| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MICRON TECHNOLOGY INC NOTE | 68,523,000 | 156,946,000 | 6.12% | PRN | |
| 2 | ALERE INC | 328,847 | 107,944,000 | 4.21% | ||
| 3 | INTEL CORP | 66,851,000 | 90,577,000 | 3.53% | PRN | |
| 4 | OASIS PETE INC NEW | 64,098,000 | 89,151,000 | 3.48% | PRN | |
| 5 | CTRIP COM INTL LTD | 80,170,000 | 83,661,000 | 3.26% | PRN | |
| 6 | MICRON TECHNOLOGY INC | 36,026,000 | 75,694,000 | 2.95% | PRN | |
| 7 | DEPOMED INC | 65,450,000 | 74,921,000 | 2.92% | PRN | |
| 8 | COLONY CAP INC | 73,253,000 | 73,359,000 | 2.86% | PRN | |
| 9 | STARWOOD PPTY TR INC | 68,060,000 | 69,737,000 | 2.72% | PRN | |
| 10 | APOLLO COML REAL EST FIN INC | 66,031,000 | 69,294,000 | 2.70% | PRN | |
| 11 | STARWOOD WAYPOINT RESIDENTL | 63,184,000 | 69,214,000 | 2.70% | PRN | |
| 12 | SPDR S&P 500 ETF TR | 300,000 | 67,059,000 | 2.62% | Put | |
| 13 | YAHOO INC | 64,482,000 | 63,931,000 | 2.49% | PRN | |
| 14 | VECTOR GROUP LTD | 55,118,000 | 63,580,000 | 2.48% | PRN | |
| 15 | AMERICAN RESIDENTIAL PROP 3.25 15NOV18 | 45,282,000 | 56,223,000 | 2.19% | PRN | |
| 16 | IRONWOOD PHARMACEUTICALS INC | 48,427,000 | 55,685,000 | 2.17% | PRN | |
| 17 | BioMarin Pharmaceutical Inc | 46,709,000 | 55,147,000 | 2.15% | PRN | |
| 18 | AMERICAN RLTY CAP PPTYS INC | 51,504,000 | 51,600,000 | 2.01% | PRN | |
| 19 | THERAVANCE BIOPHARMA INC | 42,667,000 | 48,959,000 | 1.91% | PRN | |
| 20 | EMERGENT BIOSOLUTIONS INC NOTE | 36,545,000 | 46,820,000 | 1.83% | PRN | |
| 21 | CTRIP COM INTL LTD | 34,008,000 | 39,374,000 | 1.54% | PRN | |
| 22 | TWITTER INC | 41,659,000 | 39,140,000 | 1.53% | PRN | |
| 23 | INCYTE CORP | 19,026,000 | 38,811,000 | 1.51% | PRN | |
| 24 | SELECT SECTOR SPDR TR | 500,000 | 37,660,000 | 1.47% | Call | |
| 25 | QUIDEL CORP | 36,807,000 | 36,520,000 | 1.42% | PRN | |
| 26 | 51JOB INC | 31,985,000 | 33,699,000 | 1.31% | PRN | |
| 27 | LIGAND PHARMACEUTICALS INC | 21,855,000 | 31,633,000 | 1.23% | PRN | |
| 28 | FireEye, Inc. | 32,707,000 | 30,180,000 | 1.18% | PRN | |
| 29 | APPLE INC | 230,000 | 26,639,000 | 1.04% | Put | |
| 30 | APPLE INC | 230,000 | 26,639,000 | 1.04% | Call | |
| 31 | ALIBABA GROUP HLDG LTD | 300,000 | 26,343,000 | 1.03% | Put | |
| 32 | SPIRIT RLTY CAP INC NEW | 25,177,000 | 26,248,000 | 1.02% | PRN | |
| 33 | AMAG PHARMACEUTICALS INC | 18,363,000 | 26,022,000 | 1.01% | PRN | |
| 34 | SM ENERGY CO | 22,129,000 | 25,660,000 | 1.00% | PRN | |
| 35 | REPLIGEN CORP | 21,427,000 | 24,978,000 | 0.97% | PRN | |
| 36 | MOLINA HEALTHCARE INC | 16,690,000 | 23,981,000 | 0.94% | PRN | |
| 37 | INPHI CORP | 18,350,000 | 23,798,000 | 0.93% | PRN | |
| 38 | VIPSHOP HLDGS LTD | 23,244,000 | 23,213,000 | 0.91% | PRN | |
| 39 | FINISAR CORP | 19,400,000 | 23,041,000 | 0.90% | PRN | |
| 40 | TIMKENSTEEL CORP | 15,335,000 | 22,426,000 | 0.87% | PRN | |
| 41 | CONSOLIDATED TOMOKA LD CO | 22,166,000 | 22,127,000 | 0.86% | PRN | |
| 42 | TTM TECHNOLOGIES INC | 13,492,000 | 20,592,000 | 0.80% | PRN | |
| 43 | Allegheny Technologies Inc | 13,787,000 | 18,485,000 | 0.72% | PRN | |
| 44 | COLONY CAP INC 5 04/15/2023 | 17,738,000 | 18,132,000 | 0.71% | PRN | |
| 45 | Workday Inc | 15,904,000 | 17,554,000 | 0.68% | PRN | |
| 46 | MICRON TECHNOLOGY | 8,330,000 | 16,897,000 | 0.66% | PRN | |
| 47 | TERRAFORM GLOBAL INC CL A | 4,022,765 | 15,890,000 | 0.62% | ||
| 48 | SUNPOWER CORP | 21,899,000 | 15,719,000 | 0.61% | PRN | |
| 49 | MICROSOFT CORP | 250,000 | 15,535,000 | 0.61% | Call | |
| 50 | MICROSOFT CORP | 250,000 | 15,535,000 | 0.61% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000950123-17-002177, filed 2017.02.14).
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.
