| 1 |
MICROCHIP TECHNOLOGY INC |
70,350,000 |
181,987 |
0.13% |
|
PRN |
| 2 |
NOVELLUS SYS INC SR NT CV2.625 41 |
22,686,000 |
63,194 |
0.04% |
|
PRN |
| 3 |
ANTHEM INC |
31,740,000 |
55,584 |
0.04% |
|
PRN |
| 4 |
VERISIGN INC JR SB CONV DB 37 |
22,015,000 |
50,455 |
0.04% |
|
PRN |
| 5 |
VERINT SYS INC 1.5 06/01/2021 |
40,000,000 |
37,900 |
0.03% |
|
PRN |
| 6 |
INTEL CORP JR SB CONV DB 39 |
19,638,000 |
35,912 |
0.03% |
|
PRN |
| 7 |
ROYAL BK OF SCOTLAND PLC |
37,243,000 |
34,170 |
0.02% |
|
PRN |
| 8 |
STARWOOD PPTY TR INC |
28,850,000 |
32,564 |
0.02% |
|
PRN |
| 9 |
GENERAL CABLE CORP DEL NEW |
46,615,000 |
31,203 |
0.02% |
|
PRN |
| 10 |
PALO ALTO NETWORKS INC |
18,555,000 |
28,284 |
0.02% |
|
PRN |
| 11 |
SHIP FINANCE INTERNATIONAL L |
25,307,000 |
27,284 |
0.02% |
|
PRN |
| 12 |
Red Hat Inc |
19,574,000 |
24,773 |
0.02% |
|
PRN |
| 13 |
THERAVANCE INC NOTE 2.125 1/1 |
28,344,000 |
23,738 |
0.02% |
|
PRN |
| 14 |
TESLA INC SR CV NT 0.25 19 |
24,109,000 |
21,848 |
0.02% |
|
PRN |
| 15 |
AKAMAI TECHNOLOGIES INC |
20,503,000 |
20,028 |
0.01% |
|
PRN |
| 16 |
Priceline Group Inc/The |
15,484,000 |
19,819 |
0.01% |
|
PRN |
| 17 |
MOLINA HEALTHCARE INC |
12,455,000 |
18,892 |
0.01% |
|
PRN |
| 18 |
CITRIX SYS INC |
16,315,000 |
18,446 |
0.01% |
|
PRN |
| 19 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
8,775,000 |
18,405 |
0.01% |
|
PRN |
| 20 |
INTEL CORP JR SB CONV DB 39 |
9,739,000 |
17,810 |
0.01% |
|
PRN |
| 21 |
HSBC HOLDINGS PLC |
17,270,000 |
17,235 |
0.01% |
|
PRN |
| 22 |
INTEL CORP JR SB CONV DB 35 |
11,941,000 |
16,486 |
0.01% |
|
PRN |
| 23 |
ILLUMINA INC SR CONV NT0.5 21 |
14,997,000 |
16,365 |
0.01% |
|
PRN |
| 24 |
CTRIP COM INTL LTD |
12,284,000 |
15,838 |
0.01% |
|
PRN |
| 25 |
PRICELINE GRP INC SR CONV NT 1 18 |
9,913,000 |
15,687 |
0.01% |
|
PRN |
| 26 |
ARES CAP CORP |
14,343,000 |
14,916 |
0.01% |
|
PRN |
| 27 |
PRICELINE GRP INC SR CONV NT0.9 21 |
12,964,000 |
13,920 |
0.01% |
|
PRN |
| 28 |
DHT HOLDINGS INC |
15,300,000 |
13,597 |
0.01% |
|
PRN |
| 29 |
NEWMONT MINING CORP SR NT CV1.625 17 |
12,264,000 |
13,367 |
0.01% |
|
PRN |
| 30 |
SALESFORCE COM INC SR CV NT 0.25 18 |
10,555,000 |
12,619 |
0.01% |
|
PRN |
| 31 |
MGIC INVT CORP WIS SR CONV NT 2 20 |
9,482,000 |
11,965 |
0.01% |
|
PRN |
| 32 |
VECTOR GROUP LTD |
8,000,000 |
11,841 |
0.01% |
|
PRN |
| 33 |
YAHOO INC SR CV ZERO NT 18 |
11,556,000 |
11,830 |
0.01% |
|
PRN |
| 34 |
STARWOOD WAYPOINT 4.5 15OCT17 |
10,830,000 |
11,588 |
0.01% |
|
PRN |
| 35 |
AMTRUST FINL SVCS INC |
13,226,000 |
11,407 |
0.01% |
|
PRN |
| 36 |
STARWOOD PPTY TR INC |
9,770,000 |
11,027 |
0.01% |
|
PRN |
| 37 |
SPIRIT RLTY CAP INC NEW |
9,805,000 |
10,828 |
0.01% |
|
PRN |
| 38 |
ALTRA INDL MOTION CORP |
8,750,000 |
10,314 |
0.01% |
|
PRN |
| 39 |
VIPSHOP HLDGS LTD |
9,000,000 |
9,686 |
0.01% |
|
PRN |
| 40 |
HERBALIFE LTD |
9,796,000 |
9,679 |
0.01% |
|
PRN |
| 41 |
Ares Capital Corp |
9,158,000 |
9,444 |
0.01% |
|
PRN |
| 42 |
CTRIP COM INTL LTD |
7,215,000 |
9,302 |
0.01% |
|
PRN |
| 43 |
INTEL CORP JR SB CONV DB 39 |
5,063,000 |
9,258 |
0.01% |
|
PRN |
| 44 |
YAHOO INC SR CV ZERO NT 18 |
8,996,000 |
9,209 |
0.01% |
|
PRN |
| 45 |
TESARO INC |
3,087,000 |
9,066 |
0.01% |
|
PRN |
| 46 |
INVACARE CORP |
9,350,000 |
9,016 |
0.01% |
|
PRN |
| 47 |
STILLWATER MNG CO |
7,500,000 |
9,000 |
0.01% |
|
PRN |
| 48 |
MEDICINES CO SR GLBL CV NT 22 |
6,900,000 |
8,931 |
0.01% |
|
PRN |
| 49 |
NVIDIA CORP SR CONV NT 1 18 |
2,620,000 |
8,914 |
0.01% |
|
PRN |
| 50 |
WEATHERFORD INTL LTD |
7,636,000 |
8,566 |
0.01% |
|
PRN |
