| 1 |
CITIGROUPINC |
510,000 |
20,181 |
3.20% |
|
|
| 2 |
RSX - Market Vectors Russia ETF |
940,527 |
15,387 |
2.44% |
|
|
| 3 |
JD COM INC |
563,639 |
14,926 |
2.37% |
|
|
| 4 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
14,300,000 |
14,654 |
2.32% |
|
PRN |
| 5 |
JARDEN CORP |
11,500,000 |
14,598 |
2.32% |
|
PRN |
| 6 |
ALPHABET INC |
20,000 |
14,508 |
2.30% |
|
|
| 7 |
ISHARES TR |
400,000 |
13,684 |
2.17% |
|
|
| 8 |
NVIDIA CORP SR CONV NT 1 18 |
7,500,000 |
13,416 |
2.13% |
|
PRN |
| 9 |
WRIGHT MED GROUP INC SR CONV NT 2 20 |
14,500,000 |
13,126 |
2.08% |
|
PRN |
| 10 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
7,000,000 |
12,526 |
1.99% |
|
PRN |
| 11 |
CSX CORP |
500,000 |
12,259 |
1.94% |
|
|
| 12 |
AMERICAN INTL GROUP INC |
240,000 |
12,125 |
1.92% |
|
|
| 13 |
ISHARES TR |
340,000 |
11,480 |
1.82% |
|
|
| 14 |
BANK AMER CORP |
900,000 |
11,111 |
1.76% |
|
|
| 15 |
MONDELEZ INTL INC |
270,000 |
10,832 |
1.72% |
|
|
| 16 |
INTERDIGITAL INC |
10,500,000 |
10,830 |
1.72% |
|
PRN |
| 17 |
XILINX INC SR NT CV2.625 17 |
6,500,000 |
10,749 |
1.70% |
|
PRN |
| 18 |
WEBMD HEALTH CORP NOTE 1.50012/0 |
7,800,000 |
10,434 |
1.65% |
|
PRN |
| 19 |
BARRICK GOLD CORP |
770,000 |
9,863 |
1.56% |
|
|
| 20 |
JARDEN CORP |
4,500,000 |
8,456 |
1.34% |
|
PRN |
| 21 |
FIREEYE INC |
490,000 |
8,281 |
1.31% |
|
|
| 22 |
PALO ALTO NETWORKS INC |
5,000,000 |
7,788 |
1.24% |
|
PRN |
| 23 |
TIVO INC |
8,000,000 |
7,472 |
1.19% |
|
PRN |
| 24 |
MERCADOLIBRE INC |
6,500,000 |
7,391 |
1.17% |
|
PRN |
| 25 |
ISIS PHARMACEUTICALS INC DEL SR CONV NT 1 21 |
8,000,000 |
7,341 |
1.16% |
|
PRN |
| 26 |
Vaneck Vectors Gold |
350,000 |
6,959 |
1.10% |
|
|
| 27 |
SALESFORCE COM INC SR CV NT 0.25 18 |
5,000,000 |
6,191 |
0.98% |
|
PRN |
| 28 |
AMERICAN AIRLS GROUP INC |
150,000 |
6,145 |
0.97% |
|
|
| 29 |
MICRON TECHNOLOGY INC |
575,000 |
6,018 |
0.95% |
|
|
| 30 |
YANDEX N V |
392,161 |
6,008 |
0.95% |
|
|
| 31 |
MORGAN STANLEY |
270,000 |
6,007 |
0.95% |
|
|
| 32 |
FORD MTR CO DEL |
452,200 |
5,904 |
0.94% |
|
|
| 33 |
HORIZON PHARMA PLC |
405,000 |
5,848 |
0.93% |
|
|
| 34 |
TAHOE RES INC |
590,000 |
5,576 |
0.88% |
|
|
| 35 |
J2 GLOBAL INC SR CV NT 3.25 29 |
5,000,000 |
5,500 |
0.87% |
|
PRN |
| 36 |
LEGG MASON INC |
150,000 |
5,197 |
0.82% |
|
|
| 37 |
HORIZON PHARMA INVT LTD |
6,000,000 |
5,138 |
0.81% |
|
PRN |
| 38 |
SHUTTERFLY INC |
5,200,000 |
5,101 |
0.81% |
|
PRN |
| 39 |
PRICELINE GRP INC SR CONV NT0.9 21 |
5,000,000 |
5,046 |
0.80% |
|
PRN |
| 40 |
ROYAL CARIBBEAN GROUP |
60,000 |
4,929 |
0.78% |
|
|
| 41 |
TESARO INC |
3,000,000 |
4,426 |
0.70% |
|
PRN |
| 42 |
BROCADE COMMUNICATIONS SYS I |
4,350,000 |
4,327 |
0.69% |
|
PRN |
| 43 |
ELECTRONICS FOR IMAGING INC |
4,000,000 |
4,178 |
0.66% |
|
PRN |
| 44 |
ILLUMINA INC |
3,950,000 |
4,118 |
0.65% |
|
PRN |
| 45 |
PROCTER AND GAMBLE CO |
50,000 |
4,116 |
0.65% |
|
|
| 46 |
SERVICENOW INC |
70,000 |
4,040 |
0.64% |
|
|
| 47 |
ALIBABA GROUP HLDG LTD |
50,746 |
4,010 |
0.64% |
|
|
| 48 |
ILLUMINA INC |
28,000 |
3,999 |
0.63% |
|
|
| 49 |
HURON CONSULTING GROUP INC |
4,000,000 |
3,901 |
0.62% |
|
PRN |
| 50 |
Bank of America Corp Warrants Exp 01/16/19 |
943,950 |
3,672 |
0.58% |
|
|
