Q2 2016 Holdings
Filed 2016-08-15 | 93 holdings | $1.2M | 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 | $289.5K | $114,695,000 | 23.9% |
| Tesla Motors Inc | NOTE 1.500% 6/0 | 88160RAA9 | $140.3K | $82,630,000 | 11.6% |
| Micron Technology Inc | NOTE 2.375% 5/0 | 595112AW3 | $96.0K | $64,171,000 | 7.9% |
| Wesco International Inc | DBCV 6.000% 9/1 | 95082PAH8 | $62.1K | $34,614,000 | 5.1% |
| Micron Technology Inc | NOTE 3.125% 5/0 | 595112AX1 | $51.7K | $33,615,000 | 4.3% |
| Spdr S&p500 ETF Trust(SPY)Put | TR UNIT | 78462F103 | $44.0K | 210,000 | 3.6% |
| Tesaro Inc | NOTE 3.000%10/0 | 881569AA5 | $42.8K | $17,027,000 | 3.5% |
| Cemex SAB de CV | NOTE 3.750% 3/1 | 151290BC6 | $38.0K | $36,850,000 | 3.1% |
| Micron Technology Inc(MU)Put | COM | 595112103 | $36.4K | 2,648,700 | 3.0% |
| CalAtlantic Group Inc | NOTE 1.625% 5/1 | 783764AQ6 | $32.9K | $25,615,000 | 2.7% |
| Trulia Inc | NOTE 2.750%12/1 | 897888AB9 | $26.4K | $16,800,000 | 2.2% |
| Ciena Corp | DEBT 4.000%12/1 | 171779AK7 | $19.8K | $15,714,000 | 1.6% |
| Microchip Technology Inc | NOTE 1.625% 2/1 | 595017AD6 | $18.4K | $16,500,000 | 1.5% |
| Nvidia Corp | NOTE 1.000%12/0 | 67066GAC8 | $14.0K | $6,000,000 | 1.2% |
| Innoviva Inc | NOTE 2.125% 1/1 | 88338TAB0 | $13.7K | $17,110,000 | 1.1% |
| Integra LifeSciences Holdings Corp | NOTE 1.625%12/1 | 457985AK5 | $13.7K | $9,000,000 | 1.1% |
| Molina Healthcare Inc | NOTE 1.125% 1/1 | 60855RAC4 | $13.5K | $10,000,000 | 1.1% |
| Ctrip.com International Ltd | NOTE 1.250%10/1 | 22943FAD2 | $13.5K | $11,000,000 | 1.1% |
| Colony Starwood Homes | NOTE 4.500%10/1 | 85571WAD1 | $9.9K | $9,000,000 | 0.8% |
| Microchip Technology Inc | SDCV 2.125%12/1 | 595017AB0 | $9.5K | $4,488,000 | 0.8% |
| Mentor Graphics Corp | SDCV 4.000% 4/0 | 587200AK2 | $9.1K | $8,290,000 | 0.8% |
| Gores Holdings Inc | UNIT 99/99/9999 | 382866200 | $9.0K | 900,000 | 0.7% |
| Arowana Inc | SHS | G05011104 | $8.8K | 872,500 | 0.7% |
| PNC Financial Services Group Inc | *W EXP 12/31/201 | 693475121 | $8.6K | 499,400 | 0.7% |
| Starwood Property Trust Inc | NOTE 3.750%10/1 | 85571BAC9 | $8.6K | $8,500,000 | 0.7% |
| Medicines Co | NOTE 2.500% 1/1 | 584688AE5 | $7.1K | $6,000,000 | 0.6% |
| Exelixis Inc | NOTE 4.250% 8/1 | 30161QAC8 | $6.9K | $4,670,000 | 0.6% |
| WebMD Health Corp | NOTE 2.500% 1/3 | 94770VAF9 | $6.6K | $6,000,000 | 0.5% |
| Intel Corp(INTC)Put | COM | 458140100 | $6.6K | 200,000 | 0.5% |
| Easterly Acquisition Corp | COM | 27616L102 | $6.4K | 650,000 | 0.5% |
| Colony Starwood Homes | NOTE 3.000% 7/0 | 85571WAB5 | $6.3K | $5,694,000 | 0.5% |
| Cobalt International Energy Inc | NOTE 2.625%12/0 | 19075FAA4 | $6.2K | $16,644,000 | 0.5% |
| Boulevard Acquisition Corp II | UNIT 99/99/9999 | 10157Q201 | $5.9K | 600,000 | 0.5% |
| Terrapin 3 Acquisition Corp | COM CL A | 88104P104 | $5.9K | 595,000 | 0.5% |
| Capitol Acquisition Corp III | UNIT 99/99/9999 | 14055M205 | $5.9K | 600,000 | 0.5% |
| Global Partner Acquisition Corp | UNIT 07/01/2020 | 37954X204 | $5.9K | 600,000 | 0.5% |
| Trina Solar Ltd | NOTE 4.000%10/1 | 89628EAE4 | $5.7K | $6,750,000 | 0.5% |
| TerraVia Holdings Inc (Old Solazyme) | NOTE 6.000% 2/0 | 83415TAB7 | $5.5K | $9,455,000 | 0.5% |
| Qihoo 360 Technology Co Ltd | NOTE 0.500% 8/1 | 74734MAE9 | $5.4K | $5,500,000 | 0.4% |
| Atlantic Alliance Partnership Corp | SHS | G04897107 | $5.2K | 500,000 | 0.4% |
| GP Investments Acquisition Corp | SHS | G40357124 | $5.1K | 524,990 | 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 | $4.8K | 481,326 | 0.4% |
| Chevron Corp(CVX)Call | COM | 166764100 | $4.7K | 45,000 | 0.4% |
| Wright Medical Group Inc | NOTE 2.000% 2/1 | 98235TAE7 | $4.6K | $5,000,000 | 0.4% |
| Immunomedics Inc | NOTE 4.750% 2/1 | 452907AK4 | $4.5K | $6,512,000 | 0.4% |
| MasterCard Inc(MA)Call | CL A | 57636Q104 | $4.4K | 50,000 | 0.4% |
| Amag Pharmaceuticals Inc | NOTE 2.500% 2/1 | 00163UAA4 | $4.1K | $3,721,000 | 0.3% |
| KLR Energy Acquisition Corp | UNIT 12/31/2020 | 49877M207 | $4.0K | 399,000 | 0.3% |
| Tesla Motors Inc | NOTE 0.250% 3/0 | 88160RAB7 | $4.0K | $4,500,000 | 0.3% |