| 1 |
YANDEX NV |
13,800,000 |
12,903 |
0.41% |
|
PRN |
| 2 |
ARES CAP CORP |
12,600,000 |
13,066 |
0.42% |
|
PRN |
| 3 |
YAHOO INC SR CV ZERO NT 18 |
12,500,000 |
12,416 |
0.40% |
|
PRN |
| 4 |
LINKEDIN CORP |
11,861,000 |
11,719 |
0.38% |
|
PRN |
| 5 |
NXP SEMICONDUCTORS N V |
8,700,000 |
9,486 |
0.30% |
|
PRN |
| 6 |
NETSUITE INC |
8,500,000 |
8,367 |
0.27% |
|
PRN |
| 7 |
TOLL BROS FIN CORP |
8,125,000 |
7,962 |
0.26% |
|
PRN |
| 8 |
INTEGRATED DEVICE TECHNOLOGY |
7,800,000 |
7,604 |
0.24% |
|
PRN |
| 9 |
BROCADE COMMUNICATIONS SYS I |
7,050,000 |
6,937 |
0.22% |
|
PRN |
| 10 |
BANK AMER CORP |
6,588,794 |
87,433 |
2.80% |
|
|
| 11 |
INTNED 6 PERP C |
6,404,000 |
5,966 |
0.19% |
|
PRN |
| 12 |
ING GROEP N V |
6,000,000 |
5,465 |
0.18% |
|
PRN |
| 13 |
JAZZ INVESTMENTS I LTD |
6,000,000 |
6,464 |
0.21% |
|
PRN |
| 14 |
SALESFORCE COM INC SR CV NT 0.25 18 |
5,114,000 |
6,616 |
0.21% |
|
PRN |
| 15 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
5,000,000 |
5,559 |
0.18% |
|
PRN |
| 16 |
STANDARD CHARTERED PLC |
5,000,000 |
4,567 |
0.15% |
|
PRN |
| 17 |
LIBERTY MEDIA CORP DELAWARE |
4,750,000 |
4,684 |
0.15% |
|
PRN |
| 18 |
SERVICENOW INC |
4,638,000 |
5,168 |
0.17% |
|
PRN |
| 19 |
HSBC HLDGS PLC NOTE 6.87512/3 |
4,500,000 |
4,489 |
0.14% |
|
PRN |
| 20 |
CNH INDL N V |
3,862,777 |
27,790 |
0.89% |
|
|
| 21 |
CITRIX SYS INC |
3,803,000 |
4,262 |
0.14% |
|
PRN |
| 22 |
ROYAL BK OF SCOTLAND PLC |
3,800,000 |
3,462 |
0.11% |
|
PRN |
| 23 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
3,750,000 |
4,176 |
0.13% |
|
PRN |
| 24 |
MICRON TECHNOLOGY INC |
3,744,762 |
51,528 |
1.65% |
|
|
| 25 |
SPRINT CORP |
3,169,500 |
14,358 |
0.46% |
|
|
| 26 |
MARATHON OIL CORP |
3,082,027 |
46,261 |
1.48% |
|
|
| 27 |
AES CORP |
2,951,200 |
36,831 |
1.18% |
|
|
| 28 |
CREDIT SUISSE GRP GUERNSEY I DEBT 7.875% 2/2 ADDED |
2,900,000 |
2,908 |
0.09% |
|
PRN |
| 29 |
CTRIP COM INTL LTD |
2,850,000 |
2,996 |
0.10% |
|
PRN |
| 30 |
TECK RESOURCES LTD |
2,324,000 |
30,607 |
0.98% |
|
|
| 31 |
ROYAL BK OF SCOTLAND PLC |
2,250,000 |
2,093 |
0.07% |
|
PRN |
| 32 |
CITIGROUPINC |
2,083,328 |
88,312 |
2.83% |
|
|
| 33 |
ON SEMICONDUCTOR CORP |
2,006,400 |
17,696 |
0.57% |
|
|
| 34 |
METLIFE INC |
1,977,267 |
78,754 |
2.53% |
|
|
| 35 |
LOUISIANA PAC CORP |
1,941,700 |
33,688 |
1.08% |
|
|
| 36 |
WHITING PETE CORP NEW |
1,906,100 |
17,650 |
0.57% |
|
|
| 37 |
CISCO SYS INC |
1,891,342 |
54,263 |
1.74% |
|
|
| 38 |
ALLEGHENY TECHNOLOGIES INC |
1,729,800 |
22,055 |
0.71% |
|
|
| 39 |
OWENS-ILLINOIS, INC. |
1,677,200 |
30,206 |
0.97% |
|
|
| 40 |
UBS GROUP AG |
1,646,887 |
21,150 |
0.68% |
|
|
| 41 |
PFIZER INC |
1,587,158 |
55,884 |
1.79% |
|
|
| 42 |
BARCLAYS PLC |
1,500,000 |
1,335 |
0.04% |
|
PRN |
| 43 |
MOSAIC CO NEW |
1,417,370 |
37,107 |
1.19% |
|
|
| 44 |
FORD MTR CO DEL |
1,196,630 |
15,042 |
0.48% |
|
|
| 45 |
REALOGY HLDGS CORP |
1,154,000 |
33,489 |
1.07% |
|
|
| 46 |
MACYS INC |
1,106,200 |
37,179 |
1.19% |
|
|
| 47 |
GENERAL CABLE CORP DEL NEW |
1,100,000 |
13,981 |
0.45% |
|
|
| 48 |
MERCK & CO INC |
1,077,829 |
62,094 |
1.99% |
|
|
| 49 |
Red Hat Inc |
1,000,000 |
1,209 |
0.04% |
|
PRN |
| 50 |
SOCIETE GENERALE |
1,000,000 |
990 |
0.03% |
|
PRN |
