Q1 2016 Holdings
Filed 2016-05-12 | 76 holdings | $1.7M | 13F-HR | View on SEC ↗ · Holdings Table ↗
Sign in to see sub-manager breakdown
| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Echo | 2.5% 05/01/20 | 27875TAA9 | $69.9K | $69,056 | 4.1% |
| Ttmi | 1.75% 12/15/20 | 87305RAD1 | $67.2K | $75,063 | 3.9% |
| Clny | 3.875% 01/15/21 | 19624RAB2 | $66.1K | $73,440 | 3.9% |
| Aaww | 2.25% 06/01/22 | 049164BH8 | $60.6K | $70,599 | 3.6% |
| ARI | 5.5% 03/15/19 | 03762UAA3 | $59.0K | $58,480 | 3.5% |
| Bxmt | 5.25% 12/01/18 | 09257WAA8 | $56.4K | $53,932 | 3.3% |
| Anip | 3% 12/01/19 | 00182CAA1 | $55.2K | $61,353 | 3.2% |
| PMT | 5.375% 05/01/20 | 70932AAB9 | $54.3K | $60,218 | 3.2% |
| Vrnt | 1.5% 06/01/21 | 92343XAA8 | $43.1K | $48,675 | 2.5% |
| MHO | 3% 03/01/18 | 55292PAB1 | $42.2K | $43,425 | 2.5% |
| RWT | 4.625% 04/15/18 | 758075AB1 | $41.6K | $44,395 | 2.4% |
| MTH | 1.875% 09/15/32 | 59001AAR3 | $40.2K | $40,387 | 2.4% |
| UBS | 0% 02/15/21 | 90270KAW9 | $40.2K | $37,735 | 2.4% |
| WF | 0% 06/05/20 | 94986RQF1 | $39.4K | $34,216 | 2.3% |
| Lgih | 4.25% 11/15/19 | 50187TAB2 | $38.0K | $30,125 | 2.2% |
| Regi | 2.75% 06/15/19 | 75972AAA1 | $36.2K | $41,416 | 2.1% |
| CKH | 3% 11/15/28 | 81170YAB5 | $36.2K | $46,688 | 2.1% |
| WF | 0% 06/10/20 | 94986RQH7 | $32.8K | $35,227 | 1.9% |
| For | 3.75% 03/01/20 | 346232AB7 | $32.6K | $37,581 | 1.9% |
| HOS | 1.5% 09/01/19 | 440543AN6 | $31.5K | $52,226 | 1.8% |
| RSO | 8% 01/15/20 | 76120WAB0 | $30.6K | $32,028 | 1.8% |
| Jazz | 1.875% 08/15/21 | 472145AB7 | $30.0K | $29,095 | 1.8% |
| GS | 0% 01/24/20 | 38141GMG6 | $28.9K | $24,098 | 1.7% |
| NHI | 3.25% 04/01/21 | 63633DAE4 | $28.3K | $27,485 | 1.7% |
| Efii | 0.75% 09/01/19 | 286082AC6 | $28.0K | $26,894 | 1.6% |
| Praa | 3% 08/01/20 | 73640QAB1 | $27.0K | $33,620 | 1.6% |
| RSO | 6% 12/01/18 | 76120WAA2 | $26.5K | $28,696 | 1.6% |
| RWT | 5.625% 11/15/19 | 749772AB5 | $25.9K | $28,429 | 1.5% |
| Bkcc | 5.5% 02/15/18 | 092533AB4 | $25.8K | $25,454 | 1.5% |
| Ticc | 7.5% 11/01/17 | 87244TAB5 | $25.1K | $25,724 | 1.5% |
| Fnsr | 0.5% 12/15/33 | 31787AAM3 | $24.9K | $25,426 | 1.5% |
| EBS | 2.875% 01/15/21 | 29089QAB1 | $24.8K | $19,005 | 1.5% |
| Sndk | 0.5% 10/15/20 | 80004CAF8 | $24.3K | $23,425 | 1.4% |
| Bsft | 1.5% 07/01/18 | 11133BAB8 | $23.9K | $21,017 | 1.4% |
| Sncr | 0.75% 08/15/19 | 87157BAA1 | $23.0K | $23,694 | 1.3% |
| HLX | 3.25% 03/15/32 | 42330PAG2 | $21.7K | $27,381 | 1.3% |
| CAA | 0.25% 06/01/19 | 783764AS2 | $20.9K | $23,465 | 1.2% |
| Jcom | 3.25% 06/15/29 | 48123VAC6 | $19.4K | $17,874 | 1.1% |
| Lnkd | 0.5% 11/01/19 | 53578AAB4 | $19.1K | $20,946 | 1.1% |
| TRN | 4% 04/01/45 | 89643QAB4 | $17.9K | $20,050 | 1.1% |
| Nmfc | 5% 06/15/19 | 647551AB6 | $17.4K | $17,898 | 1.0% |
| KBH | 1.375% 02/01/19 | 48666KAS8 | $16.4K | $17,695 | 1.0% |
| GS | 0% 02/19/21 | 38147QLX2 | $16.1K | $14,654 | 0.9% |
| Bgcp | 4.5% 07/15/16 | 05541TAD3 | $16.1K | $15,662 | 0.9% |
| Gtls | 2% 08/01/18 | 16115QAC4 | $14.3K | $16,053 | 0.8% |
| Arcc | 4.75% 01/15/18 | 04010LAJ2 | $13.9K | $13,783 | 0.8% |
| TOL | 0.5% 09/15/32 | 88947EAM2 | $13.8K | $14,201 | 0.8% |
| Icon | 1.5% 03/15/18 | 451055AF4 | $12.1K | $17,473 | 0.7% |
| WF | 0% 01/24/20 | 94986RPJ4 | $11.5K | $9,822 | 0.7% |
| Plab | 3.25% 04/01/19 | 719405AK8 | $10.8K | $9,121 | 0.6% |