CIK: 0000860662 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 12, 2017
Total Value: $1.635B (68.7% shares, 31.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TRIBUNE MEDIA CO | 5,101,924 | $190M | 11.6% | $59.77 | — | CL A | 896047503 |
| — | TESARO INC | 24,000,000 | $106M | 6.5% | $2.85 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | T MOBILE US INC | 860,000 | $90.37M | 5.5% | $66.24 | — | CONV PFD SER A | 872590203 |
| — | FAIRPOINT COMMUNICATIONS INC | 5,128,325 | $85.13M | 5.2% | $8.35 | — | COM NEW | 305560302 |
| — | INTEL CORP | 43,800,000 | $76.51M | 4.7% | $1.75 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | TERRAFORM PWR INC | 5,287,518 | $65.41M | 4.0% | $12.82 | — | CL A COM | 88104R100 |
| — | WELLTOWER INC | 946,687 | $59.79M | 3.7% | $62.89 | — | 6.50% PFD PREPET | 95040Q203 |
| — | CF CORP | 4,804,300 | $48.09M | 2.9% | $9.79 | — | SHS CL A | G20307107 |
| — | SYNGENTA AG | 500,000 | $44.25M | 2.7% | $79.49 | — | SPONSORED ADR | 87160A100 |
| — | BLACK HILLS CORP | 570,000 | $41.65M | 2.5% | $60.99 | — | UNIT 99/99/9999 | 092113125 |
| — | TIME WARNER INC | 400,000 | $39.08M | 2.4% | $97.56 | — | COM NEW | 887317303 |
| — | CTRIP COM INTL LTD | 26,000,000 | $34.11M | 2.1% | $1.31 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | WESTAR ENERGY INC | 625,000 | $33.92M | 2.1% | $56.14 | — | COM | 95709T100 |
| — | SILVER RUN ACQUISITION | 3,091,900 | $32.25M | 2.0% | $10.43 | — | UNIT 99/99/9999 | 82812A202 |
| NXPI | NXP SEMICONDUCTORS N V | 300,000 | $31.05M | 1.9% | $88.31 | +1.8% | COM | N6596X109 |
| — | CF CORP | 2,850,000 | $28.53M | 1.7% | $10.01 | — | *W EXP 05/25/202 | G20307115 |
| — | ADVANCED MICRO DEVICES INC | 14,326,000 | $28.29M | 1.7% | $1.98 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | B/E AEROSPACE INC | 416,100 | $26.68M | 1.6% | $61.99 | — | COM | 073302101 |
| — | DELL TECHNOLOGIES INC | 375,454 | $24.06M | 1.5% | $47.80 | — | COM CL V | 24703L103 |
| — | TWITTER INC | 26,250,000 | $23.92M | 1.5% | $0.92 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | STARWOOD PPTY TR INC | 19,700,000 | $22.46M | 1.4% | $1.13 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| MU | MICRON TECHNOLOGY INC | 769,300 | $22.23M | 1.4% | $19.10 | +24.8% | COM | 595112103 |
| — | PALO ALTO NETWORKS INC | 18,550,000 | $22.07M | 1.3% | $1.26 | — | NOTE 7/0 | 697435AB1 |
| — | GORES HLDGS II INC | 2,200,000 | $22M | 1.3% | $10.00 | — | COM CL A | 382867109 |
| SBLK | STAR BULK CARRIERS CORP | 1,671,231 | $19.85M | 1.2% | $5.10 | +77.4% | SHS PAR | Y8162K204 |
| — | TIMKENSTEEL CORP | 11,000,000 | $19.28M | 1.2% | $1.20 | — | NOTE 6.000% 6/0 | 887399AA1 |
| — | MERCADOLIBRE INC | 11,032,000 | $19.17M | 1.2% | $1.47 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | ACORDA THERAPEUTICS INC | 22,500,000 | $19.13M | 1.2% | $0.85 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | PRICELINE GRP INC | 9,400 | $16.73M | 1.0% | $1627.10 | — | COM NEW | 741503403 |
| — | CONYERS PARK ACQUISITION CORP | 1,500,000 | $15.9M | 1.0% | $10.00 | — | CL A COM | 212894109 |
| — | ARCONIC INC | 377,500 | $15.5M | 0.9% | $31.65 | — | PFD CONV B SER 1 | 03965L308 |
| — | MOLINA HEALTHCARE INC | 11,000,000 | $14.03M | 0.9% | $1.40 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | FRONTIER COMMUNICATIONS CORP | 275,000 | $13.53M | 0.8% | $49.19 | — | PFD CONV SER-A | 35906A207 |
| — | VIRTUS INVT PARTNERS INC | 135,000 | $13.09M | 0.8% | $96.97 | — | PFD CV SER D | 92828Q208 |
| — | KAYNE ANDERSON ACQUISITION | 1,300,000 | $13.03M | 0.8% | $10.02 | — | UNIT 06/30/2022 | 48661U201 |
| — | SOLARCITY CORP | 13,500,000 | $12.03M | 0.7% | $0.89 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | SABAN CAP ACQUISITION CORP | 1,200,000 | $12M | 0.7% | $10.00 | — | COM CL A | 78516C106 |
| — | AMAG PHARMACEUTICALS INC | 11,000,000 | $11.98M | 0.7% | $1.09 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | OLD REP INTL CORP | 9,000,000 | $11.98M | 0.7% | $1.28 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | RAYONIER ADVANCED MATLS INC | 110,000 | $11.34M | 0.7% | $104.96 | — | PFD CV SER A | 75508B203 |
| — | TWO HBRS INVT CORP | 10,770,000 | $11.06M | 0.7% | $1.03 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | CONVERGYS CORP | 5,500,000 | $10.85M | 0.7% | $1.97 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | LIGAND PHARMACEUTICALS INC | 7,000,000 | $10.43M | 0.6% | $1.49 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| NXPI | NXP SEMICONDUCTORS N V | 100,000 | $10.35M | 0.6% | $88.31 | +1.8% | Call | N6596X109 |
| — | FINTECH ACQUISITION CORP II | 1,000,000 | $9.85M | 0.6% | $9.85 | — | COM | 31810G109 |
| ON | ON SEMICONDUCTOR CORP | 619,200 | $9.591M | 0.6% | $14.50 | 0.0% | COM | 682189105 |
| — | NUVASIVE INC | 7,000,000 | $9.546M | 0.6% | $1.36 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | WEBMD HEALTH CORP | 9,200,000 | $9.338M | 0.6% | $1.10 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | STILLWATER MNG CO | 7,000,000 | $9.31M | 0.6% | $1.33 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | MATLIN & PARTNERS ACQUISITIO | 800,000 | $8.016M | 0.5% | $10.02 | — | UNIT 05/28/2021A | 57682V205 |
| — | GENERAL CABLE CORP DEL NEW | 10,250,000 | $7.95M | 0.5% | $0.73 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | ROCKWELL COLLINS INC | 81,000 | $7.87M | 0.5% | — | — | Put | 774341101 |
| KMI | KINDER MORGAN INC DEL | 349,600 | $7.6M | 0.5% | $13.10 | +4.0% | COM | 49456B101 |
| — | GORES HLDGS II INC | 733,332 | $7.333M | 0.4% | $10.00 | — | *W EXP 03/06/202 | 382867117 |
| — | AG MTG INVT TR INC | 400,000 | $7.22M | 0.4% | $18.81 | — | COM | 001228105 |
| — | BLACKSTONE MTG TR INC | 6,000,000 | $6.874M | 0.4% | $1.15 | — | NOTE 5.250%12/0 | 09257WAA8 |
| TER | TERADYNE INC | 197,000 | $6.127M | 0.4% | $27.23 | 0.0% | COM | 880770102 |
| — | SABAN CAP ACQUISITION CORP | 600,000 | $6M | 0.4% | $10.00 | — | *W EXP 09/21/202 | 78516C114 |
| — | CONYERS PARK ACQUISITION CORP | 499,900 | $5.299M | 0.3% | $10.60 | — | *W EXP 07/20/202 | 212894117 |
| — | FINTECH ACQUISITION CORP II | 500,000 | $4.925M | 0.3% | $9.85 | — | *W EXP 01/19/202 | 31810G117 |
| — | NOVAVAX INC | 10,000,000 | $4.588M | 0.3% | $0.46 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | PROOFPOINT INC | 55,500 | $4.127M | 0.3% | $70.95 | — | COM | 743424103 |
| — | MONSANTO CO NEW | 30,100 | $3.407M | 0.2% | — | — | Put | 61166W101 |
| RPM | RPM INTL INC | 61,000 | $3.357M | 0.2% | $46.87 | +13.8% | COM | 749685103 |
| — | PROTALIX BIOTHERAPEUTICS INC | 1,938,000 | $3.096M | 0.2% | $0.87 | — | NOTE 7.500%11/1 | 74365AAD3 |
| — | WRIGHT MED GROUP INC | 2,500,000 | $2.981M | 0.2% | $1.19 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | DOMINION RES INC VA NEW | 50,000 | $2.533M | 0.2% | $50.66 | — | UNIT 08/15/2019 | 25746U836 |
| — | MACQUARIE INFRASTRUCTURE COR | 26,300 | $2.119M | 0.1% | $77.22 | — | COM | 55608B105 |
| — | CARDTRONICS INC | 1,500,000 | $1.623M | 0.1% | $1.08 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | MEDIDATA SOLUTIONS INC | 1,350,000 | $1.541M | 0.1% | $1.14 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| AKAM | AKAMAI TECHNOLOGIES INC | 24,700 | $1.475M | 0.1% | $63.69 | +3.2% | COM | 00971T101 |
| — | SOLAZYME INC | 2,000,000 | $1.3M | 0.1% | $1.53 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 500 | $423K | 0.0% | $818.75 | — | PFD CONV SER A | G0177J116 |
| — | CINEDIGM CORP | 137,757 | $214K | 0.0% | $1.21 | — | COM NEW | 172406209 |