Q2 2016 Holdings
Filed 2016-08-09 | 33 holdings | $562.2K | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Intel Corp | SDCV 12/1 | 458140AD2 | $43.9K | $33,916,000 | 7.8% |
| Priceline GRP Inc | NOTE 0.900% 9/1 | 741503AX4 | $41.3K | $40,814,000 | 7.4% |
| Wellpoint Inc | NOTE 2.750%10/1 | 94973VBG1 | $32.4K | $17,816,000 | 5.8% |
| RED HAT Inc | NOTE 0.250%10/0 | 756577AD4 | $31.1K | $25,608,000 | 5.5% |
| Illumina Inc | NOTE 6/1 | 452327AF6 | $31.0K | $31,801,000 | 5.5% |
| Newmont Mining Corp | NOTE 1.625% 7/1 | 651639AJ5 | $29.9K | $26,759,000 | 5.3% |
| Jefferies Group Inc New | DBCV 3.875%11/0 | 472319AG7 | $28.2K | $27,864,000 | 5.0% |
| Old REP Intl Corp | NOTE 3.750% 3/1 | 680223AH7 | $27.1K | $21,182,000 | 4.8% |
| Macquarie Infrastructure COR | NOTE 2.875% 7/1 | 55608BAA3 | $23.8K | $20,839,000 | 4.2% |
| Xilinx Inc | NOTE 2.625% 6/1 | 983919AF8 | $23.1K | $14,366,000 | 4.1% |
| Ares Cap Corp | NOTE 4.750% 1/1 | 04010LAJ2 | $23.0K | $22,269,000 | 4.1% |
| Wells Fargo & Co New(WFC) | PERP PFD CNV A | 949746804 | $21.7K | 16,667 | 3.9% |
| Alza Corp | SDCV 7/2 | 02261WAB5 | $19.9K | $11,987,000 | 3.5% |
| Spirit Rlty Cap Inc New | NOTE 2.875% 5/1 | 84860WAA0 | $19.4K | $18,000,000 | 3.5% |
| Prospect Capital Corporation | NOTE 4.750% 4/1 | 74348TAQ5 | $17.7K | $18,738,000 | 3.2% |
| Citrix SYS Inc | NOTE 0.500% 4/1 | 177376AD2 | $17.2K | $15,463,000 | 3.1% |
| Fidelity National Financial | NOTE 4.250% 8/1 | 31620RAE5 | $16.8K | $8,212,000 | 3.0% |
| RPM Intl Inc | NOTE 2.250%12/1 | 749685AT0 | $16.6K | $14,280,000 | 2.9% |
| Prospect Capital Corporation | NOTE 5.875% 1/1 | 74348TAM4 | $16.5K | $16,719,000 | 2.9% |
| Teva Pharmaceutical FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | $12.4K | $9,863,000 | 2.2% |
| Spirit Rlty Cap Inc New | NOTE 3.750% 5/1 | 84860WAB8 | $11.2K | $10,000,000 | 2.0% |
| Bank Amer Corp(BAC) | 7.25%CNV PFD L | 060505682 | $8.7K | 7,351 | 1.6% |
| Danaher Corp del | NOTE 1/2 | 235851AF9 | $6.7K | $2,273,000 | 1.2% |
| Prospect Capital Corporation | NOTE 5.750% 3/1 | 74348TAL6 | $6.4K | $6,313,000 | 1.1% |
| Ares Cap Corp | NOTE 4.375% 1/1 | 04010LAM5 | $6.3K | $6,100,000 | 1.1% |
| Airtran Hldgs Inc | NOTE 5.250%11/0 | 00949PAD0 | $5.0K | $1,838,000 | 0.9% |
| Toll Bros FIN Corp | NOTE 0.500% 9/1 | 88947EAM2 | $4.8K | $4,905,000 | 0.9% |
| Yahoo Inc | NOTE 12/0 | 984332AF3 | $4.7K | $4,740,000 | 0.8% |
| Brocade Communications SYS I | NOTE 1.375% 1/0 | 111621AQ1 | $4.4K | $4,454,000 | 0.8% |
| Priceline GRP Inc | NOTE 0.350% 6/1 | 741503AS5 | $4.2K | $3,545,000 | 0.7% |
| ON Semiconductor Corp | NOTE 1.000%12/0 | 682189AK1 | $3.3K | $3,722,000 | 0.6% |
| CSX Corp | DBCV 10/3 | 126408GA5 | $1.9K | $680,000 | 0.3% |
| Chesapeake Energy Corp | NOTE 2.500% 5/1 | 165167CA3 | $1.6K | $1,744,000 | 0.3% |