CIK: 0001533551 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 12, 2016
Total Value ($000): $1,703,298 (0.2% shares, 99.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ECHO | 69,056 | $69,876 | 4.1% | $951.08 | — | 2.5% 05/01/20 | 27875TAA9 |
| — | TTMI | 75,063 | $67,229 | 3.9% | $1071.55 | — | 1.75% 12/15/20 | 87305RAD1 |
| — | CLNY | 73,440 | $66,050 | 3.9% | $1030.80 | — | 3.875% 01/15/21 | 19624RAB2 |
| — | AAWW | 70,599 | $60,583 | 3.6% | $877.23 | — | 2.25% 06/01/22 | 049164BH8 |
| — | ARI | 58,480 | $58,992 | 3.5% | $1030.29 | — | 5.5% 03/15/19 | 03762UAA3 |
| — | BXMT | 53,932 | $56,426 | 3.3% | $1092.58 | — | 5.25% 12/01/18 | 09257WAA8 |
| — | ANIP | 61,353 | $55,180 | 3.2% | $1071.51 | — | 3% 12/01/19 | 00182CAA1 |
| — | PMT | 60,218 | $54,347 | 3.2% | $971.77 | — | 5.375% 05/01/20 | 70932AAB9 |
| — | VRNT | 48,675 | $43,108 | 2.5% | $1040.87 | — | 1.5% 06/01/21 | 92343XAA8 |
| — | MHO | 43,425 | $42,177 | 2.5% | $1034.45 | — | 3% 03/01/18 | 55292PAB1 |
| — | RWT | 44,395 | $41,565 | 2.4% | $1041.36 | — | 4.625% 04/15/18 | 758075AB1 |
| — | MTH | 40,387 | $40,236 | 2.4% | $1083.30 | — | 1.875% 09/15/32 | 59001AAR3 |
| — | UBS/GOOG | 37,735 | $40,218 | 2.4% | $967.31 | — | 0% 02/15/21 | 90270KAW9 |
| — | WF/INTC | 34,216 | $39,372 | 2.3% | $978.29 | — | 0% 06/05/20 | 94986RQF1 |
| — | LGIH | 30,125 | $37,995 | 2.2% | $1261.24 | — | 4.25% 11/15/19 | 50187TAB2 |
| — | REGI | 41,416 | $36,187 | 2.1% | $1086.42 | — | 2.75% 06/15/19 | 75972AAA1 |
| — | CKH | 46,688 | $36,183 | 2.1% | $837.00 | — | 3% 11/15/28 | 81170YAB5 |
| — | WF/IP | 35,227 | $32,779 | 1.9% | $1016.00 | — | 0% 06/10/20 | 94986RQH7 |
| — | FOR | 37,581 | $32,555 | 1.9% | $1087.11 | — | 3.75% 03/01/20 | 346232AB7 |
| — | HOS | 52,226 | $31,499 | 1.8% | $890.63 | — | 1.5% 09/01/19 | 440543AN6 |
| — | RSO | 32,028 | $30,607 | 1.8% | $967.94 | — | 8% 01/15/20 | 76120WAB0 |
| — | JAZZ | 29,095 | $30,041 | 1.8% | $1009.01 | — | 1.875% 08/15/21 | 472145AB7 |
| — | GS/AAPL | 24,098 | $28,917 | 1.7% | $930.74 | — | 0% 01/24/20 | 38141GMG6 |
| — | NHI | 27,485 | $28,344 | 1.7% | $1012.52 | — | 3.25% 04/01/21 | 63633DAE4 |
| — | EFII | 26,894 | $28,037 | 1.6% | $1027.70 | — | 0.75% 09/01/19 | 286082AC6 |
| — | PRAA | 33,620 | $26,959 | 1.6% | $956.37 | — | 3% 08/01/20 | 73640QAB1 |
| — | RSO | 28,696 | $26,472 | 1.6% | $1004.49 | — | 6% 12/01/18 | 76120WAA2 |
| — | RWT | 28,429 | $25,853 | 1.5% | $928.31 | — | 5.625% 11/15/19 | 749772AB5 |
| — | BKCC | 25,454 | $25,788 | 1.5% | $1031.87 | — | 5.5% 02/15/18 | 092533AB4 |
| — | TICC | 25,724 | $25,097 | 1.5% | $975.63 | — | 7.5% 11/01/17 | 87244TAB5 |
| — | FNSR | 25,426 | $24,854 | 1.5% | $947.62 | — | 0.5% 12/15/33 | 31787AAM3 |
| — | EBS | 19,005 | $24,766 | 1.5% | $1160.76 | — | 2.875% 01/15/21 | 29089QAB1 |
| — | SNDK | 23,425 | $24,318 | 1.4% | $1020.85 | — | 0.5% 10/15/20 | 80004CAF8 |
| — | BSFT | 21,017 | $23,854 | 1.4% | $1035.92 | — | 1.5% 07/01/18 | 11133BAB8 |
| — | SNCR | 23,694 | $22,954 | 1.3% | $1018.48 | — | 0.75% 08/15/19 | 87157BAA1 |
| — | HLX | 27,381 | $21,699 | 1.3% | $1015.44 | — | 3.25% 03/15/32 | 42330PAG2 |
| — | CAA | 23,465 | $20,884 | 1.2% | $920.17 | — | 0.25% 06/01/19 | 783764AS2 |
| — | JCOM | 17,874 | $19,393 | 1.1% | $1018.38 | — | 3.25% 06/15/29 | 48123VAC6 |
| — | LNKD | 20,946 | $19,074 | 1.1% | $1053.76 | — | 0.5% 11/01/19 | 53578AAB4 |
| — | TRN | 20,050 | $17,932 | 1.1% | $894.36 | — | 4% 04/01/45 | 89643QAB4 |
| — | NMFC | 17,898 | $17,406 | 1.0% | $1012.58 | — | 5% 06/15/19 | 647551AB6 |
| — | KBH | 17,695 | $16,412 | 1.0% | $968.40 | — | 1.375% 02/01/19 | 48666KAS8 |
| — | GS/GOOG | 14,654 | $16,099 | 0.9% | $937.67 | — | 0% 02/19/21 | 38147QLX2 |
| — | BGCP | 15,662 | $16,073 | 0.9% | $1026.16 | — | 4.5% 07/15/16 | 05541TAD3 |
| — | GTLS | 16,053 | $14,337 | 0.8% | $1002.81 | — | 2% 08/01/18 | 16115QAC4 |
| — | ARCC | 13,783 | $13,938 | 0.8% | $1073.44 | — | 4.75% 01/15/18 | 04010LAJ2 |
| — | TOL | 14,201 | $13,846 | 0.8% | $1012.04 | — | 0.5% 09/15/32 | 88947EAM2 |
| — | ICON | 17,473 | $12,056 | 0.7% | $537.40 | — | 1.5% 03/15/18 | 451055AF4 |
| — | WF/AAPL | 9,822 | $11,529 | 0.7% | $884.68 | — | 0% 01/24/20 | 94986RPJ4 |
| — | PLAB | 9,121 | $10,814 | 0.6% | $1133.77 | — | 3.25% 04/01/19 | 719405AK8 |
| — | NR | 12,118 | $10,550 | 0.6% | $1095.76 | — | 4% 10/01/17 | 651718AC2 |
| — | GS/KSU | 11,287 | $10,374 | 0.6% | $963.03 | — | 0% 02/16/21 | 38147QMF0 |
| — | HURN | 10,092 | $9,859 | 0.6% | $994.37 | — | 1.25% 10/01/19 | 447462AB8 |
| — | ECPG | 13,629 | $9,438 | 0.6% | $917.98 | — | 2.875% 03/15/21 | 292554AH5 |
| — | GBX | 8,738 | $9,328 | 0.5% | $1016.64 | — | 3.5% 04/01/18 | 393657AH4 |
| — | BRCD | 9,168 | $9,128 | 0.5% | $995.64 | — | 1.375% 01/01/20 | 111621AQ1 |
| — | SPWR | 9,392 | $7,326 | 0.4% | $921.48 | — | 0.875% 06/01/21 | 867652AJ8 |
| — | ARCC | 7,145 | $7,163 | 0.4% | $1064.56 | — | 5.125% 06/01/16 | 04010LAD5 |
| — | ARCC | 6,770 | $6,867 | 0.4% | $1067.88 | — | 4.875% 03/15/17 | 04010LAG8 |
| — | TCPC | 6,967 | $6,849 | 0.4% | $1015.78 | — | 5.25% 12/15/19 | 87238QAB9 |
| — | AKAM | 4,645 | $4,543 | 0.3% | $1060.89 | — | 0% 02/15/19 | 00971TAG6 |
| — | TSLX | 3,670 | $3,633 | 0.2% | $989.92 | — | 4.5% 12/15/19 | 87265KAB8 |
| — | ON | 3,311 | $3,580 | 0.2% | $1108.90 | — | 2.625% 12/15/26 | 682189AH8 |
| — | ECPG | 3,767 | $2,903 | 0.2% | $1123.36 | — | 3% 07/01/20 | 292554AF9 |
| — | HCI | 3,334 | $2,884 | 0.2% | $935.58 | — | 3.875% 03/15/19 | 40416EAB9 |
| — | ARCC | 2,347 | $2,368 | 0.1% | $1035.39 | — | 4.375% 01/15/19 | 04010LAM5 |
| — | WF/AAPL | 1,933 | $2,259 | 0.1% | $1168.65 | — | 0% 01/24/20 | 94986RQJ3 |
| — | ENV | 2,354 | $2,035 | 0.1% | $864.49 | — | 1.75% 12/15/19 | 29404KAA4 |
| — | PSEC | 2,148 | $1,892 | 0.1% | $904.09 | — | 4.75% 04/15/20 | 74348TAQ5 |
| — | CSV | 1,662 | $1,829 | 0.1% | $1200.76 | — | 2.75% 03/15/21 | 143905AM9 |
| — | PSEC | 1,894 | $1,772 | 0.1% | $1024.08 | — | 5.875% 01/15/19 | 74348TAM4 |
| — | MDSO | 1,600 | $1,631 | 0.1% | $1019.38 | — | 1% 08/01/18 | 58471AAB1 |
| — | YHOO | 1,627 | $1,616 | 0.1% | $979.94 | — | 0% 12/01/18 | 984332AF3 |
| — | PROSHARES TR | 36,311 | $1,053 | 0.1% | $29.00 | — | ULTRAPRO SHORT S | 74348A442 |
| — | PROSHARES TR | 54,217 | $1,002 | 0.1% | $18.48 | — | ULTRAPRO SH NW14 | 74348A418 |
| — | PROSHARES TR | 18,000 | $506 | 0.0% | $28.11 | — | ULTPRO SHT RUSS | 74348A335 |