CIK: 0001300714 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 14, 2017
Total Value ($000): $9,144,996 (98.9% shares, 1.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 20,000,000 | $5,024,600 | 54.9% | — | — | Call | 78462F103 |
| SPY | SPDR S&P 500 ETF TR | 3,350,000 | $841,621 | 9.2% | — | — | Put | 78462F103 |
| DIS | DISNEY WALT CO | 5,000,000 | $492,850 | 5.4% | $103.01 | -5.9% | Call | 254687106 |
| LNG | CHENIERE ENERGY INC | 7,366,065 | $331,768 | 3.6% | $40.20 | +9.9% | COM NEW | 16411R208 |
| — | HOUGHTON MIFFLIN HARCOURT CO | 20,087,890 | $242,059 | 2.6% | $16.96 | — | COM | 44157R109 |
| — | ALTABA INC | 2,900,000 | $192,096 | 2.1% | $56.10 | — | COM | 021346101 |
| TMUS | T MOBILE US INC | 2,400,000 | $147,984 | 1.6% | $56.44 | +7.3% | COM | 872590104 |
| NFLX | NETFLIX INC | 800,000 | $145,080 | 1.6% | — | — | Call | 64110L106 |
| XPO | XPO LOGISTICS INC | 2,130,000 | $144,371 | 1.6% | $17.69 | +18.4% | COM | 983793100 |
| — | XENITH BANKSHARES INC NEW | 4,239,858 | $137,795 | 1.5% | $28.20 | — | COM NEW | 984102202 |
| FPH | FIVE POINT HOLDINGS LLC | 9,877,096 | $134,724 | 1.5% | $15.23 | -7.3% | COM CL A | 33833Q106 |
| — | CONNS INC | 4,553,958 | $128,194 | 1.4% | $23.14 | — | COM | 208242107 |
| — | CHENIERE ENERGY PTNRS LP HLD | 4,706,606 | $118,042 | 1.3% | $21.86 | — | COM REP LLC IN | 16411W108 |
| XLF | SELECT SECTOR SPDR TR | 4,000,000 | $103,440 | 1.1% | — | — | Call | 81369Y605 |
| — | DISH NETWORK CORP | 70,000,000 | $78,319 | 0.9% | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | UNITED STATES STL CORP NEW | 2,500,000 | $64,150 | 0.7% | — | — | Call | 912909108 |
| — | EXPRESS SCRIPTS HLDG CO | 1,000,000 | $63,320 | 0.7% | — | — | Put | 30219G108 |
| — | L BRANDS INC | 1,500,000 | $62,415 | 0.7% | — | — | Put | 501797104 |
| — | ANADARKO PETE CORP | 1,000,000 | $48,850 | 0.5% | — | — | Call | 032511107 |
| — | MGM GROWTH PPTYS LLC | 1,572,500 | $47,505 | 0.5% | $29.56 | — | CL A COM | 55303A105 |
| — | PENN VA CORP NEW | 1,055,445 | $42,197 | 0.5% | $49.00 | — | COM | 70788V102 |
| CNDT | CONDUENT INC | 2,564,000 | $40,178 | 0.4% | $15.22 | +7.3% | COM | 206787103 |
| — | ATHENE HLDG LTD | 630,264 | $33,933 | 0.4% | $47.99 | — | CL A | G0684D107 |
| M | MACYS INC | 1,500,000 | $32,730 | 0.4% | — | — | Put | 55616P104 |
| — | CONSTELLIUM NV | 3,060,305 | $31,368 | 0.3% | $7.70 | — | CL A | N22035104 |
| — | BONANZA CREEK ENERGY INC | 937,846 | $30,940 | 0.3% | $31.71 | — | COM NEW | 097793400 |
| — | HALCON RES CORP | 3,790,000 | $25,772 | 0.3% | $4.54 | — | COM PAR NEW | 40537Q605 |
| — | BMC STK HLDGS INC | 1,149,940 | $24,551 | 0.3% | $22.60 | — | COM | 05591B109 |
| — | CBS CORP NEW | 400,000 | $23,200 | 0.3% | — | — | Call | 124857202 |
| KSS | KOHLS CORP | 500,000 | $22,825 | 0.2% | — | — | Put | 500255104 |
| GLPI | GAMING & LEISURE PPTYS INC | 607,344 | $22,405 | 0.2% | $37.57 | — | COM | 36467J108 |
| KR | KROGER CO | 1,000,000 | $20,060 | 0.2% | — | — | Call | 501044101 |
| THC | TENET HEALTHCARE CORP | 1,200,000 | $19,716 | 0.2% | $17.36 | -2.3% | COM NEW | 88033G407 |
| MBI | MBIA INC | 2,000,000 | $17,400 | 0.2% | — | — | Put | 55262C100 |
| — | CAESARS ENTMT CORP | 1,150,000 | $15,353 | 0.2% | $13.35 | — | COM | 127686103 |
| — | GOODRICH PETE CORP | 1,567,744 | $15,223 | 0.2% | $12.15 | — | COM PAR | 382410843 |
| — | UNITI GROUP INC | 1,000,000 | $14,660 | 0.2% | — | — | Put | 91325V108 |
| — | RESOLUTE ENERGY CORP | 404,296 | $12,004 | 0.1% | $41.19 | — | COM NEW | 76116A306 |
| — | DHT HOLDINGS INC | 11,284,000 | $11,212 | 0.1% | $0.91 | — | DEBT 4.500%10/0 | 23335SAB2 |
| DHT | DHT HOLDINGS INC | 2,632,558 | $10,478 | 0.1% | $1.90 | +16.8% | SHS NEW | Y2065G121 |
| — | FIRST MIDWEST BANCORP DEL | 442,000 | $10,352 | 0.1% | $23.42 | — | COM | 320867104 |
| — | FCB FINL HLDGS INC | 211,500 | $10,215 | 0.1% | $48.30 | — | CL A | 30255G103 |
| — | MB FINANCIAL INC NEW | 224,100 | $10,089 | 0.1% | $45.02 | — | COM | 55264U108 |
| — | DASEKE INC | 750,867 | $9,799 | 0.1% | $10.12 | — | COM | 23753F107 |
| SALTUSD | SCORPIO BULKERS INC | 1,289,025 | $9,088 | 0.1% | $9.89 | — | COM | Y7546A122 |
| BANR | BANNER CORP | 146,500 | $8,978 | 0.1% | $41.91 | 0.0% | COM NEW | 06652V208 |
| WTTR | SELECT ENERGY SVCS INC | 500,000 | $7,960 | 0.1% | $12.15 | — | CL A COM | 81617J301 |
| RNST | RENASANT CORP | 178,300 | $7,649 | 0.1% | $41.18 | 0.0% | COM | 75970E107 |
| — | WPX ENERGY INC | 660,100 | $7,591 | 0.1% | $11.50 | — | COM | 98212B103 |
| COLB | COLUMBIA BKG SYS INC | 175,820 | $7,404 | 0.1% | $26.76 | 0.0% | COM | 197236102 |
| NBHC | NATIONAL BK HLDGS CORP | 189,500 | $6,763 | 0.1% | $27.14 | 0.0% | CL A | 633707104 |
| HCC | WARRIOR MET COAL INC | 275,000 | $6,482 | 0.1% | $17.37 | +32.1% | COM | 93627C101 |
| PRAA | PRA GROUP INC | 200,000 | $5,730 | 0.1% | — | — | Put | 69354N106 |
| — | WEATHERFORD INTL LTD | 5,000,000 | $5,471 | 0.1% | $1.01 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | OCEAN RIG UDW INC | 149,451 | $3,552 | 0.0% | $23.77 | — | SHS NEW | G66964118 |
| — | ROSEHILL RES INC | 413,002 | $3,399 | 0.0% | $8.34 | — | CL A | 777385105 |
| — | ROSEHILL RES INC | 3,245,678 | $3,213 | 0.0% | $1.10 | — | *W EXP 09/16/202 | 777385113 |
| — | CIVITAS SOLUTIONS INC | 134,455 | $2,481 | 0.0% | $17.92 | — | COM | 17887R102 |
| — | COMSTOCK RES INC | 2,088,694 | $1,687 | 0.0% | $0.86 | — | NOTE 7.750% 4/0 | 205768AM6 |
| — | WHITING PETE CORP NEW | 1,199,000 | $1,074 | 0.0% | $0.90 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | COMSTOCK RES INC | 796,473 | $631 | 0.0% | $0.87 | — | NOTE 9.500% 6/1 | 205768AN4 |