Q2 2016 Holdings
Filed 2016-07-27 | 90 holdings | $21.0M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ally Finl Inc(ALLY) | COM | 02005N100 | $15.2M | 890,450 | 72.4% |
| Ambac Finl Group Inc(OSG) | COM NEW | 023139884 | $2.0M | 123,546 | 9.7% |
| Spdr S&P 500 ETF TRPut | PUT | 78462F953 | $1.5M | 7,017,900 | 7.0% |
| Spdr S&P 500 ETF TRCall | CALL | 78462F903 | $743.8K | 3,550,000 | 3.5% |
| Ishares TRPut | PUT | 464287955 | $126.5K | 1,100,000 | 0.6% |
| PAR Pacific Holdings Inc(PARR) | COM NEW | 69888T207 | $120.4K | 7,846,023 | 0.6% |
| Yahoo Inc | COM | 984332106 | $107.2K | 2,855,162 | 0.5% |
| Powershares QQQ TrustPut | PUT | 73935A954 | $91.4K | 850,000 | 0.4% |
| Tesla Mtrs Inc | NOTE 1.500% 6/0 | 88160RAA9 | $61.7K | $36,483,000 | 0.3% |
| Ishares TRCall | CALL | 464287905 | $57.5K | 500,000 | 0.3% |
| E M C Corp Mass | COM | 268648102 | $52.0K | 1,914,856 | 0.2% |
| Whiting Pete Corp New | DBCV 1.250% 4/0 | 966387AU6 | $50.2K | $56,200,000 | 0.2% |
| Linkedin Corp | NOTE 0.500%11/0 | 53578AAB4 | $49.3K | $50,000,000 | 0.2% |
| Hutchinson Technology Inc | NOTE 8.500%10/3 | 448407AL0 | $41.8K | $37,500,000 | 0.2% |
| Two Hbrs Invt Corp | COM | 90187B101 | $41.4K | 4,833,470 | 0.2% |
| Xilinx Inc | NOTE 2.625% 6/1 | 983919AF8 | $40.8K | $25,344,000 | 0.2% |
| Allegheny Technologies Inc | NOTE 4.750% 7/0 | 01741RAG7 | $38.2K | $36,250,000 | 0.2% |
| American Cap MTG Invt Corp | COM | 02504A104 | $33.8K | 2,140,385 | 0.2% |
| Encore Cap Group Inc | NOTE 3.000%11/2 | 292554AD4 | $30.1K | $30,776,000 | 0.1% |
| Yahoo IncPut | PUT | 984332956 | $28.2K | 750,000 | 0.1% |
| PDL Biopharma Inc | NOTE 4.000% 2/0 | 69329YAF1 | $26.3K | $27,730,000 | 0.1% |
| Corenergy Infrastructure TR | NOTE 7.000% 6/1 | 21870UAA4 | $25.9K | $26,125,000 | 0.1% |
| Ishares TRPut | PUT | 464287954 | $25.7K | 750,000 | 0.1% |
| Encore Cap Group Inc | NOTE 3.000% 7/0 | 292554AF9 | $23.5K | $30,450,000 | 0.1% |
| Cobalt Intl Energy Inc | NOTE 2.625%12/0 | 19075FAA4 | $23.5K | $62,567,000 | 0.1% |
| Gogo Inc | NOTE 3.750% 3/0 | 38046CAB5 | $22.5K | $33,740,000 | 0.1% |
| Corsicanto LTD | NOTE 3.500% 1/1 | 220480AB3 | $18.7K | $18,370,000 | 0.1% |
| Whiting Pete Corp New | NOTE 5.750% 3/1 | 966387AV4 | $18.4K | $19,495,000 | 0.1% |
| Hewlett Packard Enterprise C(HPE) | COM | 42824C109 | $17.0K | 929,325 | 0.1% |
| Spdr Series TrustPut | PUT | 78464A958 | $16.8K | 500,000 | 0.1% |
| Pacira Pharmaceuticals Inc | NOTE 3.250% 2/0 | 695127AB6 | $15.6K | $10,500,000 | 0.1% |
| Armour Residential REIT Inc(ARRUSD) | COM NEW | 042315507 | $15.3K | 766,827 | 0.1% |
| ST Jude MED Inc | COM | 790849103 | $14.8K | 190,075 | 0.1% |
| Cowen Group Inc New | NOTE 3.000% 3/1 | 223622AB7 | $14.4K | $16,000,000 | 0.1% |
| Interoil Corp | COM | 460951106 | $13.4K | 297,567 | 0.1% |
| Liberty Media Corp | DEB 4.000%11/1 | 530715AG6 | $13.2K | $22,907,000 | 0.1% |
| Jazz US Hldgs Inc | NOTE 8.000%12/3 | 47216EAA8 | $12.6K | $8,779,000 | 0.1% |
| Verisign Inc | SDCV 3.250% 8/1 | 92343EAD4 | $12.2K | $4,850,000 | 0.1% |
| Office Depot Inc | COM | 676220106 | $12.2K | 3,683,893 | 0.1% |
| Allergan PLC | SHS | G0177J108 | $11.8K | 50,849 | 0.1% |
| Nvidia Corp | NOTE 1.000%12/0 | 67066GAC8 | $11.3K | $4,850,000 | 0.1% |
| Titan Machy Inc | NOTE 3.750% 5/0 | 88830RAB7 | $10.4K | $13,008,000 | 0.0% |
| American Cap LTD | COM | 02503Y103 | $9.8K | 617,357 | 0.0% |
| American Capital Agency Corp | COM | 02503X105 | $9.3K | 471,427 | 0.0% |
| Invesco Mortgage Capital Inc(IVREUR) | COM | 46131B100 | $9.3K | 682,545 | 0.0% |
| Apollo Residential MTG Inc | COM | 03763V102 | $9.3K | 696,165 | 0.0% |
| Green Plains Inc | NOTE 3.250%10/0 | 393222AD6 | $8.9K | $8,000,000 | 0.0% |
| ConocophillipsPut | PUT | 20825C954 | $8.7K | 200,000 | 0.0% |
| Encore Cap Group Inc | NOTE 2.875% 3/1 | 292554AH5 | $8.6K | $12,212,000 | 0.0% |
| Gaming & Leisure Pptys IncPut | PUT | 36467J958 | $7.6K | 220,000 | 0.0% |