| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MICRON TECHNOLOGY INC NOTE | 66,777,000 | 126,982,000 | 5.80% | PRN | |
| 2 | ALERE INC | 325,536 | 111,169,000 | 5.08% | ||
| 3 | CTRIP COM INTL LTD | 80,670,000 | 90,996,000 | 4.16% | PRN | |
| 4 | APOLLO COML REAL EST FIN INC | 79,200,000 | 81,679,000 | 3.73% | PRN | |
| 5 | STARWOOD PPTY TR INC | 75,286,000 | 77,638,000 | 3.55% | PRN | |
| 6 | CTRIP.COM INTERNATIONAL LTD | 69,350,000 | 69,963,000 | 3.20% | PRN | |
| 7 | DEPOMED INC | 48,950,000 | 69,866,000 | 3.19% | PRN | |
| 8 | STARWOOD WAYPOINT RESIDENTL | 63,641,000 | 69,412,000 | 3.17% | PRN | |
| 9 | MICRON TECHNOLOGY INC | 36,991,000 | 65,371,000 | 2.99% | PRN | |
| 10 | SPDR S&P 500 ETF TR | 300,000 | 64,890,000 | 2.96% | Put | |
| 11 | YAHOO INC | 60,731,000 | 62,370,000 | 2.85% | PRN | |
| 12 | COLONY CAP INC | 61,839,000 | 60,320,000 | 2.76% | PRN | |
| 13 | OASIS PETE INC NEW | 51,083,000 | 57,813,000 | 2.64% | PRN | |
| 14 | AMERICAN RESIDEN 3.25% | 44,000,000 | 55,746,000 | 2.55% | PRN | |
| 15 | VECTOR GROUP LTD | 47,895,000 | 54,554,000 | 2.49% | PRN | |
| 16 | IRONWOOD PHARMACEUTICALS INC | 39,927,000 | 47,710,000 | 2.18% | PRN | |
| 17 | SPDR S&P 500 ETF TR | 200,000 | 43,260,000 | 1.98% | Call | |
| 18 | TWITTER INC | 44,693,000 | 42,963,000 | 1.96% | PRN | |
| 19 | AMERICAN RLTY CAP PPTYS INC | 40,454,000 | 40,472,000 | 1.85% | PRN | |
| 20 | INCYTE CORP | 20,382,000 | 39,507,000 | 1.81% | PRN | |
| 21 | QUIDEL CORP | 37,464,000 | 37,767,000 | 1.73% | PRN | |
| 22 | SELECT SECTOR SPDR TR | 500,000 | 35,305,000 | 1.61% | Call | |
| 23 | HORIZON PHARMA INVT LTD | 33,991,000 | 33,040,000 | 1.51% | PRN | |
| 24 | BioMarin Pharmaceutical Inc | 26,026,000 | 32,549,000 | 1.49% | PRN | |
| 25 | EMERGENT BIOSOLUTIONS INC NOTE | 26,000,000 | 32,075,000 | 1.47% | PRN | |
| 26 | ALIBABA GROUP HLDG LTD | 300,000 | 31,737,000 | 1.45% | Put | |
| 27 | 51JOB INC | 29,735,000 | 31,534,000 | 1.44% | PRN | |
| 28 | FireEye, Inc. | 34,148,000 | 31,528,000 | 1.44% | PRN | |
| 29 | LIGAND PHARMACEUTICALS INC | 19,855,000 | 29,087,000 | 1.33% | PRN | |
| 30 | INTERCEPT PHARMACEUTICALS IN | 23,356,000 | 26,175,000 | 1.20% | PRN | |
| 31 | APPLE INC | 230,000 | 26,002,000 | 1.19% | Put | |
| 32 | APPLE INC | 230,000 | 26,002,000 | 1.19% | Call | |
| 33 | SM ENERGY CO | 19,879,000 | 23,926,000 | 1.09% | PRN | |
| 34 | MICRON TECHNOLOGY | 13,250,000 | 22,372,000 | 1.02% | PRN | |
| 35 | Allegheny Technologies Inc | 15,500,000 | 21,880,000 | 1.00% | PRN | |
| 36 | Workday Inc | 16,600,000 | 21,589,000 | 0.99% | PRN | |
| 37 | SINA CORP | 21,569,000 | 21,556,000 | 0.98% | PRN | |
| 38 | CONSOLIDATED TOMOKA LD CO | 19,620,000 | 19,253,000 | 0.88% | PRN | |
| 39 | VIPSHOP HLDGS LTD | 17,723,000 | 19,156,000 | 0.88% | PRN | |
| 40 | TERRAFORM GLOBAL INC CL A | 4,577,601 | 18,813,000 | 0.86% | ||
| 41 | STILLWATER MNG CO | 15,471,000 | 18,668,000 | 0.85% | PRN | |
| 42 | COLONY CAP INC 5 04/15/2023 | 18,238,000 | 18,167,000 | 0.83% | PRN | |
| 43 | TIMKENSTEEL CORP | 13,550,000 | 14,986,000 | 0.68% | PRN | |
| 44 | ROYAL BK SCOTLAND GROUP PLC NOTE 8.62512/3 | 14,860,000 | 14,720,000 | 0.67% | PRN | |
| 45 | MICROSOFT CORP | 250,000 | 14,400,000 | 0.66% | Call | |
| 46 | MICROSOFT CORP | 250,000 | 14,400,000 | 0.66% | Put | |
| 47 | ALPHABET INC | 18,000 | 13,991,000 | 0.64% | Call | |
| 48 | ALPHABET INC | 18,000 | 13,991,000 | 0.64% | Put | |
| 49 | YY Inc. | 13,357,000 | 13,227,000 | 0.60% | PRN | |
| 50 | ENDOLOGIX INC | 9,319,000 | 12,388,000 | 0.57% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000950123-16-022073, 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.
