Q4 2016 Holdings
Filed 2017-02-14 | 73 holdings | $1.0M | 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 | $255.3K | $114,695,000 | 24.3% |
| Micron Technology Inc | NOTE 2.375% 5/0 | 595112AW3 | $134.5K | $58,077,000 | 12.8% |
| Micron Technology Inc | NOTE 3.125% 5/0 | 595112AX1 | $77.2K | $33,615,000 | 7.4% |
| Tesaro Inc | NOTE 3.000%10/0 | 881569AA5 | $69.9K | $18,027,000 | 6.7% |
| PNC Financial Services Group Inc | *W EXP 12/31/201 | 693475121 | $39.3K | 792,555 | 3.7% |
| Cemex SAB de CV | NOTE 3.750% 3/1 | 151290BC6 | $39.2K | $34,850,000 | 3.7% |
| Mentor Graphics Corp | SDCV 4.000% 4/0 | 587200AK2 | $39.2K | $21,040,000 | 3.7% |
| Micron Technology Inc(MU)Put | COM | 595112103 | $36.1K | 1,648,700 | 3.4% |
| Nvidia Corp | NOTE 1.000%12/0 | 67066GAC8 | $31.7K | $6,000,000 | 3.0% |
| CalAtlantic Group Inc | NOTE 1.625% 5/1 | 783764AQ6 | $30.7K | $25,615,000 | 2.9% |
| Ciena Corp | DEBT 4.000%12/1 | 171779AK7 | $22.1K | $15,714,000 | 2.1% |
| Microchip Technology Inc | NOTE 1.625% 2/1 | 595017AD6 | $21.4K | $16,500,000 | 2.0% |
| Innoviva Inc | NOTE 2.125% 1/1 | 88338TAB0 | $14.6K | $17,110,000 | 1.4% |
| Molina Healthcare Inc | NOTE 1.125% 1/1 | 60855RAC4 | $14.4K | $10,000,000 | 1.4% |
| Ctrip.com International Ltd | NOTE 1.250%10/1 | 22943FAD2 | $12.7K | $11,000,000 | 1.2% |
| Microchip Technology Inc | SDCV 2.125%12/1 | 595017AB0 | $12.1K | $4,488,000 | 1.1% |
| Workday Inc | NOTE 0.750% 7/1 | 98138HAC5 | $11.3K | $10,754,000 | 1.1% |
| Ironwood Pharmaceuticals Inc | DBCV 2.250% 6/1 | 46333XAD0 | $10.4K | $9,000,000 | 1.0% |
| Colony Starwood Homes | NOTE 4.500%10/1 | 85571WAD1 | $9.6K | $9,000,000 | 0.9% |
| Wells Fargo & Co | *W EXP 10/28/201 | 949746119 | $9.6K | 446,441 | 0.9% |
| Starwood Property Trust Inc | NOTE 3.750%10/1 | 85571BAC9 | $8.7K | $8,500,000 | 0.8% |
| Zions Bancorporation | *W EXP 05/22/202 | 989701115 | $7.6K | 648,099 | 0.7% |
| Medicines Co | NOTE 2.500% 1/1 | 584688AE5 | $7.2K | $6,000,000 | 0.7% |
| Easterly Acquisition Corp | COM | 27616L102 | $6.4K | 650,000 | 0.6% |
| Cornerstone OnDemand Inc | NOTE 1.500% 7/0 | 21925YAB9 | $6.3K | $6,000,000 | 0.6% |
| Colony Starwood Homes | NOTE 3.000% 7/0 | 85571WAB5 | $6.2K | $5,694,000 | 0.6% |
| Capitol Acquisition Corp III | UNIT 99/99/9999 | 14055M205 | $6.2K | 600,000 | 0.6% |
| WebMD Health Corp | NOTE 2.500% 1/3 | 94770VAF9 | $6.2K | $6,000,000 | 0.6% |
| Boulevard Acquisition Corp II | UNIT 99/99/9999 | 10157Q201 | $6.1K | 600,000 | 0.6% |
| Global Partner Acquisition Corp | UNIT 07/01/2020 | 37954X204 | $6.0K | 600,000 | 0.6% |
| Immunomedics Inc | NOTE 4.750% 2/1 | 452907AK4 | $5.5K | $5,512,000 | 0.5% |
| Amag Pharmaceuticals Inc | NOTE 2.500% 2/1 | 00163UAA4 | $5.3K | $3,721,000 | 0.5% |
| Double Eagle Acquisition Corp | UNIT 99/99/9999 | G28195108 | $5.3K | 500,000 | 0.5% |
| GP Investments Acquisition Corp | SHS | G40357124 | $5.2K | 524,990 | 0.5% |
| MasterCard Inc(MA)Call | CL A | 57636Q104 | $5.2K | 50,000 | 0.5% |
| Ctrip.com International Ltd | NOTE 1.000% 7/0 | 22943FAF7 | $5.1K | $5,000,000 | 0.5% |
| Acorda Therapeutics Inc | NOTE 1.750% 6/1 | 00484MAA4 | $4.6K | $6,000,000 | 0.4% |
| General Motors Co | *W EXP 07/10/201 | 37045V126 | $4.3K | 253,501 | 0.4% |
| Fluidigm Corp | NOTE 2.750% 2/0 | 34385PAA6 | $4.2K | $6,000,000 | 0.4% |
| Tesla Motors Inc | NOTE 0.250% 3/0 | 88160RAB7 | $4.2K | $4,500,000 | 0.4% |
| Landcadia Holdings Inc | UNIT 12/31/2021T | 51476W206 | $4.2K | 400,000 | 0.4% |
| KLR Energy Acquisition Corp | CL A | 49877M108 | $4.1K | 399,000 | 0.4% |
| Allegheny Technologies Inc | NOTE 4.750% 7/0 | 01741RAG7 | $3.4K | $2,500,000 | 0.3% |
| Quinpario Acquisition Corp 2 | COM | 74874U101 | $3.0K | 300,600 | 0.3% |
| Texas Capital Bancshares Inc | *W EXP 01/16/201 | 88224Q115 | $2.6K | 40,700 | 0.2% |
| Yahoo! Inc | NOTE 12/0 | 984332AF3 | $2.5K | $2,500,000 | 0.2% |
| Alere Inc | PERP PFD CONV SE | 01449J204 | $2.4K | $7,450 | 0.2% |
| EnerNOC Inc | DBCV 2.250% 8/1 | 292764AB3 | $2.3K | $3,000,000 | 0.2% |
| Barington o Acquisition Corp | COM | 06759V101 | $2.3K | 224,740 | 0.2% |
| Pacific Special Acquisition Corp | UNIT 99/99/9999 | G68588139 | $2.2K | 199,400 | 0.2% |