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 | 4.24% | — | -9.45% | |
| 2 | ECHO 2.5 05-01-20 | Echo Global Logistics | Stock-Comm Services | 3.82% | — | -0.78% | |
| 3 | PMT 5.375 05-01-20 | Pennymac CORP | Stock-Other | 3.56% | — | -2.81% | |
| 4 | TTMI 1.75 12-15-20 | Ttm Technologies INC | Stock-Tech | 3.37% | — | -6.61% | |
| 5 | ANIP 3 12-01-19 | Ani Pharmaceuticals INC | Stock-Other | 3.27% | — | -1.54% | |
| 6 | ACET 2 11-01-20 | Aceto CORP | Stock-Other | 3.18% | — | -7.51% | |
| 7 | IPXL 2 06-15-22 | Impax Laboratories LLC | Stock-Other | 3.10% | — | -5.92% | |
| 8 | DBRG 3.875 01-15-21 | Colony Capital INC | Stock-Financials | 2.92% | — | -5.79% | |
| 9 | LGIH 4.25 11-15-19 | Lgi Homes INC | Stock-Other | 2.92% | — | -1.01% | |
| 10 | PRAA 3 08-01-20 | Pra Group INC | Stock-Other | 2.87% | — | +7.62% | |
| 11 | BXMT 4.375 05-05-22 | Blackstone Mortgage Tr | Stock-Real Estate | 2.84% | — | — | |
| 12 | IDTI 0.875 11-15-22 | Integrated Device Tech | Stock-Other | 2.67% | — | +18.98% | |
| 13 | HURN 1.25 10-01-19 | Huron Consulting Group I | Stock-Other | 2.60% | — | -8.53% | |
| 14 | ABR 6.5 10-01-19 | Arbor Realty Trust INC | Stock-Real Estate | 2.50% | — | -13.49% | |
| 15 | SNCR 0.75 08-15-19 | Synchronoss Technologies | Stock-Other | 2.41% | — | -21.46% | |
| 16 | ON 1 12-01-20 | On Semiconductor CORP | Stock-Tech | 2.39% | — | -13.58% | |
| 17 | ECPG 2.875 03-15-21 | Encore Capital Group INC | Stock-Other | 2.34% | — | -13.27% | |
| 18 | CAMP 1.625 05-15-20 | Calamp CORP | Stock-Other | 2.31% | — | -2.14% | |
| 19 | ADAM 6.25 01-15-22 | New York Mortgage Trust | Stock-Other | 2.29% | — | +14.54% | |
| 20 | JAZZ 1.875 08-15-21 | Jazz Investments I LTD | Stock-Healthcare | 2.22% | — | -9.28% | |
| 21 | UBS 0 02-15-21 GOOG | UBS AG London | Stock-Financials | 2.21% | — | -1.42% | |
| 22 | MHO 3 03-01-18 | M/i Homes INC | Stock-Consumer Disc | 2.14% | — | -4.71% | |
| 23 | WFC 0 06-10-20 IP | Wells Fargo & Company | Stock-Financials | 2.12% | — | +1.77% | |
| 24 | PSEC 4.95 07-15-22 | Prospect Capital CORP | Stock-Other | 2.11% | — | — | |
| 25 | ✓ | Sucampo Pharmaceuticals INC | Stock-Other | 2.09% | — | -2.37% | |
| 26 | ARI 5.5 03-15-19 | Apollo Cmmrl Real Est Fi | Stock-Other | 2.07% | — | -25.57% | |
| 27 | AFSI 2.75 12-15-44 | Amtrust Financial Servic | Stock-Other | 1.72% | — | +6.29% | |
| 28 | GS 0 01-24-20 AAPL | Goldman Sachs Group INC | Stock-Financials | 1.67% | — | -2.45% | |
| 29 | RWT 4.625 04-15-18 | Redwood Trust INC | Stock-Other | 1.60% | — | -6.17% | |
| 30 | EFII 0.75 09-01-19 | Electronics For Imaging | Stock-Other | 1.54% | — | -0.16% | |
| 31 | HZN 2.75 07-01-22 | Horizon Global CORP | Stock-Other | 1.52% | — | +43.14% | |
| 32 | REGI 2.75 06-15-19 | Renewable Energy Group I | Stock-Other | 1.51% | — | -29.45% | |
| 33 | BKCC 5 06-15-22 | Blackrock Capital Invest | Stock-Other | 1.41% | — | — | |
| 34 | WFC 0 06-05-20 INTC | Wells Fargo & Company | Stock-Financials | 1.31% | — | -2.15% | |
| 35 | ECPG 3 07-01-20 | Encore Capital Group INC | Stock-Other | 1.26% | — | -8.04% | |
| 36 | ✓ | On | Stock-Other | 1.22% | — | — | |
| 37 | TRIB 4 04-01-45 | Trinity Biotech Inv LP | Stock-Other | 1.19% | — | -5.40% | |
| 38 | VRNT 1.5 06-01-21 | Verint Systems INC | Stock-Other | 1.10% | — | -20.87% | |
| 39 | IIVI 0.5 12-15-33 | Finisar CORP | Stock-Other | 1.02% | — | -2.13% | |
| 40 | RWT 5.625 11-15-19 | Rwt Holdings INC | Stock-Other | 1.01% | — | -13.39% | |
| 41 | VSI 2.25 12-01-20 | Vitamin Shoppe INC | Stock-Other | 0.96% | — | -4.42% | |
| 42 | GS 0 02-19-21 0000 | Goldman Sachs Group INC | Stock-Financials | 0.79% | — | -5.07% | |
| 43 | WFC 0 01-24-20 AAPL | Wells Fargo & Company | Stock-Financials | 0.76% | — | -0.29% | |
| 44 | RGEN 2.125 06-01-21 | Repligen CORP | Stock-Healthcare | 0.76% | — | -40.94% | |
| 45 | EBS 2.875 01-15-21 | Emergent Biosolutions | Stock-Healthcare | 0.73% | — | -0.07% | |
| 46 | KBH 1.375 02-01-19 | Kb Home | Stock-Consumer Disc | 0.66% | — | +0.75% | |
| 47 | HCI 3.875 03-15-19 | Hci Group INC | Stock-Other | 0.65% | — | +0.57% | |
| 48 | DY 0.75 09-15-21 | Dycom Industries INC | Stock-Industrials | 0.59% | — | -44.84% | |
| 49 | NMFC 5 06-15-19 | New Mountain Finance Cor | Stock-Other | 0.59% | — | -5.88% | |
| 50 | ✓ | Pcrx | Stock-Other | 0.48% | — | — |
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|---|---|---|---|---|
| 1 | IDTI 0.875 11-15-22 | Integrated Device Tech | +0.5% | +18.98% | Add |
| 2 | HZN 2.75 07-01-22 | Horizon Global CORP | +0.5% | +43.14% | Add |
| 3 | LGIH 4.25 11-15-19 | Lgi Homes INC | +0.4% | -1.01% | Trim |
| 4 | PRAA 3 08-01-20 | Pra Group INC | +0.3% | +7.62% | Add |
| 5 | ADAM 6.25 01-15-22 | New York Mortgage Trust | +0.3% | +14.54% | Add |
| 6 | WFC 0 06-10-20 IP | Wells Fargo & Company | +0.1% | +1.77% | Add |
| 7 | UBS 0 02-15-21 GOOG | UBS AG London | +0.1% | -1.42% | Trim |
| 8 | AFSI 2.75 12-15-44 | Amtrust Financial Servic | +0.1% | +6.29% | Add |
| 9 | EBS 2.875 01-15-21 | Emergent Biosolutions | +0.1% | -0.07% | Trim |
| 10 | ECPG 3 07-01-20 | Encore Capital Group INC | 0% | -8.04% | Trim |
| 11 | KBH 1.375 02-01-19 | Kb Home | 0% | +0.75% | Add |
| 12 | IIVI 0.5 12-15-33 | Finisar CORP | 0% | -2.13% | Trim |
| 13 | TRIB 4 04-01-45 | Trinity Biotech Inv LP | -0.1% | -5.40% | Trim |
| 14 | GS 0 01-24-20 AAPL | Goldman Sachs Group INC | -0.1% | -2.45% | Trim |
| 15 | MIC 2 10-01-23 | Macquarie Infrastructure | -0.1% | -31.29% | Trim |
| 16 | MHO 3 03-01-18 | M/i Homes INC | -0.1% | -4.71% | Trim |
| 17 | PMT 5.375 05-01-20 | Pennymac CORP | -0.1% | -2.81% | Trim |
| 18 | RWT 4.625 04-15-18 | Redwood Trust INC | -0.1% | -6.17% | Trim |
| 19 | ✓ | Sucampo Pharmaceuticals INC | -0.1% | -2.37% | Trim |
| 20 | ANIP 3 12-01-19 | Ani Pharmaceuticals INC | -0.1% | -1.54% | Trim |
| 21 | TOL 0.5 09-15-32 | Toll Bros Finance CORP | -0.1% | -21.51% | Trim |
| 22 | WFC 0 06-05-20 INTC | Wells Fargo & Company | -0.1% | -2.15% | Trim |
| 23 | DBRG 3.875 01-15-21 | Colony Capital INC | -0.1% | -5.79% | Trim |
| 24 | VSI 2.25 12-01-20 | Vitamin Shoppe INC | -0.1% | -4.42% | Trim |
| 25 | RWT 5.625 11-15-19 | Rwt Holdings INC | -0.2% | -13.39% | Trim |
| 26 | ECPG 2.875 03-15-21 | Encore Capital Group INC | -0.2% | -13.27% | Trim |
| 27 | HURN 1.25 10-01-19 | Huron Consulting Group I | -0.2% | -8.53% | Trim |
| 28 | JAZZ 1.875 08-15-21 | Jazz Investments I LTD | -0.2% | -9.28% | Trim |
| 29 | ACET 2 11-01-20 | Aceto CORP | -0.3% | -7.51% | Trim |
| 30 | VRNT 1.5 06-01-21 | Verint Systems INC | -0.3% | -20.87% | Trim |
| 31 | RGEN 2.125 06-01-21 | Repligen CORP | -0.4% | -40.94% | Trim |
| 32 | ABR 6.5 10-01-19 | Arbor Realty Trust INC | -0.4% | -13.49% | Trim |
| 33 | ✓ | Ship Finance Intl LTD Sr Note Conv | -0.5% | -55.09% | Trim |
| 34 | REGI 2.75 06-15-19 | Renewable Energy Group I | -0.5% | -29.45% | Trim |
| 35 | DY 0.75 09-15-21 | Dycom Industries INC | -0.5% | -44.84% | Trim |
| 36 | AAWW 2.25 06-01-22 | Atlas Air Worldwide Hldg | -0.5% | -9.45% | Trim |
| 37 | ✓ | Mchp | -0.6% | -61.56% | Trim |
| 38 | ON 1 12-01-20 | On Semiconductor CORP | -0.6% | -13.58% | Trim |
| 39 | SNCR 0.75 08-15-19 | Synchronoss Technologies | -0.7% | -21.46% | Trim |
| 40 | ARI 5.5 03-15-19 | Apollo Cmmrl Real Est Fi | -0.8% | -25.57% | Trim |
| 41 | FOR 3.75 03-01-20 | Forestar Group INC | -1.9% | -98.62% | Trim |
| 42 | BXMT 4.375 05-05-22 | Blackstone Mortgage Tr | — | NEW | New buy |
| 43 | PSEC 4.95 07-15-22 | Prospect Capital CORP | — | NEW | New buy |
| 44 | BKCC 5 06-15-22 | Blackrock Capital Invest | — | NEW | New buy |
| 45 | ✓ | On | — | NEW | New buy |
| 46 | BXMT 5.25 12-01-18 | Blackstone Mortgage Tr | — | EXIT | Sold out |
| 47 | ✓ | Pcrx | — | NEW | New buy |
| 48 | WFC 0 01-24-20 AApL | Wells Fargo & Company | — | NEW | New buy |
| 49 | PSEC 4.75 04-15-20 | Prospect Capital CORP | — | EXIT | Sold out |
| 50 | AMAG 2.5 02-15-19 | Amag Pharmaceuticals INC | — | EXIT | Sold out |