CIK: 0001533551 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 10, 2016
Total Value ($000): $1,844,854 (0.2% shares, 99.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TTMI | 75,748 | $75,464 | 4.1% | $1071.55 | — | 1.75% 12/15/20 | 87305RAD1 |
| — | AAWW | 77,346 | $75,364 | 4.1% | $885.71 | — | 2.25% 06/01/22 | 049164BH8 |
| — | CLNY | 77,172 | $73,506 | 4.0% | $1027.01 | — | 3.875% 01/15/21 | 19624RAB2 |
| — | ANIP | 67,426 | $72,904 | 4.0% | $1072.39 | — | 3% 12/01/19 | 00182CAA1 |
| — | ARI | 63,432 | $64,701 | 3.5% | $1029.49 | — | 5.5% 03/15/19 | 03762UAA3 |
| — | ECHO | 67,507 | $64,089 | 3.5% | $951.08 | — | 2.5% 05/01/20 | 27875TAA9 |
| — | PMT | 65,280 | $61,567 | 3.3% | $969.54 | — | 5.375% 05/01/20 | 70932AAB9 |
| — | CAMP | 62,698 | $58,466 | 3.2% | $932.50 | — | 1.625% 05/15/20 | 128126AB5 |
| — | BXMT | 51,248 | $54,515 | 3.0% | $1092.58 | — | 5.25% 12/01/18 | 09257WAA8 |
| — | RGEN | 48,041 | $51,974 | 2.8% | $1081.87 | — | 2.125% 06/01/21 | 759916AA7 |
| — | LGIH | 30,125 | $46,844 | 2.5% | $1261.24 | — | 4.25% 11/15/19 | 50187TAB2 |
| — | MHO | 43,553 | $42,655 | 2.3% | $1034.45 | — | 3% 03/01/18 | 55292PAB1 |
| — | RWT | 42,854 | $42,345 | 2.3% | $1041.36 | — | 4.625% 04/15/18 | 758075AB1 |
| — | ON | 45,901 | $41,254 | 2.2% | $898.76 | — | 1% 12/01/20 | 682189AK1 |
| — | VRNT | 44,714 | $40,941 | 2.2% | $1040.87 | — | 1.5% 06/01/21 | 92343XAA8 |
| — | SNCR | 39,355 | $39,134 | 2.1% | $1008.89 | — | 0.75% 08/15/19 | 87157BAA1 |
| — | UBS/GOOG | 38,244 | $38,971 | 2.1% | $968.00 | — | 0% 02/15/21 | 90270KAW9 |
| — | WF/INTC | 33,072 | $38,641 | 2.1% | $978.29 | — | 0% 06/05/20 | 94986RQF1 |
| — | REGI | 41,464 | $37,577 | 2.0% | $1086.42 | — | 2.75% 06/15/19 | 75972AAA1 |
| — | WF/IP | 36,873 | $34,804 | 1.9% | $1012.78 | — | 0% 06/10/20 | 94986RQH7 |
| — | RSO | 33,528 | $32,878 | 1.8% | $968.50 | — | 8% 01/15/20 | 76120WAB0 |
| — | PRAA | 41,326 | $32,415 | 1.8% | $924.30 | — | 3% 08/01/20 | 73640QAB1 |
| — | JAZZ | 29,545 | $31,779 | 1.7% | $1010.02 | — | 1.875% 08/15/21 | 472145AB7 |
| — | CKH | 38,330 | $30,856 | 1.7% | $837.00 | — | 3% 11/15/28 | 81170YAB5 |
| — | EFII | 28,241 | $30,341 | 1.6% | $1029.93 | — | 0.75% 09/01/19 | 286082AC6 |
| — | MTH | 29,823 | $29,804 | 1.6% | $1083.30 | — | 1.875% 09/15/32 | 59001AAR3 |
| — | IDTI | 30,672 | $29,675 | 1.6% | $967.49 | — | 0.875% 11/15/22 | 458118AB2 |
| — | FOR | 31,292 | $28,847 | 1.6% | $1087.11 | — | 3.75% 03/01/20 | 346232AB7 |
| — | RSO | 29,200 | $28,324 | 1.5% | $1003.89 | — | 6% 12/01/18 | 76120WAA2 |
| — | RWT | 28,526 | $28,062 | 1.5% | $928.31 | — | 5.625% 11/15/19 | 749772AB5 |
| — | NHI | 23,005 | $25,507 | 1.4% | $1012.52 | — | 3.25% 04/01/21 | 63633DAE4 |
| — | GS/AAPL | 23,316 | $25,057 | 1.4% | $930.74 | — | 0% 01/24/20 | 38141GMG6 |
| — | FNSR | 23,795 | $23,007 | 1.2% | $947.62 | — | 0.5% 12/15/33 | 31787AAM3 |
| — | BSFT | 19,561 | $22,776 | 1.2% | $1035.92 | — | 1.5% 07/01/18 | 11133BAB8 |
| — | TICC | 21,716 | $21,730 | 1.2% | $975.63 | — | 7.5% 11/01/17 | 87244TAB5 |
| — | EBS | 18,890 | $21,476 | 1.2% | $1160.76 | — | 2.875% 01/15/21 | 29089QAB1 |
| — | BRCD | 20,408 | $20,127 | 1.1% | $990.46 | — | 1.375% 01/01/20 | 111621AQ1 |
| — | BKCC | 19,058 | $19,451 | 1.1% | $1031.87 | — | 5.5% 02/15/18 | 092533AB4 |
| — | NMFC | 18,974 | $18,713 | 1.0% | $1011.08 | — | 5% 06/15/19 | 647551AB6 |
| — | GTLS | 19,409 | $18,160 | 1.0% | $991.20 | — | 2% 08/01/18 | 16115QAC4 |
| — | HOS | 31,565 | $18,110 | 1.0% | $890.63 | — | 1.5% 09/01/19 | 440543AN6 |
| — | TRIB | 20,050 | $17,669 | 1.0% | $894.36 | — | 4% 04/01/45 | 89643QAB4 |
| — | CAA | 18,584 | $17,202 | 0.9% | $920.17 | — | 0.25% 06/01/19 | 783764AS2 |
| — | GS/GOOG | 13,701 | $14,446 | 0.8% | $937.67 | — | 0% 02/19/21 | 38147QLX2 |
| — | BGCP | 12,926 | $12,974 | 0.7% | $1026.16 | — | 4.5% 07/15/16 | 05541TAD3 |
| — | LNKD | 12,978 | $12,873 | 0.7% | $1053.76 | — | 0.5% 11/01/19 | 53578AAB4 |
| — | HLX | 14,558 | $12,829 | 0.7% | $1015.44 | — | 3.25% 03/15/32 | 42330PAG2 |
| — | IDCC | 11,926 | $12,396 | 0.7% | $1039.41 | — | 1.5% 03/01/20 | 458660AD9 |
| — | ARCC | 11,733 | $12,136 | 0.7% | $1073.44 | — | 4.75% 01/15/18 | 04010LAJ2 |
| — | HURN | 11,281 | $11,514 | 0.6% | $997.14 | — | 1.25% 10/01/19 | 447462AB8 |
| — | KBH | 10,876 | $10,441 | 0.6% | $968.40 | — | 1.375% 02/01/19 | 48666KAS8 |
| — | WF/AAPL | 9,775 | $10,412 | 0.6% | $884.68 | — | 0% 01/24/20 | 94986RPJ4 |
| — | GS/KSU | 10,790 | $10,037 | 0.5% | $963.03 | — | 0% 02/16/21 | 38147QMF0 |
| — | PLAB | 8,583 | $9,554 | 0.5% | $1133.77 | — | 3.25% 04/01/19 | 719405AK8 |
| — | ECPG | 13,012 | $9,255 | 0.5% | $917.98 | — | 2.875% 03/15/21 | 292554AH5 |
| — | ICON | 11,303 | $9,198 | 0.5% | $537.40 | — | 1.5% 03/15/18 | 451055AF4 |
| — | GBX | 8,472 | $9,044 | 0.5% | $1016.64 | — | 3.5% 04/01/18 | 393657AH4 |
| — | SPWR | 10,601 | $8,620 | 0.5% | $909.13 | — | 0.875% 06/01/21 | 867652AJ8 |
| — | HCI | 8,938 | $7,849 | 0.4% | $899.58 | — | 3.875% 03/15/19 | 40416EAB9 |
| — | TCPC | 6,158 | $6,354 | 0.3% | $1015.78 | — | 5.25% 12/15/19 | 87238QAB9 |
| — | NR | 6,074 | $5,634 | 0.3% | $1095.76 | — | 4% 10/01/17 | 651718AC2 |
| — | AKAM | 5,520 | $5,454 | 0.3% | $1049.34 | — | 0% 02/15/19 | 00971TAG6 |
| — | ARCC | 4,715 | $4,803 | 0.3% | $1067.88 | — | 4.875% 03/15/17 | 04010LAG8 |
| — | TOL | 3,250 | $3,197 | 0.2% | $1012.04 | — | 0.5% 09/15/32 | 88947EAM2 |
| — | ECPG | 4,058 | $3,137 | 0.2% | $1098.24 | — | 3% 07/01/20 | 292554AF9 |
| — | ENV | 2,326 | $2,099 | 0.1% | $864.49 | — | 1.75% 12/15/19 | 29404KAA4 |
| — | TSLX | 1,921 | $1,962 | 0.1% | $989.92 | — | 4.5% 12/15/19 | 87265KAB8 |
| — | WF/AAPL | 1,840 | $1,951 | 0.1% | $1168.65 | — | 0% 01/24/20 | 94986RQJ3 |
| — | MDSO | 1,747 | $1,902 | 0.1% | $1025.21 | — | 1% 08/01/18 | 58471AAB1 |
| — | YHOO | 1,627 | $1,623 | 0.1% | $979.94 | — | 0% 12/01/18 | 984332AF3 |
| — | ARCC | 1,374 | $1,427 | 0.1% | $1035.39 | — | 4.375% 01/15/19 | 04010LAM5 |
| — | PROSHARES TR | 57,000 | $1,350 | 0.1% | $25.08 | — | ULTPRO SHT RUSS | 74348A335 |
| — | CSV | 1,037 | $1,223 | 0.1% | $1200.76 | — | 2.75% 03/15/21 | 143905AM9 |
| — | PROSHARES TR | 36,311 | $953 | 0.1% | $29.00 | — | ULTRAPRO SHORT S | 74348A442 |
| — | PROSHARES TR | 28,417 | $525 | 0.0% | $18.48 | — | ULTRAPRO SH NW14 | 74348A418 |