CIK: 0001080171 · Show all filings
Period: Q1 2019 (← Previous) (Next →)
Filing Date: May 16, 2019
Total Value ($000): $1,834,465 (74.0% shares, 26.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALTABA INC | 10,607,476 | $786,226 | 42.9% | $59.48 | — | COM | 021346101 |
| — | MICROCHIP TECHNOLOGY INC | 82,396,000 | $90,660 | 4.9% | $1.10 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | IAC INTERACTIVECORP | 379,827 | $79,805 | 4.4% | $111.92 | — | COM | 44919P508 |
| — | ON SEMICONDUCTOR CORP | 62,390,000 | $77,262 | 4.2% | $1.38 | — | NOTE 1.000%12/0 | 682189AK1 |
| GLD | SPDR GOLD TRUST | 600,000 | $73,206 | 4.0% | — | — | Put | 78463V107 |
| — | CAESARS ENTMT CORP | 51,000,000 | $72,616 | 4.0% | $1.58 | — | NOTE 5.000%10/0 | 127686AA1 |
| BABA | ALIBABA GROUP HLDG LTD | 261,400 | $47,692 | 2.6% | — | — | Put | 01609W102 |
| BABA | ALIBABA GROUP HLDG LTD | 261,400 | $47,692 | 2.6% | — | — | Call | 01609W102 |
| HYG | ISHARES TR | 500,000 | $43,235 | 2.4% | — | — | Put | 464288513 |
| — | HERBALIFE LTD | 40,372,000 | $42,759 | 2.3% | $1.06 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | SEADRILL LTD | 5,041,162 | $41,892 | 2.3% | $24.78 | — | COM | G7998G106 |
| — | CHESAPEAKE ENERGY CORP | 32,500,000 | $30,196 | 1.6% | $0.87 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | ZIONS BANCORPORATION N A | 2,262,186 | $30,031 | 1.6% | $9.24 | — | *W EXP 05/21/202 | 989701115 |
| — | RADIUS HEALTH INC | 36,000,000 | $29,970 | 1.6% | $0.78 | — | NOTE 3.000% 9/0 | 750469AA6 |
| IWM | ISHARES TR | 190,000 | $29,087 | 1.6% | — | — | Put | 464287655 |
| IWM | ISHARES TR | 190,000 | $29,087 | 1.6% | — | — | Call | 464287655 |
| — | TEVA PHARMACEUTICAL FIN LLC | 30,500,000 | $28,271 | 1.5% | $0.93 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| F | FORD MTR CO DEL | 2,040,000 | $17,911 | 1.0% | — | — | Put | 345370860 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 1,077,100 | $16,889 | 0.9% | — | — | Put | 881624209 |
| — | GS ACQUISITION HLDGS CORP | 1,590,000 | $16,679 | 0.9% | $10.22 | — | UNIT 06/12/2023 | 36255F201 |
| — | ENSCO JERSEY FIN LTD | 21,000,000 | $16,250 | 0.9% | $0.68 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | OPKO HEALTH INC | 16,450,000 | $15,561 | 0.8% | $0.95 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| TROX | TRONOX HOLDINGS PLC | 1,138,776 | $14,975 | 0.8% | $10.58 | 0.0% | SHS | G9087Q102 |
| GDX | VANECK VECTORS ETF TR | 550,000 | $12,331 | 0.7% | — | — | Put | 92189F106 |
| — | LIBERTY MEDIA CORP | 17,553,000 | $12,112 | 0.7% | $0.67 | — | DEB 4.000%11/1 | 530715AG6 |
| — | HOSTESS BRANDS INC | 8,758,093 | $11,386 | 0.6% | $2.39 | — | *W EXP 11/04/202 | 44109J114 |
| — | BLACKSTONE MTG TR INC | 11,194,000 | $11,336 | 0.6% | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | MEDICINES CO | 12,300,000 | $10,409 | 0.6% | $0.97 | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | LIBERTY MEDIA CORP DELAWARE | 9,000,000 | $10,111 | 0.6% | $1.15 | — | NOTE 1.375%10/1 | 531229AB8 |
| WIX | WIX COM LTD | 80,800 | $9,763 | 0.5% | $96.75 | +12.3% | SHS | M98068105 |
| — | NABORS INDS INC NEW | 13,250,000 | $9,483 | 0.5% | $0.62 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | NEBULA ACQUISITION CORP | 829,024 | $8,497 | 0.5% | $10.12 | — | UNIT 03/12/2025 | 629076209 |
| — | STARWOOD WAYPOINT RESIDENTL | 6,000,000 | $7,956 | 0.4% | $1.29 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | LIBERTY MEDIA CORP | 10,579,000 | $7,247 | 0.4% | $0.64 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | MICROCHIP TECHNOLOGY INC | 4,600,000 | $5,080 | 0.3% | $1.20 | — | NOTE 2.250% 2/1 | 595017AH7 |
| DOCU | DOCUSIGN INC | 96,500 | $5,003 | 0.3% | $47.69 | +7.0% | COM | 256163106 |
| SDLPEUR | SEADRILL PARTNERS LLC | 4,748,077 | $4,066 | 0.2% | $2.49 | — | COMUNIT REP LB | Y7545W109 |
| ILMN | ILLUMINA INC | 11,600 | $3,604 | 0.2% | $311.01 | -6.2% | COM | 452327109 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 38,800 | $3,447 | 0.2% | $92.68 | 0.0% | COM | 09061G101 |
| XLE | SELECT SECTOR SPDR TR | 49,300 | $3,260 | 0.2% | — | — | Put | 81369Y506 |
| XLE | SELECT SECTOR SPDR TR | 49,300 | $3,260 | 0.2% | — | — | Call | 81369Y506 |
| EEFT | EURONET WORLDWIDE INC | 22,700 | $3,237 | 0.2% | $124.65 | 0.0% | COM | 298736109 |
| — | PURE ACQUISITION CORP | 250,100 | $2,646 | 0.1% | $10.25 | — | UNIT 04/13/2023 | 74621Q205 |
| CHGG | CHEGG INC | 64,000 | $2,440 | 0.1% | $36.43 | 0.0% | COM | 163092109 |
| — | LIVEPERSON INC | 71,800 | $2,084 | 0.1% | $29.03 | — | COM | 538146101 |
| — | WEATHERFORD INTL PLC | 2,800,000 | $1,954 | 0.1% | $0.70 | — | ORD SHS | G48833100 |
| HLF | HERBALIFE NUTRITION LTD | 32,948 | $1,746 | 0.1% | $52.38 | +9.6% | COM SHS | G4412G101 |
| — | PLURALSIGHT INC | 38,500 | $1,222 | 0.1% | $31.74 | — | COM CL A | 72941B106 |
| — | INTELSAT S A | 75,000 | $1,175 | 0.1% | — | — | Call | L5140P101 |
| — | CONSTELLIUM NV | 144,000 | $1,149 | 0.1% | $7.98 | — | CL A | N22035104 |
| — | NEBULA ACQUISITION CORP | 51,000 | $509 | 0.0% | $9.65 | — | COM CLASS A | 629076100 |