| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CTRIP COM INTL LTD | 361,000 | 393,000 | 0.03% | PRN | |
| 2 | WEBMD HEALTH CORP NOTE 1.50012/0 | 422,000 | 489,000 | 0.04% | PRN | |
| 3 | RPM INTL INC SR GLBL CV NT 20 | 745,000 | 896,000 | 0.07% | PRN | |
| 4 | ANTHEM INC | 575,000 | 1,010,000 | 0.08% | PRN | |
| 5 | AIR LEASE CORP SR CV NT3.875 18 | 845,000 | 1,049,000 | 0.08% | PRN | |
| 6 | ALZA Corp | 1,030,000 | 1,676,000 | 0.13% | PRN | |
| 7 | NAVISTAR INTL CORP NEW | 2,000,000 | 1,913,000 | 0.15% | PRN | |
| 8 | CIENA CORP SR NT CV 17 | 2,496,000 | 2,494,000 | 0.19% | PRN | |
| 9 | Verso Corp | 536,978 | 3,458,000 | 0.27% | PRN | |
| 10 | LIBERTY INTERACTIVE LLC | 3,525,000 | 3,741,000 | 0.29% | PRN | |
| 11 | PDC ENERGY INC SR GLBL CV NT 21 | 4,000,000 | 4,270,000 | 0.33% | PRN | |
| 12 | SM ENERGY CO | 3,952,000 | 4,762,000 | 0.37% | PRN | |
| 13 | HALCON RES CORPORATION COM PAR NEW | 688,903 | 6,458,000 | 0.50% | PRN | |
| 14 | AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 | 7,291,000 | 7,282,000 | 0.56% | PRN | |
| 15 | EURONET WORLDWIDE INC | 5,826,000 | 7,363,000 | 0.57% | PRN | |
| 16 | MERITOR INC | 5,509,000 | 7,568,000 | 0.58% | PRN | |
| 17 | SYNCHRONOSS TECHNOLOGIES INC | 7,350,000 | 7,796,000 | 0.60% | PRN | |
| 18 | PALO ALTO NETWORKS INC | 5,152,000 | 7,879,000 | 0.61% | PRN | |
| 19 | ENVESTNET INC | 8,433,000 | 8,075,000 | 0.62% | PRN | |
| 20 | WEATHERFORD INTL LTD | 7,217,000 | 8,115,000 | 0.63% | PRN | |
| 21 | WHITING PETE CORP NEW | 9,834,000 | 8,175,000 | 0.63% | PRN | |
| 22 | HOLOGIC INC SR STEP CV NT 42 | 6,026,000 | 8,225,000 | 0.63% | PRN | |
| 23 | ECHO GLOBAL LOGISTICS INC SR CONV NT2.5 20 | 8,838,000 | 8,363,000 | 0.65% | PRN | |
| 24 | OASIS PETE INC NEW | 7,481,000 | 8,477,000 | 0.65% | PRN | |
| 25 | LIBERTY MEDIA CORP DELAWARE | 8,538,000 | 8,944,000 | 0.69% | PRN | |
| 26 | TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 | 8,492,000 | 10,174,000 | 0.78% | PRN | |
| 27 | HOLOGIC INC | 9,097,000 | 11,178,000 | 0.86% | PRN | |
| 28 | CARDTRONICS INC NOTE 1.00012/0 | 10,588,000 | 11,197,000 | 0.86% | PRN | |
| 29 | Royal Gold Inc | 10,114,000 | 11,347,000 | 0.88% | PRN | |
| 30 | BROCADE COMMUNICATIONS SYS I | 11,660,000 | 11,565,000 | 0.89% | PRN | |
| 31 | STARWOOD WAYPOINT RESIDENTL | 10,766,000 | 11,721,000 | 0.90% | PRN | |
| 32 | ILLUMINA INC SR CONV NT0.5 21 | 10,836,000 | 11,879,000 | 0.92% | PRN | |
| 33 | RYLAND GROUP INC | 10,440,000 | 12,548,000 | 0.97% | PRN | |
| 34 | FireEye Inc | 13,872,000 | 12,710,000 | 0.98% | PRN | |
| 35 | NAVISTAR INTL CORP NEW SR SB CONV NT 19 | 14,663,000 | 13,756,000 | 1.06% | PRN | |
| 36 | DYCOM INDS INC | 12,676,000 | 13,880,000 | 1.07% | PRN | |
| 37 | BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 | 11,891,000 | 14,321,000 | 1.10% | PRN | |
| 38 | ILLUMINA INC | 14,226,000 | 14,795,000 | 1.14% | PRN | |
| 39 | SALESFORCE COM INC SR CV NT 0.25 18 | 12,457,000 | 14,925,000 | 1.15% | PRN | |
| 40 | RYLAND GROUP INC SR NT CV 0.25 19 | 16,133,000 | 15,024,000 | 1.16% | PRN | |
| 41 | CHART INDS INC SR SB GLBL CV 18 | 15,496,000 | 15,302,000 | 1.18% | PRN | |
| 42 | SERVICENOW INC | 12,881,000 | 15,747,000 | 1.21% | PRN | |
| 43 | Red Hat Inc | 12,516,000 | 15,903,000 | 1.23% | PRN | |
| 44 | SPIRIT RLTY CAP INC NEW | 14,403,000 | 15,933,000 | 1.23% | PRN | |
| 45 | TESLA INC | 18,651,000 | 16,040,000 | 1.24% | PRN | |
| 46 | SHUTTERFLY INC | 17,143,000 | 16,875,000 | 1.30% | PRN | |
| 47 | BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 | 14,193,000 | 17,768,000 | 1.37% | PRN | |
| 48 | RTI INTL METALS INC SR CV NT1.625 19 | 18,023,000 | 19,307,000 | 1.49% | PRN | |
| 49 | MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 | 15,186,000 | 19,438,000 | 1.50% | PRN | |
| 50 | NATIONAL HEALTH INVS INC | 17,516,000 | 20,100,000 | 1.55% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000921895-16-006148, filed 2016.11.14).
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.
