CIK: 0001257391 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 15, 2017
Total Value ($000): $2,591,622 (81.1% shares, 18.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 4,750,000 | $1,119,765 | 43.2% | — | — | Put | 78462F953 |
| — | YAHOO INC | 5,110,303 | $237,169 | 9.2% | $37.64 | — | COM | 984332106 |
| PARR | PAR PACIFIC HOLDINGS INC | 7,016,859 | $115,708 | 4.5% | $18.22 | -18.1% | COM NEW | 69888T207 |
| — | C&J ENERGY SVCS INC NEW | 3,106,589 | $105,779 | 4.1% | $34.05 | — | COM | 12674R100 |
| — | SPDR S&P 500 ETF TR | 350,000 | $82,509 | 3.2% | — | — | Call | 78462F903 |
| — | ISHARES TR | 600,000 | $82,488 | 3.2% | — | — | Put | 464287955 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 2,853,500 | $67,628 | 2.6% | $9.20 | +12.2% | COM | 42824C109 |
| — | ALLEGHENY TECHNOLOGIES INC | 39,611,000 | $58,773 | 2.3% | $1.14 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | TESLA INC | 24,718,000 | $55,106 | 2.1% | $1.90 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | HORNBECK OFFSHORE SVCS INC | 74,025,000 | $48,116 | 1.9% | $0.59 | — | N NOTE 1.500% 9/0 | 440543AN6 |
| — | VANECK VECTORS ETF TR | 1,373,500 | $42,318 | 1.6% | — | — | Put | 92189F958 |
| RITM | NEW RESIDENTIAL INVT CORP | 2,433,900 | $41,328 | 1.6% | $16.98 | — | COM NEW | 64828T201 |
| — | YAHOO INC | 37,180,000 | $38,528 | 1.5% | $1.01 | — | NOTE 12/0 | 984332AF3 |
| — | JAZZ US HLDGS INC | 11,049,000 | $25,675 | 1.0% | $1.57 | — | NOTE 8.000%12/3 | 47216EAA8 |
| — | NEW YORK MTG TR INC | 24,410,000 | $23,891 | 0.9% | $0.98 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | SINA CORP | 319,796 | $23,064 | 0.9% | $72.61 | — | ORD | G81477104 |
| — | TWO HBRS INVT CORP | 20,900,000 | $21,462 | 0.8% | $1.03 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| NXPI | NXP SEMICONDUCTORS N V | 205,000 | $21,218 | 0.8% | $88.31 | +1.8% | COM | N6596X109 |
| — | ENCORE CAP GROUP INC | 20,500,000 | $19,334 | 0.7% | $1.11 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | SPDR SERIES TRUST | 500,000 | $18,615 | 0.7% | — | — | Put | 78464A958 |
| — | MTGE INVT CORP | 1,108,976 | $18,575 | 0.7% | $15.70 | — | COM | 55378A105 |
| — | PDL BIOPHARMA INC | 20,461,000 | $17,928 | 0.7% | $0.80 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | GOGO INC | 21,525,000 | $17,839 | 0.7% | $0.67 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| — | CORENERGY INFRASTRUCTURE TR | 15,348,000 | $17,094 | 0.7% | $0.88 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | BLACKSTONE MTG TR INC | 14,300,000 | $16,382 | 0.6% | $1.12 | — | NOTE 5.250%12/0 | 09257WAA8 |
| TLT | ISHARES TR | 130,000 | $15,692 | 0.6% | $120.71 | — | 20 YR TR BD ETF | 464287432 |
| — | SAEXPLORATION HLDGS INC | 2,609,039 | $15,550 | 0.6% | $8.22 | — | COM NEW | 78636X204 |
| — | LIBERTY MEDIA CORP | 23,632,000 | $14,445 | 0.6% | $0.62 | — | DEB 4.000%11/1 | 530715AG6 |
| — | HARMONIC INC | 11,500,000 | $14,318 | 0.6% | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | KEY ENERGY SVCS INC DEL | 540,698 | $12,555 | 0.5% | $31.81 | — | COM | 49309J103 |
| — | DELL TECHNOLOGIES INC | 192,704 | $12,348 | 0.5% | $47.80 | — | COM CL V | 24703L103 |
| — | AK STL CORP | 7,000,000 | $11,069 | 0.4% | $1.92 | — | NOTE 5.000%11/1 | 001546AP5 |
| — | BASIC ENERGY SVCS INC NEW | 301,104 | $10,045 | 0.4% | $35.35 | — | COM NEW | 06985P209 |
| — | NOVAVAX INC | 17,895,000 | $8,209 | 0.3% | $0.46 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | GSV CAP CORP | 8,245,000 | $8,142 | 0.3% | $0.92 | — | NOTE 5.250% 9/1 | 36191JAB7 |
| — | GREEN PLAINS INC | 6,000,000 | $7,928 | 0.3% | $1.35 | — | NOTE 3.250%10/0 | 393222AD6 |
| — | SAFEGUARD SCIENTIFICS INC | 7,316,000 | $7,417 | 0.3% | $1.32 | — | DBCV 5.250% 5/1 | 786449AK4 |
| RYAAY | RYANAIR HLDGS PLC | 88,970 | $7,383 | 0.3% | $78.00 | — | SPONSORED ADR NE | 783513203 |
| — | COWEN GROUP INC NEW | 7,038,000 | $7,117 | 0.3% | $1.17 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | COMSTOCK RES INC | 8,274,000 | $7,002 | 0.3% | $0.85 | — | NOTE 7.750% 4/0 | 205768AM6 |
| — | TESLA INC | 25,000 | $6,958 | 0.3% | — | — | Put | 88160R951 |
| — | GNC HLDGS INC | 10,257,000 | $6,129 | 0.2% | $0.60 | — | NOTE 1.500% 8/1 | 36191GAB3 |
| SD | SANDRIDGE ENERGY INC | 320,716 | $5,930 | 0.2% | $20.66 | -3.8% | COM NEW | 80007P869 |
| — | INVACARE CORP | 5,500,000 | $5,541 | 0.2% | $1.01 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | HERBALIFE LTD | 5,500,000 | $5,263 | 0.2% | $0.96 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | ENCORE CAP GROUP INC | 4,376,000 | $4,827 | 0.2% | $1.50 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | TWITTER INC | 5,000,000 | $4,694 | 0.2% | $0.94 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | TESLA INC | 4,000,000 | $4,168 | 0.2% | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | ENCORE CAP GROUP INC | 4,462,000 | $3,893 | 0.2% | $0.88 | — | NOTE 2.875% 3/1 | 292554AH5 |
| CYH | COMMUNITY HEALTH SYS INC NEW | 416,853 | $3,697 | 0.1% | $7.47 | +4.4% | COM | 203668108 |
| — | CLIFFS NAT RES INC | 450,000 | $3,695 | 0.1% | $7.10 | — | COM | 18683K101 |
| — | GNC HLDGS INC | 500,000 | $3,680 | 0.1% | — | — | Put | 36191G957 |
| GOGO | GOGO INC | 325,789 | $3,584 | 0.1% | $10.68 | -5.8% | COM | 38046C109 |
| — | ALTISOURCE PORTFOLIO SOLNS S | 95,000 | $3,496 | 0.1% | $36.80 | — | REG SHS | L0175J104 |
| ALLY | ALLY FINL INC | 169,350 | $3,443 | 0.1% | $17.87 | -8.2% | COM | 02005N100 |
| — | COMSTOCK RES INC | 3,968,000 | $3,398 | 0.1% | $0.86 | — | NOTE 9.500% 6/1 | 205768AN4 |
| — | SANOFI | 7,181,707 | $3,232 | 0.1% | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | TRANSOCEAN LTD | 200,000 | $2,490 | 0.1% | — | — | Put | H8817H950 |
| THC | TENET HEALTHCARE CORP | 132,951 | $2,355 | 0.1% | $18.55 | 0.0% | COM NEW | 88033G407 |
| AAPL | APPLE INC | 15,000 | $2,155 | 0.1% | $30.44 | 0.0% | COM | 037833100 |
| — | STARWOOD PPTY TR INC | 2,000,000 | $1,993 | 0.1% | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | TITAN MACHY INC | 2,000,000 | $1,914 | 0.1% | $0.72 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| — | ENERNOC INC | 2,250,000 | $1,860 | 0.1% | $0.68 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | WINDSTREAM HLDGS INC | 228,744 | $1,247 | 0.0% | $5.45 | — | COM NEW | 97382A200 |
| OSG | AMBAC FINL GROUP INC | 62,080 | $1,171 | 0.0% | $21.04 | 0.0% | COM NEW | 023139884 |
| AMZN | AMAZON COM INC | 1,000 | $887 | 0.0% | $41.67 | 0.0% | COM | 023135106 |
| META | FACEBOOK INC | 4,716 | $670 | 0.0% | $132.71 | 0.0% | CL A | 30303M102 |
| — | OASIS PETE INC NEW | 45,044 | $642 | 0.0% | $14.25 | — | COM | 674215108 |
| — | VEDANTA LTD | 35,036 | $602 | 0.0% | $10.37 | — | SPONSORED ADR | 92242Y100 |
| — | CHESAPEAKE ENERGY CORP | 97,940 | $582 | 0.0% | $6.08 | — | COM | 165167107 |
| — | MCCLATCHY CO | 50,000 | $484 | 0.0% | $9.68 | — | CL A NEW | 579489303 |
| — | CONSTELLIUM NV | 68,966 | $448 | 0.0% | $6.50 | — | CL A | N22035104 |
| — | WEATHERFORD INTL PLC | 53,108 | $353 | 0.0% | $6.65 | — | ORD SHS | G48833100 |
| — | SOUTHWESTERN ENERGY CO | 42,800 | $350 | 0.0% | $10.82 | — | COM | 845467109 |
| — | JAKKS PAC INC | 50,744 | $279 | 0.0% | $5.50 | — | COM | 47012E106 |