| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | TTM TECHNOLOGIES INC | 71,941 | 84,167 | 4.84% | PRN | |
| 2 | COLONY CAP INC | 70,205 | 71,981 | 4.14% | PRN | |
| 3 | APOLLO COML REAL EST FIN INC | 63,064 | 63,648 | 3.66% | PRN | |
| 4 | BLACKSTONE MTG TR INC | 57,681 | 60,441 | 3.48% | PRN | |
| 5 | RENEWABLE ENERGY GROUP INC | 49,781 | 53,119 | 3.05% | PRN | |
| 6 | REDWOOD TR INC | 49,504 | 47,945 | 2.76% | PRN | |
| 7 | HORNBECK OFFSHORE SVCS INC N | 57,705 | 47,459 | 2.73% | PRN | |
| 8 | INTEGRA LIFESCIENCES HLDGS C | 38,330 | 46,809 | 2.69% | PRN | |
| 9 | J2 GLOBAL INC | 38,499 | 44,871 | 2.58% | PRN | |
| 10 | MERITAGE HOMES CORP | 41,356 | 44,192 | 2.54% | PRN | |
| 11 | ANI PHARMACEUTICALS INC | 37,284 | 42,692 | 2.46% | PRN | |
| 12 | SANDISK CORP | 43,379 | 42,301 | 2.43% | PRN | |
| 13 | FORESTAR GROUP INC | 46,127 | 41,319 | 2.38% | PRN | |
| 14 | PENNYMAC CORP | 42,994 | 40,979 | 2.36% | PRN | |
| 15 | WELLS FARGO & CO | 36,341 | 40,197 | 2.31% | PRN | |
| 16 | VERINT SYS INC | 34,812 | 39,595 | 2.28% | PRN | |
| 17 | M/I HOMES INC | 37,858 | 37,998 | 2.19% | PRN | |
| 18 | GOLDMAN SACHS GROUP INC | 27,438 | 36,919 | 2.12% | PRN | |
| 19 | WELLS FARGO & CO | 38,381 | 36,097 | 2.08% | PRN | |
| 20 | UBS AG | 38,546 | 35,952 | 2.07% | PRN | |
| 21 | EMERGENT BIOSOLUTIONS INC NOTE | 25,988 | 32,350 | 1.86% | PRN | |
| 22 | HELIX ENERGY SOLUTIONS GRP INC | 32,098 | 30,745 | 1.77% | PRN | |
| 23 | TICC CAPITAL CORP | 28,806 | 29,526 | 1.70% | PRN | |
| 24 | NATIONAL HEALTH INVS INC | 29,357 | 29,210 | 1.68% | PRN | |
| 25 | BGC PARTNERS INC | 26,476 | 28,283 | 1.63% | PRN | |
| 26 | ATLAS AIR WORLDWIDE HLDGS INC | 27,944 | 27,398 | 1.58% | PRN | |
| 27 | PORTFOLIO RECOVERY ASSOCS IN | 23,480 | 27,214 | 1.57% | PRN | |
| 28 | RESOURCE CAP CORP | 29,049 | 27,110 | 1.56% | PRN | |
| 29 | BROADSOFT INC | 25,169 | 26,947 | 1.55% | PRN | |
| 30 | RESOURCE CAPITAL CORP SENIOR NOTE CONVERTIBLE | 27,221 | 26,325 | 1.51% | PRN | |
| 31 | FINISAR CORP | 26,241 | 25,489 | 1.47% | PRN | |
| 32 | RYLAND GROUP INC | 24,892 | 24,026 | 1.38% | PRN | |
| 33 | JAZZ | 19,065 | 22,292 | 1.28% | PRN | |
| 34 | ECHO GLOBAL LOGISTICS INC | 19,919 | 21,530 | 1.24% | PRN | |
| 35 | GOLDMAN SACHS GROUP INC | 23,593 | 21,348 | 1.23% | PRN | |
| 36 | HORIZON PHARMA INV LTD | 15,200 | 21,122 | 1.21% | PRN | |
| 37 | Ares Capital Corp | 18,332 | 19,146 | 1.10% | PRN | |
| 38 | PROSPECT CAPITAL CORPORATION | 17,513 | 18,269 | 1.05% | PRN | |
| 39 | ENCORE CAP GROUP INC | 18,137 | 16,981 | 0.98% | PRN | |
| 40 | NEWPARK RES INC | 15,145 | 16,040 | 0.92% | PRN | |
| 41 | KB HOME | 16,301 | 15,969 | 0.92% | PRN | |
| 42 | CHART INDS INC | 15,943 | 15,609 | 0.90% | PRN | |
| 43 | Pernix | 16,950 | 15,344 | 0.88% | PRN | |
| 44 | SEACOR HLDGS INC SR NT CONV 3.000 11/05/28 B/E DTD 11/13/13 CLB PUT | 16,104 | 14,463 | 0.83% | PRN | |
| 45 | Wells Fargo & Co. | 10,582 | 14,095 | 0.81% | PRN | |
| 46 | GS/GOOG | 15,071 | 13,622 | 0.78% | PRN | |
| 47 | WABASH NATL CORP | 10,639 | 13,425 | 0.77% | PRN | |
| 48 | TOLL BROS FIN CORP | 12,015 | 12,532 | 0.72% | PRN | |
| 49 | GREENBRIER COS INC | 9,443 | 11,886 | 0.68% | PRN | |
| 50 | PHOTRONICS INC | 9,838 | 11,154 | 0.64% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001533551-15-000003, filed 2015.08.11).
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.
