CIK: 0000860662 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 14, 2013
Total Value: $1.399B (46.5% shares, 53.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | GILEAD SCIENCES INC | 64,500,000 | $146M | 10.5% | $2.27 | $2.27 | — | NOTE 1.000% 5/0 | 375558AN3 |
| — | LIFE TECHNOLOGIES CORP | 1,500,000 | $111M | 7.9% | $74.00 | — | — | Call | 53217V109 |
| — | ALLIANCE DATA SYSTEMS CORP | 22,927,000 | $87.25M | 6.2% | $3.81 | $3.81 | — | NOTE 4.750% 5/1 | 018581AC2 |
| — | UAL CORP | 20,770,000 | $75.9M | 5.4% | $3.65 | $3.65 | — | NOTE 6.000%10/1 | 902549AJ3 |
| — | CEMEX SAB DE CV | 57,500,000 | $70.83M | 5.1% | $1.23 | $1.23 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | DELL INC | 4,960,000 | $66.09M | 4.7% | $13.32 | $13.32 | — | COM | 24702R101 |
| — | SPRINT NEXTEL CORP | 8,930,000 | $62.69M | 4.5% | $7.02 | $7.02 | — | COM SER 1 | 852061100 |
| QUAD | QUAD / GRAPHICS INC | 2,203,161 | $53.1M | 3.8% | $24.10 * | $22.74 | 0.0% | COM CL A | 747301109 |
| — | FAIRPOINT COMMUNICATIONS INC | 5,128,325 | $42.82M | 3.1% | $8.35 | $8.35 | — | COM NEW | 305560302 |
| — | HESS CORP | 589,300 | $39.18M | 2.8% | $66.49 | $66.49 | — | COM | 42809H107 |
| — | PRICELINE COM INC | 13,700,000 | $37.41M | 2.7% | $2.73 | $2.73 | — | NOTE 1.250% 3/1 | 741503AN6 |
| — | THERAVANCE INC | 23,500,000 | $36.22M | 2.6% | $1.54 | $1.54 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | WESCO INTL INC | 13,737,000 | $33.78M | 2.4% | $2.46 | $2.46 | — | DBCV 6.000%9/1 | 95082PAH8 |
| — | CENTRAL EUROPEAN MEDIA | 32,850,000 | $31.33M | 2.2% | $0.95 | $0.95 | — | NOTE 5.000%11/1 | 153443AH9 |
| — | VERISIGN INC | 21,500,000 | $30.25M | 2.2% | $1.41 | $1.41 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | INCYTE CORP | 10,976,000 | $28M | 2.0% | $2.55 | $2.55 | — | NOTE 4.750%10/0 | 45337CAJ1 |
| — | TRW AUTOMOTIVE INC | 11,500,000 | $26.17M | 1.9% | $2.28 | $2.28 | — | NOTE 3.500%12/0 | 87264MAH2 |
| — | HERTZ GLOBAL HOLDINGS INC | 8,500,000 | $25.56M | 1.8% | $3.01 | $3.01 | — | NOTE 5.250% 6/0 | 42805TAA3 |
| — | MYLAN INC | 10,500,000 | $24.89M | 1.8% | $2.37 | $2.37 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | ONYX PHARMACEUTICALS INC | 10,000,000 | $22.77M | 1.6% | $2.28 | $2.28 | — | NOTE 4.000% 8/1 | 683399AB5 |
| — | SMITHFIELD FOODS INC | 670,000 | $21.94M | 1.6% | $32.75 | $32.75 | — | COM | 832248108 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 1,030,000 | $19.31M | 1.4% | $18.75 | $18.75 | — | MAND CV NT 16 | L0302D178 |
| — | DOMINION RES INC VA NEW | 350,000 | $17.57M | 1.3% | $50.20 | $50.20 | — | UNIT 04/01/2013 | 25746U703 |
| TMUS | T-MOBILE US INC | 700,000 | $17.37M | 1.2% | $24.81 * | $19.37 | 0.0% | COM | 872590104 |
| — | PPL CORP | 310,000 | $16.29M | 1.2% | $52.55 | $52.55 | — | COM | 69351T601 |
| — | DOMINION RES INC VA NEW | 325,000 | $16.27M | 1.2% | $50.05 | $50.05 | — | UNIT 07/01/2016 | 25746U885 |
| — | COOPER TIRE & RUBR CO | 470,000 | $15.59M | 1.1% | $33.17 | $33.17 | — | COM | 216831107 |
| — | ARBITRON INC | 325,635 | $15.13M | 1.1% | $46.45 | $46.45 | — | COM | 03875Q108 |
| — | HUDSON CITY BANCORP | 1,500,000 | $13.76M | 1.0% | $9.18 | $9.18 | — | COM | 443683107 |
| — | ARBITRON INC | 283,800 | $13.18M | 0.9% | $46.45 | $46.45 | — | Call | 03875Q108 |
| F | FORD MTR CO DEL | 638,700 | $9.881M | 0.7% | $15.47 * | $7.61 | 0.0% | COM PAR $0.01 | 345370860 |
| — | SMITHFIELD FOODS INC | 300,400 | $9.838M | 0.7% | $32.75 | $32.75 | — | Call | 832248108 |
| — | AMERICAN CAP MTG INVT CORP | 525,000 | $9.437M | 0.7% | $17.98 | $17.98 | — | COM | 02504A104 |
| — | AK STL CORP | 10,450,000 | $8.967M | 0.6% | $0.86 | $0.86 | — | NOTE 5.000%11/1 | 001546AP5 |
| — | UNITED STATES STL CORP NEW | 8,750,000 | $8.947M | 0.6% | $1.02 | $1.02 | — | NOTE 4.000% 5/1 | 912909AE8 |
| — | AIRTRAN HLDGS INC | 6,256,000 | $8.907M | 0.6% | $1.42 | $1.42 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | XILINX INC | 212,700 | $8.425M | 0.6% | $39.61 | $39.61 | — | COM | 983919101 |
| PLD | PROLOGIS INC | 213,700 | $8.061M | 0.6% | $37.72 * | $27.85 | 0.0% | COM | 74340W103 |
| — | DELL INC | 591,200 | $7.878M | 0.6% | $13.33 | $13.32 | — | Call | 24702R101 |
| — | MICRON TECHNOLOGY INC | 5,000,000 | $7.675M | 0.5% | $1.53 | $1.53 | — | NOTE 1.500% 8/0 | 595112AQ6 |
| — | AG MTG INVT TR INC | 400,000 | $7.524M | 0.5% | $18.81 | $18.81 | — | COM | 001228105 |
| TRN | TRINITY INDS INC | 195,700 | $7.523M | 0.5% | $38.44 * | $10.24 | 0.0% | COM | 896522109 |
| — | THOMPSON CREEK METALS CO INC | 450,000 | $7.367M | 0.5% | $16.37 | $16.37 | — | UNIT 99/99/9999 | 884768300 |
| — | JINKOSOLAR HOLDING CO LTD | 9,500,000 | $6.935M | 0.5% | $0.73 | $0.73 | — | NOTE 4.000% 5/1 | 47759TAA8 |
| — | SANOFI | 3,457,600 | $6.569M | 0.5% | $1.90 | $1.90 | — | RIGHT 12/31/2020 | 80105N113 |
| — | PRICELINE COM INC | 7,700 | $6.365M | 0.5% | $826.62 | $826.62 | — | COM NEW | 741503403 |
| NEM | NEWMONT MINING CORP | 206,600 | $6.188M | 0.4% | $29.95 * | $25.34 | 0.0% | COM | 651639106 |
| INTC | INTEL CORP | 229,500 | $5.561M | 0.4% | $24.23 * | $17.18 | 0.0% | COM | 458140100 |
| — | COOPER TIRE & RUBR CO | 146,400 | $4.856M | 0.3% | $33.17 | $33.17 | — | Call | 216831107 |
| VTGDF 7.875 09/01/42 | VANTAGE DRILLING COMPANY | 3,495,000 | $4.279M | 0.3% | $1.22 | $1.22 | — | NOTE 7.875% 9/0 | G93205AA3 |
| — | SOLARFUN POWER HOLDINGS CO L | 5,000,000 | $4.244M | 0.3% | $0.85 | $0.85 | — | NOTE 3.500% 1/1 | 83415UAB4 |
| — | PULSE ELECTRONICS CORP | 5,000,000 | $3.3M | 0.2% | $0.66 | $0.66 | — | NOTE 7.000%12/1 | 74586WAA4 |
| CPSS | CONSUMER PORTFOLIO SVCS INC | 415,000 | $3.046M | 0.2% | $7.34 | — | — | Call | 210502100 |
| — | COBALT INTL ENERGY INC | 109,100 | $2.899M | 0.2% | $26.57 | $26.57 | — | COM | 19075F106 |
| — | LAM RESEARCH CORP | 51,300 | $2.275M | 0.2% | $44.35 | $44.35 | — | COM | 512807108 |
| KBH | KB HOME | 109,600 | $2.151M | 0.2% | $19.63 * | $19.18 | 0.0% | COM | 48666K109 |
| — | CINEDIGM DIGITAL CINEMA CORP | 1,377,613 | $1.956M | 0.1% | $1.42 | $1.42 | — | COM | 172407108 |
| — | RLJ ENTMT INC | 403,905 | $1.939M | 0.1% | $4.80 | $4.80 | — | COM | 74965F104 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 66,500 | $1.75M | 0.1% | $26.32 | $26.04 | 0.0% | COM | 01741R102 |
| SPY | SPDR S&P 500 ETF TR | 100,000 | $1.611M | 0.1% | $16.11 | — | — | Put | 78462F103 |
| — | OFFICEMAX INC DEL | 150,000 | $1.535M | 0.1% | $10.23 | $10.23 | — | COM | 67622P101 |
| — | NUANCE COMMUNICATIONS INC | 72,800 | $1.34M | 0.1% | $18.41 | $18.41 | — | COM | 67020Y100 |
| — | INTERNATIONAL GAME TECHNOLOG | 50,100 | $837K | 0.1% | $16.71 | $16.71 | — | COM | 459902102 |
| — | ZAIS FINL CORP | 39,808 | $723K | 0.1% | $18.16 | $18.16 | — | COM | 98886K108 |
| — | OFFICEMAX INC DEL | 57,400 | $587K | 0.0% | $10.23 | $10.23 | — | Call | 67622P101 |