| 1 |
ISHARES TR |
2,974,400 |
270,492 |
0.06% |
Put |
PRN |
| 2 |
Priceline Group Inc/The |
98,788,000 |
110,149 |
0.03% |
|
PRN |
| 3 |
ISHARES TR |
1,007,500 |
91,622 |
0.02% |
Call |
PRN |
| 4 |
CEMEX SAB DE CV |
75,530,000 |
87,662 |
0.02% |
|
PRN |
| 5 |
INTEL CORP JR SB CONV DB 35 |
55,308,000 |
72,661 |
0.02% |
|
PRN |
| 6 |
YAHOO INC SR CV ZERO NT 18 |
62,173,000 |
70,333 |
0.02% |
|
PRN |
| 7 |
SANDISK CORP |
58,286,000 |
70,016 |
0.02% |
|
PRN |
| 8 |
UTILITIES SELECT SECTOR SPDR |
1,376,170 |
66,854 |
0.02% |
Put |
PRN |
| 9 |
LAM RESEARCH CORP |
44,369,000 |
58,234 |
0.01% |
|
PRN |
| 10 |
SALESFORCE COM INC SR CV NT 0.25 18 |
43,405,000 |
49,455 |
0.01% |
|
PRN |
| 11 |
LIBERTY INTERACTIVE LLC |
34,608,000 |
49,187 |
0.01% |
|
PRN |
| 12 |
LIBERTY MEDIA CORP DELAWARE |
44,995,000 |
44,376 |
0.01% |
|
PRN |
| 13 |
NVIDIA CORP SR CONV NT 1 18 |
35,555,000 |
40,866 |
0.01% |
|
PRN |
| 14 |
UTILITIES SELECT SECTOR SPDR |
821,400 |
39,904 |
0.01% |
Put |
PRN |
| 15 |
CTRIP COM INTL LTD |
39,104,000 |
38,126 |
0.01% |
|
PRN |
| 16 |
TRULIA INC |
25,030,000 |
36,137 |
0.01% |
|
PRN |
| 17 |
TESLA INC |
15,976,000 |
29,675 |
0.01% |
|
PRN |
| 18 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
20,457,000 |
28,550 |
0.01% |
|
PRN |
| 19 |
ISHARES TR U.S. REAL ES ETF |
310,000 |
28,191 |
0.01% |
Put |
PRN |
| 20 |
VIPSHOP HLDGS LTD |
23,040,000 |
27,418 |
0.01% |
|
PRN |
| 21 |
INTEL CORP JR SB CONV DB 35 |
20,742,000 |
27,250 |
0.01% |
|
PRN |
| 22 |
PROLOGIS |
24,338,000 |
27,046 |
0.01% |
|
PRN |
| 23 |
Hologic, Inc. |
21,542,000 |
26,860 |
0.01% |
|
PRN |
| 24 |
TESLA INC SR CV NT 0.25 19 |
28,451,000 |
26,300 |
0.01% |
|
PRN |
| 25 |
Ares Capital Corp |
25,249,000 |
25,880 |
0.01% |
|
PRN |
| 26 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
19,535,000 |
25,701 |
0.01% |
|
PRN |
| 27 |
TESLA INC |
27,329,000 |
24,647 |
0.01% |
|
PRN |
| 28 |
ARES CAP CORP |
24,426,000 |
24,487 |
0.01% |
|
PRN |
| 29 |
MOLINA HEALTHCARE INC |
17,179,000 |
23,879 |
0.01% |
|
PRN |
| 30 |
MICRON TECHNOLOGY INC |
6,948,000 |
22,199 |
0.01% |
|
PRN |
| 31 |
XPO LOGISTICS INC |
8,692,000 |
22,127 |
0.01% |
|
PRN |
| 32 |
PROSPECT CAPITAL CORPORATION |
22,217,000 |
21,967 |
0.01% |
|
PRN |
| 33 |
SERVICENOW INC |
19,129,000 |
21,759 |
0.00% |
|
PRN |
| 34 |
ICONIX BRAND GROUP INC |
16,826,000 |
19,907 |
0.00% |
|
PRN |
| 35 |
CUBIST PHARMACEUTICALS INC |
14,627,000 |
19,390 |
0.00% |
|
PRN |
| 36 |
MICRON TECHNOLOGY INC |
5,660,000 |
18,165 |
0.00% |
|
PRN |
| 37 |
MYLAN INC |
4,215,000 |
17,814 |
0.00% |
|
PRN |
| 38 |
HOLOGIC INC SR STEP CV NT 42 |
15,352,000 |
17,098 |
0.00% |
|
PRN |
| 39 |
INTEL CORP JR SB CONV DB 39 |
9,754,000 |
16,960 |
0.00% |
|
PRN |
| 40 |
MICROCHIP TECHNOLOGY INC |
9,348,000 |
16,674 |
0.00% |
|
PRN |
| 41 |
SPDR SERIES TRUST S&P HOMEBUILD |
277,000 |
15,975 |
0.00% |
Call |
PRN |
| 42 |
ICONIX BRAND GROUP INC |
12,943,000 |
15,313 |
0.00% |
|
PRN |
| 43 |
GILEAD SCIENCES |
3,658,000 |
15,140 |
0.00% |
|
PRN |
| 44 |
NETSUITE INC |
13,067,000 |
14,635 |
0.00% |
|
PRN |
| 45 |
GENERAL CABLE CORP DEL NEW |
20,253,000 |
14,620 |
0.00% |
|
PRN |
| 46 |
INCYTE CORP SR CV NT0.375 18 |
9,638,000 |
14,397 |
0.00% |
|
PRN |
| 47 |
WORKDAY INC |
12,137,000 |
14,390 |
0.00% |
|
PRN |
| 48 |
GILEAD SCIENCES |
3,446,000 |
14,262 |
0.00% |
|
PRN |
| 49 |
NOVELLUS SYS INC SR NT CV2.625 41 |
5,914,000 |
13,558 |
0.00% |
|
PRN |
| 50 |
CUBIST PHARMACEUTICALS INC |
3,714,000 |
12,867 |
0.00% |
|
PRN |
