| 1 |
NVIDIA CORP SR CONV NT 1 18 |
50,805,000 |
268,744 |
0.46% |
|
PRN |
| 2 |
XILINX INC SR NT CV2.625 17 |
56,994,000 |
119,996 |
0.20% |
|
PRN |
| 3 |
PRICELINE GRP INC SR CONV NT 1 18 |
44,406,000 |
69,890 |
0.12% |
|
PRN |
| 4 |
TRINITY INDS INC |
46,722,000 |
59,932 |
0.10% |
|
PRN |
| 5 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
44,500,000 |
49,972 |
0.08% |
|
PRN |
| 6 |
HERBALIFE LTD |
40,000,000 |
36,725 |
0.06% |
|
PRN |
| 7 |
MERCADOLIBRE INC |
19,000,000 |
26,228 |
0.04% |
|
PRN |
| 8 |
MEDICINES CO SR GLBL CV NT 22 |
19,000,000 |
22,857 |
0.04% |
|
PRN |
| 9 |
NEWPARK RES INC SR NT CV 4 17 |
20,708,000 |
20,966 |
0.04% |
|
PRN |
| 10 |
TAL ED GROUP |
7,500,000 |
20,071 |
0.03% |
|
PRN |
| 11 |
BROADSOFT INC |
16,320,000 |
19,808 |
0.03% |
|
PRN |
| 12 |
BROOKDALE SR LIVING INC |
18,258,000 |
17,768 |
0.03% |
|
PRN |
| 13 |
INTEL CORP JR SB CONV DB 39 |
8,500,000 |
14,984 |
0.03% |
|
PRN |
| 14 |
WEBMD HEALTH CORP |
13,552,000 |
13,898 |
0.02% |
|
PRN |
| 15 |
ALLEGHENY TECHNOLOGIES INC SR CV NT 4.75 22 |
10,000,000 |
13,422 |
0.02% |
|
PRN |
| 16 |
ACORDA THERAPEUTICS INC |
17,000,000 |
12,946 |
0.02% |
|
PRN |
| 17 |
GREEN PLAINS INC |
9,000,000 |
12,938 |
0.02% |
|
PRN |
| 18 |
MOLINA HEALTHCARE INC |
7,500,000 |
10,756 |
0.02% |
|
PRN |
| 19 |
CHART INDS INC SR SB GLBL CV 18 |
10,545,000 |
10,432 |
0.02% |
|
PRN |
| 20 |
YY Inc. |
9,067,000 |
8,980 |
0.02% |
|
PRN |
| 21 |
PROOFPOINT INC NOTE 1.25012/1 |
4,841,000 |
8,854 |
0.02% |
|
PRN |
| 22 |
QUANTUM CORP |
7,000,000 |
6,809 |
0.01% |
|
PRN |
| 23 |
ISIS PHARMACEUTICALS INC DEL SR CONV NT 1 21 |
6,000,000 |
6,105 |
0.01% |
|
PRN |
| 24 |
JDS UNIPHASE CORP |
5,790,000 |
5,981 |
0.01% |
|
PRN |
| 25 |
TIMKENSTEEL CORP |
4,000,000 |
5,850 |
0.01% |
|
PRN |
| 26 |
LAM RESEARCH CORP SR NT CV 1.25 18 |
3,250,000 |
5,712 |
0.01% |
|
PRN |
| 27 |
ICONIX BRAND GROUP INC |
5,500,000 |
5,171 |
0.01% |
|
PRN |
| 28 |
HELIX ENERGY SOLUTIONS GRP INC SR GLBL CV NT 32 |
5,000,000 |
4,951 |
0.01% |
|
PRN |
| 29 |
CORNERSTONE ONDEMAND INC |
2,500,000 |
2,612 |
0.00% |
|
PRN |
| 30 |
MCDONALDS CORP |
5,114,543 |
622,542 |
1.06% |
|
|
| 31 |
APPLE INC |
4,423,018 |
512,274 |
0.87% |
|
|
| 32 |
PRICELINE GRP INC |
332,200 |
487,025 |
0.83% |
Put |
|
| 33 |
JAMES RIVER GROUP HOLDINGS |
10,597,238 |
440,315 |
0.75% |
|
|
| 34 |
DISNEY WALT CO |
4,176,257 |
435,250 |
0.74% |
|
|
| 35 |
NETFLIX INC |
3,435,593 |
425,326 |
0.72% |
|
|
| 36 |
BIOGEN INC |
1,472,399 |
417,543 |
0.71% |
|
|
| 37 |
YAHOO INC |
10,749,127 |
415,669 |
0.71% |
|
|
| 38 |
VISA INC |
4,515,732 |
352,317 |
0.60% |
|
|
| 39 |
TIME WARNER INC |
3,305,525 |
319,082 |
0.54% |
|
|
| 40 |
ALPHABET INC |
398,241 |
315,586 |
0.54% |
|
|
| 41 |
BERKSHIRE HATHAWAY INC DEL |
1,906,233 |
310,678 |
0.53% |
|
|
| 42 |
PRICELINE GRP INC |
205,400 |
301,129 |
0.51% |
Call |
|
| 43 |
WAL-MART STORES INC |
4,324,953 |
298,941 |
0.51% |
|
|
| 44 |
COMCAST CORP NEW |
4,111,961 |
283,931 |
0.48% |
|
|
| 45 |
ALPHABET INC |
350,170 |
270,268 |
0.46% |
|
|
| 46 |
GILEAD SCIENCES INC |
3,598,939 |
257,720 |
0.44% |
|
|
| 47 |
ALIBABA GROUP HLDG LTD |
2,921,200 |
256,511 |
0.44% |
Put |
|
| 48 |
BANK AMER CORP |
11,357,900 |
251,010 |
0.43% |
Put |
|
| 49 |
NXP SEMICONDUCTORS N V |
2,552,767 |
250,197 |
0.42% |
|
|
| 50 |
T MOBILE US INC |
4,266,607 |
245,373 |
0.42% |
|
|
