CIK: 0001533551 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 12, 2014
Total Value ($000): $1,614,016 (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CLNY | 70,034 | $69,756 | 4.3% | $1041.10 | — | 3.875% 01/15/21 | 19624RAB2 |
| — | TTMI | 65,605 | $64,302 | 4.0% | $1098.66 | — | 1.75% 12/15/20 | 87305RAD1 |
| — | VRNT | 49,606 | $54,208 | 3.4% | $1092.77 | — | 1.5% 06/01/21 | 92343XAA8 |
| — | INTC | 43,251 | $53,544 | 3.3% | $972.71 | — | 0% 06/05/20 | 94986RQF1 |
| — | ARI | 53,673 | $53,473 | 3.3% | $1041.00 | — | 5.5% 03/15/19 | 03762UAA3 |
| — | NHI | 52,628 | $52,207 | 3.2% | $1011.43 | — | 3.25% 04/01/21 | 63633DAE4 |
| — | IART | 46,803 | $50,489 | 3.1% | $1021.68 | — | 1.625% 12/15/16 | 457985AK5 |
| — | RWT | 47,170 | $47,656 | 3.0% | $1054.54 | — | 4.625% 04/15/18 | 758075AB1 |
| — | REGI | 45,708 | $47,365 | 2.9% | $1101.35 | — | 2.75% 06/15/19 | 75972AAA1 |
| — | MTH | 43,966 | $44,076 | 2.7% | $1086.47 | — | 1.875% 09/15/32 | 59001AAR3 |
| — | BXMT | 40,962 | $43,508 | 2.7% | $1110.69 | — | 5.25% 12/01/18 | 09257WAA8 |
| — | JCOM | 43,005 | $43,383 | 2.7% | $1017.04 | — | 3.25% 06/15/29 | 48123VAC6 |
| — | TITN | 53,668 | $41,942 | 2.6% | $909.32 | — | 3.75% 05/01/19 | 88830RAB7 |
| — | FOR | 39,021 | $40,794 | 2.5% | $1122.71 | — | 3.75% 03/01/20 | 346232AB7 |
| — | SRC | 41,380 | $40,333 | 2.5% | $1000.65 | — | 2.875% 05/15/19 | 84860WAA0 |
| — | PMT | 39,679 | $39,647 | 2.5% | $995.35 | — | 5.375% 05/01/20 | 70932AAB9 |
| — | RTI | 40,878 | $39,592 | 2.5% | $989.61 | — | 1.625% 10/15/19 | 74973WAB3 |
| — | GOOG | 38,989 | $38,252 | 2.4% | $968.21 | — | 0% 02/15/21 | 90270KAW9 |
| — | SLXP | 15,250 | $36,969 | 2.3% | $1198.12 | — | 1.5% 03/15/19 | 795435AE6 |
| — | MHO | 35,936 | $36,430 | 2.3% | $1042.92 | — | 3% 03/01/18 | 55292PAB1 |
| — | RSO | 36,013 | $36,298 | 2.2% | $1008.57 | — | 6% 12/01/18 | 76120WAA2 |
| — | AAPL | 31,022 | $35,392 | 2.2% | $930.74 | — | 0% 01/24/20 | 38141GMG6 |
| — | GBX | 16,064 | $32,853 | 2.0% | $1009.72 | — | 3.5% 04/01/18 | 393657AH4 |
| — | RYL | 35,174 | $32,388 | 2.0% | $919.90 | — | 0.25% 06/01/19 | 783764AS2 |
| — | BGCP | 25,495 | $27,174 | 1.7% | $1017.50 | — | 4.5% 07/15/16 | 05541TAD3 |
| — | KSU | 24,914 | $25,693 | 1.6% | $963.03 | — | 0% 02/16/21 | 38147QMF0 |
| — | BSFT | 25,998 | $25,575 | 1.6% | $1034.50 | — | 1.5% 07/01/18 | 11133BAB8 |
| — | TSLA | 26,081 | $24,911 | 1.5% | $933.22 | — | 0.25% 03/01/19 | 88160RAB7 |
| — | PSEC | 23,431 | $24,415 | 1.5% | $1062.08 | — | 5.5% 08/15/16 | 74348TAD4 |
| — | ACOR | 20,902 | $21,872 | 1.4% | $1046.41 | — | 1.75% 06/15/21 | 00484MAA4 |
| — | ARCC | 18,943 | $19,748 | 1.2% | $1075.96 | — | 4.75% 01/15/18 | 04010LAJ2 |
| — | WNC | 13,562 | $18,069 | 1.1% | $1214.38 | — | 3.375% 05/01/18 | 929566AH0 |
| — | MIC | 15,339 | $17,131 | 1.1% | $1116.83 | — | 2.875% 07/15/19 | 55608BAA3 |
| — | HOS | 15,840 | $15,555 | 1.0% | $1070.27 | — | 1.5% 09/01/19 | 440543AN6 |
| — | GOOG | 16,046 | $15,000 | 0.9% | $934.81 | — | 0% 02/19/21 | 38147QLX2 |
| — | PLAB | 13,185 | $14,125 | 0.9% | $1071.62 | — | 3.25% 04/01/16 | 719405AH5 |
| — | CBST | 11,587 | $13,198 | 0.8% | $1139.04 | — | 1.875% 09/01/20 | 229678AH0 |
| — | AAPL/WF | 10,864 | $12,241 | 0.8% | $884.68 | — | 0% 01/24/20 | 94986RPJ4 |
| — | UTHR | 4,400 | $11,860 | 0.7% | $1378.67 | — | 1% 09/15/16 | 91307CAF9 |
| — | ARCC | 11,241 | $11,743 | 0.7% | $1067.88 | — | 4.875% 03/15/17 | 04010LAG8 |
| — | ARCC | 11,020 | $11,410 | 0.7% | $1035.39 | — | 4.375% 01/15/19 | 04010LAM5 |
| — | JDSU | 10,717 | $10,767 | 0.7% | $1004.67 | — | 0.625% 08/15/33 | 46612JAF8 |
| — | NR | 7,772 | $10,458 | 0.6% | $1178.13 | — | 4% 10/01/17 | 651718AC2 |
| — | SNDK | 5,149 | $9,912 | 0.6% | $1293.76 | — | 1.5% 08/15/17 | 80004CAD3 |
| — | GTATQ | 8,595 | $9,820 | 0.6% | $1236.19 | — | 3% 12/15/20 | 36191UAB2 |
| — | FNSR | 10,430 | $9,685 | 0.6% | $928.57 | — | 0.5% 12/15/33 | 31787AAL5 |
| — | TTWO | 7,357 | $9,095 | 0.6% | $1003.75 | — | 1% 07/01/18 | 874054AD1 |
| — | ARCC | 8,533 | $9,052 | 0.6% | $1065.29 | — | 5.125% 06/01/16 | 04010LAD5 |
| — | AIR | 8,833 | $9,007 | 0.6% | $984.62 | — | 2.25% 03/01/16 | 000361AM7 |
| — | ARCP | 8,680 | $8,813 | 0.5% | $1035.10 | — | 3.75% 12/15/20 | 02917TAB0 |
| — | ACRE | 7,855 | $8,203 | 0.5% | $1041.80 | — | 7% 12/15/15 | 04013VAB4 |
| — | SNCR | 7,297 | $8,071 | 0.5% | $1106.07 | — | 0.75% 08/15/19 | 87157BAA1 |
| — | PSEC | 7,576 | $7,976 | 0.5% | $1052.79 | — | 5.375% 10/15/17 | 74348TAK8 |
| — | PRAA | 7,196 | $7,841 | 0.5% | $1195.06 | — | 3% 08/01/20 | 73640QAA3 |
| — | MENT | 5,480 | $6,449 | 0.4% | $1179.39 | — | 4% 04/01/31 | 587200AK2 |
| — | HTGC | 5,002 | $6,366 | 0.4% | $1091.24 | — | 6% 04/15/16 | 427096AB8 |
| — | SGY | 5,994 | $6,343 | 0.4% | $998.13 | — | 1.75% 03/01/17 | 861642AN6 |
| — | AAPL/WF | 5,446 | $6,136 | 0.4% | $884.67 | — | 0% 01/24/20 | 94986RQJ3 |
| — | CBST | 2,468 | $5,774 | 0.4% | $1708.12 | — | 2.5% 11/01/17 | 229678AD9 |
| — | PSEC | 5,515 | $5,728 | 0.4% | $1054.72 | — | 5.875% 01/15/19 | 74348TAM4 |
| — | KCAP | 4,850 | $5,683 | 0.4% | $1247.51 | — | 8.75% 03/15/16 | 500233AB7 |
| — | SWC | 4,348 | $5,581 | 0.3% | $1148.61 | — | 1.75% 10/15/32 | 86074QAL6 |
| — | BRS | 4,871 | $5,285 | 0.3% | $1151.86 | — | 3% 06/15/38 | 110394AC7 |
| — | ONNN | 4,532 | $5,122 | 0.3% | $1108.90 | — | 2.625% 12/15/26 | 682189AH8 |
| — | TFX | 2,842 | $4,915 | 0.3% | $1451.85 | — | 3.875% 08/01/17 | 879369AA4 |
| — | HLX | 3,961 | $4,635 | 0.3% | $1231.87 | — | 3.25% 03/15/32 | 42330PAG2 |
| — | ENS | 2,915 | $4,339 | 0.3% | $1261.90 | — | 3.375% 06/01/38 | 29275YAA0 |
| — | CODE | 2,389 | $4,183 | 0.3% | $1750.94 | — | 2% 09/01/20 | 84649PAL9 |
| — | TOL | 4,068 | $4,119 | 0.3% | $1012.54 | — | 0.5% 09/15/32 | 88947EAM2 |
| — | WAC | 4,419 | $3,805 | 0.2% | $1034.75 | — | 4.5% 11/01/19 | 93317WAA0 |
| — | LRCX | 2,654 | $3,585 | 0.2% | $1071.87 | — | 1.25% 05/15/18 | 512807AL2 |
| — | ECPG | 3,008 | $3,444 | 0.2% | $1144.95 | — | 3% 07/01/20 | 292554AF9 |
| — | CHK | 2,932 | $2,983 | 0.2% | $987.58 | — | 2.5% 05/15/37 | 165167BZ9 |
| — | ZINC | 2,138 | $2,759 | 0.2% | $1050.79 | — | 3.8% 07/01/17 | 440694AB3 |
| — | MOH | 2,321 | $2,747 | 0.2% | $1255.05 | — | 1.125% 01/15/20 | 60855RAC4 |
| — | PSEC | 2,419 | $2,491 | 0.2% | $1048.31 | — | 5.75% 03/15/18 | 74348TAL6 |
| — | GTLS | 2,107 | $2,447 | 0.2% | $1358.78 | — | 2% 08/01/18 | 16115QAC4 |
| — | ALR | 1,984 | $2,125 | 0.1% | $991.10 | — | 3% 05/15/16 | 01449JAA3 |
| — | PCLN | 1,350 | $1,509 | 0.1% | $1133.91 | — | 0.35% 06/15/20 | 741503AS5 |
| — | MDRX | 1,243 | $1,261 | 0.1% | $1014.48 | — | 1.25% 07/01/20 | 01988PAD0 |
| — | GILD | 198 | $925 | 0.1% | $2288.35 | — | 1.625% 05/01/16 | 375558AP8 |