| 1 |
YAHOO INC SR CV ZERO NT 18 |
18,000,000 |
17,955 |
2.29% |
|
PRN |
| 2 |
TESARO INC |
4,000,000 |
10,028 |
1.28% |
|
PRN |
| 3 |
51JOB INC |
7,000,000 |
7,175 |
0.92% |
|
PRN |
| 4 |
PALO ALTO NETWORKS INC |
5,500,000 |
7,037 |
0.90% |
|
PRN |
| 5 |
ACCURAY INC |
6,287,000 |
6,295 |
0.80% |
|
PRN |
| 6 |
RUDOLPH TECHNOLOGIES INC |
5,150,000 |
5,990 |
0.76% |
|
PRN |
| 7 |
INFINERA CORPORATION |
4,974,000 |
5,776 |
0.74% |
|
PRN |
| 8 |
ON SEMICONDUCTOR CORP |
5,412,000 |
5,642 |
0.72% |
|
PRN |
| 9 |
LIGAND PHARMACEUTICALS INC |
3,200,000 |
5,352 |
0.68% |
|
PRN |
| 10 |
ISIS PHARMACEUTICALS INC DEL SR CONV NT 1 21 |
7,000,000 |
4,966 |
0.63% |
|
PRN |
| 11 |
VIPSHOP HLDGS LTD |
5,000,000 |
4,938 |
0.63% |
|
PRN |
| 12 |
ALBANY MOLECULAR RESH INC |
4,500,000 |
4,632 |
0.59% |
|
PRN |
| 13 |
INSULET CORP 2 06/15/2019 |
4,000,000 |
3,810 |
0.49% |
|
PRN |
| 14 |
YANDEX NV |
4,000,000 |
3,748 |
0.48% |
|
PRN |
| 15 |
CORNERSTONE ONDEMAND INC |
3,500,000 |
3,589 |
0.46% |
|
PRN |
| 16 |
LGIH |
2,240,000 |
3,483 |
0.44% |
|
PRN |
| 17 |
PACIRA PHARMACEUTICALS INC |
2,160,000 |
3,212 |
0.41% |
|
PRN |
| 18 |
NEVRO CORP |
2,750,000 |
2,900 |
0.37% |
|
PRN |
| 19 |
GLOBAL EAGLE ENTMT INC |
3,750,000 |
2,770 |
0.35% |
|
PRN |
| 20 |
ALLEGHENY TECHNOLOGIES INC SR CV NT 4.75 22 |
2,563,000 |
2,717 |
0.35% |
|
PRN |
| 21 |
MERCADOLIBRE INC |
2,000,000 |
2,536 |
0.32% |
|
PRN |
| 22 |
TESLA INC SR CV NT 0.25 19 |
2,500,000 |
2,225 |
0.28% |
|
PRN |
| 23 |
ARRAY BIOPHARMA INC 3 06/01/2020 |
2,400,000 |
2,042 |
0.26% |
|
PRN |
| 24 |
ICONIX BRAND GROUP INC |
2,500,000 |
2,034 |
0.26% |
|
PRN |
| 25 |
ENVESTNET INC |
2,000,000 |
1,810 |
0.23% |
|
PRN |
| 26 |
CHART INDS INC SR SB GLBL CV 18 |
1,750,000 |
1,637 |
0.21% |
|
PRN |
| 27 |
INTERACTIVE INTELLIGENCE GRO |
1,620,000 |
1,538 |
0.20% |
|
PRN |
| 28 |
TRINA SOLAR LIMITED |
1,500,000 |
1,305 |
0.17% |
|
PRN |
| 29 |
CTRIP COM INTL LTD |
1,000,000 |
1,224 |
0.16% |
|
PRN |
| 30 |
QIHOO 360 TECHNOLOGY CO LTD |
1,000,000 |
997 |
0.13% |
|
PRN |
| 31 |
SEQUENOM INC |
1,311,000 |
805 |
0.10% |
|
PRN |
| 32 |
OREXIGEN THERAPEUTICS INC |
2,066,000 |
741 |
0.09% |
|
PRN |
| 33 |
NAVISTAR INTL CORP NEW SR SB CONV NT 19 |
1,000,000 |
591 |
0.08% |
|
PRN |
| 34 |
SPDR S&P 500 ETF TR |
227,330 |
47,632 |
6.08% |
|
|
| 35 |
PG&E CORP |
159,382 |
10,188 |
1.30% |
|
|
| 36 |
PINNACLE WEST |
92,199 |
7,474 |
0.95% |
|
|
| 37 |
SPDR S&P 500 ETF TR |
35,000 |
7,334 |
0.94% |
Put |
|
| 38 |
FEDEX CORP |
45,004 |
6,831 |
0.87% |
|
|
| 39 |
BLACK HILLS CORP |
105,889 |
6,675 |
0.85% |
|
|
| 40 |
CARDINAL HEALTH INC |
83,103 |
6,483 |
0.83% |
|
|
| 41 |
SPDR SERIES TRUST |
185,000 |
6,440 |
0.82% |
Call |
|
| 42 |
GENERAL MTRS CO |
594,023 |
6,202 |
0.79% |
|
|
| 43 |
RED HAT INC |
85,405 |
6,200 |
0.79% |
|
|
| 44 |
ATMOS ENERGY CORP |
74,000 |
6,018 |
0.77% |
|
|
| 45 |
XCEL ENERGY INC |
128,713 |
5,764 |
0.74% |
|
|
| 46 |
ANTHEM INC |
38,886 |
5,107 |
0.65% |
|
|
| 47 |
SUNCOR ENERGY INC NEW |
170,000 |
4,714 |
0.60% |
Call |
|
| 48 |
AVANGRID INC COM |
101,000 |
4,652 |
0.59% |
|
|
| 49 |
SOUTHWEST GAS HOLDINGS INC |
53,200 |
4,187 |
0.53% |
|
|
| 50 |
ZIMMER BIOMET HLDGS INC |
32,919 |
3,963 |
0.51% |
|
|
