Citrix Sys Note 0.500% 4/1 (Principal)
|
10.3 |
$155M |
|
146M |
1.06 |
Priceline Grp Note 0.350% 6/1 (Principal)
|
9.2 |
$139M |
|
118M |
1.18 |
Intel Corporation Call Option
(INTC)
|
6.6 |
$100M |
|
3.3M |
30.14 |
Nvidia Corp Note 1.000%12/0 (Principal)
|
5.3 |
$79M |
|
60M |
1.32 |
Illumina Note 6/1 (Principal)
|
4.6 |
$69M |
|
63M |
1.10 |
Akamai Technologies DBCV 2/1 (Principal)
|
4.0 |
$61M |
|
58M |
1.06 |
Salesforce Note 0.250% 4/0 (Principal)
|
3.8 |
$58M |
|
47M |
1.23 |
Yahoo Note 12/0 (Principal)
|
3.5 |
$53M |
|
54M |
0.97 |
Illumina Note 0.500% 6/1
|
3.4 |
$51M |
|
43M |
1.18 |
Disney Walt Com Disney Call Option
(DIS)
|
3.3 |
$50M |
|
488k |
102.20 |
Jazz Investments I Note 1.875% 8/1 (Principal)
|
3.1 |
$46M |
|
46M |
1.01 |
Hologic Debt 2.000% 3/0 (Principal)
|
2.5 |
$38M |
|
28M |
1.36 |
Liberty Media Corp Delaware Note 1.375%10/1 (Principal)
|
2.3 |
$35M |
|
36M |
0.96 |
Ares Cap Corp Note 4.750% 1/1 (Principal)
|
2.1 |
$32M |
|
31M |
1.03 |
Hologic FRNT 12/1 (Principal)
|
2.0 |
$31M |
|
24M |
1.28 |
Sandisk Corp Note 1.500% 8/1 (Principal)
|
2.0 |
$31M |
|
25M |
1.25 |
Jds Uniphase Corp DBCV 0.625% 8/1
|
1.9 |
$29M |
|
31M |
0.94 |
Servicenow Note 11/0 (Principal)
|
1.8 |
$27M |
|
23M |
1.14 |
Rpm Intl Note 2.250%12/1 (Principal)
|
1.8 |
$26M |
|
24M |
1.11 |
Prospect Capital Corporation Note 4.750% 4/1 (Principal)
|
1.7 |
$25M |
|
28M |
0.90 |
Starwood Ppty Tr Note 4.550% 3/0
|
1.6 |
$24M |
|
23M |
1.03 |
Ares Cap Corp Note 4.375% 1/1 (Principal)
|
1.5 |
$23M |
|
23M |
1.03 |
Criteo S A Spons Ads
(CRTO)
|
1.5 |
$23M |
|
600k |
37.73 |
Jarden Corp Note 1.125% 3/1 (Principal)
|
1.4 |
$21M |
|
18M |
1.15 |
Amgen Call Option
(AMGN)
|
1.3 |
$19M |
|
137k |
138.32 |
Starwood Ppty Tr Note 3.750%10/1 (Principal)
|
1.2 |
$18M |
|
18M |
1.00 |
Prospect Capital Corporation Note 5.875% 1/1
|
1.2 |
$18M |
|
19M |
0.97 |
Ares Cap Corp Note 4.875% 3/1 (Principal)
|
1.2 |
$18M |
|
17M |
1.03 |
Old Rep Intl Corp Note 3.750% 3/1 (Principal)
|
1.1 |
$17M |
|
15M |
1.16 |
Lam Research Corp Note 1.250% 5/1 (Principal)
|
1.1 |
$16M |
|
13M |
1.26 |
Cemex Sab De Cv Note 3.750% 3/1
|
0.9 |
$14M |
|
13M |
1.04 |
Spirit Rlty Cap Note 2.875% 5/1 (Principal)
|
0.9 |
$14M |
|
14M |
0.94 |
Priceline Grp Note 1.000% 3/1 (Principal)
|
0.9 |
$13M |
|
9.5M |
1.41 |
Macquarie Infrastructure Cor Note 2.875% 7/1 (Principal)
|
0.9 |
$13M |
|
12M |
1.14 |
Jarden Corp Note 1.500% 6/1 (Principal)
|
0.9 |
$13M |
|
9.6M |
1.35 |
Spirit Rlty Cap Note 3.750% 5/1 (Principal)
|
0.8 |
$13M |
|
14M |
0.92 |
Starwood Ppty Tr Note 4.000% 1/1
|
0.6 |
$8.5M |
|
8.2M |
1.04 |
Micron Technology Note 3.000%11/1 (Principal)
|
0.5 |
$6.9M |
|
8.2M |
0.84 |
Jefferies Group DBCV 3.875%11/0 (Principal)
|
0.4 |
$6.0M |
|
5.9M |
1.02 |
Nuance Communications Note 2.750%11/0 (Principal)
|
0.3 |
$5.2M |
|
5.1M |
1.01 |
Starbucks Corporation Call Option
(SBUX)
|
0.3 |
$4.5M |
|
79k |
56.84 |
Chesapeake Energy Corp Note 2.500% 5/1 (Principal)
|
0.3 |
$3.9M |
|
4.5M |
0.87 |
Ares Cap Corp Note 5.125% 6/0
|
0.3 |
$3.9M |
|
3.8M |
1.02 |
Sina Corp Note 1.000%12/0 (Principal)
|
0.2 |
$3.3M |
|
3.5M |
0.95 |
National Health Invs Note 3.250% 4/0 (Principal)
|
0.2 |
$2.6M |
|
2.6M |
0.98 |
Abbvie Call Option
(ABBV)
|
0.2 |
$2.3M |
|
43k |
54.42 |
Intel Corp SDCV 3.250% 8/0 (Principal)
|
0.1 |
$2.2M |
|
1.5M |
1.52 |
Qihoo 360 Technology Note 0.500% 8/1 (Principal)
|
0.1 |
$1.7M |
|
2.0M |
0.87 |
Schlumberger
(SLB)
|
0.1 |
$1.7M |
|
24k |
68.96 |
Fifth Str Fin Corp Note 5.375% 4/0
|
0.1 |
$1.5M |
|
1.5M |
1.02 |
Halliburton Company
(HAL)
|
0.1 |
$1.5M |
|
43k |
35.35 |
Noble Energy
|
0.1 |
$1.5M |
|
50k |
30.17 |
ConocoPhillips
(COP)
|
0.1 |
$1.5M |
|
31k |
47.95 |
Ryland Group Note 0.250% 6/0 (Principal)
|
0.1 |
$1.5M |
|
1.6M |
0.93 |
Lyondellbasell Industries N Shs - A -
(LYB)
|
0.1 |
$1.3M |
|
16k |
83.38 |
Anadarko Petroleum Corporation
|
0.1 |
$1.3M |
|
21k |
60.38 |
Hess
(HES)
|
0.1 |
$1.2M |
|
25k |
50.07 |
Marathon Oil Corporation
(MRO)
|
0.1 |
$1.2M |
|
80k |
15.40 |
EOG Resources
(EOG)
|
0.1 |
$1.2M |
|
17k |
72.81 |
Arvinmeritor FRNT 4.000% 2/1
|
0.1 |
$1.2M |
|
1.2M |
0.99 |
Time Warner Com New Call Option
|
0.1 |
$1.2M |
|
17k |
68.76 |
Prospect Capital Corporation Note 5.375%10/1
|
0.1 |
$1.1M |
|
1.1M |
1.03 |
Homeaway Note 0.125% 4/0 (Principal)
|
0.1 |
$1.1M |
|
1.2M |
0.93 |
Intel Corp SDCV 12/1 (Principal)
|
0.1 |
$1.1M |
|
900k |
1.23 |
Devon Energy Corporation
(DVN)
|
0.1 |
$1.1M |
|
29k |
37.11 |
Concho Resources
|
0.1 |
$1.1M |
|
11k |
98.26 |
Ares Cap Corp Note 5.750% 2/0
|
0.1 |
$1.0M |
|
1.0M |
1.01 |
EQT Corporation
(EQT)
|
0.1 |
$986k |
|
15k |
64.74 |
Carrizo Oil & Gas
|
0.1 |
$901k |
|
30k |
30.55 |
Continental Resources
|
0.1 |
$874k |
|
30k |
28.98 |
Tivo Note 2.000%10/0 (Principal)
|
0.1 |
$871k |
|
1.0M |
0.87 |
Valero Energy Corporation
(VLO)
|
0.1 |
$868k |
|
15k |
60.07 |
Sandisk Corp Note 0.500%10/1 (Principal)
|
0.1 |
$862k |
|
890k |
0.97 |
Pdc Energy
|
0.1 |
$859k |
|
16k |
53.02 |
Synergy Res Corp
|
0.1 |
$859k |
|
88k |
9.80 |
Qihoo 360 Technology Note 1.750% 8/1 (Principal)
|
0.1 |
$830k |
|
1.0M |
0.83 |
Cimarex Energy
|
0.1 |
$815k |
|
8.0k |
102.52 |
Diamondback Energy
(FANG)
|
0.1 |
$808k |
|
13k |
64.60 |
Live Nation Entertainment In DBCV 2.500% 5/1 (Principal)
|
0.1 |
$801k |
|
750k |
1.07 |
Gulfport Energy Corp Com New
|
0.1 |
$771k |
|
26k |
29.67 |
InterOil Corporation
|
0.1 |
$768k |
|
23k |
33.73 |
Cabot Oil & Gas Corporation
(CTRA)
|
0.0 |
$747k |
|
34k |
21.87 |
Helmerich & Payne
(HP)
|
0.0 |
$743k |
|
16k |
47.27 |
Crescent Point Energy Trust
(CPG)
|
0.0 |
$729k |
|
64k |
11.48 |
Precision Drilling Corp Com 2010
|
0.0 |
$706k |
|
190k |
3.71 |
Methanex Corp
(MEOH)
|
0.0 |
$686k |
|
21k |
33.22 |
Southwestern Energy Company
(SWN)
|
0.0 |
$641k |
|
51k |
12.68 |
Quanta Services
(PWR)
|
0.0 |
$641k |
|
27k |
24.23 |
Flowserve Corporation
(FLS)
|
0.0 |
$627k |
|
15k |
41.16 |
Whiting Petroleum Corporation
|
0.0 |
$545k |
|
36k |
15.27 |
Us Silica Hldgs
(SLCA)
|
0.0 |
$536k |
|
38k |
14.08 |
Advantage Oil & Gas
|
0.0 |
$390k |
|
75k |
5.23 |
Targa Res Corp
(TRGP)
|
0.0 |
$255k |
|
5.0k |
51.52 |
On Semiconductor Corp Note 2.625%12/1 (Principal)
|
0.0 |
$222k |
|
200k |
1.11 |