CIK: 0000860662 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 14, 2014
Total Value: $1.278B (56.9% shares, 43.1% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | ALLIANCE DATA SYSTEMS CORP | 22,927,000 | $126M | 9.9% | $5.52 | $3.81 | — | NOTE 4.750% 5/1 | 018581AC2 |
| — | LIFE TECHNOLOGIES CORP | 1,500,000 | $114M | 8.9% | $75.80 | — | — | Call | 53217V109 |
| — | GENERAL MTRS CO | 1,712,972 | $70.01M | 5.5% | $40.87 | $40.87 | — | *W EXP 07/10/201 | 37045V118 |
| — | CEMEX SAB DE CV | 51,000,000 | $69.17M | 5.4% | $1.36 | $1.23 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | VODAFONE GROUP PLC NEW | 1,575,000 | $61.91M | 4.8% | $39.31 | $35.25 | — | SPONS ADR NEW | 92857W209 |
| — | FAIRPOINT COMMUNICATIONS INC | 5,128,325 | $58M | 4.5% | $11.31 | $8.35 | — | COM NEW | 305560302 |
| QUAD | QUAD / GRAPHICS INC | 2,102,522 | $57.25M | 4.5% | $27.23 * | $22.74 | +24.6% | COM CL A | 747301109 |
| — | WESCO INTL INC | 13,737,000 | $44.49M | 3.5% | $3.24 | $2.46 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| SPY | SPDR S&P 500 ETF TR | 200,000 | $36.94M | 2.9% | $184.69 | — | — | Put | 78462F103 |
| — | ALCOA INC | 21,000,000 | $34.78M | 2.7% | $1.66 | $1.43 | — | NOTE 5.250% 3/1 | 013817AT8 |
| — | MYLAN INC | 10,500,000 | $34.43M | 2.7% | $3.28 | $2.37 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | LENDER PROCESSING SVCS INC | 900,000 | $33.64M | 2.6% | $37.38 | $33.73 | — | COM | 52602E102 |
| — | GENERAL MTRS CO | 759,587 | $31.04M | 2.4% | $40.87 | $40.87 | — | *W EXP 07/10/201 | 37045V126 |
| — | TRW AUTOMOTIVE INC | 11,500,000 | $29.17M | 2.3% | $2.54 | $2.28 | — | NOTE 3.500%12/0 | 87264MAH2 |
| TMUS | T-MOBILE US INC | 830,000 | $27.92M | 2.2% | $33.64 * | $24.73 | +7.1% | COM | 872590104 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 1,030,000 | $26.55M | 2.1% | $25.78 | $18.75 | — | MAND CV NT 16 | L0302D178 |
| — | GENERAL MTRS CO | 600,000 | $24.52M | 1.9% | $40.87 | $40.87 | — | *W EXP 12/31/201 | 37045V134 |
| — | BIOMARIN PHARMACEUTICAL INC | 7,047,000 | $24.51M | 1.9% | $3.48 | $3.48 | — | NOTE 1.875% 4/2 | 09061GAD3 |
| — | CROWN CASTLE INTL CORP | 238,500 | $23.94M | 1.9% | $100.37 | $100.37 | — | CNV PFD STK SR A | 228227500 |
| — | HUDSON CITY BANCORP | 2,300,000 | $21.69M | 1.7% | $9.43 | $9.18 | — | COM | 443683107 |
| — | ENERSYS | 11,750,000 | $20.72M | 1.6% | $1.76 | $1.76 | — | NOTE 3.375% 6/0 | 29275YAA0 |
| — | THERAVANCE INC | 13,500,000 | $19.63M | 1.5% | $1.45 | $1.54 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | XILINX INC | 12,000,000 | $19M | 1.5% | $1.58 | $1.62 | — | SDCV 3.125% 3/1 | 983919AD3 |
| — | AK STL CORP | 11,450,000 | $18.48M | 1.4% | $1.61 | $0.92 | — | NOTE 5.000%11/1 | 001546AP5 |
| F | FORD MTR CO DEL | 1,040,400 | $16.05M | 1.3% | $15.43 * | $8.15 | +10.5% | COM PAR $0.01 | 345370860 |
| — | RESPONSYS INC | 535,000 | $14.66M | 1.1% | $27.41 | $27.41 | — | COM | 761248103 |
| — | CUBIST PHARMACEUTICALS INC | 181,500 | $12.5M | 1.0% | $68.87 | $66.38 | — | COM | 229678107 |
| — | DOMINION RES INC VA NEW | 225,000 | $12.22M | 1.0% | $54.31 | $50.05 | — | UNIT 07/01/2016 | 25746U885 |
| — | STARWOOD PPTY TR INC | 10,500,000 | $11.62M | 0.9% | $1.11 | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| TRN | TRINITY INDS INC | 195,700 | $10.67M | 0.8% | $54.52 * | $10.24 | +25.1% | COM | 896522109 |
| — | PHH CORP | 10,000,000 | $10.67M | 0.8% | $1.07 | $1.07 | — | NOTE 4.000% 9/0 | 693320AN3 |
| AAL | AMERICAN AIRLS GROUP INC | 396,437 | $10.01M | 0.8% | $25.25 * | $21.78 | 0.0% | COM | 02376R102 |
| INTC | INTEL CORP | 348,400 | $9.043M | 0.7% | $25.96 * | $17.37 | +3.2% | COM | 458140100 |
| — | MICROCHIP TECHNOLOGY INC | 5,000,000 | $8.678M | 0.7% | $1.74 | $1.74 | — | SDCV 2.125%12/1 | 595017AB0 |
| PLD | PROLOGIS INC | 213,700 | $7.896M | 0.6% | $36.95 * | $27.85 | -4.0% | COM | 74340W103 |
| — | JINKOSOLAR HLDG CO LTD | 6,500,000 | $7.028M | 0.5% | $1.08 | $0.73 | — | NOTE 4.000% 5/1 | 47759TAA8 |
| — | AIRTRAN HLDGS INC | 3,881,000 | $6.564M | 0.5% | $1.69 | $1.43 | — | NOTE 5.250%11/0 | 00949PAD0 |
| AAL | AMERICAN AIRLS GROUP INC | 250,000 | $6.313M | 0.5% | $25.25 * | $21.78 | 0.0% | Put | 02376R102 |
| — | PRICELINE COM INC | 5,400 | $6.277M | 0.5% | $1162.41 | $826.62 | — | COM NEW | 741503403 |
| — | AG MTG INVT TR INC | 400,000 | $6.256M | 0.5% | $15.64 | $18.81 | — | COM | 001228105 |
| — | ALPHA NATURAL RESOURCES INC | 5,500,000 | $5.933M | 0.5% | $1.08 | $1.08 | — | NOTE 4.875%12/1 | 02076XAF9 |
| — | THOMPSON CREEK METALS CO INC | 450,000 | $5.868M | 0.5% | $13.04 | $16.37 | — | UNIT 99/99/9999 | 884768300 |
| — | BLACKSTONE MTG TR INC | 4,870,000 | $5.126M | 0.4% | $1.05 | $1.05 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | CALLAWAY GOLF CO | 4,000,000 | $4.925M | 0.4% | $1.23 | $1.23 | — | NOTE 3.750% 8/1 | 131193AC8 |
| NEM | NEWMONT MINING CORP | 206,600 | $4.758M | 0.4% | $23.03 * | $25.34 | -22.1% | COM | 651639106 |
| — | UNITED TECHNOLOGIES CORP | 40,000 | $4.552M | 0.4% | $113.80 | $113.80 | — | COM | 913017109 |
| — | SOLARFUN POWER HOLDINGS CO L | 5,000,000 | $4.547M | 0.4% | $0.91 | $0.85 | — | NOTE 3.500% 1/1 | 83415UAB4 |
| — | JOS A BANK CLOTHIERS INC | 80,000 | $4.382M | 0.3% | $54.77 | $54.77 | — | COM | 480838101 |
| RPM | RPM INTL INC | 102,200 | $4.242M | 0.3% | $41.51 * | $38.93 | 0.0% | COM | 749685103 |
| — | STANLEY BLACK & DECKER INC | 40,000 | $4.116M | 0.3% | $102.90 | $102.90 | — | UNIT 99/99/9999 | 854502804 |
| VTGDF 7.875 09/01/42 | VANTAGE DRILLING COMPANY | 3,495,000 | $4.107M | 0.3% | $1.18 | $1.22 | — | NOTE 7.875% 9/0 | G93205AA3 |
| — | DOMINION RES INC VA NEW | 75,000 | $4.073M | 0.3% | $54.31 | $50.20 | — | UNIT 04/01/2013 | 25746U703 |
| CPSS | CONSUMER PORTFOLIO SVCS INC | 409,390 | $3.844M | 0.3% | $9.39 | — | — | Call | 210502100 |
| — | PULSE ELECTRONICS CORP | 5,000,000 | $3.7M | 0.3% | $0.74 | $0.66 | — | NOTE 7.000%12/1 | 74586WAA4 |
| — | RAIT FINANCIAL TRUST | 3,500,000 | $3.465M | 0.3% | $0.99 | $0.99 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | AMERICAN CAP MTG INVT CORP | 198,000 | $3.457M | 0.3% | $17.46 | $17.98 | — | COM | 02504A104 |
| — | LAM RESEARCH CORP | 61,300 | $3.338M | 0.3% | $54.45 | $46.00 | — | COM | 512807108 |
| — | AMERICAN RLTY CAP PPTYS INC | 3,000,000 | $3.039M | 0.2% | $1.01 | $1.01 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | CINEDIGM CORP | 1,377,613 | $2.783M | 0.2% | $2.02 | $2.02 | — | COM | 172406100 |
| — | PPL CORP | 50,000 | $2.637M | 0.2% | $52.74 | $52.74 | — | UNIT 99/99/9999S | 69351T114 |
| — | HUDSON CITY BANCORP | 250,000 | $2.358M | 0.2% | $9.43 | $9.18 | — | Put | 443683107 |
| — | AMERICAN RLTY CAP PPTYS INC | 2,000,000 | $1.999M | 0.2% | $1.00 | $0.95 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | GAIN CAP HLDGS INC | 2,000,000 | $1.861M | 0.1% | $0.93 | $0.93 | — | NOTE 4.125%12/0 | 36268WAA8 |
| — | NUANCE COMMUNICATIONS INC | 72,800 | $1.107M | 0.1% | $15.21 | $18.41 | — | COM | 67020Y100 |
| KBH | KB HOME | 48,700 | $890K | 0.1% | $18.28 * | $19.18 | -21.6% | COM | 48666K109 |
| — | SWIFT TRANSN CO | 36,275 | $806K | 0.1% | $22.22 | $22.22 | — | CL A | 87074U101 |
| — | OCLARO INC | 320,963 | $799K | 0.1% | $2.49 | $2.49 | — | COM NEW | 67555N206 |
| — | RLJ ENTMT INC | 80,000 | $383K | 0.0% | $4.79 | $4.80 | — | COM | 74965F104 |
| — | ZAIS FINL CORP | 17,214 | $276K | 0.0% | $16.03 | $18.16 | — | COM | 98886K108 |
| — | OFFICE DEPOT INC | 31,500 | $167K | 0.0% | $5.30 | — | — | Call | 676220106 |