CIK: 0001080171 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 15, 2015
Total Value ($000): $1,843,995 (61.6% shares, 38.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IWM | ISHARES TR | 2,781,100 | $345,885 | 18.8% | — | — | Put | 464287655 |
| NTCT | NETSCOUT SYS INC | 4,000,000 | $175,400 | 9.5% | $37.70 | +2.7% | COM | 64115T104 |
| — | UNITED STATES OIL FUND L | 10,227,300 | $172,228 | 9.3% | — | — | Put | 91232N108 |
| CMCSA | COMCAST CORP NEW | 1,894,622 | $106,989 | 5.8% | $21.22 | +5.6% | CL A | 20030N101 |
| — | MICRON TECHNOLOGY INC | 20,096,000 | $57,022 | 3.1% | $2.18 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | TESARO INC | 31,000,000 | $55,260 | 3.0% | $1.44 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | LIBERTY MEDIA CORP DELAW | 1,361,462 | $52,484 | 2.8% | $44.24 | — | ARE CL A | 531229102 |
| — | COBALT INTL ENERGY INC | 71,302,000 | $52,283 | 2.8% | $0.78 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | COBALT INTL ENERGY INC | 61,084,000 | $44,543 | 2.4% | $0.70 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | SUNEDISON INC | 20,250,000 | $34,858 | 1.9% | $1.72 | — | NOTE 2.000%10/0 | 86732YAC3 |
| — | EXELIXIS INC | 45,418,000 | $34,290 | 1.9% | $0.99 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| LBRDA | LIBERTY BROADBAND CORP | 600,533 | $33,918 | 1.8% | $46.22 | +2.9% | COM SER A | 530307107 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILE | 24,000,000 | $33,268 | 1.8% | $1.39 | — | S N MAN COV SEC 16 | N31738110 |
| GLD | SPDR GOLD TRUST | 285,000 | $32,393 | 1.8% | — | — | Put | 78463V107 |
| — | HERBALIFE LTD | 36,500,000 | $30,393 | 1.6% | $0.83 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | PRETIUM RES INC | 5,518,497 | $27,813 | 1.5% | $5.55 | — | COM | 74139C102 |
| — | SPIRIT RLTY CAP INC NEW | 26,220,000 | $26,305 | 1.4% | $0.99 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | SINA CORP | 814,400 | $26,191 | 1.4% | — | — | Put | G81477104 |
| — | MOLINA HEALTHCARE INC | 15,000,000 | $25,322 | 1.4% | $1.69 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | CHENIERE ENERGY INC | 28,000,000 | $23,216 | 1.3% | $0.83 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | CORSICANTO LTD | 20,878,000 | $21,967 | 1.2% | $0.68 | — | NOTE 3.500% 1/1 | 220480AB3 |
| — | MERRIMACK PHARMACEUTICAL | 10,932,000 | $21,880 | 1.2% | $0.98 | — | S IN NOTE 4.500% 7/1 | 590328AA8 |
| — | LAM RESEARCH CORP | 18,100,000 | $21,669 | 1.2% | $1.20 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATION | 20,900,000 | $20,929 | 1.1% | $1.00 | — | AL L NOTE 3.250% 2/0 | G81075AE6 |
| — | LIBERTY MEDIA CORP | 31,634,000 | $20,562 | 1.1% | $0.66 | — | DEB 4.000%11/1 | 530715AG6 |
| — | KINDER MORGAN INC DEL | 4,939,915 | $20,254 | 1.1% | $4.10 | — | *W EXP 05/25/201 | 49456B119 |
| — | SCORPIO BULKERS INC | 8,358,978 | $19,811 | 1.1% | $9.57 | — | SHS | Y7546A106 |
| — | SUNEDISON INC | 11,000,000 | $19,258 | 1.0% | $1.75 | — | NOTE 2.750% 1/0 | 86732YAD1 |
| ALLY | ALLY FINL INC | 895,082 | $18,779 | 1.0% | $18.39 | -12.5% | COM | 02005N100 |
| — | LIBERTY MEDIA CORP | 27,917,000 | $17,640 | 1.0% | $0.61 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | ACCURAY INC | 9,800,000 | $17,506 | 0.9% | $1.77 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | BARRICK GOLD CORP | 1,560,000 | $17,098 | 0.9% | $10.96 | — | COM | 067901108 |
| DHT | DHT HOLDINGS INC | 2,283,231 | $15,937 | 0.9% | $3.09 | +3.7% | SHS NEW | Y2065G121 |
| — | DHT HOLDINGS INC | 14,000,000 | $15,692 | 0.9% | $1.12 | — | DEBT 4.500%10/0 | 23335SAB2 |
| — | CENVEO CORP | 16,360,000 | $15,522 | 0.8% | $0.96 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | SINA CORP | 16,500,000 | $15,036 | 0.8% | $0.91 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | ENCORE CAP GROUP INC | 9,080,000 | $12,694 | 0.7% | $1.55 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | MICRON TECHNOLOGY INC | 4,359,000 | $12,191 | 0.7% | $2.22 | — | NOTE 3.125% 5/0 | 595112AX1 |
| HLF | HERBALIFE LTD | 240,587 | $10,288 | 0.6% | $18.64 | -8.4% | COM USD SHS | G4412G101 |
| — | STARWOOD PPTY TR INC | 8,250,000 | $9,537 | 0.5% | $1.09 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | AVID TECHNOLOGY INC | 583,772 | $8,698 | 0.5% | $14.21 | — | COM | 05367P100 |
| — | ZIONS BANCORPORATION | 2,111,926 | $8,104 | 0.4% | $5.85 | — | *W EXP 05/22/202 | 989701115 |
| — | MAGNUM HUNTER RES CORP D | 2,649,940 | $7,075 | 0.4% | $5.83 | — | EL COM | 55973B102 |
| — | STARWOOD PPTY TR INC | 6,500,000 | $6,793 | 0.4% | $1.02 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | SPIRIT RLTY CAP INC NEW | 6,766,000 | $6,764 | 0.4% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | DEPOMED INC | 5,000,000 | $6,604 | 0.4% | $1.32 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | QUANTUM CORP | 5,500,000 | $6,462 | 0.4% | $1.03 | — | NOTE 4.500%11/1 | 747906AJ4 |
| — | MANNKIND CORP | 1,200,000 | $6,240 | 0.3% | $4.56 | — | COM | 56400P201 |
| — | SANDISK CORP | 5,700,000 | $5,717 | 0.3% | $1.20 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | YAHOO INC | 122,200 | $5,430 | 0.3% | $44.44 | — | COM | 984332106 |
| — | ROVI CORP | 229,432 | $4,178 | 0.2% | $18.21 | — | COM | 779376102 |
| MU | MICRON TECHNOLOGY INC | 153,862 | $4,174 | 0.2% | $20.48 | +42.4% | COM | 595112103 |
| STANLN V6.5 PERP REGS | STANDARD CHARTERED PLC | 4,000,000 | $4,034 | 0.2% | $1.01 | — | DEBT 6.500%12/2 | G84228CE6 |
| — | RAIT FINANCIAL TRUST | 4,625,000 | $3,959 | 0.2% | $1.00 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | PRICELINE GRP INC | 3,090 | $3,597 | 0.2% | $1158.55 | — | COM NEW | 741503403 |
| — | UNITED ONLINE INC | 222,207 | $3,540 | 0.2% | $11.18 | — | COM NEW | 911268209 |
| — | VERSO CORP | 1,937,663 | $3,488 | 0.2% | $1.29 | — | COM | 92531L108 |
| — | CITRIX SYS INC | 50,300 | $3,213 | 0.2% | $63.80 | — | COM | 177376100 |
| — | MOLYCORP INC DEL | 37,562,000 | $3,146 | 0.2% | $0.23 | — | NOTE 6.000% 9/0 | 608753AF6 |
| — | LIBERTY MEDIA CORP | 3,500,000 | $1,928 | 0.1% | $0.55 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | SOLAZYME INC | 3,034,000 | $1,826 | 0.1% | $1.55 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | MOLYCORP INC DEL | 12,560,000 | $1,101 | 0.1% | $0.59 | — | NOTE 5.500% 2/0 | 608753AH2 |
| ATLC | ATLANTICUS HLDGS CORP | 500,000 | $1,083 | 0.1% | $3.76 | -30.7% | COM | 04914Y102 |
| — | AMARIN CORP PLC | 450,000 | $1,053 | 0.1% | $2.34 | — | SPONS ADR NEW | 023111206 |
| — | ENERGY XXI LTD | 193,815 | $705 | 0.0% | $3.64 | — | USD UNRS SHS | G10082140 |
| — | KEY ENERGY SVCS INC | 212,234 | $386 | 0.0% | $1.82 | — | COM | 492914106 |
| — | MOLYCORP INC DEL | 710,559 | $274 | 0.0% | $0.88 | — | COM | 608753109 |
| — | MIDSTATES PETE CO INC | 132,239 | $112 | 0.0% | $5.55 | — | COM | 59804T100 |