| 1 |
VERISIGN INC JR SB CONV DB 37 |
114,695,000 |
255,306 |
24.32% |
|
PRN |
| 2 |
MICRON TECHNOLOGY INC |
58,077,000 |
134,522 |
12.82% |
|
PRN |
| 3 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
34,850,000 |
39,191 |
3.73% |
|
PRN |
| 4 |
MICRON TECHNOLOGY INC |
33,615,000 |
77,165 |
7.35% |
|
PRN |
| 5 |
RYLAND GROUP INC |
25,615,000 |
30,724 |
2.93% |
|
PRN |
| 6 |
Mentor Graphics Corp |
21,040,000 |
39,151 |
3.73% |
|
PRN |
| 7 |
TESARO INC |
18,027,000 |
69,949 |
6.66% |
|
PRN |
| 8 |
THERAVANCE INC NOTE 2.125 1/1 |
17,110,000 |
14,609 |
1.39% |
|
PRN |
| 9 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
16,500,000 |
21,435 |
2.04% |
|
PRN |
| 10 |
CIENA CORP |
15,714,000 |
22,056 |
2.10% |
|
PRN |
| 11 |
CTRIP COM INTL LTD |
11,000,000 |
12,727 |
1.21% |
|
PRN |
| 12 |
WORKDAY INC |
10,754,000 |
11,315 |
1.08% |
|
PRN |
| 13 |
MOLINA HEALTHCARE INC |
10,000,000 |
14,369 |
1.37% |
|
PRN |
| 14 |
IRONWOOD PHARMACEUTICALS INC DBCV 2.250 6/1 |
9,000,000 |
10,358 |
0.99% |
|
PRN |
| 15 |
STARWOOD WAYPOINT 4.5 15OCT17 |
9,000,000 |
9,626 |
0.92% |
|
PRN |
| 16 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
8,500,000 |
8,711 |
0.83% |
|
PRN |
| 17 |
MEDICINES CO SR GLBL CV NT 22 |
6,000,000 |
7,212 |
0.69% |
|
PRN |
| 18 |
WEBMD HEALTH CORP |
6,000,000 |
6,152 |
0.59% |
|
PRN |
| 19 |
CORNERSTONE ONDEMAND INC |
6,000,000 |
6,265 |
0.60% |
|
PRN |
| 20 |
ACORDA THERAPEUTICS INC |
6,000,000 |
4,576 |
0.44% |
|
PRN |
| 21 |
FLUIDIGM CORP DEL |
6,000,000 |
4,210 |
0.40% |
|
PRN |
| 22 |
NVIDIA CORP SR CONV NT 1 18 |
6,000,000 |
31,745 |
3.02% |
|
PRN |
| 23 |
STARWOOD WAYPOINT RESIDENTL |
5,694,000 |
6,233 |
0.59% |
|
PRN |
| 24 |
KINDER MORGAN INCORPORATED DEL WARRANT EXP 052517 |
5,600,000 |
34 |
0.00% |
|
|
| 25 |
IMMUNOMEDICS INC |
5,512,000 |
5,483 |
0.52% |
|
PRN |
| 26 |
CTRIP COM INTL LTD |
5,000,000 |
5,139 |
0.49% |
|
PRN |
| 27 |
TESLA INC SR CV NT 0.25 19 |
4,500,000 |
4,174 |
0.40% |
|
PRN |
| 28 |
MICROCHIP TECHNOLOGY INC |
4,488,000 |
12,067 |
1.15% |
|
PRN |
| 29 |
AMAG PHARMACEUTICALS INC |
3,721,000 |
5,265 |
0.50% |
|
PRN |
| 30 |
ENERNOC |
3,000,000 |
2,342 |
0.22% |
|
PRN |
| 31 |
YAHOO INC SR CV ZERO NT 18 |
2,500,000 |
2,476 |
0.24% |
|
PRN |
| 32 |
ALLEGHENY TECHNOLOGIES INC SR CV NT 4.75 22 |
2,500,000 |
3,351 |
0.32% |
|
PRN |
| 33 |
MICRON TECHNOLOGY INC |
1,648,700 |
36,140 |
3.44% |
Put |
|
| 34 |
TWITTER INC |
1,500,000 |
1,407 |
0.13% |
|
PRN |
| 35 |
PNC Financial Services Group Warrants Exp 12/31/18 |
792,555 |
39,346 |
3.75% |
|
|
| 36 |
EASTERLY ACQUISITION CORP |
650,000 |
6,403 |
0.61% |
|
|
| 37 |
ZIONS BANCORPORATION |
648,099 |
7,580 |
0.72% |
|
|
| 38 |
CAPITOL ACQUISITION CORP III |
600,000 |
6,177 |
0.59% |
|
|
| 39 |
GLOBAL PARTNER ACQUISITION C |
600,000 |
6,000 |
0.57% |
|
|
| 40 |
Boulevard Acquisition Corp II |
600,000 |
6,096 |
0.58% |
|
|
| 41 |
RENEWABLE ENERGY GROUP INC |
585,000 |
567 |
0.05% |
|
PRN |
| 42 |
GP INVTS ACQUISITION COR |
524,990 |
5,203 |
0.50% |
|
|
| 43 |
DOUBLE EAGLE ACQUISITION COR |
500,000 |
5,250 |
0.50% |
|
|
| 44 |
Wells Fargo & Co. Warrants Exp 10/28/18 |
446,441 |
9,556 |
0.91% |
|
|
| 45 |
LANDCADIA HLDGS INC |
400,000 |
4,150 |
0.40% |
|
|
| 46 |
KLR ENERGY ACQUISITION CORP |
399,000 |
549 |
0.05% |
|
|
| 47 |
KLR ENERGY ACQUISITION CORP |
399,000 |
4,142 |
0.39% |
|
|
| 48 |
ASSOCIATED BANC CORP |
339,897 |
1,975 |
0.19% |
|
|
| 49 |
EASTERY ACQUISITION CORP |
325,001 |
119 |
0.01% |
|
|
| 50 |
QUINPARIO ACQUISITION CORP 2 |
300,600 |
2,989 |
0.28% |
|
|
