| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MICROCHIP TECHNOLOGY INC | 79,085,000 | 151,152,000 | 9.57% | PRN | |
| 2 | CEMEX SAB DE CV NOTE 3.750 3/1 | 88,100,000 | 133,722,000 | 8.47% | PRN | |
| 3 | UNITED RENTALS INC | 10,000,000 | 94,261,000 | 5.97% | PRN | |
| 4 | MICRON TECHNOLOGY INC NOTE | 26,615,000 | 89,770,000 | 5.68% | PRN | |
| 5 | WESCO INTL INC | 28,704,000 | 88,100,000 | 5.58% | PRN | |
| 6 | CADENCE DESIGN SYSTEM INC | 32,968,000 | 76,657,000 | 4.85% | PRN | |
| 7 | MICRON TECHNOLOGY INC | 19,243,000 | 66,267,000 | 4.20% | PRN | |
| 8 | UNITED THERAPEUTICS CORP | 31,200,000 | 58,823,000 | 3.72% | PRN | |
| 9 | SANDISK CORP | 20,500,000 | 41,990,000 | 2.66% | PRN | |
| 10 | SALESFORCE COM INC | 14,881,000 | 40,487,000 | 2.56% | PRN | |
| 11 | GENERAL MTRS CO | 1,051,700 | 38,177,000 | 2.42% | Call | |
| 12 | Jetblue Airways Corp | 13,186,000 | 32,652,000 | 2.07% | PRN | |
| 13 | SHIP FINANCE INTERNATIONAL L | 28,402,000 | 32,514,000 | 2.06% | PRN | |
| 14 | SEMGROUP CORP | 392,674 | 30,962,000 | 1.96% | ||
| 15 | MOLINA HEALTHCARE(SR) - CV SR NTS | 20,500,000 | 29,410,000 | 1.86% | PRN | |
| 16 | TESLA MTRS INC | 14,527,000 | 29,395,000 | 1.86% | PRN | |
| 17 | CAPITAL ONE FINANCIAL CORP WARRANTS 2009-14. | 343,100 | 28,340,000 | 1.79% | ||
| 18 | Forest City Ent FCE 5% 10/15/16 | 16,221,000 | 25,583,000 | 1.62% | PRN | |
| 19 | MICRON TECHNOLOGY INC | 7,000,000 | 24,387,000 | 1.54% | PRN | |
| 20 | TESLA MTRS INC | 24,500,000 | 23,905,000 | 1.51% | PRN | |
| 21 | SUNPOWER CORP | 12,300,000 | 22,600,000 | 1.43% | PRN | |
| 22 | PDLI 3 3/4 05/01/2015 | 13,446,000 | 21,531,000 | 1.36% | PRN | |
| 23 | CHESAPEAKE ENERGY CORP | 17,250,000 | 18,288,000 | 1.16% | PRN | |
| 24 | CISCO SYS INC | 700,000 | 17,395,000 | 1.10% | Call | |
| 25 | COBALT INTL ENERGY INC | 17,000,000 | 15,761,000 | 1.00% | PRN | |
| 26 | WALTER INVT MGMT CORP | 16,931,000 | 15,667,000 | 0.99% | PRN | |
| 27 | OMNICARE CAP TR II | 191,800 | 15,661,000 | 0.99% | PRN | |
| 28 | BANK AMER CORP | 1,015,900 | 15,614,000 | 0.99% | ||
| 29 | BANK AMER CORP | 1,015,900 | 15,614,000 | 0.99% | Put | |
| 30 | ZIONS BANCORPORATION | 520,678 | 15,344,000 | 0.97% | ||
| 31 | PHH CORP | 7,496,000 | 14,642,000 | 0.93% | PRN | |
| 32 | LIVE NATION ENTERTAINMENT 2.875% 07/15/27 | 14,424,000 | 14,464,000 | 0.92% | PRN | |
| 33 | EQUINIX INC 3% CB 10/15/2014 - REGISTERED | 6,400,000 | 12,162,000 | 0.77% | PRN | |
| 34 | GLORI ENERGY INC WARRANTS EXPIRES | 1,061,076 | 11,523,000 | 0.73% | ||
| 35 | SOLAZYME INC | 6,671,000 | 10,674,000 | 0.68% | PRN | |
| 36 | INTERDIGITAL INC | 9,500,000 | 10,502,000 | 0.66% | PRN | |
| 37 | MOLYCORP INC (MCP) - 83.3333 c | 16,254,000 | 10,458,000 | 0.66% | PRN | |
| 38 | SILVER EAGLE ACQUISITION COR | 1,051,671 | 10,264,000 | 0.65% | ||
| 39 | AMAG PHARMACEUTICALS INC | 9,250,000 | 9,824,000 | 0.62% | PRN | |
| 40 | UAL CORP CV SR NT 6.0% 10-15-29 | 1,972,000 | 9,346,000 | 0.59% | PRN | |
| 41 | ICONIX BRAND GROUP INC 2.5% 06/01/2016 | 6,000,000 | 8,684,000 | 0.55% | PRN | |
| 42 | Continental Airls Inc | 3,750,000 | 8,219,000 | 0.52% | PRN | |
| 43 | GOLDCORP INC NEW | 8,183,000 | 8,197,000 | 0.52% | PRN | |
| 44 | MOLYCORP INC DEL NOTE 5.500% 2/0 | 10,880,000 | 7,041,000 | 0.45% | PRN | |
| 45 | SEACOR HOLDINGS INC | 6,065,000 | 6,967,000 | 0.44% | PRN | |
| 46 | SILVER EAGLE ACQUISITION COR | 650,000 | 6,344,000 | 0.40% | ||
| 47 | COMERICA INC | 125,000 | 6,270,000 | 0.40% | ||
| 48 | ASSOCIATED BANC CORP | 344,332 | 6,226,000 | 0.39% | ||
| 49 | Exelexis | 7,170,000 | 6,087,000 | 0.39% | PRN | |
| 50 | CATHAY GEN BANCORP | 227,469 | 5,814,000 | 0.37% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001104659-14-060809, filed 2014.08.14).
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.
