CIK: 0000860662 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 14, 2017
Total Value: $2.039B (69.0% shares, 31.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| VST | VISTRA ENERGY CORP | 18,320,311 | $308M | 15.1% | $16.79 * | $13.44 | 0.0% | COM | 92840M102 |
| NXPI | NXP SEMICONDUCTORS N V | 1,000,000 | $109M | 5.4% | $109.45 * | $93.12 | +2.2% | COM | N6596X109 |
| — | INTEL CORP | 64,291,000 | $106M | 5.2% | $1.65 | $1.72 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | TESARO INC | 24,000,000 | $96.87M | 4.8% | $4.04 | $2.85 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | TRIBUNE MEDIA CO | 2,033,566 | $82.91M | 4.1% | $40.77 | $59.77 | — | CL A | 896047503 |
| — | FAIRPOINT COMMUNICATIONS INC | 5,128,325 | $80.26M | 3.9% | $15.65 | $8.35 | — | COM NEW | 305560302 |
| — | TERRAFORM PWR INC | 5,982,113 | $71.78M | 3.5% | $12.00 | $12.73 | — | CL A COM | 88104R100 |
| — | MONSANTO CO NEW | 550,000 | $65.1M | 3.2% | $118.36 | $118.36 | — | COM | 61166W101 |
| — | WELLTOWER INC | 946,687 | $62.72M | 3.1% | $66.25 | $62.89 | — | 6.50% PFD PREPET | 95040Q203 |
| — | TIME WARNER INC | 550,000 | $55.23M | 2.7% | $100.41 | $98.34 | — | COM NEW | 887317303 |
| — | BLACK HILLS CORP | 570,000 | $42.05M | 2.1% | $73.77 | $60.99 | — | UNIT 99/99/9999 | 092113125 |
| — | CF CORP | 3,127,212 | $35.18M | 1.7% | $11.25 | $10.12 | — | *W EXP 05/25/202 | G20307115 |
| — | SERVICENOW INC | 23,000,000 | $33.62M | 1.6% | $1.46 | $1.46 | — | NOTE 11/0 | 81762PAB8 |
| — | CF CORP | 2,901,065 | $32.64M | 1.6% | $11.25 | $9.79 | — | SHS CL A | G20307107 |
| — | SILVER RUN ACQUISITION | 3,091,900 | $31.32M | 1.5% | $10.13 | $10.13 | — | COM CL A | 82812A103 |
| T | AT&T INC | 790,000 | $29.81M | 1.5% | $37.73 | — | — | Put | 00206R102 |
| — | TWITTER INC | 31,250,000 | $28.59M | 1.4% | $0.92 | $0.92 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | SPECTRANETICS CORP | 20,000,000 | $27.05M | 1.3% | $1.35 | $1.35 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | MERCADOLIBRE INC | 13,032,000 | $26.39M | 1.3% | $2.03 | $1.55 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | T MOBILE US INC | 260,000 | $25.61M | 1.3% | $98.52 | $66.24 | — | CONV PFD SER A | 872590203 |
| — | PALO ALTO NETWORKS INC | 19,047,000 | $24.96M | 1.2% | $1.31 | $1.26 | — | NOTE 7/0 | 697435AB1 |
| — | MOLINA HEALTHCARE INC | 14,000,000 | $24.48M | 1.2% | $1.75 | $1.48 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| AMT | AMERICAN TOWER CORP NEW | 179,800 | $23.79M | 1.2% | $132.32 * | $102.88 | 0.0% | COM | 03027X100 |
| — | TPG PACE ENERGY HLDGS CORP | 2,250,000 | $23.45M | 1.2% | $10.42 | $10.42 | — | UNIT 99/99/9999 | 872656202 |
| — | ADVANCED MICRO DEVICES INC | 13,226,000 | $23.16M | 1.1% | $1.75 | $1.98 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | DELL TECHNOLOGIES INC | 375,454 | $22.94M | 1.1% | $61.11 | $47.80 | — | COM CL V | 24703L103 |
| — | GORES HLDGS II INC | 2,200,000 | $22.07M | 1.1% | $10.03 | $10.00 | — | COM CL A | 382867109 |
| — | STARWOOD PPTY TR INC | 18,734,000 | $21.24M | 1.0% | $1.13 | $1.13 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| QGEN 0.375 03/19/19 | QIAGEN NV | 15,200,000 | $18.68M | 0.9% | $1.23 | $1.23 | — | NOTE 0.375% 3/1 | N72482AA5 |
| — | PRICELINE GRP INC | 9,400 | $17.58M | 0.9% | $1870.53 | $1627.10 | — | COM NEW | 741503403 |
| — | RAYONIER ADVANCED MATLS INC | 150,000 | $17.5M | 0.9% | $116.63 | $108.08 | — | PFD CV SER A | 75508B203 |
| — | ARCONIC INC | 487,500 | $17.45M | 0.9% | $35.79 | $32.59 | — | PFD CONV B SER 1 | 03965L308 |
| — | MICROCHIP TECHNOLOGY INC | 11,500,000 | $17.3M | 0.8% | $1.50 | $1.50 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | TIMKENSTEEL CORP | 11,000,000 | $16.44M | 0.8% | $1.49 | $1.20 | — | NOTE 6.000% 6/0 | 887399AA1 |
| SBLK | STAR BULK CARRIERS CORP | 1,671,231 | $16.43M | 0.8% | $9.83 * | $5.10 | +82.4% | SHS PAR | Y8162K204 |
| — | VANTAGE ENERGY ACQUISITION | 1,500,000 | $14.63M | 0.7% | $9.75 | $9.75 | — | COM CL A | 92211L105 |
| — | HENNESSY CAP ACQUSTON CORP I | 1,400,000 | $14.08M | 0.7% | $10.05 | $10.05 | — | UNIT 06/15/2024 | 42588L204 |
| — | LIGAND PHARMACEUTICALS INC | 8,500,000 | $14.07M | 0.7% | $1.66 | $1.52 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | VIRTUS INVT PARTNERS INC | 135,000 | $13.51M | 0.7% | $100.07 | $96.97 | — | PFD CV SER D | 92828Q208 |
| — | SOLARCITY CORP | 13,500,000 | $12.74M | 0.6% | $0.94 | $0.89 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | KAYNE ANDERSON ACQUISITION | 1,300,000 | $12.66M | 0.6% | $9.74 | $9.74 | — | COM CL A | 48661U102 |
| — | HEALTHWAYS INC | 6,000,000 | $12.29M | 0.6% | $2.05 | $2.05 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | CONVERGYS CORP | 5,500,000 | $12.13M | 0.6% | $2.21 | $1.97 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | WRIGHT MED GROUP INC | 10,800,000 | $12M | 0.6% | $1.11 | $1.13 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | SABAN CAP ACQUISITION CORP | 1,200,000 | $12M | 0.6% | $10.00 | $10.00 | — | COM CL A | 78516C106 |
| — | M/I HOMES INC | 9,550,000 | $11.52M | 0.6% | $1.21 | $1.21 | — | NOTE 3.250% 9/1 | 55292PAA3 |
| — | OLD REP INTL CORP | 9,000,000 | $11.39M | 0.6% | $1.27 | $1.28 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | CIENA CORP | 8,000,000 | $11.31M | 0.6% | $1.41 | $1.41 | — | DEBT 4.000%12/1 | 171779AK7 |
| NXPI | NXP SEMICONDUCTORS N V | 100,000 | $10.95M | 0.5% | $109.45 * | $93.12 | +2.2% | Call | N6596X109 |
| — | SILVER RUN ACQUISITION | 1,030,633 | $10.44M | 0.5% | $10.13 | $10.13 | — | *W EXP 03/28/202 | 82812A111 |
| — | FINTECH ACQUISITION CORP II | 1,000,000 | $9.8M | 0.5% | $9.80 | $9.85 | — | COM | 31810G109 |
| — | NUVASIVE INC | 7,000,000 | $9.66M | 0.5% | $1.38 | $1.36 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | WEBMD HEALTH CORP | 9,200,000 | $9.482M | 0.5% | $1.03 | $1.10 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | CONYERS PARK ACQUISITION CORP | 724,900 | $8.539M | 0.4% | $11.78 | $10.97 | — | *W EXP 07/20/202 | 212894117 |
| — | MONSANTO CO NEW | 70,100 | $8.297M | 0.4% | $118.36 | $118.36 | — | Put | 61166W101 |
| KMI | KINDER MORGAN INC DEL | 427,100 | $8.183M | 0.4% | $19.16 * | $12.99 | -4.0% | COM | 49456B101 |
| — | FRONTIER COMMUNICATIONS CORP | 275,000 | $7.941M | 0.4% | $28.88 | $49.19 | — | PFD CONV SER-A | 35906A207 |
| — | GENERAL CABLE CORP DEL NEW | 10,250,000 | $7.732M | 0.4% | $0.75 | $0.73 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | MATLIN & PARTNERS ACQUISITIO | 800,000 | $7.72M | 0.4% | $9.65 | $9.65 | — | CL A | 57682V106 |
| — | MATLIN & PARTNERS ACQUISITIO | 800,000 | $7.72M | 0.4% | $9.65 | $9.65 | — | *W EXP 03/15/202 | 57682V114 |
| — | GORES HLDGS II INC | 733,332 | $7.355M | 0.4% | $10.03 | $10.00 | — | *W EXP 03/06/202 | 382867117 |
| — | AG MTG INVT TR INC | 400,000 | $7.32M | 0.4% | $18.30 | $18.81 | — | COM | 001228105 |
| — | BLACKSTONE MTG TR INC | 6,000,000 | $6.945M | 0.3% | $1.16 | $1.15 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | WHITING PETE CORP NEW | 8,000,000 | $6.76M | 0.3% | $0.84 | $0.84 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | IMMUNOGEN INC | 3,500,000 | $6.398M | 0.3% | $1.83 | $1.83 | — | NOTE 4.500% 7/0 | 45253HAB7 |
| — | MOLINA HEALTHCARE INC | 5,000,000 | $6.378M | 0.3% | $1.28 | $1.28 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| ILMN | ILLUMINA INC | 36,000 | $6.247M | 0.3% | $173.53 | $173.03 | 0.0% | COM | 452327109 |
| — | SABAN CAP ACQUISITION CORP | 600,000 | $6M | 0.3% | $10.00 | $10.00 | — | *W EXP 09/21/202 | 78516C114 |
| TER | TERADYNE INC | 197,000 | $5.916M | 0.3% | $30.03 * | $27.23 | +17.9% | COM | 880770102 |
| — | FINTECH ACQUISITION CORP II | 500,000 | $4.9M | 0.2% | $9.80 | $9.85 | — | *W EXP 01/19/202 | 31810G117 |
| — | VANTAGE ENERGY ACQUISITION | 500,000 | $4.875M | 0.2% | $9.75 | $9.75 | — | *W EXP 04/12/202 | 92211L113 |
| — | NOVAVAX INC | 10,000,000 | $4.288M | 0.2% | $0.43 | $0.46 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | KAYNE ANDERSON ACQUISITION | 433,333 | $4.221M | 0.2% | $9.74 | $9.74 | — | *W EXP 06/30/202 | 48661U110 |
| — | WHOLE FOODS MKT INC | 100,000 | $4.211M | 0.2% | $42.11 | $42.11 | — | COM | 966837106 |
| — | STANDARD PAC CORP NEW | 3,807,000 | $3.807M | 0.2% | $1.00 | $1.00 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| — | PROOFPOINT INC | 41,500 | $3.603M | 0.2% | $86.82 | $70.95 | — | COM | 743424103 |
| — | VEECO INSTRS INC DEL | 3,500,000 | $3.566M | 0.2% | $1.02 | $1.02 | — | NOTE 2.700% 1/1 | 922417AD2 |
| RPM | RPM INTL INC | 61,000 | $3.328M | 0.2% | $54.56 | $46.87 | +14.1% | COM | 749685103 |
| — | CONYERS PARK ACQUISITION CORP | 201,778 | $2.377M | 0.1% | $11.78 | $10.00 | — | CL A COM | 212894109 |
| ON | ON SEMICONDUCTOR CORP | 160,800 | $2.258M | 0.1% | $14.04 * | $14.50 | +3.6% | COM | 682189105 |
| — | PROTALIX BIOTHERAPEUTICS INC | 1,938,000 | $2.183M | 0.1% | $1.13 | $0.87 | — | NOTE 7.500%11/1 | 74365AAD3 |
| — | MACQUARIE INFRASTRUCTURE COR | 26,300 | $2.062M | 0.1% | $78.40 | $77.22 | — | COM | 55608B105 |
| — | KAYNE ANDERSON ACQUISITION | 200,000 | $2M | 0.1% | $10.00 | $10.02 | — | UNIT 06/30/2022 | 48661U201 |
| — | WRIGHT MED GROUP N V | 1,100,000 | $1.554M | 0.1% | $1.41 | $1.41 | — | NOTE 2.250%11/1 | 98236JAB4 |
| — | TERRAVIA HLDGS INC | 2,000,000 | $1.3M | 0.1% | $0.65 | $1.53 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | SUNPOWER CORP | 335,000 | $320K | 0.0% | $0.96 | $0.96 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | CINEDIGM CORP | 137,757 | $240K | 0.0% | $1.74 | $1.21 | — | COM NEW | 172406209 |