CIK: 0001533551
Total reported value
$952.5M
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | AAWW 2.25 06-01-22 | Atlas Air Worldwide Hldg | Stock-Other | 4.38% | — | +4.03% | |
| 2 | DBRG 3.875 01-15-21 | Colony Capital INC | Stock-Financials | 4.12% | — | +3.76% | |
| 3 | ECHO 2.5 05-01-20 | Echo Global Logistics | Stock-Comm Services | 3.90% | — | +12.72% | |
| 4 | PMT 5.375 05-01-20 | Pennymac CORP | Stock-Other | 3.63% | — | +11.15% | |
| 5 | TTMI 1.75 12-15-20 | Ttm Technologies INC | Stock-Tech | 3.62% | — | -31.59% | |
| 6 | ON 1 12-01-20 | On Semiconductor CORP | Stock-Tech | 3.57% | — | +6.82% | |
| 7 | ANIP 3 12-01-19 | Ani Pharmaceuticals INC | Stock-Other | 3.54% | — | -1.99% | |
| 8 | PRAA 3 08-01-20 | Pra Group INC | Stock-Other | 3.50% | — | +10.55% | |
| 9 | ARI 5.5 03-15-19 | Apollo Cmmrl Real Est Fi | Stock-Other | 3.48% | — | +0.16% | |
| 10 | CAMP 1.625 05-15-20 | Calamp CORP | Stock-Other | 3.11% | — | -8.25% | |
| 11 | FOR 3.75 03-01-20 | Forestar Group INC | Stock-Other | 3.03% | — | +3.24% | |
| 12 | ACET 2 11-01-20 | Aceto CORP | Stock-Other | 2.86% | — | — | |
| 13 | HURN 1.25 10-01-19 | Huron Consulting Group I | Stock-Other | 2.80% | — | +495.94% | |
| 14 | IIVI 0.5 12-15-33 | Finisar CORP | Stock-Other | 2.40% | — | -4.41% | |
| 15 | IPXL 2 06-15-22 | Impax Laboratories LLC | Stock-Other | 2.37% | — | +11.58% | |
| 16 | ECPG 2.875 03-15-21 | Encore Capital Group INC | Stock-Other | 2.33% | — | +61.40% | |
| 17 | IDTI 0.875 11-15-22 | Integrated Device Tech | Stock-Other | 2.31% | — | — | |
| 18 | MHO 3 03-01-18 | M/i Homes INC | Stock-Consumer Disc | 2.29% | — | -0.88% | |
| 19 | LGIH 4.25 11-15-19 | Lgi Homes INC | Stock-Other | 2.20% | — | +0.51% | |
| 20 | JAZZ 1.875 08-15-21 | Jazz Investments I LTD | Stock-Healthcare | 2.08% | — | +31.75% | |
| 21 | WFC 0 06-10-20 IP | Wells Fargo & Company | Stock-Financials | 2.05% | — | +0.21% | |
| 22 | UBS 0 02-15-21 GOOG | UBS AG London | Stock-Financials | 2.01% | — | -1.81% | |
| 23 | REGI 2.75 06-15-19 | Renewable Energy Group I | Stock-Other | 1.98% | — | -1.08% | |
| 24 | RWT 4.625 04-15-18 | Redwood Trust INC | Stock-Other | 1.98% | — | -4.97% | |
| 25 | ABR 6.5 10-01-19 | Arbor Realty Trust INC | Stock-Real Estate | 1.93% | — | — | |
| 26 | SNCR 0.75 08-15-19 | Synchronoss Technologies | Stock-Other | 1.84% | — | -15.40% | |
| 27 | ✓ | Sucampo Pharmaceuticals INC | Stock-Other | 1.83% | — | — | |
| 28 | WFC 0 06-05-20 INTC | Wells Fargo & Company | Stock-Financials | 1.73% | — | -2.20% | |
| 29 | VRNT 1.5 06-01-21 | Verint Systems INC | Stock-Other | 1.53% | — | -33.00% | |
| 30 | EFII 0.75 09-01-19 | Electronics For Imaging | Stock-Other | 1.52% | — | -0.21% | |
| 31 | GS 0 01-24-20 AAPL | Goldman Sachs Group INC | Stock-Financials | 1.43% | — | -2.10% | |
| 32 | RWT 5.625 11-15-19 | Rwt Holdings INC | Stock-Other | 1.40% | — | +2.37% | |
| 33 | ECPG 3 07-01-20 | Encore Capital Group INC | Stock-Other | 1.34% | — | +187.94% | |
| 34 | TRIB 4 04-01-45 | Trinity Biotech Inv LP | Stock-Other | 1.31% | — | +50.89% | |
| 35 | RGEN 2.125 06-01-21 | Repligen CORP | Stock-Healthcare | 1.16% | — | -38.16% | |
| 36 | NMFC 5 06-15-19 | New Mountain Finance Cor | Stock-Other | 1.15% | — | -8.71% | |
| 37 | VSI 2.25 12-01-20 | Vitamin Shoppe INC | Stock-Other | 1.09% | — | — | |
| 38 | ✓ | Ship Finance Intl LTD Sr Note Conv | Stock-Other | 1.09% | — | — | |
| 39 | DY 0.75 09-15-21 | Dycom Industries INC | Stock-Industrials | 1.01% | — | +88.98% | |
| 40 | OXSQ 7.5 11-01-17 | Ticc Capital CORP | Stock-Other | 0.82% | — | -5.00% | |
| 41 | GS 0 02-19-21 0000 | Goldman Sachs Group INC | Stock-Financials | 0.75% | — | -2.19% | |
| 42 | EBS 2.875 01-15-21 | Emergent Biosolutions | Stock-Healthcare | 0.72% | — | -1.23% | |
| 43 | BXMT 5.25 12-01-18 | Blackstone Mortgage Tr | Stock-Real Estate | 0.66% | — | -69.72% | |
| 44 | WFC 0 01-24-20 AAPL | Wells Fargo & Company | Stock-Financials | 0.62% | — | -0.27% | |
| 45 | HCI 3.875 03-15-19 | Hci Group INC | Stock-Other | 0.55% | — | +12.37% | |
| 46 | NHI 3.25 04-01-21 | National Health Investor | Stock-Other | 0.44% | — | -62.97% | |
| 47 | MTH 1.875 09-15-32 | Meritage Homes CORP | Stock-Consumer Disc | 0.40% | — | -74.66% | |
| 48 | PSEC 4.75 04-15-20 | Prospect Capital CORP | Stock-Other | 0.37% | — | -44.07% | |
| 49 | MIC 2 10-01-23 | Macquarie Infrastructure | Stock-Other | 0.37% | — | — | |
| 50 | BSFT 1.5 07-01-18 | Cisco Systems INC | Stock-Other | 0.36% | — | -65.44% |
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|---|---|---|---|---|
| 1 | HURN 1.25 10-01-19 | Huron Consulting Group I | +2.3% | +495.94% | Add |
| 2 | ECPG 2.875 03-15-21 | Encore Capital Group INC | +1.1% | +61.40% | Add |
| 3 | ECPG 3 07-01-20 | Encore Capital Group INC | +0.9% | +187.94% | Add |
| 4 | ECHO 2.5 05-01-20 | Echo Global Logistics | +0.5% | +12.72% | Add |
| 5 | DY 0.75 09-15-21 | Dycom Industries INC | +0.5% | +88.98% | Add |
| 6 | PRAA 3 08-01-20 | Pra Group INC | +0.4% | +10.55% | Add |
| 7 | JAZZ 1.875 08-15-21 | Jazz Investments I LTD | +0.4% | +31.75% | Add |
| 8 | TRIB 4 04-01-45 | Trinity Biotech Inv LP | +0.3% | +50.89% | Add |
| 9 | PMT 5.375 05-01-20 | Pennymac CORP | +0.3% | +11.15% | Add |
| 10 | AAWW 2.25 06-01-22 | Atlas Air Worldwide Hldg | +0.3% | +4.03% | Add |
| 11 | ON 1 12-01-20 | On Semiconductor CORP | +0.2% | +6.82% | Add |
| 12 | FOR 3.75 03-01-20 | Forestar Group INC | +0.2% | +3.24% | Add |
| 13 | DBRG 3.875 01-15-21 | Colony Capital INC | +0.2% | +3.76% | Add |
| 14 | NMFC 5 06-15-19 | New Mountain Finance Cor | -0.1% | -8.71% | Trim |
| 15 | RWT 4.625 04-15-18 | Redwood Trust INC | -0.2% | -4.97% | Trim |
| 16 | IIVI 0.5 12-15-33 | Finisar CORP | -0.2% | -4.41% | Trim |
| 17 | TCPC 5.25 12-15-19 | Blackrock Tcp Cap CORP | -0.2% | -77.26% | Trim |
| 18 | CAMP 1.625 05-15-20 | Calamp CORP | -0.3% | -8.25% | Trim |
| 19 | TRN 3.875 06-01-36 | Trinity Industries INC | -0.3% | -69.17% | Trim |
| 20 | IDCC 1.5 03-01-20 | Interdigital INC | -0.3% | -56.37% | Trim |
| 21 | GS 0 02-16-21 0000 | Goldman Sachs Group INC | -0.3% | -46.47% | Trim |
| 22 | PSEC 4.75 04-15-20 | Prospect Capital CORP | -0.3% | -44.07% | Trim |
| 23 | GTLS 2 08-01-18 | Chart Industries INC | -0.4% | -60.10% | Trim |
| 24 | SNCR 0.75 08-15-19 | Synchronoss Technologies | -0.4% | -15.40% | Trim |
| 25 | ANIP 3 12-01-19 | Ani Pharmaceuticals INC | -0.4% | -1.99% | Trim |
| 26 | LGIH 4.25 11-15-19 | Lgi Homes INC | -0.6% | +0.51% | Add |
| 27 | BKCC 5.5 02-15-18 | Blackrock Capital Invest | -0.6% | -61.94% | Trim |
| 28 | CAA 0.25 06-01-19 | Calatlantic Group INC | -0.6% | -62.58% | Trim |
| 29 | RGEN 2.125 06-01-21 | Repligen CORP | -0.7% | -38.16% | Trim |
| 30 | BSFT 1.5 07-01-18 | Cisco Systems INC | -0.8% | -65.44% | Trim |
| 31 | NHI 3.25 04-01-21 | National Health Investor | -0.8% | -62.97% | Trim |
| 32 | VRNT 1.5 06-01-21 | Verint Systems INC | -0.8% | -33.00% | Trim |
| 33 | TTMI 1.75 12-15-20 | Ttm Technologies INC | -1.1% | -31.59% | Trim |
| 34 | BRCD 1.375 01-01-20 | Brocade Communications | -1.1% | -87.14% | Trim |
| 35 | MTH 1.875 09-15-32 | Meritage Homes CORP | -1.2% | -74.66% | Trim |
| 36 | BXMT 5.25 12-01-18 | Blackstone Mortgage Tr | -1.5% | -69.72% | Trim |
| 37 | ACET 2 11-01-20 | Aceto CORP | — | NEW | New buy |
| 38 | IDTI 0.875 11-15-22 | Integrated Device Tech | — | NEW | New buy |
| 39 | ABR 6.5 10-01-19 | Arbor Realty Trust INC | — | NEW | New buy |
| 40 | ✓ | Sucampo Pharmaceuticals INC | — | NEW | New buy |
| 41 | ACR 8 01-15-20 | Exantas Capital CORP | — | EXIT | Sold out |
| 42 | ACR 6 12-01-18 | Exantas Capital CORP | — | EXIT | Sold out |
| 43 | VSI 2.25 12-01-20 | Vitamin Shoppe INC | — | NEW | New buy |
| 44 | ✓ | Ship Finance Intl LTD Sr Note Conv | — | NEW | New buy |
| 45 | LNKD 0.5 11-01-19 | Linkedin CORP | — | EXIT | Sold out |
| 46 | KBH 1.375 02-01-19 | Kb Home | — | EXIT | Sold out |
| 47 | PLAB 3.25 04-01-19 | Photronics INC | — | EXIT | Sold out |
| 48 | GBX 3.5 04-01-18 | Greenbrier Cos INC | — | EXIT | Sold out |
| 49 | MIC 2 10-01-23 | Macquarie Infrastructure | — | NEW | New buy |
| 50 | SRC 2.875 05-15-19 | Spirit Realty Capital In | — | NEW | New buy |