| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR SER TR | 105,750 | 5,250,000 | 5.02% | ||
| 2 | OMNICARE INC | 1,925,000 | 4,607,000 | 4.41% | PRN | |
| 3 | Fidelity National Financial Inc | 2,820,000 | 4,494,000 | 4.30% | PRN | |
| 4 | CEMEX SAB DE CV NOTE 3.750 3/1 | 3,000,000 | 4,420,000 | 4.23% | PRN | |
| 5 | ENCORE CAP GROUP INC | 2,900,000 | 4,323,000 | 4.13% | PRN | |
| 6 | SPANSION LLC | 2,400,000 | 4,210,000 | 4.03% | PRN | |
| 7 | TELEFLEX INC | 2,400,000 | 4,160,000 | 3.98% | PRN | |
| 8 | SALIX PHARMACEUTICALS INC | 1,660,000 | 4,009,000 | 3.83% | PRN | |
| 9 | CUBIST PHARMACEUTICALS INC | 1,700,000 | 3,963,000 | 3.79% | PRN | |
| 10 | PRICELINE GRP INC | 2,800,000 | 3,763,000 | 3.60% | PRN | |
| 11 | ICONIX BRAND GROUP INC 2.5% 06/01/2016 | 2,975,000 | 3,754,000 | 3.59% | PRN | |
| 12 | Horsehead Holding | 2,900,000 | 3,733,000 | 3.57% | PRN | |
| 13 | ISTAR FINL INC | 2,900,000 | 3,663,000 | 3.50% | PRN | |
| 14 | JARDEN CORP | 2,500,000 | 3,421,000 | 3.27% | PRN | |
| 15 | SEACOR HOLDINGS INC | 3,150,000 | 3,382,000 | 3.23% | PRN | |
| 16 | RADIAN GROUP INC | 2,350,000 | 3,360,000 | 3.21% | PRN | |
| 17 | FOREST CITY ENTERPRISES INC NOTE 3.625 8/1 | 2,900,000 | 2,987,000 | 2.86% | PRN | |
| 18 | DEALERTRACK TECHNOLOGIES INC | 2,200,000 | 2,861,000 | 2.74% | PRN | |
| 19 | TAKE-TWO INTERACTIVE SOFTWAR | 2,000,000 | 2,674,000 | 2.56% | PRN | |
| 20 | APOLLO COML REAL EST FIN INC | 2,500,000 | 2,475,000 | 2.37% | PRN | |
| 21 | COBALT INTL ENERGY INC | 2,940,000 | 2,427,000 | 2.32% | PRN | |
| 22 | ASCENT CAP GROUP INC | 2,500,000 | 2,241,000 | 2.14% | PRN | |
| 23 | VOLCANO CORPORATION | 2,500,000 | 2,153,000 | 2.06% | PRN | |
| 24 | MOLINA HEALTHCARE INC | 1,740,000 | 2,047,000 | 1.96% | PRN | |
| 25 | NUANCE COMMUNICATIONS INC | 2,000,000 | 1,978,000 | 1.89% | PRN | |
| 26 | HCI GROUP INC 2%15 DUE 12/15/15 | 2,000,000 | 1,935,000 | 1.85% | PRN | |
| 27 | PENNYMAC CORP | 1,750,000 | 1,717,000 | 1.64% | PRN | |
| 28 | PROSHARES TR | 55,000 | 1,526,000 | 1.46% | ||
| 29 | RTI INTL METALS INC | 1,500,000 | 1,438,000 | 1.38% | PRN | |
| 30 | WEB COM GROUP INC | 1,500,000 | 1,374,000 | 1.31% | PRN | |
| 31 | WRIGHT MEDICAL GROUP INC | 1,000,000 | 1,338,000 | 1.28% | PRN | |
| 32 | MICRON TECHNOLOGY INC | 1,000,000 | 1,314,000 | 1.26% | PRN | |
| 33 | WALTER INVT MGMT CORP | 1,500,000 | 1,239,000 | 1.18% | PRN | |
| 34 | TAKE-TWO INTERACTIVE SOFTWAR | 1,000,000 | 1,235,000 | 1.18% | PRN | |
| 35 | DRYSHIPS INC. 5%14F DUE 12/01/14 DRYSHIPS INC. | 1,175,000 | 1,163,000 | 1.11% | PRN | |
| 36 | PROSPECT CAPITAL CORPORATION | 1,000,000 | 1,033,000 | 0.99% | PRN | |
| 37 | J2 GLOBAL INC | 1,000,000 | 997,000 | 0.95% | PRN | |
| 38 | MEADOWBROOK INSURANCE GROUP 5% CB 03/15/2020-REGIS | 1,000,000 | 959,000 | 0.92% | PRN | |
| 39 | CHESAPEAKE ENERGY CORP | 1,000,000 | 950,000 | 0.91% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001606587-14-000243, filed 2014.11.05).
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.
