Q2 2016 Holdings
Filed 2016-08-10 | 75 holdings | $1.8M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ttmi | 1.75% 12/15/20 | 87305RAD1 | $75.5K | $75,748 | 4.1% |
| Aaww | 2.25% 06/01/22 | 049164BH8 | $75.4K | $77,346 | 4.1% |
| Clny | 3.875% 01/15/21 | 19624RAB2 | $73.5K | $77,172 | 4.0% |
| Anip | 3% 12/01/19 | 00182CAA1 | $72.9K | $67,426 | 4.0% |
| ARI | 5.5% 03/15/19 | 03762UAA3 | $64.7K | $63,432 | 3.5% |
| Echo | 2.5% 05/01/20 | 27875TAA9 | $64.1K | $67,507 | 3.5% |
| PMT | 5.375% 05/01/20 | 70932AAB9 | $61.6K | $65,280 | 3.3% |
| Camp | 1.625% 05/15/20 | 128126AB5 | $58.5K | $62,698 | 3.2% |
| Bxmt | 5.25% 12/01/18 | 09257WAA8 | $54.5K | $51,248 | 3.0% |
| Rgen | 2.125% 06/01/21 | 759916AA7 | $52.0K | $48,041 | 2.8% |
| Lgih | 4.25% 11/15/19 | 50187TAB2 | $46.8K | $30,125 | 2.5% |
| MHO | 3% 03/01/18 | 55292PAB1 | $42.7K | $43,553 | 2.3% |
| RWT | 4.625% 04/15/18 | 758075AB1 | $42.3K | $42,854 | 2.3% |
| ON | 1% 12/01/20 | 682189AK1 | $41.3K | $45,901 | 2.2% |
| Vrnt | 1.5% 06/01/21 | 92343XAA8 | $40.9K | $44,714 | 2.2% |
| Sncr | 0.75% 08/15/19 | 87157BAA1 | $39.1K | $39,355 | 2.1% |
| UBS | 0% 02/15/21 | 90270KAW9 | $39.0K | $38,244 | 2.1% |
| WF | 0% 06/05/20 | 94986RQF1 | $38.6K | $33,072 | 2.1% |
| Regi | 2.75% 06/15/19 | 75972AAA1 | $37.6K | $41,464 | 2.0% |
| WF | 0% 06/10/20 | 94986RQH7 | $34.8K | $36,873 | 1.9% |
| RSO | 8% 01/15/20 | 76120WAB0 | $32.9K | $33,528 | 1.8% |
| Praa | 3% 08/01/20 | 73640QAB1 | $32.4K | $41,326 | 1.8% |
| Jazz | 1.875% 08/15/21 | 472145AB7 | $31.8K | $29,545 | 1.7% |
| CKH | 3% 11/15/28 | 81170YAB5 | $30.9K | $38,330 | 1.7% |
| Efii | 0.75% 09/01/19 | 286082AC6 | $30.3K | $28,241 | 1.6% |
| MTH | 1.875% 09/15/32 | 59001AAR3 | $29.8K | $29,823 | 1.6% |
| Idti | 0.875% 11/15/22 | 458118AB2 | $29.7K | $30,672 | 1.6% |
| For | 3.75% 03/01/20 | 346232AB7 | $28.8K | $31,292 | 1.6% |
| RSO | 6% 12/01/18 | 76120WAA2 | $28.3K | $29,200 | 1.5% |
| RWT | 5.625% 11/15/19 | 749772AB5 | $28.1K | $28,526 | 1.5% |
| NHI | 3.25% 04/01/21 | 63633DAE4 | $25.5K | $23,005 | 1.4% |
| GS | 0% 01/24/20 | 38141GMG6 | $25.1K | $23,316 | 1.4% |
| Fnsr | 0.5% 12/15/33 | 31787AAM3 | $23.0K | $23,795 | 1.2% |
| Bsft | 1.5% 07/01/18 | 11133BAB8 | $22.8K | $19,561 | 1.2% |
| Ticc | 7.5% 11/01/17 | 87244TAB5 | $21.7K | $21,716 | 1.2% |
| EBS | 2.875% 01/15/21 | 29089QAB1 | $21.5K | $18,890 | 1.2% |
| Brcd | 1.375% 01/01/20 | 111621AQ1 | $20.1K | $20,408 | 1.1% |
| Bkcc | 5.5% 02/15/18 | 092533AB4 | $19.5K | $19,058 | 1.1% |
| Nmfc | 5% 06/15/19 | 647551AB6 | $18.7K | $18,974 | 1.0% |
| Gtls | 2% 08/01/18 | 16115QAC4 | $18.2K | $19,409 | 1.0% |
| HOS | 1.5% 09/01/19 | 440543AN6 | $18.1K | $31,565 | 1.0% |
| Trib | 4% 04/01/45 | 89643QAB4 | $17.7K | $20,050 | 1.0% |
| CAA | 0.25% 06/01/19 | 783764AS2 | $17.2K | $18,584 | 0.9% |
| GS | 0% 02/19/21 | 38147QLX2 | $14.4K | $13,701 | 0.8% |
| Bgcp | 4.5% 07/15/16 | 05541TAD3 | $13.0K | $12,926 | 0.7% |
| Lnkd | 0.5% 11/01/19 | 53578AAB4 | $12.9K | $12,978 | 0.7% |
| HLX | 3.25% 03/15/32 | 42330PAG2 | $12.8K | $14,558 | 0.7% |
| Idcc | 1.5% 03/01/20 | 458660AD9 | $12.4K | $11,926 | 0.7% |
| Arcc | 4.75% 01/15/18 | 04010LAJ2 | $12.1K | $11,733 | 0.7% |
| Hurn | 1.25% 10/01/19 | 447462AB8 | $11.5K | $11,281 | 0.6% |