CIK: 0001080171 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 13, 2014
Total Value ($000): $1,811,815 (58.8% shares, 41.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | GENERAL MTRS CO | 7,347,244 | $229,381 | 12.7% | $26.46 | — | *W EXP 07/10/201 | 37045V118 |
| — | HARTFORD FINL SVCS GROUP INC | 8,100,325 | $223,002 | 12.3% | $21.90 | — | *W EXP 06/26/201 | 416515120 |
| — | MICRON TECHNOLOGY INC | 88,996,000 | $206,749 | 11.4% | $2.18 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | VODAFONE GROUP PLC NEW | 2,348,805 | $92,332 | 5.1% | $33.76 | — | SPONS ADR NEW | 92857W209 |
| — | MAGNUM HUNTER RES CORP DEL | 12,018,499 | $87,855 | 4.8% | $5.53 | — | COM | 55973B102 |
| VC | VISTEON CORP | 895,814 | $73,358 | 4.0% | $37.83 | +17.7% | COM NEW | 92839U206 |
| — | MICRON TECHNOLOGY INC | 30,359,000 | $69,532 | 3.8% | $2.15 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | OMNICARE INC | 60,360,000 | $61,224 | 3.4% | $0.95 | — | NOTE 3.500% 2/1 | 681904AQ1 |
| — | LINCOLN NATL CORP IND | 1,026,790 | $43,392 | 2.4% | $26.95 | — | *W EXP 07/10/201 | 534187117 |
| — | GT ADVANCED TECHNOLOGIES INC | 29,171,000 | $39,946 | 2.2% | $1.28 | — | NOTE 3.000%10/0 | 36191UAA4 |
| — | DENDREON CORP | 61,848,000 | $39,815 | 2.2% | $0.70 | — | NOTE 2.875% 1/1 | 24823QAC1 |
| BBD | BANCO BRADESCO S A | 3,075,180 | $38,532 | 2.1% | $13.67 | — | SP ADR PFD NEW | 059460303 |
| — | EXELIXIS INC | 29,718,000 | $36,454 | 2.0% | $1.13 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | SPDR SERIES TRUST | 500,000 | $34,265 | 1.9% | — | — | Put | 78464A730 |
| — | YRC WORLDWIDE INC | 34,747,000 | $34,182 | 1.9% | $0.98 | — | DEBT 6.000% 2/1 | 984249AA0 |
| — | SCORPIO BULKERS INC | 3,254,296 | $32,706 | 1.8% | $10.05 | — | SHS | Y7546A106 |
| — | MOLYCORP INC DEL | 36,709,000 | $29,654 | 1.6% | $0.79 | — | NOTE 6.000% 9/0 | 608753AF6 |
| — | GENERAL MTRS CO | 1,165,371 | $27,031 | 1.5% | $16.35 | — | *W EXP 07/10/201 | 37045V126 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 25,500,000 | $26,695 | 1.5% | $0.98 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | MIDSTATES PETE CO INC | 3,986,348 | $26,390 | 1.5% | $5.63 | — | COM | 59804T100 |
| — | ACCURAY INC | 12,300,000 | $21,303 | 1.2% | $1.39 | — | NOTE 3.500% 2/0 | 004397AC9 |
| — | ENDEAVOUR INTL CORP | 3,679,288 | $19,316 | 1.1% | $4.20 | — | COM NEW | 29259G200 |
| — | PRETIUM RES INC | 3,620,119 | $18,680 | 1.0% | $5.16 | — | COM | 74139C102 |
| — | MOLYCORP INC DEL | 18,060,000 | $17,371 | 1.0% | $0.98 | — | NOTE 5.500% 2/0 | 608753AH2 |
| — | CENVEO CORP | 14,608,000 | $16,323 | 0.9% | $0.97 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | MERRIMACK PHARMACEUTICALS IN | 15,250,000 | $15,987 | 0.9% | $0.98 | — | NOTE 4.500% 7/1 | 590328AA8 |
| — | COBALT INTL ENERGY INC | 17,500,000 | $15,512 | 0.9% | $0.89 | — | NOTE 2.625%12/0 | 19075FAA4 |
| MU | MICRON TECHNOLOGY INC | 692,200 | $15,055 | 0.8% | $18.97 | 0.0% | COM | 595112103 |
| — | RAIT FINANCIAL TRUST | 14,625,000 | $14,588 | 0.8% | $1.00 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | ZIONS BANCORPORATION | 2,237,039 | $14,071 | 0.8% | $5.85 | — | *W EXP 05/22/202 | 989701115 |
| — | MANNKIND CORP | 12,550,000 | $12,986 | 0.7% | $1.11 | — | NOTE 5.750% 8/1 | 56400PAC6 |
| — | LIBERTY MEDIA CORP | 20,650,000 | $12,790 | 0.7% | $0.67 | — | DEB 4.000%11/1 | 530715AG6 |
| — | NORTHSTAR RLTY FIN CORP | 946,357 | $12,729 | 0.7% | $13.45 | — | COM | 66704R100 |
| — | LIBERTY MEDIA CORP | 20,417,000 | $12,225 | 0.7% | $0.60 | — | DEB 3.750% 2/1 | 530715AL5 |
| SLV | ISHARES SILVER TRUST | 535,600 | $10,021 | 0.6% | — | — | Put | 46428Q109 |
| — | YAHOO INC | 229,300 | $9,273 | 0.5% | $40.44 | — | COM | 984332106 |
| — | ALPHA NATURAL RESOURCES INC | 8,500,000 | $9,160 | 0.5% | $1.08 | — | NOTE 4.875%12/1 | 02076XAF9 |
| TDS | TELEPHONE & DATA SYS INC | 353,099 | $9,103 | 0.5% | $22.54 | +25.5% | COM NEW | 879433829 |
| — | AMERICAN RLTY CAP PPTYS INC | 9,000,000 | $9,031 | 0.5% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | ALBANY MOLECULAR RESH INC | 9,500,000 | $8,853 | 0.5% | $0.93 | — | NOTE 2.250%11/1 | 012423AA7 |
| NVDA | NVIDIA CORP | 446,360 | $7,151 | 0.4% | $0.36 | 0.0% | COM | 67066G104 |
| CRM | SALESFORCE COM INC | 120,700 | $6,661 | 0.4% | $42.11 | +25.5% | COM | 79466L302 |
| — | SANDISK CORP | 90,700 | $6,398 | 0.4% | $70.54 | — | COM | 80004C101 |
| — | LAM RESEARCH CORP | 117,100 | $6,376 | 0.4% | $51.40 | — | COM | 512807108 |
| — | CORSICANTO LTD | 8,950,000 | $6,365 | 0.4% | $0.71 | — | NOTE 3.500% 1/1 | 220480AC1 |
| — | GT ADVANCED TECHNOLOGIES INC | 5,500,000 | $5,562 | 0.3% | $1.01 | — | NOTE 3.000%12/1 | 36191UAB2 |
| — | VITESSE SEMICONDUCTOR CORP | 4,961,000 | $5,267 | 0.3% | $1.06 | — | DBCV 8.000% 6/1 | 928497AE6 |
| — | USEC INC | 13,875,000 | $4,648 | 0.3% | $0.23 | — | NOTE 3.000%10/0 | 90333EAC2 |
| — | NAVISTAR INTL CORP NEW | 4,000,000 | $4,115 | 0.2% | $0.97 | — | NOTE 3.000%10/1 | 63934EAL2 |
| — | CARDTRONICS INC | 87,510 | $3,802 | 0.2% | $43.45 | — | COM | 14161H108 |
| — | ENDOLOGIX INC | 3,500,000 | $3,561 | 0.2% | $1.02 | — | NOTE 2.250%12/1 | 29266SAA4 |
| — | HEALTH MGMT ASSOC INC NEW | 251,000 | $3,288 | 0.2% | — | — | Put | 421933102 |
| — | WINTRUST FINL CORP | 128,805 | $3,149 | 0.2% | $18.17 | — | *W EXP 12/19/201 | 97650W157 |
| — | QUANTUM CORP | 3,000,000 | $3,079 | 0.2% | $1.03 | — | NOTE 4.500%11/1 | 747906AJ4 |
| — | AMERICAN RLTY CAP PPTYS INC | 3,000,000 | $3,044 | 0.2% | $1.01 | — | NOTE 3.750%12/1 | 02917TAB0 |
| ATLC | ATLANTICUS HLDGS CORP | 500,000 | $1,775 | 0.1% | $3.76 | -6.7% | COM | 04914Y102 |
| — | PEABODY ENERGY CORP | 82,482 | $1,611 | 0.1% | $14.64 | — | COM | 704549104 |
| — | VERSO PAPER CORP | 2,436,401 | $1,524 | 0.1% | $1.10 | — | COM | 92531L108 |
| — | MANNKIND CORP | 247,563 | $1,287 | 0.1% | $5.20 | — | COM | 56400P201 |
| — | SINA CORP | 14,200 | $1,196 | 0.1% | $84.23 | — | ORD | G81477AA2 |
| — | CTRIP COM INTL LTD | 19,100 | $948 | 0.1% | $49.63 | — | AMERICAN DEP SHS | 22943F100 |
| — | COBALT INTL ENERGY INC | 49,400 | $813 | 0.0% | $25.33 | — | COM | 19075F106 |
| — | GEVO INC | 1,010,000 | $766 | 0.0% | $0.68 | — | NOTE 7.500% 7/0 | 374396AA7 |
| — | MAGNUM HUNTER RES CORP DEL | 100,000 | $731 | 0.0% | $5.53 | — | Call | 55973B102 |
| — | MOLYCORP INC DEL | 106,243 | $597 | 0.0% | $5.62 | — | COM | 608753109 |
| — | GENCO SHIPPING & TRADING LTD | 989,000 | $527 | 0.0% | $0.47 | — | NOTE 5.000% 8/1 | 36869MAA3 |
| — | MERRIMACK PHARMACEUTICALS IN | 49,400 | $263 | 0.0% | — | — | Call | 590328100 |
| — | FRONTLINE LTD | 34,271 | $128 | 0.0% | $3.73 | — | SHS | G3682E127 |
| — | GENCO SHIPPING & TRADING LTD. | 50,755 | $127 | 0.0% | $2.50 | — | SHS | Y2685T107 |
| — | GEVO INC | 82,710 | $118 | 0.0% | $1.43 | — | COM | 374396109 |
| — | DYNEGY INC NEW DEL | 48,542 | $66 | 0.0% | $1.85 | — | *W EXP 99/99/999 | 26817R116 |