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 | 4.76% | — | +2.87% | |
| 2 | ECHO 2.5 05-01-20 | Echo Global Logistics | Stock-Comm Services | 3.83% | — | +0.98% | |
| 3 | PMT 5.375 05-01-20 | Pennymac CORP | Stock-Other | 3.65% | — | -1.73% | |
| 4 | ACET 2 11-01-20 | Aceto CORP | Stock-Other | 3.45% | — | +25.31% | |
| 5 | TTMI 1.75 12-15-20 | Ttm Technologies INC | Stock-Tech | 3.42% | — | -18.96% | |
| 6 | ANIP 3 12-01-19 | Ani Pharmaceuticals INC | Stock-Other | 3.37% | — | +2.29% | |
| 7 | IPXL 2 06-15-22 | Impax Laboratories LLC | Stock-Other | 3.16% | — | +28.92% | |
| 8 | SNCR 0.75 08-15-19 | Synchronoss Technologies | Stock-Other | 3.15% | — | +88.33% | |
| 9 | DBRG 3.875 01-15-21 | Colony Capital INC | Stock-Financials | 3.04% | — | -26.08% | |
| 10 | ON 1 12-01-20 | On Semiconductor CORP | Stock-Tech | 2.94% | — | -23.68% | |
| 11 | ABR 6.5 10-01-19 | Arbor Realty Trust INC | Stock-Real Estate | 2.89% | — | +40.58% | |
| 12 | ARI 5.5 03-15-19 | Apollo Cmmrl Real Est Fi | Stock-Other | 2.82% | — | -23.66% | |
| 13 | HURN 1.25 10-01-19 | Huron Consulting Group I | Stock-Other | 2.78% | — | +3.43% | |
| 14 | LGIH 4.25 11-15-19 | Lgi Homes INC | Stock-Other | 2.57% | — | — | |
| 15 | PRAA 3 08-01-20 | Pra Group INC | Stock-Other | 2.53% | — | -24.77% | |
| 16 | ECPG 2.875 03-15-21 | Encore Capital Group INC | Stock-Other | 2.51% | — | +6.67% | |
| 17 | JAZZ 1.875 08-15-21 | Jazz Investments I LTD | Stock-Healthcare | 2.41% | — | +3.36% | |
| 18 | CAMP 1.625 05-15-20 | Calamp CORP | Stock-Other | 2.32% | — | -28.39% | |
| 19 | MHO 3 03-01-18 | M/i Homes INC | Stock-Consumer Disc | 2.23% | — | -3.38% | |
| 20 | ✓ | Sucampo Pharmaceuticals INC | Stock-Other | 2.19% | — | +27.94% | |
| 21 | IDTI 0.875 11-15-22 | Integrated Device Tech | Stock-Other | 2.14% | — | -5.26% | |
| 22 | UBS 0 02-15-21 GOOG | UBS AG London | Stock-Financials | 2.12% | — | -0.59% | |
| 23 | WFC 0 06-10-20 IP | Wells Fargo & Company | Stock-Financials | 2.00% | — | -1.55% | |
| 24 | REGI 2.75 06-15-19 | Renewable Energy Group I | Stock-Other | 1.97% | — | -5.00% | |
| 25 | ADAM 6.25 01-15-22 | New York Mortgage Trust | Stock-Other | 1.96% | — | — | |
| 26 | FOR 3.75 03-01-20 | Forestar Group INC | Stock-Other | 1.89% | — | -38.19% | |
| 27 | GS 0 01-24-20 AAPL | Goldman Sachs Group INC | Stock-Financials | 1.73% | — | -1.68% | |
| 28 | RWT 4.625 04-15-18 | Redwood Trust INC | Stock-Other | 1.70% | — | -15.06% | |
| 29 | AFSI 2.75 12-15-44 | Amtrust Financial Servic | Stock-Other | 1.67% | — | — | |
| 30 | EFII 0.75 09-01-19 | Electronics For Imaging | Stock-Other | 1.58% | — | -0.08% | |
| 31 | WFC 0 06-05-20 INTC | Wells Fargo & Company | Stock-Financials | 1.43% | — | -17.33% | |
| 32 | VRNT 1.5 06-01-21 | Verint Systems INC | Stock-Other | 1.41% | — | -13.62% | |
| 33 | TRIB 4 04-01-45 | Trinity Biotech Inv LP | Stock-Other | 1.25% | — | — | |
| 34 | ECPG 3 07-01-20 | Encore Capital Group INC | Stock-Other | 1.23% | — | -10.11% | |
| 35 | RWT 5.625 11-15-19 | Rwt Holdings INC | Stock-Other | 1.16% | — | -19.55% | |
| 36 | RGEN 2.125 06-01-21 | Repligen CORP | Stock-Healthcare | 1.15% | — | -9.24% | |
| 37 | DY 0.75 09-15-21 | Dycom Industries INC | Stock-Industrials | 1.09% | — | — | |
| 38 | VSI 2.25 12-01-20 | Vitamin Shoppe INC | Stock-Other | 1.09% | — | +7.20% | |
| 39 | IIVI 0.5 12-15-33 | Finisar CORP | Stock-Other | 1.06% | — | -53.79% | |
| 40 | HZN 2.75 07-01-22 | Horizon Global CORP | Stock-Other | 1.03% | — | — | |
| 41 | ✓ | Mchp | Stock-Other | 0.92% | — | — | |
| 42 | ✓ | Ship Finance Intl LTD Sr Note Conv | Stock-Other | 0.81% | — | -26.13% | |
| 43 | GS 0 02-19-21 0000 | Goldman Sachs Group INC | Stock-Financials | 0.77% | — | -1.18% | |
| 44 | WFC 0 01-24-20 AAPL | Wells Fargo & Company | Stock-Financials | 0.76% | — | -1.12% | |
| 45 | EBS 2.875 01-15-21 | Emergent Biosolutions | Stock-Healthcare | 0.68% | — | -0.28% | |
| 46 | BXMT 5.25 12-01-18 | Blackstone Mortgage Tr | Stock-Real Estate | 0.67% | — | -1.97% | |
| 47 | HCI 3.875 03-15-19 | Hci Group INC | Stock-Other | 0.65% | — | +18.03% | |
| 48 | KBH 1.375 02-01-19 | Kb Home | Stock-Consumer Disc | 0.64% | — | — | |
| 49 | NMFC 5 06-15-19 | New Mountain Finance Cor | Stock-Other | 0.63% | — | -46.45% | |
| 50 | TOL 0.5 09-15-32 | Toll Bros Finance CORP | Stock-Consumer Disc | 0.47% | — | +312.17% |
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|---|---|---|---|---|
| 1 | SNCR 0.75 08-15-19 | Synchronoss Technologies | +1.3% | +88.33% | Add |
| 2 | ABR 6.5 10-01-19 | Arbor Realty Trust INC | +1% | +40.58% | Add |
| 3 | IPXL 2 06-15-22 | Impax Laboratories LLC | +0.8% | +28.92% | Add |
| 4 | ACET 2 11-01-20 | Aceto CORP | +0.6% | +25.31% | Add |
| 5 | AAWW 2.25 06-01-22 | Atlas Air Worldwide Hldg | +0.4% | +2.87% | Add |
| 6 | LGIH 4.25 11-15-19 | Lgi Homes INC | +0.4% | — | Unchanged |
| 7 | ✓ | Sucampo Pharmaceuticals INC | +0.4% | +27.94% | Add |
| 8 | JAZZ 1.875 08-15-21 | Jazz Investments I LTD | +0.3% | +3.36% | Add |
| 9 | GS 0 01-24-20 AAPL | Goldman Sachs Group INC | +0.3% | -1.68% | Trim |
| 10 | ECPG 2.875 03-15-21 | Encore Capital Group INC | +0.2% | +6.67% | Add |
| 11 | WFC 0 01-24-20 AAPL | Wells Fargo & Company | +0.1% | -1.12% | Trim |
| 12 | UBS 0 02-15-21 GOOG | UBS AG London | +0.1% | -0.59% | Trim |
| 13 | HCI 3.875 03-15-19 | Hci Group INC | +0.1% | +18.03% | Add |
| 14 | DY 0.75 09-15-21 | Dycom Industries INC | +0.1% | — | Unchanged |
| 15 | EFII 0.75 09-01-19 | Electronics For Imaging | +0.1% | -0.08% | Trim |
| 16 | PMT 5.375 05-01-20 | Pennymac CORP | 0% | -1.73% | Trim |
| 17 | GS 0 02-19-21 0000 | Goldman Sachs Group INC | 0% | -1.18% | Trim |
| 18 | BXMT 5.25 12-01-18 | Blackstone Mortgage Tr | 0% | -1.97% | Trim |
| 19 | VSI 2.25 12-01-20 | Vitamin Shoppe INC | — | +7.20% | Add |
| 20 | REGI 2.75 06-15-19 | Renewable Energy Group I | 0% | -5.00% | Trim |
| 21 | RGEN 2.125 06-01-21 | Repligen CORP | 0% | -9.24% | Trim |
| 22 | BSFT 1.5 07-01-18 | Cisco Systems INC | 0% | -2.67% | Trim |
| 23 | HURN 1.25 10-01-19 | Huron Consulting Group I | 0% | +3.43% | Add |
| 24 | EBS 2.875 01-15-21 | Emergent Biosolutions | 0% | -0.28% | Trim |
| 25 | WFC 0 06-10-20 IP | Wells Fargo & Company | -0.1% | -1.55% | Trim |
| 26 | MHO 3 03-01-18 | M/i Homes INC | -0.1% | -3.38% | Trim |
| 27 | TRIB 4 04-01-45 | Trinity Biotech Inv LP | -0.1% | — | Unchanged |
| 28 | ECHO 2.5 05-01-20 | Echo Global Logistics | -0.1% | +0.98% | Add |
| 29 | MTH 1.875 09-15-32 | Meritage Homes CORP | -0.1% | -17.51% | Trim |
| 30 | ECPG 3 07-01-20 | Encore Capital Group INC | -0.1% | -10.11% | Trim |
| 31 | MIC 2 10-01-23 | Macquarie Infrastructure | -0.1% | -27.80% | Trim |
| 32 | VRNT 1.5 06-01-21 | Verint Systems INC | -0.1% | -13.62% | Trim |
| 33 | ANIP 3 12-01-19 | Ani Pharmaceuticals INC | -0.2% | +2.29% | Add |
| 34 | IDTI 0.875 11-15-22 | Integrated Device Tech | -0.2% | -5.26% | Trim |
| 35 | TTMI 1.75 12-15-20 | Ttm Technologies INC | -0.2% | -18.96% | Trim |
| 36 | RWT 5.625 11-15-19 | Rwt Holdings INC | -0.2% | -19.55% | Trim |
| 37 | RWT 4.625 04-15-18 | Redwood Trust INC | -0.3% | -15.06% | Trim |
| 38 | ✓ | Ship Finance Intl LTD Sr Note Conv | -0.3% | -26.13% | Trim |
| 39 | WFC 0 06-05-20 INTC | Wells Fargo & Company | -0.3% | -17.33% | Trim |
| 40 | PSEC 4.75 04-15-20 | Prospect Capital CORP | -0.3% | -81.16% | Trim |
| 41 | NMFC 5 06-15-19 | New Mountain Finance Cor | -0.5% | -46.45% | Trim |
| 42 | ON 1 12-01-20 | On Semiconductor CORP | -0.6% | -23.68% | Trim |
| 43 | ARI 5.5 03-15-19 | Apollo Cmmrl Real Est Fi | -0.7% | -23.66% | Trim |
| 44 | CAMP 1.625 05-15-20 | Calamp CORP | -0.8% | -28.39% | Trim |
| 45 | PRAA 3 08-01-20 | Pra Group INC | -1% | -24.77% | Trim |
| 46 | DBRG 3.875 01-15-21 | Colony Capital INC | -1.1% | -26.08% | Trim |
| 47 | FOR 3.75 03-01-20 | Forestar Group INC | -1.1% | -38.19% | Trim |
| 48 | IIVI 0.5 12-15-33 | Finisar CORP | -1.3% | -53.79% | Trim |
| 49 | OXSQ 7.5 11-01-17 | Ticc Capital CORP | — | EXIT | Sold out |
| 50 | NHI 3.25 04-01-21 | National Health Investor | — | EXIT | Sold out |