Q4 2015 Holdings
Filed 2016-02-16 | 90 holdings | $1.3M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| VeriSign Inc | SDCV 3.250% 8/1 | 92343EAD4 | $293.4K | $114,695,000 | 22.5% |
| Tesla Motors Inc | NOTE 1.500% 6/0 | 88160RAA9 | $116.7K | $59,577,000 | 9.0% |
| Micron Technology Inc | NOTE 2.375% 5/0 | 595112AW3 | $110.7K | $70,171,000 | 8.5% |
| SanDisk Corp | NOTE 1.500% 8/1 | 80004CAD3 | $67.5K | $42,994,000 | 5.2% |
| Wesco International Inc | DBCV 6.000% 9/1 | 95082PAH8 | $53.9K | $34,614,000 | 4.1% |
| Micron Technology Inc | NOTE 3.125% 5/0 | 595112AX1 | $53.7K | $33,615,000 | 4.1% |
| Cemex SAB de CV | NOTE 3.750% 3/1 | 151290BC6 | $52.7K | $56,350,000 | 4.0% |
| CalAtlantic Group Inc | NOTE 1.625% 5/1 | 783764AQ6 | $33.8K | $25,615,000 | 2.6% |
| Trulia Inc | NOTE 2.750%12/1 | 897888AB9 | $33.3K | $28,025,000 | 2.6% |
| Tesaro Inc | NOTE 3.000%10/0 | 881569AA5 | $28.7K | $17,027,000 | 2.2% |
| Mentor Graphics Corp | SDCV 4.000% 4/0 | 587200AK2 | $28.0K | $26,790,000 | 2.1% |
| Amag Pharmaceuticals Inc | NOTE 2.500% 2/1 | 00163UAA4 | $26.1K | $20,721,000 | 2.0% |
| Micron Technology Inc | NOTE 1.625% 2/1 | 595112AU7 | $25.8K | $18,042,000 | 2.0% |
| Ciena Corp | DEBT 4.000%12/1 | 171779AK7 | $20.4K | $15,714,000 | 1.6% |
| InterDigital Inc | NOTE 2.500% 3/1 | 458660AB3 | $20.1K | $20,000,000 | 1.5% |
| Ship Finance International Ltd | NOTE 3.250% 2/0 | G81075AE6 | $15.8K | $14,652,000 | 1.2% |
| Molina Healthcare Inc | NOTE 1.125% 1/1 | 60855RAC4 | $15.6K | $10,000,000 | 1.2% |
| PNC Financial Services Group Inc | *W EXP 12/31/201 | 693475121 | $14.3K | 499,400 | 1.1% |
| Cobalt International Energy Inc | NOTE 2.625%12/0 | 19075FAA4 | $13.5K | $23,644,000 | 1.0% |
| Hologic Inc | FRNT 2.000%12/1 | 436440AB7 | $13.0K | $7,670,000 | 1.0% |
| Innoviva Inc | NOTE 2.125% 1/1 | 88338TAB0 | $13.0K | $17,110,000 | 1.0% |
| Powershares QQQ Trust Series 1Put | UNIT SER 1 | 73935A104 | $11.2K | 100,000 | 0.9% |
| Tesla Motors Inc | NOTE 0.250% 3/0 | 88160RAB7 | $10.8K | $11,500,000 | 0.8% |
| Colony Starwood Homes | NOTE 3.000% 7/0 | 85571WAB5 | $9.9K | $10,694,000 | 0.8% |
| Wells Fargo & Co(WFC) | COM | 949746101 | $9.5K | 174,582 | 0.7% |
| SunEdison Inc | NOTE 2.000%10/0 | 86732YAC3 | $9.0K | $16,500,000 | 0.7% |
| Gores Holdings Inc | UNIT 99/99/9999 | 382866200 | $9.0K | 900,000 | 0.7% |
| Microchip Technology Inc | SDCV 2.125%12/1 | 595017AB0 | $8.6K | $4,488,000 | 0.7% |
| Arowana Inc | SHS | G05011104 | $8.5K | 872,500 | 0.7% |
| Starwood Property Trust Inc | NOTE 3.750%10/1 | 85571BAC9 | $8.4K | $8,500,000 | 0.6% |
| Juniper Networks Inc(JNP)Put | COM | 48203R104 | $8.3K | 300,000 | 0.6% |
| Micron Technology Inc(MU)Put | COM | 595112103 | $7.1K | 500,000 | 0.5% |
| SunEdison Inc | NOTE 2.750% 1/0 | 86732YAD1 | $6.8K | $13,381,000 | 0.5% |
| Easterly Acquisition Corp | UNIT 99/99/9999 | 27616L201 | $6.5K | 650,000 | 0.5% |
| Iconix Brand Group Inc | NOTE 1.500% 3/1 | 451055AF4 | $6.5K | $12,955,000 | 0.5% |
| Cheniere Energy Inc | NOTE 4.250% 3/1 | 16411RAG4 | $6.3K | $12,000,000 | 0.5% |
| Global Partner Acquisition Corp | UNIT 07/01/2020 | 37954X204 | $6.0K | 600,000 | 0.5% |
| Terrapin 3 Acquisition Corp | UNIT 06/27/2019 | 88104P203 | $6.0K | 595,000 | 0.5% |
| Boulevard Acquisition Corp II | UNIT 99/99/9999 | 10157Q201 | $5.9K | 600,000 | 0.5% |
| Exelixis Inc | NOTE 4.250% 8/1 | 30161QAC8 | $5.5K | $4,670,000 | 0.4% |
| Qihoo 360 Technology Co Ltd | NOTE 0.500% 8/1 | 74734MAE9 | $5.3K | $5,500,000 | 0.4% |
| Intel Corp(INTC)Put | COM | 458140100 | $5.2K | 150,000 | 0.4% |
| GP Investments Acquisition Corp | UNIT 99/99/9999 | G40357116 | $5.2K | 524,990 | 0.4% |
| Solazyme Inc | NOTE 6.000% 2/0 | 83415TAB7 | $5.1K | $9,455,000 | 0.4% |
| Atlantic Alliance Partnership Corp | SHS | G04897107 | $5.1K | 500,000 | 0.4% |
| Double Eagle Acquisition Corp | UNIT 99/99/9999 | G28195108 | $5.0K | 500,000 | 0.4% |
| Pace Holdings Corp | UNIT 99/99/9999 | G6865N129 | $4.9K | 481,326 | 0.4% |
| Blucora Inc | NOTE 4.250% 4/0 | 095229AB6 | $4.8K | $5,700,000 | 0.4% |
| Clovis Oncology Inc | NOTE 2.500% 9/1 | 189464AB6 | $4.7K | $5,500,000 | 0.4% |
| Spdr Gold Shares(GLD)Call | GOLD SHS | 78463V107 | $4.6K | 45,000 | 0.4% |