| 1 |
CHUBB LIMITED |
200 |
0 |
0.00% |
Put |
|
| 2 |
CHART INDS INC SR SB GLBL CV 18 |
11,000 |
11,000 |
0.00% |
|
PRN |
| 3 |
AIR LEASE CORP SR CV NT3.875 18 |
10,000 |
12,000 |
0.00% |
|
PRN |
| 4 |
TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 |
11,000 |
13,000 |
0.00% |
|
PRN |
| 5 |
HOLOGIC INC SR STEP CV NT 42 |
11,000 |
14,000 |
0.00% |
|
PRN |
| 6 |
WABASH NATL CORP SR NT CV3.375 18 |
11,000 |
14,000 |
0.00% |
|
PRN |
| 7 |
MOLINA HEALTHCARE INC |
13,000 |
15,000 |
0.00% |
|
PRN |
| 8 |
NEWPARK RES INC SR NT CV 4 17 |
15,000 |
15,000 |
0.00% |
|
PRN |
| 9 |
SALESFORCE COM INC SR CV NT 0.25 18 |
14,000 |
16,000 |
0.00% |
|
PRN |
| 10 |
VERINT SYS INC 1.5 06/01/2021 |
16,000 |
16,000 |
0.00% |
|
PRN |
| 11 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
15,000 |
17,000 |
0.00% |
|
PRN |
| 12 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
17,000 |
17,000 |
0.00% |
|
PRN |
| 13 |
LIBERTY MEDIA CORP DELAWARE |
17,000 |
17,000 |
0.00% |
|
PRN |
| 14 |
CEL SCI CORP |
57,300 |
17,000 |
0.00% |
|
|
| 15 |
PROOFPOINT INC SR CV BD 0.75 20 |
15,000 |
17,000 |
0.00% |
|
PRN |
| 16 |
ATLAS AIR WORLDWIDE HLDGS INC 2.25 06/01/2022 |
17,000 |
17,000 |
0.00% |
|
PRN |
| 17 |
MEDIDATA SOLUTIONS INC 1 08/01/2018 |
15,000 |
17,000 |
0.00% |
|
PRN |
| 18 |
SERVICENOW INC |
14,000 |
17,000 |
0.00% |
|
PRN |
| 19 |
ILLUMINA INC SR CONV NT0.5 21 |
17,000 |
18,000 |
0.01% |
|
PRN |
| 20 |
LAM RESEARCH CORP SR NT CV 1.25 18 |
11,000 |
19,000 |
0.01% |
|
PRN |
| 21 |
Macquarie Infrastructure Corp |
17,000 |
19,000 |
0.01% |
|
PRN |
| 22 |
WEATHERFORD INTL LTD |
17,000 |
19,000 |
0.01% |
|
PRN |
| 23 |
ON SEMICONDUCTOR CORP |
17,000 |
19,000 |
0.01% |
|
PRN |
| 24 |
Red Hat Inc |
15,000 |
20,000 |
0.01% |
|
PRN |
| 25 |
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 |
15,000 |
20,000 |
0.01% |
|
PRN |
| 26 |
XILINX INC SR NT CV2.625 17 |
11,000 |
21,000 |
0.01% |
|
PRN |
| 27 |
HELIX ENERGY SOLUTIONS GRP INC SR GLBL CV NT 32 |
22,000 |
21,000 |
0.01% |
|
PRN |
| 28 |
XPO LOGISTICS INC |
10,000 |
22,000 |
0.01% |
|
PRN |
| 29 |
DEPOMED INC NOTE 2.500 9/0 |
15,000 |
22,000 |
0.01% |
|
PRN |
| 30 |
DANAHER CORP DEL LYON 01/21 |
10,000 |
30,000 |
0.01% |
|
PRN |
| 31 |
CONNECTURE INC |
21,111 |
40,000 |
0.01% |
|
|
| 32 |
TELEFLEX INC |
18,000 |
48,000 |
0.01% |
|
PRN |
| 33 |
SIRIUS XM HOLDINGS INC |
14,500 |
60,000 |
0.02% |
|
|
| 34 |
ECLIPSE RES CORP COM |
20,000 |
66,000 |
0.02% |
|
|
| 35 |
FIAT CHRYSLER AUTOMOBILES N |
12,500 |
80,000 |
0.02% |
|
|
| 36 |
NYMOX PHARMACEUTICAL CORP |
28,000 |
91,000 |
0.03% |
|
|
| 37 |
RITE AID CORP |
11,760 |
91,000 |
0.03% |
|
|
| 38 |
EATON VANCE TAX-MANAGED GLOBAL COM |
12,340 |
106,000 |
0.03% |
|
|
| 39 |
EATON VANCE TAX MANAGED DIVE |
10,245 |
110,000 |
0.03% |
|
|
| 40 |
OASIS PETE INC NEW |
10,000 |
115,000 |
0.03% |
|
|
| 41 |
ANNALY CAP MGMT INC |
10,903 |
116,000 |
0.03% |
|
|
| 42 |
COBALT INTL ENERGY INC |
100,000 |
124,000 |
0.04% |
|
|
| 43 |
HAMILTON BANCORP INC MD |
10,000 |
136,000 |
0.04% |
|
|
| 44 |
GAMCO GLOBAL GOLD NAT RES & |
21,440 |
137,000 |
0.04% |
|
|
| 45 |
WISDOMTREE INVTS INC |
15,050 |
153,000 |
0.04% |
|
|
| 46 |
FIFTH STREET FINANCE CORP |
28,200 |
165,000 |
0.05% |
|
|
| 47 |
SALIENT MIDSTREAM & MLP FD SH BEN INT |
13,830 |
175,000 |
0.05% |
|
|
| 48 |
NUVEEN MARYLAND QLT MUN INCORPORATED FD |
13,618 |
189,000 |
0.06% |
|
|
| 49 |
VANGUARD WORLD FD |
1,514 |
200,000 |
0.06% |
|
|
| 50 |
EDWARDS LIFESCIENCES CORP |
1,692 |
203,000 |
0.06% |
|
|
