| # | % | |||||
|---|---|---|---|---|---|---|
| 101 | FORESTAR GROUP INC | 16,060,000 | 13,985,000 | 0.25% | PRN | |
| 102 | Spirit Realty Capital Inc | 13,615,000 | 13,790,000 | 0.25% | PRN | |
| 103 | RESOURCE CAP CORP | 14,316,000 | 13,679,000 | 0.25% | PRN | |
| 104 | BLUCORA INC | 18,007,000 | 13,611,000 | 0.24% | PRN | |
| 105 | INTERDIGITAL INC | 13,000,000 | 13,369,000 | 0.24% | PRN | |
| 106 | STARWOOD PPTY TR INC SR CV NT 3.75 17 | 13,415,000 | 13,317,000 | 0.24% | PRN | |
| 107 | B2GOLD CORP | 15,355,000 | 13,062,000 | 0.23% | PRN | |
| 108 | INTEL CORP JR SB CONV DB 35 | 10,165,000 | 12,962,000 | 0.23% | PRN | |
| 109 | CHENIERE ENERGY INC | 24,615,000 | 12,899,000 | 0.23% | PRN | |
| 110 | AEGEAN MARINE PETE NETWORK I | 15,945,000 | 12,804,000 | 0.23% | PRN | |
| 111 | NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 | 12,575,000 | 12,645,000 | 0.23% | PRN | |
| 112 | CIENA CORP SR NT CV 17 | 12,728,000 | 12,568,000 | 0.23% | PRN | |
| 113 | STARWOOD WAYPOINT RESIDENTL | 12,565,000 | 12,444,000 | 0.22% | PRN | |
| 114 | YPF SOCIEDAD ANONIMA | 786,136 | 12,358,000 | 0.22% | ||
| 115 | MERITAGE HOMES CORP | 12,358,000 | 12,250,000 | 0.22% | PRN | |
| 116 | PENNYMAC CORP | 13,410,000 | 12,148,000 | 0.22% | PRN | |
| 117 | CONTINENTAL RESOURE | 400,000 | 12,144,000 | 0.22% | Put | |
| 118 | HCI GROUP INC | 13,885,000 | 12,043,000 | 0.22% | PRN | |
| 119 | FIFTH STR FIN CORP 5.375% 04/01/2016 | 11,950,000 | 11,991,000 | 0.22% | PRN | |
| 120 | Royal Gold Inc | 12,283,000 | 11,914,000 | 0.21% | PRN | |
| 121 | TCP CAP CORP NOTE 5.25012/1 | 11,972,000 | 11,910,000 | 0.21% | PRN | |
| 122 | MICRON TECHNOLOGY INC SR SB CV NT 3 43 | 17,125,000 | 11,696,000 | 0.21% | PRN | |
| 123 | TOLL BROS FIN CORP | 11,829,000 | 11,618,000 | 0.21% | PRN | |
| 124 | YAHOO INC SR CV ZERO NT 18 | 11,682,000 | 11,603,000 | 0.21% | PRN | |
| 125 | FORTRESS INVESTMENT GROUP LL | 2,425,000 | 11,592,000 | 0.21% | ||
| 126 | RAIT Financial | 13,260,000 | 11,166,000 | 0.20% | PRN | |
| 127 | WESTROCK CO | 274,864 | 10,728,000 | 0.19% | ||
| 128 | JEFFERIES GROUP INC NEW SR DB CV3.875 29 | 10,752,000 | 10,589,000 | 0.19% | PRN | |
| 129 | GERDAU S A | 8,801,905 | 10,562,000 | 0.19% | ||
| 130 | ARES CAP CORP | 10,319,000 | 10,527,000 | 0.19% | PRN | |
| 131 | PROSPECT CAPITAL CORPORATION | 11,837,000 | 10,518,000 | 0.19% | PRN | |
| 132 | RYLAND GROUP INC SR NT CV 0.25 19 | 11,767,000 | 10,458,000 | 0.19% | PRN | |
| 133 | PDL BIOPHARMA INC | 11,121,000 | 10,106,000 | 0.18% | PRN | |
| 134 | AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 | 10,200,000 | 9,914,000 | 0.18% | PRN | |
| 135 | JDS UNIPHASE CORP | 10,000,000 | 9,798,000 | 0.18% | PRN | |
| 136 | TWITTER INC | 10,830,000 | 9,552,000 | 0.17% | PRN | |
| 137 | REDWOOD TR INC | 10,036,000 | 9,434,000 | 0.17% | PRN | |
| 138 | TELECOM ARGENTINA | 519,851 | 9,300,000 | 0.17% | ||
| 139 | KB HOME SR CV NT1.375 19 | 9,850,000 | 9,089,000 | 0.16% | PRN | |
| 140 | TITAN MACHY INC | 11,325,000 | 8,917,000 | 0.16% | PRN | |
| 141 | NACCO INDS INC | 154,500 | 8,870,000 | 0.16% | ||
| 142 | STARWOOD WAYPOINT 4.5 15OCT17 | 8,348,000 | 8,663,000 | 0.16% | PRN | |
| 143 | ENERNOC | 11,820,000 | 8,393,000 | 0.15% | PRN | |
| 144 | QIHOO 360 TECHNOLOGY CO LTD | 8,327,000 | 8,250,000 | 0.15% | PRN | |
| 145 | HELIX ENERGY SOLUTIONS GRP INC SR GLBL CV NT 32 | 10,240,000 | 8,200,000 | 0.15% | PRN | |
| 146 | ATLAS AIR WORLDWIDE HLDGS INC 2.25 06/01/2022 | 9,498,000 | 8,105,000 | 0.15% | PRN | |
| 147 | VEREIT Inc | 8,000,000 | 7,645,000 | 0.14% | PRN | |
| 148 | HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 | 12,834,000 | 7,616,000 | 0.14% | PRN | |
| 149 | VIMPELCOM LTD | 1,678,900 | 7,153,000 | 0.13% | ||
| 150 | SPECTRUM PHARMACEUTICALS INC | 7,985,000 | 7,124,000 | 0.13% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000949509-16-000011, filed 2016.05.16).
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.
