CIK: 0000860662 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 15, 2016
Total Value ($000): $1,416,906 (74.2% shares, 25.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TRIBUNE MEDIA CO | 6,348,043 | $248,716 | 17.6% | $59.77 | — | CL A | 896047503 |
| — | E M C CORP MASS | 6,000,000 | $163,020 | 11.5% | $26.70 | — | COM | 268648102 |
| — | TRAVELPORT WORLDWIDE LTD | 7,986,979 | $102,952 | 7.3% | $16.46 | — | SHS | G9019D104 |
| — | FAIRPOINT COMMUNICATIONS INC | 5,128,325 | $75,284 | 5.3% | $8.35 | — | COM NEW | 305560302 |
| — | WHITING PETE CORP NEW | 68,080,000 | $64,336 | 4.5% | $0.95 | — | NOTE 5.750% 3/1 | 966387AV4 |
| — | CF CORP | 5,800,000 | $57,536 | 4.1% | $9.92 | — | UNIT 99/99/9999 | G20307123 |
| — | T MOBILE US INC | 785,000 | $57,509 | 4.1% | $62.52 | — | CONV PFD SER A | 872590203 |
| — | WESCO INTL INC | 23,237,000 | $41,551 | 2.9% | $2.67 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | BLACK HILLS CORP | 550,000 | $38,825 | 2.7% | $59.83 | — | UNIT 99/99/9999 | 092113125 |
| — | SYNGENTA AG | 450,000 | $34,556 | 2.4% | $76.79 | — | SPONSORED ADR | 87160A100 |
| — | VERISIGN INC | 12,000,000 | $30,203 | 2.1% | $2.14 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | RITE AID CORP | 4,000,000 | $29,960 | 2.1% | $7.58 | — | COM | 767754104 |
| — | LINKEDIN CORP | 150,000 | $28,388 | 2.0% | $189.25 | — | COM CL A | 53578A108 |
| — | STARWOOD PPTY TR INC | 27,000,000 | $28,131 | 2.0% | $1.04 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | XILINX INC | 17,125,000 | $27,561 | 1.9% | $1.62 | — | NOTE 2.625% 6/1 | 983919AF8 |
| KLAC | KLA-TENCOR CORP | 375,000 | $27,469 | 1.9% | $53.38 | +13.8% | COM | 482480100 |
| — | ON SEMICONDUCTOR CORP | 26,250,000 | $27,267 | 1.9% | $1.17 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | TYCO INTL PLC | 625,000 | $26,625 | 1.9% | $42.60 | — | SHS | G91442106 |
| HUM | HUMANA INC | 125,000 | $22,485 | 1.6% | $168.00 | -2.3% | COM | 444859102 |
| — | ST JUDE MED INC | 275,000 | $21,450 | 1.5% | $78.00 | — | COM | 790849103 |
| — | ITC HLDGS CORP | 436,979 | $20,459 | 1.4% | $46.82 | — | COM | 465685105 |
| — | DIAMOND RESORTS INTL INC | 600,000 | $17,976 | 1.3% | $29.96 | — | COM | 25272T104 |
| — | MOLINA HEALTHCARE INC | 12,500,000 | $16,914 | 1.2% | $1.57 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | WELLTOWER INC | 210,000 | $14,247 | 1.0% | $60.72 | — | 6.50% PFD PREPET | 95040Q203 |
| — | ALCOA INC | 1,522,700 | $14,115 | 1.0% | $9.27 | — | COM | 013817101 |
| — | TESARO INC | 5,000,000 | $12,509 | 0.9% | $2.50 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | RADIAN GROUP INC | 10,390,000 | $11,864 | 0.8% | $1.14 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | OLD REP INTL CORP | 9,000,000 | $11,498 | 0.8% | $1.28 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | WHITING PETE CORP NEW | 11,799,000 | $11,445 | 0.8% | $0.97 | — | NOTE 6.500%10/0 | 966387AY8 |
| — | ACORDA THERAPEUTICS INC | 12,500,000 | $10,922 | 0.8% | $0.87 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | WEBMD HEALTH CORP | 9,200,000 | $10,109 | 0.7% | $1.10 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | SERVICENOW INC | 7,000,000 | $7,788 | 0.5% | $1.11 | — | NOTE 11/0 | 81762PAB8 |
| — | WELLPOINT INC | 4,000,000 | $7,283 | 0.5% | $1.82 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | CITRIX SYS INC | 87,000 | $6,968 | 0.5% | $70.96 | — | COM | 177376100 |
| — | CHENIERE ENERGY INC | 12,000,000 | $6,780 | 0.5% | $0.83 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | FINTECH ACQUISITION CORP | 657,854 | $6,579 | 0.5% | $10.02 | — | COM | 31809H100 |
| — | GENERAL CABLE CORP DEL NEW | 11,250,000 | $6,448 | 0.5% | $0.73 | — | FRNT 4.500%11/1 | 369300AL2 |
| RPM | RPM INTL INC | 126,800 | $6,334 | 0.4% | $41.10 | +21.9% | COM | 749685103 |
| — | AG MTG INVT TR INC | 400,000 | $5,776 | 0.4% | $18.81 | — | COM | 001228105 |
| — | EMERGENT BIOSOLUTIONS INC | 5,000,000 | $5,659 | 0.4% | $1.13 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| — | WHITING PETE CORP NEW | 5,750,000 | $5,549 | 0.4% | $0.97 | — | NOTE 5.000% 3/1 | 966387AW2 |
| SBLK | STAR BULK CARRIERS CORP | 1,731,551 | $5,125 | 0.4% | $4.02 | 0.0% | SHS PAR | Y8162K204 |
| ILMN | ILLUMINA INC | 36,300 | $5,096 | 0.4% | $173.75 | -18.2% | COM | 452327109 |
| — | TIMKENSTEEL CORP | 4,500,000 | $4,733 | 0.3% | $1.05 | — | NOTE 6.000% 6/0 | 887399AA1 |
| — | WPX ENERGY INC | 100,000 | $4,648 | 0.3% | $35.80 | — | PFD SER A CV | 98212B202 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 5,000,000 | $3,538 | 0.2% | $0.81 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | FINTECH ACQUISITION CORP | 300,000 | $3,000 | 0.2% | $10.02 | — | *W EXP 02/19/202 | 31809H118 |
| — | B2GOLD CORP | 3,000,000 | $2,846 | 0.2% | $0.94 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | GLOBAL EAGLE ENTMT INC | 3,750,000 | $2,752 | 0.2% | $0.78 | — | NOTE 2.750% 2/1 | 37951DAB8 |
| — | MENTOR GRAPHICS CORP | 2,497,000 | $2,739 | 0.2% | $1.34 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | MEDIDATA SOLUTIONS INC | 52,500 | $2,461 | 0.2% | $49.05 | — | COM | 58471A105 |
| — | TRULIA INC | 1,500,000 | $2,323 | 0.2% | $1.55 | — | NOTE 2.750%12/1 | 897888AB9 |
| — | MACQUARIE INFRASTR CO LLC | 26,300 | $1,948 | 0.1% | $77.22 | — | MEMBERSHIP INT | 55608B105 |
| ALLY | ALLY FINL INC | 100,000 | $1,707 | 0.1% | $18.86 | -30.0% | COM | 02005N100 |
| — | PROTALIX BIOTHERAPEUTICS INC | 2,500,000 | $1,666 | 0.1% | $0.76 | — | NOTE 4.500% 9/1 | 74365AAB7 |
| — | SOLAZYME INC | 2,000,000 | $1,111 | 0.1% | $1.53 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | CINEDIGM CORP | 137,757 | $167 | 0.0% | $1.21 | — | COM NEW | 172406209 |