Location: Greenwich, CT
CIK: 0001080171 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 14, 2014
Total Value: $2.91B (76.8% shares, 23.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IWM | ISHARES TR | 6,153,900 | $673M | 23.1% | — | — | Put | 464287655 |
| — | VMWARE INC | 4,000,000 | $375M | 12.9% | — | — | CL A COM | 928563402 |
| — | E M C CORP MASS | 12,648,300 | $370M | 12.7% | — | — | COM | 268648102 |
| ALLY | ALLY FINL INC | 5,223,321 | $121M | 4.2% | — | — | COM | 02005N100 |
| VC | VISTEON CORP | 1,161,790 | $113M | 3.9% | — | — | COM NEW | 92839U206 |
| CMCSA | COMCAST CORP NEW | 1,895,223 | $102M | 3.5% | — | — | CL A | 20030N101 |
| — | MICRON TECHNOLOGY INC | 25,396,000 | $90.86M | 3.1% | — | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | MAGNUM HUNTER RES CORP DEL | 14,289,149 | $79.59M | 2.7% | — | — | COM | 55973B102 |
| — | MICROCHIP TECHNOLOGY INC | 36,203,000 | $67.2M | 2.3% | — | — | SDCV 2.125%12/1 | 595017AB0 |
| — | DENDREON CORP | 81,847,000 | $56.27M | 1.9% | — | — | NOTE 2.875% 1/1 | 24823QAC1 |
| — | LIBERTY MEDIA CORP DELAWARE | 1,051,546 | $49.61M | 1.7% | — | — | CL A | 531229102 |
| — | SCORPIO BULKERS INC | 7,970,315 | $46.39M | 1.6% | — | — | SHS | Y7546A106 |
| VOD | VODAFONE GROUP PLC NEW | 1,309,500 | $43.07M | 1.5% | — | — | Call | 92857W308 |
| — | PRETIUM RES INC | 7,024,881 | $36.53M | 1.3% | — | — | COM | 74139C102 |
| DHT | DHT HOLDINGS INC | 5,268,638 | $32.45M | 1.1% | — | — | SHS NEW | Y2065G121 |
| — | DEVELOPERS DIVERSIFIED RLTY | 25,000,000 | $28.89M | 1.0% | — | — | NOTE 1.750%11/1 | 251591AX1 |
| — | MIDSTATES PETE CO INC | 5,652,401 | $28.55M | 1.0% | — | — | COM | 59804T100 |
| — | MICRON TECHNOLOGY INC | 7,859,000 | $27.56M | 0.9% | — | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | EXELIXIS INC | 46,768,000 | $27.32M | 0.9% | — | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | COBALT INTL ENERGY INC | 1,964,005 | $26.71M | 0.9% | — | — | COM | 19075F106 |
| — | GT ADVANCED TECHNOLOGIES INC | 22,350,000 | $25.43M | 0.9% | — | — | NOTE 3.000%12/1 | 36191UAB2 |
| — | COBALT INTL ENERGY INC | 26,150,000 | $23.64M | 0.8% | — | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | LIBERTY MEDIA CORP | 33,134,000 | $21.54M | 0.7% | — | — | DEB 4.000%11/1 | 530715AG6 |
| — | SUNPOWER CORP | 14,000,000 | $20.76M | 0.7% | — | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | STARWOOD PPTY TR INC | 17,750,000 | $19.29M | 0.7% | — | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | COBALT INTL ENERGY INC | 23,300,000 | $19.29M | 0.7% | — | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | MERRIMACK PHARMACEUTICALS IN | 11,932,000 | $18.51M | 0.6% | — | — | NOTE 4.500% 7/1 | 590328AA8 |
| — | LIBERTY MEDIA CORP | 28,917,000 | $18.4M | 0.6% | — | — | DEB 3.750% 2/1 | 530715AL5 |
| MU | MICRON TECHNOLOGY INC | 502,700 | $17.22M | 0.6% | — | — | COM | 595112103 |
| — | B2GOLD CORP | 17,500,000 | $16.68M | 0.6% | — | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | CORSICANTO LTD | 24,378,000 | $16.64M | 0.6% | — | — | NOTE 3.500% 1/1 | 220480AB3 |
| — | ENCORE CAP GROUP INC | 10,080,000 | $15.03M | 0.5% | — | — | NOTE 3.000%11/2 | 292554AD4 |
| — | ACCURAY INC | 9,800,000 | $14.77M | 0.5% | — | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | TESLA MTRS INC | 7,000,000 | $14.11M | 0.5% | — | — | NOTE 1.500% 6/0 | 88160RAA9 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 13,000,000 | $13.98M | 0.5% | — | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | RAIT FINANCIAL TRUST | 14,625,000 | $13.69M | 0.5% | — | — | NOTE 4.000%10/0 | 749227AB0 |
| — | MOLYCORP INC DEL | 37,760,000 | $13.21M | 0.5% | — | — | NOTE 6.000% 9/0 | 608753AF6 |
| — | TESARO INC | 12,500,000 | $13.07M | 0.4% | — | — | NOTE 3.000%10/0 | 881569AA5 |
| — | SOLAZYME INC | 12,702,000 | $11.46M | 0.4% | — | — | NOTE 5.000%10/0 | 83415TAC5 |
| — | LAM RESEARCH CORP | 152,235 | $11.37M | 0.4% | — | — | COM | 512807108 |
| — | TWITTER INC | 220,000 | $11.35M | 0.4% | — | — | COM | 90184L102 |
| CRM | SALESFORCE COM INC | 196,704 | $11.32M | 0.4% | — | — | COM | 79466L302 |
| — | CENVEO CORP | 10,608,000 | $11.16M | 0.4% | — | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | SPDR SERIES TRUST | 160,000 | $11.01M | 0.4% | — | — | Put | 78464A730 |
| — | ZIONS BANCORPORATION | 2,154,594 | $10.99M | 0.4% | — | — | *W EXP 05/22/202 | 989701115 |
| — | CAL DIVE INTL INC DEL | 15,900,000 | $10.34M | 0.4% | — | — | NOTE 5.000% 7/1 | 12802TAB7 |
| — | SOLAZYME INC | 8,034,000 | $9.255M | 0.3% | — | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | RENEWABLE ENERGY GROUP INC | 8,000,000 | $8.24M | 0.3% | — | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | SPIRIT RLTY CAP INC NEW | 7,000,000 | $6.808M | 0.2% | — | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | PRICELINE GRP INC | 5,790 | $6.708M | 0.2% | — | — | COM NEW | 741503403 |
| — | MOLYCORP INC DEL | 18,060,000 | $6.479M | 0.2% | — | — | NOTE 5.500% 2/0 | 608753AH2 |
| — | UNITED ONLINE INC | 562,217 | $6.156M | 0.2% | — | — | COM NEW | 911268209 |
| — | VERSO PAPER CORP | 1,808,407 | $5.787M | 0.2% | — | — | COM | 92531L108 |
| VTGDF | VANTAGE DRILLING COMPANY | 4,528,736 | $5.751M | 0.2% | — | — | ORD SHS | G93205113 |
| — | QUANTUM CORP | 5,500,000 | $5.574M | 0.2% | — | — | NOTE 4.500%11/1 | 747906AJ4 |
| — | SOLARCITY CORP | 92,032 | $5.485M | 0.2% | — | — | COM | 83416T100 |
| — | ELECTRONICS FOR IMAGING INC | 117,848 | $5.205M | 0.2% | — | — | COM | 286082102 |
| — | VITESSE SEMICONDUCTOR CORP | 4,961,000 | $5.073M | 0.2% | — | — | DBCV 8.000%10/3 | 928497AE6 |
| — | SANDISK CORP | 49,688 | $4.867M | 0.2% | — | — | COM | 80004C101 |
| — | MANNKIND CORP | 816,200 | $4.824M | 0.2% | — | — | COM | 56400P201 |
| — | MANNKIND CORP | 3,930,000 | $4.407M | 0.2% | — | — | NOTE 5.750% 8/1 | 56400PAC6 |
| LEU | CENTRUS ENERGY CORP | 320,447 | $3.272M | 0.1% | — | — | CL A | 15643U104 |
| — | WINTRUST FINL CORP | 128,805 | $2.842M | 0.1% | — | — | *W EXP 12/19/201 | 97650W157 |
| LPG | DORIAN LPG LTD | 151,102 | $2.693M | 0.1% | — | — | SHS USD | Y2106R110 |
| TSLA | TESLA MTRS INC | 8,902 | $2.16M | 0.1% | — | — | COM | 88160R101 |
| — | LIBERTY GLOBAL PLC | 52,492 | $2.153M | 0.1% | — | — | SHS CL C | G5480U120 |
| HURN | HURON CONSULTING GROUP INC | 26,965 | $1.644M | 0.1% | — | — | COM | 447462102 |
| — | DENDREON CORP | 1,000,000 | $1.44M | 0.0% | — | — | COM | 24823Q107 |
| — | FRONTLINE LTD | 840,000 | $1.058M | 0.0% | — | — | SHS | G3682E127 |
| ATLC | ATLANTICUS HLDGS CORP | 500,000 | $900K | 0.0% | — | — | COM | 04914Y102 |
| — | MAGNUM HUNTER RES CORP DEL | 100,000 | $557K | 0.0% | — | — | Call | 55973B102 |
| — | CUBIST PHARMACEUTICALS INC | 4,364,729 | $524K | 0.0% | — | — | RIGHT 99/99/9999 | 229678123 |
| HLF | HERBALIFE LTD | 4,850 | $212K | 0.0% | — | — | COM USD SHS | G4412G101 |
| — | MOLYCORP INC DEL | 19,278 | $23,000 | 0.0% | — | — | COM | 608753109 |