CIK: 0001000097 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 14, 2017
Total Value ($000): $1,462,940 (98.3% shares, 1.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| XLF | SELECT SECTOR SPDR TR | 2,995,200 | $73,892 | 5.1% | — | — | Call | 81369Y605 |
| META | FACEBOOK INC | 392,567 | $59,270 | 4.1% | $127.73 | +15.6% | CL A | 30303M102 |
| BABA | ALIBABA GROUP HLDG LTD | 413,158 | $58,214 | 4.0% | $129.44 | — | SPONSORED ADS | 01609W102 |
| CCEP | COCA COLA EUROPEAN PARTNERS | 1,334,398 | $54,270 | 3.7% | $29.77 | +4.0% | SHS | G25839104 |
| AIG | AMERICAN INTL GROUP INC | 738,121 | $46,147 | 3.2% | $50.22 | -0.9% | COM NEW | 026874784 |
| — | ALTABA INC | 823,847 | $44,883 | 3.1% | $54.48 | — | COM | 021346101 |
| HYG | ISHARES TR | 500,000 | $44,195 | 3.0% | $87.78 | — | Put | 464288513 |
| — | DOW CHEM CO | 693,782 | $43,757 | 3.0% | $61.81 | — | COM | 260543103 |
| NWL | NEWELL BRANDS INC | 779,960 | $41,821 | 2.9% | $29.65 | +16.5% | COM | 651229106 |
| — | POWERSHARES QQQ TRUST | 299,500 | $41,223 | 2.8% | — | — | Put | 73935A104 |
| NXST | NEXSTAR MEDIA GROUP INC | 614,596 | $36,753 | 2.5% | $40.21 | +22.5% | CL A | 65336K103 |
| HRTX | HERON THERAPEUTICS INC | 2,309,604 | $31,988 | 2.2% | $18.69 | -22.5% | COM | 427746102 |
| IBB | ISHARES TR | 99,800 | $30,946 | 2.1% | — | — | Put | 464287556 |
| NTRS | NORTHERN TR CORP | 312,498 | $30,378 | 2.1% | $61.69 | +14.2% | COM | 665859104 |
| MLM | MARTIN MARIETTA MATLS INC | 122,931 | $27,362 | 1.9% | $212.10 | 0.0% | COM | 573284106 |
| WDC | WESTERN DIGITAL CORP | 296,651 | $26,283 | 1.8% | $59.68 | 0.0% | COM | 958102105 |
| — | WPX ENERGY INC | 2,606,185 | $25,176 | 1.7% | $9.66 | — | COM | 98212B103 |
| — | SINCLAIR BROADCAST GROUP INC | 748,227 | $24,617 | 1.7% | $39.07 | — | CL A | 829226109 |
| CME | CME GROUP INC | 189,330 | $23,712 | 1.6% | $87.55 | 0.0% | COM | 12572Q105 |
| — | HORIZON PHARMA INVT LTD | 27,250,000 | $23,486 | 1.6% | $0.90 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| MU | MICRON TECHNOLOGY INC | 783,301 | $23,389 | 1.6% | $28.55 | 0.0% | COM | 595112103 |
| AMAT | APPLIED MATLS INC | 513,555 | $21,215 | 1.5% | $32.54 | +18.6% | COM | 038222105 |
| VMC | VULCAN MATLS CO | 163,038 | $20,654 | 1.4% | $116.40 | 0.0% | COM | 929160109 |
| IP | INTL PAPER CO | 355,817 | $20,143 | 1.4% | $34.75 | 0.0% | COM | 460146103 |
| — | PINNACLE FOODS INC DEL | 332,065 | $19,725 | 1.3% | $53.25 | — | COM | 72348P104 |
| — | FLEXION THERAPEUTICS INC | 953,869 | $19,287 | 1.3% | $17.31 | — | COM | 33938J106 |
| CRM | SALESFORCE COM INC | 219,259 | $18,988 | 1.3% | $73.24 | +17.5% | COM | 79466L302 |
| SHW | SHERWIN WILLIAMS CO | 53,048 | $18,618 | 1.3% | $87.42 | +18.3% | COM | 824348106 |
| CL | COLGATE PALMOLIVE CO | 249,600 | $18,503 | 1.3% | $58.41 | +3.8% | Call | 194162103 |
| FTV | FORTIVE CORP | 287,600 | $18,219 | 1.2% | $31.18 | +21.9% | COM | 34959J108 |
| XPO | XPO LOGISTICS INC | 278,839 | $18,021 | 1.2% | $18.72 | 0.0% | COM | 983793100 |
| KMB | KIMBERLY CLARK CORP | 126,400 | $16,320 | 1.1% | — | — | Call | 494368103 |
| NOMD | NOMAD FOODS LTD | 1,136,882 | $16,041 | 1.1% | $8.86 | +44.3% | USD ORD SHS | G6564A105 |
| — | GULFPORT ENERGY CORP | 1,080,280 | $15,934 | 1.1% | $14.75 | — | COM NEW | 402635304 |
| HRTX | HERON THERAPEUTICS INC | 1,076,500 | $14,910 | 1.0% | $18.69 | -22.5% | Call | 427746102 |
| TMUS | T MOBILE US INC | 236,249 | $14,321 | 1.0% | $52.77 | +19.3% | COM | 872590104 |
| UNH | UNITEDHEALTH GROUP INC | 74,646 | $13,841 | 0.9% | $152.68 | 0.0% | COM | 91324P102 |
| LOW | LOWES COS INC | 168,284 | $13,047 | 0.9% | $60.72 | +14.8% | COM | 548661107 |
| MDLZ | MONDELEZ INTL INC | 299,500 | $12,935 | 0.9% | $36.67 | 0.0% | Call | 609207105 |
| — | EXPRESS SCRIPTS HLDG CO | 199,700 | $12,749 | 0.9% | — | — | Put | 30219G108 |
| — | MARVELL TECHNOLOGY GROUP LTD | 770,708 | $12,732 | 0.9% | $15.46 | — | ORD | G5876H105 |
| — | GTY TECHNOLOGY HOLDINGS INC | 1,200,000 | $12,612 | 0.9% | $10.50 | — | CL A | G4182A102 |
| LNG | CHENIERE ENERGY INC | 253,821 | $12,364 | 0.8% | $47.70 | 0.0% | COM NEW | 16411R208 |
| CMA | COMERICA INC | 148,401 | $10,869 | 0.7% | $48.24 | +0.9% | COM | 200340107 |
| HUM | HUMANA INC | 45,128 | $10,859 | 0.7% | $210.64 | 0.0% | COM | 444859102 |
| CSX | CSX CORP | 194,694 | $10,623 | 0.7% | $15.23 | 0.0% | COM | 126408103 |
| — | AETNA INC NEW | 69,889 | $10,611 | 0.7% | $151.83 | — | COM | 00817Y108 |
| — | SHIRE PLC | 62,935 | $10,401 | 0.7% | $165.27 | — | SPONSORED ADR | 82481R106 |
| — | SUNPOWER CORP | 12,000,000 | $10,343 | 0.7% | $0.74 | — | DBCV 4.000% 1/1 | 867652AL3 |
| LXRX | LEXICON PHARMACEUTICALS INC | 606,410 | $9,975 | 0.7% | $14.35 | +7.9% | COM NEW | 528872302 |
| LNC | LINCOLN NATL CORP IND | 146,766 | $9,918 | 0.7% | $46.60 | 0.0% | COM | 534187109 |
| CL | COLGATE PALMOLIVE CO | 129,621 | $9,609 | 0.7% | $58.41 | +3.8% | COM | 194162103 |
| HCC | WARRIOR MET COAL INC | 559,308 | $9,581 | 0.7% | $17.37 | 0.0% | COM | 93627C101 |
| YUMC | YUM CHINA HLDGS INC | 238,851 | $9,418 | 0.6% | $36.09 | 0.0% | COM | 98850P109 |
| — | LIBERTY MEDIA CORP | 14,000,000 | $9,380 | 0.6% | $0.67 | — | DEB 4.000%11/1 | 530715AG6 |
| STZ | CONSTELLATION BRANDS INC | 46,924 | $9,091 | 0.6% | $155.71 | 0.0% | CL A | 21036P108 |
| LXRX | LEXICON PHARMACEUTICALS INC | 499,200 | $8,212 | 0.6% | $14.35 | +7.9% | Call | 528872302 |
| CNC | CENTENE CORP DEL | 102,037 | $8,151 | 0.6% | $37.75 | 0.0% | COM | 15135B101 |
| YUM | YUM BRANDS INC | 106,830 | $7,880 | 0.5% | $59.63 | 0.0% | COM | 988498101 |
| — | E TRADE FINANCIAL CORP | 190,873 | $7,259 | 0.5% | $38.03 | — | COM NEW | 269246401 |
| — | OTONOMY INC | 374,400 | $7,057 | 0.5% | $15.79 | — | Call | 68906L105 |
| — | CLOVIS ONCOLOGY INC | 74,881 | $7,011 | 0.5% | $93.63 | — | COM | 189464100 |
| — | PORTOLA PHARMACEUTICALS INC | 124,800 | $7,010 | 0.5% | — | — | Put | 737010108 |
| WAB | WABTEC CORP | 73,800 | $6,753 | 0.5% | $79.19 | 0.0% | COM | 929740108 |
| — | ULTRA PETROLEUM CORP | 599,972 | $6,510 | 0.4% | $10.85 | — | COM NEW | 903914208 |
| — | OTONOMY INC | 312,453 | $5,890 | 0.4% | $15.79 | — | COM | 68906L105 |
| — | INOTEK PHARMACEUTICALS CORP | 9,700,000 | $5,784 | 0.4% | $1.03 | — | NOTE 5.750% 8/0 | 45780VAB8 |
| MCD | MCDONALDS CORP | 35,943 | $5,505 | 0.4% | $101.70 | +15.9% | COM | 580135101 |
| SGI | TEMPUR SEALY INTL INC | 99,280 | $5,301 | 0.4% | $17.83 | -33.9% | COM | 88023U101 |
| MDLZ | MONDELEZ INTL INC | 120,506 | $5,205 | 0.4% | $36.67 | 0.0% | CL A | 609207105 |
| — | SANTANDER CONSUMER USA HDG I | 403,657 | $5,151 | 0.4% | $12.76 | — | COM | 80283M101 |
| AMZN | AMAZON COM INC | 5,278 | $5,109 | 0.3% | $47.71 | 0.0% | COM | 023135106 |
| — | SYNERGY PHARMACEUTICALS DEL | 974,623 | $4,337 | 0.3% | $4.08 | — | COM NEW | 871639308 |
| — | GREAT ELM CAP GROUP INC | 1,267,205 | $4,308 | 0.3% | $3.75 | — | COM NEW | 39036P209 |
| — | MYLAN N V | 99,800 | $3,874 | 0.3% | — | — | Put | N59465109 |
| FATE | FATE THERAPEUTICS INC | 1,150,947 | $3,729 | 0.3% | $5.33 | -28.1% | COM | 31189P102 |
| — | STEADYMED LTD | 503,140 | $3,170 | 0.2% | $6.30 | — | SHS | M84920103 |
| — | ANTARES PHARMA INC | 946,987 | $3,049 | 0.2% | $2.84 | — | COM | 036642106 |
| — | SYNERGY PHARMACEUTICALS DEL | 649,000 | $2,888 | 0.2% | $4.08 | — | Call | 871639308 |
| BMY | BRISTOL MYERS SQUIBB CO | 50,000 | $2,786 | 0.2% | — | — | Call | 110122108 |
| BMY | BRISTOL MYERS SQUIBB CO | 50,000 | $2,786 | 0.2% | — | — | Put | 110122108 |
| GLPI | GAMING & LEISURE PPTYS INC | 63,639 | $2,397 | 0.2% | $34.29 | — | COM | 36467J108 |
| — | MICRON TECHNOLOGY INC | 2,000,000 | $2,250 | 0.2% | $1.13 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | RECRO PHARMA INC | 310,220 | $2,181 | 0.1% | $8.35 | — | COM | 75629F109 |
| — | ENTELLUS MED INC | 124,866 | $2,068 | 0.1% | $18.02 | — | COM | 29363K105 |
| — | VERSARTIS INC | 117,043 | $2,042 | 0.1% | $16.56 | — | COM | 92529L102 |
| ULTA | ULTA BEAUTY INC | 6,989 | $2,008 | 0.1% | $249.77 | +16.8% | COM | 90384S303 |
| — | KEMPHARM INC | 3,000,000 | $1,862 | 0.1% | $0.62 | — | NOTE 5.500% 2/0 | 488445AB3 |
| — | KELLOGG CO | 25,342 | $1,760 | 0.1% | $49.13 | 0.0% | COM | 487836108 |
| — | BLUE BUFFALO PET PRODS INC | 75,000 | $1,711 | 0.1% | $22.81 | — | COM | 09531U102 |
| UA | UNDER ARMOUR INC | 82,169 | $1,657 | 0.1% | $18.85 | 0.0% | CL C | 904311206 |
| — | COMSTOCK RES INC | 1,566,520 | $1,206 | 0.1% | $0.84 | — | NOTE 7.750% 4/0 | 205768AM6 |
| GSM | FERROGLOBE PLC | 99,902 | $1,194 | 0.1% | $9.75 | 0.0% | SHS | G33856108 |
| — | JAGUAR ANIMAL HEALTH INC | 1,297,815 | $687 | 0.0% | $2.90 | — | COM | 47008L106 |
| AAL | AMERICAN AIRLS GROUP INC | 450,000 | $675 | 0.0% | $32.86 | +37.2% | COM | 02376R102 |
| — | ALCOBRA LTD | 300,945 | $337 | 0.0% | $2.33 | — | SHS | M2239P109 |
| — | TONIX PHARMACEUTICALS HLDG C | 64,549 | $279 | 0.0% | $4.32 | — | COM | 890260409 |
| — | CARA THERAPEUTICS INC | 16,500 | $254 | 0.0% | — | — | Call | 140755109 |
| — | NAVIGATORS GROUP INC | 696 | $38 | 0.0% | $94.29 | — | COM | 638904102 |