Q3 2015 Holdings
Filed 2015-11-16 | 94 holdings | $25.6M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Criteo S A(CRTO) | SPONS ADS | 226718104 | $22.6M | 600,000 | 88.4% |
| Conocophillips(COP) | COM | 20825C104 | $1.5M | 31,180 | 5.8% |
| Citrix SYS Inc | NOTE 0.500% 4/1 | 177376AD2 | $154.7K | $145,600,000 | 0.6% |
| Priceline GRP Inc | NOTE 0.350% 6/1 | 741503AS5 | $138.8K | $117,900,000 | 0.5% |
| Intel Corp(INTC)Call | COM | 458140100 | $99.6K | 3,306,000 | 0.4% |
| Nvidia Corp | NOTE 1.000%12/0 | 67066GAC8 | $79.1K | $59,775,000 | 0.3% |
| Illumina Inc | NOTE 6/1 | 452327AF6 | $68.9K | $62,535,000 | 0.3% |
| Akamai Technologies Inc | DBCV 2/1 | 00971TAG6 | $60.8K | $57,600,000 | 0.2% |
| Salesforce COM Inc | NOTE 0.250% 4/0 | 79466LAD6 | $57.7K | $46,945,000 | 0.2% |
| Yahoo Inc | NOTE 12/0 | 984332AF3 | $52.5K | $54,100,000 | 0.2% |
| Illumina Inc | NOTE 0.500% 6/1 | 452327AH2 | $50.6K | 43,050,000 | 0.2% |
| Disney Walt Co(DIS)Call | COM DISNEY | 254687106 | $49.8K | 487,500 | 0.2% |
| Jazz Investments I LTD | NOTE 1.875% 8/1 | 472145AB7 | $45.9K | $45,520,000 | 0.2% |
| Hologic Inc | DEBT 2.000% 3/0 | 436440AC5 | $37.8K | $27,740,000 | 0.1% |
| Liberty Media Corp Delaware | NOTE 1.375%10/1 | 531229AB8 | $34.9K | $36,310,000 | 0.1% |
| Ares Cap Corp | NOTE 4.750% 1/1 | 04010LAJ2 | $32.1K | $31,200,000 | 0.1% |
| Hologic Inc | FRNT 12/1 | 436440AG6 | $30.7K | $24,110,000 | 0.1% |
| Sandisk Corp | NOTE 1.500% 8/1 | 80004CAD3 | $30.7K | $24,600,000 | 0.1% |
| JDS Uniphase Corp | DBCV 0.625% 8/1 | 46612JAF8 | $28.9K | 30,750,000 | 0.1% |
| Servicenow Inc | NOTE 11/0 | 81762PAB8 | $26.6K | $23,350,000 | 0.1% |
| RPM Intl Inc | NOTE 2.250%12/1 | 749685AT0 | $26.3K | $23,720,000 | 0.1% |
| Prospect Capital Corporation | NOTE 4.750% 4/1 | 74348TAQ5 | $25.4K | $28,100,000 | 0.1% |
| Starwood Ppty TR Inc | NOTE 4.550% 3/0 | 85571BAA3 | $23.6K | 23,010,000 | 0.1% |
| Ares Cap Corp | NOTE 4.375% 1/1 | 04010LAM5 | $23.2K | $22,500,000 | 0.1% |
| Jarden Corp | NOTE 1.125% 3/1 | 471109AM0 | $21.0K | $18,200,000 | 0.1% |
| Amgen Inc(AMGN)Call | COM | 031162100 | $18.9K | 136,500 | 0.1% |
| Starwood Ppty TR Inc | NOTE 3.750%10/1 | 85571BAC9 | $18.4K | $18,430,000 | 0.1% |
| Prospect Capital Corporation | NOTE 5.875% 1/1 | 74348TAM4 | $18.1K | 18,700,000 | 0.1% |
| Ares Cap Corp | NOTE 4.875% 3/1 | 04010LAG8 | $17.5K | $17,000,000 | 0.1% |
| Old REP Intl Corp | NOTE 3.750% 3/1 | 680223AH7 | $16.9K | $14,500,000 | 0.1% |
| LAM Research Corp | NOTE 1.250% 5/1 | 512807AL2 | $16.4K | $12,980,000 | 0.1% |
| Cemex SAB de CV | NOTE 3.750% 3/1 | 151290BC6 | $13.6K | 13,080,000 | 0.1% |
| Spirit Rlty Cap Inc New | NOTE 2.875% 5/1 | 84860WAA0 | $13.6K | $14,418,000 | 0.1% |
| Priceline GRP Inc | NOTE 1.000% 3/1 | 741503AQ9 | $13.4K | $9,500,000 | 0.1% |
| Macquarie Infrastructure COR | NOTE 2.875% 7/1 | 55608BAA3 | $13.2K | $11,620,000 | 0.1% |
| Jarden Corp | NOTE 1.500% 6/1 | 471109AL2 | $13.0K | $9,585,000 | 0.1% |
| Spirit Rlty Cap Inc New | NOTE 3.750% 5/1 | 84860WAB8 | $12.8K | $13,840,000 | 0.0% |
| Starwood Ppty TR Inc | NOTE 4.000% 1/1 | 85571BAB1 | $8.5K | 8,230,000 | 0.0% |
| Micron Technology Inc | NOTE 3.000%11/1 | 595112AY9 | $6.9K | $8,230,000 | 0.0% |
| Jefferies Group Inc New | DBCV 3.875%11/0 | 472319AG7 | $6.0K | $5,900,000 | 0.0% |
| Nuance Communications Inc | NOTE 2.750%11/0 | 67020YAF7 | $5.2K | $5,100,000 | 0.0% |
| Starbucks Corp(SBUX)Call | COM | 855244109 | $4.5K | 78,600 | 0.0% |
| Chesapeake Energy Corp | NOTE 2.500% 5/1 | 165167CA3 | $3.9K | $4,500,000 | 0.0% |
| Ares Cap Corp | NOTE 5.125% 6/0 | 04010LAD5 | $3.9K | 3,800,000 | 0.0% |
| Sina Corp | NOTE 1.000%12/0 | 82922RAD5 | $3.3K | $3,500,000 | 0.0% |
| National Health Invs Inc | NOTE 3.250% 4/0 | 63633DAE4 | $2.6K | $2,600,000 | 0.0% |
| Abbvie Inc(ABBV)Call | COM | 00287Y109 | $2.3K | 43,000 | 0.0% |
| Intel Corp | SDCV 3.250% 8/0 | 458140AF7 | $2.2K | $1,450,000 | 0.0% |
| Qihoo 360 Technology Co LTD | NOTE 0.500% 8/1 | 74734MAE9 | $1.7K | $2,000,000 | 0.0% |
| Schlumberger LTD(SLB) | COM | 806857108 | $1.7K | 24,188 | 0.0% |