Q3 2016 Holdings
Filed 2016-11-10 | 71 holdings | $1.9M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ttmi | 1.75% 12/15/20 | 87305RAD1 | $88.8K | $66,910 | 4.7% |
| Aaww | 2.25% 06/01/22 | 049164BH8 | $78.0K | $80,002 | 4.1% |
| Clny | 3.875% 01/15/21 | 19624RAB2 | $75.2K | $76,578 | 4.0% |
| Anip | 3% 12/01/19 | 00182CAA1 | $74.9K | $60,665 | 3.9% |
| ARI | 5.5% 03/15/19 | 03762UAA3 | $66.2K | $63,943 | 3.5% |
| Echo | 2.5% 05/01/20 | 27875TAA9 | $64.3K | $67,917 | 3.4% |
| ON | 1% 12/01/20 | 682189AK1 | $64.0K | $62,820 | 3.4% |
| Camp | 1.625% 05/15/20 | 128126AB5 | $63.8K | $67,630 | 3.4% |
| PMT | 5.375% 05/01/20 | 70932AAB9 | $63.0K | $65,346 | 3.3% |
| Praa | 3% 08/01/20 | 73640QAB1 | $58.4K | $64,625 | 3.1% |
| For | 3.75% 03/01/20 | 346232AB7 | $54.0K | $56,747 | 2.8% |
| Lgih | 4.25% 11/15/19 | 50187TAB2 | $52.2K | $29,650 | 2.8% |
| Fnsr | 0.5% 12/15/33 | 31787AAM3 | $48.4K | $40,866 | 2.5% |
| Ipxl | 2% 06/15/22 | 45256BAE1 | $45.6K | $51,687 | 2.4% |
| Vrnt | 1.5% 06/01/21 | 92343XAA8 | $44.7K | $46,916 | 2.4% |
| MHO | 3% 03/01/18 | 55292PAB1 | $44.5K | $43,676 | 2.3% |
| Sncr | 0.75% 08/15/19 | 87157BAA1 | $42.3K | $39,910 | 2.2% |
| Bxmt | 5.25% 12/01/18 | 09257WAA8 | $41.5K | $37,810 | 2.2% |
| RWT | 4.625% 04/15/18 | 758075AB1 | $40.5K | $40,330 | 2.1% |
| UBS | 0% 02/15/21 | 90270KAW9 | $40.2K | $36,675 | 2.1% |
| WFC | 0% 06/10/20 | 94986RQH7 | $38.2K | $39,456 | 2.0% |
| Regi | 2.75% 06/15/19 | 75972AAA1 | $36.9K | $40,024 | 1.9% |
| WFC | 0% 06/05/20 | 94986RQF1 | $35.4K | $26,951 | 1.9% |
| Rgen | 2.125% 06/01/21 | 759916AA7 | $34.9K | $30,506 | 1.8% |
| RSO | 8% 01/15/20 | 76120WAB0 | $34.2K | $34,290 | 1.8% |
| RSO | 6% 12/01/18 | 76120WAA2 | $32.7K | $33,232 | 1.7% |
| Jazz | 1.875% 08/15/21 | 472145AB7 | $32.2K | $31,650 | 1.7% |
| Efii | 0.75% 09/01/19 | 286082AC6 | $30.8K | $27,769 | 1.6% |
| MTH | 1.875% 09/15/32 | 59001AAR3 | $30.3K | $30,288 | 1.6% |
| GS | 0% 01/24/20 | 38141GMG6 | $27.3K | $22,454 | 1.4% |
| RWT | 5.625% 11/15/19 | 749772AB5 | $26.5K | $26,080 | 1.4% |
| Brcd | 1.375% 01/01/20 | 111621AQ1 | $24.8K | $25,004 | 1.3% |
| Nmfc | 5% 06/15/19 | 647551AB6 | $24.4K | $23,838 | 1.3% |
| Ecpg | 2.875% 03/15/21 | 292554AH5 | $24.3K | $31,755 | 1.3% |
| NHI | 3.25% 04/01/21 | 63633DAE4 | $23.5K | $20,547 | 1.2% |
| Bsft | 1.5% 07/01/18 | 11133BAB8 | $21.6K | $17,565 | 1.1% |
| Trib | 4% 04/01/45 | 89643QAB4 | $18.5K | $19,650 | 1.0% |
| CAA | 0.25% 06/01/19 | 783764AS2 | $17.8K | $19,061 | 0.9% |
| Bkcc | 5.5% 02/15/18 | 092533AB4 | $17.5K | $17,011 | 0.9% |
| Ticc | 7.5% 11/01/17 | 87244TAB5 | $16.6K | $16,364 | 0.9% |
| GS | 0% 02/19/21 | 38147QLX2 | $15.1K | $13,412 | 0.8% |
| EBS | 2.875% 01/15/21 | 29089QAB1 | $13.6K | $11,034 | 0.7% |
| Psec | 4.75% 04/15/20 | 74348TAQ5 | $13.0K | $13,135 | 0.7% |
| Lnkd | 0.5% 11/01/19 | 53578AAB4 | $12.6K | $12,674 | 0.7% |
| WFC | 0% 01/24/20 | 94986RPJ4 | $11.7K | $9,741 | 0.6% |
| KBH | 1.375% 02/01/19 | 48666KAS8 | $11.4K | $11,634 | 0.6% |
| GS | 0% 02/16/21 | 38147QMF0 | $11.3K | $11,997 | 0.6% |
| Gtls | 2% 08/01/18 | 16115QAC4 | $11.0K | $11,236 | 0.6% |
| DY | 0.75% 09/15/21 | 267475AB7 | $10.3K | $9,440 | 0.5% |
| Plab | 3.25% 04/01/19 | 719405AK8 | $9.9K | $8,232 | 0.5% |