| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES TR | 331,853 | 41,266,000 | 3.91% | ||
| 2 | ISHARES TR | 235,307 | 40,736,000 | 3.86% | ||
| 3 | GILEAD SCIENCES | 6,200,000 | 26,710,000 | 2.53% | PRN | |
| 4 | POWERSHS DB MULTI SECT COMM | 1,160,306 | 25,689,000 | 2.43% | ||
| 5 | MYLAN INC | 5,500,000 | 24,451,000 | 2.31% | PRN | |
| 6 | Macquarie Infrastructure Corp | 20,600,000 | 24,398,000 | 2.31% | PRN | |
| 7 | ANTHEM INC | 11,800,000 | 24,374,000 | 2.31% | PRN | |
| 8 | PRICELINE GRP INC SR CONV NT 1 18 | 18,200,000 | 24,286,000 | 2.30% | PRN | |
| 9 | ISHARES TR | 326,488 | 20,951,000 | 1.98% | ||
| 10 | INTEL CORP JR SB CONV DB 39 | 13,000,000 | 20,524,000 | 1.94% | PRN | |
| 11 | LAM RESEARCH CORP | 16,000,000 | 19,230,000 | 1.82% | PRN | |
| 12 | UNITED TECHNOLOGIES CORP | 300,000 | 18,462,000 | 1.75% | PRN | |
| 13 | Stanley Black & Decker Inc Corp Unit | 137,000 | 18,402,000 | 1.74% | PRN | |
| 14 | RPM INTL INC SR GLBL CV NT 20 | 14,000,000 | 16,503,000 | 1.56% | PRN | |
| 15 | GREEN PLAINS INC | 10,900,000 | 16,255,000 | 1.54% | PRN | |
| 16 | LABORATORY CORP AMER HLDGS NOTE 9/1 | 9,350,000 | 15,790,000 | 1.49% | PRN | |
| 17 | ARES CAP CORP | 15,300,000 | 15,788,000 | 1.49% | PRN | |
| 18 | ROPER TECHNOLOGIES INC | 7,100,000 | 15,478,000 | 1.47% | PRN | |
| 19 | ENERSYS | 9,250,000 | 14,846,000 | 1.41% | PRN | |
| 20 | NXP SEMICONDUCTOR NV 1.000% 12/01/19 SR:144A CVT | 12,000,000 | 14,295,000 | 1.35% | PRN | |
| 21 | Mentor Graphics Corp | 11,350,000 | 14,159,000 | 1.34% | PRN | |
| 22 | Dominion Resources Inc/VA | 285,000 | 13,999,000 | 1.33% | PRN | |
| 23 | WESCO INTL INC | 5,496,000 | 13,579,000 | 1.29% | PRN | |
| 24 | XILINX INC SR NT CV2.625 17 | 9,000,000 | 13,320,000 | 1.26% | PRN | |
| 25 | LENNAR CORP | 5,500,000 | 12,798,000 | 1.21% | PRN | |
| 26 | SANDISK CORP | 9,300,000 | 12,665,000 | 1.20% | PRN | |
| 27 | J2 GLOBAL INC SR CV NT 3.25 29 | 11,000,000 | 12,664,000 | 1.20% | PRN | |
| 28 | JARDEN CORP | 10,500,000 | 12,469,000 | 1.18% | PRN | |
| 29 | SPECTRANETICS CORP | 9,500,000 | 12,297,000 | 1.16% | PRN | |
| 30 | BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 | 8,000,000 | 12,115,000 | 1.15% | PRN | |
| 31 | KeyCorp NEW | 92,000 | 11,903,000 | 1.13% | PRN | |
| 32 | VECTOR GROUP LTD | 11,000,000 | 11,784,000 | 1.12% | PRN | |
| 33 | ON SEMICONDUCTOR CORP | 9,200,000 | 11,776,000 | 1.11% | PRN | |
| 34 | MGIC INVT CORP WIS SR CONV NT 2 20 | 7,900,000 | 11,598,000 | 1.10% | PRN | |
| 35 | ISHARES TR | 288,955 | 11,596,000 | 1.10% | ||
| 36 | DEALERTRACK TECHNOLOGIES INC | 9,600,000 | 11,388,000 | 1.08% | PRN | |
| 37 | VERINT SYS INC 1.5 06/01/2021 | 9,500,000 | 11,056,000 | 1.05% | PRN | |
| 38 | AIRTRAN HLDGS INC NOTE 5.250%11/0 | 3,600,000 | 10,879,000 | 1.03% | PRN | |
| 39 | DEPOMED INC NOTE 2.500 9/0 | 8,000,000 | 10,575,000 | 1.00% | PRN | |
| 40 | TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 | 8,000,000 | 10,525,000 | 1.00% | PRN | |
| 41 | BOTTOMLINE TECH DEL INC SR CONV NT1.5 17 | 9,500,000 | 10,492,000 | 0.99% | PRN | |
| 42 | WABASH NATL CORP SR NT CV3.375 18 | 7,700,000 | 10,453,000 | 0.99% | PRN | |
| 43 | CHESAPEAKE ENERGY CORP | 10,400,000 | 10,426,000 | 0.99% | PRN | |
| 44 | STARWOOD PPTY TR INC SR CV NT 3.75 17 | 10,000,000 | 10,425,000 | 0.99% | PRN | |
| 45 | SEACOR HOLDINGS INC | 11,900,000 | 10,331,000 | 0.98% | PRN | |
| 46 | BRISTOW GROUP INC | 10,100,000 | 10,125,000 | 0.96% | PRN | |
| 47 | POWERSHS DB MULTI SECT COMM | 747,284 | 10,081,000 | 0.95% | ||
| 48 | BROOKDALE SR LIVING INC | 6,900,000 | 9,582,000 | 0.91% | PRN | |
| 49 | NVIDIA CORP SR CONV NT 1 18 | 8,000,000 | 9,430,000 | 0.89% | PRN | |
| 50 | EMERGENT BIOSOLUTIONS INC NOTE 2.875 1/1 | 8,000,000 | 9,245,000 | 0.88% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000728572-15-000006, filed 2015.05.05).
From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.
