CIK: 0001257391 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 1, 2016
Total Value ($000): $2,397,385 (73.3% shares, 26.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 4,606,400 | $996,364 | 41.6% | — | — | Put | 78462F953 |
| — | YAHOO INC | 4,264,662 | $183,807 | 7.7% | $37.11 | — | COM | 984332106 |
| PARR | PAR PACIFIC HOLDINGS INC | 7,994,337 | $104,566 | 4.4% | $18.22 | -23.4% | COM NEW | 69888T207 |
| — | LINKEDIN CORP | 71,400,000 | $70,731 | 3.0% | $0.99 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | ALLEGHENY TECHNOLOGIES INC | 47,250,000 | $66,652 | 2.8% | $1.14 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | WHITING PETE CORP NEW | 52,428,000 | $50,331 | 2.1% | $0.89 | — | DBCV 1.250% 6/0 | 966387AU6 |
| — | HUTCHINSON TECHNOLOGY INC | 37,500,000 | $49,350 | 2.1% | $1.12 | — | NOTE 8.500%10/3 | 448407AL0 |
| — | SPDR S&P 500 ETF TR | 200,000 | $43,260 | 1.8% | — | — | Call | 78462F903 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 1,806,947 | $41,108 | 1.7% | $8.57 | +10.0% | COM | 42824C109 |
| — | AMERICAN CAP MTG INVT CORP | 2,140,385 | $36,793 | 1.5% | $15.53 | — | COM | 02504A104 |
| — | HORNBECK OFFSHORE SVCS INC | 61,500,000 | $35,055 | 1.5% | $0.57 | — | N NOTE 1.500% 9/0 | 440543AN6 |
| — | YAHOO INC | 750,000 | $32,325 | 1.3% | — | — | Put | 984332956 |
| — | INTEROIL CORP | 601,242 | $30,615 | 1.3% | $47.99 | — | COM | 460951106 |
| — | ENCORE CAP GROUP INC | 30,776,000 | $30,468 | 1.3% | $1.50 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | COBALT INTL ENERGY INC | 57,707,000 | $29,358 | 1.2% | $0.45 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | CORENERGY INFRASTRUCTURE TR | 28,125,000 | $28,336 | 1.2% | $0.88 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | PDL BIOPHARMA INC | 27,730,000 | $26,933 | 1.1% | $0.86 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | GOGO INC | 33,740,000 | $25,558 | 1.1% | $0.67 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| — | ENCORE CAP GROUP INC | 30,450,000 | $25,312 | 1.1% | $1.11 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | ST JUDE MED INC | 299,674 | $23,902 | 1.0% | $78.64 | — | COM | 790849103 |
| — | TESLA MTRS INC | 13,500,000 | $21,752 | 0.9% | $1.76 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | SAEXPLORATION HLDGS INC | 2,609,039 | $21,446 | 0.9% | $8.22 | — | COM NEW | 78636X204 |
| — | TWITTER INC | 21,900,000 | $21,024 | 0.9% | $0.94 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | TWO HBRS INVT CORP | 2,440,082 | $20,814 | 0.9% | $8.04 | — | COM | 90187B101 |
| — | INVESCO MORTGAGE CAPITAL INC | 1,341,047 | $20,424 | 0.9% | $13.75 | — | COM | 46131B100 |
| — | YAHOO INC | 19,500,000 | $19,963 | 0.8% | $1.02 | — | NOTE 12/0 | 984332AF3 |
| — | ARMOUR RESIDENTIAL REIT INC | 819,760 | $18,477 | 0.8% | $20.16 | — | COM NEW | 042315507 |
| — | PACIRA PHARMACEUTICALS INC | 11,350,000 | $17,117 | 0.7% | $3.27 | — | NOTE 3.250% 2/0 | 695127AB6 |
| — | SPDR SERIES TRUST | 500,000 | $16,970 | 0.7% | — | — | Put | 78464A958 |
| — | WHITING PETE CORP NEW | 14,036,400 | $14,387 | 0.6% | $0.95 | — | NOTE 5.750% 3/1 | 966387AV4 |
| — | LIBERTY MEDIA CORP | 22,907,000 | $14,145 | 0.6% | $0.62 | — | DEB 4.000%11/1 | 530715AG6 |
| — | JAZZ US HLDGS INC | 8,779,000 | $14,008 | 0.6% | $1.40 | — | NOTE 8.000%12/3 | 47216EAA8 |
| — | TITAN MACHY INC | 15,191,000 | $13,188 | 0.6% | $0.72 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| — | ALIBABA GROUP HLDG LTD | 122,500 | $12,959 | 0.5% | — | — | Put | 01609W952 |
| — | ALLERGAN PLC | 48,699 | $11,216 | 0.5% | $291.72 | — | SHS | G0177J108 |
| — | GREEN PLAINS INC | 8,000,000 | $11,080 | 0.5% | $1.35 | — | NOTE 3.250%10/0 | 393222AD6 |
| — | AMERICAN CAP LTD | 631,357 | $10,676 | 0.4% | $13.57 | — | COM | 02503Y103 |
| — | ENCORE CAP GROUP INC | 13,962,000 | $10,629 | 0.4% | $0.88 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | COWEN GROUP INC NEW | 11,000,000 | $10,622 | 0.4% | $1.17 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | AMTRUST FINL SVCS INC | 12,000,000 | $10,350 | 0.4% | $0.86 | — | NOTE 2.750%12/1 | 032359AG6 |
| ALLY | ALLY FINL INC | 497,550 | $9,687 | 0.4% | $17.87 | -20.3% | COM | 02005N100 |
| — | SINA CORP | 129,000 | $9,524 | 0.4% | $73.83 | — | ORD | G81477104 |
| — | DELL TECHNOLOGIES INC | 192,704 | $9,211 | 0.4% | $47.80 | — | COM CL V | 24703L103 |
| — | AMERICAN AIRLS GROUP INC | 250,000 | $9,153 | 0.4% | — | — | Call | 02376R902 |
| RYAAY | RYANAIR HLDGS PLC | 112,716 | $8,457 | 0.4% | $75.03 | — | SPONSORED ADR NE | 783513203 |
| — | RITE AID CORP | 1,077,972 | $8,290 | 0.3% | $7.69 | — | COM | 767754104 |
| — | GSV CAP CORP | 8,245,000 | $7,596 | 0.3% | $0.92 | — | NOTE 5.250% 9/1 | 36191JAB7 |
| — | SAFEGUARD SCIENTIFICS INC | 7,316,000 | $7,426 | 0.3% | $1.32 | — | DBCV 5.250% 5/1 | 786449AK4 |
| — | GAMING & LEISURE PPTYS INC | 220,000 | $7,359 | 0.3% | — | — | Put | 36467J958 |
| — | RAYONIER ADVANCED MATLS INC | 60,000 | $6,290 | 0.3% | $104.83 | — | PFD CV SER A | 75508B203 |
| — | AMERICAN CAPITAL AGENCY CORP | 300,072 | $5,863 | 0.2% | $18.91 | — | COM | 02503X105 |
| — | MGM RESORTS INTERNATIONAL | 200,000 | $5,206 | 0.2% | — | — | Put | 552953951 |
| — | NII HLDGS INC | 1,542,257 | $5,136 | 0.2% | $6.51 | — | COM PAR $0.001 | 62913F508 |
| — | TESLA MTRS INC | 25,000 | $5,101 | 0.2% | — | — | Put | 88160R951 |
| — | TOBIRA THERAPEUTICS INC | 125,000 | $4,968 | 0.2% | $39.74 | — | COM | 88883P101 |
| — | MEDIA GEN INC NEW | 266,193 | $4,906 | 0.2% | $17.59 | — | COM | 58441K100 |
| — | TRINA SOLAR LIMITED | 5,000,000 | $4,672 | 0.2% | $0.97 | — | NOTE 4.000%10/1 | 89628EAE4 |
| — | SANOFI | 16,160,449 | $4,315 | 0.2% | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | FLOTEK INDS INC DEL | 239,617 | $3,484 | 0.1% | $14.54 | — | COM | 343389102 |
| — | ENERNOC INC | 4,250,000 | $2,980 | 0.1% | $0.68 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | AG MTG INVT TR INC | 156,075 | $2,458 | 0.1% | $15.43 | — | COM | 001228105 |
| — | CLIFFS NAT RES INC | 413,109 | $2,417 | 0.1% | $5.85 | — | COM | 18683K101 |
| — | DOMINION RES INC VA NEW | 47,000 | $2,345 | 0.1% | $49.89 | — | COM NEW | 25746U836 |
| OSG | AMBAC FINL GROUP INC | 123,546 | $2,272 | 0.1% | $22.88 | -21.6% | COM NEW | 023139884 |
| — | BOYD GAMING CORP | 110,000 | $2,176 | 0.1% | — | — | Put | 103304951 |
| — | TRANSOCEAN LTD | 200,000 | $2,132 | 0.1% | — | — | Put | H8817H950 |
| — | ABBOTT LABS | 50,000 | $2,115 | 0.1% | — | — | Put | 002824950 |
| LNWO | SCIENTIFIC GAMES CORP | 159,735 | $1,800 | 0.1% | $9.81 | 0.0% | CL A | 80874P109 |
| — | COMPANHIA BRASILEIRA DE | 96,068 | $1,575 | 0.1% | $13.91 | — | DIST SPN ADR PFD CL A | 20440T201 |
| — | VEDANTA LTD | 102,136 | $1,059 | 0.0% | $10.37 | — | SPONSORED ADR | 92242Y100 |
| — | OFFICE DEPOT INC | 285,592 | $1,020 | 0.0% | $4.26 | — | COM | 676220106 |
| — | OCWEN FINL CORP | 256,849 | $943 | 0.0% | $8.54 | — | COM NEW | 675746309 |
| — | GOL LINHAS AEREAS INTLG S A | 41,014 | $778 | 0.0% | $7.53 | — | SPON ADR PFD NEW | 38045R206 |
| — | TETRALOGIC PHARMACEUTICALS | 10,804,000 | $696 | 0.0% | $0.51 | — | C NOTE 8.000% 6/1 | 88165UAB5 |
| — | FIVE OAKS INVT CORP | 111,900 | $636 | 0.0% | $5.68 | — | COM | 33830W106 |
| RVP | RETRACTABLE TECHNOLOGIES INC | 170,801 | $453 | 0.0% | $4.12 | -38.6% | COM | 76129W105 |
| — | AMBAC FINL GROUP INC | 47,701 | $420 | 0.0% | $7.60 | — | *W EXP 04/30/202 | 023139116 |
| GOGO | GOGO INC | 28,146 | $311 | 0.0% | $18.62 | -43.0% | COM | 38046C109 |
| — | AK STL HLDG CORP | 17,300 | $84 | 0.0% | $4.86 | — | COM | 001547108 |