| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SELECT SECTOR SPDR TR | 383,000 | 27,043,000 | 5.70% | ||
| 2 | PRICELINE GRP INC | 14,000,000 | 22,161,000 | 4.67% | PRN | |
| 3 | Xilinx Inc | 10,908,000 | 20,523,000 | 4.33% | PRN | |
| 4 | MOLINA HEALTHCARE INC | 11,500,000 | 17,465,000 | 3.68% | PRN | |
| 5 | UNITED STATES | 1,333,062 | 14,570,000 | 3.07% | ||
| 6 | PROOFPOINT INC NOTE 1.25012/1 | 7,500,000 | 14,494,000 | 3.06% | ||
| 7 | DOMINION RES INC VA NEW UNIT 08/15/2019 | 285,000 | 14,351,000 | 3.03% | ||
| 8 | SELECT SECTOR SPDR TR | 231,000 | 13,485,000 | 2.84% | ||
| 9 | MICRON TECHNOLOGY INC NOTE | 7,000,000 | 13,311,000 | 2.81% | PRN | |
| 10 | ADVANCED MICRO DEVICES INC | 12,000,000 | 13,022,000 | 2.75% | PRN | |
| 11 | SALESFORCE COM | 10,647,000 | 12,725,000 | 2.68% | PRN | |
| 12 | CITRIX SYS INC | 11,000,000 | 12,526,000 | 2.64% | PRN | |
| 13 | SELECT SECTOR SPDR TR | 641,000 | 12,371,000 | 2.61% | ||
| 14 | Palo Alto Networks Inc | 7,500,000 | 11,446,000 | 2.41% | PRN | |
| 15 | FRONTIER COMMUNICATIONS CORP | 125,000 | 10,457,000 | 2.21% | ||
| 16 | SPANSION LLC | 4,500,000 | 10,452,000 | 2.20% | PRN | |
| 17 | BLACK HILLS CORP | 121,600 | 8,340,000 | 1.76% | ||
| 18 | RAYONIER ADVANCED MATLS INC PFD CV SER A | 80,000 | 8,312,000 | 1.75% | ||
| 19 | DYNEGY INC NEW DEL UNIT | 95,000 | 7,823,000 | 1.65% | ||
| 20 | VANECK ETF TRUST | 292,000 | 7,717,000 | 1.63% | ||
| 21 | STARWOOD WAYPOINT RESIDENTL | 7,000,000 | 7,506,000 | 1.58% | PRN | |
| 22 | Dominion Resources Inc/VA | 150,000 | 7,464,000 | 1.57% | ||
| 23 | WEBMD HEALTH CORP NOTE | 7,000,000 | 7,261,000 | 1.53% | PRN | |
| 24 | RAMBUS INC DEL NOTE | 6,000,000 | 7,082,000 | 1.49% | PRN | |
| 25 | Anthem Inc | 162,000 | 7,030,000 | 1.48% | ||
| 26 | CARDTRONICS INC | 6,500,000 | 6,881,000 | 1.45% | PRN | |
| 27 | HOLOGIC INC | 5,500,000 | 6,766,000 | 1.43% | PRN | |
| 28 | AMERICAN TOWER CORP NEW | 60,000 | 6,573,000 | 1.39% | ||
| 29 | STERICYCLE INC DEP PFD | 100,000 | 6,569,000 | 1.39% | ||
| 30 | UNITED STATES NATL GAS FUND | 782,800 | 6,544,000 | 1.38% | ||
| 31 | AKAMAI TECHNOLOGIES INC | 6,400,000 | 6,265,000 | 1.32% | PRN | |
| 32 | MICRON TECHNOLOGY INC | 3,500,000 | 6,168,000 | 1.30% | PRN | |
| 33 | TESARO INC | 2,000,000 | 5,885,000 | 1.24% | PRN | |
| 34 | LINKEDIN CORP COM CL A | 30,000 | 5,733,000 | 1.21% | ||
| 35 | WEATHERFORD INTL LTD | 5,000,000 | 5,648,000 | 1.19% | PRN | |
| 36 | LIGAND PHARMACEUTICALS INC | 3,700,000 | 5,377,000 | 1.13% | PRN | |
| 37 | LIBERTY INTERACTIVE LLC | 5,000,000 | 5,273,000 | 1.11% | PRN | |
| 38 | GREEN PLAINS INC | 3,750,000 | 5,176,000 | 1.09% | PRN | |
| 39 | ST JUDE | 52,382 | 4,177,000 | 0.88% | ||
| 40 | WORKDAY INC | 3,000,000 | 3,687,000 | 0.78% | PRN | |
| 41 | SEACOR HLDGS INC SR NT CONV 3.000 11/05/28 B/E DTD 11/13/13 CLB PUT | 4,500,000 | 3,677,000 | 0.78% | PRN | |
| 42 | ACORDA THERAPEUTICS INC | 4,500,000 | 3,670,000 | 0.77% | PRN | |
| 43 | AMERICAN CAP LIMITED | 200,498 | 3,390,000 | 0.71% | ||
| 44 | AMERICAN TOWER CORP NEW PFD CONV SER A | 30,000 | 3,326,000 | 0.70% | ||
| 45 | SPDR GOLD TR | 24,500 | 3,078,000 | 0.65% | ||
| 46 | SELECT SECTOR SPDR TR | 89,192 | 2,922,000 | 0.62% | ||
| 47 | WEBMD HEALTH CORP NOTE | 2,500,000 | 2,871,000 | 0.61% | PRN | |
| 48 | NUVEEN DIVERSIFIED COMMODTY | 306,848 | 2,780,000 | 0.59% | ||
| 49 | GENERAL CABLE CORP DEL NEW FRNT | 4,000,000 | 2,675,000 | 0.56% | PRN | |
| 50 | BARCLAYS BK PLC | 77,011 | 2,623,000 | 0.55% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001661163-16-000019, filed 2016.11.14).
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.
