MICROCHIP TECHNOLOGY INC - SDCV 2.125%12/1

Q1 2015 13F Holders as of 3/31/2015

Type / Class: Debt / SDCV 2.125%12/1
Number of holders: 38
Total Principal: 366M
Shares change: -558M
Total reported value, excl. options: $730M
Value change: -$1.02B
Put/Call ratio: 0
Number of buys: 12
Number of sells: -29
Price: $1.96

Investor	Weight %	Change %	Value $	* Price $	Principal	Share Change	Activity	Report Period
CNH PARTNERS LLC	2.71%		$211M	1.96	108M			3/31/2015
Citadel Advisors LLC	0.11%	+0.11%	$73.6M	1.96	37.6M	+37.6M	NEW	3/31/2015
Daiwa Securities Group Inc.	0.49%	+0.03%	$73.3M	1.95	37.5M	+2.5M	+7.14%	3/31/2015
JD CAPITAL MANAGEMENT LLC	65.2%	+9.77%	$58.6M	1.95	30M	+4.5M	+17.6%	3/31/2015
DEUTSCHE BANK AG\	0.03%	+0%	$40.8M	1.95	20.9M	+2.6M	+14.2%	3/31/2015
ROYAL BANK OF CANADA	0.02%		$32M	1.96	16.3M			3/31/2015
FMR LLC	0%	0%	$30M	1.95	15.4M	-240K	-1.54%	3/31/2015
QVT Financial LP	2.06%	-3.57%	$28M	1.96	14.3M	-24.7M	-63.4%	3/31/2015
WELLS FARGO & COMPANY/MN	0.01%	+0.01%	$26.2M	1.95	13.4M	+9.98M	+289.5%	3/31/2015
JPMORGAN CHASE & CO	0.01%	0%	$25.4M	1.95	13M	-1.75M	-11.9%	3/31/2015
BASSO CAPITAL MANAGEMENT, L.P.	3.48%	-4.56%	$23.2M	1.95	11.9M	-15.6M	-56.7%	3/31/2015
SCOTIA CAPITAL INC.	0.34%	+0.18%	$13M	1.95	6.67M	+3.5M	+110.4%	3/31/2015
Magnetar Financial LLC	0.24%	-1.59%	$11M	1.95	5.63M	-34.4M	-85.9%	3/31/2015
OZ Management LP	0.04%	-0.72%	$10.8M	1.96	5.5M	-92.5M	-94.4%	3/31/2015
ADAGE CAPITAL PARTNERS GP LLC	0.02%		$9.77M	1.95	5M			3/31/2015
ELLIOTT MANAGEMENT CORP	0.14%	-0.04%	$9.79M	1.96	5M	-1.5M	-23.1%	3/31/2015
Castle Creek Arbitrage, LLC	0.5%	-6.99%	$8.77M	1.95	4.49M	-62.8M	-93.3%	3/31/2015
AXA	0.02%		$4.89M	1.95	2.5M			3/31/2015
CALAMOS ADVISORS LLC	0.03%	-0.18%	$4.12M	1.96	2.1M	-14.8M	-87.6%	3/31/2015
MACKAY SHIELDS LLC	0.2%	-2.05%	$3.79M	1.95	1.94M	-19.8M	-91.1%	3/31/2015
PALISADE CAPITAL MANAGEMENT LLC/NJ	0.08%	-0.22%	$3.25M	1.96	1.66M	-4.5M	-73%	3/31/2015
LORD, ABBETT & CO. LLC	0.01%	0%	$2.88M	1.96	1.47M	-28K	-1.87%	3/31/2015
SSI INVESTMENT MANAGEMENT INC	0.24%	+0.24%	$2.58M	1.96	1.32M	+1.32M	NEW	3/31/2015
Allianz Asset Management AG	0%	+0%	$2.55M	1.96	1.3M	+300K	+30%	3/31/2015
MANAGED ACCOUNT ADVISORS LLC	0%	0%	$1.63M	1.95	835K	-112K	-11.8%	3/31/2015
MIZUHO SECURITIES USA INC.	0.21%		$1.54M	1.96	789K			3/31/2015
AGF INVESTMENTS INC.	0.01%	+0%	$1.15M	1.96	587K	+87K	+17.4%	3/31/2015
ADVENT CAPITAL MANAGEMENT /DE/	0.01%	-0.39%	$661K	1.96	338K	-13.9M	-97.6%	3/31/2015
Mitsubishi UFJ Securities International PLC	0.53%	-7.37%	$657K	1.96	336K	-4.66M	-93.3%	3/31/2015
ACUITY INVESTMENT MANAGEMENT INC	0.8%		$567K	1.96	290K			3/31/2015
GOLDMAN SACHS GROUP INC	0%	0%	$446K	1.96	228K	-3.14M	-93.2%	3/31/2015
Ionic Capital Management LLC	0.01%		$195K	1.95	100K			3/31/2015
Calamos Wealth Management LLC	0.03%	+0.03%	$120K	1.97	61K	+61K	NEW	3/31/2015
CITIGROUP INC	0%	-0.21%	$61K	1.97	31K	-55M	-99.9%	3/31/2015
BTG Pactual Global Asset Management Ltd	0%	+0%	$13.7K	1.96	7K	+7K	NEW	3/31/2015
BARCLAYS PLC		+0%	$12K	2.00	6K	+6K	NEW	3/31/2015
UBS Group AG			$6K	2.00	3K			3/31/2015
BANK OF AMERICA CORP /DE/			$4K	2.00	2K			3/31/2015
TD Securities (USA) LLC		-0.06%	$0		0	-2.5M	-100%	3/31/2015
Brown Advisory Securities, LLC		-0.01%	$0		0	-10K	-100%	3/31/2015
BlueMountain Capital Management, LLC		-0.54%	$0		0	-10M	-100%	3/31/2015
SSI INVESTMENT MANAGEMENT INC		-1.05%	$0		0	-5.77M	-100%	3/31/2015
HIGHBRIDGE CAPITAL MANAGEMENT LLC		-0.96%	$0		0	-36.1M	-100%	3/31/2015
BNP PARIBAS ARBITRAGE, SA		-0.08%	$0		0	-12.4M	-100%	3/31/2015
SUSQUEHANNA INTERNATIONAL GROUP, LLP		-0.15%	$0		0	-39M	-100%	3/31/2015
AQR CAPITAL MANAGEMENT LLC		-0.46%	$0		0	-124M	-100%	3/31/2015
SEI Investments Co		-0.08%	$0		0	-5.16M	-100%	3/31/2015
Weiss Asset Management LP		-18.1%	$0		0	-25M	-100%	3/31/2015
CAPSTONE INVESTMENT ADVISORS, LLC		-0.79%	$0		0	-12.5M	-100%	3/31/2015
AMERICAN CENTURY COMPANIES INC		-0.12%	$0		0	-61.8M	-100%	3/31/2015

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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.