| 1 |
YAHOO INC SR CV ZERO NT 18 |
15,000,000 |
15,366 |
0.67% |
|
PRN |
| 2 |
ARES CAP CORP |
12,600,000 |
13,188 |
0.57% |
|
PRN |
| 3 |
YANDEX NV |
13,800,000 |
13,130 |
0.57% |
|
PRN |
| 4 |
ING GROEP N V |
13,000,000 |
12,618 |
0.55% |
|
PRN |
| 5 |
CTRIP COM INTL LTD |
9,500,000 |
10,344 |
0.45% |
|
PRN |
| 6 |
NXP SEMICONDUCTORS N V |
8,700,000 |
10,331 |
0.45% |
|
PRN |
| 7 |
JAZZ INVESTMENTS I LTD |
9,500,000 |
9,649 |
0.42% |
|
PRN |
| 8 |
TOLL BROS FIN CORP |
8,125,000 |
7,997 |
0.35% |
|
PRN |
| 9 |
LINKEDIN CORP |
7,961,000 |
7,890 |
0.34% |
|
PRN |
| 10 |
BROCADE COMMUNICATIONS SYS I |
7,050,000 |
6,985 |
0.30% |
|
PRN |
| 11 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
5,000,000 |
6,383 |
0.28% |
|
PRN |
| 12 |
SALESFORCE COM INC SR CV NT 0.25 18 |
5,114,000 |
6,117 |
0.27% |
|
PRN |
| 13 |
CITRIX SYS INC |
5,303,000 |
5,992 |
0.26% |
|
PRN |
| 14 |
STANDARD CHARTERED PLC |
6,000,000 |
5,963 |
0.26% |
|
PRN |
| 15 |
INTNED 6 PERP C |
6,000,000 |
5,830 |
0.25% |
|
PRN |
| 16 |
SERVICENOW INC |
4,638,000 |
5,675 |
0.25% |
|
PRN |
| 17 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
4,650,000 |
5,575 |
0.24% |
|
PRN |
| 18 |
ADVANCED MICRO DEVICES INC SR CV NT2.125 26 |
4,500,000 |
4,915 |
0.21% |
|
PRN |
| 19 |
ROYAL BK SCOTLAND GROUP PLC |
3,750,000 |
3,700 |
0.16% |
|
PRN |
| 20 |
ROYAL BK OF SCOTLAND PLC |
2,250,000 |
2,097 |
0.09% |
|
PRN |
| 21 |
HSBC HLDGS PLC NOTE 6.87512/3 |
2,000,000 |
2,092 |
0.09% |
|
PRN |
| 22 |
BARCLAYS PLC |
1,500,000 |
1,375 |
0.06% |
|
PRN |
| 23 |
IMPAX LABORATORIES INC |
1,500,000 |
1,329 |
0.06% |
|
PRN |
| 24 |
Red Hat Inc |
1,000,000 |
1,269 |
0.06% |
|
PRN |
| 25 |
SOCIETE GENERALE |
1,000,000 |
1,015 |
0.04% |
|
PRN |
| 26 |
TORONTO DOMINION BK ONT |
1,000,000 |
1,002 |
0.04% |
|
PRN |
| 27 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
500,000 |
503 |
0.02% |
|
PRN |
| 28 |
SINA CORP |
300,000 |
301 |
0.01% |
|
PRN |
| 29 |
LIBERTY INTERACTIVE LLC |
250,000 |
265 |
0.01% |
|
PRN |
| 30 |
BANK AMER CORP |
5,561,736 |
87,041 |
3.79% |
|
|
| 31 |
CITIGROUPINC |
1,837,000 |
86,762 |
3.77% |
|
|
| 32 |
METLIFE INC |
1,780,503 |
79,108 |
3.44% |
|
|
| 33 |
CHEVRON CORP NEW |
713,300 |
73,413 |
3.19% |
|
|
| 34 |
ALLERGAN PLC |
304,530 |
70,136 |
3.05% |
|
|
| 35 |
GILEAD SCIENCES INC |
843,750 |
66,758 |
2.90% |
|
|
| 36 |
MERCK & CO INC |
1,058,400 |
66,055 |
2.87% |
|
|
| 37 |
JPMORGAN CHASE & CO |
905,976 |
60,329 |
2.62% |
|
|
| 38 |
ANADARKO PETE CORP |
909,000 |
57,594 |
2.51% |
|
|
| 39 |
MARATHON OIL CORP |
3,525,100 |
55,732 |
2.42% |
|
|
| 40 |
PFIZER INC |
1,384,800 |
46,903 |
2.04% |
|
|
| 41 |
CISCO SYS INC |
1,474,921 |
46,784 |
2.04% |
|
|
| 42 |
MOSAIC CO NEW |
1,716,630 |
41,989 |
1.83% |
|
|
| 43 |
UNITED TECHNOLOGIES CORP |
388,100 |
39,431 |
1.72% |
|
|
| 44 |
AES CORP |
3,040,000 |
39,064 |
1.70% |
|
|
| 45 |
MICRON TECHNOLOGY INC |
2,151,050 |
38,246 |
1.66% |
|
|
| 46 |
REALOGY HLDGS CORP |
1,447,000 |
37,419 |
1.63% |
|
|
| 47 |
RALPH LAUREN CORP |
349,610 |
35,360 |
1.54% |
|
|
| 48 |
QUALCOMM INC |
496,727 |
34,026 |
1.48% |
|
|
| 49 |
BANK NEW YORK MELLON CORP |
795,400 |
31,721 |
1.38% |
|
|
| 50 |
LOUISIANA PAC CORP |
1,659,700 |
31,252 |
1.36% |
|
|
