| 1 |
ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF |
15,000 |
1,344 |
0.17% |
Put |
|
| 2 |
TRANSOCEAN LTD |
35,000 |
642 |
0.08% |
Put |
|
| 3 |
TRANSOCEAN LTD |
30,000 |
550 |
0.07% |
Put |
|
| 4 |
Avon Products Inc |
50,000 |
470 |
0.06% |
Put |
|
| 5 |
ISHARES TR |
1,000 |
303 |
0.04% |
Put |
|
| 6 |
TRANSOCEAN LTD |
10,000 |
183 |
0.02% |
Put |
|
| 7 |
T MOBILE US INC |
50,000 |
1,347 |
0.17% |
Call |
|
| 8 |
SALIX PHARMACEUTICALS INC |
7,500 |
862 |
0.11% |
Call |
|
| 9 |
KATE SPADE & CO |
17,500 |
560 |
0.07% |
Call |
|
| 10 |
HOMEAWAY INC |
10,000 |
298 |
0.04% |
Call |
|
| 11 |
SALIX PHARMACEUTICALS INC |
2,000 |
230 |
0.03% |
Call |
|
| 12 |
Medivation Inc 04/01/2017 2.625% |
20,600,000 |
39,951 |
4.97% |
|
PRN |
| 13 |
TAKE-TWO INTERACTIVE SOFTWAR |
21,000,000 |
31,763 |
3.96% |
|
PRN |
| 14 |
SPECTRANETICS CORP |
21,500,000 |
27,574 |
3.43% |
|
PRN |
| 15 |
SUNPOWER CORP SR CV DEB0.75 18 |
16,830,000 |
20,543 |
2.56% |
|
PRN |
| 16 |
RAMBUS INC DEL NOTE 1.125 8/1 |
16,810,000 |
19,006 |
2.37% |
|
PRN |
| 17 |
WORKDAY INC |
15,036,000 |
17,827 |
2.22% |
|
PRN |
| 18 |
Electronic Arts, Inc. |
11,600,000 |
17,473 |
2.18% |
|
PRN |
| 19 |
ALLSCRIPTS HEALTHCARE SOLUTN |
15,000,000 |
14,775 |
1.84% |
|
PRN |
| 20 |
ACORDA THERAPEUTICS INC |
12,771,000 |
14,695 |
1.83% |
|
PRN |
| 21 |
APPLE INC |
125,226 |
13,823 |
1.72% |
|
|
| 22 |
HOLOGIC INC |
11,857,000 |
13,073 |
1.63% |
|
PRN |
| 23 |
JANUS CAP GROUP INC NOTE 0.750 7/1 |
7,500,000 |
11,377 |
1.42% |
|
PRN |
| 24 |
STANDARD PAC CORP NEW |
10,000,000 |
11,277 |
1.40% |
|
PRN |
| 25 |
ISHARES NASDAQ BIOTECHNOLOGY ETF |
21,128 |
11,212 |
1.40% |
|
|
| 26 |
WRIGHT MEDICAL GROUP INC |
8,835,000 |
10,663 |
1.33% |
|
PRN |
| 27 |
SPDR S&P 500 ETF TR |
49,000 |
10,071 |
1.25% |
|
|
| 28 |
NETSUITE INC |
8,700,000 |
9,744 |
1.21% |
|
PRN |
| 29 |
XILINX INC SR NT CV2.625 17 |
5,477,000 |
8,243 |
1.03% |
|
PRN |
| 30 |
HEADWATERS INC |
7,825,000 |
8,138 |
1.01% |
|
PRN |
| 31 |
SALIX PHARMACEUTICALS INC |
4,340,000 |
7,912 |
0.99% |
|
PRN |
| 32 |
MICROSOFT CORP |
169,136 |
7,857 |
0.98% |
|
|
| 33 |
ALLERGAN PLC |
28,214 |
7,262 |
0.90% |
|
|
| 34 |
FACEBOOK INC |
83,010 |
6,476 |
0.81% |
|
|
| 35 |
Workday Inc |
5,100,000 |
6,212 |
0.77% |
|
PRN |
| 36 |
ORACLE CORP |
136,445 |
6,136 |
0.76% |
|
|
| 37 |
EATON VANCE SR INCOME TR |
968,586 |
6,044 |
0.75% |
|
|
| 38 |
COMCAST CORP NEW |
101,129 |
5,866 |
0.73% |
|
|
| 39 |
AVAGO TECHNOLOGIES LTD SHS |
56,615 |
5,695 |
0.71% |
|
|
| 40 |
UNION PAC CORP |
46,436 |
5,532 |
0.69% |
|
|
| 41 |
HCA HOLDINGS INC |
74,534 |
5,470 |
0.68% |
|
|
| 42 |
MASTERCARD INCORPORATED |
63,419 |
5,464 |
0.68% |
|
|
| 43 |
PTC INC |
141,757 |
5,195 |
0.65% |
|
|
| 44 |
DANAHER CORP DEL |
59,541 |
5,103 |
0.64% |
|
|
| 45 |
EATON VANCE FLTING RATE INC |
353,668 |
4,912 |
0.61% |
|
|
| 46 |
GALLAGHER ARTHUR J & CO |
103,228 |
4,860 |
0.61% |
|
|
| 47 |
HOME DEPOT INC |
46,190 |
4,848 |
0.60% |
|
|
| 48 |
PFIZER INC |
154,798 |
4,822 |
0.60% |
|
|
| 49 |
SHUTTERFLY INC |
5,000,000 |
4,734 |
0.59% |
|
PRN |
| 50 |
RAIT Financial |
5,000,000 |
4,484 |
0.56% |
|
PRN |
