CIK: 0001257391 · Show all filings
Period: Q4 2019 (← Previous) (Next →)
Filing Date: Feb 14, 2020
Total Value ($000): $3,007,929 (79.7% shares, 20.3% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 4,900,000 | $1,577,114 | 52.4% | — | — | Put | 78462F953 |
| DELL | DELL TECHNOLOGIES INC | 2,651,352 | $136,253 | 4.5% | $25.07 | -4.9% | CL C | 24703L202 |
| — | TESLA INC | 82,400,000 | $124,574 | 4.1% | $0.99 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | IAC INTERACTIVECORP | 480,463 | $119,688 | 4.0% | $231.41 | — | COM | 44919P508 |
| MPC | MARATHON PETE CORP | 1,510,662 | $91,017 | 3.0% | $47.23 | +9.4% | COM | 56585A102 |
| — | BLACKSTONE MTG TR INC | 66,245,000 | $70,322 | 2.3% | $1.01 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | ALLERGAN PLC | 338,987 | $64,804 | 2.2% | $167.98 | — | SHS | G0177J108 |
| — | SPDR GOLD TRUST | 400,000 | $57,160 | 1.9% | — | — | Put | 78463V957 |
| GRFS | GRIFOLS S A | 2,294,792 | $53,446 | 1.8% | $20.54 | — | SP ADR REP B NVT | 398438408 |
| — | INTELSAT S A | 75,848,000 | $49,936 | 1.7% | $1.47 | — | NOTE 4.500% 6/1 | 45790VAB6 |
| — | UNITED TECHNOLOGIES CORP | 279,369 | $41,838 | 1.4% | $138.02 | — | COM | 913017109 |
| — | MICROCHIP TECHNOLOGY INC | 19,125,000 | $41,143 | 1.4% | $1.63 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | TESLA INC | 28,893,000 | $40,864 | 1.4% | $1.20 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | APOLLO COML REAL EST FIN INC | 38,737,000 | $38,897 | 1.3% | $1.00 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | BLACKSTONE MTG TR INC | 25,578,000 | $27,177 | 0.9% | $1.00 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | AMAG PHARMACEUTICALS INC | 30,963,000 | $26,051 | 0.9% | $0.83 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| HEI/A | HEICO CORP NEW | 259,426 | $23,226 | 0.8% | $104.97 | -10.1% | CL A | 422806208 |
| — | TESLA INC | 17,490,000 | $22,293 | 0.7% | $1.06 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | TESLA INC | 50,000 | $20,917 | 0.7% | — | — | Put | 88160R951 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 7,015,008 | $20,063 | 0.7% | $4.19 | -39.6% | COM | 18453H106 |
| LQD | ISHARES TR | 156,189 | $19,986 | 0.7% | $127.48 | — | IBOXX INV CP ETF | 464287242 |
| — | ENCORE CAP EUROPE FIN LTD | 18,750,000 | $19,973 | 0.7% | $0.98 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | ENCORE CAP GROUP INC | 18,250,000 | $18,841 | 0.6% | $1.05 | — | NOTE 3.250% 3/1 | 292554AK8 |
| PACDEUR | PACIFIC DRILLING SA LUXEMBOU | 4,311,334 | $17,590 | 0.6% | $13.35 | — | COM | L7257P205 |
| — | NOVAVAX INC | 44,095,000 | $17,418 | 0.6% | $0.52 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | BUNGE LIMITED | 296,640 | $17,072 | 0.6% | $60.55 | — | COM | G16962105 |
| — | INTERXION HOLDING N.V | 193,849 | $16,246 | 0.5% | $83.81 | — | SHS | N47279109 |
| — | TEVA PHARMACEUTICAL FIN LLC | 16,000,000 | $15,167 | 0.5% | $0.91 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | OASIS PETE INC NEW | 19,465,000 | $15,110 | 0.5% | $0.75 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | CONTURA ENERGY INC | 1,652,836 | $14,958 | 0.5% | $65.74 | — | COM | 21241B100 |
| NIO 4.5 02/01/24 REGS | NIO INC | 28,000,000 | $14,909 | 0.5% | $0.50 | — | DEBT 4.500% 2/0 | G6525FAA0 |
| DNR 6.375 12/31/24 REGS | DENBURY RES INC DEL | 19,885,000 | $13,798 | 0.5% | $0.63 | — | DEBT 6.375%12/3 | U2481AAK4 |
| PARR | PAR PACIFIC HOLDINGS INC | 548,164 | $12,739 | 0.4% | $19.65 | +21.4% | COM NEW | 69888T207 |
| — | APOLLO COML REAL EST FIN INC | 12,048,000 | $12,209 | 0.4% | $0.96 | — | NOTE 5.375%10/1 | 03762UAC9 |
| GLD | SPDR GOLD TRUST | 70,000 | $10,003 | 0.3% | $142.90 | — | GOLD SHS | 78463V107 |
| — | VEDANTA LTD | 1,115,050 | $9,623 | 0.3% | $9.38 | — | SPONSORED ADR | 92242Y100 |
| QD 1 07/01/26 REGS | QUDIAN INC | 10,500,000 | $7,764 | 0.3% | $1.01 | — | DEBT 1.000% 7/0 | G7314VAA8 |
| — | INTREXON CORP | 12,100,000 | $7,252 | 0.2% | $0.83 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | SANOFI | 6,956,279 | $5,984 | 0.2% | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | TILRAY INC | 11,400,000 | $5,928 | 0.2% | $0.52 | — | NOTE 5.000%10/0 | 88688TAB6 |
| — | DOMINION ENERGY INC | 50,000 | $5,350 | 0.2% | $107.00 | — | UNIT 99/99/9999 | 25746U133 |
| — | DONNELLEY R R & SONS CO | 1,268,405 | $5,010 | 0.2% | $4.31 | — | COM | 257867200 |
| CAR | AVIS BUDGET GROUP INC | 152,512 | $4,917 | 0.2% | $33.72 | -15.5% | COM | 053774105 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 428,249 | $4,608 | 0.2% | $10.11 | -5.9% | COM | 024061103 |
| — | PARKER DRILLING CO | 200,309 | $4,507 | 0.1% | $20.28 | — | COM | 701081507 |
| — | PROTALIX BIOTHERAPEUTICS INC | 5,000,000 | $4,345 | 0.1% | $0.87 | — | NOTE 7.500%11/1 | 74365AAD3 |
| — | GREEN PLAINS INC | 4,500,000 | $4,196 | 0.1% | $0.87 | — | NOTE 4.125% 9/0 | 393222AF1 |
| THC | TENET HEALTHCARE CORP | 105,738 | $4,021 | 0.1% | $23.15 | +29.4% | COM NEW | 88033G407 |
| — | TENNECO INC | 303,000 | $3,969 | 0.1% | $11.52 | — | CL A VTG COM STK | 880349105 |
| RYAAY | RYANAIR HLDGS PLC | 41,255 | $3,614 | 0.1% | $87.60 | — | SPONSORED ADS | 783513203 |
| MBI | MBIA INC | 350,000 | $3,255 | 0.1% | $4.23 | -1.8% | COM | 55262C100 |
| — | INVACARE CORP | 3,325,000 | $3,237 | 0.1% | $0.72 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | APHRIA INC | 600,000 | $3,132 | 0.1% | — | — | Put | 03765K954 |
| LNWO | SCIENTIFIC GAMES CORP | 114,672 | $3,071 | 0.1% | $20.69 | +24.5% | COM | 80874P109 |
| BZH | BEAZER HOMES USA INC | 201,423 | $2,846 | 0.1% | $12.83 | +18.1% | COM NEW | 07556Q881 |
| — | AEGERION PHARMACEUTICALS INC | 2,818,723 | $2,678 | 0.1% | $0.95 | — | NOTE 5.000% 4/0 | 00767EAC6 |
| — | WAYFAIR INC | 2,500,000 | $2,591 | 0.1% | $1.04 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | LIBERTY MEDIA CORP | 3,466,000 | $2,418 | 0.1% | $0.70 | — | DEB 4.000%11/1 | 530715AG6 |
| RITM | NEW RESIDENTIAL INVT CORP | 120,000 | $1,933 | 0.1% | $14.72 | — | COM NEW | 64828T201 |
| — | NIELSEN HLDGS PLC | 88,700 | $1,801 | 0.1% | $23.09 | — | SHS EUR | G6518L108 |
| OI | O-I GLASS INC | 131,661 | $1,571 | 0.1% | $9.90 | 0.0% | COM | 67098H104 |
| CSTM | CONSTELLIUM SE | 103,019 | $1,380 | 0.0% | $13.80 | 0.0% | CL A SHS | F21107101 |
| IHRT | IHEARTMEDIA INC | 67,350 | $1,138 | 0.0% | $14.60 | +3.8% | COM CL A | 45174J509 |
| BRSL | INTERNATIONAL GAME TECHNOLOG | 76,000 | $1,138 | 0.0% | $9.98 | -2.9% | SHS USD | G4863A108 |
| — | EVERBRIDGE INC | 12,700 | $992 | 0.0% | $78.11 | — | COM | 29978A104 |
| — | CORNERSTONE BLDG BRANDS INC | 103,136 | $878 | 0.0% | $8.51 | — | COM | 21925D109 |
| — | ENTERCOM COMMUNICATIONS CORP | 181,588 | $843 | 0.0% | $3.34 | — | CL A | 293639100 |
| — | HI CRUSH INC | 950,000 | $839 | 0.0% | — | — | Put | 428337959 |
| GT | GOODYEAR TIRE & RUBR CO | 48,593 | $756 | 0.0% | $13.56 | +15.2% | COM | 382550101 |
| — | QURATE RETAIL INC | 85,921 | $724 | 0.0% | $8.43 | — | COM SER A | 74915M100 |
| — | CLOVIS ONCOLOGY INC | 1,000,000 | $628 | 0.0% | $0.63 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | NABORS INDUSTRIES LTD | 215,050 | $619 | 0.0% | $2.88 | — | SHS | G6359F103 |
| R | RYDER SYS INC | 10,677 | $580 | 0.0% | $67.65 | -23.1% | COM | 783549108 |
| — | SAEXPLORATION HLDGS INC | 160,480 | $488 | 0.0% | $9.01 | — | COM PAR | 78636X873 |
| — | TAILORED BRANDS INC | 101,906 | $422 | 0.0% | $7.33 | — | COM | 87403A107 |
| GAP | GAP INC | 23,698 | $419 | 0.0% | $14.23 | -2.7% | COM | 364760108 |
| URI | UNITED RENTALS INC | 2,165 | $361 | 0.0% | $117.42 | +19.8% | COM | 911363109 |
| KR | KROGER CO | 12,396 | $359 | 0.0% | $21.14 | +10.0% | COM | 501044101 |
| M | MACYS INC | 20,801 | $354 | 0.0% | $18.52 | -15.5% | COM | 55616P104 |
| — | VIRGIN GALACTIC HOLDINGS INC | 100,000 | $335 | 0.0% | — | — | Call | 92766K114 |
| — | REALOGY HLDGS CORP | 32,813 | $318 | 0.0% | $9.69 | — | COM | 75605Y106 |
| AMKR | AMKOR TECHNOLOGY INC | 23,436 | $305 | 0.0% | $9.05 | +22.8% | COM | 031652100 |
| — | CONSOLIDATED COMM HLDGS INC | 76,423 | $297 | 0.0% | $4.92 | — | COM | 209034107 |
| OLN | OLIN CORP | 15,535 | $268 | 0.0% | $15.22 | 0.0% | COM PAR $1 | 680665205 |
| — | NORDSTROM INC | 6,427 | $263 | 0.0% | $40.92 | — | COM | 655664100 |
| IP | INTL PAPER CO | 5,672 | $261 | 0.0% | $31.79 | +0.3% | COM | 460146103 |
| DE | DEERE & CO | 1,257 | $218 | 0.0% | $144.51 | +9.3% | COM | 244199105 |
| — | MCDERMOTT INTL INC | 250,000 | $169 | 0.0% | — | — | Put | 580037953 |
| — | ISTAR INC | 10,581 | $154 | 0.0% | $13.06 | — | COM | 45031U101 |