| 1 |
AEGEAN MARINE PETE NETWORK I |
16,650,000 |
19,457 |
1.46% |
|
PRN |
| 2 |
ALPHA NATURAL RESOURCES |
22,053,100 |
36,829 |
2.77% |
|
|
| 3 |
ALTRA INDL MOTION CORP |
5,125,000 |
6,035 |
0.45% |
|
PRN |
| 4 |
AMAG PHARMACEUTICALS INC |
38,000,000 |
63,490 |
4.78% |
|
PRN |
| 5 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
1,000,000 |
921 |
0.07% |
|
PRN |
| 6 |
APOLLO COML REAL EST FIN INC |
7,500,000 |
7,463 |
0.56% |
|
PRN |
| 7 |
APOLLO INVT CORP |
33,310 |
247 |
0.02% |
|
|
| 8 |
APOLLO INVT CORP 5.75% 01/15/2016 |
31,462,000 |
32,445 |
2.44% |
|
PRN |
| 9 |
ARES CAP CORP |
3,941,000 |
4,069 |
0.31% |
|
PRN |
| 10 |
ARES CAP CORP |
21,465,000 |
22,189 |
1.67% |
|
PRN |
| 11 |
AT&T INC |
200,000 |
280 |
0.02% |
Put |
|
| 12 |
BALTIC TRADING LIMITED |
1,200,000 |
3,012 |
0.23% |
|
|
| 13 |
BHP BILLITON PLC |
325,000 |
3,250 |
0.24% |
Put |
|
| 14 |
BLACKROCK CAP INVT CORP |
25,300 |
207 |
0.02% |
|
|
| 15 |
BOTTOMLINE TECH DEL INC SR CONV NT1.5 17 |
7,960,000 |
8,497 |
0.64% |
|
PRN |
| 16 |
CHIQUITA BRANDS INTL INC |
28,967,000 |
28,967 |
2.18% |
|
PRN |
| 17 |
CORNERSTONE ONDEMAND INC |
14,683,000 |
14,334 |
1.08% |
|
PRN |
| 18 |
ENVESTNET INC |
12,000,000 |
12,397 |
0.93% |
|
PRN |
| 19 |
EXTREME NETWORKS INC |
786,738 |
2,777 |
0.21% |
|
|
| 20 |
Energy XXI LTD |
375,000 |
1,223 |
0.09% |
|
|
| 21 |
FIFTH STR FIN CORP 5.375% 04/01/2016 |
27,106,000 |
27,885 |
2.10% |
|
PRN |
| 22 |
FIFTH STR SR FLOATNG RATE CO |
366,856 |
3,749 |
0.28% |
|
|
| 23 |
FIFTH STREET FINANCE CORP |
106,000 |
849 |
0.06% |
|
|
| 24 |
FINISAR CORP |
38,000,000 |
36,385 |
2.74% |
|
PRN |
| 25 |
FXCM INC |
27,556,000 |
28,830 |
2.17% |
|
PRN |
| 26 |
GLOBALSTAR INC |
30,285,950 |
83,286 |
6.27% |
|
|
| 27 |
INFINERA CORPORATION |
52,200,000 |
69,687 |
5.25% |
|
PRN |
| 28 |
INTERDIGITAL INC |
33,269,000 |
37,053 |
2.79% |
|
PRN |
| 29 |
LEVEL 3 COMM |
1,625,000 |
80,243 |
6.04% |
|
|
| 30 |
LOWES COS INC |
100,000 |
5 |
0.00% |
Put |
|
| 31 |
MEDICINES CO |
3,000,000 |
3,497 |
0.26% |
|
PRN |
| 32 |
MEDIDATA SOLUTIONS INC 1 08/01/2018 |
40,025,000 |
43,927 |
3.31% |
|
PRN |
| 33 |
MICRON TECHNOLOGY INC |
3,500,000 |
11,159 |
0.84% |
|
PRN |
| 34 |
MICRON TECHNOLOGY INC |
550,000 |
19,256 |
1.45% |
|
|
| 35 |
NORTHERN DYNASTY MINERALS LTD COM |
486,500 |
197 |
0.01% |
|
|
| 36 |
NUVASIVE INC |
22,305,000 |
28,467 |
2.14% |
|
PRN |
| 37 |
PHOTRONICS INC |
18,855,000 |
19,479 |
1.47% |
|
PRN |
| 38 |
POWERSHARES QQQ TRUST |
1,500,000 |
1,170 |
0.09% |
Put |
|
| 39 |
PROOFPOINT INC NOTE 1.25012/1 |
12,000,000 |
16,425 |
1.24% |
|
PRN |
| 40 |
RAMBUS INC DEL NOTE 1.125 8/1 |
30,138,000 |
34,207 |
2.58% |
|
PRN |
| 41 |
RESOLUTE FST PRODS INC |
12,145,956 |
213,890 |
16.10% |
|
|
| 42 |
RIO TINTO PLC |
125,000 |
500 |
0.04% |
Put |
|
| 43 |
ROVI CORP |
14,793,000 |
14,848 |
1.12% |
|
PRN |
| 44 |
ROYAL BK CDA MONTREAL QUE |
500,000 |
150 |
0.01% |
Put |
|
| 45 |
SERVICENOW INC |
42,757,000 |
48,663 |
3.66% |
|
PRN |
| 46 |
SERVICESOURCE INTL INC |
11,707,000 |
8,795 |
0.66% |
|
PRN |
| 47 |
SHUTTERFLY INC |
37,660,000 |
35,683 |
2.69% |
|
PRN |
| 48 |
SPDR S&P 500 ETF TR |
1,825,000 |
3,159 |
0.24% |
Put |
|
| 49 |
SYNCHRONOSS TECHNOLOGIES INC |
10,500,000 |
11,091 |
0.84% |
|
PRN |
| 50 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
13,530,000 |
18,959 |
1.43% |
|
PRN |
