CIK: 0000860662 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 15, 2018
Total Value: $1.896B (71.6% shares, 28.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| VST | VISTRA ENERGY CORP | 9,419,815 | $196M | 10.4% | $20.83 * | $13.44 | +23.0% | COM | 92840M102 |
| — | INTEL CORP | 64,291,000 | $160M | 8.4% | $2.49 | $1.72 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | TIME WARNER INC | 1,000,000 | $94.58M | 5.0% | $94.58 | $100.19 | — | COM NEW | 887317303 |
| NXPI | NXP SEMICONDUCTORS N V | 750,000 | $87.75M | 4.6% | $117.00 * | $93.57 | +14.6% | COM | N6596X109 |
| — | MONSANTO CO NEW | 675,000 | $78.77M | 4.2% | $116.69 | $117.98 | — | COM | 61166W101 |
| — | MICRON TECHNOLOGY INC | 38,100,000 | $68.18M | 3.6% | $1.79 | $1.44 | — | NOTE 3.000%11/1 | 595112AY9 |
| NXPI | NXP SEMICONDUCTORS N V | 500,000 | $58.5M | 3.1% | $117.00 * | $93.57 | +14.6% | Put | N6596X109 |
| — | MERCADOLIBRE INC | 20,532,000 | $58.04M | 3.1% | $2.83 | $1.75 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | TESARO INC | 24,000,000 | $43.14M | 2.3% | $1.80 | $2.85 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | BBX CAP CORP NEW | 4,272,458 | $39.35M | 2.1% | $9.21 | $7.37 | — | CL A | 05491N104 |
| — | TERRAFORM PWR INC | 3,434,464 | $36.85M | 1.9% | $10.73 | $11.96 | — | COM CL A | 88104R209 |
| — | AETNA INC NEW | 200,000 | $33.8M | 1.8% | $169.00 | $174.60 | — | Call | 00817Y108 |
| — | FGL HLDGS | 3,127,212 | $31.74M | 1.7% | $10.15 | $10.15 | — | *W EXP 11/30/202 | G3402M110 |
| — | BLACK HILLS CORP | 520,000 | $31.1M | 1.6% | $59.81 | $60.99 | — | UNIT 99/99/9999 | 092113125 |
| — | YAHOO INC | 22,000,000 | $30.74M | 1.6% | $1.40 | $1.34 | — | NOTE 12/0 | 984332AF3 |
| — | GTY TECHNOLOGY HOLDINGS INC | 3,050,000 | $30.35M | 1.6% | $9.95 | $9.95 | — | CL A | G4182A102 |
| — | SOCIAL CAP HEDOSOPHIA HLDGS | 3,000,000 | $30.09M | 1.6% | $10.03 | $10.03 | — | CL A | G8250R103 |
| — | LIGAND PHARMACEUTICALS INC | 13,500,000 | $29.54M | 1.6% | $2.19 | $1.63 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | MICROCHIP TECHNOLOGY INC | 15,500,000 | $27.48M | 1.4% | $1.77 | $1.57 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | AETNA INC NEW | 152,473 | $25.77M | 1.4% | $169.00 | $174.60 | — | COM | 00817Y108 |
| — | AVISTA HEALTHCARE PUB ACQ CO | 2,474,077 | $24.74M | 1.3% | $10.00 | $0.28 | — | *W EXP 99/99/999 | G0726L117 |
| BKNG | BOOKING HLDGS INC | 11,400 | $23.72M | 1.3% | $2080.35 * | $1933.58 | 0.0% | COM | 09857L108 |
| — | TPG PACE ENERGY HLDGS CORP | 2,250,000 | $22.75M | 1.2% | $10.11 | $9.77 | — | CL A | 872656103 |
| RWGE/U | REGALWOOD GLOBAL ENERGY LTD | 2,000,000 | $20.16M | 1.1% | $10.08 | $9.95 | — | UNIT 99/99/9999 | G74760110 |
| — | FEDERAL STR ACQUISITION CORP | 2,000,000 | $19.54M | 1.0% | $9.77 | $9.77 | — | CL A | 31421V107 |
| — | GORES HLDGS II INC | 1,950,000 | $19.5M | 1.0% | $10.00 | $10.00 | — | COM CL A | 382867109 |
| — | XL GROUP LTD | 350,000 | $19.34M | 1.0% | $55.26 | $55.26 | — | COM | G98294104 |
| — | OSPREY ENERGY ACQUISITION CO | 2,000,000 | $19.24M | 1.0% | $9.62 | $9.69 | — | CL A COM | 688397108 |
| — | AVISTA HEALTHCARE PUB ACQ CO | 1,871,123 | $18.71M | 1.0% | $10.00 | $9.92 | — | CL A | G0726L125 |
| — | CAPITOL INVT CORP IV | 1,715,000 | $16.58M | 0.9% | $9.67 | $9.67 | — | CL A ORD | G18920101 |
| — | RAYONIER ADVANCED MATLS INC | 110,000 | $16.51M | 0.9% | $150.08 | $108.08 | — | PFD CV SER A | 75508B203 |
| ILMN | ILLUMINA INC | 69,400 | $16.41M | 0.9% | $236.43 * | $184.00 | +24.6% | COM | 452327109 |
| — | TIMKENSTEEL CORP | 11,000,000 | $16.12M | 0.9% | $1.47 | $1.20 | — | NOTE 6.000% 6/0 | 887399AA1 |
| — | SENTINEL ENERGY SVCS INC | 1,599,000 | $15.86M | 0.8% | $9.92 | $9.92 | — | UNIT 11/02/2022 | G8062D128 |
| — | RED HAT INC | 7,800,000 | $15.77M | 0.8% | $2.02 | $1.65 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | KAYNE ANDERSON ACQUISITION | 1,600,000 | $15.66M | 0.8% | $9.79 | $9.74 | — | COM CL A | 48661U102 |
| — | VANTAGE ENERGY ACQUISITION | 1,500,000 | $14.67M | 0.8% | $9.78 | $9.75 | — | COM CL A | 92211L105 |
| — | VIRTUS INVT PARTNERS INC | 135,000 | $14.27M | 0.8% | $105.70 | $96.97 | — | PFD CV SER D | 92828Q208 |
| — | ALTA MESA RES INC | 1,630,633 | $13.04M | 0.7% | $8.00 | $8.00 | — | *W EXP 03/28/202 | 02133L117 |
| — | CLEAR CHANNEL OUTDOOR HLDGS | 2,536,316 | $12.43M | 0.7% | $4.90 | $4.79 | — | CL A | 18451C109 |
| — | SABAN CAP ACQUISITION CORP | 1,200,000 | $11.93M | 0.6% | $9.94 | $10.00 | — | COM CL A | 78516C106 |
| — | MICROCHIP TECHNOLOGY INC | 10,000,000 | $11.91M | 0.6% | $1.19 | $1.19 | — | SDCV 2.250% 2/1 | 595017AH7 |
| — | CONVERGYS CORP | 5,500,000 | $11.66M | 0.6% | $2.12 | $1.97 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | HAYMAKER ACQUISITION CORP | 1,200,000 | $11.51M | 0.6% | $9.59 | $9.56 | — | COM CLASS A | 420870107 |
| — | HENNESSY CAP ACQUSTON CORP I | 1,150,000 | $11.38M | 0.6% | $9.90 | $9.86 | — | COM | 42588L105 |
| — | HOSTESS BRANDS INC | 765,181 | $11.32M | 0.6% | $14.79 | $13.66 | — | *W EXP 11/04/202 | 44109J114 |
| — | GTY TECHNOLOGY HOLDINGS INC | 1,133,332 | $11.28M | 0.6% | $9.95 | $9.95 | — | C *W EXP 10/25/202 | G4182A128 |
| — | SOCIAL CAP HEDOSOPHIA HLDGS | 1,000,000 | $10.03M | 0.5% | $10.03 | $10.03 | — | *W EXP 09/14/202 | G8250R129 |
| — | SIMPLY GOOD FOODS CO | 724,900 | $9.953M | 0.5% | $13.73 | $11.71 | — | *W EXP 07/07/202 | 82900L110 |
| — | FINTECH ACQUISITION CORP II | 1,000,000 | $9.94M | 0.5% | $9.94 | $9.85 | — | COM | 31810G109 |
| TPGH/U | TPG PACE HLDGS CORP | 950,000 | $9.918M | 0.5% | $10.44 | $10.44 | — | UNIT 99/99/9999 | G89827102 |
| — | BLACKSTONE MTG TR INC | 10,000,000 | $9.821M | 0.5% | $0.98 | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | FEDERAL STR ACQUISITION CORP | 1,000,000 | $9.77M | 0.5% | $9.77 | $9.77 | — | *W EXP 07/24/202 | 31421V115 |
| — | OSPREY ENERGY ACQUISITION CO | 1,000,000 | $9.62M | 0.5% | $9.62 | $9.69 | — | *W EXP 07/21/202 | 688397116 |
| — | ELECTRONICS FOR IMAGING INC | 8,632,000 | $8.368M | 0.4% | $0.97 | $0.96 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | NEBULA ACQUISITION CORP | 800,000 | $8.096M | 0.4% | $10.12 | $10.12 | — | UNIT 03/12/2025 | 629076209 |
| — | LEO HOLDINGS CORP | 800,000 | $8M | 0.4% | $10.00 | $10.00 | — | UNIT 99/99/9999 | G5463L121 |
| — | MATLIN & PARTNERS ACQUISITIO | 800,000 | $7.84M | 0.4% | $9.80 | $9.65 | — | *W EXP 05/28/202 | 57682V114 |
| — | MATLIN & PARTNERS ACQUISITIO | 800,000 | $7.84M | 0.4% | $9.80 | $9.65 | — | CL A | 57682V106 |
| — | TPG PACE ENERGY HLDGS CORP | 750,000 | $7.583M | 0.4% | $10.11 | $9.77 | — | *W EXP 99/99/999 | 872656111 |
| — | GORES HLDGS II INC | 733,332 | $7.333M | 0.4% | $10.00 | $10.00 | — | *W EXP 03/06/202 | 382867117 |
| T | AT&T INC | 200,000 | $7.13M | 0.4% | $35.65 | — | — | Call | 00206R102 |
| — | NOVAVAX INC | 10,000,000 | $7.02M | 0.4% | $0.70 | $0.46 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | AG MTG INVT TR INC | 400,000 | $6.948M | 0.4% | $17.37 | $18.81 | — | COM | 001228105 |
| — | BLACKSTONE MTG TR INC | 6,000,000 | $6.808M | 0.4% | $1.13 | $1.15 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | HENNESSY CAP ACQUSTON CORP I | 629,500 | $6.232M | 0.3% | $9.90 | $9.86 | — | *W EXP 06/15/202 | 42588L113 |
| — | DFB HEALTHCARE ACQUISTION CO | 600,000 | $6.03M | 0.3% | $10.05 | $10.05 | — | UNIT 01/30/2023 | 23291E208 |
| — | SABAN CAP ACQUISITION CORP | 600,000 | $5.964M | 0.3% | $9.94 | $10.00 | — | *W EXP 09/21/202 | 78516C114 |
| — | PROOFPOINT INC | 51,500 | $5.853M | 0.3% | $113.65 | $76.76 | — | COM | 743424103 |
| — | HAYMAKER ACQUISITION CORP | 600,000 | $5.754M | 0.3% | $9.59 | $9.59 | — | *W EXP 10/27/202 | 420870115 |
| — | J2 GLOBAL INC | 4,500,000 | $5.722M | 0.3% | $1.27 | $1.27 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | AEGEAN MARINE PETE NETWORK I | 9,000,000 | $5.537M | 0.3% | $0.62 | $0.62 | — | NOTE 4.250%12/1 | 00773VAB2 |
| — | CAPITOL INVT CORP IV | 571,666 | $5.528M | 0.3% | $9.67 | $9.67 | — | *W EXP 01/01/202 | G18920127 |
| KMI | KINDER MORGAN INC DEL | 339,700 | $5.116M | 0.3% | $15.06 * | $11.08 | 0.0% | COM | 49456B101 |
| — | FINTECH ACQUISITION CORP II | 500,000 | $4.97M | 0.3% | $9.94 | $9.85 | — | *W EXP 01/19/202 | 31810G117 |
| — | KAYNE ANDERSON ACQUISITION | 500,000 | $4.895M | 0.3% | $9.79 | $9.74 | — | *W EXP 06/30/202 | 48661U110 |
| — | VANTAGE ENERGY ACQUISITION | 500,000 | $4.89M | 0.3% | $9.78 | $9.75 | — | *W EXP 04/12/202 | 92211L113 |
| — | PLATINUM EAGLE ACQUISITIN CO | 450,000 | $4.568M | 0.2% | $10.15 | $10.15 | — | UNIT 01/09/2023 | G7126L126 |
| — | ACORDA THERAPEUTICS INC | 5,000,000 | $4.544M | 0.2% | $0.91 | $0.91 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | WEATHERFORD INTL LTD | 5,000,000 | $4.482M | 0.2% | $0.90 | $0.90 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | CIENA CORP | 3,000,000 | $4.214M | 0.2% | $1.40 | $1.41 | — | DEBT 4.000%12/1 | 171779AK7 |
| DIS | DISNEY WALT CO | 40,999 | $4.118M | 0.2% | $100.44 | $100.96 | 0.0% | COM DISNEY | 254687106 |
| — | MOSAIC ACQUISITION CORP | 400,000 | $4.024M | 0.2% | $10.06 | $10.06 | — | UNIT 99/99/9999 | G62848117 |
| — | ROVI CORP | 4,000,000 | $3.874M | 0.2% | $0.97 | $0.97 | — | NOTE 0.500% 3/0 | 779376AD4 |
| — | ALTA MESA RES INC | 448,575 | $3.589M | 0.2% | $8.00 | $8.00 | — | CL A | 02133L109 |
| RPM | RPM INTL INC | 61,000 | $2.908M | 0.2% | $47.67 * | $46.87 | +8.6% | COM | 749685103 |
| — | MEDICINES CO | 2,500,000 | $2.876M | 0.2% | $1.15 | $1.15 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | PROTALIX BIOTHERAPEUTICS INC | 2,879,000 | $2.756M | 0.1% | $0.96 | $0.90 | — | NOTE 7.500%11/1 | 74365AAD3 |
| GBX | GREENBRIER COS INC | 51,500 | $2.588M | 0.1% | $50.25 * | $39.33 | +1.9% | COM | 393657101 |
| — | ALEXANDRIA REAL ESTATE EQ IN | 50,000 | $1.796M | 0.1% | $35.92 | $35.92 | — | PFD CONV SER D | 015271505 |
| — | HALCON RES CORP | 350,000 | $1.705M | 0.1% | $4.87 | $4.87 | — | COM PAR NEW | 40537Q605 |
| — | FINISAR CORP | 56,600 | $895K | 0.0% | $15.81 | $22.17 | — | COM NEW | 31787A507 |
| — | CINEDIGM CORP | 137,757 | $189K | 0.0% | $1.37 | $1.21 | — | COM NEW | 172406209 |
| — | REX ENERGY CORPORATION | 33,358 | $30,000 | 0.0% | $0.90 | $0.90 | — | COM NEW | 761565506 |