| 1 |
1,125% YANDEX 144A 15.12.2018 |
17,000,000 |
15,802 |
1.51% |
|
PRN |
| 2 |
CITIGROUP INC WRNT BEXP 10/28/2018 |
15,914,400 |
786 |
0.08% |
|
|
| 3 |
TESLA INC |
15,000,000 |
13,655 |
1.31% |
|
PRN |
| 4 |
OMNICARE INC |
14,060,000 |
14,404 |
1.38% |
|
PRN |
| 5 |
SINA CORP |
13,000,000 |
12,516 |
1.20% |
|
PRN |
| 6 |
STANLEY BLACK & DECKER INC |
11,000,000 |
11,855 |
1.13% |
|
|
| 7 |
MGM RESORTS INTERNATIONAL |
10,200,000 |
15,078 |
1.44% |
|
PRN |
| 8 |
VIPSHOP HLDGS LTD |
10,000,000 |
10,174 |
0.97% |
|
PRN |
| 9 |
TELEFLEX INC |
10,000,000 |
17,905 |
1.71% |
|
PRN |
| 10 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
9,600,000 |
11,789 |
1.13% |
|
PRN |
| 11 |
TESLA INC |
8,000,000 |
14,404 |
1.38% |
|
PRN |
| 12 |
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 |
7,900,000 |
8,837 |
0.84% |
|
PRN |
| 13 |
INTL GAME TECH |
7,060,000 |
7,175 |
0.69% |
|
PRN |
| 14 |
LAM RESEARCH CORP |
7,000,000 |
8,124 |
0.78% |
|
PRN |
| 15 |
SEACOR HOLDINGS INC |
7,000,000 |
8,408 |
0.80% |
|
PRN |
| 16 |
MICRON TECHNOLOGY INC |
7,000,000 |
15,499 |
1.48% |
|
PRN |
| 17 |
SALIX PHARMACEUTICALS INC |
7,000,000 |
11,848 |
1.13% |
|
PRN |
| 18 |
XILINX INC SR NT CV2.625 17 |
6,500,000 |
12,242 |
1.17% |
|
PRN |
| 19 |
CACI INTL INC SRNT CV |
6,100,000 |
8,422 |
0.81% |
|
PRN |
| 20 |
CUBIST PHARMACEUTICALS INC |
5,000,000 |
12,896 |
1.23% |
|
PRN |
| 21 |
Electronic Arts, Inc. |
5,000,000 |
5,822 |
0.56% |
|
PRN |
| 22 |
JARDEN CORP |
4,500,000 |
6,260 |
0.60% |
|
PRN |
| 23 |
Bank Of America 18 WTS |
3,659,800 |
3,298 |
0.32% |
|
|
| 24 |
Terex Corp New 06/01/2015 4.000% |
3,500,000 |
9,621 |
0.92% |
|
PRN |
| 25 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
3,500,000 |
3,838 |
0.37% |
|
PRN |
| 26 |
LINEAR TECHNOLOGY CORP |
3,300,000 |
3,987 |
0.38% |
|
PRN |
| 27 |
WRIGHT MEDICAL GROUP INC |
3,000,000 |
4,068 |
0.39% |
|
PRN |
| 28 |
CEMEX SAB DE CV 4 7/8% |
2,250,000 |
2,766 |
0.26% |
|
PRN |
| 29 |
SUNTRUST BKS INC |
2,250,000 |
12,600 |
1.20% |
|
|
| 30 |
TESLA INC SR CV NT 0.25 19 |
2,000,000 |
1,849 |
0.18% |
|
PRN |
| 31 |
VOLCANO CORPORATION |
2,000,000 |
1,987 |
0.19% |
|
PRN |
| 32 |
ANTHEM INC |
1,850,000 |
2,721 |
0.26% |
|
PRN |
| 33 |
TCF FINL CORP |
1,671,502 |
5,366 |
0.51% |
|
|
| 34 |
RSX - Market Vectors Russia ETF |
1,500,000 |
35,985 |
3.44% |
Call |
|
| 35 |
CEMEX SAB DE CV |
1,432,000 |
17,191 |
1.64% |
|
|
| 36 |
TRANSOCEAN LTD |
1,200,000 |
49,608 |
4.74% |
Call |
|
| 37 |
Bank of America Corp Warrants Exp 01/16/19 |
1,090,650 |
8,965 |
0.86% |
|
|
| 38 |
GENERAL MTRS CO |
1,000,000 |
2,820 |
0.27% |
|
|
| 39 |
POTASH CORP SASK INC |
1,000,000 |
36,220 |
3.46% |
Call |
|
| 40 |
COBALT INTL ENERGY INC |
850,000 |
15,572 |
1.49% |
Call |
|
| 41 |
Wells Fargo & Co. Warrants Exp 10/28/18 |
840,000 |
15,304 |
1.46% |
|
|
| 42 |
Intl Game Technology |
800,000 |
11,248 |
1.08% |
Call |
|
| 43 |
MARVELL TECHNOLOGY GROUP LTD |
800,000 |
12,591 |
1.20% |
|
|
| 44 |
GENERAL ELECTRIC CO |
765,000 |
18,710 |
1.79% |
|
|
| 45 |
YANDEX N V |
700,000 |
20,106 |
1.92% |
|
PRN |
| 46 |
ZIONS BANCORPORATION |
600,000 |
3,870 |
0.37% |
|
|
| 47 |
WEBSTER FINL CORP CONN |
515,000 |
7,164 |
0.68% |
|
|
| 48 |
PETROLEO BRASILEIRO SA PETRO |
500,000 |
6,575 |
0.63% |
Call |
|
| 49 |
TRANSOCEAN LTD |
500,000 |
19,583 |
1.87% |
|
|
| 50 |
COBALT INTL ENERGY INC |
490,000 |
8,237 |
0.79% |
|
|
