| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | NOVELLUS SYS INC SR NT CV2.625 41 | 99,914,000 | 379,423,000 | 4.28% | PRN | |
| 2 | VERISIGN INC JR SB CONV DB 37 | 136,800,000 | 349,952,000 | 3.95% | PRN | |
| 3 | VALSPAR CORP | 1,680,375 | 186,421,000 | 2.10% | ||
| 4 | WHITEWAVE FOODS CO | 3,312,368 | 185,989,000 | 2.10% | ||
| 5 | YAHOO INC | 3,793,194 | 176,042,000 | 1.99% | ||
| 6 | CF CORP | 955,650 | 175,216,000 | 1.98% | ||
| 7 | WESTAR ENERGY | 3,167,746 | 171,914,000 | 1.94% | ||
| 8 | NXP SEMICONDUCTORS N V | 1,591,780 | 164,749,000 | 1.86% | ||
| 9 | B/E AEROSPACE INC | 2,518,256 | 161,445,000 | 1.82% | ||
| 10 | MOBILEYE N V AMSTELVEEN | 2,548,068 | 156,451,000 | 1.76% | ||
| 11 | TYSON FOODS INC TANG EQ UNIT | 2,294,550 | 155,341,000 | 1.75% | ||
| 12 | DU PONT E I DE NEMOURS & CO | 1,913,559 | 153,716,000 | 1.73% | ||
| 13 | MONSANTO CO NEW | 1,344,164 | 152,159,000 | 1.72% | ||
| 14 | CST BRANDS INC | 3,104,048 | 149,274,000 | 1.68% | ||
| 15 | INTEL CORP JR SB CONV DB 39 | 81,201,000 | 142,001,000 | 1.60% | PRN | |
| 16 | BROCADE COMMUNICATIONS SYS I | 11,031,669 | 137,675,000 | 1.55% | ||
| 17 | TIME WARNER INC | 1,355,945 | 132,489,000 | 1.49% | ||
| 18 | VCA INCORPORATED | 1,419,869 | 129,918,000 | 1.47% | ||
| 19 | LEVEL 3 COMM | 2,251,274 | 128,818,000 | 1.45% | ||
| 20 | REYNOLDS AMERICAN INC | 2,014,622 | 126,961,000 | 1.43% | ||
| 21 | ANTHEM INC | 54,129,000 | 123,854,000 | 1.40% | PRN | |
| 22 | WEATHERFORD INTL LTD | 95,975,000 | 123,508,000 | 1.39% | PRN | |
| 23 | MEAD JOHNSON NUTRITI | 1,322,734 | 117,829,000 | 1.33% | ||
| 24 | MOLINA HEALTHCARE INC | 86,325,000 | 110,496,000 | 1.25% | PRN | |
| 25 | ADVANCED MICRO DEVICES INC SR CV NT2.125 26 | 54,275,000 | 107,329,000 | 1.21% | PRN | |
| 26 | WESTERN REFNG INC | 3,026,777 | 106,149,000 | 1.20% | ||
| 27 | AGRIUM INC | 1,098,343 | 104,947,000 | 1.18% | ||
| 28 | CABELAS INC | 1,961,659 | 104,184,000 | 1.18% | ||
| 29 | ZELTIQ AESTHETICS INC | 1,857,194 | 103,279,000 | 1.16% | ||
| 30 | EVERBANK FINL CORP COM | 5,281,863 | 102,891,000 | 1.16% | ||
| 31 | PRICELINE GRP INC SR CONV NT 1 18 | 53,675,000 | 101,312,000 | 1.14% | PRN | |
| 32 | PALO ALTO NETWORKS INC | 76,050,000 | 90,880,000 | 1.03% | PRN | |
| 33 | T-MOBILE US, INCORPORATED. CONV PFD SER A | 834,525 | 87,901,000 | 0.99% | ||
| 34 | CHEMTURA CORP | 2,478,336 | 82,776,000 | 0.93% | ||
| 35 | PRIVATEBANCORP INC | 1,391,683 | 82,624,000 | 0.93% | ||
| 36 | MICRON TECHNOLOGY INC | 30,355,000 | 81,124,000 | 0.92% | PRN | |
| 37 | CEB Inc | 1,025,832 | 80,630,000 | 0.91% | ||
| 38 | ALERE INC | 1,995,337 | 79,275,000 | 0.89% | ||
| 39 | HEADWATERS INC COM | 3,207,615 | 75,315,000 | 0.85% | ||
| 40 | MEDICINES CO SR GLBL CV NT 22 | 47,425,000 | 74,991,000 | 0.85% | PRN | |
| 41 | STILLWATER MNG CO | 4,275,966 | 73,846,000 | 0.83% | ||
| 42 | CEMEX SAB DE CV NOTE 3.750 3/1 | 59,500,000 | 69,727,000 | 0.79% | PRN | |
| 43 | MICROCHIP TECHNOLOGY INC | 21,475,000 | 66,801,000 | 0.75% | PRN | |
| 44 | Anthem Inc | 1,320,250 | 66,329,000 | 0.75% | ||
| 45 | TESLA INC | 27,650,000 | 61,780,000 | 0.70% | PRN | |
| 46 | GREAT PLAINS ENERGY INC | 1,159,125 | 61,723,000 | 0.70% | ||
| 47 | WGL HLDGS INC COM | 703,320 | 58,045,000 | 0.65% | ||
| 48 | JOY GLOBAL INCORPORATED | 1,949,851 | 55,083,000 | 0.62% | ||
| 49 | INVENSENSE INC | 4,233,776 | 53,473,000 | 0.60% | ||
| 50 | RITE AID CORP | 12,513,560 | 53,183,000 | 0.60% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-17-001362, filed 2017.05.15).
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.
