Q1 2016 Holdings
Filed 2016-05-16 | 140 holdings | $3.7M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↑ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Invensense Inc | NOTE 1.750%11/0 | 46123DAB2 | $4.6K | $5,000,000 | 0.1% |
| WEB COM Group Inc | NOTE 1.000% 8/1 | 94733AAA2 | $4.8K | $5,000,000 | 0.1% |
| United States STL Corp New(USX1) | COM | 912909108 | $4.8K | 300,000 | 0.1% |
| Synchronoss Technologies Inc | NOTE 0.750% 8/1 | 87157BAA1 | $4.8K | $5,000,000 | 0.1% |
| CIT Group Inc(CITUSD) | COM NEW | 125581801 | $5.0K | 160,000 | 0.1% |
| Arcelormittal SA Luxembourg | NY REGISTRY SH | 03938L104 | $5.0K | 1,095,485 | 0.1% |
| L Brands IncPut | COM | 501797104 | $5.1K | 58,500 | 0.1% |
| Autodesk Inc(ADSK)Put | COM | 052769106 | $5.2K | 90,000 | 0.1% |
| Yandex NV | NOTE 1.125%12/1 | 98474TAB3 | $5.3K | $6,000,000 | 0.1% |
| 58 COM Inc(WUBAUSD)Put | SPON ADR REP A | 31680Q104 | $5.6K | 100,000 | 0.1% |
| Broadsoft Inc | NOTE 1.500% 7/0 | 11133BAB8 | $5.7K | $5,000,000 | 0.2% |
| Grace W R & Co del NewPut | COM | 38388F108 | $5.7K | 80,000 | 0.2% |
| Istar IncPut | COM | 45031U101 | $5.7K | 589,800 | 0.2% |
| SothebysPut | COM | 835898107 | $5.9K | 220,800 | 0.2% |
| Chesapeake Energy Corp(CHKEUR)Put | COM | 165167107 | $6.1K | 1,468,500 | 0.2% |
| Invensense IncPut | COM | 46123D205 | $6.4K | 762,500 | 0.2% |
| Twitter Inc | NOTE 0.250% 9/1 | 90184LAB8 | $6.6K | $7,500,000 | 0.2% |
| Petroleo Brasileiro SA Petro(PBR)Put | SPONSORED ADR | 71654V408 | $6.7K | 1,151,200 | 0.2% |
| Apple Inc(AAPL)Call | COM | 037833100 | $6.8K | 62,600 | 0.2% |
| American Axle & MFG Hldgs in(DCH)Put | COM | 024061103 | $6.8K | 443,700 | 0.2% |
| Cliffs NAT RES IncPut | COM | 18683K101 | $6.9K | 2,300,800 | 0.2% |
| Salesforce COM Inc(CRM)Put | COM | 79466L302 | $7.0K | 94,400 | 0.2% |
| Lennar Corp(LEN)Put | CL A | 526057104 | $7.1K | 147,400 | 0.2% |
| Sina Corp | NOTE 1.000%12/0 | 82922RAD5 | $7.2K | $7,293,000 | 0.2% |
| Priceline GRP Inc | NOTE 1.000% 3/1 | 741503AQ9 | $7.2K | $5,000,000 | 0.2% |
| Brookdale SR Living Inc | NOTE 2.750% 6/1 | 112463AA2 | $7.7K | $8,000,000 | 0.2% |
| Walgreens Boots Alliance Inc(WBA)Put | COM | 931427108 | $8.0K | 95,200 | 0.2% |
| Prospect Capital Corporation | NOTE 5.375%10/1 | 74348TAK8 | $8.1K | $8,259,000 | 0.2% |
| Melco Crown Entmt LTD(MLCO)Put | ADR | 585464100 | $8.3K | 500,000 | 0.2% |
| Delta AIR Lines Inc del(DAL)Put | COM NEW | 247361702 | $8.9K | 183,400 | 0.2% |
| YY Inc | NOTE 2.250% 4/0 | 98426TAB2 | $9.3K | $9,500,000 | 0.2% |
| Arvinmeritor Inc | FRNT 4.000% 2/1 | 043353AH4 | $10.2K | $10,820,000 | 0.3% |
| Kroger Co(KR)Put | COM | 501044101 | $10.3K | 270,000 | 0.3% |
| Cemex SAB de CV | NOTE 3.750% 3/1 | 151290BC6 | $10.5K | $10,000,000 | 0.3% |
| Solarcity CorpPut | COM | 83416T100 | $10.5K | 426,000 | 0.3% |
| Tesoro CorpPut | COM | 881609101 | $10.5K | 122,300 | 0.3% |
| International Business Machs(IBM)Put | COM | 459200101 | $10.6K | 70,000 | 0.3% |
| Valeant Pharmaceuticals Intl | COM | 91911K102 | $11.3K | 430,000 | 0.3% |
| Navistar Intl Corp New | NOTE 4.500%10/1 | 63934EAQ1 | $12.0K | $19,475,000 | 0.3% |
| Arcelormittal SA LuxembourgPut | NY REGISTRY SH | 03938L104 | $12.5K | 2,723,900 | 0.3% |
| Nuance Communications Inc | NOTE 2.750%11/0 | 67020YAF7 | $12.6K | $12,529,000 | 0.3% |
| American Rlty Cap Pptys Inc | NOTE 3.000% 8/0 | 02917TAA2 | $12.6K | $13,000,000 | 0.3% |
| KB Home(KBH)Put | COM | 48666K109 | $12.9K | 900,100 | 0.3% |
| Priceline GRP IncPut | COM NEW | 741503403 | $12.9K | 10,000 | 0.3% |
| Caterpillar Inc del(CAT)Put | COM | 149123101 | $13.2K | 173,100 | 0.4% |
| Ryland Group Inc | NOTE 0.250% 6/0 | 783764AS2 | $13.4K | $15,000,000 | 0.4% |
| Adobe SYS Inc(ADBE)Put | COM | 00724F101 | $13.4K | 142,500 | 0.4% |
| Prospect Capital Corporation(PSEC)Put | COM | 74348T102 | $13.5K | 1,855,100 | 0.4% |
| Yandex N V(NBIS)Put | SHS CLASS A | N97284108 | $13.7K | 895,200 | 0.4% |
| Brookdale SR Living Inc(BKD)Put | COM | 112463104 | $14.5K | 916,000 | 0.4% |