGS CO L |
12,255,000 |
11,060 |
0.00% |
|
PRN |
| 5 |
VECTOR GROUP LTD |
8,027,000 |
10,987 |
0.00% |
|
PRN |
| 6 |
CEMEX SAB DE CV 4 7/8% |
8,851,000 |
10,865 |
0.00% |
|
PRN |
| 7 |
PROLOGIS |
9,030,000 |
10,576 |
0.00% |
|
PRN |
| 8 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
10,505,000 |
10,547 |
0.00% |
|
PRN |
| 9 |
ARVINMERITOR INC |
10,003,000 |
10,403 |
0.00% |
|
PRN |
| 10 |
OMNICARE INC |
10,195,000 |
10,322 |
0.00% |
|
PRN |
| 11 |
INTEL CORP JR SB CONV DB 35 |
8,657,000 |
10,204 |
0.00% |
|
PRN |
| 12 |
LAM RESEARCH CORP SR NT CV 1.25 18 |
8,219,000 |
10,192 |
0.00% |
|
PRN |
| 13 |
ALPHA NATURAL RESOURCES |
11,500,000 |
9,718 |
0.00% |
|
PRN |
| 14 |
TTM TECHNOLOGIES INC |
8,726,000 |
9,620 |
0.00% |
|
PRN |
| 15 |
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 |
8,644,000 |
9,584 |
0.00% |
|
PRN |
| 16 |
VEREIT Inc |
8,698,000 |
9,459 |
0.00% |
|
PRN |
| 17 |
PHH CORP |
8,500,000 |
9,228 |
0.00% |
|
PRN |
| 18 |
STARWOOD PPTY TR INC |
7,968,000 |
9,054 |
0.00% |
|
PRN |
| 19 |
RTI INTL METALS INC |
8,474,000 |
9,004 |
0.00% |
|
PRN |
| 20 |
PHH CORP |
8,275,000 |
8,984 |
0.00% |
|
PRN |
| 21 |
Allegion PLC |
8,759,000 |
8,890 |
0.00% |
|
PRN |
| 22 |
COLONY CAP INC 5 04/15/2023 |
8,196,000 |
8,678 |
0.00% |
|
PRN |
| 23 |
INTERDIGITAL INC |
8,160,000 |
8,451 |
0.00% |
|
PRN |
| 24 |
Electronic Arts, Inc. |
7,065,000 |
8,191 |
0.00% |
|
PRN |
| 25 |
LINEAR TECHNOLOGY CORP |
6,849,000 |
8,176 |
0.00% |
|
PRN |
| 26 |
CHESAPEAKE ENERGY CORP |
7,223,000 |
7,512 |
0.00% |
|
PRN |
| 27 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
6,000,000 |
7,350 |
0.00% |
|
PRN |
| 28 |
PROSPECT CAPITAL COR |
6,638,000 |
7,086 |
0.00% |
|
PRN |
| 29 |
Tibco Software Inc |
6,847,000 |
6,848 |
0.00% |
|
PRN |
| 30 |
VOLCANO CORPORATION |
6,661,000 |
6,594 |
0.00% |
|
PRN |
| 31 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
6,446,000 |
6,472 |
0.00% |
|
PRN |
| 32 |
BGC PARTNERS INC |
6,002,000 |
6,422 |
0.00% |
|
PRN |
| 33 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
6,060,000 |
6,401 |
0.00% |
|
PRN |
| 34 |
COMTECH TELECOMMUNICATIO |
6,230,000 |
6,390 |
0.00% |
|
PRN |
| 35 |
ANNALY CAP MGMT INC |
6,191,000 |
6,338 |
0.00% |
|
PRN |
| 36 |
GENERAL CABLE CORP DEL NEW |
6,102,000 |
6,121 |
0.00% |
|
PRN |
| 37 |
APOLLO INVT CORP 5.75% 01/15/2016 |
5,749,000 |
6,105 |
0.00% |
|
PRN |
| 38 |
MERITAGE HOMES CORP |
5,738,000 |
6,097 |
0.00% |
|
PRN |
| 39 |
STONE ENERGY CORP |
4,950,000 |
6,076 |
0.00% |
|
PRN |
| 40 |
ARES CAP CORP |
5,576,000 |
6,057 |
0.00% |
|
PRN |
| 41 |
PROLOGIS |
5,125,000 |
6,003 |
0.00% |
|
PRN |
| 42 |
Ares Capital Corp |
5,544,000 |
5,970 |
0.00% |
|
PRN |
| 43 |
LINEAR TECHNOLOGY CORP |
5,000,000 |
5,969 |
0.00% |
|
PRN |
| 44 |
PROSPECT CAPITAL CORPORATION |
5,663,000 |
5,939 |
0.00% |
|
PRN |
| 45 |
INTL GAME TECH |
5,668,000 |
5,675 |
0.00% |
|
PRN |
| 46 |
ICONIX BRAND GROUP INC 2.5% 06/01/2016 |
3,904,000 |
5,297 |
0.00% |
|
PRN |
| 47 |
INTEL CORP JR SB CONV DB 35 |
4,446,000 |
5,241 |
0.00% |
|
PRN |
| 48 |
ANTHEM INC |
3,578,000 |
5,231 |
0.00% |
|
PRN |
| 49 |
VIPSHOP HLDGS LTD |
5,000,000 |
5,088 |
0.00% |
|
PRN |
| 50 |
ROVI CORP |
4,958,000 |
5,020 |
0.00% |
|
PRN |
