CIK: 0001080171 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 16, 2016
Total Value ($000): $1,358,194 (35.2% shares, 64.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | YAHOO INC | 6,778,100 | $225,440 | 16.6% | $37.77 | — | COM | 984332106 |
| — | NVIDIA CORP | 77,500,000 | $128,682 | 9.5% | $1.59 | — | NOTE 1.000%12/0 | 67066GAC8 |
| CCL | CARNIVAL CORP | 1,256,448 | $68,451 | 5.0% | $44.17 | +1.9% | PAIRED CTF | 143658300 |
| — | COBALT INTL ENERGY INC | 99,434,000 | $57,214 | 4.2% | $0.65 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | HERBALIFE LTD | 64,659,000 | $54,550 | 4.0% | $0.86 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | PALO ALTO NETWORKS INC | 28,700,000 | $47,580 | 3.5% | $1.66 | — | NOTE 7/0 | 697435AB1 |
| — | SINA CORP | 888,700 | $43,902 | 3.2% | $49.40 | — | ORD | G81477104 |
| — | RADIAN GROUP INC | 33,975,000 | $43,871 | 3.2% | $1.74 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | WORKDAY INC | 36,469,000 | $43,362 | 3.2% | $1.15 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | TESLA MTRS INC | 46,500,000 | $42,854 | 3.2% | $0.93 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | EXELIXIS INC | 36,392,000 | $42,560 | 3.1% | $0.99 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | TESLA MTRS INC | 21,000,000 | $41,106 | 3.0% | $2.04 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | TESARO INC | 23,200,000 | $39,021 | 2.9% | $1.47 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | MERCADOLIBRE INC | 28,071,000 | $31,436 | 2.3% | $1.04 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | DEPOMED INC | 26,300,000 | $30,093 | 2.2% | $1.28 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | STARWOOD PPTY TR INC | 23,625,000 | $24,487 | 1.8% | $1.06 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | NXP SEMICONDUCTORS N V | 22,165,000 | $24,393 | 1.8% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | GENER8 MARITIME INC | 2,225,499 | $21,031 | 1.5% | $9.45 | — | COM | Y26889108 |
| GLD | SPDR GOLD TRUST | 205,000 | $20,799 | 1.5% | $106.92 | — | Put | 78463V107 |
| — | COBALT INTL ENERGY INC | 37,850,000 | $19,950 | 1.5% | $0.74 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | LIBERTY MEDIA CORP | 34,634,000 | $19,525 | 1.4% | $0.66 | — | DEB 4.000%11/1 | 530715AG6 |
| — | MERRIMACK PHARMACEUTICALS IN | 12,522,000 | $18,501 | 1.4% | $1.05 | — | NOTE 4.500% 7/1 | 590328AA8 |
| — | SPIRIT RLTY CAP INC NEW | 18,500,000 | $17,747 | 1.3% | $0.98 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | ALERE INC | 16,500,000 | $17,055 | 1.3% | $1.18 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | CORSICANTO LTD | 18,378,000 | $16,655 | 1.2% | $0.71 | — | NOTE 3.500% 1/1 | 220480AB3 |
| — | DHT HOLDINGS INC | 13,500,000 | $16,235 | 1.2% | $1.12 | — | DEBT 4.500%10/0 | 23335SAB2 |
| — | PRICELINE GRP INC | 10,990 | $14,012 | 1.0% | $1224.23 | — | COM NEW | 741503403 |
| — | LIBERTY MEDIA CORP | 24,917,000 | $13,922 | 1.0% | $0.61 | — | DEB 3.750% 2/1 | 530715AL5 |
| HLF | HERBALIFE LTD | 251,787 | $13,501 | 1.0% | $19.22 | +44.5% | COM USD SHS | G4412G101 |
| — | YY INC | 214,600 | $13,406 | 1.0% | — | — | Put | 98426T106 |
| — | ACCURAY INC | 9,800,000 | $13,253 | 1.0% | $1.77 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | ENCORE CAP GROUP INC | 12,580,000 | $13,141 | 1.0% | $1.51 | — | NOTE 3.000%11/2 | 292554AD4 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 11,751,000 | $12,709 | 0.9% | $1.00 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | CENVEO CORP | 16,360,000 | $12,163 | 0.9% | $0.96 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | NRG YIELD INC | 872,562 | $12,137 | 0.9% | $21.99 | — | CL A NEW | 62942X306 |
| — | HYCROFT MNG CORP | 10,795,333 | $11,470 | 0.8% | $1.06 | — | DEBT 15.000%10/2 | 448629AC9 |
| — | CHESAPEAKE ENERGY CORP | 2,514,644 | $11,316 | 0.8% | $4.50 | — | COM | 165167107 |
| — | SINA CORP | 8,500,000 | $8,235 | 0.6% | $0.91 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | PRETIUM RES INC | 1,396,928 | $7,041 | 0.5% | $5.55 | — | COM | 74139C102 |
| — | UNITED STATES STL CORP NEW | 868,600 | $6,931 | 0.5% | — | — | Put | 912909108 |
| — | LINKEDIN CORP | 6,550,000 | $6,865 | 0.5% | $1.05 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | ZIONS BANCORPORATION | 1,769,337 | $5,998 | 0.4% | $5.84 | — | *W EXP 05/22/202 | 989701115 |
| ON | ON SEMICONDUCTOR CORP | 579,126 | $5,675 | 0.4% | $11.86 | -11.3% | COM | 682189105 |
| — | ENERGY XXI BERMUDA LTD | 43,928,000 | $3,295 | 0.2% | $0.21 | — | NOTE 3.000%12/1 | 29274UAB7 |
| — | INTEGRATED DEVICE TECHNOLOGY | 3,000,000 | $3,088 | 0.2% | $1.03 | — | NOTE 0.875%11/1 | 458118AB2 |
| — | SUNEDISON INC | 5,000,000 | $2,496 | 0.2% | $0.50 | — | NOTE 2.750% 1/0 | 86732YAD1 |
| — | SHIP FINANCE INTERNATIONAL L | 118,811 | $1,969 | 0.1% | $16.36 | — | SHS | G81075106 |
| — | CLIFFS NAT RES INC | 1,200,000 | $1,896 | 0.1% | — | — | Call | 18683K101 |
| — | CAESARS ENTMT CORP | 212,752 | $1,679 | 0.1% | $5.89 | — | COM | 127686103 |
| — | LIBERTY MEDIA CORP | 2,750,000 | $1,425 | 0.1% | $0.55 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | CENVEO INC | 1,022,335 | $891 | 0.1% | $1.79 | — | COM | 15670S105 |
| — | JM GLOBAL HLDG CO | 89,263 | $855 | 0.1% | $9.85 | — | UNIT 99/99/9999 | 46590H200 |
| — | CHESAPEAKE ENERGY CORP | 2,500,000 | $825 | 0.1% | $0.33 | — | NOTE 2.250%12/1 | 165167CB1 |
| — | CHESAPEAKE ENERGY CORP | 1,500,000 | $724 | 0.1% | $0.48 | — | NOTE 2.500% 5/1 | 165167CA3 |
| — | SUNEDISON INC | 100,500 | $512 | 0.0% | $5.09 | — | COM | 86732Y109 |
| GLD | SPDR GOLD TRUST | 2,600 | $264 | 0.0% | $106.92 | — | GOLD SHS | 78463V107 |