Location: Portsmouth, NH
CIK: 0001533551 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Nov 12, 2019
Total Value: $1.529B (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | NEM | 80,706 | $89.27M | 5.8% | $1106.09 | $1041.74 | — | 0.00% 10/30/2023 | 06739FJQ5 |
| — | TPC | 85,751 | $81.96M | 5.4% | $955.80 | $1075.46 | — | 2.875% 06/15/2021 | 901109AD0 |
| — | PCRX | 76,792 | $75.94M | 5.0% | $988.88 | $995.50 | — | 2.375% 04/01/2022 | 695127AD2 |
| — | SUPN | 78,382 | $73.17M | 4.8% | $933.57 | $976.49 | — | 0.625% 04/01/2023 | 868459AD0 |
| — | DY | 72,961 | $70.48M | 4.6% | $966.04 | $940.21 | — | 0.75% 09/15/2021 | 267475AB7 |
| — | DHI | 56,470 | $62.45M | 4.1% | $1105.83 | $946.02 | — | 0.00% 09/26/2023 | 06741J7V5 |
| — | IIVI | 49,716 | $51.35M | 3.4% | $1032.93 | $1013.77 | — | 0.25% 09/01/2022 | 902104AB4 |
| — | FNSR | 50,080 | $50.05M | 3.3% | $999.50 | $916.33 | — | 0.50% 12/15/2036 | 31787AAP6 |
| — | BXMT | 47,801 | $50.01M | 3.3% | $1046.25 | $1017.93 | — | 4.375% 05/05/2022 | 09257WAB6 |
| — | LITE | 42,994 | $49.7M | 3.2% | $1155.91 | $1018.35 | — | 0.25% 03/15/2024 | 55024UAB5 |
| — | RCA | 3,845 | $47.89M | 3.1% | $12454.10 | $7181.62 | — | 7.00% 08/15/2023 | 75574U200 |
| — | HASI | 42,406 | $47.17M | 3.1% | $1112.46 | $1023.75 | — | 4.125% 09/01/2022 | 41068XAB6 |
| — | HCI | 45,209 | $45.15M | 3.0% | $998.58 | $984.35 | — | 4.25% 03/01/2037 | 40416EAD5 |
| — | ARI | 42,131 | $42.89M | 2.8% | $1017.97 | $1015.38 | — | 4.75% 08/23/2022 | 03762UAB1 |
| — | GBX | 44,558 | $42.72M | 2.8% | $958.66 | $969.94 | — | 2.875% 02/01/2024 | 393657AK7 |
| — | COWN | 36,758 | $40.2M | 2.6% | $1093.56 | $1044.83 | — | 3.00% 12/15/2022 | 223622AE1 |
| — | VSH | 38,469 | $36.22M | 2.4% | $941.59 | $941.59 | — | 2.25% 06/15/2025 | 928298AP3 |
| — | PRAA | 35,543 | $36.14M | 2.4% | $1016.74 | $999.38 | — | 3.50% 06/01/2023 | 69354NAB2 |
| — | AKAM | 31,422 | $35.85M | 2.3% | $1140.89 | $1078.43 | — | 0.125% 05/01/2025 | 00971TAJ0 |
| — | AAWW | 42,091 | $35.46M | 2.3% | $842.51 | $945.27 | — | 1.875% 06/01/2024 | 049164BJ4 |
| — | AAWW | 39,457 | $35.09M | 2.3% | $889.25 | $906.35 | — | 2.25% 06/01/2022 | 049164BH8 |
| — | RWT | 30,120 | $30.09M | 2.0% | $999.07 | $984.60 | — | 4.75% 08/15/2023 | 758075AC9 |
| — | GPMT | 28,751 | $29.75M | 1.9% | $1034.64 | $995.82 | — | 6.375% 10/01/2023 | 38741LAC1 |
| — | XAN | 28,614 | $29.62M | 1.9% | $1035.23 | $984.87 | — | 4.50% 08/15/2022 | 76120WAC8 |
| — | JAZZ | 30,158 | $29.21M | 1.9% | $968.43 | $1006.31 | — | 1.50% 08/15/2024 | 472145AD3 |
| — | ATSG | 30,356 | $28.4M | 1.9% | $935.43 | $957.53 | — | 1.125% 10/15/2024 | 00922RAB1 |
| — | MFA | 26,431 | $27.18M | 1.8% | $1028.26 | $1012.62 | — | 6.25% 06/15/2024 | 55272XAA0 |
| — | ABR | 22,412 | $23.87M | 1.6% | $1064.88 | $1064.88 | — | 5.25% 07/01/2021 | 038923AH1 |
| — | TWTR | 22,183 | $23.44M | 1.5% | $1056.53 | $978.88 | — | 0.25% 06/15/2024 | 90184LAF9 |
| — | EZPW | 25,646 | $20.45M | 1.3% | $797.55 | $909.65 | — | 2.375% 05/01/2025 | 302301AE6 |
| — | PDCE | 19,287 | $17.87M | 1.2% | $926.58 | $1016.37 | — | 1.125% 09/15/2021 | 69327RAD3 |
| — | LGIH | 4,445 | $17.34M | 1.1% | $3901.01 | $1261.24 | — | 4.25% 11/15/2019 | 50187TAB2 |
| — | TSLX | 15,107 | $15.75M | 1.0% | $1042.30 | $1023.43 | — | 4.50% 08/01/2022 | 87265KAD4 |
| — | GSBD | 12,391 | $12.72M | 0.8% | $1026.47 | $1017.21 | — | 4.50% 04/01/2022 | 38147UAB3 |
| — | JAZZ | 12,403 | $12.46M | 0.8% | $1004.19 | $1002.09 | — | 1.875% 08/15/2021 | 472145AB7 |
| — | ARCC | 9,560 | $10.04M | 0.7% | $1050.42 | $997.52 | — | 4.625% 03/01/2024 | 04010LAW3 |
| — | MLAB | 9,427 | $9.906M | 0.6% | $1050.81 | $1050.81 | — | 1.375% 08/15/2025 | 59064RAA7 |
| — | ARI | 9,353 | $9.546M | 0.6% | $1020.64 | $975.47 | — | 5.375% 10/15/2023 | 03762UAC9 |
| — | ON | 7,017 | $8.208M | 0.5% | $1169.73 | $937.36 | — | 1.00% 12/01/2020 | 682189AK1 |
| — | HTGC | 6,805 | $6.984M | 0.5% | $1026.30 | $1014.31 | — | 4.375% 02/01/2022 | 427096AF9 |
| — | BXMT | 6,664 | $6.897M | 0.5% | $1034.96 | $1012.54 | — | 4.75% 03/15/2023 | 09257WAC4 |
| — | INVA | 7,212 | $6.806M | 0.4% | $943.70 | $1051.25 | — | 2.125% 01/15/2023 | 88338TAB0 |
| — | TWO | 6,526 | $6.697M | 0.4% | $1026.20 | $1010.44 | — | 6.25% 01/15/2022 | 90187BAA9 |
| — | KSU | 6,014 | $5.931M | 0.4% | $986.20 | $959.90 | — | 0.00% 02/16/2021 | 38147QMF0 |
| — | KAMN | 5,071 | $5.81M | 0.4% | $1145.73 | $1181.34 | — | 3.25% 05/01/2024 | 483548AF0 |
| — | PMT | 5,218 | $5.277M | 0.3% | $1011.31 | $969.15 | — | 5.375% 05/01/2020 | 70932AAB9 |
| — | KN | 4,106 | $5.059M | 0.3% | $1232.10 | $1101.75 | — | 3.25% 11/01/2021 | 49926DAB5 |
| — | SYNA | 5,267 | $4.918M | 0.3% | $933.74 | $980.97 | — | 0.50% 06/15/2022 | 87157DAD1 |
| — | ON | 3,942 | $4.75M | 0.3% | $1204.97 | $1265.11 | — | 1.625% 10/15/2023 | 682189AP0 |
| — | TCPC | 3,339 | $3.448M | 0.2% | $1032.64 | $1007.97 | — | 4.625% 03/01/2022 | 87238QAD5 |
| — | KREF | 2,887 | $2.973M | 0.2% | $1029.79 | $1038.79 | — | 6.125% 05/15/2023 | 48251KAB6 |
| — | FCN | 1,772 | $2.166M | 0.1% | $1222.35 | $1222.35 | — | 2.00% 08/15/2023 | 302941AP4 |
| — | PRO | 1,744 | $1.744M | 0.1% | $1000.00 | $1000.00 | — | 2.00% 12/01/2019 | 74346YAB9 |
| — | WMC | 1,688 | $1.705M | 0.1% | $1010.07 | $996.51 | — | 6.75% 10/01/2022 | 95790DAA3 |
| — | CY | 1,073 | $1.304M | 0.1% | $1215.28 | $1184.89 | — | 2.00% 02/01/2023 | 232806AP4 |
| — | BKCC | 969 | $964K | 0.1% | $994.84 | $1030.89 | — | 5.00% 06/15/2022 | 092533AC2 |
| — | SLAB | 208 | $271K | 0.0% | $1302.88 | $1058.82 | — | 1.375% 03/01/2022 | 826919AB8 |
| — | ALTR | 257 | $260K | 0.0% | $1011.67 | $1011.67 | — | 0.25% 06/01/2024 | 021369AA1 |
| — | RGEN | 249 | $247K | 0.0% | $991.97 | $991.97 | — | 0.375% 07/15/2024 | 759916AB5 |
| — | TCPC | 20 | $20,000 | 0.0% | $1000.00 | $1000.00 | — | 4.50% 12/15/2019 | 87265KAB8 |