Location: FORT WORTH, TX
CIK: 0001167376 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 13, 2013
Total Value: $543M (45.6% shares, 54.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | VERISIGN INC | 125,000,000 | $195M | 35.9% | $1.43 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | CROWN CASTLE INTL CORP | 940,038 | $68.65M | 12.6% | $73.03 | — | COM | 228227104 |
| — | GENERAL CABLE CORP DEL NEW | 22,000,000 | $24.61M | 4.5% | $1.10 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | E M C CORP MASS | 10,000,000 | $15.96M | 2.9% | $1.47 | — | NOTE 1.750%12/0 | 268648AM4 |
| — | LINEAR TECHNOLOGY CORP | 14,500,000 | $15.44M | 2.8% | $1.04 | — | NOTE 3.000% 5/0 | 535678AC0 |
| — | CUMULUS MEDIA INC | 2,820,181 | $14.92M | 2.7% | $3.39 | — | CL A | 231082108 |
| MHO | M/I HOMES INC | 618,471 | $12.75M | 2.3% | $22.95 | -8.5% | COM | 55305B101 |
| — | CHEMED CORP NEW | 10,820,000 | $11.2M | 2.1% | $1.05 | — | NOTE 1.875% 5/1 | 16359RAC7 |
| SCI | SERVICE CORP INTL | 584,633 | $10.89M | 2.0% | $17.87 | +4.1% | COM | 817565104 |
| — | COMTECH TELECOMMUNICATIONS C | 10,256,000 | $10.37M | 1.9% | $1.02 | — | NOTE 3.000% 5/0 | 205826AF7 |
| LYV | LIVE NATION ENTERTAINMENT IN | 552,932 | $10.26M | 1.9% | $15.56 | +9.2% | COM | 538034109 |
| — | OCEAN RIG UDW INC | 526,541 | $9.583M | 1.8% | $18.20 | — | SHS | Y64354205 |
| — | DOMINION DIAMOND CORP | 702,045 | $8.558M | 1.6% | $13.41 | — | COM | 257287102 |
| — | ISLE OF CAPRI CASINOS INC | 969,878 | $7.332M | 1.3% | $7.51 | — | COM | 464592104 |
| — | AMERICAN CAP LTD | 529,568 | $7.282M | 1.3% | $12.86 | — | COM | 02503Y103 |
| — | MENS WEARHOUSE INC | 195,130 | $6.644M | 1.2% | $37.23 | — | COM | 587118100 |
| — | COLE REAL ESTATE INVTS INC | 503,361 | $6.171M | 1.1% | $12.26 | — | COM | 19329V105 |
| DDS | DILLARDS INC | 76,274 | $5.972M | 1.1% | $59.94 | 0.0% | CL A | 254067101 |
| — | NATIONAL CINEMEDIA INC | 282,906 | $5.336M | 1.0% | $16.89 | — | COM | 635309107 |
| — | LIVE NATION ENTERTAINMENT IN | 5,000,000 | $5.081M | 0.9% | $1.02 | — | NOTE 2.875% 7/1 | 538034AB5 |
| — | NEWMONT MINING CORP | 5,000,000 | $5.044M | 0.9% | $1.01 | — | NOTE 1.250% 7/1 | 651639AH9 |
| — | GOLDCORP INC NEW | 5,000,000 | $5.044M | 0.9% | $1.01 | — | NOTE 2.000% 8/0 | 380956AB8 |
| — | WCI CMNTYS INC | 285,532 | $4.928M | 0.9% | $17.26 | — | COM PAR $0.01 | 92923C807 |
| AGO | ASSURED GUARANTY LTD | 235,365 | $4.413M | 0.8% | $17.51 | -2.5% | COM | G0585R106 |
| CHEF | CHEFS WHSE INC | 174,274 | $4.026M | 0.7% | $21.48 | 0.0% | COM | 163086101 |
| CF | CF INDS HLDGS INC | 18,393 | $3.878M | 0.7% | $27.49 | 0.0% | COM | 125269100 |
| AIG | AMERICAN INTL GROUP INC | 78,798 | $3.832M | 0.7% | $32.85 | +9.7% | COM NEW | 026874784 |
| — | HAWAIIAN HOLDINGS INC | 507,432 | $3.775M | 0.7% | $6.11 | — | COM | 419879101 |
| — | REALOGY HLDGS CORP | 87,115 | $3.748M | 0.7% | $43.02 | — | COM | 75605Y106 |
| — | PHH CORP | 148,307 | $3.521M | 0.6% | $23.74 | — | COM NEW | 693320202 |
| — | RADIO ONE INC | 1,127,840 | $3.034M | 0.6% | $2.32 | — | CL D NON VTG | 75040P405 |
| AMWD | AMERICAN WOODMARK CORP | 85,579 | $2.965M | 0.5% | $34.21 | +4.6% | COM | 030506109 |
| — | CONNS INC | 339,639 | $2.691M | 0.5% | $9.21 | — | COM | 208242107 |
| CPRT | COPART INC | 84,026 | $2.671M | 0.5% | $4.15 | -1.8% | COM | 217204106 |
| — | EQUINIX INC | 14,456 | $2.655M | 0.5% | $183.66 | — | COM NEW | 29444U502 |
| — | OMNICARE INC | 2,500,000 | $2.64M | 0.5% | $1.06 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | LIFEPOINT HOSPITALS INC | 2,500,000 | $2.619M | 0.5% | $1.08 | — | NOTE 3.500% 5/1 | 53219LAH2 |
| — | RENTECH INC | 1,231,060 | $2.437M | 0.4% | $1.98 | — | COM | 760112102 |
| — | FORESTAR GROUP INC | 97,843 | $2.107M | 0.4% | $20.06 | — | COM | 346233109 |
| URI | UNITED RENTALS INC | 33,432 | $1.949M | 0.4% | $51.55 | +4.2% | COM | 911363109 |
| PENN | PENN NATL GAMING INC | 31,583 | $1.748M | 0.3% | $12.65 | -4.8% | COM | 707569109 |
| — | UCP INC | 102,370 | $1.519M | 0.3% | $14.84 | — | CL A | 90265Y106 |
| — | PENNEY J C INC | 150,010 | $1.321M | 0.2% | $8.81 | — | COM | 708160106 |
| — | FORESTAR GROUP INC | 1,000,000 | $1.153M | 0.2% | $1.13 | — | NOTE 3.750% 3/0 | 346232AB7 |
| UHS | UNIVERSAL HLTH SVCS INC | 15,000 | $1.125M | 0.2% | $66.39 | 0.0% | CL B | 913903100 |
| — | STEEL DYNAMICS INC | 1,000,000 | $1.09M | 0.2% | $1.07 | — | NOTE 5.125% 6/1 | 858119AP5 |
| — | LIBERTY INTERACTIVE CORP | 42,500 | $997K | 0.2% | $23.23 | — | INT COM SER A | 53071M104 |
| — | COMCAST CORP NEW | 23,000 | $997K | 0.2% | $43.35 | — | CL A SPL | 20030N200 |
| — | CBS CORP NEW | 17,999 | $993K | 0.2% | $48.89 | — | CL B | 124857202 |
| C | CITIGROUP INC | 20,000 | $970K | 0.2% | $36.69 | +2.5% | COM NEW | 172967424 |
| — | GOOGLE INC | 1,100 | $964K | 0.2% | $880.00 | — | CL A | 38259P508 |
| JPM | JPMORGAN CHASE & CO | 17,500 | $905K | 0.2% | $37.22 | +3.5% | COM | 46625H100 |
| TMO | THERMO FISHER SCIENTIFIC INC | 9,500 | $875K | 0.2% | $86.81 | 0.0% | COM | 883556102 |
| FCX | FREEPORT-MCMORAN COPPER & GO | 25,000 | $827K | 0.2% | $25.67 | 0.0% | COM | 35671D857 |
| GM | GENERAL MTRS CO | 23,000 | $827K | 0.2% | $24.03 | +11.3% | COM | 37045V100 |
| — | GENERAL ELECTRIC CO | 30,000 | $717K | 0.1% | $23.90 | — | COM | 369604103 |
| SAMG | SILVERCREST ASSET MGMT GROUP | 50,010 | $682K | 0.1% | $13.19 | 0.0% | CL A | 828359109 |
| — | TWENTY FIRST CENTY FOX INC | 20,000 | $670K | 0.1% | $33.50 | — | CL A | 90130A101 |
| GILD | GILEAD SCIENCES INC | 10,000 | $629K | 0.1% | $36.21 | +14.7% | COM | 375558103 |
| — | B/E AEROSPACE INC | 7,742 | $572K | 0.1% | $73.88 | — | COM | 073302101 |
| — | VODAFONE GROUP PLC NEW | 14,000 | $493K | 0.1% | $28.73 | — | SPONS ADR NEW | 92857W209 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 10,000 | $459K | 0.1% | $46.02 | 0.0% | COM | 88224Q107 |
| SLB | SCHLUMBERGER LTD | 5,000 | $442K | 0.1% | $52.90 | +11.5% | COM | 806857108 |
| — | DRYSHIPS INC | 121,988 | $432K | 0.1% | $3.54 | — | SHS | Y2109Q101 |
| — | ROCK-TENN CO | 4,070 | $412K | 0.1% | $101.23 | — | CL A | 772739207 |
| BBY | BEST BUY INC | 10,000 | $375K | 0.1% | $16.63 | +29.6% | COM | 086516101 |
| — | LYON WILLIAM HOMES | 16,045 | $326K | 0.1% | $23.48 | — | CL A NEW | 552074700 |
| — | SILICON GRAPHICS INTL CORP | 18,313 | $298K | 0.1% | $16.27 | — | COM | 82706L108 |
| — | HALCON RES CORP | 52,500 | $233K | 0.0% | $4.44 | — | COM NEW | 40537Q209 |
| — | XOMA CORP DEL | 50,000 | $225K | 0.0% | $3.64 | — | COM | 98419J107 |