Tenor Capital Management

Tenor Capital Management as of March 31, 2017

Portfolio Holdings for Tenor Capital Management

Tenor Capital Management holds 55 positions in its portfolio as reported in the March 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Verisign Inc sdcv 3.250% 8/1 12.0 $117M 46M 2.56
Microchip Technology Inc sdcv 2.125%12/1 11.7 $114M 37M 3.11
Mu Us conv 7.2 $71M 23M 3.03
Micron Technology Inc bond 6.4 $63M 21M 2.98
Tal Education Group conv bd us 6.0 $59M 15M 4.06
Mercadolibre Inc note 2.250% 7/0 4.0 $39M 22M 1.75
Webmd Health Conv Sr Notes conv 3.9 $39M 38M 1.02
Illumina Inc. 0.00% June 15, 2019 ccb 3.0 $30M 29M 1.01
Albany Molecular Resh Inc note 2.250%11/1 2.6 $25M 23M 1.10
Depomed Inc conv 2.4 $24M 25M 0.94
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 2.4 $23M 18M 1.26
Spectranetics Corp mtnf 2.625% 6/0 2.2 $22M 19M 1.16
Nuance Communications Inc note 2.750%11/0 2.1 $21M 20M 1.02
Mgic Investment Corp note 2.1 $21M 14M 1.47
Insulet Corp note 2.000% 6/1 1.9 $19M 17M 1.13
Shutterfly Inc note 0.250% 5/1 1.9 $19M 19M 1.00
Greenbrier Co Inc conv bnd 1.8 $18M 14M 1.31
Spansion Llc conv 1.6 $16M 6.0M 2.69
Medicines Co dbcv 1.375% 6/0 1.6 $16M 9.0M 1.76
Tesla Inc convertible security 1.6 $16M 15M 1.04
Cornerstone Ondemand Inc conv 1.6 $16M 15M 1.03
Bottomline Tech Del Inc note 1.500%12/0 1.6 $15M 15M 1.01
Accuray Inc debt 3.500% 2/0 1.5 $15M 14M 1.10
Array Biopharma Inc note 3.000% 6/0 1.5 $15M 11M 1.43
Pandora Media Inc note 1.750%12/0 1.2 $12M 12M 1.01
Amag Pharmaceuticals Inc note 2.500% 2/1 1.2 $12M 11M 1.10
Accuray 1.2 $12M 11M 1.10
Spectrum Pharmaceuticals Inc conv 1.1 $11M 11M 1.03
Brocade Communications conv 1.0 $10M 9.8M 1.02
Web Com Group Inc note 1.000% 8/1 0.8 $7.9M 8.1M 0.97
Medicines Company conv 0.8 $7.6M 4.8M 1.59
Wabash National Corp 3.375 '18 conv 0.8 $7.3M 4.0M 1.83
Lgi Homes Inc conv 0.7 $6.6M 4.0M 1.66
Ctrip.com Inter Ltd. conv 0.7 $6.6M 5.0M 1.32
Theravance Biopharma Inc note 3.250%11/0 0.7 $6.4M 5.0M 1.28
Dynegy Inc unit 07/01/20191 0.6 $5.9M 100k 58.53
Infinera Corporation dbcv 1.750% 6/0 0.6 $5.7M 5.3M 1.08
Finisar Corp note 0.500%12/1 0.6 $5.7M 5.0M 1.13
General Cable Corp Del New frnt 4.500% 11/1 0.6 $5.5M 7.0M 0.79
Veeco Instrs Inc Del note 2.700% 1/1 0.5 $5.3M 5.0M 1.05
Teligent Inc note 3.750 12/1 0.5 $5.1M 5.0M 1.02
Enernoc, Inc. conv 0.3 $3.5M 4.0M 0.87
Servicesource Intl 0.2 $2.5M 2.5M 0.98
Mgic Invt Corp Wis note 5.000% 5/0 0.2 $2.0M 2.0M 1.02
Gogo (GOGO) 0.2 $2.0M 185k 11.00
Fluidigm Corporation convertible cor 0.2 $1.7M 2.5M 0.69
Tesla Motors Inc bond 0.1 $1.5M 1.5M 1.00
Euronet Worldwide Inc Note 1.500%10/0 0.1 $1.3M 1.0M 1.28
Ciena Corp note 0.875% 6/1 0.1 $1.0M 1.0M 1.00
Avid Technology Inc note 2.000% 6/1 0.1 $730k 1.0M 0.73
Impax Laboratories Inc conv 0.1 $623k 750k 0.83
Pernix Therapeutics Hldgs In dbcv 4.250% 4/0 0.1 $580k 2.0M 0.29
EnerNOC 0.1 $450k 75k 6.00
Cobalt Intl Energy Inc note 3.125% 5/1 0.0 $420k 1.5M 0.28
Cel Sci Corp *w exp 10/11/201 0.0 $31k 628k 0.05