Location: Greenwich, CT
CIK: 0001080171 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 14, 2015
Total Value: $2.74B (70.6% shares, 29.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 1,500,000 | $309M | 11.3% | — | — | Put | 78462F103 |
| — | YAHOO INC | 5,160,400 | $203M | 7.4% | — | — | COM | 984332106 |
| DHR | DANAHER CORP DEL | 2,331,853 | $200M | 7.3% | — | — | COM | 235851102 |
| DHR | DANAHER CORP DEL | 2,250,000 | $193M | 7.0% | — | — | Put | 235851102 |
| CMCSA | COMCAST CORP NEW | 2,884,454 | $173M | 6.3% | — | — | CL A | 20030N101 |
| IWM | ISHARES TR | 1,250,000 | $156M | 5.7% | — | — | Put | 464287655 |
| — | SUNEDISON INC | 44,500,000 | $94.28M | 3.4% | — | — | NOTE 2.750% 1/0 | 86732YAD1 |
| — | SINA CORP | 1,514,900 | $81.15M | 3.0% | — | — | ORD | G81477104 |
| NTCT | NETSCOUT SYS INC | 2,204,859 | $80.85M | 3.0% | — | — | COM | 64115T104 |
| — | LIBERTY GLOBAL PLC | 1,545,834 | $78.27M | 2.9% | — | — | SHS CL C | G5480U120 |
| — | TESARO INC | 33,200,000 | $60.92M | 2.2% | — | — | NOTE 3.000%10/0 | 881569AA5 |
| — | HERBALIFE LTD | 66,659,000 | $59.32M | 2.2% | — | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | COBALT INTL ENERGY INC | 74,334,000 | $55.47M | 2.0% | — | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | RADIAN GROUP INC | 30,030,000 | $53.35M | 1.9% | — | — | NOTE 2.250% 3/0 | 750236AN1 |
| LBRDA | LIBERTY BROADBAND CORP | 1,020,412 | $52.01M | 1.9% | — | — | COM SER A | 530307107 |
| — | NVIDIA CORP | 37,000,000 | $42.56M | 1.6% | — | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | EXELIXIS INC | 47,392,000 | $42.33M | 1.5% | — | — | NOTE 4.250% 8/1 | 30161QAC8 |
| OLN | OLIN CORP | 1,500,000 | $40.42M | 1.5% | — | — | COM PAR $1 | 680665205 |
| — | UNITED STATES OIL FUND LP | 2,000,000 | $39.76M | 1.5% | — | — | Put | 91232N108 |
| GLD | SPDR GOLD TRUST | 285,000 | $32.02M | 1.2% | — | — | Put | 78463V107 |
| — | SPIRIT RLTY CAP INC NEW | 33,720,000 | $31.78M | 1.2% | — | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | KINDER MORGAN INC DEL | 11,547,029 | $31.18M | 1.1% | — | — | *W EXP 05/25/201 | 49456B119 |
| — | PRETIUM RES INC | 5,542,484 | $30.04M | 1.1% | — | — | COM | 74139C102 |
| NTCT | NETSCOUT SYS INC | 815,000 | $29.89M | 1.1% | — | — | Call | 64115T104 |
| — | DEPOMED INC | 23,000,000 | $29.61M | 1.1% | — | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | LIBERTY MEDIA CORP DELAWARE | 794,129 | $28.62M | 1.0% | — | — | CL A | 531229102 |
| — | LAM RESEARCH CORP | 21,100,000 | $28.08M | 1.0% | — | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | NRG YIELD INC | 1,248,347 | $27.45M | 1.0% | — | — | CL A NEW | 62942X306 |
| — | COBALT INTL ENERGY INC | 34,302,000 | $25M | 0.9% | — | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | CORSICANTO LTD | 21,378,000 | $23.42M | 0.9% | — | — | NOTE 3.500% 1/1 | 220480AB3 |
| — | MERRIMACK PHARMACEUTICALS IN | 10,932,000 | $22.97M | 0.8% | — | — | NOTE 4.500% 7/1 | 590328AA8 |
| — | STARWOOD PPTY TR INC | 21,625,000 | $22.93M | 0.8% | — | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | LIBERTY MEDIA CORP | 34,634,000 | $21.82M | 0.8% | — | — | DEB 4.000%11/1 | 530715AG6 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 18,647,000 | $19.93M | 0.7% | — | — | NOTE 3.250% 2/0 | G81075AE6 |
| WEN | WENDYS CO | 1,750,000 | $19.74M | 0.7% | — | — | Put | 95058W100 |
| — | LIBERTY MEDIA CORP | 29,917,000 | $18.32M | 0.7% | — | — | DEB 3.750% 2/1 | 530715AL5 |
| DHT | DHT HOLDINGS INC | 2,318,362 | $18.01M | 0.7% | — | — | SHS NEW | Y2065G121 |
| — | ENCORE CAP GROUP INC | 12,580,000 | $17.83M | 0.7% | — | — | NOTE 3.000%11/2 | 292554AD4 |
| — | DHT HOLDINGS INC | 14,000,000 | $17.04M | 0.6% | — | — | DEBT 4.500%10/0 | 23335SAB2 |
| — | SPIRIT RLTY CAP INC NEW | 18,366,000 | $17.04M | 0.6% | — | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | STARWOOD PPTY TR INC | 16,000,000 | $16.14M | 0.6% | — | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | BARRICK GOLD CORP | 1,489,800 | $15.88M | 0.6% | — | — | COM | 067901108 |
| — | CENVEO CORP | 16,360,000 | $15.46M | 0.6% | — | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | SINA CORP | 15,000,000 | $14.27M | 0.5% | — | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | ACCURAY INC | 9,800,000 | $13.32M | 0.5% | — | — | DEBT 3.500% 2/0 | 004397AF2 |
| HLF | HERBALIFE LTD | 240,587 | $13.25M | 0.5% | — | — | COM USD SHS | G4412G101 |
| — | ZIONS BANCORPORATION | 2,181,926 | $11.78M | 0.4% | — | — | *W EXP 05/22/202 | 989701115 |
| — | WORKDAY INC | 9,000,000 | $10.55M | 0.4% | — | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | ALERE INC | 7,500,000 | $9.374M | 0.3% | — | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | SCORPIO BULKERS INC | 5,497,945 | $8.962M | 0.3% | — | — | SHS | Y7546A106 |
| — | SANDRIDGE ENERGY INC | 9,494,606 | $8.327M | 0.3% | — | — | COM | 80007P307 |
| — | ENERGY XXI BERMUDA LTD | 32,069,000 | $8.057M | 0.3% | — | — | NOTE 3.000%12/1 | 29274UAB7 |
| — | FIREEYE INC | 158,630 | $7.759M | 0.3% | — | — | COM | 31816Q101 |
| — | SOUTHWESTERN ENERGY CO | 150,000 | $7.467M | 0.3% | — | — | DEP SHS 1/20 B | 845467208 |
| ON | ON SEMICONDUCTOR CORP | 601,726 | $7.034M | 0.3% | — | — | COM | 682189105 |
| — | ELECTRUM SPL ACQUISITION COR | 700,000 | $7.014M | 0.3% | — | — | UNIT 99/99/9999 | G3105C120 |
| — | MANNKIND CORP | 1,200,000 | $6.828M | 0.2% | — | — | COM | 56400P201 |
| — | QUANTUM CORP | 5,500,000 | $6.59M | 0.2% | — | — | NOTE 4.500%11/1 | 747906AJ4 |
| — | MOLINA HEALTHCARE INC | 2,500,000 | $4.423M | 0.2% | — | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | CTRIP COM INTL LTD | 51,600 | $3.747M | 0.1% | — | — | AMERICAN DEP SHS | 22943F100 |
| — | PRICELINE GRP INC | 3,090 | $3.558M | 0.1% | — | — | COM NEW | 741503403 |
| — | LIBERTY MEDIA CORP | 3,500,000 | $1.83M | 0.1% | — | — | DEB 3.500% 1/1 | 530715AN1 |
| — | KEY ENERGY SVCS INC | 948,970 | $1.708M | 0.1% | — | — | COM | 492914106 |
| — | SHIP FINANCE INTERNATIONAL L | 96,782 | $1.579M | 0.1% | — | — | SHS | G81075106 |
| — | VERSO CORP | 2,309,054 | $1.524M | 0.1% | — | — | COM | 92531L108 |
| — | ENERGY XXI LTD | 549,625 | $1.446M | 0.1% | — | — | USD UNRS SHS | G10082140 |
| — | INTERACTIVE INTELLIGENCE GRO | 31,538 | $1.402M | 0.1% | — | — | COM | 45841V109 |
| — | SUNEDISON SEMICONDUCTOR LTD | 78,834 | $1.361M | 0.0% | — | — | SHS | Y8213L102 |
| — | GOLDEN OCEAN GROUP LTD | 243,703 | $938K | 0.0% | — | — | SHS | G39637106 |
| — | CUMULUS MEDIA INC | 330,000 | $670K | 0.0% | — | — | CL A | 231082108 |
| — | MCCLATCHY CO | 578,850 | $625K | 0.0% | — | — | CL A | 579489105 |
| — | ING GROEP N V | 500,000 | $484K | 0.0% | — | — | DBCV 6.500%12/2 | 456837AF0 |