CIK: 0000860662 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 17, 2015
Total Value: $1.52B
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | TRAVELPORT WORLDWIDE LTD | 15,236,979 | $251M | 16.5% | $16.46 | $16.46 | — | SHS | G9019D104 |
| — | FAIRPOINT COMMUNICATIONS INC | 5,128,325 | $77.8M | 5.1% | $15.17 | $8.35 | — | COM NEW | 305560302 |
| — | SHIRE PLC | 300,000 | $77.72M | 5.1% | $259.05 | $259.05 | — | SPONSORED ADR | 82481R106 |
| — | WESCO INTL INC | 23,237,000 | $64.66M | 4.3% | $2.78 | $2.67 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | TIME WARNER CABLE INC | 450,000 | $64.57M | 4.2% | $143.49 | $143.49 | — | COM | 88732J207 |
| ALLY | ALLY FINL INC | 2,722,740 | $63M | 4.1% | $23.14 * | $18.86 | -3.3% | COM | 02005N100 |
| — | DIRECTV | 700,000 | $60.56M | 4.0% | $86.52 | $85.23 | — | COM | 25490A309 |
| — | SIRIUS XM HLDGS INC | 16,635,000 | $58.06M | 3.8% | $3.49 | $3.20 | — | COM | 82968B103 |
| — | TIME WARNER CABLE INC | 326,800 | $46.89M | 3.1% | $143.49 | $143.49 | — | CALL | 88732J207 |
| — | TRIBUNE PUBG CO | 2,244,448 | $45.29M | 3.0% | $20.18 | $20.18 | — | COM | 896082104 |
| QUAD | QUAD / GRAPHICS INC | 2,139,131 | $41.18M | 2.7% | $19.25 * | $22.72 | -4.7% | COM CL A | 747301109 |
| — | WELLPOINT INC | 24,000,000 | $39.52M | 2.6% | $1.65 | $1.53 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | TRW AUTOMOTIVE INC | 11,500,000 | $39.34M | 2.6% | $3.42 | $2.28 | — | NOTE 3.500%12/0 | 87264MAH2 |
| — | ALLERGAN INC | 196,071 | $34.94M | 2.3% | $178.19 | $169.22 | — | COM | 018490102 |
| — | INTERNATIONAL GAME TECHNOLOG | 1,700,000 | $28.68M | 1.9% | $16.87 | $16.87 | — | COM | 459902102 |
| — | LORILLARD INC | 475,000 | $28.46M | 1.9% | $59.91 | $59.91 | — | COM | 544147101 |
| — | CONTINENTAL AIRLS INC | 10,800,000 | $26.74M | 1.8% | $2.48 | $2.38 | — | NOTE 4.500% 1/1 | 210795PU8 |
| — | BALLY TECHNOLOGIES INC | 317,000 | $25.58M | 1.7% | $80.70 | — | — | CALL | 05874B107 |
| — | CEMEX SAB DE CV | 16,900,000 | $24.88M | 1.6% | $1.47 | $1.23 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | TRW AUTOMOTIVE HLDGS CORP | 230,927 | $23.38M | 1.5% | $101.25 | $101.25 | — | COM | 87264S106 |
| — | MICRON TECHNOLOGY INC | 15,500,000 | $20.38M | 1.3% | $1.32 | $1.32 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | CEMEX SAB DE CV | 14,000,000 | $19.73M | 1.3% | $1.41 | $1.43 | — | NOTE 3.250% 3/1 | 151290BB8 |
| SPY | SPDR S&P 500 ETF TR | 100,000 | $19.7M | 1.3% | $197.02 | — | — | PUT | 78462F103 |
| — | GENERAL MTRS CO | 600,000 | $19.16M | 1.3% | $31.94 | $40.87 | — | *W EXP 12/31/201 | 37045V134 |
| — | FAMILY DLR STORES INC | 239,500 | $18.5M | 1.2% | $77.24 | $77.24 | — | COM | 307000109 |
| — | HUDSON CITY BANCORP | 1,500,000 | $14.58M | 1.0% | $9.72 | $9.36 | — | COM | 443683107 |
| — | ALCOA INC | 290,000 | $14.46M | 1.0% | $49.87 | $49.87 | — | DEP SHS 1/10TH | 013817309 |
| — | THERAVANCE INC | 15,000,000 | $14.32M | 0.9% | $0.95 | $1.53 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | CUBIST PHARMACEUTICALS INC | 213,000 | $14.13M | 0.9% | $66.34 | $66.88 | — | COM | 229678107 |
| — | AUXILIUM PHARMACEUTICALS INC | 450,000 | $13.43M | 0.9% | $29.85 | $29.85 | — | COM | 05334D107 |
| — | AUXILIUM PHARMACEUTICALS INC | 9,690,000 | $12.78M | 0.8% | $1.32 | $1.14 | — | NOTE 1.500% 7/1 | 05334DAA5 |
| — | LAM RESEARCH CORP | 163,400 | $12.21M | 0.8% | $74.70 | $57.05 | — | COM | 512807108 |
| — | AIRTRAN HLDGS INC | 4,681,000 | $11.62M | 0.8% | $2.48 | $1.55 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | LEVEL 3 COMMUNICATIONS INC | 6,000,000 | $10.23M | 0.7% | $1.71 | $1.54 | — | NOTE 7.000% 3/1 | 52729NBP4 |
| — | RIVERBED TECHNOLOGY INC | 542,200 | $10.05M | 0.7% | $18.54 | $19.71 | — | COM | 768573107 |
| — | SANDISK CORP | 4,400,000 | $8.462M | 0.6% | $1.92 | $2.03 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 380,000 | $8.057M | 0.5% | $21.20 | $19.48 | — | MAND CV NT 16 | L0302D178 |
| — | VOLCANO CORPORATION | 9,250,000 | $8.007M | 0.5% | $0.87 | $0.87 | — | NOTE 1.750%12/0 | 928645AB6 |
| — | BARNES & NOBLE INC | 400,000 | $7.896M | 0.5% | $19.74 | — | — | PUT | 067774109 |
| ILMN | ILLUMINA INC | 47,200 | $7.737M | 0.5% | $163.92 | $167.17 | 0.0% | COM | 452327109 |
| — | STARWOOD PPTY TR INC | 7,000,000 | $7.569M | 0.5% | $1.08 | $1.10 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| RPM | RPM INTL INC | 162,200 | $7.426M | 0.5% | $45.78 | $41.10 | +11.6% | COM | 749685103 |
| — | AG MTG INVT TR INC | 400,000 | $7.12M | 0.5% | $17.80 | $18.81 | — | COM | 001228105 |
| — | CITRIX SYS INC | 98,900 | $7.056M | 0.5% | $71.34 | $71.34 | — | COM | 177376100 |
| AMT | AMERICAN TOWER CORP NEW | 75,000 | $7.022M | 0.5% | $93.63 * | $72.53 | 0.0% | COM | 03027X100 |
| — | ENERSYS | 4,400,000 | $6.501M | 0.4% | $1.48 | $1.75 | — | NOTE 3.375% 6/0 | 29275YAA0 |
| — | CALLAWAY GOLF CO | 5,000,000 | $5.6M | 0.4% | $1.12 | $1.23 | — | NOTE 3.750% 8/1 | 131193AC8 |
| NEM | NEWMONT MINING CORP | 224,800 | $5.182M | 0.3% | $23.05 * | $24.78 | -19.8% | COM | 651639106 |
| — | AK STL CORP | 2,950,000 | $4.995M | 0.3% | $1.69 | $0.92 | — | NOTE 5.000%11/1 | 001546AP5 |
| — | IXIA | 5,000,000 | $4.875M | 0.3% | $0.97 | $0.97 | — | NOTE 3.000%12/1 | 45071RAB5 |
| ON | ON SEMICONDUCTOR CORP | 538,800 | $4.817M | 0.3% | $8.94 * | $9.13 | +1.2% | COM | 682189105 |
| — | SOLARFUN POWER HOLDINGS CO L | 5,000,000 | $4.747M | 0.3% | $0.95 | $0.85 | — | NOTE 3.500% 1/1 | 83415UAB4 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 86,600 | $4.655M | 0.3% | $53.75 | $52.42 | — | ADR | 881624209 |
| — | ELECTRONICS FOR IMAGING INC | 102,400 | $4.523M | 0.3% | $44.17 | $44.17 | — | COM | 286082102 |
| — | FOREST CITY ENTERPRISES INC | 4,000,000 | $4.118M | 0.3% | $1.03 | $1.03 | — | NOTE 3.625% 8/1 | 345550AR8 |
| — | AMERICAN CAP MTG INVT CORP | 218,000 | $4.103M | 0.3% | $18.82 | $18.05 | — | COM | 02504A104 |
| VTGDF 7.875 09/01/42 | VANTAGE DRILLING COMPANY | 3,495,000 | $3.39M | 0.2% | $0.97 | $1.22 | — | NOTE 7.875% 9/0 | G93205AA3 |
| — | PRICELINE GRP INC | 2,500,000 | $3.364M | 0.2% | $1.35 | $1.42 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | INTEL CORP | 2,000,000 | $3.354M | 0.2% | $1.68 | $1.68 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | SOLAZYME INC | 3,000,000 | $3.33M | 0.2% | $1.11 | $1.53 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | B2GOLD CORP | 3,000,000 | $2.807M | 0.2% | $0.94 | $0.94 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | CEMEX SAB DE CV | 2,000,000 | $2.395M | 0.2% | $1.20 | $1.25 | — | NOTE 4.875% 3/1 | 151290AV5 |
| GULTU | GULF COAST ULTRA DEEP RTY TR | 1,150,000 | $2.3M | 0.2% | $2.00 | $2.93 | — | ROYALTY TR UNT | 40222T104 |
| — | CINEDIGM CORP | 1,377,613 | $2.135M | 0.1% | $1.55 | $2.02 | — | COM | 172406100 |
| — | ALPHA NATURAL RESOURCES INC | 3,000,000 | $2.132M | 0.1% | $0.71 | $0.86 | — | NOTE 3.750%12/1 | 02076XAE2 |
| — | UNITED TECHNOLOGIES CORP | 20,000 | $2.112M | 0.1% | $105.60 | $113.80 | — | COM | 913017109 |
| — | JDS UNIPHASE CORP | 164,100 | $2.1M | 0.1% | $12.80 | $12.47 | — | COM PAR $0.001 | 46612J507 |
| — | GENERAL CABLE CORP DEL NEW | 2,500,000 | $1.738M | 0.1% | $0.70 | $1.00 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | DEPOMED INC | 1,500,000 | $1.583M | 0.1% | $1.06 | $1.06 | — | NOTE 2.500% 9/0 | 249908AA2 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 21,700 | $1.566M | 0.1% | $72.17 * | $65.72 | 0.0% | COM | 09061G101 |
| AKAM | AKAMAI TECHNOLOGIES INC | 26,000 | $1.555M | 0.1% | $59.81 | $60.11 | 0.0% | COM | 00971T101 |
| — | SOLAZYME INC | 1,500,000 | $1.349M | 0.1% | $0.90 | $1.13 | — | NOTE 5.000%10/0 | 83415TAC5 |
| — | RYLAND GROUP INC | 40,000 | $1.33M | 0.1% | $33.25 | $33.25 | — | COM | 783764103 |
| CPSS | CONSUMER PORTFOLIO SVCS INC | 179,389 | $1.15M | 0.1% | $6.41 | — | — | CALL | 210502100 |
| HLF | HERBALIFE LTD | 20,000 | $875K | 0.1% | $43.75 * | $32.93 | -18.9% | COM USD SHS | G4412G101 |
| — | HORNBECK OFFSHORE SVCS INC N | 24,500 | $802K | 0.1% | $32.73 | $46.94 | — | COM | 440543106 |
| KBH | KB HOME | 20,000 | $299K | 0.0% | $14.95 | $19.18 | -21.3% | COM | 48666K109 |
| NMIH | NMI HLDGS INC | 25,000 | $216K | 0.0% | $8.64 * | $11.87 | -17.8% | CL A | 629209305 |