Location: Portsmouth, NH
CIK: 0001533551 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 12, 2016
Total Value: $1.76B (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TTMI | 76,373 | $69.21M | 3.9% | $1071.55 | — | 1.75% 12/15/20 | 87305RAD1 |
| — | CLNY | 70,503 | $65.97M | 3.7% | $1036.28 | — | 3.875% 01/15/21 | 19624RAB2 |
| — | ARI | 65,369 | $65.7M | 3.7% | $1030.29 | — | 5.5% 03/15/19 | 03762UAA3 |
| — | ECHO | 73,535 | $64.71M | 3.7% | $951.08 | — | 2.5% 05/01/20 | 27875TAA9 |
| — | BXMT | 59,714 | $60.91M | 3.5% | $1092.58 | — | 5.25% 12/01/18 | 09257WAA8 |
| — | ANIP | 59,118 | $57.83M | 3.3% | $1078.02 | — | 3% 12/01/19 | 00182CAA1 |
| — | PMT | 59,540 | $55.37M | 3.1% | $972.55 | — | 5.375% 05/01/20 | 70932AAB9 |
| — | AAWW | 64,216 | $53.46M | 3.0% | $879.13 | — | 2.25% 06/01/22 | 049164BH8 |
| — | SNDK | 50,617 | $52.64M | 3.0% | $1020.85 | — | 0.5% 10/15/20 | 80004CAF8 |
| — | VRNT | 51,227 | $48.28M | 2.7% | $1040.87 | — | 1.5% 06/01/21 | 92343XAA8 |
| — | JCOM | 34,469 | $45.35M | 2.6% | $1018.38 | — | 3.25% 06/15/29 | 48123VAC6 |
| — | WFC/INTC | 37,138 | $44.65M | 2.5% | $978.29 | — | 0% 06/05/20 | 94986RQF1 |
| — | RWT | 47,692 | $44.41M | 2.5% | $1041.36 | — | 4.625% 04/15/18 | 758075AB1 |
| — | MHO | 42,981 | $42.23M | 2.4% | $1035.10 | — | 3% 03/01/18 | 55292PAB1 |
| — | IART | 31,826 | $41.57M | 2.4% | $1021.68 | — | 1.625% 12/15/16 | 457985AK5 |
| — | MTH | 41,815 | $41.19M | 2.3% | $1083.30 | — | 1.875% 09/15/32 | 59001AAR3 |
| — | UBS/GOOG | 37,847 | $40.35M | 2.3% | $967.31 | — | 0% 02/15/21 | 90270KAW9 |
| — | REGI | 42,836 | $36.38M | 2.1% | $1086.42 | — | 2.75% 06/15/19 | 75972AAA1 |
| — | WFC/IP | 36,298 | $32.51M | 1.8% | $1016.00 | — | 0% 06/10/20 | 94986RQH7 |
| — | RSO | 33,721 | $32.46M | 1.8% | $967.94 | — | 8% 01/15/20 | 76120WAB0 |
| — | HOS | 53,849 | $30.63M | 1.7% | $890.63 | — | 1.5% 09/01/19 | 440543AN6 |
| — | FOR | 37,843 | $30.46M | 1.7% | $1087.11 | — | 3.75% 03/01/20 | 346232AB7 |
| — | CKH | 37,800 | $30.15M | 1.7% | $851.58 | — | 3% 11/15/28 | 81170YAB5 |
| — | EBS | 21,779 | $30.07M | 1.7% | $1160.76 | — | 2.875% 01/15/21 | 29089QAB1 |
| — | GS/AAPL | 24,905 | $29.58M | 1.7% | $930.74 | — | 0% 01/24/20 | 38141GMG6 |
| — | JAZZ | 27,395 | $28.75M | 1.6% | $1007.55 | — | 1.875% 08/15/21 | 472145AB7 |
| — | NHI | 29,201 | $28.67M | 1.6% | $1012.52 | — | 3.25% 04/01/21 | 63633DAE4 |
| — | RSO | 30,036 | $28.07M | 1.6% | $1004.49 | — | 6% 12/01/18 | 76120WAA2 |
| — | BKCC | 26,513 | $27.36M | 1.6% | $1031.87 | — | 5.5% 02/15/18 | 092533AB4 |
| — | BGCP | 24,664 | $26.81M | 1.5% | $1026.16 | — | 4.5% 07/15/16 | 05541TAD3 |
| — | RWT | 27,777 | $25.8M | 1.5% | $928.75 | — | 5.625% 11/15/19 | 749772AB5 |
| — | LNKD | 23,865 | $25.15M | 1.4% | $1053.76 | — | 0.5% 11/01/19 | 53578AAB4 |
| — | EFII | 22,890 | $24.43M | 1.4% | $1025.11 | — | 0.75% 09/01/19 | 286082AC6 |
| — | FNSR | 25,977 | $24.19M | 1.4% | $947.62 | — | 0.5% 12/15/33 | 31787AAM3 |
| — | HLX | 28,655 | $22.73M | 1.3% | $1015.44 | — | 3.25% 03/15/32 | 42330PAG2 |
| — | BSFT | 20,720 | $22.61M | 1.3% | $1034.50 | — | 1.5% 07/01/18 | 11133BAB8 |
| — | CAA | 24,538 | $22.07M | 1.3% | $920.17 | — | 0.25% 06/01/19 | 783764AS2 |
| — | SNCR | 17,341 | $17.51M | 1.0% | $1036.69 | — | 0.75% 08/15/19 | 87157BAA1 |
| — | PRAA | 20,132 | $17.11M | 1.0% | $1059.88 | — | 3% 08/01/20 | 73640QAB1 |
| — | NMFC | 17,376 | $17.07M | 1.0% | $1013.78 | — | 5% 06/15/19 | 647551AB6 |
| — | GS/GOOG | 15,232 | $17.07M | 1.0% | $937.67 | — | 0% 02/19/21 | 38147QLX2 |
| — | ARCC | 14,698 | $14.59M | 0.8% | $1073.44 | — | 4.75% 01/15/18 | 04010LAJ2 |
| — | HURN | 13,667 | $13.59M | 0.8% | $994.37 | — | 1.25% 10/01/19 | 447462AB8 |
| — | KBH | 14,841 | $13.35M | 0.8% | $976.27 | — | 1.375% 02/01/19 | 48666KAS8 |
| — | PLAB | 9,408 | $12.49M | 0.7% | $1133.77 | — | 3.25% 04/01/19 | 719405AK8 |
| — | GTLS | 13,841 | $12.04M | 0.7% | $1020.34 | — | 2% 08/01/18 | 16115QAC4 |
| — | TOL | 11,403 | $11.44M | 0.6% | $1021.13 | — | 0.5% 09/15/32 | 88947EAM2 |
| — | WFC/AAPL | 9,822 | $11.18M | 0.6% | $884.68 | — | 0% 01/24/20 | 94986RPJ4 |
| — | NR | 12,349 | $11.05M | 0.6% | $1095.76 | — | 4% 10/01/17 | 651718AC2 |
| — | GS/KSU | 12,392 | $10.95M | 0.6% | $963.03 | — | 0% 02/16/21 | 38147QMF0 |
| — | ECPG | 13,664 | $10.32M | 0.6% | $917.98 | — | 2.875% 03/15/21 | 292554AH5 |
| — | PSEC | 11,284 | $9.831M | 0.6% | $904.09 | — | 4.75% 04/15/20 | 74348TAQ5 |
| — | UTHR | 3,000 | $9.821M | 0.6% | $2743.67 | — | 1% 09/15/16 | 91307CAF9 |
| — | VSI | 9,500 | $9.743M | 0.6% | $1025.58 | — | 2.25% 12/01/20 | 92849EAA9 |
| — | GBX | 7,692 | $8.514M | 0.5% | $1009.72 | — | 3.5% 04/01/18 | 393657AH4 |
| — | SPWR | 9,274 | $8.103M | 0.5% | $923.28 | — | 0.875% 06/01/21 | 867652AJ8 |
| — | ARCC | 7,319 | $7.31M | 0.4% | $1064.56 | — | 5.125% 06/01/16 | 04010LAD5 |
| — | ARCC | 7,103 | $7.152M | 0.4% | $1067.88 | — | 4.875% 03/15/17 | 04010LAG8 |
| — | ICON | 13,673 | $6.768M | 0.4% | $494.99 | — | 1.5% 03/15/18 | 451055AF4 |
| — | TCPC | 6,692 | $6.613M | 0.4% | $1017.13 | — | 5.25% 12/15/19 | 87238QAB9 |
| — | PSEC | 5,912 | $5.831M | 0.3% | $1050.78 | — | 5.375% 10/15/17 | 74348TAK8 |
| — | PSEC | 5,877 | $5.59M | 0.3% | $1024.08 | — | 5.875% 01/15/19 | 74348TAM4 |
| — | AIR | 5,240 | $5.23M | 0.3% | $984.62 | — | 2.25% 03/01/16 | 000361AM7 |
| — | IDTI | 4,000 | $4.138M | 0.2% | $1034.50 | — | 0.875% 11/15/22 | 458118AB2 |
| — | ON | 3,442 | $3.838M | 0.2% | $1108.90 | — | 2.625% 12/15/26 | 682189AH8 |
| — | AKAM | 3,916 | $3.762M | 0.2% | $1076.31 | — | 0% 02/15/19 | 00971TAG6 |
| — | KCAP | 3,496 | $3.553M | 0.2% | $1247.51 | — | 8.75% 03/15/16 | 500233AB7 |
| — | ECPG | 4,165 | $3.551M | 0.2% | $1123.36 | — | 3% 07/01/20 | 292554AF9 |
| — | ARCC | 3,424 | $3.4M | 0.2% | $1035.39 | — | 4.375% 01/15/19 | 04010LAM5 |
| — | CSV | 1,900 | $2.248M | 0.1% | $1200.76 | — | 2.75% 03/15/21 | 143905AM9 |
| — | HCI | 1,867 | $1.639M | 0.1% | $991.03 | — | 3.875% 03/15/19 | 40416EAB9 |
| — | YHOO | 1,385 | $1.354M | 0.1% | $977.62 | — | 0% 12/01/18 | 984332AF3 |