CIK: 0001278960 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: May 13, 2014
Total Value ($000): $1,424,029 (36.0% shares, 64.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 1,150,000 | $215,061 | 15.1% | — | — | Put | 78462F103 |
| — | MICRON TECHNOLOGY INC | 51,070,000 | $128,665 | 9.0% | $2.46 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | ENDO HEALTH SOLUTIONS INC | 48,740,000 | $114,722 | 8.1% | $2.09 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | CITIGROUP INC | 2,065,974 | $98,338 | 6.9% | $48.80 | — | *W EXP 01/04/201 | 172967226 |
| — | CITIGROUP INC | 1,793,300 | $85,359 | 6.0% | $47.97 | — | *W EXP 10/28/201 | 172967234 |
| — | KINDER MORGAN INC DEL | 2,364,000 | $76,806 | 5.4% | $36.80 | — | *W EXP 05/25/201 | 49456B119 |
| — | XM Satellite Radio | 37,400,000 | $66,479 | 4.7% | $1.78 | — | Note 7.0000% 01-Dec-2014 | 98375YAU0 |
| — | LINEAR TECHNOLOGY CORP | 43,313,000 | $51,705 | 3.6% | $1.19 | — | NOTE 3.000% 5/0 | 535678AC0 |
| — | L-3 COMMUNICATIONS CORP | 32,542,000 | $43,372 | 3.0% | $1.14 | — | DEBT 3.000% 8/0 | 502413AW7 |
| — | GENCORP INC | 20,000,000 | $40,688 | 2.9% | $1.85 | — | SDCV 4.062%12/3 | 368682AN0 |
| — | WESTERN REFNG INC | 10,000,000 | $40,617 | 2.9% | $3.53 | — | NOTE 5.750% 6/1 | 959319AC8 |
| — | STARWOOD PPTY TR INC | 32,000,000 | $36,600 | 2.6% | $1.08 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | CEMEX SAB DE CV | 25,250,000 | $34,731 | 2.4% | $1.25 | — | NOTE 3.250% 3/1 | 151290BB8 |
| — | AMERICAN RLTY CAP PPTYS INC | 24,000,000 | $25,470 | 1.8% | $1.02 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | GROUP 1 AUTOMOTIVE INC | 15,250,000 | $18,433 | 1.3% | $1.26 | — | FRNT 2.250% 6/1 | 398905AE9 |
| — | VECTOR GROUP LTD | 13,000,000 | $17,794 | 1.2% | $1.18 | — | FRNT 1/1 | 92240MAY4 |
| — | PDL BIOPHARMA INC | 16,600,000 | $17,596 | 1.2% | $1.06 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | RF MICRODEVICES INC | 17,022,000 | $17,192 | 1.2% | $1.01 | — | NOTE 1.000% 4/1 | 749941AJ9 |
| — | STILLWATER MNG CO | 13,000,000 | $16,861 | 1.2% | $1.04 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | PHH CORP | 14,450,000 | $15,714 | 1.1% | $1.08 | — | NOTE 4.000% 9/0 | 693320AN3 |
| — | TESLA MTRS INC | 17,000,000 | $15,691 | 1.1% | $0.92 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | Forest City Enterprises | 15,000,000 | $15,600 | 1.1% | $1.04 | — | Note 3.6250% 15-Aug-2020 | 345550AQ0 |
| — | BPZ RESOURCES INC | 12,600,000 | $14,616 | 1.0% | $0.94 | — | NOTE 8.500%10/0 | 055639AC2 |
| — | NEWPARK RES INC | 11,124,000 | $14,322 | 1.0% | $1.29 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | Ciena Corp | 11,000,000 | $13,784 | 1.0% | $1.25 | — | Note 4.0000% 15-Mar-2015 | 171779AF8 |
| — | Titan International | 6,835,000 | $13,653 | 1.0% | $2.00 | — | Note 5.6250% 15-Jan-2017 | 888305AA7 |
| — | AK STL CORP | 8,700,000 | $13,272 | 0.9% | $1.23 | — | NOTE 5.000%11/1 | 001546AP5 |
| — | BLACKSTONE MTG TR INC | 11,700,000 | $12,981 | 0.9% | $1.08 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | CASTLE A M & CO | 8,000,000 | $12,910 | 0.9% | $1.61 | — | NOTE 7.000%12/1 | 148411AF8 |
| — | AMAG PHARMACEUTICALS INC | 12,250,000 | $12,472 | 0.9% | $1.02 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | MOLYCORP INC DEL | 15,300,000 | $12,164 | 0.9% | $0.77 | — | NOTE 6.000% 9/0 | 608753AF6 |
| — | PENNEY J C INC | 1,340,000 | $11,551 | 0.8% | $8.98 | — | Call | 708160106 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 7,800,000 | $10,257 | 0.7% | $1.16 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | VIPSHOP HLDGS LTD | 10,000,000 | $10,150 | 0.7% | $1.01 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | TESLA MTRS INC | 10,000,000 | $9,083 | 0.6% | $0.91 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | DOLLAR FINL CORP | 8,500,000 | $7,905 | 0.6% | $0.93 | — | NOTE 3.000% 4/0 | 256664AC7 |
| — | COBALT INTL ENERGY INC | 338,600 | $6,203 | 0.4% | — | — | Call | 19075F106 |
| — | UNITED STATES STL CORP NEW | 6,000,000 | $6,060 | 0.4% | $1.01 | — | NOTE 4.000% 5/1 | 912909AE8 |
| — | SOLARFUN POWER HOLDINGS CO L | 6,425,000 | $5,879 | 0.4% | $0.85 | — | NOTE 3.500% 1/1 | 83415UAB4 |
| — | FLUIDIGM CORP DEL | 5,000,000 | $5,697 | 0.4% | $1.14 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | APOLLO COML REAL EST FIN INC | 5,000,000 | $5,100 | 0.4% | $1.02 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | ALPHA NATURAL RESOURCES INC | 5,000,000 | $4,240 | 0.3% | $0.94 | — | NOTE 3.750%12/1 | 02076XAE2 |
| — | MERRIMACK PHARMACEUTICALS IN | 4,000,000 | $4,095 | 0.3% | $0.94 | — | NOTE 4.500% 7/1 | 590328AA8 |
| HOLX | HOLOGIC INC | 164,700 | $3,541 | 0.2% | $21.29 | +1.4% | COM | 436440101 |
| — | EXELIXIS INC | 3,550,000 | $3,148 | 0.2% | $0.97 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | UNITED STATES STL CORP NEW | 100,000 | $2,761 | 0.2% | — | — | Call | 912909108 |
| — | SAFEWAY INC | 50,000 | $1,847 | 0.1% | — | — | Call | 786514208 |
| — | CUBIST PHARMACEUTICALS INC | 2,558,079 | $1,663 | 0.1% | $1.35 | — | RIGHT 99/99/9999 | 229678123 |
| — | VRINGO INC | 464,844 | $1,613 | 0.1% | $3.30 | — | COM | 92911N104 |
| — | FUELCELL ENERGY INC | 607,745 | $1,507 | 0.1% | $2.48 | — | COM | 35952H106 |
| — | DFC GLOBAL CORP | 1,500,000 | $1,280 | 0.1% | $0.85 | — | NOTE 3.250% 4/1 | 23324TAB3 |
| — | ADVAXIS INC | 400,000 | $1,256 | 0.1% | $3.55 | — | COM NEW | 007624208 |
| — | SUNEDISON INC | 55,900 | $1,053 | 0.1% | — | — | Put | 86732Y109 |
| — | MOLYCORP INC DEL | 216,700 | $1,016 | 0.1% | $5.67 | — | COM | 608753109 |
| STWD | STARWOOD PPTY TR INC | 31,900 | $753 | 0.1% | — | — | Call | 85571B105 |
| — | MANNKIND CORP | 150,000 | $603 | 0.0% | — | — | Call | 56400P201 |
| — | SOLAZYME INC | 50,000 | $581 | 0.0% | $11.62 | — | COM | 83415T101 |
| — | SANOFI | 1,582,410 | $491 | 0.0% | $1.46 | — | RIGHT 12/31/2020 | 80105N113 |
| — | BPZ RESOURCES INC | 129,707 | $412 | 0.0% | $2.70 | — | COM | 055639108 |
| CSV | CARRIAGE SVCS INC | 18,560 | $339 | 0.0% | $17.50 | 0.0% | COM | 143905107 |
| — | ADVAXIS INC | 88,350 | $277 | 0.0% | $4.24 | — | *W EXP 07/15/201 | 007624117 |