| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | TTM TECHNOLOGIES INC | 75,748 | 75,464 | 4.09% | PRN | |
| 2 | ATLAS AIR WORLDWIDE HLDGS INC | 77,346 | 75,364 | 4.09% | PRN | |
| 3 | COLONY CAP INC | 77,172 | 73,506 | 3.98% | PRN | |
| 4 | ANI PHARMACEUTICALS INC | 67,426 | 72,904 | 3.95% | PRN | |
| 5 | APOLLO COML REAL EST FIN INC | 63,432 | 64,701 | 3.51% | PRN | |
| 6 | ECHO GLOBAL LOGISTICS INC | 67,507 | 64,089 | 3.47% | PRN | |
| 7 | PENNYMAC CORP | 65,280 | 61,567 | 3.34% | PRN | |
| 8 | CALAMP CORP | 62,698 | 58,466 | 3.17% | PRN | |
| 9 | BLACKSTONE MTG TR INC | 51,248 | 54,515 | 2.95% | PRN | |
| 10 | REPLIGEN CORP | 48,041 | 51,974 | 2.82% | PRN | |
| 11 | LGIH | 30,125 | 46,844 | 2.54% | PRN | |
| 12 | M/I HOMES INC | 43,553 | 42,655 | 2.31% | PRN | |
| 13 | REDWOOD TR INC | 42,854 | 42,345 | 2.30% | PRN | |
| 14 | ON SEMICONDUCTOR CORP | 45,901 | 41,254 | 2.24% | PRN | |
| 15 | VERINT SYS INC | 44,714 | 40,941 | 2.22% | PRN | |
| 16 | SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750 8/1 | 39,355 | 39,134 | 2.12% | PRN | |
| 17 | UBS AG | 38,244 | 38,971 | 2.11% | PRN | |
| 18 | WELLS FARGO & CO | 33,072 | 38,641 | 2.09% | PRN | |
| 19 | RENEWABLE ENERGY GROUP INC | 41,464 | 37,577 | 2.04% | PRN | |
| 20 | WELLS FARGO & CO | 36,873 | 34,804 | 1.89% | PRN | |
| 21 | RESOURCE CAPITAL CORP SENIOR NOTE CONVERTIBLE | 33,528 | 32,878 | 1.78% | PRN | |
| 22 | PORTFOLIO RECOVERY ASSOCS IN | 41,326 | 32,415 | 1.76% | PRN | |
| 23 | JAZZ INVESTMENTS I LTD | 29,545 | 31,779 | 1.72% | PRN | |
| 24 | SEACOR HLDGS INC SR NT CONV 3.000 11/05/28 B/E DTD 11/13/13 CLB PUT | 38,330 | 30,856 | 1.67% | PRN | |
| 25 | ELECTRONICS FOR IMAGING INC | 28,241 | 30,341 | 1.64% | PRN | |
| 26 | MERITAGE HOMES CORP | 29,823 | 29,804 | 1.62% | PRN | |
| 27 | INTEGRATED DEVICE TECHNOLOGY | 30,672 | 29,675 | 1.61% | PRN | |
| 28 | FORESTAR GROUP INC | 31,292 | 28,847 | 1.56% | PRN | |
| 29 | RESOURCE CAP CORP | 29,200 | 28,324 | 1.54% | PRN | |
| 30 | RTW HLDGS INC | 28,526 | 28,062 | 1.52% | PRN | |
| 31 | NATIONAL HEALTH INVS INC | 23,005 | 25,507 | 1.38% | PRN | |
| 32 | GOLDMAN SACHS GROUP INC | 23,316 | 25,057 | 1.36% | PRN | |
| 33 | FINISAR CORP | 23,795 | 23,007 | 1.25% | PRN | |
| 34 | BROADSOFT INC | 19,561 | 22,776 | 1.23% | PRN | |
| 35 | TICC CAPITAL CORP | 21,716 | 21,730 | 1.18% | PRN | |
| 36 | EMERGENT BIOSOLUTIONS INC NOTE | 18,890 | 21,476 | 1.16% | PRN | |
| 37 | BROCADE COMMUNICATIONS SYS I | 20,408 | 20,127 | 1.09% | PRN | |
| 38 | BLACKROCK CAPITAL INVESTMENT | 19,058 | 19,451 | 1.05% | PRN | |
| 39 | NEW MTN FIN CORP | 18,974 | 18,713 | 1.01% | PRN | |
| 40 | CHART INDS INC | 19,409 | 18,160 | 0.98% | PRN | |
| 41 | HORNBECK OFFSHORE SVCS INC N | 31,565 | 18,110 | 0.98% | PRN | |
| 42 | TRIB | 20,050 | 17,669 | 0.96% | PRN | |
| 43 | RYLAND GROUP INC | 18,584 | 17,202 | 0.93% | PRN | |
| 44 | GS/GOOG | 13,701 | 14,446 | 0.78% | PRN | |
| 45 | BGC PARTNERS INC | 12,926 | 12,974 | 0.70% | PRN | |
| 46 | LINKEDIN CORP | 12,978 | 12,873 | 0.70% | PRN | |
| 47 | HELIX ENERGY SOLUTIONS GRP INC | 14,558 | 12,829 | 0.70% | PRN | |
| 48 | INTERDIGITAL INC | 11,926 | 12,396 | 0.67% | PRN | |
| 49 | Ares Capital Corp | 11,733 | 12,136 | 0.66% | PRN | |
| 50 | HURON CONSULTING GROUP INC NOTE 1.25010/0 | 11,281 | 11,514 | 0.62% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001533551-16-000009, filed 2016.08.10).
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.
