CIK: 0001080171 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 15, 2016
Total Value ($000): $1,252,526 (43.4% shares, 56.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | YAHOO INC | 6,406,553 | $240,630 | 19.2% | $37.77 | — | COM | 984332106 |
| — | TESLA MTRS INC | 107,774,000 | $183,419 | 14.6% | $1.71 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | NVIDIA CORP | 62,750,000 | $146,515 | 11.7% | $1.80 | — | NOTE 1.000%12/0 | 67066GAC8 |
| IWM | ISHARES TR | 600,000 | $68,988 | 5.5% | — | — | Put | 464287655 |
| — | PALO ALTO NETWORKS INC | 38,575,000 | $49,256 | 3.9% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| — | TESLA MTRS INC | 45,500,000 | $37,702 | 3.0% | $0.87 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | SINA CORP | 721,300 | $37,414 | 3.0% | $51.87 | — | Put | G81477104 |
| — | SINA CORP | 620,388 | $32,180 | 2.6% | $51.87 | — | ORD | G81477104 |
| — | COBALT INTL ENERGY INC | 80,037,000 | $30,148 | 2.4% | $0.65 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | MERCADOLIBRE INC | 23,571,000 | $29,877 | 2.4% | $1.10 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | CLIFFS NAT RES INC | 4,810,878 | $27,278 | 2.2% | $3.06 | — | COM | 18683K101 |
| — | ALLEGHENY TECHNOLOGIES INC | 25,500,000 | $27,094 | 2.2% | $1.06 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | AK STL CORP | 18,183,000 | $20,910 | 1.7% | $1.12 | — | NOTE 5.000%11/1 | 001546AP5 |
| GLD | SPDR GOLD TRUST | 160,000 | $20,235 | 1.6% | — | — | Put | 78463V107 |
| — | IAC INTERACTIVECORP | 351,604 | $19,795 | 1.6% | $53.46 | — | COM | 44919P508 |
| — | COBALT INTL ENERGY INC | 58,613,000 | $19,643 | 1.6% | $0.62 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | SEADRILL LIMITED | 5,274,156 | $17,088 | 1.4% | $3.28 | — | SHS | G7945E105 |
| — | TESARO INC | 6,700,000 | $16,827 | 1.3% | $1.47 | — | NOTE 3.000%10/0 | 881569AA5 |
| HLF | HERBALIFE LTD | 285,890 | $16,733 | 1.3% | $21.10 | +41.8% | COM USD SHS | G4412G101 |
| WB | WEIBO CORP | 566,289 | $16,088 | 1.3% | $28.41 | — | SPONSORED ADR | 948596101 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 13,321,000 | $14,101 | 1.1% | $1.01 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | WEBMD HEALTH CORP | 11,000,000 | $13,977 | 1.1% | $1.27 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | LIBERTY MEDIA CORP | 23,934,000 | $13,942 | 1.1% | $0.66 | — | DEB 4.000%11/1 | 530715AG6 |
| — | CHESAPEAKE ENERGY CORP | 13,725,000 | $12,781 | 1.0% | $0.93 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | WEATHERFORD INTL LTD | 10,500,000 | $11,484 | 0.9% | $1.09 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | LIBERTY MEDIA CORP | 19,492,000 | $11,147 | 0.9% | $0.61 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | CLIFFS NAT RES INC | 1,700,000 | $9,639 | 0.8% | $3.06 | — | Call | 18683K101 |
| — | RED HAT INC | 120,300 | $8,734 | 0.7% | $72.60 | — | COM | 756577102 |
| — | SINA CORP | 8,500,000 | $8,391 | 0.7% | $0.91 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | PRICELINE GRP INC | 6,650 | $8,302 | 0.7% | $1230.60 | — | COM NEW | 741503403 |
| — | HERBALIFE LTD | 8,155,000 | $8,104 | 0.6% | $0.86 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | CHESAPEAKE ENERGY CORP | 10,000,000 | $8,000 | 0.6% | $0.61 | — | NOTE 2.250%12/1 | 165167CB1 |
| — | STARWOOD PPTY TR INC | 7,500,000 | $7,931 | 0.6% | $1.06 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | MEDICINES CO | 6,365,000 | $7,532 | 0.6% | $1.14 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | MOLINA HEALTHCARE INC | 4,500,000 | $6,089 | 0.5% | $1.65 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | CORSICANTO LTD | 5,878,000 | $6,003 | 0.5% | $0.71 | — | NOTE 3.500% 1/1 | 220480AB3 |
| — | ACCURAY INC | 4,800,000 | $5,430 | 0.4% | $1.77 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | ISIS PHARMACEUTICALS INC DEL | 7,500,000 | $5,339 | 0.4% | $0.71 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | CHESAPEAKE ENERGY CORP | 1,031,914 | $4,417 | 0.4% | $4.43 | — | COM | 165167107 |
| — | CHESAPEAKE ENERGY CORP | 4,200,000 | $3,911 | 0.3% | $0.93 | — | NOTE 2.500% 5/1 | 165167CA3 |
| — | TRONOX LTD | 810,929 | $3,576 | 0.3% | $4.41 | — | SHS CL A | Q9235V101 |
| — | ZIONS BANCORPORATION | 1,596,361 | $3,448 | 0.3% | $5.84 | — | *W EXP 05/22/202 | 989701115 |
| — | ENCORE CAP GROUP INC | 3,080,000 | $3,038 | 0.2% | $1.51 | — | NOTE 3.000%11/2 | 292554AD4 |
| NXPI | NXP SEMICONDUCTORS N V | 37,800 | $2,961 | 0.2% | $76.21 | 0.0% | COM | N6596X109 |
| FCX | FREEPORT-MCMORAN INC | 158,904 | $1,770 | 0.1% | $10.05 | 0.0% | CL B | 35671D857 |
| UIS | UNISYS CORP | 235,000 | $1,711 | 0.1% | $7.66 | 0.0% | COM NEW | 909214306 |
| — | ALLERGAN | 6,500 | $1,502 | 0.1% | $231.08 | — | SHS | G0177J108 |
| RIG | TRANSOCEAN LTD | 103,000 | $1,225 | 0.1% | $10.23 | 0.0% | REG SHS | H8817H100 |
| — | CENVEO INC | 271,075 | $221 | 0.0% | $0.82 | — | COM | 15670S105 |
| — | SUNTECH PWR HLDGS CO LTD | 15,170,000 | $0 | 0.0% | — | — | NOTE 3.000% 8/3 | 86800CAE4 |