CIK: 0001080171 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 16, 2016
Total Value ($000): $861,196 (49.6% shares, 50.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | YAHOO INC | 6,706,853 | $246,879 | 28.7% | $37.77 | — | COM | 984332106 |
| — | NVIDIA CORP | 45,250,000 | $80,761 | 9.4% | $1.59 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | PALO ALTO NETWORKS INC | 41,200,000 | $64,206 | 7.5% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| — | COBALT INTL ENERGY INC | 86,037,000 | $43,672 | 5.1% | $0.65 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | SINA CORP | 721,300 | $34,168 | 4.0% | $49.40 | — | Put | G81477104 |
| GLD | SPDR GOLD TRUST | 230,000 | $27,057 | 3.1% | $106.92 | — | Put | 78463V107 |
| — | TESARO INC | 18,200,000 | $26,769 | 3.1% | $1.47 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | MEDICINES CO | 20,865,000 | $23,708 | 2.8% | $1.14 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | COBALT INTL ENERGY INC | 57,350,000 | $23,535 | 2.7% | $0.63 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| HLF | HERBALIFE LTD | 352,090 | $21,675 | 2.5% | $21.10 | +22.3% | COM USD SHS | G4412G101 |
| — | MERCADOLIBRE INC | 17,571,000 | $19,882 | 2.3% | $1.04 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | MERRIMACK PHARMACEUTICALS IN | 12,522,000 | $18,856 | 2.2% | $1.05 | — | NOTE 4.500% 7/1 | 590328AA8 |
| — | TESLA MTRS INC | 19,500,000 | $16,740 | 1.9% | $0.93 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | MOLINA HEALTHCARE INC | 10,000,000 | $16,494 | 1.9% | $1.65 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | PRICELINE GRP INC | 12,190 | $15,712 | 1.8% | $1230.60 | — | COM NEW | 741503403 |
| — | LIBERTY MEDIA CORP | 25,934,000 | $14,766 | 1.7% | $0.66 | — | DEB 4.000%11/1 | 530715AG6 |
| — | CLIFFS NAT RES INC | 4,695,000 | $14,085 | 1.6% | $3.00 | — | COM | 18683K101 |
| — | UNITED STATES STL CORP NEW | 868,600 | $13,941 | 1.6% | — | — | Put | 912909108 |
| — | SEADRILL LIMITED | 3,898,000 | $12,863 | 1.5% | $3.30 | — | SHS | G7945E105 |
| — | LIBERTY MEDIA CORP | 21,567,000 | $12,199 | 1.4% | $0.61 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | HERBALIFE LTD | 12,155,000 | $11,714 | 1.4% | $0.86 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | EXELIXIS INC | 10,500,000 | $10,434 | 1.2% | $0.99 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 9,751,000 | $9,524 | 1.1% | $1.00 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | CORSICANTO LTD | 10,878,000 | $8,945 | 1.0% | $0.71 | — | NOTE 3.500% 1/1 | 220480AB3 |
| — | SINA CORP | 8,500,000 | $8,362 | 1.0% | $0.91 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | NRG YIELD INC | 468,939 | $6,364 | 0.7% | $21.99 | — | CL A NEW | 62942X306 |
| WDC | WESTERN DIGITAL CORP | 125,000 | $5,905 | 0.7% | — | — | Put | 958102105 |
| — | ACCURAY INC | 4,800,000 | $5,786 | 0.7% | $1.77 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | IAC INTERACTIVECORP | 108,508 | $5,109 | 0.6% | $47.08 | — | COM | 44919P508 |
| — | ENCORE CAP GROUP INC | 5,080,000 | $5,084 | 0.6% | $1.51 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | NUVASIVE INC | 98,600 | $4,797 | 0.6% | $48.65 | — | COM | 670704105 |
| — | TESLA MTRS INC | 2,500,000 | $4,606 | 0.5% | $2.04 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | ZIONS BANCORPORATION | 1,596,361 | $3,783 | 0.4% | $5.84 | — | *W EXP 05/22/202 | 989701115 |
| — | CLIFFS NAT RES INC | 1,200,000 | $3,600 | 0.4% | $3.00 | — | Call | 18683K101 |
| — | MICROCHIP TECHNOLOGY INC | 3,500,000 | $3,575 | 0.4% | $1.02 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | GENER8 MARITIME INC | 484,280 | $3,419 | 0.4% | $9.45 | — | COM | Y26889108 |
| — | CHESAPEAKE ENERGY CORP | 702,640 | $2,895 | 0.3% | $4.50 | — | COM | 165167107 |
| — | WL ROSS HLDG CORP | 210,000 | $2,106 | 0.2% | $10.03 | — | COM SHS | 92939D104 |
| — | CHESAPEAKE ENERGY CORP | 4,500,000 | $1,862 | 0.2% | $0.37 | — | NOTE 2.250%12/1 | 165167CB1 |
| — | AK STL CORP | 2,000,000 | $1,817 | 0.2% | $0.91 | — | NOTE 5.000%11/1 | 001546AP5 |
| — | SUNEDISON INC | 2,114,556 | $1,142 | 0.1% | $0.76 | — | COM | 86732Y109 |
| ON | ON SEMICONDUCTOR CORP | 103,426 | $992 | 0.1% | $11.86 | -27.8% | COM | 682189105 |
| — | SHIP FINANCE INTERNATIONAL L | 57,686 | $801 | 0.1% | $16.36 | — | SHS | G81075106 |
| — | ENERGY XXI BERMUDA LTD | 43,928,000 | $329 | 0.0% | $0.21 | — | NOTE 3.000%12/1 | 29274UAB7 |
| — | ULTRA PETROLEUM CORP | 400,000 | $199 | 0.0% | $0.50 | — | COM | 903914109 |
| — | ENERGY XXI LTD | 125,000 | $78 | 0.0% | $0.62 | — | USD UNRS SHS | G10082140 |
| — | SUNTECH PWR HLDGS CO LTD | 15,170,000 | $0 | 0.0% | — | — | NOTE 3.000% 8/3 | 86800CAE4 |