| 1 |
NVIDIA CORP SR CONV NT 1 18 |
62,500,000 |
71,564 |
2.29% |
|
PRN |
| 2 |
PHH CORP |
25,711,000 |
50,758 |
1.62% |
|
PRN |
| 3 |
ARCELORMITTAL SA LUXEMBOURG |
2,500,000 |
43,802 |
1.40% |
|
PRN |
| 4 |
COBALT INTL ENERGY INC |
38,500,000 |
23,658 |
0.76% |
|
PRN |
| 5 |
YANDEX NV |
28,200,000 |
23,074 |
0.74% |
|
PRN |
| 6 |
ACORDA THERAPEUTICS INC |
20,000,000 |
22,932 |
0.73% |
|
PRN |
| 7 |
VERINT SYS INC 1.5 06/01/2021 |
20,000,000 |
22,122 |
0.71% |
|
PRN |
| 8 |
J2 GLOBAL INC SR CV NT 3.25 29 |
20,000,000 |
22,004 |
0.70% |
|
PRN |
| 9 |
BLUCORA INC |
20,000,000 |
18,861 |
0.60% |
|
PRN |
| 10 |
WALTER INVT MGMT CORP |
22,000,000 |
16,515 |
0.53% |
|
PRN |
| 11 |
ALPHA NATURAL RESOURCES |
22,925,000 |
11,086 |
0.35% |
|
PRN |
| 12 |
MOLYCORP INC DEL |
19,500,000 |
7,995 |
0.26% |
|
PRN |
| 13 |
ENVESTNET INC |
7,500,000 |
7,718 |
0.25% |
|
PRN |
| 14 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
2,000,000 |
1,832 |
0.06% |
|
PRN |
| 15 |
COVIDIEN PLC |
6,079,705 |
621,832 |
19.86% |
|
|
| 16 |
CUBIST PHARMACEUTI |
1,631,659 |
164,259 |
5.25% |
|
|
| 17 |
ALLY FINL INC |
5,845,850 |
138,079 |
4.41% |
|
|
| 18 |
ROCKWOOD HOLDINGS INC |
1,565,344 |
123,349 |
3.94% |
|
|
| 19 |
APPLE INC |
931,000 |
102,764 |
3.28% |
|
|
| 20 |
SPDR S&P 500 ETF TR |
425,000 |
87,355 |
2.79% |
Put |
|
| 21 |
SALLY BEAUTY HLDGS INC |
2,400,000 |
73,776 |
2.36% |
|
|
| 22 |
TIME WARNER INC |
781,100 |
66,722 |
2.13% |
|
|
| 23 |
ADVANCE AUTO PARTS INC |
400,000 |
63,712 |
2.04% |
|
|
| 24 |
EAGLE BULK SHIPPING INC |
4,301,340 |
62,929 |
2.01% |
|
|
| 25 |
PROTECTIVE LIFE CO |
860,239 |
59,916 |
1.91% |
|
|
| 26 |
BRUNSWICK CORP |
1,150,000 |
58,949 |
1.88% |
|
|
| 27 |
ALIBABA GROUP HLDG LTD |
526,900 |
54,766 |
1.75% |
|
|
| 28 |
WL ROSS HOLDING CORP |
4,000,000 |
45,840 |
1.46% |
|
|
| 29 |
SIGNET JEWELERS LIMITED |
326,600 |
42,971 |
1.37% |
|
|
| 30 |
DICKS SPORTING GOODS INC |
750,000 |
37,238 |
1.19% |
|
|
| 31 |
LIBERTY GLOBAL PLC |
711,674 |
35,726 |
1.14% |
|
|
| 32 |
PIER 1 IMPORTS INC |
2,250,000 |
34,650 |
1.11% |
|
|
| 33 |
TYSON FOODS INC TANG EQ UNIT |
600,000 |
30,188 |
0.96% |
|
|
| 34 |
SPDR SERIES TRUST |
300,000 |
28,803 |
0.92% |
Put |
|
| 35 |
VCA INCORPORATED |
575,000 |
28,043 |
0.90% |
|
|
| 36 |
NORDSTROM INC |
350,000 |
27,787 |
0.89% |
|
|
| 37 |
DOLLAR GEN CORP NEW |
378,800 |
26,781 |
0.86% |
|
|
| 38 |
SAPIENT CORP |
1,071,676 |
26,663 |
0.85% |
|
|
| 39 |
KINDER MORGAN INC DEL |
584,045 |
24,711 |
0.79% |
|
|
| 40 |
SIRIUS XM HOLDINGS INC |
6,750,000 |
23,625 |
0.75% |
|
|
| 41 |
SIMON PPTY GROUP INC NEW |
120,500 |
21,944 |
0.70% |
|
|
| 42 |
COPART INC |
575,000 |
20,988 |
0.67% |
|
|
| 43 |
NEWELL BRANDS |
550,000 |
20,950 |
0.67% |
|
|
| 44 |
DSW INC CL A |
550,000 |
20,515 |
0.66% |
|
|
| 45 |
VITAMIN SHOPPE INC |
400,000 |
19,432 |
0.62% |
|
|
| 46 |
WYNN RESORTS LTD |
125,000 |
18,595 |
0.59% |
Put |
|
| 47 |
DECKERS OUTDOOR CORP |
200,000 |
18,208 |
0.58% |
|
|
| 48 |
ALLEGION PUB LTD CO |
324,437 |
17,993 |
0.57% |
|
|
| 49 |
BLOOMIN BRANDS INC |
700,000 |
17,325 |
0.55% |
|
|
| 50 |
TERRAPIN 3 ACQUISITION CORP |
1,700,000 |
17,017 |
0.54% |
|
|
