| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CARRIAGE SVCS INC NOTE 2.750 3/1 | 37 | 43 | 0.00% | PRN | |
| 2 | PROSHARES TR | 28,417 | 380 | 0.02% | ||
| 3 | ProShares TR | 36,311 | 840 | 0.04% | ||
| 4 | MEDIDATA SOLUTIONS INC 1 08/01/2018 | 740 | 864 | 0.05% | PRN | |
| 5 | PROSHARES TR | 57,000 | 1,011 | 0.05% | ||
| 6 | COLONY CAP INC 5 04/15/2023 | 1,208 | 1,203 | 0.06% | PRN | |
| 7 | INFINERA CORPORATION | 1,165 | 1,223 | 0.06% | PRN | |
| 8 | BROADSOFT INC | 1,000 | 1,333 | 0.07% | PRN | |
| 9 | ICONIX BRAND GROUP INC | 1,961 | 1,691 | 0.09% | PRN | |
| 10 | TPG Specialty Lending Inc | 1,893 | 1,959 | 0.10% | PRN | |
| 11 | WELLS FARGO & CO | 1,821 | 2,182 | 0.11% | PRN | |
| 12 | ENVESTNET INC | 2,294 | 2,191 | 0.12% | PRN | |
| 13 | TOLL BROS FIN CORP | 3,236 | 3,189 | 0.17% | PRN | |
| 14 | TCP CAP CORP NOTE 5.25012/1 | 3,597 | 3,739 | 0.20% | PRN | |
| 15 | AKAMAI TECHNOLOGIES INC | 6,595 | 6,455 | 0.34% | PRN | |
| 16 | TRINITY INDS INC | 6,043 | 7,221 | 0.38% | PRN | |
| 17 | GREENBRIER COS INC | 7,041 | 7,965 | 0.42% | PRN | |
| 18 | ENCORE CAP GROUP INC | 9,569 | 8,002 | 0.42% | PRN | |
| 19 | HCI GROUP INC | 9,322 | 8,972 | 0.47% | PRN | |
| 20 | INTERDIGITAL INC | 7,582 | 9,250 | 0.49% | PRN | |
| 21 | HURON CONSULTING GROUP INC | 9,246 | 9,362 | 0.49% | PRN | |
| 22 | PHOTRONICS INC | 8,232 | 9,878 | 0.52% | PRN | |
| 23 | DYCOM INDS INC | 9,440 | 10,337 | 0.54% | PRN | |
| 24 | CHART INDS INC SR SB GLBL CV 18 | 11,236 | 11,039 | 0.58% | PRN | |
| 25 | GOLDMAN SACHS GROUP INC | 11,997 | 11,250 | 0.59% | PRN | |
| 26 | KB HOME SR CV NT1.375 19 | 11,634 | 11,372 | 0.60% | PRN | |
| 27 | WFC/AAPL | 9,741 | 11,728 | 0.62% | PRN | |
| 28 | LINKEDIN CORP | 12,674 | 12,619 | 0.66% | PRN | |
| 29 | PROSPECT CAPITAL CORPORATION | 13,135 | 13,045 | 0.69% | PRN | |
| 30 | EMERGENT BIOSOLUTIONS INC NOTE 2.875 1/1 | 11,034 | 13,551 | 0.71% | PRN | |
| 31 | GS/GOOG | 13,412 | 15,122 | 0.80% | PRN | |
| 32 | TICC CAPITAL CORP | 16,364 | 16,609 | 0.88% | PRN | |
| 33 | BLACKROCK CAPITAL INVESTMENT | 17,011 | 17,521 | 0.92% | PRN | |
| 34 | RYLAND GROUP INC SR NT CV 0.25 19 | 19,061 | 17,751 | 0.94% | PRN | |
| 35 | TRN | 19,650 | 18,483 | 0.97% | PRN | |
| 36 | BROADSOFT INC | 17,565 | 21,561 | 1.14% | PRN | |
| 37 | NATIONAL HEALTH INVS INC | 20,547 | 23,475 | 1.24% | PRN | |
| 38 | ENCORE CAP GROUP INC | 31,755 | 24,332 | 1.28% | PRN | |
| 39 | NEW MTN FIN CORP | 23,838 | 24,434 | 1.29% | PRN | |
| 40 | BROCADE COMMUNICATIONS SYS I | 25,004 | 24,801 | 1.31% | PRN | |
| 41 | RTW HLDGS INC | 26,080 | 26,536 | 1.40% | PRN | |
| 42 | GOLDMAN SACHS GROUP INC | 22,454 | 27,324 | 1.44% | PRN | |
| 43 | MERITAGE HOMES CORP | 30,288 | 30,307 | 1.60% | PRN | |
| 44 | ELECTRONICS FOR IMAGING INC | 27,769 | 30,789 | 1.62% | PRN | |
| 45 | JAZZ INVESTMENTS I LTD | 31,650 | 32,243 | 1.70% | PRN | |
| 46 | RESOURCE CAP CORP | 33,232 | 32,734 | 1.72% | PRN | |
| 47 | RESOURCE CAP CORP | 34,290 | 34,183 | 1.80% | PRN | |
| 48 | REPLIGEN CORP | 30,506 | 34,872 | 1.84% | PRN | |
| 49 | WELLS FARGO & CO | 26,951 | 35,443 | 1.87% | PRN | |
| 50 | RENEWABLE ENERGY GROUP INC | 40,024 | 36,872 | 1.94% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001533551-16-000010, filed 2016.11.10).
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.
