CIK: 0001257391 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 14, 2018
Total Value ($000): $3,550,084 (78.0% shares, 22.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 4,700,000 | $1,254,242 | 35.3% | — | — | Put | 78462F953 |
| — | ALTABA INC | 6,897,507 | $481,791 | 13.6% | $57.29 | — | COM | 021346101 |
| — | SPDR S&P 500 ETF TR | 520,000 | $138,767 | 3.9% | — | — | Call | 78462F903 |
| — | POWERSHARES QQQ TRUST | 700,000 | $109,032 | 3.1% | — | — | Put | 73935A954 |
| — | TIME WARNER INC | 1,071,990 | $98,055 | 2.8% | $93.48 | — | COM NEW | 887317303 |
| — | TESLA INC | 69,000,000 | $80,256 | 2.3% | $1.23 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| PARR | PAR PACIFIC HOLDINGS INC | 4,110,213 | $79,245 | 2.2% | $18.22 | +11.2% | COM NEW | 69888T207 |
| — | C&J ENERGY SVCS INC NEW | 2,366,978 | $79,223 | 2.2% | $33.92 | — | COM | 12674R100 |
| — | DELL TECHNOLOGIES INC | 941,026 | $76,487 | 2.2% | $68.87 | — | COM CL V | 24703L103 |
| — | CAESARS ENTMT CORP | 39,386,560 | $76,188 | 2.1% | $1.93 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | TESLA INC | 57,000,000 | $61,631 | 1.7% | $1.12 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | SINA CORP | 606,342 | $60,822 | 1.7% | $85.84 | — | ORD | G81477104 |
| — | ALLEGHENY TECHNOLOGIES INC | 29,461,000 | $54,503 | 1.5% | $1.14 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | TWO HBRS INVT CORP | 49,922,000 | $52,886 | 1.5% | $1.06 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | BONANZA CREEK ENERGY INC | 1,725,717 | $47,613 | 1.3% | $31.71 | — | COM NEW | 097793400 |
| — | RYLAND GROUP INC | 47,000,000 | $47,353 | 1.3% | $1.01 | — | NOTE 0.250% 6/0 | 783764AS2 |
| NXPI | NXP SEMICONDUCTORS N V | 363,980 | $42,618 | 1.2% | $94.09 | +9.1% | COM | N6596X109 |
| — | RENEWABLE ENERGY GROUP INC | 31,400,000 | $40,074 | 1.1% | $1.36 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | ISHARES TR | 250,000 | $38,115 | 1.1% | — | — | Put | 464287955 |
| — | AT&T INC | 920,000 | $35,770 | 1.0% | — | — | Call | 00206R902 |
| — | ULTRA PETROLEUM CORP | 3,638,436 | $32,964 | 0.9% | $10.85 | — | COM NEW | 903914208 |
| — | TESLA INC | 31,000,000 | $32,724 | 0.9% | $1.13 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | HERBALIFE LTD | 30,000,000 | $30,150 | 0.8% | $1.00 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | BASIC ENERGY SVCS INC NEW | 1,264,508 | $29,678 | 0.8% | $22.65 | — | COM NEW | 06985P209 |
| — | CTRIP COM INTL LTD | 25,000,000 | $29,469 | 0.8% | $1.41 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | YAHOO INC | 19,903,000 | $26,832 | 0.8% | $1.06 | — | NOTE 12/0 | 984332AF3 |
| — | MICROCHIP TECHNOLOGY INC | 13,125,000 | $22,345 | 0.6% | $1.55 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | SPDR SERIES TRUST | 500,000 | $22,130 | 0.6% | — | — | Put | 78464A958 |
| — | PDL BIOPHARMA INC | 21,804,000 | $20,973 | 0.6% | $0.82 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | GENERAL MTRS CO | 480,000 | $19,675 | 0.6% | — | — | Put | 37045V950 |
| — | ENCORE CAP GROUP INC | 17,000,000 | $18,828 | 0.5% | $1.11 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | CORENERGY INFRASTRUCTURE TR | 15,448,000 | $18,422 | 0.5% | $0.88 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | ARBOR RLTY TR INC | 15,750,000 | $17,000 | 0.5% | $1.07 | — | NOTE 6.500%10/0 | 038923AA6 |
| — | BLACKSTONE MTG TR INC | 14,300,000 | $16,785 | 0.5% | $1.12 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | NOVAVAX INC | 33,049,000 | $15,450 | 0.4% | $0.46 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | AETNA INC NEW | 83,435 | $15,051 | 0.4% | $180.39 | — | COM | 00817Y108 |
| — | NEW YORK MTG TR INC | 14,158,000 | $14,423 | 0.4% | $0.98 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | SOLARCITY CORP | 14,000,000 | $13,895 | 0.4% | $0.99 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | TWITTER INC | 14,000,000 | $13,370 | 0.4% | $0.95 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | VANECK VECTORS ETF TR | 426,985 | $11,123 | 0.3% | $26.05 | — | OIL SVCS ETF | 92189F718 |
| — | AT&T INC | 270,000 | $10,498 | 0.3% | — | — | Put | 00206R952 |
| — | CTRIP COM INTL LTD | 9,500,000 | $10,011 | 0.3% | $1.05 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | HARMONIC INC | 9,950,000 | $9,975 | 0.3% | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | GOPRO INC | 10,000,000 | $9,813 | 0.3% | $0.98 | — | NOTE 3.500% 4/1 | 38268IAA5 |
| — | TESLA INC | 30,000 | $9,341 | 0.3% | — | — | Put | 88160R951 |
| — | KEY ENERGY SVCS INC DEL | 742,706 | $8,757 | 0.2% | $28.00 | — | COM | 49309J103 |
| — | COMSTOCK RES INC | 9,510,617 | $8,702 | 0.2% | $0.87 | — | NOTE 9.500% 6/1 | 205768AN4 |
| — | RH | 97,500 | $8,405 | 0.2% | — | — | Put | 74967X953 |
| — | GSV CAP CORP | 8,245,000 | $8,276 | 0.2% | $0.92 | — | NOTE 5.250% 9/1 | 36191JAB7 |
| THC | TENET HEALTHCARE CORP | 469,529 | $7,118 | 0.2% | $16.91 | -16.8% | COM NEW | 88033G407 |
| — | COMSTOCK RES INC | 6,778,005 | $6,202 | 0.2% | $0.84 | — | NOTE 7.750% 4/0 | 205768AM6 |
| — | SAEXPLORATION HLDGS INC | 2,609,039 | $5,740 | 0.2% | $8.22 | — | COM NEW | 78636X204 |
| — | UNISYS CORP | 5,000,000 | $5,666 | 0.2% | $1.53 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | SAFEGUARD SCIENTIFICS INC | 5,516,000 | $5,616 | 0.2% | $1.31 | — | DBCV 5.250% 5/1 | 786449AK4 |
| — | CLEVELAND CLIFFS INC | 5,000,000 | $5,475 | 0.2% | $1.09 | — | DBCV 1.500% 1/1 | 185899AA9 |
| RITM | NEW RESIDENTIAL INVT CORP | 277,198 | $4,956 | 0.1% | $16.98 | — | COM NEW | 64828T201 |
| — | LIBERTY MEDIA CORP | 7,029,000 | $4,885 | 0.1% | $0.62 | — | DEB 4.000%11/1 | 530715AG6 |
| GOGO | GOGO INC | 409,916 | $4,624 | 0.1% | $11.78 | -9.7% | COM | 38046C109 |
| — | TERRAFORM PWR INC | 369,702 | $4,422 | 0.1% | $11.96 | — | COM CL A | 88104R209 |
| — | BANK AMER CORP | 125,000 | $3,690 | 0.1% | — | — | Call | 060505904 |
| — | BRISTOW GROUP INC | 3,000,000 | $3,309 | 0.1% | $1.10 | — | NOTE 4.500% 6/0 | 110394AF0 |
| CLF | CLEVELAND CLIFFS INC | 431,100 | $3,108 | 0.1% | $7.07 | -10.9% | COM | 185899101 |
| GRFS | GRIFOLS S A | 118,665 | $2,720 | 0.1% | $21.89 | — | SP ADR REP B NVT | 398438408 |
| — | SANOFI | 6,956,279 | $2,643 | 0.1% | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | WEATHERFORD INTL PLC | 586,421 | $2,445 | 0.1% | $4.17 | — | ORD SHS | G48833100 |
| — | TRANSOCEAN LTD | 200,000 | $2,136 | 0.1% | — | — | Put | H8817H950 |
| — | GNC HLDGS INC | 500,000 | $1,845 | 0.1% | — | — | Put | 36191G957 |
| BZH | BEAZER HOMES USA INC | 73,107 | $1,404 | 0.0% | $17.84 | +12.6% | COM NEW | 07556Q881 |
| NRG | NRG ENERGY INC | 47,133 | $1,342 | 0.0% | $22.53 | 0.0% | COM NEW | 629377508 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 76,314 | $1,300 | 0.0% | $16.83 | +5.2% | COM | 024061103 |
| — | CONSTELLIUM NV | 108,552 | $1,210 | 0.0% | $6.74 | — | CL A | N22035104 |
| — | GOGO INC | 1,000,000 | $912 | 0.0% | $0.67 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| — | DONNELLEY R R & SONS CO | 79,497 | $739 | 0.0% | $9.30 | — | COM | 257867200 |
| — | HERTZ GLOBAL HLDGS INC | 31,153 | $688 | 0.0% | $15.95 | — | COM | 42806J106 |
| — | PARKER DRILLING CO | 580,025 | $580 | 0.0% | $1.00 | — | COM | 701081101 |
| — | JONES ENERGY INC | 515,700 | $567 | 0.0% | $1.10 | — | COM CL A | 48019R108 |
| — | VEDANTA LTD | 25,036 | $522 | 0.0% | $10.37 | — | SPONSORED ADR | 92242Y100 |
| TGNA | TEGNA INC | 32,292 | $455 | 0.0% | $13.29 | -1.5% | COM | 87901J105 |
| OLN | OLIN CORP | 11,887 | $423 | 0.0% | $28.32 | 0.0% | COM PAR $1 | 680665205 |
| — | AMC ENTMT HLDGS INC | 27,472 | $415 | 0.0% | $15.11 | — | CL A COM | 00165C104 |
| AES | AES CORP | 37,506 | $406 | 0.0% | $8.18 | -1.4% | COM | 00130H105 |
| KBH | KB HOME | 12,112 | $387 | 0.0% | $25.81 | 0.0% | COM | 48666K109 |
| — | MCCLATCHY CO | 38,953 | $348 | 0.0% | $8.93 | — | CL A NEW | 579489303 |
| — | EVERBRIDGE INC | 11,403 | $339 | 0.0% | $29.73 | — | COM | 29978A104 |
| AMKR | AMKOR TECHNOLOGY INC | 33,654 | $338 | 0.0% | $8.92 | +11.8% | COM | 031652100 |
| — | MTGE INVT CORP | 17,717 | $328 | 0.0% | $15.85 | — | COM | 55378A105 |
| URI | UNITED RENTALS INC | 1,680 | $289 | 0.0% | $147.40 | 0.0% | COM | 911363109 |
| R | RYDER SYS INC | 3,060 | $258 | 0.0% | $81.68 | 0.0% | COM | 783549108 |
| — | SOUTHWESTERN ENERGY CO | 42,800 | $239 | 0.0% | $10.82 | — | COM | 845467109 |
| — | BARRICK GOLD CORP | 10,601 | $153 | 0.0% | $14.43 | — | COM | 067901108 |
| — | SANCHEZ ENERGY CORP | 20,000 | $106 | 0.0% | $5.30 | — | COM | 79970Y105 |