| 1 |
VERISIGN INC JR SB CONV DB 37 |
14,917,000 |
3,261 |
0.14% |
|
PRN |
| 2 |
DEPOMED INC NOTE 2.500 9/0 |
11,440,000 |
2,959 |
0.12% |
|
PRN |
| 3 |
CARRIAGE SVCS INC NOTE 2.750 3/1 |
9,864,000 |
919 |
0.04% |
|
PRN |
| 4 |
MOLINA HEALTHCARE INC |
9,534,000 |
14,061 |
0.58% |
|
PRN |
| 5 |
ATLAS AIR WORLDWIDE HLDGS INC 2.25 06/01/2022 |
9,346,000 |
869 |
0.04% |
|
PRN |
| 6 |
TTM TECHNOLOGIES INC |
8,886,000 |
203 |
0.01% |
|
PRN |
| 7 |
JARDEN CORP |
7,521,000 |
2,482 |
0.10% |
|
PRN |
| 8 |
MICROCHIP TECHNOLOGY INC |
6,445,000 |
3,835 |
0.16% |
|
PRN |
| 9 |
TELEFLEX INC |
6,231,000 |
139 |
0.01% |
|
PRN |
| 10 |
Spirit Realty Capital Inc |
6,200,000 |
4,744 |
0.20% |
|
PRN |
| 11 |
NOVELLUS SYS INC SR NT CV2.625 41 |
6,158,000 |
2,310 |
0.10% |
|
PRN |
| 12 |
ACCURAY INC |
5,800,000 |
7,348 |
0.30% |
|
PRN |
| 13 |
ISIS PHARMACEUTICALS INC DEL SR CONV NT 1 21 |
5,500,000 |
1,854 |
0.08% |
|
PRN |
| 14 |
TESLA INC |
5,100,000 |
3,401 |
0.14% |
|
PRN |
| 15 |
EMERGENT BIOSOLUTIONS INC NOTE 2.875 1/1 |
5,045,000 |
6,234 |
0.26% |
|
PRN |
| 16 |
SHIP FINANCE INTERNATIONAL L |
4,520,000 |
4,464 |
0.19% |
|
PRN |
| 17 |
CEMEX SAB DE CV |
4,000,000 |
3,120 |
0.13% |
|
PRN |
| 18 |
PROSPECT CAPITAL CORPORATION |
3,940,000 |
952 |
0.04% |
|
PRN |
| 19 |
TAL ED GROUP |
3,500,000 |
93 |
0.00% |
|
PRN |
| 20 |
CORE LABORATORIES NV |
3,300,000 |
1,484 |
0.06% |
|
PRN |
| 21 |
INTEGRA LIFESCIENCES HLDGS C |
3,094,000 |
3,970 |
0.16% |
|
PRN |
| 22 |
ENCORE CAP GROUP INC |
3,000,000 |
1,908 |
0.08% |
|
PRN |
| 23 |
TRINA SOLAR LIMITED |
2,950,000 |
1,625 |
0.07% |
|
PRN |
| 24 |
Hologic, Inc. |
2,500,000 |
4,200 |
0.17% |
|
PRN |
| 25 |
J2 GLOBAL INC SR CV NT 3.25 29 |
2,500,000 |
2,967 |
0.12% |
|
PRN |
| 26 |
ILLUMINA INC |
2,233,000 |
5,130 |
0.21% |
|
PRN |
| 27 |
ALLSCRIPTS HEALTHCARE SOLUTN |
2,000,000 |
1,790 |
0.07% |
|
PRN |
| 28 |
ISHARES TR |
2,000,000 |
64,380 |
2.67% |
Call |
|
| 29 |
LIBERTY MEDIA CORP DELAWARE |
1,814,000 |
1,501 |
0.06% |
|
PRN |
| 30 |
SALESFORCE COM INC SR CV NT 0.25 18 |
1,800,000 |
2,124 |
0.09% |
|
PRN |
| 31 |
HERBALIFE LTD |
1,700,000 |
1,057 |
0.04% |
|
PRN |
| 32 |
COWEN GROUP INC NEW |
1,690,000 |
1,214 |
0.05% |
|
PRN |
| 33 |
ISHARES TR |
1,526,804 |
171,949 |
7.13% |
|
|
| 34 |
SPECTRANETICS CORP |
1,500,000 |
721 |
0.03% |
|
PRN |
| 35 |
SPIRIT RLTY CAP INC NEW |
1,250,000 |
956 |
0.04% |
|
PRN |
| 36 |
RENEWABLE ENERGY GROUP INC |
1,172,000 |
70 |
0.00% |
|
PRN |
| 37 |
ENCANA CORP |
1,099,658 |
5,597 |
0.23% |
|
|
| 38 |
TRINA SOLAR LTD |
1,000,000 |
551 |
0.02% |
|
PRN |
| 39 |
ELECTRONICS FOR IMAGING INC |
901,000 |
799 |
0.03% |
|
PRN |
| 40 |
ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF |
896,000 |
72,200 |
3.00% |
Call |
|
| 41 |
COPART INC |
889,517 |
33,811 |
1.40% |
|
|
| 42 |
SPDR S&P 500 ETF TR |
888,500 |
181,138 |
7.52% |
Put |
|
| 43 |
AMTRUST FINL SVCS INC |
850,000 |
2,045 |
0.08% |
|
PRN |
| 44 |
EZCORP INC |
835,000 |
259 |
0.01% |
|
PRN |
| 45 |
GOLD FIELDS LTD NEW |
750,000 |
2,078 |
0.09% |
|
|
| 46 |
New York REIT Inc |
653,709 |
7,518 |
0.31% |
|
|
| 47 |
SYNCHRONY FINL |
649,572 |
19,753 |
0.82% |
|
|
| 48 |
AMERICAN HOMES 4 RENT CL A |
644,522 |
10,738 |
0.45% |
|
|
| 49 |
ISHARES INC |
580,000 |
28,809 |
1.20% |
Put |
|
| 50 |
PROSPECT CAPITAL CORPORATION |
576,000 |
321 |
0.01% |
|
PRN |
