| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | PROSHARES TR | 28,417 | 525 | 0.03% | ||
| 2 | ProShares TR | 36,311 | 953 | 0.05% | ||
| 3 | CARRIAGE SVCS INC NOTE 2.750 3/1 | 1,037 | 1,223 | 0.07% | PRN | |
| 4 | PROSHARES TR | 57,000 | 1,350 | 0.07% | ||
| 5 | ARES CAP CORP | 1,374 | 1,427 | 0.08% | PRN | |
| 6 | YAHOO INC SR CV ZERO NT 18 | 1,627 | 1,623 | 0.09% | PRN | |
| 7 | MEDIDATA SOLUTIONS INC 1 08/01/2018 | 1,747 | 1,902 | 0.10% | PRN | |
| 8 | WELLS FARGO & CO | 1,840 | 1,951 | 0.11% | PRN | |
| 9 | TPG Specialty Lending Inc | 1,921 | 1,962 | 0.11% | PRN | |
| 10 | ENVESTNET INC | 2,326 | 2,099 | 0.11% | PRN | |
| 11 | ENCORE CAP GROUP INC | 4,058 | 3,137 | 0.17% | PRN | |
| 12 | TOLL BROS FIN CORP | 3,250 | 3,197 | 0.17% | PRN | |
| 13 | ARES CAP CORP | 4,715 | 4,803 | 0.26% | PRN | |
| 14 | AKAMAI TECHNOLOGIES INC | 5,520 | 5,454 | 0.30% | PRN | |
| 15 | NEWPARK RES INC SR NT CV 4 17 | 6,074 | 5,634 | 0.31% | PRN | |
| 16 | TCP CAP CORP NOTE 5.25012/1 | 6,158 | 6,354 | 0.34% | PRN | |
| 17 | HCI GROUP INC | 8,938 | 7,849 | 0.43% | PRN | |
| 18 | SUNPOWER CORP | 10,601 | 8,620 | 0.47% | PRN | |
| 19 | GREENBRIER COS INC | 8,472 | 9,044 | 0.49% | PRN | |
| 20 | ICONIX BRAND GROUP INC | 11,303 | 9,198 | 0.50% | PRN | |
| 21 | ENCORE CAP GROUP INC | 13,012 | 9,255 | 0.50% | PRN | |
| 22 | PHOTRONICS INC | 8,583 | 9,554 | 0.52% | PRN | |
| 23 | GOLDMAN SACHS GROUP INC | 10,790 | 10,037 | 0.54% | PRN | |
| 24 | WFC/AAPL | 9,775 | 10,412 | 0.56% | PRN | |
| 25 | KB HOME SR CV NT1.375 19 | 10,876 | 10,441 | 0.57% | PRN | |
| 26 | HURON CONSULTING GROUP INC | 11,281 | 11,514 | 0.62% | PRN | |
| 27 | Ares Capital Corp | 11,733 | 12,136 | 0.66% | PRN | |
| 28 | INTERDIGITAL INC | 11,926 | 12,396 | 0.67% | PRN | |
| 29 | HELIX ENERGY SOLUTIONS GRP INC SR GLBL CV NT 32 | 14,558 | 12,829 | 0.70% | PRN | |
| 30 | LINKEDIN CORP | 12,978 | 12,873 | 0.70% | PRN | |
| 31 | BGC PARTNERS INC | 12,926 | 12,974 | 0.70% | PRN | |
| 32 | GS/GOOG | 13,701 | 14,446 | 0.78% | PRN | |
| 33 | RYLAND GROUP INC SR NT CV 0.25 19 | 18,584 | 17,202 | 0.93% | PRN | |
| 34 | TRN | 20,050 | 17,669 | 0.96% | PRN | |
| 35 | HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 | 31,565 | 18,110 | 0.98% | PRN | |
| 36 | CHART INDS INC SR SB GLBL CV 18 | 19,409 | 18,160 | 0.98% | PRN | |
| 37 | NEW MTN FIN CORP | 18,974 | 18,713 | 1.01% | PRN | |
| 38 | BLACKROCK CAPITAL INVESTMENT | 19,058 | 19,451 | 1.05% | PRN | |
| 39 | BROCADE COMMUNICATIONS SYS I | 20,408 | 20,127 | 1.09% | PRN | |
| 40 | EMERGENT BIOSOLUTIONS INC NOTE 2.875 1/1 | 18,890 | 21,476 | 1.16% | PRN | |
| 41 | TICC CAPITAL CORP | 21,716 | 21,730 | 1.18% | PRN | |
| 42 | BROADSOFT INC | 19,561 | 22,776 | 1.23% | PRN | |
| 43 | FINISAR CORP | 23,795 | 23,007 | 1.25% | PRN | |
| 44 | GOLDMAN SACHS GROUP INC | 23,316 | 25,057 | 1.36% | PRN | |
| 45 | NATIONAL HEALTH INVS INC | 23,005 | 25,507 | 1.38% | PRN | |
| 46 | RTW HLDGS INC | 28,526 | 28,062 | 1.52% | PRN | |
| 47 | RESOURCE CAP CORP | 29,200 | 28,324 | 1.54% | PRN | |
| 48 | FORESTAR GROUP INC | 31,292 | 28,847 | 1.56% | PRN | |
| 49 | INTEGRATED DEVICE TECHNOLOGY | 30,672 | 29,675 | 1.61% | PRN | |
| 50 | MERITAGE HOMES CORP | 29,823 | 29,804 | 1.62% | 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.
