| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CIENA CORP SR NT CV 17 | 100,000 | 98,000 | 0.01% | PRN | |
| 2 | J2 GLOBAL INC SR CV NT 3.25 29 | 100,000 | 100,000 | 0.01% | PRN | |
| 3 | NETSUITE INC | 100,000 | 104,000 | 0.01% | PRN | |
| 4 | NUVASIVE INC | 100,000 | 113,000 | 0.01% | PRN | |
| 5 | Developers Diversified Realty Corp | 100,000 | 116,000 | 0.01% | PRN | |
| 6 | CUBIST PHARMACEUTICALS INC | 200,000 | 216,000 | 0.02% | PRN | |
| 7 | SALIX PHARMACEUTICALS INC | 130,000 | 314,000 | 0.02% | PRN | |
| 8 | MGM RESORTS INTERNATIONAL | 275,000 | 348,000 | 0.02% | PRN | |
| 9 | MICROCHIP TECHNOLOGY INC | 225,000 | 418,000 | 0.03% | PRN | |
| 10 | TESLA INC SR CV NT 0.25 19 | 650,000 | 621,000 | 0.04% | PRN | |
| 11 | ALLSCRIPTS HEALTHCARE SOLUTN | 700,000 | 716,000 | 0.05% | PRN | |
| 12 | MICRON TECHNOLOGY INC SR SB CV NT 3 43 | 550,000 | 725,000 | 0.05% | PRN | |
| 13 | GRAN TIERRA ENERGY INC | 165,800 | 922,000 | 0.07% | ||
| 14 | METHANEX CORP | 14,000 | 940,000 | 0.07% | ||
| 15 | ARVINMERITOR INC | 1,200,000 | 1,243,000 | 0.09% | PRN | |
| 16 | MASTEC INC | 42,145 | 1,290,000 | 0.09% | ||
| 17 | VALERO ENERGY CORP NEW | 28,320 | 1,310,000 | 0.09% | ||
| 18 | SOUTHWESTERN ENERGY CO | 38,500 | 1,346,000 | 0.10% | ||
| 19 | Prospect Capital Corp | 1,300,000 | 1,363,000 | 0.10% | PRN | |
| 20 | ENCANA CORP | 66,000 | 1,410,000 | 0.10% | ||
| 21 | CANADIAN NATL RY CO | 20,000 | 1,428,000 | 0.10% | ||
| 22 | QUANTA SVCS INC | 40,780 | 1,480,000 | 0.10% | ||
| 23 | AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 | 1,500,000 | 1,502,000 | 0.11% | PRN | |
| 24 | RYLAND GROUP INC SR NT CV 0.25 19 | 1,600,000 | 1,503,000 | 0.11% | PRN | |
| 25 | FIFTH STR FIN CORP 5.375% 04/01/2016 | 1,500,000 | 1,569,000 | 0.11% | PRN | |
| 26 | Royal Gold Inc | 1,500,000 | 1,578,000 | 0.11% | PRN | |
| 27 | PRAXAIR INC | 12,500 | 1,613,000 | 0.11% | ||
| 28 | BONANZA CREEK ENERGY INC | 28,500 | 1,622,000 | 0.11% | ||
| 29 | DRIL-QUIP INC | 18,700 | 1,672,000 | 0.12% | ||
| 30 | FLOWSERVE CORP | 24,000 | 1,692,000 | 0.12% | ||
| 31 | VEREIT Inc | 1,700,000 | 1,721,000 | 0.12% | PRN | |
| 32 | ROSETTA RESOURCES INC | 39,210 | 1,747,000 | 0.12% | ||
| 33 | HEALTH CARE REIT INC | 1,500,000 | 1,845,000 | 0.13% | PRN | |
| 34 | EMERSON ELEC CO | 30,000 | 1,877,000 | 0.13% | ||
| 35 | CARRIZO OIL & GAS INC | 35,450 | 1,908,000 | 0.13% | ||
| 36 | NATIONAL OILWELL VARCO INC | 25,345 | 1,929,000 | 0.14% | ||
| 37 | Patterson UTI Energy Inc Com | 61,585 | 2,003,000 | 0.14% | ||
| 38 | LAM RESEARCH CORP | 1,700,000 | 2,161,000 | 0.15% | PRN | |
| 39 | CABOT OIL & GAS CORP | 66,307 | 2,168,000 | 0.15% | ||
| 40 | DIAMONDBACK ENERGY INC | 32,515 | 2,431,000 | 0.17% | ||
| 41 | EOG RES INC | 25,014 | 2,477,000 | 0.18% | ||
| 42 | KINDER MORGAN INC DEL | 68,000 | 2,607,000 | 0.18% | ||
| 43 | OASIS PETE INC NEW | 63,136 | 2,640,000 | 0.19% | ||
| 44 | U S SILICA HLDGS INC | 46,499 | 2,907,000 | 0.21% | ||
| 45 | EQT CORP | 31,900 | 2,920,000 | 0.21% | ||
| 46 | KODIAK OIL & GAS CORP | 217,700 | 2,954,000 | 0.21% | ||
| 47 | NATIONAL HEALTH INVS INC | 3,000,000 | 2,979,000 | 0.21% | PRN | |
| 48 | HOLOGIC INC SR STEP CV NT 42 | 2,850,000 | 3,038,000 | 0.21% | PRN | |
| 49 | PROSPECT CAPITAL CORPORATION | 3,100,000 | 3,176,000 | 0.22% | PRN | |
| 50 | ON SEMICONDUCTOR CORP | 3,000,000 | 3,414,000 | 0.24% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0001140361-14-042475, filed 2014.11.17).
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.
