| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MEDIDATA SOLUTIONS INC 1 08/01/2018 | 375 | 428 | 0.02% | PRN | |
| 2 | NUANCE COMMUNICATIONS INC | 1,024 | 980 | 0.05% | PRN | |
| 3 | YAHOO INC SR CV ZERO NT 18 | 1,000 | 1,041 | 0.05% | PRN | |
| 4 | AMAG PHARMACEUTICALS INC | 1,000 | 1,093 | 0.06% | PRN | |
| 5 | TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 | 1,027 | 1,108 | 0.06% | PRN | |
| 6 | PRICELINE GRP INC SR CONV NT0.9 21 | 1,040 | 1,172 | 0.06% | PRN | |
| 7 | PROSPECT CAPITAL CORPORATION | 1,384 | 1,374 | 0.07% | PRN | |
| 8 | COLONY CAP INC 5 04/15/2023 | 2,026 | 2,040 | 0.11% | PRN | |
| 9 | MACQUARIE INFRASTRUCTURE COR | 5,133 | 5,056 | 0.26% | PRN | |
| 10 | AKAMAI TECHNOLOGIES INC | 5,173 | 5,128 | 0.27% | PRN | |
| 11 | GOLDMAN SACHS GROUP INC | 6,470 | 5,929 | 0.31% | PRN | |
| 12 | MERITAGE HOMES CORP | 6,332 | 6,312 | 0.33% | PRN | |
| 13 | RYLAND GROUP INC SR NT CV 0.25 19 | 7,001 | 6,607 | 0.35% | PRN | |
| 14 | BROADSOFT INC | 5,909 | 6,629 | 0.35% | PRN | |
| 15 | TOLL BROS FIN CORP | 8,940 | 8,929 | 0.47% | PRN | |
| 16 | NEW MTN FIN CORP | 11,652 | 12,016 | 0.63% | PRN | |
| 17 | KB HOME SR CV NT1.375 19 | 11,845 | 12,193 | 0.64% | PRN | |
| 18 | HCI GROUP INC | 12,364 | 12,349 | 0.65% | PRN | |
| 19 | BLACKSTONE MTG TR INC | 11,224 | 12,859 | 0.67% | PRN | |
| 20 | EMERGENT BIOSOLUTIONS INC NOTE 2.875 1/1 | 10,867 | 12,986 | 0.68% | PRN | |
| 21 | WFC/AAPL | 9,606 | 14,621 | 0.76% | PRN | |
| 22 | GS/GOOG | 12,963 | 14,821 | 0.77% | PRN | |
| 23 | SHIP FINANCE INTERNATIONAL L NOTE 5.75010/1 | 15,496 | 15,467 | 0.81% | PRN | |
| 24 | MCHP | 17,380 | 17,695 | 0.92% | PRN | |
| 25 | HORIZON GLOBAL CORP | 21,608 | 19,677 | 1.03% | PRN | |
| 26 | FINISAR CORP | 18,052 | 20,331 | 1.06% | PRN | |
| 27 | VITAMIN SHOPPE INC | 24,416 | 20,815 | 1.09% | PRN | |
| 28 | DYCOM INDS INC | 17,840 | 20,906 | 1.09% | PRN | |
| 29 | REPLIGEN CORP | 17,121 | 21,936 | 1.15% | PRN | |
| 30 | RTW HLDGS INC | 21,478 | 22,149 | 1.16% | PRN | |
| 31 | ENCORE CAP GROUP INC | 24,767 | 23,482 | 1.23% | PRN | |
| 32 | TRN | 29,650 | 23,979 | 1.25% | PRN | |
| 33 | VERINT SYS INC 1.5 06/01/2021 | 27,154 | 26,899 | 1.41% | PRN | |
| 34 | WELLS FARGO & CO | 21,790 | 27,394 | 1.43% | PRN | |
| 35 | ELECTRONICS FOR IMAGING INC | 27,690 | 30,147 | 1.58% | PRN | |
| 36 | AMTRUST FINL SVCS INC | 41,851 | 31,911 | 1.67% | PRN | |
| 37 | REDWOOD TR INC | 32,553 | 32,594 | 1.70% | PRN | |
| 38 | GOLDMAN SACHS GROUP INC | 21,613 | 33,086 | 1.73% | PRN | |
| 39 | FORESTAR GROUP INC | 36,213 | 36,213 | 1.89% | PRN | |
| 40 | NEW YORK MTG TR INC | 38,214 | 37,593 | 1.96% | PRN | |
| 41 | RENEWABLE ENERGY GROUP INC | 37,611 | 37,658 | 1.97% | PRN | |
| 42 | WELLS FARGO & CO | 38,927 | 38,289 | 2.00% | PRN | |
| 43 | UBS AG | 35,798 | 40,577 | 2.12% | PRN | |
| 44 | INTEGRATED DEVICE TECHNOLOGY | 40,843 | 41,022 | 2.14% | PRN | |
| 45 | SUCAMPO PHARMACEUTICALS INC | 42,221 | 41,984 | 2.19% | PRN | |
| 46 | M/I HOMES INC | 41,827 | 42,637 | 2.23% | PRN | |
| 47 | CALAMP CORP | 44,431 | 44,320 | 2.32% | PRN | |
| 48 | JAZZ INVESTMENTS I LTD | 43,100 | 46,144 | 2.41% | PRN | |
| 49 | ENCORE CAP GROUP INC | 54,672 | 47,975 | 2.51% | PRN | |
| 50 | PORTFOLIO RECOVERY ASSOCS IN | 53,747 | 48,406 | 2.53% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001533551-17-000002, filed 2017.05.12).
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.
