| Convertible Bonds (Figures in Millions) |
| Ticker | Company | Market Cap | Market To Model | $Default Risk* % of EV | EV To Revenue | Price To FCF | Total Debt | %Short Term | EBITDA / Interest | % Growth | As of | | | 8,601 | 0.8 | 32     | 0.2 | 70.4 | 4,881 | 35.2 | 2.76 | 24 | Sep 11 | | | 7,071 | 0.6 | 83     | 0.3 | 14.1 | 2,112 | NA | 7.50 | 10 | Sep 11 | | | 20,186 | 0.6 | 128     | 0.3 | 11.5 | 10,319 | 18.2 | 5.60 | 37 | Sep 11 | | | 1,690 | 1.2 | 37     | 0.3 | 6.4 | 1,070 | NA | 3.87 | 15 | Sep 11 | | | 4,477 | 1.6 | 37     | 0.4 | -6.6 | 3,828 | NA | 1.30 | 9 | Dec 11 | | | 5,104 | 0.7 | 62     | 0.4 | 5.4 | 1,846 | 1.2 | 9.76 | 14 | Sep 11 | | | 4,376 | 0.8 | 30     | 0.5 | 21.3 | 6,872 | NA | 1.74 | 4 | Sep 11 | | | 1,990 | 0.9 | 4     | 0.7 | 7.9 | 1,786 | 3.0 | 4.27 | 10 | Sep 11 | | | 3,392 | 1.7 | 29     | 0.7 | 15.5 | 5,710 | NA | 2.33 | 8 | Jul 11 | | | 35,611 | 0.8 | 8     | 0.7 | 11.6 | 29,816 | 22.5 | 3.27 | 19 | Sep 11 | | | 3,484 | 0.7 | 36     | 0.7 | 17.8 | 2,387 | NA | 2.67 | 29 | Dec 11 | | | 7,061 | 0.8 | 7     | 0.7 | 10 | 4,137 | NA | 5.20 | -2 | Sep 11 | | | 11,345 | 1.4 | 34     | 0.8 | -55.7 | 9,396 | 1.0 | 2.16 | 19 | Dec 11 | | | 7,418 | 2.2 | 57     | 0.9 | 26 | 2,459 | NA | 6.22 | 1 | Dec 11 | | | 200 | 1.6 | 88     | 0.9 | -0.5 | 1,062 | NA | -55.54 | -30 | Sep 11 | | | 687 | 0.6 | 69     | 1.0 | 12.9 | 1,897 | NA | 2.81 | 10 | Sep 11 | | | 3,789 | 1.4 | 29     | 1.0 | 22.6 | 2,110 | NA | 2.85 | 1 | Sep 11 | | | 1,969 | 1.5 | 13     | 1.0 | 46.7 | 1,572 | NA | 2.81 | 9 | Sep 11 | | | 4,033 | 1.0 | 6     | 1.1 | 9 | 4,033 | 10.1 | 2.13 | 4 | Dec 11 | | | 8,021 | 1.4 | 5     | 1.1 | -10.8 | 2,001 | NA | -3.96 | 12 | Nov 11 | | | 3,961 | 0.8 | 14     | 1.1 | -182.1 | 3,265 | NA | 1.44 | 18 | Sep 11 | | | 5,297 | 0.7 | 25     | 1.1 | 8 | 2,421 | 9.5 | 6.06 | 7 | Sep 11 | | | 734 | 0.8 | 117     | 1.1 | -51.4 | 2,841 | NA | 1.09 | 19 | Sep 11 | | | 12,994 | 0.7 | 92     | 1.1 | 12.2 | 3,252 | 1.5 | 14.25 | 13 | Sep 11 | | | 5,073 | 2.3 | 51     | 1.1 | -75.3 | 1,509 | NA | 3.80 | 11 | Dec 11 | | | 673 | 0.7 | 38     | 1.1 | -3.4 | 3,516 | 39.8 | 0.60 | 26 | Sep 11 | | | 10,025 | 0.9 | 63     | 1.7 | 12.2 | 2,793 | 1.5 | 6.25 | 13 | Sep 11 | | | 1,632 | 1.0 | 2     | NA | 51.9 | 1,442 | NA | 3.48 | 7 | Oct 11 | | | 8,680 | 1.1 | 27     | 1.7 | 9.6 | 14,916 | 2.8 | 1.47 | 5 | Sep 11 | | | 5,593 | 0.8 | 173     | 1.8 | -4.7 | 4,443 | NA | 1.41 | 57 | Sep 11 | | | 6,907 | 0.7 | 193     | 1.8 | 8 | 8,226 | NA | 1.60 | 40 | Sep 11 | | | 38,654 | 0.7 | 17     | 1.9 | 12.5 | 16,549 | NA | 5.16 | 11 | Sep 11 | | | 2,258 | 0.9 | 4     | 2.0 | -74.2 | 2,399 | NA | 2.34 | 10 | Sep 11 | | | 11,198 | 0.9 | 0     | 2.0 | 12.2 | 1,605 | NA | 506.03 | 11 | Dec 11 | | | 2,661 | 1.8 | 15     | 2.0 | -16.4 | 2,908 | NA | 0.73 | 25 | Sep 11 | | | 14,037 | 2.0 | 42     | 2.1 | 95.2 | 1,574 | NA | 10.35 | 8 | Dec 11 | | | 61,095 | 1.1 | 16     | 2.1 | 21.1 | 5,166 | 13.2 | 28.40 | 6 | Dec 11 | | | 24,794 | 1.0 | 55     | 2.1 | 26.7 | 9,353 | 3.0 | 4.87 | 1 | Nov 11 | | | 35,876 | 1.0 | 16     | 2.2 | -9.7 | 2,865 | 1.4 | 18.47 | 36 | Sep 11 | | | 4,608 | 1.6 | 65     | 2.3 | 50.9 | 2,172 | 4.0 | 1.99 | -32 | Dec 10 | | | 136,139 | 0.7 | 40     | 2.3 | 16 | 7,331 | 3.4 | 69.93 | 16 | Dec 11 | | | 12,977 | 0.7 | 39     | 2.3 | 17.9 | 2,583 | NA | 10.87 | 9 | Dec 11 | | | 14,226 | 0.9 | 24     | 2.4 | 42.7 | 1,150 | NA | 17.46 | 23 | Oct 11 | | | 9,663 | 0.8 | 48     | 2.5 | 19.6 | 5,433 | 3.0 | 3.77 | 11 | Sep 11 | | | 40,088 | 1.0 | 25     | 2.5 | 64 | 8,187 | 0.6 | 49.77 | 56 | Sep 11 | | | 53,639 | 0.9 | 40     | 2.5 | 16.6 | 3,424 | 49.6 | 34.39 | 12 | Dec 11 | | | 1,423 | 1.5 | 10     | 2.6 | -214.4 | 1,159 | NA | 1.55 | 30 | Sep 11 | | | 39,524 | 1.1 | 3     | 2.6 | 32.3 | 6,881 | 10.8 | 21.38 | 10 | Sep 11 | | | 7,511 | 1.1 | 6     | 2.7 | 10.1 | 9,517 | NA | 2.15 | 3 | Sep 11 | | | 4,242 | 1.1 | 44     | 2.7 | -2 | 1,071 | NA | 5.18 | 68 | Sep 11 | | | 15,834 | 0.5 | 8     | 2.7 | 9.9 | 11,221 | 0.8 | 3.73 | 4 | Sep 11 | | | 7,909 | 0.7 | 50     | 2.8 | 27.8 | 1,961 | NA | 7.04 | 10 | Sep 11 | | | 14,142 | 1.0 | 6     | 2.9 | -3.2 | 15,705 | NA | 15.40 | 38 | Sep 11 | | | 17,572 | 1.0 | 70     | 3.1 | 118.3 | 2,895 | NA | 2.22 | 25 | Sep 11 | | | 42,488 | 1.1 | 4     | 3.1 | 15.4 | 9,835 | 17.5 | 11.70 | 6 | Oct 11 | | | 4,695 | 0.8 | 2     | 3.1 | 17.3 | 1,646 | NA | 4.75 | 3 | Dec 11 | | | 8,887 | 1.2 | 17     | 3.2 | 22.3 | 3,221 | NA | 5.66 | 6 | Sep 11 | | | 6,407 | 1.3 | 13     | 3.3 | 24 | 7,326 | NA | 2.52 | 14 | Sep 11 | | | 5,832 | 0.9 | 1     | 3.3 | 29.6 | 5,530 | NA | 3.38 | 22 | Sep 11 | | | 13,229 | 1.3 | 9     | 3.4 | -42.6 | 22,463 | NA | 2.13 | 16 | Sep 11 | | | 30,011 | 0.8 | 22     | 3.5 | 302.6 | 4,441 | NA | 6.73 | 4 | Sep 11 | | | 5,401 | 1.2 | 9     | 3.7 | 15.1 | 1,489 | NA | 5.08 | 5 | Sep 11 | | | 255,017 | 0.9 | 11     | 3.7 | 15.3 | 11,921 | NA | 76.61 | 4 | Dec 11 | | | 11,321 | 0.8 | 36     | 3.8 | 69.5 | 5,934 | NA | 1.65 | 9 | Sep 10 | | | 2,856 | 0.4 | 42     | 4.2 | 12.6 | 1,486 | NA | 6.13 | 19 | Sep 11 | | | 59,815 | 1.1 | 45     | 4.7 | 18.6 | 13,362 | NA | 9.17 | 3 | Sep 11 | | | 6,114 | 0.9 | 1     | 5.0 | -101.1 | 2,049 | NA | 1.57 | 34 | Sep 11 | | | 40,584 | 0.9 | 10     | 5.0 | 13.4 | 3,006 | NA | 27.37 | 10 | Sep 11 | | | 12,973 | 0.8 | 10     | 5.2 | -72.5 | 2,602 | NA | 3.14 | 66 | Sep 11 | | | 27,152 | 1.5 | 21     | 5.7 | 27.1 | 3,559 | 18.1 | 12.69 | 10 | Sep 11 | | | 20,822 | 1.0 | 13     | 6.7 | -44 | 14,495 | 3.4 | 0.67 | 14 | Sep 11 | | | 4,925 | 1.0 | 10     | 10.8 | -23.7 | 2,828 | NA | 2.31 | 15 | Sep 11 | | | 14,853 | 0.9 | 43     | 13.5 | 99.3 | 6,720 | NA | 1.32 | 5 | Sep 10 |
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*Probability of default implicit in equity market capitalization of firm, measured in dollars |
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