CIK: 0000860662 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 14, 2014
Total Value: $1.278B (60.1% shares, 39.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | FAIRPOINT COMMUNICATIONS INC | 5,128,325 | $71.64M | 5.6% | $13.97 | $8.35 | — | COM NEW | 305560302 |
| — | WESCO INTL INC | 23,237,000 | $71.25M | 5.6% | $3.07 | $2.67 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| SPY | SPDR S&P 500 ETF TR | 350,000 | $68.5M | 5.4% | $195.72 | — | — | Put | 78462F103 |
| ALLY | ALLY FINL INC | 2,722,740 | $65.1M | 5.1% | $23.91 * | $18.86 | 0.0% | COM | 02005N100 |
| — | SIRIUS XM HLDGS INC | 16,635,000 | $57.56M | 4.5% | $3.46 | $3.20 | — | COM | 82968B103 |
| — | FOREST LABS INC | 536,800 | $53.14M | 4.2% | $99.00 | $99.00 | — | COM | 345838106 |
| — | DIRECTV | 600,000 | $51.01M | 4.0% | $85.01 | $85.01 | — | COM | 25490A309 |
| — | ALLERGAN INC | 300,000 | $50.77M | 4.0% | $169.22 | $169.22 | — | COM | 018490102 |
| QUAD | QUAD / GRAPHICS INC | 2,102,522 | $47.03M | 3.7% | $22.37 * | $22.74 | -5.6% | COM CL A | 747301109 |
| — | TIME WARNER CABLE INC | 290,600 | $42.8M | 3.3% | $147.30 | $137.18 | — | Call | 88732J207 |
| — | MYLAN INC | 10,500,000 | $40.71M | 3.2% | $3.88 | $2.37 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | WELLPOINT INC | 24,000,000 | $36.77M | 2.9% | $1.53 | $1.53 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | TRW AUTOMOTIVE INC | 11,500,000 | $34.93M | 2.7% | $3.04 | $2.28 | — | NOTE 3.500%12/0 | 87264MAH2 |
| — | MICROCHIP TECHNOLOGY INC | 15,500,000 | $29.61M | 2.3% | $1.91 | $1.83 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | HILLSHIRE BRANDS CO | 475,000 | $29.59M | 2.3% | $62.30 | $62.30 | — | COM | 432589109 |
| — | STARWOOD PPTY TR INC | 25,500,000 | $29.18M | 2.3% | $1.14 | $1.10 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | QUESTCOR PHARMACEUTICALS INC | 300,000 | $27.75M | 2.2% | $92.49 | $92.49 | — | COM | 74835Y101 |
| — | ENERSYS | 14,900,000 | $25.68M | 2.0% | $1.72 | $1.75 | — | NOTE 3.375% 6/0 | 29275YAA0 |
| — | CEMEX SAB DE CV | 16,900,000 | $25.64M | 2.0% | $1.52 | $1.23 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | IDENIX PHARMACEUTICALS INC | 1,000,000 | $24.1M | 1.9% | $24.10 | $24.10 | — | COM | 45166R204 |
| — | CONTINENTAL AIRLS INC | 10,800,000 | $23.69M | 1.9% | $2.19 | $2.38 | — | NOTE 4.500% 1/1 | 210795PU8 |
| — | PHH CORP | 22,500,000 | $22.61M | 1.8% | $1.01 | $1.06 | — | NOTE 4.000% 9/0 | 693320AN3 |
| — | GENERAL MTRS CO | 600,000 | $21.78M | 1.7% | $36.30 | $40.87 | — | *W EXP 12/31/201 | 37045V134 |
| — | THERAVANCE INC | 15,000,000 | $21.63M | 1.7% | $1.44 | $1.53 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | CEMEX SAB DE CV | 14,000,000 | $20.33M | 1.6% | $1.45 | $1.43 | — | NOTE 3.250% 3/1 | 151290BB8 |
| — | AK STL CORP | 11,450,000 | $19.03M | 1.5% | $1.66 | $0.92 | — | NOTE 5.000%11/1 | 001546AP5 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 780,000 | $17.57M | 1.4% | $22.53 | $19.48 | — | MAND CV NT 16 | L0302D178 |
| F | FORD MTR CO DEL | 957,000 | $16.5M | 1.3% | $17.24 * | $8.17 | +8.5% | COM PAR $0.01 | 345370860 |
| — | LEVEL 3 COMMUNICATIONS INC | 9,000,000 | $14.94M | 1.2% | $1.66 | $1.54 | — | NOTE 7.000% 3/1 | 52729NBP4 |
| T | AT&T INC | 412,400 | $14.58M | 1.1% | $35.36 | — | — | Put | 00206R102 |
| — | CUBIST PHARMACEUTICALS INC | 203,000 | $14.17M | 1.1% | $69.82 | $66.91 | — | COM | 229678107 |
| — | DOMINION RES INC VA NEW | 225,000 | $13.05M | 1.0% | $58.00 | $50.05 | — | UNIT 07/01/2016 | 25746U885 |
| — | RIVERBED TECHNOLOGY INC | 542,200 | $11.19M | 0.9% | $20.63 | $19.71 | — | COM | 768573107 |
| — | MICRON TECHNOLOGY INC | 3,625,000 | $10.91M | 0.9% | $3.01 | $2.20 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | SANDISK CORP | 5,000,000 | $10.17M | 0.8% | $2.03 | $2.03 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | AIRTRAN HLDGS INC | 4,681,000 | $9.912M | 0.8% | $2.12 | $1.55 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | HUDSON CITY BANCORP | 1,000,000 | $9.83M | 0.8% | $9.83 | $9.18 | — | COM | 443683107 |
| — | BARNES & NOBLE INC | 400,000 | $9.116M | 0.7% | $22.79 | — | — | Put | 067774109 |
| — | AUXILIUM PHARMACEUTICALS INC | 7,490,000 | $8.108M | 0.6% | $1.08 | $1.08 | — | NOTE 1.500% 7/1 | 05334DAA5 |
| — | LAM RESEARCH CORP | 118,400 | $8.001M | 0.6% | $67.58 | $50.34 | — | COM | 512807108 |
| — | AG MTG INVT TR INC | 400,000 | $7.572M | 0.6% | $18.93 | $18.81 | — | COM | 001228105 |
| — | CALLAWAY GOLF CO | 5,000,000 | $6.141M | 0.5% | $1.23 | $1.23 | — | NOTE 3.750% 8/1 | 131193AC8 |
| RPM | RPM INTL INC | 127,200 | $5.874M | 0.5% | $46.18 * | $39.78 | +8.8% | COM | 749685103 |
| NEM | NEWMONT MINING CORP | 224,800 | $5.719M | 0.4% | $25.44 * | $24.78 | -24.3% | COM | 651639106 |
| — | GENERAL CABLE CORP DEL NEW | 5,000,000 | $4.95M | 0.4% | $0.99 | $1.00 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | SOLARFUN POWER HOLDINGS CO L | 5,000,000 | $4.788M | 0.4% | $0.96 | $0.85 | — | NOTE 3.500% 1/1 | 83415UAB4 |
| — | SOLAZYME INC | 3,000,000 | $4.693M | 0.4% | $1.56 | $1.53 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | UNITED TECHNOLOGIES CORP | 40,000 | $4.618M | 0.4% | $115.45 | $113.80 | — | COM | 913017109 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 86,600 | $4.54M | 0.4% | $52.42 | $52.42 | — | ADR | 881624209 |
| PLD | PROLOGIS INC | 107,000 | $4.397M | 0.3% | $41.09 * | $27.85 | +4.4% | COM | 74340W103 |
| VTGDF 7.875 09/01/42 | VANTAGE DRILLING COMPANY | 3,495,000 | $4.072M | 0.3% | $1.17 | $1.22 | — | NOTE 7.875% 9/0 | G93205AA3 |
| ON | ON SEMICONDUCTOR CORP | 443,600 | $4.055M | 0.3% | $9.14 | $9.11 | 0.0% | COM | 682189105 |
| — | AMERICAN CAP MTG INVT CORP | 198,000 | $3.964M | 0.3% | $20.02 | $17.98 | — | COM | 02504A104 |
| — | PRICELINE GRP INC | 2,500,000 | $3.542M | 0.3% | $1.42 | $1.42 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | THOMPSON CREEK METALS CO INC | 1,160,610 | $3.435M | 0.3% | $2.96 | $8.16 | — | UNIT 99/99/9999 | 884768300 |
| — | CINEDIGM CORP | 1,377,613 | $3.43M | 0.3% | $2.49 | $2.02 | — | COM | 172406100 |
| GULTU | GULF COAST ULTRA DEEP RTY TR | 1,150,000 | $3.37M | 0.3% | $2.93 | $2.93 | — | ROYALTY TR UNT | 40222T104 |
| — | STARWOOD PPTY TR INC | 2,500,000 | $2.814M | 0.2% | $1.13 | $1.13 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | ALPHA NATURAL RESOURCES INC | 3,000,000 | $2.591M | 0.2% | $0.86 | $0.86 | — | NOTE 3.750%12/1 | 02076XAE2 |
| — | CEMEX SAB DE CV | 2,000,000 | $2.504M | 0.2% | $1.25 | $1.25 | — | NOTE 4.875% 3/1 | 151290AV5 |
| — | JDS UNIPHASE CORP | 164,100 | $2.046M | 0.2% | $12.47 | $12.47 | — | COM PAR $0.001 | 46612J507 |
| HLF | HERBALIFE LTD | 30,000 | $1.936M | 0.2% | $64.53 * | $32.93 | -6.9% | COM USD SHS | G4412G101 |
| — | SOLAZYME INC | 1,500,000 | $1.688M | 0.1% | $1.13 | $1.13 | — | NOTE 5.000%10/0 | 83415TAC5 |
| — | DOMINION RES INC VA NEW | 25,000 | $1.445M | 0.1% | $57.80 | $50.20 | — | UNIT 04/01/2013 | 25746U703 |
| CPSS | CONSUMER PORTFOLIO SVCS INC | 179,389 | $1.367M | 0.1% | $7.62 | — | — | Call | 210502100 |
| — | HORNBECK OFFSHORE SVCS INC N | 24,500 | $1.15M | 0.1% | $46.94 | $46.94 | — | COM | 440543106 |
| — | GRAMERCY PPTY TR INC | 125,700 | $760K | 0.1% | $6.05 | $6.05 | — | COM | 38489R100 |
| KBH | KB HOME | 30,000 | $560K | 0.0% | $18.67 * | $19.18 | -23.3% | COM | 48666K109 |
| — | RLJ ENTMT INC | 80,000 | $306K | 0.0% | $3.83 | $4.80 | — | COM | 74965F104 |
| NMIH | NMI HLDGS INC | 25,000 | $263K | 0.0% | $10.52 * | $11.87 | -7.7% | CL A | 629209305 |