| 1 |
ISHARES TR |
100,000 |
222 |
0.02% |
Put |
|
| 2 |
MACOM TECH SOLUTIONS HLDGS I |
10,000 |
44 |
0.00% |
Put |
|
| 3 |
VERIZON COMMUNICATIONS INC |
70,000 |
14 |
0.00% |
Put |
|
| 4 |
AT&T INC |
100,000 |
8 |
0.00% |
Put |
|
| 5 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
76,434,000 |
76,549 |
7.46% |
|
PRN |
| 6 |
PALO ALTO NETWORKS INC |
43,845,000 |
55,793 |
5.44% |
|
PRN |
| 7 |
INPHI CORP SR CV NT1.125 20 |
35,175,000 |
45,580 |
4.44% |
|
PRN |
| 8 |
INFINERA CORPORATION |
42,901,000 |
44,536 |
4.34% |
|
PRN |
| 9 |
SERVICENOW INC |
36,602,000 |
43,201 |
4.21% |
|
PRN |
| 10 |
GLOBALSTAR INC |
26,257,226 |
41,486 |
4.04% |
|
|
| 11 |
ADVANCED MICRO DEVICES INC SR CV NT2.125 26 |
26,000,000 |
41,048 |
4.00% |
|
PRN |
| 12 |
MERCADOLIBRE INC |
27,500,000 |
37,916 |
3.70% |
|
PRN |
| 13 |
STARWOOD WAYPOINT RESIDENTL |
31,950,000 |
34,905 |
3.40% |
|
PRN |
| 14 |
WEBMD HEALTH CORP NOTE 1.50012/0 |
30,400,000 |
34,363 |
3.35% |
|
PRN |
| 15 |
RAMBUS INC DEL NOTE 1.125 8/1 |
26,204,000 |
32,384 |
3.16% |
|
PRN |
| 16 |
BLUCORA INC |
32,349,000 |
32,202 |
3.14% |
|
PRN |
| 17 |
TCP CAP CORP NOTE 5.25012/1 |
30,529,000 |
31,788 |
3.10% |
|
PRN |
| 18 |
INTERDIGITAL INC |
20,678,000 |
28,070 |
2.74% |
|
PRN |
| 19 |
FINISAR CORP |
22,397,000 |
26,624 |
2.59% |
|
PRN |
| 20 |
NEW MTN FIN CORP |
24,724,000 |
25,528 |
2.49% |
|
PRN |
| 21 |
MEDIDATA SOLUTIONS INC 1 08/01/2018 |
23,400,000 |
25,462 |
2.48% |
|
PRN |
| 22 |
ARES CAP CORP |
25,221,000 |
25,347 |
2.47% |
|
PRN |
| 23 |
TPG Specialty Lending Inc |
23,670,000 |
24,233 |
2.36% |
|
PRN |
| 24 |
ALASKA COMMUNICATIONS SYS GRP 6.25 05/01/2018 |
24,000,000 |
24,000 |
2.34% |
|
PRN |
| 25 |
TWITTER INC |
25,000,000 |
23,500 |
2.29% |
|
PRN |
| 26 |
AMAG PHARMACEUTICALS INC |
16,500,000 |
23,368 |
2.28% |
|
PRN |
| 27 |
RESOLUTE FST PRODS INC |
3,870,796 |
20,709 |
2.02% |
|
|
| 28 |
STARWOOD WAYPOINT 4.5 15OCT17 |
18,970,000 |
20,274 |
1.98% |
|
PRN |
| 29 |
WEBMD HEALTH CORP |
16,312,000 |
16,740 |
1.63% |
|
PRN |
| 30 |
NEVRO CORP |
15,605,000 |
16,717 |
1.63% |
|
PRN |
| 31 |
GREENBRIER COS INC |
12,767,000 |
16,023 |
1.56% |
|
PRN |
| 32 |
CHART INDS INC SR SB GLBL CV 18 |
14,000,000 |
13,799 |
1.34% |
|
PRN |
| 33 |
LEVEL 3 COMM |
243,844 |
13,743 |
1.34% |
|
|
| 34 |
WORKDAY INC |
12,549,000 |
13,183 |
1.28% |
|
PRN |
| 35 |
SHUTTERFLY INC |
11,423,000 |
11,509 |
1.12% |
|
PRN |
| 36 |
PHOTRONICS INC |
8,672,000 |
10,992 |
1.07% |
|
PRN |
| 37 |
QUIDEL CORP |
10,625,000 |
10,532 |
1.03% |
|
PRN |
| 38 |
AEGEAN MARINE PETE NETWORK I |
9,500,000 |
9,902 |
0.97% |
|
PRN |
| 39 |
PROS HOLDINGS SR CONV BD 2.000 PERCENT Due 12/01/2019 |
10,000,000 |
9,850 |
0.96% |
|
PRN |
| 40 |
Workday Inc |
8,894,000 |
9,839 |
0.96% |
|
PRN |
| 41 |
Ares Capital Corp |
8,276,000 |
8,493 |
0.83% |
|
PRN |
| 42 |
SERVICESOURCE INTL INC |
7,457,000 |
7,241 |
0.71% |
|
PRN |
| 43 |
BROADSOFT INC |
5,000,000 |
6,063 |
0.59% |
|
PRN |
| 44 |
NEWPARK RES INC SR NT CV 4 17 |
4,620,000 |
4,686 |
0.46% |
|
PRN |
| 45 |
LAYNE CHRISTENSEN CO |
5,066,000 |
4,680 |
0.46% |
|
PRN |
| 46 |
BLACKROCK CAPITAL INVESTMENT |
4,383,000 |
4,514 |
0.44% |
|
PRN |
| 47 |
MOSAIC CO NEW |
118,772 |
3,484 |
0.34% |
|
|
| 48 |
LAYNE CHRISTENSEN CO |
2,819,000 |
3,270 |
0.32% |
|
PRN |
| 49 |
MICRON TECHNOLOGY INC |
124,470 |
2,728 |
0.27% |
|
|
| 50 |
DHT HOLDINGS INC |
2,000,000 |
1,870 |
0.18% |
|
PRN |
