CIK: 0001080171 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 14, 2013
Total Value ($000): $1,145,967 (56.4% shares, 43.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | HARTFORD FINL SVCS GROUP INC | 8,485,900 | $185,841 | 16.2% | $21.90 | — | *W EXP 06/26/201 | 416515120 |
| ZTS | ZOETIS INC | 3,862,212 | $119,304 | 10.4% | $29.32 | 0.0% | CL A | 98978V103 |
| — | OMNICARE INC | 59,696,000 | $110,813 | 9.7% | $1.86 | — | NOTE 3.750%12/1 | 681904AN8 |
| — | GENERAL MTRS CO | 3,782,091 | $90,770 | 7.9% | $24.00 | — | *W EXP 07/10/201 | 37045V118 |
| — | CEMEX SAB DE CV | 70,000,000 | $85,306 | 7.4% | $1.22 | — | NOTE 3.250% 3/1 | 151290BB8 |
| — | GENERAL MTRS CO | 2,816,571 | $46,051 | 4.0% | $16.35 | — | *W EXP 07/10/201 | 37045V126 |
| VC | VISTEON CORP | 530,607 | $33,492 | 2.9% | $34.83 | 0.0% | COM NEW | 92839U206 |
| — | CEMEX SAB DE CV | 26,500,000 | $32,792 | 2.9% | $1.24 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | DENDREON CORP | 39,971,000 | $29,547 | 2.6% | $0.74 | — | NOTE 2.875% 1/1 | 24823QAC1 |
| — | LINCOLN NATL CORP IND | 1,026,790 | $27,672 | 2.4% | $26.95 | — | *W EXP 07/10/201 | 534187117 |
| — | MOLYCORP INC DEL | 30,459,000 | $23,948 | 2.1% | $0.79 | — | NOTE 6.000% 9/0 | 608753AF6 |
| — | TESLA MTRS INC | 19,500,000 | $21,935 | 1.9% | $1.12 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | MANNKIND CORP | 19,500,000 | $21,901 | 1.9% | $1.12 | — | NOTE 5.750% 8/1 | 56400PAC6 |
| — | VODAFONE GROUP PLC NEW | 761,000 | $21,875 | 1.9% | $28.75 | — | SPONS ADR NEW | 92857W209 |
| — | NAVISTAR INTL CORP NEW | 21,000,000 | $20,423 | 1.8% | $0.97 | — | NOTE 3.000%10/1 | 63934EAL2 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 21,000,000 | $20,147 | 1.8% | $0.96 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | RAIT FINANCIAL TRUST | 13,651,000 | $17,073 | 1.5% | $1.25 | — | NOTE 7.000% 4/0 | 749227AA2 |
| TDS | TELEPHONE & DATA SYS INC | 674,199 | $16,619 | 1.5% | $22.54 | 0.0% | COM NEW | 879433829 |
| — | MAGNUM HUNTER RES CORP DEL | 4,290,584 | $15,661 | 1.4% | $3.65 | — | COM | 55973B102 |
| — | HEALTH CARE REIT INC | 11,494,000 | $15,143 | 1.3% | $1.32 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | ZIONS BANCORPORATION | 2,322,303 | $13,585 | 1.2% | $5.85 | — | *W EXP 05/22/202 | 989701115 |
| — | SANOFI | 6,894,128 | $13,099 | 1.1% | $1.90 | — | RIGHT 12/31/2020 | 80105N113 |
| — | GLOBALSTAR INC | 13,139,242 | $12,942 | 1.1% | $0.98 | — | NOTE 8.000% 4/0 | 378973AD3 |
| — | MOLYCORP INC DEL | 12,000,000 | $11,925 | 1.0% | $0.99 | — | NOTE 5.500% 2/0 | 608753AH2 |
| — | ACCURAY INC | 8,800,000 | $11,033 | 1.0% | $1.25 | — | NOTE 3.500% 2/0 | 004397AC9 |
| — | LIBERTY MEDIA CORP | 15,650,000 | $10,721 | 0.9% | $0.69 | — | DEB 4.000%11/1 | 530715AG6 |
| — | ENDEAVOUR INTL CORP | 2,771,003 | $10,641 | 0.9% | $3.84 | — | COM NEW | 29259G200 |
| SLV | ISHARES SILVER TRUST | 535,600 | $10,160 | 0.9% | — | — | Put | 46428Q109 |
| BBD | BANCO BRADESCO S A | 727,000 | $9,458 | 0.8% | $13.01 | — | SP ADR PFD NEW | 059460303 |
| — | NUANCE COMMUNICATIONS INC | 470,488 | $8,657 | 0.8% | $18.40 | — | COM | 67020Y100 |
| — | EXELIXIS INC | 8,368,000 | $8,099 | 0.7% | $0.97 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | CENVEO CORP | 8,358,000 | $7,305 | 0.6% | $0.87 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | DRYSHIPS INC. | 7,300,000 | $6,522 | 0.6% | $0.89 | — | NOTE 5.000%12/0 | 262498AB4 |
| — | SOLARFUN POWER HOLDINGS CO L | 7,500,000 | $6,398 | 0.6% | $0.85 | — | NOTE 3.500% 1/1 | 83415UAB4 |
| — | ENCORE CAP GROUP INC | 5,080,000 | $6,195 | 0.5% | $1.22 | — | NOTE 3.000%11/2 | 292554AC6 |
| — | VITESSE SEMICONDUCTOR CORP | 4,961,000 | $5,241 | 0.5% | $1.06 | — | DBCV 8.000% 6/1 | 928497AE6 |
| — | RADIAN GROUP INC | 3,794,000 | $4,860 | 0.4% | $1.28 | — | NOTE 2.250% 3/0 | 750236AN1 |
| CRM | SALESFORCE COM INC | 124,600 | $4,757 | 0.4% | $40.78 | 0.0% | COM | 79466L302 |
| TRN | TRINITY INDS INC | 82,500 | $3,171 | 0.3% | $10.24 | 0.0% | COM | 896522109 |
| — | GT ADVANCED TECHNOLOGIES INC | 3,636,000 | $3,120 | 0.3% | $0.86 | — | NOTE 3.000%10/0 | 36191UAA4 |
| — | HOVNANIAN ENTERPRISES INC | 106,700 | $3,000 | 0.3% | $28.12 | — | UNIT 99/99/9999 | 44248W208 |
| — | USEC INC | 11,875,000 | $2,494 | 0.2% | $0.21 | — | NOTE 3.000%10/0 | 90333EAC2 |
| — | VERSO PAPER CORP | 2,145,511 | $2,467 | 0.2% | $1.15 | — | COM | 92531L108 |
| — | WINTRUST FINANCIAL CORP | 128,805 | $2,340 | 0.2% | $18.17 | — | *W EXP 12/19/201 | 97650W157 |
| — | GEVO INC | 3,250,000 | $2,215 | 0.2% | $0.68 | — | NOTE 7.500% 7/0 | 374396AA7 |
| — | DYNEGY INC NEW DEL | 1,013,826 | $1,876 | 0.2% | $1.85 | — | *W EXP 99/99/999 | 26817R116 |
| ATLC | ATLANTICUS HLDGS CORP | 500,000 | $1,790 | 0.2% | $3.76 | 0.0% | COM | 04914Y102 |
| — | MICROCHIP TECHNOLOGY INC | 1,000,000 | $1,452 | 0.1% | $1.45 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | PEABODY ENERGY CORP | 96,982 | $1,420 | 0.1% | $14.64 | — | COM | 704549104 |
| — | COBALT INTL ENERGY INC | 48,300 | $1,283 | 0.1% | $26.56 | — | COM | 19075F106 |
| — | SUNTRUST BKS INC | 149,600 | $479 | 0.0% | $3.20 | — | *W EXP 11/14/201 | 867914111 |
| — | FRONTLINE LTD | 241,086 | $429 | 0.0% | $1.78 | — | SHS | G3682E127 |
| — | ENDEAVOUR INTL CORP | 71,500 | $275 | 0.0% | $3.84 | — | Call | 29259G200 |
| — | INFINERA CORPORATION | 23,000 | $245 | 0.0% | $10.65 | — | COM | 45667G103 |