| 1 |
INTEL CORP JR SB CONV DB 35 |
10,300,000 |
12,538 |
0.55% |
|
PRN |
| 2 |
ANTHEM INC |
2,050,000 |
3,855 |
0.17% |
|
PRN |
| 3 |
CITRIX SYS INC |
3,600,000 |
3,780 |
0.17% |
|
PRN |
| 4 |
ILLUMINA INC SR CONV NT0.5 21 |
3,200,000 |
3,704 |
0.16% |
|
PRN |
| 5 |
Macquarie Infrastructure Corp |
3,200,000 |
3,663 |
0.16% |
|
PRN |
| 6 |
RPM INTL INC SR GLBL CV NT 20 |
3,200,000 |
3,560 |
0.16% |
|
PRN |
| 7 |
Old Republic International Corp |
3,050,000 |
3,539 |
0.16% |
|
PRN |
| 8 |
XILINX INC SR NT CV2.625 17 |
2,250,000 |
3,360 |
0.15% |
|
PRN |
| 9 |
NEWMONT MINING CORP SR NT CV1.625 17 |
3,300,000 |
3,286 |
0.14% |
|
PRN |
| 10 |
JEFFERIES GROUP INC NEW SR DB CV3.875 29 |
3,000,000 |
3,069 |
0.13% |
|
PRN |
| 11 |
Developers Diversified Realty Corp |
2,650,000 |
2,817 |
0.12% |
|
PRN |
| 12 |
AIRTRAN HLDGS INC NOTE 5.250%11/0 |
950,000 |
2,541 |
0.11% |
|
PRN |
| 13 |
NOVELLUS SYS INC SR NT CV2.625 41 |
1,200,000 |
2,353 |
0.10% |
|
PRN |
| 14 |
Priceline Group Inc/The |
1,750,000 |
2,067 |
0.09% |
|
PRN |
| 15 |
PRICELINE GRP INC SR CONV NT 1 18 |
1,400,000 |
1,962 |
0.09% |
|
PRN |
| 16 |
NVIDIA CORP SR CONV NT 1 18 |
1,450,000 |
1,907 |
0.08% |
|
PRN |
| 17 |
ALZA Corp |
1,450,000 |
1,863 |
0.08% |
|
PRN |
| 18 |
SALESFORCE COM INC SR CV NT 0.25 18 |
1,425,000 |
1,745 |
0.08% |
|
PRN |
| 19 |
TOLL BROS FIN CORP |
1,450,000 |
1,487 |
0.07% |
|
PRN |
| 20 |
MERITAGE HOMES CORP |
1,500,000 |
1,464 |
0.06% |
|
PRN |
| 21 |
LAM RESEARCH CORP SR NT CV 1.25 18 |
1,150,000 |
1,446 |
0.06% |
|
PRN |
| 22 |
SEACOR HOLDINGS INC |
1,425,000 |
1,362 |
0.06% |
|
PRN |
| 23 |
SANDISK CORP |
1,400,000 |
1,354 |
0.06% |
|
PRN |
| 24 |
AKAMAI TECHNOLOGIES INC |
1,225,000 |
1,287 |
0.06% |
|
PRN |
| 25 |
INTEL CORP JR SB CONV DB 39 |
800,000 |
1,206 |
0.05% |
|
PRN |
| 26 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
1,400,000 |
1,185 |
0.05% |
|
PRN |
| 27 |
ON SEMICONDUCTOR CORP |
1,050,000 |
1,177 |
0.05% |
|
PRN |
| 28 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
1,100,000 |
1,112 |
0.05% |
|
PRN |
| 29 |
LAM RESEARCH CORP |
350,000 |
399 |
0.02% |
|
PRN |
| 30 |
SPDR S&P 500 ETF TR |
224,219 |
42,967 |
1.89% |
|
|
| 31 |
AT&T INC |
1,220,237 |
39,755 |
1.75% |
|
|
| 32 |
ISHARES TR |
674,573 |
38,667 |
1.70% |
|
|
| 33 |
JOHNSON & JOHNSON |
408,183 |
38,104 |
1.67% |
|
|
| 34 |
EXXON MOBIL CORP |
500,635 |
37,222 |
1.64% |
|
|
| 35 |
PFIZER INC |
1,145,489 |
35,980 |
1.58% |
|
|
| 36 |
VERIZON COMMUNICATIONS INC |
799,613 |
34,791 |
1.53% |
|
|
| 37 |
CISCO SYS INC |
1,271,696 |
33,382 |
1.47% |
|
|
| 38 |
MICROSOFT CORP |
752,655 |
33,313 |
1.46% |
|
|
| 39 |
PEPSICO INC |
345,454 |
32,576 |
1.43% |
|
|
| 40 |
COCA COLA CO |
804,825 |
32,290 |
1.42% |
|
|
| 41 |
KIMBERLY CLARK CORP |
290,998 |
31,730 |
1.39% |
|
|
| 42 |
INTEL CORP |
1,042,999 |
31,436 |
1.38% |
|
|
| 43 |
MCDONALDS CORP |
316,649 |
31,199 |
1.37% |
|
|
| 44 |
ISHARES TR |
292,163 |
31,136 |
1.37% |
|
|
| 45 |
MERCK & CO INC |
612,755 |
30,264 |
1.33% |
|
|
| 46 |
PROCTER AND GAMBLE CO |
420,193 |
30,229 |
1.33% |
|
|
| 47 |
INTERNATIONAL BUSINESS MACHS |
207,068 |
30,019 |
1.32% |
|
|
| 48 |
UNITED PARCEL SERVICE INC |
302,204 |
29,825 |
1.31% |
|
|
| 49 |
LOCKHEED MARTIN CORP |
143,030 |
29,652 |
1.30% |
|
|
| 50 |
SPDR S&P MIDCAP 400 ETF TR |
118,471 |
29,486 |
1.30% |
|
|
