CIK: 0001315421 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 14, 2017
Total Value ($000): $2,446,274 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| GLD | SPDR GOLD TRUST | 10,500,000 | $1,150,905 | 47.0% | — | — | Call | 78463V107 |
| IWM | ISHARES TR | 2,500,000 | $337,125 | 13.8% | $134.85 | — | Put | 464287655 |
| — | AK STL CORP | 57,257,000 | $118,303 | 4.8% | $1.71 | — | Note | 001546AP5 |
| — | STARWOOD PPTY TR INC | 67,699,000 | $73,877 | 3.0% | $1.08 | — | Note | 85571BAA3 |
| — | ADVANCED MICRO DEVICES INC | 40,500,000 | $63,913 | 2.6% | $1.46 | — | Note | 007903BD8 |
| TSLA | TESLA MTRS INC | 287,600 | $61,457 | 2.5% | — | — | Put | 88160R101 |
| — | TESLA MTRS INC | 58,268,000 | $54,044 | 2.2% | $0.92 | — | Note | 88160RAB7 |
| FXI | ISHARES TR | 1,250,000 | $43,388 | 1.8% | $38.02 | — | Put | 464287184 |
| — | STARWOOD WAYPOINT RESIDENTL | 34,005,000 | $36,415 | 1.5% | $1.00 | — | Note | 85571WAD1 |
| — | WEATHERFORD INTL LTD | 32,500,000 | $35,417 | 1.4% | $1.09 | — | Note | 947075AH0 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 30,568,000 | $33,396 | 1.4% | $1.05 | — | Note | G81075AE6 |
| — | REDWOOD TR INC | 32,919,000 | $33,066 | 1.4% | $0.98 | — | Note | 758075AB1 |
| — | SILVER STD RES INC | 26,000,000 | $24,078 | 1.0% | $0.93 | — | Note | 82823LAC0 |
| — | TRINA SOLAR LIMITED | 25,000,000 | $23,962 | 1.0% | $1.01 | — | DBCV 3.500% 6/1 | 89628EAC8 |
| XLF | SELECT SECTOR SPDR TR | 1,000,000 | $23,250 | 1.0% | $23.25 | — | Call | 81369Y605 |
| XLE | SELECT SECTOR SPDR TR | 276,800 | $20,849 | 0.9% | $67.97 | — | SBI INT-ENERGY | 81369Y506 |
| EWY | ISHARES | 352,500 | $18,760 | 0.8% | $53.70 | — | MSCI STH KOR ETF | 464286772 |
| — | CTRIP COM INTL LTD | 15,000,000 | $17,364 | 0.7% | $1.16 | — | Note | 22943FAD2 |
| — | CTRIP COM INTL LTD | 15,000,000 | $15,402 | 0.6% | $1.03 | — | Note | 22943FAF7 |
| — | TRINA SOLAR LIMITED | 1,618,200 | $15,049 | 0.6% | $9.92 | — | Put | 89628E104 |
| — | VIPSHOP HLDGS LTD | 15,000,000 | $14,951 | 0.6% | $1.05 | — | Note | 92763WAA1 |
| — | SOLARCITY CORP | 15,381,000 | $14,330 | 0.6% | $1.09 | — | Note | 83416TAA8 |
| — | SUNPOWER CORP | 16,775,000 | $11,879 | 0.5% | $0.71 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | BLACKSTONE MTG TR INC | 10,460,000 | $11,694 | 0.5% | $1.11 | — | Note | 09257WAA8 |
| — | RTW HLDGS INC | 11,500,000 | $11,682 | 0.5% | $0.97 | — | Note | 749772AB5 |
| — | SEADRILL LIMITED | 3,413,900 | $11,641 | 0.5% | — | — | Put | G7945E105 |
| IWM | ISHARES TR | 85,000 | $11,462 | 0.5% | $134.85 | — | RUSSELL 2000 ETF | 464287655 |
| INDA | ISHARES TR | 382,000 | $10,241 | 0.4% | $26.81 | — | MSCI INDIA ETF | 46429B598 |
| EPI | WISDOMTREE TR | 499,000 | $10,080 | 0.4% | $20.20 | — | INDIA ERNGS FD | 97717W422 |
| EXEL | EXELIXIS INC | 663,180 | $9,888 | 0.4% | $10.81 | +33.4% | COM | 30161Q104 |
| — | SPDR SERIES TRUST | 225,000 | $9,320 | 0.4% | $41.42 | — | S&P OILGAS EXP | 78464A730 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 7,500,000 | $7,767 | 0.3% | $0.80 | — | Note | Y0020QAA9 |
| — | VANECK VECTORS ETF TR | 300,000 | $6,366 | 0.3% | $21.22 | — | RUSSIA ETF | 92189F403 |
| — | KCG HLDGS INC | 480,000 | $6,360 | 0.3% | — | — | Put | 48244B100 |
| — | NQ MOBILE INC | 1,812,600 | $5,837 | 0.2% | — | — | Put | 64118U108 |
| — | SUNPOWER CORP | 5,665,000 | $5,144 | 0.2% | $0.92 | — | DBCV 0.750% 6/0 | 867652AG4 |
| XLF | SELECT SECTOR SPDR TR | 202,800 | $4,715 | 0.2% | $23.25 | — | SBI INT-FINL | 81369Y605 |
| EWW | ISHARES | 100,000 | $4,397 | 0.2% | $43.97 | — | MSCI MEX CAP ETF | 464286822 |
| CME | CME GROUP INC | 30,000 | $3,461 | 0.1% | $39.16 | +100.7% | COM | 12572Q105 |
| THC | TENET HEALTHCARE CORP | 200,000 | $2,968 | 0.1% | — | — | Put | 88033G407 |
| — | CONSOL ENERGY INC | 150,000 | $2,735 | 0.1% | $19.20 | — | Put | 20854P109 |
| — | UNIVAR INC | 92,998 | $2,638 | 0.1% | $24.83 | — | COM | 91336L107 |
| PRKS | SEAWORLD ENTMT INC | 135,200 | $2,559 | 0.1% | $16.74 | -2.1% | COM | 81282V100 |
| DAN | DANA INCORPORATED | 134,400 | $2,551 | 0.1% | $12.34 | +12.1% | COM | 235825205 |
| VC | VISTEON CORP | 31,100 | $2,499 | 0.1% | $72.53 | +3.1% | COM | 92839U206 |
| CNA | CNA FINL CORP | 58,400 | $2,424 | 0.1% | $18.36 | +7.4% | COM | 126117100 |
| — | ANALOGIC CORP | 29,000 | $2,406 | 0.1% | $82.97 | — | COM PAR $0.05 | 032657207 |
| — | PINNACLE FOODS INC DEL | 44,300 | $2,368 | 0.1% | $51.45 | — | COM | 72348P104 |
| — | BOB EVANS FARMS INC | 44,216 | $2,353 | 0.1% | $51.79 | — | COM | 096761101 |
| — | MARVELL TECHNOLOGY GROUP LTD | 168,300 | $2,334 | 0.1% | $13.55 | — | ORD | G5876H105 |
| — | SPIRIT AIRLS INC | 40,300 | $2,332 | 0.1% | $52.75 | — | COM | 848577102 |
| — | CDK GLOBAL INC | 39,000 | $2,328 | 0.1% | $57.14 | — | COM | 12508E101 |
| BCO | BRINKS CO | 53,200 | $2,195 | 0.1% | $33.75 | +8.0% | COM | 109696104 |
| — | TRIUMPH GROUP INC NEW | 82,411 | $2,184 | 0.1% | $27.59 | — | COM | 896818101 |
| — | SUNPOWER CORP | 330,000 | $2,181 | 0.1% | — | — | Put | 867652406 |
| — | GUESS INC | 179,700 | $2,174 | 0.1% | $13.36 | — | COM | 401617105 |
| — | TABLEAU SOFTWARE INC | 51,300 | $2,162 | 0.1% | $42.14 | — | CL A | 87336U105 |
| — | VITAMIN SHOPPE INC | 85,100 | $2,021 | 0.1% | $25.23 | — | COM | 92849E101 |
| RL | RALPH LAUREN CORP | 22,000 | $1,987 | 0.1% | $82.32 | +2.7% | CL A | 751212101 |
| — | FRANCESCAS HLDGS CORP | 108,700 | $1,960 | 0.1% | $18.03 | — | COM | 351793104 |
| WGO | WINNEBAGO INDS INC | 56,500 | $1,788 | 0.1% | $23.64 | +31.8% | COM | 974637100 |
| — | TRINA SOLAR LIMITED | 187,413 | $1,743 | 0.1% | $9.92 | — | SPON ADR | 89628E104 |
| — | ACTUANT CORP | 66,900 | $1,736 | 0.1% | $24.91 | — | CL A | 00508X203 |
| — | SILVER SPRING NETWORKS INC | 124,419 | $1,656 | 0.1% | $13.54 | — | COM | 82817Q103 |
| SRI | STONERIDGE INC | 85,537 | $1,513 | 0.1% | $15.58 | +8.6% | COM | 86183P102 |
| — | SUPERVALU INC | 311,300 | $1,454 | 0.1% | $4.87 | — | COM | 868536103 |
| — | SUNPOWER CORP | 2,000,000 | $1,339 | 0.1% | $0.67 | — | DBCV 0.875% 6/0 | 867652AJ8 |
| — | CONSOL ENERGY INC | 67,500 | $1,231 | 0.1% | $19.20 | — | COM | 20854P109 |
| — | REVLON INC | 36,425 | $1,062 | 0.0% | $30.89 | — | CL A | 761525609 |
| NSC | NORFOLK SOUTHERN CORP | 9,300 | $1,005 | 0.0% | $83.99 | 0.0% | COM | 655844108 |
| — | TWENTY FIRST CENTY FOX INC | 35,800 | $1,004 | 0.0% | $28.04 | — | CL A | 90130A101 |
| PG | PROCTER AND GAMBLE CO | 11,800 | $992 | 0.0% | $66.77 | 0.0% | COM | 742718109 |
| CVX | CHEVRON CORP NEW | 8,400 | $989 | 0.0% | $68.48 | +7.8% | COM | 166764100 |
| AIG | AMERICAN INTL GROUP INC | 15,150 | $989 | 0.0% | $49.81 | 0.0% | COM | 026874784 |
| C | CITIGROUP INC | 16,600 | $987 | 0.0% | $40.63 | 0.0% | COM | 172967424 |
| UNP | UNION PAC CORP | 9,500 | $985 | 0.0% | $80.32 | 0.0% | COM | 907818108 |
| BMY | BRISTOL MYERS SQUIBB CO | 16,800 | $982 | 0.0% | $39.53 | 0.0% | COM | 110122108 |
| KMI | KINDER MORGAN INC DEL | 47,000 | $973 | 0.0% | $13.10 | 0.0% | COM | 49456B101 |
| — | DU PONT E I DE NEMOURS & CO | 13,200 | $969 | 0.0% | $73.41 | — | COM | 263534109 |
| — | VERSO CORP | 100,000 | $710 | 0.0% | $6.45 | — | CL A | 92531L207 |
| GOGO | GOGO INC | 76,500 | $705 | 0.0% | $9.87 | 0.0% | COM | 38046C109 |
| — | LEE ENTERPRISES INC | 151,128 | $438 | 0.0% | $2.90 | — | COM | 523768109 |
| — | NORTH ATLANTIC DRILLING LTD | 135,500 | $430 | 0.0% | — | — | Put | G6613P129 |