| 1 |
MICRON TECHNOLOGY INC |
58,627,000 |
213,582 |
10.24% |
|
PRN |
| 2 |
SANDISK CORP |
74,994,000 |
144,141 |
6.91% |
|
PRN |
| 3 |
MICROCHIP TECHNOLOGY INC |
67,268,000 |
120,122 |
5.76% |
|
PRN |
| 4 |
MICRON TECHNOLOGY INC |
33,615,000 |
120,021 |
5.75% |
|
PRN |
| 5 |
CADENCE DESIGN SYSTEM INC |
43,734,000 |
109,953 |
5.27% |
|
PRN |
| 6 |
UNITED THERAPEUTICS CORP |
39,384,000 |
106,758 |
5.12% |
|
PRN |
| 7 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
88,100,000 |
106,330 |
5.10% |
|
PRN |
| 8 |
WESCO INTL INC |
34,614,000 |
93,183 |
4.47% |
|
PRN |
| 9 |
MICRON TECHNOLOGY INC |
27,126,000 |
86,797 |
4.16% |
|
PRN |
| 10 |
TESLA INC |
42,377,000 |
78,589 |
3.77% |
|
PRN |
| 11 |
Jetblue Airways Corp |
13,186,000 |
47,211 |
2.26% |
|
PRN |
| 12 |
MYLAN INC |
10,000,000 |
42,288 |
2.03% |
|
PRN |
| 13 |
TRULIA INC |
27,000,000 |
39,133 |
1.88% |
|
PRN |
| 14 |
TESLA INC SR CV NT 0.25 19 |
33,500,000 |
31,070 |
1.49% |
|
PRN |
| 15 |
Forest City Ent FCE 5% 10/15/16 |
16,221,000 |
27,294 |
1.31% |
|
PRN |
| 16 |
SHIP FINANCE INTERNATIONAL L |
28,402,000 |
27,277 |
1.31% |
|
PRN |
| 17 |
CHESAPEAKE ENERGY CORP |
25,219,000 |
25,322 |
1.21% |
|
PRN |
| 18 |
TESARO INC |
17,027,000 |
21,372 |
1.02% |
|
PRN |
| 19 |
UNITED STATES STL CORP NEW |
16,500,000 |
20,567 |
0.99% |
|
PRN |
| 20 |
Auxilium Pharmaceuticals Inc |
13,572,000 |
20,145 |
0.97% |
|
PRN |
| 21 |
ICONIX BRAND GROUP INC 2.5% 06/01/2016 |
16,000,000 |
18,874 |
0.90% |
|
PRN |
| 22 |
PDLI 3 3/4 05/01/2015 |
13,446,000 |
17,779 |
0.85% |
|
PRN |
| 23 |
INTERDIGITAL INC |
15,500,000 |
17,263 |
0.83% |
|
PRN |
| 24 |
ICONIX BRAND GROUP INC |
13,500,000 |
16,026 |
0.77% |
|
PRN |
| 25 |
AMAG PHARMACEUTICALS INC |
9,250,000 |
15,461 |
0.74% |
|
PRN |
| 26 |
COBALT INTL ENERGY INC |
25,000,000 |
15,460 |
0.74% |
|
PRN |
| 27 |
PHH CORP |
7,496,000 |
14,826 |
0.71% |
|
PRN |
| 28 |
CEMEX SAB DE CV |
12,500,000 |
14,525 |
0.70% |
|
PRN |
| 29 |
SUNPOWER CORP |
12,300,000 |
14,443 |
0.69% |
|
PRN |
| 30 |
CTRIP COM INTL LTD |
14,750,000 |
14,392 |
0.69% |
|
PRN |
| 31 |
Continental Airls Inc |
3,750,000 |
13,257 |
0.64% |
|
PRN |
| 32 |
VOLCANO CORPORATION |
12,953,000 |
12,855 |
0.62% |
|
PRN |
| 33 |
WALTER INVT MGMT CORP |
16,931,000 |
12,848 |
0.62% |
|
PRN |
| 34 |
THERAVANCE INC NOTE 2.125 1/1 |
16,110,000 |
12,605 |
0.60% |
|
PRN |
| 35 |
MOLINA HEALTHCARE INC |
8,000,000 |
8,904 |
0.43% |
|
PRN |
| 36 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
8,500,000 |
8,640 |
0.41% |
|
PRN |
| 37 |
SEACOR HOLDINGS INC |
6,065,000 |
6,403 |
0.31% |
|
PRN |
| 38 |
BLUCORA INC |
6,200,000 |
5,864 |
0.28% |
|
PRN |
| 39 |
Hologic, Inc. |
4,670,000 |
5,852 |
0.28% |
|
PRN |
| 40 |
MOLYCORP INC DEL NOTE 5.500% 2/0 |
14,680,000 |
4,545 |
0.22% |
|
PRN |
| 41 |
Exelexis |
7,170,000 |
4,042 |
0.19% |
|
PRN |
| 42 |
SOLAZYME INC |
6,671,000 |
3,776 |
0.18% |
|
PRN |
| 43 |
SOLAZYME INC |
6,435,000 |
2,919 |
0.14% |
|
PRN |
| 44 |
VIPSHOP HLDGS LTD |
1,500,000 |
1,792 |
0.09% |
|
PRN |
| 45 |
OMNICARE CAP TR II |
191,800 |
172 |
0.01% |
|
PRN |
| 46 |
ALERE INC |
15,000 |
47 |
0.00% |
|
PRN |
| 47 |
TYSON FOODS INC TANG EQ UNIT |
20,000 |
10 |
0.00% |
|
PRN |
| 48 |
KINDER MORGAN INCORPORATED DEL WARRANT EXP 052517 |
2,352,300 |
99,526 |
4.77% |
|
|
| 49 |
CAPITAL ONE FINANCIAL CORP WARRANTS 2009-14. |
776,600 |
64,108 |
3.07% |
|
|
| 50 |
JPMorgan Chase & Co. Warrants Exp 10/28/18 |
382,700 |
23,949 |
1.15% |
|
|
