| 1 |
NAVISTAR INTL CORP NEW |
19,475,000 |
12,029 |
0.69% |
|
PRN |
| 2 |
MERITAGE HOMES CORP |
16,529,000 |
16,467 |
0.95% |
|
PRN |
| 3 |
RYLAND GROUP INC SR NT CV 0.25 19 |
15,000,000 |
13,350 |
0.77% |
|
PRN |
| 4 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
13,000,000 |
12,643 |
0.73% |
|
PRN |
| 5 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
12,529,000 |
12,584 |
0.72% |
|
PRN |
| 6 |
ARVINMERITOR INC |
10,820,000 |
10,171 |
0.58% |
|
PRN |
| 7 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
10,000,000 |
10,469 |
0.60% |
|
PRN |
| 8 |
YY Inc. |
9,500,000 |
9,268 |
0.53% |
|
PRN |
| 9 |
TESLA INC |
9,000,000 |
16,583 |
0.95% |
|
PRN |
| 10 |
PROSPECT CAPITAL CORPORATION |
8,259,000 |
8,114 |
0.47% |
|
PRN |
| 11 |
BROOKDALE SR LIVING INC |
8,000,000 |
7,660 |
0.44% |
|
PRN |
| 12 |
TWITTER INC |
7,500,000 |
6,605 |
0.38% |
|
PRN |
| 13 |
SINA CORP |
7,293,000 |
7,174 |
0.41% |
|
PRN |
| 14 |
PENNEY J C |
6,338,400 |
70,103 |
4.03% |
Put |
|
| 15 |
YANDEX NV |
6,000,000 |
5,303 |
0.30% |
|
PRN |
| 16 |
SOLARCITY CORP |
5,394,000 |
3,776 |
0.22% |
|
PRN |
| 17 |
SEADRILL LIMITED |
5,069,700 |
16,730 |
0.96% |
Put |
|
| 18 |
BROADSOFT INC |
5,000,000 |
5,675 |
0.33% |
|
PRN |
| 19 |
INVENSENSE INC 1.75 PERCENT 18 CONV BONDS DUE 11/01/18 |
5,000,000 |
4,606 |
0.26% |
|
PRN |
| 20 |
WEB COM GROUP INC |
5,000,000 |
4,769 |
0.27% |
|
PRN |
| 21 |
ICONIX BRAND GROUP INC |
5,000,000 |
3,450 |
0.20% |
|
PRN |
| 22 |
PRICELINE GRP INC SR CONV NT 1 18 |
5,000,000 |
7,191 |
0.41% |
|
PRN |
| 23 |
SYNCHRONOSS TECHNOLOGIES INC |
5,000,000 |
4,844 |
0.28% |
|
PRN |
| 24 |
FREEPORT-MCMORAN INC |
4,764,400 |
49,264 |
2.83% |
Put |
|
| 25 |
UNITED STATES STL CORP NEW |
4,642,900 |
74,519 |
4.28% |
Put |
|
| 26 |
NAVISTAR INTL CORP NEW |
3,608,000 |
45,172 |
2.59% |
Put |
|
| 27 |
CEMEX SAB DE CV |
2,838,160 |
19,867 |
1.14% |
Put |
|
| 28 |
ARCELORMITTAL SA LUXEMBOURG |
2,723,900 |
12,475 |
0.72% |
Put |
|
| 29 |
VEREIT |
2,692,200 |
23,880 |
1.37% |
Put |
|
| 30 |
SERVICESOURCE INTL INC |
2,500,000 |
2,013 |
0.12% |
|
PRN |
| 31 |
WEIGHT WATCHERS INTL INC NEW |
2,393,400 |
34,776 |
2.00% |
Put |
|
| 32 |
CLIFFS NAT RES INC |
2,300,800 |
6,902 |
0.40% |
Put |
|
| 33 |
ISTAR FINL INC |
2,000,000 |
2,078 |
0.12% |
|
PRN |
| 34 |
HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 |
2,000,000 |
1,206 |
0.07% |
|
PRN |
| 35 |
CIT GROUP INC |
1,997,900 |
61,995 |
3.56% |
Put |
|
| 36 |
ICONIX BRAND GROUP INC |
1,963,200 |
15,804 |
0.91% |
Put |
|
| 37 |
PROSPECT CAPITAL CORPORATION |
1,855,100 |
13,487 |
0.77% |
Put |
|
| 38 |
AMERICAN AIRLS GROUP INC |
1,676,200 |
68,741 |
3.95% |
Put |
|
| 39 |
ALLY FINL INC |
1,543,100 |
28,887 |
1.66% |
Put |
|
| 40 |
NUANCE COMM |
1,486,400 |
27,781 |
1.60% |
Put |
|
| 41 |
CHESAPEAKE ENERGY CORP |
1,468,500 |
6,050 |
0.35% |
Put |
|
| 42 |
SANOFI |
1,400,000 |
160 |
0.01% |
|
|
| 43 |
SEADRILL LIMITED |
1,208,000 |
3,986 |
0.23% |
Call |
|
| 44 |
VALEANT PHARMACEUTICALS INTL |
1,196,800 |
31,476 |
1.81% |
Put |
|
| 45 |
MGM RESORTS INTERNATIONAL |
1,196,600 |
25,655 |
1.47% |
Put |
|
| 46 |
PETROLEO BRASILEIRO SA PETRO |
1,151,200 |
6,723 |
0.39% |
Put |
|
| 47 |
ARCELORMITTAL SA LUXEMBOURG |
1,095,485 |
5,017 |
0.29% |
|
|
| 48 |
AK STL CORP |
1,000,000 |
912 |
0.05% |
|
PRN |
| 49 |
YY INC |
992,300 |
61,116 |
3.51% |
Put |
|
| 50 |
COBALT INTL ENERGY INC |
967,100 |
2,872 |
0.16% |
|
|
