Location: Portsmouth, NH
CIK: 0001533551 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Nov 13, 2018
Total Value: $1.602B (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TPC | 93,326 | $95.43M | 6.0% | $1083.58 | — | 2.875% 06/15/21 | 901109AD0 |
| — | ARI | 87,935 | $87.45M | 5.5% | $1015.38 | — | 4.75% 08/23/22 | 03762UAB1 |
| — | FNSR | 71,365 | $65.55M | 4.1% | $916.33 | — | 0.5% 12/15/36 | 31787AAP6 |
| — | AAWW | 55,380 | $64.13M | 4.0% | $898.38 | — | 2.25% 06/01/22 | 049164BH8 |
| — | HASI | 65,302 | $63.74M | 4.0% | $1023.75 | — | 4.125% 09/01/22 | 41068XAB6 |
| — | SYNA | 64,727 | $62.08M | 3.9% | $980.97 | — | 0.5% 06/15/22 | 87157DAD1 |
| — | PCRX | 58,475 | $61.98M | 3.9% | $1002.77 | — | 2.375% 04/01/22 | 695127AD2 |
| — | BXMT | 61,431 | $61.59M | 3.8% | $1017.33 | — | 4.375% 05/05/22 | 09257WAB6 |
| — | VIAV | 54,973 | $59.5M | 3.7% | $1021.86 | — | 1% 03/01/24 | 925550AB1 |
| — | HCI | 53,579 | $53.45M | 3.3% | $982.96 | — | 4.25% 03/01/37 | 40416EAD5 |
| — | RWT | 55,109 | $52.87M | 3.3% | $981.43 | — | 4.75% 08/15/23 | 758075AC9 |
| — | PRAA | 47,023 | $45.46M | 2.8% | $933.03 | — | 3% 08/01/20 | 73640QAB1 |
| — | PDCE | 46,503 | $45.24M | 2.8% | $1016.37 | — | 1.125% 09/15/21 | 69327RAD3 |
| — | AFSI | 47,296 | $44.89M | 2.8% | $763.33 | — | 2.75% 12/15/44 | 032359AG6 |
| — | GPMT | 38,715 | $40.14M | 2.5% | $1014.98 | — | 5.625% 12/01/22 | 38741LAB3 |
| — | NYMT | 39,761 | $39.79M | 2.5% | $992.38 | — | 6.25% 01/15/22 | 649604AD7 |
| — | ATSG | 39,000 | $37.38M | 2.3% | $958.59 | — | 1.125% 10/15/24 | 00922RAA3 |
| — | PMT | 36,622 | $36.57M | 2.3% | $969.15 | — | 5.375% 05/01/20 | 70932AAB9 |
| — | WMC | 35,505 | $35.92M | 2.2% | $996.51 | — | 6.75% 10/01/22 | 95790DAA3 |
| — | TWTR | 38,685 | $35.71M | 2.2% | $948.80 | — | 1% 09/15/21 | 90184LAD4 |
| — | EZPW | 35,540 | $32.78M | 2.0% | $922.40 | — | 2.375% 05/01/25 | 302301AD8 |
| — | ON | 25,230 | $29.33M | 1.8% | $937.36 | — | 1% 12/01/20 | 682189AK1 |
| — | TTMI | 16,977 | $28.7M | 1.8% | $1071.55 | — | 1.75% 12/15/20 | 87305RAD1 |
| — | HZN | 35,583 | $26.72M | 1.7% | $905.00 | — | 2.75% 07/01/22 | 44052WAA2 |
| — | HTGC | 27,072 | $26.3M | 1.6% | $1014.31 | — | 4.375% 02/01/22 | 427096AF9 |
| — | IPHI | 26,042 | $25.72M | 1.6% | $973.56 | — | 0.75% 09/01/21 | 45772FAC1 |
| — | LGIH | 11,121 | $24.53M | 1.5% | $1261.24 | — | 4.25% 11/15/19 | 50187TAB2 |
| — | JAZZ | 24,000 | $24.47M | 1.5% | $1019.46 | — | 1.5% 08/15/24 | 472145AD3 |
| — | HLX | 17,548 | $22.81M | 1.4% | $1013.01 | — | 4.125% 09/15/23 | 42330PAJ6 |
| — | ANW | 35,170 | $20.57M | 1.3% | $620.17 | — | 4.25% 12/15/21 | 00773VAB2 |
| — | GSBD | 20,115 | $20.38M | 1.3% | $1020.76 | — | 4.5% 04/01/22 | 38147UAB3 |
| — | CAMP | 16,879 | $17.75M | 1.1% | $933.32 | — | 1.625% 05/15/20 | 128126AB5 |
| — | ABR | 14,616 | $17.48M | 1.1% | $1016.97 | — | 5.375% 11/15/20 | 038923AB4 |
| — | ON | 13,330 | $15.01M | 0.9% | $1268.65 | — | 1.625% 10/15/23 | 682189AP0 |
| — | IDTI | 8,969 | $13.5M | 0.8% | $1039.31 | — | 0.875% 11/15/22 | 458118AC0 |
| — | OSIS | 13,808 | $13.23M | 0.8% | $914.42 | — | 1.25% 09/01/22 | 671044AD7 |
| — | AKAM | 13,000 | $12.82M | 0.8% | $985.92 | — | 0.125% 05/01/25 | 00971TAH4 |
| — | KAMN | 9,831 | $11.57M | 0.7% | $1209.90 | — | 3.25% 05/01/24 | 483548AF0 |
| — | JAZZ | 9,300 | $9.986M | 0.6% | $1001.48 | — | 1.875% 08/15/21 | 472145AB7 |
| — | ANIP | 9,000 | $9.564M | 0.6% | $1072.11 | — | 3% 12/01/19 | 00182CAA1 |
| — | KBH | 9,365 | $9.539M | 0.6% | $1029.38 | — | 1.375% 02/01/19 | 48666KAS8 |
| — | GPRE | 8,060 | $7.73M | 0.5% | $990.99 | — | 4.125% 09/01/22 | 393222AF1 |
| — | ATSG | 7,918 | $7.59M | 0.5% | $958.58 | — | 1.125% 10/15/24 | 00922RAB1 |
| — | ECPG | 7,483 | $7.003M | 0.4% | $858.29 | — | 2.875% 03/15/21 | 292554AH5 |
| — | FCN | 7,030 | $6.852M | 0.4% | $974.68 | — | 2% 08/15/23 | 302941AN9 |
| — | VECO | 8,027 | $6.838M | 0.4% | $879.91 | — | 2.7% 01/15/23 | 922417AD2 |
| — | WFC/INTC | 3,668 | $6.07M | 0.4% | $978.29 | — | 0% 06/05/20 | 94986RQF1 |
| — | HCI | 5,869 | $5.853M | 0.4% | $939.04 | — | 3.875% 03/15/19 | 40416EAB9 |
| — | GS/KSU | 6,052 | $5.71M | 0.4% | $960.29 | — | 0% 02/16/21 | 38147QMF0 |
| — | VSI | 6,000 | $5.213M | 0.3% | $921.90 | — | 2.25% 12/01/20 | 92849EAB7 |
| — | TWO | 5,028 | $5.188M | 0.3% | $1031.82 | — | 6.25% 01/15/22 | 90187BAA9 |
| — | TIVO | 4,914 | $4.688M | 0.3% | $956.46 | — | 0.5% 03/01/20 | 779376AD4 |
| — | NMFC | 4,388 | $4.437M | 0.3% | $1013.17 | — | 5% 06/15/19 | 647551AB6 |
| — | BKCC | 4,285 | $4.374M | 0.3% | $1035.08 | — | 5% 06/15/22 | 092533AC2 |
| — | EZPW | 3,859 | $3.834M | 0.2% | $1039.67 | — | 2.125% 06/15/19 | 302301AB2 |
| — | SM | 3,400 | $3.739M | 0.2% | $1065.42 | — | 1.5% 07/01/21 | 78454LAM2 |
| — | TSLX | 2,552 | $2.576M | 0.2% | $1021.64 | — | 4.5% 08/01/22 | 87265KAD4 |
| — | TCPC | 2,230 | $2.234M | 0.1% | $1008.29 | — | 4.625% 03/01/22 | 87238QAD5 |
| — | HLX | 1,882 | $2.024M | 0.1% | $1046.43 | — | 4.25% 05/01/22 | 42330PAH0 |
| — | DY | 1,500 | $1.671M | 0.1% | $1114.00 | — | 0.75% 09/15/21 | 267475AB7 |
| — | OAS | 1,218 | $1.638M | 0.1% | $1070.83 | — | 2.625% 09/15/23 | 674215AJ7 |
| — | GWRE | 1,153 | $1.238M | 0.1% | $1021.70 | — | 1.25% 03/15/25 | 40171VAA8 |
| — | ZG | 1,333 | $1.234M | 0.1% | $925.73 | — | 1.5% 07/01/23 | 98954MAC5 |
| — | CSGS | 1,123 | $1.183M | 0.1% | $1077.54 | — | 4.25% 03/15/36 | 126349AF6 |
| — | ECHO | 1,030 | $1.094M | 0.1% | $954.91 | — | 2.5% 05/01/20 | 27875TAA9 |
| — | RGLD | 459 | $465K | 0.0% | $1013.07 | — | 2.875% 06/15/19 | 780287AA6 |
| — | MIC | 280 | $252K | 0.0% | $959.96 | — | 2% 10/01/23 | 55608BAB1 |
| — | EFII | 100 | $99,000 | 0.0% | $1011.94 | — | 0.75% 09/01/19 | 286082AC6 |