CIK: 0001278960 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 14, 2014
Total Value ($000): $1,180,581 (44.0% shares, 56.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 958,700 | $177,063 | 15.0% | $168.01 | — | Call | 78462F103 |
| — | CITIGROUP INC | 2,352,081 | $122,567 | 10.4% | $48.80 | — | *W EXP 01/04/201 | 172967226 |
| — | CITIGROUP INC | 1,793,300 | $93,449 | 7.9% | $47.97 | — | *W EXP 10/28/201 | 172967234 |
| — | ENDO HEALTH SOLUTIONS INC | 33,290,000 | $77,233 | 6.5% | $1.97 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | KINDER MORGAN INC DEL | 1,914,000 | $68,904 | 5.8% | $37.82 | — | *W EXP 05/25/201 | 49456B119 |
| — | GENCORP INC | 20,000,000 | $40,356 | 3.4% | $1.85 | — | SDCV 4.062%12/3 | 368682AN0 |
| — | WESTERN REFNG INC | 8,458,000 | $37,515 | 3.2% | $3.43 | — | NOTE 5.750% 6/1 | 959319AC8 |
| — | MICRON TECHNOLOGY INC | 15,500,000 | $35,991 | 3.0% | $2.32 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | STARWOOD PPTY TR INC | 29,000,000 | $32,306 | 2.7% | $1.07 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | XILINX INC | 17,995,000 | $28,567 | 2.4% | $1.60 | — | SDCV 3.125% 3/1 | 983919AD3 |
| — | CEMEX SAB DE CV | 20,000,000 | $26,375 | 2.2% | $1.22 | — | NOTE 3.250% 3/1 | 151290BB8 |
| — | L-3 COMMUNICATIONS CORP | 19,786,000 | $23,852 | 2.0% | $1.02 | — | DEBT 3.000% 8/0 | 502413AW7 |
| — | EXTERRAN HLDGS INC | 15,000,000 | $22,403 | 1.9% | $1.29 | — | NOTE 4.250% 6/1 | 30225XAA1 |
| — | D R HORTON INC | 13,000,000 | $22,344 | 1.9% | $1.52 | — | NOTE 2.000% 5/1 | 23331ABB4 |
| — | GENERAL MTRS CO | 499,628 | $20,420 | 1.7% | $33.31 | — | *W EXP 07/10/201 | 37045V118 |
| — | GROUP 1 AUTOMOTIVE INC | 15,250,000 | $19,276 | 1.6% | $1.26 | — | FRNT 2.250% 6/1 | 398905AE9 |
| — | STILLWATER MNG CO | 17,000,000 | $19,193 | 1.6% | $1.04 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | NAVISTAR INTL CORP NEW | 18,150,000 | $18,604 | 1.6% | $0.98 | — | NOTE 3.000%10/1 | 63934EAL2 |
| — | AMERICAN RLTY CAP PPTYS INC | 17,000,000 | $17,085 | 1.4% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | RF MICRODEVICES INC | 17,022,000 | $17,022 | 1.4% | $1.01 | — | NOTE 1.000% 4/1 | 749941AJ9 |
| — | PHH CORP | 15,791,000 | $16,896 | 1.4% | $1.08 | — | NOTE 4.000% 9/0 | 693320AN3 |
| — | ELECTRONIC ARTS INC | 15,750,000 | $16,821 | 1.4% | $1.04 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | USEC INC | 48,028,000 | $16,810 | 1.4% | $0.21 | — | NOTE 3.000%10/0 | 90333EAC2 |
| — | VECTOR GROUP LTD | 13,000,000 | $15,477 | 1.3% | $1.18 | — | FRNT 1/1 | 92240MAY4 |
| — | GREEN PLAINS RENEWABLE ENERG | 10,340,000 | $14,977 | 1.3% | $1.16 | — | NOTE 5.750%11/0 | 393222AB0 |
| — | AK STL CORP | 8,700,000 | $14,116 | 1.2% | $1.23 | — | NOTE 5.000%11/1 | 001546AP5 |
| — | COVANTA HLDG CORP | 12,024,000 | $14,068 | 1.2% | $1.29 | — | NOTE 3.250% 6/0 | 22282EAC6 |
| — | CENTRAL EUROPEAN MEDIA | 14,564,000 | $13,253 | 1.1% | $0.96 | — | NOTE 5.000%11/1 | 153443AH9 |
| — | CHESAPEAKE ENERGY CORP | 12,000,000 | $12,600 | 1.1% | $1.00 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 10,000,000 | $11,570 | 1.0% | $1.16 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | MOLYCORP INC DEL | 13,050,000 | $10,244 | 0.9% | $0.77 | — | NOTE 6.000% 9/0 | 608753AF6 |
| — | BPZ RESOURCES INC | 10,500,000 | $9,371 | 0.8% | $0.89 | — | NOTE 8.500%10/0 | 055639AC2 |
| — | AMERICAN EQTY INVT LIFE HLD | 250,000 | $6,595 | 0.6% | $26.38 | — | COM | 025676206 |
| — | BLACKSTONE MTG TR INC | 6,000,000 | $6,264 | 0.5% | $1.04 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | SOLARFUN POWER HOLDINGS CO L | 6,425,000 | $5,975 | 0.5% | $0.85 | — | NOTE 3.500% 1/1 | 83415UAB4 |
| — | SOLARCITY CORP | 5,000,000 | $5,933 | 0.5% | $1.19 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | BPZ RESOURCES INC | 6,500,000 | $5,850 | 0.5% | $0.80 | — | MTNF 6.500% 3/0 | 055639AB4 |
| — | ISTAR FINL INC | 400,000 | $5,708 | 0.5% | $12.04 | — | Call | 45031U101 |
| — | BIOMARIN PHARMACEUTICAL INC | 5,000,000 | $5,325 | 0.5% | $1.06 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | COMTECH TELECOMMUNICATIONS C | 5,000,000 | $5,238 | 0.4% | $1.04 | — | NOTE 3.000% 5/0 | 205826AF7 |
| — | AMERICAN RLTY CAP PPTYS INC | 5,000,000 | $5,083 | 0.4% | $1.02 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | ALPHA NATURAL RESOURCES INC | 4,500,000 | $4,673 | 0.4% | $0.95 | — | NOTE 3.750%12/1 | 02076XAE2 |
| — | EXELIXIS INC | 3,770,000 | $4,613 | 0.4% | $0.97 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | MERRIMACK PHARMACEUTICALS IN | 4,000,000 | $4,200 | 0.4% | $0.94 | — | NOTE 4.500% 7/1 | 590328AA8 |
| — | COBALT INTL ENERGY INC | 250,000 | $4,113 | 0.3% | — | — | Call | 19075F106 |
| HOLX | HOLOGIC INC | 164,700 | $3,679 | 0.3% | $21.29 | +3.6% | COM | 436440101 |
| — | CUBIST PHARMACEUTICALS INC | 2,700,945 | $3,646 | 0.3% | $1.35 | — | RIGHT 99/99/9999 | 229678123 |
| — | ALBANY MOLECULAR RESH INC | 2,500,000 | $2,325 | 0.2% | $0.93 | — | NOTE 2.250%11/1 | 012423AA7 |
| LNG | CHENIERE ENERGY INC | 49,800 | $2,147 | 0.2% | $28.82 | +38.2% | Call | 16411R208 |
| LNG | CHENIERE ENERGY INC | 47,600 | $2,053 | 0.2% | $28.82 | +38.2% | COM NEW | 16411R208 |
| — | PENNEY J C INC | 200,000 | $1,830 | 0.2% | $8.98 | — | COM | 708160106 |
| — | PENNEY J C INC | 200,000 | $1,830 | 0.2% | $8.98 | — | Put | 708160106 |
| — | MOLYCORP INC DEL | 1,500,000 | $1,410 | 0.1% | $1.00 | — | NOTE 5.500% 2/0 | 608753AH2 |
| — | MOLYCORP INC DEL | 216,700 | $1,218 | 0.1% | $5.67 | — | COM | 608753109 |
| — | ARRIS GROUP INC NEW | 50,000 | $1,217 | 0.1% | — | — | Call | 04270V106 |
| — | SANOFI | 2,163,509 | $736 | 0.1% | $1.46 | — | RIGHT 12/31/2020 | 80105N113 |
| — | VRINGO INC | 229,968 | $681 | 0.1% | $3.13 | — | COM | 92911N104 |
| — | ADVAXIS INC | 150,000 | $636 | 0.1% | $4.24 | — | COM NEW | 007624208 |
| — | ADVAXIS INC | 112,500 | $477 | 0.0% | $4.24 | — | *W EXP 07/15/201 | 007624117 |
| — | AMERICAN EQTY INVT LIFE HLD | 12,000 | $317 | 0.0% | $26.38 | — | Call | 025676206 |
| — | BPZ RESOURCES INC | 44,735 | $81 | 0.0% | $1.79 | — | COM | 055639108 |