Q4 2016 Holdings
Filed 2017-02-13 | 71 holdings | $1.9M | 13F-HR | View on SEC ↗ · Holdings Table ↗
Sign in to see sub-manager breakdown
| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Aaww | 2.25% 06/01/22 | 049164BH8 | $84.7K | $83,226 | 4.4% |
| Clns | 3.875% 01/15/21 | 19624RAB2 | $79.7K | $79,454 | 4.1% |
| Echo | 2.5% 05/01/20 | 27875TAA9 | $75.4K | $76,553 | 3.9% |
| PMT | 5.375% 05/01/20 | 70932AAB9 | $70.1K | $72,630 | 3.6% |
| Ttmi | 1.75% 12/15/20 | 87305RAD1 | $69.9K | $45,770 | 3.6% |
| ON | 1% 12/01/20 | 682189AK1 | $69.1K | $67,106 | 3.6% |
| Anip | 3% 12/01/19 | 00182CAA1 | $68.5K | $59,455 | 3.5% |
| Praa | 3% 08/01/20 | 73640QAB1 | $67.6K | $71,443 | 3.5% |
| ARI | 5.5% 03/15/19 | 03762UAA3 | $67.2K | $64,048 | 3.5% |
| Camp | 1.625% 05/15/20 | 128126AB5 | $60.1K | $62,049 | 3.1% |
| For | 3.75% 03/01/20 | 346232AB7 | $58.6K | $58,586 | 3.0% |
| Acet | 2% 11/01/20 | 004446AD2 | $55.4K | $57,322 | 2.9% |
| Hurn | 1.25% 10/01/19 | 447462AB8 | $54.1K | $55,101 | 2.8% |
| Fnsr | 0.5% 12/15/33 | 31787AAM3 | $46.3K | $39,065 | 2.4% |
| Ipxl | 2% 06/15/22 | 45256BAE1 | $45.8K | $57,672 | 2.4% |
| Ecpg | 2.875% 03/15/21 | 292554AH5 | $45.0K | $51,251 | 2.3% |
| Idti | 0.875% 11/15/22 | 458118AC0 | $44.6K | $43,112 | 2.3% |
| MHO | 3% 03/01/18 | 55292PAB1 | $44.3K | $43,290 | 2.3% |
| Lgih | 4.25% 11/15/19 | 50187TAB2 | $42.6K | $29,800 | 2.2% |
| Jazz | 1.875% 08/15/21 | 472145AB7 | $40.2K | $41,700 | 2.1% |
| WF | 0% 06/10/20 | 94986RQH7 | $39.6K | $39,538 | 2.0% |
| UBS | 0% 02/15/21 | 90270KAW9 | $38.9K | $36,011 | 2.0% |
| Regi | 2.75% 06/15/19 | 75972AAA1 | $38.3K | $39,590 | 2.0% |
| RWT | 4.625% 04/15/18 | 758075AB1 | $38.3K | $38,324 | 2.0% |
| ABR | 6.5% 10/01/19 | 038923AA6 | $37.4K | $37,432 | 1.9% |
| Sncr | 0.75% 08/15/19 | 87157BAA1 | $35.6K | $33,765 | 1.8% |
| Scmp | 3.25% 12/15/21 | 864909AA4 | $35.3K | $33,000 | 1.8% |
| WF | 0% 06/05/20 | 94986RQF1 | $33.4K | $26,357 | 1.7% |
| Vrnt | 1.5% 06/01/21 | 92343XAA8 | $29.6K | $31,436 | 1.5% |
| Efii | 0.75% 09/01/19 | 286082AC6 | $29.5K | $27,711 | 1.5% |
| GS | 0% 01/24/20 | 38141GMG6 | $27.7K | $21,983 | 1.4% |
| RWT | 5.625% 11/15/19 | 749772AB5 | $27.0K | $26,697 | 1.4% |
| Ecpg | 3% 07/01/20 | 292554AF9 | $25.9K | $27,553 | 1.3% |
| Trib | 4% 04/01/45 | 89643QAB4 | $25.3K | $29,650 | 1.3% |
| Rgen | 2.125% 06/01/21 | 759916AA7 | $22.4K | $18,865 | 1.2% |
| Nmfc | 5% 06/15/19 | 647551AB6 | $22.3K | $21,761 | 1.2% |
| VSI | 2.25% 12/01/20 | 92849EAB7 | $21.1K | $22,776 | 1.1% |
| SFL | 5.75% 10/15/21 | G81075AF3 | $21.1K | $20,977 | 1.1% |
| DY | 0.75% 09/15/21 | 267475AB7 | $19.6K | $17,840 | 1.0% |
| Ticc | 7.5% 11/01/17 | 87244TAB5 | $15.8K | $15,546 | 0.8% |
| GS | 0% 02/19/21 | 38147QLX2 | $14.5K | $13,118 | 0.7% |
| EBS | 2.875% 01/15/21 | 29089QAB1 | $13.9K | $10,898 | 0.7% |
| Bxmt | 5.25% 12/01/18 | 09257WAA8 | $12.8K | $11,449 | 0.7% |
| WF | 0% 01/24/20 | 94986RPJ4 | $12.0K | $9,715 | 0.6% |
| HCI | 3.875% 03/15/19 | 40416EAB9 | $10.6K | $10,475 | 0.5% |
| NHI | 3.25% 04/01/21 | 63633DAE4 | $8.5K | $7,609 | 0.4% |
| MTH | 1.875% 09/15/32 | 59001AAR3 | $7.7K | $7,676 | 0.4% |
| Psec | 4.75% 04/15/20 | 74348TAQ5 | $7.2K | $7,347 | 0.4% |
| MIC | 2% 10/01/23 | 55608BAB1 | $7.2K | $7,109 | 0.4% |
| Bsft | 1.5% 07/01/18 | 11133BAB8 | $7.0K | $6,071 | 0.4% |