CIK: 0001533551 · Show all filings
Period: Q2 2019 (← Previous) (Next →)
Filing Date: Aug 9, 2019
Total Value ($000): $1,478,978 (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | BCS/NEM | 76,496 | $83,748 | 5.7% | $1038.20 | — | 0% 10/30/23 | 06739FJQ5 |
| — | TPC | 80,301 | $76,307 | 5.2% | $1083.58 | — | 2.875% 06/15/21 | 901109AD0 |
| — | PCRX | 68,050 | $69,844 | 4.7% | $996.35 | — | 2.375% 04/01/22 | 695127AD2 |
| — | SUPN | 71,162 | $69,799 | 4.7% | $980.85 | — | 0.625% 04/01/23 | 868459AD0 |
| — | DY | 63,995 | $62,737 | 4.2% | $936.59 | — | 0.75% 09/15/21 | 267475AB7 |
| — | ARI | 58,954 | $59,089 | 4.0% | $1015.38 | — | 4.75% 08/23/22 | 03762UAB1 |
| — | HASI | 50,425 | $55,522 | 3.8% | $1023.75 | — | 4.125% 09/01/22 | 41068XAB6 |
| — | IIVI | 50,528 | $53,339 | 3.6% | $1013.77 | — | 0.25% 09/01/22 | 902104AB4 |
| — | BCS/DHI | 52,630 | $52,893 | 3.6% | $934.36 | — | 0% 09/26/23 | 06741J7V5 |
| — | FNSR | 50,743 | $49,598 | 3.4% | $916.33 | — | 0.5% 12/15/36 | 31787AAP6 |
| — | ATSG | 48,162 | $49,292 | 3.3% | $957.53 | — | 1.125% 10/15/24 | 00922RAB1 |
| — | BXMT | 46,817 | $49,029 | 3.3% | $1017.33 | — | 4.375% 05/05/22 | 09257WAB6 |
| — | HCI | 48,784 | $48,076 | 3.3% | $984.35 | — | 4.25% 03/01/37 | 40416EAD5 |
| — | LITE | 40,058 | $47,236 | 3.2% | $1008.27 | — | 0.25% 03/15/24 | 55024UAB5 |
| — | RC | 1,631 | $43,619 | 2.9% | $24.50 | — | 7% 08/15/23 | 75574U200 |
| — | AAWW | 39,750 | $39,464 | 2.7% | $906.35 | — | 2.25% 06/01/22 | 049164BH8 |
| — | COWN | 31,957 | $37,063 | 2.5% | $1037.51 | — | 3% 12/15/22 | 223622AE1 |
| — | SYNA | 39,856 | $35,696 | 2.4% | $980.97 | — | 0.5% 06/15/22 | 87157DAD1 |
| — | GPMT | 33,900 | $35,193 | 2.4% | $995.82 | — | 6.375% 10/01/23 | 38741LAC1 |
| — | GBX | 35,813 | $34,681 | 2.3% | $972.69 | — | 2.875% 02/01/24 | 393657AK7 |
| — | AKAM | 29,033 | $31,161 | 2.1% | $1073.30 | — | 0.125% 05/01/25 | 00971TAJ0 |
| — | JAZZ | 26,725 | $26,427 | 1.8% | $1011.18 | — | 1.5% 08/15/24 | 472145AD3 |
| — | TWTR | 26,891 | $26,323 | 1.8% | $978.88 | — | 0.25% 06/15/24 | 90184LAF9 |
| — | XAN | 25,689 | $26,311 | 1.8% | $979.14 | — | 4.5% 08/15/22 | 76120WAC8 |
| — | EZPW | 28,013 | $25,482 | 1.7% | $909.65 | — | 2.375% 05/01/25 | 302301AE6 |
| — | AAWW | 24,349 | $25,059 | 1.7% | $1020.14 | — | 1.875% 06/01/24 | 049164BJ4 |
| — | RWT | 24,705 | $24,211 | 1.6% | $981.43 | — | 4.75% 08/15/23 | 758075AC9 |
| — | MFA | 21,807 | $22,010 | 1.5% | $1009.31 | — | 6.25% 06/15/24 | 55272XAA0 |
| — | PDCE | 23,021 | $21,676 | 1.5% | $1016.37 | — | 1.125% 09/15/21 | 69327RAD3 |
| — | TSLX | 19,897 | $20,529 | 1.4% | $1023.43 | — | 4.5% 08/01/22 | 87265KAD4 |
| — | LGIH | 6,000 | $20,098 | 1.4% | $1261.24 | — | 4.25% 11/15/19 | 50187TAB2 |
| — | GSBD | 15,172 | $15,281 | 1.0% | $1017.21 | — | 4.5% 04/01/22 | 38147UAB3 |
| — | ARCC | 13,575 | $14,016 | 0.9% | $997.52 | — | 4.625% 03/01/24 | 04010LAW3 |
| — | KREF | 12,452 | $12,935 | 0.9% | $1038.79 | — | 6.125% 05/15/23 | 48251KAB6 |
| — | PMT | 10,587 | $10,738 | 0.7% | $969.15 | — | 5.375% 05/01/20 | 70932AAB9 |
| — | JAZZ | 10,250 | $10,470 | 0.7% | $1001.65 | — | 1.875% 08/15/21 | 472145AB7 |
| — | INVA | 9,248 | $9,722 | 0.7% | $1051.25 | — | 2.125% 01/15/23 | 88338TAB0 |
| — | ON | 7,407 | $9,118 | 0.6% | $937.36 | — | 1% 12/01/20 | 682189AK1 |
| — | ARI | 8,187 | $8,193 | 0.6% | $969.04 | — | 5.375% 10/15/23 | 03762UAC9 |
| — | HTGC | 7,856 | $7,878 | 0.5% | $1014.31 | — | 4.375% 02/01/22 | 427096AF9 |
| — | PRAA | 7,735 | $7,699 | 0.5% | $933.03 | — | 3% 08/01/20 | 73640QAB1 |
| — | TWO | 7,473 | $7,551 | 0.5% | $1010.44 | — | 6.25% 01/15/22 | 90187BAA9 |
| — | KAMN | 5,266 | $6,201 | 0.4% | $1181.34 | — | 3.25% 05/01/24 | 483548AF0 |
| — | GS/KSU | 6,134 | $5,959 | 0.4% | $959.90 | — | 0% 02/16/21 | 38147QMF0 |
| — | BXMT | 5,430 | $5,682 | 0.4% | $1007.44 | — | 4.75% 03/15/23 | 09257WAC4 |
| — | WMC | 5,249 | $5,197 | 0.4% | $996.51 | — | 6.75% 10/01/22 | 95790DAA3 |
| — | ON | 3,723 | $4,545 | 0.3% | $1268.65 | — | 1.625% 10/15/23 | 682189AP0 |
| — | KN | 3,748 | $4,518 | 0.3% | $1089.30 | — | 3.25% 11/01/21 | 49926DAB5 |
| — | PRAA | 4,280 | $4,002 | 0.3% | $872.57 | — | 3.5% 06/01/23 | 69354NAB2 |
| — | TCPC | 3,326 | $3,385 | 0.2% | $1007.97 | — | 4.625% 03/01/22 | 87238QAD5 |
| — | BKCC | 1,279 | $1,284 | 0.1% | $1030.89 | — | 5% 06/15/22 | 092533AC2 |
| — | CY | 1,048 | $1,241 | 0.1% | $1184.16 | — | 2% 02/01/23 | 232806AP4 |
| — | CAMP | 1,222 | $1,193 | 0.1% | $936.83 | — | 1.625% 05/15/20 | 128126AB5 |
| — | SLAB | 258 | $322 | 0.0% | $1058.82 | — | 1.375% 03/01/22 | 826919AB8 |
| — | OAS | 344 | $316 | 0.0% | $1016.14 | — | 2.625% 09/15/23 | 674215AJ7 |
| — | TSLX | 20 | $20 | 0.0% | $1000.00 | — | 4.625% 12/15/19 | 87265KAB8 |