| 1 |
ROYAL BK CDA MONTREAL QUE |
50,000 |
83 |
0.01% |
Put |
|
| 2 |
SPDR S&P 500 ETF TR |
50,000 |
63 |
0.01% |
Put |
|
| 3 |
SMUCKER J M CO |
40,000 |
16 |
0.00% |
Put |
|
| 4 |
INFINERA CORPORATION |
44,750,000 |
63,496 |
6.20% |
|
PRN |
| 5 |
PALO ALTO NETWORKS INC |
36,300,000 |
56,537 |
5.52% |
|
PRN |
| 6 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
56,933,000 |
55,510 |
5.42% |
|
PRN |
| 7 |
LINKEDIN CORP |
60,500,000 |
54,791 |
5.35% |
|
PRN |
| 8 |
GLOBALSTAR INC |
32,576,923 |
47,888 |
4.68% |
|
|
| 9 |
TWITTER INC |
51,200,000 |
44,928 |
4.39% |
|
PRN |
| 10 |
SERVICENOW INC |
36,591,000 |
39,747 |
3.88% |
|
PRN |
| 11 |
FINISAR CORP |
39,517,000 |
38,727 |
3.78% |
|
PRN |
| 12 |
WEBMD HEALTH CORP NOTE 1.50012/0 |
26,900,000 |
35,828 |
3.50% |
|
PRN |
| 13 |
WORKDAY INC |
31,088,000 |
35,246 |
3.44% |
|
PRN |
| 14 |
RESOLUTE FST PRODS INC |
5,995,028 |
33,033 |
3.23% |
|
|
| 15 |
RAMBUS INC DEL NOTE 1.125 8/1 |
25,544,000 |
32,473 |
3.17% |
|
PRN |
| 16 |
NETSUITE INC |
32,129,000 |
30,804 |
3.01% |
|
PRN |
| 17 |
ARES CAP CORP |
30,009,000 |
30,572 |
2.99% |
|
PRN |
| 18 |
TCP CAP CORP NOTE 5.25012/1 |
29,529,000 |
29,271 |
2.86% |
|
PRN |
| 19 |
INTERDIGITAL INC |
27,666,000 |
28,461 |
2.78% |
|
PRN |
| 20 |
JDS UNIPHASE CORP |
27,000,000 |
26,342 |
2.57% |
|
PRN |
| 21 |
FIFTH STR FIN CORP 5.375% 04/01/2016 |
25,056,000 |
25,056 |
2.45% |
|
PRN |
| 22 |
STARWOOD WAYPOINT 4.5 15OCT17 |
23,500,000 |
24,219 |
2.36% |
|
PRN |
| 23 |
ALASKA COMMUNICATIONS SYS GRP 6.25 05/01/2018 |
24,000,000 |
22,800 |
2.23% |
|
PRN |
| 24 |
SPIRIT RLTY CAP INC NEW |
22,192,000 |
22,192 |
2.17% |
|
PRN |
| 25 |
WEBMD HEALTH CORP |
18,812,000 |
21,516 |
2.10% |
|
PRN |
| 26 |
TPG Specialty Lending Inc |
19,580,000 |
19,323 |
1.89% |
|
PRN |
| 27 |
SHUTTERFLY INC |
18,747,000 |
18,747 |
1.83% |
|
PRN |
| 28 |
MERCADOLIBRE INC |
16,000,000 |
18,060 |
1.76% |
|
PRN |
| 29 |
ARES CAP CORP |
16,863,000 |
17,095 |
1.67% |
|
PRN |
| 30 |
LEVEL 3 COMM |
292,236 |
15,445 |
1.51% |
|
|
| 31 |
Workday Inc |
12,500,000 |
14,744 |
1.44% |
|
PRN |
| 32 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
6,530,000 |
11,632 |
1.14% |
|
PRN |
| 33 |
TRULIA INC |
9,900,000 |
11,571 |
1.13% |
|
PRN |
| 34 |
NEW MTN FIN CORP |
10,750,000 |
10,508 |
1.03% |
|
PRN |
| 35 |
QUIDEL CORP |
11,000,000 |
9,873 |
0.96% |
|
PRN |
| 36 |
BLUCORA INC |
10,600,000 |
7,963 |
0.78% |
|
PRN |
| 37 |
PHOTRONICS INC |
6,603,000 |
7,858 |
0.77% |
|
PRN |
| 38 |
MEDIDATA SOLUTIONS INC 1 08/01/2018 |
7,500,000 |
7,613 |
0.74% |
|
PRN |
| 39 |
Ares Capital Corp |
7,262,000 |
7,398 |
0.72% |
|
PRN |
| 40 |
RUDOLPH TECHNOLOGIES INC |
5,950,000 |
6,515 |
0.64% |
|
PRN |
| 41 |
SERVICESOURCE INTL INC |
7,957,000 |
6,445 |
0.63% |
|
PRN |
| 42 |
STILLWATER MNG CO |
5,000,000 |
5,378 |
0.53% |
|
PRN |
| 43 |
STARWOOD WAYPOINT RESIDENTL |
4,500,000 |
4,455 |
0.43% |
|
PRN |
| 44 |
MOSAIC CO NEW |
155,000 |
4,185 |
0.41% |
|
|
| 45 |
Ares Capital Corp |
4,000,000 |
4,020 |
0.39% |
|
PRN |
| 46 |
BLACKROCK CAPITAL INVESTMENT |
3,000,000 |
3,090 |
0.30% |
|
PRN |
| 47 |
MICRON TECHNOLOGY INC |
229,500 |
2,403 |
0.23% |
|
|
| 48 |
ARCELORMITTAL SA LUXEMBOURG |
433,493 |
1,985 |
0.19% |
|
|
| 49 |
Royal Gold Inc |
2,000,000 |
1,940 |
0.19% |
|
PRN |
| 50 |
GOLDMAN SACHS BDC INC |
88,400 |
1,733 |
0.17% |
|
|
