CIK: 0000860662
Total reported value
$1.1B
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | BFH 4.75 05-15-14 | Alliance Data Systems Co | Stock-Financials | 9.90% | — | — | |
| 2 | ✓ | Stock-Other | 8.90% | — | — | ||
| 3 | ✓ | General Mtrs Co | Stock-Other | 5.48% | — | — | |
| 4 | CEMEX 3.75 03-15-18 | Cemex Sab De Cv | Stock-Other | 5.41% | — | -11.30% | |
| 5 | VOD | Vodafone Group Public Limited Company | Stock-Comm Services | 4.84% | — | +1.61% | |
| 6 | ✓ | Fairpoint Communications INC | Stock-Other | 4.54% | — | — | |
| 7 | QUAD | Quad Graphics INC | Stock-Other | 4.48% | — | — | |
| 8 | WCC 6 09-15-29 | Wesco International INC | Stock-Industrials | 3.48% | — | — | |
| 9 | SPY | Ss Spdr S&p 500 ETF Trust-us | ETF-Large Cap & Growth | 2.89% | — | -71.43% | |
| 10 | ARNC 5.25 03-15-14 | Alcoa INC | Stock-Other | 2.72% | — | +61.54% | |
| 11 | VTRS 3.75 09-15-15 | Mylan INC | Stock-Healthcare | 2.69% | — | — | |
| 12 | ✓ | Lender Processing Svcs INC Com | Stock-Other | 2.63% | — | +12.50% | |
| 13 | ✓ | Stock-Other | 2.43% | — | — | ||
| 14 | TRW 3.5 12-01-15 | Trw Automotive INC | Stock-Other | 2.28% | — | — | |
| 15 | TMUS | T-mobile US INC | Stock-Comm Services | 2.18% | — | +304.88% | |
| 16 | MT | ArcelorMittal S.A. | Stock-Other | 2.08% | — | — | |
| 17 | ✓ | General Mtrs Co | Stock-Other | 1.92% | — | — | |
| 18 | BMRN 1.875 04-23-17 | Biomarin Pharmaceutical | Stock-Healthcare | 1.92% | — | — | |
| 19 | HPP | Hudson Pacific Properties, Inc. | Stock-Other | 1.88% | — | +27.50% | |
| 20 | CCI | Crown Castle Inc. | Stock-Real Estate | 1.87% | — | — | |
| 21 | ENS 3.375 06-01-38 | Enersys | Stock-Industrials | 1.62% | — | — | |
| 22 | INVA 2.125 01-15-23 | Innoviva INC | Stock-Other | 1.54% | — | -35.71% | |
| 23 | AMD 3.125 03-15-37 | Xilinx INC | Stock-Tech | 1.49% | — | — | |
| 24 | AKS 5 11-15-19 | Ak Steel CORP | Stock-Other | 1.45% | — | +9.57% | |
| 25 | AAL | American Airlines Group INC | Stock-Industrials | 1.28% | — | — | |
| 26 | F | Ford Motor Co | Stock-Consumer Disc | 1.26% | — | +46.80% | |
| 27 | ✓ | Responsys INC | Stock-Other | 1.15% | — | — | |
| 28 | ✓ | Cubist Pharmaceuticals INC | Stock-Other | 0.98% | — | +113.53% | |
| 29 | D 6 07-01-16 B | Dominion Resources INC | Stock-Utilities | 0.96% | — | — | |
| 30 | STWD 4 01-15-19 | Starwood Property Trust | Stock-Real Estate | 0.91% | — | — | |
| 31 | TRN | Trinity Industries INC | Stock-Other | 0.83% | — | — | |
| 32 | PHH 4 09-01-14 | Phh CORP | Stock-Other | 0.83% | — | — | |
| 33 | INTC | Intel CORP | Stock-Tech | 0.71% | — | +39.86% | |
| 34 | MCHP 2.125 12-15-37 | Microchip Technology INC | Stock-Tech | 0.68% | — | — | |
| 35 | PLD | Prologis INC | Stock-Real Estate | 0.62% | — | — | |
| 36 | JKS 4 05-15-16 144A | Jinkosolar Holding Co Lt | Stock-Other | 0.55% | — | -13.33% | |
| 37 | LUV 5.25 11-01-16 | Airtran Holdings INC | Stock-Industrials | 0.51% | — | +3.33% | |
| 38 | BKNG | Booking Hldgs INC | Stock-Consumer Disc | 0.49% | — | -21.74% | |
| 39 | MITTEUR | AG Mortgage Investment Trust | Stock-Other | 0.49% | — | — | |
| 40 | ANR 4.875 12-15-20 | Alpha Natural Resources | Stock-Other | 0.46% | — | — | |
| 41 | TCMCN 6.5 05-15-15 | Thompson Creek Metals Co | Stock-Other | 0.46% | — | — | |
| 42 | BXMT 5.25 12-01-18 | Blackstone Mortgage Tr | Stock-Real Estate | 0.40% | — | — | |
| 43 | CALY 3.75 08-15-19 | Callaway Golf Co | Stock-Other | 0.39% | — | — | |
| 44 | NEM | Newmont CORP | Stock-Materials | 0.37% | — | — | |
| 45 | UTXZ | United Tech CORP | Stock-Other | 0.36% | — | — | |
| 46 | HQCL 3.5 01-15-18 | Hanwha Q Cells Co LTD | Stock-Other | 0.36% | — | — | |
| 47 | ✓ | Jos A Bank Clothiers INC | Stock-Other | 0.34% | — | — | |
| 48 | RPM | Rpm International INC | Stock-Materials | 0.33% | — | — | |
| 49 | SWK 6.25 11-17-16 | Stanley Black & Decker I | Stock-Industrials | 0.32% | — | — | |
| 50 | ✓ | Vantage Drilling Company | Stock-Other | 0.32% | — | — |
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|---|---|---|---|---|
| 1 | BFH 4.75 05-15-14 | Alliance Data Systems Co | +3.3% | — | Unchanged |
| 2 | TMUS | T-mobile US INC | +1.8% | +304.88% | Add |
| 3 | ARNC 5.25 03-15-14 | Alcoa INC | +1.6% | +61.54% | Add |
| 4 | ✓ | Fairpoint Communications INC | +1.4% | — | Unchanged |
| 5 | VOD | Vodafone Group Public Limited Company | +1.3% | +1.61% | Add |
| 6 | WCC 6 09-15-29 | Wesco International INC | +1% | — | Unchanged |
| 7 | ✓ | Lender Processing Svcs INC Com | +0.9% | +12.50% | Add |
| 8 | AKS 5 11-15-19 | Ak Steel CORP | +0.8% | +9.57% | Add |
| 9 | HPP | Hudson Pacific Properties, Inc. | +0.7% | +27.50% | Add |
| 10 | MT | ArcelorMittal S.A. | +0.7% | — | Unchanged |
| 11 | ✓ | Cubist Pharmaceuticals INC | +0.6% | +113.53% | Add |
| 12 | CEMEX 3.75 03-15-18 | Cemex Sab De Cv | +0.6% | -11.30% | Trim |
| 13 | QUAD | Quad Graphics INC | +0.4% | — | Unchanged |
| 14 | INVA 2.125 01-15-23 | Innoviva INC | -0.7% | -35.71% | Trim |
| 15 | SPY | Ss Spdr S&p 500 ETF Trust-us | -4.7% | -71.43% | Trim |
| 16 | GILD 1 05-01-14 C | Gilead Sciences INC | — | EXIT | Sold out |
| 17 | ✓ | General Mtrs Co | — | NEW | New buy |
| 18 | GM 4.75 12-01-13 B | General Motors Co | — | EXIT | Sold out |
| 19 | BKNG 1.25 03-15-15 | Priceline Group Inc/the | — | EXIT | Sold out |
| 20 | DELL | Dell Technologies Inc. | — | EXIT | Sold out |
| 21 | CTB | Cooper Tire & Rubber | — | EXIT | Sold out |
| 22 | AMGN 4 08-15-16 | Onyx Pharmaceuticals INC | — | EXIT | Sold out |
| 23 | ✓ | Onyx Pharmaceuticals INC | — | EXIT | Sold out |
| 24 | VRSN 3.25 08-15-37 | Verisign INC | — | EXIT | Sold out |
| 25 | ✓ | — | NEW | New buy | |
| 26 | CETV 5 11-15-15 | Central Euro Media Enter | — | EXIT | Sold out |
| 27 | ✓ | General Mtrs Co | — | NEW | New buy |
| 28 | BMRN 1.875 04-23-17 | Biomarin Pharmaceutical | — | NEW | New buy |
| 29 | CCI | Crown Castle Inc. | — | NEW | New buy |
| 30 | ENS 3.375 06-01-38 | Enersys | — | NEW | New buy |
| 31 | AAL | American Airlines Group INC | — | NEW | New buy |
| 32 | ✓ | Responsys INC | — | NEW | New buy |
| 33 | ✓ | Sprint CORP | — | EXIT | Sold out |
| 34 | ELAN | Elanco Animal Health Incorporated | — | EXIT | Sold out |
| 35 | PHH 4 09-01-14 | Phh CORP | — | NEW | New buy |
| 36 | XLNXEUR | Xilinx INC | — | EXIT | Sold out |
| 37 | GPI 2.25 06-15-36 | Group 1 Automotive INC | — | EXIT | Sold out |
| 38 | MU 1.5 08-01-31 A | Micron Technology INC | — | EXIT | Sold out |
| 39 | MCHP 2.125 12-15-37 | Microchip Technology INC | — | NEW | New buy |
| 40 | HES | Hess CORP | — | EXIT | Sold out |
| 41 | INTC 3.25 08-01-39 | Intel CORP | — | EXIT | Sold out |
| 42 | SNY | Sanofi | — | EXIT | Sold out |
| 43 | ANR 4.875 12-15-20 | Alpha Natural Resources | — | NEW | New buy |
| 44 | GM | General Motors Co | — | EXIT | Sold out |
| 45 | BXMT 5.25 12-01-18 | Blackstone Mortgage Tr | — | NEW | New buy |
| 46 | CALY 3.75 08-15-19 | Callaway Golf Co | — | NEW | New buy |
| 47 | UTXZ | United Tech CORP | — | NEW | New buy |
| 48 | ✓ | Jos A Bank Clothiers INC | — | NEW | New buy |
| 49 | RPM | Rpm International INC | — | NEW | New buy |
| 50 | SWK 6.25 11-17-16 | Stanley Black & Decker I | — | NEW | New buy |