CIK: 0001080171 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 14, 2014
Total Value ($000): $2,909,535 (76.8% shares, 23.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IWM | ISHARES TR | 6,153,900 | $672,929 | 23.1% | — | — | Put | 464287655 |
| — | VMWARE INC | 4,000,000 | $375,360 | 12.9% | $93.84 | — | CL A COM | 928563402 |
| — | E M C CORP MASS | 12,648,300 | $370,089 | 12.7% | $27.67 | — | COM | 268648102 |
| ALLY | ALLY FINL INC | 5,223,321 | $120,868 | 4.2% | $18.53 | -1.5% | COM | 02005N100 |
| VC | VISTEON CORP | 1,161,790 | $112,984 | 3.9% | $42.76 | +34.9% | COM NEW | 92839U206 |
| CMCSA | COMCAST CORP NEW | 1,895,223 | $101,925 | 3.5% | $21.17 | 0.0% | CL A | 20030N101 |
| — | MICRON TECHNOLOGY INC | 25,396,000 | $90,864 | 3.1% | $2.18 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | MAGNUM HUNTER RES CORP DEL | 14,289,149 | $79,591 | 2.7% | $5.83 | — | COM | 55973B102 |
| — | MICROCHIP TECHNOLOGY INC | 36,203,000 | $67,205 | 2.3% | $1.88 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | DENDREON CORP | 81,847,000 | $56,270 | 1.9% | $0.70 | — | NOTE 2.875% 1/1 | 24823QAC1 |
| — | LIBERTY MEDIA CORP DELAWARE | 1,051,546 | $49,612 | 1.7% | $47.18 | — | CL A | 531229102 |
| — | SCORPIO BULKERS INC | 7,970,315 | $46,387 | 1.6% | $10.09 | — | SHS | Y7546A106 |
| VOD | VODAFONE GROUP PLC NEW | 1,309,500 | $43,069 | 1.5% | — | — | Call | 92857W308 |
| — | PRETIUM RES INC | 7,024,881 | $36,529 | 1.3% | $5.55 | — | COM | 74139C102 |
| DHT | DHT HOLDINGS INC | 5,268,638 | $32,455 | 1.1% | $3.09 | -5.3% | SHS NEW | Y2065G121 |
| — | DEVELOPERS DIVERSIFIED RLTY | 25,000,000 | $28,894 | 1.0% | $1.16 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | MIDSTATES PETE CO INC | 5,652,401 | $28,545 | 1.0% | $5.55 | — | COM | 59804T100 |
| — | MICRON TECHNOLOGY INC | 7,859,000 | $27,562 | 0.9% | $2.22 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | EXELIXIS INC | 46,768,000 | $27,323 | 0.9% | $1.03 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | COBALT INTL ENERGY INC | 1,964,005 | $26,710 | 0.9% | $13.60 | — | COM | 19075F106 |
| — | GT ADVANCED TECHNOLOGIES INC | 22,350,000 | $25,430 | 0.9% | $1.57 | — | NOTE 3.000%12/1 | 36191UAB2 |
| — | COBALT INTL ENERGY INC | 26,150,000 | $23,641 | 0.8% | $0.95 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | LIBERTY MEDIA CORP | 33,134,000 | $21,537 | 0.7% | $0.66 | — | DEB 4.000%11/1 | 530715AG6 |
| — | SUNPOWER CORP | 14,000,000 | $20,760 | 0.7% | $1.48 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | STARWOOD PPTY TR INC | 17,750,000 | $19,290 | 0.7% | $1.09 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | COBALT INTL ENERGY INC | 23,300,000 | $19,288 | 0.7% | $0.83 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | MERRIMACK PHARMACEUTICALS IN | 11,932,000 | $18,510 | 0.6% | $0.98 | — | NOTE 4.500% 7/1 | 590328AA8 |
| — | LIBERTY MEDIA CORP | 28,917,000 | $18,398 | 0.6% | $0.61 | — | DEB 3.750% 2/1 | 530715AL5 |
| MU | MICRON TECHNOLOGY INC | 502,700 | $17,223 | 0.6% | $20.48 | +54.3% | COM | 595112103 |
| — | B2GOLD CORP | 17,500,000 | $16,680 | 0.6% | $0.95 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | CORSICANTO LTD | 24,378,000 | $16,639 | 0.6% | $0.68 | — | NOTE 3.500% 1/1 | 220480AB3 |
| — | ENCORE CAP GROUP INC | 10,080,000 | $15,030 | 0.5% | $1.55 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | ACCURAY INC | 9,800,000 | $14,773 | 0.5% | $1.77 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | TESLA MTRS INC | 7,000,000 | $14,114 | 0.5% | $2.02 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 13,000,000 | $13,984 | 0.5% | $0.99 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | RAIT FINANCIAL TRUST | 14,625,000 | $13,688 | 0.5% | $1.00 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | MOLYCORP INC DEL | 37,760,000 | $13,215 | 0.5% | $0.79 | — | NOTE 6.000% 9/0 | 608753AF6 |
| — | TESARO INC | 12,500,000 | $13,072 | 0.4% | $1.05 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | SOLAZYME INC | 12,702,000 | $11,462 | 0.4% | $1.13 | — | NOTE 5.000%10/0 | 83415TAC5 |
| — | LAM RESEARCH CORP | 152,235 | $11,372 | 0.4% | $56.45 | — | COM | 512807108 |
| — | TWITTER INC | 220,000 | $11,348 | 0.4% | $51.58 | — | COM | 90184L102 |
| CRM | SALESFORCE COM INC | 196,704 | $11,316 | 0.4% | $47.35 | +17.5% | COM | 79466L302 |
| — | CENVEO CORP | 10,608,000 | $11,161 | 0.4% | $0.97 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | SPDR SERIES TRUST | 160,000 | $11,013 | 0.4% | — | — | Put | 78464A730 |
| — | ZIONS BANCORPORATION | 2,154,594 | $10,988 | 0.4% | $5.85 | — | *W EXP 05/22/202 | 989701115 |
| — | CAL DIVE INTL INC DEL | 15,900,000 | $10,335 | 0.4% | $0.96 | — | NOTE 5.000% 7/1 | 12802TAB7 |
| — | SOLAZYME INC | 8,034,000 | $9,255 | 0.3% | $1.55 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | RENEWABLE ENERGY GROUP INC | 8,000,000 | $8,240 | 0.3% | $1.11 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | SPIRIT RLTY CAP INC NEW | 7,000,000 | $6,808 | 0.2% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | PRICELINE GRP INC | 5,790 | $6,708 | 0.2% | $1158.55 | — | COM NEW | 741503403 |
| — | MOLYCORP INC DEL | 18,060,000 | $6,479 | 0.2% | $0.98 | — | NOTE 5.500% 2/0 | 608753AH2 |
| — | UNITED ONLINE INC | 562,217 | $6,156 | 0.2% | $10.95 | — | COM NEW | 911268209 |
| — | VERSO PAPER CORP | 1,808,407 | $5,787 | 0.2% | $1.18 | — | COM | 92531L108 |
| VTGDF | VANTAGE DRILLING COMPANY | 4,528,736 | $5,751 | 0.2% | $1.74 | +2.6% | ORD SHS | G93205113 |
| — | QUANTUM CORP | 5,500,000 | $5,574 | 0.2% | $1.03 | — | NOTE 4.500%11/1 | 747906AJ4 |
| — | SOLARCITY CORP | 92,032 | $5,485 | 0.2% | $59.60 | — | COM | 83416T100 |
| — | ELECTRONICS FOR IMAGING INC | 117,848 | $5,205 | 0.2% | $44.17 | — | COM | 286082102 |
| — | VITESSE SEMICONDUCTOR CORP | 4,961,000 | $5,073 | 0.2% | $1.06 | — | DBCV 8.000%10/3 | 928497AE6 |
| — | SANDISK CORP | 49,688 | $4,867 | 0.2% | $76.57 | — | COM | 80004C101 |
| — | MANNKIND CORP | 816,200 | $4,824 | 0.2% | $4.26 | — | COM | 56400P201 |
| — | MANNKIND CORP | 3,930,000 | $4,407 | 0.2% | $1.34 | — | NOTE 5.750% 8/1 | 56400PAC6 |
| LEU | CENTRUS ENERGY CORP | 320,447 | $3,272 | 0.1% | $51.25 | 0.0% | CL A | 15643U104 |
| — | WINTRUST FINL CORP | 128,805 | $2,842 | 0.1% | $18.17 | — | *W EXP 12/19/201 | 97650W157 |
| LPG | DORIAN LPG LTD | 151,102 | $2,693 | 0.1% | $20.74 | -1.9% | SHS USD | Y2106R110 |
| TSLA | TESLA MTRS INC | 8,902 | $2,160 | 0.1% | $16.50 | 0.0% | COM | 88160R101 |
| — | LIBERTY GLOBAL PLC | 52,492 | $2,153 | 0.1% | $42.31 | — | SHS CL C | G5480U120 |
| HURN | HURON CONSULTING GROUP INC | 26,965 | $1,644 | 0.1% | $63.91 | 0.0% | COM | 447462102 |
| — | DENDREON CORP | 1,000,000 | $1,440 | 0.0% | $1.44 | — | COM | 24823Q107 |
| — | FRONTLINE LTD | 840,000 | $1,058 | 0.0% | $1.26 | — | SHS | G3682E127 |
| ATLC | ATLANTICUS HLDGS CORP | 500,000 | $900 | 0.0% | $3.76 | -31.2% | COM | 04914Y102 |
| — | MAGNUM HUNTER RES CORP DEL | 100,000 | $557 | 0.0% | $5.83 | — | Call | 55973B102 |
| — | CUBIST PHARMACEUTICALS INC | 4,364,729 | $524 | 0.0% | $0.12 | — | RIGHT 99/99/9999 | 229678123 |
| HLF | HERBALIFE LTD | 4,850 | $212 | 0.0% | $26.72 | 0.0% | COM USD SHS | G4412G101 |
| — | MOLYCORP INC DEL | 19,278 | $23 | 0.0% | $1.19 | — | COM | 608753109 |