| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MICRON TECHNOLOGY INC NOTE | 18,000,000 | 22,956,000 | 6.02% | PRN | |
| 2 | FRONTIER COMMUNICATIONS CORP | 180,000 | 18,792,000 | 4.93% | ||
| 3 | Xilinx Inc | 10,908,000 | 17,948,000 | 4.71% | PRN | |
| 4 | ALLERGAN PLC | 19,000 | 17,463,000 | 4.58% | ||
| 5 | STERICYCLE INC DEP PFD | 175,000 | 16,302,000 | 4.28% | ||
| 6 | NUVEEN LG/SHT COMMODITY TOTR | 977,638 | 14,723,000 | 3.86% | ||
| 7 | YOUKU TUDOU INC | 486,332 | 13,369,000 | 3.51% | ||
| 8 | PRICELINE GRP INC | 9,000,000 | 12,841,000 | 3.37% | PRN | |
| 9 | ON SEMICONDUCTOR CORP | 10,863,000 | 11,788,000 | 3.09% | PRN | |
| 10 | MGIC INVT CORP WIS | 7,000,000 | 8,781,000 | 2.30% | PRN | |
| 11 | SPDR GOLD TR | 70,502 | 8,291,000 | 2.17% | ||
| 12 | BLACK HILLS CORP UNIT 99/99/9999 | 121,600 | 8,239,000 | 2.16% | ||
| 13 | MOLINA HEALTHCARE INC | 5,000,000 | 8,221,000 | 2.16% | PRN | |
| 14 | YAHOO INC | 8,000,000 | 7,906,000 | 2.07% | PRN | |
| 15 | ALBANY MOLECULAR RESH INC | 7,000,000 | 7,786,000 | 2.04% | PRN | |
| 16 | SPANSION LLC | 4,500,000 | 7,476,000 | 1.96% | PRN | |
| 17 | MEDICINES CO | 6,000,000 | 6,817,000 | 1.79% | PRN | |
| 18 | SALESFORCE COM | 5,500,000 | 6,797,000 | 1.78% | PRN | |
| 19 | EMERGENT BIOSOLUTIONS INC NOTE | 5,000,000 | 6,517,000 | 1.71% | PRN | |
| 20 | WEBMD HEALTH CORP NOTE | 5,000,000 | 6,455,000 | 1.69% | PRN | |
| 21 | BARCLAYS BK PLC IPATH S&P500 VIX | 348,130 | 6,130,000 | 1.61% | ||
| 22 | UNITED STATES | 629,062 | 6,101,000 | 1.60% | ||
| 23 | CAMERON INTERNATIONAL COMPANY | 87,099 | 5,839,000 | 1.53% | ||
| 24 | LIGAND PHARMACEUTICALS INC | 3,700,000 | 5,642,000 | 1.48% | PRN | |
| 25 | SANDISK CORP | 70,100 | 5,333,000 | 1.40% | ||
| 26 | ISHARES SILVER TR | 349,212 | 5,126,000 | 1.34% | ||
| 27 | GREEN PLAINS INC | 5,000,000 | 4,800,000 | 1.26% | PRN | |
| 28 | JARDEN CORP | 81,329 | 4,794,000 | 1.26% | ||
| 29 | DEPOMED INC | 5,000,000 | 4,682,000 | 1.23% | PRN | |
| 30 | ISHARES TR | 137,000 | 4,626,000 | 1.21% | ||
| 31 | VECTOR GROUP LTD | 3,000,000 | 4,425,000 | 1.16% | PRN | |
| 32 | TWITTER INC | 5,000,000 | 4,394,000 | 1.15% | PRN | |
| 33 | SELECT SECTOR SPDR TR | 60,835 | 3,766,000 | 0.99% | ||
| 34 | ACORDA THERAPEUTICS INC | 4,000,000 | 3,562,000 | 0.93% | PRN | |
| 35 | * AIRGAS INC COM | 25,000 | 3,541,000 | 0.93% | ||
| 36 | NUVEEN DIVERSIFIED COMMODTY | 365,405 | 3,255,000 | 0.85% | ||
| 37 | TUMI HOLDINGS INC | 120,918 | 3,243,000 | 0.85% | ||
| 38 | AMERICAN TOWER CORP NEW PFD CONV SER A | 30,000 | 3,151,000 | 0.83% | ||
| 39 | INSULET CORP 2 06/15/2019 | 3,100,000 | 3,001,000 | 0.79% | PRN | |
| 40 | TIME WARNER INC NEW | 14,500 | 2,966,000 | 0.78% | ||
| 41 | ALON USA ENERGY INC | 3,000,000 | 2,942,000 | 0.77% | PRN | |
| 42 | CHENIERE ENERGY INC | 5,500,000 | 2,886,000 | 0.76% | PRN | |
| 43 | LINKEDIN CORP | 3,000,000 | 2,716,000 | 0.71% | PRN | |
| 44 | IKANG HEALTHCARE GROUP INC | 117,605 | 2,570,000 | 0.67% | ||
| 45 | Dominion Resources Inc/VA | 50,000 | 2,515,000 | 0.66% | ||
| 46 | CENTRAL FD CDA LTD | 188,135 | 2,255,000 | 0.59% | ||
| 47 | LIBERTY GLOBAL PLC | 57,911 | 2,229,000 | 0.58% | ||
| 48 | BAXALTA INC | 55,090 | 2,225,000 | 0.58% | ||
| 49 | GENERAL CABLE CORP DEL NEW FRNT | 4,000,000 | 2,110,000 | 0.55% | PRN | |
| 50 | BONA FILM GROUP LTD | 152,191 | 2,062,000 | 0.54% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001661163-16-000015, filed 2016.05.16).
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.
