CIK: 0001080171 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 14, 2015
Total Value ($000): $2,740,012 (70.6% shares, 29.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 1,500,000 | $308,775 | 11.3% | — | — | Put | 78462F103 |
| — | YAHOO INC | 5,160,400 | $202,752 | 7.4% | $39.41 | — | COM | 984332106 |
| DHR | DANAHER CORP DEL | 2,331,853 | $199,583 | 7.3% | $34.86 | 0.0% | COM | 235851102 |
| DHR | DANAHER CORP DEL | 2,250,000 | $192,578 | 7.0% | $34.86 | 0.0% | Put | 235851102 |
| CMCSA | COMCAST CORP NEW | 2,884,454 | $173,471 | 6.3% | $21.82 | +5.3% | CL A | 20030N101 |
| IWM | ISHARES TR | 1,250,000 | $156,075 | 5.7% | — | — | Put | 464287655 |
| — | SUNEDISON INC | 44,500,000 | $94,285 | 3.4% | $2.03 | — | NOTE 2.750% 1/0 | 86732YAD1 |
| — | SINA CORP | 1,514,900 | $81,146 | 3.0% | $53.57 | — | ORD | G81477104 |
| NTCT | NETSCOUT SYS INC | 2,204,859 | $80,852 | 3.0% | $37.70 | +8.9% | COM | 64115T104 |
| — | LIBERTY GLOBAL PLC | 1,545,834 | $78,266 | 2.9% | $50.63 | — | SHS CL C | G5480U120 |
| — | TESARO INC | 33,200,000 | $60,922 | 2.2% | $1.47 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | HERBALIFE LTD | 66,659,000 | $59,317 | 2.2% | $0.86 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | COBALT INTL ENERGY INC | 74,334,000 | $55,472 | 2.0% | $0.71 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | RADIAN GROUP INC | 30,030,000 | $53,348 | 1.9% | $1.78 | — | NOTE 2.250% 3/0 | 750236AN1 |
| LBRDA | LIBERTY BROADBAND CORP | 1,020,412 | $52,010 | 1.9% | $47.74 | +4.6% | COM SER A | 530307107 |
| — | NVIDIA CORP | 37,000,000 | $42,561 | 1.6% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | EXELIXIS INC | 47,392,000 | $42,334 | 1.5% | $0.99 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| OLN | OLIN CORP | 1,500,000 | $40,425 | 1.5% | $21.65 | 0.0% | COM PAR $1 | 680665205 |
| — | UNITED STATES OIL FUND LP | 2,000,000 | $39,760 | 1.5% | — | — | Put | 91232N108 |
| GLD | SPDR GOLD TRUST | 285,000 | $32,025 | 1.2% | — | — | Put | 78463V107 |
| — | SPIRIT RLTY CAP INC NEW | 33,720,000 | $31,784 | 1.2% | $0.98 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | KINDER MORGAN INC DEL | 11,547,029 | $31,177 | 1.1% | $3.30 | — | *W EXP 05/25/201 | 49456B119 |
| — | PRETIUM RES INC | 5,542,484 | $30,040 | 1.1% | $5.55 | — | COM | 74139C102 |
| NTCT | NETSCOUT SYS INC | 815,000 | $29,886 | 1.1% | $37.70 | +8.9% | Call | 64115T104 |
| — | DEPOMED INC | 23,000,000 | $29,610 | 1.1% | $1.29 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | LIBERTY MEDIA CORP DELAWARE | 794,129 | $28,620 | 1.0% | $44.24 | — | CL A | 531229102 |
| — | LAM RESEARCH CORP | 21,100,000 | $28,083 | 1.0% | $1.22 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | NRG YIELD INC | 1,248,347 | $27,451 | 1.0% | $21.99 | — | CL A NEW | 62942X306 |
| — | COBALT INTL ENERGY INC | 34,302,000 | $24,998 | 0.9% | $0.78 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | CORSICANTO LTD | 21,378,000 | $23,424 | 0.9% | $0.69 | — | NOTE 3.500% 1/1 | 220480AB3 |
| — | MERRIMACK PHARMACEUTICALS IN | 10,932,000 | $22,968 | 0.8% | $0.98 | — | NOTE 4.500% 7/1 | 590328AA8 |
| — | STARWOOD PPTY TR INC | 21,625,000 | $22,929 | 0.8% | $1.07 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | LIBERTY MEDIA CORP | 34,634,000 | $21,819 | 0.8% | $0.66 | — | DEB 4.000%11/1 | 530715AG6 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 18,647,000 | $19,927 | 0.7% | $1.00 | — | NOTE 3.250% 2/0 | G81075AE6 |
| WEN | WENDYS CO | 1,750,000 | $19,740 | 0.7% | — | — | Put | 95058W100 |
| — | LIBERTY MEDIA CORP | 29,917,000 | $18,315 | 0.7% | $0.61 | — | DEB 3.750% 2/1 | 530715AL5 |
| DHT | DHT HOLDINGS INC | 2,318,362 | $18,014 | 0.7% | $3.10 | +12.6% | SHS NEW | Y2065G121 |
| — | ENCORE CAP GROUP INC | 12,580,000 | $17,833 | 0.7% | $1.51 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | DHT HOLDINGS INC | 14,000,000 | $17,038 | 0.6% | $1.12 | — | DEBT 4.500%10/0 | 23335SAB2 |
| — | SPIRIT RLTY CAP INC NEW | 18,366,000 | $17,035 | 0.6% | $0.95 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | STARWOOD PPTY TR INC | 16,000,000 | $16,136 | 0.6% | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | BARRICK GOLD CORP | 1,489,800 | $15,881 | 0.6% | $10.96 | — | COM | 067901108 |
| — | CENVEO CORP | 16,360,000 | $15,460 | 0.6% | $0.96 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | SINA CORP | 15,000,000 | $14,269 | 0.5% | $0.91 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | ACCURAY INC | 9,800,000 | $13,325 | 0.5% | $1.77 | — | DEBT 3.500% 2/0 | 004397AF2 |
| HLF | HERBALIFE LTD | 240,587 | $13,254 | 0.5% | $18.64 | +29.9% | COM USD SHS | G4412G101 |
| — | ZIONS BANCORPORATION | 2,181,926 | $11,782 | 0.4% | $5.84 | — | *W EXP 05/22/202 | 989701115 |
| — | WORKDAY INC | 9,000,000 | $10,550 | 0.4% | $1.17 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | ALERE INC | 7,500,000 | $9,374 | 0.3% | $1.25 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | SCORPIO BULKERS INC | 5,497,945 | $8,962 | 0.3% | $9.57 | — | SHS | Y7546A106 |
| — | SANDRIDGE ENERGY INC | 9,494,606 | $8,327 | 0.3% | $0.88 | — | COM | 80007P307 |
| — | ENERGY XXI BERMUDA LTD | 32,069,000 | $8,057 | 0.3% | $0.25 | — | NOTE 3.000%12/1 | 29274UAB7 |
| — | FIREEYE INC | 158,630 | $7,759 | 0.3% | $48.91 | — | COM | 31816Q101 |
| — | SOUTHWESTERN ENERGY CO | 150,000 | $7,467 | 0.3% | $49.78 | — | DEP SHS 1/20 B | 845467208 |
| ON | ON SEMICONDUCTOR CORP | 601,726 | $7,034 | 0.3% | $12.27 | 0.0% | COM | 682189105 |
| — | ELECTRUM SPL ACQUISITION COR | 700,000 | $7,014 | 0.3% | $10.02 | — | UNIT 99/99/9999 | G3105C120 |
| — | MANNKIND CORP | 1,200,000 | $6,828 | 0.2% | $4.56 | — | COM | 56400P201 |
| — | QUANTUM CORP | 5,500,000 | $6,590 | 0.2% | $1.03 | — | NOTE 4.500%11/1 | 747906AJ4 |
| — | MOLINA HEALTHCARE INC | 2,500,000 | $4,423 | 0.2% | $1.69 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | CTRIP COM INTL LTD | 51,600 | $3,747 | 0.1% | $72.62 | — | AMERICAN DEP SHS | 22943F100 |
| — | PRICELINE GRP INC | 3,090 | $3,558 | 0.1% | $1158.55 | — | COM NEW | 741503403 |
| — | LIBERTY MEDIA CORP | 3,500,000 | $1,830 | 0.1% | $0.55 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | KEY ENERGY SVCS INC | 948,970 | $1,708 | 0.1% | $1.80 | — | COM | 492914106 |
| — | SHIP FINANCE INTERNATIONAL L | 96,782 | $1,579 | 0.1% | $16.32 | — | SHS | G81075106 |
| — | VERSO CORP | 2,309,054 | $1,524 | 0.1% | $1.19 | — | COM | 92531L108 |
| — | ENERGY XXI LTD | 549,625 | $1,446 | 0.1% | $2.99 | — | USD UNRS SHS | G10082140 |
| — | INTERACTIVE INTELLIGENCE GRO | 31,538 | $1,402 | 0.1% | $44.45 | — | COM | 45841V109 |
| — | SUNEDISON SEMICONDUCTOR LTD | 78,834 | $1,361 | 0.0% | $17.26 | — | SHS | Y8213L102 |
| — | GOLDEN OCEAN GROUP LTD | 243,703 | $938 | 0.0% | $3.85 | — | SHS | G39637106 |
| — | CUMULUS MEDIA INC | 330,000 | $670 | 0.0% | $2.03 | — | CL A | 231082108 |
| — | MCCLATCHY CO | 578,850 | $625 | 0.0% | $1.08 | — | CL A | 579489105 |
| — | ING GROEP N V | 500,000 | $484 | 0.0% | $0.97 | — | DBCV 6.500%12/2 | 456837AF0 |