CIK: 0001257391 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 14, 2017
Total Value ($000): $3,416,467 (82.9% shares, 17.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 4,450,000 | $1,117,974 | 32.7% | — | — | Put | 78462F953 |
| — | SPDR S&P 500 ETF TR | 1,950,000 | $489,899 | 14.3% | — | — | Call | 78462F903 |
| — | ALTABA INC | 5,637,847 | $373,451 | 10.9% | $54.48 | — | COM | 021346101 |
| PARR | PAR PACIFIC HOLDINGS INC | 5,333,567 | $110,938 | 3.2% | $18.22 | -0.5% | COM NEW | 69888T207 |
| — | TESLA INC | 69,000,000 | $84,741 | 2.5% | $1.23 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | C&J ENERGY SVCS INC NEW | 2,615,941 | $78,400 | 2.3% | $33.92 | — | COM | 12674R100 |
| — | BONANZA CREEK ENERGY INC | 2,320,588 | $76,556 | 2.2% | $31.71 | — | COM NEW | 097793400 |
| — | ALLEGHENY TECHNOLOGIES INC | 33,111,000 | $60,593 | 1.8% | $1.14 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | SINA CORP | 501,702 | $57,520 | 1.7% | $82.83 | — | ORD | G81477104 |
| — | DELL TECHNOLOGIES INC | 661,140 | $51,047 | 1.5% | $63.61 | — | COM CL V | 24703L103 |
| — | ULTRA PETROLEUM CORP | 5,639,667 | $48,896 | 1.4% | $10.85 | — | COM NEW | 903914208 |
| — | POWERSHARES QQQ TRUST | 300,000 | $43,635 | 1.3% | — | — | Put | 73935A954 |
| — | TESLA INC | 38,000,000 | $42,798 | 1.3% | $1.15 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | RENEWABLE ENERGY GROUP INC | 30,900,000 | $40,460 | 1.2% | $1.36 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | YAHOO INC | 28,593,000 | $37,099 | 1.1% | $1.06 | — | NOTE 12/0 | 984332AF3 |
| — | CTRIP COM INTL LTD | 25,000,000 | $34,516 | 1.0% | $1.41 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | TESLA INC | 31,000,000 | $34,042 | 1.0% | $1.13 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| NXPI | NXP SEMICONDUCTORS N V | 300,000 | $33,927 | 1.0% | $92.27 | +7.4% | COM | N6596X109 |
| — | RH | 447,500 | $31,468 | 0.9% | — | — | Put | 74967X953 |
| — | ENSCO PLC | 4,201,705 | $25,084 | 0.7% | $5.97 | — | SHS CLASS A | G3157S106 |
| — | TIME WARNER INC | 240,420 | $24,631 | 0.7% | $100.41 | — | COM NEW | 887317303 |
| — | BASIC ENERGY SVCS INC NEW | 1,264,508 | $24,405 | 0.7% | $22.65 | — | COM NEW | 06985P209 |
| — | PDL BIOPHARMA INC | 22,309,000 | $24,177 | 0.7% | $0.82 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | VANECK VECTORS ETF TR | 1,000,000 | $22,960 | 0.7% | — | — | Call | 92189F906 |
| — | SPDR SERIES TRUST | 500,000 | $19,910 | 0.6% | — | — | Put | 78464A958 |
| — | ENCORE CAP GROUP INC | 17,000,000 | $19,444 | 0.6% | $1.11 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | GENERAL MTRS CO | 480,000 | $19,382 | 0.6% | — | — | Put | 37045V950 |
| — | CORENERGY INFRASTRUCTURE TR | 15,448,000 | $17,900 | 0.5% | $0.88 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | NEW YORK MTG TR INC | 17,810,000 | $17,743 | 0.5% | $0.98 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | MICROCHIP TECHNOLOGY INC | 10,125,000 | $17,668 | 0.5% | $1.50 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | NEW RESIDENTIAL INVT CORP | 1,000,000 | $16,730 | 0.5% | — | — | Call | 64828T901 |
| — | NOVAVAX INC | 35,549,000 | $16,553 | 0.5% | $0.46 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | BLACKSTONE MTG TR INC | 14,300,000 | $16,329 | 0.5% | $1.12 | — | NOTE 5.250%12/0 | 09257WAA8 |
| RYAAY | RYANAIR HLDGS PLC | 150,678 | $15,884 | 0.5% | $90.09 | — | SPONSORED ADR NE | 783513203 |
| — | SOLARCITY CORP | 14,000,000 | $13,904 | 0.4% | $0.99 | — | NOTE 2.750%11/0 | 83416TAA8 |
| RITM | NEW RESIDENTIAL INVT CORP | 828,668 | $13,864 | 0.4% | $16.98 | — | COM NEW | 64828T201 |
| GOGO | GOGO INC | 951,262 | $11,234 | 0.3% | $11.78 | +8.3% | COM | 38046C109 |
| — | AT&T INC | 270,000 | $10,576 | 0.3% | — | — | Put | 00206R952 |
| — | TESLA INC | 30,000 | $10,233 | 0.3% | — | — | Put | 88160R951 |
| — | CAESARS ACQUISITION CO | 460,909 | $9,886 | 0.3% | $21.45 | — | CL A | 12768T103 |
| — | KEY ENERGY SVCS INC DEL | 742,706 | $9,781 | 0.3% | $28.00 | — | COM | 49309J103 |
| — | LIBERTY MEDIA CORP | 12,779,000 | $9,073 | 0.3% | $0.62 | — | DEB 4.000%11/1 | 530715AG6 |
| — | NETFLIX INC | 50,000 | $9,068 | 0.3% | — | — | Put | 64110L956 |
| — | HARMONIC INC | 9,950,000 | $8,843 | 0.3% | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | FORD MTR CO DEL | 720,000 | $8,618 | 0.3% | — | — | Put | 345370950 |
| — | WESTERN ASSET MTG CAP CORP | 8,500,000 | $8,505 | 0.2% | $1.00 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | DISH NETWORK CORP | 7,500,000 | $8,391 | 0.2% | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | GSV CAP CORP | 8,245,000 | $8,276 | 0.2% | $0.92 | — | NOTE 5.250% 9/1 | 36191JAB7 |
| — | MTGE INVT CORP | 398,072 | $7,723 | 0.2% | $15.85 | — | COM | 55378A105 |
| — | COMSTOCK RES INC | 9,653,923 | $7,723 | 0.2% | $0.84 | — | NOTE 7.750% 4/0 | 205768AM6 |
| — | ARBOR RLTY TR INC | 7,000,000 | $7,477 | 0.2% | $1.07 | — | NOTE 6.500%10/0 | 038923AA6 |
| — | GOGO INC | 7,525,000 | $6,881 | 0.2% | $0.67 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| — | PRICELINE GRP INC | 3,700 | $6,774 | 0.2% | $1830.81 | — | COM NEW | 741503403 |
| — | SAEXPLORATION HLDGS INC | 2,609,039 | $6,549 | 0.2% | $8.22 | — | COM NEW | 78636X204 |
| THC | TENET HEALTHCARE CORP | 359,582 | $5,908 | 0.2% | $17.77 | -4.6% | COM NEW | 88033G407 |
| — | COWEN INC | 5,538,000 | $5,811 | 0.2% | $1.17 | — | NOTE 3.000% | 223622AB7 |
| — | CITRIX SYS INC | 5,000,000 | $5,800 | 0.2% | $1.20 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | UNISYS CORP | 5,000,000 | $5,784 | 0.2% | $1.53 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | TWITTER INC | 6,000,000 | $5,685 | 0.2% | $0.94 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | SAFEGUARD SCIENTIFICS INC | 5,416,000 | $5,565 | 0.2% | $1.32 | — | DBCV 5.250% 5/1 | 786449AK4 |
| — | BIOMARIN PHARMACEUTICAL INC | 5,000,000 | $5,066 | 0.1% | $1.01 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| GRFS | GRIFOLS S A | 218,665 | $4,787 | 0.1% | $21.89 | — | SP ADR REP B NVT | 398438408 |
| — | GNC HLDGS INC | 500,000 | $4,420 | 0.1% | — | — | Put | 36191G957 |
| — | COMSTOCK RES INC | 5,156,479 | $4,074 | 0.1% | $0.83 | — | NOTE 9.500% 6/1 | 205768AN4 |
| — | DYNEGY INC NEW DEL | 410,267 | $4,017 | 0.1% | $9.06 | — | COM | 26817R108 |
| CYH | COMMUNITY HEALTH SYS INC NEW | 503,782 | $3,869 | 0.1% | $7.57 | +2.9% | COM | 203668108 |
| HUN | HUNTSMAN CORP | 138,958 | $3,810 | 0.1% | $26.65 | 0.0% | COM | 447011107 |
| CLF | CLEVELAND CLIFFS INC | 448,100 | $3,204 | 0.1% | $7.07 | 0.0% | COM | 185899101 |
| — | SANOFI | 7,181,707 | $2,585 | 0.1% | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | TRANSOCEAN LTD | 200,000 | $2,152 | 0.1% | — | — | Put | H8817H950 |
| — | RAIT FINANCIAL TRUST | 2,000,000 | $1,840 | 0.1% | $0.92 | — | NOTE 4.000%10/0 | 749227AB0 |
| OSG | AMBAC FINL GROUP INC | 92,969 | $1,605 | 0.0% | $18.56 | -0.5% | COM NEW | 023139884 |
| — | CONSTELLIUM NV | 133,552 | $1,369 | 0.0% | $6.74 | — | CL A | N22035104 |
| — | VALEANT PHARMACEUTICALS INTL | 66,414 | $952 | 0.0% | $14.33 | — | COM | 91911K102 |
| — | IAC INTERACTIVECORP | 7,400 | $870 | 0.0% | $117.57 | — | COM | 44919P508 |
| — | INVESCO MORTGAGE CAPITAL INC | 43,833 | $751 | 0.0% | $16.71 | — | COM | 46131B100 |
| BZH | BEAZER HOMES USA INC | 33,600 | $630 | 0.0% | $15.20 | 0.0% | COM NEW | 07556Q881 |
| — | PENNEY J C INC | 154,288 | $588 | 0.0% | $4.65 | — | COM | 708160106 |
| AMKR | AMKOR TECHNOLOGY INC | 49,906 | $527 | 0.0% | $8.92 | 0.0% | COM | 031652100 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 28,523 | $501 | 0.0% | $15.37 | 0.0% | COM | 024061103 |
| — | COBALT INTL ENERGY INC | 2,000,000 | $500 | 0.0% | $0.26 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | VEDANTA LTD | 25,036 | $485 | 0.0% | $10.37 | — | SPONSORED ADR | 92242Y100 |
| — | HERTZ GLOBAL HLDGS INC | 18,053 | $404 | 0.0% | $11.49 | — | COM | 42806J106 |
| — | NABORS INDUSTRIES LTD | 47,699 | $385 | 0.0% | $8.10 | — | SHS | G6359F103 |
| M | MACYS INC | 15,446 | $337 | 0.0% | $21.99 | 0.0% | COM | 55616P104 |
| AES | AES CORP | 27,019 | $298 | 0.0% | $8.22 | 0.0% | COM | 00130H105 |
| GT | GOODYEAR TIRE & RUBR CO | 8,100 | $269 | 0.0% | $32.50 | 0.0% | COM | 382550101 |
| — | SOUTHWESTERN ENERGY CO | 42,800 | $262 | 0.0% | $10.82 | — | COM | 845467109 |
| TGNA | TEGNA INC | 19,600 | $261 | 0.0% | $13.41 | 0.0% | COM | 87901J105 |
| GAP | GAP INC | 8,789 | $260 | 0.0% | $18.35 | 0.0% | DEL COM | 364760108 |
| KSS | KOHLS CORP | 5,684 | $259 | 0.0% | $41.00 | 0.0% | COM | 500255104 |
| DVN | DEVON ENERGY CORP NEW | 6,840 | $251 | 0.0% | $22.96 | 0.0% | COM | 25179M103 |
| — | OASIS PETE INC NEW | 20,559 | $187 | 0.0% | $14.25 | — | COM | 674215108 |