CIK: 0000860662 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Feb 16, 2016
Total Value: $1.778B
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | TRIBUNE MEDIA CO | 6,667,790 | $356M | 20.0% | $53.39 | $59.77 | — | CL A | 896047503 |
| — | TRAVELPORT WORLDWIDE LTD | 15,236,979 | $210M | 11.8% | $13.78 | $16.46 | — | SHS | G9019D104 |
| — | FAIRPOINT COMMUNICATIONS INC | 5,128,325 | $93.44M | 5.3% | $18.22 | $8.35 | — | COM NEW | 305560302 |
| — | DIRECTV | 700,000 | $64.95M | 3.7% | $92.79 | $85.23 | — | COM | 25490A309 |
| ALLY | ALLY FINL INC | 2,722,740 | $61.07M | 3.4% | $22.43 * | $18.86 | -10.7% | COM | 02005N100 |
| — | WESCO INTL INC | 23,237,000 | $56.26M | 3.2% | $2.42 | $2.67 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | BROADCOM CORP | 900,000 | $46.34M | 2.6% | $51.49 | $51.49 | — | CL A | 111320107 |
| — | BAKER HUGHES INC | 700,000 | $43.19M | 2.4% | $61.70 | $60.72 | — | COM | 057224107 |
| — | TIME WARNER CABLE INC | 240,000 | $42.76M | 2.4% | $178.17 | $143.49 | — | COM | 88732J207 |
| — | CATAMARAN CORP | 700,000 | $42.76M | 2.4% | $61.08 | $61.08 | — | COM | 148887102 |
| — | ALTERA CORP | 800,000 | $40.96M | 2.3% | $51.20 | $51.20 | — | COM | 021441100 |
| PRGO | PERRIGO CO PLC | 217,822 | $40.26M | 2.3% | $184.83 * | $190.62 | 0.0% | SHS | G97822103 |
| — | SOUTHWESTERN ENERGY CO | 750,000 | $37.29M | 2.1% | $49.72 | $50.37 | — | DEP SHS 1/20 B | 845467208 |
| — | T MOBILE US INC | 535,000 | $36.81M | 2.1% | $68.80 | $57.42 | — | CONV PFD SER A | 872590203 |
| — | RADIAN GROUP INC | 20,500,000 | $36.38M | 2.0% | $1.77 | $1.77 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | SUNEDISON INC | 16,000,000 | $33.86M | 1.9% | $2.12 | $1.75 | — | NOTE 2.750% 1/0 | 86732YAD1 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 31,500 | $32.76M | 1.8% | $1040.00 | $1040.00 | — | PFD CONV SER A | G0177J116 |
| — | ON SEMICONDUCTOR CORP | 23,000,000 | $28.46M | 1.6% | $1.24 | $1.24 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | STAR BULK CARRIERS CORP | 8,657,771 | $25.45M | 1.4% | $2.94 | $3.14 | — | SHS NEW | Y8162K121 |
| — | STARWOOD PPTY TR INC | 24,500,000 | $24.67M | 1.4% | $1.01 | $1.03 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | SIRIUS XM HLDGS INC | 5,991,600 | $22.35M | 1.3% | $3.73 | $3.20 | — | COM | 82968B103 |
| HLF | HERBALIFE LTD | 382,470 | $21.07M | 1.2% | $55.09 * | $22.01 | +10.0% | COM USD SHS | G4412G101 |
| — | SUNEDISON INC | 10,000,000 | $20.9M | 1.2% | $2.09 | $2.09 | — | NOTE 2.000%10/0 | 86732YAC3 |
| HUM | HUMANA INC | 107,178 | $20.5M | 1.2% | $191.28 * | $170.85 | 0.0% | COM | 444859102 |
| — | GENERAL MTRS CO | 600,000 | $20M | 1.1% | $33.33 | $40.87 | — | *W EXP 12/31/201 | 37045V134 |
| — | HOSPIRA INC | 197,400 | $17.51M | 1.0% | $88.71 | — | — | CALL | 441060100 |
| — | FRONTIER COMMUNICATIONS CORP | 175,000 | $17.4M | 1.0% | $99.44 | $99.44 | — | PFD CONV SER-A | 35906A207 |
| — | ANADARKO PETE CORP | 343,000 | $17.28M | 1.0% | $50.37 | $50.37 | — | UNIT 99/99/9999 | 032511404 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 11,000,000 | $16.35M | 0.9% | $1.49 | $1.49 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | MENTOR GRAPHICS CORP | 10,000,000 | $13.53M | 0.8% | $1.35 | $1.35 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | MOLINA HEALTHCARE INC | 7,500,000 | $13.26M | 0.7% | $1.77 | $1.71 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | STARWOOD PPTY TR INC | 12,500,000 | $13.22M | 0.7% | $1.06 | $1.15 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| ILMN | ILLUMINA INC | 60,200 | $13.14M | 0.7% | $218.36 * | $172.34 | +13.3% | COM | 452327109 |
| — | VERISIGN INC | 7,000,000 | $12.9M | 0.7% | $1.84 | $1.84 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | ALCOA INC | 1,030,500 | $11.49M | 0.6% | $11.15 | $11.15 | — | COM | 013817101 |
| — | CHENIERE ENERGY INC | 15,000,000 | $11.27M | 0.6% | $0.75 | $0.83 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 85,000 | $10.72M | 0.6% | $126.13 | $138.42 | — | MAN COV SEC 16 | N31738110 |
| HUM | HUMANA INC | 55,000 | $10.52M | 0.6% | $191.27 * | $170.85 | 0.0% | CALL | 444859102 |
| — | HEALTH CARE REIT INC | 160,000 | $9.56M | 0.5% | $59.75 | $66.03 | — | PFD PER CON I | 42217K601 |
| — | OMNICARE INC | 100,000 | $9.425M | 0.5% | $94.25 | $94.25 | — | COM | 681904108 |
| — | FINTECH ACQUISITION CORP | 750,000 | $7.635M | 0.4% | $10.18 | $10.35 | — | UNIT 99/99/9999 | 31809H209 |
| — | HOLOGIC INC | 4,500,000 | $7.532M | 0.4% | $1.67 | $1.67 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | RESTORATION HARDWARE HLDGS I | 7,500,000 | $7.448M | 0.4% | $0.99 | $0.99 | — | DBCV 7/1 | 761283AB6 |
| — | AG MTG INVT TR INC | 400,000 | $6.912M | 0.4% | $17.28 | $18.81 | — | COM | 001228105 |
| — | BIOMARIN PHARMACEUTICAL INC | 4,000,000 | $6.37M | 0.4% | $1.59 | $1.54 | — | NOTE 1.500%10/1 | 09061GAF8 |
| RPM | RPM INTL INC | 126,800 | $6.209M | 0.3% | $48.97 | $41.10 | +19.8% | COM | 749685103 |
| AKAM | AKAMAI TECHNOLOGIES INC | 87,300 | $6.095M | 0.3% | $69.82 * | $66.20 | +12.1% | COM | 00971T101 |
| — | GENERAL CABLE CORP DEL NEW | 7,250,000 | $6.018M | 0.3% | $0.83 | $0.82 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | AMERICAN CAP MTG INVT CORP | 368,000 | $5.884M | 0.3% | $15.99 | $18.37 | — | COM | 02504A104 |
| — | CITRIX SYS INC | 82,700 | $5.802M | 0.3% | $70.16 | $71.20 | — | COM | 177376100 |
| — | RESOURCE CAP CORP | 5,538,000 | $5.24M | 0.3% | $0.95 | $0.96 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | CALLAWAY GOLF CO | 4,243,000 | $5.208M | 0.3% | $1.23 | $1.23 | — | NOTE 3.750% 8/1 | 131193AC8 |
| — | INCYTE CORP | 2,500,000 | $5.155M | 0.3% | $2.06 | $1.86 | — | NOTE 1.250%11/1 | 45337CAN2 |
| — | SPIRIT RLTY CAP INC NEW | 5,000,000 | $4.713M | 0.3% | $0.94 | $0.94 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | SPIRIT RLTY CAP INC NEW | 5,000,000 | $4.666M | 0.3% | $0.93 | $0.93 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | TOWERS WATSON & CO | 24,800 | $3.12M | 0.2% | $125.81 | — | — | CALL | 891894107 |
| — | OFFICE DEPOT INC | 350,000 | $3.031M | 0.2% | $8.66 | $8.66 | — | COM | 676220106 |
| — | MEDIDATA SOLUTIONS INC | 52,500 | $2.852M | 0.2% | $54.32 | $49.05 | — | COM | 58471A105 |
| ON | ON SEMICONDUCTOR CORP | 240,100 | $2.807M | 0.2% | $11.69 * | $12.27 | 0.0% | COM | 682189105 |
| — | MACQUARIE INFRASTR CO LLC | 32,500 | $2.685M | 0.2% | $82.62 | $77.22 | — | MEMBERSHIP INT | 55608B105 |
| — | B2GOLD CORP | 3,000,000 | $2.676M | 0.2% | $0.89 | $0.94 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,500,000 | $2.436M | 0.1% | $0.97 | $0.97 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | JDS UNIPHASE CORP | 179,100 | $2.074M | 0.1% | $11.58 | $12.57 | — | COM PAR $0.001 | 46612J507 |
| — | PROTALIX BIOTHERAPEUTICS INC | 2,500,000 | $1.888M | 0.1% | $0.76 | $0.76 | — | NOTE 4.500% 9/1 | 74365AAB7 |
| — | SOLAZYME INC | 3,000,000 | $1.836M | 0.1% | $0.61 | $1.53 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | REYNOLDS AMERICAN INC | 20,106 | $1.501M | 0.1% | $74.65 | $74.65 | — | COM | 761713106 |
| — | INVESCO MORTGAGE CAPITAL INC | 90,000 | $1.289M | 0.1% | $14.32 | $15.46 | — | COM | 46131B100 |
| — | CINEDIGM CORP | 1,377,613 | $971K | 0.1% | $0.70 | $2.02 | — | COM | 172406100 |
| — | SOLAZYME INC | 1,500,000 | $871K | 0.0% | $0.58 | $1.13 | — | NOTE 5.000%10/0 | 83415TAC5 |
| GULTU | GULF COAST ULTRA DEEP RTY TR | 1,150,000 | $805K | 0.0% | $0.70 | $2.93 | — | ROYALTY TR UNT | 40222T104 |
| KBH | KB HOME | 20,000 | $332K | 0.0% | $16.60 * | $19.18 | -29.7% | COM | 48666K109 |
| — | ORBITZ WORLDWIDE INC | 14,824 | $169K | 0.0% | $11.40 | $11.40 | — | COM | 68557K109 |