| 1 |
INTEL CORP JR SB CONV DB 35 |
17,100,000 |
22,510 |
0.63% |
|
PRN |
| 2 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
15,561,000 |
20,521 |
0.58% |
|
PRN |
| 3 |
TESLA INC |
10,000,000 |
18,520 |
0.52% |
|
PRN |
| 4 |
Electronic Arts, Inc. |
10,785,000 |
16,240 |
0.46% |
|
PRN |
| 5 |
MOLINA HEALTHCARE INC |
11,800,000 |
13,111 |
0.37% |
|
PRN |
| 6 |
CHESAPEAKE ENERGY CORP |
10,000,000 |
10,131 |
0.28% |
|
PRN |
| 7 |
ICONIX BRAND GROUP INC 2.5% 06/01/2016 |
7,500,000 |
8,849 |
0.25% |
|
PRN |
| 8 |
ICONIX BRAND GROUP INC |
5,000,000 |
5,942 |
0.17% |
|
PRN |
| 9 |
MGM RESORTS INTERNATIONAL |
4,800,000 |
5,658 |
0.16% |
|
PRN |
| 10 |
QUIDEL CORP |
4,750,000 |
5,300 |
0.15% |
|
PRN |
| 11 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
600,000 |
791 |
0.02% |
|
PRN |
| 12 |
Electronic Arts, Inc. |
400,000 |
602 |
0.02% |
|
PRN |
| 13 |
INTEL CORP JR SB CONV DB 35 |
400,000 |
527 |
0.01% |
|
PRN |
| 14 |
SANDISK CORP |
250,000 |
480 |
0.01% |
|
PRN |
| 15 |
TAKE-TWO INTERACTIVE SOFTWAR |
250,000 |
379 |
0.01% |
|
PRN |
| 16 |
TESLA INC |
200,000 |
370 |
0.01% |
|
PRN |
| 17 |
INTEL CORP JR SB CONV DB 39 |
200,000 |
348 |
0.01% |
|
PRN |
| 18 |
HAWAIIAN HOLDINGS INC |
100,000 |
333 |
0.01% |
|
PRN |
| 19 |
QUIDEL CORP |
250,000 |
279 |
0.01% |
|
PRN |
| 20 |
Mentor Graphics Corp |
200,000 |
237 |
0.01% |
|
PRN |
| 21 |
ICONIX BRAND GROUP INC 2.5% 06/01/2016 |
200,000 |
236 |
0.01% |
|
PRN |
| 22 |
MGM RESORTS INTERNATIONAL |
200,000 |
236 |
0.01% |
|
PRN |
| 23 |
NVIDIA CORP SR CONV NT 1 18 |
200,000 |
229 |
0.01% |
|
PRN |
| 24 |
INSULET CORP 2 06/15/2019 |
176,000 |
210 |
0.01% |
|
PRN |
| 25 |
CUBIST PHARMACEUTICALS INC |
150,000 |
205 |
0.01% |
|
PRN |
| 26 |
MICROCHIP TECHNOLOGY INC |
100,000 |
178 |
0.00% |
|
PRN |
| 27 |
ICONIX BRAND GROUP INC |
150,000 |
178 |
0.00% |
|
PRN |
| 28 |
YAHOO INC SR CV ZERO NT 18 |
150,000 |
170 |
0.00% |
|
PRN |
| 29 |
MOLINA HEALTHCARE INC |
150,000 |
167 |
0.00% |
|
PRN |
| 30 |
GREENBRIER COS INC |
100,000 |
151 |
0.00% |
|
PRN |
| 31 |
COBALT INTL ENERGY INC |
150,000 |
101 |
0.00% |
|
PRN |
| 32 |
SELECT SECTOR SPDR TR |
18,115,200 |
447,989 |
12.57% |
Put |
|
| 33 |
SPDR S&P 500 ETF TR |
941,200 |
193,454 |
5.43% |
Put |
|
| 34 |
SPDR S&P 500 ETF TR |
838,600 |
172,366 |
4.84% |
Put |
|
| 35 |
ARCELORMITTAL SA LUXEMBOURG |
4,573,463 |
80,539 |
2.26% |
|
|
| 36 |
MICROSOFT CORP |
1,677,100 |
77,901 |
2.19% |
Put |
|
| 37 |
MEDIA GENERAL INC NEW |
4,493,977 |
75,184 |
2.11% |
|
|
| 38 |
BERRY PLASTICS GROUP INC |
2,205,512 |
69,584 |
1.95% |
|
|
| 39 |
RACKSPACE HOSTING INC |
1,388,898 |
65,014 |
1.82% |
|
|
| 40 |
Allergan plc |
296,771 |
63,091 |
1.77% |
|
|
| 41 |
ARAMARK |
2,011,937 |
62,672 |
1.76% |
|
|
| 42 |
YUM BRANDS INC |
858,356 |
62,531 |
1.75% |
|
|
| 43 |
ENPRO INDS INC COM |
904,126 |
56,743 |
1.59% |
|
|
| 44 |
AIR PRODS & CHEMS INC |
385,075 |
55,539 |
1.56% |
|
|
| 45 |
National Australia Bank ADR |
969,773 |
54,666 |
1.53% |
|
|
| 46 |
GENCORP INC |
2,754,705 |
50,411 |
1.41% |
|
|
| 47 |
MICRON TECHNOLOGY INC |
1,330,000 |
46,563 |
1.31% |
Put |
|
| 48 |
DIGITALGLOBE INC |
1,336,120 |
41,380 |
1.16% |
|
|
| 49 |
ISHARES TR |
485,300 |
37,290 |
1.05% |
Put |
|
| 50 |
CF INDS HLDGS INC |
128,400 |
34,994 |
0.98% |
|
|
