| 1 |
NVIDIA CORP SR CONV NT 1 18 |
50,805,000 |
118,467 |
0.22% |
|
PRN |
| 2 |
WHITING PETE CORP NEW |
122,052,000 |
74,608 |
0.14% |
|
PRN |
| 3 |
XILINX INC SR NT CV2.625 17 |
43,994,000 |
70,625 |
0.13% |
|
PRN |
| 4 |
PRICELINE GRP INC SR CONV NT 1 18 |
35,000,000 |
48,684 |
0.09% |
|
PRN |
| 5 |
PALO ALTO NETWORKS INC |
25,500,000 |
32,534 |
0.06% |
|
PRN |
| 6 |
HERBALIFE LTD |
30,000,000 |
29,761 |
0.05% |
|
PRN |
| 7 |
Hologic, Inc. |
17,567,000 |
26,534 |
0.05% |
|
PRN |
| 8 |
WEBMD HEALTH CORP |
20,000,000 |
22,036 |
0.04% |
|
PRN |
| 9 |
TAL ED GROUP |
7,500,000 |
17,892 |
0.03% |
|
PRN |
| 10 |
NEWPARK RES INC SR NT CV 4 17 |
17,500,000 |
16,440 |
0.03% |
|
PRN |
| 11 |
HELIX ENERGY SOLUTIONS GRP INC SR GLBL CV NT 32 |
18,140,000 |
15,841 |
0.03% |
|
PRN |
| 12 |
RYLAND GROUP INC |
12,300,000 |
15,791 |
0.03% |
|
PRN |
| 13 |
EXIDE TECHNOLOGIES |
32,165,223 |
15,359 |
0.03% |
|
PRN |
| 14 |
INTEGRA LIFESCIENCES HLDGS C |
10,000,000 |
15,207 |
0.03% |
|
PRN |
| 15 |
MEDICINES CO SR GLBL CV NT 22 |
11,500,000 |
13,643 |
0.03% |
|
PRN |
| 16 |
WEATHERFORD INTL LTD |
10,500,000 |
11,480 |
0.02% |
|
PRN |
| 17 |
PROOFPOINT INC NOTE 1.25012/1 |
6,488,000 |
10,845 |
0.02% |
|
PRN |
| 18 |
ALLEGHENY TECHNOLOGIES INC SR CV NT 4.75 22 |
10,000,000 |
10,672 |
0.02% |
|
PRN |
| 19 |
BROOKDALE SR LIVING INC |
9,758,000 |
9,614 |
0.02% |
|
PRN |
| 20 |
BGC PARTNERS INC |
9,599,000 |
9,601 |
0.02% |
|
PRN |
| 21 |
YY Inc. |
9,067,000 |
8,889 |
0.02% |
|
PRN |
| 22 |
INFINERA CORPORATION |
5,298,000 |
6,131 |
0.01% |
|
PRN |
| 23 |
TIMKENSTEEL CORP |
5,000,000 |
5,331 |
0.01% |
|
PRN |
| 24 |
QUANTUM CORP |
7,000,000 |
5,077 |
0.01% |
|
PRN |
| 25 |
ICONIX BRAND GROUP INC |
5,500,000 |
4,471 |
0.01% |
|
PRN |
| 26 |
GENERAL CABLE CORP DEL NEW |
5,000,000 |
2,912 |
0.01% |
|
PRN |
| 27 |
AMAZON COM INC |
718,928 |
514,479 |
0.95% |
|
|
| 28 |
CVS HEALTH CORP |
5,276,936 |
505,214 |
0.93% |
|
|
| 29 |
JAMES RIVER GROUP HOLDINGS |
14,047,238 |
477,044 |
0.88% |
|
|
| 30 |
MCDONALDS CORP |
3,461,556 |
416,564 |
0.77% |
|
|
| 31 |
FACEBOOK INC |
3,542,584 |
404,846 |
0.75% |
|
|
| 32 |
PRICELINE GRP INC |
313,900 |
391,876 |
0.72% |
Put |
|
| 33 |
BERKSHIRE HATHAWAY INC DEL |
2,549,010 |
369,071 |
0.68% |
|
|
| 34 |
PAYPAL HLDGS INC |
9,713,161 |
354,627 |
0.65% |
|
|
| 35 |
AMAZON COM INC |
468,128 |
335,002 |
0.62% |
|
|
| 36 |
BIOGEN INC |
1,350,408 |
326,556 |
0.60% |
|
|
| 37 |
TIME WARNER INC |
3,672,730 |
270,093 |
0.50% |
|
|
| 38 |
VISA INC |
3,635,975 |
269,680 |
0.50% |
|
|
| 39 |
E M C CORP MASS COM |
9,806,091 |
266,431 |
0.49% |
|
|
| 40 |
WAL-MART STORES INC |
3,608,945 |
263,525 |
0.49% |
|
|
| 41 |
HUMANA INC |
1,429,765 |
257,186 |
0.47% |
|
|
| 42 |
APPLIED MATLS INC |
10,495,937 |
251,588 |
0.46% |
|
|
| 43 |
COMCAST CORP NEW |
3,847,517 |
250,820 |
0.46% |
|
|
| 44 |
VMWARE INC |
4,224,623 |
241,733 |
0.45% |
|
|
| 45 |
HOME DEPOT INC |
1,857,022 |
237,123 |
0.44% |
|
|
| 46 |
TEVA PHARMACEUTICAL INDS LTD |
4,713,936 |
236,781 |
0.44% |
|
|
| 47 |
APPLE INC |
2,476,200 |
236,725 |
0.44% |
Put |
|
| 48 |
BANK AMER CORP |
17,555,331 |
232,959 |
0.43% |
|
|
| 49 |
NIKE INC |
4,130,851 |
228,023 |
0.42% |
|
|
| 50 |
PRICELINE GRP INC |
178,500 |
222,841 |
0.41% |
Call |
|
