| 1 |
INTEL CORP JR SB CONV DB 35 |
60,500,000 |
71,245 |
0.58% |
|
PRN |
| 2 |
VOLCANO CORPORATION |
69,200,000 |
68,363 |
0.55% |
|
PRN |
| 3 |
CEMEX SAB DE CV |
49,000,000 |
67,468 |
0.55% |
|
PRN |
| 4 |
COBALT INTL ENERGY INC |
70,400,000 |
66,507 |
0.54% |
|
PRN |
| 5 |
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 |
55,700,000 |
61,916 |
0.50% |
|
PRN |
| 6 |
LINEAR TECHNOLOGY CORP |
49,000,000 |
58,344 |
0.47% |
|
PRN |
| 7 |
CEMEX SAB DE CV 4 7/8% |
39,400,000 |
48,391 |
0.39% |
|
PRN |
| 8 |
TESLA INC SR CV NT 0.25 19 |
46,000,000 |
42,895 |
0.35% |
|
PRN |
| 9 |
TAKE-TWO INTERACTIVE SOFTWAR |
31,000,000 |
40,722 |
0.33% |
|
PRN |
| 10 |
PRICELINE GRP INC SR CONV NT 1 18 |
27,000,000 |
38,165 |
0.31% |
|
PRN |
| 11 |
Electronic Arts, Inc. |
30,000,000 |
34,872 |
0.28% |
|
PRN |
| 12 |
RTI INTL METALS INC SR CV NT1.625 19 |
30,000,000 |
29,517 |
0.24% |
|
PRN |
| 13 |
COMTECH TELECOMMUNICATIO |
26,000,000 |
26,754 |
0.22% |
|
PRN |
| 14 |
IXIA |
25,000,000 |
26,428 |
0.21% |
|
PRN |
| 15 |
BOTTOMLINE TECH DEL INC SR CONV NT1.5 17 |
20,000,000 |
26,276 |
0.21% |
|
PRN |
| 16 |
SHIP FINANCE INTERNATIONAL L |
23,500,000 |
26,148 |
0.21% |
|
PRN |
| 17 |
STONE ENERGY CORP |
21,000,000 |
25,790 |
0.21% |
|
PRN |
| 18 |
CHESAPEAKE ENERGY CORP |
23,200,000 |
23,437 |
0.19% |
|
PRN |
| 19 |
STARWOOD PPTY TR INC |
20,000,000 |
22,870 |
0.19% |
|
PRN |
| 20 |
NUANCE COMMUNICATIONS INC SR UNSECURED CONVERTIBL |
21,000,000 |
22,418 |
0.18% |
|
PRN |
| 21 |
HEARTWARE INTL INC |
18,300,000 |
22,187 |
0.18% |
|
PRN |
| 22 |
WRIGHT MEDICAL GROUP INC |
15,000,000 |
20,295 |
0.16% |
|
PRN |
| 23 |
COVANTA HLDG CORP |
16,500,000 |
19,232 |
0.16% |
|
PRN |
| 24 |
Medivation Inc 04/01/2017 2.625% |
13,000,000 |
18,512 |
0.15% |
|
PRN |
| 25 |
SEQUENOM INC |
19,500,000 |
17,532 |
0.14% |
|
PRN |
| 26 |
COLONY CAP INC |
15,000,000 |
15,473 |
0.13% |
|
PRN |
| 27 |
BROADSOFT INC |
14,000,000 |
14,693 |
0.12% |
|
PRN |
| 28 |
VIPSHOP HLDGS LTD |
14,000,000 |
14,148 |
0.11% |
|
PRN |
| 29 |
COLONY CAP INC 5 04/15/2023 |
12,500,000 |
13,260 |
0.11% |
|
PRN |
| 30 |
INTEGRA LIFESCIENCES HLDGS C |
10,000,000 |
10,582 |
0.09% |
|
PRN |
| 31 |
CHESAPEAKE ENERGY CORP |
10,000,000 |
10,414 |
0.08% |
|
PRN |
| 32 |
ANNALY CAP MGMT INC |
10,000,000 |
10,261 |
0.08% |
|
PRN |
| 33 |
WEBMD HEALTH CORP |
10,000,000 |
10,157 |
0.08% |
|
PRN |
| 34 |
MERRIMACK PHARMACEUTI |
8,300,000 |
8,483 |
0.07% |
|
PRN |
| 35 |
JEFFERIES GROUP INC NEW SR DB CV3.875 29 |
7,000,000 |
7,497 |
0.06% |
|
PRN |
| 36 |
CHIQUITA BRANDS INTL INC |
5,000,000 |
5,078 |
0.04% |
|
PRN |
| 37 |
SESA STERLITE 4%14F DUE 10/30/14 SESA STERLITE |
5,000,000 |
5,007 |
0.04% |
|
PRN |
| 38 |
DRYSHIPS INC. 5%14F DUE 12/01/14 DRYSHIPS INC. |
5,000,000 |
4,958 |
0.04% |
|
PRN |
| 39 |
ENDOLOGIX INC |
5,000,000 |
4,834 |
0.04% |
|
PRN |
| 40 |
DEALERTRACK TECHNOLOGIES INC |
3,000,000 |
4,273 |
0.03% |
|
PRN |
| 41 |
TITAN MACHY INC |
5,000,000 |
4,225 |
0.03% |
|
PRN |
| 42 |
LIFEPOINT HOSPITALS INC |
3,000,000 |
3,183 |
0.03% |
|
PRN |
| 43 |
GILEAD SCIENCES |
850,000 |
2,648 |
0.02% |
|
PRN |
| 44 |
BPZ REORUCES INC ESCROW |
2,250,000 |
2,273 |
0.02% |
|
PRN |
| 45 |
Prospect Capital Corp |
1,350,000 |
1,439 |
0.01% |
|
PRN |
| 46 |
INTEL CORP JR SB CONV DB 39 |
1,000,000 |
1,397 |
0.01% |
|
PRN |
| 47 |
ARCELORMITTAL SA LUXEMBOURG |
790,000 |
189 |
0.00% |
|
PRN |
| 48 |
APPLE INC |
524,937 |
281,755 |
2.28% |
|
|
| 49 |
VERIZON COMMUNICATIONS INC |
4,815,676 |
229,407 |
1.86% |
|
|
| 50 |
EXXON MOBIL CORP |
2,016,364 |
196,958 |
1.60% |
|
|
