| 1 |
TESLA INC SR CV NT 0.25 19 |
28,500,000 |
25,971 |
1.19% |
|
PRN |
| 2 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
22,814,000 |
22,785 |
1.05% |
|
PRN |
| 3 |
NAVISTAR INTL CORP NEW |
21,475,000 |
20,535 |
0.94% |
|
PRN |
| 4 |
SOLARCITY CORP |
23,329,000 |
18,911 |
0.87% |
|
PRN |
| 5 |
MERITAGE HOMES CORP |
16,529,000 |
16,539 |
0.76% |
|
PRN |
| 6 |
RYLAND GROUP INC SR NT CV 0.25 19 |
15,000,000 |
13,969 |
0.64% |
|
PRN |
| 7 |
YANDEX NV |
14,500,000 |
13,875 |
0.64% |
|
PRN |
| 8 |
ARVINMERITOR INC |
13,320,000 |
13,370 |
0.61% |
|
PRN |
| 9 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
12,529,000 |
12,631 |
0.58% |
|
PRN |
| 10 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
10,000,000 |
11,275 |
0.52% |
|
PRN |
| 11 |
BROOKDALE SR LIVING INC |
11,026,000 |
10,992 |
0.51% |
|
PRN |
| 12 |
YY Inc. |
9,500,000 |
9,411 |
0.43% |
|
PRN |
| 13 |
ICONIX BRAND GROUP INC |
10,130,000 |
8,788 |
0.40% |
|
PRN |
| 14 |
PROSPECT CAPITAL CORPORATION |
8,259,000 |
8,496 |
0.39% |
|
PRN |
| 15 |
PRICELINE GRP INC SR CONV NT 1 18 |
5,000,000 |
7,938 |
0.36% |
|
PRN |
| 16 |
SINA CORP |
7,293,000 |
7,325 |
0.34% |
|
PRN |
| 17 |
TWITTER INC |
7,500,000 |
7,238 |
0.33% |
|
PRN |
| 18 |
INVENSENSE INC 1.75 PERCENT 18 CONV BONDS DUE 11/01/18 |
7,000,000 |
6,698 |
0.31% |
|
PRN |
| 19 |
BROADSOFT INC |
5,000,000 |
6,163 |
0.28% |
|
PRN |
| 20 |
WEB COM GROUP INC |
5,750,000 |
5,488 |
0.25% |
|
PRN |
| 21 |
SYNCHRONOSS TECHNOLOGIES INC |
5,000,000 |
5,303 |
0.24% |
|
PRN |
| 22 |
Prospect Capital Corp |
4,300,000 |
4,451 |
0.20% |
|
PRN |
| 23 |
ISTAR FINL INC |
2,000,000 |
2,020 |
0.09% |
|
PRN |
| 24 |
HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 |
3,000,000 |
1,740 |
0.08% |
|
PRN |
| 25 |
AK STL CORP |
1,000,000 |
1,201 |
0.06% |
|
PRN |
| 26 |
CANADIAN SOLAR INC |
1,250,000 |
1,134 |
0.05% |
|
PRN |
| 27 |
AMERICAN AIRLS GROUP INC |
3,687,400 |
151,220 |
6.95% |
Put |
|
| 28 |
TESLA INC |
538,100 |
123,639 |
5.69% |
Put |
|
| 29 |
NETFLIX INC |
774,800 |
79,208 |
3.64% |
Put |
|
| 30 |
UNITED CONTL HLDGS INC |
1,271,600 |
76,118 |
3.50% |
Put |
|
| 31 |
PENNEY J C |
6,555,200 |
72,501 |
3.33% |
Put |
|
| 32 |
CIT GROUP INC |
2,022,900 |
62,771 |
2.89% |
Put |
|
| 33 |
NAVISTAR INTL CORP NEW |
4,227,200 |
52,925 |
2.43% |
Put |
|
| 34 |
FREEPORT-MCMORAN INC |
4,987,400 |
51,570 |
2.37% |
Put |
|
| 35 |
YY INC |
816,400 |
50,282 |
2.31% |
Put |
|
| 36 |
SOLARCITY CORP |
1,955,200 |
48,059 |
2.21% |
Put |
|
| 37 |
VALEANT PHARMACEUTICALS INTL |
1,778,900 |
46,785 |
2.15% |
Put |
|
| 38 |
ALIBABA GROUP HLDG LTD |
548,000 |
43,308 |
1.99% |
Put |
|
| 39 |
ALLY FINL INC |
2,108,100 |
39,464 |
1.81% |
Put |
|
| 40 |
FACEBOOK INC |
343,600 |
39,205 |
1.80% |
Put |
|
| 41 |
VEREIT |
4,003,700 |
35,513 |
1.63% |
Put |
|
| 42 |
IAC INTERACTIVECORP |
735,800 |
34,641 |
1.59% |
Put |
|
| 43 |
R H |
747,600 |
31,324 |
1.44% |
Put |
|
| 44 |
NUANCE COMM |
1,586,400 |
29,650 |
1.36% |
Put |
|
| 45 |
GENERAL MTRS CO |
940,500 |
29,560 |
1.36% |
Put |
|
| 46 |
LUMEN TECHNOLOGIES INC |
912,200 |
29,154 |
1.34% |
Put |
|
| 47 |
MONDELEZ INTL INC |
672,900 |
26,997 |
1.24% |
Put |
|
| 48 |
AERCAP HOLDINGS NV |
664,300 |
25,748 |
1.18% |
Put |
|
| 49 |
MGM RESORTS INTERNATIONAL |
1,196,600 |
25,655 |
1.18% |
Put |
|
| 50 |
YANDEX N V |
1,565,200 |
23,979 |
1.10% |
Put |
|
