| 1 |
XILINX INC SR NT CV2.625 17 |
56,994,000 |
119,996 |
0.20% |
|
PRN |
| 2 |
NVIDIA CORP SR CONV NT 1 18 |
50,805,000 |
268,744 |
0.46% |
|
PRN |
| 3 |
TRINITY INDS INC |
46,722,000 |
59,932 |
0.10% |
|
PRN |
| 4 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
44,500,000 |
49,972 |
0.08% |
|
PRN |
| 5 |
PRICELINE GRP INC SR CONV NT 1 18 |
44,406,000 |
69,890 |
0.12% |
|
PRN |
| 6 |
HERBALIFE LTD |
40,000,000 |
36,725 |
0.06% |
|
PRN |
| 7 |
NEWPARK RES INC SR NT CV 4 17 |
20,708,000 |
20,966 |
0.04% |
|
PRN |
| 8 |
MEDICINES CO SR GLBL CV NT 22 |
19,000,000 |
22,857 |
0.04% |
|
PRN |
| 9 |
MERCADOLIBRE INC |
19,000,000 |
26,228 |
0.04% |
|
PRN |
| 10 |
BROOKDALE SR LIVING INC |
18,258,000 |
17,768 |
0.03% |
|
PRN |
| 11 |
ACORDA THERAPEUTICS INC |
17,000,000 |
12,946 |
0.02% |
|
PRN |
| 12 |
BROADSOFT INC |
16,320,000 |
19,808 |
0.03% |
|
PRN |
| 13 |
WEBMD HEALTH CORP |
13,552,000 |
13,898 |
0.02% |
|
PRN |
| 14 |
GLOBALSTAR INC |
11,366,262 |
17,959 |
0.03% |
|
|
| 15 |
BANK AMER CORP |
11,357,900 |
251,010 |
0.43% |
Put |
|
| 16 |
YAHOO INC |
10,749,127 |
415,669 |
0.71% |
|
|
| 17 |
JAMES RIVER GROUP HOLDINGS |
10,597,238 |
440,315 |
0.75% |
|
|
| 18 |
CHART INDS INC SR SB GLBL CV 18 |
10,545,000 |
10,432 |
0.02% |
|
PRN |
| 19 |
ALLEGHENY TECHNOLOGIES INC SR CV NT 4.75 22 |
10,000,000 |
13,422 |
0.02% |
|
PRN |
| 20 |
HEWLETT PACKARD ENTERPRISE C |
9,617,490 |
222,549 |
0.38% |
|
|
| 21 |
YY Inc. |
9,067,000 |
8,980 |
0.02% |
|
PRN |
| 22 |
GREEN PLAINS INC |
9,000,000 |
12,938 |
0.02% |
|
PRN |
| 23 |
INTEL CORP JR SB CONV DB 39 |
8,500,000 |
14,984 |
0.03% |
|
PRN |
| 24 |
MOLINA HEALTHCARE INC |
7,500,000 |
10,756 |
0.02% |
|
PRN |
| 25 |
TAL ED GROUP |
7,500,000 |
20,071 |
0.03% |
|
PRN |
| 26 |
TRANSOCEAN LTD |
7,049,592 |
103,911 |
0.18% |
|
|
| 27 |
QUANTUM CORP |
7,000,000 |
6,809 |
0.01% |
|
PRN |
| 28 |
SYNCHRONY FINL |
6,522,067 |
236,555 |
0.40% |
|
|
| 29 |
CLIFFS NAT RES INC |
6,140,715 |
51,643 |
0.09% |
|
|
| 30 |
TERRAFORM PWR INC CL A COM |
6,080,922 |
65,724 |
0.11% |
|
|
| 31 |
ISIS PHARMACEUTICALS INC DEL SR CONV NT 1 21 |
6,000,000 |
6,105 |
0.01% |
|
PRN |
| 32 |
JDS UNIPHASE CORP |
5,790,000 |
5,981 |
0.01% |
|
PRN |
| 33 |
PFIZER INC |
5,620,892 |
182,567 |
0.31% |
|
|
| 34 |
ZYNGA INC |
5,574,966 |
14,328 |
0.02% |
|
|
| 35 |
ICONIX BRAND GROUP INC |
5,500,000 |
5,171 |
0.01% |
|
PRN |
| 36 |
MICRON TECHNOLOGY INC |
5,278,059 |
115,695 |
0.20% |
|
|
| 37 |
MCDONALDS CORP |
5,114,543 |
622,542 |
1.06% |
|
|
| 38 |
HELIX ENERGY SOLUTIONS GRP INC SR GLBL CV NT 32 |
5,000,000 |
4,951 |
0.01% |
|
PRN |
| 39 |
PAYPAL HLDGS INC |
4,907,278 |
193,690 |
0.33% |
|
|
| 40 |
PROOFPOINT INC NOTE 1.25012/1 |
4,841,000 |
8,854 |
0.02% |
|
PRN |
| 41 |
KINDER MORGAN INC DEL |
4,759,455 |
98,568 |
0.17% |
|
|
| 42 |
FMC TECHNOLOGIES INC |
4,731,898 |
168,124 |
0.29% |
|
|
| 43 |
BANK AMER CORP |
4,714,300 |
104,186 |
0.18% |
Call |
|
| 44 |
DENBURY RESOURCES INC |
4,713,973 |
17,347 |
0.03% |
|
|
| 45 |
EXACT SCIENCES CORP |
4,642,655 |
62,026 |
0.11% |
|
|
| 46 |
LIBERTY M SIRIUSXM C |
4,578,122 |
155,290 |
0.26% |
|
|
| 47 |
VISA INC |
4,515,732 |
352,317 |
0.60% |
|
|
| 48 |
GENERAL ELECTRIC CO |
4,509,875 |
142,512 |
0.24% |
|
|
| 49 |
REALOGY HLDGS CORP |
4,444,348 |
114,353 |
0.19% |
|
|
| 50 |
APPLE INC |
4,423,018 |
512,274 |
0.87% |
|
|
