| # | % | |||||
|---|---|---|---|---|---|---|
| 251 | WABASH NATL CORP SR NT CV3.375 18 | 4,816,000 | 6,437,000 | 0.57% | PRN | |
| 252 | Welltower Inc | 97,866 | 6,512,000 | 0.58% | ||
| 253 | NEXTERA ENERGY INCORPORATED UNIT CORP | 110,070 | 6,515,000 | 0.58% | ||
| 254 | SALESFORCE COM INC SR CV NT 0.25 18 | 5,486,000 | 6,556,000 | 0.58% | PRN | |
| 255 | RPM INTL INC SR GLBL CV NT 20 | 5,540,000 | 6,638,000 | 0.59% | PRN | |
| 256 | PENNYMAC CORP | 6,967,000 | 6,680,000 | 0.59% | PRN | |
| 257 | TESLA INC SR CV NT 0.25 19 | 7,624,000 | 6,842,000 | 0.61% | PRN | |
| 258 | STARWOOD PPTY TR INC | 6,340,000 | 6,951,000 | 0.62% | PRN | |
| 259 | VERISIGN INC JR SB CONV DB 37 | 3,119,000 | 7,149,000 | 0.63% | PRN | |
| 260 | NEWMONT MINING CORP SR NT CV1.625 17 | 6,654,000 | 7,250,000 | 0.64% | PRN | |
| 261 | WEATHERFORD INTL LTD | 6,558,000 | 7,356,000 | 0.65% | PRN | |
| 262 | INTEL CORP JR SB CONV DB 35 | 5,467,000 | 7,546,000 | 0.67% | PRN | |
| 263 | ISHARES TR | 155,431 | 7,889,000 | 0.70% | ||
| 264 | CHENIERE ENERGY INC | 12,973,000 | 8,229,000 | 0.73% | PRN | |
| 265 | Dominion Resources Inc/VA | 170,295 | 8,501,000 | 0.75% | ||
| 266 | WRIGHT MED GROUP INC SR CONV NT 2 20 | 7,985,000 | 8,529,000 | 0.75% | PRN | |
| 267 | WPX ENERGY INC | 139,870 | 8,587,000 | 0.76% | ||
| 268 | AMERICAN TOWER CORP NEW PFD CONV SER A | 78,684 | 8,696,000 | 0.77% | ||
| 269 | XILINX INC SR NT CV2.625 17 | 4,878,000 | 9,179,000 | 0.81% | PRN | |
| 270 | CEMEX SAB DE CV NOTE 3.750 3/1 | 8,223,000 | 9,231,000 | 0.82% | PRN | |
| 271 | STARWOOD WAYPOINT RESIDENTL | 8,767,000 | 9,499,000 | 0.84% | PRN | |
| 272 | Anthem Inc | 227,407 | 9,886,000 | 0.87% | ||
| 273 | MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 | 7,980,000 | 10,178,000 | 0.90% | PRN | |
| 274 | Old Republic International Corp | 8,533,000 | 10,241,000 | 0.91% | PRN | |
| 275 | ILLUMINA INC | 10,476,000 | 10,843,000 | 0.96% | PRN | |
| 276 | SOUTHWESTERN ENERGY COMPANY DEP SHS 1/20 B | 351,115 | 11,126,000 | 0.98% | ||
| 277 | SPDR S&P 500 ETF TR | 55,278 | 11,955,000 | 1.06% | ||
| 278 | Red Hat Inc | 9,737,000 | 12,324,000 | 1.09% | PRN | |
| 279 | LAM RESEARCH CORP SR NT CV 1.25 18 | 7,992,000 | 12,724,000 | 1.13% | PRN | |
| 280 | SPIRIT RLTY CAP INC NEW | 11,573,000 | 12,780,000 | 1.13% | PRN | |
| 281 | CITRIX SYS INC | 11,967,000 | 13,534,000 | 1.20% | PRN | |
| 282 | HOLOGIC INC | 11,153,000 | 13,674,000 | 1.21% | PRN | |
| 283 | FRONTIER COMMUNICATIONS CORPORTION PFD CONV SER-A | 174,422 | 14,609,000 | 1.29% | ||
| 284 | ISHARES TR | 135,106 | 15,189,000 | 1.34% | ||
| 285 | PRICELINE GRP INC SR CONV NT 1 18 | 10,106,000 | 15,992,000 | 1.42% | PRN | |
| 286 | NOVELLUS SYS INC SR NT CV2.625 41 | 5,954,000 | 16,585,000 | 1.47% | PRN | |
| 287 | NVIDIA CORP SR CONV NT 1 18 | 4,961,000 | 16,885,000 | 1.49% | PRN | |
| 288 | BANK AMER CORP | 15,097 | 18,431,000 | 1.63% | ||
| 289 | WELLS FARGO & CO NEW | 17,608 | 23,042,000 | 2.04% | ||
| 290 | Priceline Group Inc/The | 20,534,000 | 26,281,000 | 2.33% | PRN | |
| 291 | ALLERGAN PLC | 32,797 | 26,916,000 | 2.38% | ||
| 292 | INTEL CORP JR SB CONV DB 39 | 18,584,000 | 33,987,000 | 3.01% | PRN | |
| 293 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 460,000 | 40,140,000 | 3.55% | Put | |
| 294 | ISHARES TR | 211,362 | 45,983,000 | 4.07% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001172661-16-004266, filed 2016.11.14).
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.
