| # | % | |||||
|---|---|---|---|---|---|---|
| 101 | TCP CAP CORP NOTE 5.25012/1 | 15,000,000 | 15,710,000 | 0.20% | PRN | |
| 102 | RESOURCE CAP CORP | 15,603,000 | 15,566,000 | 0.20% | PRN | |
| 103 | AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 | 15,524,000 | 15,557,000 | 0.20% | PRN | |
| 104 | WORKDAY INC | 12,518,000 | 15,367,000 | 0.20% | PRN | |
| 105 | STARWOOD PPTY TR INC SR CV NT 3.75 17 | 14,612,000 | 15,047,000 | 0.20% | PRN | |
| 106 | TOWNSQUARE MEDIA INC CL A | 1,595,224 | 14,900,000 | 0.19% | ||
| 107 | COLONY CAP INC | 15,127,000 | 14,735,000 | 0.19% | PRN | |
| 108 | Spirit Realty Capital Inc | 12,890,000 | 14,683,000 | 0.19% | PRN | |
| 109 | ICONIX BRAND GROUP INC | 16,000,000 | 13,911,000 | 0.18% | PRN | |
| 110 | CHART INDS INC SR SB GLBL CV 18 | 14,000,000 | 13,797,000 | 0.18% | PRN | |
| 111 | AVID TECHNOLOGY INC | 17,000,000 | 13,689,000 | 0.18% | PRN | |
| 112 | SORL AUTO PTS INC | 63,000 | 13,627,000 | 0.18% | Put | |
| 113 | BLUCORA INC | 13,868,000 | 13,350,000 | 0.17% | PRN | |
| 114 | CONTANGO OIL & GAS CO COM NEW | 1,296,813 | 13,254,000 | 0.17% | ||
| 115 | CANADIAN SOLAR INC | 14,675,000 | 13,140,000 | 0.17% | PRN | |
| 116 | NEW MTN FIN CORP | 12,129,000 | 12,437,000 | 0.16% | PRN | |
| 117 | BROADSOFT INC | 9,326,000 | 12,428,000 | 0.16% | PRN | |
| 118 | PENNYMAC CORP | 12,865,000 | 12,419,000 | 0.16% | PRN | |
| 119 | HELIX ENERGY SOLUTIONS GRP INC SR GLBL CV NT 32 | 13,000,000 | 12,370,000 | 0.16% | PRN | |
| 120 | HCI GROUP INC | 12,500,000 | 12,117,000 | 0.16% | PRN | |
| 121 | AEGEAN MARINE PETE NETWORK I | 11,599,000 | 11,628,000 | 0.15% | PRN | |
| 122 | RAIT Financial | 12,500,000 | 11,595,000 | 0.15% | PRN | |
| 123 | SOLARCITY CORP | 15,000,000 | 11,541,000 | 0.15% | PRN | |
| 124 | LIVE NATION ENTERTAINMENT INC SR CONV BD2.5 19 | 10,521,000 | 11,423,000 | 0.15% | PRN | |
| 125 | NACCO INDS INC | 164,500 | 11,179,000 | 0.15% | ||
| 126 | TICC CAPITAL CORP | 11,000,000 | 11,150,000 | 0.14% | PRN | |
| 127 | ARVINMERITOR INC | 11,026,000 | 11,066,000 | 0.14% | PRN | |
| 128 | FORESTAR GROUP INC | 11,500,000 | 10,908,000 | 0.14% | PRN | |
| 129 | PDL BIOPHARMA INC | 11,091,000 | 10,842,000 | 0.14% | PRN | |
| 130 | TITAN MACHY INC | 12,042,000 | 10,604,000 | 0.14% | PRN | |
| 131 | PROSPECT CAPITAL CORPORATION | 10,500,000 | 10,421,000 | 0.14% | PRN | |
| 132 | ALON USA ENERGY INC | 10,667,000 | 10,216,000 | 0.13% | PRN | |
| 133 | REDWOOD TR INC | 10,167,000 | 10,208,000 | 0.13% | PRN | |
| 134 | BELLATRIX EXPLORATION LTD | 11,600,000 | 9,974,000 | 0.13% | ||
| 135 | MERITAGE HOMES CORP | 9,666,000 | 9,713,000 | 0.13% | PRN | |
| 136 | CORE LABORATORIES NV | 9,500,000 | 9,656,000 | 0.13% | PRN | |
| 137 | JEFFERIES GROUP INC NEW SR DB CV3.875 29 | 9,000,000 | 9,153,000 | 0.12% | PRN | |
| 138 | RESOURCE CAP CORP | 9,189,000 | 9,020,000 | 0.12% | PRN | |
| 139 | WHITING PETE CORP NEW | 10,500,000 | 8,780,000 | 0.11% | PRN | |
| 140 | ENDOLOGIX INC | 9,000,000 | 8,711,000 | 0.11% | PRN | |
| 141 | IGI LABORATORIES INC | 8,706,000 | 8,350,000 | 0.11% | PRN | |
| 142 | YANDEX NV | 8,248,000 | 7,848,000 | 0.10% | PRN | |
| 143 | STARWOOD WAYPOINT RESIDENTL | 7,070,000 | 7,768,000 | 0.10% | PRN | |
| 144 | GAIN CAP HLDGS INC | 8,079,000 | 7,734,000 | 0.10% | PRN | |
| 145 | TOLL BROS FIN CORP | 7,534,000 | 7,446,000 | 0.10% | PRN | |
| 146 | UNITED STATES STL CORP NEW | 393,000 | 7,412,000 | 0.10% | Put | |
| 147 | SOLAZYME INC | 14,600,000 | 7,324,000 | 0.10% | PRN | |
| 148 | WEB COM GROUP INC | 7,511,000 | 7,116,000 | 0.09% | PRN | |
| 149 | SPECTRUM PHARMACEUTICALS INC | 7,819,000 | 7,070,000 | 0.09% | PRN | |
| 150 | GSV CAP CORP | 7,440,000 | 7,062,000 | 0.09% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000949509-16-000017, 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.
