Location: Portsmouth, NH
CIK: 0001533551 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 10, 2016
Total Value: $1.898B (0.1% shares, 99.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TTMI | 66,910 | $88.82M | 4.7% | $1071.55 | — | 1.75% 12/15/20 | 87305RAD1 |
| — | AAWW | 80,002 | $77.95M | 4.1% | $888.65 | — | 2.25% 06/01/22 | 049164BH8 |
| — | CLNY | 76,578 | $75.24M | 4.0% | $1027.01 | — | 3.875% 01/15/21 | 19624RAB2 |
| — | ANIP | 60,665 | $74.92M | 3.9% | $1072.39 | — | 3% 12/01/19 | 00182CAA1 |
| — | ARI | 63,943 | $66.22M | 3.5% | $1029.49 | — | 5.5% 03/15/19 | 03762UAA3 |
| — | ECHO | 67,917 | $64.27M | 3.4% | $951.08 | — | 2.5% 05/01/20 | 27875TAA9 |
| — | ON | 62,820 | $64M | 3.4% | $931.08 | — | 1% 12/01/20 | 682189AK1 |
| — | CAMP | 67,630 | $63.83M | 3.4% | $933.32 | — | 1.625% 05/15/20 | 128126AB5 |
| — | PMT | 65,346 | $62.98M | 3.3% | $969.54 | — | 5.375% 05/01/20 | 70932AAB9 |
| — | PRAA | 64,625 | $58.45M | 3.1% | $917.12 | — | 3% 08/01/20 | 73640QAB1 |
| — | FOR | 56,747 | $53.98M | 2.8% | $1026.17 | — | 3.75% 03/01/20 | 346232AB7 |
| — | LGIH | 29,650 | $52.2M | 2.8% | $1261.24 | — | 4.25% 11/15/19 | 50187TAB2 |
| — | FNSR | 40,866 | $48.35M | 2.5% | $1046.00 | — | 0.5% 12/15/33 | 31787AAM3 |
| — | IPXL | 51,687 | $45.61M | 2.4% | $882.50 | — | 2% 06/15/22 | 45256BAE1 |
| — | VRNT | 46,916 | $44.69M | 2.4% | $1036.72 | — | 1.5% 06/01/21 | 92343XAA8 |
| — | MHO | 43,676 | $44.52M | 2.3% | $1034.45 | — | 3% 03/01/18 | 55292PAB1 |
| — | SNCR | 39,910 | $42.33M | 2.2% | $1009.61 | — | 0.75% 08/15/19 | 87157BAA1 |
| — | BXMT | 37,810 | $41.54M | 2.2% | $1092.58 | — | 5.25% 12/01/18 | 09257WAA8 |
| — | RWT | 40,330 | $40.46M | 2.1% | $1041.36 | — | 4.625% 04/15/18 | 758075AB1 |
| — | UBS/GOOG | 36,675 | $40.16M | 2.1% | $968.00 | — | 0% 02/15/21 | 90270KAW9 |
| — | WFC/IP | 39,456 | $38.23M | 2.0% | $1009.91 | — | 0% 06/10/20 | 94986RQH7 |
| — | REGI | 40,024 | $36.87M | 1.9% | $1086.42 | — | 2.75% 06/15/19 | 75972AAA1 |
| — | WFC/INTC | 26,951 | $35.44M | 1.9% | $978.29 | — | 0% 06/05/20 | 94986RQF1 |
| — | RGEN | 30,506 | $34.87M | 1.8% | $1081.87 | — | 2.125% 06/01/21 | 759916AA7 |
| — | RSO | 34,290 | $34.18M | 1.8% | $969.13 | — | 8% 01/15/20 | 76120WAB0 |
| — | RSO | 33,232 | $32.73M | 1.7% | $1001.60 | — | 6% 12/01/18 | 76120WAA2 |
| — | JAZZ | 31,650 | $32.24M | 1.7% | $1010.60 | — | 1.875% 08/15/21 | 472145AB7 |
| — | EFII | 27,769 | $30.79M | 1.6% | $1029.93 | — | 0.75% 09/01/19 | 286082AC6 |
| — | MTH | 30,288 | $30.31M | 1.6% | $1082.03 | — | 1.875% 09/15/32 | 59001AAR3 |
| — | GS/AAPL | 22,454 | $27.32M | 1.4% | $930.74 | — | 0% 01/24/20 | 38141GMG6 |
| — | RWT | 26,080 | $26.54M | 1.4% | $928.31 | — | 5.625% 11/15/19 | 749772AB5 |
| — | BRCD | 25,004 | $24.8M | 1.3% | $990.72 | — | 1.375% 01/01/20 | 111621AQ1 |
| — | NMFC | 23,838 | $24.43M | 1.3% | $1013.92 | — | 5% 06/15/19 | 647551AB6 |
| — | ECPG | 31,755 | $24.33M | 1.3% | $828.42 | — | 2.875% 03/15/21 | 292554AH5 |
| — | NHI | 20,547 | $23.48M | 1.2% | $1012.52 | — | 3.25% 04/01/21 | 63633DAE4 |
| — | BSFT | 17,565 | $21.56M | 1.1% | $1035.92 | — | 1.5% 07/01/18 | 11133BAB8 |
| — | TRIB | 19,650 | $18.48M | 1.0% | $894.36 | — | 4% 04/01/45 | 89643QAB4 |
| — | CAA | 19,061 | $17.75M | 0.9% | $920.44 | — | 0.25% 06/01/19 | 783764AS2 |
| — | BKCC | 17,011 | $17.52M | 0.9% | $1031.87 | — | 5.5% 02/15/18 | 092533AB4 |
| — | TICC | 16,364 | $16.61M | 0.9% | $975.63 | — | 7.5% 11/01/17 | 87244TAB5 |
| — | GS/GOOG | 13,412 | $15.12M | 0.8% | $937.67 | — | 0% 02/19/21 | 38147QLX2 |
| — | EBS | 11,034 | $13.55M | 0.7% | $1160.76 | — | 2.875% 01/15/21 | 29089QAB1 |
| — | PSEC | 13,135 | $13.04M | 0.7% | $993.15 | — | 4.75% 04/15/20 | 74348TAQ5 |
| — | LNKD | 12,674 | $12.62M | 0.7% | $1053.76 | — | 0.5% 11/01/19 | 53578AAB4 |
| — | WFC/AAPL | 9,741 | $11.73M | 0.6% | $884.68 | — | 0% 01/24/20 | 94986RPJ4 |
| — | KBH | 11,634 | $11.37M | 0.6% | $968.99 | — | 1.375% 02/01/19 | 48666KAS8 |
| — | GS/KSU | 11,997 | $11.25M | 0.6% | $960.49 | — | 0% 02/16/21 | 38147QMF0 |
| — | GTLS | 11,236 | $11.04M | 0.6% | $991.20 | — | 2% 08/01/18 | 16115QAC4 |
| — | DY | 9,440 | $10.34M | 0.5% | $1095.02 | — | 0.75% 09/15/21 | 267475AB7 |
| — | PLAB | 8,232 | $9.878M | 0.5% | $1133.77 | — | 3.25% 04/01/19 | 719405AK8 |
| — | HURN | 9,246 | $9.362M | 0.5% | $997.14 | — | 1.25% 10/01/19 | 447462AB8 |
| — | IDCC | 7,582 | $9.25M | 0.5% | $1039.41 | — | 1.5% 03/01/20 | 458660AD9 |
| — | HCI | 9,322 | $8.972M | 0.5% | $902.17 | — | 3.875% 03/15/19 | 40416EAB9 |
| — | ECPG | 9,569 | $8.002M | 0.4% | $947.35 | — | 3% 07/01/20 | 292554AF9 |
| — | GBX | 7,041 | $7.965M | 0.4% | $1016.64 | — | 3.5% 04/01/18 | 393657AH4 |
| — | TRN | 6,043 | $7.221M | 0.4% | $1194.94 | — | 3.875% 06/01/36 | 896522AF6 |
| — | AKAM | 6,595 | $6.455M | 0.3% | $1037.84 | — | 0% 02/15/19 | 00971TAG6 |
| — | TCPC | 3,597 | $3.739M | 0.2% | $1015.78 | — | 5.25% 12/15/19 | 87238QAB9 |
| — | TOL | 3,236 | $3.189M | 0.2% | $1012.04 | — | 0.5% 09/15/32 | 88947EAM2 |
| — | ENV | 2,294 | $2.191M | 0.1% | $864.49 | — | 1.75% 12/15/19 | 29404KAA4 |
| — | WFC/AAPL | 1,821 | $2.182M | 0.1% | $1168.65 | — | 0% 01/24/20 | 94986RQJ3 |
| — | TSLX | 1,893 | $1.959M | 0.1% | $989.92 | — | 4.5% 12/15/19 | 87265KAB8 |
| — | ICON | 1,961 | $1.691M | 0.1% | $537.40 | — | 1.5% 03/15/18 | 451055AF4 |
| — | BSFT | 1,000 | $1.333M | 0.1% | $1333.00 | — | 1% 09/01/22 | 11133BAD4 |
| — | INFN | 1,165 | $1.223M | 0.1% | $1049.79 | — | 1.75% 06/01/18 | 45667GAB9 |
| — | CLNY | 1,208 | $1.203M | 0.1% | $995.86 | — | 5% 04/15/23 | 19624RAA4 |
| — | PROSHARES TR | 57,000 | $1.011M | 0.1% | $25.08 | — | ULTPRO SHT RUSS | 74348A335 |
| — | MDSO | 740 | $864K | 0.0% | $1025.21 | — | 1% 08/01/18 | 58471AAB1 |
| — | PROSHARES TR | 36,311 | $840K | 0.0% | $29.00 | — | ULTRAPRO SHORT S | 74348A442 |
| — | PROSHARES TR | 28,417 | $380K | 0.0% | $18.48 | — | ULTRAPRO SH NW14 | 74348A418 |
| — | CSV | 37 | $43,000 | 0.0% | $1200.76 | — | 2.75% 03/15/21 | 143905AM9 |