CIK: 0001080171 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 14, 2014
Total Value ($000): $3,886,257 (80.8% shares, 19.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IWM | ISHARES | 5,515,400 | $655,285 | 16.9% | — | — | Put | 464287655 |
| — | CBS CORP NEW | 7,056,598 | $438,497 | 11.3% | $62.14 | — | CL B | 124857202 |
| — | CBS CORP NEW | 6,050,000 | $375,947 | 9.7% | $62.14 | — | Put | 124857202 |
| WY | WEYERHAEUSER CO | 9,378,820 | $310,345 | 8.0% | $19.29 | 0.0% | COM | 962166104 |
| WY | WEYERHAEUSER CO | 8,600,000 | $284,574 | 7.3% | $19.29 | 0.0% | Put | 962166104 |
| — | E M C CORP MASS | 10,548,100 | $277,837 | 7.1% | $27.35 | — | COM | 268648102 |
| — | MICRON TECHNOLOGY INC | 37,859,000 | $127,771 | 3.3% | $2.22 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | MAGNUM HUNTER RES CORP DEL | 13,589,049 | $111,430 | 2.9% | $5.84 | — | COM | 55973B102 |
| VC | VISTEON CORP | 1,003,060 | $97,307 | 2.5% | $40.40 | +29.4% | COM NEW | 92839U206 |
| — | MICRON TECHNOLOGY INC | 26,396,000 | $91,033 | 2.3% | $2.18 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | HARTFORD FINL SVCS GROUP INC | 2,904,229 | $79,263 | 2.0% | $21.90 | — | *W EXP 06/26/201 | 416515120 |
| — | SCORPIO BULKERS INC | 7,932,157 | $70,596 | 1.8% | $10.09 | — | SHS | Y7546A106 |
| — | MICROCHIP TECHNOLOGY INC | 33,000,000 | $63,103 | 1.6% | $1.88 | — | SDCV 2.125%12/1 | 595017AB0 |
| ALLY | ALLY FINL INC | 2,430,657 | $58,117 | 1.5% | $18.86 | 0.0% | COM | 02005N100 |
| — | GT ADVANCED TECHNOLOGIES INC | 33,000,000 | $57,729 | 1.5% | $1.57 | — | NOTE 3.000%12/1 | 36191UAB2 |
| — | LINCOLN NATL CORP IND | 1,151,890 | $48,962 | 1.3% | $28.52 | — | *W EXP 07/10/201 | 534187117 |
| — | DENDREON CORP | 65,500,000 | $46,014 | 1.2% | $0.71 | — | NOTE 2.875% 1/1 | 24823QAC1 |
| — | PRETIUM RES INC | 5,321,797 | $44,011 | 1.1% | $5.67 | — | COM | 74139C102 |
| — | MIDSTATES PETE CO INC | 5,612,618 | $40,579 | 1.0% | $5.55 | — | COM | 59804T100 |
| — | EXELIXIS INC | 45,618,000 | $38,747 | 1.0% | $1.04 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | GT ADVANCED TECHNOLOGIES INC | 12,421,000 | $30,961 | 0.8% | $1.28 | — | NOTE 3.000%10/0 | 36191UAA4 |
| VOD | VODAFONE GROUP PLC NEW | 829,900 | $27,710 | 0.7% | $36.81 | — | Call | 92857W308 |
| — | RACKSPACE HOSTING INC | 750,000 | $25,245 | 0.6% | $33.66 | — | COM | 750086100 |
| — | MOLYCORP INC DEL | 37,709,000 | $24,513 | 0.6% | $0.79 | — | NOTE 6.000% 9/0 | 608753AF6 |
| — | GROUP 1 AUTOMOTIVE INC | 16,000,000 | $22,903 | 0.6% | $1.43 | — | FRNT 2.250% 6/1 | 398905AE9 |
| — | AMERICAN RLTY CAP PPTYS INC | 1,645,538 | $20,619 | 0.5% | $12.53 | — | COM | 02917T104 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 16,000,000 | $18,325 | 0.5% | $0.99 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | ACCURAY INC | 9,800,000 | $17,364 | 0.4% | $1.77 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | CBS OUTDOOR AMERS INC | 511,793 | $16,725 | 0.4% | $32.68 | — | COM | 14987J106 |
| — | SANDISK CORP | 158,700 | $16,573 | 0.4% | $76.57 | — | COM | 80004C101 |
| MU | MICRON TECHNOLOGY INC | 502,700 | $16,564 | 0.4% | $20.48 | +29.9% | COM | 595112103 |
| DHT | DHT HOLDINGS INC | 2,254,542 | $16,233 | 0.4% | $3.31 | -2.6% | SHS NEW | Y2065G121 |
| — | CENVEO CORP | 13,608,000 | $16,151 | 0.4% | $0.97 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | MERRIMACK PHARMACEUTICALS IN | 11,932,000 | $16,093 | 0.4% | $0.98 | — | NOTE 4.500% 7/1 | 590328AA8 |
| — | ENCORE CAP GROUP INC | 10,080,000 | $15,479 | 0.4% | $1.55 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | LIBERTY GLOBAL PLC | 365,000 | $15,443 | 0.4% | $42.31 | — | SHS CL C | G5480U120 |
| — | SOLAZYME INC | 12,827,000 | $14,431 | 0.4% | $1.13 | — | NOTE 5.000%10/0 | 83415TAC5 |
| — | RAIT FINANCIAL TRUST | 14,625,000 | $14,403 | 0.4% | $1.00 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | TESLA MTRS INC | 7,000,000 | $14,152 | 0.4% | $2.02 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | LIBERTY MEDIA CORP | 21,039,000 | $13,767 | 0.4% | $0.67 | — | DEB 4.000%11/1 | 530715AG6 |
| — | CAL DIVE INTL INC DEL | 15,900,000 | $13,223 | 0.3% | $0.96 | — | NOTE 5.000% 7/1 | 12802TAB7 |
| — | SOLAZYME INC | 8,034,000 | $12,758 | 0.3% | $1.55 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | MOLYCORP INC DEL | 18,060,000 | $11,829 | 0.3% | $0.98 | — | NOTE 5.500% 2/0 | 608753AH2 |
| — | LIBERTY MEDIA CORP | 18,417,000 | $11,828 | 0.3% | $0.60 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | ZIONS BANCORPORATION | 2,230,294 | $11,731 | 0.3% | $5.85 | — | *W EXP 05/22/202 | 989701115 |
| CRM | SALESFORCE COM INC | 196,704 | $11,425 | 0.3% | $47.35 | +12.7% | COM | 79466L302 |
| — | SPIRIT RLTY CAP INC NEW | 11,000,000 | $11,024 | 0.3% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | MANNKIND CORP | 1,003,000 | $10,993 | 0.3% | $4.26 | — | COM | 56400P201 |
| TPH | TRI POINTE HOMES INC | 650,000 | $10,218 | 0.3% | $17.57 | -8.0% | Put | 87265H109 |
| — | RENEWABLE ENERGY GROUP INC | 8,000,000 | $8,846 | 0.2% | $1.11 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | LAM RESEARCH CORP | 124,021 | $8,381 | 0.2% | $52.30 | — | COM | 512807108 |
| — | ELIZABETH ARDEN INC | 378,616 | $8,110 | 0.2% | $21.42 | — | COM | 28660G106 |
| VTGDF | VANTAGE DRILLING COMPANY | 4,220,724 | $8,104 | 0.2% | $1.74 | -0.2% | ORD SHS | G93205113 |
| — | PDL BIOPHARMA INC | 6,900,000 | $7,864 | 0.2% | $1.06 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | COBALT INTL ENERGY INC | 6,500,000 | $7,011 | 0.2% | $1.08 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | VERINT SYS INC | 140,600 | $6,896 | 0.2% | $49.05 | — | COM | 92343X100 |
| — | QUANTUM CORP | 5,500,000 | $5,706 | 0.1% | $1.03 | — | NOTE 4.500%11/1 | 747906AJ4 |
| — | VITESSE SEMICONDUCTOR CORP | 4,961,000 | $5,178 | 0.1% | $1.06 | — | DBCV 8.000% 6/1 | 928497AE6 |
| LPG | DORIAN LPG LTD | 225,000 | $5,173 | 0.1% | $20.74 | 0.0% | SHS USD | Y2106R110 |
| — | VERSO PAPER CORP | 1,800,563 | $3,781 | 0.1% | $1.18 | — | COM | 92531L108 |
| — | WINTRUST FINL CORP | 128,805 | $3,053 | 0.1% | $18.17 | — | *W EXP 12/19/201 | 97650W157 |
| — | MANNKIND CORP | 1,680,000 | $2,759 | 0.1% | $1.64 | — | NOTE 5.750% 8/1 | 56400PAC6 |
| — | TESLA MTRS INC | 2,500,000 | $2,442 | 0.1% | $0.98 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | TTM TECHNOLOGIES INC | 1,500,000 | $1,635 | 0.0% | $1.11 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | LEE ENTERPRISES INC | 339,129 | $1,509 | 0.0% | $4.47 | — | COM | 523768109 |
| ATLC | ATLANTICUS HLDGS CORP | 500,000 | $1,400 | 0.0% | $3.76 | -28.4% | COM | 04914Y102 |
| — | YAHOO INC | 25,800 | $906 | 0.0% | $40.44 | — | COM | 984332106 |
| — | MAGNUM HUNTER RES CORP DEL | 100,000 | $820 | 0.0% | $5.84 | — | Call | 55973B102 |
| — | SHIP FINANCE INTERNATIONAL L | 32,769 | $609 | 0.0% | $17.97 | — | SHS | G81075106 |
| — | ENDEAVOR INTL CORP INC | 500,000 | $244 | 0.0% | $0.49 | — | NOTE 5.500% 7/1 | 29257MAE0 |