CIK: 0001029160 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 15, 2016
Total Value ($000): $4,675,713 (69.1% shares, 30.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 4,004,000 | $838,958 | 17.9% | $205.07 | — | Put | 78462F103 |
| LBRDK | LIBERTY BROADBAND CORP | 8,892,050 | $533,523 | 11.4% | $54.59 | 0.0% | COM SER C | 530307305 |
| — | JDS UNIPHASE CORP | 250,782,000 | $245,610 | 5.3% | $0.99 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| IWM | ISHARES TR | 1,813,000 | $208,441 | 4.5% | — | — | Put | 464287655 |
| — | CIENA CORP | 205,139,000 | $203,729 | 4.4% | $0.99 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | NUANCE COMMUNICATIONS INC | 185,534,000 | $187,621 | 4.0% | $1.00 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | FIREEYE INC | 182,302,000 | $166,237 | 3.6% | $0.91 | — | NOTE 1.000% 6/0 | 31816QAB7 |
| AGRO | ADECOAGRO S A | 11,917,157 | $130,731 | 2.8% | $6.50 | +50.3% | COM | L00849106 |
| — | INVENSENSE INC | 111,290,000 | $104,265 | 2.2% | $0.95 | — | NOTE 1.750%11/0 | 46123DAB2 |
| — | ROVI CORP | 98,560,000 | $93,632 | 2.0% | $0.96 | — | NOTE 0.500% 3/0 | 779376AD4 |
| — | POLYCOM INC | 7,931,566 | $89,230 | 1.9% | $12.33 | — | COM | 73172K104 |
| — | NORTEL NETWORKS CORP NEW | 99,123,000 | $86,485 | 1.8% | $0.86 | — | NOTE 2.125% 4/1 | 656568AE2 |
| — | PROS HOLDINGS INC | 84,602,000 | $75,930 | 1.6% | $0.90 | — | NOTE 2.000%12/0 | 74346YAB9 |
| — | CAESARS ACQUISITION CO | 6,510,083 | $73,043 | 1.6% | $11.82 | — | CL A | 12768T103 |
| HYG | ISHARES TR | 820,000 | $69,446 | 1.5% | — | — | Put | 464288513 |
| — | ROVI CORP | 4,066,666 | $63,603 | 1.4% | $15.64 | — | COM | 779376102 |
| GLPI | GAMING & LEISURE PPTYS INC | 1,801,471 | $62,115 | 1.3% | $34.88 | — | COM | 36467J108 |
| — | OCLARO INC | 23,500,000 | $61,996 | 1.3% | $2.90 | — | NOTE 6.000% 2/1 | 67555NAB3 |
| — | TIVO INC | 62,012,000 | $60,849 | 1.3% | $0.98 | — | NOTE 2.000%10/0 | 888706AF5 |
| ZTS | ZOETIS INC | 1,258,919 | $59,748 | 1.3% | $31.86 | +37.7% | CL A | 98978V103 |
| CHDN | CHURCHILL DOWNS INC | 387,381 | $48,949 | 1.0% | $12.17 | +73.0% | COM | 171484108 |
| EBAY | EBAY INC | 1,744,830 | $40,846 | 0.9% | $22.06 | -2.7% | COM | 278642103 |
| — | DISH NETWORK CORP | 725,489 | $38,016 | 0.8% | $51.60 | — | CL A | 25470M109 |
| — | CIT GROUP INC (NYQ) | 1,189,474 | $37,956 | 0.8% | $40.03 | — | COM NEW | 125581801 |
| — | LINKEDIN CORP | 38,000,000 | $37,691 | 0.8% | $0.99 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | BROCADE COMMUNICATIONS SYS I | 37,190,000 | $36,679 | 0.8% | $0.99 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| KHC | KRAFT HEINZ CO | 384,133 | $33,988 | 0.7% | $47.82 | +12.1% | COM | 500754106 |
| ESNT | ESSENT GROUP LTD | 1,481,278 | $32,307 | 0.7% | $19.64 | -5.1% | COM | G3198U102 |
| — | TRAVELPORT WORLDWIDE LTD | 2,400,000 | $30,936 | 0.7% | $16.46 | — | SHS | G9019D104 |
| GLD | SPDR GOLD TRUST | 240,000 | $30,365 | 0.6% | $126.52 | — | GOLD SHS | 78463V107 |
| PYPL | PAYPAL HLDGS INC | 817,413 | $29,844 | 0.6% | $35.85 | +6.4% | COM | 70450Y103 |
| — | NOVATEL WIRELESS INC | 41,155,000 | $28,783 | 0.6% | $0.70 | — | NOTE 5.500% 6/1 | 66987MAE9 |
| — | MODEL N INC | 2,135,148 | $28,504 | 0.6% | $11.50 | — | COM | 607525102 |
| — | CAESARS ENTMT CORP | 3,301,393 | $25,388 | 0.5% | $13.42 | — | COM | 127686103 |
| — | CHINA BIOLOGIC PRODS INC | 236,700 | $25,166 | 0.5% | $119.49 | — | COM | 16938C106 |
| — | CHIPMOS TECH BERMUDA LTD | 1,372,921 | $24,864 | 0.5% | $23.66 | — | SHS | G2110R114 |
| — | TWITTER INC | 26,000,000 | $23,953 | 0.5% | $0.92 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| MGM | MGM RESORTS INTERNATIONAL | 1,055,500 | $23,886 | 0.5% | — | — | Put | 552953101 |
| — | BARRICK GOLD CORP | 1,071,074 | $22,867 | 0.5% | $13.58 | — | COM | 067901108 |
| — | EXAR CORP | 2,835,194 | $22,823 | 0.5% | $9.43 | — | COM | 300645108 |
| MDLZ | MONDELEZ INTL INC | 472,731 | $21,514 | 0.5% | $24.70 | +41.0% | CL A | 609207105 |
| — | COMMUNICATIONS SALES&LEAS IN | 730,898 | $21,123 | 0.5% | $28.90 | — | COM | 20341J104 |
| — | E M C CORP MASS | 763,569 | $20,746 | 0.4% | $26.27 | — | COM | 268648102 |
| ELV | ANTHEM INC | 157,600 | $20,699 | 0.4% | $116.54 | +2.9% | Call | 036752103 |
| — | EXA CORP | 1,430,000 | $20,664 | 0.4% | $11.80 | — | COM | 300614500 |
| — | TIME WARNER INC | 269,000 | $19,782 | 0.4% | $73.54 | — | Put | 887317303 |
| — | ALLERGAN PLC | 80,735 | $18,657 | 0.4% | $278.32 | — | SHS | G0177J108 |
| JD | JD COM INC | 848,378 | $18,011 | 0.4% | $27.81 | — | SPON ADR CL A | 47215P106 |
| SUPV | GRUPO SUPERVIELLE S A | 1,370,089 | $17,523 | 0.4% | $12.79 | — | SPONSORED ADR | 40054A108 |
| — | MEAD JOHNSON NUTRITION CO | 180,000 | $16,335 | 0.3% | $86.17 | — | COM | 582839106 |
| — | ACTIVISION BLIZZARD INC | 378,981 | $15,019 | 0.3% | $39.63 | — | COM | 00507V109 |
| W | WAYFAIR INC | 375,000 | $14,625 | 0.3% | $36.49 | +9.3% | Call | 94419L101 |
| — | FIREEYE INC | 16,000,000 | $14,190 | 0.3% | $0.89 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| W | WAYFAIR INC | 352,632 | $13,753 | 0.3% | $36.49 | +9.3% | CL A | 94419L101 |
| EPC | EDGEWELL PERS CARE CO | 162,228 | $13,694 | 0.3% | $82.90 | -11.1% | COM | 28035Q102 |
| ABT | ABBOTT LABS | 329,181 | $12,940 | 0.3% | $30.91 | +7.9% | COM | 002824100 |
| BAX | BAXTER INTL INC | 284,327 | $12,857 | 0.3% | $32.06 | +16.9% | COM | 071813109 |
| — | VIOLIN MEMORY INC | 25,650,000 | $11,366 | 0.2% | $0.60 | — | NOTE 4.250%10/0 | 92763AAB7 |
| NUE | NUCOR CORP | 227,291 | $11,230 | 0.2% | $39.15 | 0.0% | COM | 670346105 |
| SYNA | SYNAPTICS INC | 196,666 | $10,571 | 0.2% | $69.32 | -0.9% | COM | 87157D109 |
| CMCSA | COMCAST CORP NEW | 162,000 | $10,561 | 0.2% | $24.72 | 0.0% | CL A | 20030N101 |
| — | CYBERARK SOFTWARE LTD | 197,334 | $9,588 | 0.2% | $48.59 | — | SHS | M2682V108 |
| — | LIBERTY GLOBAL PLC | 333,300 | $9,549 | 0.2% | — | — | Call | G5480U120 |
| — | REALOGY HLDGS CORP | 325,000 | $9,432 | 0.2% | $38.90 | — | COM | 75605Y106 |
| AMZN | AMAZON COM INC | 12,537 | $8,972 | 0.2% | $26.95 | +25.5% | COM | 023135106 |
| AMAT | APPLIED MATLS INC | 373,596 | $8,955 | 0.2% | $19.78 | 0.0% | COM | 038222105 |
| — | 58 COM INC | 187,526 | $8,606 | 0.2% | $64.01 | — | SPON ADR REP A | 31680Q104 |
| AAL | AMERICAN AIRLS GROUP INC | 296,018 | $8,380 | 0.2% | $36.51 | -11.1% | COM | 02376R102 |
| — | CONSOL ENERGY INC | 500,000 | $8,045 | 0.2% | — | — | Put | 20854P109 |
| MMYT | MAKEMYTRIP LIMITED MAURITIUS | 534,258 | $7,939 | 0.2% | $17.31 | -3.6% | SHS | V5633W109 |
| NVDA | NVIDIA CORP | 163,322 | $7,678 | 0.2% | $1.01 | 0.0% | COM | 67066G104 |
| — | IXIA | 717,238 | $7,043 | 0.2% | $9.82 | — | COM | 45071R109 |
| ALLT | ALLOT COMMUNICATIONS LTD | 1,394,483 | $6,861 | 0.1% | $5.06 | -1.1% | SHS | M0854Q105 |
| HUM | HUMANA INC | 37,833 | $6,805 | 0.1% | $160.08 | +2.6% | COM | 444859102 |
| POWI | POWER INTEGRATIONS INC | 132,671 | $6,643 | 0.1% | $22.25 | 0.0% | COM | 739276103 |
| SPY | SPDR S&P 500 ETF TR | 30,900 | $6,474 | 0.1% | $205.07 | — | TR UNIT | 78462F103 |
| CHTR | CHARTER COMMUNICATIONS INC N | 27,627 | $6,317 | 0.1% | $214.89 | 0.0% | CL A | 16119P108 |
| — | VMWARE INC | 102,870 | $5,886 | 0.1% | $57.22 | — | CL A COM | 928563402 |
| — | QLOGIC CORP | 396,666 | $5,847 | 0.1% | $11.37 | — | COM | 747277101 |
| LOW | LOWES COS INC | 73,695 | $5,834 | 0.1% | $58.89 | +10.0% | COM | 548661107 |
| — | QUANTUM CORP | 12,666,666 | $5,320 | 0.1% | $0.52 | — | COM DSSG | 747906204 |
| — | TIME WARNER INC | 70,000 | $5,148 | 0.1% | $73.54 | — | COM NEW | 887317303 |
| — | LINKEDIN CORP | 26,126 | $4,944 | 0.1% | $189.24 | — | COM CL A | 53578A108 |
| AAL | AMERICAN AIRLS GROUP INC | 166,700 | $4,719 | 0.1% | $36.51 | -11.1% | Call | 02376R102 |
| BAC | BANK AMER CORP | 351,975 | $4,671 | 0.1% | $11.34 | 0.0% | COM | 060505104 |
| — | LIBERTY GLOBAL PLC | 138,400 | $4,465 | 0.1% | $34.47 | — | LILAC SHS CL A | G5480U138 |
| — | SIGMA DESIGNS INC | 655,629 | $4,216 | 0.1% | $6.43 | — | COM | 826565103 |
| CVS | CVS HEALTH CORP | 41,175 | $3,942 | 0.1% | $73.23 | +1.7% | COM | 126650100 |
| — | NETSUITE INC | 4,000,000 | $3,938 | 0.1% | $0.96 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | SPIRIT AIRLS INC | 86,400 | $3,877 | 0.1% | $44.87 | — | COM | 848577102 |
| — | LIONS GATE ENTMNT CORP | 189,187 | $3,827 | 0.1% | $36.83 | — | COM NEW | 535919203 |
| NXPI | NXP SEMICONDUCTORS N V | 48,446 | $3,795 | 0.1% | $76.21 | 0.0% | COM | N6596X109 |
| — | GIGPEAK INC | 1,923,366 | $3,770 | 0.1% | $1.96 | — | COM | 37518Q109 |
| MXL | MAXLINEAR INC | 209,184 | $3,761 | 0.1% | $9.51 | +95.2% | CL A | 57776J100 |
| VIPS | VIPSHOP HLDGS LTD | 315,837 | $3,528 | 0.1% | $11.17 | — | SPONSORED ADR | 92763W103 |
| — | ABEONA THERAPEUTICS INC | 1,462,122 | $3,451 | 0.1% | $4.68 | — | COM | 00289Y107 |
| — | AETNA INC NEW | 28,104 | $3,432 | 0.1% | $112.35 | — | COM | 00817Y108 |
| PAM | PAMPA ENERGIA S A | 123,977 | $3,390 | 0.1% | $22.94 | — | SPONS ADR LVL I | 697660207 |
| — | COTIVITI HLDGS INC | 160,000 | $3,381 | 0.1% | $21.13 | — | COM | 22164K101 |
| WHR | WHIRLPOOL CORP | 20,000 | $3,333 | 0.1% | $149.07 | +18.4% | COM | 963320106 |
| — | MONSANTO CO NEW | 30,000 | $3,102 | 0.1% | $103.39 | — | Call | 61166W101 |
| — | ST JUDE MED INC | 38,860 | $3,031 | 0.1% | $78.00 | — | COM | 790849103 |
| USFD | US FOODS HLDG CORP | 125,000 | $3,030 | 0.1% | $24.41 | 0.0% | COM | 912008109 |
| — | CAVIUM INC | 76,180 | $2,941 | 0.1% | $38.61 | — | COM | 14964U108 |
| CME | CME GROUP INC | 30,000 | $2,922 | 0.1% | $39.16 | +68.1% | COM | 12572Q105 |
| CNC | CENTENE CORP DEL | 38,795 | $2,769 | 0.1% | $29.85 | +5.2% | COM | 15135B101 |
| MNST | MONSTER BEVERAGE CORP NEW | 16,200 | $2,604 | 0.1% | $24.12 | 0.0% | COM | 61174X109 |
| VIAV | VIAVI SOLUTIONS INC | 366,666 | $2,431 | 0.1% | $5.86 | +13.5% | COM | 925550105 |
| — | SERVICEMASTER GLOBAL HLDGS I | 60,000 | $2,388 | 0.1% | $39.80 | — | COM | 81761R109 |
| — | MONSANTO CO NEW | 23,000 | $2,378 | 0.1% | $103.39 | — | COM | 61166W101 |
| — | INVENSENSE INC | 366,666 | $2,248 | 0.0% | $10.32 | — | COM | 46123D205 |
| — | BITAUTO HLDGS LTD | 80,995 | $2,184 | 0.0% | $25.19 | — | SPONSORED ADS | 091727107 |
| HAIN | HAIN CELESTIAL GROUP INC | 43,800 | $2,179 | 0.0% | $46.29 | 0.0% | COM | 405217100 |
| — | WALGREENS BOOTS ALLIANCE INC | 25,558 | $2,128 | 0.0% | $76.20 | — | COM | 931427108 |
| BUD | ANHEUSER BUSCH INBEV SA/NV | 15,873 | $2,090 | 0.0% | $131.67 | — | SPONSORED ADR | 03524A108 |
| — | CORNERSTONE ONDEMAND INC | 2,000,000 | $2,064 | 0.0% | $0.99 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| GM | GENERAL MTRS CO | 62,373 | $1,765 | 0.0% | $24.81 | 0.0% | COM | 37045V100 |
| — | TESLA MTRS INC | 2,000,000 | $1,654 | 0.0% | $0.86 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| HSY | HERSHEY CO | 13,200 | $1,498 | 0.0% | $74.40 | 0.0% | COM | 427866108 |
| — | PINNACLE FOODS INC DEL | 29,100 | $1,347 | 0.0% | $46.29 | — | COM | 72348P104 |
| PG | PROCTER & GAMBLE CO | 15,100 | $1,279 | 0.0% | $61.90 | +2.3% | COM | 742718109 |
| — | BAZAARVOICE INC | 306,666 | $1,230 | 0.0% | $4.01 | — | COM | 073271108 |
| CJESEUR | C&J ENERGY SVCS LTD | 2,000,000 | $1,205 | 0.0% | $0.60 | — | SHS | G3164Q101 |
| AUDC | AUDIOCODES LTD | 277,188 | $1,161 | 0.0% | $3.40 | 0.0% | ORD | M15342104 |
| — | INTERCEPT PHARMACEUTICALS IN | 8,100 | $1,156 | 0.0% | $142.72 | — | COM | 45845P108 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 7,800 | $1,102 | 0.0% | $147.42 | 0.0% | SHS USD | G50871105 |
| — | AKORN INC | 38,400 | $1,094 | 0.0% | $28.49 | — | COM | 009728106 |
| — | PROS HOLDINGS INC | 56,666 | $988 | 0.0% | $11.79 | — | COM | 74346Y103 |
| PRGO | PERRIGO CO PLC | 10,800 | $979 | 0.0% | $123.24 | -16.0% | SHS | G97822103 |
| VC | VISTEON CORP | 13,300 | $875 | 0.0% | $74.35 | 0.0% | COM NEW | 92839U206 |
| — | MEDIVATION INC | 12,800 | $772 | 0.0% | $60.31 | — | COM | 58501N101 |
| SWKS | SKYWORKS SOLUTIONS INC | 11,900 | $753 | 0.0% | $55.55 | 0.0% | COM | 83088M102 |
| ALK | ALASKA AIR GROUP INC | 12,900 | $752 | 0.0% | $64.23 | 0.0% | COM | 011659109 |
| ALLE | ALLEGION PUB LTD CO | 10,574 | $734 | 0.0% | $46.09 | +29.0% | ORD SHS | G0176J109 |
| GSIT | GSI TECHNOLOGY | 171,081 | $713 | 0.0% | $5.33 | -25.8% | COM | 36241U106 |
| DIS | DISNEY WALT CO | 6,900 | $675 | 0.0% | $92.18 | 0.0% | COM DISNEY | 254687106 |
| — | PANDORA MEDIA INC | 51,000 | $635 | 0.0% | $12.45 | — | COM | 698354107 |
| — | CERNER CORP | 10,800 | $633 | 0.0% | $58.61 | — | COM | 156782104 |
| SCI | SERVICE CORP INTL | 23,400 | $633 | 0.0% | $26.38 | 0.0% | COM | 817565104 |
| AN | AUTONATION INC | 13,200 | $620 | 0.0% | $47.98 | 0.0% | COM | 05329W102 |
| — | GLOBALSTAR INC | 500,000 | $605 | 0.0% | $4.13 | — | COM | 378973408 |
| INCY | INCYTE CORP | 7,500 | $600 | 0.0% | $77.62 | 0.0% | COM | 45337C102 |
| — | SEATTLE GENETICS INC | 14,700 | $594 | 0.0% | $40.41 | — | COM | 812578102 |
| — | ALLIANCE ONE INTL INC | 36,099 | $556 | 0.0% | $23.90 | — | COM NEW | 018772301 |
| VRTX | VERTEX PHARMACEUTICALS INC | 6,300 | $542 | 0.0% | $86.41 | 0.0% | COM | 92532F100 |
| PPC | PILGRIMS PRIDE CORP NEW | 18,700 | $476 | 0.0% | $25.13 | 0.0% | COM | 72147K108 |
| — | GENCO SHIPPING & TRADING LTD | 747,838 | $426 | 0.0% | $3.91 | — | SHS NEW | Y2685T115 |
| KODK | EASTMAN KODAK CO | 24,123 | $388 | 0.0% | $25.87 | -50.0% | COM NEW | 277461406 |
| — | VIOLIN MEMORY INC | 416,666 | $383 | 0.0% | $3.96 | — | COM | 92763A101 |
| MAA | MID-AMER APT CMNTYS INC | 3,600 | $383 | 0.0% | $72.05 | 0.0% | COM | 59522J103 |
| — | FOOT LOCKER INC | 6,800 | $373 | 0.0% | $54.85 | — | COM | 344849104 |
| — | SYNTEL INC | 8,100 | $367 | 0.0% | $45.31 | — | COM | 87162H103 |
| CAR | AVIS BUDGET GROUP | 10,800 | $348 | 0.0% | $26.25 | 0.0% | COM | 053774105 |
| IPGP | IPG PHOTONICS CORP | 4,300 | $344 | 0.0% | $87.94 | 0.0% | COM | 44980X109 |
| SBNY | SIGNATURE BK NEW YORK N Y | 2,700 | $337 | 0.0% | $124.81 | — | COM | 82669G104 |
| — | LORAL SPACE & COMMUNICATNS I | 9,369 | $330 | 0.0% | $63.94 | — | COM | 543881106 |
| EAT | BRINKER INTL INC | 7,000 | $319 | 0.0% | $39.71 | 0.0% | COM | 109641100 |
| MAT | MATTEL INC | 10,100 | $316 | 0.0% | $31.72 | 0.0% | COM | 577081102 |
| KMX | CARMAX INC | 6,200 | $304 | 0.0% | $51.36 | 0.0% | COM | 143130102 |
| CALX | CALIX INC | 43,872 | $303 | 0.0% | $6.84 | 0.0% | COM | 13100M509 |
| — | VIACOM INC NEW | 7,200 | $299 | 0.0% | $41.53 | — | CL B | 92553P201 |
| SGI | TEMPUR SEALY INTL INC | 5,300 | $293 | 0.0% | $14.75 | 0.0% | COM | 88023U101 |
| DAL | DELTA AIR LINES INC DEL | 7,900 | $288 | 0.0% | $37.78 | 0.0% | COM NEW | 247361702 |
| — | ABEONA THERAPEUTICS INC | 250,000 | $238 | 0.0% | $1.90 | — | *W EXP 12/19/201 | 00289Y115 |
| — | SERVICESOURCE INTL INC | 46,460 | $187 | 0.0% | $4.02 | — | COM | 81763U100 |
| — | FIRST NIAGARA FINL GP INC | 16,200 | $158 | 0.0% | $9.75 | — | COM | 33582V108 |
| — | DSP GROUP INC | 14,872 | $158 | 0.0% | $9.12 | — | COM | 23332B106 |
| — | KEY ENERGY SVCS INC | 500,000 | $116 | 0.0% | $1.67 | — | COM | 492914106 |
| — | REX ENERGY CORPORATION | 165,000 | $109 | 0.0% | $0.77 | — | COM | 761565100 |
| — | TOWERSTREAM CORP | 431,800 | $73 | 0.0% | $2.63 | — | COM | 892000100 |
| — | BIOAMBER INC | 194,000 | $70 | 0.0% | $0.55 | — | *W EXP 05/09/201 | 09072Q114 |
| — | EASTMAN KODAK CO | 8,383 | $34 | 0.0% | $15.98 | — | *W EXP 09/03/201 | 277461141 |
| — | EASTMAN KODAK CO | 8,383 | $29 | 0.0% | $17.24 | — | *W EXP 09/03/201 | 277461133 |