Q2 2017 Holdings
Filed 2017-08-11 | 34 holdings | $370.0K | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Intel Corp | SDCV 12/1 | 458140AD2 | $25.1K | $19,183,000 | 6.8% |
| Anthem Inc | NOTE 2.750%10/1 | 94973VBG1 | $24.0K | $9,326,000 | 6.5% |
| Priceline GRP Inc | NOTE 0.900% 9/1 | 741503AX4 | $24.0K | $20,963,000 | 6.5% |
| Illumina Inc | NOTE 6/1 | 452327AF6 | $21.6K | $21,364,000 | 5.8% |
| Ares Cap Corp | NOTE 4.750% 1/1 | 04010LAJ2 | $20.1K | $19,868,000 | 5.4% |
| Jefferies Group Inc New | DBCV 3.875%11/0 | 472319AG7 | $19.8K | $19,687,000 | 5.3% |
| LAM Research Corp | NOTE 1.250% 5/1 | 512807AL2 | $18.7K | $8,014,000 | 5.1% |
| RED HAT Inc | NOTE 0.250%10/0 | 756577AD4 | $18.7K | $13,526,000 | 5.0% |
| Macquarie Infrastructure COR | NOTE 2.875% 7/1 | 55608BAA3 | $16.8K | $15,216,000 | 4.5% |
| Alza Corp | SDCV 7/2 | 02261WAB5 | $14.2K | $7,839,000 | 3.8% |
| Old REP Intl Corp | NOTE 3.750% 3/1 | 680223AH7 | $14.2K | $11,196,000 | 3.8% |
| Newmont Mining Corp | NOTE 1.625% 7/1 | 651639AJ5 | $13.6K | $13,567,000 | 3.7% |
| Prospect Capital Corporation | NOTE 5.875% 1/1 | 74348TAM4 | $11.1K | $10,791,000 | 3.0% |
| Fidelity National Financial | NOTE 4.250% 8/1 | 31620RAE5 | $11.1K | $4,400,000 | 3.0% |
| Novellus SYS Inc | NOTE 2.625% 5/1 | 670008AD3 | $10.8K | $2,583,000 | 2.9% |
| Spirit Rlty Cap Inc New | NOTE 2.875% 5/1 | 84860WAA0 | $10.7K | $10,844,000 | 2.9% |
| Toronto Dominion BK ONT | NOTE 3.625% 9/1 | 891160MJ9 | $10.4K | $10,470,000 | 2.8% |
| Prospect Capital Corporation | NOTE 4.750% 4/1 | 74348TAQ5 | $10.3K | $10,233,000 | 2.8% |
| RPM Intl Inc | NOTE 2.250%12/1 | 749685AT0 | $9.9K | $8,395,000 | 2.7% |
| American Rlty Cap Pptys Inc | NOTE 3.000% 8/0 | 02917TAA2 | $9.5K | $9,461,000 | 2.6% |
| Teva Pharmaceutical FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | $8.0K | $7,472,000 | 2.2% |
| Prospect Capital Corporation | NOTE 5.750% 3/1 | 74348TAL6 | $6.5K | $6,313,000 | 1.7% |
| Citrix SYS Inc | NOTE 0.500% 4/1 | 177376AD2 | $6.1K | $5,040,000 | 1.6% |
| Spirit Rlty Cap Inc New | NOTE 3.750% 5/1 | 84860WAB8 | $6.0K | $6,073,000 | 1.6% |
| Ares Cap Corp | NOTE 4.375% 1/1 | 04010LAM5 | $4.8K | $4,711,000 | 1.3% |
| American Rlty Cap Pptys Inc | NOTE 3.750%12/1 | 02917TAB0 | $4.5K | $4,364,000 | 1.2% |
| Macquarie Infrastructure COR | NOTE 2.000%10/0 | 55608BAB1 | $4.3K | $4,362,000 | 1.2% |
| Wells Fargo Co New(WFC) | PERP PFD CNV A | 949746804 | $4.3K | 3,299 | 1.2% |
| Priceline GRP Inc | NOTE 0.350% 6/1 | 741503AS5 | $4.1K | $2,770,000 | 1.1% |
| Bank Amer Corp(BAC) | 7.25%CNV PFD L | 060505682 | $2.9K | 2,287 | 0.8% |
| Danaher Corp del | NOTE 1/2 | 235851AF9 | $1.8K | $569,000 | 0.5% |
| Toll Bros FIN Corp | NOTE 0.500% 9/1 | 88947EAM2 | $984 | $986,000 | 0.3% |
| ON Semiconductor Corp | NOTE 1.000%12/0 | 682189AK1 | $845 | $814,000 | 0.2% |
| Brocade Communications SYS I | NOTE 1.375% 1/0 | 111621AQ1 | $339 | $334,000 | 0.1% |