| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | STARWOOD WAYPOINT 4.5 15OCT17 | 31,000 | 33,000 | 0.00% | PRN | |
| 2 | WORKDAY INC | 30,000 | 37,000 | 0.00% | PRN | |
| 3 | NOVELLUS SYS INC SR NT CV2.625 41 | 60,000 | 167,000 | 0.01% | PRN | |
| 4 | PDC ENERGY INC SR GLBL CV NT 21 | 500,000 | 536,000 | 0.02% | PRN | |
| 5 | ATLANTICA YIELD PLC SHS | 29,100 | 554,000 | 0.03% | ||
| 6 | PACE HLDGS CORP | 53,771 | 559,000 | 0.03% | ||
| 7 | MICRON TECHNOLOGY INC | 300,000 | 571,000 | 0.03% | PRN | |
| 8 | SUNPOWER CORP SR CV DEB0.75 18 | 650,000 | 592,000 | 0.03% | PRN | |
| 9 | TETRALOGIC PHARMACEUTICALS C | 7,500,000 | 675,000 | 0.03% | PRN | |
| 10 | FIREEYE INC | 50,000 | 737,000 | 0.03% | ||
| 11 | DYNEGY INC NEW DEL UNIT 07/01/20191 | 9,000 | 738,000 | 0.03% | ||
| 12 | SOUFUN HLDGS LTD | 900,000 | 893,000 | 0.04% | PRN | |
| 13 | ON SEMICONDUCTOR CORP | 1,000,000 | 1,195,000 | 0.05% | PRN | |
| 14 | SABAN CAP ACQUISITION CORP | 150,000 | 1,513,000 | 0.07% | ||
| 15 | GENERAL MTRS CO | 49,965 | 1,587,000 | 0.07% | ||
| 16 | DHT HOLDINGS INC | 2,100,000 | 1,880,000 | 0.09% | PRN | |
| 17 | TRINA SOLAR ADR REPTG 50 ORD | 210,839 | 2,159,000 | 0.10% | ||
| 18 | NEW MTN FIN CORP | 2,250,000 | 2,311,000 | 0.11% | PRN | |
| 19 | ARRAY BIOPHARMA INC 3 06/01/2020 | 2,000,000 | 2,374,000 | 0.11% | PRN | |
| 20 | PATTERN ENERGY GROUP INC NOTE 4.000 7/1 | 2,895,000 | 2,933,000 | 0.13% | PRN | |
| 21 | ISIS PHARMACEUTICALS INC DEL SR CONV NT 1 21 | 3,399,000 | 3,173,000 | 0.14% | PRN | |
| 22 | MEDICINES CO SR GLBL CV NT 22 | 2,500,000 | 3,243,000 | 0.15% | PRN | |
| 23 | MEDIDATA SOLUTIONS INC 1 08/01/2018 | 3,000,000 | 3,524,000 | 0.16% | PRN | |
| 24 | GOGO INC | 388,200 | 4,286,000 | 0.20% | ||
| 25 | MOLINA HEALTHCARE INC | 3,190,000 | 4,853,000 | 0.22% | PRN | |
| 26 | GLOBAL PARTNER ACQUISITION C | 500,000 | 5,026,000 | 0.23% | ||
| 27 | B2GOLD CORP | 5,315,000 | 5,477,000 | 0.25% | PRN | |
| 28 | HOLOGIC INC | 4,500,000 | 5,545,000 | 0.25% | PRN | |
| 29 | NUTANIX INC | 150,000 | 5,550,000 | 0.25% | ||
| 30 | 51JOB INC SP ADR REP COM | 168,711 | 5,632,000 | 0.26% | ||
| 31 | NEVRO CORP | 4,581,000 | 5,949,000 | 0.27% | PRN | |
| 32 | STARWOOD PPTY TR INC | 5,795,000 | 6,368,000 | 0.29% | PRN | |
| 33 | ISHARES TR | 177,800 | 6,659,000 | 0.30% | Put | |
| 34 | WEATHERFORD INTL LTD | 6,000,000 | 6,756,000 | 0.31% | PRN | |
| 35 | SPDR S&P 500 ETF TR | 32,000 | 6,922,000 | 0.32% | ||
| 36 | ADVANCED MICRO DEVICES INC | 1,026,600 | 7,094,000 | 0.32% | ||
| 37 | WRIGHT MED GROUP INC SR CONV NT 2 20 | 7,000,000 | 7,496,000 | 0.34% | PRN | |
| 38 | ILLUMINA INC | 7,265,000 | 7,558,000 | 0.35% | PRN | |
| 39 | CHENIERE ENERGY INC | 11,893,000 | 7,585,000 | 0.35% | PRN | |
| 40 | DOUBLE EAGLE ACQUISITION COR | 750,000 | 7,717,000 | 0.35% | ||
| 41 | AMAG PHARMACEUTICALS INC | 7,000,000 | 7,909,000 | 0.36% | PRN | |
| 42 | DOMINION RES INC VA NEW UNIT 08/15/2019 | 168,700 | 8,506,000 | 0.39% | ||
| 43 | REPLIGEN CORP | 9,527,000 | 10,905,000 | 0.50% | PRN | |
| 44 | ENDOLOGIX INC | 9,319,000 | 12,388,000 | 0.57% | PRN | |
| 45 | YY Inc. | 13,357,000 | 13,227,000 | 0.60% | PRN | |
| 46 | ALPHABET INC | 18,000 | 13,991,000 | 0.64% | Put | |
| 47 | ALPHABET INC | 18,000 | 13,991,000 | 0.64% | Call | |
| 48 | MICROSOFT CORP | 250,000 | 14,400,000 | 0.66% | Put | |
| 49 | MICROSOFT CORP | 250,000 | 14,400,000 | 0.66% | Call | |
| 50 | ROYAL BK SCOTLAND GROUP PLC | 14,860,000 | 14,720,000 | 0.67% | 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.
