CIK: 0000860662 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Feb 16, 2016
Total Value: $1.38B
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | TRIBUNE MEDIA CO | 6,667,790 | $237M | 17.2% | $35.60 | $59.77 | — | CL A | 896047503 |
| — | TRAVELPORT WORLDWIDE LTD | 15,236,979 | $201M | 14.6% | $13.22 | $16.46 | — | SHS | G9019D104 |
| — | FAIRPOINT COMMUNICATIONS INC | 5,128,325 | $79.03M | 5.7% | $15.41 | $8.35 | — | COM NEW | 305560302 |
| — | TIME WARNER CABLE INC | 350,000 | $62.78M | 4.5% | $179.37 | $154.77 | — | COM | 88732J207 |
| — | ALTERA CORP | 1,034,200 | $51.79M | 3.8% | $50.08 | $50.95 | — | COM | 021441100 |
| — | BROADCOM CORP | 875,000 | $45M | 3.3% | $51.43 | $51.49 | — | CL A | 111320107 |
| — | T MOBILE US INC | 610,000 | $42.13M | 3.1% | $69.06 | $58.85 | — | CONV PFD SER A | 872590203 |
| — | WESCO INTL INC | 23,237,000 | $38.47M | 2.8% | $1.66 | $2.67 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | BAKER HUGHES INC | 721,500 | $37.55M | 2.7% | $52.04 | $60.46 | — | COM | 057224107 |
| — | RADIAN GROUP INC | 23,500,000 | $35.43M | 2.6% | $1.51 | $1.74 | — | NOTE 2.250% 3/0 | 750236AN1 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 36,500 | $34.33M | 2.5% | $940.63 | $1026.39 | — | PFD CONV SER A | G0177J116 |
| PRGO | PERRIGO CO PLC | 206,756 | $32.52M | 2.4% | $157.27 * | $190.62 | -3.8% | SHS | G97822103 |
| — | ON SEMICONDUCTOR CORP | 28,238,000 | $31.57M | 2.3% | $1.12 | $1.22 | — | NOTE 2.625%12/1 | 682189AH8 |
| HUM | HUMANA INC | 167,140 | $29.92M | 2.2% | $179.00 * | $170.55 | -0.3% | COM | 444859102 |
| — | STARWOOD PPTY TR INC | 29,500,000 | $29.26M | 2.1% | $0.99 | $1.02 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 16,000,000 | $24.66M | 1.8% | $1.54 | $1.50 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | SOLERA HOLDINGS INC | 436,902 | $23.59M | 1.7% | $54.00 | $54.00 | — | COM | 83421A104 |
| — | SOUTHWESTERN ENERGY CO | 600,000 | $18.66M | 1.4% | $31.09 | $50.37 | — | DEP SHS 1/20 B | 845467208 |
| — | STAR BULK CARRIERS CORP | 8,657,771 | $17.75M | 1.3% | $2.05 | $3.14 | — | SHS NEW | Y8162K121 |
| — | GENERAL MTRS CO | 525,814 | $15.79M | 1.1% | $30.02 | $40.87 | — | *W EXP 12/31/201 | 37045V134 |
| — | VERISIGN INC | 7,000,000 | $14.61M | 1.1% | $2.09 | $1.84 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | MENTOR GRAPHICS CORP | 11,500,000 | $14.5M | 1.1% | $1.26 | $1.34 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | SUNEDISON INC | 20,000,000 | $14.11M | 1.0% | $0.71 | $1.54 | — | NOTE 2.750% 1/0 | 86732YAD1 |
| — | MOLINA HEALTHCARE INC | 7,500,000 | $13.05M | 0.9% | $1.74 | $1.71 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | ANADARKO PETE CORP | 343,000 | $12.84M | 0.9% | $37.43 | $50.37 | — | UNIT 99/99/9999 | 032511404 |
| — | WELLTOWER INC | 210,000 | $12.75M | 0.9% | $60.72 | $60.72 | — | 6.50% PFD PREPET | 95040Q203 |
| — | STERICYCLE INC | 125,000 | $12.7M | 0.9% | $101.56 | $101.56 | — | DEP PFD A 1/10 | 858912207 |
| — | SIRIUS XM HLDGS INC | 3,000,000 | $11.22M | 0.8% | $3.74 | $3.20 | — | COM | 82968B103 |
| ILMN | ILLUMINA INC | 63,200 | $11.11M | 0.8% | $175.82 * | $173.75 | +16.3% | COM | 452327109 |
| — | CAMERON INTERNATIONAL CORP | 160,000 | $9.811M | 0.7% | $61.32 | $61.32 | — | COM | 13342B105 |
| — | INTEL CORP | 6,410,000 | $9.671M | 0.7% | $1.51 | $1.51 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | CHENIERE ENERGY INC | 15,000,000 | $9.366M | 0.7% | $0.62 | $0.83 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | ALCOA INC | 960,500 | $9.278M | 0.7% | $9.66 | $11.15 | — | COM | 013817101 |
| — | SPIRIT RLTY CAP INC NEW | 10,000,000 | $9.125M | 0.7% | $0.91 | $0.92 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | WPX ENERGY INC | 240,000 | $8.592M | 0.6% | $35.80 | $35.80 | — | PFD SER A CV | 98212B202 |
| ALLY | ALLY FINL INC | 417,260 | $8.504M | 0.6% | $20.38 * | $18.86 | -12.0% | COM | 02005N100 |
| — | JARDEN CORP | 5,000,000 | $8.013M | 0.6% | $1.60 | $1.60 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | HOLOGIC INC | 4,500,000 | $7.681M | 0.6% | $1.71 | $1.67 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | FINTECH ACQUISITION CORP | 750,000 | $7.538M | 0.5% | $10.05 | $10.35 | — | UNIT 99/99/9999 | 31809H209 |
| — | HEALTH NET INC | 116,300 | $7.004M | 0.5% | $60.22 | $60.22 | — | COM | 42222G108 |
| — | CITRIX SYS INC | 94,700 | $6.561M | 0.5% | $69.28 | $70.96 | — | COM | 177376100 |
| — | CAMERON INTERNATIONAL CORP | 100,000 | $6.132M | 0.4% | $61.32 | $61.32 | — | CALL | 13342B105 |
| — | AG MTG INVT TR INC | 400,000 | $6.088M | 0.4% | $15.22 | $18.81 | — | COM | 001228105 |
| AKAM | AKAMAI TECHNOLOGIES INC | 87,300 | $6.029M | 0.4% | $69.06 * | $66.20 | +8.9% | COM | 00971T101 |
| RPM | RPM INTL INC | 126,800 | $5.312M | 0.4% | $41.89 * | $41.10 | +10.8% | COM | 749685103 |
| — | SPIRIT RLTY CAP INC NEW | 5,000,000 | $4.656M | 0.3% | $0.93 | $0.94 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | GENERAL CABLE CORP DEL NEW | 7,250,000 | $4.364M | 0.3% | $0.60 | $0.82 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 5,000,000 | $4.044M | 0.3% | $0.81 | $0.81 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | AMERICAN CAP MTG INVT CORP | 238,000 | $3.508M | 0.3% | $14.74 | $18.37 | — | COM | 02504A104 |
| — | CABLEVISION SYS CORP | 100,000 | $3.247M | 0.2% | $32.47 | — | — | PUT | 12686C109 |
| — | RESOURCE CAP CORP | 3,389,000 | $3.179M | 0.2% | $0.94 | $0.96 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | NEXTERA ENERGY INC | 60,000 | $3.065M | 0.2% | $51.08 | $51.08 | — | UNIT 08/31/2018 | 65339F846 |
| — | B2GOLD CORP | 3,000,000 | $2.473M | 0.2% | $0.82 | $0.94 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | MACQUARIE INFRASTR CO LLC | 32,500 | $2.426M | 0.2% | $74.65 | $77.22 | — | MEMBERSHIP INT | 55608B105 |
| — | MEDIDATA SOLUTIONS INC | 52,500 | $2.211M | 0.2% | $42.11 | $49.05 | — | COM | 58471A105 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,500,000 | $2.003M | 0.1% | $0.80 | $0.97 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | CHESAPEAKE ENERGY CORP | 250,000 | $1.833M | 0.1% | $7.33 | $7.33 | — | PUT | 165167107 |
| — | PROTALIX BIOTHERAPEUTICS INC | 2,500,000 | $1.78M | 0.1% | $0.71 | $0.76 | — | NOTE 4.500% 9/1 | 74365AAB7 |
| CALY | CALLAWAY GOLF CO | 211,445 | $1.766M | 0.1% | $8.35 * | $8.63 | 0.0% | COM | 131193104 |
| — | SOLAZYME INC | 3,000,000 | $1.701M | 0.1% | $0.57 | $1.53 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | TYSON FOODS INC | 25,000 | $1.282M | 0.1% | $51.28 | $51.28 | — | UNIT 99/99/9999 | 902494301 |
| — | INVESCO MORTGAGE CAPITAL INC | 90,000 | $1.102M | 0.1% | $12.24 | $15.46 | — | COM | 46131B100 |
| — | YAHOO INC | 33,200 | $960K | 0.1% | $28.92 | $28.92 | — | COM | 984332106 |
| — | ATMEL CORP | 100,000 | $807K | 0.1% | $8.07 | — | — | CALL | 049513104 |
| — | CINEDIGM CORP | 1,377,613 | $771K | 0.1% | $0.56 | $2.02 | — | COM | 172406100 |
| — | CHESAPEAKE ENERGY CORP | 104,500 | $766K | 0.1% | $7.33 | $7.33 | — | COM | 165167107 |
| VIAV | VIAVI SOLUTIONS INC | 138,100 | $742K | 0.1% | $5.37 * | $5.86 | 0.0% | COM | 925550105 |
| — | WPX ENERGY INC | 100,000 | $662K | 0.0% | $6.62 | — | — | PUT | 98212B103 |
| GULTU | GULF COAST ULTRA DEEP RTY TR | 1,150,000 | $334K | 0.0% | $0.29 | $2.93 | — | ROYALTY TR UNT | 40222T104 |