| 1 |
AEGEAN MARINE PETE NETWORK I |
5,150,000 |
4,332 |
0.46% |
|
PRN |
| 2 |
ALASKA COMMUNICATIONS SYS GRP 6.25 05/01/2018 |
24,000,000 |
24,090 |
2.54% |
|
PRN |
| 3 |
ALTRA INDL MOTION CORP |
5,125,000 |
5,329 |
0.56% |
|
PRN |
| 4 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
52,500,000 |
49,941 |
5.27% |
|
PRN |
| 5 |
APOLLO COML REAL EST FIN INC |
1,000,000 |
989 |
0.10% |
|
PRN |
| 6 |
APOLLO INVT CORP 5.75% 01/15/2016 |
18,682,000 |
18,857 |
1.99% |
|
PRN |
| 7 |
ARES CAP CORP |
42,608,000 |
42,981 |
4.54% |
|
PRN |
| 8 |
ARES CAP CORP |
18,441,000 |
18,971 |
2.00% |
|
PRN |
| 9 |
AT&T INC |
75,000 |
264 |
0.03% |
Put |
|
| 10 |
BLUCORA INC |
19,500,000 |
18,549 |
1.96% |
|
PRN |
| 11 |
ECHOSTAR CORP CL A |
10,000 |
430 |
0.05% |
|
|
| 12 |
ENVESTNET INC |
3,000,000 |
2,670 |
0.28% |
|
PRN |
| 13 |
FIFTH STR FIN CORP 5.375% 04/01/2016 |
26,556,000 |
26,855 |
2.84% |
|
PRN |
| 14 |
FIFTH STR SR FLOATNG RATE CO |
343,581 |
2,999 |
0.32% |
|
|
| 15 |
FIFTH STREET FINANCE CORP |
399,767 |
2,467 |
0.26% |
|
|
| 16 |
FINISAR CORP |
36,517,000 |
32,639 |
3.45% |
|
PRN |
| 17 |
FXCM INC |
8,056,000 |
5,961 |
0.63% |
|
PRN |
| 18 |
GENCO SHIPPING & TRADING LTD |
76,700 |
300 |
0.03% |
|
|
| 19 |
GLOBALSTAR INC |
30,585,743 |
48,020 |
5.07% |
|
|
| 20 |
INFINERA CORPORATION |
47,750,000 |
78,279 |
8.26% |
|
PRN |
| 21 |
INTERDIGITAL INC |
28,619,000 |
29,728 |
3.14% |
|
PRN |
| 22 |
INVENSENSE INC 1.75 PERCENT 18 CONV BONDS DUE 11/01/18 |
3,588,000 |
3,279 |
0.35% |
|
PRN |
| 23 |
ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF |
20,000 |
1,666 |
0.18% |
|
|
| 24 |
ISHARES TR |
150,000 |
890 |
0.09% |
Put |
|
| 25 |
LEAPFROG ENTERPRISES INC |
875,000 |
624 |
0.07% |
|
|
| 26 |
LEVEL 3 COMM |
683,500 |
29,862 |
3.15% |
|
|
| 27 |
MERCADOLIBRE INC |
23,500,000 |
23,118 |
2.44% |
|
PRN |
| 28 |
MICRON TECHNOLOGY INC |
250,000 |
35 |
0.00% |
Call |
|
| 29 |
MICRON TECHNOLOGY INC |
185,000 |
2,771 |
0.29% |
|
|
| 30 |
MOSAIC CO NEW |
50,000 |
44 |
0.00% |
Call |
|
| 31 |
MOSAIC CO NEW |
20,000 |
622 |
0.07% |
|
|
| 32 |
NEW MTN FIN CORP |
9,750,000 |
9,629 |
1.02% |
|
PRN |
| 33 |
PALO ALTO NETWORKS INC |
38,800,000 |
63,244 |
6.68% |
|
PRN |
| 34 |
PHOTRONICS INC |
19,355,000 |
20,057 |
2.12% |
|
PRN |
| 35 |
POWERSHARES QQQ TRUST |
250,000 |
1,663 |
0.18% |
Put |
|
| 36 |
QUIDEL CORP |
11,000,000 |
10,271 |
1.08% |
|
PRN |
| 37 |
RAMBUS INC DEL NOTE 1.125 8/1 |
25,544,000 |
29,950 |
3.16% |
|
PRN |
| 38 |
RAYONIER ADVANCED MATLS INC COM |
170,200 |
1,042 |
0.11% |
|
|
| 39 |
RESOLUTE FST PRODS INC |
6,949,656 |
57,752 |
6.10% |
|
|
| 40 |
RESTORATION HARDWARE HOLDINGS INC |
3,500,000 |
3,413 |
0.36% |
|
PRN |
| 41 |
SERVICENOW INC |
38,757,000 |
43,795 |
4.62% |
|
PRN |
| 42 |
SERVICESOURCE INTL INC |
11,957,000 |
10,238 |
1.08% |
|
PRN |
| 43 |
SHUTTERFLY INC |
20,202,000 |
18,662 |
1.97% |
|
PRN |
| 44 |
SPDR S&P 500 ETF TR |
200,000 |
741 |
0.08% |
Put |
|
| 45 |
SPIRIT RLTY CAP INC NEW |
17,192,000 |
16,075 |
1.70% |
|
PRN |
| 46 |
STILLWATER MNG CO |
10,500,000 |
10,684 |
1.13% |
|
PRN |
| 47 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
6,530,000 |
9,297 |
0.98% |
|
PRN |
| 48 |
TCP CAP CORP NOTE 5.25012/1 |
23,529,000 |
23,558 |
2.49% |
|
PRN |
| 49 |
TECK RESOURCES LTD |
100,000 |
480 |
0.05% |
|
|
| 50 |
TESLA INC SR CV NT 0.25 19 |
22,000,000 |
21,203 |
2.24% |
|
PRN |
