Q3 2016 Holdings
Filed 2016-11-14 | 34 holdings | $613.7K | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Intel Corp | SDCV 12/1 | 458140AD2 | $46.1K | $33,422,000 | 7.5% |
| Priceline GRP Inc | NOTE 0.900% 9/1 | 741503AX4 | $43.1K | $40,169,000 | 7.0% |
| Illumina Inc | NOTE 6/1 | 452327AF6 | $32.4K | $31,274,000 | 5.3% |
| RED HAT Inc | NOTE 0.250%10/0 | 756577AD4 | $31.9K | $25,195,000 | 5.2% |
| Wellpoint Inc | NOTE 2.750%10/1 | 94973VBG1 | $30.7K | $17,540,000 | 5.0% |
| Newmont Mining Corp | NOTE 1.625% 7/1 | 651639AJ5 | $28.6K | $26,283,000 | 4.7% |
| Jefferies Group Inc New | DBCV 3.875%11/0 | 472319AG7 | $27.9K | $27,506,000 | 4.5% |
| Ares Cap Corp | NOTE 4.750% 1/1 | 04010LAJ2 | $27.3K | $26,484,000 | 4.5% |
| Xilinx Inc | NOTE 2.625% 6/1 | 983919AF8 | $26.6K | $14,137,000 | 4.3% |
| Old REP Intl Corp | NOTE 3.750% 3/1 | 680223AH7 | $25.0K | $20,789,000 | 4.1% |
| LAM Research Corp | NOTE 1.250% 5/1 | 512807AL2 | $24.9K | $15,647,000 | 4.1% |
| Macquarie Infrastructure COR | NOTE 2.875% 7/1 | 55608BAA3 | $24.1K | $20,546,000 | 3.9% |
| Wells Fargo & Co New(WFC) | PERP PFD CNV A | 949746804 | $21.3K | $16,357 | 3.5% |
| Spirit Rlty Cap Inc New | NOTE 2.875% 5/1 | 84860WAA0 | $19.5K | $17,691,000 | 3.2% |
| Alza Corp | SDCV 7/2 | 02261WAB5 | $19.1K | $11,780,000 | 3.1% |
| Prospect Capital Corporation | NOTE 4.750% 4/1 | 74348TAQ5 | $18.3K | $18,520,000 | 3.0% |
| Citrix SYS Inc | NOTE 0.500% 4/1 | 177376AD2 | $17.2K | $15,231,000 | 2.8% |
| Prospect Capital Corporation | NOTE 5.875% 1/1 | 74348TAM4 | $16.8K | $16,407,000 | 2.7% |
| RPM Intl Inc | NOTE 2.250%12/1 | 749685AT0 | $16.8K | $14,011,000 | 2.7% |
| Fidelity National Financial | NOTE 4.250% 8/1 | 31620RAE5 | $16.6K | $8,078,000 | 2.7% |
| Teva Pharmaceutical FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | $14.4K | $12,056,000 | 2.3% |
| Spirit Rlty Cap Inc New | NOTE 3.750% 5/1 | 84860WAB8 | $11.2K | $9,828,000 | 1.8% |
| Novellus SYS Inc | NOTE 2.625% 5/1 | 670008AD3 | $11.0K | $3,951,000 | 1.8% |
| Toronto Dominion BK ONT | NOTE 3.625% 9/1 | 891160MJ9 | $10.0K | 10,000,000 | 1.6% |
| Ares Cap Corp | NOTE 4.375% 1/1 | 04010LAM5 | $8.9K | $8,564,000 | 1.5% |
| Bank Amer Corp(BAC) | 7.25%CNV PFD L | 060505682 | $8.7K | 7,131 | 1.4% |
| Prospect Capital Corporation | NOTE 5.750% 3/1 | 74348TAL6 | $6.5K | $6,313,000 | 1.1% |
| Danaher Corp del | NOTE 1/2 | 235851AF9 | $6.5K | $2,167,000 | 1.1% |
| Airtran Hldgs Inc | NOTE 5.250%11/0 | 00949PAD0 | $5.0K | $1,820,000 | 0.8% |
| Toll Bros FIN Corp | NOTE 0.500% 9/1 | 88947EAM2 | $4.6K | $4,709,000 | 0.8% |
| Priceline GRP Inc | NOTE 0.350% 6/1 | 741503AS5 | $4.5K | $3,545,000 | 0.7% |
| Brocade Communications SYS I | NOTE 1.375% 1/0 | 111621AQ1 | $4.2K | $4,292,000 | 0.7% |
| ON Semiconductor Corp | NOTE 1.000%12/0 | 682189AK1 | $3.6K | $3,586,000 | 0.6% |
| Chesapeake Energy Corp | NOTE 2.500% 5/1 | 165167CA3 | $200 | $201,000 | 0.0% |