CIK: 0001533551 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: May 13, 2014
Total Value ($000): $1,557,547 (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CLNY | 59,362 | $62,009 | 4.0% | $1044.59 | — | 3.875% 01/15/21 | 19624RAB2 |
| — | IART | 52,552 | $56,335 | 3.6% | $1021.68 | — | 1.625% 12/15/16 | 457985AK5 |
| — | TTMI | 48,827 | $54,516 | 3.5% | $1116.51 | — | 1.75% 12/15/20 | 87305RAD1 |
| — | TITN | 50,390 | $43,589 | 2.8% | $913.18 | — | 3.75% 05/01/19 | 88830RAB7 |
| — | INTC | 44,032 | $43,385 | 2.8% | $972.71 | — | 0% 06/05/20 | 94986RQF1 |
| — | RWT | 38,448 | $41,815 | 2.7% | $1061.18 | — | 4.625% 04/15/18 | 758075AB1 |
| — | RYL | 41,104 | $38,975 | 2.5% | $919.90 | — | 0.25% 06/01/19 | 783764AS2 |
| — | STWD | 33,844 | $38,899 | 2.5% | $1105.63 | — | 4.55% 03/01/18 | 85571BAA3 |
| — | BASKET | 39,409 | $38,156 | 2.4% | $968.21 | — | 0% 02/15/21 | 90270KAW9 |
| — | IP | 40,009 | $37,296 | 2.4% | $974.61 | — | 0% 06/10/20 | 94986RQH7 |
| — | RSO | 33,812 | $34,584 | 2.2% | $1008.06 | — | 6% 12/01/18 | 76120WAA2 |
| — | RTI | 34,639 | $34,465 | 2.2% | $983.67 | — | 1.625% 10/15/19 | 74973WAB3 |
| — | PSEC | 32,449 | $34,354 | 2.2% | $1062.08 | — | 5.5% 08/15/16 | 74348TAD4 |
| — | MHO | 31,978 | $34,351 | 2.2% | $1039.62 | — | 3% 03/01/18 | 55292PAB1 |
| — | BSFT | 32,052 | $33,887 | 2.2% | $1034.50 | — | 1.5% 07/01/18 | 11133BAB8 |
| — | GBX | 23,505 | $33,665 | 2.2% | $1009.72 | — | 3.5% 04/01/18 | 393657AH4 |
| — | TSLA | 35,344 | $32,721 | 2.1% | $925.79 | — | 0.25% 03/01/19 | 88160RAB7 |
| — | BKCC | 30,550 | $32,062 | 2.1% | $1049.49 | — | 5.5% 02/15/18 | 092533AB4 |
| — | FOR | 28,942 | $31,106 | 2.0% | $1137.24 | — | 3.75% 03/01/20 | 346232AB7 |
| — | AAPL | 31,702 | $30,055 | 1.9% | $930.74 | — | 0% 01/24/20 | 38141GMG6 |
| — | RGLD | 27,894 | $29,395 | 1.9% | $992.55 | — | 2.875% 06/15/19 | 780287AA6 |
| — | AUXL | 21,841 | $28,965 | 1.9% | $1087.40 | — | 1.5% 07/15/18 | 05334DAA5 |
| — | SLXP | 16,922 | $28,701 | 1.8% | $1198.12 | — | 1.5% 03/15/19 | 795435AE6 |
| — | WNC | 20,184 | $28,387 | 1.8% | $1214.38 | — | 3.375% 05/01/18 | 929566AH0 |
| — | ARCP | 25,337 | $27,860 | 1.8% | $1035.10 | — | 3.75% 12/15/20 | 02917TAB0 |
| — | GTAT | 17,050 | $27,738 | 1.8% | $1236.19 | — | 3% 12/15/20 | 36191UAB2 |
| — | MTH | 24,843 | $26,428 | 1.7% | $1112.28 | — | 1.875% 09/15/32 | 59001AAR3 |
| — | BGCP | 23,463 | $25,192 | 1.6% | $1009.27 | — | 4.5% 07/15/16 | 05541TAD3 |
| — | KSU | 24,969 | $24,046 | 1.5% | $963.03 | — | 0% 02/16/21 | 38147QMF0 |
| — | ARI | 23,183 | $23,752 | 1.5% | $1024.54 | — | 5.5% 03/15/19 | 03762UAA3 |
| — | AUQ | 21,266 | $22,338 | 1.4% | $993.38 | — | 3.5% 10/01/16 | 666416AB8 |
| — | HOLX | 21,076 | $21,619 | 1.4% | $1035.55 | — | 2% 03/01/42 | 436440AC5 |
| — | PLAB | 18,162 | $20,254 | 1.3% | $1071.62 | — | 3.25% 04/01/16 | 719405AH5 |
| — | BXMT | 16,946 | $19,114 | 1.2% | $1127.94 | — | 5.25% 12/01/18 | 09257WAA8 |
| — | PSEC | 15,591 | $16,674 | 1.1% | $1052.79 | — | 5.375% 10/15/17 | 74348TAK8 |
| — | ARCP | 15,568 | $16,633 | 1.1% | $949.85 | — | 3% 08/01/18 | 02917TAA2 |
| — | ALR | 17,502 | $16,516 | 1.1% | $991.10 | — | 3% 05/15/16 | 01449JAA3 |
| — | ARCC | 12,835 | $13,950 | 0.9% | $1083.59 | — | 4.75% 01/15/18 | 04010LAJ2 |
| — | SNDK | 8,061 | $13,270 | 0.9% | $1293.76 | — | 1.5% 08/15/17 | 80004CAD3 |
| — | XXIA | 11,481 | $12,214 | 0.8% | $1302.84 | — | 3% 12/15/15 | 45071RAB5 |
| — | ONNN | 9,709 | $11,961 | 0.8% | $1108.90 | — | 2.625% 12/15/26 | 682189AH8 |
| — | ARCC | 10,986 | $11,758 | 0.8% | $1068.05 | — | 4.875% 03/15/17 | 04010LAG8 |
| — | STWD | 10,075 | $11,621 | 0.7% | $1064.70 | — | 4% 01/15/19 | 85571BAB1 |
| — | TTWO | 9,305 | $11,466 | 0.7% | $1003.75 | — | 1% 07/01/18 | 874054AD1 |
| — | MENT | 8,838 | $11,169 | 0.7% | $1179.39 | — | 4% 04/01/31 | 587200AK2 |
| — | NR | 8,467 | $10,986 | 0.7% | $1178.13 | — | 4% 10/01/17 | 651718AC2 |
| — | NUAN | 10,718 | $10,861 | 0.7% | $1021.27 | — | 2.75% 11/01/31 | 67020YAF7 |
| — | AAPL | 11,100 | $10,549 | 0.7% | $884.68 | — | 0% 01/24/20 | 94986RPJ4 |
| — | PDLI | 9,934 | $10,529 | 0.7% | $1059.90 | — | 4% 02/01/18 | 69329YAF1 |
| — | AIR | 10,172 | $10,488 | 0.7% | $984.62 | — | 2.25% 03/01/16 | 000361AM7 |
| — | ARCC | 8,826 | $9,627 | 0.6% | $1065.83 | — | 5.125% 06/01/16 | 04010LAD5 |
| — | SGY | 7,443 | $9,146 | 0.6% | $998.13 | — | 1.75% 03/01/17 | 861642AN6 |
| — | CMTL | 8,813 | $9,138 | 0.6% | $1023.50 | — | 3% 05/01/29 | 205826AF7 |
| — | NLY | 8,531 | $8,895 | 0.6% | $1029.71 | — | 5% 05/15/15 | 035710AB8 |
| — | LPNT | 8,221 | $8,844 | 0.6% | $1095.63 | — | 3.5% 05/15/14 | 53219LAH2 |
| — | UTHR | 4,400 | $8,759 | 0.6% | $1378.67 | — | 1% 09/15/16 | 91307CAF9 |
| — | HLX | 6,851 | $8,471 | 0.5% | $1231.87 | — | 3.25% 03/15/32 | 42330PAG2 |
| — | ACRE | 7,990 | $8,324 | 0.5% | $1041.80 | — | 7% 12/15/15 | 04013VAB4 |
| — | HTGC | 6,800 | $8,272 | 0.5% | $1091.24 | — | 6% 04/15/16 | 427096AB8 |
| — | ENS | 4,467 | $7,803 | 0.5% | $1261.90 | — | 3.375% 06/01/38 | 29275YAA0 |
| — | AIMC | 5,418 | $7,716 | 0.5% | $1194.40 | — | 2.75% 03/01/31 | 02208RAE6 |
| — | TFX | 4,309 | $7,668 | 0.5% | $1451.85 | — | 3.875% 08/01/17 | 879369AA4 |
| — | ATK | 4,085 | $7,624 | 0.5% | $1087.52 | — | 3% 08/15/24 | 018804AK0 |
| — | HOS | 6,653 | $7,594 | 0.5% | $1195.38 | — | 1.5% 09/01/19 | 440543AN6 |
| — | LUK | 6,966 | $7,527 | 0.5% | $1040.43 | — | 3.875% 11/01/29 | 472319AG7 |
| — | BRS | 5,417 | $6,755 | 0.4% | $1151.86 | — | 3% 06/15/38 | 110394AC7 |
| — | AMAG | 6,611 | $6,707 | 0.4% | $1014.52 | — | 2.5% 02/15/19 | 00163UAA4 |
| — | CBST | 2,536 | $6,506 | 0.4% | $1708.12 | — | 2.5% 11/01/17 | 229678AD9 |
| — | SWC | 4,729 | $6,204 | 0.4% | $1148.61 | — | 1.75% 10/15/32 | 86074QAL6 |
| — | LLTC | 5,095 | $6,149 | 0.4% | $1068.73 | — | 3% 05/01/27 | 535678AC0 |
| — | KCAP | 4,849 | $5,650 | 0.4% | $1247.51 | — | 8.75% 03/15/16 | 500233AB7 |
| — | GPI | 4,350 | $5,271 | 0.3% | $1162.52 | — | 2.25% 06/15/36 | 398905AE9 |
| — | AAPL | 5,464 | $5,193 | 0.3% | $884.67 | — | 0% 01/24/20 | 94986RQJ3 |
| — | WAC | 4,639 | $4,465 | 0.3% | $1034.75 | — | 4.5% 11/01/19 | 93317WAA0 |
| — | LRCX | 3,733 | $4,328 | 0.3% | $1049.34 | — | 0.5% 05/15/16 | 512807AJ7 |
| — | LRCX | 3,175 | $3,954 | 0.3% | $1071.87 | — | 1.25% 05/15/18 | 512807AL2 |
| — | ZINC | 2,800 | $3,665 | 0.2% | $1050.79 | — | 3.8% 07/01/17 | 440694AB3 |
| — | MOH | 2,836 | $3,559 | 0.2% | $1178.60 | — | 3.75% 10/01/14 | 60855RAA8 |
| — | CHK | 3,107 | $3,191 | 0.2% | $987.58 | — | 2.5% 05/15/37 | 165167BZ9 |
| — | GTLS | 2,176 | $2,927 | 0.2% | $1358.78 | — | 2% 08/01/18 | 16115QAC4 |
| — | PSEC | 2,474 | $2,629 | 0.2% | $1048.31 | — | 5.75% 03/15/18 | 74348TAL6 |
| — | EPAY | 1,991 | $2,612 | 0.2% | $1169.07 | — | 1.5% 12/01/17 | 101388AA4 |
| — | OCR | 2,324 | $2,503 | 0.2% | $1029.97 | — | 3.25% 12/15/35 | 681904AL2 |
| — | PSEC | 2,144 | $2,280 | 0.1% | $1063.43 | — | 5.875% 01/15/19 | 74348TAM4 |
| — | EQIX | 1,302 | $2,161 | 0.1% | $2012.58 | — | 3% 10/15/14 | 29444UAG1 |
| — | OUTR | 654 | $1,179 | 0.1% | $1436.04 | — | 4% 09/01/14 | 19259PAF9 |
| — | STLD | 844 | $925 | 0.1% | $1122.22 | — | 5.125% 06/15/14 | 858119AP5 |
| — | B | 617 | $837 | 0.1% | $1092.49 | — | 3.375% 03/15/27 | 067806AD1 |
| — | MDCO | 624 | $762 | 0.0% | $1504.69 | — | 1.375% 06/01/17 | 584688AC9 |
| — | GILD | 211 | $658 | 0.0% | $2172.50 | — | 1.625% 05/01/16 | 375558AP8 |
| — | DHI | 245 | $410 | 0.0% | $1884.44 | — | 2% 05/15/14 | 23331ABB4 |