Location: Portsmouth, NH
CIK: 0001533551 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 13, 2017
Total Value: $1.933B (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | AAWW | 83,226 | $84.68M | 4.4% | $893.64 | — | 2.25% 06/01/22 | 049164BH8 |
| — | CLNS | 79,454 | $79.65M | 4.1% | $1026.13 | — | 3.875% 01/15/21 | 19624RAB2 |
| — | ECHO | 76,553 | $75.41M | 3.9% | $954.91 | — | 2.5% 05/01/20 | 27875TAA9 |
| — | PMT | 72,630 | $70.13M | 3.6% | $969.15 | — | 5.375% 05/01/20 | 70932AAB9 |
| — | TTMI | 45,770 | $69.94M | 3.6% | $1071.55 | — | 1.75% 12/15/20 | 87305RAD1 |
| — | ON | 67,106 | $69.08M | 3.6% | $937.36 | — | 1% 12/01/20 | 682189AK1 |
| — | ANIP | 59,455 | $68.52M | 3.5% | $1072.39 | — | 3% 12/01/19 | 00182CAA1 |
| — | PRAA | 71,443 | $67.65M | 3.5% | $919.96 | — | 3% 08/01/20 | 73640QAB1 |
| — | ARI | 64,048 | $67.21M | 3.5% | $1029.49 | — | 5.5% 03/15/19 | 03762UAA3 |
| — | CAMP | 62,049 | $60.11M | 3.1% | $933.32 | — | 1.625% 05/15/20 | 128126AB5 |
| — | FOR | 58,586 | $58.59M | 3.0% | $1025.35 | — | 3.75% 03/01/20 | 346232AB7 |
| — | ACET | 57,322 | $55.35M | 2.9% | $965.63 | — | 2% 11/01/20 | 004446AD2 |
| — | HURN | 55,101 | $54.1M | 2.8% | $984.43 | — | 1.25% 10/01/19 | 447462AB8 |
| — | FNSR | 39,065 | $46.32M | 2.4% | $1046.00 | — | 0.5% 12/15/33 | 31787AAM3 |
| — | IPXL | 57,672 | $45.81M | 2.4% | $873.36 | — | 2% 06/15/22 | 45256BAE1 |
| — | ECPG | 51,251 | $45.04M | 2.3% | $847.56 | — | 2.875% 03/15/21 | 292554AH5 |
| — | IDTI | 43,112 | $44.59M | 2.3% | $1034.38 | — | 0.875% 11/15/22 | 458118AC0 |
| — | MHO | 43,290 | $44.32M | 2.3% | $1034.45 | — | 3% 03/01/18 | 55292PAB1 |
| — | LGIH | 29,800 | $42.61M | 2.2% | $1261.24 | — | 4.25% 11/15/19 | 50187TAB2 |
| — | JAZZ | 41,700 | $40.16M | 2.1% | $999.16 | — | 1.875% 08/15/21 | 472145AB7 |
| — | WF/IP | 39,538 | $39.59M | 2.0% | $1009.91 | — | 0% 06/10/20 | 94986RQH7 |
| — | UBS/GOOG | 36,011 | $38.9M | 2.0% | $968.00 | — | 0% 02/15/21 | 90270KAW9 |
| — | REGI | 39,590 | $38.3M | 2.0% | $1086.42 | — | 2.75% 06/15/19 | 75972AAA1 |
| — | RWT | 38,324 | $38.25M | 2.0% | $1041.36 | — | 4.625% 04/15/18 | 758075AB1 |
| — | ABR | 37,432 | $37.36M | 1.9% | $998.13 | — | 6.5% 10/01/19 | 038923AA6 |
| — | SNCR | 33,765 | $35.62M | 1.8% | $1009.61 | — | 0.75% 08/15/19 | 87157BAA1 |
| — | SCMP | 33,000 | $35.31M | 1.8% | $1070.00 | — | 3.25% 12/15/21 | 864909AA4 |
| — | WF/INTC | 26,357 | $33.44M | 1.7% | $978.29 | — | 0% 06/05/20 | 94986RQF1 |
| — | VRNT | 31,436 | $29.61M | 1.5% | $1036.72 | — | 1.5% 06/01/21 | 92343XAA8 |
| — | EFII | 27,711 | $29.46M | 1.5% | $1029.93 | — | 0.75% 09/01/19 | 286082AC6 |
| — | GS/AAPL | 21,983 | $27.68M | 1.4% | $930.74 | — | 0% 01/24/20 | 38141GMG6 |
| — | RWT | 26,697 | $27.03M | 1.4% | $930.26 | — | 5.625% 11/15/19 | 749772AB5 |
| — | ECPG | 27,553 | $25.86M | 1.3% | $941.73 | — | 3% 07/01/20 | 292554AF9 |
| — | TRIB | 29,650 | $25.33M | 1.3% | $880.87 | — | 4% 04/01/45 | 89643QAB4 |
| — | RGEN | 18,865 | $22.39M | 1.2% | $1081.87 | — | 2.125% 06/01/21 | 759916AA7 |
| — | NMFC | 21,761 | $22.29M | 1.2% | $1013.92 | — | 5% 06/15/19 | 647551AB6 |
| — | VSI | 22,776 | $21.11M | 1.1% | $926.90 | — | 2.25% 12/01/20 | 92849EAB7 |
| SFL 5.75 10/15/21 | SFL | 20,977 | $21.07M | 1.1% | $1004.39 | — | 5.75% 10/15/21 | G81075AF3 |
| — | DY | 17,840 | $19.56M | 1.0% | $1095.60 | — | 0.75% 09/15/21 | 267475AB7 |
| — | TICC | 15,546 | $15.78M | 0.8% | $975.63 | — | 7.5% 11/01/17 | 87244TAB5 |
| — | GS/GOOG | 13,118 | $14.49M | 0.7% | $937.67 | — | 0% 02/19/21 | 38147QLX2 |
| — | EBS | 10,898 | $13.94M | 0.7% | $1160.76 | — | 2.875% 01/15/21 | 29089QAB1 |
| — | BXMT | 11,449 | $12.77M | 0.7% | $1092.58 | — | 5.25% 12/01/18 | 09257WAA8 |
| — | WF/AAPL | 9,715 | $11.97M | 0.6% | $884.68 | — | 0% 01/24/20 | 94986RPJ4 |
| — | HCI | 10,475 | $10.56M | 0.5% | $913.83 | — | 3.875% 03/15/19 | 40416EAB9 |
| — | NHI | 7,609 | $8.532M | 0.4% | $1012.52 | — | 3.25% 04/01/21 | 63633DAE4 |
| — | MTH | 7,676 | $7.657M | 0.4% | $1082.03 | — | 1.875% 09/15/32 | 59001AAR3 |
| — | PSEC | 7,347 | $7.205M | 0.4% | $993.15 | — | 4.75% 04/15/20 | 74348TAQ5 |
| — | MIC | 7,109 | $7.193M | 0.4% | $1011.82 | — | 2% 10/01/23 | 55608BAB1 |
| — | BSFT | 6,071 | $6.966M | 0.4% | $1035.92 | — | 1.5% 07/01/18 | 11133BAB8 |
| — | AKAM | 6,487 | $6.746M | 0.3% | $1037.84 | — | 0% 02/15/19 | 00971TAG6 |
| — | CAA | 7,132 | $6.677M | 0.3% | $920.44 | — | 0.25% 06/01/19 | 783764AS2 |
| — | BKCC | 6,475 | $6.58M | 0.3% | $1031.87 | — | 5.5% 02/15/18 | 092533AB4 |
| — | GS/KSU | 6,422 | $5.868M | 0.3% | $960.49 | — | 0% 02/16/21 | 38147QMF0 |
| — | IDCC | 3,308 | $4.48M | 0.2% | $1039.41 | — | 1.5% 03/01/20 | 458660AD9 |
| — | GTLS | 4,483 | $4.382M | 0.2% | $991.20 | — | 2% 08/01/18 | 16115QAC4 |
| — | SRC | 4,081 | $4.254M | 0.2% | $1042.39 | — | 2.875% 05/15/19 | 84860WAA0 |
| — | BRCD | 3,216 | $3.238M | 0.2% | $990.72 | — | 1.375% 01/01/20 | 111621AQ1 |
| — | TRN | 1,863 | $2.383M | 0.1% | $1194.94 | — | 3.875% 06/01/36 | 896522AF6 |
| — | WF/AAPL | 1,807 | $2.217M | 0.1% | $1168.65 | — | 0% 01/24/20 | 94986RQJ3 |
| — | TOL | 2,169 | $2.145M | 0.1% | $1012.04 | — | 0.5% 09/15/32 | 88947EAM2 |
| — | ILMN | 2,013 | $1.931M | 0.1% | $959.26 | — | 0% 06/15/19 | 452327AF6 |
| — | CLNS | 1,771 | $1.82M | 0.1% | $1005.97 | — | 5% 04/15/23 | 19624RAA4 |
| — | TSLX | 1,536 | $1.576M | 0.1% | $989.92 | — | 4.5% 12/15/19 | 87265KAB8 |
| — | BSFT | 1,000 | $1.213M | 0.1% | $1333.00 | — | 1% 09/01/22 | 11133BAD4 |
| — | ENV | 968 | $922K | 0.0% | $864.49 | — | 1.75% 12/15/19 | 29404KAA4 |
| — | TCPC | 818 | $853K | 0.0% | $1015.78 | — | 5.25% 12/15/19 | 87238QAB9 |
| — | MDSO | 518 | $561K | 0.0% | $1025.21 | — | 1% 08/01/18 | 58471AAB1 |
| — | PROSHARES TR | 26,000 | $341K | 0.0% | $25.08 | — | ULTPRO SHT RUSS | 74348A335 |
| — | PROSHARES TR | 11,800 | $241K | 0.0% | $29.00 | — | ULTRAPRO SHORT S | 74348A442 |
| — | PROSHARES TR | 7,100 | $93,000 | 0.0% | $18.48 | — | ULTRAPRO SH NW14 | 74348A418 |