Location: FORT WORTH, TX
CIK: 0001167376 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 13, 2013
Total Value: $462M (44.6% shares, 55.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | VERISIGN INC | 100,000,000 | $140M | 30.4% | $1.40 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| AMT | AMERICAN TOWER CORP NEW | 900,000 | $65.85M | 14.3% | $59.51 | 0.0% | COM | 03027X100 |
| — | GENERAL CABLE CORP DEL NEW | 24,000,000 | $26.37M | 5.7% | $1.10 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | LINEAR TECHNOLOGY CORP | 21,500,000 | $22.43M | 4.9% | $1.04 | — | NOTE 3.000% 5/0 | 535678AC0 |
| — | E M C CORP MASS | 10,000,000 | $14.73M | 3.2% | $1.47 | — | NOTE 1.750%12/0 | 268648AM4 |
| — | CHEMED CORP NEW | 10,820,000 | $11.31M | 2.4% | $1.05 | — | NOTE 1.875% 5/1 | 16359RAC7 |
| — | COMTECH TELECOMMUNICATIONS C | 10,256,000 | $10.48M | 2.3% | $1.02 | — | NOTE 3.000% 5/0 | 205826AF7 |
| — | LIFEPOINT HOSPITALS INC | 9,500,000 | $10.24M | 2.2% | $1.08 | — | NOTE 3.500% 5/1 | 53219LAH2 |
| — | CUMULUS MEDIA INC | 2,820,181 | $9.56M | 2.1% | $3.39 | — | CL A | 231082108 |
| MHO | M/I HOMES INC | 364,534 | $8.37M | 1.8% | $24.31 | 0.0% | COM | 55305B101 |
| — | NATIONAL CINEMEDIA INC | 408,809 | $6.905M | 1.5% | $16.89 | — | COM | 635309107 |
| PENN | PENN NATL GAMING INC | 123,343 | $6.527M | 1.4% | $12.65 | 0.0% | COM | 707569109 |
| AGO | ASSURED GUARANTY LTD | 293,681 | $6.479M | 1.4% | $17.51 | 0.0% | COM | G0585R106 |
| — | STEEL DYNAMICS INC | 6,000,000 | $6.398M | 1.4% | $1.07 | — | NOTE 5.125% 6/1 | 858119AP5 |
| — | ISLE OF CAPRI CASINOS INC | 850,200 | $6.377M | 1.4% | $7.50 | — | COM | 464592104 |
| — | DOMINION DIAMOND CORP | 442,452 | $6.252M | 1.4% | $14.13 | — | COM | 257287102 |
| — | MENS WEARHOUSE INC | 163,187 | $6.177M | 1.3% | $37.85 | — | COM | 587118100 |
| — | FORESTAR GROUP INC | 284,330 | $5.704M | 1.2% | $20.06 | — | COM | 346233109 |
| — | AMERICAN CAP LTD | 438,282 | $5.553M | 1.2% | $12.67 | — | COM | 02503Y103 |
| — | GOLDCORP INC NEW | 5,000,000 | $5.038M | 1.1% | $1.01 | — | NOTE 2.000% 8/0 | 380956AB8 |
| — | NEWMONT MINING CORP | 5,000,000 | $5.035M | 1.1% | $1.01 | — | NOTE 1.250% 7/1 | 651639AH9 |
| SCI | SERVICE CORP INTL | 269,494 | $4.859M | 1.1% | $17.02 | 0.0% | COM | 817565104 |
| — | HAWAIIAN HOLDINGS INC | 794,799 | $4.856M | 1.1% | $6.11 | — | COM | 419879101 |
| NXST | NEXSTAR BROADCASTING GROUP I | 120,264 | $4.265M | 0.9% | $19.49 | 0.0% | CL A | 65336K103 |
| LYV | LIVE NATION ENTERTAINMENT IN | 232,035 | $3.597M | 0.8% | $13.58 | 0.0% | COM | 538034109 |
| — | CARMIKE CINEMAS INC | 181,341 | $3.511M | 0.8% | $19.36 | — | COM | 143436400 |
| — | MADISON SQUARE GARDEN CO | 56,653 | $3.357M | 0.7% | $59.26 | — | CL A | 55826P100 |
| STC | STEWART INFORMATION SVCS COR | 123,621 | $3.238M | 0.7% | $27.19 | 0.0% | COM | 860372101 |
| AIG | AMERICAN INTL GROUP INC | 71,030 | $3.175M | 0.7% | $32.51 | 0.0% | COM NEW | 026874784 |
| MTG | MGIC INVT CORP WIS | 511,003 | $3.102M | 0.7% | $5.69 | 0.0% | COM | 552848103 |
| AMWD | AMERICAN WOODMARK CORP | 82,602 | $2.866M | 0.6% | $34.15 | 0.0% | COM | 030506109 |
| — | RADIO ONE INC | 1,128,551 | $2.618M | 0.6% | $2.32 | — | CL D NON VTG | 75040P405 |
| — | LEAPFROG ENTERPRISES INC | 254,710 | $2.506M | 0.5% | $9.84 | — | CL A | 52186N106 |
| URI | UNITED RENTALS INC | 45,933 | $2.293M | 0.5% | $51.55 | 0.0% | COM | 911363109 |
| — | HORNBECK OFFSHORE SVCS INC N | 1,870,000 | $2.158M | 0.5% | $1.15 | — | FRNT 1.625%11/1 | 440543AE6 |
| — | PLY GEM HLDGS INC | 102,502 | $2.056M | 0.4% | $20.06 | — | COM | 72941W100 |
| BYD | BOYD GAMING CORP | 144,967 | $1.638M | 0.4% | $10.59 | 0.0% | COM | 103304101 |
| — | AMERICAN RLTY CAP PPTYS INC | 102,907 | $1.57M | 0.3% | $15.26 | — | COM | 02917T104 |
| — | GOOGLE INC | 1,300 | $1.144M | 0.2% | $880.00 | — | CL A | 38259P508 |
| — | FORESTAR GROUP INC | 1,000,000 | $1.126M | 0.2% | $1.13 | — | NOTE 3.750% 3/0 | 346232AB7 |
| CPRT | COPART INC | 35,001 | $1.078M | 0.2% | $4.25 | 0.0% | COM | 217204106 |
| V | VISA INC | 5,800 | $1.06M | 0.2% | $40.02 | 0.0% | COM CL A | 92826C839 |
| — | CBS CORP NEW | 19,697 | $963K | 0.2% | $48.89 | — | CL B | 124857202 |
| KLAC | KLA-TENCOR CORP | 17,000 | $947K | 0.2% | $33.95 | 0.0% | COM | 482480100 |
| ADI | ANALOG DEVICES INC | 20,700 | $933K | 0.2% | $34.29 | 0.0% | COM | 032654105 |
| — | ANADARKO PETE CORP | 10,500 | $902K | 0.2% | $85.90 | — | COM | 032511107 |
| — | DIRECTV | 13,904 | $857K | 0.2% | $61.64 | — | COM | 25490A309 |
| AMAT | APPLIED MATLS INC | 54,000 | $806K | 0.2% | $12.22 | 0.0% | COM | 038222105 |
| — | TYCO INTERNATIONAL LTD | 21,591 | $711K | 0.2% | $32.93 | — | SHS | H89128104 |
| EBAY | EBAY INC | 13,500 | $698K | 0.2% | $20.18 | 0.0% | COM | 278642103 |
| GPN | GLOBAL PMTS INC | 15,000 | $695K | 0.2% | $22.14 | 0.0% | COM | 37940X102 |
| OMCL | OMNICELL INC | 32,705 | $672K | 0.1% | $18.46 | 0.0% | COM | 68213N109 |
| GM | GENERAL MTRS CO | 20,000 | $666K | 0.1% | $23.62 | 0.0% | COM | 37045V100 |
| EOG | EOG RES INC | 5,000 | $658K | 0.1% | $46.52 | 0.0% | COM | 26875P101 |
| — | POINTS INTL LTD | 27,676 | $596K | 0.1% | $21.53 | — | COM NEW | 730843208 |
| — | CONCHO RES INC | 7,000 | $586K | 0.1% | $83.71 | — | COM | 20605P101 |
| — | UNITED STATES NATL GAS FUND | 30,000 | $569K | 0.1% | $18.97 | — | UNIT PAR $0.001 | 912318201 |
| BBY | BEST BUY INC | 20,000 | $547K | 0.1% | $16.63 | 0.0% | COM | 086516101 |
| JPM | JPMORGAN CHASE & CO | 10,000 | $528K | 0.1% | $36.24 | 0.0% | COM | 46625H100 |
| — | CONNS INC | 10,000 | $518K | 0.1% | $51.80 | — | COM | 208242107 |
| GILD | GILEAD SCIENCES INC | 10,000 | $513K | 0.1% | $36.21 | 0.0% | COM | 375558103 |
| — | LIBERTY INTERACTIVE CORP | 21,000 | $483K | 0.1% | $23.00 | — | INT COM SER A | 53071M104 |
| C | CITIGROUP INC | 10,000 | $480K | 0.1% | $35.76 | 0.0% | COM NEW | 172967424 |
| — | HARRIS TEETER SUPERMARKETS I | 10,092 | $473K | 0.1% | $46.87 | — | COM | 414585109 |
| — | VODAFONE GROUP PLC NEW | 15,000 | $431K | 0.1% | $28.73 | — | SPONS ADR NEW | 92857W209 |
| — | CONTINENTAL RESOURCES INC | 4,900 | $422K | 0.1% | $86.12 | — | COM | 212015101 |
| HAL | HALLIBURTON CO | 10,000 | $417K | 0.1% | $33.21 | 0.0% | COM | 406216101 |
| — | OCWEN FINL CORP | 10,000 | $412K | 0.1% | $41.20 | — | COM NEW | 675746309 |
| SU | SUNCOR ENERGY INC NEW | 13,500 | $398K | 0.1% | $19.64 | 0.0% | COM | 867224107 |
| — | OASIS PETE INC NEW | 10,000 | $389K | 0.1% | $38.90 | — | COM | 674215108 |
| WFC | WELLS FARGO & CO NEW | 8,900 | $367K | 0.1% | $27.36 | 0.0% | COM | 949746101 |
| SLB | SCHLUMBERGER LTD | 5,000 | $358K | 0.1% | $52.90 | 0.0% | COM | 806857108 |
| — | SPECTRA ENERGY CORP | 10,000 | $345K | 0.1% | $34.50 | — | COM | 847560109 |
| HCA | HCA HOLDINGS INC | 9,000 | $325K | 0.1% | $35.96 | 0.0% | COM | 40412C101 |
| — | LYON WILLIAM HOMES | 10,300 | $260K | 0.1% | $25.24 | — | CL A NEW | 552074700 |
| — | CITRIX SYS INC | 3,500 | $211K | 0.0% | $60.29 | — | COM | 177376100 |
| — | XOMA CORP DEL | 50,000 | $182K | 0.0% | $3.64 | — | COM | 98419J107 |
| — | MERGE HEALTHCARE INC | 43,392 | $156K | 0.0% | $3.60 | — | COM | 589499102 |