Location: Portsmouth, NH
CIK: 0001533551 · Show all filings
Period: Q1 2019 (← Previous) (Next →)
Filing Date: May 7, 2019
Total Value: $1.423B (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | BCS/NEM | 77,944 | $79.95M | 5.6% | $1025.70 | $1038.20 | — | 0% 10/30/23 | 06739FJQ5 |
| — | TPC | 82,458 | $79.03M | 5.6% | $958.38 | $1083.58 | — | 2.875% 06/15/21 | 901109AD0 |
| — | ARI | 69,045 | $67.51M | 4.7% | $977.72 | $1015.38 | — | 4.75% 08/23/22 | 03762UAB1 |
| — | PCRX | 66,511 | $65.65M | 4.6% | $986.99 | $995.66 | — | 2.375% 04/01/22 | 695127AD2 |
| — | ATSG | 62,268 | $62.42M | 4.4% | $1002.38 | $957.53 | — | 1.125% 10/15/24 | 00922RAB1 |
| — | DY | 66,867 | $61.86M | 4.3% | $925.11 | $936.59 | — | 0.75% 09/15/21 | 267475AB7 |
| — | AAWW | 54,838 | $57.74M | 4.1% | $1053.01 | $906.35 | — | 2.25% 06/01/22 | 049164BH8 |
| — | HASI | 53,716 | $54.49M | 3.8% | $1014.37 | $1023.75 | — | 4.125% 09/01/22 | 41068XAB6 |
| — | IIVI | 50,315 | $52.76M | 3.7% | $1048.61 | $1013.77 | — | 0.25% 09/01/22 | 902104AB4 |
| — | HCI | 52,411 | $52.34M | 3.7% | $998.65 | $984.35 | — | 4.25% 03/01/37 | 40416EAD5 |
| — | FNSR | 52,668 | $51.79M | 3.6% | $983.33 | $916.33 | — | 0.5% 12/15/36 | 31787AAP6 |
| — | BCS/DHI | 52,362 | $51.49M | 3.6% | $983.31 | $934.36 | — | 0% 09/26/23 | 06741J7V5 |
| — | SYNA | 52,052 | $48.16M | 3.4% | $925.27 | $980.97 | — | 0.5% 06/15/22 | 87157DAD1 |
| — | BXMT | 47,521 | $48.13M | 3.4% | $1012.71 | $1017.33 | — | 4.375% 05/05/22 | 09257WAB6 |
| — | LITE | 40,662 | $48.07M | 3.4% | $1182.23 | $1008.27 | — | 0.25% 03/15/24 | 55024UAB5 |
| — | RC | 1,669 | $44.09M | 3.1% | $26418.21 | $24.50 | — | 7% 08/15/23 | 75574U200 |
| — | COWN | 35,835 | $37.51M | 2.6% | $1046.77 | $1037.51 | — | 3% 12/15/22 | 223622AE1 |
| — | SUPN | 37,527 | $36.53M | 2.6% | $973.35 | $973.35 | — | 0.625% 04/01/23 | 868459AC2 |
| — | GBX | 33,595 | $32.33M | 2.3% | $962.38 | $972.97 | — | 2.875% 02/01/24 | 393657AK7 |
| — | GPMT | 31,396 | $31.77M | 2.2% | $1011.85 | $992.45 | — | 6.375% 10/01/23 | 38741LAC1 |
| — | RWT | 30,872 | $29.67M | 2.1% | $961.16 | $981.43 | — | 4.75% 08/15/23 | 758075AC9 |
| — | JAZZ | 26,825 | $26.35M | 1.9% | $982.26 | $1011.18 | — | 1.5% 08/15/24 | 472145AD3 |
| — | XAN | 22,370 | $22.01M | 1.5% | $983.82 | $972.45 | — | 4.5% 08/15/22 | 76120WAC8 |
| — | PDCE | 23,496 | $22M | 1.5% | $936.20 | $1016.37 | — | 1.125% 09/15/21 | 69327RAD3 |
| — | VIAV | 18,393 | $20.77M | 1.5% | $1129.45 | $1021.86 | — | 1% 03/01/24 | 925550AB1 |
| — | ON | 16,014 | $19.83M | 1.4% | $1238.35 | $937.36 | — | 1% 12/01/20 | 682189AK1 |
| — | ARCC | 18,540 | $18.49M | 1.3% | $997.52 | $997.52 | — | 4.625% 03/01/24 | 04010LAW3 |
| — | LGIH | 6,113 | $17.26M | 1.2% | $2823.16 | $1261.24 | — | 4.25% 11/15/19 | 50187TAB2 |
| — | GSBD | 16,388 | $16.19M | 1.1% | $987.98 | $1017.21 | — | 4.5% 04/01/22 | 38147UAB3 |
| — | PMT | 14,589 | $14.66M | 1.0% | $1004.59 | $969.15 | — | 5.375% 05/01/20 | 70932AAB9 |
| — | CAMP | 12,184 | $11.86M | 0.8% | $973.65 | $936.83 | — | 1.625% 05/15/20 | 128126AB5 |
| — | KAMN | 9,751 | $10.77M | 0.8% | $1104.91 | $1181.34 | — | 3.25% 05/01/24 | 483548AF0 |
| — | PRAA | 10,905 | $10.55M | 0.7% | $967.72 | $933.03 | — | 3% 08/01/20 | 73640QAB1 |
| — | TWTR | 11,136 | $10.51M | 0.7% | $943.43 | $948.80 | — | 1% 09/15/21 | 90184LAD4 |
| — | JAZZ | 9,650 | $9.805M | 0.7% | $1016.06 | $1000.42 | — | 1.875% 08/15/21 | 472145AB7 |
| — | HTGC | 9,502 | $9.304M | 0.7% | $979.16 | $1014.31 | — | 4.375% 02/01/22 | 427096AF9 |
| — | TSLX | 8,873 | $9.069M | 0.6% | $1022.09 | $1013.08 | — | 4.5% 08/01/22 | 87265KAD4 |
| — | ARI | 8,236 | $8.074M | 0.6% | $980.33 | $969.04 | — | 5.375% 10/15/23 | 03762UAC9 |
| — | ANIP | 6,985 | $7.691M | 0.5% | $1101.07 | $1059.99 | — | 3% 12/01/19 | 00182CAA1 |
| — | WMC | 7,669 | $7.265M | 0.5% | $947.32 | $996.51 | — | 6.75% 10/01/22 | 95790DAA3 |
| — | AAWW | 5,994 | $6.457M | 0.5% | $1077.24 | $992.53 | — | 1.875% 06/01/24 | 049164BJ4 |
| — | ON | 4,740 | $5.846M | 0.4% | $1233.33 | $1268.65 | — | 1.625% 10/15/23 | 682189AP0 |
| — | GS/KSU | 6,092 | $5.839M | 0.4% | $958.47 | $959.90 | — | 0% 02/16/21 | 38147QMF0 |
| — | GWRE | 4,466 | $4.872M | 0.3% | $1090.91 | $970.96 | — | 1.25% 03/15/25 | 40171VAA8 |
| — | KN | 3,750 | $4.394M | 0.3% | $1171.73 | $1089.30 | — | 3.25% 11/01/21 | 49926DAB5 |
| — | BKCC | 4,200 | $4.195M | 0.3% | $998.81 | $1030.89 | — | 5% 06/15/22 | 092533AC2 |
| — | BXMT | 4,030 | $4.081M | 0.3% | $1012.66 | $993.90 | — | 4.75% 03/15/23 | 09257WAC4 |
| — | TCPC | 3,553 | $3.58M | 0.3% | $1007.60 | $1007.97 | — | 4.625% 03/01/22 | 87238QAD5 |
| — | SM | 3,693 | $3.466M | 0.2% | $938.53 | $969.89 | — | 1.5% 07/01/21 | 78454LAM2 |
| — | PRAA | 3,010 | $2.703M | 0.2% | $898.01 | $846.20 | — | 3.5% 06/01/23 | 69354NAB2 |
| — | EZPW | 2,142 | $2.146M | 0.2% | $1001.87 | $1039.67 | — | 2.125% 06/15/19 | 302301AB2 |
| — | NYMT | 1,648 | $1.651M | 0.1% | $1001.82 | $992.38 | — | 6.25% 01/15/22 | 649604AD7 |
| — | NMFC | 1,444 | $1.448M | 0.1% | $1002.77 | $1013.17 | — | 5% 06/15/19 | 647551AB6 |
| — | OSIS | 1,413 | $1.436M | 0.1% | $1016.28 | $950.25 | — | 1.25% 09/01/22 | 671044AD7 |
| — | PRO | 1,000 | $1.283M | 0.1% | $1283.00 | $1283.00 | — | 2% 12/01/19 | 74346YAB9 |
| — | ECPG | 1,176 | $1.126M | 0.1% | $957.48 | $907.45 | — | 3% 07/01/20 | 292554AF9 |
| — | SLAB | 1,004 | $1.093M | 0.1% | $1088.65 | $1058.82 | — | 1.375% 03/01/22 | 826919AB8 |
| — | OAS | 1,163 | $1.089M | 0.1% | $936.37 | $1016.14 | — | 2.625% 09/15/23 | 674215AJ7 |
| — | VAC | 418 | $399K | 0.0% | $954.55 | $862.88 | — | 1.5% 09/15/22 | 57164YAB3 |
| — | BKNG | 100 | $111K | 0.0% | $1110.00 | $1110.00 | — | 0.9% 09/15/21 | 741503AX4 |