Q1 2018 Holdings
Filed 2018-05-11 | 68 holdings | $1.9M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| ARI | 4.75% 08/23/22 | 03762UAB1 | $79.2K | $79,136 | 4.2% |
| Aaww | 2.25% 06/01/22 | 049164BH8 | $76.3K | $66,673 | 4.0% |
| Fnsr | 0.5% 12/15/36 | 31787AAP6 | $71.7K | $79,608 | 3.8% |
| TPC | 2.875% 06/15/21 | 901109AD0 | $67.9K | $64,189 | 3.6% |
| Hasi | 4.125% 09/01/22 | 41068XAB6 | $61.5K | $64,207 | 3.3% |
| Anip | 3% 12/01/19 | 00182CAA1 | $59.7K | $54,533 | 3.2% |
| PMT | 5.375% 05/01/20 | 70932AAB9 | $56.5K | $56,239 | 3.0% |
| Bxmt | 4.375% 05/05/22 | 09257WAB6 | $50.9K | $51,536 | 2.7% |
| Nymt | 6.25% 01/15/22 | 649604AD7 | $49.7K | $48,899 | 2.6% |
| RWT | 4.75% 08/15/23 | 758075AC9 | $49.1K | $50,572 | 2.6% |
| Ttmi | 1.75% 12/15/20 | 87305RAD1 | $48.6K | $29,136 | 2.6% |
| Efii | 0.75% 09/01/19 | 286082AC6 | $48.3K | $49,739 | 2.6% |
| Lgih | 4.25% 11/15/19 | 50187TAB2 | $48.2K | $14,707 | 2.5% |
| Afsi | 2.75% 12/15/44 | 032359AG6 | $46.5K | $51,502 | 2.5% |
| Inva | 2.125% 01/15/23 | 88338TAB0 | $44.9K | $41,771 | 2.4% |
| Idti | 0.875% 11/15/22 | 458118AC0 | $44.5K | $39,425 | 2.4% |
| Praa | 3% 08/01/20 | 73640QAB1 | $42.9K | $44,406 | 2.3% |
| Viav | 1% 03/01/24 | 925550AB1 | $42.6K | $41,755 | 2.2% |
| Acet | 2% 11/01/20 | 004446AD2 | $41.9K | $47,488 | 2.2% |
| ABR | 5.375% 11/15/20 | 038923AB4 | $41.2K | $40,517 | 2.2% |
| Cown | 3% 12/15/22 | 223622AD3 | $40.7K | $40,105 | 2.1% |
| ON | 1% 12/01/20 | 682189AK1 | $40.1K | $27,989 | 2.1% |
| Htgc | 4.375% 02/01/22 | 427096AF9 | $39.8K | $39,266 | 2.1% |
| Sncr | 0.75% 08/15/19 | 87157BAA1 | $39.6K | $41,739 | 2.1% |
| IP | 0% 06/10/20 | 94986RQH7 | $38.7K | $39,142 | 2.0% |
| ON | 1.625% 10/15/23 | 682189AN5 | $37.3K | $27,130 | 2.0% |
| HZN | 2.75% 07/01/22 | 44052WAA2 | $36.7K | $44,562 | 1.9% |
| Clns | 3.875% 01/15/21 | 19624RAB2 | $36.1K | $38,318 | 1.9% |
| WMC | 6.75% 10/01/22 | 95790DAA3 | $35.2K | $35,458 | 1.9% |
| Tivo | 0.5% 03/01/20 | 779376AD4 | $32.0K | $32,835 | 1.7% |
| Camp | 1.625% 05/15/20 | 128126AB5 | $31.8K | $29,696 | 1.7% |
| HLX | 4.125% 09/15/23 | 42330PAJ6 | $31.3K | $30,908 | 1.7% |
| Ecpg | 2.875% 03/15/21 | 292554AH5 | $31.1K | $30,968 | 1.6% |
| Jazz | 1.5% 08/15/24 | 472145AC5 | $29.4K | $30,000 | 1.6% |
| Intc | 0% 06/05/20 | 94986RQF1 | $29.3K | $16,117 | 1.5% |
| Rmbs | 1.375% 02/01/23 | 750917AF3 | $28.7K | $29,063 | 1.5% |
| ANW | 4.25% 12/15/21 | 00773VAB2 | $23.1K | $37,190 | 1.2% |
| Trib | 4% 04/01/45 | 89643QAB4 | $21.9K | $27,100 | 1.2% |
| Pdce | 1.125% 09/15/21 | 69327RAD3 | $21.0K | $21,517 | 1.1% |
| Bkcc | 5% 06/15/22 | 092533AC2 | $17.8K | $17,239 | 0.9% |
| Hurn | 1.25% 10/01/19 | 447462AB8 | $16.1K | $17,087 | 0.9% |
| UBS | 0% 02/15/21 | 90270KAW9 | $14.8K | $11,059 | 0.8% |
| Echo | 2.5% 05/01/20 | 27875TAA9 | $14.0K | $13,741 | 0.7% |
| Osis | 1.25% 09/01/22 | 671044AD7 | $12.8K | $14,000 | 0.7% |
| HCI | 3.875% 03/15/19 | 40416EAB9 | $12.2K | $12,119 | 0.6% |
| KBH | 1.375% 02/01/19 | 48666KAS8 | $11.8K | $10,348 | 0.6% |
| Iphi | 0.75% 09/01/21 | 45772FAC1 | $11.7K | $12,407 | 0.6% |
| Jazz | 1.875% 08/15/21 | 472145AB7 | $11.4K | $10,850 | 0.6% |
| Hawk | 1.5% 01/15/22 | 09238EAB0 | $7.6K | $6,900 | 0.4% |
| Gsbd | 4.5% 04/01/22 | 38147UAB3 | $7.4K | $7,284 | 0.4% |