CIK: 0000860662 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 16, 2016
Total Value: $1.34B (77.7% shares, 22.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | TRIBUNE MEDIA CO | 6,667,790 | $225M | 16.8% | $33.81 | $59.77 | — | CL A | 896047503 |
| — | TRAVELPORT WORLDWIDE LTD | 10,986,979 | $142M | 10.6% | $12.90 | $16.46 | — | SHS | G9019D104 |
| — | FAIRPOINT COMMUNICATIONS INC | 5,128,325 | $82.41M | 6.2% | $16.07 | $8.35 | — | COM NEW | 305560302 |
| — | BROADCOM CORP | 905,003 | $52.33M | 3.9% | $57.82 | $51.70 | — | CL A | 111320107 |
| — | TIME WARNER CABLE INC | 275,000 | $51.04M | 3.8% | $185.59 | $154.77 | — | COM | 88732J207 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 46,500 | $47.81M | 3.6% | $1028.13 | $1026.76 | — | PFD CONV SER A | G0177J116 |
| KLAC | KLA-TENCOR CORP | 600,000 | $41.61M | 3.1% | $69.35 * | $53.38 | 0.0% | COM | 482480100 |
| — | T MOBILE US INC | 610,000 | $41.19M | 3.1% | $67.53 | $58.85 | — | CONV PFD SER A | 872590203 |
| — | WESCO INTL INC | 23,237,000 | $35.96M | 2.7% | $1.55 | $2.67 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | E M C CORP MASS | 1,394,000 | $35.8M | 2.7% | $25.68 | $25.68 | — | COM | 268648102 |
| — | PRECISION CASTPARTS CORP | 150,000 | $34.8M | 2.6% | $232.01 | $232.01 | — | COM | 740189105 |
| — | SOLERA HOLDINGS INC | 625,000 | $34.27M | 2.6% | $54.83 | $54.25 | — | COM | 83421A104 |
| — | VERISIGN INC | 12,000,000 | $30.73M | 2.3% | $2.56 | $2.14 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | RADIAN GROUP INC | 23,500,000 | $30.27M | 2.3% | $1.29 | $1.74 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 16,000,000 | $29.22M | 2.2% | $1.83 | $1.50 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | STARWOOD PPTY TR INC | 29,500,000 | $29.02M | 2.2% | $0.98 | $1.02 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | CAMERON INTERNATIONAL CORP | 400,000 | $25.28M | 1.9% | $63.20 | $62.45 | — | COM | 13342B105 |
| — | ON SEMICONDUCTOR CORP | 20,238,000 | $22.57M | 1.7% | $1.11 | $1.22 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | NVIDIA CORP | 12,000,000 | $19.99M | 1.5% | $1.67 | $1.67 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | BLACK HILLS CORP | 350,000 | $19.33M | 1.4% | $55.22 | $55.22 | — | UNIT 99/99/9999 | 092113125 |
| — | KEURIG GREEN MTN INC | 203,976 | $18.35M | 1.4% | $89.98 | $89.98 | — | COM | 49271M100 |
| HUM | HUMANA INC | 100,000 | $17.85M | 1.3% | $178.51 * | $170.55 | -5.2% | COM | 444859102 |
| — | RITE AID CORP | 2,196,300 | $17.22M | 1.3% | $7.84 | $7.84 | — | COM | 767754104 |
| — | AIRGAS INC | 115,000 | $15.91M | 1.2% | $138.32 | $138.32 | — | COM | 009363102 |
| — | LEXICON PHARMACEUTICALS INC | 8,000,000 | $13.99M | 1.0% | $1.75 | $1.75 | — | NOTE 5.250%12/0 | 528872AB0 |
| — | WELLTOWER INC | 210,000 | $12.77M | 1.0% | $60.81 | $60.72 | — | 6.50% PFD PREPET | 95040Q203 |
| ILMN | ILLUMINA INC | 63,200 | $12.13M | 0.9% | $191.95 * | $173.75 | -7.1% | COM | 452327109 |
| — | SANDISK CORP | 158,200 | $12.02M | 0.9% | $75.99 | $75.99 | — | COM | 80004C101 |
| — | MOLINA HEALTHCARE INC | 7,500,000 | $11.66M | 0.9% | $1.56 | $1.71 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | STERICYCLE INC | 125,000 | $11.38M | 0.8% | $91.06 | $101.56 | — | DEP PFD A 1/10 | 858912207 |
| — | SOUTHWESTERN ENERGY CO | 600,000 | $11.12M | 0.8% | $18.53 | $50.37 | — | DEP SHS 1/20 B | 845467208 |
| — | INTEL CORP | 6,410,000 | $10.66M | 0.8% | $1.66 | $1.51 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | SUNEDISON INC | 20,000,000 | $10.01M | 0.7% | $0.50 | $1.54 | — | NOTE 2.750% 1/0 | 86732YAD1 |
| — | JARDEN CORP | 5,000,000 | $9.091M | 0.7% | $1.82 | $1.60 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | ANADARKO PETE CORP | 243,000 | $8.25M | 0.6% | $33.95 | $50.37 | — | UNIT 99/99/9999 | 032511404 |
| ALLY | ALLY FINL INC | 417,260 | $7.778M | 0.6% | $18.64 * | $18.86 | -19.8% | COM | 02005N100 |
| — | FINTECH ACQUISITION CORP | 750,000 | $7.65M | 0.6% | $10.20 | $10.35 | — | UNIT 99/99/9999 | 31809H209 |
| — | HOLOGIC INC | 4,500,000 | $7.616M | 0.6% | $1.69 | $1.67 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | WPX ENERGY INC | 240,000 | $7.414M | 0.6% | $30.89 | $35.80 | — | PFD SER A CV | 98212B202 |
| — | CITRIX SYS INC | 94,700 | $7.164M | 0.5% | $75.65 | $70.96 | — | COM | 177376100 |
| — | CAMERON INTERNATIONAL CORP | 100,000 | $6.32M | 0.5% | $63.20 | $62.45 | — | Call | 13342B105 |
| — | CHENIERE ENERGY INC | 12,000,000 | $6.24M | 0.5% | $0.52 | $0.83 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | ALEXANDRIA REAL ESTATE EQ IN | 212,600 | $5.843M | 0.4% | $27.48 | $27.48 | — | PFD CONV SER D | 015271505 |
| RPM | RPM INTL INC | 126,800 | $5.587M | 0.4% | $44.06 * | $41.10 | +9.6% | COM | 749685103 |
| — | STAR BULK CARRIERS CORP | 8,657,771 | $5.239M | 0.4% | $0.61 | $3.14 | — | SHS NEW | Y8162K121 |
| — | AG MTG INVT TR INC | 400,000 | $5.136M | 0.4% | $12.84 | $18.81 | — | COM | 001228105 |
| — | YAHOO INC | 5,000,000 | $4.863M | 0.4% | $0.97 | $0.97 | — | NOTE 12/0 | 984332AF3 |
| — | SPIRIT RLTY CAP INC NEW | 5,000,000 | $4.778M | 0.4% | $0.96 | $0.94 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | GENERAL CABLE CORP DEL NEW | 7,250,000 | $4.445M | 0.3% | $0.61 | $0.82 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 5,000,000 | $3.856M | 0.3% | $0.77 | $0.81 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | VMWARE INC | 52,000 | $2.942M | 0.2% | $56.58 | — | — | Put | 928563402 |
| — | SPIRIT RLTY CAP INC NEW | 3,000,000 | $2.839M | 0.2% | $0.95 | $0.92 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | MENTOR GRAPHICS CORP | 2,497,000 | $2.608M | 0.2% | $1.04 | $1.34 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | MEDIDATA SOLUTIONS INC | 52,500 | $2.588M | 0.2% | $49.30 | $49.05 | — | COM | 58471A105 |
| — | B2GOLD CORP | 3,000,000 | $2.486M | 0.2% | $0.83 | $0.94 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | MACQUARIE INFRASTR CO LLC | 32,500 | $2.36M | 0.2% | $72.62 | $77.22 | — | MEMBERSHIP INT | 55608B105 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,500,000 | $2.069M | 0.2% | $0.83 | $0.97 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | PROTALIX BIOTHERAPEUTICS INC | 2,500,000 | $1.72M | 0.1% | $0.69 | $0.76 | — | NOTE 4.500% 9/1 | 74365AAB7 |
| — | SOLAZYME INC | 3,000,000 | $1.506M | 0.1% | $0.50 | $1.53 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| ON | ON SEMICONDUCTOR CORP | 139,000 | $1.362M | 0.1% | $9.80 * | $10.52 | 0.0% | COM | 682189105 |
| — | CHESAPEAKE ENERGY CORP | 250,000 | $1.125M | 0.1% | $4.50 | $7.33 | — | Put | 165167107 |
| — | INVESCO MORTGAGE CAPITAL INC | 90,000 | $1.115M | 0.1% | $12.39 | $15.46 | — | COM | 46131B100 |
| — | WPX ENERGY INC | 100,000 | $574K | 0.0% | $5.74 | — | — | Put | 98212B103 |
| — | CHESAPEAKE ENERGY CORP | 104,500 | $470K | 0.0% | $4.50 | $7.33 | — | COM | 165167107 |
| — | CINEDIGM CORP | 1,377,613 | $360K | 0.0% | $0.26 | $2.02 | — | COM | 172406100 |
| VIAV | VIAVI SOLUTIONS INC | 55,384 | $337K | 0.0% | $6.08 | $5.86 | +3.4% | COM | 925550105 |