| 1 |
NVIDIA CORP SR CONV NT 1 18 |
50,805,000 |
90,684 |
0.16% |
|
PRN |
| 2 |
XILINX INC SR NT CV2.625 17 |
41,994,000 |
69,174 |
0.12% |
|
PRN |
| 3 |
TAKE-TWO INTERACTIVE SOFTWAR |
25,230,000 |
49,816 |
0.09% |
|
PRN |
| 4 |
PRICELINE GRP INC SR CONV NT 1 18 |
32,500,000 |
46,537 |
0.08% |
|
PRN |
| 5 |
SANDISK CORP |
37,500,000 |
39,052 |
0.07% |
|
PRN |
| 6 |
PALO ALTO NETWORKS INC |
20,500,000 |
31,923 |
0.06% |
|
PRN |
| 7 |
JARDEN CORP |
15,000,000 |
28,179 |
0.05% |
|
PRN |
| 8 |
Hologic, Inc. |
17,567,000 |
26,745 |
0.05% |
|
PRN |
| 9 |
RYLAND GROUP INC |
16,800,000 |
20,503 |
0.04% |
|
PRN |
| 10 |
EXIDE TECHNOLOGIES |
31,077,511 |
16,160 |
0.03% |
|
PRN |
| 11 |
NEWPARK RES INC SR NT CV 4 17 |
17,500,000 |
15,549 |
0.03% |
|
PRN |
| 12 |
HELIX ENERGY SOLUTIONS GRP INC SR GLBL CV NT 32 |
18,140,000 |
14,585 |
0.03% |
|
PRN |
| 13 |
TAL ED GROUP |
7,500,000 |
14,535 |
0.03% |
|
PRN |
| 14 |
INTEGRA LIFESCIENCES HLDGS C |
10,000,000 |
12,986 |
0.02% |
|
PRN |
| 15 |
BGC PARTNERS INC |
9,350,000 |
9,571 |
0.02% |
|
PRN |
| 16 |
YY Inc. |
9,067,000 |
8,857 |
0.02% |
|
PRN |
| 17 |
WEBMD HEALTH CORP |
7,500,000 |
8,583 |
0.02% |
|
PRN |
| 18 |
INFINERA CORPORATION |
5,298,000 |
7,569 |
0.01% |
|
PRN |
| 19 |
MEDICINES CO |
4,225,000 |
5,377 |
0.01% |
|
PRN |
| 20 |
QUANTUM CORP |
7,000,000 |
5,183 |
0.01% |
|
PRN |
| 21 |
ICONIX BRAND GROUP INC |
5,500,000 |
3,784 |
0.01% |
|
PRN |
| 22 |
PROOFPOINT INC NOTE 1.25012/1 |
2,500,000 |
3,653 |
0.01% |
|
PRN |
| 23 |
AK STL CORP |
4,000,000 |
3,629 |
0.01% |
|
PRN |
| 24 |
SANDISK CORP |
2,285,000 |
3,606 |
0.01% |
|
PRN |
| 25 |
BOTTOMLINE TECH DEL INC SR CONV NT1.5 17 |
1,500,000 |
1,719 |
0.00% |
|
PRN |
| 26 |
BERKSHIRE HATHAWAY INC DEL |
4,739,432 |
672,431 |
1.21% |
|
|
| 27 |
ALLERGAN PLC |
2,005,615 |
537,565 |
0.96% |
|
|
| 28 |
JAMES RIVER GROUP HOLDINGS |
14,047,238 |
453,164 |
0.81% |
|
|
| 29 |
BIOGEN INC |
1,721,823 |
448,225 |
0.80% |
|
|
| 30 |
YAHOO INC |
11,322,129 |
416,768 |
0.75% |
|
|
| 31 |
TIME WARNER INC |
5,116,034 |
371,168 |
0.67% |
|
|
| 32 |
BANK AMER CORP |
25,751,328 |
348,158 |
0.62% |
|
|
| 33 |
ALPHABET INC |
458,102 |
341,263 |
0.61% |
|
|
| 34 |
PRICELINE GRP INC |
260,100 |
335,258 |
0.60% |
Put |
|
| 35 |
AMGEN INC |
2,205,748 |
330,708 |
0.59% |
|
|
| 36 |
PRICELINE GRP INC |
251,852 |
324,627 |
0.58% |
|
|
| 37 |
CITIGROUPINC |
7,403,353 |
309,090 |
0.55% |
|
|
| 38 |
CIGNA CORPORATION |
2,200,288 |
301,968 |
0.54% |
|
|
| 39 |
PAYPAL HLDGS INC |
7,760,331 |
299,549 |
0.54% |
|
|
| 40 |
HUMANA INC |
1,614,411 |
295,356 |
0.53% |
|
|
| 41 |
COMCAST CORP NEW |
4,781,934 |
292,081 |
0.52% |
|
|
| 42 |
TEVA PHARMACEUTICAL INDS LTD |
5,386,409 |
288,227 |
0.52% |
|
|
| 43 |
MARATHON PETE CORP |
7,372,249 |
274,100 |
0.49% |
|
|
| 44 |
YAHOO INC |
7,077,927 |
260,539 |
0.47% |
|
|
| 45 |
E M C CORP MASS COM |
9,018,402 |
240,340 |
0.43% |
|
|
| 46 |
ABBVIE INC |
4,091,666 |
233,716 |
0.42% |
|
|
| 47 |
WAL-MART STORES INC |
3,368,655 |
230,719 |
0.41% |
|
|
| 48 |
PFIZER INC |
7,710,629 |
228,543 |
0.41% |
|
|
| 49 |
ALPHABET INC |
297,726 |
227,135 |
0.41% |
|
|
| 50 |
TESORO CORP |
2,616,631 |
225,056 |
0.40% |
|
|
