| 1 |
1347 CAP CORP |
350,000 |
3,504 |
0.17% |
|
|
| 2 |
ALERE INC |
15,000 |
47 |
0.00% |
|
PRN |
| 3 |
AMAG PHARMACEUTICALS INC |
9,250,000 |
15,461 |
0.74% |
|
PRN |
| 4 |
ASSOCIATED BANC CORP |
362,433 |
6,752 |
0.32% |
|
|
| 5 |
Auxilium Pharmaceuticals Inc |
13,572,000 |
20,145 |
0.97% |
|
PRN |
| 6 |
BLUCORA INC |
6,200,000 |
5,864 |
0.28% |
|
PRN |
| 7 |
BOULEVARD ACQUISITION CORP |
492,480 |
4,752 |
0.23% |
|
|
| 8 |
BOULEVARD ACQUISITION CORP |
250,000 |
2,413 |
0.12% |
|
|
| 9 |
CADENCE DESIGN SYSTEM INC |
43,734,000 |
109,953 |
5.27% |
|
PRN |
| 10 |
CAMBRIDGE CAP ACQUISITION CO |
475,000 |
4,655 |
0.22% |
|
|
| 11 |
CAMBRIDGE CAP ACQUISITION CO |
546,345 |
5,354 |
0.26% |
|
|
| 12 |
CAPITAL ONE FINANCIAL CORP WARRANTS 2009-14. |
776,600 |
64,108 |
3.07% |
|
|
| 13 |
CATHAY GEN BANCORP |
270,500 |
6,922 |
0.33% |
|
|
| 14 |
CEMEX SAB DE CV |
12,500,000 |
14,525 |
0.70% |
|
PRN |
| 15 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
88,100,000 |
106,330 |
5.10% |
|
PRN |
| 16 |
CHART ACQUISITION CORP |
400,000 |
3,840 |
0.18% |
|
|
| 17 |
CHESAPEAKE ENERGY CORP |
25,219,000 |
25,322 |
1.21% |
|
PRN |
| 18 |
COBALT INTL ENERGY INC |
25,000,000 |
15,460 |
0.74% |
|
PRN |
| 19 |
COMERICA INC |
71,000 |
3,326 |
0.16% |
|
|
| 20 |
CTRIP COM INTL LTD |
14,750,000 |
14,392 |
0.69% |
|
PRN |
| 21 |
Centrus Energy Corp. |
110,699 |
476 |
0.02% |
|
|
| 22 |
Continental Airls Inc |
3,750,000 |
13,257 |
0.64% |
|
PRN |
| 23 |
Exelexis |
7,170,000 |
4,042 |
0.19% |
|
PRN |
| 24 |
Forest City Ent FCE 5% 10/15/16 |
16,221,000 |
27,294 |
1.31% |
|
PRN |
| 25 |
GALENA BIOPHARMA INC |
63,945 |
97 |
0.00% |
|
|
| 26 |
HENNESSY CAP ACQUISITION COR |
198,400 |
1,944 |
0.09% |
|
|
| 27 |
HENNESSY CAPITAL ACQUIS-CW19 |
400,000 |
3,920 |
0.19% |
|
|
| 28 |
Hologic, Inc. |
4,670,000 |
5,852 |
0.28% |
|
PRN |
| 29 |
Horsehead Holding Corp. |
100,000 |
1,583 |
0.08% |
Put |
|
| 30 |
ICONIX BRAND GROUP INC |
13,500,000 |
16,026 |
0.77% |
|
PRN |
| 31 |
ICONIX BRAND GROUP INC 2.5% 06/01/2016 |
16,000,000 |
18,874 |
0.90% |
|
PRN |
| 32 |
INTERDIGITAL INC |
15,500,000 |
17,263 |
0.83% |
|
PRN |
| 33 |
ISHARES TR |
500,000 |
19,645 |
0.94% |
Call |
|
| 34 |
JPMorgan Chase & Co. Warrants Exp 10/28/18 |
382,700 |
23,949 |
1.15% |
|
|
| 35 |
Jetblue Airways Corp |
13,186,000 |
47,211 |
2.26% |
|
PRN |
| 36 |
KINDER MORGAN INCORPORATED DEL WARRANT EXP 052517 |
2,352,300 |
99,526 |
4.77% |
|
|
| 37 |
LINCOLN NATL CORP IND |
6,886 |
397 |
0.02% |
|
|
| 38 |
MICROCHIP TECHNOLOGY INC |
67,268,000 |
120,122 |
5.76% |
|
PRN |
| 39 |
MICRON TECHNOLOGY INC |
58,627,000 |
213,582 |
10.24% |
|
PRN |
| 40 |
MICRON TECHNOLOGY INC |
27,126,000 |
86,797 |
4.16% |
|
PRN |
| 41 |
MICRON TECHNOLOGY INC |
33,615,000 |
120,021 |
5.75% |
|
PRN |
| 42 |
MOLINA HEALTHCARE INC |
8,000,000 |
8,904 |
0.43% |
|
PRN |
| 43 |
MOLYCORP INC DEL NOTE 5.500% 2/0 |
14,680,000 |
4,545 |
0.22% |
|
PRN |
| 44 |
MYLAN INC |
10,000,000 |
42,288 |
2.03% |
|
PRN |
| 45 |
NOKIA CORP |
49,130 |
386 |
0.02% |
|
|
| 46 |
Neo Performance Materials |
859,300 |
756 |
0.04% |
Put |
|
| 47 |
OMNICARE CAP TR II |
191,800 |
172 |
0.01% |
|
PRN |
| 48 |
PDLI 3 3/4 05/01/2015 |
13,446,000 |
17,779 |
0.85% |
|
PRN |
| 49 |
PHH CORP |
7,496,000 |
14,826 |
0.71% |
|
PRN |
| 50 |
PNC Financial Services Group Warrants Exp 12/31/18 |
159,600 |
14,560 |
0.70% |
|
|
