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 | 4.13% | — | -10.02% | |
| 2 | ARI 4.75 08-23-22 | Apollo Cmmrl Real Est Fi | Stock-Other | 3.87% | — | +28.45% | |
| 3 | ANIP 3 12-01-19 | Ani Pharmaceuticals INC | Stock-Other | 3.40% | — | -3.80% | |
| 4 | INVA 2.125 01-15-23 | Innoviva INC | Stock-Other | 3.38% | — | +54.85% | |
| 5 | PMT 5.375 05-01-20 | Pennymac CORP | Stock-Other | 2.98% | — | -1.65% | |
| 6 | HASI 4.125 09-01-22 | Hannon Armstrong Sustain | Stock-Financials | 2.96% | — | +15.11% | |
| 7 | TTMI 1.75 12-15-20 | Ttm Technologies INC | Stock-Tech | 2.90% | — | -5.48% | |
| 8 | BXMT 4.375 05-05-22 | Blackstone Mortgage Tr | Stock-Real Estate | 2.90% | — | -9.59% | |
| 9 | LGIH 4.25 11-15-19 | Lgi Homes INC | Stock-Other | 2.79% | — | -7.93% | |
| 10 | DBRG 3.875 01-15-21 | Colony Capital INC | Stock-Financials | 2.75% | — | +0.12% | |
| 11 | PRAA 3 08-01-20 | Pra Group INC | Stock-Other | 2.74% | — | -9.71% | |
| 12 | IDTI 0.875 11-15-22 | Integrated Device Tech | Stock-Other | 2.66% | — | -8.81% | |
| 13 | ADAM 6.25 01-15-22 | New York Mortgage Trust | Stock-Other | 2.64% | — | +15.87% | |
| 14 | UBS 0 02-15-21 GOOG | UBS AG London | Stock-Financials | 2.47% | — | -1.61% | |
| 15 | ACET 2 11-01-20 | Aceto CORP | Stock-Other | 2.31% | — | -2.48% | |
| 16 | HAWK 1.5 01-15-22 | Blackhawk Network Hold | Stock-Other | 2.30% | — | — | |
| 17 | ECPG 2.875 03-15-21 | Encore Capital Group INC | Stock-Other | 2.24% | — | +7.27% | |
| 18 | SCMP 3.25 12-15-21 | Sucampo Pharmaceuticals | Stock-Other | 2.20% | — | — | |
| 19 | SNCR 0.75 08-15-19 | Synchronoss Technologies | Stock-Other | 2.15% | — | -12.28% | |
| 20 | WFC 0 06-10-20 IP | Wells Fargo & Company | Stock-Financials | 2.11% | — | -1.79% | |
| 21 | ON 1 12-01-20 | On Semiconductor CORP | Stock-Tech | 2.01% | — | -4.62% | |
| 22 | ✓ | On | Stock-Other | 1.99% | — | -11.58% | |
| 23 | GS 0 01-24-20 AAPL | Goldman Sachs Group INC | Stock-Financials | 1.98% | — | +0.36% | |
| 24 | TPC 2.875 06-15-21 | Tutor Perini CORP | Stock-Other | 1.95% | — | -0.37% | |
| 25 | RWT 4.75 08-15-23 | Redwood Trust INC | Stock-Other | 1.93% | — | +44.13% | |
| 26 | IIVI 0.5 12-15-36 | Finisar CORP | Stock-Other | 1.91% | — | — | |
| 27 | AFSI 2.75 12-15-44 | Amtrust Financial Servic | Stock-Other | 1.90% | — | +7.60% | |
| 28 | ECHO 2.5 05-01-20 | Echo Global Logistics | Stock-Comm Services | 1.87% | — | -26.02% | |
| 29 | WMC 6.75 10-01-22 | Western Asset Mtge Cap | Stock-Other | 1.83% | — | +119.44% | |
| 30 | ABR 5.375 11-15-20 | Arbor Realty Trust INC | Stock-Real Estate | 1.81% | — | — | |
| 31 | CAMP 1.625 05-15-20 | Calamp CORP | Stock-Other | 1.77% | — | -18.11% | |
| 32 | MHO 3 03-01-18 | M/i Homes INC | Stock-Consumer Disc | 1.75% | — | -1.82% | |
| 33 | HZN 2.75 07-01-22 | Horizon Global CORP | Stock-Other | 1.71% | — | +6.88% | |
| 34 | EFII 0.75 09-01-19 | Electronics For Imaging | Stock-Other | 1.69% | — | +0.31% | |
| 35 | WFC 0 06-05-20 INTC | Wells Fargo & Company | Stock-Financials | 1.65% | — | -2.00% | |
| 36 | MRVL 0.75 09-01-21 | Inphi CORP | Stock-Tech | 1.45% | — | — | |
| 37 | ✓ | Jazz Pharmaceuticals Inc | Stock-Other | 1.31% | — | — | |
| 38 | TIVO 0.5 03-01-20 | Rovi CORP | Stock-Other | 1.24% | — | +1239.64% | |
| 39 | BKCC 5 06-15-22 | Blackrock Capital Invest | Stock-Other | 1.21% | — | -41.57% | |
| 40 | TRIB 4 04-01-45 | Trinity Biotech Inv LP | Stock-Other | 1.18% | — | -0.36% | |
| 41 | IPXL 2 06-15-22 | Impax Laboratories LLC | Stock-Other | 1.03% | — | -66.74% | |
| 42 | HURN 1.25 10-01-19 | Huron Consulting Group I | Stock-Other | 0.86% | — | -3.08% | |
| 43 | HCI 3.875 03-15-19 | Hci Group INC | Stock-Other | 0.81% | — | +18.09% | |
| 44 | JAZZ 1.875 08-15-21 | Jazz Investments I LTD | Stock-Healthcare | 0.81% | — | -61.08% | |
| 45 | VECO 2.7 01-15-23 | Veeco Instruments INC | Stock-Other | 0.78% | — | +6.09% | |
| 46 | GS 0 02-19-21 0000 | Goldman Sachs Group INC | Stock-Financials | 0.74% | — | -14.95% | |
| 47 | KBH 1.375 02-01-19 | Kb Home | Stock-Consumer Disc | 0.72% | — | -4.06% | |
| 48 | VSI 2.25 12-01-20 | Vitamin Shoppe INC | Stock-Other | 0.69% | — | -10.75% | |
| 49 | WFC 0 01-24-20 AAPL | Wells Fargo & Company | Stock-Financials | 0.67% | — | -26.30% | |
| 50 | ABR 6.5 10-01-19 | Arbor Realty Trust INC | Stock-Real Estate | 0.64% | — | -53.86% |
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|---|---|---|---|---|
| 1 | INVA 2.125 01-15-23 | Innoviva INC | +1.2% | +54.85% | Add |
| 2 | TIVO 0.5 03-01-20 | Rovi CORP | +1.1% | +1239.64% | Add |
| 3 | WMC 6.75 10-01-22 | Western Asset Mtge Cap | +1% | +119.44% | Add |
| 4 | ARI 4.75 08-23-22 | Apollo Cmmrl Real Est Fi | +0.8% | +28.45% | Add |
| 5 | LGIH 4.25 11-15-19 | Lgi Homes INC | +0.8% | -7.93% | Trim |
| 6 | RWT 4.75 08-15-23 | Redwood Trust INC | +0.5% | +44.13% | Add |
| 7 | ADAM 6.25 01-15-22 | New York Mortgage Trust | +0.4% | +15.87% | Add |
| 8 | HASI 4.125 09-01-22 | Hannon Armstrong Sustain | +0.3% | +15.11% | Add |
| 9 | WFC 0 06-05-20 INTC | Wells Fargo & Company | +0.2% | -2.00% | Trim |
| 10 | GS 0 01-24-20 AAPL | Goldman Sachs Group INC | +0.2% | +0.36% | Add |
| 11 | HCI 3.875 03-15-19 | Hci Group INC | +0.1% | +18.09% | Add |
| 12 | UBS 0 02-15-21 GOOG | UBS AG London | +0.1% | -1.61% | Trim |
| 13 | EFII 0.75 09-01-19 | Electronics For Imaging | -0.2% | +0.31% | Add |
| 14 | WFC 0 01-24-20 AAPL | Wells Fargo & Company | -0.2% | -26.30% | Trim |
| 15 | ✓ | On | -0.2% | -11.58% | Trim |
| 16 | TTMI 1.75 12-15-20 | Ttm Technologies INC | -0.2% | -5.48% | Trim |
| 17 | IDTI 0.875 11-15-22 | Integrated Device Tech | -0.2% | -8.81% | Trim |
| 18 | SNCR 0.75 08-15-19 | Synchronoss Technologies | -0.2% | -12.28% | Trim |
| 19 | VSI 2.25 12-01-20 | Vitamin Shoppe INC | -0.2% | -10.75% | Trim |
| 20 | PRAA 3 08-01-20 | Pra Group INC | -0.2% | -9.71% | Trim |
| 21 | TEVA 0.25 02-01-26 C | Teva Pharm Fin Co LLC | -0.3% | -43.46% | Trim |
| 22 | NMFC 5 06-15-19 | New Mountain Finance Cor | -0.3% | -43.22% | Trim |
| 23 | BXMT 4.375 05-05-22 | Blackstone Mortgage Tr | -0.3% | -9.59% | Trim |
| 24 | CAMP 1.625 05-15-20 | Calamp CORP | -0.5% | -18.11% | Trim |
| 25 | ECHO 2.5 05-01-20 | Echo Global Logistics | -0.5% | -26.02% | Trim |
| 26 | IIVI 0.5 12-15-33 | Finisar CORP | -0.6% | -80.46% | Trim |
| 27 | ABR 6.5 10-01-19 | Arbor Realty Trust INC | -0.8% | -53.86% | Trim |
| 28 | AAWW 2.25 06-01-22 | Atlas Air Worldwide Hldg | -0.8% | -10.02% | Trim |
| 29 | BKCC 5 06-15-22 | Blackrock Capital Invest | -0.9% | -41.57% | Trim |
| 30 | JAZZ 1.875 08-15-21 | Jazz Investments I LTD | -1.4% | -61.08% | Trim |
| 31 | IPXL 2 06-15-22 | Impax Laboratories LLC | -1.9% | -66.74% | Trim |
| 32 | HAWK 1.5 01-15-22 | Blackhawk Network Hold | — | NEW | New buy |
| 33 | SCMP 3.25 12-15-21 | Sucampo Pharmaceuticals | — | NEW | New buy |
| 34 | ✓ | Sucampo Pharmaceuticals INC | — | EXIT | Sold out |
| 35 | IIVI 0.5 12-15-36 | Finisar CORP | — | NEW | New buy |
| 36 | ABR 5.375 11-15-20 | Arbor Realty Trust INC | — | NEW | New buy |
| 37 | MRVL 0.75 09-01-21 | Inphi CORP | — | NEW | New buy |
| 38 | ✓ | Jazz Pharmaceuticals Inc | — | NEW | New buy |
| 39 | PSEC 4.95 07-15-22 | Prospect Capital CORP | — | EXIT | Sold out |
| 40 | REGI 2.75 06-15-19 | Renewable Energy Group I | — | EXIT | Sold out |
| 41 | ECPG 3 07-01-20 | Encore Capital Group INC | — | EXIT | Sold out |
| 42 | EBS 2.875 01-15-21 | Emergent Biosolutions | — | EXIT | Sold out |
| 43 | MIC 2 10-01-23 | Macquarie Infrastructure | — | NEW | New buy |
| 44 | COWN 3 03-15-19 | Cowen INC | — | EXIT | Sold out |
| 45 | RGEN 2.125 06-01-21 | Repligen CORP | — | EXIT | Sold out |
| 46 | ARI 5.5 03-15-19 | Apollo Cmmrl Real Est Fi | — | EXIT | Sold out |
| 47 | RWT 5.625 11-15-19 | Rwt Holdings INC | — | EXIT | Sold out |
| 48 | GSBD 4.5 04-01-22 | Goldman Sachs Bdc INC | — | NEW | New buy |
| 49 | AKAM 0 02-15-19 | Akamai Technologies INC | — | EXIT | Sold out |
| 50 | BSFT 1.5 07-01-18 | Cisco Systems INC | — | EXIT | Sold out |