CTRIP COM INTL LTD - NOTE 1.250%10/1

Q3 2017 13F Holders as of 9/30/2017

Type / Class: Debt / NOTE 1.250%10/1
Number of holders: 34
Total Principal: 392M
Shares change: -6.59M
Total reported value, excl. options: $542M
Value change: -$10.3M
Put/Call ratio: 0
Number of buys: 13
Number of sells: -16
Price: $1.38

Investor	Weight %	Change %	Value $	* Price $	Principal	Share Change	Activity	Report Period
ARISTEIA CAPITAL LLC	5.01%	+0.53%	$124M	1.38	89.5M	+9.5M	+11.9%	9/30/2017
CITADEL ADVISORS LLC	0.1%	-0.03%	$65.2M	1.38	47.2M	-15.5M	-24.7%	9/30/2017
SUSQUEHANNA INTERNATIONAL GROUP, LLP	0.16%	-0.02%	$42.1M	1.38	30.5M	-2.5M	-7.58%	9/30/2017
CSS LLC/IL	2.4%	+0.87%	$39.1M	1.38	28.3M	+10.3M	+57.2%	9/30/2017
Whitebox Advisors LLC	2.14%		$34.5M	1.38	25M			9/30/2017
FRANKLIN RESOURCES INC	0.01%		$28.4M	1.38	20.6M			9/30/2017
NINE MASTS CAPITAL Ltd	4.19%		$27.7M	1.38	20M			9/30/2017
JPMORGAN CHASE & CO	0.01%	+0%	$27.3M	1.38	19.8M	+8.31M	+72.7%	9/30/2017
DEUTSCHE BANK AG\	0.02%	+0%	$27.3M	1.38	19.7M	+3.33M	+20.3%	9/30/2017
BlueCrest Capital Management Ltd	0.73%	-0.07%	$15.9M	1.39	11.4M	-1.1M	-8.77%	9/30/2017
Castle Creek Arbitrage, LLC	1.53%		$15.2M	1.38	11M			9/30/2017
Polar Asset Management Partners Inc.	0.35%	+0.27%	$13.8M	1.38	10M	+7.5M	+300%	9/30/2017
GEODE CAPITAL MANAGEMENT, LLC	0%		$10.4M	1.38	7.5M			9/30/2017
BASSO CAPITAL MANAGEMENT, L.P.	1.25%	+0.45%	$9.68M	1.38	7M	+2.5M	+55.6%	9/30/2017
STATE STREET CORP	0%	+0%	$9.42M	1.39	6.79M	+6.79M	NEW	9/30/2017
TENOR CAPITAL MANAGEMENT Co., L.P.	0.54%		$6.95M	1.39	5M			9/30/2017
Jefferies Group LLC	0.15%	+0.08%	$6.34M	1.38	4.58M	+2.51M	+121%	9/30/2017
Hutchin Hill Capital, LP	0.24%	-0.12%	$5.67M	1.38	4.1M	-2M	-32.8%	9/30/2017
OZ MANAGEMENT LP	0.06%	+0.02%	$5.39M	1.38	3.9M	+1.4M	+56%	9/30/2017
UBS Group AG	0%		$5.16M	1.38	3.74M			9/30/2017
Verition Fund Management LLC	0.48%		$5.12M	1.38	3.7M			9/30/2017
ONTARIO TEACHERS PENSION PLAN BOARD	0.06%		$4.84M	1.38	3.5M			9/30/2017
BANK OF AMERICA CORP /DE/	0%	0%	$4.53M	1.38	3.28M	-3.67M	-52.7%	9/30/2017
GOLDMAN SACHS GROUP INC	0%	+0%	$1.63M	1.38	1.18M	+1.18M	NEW	9/30/2017
BARCLAYS PLC	0%	+0%	$1.55M	1.38	1.12M	+1.12M	NEW	9/30/2017
MIZUHO SECURITIES USA LLC	0.07%	+0.07%	$1.38M	1.38	1M	+1M	NEW	9/30/2017
CAPSTONE INVESTMENT ADVISORS, LLC	0.09%	+0.09%	$1.38M	1.38	1M	+1M	NEW	9/30/2017
BNP PARIBAS ARBITRAGE, SA	0%		$828K	1.38	600K			9/30/2017
Bank of New York Mellon Corp	0%		$744K	1.39	535K			9/30/2017
DZ BANK AG Deutsche Zentral Genossenschafts Bank, Frankfurt am Main	0%		$693K	1.39	500K			9/30/2017
ADVENT CAPITAL MANAGEMENT /DE/	0%		$193K	1.44	134K			9/30/2017
ARROWGRASS CAPITAL PARTNERS (US) LP	0%		$44.4K	1.35	33K			9/30/2017
MORGAN STANLEY			$30K	1.36	22K			9/30/2017
STIFEL FINANCIAL CORP	0%		$28K	1.40	20K			9/30/2017
Ionic Capital Management LLC		-1.04%	$0		0	-4.35M	-100%	9/30/2017
CAPSTONE INVESTMENT ADVISORS, LLC		-0.5%	$0		0	-7.5M	-100%	9/30/2017
EQUITEC SPECIALISTS, LLC		-0.23%	$0		0	-1M	-100%	9/30/2017
PERISCOPE CAPITAL INC.		-0.53%	$0		0	-1M	-100%	9/30/2017
Natixis Asset Management		0%	$0		0	-435	-100%	9/30/2017
Paloma Partners Management Co		-0.49%	$0		0	-13M	-100%	9/30/2017
CITIGROUP INC		-0.02%	$0		0	-6M	-100%	9/30/2017
RWC Asset Management LLP		-0.16%	$0		0	-2M	-100%	9/30/2017
CQS Cayman LP		-0.04%	$0		0	-400K	-100%	9/30/2017
Man Investments (CH) AG		-0.91%	$0		0	-1M	-100%	9/30/2017
Central Asset Investments & Management Holdings (HK) Ltd		-2.33%	$0		0	-2M	-100%	9/30/2017
NORTHERN TRUST CORP			$54.7M	138.06^*	396K			9/30/2017

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* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.