| 1 |
ASSURANT INC |
70,350,000 |
181,987 |
0.13% |
|
PRN |
| 2 |
GENERAL CABLE CORP DEL NEW |
46,615,000 |
31,203 |
0.02% |
|
PRN |
| 3 |
VERINT SYS INC 1.5 06/01/2021 |
40,000,000 |
37,900 |
0.03% |
|
PRN |
| 4 |
ROYAL BK OF SCOTLAND PLC |
37,243,000 |
34,170 |
0.02% |
|
PRN |
| 5 |
CISCO SYS INC |
35,153,194 |
1,115,059 |
0.79% |
|
|
| 6 |
ANTHEM INC |
31,740,000 |
55,584 |
0.04% |
|
PRN |
| 7 |
STARWOOD PPTY TR INC |
28,850,000 |
32,564 |
0.02% |
|
PRN |
| 8 |
THERAVANCE INC |
28,344,000 |
23,738 |
0.02% |
|
PRN |
| 9 |
SHIP FINANCE INTERNATIONAL L |
25,307,000 |
27,284 |
0.02% |
|
PRN |
| 10 |
TESLA INC SR CV NT 0.25 19 |
24,109,000 |
21,848 |
0.02% |
|
PRN |
| 11 |
PFIZER INC |
23,982,081 |
812,273 |
0.57% |
|
|
| 12 |
NOVELLUS SYS INC SR NT CV2.625 41 |
22,686,000 |
63,194 |
0.04% |
|
PRN |
| 13 |
DEUTSCHE BANK AG |
22,075,413 |
288,967 |
0.20% |
|
|
| 14 |
VERISIGN INC |
22,015,000 |
50,455 |
0.04% |
|
PRN |
| 15 |
SIRIUS XM HOLDINGS INC |
20,708,182 |
86,353 |
0.06% |
|
|
| 16 |
AKAMAI TECHNOLOGIES INC |
20,503,000 |
20,028 |
0.01% |
|
PRN |
| 17 |
Kinder Morgan Inc Del Wt Exp 052517 |
20,136,901 |
302 |
0.00% |
Call |
|
| 18 |
KINDER MORGAN INC DEL |
19,768,796 |
457,252 |
0.32% |
|
|
| 19 |
Intel Corp |
19,638,000 |
35,912 |
0.03% |
|
PRN |
| 20 |
Red Hat Inc |
19,574,000 |
24,773 |
0.02% |
|
PRN |
| 21 |
GENERAL ELECTRIC CO |
19,092,832 |
565,529 |
0.40% |
|
|
| 22 |
PALO ALTO NETWORKS INC |
18,555,000 |
28,284 |
0.02% |
|
PRN |
| 23 |
HSBC HOLDINGS PLC |
17,270,000 |
17,235 |
0.01% |
|
PRN |
| 24 |
Citrix Systems Inc |
16,315,000 |
18,446 |
0.01% |
|
PRN |
| 25 |
BANK AMER CORP |
16,110,174 |
252,124 |
0.18% |
|
|
| 26 |
AT&T INC |
16,087,878 |
653,328 |
0.46% |
|
|
| 27 |
VERIZON COMMUNICATIONS INC |
15,756,114 |
819,002 |
0.58% |
|
|
| 28 |
Priceline Group Inc/The |
15,484,000 |
19,819 |
0.01% |
|
PRN |
| 29 |
DHT HOLDINGS INC |
15,300,000 |
13,597 |
0.01% |
|
PRN |
| 30 |
ILLUMINA INC SR CONV NT0.5 21 |
14,997,000 |
16,365 |
0.01% |
|
PRN |
| 31 |
DEUTSCHE BANK AG |
14,528,814 |
190,182 |
0.13% |
|
|
| 32 |
ARES CAP CORP |
14,343,000 |
14,916 |
0.01% |
|
PRN |
| 33 |
MICRON TECHNOLOGY INC |
14,115,299 |
250,970 |
0.18% |
|
|
| 34 |
CNH INDL N V |
14,026,675 |
101,272 |
0.07% |
|
|
| 35 |
AMTRUST FINL SVCS INC |
13,226,000 |
11,407 |
0.01% |
|
PRN |
| 36 |
PRICELINE GRP INC SR CONV NT0.9 21 |
12,964,000 |
13,920 |
0.01% |
|
PRN |
| 37 |
UBS GROUP AG |
12,685,558 |
172,777 |
0.12% |
|
|
| 38 |
MOLINA HEALTHCARE INC |
12,455,000 |
18,892 |
0.01% |
|
PRN |
| 39 |
CTRIP COM INTL LTD |
12,284,000 |
15,838 |
0.01% |
|
PRN |
| 40 |
NEWMONT MINING CORP SR NT CV1.625 17 |
12,264,000 |
13,367 |
0.01% |
|
PRN |
| 41 |
LENDINGCLUB CORP |
12,061,556 |
74,540 |
0.05% |
|
|
| 42 |
INTEL CORP JR SB CONV DB 35 |
11,941,000 |
16,486 |
0.01% |
|
PRN |
| 43 |
YAHOO INC SR CV ZERO NT 18 |
11,556,000 |
11,830 |
0.01% |
|
PRN |
| 44 |
BANK AMER CORP |
10,926,468 |
170,999 |
0.12% |
|
|
| 45 |
MERCK & CO INC |
10,857,933 |
677,643 |
0.48% |
|
|
| 46 |
VEREIT INC |
10,846,024 |
112,473 |
0.08% |
|
|
| 47 |
STARWOOD WAYPOINT 4.5 15OCT17 |
10,830,000 |
11,588 |
0.01% |
|
PRN |
| 48 |
KINDER MORGAN INC DEL |
10,696,446 |
247,408 |
0.17% |
|
|
| 49 |
SALESFORCE COM INC SR CV NT 0.25 18 |
10,555,000 |
12,619 |
0.01% |
|
PRN |
| 50 |
KINROSS GOLD CORP |
10,487,707 |
44,153 |
0.03% |
|
|
