Q1 2016 Holdings
Filed 2016-05-03 | 88 holdings | $26.9M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ally Finl Inc(ALLY) | COM | 02005N100 | $19.7M | 1,050,711 | 73.1% |
| Ambac Finl Group Inc(OSG) | COM NEW | 023139884 | $3.8M | 242,569 | 14.2% |
| Spdr S&P 500 ETF TRPut | PUT | 78462F953 | $842.8K | 4,100,000 | 3.1% |
| Spdr S&P 500 ETF TRCall | CALL | 78462F903 | $791.4K | 3,850,000 | 2.9% |
| Ishares TRPut | PUT | 464287955 | $188.1K | 1,700,000 | 0.7% |
| PAR Pacific Holdings Inc(PARR) | COM NEW | 69888T207 | $147.2K | 7,846,023 | 0.5% |
| Teleflex Inc | NOTE 3.875% 8/0 | 879369AA4 | $128.4K | $50,273,000 | 0.5% |
| Tesla Mtrs Inc | NOTE 1.500% 6/0 | 88160RAA9 | $113.0K | $61,483,000 | 0.4% |
| Currencyshares Euro TRPut | PUT | 23130C958 | $100.1K | 900,000 | 0.4% |
| Yahoo Inc | COM | 984332106 | $77.5K | 2,105,162 | 0.3% |
| Two Hbrs Invt Corp | COM | 90187B101 | $72.0K | 9,064,748 | 0.3% |
| American Cap LTD | COM | 02503Y103 | $59.0K | 3,868,667 | 0.2% |
| Ishares TRCall | CALL | 464287905 | $55.3K | 500,000 | 0.2% |
| Sandisk Corp | NOTE 1.500% 8/1 | 80004CAD3 | $42.2K | $26,748,000 | 0.2% |
| E M C Corp Mass | COM | 268648102 | $40.7K | 1,527,856 | 0.2% |
| Bank Amer CorpPut | PUT | 060505954 | $40.6K | 3,000,000 | 0.2% |
| Humana Inc(HUM) | COM | 444859102 | $32.1K | 175,507 | 0.1% |
| Encore Cap Group Inc | NOTE 3.000%11/2 | 292554AD4 | $30.4K | $30,776,000 | 0.1% |
| Isis Pharmaceuticals Inc del | NOTE 2.750%10/0 | 464337AG9 | $28.0K | $11,246,000 | 0.1% |
| Pacira Pharmaceuticals Inc | NOTE 3.250% 2/0 | 695127AB6 | $26.9K | $12,194,000 | 0.1% |
| American Cap MTG Invt Corp | COM | 02504A104 | $23.8K | 1,621,576 | 0.1% |
| Encore Cap Group Inc | NOTE 3.000% 7/0 | 292554AF9 | $23.5K | $30,450,000 | 0.1% |
| Facebook IncCall | CALL | 30303M902 | $22.8K | 200,000 | 0.1% |
| Corenergy Infrastructure TR | NOTE 7.000% 6/1 | 21870UAA4 | $22.7K | $29,125,000 | 0.1% |
| Baxalta Inc | COM | 07177M103 | $20.2K | 500,000 | 0.1% |
| American Capital Agency Corp | COM | 02503X105 | $19.6K | 1,049,763 | 0.1% |
| Corsicanto LTD | NOTE 3.500% 1/1 | 220480AB3 | $19.2K | $23,370,000 | 0.1% |
| Allergan PLC | SHS | G0177J108 | $18.5K | 69,200 | 0.1% |
| PDL Biopharma Inc | NOTE 4.000% 2/0 | 69329YAF1 | $17.8K | $19,730,000 | 0.1% |
| Time Warner Cable Inc | COM | 88732J207 | $17.8K | 86,765 | 0.1% |
| Xilinx Inc | NOTE 2.625% 6/1 | 983919AF8 | $17.2K | $10,470,000 | 0.1% |
| Jazz US Hldgs Inc | NOTE 8.000%12/3 | 47216EAA8 | $16.5K | $11,779,000 | 0.1% |
| ConocophillipsPut | PUT | 20825C954 | $16.1K | 400,000 | 0.1% |
| The ADT Corporation | COM | 00101J106 | $15.3K | 372,000 | 0.1% |
| Cowen Group Inc New | NOTE 3.000% 3/1 | 223622AB7 | $14.8K | $16,000,000 | 0.1% |
| Integra Lifesciences Hldgs | C NOTE 1.625%12/1 | 457985AK5 | $13.8K | $10,657,000 | 0.1% |
| Ryanair Hldgs PLC(RYAAY) | SPONSORED ADR NE | 783513203 | $13.4K | 156,033 | 0.0% |
| Liberty Media Corp | DEB 4.000%11/1 | 530715AG6 | $12.9K | $22,907,000 | 0.0% |
| Verisign Inc | SDCV 3.250% 8/1 | 92343EAD4 | $12.5K | $4,850,000 | 0.0% |
| Rite AID Corp | COM | 767754104 | $10.3K | 1,264,756 | 0.0% |
| American Airls Group IncCall | CALL | 02376R902 | $10.3K | 250,000 | 0.0% |
| Cigna Corporation | COM | 125509109 | $10.1K | 73,563 | 0.0% |
| Titan Machy Inc | NOTE 3.750% 5/0 | 88830RAB7 | $10.0K | $13,008,000 | 0.0% |
| Hatteras Finl Corp | COM | 41902R103 | $9.8K | 687,098 | 0.0% |
| Charter Communications Inc DPut | PUT | 16117M955 | $9.8K | 48,400 | 0.0% |
| Invesco Mortgage Capital Inc(IVREUR) | COM | 46131B100 | $9.6K | 787,644 | 0.0% |
| Herbalife LTD | NOTE 2.000% 8/1 | 42703MAB9 | $9.1K | $9,440,000 | 0.0% |
| NII Hldgs Inc | COM PAR $0.001 | 62913F508 | $8.9K | 1,601,157 | 0.0% |
| Nvidia Corp | NOTE 1.000%12/0 | 67066GAC8 | $8.7K | $4,850,000 | 0.0% |
| Encore Cap Group Inc | NOTE 2.875% 3/1 | 292554AH5 | $8.4K | $12,212,000 | 0.0% |