| 1 |
ZIONS BANCORPORATION |
520,678 |
15,344 |
0.97% |
|
|
| 2 |
WTS/CAPITOL ACQUISITION CORP. EXP12/31/2016 |
372,297 |
3,663 |
0.23% |
|
|
| 3 |
WL ROSS HOLDING CORP |
300,000 |
3,096 |
0.20% |
|
|
| 4 |
WINTRUST FINL CORP |
77,918 |
3,584 |
0.23% |
|
|
| 5 |
WESCO INTL INC |
28,704,000 |
88,100 |
5.58% |
|
PRN |
| 6 |
WASHINGTON FED INC |
11,447 |
257 |
0.02% |
|
|
| 7 |
WALTER INVT MGMT CORP |
16,931,000 |
15,667 |
0.99% |
|
PRN |
| 8 |
VIPSHOP HLDGS LTD |
1,500,000 |
1,768 |
0.11% |
|
PRN |
| 9 |
UNITED THERAPEUTICS CORP |
31,200,000 |
58,823 |
3.72% |
|
PRN |
| 10 |
UNITED RENTALS INC |
10,000,000 |
94,261 |
5.97% |
|
PRN |
| 11 |
UAL CORP CV SR NT 6.0% 10-15-29 |
1,972,000 |
9,346 |
0.59% |
|
PRN |
| 12 |
TTM TECHNOLOGIES INC |
1,500,000 |
1,643 |
0.10% |
|
PRN |
| 13 |
TEXAS CAPITAL BANCSHARES INC |
40,200 |
2,169 |
0.14% |
|
|
| 14 |
TESLA MOTORS INC |
14,527,000 |
29,395 |
1.86% |
|
PRN |
| 15 |
TESLA INC SR CV NT 0.25 19 |
24,500,000 |
23,905 |
1.51% |
|
PRN |
| 16 |
TESLA INC |
4,100 |
984 |
0.06% |
Put |
|
| 17 |
TERRAVIA HLDGS INC |
6,671,000 |
10,674 |
0.68% |
|
PRN |
| 18 |
TERRAVIA HLDGS INC |
1,000,000 |
1,128 |
0.07% |
|
PRN |
| 19 |
SUNTRUST BKS INC |
82,800 |
2,804 |
0.18% |
|
|
| 20 |
SUNTRUST BKS INC |
70,000 |
3,317 |
0.21% |
|
|
| 21 |
SUNPOWER CORP |
12,300,000 |
22,600 |
1.43% |
|
PRN |
| 22 |
SILVER EAGLE ACQUISITION COR |
1,051,671 |
10,264 |
0.65% |
|
|
| 23 |
SILVER EAGLE ACQUISITION COR |
650,000 |
6,344 |
0.40% |
|
|
| 24 |
SIGNATURE BK NEW YORK N Y |
5,649 |
713 |
0.05% |
|
|
| 25 |
SHIP FINANCE INTERNATIONAL L |
28,402,000 |
32,514 |
2.06% |
|
PRN |
| 26 |
SEMGROUP CORP |
392,674 |
30,962 |
1.96% |
|
|
| 27 |
SEACOR HOLDINGS INC |
6,065,000 |
6,967 |
0.44% |
|
PRN |
| 28 |
SANOFI |
41,549 |
21 |
0.00% |
|
|
| 29 |
SANDISK CORP FIXED RT SR NT CONV 1.500 percent 08/15/17 B/E DTD 08/25/10 |
20,500,000 |
41,990 |
2.66% |
|
PRN |
| 30 |
SALESFORCE COM INC |
14,881,000 |
40,487 |
2.56% |
|
PRN |
| 31 |
ROI ACQUISITION CORP II |
400,000 |
3,908 |
0.25% |
|
|
| 32 |
ROI ACQUISITION CORP II |
248,400 |
2,427 |
0.15% |
|
|
| 33 |
QUARTET MERGER CORP |
605,140 |
405 |
0.03% |
|
|
| 34 |
PHH CORP |
7,496,000 |
14,642 |
0.93% |
|
PRN |
| 35 |
PDLI 3 3/4 05/01/2015 |
13,446,000 |
21,531 |
1.36% |
|
PRN |
| 36 |
OMNICARE CAP TR II |
191,800 |
15,661 |
0.99% |
|
PRN |
| 37 |
OCCIDENTAL PETE CORP DEL |
2,600 |
1,118 |
0.07% |
Call |
|
| 38 |
Neo Performance Materials |
859,300 |
2,209 |
0.14% |
Put |
|
| 39 |
NOKIA CORP |
49,130 |
371 |
0.02% |
|
|
| 40 |
NEWMONT MINING CORP |
3,659,000 |
3,661 |
0.23% |
|
PRN |
| 41 |
MOLYCORP INC DEL NOTE 5.500% 2/0 |
10,880,000 |
7,041 |
0.45% |
|
PRN |
| 42 |
MOLYCORP INC DEL |
5,985,000 |
4,478 |
0.28% |
|
PRN |
| 43 |
MOLYCORP INC (MCP) - 83.3333 c |
16,254,000 |
10,458 |
0.66% |
|
PRN |
| 44 |
MOLINA HEALTHCARE(SR) - CV SR NTS |
20,500,000 |
29,410 |
1.86% |
|
PRN |
| 45 |
MICRON TECHNOLOGY INC |
7,000,000 |
24,387 |
1.54% |
|
PRN |
| 46 |
MICRON TECHNOLOGY INC |
26,615,000 |
89,770 |
5.68% |
|
PRN |
| 47 |
MICRON TECHNOLOGY INC |
19,243,000 |
66,267 |
4.20% |
|
PRN |
| 48 |
M & T BK CORP |
3,600 |
447 |
0.03% |
|
|
| 49 |
LIVE NATION ENTERTAINMENT 2.875% 07/15/27 |
14,424,000 |
14,464 |
0.92% |
|
PRN |
| 50 |
Jetblue Airways Corp |
13,186,000 |
32,652 |
2.07% |
|
PRN |
