| 1 |
ZIONS BANCORPORATION |
772,600 |
22,027 |
1.06% |
|
|
| 2 |
Wells Fargo & Co. Warrants Exp 10/28/18 |
20,500 |
1,124 |
0.05% |
|
|
| 3 |
WTS/CAPITOL ACQUISITION CORP. EXP12/31/2016 |
372,297 |
3,678 |
0.18% |
|
|
| 4 |
WL ROSS HOLDING CORP - CW19 |
400,000 |
4,104 |
0.20% |
|
|
| 5 |
WINTRUST FINL CORP |
78,749 |
3,682 |
0.18% |
|
|
| 6 |
WESCO INTL INC |
34,614,000 |
93,183 |
4.47% |
|
PRN |
| 7 |
WASHINGTON FED INC |
89,382 |
1,980 |
0.09% |
|
|
| 8 |
WALTER INVT MGMT CORP |
16,931,000 |
12,848 |
0.62% |
|
PRN |
| 9 |
VOLCANO CORPORATION |
12,953,000 |
12,855 |
0.62% |
|
PRN |
| 10 |
VIPSHOP HLDGS LTD |
1,500,000 |
1,792 |
0.09% |
|
PRN |
| 11 |
UNITED THERAPEUTICS CORP |
39,384,000 |
106,758 |
5.12% |
|
PRN |
| 12 |
UNITED STATES STL CORP NEW |
16,500,000 |
20,567 |
0.99% |
|
PRN |
| 13 |
TYSON FOODS INC TANG EQ UNIT |
20,000 |
10 |
0.00% |
|
PRN |
| 14 |
TRULIA INC |
27,000,000 |
39,133 |
1.88% |
|
PRN |
| 15 |
THERAVANCE INC |
16,110,000 |
12,605 |
0.60% |
|
PRN |
| 16 |
TEXAS CAPITAL BANCSHARES INC |
40,700 |
2,211 |
0.11% |
|
|
| 17 |
TESLA MOTORS INC |
42,377,000 |
78,589 |
3.77% |
|
PRN |
| 18 |
TESLA INC SR CV NT 0.25 19 |
33,500,000 |
31,070 |
1.49% |
|
PRN |
| 19 |
TESLA INC |
51,200 |
11,387 |
0.55% |
Put |
|
| 20 |
TESARO INC |
17,027,000 |
21,372 |
1.02% |
|
PRN |
| 21 |
TERRAVIA HLDGS INC |
6,671,000 |
3,776 |
0.18% |
|
PRN |
| 22 |
TERRAVIA HLDGS INC |
6,435,000 |
2,919 |
0.14% |
|
PRN |
| 23 |
TERRAPIN 3 ACQUISITION CORP |
595,000 |
5,950 |
0.29% |
|
|
| 24 |
TERRAPIN 3 ACQUISITION CORP |
250,000 |
2,425 |
0.12% |
|
|
| 25 |
SUNTRUST BKS INC |
46,500 |
1,948 |
0.09% |
|
|
| 26 |
SUNTRUST BKS INC |
59,865 |
2,508 |
0.12% |
|
|
| 27 |
SUNPOWER CORP |
12,300,000 |
14,443 |
0.69% |
|
PRN |
| 28 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
8,500,000 |
8,640 |
0.41% |
|
PRN |
| 29 |
SIGNATURE BK NEW YORK N Y |
5,649 |
712 |
0.03% |
|
|
| 30 |
SHIP FINANCE INTERNATIONAL L |
28,402,000 |
27,277 |
1.31% |
|
PRN |
| 31 |
SEACOR HOLDINGS INC |
6,065,000 |
6,403 |
0.31% |
|
PRN |
| 32 |
SANDISK CORP FIXED RT SR NT CONV 1.500 percent 08/15/17 B/E DTD 08/25/10 |
74,994,000 |
144,141 |
6.91% |
|
PRN |
| 33 |
RTI INTERNATIONAL |
49,100 |
1,240 |
0.06% |
|
|
| 34 |
ROI ACQUISITION CORP II |
400,000 |
3,932 |
0.19% |
|
|
| 35 |
PNC Financial Services Group Warrants Exp 12/31/18 |
159,600 |
14,560 |
0.70% |
|
|
| 36 |
PHH CORP |
7,496,000 |
14,826 |
0.71% |
|
PRN |
| 37 |
PDLI 3 3/4 05/01/2015 |
13,446,000 |
17,779 |
0.85% |
|
PRN |
| 38 |
OMNICARE CAP TR II |
191,800 |
172 |
0.01% |
|
PRN |
| 39 |
Neo Performance Materials |
859,300 |
756 |
0.04% |
Put |
|
| 40 |
NOKIA CORP |
49,130 |
386 |
0.02% |
|
|
| 41 |
MYLAN INC |
10,000,000 |
42,288 |
2.03% |
|
PRN |
| 42 |
MOLYCORP INC DEL NOTE 5.500% 2/0 |
14,680,000 |
4,545 |
0.22% |
|
PRN |
| 43 |
MOLINA HEALTHCARE INC |
8,000,000 |
8,904 |
0.43% |
|
PRN |
| 44 |
MICRON TECHNOLOGY INC |
58,627,000 |
213,582 |
10.24% |
|
PRN |
| 45 |
MICRON TECHNOLOGY INC |
33,615,000 |
120,021 |
5.75% |
|
PRN |
| 46 |
MICRON TECHNOLOGY |
27,126,000 |
86,797 |
4.16% |
|
PRN |
| 47 |
LINCOLN NATL CORP IND |
6,886 |
397 |
0.02% |
|
|
| 48 |
Kinder Morgan Inc Del Wt Exp 052517 |
2,352,300 |
99,526 |
4.77% |
|
|
| 49 |
Jetblue Airways Corp |
13,186,000 |
47,211 |
2.26% |
|
PRN |
| 50 |
JPMORGAN CHASE & COMPANY WARRANT EXP 102818 |
382,700 |
23,949 |
1.15% |
|
|
