| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JARDEN CORP SR | 10,500,000 | 122,259,000 | 10.60% | PRN | |
| 2 | ISHARES TR | 331,853 | 41,435,000 | 3.59% | ||
| 3 | ISHARES TR | 235,307 | 40,075,000 | 3.47% | ||
| 4 | GILEAD SCIENCES | 6,200,000 | 31,969,000 | 2.77% | PRN | |
| 5 | SPDR GOLD TR | 262,159 | 29,459,000 | 2.55% | ||
| 6 | POWERSHARES DB AGRICULTURE FUND | 1,080,815 | 25,237,000 | 2.19% | ||
| 7 | Macquarie Infrastructure Corp | 20,600,000 | 24,269,000 | 2.10% | PRN | |
| 8 | PRICELINE GRP INC | 18,200,000 | 24,229,000 | 2.10% | PRN | |
| 9 | LAM RESEARCH CORP | 16,000,000 | 21,220,000 | 1.84% | PRN | |
| 10 | Anthem Inc | 395,000 | 20,813,000 | 1.80% | PRN | |
| 11 | ISHARES TR | 326,488 | 20,729,000 | 1.80% | ||
| 12 | Intel Corp | 13,000,000 | 19,776,000 | 1.71% | PRN | |
| 13 | Stanley Black & Decker Inc Corp Unit | 137,000 | 19,769,000 | 1.71% | PRN | |
| 14 | MYLAN INC | 3,800,000 | 19,311,000 | 1.67% | PRN | |
| 15 | UNITED TECHNOLOGIES CORP | 300,000 | 17,190,000 | 1.49% | PRN | |
| 16 | RPM International Inc | 14,000,000 | 16,293,000 | 1.41% | PRN | |
| 17 | ENERSYS | 9,250,000 | 15,962,000 | 1.38% | PRN | |
| 18 | GREEN PLAINS INC | 10,900,000 | 15,825,000 | 1.37% | PRN | |
| 19 | ARES CAP CORP | 15,300,000 | 15,606,000 | 1.35% | PRN | |
| 20 | ROPER TECHNOLOGIES INC | 7,100,000 | 15,518,000 | 1.34% | PRN | |
| 21 | MENTOR GRAPHICS CORP | 11,350,000 | 15,351,000 | 1.33% | PRN | |
| 22 | LABORATORY CORP AMER HLDGS NOTE 9/1 | 9,350,000 | 15,176,000 | 1.32% | PRN | |
| 23 | NXP SEMICONDUCTOR NV 1.000% 12/01/19 SR:144A CVT | 12,000,000 | 13,988,000 | 1.21% | PRN | |
| 24 | Xilinx Inc | 9,000,000 | 13,911,000 | 1.21% | PRN | |
| 25 | Dominion Resources Inc/VA | 285,000 | 13,580,000 | 1.18% | PRN | |
| 26 | WESCO INTL INC | 5,496,000 | 13,307,000 | 1.15% | PRN | |
| 27 | MGIC INVT CORP WIS | 7,900,000 | 13,154,000 | 1.14% | PRN | |
| 28 | J2 GLOBAL INC | 11,000,000 | 12,753,000 | 1.11% | PRN | |
| 29 | BioMarin Pharmaceutical Inc | 8,000,000 | 12,740,000 | 1.10% | PRN | |
| 30 | ISHARES SILVER TR | 842,919 | 12,669,000 | 1.10% | ||
| 31 | ALLERGAN PLC | 12,000 | 12,511,000 | 1.08% | PRN | |
| 32 | CHART INDS INC | 12,700,000 | 12,271,000 | 1.06% | PRN | |
| 33 | KeyCorp NEW | 92,000 | 12,052,000 | 1.04% | PRN | |
| 34 | VECTOR GROUP LTD | 11,000,000 | 12,045,000 | 1.04% | PRN | |
| 35 | SANDISK CORP | 9,300,000 | 12,026,000 | 1.04% | PRN | |
| 36 | TSLX | 12,000,000 | 11,888,000 | 1.03% | PRN | |
| 37 | ISHARES TR | 288,955 | 11,448,000 | 0.99% | ||
| 38 | FRONTIER COMMUNICATIONS CORP | 115,000 | 11,435,000 | 0.99% | PRN | |
| 39 | TAKE-TWO INTERACTIVE SOFTWAR | 8,000,000 | 11,080,000 | 0.96% | PRN | |
| 40 | TESLA MTRS INC | 11,000,000 | 10,759,000 | 0.93% | PRN | |
| 41 | VERINT SYS INC | 9,500,000 | 10,747,000 | 0.93% | PRN | |
| 42 | SEACOR HLDGS INC SR NT CONV 3.000 11/05/28 B/E DTD 11/13/13 CLB PUT | 11,900,000 | 10,591,000 | 0.92% | PRN | |
| 43 | BOTTOMLINE TECH DEL INC | 9,500,000 | 10,557,000 | 0.91% | PRN | |
| 44 | CHESAPEAKE ENERGY CORP | 10,400,000 | 10,296,000 | 0.89% | PRN | |
| 45 | DEPOMED INC | 8,000,000 | 10,250,000 | 0.89% | PRN | |
| 46 | STARWOOD PPTY TR INC | 10,000,000 | 10,069,000 | 0.87% | PRN | |
| 47 | EQUINIX | 39,359 | 9,997,000 | 0.87% | ||
| 48 | EMERGENT BIOSOLUTIONS INC NOTE | 8,000,000 | 9,910,000 | 0.86% | PRN | |
| 49 | SPECTRANETICS CORP | 9,500,000 | 9,785,000 | 0.85% | PRN | |
| 50 | WABASH NATL CORP | 7,700,000 | 9,673,000 | 0.84% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0001640801-15-000005, filed 2015.08.14).
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.
