| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | VERISIGN INC JR SB CONV DB 37 | 114,695,000 | 292,946,000 | 28.11% | PRN | |
| 2 | MICRON TECHNOLOGY INC | 58,077,000 | 175,279,000 | 16.82% | PRN | |
| 3 | MICRON TECHNOLOGY INC | 33,615,000 | 99,332,000 | 9.53% | PRN | |
| 4 | TESARO INC | 18,027,000 | 79,944,000 | 7.67% | PRN | |
| 5 | Mentor Graphics Corp | 21,040,000 | 39,633,000 | 3.80% | PRN | |
| 6 | MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 | 23,500,000 | 33,740,000 | 3.24% | PRN | |
| 7 | RYLAND GROUP INC | 24,615,000 | 30,968,000 | 2.97% | PRN | |
| 8 | CEMEX SAB DE CV NOTE 3.750 3/1 | 24,850,000 | 29,044,000 | 2.79% | PRN | |
| 9 | LIBERTY MEDIA CORP | 45,828,000 | 24,820,000 | 2.38% | PRN | |
| 10 | CIENA CORP | 15,714,000 | 21,546,000 | 2.07% | PRN | |
| 11 | THERAVANCE INC NOTE 2.125 1/1 | 17,110,000 | 16,286,000 | 1.56% | PRN | |
| 12 | CTRIP COM INTL LTD | 11,000,000 | 14,441,000 | 1.39% | PRN | |
| 13 | WORKDAY INC | 10,754,000 | 12,302,000 | 1.18% | PRN | |
| 14 | IRONWOOD PHARMACEUTICALS INC DBCV 2.250 6/1 | 9,000,000 | 11,227,000 | 1.08% | PRN | |
| 15 | ILLUMINA INC | 11,000,000 | 11,111,000 | 1.07% | PRN | |
| 16 | MEDICINES CO SR GLBL CV NT 22 | 6,000,000 | 9,477,000 | 0.91% | PRN | |
| 17 | STARWOOD PPTY TR INC SR CV NT 3.75 17 | 8,500,000 | 8,638,000 | 0.83% | PRN | |
| 18 | REGENERON PHARMACEUTICALS | 20,000 | 7,750,000 | 0.74% | Put | |
| 19 | IMMUNOMEDICS INC | 5,512,000 | 7,743,000 | 0.74% | PRN | |
| 20 | MICROCHIP TECHNOLOGY INC | 2,408,000 | 7,488,000 | 0.72% | PRN | |
| 21 | STARWOOD WAYPOINT RESIDENTL | 5,694,000 | 6,753,000 | 0.65% | PRN | |
| 22 | EASTERLY ACQUISITION CORP | 650,000 | 6,474,000 | 0.62% | ||
| 23 | Boulevard Acquisition Corp II | 600,000 | 6,264,000 | 0.60% | ||
| 24 | APPLE INC | 42,900 | 6,163,000 | 0.59% | Call | |
| 25 | CORNERSTONE ONDEMAND INC | 6,000,000 | 6,134,000 | 0.59% | PRN | |
| 26 | WEBMD HEALTH CORP | 6,000,000 | 6,118,000 | 0.59% | PRN | |
| 27 | GLOBAL PARTNER ACQUISITION C | 600,000 | 5,988,000 | 0.57% | ||
| 28 | CTRIP COM INTL LTD | 5,000,000 | 5,546,000 | 0.53% | PRN | |
| 29 | DOUBLE EAGLE ACQUISITION COR | 500,000 | 5,275,000 | 0.51% | ||
| 30 | GP INVTS ACQUISITION COR | 524,990 | 5,234,000 | 0.50% | ||
| 31 | ZIONS BANCORPORATION | 446,299 | 5,101,000 | 0.49% | ||
| 32 | TESLA INC SR CV NT 0.25 19 | 4,500,000 | 4,498,000 | 0.43% | PRN | |
| 33 | LANDCADIA HLDGS INC | 400,000 | 4,266,000 | 0.41% | ||
| 34 | KLR ENERGY ACQUISITION CORP | 393,490 | 4,061,000 | 0.39% | ||
| 35 | CAPITOL ACQUISITION CORP III | 300,000 | 3,165,000 | 0.30% | ||
| 36 | SAFEGUARD SCIENTIFICS IN | 2,721,000 | 2,777,000 | 0.27% | PRN | |
| 37 | FLUIDIGM CORP DEL | 4,000,000 | 2,716,000 | 0.26% | PRN | |
| 38 | YAHOO INC SR CV ZERO NT 18 | 2,500,000 | 2,593,000 | 0.25% | PRN | |
| 39 | ENERNOC | 3,000,000 | 2,563,000 | 0.25% | PRN | |
| 40 | PACIFIC SPL ACQUISITION CORP | 199,400 | 2,203,000 | 0.21% | ||
| 41 | ASSOCIATED BANC CORP | 379,381 | 2,020,000 | 0.19% | ||
| 42 | REGENERON PHARMACEUTICALS | 5,200 | 2,015,000 | 0.19% | ||
| 43 | WEATHERFORD INTL PLC | 286,385 | 1,904,000 | 0.18% | ||
| 44 | TWITTER INC | 1,500,000 | 1,411,000 | 0.14% | PRN | |
| 45 | VERINT SYS INC | 26,838 | 1,164,000 | 0.11% | ||
| 46 | SABAN CAP ACQUISITION CORP | 100,000 | 1,057,000 | 0.10% | ||
| 47 | CONYERS PK ACQUISITION | 69,221 | 777,000 | 0.07% | ||
| 48 | SUNTRUST BKS INC | 56,038 | 753,000 | 0.07% | ||
| 49 | SIGNATURE BK NEW YORK N Y | 5,649 | 673,000 | 0.06% | ||
| 50 | RENEWABLE ENERGY GROUP INC | 585,000 | 590,000 | 0.06% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001104659-17-032600, filed 2017.05.15).
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.
