| 1 |
GILEAD SCIENCES |
44,505,000 |
207,393 |
5.87% |
|
PRN |
| 2 |
AVIS BUDGET GROUP |
38,720,000 |
152,936 |
4.33% |
|
PRN |
| 3 |
SALESFORCE COM INC |
17,760,000 |
47,330 |
1.34% |
|
PRN |
| 4 |
Nielsen Holdings B.V. |
15,366,790 |
681,210 |
19.30% |
|
|
| 5 |
HCA HOLDINGS INC |
14,890,038 |
1,050,045 |
29.74% |
|
|
| 6 |
ENERSYS |
13,000,000 |
19,955 |
0.57% |
|
PRN |
| 7 |
ICONIX BRAND GROUP INC |
9,500,000 |
12,315 |
0.35% |
|
PRN |
| 8 |
AKORN INC |
9,000,000 |
37,204 |
1.05% |
|
PRN |
| 9 |
SANDISK CORP |
9,000,000 |
17,325 |
0.49% |
|
PRN |
| 10 |
Terex Corp New 06/01/2015 4.000% |
7,515,000 |
15,131 |
0.43% |
|
PRN |
| 11 |
MARVELL TECHNOLOGY GROUP LTD |
6,646,127 |
89,590 |
2.54% |
|
|
| 12 |
PRICELINE GRP INC SR CONV NT 1 18 |
6,500,000 |
8,694 |
0.25% |
|
PRN |
| 13 |
Walgreens |
6,424,340 |
380,771 |
10.79% |
|
|
| 14 |
CADENCE DESIGN SYSTEM INC |
6,000,000 |
13,725 |
0.39% |
|
PRN |
| 15 |
AMEDISYS INC COM |
4,836,608 |
97,554 |
2.76% |
|
|
| 16 |
RIGNET INC |
4,750,000 |
192,138 |
5.44% |
|
|
| 17 |
Continental Airls Inc |
4,670,000 |
11,582 |
0.33% |
|
PRN |
| 18 |
KKR & CO LP COMMON UNITS |
4,667,166 |
104,078 |
2.95% |
|
|
| 19 |
XILINX INC SR NT CV2.625 17 |
4,000,000 |
5,910 |
0.17% |
|
PRN |
| 20 |
ENDO HEALTH SOLUTIONS INC |
4,000,000 |
9,056 |
0.26% |
|
PRN |
| 21 |
ACORDA THERAPEUTICS INC |
3,000,000 |
3,126 |
0.09% |
|
PRN |
| 22 |
SPANSION LLC |
3,000,000 |
5,224 |
0.15% |
|
PRN |
| 23 |
UNITED THERAPEUTICS CORP |
3,000,000 |
8,242 |
0.23% |
|
PRN |
| 24 |
Francesca's Holdings Corp |
2,047,194 |
28,517 |
0.81% |
|
|
| 25 |
Workday Inc |
2,000,000 |
2,460 |
0.07% |
|
PRN |
| 26 |
JARDEN CORP |
2,000,000 |
2,740 |
0.08% |
|
PRN |
| 27 |
FXCM INC |
2,000,000 |
2,089 |
0.06% |
|
PRN |
| 28 |
ALLY FINL INC |
1,713,091 |
39,641 |
1.12% |
|
|
| 29 |
GREENBRIER COS INC |
1,500,000 |
3,084 |
0.09% |
|
PRN |
| 30 |
METLIFE INC 10/10/12 |
1,405,000 |
42,628 |
1.21% |
|
|
| 31 |
TRAVELPORT WORLDWIDE LTD SHS |
1,159,622 |
19,087 |
0.54% |
|
|
| 32 |
SALESFORCE COM INC SR CV NT 0.25 18 |
1,000,000 |
1,120 |
0.03% |
|
PRN |
| 33 |
APOLLO COML REAL EST FIN INC |
1,000,000 |
995 |
0.03% |
|
PRN |
| 34 |
Priceline Group Inc/The |
1,000,000 |
1,118 |
0.03% |
|
PRN |
| 35 |
PROSPECT CAPITAL CORPORATION |
1,000,000 |
1,033 |
0.03% |
|
PRN |
| 36 |
STARWOOD PPTY TR INC |
1,000,000 |
1,086 |
0.03% |
|
PRN |
| 37 |
TOLL BROS FIN CORP |
750,000 |
759 |
0.02% |
|
PRN |
| 38 |
WALKER & DUNLOP INC COM |
541,196 |
7,192 |
0.20% |
|
|
| 39 |
ASSOCIATED ESTATES |
434,867 |
7,615 |
0.22% |
|
|
| 40 |
HRG GROUP INC |
413,246 |
5,422 |
0.15% |
|
|
| 41 |
ESSEX RENTAL CORP |
400,000 |
840 |
0.02% |
|
|
| 42 |
OCWEN FINL CORP |
375,000 |
9,818 |
0.28% |
|
|
| 43 |
SPDR SERIES TRUST |
261,200 |
10,495 |
0.30% |
|
|
| 44 |
SPDR S&P 500 ETF TR |
245,000 |
48,270 |
1.37% |
Put |
|
| 45 |
Penn Virginia Corp |
229,220 |
2,913 |
0.08% |
|
|
| 46 |
Penn Virginia Corp |
174,700 |
2,220 |
0.06% |
Call |
|
| 47 |
TWENTY FIRST CENTY FOX INC |
148,378 |
5,088 |
0.14% |
|
|
| 48 |
WISDOMTREE TR |
145,100 |
3,179 |
0.09% |
|
|
| 49 |
AMERICAN INTL GROUP INC |
137,400 |
7,422 |
0.21% |
|
|
| 50 |
CBS CORP NEW |
119,060 |
6,370 |
0.18% |
|
|
