| 1 |
BANK NOVA |
60,715,000 |
63,081 |
0.02% |
|
PRN |
| 2 |
SOCIETE GENERALE |
38,195,000 |
37,813 |
0.01% |
|
PRN |
| 3 |
MGIC INVT CORP WIS SR CONV NT 2 20 |
24,721,000 |
27,440 |
0.01% |
|
PRN |
| 4 |
BARCLAYS PLC |
26,075,000 |
25,487 |
0.01% |
|
PRN |
| 5 |
ROYAL BK OF SCOTLAND PLC |
20,285,000 |
18,561 |
0.00% |
|
PRN |
| 6 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
14,192,000 |
15,709 |
0.00% |
|
PRN |
| 7 |
COBALT INTL ENERGY INC |
44,421,000 |
14,659 |
0.00% |
|
PRN |
| 8 |
HURON CONSULTING GROUP INC |
11,730,000 |
11,913 |
0.00% |
|
PRN |
| 9 |
MGIC INVT CORP WIS SR CONV NT 2 20 |
10,407,000 |
11,552 |
0.00% |
|
PRN |
| 10 |
COBALT INTL ENERGY INC |
27,662,000 |
10,373 |
0.00% |
|
PRN |
| 11 |
ING GROEP N V |
10,450,000 |
9,555 |
0.00% |
|
PRN |
| 12 |
CARDTRONICS INC NOTE 1.00012/0 |
9,243,000 |
9,266 |
0.00% |
|
PRN |
| 13 |
HSBC HOLDINGS PLC |
8,720,000 |
8,306 |
0.00% |
|
PRN |
| 14 |
LLOYDS BANKING GROUP PLC |
8,000,000 |
7,820 |
0.00% |
|
PRN |
| 15 |
SUNPOWER CORP |
9,085,000 |
7,342 |
0.00% |
|
PRN |
| 16 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
4,878,000 |
5,399 |
0.00% |
|
PRN |
| 17 |
M/I HOMES INC |
5,065,000 |
4,935 |
0.00% |
|
PRN |
| 18 |
ROYAL BK OF SCOTLAND PLC |
5,280,000 |
4,831 |
0.00% |
|
PRN |
| 19 |
SOCIETE GENERALE |
4,645,000 |
4,599 |
0.00% |
|
PRN |
| 20 |
BANK NOVA |
4,020,000 |
4,177 |
0.00% |
|
PRN |
| 21 |
MGIC INVT CORP WIS SR CONV NT 2 20 |
3,710,000 |
4,118 |
0.00% |
|
PRN |
| 22 |
HSBC HLDGS PLC NOTE 6.87512/3 |
3,915,000 |
3,895 |
0.00% |
|
PRN |
| 23 |
SOCIETE GENERALE |
3,930,000 |
3,891 |
0.00% |
|
PRN |
| 24 |
INTNED 6 PERP C |
4,030,000 |
3,788 |
0.00% |
|
PRN |
| 25 |
ROYAL BK OF SCOTLAND PLC |
4,020,000 |
3,749 |
0.00% |
|
PRN |
| 26 |
CREDIT SUISSE GRP GUERNSEY I DEBT 7.875% 2/2 ADDED |
3,710,000 |
3,715 |
0.00% |
|
PRN |
| 27 |
MGIC INVT CORP WIS SR CONV NT 2 20 |
3,341,000 |
3,709 |
0.00% |
|
PRN |
| 28 |
ING GROEP N V |
3,525,000 |
3,223 |
0.00% |
|
PRN |
| 29 |
ROYAL BK OF SCOTLAND PLC |
3,380,000 |
3,093 |
0.00% |
|
PRN |
| 30 |
BANK NOVA |
2,905,000 |
3,018 |
0.00% |
|
PRN |
| 31 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
2,720,000 |
3,011 |
0.00% |
|
PRN |
| 32 |
ALTRA INDL MOTION CORP |
2,635,000 |
2,978 |
0.00% |
|
PRN |
| 33 |
COBALT INTL ENERGY INC |
7,860,000 |
2,947 |
0.00% |
|
PRN |
| 34 |
ROYAL BK OF SCOTLAND PLC |
3,000,000 |
2,798 |
0.00% |
|
PRN |
| 35 |
M/I HOMES INC |
2,617,000 |
2,550 |
0.00% |
|
PRN |
| 36 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
2,073,000 |
2,295 |
0.00% |
|
PRN |
| 37 |
VERINT SYS INC 1.5 06/01/2021 |
2,468,000 |
2,247 |
0.00% |
|
PRN |
| 38 |
ECHO GLOBAL LOGISTICS INC SR CONV NT2.5 20 |
2,238,000 |
2,114 |
0.00% |
|
PRN |
| 39 |
CEPHEID |
2,203,000 |
1,910 |
0.00% |
|
PRN |
| 40 |
INTEGRATED DEVICE TECHNOLOGY |
1,918,000 |
1,846 |
0.00% |
|
PRN |
| 41 |
HSBC HLDGS PLC |
1,650,000 |
1,590 |
0.00% |
|
PRN |
| 42 |
BARCLAYS PLC |
1,520,000 |
1,486 |
0.00% |
|
PRN |
| 43 |
BARCLAYS PLC |
1,385,000 |
1,354 |
0.00% |
|
PRN |
| 44 |
INTEL CORP JR SB CONV DB 35 |
1,000,000 |
1,293 |
0.00% |
|
PRN |
| 45 |
SALESFORCE COM INC SR CV NT 0.25 18 |
1,000,000 |
1,292 |
0.00% |
|
PRN |
| 46 |
SERVICENOW INC |
1,151,000 |
1,280 |
0.00% |
|
PRN |
| 47 |
ROYAL BK OF SCOTLAND PLC |
1,355,000 |
1,240 |
0.00% |
|
PRN |
| 48 |
AKAMAI TECHNOLOGIES INC |
1,250,000 |
1,233 |
0.00% |
|
PRN |
| 49 |
ILLUMINA INC SR CONV NT0.5 21 |
1,224,000 |
1,222 |
0.00% |
|
PRN |
| 50 |
Priceline Group Inc/The |
1,000,000 |
1,173 |
0.00% |
|
PRN |
