| 1 |
ZIONS BANCORPORATION |
600,000 |
1,422 |
0.23% |
|
|
| 2 |
YANDEX N V |
392,161 |
6,008 |
0.95% |
|
|
| 3 |
YAHOO INC |
37,500 |
1,380 |
0.22% |
|
|
| 4 |
XILINX INC SR NT CV2.625 17 |
6,500,000 |
10,749 |
1.70% |
|
PRN |
| 5 |
Wright Medical Group NV |
250,000 |
3,444 |
0.55% |
|
|
| 6 |
WRIGHT MED GROUP INC SR CONV NT 2 20 |
14,500,000 |
13,126 |
2.08% |
|
PRN |
| 7 |
WEBMD HEALTH CORP NOTE 1.50012/0 |
7,800,000 |
10,434 |
1.65% |
|
PRN |
| 8 |
WASHINGTON FED INC |
253,656 |
1,568 |
0.25% |
|
|
| 9 |
WAL-MART STORES INC |
35,000 |
2,397 |
0.38% |
|
|
| 10 |
Vaneck Vectors Gold |
350,000 |
6,959 |
1.10% |
|
|
| 11 |
VERINT SYS INC 1.5 06/01/2021 |
3,500,000 |
3,124 |
0.50% |
|
PRN |
| 12 |
UNION PAC CORP |
7,050 |
561 |
0.09% |
|
|
| 13 |
TUPPERWARE BRANDS CORP |
50,000 |
2,899 |
0.46% |
|
|
| 14 |
TJX COS INC NEW |
150,000 |
11,753 |
1.86% |
Put |
|
| 15 |
TIVO INC |
8,000,000 |
7,472 |
1.19% |
|
PRN |
| 16 |
TEVA PHARMACEUTICAL INDS LTD |
60,000 |
2,658 |
0.42% |
|
|
| 17 |
TESLA INC |
3,000,000 |
2,580 |
0.41% |
|
PRN |
| 18 |
TESARO INC |
3,000,000 |
4,426 |
0.70% |
|
PRN |
| 19 |
TEMPUR SEALY INTL INC |
7,500 |
456 |
0.07% |
|
|
| 20 |
TCF FINL CORP |
1,671,502 |
2,875 |
0.46% |
|
|
| 21 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
7,000,000 |
12,526 |
1.99% |
|
PRN |
| 22 |
TAHOE RES INC |
590,000 |
5,576 |
0.88% |
|
|
| 23 |
SUNTRUST BKS INC |
750,000 |
2,648 |
0.42% |
|
|
| 24 |
SPLUNK INC |
35,000 |
1,713 |
0.27% |
|
|
| 25 |
SPDR GOLD TR |
4,000 |
471 |
0.07% |
|
|
| 26 |
SILVER WHEATON CORP |
118,000 |
1,956 |
0.31% |
|
|
| 27 |
SHUTTERFLY INC |
5,200,000 |
5,101 |
0.81% |
|
PRN |
| 28 |
SERVICENOW INC |
70,000 |
4,040 |
0.64% |
|
|
| 29 |
SERVICENOW INC |
3,000,000 |
3,257 |
0.52% |
|
PRN |
| 30 |
SALESFORCE COM INC SR CV NT 0.25 18 |
5,000,000 |
6,191 |
0.98% |
|
PRN |
| 31 |
RSX - Market Vectors Russia ETF |
940,527 |
15,387 |
2.44% |
|
|
| 32 |
ROYAL CARIBBEAN GROUP |
60,000 |
4,929 |
0.78% |
|
|
| 33 |
R H |
61,000 |
2,554 |
0.41% |
|
|
| 34 |
PROCTER AND GAMBLE CO |
50,000 |
4,116 |
0.65% |
|
|
| 35 |
PRICELINE GRP INC SR CONV NT0.9 21 |
5,000,000 |
5,046 |
0.80% |
|
PRN |
| 36 |
PAYPAL HLDGS INC |
9,000 |
347 |
0.06% |
|
|
| 37 |
PALO ALTO NETWORKS INC |
5,000,000 |
7,788 |
1.24% |
|
PRN |
| 38 |
NVIDIA CORP SR CONV NT 1 18 |
7,500,000 |
13,416 |
2.13% |
|
PRN |
| 39 |
NORWEGIAN CRUISE LINE HLDG L |
5,200 |
288 |
0.05% |
|
|
| 40 |
MORGAN STANLEY |
270,000 |
6,007 |
0.95% |
|
|
| 41 |
MONDELEZ INTL INC |
270,000 |
10,832 |
1.72% |
|
|
| 42 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
3,500,000 |
2,439 |
0.39% |
|
PRN |
| 43 |
MICRON TECHNOLOGY INC |
575,000 |
6,018 |
0.95% |
|
|
| 44 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
14,300,000 |
14,654 |
2.32% |
|
PRN |
| 45 |
MERCADOLIBRE INC |
6,500,000 |
7,391 |
1.17% |
|
PRN |
| 46 |
Liberty Ventures |
25,000 |
978 |
0.16% |
|
|
| 47 |
LIVE NATION ENTERTAINMENT INC SR CONV BD2.5 19 |
3,000,000 |
3,003 |
0.48% |
|
PRN |
| 48 |
LIBERTY MEDIA CORP DELAWARE |
3,500,000 |
3,501 |
0.56% |
|
PRN |
| 49 |
LEGG MASON INC |
150,000 |
5,197 |
0.82% |
|
|
| 50 |
KRAFT HEINZ CO |
4,000 |
314 |
0.05% |
|
|
