CIK: 0000860662 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 14, 2016
Total Value: $1.327B (70.2% shares, 29.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | TRIBUNE MEDIA CO | 6,348,043 | $232M | 17.5% | $36.52 | $59.77 | — | CL A | 896047503 |
| — | FAIRPOINT COMMUNICATIONS INC | 5,128,325 | $77.08M | 5.8% | $15.03 | $8.35 | — | COM NEW | 305560302 |
| — | TESARO INC | 24,000,000 | $70.48M | 5.3% | $2.94 | $2.85 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | T MOBILE US INC | 785,000 | $61.16M | 4.6% | $77.91 | $62.52 | — | CONV PFD SER A | 872590203 |
| — | LINKEDIN CORP | 298,800 | $57.11M | 4.3% | $191.12 | $190.18 | — | COM CL A | 53578A108 |
| — | CF CORP | 5,800,000 | $56.78M | 4.3% | $9.79 | $9.79 | — | SHS CL A | G20307107 |
| — | SYNGENTA AG | 600,000 | $52.56M | 4.0% | $87.60 | $79.49 | — | SPONSORED ADR | 87160A100 |
| — | WHITING PETE CORP NEW | 49,017,600 | $50.24M | 3.8% | $1.02 | $0.95 | — | NOTE 5.750% 3/1 | 966387AV4 |
| — | ST JUDE MED INC | 500,000 | $39.88M | 3.0% | $79.76 | $78.79 | — | COM | 790849103 |
| — | BLACK HILLS CORP | 520,000 | $35.78M | 2.7% | $68.80 | $59.83 | — | UNIT 99/99/9999 | 092113125 |
| — | RITE AID CORP | 4,420,000 | $33.99M | 2.6% | $7.69 | $7.59 | — | COM | 767754104 |
| — | XILINX INC | 17,125,000 | $32.22M | 2.4% | $1.88 | $1.62 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | ON SEMICONDUCTOR CORP | 26,250,000 | $31.27M | 2.4% | $1.19 | $1.17 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | DELL TECHNOLOGIES INC | 614,397 | $29.37M | 2.2% | $47.80 | $47.80 | — | COM CL V | 24703L103 |
| — | CF CORP | 2,900,000 | $28.39M | 2.1% | $9.79 | $9.79 | — | *W EXP 05/25/202 | G20307115 |
| — | VERISIGN INC | 12,000,000 | $27.5M | 2.1% | $2.29 | $2.14 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | WELLTOWER INC | 370,250 | $24.67M | 1.9% | $66.63 | $63.28 | — | 6.50% PFD PREPET | 95040Q203 |
| — | MOLINA HEALTHCARE INC | 15,250,000 | $23.13M | 1.7% | $1.52 | $1.56 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | LEXICON PHARMACEUTICALS INC | 10,000,000 | $22.56M | 1.7% | $2.26 | $2.26 | — | NOTE 5.250%12/0 | 528872AB0 |
| — | TERRAFORM PWR INC | 1,461,451 | $20.33M | 1.5% | $13.91 | $13.91 | — | CL A COM | 88104R100 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 24,000 | $19.65M | 1.5% | $818.75 | $818.75 | — | PFD CONV SER A | G0177J116 |
| — | INGRAM MICRO INC | 550,000 | $19.61M | 1.5% | $35.66 | $35.66 | — | CL A | 457153104 |
| — | ACORDA THERAPEUTICS INC | 22,500,000 | $18.35M | 1.4% | $0.82 | $0.85 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | WESTAR ENERGY INC | 316,031 | $17.93M | 1.4% | $56.75 | $56.75 | — | COM | 95709T100 |
| — | STARWOOD PPTY TR INC | 15,200,000 | $17.16M | 1.3% | $1.13 | $1.13 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | WHITEWAVE FOODS CO | 299,100 | $16.28M | 1.2% | $54.43 | $54.43 | — | COM | 966244105 |
| — | CONYERS PARK ACQUISITION CORP | 1,500,000 | $15M | 1.1% | $10.00 | $10.00 | — | CL A COM | 212894109 |
| — | CROWN CASTLE INTL CORP NEW | 125,000 | $14.13M | 1.1% | $113.06 | $113.06 | — | CNV PFD STK SR A | 22822V200 |
| — | EMERGENT BIOSOLUTIONS INC | 10,000,000 | $12.23M | 0.9% | $1.22 | $1.18 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| — | SABAN CAP ACQUISITION CORP | 1,200,000 | $12.1M | 0.9% | $10.08 | $10.08 | — | UNIT 99/99/9999 | 78516C205 |
| — | OLD REP INTL CORP | 9,000,000 | $10.81M | 0.8% | $1.20 | $1.28 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | ALCOA INC | 1,009,700 | $10.24M | 0.8% | $10.14 | $9.27 | — | COM | 013817101 |
| — | TIMKENSTEEL CORP | 9,000,000 | $9.889M | 0.7% | $1.10 | $1.08 | — | NOTE 6.000% 6/0 | 887399AA1 |
| — | RADIAN GROUP INC | 7,390,000 | $9.589M | 0.7% | $1.30 | $1.14 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | WEBMD HEALTH CORP | 9,200,000 | $9.551M | 0.7% | $1.04 | $1.10 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | ITC HLDGS CORP | 202,059 | $9.392M | 0.7% | $46.48 | $46.82 | — | COM | 465685105 |
| — | MERCADOLIBRE INC | 5,532,000 | $8.626M | 0.7% | $1.56 | $1.56 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | CHENIERE ENERGY INC | 12,000,000 | $7.613M | 0.6% | $0.63 | $0.83 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | GENERAL CABLE CORP DEL NEW | 11,250,000 | $7.53M | 0.6% | $0.67 | $0.73 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | CITRIX SYS INC | 87,000 | $7.414M | 0.6% | $85.22 | $70.96 | — | COM | 177376100 |
| — | RAYONIER ADVANCED MATLS INC | 70,000 | $7.294M | 0.5% | $104.20 | $104.20 | — | PFD CV SER A | 75508B203 |
| — | AG MTG INVT TR INC | 400,000 | $6.3M | 0.5% | $15.75 | $18.81 | — | COM | 001228105 |
| — | SERVICENOW INC | 5,000,000 | $6.088M | 0.5% | $1.22 | $1.11 | — | NOTE 11/0 | 81762PAB8 |
| — | TRULIA INC | 3,500,000 | $5.307M | 0.4% | $1.52 | $1.53 | — | NOTE 2.750%12/1 | 897888AB9 |
| MU | MICRON TECHNOLOGY INC | 285,800 | $5.082M | 0.4% | $17.78 * | $14.88 | 0.0% | COM | 595112103 |
| — | CONYERS PARK ACQUISITION CORP | 500,000 | $5M | 0.4% | $10.00 | $10.00 | — | *W EXP 07/20/202 | 212894117 |
| — | MEDIDATA SOLUTIONS INC | 76,200 | $4.249M | 0.3% | $55.76 | $51.14 | — | COM | 58471A105 |
| — | WHITING PETE CORP NEW | 3,400,000 | $3.264M | 0.2% | $0.96 | $0.96 | — | DBCV 1.250% 6/0 | 966387AU6 |
| — | GLOBAL EAGLE ENTMT INC | 3,750,000 | $3.136M | 0.2% | $0.84 | $0.78 | — | NOTE 2.750% 2/1 | 37951DAB8 |
| — | B2GOLD CORP | 3,000,000 | $3.098M | 0.2% | $1.03 | $0.94 | — | NOTE 3.250%10/0 | 11777QAB6 |
| RPM | RPM INTL INC | 56,200 | $3.019M | 0.2% | $53.72 | $41.10 | +29.1% | COM | 749685103 |
| — | CARDCONNECT CORP | 272,100 | $2.658M | 0.2% | $9.77 | $9.77 | — | *W EXP 07/29/202 | 14141X116 |
| — | MEDICINES CO | 2,000,000 | $2.589M | 0.2% | $1.29 | $1.29 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | MACQUARIE INFRASTRUCTURE COR | 26,300 | $2.189M | 0.2% | $83.23 | $77.22 | — | COM | 55608B105 |
| — | CARDCONNECT CORP | 217,081 | $2.121M | 0.2% | $9.77 | $9.77 | — | COM | 14141X108 |
| — | PRICELINE GRP INC | 1,200 | $1.766M | 0.1% | $1471.67 | $1471.67 | — | COM NEW | 741503403 |
| — | PROTALIX BIOTHERAPEUTICS INC | 2,500,000 | $1.669M | 0.1% | $0.67 | $0.76 | — | NOTE 4.500% 9/1 | 74365AAB7 |
| — | SOLAZYME INC | 2,000,000 | $1.185M | 0.1% | $0.59 | $1.53 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | SOUTHWESTERN ENERGY CO | 20,000 | $633K | 0.0% | $31.65 | $31.65 | — | DEP SHS 1/20 B | 845467208 |
| — | PROOFPOINT INC | 5,200 | $389K | 0.0% | $74.81 | $74.81 | — | COM | 743424103 |
| — | CINEDIGM CORP | 137,757 | $280K | 0.0% | $2.03 | $1.21 | — | COM NEW | 172406209 |
| — | RITE AID CORP | 10,000 | $77,000 | 0.0% | $7.70 | $7.59 | — | Call | 767754104 |