CIK: 0000860662 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 15, 2016
Total Value: $1.417B (74.2% shares, 25.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | TRIBUNE MEDIA CO | 6,348,043 | $249M | 17.6% | $39.18 | $59.77 | — | CL A | 896047503 |
| — | E M C CORP MASS | 6,000,000 | $163M | 11.5% | $27.17 | $26.70 | — | COM | 268648102 |
| — | TRAVELPORT WORLDWIDE LTD | 7,986,979 | $103M | 7.3% | $12.89 | $16.46 | — | SHS | G9019D104 |
| — | FAIRPOINT COMMUNICATIONS INC | 5,128,325 | $75.28M | 5.3% | $14.68 | $8.35 | — | COM NEW | 305560302 |
| — | WHITING PETE CORP NEW | 68,080,000 | $64.34M | 4.5% | $0.95 | $0.95 | — | NOTE 5.750% 3/1 | 966387AV4 |
| — | CF CORP | 5,800,000 | $57.54M | 4.1% | $9.92 | $9.92 | — | UNIT 99/99/9999 | G20307123 |
| — | T MOBILE US INC | 785,000 | $57.51M | 4.1% | $73.26 | $62.52 | — | CONV PFD SER A | 872590203 |
| — | WESCO INTL INC | 23,237,000 | $41.55M | 2.9% | $1.79 | $2.67 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | BLACK HILLS CORP | 550,000 | $38.83M | 2.7% | $70.59 | $59.83 | — | UNIT 99/99/9999 | 092113125 |
| — | SYNGENTA AG | 450,000 | $34.56M | 2.4% | $76.79 | $76.79 | — | SPONSORED ADR | 87160A100 |
| — | VERISIGN INC | 12,000,000 | $30.2M | 2.1% | $2.52 | $2.14 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | RITE AID CORP | 4,000,000 | $29.96M | 2.1% | $7.49 | $7.58 | — | COM | 767754104 |
| — | LINKEDIN CORP | 150,000 | $28.39M | 2.0% | $189.25 | $189.25 | — | COM CL A | 53578A108 |
| — | STARWOOD PPTY TR INC | 27,000,000 | $28.13M | 2.0% | $1.04 | $1.04 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | XILINX INC | 17,125,000 | $27.56M | 1.9% | $1.61 | $1.62 | — | NOTE 2.625% 6/1 | 983919AF8 |
| KLAC | KLA-TENCOR CORP | 375,000 | $27.47M | 1.9% | $73.25 * | $53.38 | +13.8% | COM | 482480100 |
| — | ON SEMICONDUCTOR CORP | 26,250,000 | $27.27M | 1.9% | $1.04 | $1.17 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | TYCO INTL PLC | 625,000 | $26.63M | 1.9% | $42.60 | $42.60 | — | SHS | G91442106 |
| HUM | HUMANA INC | 125,000 | $22.48M | 1.6% | $179.88 * | $168.00 | -2.3% | COM | 444859102 |
| — | ST JUDE MED INC | 275,000 | $21.45M | 1.5% | $78.00 | $78.00 | — | COM | 790849103 |
| — | ITC HLDGS CORP | 436,979 | $20.46M | 1.4% | $46.82 | $46.82 | — | COM | 465685105 |
| — | DIAMOND RESORTS INTL INC | 600,000 | $17.98M | 1.3% | $29.96 | $29.96 | — | COM | 25272T104 |
| — | MOLINA HEALTHCARE INC | 12,500,000 | $16.91M | 1.2% | $1.35 | $1.57 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | WELLTOWER INC | 210,000 | $14.25M | 1.0% | $67.84 | $60.72 | — | 6.50% PFD PREPET | 95040Q203 |
| — | ALCOA INC | 1,522,700 | $14.12M | 1.0% | $9.27 | $9.27 | — | COM | 013817101 |
| — | TESARO INC | 5,000,000 | $12.51M | 0.9% | $2.50 | $2.50 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | RADIAN GROUP INC | 10,390,000 | $11.86M | 0.8% | $1.14 | $1.14 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | OLD REP INTL CORP | 9,000,000 | $11.5M | 0.8% | $1.28 | $1.28 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | WHITING PETE CORP NEW | 11,799,000 | $11.45M | 0.8% | $0.97 | $0.97 | — | NOTE 6.500%10/0 | 966387AY8 |
| — | ACORDA THERAPEUTICS INC | 12,500,000 | $10.92M | 0.8% | $0.87 | $0.87 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | WEBMD HEALTH CORP | 9,200,000 | $10.11M | 0.7% | $1.10 | $1.10 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | SERVICENOW INC | 7,000,000 | $7.788M | 0.5% | $1.11 | $1.11 | — | NOTE 11/0 | 81762PAB8 |
| — | WELLPOINT INC | 4,000,000 | $7.283M | 0.5% | $1.82 | $1.82 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | CITRIX SYS INC | 87,000 | $6.968M | 0.5% | $80.09 | $70.96 | — | COM | 177376100 |
| — | CHENIERE ENERGY INC | 12,000,000 | $6.78M | 0.5% | $0.56 | $0.83 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | FINTECH ACQUISITION CORP | 657,854 | $6.579M | 0.5% | $10.00 | $10.02 | — | COM | 31809H100 |
| — | GENERAL CABLE CORP DEL NEW | 11,250,000 | $6.448M | 0.5% | $0.57 | $0.73 | — | FRNT 4.500%11/1 | 369300AL2 |
| RPM | RPM INTL INC | 126,800 | $6.334M | 0.4% | $49.95 | $41.10 | +21.9% | COM | 749685103 |
| — | AG MTG INVT TR INC | 400,000 | $5.776M | 0.4% | $14.44 | $18.81 | — | COM | 001228105 |
| — | EMERGENT BIOSOLUTIONS INC | 5,000,000 | $5.659M | 0.4% | $1.13 | $1.13 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| — | WHITING PETE CORP NEW | 5,750,000 | $5.549M | 0.4% | $0.97 | $0.97 | — | NOTE 5.000% 3/1 | 966387AW2 |
| SBLK | STAR BULK CARRIERS CORP | 1,731,551 | $5.125M | 0.4% | $2.96 * | $4.02 | 0.0% | SHS PAR | Y8162K204 |
| ILMN | ILLUMINA INC | 36,300 | $5.096M | 0.4% | $140.39 | $173.75 | -18.2% | COM | 452327109 |
| — | TIMKENSTEEL CORP | 4,500,000 | $4.733M | 0.3% | $1.05 | $1.05 | — | NOTE 6.000% 6/0 | 887399AA1 |
| — | WPX ENERGY INC | 100,000 | $4.648M | 0.3% | $46.48 | $35.80 | — | PFD SER A CV | 98212B202 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 5,000,000 | $3.538M | 0.2% | $0.71 | $0.81 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | FINTECH ACQUISITION CORP | 300,000 | $3M | 0.2% | $10.00 | $10.02 | — | *W EXP 02/19/202 | 31809H118 |
| — | B2GOLD CORP | 3,000,000 | $2.846M | 0.2% | $0.95 | $0.94 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | GLOBAL EAGLE ENTMT INC | 3,750,000 | $2.752M | 0.2% | $0.73 | $0.78 | — | NOTE 2.750% 2/1 | 37951DAB8 |
| — | MENTOR GRAPHICS CORP | 2,497,000 | $2.739M | 0.2% | $1.10 | $1.34 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | MEDIDATA SOLUTIONS INC | 52,500 | $2.461M | 0.2% | $46.88 | $49.05 | — | COM | 58471A105 |
| — | TRULIA INC | 1,500,000 | $2.323M | 0.2% | $1.55 | $1.55 | — | NOTE 2.750%12/1 | 897888AB9 |
| — | MACQUARIE INFRASTR CO LLC | 26,300 | $1.948M | 0.1% | $74.07 | $77.22 | — | MEMBERSHIP INT | 55608B105 |
| ALLY | ALLY FINL INC | 100,000 | $1.707M | 0.1% | $17.07 * | $18.86 | -30.0% | COM | 02005N100 |
| — | PROTALIX BIOTHERAPEUTICS INC | 2,500,000 | $1.666M | 0.1% | $0.67 | $0.76 | — | NOTE 4.500% 9/1 | 74365AAB7 |
| — | SOLAZYME INC | 2,000,000 | $1.111M | 0.1% | $0.56 | $1.53 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | CINEDIGM CORP | 137,757 | $167K | 0.0% | $1.21 | $1.21 | — | COM NEW | 172406209 |