| 1 |
INTEL CORP JR SB CONV DB 39 |
63,500,000 |
116,280 |
3.61% |
|
PRN |
| 2 |
FIDELITY NATIONAL FINANCIAL IN SR CV NT 4.25 18 |
52,774,000 |
108,695 |
3.37% |
|
PRN |
| 3 |
VERISIGN INC JR SB CONV DB 37 |
40,000,000 |
91,576 |
2.84% |
|
PRN |
| 4 |
MICRON TECHNOLOGY INC |
47,500,000 |
90,360 |
2.80% |
|
PRN |
| 5 |
Workday Inc |
30,000,000 |
39,011 |
1.21% |
|
PRN |
| 6 |
NXP SEMICONDUCTORS N V |
30,000,000 |
35,718 |
1.11% |
|
PRN |
| 7 |
PATTERN ENERGY GROUP INC NOTE 4.000 7/1 |
33,750,000 |
34,090 |
1.06% |
|
PRN |
| 8 |
MERCADOLIBRE INC |
20,000,000 |
31,231 |
0.97% |
|
PRN |
| 9 |
INCONTACT INC |
25,000,000 |
30,178 |
0.94% |
|
PRN |
| 10 |
INTERACTIVE INTELLIGENCE GRO |
25,000,000 |
28,850 |
0.90% |
|
PRN |
| 11 |
CTRIP COM INTL LTD |
20,000,000 |
25,833 |
0.80% |
|
PRN |
| 12 |
J2 GLOBAL INC SR CV NT 3.25 29 |
20,000,000 |
23,235 |
0.72% |
|
PRN |
| 13 |
IRONWOOD PHARMACEUTICALS INC DBCV 2.250 6/1 |
17,500,000 |
20,890 |
0.65% |
|
PRN |
| 14 |
LINKEDIN CORP |
20,000,000 |
19,819 |
0.62% |
|
PRN |
| 15 |
MEDICINES CO SR GLBL CV NT 22 |
12,000,000 |
15,501 |
0.48% |
|
PRN |
| 16 |
ADVANCED MICRO DEVICES INC SR CV NT2.125 26 |
14,000,000 |
15,224 |
0.47% |
|
PRN |
| 17 |
DEPOMED INC NOTE 2.500 9/0 |
10,000,000 |
14,277 |
0.44% |
|
PRN |
| 18 |
IMPAX LABORATORIES INC |
16,000,000 |
14,073 |
0.44% |
|
PRN |
| 19 |
EMERGENT BIOSOLUTIONS INC NOTE 2.875 1/1 |
10,750,000 |
13,255 |
0.41% |
|
PRN |
| 20 |
ALLSCRIPTS HEALTHCARE SOLUTN |
12,000,000 |
12,320 |
0.38% |
|
PRN |
| 21 |
MOLINA HEALTHCARE INC |
7,500,000 |
11,400 |
0.35% |
|
PRN |
| 22 |
CTRIP COM INTL LTD |
10,000,000 |
11,282 |
0.35% |
|
PRN |
| 23 |
DYCOM INDS INC |
10,000,000 |
10,936 |
0.34% |
|
PRN |
| 24 |
BROADSOFT INC |
7,500,000 |
10,000 |
0.31% |
|
PRN |
| 25 |
ENVESTNET INC |
10,000,000 |
9,649 |
0.30% |
|
PRN |
| 26 |
NEVRO CORP |
7,000,000 |
9,106 |
0.28% |
|
PRN |
| 27 |
WRIGHT MED GROUP INC SR CONV NT 2 20 |
8,000,000 |
8,551 |
0.27% |
|
PRN |
| 28 |
M/I HOMES INC |
7,000,000 |
7,767 |
0.24% |
|
PRN |
| 29 |
ECHO GLOBAL LOGISTICS INC SR CONV NT2.5 20 |
7,500,000 |
7,093 |
0.22% |
|
PRN |
| 30 |
ACORDA THERAPEUTICS INC |
7,500,000 |
6,139 |
0.19% |
|
PRN |
| 31 |
WEATHERFORD INTL LTD |
5,000,000 |
5,623 |
0.17% |
|
PRN |
| 32 |
SPECTRANETICS CORP |
5,000,000 |
5,290 |
0.16% |
|
PRN |
| 33 |
CEPHEID |
5,000,000 |
5,189 |
0.16% |
|
PRN |
| 34 |
HORIZON PHARMA INVT LTD |
5,000,000 |
4,855 |
0.15% |
|
PRN |
| 35 |
TTM TECHNOLOGIES INC |
1,500,000 |
1,975 |
0.06% |
|
PRN |
| 36 |
ISHARES TR |
2,524,300 |
313,543 |
9.73% |
Put |
|
| 37 |
SPDR S&P 500 ETF TR |
1,275,000 |
275,782 |
8.56% |
Put |
|
| 38 |
SPDR S&P 500 ETF TR |
600,000 |
129,780 |
4.03% |
Call |
|
| 39 |
ALIBABA GROUP HLDG LTD |
730,400 |
77,269 |
2.40% |
Put |
|
| 40 |
POWERSHARES QQQ TRUST |
375,000 |
44,520 |
1.38% |
Put |
|
| 41 |
ALPHABET INC |
42,986 |
33,413 |
1.04% |
|
|
| 42 |
NOVANTA INC COM |
1,889,056 |
32,775 |
1.02% |
|
|
| 43 |
DOMINION RES INC VA NEW UNIT 08/15/2019 |
650,000 |
32,766 |
1.02% |
|
|
| 44 |
BIO RAD LABS INC |
188,578 |
30,891 |
0.96% |
|
|
| 45 |
FACEBOOK INC |
227,721 |
29,210 |
0.91% |
|
|
| 46 |
DST SYS INC DEL |
238,440 |
28,117 |
0.87% |
|
|
| 47 |
ALLERGAN PLC |
32,000 |
26,265 |
0.82% |
|
|
| 48 |
QUINPARIO ACQUISITION CORP 2 |
2,649,290 |
26,254 |
0.81% |
|
|
| 49 |
AR CAP ACQUISITION CORP |
2,348,685 |
23,369 |
0.73% |
|
|
| 50 |
NEXTERA ENERGY INCORPORATED UT EX 090119 |
450,000 |
22,292 |
0.69% |
|
|
