CIK: 0001080171 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 13, 2015
Total Value ($000): $1,853,685 (74.1% shares, 25.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | E M C CORP MASS | 7,028,528 | $209,028 | 11.3% | $27.67 | — | COM | 268648102 |
| CMCSA | COMCAST CORP NEW | 3,590,622 | $208,292 | 11.2% | $21.22 | +0.2% | CL A | 20030N101 |
| IWM | ISHARES TR | 1,721,100 | $205,878 | 11.1% | — | — | Put | 464287655 |
| NTCT | NETSCOUT SYS INC | 4,000,000 | $146,160 | 7.9% | $37.70 | 0.0% | COM | 64115T104 |
| ALLY | ALLY FINL INC | 5,882,212 | $138,938 | 7.5% | $18.39 | -6.0% | COM | 02005N100 |
| VC | VISTEON CORP | 882,674 | $94,323 | 5.1% | $42.76 | +30.0% | COM NEW | 92839U206 |
| — | MICRON TECHNOLOGY INC | 21,096,000 | $76,870 | 4.1% | $2.18 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | COBALT INTL ENERGY INC | 67,150,000 | $45,417 | 2.5% | $0.78 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | UNITED STATES OIL FUND LP | 2,029,100 | $41,312 | 2.2% | — | — | Put | 91232N108 |
| — | PRETIUM RES INC | 6,879,023 | $39,830 | 2.1% | $5.55 | — | COM | 74139C102 |
| — | COBALT INTL ENERGY INC | 63,584,000 | $39,462 | 2.1% | $0.70 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | MAGNUM HUNTER RES CORP DEL | 12,307,562 | $38,646 | 2.1% | $5.83 | — | COM | 55973B102 |
| DHT | DHT HOLDINGS INC | 5,079,804 | $37,133 | 2.0% | $3.09 | -11.0% | SHS NEW | Y2065G121 |
| — | LIBERTY MEDIA CORP DELAWARE | 897,271 | $31,647 | 1.7% | $47.18 | — | CL A | 531229102 |
| LBRDA | LIBERTY BROADBAND CORP | 628,135 | $31,463 | 1.7% | $46.22 | 0.0% | COM SER A | 530307107 |
| — | EXELIXIS INC | 51,018,000 | $28,690 | 1.5% | $0.99 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | TRIBUNE MEDIA CO | 457,795 | $27,362 | 1.5% | $59.77 | — | CL A | 896047503 |
| — | MERRIMACK PHARMACEUTICALS IN | 11,932,000 | $22,592 | 1.2% | $0.98 | — | NOTE 4.500% 7/1 | 590328AA8 |
| — | LIBERTY MEDIA CORP | 33,134,000 | $21,206 | 1.1% | $0.66 | — | DEB 4.000%11/1 | 530715AG6 |
| — | AVID TECHNOLOGY INC | 1,429,709 | $20,316 | 1.1% | $14.21 | — | COM | 05367P100 |
| — | MICRON TECHNOLOGY INC | 5,359,000 | $19,115 | 1.0% | $2.22 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | SPIRIT RLTY CAP INC NEW | 19,500,000 | $19,016 | 1.0% | $0.98 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | TESARO INC | 15,000,000 | $18,810 | 1.0% | $1.08 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | LIBERTY MEDIA CORP | 28,917,000 | $18,236 | 1.0% | $0.61 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | SANDISK CORP | 15,000,000 | $18,070 | 1.0% | $1.20 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | SCORPIO BULKERS INC | 8,514,000 | $16,773 | 0.9% | $9.57 | — | SHS | Y7546A106 |
| — | CORSICANTO LTD | 24,378,000 | $15,508 | 0.8% | $0.68 | — | NOTE 3.500% 1/1 | 220480AB3 |
| — | ENCORE CAP GROUP INC | 10,080,000 | $14,919 | 0.8% | $1.55 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | ACCURAY INC | 9,800,000 | $14,910 | 0.8% | $1.77 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | STARWOOD PPTY TR INC | 14,000,000 | $14,251 | 0.8% | $1.02 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | B2GOLD CORP | 15,000,000 | $13,144 | 0.7% | $0.95 | — | NOTE 3.250%10/0 | 11777QAB6 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 12,000,000 | $11,525 | 0.6% | $0.99 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | STARWOOD PPTY TR INC | 9,250,000 | $10,242 | 0.6% | $1.09 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | CENVEO CORP | 10,608,000 | $9,786 | 0.5% | $0.97 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| MU | MICRON TECHNOLOGY INC | 256,062 | $8,965 | 0.5% | $20.48 | +57.7% | COM | 595112103 |
| — | FRONTLINE LTD | 3,566,426 | $8,952 | 0.5% | $2.22 | — | SHS | G3682E127 |
| — | UNITED ONLINE INC | 599,837 | $8,728 | 0.5% | $11.18 | — | COM NEW | 911268209 |
| — | ZIONS BANCORPORATION | 2,154,594 | $8,726 | 0.5% | $5.85 | — | *W EXP 05/22/202 | 989701115 |
| — | RAIT FINANCIAL TRUST | 9,625,000 | $8,633 | 0.5% | $1.00 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | TESLA MTRS INC | 4,500,000 | $8,340 | 0.4% | $2.02 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | SPDR SERIES TRUST | 160,000 | $7,658 | 0.4% | — | — | Put | 78464A730 |
| — | MIDSTATES PETE CO INC | 4,742,158 | $7,161 | 0.4% | $5.55 | — | COM | 59804T100 |
| — | QUANTUM CORP | 5,500,000 | $6,852 | 0.4% | $1.03 | — | NOTE 4.500%11/1 | 747906AJ4 |
| — | PRICELINE GRP INC | 5,190 | $5,918 | 0.3% | $1158.55 | — | COM NEW | 741503403 |
| — | RENEWABLE ENERGY GROUP INC | 5,600,000 | $5,404 | 0.3% | $1.11 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | VERSO PAPER CORP | 1,574,885 | $5,402 | 0.3% | $1.18 | — | COM | 92531L108 |
| — | DEVELOPERS DIVERSIFIED RLTY | 4,000,000 | $4,953 | 0.3% | $1.16 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | SOLAZYME INC | 8,034,000 | $4,815 | 0.3% | $1.55 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | MANNKIND CORP | 842,300 | $4,393 | 0.2% | $4.29 | — | COM | 56400P201 |
| — | MANNKIND CORP | 3,930,000 | $4,188 | 0.2% | $1.34 | — | NOTE 5.750% 8/1 | 56400PAC6 |
| — | MOLYCORP INC DEL | 4,249,009 | $3,742 | 0.2% | $0.88 | — | COM | 608753109 |
| — | SUNPOWER CORP | 128,285 | $3,314 | 0.2% | $25.83 | — | COM | 867652406 |
| — | CITRIX SYS INC | 50,300 | $3,209 | 0.2% | $63.80 | — | COM | 177376100 |
| — | WINTRUST FINL CORP | 128,805 | $3,156 | 0.2% | $18.17 | — | *W EXP 12/19/201 | 97650W157 |
| HLF | HERBALIFE LTD | 80,787 | $3,046 | 0.2% | $21.72 | -1.5% | COM USD SHS | G4412G101 |
| — | MOLYCORP INC DEL | 7,818,000 | $2,343 | 0.1% | $0.79 | — | NOTE 6.000% 9/0 | 608753AF6 |
| — | MOLYCORP INC DEL | 7,060,000 | $2,127 | 0.1% | $0.98 | — | NOTE 5.500% 2/0 | 608753AH2 |
| CRM | SALESFORCE COM INC | 28,504 | $1,691 | 0.1% | $47.35 | +23.0% | COM | 79466L302 |
| ATLC | ATLANTICUS HLDGS CORP | 500,000 | $1,178 | 0.1% | $3.76 | -49.3% | COM | 04914Y102 |
| — | TEEKAY TANKERS LTD | 195,180 | $988 | 0.1% | $5.06 | — | SHS | Y8565N102 |
| — | MAGNUM HUNTER RES CORP DEL | 100,000 | $314 | 0.0% | $5.83 | — | Call | 55973B102 |
| — | LIBERTY GLOBAL PLC | 6,292 | $304 | 0.0% | $42.31 | — | SHS CL C | G5480U120 |
| — | CUBIST PHARMACEUTICALS INC | 4,360,334 | $174 | 0.0% | $0.12 | — | RIGHT 99/99/9999 | 229678123 |
| — | SHIP FINANCE INTERNATIONAL L | 10,000 | $141 | 0.0% | $14.10 | — | SHS | G81075106 |