CIK: 0001278960 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 14, 2014
Total Value ($000): $853,795 (22.1% shares, 77.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MICRON TECHNOLOGY INC | 33,570,000 | $120,083 | 14.1% | $2.46 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | XM Satellite Radio | 58,790,000 | $111,830 | 13.1% | $1.82 | — | Note 7.0000% 01-Dec-2014 | 98375YAU0 |
| — | POWERSHARES QQQ TRUST | 750,000 | $74,093 | 8.7% | — | — | Call | 73935A104 |
| SPY | SPDR S&P 500 ETF TR | 300,000 | $59,106 | 6.9% | — | — | Put | 78462F103 |
| — | SALIX PHARMACEUTICALS INC | 19,709,000 | $47,671 | 5.6% | $1.96 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | CEMEX SAB DE CV | 24,250,000 | $34,229 | 4.0% | $1.26 | — | NOTE 3.250% 3/1 | 151290BB8 |
| — | STARWOOD PPTY TR INC | 25,850,000 | $28,060 | 3.3% | $1.08 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | TYSON FOODS INC | 26,250,000 | $26,471 | 3.1% | $1.01 | — | UNIT 99/99/9999 | 902494301 |
| — | VIPSHOP HLDGS LTD | 22,000,000 | $26,084 | 3.1% | $1.11 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | AMERICAN RLTY CAP PPTYS INC | 23,831,000 | $23,712 | 2.8% | $1.02 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | AK STL CORP | 12,325,000 | $20,879 | 2.4% | $1.37 | — | NOTE 5.000%11/1 | 001546AP5 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 15,000,000 | $19,950 | 2.3% | $1.23 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | PDL BIOPHARMA INC | 18,500,000 | $18,084 | 2.1% | $1.04 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| IYR | ISHARES TR | 250,000 | $17,300 | 2.0% | — | — | Put | 464287739 |
| — | ENERSYS | 11,692,000 | $17,275 | 2.0% | $1.68 | — | NOTE 3.375% 6/0 | 29275YAA0 |
| — | VECTOR GROUP LTD | 10,000,000 | $14,710 | 1.7% | $1.18 | — | FRNT 1/1 | 92240MAY4 |
| — | SPIRIT RLTY CAP INC NEW | 14,750,000 | $14,344 | 1.7% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | STILLWATER MNG CO | 11,000,000 | $14,039 | 1.6% | $1.04 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | SHUTTERFLY INC | 13,000,000 | $13,455 | 1.6% | $1.03 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | AUXILIUM PHARMACEUTICALS INC | 10,000,000 | $13,210 | 1.5% | $1.32 | — | NOTE 1.500% 7/1 | 05334DAA5 |
| — | BPZ RESOURCES INC | 12,550,000 | $12,353 | 1.4% | $0.94 | — | NOTE 8.500%10/0 | 055639AC2 |
| — | FLUIDIGM CORP DEL | 13,000,000 | $11,635 | 1.4% | $1.02 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | SERVICESOURCE INTL LLC | 13,973,000 | $10,689 | 1.3% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | VECTOR GROUP LTD | 9,200,000 | $10,304 | 1.2% | $1.07 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | KEYW HLDG CORP | 10,000,000 | $10,025 | 1.2% | $1.00 | — | NOTE 2.500% 7/1 | 493723AA8 |
| — | APOLLO COML REAL EST FIN INC | 10,000,000 | $9,970 | 1.2% | $1.01 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | BLACKSTONE MTG TR INC | 9,200,000 | $9,614 | 1.1% | $1.08 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | Ciena Corp | 8,000,000 | $8,259 | 1.0% | $1.25 | — | Note 4.0000% 15-Mar-2015 | 171779AF8 |
| — | KINDER MORGAN INC DEL | 1,968,900 | $7,167 | 0.8% | $36.80 | — | *W EXP 05/25/201 | 49456B119 |
| — | PRICELINE GRP INC | 5,000 | $5,793 | 0.7% | — | — | Call | 741503403 |
| — | MERRIMACK PHARMACEUTICALS IN | 3,500,000 | $5,455 | 0.6% | $0.94 | — | NOTE 4.500% 7/1 | 590328AA8 |
| — | EXELIXIS INC | 9,300,000 | $5,348 | 0.6% | $0.73 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | OCWEN FINL CORP | 200,000 | $5,236 | 0.6% | — | — | Call | 675746309 |
| GULTU | GULF COAST ULTRA DEEP RTY TR | 2,440,296 | $4,881 | 0.6% | $2.93 | — | ROYALTY TR UNT | 40222T104 |
| — | SOLAZYME INC | 5,000,000 | $4,483 | 0.5% | $1.14 | — | NOTE 5.000%10/0 | 83415TAC5 |
| — | PENNEY J C INC | 441,100 | $4,429 | 0.5% | — | — | Call | 708160106 |
| KBE | SPDR SERIES TRUST | 95,000 | $3,031 | 0.4% | $31.91 | — | S&P BK ETF | 78464A797 |
| — | AMAG PHARMACEUTICALS INC | 2,000,000 | $2,673 | 0.3% | $1.02 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | KEYW HLDG CORP | 186,487 | $2,064 | 0.2% | $11.07 | — | COM | 493723100 |
| — | OREXIGEN THERAPEUTICS INC | 392,126 | $1,670 | 0.2% | $4.26 | — | COM | 686164104 |
| NEM | NEWMONT MINING CORP | 44,300 | $1,021 | 0.1% | $18.76 | +6.0% | COM | 651639106 |
| — | MEDICAL TRANSCRIPTION BLG CO | 247,486 | $881 | 0.1% | $3.56 | — | COM | 58464J105 |
| — | MOLYCORP INC DEL | 663,985 | $790 | 0.1% | $2.87 | — | COM | 608753109 |
| — | BPZ RESOURCES INC | 286,582 | $547 | 0.1% | $2.59 | — | COM | 055639108 |
| — | SANOFI | 924,600 | $430 | 0.1% | $1.46 | — | RIGHT 12/31/2020 | 80105N113 |
| — | MERRIMACK PHARMACEUTICALS IN | 18,950 | $166 | 0.0% | $7.30 | — | COM | 590328100 |
| — | OREXIGEN THERAPEUTICS INC | 25,900 | $110 | 0.0% | $4.26 | — | Call | 686164104 |
| — | ADVAXIS INC | 88,350 | $92 | 0.0% | $4.24 | — | *W EXP 07/15/201 | 007624117 |
| — | CITIGROUP INC | 1,585,386 | $55 | 0.0% | $47.97 | — | *W EXP 10/28/201 | 172967234 |
| — | SERVICESOURCE INTL LLC | 12,162 | $39 | 0.0% | $3.21 | — | COM | 81763U100 |