CIK: 0000860662 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Nov 17, 2015
Total Value: $2.061B
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | TRIBUNE MEDIA CO | 8,977,808 | $537M | 26.0% | $59.77 | $59.77 | — | CL A | 896047503 |
| — | TRAVELPORT WORLDWIDE LTD | 15,236,979 | $274M | 13.3% | $18.00 | $16.46 | — | SHS | G9019D104 |
| — | FAIRPOINT COMMUNICATIONS INC | 5,128,325 | $72.87M | 3.5% | $14.21 | $8.35 | — | COM NEW | 305560302 |
| — | TIME WARNER CABLE INC | 450,000 | $68.43M | 3.3% | $152.06 | $143.49 | — | COM | 88732J207 |
| ALLY | ALLY FINL INC | 2,722,740 | $64.31M | 3.1% | $23.62 * | $18.86 | -8.4% | COM | 02005N100 |
| — | WESCO INTL INC | 23,237,000 | $62.51M | 3.0% | $2.69 | $2.67 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | DIRECTV | 700,000 | $60.69M | 2.9% | $86.70 | $85.23 | — | COM | 25490A309 |
| — | SIRIUS XM HLDGS INC | 16,635,000 | $58.22M | 2.8% | $3.50 | $3.20 | — | COM | 82968B103 |
| — | ALLERGAN INC | 245,000 | $52.09M | 2.5% | $212.59 | $177.88 | — | COM | 018490102 |
| — | TRIBUNE PUBG CO | 2,244,448 | $51.4M | 2.5% | $22.90 | $20.18 | — | COM | 896082104 |
| QUAD | QUAD / GRAPHICS INC | 2,139,131 | $49.11M | 2.4% | $22.96 * | $22.72 | -7.1% | COM CL A | 747301109 |
| — | COVIDIEN PLC | 475,000 | $48.58M | 2.4% | $102.28 | $102.28 | — | SHS | G2554F113 |
| — | SPANSION LLC | 17,000,000 | $42.08M | 2.0% | $2.48 | $2.48 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| — | T MOBILE US INC | 760,000 | $40.27M | 2.0% | $52.99 | $52.99 | — | CONV PFD SER A | 872590203 |
| — | TRW AUTOMOTIVE INC | 11,500,000 | $39.91M | 1.9% | $3.47 | $2.28 | — | NOTE 3.500%12/0 | 87264MAH2 |
| — | CONTINENTAL AIRLS INC | 10,800,000 | $38.16M | 1.9% | $3.53 | $2.38 | — | NOTE 4.500% 1/1 | 210795PU8 |
| — | TIME WARNER CABLE INC | 231,800 | $35.25M | 1.7% | $152.06 | $143.49 | — | CALL | 88732J207 |
| — | LORILLARD INC | 500,000 | $31.47M | 1.5% | $62.94 | $60.06 | — | COM | 544147101 |
| — | INTERNATIONAL GAME TECHNOLOG | 1,800,000 | $31.05M | 1.5% | $17.25 | $16.89 | — | COM | 459902102 |
| — | TRW AUTOMOTIVE HLDGS CORP | 275,000 | $28.28M | 1.4% | $102.85 | $101.51 | — | COM | 87264S106 |
| — | TRULIA INC | 492,999 | $22.69M | 1.1% | $46.03 | $46.03 | — | COM | 897888103 |
| — | GENERAL MTRS CO | 600,000 | $20.95M | 1.0% | $34.91 | $40.87 | — | *W EXP 12/31/201 | 37045V134 |
| SPY | SPDR S&P 500 ETF TR | 100,000 | $20.55M | 1.0% | $205.54 | — | — | PUT | 78462F103 |
| — | MICRON TECHNOLOGY INC | 15,500,000 | $20.39M | 1.0% | $1.32 | $1.32 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | MEDIVATION INC | 10,000,000 | $19.39M | 0.9% | $1.94 | $1.94 | — | NOTE 2.625% 4/0 | 58501NAA9 |
| — | CUBIST PHARMACEUTICALS INC | 187,400 | $18.86M | 0.9% | $100.65 | $66.88 | — | CALL | 229678107 |
| HLF | HERBALIFE LTD | 382,470 | $14.42M | 0.7% | $37.70 * | $22.01 | -2.7% | COM USD SHS | G4412G101 |
| — | AUXILIUM PHARMACEUTICALS INC | 9,690,000 | $14.38M | 0.7% | $1.48 | $1.14 | — | NOTE 1.500% 7/1 | 05334DAA5 |
| AMT | AMERICAN TOWER CORP NEW | 135,000 | $13.35M | 0.6% | $98.85 * | $73.71 | +2.0% | COM | 03027X100 |
| — | FAMILY DLR STORES INC | 160,000 | $12.67M | 0.6% | $79.21 | $77.24 | — | COM | 307000109 |
| — | THERAVANCE INC | 15,000,000 | $11.61M | 0.6% | $0.77 | $1.53 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | AUXILIUM PHARMACEUTICALS INC | 325,000 | $11.18M | 0.5% | $34.38 | $29.85 | — | COM | 05334D107 |
| — | LEVEL 3 COMMUNICATIONS INC | 6,000,000 | $10.89M | 0.5% | $1.81 | $1.54 | — | NOTE 7.000% 3/1 | 52729NBP4 |
| — | HEALTH CARE REIT INC | 160,000 | $10.56M | 0.5% | $66.03 | $66.03 | — | PFD PER CON I | 42217K601 |
| — | CEMEX SAB DE CV | 9,000,000 | $10.45M | 0.5% | $1.16 | $1.43 | — | NOTE 3.250% 3/1 | 151290BB8 |
| — | BAKER HUGHES INC | 160,100 | $8.977M | 0.4% | $56.07 | $56.07 | — | COM | 057224107 |
| ILMN | ILLUMINA INC | 47,200 | $8.712M | 0.4% | $184.58 * | $167.17 | +5.4% | COM | 452327109 |
| — | FOREST CITY ENTERPRISES INC | 8,000,000 | $8.51M | 0.4% | $1.06 | $1.05 | — | NOTE 3.625% 8/1 | 345550AR8 |
| — | SANDISK CORP | 4,400,000 | $8.448M | 0.4% | $1.92 | $2.03 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | TRW AUTOMOTIVE HLDGS CORP | 76,100 | $7.827M | 0.4% | $102.85 | $101.51 | — | CALL | 87264S106 |
| RPM | RPM INTL INC | 152,700 | $7.743M | 0.4% | $50.71 * | $41.10 | +13.2% | COM | 749685103 |
| — | AG MTG INVT TR INC | 400,000 | $7.428M | 0.4% | $18.57 | $18.81 | — | COM | 001228105 |
| — | AMERICAN CAP MTG INVT CORP | 368,000 | $6.933M | 0.3% | $18.84 | $18.37 | — | COM | 02504A104 |
| — | CITRIX SYS INC | 97,600 | $6.227M | 0.3% | $63.80 | $71.34 | — | COM | 177376100 |
| — | NOVELLUS SYS INC | 2,500,000 | $5.731M | 0.3% | $2.29 | $2.29 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | STARWOOD PPTY TR INC | 5,000,000 | $5.075M | 0.2% | $1.01 | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | CUBIST PHARMACEUTICALS INC | 50,000 | $5.033M | 0.2% | $100.66 | $66.88 | — | COM | 229678107 |
| — | CALLAWAY GOLF CO | 4,243,000 | $4.779M | 0.2% | $1.13 | $1.23 | — | NOTE 3.750% 8/1 | 131193AC8 |
| — | SOLARFUN POWER HOLDINGS CO L | 5,000,000 | $4.75M | 0.2% | $0.95 | $0.85 | — | NOTE 3.500% 1/1 | 83415UAB4 |
| ON | ON SEMICONDUCTOR CORP | 467,400 | $4.735M | 0.2% | $10.13 * | $9.13 | -3.8% | COM | 682189105 |
| — | GENERAL CABLE CORP DEL NEW | 6,500,000 | $4.692M | 0.2% | $0.72 | $0.83 | — | FRNT 4.500%11/1 | 369300AL2 |
| NEM | NEWMONT MINING CORP | 215,600 | $4.075M | 0.2% | $18.90 * | $24.78 | -36.6% | COM | 651639106 |
| — | INTEL CORP | 2,000,000 | $3.478M | 0.2% | $1.74 | $1.68 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | PRICELINE GRP INC | 2,500,000 | $3.322M | 0.2% | $1.33 | $1.42 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| VTGDF 7.875 09/01/42 | VANTAGE DRILLING COMPANY | 3,495,000 | $3.176M | 0.2% | $0.91 | $1.22 | — | NOTE 7.875% 9/0 | G93205AA3 |
| — | B2GOLD CORP | 3,000,000 | $2.627M | 0.1% | $0.88 | $0.94 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | JDS UNIPHASE CORP | 179,100 | $2.457M | 0.1% | $13.72 | $12.57 | — | COM PAR $0.001 | 46612J507 |
| — | RYLAND GROUP INC | 58,700 | $2.263M | 0.1% | $38.55 | $34.94 | — | COM | 783764103 |
| — | CINEDIGM CORP | 1,377,613 | $2.232M | 0.1% | $1.62 | $2.02 | — | COM | 172406100 |
| — | PROTALIX BIOTHERAPEUTICS INC | 2,500,000 | $1.889M | 0.1% | $0.76 | $0.76 | — | NOTE 4.500% 9/1 | 74365AAB7 |
| — | SOLAZYME INC | 3,000,000 | $1.671M | 0.1% | $0.56 | $1.53 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | ALPHA NATURAL RESOURCES INC | 3,000,000 | $1.498M | 0.1% | $0.50 | $0.86 | — | NOTE 3.750%12/1 | 02076XAE2 |
| GULTU | GULF COAST ULTRA DEEP RTY TR | 1,150,000 | $1.461M | 0.1% | $1.27 | $2.93 | — | ROYALTY TR UNT | 40222T104 |
| AKAM | AKAMAI TECHNOLOGIES INC | 23,000 | $1.448M | 0.1% | $62.96 * | $60.11 | +0.3% | COM | 00971T101 |
| — | INVESCO MORTGAGE CAPITAL INC | 90,000 | $1.391M | 0.1% | $15.46 | $15.46 | — | COM | 46131B100 |
| — | MACQUARIE INFRASTR CO LLC | 14,700 | $1.045M | 0.1% | $71.09 | $71.09 | — | MEMBERSHIP INT | 55608B105 |
| — | APOLLO COML REAL EST FIN INC | 1,000,000 | $992K | 0.0% | $0.99 | $0.99 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | SOLAZYME INC | 1,500,000 | $685K | 0.0% | $0.46 | $1.13 | — | NOTE 5.000%10/0 | 83415TAC5 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 7,300 | $660K | 0.0% | $90.41 * | $65.72 | +26.5% | COM | 09061G101 |
| CPSS | CONSUMER PORTFOLIO SVCS INC | 69,240 | $510K | 0.0% | $7.37 | — | — | CALL | 210502100 |
| KBH | KB HOME | 20,000 | $331K | 0.0% | $16.55 * | $19.18 | -26.2% | COM | 48666K109 |
| NMIH | NMI HLDGS INC | 25,000 | $228K | 0.0% | $9.12 * | $11.87 | -25.4% | CL A | 629209305 |