CIK: 0000860662 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 14, 2018
Total Value: $1.823B
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| VST | VISTRA ENERGY CORP | 12,398,955 | $227M | 12.5% | $18.32 * | $13.44 | +19.2% | COM | 92840M102 |
| — | INTEL CORP | 64,291,000 | $143M | 7.8% | $2.22 | $1.72 | — | SDCV 3.250% 8/0 | 458140AF7 |
| NXPI | NXP SEMICONDUCTORS N V | 1,050,000 | $123M | 6.7% | $117.09 * | $93.57 | +9.7% | COM | N6596X109 |
| — | TIME WARNER INC | 1,000,000 | $91.47M | 5.0% | $91.47 | $100.19 | — | COM NEW | 887317303 |
| — | MONSANTO CO NEW | 725,000 | $84.67M | 4.6% | $116.78 | $117.98 | — | COM | 61166W101 |
| — | TESARO INC | 24,000,000 | $59.12M | 3.2% | $2.46 | $2.85 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | WELLTOWER INC | 946,687 | $56.68M | 3.1% | $59.88 | $62.89 | — | 6.50% PFD PREPET | 95040Q203 |
| — | MERCADOLIBRE INC | 20,532,000 | $51.37M | 2.8% | $2.50 | $1.75 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | MICRON TECHNOLOGY INC | 33,100,000 | $47.73M | 2.6% | $1.44 | $1.39 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | TERRAFORM PWR INC | 3,746,991 | $44.81M | 2.5% | $11.96 | $11.96 | — | CL A COM | 88104R209 |
| — | SERVICENOW INC | 23,000,000 | $40.55M | 2.2% | $1.76 | $1.46 | — | NOTE 11/0 | 81762PAB8 |
| — | BLACK HILLS CORP | 570,000 | $37.65M | 2.1% | $66.06 | $60.99 | — | UNIT 99/99/9999 | 092113125 |
| — | STARWOOD PPTY TR INC | 33,734,000 | $37.13M | 2.0% | $1.10 | $1.12 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | BBX CAP CORP NEW | 4,272,458 | $34.05M | 1.9% | $7.97 | $7.37 | — | CL A | 05491N104 |
| NXPI | NXP SEMICONDUCTORS N V | 270,000 | $31.61M | 1.7% | $117.09 * | $93.57 | +9.7% | CALL | N6596X109 |
| — | DELL TECHNOLOGIES INC | 350,038 | $28.45M | 1.6% | $81.28 | $52.39 | — | COM CL V | 24703L103 |
| — | TWITTER INC | 30,250,000 | $28.19M | 1.5% | $0.93 | $0.92 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | MICROCHIP TECHNOLOGY INC | 15,500,000 | $26.39M | 1.4% | $1.70 | $1.57 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | SILVER RUN ACQUISITION | 2,623,575 | $26M | 1.4% | $9.91 | $10.13 | — | COM CL A | 82812A103 |
| — | LIGAND PHARMACEUTICALS INC | 13,500,000 | $24.59M | 1.3% | $1.82 | $1.63 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | TPG PACE ENERGY HLDGS CORP | 2,250,000 | $21.91M | 1.2% | $9.74 | $9.77 | — | CL A | 872656103 |
| — | RAYONIER ADVANCED MATLS INC | 150,000 | $21.69M | 1.2% | $144.58 | $108.08 | — | PFD CV SER A | 75508B203 |
| — | PRICELINE GRP INC | 11,600 | $20.16M | 1.1% | $1737.76 | $1665.74 | — | COM NEW | 741503403 |
| RWGE/U | REGALWOOD GLOBAL ENERGY LTD | 2,000,000 | $19.9M | 1.1% | $9.95 | $9.95 | — | UNIT 99/99/9999 | G74760110 |
| — | FEDERAL STR ACQUISITION CORP | 2,000,000 | $19.42M | 1.1% | $9.71 | $9.77 | — | CL A | 31421V107 |
| — | GORES HLDGS II INC | 1,950,000 | $19.38M | 1.1% | $9.94 | $10.00 | — | COM CL A | 382867109 |
| — | OSPREY ENERGY ACQUISITION CO | 2,000,000 | $19.2M | 1.1% | $9.60 | $9.69 | — | CL A COM | 688397108 |
| — | AVISTA HEALTHCARE PUB ACQ CO | 1,871,123 | $18.56M | 1.0% | $9.92 | $9.92 | — | CL A | G0726L125 |
| QCOM | QUALCOMM INC | 275,000 | $17.61M | 1.0% | $64.02 * | $49.00 | 0.0% | COM | 747525103 |
| — | TIMKENSTEEL CORP | 11,000,000 | $16.45M | 0.9% | $1.50 | $1.20 | — | NOTE 6.000% 6/0 | 887399AA1 |
| — | YAHOO INC | 12,000,000 | $16.18M | 0.9% | $1.35 | $1.30 | — | NOTE 12/0 | 984332AF3 |
| — | KAYNE ANDERSON ACQUISITION | 1,600,000 | $15.54M | 0.9% | $9.71 | $9.74 | — | COM CL A | 48661U102 |
| — | VANTAGE ENERGY ACQUISITION | 1,500,000 | $14.58M | 0.8% | $9.72 | $9.75 | — | COM CL A | 92211L105 |
| — | VIRTUS INVT PARTNERS INC | 135,000 | $13.77M | 0.8% | $101.97 | $96.97 | — | PFD CV SER D | 92828Q208 |
| — | AETNA INC NEW | 75,000 | $13.53M | 0.7% | $180.39 | $180.39 | — | COM | 00817Y108 |
| ILMN | ILLUMINA INC | 61,900 | $13.53M | 0.7% | $218.50 * | $178.53 | +15.3% | COM | 452327109 |
| — | RED HAT INC | 7,800,000 | $12.83M | 0.7% | $1.65 | $1.65 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | OLD REP INTL CORP | 9,000,000 | $12.48M | 0.7% | $1.39 | $1.28 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | CONVERGYS CORP | 5,500,000 | $12.05M | 0.7% | $2.19 | $1.97 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | SABAN CAP ACQUISITION CORP | 1,200,000 | $11.89M | 0.7% | $9.91 | $10.00 | — | COM CL A | 78516C106 |
| QGEN 0.375 03/19/19 | QIAGEN NV | 10,000,000 | $11.5M | 0.6% | $1.15 | $1.21 | — | NOTE 0.375% 3/1 | N72482AA5 |
| — | HAYMAKER ACQUISITION CORP | 1,200,000 | $11.47M | 0.6% | $9.56 | $9.56 | — | COM CLASS A | 420870107 |
| — | HOSTESS BRANDS INC | 765,181 | $11.33M | 0.6% | $14.81 | $13.66 | — | *W EXP 11/04/202 | 44109J114 |
| — | HENNESSY CAP ACQUSTON CORP I | 1,150,000 | $11.27M | 0.6% | $9.80 | $9.86 | — | COM | 42588L105 |
| — | HEALTHWAYS INC | 6,000,000 | $11.26M | 0.6% | $1.88 | $2.05 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | CIENA CORP | 8,000,000 | $10.43M | 0.6% | $1.30 | $1.41 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | SIMPLY GOOD FOODS CO | 724,900 | $10.34M | 0.6% | $14.26 | $11.71 | — | *W EXP 07/07/202 | 82900L110 |
| — | SILVER RUN ACQUISITION | 1,030,633 | $10.21M | 0.6% | $9.91 | $10.13 | — | *W EXP 03/28/202 | 82812A111 |
| — | TWENTY FIRST CENTY FOX INC | 289,861 | $10.01M | 0.5% | $34.53 | $34.53 | — | CL A | 90130A101 |
| — | FINTECH ACQUISITION CORP II | 1,000,000 | $9.92M | 0.5% | $9.92 | $9.85 | — | COM | 31810G109 |
| — | FEDERAL STR ACQUISITION CORP | 1,000,000 | $9.71M | 0.5% | $9.71 | $9.77 | — | *W EXP 07/24/202 | 31421V115 |
| — | OSPREY ENERGY ACQUISITION CO | 1,000,000 | $9.6M | 0.5% | $9.60 | $9.69 | — | *W EXP 07/21/202 | 688397116 |
| — | ELECTRONICS FOR IMAGING INC | 8,632,000 | $8.324M | 0.5% | $0.96 | $0.96 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | MATLIN & PARTNERS ACQUISITIO | 800,000 | $7.808M | 0.4% | $9.76 | $9.65 | — | *W EXP 05/28/202 | 57682V114 |
| — | MATLIN & PARTNERS ACQUISITIO | 800,000 | $7.808M | 0.4% | $9.76 | $9.65 | — | CL A | 57682V106 |
| — | AG MTG INVT TR INC | 400,000 | $7.604M | 0.4% | $19.01 | $18.81 | — | COM | 001228105 |
| — | TPG PACE ENERGY HLDGS CORP | 750,000 | $7.305M | 0.4% | $9.74 | $9.77 | — | *W EXP 99/99/999 | 872656111 |
| — | GORES HLDGS II INC | 733,332 | $7.289M | 0.4% | $9.94 | $10.00 | — | *W EXP 03/06/202 | 382867117 |
| — | BLACKSTONE MTG TR INC | 6,000,000 | $7.043M | 0.4% | $1.17 | $1.15 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | HENNESSY CAP ACQUSTON CORP I | 629,500 | $6.169M | 0.3% | $9.80 | $9.86 | — | *W EXP 06/15/202 | 42588L113 |
| — | SABAN CAP ACQUISITION CORP | 600,000 | $5.946M | 0.3% | $9.91 | $10.00 | — | *W EXP 09/21/202 | 78516C114 |
| — | PROOFPOINT INC | 61,500 | $5.462M | 0.3% | $88.81 | $76.76 | — | COM | 743424103 |
| — | TRIBUNE MEDIA CO | 125,000 | $5.309M | 0.3% | $42.47 | $59.77 | — | CL A | 896047503 |
| — | FINTECH ACQUISITION CORP II | 500,000 | $4.96M | 0.3% | $9.92 | $9.85 | — | *W EXP 01/19/202 | 31810G117 |
| — | VANTAGE ENERGY ACQUISITION | 500,000 | $4.86M | 0.3% | $9.72 | $9.75 | — | *W EXP 04/12/202 | 92211L113 |
| — | KAYNE ANDERSON ACQUISITION | 500,000 | $4.855M | 0.3% | $9.71 | $9.74 | — | *W EXP 06/30/202 | 48661U110 |
| — | NOVAVAX INC | 10,000,000 | $4.675M | 0.3% | $0.47 | $0.46 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | CLEAR CHANNEL OUTDOOR HLDGS | 968,472 | $4.455M | 0.2% | $4.60 | $4.60 | — | CL A | 18451C109 |
| — | MCDERMOTT INTL INC | 495,000 | $3.257M | 0.2% | $6.58 | $6.58 | — | COM | 580037109 |
| RPM | RPM INTL INC | 61,000 | $3.198M | 0.2% | $52.43 | $46.87 | +11.6% | COM | 749685103 |
| — | PROTALIX BIOTHERAPEUTICS INC | 2,879,000 | $2.776M | 0.2% | $0.96 | $0.90 | — | NOTE 7.500%11/1 | 74365AAD3 |
| GBX | GREENBRIER COS INC | 51,500 | $2.745M | 0.2% | $53.30 * | $39.33 | 0.0% | COM | 393657101 |
| TER | TERADYNE INC | 57,900 | $2.424M | 0.1% | $41.87 * | $28.21 | +40.0% | COM | 880770102 |
| EXPE | EXPEDIA INC DEL | 18,600 | $2.228M | 0.1% | $119.78 * | $142.74 | -12.2% | COM NEW | 30212P303 |
| — | VEECO INSTRS INC DEL | 2,500,000 | $2.17M | 0.1% | $0.87 | $0.87 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | MACQUARIE INFRASTRUCTURE COR | 26,300 | $1.688M | 0.1% | $64.18 | $77.22 | — | COM | 55608B105 |
| — | FINISAR CORP | 56,600 | $1.152M | 0.1% | $20.35 | $22.17 | — | COM NEW | 31787A507 |
| — | AVISTA HEALTHCARE PUB ACQ CO | 2,474,077 | $693K | 0.0% | $0.28 | $0.28 | — | *W EXP 99/99/999 | G0726L117 |
| — | CINEDIGM CORP | 137,757 | $207K | 0.0% | $1.50 | $1.21 | — | COM NEW | 172406209 |