| # | % | |||||
|---|---|---|---|---|---|---|
| 101 | CIENA CORP SR NT CV 17 | 500,000 | 498,000 | 0.01% | PRN | |
| 102 | WEATHERFORD INTL PLC | 100,000 | 499,000 | 0.01% | ||
| 103 | REGIONS FINANCIAL CORP NEW | 35,000 | 503,000 | 0.01% | ||
| 104 | WEBSITE PROS INC COM | 25,000 | 529,000 | 0.01% | ||
| 105 | VALE S A | 70,000 | 533,000 | 0.01% | ||
| 106 | JETBLUE AIRWAYS CORP | 25,000 | 561,000 | 0.01% | ||
| 107 | INTEGRATED DEVICE TECHNOLOGY | 25,000 | 589,000 | 0.01% | ||
| 108 | BOTTOMLINE TECH DEL INC SR CONV NT1.5 17 | 594,000 | 606,000 | 0.01% | PRN | |
| 109 | TERADYNE INC | 25,000 | 635,000 | 0.01% | ||
| 110 | ARCELORMITTAL SA LUXEMBOURG | 90,000 | 657,000 | 0.01% | ||
| 111 | WEBMD HEALTH CORP | 13,300 | 659,000 | 0.01% | ||
| 112 | SM ENERGY CO | 20,000 | 690,000 | 0.01% | ||
| 113 | AMERICAN AIRLS GROUP INC | 15,000 | 700,000 | 0.01% | ||
| 114 | SONY GROUP CORP | 25,000 | 701,000 | 0.01% | ||
| 115 | PFIZER INC | 23,000 | 747,000 | 0.01% | ||
| 116 | NOVELLUS SYS INC SR NT CV2.625 41 | 268,000 | 834,000 | 0.02% | PRN | |
| 117 | SANDISK CORP | 801,000 | 839,000 | 0.02% | PRN | |
| 118 | MACQUARIE INFRASTRUCTURE COR | 12,500 | 1,021,000 | 0.02% | ||
| 119 | ADVANCED MICRO DEVICES INC | 90,000 | 1,021,000 | 0.02% | ||
| 120 | TCP CAP CORP NOTE 5.25012/1 | 1,000,000 | 1,044,000 | 0.02% | PRN | |
| 121 | ARES CAPITAL CORP | 63,300 | 1,044,000 | 0.02% | ||
| 122 | LUMEN TECHNOLOGIES INC | 50,000 | 1,189,000 | 0.02% | ||
| 123 | INCYTE CORP SR CV NT0.375 18 | 651,000 | 1,309,000 | 0.02% | PRN | |
| 124 | ALLEGHENY TECHNOLOGIES INC SR CV NT 4.75 22 | 989,000 | 1,328,000 | 0.02% | PRN | |
| 125 | CHESAPEAKE ENERGY CORP | 190,000 | 1,334,000 | 0.02% | ||
| 126 | NAVISTAR INTL CORP NEW SR SB CONV NT 19 | 1,500,000 | 1,480,000 | 0.03% | PRN | |
| 127 | DISNEY WALT CO | 15,000 | 1,563,000 | 0.03% | ||
| 128 | ASTORIA FINL CORPORATION | 85,000 | 1,585,000 | 0.03% | ||
| 129 | BANK AMER CORP | 75,000 | 1,658,000 | 0.03% | ||
| 130 | TARGET CORP | 25,000 | 1,806,000 | 0.03% | ||
| 131 | MICRON TECHNOLOGY INC | 95,000 | 2,082,000 | 0.04% | ||
| 132 | DANAHER CORP DEL LYON 01/21 | 703,000 | 2,092,000 | 0.04% | PRN | |
| 133 | TPG Specialty Lending Inc | 2,073,000 | 2,124,000 | 0.04% | PRN | |
| 134 | LYONDELLBASELL INDUSTRIES N | 25,000 | 2,144,000 | 0.04% | ||
| 135 | T MOBILE US INC | 37,500 | 2,157,000 | 0.04% | ||
| 136 | BRISTOL MYERS SQUIBB CO DBCV 9/1 | 1,506,000 | 2,232,000 | 0.04% | PRN | |
| 137 | OMNICARE INC | 1,756,000 | 2,259,000 | 0.04% | PRN | |
| 138 | ALZA Corp | 1,763,000 | 2,791,000 | 0.05% | PRN | |
| 139 | ADVENT CLAY CONV SEC INCORPORATED FD II | 500,000 | 2,940,000 | 0.05% | ||
| 140 | CBS CORP NEW | 47,700 | 3,035,000 | 0.06% | ||
| 141 | HERBALIFE LTD | 63,700 | 3,067,000 | 0.06% | ||
| 142 | GREENBRIER COS INC | 2,538,000 | 3,185,000 | 0.06% | PRN | |
| 143 | HELIX ENERGY SOLUTIONS GRP I | 3,103,000 | 3,215,000 | 0.06% | PRN | |
| 144 | REPLIGEN CORP | 2,781,000 | 3,234,000 | 0.06% | PRN | |
| 145 | MERCK & CO INC | 65,000 | 3,827,000 | 0.07% | ||
| 146 | LOCKHEED MARTIN CORP | 16,000 | 3,999,000 | 0.07% | ||
| 147 | DYNEGY INC NEW DEL UNIT 07/01/20191 | 67,715 | 4,194,000 | 0.08% | ||
| 148 | KLA-TENCOR CORP | 56,250 | 4,426,000 | 0.08% | ||
| 149 | INFINERA CORPORATION | 4,435,000 | 4,576,000 | 0.08% | PRN | |
| 150 | FACEBOOK INC | 40,000 | 4,602,000 | 0.08% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001140361-17-006064, filed 2017.02.13).
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.
