| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | POWERSHARES ETF TRUST II | 1,300,700 | 29,877 | 3.35% | ||
| 2 | TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 | 15,800,000 | 28,295 | 3.17% | PRN | |
| 3 | PRICELINE GRP INC SR CONV NT 1 18 | 20,164,000 | 28,091 | 3.15% | PRN | |
| 4 | RYLAND GROUP INC | 16,255,000 | 20,918 | 2.35% | PRN | |
| 5 | PALO ALTO NETWORKS INC | 16,000,000 | 20,470 | 2.30% | PRN | |
| 6 | TESARO INC | 8,104,000 | 20,316 | 2.28% | PRN | |
| 7 | RAMBUS INC DEL NOTE 1.125 8/1 | 17,000,000 | 19,858 | 2.23% | PRN | |
| 8 | PROOFPOINT INC NOTE 1.25012/1 | 11,708,000 | 19,618 | 2.20% | PRN | |
| 9 | SERVICENOW INC | 17,500,000 | 19,556 | 2.19% | PRN | |
| 10 | SALESFORCE COM INC SR CV NT 0.25 18 | 15,000,000 | 19,416 | 2.18% | PRN | |
| 11 | CTRIP COM INTL LTD | 14,000,000 | 17,141 | 1.92% | PRN | |
| 12 | ALPHABET INC | 23,448 | 16,496 | 1.85% | ||
| 13 | XILINX INC SR NT CV2.625 17 | 9,064,000 | 14,633 | 1.64% | PRN | |
| 14 | FireEye Inc | 16,500,000 | 14,633 | 1.64% | PRN | |
| 15 | CEPHEID | 14,660,000 | 12,782 | 1.43% | PRN | |
| 16 | COBALT INTL ENERGY INC | 30,950,000 | 11,735 | 1.32% | PRN | |
| 17 | MICROSOFT CORP | 224,206 | 11,472 | 1.29% | ||
| 18 | ON SEMICONDUCTOR CORP | 12,600,000 | 11,324 | 1.27% | PRN | |
| 19 | ALLSCRIPTS HEALTHCARE SOLUTN | 10,033,000 | 10,071 | 1.13% | PRN | |
| 20 | HOME DEPOT INC | 70,327 | 8,980 | 1.01% | ||
| 21 | SPECTRANETICS CORP | 9,327,000 | 8,278 | 0.93% | PRN | |
| 22 | VISA INC | 99,974 | 7,415 | 0.83% | ||
| 23 | JOHNSON & JOHNSON | 58,572 | 7,105 | 0.80% | ||
| 24 | LOCKHEED MARTIN CORP | 26,849 | 6,663 | 0.75% | ||
| 25 | EXXON MOBIL CORP | 70,751 | 6,632 | 0.74% | ||
| 26 | AMAZON COM INC | 8,994 | 6,436 | 0.72% | ||
| 27 | INTERCONTINENTAL EXCHANGE IN | 24,735 | 6,331 | 0.71% | ||
| 28 | O REILLY AUTOMOTIVE INC NEW | 22,868 | 6,200 | 0.70% | ||
| 29 | DANAHER CORP DEL | 61,143 | 6,175 | 0.69% | ||
| 30 | WORKDAY INC | 5,529,000 | 6,165 | 0.69% | PRN | |
| 31 | NETSUITE INC | 6,102,000 | 6,007 | 0.67% | PRN | |
| 32 | FIDELITY NATL INFORMATION SV | 80,627 | 5,941 | 0.67% | ||
| 33 | APPLE INC | 62,066 | 5,933 | 0.67% | ||
| 34 | Tribune Media Company | 150,621 | 5,901 | 0.66% | ||
| 35 | EATON VANCE SR INCOME TR | 968,586 | 5,821 | 0.65% | ||
| 36 | MASTERCARD INCORPORATED | 66,073 | 5,819 | 0.65% | ||
| 37 | GILEAD SCIENCES INC | 68,982 | 5,754 | 0.65% | ||
| 38 | COMCAST CORP NEW | 87,946 | 5,733 | 0.64% | ||
| 39 | REPUBLIC SVCS INC | 111,191 | 5,705 | 0.64% | ||
| 40 | EQUINIX INC | 14,711 | 5,704 | 0.64% | ||
| 41 | MCCORMICK & CO INC | 52,157 | 5,563 | 0.62% | ||
| 42 | ORACLE CORP | 135,799 | 5,558 | 0.62% | ||
| 43 | TJX COS INC NEW | 71,795 | 5,545 | 0.62% | ||
| 44 | PFIZER INC | 141,772 | 4,992 | 0.56% | ||
| 45 | PAYPAL HLDGS INC | 133,554 | 4,876 | 0.55% | ||
| 46 | EATON VANCE FLTING RATE INC | 353,668 | 4,750 | 0.53% | ||
| 47 | FACEBOOK INC | 41,001 | 4,686 | 0.53% | ||
| 48 | MCDONALDS CORP | 38,240 | 4,602 | 0.52% | ||
| 49 | WASTE MGMT INC DEL | 69,383 | 4,598 | 0.52% | ||
| 50 | HONEYWELL INTL INC | 38,876 | 4,522 | 0.51% |
| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SCIENTIFIC GAMES CORP | 300,000 | 2,757 | 0.30% | Put | |
| 2 | SL GREEN RLTY CORP | 10,000 | 1,065 | 0.11% | Put | |
| 3 | CHURCH & DWIGHT INC | 8,000 | 412 | 0.04% | Call | |
| 4 | POWERSHARES ETF TRUST II | 1,300,700 | 29,877 | 3.22% | ||
| 5 | TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 | 15,800,000 | 28,295 | 3.05% | PRN | |
| 6 | PRICELINE GRP INC SR CONV NT 1 18 | 20,164,000 | 28,091 | 3.03% | PRN | |
| 7 | RYLAND GROUP INC | 16,255,000 | 20,918 | 2.25% | PRN | |
| 8 | PALO ALTO NETWORKS INC | 16,000,000 | 20,470 | 2.20% | PRN | |
| 9 | TESARO INC | 8,104,000 | 20,316 | 2.19% | PRN | |
| 10 | RAMBUS INC DEL NOTE 1.125 8/1 | 17,000,000 | 19,858 | 2.14% | PRN | |
| 11 | PROOFPOINT INC NOTE 1.25012/1 | 11,708,000 | 19,618 | 2.11% | PRN | |
| 12 | SERVICENOW INC | 17,500,000 | 19,556 | 2.11% | PRN | |
| 13 | SALESFORCE COM INC SR CV NT 0.25 18 | 15,000,000 | 19,416 | 2.09% | PRN | |
| 14 | CTRIP COM INTL LTD | 14,000,000 | 17,141 | 1.85% | PRN | |
| 15 | ALPHABET INC | 23,448 | 16,496 | 1.78% | ||
| 16 | XILINX INC SR NT CV2.625 17 | 9,064,000 | 14,633 | 1.58% | PRN | |
| 17 | FireEye Inc | 16,500,000 | 14,633 | 1.58% | PRN | |
| 18 | CEPHEID | 14,660,000 | 12,782 | 1.38% | PRN | |
| 19 | COBALT INTL ENERGY INC | 30,950,000 | 11,735 | 1.26% | PRN | |
| 20 | MICROSOFT CORP | 224,206 | 11,472 | 1.24% | ||
| 21 | ON SEMICONDUCTOR CORP | 12,600,000 | 11,324 | 1.22% | PRN | |
| 22 | ALLSCRIPTS HEALTHCARE SOLUTN | 10,033,000 | 10,071 | 1.08% | PRN | |
| 23 | HOME DEPOT INC | 70,327 | 8,980 | 0.97% | ||
| 24 | SPECTRANETICS CORP | 9,327,000 | 8,278 | 0.89% | PRN | |
| 25 | VISA INC | 99,974 | 7,415 | 0.80% | ||
| 26 | JOHNSON & JOHNSON | 58,572 | 7,105 | 0.77% | ||
| 27 | LOCKHEED MARTIN CORP | 26,849 | 6,663 | 0.72% | ||
| 28 | EXXON MOBIL CORP | 70,751 | 6,632 | 0.71% | ||
| 29 | AMAZON COM INC | 8,994 | 6,436 | 0.69% | ||
| 30 | INTERCONTINENTAL EXCHANGE IN | 24,735 | 6,331 | 0.68% | ||
| 31 | O REILLY AUTOMOTIVE INC NEW | 22,868 | 6,200 | 0.67% | ||
| 32 | DANAHER CORP DEL | 61,143 | 6,175 | 0.67% | ||
| 33 | WORKDAY INC | 5,529,000 | 6,165 | 0.66% | PRN | |
| 34 | NETSUITE INC | 6,102,000 | 6,007 | 0.65% | PRN | |
| 35 | FIDELITY NATL INFORMATION SV | 80,627 | 5,941 | 0.64% | ||
| 36 | APPLE INC | 62,066 | 5,933 | 0.64% | ||
| 37 | Tribune Media Company | 150,621 | 5,901 | 0.64% | ||
| 38 | EATON VANCE SR INCOME TR | 968,586 | 5,821 | 0.63% | ||
| 39 | MASTERCARD INCORPORATED | 66,073 | 5,819 | 0.63% | ||
| 40 | GILEAD SCIENCES INC | 68,982 | 5,754 | 0.62% | ||
| 41 | COMCAST CORP NEW | 87,946 | 5,733 | 0.62% | ||
| 42 | REPUBLIC SVCS INC | 111,191 | 5,705 | 0.61% | ||
| 43 | EQUINIX INC | 14,711 | 5,704 | 0.61% | ||
| 44 | MCCORMICK & CO INC | 52,157 | 5,563 | 0.60% | ||
| 45 | ORACLE CORP | 135,799 | 5,558 | 0.60% | ||
| 46 | TJX COS INC NEW | 71,795 | 5,545 | 0.60% | ||
| 47 | BROADCOM LTD | 33,817 | 5,256 | 0.57% | ||
| 48 | PFIZER INC | 141,772 | 4,992 | 0.54% | ||
| 49 | ALLERGAN PLC | 21,545 | 4,979 | 0.54% | ||
| 50 | PAYPAL HLDGS INC | 133,554 | 4,876 | 0.53% |
