Location: Portsmouth, NH
CIK: 0001533551 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 13, 2017
Total Value: $1.865B (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | AAWW | 75,748 | $91.75M | 4.9% | $1211.25 | $898.38 | — | 2.25% 06/01/22 | 049164BH8 |
| — | ANIP | 58,241 | $63.48M | 3.4% | $1090.01 | $1072.11 | — | 3% 12/01/19 | 00182CAA1 |
| — | BXMT | 59,713 | $60.38M | 3.2% | $1011.25 | $1021.91 | — | 4.375% 05/05/22 | 09257WAB6 |
| — | PMT | 58,158 | $57.8M | 3.1% | $993.76 | $969.15 | — | 5.375% 05/01/20 | 70932AAB9 |
| — | TTMI | 33,945 | $57.45M | 3.1% | $1692.50 | $1071.55 | — | 1.75% 12/15/20 | 87305RAD1 |
| — | ARI | 56,150 | $57.24M | 3.1% | $1019.38 | $1019.38 | — | 4.75% 08/23/22 | 03762UAB1 |
| — | PRAA | 59,966 | $55.43M | 3.0% | $924.37 | $922.80 | — | 3% 08/01/20 | 73640QAB1 |
| — | IPXL | 60,050 | $54.27M | 2.9% | $903.75 | $859.56 | — | 2% 06/15/22 | 45256BAE1 |
| — | IDTI | 49,582 | $53.12M | 2.8% | $1071.26 | $1039.31 | — | 0.875% 11/15/22 | 458118AC0 |
| — | CLNS | 52,307 | $52.73M | 2.8% | $1008.13 | $1026.13 | — | 3.875% 01/15/21 | 19624RAB2 |
| — | HASI | 47,325 | $49.1M | 2.6% | $1037.51 | $1037.51 | — | 4.125% 09/01/22 | 41068XAB6 |
| — | ECHO | 46,356 | $44.82M | 2.4% | $966.89 | $954.91 | — | 2.5% 05/01/20 | 27875TAA9 |
| — | ACET | 49,764 | $44.23M | 2.4% | $888.75 | $956.16 | — | 2% 11/01/20 | 004446AD2 |
| — | UBS/GOOG | 34,883 | $44.21M | 2.4% | $1267.41 | $968.00 | — | 0% 02/15/21 | 90270KAW9 |
| — | SNCR | 51,600 | $44.18M | 2.4% | $856.26 | $976.76 | — | 0.75% 08/15/19 | 87157BAA1 |
| — | NYMT | 42,189 | $42.24M | 2.3% | $1001.26 | $987.40 | — | 6.25% 01/15/22 | 649604AD7 |
| — | CAMP | 38,634 | $41.39M | 2.2% | $1071.26 | $933.32 | — | 1.625% 05/15/20 | 128126AB5 |
| — | JAZZ | 39,050 | $41.27M | 2.2% | $1056.88 | $1001.48 | — | 1.875% 08/15/21 | 472145AB7 |
| — | WFC/IP | 39,748 | $40.91M | 2.2% | $1029.31 | $1010.28 | — | 0% 06/10/20 | 94986RQH7 |
| — | INVA | 41,692 | $40.88M | 2.2% | $980.62 | $980.62 | — | 2.125% 01/15/23 | 88338TAB0 |
| — | ECPG | 40,448 | $40.45M | 2.2% | $1000.00 | $849.44 | — | 2.875% 03/15/21 | 292554AH5 |
| — | ON | 34,530 | $40.27M | 2.2% | $1166.26 | $1056.83 | — | 1.625% 10/15/23 | 682189AN5 |
| — | BKCC | 37,625 | $39.51M | 2.1% | $1049.99 | $1035.08 | — | 5% 06/15/22 | 092533AC2 |
| — | TPC | 33,480 | $39.15M | 2.1% | $1169.38 | $1169.38 | — | 2.875% 06/15/21 | 901109AD0 |
| — | LGIH | 16,510 | $37.51M | 2.0% | $2271.90 | $1261.24 | — | 4.25% 11/15/19 | 50187TAB2 |
| — | ON | 31,269 | $37.46M | 2.0% | $1198.12 | $937.36 | — | 1% 12/01/20 | 682189AK1 |
| — | SCMP | 35,006 | $36.34M | 1.9% | $1038.14 | $1053.49 | — | 3.25% 12/15/21 | 864909AA4 |
| — | EFII | 33,096 | $34.48M | 1.8% | $1041.88 | $1031.90 | — | 0.75% 09/01/19 | 286082AC6 |
| — | AFSI | 46,179 | $34.17M | 1.8% | $739.99 | $760.77 | — | 2.75% 12/15/44 | 032359AG6 |
| — | GS/AAPL | 20,676 | $33.78M | 1.8% | $1633.97 | $930.74 | — | 0% 01/24/20 | 38141GMG6 |
| — | HZN | 32,309 | $33.48M | 1.8% | $1036.24 | $927.36 | — | 2.75% 07/01/22 | 44052WAA2 |
| — | MHO | 30,858 | $31.19M | 1.7% | $1010.63 | $1034.45 | — | 3% 03/01/18 | 55292PAB1 |
| — | WFC/INTC | 19,909 | $26.44M | 1.4% | $1327.89 | $978.29 | — | 0% 06/05/20 | 94986RQF1 |
| — | ABR | 24,470 | $26.26M | 1.4% | $1073.11 | $1012.92 | — | 6.5% 10/01/19 | 038923AA6 |
| — | RWT | 26,237 | $26.2M | 1.4% | $998.74 | $998.74 | — | 4.75% 08/15/23 | 758075AC9 |
| — | PSEC | 24,343 | $24.25M | 1.3% | $996.26 | $1001.25 | — | 4.95% 07/15/22 | 74348TAR3 |
| — | REGI | 21,141 | $22.74M | 1.2% | $1075.64 | $1086.42 | — | 2.75% 06/15/19 | 75972AAA1 |
| — | TRIB | 27,900 | $22.65M | 1.2% | $811.86 | $880.87 | — | 4% 04/01/45 | 89643QAB4 |
| — | ECPG | 15,673 | $18M | 1.0% | $1148.73 | $941.73 | — | 3% 07/01/20 | 292554AF9 |
| — | VSI | 23,014 | $17.09M | 0.9% | $742.50 | $921.90 | — | 2.25% 12/01/20 | 92849EAB7 |
| — | HURN | 17,996 | $16.87M | 0.9% | $937.49 | $982.69 | — | 1.25% 10/01/19 | 447462AB8 |
| — | WMC | 16,000 | $16.05M | 0.9% | $1003.13 | $1003.13 | — | 6.75% 10/01/22 | 95790DAA3 |
| — | WFC/AAPL | 9,559 | $15.68M | 0.8% | $1640.76 | $884.68 | — | 0% 01/24/20 | 94986RPJ4 |
| — | GS/GOOG | 12,064 | $15.45M | 0.8% | $1280.42 | $937.67 | — | 0% 02/19/21 | 38147QLX2 |
| — | VECO | 15,934 | $15.32M | 0.8% | $961.28 | $961.28 | — | 2.7% 01/15/23 | 922417AD2 |
| — | EBS | 10,363 | $14.94M | 0.8% | $1441.86 | $1160.76 | — | 2.875% 01/15/21 | 29089QAB1 |
| — | FNSR | 13,403 | $13.97M | 0.7% | $1042.53 | $1046.00 | — | 0.5% 12/15/33 | 31787AAM3 |
| — | HCI | 13,248 | $13.12M | 0.7% | $990.64 | $930.73 | — | 3.875% 03/15/19 | 40416EAB9 |
| — | KBH | 11,564 | $12.19M | 0.7% | $1054.39 | $1029.38 | — | 1.375% 02/01/19 | 48666KAS8 |
| — | NMFC | 11,655 | $12.06M | 0.6% | $1035.01 | $1015.17 | — | 5% 06/15/19 | 647551AB6 |
| — | TEVA | 11,920 | $10.8M | 0.6% | $906.29 | $921.16 | — | 0.25% 02/01/26 | 88163VAE9 |
| — | COWN | 7,148 | $7.537M | 0.4% | $1054.42 | $1054.42 | — | 3% 03/15/19 | 223622AB7 |
| — | RGEN | 5,396 | $7.281M | 0.4% | $1349.33 | $1081.87 | — | 2.125% 06/01/21 | 759916AA7 |
| — | ARI | 6,303 | $6.835M | 0.4% | $1084.40 | $1029.49 | — | 5.5% 03/15/19 | 03762UAA3 |
| — | RWT | 6,497 | $6.724M | 0.4% | $1034.94 | $930.26 | — | 5.625% 11/15/19 | 749772AB5 |
| — | GS/KSU | 6,586 | $6.285M | 0.3% | $954.30 | $960.29 | — | 0% 02/16/21 | 38147QMF0 |
| — | AKAM | 3,832 | $3.731M | 0.2% | $973.64 | $1037.05 | — | 0% 02/15/19 | 00971TAG6 |
| — | BSFT | 2,573 | $3.273M | 0.2% | $1272.06 | $1035.92 | — | 1.5% 07/01/18 | 11133BAB8 |
| — | WTF/AAPL | 1,724 | $2.82M | 0.2% | $1635.73 | $1523.11 | — | 0% 01/24/20 | 94986RQJ3 |
| — | CLNS | 2,394 | $2.463M | 0.1% | $1028.82 | $1013.57 | — | 5% 04/15/23 | 19624RAA4 |
| — | TIVO | 1,854 | $1.871M | 0.1% | $1009.17 | $1009.17 | — | 0.5% 03/01/20 | 779376AD4 |
| — | PCLN | 1,055 | $1.213M | 0.1% | $1149.76 | $1127.25 | — | 0.9% 09/15/21 | 741503AX4 |