Q2 2017 Holdings
Filed 2017-08-11 | 67 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 | $81.9K | $77,524 | 4.2% |
| Echo | 2.5% 05/01/20 | 27875TAA9 | $73.8K | $76,703 | 3.8% |
| PMT | 5.375% 05/01/20 | 70932AAB9 | $68.7K | $69,368 | 3.6% |
| Ttmi | 1.75% 12/15/20 | 87305RAD1 | $65.1K | $34,643 | 3.4% |
| Anip | 3% 12/01/19 | 00182CAA1 | $63.2K | $59,877 | 3.3% |
| Acet | 2% 11/01/20 | 004446AD2 | $61.4K | $66,438 | 3.2% |
| Ipxl | 2% 06/15/22 | 45256BAE1 | $59.9K | $69,955 | 3.1% |
| Clns | 3.875% 01/15/21 | 19624RAB2 | $56.4K | $55,330 | 2.9% |
| Lgih | 4.25% 11/15/19 | 50187TAB2 | $56.3K | $29,500 | 2.9% |
| Praa | 3% 08/01/20 | 73640QAB1 | $55.5K | $57,843 | 2.9% |
| Bxmt | 4.375% 05/05/22 | 09257WAB6 | $54.9K | $53,631 | 2.8% |
| Idti | 0.875% 11/15/22 | 458118AC0 | $51.6K | $48,593 | 2.7% |
| Hurn | 1.25% 10/01/19 | 447462AB8 | $50.2K | $52,130 | 2.6% |
| ABR | 6.5% 10/01/19 | 038923AA6 | $48.3K | $45,520 | 2.5% |
| Sncr | 0.75% 08/15/19 | 87157BAA1 | $46.6K | $49,940 | 2.4% |
| ON | 1% 12/01/20 | 682189AK1 | $46.1K | $44,261 | 2.4% |
| Ecpg | 2.875% 03/15/21 | 292554AH5 | $45.1K | $47,419 | 2.3% |
| Camp | 1.625% 05/15/20 | 128126AB5 | $44.5K | $43,482 | 2.3% |
| Nymt | 6.25% 01/15/22 | 649604AD7 | $44.3K | $43,769 | 2.3% |
| Jazz | 1.875% 08/15/21 | 472145AB7 | $42.9K | $39,100 | 2.2% |
| UBS | 0% 02/15/21 | 90270KAW9 | $42.8K | $35,291 | 2.2% |
| MHO | 3% 03/01/18 | 55292PAB1 | $41.2K | $39,855 | 2.1% |
| WFC | 0% 06/10/20 | 94986RQH7 | $40.9K | $39,617 | 2.1% |
| Psec | 4.95% 07/15/22 | 74348TAR3 | $40.7K | $40,689 | 2.1% |
| Scmp | 3.25% 12/15/21 | 864909AA4 | $40.4K | $41,221 | 2.1% |
| Apcor | 5.5% 03/15/19 | 03762UAA3 | $40.0K | $36,394 | 2.1% |
| Afsi | 2.75% 12/15/44 | 032359AG6 | $33.2K | $44,484 | 1.7% |
| GS | 0% 01/24/20 | 38141GMG6 | $32.2K | $21,083 | 1.7% |
| RWT | 4.625% 04/15/18 | 758075AB1 | $30.9K | $30,544 | 1.6% |
| Efii | 0.75% 09/01/19 | 286082AC6 | $29.8K | $27,645 | 1.5% |
| HZN | 2.75% 07/01/22 | 44052WAA2 | $29.4K | $30,929 | 1.5% |
| Regi | 2.75% 06/15/19 | 75972AAA1 | $29.2K | $26,535 | 1.5% |
| Bkcc | 5% 06/15/22 | 092533AC2 | $27.2K | $26,407 | 1.4% |
| WFC | 0% 06/05/20 | 94986RQF1 | $25.3K | $21,322 | 1.3% |
| Ecpg | 3% 07/01/20 | 292554AF9 | $24.4K | $22,775 | 1.3% |
| ON | 1.625% 10/15/23 | 682189AN5 | $23.5K | $23,430 | 1.2% |
| Trib | 4% 04/01/45 | 89643QAB4 | $22.9K | $28,050 | 1.2% |
| Vrnt | 1.5% 06/01/21 | 92343XAA8 | $21.2K | $21,487 | 1.1% |
| Fnsr | 0.5% 12/15/33 | 31787AAM3 | $19.7K | $17,668 | 1.0% |
| RWT | 5.625% 11/15/19 | 749772AB5 | $19.6K | $18,603 | 1.0% |
| VSI | 2.25% 12/01/20 | 92849EAB7 | $18.5K | $23,338 | 1.0% |
| GS | 0% 02/19/21 | 38147QLX2 | $15.2K | $12,306 | 0.8% |
| WFC | 0% 01/24/20 | 94986RPJ4 | $14.6K | $9,578 | 0.8% |
| Rgen | 2.125% 06/01/21 | 759916AA7 | $14.6K | $10,111 | 0.8% |
| EBS | 2.875% 01/15/21 | 29089QAB1 | $14.0K | $10,859 | 0.7% |
| KBH | 1.375% 02/01/19 | 48666KAS8 | $12.8K | $11,934 | 0.7% |
| HCI | 3.875% 03/15/19 | 40416EAB9 | $12.6K | $12,435 | 0.7% |
| DY | 0.75% 09/15/21 | 267475AB7 | $11.5K | $9,840 | 0.6% |
| Nmfc | 5% 06/15/19 | 647551AB6 | $11.4K | $10,967 | 0.6% |
| Pcrx | 2.375% 04/01/22 | 695127AC4 | $9.3K | $8,700 | 0.5% |