CIK: 0001080171 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 14, 2013
Total Value ($000): $1,569,428 (59.2% shares, 40.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | HARTFORD FINL SVCS GROUP INC | 8,056,761 | $180,069 | 11.5% | $21.90 | — | *W EXP 06/26/201 | 416515120 |
| — | GENERAL MTRS CO | 5,380,244 | $142,146 | 9.1% | $24.72 | — | *W EXP 07/10/201 | 37045V118 |
| — | OMNICARE INC | 124,360,000 | $118,725 | 7.6% | $0.95 | — | NOTE 3.500% 2/1 | 681904AQ1 |
| IWM | ISHARES | 1,000,000 | $106,610 | 6.8% | — | — | Put | 464287655 |
| — | TESLA MTRS INC | 56,500,000 | $95,748 | 6.1% | $1.50 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | VODAFONE GROUP PLC NEW | 1,971,938 | $69,373 | 4.4% | $32.70 | — | SPONS ADR NEW | 92857W209 |
| — | MICRON TECHNOLOGY INC | 31,700,000 | $60,577 | 3.9% | $1.91 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | MAGNUM HUNTER RES CORP DEL | 9,300,062 | $57,381 | 3.7% | $5.01 | — | COM | 55973B102 |
| VC | VISTEON CORP | 721,935 | $54,607 | 3.5% | $36.22 | +10.6% | COM NEW | 92839U206 |
| — | CEMEX SAB DE CV | 42,500,000 | $54,228 | 3.5% | $1.22 | — | NOTE 3.250% 3/1 | 151290BB8 |
| BBD | BANCO BRADESCO S A | 3,075,180 | $42,683 | 2.7% | $13.67 | — | SP ADR PFD NEW | 059460303 |
| — | GENERAL MTRS CO | 2,066,571 | $38,438 | 2.4% | $16.35 | — | *W EXP 07/10/201 | 37045V126 |
| — | LINCOLN NATL CORP IND | 1,026,790 | $33,576 | 2.1% | $26.95 | — | *W EXP 07/10/201 | 534187117 |
| — | DENDREON CORP | 51,848,000 | $32,259 | 2.1% | $0.71 | — | NOTE 2.875% 1/1 | 24823QAC1 |
| — | EXELIXIS INC | 24,718,000 | $29,162 | 1.9% | $1.11 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | MOLYCORP INC DEL | 32,709,000 | $26,482 | 1.7% | $0.79 | — | NOTE 6.000% 9/0 | 608753AF6 |
| — | SPDR SERIES TRUST | 387,000 | $25,484 | 1.6% | — | — | Put | 78464A730 |
| — | MANNKIND CORP | 22,500,000 | $23,870 | 1.5% | $1.11 | — | NOTE 5.750% 8/1 | 56400PAC6 |
| — | CEMEX SAB DE CV | 16,000,000 | $20,824 | 1.3% | $1.24 | — | NOTE 3.750% 3/1 | 151290BC6 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 20,000,000 | $20,200 | 1.3% | $0.96 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | MICRON TECHNOLOGY INC | 10,400,000 | $19,687 | 1.3% | $1.89 | — | NOTE 3.125% 5/0 | 595112AX1 |
| TDS | TELEPHONE & DATA SYS INC | 663,199 | $19,598 | 1.2% | $22.54 | +22.0% | COM NEW | 879433829 |
| — | LIBERTY GLOBAL PLC | 250,712 | $18,911 | 1.2% | $75.43 | — | SHS CL C | G5480U120 |
| — | GT ADVANCED TECHNOLOGIES INC | 14,386,000 | $18,788 | 1.2% | $1.19 | — | NOTE 3.000%10/0 | 36191UAA4 |
| — | ENDEAVOUR INTL CORP | 3,346,621 | $17,904 | 1.1% | $4.10 | — | COM NEW | 29259G200 |
| — | VIROPHARMA INC | 396,500 | $15,567 | 1.0% | — | — | Call | 928241108 |
| — | RAIT FINANCIAL TRUST | 12,651,000 | $15,209 | 1.0% | $1.25 | — | NOTE 7.000% 4/0 | 749227AA2 |
| — | MIDSTATES PETE CO INC | 2,654,906 | $13,620 | 0.9% | $5.13 | — | COM | 59804T100 |
| — | ACCURAY INC | 8,800,000 | $13,318 | 0.8% | $1.25 | — | NOTE 3.500% 2/0 | 004397AC9 |
| — | SANOFI | 6,548,815 | $13,229 | 0.8% | $1.90 | — | RIGHT 12/31/2020 | 80105N113 |
| — | MOLYCORP INC DEL | 12,000,000 | $12,671 | 0.8% | $0.99 | — | NOTE 5.500% 2/0 | 608753AH2 |
| — | ZIONS BANCORPORATION | 2,281,026 | $11,223 | 0.7% | $5.85 | — | *W EXP 05/22/202 | 989701115 |
| SLV | ISHARES SILVER TRUST | 535,600 | $11,194 | 0.7% | — | — | Put | 46428Q109 |
| — | CENVEO CORP | 10,108,000 | $10,282 | 0.7% | $0.90 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | LIBERTY MEDIA CORP | 16,917,000 | $10,161 | 0.6% | $0.60 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | LIBERTY MEDIA CORP | 16,650,000 | $10,146 | 0.6% | $0.68 | — | DEB 4.000%11/1 | 530715AG6 |
| CRM | SALESFORCE COM INC | 185,400 | $9,624 | 0.6% | $42.11 | +6.5% | COM | 79466L302 |
| — | INTERNATIONAL GAME TECHNOLOG | 470,900 | $8,914 | 0.6% | $18.93 | — | COM | 459902102 |
| — | ENCORE CAP GROUP INC | 5,080,000 | $7,924 | 0.5% | $1.22 | — | NOTE 3.000%11/2 | 292554AC6 |
| — | NAVISTAR INTL CORP NEW | 7,000,000 | $7,135 | 0.5% | $0.97 | — | NOTE 3.000%10/1 | 63934EAL2 |
| — | MERRIMACK PHARMACEUTICALS IN | 7,500,000 | $6,835 | 0.4% | $0.91 | — | NOTE 4.500% 7/1 | 590328AA8 |
| — | NUANCE COMMUNICATIONS INC | 324,463 | $6,061 | 0.4% | $18.40 | — | COM | 67020Y100 |
| — | MICROCHIP TECHNOLOGY INC | 3,600,000 | $5,636 | 0.4% | $1.53 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | LAM RESEARCH CORP | 110,000 | $5,632 | 0.4% | $51.20 | — | COM | 512807108 |
| — | VITESSE SEMICONDUCTOR CORP | 4,961,000 | $5,221 | 0.3% | $1.06 | — | DBCV 8.000% 6/1 | 928497AE6 |
| TRN | TRINITY INDS INC | 110,000 | $4,989 | 0.3% | $10.28 | +1.1% | COM | 896522109 |
| — | SUNTECH PWR HLDGS CO LTD | 16,370,000 | $4,502 | 0.3% | $0.28 | — | NOTE 3.000% 8/3 | 86800CAE4 |
| — | COBALT INTL ENERGY INC | 174,900 | $4,348 | 0.3% | $25.33 | — | COM | 19075F106 |
| — | DRYSHIPS INC. | 3,100,000 | $3,015 | 0.2% | $0.89 | — | NOTE 5.000%12/0 | 262498AB4 |
| — | USEC INC | 11,875,000 | $2,850 | 0.2% | $0.21 | — | NOTE 3.000%10/0 | 90333EAC2 |
| — | HOVNANIAN ENTERPRISES INC | 106,700 | $2,833 | 0.2% | $28.12 | — | UNIT 99/99/9999 | 44248W208 |
| — | GENERAL MTRS CO | 635,779 | $2,543 | 0.2% | $4.00 | — | *W EXP 12/31/201 | 37045V134 |
| — | WINTRUST FINL CORP | 128,805 | $2,504 | 0.2% | $18.17 | — | *W EXP 12/19/201 | 97650W157 |
| CX | CEMEX SAB DE CV | 206,900 | $2,313 | 0.1% | $11.18 | — | SPON ADR NEW | 151290889 |
| ATLC | ATLANTICUS HLDGS CORP | 500,000 | $1,845 | 0.1% | $3.76 | -2.8% | COM | 04914Y102 |
| — | ENPRO INDS INC | 1,000,000 | $1,845 | 0.1% | $1.84 | — | DBCV 3.938%10/1 | 29355XAB3 |
| — | VERSO PAPER CORP | 2,381,384 | $1,810 | 0.1% | $1.11 | — | COM | 92531L108 |
| — | PEABODY ENERGY CORP | 96,982 | $1,673 | 0.1% | $14.64 | — | COM | 704549104 |
| — | GENCO SHIPPING & TRADING LTD | 3,250,000 | $1,530 | 0.1% | $0.47 | — | NOTE 5.000% 8/1 | 36869MAA3 |
| — | GEVO INC | 2,060,000 | $1,452 | 0.1% | $0.68 | — | NOTE 7.500% 7/0 | 374396AA7 |
| — | HEALTH MGMT ASSOC INC NEW | 102,000 | $1,306 | 0.1% | — | — | Put | 421933102 |
| — | MAGNUM HUNTER RES CORP DEL | 100,000 | $617 | 0.0% | $5.01 | — | Call | 55973B102 |
| — | DENDREON CORP | 155,416 | $455 | 0.0% | $2.93 | — | COM | 24823Q107 |
| — | DYNEGY INC NEW DEL | 48,542 | $66 | 0.0% | $1.85 | — | *W EXP 99/99/999 | 26817R116 |