Location: Greenwich, CT
CIK: 0001080171 · Show all filings
Period: Q1 2019 (← Previous) (Next →)
Filing Date: May 16, 2019
Total Value: $1.834B (74.0% shares, 26.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALTABA INC | 10,607,476 | $786M | 42.9% | — | — | COM | 021346101 |
| — | MICROCHIP TECHNOLOGY INC | 82,396,000 | $90.66M | 4.9% | — | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | IAC INTERACTIVECORP | 379,827 | $79.81M | 4.4% | — | — | COM | 44919P508 |
| — | ON SEMICONDUCTOR CORP | 62,390,000 | $77.26M | 4.2% | — | — | NOTE 1.000%12/0 | 682189AK1 |
| GLD | SPDR GOLD TRUST | 600,000 | $73.21M | 4.0% | — | — | Put | 78463V107 |
| — | CAESARS ENTMT CORP | 51,000,000 | $72.62M | 4.0% | — | — | NOTE 5.000%10/0 | 127686AA1 |
| BABA | ALIBABA GROUP HLDG LTD | 261,400 | $47.69M | 2.6% | — | — | Put | 01609W102 |
| BABA | ALIBABA GROUP HLDG LTD | 261,400 | $47.69M | 2.6% | — | — | Call | 01609W102 |
| HYG | ISHARES TR | 500,000 | $43.23M | 2.4% | — | — | Put | 464288513 |
| — | HERBALIFE LTD | 40,372,000 | $42.76M | 2.3% | — | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | SEADRILL LTD | 5,041,162 | $41.89M | 2.3% | — | — | COM | G7998G106 |
| — | CHESAPEAKE ENERGY CORP | 32,500,000 | $30.2M | 1.6% | — | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | ZIONS BANCORPORATION N A | 2,262,186 | $30.03M | 1.6% | — | — | *W EXP 05/21/202 | 989701115 |
| — | RADIUS HEALTH INC | 36,000,000 | $29.97M | 1.6% | — | — | NOTE 3.000% 9/0 | 750469AA6 |
| IWM | ISHARES TR | 190,000 | $29.09M | 1.6% | — | — | Put | 464287655 |
| IWM | ISHARES TR | 190,000 | $29.09M | 1.6% | — | — | Call | 464287655 |
| — | TEVA PHARMACEUTICAL FIN LLC | 30,500,000 | $28.27M | 1.5% | — | — | DBCV 0.250% 2/0 | 88163VAE9 |
| F | FORD MTR CO DEL | 2,040,000 | $17.91M | 1.0% | — | — | Put | 345370860 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 1,077,100 | $16.89M | 0.9% | — | — | Put | 881624209 |
| — | GS ACQUISITION HLDGS CORP | 1,590,000 | $16.68M | 0.9% | — | — | UNIT 06/12/2023 | 36255F201 |
| — | ENSCO JERSEY FIN LTD | 21,000,000 | $16.25M | 0.9% | — | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | OPKO HEALTH INC | 16,450,000 | $15.56M | 0.8% | — | — | NOTE 4.500% 2/1 | 68375NAD5 |
| TROX | TRONOX HOLDINGS PLC | 1,138,776 | $14.97M | 0.8% | — | — | SHS | G9087Q102 |
| GDX | VANECK VECTORS ETF TR | 550,000 | $12.33M | 0.7% | — | — | Put | 92189F106 |
| — | LIBERTY MEDIA CORP | 17,553,000 | $12.11M | 0.7% | — | — | DEB 4.000%11/1 | 530715AG6 |
| — | HOSTESS BRANDS INC | 8,758,093 | $11.39M | 0.6% | — | — | *W EXP 11/04/202 | 44109J114 |
| — | BLACKSTONE MTG TR INC | 11,194,000 | $11.34M | 0.6% | — | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | MEDICINES CO | 12,300,000 | $10.41M | 0.6% | — | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | LIBERTY MEDIA CORP DELAWARE | 9,000,000 | $10.11M | 0.6% | — | — | NOTE 1.375%10/1 | 531229AB8 |
| WIX | WIX COM LTD | 80,800 | $9.763M | 0.5% | — | — | SHS | M98068105 |
| — | NABORS INDS INC NEW | 13,250,000 | $9.483M | 0.5% | — | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | NEBULA ACQUISITION CORP | 829,024 | $8.497M | 0.5% | — | — | UNIT 03/12/2025 | 629076209 |
| — | STARWOOD WAYPOINT RESIDENTL | 6,000,000 | $7.956M | 0.4% | — | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | LIBERTY MEDIA CORP | 10,579,000 | $7.247M | 0.4% | — | — | DEB 3.750% 2/1 | 530715AL5 |
| — | MICROCHIP TECHNOLOGY INC | 4,600,000 | $5.08M | 0.3% | — | — | NOTE 2.250% 2/1 | 595017AH7 |
| DOCU | DOCUSIGN INC | 96,500 | $5.003M | 0.3% | — | — | COM | 256163106 |
| SDLPEUR | SEADRILL PARTNERS LLC | 4,748,077 | $4.066M | 0.2% | — | — | COMUNIT REP LB | Y7545W109 |
| ILMN | ILLUMINA INC | 11,600 | $3.604M | 0.2% | — | — | COM | 452327109 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 38,800 | $3.447M | 0.2% | — | — | COM | 09061G101 |
| XLE | SELECT SECTOR SPDR TR | 49,300 | $3.26M | 0.2% | — | — | Put | 81369Y506 |
| XLE | SELECT SECTOR SPDR TR | 49,300 | $3.26M | 0.2% | — | — | Call | 81369Y506 |
| EEFT | EURONET WORLDWIDE INC | 22,700 | $3.237M | 0.2% | — | — | COM | 298736109 |
| — | PURE ACQUISITION CORP | 250,100 | $2.646M | 0.1% | — | — | UNIT 04/13/2023 | 74621Q205 |
| CHGG | CHEGG INC | 64,000 | $2.44M | 0.1% | — | — | COM | 163092109 |
| — | LIVEPERSON INC | 71,800 | $2.084M | 0.1% | — | — | COM | 538146101 |
| — | WEATHERFORD INTL PLC | 2,800,000 | $1.954M | 0.1% | — | — | ORD SHS | G48833100 |
| HLF | HERBALIFE NUTRITION LTD | 32,948 | $1.746M | 0.1% | — | — | COM SHS | G4412G101 |
| — | PLURALSIGHT INC | 38,500 | $1.222M | 0.1% | — | — | COM CL A | 72941B106 |
| — | INTELSAT S A | 75,000 | $1.175M | 0.1% | — | — | Call | L5140P101 |
| — | CONSTELLIUM NV | 144,000 | $1.149M | 0.1% | — | — | CL A | N22035104 |
| — | NEBULA ACQUISITION CORP | 51,000 | $509K | 0.0% | — | — | COM CLASS A | 629076100 |