CIK: 0001533551 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 11, 2014
Total Value ($000): $1,591,342 (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CLNY | 67,127 | $69,225 | 4.4% | $1043.05 | — | 3.875% 01/15/21 | 19624RAB2 |
| — | TTMI | 58,343 | $64,031 | 4.0% | $1113.41 | — | 1.75% 12/15/20 | 87305RAD1 |
| — | IART | 51,750 | $56,019 | 3.5% | $1021.68 | — | 1.625% 12/15/16 | 457985AK5 |
| — | ARI | 51,113 | $54,116 | 3.4% | $1043.24 | — | 5.5% 03/15/19 | 03762UAA3 |
| — | NHI | 51,446 | $52,057 | 3.3% | $1011.88 | — | 3.25% 04/01/21 | 63633DAE4 |
| — | TITN | 56,625 | $49,724 | 3.1% | $909.32 | — | 3.75% 05/01/19 | 88830RAB7 |
| — | INTC/WF | 43,891 | $48,478 | 3.0% | $972.71 | — | 0% 06/05/20 | 94986RQF1 |
| — | REGI | 41,395 | $45,871 | 2.9% | $1108.13 | — | 2.75% 06/15/19 | 75972AAA1 |
| — | RTI | 45,383 | $45,780 | 2.9% | $989.61 | — | 1.625% 10/15/19 | 74973WAB3 |
| — | RWT | 44,169 | $45,632 | 2.9% | $1057.55 | — | 4.625% 04/15/18 | 758075AB1 |
| — | MTH | 42,994 | $45,386 | 2.9% | $1088.37 | — | 1.875% 09/15/32 | 59001AAR3 |
| — | BXMT | 38,265 | $42,211 | 2.7% | $1114.11 | — | 5.25% 12/01/18 | 09257WAA8 |
| — | FOR | 37,586 | $40,851 | 2.6% | $1125.66 | — | 3.75% 03/01/20 | 346232AB7 |
| — | TSLA | 41,037 | $40,191 | 2.5% | $933.22 | — | 0.25% 03/01/19 | 88160RAB7 |
| — | SRC | 39,526 | $39,600 | 2.5% | $1001.87 | — | 2.875% 05/15/19 | 84860WAA0 |
| — | GOOG/UBS | 39,271 | $38,698 | 2.4% | $968.21 | — | 0% 02/15/21 | 90270KAW9 |
| — | IP/WF | 39,927 | $38,238 | 2.4% | $974.61 | — | 0% 06/10/20 | 94986RQH7 |
| — | RSO | 37,526 | $38,019 | 2.4% | $1008.57 | — | 6% 12/01/18 | 76120WAA2 |
| — | MHO | 34,676 | $37,992 | 2.4% | $1043.98 | — | 3% 03/01/18 | 55292PAB1 |
| — | PMT | 36,476 | $36,294 | 2.3% | $995.01 | — | 5.375% 05/01/20 | 70932AAB9 |
| — | RYL | 38,549 | $35,417 | 2.2% | $919.90 | — | 0.25% 06/01/19 | 783764AS2 |
| — | JCOM | 33,489 | $34,138 | 2.1% | $1019.38 | — | 3.25% 06/15/29 | 48123VAC6 |
| — | AAPL/GS | 31,473 | $33,268 | 2.1% | $930.74 | — | 0% 01/24/20 | 38141GMG6 |
| — | SLXP | 16,220 | $31,923 | 2.0% | $1198.12 | — | 1.5% 03/15/19 | 795435AE6 |
| — | BSFT | 28,545 | $29,027 | 1.8% | $1034.50 | — | 1.5% 07/01/18 | 11133BAB8 |
| — | GTAT | 16,604 | $29,015 | 1.8% | $1236.19 | — | 3% 12/15/20 | 36191UAB2 |
| — | GBX | 16,916 | $28,440 | 1.8% | $1009.72 | — | 3.5% 04/01/18 | 393657AH4 |
| — | PSEC | 24,068 | $25,031 | 1.6% | $1062.08 | — | 5.5% 08/15/16 | 74348TAD4 |
| — | KSU/GS | 24,815 | $24,783 | 1.6% | $963.03 | — | 0% 02/16/21 | 38147QMF0 |
| — | BGCP | 21,786 | $23,216 | 1.5% | $1009.27 | — | 4.5% 07/15/16 | 05541TAD3 |
| — | ARCC | 18,522 | $19,656 | 1.2% | $1076.72 | — | 4.75% 01/15/18 | 04010LAJ2 |
| — | WNC | 13,928 | $19,543 | 1.2% | $1214.38 | — | 3.375% 05/01/18 | 929566AH0 |
| — | PDLI | 15,503 | $17,828 | 1.1% | $1092.25 | — | 4% 02/01/18 | 69329YAF1 |
| — | ALR | 15,745 | $17,506 | 1.1% | $991.10 | — | 3% 05/15/16 | 01449JAA3 |
| — | ARCP | 16,693 | $17,413 | 1.1% | $1035.10 | — | 3.75% 12/15/20 | 02917TAB0 |
| — | PLAB | 15,209 | $16,454 | 1.0% | $1071.62 | — | 3.25% 04/01/16 | 719405AH5 |
| — | ARCC | 11,616 | $12,371 | 0.8% | $1067.88 | — | 4.875% 03/15/17 | 04010LAG8 |
| — | AAPL/WF | 11,100 | $11,839 | 0.7% | $884.68 | — | 0% 01/24/20 | 94986RPJ4 |
| — | SNDK | 5,412 | $11,010 | 0.7% | $1293.76 | — | 1.5% 08/15/17 | 80004CAD3 |
| — | NR | 8,015 | $10,735 | 0.7% | $1178.13 | — | 4% 10/01/17 | 651718AC2 |
| — | AIR | 10,093 | $10,617 | 0.7% | $984.62 | — | 2.25% 03/01/16 | 000361AM7 |
| — | ONNN | 8,593 | $10,081 | 0.6% | $1108.90 | — | 2.625% 12/15/26 | 682189AH8 |
| — | TTWO | 7,641 | $9,332 | 0.6% | $1003.75 | — | 1% 07/01/18 | 874054AD1 |
| — | PRAA | 7,331 | $8,761 | 0.6% | $1195.06 | — | 3% 08/01/20 | 73640QAA3 |
| — | UTHR | 4,400 | $8,308 | 0.5% | $1378.67 | — | 1% 09/15/16 | 91307CAF9 |
| — | ARCC | 7,625 | $8,183 | 0.5% | $1065.83 | — | 5.125% 06/01/16 | 04010LAD5 |
| — | ACRE | 7,961 | $8,140 | 0.5% | $1041.80 | — | 7% 12/15/15 | 04013VAB4 |
| — | HOS | 6,552 | $7,940 | 0.5% | $1195.38 | — | 1.5% 09/01/19 | 440543AN6 |
| — | SGY | 6,261 | $7,924 | 0.5% | $998.13 | — | 1.75% 03/01/17 | 861642AN6 |
| — | HTGC | 5,656 | $7,788 | 0.5% | $1091.24 | — | 6% 04/15/16 | 427096AB8 |
| — | AIMC | 5,085 | $7,341 | 0.5% | $1194.40 | — | 2.75% 03/01/31 | 02208RAE6 |
| — | MENT | 5,676 | $6,950 | 0.4% | $1179.39 | — | 4% 04/01/31 | 587200AK2 |
| — | HLX | 5,028 | $6,782 | 0.4% | $1231.87 | — | 3.25% 03/15/32 | 42330PAG2 |
| — | SWC | 4,572 | $6,652 | 0.4% | $1148.61 | — | 1.75% 10/15/32 | 86074QAL6 |
| — | BRS | 5,007 | $6,343 | 0.4% | $1151.86 | — | 3% 06/15/38 | 110394AC7 |
| — | CBST | 2,475 | $6,067 | 0.4% | $1708.12 | — | 2.5% 11/01/17 | 229678AD9 |
| — | GPI | 4,210 | $5,999 | 0.4% | $1162.52 | — | 2.25% 06/15/36 | 398905AE9 |
| — | HOLX | 5,384 | $5,885 | 0.4% | $1035.55 | — | 2% 03/01/42 | 436440AC5 |
| — | AAPL/WF | 5,448 | $5,819 | 0.4% | $884.67 | — | 0% 01/24/20 | 94986RQJ3 |
| — | PSEC | 5,554 | $5,807 | 0.4% | $1052.79 | — | 5.375% 10/15/17 | 74348TAK8 |
| — | KCAP | 4,842 | $5,623 | 0.4% | $1247.51 | — | 8.75% 03/15/16 | 500233AB7 |
| — | PSEC | 5,089 | $5,347 | 0.3% | $1056.06 | — | 5.875% 01/15/19 | 74348TAM4 |
| — | ENS | 2,955 | $5,092 | 0.3% | $1261.90 | — | 3.375% 06/01/38 | 29275YAA0 |
| — | TFX | 2,868 | $5,030 | 0.3% | $1451.85 | — | 3.875% 08/01/17 | 879369AA4 |
| — | MOH | 3,811 | $4,783 | 0.3% | $1255.05 | — | 1.125% 01/15/20 | 60855RAC4 |
| — | WAC | 4,561 | $4,222 | 0.3% | $1034.75 | — | 4.5% 11/01/19 | 93317WAA0 |
| — | LRCX | 2,982 | $4,074 | 0.3% | $1071.87 | — | 1.25% 05/15/18 | 512807AL2 |
| — | ARCP | 3,957 | $4,019 | 0.3% | $949.85 | — | 3% 08/01/18 | 02917TAA2 |
| — | CHK | 3,017 | $3,232 | 0.2% | $987.58 | — | 2.5% 05/15/37 | 165167BZ9 |
| — | ZINC | 2,315 | $3,167 | 0.2% | $1050.79 | — | 3.8% 07/01/17 | 440694AB3 |
| — | GTLS | 2,138 | $2,987 | 0.2% | $1358.78 | — | 2% 08/01/18 | 16115QAC4 |
| — | LRCX | 2,346 | $2,919 | 0.2% | $1049.34 | — | 0.5% 05/15/16 | 512807AJ7 |
| — | PSEC | 2,451 | $2,590 | 0.2% | $1048.31 | — | 5.75% 03/15/18 | 74348TAL6 |
| — | MOH | 1,781 | $2,550 | 0.2% | $1178.60 | — | 3.75% 10/01/14 | 60855RAA8 |
| — | OCR | 2,310 | $2,457 | 0.2% | $1029.97 | — | 3.25% 12/15/35 | 681904AL2 |
| — | EQIX | 1,114 | $2,110 | 0.1% | $2012.58 | — | 3% 10/15/14 | 29444UAG1 |
| — | EPAY | 1,378 | $1,626 | 0.1% | $1169.07 | — | 1.5% 12/01/17 | 101388AA4 |
| — | GILD | 229 | $835 | 0.1% | $2288.35 | — | 1.625% 05/01/16 | 375558AP8 |
| — | B | 386 | $521 | 0.0% | $1092.49 | — | 3.375% 03/15/27 | 067806AD1 |
| — | PCLN | 350 | $413 | 0.0% | $1180.00 | — | 0.35% 06/15/20 | 741503AS5 |