CIK: 0000860662 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: May 28, 2014
Total Value: $1.121B (56.3% shares, 43.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | FAIRPOINT COMMUNICATIONS INC | 5,128,325 | $69.75M | 6.2% | $13.60 | $8.35 | — | COM NEW | 305560302 |
| — | WESCO INTL INC | 23,237,000 | $68.96M | 6.2% | $2.97 | $2.67 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| SPY | SPDR S&P 500 ETF TR | 350,000 | $65.45M | 5.8% | $187.01 | — | — | Put | 78462F103 |
| — | CEMEX SAB DE CV | 44,500,000 | $63.66M | 5.7% | $1.43 | $1.23 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | SIRIUS XM HLDGS INC | 16,725,000 | $53.52M | 4.8% | $3.20 | $3.20 | — | COM | 82968B103 |
| AAL | AMERICAN AIRLS GROUP INC | 1,437,010 | $52.59M | 4.7% | $36.60 * | $29.24 | +9.7% | COM | 02376R102 |
| QUAD | QUAD / GRAPHICS INC | 2,102,522 | $49.3M | 4.4% | $23.45 | $22.74 | +5.0% | COM CL A | 747301109 |
| — | MICROCHIP TECHNOLOGY INC | 25,000,000 | $46.38M | 4.1% | $1.85 | $1.83 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | MYLAN INC | 10,500,000 | $38.59M | 3.4% | $3.68 | $2.37 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| VOD | VODAFONE GROUP PLC NEW | 1,000,000 | $36.81M | 3.3% | $36.81 | $36.81 | — | SPONS ADR NEW | 92857W308 |
| — | TIME WARNER CABLE INC | 247,800 | $33.99M | 3.0% | $137.18 | $137.18 | — | Call | 88732J207 |
| — | TRW AUTOMOTIVE INC | 11,500,000 | $31.89M | 2.8% | $2.77 | $2.28 | — | NOTE 3.500%12/0 | 87264MAH2 |
| — | CONTINENTAL AIRLS INC | 10,800,000 | $25.66M | 2.3% | $2.38 | $2.38 | — | NOTE 4.500% 1/1 | 210795PU8 |
| — | BIOMARIN PHARMACEUTICAL INC | 6,947,000 | $23.39M | 2.1% | $3.37 | $3.48 | — | NOTE 1.875% 4/2 | 09061GAD3 |
| — | HUDSON CITY BANCORP | 2,200,000 | $21.63M | 1.9% | $9.83 | $9.18 | — | COM | 443683107 |
| — | AUTONAVI HLDGS LTD | 1,075,000 | $21.54M | 1.9% | $20.04 | $20.04 | — | SPONSORED ADR | 05330F106 |
| — | GENERAL MTRS CO | 600,000 | $20.65M | 1.8% | $34.42 | $40.87 | — | *W EXP 12/31/201 | 37045V134 |
| — | ENERSYS | 11,750,000 | $20.39M | 1.8% | $1.74 | $1.76 | — | NOTE 3.375% 6/0 | 29275YAA0 |
| — | PHH CORP | 17,000,000 | $18.33M | 1.6% | $1.08 | $1.07 | — | NOTE 4.000% 9/0 | 693320AN3 |
| F | FORD MTR CO DEL | 1,169,800 | $18.25M | 1.6% | $15.60 * | $8.17 | +2.4% | COM PAR $0.01 | 345370860 |
| — | LINEAR TECHNOLOGY CORP | 15,000,000 | $17.92M | 1.6% | $1.19 | $1.19 | — | NOTE 3.000% 5/0 | 535678AC0 |
| — | AK STL CORP | 11,450,000 | $17.4M | 1.6% | $1.52 | $0.92 | — | NOTE 5.000%11/1 | 001546AP5 |
| — | THERAVANCE INC | 13,500,000 | $17.4M | 1.6% | $1.29 | $1.54 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | STARWOOD PPTY TR INC | 15,000,000 | $17.18M | 1.5% | $1.15 | $1.07 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | CROWN CASTLE INTL CORP | 168,500 | $17.09M | 1.5% | $101.44 | $100.37 | — | CNV PFD STK SR A | 228227500 |
| — | RIVERBED TECHNOLOGY INC | 800,000 | $15.77M | 1.4% | $19.71 | $19.71 | — | COM | 768573107 |
| — | TIME WARNER CABLE INC | 110,552 | $15.17M | 1.4% | $137.18 | $137.18 | — | COM | 88732J207 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 630,000 | $15.09M | 1.3% | $23.95 | $18.75 | — | MAND CV NT 16 | L0302D178 |
| INTC | INTEL CORP | 569,500 | $14.7M | 1.3% | $25.81 * | $17.88 | +4.4% | COM | 458140100 |
| — | CUBIST PHARMACEUTICALS INC | 191,500 | $14.01M | 1.2% | $73.15 | $66.73 | — | COM | 229678107 |
| — | LEVEL 3 COMMUNICATIONS INC | 9,000,000 | $13.84M | 1.2% | $1.54 | $1.54 | — | NOTE 7.000% 3/1 | 52729NBP4 |
| — | DOMINION RES INC VA NEW | 225,000 | $13.06M | 1.2% | $58.03 | $50.05 | — | UNIT 07/01/2016 | 25746U885 |
| MU | MICRON TECHNOLOGY INC | 509,200 | $12.05M | 1.1% | $23.66 * | $23.18 | 0.0% | COM | 595112103 |
| — | MENS WEARHOUSE INC | 200,000 | $9.796M | 0.9% | $48.98 | $48.98 | — | COM | 587118100 |
| — | AMERICAN AIRLS GROUP INC | 332,421 | $9.175M | 0.8% | $27.60 | $27.60 | — | PFD A MAND CV | 02376R409 |
| PLD | PROLOGIS INC | 213,700 | $8.725M | 0.8% | $40.83 * | $27.85 | -0.8% | COM | 74340W103 |
| — | MICRON TECHNOLOGY INC | 3,625,000 | $7.991M | 0.7% | $2.20 | $2.20 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | AIRTRAN HLDGS INC | 3,881,000 | $7.534M | 0.7% | $1.94 | $1.43 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | AG MTG INVT TR INC | 400,000 | $7.004M | 0.6% | $17.51 | $18.81 | — | COM | 001228105 |
| — | LAM RESEARCH CORP | 118,400 | $6.512M | 0.6% | $55.00 | $50.34 | — | COM | 512807108 |
| — | THOMPSON CREEK METALS CO INC | 450,000 | $5.72M | 0.5% | $12.71 | $16.37 | — | UNIT 99/99/9999 | 884768300 |
| — | CALLAWAY GOLF CO | 4,000,000 | $5.693M | 0.5% | $1.42 | $1.23 | — | NOTE 3.750% 8/1 | 131193AC8 |
| — | STEEL DYNAMICS INC | 5,000,000 | $5.406M | 0.5% | $1.08 | $1.08 | — | NOTE 5.125% 6/1 | 858119AP5 |
| NEM | NEWMONT MINING CORP | 224,800 | $5.269M | 0.5% | $23.44 * | $24.78 | -25.6% | COM | 651639106 |
| — | UNITED TECHNOLOGIES CORP | 40,000 | $4.674M | 0.4% | $116.85 | $113.80 | — | COM | 913017109 |
| — | SOLAZYME INC | 3,000,000 | $4.605M | 0.4% | $1.53 | $1.53 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | SOLARFUN POWER HOLDINGS CO L | 5,000,000 | $4.563M | 0.4% | $0.91 | $0.85 | — | NOTE 3.500% 1/1 | 83415UAB4 |
| — | DOMINION RES INC VA NEW | 75,000 | $4.334M | 0.4% | $57.79 | $50.20 | — | UNIT 04/01/2013 | 25746U703 |
| RPM | RPM INTL INC | 102,200 | $4.276M | 0.4% | $41.84 | $38.93 | +5.9% | COM | 749685103 |
| — | CEMEX SAB DE CV | 3,000,000 | $4.119M | 0.4% | $1.37 | $1.37 | — | NOTE 3.250% 3/1 | 151290BB8 |
| — | BLACKSTONE MTG TR INC | 3,670,000 | $4.101M | 0.4% | $1.12 | $1.05 | — | NOTE 5.250%12/0 | 09257WAA8 |
| VTGDF 7.875 09/01/42 | VANTAGE DRILLING COMPANY | 3,495,000 | $3.89M | 0.3% | $1.11 | $1.22 | — | NOTE 7.875% 9/0 | G93205AA3 |
| — | AMERICAN CAP MTG INVT CORP | 198,000 | $3.716M | 0.3% | $18.77 | $17.98 | — | COM | 02504A104 |
| — | FOREST LABS INC | 40,000 | $3.691M | 0.3% | $92.28 | — | — | Call | 345838106 |
| — | PRICELINE COM INC | 2,500,000 | $3.539M | 0.3% | $1.42 | $1.42 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | CINEDIGM CORP | 1,377,613 | $3.527M | 0.3% | $2.56 | $2.02 | — | COM | 172406100 |
| HLF | HERBALIFE LTD | 60,000 | $3.436M | 0.3% | $57.27 * | $32.93 | 0.0% | COM USD SHS | G4412G101 |
| — | PPL CORP | 50,000 | $2.737M | 0.2% | $54.74 | $52.74 | — | UNIT 99/99/9999S | 69351T114 |
| — | GENERAL CABLE CORP DEL NEW | 2,500,000 | $2.506M | 0.2% | $1.00 | $1.00 | — | FRNT 5.000%11/1 | 369300AL2 |
| CPSS | CONSUMER PORTFOLIO SVCS INC | 179,389 | $1.227M | 0.1% | $6.84 | — | — | Call | 210502100 |
| KBH | KB HOME | 47,500 | $807K | 0.1% | $16.99 * | $19.18 | -16.1% | COM | 48666K109 |
| — | RLJ ENTMT INC | 80,000 | $357K | 0.0% | $4.46 | $4.80 | — | COM | 74965F104 |
| — | SIRIUS XM HLDGS INC | 100,000 | $320K | 0.0% | $3.20 | $3.20 | — | Put | 82968B103 |
| NMIH | NMI HLDGS INC | 25,000 | $293K | 0.0% | $11.72 | $11.87 | 0.0% | CL A | 629209305 |