Q2 2017 Holdings
Filed 2017-08-14 | 119 holdings | $3.0M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↑ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Nike Inc(NKE)Put | CL B | 654106103 | $5.9K | 100,000 | 0.2% |
| Chesapeake Energy Corp(CHKEUR)Put | COM | 165167107 | $6.3K | 1,270,400 | 0.2% |
| Herbalife LTD(HLF)Call | COM USD SHS | G4412G101 | $6.4K | 90,400 | 0.2% |
| Prospect Capital Corporation | NOTE 5.750% 3/1 | 74348TAL6 | $6.6K | $6,438,000 | 0.2% |
| American Axle & MFG Hldgs in(DCH)Put | COM | 024061103 | $7.0K | 449,700 | 0.2% |
| Invensense Inc | NOTE 1.750%11/0 | 46123DAB2 | $7.0K | $7,000,000 | 0.2% |
| Broadsoft Inc | NOTE 1.500% 7/0 | 11133BAB8 | $7.0K | $6,000,000 | 0.2% |
| Prospect Capital Corporation | NOTE 5.875% 1/1 | 74348TAM4 | $7.1K | $6,865,000 | 0.2% |
| YPF Sociedad Anonima(YPF)Put | SPON ADR CL D | 984245100 | $7.3K | 335,500 | 0.2% |
| Canadian Solar Inc | NOTE 4.250% 2/1 | 136635AE9 | $7.5K | $7,660,000 | 0.2% |
| WEB COM Group Inc | NOTE 1.000% 8/1 | 94733AAA2 | $8.3K | $8,250,000 | 0.3% |
| Constellation Brands Inc(STZ)Put | CL A | 21036P108 | $8.4K | 43,300 | 0.3% |
| Ulta Salon Cosmetcs & Frag I(ULTA)Put | COM | 90384S303 | $8.5K | 29,700 | 0.3% |
| Twitter Inc | NOTE 0.250% 9/1 | 90184LAB8 | $8.5K | $9,000,000 | 0.3% |
| GNC Hldgs Inc | NOTE 1.500% 8/1 | 36191GAB3 | $8.9K | $13,351,000 | 0.3% |
| Tenet Healthcare Corp(THC)Put | COM NEW | 88033G407 | $9.0K | 463,800 | 0.3% |
| Autodesk Inc(ADSK)Put | COM | 052769106 | $9.1K | 90,000 | 0.3% |
| Gamestop Corp New(GME)Put | CL A | 36467W109 | $9.2K | 426,400 | 0.3% |
| American Rlty Cap Pptys Inc | NOTE 3.000% 8/0 | 02917TAA2 | $10.4K | $10,314,000 | 0.3% |
| Arcelormittal SA LuxembourgPut | NY REGISTRY SH | 03938L104 | $10.9K | 478,005 | 0.4% |
| Valeant Pharmaceuticals IntlPut | COM | 91911K102 | $11.5K | 663,100 | 0.4% |
| Penney J C Inc | COM | 708160106 | $12.2K | 2,617,935 | 0.4% |
| Meritage Homes Corp(MTH)Put | COM | 59001A102 | $12.7K | 300,000 | 0.4% |
| Canadian Solar Inc(CSIQ)Put | COM | 136635109 | $12.7K | 797,700 | 0.4% |
| Cemex SAB de CV | NOTE 3.750% 3/1 | 151290BC6 | $13.2K | $11,000,000 | 0.4% |
| Navistar Intl Corp New | NOTE 4.750% 4/1 | 63934EAS7 | $13.7K | $14,000,000 | 0.5% |
| Arvinmeritor Inc | FRNT 4.000% 2/1 | 043353AH4 | $13.9K | $13,320,000 | 0.5% |
| Yandex NV | NOTE 1.125%12/1 | 98474TAB3 | $14.1K | $14,500,000 | 0.5% |
| Ryland Group Inc | NOTE 0.250% 6/0 | 783764AS2 | $14.3K | $15,000,000 | 0.5% |
| Brookdale SR Living Inc | NOTE 2.750% 6/1 | 112463AA2 | $15.5K | $15,591,000 | 0.5% |
| Solarcity Corp | NOTE 2.750%11/0 | 83416TAA8 | $15.8K | $15,829,000 | 0.5% |
| Cliffs NAT RES IncPut | COM | 18683K101 | $16.0K | 2,316,600 | 0.5% |
| Meritage Homes Corp | NOTE 1.875% 9/1 | 59001AAR3 | $16.8K | $16,529,000 | 0.6% |
| Amazon COM Inc(AMZN)Put | COM | 023135106 | $16.9K | 17,500 | 0.6% |
| Navient Corp(NAVI)Put | COM | 63938C108 | $17.0K | 1,021,000 | 0.6% |
| GNC Hldgs IncPut | COM CL A | 36191G107 | $17.3K | 2,051,400 | 0.6% |
| KB Home(KBH)Put | COM | 48666K109 | $17.4K | 723,900 | 0.6% |
| Navistar Intl Corp New | NOTE 4.500%10/1 | 63934EAQ1 | $17.5K | $17,475,000 | 0.6% |
| Transocean LTD(RIG)Put | REG SHS | H8817H100 | $17.9K | 2,170,700 | 0.6% |
| Centurylink Inc(CTLEUR)Put | COM | 156700106 | $20.0K | 836,600 | 0.7% |
| Adobe SYS Inc(ADBE)Put | COM | 00724F101 | $20.9K | 147,500 | 0.7% |
| Mallinckrodt PUB LTD CoPut | SHS | G5785G107 | $21.1K | 471,400 | 0.7% |
| Brookdale SR Living Inc(BKD)Put | COM | 112463104 | $22.5K | 1,528,700 | 0.7% |
| Penney J C IncPut | COM | 708160106 | $23.1K | 4,966,700 | 0.8% |
| Iconix Brand Group Inc | NOTE 1.500% 3/1 | 451055AF4 | $23.2K | $23,818,000 | 0.8% |
| United States STL Corp New(USX1)Put | COM | 912909108 | $26.2K | 1,184,100 | 0.9% |
| Nuance Communications IncPut | COM | 67020Y100 | $27.7K | 1,592,400 | 0.9% |
| Vereit IncPut | COM | 92339V100 | $29.0K | 3,557,500 | 1.0% |
| Tesla Mtrs Inc | NOTE 0.250% 3/0 | 88160RAB7 | $30.3K | $26,500,000 | 1.0% |
| Prospect Capital Corporation(PSEC)Put | COM | 74348T102 | $30.4K | 3,745,500 | 1.0% |