Q1 2016 Holdings
Filed 2016-05-13 | 68 holdings | $732.6K | 13F-HR/A | View on SEC ↗ · Holdings Table ↗
Amended (2016-05-16) | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Spdr S&P 500 ETF TR(SPY)PutA | TR UNIT | 78462F103 | $102.8K | 500,000 | 14.0% |
| Actavis PLC | CVTMAND | BY9D6T8 | $36.7K | $40,000,000 | 5.0% |
| Proofpoint Inc | NOTE 1.250%12/1 | 743424AB9 | $36.6K | $25,014,000 | 5.0% |
| Nvidia Corp | NOTE 1.000%12/0 | 67066GAC8 | $34.8K | $19,500,000 | 4.8% |
| Fiat Chrysler Automobiles | CVTMAND | BTGCTW7 | $33.6K | $46,000,000 | 4.6% |
| Wesco Intl Inc | DBCV 6.000% 9/1 | 95082PAH8 | $32.4K | $16,860,000 | 4.4% |
| Affymetrix Inc | NOTE 4.000% 7/0 | 00826TAH1 | $30.1K | $12,500,000 | 4.1% |
| Oclaro Inc | NOTE 6.000% 2/1 | 67555NAB3 | $26.3K | $9,112,000 | 3.6% |
| Wellpoint Inc | NOTE 2.750%10/1 | 94973VBG1 | $23.0K | $12,068,000 | 3.1% |
| Merrimack Pharmaceuticals in | NOTE 4.500% 7/1 | 590328AA8 | $20.7K | $13,780,000 | 2.8% |
| Microchip Technology Inc | Note 1.6250% 15-Feb-2025 | 595017AC8 | $17.4K | $17,000,000 | 2.4% |
| Emergent Biosolutions Inc | NOTE 2.875% 1/1 | 29089QAB1 | $17.0K | $13,000,000 | 2.3% |
| Servicesource Intl Inc | NOTE 1.500% 8/0 | 81763UAB6 | $15.0K | $18,349,000 | 2.0% |
| TTM Technologies Inc | NOTE 1.750%12/1 | 87305RAD1 | $14.3K | $16,100,000 | 2.0% |
| Invacare Corp | Note 5.0000% 15-Feb-2021 | 461203AE1 | $14.3K | $14,000,000 | 1.9% |
| Depomed Inc | NOTE 2.500% 9/0 | 249908AA2 | $13.8K | $14,750,000 | 1.9% |
| Mentor Graphics Corp | SDCV 4.000% 4/0 | 587200AK2 | $13.5K | $12,767,000 | 1.8% |
| Tesla Mtrs Inc | NOTE 1.250% 3/0 | 88160RAC5 | $13.1K | $15,300,000 | 1.8% |
| Exelixis Inc | NOTE 4.250% 8/1 | 30161QAC8 | $12.0K | $12,000,000 | 1.6% |
| iStar Financial Inc | Note 1.5000% 15-Nov-2016 | 45031UBV2 | $11.1K | $11,250,000 | 1.5% |
| Integra Lifesciences Hldgs C | NOTE 1.625%12/1 | 457985AK5 | $11.1K | $8,500,000 | 1.5% |
| Jazz US Hldgs Inc | NOTE 8.000%12/3 | 47216EAA8 | $10.4K | $7,420,000 | 1.4% |
| Vector Group LTD | NOTE 1.750% 4/1 | 92240MBC1 | $10.2K | $9,200,000 | 1.4% |
| Apollo Coml Real EST FIN Inc | NOTE 5.500% 3/1 | 03762UAA3 | $9.8K | $9,675,000 | 1.3% |
| General Cable Corp del New | FRNT 4.500%11/1 | 369300AL2 | $9.6K | $17,303,000 | 1.3% |
| GPT Property Tr LP ercy Property Tr | Note 3.7500% 15-Mar-2019 | 36197SAA3 | $9.4K | $7,980,000 | 1.3% |
| Scorpio Tankers Inc | Note 2.3750% 01-Jul-2019 | 80918TAA7 | $9.2K | $11,154,000 | 1.3% |
| Amag Pharmaceuticals Inc | NOTE 2.500% 2/1 | 00163UAA4 | $9.2K | $8,500,000 | 1.3% |
| Ariad Pharmaceuticals Inc | Note 3.6250% 15-Jun-2019 | 04033AAA8 | $9.2K | $9,500,000 | 1.3% |
| Monster Worldwide Inc | NOTE 3.500%10/1 | 611742AB3 | $9.2K | $10,000,000 | 1.3% |
| Spectranetics Corp | MTNF 2.625% 6/0 | 84760CAA5 | $9.0K | $11,374,000 | 1.2% |
| Orexigen Therapeutics Inc | NOTE 2.750%12/0 | 686164AB0 | $9.0K | $20,909,000 | 1.2% |
| Blucora Inc | NOTE 4.250% 4/0 | 095229AB6 | $8.6K | $11,464,000 | 1.2% |
| Titan Machy Inc | NOTE 3.750% 5/0 | 88830RAB7 | $7.6K | $9,800,000 | 1.0% |
| Starwood Ppty TR Inc | NOTE 3.750%10/1 | 85571BAC9 | $6.9K | $7,000,000 | 0.9% |
| Interactive Intelligence Inc | Note 1.2500% 01-Jun-2020 | 45841VAA7 | $6.2K | $7,220,000 | 0.8% |
| Istar Inc | NOTE 3.000%11/1 | 45031UBR1 | $6.2K | $6,000,000 | 0.8% |
| Lam Research Tranche A | Note 0.5000% 15-May-2016 | 512807AJ7 | $6.0K | $4,500,000 | 0.8% |
| Golar Lng Ltd | Note 3.7500% 07-Mar-2017 | B7K5QM7 | $5.3K | $5,500,000 | 0.7% |
| Violin Memory Inc | NOTE 4.250%10/0 | 92763AAB7 | $5.0K | $14,750,000 | 0.7% |
| Encore Cap Group Inc | NOTE 2.875% 3/1 | 292554AH5 | $5.0K | $7,090,000 | 0.7% |
| Keyw Hldg Corp | NOTE 2.500% 7/1 | 493723AA8 | $4.8K | $6,285,000 | 0.7% |
| Carriage Svcs Inc | NOTE 2.750% 3/1 | 143905AM9 | $4.8K | $4,340,000 | 0.7% |
| WL Ross Hldg Corp | COM SHS | 92939D104 | $4.5K | 452,300 | 0.6% |
| Solazyme Inc | NOTE 5.000%10/0 | 83415TAC5 | $4.1K | $8,150,000 | 0.6% |
| Fluidigm Corp del | NOTE 2.750% 2/0 | 34385PAA6 | $3.6K | $6,500,000 | 0.5% |
| Pandora Media Inc (Pending) | Note 1.7500% 01-Dec-2020 | 698354AA5 | $3.5K | $4,000,000 | 0.5% |
| Broadsoft Inc | NOTE 1.500% 7/0 | 11133BAB8 | $2.5K | $2,200,000 | 0.3% |
| Hornbeck Offshore Svcs Inc N | NOTE 1.500% 9/0 | 440543AN6 | $2.5K | $4,000,000 | 0.3% |
| Spdr S&P 500 ETF TR(SPY)A | TR UNIT | 78462F103 | $1.6K | 7,768 | 0.2% |