TENOR CAPITAL MANAGEMENT Co., L.P. Quant / Systematic

CIK: 0001346554 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $411,462 (0.6% shares, 99.4% debt)

Holdings (38)

— NVIDIA CORP 17.1%

Value ($000) $70,158 Shares 30,000,000 Est. Cost $2.28 Unrealized —

— VERISIGN INC 9.3%

Value ($000) $38,115 Shares 15,000,000 Est. Cost $2.56 Unrealized —

— WESCO INTL INC 8.7%

Value ($000) $35,864 Shares 19,800,000 Est. Cost $1.80 Unrealized —

— FIDELITY NATIONAL FINANCIAL 8.0%

Value ($000) $32,763 Shares 15,752,000 Est. Cost $2.03 Unrealized —

— TAL ED GROUP 4.7%

Value ($000) $19,145 Shares 8,000,000 Est. Cost $1.34 Unrealized —

— NUANCE COMMUNICATIONS INC 4.3%

Value ($000) $17,648 Shares 17,414,000 Est. Cost $1.02 Unrealized —

— BOTTOMLINE TECH DEL INC 3.9%

Value ($000) $16,097 Shares 15,905,000 Est. Cost $1.01 Unrealized —

— IRONWOOD PHARMACEUTICALS INC 3.8%

Value ($000) $15,589 Shares 15,000,000 Est. Cost $1.04 Unrealized —

— FINISAR CORP 3.4%

Value ($000) $13,864 Shares 14,326,000 Est. Cost $0.96 Unrealized —

— SPANSION LLC 3.0%

Value ($000) $12,298 Shares 5,975,000 Est. Cost $1.84 Unrealized —

— MEDICINES CO 2.9%

Value ($000) $11,998 Shares 10,000,000 Est. Cost $1.20 Unrealized —

— DYNEGY INC NEW DEL 2.6%

Value ($000) $10,777 Shares 100,000 Est. Cost $107.77 Unrealized —

— ACCURAY INC 2.2%

Value ($000) $8,982 Shares 7,750,000 Est. Cost $1.78 Unrealized —

— ACCURAY INC 2.2%

Value ($000) $8,924 Shares 7,700,000 Est. Cost $1.18 Unrealized —

— ACCURAY INC 2.1%

Value ($000) $8,492 Shares 8,331,000 Est. Cost $1.07 Unrealized —

— LINKEDIN CORP 2.1%

Value ($000) $8,443 Shares 8,543,000 Est. Cost $0.99 Unrealized —

— MICRON TECHNOLOGY INC 1.9%

Value ($000) $8,023 Shares 5,326,000 Est. Cost $3.07 Unrealized —

— CIENA CORP 1.9%

Value ($000) $7,934 Shares 8,000,000 Est. Cost $0.99 Unrealized —

— MICRON TECHNOLOGY INC 1.9%

Value ($000) $7,744 Shares 5,000,000 Est. Cost $1.68 Unrealized —

— INTEGRA LIFESCIENCES HLDGS C 1.9%

Value ($000) $7,617 Shares 5,000,000 Est. Cost $1.32 Unrealized —

— LGI HOMES INC 1.5%

Value ($000) $6,250 Shares 4,000,000 Est. Cost $1.28 Unrealized —

— GENERAL CABLE CORP DEL NEW 1.5%

Value ($000) $6,016 Shares 10,252,000 Est. Cost $0.60 Unrealized —

— SPECTRUM PHARMACEUTICALS INC 1.4%

Value ($000) $5,804 Shares 6,250,000 Est. Cost $0.93 Unrealized —

— INSULET CORP 1.4%

Value ($000) $5,732 Shares 6,000,000 Est. Cost $0.94 Unrealized —

— SERVICESOURCE INTL INC 1.1%

Value ($000) $4,643 Shares 5,175,000 Est. Cost $0.80 Unrealized —

— IGI LABORATORIES INC 1.1%

Value ($000) $4,529 Shares 5,000,000 Est. Cost $0.98 Unrealized —

— SPECTRANETICS CORP 1.1%

Value ($000) $4,498 Shares 5,000,000 Est. Cost $0.76 Unrealized —

— INTERACTIVE INTELLIGENCE GRO 1.0%

Value ($000) $4,008 Shares 4,200,000 Est. Cost $0.95 Unrealized —

— SEQUENOM INC 0.8%

Value ($000) $3,154 Shares 4,500,000 Est. Cost $0.98 Unrealized —

— TRINA SOLAR LIMITED 0.6%

Value ($000) $2,586 Shares 3,000,000 Est. Cost $0.97 Unrealized —

GOGO GOGO INC 0.4%

Value ($000) $1,551 Shares 184,900 Est. Cost $12.67 Unrealized -21.4%

— TRINA SOLAR LIMITED 0.2%

Value ($000) $937 Shares 121,032 Est. Cost $7.97 Unrealized —

— SEQUENOM INC 0.1%

Value ($000) $601 Shares 1,000,000 Est. Cost $0.60 Unrealized —

— PERNIX THERAPEUTICS HLDGS IN 0.1%

Value ($000) $531 Shares 2,000,000 Est. Cost $0.27 Unrealized —

— TELIGENT INC NEW 0.0%

Value ($000) $75 Shares 10,500 Est. Cost $8.86 Unrealized —

— CEL SCI CORP 0.0%

Value ($000) $46 Shares 628,350 Est. Cost $0.40 Unrealized —

— BIOPHARMX CORP 0.0%

Value ($000) $26 Shares 39,800 Est. Cost $1.10 Unrealized —

— COPSYNC INC 0.0%

Value ($000) $0 Shares 20,000 Est. Cost $0.20 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	NVIDIA CORP	30,000,000	$70,158	17.1%	$2.28	—	NOTE 1.000%12/0	67066GAC8
—	VERISIGN INC	15,000,000	$38,115	9.3%	$2.56	—	SDCV 3.250% 8/1	92343EAD4
—	WESCO INTL INC	19,800,000	$35,864	8.7%	$1.80	—	DBCV 6.000% 9/1	95082PAH8
—	FIDELITY NATIONAL FINANCIAL	15,752,000	$32,763	8.0%	$2.03	—	NOTE 4.250% 8/1	31620RAE5
—	TAL ED GROUP	8,000,000	$19,145	4.7%	$1.34	—	NOTE 2.500% 5/1	874080AB0
—	NUANCE COMMUNICATIONS INC	17,414,000	$17,648	4.3%	$1.02	—	NOTE 2.750%11/0	67020YAF7
—	BOTTOMLINE TECH DEL INC	15,905,000	$16,097	3.9%	$1.01	—	NOTE 1.500%12/0	101388AA4
—	IRONWOOD PHARMACEUTICALS INC	15,000,000	$15,589	3.8%	$1.04	—	DBCV 2.250% 6/1	46333XAD0
—	FINISAR CORP	14,326,000	$13,864	3.4%	$0.96	—	NOTE 0.500%12/1	31787AAM3
—	SPANSION LLC	5,975,000	$12,298	3.0%	$1.84	—	NOTE 2.000% 9/0	84649PAL9
—	MEDICINES CO	10,000,000	$11,998	2.9%	$1.20	—	NOTE 2.500% 1/1	584688AE5
—	DYNEGY INC NEW DEL	100,000	$10,777	2.6%	$107.77	—	UNIT 07/01/20191	26817R405
—	ACCURAY INC	7,750,000	$8,982	2.2%	$1.78	—	DEBT 3.500% 2/0	004397AF2
—	ACCURAY INC	7,700,000	$8,924	2.2%	$1.18	—	NOTE 3.500% 2/0	004397AD7
—	ACCURAY INC	8,331,000	$8,492	2.1%	$1.07	—	NOTE 3.750% 8/0	004397AB1
—	LINKEDIN CORP	8,543,000	$8,443	2.1%	$0.99	—	NOTE 0.500%11/0	53578AAB4
—	MICRON TECHNOLOGY INC	5,326,000	$8,023	1.9%	$3.07	—	NOTE 2.375% 5/0	595112AW3
—	CIENA CORP	8,000,000	$7,934	1.9%	$0.99	—	NOTE 0.875% 6/1	171779AE1
—	MICRON TECHNOLOGY INC	5,000,000	$7,744	1.9%	$1.68	—	NOTE 3.125% 5/0	595112AX1
—	INTEGRA LIFESCIENCES HLDGS C	5,000,000	$7,617	1.9%	$1.32	—	NOTE 1.625%12/1	457985AK5
—	LGI HOMES INC	4,000,000	$6,250	1.5%	$1.28	—	NOTE 4.250%11/1	50187TAB2
—	GENERAL CABLE CORP DEL NEW	10,252,000	$6,016	1.5%	$0.60	—	FRNT 4.500%11/1	369300AL2
—	SPECTRUM PHARMACEUTICALS INC	6,250,000	$5,804	1.4%	$0.93	—	NOTE 2.750%12/1	84763AAB4
—	INSULET CORP	6,000,000	$5,732	1.4%	$0.94	—	NOTE 2.000% 6/1	45784PAD3
—	SERVICESOURCE INTL INC	5,175,000	$4,643	1.1%	$0.80	—	NOTE 1.500% 8/0	81763UAB6
—	IGI LABORATORIES INC	5,000,000	$4,529	1.1%	$0.98	—	NOTE 3.750%12/1	449575AB5
—	SPECTRANETICS CORP	5,000,000	$4,498	1.1%	$0.76	—	MTNF 2.625% 6/0	84760CAA5
—	INTERACTIVE INTELLIGENCE GRO	4,200,000	$4,008	1.0%	$0.95	—	NOTE 1.250% 6/0	45841VAB5
—	SEQUENOM INC	4,500,000	$3,154	0.8%	$0.98	—	NOTE 5.000%10/0	817337AB4
—	TRINA SOLAR LIMITED	3,000,000	$2,586	0.6%	$0.97	—	NOTE 4.000%10/1	89628EAE4
GOGO	GOGO INC	184,900	$1,551	0.4%	$12.67	-21.4%	COM	38046C109
—	TRINA SOLAR LIMITED	121,032	$937	0.2%	$7.97	—	SPON ADR	89628E104
—	SEQUENOM INC	1,000,000	$601	0.1%	$0.60	—	NOTE 5.000% 1/0	817337AC2
—	PERNIX THERAPEUTICS HLDGS IN	2,000,000	$531	0.1%	$0.27	—	DBCV 4.250% 4/0	71426VAK4
—	TELIGENT INC NEW	10,500	$75	0.0%	$8.86	—	COM	87960W104
—	CEL SCI CORP	628,350	$46	0.0%	$0.40	—	*W EXP 10/11/201	150837177
—	BIOPHARMX CORP	39,800	$26	0.0%	$1.10	—	COM	09072X101
—	COPSYNC INC	20,000	$0	0.0%	$0.20	—	*W EXP 11/12/202	217712116