Q2 2016 Holdings
Filed 2016-08-15 | 46 holdings | $490.6K | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Proofpoint Inc | NOTE 1.250%12/1 | 743424AB9 | $34.3K | $20,514,000 | 7.0% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $28.7K | 250,000 | 5.9% |
| TTM Technologies Inc | NOTE 1.750%12/1 | 87305RAD1 | $27.0K | $27,354,000 | 5.5% |
| Depomed Inc | NOTE 2.500% 9/0 | 249908AA2 | $26.2K | $21,750,000 | 5.3% |
| Oclaro Inc | NOTE 6.000% 2/1 | 67555NAB3 | $23.8K | $9,112,000 | 4.9% |
| Nvidia Corp | NOTE 1.000%12/0 | 67066GAC8 | $23.3K | $10,000,000 | 4.8% |
| General Cable Corp del New | FRNT 4.500%11/1 | 369300AL2 | $20.5K | $35,406,000 | 4.2% |
| Mentor Graphics Corp | SDCV 4.000% 4/0 | 587200AK2 | $19.6K | $17,767,000 | 4.0% |
| Spectranetics Corp | MTNF 2.625% 6/0 | 84760CAA5 | $17.0K | $19,099,000 | 3.5% |
| Titan Machy Inc | NOTE 3.750% 5/0 | 88830RAB7 | $16.9K | $20,569,000 | 3.4% |
| Servicesource Intl Inc | NOTE 1.500% 8/0 | 81763UAB6 | $16.0K | $18,058,000 | 3.3% |
| Vector Group LTD | NOTE 1.750% 4/1 | 92240MBC1 | $15.8K | $14,200,000 | 3.2% |
| Yahoo Inc | NOTE 12/0 | 984332AF3 | $15.4K | $15,500,000 | 3.1% |
| Monster Worldwide Inc | NOTE 3.500%10/1 | 611742AB3 | $15.3K | $17,500,000 | 3.1% |
| Emergent BioSolutions Inc | NOTE 2.875% 1/1 | 29089QAB1 | $14.7K | $13,000,000 | 3.0% |
| Istar Inc | NOTE 3.000%11/1 | 45031UBR1 | $14.1K | $14,000,000 | 2.9% |
| Fluidigm Corp del | NOTE 2.750% 2/0 | 34385PAA6 | $13.7K | $22,364,000 | 2.8% |
| Dynegy Inc New del | UNIT 07/01/20191 | 26817R405 | $10.8K | $10,000,000 | 2.2% |
| Jazz US Hldgs Inc | NOTE 8.000%12/3 | 47216EAA8 | $10.7K | $7,420,000 | 2.2% |
| Microchip Technology Inc | NOTE 1.625% 2/1 | 595017AD6 | $10.0K | $9,000,000 | 2.0% |
| Finisar Corp | NOTE 0.500%12/1 | 31787AAM3 | $8.9K | $9,250,000 | 1.8% |
| Encore Cap Group Inc | NOTE 2.875% 3/1 | 292554AH5 | $8.8K | $12,455,000 | 1.8% |
| Blucora Inc | NOTE 4.250% 4/0 | 095229AB6 | $8.2K | $8,869,000 | 1.7% |
| Array Biopharma Inc | NOTE 3.000% 6/0 | 04269XAA3 | $7.7K | $9,000,000 | 1.6% |
| Keyw Hldg Corp | NOTE 2.500% 7/1 | 493723AA8 | $7.7K | $8,285,000 | 1.6% |
| Apollo Coml Real EST FIN Inc | NOTE 5.500% 3/1 | 03762UAA3 | $7.3K | $7,175,000 | 1.5% |
| Orexigen Therapeutics Inc | NOTE 2.750%12/0 | 686164AB0 | $7.1K | $20,909,000 | 1.4% |
| Hornbeck Offshore Svcs Inc N | NOTE 1.500% 9/0 | 440543AN6 | $6.3K | $11,000,000 | 1.3% |
| Violin Memory Inc | NOTE 4.250%10/0 | 92763AAB7 | $6.3K | $14,250,000 | 1.3% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $6.3K | 30,000 | 1.3% |
| Encore Cap Group Inc | NOTE 3.000% 7/0 | 292554AF9 | $6.3K | $8,242,000 | 1.3% |
| Illumina Inc | NOTE 6/1 | 452327AF6 | $5.9K | $6,000,000 | 1.2% |
| Starwood Ppty TR Inc | NOTE 3.750%10/1 | 85571BAC9 | $5.5K | $5,500,000 | 1.1% |
| Carriage Svcs Inc | NOTE 2.750% 3/1 | 143905AM9 | $5.1K | $4,340,000 | 1.0% |
| Tesla Mtrs Inc | NOTE 1.250% 3/0 | 88160RAC5 | $4.5K | $5,500,000 | 0.9% |
| Solazyme Inc | NOTE 5.000%10/0 | 83415TAC5 | $4.2K | $8,150,000 | 0.9% |
| Exelixis Inc | NOTE 4.250% 8/1 | 30161QAC8 | $3.7K | $2,500,000 | 0.8% |
| EnerNOC Inc | DBCV 2.250% 8/1 | 292764AB3 | $3.2K | $4,509,000 | 0.7% |
| Amyris Inc | DBCV 9.500% 4/1 | 03236MAD3 | $725 | $1,450,000 | 0.1% |
| Spdr S&P 500 ETF TR(SPY) | TR UNIT | 78462F103 | $671 | 3,205 | 0.1% |
| Cobalt Intl Energy Inc | NOTE 2.625%12/0 | 19075FAA4 | $559 | $1,500,000 | 0.1% |
| Amyris Inc | NOTE 6.500% 5/1 | 03236MAC5 | $540 | $2,000,000 | 0.1% |
| Keyw Hldg Corp | COM | 493723100 | $534 | 53,750 | 0.1% |
| Fuelcell Energy Inc | COM NEW | 35952H502 | $260 | 41,774 | 0.1% |
| JDS Uniphase Corp | DBCV 0.625% 8/1 | 46612JAF8 | $244 | $250,000 | 0.0% |
| Medical Transcription BLG Co | COM | 58464J105 | $88 | 100,000 | 0.0% |