Location: Greenwich, CT
CIK: 0001080171 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 15, 2015
Total Value: $1.844B (61.6% shares, 38.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IWM | ISHARES TR | 2,781,100 | $346M | 18.8% | — | — | Put | 464287655 |
| NTCT | NETSCOUT SYS INC | 4,000,000 | $175M | 9.5% | — | — | COM | 64115T104 |
| — | UNITED STATES OIL FUND L | 10,227,300 | $172M | 9.3% | — | — | Put | 91232N108 |
| CMCSA | COMCAST CORP NEW | 1,894,622 | $107M | 5.8% | — | — | CL A | 20030N101 |
| — | MICRON TECHNOLOGY INC | 20,096,000 | $57.02M | 3.1% | — | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | TESARO INC | 31,000,000 | $55.26M | 3.0% | — | — | NOTE 3.000%10/0 | 881569AA5 |
| — | LIBERTY MEDIA CORP DELAW | 1,361,462 | $52.48M | 2.8% | — | — | ARE CL A | 531229102 |
| — | COBALT INTL ENERGY INC | 71,302,000 | $52.28M | 2.8% | — | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | COBALT INTL ENERGY INC | 61,084,000 | $44.54M | 2.4% | — | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | SUNEDISON INC | 20,250,000 | $34.86M | 1.9% | — | — | NOTE 2.000%10/0 | 86732YAC3 |
| — | EXELIXIS INC | 45,418,000 | $34.29M | 1.9% | — | — | NOTE 4.250% 8/1 | 30161QAC8 |
| LBRDA | LIBERTY BROADBAND CORP | 600,533 | $33.92M | 1.8% | — | — | COM SER A | 530307107 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILE | 24,000,000 | $33.27M | 1.8% | — | — | S N MAN COV SEC 16 | N31738110 |
| GLD | SPDR GOLD TRUST | 285,000 | $32.39M | 1.8% | — | — | Put | 78463V107 |
| — | HERBALIFE LTD | 36,500,000 | $30.39M | 1.6% | — | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | PRETIUM RES INC | 5,518,497 | $27.81M | 1.5% | — | — | COM | 74139C102 |
| — | SPIRIT RLTY CAP INC NEW | 26,220,000 | $26.3M | 1.4% | — | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | SINA CORP | 814,400 | $26.19M | 1.4% | — | — | Put | G81477104 |
| — | MOLINA HEALTHCARE INC | 15,000,000 | $25.32M | 1.4% | — | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | CHENIERE ENERGY INC | 28,000,000 | $23.22M | 1.3% | — | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | CORSICANTO LTD | 20,878,000 | $21.97M | 1.2% | — | — | NOTE 3.500% 1/1 | 220480AB3 |
| — | MERRIMACK PHARMACEUTICAL | 10,932,000 | $21.88M | 1.2% | — | — | S IN NOTE 4.500% 7/1 | 590328AA8 |
| — | LAM RESEARCH CORP | 18,100,000 | $21.67M | 1.2% | — | — | NOTE 0.500% 5/1 | 512807AJ7 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATION | 20,900,000 | $20.93M | 1.1% | — | — | AL L NOTE 3.250% 2/0 | G81075AE6 |
| — | LIBERTY MEDIA CORP | 31,634,000 | $20.56M | 1.1% | — | — | DEB 4.000%11/1 | 530715AG6 |
| — | KINDER MORGAN INC DEL | 4,939,915 | $20.25M | 1.1% | — | — | *W EXP 05/25/201 | 49456B119 |
| — | SCORPIO BULKERS INC | 8,358,978 | $19.81M | 1.1% | — | — | SHS | Y7546A106 |
| — | SUNEDISON INC | 11,000,000 | $19.26M | 1.0% | — | — | NOTE 2.750% 1/0 | 86732YAD1 |
| ALLY | ALLY FINL INC | 895,082 | $18.78M | 1.0% | — | — | COM | 02005N100 |
| — | LIBERTY MEDIA CORP | 27,917,000 | $17.64M | 1.0% | — | — | DEB 3.750% 2/1 | 530715AL5 |
| — | ACCURAY INC | 9,800,000 | $17.51M | 0.9% | — | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | BARRICK GOLD CORP | 1,560,000 | $17.1M | 0.9% | — | — | COM | 067901108 |
| DHT | DHT HOLDINGS INC | 2,283,231 | $15.94M | 0.9% | — | — | SHS NEW | Y2065G121 |
| — | DHT HOLDINGS INC | 14,000,000 | $15.69M | 0.9% | — | — | DEBT 4.500%10/0 | 23335SAB2 |
| — | CENVEO CORP | 16,360,000 | $15.52M | 0.8% | — | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | SINA CORP | 16,500,000 | $15.04M | 0.8% | — | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | ENCORE CAP GROUP INC | 9,080,000 | $12.69M | 0.7% | — | — | NOTE 3.000%11/2 | 292554AD4 |
| — | MICRON TECHNOLOGY INC | 4,359,000 | $12.19M | 0.7% | — | — | NOTE 3.125% 5/0 | 595112AX1 |
| HLF | HERBALIFE LTD | 240,587 | $10.29M | 0.6% | — | — | COM USD SHS | G4412G101 |
| — | STARWOOD PPTY TR INC | 8,250,000 | $9.537M | 0.5% | — | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | AVID TECHNOLOGY INC | 583,772 | $8.698M | 0.5% | — | — | COM | 05367P100 |
| — | ZIONS BANCORPORATION | 2,111,926 | $8.104M | 0.4% | — | — | *W EXP 05/22/202 | 989701115 |
| — | MAGNUM HUNTER RES CORP D | 2,649,940 | $7.075M | 0.4% | — | — | EL COM | 55973B102 |
| — | STARWOOD PPTY TR INC | 6,500,000 | $6.793M | 0.4% | — | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | SPIRIT RLTY CAP INC NEW | 6,766,000 | $6.764M | 0.4% | — | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | DEPOMED INC | 5,000,000 | $6.604M | 0.4% | — | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | QUANTUM CORP | 5,500,000 | $6.462M | 0.4% | — | — | NOTE 4.500%11/1 | 747906AJ4 |
| — | MANNKIND CORP | 1,200,000 | $6.24M | 0.3% | — | — | COM | 56400P201 |
| — | SANDISK CORP | 5,700,000 | $5.717M | 0.3% | — | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | YAHOO INC | 122,200 | $5.43M | 0.3% | — | — | COM | 984332106 |
| — | ROVI CORP | 229,432 | $4.178M | 0.2% | — | — | COM | 779376102 |
| MU | MICRON TECHNOLOGY INC | 153,862 | $4.174M | 0.2% | — | — | COM | 595112103 |
| STANLN V6.5 PERP REGS | STANDARD CHARTERED PLC | 4,000,000 | $4.034M | 0.2% | — | — | DEBT 6.500%12/2 | G84228CE6 |
| — | RAIT FINANCIAL TRUST | 4,625,000 | $3.959M | 0.2% | — | — | NOTE 4.000%10/0 | 749227AB0 |
| — | PRICELINE GRP INC | 3,090 | $3.597M | 0.2% | — | — | COM NEW | 741503403 |
| — | UNITED ONLINE INC | 222,207 | $3.54M | 0.2% | — | — | COM NEW | 911268209 |
| — | VERSO CORP | 1,937,663 | $3.488M | 0.2% | — | — | COM | 92531L108 |
| — | CITRIX SYS INC | 50,300 | $3.213M | 0.2% | — | — | COM | 177376100 |
| — | MOLYCORP INC DEL | 37,562,000 | $3.146M | 0.2% | — | — | NOTE 6.000% 9/0 | 608753AF6 |
| — | LIBERTY MEDIA CORP | 3,500,000 | $1.928M | 0.1% | — | — | DEB 3.500% 1/1 | 530715AN1 |
| — | SOLAZYME INC | 3,034,000 | $1.826M | 0.1% | — | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | MOLYCORP INC DEL | 12,560,000 | $1.101M | 0.1% | — | — | NOTE 5.500% 2/0 | 608753AH2 |
| ATLC | ATLANTICUS HLDGS CORP | 500,000 | $1.083M | 0.1% | — | — | COM | 04914Y102 |
| — | AMARIN CORP PLC | 450,000 | $1.053M | 0.1% | — | — | SPONS ADR NEW | 023111206 |
| — | ENERGY XXI LTD | 193,815 | $705K | 0.0% | — | — | USD UNRS SHS | G10082140 |
| — | KEY ENERGY SVCS INC | 212,234 | $386K | 0.0% | — | — | COM | 492914106 |
| — | MOLYCORP INC DEL | 710,559 | $274K | 0.0% | — | — | COM | 608753109 |
| — | MIDSTATES PETE CO INC | 132,239 | $112K | 0.0% | — | — | COM | 59804T100 |