| 51 |
SPECTRANETICS CORP |
1,500,000 |
1,326 |
0.00% |
|
PRN |
| 52 |
SERVICENOW INC |
1,157,000 |
1,289 |
0.00% |
|
PRN |
| 53 |
MOLINA HEALTHCARE INC |
1,168,000 |
1,268 |
0.00% |
|
PRN |
| 54 |
MERCADOLIBRE INC |
1,000,000 |
1,263 |
0.00% |
|
PRN |
| 55 |
ANTHEM INC |
677,000 |
1,233 |
0.00% |
|
PRN |
| 56 |
NATIONAL HEALTH INVS INC |
1,103,000 |
1,217 |
0.00% |
|
PRN |
| 57 |
DEPOMED INC NOTE 2.500 9/0 |
1,000,000 |
1,207 |
0.00% |
|
PRN |
| 58 |
INTEGRATED DEVICE TECHNOLOGY |
1,237,000 |
1,191 |
0.00% |
|
PRN |
| 59 |
RYLAND GROUP INC |
910,000 |
1,167 |
0.00% |
|
PRN |
| 60 |
COWEN GROUP INC NEW |
1,147,000 |
1,029 |
0.00% |
|
PRN |
| 61 |
AKAMAI TECHNOLOGIES INC |
1,040,000 |
1,023 |
0.00% |
|
PRN |
| 62 |
J2 GLOBAL INC SR CV NT 3.25 29 |
836,000 |
937 |
0.00% |
|
PRN |
| 63 |
Spirit Realty Capital Inc |
765,000 |
855 |
0.00% |
|
PRN |
| 64 |
STARWOOD PPTY TR INC |
800,000 |
843 |
0.00% |
|
PRN |
| 65 |
BLACKSTONE MTG TR INC |
733,000 |
778 |
0.00% |
|
PRN |
| 66 |
MEDICINES CO SR GLBL CV NT 22 |
663,000 |
768 |
0.00% |
|
PRN |
| 67 |
EMERGENT BIOSOLUTIONS INC NOTE 2.875 1/1 |
592,000 |
675 |
0.00% |
|
PRN |
| 68 |
ALLERGAN PLC |
759,000 |
633 |
0.00% |
|
PRN |
| 69 |
ALLERGAN PLC |
759,000 |
633 |
0.00% |
|
PRN |
| 70 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
624,000 |
628 |
0.00% |
|
PRN |
| 71 |
ALBANY MOLECULAR RESH INC |
576,000 |
591 |
0.00% |
|
PRN |
| 72 |
AK STL CORP |
500,000 |
575 |
0.00% |
|
PRN |
| 73 |
ANI PHARMACEUTICALS INC |
526,000 |
566 |
0.00% |
|
PRN |
| 74 |
TOLL BROS FIN CORP |
528,000 |
517 |
0.00% |
|
PRN |
| 75 |
TETRALOGIC PHARMACEUTICALS C |
3,196,000 |
483 |
0.00% |
|
PRN |
| 76 |
REDWOOD TR INC |
460,000 |
455 |
0.00% |
|
PRN |
| 77 |
BGC PARTNERS INC |
411,000 |
410 |
0.00% |
|
PRN |
| 78 |
EXIDE TECHNOLOGIES |
778,000 |
350 |
0.00% |
|
PRN |
| 79 |
EXIDE TECHNOLOGIES |
778,000 |
350 |
0.00% |
|
PRN |
| 80 |
SALESFORCE COM INC SR CV NT 0.25 18 |
260,000 |
315 |
0.00% |
|
PRN |
| 81 |
ILLUMINA INC |
281,000 |
300 |
0.00% |
|
PRN |
| 82 |
STILLWATER MNG CO |
224,000 |
253 |
0.00% |
|
PRN |
| 83 |
TESARO INC |
96,000 |
240 |
0.00% |
|
PRN |
| 84 |
RYLAND GROUP INC SR NT CV 0.25 19 |
136,000 |
126 |
0.00% |
|
PRN |
| 85 |
HOMEAWAY INC |
126,000 |
118 |
0.00% |
|
PRN |
| 86 |
XILINX INC SR NT CV2.625 17 |
71,000 |
114 |
0.00% |
|
PRN |
| 87 |
COBALT INTL ENERGY INC |
200,000 |
75 |
0.00% |
|
PRN |
| 88 |
ON SEMICONDUCTOR CORP |
75,000 |
67 |
0.00% |
|
PRN |
| 89 |
MERITOR INC |
31,000 |
35 |
0.00% |
|
PRN |
| 90 |
BROADSOFT INC |
21,000 |
24 |
0.00% |
|
PRN |
| 91 |
INTEGRA LIFESCIENCES HLDGS C |
16,000 |
24 |
0.00% |
|
PRN |
| 92 |
COLONY CAP INC |
19,000 |
18 |
0.00% |
|
PRN |
| 93 |
NETSUITE INC |
17,000 |
17 |
0.00% |
|
PRN |
| 94 |
ICONIX BRAND GROUP INC |
13,000 |
11 |
0.00% |
|
PRN |
| 95 |
MEDICINES CO |
8,000 |
11 |
0.00% |
|
PRN |
| 96 |
AERCAP HOLDINGS NV |
253,039,560 |
8,507,963 |
27.79% |
Put |
|
| 97 |
SPDR S&P 500 ETF TR |
7,939,609 |
1,661,749 |
5.43% |
|
|
| 98 |
SPDR S&P 500 ETF TR |
7,479,400 |
1,565,428 |
5.11% |
Put |
|
| 99 |
MONDELEZ INTL INC |
14,435,000 |
628,817 |
2.05% |
Put |
|
| 100 |
MONSANTO CO NEW |
5,410,000 |
559,308 |
1.83% |
Call |
|
