Q1 2017 Holdings
Filed 2017-05-12 | 64 holdings | $1.9M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Aaww | 2.25% 06/01/22 | 049164BH8 | $91.1K | $85,613 | 4.8% |
| Echo | 2.5% 05/01/20 | 27875TAA9 | $73.2K | $77,307 | 3.8% |
| PMT | 5.375% 05/01/20 | 70932AAB9 | $69.8K | $71,371 | 3.6% |
| Acet | 2% 11/01/20 | 004446AD2 | $66.0K | $71,832 | 3.4% |
| Ttmi | 1.75% 12/15/20 | 87305RAD1 | $65.4K | $37,093 | 3.4% |
| Anip | 3% 12/01/19 | 00182CAA1 | $64.5K | $60,815 | 3.4% |
| Ipxl | 2% 06/15/22 | 45256BAE1 | $60.4K | $74,353 | 3.2% |
| Sncr | 0.75% 08/15/19 | 87157BAA1 | $60.3K | $63,588 | 3.2% |
| Clns | 3.875% 01/15/21 | 19624RAB2 | $58.1K | $58,730 | 3.0% |
| ON | 1% 12/01/20 | 682189AK1 | $56.2K | $51,217 | 2.9% |
| ABR | 6.5% 10/01/19 | 038923AA6 | $55.2K | $52,621 | 2.9% |
| ARI | 5.5% 03/15/19 | 03762UAA3 | $53.9K | $48,896 | 2.8% |
| Hurn | 1.25% 10/01/19 | 447462AB8 | $53.1K | $56,991 | 2.8% |
| Lgih | 4.25% 11/15/19 | 50187TAB2 | $49.1K | $29,800 | 2.6% |
| Praa | 3% 08/01/20 | 73640QAB1 | $48.4K | $53,747 | 2.5% |
| Ecpg | 2.875% 03/15/21 | 292554AH5 | $48.0K | $54,672 | 2.5% |
| Jazz | 1.875% 08/15/21 | 472145AB7 | $46.1K | $43,100 | 2.4% |
| Camp | 1.625% 05/15/20 | 128126AB5 | $44.3K | $44,431 | 2.3% |
| MHO | 3% 03/01/18 | 55292PAB1 | $42.6K | $41,827 | 2.2% |
| Scmp | 3.25% 12/15/21 | 864909AA4 | $42.0K | $42,221 | 2.2% |
| Idti | 0.875% 11/15/22 | 458118AC0 | $41.0K | $40,843 | 2.1% |
| UBS | 0% 02/15/21 | 90270KAW9 | $40.6K | $35,798 | 2.1% |
| WFC | 0% 06/10/20 | 94986RQH7 | $38.3K | $38,927 | 2.0% |
| Regi | 2.75% 06/15/19 | 75972AAA1 | $37.7K | $37,611 | 2.0% |
| Nymt | 6.25% 01/15/22 | 649604AD7 | $37.6K | $38,214 | 2.0% |
| For | 3.75% 03/01/20 | 346232AB7 | $36.2K | $36,213 | 1.9% |
| GS | 0% 01/24/20 | 38141GMG6 | $33.1K | $21,613 | 1.7% |
| RWT | 4.625% 04/15/18 | 758075AB1 | $32.6K | $32,553 | 1.7% |
| Afsi | 2.75% 12/15/44 | 032359AG6 | $31.9K | $41,851 | 1.7% |
| Efii | 0.75% 09/01/19 | 286082AC6 | $30.1K | $27,690 | 1.6% |
| WFC | 0% 06/05/20 | 94986RQF1 | $27.4K | $21,790 | 1.4% |
| Vrnt | 1.5% 06/01/21 | 92343XAA8 | $26.9K | $27,154 | 1.4% |
| TRN | 4% 04/01/45 | 89643QAB4 | $24.0K | $29,650 | 1.3% |
| Ecpg | 3% 07/01/20 | 292554AF9 | $23.5K | $24,767 | 1.2% |
| RWT | 5.625% 11/15/19 | 749772AB5 | $22.1K | $21,478 | 1.2% |
| Rgen | 2.125% 06/01/21 | 759916AA7 | $21.9K | $17,121 | 1.1% |
| DY | 0.75% 09/15/21 | 267475AB7 | $20.9K | $17,840 | 1.1% |
| VSI | 2.25% 12/01/20 | 92849EAB7 | $20.8K | $24,416 | 1.1% |
| Fnsr | 0.5% 12/15/33 | 31787AAM3 | $20.3K | $18,052 | 1.1% |
| HZN | 2.75% 07/01/22 | 44052WAA2 | $19.7K | $21,608 | 1.0% |
| Mchp | 1.625% 02/15/27 | 595017AE4 | $17.7K | $17,380 | 0.9% |
| SFL | 5.75% 10/15/21 | G81075AF3 | $15.5K | $15,496 | 0.8% |
| GS | 0% 02/19/21 | 38147QLX2 | $14.8K | $12,963 | 0.8% |
| WFC | 0% 01/24/20 | 94986RPJ4 | $14.6K | $9,606 | 0.8% |
| EBS | 2.875% 01/15/21 | 29089QAB1 | $13.0K | $10,867 | 0.7% |
| Bxmt | 5.25% 12/01/18 | 09257WAA8 | $12.9K | $11,224 | 0.7% |
| HCI | 3.875% 03/15/19 | 40416EAB9 | $12.3K | $12,364 | 0.6% |
| KBH | 1.375% 02/01/19 | 48666KAS8 | $12.2K | $11,845 | 0.6% |
| Nmfc | 5% 06/15/19 | 647551AB6 | $12.0K | $11,652 | 0.6% |
| TOL | 0.5% 09/15/32 | 88947EAM2 | $8.9K | $8,940 | 0.5% |