| 1 |
DOMINION RES INC VA NEW |
7,066 |
54,811 |
1.42% |
Put |
|
| 2 |
EXELON CORP |
6,672 |
24,006 |
0.62% |
Put |
|
| 3 |
ARCONIC INC |
10,558 |
27,810 |
0.72% |
Call |
|
| 4 |
HUNTINGTON BANCSHARES INC |
13,587 |
18,193 |
0.47% |
Call |
|
| 5 |
EXELON CORP |
2,000 |
7,196 |
0.19% |
Call |
|
| 6 |
Anthem Inc |
5,353,187 |
267,606 |
6.93% |
|
|
| 7 |
Dominion Resources Inc/VA |
4,331,389 |
217,479 |
5.63% |
|
|
| 8 |
DOMINION RES INC VA NEW UNIT 08/15/2019 |
3,157,075 |
159,937 |
4.14% |
|
|
| 9 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
100,367,000 |
143,901 |
3.73% |
|
PRN |
| 10 |
Exelon Corp |
2,871,425 |
141,791 |
3.67% |
|
|
| 11 |
VERISIGN INC JR SB CONV DB 37 |
52,690,000 |
134,524 |
3.48% |
|
PRN |
| 12 |
WELLS FARGO & CO NEW |
104,436 |
129,370 |
3.35% |
|
|
| 13 |
GREAT PLAINS ENERGY INC |
2,046,191 |
108,448 |
2.81% |
|
|
| 14 |
WORKDAY INC |
89,452,000 |
101,975 |
2.64% |
|
PRN |
| 15 |
ARCONIC INC |
2,475,136 |
101,604 |
2.63% |
|
|
| 16 |
CIENA CORP |
70,851,000 |
97,154 |
2.52% |
|
PRN |
| 17 |
Huntington Bancshares Inc |
68,292 |
94,448 |
2.45% |
|
|
| 18 |
NXP SEMICONDUCTORS N V |
79,380,000 |
91,882 |
2.38% |
|
PRN |
| 19 |
AMERICAN TOWER CORP NEW PFD CONV SER A |
714,529 |
81,456 |
2.11% |
|
|
| 20 |
STILLWATER MNG CO |
59,657,000 |
79,344 |
2.05% |
|
PRN |
| 21 |
MOLINA HEALTHCARE INC |
55,000,000 |
70,125 |
1.82% |
|
PRN |
| 22 |
ADVANCED MICRO DEVICES INC SR CV NT2.125 26 |
34,935,000 |
68,997 |
1.79% |
|
PRN |
| 23 |
TWITTER INC |
71,358,000 |
66,987 |
1.73% |
|
PRN |
| 24 |
AMERICAN TOWER CORP NEW |
555,196 |
62,043 |
1.61% |
|
|
| 25 |
DTE Energy Co |
1,149,510 |
61,085 |
1.58% |
|
|
| 26 |
BANK AMER CORP |
51,385 |
61,020 |
1.58% |
|
|
| 27 |
LIBERTY MEDIA CORP |
96,699,000 |
59,591 |
1.54% |
|
PRN |
| 28 |
BOTTOMLINE TECH DEL INC SR CONV NT1.5 17 |
47,646,000 |
47,884 |
1.24% |
|
PRN |
| 29 |
VITAMIN SHOPPE INC |
56,100,000 |
47,545 |
1.23% |
|
PRN |
| 30 |
SHUTTERFLY INC |
45,788,000 |
45,731 |
1.18% |
|
PRN |
| 31 |
BROADSOFT INC |
36,925,000 |
44,125 |
1.14% |
|
PRN |
| 32 |
Workday Inc |
34,575,000 |
42,419 |
1.10% |
|
PRN |
| 33 |
LIBERTY MEDIA CORP |
67,896,000 |
41,501 |
1.07% |
|
PRN |
| 34 |
NEWMONT MINING CORP SR NT CV1.625 17 |
39,783,000 |
39,858 |
1.03% |
|
PRN |
| 35 |
CSG SYS INTL INC |
37,875,000 |
39,343 |
1.02% |
|
PRN |
| 36 |
EPR PPTYS |
1,332,063 |
38,547 |
1.00% |
|
|
| 37 |
NATIONAL HEALTH INVS INC |
33,927,000 |
37,807 |
0.98% |
|
PRN |
| 38 |
PHOTRONICS INC |
30,663,000 |
37,198 |
0.96% |
|
PRN |
| 39 |
SPIRIT RLTY CAP INC NEW |
35,477,000 |
35,943 |
0.93% |
|
PRN |
| 40 |
BLACK HILLS CORP |
487,525 |
35,623 |
0.92% |
|
|
| 41 |
EZCORP INC |
36,881,000 |
34,161 |
0.88% |
|
PRN |
| 42 |
GENERAL CABLE CORP DEL NEW |
42,683,000 |
33,106 |
0.86% |
|
PRN |
| 43 |
LIGAND PHARMACEUTICALS INC |
22,025,000 |
32,817 |
0.85% |
|
PRN |
| 44 |
NUANCE COMMUNICATIONS INC |
31,953,000 |
30,415 |
0.79% |
|
PRN |
| 45 |
CHENIERE ENERGY INC |
43,900,000 |
29,852 |
0.77% |
|
PRN |
| 46 |
CARDTRONICS INC NOTE 1.00012/0 |
27,240,000 |
29,470 |
0.76% |
|
PRN |
| 47 |
INTEGRATED DEVICE TECHNOLOGY |
29,302,000 |
29,357 |
0.76% |
|
PRN |
| 48 |
RAMBUS INC DEL NOTE 1.125 8/1 |
23,697,000 |
28,333 |
0.73% |
|
PRN |
| 49 |
FINISAR CORP |
22,647,000 |
25,450 |
0.66% |
|
PRN |
| 50 |
FRONTIER COMMUNICATIONS CORPORTION PFD CONV SER-A |
514,952 |
25,329 |
0.66% |
|
|
