CIK: 0001080171 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 13, 2015
Total Value ($000): $1,964,374 (63.8% shares, 36.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DOW CHEM CO | 9,000,000 | $381,600 | 19.4% | — | — | Put | 260543103 |
| CMCSA | COMCAST CORP NEW | 5,969,759 | $339,560 | 17.3% | $22.61 | +3.3% | CL A | 20030N101 |
| — | YAHOO INC | 5,433,652 | $157,087 | 8.0% | $38.88 | — | COM | 984332106 |
| — | HERBALIFE LTD | 66,659,000 | $58,853 | 3.0% | $0.86 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| CCL | CARNIVAL CORP | 1,078,309 | $53,592 | 2.7% | $44.02 | 0.0% | PAIRED CTF | 143658300 |
| — | RADIAN GROUP INC | 34,220,000 | $51,641 | 2.6% | $1.74 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | TESLA MTRS INC | 23,000,000 | $46,865 | 2.4% | $2.04 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | EXELIXIS INC | 37,392,000 | $44,888 | 2.3% | $0.99 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | SINA CORP | 1,114,900 | $44,730 | 2.3% | — | — | Put | G81477954 |
| — | COBALT INTL ENERGY INC | 60,084,000 | $42,641 | 2.2% | $0.71 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | GOOGLE INC | 70,000 | $42,589 | 2.2% | $608.41 | — | CL C | 38259P706 |
| — | TESARO INC | 28,700,000 | $39,874 | 2.0% | $1.47 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | DEPOMED INC | 26,300,000 | $31,384 | 1.6% | $1.28 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | COBALT INTL ENERGY INC | 48,302,000 | $30,657 | 1.6% | $0.74 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | LIBERTY MEDIA CORP DELAWAR | 794,129 | $28,366 | 1.4% | $44.24 | — | E CL A | 531229102 |
| — | ALERE INC | 24,000,000 | $27,721 | 1.4% | $1.18 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | STARWOOD PPTY TR INC | 26,625,000 | $27,598 | 1.4% | $1.06 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | TWENTY FIRST CENTY FOX INC | 1,016,100 | $27,414 | 1.4% | $26.98 | — | CL A | 90130A101 |
| — | WORKDAY INC | 24,500,000 | $27,274 | 1.4% | $1.13 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | TESLA MTRS INC | 25,000,000 | $23,642 | 1.2% | $0.95 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| GLD | SPDR GOLD TRUST | 215,000 | $22,975 | 1.2% | $106.92 | — | Put | 78463V107 |
| — | SPIRIT RLTY CAP INC NEW | 23,500,000 | $21,967 | 1.1% | $0.98 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | CORSICANTO LTD | 23,378,000 | $21,500 | 1.1% | $0.71 | — | NOTE 3.500% 1/1 | 220480AB3 |
| — | LIBERTY MEDIA CORP | 34,634,000 | $21,213 | 1.1% | $0.66 | — | DEB 4.000%11/1 | 530715AG6 |
| — | PRETIUM RES INC | 3,294,677 | $19,933 | 1.0% | $5.55 | — | COM | 74139C102 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL | 18,647,000 | $19,792 | 1.0% | $1.00 | — | L NOTE 3.250% 2/0 | G81075AE6 |
| — | LIBERTY GLOBAL PLC | 463,683 | $19,020 | 1.0% | $50.63 | — | SHS CL C | G5480U120 |
| — | MERRIMACK PHARMACEUTICALS | 11,932,000 | $18,727 | 1.0% | $1.03 | — | IN NOTE 4.500% 7/1 | 590328AA8 |
| — | MERCADOLIBRE INC | 17,000,000 | $16,692 | 0.8% | $0.98 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | DHT HOLDINGS INC | 14,000,000 | $16,498 | 0.8% | $1.12 | — | DEBT 4.500%10/0 | 23335SAB2 |
| — | ENCORE CAP GROUP INC | 12,580,000 | $15,926 | 0.8% | $1.51 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | LIBERTY MEDIA CORP | 24,917,000 | $15,012 | 0.8% | $0.61 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | CENVEO CORP | 16,360,000 | $14,489 | 0.7% | $0.96 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | SINA CORP | 15,000,000 | $14,200 | 0.7% | $0.91 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | NVIDIA CORP | 10,500,000 | $13,834 | 0.7% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | YY INC | 250,300 | $13,651 | 0.7% | — | — | Put | 98426T106 |
| — | SPIRIT RLTY CAP INC NEW | 14,866,000 | $13,611 | 0.7% | $0.95 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| HLF | HERBALIFE LTD | 235,587 | $12,839 | 0.7% | $18.64 | +47.0% | COM USD SHS | G4412G101 |
| — | NRG YIELD INC | 1,049,423 | $11,701 | 0.6% | $21.99 | — | CL A NEW | 62942X306 |
| — | LAM RESEARCH CORP | 10,100,000 | $11,454 | 0.6% | $1.22 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | ACCURAY INC | 9,800,000 | $10,634 | 0.5% | $1.77 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | PRICELINE GRP INC | 8,290 | $10,254 | 0.5% | $1207.70 | — | COM NEW | 741503403 |
| — | BARRICK GOLD CORP | 1,276,442 | $8,118 | 0.4% | $10.96 | — | COM | 067901108 |
| SYF | SYNCHRONY FINL | 250,000 | $7,825 | 0.4% | $26.47 | 0.0% | COM | 87165B103 |
| OLN | OLIN CORP | 460,942 | $7,748 | 0.4% | $21.65 | -28.2% | COM PAR $1 | 680665205 |
| — | ZIONS BANCORPORATION | 2,149,667 | $7,739 | 0.4% | $5.84 | — | *W EXP 05/22/202 | 989701115 |
| — | ELECTRUM SPL ACQUISITION C | 699,950 | $6,916 | 0.4% | $10.02 | — | OR UNIT 99/99/9999 | G3105C120 |
| — | HENNESSY CAP ACQUISITION C | 700,000 | $6,902 | 0.4% | $9.86 | — | OR UNIT 99/99/9999 | 42588J209 |
| — | STARWOOD PPTY TR INC | 5,200,000 | $5,184 | 0.3% | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | ENERGY XXI BERMUDA LTD | 43,928,000 | $4,393 | 0.2% | $0.21 | — | NOTE 3.000%12/1 | 29274UAB7 |
| ON | ON SEMICONDUCTOR CORP | 443,926 | $4,173 | 0.2% | $12.27 | -17.2% | COM | 682189105 |
| — | EASTERLY ACQUISITION CORP | 396,598 | $4,006 | 0.2% | $10.10 | — | UNIT 99/99/9999 | 27616L201 |
| — | CLIFFS NAT RES INC | 1,200,000 | $2,928 | 0.1% | — | — | Call | 18683K101 |
| DY | DYCOM INDS INC | 28,111 | $2,034 | 0.1% | $69.22 | 0.0% | COM | 267475101 |
| — | JM GLOBAL HLDG CO | 200,000 | $1,970 | 0.1% | $9.85 | — | UNIT 99/99/9999 | 46590H200 |
| — | LIBERTY MEDIA CORP | 3,500,000 | $1,819 | 0.1% | $0.55 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | CENVEO INC | 934,455 | $1,757 | 0.1% | $1.88 | — | COM | 15670S105 |
| — | SHIP FINANCE INTERNATIONAL | 96,782 | $1,573 | 0.1% | $16.32 | — | L SHS | G81075106 |
| — | CAESARS ENTMT CORP | 212,752 | $1,254 | 0.1% | $5.89 | — | COM | 127686103 |
| — | MCCLATCHY CO | 1,186,812 | $1,151 | 0.1% | $1.02 | — | CL A | 579489105 |
| — | CUMULUS MEDIA INC | 1,626,870 | $1,145 | 0.1% | $0.97 | — | CL A | 231082108 |
| — | ING GROEP N V | 500,000 | $476 | 0.0% | $0.97 | — | DBCV 6.500%12/2 | 456837AF0 |
| — | FRONTLINE LTD | 125,000 | $336 | 0.0% | $2.69 | — | SHS | G3682E127 |
| — | NII HLDGS INC | 50,000 | $326 | 0.0% | $6.52 | — | COM PAR $0.001 | 62913F508 |
| EXEL | EXELIXIS INC | 57,332 | $322 | 0.0% | $5.44 | 0.0% | COM | 30161Q104 |
| GLD | SPDR GOLD TRUST | 2,600 | $278 | 0.0% | $106.92 | — | GOLD SHS | 78463V107 |
| — | SANDRIDGE ENERGY INC | 380,142 | $103 | 0.0% | $0.88 | — | COM | 80007P307 |