| 1 |
WRIGHT MED GROUP INC SR CONV NT 2 20 |
14,500,000 |
13,126 |
2.08% |
|
PRN |
| 2 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
14,300,000 |
14,654 |
2.32% |
|
PRN |
| 3 |
JARDEN CORP |
11,500,000 |
14,598 |
2.32% |
|
PRN |
| 4 |
INTERDIGITAL INC |
10,500,000 |
10,830 |
1.72% |
|
PRN |
| 5 |
ISIS PHARMACEUTICALS INC DEL SR CONV NT 1 21 |
8,000,000 |
7,341 |
1.16% |
|
PRN |
| 6 |
TIVO INC |
8,000,000 |
7,472 |
1.19% |
|
PRN |
| 7 |
WEBMD HEALTH CORP NOTE 1.50012/0 |
7,800,000 |
10,434 |
1.65% |
|
PRN |
| 8 |
NVIDIA CORP SR CONV NT 1 18 |
7,500,000 |
13,416 |
2.13% |
|
PRN |
| 9 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
7,000,000 |
12,526 |
1.99% |
|
PRN |
| 10 |
XILINX INC SR NT CV2.625 17 |
6,500,000 |
10,749 |
1.70% |
|
PRN |
| 11 |
MERCADOLIBRE INC |
6,500,000 |
7,391 |
1.17% |
|
PRN |
| 12 |
HORIZON PHARMA INVT LTD |
6,000,000 |
5,138 |
0.81% |
|
PRN |
| 13 |
SHUTTERFLY INC |
5,200,000 |
5,101 |
0.81% |
|
PRN |
| 14 |
PALO ALTO NETWORKS INC |
5,000,000 |
7,788 |
1.24% |
|
PRN |
| 15 |
PRICELINE GRP INC SR CONV NT0.9 21 |
5,000,000 |
5,046 |
0.80% |
|
PRN |
| 16 |
SALESFORCE COM INC SR CV NT 0.25 18 |
5,000,000 |
6,191 |
0.98% |
|
PRN |
| 17 |
J2 GLOBAL INC SR CV NT 3.25 29 |
5,000,000 |
5,500 |
0.87% |
|
PRN |
| 18 |
JARDEN CORP |
4,500,000 |
8,456 |
1.34% |
|
PRN |
| 19 |
BROCADE COMMUNICATIONS SYS I |
4,350,000 |
4,327 |
0.69% |
|
PRN |
| 20 |
CEPHEID |
4,000,000 |
3,584 |
0.57% |
|
PRN |
| 21 |
HURON CONSULTING GROUP INC |
4,000,000 |
3,901 |
0.62% |
|
PRN |
| 22 |
ELECTRONICS FOR IMAGING INC |
4,000,000 |
4,178 |
0.66% |
|
PRN |
| 23 |
ILLUMINA INC |
3,950,000 |
4,118 |
0.65% |
|
PRN |
| 24 |
Bank Of America 18 WTS |
3,717,800 |
744 |
0.12% |
|
|
| 25 |
VERINT SYS INC 1.5 06/01/2021 |
3,500,000 |
3,124 |
0.50% |
|
PRN |
| 26 |
GLOBAL EAGLE ENTMT INC |
3,500,000 |
2,905 |
0.46% |
|
PRN |
| 27 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
3,500,000 |
2,439 |
0.39% |
|
PRN |
| 28 |
LIBERTY MEDIA CORP DELAWARE |
3,500,000 |
3,501 |
0.56% |
|
PRN |
| 29 |
SERVICENOW INC |
3,000,000 |
3,257 |
0.52% |
|
PRN |
| 30 |
TESLA INC |
3,000,000 |
2,580 |
0.41% |
|
PRN |
| 31 |
LIVE NATION ENTERTAINMENT INC SR CONV BD2.5 19 |
3,000,000 |
3,003 |
0.48% |
|
PRN |
| 32 |
CITRIX SYS INC |
3,000,000 |
3,360 |
0.53% |
|
PRN |
| 33 |
TESARO INC |
3,000,000 |
4,426 |
0.70% |
|
PRN |
| 34 |
ACORDA THERAPEUTICS INC |
2,750,000 |
2,455 |
0.39% |
|
PRN |
| 35 |
TCF FINL CORP |
1,671,502 |
2,875 |
0.46% |
|
|
| 36 |
Bank of America Corp Warrants Exp 01/16/19 |
943,950 |
3,672 |
0.58% |
|
|
| 37 |
RSX - Market Vectors Russia ETF |
940,527 |
15,387 |
2.44% |
|
|
| 38 |
BANK AMER CORP |
900,000 |
11,111 |
1.76% |
|
|
| 39 |
CATERPILLAR INC |
850,000 |
65,059 |
10.32% |
Put |
|
| 40 |
ADVANCED MICRO DEVICES INC |
800,000 |
2,280 |
0.36% |
Call |
|
| 41 |
BARRICK GOLD CORP |
770,000 |
9,863 |
1.56% |
|
|
| 42 |
SUNTRUST BKS INC |
750,000 |
2,648 |
0.42% |
|
|
| 43 |
ZIONS BANCORPORATION |
600,000 |
1,422 |
0.23% |
|
|
| 44 |
FREEPORT-MCMORAN INC |
600,000 |
6,204 |
0.98% |
Call |
|
| 45 |
TAHOE RES INC |
590,000 |
5,576 |
0.88% |
|
|
| 46 |
MICRON TECHNOLOGY INC |
575,000 |
6,018 |
0.95% |
|
|
| 47 |
JD COM INC |
563,639 |
14,926 |
2.37% |
|
|
| 48 |
CITIGROUPINC |
510,000 |
20,181 |
3.20% |
|
|
| 49 |
CSX CORP |
500,000 |
12,259 |
1.94% |
|
|
| 50 |
FIREEYE INC |
490,000 |
8,281 |
1.31% |
|
|
