CIK: 0000860662 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 13, 2017
Total Value: $1.36B (73.0% shares, 27.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | TRIBUNE MEDIA CO | 6,226,655 | $218M | 16.0% | $34.98 | $59.77 | — | CL A | 896047503 |
| — | FAIRPOINT COMMUNICATIONS INC | 5,128,325 | $95.9M | 7.1% | $18.70 | $8.35 | — | COM NEW | 305560302 |
| — | TESARO INC | 24,000,000 | $92.94M | 6.8% | $3.87 | $2.85 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | T MOBILE US INC | 785,000 | $73.81M | 5.4% | $94.03 | $62.52 | — | CONV PFD SER A | 872590203 |
| — | CF CORP | 5,800,000 | $57.54M | 4.2% | $9.92 | $9.79 | — | SHS CL A | G20307107 |
| — | SYNGENTA AG | 600,000 | $47.43M | 3.5% | $79.05 | $79.49 | — | SPONSORED ADR | 87160A100 |
| NXPI | NXP SEMICONDUCTORS N V | 375,000 | $36.75M | 2.7% | $98.01 * | $88.31 | 0.0% | COM | N6596X109 |
| — | XILINX INC | 17,125,000 | $35.98M | 2.6% | $2.10 | $1.62 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | RITE AID CORP | 4,360,000 | $35.93M | 2.6% | $8.24 | $7.59 | — | COM | 767754104 |
| — | BLACK HILLS CORP | 520,000 | $35.67M | 2.6% | $68.59 | $59.83 | — | UNIT 99/99/9999 | 092113125 |
| — | CF CORP | 2,900,000 | $28.77M | 2.1% | $9.92 | $9.79 | — | Call | G20307115 |
| — | WELLTOWER INC | 470,250 | $28.29M | 2.1% | $60.16 | $62.61 | — | 6.50% PFD PREPET | 95040Q203 |
| — | WESTAR ENERGY INC | 500,000 | $28.18M | 2.1% | $56.35 | $56.60 | — | COM | 95709T100 |
| — | ST JUDE MED INC | 350,000 | $28.07M | 2.1% | $80.19 | $78.79 | — | COM | 790849103 |
| — | VERISIGN INC | 12,000,000 | $26.71M | 2.0% | $2.23 | $2.14 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | DELL TECHNOLOGIES INC | 475,854 | $26.16M | 1.9% | $54.97 | $47.80 | — | COM CL V | 24703L103 |
| — | REYNOLDS AMERICAN INC | 426,000 | $23.87M | 1.8% | $56.04 | $56.04 | — | COM | 761713106 |
| — | TERRAFORM PWR INC | 1,791,018 | $22.94M | 1.7% | $12.81 | $13.71 | — | CL A COM | 88104R100 |
| — | PALO ALTO NETWORKS INC | 17,000,000 | $21.56M | 1.6% | $1.27 | $1.27 | — | NOTE 7/0 | 697435AB1 |
| — | STARWOOD PPTY TR INC | 17,200,000 | $19.3M | 1.4% | $1.12 | $1.13 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | LEXICON PHARMACEUTICALS INC | 10,000,000 | $17.91M | 1.3% | $1.79 | $2.26 | — | NOTE 5.250%12/0 | 528872AB0 |
| — | TWITTER INC | 19,250,000 | $17.71M | 1.3% | $0.92 | $0.92 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | CABELAS INC | 300,000 | $17.57M | 1.3% | $58.55 | $58.55 | — | COM | 126804301 |
| — | ACORDA THERAPEUTICS INC | 22,500,000 | $17.1M | 1.3% | $0.76 | $0.85 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | RADIAN GROUP INC | 10,163,000 | $16.71M | 1.2% | $1.64 | $1.28 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | WHITEWAVE FOODS CO | 291,083 | $16.18M | 1.2% | $55.60 | $54.43 | — | COM | 966244105 |
| — | CONYERS PARK ACQUISITION CORP | 1,500,000 | $15.35M | 1.1% | $10.23 | $10.00 | — | CL A COM | 212894109 |
| — | MERCADOLIBRE INC | 11,032,000 | $15.18M | 1.1% | $1.38 | $1.47 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | B/E AEROSPACE INC | 225,000 | $13.54M | 1.0% | $60.19 | $60.19 | — | COM | 073302101 |
| — | TIMKENSTEEL CORP | 9,000,000 | $13.09M | 1.0% | $1.45 | $1.08 | — | NOTE 6.000% 6/0 | 887399AA1 |
| — | SABAN CAP ACQUISITION CORP | 1,200,000 | $12M | 0.9% | $10.00 | $10.00 | — | COM CL A | 78516C106 |
| — | GREAT PLAINS ENERGY INC | 225,000 | $11.38M | 0.8% | $50.56 | $50.56 | — | DEP SHS 1/20 B | 391164878 |
| — | OLD REP INTL CORP | 9,000,000 | $11.26M | 0.8% | $1.25 | $1.28 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | EMERGENT BIOSOLUTIONS INC | 8,500,000 | $10.83M | 0.8% | $1.27 | $1.18 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| MU | MICRON TECHNOLOGY INC | 482,900 | $10.59M | 0.8% | $21.92 * | $16.29 | +12.5% | COM | 595112103 |
| — | ARCONIC INC | 327,500 | $9.897M | 0.7% | $30.22 | $30.22 | — | PFD CONV B SER 1 | 03965L308 |
| — | YAHOO INC | 10,000,000 | $9.881M | 0.7% | $0.99 | $0.99 | — | NOTE 12/0 | 984332AF3 |
| — | WEBMD HEALTH CORP | 9,200,000 | $9.396M | 0.7% | $1.02 | $1.10 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | RAYONIER ADVANCED MATLS INC | 80,000 | $9.284M | 0.7% | $116.05 | $105.68 | — | PFD CV SER A | 75508B203 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 12,125 | $9.23M | 0.7% | $761.24 | $818.75 | — | PFD CONV SER A | G0177J116 |
| SBLK | STAR BULK CARRIERS CORP | 1,612,431 | $8.24M | 0.6% | $5.11 * | $4.95 | 0.0% | SHS PAR | Y8162K204 |
| — | GENERAL CABLE CORP DEL NEW | 10,250,000 | $8.014M | 0.6% | $0.78 | $0.73 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | ROCKWELL COLLINS INC | 81,000 | $7.514M | 0.6% | $92.77 | — | — | Put | 774341101 |
| — | CHENIERE ENERGY INC | 12,000,000 | $7.268M | 0.5% | $0.61 | $0.83 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| KMI | KINDER MORGAN INC DEL | 349,600 | $7.24M | 0.5% | $20.71 * | $13.10 | 0.0% | COM | 49456B101 |
| — | MOLINA HEALTHCARE INC | 5,000,000 | $7.166M | 0.5% | $1.43 | $1.56 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | AG MTG INVT TR INC | 400,000 | $6.844M | 0.5% | $17.11 | $18.81 | — | COM | 001228105 |
| — | PRICELINE GRP INC | 4,600 | $6.744M | 0.5% | $1466.09 | $1467.54 | — | COM NEW | 741503403 |
| — | SABAN CAP ACQUISITION CORP | 600,000 | $6M | 0.4% | $10.00 | — | — | Call | 78516C114 |
| — | HARMAN INTL INDS INC | 50,000 | $5.558M | 0.4% | $111.16 | $111.16 | — | COM | 413086109 |
| — | CONYERS PARK ACQUISITION CORP | 499,900 | $5.114M | 0.4% | $10.23 | $10.00 | — | Call | 212894117 |
| — | PROOFPOINT INC | 71,200 | $5.03M | 0.4% | $70.65 | $70.95 | — | COM | 743424103 |
| — | TIME WARNER INC | 50,000 | $4.827M | 0.4% | $96.54 | $96.54 | — | COM NEW | 887317303 |
| — | SOUTHWESTERN ENERGY CO | 155,000 | $3.938M | 0.3% | $25.41 | $26.21 | — | DEP SHS 1/20 B | 845467208 |
| AKAM | AKAMAI TECHNOLOGIES INC | 55,200 | $3.681M | 0.3% | $66.68 * | $63.69 | 0.0% | COM | 00971T101 |
| — | CARDCONNECT CORP | 272,100 | $3.456M | 0.3% | $12.70 | $9.77 | — | Call | 14141X116 |
| — | GLOBAL EAGLE ENTMT INC | 3,750,000 | $3.005M | 0.2% | $0.80 | $0.78 | — | NOTE 2.750% 2/1 | 37951DAB8 |
| — | B2GOLD CORP | 3,000,000 | $3.002M | 0.2% | $1.00 | $0.94 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | MACQUARIE INFRASTRUCTURE COR | 26,300 | $2.149M | 0.2% | $81.71 | $77.22 | — | COM | 55608B105 |
| — | VALSPAR CORP | 17,800 | $1.844M | 0.1% | $103.60 | — | — | Call | 920355104 |
| RPM | RPM INTL INC | 32,200 | $1.733M | 0.1% | $53.82 * | $41.10 | +24.6% | COM | 749685103 |
| — | PROTALIX BIOTHERAPEUTICS INC | 1,938,000 | $1.679M | 0.1% | $0.87 | $0.87 | — | NOTE 7.500%11/1 | 74365AAD3 |
| — | SOLAZYME INC | 2,000,000 | $1.31M | 0.1% | $0.66 | $1.53 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | PROTALIX BIOTHERAPEUTICS INC | 1,057,068 | $470K | 0.0% | $0.44 | $0.44 | — | COM | 74365A101 |
| — | CINEDIGM CORP | 137,757 | $198K | 0.0% | $1.44 | $1.21 | — | COM NEW | 172406209 |