CIK: 0000860662 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 13, 2017
Total Value: $2.15B (67.7% shares, 32.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| VST | VISTRA ENERGY CORP | 18,320,311 | $342M | 15.9% | $13.44 | +9.7% | COM | 92840M102 |
| — | INTEL CORP | 64,291,000 | $118M | 5.5% | $1.72 | — | SDCV 3.250% 8/0 | 458140AF7 |
| NXPI | NXP SEMICONDUCTORS N V | 1,000,000 | $113M | 5.3% | $93.12 | +6.4% | COM | N6596X109 |
| — | TIME WARNER INC | 1,000,000 | $102M | 4.8% | $100.19 | — | COM NEW | 887317303 |
| — | TESARO INC | 24,000,000 | $89.76M | 4.2% | $2.85 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | TERRAFORM PWR INC | 5,982,113 | $79.08M | 3.7% | $12.73 | — | CL A COM | 88104R100 |
| — | MONSANTO CO NEW | 550,000 | $65.9M | 3.1% | $118.36 | — | COM | 61166W101 |
| — | WELLTOWER INC | 946,687 | $60.05M | 2.8% | $62.89 | — | 6.50% PFD PREPET | 95040Q203 |
| — | DISH NETWORK CORP | 40,000,000 | $44.75M | 2.1% | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | MERCADOLIBRE INC | 20,532,000 | $42.87M | 2.0% | $1.75 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | BLACK HILLS CORP | 570,000 | $42.73M | 2.0% | $60.99 | — | UNIT 99/99/9999 | 092113125 |
| — | MICRON TECHNOLOGY INC | 28,100,000 | $38.83M | 1.8% | $1.38 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | STARWOOD PPTY TR INC | 33,734,000 | $37.57M | 1.7% | $1.12 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | SERVICENOW INC | 23,000,000 | $36.93M | 1.7% | $1.46 | — | NOTE 11/0 | 81762PAB8 |
| — | CF CORP | 3,127,212 | $35.02M | 1.6% | $10.12 | — | *W EXP 05/25/202 | G20307115 |
| — | ADVANCED MICRO DEVICES INC | 18,726,000 | $33.17M | 1.5% | $1.92 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | CF CORP | 2,815,065 | $31.53M | 1.5% | $9.79 | — | SHS CL A | G20307107 |
| — | BBX CAP CORP NEW | 4,272,458 | $31.49M | 1.5% | $7.37 | — | CL A | 05491N104 |
| — | TRIBUNE MEDIA CO | 760,775 | $31.09M | 1.4% | $59.77 | — | CL A | 896047503 |
| — | CALPINE CORP | 1,950,000 | $28.76M | 1.3% | $14.75 | — | COM NEW | 131347304 |
| — | TWITTER INC | 31,250,000 | $28.69M | 1.3% | $0.92 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | MICROCHIP TECHNOLOGY INC | 15,500,000 | $27.05M | 1.3% | $1.57 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | RICE ENERGY INC | 925,000 | $26.77M | 1.2% | $28.94 | — | COM | 762760106 |
| — | SILVER RUN ACQUISITION | 2,623,575 | $26.71M | 1.2% | $10.13 | — | COM CL A | 82812A103 |
| — | LIGAND PHARMACEUTICALS INC | 13,500,000 | $24.63M | 1.1% | $1.63 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | DELL TECHNOLOGIES INC | 302,043 | $23.32M | 1.1% | $47.80 | — | COM CL V | 24703L103 |
| QGEN 0.375 03/19/19 | QIAGEN NV | 20,000,000 | $23.24M | 1.1% | $1.21 | — | NOTE 0.375% 3/1 | N72482AA5 |
| — | TPG PACE ENERGY HLDGS CORP | 2,250,000 | $21.99M | 1.0% | $9.77 | — | CL A | 872656103 |
| — | PRICELINE GRP INC | 11,600 | $21.24M | 1.0% | $1665.74 | — | COM NEW | 741503403 |
| — | FEDERAL STR ACQUISITION CORP | 2,000,000 | $19.53M | 0.9% | $9.77 | — | CL A | 31421V107 |
| — | GORES HLDGS II INC | 1,950,000 | $19.44M | 0.9% | $10.00 | — | COM CL A | 382867109 |
| — | OSPREY ENERGY ACQUISITION CO | 2,000,000 | $19.38M | 0.9% | $9.69 | — | CL A COM | 688397108 |
| — | BROCADE COMMUNICATIONS SYS I | 1,450,000 | $17.33M | 0.8% | $11.95 | — | COM NEW | 111621306 |
| — | TIMKENSTEEL CORP | 11,000,000 | $17.21M | 0.8% | $1.20 | — | NOTE 6.000% 6/0 | 887399AA1 |
| — | RAYONIER ADVANCED MATLS INC | 150,000 | $15.78M | 0.7% | $108.08 | — | PFD CV SER A | 75508B203 |
| — | YAHOO INC | 12,000,000 | $15.57M | 0.7% | $1.30 | — | NOTE 12/0 | 984332AF3 |
| — | PALO ALTO NETWORKS INC | 11,047,000 | $15.2M | 0.7% | $1.26 | — | NOTE 7/0 | 697435AB1 |
| — | VANTAGE ENERGY ACQUISITION | 1,500,000 | $14.7M | 0.7% | $9.75 | — | COM CL A | 92211L105 |
| — | KAYNE ANDERSON ACQUISITION | 1,500,000 | $14.63M | 0.7% | $9.74 | — | COM CL A | 48661U102 |
| — | VIRTUS INVT PARTNERS INC | 135,000 | $13.94M | 0.6% | $96.97 | — | PFD CV SER D | 92828Q208 |
| — | CONVERGYS CORP | 5,500,000 | $13.06M | 0.6% | $1.97 | — | SDCV 5.750% 9/1 | 212485AE6 |
| T | AT&T INC | 333,100 | $13.05M | 0.6% | — | — | Put | 00206R102 |
| — | HEALTHWAYS INC | 6,000,000 | $12.59M | 0.6% | $2.05 | — | NOTE 1.500% 7/0 | 422245AB6 |
| ILMN | ILLUMINA INC | 61,900 | $12.33M | 0.6% | $178.53 | +4.3% | COM | 452327109 |
| AMT | AMERICAN TOWER CORP NEW | 88,800 | $12.14M | 0.6% | $102.88 | +9.2% | COM | 03027X100 |
| — | SABAN CAP ACQUISITION CORP | 1,200,000 | $12.05M | 0.6% | $10.00 | — | COM CL A | 78516C106 |
| — | WRIGHT MED GROUP INC | 10,800,000 | $11.67M | 0.5% | $1.13 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | OLD REP INTL CORP | 9,000,000 | $11.51M | 0.5% | $1.28 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | HENNESSY CAP ACQUSTON CORP I | 1,150,000 | $11.34M | 0.5% | $9.86 | — | COM | 42588L105 |
| NXPI | NXP SEMICONDUCTORS N V | 100,000 | $11.31M | 0.5% | $93.12 | +6.4% | Call | N6596X109 |
| — | CIENA CORP | 8,000,000 | $10.63M | 0.5% | $1.41 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | SILVER RUN ACQUISITION | 1,030,633 | $10.49M | 0.5% | $10.13 | — | *W EXP 03/28/202 | 82812A111 |
| — | HOSTESS BRANDS INC | 765,181 | $10.45M | 0.5% | $13.66 | — | *W EXP 11/04/202 | 44109J114 |
| — | FINTECH ACQUISITION CORP II | 1,000,000 | $9.8M | 0.5% | $9.85 | — | COM | 31810G109 |
| — | FEDERAL STR ACQUISITION CORP | 1,000,000 | $9.766M | 0.5% | $9.77 | — | *W EXP 07/24/202 | 31421V115 |
| — | OSPREY ENERGY ACQUISITION CO | 1,000,000 | $9.69M | 0.5% | $9.69 | — | *W EXP 07/21/202 | 688397116 |
| — | GENERAL CABLE CORP DEL NEW | 10,250,000 | $9.097M | 0.4% | $0.73 | — | FRNT 4.500%11/1 | 369300AL2 |
| TER | TERADYNE INC | 236,600 | $8.823M | 0.4% | $28.21 | +17.3% | COM | 880770102 |
| — | SIMPLY GOOD FOODS CO | 724,900 | $8.489M | 0.4% | $11.71 | — | *W EXP 07/07/202 | 82900L110 |
| KMI | KINDER MORGAN INC DEL | 427,100 | $8.192M | 0.4% | $12.99 | -5.3% | COM | 49456B101 |
| — | MATLIN & PARTNERS ACQUISITIO | 800,000 | $7.84M | 0.4% | $9.65 | — | *W EXP 05/28/202 | 57682V114 |
| — | MATLIN & PARTNERS ACQUISITIO | 800,000 | $7.84M | 0.4% | $9.65 | — | CL A | 57682V106 |
| — | AG MTG INVT TR INC | 400,000 | $7.696M | 0.4% | $18.81 | — | COM | 001228105 |
| — | HENNESSY CAP ACQUSTON CORP I | 762,500 | $7.518M | 0.3% | $9.86 | — | *W EXP 06/15/202 | 42588L113 |
| — | RADIUS HEALTH INC | 7,500,000 | $7.509M | 0.3% | $1.00 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | TPG PACE ENERGY HLDGS CORP | 750,000 | $7.329M | 0.3% | $9.77 | — | *W EXP 99/99/999 | 872656111 |
| — | GORES HLDGS II INC | 733,332 | $7.311M | 0.3% | $10.00 | — | *W EXP 03/06/202 | 382867117 |
| — | WHITING PETE CORP NEW | 8,000,000 | $7.13M | 0.3% | $0.84 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | BLACKSTONE MTG TR INC | 6,000,000 | $6.851M | 0.3% | $1.15 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | SABAN CAP ACQUISITION CORP | 600,000 | $6.024M | 0.3% | $10.00 | — | *W EXP 09/21/202 | 78516C114 |
| — | FRONTIER COMMUNICATIONS CORP | 275,000 | $5.291M | 0.2% | $49.19 | — | PFD CONV SER-A | 35906A207 |
| — | MARRIOTT VACATIONS WRLDWDE C | 5,000,000 | $5.222M | 0.2% | $1.04 | — | NOTE 1.500% 9/1 | 57164YAA5 |
| — | FINTECH ACQUISITION CORP II | 500,000 | $4.9M | 0.2% | $9.85 | — | *W EXP 01/19/202 | 31810G117 |
| — | VANTAGE ENERGY ACQUISITION | 500,000 | $4.9M | 0.2% | $9.75 | — | *W EXP 04/12/202 | 92211L113 |
| — | KAYNE ANDERSON ACQUISITION | 500,000 | $4.875M | 0.2% | $9.74 | — | *W EXP 06/30/202 | 48661U110 |
| — | NOVAVAX INC | 10,000,000 | $4.5M | 0.2% | $0.46 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | PROOFPOINT INC | 41,500 | $3.62M | 0.2% | $70.95 | — | COM | 743424103 |
| RPM | RPM INTL INC | 61,000 | $3.132M | 0.1% | $46.87 | +9.3% | COM | 749685103 |
| — | IAC INTERACTIVECORP | 25,800 | $3.034M | 0.1% | $117.60 | — | COM | 44919P508 |
| EXPE | EXPEDIA INC DEL | 18,600 | $2.677M | 0.1% | $142.74 | 0.0% | COM NEW | 30212P303 |
| — | MACQUARIE INFRASTRUCTURE COR | 26,300 | $1.898M | 0.1% | $77.22 | — | COM | 55608B105 |
| — | PROTALIX BIOTHERAPEUTICS INC | 1,938,000 | $1.615M | 0.1% | $0.87 | — | NOTE 7.500%11/1 | 74365AAD3 |
| — | FINISAR CORP | 56,600 | $1.255M | 0.1% | $22.17 | — | COM NEW | 31787A507 |
| — | WESTERN GAS EQUITY PARTNERS | 10,000 | $412K | 0.0% | $41.20 | — | COMUNT LTD PT | 95825R103 |
| — | ARCONIC INC | 13,862 | $345K | 0.0% | $24.89 | — | COM | 03965L100 |
| — | SUNPOWER CORP | 335,000 | $321K | 0.0% | $0.96 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | CINEDIGM CORP | 137,757 | $200K | 0.0% | $1.21 | — | COM NEW | 172406209 |