CIK: 0001257391 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 15, 2018
Total Value ($000): $3,371,087 (77.9% shares, 22.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 4,732,200 | $1,245,278 | 36.9% | — | — | Put | 78462F953 |
| — | ALTABA INC | 7,806,452 | $577,990 | 17.1% | $59.24 | — | COM | 021346101 |
| — | TESLA INC | 106,000,000 | $105,261 | 3.1% | $1.06 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | SPDR S&P 500 ETF TR | 400,000 | $105,260 | 3.1% | — | — | Call | 78462F903 |
| — | TIME WARNER INC | 892,240 | $84,388 | 2.5% | $93.48 | — | COM NEW | 887317303 |
| — | DELL TECHNOLOGIES INC | 951,126 | $69,632 | 2.1% | $68.91 | — | COM CL V | 24703L103 |
| PARR | PAR PACIFIC HOLDINGS INC | 3,958,094 | $67,960 | 2.0% | $18.22 | -1.0% | COM NEW | 69888T207 |
| — | TESLA INC | 63,843,000 | $66,506 | 2.0% | $1.23 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | ISHARES TR | 400,000 | $60,732 | 1.8% | — | — | Put | 464287955 |
| — | CAESARS ENTMT CORP | 31,686,560 | $55,234 | 1.6% | $1.93 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | TWO HBRS INVT CORP | 51,523,000 | $53,816 | 1.6% | $1.06 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | C&J ENERGY SVCS INC NEW | 2,029,484 | $52,401 | 1.6% | $33.92 | — | COM | 12674R100 |
| NXPI | NXP SEMICONDUCTORS N V | 385,280 | $45,078 | 1.3% | $94.82 | +13.1% | COM | N6596X109 |
| — | RENEWABLE ENERGY GROUP INC | 31,200,000 | $42,091 | 1.2% | $1.36 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | ALLEGHENY TECHNOLOGIES INC | 21,961,000 | $40,023 | 1.2% | $1.14 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | SINA CORP | 364,698 | $38,027 | 1.1% | $85.84 | — | ORD | G81477104 |
| — | BONANZA CREEK ENERGY INC | 1,252,061 | $34,695 | 1.0% | $31.71 | — | COM NEW | 097793400 |
| — | ARBOR RLTY TR INC | 29,358,000 | $31,853 | 0.9% | $1.08 | — | NOTE 6.500%10/0 | 038923AA6 |
| — | CTRIP COM INTL LTD | 25,000,000 | $30,438 | 0.9% | $1.41 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | AVAYA HLDGS CORP | 1,281,111 | $28,697 | 0.9% | $22.40 | — | COM | 05351X101 |
| — | TESLA INC | 28,500,000 | $28,407 | 0.8% | $1.13 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | YAHOO INC | 19,903,000 | $27,813 | 0.8% | $1.06 | — | NOTE 12/0 | 984332AF3 |
| — | AT&T INC | 692,100 | $24,673 | 0.7% | — | — | Put | 00206R952 |
| — | MICROCHIP TECHNOLOGY INC | 13,125,000 | $23,270 | 0.7% | $1.55 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | TERADYNE INC | 15,024,000 | $22,907 | 0.7% | $1.52 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | PDL BIOPHARMA INC | 21,684,000 | $22,074 | 0.7% | $0.82 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | BLACKSTONE MTG TR INC | 18,300,000 | $20,764 | 0.6% | $1.12 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | ENCORE CAP GROUP INC | 17,000,000 | $19,797 | 0.6% | $1.16 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | BUNGE LIMITED | 261,904 | $19,365 | 0.6% | $73.94 | — | COM | G16962105 |
| — | BASIC ENERGY SVCS INC NEW | 1,264,508 | $18,259 | 0.5% | $22.65 | — | COM NEW | 06985P209 |
| — | CORENERGY INFRASTRUCTURE TR | 15,448,000 | $18,032 | 0.5% | $0.88 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | NOVAVAX INC | 24,049,000 | $16,882 | 0.5% | $0.46 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | SOLARCITY CORP | 17,000,000 | $16,639 | 0.5% | $0.99 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | ENCORE CAP GROUP INC | 14,500,000 | $16,559 | 0.5% | $1.11 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | AT&T INC | 420,000 | $14,973 | 0.4% | — | — | Call | 00206R902 |
| — | TESLA INC | 55,000 | $14,637 | 0.4% | — | — | Put | 88160R951 |
| — | AETNA INC NEW | 84,100 | $14,213 | 0.4% | $180.39 | — | COM | 00817Y108 |
| — | NEW YORK MTG TR INC | 11,558,000 | $11,695 | 0.3% | $0.98 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | VANECK VECTORS ETF TR | 426,985 | $10,192 | 0.3% | $26.05 | — | OIL SVCS ETF | 92189F718 |
| RITM | NEW RESIDENTIAL INVT CORP | 603,378 | $9,926 | 0.3% | $16.69 | — | COM NEW | 64828T201 |
| — | HARMONIC INC | 9,950,000 | $9,763 | 0.3% | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | GOPRO INC | 11,500,000 | $9,718 | 0.3% | $0.96 | — | NOTE 3.500% 4/1 | 38268IAA5 |
| — | HERBALIFE LTD | 8,000,000 | $9,691 | 0.3% | $1.00 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | RH | 97,500 | $9,290 | 0.3% | — | — | Put | 74967X953 |
| — | CHIMERA INVT CORP | 483,031 | $8,410 | 0.2% | $17.41 | — | COM NEW | 16934Q208 |
| — | GSV CAP CORP | 8,245,000 | $8,338 | 0.2% | $0.92 | — | NOTE 5.250% 9/1 | 36191JAB7 |
| — | AMYRIS INC | 9,136,000 | $8,308 | 0.2% | $0.91 | — | NOTE 9.500% 4/1 | 03236MAG6 |
| — | TWITTER INC | 8,000,000 | $7,693 | 0.2% | $0.95 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| OSG | AMBAC FINL GROUP INC | 415,100 | $6,509 | 0.2% | $15.46 | 0.0% | COM NEW | 023139884 |
| — | SAFEGUARD SCIENTIFICS INC | 5,516,000 | $5,627 | 0.2% | $1.31 | — | DBCV 5.250% 5/1 | 786449AK4 |
| — | CIGNA CORPORATION | 29,650 | $4,973 | 0.1% | $167.72 | — | COM | 125509109 |
| — | BLACKSTONE MTG TR INC | 5,000,000 | $4,911 | 0.1% | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | MCDERMOTT INTL INC | 777,900 | $4,737 | 0.1% | $6.09 | — | COM | 580037109 |
| — | SENSEONICS HLDGS INC | 4,250,000 | $4,565 | 0.1% | $1.07 | — | NOTE 5.250% 2/0 | 81727UAA3 |
| THC | TENET HEALTHCARE CORP | 182,821 | $4,433 | 0.1% | $16.91 | +17.8% | COM NEW | 88033G407 |
| — | GOLAR LNG LTD | 4,200,000 | $4,281 | 0.1% | $1.02 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | EXPRESS SCRIPTS HLDG CO | 60,200 | $4,159 | 0.1% | $69.09 | — | COM | 30219G108 |
| VICI | VICI PPTYS INC | 218,697 | $4,007 | 0.1% | $13.09 | 0.0% | COM | 925652109 |
| GOGO | GOGO INC | 456,575 | $3,940 | 0.1% | $11.56 | -16.6% | COM | 38046C109 |
| — | TERRAFORM PWR INC | 354,913 | $3,808 | 0.1% | $11.96 | — | COM CL A | 88104R209 |
| — | KEY ENERGY SVCS INC DEL | 308,106 | $3,611 | 0.1% | $28.00 | — | COM | 49309J103 |
| — | SAEXPLORATION HLDGS INC | 2,609,039 | $3,522 | 0.1% | $8.22 | — | COM NEW | 78636X204 |
| — | ULTRA PETROLEUM CORP | 796,536 | $3,322 | 0.1% | $10.85 | — | COM NEW | 903914208 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 203,698 | $3,100 | 0.1% | $16.58 | -0.9% | COM | 024061103 |
| LADR | LADDER CAP CORP | 200,502 | $3,024 | 0.1% | $15.08 | — | CL A | 505743104 |
| — | SANOFI | 6,956,279 | $2,940 | 0.1% | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | UNISYS CORP | 2,000,000 | $2,627 | 0.1% | $1.53 | — | NOTE 5.500% 3/0 | 909214BS6 |
| BZH | BEAZER HOMES USA INC | 110,592 | $1,764 | 0.1% | $17.80 | -0.5% | COM NEW | 07556Q881 |
| NRG | NRG ENERGY INC | 57,489 | $1,755 | 0.1% | $22.60 | +1.6% | COM NEW | 629377508 |
| CAR | AVIS BUDGET GROUP | 32,716 | $1,532 | 0.0% | $42.80 | 0.0% | COM | 053774105 |
| — | AK STL HLDG CORP | 248,337 | $1,125 | 0.0% | $4.53 | — | COM | 001547108 |
| — | HERTZ GLOBAL HLDGS INC | 51,153 | $1,015 | 0.0% | $17.47 | — | COM | 42806J106 |
| WDC | WESTERN DIGITAL CORP | 10,700 | $987 | 0.0% | $61.52 | 0.0% | COM | 958102105 |
| KBH | KB HOME | 29,700 | $845 | 0.0% | $27.10 | +3.3% | COM | 48666K109 |
| — | CONSTELLIUM NV | 73,552 | $798 | 0.0% | $6.74 | — | CL A | N22035104 |
| AES | AES CORP | 62,529 | $711 | 0.0% | $8.18 | +0.1% | COM | 00130H105 |
| — | DYNEGY INC NEW DEL | 36,979 | $500 | 0.0% | $13.52 | — | COM | 26817R108 |
| TGNA | TEGNA INC | 39,307 | $448 | 0.0% | $13.35 | +2.3% | COM | 87901J105 |
| AMKR | AMKOR TECHNOLOGY INC | 39,900 | $404 | 0.0% | $9.04 | +7.3% | COM | 031652100 |
| — | PARKER DRILLING CO | 603,153 | $383 | 0.0% | $0.99 | — | COM | 701081101 |
| — | SUPERVALU INC | 24,498 | $373 | 0.0% | $15.23 | — | COM | 868536301 |
| — | VIACOM INC NEW | 11,640 | $362 | 0.0% | $31.10 | — | CL B | 92553P201 |
| — | MCCLATCHY CO | 35,153 | $325 | 0.0% | $8.93 | — | CL A NEW | 579489303 |
| — | MERITOR INC | 15,572 | $320 | 0.0% | $20.55 | — | COM | 59001K100 |
| NWL | NEWELL BRANDS INC | 11,900 | $303 | 0.0% | $19.61 | 0.0% | COM | 651229106 |
| — | ISTAR INC | 22,088 | $225 | 0.0% | $10.19 | — | COM | 45031U101 |
| URI | UNITED RENTALS INC | 1,269 | $219 | 0.0% | $147.40 | +16.7% | COM | 911363109 |
| — | APACHE CORP | 5,600 | $215 | 0.0% | $38.39 | — | COM | 037411105 |
| R | RYDER SYS INC | 2,919 | $212 | 0.0% | $81.68 | -1.4% | COM | 783549108 |
| — | MTGE INVT CORP | 11,117 | $199 | 0.0% | $15.85 | — | COM | 55378A105 |
| — | XERIUM TECHNOLOGIES INC | 29,663 | $191 | 0.0% | $6.44 | — | COM NEW | 98416J118 |
| — | BARRICK GOLD CORP | 10,601 | $132 | 0.0% | $14.43 | — | COM | 067901108 |