Q3 2017 Holdings
Filed 2017-11-13 | 62 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 | $91.8K | $75,748 | 4.9% |
| Anip | 3% 12/01/19 | 00182CAA1 | $63.5K | $58,241 | 3.4% |
| Bxmt | 4.375% 05/05/22 | 09257WAB6 | $60.4K | $59,713 | 3.2% |
| PMT | 5.375% 05/01/20 | 70932AAB9 | $57.8K | $58,158 | 3.1% |
| Ttmi | 1.75% 12/15/20 | 87305RAD1 | $57.5K | $33,945 | 3.1% |
| ARI | 4.75% 08/23/22 | 03762UAB1 | $57.2K | $56,150 | 3.1% |
| Praa | 3% 08/01/20 | 73640QAB1 | $55.4K | $59,966 | 3.0% |
| Ipxl | 2% 06/15/22 | 45256BAE1 | $54.3K | $60,050 | 2.9% |
| Idti | 0.875% 11/15/22 | 458118AC0 | $53.1K | $49,582 | 2.8% |
| Clns | 3.875% 01/15/21 | 19624RAB2 | $52.7K | $52,307 | 2.8% |
| Hasi | 4.125% 09/01/22 | 41068XAB6 | $49.1K | $47,325 | 2.6% |
| Echo | 2.5% 05/01/20 | 27875TAA9 | $44.8K | $46,356 | 2.4% |
| Acet | 2% 11/01/20 | 004446AD2 | $44.2K | $49,764 | 2.4% |
| UBS | 0% 02/15/21 | 90270KAW9 | $44.2K | $34,883 | 2.4% |
| Sncr | 0.75% 08/15/19 | 87157BAA1 | $44.2K | $51,600 | 2.4% |
| Nymt | 6.25% 01/15/22 | 649604AD7 | $42.2K | $42,189 | 2.3% |
| Camp | 1.625% 05/15/20 | 128126AB5 | $41.4K | $38,634 | 2.2% |
| Jazz | 1.875% 08/15/21 | 472145AB7 | $41.3K | $39,050 | 2.2% |
| WFC | 0% 06/10/20 | 94986RQH7 | $40.9K | $39,748 | 2.2% |
| Inva | 2.125% 01/15/23 | 88338TAB0 | $40.9K | $41,692 | 2.2% |
| Ecpg | 2.875% 03/15/21 | 292554AH5 | $40.4K | $40,448 | 2.2% |
| ON | 1.625% 10/15/23 | 682189AN5 | $40.3K | $34,530 | 2.2% |
| Bkcc | 5% 06/15/22 | 092533AC2 | $39.5K | $37,625 | 2.1% |
| TPC | 2.875% 06/15/21 | 901109AD0 | $39.2K | $33,480 | 2.1% |
| Lgih | 4.25% 11/15/19 | 50187TAB2 | $37.5K | $16,510 | 2.0% |
| ON | 1% 12/01/20 | 682189AK1 | $37.5K | $31,269 | 2.0% |
| Scmp | 3.25% 12/15/21 | 864909AA4 | $36.3K | $35,006 | 1.9% |
| Efii | 0.75% 09/01/19 | 286082AC6 | $34.5K | $33,096 | 1.8% |
| Afsi | 2.75% 12/15/44 | 032359AG6 | $34.2K | $46,179 | 1.8% |
| GS | 0% 01/24/20 | 38141GMG6 | $33.8K | $20,676 | 1.8% |
| HZN | 2.75% 07/01/22 | 44052WAA2 | $33.5K | $32,309 | 1.8% |
| MHO | 3% 03/01/18 | 55292PAB1 | $31.2K | $30,858 | 1.7% |
| WFC | 0% 06/05/20 | 94986RQF1 | $26.4K | $19,909 | 1.4% |
| ABR | 6.5% 10/01/19 | 038923AA6 | $26.3K | $24,470 | 1.4% |
| RWT | 4.75% 08/15/23 | 758075AC9 | $26.2K | $26,237 | 1.4% |
| Psec | 4.95% 07/15/22 | 74348TAR3 | $24.3K | $24,343 | 1.3% |
| Regi | 2.75% 06/15/19 | 75972AAA1 | $22.7K | $21,141 | 1.2% |
| Trib | 4% 04/01/45 | 89643QAB4 | $22.7K | $27,900 | 1.2% |
| Ecpg | 3% 07/01/20 | 292554AF9 | $18.0K | $15,673 | 1.0% |
| VSI | 2.25% 12/01/20 | 92849EAB7 | $17.1K | $23,014 | 0.9% |
| Hurn | 1.25% 10/01/19 | 447462AB8 | $16.9K | $17,996 | 0.9% |
| WMC | 6.75% 10/01/22 | 95790DAA3 | $16.1K | $16,000 | 0.9% |
| WFC | 0% 01/24/20 | 94986RPJ4 | $15.7K | $9,559 | 0.8% |
| GS | 0% 02/19/21 | 38147QLX2 | $15.4K | $12,064 | 0.8% |
| Veco | 2.7% 01/15/23 | 922417AD2 | $15.3K | $15,934 | 0.8% |
| EBS | 2.875% 01/15/21 | 29089QAB1 | $14.9K | $10,363 | 0.8% |
| Fnsr | 0.5% 12/15/33 | 31787AAM3 | $14.0K | $13,403 | 0.7% |
| HCI | 3.875% 03/15/19 | 40416EAB9 | $13.1K | $13,248 | 0.7% |
| KBH | 1.375% 02/01/19 | 48666KAS8 | $12.2K | $11,564 | 0.7% |
| Nmfc | 5% 06/15/19 | 647551AB6 | $12.1K | $11,655 | 0.6% |