| 1 |
GOLAR LNG LTD |
208,000 |
3,224 |
0.50% |
Put |
|
| 2 |
DYNEGY INCORPORATED NEW D |
75,000 |
1,293 |
0.20% |
Put |
|
| 3 |
SPIRIT RLTY CAP INC NEW |
100,000 |
1,277 |
0.20% |
Put |
|
| 4 |
CORENERGY INFRASTRUCTURE TR |
25,000 |
721 |
0.11% |
Put |
|
| 5 |
DHT HOLDINGS INC |
120,000 |
604 |
0.09% |
Put |
|
| 6 |
WPX ENERGY INC |
50,000 |
466 |
0.07% |
Put |
|
| 7 |
AK STL HLDG CORP |
100,000 |
466 |
0.07% |
Put |
|
| 8 |
SCORPIO TANKERS INC |
100,000 |
420 |
0.07% |
Put |
|
| 9 |
HORNBECK OFFSHORE SVCS IN |
50,000 |
417 |
0.06% |
Put |
|
| 10 |
SPDR S&P 500 ETF TR |
325,000 |
68,079 |
10.55% |
Call |
|
| 11 |
VODAFONE GROUP PLC NEW |
84,300 |
2,604 |
0.40% |
Call |
|
| 12 |
OFG BANCORP COM |
2,500 |
21 |
0.00% |
Call |
|
| 13 |
VERISIGN INC JR SB CONV DB 37 |
21,204,000 |
53,514 |
8.29% |
|
PRN |
| 14 |
MICROCHIP TECHNOLOGY INC |
17,772,000 |
37,383 |
5.79% |
|
PRN |
| 15 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
20,103,000 |
35,984 |
5.57% |
|
PRN |
| 16 |
DHT HOLDINGS INC |
25,100,000 |
23,688 |
3.67% |
|
PRN |
| 17 |
PALO ALTO NETWORKS INC |
17,503,000 |
22,294 |
3.45% |
|
PRN |
| 18 |
PRICELINE GRP INC SR CONV NT 1 18 |
15,338,000 |
21,301 |
3.30% |
|
PRN |
| 19 |
NVIDIA CORP SR CONV NT 1 18 |
8,930,000 |
20,819 |
3.23% |
|
PRN |
| 20 |
SINA CORP |
15,000,000 |
14,738 |
2.28% |
|
PRN |
| 21 |
YAHOO INC SR CV ZERO NT 18 |
14,820,000 |
14,690 |
2.28% |
|
PRN |
| 22 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
14,360,000 |
14,423 |
2.23% |
|
PRN |
| 23 |
MEDICINES CO SR GLBL CV NT 22 |
11,925,000 |
14,109 |
2.19% |
|
PRN |
| 24 |
LIGAND PHARMACEUTICALS INC |
8,425,000 |
14,058 |
2.18% |
|
PRN |
| 25 |
NATIONAL HEALTH INVS INC |
9,983,000 |
11,019 |
1.71% |
|
PRN |
| 26 |
MERCADOLIBRE INC |
8,660,000 |
10,928 |
1.69% |
|
PRN |
| 27 |
SHIP FINANCE INTERNATIONAL L |
10,250,000 |
10,801 |
1.67% |
|
PRN |
| 28 |
INTEL CORP JR SB CONV DB 39 |
6,380,000 |
10,380 |
1.61% |
|
PRN |
| 29 |
MOLINA HEALTHCARE INC |
7,295,000 |
9,852 |
1.53% |
|
PRN |
| 30 |
CTRIP COM INTL LTD |
7,735,000 |
9,456 |
1.46% |
|
PRN |
| 31 |
J2 GLOBAL INC SR CV NT 3.25 29 |
8,090,000 |
9,081 |
1.41% |
|
PRN |
| 32 |
TAL ED GROUP |
3,650,000 |
8,705 |
1.35% |
|
PRN |
| 33 |
TWITTER INC |
9,300,000 |
8,498 |
1.32% |
|
PRN |
| 34 |
SALESFORCE COM INC SR CV NT 0.25 18 |
5,295,000 |
6,847 |
1.06% |
|
PRN |
| 35 |
SHUTTERFLY INC |
6,585,000 |
6,522 |
1.01% |
|
PRN |
| 36 |
SPIRIT RLTY CAP INC NEW |
5,530,000 |
5,952 |
0.92% |
|
PRN |
| 37 |
LINKEDIN CORP |
6,000,000 |
5,922 |
0.92% |
|
PRN |
| 38 |
COLONY CAP INC |
5,900,000 |
5,564 |
0.86% |
|
PRN |
| 39 |
ILLUMINA INC |
5,650,000 |
5,503 |
0.85% |
|
PRN |
| 40 |
DYNEGY INC NEW DEL UNIT 07/01/20191 |
49,850 |
5,360 |
0.83% |
|
|
| 41 |
PHOTRONICS INC |
4,600,000 |
5,146 |
0.80% |
|
PRN |
| 42 |
TESLA INC |
2,730,000 |
4,639 |
0.72% |
|
PRN |
| 43 |
GP INVTS ACQUISITION COR |
461,522 |
4,615 |
0.71% |
|
|
| 44 |
TWITTER INC |
4,900,000 |
4,349 |
0.67% |
|
PRN |
| 45 |
GENERAL CABLE CORP DEL NEW |
7,500,000 |
4,313 |
0.67% |
|
PRN |
| 46 |
CORE LABORATORIES NV |
4,219,000 |
4,223 |
0.65% |
|
PRN |
| 47 |
CARRIAGE SVCS INC NOTE 2.750 3/1 |
3,500,000 |
4,130 |
0.64% |
|
PRN |
| 48 |
AMAG PHARMACEUTICALS INC |
3,695,000 |
4,097 |
0.63% |
|
PRN |
| 49 |
51JOB INC |
4,000,000 |
4,045 |
0.63% |
|
PRN |
| 50 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
4,000,000 |
4,015 |
0.62% |
|
PRN |
