| 1 |
AMAG PHARMACEUTICALS INC |
9,250,000 |
9,824 |
0.62% |
|
PRN |
| 2 |
ASSOCIATED BANC CORP |
344,332 |
6,226 |
0.39% |
|
|
| 3 |
BANK AMER CORP |
1,015,900 |
15,614 |
0.99% |
|
|
| 4 |
BANK AMER CORP |
1,015,900 |
15,614 |
0.99% |
Put |
|
| 5 |
BOULEVARD ACQUISITION CORP |
250,000 |
2,450 |
0.16% |
|
|
| 6 |
BOULEVARD ACQUISITION CORP |
500,000 |
4,900 |
0.31% |
|
|
| 7 |
CADENCE DESIGN SYSTEM INC |
32,968,000 |
76,657 |
4.85% |
|
PRN |
| 8 |
CAMBRIDGE CAP ACQUISITION CO |
475,000 |
4,636 |
0.29% |
|
|
| 9 |
CAMBRIDGE CAP ACQUISITION CO |
475,000 |
4,636 |
0.29% |
|
|
| 10 |
CAPITAL ONE FINANCIAL CORP WARRANTS 2009-14. |
343,100 |
28,340 |
1.79% |
|
|
| 11 |
CATHAY GEN BANCORP |
227,469 |
5,814 |
0.37% |
|
|
| 12 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
88,100,000 |
133,722 |
8.47% |
|
PRN |
| 13 |
CHART ACQUISITION CORP |
400,000 |
3,996 |
0.25% |
|
|
| 14 |
CHESAPEAKE ENERGY CORP |
17,250,000 |
18,288 |
1.16% |
|
PRN |
| 15 |
CISCO SYS INC |
700,000 |
17,395 |
1.10% |
Call |
|
| 16 |
COBALT INTL ENERGY INC |
17,000,000 |
15,761 |
1.00% |
|
PRN |
| 17 |
COMERICA INC |
125,000 |
6,270 |
0.40% |
|
|
| 18 |
Continental Airls Inc |
3,750,000 |
8,219 |
0.52% |
|
PRN |
| 19 |
DENDREON CORP |
4,650,000 |
3,271 |
0.21% |
|
PRN |
| 20 |
EASTMAN KODAK CO |
45,540 |
1,114 |
0.07% |
|
|
| 21 |
EQUINIX INC 3% CB 10/15/2014 - REGISTERED |
6,400,000 |
12,162 |
0.77% |
|
PRN |
| 22 |
Exelexis |
7,170,000 |
6,087 |
0.39% |
|
PRN |
| 23 |
Forest City Ent FCE 5% 10/15/16 |
16,221,000 |
25,583 |
1.62% |
|
PRN |
| 24 |
GALENA BIOPHARMA INC |
63,945 |
196 |
0.01% |
|
|
| 25 |
GENERAL MTRS CO |
1,051,700 |
38,177 |
2.42% |
Call |
|
| 26 |
GENERAL MTRS CO |
68,859 |
2,500 |
0.16% |
|
|
| 27 |
GLORI ENERGY INC WARRANTS EXPIRES |
1,061,076 |
11,523 |
0.73% |
|
|
| 28 |
GOLDCORP INC NEW |
8,183,000 |
8,197 |
0.52% |
|
PRN |
| 29 |
HENNESSY CAP ACQUISITION COR |
198,400 |
1,930 |
0.12% |
|
|
| 30 |
HENNESSY CAPITAL ACQUIS-CW19 |
400,000 |
3,892 |
0.25% |
|
|
| 31 |
Hologic, Inc. |
1,670,000 |
2,099 |
0.13% |
|
PRN |
| 32 |
Horsehead Holding |
1,500,000 |
2,076 |
0.13% |
|
PRN |
| 33 |
ICONIX BRAND GROUP INC 2.5% 06/01/2016 |
6,000,000 |
8,684 |
0.55% |
|
PRN |
| 34 |
INTERDIGITAL INC |
9,500,000 |
10,502 |
0.66% |
|
PRN |
| 35 |
JANUS CAP GROUP INC |
3,815,000 |
3,844 |
0.24% |
|
PRN |
| 36 |
JETPAY CORP |
62,510 |
131 |
0.01% |
|
|
| 37 |
Jetblue Airways Corp |
13,186,000 |
32,652 |
2.07% |
|
PRN |
| 38 |
LIVE NATION ENTERTAINMENT 2.875% 07/15/27 |
14,424,000 |
14,464 |
0.92% |
|
PRN |
| 39 |
M & T BK CORP |
3,600 |
447 |
0.03% |
|
|
| 40 |
MICROCHIP TECHNOLOGY INC |
79,085,000 |
151,152 |
9.57% |
|
PRN |
| 41 |
MICRON TECHNOLOGY INC |
7,000,000 |
24,387 |
1.54% |
|
PRN |
| 42 |
MICRON TECHNOLOGY INC |
19,243,000 |
66,267 |
4.20% |
|
PRN |
| 43 |
MICRON TECHNOLOGY INC |
26,615,000 |
89,770 |
5.68% |
|
PRN |
| 44 |
MOLINA HEALTHCARE(SR) - CV SR NTS |
20,500,000 |
29,410 |
1.86% |
|
PRN |
| 45 |
MOLYCORP INC (MCP) - 83.3333 c |
16,254,000 |
10,458 |
0.66% |
|
PRN |
| 46 |
MOLYCORP INC DEL |
5,985,000 |
4,478 |
0.28% |
|
PRN |
| 47 |
MOLYCORP INC DEL NOTE 5.500% 2/0 |
10,880,000 |
7,041 |
0.45% |
|
PRN |
| 48 |
NEWMONT MINING CORP |
3,659,000 |
3,661 |
0.23% |
|
PRN |
| 49 |
NOKIA CORP |
49,130 |
371 |
0.02% |
|
|
| 50 |
Neo Performance Materials |
859,300 |
2,209 |
0.14% |
Put |
|
