| 1 |
YAHOO INC SR CV ZERO NT 18 |
37,500,000 |
38,580 |
0.27% |
|
PRN |
| 2 |
ILLUMINA INC |
32,000,000 |
37,376 |
0.26% |
|
PRN |
| 3 |
CEMEX SAB DE CV |
30,750,000 |
35,396 |
0.25% |
|
PRN |
| 4 |
NVIDIA CORP SR CONV NT 1 18 |
29,250,000 |
33,646 |
0.24% |
|
PRN |
| 5 |
TESLA INC SR CV NT 0.25 19 |
29,000,000 |
28,629 |
0.20% |
|
PRN |
| 6 |
CITRIX SYS INC |
27,000,000 |
28,620 |
0.20% |
|
PRN |
| 7 |
SALESFORCE COM INC SR CV NT 0.25 18 |
25,500,000 |
30,937 |
0.22% |
|
PRN |
| 8 |
PRICELINE GRP INC SR CONV NT 1 18 |
22,500,000 |
29,925 |
0.21% |
|
PRN |
| 9 |
HOLOGIC INC |
22,000,000 |
26,704 |
0.19% |
|
PRN |
| 10 |
CTRIP COM INTL LTD |
22,000,000 |
25,243 |
0.18% |
|
PRN |
| 11 |
JARDEN CORP |
21,500,000 |
25,134 |
0.18% |
|
PRN |
| 12 |
LIBERTY MEDIA CORP DELAWARE |
20,000,000 |
18,612 |
0.13% |
|
PRN |
| 13 |
CHENIERE ENERGY INC |
20,000,000 |
15,064 |
0.11% |
|
PRN |
| 14 |
TESLA INC |
19,500,000 |
19,013 |
0.13% |
|
PRN |
| 15 |
INTEL CORP JR SB CONV DB 39 |
16,250,000 |
24,724 |
0.17% |
|
PRN |
| 16 |
SANDISK CORP |
16,000,000 |
15,520 |
0.11% |
|
PRN |
| 17 |
SOUFUN HLDGS LTD |
14,000,000 |
13,209 |
0.09% |
|
PRN |
| 18 |
AKAMAI TECHNOLOGIES INC |
12,600,000 |
13,164 |
0.09% |
|
PRN |
| 19 |
JDS UNIPHASE CORP |
12,500,000 |
12,219 |
0.09% |
|
PRN |
| 20 |
SINA CORP |
12,000,000 |
11,502 |
0.08% |
|
PRN |
| 21 |
SERVICENOW INC |
12,000,000 |
14,176 |
0.10% |
|
PRN |
| 22 |
RESTORATION HARDWARE HOLDINGS INC |
10,000,000 |
9,981 |
0.07% |
|
PRN |
| 23 |
PDL BIOPHARMA INC |
10,000,000 |
9,491 |
0.07% |
|
PRN |
| 24 |
INTEGRA LIFESCIENCES HLDGS C |
9,000,000 |
10,946 |
0.08% |
|
PRN |
| 25 |
SELECT SECTOR SPDR TR |
8,173,800 |
3,024 |
0.02% |
|
|
| 26 |
UBS GROUP AG |
8,024,042 |
170,974 |
1.21% |
|
|
| 27 |
LAM RESEARCH CORP SR NT CV 1.25 18 |
8,000,000 |
11,478 |
0.08% |
|
PRN |
| 28 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
6,450,000 |
6,545 |
0.05% |
|
PRN |
| 29 |
ENCORE CAP GROUP INC |
6,000,000 |
6,477 |
0.05% |
|
PRN |
| 30 |
BANK AMER CORP |
5,723,468 |
97,413 |
0.69% |
|
|
| 31 |
GENERAL ELECTRIC CO |
5,709,611 |
151,704 |
1.07% |
|
|
| 32 |
SANDISK CORP |
5,500,000 |
7,089 |
0.05% |
|
PRN |
| 33 |
Ares Capital Corp |
5,000,000 |
5,089 |
0.04% |
|
PRN |
| 34 |
TITAN MACHY INC |
5,000,000 |
4,125 |
0.03% |
|
PRN |
| 35 |
YY Inc. |
5,000,000 |
4,663 |
0.03% |
|
PRN |
| 36 |
SERVICESOURCE INTL INC |
5,000,000 |
4,220 |
0.03% |
|
PRN |
| 37 |
MICROSOFT CORP |
4,925,904 |
217,479 |
1.54% |
|
|
| 38 |
JEFFERIES GROUP INC NEW SR DB CV3.875 29 |
4,900,000 |
5,038 |
0.04% |
|
PRN |
| 39 |
STANDARD PAC CORP NEW |
4,500,000 |
5,507 |
0.04% |
|
PRN |
| 40 |
PFIZER INC |
4,427,928 |
148,468 |
1.05% |
|
|
| 41 |
FORD MTR CO DEL |
4,186,037 |
62,832 |
0.44% |
|
|
| 42 |
ATLAS AIR WORLDWIDE HLDGS INC 2.25 06/01/2022 |
4,000,000 |
3,894 |
0.03% |
|
PRN |
| 43 |
INSULET CORP 2 06/15/2019 |
4,000,000 |
4,820 |
0.03% |
|
PRN |
| 44 |
VIPSHOP HLDGS LTD |
4,000,000 |
5,048 |
0.04% |
|
PRN |
| 45 |
CISCO SYS INC |
3,775,215 |
103,667 |
0.73% |
|
|
| 46 |
APPLE INC |
3,665,842 |
459,807 |
3.25% |
|
|
| 47 |
AT&T INC |
3,648,392 |
129,591 |
0.92% |
|
|
| 48 |
Hologic, Inc. |
3,250,000 |
5,446 |
0.04% |
|
PRN |
| 49 |
WELLS FARGO & CO NEW |
2,868,644 |
161,333 |
1.14% |
|
|
| 50 |
INTEL CORP |
2,604,976 |
79,243 |
0.56% |
|
|
