Location: Portsmouth, NH
CIK: 0001533551 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 11, 2018
Total Value: $1.892B (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ARI | 79,136 | $79.21M | 4.2% | $1017.49 | — | 4.75% 08/23/22 | 03762UAB1 |
| — | AAWW | 66,673 | $76.26M | 4.0% | $898.38 | — | 2.25% 06/01/22 | 049164BH8 |
| — | FNSR | 79,608 | $71.72M | 3.8% | $916.33 | — | 0.5% 12/15/36 | 31787AAP6 |
| — | TPC | 64,189 | $67.95M | 3.6% | $1116.16 | — | 2.875% 06/15/21 | 901109AD0 |
| — | HASI | 64,207 | $61.51M | 3.3% | $1024.76 | — | 4.125% 09/01/22 | 41068XAB6 |
| — | ANIP | 54,533 | $59.73M | 3.2% | $1072.11 | — | 3% 12/01/19 | 00182CAA1 |
| — | PMT | 56,239 | $56.45M | 3.0% | $969.15 | — | 5.375% 05/01/20 | 70932AAB9 |
| — | BXMT | 51,536 | $50.87M | 2.7% | $1021.91 | — | 4.375% 05/05/22 | 09257WAB6 |
| — | NYMT | 48,899 | $49.72M | 2.6% | $992.38 | — | 6.25% 01/15/22 | 649604AD7 |
| — | RWT | 50,572 | $49.15M | 2.6% | $984.79 | — | 4.75% 08/15/23 | 758075AC9 |
| — | TTMI | 29,136 | $48.57M | 2.6% | $1071.55 | — | 1.75% 12/15/20 | 87305RAD1 |
| — | EFII | 49,739 | $48.34M | 2.6% | $1011.94 | — | 0.75% 09/01/19 | 286082AC6 |
| — | LGIH | 14,707 | $48.2M | 2.5% | $1261.24 | — | 4.25% 11/15/19 | 50187TAB2 |
| — | AFSI | 51,502 | $46.48M | 2.5% | $763.33 | — | 2.75% 12/15/44 | 032359AG6 |
| — | INVA | 41,771 | $44.92M | 2.4% | $985.27 | — | 2.125% 01/15/23 | 88338TAB0 |
| — | IDTI | 39,425 | $44.51M | 2.4% | $1039.31 | — | 0.875% 11/15/22 | 458118AC0 |
| — | PRAA | 44,406 | $42.91M | 2.3% | $922.80 | — | 3% 08/01/20 | 73640QAB1 |
| — | VIAV | 41,755 | $42.57M | 2.2% | $1019.42 | — | 1% 03/01/24 | 925550AB1 |
| — | ACET | 47,488 | $41.91M | 2.2% | $956.16 | — | 2% 11/01/20 | 004446AD2 |
| — | ABR | 40,517 | $41.23M | 2.2% | $1016.97 | — | 5.375% 11/15/20 | 038923AB4 |
| — | COWN | 40,105 | $40.68M | 2.1% | $1014.26 | — | 3% 12/15/22 | 223622AD3 |
| — | ON | 27,989 | $40.09M | 2.1% | $937.36 | — | 1% 12/01/20 | 682189AK1 |
| — | HTGC | 39,266 | $39.83M | 2.1% | $1014.31 | — | 4.375% 02/01/22 | 427096AF9 |
| — | SNCR | 41,739 | $39.55M | 2.1% | $976.76 | — | 0.75% 08/15/19 | 87157BAA1 |
| — | IP/WFC | 39,142 | $38.68M | 2.0% | $1010.28 | — | 0% 06/10/20 | 94986RQH7 |
| — | ON | 27,130 | $37.26M | 2.0% | $1056.83 | — | 1.625% 10/15/23 | 682189AN5 |
| — | HZN | 44,562 | $36.75M | 1.9% | $905.00 | — | 2.75% 07/01/22 | 44052WAA2 |
| — | CLNS | 38,318 | $36.06M | 1.9% | $1026.13 | — | 3.875% 01/15/21 | 19624RAB2 |
| — | WMC | 35,458 | $35.21M | 1.9% | $995.98 | — | 6.75% 10/01/22 | 95790DAA3 |
| — | TIVO | 32,835 | $31.97M | 1.7% | $956.46 | — | 0.5% 03/01/20 | 779376AD4 |
| — | CAMP | 29,696 | $31.81M | 1.7% | $933.32 | — | 1.625% 05/15/20 | 128126AB5 |
| — | HLX | 30,908 | $31.31M | 1.7% | $1013.01 | — | 4.125% 09/15/23 | 42330PAJ6 |
| — | ECPG | 30,968 | $31.06M | 1.6% | $858.29 | — | 2.875% 03/15/21 | 292554AH5 |
| — | JAZZ | 30,000 | $29.37M | 1.6% | $950.86 | — | 1.5% 08/15/24 | 472145AC5 |
| — | INTC/WFC | 16,117 | $29.28M | 1.5% | $978.29 | — | 0% 06/05/20 | 94986RQF1 |
| — | RMBS | 29,063 | $28.73M | 1.5% | $988.65 | — | 1.375% 02/01/23 | 750917AF3 |
| — | ANW | 37,190 | $23.06M | 1.2% | $620.17 | — | 4.25% 12/15/21 | 00773VAB2 |
| — | TRIB | 27,100 | $21.95M | 1.2% | $880.87 | — | 4% 04/01/45 | 89643QAB4 |
| — | PDCE | 21,517 | $21M | 1.1% | $975.93 | — | 1.125% 09/15/21 | 69327RAD3 |
| — | BKCC | 17,239 | $17.79M | 0.9% | $1035.08 | — | 5% 06/15/22 | 092533AC2 |
| — | HURN | 17,087 | $16.15M | 0.9% | $982.69 | — | 1.25% 10/01/19 | 447462AB8 |
| — | UBS/GOOG | 11,059 | $14.83M | 0.8% | $968.00 | — | 0% 02/15/21 | 90270KAW9 |
| — | ECHO | 13,741 | $14.01M | 0.7% | $954.91 | — | 2.5% 05/01/20 | 27875TAA9 |
| — | OSIS | 14,000 | $12.78M | 0.7% | $912.50 | — | 1.25% 09/01/22 | 671044AD7 |
| — | HCI | 12,119 | $12.15M | 0.6% | $939.04 | — | 3.875% 03/15/19 | 40416EAB9 |
| — | KBH | 10,348 | $11.76M | 0.6% | $1029.38 | — | 1.375% 02/01/19 | 48666KAS8 |
| — | IPHI | 12,407 | $11.69M | 0.6% | $995.64 | — | 0.75% 09/01/21 | 45772FAC1 |
| — | JAZZ | 10,850 | $11.38M | 0.6% | $1001.48 | — | 1.875% 08/15/21 | 472145AB7 |
| — | HAWK | 6,900 | $7.637M | 0.4% | $1020.63 | — | 1.5% 01/15/22 | 09238EAB0 |
| — | GSBD | 7,284 | $7.394M | 0.4% | $1032.99 | — | 4.5% 04/01/22 | 38147UAB3 |
| — | GPMT | 7,500 | $7.382M | 0.4% | $984.27 | — | 5.625% 12/01/22 | 38741LAB3 |
| — | VSI | 9,348 | $6.874M | 0.4% | $921.90 | — | 2.25% 12/01/20 | 92849EAB7 |
| — | NMFC | 5,967 | $6.151M | 0.3% | $1015.17 | — | 5% 06/15/19 | 647551AB6 |
| — | GS/KSU | 6,212 | $5.82M | 0.3% | $960.29 | — | 0% 02/16/21 | 38147QMF0 |
| — | MIC | 5,987 | $5.343M | 0.3% | $959.96 | — | 2% 10/01/23 | 55608BAB1 |
| — | GS/GOOG | 3,299 | $4.522M | 0.2% | $937.67 | — | 0% 02/19/21 | 38147QLX2 |
| — | TEVA | 4,469 | $3.939M | 0.2% | $921.16 | — | 0.25% 02/01/26 | 88163VAE9 |
| — | EZPW | 3,581 | $3.783M | 0.2% | $1056.41 | — | 2.125% 06/15/19 | 302301AB2 |
| — | TSLX | 2,736 | $2.808M | 0.1% | $1026.32 | — | 4.5% 08/01/22 | 87265KAD4 |
| — | GTLS | 2,300 | $2.699M | 0.1% | $1173.48 | — | 1% 11/15/24 | 16115QAD2 |
| — | CLNS | 2,290 | $2.144M | 0.1% | $1013.57 | — | 5% 04/15/23 | 19624RAA4 |
| — | DISH | 2,183 | $1.941M | 0.1% | $889.14 | — | 2.375% 03/15/24 | 25470MAD1 |
| — | GPRE | 1,816 | $1.732M | 0.1% | $953.74 | — | 4.125% 09/01/22 | 393222AF1 |
| — | TCPC | 1,323 | $1.339M | 0.1% | $1012.09 | — | 4.625% 03/01/22 | 87238QAD5 |
| — | OAS | 1,050 | $1.087M | 0.1% | $1035.24 | — | 2.625% 09/15/23 | 674215AJ7 |
| — | CSGS | 714 | $788K | 0.0% | $1092.44 | — | 4.25% 03/15/36 | 126349AF6 |
| — | VECO | 623 | $569K | 0.0% | $956.21 | — | 2.7% 01/15/23 | 922417AD2 |
| — | ABR | 13 | $14,000 | 0.0% | $1012.92 | — | 6.5% 10/01/19 | 038923AA6 |