| 1 |
INTEL CORP JR SB CONV DB 35 |
57,500,000 |
71,622 |
0.55% |
|
PRN |
| 2 |
TESLA INC SR CV NT 0.25 19 |
70,000,000 |
69,650 |
0.53% |
|
PRN |
| 3 |
VOLCANO CORPORATION |
69,200,000 |
66,896 |
0.51% |
|
PRN |
| 4 |
CEMEX SAB DE CV 4 7/8% |
52,400,000 |
65,830 |
0.50% |
|
PRN |
| 5 |
COBALT INTL ENERGY INC |
67,400,000 |
62,648 |
0.48% |
|
PRN |
| 6 |
SALESFORCE COM INC SR CV NT 0.25 18 |
40,000,000 |
45,828 |
0.35% |
|
PRN |
| 7 |
TAKE-TWO INTERACTIVE SOFTWAR |
31,000,000 |
40,678 |
0.31% |
|
PRN |
| 8 |
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 |
37,700,000 |
39,724 |
0.30% |
|
PRN |
| 9 |
COBALT INTL ENERGY INC |
35,000,000 |
37,758 |
0.29% |
|
PRN |
| 10 |
Electronic Arts, Inc. |
28,500,000 |
36,053 |
0.28% |
|
PRN |
| 11 |
TOLL BROS FIN CORP |
33,000,000 |
35,006 |
0.27% |
|
PRN |
| 12 |
THERAVANCE INC NOTE 2.125 1/1 |
22,250,000 |
32,483 |
0.25% |
|
PRN |
| 13 |
SHUTTERFLY INC |
31,500,000 |
31,639 |
0.24% |
|
PRN |
| 14 |
NETSUITE INC |
28,500,000 |
29,372 |
0.22% |
|
PRN |
| 15 |
RTI INTL METALS INC SR CV NT1.625 19 |
28,000,000 |
28,095 |
0.21% |
|
PRN |
| 16 |
IXIA |
25,000,000 |
25,123 |
0.19% |
|
PRN |
| 17 |
CHESAPEAKE ENERGY CORP |
23,200,000 |
24,959 |
0.19% |
|
PRN |
| 18 |
J2 GLOBAL INC SR CV NT 3.25 29 |
23,900,000 |
24,352 |
0.19% |
|
PRN |
| 19 |
SHIP FINANCE INTERNATIONAL L |
21,200,000 |
24,066 |
0.18% |
|
PRN |
| 20 |
BOTTOMLINE TECH DEL INC SR CONV NT1.5 17 |
20,000,000 |
23,676 |
0.18% |
|
PRN |
| 21 |
STONE ENERGY CORP |
18,000,000 |
23,076 |
0.18% |
|
PRN |
| 22 |
CONCUR TECHNOLOGIES INC |
20,000,000 |
22,450 |
0.17% |
|
PRN |
| 23 |
NUANCE COMMUNICATIONS INC SR UNSECURED CONVERTIBL |
21,000,000 |
22,155 |
0.17% |
|
PRN |
| 24 |
HEARTWARE INTL INC |
18,300,000 |
21,526 |
0.16% |
|
PRN |
| 25 |
PRICELINE GRP INC SR CONV NT 1 18 |
15,000,000 |
21,279 |
0.16% |
|
PRN |
| 26 |
SEQUENOM INC |
19,500,000 |
20,863 |
0.16% |
|
PRN |
| 27 |
WRIGHT MEDICAL GROUP INC |
15,000,000 |
20,633 |
0.16% |
|
PRN |
| 28 |
SOLAZYME INC |
15,200,000 |
17,085 |
0.13% |
|
PRN |
| 29 |
VIPSHOP HLDGS LTD |
14,000,000 |
16,562 |
0.13% |
|
PRN |
| 30 |
MOLINA HEALTHCARE INC |
13,000,000 |
16,309 |
0.12% |
|
PRN |
| 31 |
COLONY CAP INC |
15,000,000 |
15,447 |
0.12% |
|
PRN |
| 32 |
Medivation Inc 04/01/2017 2.625% |
9,500,000 |
15,217 |
0.12% |
|
PRN |
| 33 |
COLONY CAP INC 5 04/15/2023 |
12,500,000 |
13,555 |
0.10% |
|
PRN |
| 34 |
CHART INDS INC SR SB GLBL CV 18 |
8,475,000 |
11,849 |
0.09% |
|
PRN |
| 35 |
HOLOGIC INC |
10,000,000 |
10,979 |
0.08% |
|
PRN |
| 36 |
INTEGRA LIFESCIENCES HLDGS C |
10,000,000 |
10,732 |
0.08% |
|
PRN |
| 37 |
CHESAPEAKE ENERGY CORP |
10,000,000 |
10,608 |
0.08% |
|
PRN |
| 38 |
WEBMD HEALTH CORP |
10,000,000 |
10,377 |
0.08% |
|
PRN |
| 39 |
ANNALY CAP MGMT INC |
10,000,000 |
10,234 |
0.08% |
|
PRN |
| 40 |
MERRIMACK PHARMACEUTI |
6,300,000 |
8,445 |
0.06% |
|
PRN |
| 41 |
DRYSHIPS INC. 5%14F DUE 12/01/14 DRYSHIPS INC. |
7,500,000 |
7,423 |
0.06% |
|
PRN |
| 42 |
INSULET CORP 2 06/15/2019 |
5,000,000 |
5,550 |
0.04% |
|
PRN |
| 43 |
ENDOLOGIX INC |
5,000,000 |
5,054 |
0.04% |
|
PRN |
| 44 |
CHIQUITA BRANDS INTL INC |
5,000,000 |
5,049 |
0.04% |
|
PRN |
| 45 |
SESA STERLITE 4%14F DUE 10/30/14 SESA STERLITE |
5,000,000 |
5,039 |
0.04% |
|
PRN |
| 46 |
TITAN MACHY INC |
5,000,000 |
4,429 |
0.03% |
|
PRN |
| 47 |
DEALERTRACK TECHNOLOGIES INC |
3,000,000 |
4,026 |
0.03% |
|
PRN |
| 48 |
GILEAD SCIENCES |
850,000 |
3,108 |
0.02% |
|
PRN |
| 49 |
BPZ REORUCES INC ESCROW |
2,250,000 |
2,280 |
0.02% |
|
PRN |
| 50 |
INTEL CORP JR SB CONV DB 39 |
1,000,000 |
1,545 |
0.01% |
|
PRN |
