CIK: 0000860662 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 16, 2016
Total Value: $1.39B (81.1% shares, 18.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | TRIBUNE MEDIA CO | 6,348,043 | $243M | 17.5% | $38.35 | $59.77 | — | CL A | 896047503 |
| — | TRAVELPORT WORLDWIDE LTD | 7,986,979 | $109M | 7.8% | $13.66 | $16.46 | — | SHS | G9019D104 |
| — | BAXALTA INC | 1,900,000 | $76.76M | 5.5% | $40.40 | $40.40 | — | COM | 07177M103 |
| — | TIME WARNER CABLE INC | 375,000 | $76.73M | 5.5% | $204.62 | $168.06 | — | COM | 88732J207 |
| — | FAIRPOINT COMMUNICATIONS INC | 5,128,325 | $76.31M | 5.5% | $14.88 | $8.35 | — | COM NEW | 305560302 |
| — | SANDISK CORP | 1,000,000 | $76.08M | 5.5% | $76.08 | $76.07 | — | COM | 80004C101 |
| — | E M C CORP MASS | 2,800,000 | $74.62M | 5.4% | $26.65 | $26.17 | — | COM | 268648102 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 51,500 | $47.25M | 3.4% | $917.50 | $1016.15 | — | PFD CONV SER A | G0177J116 |
| — | WESCO INTL INC | 23,237,000 | $44.51M | 3.2% | $1.92 | $2.67 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| KLAC | KLA-TENCOR CORP | 550,000 | $40.05M | 2.9% | $72.81 * | $53.38 | +6.0% | COM | 482480100 |
| — | T MOBILE US INC | 585,000 | $38.63M | 2.8% | $66.03 | $58.85 | — | CONV PFD SER A | 872590203 |
| — | BLACK HILLS CORP | 550,000 | $37.34M | 2.7% | $67.90 | $59.83 | — | UNIT 99/99/9999 | 092113125 |
| — | CABLEVISION SYS CORP | 1,100,000 | $36.3M | 2.6% | $33.00 | $33.00 | — | CL A NY CABLVS | 12686C109 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 16,000,000 | $31.55M | 2.3% | $1.97 | $1.50 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | VERISIGN INC | 12,000,000 | $31.03M | 2.2% | $2.59 | $2.14 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | STARWOOD HOTELS&RESORTS WRLD | 362,000 | $30.2M | 2.2% | $83.43 | $83.43 | — | COM | 85590A401 |
| — | STARWOOD PPTY TR INC | 29,500,000 | $29.09M | 2.1% | $0.99 | $1.02 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | THE ADT CORPORATION | 650,000 | $26.82M | 1.9% | $41.26 | $41.26 | — | COM | 00101J106 |
| — | NVIDIA CORP | 15,000,000 | $26.77M | 1.9% | $1.78 | $1.69 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | ON SEMICONDUCTOR CORP | 20,238,000 | $21.88M | 1.6% | $1.08 | $1.22 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | ALLERGAN PLC | 60,000 | $16.08M | 1.2% | $268.03 | $268.03 | — | SHS | G0177J108 |
| HUM | HUMANA INC | 75,000 | $13.72M | 1.0% | $182.95 * | $170.55 | -6.1% | COM | 444859102 |
| — | WELLTOWER INC | 210,000 | $12.99M | 0.9% | $61.84 | $60.72 | — | 6.50% PFD PREPET | 95040Q203 |
| — | LEXICON PHARMACEUTICALS INC | 8,000,000 | $12.92M | 0.9% | $1.61 | $1.75 | — | NOTE 5.250%12/0 | 528872AB0 |
| — | MOLINA HEALTHCARE INC | 7,500,000 | $12.34M | 0.9% | $1.65 | $1.71 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | INTEL CORP | 6,410,000 | $10.2M | 0.7% | $1.59 | $1.51 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | JARDEN CORP | 5,000,000 | $9.394M | 0.7% | $1.88 | $1.60 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | RITE AID CORP | 1,000,000 | $8.15M | 0.6% | $8.15 | $7.84 | — | COM | 767754104 |
| ILMN | ILLUMINA INC | 47,700 | $7.733M | 0.6% | $162.12 * | $173.75 | -12.0% | COM | 452327109 |
| — | FINTECH ACQUISITION CORP | 750,000 | $7.515M | 0.5% | $10.02 | $10.02 | — | COM | 31809H100 |
| — | FINTECH ACQUISITION CORP | 750,000 | $7.515M | 0.5% | $10.02 | $10.02 | — | *W EXP 02/19/202 | 31809H118 |
| — | OFFICE DEPOT INC | 1,000,000 | $7.1M | 0.5% | $7.10 | $7.10 | — | COM | 676220106 |
| — | SOUTHWESTERN ENERGY CO | 350,000 | $6.869M | 0.5% | $19.63 | $50.37 | — | DEP SHS 1/20 B | 845467208 |
| — | CITRIX SYS INC | 87,000 | $6.836M | 0.5% | $78.57 | $70.96 | — | COM | 177376100 |
| — | ANADARKO PETE CORP | 193,000 | $6.662M | 0.5% | $34.52 | $50.37 | — | UNIT 99/99/9999 | 032511404 |
| — | STAR BULK CARRIERS CORP | 8,657,771 | $6.493M | 0.5% | $0.75 | $3.14 | — | SHS NEW | Y8162K121 |
| — | CHENIERE ENERGY INC | 12,000,000 | $6.255M | 0.5% | $0.52 | $0.83 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| RPM | RPM INTL INC | 126,800 | $6.001M | 0.4% | $47.33 * | $41.10 | +0.8% | COM | 749685103 |
| ALLY | ALLY FINL INC | 307,260 | $5.752M | 0.4% | $18.72 * | $18.86 | -30.2% | COM | 02005N100 |
| — | AG MTG INVT TR INC | 400,000 | $5.228M | 0.4% | $13.07 | $18.81 | — | COM | 001228105 |
| — | XILINX INC | 3,000,000 | $4.931M | 0.4% | $1.64 | $1.64 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | GENERAL CABLE CORP DEL NEW | 7,250,000 | $3.96M | 0.3% | $0.55 | $0.82 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | WPX ENERGY INC | 100,000 | $3.676M | 0.3% | $36.76 | $35.80 | — | PFD SER A CV | 98212B202 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 5,000,000 | $3.438M | 0.2% | $0.69 | $0.81 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | GLOBAL EAGLE ENTMT INC | 3,750,000 | $2.937M | 0.2% | $0.78 | $0.78 | — | NOTE 2.750% 2/1 | 37951DAB8 |
| — | VMWARE INC | 52,000 | $2.72M | 0.2% | $52.31 | — | — | Put | 928563402 |
| — | MENTOR GRAPHICS CORP | 2,497,000 | $2.622M | 0.2% | $1.05 | $1.34 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | B2GOLD CORP | 3,000,000 | $2.464M | 0.2% | $0.82 | $0.94 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | STERICYCLE INC | 25,000 | $2.333M | 0.2% | $93.32 | $101.56 | — | DEP PFD A 1/10 | 858912207 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,500,000 | $2.133M | 0.2% | $0.85 | $0.97 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | MEDIDATA SOLUTIONS INC | 52,500 | $2.032M | 0.1% | $38.70 | $49.05 | — | COM | 58471A105 |
| — | MACQUARIE INFRASTR CO LLC | 26,300 | $1.774M | 0.1% | $67.45 | $77.22 | — | MEMBERSHIP INT | 55608B105 |
| — | PROTALIX BIOTHERAPEUTICS INC | 2,500,000 | $1.694M | 0.1% | $0.68 | $0.76 | — | NOTE 4.500% 9/1 | 74365AAB7 |
| — | SOLAZYME INC | 3,000,000 | $1.534M | 0.1% | $0.51 | $1.53 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | SUNEDISON INC | 20,000,000 | $775K | 0.1% | $0.04 | $1.54 | — | NOTE 2.750% 1/0 | 86732YAD1 |
| VIAV | VIAVI SOLUTIONS INC | 55,384 | $380K | 0.0% | $6.86 * | $5.86 | +2.6% | COM | 925550105 |
| — | CINEDIGM CORP | 1,377,613 | $285K | 0.0% | $0.21 | $2.02 | — | COM | 172406100 |