| 1 |
TESLA INC SR CV NT 0.25 19 |
28,500,000 |
26,576 |
1.20% |
|
PRN |
| 2 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
24,814,000 |
24,814 |
1.12% |
|
PRN |
| 3 |
NAVISTAR INTL CORP NEW |
21,475,000 |
21,274 |
0.96% |
|
PRN |
| 4 |
HERBALIFE LTD |
21,400,000 |
19,608 |
0.88% |
|
PRN |
| 5 |
SOLARCITY CORP |
17,829,000 |
16,659 |
0.75% |
|
PRN |
| 6 |
MERITAGE HOMES CORP |
16,529,000 |
16,488 |
0.74% |
|
PRN |
| 7 |
ICONIX BRAND GROUP INC |
15,130,000 |
14,298 |
0.64% |
|
PRN |
| 8 |
RYLAND GROUP INC SR NT CV 0.25 19 |
15,000,000 |
14,044 |
0.63% |
|
PRN |
| 9 |
YANDEX NV |
14,500,000 |
13,811 |
0.62% |
|
PRN |
| 10 |
ARVINMERITOR INC |
13,320,000 |
13,636 |
0.61% |
|
PRN |
| 11 |
0 |
12,779,000 |
10,966 |
0.49% |
|
PRN |
| 12 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
12,529,000 |
12,646 |
0.57% |
|
PRN |
| 13 |
BROOKDALE SR LIVING INC |
11,026,000 |
10,771 |
0.48% |
|
PRN |
| 14 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
10,000,000 |
11,269 |
0.51% |
|
PRN |
| 15 |
YY Inc. |
9,500,000 |
9,369 |
0.42% |
|
PRN |
| 16 |
PROSPECT CAPITAL CORPORATION |
8,259,000 |
8,424 |
0.38% |
|
PRN |
| 17 |
WEB COM GROUP INC |
8,250,000 |
7,977 |
0.36% |
|
PRN |
| 18 |
TWITTER INC |
7,500,000 |
7,050 |
0.32% |
|
PRN |
| 19 |
INVENSENSE INC 1.75 PERCENT 18 CONV BONDS DUE 11/01/18 |
7,000,000 |
6,991 |
0.31% |
|
PRN |
| 20 |
PENNEY J C |
6,561,100 |
72,566 |
3.26% |
Put |
|
| 21 |
BROADSOFT INC |
5,136,000 |
5,919 |
0.27% |
|
PRN |
| 22 |
SYNCHRONOSS TECHNOLOGIES INC |
5,136,000 |
5,418 |
0.24% |
|
PRN |
| 23 |
PRICELINE GRP INC SR CONV NT 1 18 |
5,000,000 |
7,897 |
0.36% |
|
PRN |
| 24 |
FREEPORT-MCMORAN INC |
4,987,400 |
51,570 |
2.32% |
Put |
|
| 25 |
CANADIAN SOLAR INC |
4,845,000 |
4,542 |
0.20% |
|
PRN |
| 26 |
NAVISTAR INTL CORP NEW |
4,412,300 |
55,242 |
2.49% |
Put |
|
| 27 |
Prospect Capital Corp |
4,300,000 |
4,424 |
0.20% |
|
PRN |
| 28 |
VEREIT |
4,114,700 |
36,497 |
1.64% |
Put |
|
| 29 |
0 |
4,000,000 |
3,860 |
0.17% |
|
PRN |
| 30 |
AMERICAN AIRLS GROUP INC |
3,738,400 |
153,312 |
6.90% |
Put |
|
| 31 |
SEADRILL LIMITED |
3,691,000 |
12,180 |
0.55% |
Put |
|
| 32 |
ICONIX BRAND GROUP INC |
3,495,300 |
28,137 |
1.27% |
Put |
|
| 33 |
NAVISTAR INTL CORP NEW SR SB CONV NT 19 |
3,000,000 |
2,978 |
0.13% |
|
PRN |
| 34 |
CEMEX SAB DE CV |
2,954,224 |
20,680 |
0.93% |
Put |
|
| 35 |
SEADRILL LIMITED |
2,675,000 |
8,828 |
0.40% |
Call |
|
| 36 |
PROSPECT CAPITAL CORPORATION |
2,474,000 |
17,986 |
0.81% |
Put |
|
| 37 |
CLIFFS NAT RES INC |
2,316,600 |
6,950 |
0.31% |
Put |
|
| 38 |
TRANSOCEAN LTD |
2,165,700 |
19,794 |
0.89% |
Put |
|
| 39 |
DHT HOLDINGS INC |
2,140,000 |
1,975 |
0.09% |
|
PRN |
| 40 |
ALLY FINL INC |
2,108,100 |
39,464 |
1.78% |
Put |
|
| 41 |
CIT GROUP INC |
2,026,900 |
62,895 |
2.83% |
Put |
|
| 42 |
HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 |
2,000,000 |
1,439 |
0.06% |
|
PRN |
| 43 |
SEADRILL LIMITED |
1,676,823 |
5,718 |
0.26% |
|
|
| 44 |
NUANCE COMM |
1,592,400 |
29,762 |
1.34% |
Put |
|
| 45 |
YANDEX N V |
1,567,200 |
24,010 |
1.08% |
Put |
|
| 46 |
CHESAPEAKE ENERGY CORP |
1,509,700 |
6,220 |
0.28% |
Put |
|
| 47 |
ARCELORMITTAL SA LUXEMBOURG |
1,458,500 |
10,647 |
0.48% |
Put |
|
| 48 |
INVENSENSE INC |
1,407,200 |
11,820 |
0.53% |
Put |
|
| 49 |
SANOFI |
1,400,000 |
532 |
0.02% |
|
|
| 50 |
UNITED STATES STL CORP NEW |
1,303,400 |
20,920 |
0.94% |
Put |
|
