| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Anthem Inc | 5,308,618 | 249,664,000 | 7.04% | ||
| 2 | DOMINION RES INC VA NEW UNIT 08/15/2019 | 2,914,184 | 147,458,000 | 4.16% | ||
| 3 | WELLS FARGO & CO NEW | 118,936 | 141,534,000 | 3.99% | ||
| 4 | CIENA CORP | 99,701,000 | 139,208,000 | 3.93% | PRN | |
| 5 | VERISIGN INC | 52,690,000 | 117,268,000 | 3.31% | PRN | |
| 6 | GREAT PLAINS ENERGY INC | 2,256,925 | 114,116,000 | 3.22% | ||
| 7 | Dominion Resources Inc/VA | 2,232,389 | 112,646,000 | 3.18% | ||
| 8 | Huntington Bancshares Inc | 81,562 | 112,556,000 | 3.17% | ||
| 9 | ADVANCED MICRO DEVICES INC | 59,935,000 | 94,510,000 | 2.67% | PRN | |
| 10 | AMERICAN TOWER CORP NEW PFD CONV SER A | 897,704 | 94,034,000 | 2.65% | ||
| 11 | Exelon Corp | 1,836,869 | 89,217,000 | 2.52% | ||
| 12 | STILLWATER MNG CO | 64,801,000 | 82,864,000 | 2.34% | PRN | |
| 13 | Microchip Technology Inc | 61,767,000 | 79,988,000 | 2.26% | PRN | |
| 14 | BANK AMER CORP | 67,705 | 78,199,000 | 2.21% | ||
| 15 | DTE Energy Co | 1,389,311 | 73,078,000 | 2.06% | ||
| 16 | MOLINA HEALTHCARE INC | 50,000,000 | 71,656,000 | 2.02% | PRN | |
| 17 | NXP SEMICONDUCTORS N V | 61,180,000 | 69,592,000 | 1.96% | PRN | |
| 18 | TWITTER INC | 71,358,000 | 66,720,000 | 1.88% | PRN | |
| 19 | WORKDAY INC | 61,169,000 | 64,151,000 | 1.81% | PRN | |
| 20 | T MOBILE US INC | 613,375 | 57,676,000 | 1.63% | ||
| 21 | LIBERTY MEDIA CORP | 96,699,000 | 55,844,000 | 1.58% | PRN | |
| 22 | TESLA MTRS INC | 57,300,000 | 49,600,000 | 1.40% | PRN | |
| 23 | BOTTOMLINE TECH DEL INC | 47,646,000 | 48,986,000 | 1.38% | PRN | |
| 24 | VITAMIN SHOPPE INC | 53,100,000 | 48,952,000 | 1.38% | PRN | |
| 25 | SHUTTERFLY INC NOTE | 45,788,000 | 46,332,000 | 1.31% | PRN | |
| 26 | GENERAL CABLE CORP DEL NEW FRNT | 57,183,000 | 44,710,000 | 1.26% | PRN | |
| 27 | BROADSOFT INC | 36,925,000 | 44,610,000 | 1.26% | PRN | |
| 28 | ARCONIC INC | 1,412,500 | 42,686,000 | 1.20% | ||
| 29 | IMPAX LABORATORIES INC | 52,240,000 | 41,237,000 | 1.16% | PRN | |
| 30 | LIBERTY MEDIA CORP | 68,796,000 | 40,934,000 | 1.15% | PRN | |
| 31 | PHOTRONICS INC | 30,663,000 | 38,712,000 | 1.09% | PRN | |
| 32 | Workday Inc | 35,025,000 | 38,615,000 | 1.09% | PRN | |
| 33 | EPR PPTYS | 1,330,498 | 37,815,000 | 1.07% | ||
| 34 | EZCORP INC | 36,881,000 | 35,544,000 | 1.00% | PRN | |
| 35 | CONVERGYS CORP | 14,773,000 | 33,405,000 | 0.94% | PRN | |
| 36 | LIGAND PHARMACEUTICALS INC | 22,575,000 | 32,593,000 | 0.92% | PRN | |
| 37 | AMERICAN TOWER CORP NEW | 308,423 | 31,960,000 | 0.90% | ||
| 38 | NUANCE COMMUNICATIONS INC | 35,153,000 | 31,748,000 | 0.90% | PRN | |
| 39 | Pandora Media Inc | 29,725,000 | 30,468,000 | 0.86% | PRN | |
| 40 | INTEGRATED DEVICE TECHNOLOGY | 29,377,000 | 30,240,000 | 0.85% | PRN | |
| 41 | RAMBUS INC DEL NOTE | 23,522,000 | 29,211,000 | 0.82% | PRN | |
| 42 | KINDER MORGAN INC DEL | 1,284,900 | 26,610,000 | 0.75% | ||
| 43 | CHENIERE ENERGY INC | 43,900,000 | 26,587,000 | 0.75% | PRN | |
| 44 | PORTFOLIO RECOVERY ASSOCS IN | 25,884,000 | 24,379,000 | 0.69% | PRN | |
| 45 | NUANCE COMMUNICATIONS INC | 24,505,000 | 23,755,000 | 0.67% | PRN | |
| 46 | SPIRIT RLTY CAP INC NEW | 22,825,000 | 23,752,000 | 0.67% | PRN | |
| 47 | EXELON CORP | 6,672 | 23,679,000 | 0.67% | Put | |
| 48 | FRONTIER COMMUNICATIONS CORP | 320,914 | 22,725,000 | 0.64% | ||
| 49 | CITRIX SYS INC | 19,375,000 | 22,427,000 | 0.63% | PRN | |
| 50 | JAZZ INVESTMENTS I LTD | 23,270,000 | 22,296,000 | 0.63% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0001164691-17-000088, filed 2017.05.04).
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.
