| 1 |
MOLINA HEALTHCARE INC |
784,886 |
53,686 |
1.77% |
|
PRN |
| 2 |
VERISIGN INC JR SB CONV DB 37 |
644,029 |
45,443 |
1.50% |
|
PRN |
| 3 |
JARDEN CORP |
828,852 |
40,332 |
1.33% |
|
PRN |
| 4 |
NOVELLUS SYS INC SR NT CV2.625 41 |
410,295 |
26,718 |
0.88% |
|
PRN |
| 5 |
TESLA INC |
60,230 |
14,837 |
0.49% |
|
PRN |
| 6 |
TESLA INC |
56,521 |
13,923 |
0.46% |
|
PRN |
| 7 |
TELEFLEX INC |
100,117 |
12,423 |
0.41% |
|
PRN |
| 8 |
CARRIAGE SVCS INC NOTE 2.750 3/1 |
542,350 |
11,731 |
0.39% |
|
PRN |
| 9 |
LIBERTY MEDIA CORP DELAWARE |
263,026 |
9,377 |
0.31% |
|
PRN |
| 10 |
JARDEN CORP |
153,949 |
7,491 |
0.25% |
|
PRN |
| 11 |
TTM TECHNOLOGIES INC |
1,140,440 |
7,014 |
0.23% |
|
PRN |
| 12 |
SUNEDISON INC |
923,125 |
6,480 |
0.21% |
|
PRN |
| 13 |
ACCURAY INC |
1,088,589 |
5,399 |
0.18% |
|
PRN |
| 14 |
ALON USA ENERGY INC |
300,308 |
5,351 |
0.18% |
|
PRN |
| 15 |
ATLAS AIR WORLDWIDE HLDGS INC 2.25 06/01/2022 |
150,160 |
5,161 |
0.17% |
|
PRN |
| 16 |
SHIP FINANCE INTERNATIONAL L |
279,717 |
4,543 |
0.15% |
|
PRN |
| 17 |
Hologic, Inc. |
108,554 |
4,238 |
0.14% |
|
PRN |
| 18 |
INTEGRA LIFESCIENCES HLDGS C |
66,932 |
3,988 |
0.13% |
|
PRN |
| 19 |
COWEN GROUP INC NEW |
786,116 |
3,549 |
0.12% |
|
PRN |
| 20 |
LIBERTY MEDIA CORP |
5,500 |
3,342 |
0.11% |
|
PRN |
| 21 |
CORE LABORATORIES NV |
742,424 |
3,256 |
0.11% |
|
PRN |
| 22 |
ENCORE CAP GROUP INC |
87,487 |
3,229 |
0.11% |
|
PRN |
| 23 |
DEPOMED INC NOTE 2.500 9/0 |
155,956 |
2,846 |
0.09% |
|
PRN |
| 24 |
AMTRUST FINL SVCS INC |
33,215 |
2,079 |
0.07% |
|
PRN |
| 25 |
EMERGENT BIOSOLUTIONS INC NOTE 2.875 1/1 |
61,764 |
1,761 |
0.06% |
|
PRN |
| 26 |
TRINA SOLAR LIMITED |
185,000 |
1,626 |
0.05% |
|
PRN |
| 27 |
LIBERTY MEDIA CORP |
2,179 |
1,343 |
0.04% |
|
PRN |
| 28 |
TESARO INC |
28,463 |
1,150 |
0.04% |
|
PRN |
| 29 |
ALLSCRIPTS HEALTHCARE SOLUTN |
87,280 |
1,083 |
0.04% |
|
PRN |
| 30 |
M/I HOMES INC |
39,180 |
925 |
0.03% |
|
PRN |
| 31 |
PROSPECT CAPITAL CORPORATION |
85,891 |
616 |
0.02% |
|
PRN |
| 32 |
VERINT SYS INC 1.5 06/01/2021 |
9,913 |
425 |
0.01% |
|
PRN |
| 33 |
TAL ED GROUP |
12,000 |
383 |
0.01% |
|
PRN |
| 34 |
CNOOC LTD |
3,197,500 |
329,598 |
10.87% |
|
|
| 35 |
ISHARES TR |
1,537,042 |
167,845 |
5.53% |
|
|
| 36 |
SPDR S&P 500 ETF TR |
825,000 |
158,095 |
5.21% |
Put |
|
| 37 |
PETROCHINA CO LTD |
1,300,200 |
90,624 |
2.99% |
|
|
| 38 |
SPDR S&P 500 ETF TR |
397,500 |
76,173 |
2.51% |
|
|
| 39 |
ISHARES TR |
2,100,000 |
68,838 |
2.27% |
Call |
|
| 40 |
ISHARES TR |
1,425,000 |
46,712 |
1.54% |
Put |
|
| 41 |
ISHARES TR |
325,000 |
35,490 |
1.17% |
Put |
|
| 42 |
AMERICAN HOMES 4 RENT CL A |
2,187,724 |
35,179 |
1.16% |
|
|
| 43 |
ISHARES INC |
580,000 |
28,292 |
0.93% |
Put |
|
| 44 |
CHINA LIFE INS CO LTD |
1,432,440 |
24,896 |
0.82% |
|
|
| 45 |
PRECISION CASTPARTS |
99,900 |
22,948 |
0.76% |
|
|
| 46 |
CSX CORP |
750,000 |
20,175 |
0.67% |
Call |
|
| 47 |
BROADCOM CORP CL A |
391,720 |
20,146 |
0.66% |
|
|
| 48 |
TIME WARNER INC NEW |
101,505 |
18,207 |
0.60% |
|
|
| 49 |
SELECT SECTOR SPDR TR |
400,000 |
17,316 |
0.57% |
Call |
|
| 50 |
MAGNA INTL INC |
341,349 |
16,388 |
0.54% |
|
|
