Q1 2017 Holdings
Filed 2017-05-15 | 63 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 | $292.9K | $114,695,000 | 28.1% |
| Micron Technology Inc | NOTE 2.375% 5/0 | 595112AW3 | $175.3K | $58,077,000 | 16.8% |
| Micron Technology Inc | NOTE 3.125% 5/0 | 595112AX1 | $99.3K | $33,615,000 | 9.5% |
| Tesaro Inc | NOTE 3.000%10/0 | 881569AA5 | $79.9K | $18,027,000 | 7.7% |
| Mentor Graphics Corp | SDCV 4.000% 4/0 | 587200AK2 | $39.6K | $21,040,000 | 3.8% |
| Microchip Technology Inc | NOTE 1.625% 2/1 | 595017AD6 | $33.7K | $23,500,000 | 3.2% |
| CalAtlantic Group Inc | NOTE 1.625% 5/1 | 783764AQ6 | $31.0K | $24,615,000 | 3.0% |
| Cemex SAB de CV | NOTE 3.750% 3/1 | 151290BC6 | $29.0K | $24,850,000 | 2.8% |
| Liberty Interactive LLC | DEB 3.500% 1/1 | 530715AN1 | $24.8K | $45,828,000 | 2.4% |
| Ciena Corp | DEBT 4.000%12/1 | 171779AK7 | $21.5K | $15,714,000 | 2.1% |
| Innoviva Inc | NOTE 2.125% 1/1 | 88338TAB0 | $16.3K | $17,110,000 | 1.6% |
| Ctrip.com International Ltd | NOTE 1.250%10/1 | 22943FAD2 | $14.4K | $11,000,000 | 1.4% |
| Workday Inc | NOTE 0.750% 7/1 | 98138HAC5 | $12.3K | $10,754,000 | 1.2% |
| Ironwood Pharmaceuticals Inc | DBCV 2.250% 6/1 | 46333XAD0 | $11.2K | $9,000,000 | 1.1% |
| Illumina Inc | NOTE 6/1 | 452327AF6 | $11.1K | $11,000,000 | 1.1% |
| Medicines Co | NOTE 2.500% 1/1 | 584688AE5 | $9.5K | $6,000,000 | 0.9% |
| Starwood Property Trust Inc | NOTE 3.750%10/1 | 85571BAC9 | $8.6K | $8,500,000 | 0.8% |
| Regeneron Pharmaceuticals Inc(REGN)Put | COM | 75886F107 | $7.8K | 20,000 | 0.7% |
| Immunomedics Inc | NOTE 4.750% 2/1 | 452907AK4 | $7.7K | $5,512,000 | 0.7% |
| Microchip Technology Inc | SDCV 2.125%12/1 | 595017AB0 | $7.5K | $2,408,000 | 0.7% |
| Colony Starwood Homes | NOTE 3.000% 7/0 | 85571WAB5 | $6.8K | $5,694,000 | 0.6% |
| Easterly Acquisition Corp | COM | 27616L102 | $6.5K | 650,000 | 0.6% |
| Boulevard Acquisition Corp II | UNIT 99/99/9999 | 10157Q201 | $6.3K | 600,000 | 0.6% |
| Apple Inc(AAPL)Call | COM | 037833100 | $6.2K | 42,900 | 0.6% |
| Cornerstone OnDemand Inc | NOTE 1.500% 7/0 | 21925YAB9 | $6.1K | $6,000,000 | 0.6% |
| WebMD Health Corp | NOTE 2.500% 1/3 | 94770VAF9 | $6.1K | $6,000,000 | 0.6% |
| Global Partner Acquisition Corp | COM | 37954X105 | $6.0K | 600,000 | 0.6% |
| Ctrip.com International Ltd | NOTE 1.000% 7/0 | 22943FAF7 | $5.5K | $5,000,000 | 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% |
| Zions Bancorporation | *W EXP 05/22/202 | 989701115 | $5.1K | 446,299 | 0.5% |
| Tesla Motors Inc | NOTE 0.250% 3/0 | 88160RAB7 | $4.5K | $4,500,000 | 0.4% |
| Landcadia Holdings Inc | UNIT 12/31/2021T | 51476W206 | $4.3K | 400,000 | 0.4% |
| KLR Energy Acquisition Corp | CL A | 49877M108 | $4.1K | 393,490 | 0.4% |
| Capitol Acquisition Corp III | COM | 14055M106 | $3.2K | 300,000 | 0.3% |
| Safeguard Scientifics Inc | DBCV 5.250% 5/1 | 786449AK4 | $2.8K | $2,721,000 | 0.3% |
| Fluidigm Corp | NOTE 2.750% 2/0 | 34385PAA6 | $2.7K | $4,000,000 | 0.3% |
| Yahoo! Inc | NOTE 12/0 | 984332AF3 | $2.6K | $2,500,000 | 0.2% |
| EnerNOC Inc | DBCV 2.250% 8/1 | 292764AB3 | $2.6K | $3,000,000 | 0.2% |
| Pacific Special Acquisition Corp | UNIT 99/99/9999 | G68588139 | $2.2K | 199,400 | 0.2% |
| Associated Banc-Corp | *W EXP 11/21/201 | 045487113 | $2.0K | 379,381 | 0.2% |
| Regeneron Pharmaceuticals Inc(REGN) | COM | 75886F107 | $2.0K | 5,200 | 0.2% |
| Weatherford International PLC(WFRD) | ORD SHS | G48833100 | $1.9K | 286,385 | 0.2% |
| Twitter Inc | NOTE 0.250% 9/1 | 90184LAB8 | $1.4K | $1,500,000 | 0.1% |
| Verint Systems Inc(VTY) | COM | 92343X100 | $1.2K | 26,838 | 0.1% |
| Saban Capital Acquisition Corp | UNIT 99/99/9999 | 78516C205 | $1.1K | 100,000 | 0.1% |
| Conyers Park Acquisition Corp | UNIT 99/99/99991 | 212894208 | $777 | 69,221 | 0.1% |
| SunTrust Banks Inc | *W EXP 11/14/201 | 867914111 | $753 | 56,038 | 0.1% |
| Signature Bank York NY | *W EXP 12/12/201 | 82669G112 | $673 | 5,649 | 0.1% |
| Renewable Energy Group Inc | MTNF 2.750% 6/1 | 75972AAA1 | $590 | $585,000 | 0.1% |