| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AMERICAN AIRLS GROUP INC | 2,510,568 | 71,074,000 | 4.75% | ||
| 2 | CROWN CASTLE INTL CORP NEW | 475,919 | 57,701,000 | 3.86% | ||
| 3 | NVIDIA CORP SR CONV NT 1 18 | 21,175,000 | 49,542,000 | 3.31% | PRN | |
| 4 | Exelexis | 33,134,000 | 49,214,000 | 3.29% | PRN | |
| 5 | TESARO INC | 17,300,000 | 43,416,000 | 2.90% | PRN | |
| 6 | YAHOO INC | 1,151,694 | 43,257,000 | 2.89% | ||
| 7 | HARTFORD FINL SVCS GROUP INC WT EXP 062619 | 1,066,571 | 37,114,000 | 2.48% | ||
| 8 | NUVASIVE INC | 24,216,000 | 35,447,000 | 2.37% | PRN | |
| 9 | BAXTER INTL INC | 770,000 | 34,819,000 | 2.33% | Put | |
| 10 | BAXTER INTL INC | 734,573 | 33,217,000 | 2.22% | ||
| 11 | TESLA INC | 14,630,000 | 24,799,000 | 1.66% | PRN | |
| 12 | BLACK HILLS CORP | 314,080 | 22,166,000 | 1.48% | ||
| 13 | TESLA INC | 83,200 | 17,659,000 | 1.18% | Put | |
| 14 | ANTHEM INC | 9,350,000 | 17,288,000 | 1.16% | PRN | |
| 15 | MOLINA HEALTHCARE INC | 11,500,000 | 15,559,000 | 1.04% | PRN | |
| 16 | SUNTRUST BKS INC | 3,461,604 | 14,812,000 | 0.99% | ||
| 17 | INTEGRA LIFESCIENCES HLDGS C | 9,500,000 | 14,410,000 | 0.96% | PRN | |
| 18 | WEBMD HEALTH CORP NOTE 1.50012/0 | 10,612,000 | 13,524,000 | 0.90% | PRN | |
| 19 | TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 | 10,250,000 | 12,874,000 | 0.86% | PRN | |
| 20 | C1 FINL INC COM | 548,635 | 12,800,000 | 0.86% | ||
| 21 | PRICELINE GRP INC SR CONV NT 1 18 | 9,000,000 | 12,514,000 | 0.84% | PRN | |
| 22 | MEDICINES CO SR GLBL CV NT 22 | 9,262,000 | 10,980,000 | 0.73% | PRN | |
| 23 | INCONTACT INC | 9,000,000 | 10,786,000 | 0.72% | PRN | |
| 24 | ZIONS BANCORPORATION | 4,955,830 | 10,515,000 | 0.70% | ||
| 25 | LINCOLN NATL CORP IND | 338,298 | 9,660,000 | 0.65% | ||
| 26 | QIHOO 360 TECHNOLOGY CO LTD | 130,500 | 9,533,000 | 0.64% | Put | |
| 27 | SINA CORP | 178,493 | 9,258,000 | 0.62% | ||
| 28 | E M C CORP MASS COM | 336,407 | 9,140,000 | 0.61% | ||
| 29 | ALLEGHENY TECHNOLOGIES INC SR CV NT 4.75 22 | 8,500,000 | 9,032,000 | 0.60% | PRN | |
| 30 | GREEN PLAINS INC | 7,975,000 | 9,019,000 | 0.60% | PRN | |
| 31 | WESCO INTL INC | 5,000,000 | 8,973,000 | 0.60% | PRN | |
| 32 | SINA CORP | 170,700 | 8,854,000 | 0.59% | Put | |
| 33 | STANLEY BLACK & DECKER INC | 75,911 | 8,841,000 | 0.59% | ||
| 34 | MICROCHIP TECHNOLOGY INC | 4,000,000 | 8,411,000 | 0.56% | PRN | |
| 35 | WINTRUST FINL CORP | 295,329 | 8,358,000 | 0.56% | ||
| 36 | DEPOMED INC NOTE 2.500 9/0 | 6,660,000 | 8,008,000 | 0.54% | PRN | |
| 37 | HEARTWARE INTL INC | 8,000,000 | 7,925,000 | 0.53% | PRN | |
| 38 | VERISIGN INC JR SB CONV DB 37 | 3,000,000 | 7,577,000 | 0.51% | PRN | |
| 39 | Weyerhaeuser Company | 148,621 | 7,490,000 | 0.50% | ||
| 40 | Fiat Chrysler Automobiles N V Man Cov Sec 16 | 125,351 | 7,488,000 | 0.50% | ||
| 41 | QIHOO 360 TECHNOLOGY CO LTD | 100,700 | 7,356,000 | 0.49% | Call | |
| 42 | TESLA INC SR CV NT 0.25 19 | 8,000,000 | 7,082,000 | 0.47% | PRN | |
| 43 | TESLA INC | 8,500,000 | 7,047,000 | 0.47% | PRN | |
| 44 | INSULET CORP 2 06/15/2019 | 7,280,000 | 6,939,000 | 0.46% | PRN | |
| 45 | INCYTE CORP SR CV NT0.375 18 | 4,132,000 | 6,912,000 | 0.46% | PRN | |
| 46 | ALTRA INDL MOTION CORP | 5,990,000 | 6,813,000 | 0.46% | PRN | |
| 47 | NEXTERA ENERGY INC | 101,037 | 6,732,000 | 0.45% | ||
| 48 | CTRIP COM INTL LTD | 162,700 | 6,703,000 | 0.45% | Put | |
| 49 | TRINA SOLAR LIMITED | 7,500,000 | 6,384,000 | 0.43% | PRN | |
| 50 | INVESCO MORTGAGE CAPITAL INC | 457,449 | 6,262,000 | 0.42% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001103646-16-000016, filed 2016.08.15).
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.
