CIK: 0001533551 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 11, 2017
Total Value ($000): $1,931,165 (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | AAWW | 77,524 | $81,885 | 4.2% | $898.38 | — | 2.25% 06/01/22 | 049164BH8 |
| — | ECHO | 76,703 | $73,827 | 3.8% | $954.91 | — | 2.5% 05/01/20 | 27875TAA9 |
| — | PMT | 69,368 | $68,731 | 3.6% | $969.15 | — | 5.375% 05/01/20 | 70932AAB9 |
| — | TTMI | 34,643 | $65,129 | 3.4% | $1071.55 | — | 1.75% 12/15/20 | 87305RAD1 |
| — | ANIP | 59,877 | $63,170 | 3.3% | $1072.11 | — | 3% 12/01/19 | 00182CAA1 |
| — | ACET | 66,438 | $61,372 | 3.2% | $956.16 | — | 2% 11/01/20 | 004446AD2 |
| — | IPXL | 69,955 | $59,855 | 3.1% | $859.56 | — | 2% 06/15/22 | 45256BAE1 |
| — | CLNS | 55,330 | $56,422 | 2.9% | $1026.13 | — | 3.875% 01/15/21 | 19624RAB2 |
| — | LGIH | 29,500 | $56,345 | 2.9% | $1261.24 | — | 4.25% 11/15/19 | 50187TAB2 |
| — | PRAA | 57,843 | $55,493 | 2.9% | $922.75 | — | 3% 08/01/20 | 73640QAB1 |
| — | BXMT | 53,631 | $54,871 | 2.8% | $1023.12 | — | 4.375% 05/05/22 | 09257WAB6 |
| — | IDTI | 48,593 | $51,569 | 2.7% | $1038.66 | — | 0.875% 11/15/22 | 458118AC0 |
| — | HURN | 52,130 | $50,208 | 2.6% | $982.69 | — | 1.25% 10/01/19 | 447462AB8 |
| — | ABR | 45,520 | $48,308 | 2.5% | $1012.92 | — | 6.5% 10/01/19 | 038923AA6 |
| — | SNCR | 49,940 | $46,569 | 2.4% | $980.77 | — | 0.75% 08/15/19 | 87157BAA1 |
| — | ON | 44,261 | $46,142 | 2.4% | $937.36 | — | 1% 12/01/20 | 682189AK1 |
| — | ECPG | 47,419 | $45,107 | 2.3% | $849.44 | — | 2.875% 03/15/21 | 292554AH5 |
| — | CAMP | 43,482 | $44,515 | 2.3% | $933.32 | — | 1.625% 05/15/20 | 128126AB5 |
| — | NYMT | 43,769 | $44,316 | 2.3% | $987.40 | — | 6.25% 01/15/22 | 649604AD7 |
| — | JAZZ | 39,100 | $42,912 | 2.2% | $1001.48 | — | 1.875% 08/15/21 | 472145AB7 |
| — | UBS/GOOG | 35,291 | $42,769 | 2.2% | $968.00 | — | 0% 02/15/21 | 90270KAW9 |
| — | MHO | 39,855 | $41,247 | 2.1% | $1034.45 | — | 3% 03/01/18 | 55292PAB1 |
| — | WFC/IP | 39,617 | $40,853 | 2.1% | $1010.28 | — | 0% 06/10/20 | 94986RQH7 |
| — | PSEC | 40,689 | $40,740 | 2.1% | $1001.25 | — | 4.95% 07/15/22 | 74348TAR3 |
| — | SCMP | 41,221 | $40,448 | 2.1% | $1053.49 | — | 3.25% 12/15/21 | 864909AA4 |
| — | APCOR | 36,394 | $39,991 | 2.1% | $1029.49 | — | 5.5% 03/15/19 | 03762UAA3 |
| — | AFSI | 44,484 | $33,224 | 1.7% | $761.57 | — | 2.75% 12/15/44 | 032359AG6 |
| — | GS/AAPL | 21,083 | $32,244 | 1.7% | $930.74 | — | 0% 01/24/20 | 38141GMG6 |
| — | RWT | 30,544 | $30,926 | 1.6% | $1041.36 | — | 4.625% 04/15/18 | 758075AB1 |
| — | EFII | 27,645 | $29,770 | 1.5% | $1029.93 | — | 0.75% 09/01/19 | 286082AC6 |
| — | HZN | 30,929 | $29,383 | 1.5% | $922.50 | — | 2.75% 07/01/22 | 44052WAA2 |
| — | REGI | 26,535 | $29,155 | 1.5% | $1086.42 | — | 2.75% 06/15/19 | 75972AAA1 |
| — | BKCC | 26,407 | $27,166 | 1.4% | $1028.74 | — | 5% 06/15/22 | 092533AC2 |
| — | WFC/INTC | 21,322 | $25,316 | 1.3% | $978.29 | — | 0% 06/05/20 | 94986RQF1 |
| — | ECPG | 22,775 | $24,426 | 1.3% | $941.73 | — | 3% 07/01/20 | 292554AF9 |
| — | ON | 23,430 | $23,547 | 1.2% | $1004.99 | — | 1.625% 10/15/23 | 682189AN5 |
| — | TRIB | 28,050 | $22,896 | 1.2% | $880.87 | — | 4% 04/01/45 | 89643QAB4 |
| — | VRNT | 21,487 | $21,151 | 1.1% | $1036.72 | — | 1.5% 06/01/21 | 92343XAA8 |
| — | FNSR | 17,668 | $19,689 | 1.0% | $1046.00 | — | 0.5% 12/15/33 | 31787AAM3 |
| — | RWT | 18,603 | $19,556 | 1.0% | $930.26 | — | 5.625% 11/15/19 | 749772AB5 |
| — | VSI | 23,338 | $18,495 | 1.0% | $921.90 | — | 2.25% 12/01/20 | 92849EAB7 |
| — | GS/GOOG | 12,306 | $15,239 | 0.8% | $937.67 | — | 0% 02/19/21 | 38147QLX2 |
| — | WFC/AAPL | 9,578 | $14,635 | 0.8% | $884.68 | — | 0% 01/24/20 | 94986RPJ4 |
| — | RGEN | 10,111 | $14,610 | 0.8% | $1081.87 | — | 2.125% 06/01/21 | 759916AA7 |
| — | EBS | 10,859 | $14,049 | 0.7% | $1160.76 | — | 2.875% 01/15/21 | 29089QAB1 |
| — | KBH | 11,934 | $12,822 | 0.7% | $1029.38 | — | 1.375% 02/01/19 | 48666KAS8 |
| — | HCI | 12,435 | $12,614 | 0.7% | $926.81 | — | 3.875% 03/15/19 | 40416EAB9 |
| — | DY | 9,840 | $11,464 | 0.6% | $1095.60 | — | 0.75% 09/15/21 | 267475AB7 |
| — | NMFC | 10,967 | $11,406 | 0.6% | $1013.92 | — | 5% 06/15/19 | 647551AB6 |
| — | PCRX | 8,700 | $9,266 | 0.5% | $1065.06 | — | 2.375% 04/01/22 | 695127AC4 |
| — | MCHP | 6,680 | $7,056 | 0.4% | $1018.12 | — | 1.625% 02/15/27 | 595017AE4 |
| — | TOL | 7,017 | $7,035 | 0.4% | $1001.99 | — | 0.5% 09/15/32 | 88947EAM2 |
| — | BSFT | 5,761 | $6,719 | 0.3% | $1035.92 | — | 1.5% 07/01/18 | 11133BAB8 |
| SFL 5.75 10/15/21 | SFL | 6,959 | $6,698 | 0.3% | $1004.39 | — | 5.75% 10/15/21 | G81075AF3 |
| — | CAA | 6,669 | $6,344 | 0.3% | $920.44 | — | 0.25% 06/01/19 | 783764AS2 |
| — | MTH | 6,022 | $6,075 | 0.3% | $1082.03 | — | 1.875% 09/15/32 | 59001AAR3 |
| — | GS/KSU | 6,371 | $6,054 | 0.3% | $960.49 | — | 0% 02/16/21 | 38147QMF0 |
| — | AKAM | 5,245 | $5,143 | 0.3% | $1037.05 | — | 0% 02/15/19 | 00971TAG6 |
| — | MIC | 3,527 | $3,529 | 0.2% | $1011.82 | — | 2% 10/01/23 | 55608BAB1 |
| — | WFC/AAPL | 1,774 | $2,702 | 0.1% | $1523.11 | — | 0% 01/24/20 | 94986RQJ3 |
| — | CLNS | 2,414 | $2,541 | 0.1% | $1013.57 | — | 5% 04/15/23 | 19624RAA4 |
| — | PCLN | 1,040 | $1,193 | 0.1% | $1126.92 | — | 0.9% 09/15/21 | 741503AX4 |
| — | AABA | 1,012 | $1,153 | 0.1% | $1042.17 | — | 0% 12/01/18 | 984332AF3 |
| — | TEVA | 1,027 | $1,107 | 0.1% | $1078.87 | — | 0.25% 02/01/26 | 88163VAE9 |
| — | NUAN | 1,076 | $1,042 | 0.1% | $957.58 | — | 1% 12/15/35 | 67020YAK6 |
| — | FOR | 500 | $500 | 0.0% | $1025.35 | — | 3.75% 03/01/20 | 346232AB7 |
| — | ARCC | 419 | $431 | 0.0% | $1028.64 | — | 4.375% 01/15/19 | 04010LAM5 |