CIK: 0001533551 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 12, 2017
Total Value ($000): $1,913,175 (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | AAWW | 85,613 | $91,071 | 4.8% | $898.38 | — | 2.25% 06/01/22 | 049164BH8 |
| — | ECHO | 77,307 | $73,200 | 3.8% | $954.91 | — | 2.5% 05/01/20 | 27875TAA9 |
| — | PMT | 71,371 | $69,765 | 3.6% | $969.15 | — | 5.375% 05/01/20 | 70932AAB9 |
| — | ACET | 71,832 | $65,996 | 3.4% | $956.16 | — | 2% 11/01/20 | 004446AD2 |
| — | TTMI | 37,093 | $65,446 | 3.4% | $1071.55 | — | 1.75% 12/15/20 | 87305RAD1 |
| — | ANIP | 60,815 | $64,464 | 3.4% | $1072.11 | — | 3% 12/01/19 | 00182CAA1 |
| — | IPXL | 74,353 | $60,365 | 3.2% | $859.56 | — | 2% 06/15/22 | 45256BAE1 |
| — | SNCR | 63,588 | $60,289 | 3.2% | $980.77 | — | 0.75% 08/15/19 | 87157BAA1 |
| — | CLNS | 58,730 | $58,143 | 3.0% | $1026.13 | — | 3.875% 01/15/21 | 19624RAB2 |
| — | ON | 51,217 | $56,179 | 2.9% | $937.36 | — | 1% 12/01/20 | 682189AK1 |
| — | ABR | 52,621 | $55,219 | 2.9% | $1012.92 | — | 6.5% 10/01/19 | 038923AA6 |
| — | ARI | 48,896 | $53,877 | 2.8% | $1029.49 | — | 5.5% 03/15/19 | 03762UAA3 |
| — | HURN | 56,991 | $53,108 | 2.8% | $982.69 | — | 1.25% 10/01/19 | 447462AB8 |
| — | LGIH | 29,800 | $49,096 | 2.6% | $1261.24 | — | 4.25% 11/15/19 | 50187TAB2 |
| — | PRAA | 53,747 | $48,406 | 2.5% | $919.96 | — | 3% 08/01/20 | 73640QAB1 |
| — | ECPG | 54,672 | $47,975 | 2.5% | $849.44 | — | 2.875% 03/15/21 | 292554AH5 |
| — | JAZZ | 43,100 | $46,144 | 2.4% | $1001.48 | — | 1.875% 08/15/21 | 472145AB7 |
| — | CAMP | 44,431 | $44,320 | 2.3% | $933.32 | — | 1.625% 05/15/20 | 128126AB5 |
| — | MHO | 41,827 | $42,637 | 2.2% | $1034.45 | — | 3% 03/01/18 | 55292PAB1 |
| — | SCMP | 42,221 | $41,984 | 2.2% | $1053.49 | — | 3.25% 12/15/21 | 864909AA4 |
| — | IDTI | 40,843 | $41,022 | 2.1% | $1034.38 | — | 0.875% 11/15/22 | 458118AC0 |
| — | UBS/GOOG | 35,798 | $40,577 | 2.1% | $968.00 | — | 0% 02/15/21 | 90270KAW9 |
| — | WFC/IP | 38,927 | $38,289 | 2.0% | $1009.91 | — | 0% 06/10/20 | 94986RQH7 |
| — | REGI | 37,611 | $37,658 | 2.0% | $1086.42 | — | 2.75% 06/15/19 | 75972AAA1 |
| — | NYMT | 38,214 | $37,593 | 2.0% | $983.75 | — | 6.25% 01/15/22 | 649604AD7 |
| — | FOR | 36,213 | $36,213 | 1.9% | $1025.35 | — | 3.75% 03/01/20 | 346232AB7 |
| — | GS/AAPL | 21,613 | $33,086 | 1.7% | $930.74 | — | 0% 01/24/20 | 38141GMG6 |
| — | RWT | 32,553 | $32,594 | 1.7% | $1041.36 | — | 4.625% 04/15/18 | 758075AB1 |
| — | AFSI | 41,851 | $31,911 | 1.7% | $762.49 | — | 2.75% 12/15/44 | 032359AG6 |
| — | EFII | 27,690 | $30,147 | 1.6% | $1029.93 | — | 0.75% 09/01/19 | 286082AC6 |
| — | WFC/INTC | 21,790 | $27,394 | 1.4% | $978.29 | — | 0% 06/05/20 | 94986RQF1 |
| — | VRNT | 27,154 | $26,899 | 1.4% | $1036.72 | — | 1.5% 06/01/21 | 92343XAA8 |
| — | TRN | 29,650 | $23,979 | 1.3% | $880.87 | — | 4% 04/01/45 | 89643QAB4 |
| — | ECPG | 24,767 | $23,482 | 1.2% | $941.73 | — | 3% 07/01/20 | 292554AF9 |
| — | RWT | 21,478 | $22,149 | 1.2% | $930.26 | — | 5.625% 11/15/19 | 749772AB5 |
| — | RGEN | 17,121 | $21,936 | 1.1% | $1081.87 | — | 2.125% 06/01/21 | 759916AA7 |
| — | DY | 17,840 | $20,906 | 1.1% | $1095.60 | — | 0.75% 09/15/21 | 267475AB7 |
| — | VSI | 24,416 | $20,815 | 1.1% | $921.90 | — | 2.25% 12/01/20 | 92849EAB7 |
| — | FNSR | 18,052 | $20,331 | 1.1% | $1046.00 | — | 0.5% 12/15/33 | 31787AAM3 |
| — | HZN | 21,608 | $19,677 | 1.0% | $910.63 | — | 2.75% 07/01/22 | 44052WAA2 |
| — | MCHP | 17,380 | $17,695 | 0.9% | $1018.12 | — | 1.625% 02/15/27 | 595017AE4 |
| SFL 5.75 10/15/21 | SFL | 15,496 | $15,467 | 0.8% | $1004.39 | — | 5.75% 10/15/21 | G81075AF3 |
| — | GS/GOOG | 12,963 | $14,821 | 0.8% | $937.67 | — | 0% 02/19/21 | 38147QLX2 |
| — | WFC/AAPL | 9,606 | $14,621 | 0.8% | $884.68 | — | 0% 01/24/20 | 94986RPJ4 |
| — | EBS | 10,867 | $12,986 | 0.7% | $1160.76 | — | 2.875% 01/15/21 | 29089QAB1 |
| — | BXMT | 11,224 | $12,859 | 0.7% | $1092.58 | — | 5.25% 12/01/18 | 09257WAA8 |
| — | HCI | 12,364 | $12,349 | 0.6% | $926.81 | — | 3.875% 03/15/19 | 40416EAB9 |
| — | KBH | 11,845 | $12,193 | 0.6% | $1029.38 | — | 1.375% 02/01/19 | 48666KAS8 |
| — | NMFC | 11,652 | $12,016 | 0.6% | $1013.92 | — | 5% 06/15/19 | 647551AB6 |
| — | TOL | 8,940 | $8,929 | 0.5% | $1001.99 | — | 0.5% 09/15/32 | 88947EAM2 |
| — | BSFT | 5,909 | $6,629 | 0.3% | $1035.92 | — | 1.5% 07/01/18 | 11133BAB8 |
| — | CAA | 7,001 | $6,607 | 0.3% | $920.44 | — | 0.25% 06/01/19 | 783764AS2 |
| — | MTH | 6,332 | $6,312 | 0.3% | $1082.03 | — | 1.875% 09/15/32 | 59001AAR3 |
| — | GS/KSU | 6,470 | $5,929 | 0.3% | $960.49 | — | 0% 02/16/21 | 38147QMF0 |
| — | AKAM | 5,173 | $5,128 | 0.3% | $1037.84 | — | 0% 02/15/19 | 00971TAG6 |
| — | MIC | 5,133 | $5,056 | 0.3% | $1011.82 | — | 2% 10/01/23 | 55608BAB1 |
| — | CLNS | 2,026 | $2,040 | 0.1% | $1006.09 | — | 5% 04/15/23 | 19624RAA4 |
| — | PSEC | 1,384 | $1,374 | 0.1% | $993.15 | — | 4.75% 04/15/20 | 74348TAQ5 |
| — | PCLN | 1,040 | $1,172 | 0.1% | $1126.92 | — | 0.9% 09/15/21 | 741503AX4 |
| — | TEVA | 1,027 | $1,108 | 0.1% | $1078.87 | — | 0.25% 02/01/26 | 88163VAE9 |
| — | AMAG | 1,000 | $1,093 | 0.1% | $1093.00 | — | 2.5% 02/15/19 | 00163UAA4 |
| — | YHOO | 1,000 | $1,041 | 0.1% | $1041.00 | — | 0% 12/01/18 | 984332AF3 |
| — | NUAN | 1,024 | $980 | 0.1% | $957.03 | — | 1% 12/15/35 | 67020YAK6 |
| — | MDSO | 375 | $428 | 0.0% | $1025.21 | — | 1% 08/01/18 | 58471AAB1 |