| 1 |
INTEL CORP JR SB CONV DB 39 |
15,440,000 |
26,972 |
0.00% |
|
PRN |
| 2 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
21,173,000 |
23,727 |
0.00% |
|
PRN |
| 3 |
SM ENERGY CO |
23,120,000 |
22,903 |
0.00% |
|
PRN |
| 4 |
COBALT INTL ENERGY INC |
69,776,000 |
22,328 |
0.00% |
|
PRN |
| 5 |
COBALT INTL ENERGY INC |
86,281,000 |
21,570 |
0.00% |
|
PRN |
| 6 |
INTEL CORP JR SB CONV DB 39 |
5,466,000 |
9,548 |
0.00% |
|
PRN |
| 7 |
COBALT INTL ENERGY INC |
27,103,000 |
8,673 |
0.00% |
|
PRN |
| 8 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
7,380,000 |
8,270 |
0.00% |
|
PRN |
| 9 |
COBALT INTL ENERGY INC |
32,614,000 |
8,154 |
0.00% |
|
PRN |
| 10 |
TESLA INC |
7,025,000 |
7,319 |
0.00% |
|
PRN |
| 11 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
6,352,000 |
7,118 |
0.00% |
|
PRN |
| 12 |
TESLA INC SR CV NT 0.25 19 |
7,028,000 |
7,028 |
0.00% |
|
PRN |
| 13 |
SM ENERGY CO |
6,880,000 |
6,816 |
0.00% |
|
PRN |
| 14 |
WHITING PETE CORP NEW |
5,829,000 |
5,079 |
0.00% |
|
PRN |
| 15 |
INTEL CORP JR SB CONV DB 39 |
2,025,000 |
3,537 |
0.00% |
|
PRN |
| 16 |
INTEL CORP JR SB CONV DB 39 |
1,906,000 |
3,330 |
0.00% |
|
PRN |
| 17 |
HEALTHSOUTH CORP DEBT 2.00012/0 |
2,065,000 |
2,522 |
0.00% |
|
PRN |
| 18 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
1,675,000 |
2,402 |
0.00% |
|
PRN |
| 19 |
COBALT INTL ENERGY INC |
7,426,000 |
2,376 |
0.00% |
|
PRN |
| 20 |
NOVELLUS SYS INC SR NT CV2.625 41 |
615,000 |
2,332 |
0.00% |
|
PRN |
| 21 |
OASIS PETE INC NEW |
1,720,000 |
2,316 |
0.00% |
|
PRN |
| 22 |
COBALT INTL ENERGY INC |
9,172,000 |
2,293 |
0.00% |
|
PRN |
| 23 |
WHITING PETE CORP NEW |
2,580,000 |
2,248 |
0.00% |
|
PRN |
| 24 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
1,955,000 |
2,191 |
0.00% |
|
PRN |
| 25 |
INTEL CORP JR SB CONV DB 35 |
1,600,000 |
2,178 |
0.00% |
|
PRN |
| 26 |
WHITING PETE CORP NEW |
2,497,000 |
2,176 |
0.00% |
|
PRN |
| 27 |
PRICELINE GRP INC SR CONV NT 1 18 |
1,155,000 |
2,174 |
0.00% |
|
PRN |
| 28 |
TELEFLEX INC |
658,000 |
2,060 |
0.00% |
|
PRN |
| 29 |
CITRIX SYS INC |
1,445,000 |
1,810 |
0.00% |
|
PRN |
| 30 |
NVIDIA CORP SR CONV NT 1 18 |
330,000 |
1,785 |
0.00% |
|
PRN |
| 31 |
ADVANCED MICRO DEVICES INC SR CV NT2.125 26 |
875,000 |
1,728 |
0.00% |
|
PRN |
| 32 |
MICROCHIP TECHNOLOGY INC |
550,000 |
1,708 |
0.00% |
|
PRN |
| 33 |
WEATHERFORD INTL LTD |
1,300,000 |
1,670 |
0.00% |
|
PRN |
| 34 |
TWITTER INC |
1,795,000 |
1,636 |
0.00% |
|
PRN |
| 35 |
HOLOGIC INC SR STEP CV NT 42 |
1,152,000 |
1,604 |
0.00% |
|
PRN |
| 36 |
YAHOO INC SR CV ZERO NT 18 |
1,480,000 |
1,534 |
0.00% |
|
PRN |
| 37 |
SALESFORCE COM INC SR CV NT 0.25 18 |
1,180,000 |
1,521 |
0.00% |
|
PRN |
| 38 |
TESLA INC |
1,450,000 |
1,422 |
0.00% |
|
PRN |
| 39 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
1,250,000 |
1,401 |
0.00% |
|
PRN |
| 40 |
LIBERTY MEDIA CORP DELAWARE |
1,175,000 |
1,328 |
0.00% |
|
PRN |
| 41 |
PRICELINE GRP INC SR CONV NT0.9 21 |
1,150,000 |
1,293 |
0.00% |
|
PRN |
| 42 |
ANTHEM INC |
505,000 |
1,153 |
0.00% |
|
PRN |
| 43 |
HEALTHSOUTH CORP DEBT 2.00012/0 |
935,000 |
1,142 |
0.00% |
|
PRN |
| 44 |
TESLA INC SR CV NT 0.25 19 |
1,100,000 |
1,100 |
0.00% |
|
PRN |
| 45 |
LAM RESEARCH CORP SR NT CV 1.25 18 |
490,000 |
1,038 |
0.00% |
|
PRN |
| 46 |
HEALTHSOUTH CORP DEBT 2.00012/0 |
800,000 |
977 |
0.00% |
|
PRN |
| 47 |
Red Hat Inc |
750,000 |
973 |
0.00% |
|
PRN |
| 48 |
XILINX INC SR NT CV2.625 17 |
475,000 |
955 |
0.00% |
|
PRN |
| 49 |
NUVASIVE INC |
700,000 |
955 |
0.00% |
|
PRN |
| 50 |
INTEL CORP JR SB CONV DB 39 |
541,000 |
945 |
0.00% |
|
PRN |
