| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MICROCHIP TECHNOLOGY INC | 79,085,000 | 146,831,000 | 8.56% | PRN | |
| 2 | CEMEX SAB DE CV NOTE 3.750 3/1 | 88,100,000 | 129,790,000 | 7.57% | PRN | |
| 3 | MICRON TECHNOLOGY INC | 33,366,000 | 119,404,000 | 6.96% | PRN | |
| 4 | MICRON TECHNOLOGY INC NOTE | 31,615,000 | 110,649,000 | 6.45% | PRN | |
| 5 | UNITED THERAPEUTICS CORP | 39,384,000 | 106,078,000 | 6.19% | PRN | |
| 6 | SANDISK CORP | 52,994,000 | 101,990,000 | 5.95% | PRN | |
| 7 | CADENCE DESIGN SYSTEM INC | 43,734,000 | 99,931,000 | 5.83% | PRN | |
| 8 | MICRON TECHNOLOGY | 26,126,000 | 81,897,000 | 4.78% | PRN | |
| 9 | WESCO INTL INC | 28,704,000 | 79,913,000 | 4.66% | PRN | |
| 10 | ISHARES TR | 1,400,000 | 53,592,000 | 3.13% | Put | |
| 11 | TESLA MTRS INC | 23,377,000 | 47,172,000 | 2.75% | PRN | |
| 12 | GENERAL MTRS CO | 1,365,000 | 43,598,000 | 2.54% | Call | |
| 13 | CAPITAL ONE FINANCIAL CORP WARRANTS 2009-14. | 490,400 | 40,026,000 | 2.33% | ||
| 14 | SEMGROUP CORP | 411,816 | 34,292,000 | 2.00% | ||
| 15 | Jetblue Airways Corp | 13,186,000 | 32,058,000 | 1.87% | PRN | |
| 16 | TESLA MTRS INC | 33,500,000 | 31,906,000 | 1.86% | PRN | |
| 17 | SHIP FINANCE INTERNATIONAL L | 28,402,000 | 30,588,000 | 1.78% | PRN | |
| 18 | Forest City Ent FCE 5% 10/15/16 | 16,221,000 | 25,672,000 | 1.50% | PRN | |
| 19 | CHESAPEAKE ENERGY CORP | 22,219,000 | 22,511,000 | 1.31% | PRN | |
| 20 | ISHARES TR | 588,000 | 22,509,000 | 1.31% | ||
| 21 | MOLINA HEALTHCARE INC | 20,500,000 | 20,538,000 | 1.20% | PRN | |
| 22 | SUNPOWER CORP | 12,300,000 | 18,690,000 | 1.09% | PRN | |
| 23 | PDLI 3 3/4 05/01/2015 | 13,446,000 | 17,142,000 | 1.00% | PRN | |
| 24 | ZIONS BANCORPORATION | 536,700 | 15,597,000 | 0.91% | ||
| 25 | COBALT INTL ENERGY INC | 17,750,000 | 14,716,000 | 0.86% | PRN | |
| 26 | PHH CORP | 7,496,000 | 14,283,000 | 0.83% | PRN | |
| 27 | WALTER INVT MGMT CORP | 16,931,000 | 14,129,000 | 0.82% | PRN | |
| 28 | TESLA INC | 51,200 | 12,425,000 | 0.72% | Put | |
| 29 | AMAG PHARMACEUTICALS INC | 9,250,000 | 12,394,000 | 0.72% | PRN | |
| 30 | EQUINIX INC 3% CB 10/15/2014 - REGISTERED | 6,400,000 | 12,321,000 | 0.72% | PRN | |
| 31 | VOLCANO CORPORATION | 13,203,000 | 11,419,000 | 0.67% | PRN | |
| 32 | Hewlett Packard Co | 300,000 | 10,641,000 | 0.62% | Put | |
| 33 | UAL CORP CV SR NT 6.0% 10-15-29 | 1,972,000 | 10,633,000 | 0.62% | PRN | |
| 34 | SILVER EAGLE ACQUISITION COR | 1,051,671 | 10,454,000 | 0.61% | ||
| 35 | INTERDIGITAL INC | 9,500,000 | 9,781,000 | 0.57% | PRN | |
| 36 | Continental Airls Inc | 3,750,000 | 9,297,000 | 0.54% | PRN | |
| 37 | SOLAZYME INC | 6,671,000 | 7,650,000 | 0.45% | PRN | |
| 38 | ICONIX BRAND GROUP INC 2.5% 06/01/2016 | 6,000,000 | 7,584,000 | 0.44% | PRN | |
| 39 | SEACOR HOLDINGS INC | 6,065,000 | 6,538,000 | 0.38% | PRN | |
| 40 | COMERICA INC | 131,100 | 6,537,000 | 0.38% | ||
| 41 | SILVER EAGLE ACQUISITION COR | 650,000 | 6,461,000 | 0.38% | ||
| 42 | TESARO INC | 6,000,000 | 6,269,000 | 0.37% | PRN | |
| 43 | ASSOCIATED BANC CORP | 353,833 | 6,164,000 | 0.36% | ||
| 44 | TERRAPIN 3 ACQUISITION CORP | 600,000 | 6,030,000 | 0.35% | ||
| 45 | CATHAY GEN BANCORP | 231,534 | 5,749,000 | 0.34% | ||
| 46 | MOLYCORP INC (MCP) - 83.3333 c | 16,254,000 | 5,700,000 | 0.33% | PRN | |
| 47 | CAMBRIDGE CAP ACQUISITION CO | 575,000 | 5,606,000 | 0.33% | ||
| 48 | BOULEVARD ACQUISITION CORP | 492,480 | 4,777,000 | 0.28% | ||
| 49 | CAMBRIDGE CAP ACQUISITION CO | 475,000 | 4,631,000 | 0.27% | ||
| 50 | Exelexis | 7,170,000 | 4,155,000 | 0.24% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001104659-14-080781, filed 2014.11.14).
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.
