| 1 |
MICRON TECHNOLOGY INC |
22,104,000 |
78,869,945 |
0.28% |
|
PRN |
| 2 |
TRULIA INC |
40,000,000 |
57,750,000 |
0.20% |
|
PRN |
| 3 |
CADENCE DESIGN SYSTEM INC |
21,481,000 |
53,890,459 |
0.19% |
|
PRN |
| 4 |
MYLAN INC |
9,530,000 |
40,276,162 |
0.14% |
|
PRN |
| 5 |
CUBIST PHARMACEUTICALS INC |
11,000,000 |
38,108,179 |
0.14% |
|
PRN |
| 6 |
CEMEX SAB DE CV |
26,208,000 |
30,417,791 |
0.11% |
|
PRN |
| 7 |
ICONIX BRAND GROUP INC |
22,200,000 |
26,265,485 |
0.09% |
|
PRN |
| 8 |
WESCO INTL INC |
9,700,000 |
26,093,000 |
0.09% |
|
PRN |
| 9 |
SPANSION LLC |
10,500,000 |
25,987,500 |
0.09% |
|
PRN |
| 10 |
SANDISK CORP FIXED RT SR NT CONV 1.500 percent 08/15/17 B/E DTD 08/25/10 |
12,620,000 |
24,230,400 |
0.09% |
|
PRN |
| 11 |
ASSURANT INC |
12,418,000 |
22,150,607 |
0.08% |
|
PRN |
| 12 |
RADIAN GROUP INC |
12,000,000 |
19,297,560 |
0.07% |
|
PRN |
| 13 |
NOVELLUS SYS INC SR NT CV2.625 41 |
7,816,000 |
17,918,180 |
0.06% |
|
PRN |
| 14 |
INTEL CORP JR SB CONV DB 35 |
13,500,000 |
17,735,625 |
0.06% |
|
PRN |
| 15 |
ARVINMERITOR INC |
16,114,000 |
17,302,407 |
0.06% |
|
PRN |
| 16 |
Nvidia Corp |
15,044,000 |
17,291,272 |
0.06% |
|
PRN |
| 17 |
MOLINA HEALTHCARE INC |
11,500,000 |
15,985,000 |
0.06% |
|
PRN |
| 18 |
YAHOO INC SR CV ZERO NT 18 |
13,130,000 |
14,853,312 |
0.05% |
|
PRN |
| 19 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
11,500,000 |
13,864,745 |
0.05% |
|
PRN |
| 20 |
JETBLUE AIRWAYS CORP |
4,000,000 |
13,147,520 |
0.05% |
|
PRN |
| 21 |
Intel Corp |
6,960,000 |
12,101,699 |
0.04% |
|
PRN |
| 22 |
VIPSHOP HLDGS LTD |
9,950,000 |
11,840,500 |
0.04% |
|
PRN |
| 23 |
INCYTE CORP |
7,500,000 |
11,500,499 |
0.04% |
|
PRN |
| 24 |
CHESAPEAKE ENERGY CORP |
11,843,000 |
11,421,152 |
0.04% |
|
PRN |
| 25 |
TAKE-TWO INTERACTIVE SOFTWARE INC FIXED RT CONVERTIBLE SR NT 1.000 percent 07/01/18 B/E DTD 06/18/13 |
8,000,000 |
11,165,039 |
0.04% |
|
PRN |
| 26 |
PRICELINE GRP INC SR CONV NT 1 18 |
8,115,000 |
10,782,806 |
0.04% |
|
PRN |
| 27 |
YAHOO INC SR CV ZERO NT 18 |
9,500,000 |
10,746,874 |
0.04% |
|
PRN |
| 28 |
CTRIP COM INTL LTD |
10,137,000 |
9,883,575 |
0.04% |
|
PRN |
| 29 |
MGIC INVT CORP WIS |
8,753,000 |
9,786,991 |
0.03% |
|
PRN |
| 30 |
RYLAND GROUP INC |
7,000,000 |
9,458,749 |
0.03% |
|
PRN |
| 31 |
WORKDAY INC |
7,213,000 |
8,551,949 |
0.03% |
|
PRN |
| 32 |
INSULET CORP 2 06/15/2019 |
7,000,000 |
8,233,750 |
0.03% |
|
PRN |
| 33 |
CHESAPEAKE ENERGY CORP |
8,153,000 |
7,322,454 |
0.03% |
|
PRN |
| 34 |
Blucora Inc |
7,500,000 |
7,068,750 |
0.03% |
|
PRN |
| 35 |
QUIDEL CORP |
5,928,000 |
6,606,044 |
0.02% |
|
PRN |
| 36 |
SPECTRANETICS CORP |
5,100,000 |
6,540,749 |
0.02% |
|
PRN |
| 37 |
JARDEN CORP |
4,000,000 |
6,272,520 |
0.02% |
|
PRN |
| 38 |
UNITED STATES STL CORP NEW |
5,000,000 |
6,212,500 |
0.02% |
|
PRN |
| 39 |
STANDARD PAC CORP NEW |
5,400,000 |
6,054,750 |
0.02% |
|
PRN |
| 40 |
TELEFLEX INC SR SUB NT CONV 3.875 percent 08/01/17 B/E DTD 08/09/10 |
3,000,000 |
5,628,750 |
0.02% |
|
PRN |
| 41 |
LIBERTY MEDIA CORP |
8,700,000 |
5,502,750 |
0.02% |
|
PRN |
| 42 |
WORKDAY INC |
4,500,000 |
5,335,335 |
0.02% |
|
PRN |
| 43 |
SEACOR HOLDINGS INC |
5,000,000 |
5,287,499 |
0.02% |
|
PRN |
| 44 |
Hologic, Inc. |
4,141,000 |
5,163,330 |
0.02% |
|
PRN |
| 45 |
WALTER INVT MGMT CORP |
6,583,000 |
4,970,165 |
0.02% |
|
PRN |
| 46 |
GT Advanced Technologies Inc. |
9,975,000 |
4,956,378 |
0.02% |
|
PRN |
| 47 |
FLUIDIGM CORP DEL |
5,369,000 |
4,852,233 |
0.02% |
|
PRN |
| 48 |
LIBERTY MEDIA CORP |
8,852,000 |
4,724,755 |
0.02% |
|
PRN |
| 49 |
J2 GLOBAL INC SR CV NT 3.25 29 |
3,500,000 |
3,854,375 |
0.01% |
|
PRN |
| 50 |
JARDEN CORP |
2,756,000 |
3,631,030 |
0.01% |
|
PRN |
