Location: Portsmouth, NH
CIK: 0001533551 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 9, 2018
Total Value: $1.899B (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | AAWW | 68,155 | $78.51M | 4.1% | $1151.87 | $898.38 | — | 2.25% 06/01/22 | 049164BH8 |
| — | ARI | 72,122 | $73.43M | 3.9% | $1018.12 | $1019.10 | — | 4.75% 08/23/22 | 03762UAB1 |
| — | ANIP | 56,030 | $64.61M | 3.4% | $1153.13 | $1072.11 | — | 3% 12/01/19 | 00182CAA1 |
| — | INVA | 64,560 | $64.16M | 3.4% | $993.76 | $985.27 | — | 2.125% 01/15/23 | 88338TAB0 |
| — | PMT | 57,200 | $56.59M | 3.0% | $989.37 | $969.15 | — | 5.375% 05/01/20 | 70932AAB9 |
| — | HASI | 54,474 | $56.18M | 3.0% | $1031.24 | $1036.68 | — | 4.125% 09/01/22 | 41068XAB6 |
| — | TTMI | 32,086 | $55.09M | 2.9% | $1716.89 | $1071.55 | — | 1.75% 12/15/20 | 87305RAD1 |
| — | BXMT | 53,984 | $55.03M | 2.9% | $1019.38 | $1021.91 | — | 4.375% 05/05/22 | 09257WAB6 |
| — | LGIH | 15,200 | $53.07M | 2.8% | $3491.25 | $1261.24 | — | 4.25% 11/15/19 | 50187TAB2 |
| — | CLNS | 52,369 | $52.3M | 2.8% | $998.76 | $1026.13 | — | 3.875% 01/15/21 | 19624RAB2 |
| — | PRAA | 54,143 | $51.98M | 2.7% | $959.99 | $922.80 | — | 3% 08/01/20 | 73640QAB1 |
| — | IDTI | 45,215 | $50.56M | 2.7% | $1118.12 | $1039.31 | — | 0.875% 11/15/22 | 458118AC0 |
| — | NYMT | 48,884 | $50.05M | 2.6% | $1023.75 | $992.38 | — | 6.25% 01/15/22 | 649604AD7 |
| — | UBS/GOOG | 34,323 | $46.86M | 2.5% | $1365.21 | $968.00 | — | 0% 02/15/21 | 90270KAW9 |
| — | ACET | 48,528 | $43.86M | 2.3% | $903.75 | $956.16 | — | 2% 11/01/20 | 004446AD2 |
| — | HAWK | 42,855 | $43.74M | 2.3% | $1020.63 | $1020.63 | — | 1.5% 01/15/22 | 09238EAB0 |
| — | ECPG | 43,389 | $42.52M | 2.2% | $979.99 | $858.29 | — | 2.875% 03/15/21 | 292554AH5 |
| — | SCMP | 34,286 | $41.72M | 2.2% | $1216.88 | $1216.88 | — | 3.25% 12/15/21 | 864909AB2 |
| — | SNCR | 45,265 | $40.82M | 2.1% | $901.87 | $976.76 | — | 0.75% 08/15/19 | 87157BAA1 |
| — | WFC/IP | 39,035 | $40.06M | 2.1% | $1026.21 | $1010.28 | — | 0% 06/10/20 | 94986RQH7 |
| — | ON | 29,824 | $38.21M | 2.0% | $1281.25 | $937.36 | — | 1% 12/01/20 | 682189AK1 |
| — | ON | 30,530 | $37.76M | 2.0% | $1236.88 | $1056.83 | — | 1.625% 10/15/23 | 682189AN5 |
| — | GS/AAPL | 20,751 | $37.58M | 2.0% | $1810.90 | $930.74 | — | 0% 01/24/20 | 38141GMG6 |
| — | TPC | 33,355 | $36.94M | 1.9% | $1107.51 | $1169.38 | — | 2.875% 06/15/21 | 901109AD0 |
| — | RWT | 37,816 | $36.59M | 1.9% | $967.50 | $989.18 | — | 4.75% 08/15/23 | 758075AC9 |
| — | FNSR | 38,845 | $36.22M | 1.9% | $932.50 | $932.50 | — | 0.5% 12/15/36 | 31787AAP6 |
| — | AFSI | 49,687 | $36.02M | 1.9% | $725.00 | $758.25 | — | 2.75% 12/15/44 | 032359AG6 |
| — | ECHO | 34,293 | $35.58M | 1.9% | $1037.50 | $954.91 | — | 2.5% 05/01/20 | 27875TAA9 |
| — | WMC | 35,110 | $34.76M | 1.8% | $990.00 | $995.98 | — | 6.75% 10/01/22 | 95790DAA3 |
| — | ABR | 33,789 | $34.36M | 1.8% | $1016.87 | $1016.87 | — | 5.375% 11/15/20 | 038923AB4 |
| — | CAMP | 31,637 | $33.61M | 1.8% | $1062.49 | $933.32 | — | 1.625% 05/15/20 | 128126AB5 |
| — | MHO | 30,296 | $33.21M | 1.7% | $1096.25 | $1034.45 | — | 3% 03/01/18 | 55292PAB1 |
| — | HZN | 34,532 | $32.55M | 1.7% | $942.49 | $928.33 | — | 2.75% 07/01/22 | 44052WAA2 |
| — | EFII | 33,200 | $32.1M | 1.7% | $966.87 | $1031.90 | — | 0.75% 09/01/19 | 286082AC6 |
| — | WFC/INTC | 19,510 | $31.39M | 1.7% | $1609.02 | $978.29 | — | 0% 06/05/20 | 94986RQF1 |
| — | IPHI | 27,745 | $27.62M | 1.5% | $995.64 | $995.64 | — | 0.75% 09/01/21 | 45772FAC1 |
| — | JAZZ | 26,250 | $24.86M | 1.3% | $946.86 | $946.86 | — | 1.5% 08/15/24 | 472145AC5 |
| — | TIVO | 24,837 | $23.5M | 1.2% | $946.25 | $950.95 | — | 0.5% 03/01/20 | 779376AD4 |
| — | BKCC | 21,985 | $22.89M | 1.2% | $1041.26 | $1035.08 | — | 5% 06/15/22 | 092533AC2 |
| — | TRIB | 27,800 | $22.4M | 1.2% | $805.61 | $880.87 | — | 4% 04/01/45 | 89643QAB4 |
| — | IPXL | 19,973 | $19.47M | 1.0% | $975.02 | $859.56 | — | 2% 06/15/22 | 45256BAE1 |
| — | HURN | 17,442 | $16.32M | 0.9% | $935.62 | $982.69 | — | 1.25% 10/01/19 | 447462AB8 |
| — | HCI | 15,645 | $15.41M | 0.8% | $984.98 | $939.04 | — | 3.875% 03/15/19 | 40416EAB9 |
| — | JAZZ | 15,200 | $15.29M | 0.8% | $1005.66 | $1001.48 | — | 1.875% 08/15/21 | 472145AB7 |
| — | VECO | 16,905 | $14.76M | 0.8% | $873.11 | $956.21 | — | 2.7% 01/15/23 | 922417AD2 |
| — | GS/GOOG | 10,260 | $14.13M | 0.7% | $1377.10 | $937.67 | — | 0% 02/19/21 | 38147QLX2 |
| — | KBH | 11,095 | $13.63M | 0.7% | $1228.75 | $1029.38 | — | 1.375% 02/01/19 | 48666KAS8 |
| — | VSI | 20,541 | $13.15M | 0.7% | $639.99 | $921.90 | — | 2.25% 12/01/20 | 92849EAB7 |
| — | WFC/AAPL | 7,045 | $12.72M | 0.7% | $1804.97 | $884.68 | — | 0% 01/24/20 | 94986RPJ4 |
| — | ABR | 11,291 | $12.24M | 0.6% | $1084.40 | $1012.92 | — | 6.5% 10/01/19 | 038923AA6 |
| — | MIC | 9,190 | $8.822M | 0.5% | $959.96 | $959.96 | — | 2% 10/01/23 | 55608BAB1 |
| — | NMFC | 6,618 | $6.812M | 0.4% | $1029.31 | $1015.17 | — | 5% 06/15/19 | 647551AB6 |
| — | GS/KSU | 6,426 | $6.038M | 0.3% | $939.62 | $960.29 | — | 0% 02/16/21 | 38147QMF0 |
| — | TEVA | 6,740 | $5.948M | 0.3% | $882.49 | $921.16 | — | 0.25% 02/01/26 | 88163VAE9 |
| — | GSBD | 5,675 | $5.891M | 0.3% | $1038.06 | $1038.06 | — | 4.5% 04/01/22 | 38147UAB3 |
| — | WFC/AAPL | 1,705 | $3.069M | 0.2% | $1800.00 | $1523.11 | — | 0% 01/24/20 | 94986RQJ3 |
| — | FNSR | 2,619 | $2.645M | 0.1% | $1009.93 | $1046.00 | — | 0.5% 12/15/33 | 31787AAM3 |
| — | CLNS | 2,363 | $2.444M | 0.1% | $1034.28 | $1013.57 | — | 5% 04/15/23 | 19624RAA4 |
| — | CSGS | 714 | $780K | 0.0% | $1092.44 | $1092.44 | — | 4.25% 03/15/36 | 126349AF6 |