Q1 2017 Holdings
Filed 2017-05-15 | 122 holdings | $2.0M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↑ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Palo Alto Networks Inc(PANW)Put | COM | 697435105 | $4.8K | 42,500 | 0.2% |
| Synchronoss Technologies Inc | NOTE 0.750% 8/1 | 87157BAA1 | $4.9K | $5,136,000 | 0.2% |
| Twitter Inc(TWTRUSD)Put | COM | 90184L102 | $4.9K | 330,000 | 0.2% |
| Prospect Capital Corporation | NOTE 5.875% 1/1 | 74348TAM4 | $5.0K | $4,826,000 | 0.3% |
| Transocean LTD(RIG)Call | REG SHS | H8817H100 | $5.0K | 400,000 | 0.3% |
| GNC Hldgs Inc | NOTE 1.500% 8/1 | 36191GAB3 | $5.4K | $8,819,000 | 0.3% |
| Nike Inc(NKE)Put | CL B | 654106103 | $5.6K | 100,000 | 0.3% |
| Pioneer NAT RES Co(PXDEUR)Put | COM | 723787107 | $5.6K | 30,000 | 0.3% |
| Broadsoft Inc | NOTE 1.500% 7/0 | 11133BAB8 | $5.8K | $5,136,000 | 0.3% |
| Invensense Inc | NOTE 1.750%11/0 | 46123DAB2 | $7.0K | $7,000,000 | 0.3% |
| YY IncPut | ADS REPCOM CLA | 98426T106 | $7.0K | 152,000 | 0.4% |
| Constellation Brands Inc(STZ)Put | CL A | 21036P108 | $7.0K | 43,300 | 0.4% |
| Prospect Capital Corporation | NOTE 5.750% 3/1 | 74348TAL6 | $7.1K | $6,862,000 | 0.4% |
| Twitter Inc | NOTE 0.250% 9/1 | 90184LAB8 | $7.1K | $7,500,000 | 0.4% |
| Valeant Pharmaceuticals IntlPut | COM | 91911K102 | $7.3K | 663,100 | 0.4% |
| Autodesk Inc(ADSK)Put | COM | 052769106 | $7.8K | 90,000 | 0.4% |
| Canadian Solar Inc(CSIQ)Put | COM | 136635109 | $7.8K | 639,000 | 0.4% |
| WEB COM Group Inc | NOTE 1.000% 8/1 | 94733AAA2 | $8.1K | $8,250,000 | 0.4% |
| Tenet Healthcare Corp(THC)Put | COM NEW | 88033G407 | $8.1K | 458,800 | 0.4% |
| YPF Sociedad Anonima(YPF)Put | SPON ADR CL D | 984245100 | $8.1K | 335,500 | 0.4% |
| Prospect Capital Corporation | NOTE 5.375%10/1 | 74348TAK8 | $8.4K | $8,259,000 | 0.4% |
| American Axle & MFG Hldgs in(DCH)Put | COM | 024061103 | $8.4K | 449,700 | 0.4% |
| Ulta Salon Cosmetcs & Frag I(ULTA)Put | COM | 90384S303 | $8.5K | 29,700 | 0.4% |
| Chesapeake Energy Corp(CHKEUR)Put | COM | 165167107 | $9.0K | 1,509,700 | 0.5% |
| Priceline GRP Inc | NOTE 1.000% 3/1 | 741503AQ9 | $9.4K | $5,000,000 | 0.5% |
| Gamestop Corp New(GME)Put | CL A | 36467W109 | $9.5K | 420,400 | 0.5% |
| YY Inc | NOTE 2.250% 4/0 | 98426TAB2 | $9.5K | $9,500,000 | 0.5% |
| GNC Hldgs IncPut | COM CL A | 36191G107 | $9.9K | 1,347,500 | 0.5% |
| Mallinckrodt PUB LTD CoPut | SHS | G5785G107 | $11.0K | 247,100 | 0.6% |
| Meritage Homes Corp(MTH)Put | COM | 59001A102 | $11.0K | 300,000 | 0.6% |
| Cemex SAB de CV | NOTE 3.750% 3/1 | 151290BC6 | $11.7K | $10,000,000 | 0.6% |
| Arcelormittal SA LuxembourgPut | NY REGISTRY SH | 03938L104 | $12.1K | 1,448,500 | 0.6% |
| Nuance Communications Inc | NOTE 2.750%11/0 | 67020YAF7 | $12.6K | $12,529,000 | 0.6% |
| Brookdale SR Living Inc | NOTE 2.750% 6/1 | 112463AA2 | $13.3K | $13,425,000 | 0.7% |
| Yandex NV | NOTE 1.125%12/1 | 98474TAB3 | $13.9K | $14,500,000 | 0.7% |
| Arvinmeritor Inc | FRNT 4.000% 2/1 | 043353AH4 | $14.0K | $13,320,000 | 0.7% |
| Ryland Group Inc | NOTE 0.250% 6/0 | 783764AS2 | $14.2K | $15,000,000 | 0.7% |
| KB Home(KBH)Put | COM | 48666K109 | $14.4K | 723,900 | 0.7% |
| Navient Corp(NAVI)Put | COM | 63938C108 | $15.1K | 1,021,000 | 0.8% |
| Amazon COM Inc(AMZN)Put | COM | 023135106 | $15.5K | 17,500 | 0.8% |
| Iconix Brand Group Inc | NOTE 1.500% 3/1 | 451055AF4 | $17.5K | $18,429,000 | 0.9% |
| Invensense IncPut | COM | 46123D205 | $17.6K | 1,394,700 | 0.9% |
| Cliffs NAT RES IncPut | COM | 18683K101 | $19.0K | 2,316,600 | 1.0% |
| Adobe SYS Inc(ADBE)Put | COM | 00724F101 | $19.2K | 147,500 | 1.0% |
| Centurylink Inc(CTLEUR)Put | COM | 156700106 | $19.6K | 831,200 | 1.0% |
| Brookdale SR Living Inc(BKD)Put | COM | 112463104 | $20.3K | 1,512,700 | 1.0% |
| Navistar Intl Corp New | NOTE 4.500%10/1 | 63934EAQ1 | $21.2K | $21,475,000 | 1.1% |
| American Rlty Cap Pptys Inc | NOTE 3.000% 8/0 | 02917TAA2 | $24.9K | $24,814,000 | 1.3% |
| Transocean LTD(RIG)Put | REG SHS | H8817H100 | $27.0K | 2,170,700 | 1.4% |
| Nuance Communications IncPut | COM | 67020Y100 | $27.6K | 1,592,400 | 1.4% |