CIK: 0000860662 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 14, 2013
Total Value: $1.545B (50.4% shares, 49.6% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | GILEAD SCIENCES INC | 64,500,000 | $180M | 11.6% | $2.78 | $2.27 | — | NOTE 1.000% 5/0 | 375558AN3 |
| SPY | SPDR S&P 500 ETF TR | 700,000 | $118M | 7.6% | $168.01 | — | — | Put | 78462F103 |
| — | LIFE TECHNOLOGIES CORP | 1,500,000 | $112M | 7.3% | $74.83 | — | — | Call | 53217V109 |
| — | ALLIANCE DATA SYSTEMS CORP | 22,927,000 | $102M | 6.6% | $4.44 | $3.81 | — | NOTE 4.750% 5/1 | 018581AC2 |
| — | CEMEX SAB DE CV | 57,500,000 | $74.75M | 4.8% | $1.30 | $1.23 | — | NOTE 3.750% 3/1 | 151290BC6 |
| QUAD | QUAD / GRAPHICS INC | 2,102,522 | $63.83M | 4.1% | $30.36 * | $22.74 | +29.8% | COM CL A | 747301109 |
| — | VODAFONE GROUP PLC NEW | 1,550,000 | $54.53M | 3.5% | $35.18 | $35.18 | — | SPONS ADR NEW | 92857W209 |
| — | GENERAL MTRS CO | 1,081,200 | $54.2M | 3.5% | $50.12 | $50.12 | — | JR PFD CNV SRB | 37045V209 |
| — | FAIRPOINT COMMUNICATIONS INC | 5,128,325 | $48.98M | 3.2% | $9.55 | $8.35 | — | COM NEW | 305560302 |
| — | PRICELINE COM INC | 13,700,000 | $45.45M | 2.9% | $3.32 | $2.73 | — | NOTE 1.250% 3/1 | 741503AN6 |
| — | DELL INC | 3,054,800 | $42.01M | 2.7% | $13.75 | $13.32 | — | COM | 24702R101 |
| — | WESCO INTL INC | 13,737,000 | $37.7M | 2.4% | $2.74 | $2.46 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | ONYX PHARMACEUTICALS INC | 11,500,000 | $36.84M | 2.4% | $3.20 | $2.40 | — | NOTE 4.000% 8/1 | 683399AB5 |
| — | ONYX PHARMACEUTICALS INC | 275,000 | $34.29M | 2.2% | $124.70 | $124.70 | — | COM | 683399109 |
| — | THERAVANCE INC | 21,000,000 | $34.15M | 2.2% | $1.63 | $1.54 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | VERISIGN INC | 21,500,000 | $33.65M | 2.2% | $1.57 | $1.41 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | COOPER TIRE & RUBR CO | 1,000,000 | $30.8M | 2.0% | $30.80 | $31.91 | — | COM | 216831107 |
| — | MYLAN INC | 10,500,000 | $30.43M | 2.0% | $2.90 | $2.37 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | CENTRAL EUROPEAN MEDIA | 30,850,000 | $29.5M | 1.9% | $0.96 | $0.95 | — | NOTE 5.000%11/1 | 153443AH9 |
| — | TRW AUTOMOTIVE INC | 11,500,000 | $28.07M | 1.8% | $2.44 | $2.28 | — | NOTE 3.500%12/0 | 87264MAH2 |
| — | LENDER PROCESSING SVCS INC | 800,000 | $26.62M | 1.7% | $33.27 | $33.27 | — | COM | 52602E102 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 1,030,000 | $22.16M | 1.4% | $21.52 | $18.75 | — | MAND CV NT 16 | L0302D178 |
| — | XILINX INC | 12,000,000 | $19.41M | 1.3% | $1.62 | $1.62 | — | SDCV 3.125% 3/1 | 983919AD3 |
| — | HUDSON CITY BANCORP | 2,000,000 | $18.08M | 1.2% | $9.04 | $9.14 | — | COM | 443683107 |
| — | ALCOA INC | 13,000,000 | $16.75M | 1.1% | $1.29 | $1.29 | — | NOTE 5.250% 3/1 | 013817AT8 |
| — | DOMINION RES INC VA NEW | 225,000 | $12.05M | 0.8% | $53.57 | $50.05 | — | UNIT 07/01/2016 | 25746U885 |
| F | FORD MTR CO DEL | 708,700 | $11.96M | 0.8% | $16.87 * | $7.74 | +16.4% | COM PAR $0.01 | 345370860 |
| — | SPRINT CORP | 1,800,000 | $11.19M | 0.7% | $6.22 | $6.22 | — | COM SER 1 | 85207U105 |
| — | ELAN PLC | 700,000 | $10.91M | 0.7% | $15.58 | $15.58 | — | ADR | 284131208 |
| — | STARWOOD PPTY TR INC | 10,500,000 | $10.87M | 0.7% | $1.04 | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | XILINX INC | 212,700 | $9.965M | 0.6% | $46.85 | $39.61 | — | COM | 983919101 |
| — | AK STL CORP | 10,450,000 | $9.843M | 0.6% | $0.94 | $0.86 | — | NOTE 5.000%11/1 | 001546AP5 |
| — | GROUP 1 AUTOMOTIVE INC | 7,000,000 | $9.249M | 0.6% | $1.32 | $1.32 | — | FRNT 2.250% 6/1 | 398905AE9 |
| — | COOPER TIRE & RUBR CO | 300,000 | $9.24M | 0.6% | $30.80 | $31.91 | — | Call | 216831107 |
| — | MICRON TECHNOLOGY INC | 5,000,000 | $9.238M | 0.6% | $1.85 | $1.53 | — | NOTE 1.500% 8/0 | 595112AQ6 |
| TRN | TRINITY INDS INC | 195,700 | $8.875M | 0.6% | $45.35 * | $10.24 | +1.5% | COM | 896522109 |
| — | THOMPSON CREEK METALS CO INC | 450,000 | $8.325M | 0.5% | $18.50 | $16.37 | — | UNIT 99/99/9999 | 884768300 |
| PLD | PROLOGIS INC | 213,700 | $8.039M | 0.5% | $37.62 * | $27.85 | -6.6% | COM | 74340W103 |
| — | HESS CORP | 100,000 | $7.734M | 0.5% | $77.34 | $66.49 | — | COM | 42809H107 |
| — | INTEL CORP | 5,960,000 | $7.379M | 0.5% | $1.24 | $1.24 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | JINKOSOLAR HOLDING CO LTD | 7,500,000 | $7.317M | 0.5% | $0.98 | $0.73 | — | NOTE 4.000% 5/1 | 47759TAA8 |
| — | SANOFI | 3,457,600 | $6.984M | 0.5% | $2.02 | $1.90 | — | RIGHT 12/31/2020 | 80105N113 |
| — | PRICELINE COM INC | 6,900 | $6.976M | 0.5% | $1011.01 | $826.62 | — | COM NEW | 741503403 |
| — | AG MTG INVT TR INC | 400,000 | $6.648M | 0.4% | $16.62 | $18.81 | — | COM | 001228105 |
| NEM | NEWMONT MINING CORP | 206,600 | $5.805M | 0.4% | $28.10 * | $25.34 | -10.8% | COM | 651639106 |
| INTC | INTEL CORP | 249,100 | $5.71M | 0.4% | $22.92 * | $17.16 | -1.5% | COM | 458140100 |
| — | AIRTRAN HLDGS INC | 3,756,000 | $5.58M | 0.4% | $1.49 | $1.42 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | CUBIST PHARMACEUTICALS INC | 85,000 | $5.402M | 0.3% | $63.55 | $63.55 | — | COM | 229678107 |
| GM | GENERAL MTRS CO | 150,000 | $5.396M | 0.3% | $35.97 | — | — | Call | 37045V100 |
| — | DOMINION RES INC VA NEW | 100,000 | $5.354M | 0.3% | $53.54 | $50.20 | — | UNIT 04/01/2013 | 25746U703 |
| TMUS | T-MOBILE US INC | 205,000 | $5.324M | 0.3% | $25.97 * | $19.37 | +21.9% | COM | 872590104 |
| — | SOLARFUN POWER HOLDINGS CO L | 5,000,000 | $4.584M | 0.3% | $0.92 | $0.85 | — | NOTE 3.500% 1/1 | 83415UAB4 |
| — | AMERICAN RLTY CAP PPTYS INC | 4,500,000 | $4.255M | 0.3% | $0.95 | $0.95 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | AMERICAN CAP MTG INVT CORP | 208,000 | $4.112M | 0.3% | $19.77 | $17.98 | — | COM | 02504A104 |
| VTGDF 7.875 09/01/42 | VANTAGE DRILLING COMPANY | 3,495,000 | $4.006M | 0.3% | $1.15 | $1.22 | — | NOTE 7.875% 9/0 | G93205AA3 |
| — | PULSE ELECTRONICS CORP | 5,000,000 | $3.7M | 0.2% | $0.74 | $0.66 | — | NOTE 7.000%12/1 | 74586WAA4 |
| — | INTERNATIONAL GAME TECHNOLOG | 160,700 | $3.042M | 0.2% | $18.93 | $18.24 | — | COM | 459902102 |
| — | COBALT INTL ENERGY INC | 114,100 | $2.837M | 0.2% | $24.86 | $26.50 | — | COM | 19075F106 |
| — | LAM RESEARCH CORP | 51,300 | $2.627M | 0.2% | $51.21 | $44.35 | — | COM | 512807108 |
| CALY | CALLAWAY GOLF CO | 352,330 | $2.509M | 0.2% | $7.12 * | $6.89 | 0.0% | COM | 131193104 |
| CPSS | CONSUMER PORTFOLIO SVCS INC | 415,000 | $2.461M | 0.2% | $5.93 | — | — | Call | 210502100 |
| — | OFFICEMAX INC DEL | 125,000 | $1.599M | 0.1% | $12.79 | $10.23 | — | COM | 67622P101 |
| — | NUANCE COMMUNICATIONS INC | 72,800 | $1.36M | 0.1% | $18.68 | $18.41 | — | COM | 67020Y100 |
| — | RLJ ENTMT INC | 197,233 | $1.075M | 0.1% | $5.45 | $4.80 | — | COM | 74965F104 |
| KBH | KB HOME | 48,700 | $878K | 0.1% | $18.03 * | $19.18 | -20.2% | COM | 48666K109 |
| — | OFFICEMAX INC DEL | 57,400 | $734K | 0.0% | $12.79 | $10.23 | — | Call | 67622P101 |
| INCY | INCYTE CORP | 8,199 | $313K | 0.0% | $38.18 * | $29.52 | 0.0% | COM | 45337C102 |
| — | ZAIS FINL CORP | 17,214 | $299K | 0.0% | $17.37 | $18.16 | — | COM | 98886K108 |