| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | RTI INTL METALS INC SR CV NT1.625 19 | 107 | 113 | 0.01% | PRN | |
| 2 | Royal Gold Inc | 592 | 576 | 0.03% | PRN | |
| 3 | GREEN PLAINS INC | 836 | 953 | 0.06% | PRN | |
| 4 | ALBANY MOLECULAR RESH INC | 1,000 | 1,240 | 0.07% | PRN | |
| 5 | MOLINA HEALTHCARE INC | 872 | 1,519 | 0.09% | PRN | |
| 6 | HCI GROUP INC | 1,925 | 1,761 | 0.10% | PRN | |
| 7 | NVIDIA CORP SR CONV NT 1 18 | 1,360 | 1,797 | 0.10% | PRN | |
| 8 | LAM RESEARCH CORP SR NT CV 1.25 18 | 1,542 | 1,941 | 0.11% | PRN | |
| 9 | ENVESTNET INC | 2,738 | 2,446 | 0.14% | PRN | |
| 10 | WELLS FARGO & CO | 2,090 | 2,534 | 0.15% | PRN | |
| 11 | TPG Specialty Lending Inc | 2,987 | 2,959 | 0.17% | PRN | |
| 12 | ARES CAP CORP | 3,520 | 3,649 | 0.21% | PRN | |
| 13 | CARRIAGE SVCS INC NOTE 2.750 3/1 | 3,290 | 3,668 | 0.21% | PRN | |
| 14 | ON SEMICONDUCTOR CORP | 3,533 | 3,978 | 0.23% | PRN | |
| 15 | AKAMAI TECHNOLOGIES INC | 3,815 | 4,003 | 0.23% | PRN | |
| 16 | PROSPECT CAPITAL CORPORATION | 4,138 | 4,024 | 0.23% | PRN | |
| 17 | LIGAND PHARMACEUTICALS INC | 3,170 | 4,141 | 0.24% | PRN | |
| 18 | TELEFLEX INC | 2,081 | 4,222 | 0.25% | PRN | |
| 19 | ENCORE CAP GROUP INC | 4,391 | 4,388 | 0.26% | PRN | |
| 20 | PROSPECT CAPITAL CORPORATION | 4,974 | 4,545 | 0.27% | PRN | |
| 21 | KCAP | 4,679 | 4,647 | 0.27% | PRN | |
| 22 | AAR CORP | 5,455 | 5,240 | 0.31% | PRN | |
| 23 | PROSPECT CAPITAL CORPORATION | 6,182 | 6,327 | 0.37% | PRN | |
| 24 | TCP CAP CORP NOTE 5.25012/1 | 6,489 | 6,606 | 0.39% | PRN | |
| 25 | ARES CAP CORP | 7,905 | 8,125 | 0.47% | PRN | |
| 26 | Ares Capital Corp | 7,922 | 8,132 | 0.47% | PRN | |
| 27 | UNITED THERAPEUTICS CORP | 3,000 | 8,231 | 0.48% | PRN | |
| 28 | GREENBRIER COS INC | 8,147 | 8,941 | 0.52% | PRN | |
| 29 | ENCORE CAP GROUP INC | 11,460 | 9,692 | 0.57% | PRN | |
| 30 | SUNPOWER CORP | 12,616 | 10,651 | 0.62% | PRN | |
| 31 | WABASH NATL CORP SR NT CV3.375 18 | 9,534 | 10,961 | 0.64% | PRN | |
| 32 | PHOTRONICS INC | 9,886 | 10,973 | 0.64% | PRN | |
| 33 | ACORDA THERAPEUTICS INC | 12,991 | 11,806 | 0.69% | PRN | |
| 34 | WFC/AAPL | 9,855 | 11,947 | 0.70% | PRN | |
| 35 | TOLL BROS FIN CORP | 11,975 | 12,365 | 0.72% | PRN | |
| 36 | KB HOME SR CV NT1.375 19 | 14,219 | 13,287 | 0.78% | PRN | |
| 37 | CHART INDS INC SR SB GLBL CV 18 | 15,137 | 13,349 | 0.78% | PRN | |
| 38 | GOLDMAN SACHS GROUP INC | 14,828 | 13,536 | 0.79% | PRN | |
| 39 | SYNCHRONOSS TECHNOLOGIES INC | 13,646 | 13,837 | 0.81% | PRN | |
| 40 | GS/GOOG | 15,768 | 15,761 | 0.92% | PRN | |
| 41 | NEWPARK RES INC SR NT CV 4 17 | 16,724 | 15,915 | 0.93% | PRN | |
| 42 | Ares Capital Corp | 15,772 | 16,285 | 0.95% | PRN | |
| 43 | PROSPECT CAPITAL CORPORATION | 16,509 | 16,873 | 0.98% | PRN | |
| 44 | NEW MTN FIN CORP | 16,800 | 16,992 | 0.99% | PRN | |
| 45 | PORTFOLIO RECOVERY ASSOCS IN | 17,886 | 18,758 | 1.09% | PRN | |
| 46 | SEACOR HOLDINGS INC | 25,896 | 20,916 | 1.22% | PRN | |
| 47 | BROADSOFT INC | 21,603 | 22,197 | 1.29% | PRN | |
| 48 | HELIX ENERGY SOLUTIONS GRP INC SR GLBL CV NT 32 | 29,943 | 24,622 | 1.44% | PRN | |
| 49 | RYLAND GROUP INC SR NT CV 0.25 19 | 26,677 | 24,648 | 1.44% | PRN | |
| 50 | JAZZ INVESTMENTS I LTD | 24,775 | 24,852 | 1.45% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001533551-15-000004, filed 2015.11.12).
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.
