| 51 |
MEDICINES CO SR GLBL CV NT 22 |
6,000,000 |
7,212 |
0.69% |
|
PRN |
| 52 |
ZIONS BANCORPORATION |
648,099 |
7,580 |
0.72% |
|
|
| 53 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
8,500,000 |
8,711 |
0.83% |
|
PRN |
| 54 |
Wells Fargo & Co. Warrants Exp 10/28/18 |
446,441 |
9,556 |
0.91% |
|
|
| 55 |
STARWOOD WAYPOINT 4.5 15OCT17 |
9,000,000 |
9,626 |
0.92% |
|
PRN |
| 56 |
IRONWOOD PHARMACEUTICALS INC |
9,000,000 |
10,358 |
0.99% |
|
PRN |
| 57 |
WORKDAY INC |
10,754,000 |
11,315 |
1.08% |
|
PRN |
| 58 |
ASSURANT INC |
4,488,000 |
12,067 |
1.15% |
|
PRN |
| 59 |
CTRIP COM INTL LTD |
11,000,000 |
12,727 |
1.21% |
|
PRN |
| 60 |
MOLINA HEALTHCARE INC |
10,000,000 |
14,369 |
1.37% |
|
PRN |
| 61 |
THERAVANCE INC |
17,110,000 |
14,609 |
1.39% |
|
PRN |
| 62 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
16,500,000 |
21,435 |
2.04% |
|
PRN |
| 63 |
CIENA CORP |
15,714,000 |
22,056 |
2.10% |
|
PRN |
| 64 |
RYLAND GROUP INC |
25,615,000 |
30,724 |
2.93% |
|
PRN |
| 65 |
Nvidia Corp |
6,000,000 |
31,745 |
3.02% |
|
PRN |
| 66 |
MICRON TECHNOLOGY INC |
1,648,700 |
36,140 |
3.44% |
Put |
|
| 67 |
Mentor Graphics Corp |
21,040,000 |
39,151 |
3.73% |
|
PRN |
| 68 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
34,850,000 |
39,191 |
3.73% |
|
PRN |
| 69 |
PNC Financial Services Group Warrants Exp 12/31/18 |
792,555 |
39,346 |
3.75% |
|
|
| 70 |
TESARO INC |
18,027,000 |
69,949 |
6.66% |
|
PRN |
| 71 |
MICRON TECHNOLOGY INC |
33,615,000 |
77,165 |
7.35% |
|
PRN |
| 72 |
MICRON TECHNOLOGY INC |
58,077,000 |
134,522 |
12.82% |
|
PRN |
| 73 |
VERISIGN INC |
114,695,000 |
255,306 |
24.32% |
|
PRN |
