CIK: 0001080171 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 14, 2017
Total Value ($000): $2,036,188 (58.0% shares, 42.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALTABA INC | 12,621,128 | $687,599 | 33.8% | $54.48 | — | COM | 021346101 |
| — | SINA CORP | 2,274,781 | $193,288 | 9.5% | $66.24 | — | ORD | G81477104 |
| — | MICROCHIP TECHNOLOGY INC | 91,426,000 | $137,148 | 6.7% | $1.47 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | CTRIP COM INTL LTD | 80,000,000 | $113,184 | 5.6% | $1.41 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | MERCADOLIBRE INC | 53,316,000 | $108,032 | 5.3% | $1.35 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | TESLA INC | 75,875,000 | $95,508 | 4.7% | $1.06 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | TESLA INC | 67,507,000 | $77,296 | 3.8% | $1.15 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | IAC INTERACTIVECORP | 644,450 | $66,533 | 3.3% | $75.03 | — | COM | 44919P508 |
| — | SERVICENOW INC | 43,155,000 | $63,239 | 3.1% | $1.47 | — | NOTE 11/0 | 81762PAB8 |
| — | HERBALIFE LTD | 58,023,000 | $60,415 | 3.0% | $0.99 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | J2 GLOBAL INC | 34,000,000 | $46,488 | 2.3% | $1.36 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 2,568,632 | $42,614 | 2.1% | $10.31 | +4.1% | COM | 42824C109 |
| — | STARWOOD PPTY TR INC | 31,314,000 | $35,685 | 1.8% | $1.12 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | ULTRA PETROLEUM CORP | 2,886,398 | $31,317 | 1.5% | $10.85 | — | COM NEW | 903914208 |
| — | ZIONS BANCORPORATION | 2,210,106 | $28,444 | 1.4% | $7.52 | — | *W EXP 05/22/202 | 989701115 |
| — | SALESFORCE COM INC | 13,500,000 | $17,891 | 0.9% | $1.33 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | BECTON DICKINSON & CO | 310,000 | $16,936 | 0.8% | $54.63 | — | PFD SHS CONV A | 075887208 |
| — | MIDSTATES PETE CO INC | 1,249,329 | $15,829 | 0.8% | $19.19 | — | COM PAR | 59804T407 |
| — | HOSTESS BRANDS INC | 5,423,061 | $15,781 | 0.8% | $2.83 | — | *W EXP 11/04/202 | 44109J114 |
| — | ISIS PHARMACEUTICALS INC DEL | 14,500,000 | $15,356 | 0.8% | $0.91 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | ENTERCOM COMMUNICATIONS CORP | 1,250,000 | $12,938 | 0.6% | $12.72 | — | CL A | 293639100 |
| — | UNISYS CORP | 7,500,000 | $11,480 | 0.6% | $1.53 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | BONANZA CREEK ENERGY INC | 354,364 | $11,237 | 0.6% | $31.71 | — | COM NEW | 097793400 |
| — | LIBERTY MEDIA CORP | 16,434,000 | $11,052 | 0.5% | $0.66 | — | DEB 4.000%11/1 | 530715AG6 |
| — | TESLA INC | 9,256,000 | $10,714 | 0.5% | $0.87 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| GLD | SPDR GOLD TRUST | 80,000 | $9,442 | 0.5% | — | — | Put | 78463V107 |
| GLD | SPDR GOLD TRUST | 80,000 | $9,442 | 0.5% | — | — | Call | 78463V107 |
| — | LIBERTY MEDIA CORP | 13,992,000 | $9,270 | 0.5% | $0.61 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 8,000,000 | $8,750 | 0.4% | $1.09 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | RED HAT INC | 74,500 | $7,133 | 0.4% | $76.31 | — | COM | 756577102 |
| — | SILVER STD RES INC | 7,202,000 | $7,022 | 0.3% | $0.93 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| — | MOLINA HEALTHCARE INC | 4,000,000 | $6,999 | 0.3% | $1.38 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| PCRX | PACIRA PHARMACEUTICALS INC | 142,600 | $6,802 | 0.3% | $43.84 | +5.8% | COM | 695127100 |
| — | MEDICINES CO | 5,000,000 | $6,513 | 0.3% | $1.58 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | DYNEGY INC NEW DEL | 663,256 | $5,485 | 0.3% | $8.27 | — | COM | 26817R108 |
| — | ACCURAY INC | 4,800,000 | $5,193 | 0.3% | $1.77 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | TRONOX LTD | 276,674 | $4,183 | 0.2% | $5.86 | — | SHS CL A | Q9235V101 |
| — | MATCH GROUP INC | 234,692 | $4,079 | 0.2% | $17.10 | — | COM | 57665R106 |
| — | NABORS INDUSTRIES LTD | 499,099 | $4,063 | 0.2% | $12.59 | — | SHS | G6359F103 |
| HLF | HERBALIFE LTD | 52,306 | $3,731 | 0.2% | $22.35 | +50.7% | COM USD SHS | G4412G101 |
| — | MEDICINES CO | 3,450,000 | $3,618 | 0.2% | $1.05 | — | NOTE 2.750% 7/1 | 584688AG0 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL L | 3,500,000 | $3,367 | 0.2% | $1.00 | — | NOTE 5.750%10/1 | G81075AF3 |
| — | REALPAGE INC | 71,106 | $2,556 | 0.1% | $35.95 | — | COM | 75606N109 |
| — | BANK AMER CORP | 133,811 | $1,611 | 0.1% | $11.30 | — | *W EXP 01/16/201 | 060505146 |
| — | COBALT INTL ENERGY INC | 2,500,000 | $650 | 0.0% | $0.43 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | SEADRILL LIMITED | 551,514 | $199 | 0.0% | $3.28 | — | SHS | G7945E105 |
| — | NEXEO SOLUTIONS INC | 142,574 | $76 | 0.0% | $0.65 | — | *W EXP 06/09/202 | 65342H110 |