Pomelo Capital LLC Activity Q4 2012-Q3 2018

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Q3 2018
 Value Shares↓ Weighting
WW BuyWEIGHT WATCHERS INTL INC NEWput$118,877,000
+5.0%
1,651,300
+47.5%
11.41%
+3.1%
HLF SellHERBALIFE LTDput$107,889,000
-1.3%
1,977,800
-2.8%
10.35%
-3.1%
TSLA BuyTESLA INCput$61,300,000
-22.1%
231,520
+0.9%
5.88%
-23.5%
YNDX BuyYANDEX N Vput$50,980,000
+83.2%
1,550,000
+100.0%
4.89%
+79.9%
BHC NewBAUSCH HEALTH COS INCput$45,179,000–1,760,000–4.34%–
YPF BuyYPF SOCIEDAD ANONIMAput$22,094,000
+127.5%
1,430,000
+100.0%
2.12%
+123.4%
SellNAVISTAR INTL CORP NEWnote 4.750% 4/1$16,252,000
-23.3%
16,000,000
-22.0%
1.56%
-24.7%
GNCIQ BuyGNC HLDGS INCput$16,215,000
+17.9%
3,916,600
+0.3%
1.56%
+15.8%
BuyTWITTER INCnote 0.250% 9/1$15,532,000
+22.9%
16,000,000
+23.1%
1.49%
+20.6%
UNIT BuyTWITTER INCput$15,413,000
+6.2%
764,900
+5.5%
1.48%
+4.2%
NewRESTORATION HARDWARE HLDGS Inote 6/1$13,933,000–11,500,000–1.34%–
SellHERBALIFE LTDnote 2.000% 8/1$13,032,000
-49.7%
10,000,000
-50.0%
1.25%
-50.7%
NewRESTORATION HARDWARE HLDGS Idbcv 7/1$11,765,000–9,500,000–1.13%–
WLL BuyWHITING PETE CORP NEWput$10,428,000
+6.0%
196,600
+5.4%
1.00%
+4.2%
DISH BuyDISH NETWORK CORPput$10,084,000
+21.5%
282,000
+14.2%
0.97%
+19.4%
GNCIQ BuyGNC HLDGS INC$9,190,000
+123.8%
2,219,926
+90.3%
0.88%
+120.0%
GOGO SellGOGO INCput$8,431,000
+6.5%
1,624,500
-0.3%
0.81%
+4.5%
BuyPANDORA MEDIA INCnote 1.750%12/0$7,632,000
+5.8%
7,882,000
+5.1%
0.73%
+3.8%
SellGNC HLDGS INCnote 1.500% 8/1$5,425,000
-32.1%
7,000,000
-40.8%
0.52%
-33.2%
GME NewGAMESTOP CORP NEWcall$4,581,000–300,000–0.44%–
SellGOGO INCnote 3.750% 3/0$2,826,000
-61.6%
3,000,000
-64.2%
0.27%
-62.3%
GVA NewGRANITE CONSTR INCput$2,591,000–56,700–0.25%–
SellSOLARCITY CORPnote 2.750%11/0$2,466,000
-54.8%
2,500,000
-54.5%
0.24%
-55.5%
GOGO BuyGOGO INC$2,465,000
+914.4%
475,000
+850.0%
0.24%
+887.5%
BHC NewBAUSCH HEALTH COS INC$1,540,000–60,000–0.15%–
MNKKQ SellMALLINCKRODT PUB LTD CO$1,210,000
-73.1%
41,297
-82.9%
0.12%
-73.6%
JCPNQ BuyPENNEY J C INC$547,000
+124.2%
329,358
+215.6%
0.05%
+116.7%
HLF NewHERBALIFE LTD$546,000–10,000–0.05%–
FTRCQ BuyFRONTIER COMMUNICATIONS CORP$487,000
+78.4%
75,000
+47.1%
0.05%
+74.1%
TWTR NewTWITTER INC$427,000–15,000–0.04%–
JCPNQ SellPENNEY J C INCcall$249,000
-64.5%
150,000
-50.0%
0.02%
-65.2%
RAD ExitRITE AID CORP$0–-75,000–-0.01%–
EGN ExitENERGEN CORPput$0–-4,200–-0.03%–
BKD ExitBROOKDALE SR LIVING INC$0–-43,060–-0.04%–
GCVRZ ExitSANOFIright 12/31/2020$0–-1,366,585–-0.07%–
RAD ExitRITE AID CORPcall$0–-400,000–-0.07%–
FCX ExitFREEPORT-MCMORAN INCcl b$0–-50,000–-0.08%–
VRX ExitVALEANT PHARMACEUTICALS INTL$0–-60,000–-0.14%–
BKD ExitBROOKDALE SR LIVING INCput$0–-215,300–-0.19%–
ExitDHT HOLDINGS INCdebt 4.500%10/0$0–-2,140,000–-0.21%–
ExitCARDTRONICS INCnote 1.000%12/0$0–-2,528,000–-0.23%–
GME ExitGAMESTOP CORP NEWcl a$0–-304,886–-0.43%–
WEB ExitWEB COM GROUP INCput$0–-200,000–-0.50%–
ExitTESLA INCnote 0.250% 3/0$0–-8,262,000–-0.89%–
VRX ExitVALEANT PHARMACEUTICALS INTLput$0–-1,760,000–-4.00%–
Q2 2018
 Value Shares↓ Weighting
RH NewRHput$142,843,000–1,022,500–13.96%–
WW NewWEIGHT WATCHERS INTL INC NEWput$113,192,000–1,119,600–11.06%–
HLF NewHERBALIFE LTDput$109,293,000–2,034,500–10.68%–
TSLA NewTESLA INCput$78,714,000–229,520–7.69%–
VRX NewVALEANT PHARMACEUTICALS INTLput$40,902,000–1,760,000–4.00%–
NAV NewNAVISTAR INTL CORP NEWput$39,763,000–976,500–3.89%–
TWTR NewTWITTER INCput$32,753,000–750,000–3.20%–
YNDX NewYANDEX N Vput$27,823,000–775,000–2.72%–
NewHERBALIFE LTDnote 2.000% 8/1$25,918,000–20,000,000–2.53%–
NewNAVISTAR INTL CORP NEWnote 4.750% 4/1$21,178,000–20,500,000–2.07%–
NewTESLA INCnote 1.250% 3/0$20,440,000–18,099,000–2.00%–
LUMN NewCENTURYLINK INCput$16,856,000–904,300–1.65%–
NewAK STL CORPnote 5.000%11/1$16,186,000–14,136,000–1.58%–
CX NewCEMEX SAB DE CVput$16,041,000–2,445,200–1.57%–
MNKKQ NewMALLINCKRODT PUB LTD COput$15,490,000–830,100–1.51%–
CRCQQ NewCALIFORNIA RES CORPput$15,413,000–339,200–1.51%–
NewYANDEX NVnote 1.125%12/1$15,155,000–15,264,000–1.48%–
CSIQ NewCANADIAN SOLAR INCput$14,899,000–1,217,200–1.46%–
UNIT NewUNITI GROUP INCput$14,520,000–724,900–1.42%–
GNCIQ NewGNC HLDGS INCput$13,751,000–3,906,600–1.34%–
P NewPANDORA MEDIA INCput$13,226,000–1,678,400–1.29%–
NewTWITTER INCnote 0.250% 9/1$12,638,000–13,000,000–1.24%–
PSEC NewPROSPECT CAPITAL CORPORATIONput$12,279,000–1,829,900–1.20%–
NewCANADIAN SOLAR INCnote 4.250% 2/1$10,360,000–10,660,000–1.01%–
GME NewGAMESTOP CORP NEWput$10,333,000–709,200–1.01%–
WLL NewWHITING PETE CORP NEWput$9,838,000–186,600–0.96%–
YPF NewYPF SOCIEDAD ANONIMAput$9,710,000–715,000–0.95%–
NewTESLA INCnote 0.250% 3/0$9,115,000–8,262,000–0.89%–
RCII NewRENT A CTR INC NEWput$8,505,000–577,800–0.83%–
DISH NewDISH NETWORK CORPput$8,302,000–247,000–0.81%–
NewGNC HLDGS INCnote 1.500% 8/1$7,985,000–11,819,000–0.78%–
GOGO NewGOGO INCput$7,919,000–1,629,500–0.77%–
NewWEATHERFORD INTL LTDnote 5.875% 7/0$7,893,000–8,000,000–0.77%–
THC NewTENET HEALTHCARE CORPput$7,647,000–227,800–0.75%–
NewGOGO INCnote 3.750% 3/0$7,352,000–8,378,000–0.72%–
NewPANDORA MEDIA INCnote 1.750%12/0$7,214,000–7,500,000–0.70%–
NewCEMEX SAB DE CVnote 3.720% 3/1$6,524,000–6,500,000–0.64%–
MSGS NewMADISON SQUARE GARDEN CO NEWcall$5,739,000–18,500–0.56%–
NewPROSPECT CAPITAL CORPORATIONnote 4.750% 4/1$5,630,000–5,624,000–0.55%–
NewSOLARCITY CORPnote 2.750%11/0$5,459,000–5,500,000–0.53%–
WEB NewWEB COM GROUP INCput$5,170,000–200,000–0.50%–
NewARVINMERITOR INCfrnt 4.000% 2/1$4,722,000–4,500,000–0.46%–
MNKKQ NewMALLINCKRODT PUB LTD CO$4,503,000–241,297–0.44%–
GME NewGAMESTOP CORP NEWcl a$4,442,000–304,886–0.43%–
GNCIQ NewGNC HLDGS INC$4,106,000–1,166,394–0.40%–
NewCEMEX SAB DE CVnote 3.720% 3/1$3,251,000–3,231,000–0.32%–
SKT NewTANGER FACTORY OUTLET CTRS Iput$2,997,000–127,600–0.29%–
NewWHITING PETE CORP NEWnote 1.250% 4/0$2,569,000–2,685,000–0.25%–
NewCARDTRONICS INCnote 1.000%12/0$2,356,000–2,528,000–0.23%–
NewDHT HOLDINGS INCdebt 4.500%10/0$2,190,000–2,140,000–0.21%–
CYH NewCOMMUNITY HEALTH SYS INC NEWput$2,030,000–611,500–0.20%–
BKD NewBROOKDALE SR LIVING INCput$1,957,000–215,300–0.19%–
VRX NewVALEANT PHARMACEUTICALS INTL$1,394,000–60,000–0.14%–
RCII NewRENT A CTR INC NEW$1,206,000–81,934–0.12%–
WLL NewWHITING PETE CORP NEW$1,083,000–20,550–0.11%–
AVP NewAVON PRODS INCcall$1,026,000–633,600–0.10%–
CAR NewAVIS BUDGET GROUP$1,003,000–30,860–0.10%–
FTRCQ NewFRONTIER COMMUNICATIONS CORPcall$900,000–168,000–0.09%–
X NewUNITED STATES STL CORP NEWput$893,000–25,700–0.09%–
CYH NewCOMMUNITY HEALTH SYS INC NEW$869,000–261,844–0.08%–
FCX NewFREEPORT-MCMORAN INCcl b$863,000–50,000–0.08%–
MAT NewMATTEL INCput$739,000–45,000–0.07%–
JCPNQ NewPENNEY J C INCcall$702,000–300,000–0.07%–
RAD NewRITE AID CORPcall$692,000–400,000–0.07%–
GCVRZ NewSANOFIright 12/31/2020$683,000–1,366,585–0.07%–
LUMN NewCENTURYLINK INC$677,000–36,300–0.07%–
WFTIQ NewWEATHERFORD INTL PLC$659,000–200,221–0.06%–
HTZGQ NewHERTZ GLOBAL HLDGS INC$651,000–42,429–0.06%–
OCN NewOCWEN FINL CORPput$586,000–148,000–0.06%–
TK NewTEEKAY CORPORATIONput$553,000–71,400–0.05%–
YPF NewYPF SOCIEDAD ANONIMAspon adr cl d$543,000–40,000–0.05%–
BKD NewBROOKDALE SR LIVING INC$391,000–43,060–0.04%–
GNCIQ NewGNC HLDGS INCcall$330,000–93,800–0.03%–
EGN NewENERGEN CORPput$306,000–4,200–0.03%–
FTRCQ NewFRONTIER COMMUNICATIONS CORP$273,000–51,000–0.03%–
PSEC NewPROSPECT CAPITAL CORPORATION$271,000–40,340–0.03%–
SPWR NewSUNPOWER CORPput$252,000–32,800–0.02%–
JCPNQ NewPENNEY J C INC$244,000–104,358–0.02%–
GOGO NewGOGO INC$243,000–50,000–0.02%–
RAD NewRITE AID CORP$130,000–75,000–0.01%–
Q4 2017
 Value Shares↓ Weighting
WFTIQ ExitWEATHERFORD INTL PLCput$0–-20,000–-0.00%–
SDRL ExitSEADRILL LIMITEDput$0–-305,200–-0.00%–
CYH ExitCOMMUNITY HEALTH SYS INC NEWput$0–-20,000–-0.00%–
YPF ExitYPF SOCIEDAD ANONIMAcall$0–-20,000–-0.01%–
SDRL ExitSEADRILL LIMITEDcall$0–-1,182,200–-0.01%–
MNKKQ ExitMALLINCKRODT PUB LTD CO$0–-16,000–-0.01%–
JBL ExitJABIL CIRCUIT INCput$0–-21,200–-0.01%–
GM ExitGENERAL MTRS CO$0–-19,574–-0.02%–
WLL ExitWHITING PETE CORP NEWput$0–-36,000–-0.02%–
TOL ExitTOLL BROTHERS INC$0–-20,000–-0.02%–
OCN ExitOCWEN FINL CORPput$0–-296,000–-0.02%–
GCVRZ ExitSANOFIright 12/31/2020$0–-3,020,000–-0.02%–
CYH ExitCOMMUNITY HEALTH SYS INC NEW$0–-149,144–-0.02%–
KR ExitKROGER COput$0–-60,000–-0.02%–
ICON ExitICONIX BRAND GROUP INC$0–-236,714–-0.02%–
ExitSYNCHRONOSS TECHNOLOGIES INCnote 0.750% 8/1$0–-1,600,000–-0.03%–
WLL ExitWHITING PETE CORP NEW$0–-286,000–-0.03%–
HRI ExitHERC HLDGS INCcall$0–-32,000–-0.03%–
RAD ExitRITE AID CORPcall$0–-800,000–-0.03%–
TECK ExitTECK RESOURCES LTDcall$0–-75,000–-0.03%–
JKS ExitJINKOSOLAR HLDG CO LTDput$0–-92,000–-0.04%–
AVP ExitAVON PRODS INCcall$0–-1,040,000–-0.04%–
HTZGQ ExitHERTZ GLOBAL HLDGS INCcall$0–-108,000–-0.04%–
GNCIQ ExitGNC HLDGS INCcall$0–-283,400–-0.05%–
ExitAK STL CORPnote 5.000%11/1$0–-2,000,000–-0.05%–
FCX ExitFREEPORT-MCMORAN INCcl b$0–-200,000–-0.05%–
NBR ExitNABORS INDUSTRIES LTDcall$0–-400,000–-0.06%–
LEN ExitLENNAR CORPput$0–-63,200–-0.06%–
RIG ExitTRANSOCEAN LTD$0–-350,000–-0.07%–
CAR ExitAVIS BUDGET GROUP$0–-100,000–-0.07%–
CIT ExitCIT GROUP INC$0–-80,000–-0.07%–
GME ExitGAMESTOP CORP NEWcl a$0–-212,572–-0.08%–
FTRCQ ExitFRONTIER COMMUNICATIONS CORPcall$0–-372,000–-0.08%–
THC ExitTENET HEALTHCARE CORP$0–-266,944–-0.08%–
ExitDHT HOLDINGS INCdebt 4.500%10/0$0–-5,000,000–-0.09%–
WFTIQ ExitWEATHERFORD INTL PLC$0–-1,180,000–-0.10%–
JCPNQ ExitPENNEY J C INCcall$0–-1,450,000–-0.10%–
GNCIQ ExitGNC HLDGS INC$0–-653,396–-0.11%–
PBR ExitPETROLEO BRASILEIRO SA PETROput$0–-608,200–-0.11%–
AAL ExitAMERICAN AIRLS GROUP INC$0–-130,000–-0.12%–
VRX ExitVALEANT PHARMACEUTICALS INTLcall$0–-440,000–-0.12%–
CHK ExitCHESAPEAKE ENERGY CORP$0–-1,521,000–-0.12%–
CAT ExitCATERPILLAR INC DELput$0–-53,400–-0.12%–
DAL ExitDELTA AIR LINES INC DELput$0–-162,200–-0.15%–
RIG ExitTRANSOCEAN LTDcall$0–-800,000–-0.16%–
NSM ExitNATIONSTAR MTG HLDGS INCput$0–-470,000–-0.16%–
PXD ExitPIONEER NAT RES COput$0–-60,000–-0.16%–
SGMS ExitSCIENTIFIC GAMES CORPput$0–-200,000–-0.17%–
WDAY ExitWORKDAY INCput$0–-93,200–-0.18%–
VALE ExitVALE S Acall$0–-1,000,000–-0.19%–
CRM ExitSALESFORCE COM INCput$0–-108,800–-0.19%–
NKE ExitNIKE INCput$0–-200,000–-0.19%–
ExitARVINMERITOR INCfrnt 4.000% 2/1$0–-9,000,000–-0.20%–
CHK ExitCHESAPEAKE ENERGY CORPput$0–-2,514,800–-0.20%–
TWTR ExitTWITTER INCput$0–-660,000–-0.21%–
PANW ExitPALO ALTO NETWORKS INCput$0–-85,000–-0.23%–
ExitPROSPECT CAPITAL CORPORATIONnote 5.750% 3/1$0–-12,876,000–-0.24%–
ULTA ExitULTA SALON COSMETCS & FRAG Iput$0–-59,400–-0.25%–
YPF ExitYPF SOCIEDAD ANONIMAput$0–-671,000–-0.28%–
THC ExitTENET HEALTHCARE CORPput$0–-927,600–-0.28%–
ExitBROADSOFT INCnote 1.500% 7/0$0–-12,000,000–-0.29%–
AXL ExitAMERICAN AXLE & MFG HLDGS INput$0–-903,400–-0.30%–
ExitWEB COM GROUP INCnote 1.000% 8/1$0–-16,500,000–-0.31%–
ExitTWITTER INCnote 0.250% 9/1$0–-18,000,000–-0.32%–
STZ ExitCONSTELLATION BRANDS INCput$0–-86,600–-0.32%–
GME ExitGAMESTOP CORP NEWput$0–-852,800–-0.33%–
CSX ExitCSX CORPput$0–-332,300–-0.34%–
ICE ExitINTERCONTINENTAL EXCHANGE INput$0–-268,700–-0.34%–
VRTX ExitVERTEX PHARMACEUTICALS INCput$0–-121,700–-0.35%–
ExitPROSPECT CAPITAL CORPORATIONnote 5.875% 1/1$0–-18,270,000–-0.35%–
ExitGNC HLDGS INCnote 1.500% 8/1$0–-26,702,000–-0.37%–
ADSK ExitAUTODESK INCput$0–-180,000–-0.38%–
ExitAMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0$0–-20,628,000–-0.39%–
ExitTESLA MTRS INCnote 0.250% 3/0$0–-20,000,000–-0.41%–
JCPNQ ExitPENNEY J C INC$0–-5,845,870–-0.42%–
ExitNAVISTAR INTL CORP NEWnote 4.500%10/1$0–-22,950,000–-0.45%–
MT ExitARCELORMITTAL SA LUXEMBOURGput$0–-956,010–-0.46%–
ExitCEMEX SAB DE CVnote 3.750% 3/1$0–-22,000,000–-0.47%–
ExitCANADIAN SOLAR INCnote 4.250% 2/1$0–-27,320,000–-0.50%–
SLB ExitSCHLUMBERGER LTDput$0–-392,200–-0.51%–
ExitRYLAND GROUP INCnote 0.250% 6/0$0–-30,000,000–-0.54%–
ExitYANDEX NVnote 1.125%12/1$0–-29,000,000–-0.54%–
VRX ExitVALEANT PHARMACEUTICALS INTLput$0–-2,094,200–-0.56%–
NAVI ExitNAVIENT CORPput$0–-2,042,000–-0.57%–
ExitBROOKDALE SR LIVING INCnote 2.750% 6/1$0–-31,182,000–-0.58%–
LUV ExitSOUTHWEST AIRLS COput$0–-562,000–-0.59%–
ExitSOLARCITY CORPnote 2.750%11/0$0–-31,658,000–-0.59%–
LUMN ExitCENTURYLINK INCput$0–-1,673,200–-0.59%–
BX ExitBLACKSTONE GROUP L Pput$0–-950,000–-0.59%–
CTRP ExitCTRIP COM INTL LTDput$0–-605,900–-0.60%–
HLT ExitHILTON WORLDWIDE HLDGS INCput$0–-465,000–-0.60%–
BKD ExitBROOKDALE SR LIVING INCput$0–-3,057,400–-0.60%–
PCLN ExitPRICELINE GRP INCput$0–-18,000–-0.62%–
CLF ExitCLEVELAND CLIFFS INCput$0–-4,633,200–-0.62%–
AMZN ExitAMAZON COM INCput$0–-35,000–-0.63%–
EBAY ExitEBAY INCput$0–-881,200–-0.63%–
V ExitVISA INCput$0–-323,300–-0.64%–
GE ExitGENERAL ELECTRIC COput$0–-1,420,000–-0.64%–
CVX ExitCHEVRON CORP NEWput$0–-295,000–-0.65%–
KBH ExitKB HOMEput$0–-1,447,800–-0.65%–
NVDA ExitNVIDIA CORPput$0–-196,500–-0.66%–
BABA ExitALIBABA GROUP HLDG LTDput$0–-213,000–-0.69%–
GNCIQ ExitGNC HLDGS INCput$0–-4,250,000–-0.70%–
JCPNQ ExitPENNEY J C INCput$0–-9,916,000–-0.71%–
EL ExitLAUDER ESTEE COS INCput$0–-356,200–-0.72%–
DUK ExitDUKE ENERGY CORP NEWput$0–-468,000–-0.73%–
AAPL ExitAPPLE INCput$0–-263,500–-0.76%–
EXPE ExitEXPEDIA INC DELput$0–-288,500–-0.78%–
CSIQ ExitCANADIAN SOLAR INCput$0–-2,509,800–-0.79%–
TXT ExitTEXTRON INCput$0–-800,000–-0.80%–
ADBE ExitADOBE SYS INCput$0–-295,000–-0.82%–
RIG ExitTRANSOCEAN LTDput$0–-4,341,400–-0.87%–
MNKKQ ExitMALLINCKRODT PUB LTD COput$0–-1,252,800–-0.87%–
ExitICONIX BRAND GROUP INCnote 1.500% 3/1$0–-47,636,000–-0.88%–
NUAN ExitNUANCE COMMUNICATIONS INCput$0–-3,184,800–-0.94%–
PSEC ExitPROSPECT CAPITAL CORPORATIONput$0–-7,491,000–-0.94%–
ICON ExitICONIX BRAND GROUP INCput$0–-8,905,800–-0.95%–
ExitNAVISTAR INTL CORP NEWnote 4.750% 4/1$0–-48,000,000–-0.99%–
VER ExitVEREIT INCput$0–-7,115,000–-1.10%–
X ExitUNITED STATES STL CORP NEWput$0–-2,368,200–-1.14%–
CX ExitCEMEX SAB DE CVput$0–-6,710,256–-1.14%–
AER ExitAERCAP HOLDINGS NVput$0–-1,335,600–-1.28%–
FB ExitFACEBOOK INCput$0–-407,200–-1.30%–
ExitHERBALIFE LTDnote 2.000% 8/1$0–-75,000,000–-1.40%–
GM ExitGENERAL MTRS COput$0–-1,881,000–-1.42%–
ALLY ExitALLY FINL INCput$0–-3,890,800–-1.76%–
YNDX ExitYANDEX N Vput$0–-3,134,400–-1.93%–
WW ExitWEIGHT WATCHERS INTL INC NEWput$0–-2,688,200–-2.19%–
UAL ExitUNITED CONTL HLDGS INCput$0–-2,042,000–-2.32%–
FCX ExitFREEPORT-MCMORAN INCput$0–-9,970,800–-2.62%–
HLF ExitHERBALIFE LTDput$0–-2,283,600–-2.89%–
CIT ExitCIT GROUP INCput$0–-3,506,400–-3.21%–
IAC ExitIAC INTERACTIVECORPput$0–-1,487,000–-3.27%–
RH ExitRHput$0–-3,547,600–-4.66%–
AAL ExitAMERICAN AIRLS GROUP INCput$0–-7,688,800–-6.82%–
NAV ExitNAVISTAR INTL CORP NEWput$0–-10,502,400–-8.64%–
TSLA ExitTESLA MTRS INCput$0–-1,731,602–-11.03%–
Q3 2017
 Value Shares↓ Weighting
TSLA BuyTESLA MTRS INCput$590,650,000
+78.0%
1,731,602
+88.8%
11.03%
-24.1%
NAV BuyNAVISTAR INTL CORP NEWput$462,840,000
+244.6%
10,502,400
+105.1%
8.64%
+46.9%
AAL BuyAMERICAN AIRLS GROUP INCput$365,142,000
+88.8%
7,688,800
+100.0%
6.82%
-19.5%
RH BuyRHput$249,468,000
+122.7%
3,547,600
+104.4%
4.66%
-5.1%
IAC BuyIAC INTERACTIVECORPput$174,842,000
+127.8%
1,487,000
+100.0%
3.27%
-2.9%
CIT BuyCIT GROUP INCput$171,988,000
+101.4%
3,506,400
+100.0%
3.21%
-14.1%
HLF BuyHERBALIFE LTDput$154,896,000
+111.6%
2,283,600
+122.5%
2.89%
-9.8%
FCX BuyFREEPORT-MCMORAN INCput$139,990,000
+133.8%
9,970,800
+100.0%
2.62%
-0.3%
UAL BuyUNITED CONTL HLDGS INCput$124,316,000
+61.8%
2,042,000
+100.0%
2.32%
-31.0%
WW BuyWEIGHT WATCHERS INTL INC NEWput$117,072,000
+165.6%
2,688,200
+103.8%
2.19%
+13.3%
YNDX BuyYANDEX N Vput$103,278,000
+151.1%
3,134,400
+100.0%
1.93%
+7.0%
ALLY BuyALLY FINL INCput$94,390,000
+132.2%
3,890,800
+100.0%
1.76%
-1.0%
GM BuyGENERAL MTRS COput$75,954,000
+131.2%
1,881,000
+100.0%
1.42%
-1.4%
BuyHERBALIFE LTDnote 2.000% 8/1$75,234,000
+92.3%
75,000,000
+100.0%
1.40%
-18.0%
FB BuyFACEBOOK INCput$69,578,000
+126.3%
407,200
+100.0%
1.30%
-3.5%
AER BuyAERCAP HOLDINGS NVput$68,262,000
+120.2%
1,335,600
+100.0%
1.28%
-6.1%
CX BuyCEMEX SAB DE CVput$60,930,000
+92.8%
6,710,256
+100.0%
1.14%
-17.8%
X BuyUNITED STATES STL CORP NEWput$60,768,000
+131.8%
2,368,200
+100.0%
1.14%
-1.2%
VER BuyVEREIT INCput$58,984,000
+103.7%
7,115,000
+100.0%
1.10%
-13.2%
BuyNAVISTAR INTL CORP NEWnote 4.750% 4/1$52,800,000
+285.6%
48,000,000
+242.9%
0.99%
+64.3%
ICON BuyICONIX BRAND GROUP INCput$50,674,000
+64.8%
8,905,800
+100.1%
0.95%
-29.8%
PSEC BuyPROSPECT CAPITAL CORPORATIONput$50,340,000
+65.5%
7,491,000
+100.0%
0.94%
-29.4%
NUAN BuyNUANCE COMMUNICATIONS INCput$50,066,000
+80.6%
3,184,800
+100.0%
0.94%
-23.0%
BuyICONIX BRAND GROUP INCnote 1.500% 3/1$47,398,000
+104.5%
47,636,000
+100.0%
0.88%
-12.8%
MNKKQ BuyMALLINCKRODT PUB LTD COput$46,818,000
+121.6%
1,252,800
+165.8%
0.87%
-5.5%
RIG BuyTRANSOCEAN LTDput$46,714,000
+161.5%
4,341,400
+100.0%
0.87%
+11.5%
ADBE BuyADOBE SYS INCput$44,008,000
+110.9%
295,000
+100.0%
0.82%
-10.1%
TXT NewTEXTRON INCput$43,104,000–800,000–0.80%–
CSIQ BuyCANADIAN SOLAR INCput$42,266,000
+232.8%
2,509,800
+214.6%
0.79%
+41.9%
EXPE NewEXPEDIA INC DELput$41,527,000–288,500–0.78%–
AAPL NewAPPLE INCput$40,611,000–263,500–0.76%–
DUK NewDUKE ENERGY CORP NEWput$39,275,000–468,000–0.73%–
EL NewLAUDER ESTEE COS INCput$38,413,000–356,200–0.72%–
JCPNQ BuyPENNEY J C INCput$37,780,000
+63.6%
9,916,000
+99.6%
0.71%
-30.2%
GNCIQ BuyGNC HLDGS INCput$37,570,000
+117.3%
4,250,000
+107.2%
0.70%
-7.4%
BABA NewALIBABA GROUP HLDG LTDput$36,787,000–213,000–0.69%–
NVDA NewNVIDIA CORPput$35,128,000–196,500–0.66%–
KBH BuyKB HOMEput$34,920,000
+101.2%
1,447,800
+100.0%
0.65%
-14.2%
CVX NewCHEVRON CORP NEWput$34,663,000–295,000–0.65%–
GE NewGENERAL ELECTRIC COput$34,336,000–1,420,000–0.64%–
V NewVISA INCput$34,024,000–323,300–0.64%–
EBAY NewEBAY INCput$33,891,000–881,200–0.63%–
AMZN BuyAMAZON COM INCput$33,648,000
+98.6%
35,000
+100.0%
0.63%
-15.4%
CLF NewCLEVELAND CLIFFS INCput$33,128,000–4,633,200–0.62%–
PCLN NewPRICELINE GRP INCput$32,955,000–18,000–0.62%–
BKD BuyBROOKDALE SR LIVING INCput$32,408,000
+44.1%
3,057,400
+100.0%
0.60%
-38.6%
HLT NewHILTON WORLDWIDE HLDGS INCput$32,294,000–465,000–0.60%–
CTRP NewCTRIP COM INTL LTDput$31,955,000–605,900–0.60%–
BX NewBLACKSTONE GROUP L Pput$31,702,000–950,000–0.59%–
LUMN BuyCENTURYLINK INCput$31,624,000
+58.3%
1,673,200
+100.0%
0.59%
-32.5%
BuySOLARCITY CORPnote 2.750%11/0$31,598,000
+99.5%
31,658,000
+100.0%
0.59%
-15.0%
LUV NewSOUTHWEST AIRLS COput$31,461,000–562,000–0.59%–
BuyBROOKDALE SR LIVING INCnote 2.750% 6/1$31,144,000
+100.6%
31,182,000
+100.0%
0.58%
-14.4%
NAVI BuyNAVIENT CORPput$30,670,000
+80.4%
2,042,000
+100.0%
0.57%
-23.1%
VRX BuyVALEANT PHARMACEUTICALS INTLput$30,010,000
+161.6%
2,094,200
+215.8%
0.56%
+11.5%
BuyYANDEX NVnote 1.125%12/1$28,982,000
+105.4%
29,000,000
+100.0%
0.54%
-12.5%
BuyRYLAND GROUP INCnote 0.250% 6/0$28,876,000
+102.4%
30,000,000
+100.0%
0.54%
-13.8%
SLB NewSCHLUMBERGER LTDput$27,360,000–392,200–0.51%–
BuyCANADIAN SOLAR INCnote 4.250% 2/1$26,672,000
+254.2%
27,320,000
+256.7%
0.50%
+50.9%
BuyCEMEX SAB DE CVnote 3.750% 3/1$25,204,000
+91.1%
22,000,000
+100.0%
0.47%
-18.5%
MT NewARCELORMITTAL SA LUXEMBOURGput$24,626,000–956,010–0.46%–
BuyNAVISTAR INTL CORP NEWnote 4.500%10/1$23,982,000
+37.0%
22,950,000
+31.3%
0.45%
-41.6%
JCPNQ BuyPENNEY J C INC$22,272,000
+83.0%
5,845,870
+123.3%
0.42%
-22.0%
SellTESLA MTRS INCnote 0.250% 3/0$22,012,000
-27.5%
20,000,000
-24.5%
0.41%
-69.1%
BuyAMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0$20,782,000
+100.4%
20,628,000
+100.0%
0.39%
-14.5%
ADSK BuyAUTODESK INCput$20,206,000
+122.7%
180,000
+100.0%
0.38%
-5.3%
BuyGNC HLDGS INCnote 1.500% 8/1$19,944,000
+123.0%
26,702,000
+100.0%
0.37%
-4.8%
BuyPROSPECT CAPITAL CORPORATIONnote 5.875% 1/1$18,910,000
+165.5%
18,270,000
+166.1%
0.35%
+13.1%
VRTX NewVERTEX PHARMACEUTICALS INCput$18,503,000–121,700–0.35%–
ICE NewINTERCONTINENTAL EXCHANGE INput$18,460,000–268,700–0.34%–
CSX NewCSX CORPput$18,031,000–332,300–0.34%–
GME BuyGAMESTOP CORP NEWput$17,618,000
+91.2%
852,800
+100.0%
0.33%
-18.6%
STZ BuyCONSTELLATION BRANDS INCput$17,272,000
+105.9%
86,600
+100.0%
0.32%
-12.2%
BuyTWITTER INCnote 0.250% 9/1$17,100,000
+100.1%
18,000,000
+100.0%
0.32%
-14.7%
BuyWEB COM GROUP INCnote 1.000% 8/1$16,480,000
+98.4%
16,500,000
+100.0%
0.31%
-15.4%
AXL BuyAMERICAN AXLE & MFG HLDGS INput$15,882,000
+126.4%
903,400
+100.9%
0.30%
-3.3%
BuyBROADSOFT INCnote 1.500% 7/0$15,322,000
+118.0%
12,000,000
+100.0%
0.29%
-7.1%
THC BuyTENET HEALTHCARE CORPput$15,240,000
+69.9%
927,600
+100.0%
0.28%
-27.5%
YPF BuyYPF SOCIEDAD ANONIMAput$14,950,000
+103.5%
671,000
+100.0%
0.28%
-13.4%
ULTA BuyULTA SALON COSMETCS & FRAG Iput$13,428,000
+57.3%
59,400
+100.0%
0.25%
-32.9%
BuyPROSPECT CAPITAL CORPORATIONnote 5.750% 3/1$13,126,000
+97.9%
12,876,000
+100.0%
0.24%
-15.8%
PANW BuyPALO ALTO NETWORKS INCput$12,248,000
+115.4%
85,000
+100.0%
0.23%
-8.0%
TWTR BuyTWITTER INCput$11,134,000
+88.8%
660,000
+100.0%
0.21%
-19.4%
CHK BuyCHESAPEAKE ENERGY CORPput$10,814,000
+71.3%
2,514,800
+98.0%
0.20%
-27.1%
SellARVINMERITOR INCfrnt 4.000% 2/1$10,558,000
-24.3%
9,000,000
-32.4%
0.20%
-67.8%
NKE BuyNIKE INCput$10,370,000
+75.8%
200,000
+100.0%
0.19%
-24.8%
CRM BuySALESFORCE COM INCput$10,164,000
+115.8%
108,800
+100.0%
0.19%
-7.8%
VALE BuyVALE S Acall$10,070,000
+170.1%
1,000,000
+134.7%
0.19%
+15.3%
WDAY BuyWORKDAY INCput$9,822,000
+117.3%
93,200
+100.0%
0.18%
-7.6%
SGMS BuySCIENTIFIC GAMES CORPput$9,170,000
+251.3%
200,000
+100.0%
0.17%
+50.0%
PXD BuyPIONEER NAT RES COput$8,852,000
+84.9%
60,000
+100.0%
0.16%
-21.4%
NSM BuyNATIONSTAR MTG HLDGS INCput$8,728,000
+107.6%
470,000
+100.0%
0.16%
-11.4%
RIG BuyTRANSOCEAN LTDcall$8,608,000
+161.5%
800,000
+100.0%
0.16%
+11.8%
DAL BuyDELTA AIR LINES INC DELput$7,822,000
+79.5%
162,200
+100.0%
0.15%
-23.6%
CAT BuyCATERPILLAR INC DELput$6,660,000
+132.1%
53,400
+100.0%
0.12%
-1.6%
CHK BuyCHESAPEAKE ENERGY CORP$6,540,000
+156.5%
1,521,000
+196.5%
0.12%
+8.9%
VRX BuyVALEANT PHARMACEUTICALS INTLcall$6,306,000
+65.7%
440,000
+100.0%
0.12%
-29.3%
AAL BuyAMERICAN AIRLS GROUP INC$6,174,000
+88.7%
130,000
+100.0%
0.12%
-19.6%
PBR BuyPETROLEO BRASILEIRO SA PETROput$6,106,000
+151.3%
608,200
+100.0%
0.11%
+7.5%
GNCIQ BuyGNC HLDGS INC$5,776,000
+140.6%
653,396
+129.4%
0.11%
+2.9%
JCPNQ NewPENNEY J C INCcall$5,524,000–1,450,000–0.10%–
WFTIQ BuyWEATHERFORD INTL PLC$5,404,000
+163.5%
1,180,000
+122.6%
0.10%
+12.2%
BuyDHT HOLDINGS INCdebt 4.500%10/0$4,956,000
+101.0%
5,000,000
+100.0%
0.09%
-13.9%
THC BuyTENET HEALTHCARE CORP$4,386,000
+107.2%
266,944
+143.8%
0.08%
-11.8%
FTRCQ NewFRONTIER COMMUNICATIONS CORPcall$4,386,000–372,000–0.08%–
GME NewGAMESTOP CORP NEWcl a$4,392,000–212,572–0.08%–
CIT BuyCIT GROUP INC$3,924,000
+101.4%
80,000
+100.0%
0.07%
-14.1%
CAR BuyAVIS BUDGET GROUP$3,806,000
+179.0%
100,000
+100.0%
0.07%
+18.3%
RIG BuyTRANSOCEAN LTD$3,766,000
+161.5%
350,000
+100.0%
0.07%
+11.1%
LEN BuyLENNAR CORPput$3,330,000
+97.6%
63,200
+100.0%
0.06%
-16.2%
NBR BuyNABORS INDUSTRIES LTDcall$3,228,000
+98.3%
400,000
+100.0%
0.06%
-15.5%
FCX BuyFREEPORT-MCMORAN INCcl b$2,808,000
+133.8%
200,000
+100.0%
0.05%
-1.9%
BuyAK STL CORPnote 5.000%11/1$2,692,000
+82.4%
2,000,000
+100.0%
0.05%
-23.1%
GNCIQ BuyGNC HLDGS INCcall$2,506,000
+216.8%
283,400
+202.1%
0.05%
+34.3%
HTZGQ NewHERTZ GLOBAL HLDGS INCcall$2,414,000–108,000–0.04%–
AVP BuyAVON PRODS INCcall$2,424,000
+31.1%
1,040,000
+113.7%
0.04%
-44.4%
JKS BuyJINKOSOLAR HLDG CO LTDput$2,296,000
+139.9%
92,000
+100.0%
0.04%
+2.4%
TECK BuyTECK RESOURCES LTDcall$1,582,000
+143.4%
75,000
+100.0%
0.03%
+7.1%
HRI NewHERC HLDGS INCcall$1,572,000–32,000–0.03%–
WLL BuyWHITING PETE CORP NEW$1,562,000
+98.2%
286,000
+100.0%
0.03%
-17.1%
RAD NewRITE AID CORPcall$1,568,000–800,000–0.03%–
SellSYNCHRONOSS TECHNOLOGIES INCnote 0.750% 8/1$1,370,000
-58.0%
1,600,000
-54.3%
0.03%
-81.8%
ICON BuyICONIX BRAND GROUP INC$1,346,000
+347.2%
236,714
+444.2%
0.02%
+92.3%
KR BuyKROGER COput$1,204,000
+72.0%
60,000
+100.0%
0.02%
-29.0%
CYH BuyCOMMUNITY HEALTH SYS INC NEW$1,146,000
+54.2%
149,144
+100.0%
0.02%
-36.4%
GCVRZ BuySANOFIright 12/31/2020$1,088,000
+89.5%
3,020,000
+100.0%
0.02%
-20.0%
OCN BuyOCWEN FINL CORPput$1,018,000
+155.8%
296,000
+100.0%
0.02%
+11.8%
TOL BuyTOLL BROTHERS INC$830,000
+110.1%
20,000
+100.0%
0.02%
-5.9%
WLL SellWHITING PETE CORP NEWput$786,000
+98.0%
36,000
-50.0%
0.02%
-11.8%
GM SellGENERAL MTRS CO$790,000
-35.0%
19,574
-43.7%
0.02%
-71.7%
MNKKQ NewMALLINCKRODT PUB LTD CO$598,000–16,000–0.01%–
JBL BuyJABIL CIRCUIT INCput$606,000
+96.1%
21,200
+100.0%
0.01%
-21.4%
YPF BuyYPF SOCIEDAD ANONIMAcall$446,000
+103.7%
20,000
+100.0%
0.01%
-20.0%
SDRL NewSEADRILL LIMITEDcall$414,000–1,182,200–0.01%–
CYH BuyCOMMUNITY HEALTH SYS INC NEWput$154,000
+54.0%
20,000
+100.0%
0.00%
-25.0%
WFTIQ BuyWEATHERFORD INTL PLCput$92,000
+135.9%
20,000
+100.0%
0.00%0.0%
SDRL SellSEADRILL LIMITEDput$106,000
-78.1%
305,200
-77.3%
0.00%
-90.5%
VRX ExitVALEANT PHARMACEUTICALS INTL$0–-25,000–-0.02%–
SDRL ExitSEADRILL LIMITED$0–-1,344,000–-0.02%–
FTR ExitFRONTIER COMMUNICATIONS CORPcall$0–-36,000–-0.03%–
HTZGQ ExitHERTZ GLOBAL HLDGS INC$0–-70,000–-0.04%–
NAV ExitNAVISTAR INTL CORP NEWcall$0–-33,400–-0.04%–
NUAN ExitNUANCE COMMUNICATIONS INC$0–-50,000–-0.04%–
HLF ExitHERBALIFE LTDcall$0–-90,400–-0.28%–
ExitINVENSENSE INCnote 1.750%11/0$0–-7,000,000–-0.31%–
MT ExitARCELORMITTAL SA LUXEMBOURGput$0–-478,005–-0.48%–
MTH ExitMERITAGE HOMES CORPput$0–-300,000–-0.56%–
CLF ExitCLIFFS NAT RES INCput$0–-2,316,600–-0.70%–
ExitMERITAGE HOMES CORPnote 1.875% 9/1$0–-16,529,000–-0.73%–
Q2 2017
 Value Shares↓ Weighting
TSLA NewTESLA MTRS INCput$331,741,000–917,401–14.53%–
AAL NewAMERICAN AIRLS GROUP INCput$193,450,000–3,844,400–8.48%–
NAV NewNAVISTAR INTL CORP NEWput$134,303,000–5,120,200–5.88%–
RH NewRHput$112,000,000–1,735,900–4.91%–
CIT NewCIT GROUP INCput$85,381,000–1,753,200–3.74%–
UAL NewUNITED CONTL HLDGS INCput$76,830,000–1,021,000–3.37%–
IAC NewIAC INTERACTIVECORPput$76,759,000–743,500–3.36%–
HLF NewHERBALIFE LTDput$73,213,000–1,026,400–3.21%–
FCX NewFREEPORT-MCMORAN INCput$59,875,000–4,985,400–2.62%–
WW NewWEIGHT WATCHERS INTL INC NEWput$44,078,000–1,318,900–1.93%–
YNDX NewYANDEX N Vput$41,123,000–1,567,200–1.80%–
ALLY NewALLY FINL INCput$40,659,000–1,945,400–1.78%–
NewHERBALIFE LTDnote 2.000% 8/1$39,117,000–37,500,000–1.71%–
GM NewGENERAL MTRS COput$32,852,000–940,500–1.44%–
CX NewCEMEX SAB DE CVput$31,605,000–3,355,128–1.38%–
AER NewAERCAP HOLDINGS NVput$31,006,000–667,800–1.36%–
FB NewFACEBOOK INCput$30,740,000–203,600–1.35%–
ICON NewICONIX BRAND GROUP INCput$30,749,000–4,449,900–1.35%–
PSEC NewPROSPECT CAPITAL CORPORATIONput$30,413,000–3,745,500–1.33%–
NewTESLA MTRS INCnote 0.250% 3/0$30,343,000–26,500,000–1.33%–
VER NewVEREIT INCput$28,958,000–3,557,500–1.27%–
NUAN NewNUANCE COMMUNICATIONS INCput$27,724,000–1,592,400–1.22%–
X NewUNITED STATES STL CORP NEWput$26,216,000–1,184,100–1.15%–
NewICONIX BRAND GROUP INCnote 1.500% 3/1$23,178,000–23,818,000–1.02%–
JCPNQ NewPENNEY J C INCput$23,095,000–4,966,700–1.01%–
BKD NewBROOKDALE SR LIVING INCput$22,487,000–1,528,700–0.98%–
MNKKQ NewMALLINCKRODT PUB LTD COput$21,123,000–471,400–0.92%–
ADBE NewADOBE SYS INCput$20,862,000–147,500–0.91%–
LUMN NewCENTURYLINK INCput$19,978,000–836,600–0.88%–
RIG NewTRANSOCEAN LTDput$17,865,000–2,170,700–0.78%–
NewNAVISTAR INTL CORP NEWnote 4.500%10/1$17,508,000–17,475,000–0.77%–
KBH NewKB HOMEput$17,352,000–723,900–0.76%–
GNCIQ NewGNC HLDGS INCput$17,293,000–2,051,400–0.76%–
NAVI NewNAVIENT CORPput$17,000,000–1,021,000–0.74%–
AMZN NewAMAZON COM INCput$16,940,000–17,500–0.74%–
NewMERITAGE HOMES CORPnote 1.875% 9/1$16,756,000–16,529,000–0.73%–
CLF NewCLIFFS NAT RES INCput$16,031,000–2,316,600–0.70%–
NewSOLARCITY CORPnote 2.750%11/0$15,839,000–15,829,000–0.69%–
NewBROOKDALE SR LIVING INCnote 2.750% 6/1$15,523,000–15,591,000–0.68%–
NewRYLAND GROUP INCnote 0.250% 6/0$14,269,000–15,000,000–0.62%–
NewYANDEX NVnote 1.125%12/1$14,110,000–14,500,000–0.62%–
NewARVINMERITOR INCfrnt 4.000% 2/1$13,944,000–13,320,000–0.61%–
NewNAVISTAR INTL CORP NEWnote 4.750% 4/1$13,694,000–14,000,000–0.60%–
NewCEMEX SAB DE CVnote 3.750% 3/1$13,186,000–11,000,000–0.58%–
CSIQ NewCANADIAN SOLAR INCput$12,699,000–797,700–0.56%–
MTH NewMERITAGE HOMES CORPput$12,660,000–300,000–0.56%–
JCPNQ NewPENNEY J C INC$12,173,000–2,617,935–0.53%–
VRX NewVALEANT PHARMACEUTICALS INTLput$11,472,000–663,100–0.50%–
MT NewARCELORMITTAL SA LUXEMBOURGput$10,865,000–478,005–0.48%–
NewAMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0$10,372,000–10,314,000–0.45%–
GME NewGAMESTOP CORP NEWput$9,215,000–426,400–0.40%–
ADSK NewAUTODESK INCput$9,074,000–90,000–0.40%–
THC NewTENET HEALTHCARE CORPput$8,970,000–463,800–0.39%–
NewGNC HLDGS INCnote 1.500% 8/1$8,945,000–13,351,000–0.39%–
ULTA NewULTA SALON COSMETCS & FRAG Iput$8,534,000–29,700–0.37%–
NewTWITTER INCnote 0.250% 9/1$8,544,000–9,000,000–0.37%–
STZ NewCONSTELLATION BRANDS INCput$8,389,000–43,300–0.37%–
NewWEB COM GROUP INCnote 1.000% 8/1$8,307,000–8,250,000–0.36%–
NewCANADIAN SOLAR INCnote 4.250% 2/1$7,531,000–7,660,000–0.33%–
YPF NewYPF SOCIEDAD ANONIMAput$7,347,000–335,500–0.32%–
NewPROSPECT CAPITAL CORPORATIONnote 5.875% 1/1$7,122,000–6,865,000–0.31%–
NewBROADSOFT INCnote 1.500% 7/0$7,028,000–6,000,000–0.31%–
NewINVENSENSE INCnote 1.750%11/0$7,026,000–7,000,000–0.31%–
AXL NewAMERICAN AXLE & MFG HLDGS INput$7,015,000–449,700–0.31%–
NewPROSPECT CAPITAL CORPORATIONnote 5.750% 3/1$6,631,000–6,438,000–0.29%–
HLF NewHERBALIFE LTDcall$6,448,000–90,400–0.28%–
CHK NewCHESAPEAKE ENERGY CORPput$6,314,000–1,270,400–0.28%–
NKE NewNIKE INCput$5,900,000–100,000–0.26%–
TWTR NewTWITTER INCput$5,897,000–330,000–0.26%–
PANW NewPALO ALTO NETWORKS INCput$5,687,000–42,500–0.25%–
PXD NewPIONEER NAT RES COput$4,787,000–30,000–0.21%–
CRM NewSALESFORCE COM INCput$4,711,000–54,400–0.21%–
WDAY NewWORKDAY INCput$4,520,000–46,600–0.20%–
DAL NewDELTA AIR LINES INC DELput$4,358,000–81,100–0.19%–
NSM NewNATIONSTAR MTG HLDGS INCput$4,204,000–235,000–0.18%–
VRX NewVALEANT PHARMACEUTICALS INTLcall$3,806,000–220,000–0.17%–
VALE NewVALE S Acall$3,728,000–426,000–0.16%–
RIG NewTRANSOCEAN LTDcall$3,292,000–400,000–0.14%–
AAL NewAMERICAN AIRLS GROUP INC$3,271,000–65,000–0.14%–
NewSYNCHRONOSS TECHNOLOGIES INCnote 0.750% 8/1$3,264,000–3,500,000–0.14%–
CAT NewCATERPILLAR INC DELput$2,869,000–26,700–0.13%–
SGMS NewSCIENTIFIC GAMES CORPput$2,610,000–100,000–0.11%–
CHK NewCHESAPEAKE ENERGY CORP$2,550,000–513,000–0.11%–
NewDHT HOLDINGS INCdebt 4.500%10/0$2,466,000–2,500,000–0.11%–
PBR NewPETROLEO BRASILEIRO SA PETROput$2,430,000–304,100–0.11%–
GNCIQ NewGNC HLDGS INC$2,401,000–284,827–0.10%–
THC NewTENET HEALTHCARE CORP$2,117,000–109,472–0.09%–
WFTIQ NewWEATHERFORD INTL PLC$2,051,000–530,000–0.09%–
CIT NewCIT GROUP INC$1,948,000–40,000–0.08%–
AVP NewAVON PRODS INCcall$1,849,000–486,600–0.08%–
LEN NewLENNAR CORPput$1,685,000–31,600–0.07%–
NBR NewNABORS INDUSTRIES LTDcall$1,628,000–200,000–0.07%–
NewAK STL CORPnote 5.000%11/1$1,476,000–1,000,000–0.06%–
RIG NewTRANSOCEAN LTD$1,440,000–175,000–0.06%–
CAR NewAVIS BUDGET GROUP$1,364,000–50,000–0.06%–
GM NewGENERAL MTRS CO$1,215,000–34,787–0.05%–
FCX NewFREEPORT-MCMORAN INCcl b$1,201,000–100,000–0.05%–
JKS NewJINKOSOLAR HLDG CO LTDput$957,000–46,000–0.04%–
NAV NewNAVISTAR INTL CORP NEWcall$876,000–33,400–0.04%–
NUAN NewNUANCE COMMUNICATIONS INC$871,000–50,000–0.04%–
HTZGQ NewHERTZ GLOBAL HLDGS INC$805,000–70,000–0.04%–
GNCIQ NewGNC HLDGS INCcall$791,000–93,800–0.04%–
WLL NewWHITING PETE CORP NEW$788,000–143,000–0.04%–
CYH NewCOMMUNITY HEALTH SYS INC NEW$743,000–74,572–0.03%–
KR NewKROGER COput$700,000–30,000–0.03%–
TECK NewTECK RESOURCES LTDcall$650,000–37,500–0.03%–
FTR NewFRONTIER COMMUNICATIONS CORPcall$626,000–36,000–0.03%–
GCVRZ NewSANOFIright 12/31/2020$574,000–1,510,000–0.02%–
SDRL NewSEADRILL LIMITED$485,000–1,344,000–0.02%–
SDRL NewSEADRILL LIMITEDput$485,000–1,344,000–0.02%–
VRX NewVALEANT PHARMACEUTICALS INTL$433,000–25,000–0.02%–
WLL NewWHITING PETE CORP NEWput$397,000–72,000–0.02%–
TOL NewTOLL BROTHERS INC$395,000–10,000–0.02%–
OCN NewOCWEN FINL CORPput$398,000–148,000–0.02%–
JBL NewJABIL CIRCUIT INCput$309,000–10,600–0.01%–
ICON NewICONIX BRAND GROUP INC$301,000–43,500–0.01%–
YPF NewYPF SOCIEDAD ANONIMAcall$219,000–10,000–0.01%–
CYH NewCOMMUNITY HEALTH SYS INC NEWput$100,000–10,000–0.00%–
WFTIQ NewWEATHERFORD INTL PLCput$39,000–10,000–0.00%–
Q4 2016
 Value Shares↓ Weighting
WLL ExitWHITING PETE CORP NEW$0–-13,000–-0.01%–
YPF ExitYPF SOCIEDAD ANONIMAcall$0–-10,000–-0.01%–
JBL ExitJABIL CIRCUIT INCput$0–-10,600–-0.01%–
BZH ExitBEAZER HOMES USA INCput$0–-21,600–-0.01%–
SFLY ExitSHUTTERFLY INCcall$0–-4,500–-0.01%–
WFTIQ ExitWEATHERFORD INTL PLCput$0–-30,100–-0.01%–
TOL ExitTOLL BROTHERS INC$0–-10,000–-0.01%–
GCVRZ ExitSANOFIright 12/31/2020$0–-1,400,000–-0.02%–
PBR ExitPETROLEO BRASILEIRO SA PETROsponsored adr$0–-50,000–-0.02%–
SCTY ExitSOLARCITY CORP$0–-24,290–-0.02%–
YRCW ExitYRC WORLDWIDE INC$0–-40,000–-0.02%–
USG ExitU S G CORP$0–-20,000–-0.02%–
WLL ExitWHITING PETE CORP NEWput$0–-72,000–-0.03%–
INVN ExitINVENSENSE INC$0–-75,000–-0.03%–
YRCW ExitYRC WORLDWIDE INCput$0–-68,500–-0.03%–
NUAN ExitNUANCE COMMUNICATIONS INC$0–-50,000–-0.03%–
VALE ExitVALE S Acall$0–-200,000–-0.04%–
PHH ExitPHH CORP$0–-60,400–-0.04%–
SGMS ExitSCIENTIFIC GAMES CORPput$0–-100,000–-0.04%–
FCX ExitFREEPORT-MCMORAN INCcl b$0–-100,000–-0.05%–
ExitCANADIAN SOLAR INCnote 4.250% 2/1$0–-1,250,000–-0.05%–
ExitAK STL CORPnote 5.000%11/1$0–-1,000,000–-0.06%–
PHH ExitPHH CORPput$0–-117,000–-0.07%–
CIE ExitCOBALT INTL ENERGY INC$0–-1,267,100–-0.07%–
MTOR ExitMERITOR INCcall$0–-200,000–-0.07%–
AKS ExitAK STL HLDG CORPcall$0–-400,000–-0.08%–
FTR ExitFRONTIER COMMUNICATIONS CORPcall$0–-300,000–-0.08%–
ExitHORNBECK OFFSHORE SVCS INC Nnote 1.500% 9/0$0–-3,000,000–-0.08%–
PBR ExitPETROLEO BRASILEIRO SA PETROcall$0–-300,000–-0.08%–
NBR ExitNABORS INDUSTRIES LTDcall$0–-200,000–-0.08%–
CHK ExitCHESAPEAKE ENERGY CORP$0–-300,000–-0.09%–
MGM ExitMGM RESORTS INTERNATIONAL$0–-75,000–-0.09%–
CIT ExitCIT GROUP INC$0–-55,797–-0.09%–
ExitISTAR INCnote 3.000%11/1$0–-2,000,000–-0.09%–
AVP ExitAVON PRODS INCcall$0–-420,000–-0.09%–
RCL ExitROYAL CARIBBEAN CRUISES LTDput$0–-25,000–-0.09%–
RIG ExitTRANSOCEAN LTD$0–-198,854–-0.10%–
KBH ExitKB HOME$0–-132,019–-0.10%–
NSM ExitNATIONSTAR MTG HLDGS INCput$0–-215,000–-0.10%–
PBR ExitPETROLEO BRASILEIRO SA PETROput$0–-392,100–-0.10%–
WFTIQ ExitWEATHERFORD INTL PLC$0–-415,000–-0.11%–
GME ExitGAMESTOP CORP NEWput$0–-89,100–-0.13%–
CIE ExitCOBALT INTL ENERGY INCput$0–-978,100–-0.13%–
TECK ExitTECK RESOURCES LTDcall$0–-400,000–-0.14%–
GM ExitGENERAL MTRS CO$0–-99,787–-0.15%–
YY ExitYY INC$0–-60,000–-0.15%–
SCTY ExitSOLARCITY CORPcall$0–-135,000–-0.15%–
WDAY ExitWORKDAY INCput$0–-43,600–-0.15%–
CSIQ ExitCANADIAN SOLAR INCput$0–-175,500–-0.16%–
SDRL ExitSEADRILL LIMITED$0–-1,499,058–-0.16%–
VER ExitVEREIT INCcall$0–-401,000–-0.16%–
COTY ExitCOTY INCput$0–-130,000–-0.17%–
RIG ExitTRANSOCEAN LTDcall$0–-400,000–-0.17%–
SDRL ExitSEADRILL LIMITEDcall$0–-1,125,000–-0.17%–
ASHR ExitDBX ETF TRput$0–-160,200–-0.18%–
THC ExitTENET HEALTHCARE CORPput$0–-139,000–-0.18%–
CBS ExitCBS CORP NEWput$0–-73,200–-0.18%–
PXD ExitPIONEER NAT RES COput$0–-30,000–-0.19%–
USG ExitU S G CORPput$0–-174,400–-0.20%–
ExitPROSPECT CAPITAL CORPORATIONnote 5.750% 3/1$0–-4,300,000–-0.20%–
TWTR ExitTWITTER INCput$0–-300,000–-0.23%–
LB ExitL BRANDS INCput$0–-58,500–-0.24%–
ADSK ExitAUTODESK INCput$0–-90,000–-0.24%–
ExitSYNCHRONOSS TECHNOLOGIES INCnote 0.750% 8/1$0–-5,000,000–-0.24%–
ULTA ExitULTA SALON COSMETCS & FRAG Iput$0–-27,700–-0.25%–
ExitWEB COM GROUP INCnote 1.000% 8/1$0–-5,750,000–-0.25%–
WUBA Exit58 COM INCput$0–-100,000–-0.26%–
GRA ExitGRACE W R & CO DEL NEWput$0–-80,000–-0.26%–
YPF ExitYPF SOCIEDAD ANONIMAput$0–-327,500–-0.27%–
BID ExitSOTHEBYSput$0–-220,800–-0.27%–
ExitBROADSOFT INCnote 1.500% 7/0$0–-5,000,000–-0.28%–
CHK ExitCHESAPEAKE ENERGY CORPput$0–-1,509,700–-0.29%–
ExitINVENSENSE INCnote 1.750%11/0$0–-7,000,000–-0.31%–
AXL ExitAMERICAN AXLE & MFG HLDGS INput$0–-443,700–-0.31%–
UAL ExitUNITED CONTL HLDGS INC$0–-131,000–-0.32%–
CRM ExitSALESFORCE COM INCput$0–-94,400–-0.32%–
ExitTWITTER INCnote 0.250% 9/1$0–-7,500,000–-0.33%–
ExitSINA CORPnote 1.000%12/0$0–-7,293,000–-0.34%–
STAR ExitISTAR INCput$0–-789,800–-0.35%–
ExitPRICELINE GRP INCnote 1.000% 3/1$0–-5,000,000–-0.36%–
WBA ExitWALGREENS BOOTS ALLIANCE INCput$0–-95,200–-0.37%–
AAL ExitAMERICAN AIRLS GROUP INC$0–-224,800–-0.38%–
MLCO ExitMELCO CROWN ENTMT LTDput$0–-500,000–-0.38%–
ExitPROSPECT CAPITAL CORPORATIONnote 5.375%10/1$0–-8,259,000–-0.39%–
LEN ExitLENNAR CORPput$0–-179,000–-0.40%–
ExitICONIX BRAND GROUP INCnote 1.500% 3/1$0–-10,130,000–-0.40%–
MT ExitARCELORMITTAL SA LUXEMBOURGput$0–-1,458,500–-0.40%–
CLF ExitCLIFFS NAT RES INCput$0–-2,941,900–-0.41%–
DAL ExitDELTA AIR LINES INC DELput$0–-183,400–-0.41%–
ExitYY INCnote 2.250% 4/0$0–-9,500,000–-0.43%–
TSO ExitTESORO CORPput$0–-122,300–-0.48%–
IBM ExitINTERNATIONAL BUSINESS MACHSput$0–-70,000–-0.49%–
JKS ExitJINKOSOLAR HLDG CO LTDput$0–-513,000–-0.49%–
ExitBROOKDALE SR LIVING INCnote 2.750% 6/1$0–-11,026,000–-0.50%–
ExitCEMEX SAB DE CVnote 3.750% 3/1$0–-10,000,000–-0.52%–
KR ExitKROGER COput$0–-300,000–-0.53%–
INVN ExitINVENSENSE INCput$0–-1,404,200–-0.54%–
NAVI ExitNAVIENT CORPput$0–-1,021,000–-0.56%–
ExitNUANCE COMMUNICATIONS INCnote 2.750%11/0$0–-12,529,000–-0.58%–
KBH ExitKB HOMEput$0–-900,100–-0.59%–
PCLN ExitPRICELINE GRP INCput$0–-10,000–-0.59%–
CAT ExitCATERPILLAR INC DELput$0–-173,100–-0.61%–
ExitARVINMERITOR INCfrnt 4.000% 2/1$0–-13,320,000–-0.62%–
ADBE ExitADOBE SYS INCput$0–-142,500–-0.62%–
ExitYANDEX NVnote 1.125%12/1$0–-14,500,000–-0.64%–
ExitRYLAND GROUP INCnote 0.250% 6/0$0–-15,000,000–-0.64%–
AMZN ExitAMAZON COM INCput$0–-25,000–-0.68%–
MNKKQ ExitMALLINCKRODT PUB LTD COput$0–-243,100–-0.68%–
PANW ExitPALO ALTO NETWORKS INCput$0–-92,500–-0.69%–
PG ExitPROCTER AND GAMBLE CO$0–-178,244–-0.74%–
ExitMERITAGE HOMES CORPnote 1.875% 9/1$0–-16,529,000–-0.76%–
SDRL ExitSEADRILL LIMITEDput$0–-5,072,000–-0.77%–
PSEC ExitPROSPECT CAPITAL CORPORATIONput$0–-2,415,500–-0.81%–
VRX ExitVALEANT PHARMACEUTICALS INTL$0–-724,900–-0.82%–
ExitSOLARCITY CORPnote 2.750%11/0$0–-23,329,000–-0.87%–
MTH ExitMERITAGE HOMES CORPput$0–-529,200–-0.89%–
BKD ExitBROOKDALE SR LIVING INCput$0–-1,216,100–-0.89%–
RIG ExitTRANSOCEAN LTDput$0–-2,165,700–-0.91%–
NKE ExitNIKE INCput$0–-322,800–-0.91%–
X ExitUNITED STATES STL CORP NEWput$0–-1,277,700–-0.94%–
ExitNAVISTAR INTL CORP NEWnote 4.500%10/1$0–-21,475,000–-0.94%–
ICON ExitICONIX BRAND GROUP INCput$0–-2,551,200–-0.94%–
CX ExitCEMEX SAB DE CVput$0–-2,942,576–-0.95%–
UAA ExitUNDER ARMOUR INCput$0–-485,700–-0.98%–
SINA ExitSINA CORPput$0–-484,100–-0.99%–
STZ ExitCONSTELLATION BRANDS INCput$0–-143,300–-1.00%–
ExitAMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0$0–-22,814,000–-1.05%–
YNDX ExitYANDEX N Vput$0–-1,565,200–-1.10%–
MGM ExitMGM RESORTS INTERNATIONALput$0–-1,196,600–-1.18%–
AER ExitAERCAP HOLDINGS NVput$0–-664,300–-1.18%–
ExitTESLA MTRS INCnote 0.250% 3/0$0–-28,500,000–-1.19%–
MDLZ ExitMONDELEZ INTL INCput$0–-672,900–-1.24%–
LUMN ExitCENTURYLINK INCput$0–-912,200–-1.34%–
GM ExitGENERAL MTRS COput$0–-940,500–-1.36%–
NUAN ExitNUANCE COMMUNICATIONS INCput$0–-1,586,400–-1.36%–
RH ExitRESTORATION HARDWARE HLDGS Iput$0–-747,600–-1.44%–
IAC ExitIAC INTERACTIVECORPput$0–-735,800–-1.59%–
VER ExitVEREIT INCput$0–-4,003,700–-1.63%–
FB ExitFACEBOOK INCput$0–-343,600–-1.80%–
ALLY ExitALLY FINL INCput$0–-2,108,100–-1.82%–
BABA ExitALIBABA GROUP HLDG LTDput$0–-548,000–-1.99%–
VRX ExitVALEANT PHARMACEUTICALS INTLput$0–-1,778,900–-2.15%–
SCTY ExitSOLARCITY CORPput$0–-1,955,200–-2.21%–
YY ExitYY INCput$0–-816,400–-2.31%–
FCX ExitFREEPORT-MCMORAN INCput$0–-4,987,400–-2.37%–
NAV ExitNAVISTAR INTL CORP NEWput$0–-4,227,200–-2.43%–
CIT ExitCIT GROUP INCput$0–-2,022,900–-2.89%–
JCPNQ ExitPENNEY J C INCput$0–-6,555,200–-3.33%–
UAL ExitUNITED CONTL HLDGS INCput$0–-1,271,600–-3.50%–
NFLX ExitNETFLIX INCput$0–-774,800–-3.64%–
TSLA ExitTESLA MTRS INCput$0–-538,100–-5.68%–
AAL ExitAMERICAN AIRLS GROUP INCput$0–-3,687,400–-6.95%–
Q3 2016
 Value Shares↓ Weighting
AAL BuyAMERICAN AIRLS GROUP INCput$151,220,000
+6.6%
3,687,400
+6.6%
6.95%
-3.5%
TSLA BuyTESLA MTRS INCput$123,639,000
+95.0%
538,100
+95.0%
5.68%
+76.6%
UAL BuyUNITED CONTL HLDGS INCput$76,118,000
+3.9%
1,271,600
+3.9%
3.50%
-5.9%
JCPNQ BuyPENNEY J C INCput$72,501,000
+1.1%
6,555,200
+1.1%
3.33%
-8.5%
CIT BuyCIT GROUP INCput$62,771,000
+0.6%
2,022,900
+0.6%
2.89%
-9.0%
NAV BuyNAVISTAR INTL CORP NEWput$52,925,000
+2.4%
4,227,200
+2.4%
2.43%
-7.3%
FCX BuyFREEPORT-MCMORAN INCput$51,570,000
+0.1%
4,987,400
+0.1%
2.37%
-9.4%
SCTY BuySOLARCITY CORPput$48,059,000
+34.1%
1,955,200
+34.1%
2.21%
+21.4%
VRX BuyVALEANT PHARMACEUTICALS INTLput$46,785,000
+3.7%
1,778,900
+3.7%
2.15%
-6.1%
ALLY BuyALLY FINL INCput$39,464,000
+1.8%
2,108,100
+1.8%
1.82%
-7.8%
VER BuyVEREIT INCput$35,513,000
+0.1%
4,003,700
+0.0%
1.63%
-9.4%
IAC BuyIAC INTERACTIVECORPput$34,641,000
+2.1%
735,800
+2.1%
1.59%
-7.6%
RH BuyRESTORATION HARDWARE HLDGS Iput$31,324,000
+12.5%
747,600
+12.5%
1.44%
+1.8%
BuyTESLA MTRS INCnote 0.250% 3/0$25,971,000
+10.1%
28,500,000
+7.5%
1.19%
-0.3%
AER BuyAERCAP HOLDINGS NVput$25,748,000
+2.0%
664,300
+2.0%
1.18%
-7.6%
YNDX BuyYANDEX N Vput$23,979,000
+7.0%
1,565,200
+7.0%
1.10%
-3.2%
UAA NewUNDER ARMOUR INCput$21,284,000–485,700–0.98%–
CX BuyCEMEX SAB DE CVput$20,598,000
+1.1%
2,942,576
+1.1%
0.95%
-8.5%
ICON BuyICONIX BRAND GROUP INCput$20,537,000
+15.0%
2,551,200
+15.0%
0.94%
+4.1%
BKD BuyBROOKDALE SR LIVING INCput$19,312,000
+31.2%
1,216,100
+31.2%
0.89%
+18.7%
BuySOLARCITY CORPnote 2.750%11/0$18,911,000
+52.8%
23,329,000
+42.9%
0.87%
+38.3%
PSEC BuyPROSPECT CAPITAL CORPORATIONput$17,561,000
+29.9%
2,415,500
+29.9%
0.81%
+17.5%
SDRL SellSEADRILL LIMITEDput$16,738,000
-4.0%
5,072,000
-4.0%
0.77%
-13.0%
PG NewPROCTER AND GAMBLE CO$15,997,000–178,244–0.74%–
BuyYANDEX NVnote 1.125%12/1$13,875,000
+23.4%
14,500,000
+20.8%
0.64%
+11.7%
NAVI BuyNAVIENT CORPput$12,221,000
+3.0%
1,021,000
+3.0%
0.56%
-6.8%
INVN BuyINVENSENSE INCput$11,795,000
+6.0%
1,404,200
+6.0%
0.54%
-4.1%
KR BuyKROGER COput$11,475,000
+11.1%
300,000
+11.1%
0.53%
+0.6%
BuyBROOKDALE SR LIVING INCnote 2.750% 6/1$10,992,000
+40.1%
11,026,000
+37.8%
0.50%
+26.6%
JKS NewJINKOSOLAR HLDG CO LTDput$10,727,000–513,000–0.49%–
CLF BuyCLIFFS NAT RES INCput$8,826,000
+27.0%
2,941,900
+27.0%
0.41%
+15.0%
MT BuyARCELORMITTAL SA LUXEMBOURGput$8,809,000
+30.1%
1,458,500
+0.4%
0.40%
+17.7%
BuyICONIX BRAND GROUP INCnote 1.500% 3/1$8,788,000
+66.2%
10,130,000
+55.8%
0.40%
+50.2%
AAL SellAMERICAN AIRLS GROUP INC$8,230,000
-44.8%
224,800
-57.3%
0.38%
-50.1%
UAL SellUNITED CONTL HLDGS INC$6,874,000
-33.0%
131,000
-47.6%
0.32%
-39.3%
CHK BuyCHESAPEAKE ENERGY CORPput$6,220,000
+0.3%
1,509,700
+0.3%
0.29%
-9.2%
YPF NewYPF SOCIEDAD ANONIMAput$5,856,000–327,500–0.27%–
BuyWEB COM GROUP INCnote 1.000% 8/1$5,488,000
+18.7%
5,750,000
+15.0%
0.25%
+7.2%
TWTR BuyTWITTER INCput$4,965,000
+50.0%
300,000
+50.0%
0.23%
+35.7%
NewPROSPECT CAPITAL CORPORATIONnote 5.750% 3/1$4,451,000–4,300,000–0.20%–
THC NewTENET HEALTHCARE CORPput$4,021,000–139,000–0.18%–
SDRL BuySEADRILL LIMITEDcall$3,713,000
+73.1%
1,125,000
+73.1%
0.17%
+56.9%
COTY NewCOTY INCput$3,618,000–130,000–0.17%–
SDRL BuySEADRILL LIMITED$3,553,000
-20.8%
1,499,058
+8.2%
0.16%
-28.5%
CSIQ NewCANADIAN SOLAR INCput$3,384,000–175,500–0.16%–
SCTY BuySOLARCITY CORPcall$3,318,000
+170.0%
135,000
+170.0%
0.15%
+146.8%
YY SellYY INC$3,197,000
-23.0%
60,000
-51.1%
0.15%
-30.3%
TECK BuyTECK RESOURCES LTDcall$3,044,000
+37.9%
400,000
+37.9%
0.14%
+25.0%
GME NewGAMESTOP CORP NEWput$2,827,000–89,100–0.13%–
NSM NewNATIONSTAR MTG HLDGS INCput$2,129,000–215,000–0.10%–
KBH SellKB HOME$2,128,000
-6.7%
132,019
-12.0%
0.10%
-15.5%
RIG SellTRANSOCEAN LTD$2,120,000
-45.1%
198,854
-38.8%
0.10%
-50.5%
AVP BuyAVON PRODS INCcall$2,020,000
+40.0%
420,000
+40.0%
0.09%
+27.4%
CHK SellCHESAPEAKE ENERGY CORP$1,881,000
+7.5%
300,000
-26.6%
0.09%
-3.4%
BuyHORNBECK OFFSHORE SVCS INC Nnote 1.500% 9/0$1,740,000
+49.0%
3,000,000
+50.0%
0.08%
+35.6%
AKS NewAK STL HLDG CORPcall$1,652,000–400,000–0.08%–
NewCANADIAN SOLAR INCnote 4.250% 2/1$1,134,000–1,250,000–0.05%–
FCX BuyFREEPORT-MCMORAN INCcl b$1,086,000
+225.1%
100,000
+233.3%
0.05%
+194.1%
SCTY NewSOLARCITY CORP$475,000–24,290–0.02%–
SFLY NewSHUTTERFLY INCcall$209,000–4,500–0.01%–
YPF NewYPF SOCIEDAD ANONIMAcall$179,000–10,000–0.01%–
WLL NewWHITING PETE CORP NEW$114,000–13,000–0.01%–
CIE ExitCOBALT INTL ENERGY INCcall$0–-15,000–-0.00%–
BKD ExitBROOKDALE SR LIVING INC$0–-30,000–-0.02%–
TSLA ExitTESLA MTRS INC$0–-3,000–-0.03%–
AKS ExitAK STL HLDG CORP$0–-180,000–-0.04%–
CLF ExitCLIFFS NAT RES INC$0–-300,000–-0.09%–
ExitINTERACTIVE INTELLIGENCE GROnote 1.250% 6/0$0–-2,150,000–-0.10%–
ExitSERVICESOURCE INTL LLCnote 1.500% 8/0$0–-2,500,000–-0.11%–
IAC ExitIAC INTERACTIVECORP$0–-55,883–-0.16%–
Q2 2016
 Value Shares↓ Weighting
AAL NewAMERICAN AIRLS GROUP INCput$141,825,000–3,458,300–7.20%–
NFLX NewNETFLIX INCput$79,208,000–774,800–4.02%–
UAL NewUNITED CONTL HLDGS INCput$73,245,000–1,223,600–3.72%–
JCPNQ NewPENNEY J C INCput$71,694,000–6,482,300–3.64%–
TSLA NewTESLA MTRS INCput$63,394,000–275,900–3.22%–
CIT NewCIT GROUP INCput$62,398,000–2,010,900–3.17%–
NAV NewNAVISTAR INTL CORP NEWput$51,699,000–4,129,300–2.63%–
FCX NewFREEPORT-MCMORAN INCput$51,539,000–4,984,400–2.62%–
YY NewYY INCput$50,282,000–816,400–2.55%–
VRX NewVALEANT PHARMACEUTICALS INTLput$45,102,000–1,714,900–2.29%–
BABA NewALIBABA GROUP HLDG LTDput$43,308,000–548,000–2.20%–
FB NewFACEBOOK INCput$39,205,000–343,600–1.99%–
ALLY NewALLY FINL INCput$38,771,000–2,071,100–1.97%–
SCTY NewSOLARCITY CORPput$35,833,000–1,457,800–1.82%–
VER NewVEREIT INCput$35,495,000–4,001,700–1.80%–
IAC NewIAC INTERACTIVECORPput$33,935,000–720,800–1.72%–
NUAN NewNUANCE COMMUNICATIONS INCput$29,650,000–1,586,400–1.51%–
GM NewGENERAL MTRS COput$29,560,000–940,500–1.50%–
LUMN NewCENTURYLINK INCput$29,154,000–912,200–1.48%–
RH NewRESTORATION HARDWARE HLDGS Iput$27,847,000–664,600–1.42%–
MDLZ NewMONDELEZ INTL INCput$26,997,000–672,900–1.37%–
MGM NewMGM RESORTS INTERNATIONALput$25,655,000–1,196,600–1.30%–
AER NewAERCAP HOLDINGS NVput$25,241,000–651,200–1.28%–
NewTESLA MTRS INCnote 0.250% 3/0$23,585,000–26,500,000–1.20%–
SINA NewSINA CORPput$22,932,000–484,100–1.16%–
NewAMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0$22,572,000–22,814,000–1.15%–
YNDX NewYANDEX N Vput$22,416,000–1,463,200–1.14%–
STZ NewCONSTELLATION BRANDS INCput$21,651,000–143,300–1.10%–
X NewUNITED STATES STL CORP NEWput$20,507,000–1,277,700–1.04%–
CX NewCEMEX SAB DE CVput$20,372,000–2,910,336–1.04%–
NKE NewNIKE INCput$19,843,000–322,800–1.01%–
RIG NewTRANSOCEAN LTDput$19,794,000–2,165,700–1.00%–
MTH NewMERITAGE HOMES CORPput$19,295,000–529,200–0.98%–
ICON NewICONIX BRAND GROUP INCput$17,860,000–2,218,600–0.91%–
SDRL NewSEADRILL LIMITEDput$17,430,000–5,281,800–0.88%–
NewMERITAGE HOMES CORPnote 1.875% 9/1$16,519,000–16,529,000–0.84%–
PANW NewPALO ALTO NETWORKS INCput$15,090,000–92,500–0.77%–
AAL NewAMERICAN AIRLS GROUP INC$14,919,000–527,000–0.76%–
MNKKQ NewMALLINCKRODT PUB LTD COput$14,897,000–243,100–0.76%–
AMZN NewAMAZON COM INCput$14,841,000–25,000–0.75%–
BKD NewBROOKDALE SR LIVING INCput$14,722,000–927,100–0.75%–
VRX NewVALEANT PHARMACEUTICALS INTL$14,599,000–724,900–0.74%–
NewNAVISTAR INTL CORP NEWnote 4.500%10/1$14,509,000–21,475,000–0.74%–
NewRYLAND GROUP INCnote 0.250% 6/0$13,959,000–15,000,000–0.71%–
PSEC NewPROSPECT CAPITAL CORPORATIONput$13,516,000–1,859,100–0.69%–
ADBE NewADOBE SYS INCput$13,367,000–142,500–0.68%–
CAT NewCATERPILLAR INC DELput$13,249,000–173,100–0.67%–
PCLN NewPRICELINE GRP INCput$12,890,000–10,000–0.66%–
KBH NewKB HOMEput$12,853,000–900,100–0.65%–
NewARVINMERITOR INCfrnt 4.000% 2/1$12,837,000–13,320,000–0.65%–
NewNUANCE COMMUNICATIONS INCnote 2.750%11/0$12,670,000–12,529,000–0.64%–
NewSOLARCITY CORPnote 2.750%11/0$12,379,000–16,329,000–0.63%–
NAVI NewNAVIENT CORPput$11,862,000–991,000–0.60%–
NewYANDEX NVnote 1.125%12/1$11,243,000–12,000,000–0.57%–
INVN NewINVENSENSE INCput$11,130,000–1,325,000–0.56%–
IBM NewINTERNATIONAL BUSINESS MACHSput$10,602,000–70,000–0.54%–
TSO NewTESORO CORPput$10,519,000–122,300–0.53%–
KR NewKROGER COput$10,328,000–270,000–0.52%–
NewCEMEX SAB DE CVnote 3.750% 3/1$10,313,000–10,000,000–0.52%–
UAL NewUNITED CONTL HLDGS INC$10,260,000–250,000–0.52%–
NewYY INCnote 2.250% 4/0$9,358,000–9,500,000–0.48%–
DAL NewDELTA AIR LINES INC DELput$8,928,000–183,400–0.45%–
LEN NewLENNAR CORPput$8,656,000–179,000–0.44%–
NewPROSPECT CAPITAL CORPORATIONnote 5.375%10/1$8,414,000–8,259,000–0.43%–
MLCO NewMELCO CROWN ENTMT LTDput$8,255,000–500,000–0.42%–
WBA NewWALGREENS BOOTS ALLIANCE INCput$8,020,000–95,200–0.41%–
NewBROOKDALE SR LIVING INCnote 2.750% 6/1$7,845,000–8,000,000–0.40%–
STAR NewISTAR INCput$7,629,000–789,800–0.39%–
NewSINA CORPnote 1.000%12/0$7,197,000–7,293,000–0.37%–
NewPRICELINE GRP INCnote 1.000% 3/1$6,966,000–5,000,000–0.35%–
CRM NewSALESFORCE COM INCput$6,970,000–94,400–0.35%–
CLF NewCLIFFS NAT RES INCput$6,950,000–2,316,800–0.35%–
NewTWITTER INCnote 0.250% 9/1$6,909,000–7,500,000–0.35%–
AXL NewAMERICAN AXLE & MFG HLDGS INput$6,829,000–443,700–0.35%–
MT NewARCELORMITTAL SA LUXEMBOURGput$6,769,000–1,452,500–0.34%–
NewINVENSENSE INCnote 1.750%11/0$6,558,000–7,000,000–0.33%–
CHK NewCHESAPEAKE ENERGY CORPput$6,199,000–1,504,700–0.32%–
BID NewSOTHEBYSput$5,902,000–220,800–0.30%–
NewBROADSOFT INCnote 1.500% 7/0$5,822,000–5,000,000–0.30%–
GRA NewGRACE W R & CO DEL NEWput$5,694,000–80,000–0.29%–
WUBA New58 COM INCput$5,565,000–100,000–0.28%–
ULTA NewULTA SALON COSMETCS & FRAG Iput$5,367,000–27,700–0.27%–
NewICONIX BRAND GROUP INCnote 1.500% 3/1$5,289,000–6,500,000–0.27%–
ADSK NewAUTODESK INCput$5,248,000–90,000–0.27%–
LB NewL BRANDS INCput$5,137,000–58,500–0.26%–
NewSYNCHRONOSS TECHNOLOGIES INCnote 0.750% 8/1$4,972,000–5,000,000–0.25%–
NewWEB COM GROUP INCnote 1.000% 8/1$4,622,000–5,000,000–0.24%–
SDRL NewSEADRILL LIMITED$4,488,000–1,385,200–0.23%–
USG NewU S G CORPput$4,327,000–174,400–0.22%–
PXD NewPIONEER NAT RES COput$4,222,000–30,000–0.21%–
YY NewYY INC$4,152,000–122,590–0.21%–
CBS NewCBS CORP NEWput$4,033,000–73,200–0.20%–
ASHR NewDBX ETF TRput$3,933,000–160,200–0.20%–
RIG NewTRANSOCEAN LTD$3,864,000–325,000–0.20%–
RIG NewTRANSOCEAN LTDcall$3,656,000–400,000–0.19%–
VER NewVEREIT INCcall$3,557,000–401,000–0.18%–
WDAY NewWORKDAY INCput$3,350,000–43,600–0.17%–
TWTR NewTWITTER INCput$3,310,000–200,000–0.17%–
IAC NewIAC INTERACTIVECORP$3,146,000–55,883–0.16%–
CIE NewCOBALT INTL ENERGY INCput$2,905,000–978,100–0.15%–
GM NewGENERAL MTRS CO$2,824,000–99,787–0.14%–
WFTIQ NewWEATHERFORD INTL PLC$2,303,000–415,000–0.12%–
PBR NewPETROLEO BRASILEIRO SA PETROput$2,290,000–392,100–0.12%–
KBH NewKB HOME$2,282,000–150,000–0.12%–
NewSERVICESOURCE INTL LLCnote 1.500% 8/0$2,241,000–2,500,000–0.11%–
TECK NewTECK RESOURCES LTDcall$2,207,000–290,000–0.11%–
SDRL NewSEADRILL LIMITEDcall$2,145,000–650,000–0.11%–
RCL NewROYAL CARIBBEAN CRUISES LTDput$2,054,000–25,000–0.10%–
NewINTERACTIVE INTELLIGENCE GROnote 1.250% 6/0$2,041,000–2,150,000–0.10%–
NewISTAR INCnote 3.000%11/1$2,021,000–2,000,000–0.10%–
NBR NewNABORS INDUSTRIES LTDcall$1,840,000–200,000–0.09%–
CIT NewCIT GROUP INC$1,780,000–55,797–0.09%–
PBR NewPETROLEO BRASILEIRO SA PETROcall$1,752,000–300,000–0.09%–
CHK NewCHESAPEAKE ENERGY CORP$1,750,000–408,979–0.09%–
MGM NewMGM RESORTS INTERNATIONAL$1,697,000–75,000–0.09%–
CIE NewCOBALT INTL ENERGY INC$1,698,000–1,267,100–0.09%–
CLF NewCLIFFS NAT RES INC$1,701,000–300,000–0.09%–
FTR NewFRONTIER COMMUNICATIONS CORPcall$1,677,000–300,000–0.08%–
MTOR NewMERITOR INCcall$1,612,000–200,000–0.08%–
PHH NewPHH CORPput$1,467,000–117,000–0.08%–
AVP NewAVON PRODS INCcall$1,443,000–300,000–0.07%–
SCTY NewSOLARCITY CORPcall$1,229,000–50,000–0.06%–
NewHORNBECK OFFSHORE SVCS INC Nnote 1.500% 9/0$1,168,000–2,000,000–0.06%–
NewAK STL CORPnote 5.000%11/1$1,159,000–1,000,000–0.06%–
SGMS NewSCIENTIFIC GAMES CORPput$943,000–100,000–0.05%–
VALE NewVALE S Acall$842,000–200,000–0.04%–
AKS NewAK STL HLDG CORP$839,000–180,000–0.04%–
PHH NewPHH CORP$805,000–60,400–0.04%–
NUAN NewNUANCE COMMUNICATIONS INC$782,000–50,000–0.04%–
TSLA NewTESLA MTRS INC$637,000–3,000–0.03%–
YRCW NewYRC WORLDWIDE INCput$638,000–68,500–0.03%–
WLL NewWHITING PETE CORP NEWput$575,000–72,000–0.03%–
USG NewU S G CORP$539,000–20,000–0.03%–
BKD NewBROOKDALE SR LIVING INC$463,000–30,000–0.02%–
INVN NewINVENSENSE INC$460,000–75,000–0.02%–
PBR NewPETROLEO BRASILEIRO SA PETROsponsored adr$358,000–50,000–0.02%–
YRCW NewYRC WORLDWIDE INC$352,000–40,000–0.02%–
FCX NewFREEPORT-MCMORAN INCcl b$334,000–30,000–0.02%–
GCVRZ NewSANOFIright 12/31/2020$336,000–1,400,000–0.02%–
TOL NewTOLL BROTHERS INC$269,000–10,000–0.01%–
WFTIQ NewWEATHERFORD INTL PLCput$234,000–30,100–0.01%–
JBL NewJABIL CIRCUIT INCput$204,000–10,600–0.01%–
BZH NewBEAZER HOMES USA INCput$188,000–21,600–0.01%–
CIE NewCOBALT INTL ENERGY INCcall$45,000–15,000–0.00%–
Q4 2015
 Value Shares↓ Weighting
CIE ExitCOBALT INTL ENERGY INCcall$0–-41,100–-0.00%–
RLGY ExitREALOGY HLDGS CORPput$0–-20,000–-0.00%–
MCD ExitMCDONALDS CORPput$0–-298,000–-0.01%–
TSLA ExitTESLA MTRS INCput$0–-622,600–-0.01%–
GNW ExitGENWORTH FINL INCput$0–-12,000–-0.01%–
WFTIQ ExitWEATHERFORD INTL PLCput$0–-20,100–-0.01%–
ADBE ExitADOBE SYS INCput$0–-736,200–-0.01%–
BZH ExitBEAZER HOMES USA INCput$0–-35,000–-0.01%–
TECK ExitTECK RESOURCES LTDcall$0–-200,000–-0.01%–
AAPL ExitAPPLE INCput$0–-200,000–-0.01%–
AKS ExitAK STL HLDG CORPcall$0–-500,000–-0.02%–
WW ExitWEIGHT WATCHERS INTL INC NEWcall$0–-721,800–-0.02%–
V ExitVISA INCput$0–-742,000–-0.02%–
PBR ExitPETROLEO BRASILEIRO SA PETROcall$0–-300,000–-0.02%–
STZ ExitCONSTELLATION BRANDS INCput$0–-507,900–-0.02%–
RCL ExitROYAL CARIBBEAN CRUISES LTDput$0–-25,000–-0.02%–
ASH ExitASHLAND INC NEWput$0–-145,000–-0.02%–
PANW ExitPALO ALTO NETWORKS INCput$0–-181,300–-0.03%–
LB ExitL BRANDS INCput$0–-58,500–-0.03%–
WBA ExitWALGREENS BOOTS ALLIANCE INCput$0–-189,900–-0.04%–
WUBA Exit58 COM INCput$0–-100,000–-0.04%–
LLTC ExitLINEAR TECHNOLOGY CORPput$0–-122,100–-0.04%–
IBM ExitINTERNATIONAL BUSINESS MACHSput$0–-40,000–-0.04%–
AMZN ExitAMAZON COM INCput$0–-22,500–-0.05%–
PCLN ExitPRICELINE GRP INCput$0–-18,500–-0.05%–
FB ExitFACEBOOK INCput$0–-1,616,600–-0.05%–
KR ExitKROGER COput$0–-270,000–-0.05%–
DAL ExitDELTA AIR LINES INC DELput$0–-102,300–-0.06%–
GRA ExitGRACE W R & CO DEL NEWput$0–-80,000–-0.06%–
ETFC ExitE TRADE FINANCIAL CORPput$0–-1,209,500–-0.06%–
LEN ExitLENNAR CORPput$0–-172,400–-0.06%–
TSO ExitTESORO CORPput$0–-122,300–-0.06%–
IBB ExitISHARES TRput$0–-25,000–-0.06%–
WBMD ExitWEBMD HEALTH CORPput$0–-210,500–-0.07%–
NKE ExitNIKE INCput$0–-111,400–-0.07%–
MDLZ ExitMONDELEZ INTL INCput$0–-422,900–-0.07%–
YHOO ExitYAHOO INCput$0–-686,200–-0.07%–
CRM ExitSALESFORCE COM INCput$0–-233,800–-0.08%–
NUAN ExitNUANCE COMMUNICATIONS INCput$0–-521,500–-0.09%–
YRCW ExitYRC WORLDWIDE INCput$0–-68,500–-0.09%–
AXL ExitAMERICAN AXLE & MFG HLDGS INput$0–-129,300–-0.09%–
PBR ExitPETROLEO BRASILEIRO SA PETROsponsored adr$0–-50,000–-0.09%–
USG ExitU S G CORPput$0–-174,400–-0.09%–
WBMD ExitWEBMD HEALTH CORP$0–-5,859–-0.10%–
CBS ExitCBS CORP NEWput$0–-329,700–-0.10%–
GCVRZ ExitSANOFIright 12/31/2020$0–-1,223,054–-0.10%–
UAA ExitUNDER ARMOUR INCput$0–-378,600–-0.10%–
MLCO ExitMELCO CROWN ENTMT LTDput$0–-400,000–-0.12%–
PHH ExitPHH CORPput$0–-117,000–-0.13%–
X ExitUNITED STATES STL CORP NEW$0–-30,000–-0.13%–
PHH ExitPHH CORP$0–-25,000–-0.15%–
ADT ExitTHE ADT CORPORATIONput$0–-375,700–-0.15%–
BID ExitSOTHEBYSput$0–-220,800–-0.16%–
VER ExitVEREIT INCput$0–-1,110,200–-0.16%–
LLTC ExitLINEAR TECHNOLOGY CORP$0–-10,000–-0.17%–
INVN ExitINVENSENSE INCput$0–-757,500–-0.17%–
MTH ExitMERITAGE HOMES CORPput$0–-266,000–-0.18%–
ALLY ExitALLY FINL INCput$0–-557,700–-0.18%–
DAL ExitDELTA AIR LINES INC DEL$0–-10,000–-0.19%–
FTR ExitFRONTIER COMMUNICATIONS CORP$0–-100,000–-0.20%–
VRX ExitVALEANT PHARMACEUTICALS INTLput$0–-25,000–-0.21%–
TOL ExitTOLL BROTHERS INC$0–-15,430–-0.22%–
KBH ExitKB HOME$0–-40,000–-0.22%–
PSEC ExitPROSPECT CAPITAL CORPORATIONput$0–-1,411,000–-0.23%–
ASHR ExitDBX ETF TRput$0–-160,200–-0.25%–
NFLX ExitNETFLIX INCput$0–-2,750,000–-0.26%–
CLF ExitCLIFFS NAT RES INCput$0–-497,000–-0.26%–
ASHR ExitDBX ETF TRdbxtr har cs 300$0–-20,000–-0.27%–
CIT ExitCIT GROUP INCput$0–-639,500–-0.28%–
IOC ExitINTEROIL CORP$0–-20,000–-0.28%–
BABA ExitALIBABA GROUP HLDG LTDput$0–-403,000–-0.29%–
FCX ExitFREEPORT-MCMORAN INCcl b$0–-75,000–-0.30%–
LUMN ExitCENTURYLINK INC$0–-30,000–-0.31%–
MT ExitARCELORMITTAL SA LUXEMBOURGny registry sh$0–-150,000–-0.32%–
SINA ExitSINA CORPput$0–-484,100–-0.34%–
KBH ExitKB HOMEput$0–-876,200–-0.35%–
IOC ExitINTEROIL CORPput$0–-1,230,000–-0.35%–
YELP ExitYELP INCput$0–-150,000–-0.37%–
JCPNQ ExitPENNEY J C INCput$0–-4,236,900–-0.43%–
YELP ExitYELP INCcl a$0–-60,000–-0.54%–
MU ExitMICRON TECHNOLOGY INCput$0–-2,480,700–-0.55%–
CAT ExitCATERPILLAR INC DELput$0–-227,500–-0.56%–
MGM ExitMGM RESORTS INTERNATIONAL$0–-75,000–-0.57%–
NAV ExitNAVISTAR INTL CORP NEW$0–-110,000–-0.58%–
QUNR ExitQUNAR CAYMAN IS LTDspns adr cl b$0–-50,000–-0.62%–
WFTIQ ExitWEATHERFORD INTL PLC$0–-180,000–-0.63%–
ExitBROADSOFT INCnote 1.500% 7/0$0–-1,500,000–-0.64%–
UAL ExitUNITED CONTL HLDGS INCput$0–-253,600–-0.65%–
IAC ExitIAC INTERACTIVECORPput$0–-400,000–-0.71%–
MGM ExitMGM RESORTS INTERNATIONALput$0–-1,870,400–-0.84%–
MBI ExitMBIA INCput$0–-674,400–-0.85%–
ExitSERVICESOURCE INTL LLCnote 1.500% 8/0$0–-2,500,000–-0.86%–
X ExitUNITED STATES STL CORP NEWput$0–-753,300–-0.95%–
YY ExitYY INCput$0–-893,500–-0.96%–
CIE ExitCOBALT INTL ENERGY INC$0–-340,000–-1.00%–
LUMN ExitCENTURYLINK INCput$0–-758,100–-1.01%–
WYNN ExitWYNN RESORTS LTD$0–-50,100–-1.10%–
ExitNAVISTAR INTL CORP NEWnote 4.500%10/1$0–-3,743,000–-1.14%–
MT ExitARCELORMITTAL SA LUXEMBOURGput$0–-2,150,800–-1.21%–
CAT ExitCATERPILLAR INC DEL$0–-44,900–-1.21%–
MBI ExitMBIA INC$0–-500,000–-1.26%–
NAV ExitNAVISTAR INTL CORP NEWput$0–-1,219,600–-1.29%–
MU ExitMICRON TECHNOLOGY INC$0–-210,000–-1.30%–
YY ExitYY INC$0–-60,000–-1.35%–
ExitWEB COM GROUP INCnote 1.000% 8/1$0–-3,500,000–-1.36%–
PBR ExitPETROLEO BRASILEIRO SA PETROput$0–-4,567,500–-1.38%–
IAC ExitIAC INTERACTIVECORP$0–-52,000–-1.40%–
WYNN ExitWYNN RESORTS LTDput$0–-51,100–-1.76%–
ExitAMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0$0–-4,500,000–-1.77%–
CIE ExitCOBALT INTL ENERGY INCput$0–-1,567,800–-1.80%–
ExitINVENSENSE INCnote 1.750%11/0$0–-5,000,000–-1.87%–
ExitCOBALT INTL ENERGY INCnote 2.625%12/0$0–-7,000,000–-2.06%–
WW ExitWEIGHT WATCHERS INTL INC NEWput$0–-3,083,500–-2.08%–
GE ExitGENERAL ELECTRIC COput$0–-500,000–-2.10%–
ExitNUANCE COMMUNICATIONS INCnote 2.750%11/0$0–-5,000,000–-2.12%–
WW ExitWEIGHT WATCHERS INTL INC NEW$0–-806,100–-2.13%–
ExitPROSPECT CAPITAL CORPORATIONnote 5.375%10/1$0–-6,259,000–-2.60%–
ExitMERITAGE HOMES CORPnote 1.875% 9/1$0–-6,362,000–-2.64%–
SDRL ExitSEADRILL LIMITED$0–-1,100,000–-2.69%–
ExitSINA CORPnote 1.000%12/0$0–-7,293,000–-2.87%–
ExitWEBMD HEALTH CORPnote 2.250% 3/3$0–-7,000,000–-2.91%–
ExitPRICELINE GRP INCnote 1.000% 3/1$0–-5,000,000–-2.92%–
ExitYY INCnote 2.250% 4/0$0–-8,500,000–-3.30%–
GE ExitGENERAL ELECTRIC CO$0–-500,000–-5.22%–
ExitINTEROIL CORPnote 2.750%11/1$0–-15,100,000–-6.21%–
SDRL ExitSEADRILL LIMITEDput$0–-3,379,700–-7.06%–
ExitTESLA MTRS INCnote 1.500% 6/0$0–-9,000,000–-7.58%–
Q3 2015
 Value Shares↓ Weighting
NewTESLA MTRS INCnote 1.500% 6/0$18,326,000–9,000,000–7.58%–
SDRL BuySEADRILL LIMITEDput$17,054,000
+90.4%
3,379,700
+18.7%
7.06%
+23.2%
NewINTEROIL CORPnote 2.750%11/1$15,015,000–15,100,000–6.21%–
GE NewGENERAL ELECTRIC CO$12,610,000–500,000–5.22%–
NewYY INCnote 2.250% 4/0$7,979,000–8,500,000–3.30%–
NewWEBMD HEALTH CORPnote 2.250% 3/3$7,031,000–7,000,000–2.91%–
NewSINA CORPnote 1.000%12/0$6,937,000–7,293,000–2.87%–
SDRL BuySEADRILL LIMITED$6,490,000
+161.5%
1,100,000
+358.3%
2.69%
+69.1%
NewMERITAGE HOMES CORPnote 1.875% 9/1$6,382,000–6,362,000–2.64%–
WW SellWEIGHT WATCHERS INTL INC NEW$5,143,000
-31.8%
806,100
-48.2%
2.13%
-55.9%
BuyNUANCE COMMUNICATIONS INCnote 2.750%11/0$5,116,000
+101.3%
5,000,000
+100.0%
2.12%
+30.2%
GE NewGENERAL ELECTRIC COput$5,063,000–500,000–2.10%–
WW BuyWEIGHT WATCHERS INTL INC NEWput$5,022,000
-66.4%
3,083,500
+5.4%
2.08%
-78.3%
NewINVENSENSE INCnote 1.750%11/0$4,516,000–5,000,000–1.87%–
CIE BuyCOBALT INTL ENERGY INCput$4,363,000
+91.3%
1,567,800
+15.1%
1.80%
+23.7%
NewAMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0$4,275,000–4,500,000–1.77%–
WYNN SellWYNN RESORTS LTDput$4,249,000
+100.0%
51,100
-22.7%
1.76%
+29.4%
IAC NewIAC INTERACTIVECORP$3,394,000–52,000–1.40%–
PBR BuyPETROLEO BRASILEIRO SA PETROput$3,335,000
+521.0%
4,567,500
+96.1%
1.38%
+301.2%
NewWEB COM GROUP INCnote 1.000% 8/1$3,299,000–3,500,000–1.36%–
YY NewYY INC$3,272,000–60,000–1.35%–
MU NewMICRON TECHNOLOGY INC$3,146,000–210,000–1.30%–
NAV NewNAVISTAR INTL CORP NEWput$3,110,000–1,219,600–1.29%–
MBI BuyMBIA INC$3,040,000
+152.9%
500,000
+150.0%
1.26%
+63.6%
CAT NewCATERPILLAR INC DEL$2,935,000–44,900–1.21%–
MT BuyARCELORMITTAL SA LUXEMBOURGput$2,927,000
+26509.1%
2,150,800
+4150.6%
1.21%
+17200.0%
NewNAVISTAR INTL CORP NEWnote 4.500%10/1$2,758,000–3,743,000–1.14%–
WYNN BuyWYNN RESORTS LTD$2,661,000
-32.6%
50,100
+25.2%
1.10%
-56.4%
LUMN BuyCENTURYLINK INCput$2,444,000
+224.6%
758,100
+159.4%
1.01%
+109.8%
CIE BuyCOBALT INTL ENERGY INC$2,407,000
+27.1%
340,000
+74.3%
1.00%
-17.8%
YY BuyYY INCput$2,321,000
+420.4%
893,500
+346.8%
0.96%
+236.8%
X BuyUNITED STATES STL CORP NEWput$2,299,000
+566.4%
753,300
+411.1%
0.95%
+330.3%
NewSERVICESOURCE INTL LLCnote 1.500% 8/0$2,088,000–2,500,000–0.86%–
MBI SellMBIA INCput$2,062,000
-9.5%
674,400
-1.3%
0.85%
-41.5%
MGM SellMGM RESORTS INTERNATIONALput$2,022,000
+20.7%
1,870,400
-1.1%
0.84%
-21.9%
IAC NewIAC INTERACTIVECORPput$1,720,000–400,000–0.71%–
UAL BuyUNITED CONTL HLDGS INCput$1,563,000
+17.8%
253,600
+38.1%
0.65%
-23.8%
WFTIQ BuyWEATHERFORD INTL PLC$1,526,000
+91.2%
180,000
+176.9%
0.63%
+23.7%
QUNR NewQUNAR CAYMAN IS LTDspns adr cl b$1,504,000–50,000–0.62%–
NAV NewNAVISTAR INTL CORP NEW$1,399,000–110,000–0.58%–
MGM BuyMGM RESORTS INTERNATIONAL$1,384,000
+37.8%
75,000
+36.4%
0.57%
-10.7%
CAT BuyCATERPILLAR INC DELput$1,343,000
+592.3%
227,500
+180.5%
0.56%
+348.4%
YELP NewYELP INCcl a$1,300,000–60,000–0.54%–
IOC BuyINTEROIL CORPput$839,000
+65.2%
1,230,000
+2.6%
0.35%
+6.8%
KBH BuyKB HOMEput$836,000
+620.7%
876,200
+397.3%
0.35%
+367.6%
SINA BuySINA CORPput$826,000
+89.4%
484,100
+19.8%
0.34%
+22.6%
MT NewARCELORMITTAL SA LUXEMBOURGny registry sh$773,000–150,000–0.32%–
LUMN NewCENTURYLINK INC$754,000–30,000–0.31%–
FCX NewFREEPORT-MCMORAN INCcl b$727,000–75,000–0.30%–
BABA BuyALIBABA GROUP HLDG LTDput$690,000
+1625.0%
403,000
+58.0%
0.29%
+1000.0%
IOC NewINTEROIL CORP$674,000–20,000–0.28%–
CIT BuyCIT GROUP INCput$672,000
+127.8%
639,500
+48.7%
0.28%
+47.1%
ASHR NewDBX ETF TRdbxtr har cs 300$647,000–20,000–0.27%–
CLF NewCLIFFS NAT RES INCput$636,000–497,000–0.26%–
NFLX BuyNETFLIX INCput$634,000
+1374.4%
2,750,000
+685.7%
0.26%
+835.7%
ASHR BuyDBX ETF TRput$609,000
+170.7%
160,200
+6.7%
0.25%
+75.0%
PSEC BuyPROSPECT CAPITAL CORPORATIONput$564,000
+1.6%
1,411,000
+27.2%
0.23%
-34.4%
VRX NewVALEANT PHARMACEUTICALS INTLput$509,000–25,000–0.21%–
FTR NewFRONTIER COMMUNICATIONS CORP$475,000–100,000–0.20%–
DAL NewDELTA AIR LINES INC DEL$449,000–10,000–0.19%–
ALLY BuyALLY FINL INCput$426,000
+468.0%
557,700
+253.6%
0.18%
+266.7%
MTH BuyMERITAGE HOMES CORPput$424,000
+10500.0%
266,000
+2318.2%
0.18%
+5733.3%
INVN BuyINVENSENSE INCput$417,000
+312.9%
757,500
+65.6%
0.17%
+166.2%
LLTC NewLINEAR TECHNOLOGY CORP$404,000–10,000–0.17%–
VER NewVEREIT INCput$386,000–1,110,200–0.16%–
BID BuySOTHEBYSput$380,000
+617.0%
220,800
+120.8%
0.16%
+361.8%
PHH NewPHH CORP$353,000–25,000–0.15%–
X BuyUNITED STATES STL CORP NEW$313,000
+1.3%
30,000
+100.0%
0.13%
-34.3%
PHH BuyPHH CORPput$309,000
+423.7%
117,000
+13.6%
0.13%
+236.8%
MLCO NewMELCO CROWN ENTMT LTDput$290,000–400,000–0.12%–
UAA BuyUNDER ARMOUR INCput$242,000
+317.2%
378,600
+38.4%
0.10%
+170.3%
CBS BuyCBS CORP NEWput$231,000
+507.9%
329,700
+28.5%
0.10%
+300.0%
GCVRZ NewSANOFIright 12/31/2020$233,000–1,223,054–0.10%–
WBMD NewWEBMD HEALTH CORP$233,000–5,859–0.10%–
PBR NewPETROLEO BRASILEIRO SA PETROsponsored adr$218,000–50,000–0.09%–
AXL NewAMERICAN AXLE & MFG HLDGS INput$210,000–129,300–0.09%–
NUAN BuyNUANCE COMMUNICATIONS INCput$207,000
+322.4%
521,500
+329.2%
0.09%
+177.4%
CRM BuySALESFORCE COM INCput$186,000
+1760.0%
233,800
+62.6%
0.08%
+1183.3%
MDLZ NewMONDELEZ INTL INCput$171,000–422,900–0.07%–
NKE NewNIKE INCput$161,000–111,400–0.07%–
WBMD NewWEBMD HEALTH CORPput$160,000–210,500–0.07%–
GRA NewGRACE W R & CO DEL NEWput$140,000–80,000–0.06%–
KR NewKROGER COput$127,000–270,000–0.05%–
FB BuyFACEBOOK INCput$120,000
+144.9%
1,616,600
+2.5%
0.05%
+61.3%
PCLN NewPRICELINE GRP INCput$119,000–18,500–0.05%–
AMZN BuyAMAZON COM INCput$117,000
+1850.0%
22,500
+50.0%
0.05%
+1100.0%
IBM BuyINTERNATIONAL BUSINESS MACHSput$109,000
+81.7%
40,000
+150.0%
0.04%
+18.4%
WBA BuyWALGREENS BOOTS ALLIANCE INCput$95,000
+9400.0%
189,900
+100.5%
0.04%
+3800.0%
WW NewWEIGHT WATCHERS INTL INC NEWcall$40,000–721,800–0.02%–
TECK NewTECK RESOURCES LTDcall$29,000–200,000–0.01%–
NLY ExitANNALY CAP MGMT INCput$0–-582,800–-0.02%–
T104PS ExitAMERICAN RLTY CAP PPTYS INCput$0–-594,200–-0.15%–
GCVRZ ExitSANOFIright 12/31/2020$0–-700,000–-0.31%–
CHK ExitCHESAPEAKE ENERGY CORP$0–-50,000–-0.36%–
IOC ExitINTEROIL CORP$0–-10,000–-0.38%–
CHK ExitCHESAPEAKE ENERGY CORPput$0–-593,900–-1.19%–
ExitSERVICESOURCE INTL LLCnote 1.500% 8/0$0–-2,500,000–-1.37%–
ExitINVENSENSE INCnote 1.750%11/0$0–-2,500,000–-1.55%–
ExitWEB COM GROUP INCnote 1.000% 8/1$0–-3,500,000–-2.23%–
ExitOMNICARE INCdbcv 3.250%12/1$0–-2,860,000–-2.26%–
ExitSINA CORPnote 1.000%12/0$0–-4,293,000–-2.63%–
ExitMASSEY ENERGY COnote 3.250% 8/0$0–-11,900,000–-2.82%–
ExitYY INCdebt 2.250% 4/0$0–-6,000,000–-3.58%–
ExitWEBMD HEALTH CORPnote 2.250% 3/3$0–-7,000,000–-4.51%–
ExitINTEROIL CORPnote 2.750%11/1$0–-15,100,000–-9.59%–
ExitTESLA MTRS INCnote 1.500% 6/0$0–-9,000,000–-12.57%–
Q2 2015
 Value Shares↓ Weighting
NewTESLA MTRS INCnote 1.500% 6/0$19,643,000–9,000,000–12.57%–
NewINTEROIL CORPnote 2.750%11/1$14,987,000–15,100,000–9.59%–
WW NewWEIGHT WATCHERS INTL INC NEWput$14,943,000–2,925,800–9.56%–
SDRL NewSEADRILL LIMITEDput$8,956,000–2,846,100–5.73%–
WW NewWEIGHT WATCHERS INTL INC NEW$7,543,000–1,555,232–4.82%–
NewWEBMD HEALTH CORPnote 2.250% 3/3$7,057,000–7,000,000–4.51%–
NewPRICELINE GRP INCdebt 1.000% 3/1$6,681,000–5,000,000–4.27%–
NewPROSPECT CAPITAL CORPORATIONnote 5.375%10/1$6,337,000–6,259,000–4.05%–
NewYY INCdebt 2.250% 4/0$5,595,000–6,000,000–3.58%–
NewCOBALT INTL ENERGY INCnote 2.625%12/0$5,176,000–7,000,000–3.31%–
NewMASSEY ENERGY COnote 3.250% 8/0$4,403,000–11,900,000–2.82%–
NewSINA CORPnote 1.000%12/0$4,108,000–4,293,000–2.63%–
WYNN NewWYNN RESORTS LTD$3,947,000–40,000–2.52%–
NewOMNICARE INCdbcv 3.250%12/1$3,527,000–2,860,000–2.26%–
NewWEB COM GROUP INCnote 1.000% 8/1$3,483,000–3,500,000–2.23%–
NewNUANCE COMMUNICATIONS INCnote 2.750%11/0$2,542,000–2,500,000–1.63%–
SDRL NewSEADRILL LIMITED$2,482,000–240,000–1.59%–
NewINVENSENSE INCnote 1.750%11/0$2,420,000–2,500,000–1.55%–
CIE NewCOBALT INTL ENERGY INCput$2,281,000–1,362,700–1.46%–
MBI NewMBIA INCput$2,279,000–683,600–1.46%–
NewSERVICESOURCE INTL LLCnote 1.500% 8/0$2,142,000–2,500,000–1.37%–
WYNN NewWYNN RESORTS LTDput$2,125,000–66,100–1.36%–
CIE NewCOBALT INTL ENERGY INC$1,894,000–195,017–1.21%–
CHK NewCHESAPEAKE ENERGY CORPput$1,864,000–593,900–1.19%–
MGM NewMGM RESORTS INTERNATIONALput$1,675,000–1,890,500–1.07%–
NewBROADSOFT INCnote 1.500% 7/0$1,602,000–1,500,000–1.02%–
UAL NewUNITED CONTL HLDGS INCput$1,327,000–183,600–0.85%–
MBI NewMBIA INC$1,202,000–200,000–0.77%–
JCPNQ NewPENNEY J C INCput$1,132,000–4,236,900–0.72%–
MGM NewMGM RESORTS INTERNATIONAL$1,004,000–55,000–0.64%–
WFTIQ NewWEATHERFORD INTL PLC$798,000–65,000–0.51%–
LUMN NewCENTURYLINK INCput$753,000–292,200–0.48%–
KBH NewKB HOME$664,000–40,000–0.42%–
IOC NewINTEROIL CORP$602,000–10,000–0.38%–
TOL NewTOLL BROTHERS INC$589,000–15,430–0.38%–
CHK NewCHESAPEAKE ENERGY CORP$559,000–50,000–0.36%–
PSEC NewPROSPECT CAPITAL CORPORATIONput$555,000–1,109,000–0.36%–
PBR NewPETROLEO BRASILEIRO SA PETROput$537,000–2,328,800–0.34%–
IOC NewINTEROIL CORPput$508,000–1,199,000–0.32%–
GCVRZ NewSANOFIright 12/31/2020$490,000–700,000–0.31%–
YY NewYY INCput$446,000–200,000–0.28%–
SINA NewSINA CORPput$436,000–404,100–0.28%–
MU NewMICRON TECHNOLOGY INCput$387,000–2,480,700–0.25%–
ADT NewTHE ADT CORPORATIONput$347,000–375,700–0.22%–
X NewUNITED STATES STL CORP NEWput$345,000–147,400–0.22%–
X NewUNITED STATES STL CORP NEW$309,000–15,000–0.20%–
CIT NewCIT GROUP INCput$295,000–430,200–0.19%–
YRCW NewYRC WORLDWIDE INCput$239,000–68,500–0.15%–
T104PS NewAMERICAN RLTY CAP PPTYS INCput$234,000–594,200–0.15%–
ASHR NewDBX ETF TRput$225,000–150,200–0.14%–
PBR NewPETROLEO BRASILEIRO SA PETROcall$195,000–300,000–0.12%–
CAT NewCATERPILLAR INC DELput$194,000–81,100–0.12%–
YELP NewYELP INCput$178,000–150,000–0.11%–
DAL NewDELTA AIR LINES INC DELput$159,000–102,300–0.10%–
USG NewU S G CORPput$157,000–174,400–0.10%–
TSO NewTESORO CORPput$145,000–122,300–0.09%–
KBH NewKB HOMEput$116,000–176,200–0.07%–
INVN NewINVENSENSE INCput$101,000–457,500–0.06%–
WUBA New58 COM INCput$95,000–100,000–0.06%–
ETFC NewE TRADE FINANCIAL CORPput$85,000–1,209,500–0.05%–
LEN NewLENNAR CORPput$81,000–172,400–0.05%–
ALLY NewALLY FINL INCput$75,000–157,700–0.05%–
STZ NewCONSTELLATION BRANDS INCput$73,000–507,900–0.05%–
LLTC NewLINEAR TECHNOLOGY CORPput$70,000–122,100–0.04%–
LB NewL BRANDS INCput$69,000–58,500–0.04%–
IBM NewINTERNATIONAL BUSINESS MACHSput$60,000–16,000–0.04%–
PHH NewPHH CORPput$59,000–103,000–0.04%–
UAA NewUNDER ARMOUR INCput$58,000–273,600–0.04%–
IBB NewISHARES TRput$54,000–25,000–0.04%–
BID NewSOTHEBYSput$53,000–100,000–0.03%–
RCL NewROYAL CARIBBEAN CRUISES LTDput$52,000–25,000–0.03%–
FB NewFACEBOOK INCput$49,000–1,576,600–0.03%–
NUAN NewNUANCE COMMUNICATIONS INCput$49,000–121,500–0.03%–
AKS NewAK STL HLDG CORPcall$45,000–500,000–0.03%–
NFLX NewNETFLIX INCput$43,000–350,000–0.03%–
PANW NewPALO ALTO NETWORKS INCput$44,000–181,300–0.03%–
BABA NewALIBABA GROUP HLDG LTDput$40,000–255,000–0.03%–
CBS NewCBS CORP NEWput$38,000–256,500–0.02%–
NLY NewANNALY CAP MGMT INCput$35,000–582,800–0.02%–
V NewVISA INCput$22,000–742,000–0.01%–
YHOO NewYAHOO INCput$21,000–686,200–0.01%–
TSLA NewTESLA MTRS INCput$17,000–622,600–0.01%–
MCD NewMCDONALDS CORPput$15,000–298,000–0.01%–
ASH NewASHLAND INC NEWput$16,000–145,000–0.01%–
MT NewARCELORMITTAL SA LUXEMBOURGput$11,000–50,600–0.01%–
ADBE NewADOBE SYS INCput$11,000–736,200–0.01%–
CRM NewSALESFORCE COM INCput$10,000–143,800–0.01%–
BZH NewBEAZER HOMES USA INCput$9,000–35,000–0.01%–
AAPL NewAPPLE INCput$9,000–200,000–0.01%–
RLGY NewREALOGY HLDGS CORPput$8,000–20,000–0.01%–
AMZN NewAMAZON COM INCput$6,000–15,000–0.00%–
WFTIQ NewWEATHERFORD INTL PLCput$6,000–20,100–0.00%–
GNW NewGENWORTH FINL INCput$6,000–12,000–0.00%–
MTH NewMERITAGE HOMES CORPput$4,000–11,000–0.00%–
WBA NewWALGREENS BOOTS ALLIANCE INCput$1,000–94,700–0.00%–
CIE NewCOBALT INTL ENERGY INCcall$2,000–41,100–0.00%–
Q4 2014
 Value Shares↓ Weighting
CLSN ExitCELSION CORPORATIONcall$0–-49,500–-0.00%–
F ExitFORD MTR CO DELput$0–-169,100–-0.00%–
BBY ExitBEST BUY INCput$0–-154,100–-0.00%–
GT ExitGOODYEAR TIRE & RUBR COput$0–-90,000–-0.00%–
AMD ExitADVANCED MICRO DEVICES INCcall$0–-200,000–-0.00%–
CHK ExitCHESAPEAKE ENERGY CORPput$0–-923,600–-0.00%–
HPQ ExitHEWLETT PACKARD COput$0–-322,900–-0.01%–
BZH ExitBEAZER HOMES USA INCput$0–-20,000–-0.01%–
MSTX ExitMAST THERAPEUTICS INCcall$0–-250,000–-0.01%–
LXK ExitLEXMARK INTL NEWput$0–-235,000–-0.01%–
RLGY ExitREALOGY HLDGS CORPput$0–-10,000–-0.01%–
LEN ExitLENNAR CORPput$0–-25,000–-0.01%–
ATVI ExitACTIVISION BLIZZARD INCcall$0–-37,000–-0.01%–
DAL ExitDELTA AIR LINES INC DELput$0–-1,491,600–-0.01%–
YHOO ExitYAHOO INCput$0–-286,200–-0.01%–
CIT ExitCIT GROUP INCput$0–-174,600–-0.02%–
GLD ExitSPDR GOLD TRUSTput$0–-625,800–-0.02%–
CHRW ExitC H ROBINSON WORLDWIDE INCcall$0–-300,000–-0.02%–
CIEN ExitCIENA CORPput$0–-556,600–-0.02%–
UAA ExitUNDER ARMOUR INCput$0–-73,000–-0.02%–
UAL ExitUNITED CONTL HLDGS INCput$0–-802,600–-0.02%–
CELGZ ExitCELGENE CORPright 12/31/2030$0–-15,000–-0.03%–
RYL ExitRYLAND GROUP INCput$0–-53,500–-0.03%–
PANW ExitPALO ALTO NETWORKS INCput$0–-56,300–-0.03%–
WDAY ExitWORKDAY INCput$0–-68,300–-0.03%–
NFLX ExitNETFLIX INCput$0–-313,000–-0.04%–
WAG ExitWALGREEN COput$0–-224,700–-0.04%–
CX ExitCEMEX SAB DE CVput$0–-3,485,700–-0.04%–
AAPL ExitAPPLE INCput$0–-200,000–-0.04%–
TSLA ExitTESLA MTRS INCput$0–-742,600–-0.04%–
YELP ExitYELP INCput$0–-50,000–-0.04%–
FB ExitFACEBOOK INCput$0–-1,636,700–-0.04%–
MCD ExitMCDONALDS CORPput$0–-200,000–-0.04%–
AKS ExitAK STL HLDG CORPcall$0–-100,000–-0.05%–
V ExitVISA INCput$0–-220,500–-0.05%–
CRM ExitSALESFORCE COM INCput$0–-404,400–-0.05%–
CBS ExitCBS CORP NEWput$0–-261,500–-0.05%–
IBM ExitINTERNATIONAL BUSINESS MACHSput$0–-86,400–-0.06%–
ASH ExitASHLAND INC NEWput$0–-125,000–-0.06%–
AMZN ExitAMAZON COM INCput$0–-30,000–-0.06%–
GULTU ExitGULF COAST ULTRA DEEP RTY TRroyalty tr unt$0–-56,250–-0.06%–
X ExitUNITED STATES STL CORP NEWput$0–-2,856,400–-0.06%–
ADBE ExitADOBE SYS INCput$0–-536,200–-0.08%–
MSG ExitMADISON SQUARE GARDEN COcall$0–-20,000–-0.08%–
LLTC ExitLINEAR TECHNOLOGY CORPput$0–-122,100–-0.08%–
MU ExitMICRON TECHNOLOGY INCput$0–-1,480,700–-0.09%–
SNSS ExitSUNESIS PHARMACEUTICALS INC$0–-25,000–-0.10%–
FTR ExitFRONTIER COMMUNICATIONS CORP$0–-30,000–-0.11%–
STZ ExitCONSTELLATION BRANDS INCput$0–-607,000–-0.12%–
BTU ExitPEABODY ENERGY CORPput$0–-204,200–-0.13%–
CAT ExitCATERPILLAR INC DELput$0–-192,100–-0.13%–
WYNN ExitWYNN RESORTS LTDput$0–-55,600–-0.16%–
WLTGQ ExitWALTER ENERGY INCput$0–-306,500–-0.17%–
WFTIQ ExitWEATHERFORD INTL PLC$0–-15,000–-0.17%–
LXK ExitLEXMARK INTL NEWcl a$0–-7,817–-0.18%–
CIE ExitCOBALT INTL ENERGY INC$0–-25,700–-0.19%–
RST ExitROSETTA STONE INC$0–-44,379–-0.20%–
MGM ExitMGM RESORTS INTERNATIONALput$0–-933,300–-0.21%–
EXPE ExitEXPEDIA INC DEL$0–-4,360–-0.21%–
ETFC ExitE TRADE FINANCIAL CORPput$0–-1,190,500–-0.21%–
ZNGA ExitZYNGA INCput$0–-810,000–-0.22%–
WBMD ExitWEBMD HEALTH CORPput$0–-155,500–-0.25%–
TOL ExitTOLL BROTHERS INC$0–-15,430–-0.26%–
GCVRZ ExitSANOFIright 12/31/2020$0–-1,049,076–-0.27%–
NLY ExitANNALY CAP MGMT INCput$0–-5,635,200–-0.28%–
MSG ExitMADISON SQUARE GARDEN COcl a$0–-9,820–-0.36%–
IOC ExitINTEROIL CORP$0–-13,400–-0.40%–
SDRL ExitSEADRILL LIMITEDput$0–-227,200–-0.46%–
CIE ExitCOBALT INTL ENERGY INCput$0–-682,600–-0.48%–
IOC ExitINTEROIL CORPput$0–-1,148,800–-0.52%–
WW ExitWEIGHT WATCHERS INTL INC NEW$0–-35,000–-0.52%–
CLF ExitCLIFFS NAT RES INCput$0–-440,900–-0.65%–
MBI ExitMBIA INCput$0–-2,589,500–-0.72%–
JCPNQ ExitPENNEY J C INCput$0–-5,361,100–-0.74%–
NLY ExitANNALY CAP MGMT INC$0–-149,000–-0.87%–
ANRZQ ExitALPHA NATURAL RESOURCES INC$0–-662,800–-0.90%–
WW ExitWEIGHT WATCHERS INTL INC NEWput$0–-829,000–-1.06%–
ExitOMNICARE INCdbcv 3.250%12/1$0–-2,860,000–-1.62%–
ANRZQ ExitALPHA NATURAL RESOURCES INCput$0–-1,430,900–-2.02%–
CPS ExitCOOPER STD HLDGS INC$0–-64,107–-2.19%–
ExitALPHA NATURAL RESOURCES INCnote 2.375% 4/1$0–-6,359,000–-3.35%–
ExitPRICELINE GRP INCdebt 1.000% 3/1$0–-5,000,000–-3.70%–
ExitWEBMD HEALTH CORPnote 2.250% 3/3$0–-7,000,000–-3.88%–
ExitCOBALT INTL ENERGY INCnote 2.625%12/0$0–-10,000,000–-4.54%–
ExitRITE AID CORPnote 8.500% 5/1$0–-5,000,000–-5.32%–
ExitTEREX CORP NEWnote 4.000% 6/0$0–-5,000,000–-5.42%–
ExitCADENCE DESIGN SYSTEM INCnote 2.625% 6/0$0–-5,000,000–-6.25%–
ExitCEMEX SAB DE CVnote 4.875% 3/1$0–-11,000,000–-7.23%–
ExitINTEROIL CORPnote 2.750%11/1$0–-17,100,000–-9.42%–
ExitTESLA MTRS INCnote 1.500% 6/0$0–-9,000,000–-9.96%–
ExitANNALY CAP MGMT INCnote 5.000% 5/1$0–-40,500,000–-22.42%–
Q3 2014
 Value Shares↓ Weighting
NewANNALY CAP MGMT INCnote 5.000% 5/1$40,956,000–40,500,000–22.42%–
NewINTEROIL CORPnote 2.750%11/1$17,218,000–17,100,000–9.42%–
NewCEMEX SAB DE CVnote 4.875% 3/1$13,200,000–11,000,000–7.23%–
NewCADENCE DESIGN SYSTEM INCnote 2.625% 6/0$11,416,000–5,000,000–6.25%–
NewTEREX CORP NEWnote 4.000% 6/0$9,906,000–5,000,000–5.42%–
NewRITE AID CORPnote 8.500% 5/1$9,719,000–5,000,000–5.32%–
NewCOBALT INTL ENERGY INCnote 2.625%12/0$8,294,000–10,000,000–4.54%–
NewWEBMD HEALTH CORPnote 2.250% 3/3$7,088,000–7,000,000–3.88%–
NewPRICELINE GRP INCdebt 1.000% 3/1$6,753,000–5,000,000–3.70%–
NewALPHA NATURAL RESOURCES INCnote 2.375% 4/1$6,121,000–6,359,000–3.35%–
ANRZQ BuyALPHA NATURAL RESOURCES INCput$3,685,000
+64.8%
1,430,900
+0.4%
2.02%
+95.4%
NewOMNICARE INCdbcv 3.250%12/1$2,965,000–2,860,000–1.62%–
WW BuyWEIGHT WATCHERS INTL INC NEWput$1,929,000
+2.9%
829,000
+76.3%
1.06%
+22.1%
ANRZQ BuyALPHA NATURAL RESOURCES INC$1,644,000
-3.5%
662,800
+44.3%
0.90%
+14.5%
JCPNQ SellPENNEY J C INCput$1,347,000
-49.9%
5,361,100
-12.1%
0.74%
-40.7%
MBI BuyMBIA INCput$1,322,000
+179.5%
2,589,500
+18.6%
0.72%
+232.1%
CLF BuyCLIFFS NAT RES INCput$1,186,000
+337.6%
440,900
+230.8%
0.65%
+419.2%
IOC BuyINTEROIL CORPput$940,000
-11.6%
1,148,800
+1.3%
0.52%
+4.9%
CIE BuyCOBALT INTL ENERGY INCput$869,000
+78.1%
682,600
+6.7%
0.48%
+111.6%
SDRL NewSEADRILL LIMITEDput$848,000–227,200–0.46%–
MSG NewMADISON SQUARE GARDEN COcl a$649,000–9,820–0.36%–
NLY BuyANNALY CAP MGMT INCput$504,000
-26.5%
5,635,200
+0.2%
0.28%
-12.9%
WBMD BuyWEBMD HEALTH CORPput$459,000
+258.6%
155,500
+120.6%
0.25%
+325.4%
ETFC BuyE TRADE FINANCIAL CORPput$390,000
-14.1%
1,190,500
+0.7%
0.21%
+1.4%
MGM BuyMGM RESORTS INTERNATIONALput$378,000–933,300
+4200.9%
0.21%–
CIE NewCOBALT INTL ENERGY INC$350,000–25,700–0.19%–
WFTIQ NewWEATHERFORD INTL PLC$312,000–15,000–0.17%–
WLTGQ NewWALTER ENERGY INCput$303,000–306,500–0.17%–
WYNN BuyWYNN RESORTS LTDput$283,000
-5.7%
55,600
+9.9%
0.16%
+12.3%
BTU BuyPEABODY ENERGY CORPput$243,000
+291.9%
204,200
+673.5%
0.13%
+358.6%
STZ BuyCONSTELLATION BRANDS INCput$214,000
+11.5%
607,000
+1.2%
0.12%
+31.5%
MU BuyMICRON TECHNOLOGY INCput$163,000
+45.5%
1,480,700
+25.3%
0.09%
+71.2%
MSG SellMADISON SQUARE GARDEN COcall$142,000
-67.2%
20,000
-81.8%
0.08%
-61.0%
ADBE BuyADOBE SYS INCput$138,000
+9.5%
536,200
+22.9%
0.08%
+31.0%
ASH NewASHLAND INC NEWput$109,000–125,000–0.06%–
CRM BuySALESFORCE COM INCput$89,000
-33.1%
404,400
+32.3%
0.05%
-19.7%
V BuyVISA INCput$85,000
+60.4%
220,500
+530.0%
0.05%
+95.8%
MCD NewMCDONALDS CORPput$79,000–200,000–0.04%–
FB BuyFACEBOOK INCput$75,000
+70.5%
1,636,700
+100.4%
0.04%
+105.0%
AAPL NewAPPLE INCput$69,000–200,000–0.04%–
CX BuyCEMEX SAB DE CVput$70,0000.0%3,485,700
+0.1%
0.04%
+18.8%
CIT BuyCIT GROUP INCput$27,000
-32.5%
174,600
+8.9%
0.02%
-16.7%
YHOO BuyYAHOO INCput$22,000
-51.1%
286,200
+35.5%
0.01%
-42.9%
LEN NewLENNAR CORPput$16,000–25,000–0.01%–
RLGY NewREALOGY HLDGS CORPput$14,000–10,000–0.01%–
BZH NewBEAZER HOMES USA INCput$11,000–20,000–0.01%–
SWY ExitSAFEWAY INCput$0–-60,400–0.00%–
STZ ExitCONSTELLATION BRANDS INCcall$0–-33,000–-0.02%–
EZPW ExitEZCORP INCput$0–-252,300–-0.03%–
CIE ExitCOBALT INTL ENERGY INC$0–-25,700–-0.22%–
X ExitUNITED STATES STL CORP NEW$0–-23,550–-0.28%–
J106OPTLDIV ExitCBS OUTDOOR AMERS INCput$0–-100,000–-0.62%–
WFT ExitWEATHERFORD INTERNATIONAL LT$0–-61,800–-0.66%–
ExitOMNICARE INCdbcv 3.250%12/1$0–-2,860,000–-1.41%–
ExitWEBMD HEALTH CORPnote 2.250% 3/3$0–-3,000,000–-1.43%–
J106OPTLDIV ExitCBS OUTDOOR AMERS INC$0–-100,000–-1.51%–
TPH ExitTRI POINTE HOMES INCput$0–-428,400–-2.88%–
ExitALPHA NATURAL RESOURCES INCnote 2.375% 4/1$0–-6,359,000–-2.91%–
WY ExitWEYERHAEUSER CO$0–-194,200–-2.96%–
ExitPRICELINE GRP INCdebt 1.000% 3/1$0–-5,000,000–-3.28%–
ExitCOBALT INTL ENERGY INCnote 2.625%12/0$0–-10,000,000–-4.26%–
ExitCADENCE DESIGN SYSTEM INCnote 2.625% 6/0$0–-5,000,000–-5.37%–
ExitMASSEY ENERGY COnote 3.250% 8/0$0–-11,900,000–-5.60%–
ExitTEREX CORP NEWnote 4.000% 6/0$0–-5,000,000–-5.90%–
ExitCEMEX SAB DE CVnote 4.875% 3/1$0–-11,000,000–-6.37%–
ExitRITE AID CORPnote 8.500% 5/1$0–-5,000,000–-6.53%–
ExitINTEROIL CORPnote 2.750%11/1$0–-17,100,000–-8.00%–
ExitANNALY CAP MGMT INCnote 5.000% 5/1$0–-40,500,000–-19.13%–
Q2 2014
 Value Shares↓ Weighting
NewANNALY CAP MGMT INCnote 5.000% 5/1$41,462,000–40,500,000–19.13%–
NewTESLA MTRS INCnote 1.500% 6/0$18,270,000–9,000,000–8.43%–
NewINTEROIL CORPnote 2.750%11/1$17,346,000–17,100,000–8.00%–
NewRITE AID CORPnote 8.500% 5/1$14,156,000–5,000,000–6.53%–
NewCEMEX SAB DE CVnote 4.875% 3/1$13,798,000–11,000,000–6.37%–
NewTEREX CORP NEWnote 4.000% 6/0$12,797,000–5,000,000–5.90%–
NewMASSEY ENERGY COnote 3.250% 8/0$12,131,000–11,900,000–5.60%–
NewCADENCE DESIGN SYSTEM INCnote 2.625% 6/0$11,631,000–5,000,000–5.37%–
NewCOBALT INTL ENERGY INCnote 2.625%12/0$9,238,000–10,000,000–4.26%–
NewPRICELINE GRP INCdebt 1.000% 3/1$7,109,000–5,000,000–3.28%–
WY NewWEYERHAEUSER CO$6,426,000–194,200–2.96%–
NewALPHA NATURAL RESOURCES INCnote 2.375% 4/1$6,311,000–6,359,000–2.91%–
TPH NewTRI POINTE HOMES INCput$6,233,000–428,400–2.88%–
CPS NewCOOPER STD HLDGS INC$4,241,000–64,107–1.96%–
J106OPTLDIV NewCBS OUTDOOR AMERS INC$3,268,000–100,000–1.51%–
NewWEBMD HEALTH CORPnote 2.250% 3/3$3,099,000–3,000,000–1.43%–
NewOMNICARE INCdbcv 3.250%12/1$3,057,000–2,860,000–1.41%–
JCPNQ NewPENNEY J C INCput$2,691,000–6,102,300–1.24%–
ANRZQ NewALPHA NATURAL RESOURCES INCput$2,236,000–1,425,900–1.03%–
WW NewWEIGHT WATCHERS INTL INC NEWput$1,875,000–470,100–0.86%–
ANRZQ NewALPHA NATURAL RESOURCES INC$1,704,000–459,400–0.79%–
NLY NewANNALY CAP MGMT INC$1,703,000–149,000–0.79%–
WFT NewWEATHERFORD INTERNATIONAL LT$1,421,000–61,800–0.66%–
J106OPTLDIV NewCBS OUTDOOR AMERS INCput$1,345,000–100,000–0.62%–
IOC NewINTEROIL CORPput$1,063,000–1,134,000–0.49%–
IOC NewINTEROIL CORP$857,000–13,400–0.40%–
WW NewWEIGHT WATCHERS INTL INC NEW$706,000–35,000–0.33%–
NLY NewANNALY CAP MGMT INCput$686,000–5,625,000–0.32%–
X NewUNITED STATES STL CORP NEW$613,000–23,550–0.28%–
TOL NewTOLL BROTHERS INC$569,000–15,430–0.26%–
GCVRZ NewSANOFIright 12/31/2020$525,000–1,049,076–0.24%–
CIE NewCOBALT INTL ENERGY INCput$488,000–639,800–0.22%–
MBI NewMBIA INCput$473,000–2,182,700–0.22%–
CIE NewCOBALT INTL ENERGY INC$472,000–25,700–0.22%–
ETFC NewE TRADE FINANCIAL CORPput$454,000–1,182,500–0.21%–
MSG NewMADISON SQUARE GARDEN COcall$433,000–110,000–0.20%–
RST NewROSETTA STONE INC$431,000–44,379–0.20%–
LXK NewLEXMARK INTL NEWcl a$376,000–7,817–0.17%–
ZNGA NewZYNGA INCput$369,000–810,000–0.17%–
EXPE NewEXPEDIA INC DEL$343,000–4,360–0.16%–
WYNN NewWYNN RESORTS LTDput$300,000–50,600–0.14%–
CLF NewCLIFFS NAT RES INCput$271,000–133,300–0.12%–
CAT NewCATERPILLAR INC DELput$217,000–192,100–0.10%–
IBM NewINTERNATIONAL BUSINESS MACHSput$203,000–86,400–0.09%–
X NewUNITED STATES STL CORP NEWput$195,000–2,856,400–0.09%–
STZ NewCONSTELLATION BRANDS INCput$192,000–600,000–0.09%–
FTR NewFRONTIER COMMUNICATIONS CORP$175,000–30,000–0.08%–
GULTU NewGULF COAST ULTRA DEEP RTY TRroyalty tr unt$165,000–56,250–0.08%–
SNSS NewSUNESIS PHARMACEUTICALS INC$163,000–25,000–0.08%–
AMZN NewAMAZON COM INCput$147,000–30,000–0.07%–
LLTC NewLINEAR TECHNOLOGY CORPput$140,000–122,100–0.06%–
CRM NewSALESFORCE COM INCput$133,000–305,600–0.06%–
WBMD NewWEBMD HEALTH CORPput$128,000–70,500–0.06%–
ADBE NewADOBE SYS INCput$126,000–436,200–0.06%–
WDAY NewWORKDAY INCput$125,000–68,300–0.06%–
TSLA NewTESLA MTRS INCput$116,000–742,600–0.05%–
MU NewMICRON TECHNOLOGY INCput$112,000–1,181,700–0.05%–
YELP NewYELP INCput$111,000–50,000–0.05%–
NFLX NewNETFLIX INCput$87,000–313,000–0.04%–
AKS NewAK STL HLDG CORPcall$75,000–100,000–0.04%–
CBS NewCBS CORP NEWput$72,000–261,500–0.03%–
UAA NewUNDER ARMOUR INCput$71,000–73,000–0.03%–
CX NewCEMEX SAB DE CVput$70,000–3,483,540–0.03%–
EZPW NewEZCORP INCput$67,000–252,300–0.03%–
BTU NewPEABODY ENERGY CORPput$62,000–26,400–0.03%–
DAL NewDELTA AIR LINES INC DELput$58,000–1,491,600–0.03%–
V NewVISA INCput$53,000–35,000–0.02%–
PANW NewPALO ALTO NETWORKS INCput$47,000–56,300–0.02%–
STZ NewCONSTELLATION BRANDS INCcall$45,000–33,000–0.02%–
YHOO NewYAHOO INCput$45,000–211,200–0.02%–
UAL NewUNITED CONTL HLDGS INCput$44,000–802,600–0.02%–
FB NewFACEBOOK INCput$44,000–816,700–0.02%–
RYL NewRYLAND GROUP INCput$44,000–53,500–0.02%–
CIEN NewCIENA CORPput$42,000–556,600–0.02%–
CELGZ NewCELGENE CORPright 12/31/2030$39,000–15,000–0.02%–
CIT NewCIT GROUP INCput$40,000–160,300–0.02%–
ATVI NewACTIVISION BLIZZARD INCcall$36,000–37,000–0.02%–
WAG NewWALGREEN COput$36,000–224,700–0.02%–
CHK NewCHESAPEAKE ENERGY CORPput$33,000–923,600–0.02%–
CHRW NewC H ROBINSON WORLDWIDE INCcall$32,000–300,000–0.02%–
HPQ NewHEWLETT PACKARD COput$26,000–322,900–0.01%–
AMD NewADVANCED MICRO DEVICES INCcall$27,000–200,000–0.01%–
GLD NewSPDR GOLD TRUSTput$21,000–625,800–0.01%–
MSTX NewMAST THERAPEUTICS INCcall$19,000–250,000–0.01%–
CLSN NewCELSION CORPORATIONcall$15,000–49,500–0.01%–
LXK NewLEXMARK INTL NEWput$10,000–235,000–0.01%–
BBY NewBEST BUY INCput$7,000–154,100–0.00%–
GT NewGOODYEAR TIRE & RUBR COput$5,000–90,000–0.00%–
F NewFORD MTR CO DELput$4,000–169,100–0.00%–
MGM NewMGM RESORTS INTERNATIONALput$0–21,700–0.00%–
SWY NewSAFEWAY INCput$0–60,400–0.00%–
Q4 2013
 Value Shares↓ Weighting
HCA ExitHCA HOLDINGS INCput$0–-20,000–0.00%–
VALE ExitVALE S Aput$0–-18,000–0.00%–
LUMN ExitCENTURYLINK INCcall$0–-102,600–-0.00%–
WMT ExitWAL-MART STORES INCcall$0–-400,000–-0.00%–
LPX ExitLOUISIANA PAC CORPcall$0–-150,000–-0.00%–
MGM ExitMGM RESORTS INTERNATIONALput$0–-43,400–-0.00%–
WFT ExitWEATHERFORD INTERNATIONAL LTcall$0–-100,000–-0.00%–
RCL ExitROYAL CARIBBEAN CRUISES LTDput$0–-349,400–-0.01%–
NUE ExitNUCOR CORPput$0–-93,900–-0.01%–
ACT ExitACTAVIS INCput$0–-42,900–-0.01%–
CLSN ExitCELSION CORPORATIONcall$0–-132,024–-0.01%–
CLF ExitCLIFFS NAT RES INCput$0–-10,000–-0.01%–
SWY ExitSAFEWAY INCput$0–-245,900–-0.01%–
DDD Exit3-D SYS CORP DELput$0–-40,900–-0.01%–
VLO ExitVALERO ENERGY CORP NEWput$0–-150,000–-0.01%–
STZ ExitCONSTELLATION BRANDS INCcall$0–-100,000–-0.01%–
IRM ExitIRON MTN INCput$0–-240,000–-0.01%–
HRB ExitBLOCK H & R INCput$0–-1,454,600–-0.01%–
STZ ExitCONSTELLATION BRANDS INCput$0–-163,700–-0.01%–
GS ExitGOLDMAN SACHS GROUP INCput$0–-741,400–-0.01%–
GT ExitGOODYEAR TIRE & RUBR COput$0–-1,064,800–-0.02%–
RSHCQ ExitRADIOSHACK CORPcall$0–-201,000–-0.02%–
F ExitFORD MTR CO DELput$0–-337,600–-0.02%–
HTZ ExitHERTZ GLOBAL HOLDINGS INCput$0–-506,500–-0.02%–
WIN ExitWINDSTREAM HLDGS INCput$0–-105,400–-0.02%–
TSLA ExitTESLA MTRS INCput$0–-100,000–-0.02%–
HPQ ExitHEWLETT PACKARD COput$0–-465,700–-0.03%–
MTOR ExitMERITOR INCcall$0–-175,400–-0.03%–
AMD ExitADVANCED MICRO DEVICES INCcall$0–-200,000–-0.03%–
PHH ExitPHH CORPput$0–-991,500–-0.03%–
NRG ExitNRG ENERGY INCput$0–-2,988,600–-0.03%–
CIEN ExitCIENA CORPcall$0–-100,000–-0.03%–
SLM ExitSLM CORPput$0–-2,250,300–-0.03%–
CIT ExitCIT GROUP INCcall$0–-44,000–-0.03%–
BYI ExitBALLY TECHNOLOGIES INCput$0–-305,000–-0.05%–
BBY ExitBEST BUY INCput$0–-2,189,300–-0.05%–
LCC ExitU S AIRWAYS GROUP INCcall$0–-100,000–-0.05%–
RSHCQ ExitRADIOSHACK CORP$0–-40,900–-0.05%–
RRD ExitDONNELLEY R R & SONS COput$0–-905,500–-0.06%–
MT ExitARCELORMITTAL SA LUXEMBOURGput$0–-1,588,700–-0.06%–
CIEN ExitCIENA CORPput$0–-556,600–-0.06%–
LEN ExitLENNAR CORPput$0–-156,900–-0.06%–
BTU ExitPEABODY ENERGY CORPput$0–-54,600–-0.07%–
F ExitFORD MTR CO DELcall$0–-86,700–-0.07%–
LXK ExitLEXMARK INTL NEWput$0–-467,000–-0.08%–
GT ExitGOODYEAR TIRE & RUBR CO$0–-10,877–-0.09%–
CIT ExitCIT GROUP INCput$0–-2,316,600–-0.14%–
GLD ExitSPDR GOLD TRUST$0–-3,400–-0.16%–
UAL ExitUNITED CONTL HLDGS INCput$0–-2,375,200–-0.18%–
MBI ExitMBIA INC$0–-47,600–-0.18%–
LXK ExitLEXMARK INTL NEWcl a$0–-15,539–-0.19%–
GLD ExitSPDR GOLD TRUSTput$0–-713,300–-0.20%–
LUMN ExitCENTURYLINK INC$0–-17,000–-0.20%–
STAR ExitISTAR FINL INCput$0–-5,697,600–-0.22%–
DAL ExitDELTA AIR LINES INC DELput$0–-6,278,400–-0.22%–
RRD ExitDONNELLEY R R & SONS CO$0–-38,458–-0.23%–
RIG ExitTRANSOCEAN LTDput$0–-16,600–-0.24%–
MT ExitARCELORMITTAL SA LUXEMBOURGny registry sh$0–-48,200–-0.25%–
CHK ExitCHESAPEAKE ENERGY CORPput$0–-3,153,100–-0.26%–
RST ExitROSETTA STONE INC$0–-44,579–-0.27%–
NBR ExitNABORS INDUSTRIES LTD$0–-45,000–-0.27%–
RIG ExitTRANSOCEAN LTD$0–-16,600–-0.28%–
SLM ExitSLM CORP$0–-30,283–-0.28%–
CX ExitCEMEX SAB DE CVput$0–-3,331,640–-0.34%–
EXPE ExitEXPEDIA INC DEL$0–-18,000–-0.35%–
TOL ExitTOLL BROTHERS INC$0–-30,859–-0.38%–
IOC ExitINTEROIL CORPput$0–-342,100–-0.42%–
JCPNQ ExitPENNEY J C INC$0–-134,100–-0.45%–
IOC ExitINTEROIL CORP$0–-19,226–-0.52%–
CELGZ ExitCELGENE CORPright 12/31/2030$0–-173,954–-0.53%–
FTR ExitFRONTIER COMMUNICATIONS CORP$0–-360,000–-0.57%–
MBI ExitMBIA INCput$0–-7,627,300–-0.62%–
ANRZQ ExitALPHA NATURAL RESOURCES INCput$0–-1,418,900–-0.66%–
X ExitUNITED STATES STL CORP NEWput$0–-3,615,600–-0.68%–
WFT ExitWEATHERFORD INTERNATIONAL LT$0–-137,000–-0.79%–
ExitLEVEL 3 COMMUNICATIONS INCnote 7.000% 3/1$0–-2,000,000–-0.92%–
LCC ExitU S AIRWAYS GROUP INCput$0–-446,300–-0.98%–
ExitPHH CORPnote 4.000% 9/0$0–-3,000,000–-1.24%–
ExitCHESAPEAKE ENERGY CORPnote 2.750%11/1$0–-4,000,000–-1.57%–
NLY ExitANNALY CAP MGMT INCput$0–-6,959,900–-1.58%–
LCC ExitU S AIRWAYS GROUP INC$0–-230,000–-1.65%–
ExitOMNICARE INCdbcv 3.250%12/1$0–-5,500,000–-2.22%–
ExitPRICELINE COM INCdebt 1.000% 3/1$0–-5,000,000–-2.44%–
ExitINTEROIL CORPnote 2.750%11/1$0–-7,100,000–-2.61%–
ExitALPHA NATURAL RESOURCES INCnote 2.375% 4/1$0–-10,200,000–-3.62%–
ExitTESLA MTRS INCnote 1.500% 6/0$0–-8,000,000–-5.11%–
ExitMASSEY ENERGY COnote 3.250% 8/0$0–-15,500,000–-5.50%–
ExitCEMEX SAB DE CVnote 4.875% 3/1$0–-13,000,000–-5.80%–
JCPNQ ExitPENNEY J C INCput$0–-5,701,500–-5.82%–
ExitARCELORMITTAL SA LUXEMBOURGnote 5.000% 5/1$0–-20,000,000–-7.70%–
ExitRITE AID CORPnote 8.500% 5/1$0–-13,205,000–-9.81%–
ExitD R HORTON INCnote 2.000% 5/1$0–-19,000,000–-10.92%–
ExitANNALY CAP MGMT INCnote 5.000% 5/1$0–-50,000,000–-19.22%–
Q3 2013
 Value Shares↓ Weighting
BuyD R HORTON INCnote 2.000% 5/1$28,925,000
+2.3%
19,000,000
+11.8%
10.92%
+0.2%
JCPNQ BuyPENNEY J C INCput$15,431,000
+123.6%
5,701,500
+63.8%
5.82%
+119.0%
NewTESLA MTRS INCnote 1.500% 6/0$13,534,000–8,000,000–5.11%–
BuyALPHA NATURAL RESOURCES INCnote 2.375% 4/1$9,593,000
+44.7%
10,200,000
+40.7%
3.62%
+41.7%
LCC NewU S AIRWAYS GROUP INC$4,361,000–230,000–1.65%–
NLY BuyANNALY CAP MGMT INCput$4,199,000
-9.6%
6,959,900
+1.4%
1.58%
-11.4%
NewCHESAPEAKE ENERGY CORPnote 2.750%11/1$4,150,000–4,000,000–1.57%–
LCC NewU S AIRWAYS GROUP INCput$2,590,000–446,300–0.98%–
X BuyUNITED STATES STL CORP NEWput$1,796,000
-52.4%
3,615,600
+0.1%
0.68%
-53.4%
ANRZQ BuyALPHA NATURAL RESOURCES INCput$1,739,000
-25.9%
1,418,900
+2.2%
0.66%
-27.5%
MBI SellMBIA INCput$1,650,000
+21.5%
7,627,300
-1.7%
0.62%
+19.1%
CELGZ BuyCELGENE CORPright 12/31/2030$1,399,000
+61.2%
173,954
+46.5%
0.53%
+57.6%
IOC BuyINTEROIL CORP$1,371,000
+6.4%
19,226
+3.8%
0.52%
+4.2%
JCPNQ BuyPENNEY J C INC$1,181,000
-42.4%
134,100
+11.8%
0.45%
-43.5%
IOC BuyINTEROIL CORPput$1,114,000
-36.7%
342,100
+10.7%
0.42%
-38.1%
EXPE BuyEXPEDIA INC DEL$933,000
+3.4%
18,000
+20.0%
0.35%
+1.1%
CX BuyCEMEX SAB DE CVput$899,000
-42.6%
3,331,640
+0.3%
0.34%
-43.8%
RIG SellTRANSOCEAN LTD$739,000
-57.4%
16,600
-54.1%
0.28%
-58.3%
RST SellROSETTA STONE INC$724,000
-40.1%
44,579
-45.6%
0.27%
-41.4%
RIG SellTRANSOCEAN LTDput$627,000
-47.8%
16,600
-54.1%
0.24%
-48.8%
RRD SellDONNELLEY R R & SONS CO$607,000
-63.9%
38,458
-67.9%
0.23%
-64.7%
STAR BuyISTAR FINL INCput$570,000
+0.4%
5,697,600
+0.3%
0.22%
-1.8%
LXK SellLEXMARK INTL NEWcl a$513,000
-48.4%
15,539
-52.2%
0.19%
-49.3%
MBI SellMBIA INC$487,000
-70.7%
47,600
-61.9%
0.18%
-71.3%
GLD SellSPDR GOLD TRUST$436,000
-80.1%
3,400
-81.5%
0.16%
-80.5%
GT SellGOODYEAR TIRE & RUBR CO$244,000
-80.8%
10,877
-86.9%
0.09%
-81.2%
CIEN NewCIENA CORPput$159,000–556,600–0.06%–
RSHCQ NewRADIOSHACK CORP$139,000–40,900–0.05%–
LCC NewU S AIRWAYS GROUP INCcall$125,000–100,000–0.05%–
BYI NewBALLY TECHNOLOGIES INCput$122,000–305,000–0.05%–
CIEN NewCIENA CORPcall$80,000–100,000–0.03%–
AMD NewADVANCED MICRO DEVICES INCcall$75,000–200,000–0.03%–
MTOR BuyMERITOR INCcall$74,000
-1.3%
175,400
+16.9%
0.03%
-3.4%
TSLA NewTESLA MTRS INCput$63,000–100,000–0.02%–
WIN NewWINDSTREAM HLDGS INCput$58,000–105,400–0.02%–
CLSN SellCELSION CORPORATIONcall$23,000
-41.0%
132,024
-41.3%
0.01%
-40.0%
MGM NewMGM RESORTS INTERNATIONALput$8,000–43,400–0.00%–
4945SC ExitKINDER MORGAN ENERGY PARTNERcall$0–-25,000–-0.00%–
CLWR ExitCLEARWIRE CORP NEWput$0–-518,900–-0.01%–
WIN ExitWINDSTREAM CORPput$0–-105,400–-0.04%–
RCL ExitROYAL CARIBBEAN CRUISES LTD$0–-11,000–-0.14%–
ODP ExitOFFICE DEPOT INC$0–-100,000–-0.15%–
HRB ExitBLOCK H & R INC$0–-29,000–-0.31%–
F ExitFORD MTR CO DEL$0–-53,490–-0.32%–
CIT ExitCIT GROUP INC$0–-19,599–-0.35%–
PHH ExitPHH CORP$0–-71,700–-0.56%–
BBY ExitBEST BUY INC$0–-62,850–-0.66%–
CHK ExitCHESAPEAKE ENERGY CORP$0–-100,000–-0.78%–
STAR ExitISTAR FINL INC$0–-346,154–-1.51%–
ExitMGM RESORTS INTERNATIONALnote 4.250% 4/1$0–-10,000,000–-4.32%–
Q2 2013
 Value Shares↓ Weighting
NewANNALY CAP MGMT INCnote 5.000% 5/1$50,501,000–50,000,000–19.46%–
NewD R HORTON INCnote 2.000% 5/1$28,262,000–17,000,000–10.89%–
NewARCELORMITTAL SA LUXEMBOURGnote 5.000% 5/1$20,457,000–20,000,000–7.88%–
NewRITE AID CORPnote 8.500% 5/1$18,720,000–13,205,000–7.22%–
NewCEMEX SAB DE CVnote 4.875% 3/1$14,936,000–13,000,000–5.76%–
NewMASSEY ENERGY COnote 3.250% 8/0$14,155,000–15,500,000–5.46%–
NewMGM RESORTS INTERNATIONALnote 4.250% 4/1$11,202,000–10,000,000–4.32%–
JCPNQ NewPENNEY J C INCput$6,900,000–3,480,000–2.66%–
NewINTEROIL CORPnote 2.750%11/1$6,839,000–7,100,000–2.64%–
NewALPHA NATURAL RESOURCES INCnote 2.375% 4/1$6,630,000–7,250,000–2.56%–
NewPRICELINE COM INCdebt 1.000% 3/1$5,825,000–5,000,000–2.24%–
NewOMNICARE INCdbcv 3.250%12/1$5,679,000–5,500,000–2.19%–
NLY NewANNALY CAP MGMT INCput$4,643,000–6,865,700–1.79%–
STAR NewISTAR FINL INC$3,908,000–346,154–1.51%–
X NewUNITED STATES STL CORP NEWput$3,775,000–3,613,600–1.46%–
NewPHH CORPnote 4.000% 9/0$3,188,000–3,000,000–1.23%–
ANRZQ NewALPHA NATURAL RESOURCES INCput$2,347,000–1,388,900–0.90%–
NewLEVEL 3 COMMUNICATIONS INCnote 7.000% 3/1$2,333,000–2,000,000–0.90%–
GLD NewSPDR GOLD TRUST$2,192,000–18,400–0.84%–
CHK NewCHESAPEAKE ENERGY CORPput$2,181,000–3,153,100–0.84%–
JCPNQ NewPENNEY J C INC$2,050,000–120,000–0.79%–
CHK NewCHESAPEAKE ENERGY CORP$2,038,000–100,000–0.78%–
WFT NewWEATHERFORD INTERNATIONAL LT$1,877,000–137,000–0.72%–
IOC NewINTEROIL CORPput$1,761,000–308,900–0.68%–
RIG NewTRANSOCEAN LTD$1,736,000–36,200–0.67%–
BBY NewBEST BUY INC$1,718,000–62,850–0.66%–
RRD NewDONNELLEY R R & SONS CO$1,681,000–119,958–0.65%–
MBI NewMBIA INC$1,664,000–125,000–0.64%–
CX NewCEMEX SAB DE CVput$1,565,000–3,323,320–0.60%–
PHH NewPHH CORP$1,461,000–71,700–0.56%–
FTR NewFRONTIER COMMUNICATIONS CORP$1,458,000–360,000–0.56%–
MBI NewMBIA INCput$1,358,000–7,759,800–0.52%–
GLD NewSPDR GOLD TRUSTput$1,307,000–713,300–0.50%–
IOC NewINTEROIL CORP$1,288,000–18,526–0.50%–
GT NewGOODYEAR TIRE & RUBR CO$1,268,000–82,877–0.49%–
RST NewROSETTA STONE INC$1,208,000–81,939–0.47%–
RIG NewTRANSOCEAN LTDput$1,201,000–36,200–0.46%–
DAL NewDELTA AIR LINES INC DELput$1,161,000–6,278,400–0.45%–
TOL NewTOLL BROTHERS INC$1,007,000–30,859–0.39%–
LXK NewLEXMARK INTL NEWcl a$995,000–32,539–0.38%–
CIT NewCIT GROUP INC$914,000–19,599–0.35%–
EXPE NewEXPEDIA INC DEL$902,000–15,000–0.35%–
CELGZ NewCELGENE CORPright 12/31/2030$868,000–118,750–0.34%–
MT NewARCELORMITTAL SA LUXEMBOURGput$841,000–1,588,700–0.32%–
F NewFORD MTR CO DEL$827,000–53,490–0.32%–
HRB NewBLOCK H & R INC$805,000–29,000–0.31%–
SLM NewSLM CORP$692,000–30,283–0.27%–
NBR NewNABORS INDUSTRIES LTD$689,000–45,000–0.27%–
UAL NewUNITED CONTL HLDGS INCput$615,000–2,375,200–0.24%–
LUMN NewCENTURYLINK INC$601,000–17,000–0.23%–
STAR NewISTAR FINL INCput$568,000–5,683,100–0.22%–
MT NewARCELORMITTAL SA LUXEMBOURGny registry sh$540,000–48,200–0.21%–
RRD NewDONNELLEY R R & SONS COput$514,000–905,500–0.20%–
BBY NewBEST BUY INCput$460,000–2,189,300–0.18%–
CIT NewCIT GROUP INCput$442,000–2,316,600–0.17%–
LXK NewLEXMARK INTL NEWput$395,000–467,000–0.15%–
ODP NewOFFICE DEPOT INC$387,000–100,000–0.15%–
RCL NewROYAL CARIBBEAN CRUISES LTD$367,000–11,000–0.14%–
SLM NewSLM CORPput$311,000–2,250,300–0.12%–
LEN NewLENNAR CORPput$309,000–156,900–0.12%–
BTU NewPEABODY ENERGY CORPput$304,000–54,600–0.12%–
PHH NewPHH CORPput$269,000–991,500–0.10%–
HRB NewBLOCK H & R INCput$218,000–1,454,600–0.08%–
HTZ NewHERTZ GLOBAL HOLDINGS INCput$177,000–506,500–0.07%–
NRG NewNRG ENERGY INCput$163,000–2,988,600–0.06%–
STZ NewCONSTELLATION BRANDS INCput$147,000–163,700–0.06%–
GT NewGOODYEAR TIRE & RUBR COput$138,000–1,064,800–0.05%–
GS NewGOLDMAN SACHS GROUP INCput$136,000–741,400–0.05%–
F NewFORD MTR CO DELcall$124,000–86,700–0.05%–
DDD New3-D SYS CORP DELput$117,000–40,900–0.04%–
WIN NewWINDSTREAM CORPput$112,000–105,400–0.04%–
NUE NewNUCOR CORPput$107,000–93,900–0.04%–
ACT NewACTAVIS INCput$106,000–42,900–0.04%–
VLO NewVALERO ENERGY CORP NEWput$104,000–150,000–0.04%–
HPQ NewHEWLETT PACKARD COput$101,000–465,700–0.04%–
CIT NewCIT GROUP INCcall$90,000–44,000–0.04%–
F NewFORD MTR CO DELput$88,000–337,600–0.03%–
MTOR NewMERITOR INCcall$75,000–150,000–0.03%–
CLF NewCLIFFS NAT RES INCput$56,000–10,000–0.02%–
RCL NewROYAL CARIBBEAN CRUISES LTDput$46,000–349,400–0.02%–
SWY NewSAFEWAY INCput$46,000–245,900–0.02%–
CLSN NewCELSION CORPORATIONcall$39,000–225,000–0.02%–
STZ NewCONSTELLATION BRANDS INCcall$40,000–100,000–0.02%–
RSHCQ NewRADIOSHACK CORPcall$32,000–201,000–0.01%–
LPX NewLOUISIANA PAC CORPcall$23,000–150,000–0.01%–
WMT NewWAL-MART STORES INCcall$18,000–400,000–0.01%–
WFT NewWEATHERFORD INTERNATIONAL LTcall$17,000–100,000–0.01%–
IRM NewIRON MTN INCput$18,000–240,000–0.01%–
CLWR NewCLEARWIRE CORP NEWput$13,000–518,900–0.01%–
LUMN NewCENTURYLINK INCcall$8,000–102,600–0.00%–
VALE NewVALE S Aput$3,000–18,000–0.00%–
4945SC NewKINDER MORGAN ENERGY PARTNERcall$2,000–25,000–0.00%–
HCA NewHCA HOLDINGS INCput$1,000–20,000–0.00%–

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