Q4 2017 Holdings
Filed 2018-02-09 | 59 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 | $78.5K | $68,155 | 4.1% |
| ARI | 4.75% 08/23/22 | 03762UAB1 | $73.4K | $72,122 | 3.9% |
| Anip | 3% 12/01/19 | 00182CAA1 | $64.6K | $56,030 | 3.4% |
| Inva | 2.125% 01/15/23 | 88338TAB0 | $64.2K | $64,560 | 3.4% |
| PMT | 5.375% 05/01/20 | 70932AAB9 | $56.6K | $57,200 | 3.0% |
| Hasi | 4.125% 09/01/22 | 41068XAB6 | $56.2K | $54,474 | 3.0% |
| Ttmi | 1.75% 12/15/20 | 87305RAD1 | $55.1K | $32,086 | 2.9% |
| Bxmt | 4.375% 05/05/22 | 09257WAB6 | $55.0K | $53,984 | 2.9% |
| Lgih | 4.25% 11/15/19 | 50187TAB2 | $53.1K | $15,200 | 2.8% |
| Clns | 3.875% 01/15/21 | 19624RAB2 | $52.3K | $52,369 | 2.8% |
| Praa | 3% 08/01/20 | 73640QAB1 | $52.0K | $54,143 | 2.7% |
| Idti | 0.875% 11/15/22 | 458118AC0 | $50.6K | $45,215 | 2.7% |
| Nymt | 6.25% 01/15/22 | 649604AD7 | $50.0K | $48,884 | 2.6% |
| UBS | 0% 02/15/21 | 90270KAW9 | $46.9K | $34,323 | 2.5% |
| Acet | 2% 11/01/20 | 004446AD2 | $43.9K | $48,528 | 2.3% |
| Hawk | 1.5% 01/15/22 | 09238EAB0 | $43.7K | $42,855 | 2.3% |
| Ecpg | 2.875% 03/15/21 | 292554AH5 | $42.5K | $43,389 | 2.2% |
| Scmp | 3.25% 12/15/21 | 864909AB2 | $41.7K | $34,286 | 2.2% |
| Sncr | 0.75% 08/15/19 | 87157BAA1 | $40.8K | $45,265 | 2.1% |
| WFC | 0% 06/10/20 | 94986RQH7 | $40.1K | $39,035 | 2.1% |
| ON | 1% 12/01/20 | 682189AK1 | $38.2K | $29,824 | 2.0% |
| ON | 1.625% 10/15/23 | 682189AN5 | $37.8K | $30,530 | 2.0% |
| GS | 0% 01/24/20 | 38141GMG6 | $37.6K | $20,751 | 2.0% |
| TPC | 2.875% 06/15/21 | 901109AD0 | $36.9K | $33,355 | 1.9% |
| RWT | 4.75% 08/15/23 | 758075AC9 | $36.6K | $37,816 | 1.9% |
| Fnsr | 0.5% 12/15/36 | 31787AAP6 | $36.2K | $38,845 | 1.9% |
| Afsi | 2.75% 12/15/44 | 032359AG6 | $36.0K | $49,687 | 1.9% |
| Echo | 2.5% 05/01/20 | 27875TAA9 | $35.6K | $34,293 | 1.9% |
| WMC | 6.75% 10/01/22 | 95790DAA3 | $34.8K | $35,110 | 1.8% |
| ABR | 5.375% 11/15/20 | 038923AB4 | $34.4K | $33,789 | 1.8% |
| Camp | 1.625% 05/15/20 | 128126AB5 | $33.6K | $31,637 | 1.8% |
| MHO | 3% 03/01/18 | 55292PAB1 | $33.2K | $30,296 | 1.7% |
| HZN | 2.75% 07/01/22 | 44052WAA2 | $32.5K | $34,532 | 1.7% |
| Efii | 0.75% 09/01/19 | 286082AC6 | $32.1K | $33,200 | 1.7% |
| WFC | 0% 06/05/20 | 94986RQF1 | $31.4K | $19,510 | 1.7% |
| Iphi | 0.75% 09/01/21 | 45772FAC1 | $27.6K | $27,745 | 1.5% |
| Jazz | 1.5% 08/15/24 | 472145AC5 | $24.9K | $26,250 | 1.3% |
| Tivo | 0.5% 03/01/20 | 779376AD4 | $23.5K | $24,837 | 1.2% |
| Bkcc | 5% 06/15/22 | 092533AC2 | $22.9K | $21,985 | 1.2% |
| Trib | 4% 04/01/45 | 89643QAB4 | $22.4K | $27,800 | 1.2% |
| Ipxl | 2% 06/15/22 | 45256BAE1 | $19.5K | $19,973 | 1.0% |
| Hurn | 1.25% 10/01/19 | 447462AB8 | $16.3K | $17,442 | 0.9% |
| HCI | 3.875% 03/15/19 | 40416EAB9 | $15.4K | $15,645 | 0.8% |
| Jazz | 1.875% 08/15/21 | 472145AB7 | $15.3K | $15,200 | 0.8% |
| Veco | 2.7% 01/15/23 | 922417AD2 | $14.8K | $16,905 | 0.8% |
| GS | 0% 02/19/21 | 38147QLX2 | $14.1K | $10,260 | 0.7% |
| KBH | 1.375% 02/01/19 | 48666KAS8 | $13.6K | $11,095 | 0.7% |
| VSI | 2.25% 12/01/20 | 92849EAB7 | $13.1K | $20,541 | 0.7% |
| WFC | 0% 01/24/20 | 94986RPJ4 | $12.7K | $7,045 | 0.7% |
| ABR | 6.5% 10/01/19 | 038923AA6 | $12.2K | $11,291 | 0.6% |