CIK: 0001080171 · Show all filings
Period: Q2 2019 (← Previous) (Next →)
Filing Date: Aug 14, 2019
Total Value ($000): $2,156,710 (79.2% shares, 20.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALTABA INC | 16,247,471 | $1,127,087 | 52.3% | $62.92 | — | COM | 021346101 |
| LYB | LYONDELLBASELL INDUSTRIES N | 2,627,816 | $226,334 | 10.5% | $55.39 | 0.0% | SHS - A - | N53745100 |
| — | MICROCHIP TECHNOLOGY INC | 94,736,000 | $111,845 | 5.2% | $1.11 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | TESLA INC | 88,000,000 | $86,649 | 4.0% | $0.98 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| GLD | SPDR GOLD TRUST | 550,000 | $73,260 | 3.4% | — | — | Put | 78463V107 |
| — | ON SEMICONDUCTOR CORP | 58,300,000 | $71,767 | 3.3% | $1.38 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | ZIONS BANCORPORATION N A | 2,262,186 | $30,653 | 1.4% | $9.24 | — | *W EXP 05/21/202 | 989701115 |
| — | RADIUS HEALTH INC | 26,000,000 | $23,592 | 1.1% | $0.78 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | CHESAPEAKE ENERGY CORP | 27,000,000 | $21,618 | 1.0% | $0.87 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | SEADRILL LTD | 5,020,279 | $20,884 | 1.0% | $24.78 | — | COM | G7998G106 |
| QQQ | INVESCO QQQ TR | 100,000 | $18,674 | 0.9% | — | — | Put | 46090E103 |
| QQQ | INVESCO QQQ TR | 100,000 | $18,674 | 0.9% | — | — | Call | 46090E103 |
| — | OPKO HEALTH INC | 20,950,000 | $18,352 | 0.9% | $0.93 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | GS ACQUISITION HLDGS CORP | 1,590,000 | $16,695 | 0.8% | $10.22 | — | UNIT 06/12/2023 | 36255F201 |
| — | HOSTESS BRANDS INC | 8,760,793 | $16,646 | 0.8% | $2.39 | — | *W EXP 11/04/202 | 44109J114 |
| — | NABORS INDS INC NEW | 22,500,000 | $16,162 | 0.7% | $0.66 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| GME | GAMESTOP CORP NEW | 2,946,170 | $16,116 | 0.7% | $1.95 | 0.0% | CL A | 36467W109 |
| HLF | HERBALIFE NUTRITION LTD | 369,103 | $15,783 | 0.7% | $47.80 | -0.9% | COM SHS | G4412G101 |
| — | TWITTER INC | 16,000,000 | $15,662 | 0.7% | $0.98 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | LIBERTY MEDIA CORP | 17,053,000 | $12,044 | 0.6% | $0.67 | — | DEB 4.000%11/1 | 530715AG6 |
| WIX | WIX COM LTD | 84,449 | $12,000 | 0.6% | $98.40 | +37.1% | SHS | M98068105 |
| — | CLARIVATE ANALYTICS PLC | 2,500,650 | $11,878 | 0.6% | $4.75 | — | *W EXP 11/09/201 | G21810117 |
| — | BLACKSTONE MTG TR INC | 11,194,000 | $11,714 | 0.5% | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| GDX | VANECK VECTORS ETF TR | 450,000 | $11,502 | 0.5% | — | — | Put | 92189F106 |
| — | LIBERTY MEDIA CORP DELAWARE | 9,000,000 | $10,125 | 0.5% | $1.15 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | HERBALIFE LTD | 10,000,000 | $9,725 | 0.5% | $1.06 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | BLACKSTONE MTG TR INC | 9,000,000 | $9,425 | 0.4% | $1.05 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| XLF | SELECT SECTOR SPDR TR | 331,464 | $9,148 | 0.4% | $27.60 | — | SBI INT-FINL | 81369Y605 |
| PCG | PG&E CORP | 388,400 | $8,902 | 0.4% | — | — | Call | 69331C108 |
| — | NEBULA ACQUISITION CORP | 829,024 | $8,549 | 0.4% | $10.12 | — | UNIT 03/12/2025 | 629076209 |
| — | ENSCO JERSEY FIN LTD | 10,500,000 | $8,214 | 0.4% | $0.68 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| BYND | BEYOND MEAT INC | 50,000 | $8,034 | 0.4% | — | — | Call | 08862E109 |
| — | LIBERTY MEDIA CORP | 10,079,000 | $6,955 | 0.3% | $0.64 | — | DEB 3.750% 2/1 | 530715AL5 |
| NIO | NIO INC | 2,718,099 | $6,931 | 0.3% | $2.55 | — | SPON ADS | 62914V106 |
| TMUS | T MOBILE US INC | 74,385 | $5,515 | 0.3% | $71.76 | 0.0% | COM | 872590104 |
| TROX | TRONOX HOLDINGS PLC | 389,586 | $4,979 | 0.2% | $10.58 | +15.9% | SHS | G9087Q102 |
| — | DOMINION ENERGY INC | 45,000 | $4,656 | 0.2% | $103.47 | — | UNIT 99/99/9999 | 25746U133 |
| — | MFA FINL INC | 4,500,000 | $4,542 | 0.2% | $1.01 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| ILMN | ILLUMINA INC | 11,800 | $4,344 | 0.2% | $311.09 | +1.5% | COM | 452327109 |
| — | ZILLOW GROUP INC | 3,750,000 | $4,253 | 0.2% | $1.13 | — | NOTE 2.000%12/0 | 98954MAB7 |
| EEFT | EURONET WORLDWIDE INC | 24,800 | $4,172 | 0.2% | $127.04 | +20.3% | COM | 298736109 |
| — | COUPA SOFTWARE INC | 32,900 | $4,165 | 0.2% | $126.60 | — | COM | 22266L106 |
| — | TEVA PHARMACEUTICAL FIN LLC | 4,000,000 | $3,678 | 0.2% | $0.93 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 250,086 | $3,191 | 0.1% | $13.02 | 0.0% | COM | 024061103 |
| — | CHANGE HEALTHCARE INC | 50,000 | $2,810 | 0.1% | $56.20 | — | UNIT 99/99/9999 | 15912K209 |
| — | PURE ACQUISITION CORP | 250,100 | $2,674 | 0.1% | $10.25 | — | UNIT 04/13/2023 | 74621Q205 |
| — | VEONEER INCORPORATED | 2,500,000 | $2,603 | 0.1% | $1.04 | — | NOTE 4.000% 6/0 | 92336XAA7 |
| — | CONSTELLIUM NV | 258,495 | $2,595 | 0.1% | $8.89 | — | CL A | N22035104 |
| DOCU | DOCUSIGN INC | 39,900 | $1,983 | 0.1% | $47.69 | +12.0% | COM | 256163106 |
| SDLPEUR | SEADRILL PARTNERS LLC | 4,781,266 | $1,782 | 0.1% | $2.49 | — | COMUNIT REP LB | Y7545W109 |
| — | VONAGE HLDGS CORP | 147,400 | $1,670 | 0.1% | $11.33 | — | COM | 92886T201 |
| — | INTELSAT S A | 75,000 | $1,459 | 0.1% | — | — | Call | L5140P101 |
| IQ | IQIYI INC | 66,000 | $1,363 | 0.1% | $20.65 | — | SPONSORED ADS | 46267X108 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 13,600 | $1,165 | 0.1% | $92.68 | -7.7% | COM | 09061G101 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 56,200 | $519 | 0.0% | — | — | Put | 881624209 |
| — | NEBULA ACQUISITION CORP | 51,000 | $515 | 0.0% | $9.65 | — | COM CLASS A | 629076100 |
| — | MONTAGE RES CORP | 62,459 | $381 | 0.0% | $6.10 | — | COM | 61179L100 |
| — | NRC GROUP HLDGS CORP | 58,800 | $97 | 0.0% | $1.65 | — | *W EXP 10/17/202 | 629375114 |