| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MOLYCORP INC DEL NOTE 5.500% 2/0 | 5,500,000 | 461,000 | 0.24% | PRN | |
| 2 | QIHOO 360 TECHNOLOGY CO LTD | 1,000,000 | 951,000 | 0.50% | PRN | |
| 3 | CHART INDS INC SR SB GLBL CV 18 | 2,000,000 | 1,929,000 | 1.01% | PRN | |
| 4 | ALLSCRIPTS HEALTHCARE SOLUTN | 2,000,000 | 1,967,000 | 1.03% | PRN | |
| 5 | HERBALIFE LTD | 2,500,000 | 2,090,000 | 1.09% | PRN | |
| 6 | COLONY CAP INC | 2,000,000 | 2,145,000 | 1.12% | PRN | |
| 7 | RAYONIER TRS HLDGS INC | 2,000,000 | 2,349,000 | 1.23% | PRN | |
| 8 | NVIDIA CORP SR CONV NT 1 18 | 2,930,000 | 3,472,000 | 1.82% | PRN | |
| 9 | ARES CAP CORP | 3,500,000 | 3,645,000 | 1.91% | PRN | |
| 10 | STARWOOD PPTY TR INC | 3,600,000 | 3,991,000 | 2.09% | PRN | |
| 11 | LIBERTY MEDIA CORP DELAWARE | 4,500,000 | 4,524,000 | 2.37% | PRN | |
| 12 | SOUFUN HLDGS LTD | 5,325,000 | 4,686,000 | 2.45% | PRN | |
| 13 | Electronic Arts, Inc. | 3,000,000 | 5,585,000 | 2.93% | PRN | |
| 14 | ANNALY CAP MGMT INC | 6,250,000 | 6,267,000 | 3.28% | PRN | |
| 15 | Developers Diversified Realty Corp | 5,000,000 | 6,344,000 | 3.32% | PRN | |
| 16 | AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 | 8,000,000 | 7,809,000 | 4.09% | PRN | |
| 17 | HOLOGIC INC | 7,000,000 | 8,234,000 | 4.31% | PRN | |
| 18 | NATIONAL HEALTH INVS INC | 8,000,000 | 8,524,000 | 4.46% | PRN | |
| 19 | ARES CAP CORP | 8,500,000 | 8,789,000 | 4.60% | PRN | |
| 20 | SPIRIT RLTY CAP INC NEW | 9,000,000 | 9,023,000 | 4.73% | PRN | |
| 21 | SANDISK CORP | 9,000,000 | 9,052,000 | 4.74% | PRN | |
| 22 | NETSUITE INC | 11,500,000 | 12,032,000 | 6.30% | PRN | |
| 23 | TESLA INC SR CV NT 0.25 19 | 16,800,000 | 14,814,000 | 7.76% | PRN | |
| 24 | OMNICARE INC | 15,607,000 | 17,110,000 | 8.96% | PRN | |
| 25 | STARWOOD PPTY TR INC SR CV NT 3.75 17 | 21,500,000 | 22,509,000 | 11.79% | PRN | |
| 26 | YAHOO INC SR CV ZERO NT 18 | 20,800,000 | 22,611,000 | 11.84% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001343231-15-000006, filed 2015.05.15).
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.
