| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CSX CORP | 725,000 | 1,988,000 | 0.34% | PRN | |
| 2 | SANDISK CORP | 2,151,000 | 2,233,000 | 0.38% | PRN | |
| 3 | CHESAPEAKE ENERGY CORP | 5,944,000 | 3,760,000 | 0.65% | PRN | |
| 4 | BROCADE COMMUNICATIONS SYS I | 4,454,000 | 4,412,000 | 0.76% | PRN | |
| 5 | YAHOO INC SR CV ZERO NT 18 | 4,740,000 | 4,684,000 | 0.81% | PRN | |
| 6 | TOLL BROS FIN CORP | 4,905,000 | 4,758,000 | 0.82% | PRN | |
| 7 | FIFTH STR FIN CORP 5.375% 04/01/2016 | 5,100,000 | 5,100,000 | 0.88% | PRN | |
| 8 | TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 | 4,374,000 | 5,692,000 | 0.98% | PRN | |
| 9 | AIRTRAN HLDGS INC NOTE 5.250%11/0 | 1,944,000 | 5,909,000 | 1.02% | PRN | |
| 10 | Prospect Capital Corp | 6,313,000 | 6,135,000 | 1.05% | PRN | |
| 11 | DANAHER CORP DEL LYON 01/21 | 2,568,000 | 7,072,000 | 1.22% | PRN | |
| 12 | BANK AMER CORP | 7,351 | 8,316,000 | 1.43% | ||
| 13 | Priceline Group Inc/The | 7,935,000 | 9,522,000 | 1.64% | PRN | |
| 14 | FIDELITY NATIONAL FINANCIAL IN SR CV NT 4.25 18 | 6,780,000 | 12,674,000 | 2.18% | PRN | |
| 15 | PROSPECT CAPITAL CORPORATION | 17,644,000 | 16,508,000 | 2.84% | PRN | |
| 16 | RPM INTL INC SR GLBL CV NT 20 | 14,996,000 | 17,105,000 | 2.94% | PRN | |
| 17 | PROSPECT CAPITAL CORPORATION | 19,582,000 | 17,244,000 | 2.96% | PRN | |
| 18 | CITRIX SYS INC | 16,222,000 | 18,118,000 | 3.11% | PRN | |
| 19 | Macquarie Infrastructure Corp | 16,613,000 | 18,347,000 | 3.15% | PRN | |
| 20 | ALZA Corp | 12,649,000 | 18,784,000 | 3.23% | PRN | |
| 21 | Ares Capital Corp | 19,223,000 | 19,439,000 | 3.34% | PRN | |
| 22 | WELLS FARGO & CO NEW | 17,484 | 21,068,000 | 3.62% | ||
| 23 | JEFFERIES GROUP INC NEW SR DB CV3.875 29 | 25,238,000 | 24,765,000 | 4.26% | PRN | |
| 24 | Ares Capital Corp | 24,813,000 | 24,875,000 | 4.28% | PRN | |
| 25 | XILINX INC SR NT CV2.625 17 | 15,239,000 | 25,049,000 | 4.31% | PRN | |
| 26 | GILEAD SCIENCES | 6,256,000 | 25,732,000 | 4.42% | PRN | |
| 27 | Old Republic International Corp | 22,219,000 | 27,524,000 | 4.73% | PRN | |
| 28 | NEWMONT MINING CORP SR NT CV1.625 17 | 28,080,000 | 29,133,000 | 5.01% | PRN | |
| 29 | Red Hat Inc | 24,509,000 | 30,406,000 | 5.23% | PRN | |
| 30 | ANTHEM INC | 17,566,000 | 33,628,000 | 5.78% | PRN | |
| 31 | ILLUMINA INC | 33,484,000 | 34,761,000 | 5.97% | PRN | |
| 32 | PRICELINE GRP INC SR CONV NT0.9 21 | 42,524,000 | 42,790,000 | 7.35% | PRN | |
| 33 | INTEL CORP JR SB CONV DB 35 | 42,756,000 | 54,327,000 | 9.34% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-16-003704, filed 2016.05.13).
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.
