CIK: 0001533551 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 11, 2015
Total Value ($000): $1,738,783 (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TTMI | 71,941 | $84,167 | 4.8% | $1099.21 | — | 1.75% 12/15/20 | 87305RAD1 |
| — | CLNY | 70,205 | $71,981 | 4.1% | $1040.83 | — | 3.875% 01/15/21 | 19624RAB2 |
| — | ARI | 63,064 | $63,648 | 3.7% | $1033.01 | — | 5.5% 03/15/19 | 03762UAA3 |
| — | BXMT | 57,681 | $60,441 | 3.5% | $1094.55 | — | 5.25% 12/01/18 | 09257WAA8 |
| — | REGI | 49,781 | $53,119 | 3.1% | $1086.42 | — | 2.75% 06/15/19 | 75972AAA1 |
| — | RWT | 49,504 | $47,945 | 2.8% | $1041.36 | — | 4.625% 04/15/18 | 758075AB1 |
| — | HOS | 57,705 | $47,459 | 2.7% | $894.54 | — | 1.5% 09/01/19 | 440543AN6 |
| — | IART | 38,330 | $46,809 | 2.7% | $1021.68 | — | 1.625% 12/15/16 | 457985AK5 |
| — | JCOM | 38,499 | $44,871 | 2.6% | $1018.38 | — | 3.25% 06/15/29 | 48123VAC6 |
| — | MTH | 41,356 | $44,192 | 2.5% | $1086.47 | — | 1.875% 09/15/32 | 59001AAR3 |
| — | ANIP | 37,284 | $42,692 | 2.5% | $1148.39 | — | 3% 12/01/19 | 00182CAA1 |
| — | SNDK | 43,379 | $42,301 | 2.4% | $1032.94 | — | 0.5% 10/15/20 | 80004CAF8 |
| — | FOR | 46,127 | $41,319 | 2.4% | $1087.11 | — | 3.75% 03/01/20 | 346232AB7 |
| — | PMT | 42,994 | $40,979 | 2.4% | $990.19 | — | 5.375% 05/01/20 | 70932AAB9 |
| — | INTC/WF | 36,341 | $40,197 | 2.3% | $972.71 | — | 0% 06/05/20 | 94986RQF1 |
| — | VRNT | 34,812 | $39,595 | 2.3% | $1092.77 | — | 1.5% 06/01/21 | 92343XAA8 |
| — | MHO | 37,858 | $37,998 | 2.2% | $1042.30 | — | 3% 03/01/18 | 55292PAB1 |
| — | AAPL/GS | 27,438 | $36,919 | 2.1% | $930.74 | — | 0% 01/24/20 | 38141GMG6 |
| — | IP/WF | 38,381 | $36,097 | 2.1% | $1017.69 | — | 0% 06/10/20 | 94986RQH7 |
| — | GOOG/UBS | 38,546 | $35,952 | 2.1% | $967.31 | — | 0% 02/15/21 | 90270KAW9 |
| — | EBS | 25,988 | $32,350 | 1.9% | $1160.76 | — | 2.875% 01/15/21 | 29089QAB1 |
| — | HLX | 32,098 | $30,745 | 1.8% | $1015.44 | — | 3.25% 03/15/32 | 42330PAG2 |
| — | TICC | 28,806 | $29,526 | 1.7% | $1057.63 | — | 7.5% 11/01/17 | 87244TAB5 |
| — | NHI | 29,357 | $29,210 | 1.7% | $1012.81 | — | 3.25% 04/01/21 | 63633DAE4 |
| — | BGCP | 26,476 | $28,283 | 1.6% | $1026.16 | — | 4.5% 07/15/16 | 05541TAD3 |
| — | AAWW | 27,944 | $27,398 | 1.6% | $980.46 | — | 2.25% 06/01/22 | 049164BH8 |
| — | PRAA | 23,480 | $27,214 | 1.6% | $1086.24 | — | 3% 08/01/20 | 73640QAB1 |
| — | RSO | 29,049 | $27,110 | 1.6% | $1008.21 | — | 6% 12/01/18 | 76120WAA2 |
| — | BSFT | 25,169 | $26,947 | 1.5% | $1034.50 | — | 1.5% 07/01/18 | 11133BAB8 |
| — | RSO | 27,221 | $26,325 | 1.5% | $971.13 | — | 8% 01/15/20 | 76120WAB0 |
| — | FNSR | 26,241 | $25,489 | 1.5% | $957.15 | — | 0.5% 12/15/33 | 31787AAM3 |
| — | RYL | 24,892 | $24,026 | 1.4% | $919.90 | — | 0.25% 06/01/19 | 783764AS2 |
| — | JAZZ | 19,065 | $22,292 | 1.3% | $1169.26 | — | 1.875% 08/15/21 | 472145AA9 |
| — | ECHO | 19,919 | $21,530 | 1.2% | $1080.88 | — | 2.5% 05/01/20 | 27875TAA9 |
| — | KSU/GS | 23,593 | $21,348 | 1.2% | $963.03 | — | 0% 02/16/21 | 38147QMF0 |
| — | HZNP | 15,200 | $21,122 | 1.2% | $1389.61 | — | 2.5% 03/15/22 | 44052TAA9 |
| — | ARCC | 18,332 | $19,146 | 1.1% | $1073.44 | — | 4.75% 01/15/18 | 04010LAJ2 |
| — | PSEC | 17,513 | $18,269 | 1.1% | $1062.08 | — | 5.5% 08/15/16 | 74348TAD4 |
| — | ECPG | 18,137 | $16,981 | 1.0% | $949.20 | — | 2.875% 03/15/21 | 292554AH5 |
| — | NR | 15,145 | $16,040 | 0.9% | $1110.79 | — | 4% 10/01/17 | 651718AC2 |
| — | KBH | 16,301 | $15,969 | 0.9% | $979.63 | — | 1.375% 02/01/19 | 48666KAS8 |
| — | GTLS | 15,943 | $15,609 | 0.9% | $1020.34 | — | 2% 08/01/18 | 16115QAC4 |
| — | PTX | 16,950 | $15,344 | 0.9% | $905.25 | — | 4.25% 04/01/21 | 71426VAH1 |
| — | CKH | 16,104 | $14,463 | 0.8% | $918.24 | — | 3% 11/15/28 | 81170YAB5 |
| — | AAPL/WF | 10,582 | $14,095 | 0.8% | $884.68 | — | 0% 01/24/20 | 94986RPJ4 |
| — | GOOG/GS | 15,071 | $13,622 | 0.8% | $934.81 | — | 0% 02/19/21 | 38147QLX2 |
| — | WNC | 10,639 | $13,425 | 0.8% | $1214.38 | — | 3.375% 05/01/18 | 929566AH0 |
| — | TOL | 12,015 | $12,532 | 0.7% | $1021.13 | — | 0.5% 09/15/32 | 88947EAM2 |
| — | GBX | 9,443 | $11,886 | 0.7% | $1009.72 | — | 3.5% 04/01/18 | 393657AH4 |
| — | PLAB | 9,838 | $11,154 | 0.6% | $1133.77 | — | 3.25% 04/01/19 | 719405AK8 |
| — | NMFC | 9,493 | $9,659 | 0.6% | $1017.49 | — | 5% 06/15/19 | 647551AB6 |
| — | AMRI | 6,850 | $9,617 | 0.6% | $1210.06 | — | 2.25% 11/15/18 | 012423AB5 |
| — | AKAM | 8,415 | $8,799 | 0.5% | $1079.37 | — | 0% 02/15/19 | 00971TAG6 |
| — | ARCC | 8,404 | $8,691 | 0.5% | $1064.56 | — | 5.125% 06/01/16 | 04010LAD5 |
| — | ARCC | 8,216 | $8,586 | 0.5% | $1067.88 | — | 4.875% 03/15/17 | 04010LAG8 |
| — | EZPW | 10,250 | $8,053 | 0.5% | $785.66 | — | 2.125% 06/15/19 | 302301AA4 |
| — | SPWR | 8,296 | $8,001 | 0.5% | $964.44 | — | 0.875% 06/01/21 | 867652AJ8 |
| — | AIR | 6,672 | $7,055 | 0.4% | $984.62 | — | 2.25% 03/01/16 | 000361AM7 |
| — | PSEC | 6,436 | $6,557 | 0.4% | $1050.78 | — | 5.375% 10/15/17 | 74348TAK8 |
| — | CSV | 5,290 | $6,352 | 0.4% | $1200.76 | — | 2.75% 03/15/21 | 143905AM9 |
| — | PSEC | 5,974 | $5,650 | 0.3% | $945.76 | — | 4.75% 04/15/20 | 74348TAQ5 |
| — | TFX | 2,448 | $5,439 | 0.3% | $1451.85 | — | 3.875% 08/01/17 | 879369AA4 |
| — | ACOR | 5,212 | $5,304 | 0.3% | $1017.65 | — | 1.75% 06/15/21 | 00484MAA4 |
| — | KCAP | 4,731 | $5,093 | 0.3% | $1247.51 | — | 8.75% 03/15/16 | 500233AB7 |
| — | SNCR | 4,443 | $4,991 | 0.3% | $1105.90 | — | 0.75% 08/15/19 | 87157BAA1 |
| — | ECPG | 4,583 | $4,970 | 0.3% | $1123.36 | — | 3% 07/01/20 | 292554AF9 |
| — | MENT | 3,484 | $4,747 | 0.3% | $1179.39 | — | 4% 04/01/31 | 587200AK2 |
| — | ON | 3,661 | $4,535 | 0.3% | $1108.90 | — | 2.625% 12/15/26 | 682189AH8 |
| — | PSEC | 4,403 | $4,517 | 0.3% | $1054.72 | — | 5.875% 01/15/19 | 74348TAM4 |
| — | TSLX | 4,240 | $4,228 | 0.2% | $997.17 | — | 4.5% 12/15/19 | 87265KAB8 |
| — | ARCC | 3,532 | $3,665 | 0.2% | $1035.39 | — | 4.375% 01/15/19 | 04010LAM5 |
| — | ENV | 3,309 | $3,222 | 0.2% | $1035.91 | — | 1.75% 12/15/19 | 29404KAA4 |
| — | HCI | 3,120 | $3,092 | 0.2% | $991.03 | — | 3.875% 03/15/19 | 40416EAB9 |
| — | AAPL/WF | 2,127 | $2,823 | 0.2% | $884.67 | — | 0% 01/24/20 | 94986RQJ3 |
| — | LRCX | 1,736 | $2,465 | 0.1% | $1071.87 | — | 1.25% 05/15/18 | 512807AL2 |
| — | NVDA | 1,510 | $1,738 | 0.1% | $1154.55 | — | 1% 12/01/18 | 67066GAC8 |
| — | MOH | 892 | $1,582 | 0.1% | $1255.05 | — | 1.125% 01/15/20 | 60855RAC4 |
| — | GPRE | 836 | $1,221 | 0.1% | $1358.26 | — | 3.25% 10/01/18 | 393222AD6 |