CIK: 0000860662 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: Feb 16, 2016
Total Value: $2.014B
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | TRIBUNE MEDIA CO | 8,977,808 | $546M | 27.1% | $60.81 | $59.77 | — | CL A | 896047503 |
| — | TRAVELPORT WORLDWIDE LTD | 15,236,979 | $254M | 12.6% | $16.70 | $16.46 | — | SHS | G9019D104 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 825,000 | $114M | 5.7% | $138.42 | $138.42 | — | MAN COV SEC 16 | N31738110 |
| — | FAIRPOINT COMMUNICATIONS INC | 5,128,325 | $90.26M | 4.5% | $17.60 | $8.35 | — | COM NEW | 305560302 |
| — | ACTAVIS PLC | 63,000 | $64.83M | 3.2% | $1029.00 | $1029.00 | — | PFD CONV SER A | G0083B116 |
| — | TIME WARNER CABLE INC | 405,000 | $60.7M | 3.0% | $149.88 | $143.49 | — | COM | 88732J207 |
| — | DIRECTV | 700,000 | $59.57M | 3.0% | $85.10 | $85.23 | — | COM | 25490A309 |
| — | WESCO INTL INC | 23,237,000 | $57.41M | 2.8% | $2.47 | $2.67 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| ALLY | ALLY FINL INC | 2,722,740 | $57.12M | 2.8% | $20.98 * | $18.86 | -14.7% | COM | 02005N100 |
| — | SPANSION LLC | 17,000,000 | $42.63M | 2.1% | $2.51 | $2.48 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| JBLU | JETBLUE AIRWAYS CORP | 2,191,233 | $42.18M | 2.1% | $19.25 * | $17.02 | 0.0% | COM | 477143101 |
| — | TRIBUNE PUBG CO | 2,010,110 | $39M | 1.9% | $19.40 | $20.18 | — | COM | 896082104 |
| — | SOUTHWESTERN ENERGY CO | 750,000 | $37.78M | 1.9% | $50.37 | $50.37 | — | DEP SHS 1/20 B | 845467208 |
| — | PHARMACYCLICS INC | 135,979 | $34.8M | 1.7% | $255.95 | $255.95 | — | COM | 716933106 |
| — | SUNEDISON INC | 19,000,000 | $33.18M | 1.6% | $1.75 | $1.75 | — | NOTE 2.750% 1/0 | 86732YAD1 |
| — | SIRIUS XM HLDGS INC | 7,969,211 | $30.44M | 1.5% | $3.82 | $3.20 | — | COM | 82968B103 |
| — | SALIX PHARMACEUTICALS INC | 153,400 | $26.51M | 1.3% | $172.81 | $172.81 | — | COM | 795435106 |
| — | MEDIVATION INC | 10,000,000 | $25.11M | 1.2% | $2.51 | $1.94 | — | NOTE 2.625% 4/0 | 58501NAA9 |
| — | T MOBILE US INC | 385,000 | $22.58M | 1.1% | $58.66 | $52.99 | — | CONV PFD SER A | 872590203 |
| — | GENERAL MTRS CO | 600,000 | $22.5M | 1.1% | $37.50 | $40.87 | — | *W EXP 12/31/201 | 37045V134 |
| — | TRW AUTOMOTIVE HLDGS CORP | 204,597 | $21.45M | 1.1% | $104.85 | $101.51 | — | COM | 87264S106 |
| — | CHENIERE ENERGY INC | 25,000,000 | $20.73M | 1.0% | $0.83 | $0.83 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | STARWOOD PPTY TR INC | 19,500,000 | $20.33M | 1.0% | $1.04 | $1.04 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | LORILLARD INC | 297,706 | $19.45M | 1.0% | $65.35 | $60.06 | — | COM | 544147101 |
| — | WELLPOINT INC | 8,900,000 | $18.38M | 0.9% | $2.07 | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | BAKER HUGHES INC | 275,000 | $17.48M | 0.9% | $63.58 | $59.21 | — | COM | 057224107 |
| HLF | HERBALIFE LTD | 382,470 | $16.35M | 0.8% | $42.76 * | $22.01 | -22.4% | COM USD SHS | G4412G101 |
| — | HOSPIRA INC | 172,400 | $15.14M | 0.8% | $87.84 | — | — | CALL | 441060100 |
| — | STARWOOD PPTY TR INC | 12,500,000 | $14.39M | 0.7% | $1.15 | $1.15 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | MICRON TECHNOLOGY INC | 12,500,000 | $13.82M | 0.7% | $1.11 | $1.32 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | HEALTH CARE REIT INC | 160,000 | $10.84M | 0.5% | $67.72 | $66.03 | — | PFD PER CON I | 42217K601 |
| ILMN | ILLUMINA INC | 55,100 | $10.23M | 0.5% | $185.64 | $170.21 | +10.7% | COM | 452327109 |
| — | STAR BULK CARRIERS CORP | 2,480,000 | $9.002M | 0.4% | $3.63 | $3.63 | — | SHS NEW | Y8162K121 |
| — | DRESSER-RAND GROUP INC | 106,400 | $8.549M | 0.4% | $80.35 | — | — | CALL | 261608103 |
| — | MOLINA HEALTHCARE INC | 5,000,000 | $8.413M | 0.4% | $1.68 | $1.68 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | RTI INTL METALS INC | 7,000,000 | $8.05M | 0.4% | $1.15 | $1.15 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | FINTECH ACQUISITION CORP | 750,000 | $7.763M | 0.4% | $10.35 | $10.35 | — | UNIT 99/99/9999 | 31809H209 |
| — | AG MTG INVT TR INC | 400,000 | $7.536M | 0.4% | $18.84 | $18.81 | — | COM | 001228105 |
| — | TIME WARNER CABLE INC | 50,000 | $7.494M | 0.4% | $149.88 | $143.49 | — | CALL | 88732J207 |
| — | AMERICAN CAP MTG INVT CORP | 368,000 | $6.609M | 0.3% | $17.96 | $18.37 | — | COM | 02504A104 |
| RPM | RPM INTL INC | 126,800 | $6.085M | 0.3% | $47.99 | $41.10 | +17.7% | COM | 749685103 |
| — | GENERAL CABLE CORP DEL NEW | 7,250,000 | $5.75M | 0.3% | $0.79 | $0.82 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | CALLAWAY GOLF CO | 4,243,000 | $5.434M | 0.3% | $1.28 | $1.23 | — | NOTE 3.750% 8/1 | 131193AC8 |
| — | TYSON FOODS INC | 110,000 | $5.323M | 0.3% | $48.39 | $48.39 | — | UNIT 99/99/9999 | 902494301 |
| — | RESOURCE CAP CORP | 5,538,000 | $5.31M | 0.3% | $0.96 | $0.96 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| AKAM | AKAMAI TECHNOLOGIES INC | 69,200 | $4.916M | 0.2% | $71.04 * | $64.11 | +3.1% | COM | 00971T101 |
| — | CITRIX SYS INC | 72,700 | $4.643M | 0.2% | $63.87 | $71.34 | — | COM | 177376100 |
| — | INCYTE CORP | 2,500,000 | $4.639M | 0.2% | $1.86 | $1.86 | — | NOTE 1.250%11/1 | 45337CAN2 |
| — | TRW AUTOMOTIVE HLDGS CORP | 37,500 | $3.932M | 0.2% | $104.85 | $101.51 | — | CALL | 87264S106 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,500,000 | $3.786M | 0.2% | $1.51 | $1.51 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | INTERNATIONAL GAME TECHNOLOG | 210,000 | $3.656M | 0.2% | $17.41 | $16.89 | — | COM | 459902102 |
| VTGDF 7.875 09/01/42 | VANTAGE DRILLING COMPANY | 3,495,000 | $3.152M | 0.2% | $0.90 | $1.22 | — | NOTE 7.875% 9/0 | G93205AA3 |
| — | LAM RESEARCH CORP | 2,500,000 | $3.005M | 0.1% | $1.20 | $1.20 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | MACQUARIE INFRASTR CO LLC | 32,500 | $2.674M | 0.1% | $82.28 | $77.22 | — | MEMBERSHIP INT | 55608B105 |
| — | B2GOLD CORP | 3,000,000 | $2.601M | 0.1% | $0.87 | $0.94 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | MEDIDATA SOLUTIONS INC | 52,500 | $2.575M | 0.1% | $49.05 | $49.05 | — | COM | 58471A105 |
| — | NOVELLUS SYS INC | 1,250,000 | $2.552M | 0.1% | $2.04 | $2.29 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | GENESEE & WYO INC | 20,000 | $2.427M | 0.1% | $121.35 | $121.35 | — | UNIT 10/01/2015 | 371559204 |
| — | THERAVANCE INC | 2,800,000 | $2.375M | 0.1% | $0.85 | $1.53 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | JDS UNIPHASE CORP | 179,100 | $2.35M | 0.1% | $13.12 | $12.57 | — | COM PAR $0.001 | 46612J507 |
| — | CINEDIGM CORP | 1,377,613 | $2.232M | 0.1% | $1.62 | $2.02 | — | COM | 172406100 |
| — | PROTALIX BIOTHERAPEUTICS INC | 2,500,000 | $1.866M | 0.1% | $0.75 | $0.76 | — | NOTE 4.500% 9/1 | 74365AAB7 |
| — | SOLAZYME INC | 3,000,000 | $1.776M | 0.1% | $0.59 | $1.53 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | RYLAND GROUP INC | 33,700 | $1.643M | 0.1% | $48.75 | $34.94 | — | COM | 783764103 |
| AMT | AMERICAN TOWER CORP NEW | 16,400 | $1.544M | 0.1% | $94.15 * | $73.71 | +1.3% | COM | 03027X100 |
| — | INVESCO MORTGAGE CAPITAL INC | 90,000 | $1.398M | 0.1% | $15.53 | $15.46 | — | COM | 46131B100 |
| — | ALPHA NATURAL RESOURCES INC | 3,000,000 | $1.112M | 0.1% | $0.37 | $0.86 | — | NOTE 3.750%12/1 | 02076XAE2 |
| GULTU | GULF COAST ULTRA DEEP RTY TR | 1,150,000 | $819K | 0.0% | $0.71 | $2.93 | — | ROYALTY TR UNT | 40222T104 |
| — | SOLAZYME INC | 1,500,000 | $699K | 0.0% | $0.47 | $1.13 | — | NOTE 5.000%10/0 | 83415TAC5 |
| CPSS | CONSUMER PORTFOLIO SVCS INC | 69,240 | $484K | 0.0% | $6.99 * | $6.70 | 0.0% | COM | 210502100 |
| KBH | KB HOME | 20,000 | $312K | 0.0% | $15.60 * | $19.18 | -35.8% | COM | 48666K109 |
| NMIH | NMI HLDGS INC | 25,000 | $187K | 0.0% | $7.48 * | $11.87 | -34.1% | CL A | 629209305 |