CIK: 0001533551 · Show all filings
Period: Q2 2013 (← Previous) (Next →)
Filing Date: Aug 13, 2013
Total Value ($000): $1,242,884 (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | GREENBRIER COS INC | 44,287 | $45,726 | 3.7% | $1006.45 | — | 3.5% 04/01/18 | 393657AH4 |
| — | WABASH NATIONAL CORP | 36,782 | $45,012 | 3.6% | $1214.38 | — | 3.38% 05/01/18 | 929566AH0 |
| — | WELLS FARGO & COMPANY | 44,267 | $43,059 | 3.5% | $972.71 | — | 0% 06/12/20 | 94986RQF1 |
| — | NEWPARK RESOURCES INC | 31,751 | $40,522 | 3.3% | $1178.13 | — | 4% 10/01/17 | 651718AC2 |
| — | WELLS FARGO & COMPANY | 40,205 | $39,184 | 3.2% | $974.61 | — | 0% 06/17/20 | 94986RQH7 |
| — | GOLDMAN SACHS GROUP INC | 29,672 | $36,299 | 2.9% | $1136.70 | — | 0% 03/28/16 | 38143UTC5 |
| — | GT ADV TECHNOLOGIES INC | 41,873 | $35,749 | 2.9% | $776.87 | — | 3% 10/01/17 | 36191UAA4 |
| — | INTEGRA LIFESCIENCES HLD | 35,540 | $34,918 | 2.8% | $1018.33 | — | 1.63% 12/15/16 | 457985AK5 |
| — | BROADSOFT INC | 33,275 | $34,148 | 2.7% | $1026.63 | — | 1.5% 07/01/18 | 11133BAB8 |
| — | TRINITY INDUSTRIES INC | 28,549 | $33,616 | 2.7% | $1204.37 | — | 3.88% 06/01/36 | 896522AF6 |
| — | HERCULES TECHNOLOGY GROW | 27,747 | $32,724 | 2.6% | $1091.24 | — | 6% 04/15/16 | 427096AB8 |
| — | STARWOOD PROPERTY TRUST | 31,428 | $32,528 | 2.6% | $1103.74 | — | 4.55% 03/01/18 | 85571BAA3 |
| — | PROSPECT CAPITAL CORP | 29,154 | $31,140 | 2.5% | $1063.75 | — | 5.5% 08/15/16 | 74348TAD4 |
| — | TITAN MACHINERY INC | 31,209 | $29,336 | 2.4% | $939.99 | — | 3.75% 05/01/19 | 88830RAB7 |
| — | SALIX PHARMACEUTICALS LT | 23,677 | $28,368 | 2.3% | $1198.12 | — | 1.5% 03/15/19 | 795435AE6 |
| — | GOLDMAN SACHS GROUP INC | 31,876 | $26,885 | 2.2% | $930.74 | — | 0% 01/24/20 | 38141GMG6 |
| — | ALTRA HOLDINGS INC | 20,700 | $24,853 | 2.0% | $1194.40 | — | 2.75% 03/01/31 | 02208RAE6 |
| — | M/I HOMES INC | 22,968 | $23,872 | 1.9% | $1038.37 | — | 3% 03/01/18 | 55292PAB1 |
| — | TOWER GROUP INTL LTD | 22,629 | $23,845 | 1.9% | $1055.65 | — | 5% 09/15/14 | 891777AC8 |
| — | BRISTOW GROUP INC | 20,083 | $23,773 | 1.9% | $1151.86 | — | 3% 06/15/38 | 110394AC7 |
| — | PHOTRONICS INC | 21,093 | $23,189 | 1.9% | $1070.08 | — | 3.25% 04/01/16 | 719405AH5 |
| — | ALERE INC | 22,459 | $22,249 | 1.8% | $987.49 | — | 3% 05/15/16 | 01449JAA3 |
| — | MENTOR GRAPHICS CORP | 17,877 | $21,832 | 1.8% | $1179.39 | — | 4% 04/01/31 | 587200AK2 |
| — | HOLOGIC INC | 21,823 | $21,646 | 1.7% | $1048.02 | — | 2% 03/01/42 | 436440AC5 |
| — | ALLIANT TECHSYSTEMS INC | 18,046 | $20,742 | 1.7% | $1087.52 | — | 3% 08/15/24 | 018804AK0 |
| — | RTI INTERNATIONAL METALS | 21,361 | $20,213 | 1.6% | $946.26 | — | 1.63% 10/15/19 | 74973WAB3 |
| — | SANDISK CORP | 14,569 | $19,495 | 1.6% | $1293.76 | — | 1.5% 08/15/17 | 80004CAD3 |
| — | BGC PARTNERS INC | 17,986 | $18,323 | 1.5% | $994.40 | — | 4.5% 07/15/16 | 05541TAD3 |
| — | GROUP 1 AUTOMOTIVE INC | 14,577 | $17,429 | 1.4% | $1162.52 | — | 2.25% 06/15/36 | 398905AE9 |
| — | MERITAGE HOMES CORP | 15,280 | $16,846 | 1.4% | $1128.14 | — | 1.88% 09/15/32 | 59001AAR3 |
| — | FORESTAR GROUP INC | 14,111 | $15,928 | 1.3% | $1159.03 | — | 3.75% 03/01/20 | 346232AB7 |
| — | HORSEHEAD HOLDING CORP | 14,821 | $15,886 | 1.3% | $1047.29 | — | 3.8% 07/01/17 | 440694AB3 |
| — | GREEN PLAINS RENEWABLE E | 12,159 | $13,998 | 1.1% | $1109.37 | — | 5.75% 11/01/15 | 393222AB0 |
| — | COMTECH TELECOMMUNICATIO | 13,612 | $13,901 | 1.1% | $1023.50 | — | 3% 05/01/29 | 205826AF7 |
| — | IXIA | 11,360 | $13,653 | 1.1% | $1322.49 | — | 3% 12/15/15 | 45071RAB5 |
| — | RYLAND GROUP | 14,383 | $13,053 | 1.1% | $907.53 | — | 0.25% 06/01/19 | 783764AS2 |
| — | LIFEPOINT HOSPITALS INC | 11,990 | $12,964 | 1.0% | $1095.63 | — | 3.5% 05/15/14 | 53219LAH2 |
| — | ENERSYS | 9,868 | $12,915 | 1.0% | $1261.90 | — | 3.38% 06/01/38 | 29275YAA0 |
| — | LINEAR TECHNOLOGY CORP | 11,349 | $11,846 | 1.0% | $1068.73 | — | 3% 05/01/27 | 535678AC0 |
| — | LAM RESEARCH CORP | 10,876 | $11,488 | 0.9% | $1049.34 | — | 0.5% 05/15/16 | 512807AJ7 |
| — | TELEFLEX INC | 8,098 | $10,937 | 0.9% | $1451.85 | — | 3.88% 08/01/17 | 879369AA4 |
| — | ROYAL GOLD INC | 11,937 | $10,870 | 0.9% | $1021.75 | — | 2.88% 06/15/19 | 780287AA6 |
| — | HELIX ENERGY SOLUTIONS | 8,357 | $10,549 | 0.8% | $1231.87 | — | 3.25% 03/15/32 | 42330PAG2 |
| — | CUBIST PHARMACEUTICALS | 5,824 | $10,218 | 0.8% | $1708.12 | — | 2.5% 11/01/17 | 229678AD9 |
| — | WELLS FARGO & COMPANY | 11,100 | $9,820 | 0.8% | $884.68 | — | 0% 01/24/20 | 94986RPJ4 |
| — | LAM RESEARCH CORP | 8,322 | $9,274 | 0.7% | $1071.87 | — | 1.25% 05/15/18 | 512807AL2 |
| — | NUVASIVE INC | 9,374 | $9,245 | 0.7% | $975.70 | — | 2.75% 07/01/17 | 670704AC9 |
| — | ARRIS GROUP INC | 8,801 | $9,065 | 0.7% | $1121.88 | — | 2% 11/15/26 | 04269QAC4 |
| — | TAKE-TWO INTERACTIVE SOF | 8,739 | $8,542 | 0.7% | $977.46 | — | 1% 07/01/18 | 874054AD1 |
| — | ARES CAPITAL CORP | 7,936 | $8,442 | 0.7% | $1066.91 | — | 5.13% 06/01/16 | 04010LAD5 |
| — | CHART INDUSTRIES INC | 5,298 | $7,944 | 0.6% | $1358.78 | — | 2% 08/01/18 | 16115QAC4 |
| — | MOLYCORP INC | 11,580 | $7,809 | 0.6% | $617.49 | — | 3.25% 06/15/16 | 608753AA7 |
| — | AAR CORP | 7,833 | $7,760 | 0.6% | $968.79 | — | 2.25% 03/01/16 | 000361AM7 |
| — | STILLWATER MINING COMPAN | 7,302 | $7,489 | 0.6% | $1192.55 | — | 1.75% 10/15/32 | 86074QAL6 |
| — | REDWOOD TRUST INC | 7,310 | $7,271 | 0.6% | $1047.66 | — | 4.63% 04/15/18 | 758075AB1 |
| — | ARES CAPITAL CORP | 6,564 | $7,069 | 0.6% | $1069.90 | — | 4.875% 03/15/17 | 04010LAG8 |
| — | AURICO GOLD INC | 7,127 | $6,753 | 0.5% | $1034.36 | — | 3.5% 10/01/16 | 666416AB8 |
| — | UNITED THERAPEUTICS CORP | 4,500 | $6,533 | 0.5% | $1378.67 | — | 1% 09/15/16 | 91307CAF9 |
| — | ON SEMICONDUCTOR CORP | 5,528 | $6,354 | 0.5% | $1133.08 | — | 2.63% 12/15/26 | 682189AH8 |
| — | BOTTOMLINE TECHNOLOGIES | 5,797 | $6,304 | 0.5% | $1169.07 | — | 1.5% 12/01/17 | 101388AA4 |
| — | STONE ENERGY CORP | 5,803 | $5,397 | 0.4% | $930.04 | — | 1.75% 03/01/17 | 861642AN6 |
| — | WELLS FARGO & COMPANY | 5,480 | $4,848 | 0.4% | $884.67 | — | 0% 01/24/20 | 94986RQJ3 |
| — | NUANCE COMMUNICATIONS | 4,440 | $4,573 | 0.4% | $1031.38 | — | 2.75% 11/01/31 | 67020YAF7 |
| — | JEFFERIES GROUP LLC | 4,068 | $4,335 | 0.3% | $1028.20 | — | 3.88% 11/01/29 | 472319AG7 |
| SIEGR 1.05 08/16/17 | #N/A Invalid Security | 4,000 | $4,056 | 0.3% | $1014.00 | — | 1.05% 08/16/17 | N8T23VAC5 |
| — | MOLINA HEALTHCARE INC | 3,148 | $4,051 | 0.3% | $1178.60 | — | 3.75% 10/01/14 | 60855RAA8 |
| — | EQUINIX INC | 2,322 | $3,907 | 0.3% | $2012.58 | — | 3% 10/15/14 | 29444UAG1 |
| — | PROSPECT CAPITAL CORP | 3,000 | $3,272 | 0.3% | $1088.33 | — | 6.25% 12/15/15 | 74348TAC6 |
| — | ANNALY CAPITAL MGMT | 3,067 | $3,094 | 0.2% | $1028.32 | — | 5% 05/15/15 | 035710AB8 |
| — | GILEAD SCIENCES INC | 1,362 | $3,085 | 0.2% | $2172.50 | — | 1.63% 05/01/16 | 375558AP8 |
| — | JETBLUE AIRWAYS CORP | 2,100 | $2,935 | 0.2% | $1538.79 | — | 6.75% 10/15/39 | 477143AF8 |
| — | KCAP FINANCIAL INC | 2,090 | $2,874 | 0.2% | $1337.92 | — | 8.75% 03/15/16 | 500233AB7 |
| — | WALTER INVESTMENT MGMT | 2,755 | $2,760 | 0.2% | $1051.03 | — | 4.5% 11/01/19 | 93317WAA0 |
| — | JAKKS PACIFIC INC | 2,331 | $2,343 | 0.2% | $981.38 | — | 4.5% 11/01/14 | 47012EAD8 |
| — | PROSPECT CAPITAL CORP | 2,131 | $2,188 | 0.2% | $1026.75 | — | 5.375% 10/15/17 | 74348TAK8 |
| — | US STEEL CORP | 2,000 | $1,984 | 0.2% | $1016.28 | — | 2.75% 04/01/19 | 912909AH1 |
| — | HORNBECK OFFSHORE SERV | 1,618 | $1,867 | 0.2% | $1075.26 | — | 1.63% 11/15/26 | 440543AE6 |
| — | OMNICARE INC | 1,645 | $1,694 | 0.1% | $998.64 | — | 3.25% 12/15/35 | 681904AL2 |
| — | ENDO HEALTH SOLUTIONS IN | 1,250 | $1,674 | 0.1% | $1194.40 | — | 1.75% 04/15/15 | 29264FAB2 |
| — | OUTERWALL INC | 1,138 | $1,649 | 0.1% | $1436.04 | — | 4% 09/01/14 | 19259PAF9 |
| — | EMC CORP | 915 | $1,352 | 0.1% | $1492.87 | — | 1.75% 12/01/13 | 268648AM4 |
| — | BARNES GROUP INC | 1,101 | $1,242 | 0.1% | $1092.49 | — | 3.38% 03/15/27 | 067806AD1 |
| — | STEEL DYNAMICS INC | 1,102 | $1,176 | 0.1% | $1122.22 | — | 5.13% 06/15/14 | 858119AP5 |
| — | AGCO CORP | 935 | $1,162 | 0.1% | $1299.16 | — | 1.25% 12/15/36 | 001084AM4 |
| — | HAWAIIAN HOLDINGS INC | 750 | $819 | 0.1% | $1068.67 | — | 5% 03/15/16 | 419879AD3 |
| — | D.R. HORTON INC | 493 | $818 | 0.1% | $1884.44 | — | 2% 05/15/14 | 23331ABB4 |
| — | PROVIDENCE SERVICE CORP | 500 | $518 | 0.0% | $1022.00 | — | 6.5% 05/15/14 | 743815AB8 |
| — | DEALERTRACK TECHNOLOGIES | 387 | $447 | 0.0% | $1155.04 | — | 1.5% 03/15/17 | 242309AB8 |
| — | CACI INTERNATIONAL INC | 355 | $425 | 0.0% | $1140.00 | — | 2.13% 05/01/14 | 127190AD8 |
| — | XILINX INC | 265 | $379 | 0.0% | $1425.00 | — | 2.63% 06/15/17 | 983919AF8 |
| — | AKORN INC | 179 | $299 | 0.0% | $1733.75 | — | 3.5% 06/01/16 | 009728AB2 |
| — | SIEMENS FINANCIERINGSMAT | 250 | $260 | 0.0% | $1040.00 | — | 1.65% 08/16/19 | B4Y3JZ0 |