CIK: 0001076809 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 11, 2017
Total Value ($000): $1,569,633 (73.3% shares, 26.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | BROCADE COMMUNICATIONS SYS I | 187,746,000 | $190,445 | 12.1% | $1.01 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | NXP SEMICONDUCTORS N V | 152,206,000 | $181,506 | 11.6% | $1.15 | — | DBCV 1.000%1 | 62952QAB6 |
| — | LEVEL 3 COMMUNICATIONS INC | 1,568,009 | $92,983 | 5.9% | $57.96 | — | COM | 52729N308 |
| — | VCA INC | 927,693 | $85,635 | 5.5% | $92.03 | — | COM | 918194101 |
| — | KATE SPADE & CO | 4,572,676 | $84,549 | 5.4% | $18.49 | — | COM | 485865109 |
| — | PANERA BREAD CO | 254,727 | $80,147 | 5.1% | $314.64 | — | CL A | 69840W108 |
| — | ALLIED WRLD ASSUR COM HLDG | 1,377,360 | $72,862 | 4.6% | $53.36 | — | A SHS | H01531104 |
| — | PAREXEL INTL CORP | 807,043 | $70,140 | 4.5% | $86.91 | — | COM | 699462107 |
| — | MOBILEYE N V AMSTELVEEN | 924,551 | $58,062 | 3.7% | $61.73 | — | ORD SHS | N51488117 |
| — | REYNOLDS AMERICAN INC | 674,616 | $43,877 | 2.8% | $63.57 | — | COM | 761713106 |
| — | STRAIGHT PATH COMMUNICATNS I | 235,524 | $42,312 | 2.7% | $179.65 | — | CL B | 862578101 |
| — | PATHEON N V | 1,128,686 | $39,369 | 2.5% | $34.88 | — | SHS | N6865W105 |
| — | BOULEVARD ACQUISITION | 3,763,067 | $37,706 | 2.4% | $9.92 | — | CL A | 10157Q102 |
| — | DOUBLE EAGLE ACQUISITION COR | 3,760,141 | $37,601 | 2.4% | $9.99 | — | COM | G28195124 |
| — | WHOLE FOODS MKT INC | 813,115 | $34,240 | 2.2% | $42.11 | — | COM | 966837106 |
| — | VWR CORP | 933,106 | $30,802 | 2.0% | $33.01 | — | COM | 91843L103 |
| — | TRIBUNE MEDIA CO | 613,691 | $25,020 | 1.6% | $40.77 | — | CL A | 896047503 |
| — | EASTERLY ACQUISITION CORP | 2,300,000 | $23,115 | 1.5% | $9.93 | — | COM | 27616L102 |
| — | ENERNOC INC | 22,150,000 | $22,012 | 1.4% | $0.99 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | ELECTRUM SPL ACQUISITION COR | 1,619,976 | $16,346 | 1.0% | $9.89 | — | SHS | G3105C104 |
| — | BARD C R INC | 50,000 | $15,806 | 1.0% | $316.12 | — | COM | 067383109 |
| — | VANTAGE ENERGY ACQUISITION | 1,612,274 | $15,720 | 1.0% | $9.75 | — | COM CL A | 92211L105 |
| — | FORESTAR GROUP INC NOTE | 15,000,000 | $15,263 | 1.0% | $1.02 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | GP INVTS ACQUISITION COR | 1,223,097 | $12,243 | 0.8% | $9.93 | — | SHS | G40357124 |
| — | XACTLY CORP | 781,252 | $12,227 | 0.8% | $15.65 | — | COM | 98386L101 |
| — | KAYNE ANDERSON ACQUISITION | 1,238,446 | $12,038 | 0.8% | $9.72 | — | COM CL A | 48661U102 |
| — | AVISTA HEALTHCARE PUB ACQ CO | 1,205,560 | $11,875 | 0.8% | $9.85 | — | CL A | G0726L125 |
| — | WEST CORP | 490,308 | $11,434 | 0.7% | $23.32 | — | COM | 952355204 |
| — | QUINPARIO ACQUISITION CORP 2 | 1,146,373 | $11,372 | 0.7% | $9.83 | — | COM | 74874U101 |
| — | VANTAGE ENERGY ACQUISITION | 1,052,756 | $10,664 | 0.7% | $10.13 | — | UNIT 04/12/2024 | 92211L204 |
| — | FORUM MERGER CORP | 1,025,893 | $9,961 | 0.6% | $9.71 | — | COM CL A | 34985B103 |
| — | LUMOS NETWORKS CORP | 544,592 | $9,732 | 0.6% | $17.82 | — | COM | 550283105 |
| — | M III ACQUISITION CORP | 988,972 | $9,692 | 0.6% | $9.75 | — | COM | 55378T104 |
| — | MATLIN & PARTNERS ACQUISITIO | 1,000,130 | $9,661 | 0.6% | $9.66 | — | CL A A | 57682V106 |
| — | ALBANY MOLECULAR RESH INC | 437,864 | $9,502 | 0.6% | $21.70 | — | COM | 012423109 |
| — | KAYNE ANDERSON ACQUISITION | 819,711 | $8,197 | 0.5% | $10.02 | — | UNIT 06/30/2022 | 48661U201 |
| — | GLOBAL PARTNER ACQUISITION C | 800,597 | $7,966 | 0.5% | $9.84 | — | COM | 37954X105 |
| — | SPECTRANETICS CORP | 5,505,000 | $7,446 | 0.5% | $1.35 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | AKORN INC | 217,500 | $7,295 | 0.5% | $33.54 | — | COM | 009728106 |
| — | FINTECH ACQUISITION CORP II | 721,128 | $7,067 | 0.5% | $9.80 | — | COM | 31810G109 |
| — | KCG HLDGS INC | 290,242 | $5,787 | 0.4% | $19.94 | — | CL A | 48244B100 |
| — | STRAIGHT PATH COMMUNICATNS I | 2,175 | $5,346 | 0.3% | — | — | Call | 862578901 |
| — | M III ACQUISITION CORP | 501,539 | $5,146 | 0.3% | $9.80 | — | UNIT 99/99/9999 | 55378T203 |
| — | MATLIN & PARTNERS ACQUISITIO | 500,026 | $5,015 | 0.3% | $10.02 | — | UNIT 05/28/2021A | 57682V205 |
| — | NUTRACEUTICAL INTL CORP | 107,469 | $4,476 | 0.3% | $41.65 | — | COM | 67060Y101 |
| — | SPECTRANETICS CORP | 113,672 | $4,365 | 0.3% | $38.40 | — | COM | 84760C107 |
| — | CF CORP | 375,000 | $4,219 | 0.3% | $9.95 | — | SHS CL A | G20307107 |
| — | VTTI ENERGY PARTNERS LP | 210,729 | $4,141 | 0.3% | $19.65 | — | COM UNIT | Y9384M101 |
| PHUN | STELLAR ACQUISITION III INC | 397,129 | $3,979 | 0.3% | $10.00 | — | COM | Y8172W107 |
| — | JENSYN ACQUISITION CORP | 370,898 | $3,798 | 0.2% | $9.96 | — | COM | 47632B102 |
| — | HENNESSY CAP ACQUSTON CORP I | 328,800 | $3,306 | 0.2% | $10.05 | — | UNIT 06/15/2024 | 42588L204 |
| — | MODERN MEDIA ACQUISITION | 320,500 | $3,131 | 0.2% | $9.77 | — | COM | 60765P103 |
| — | CABELAS INC | 52,600 | $3,125 | 0.2% | $59.21 | — | COM | 126804301 |
| — | CARDCONNECT CORP | 195,782 | $2,947 | 0.2% | $15.05 | — | COM | 14141X108 |
| — | NORD ANGLIA EDUCATION INC | 84,800 | $2,762 | 0.2% | $32.57 | — | SHS | G6583A102 |
| — | FIRST POTOMAC RLTY TR | 246,000 | $2,733 | 0.2% | $11.11 | — | COM | 33610F109 |
| NESR | NATIONAL ENERGY SERVICES REU SHS AD | 262,900 | $2,511 | 0.2% | $9.55 | — | SHS | G6375R107 |
| — | INTRAWEST RESORTS HLDGS INC | 98,000 | $2,327 | 0.1% | $23.74 | — | COM | 46090K109 |
| — | SYNERON MEDICAL LTD | 207,300 | $2,270 | 0.1% | $10.95 | — | ORD SHS | M87245102 |
| — | STARWOOD PPTY TR INC | 2,000,000 | $2,009 | 0.1% | $1.00 | — | NOTE 3.750%10/ | 85571BAC9 |
| — | ONEBEACON INSURANCE GROUP LT | 108,734 | $1,982 | 0.1% | $18.23 | — | CL A | G67742109 |
| — | JM GLOBAL HLDG CO | 187,628 | $1,863 | 0.1% | $9.75 | — | COM | 46590H101 |
| — | STAPLES INC | 154,200 | $1,553 | 0.1% | $10.07 | — | COM | 855030102 |
| — | ALON USA ENERGY INC | 108,700 | $1,449 | 0.1% | $12.19 | — | COM | 020520102 |
| — | GORES HLDGS II INC | 72,326 | $755 | 0.0% | $10.29 | — | UNIT 99/99/9999 | 382867208 |
| — | AVISTA HEALTHCARE PUB ACQ CO | 68,711 | $707 | 0.0% | $10.12 | — | UNIT 99/99/9999 | G0726L109 |
| — | MERUS LABS INTL INC | 392,081 | $496 | 0.0% | $1.27 | — | COM | 59047R101 |
| — | CONSTELLATION ALPHA CAPITAL | 39,993 | $406 | 0.0% | $10.15 | — | UNIT 99/99/9999 | G2379F124 |
| — | DOUBLE EAGLE ACQUISITION COR | 794,517 | $381 | 0.0% | $0.45 | — | W EXP 09/16/202 | G28195116 |
| — | M III ACQUISITION CORP | 762,100 | $343 | 0.0% | $0.24 | — | W EXP 10/10/202 | 55378T112 |
| — | SILVER RUN ACQUISITION | 30,000 | $304 | 0.0% | $10.13 | — | COM CL A | 82812A103 |
| — | NEXVET BIOPHARMA PUB LTD CO | 42,605 | $284 | 0.0% | $6.67 | — | ORD SHS | G6503X109 |
| — | CF CORP | 120,000 | $258 | 0.0% | $0.70 | — | W EXP 05/25/202 | G20307115 |
| — | SILVER RUN ACQUISITION | 17,800 | $190 | 0.0% | $10.43 | — | UNIT 99/99/9999 | 82812A202 |
| NESRW | NATIONAL ENERGY SERVICES REU | 262,900 | $145 | 0.0% | $0.55 | — | W EXP 05/05/202 | G6375R115 |
| — | KAYNE ANDERSON ACQUISITION | 171,302 | $134 | 0.0% | $0.78 | — | W EXP 06/30/202 | 48661U110 |
| — | ALBANY MOLECULAR RESH INC | 235 | $125 | 0.0% | — | — | Call | 012423909 |
| — | BOULEVARD ACQUISITION | 167,700 | $113 | 0.0% | $0.33 | — | W EXP 09/25/202 | 10157Q110 |
| — | MOBILEYE N V AMSTELVEEN | 100 | $73 | 0.0% | — | — | Call | N51488907 |
| — | DOUBLE EAGLE ACQUISITION COR | 6,792 | $72 | 0.0% | $10.60 | — | UNIT 99/99/9999 | G28195108 |
| — | MODERN MEDIA ACQUISITION | 185,600 | $71 | 0.0% | $0.38 | — | RIGHT 99/99/9999 | 60765P129 |
| — | COVISINT CORP | 27,700 | $68 | 0.0% | $2.45 | — | COM | 22357R103 |
| — | QUINPARIO ACQUISITION CORP 2 | 175,000 | $65 | 0.0% | $0.18 | — | W EXP 01/01/202 | 74874U119 |
| — | WHOLE FOODS MKT INC | 3,617 | $65 | 0.0% | — | — | Put | 966837956 |
| — | STELLAR ACQUISITION III INC | 187,200 | $60 | 0.0% | $0.20 | — | W EXP 03/22/202 | Y8172W115 |
| — | JENSYN ACQUISITION CORP | 246,023 | $59 | 0.0% | $0.06 | — | W EXP 03/07/202 | 47632B110 |
| — | JM GLOBAL HLDG CO | 170,329 | $48 | 0.0% | $0.14 | — | W EXP 07/29/2 | 46590H119 |
| — | STRAIGHT PATH COMMUNICATNS I | 914 | $47 | 0.0% | — | — | Put | 862578951 |
| — | JENSYN ACQUISITION CORP | 175,374 | $42 | 0.0% | $0.14 | — | RIGHT 99/99/9999 | 47632B128 |
| — | GLOBAL PARTNER ACQUISITION C | 175,000 | $35 | 0.0% | $0.21 | — | W EXP 07/01/202 | 37954X113 |
| — | ELECTRUM SPL ACQUISITION COR | 90,000 | $32 | 0.0% | $0.24 | — | W EXP 99/99/999 | G3105C112 |
| — | MODERN MEDIA ACQUISITION | 65,000 | $23 | 0.0% | $0.35 | — | W EXP 05/17/202 | 60765P111 |
| — | WHOLE FOODS MKT INC | 655 | $22 | 0.0% | — | — | Call | 966837906 |
| — | BROCADE COMMUNICATIONS SYS I | 2,455 | $18 | 0.0% | — | — | Put | 111621956 |
| — | RIGHTSIDE GROUP LTD | 1,300 | $14 | 0.0% | $10.77 | — | COM | 76658B100 |
| — | MONSANTO CO | 100 | $12 | 0.0% | $102.20 | — | COM | 61166W101 |
| — | MONEYGRAM INTL INC | 1,325 | $10 | 0.0% | — | — | Put | 60935Y958 |
| — | HERTZ GLOBAL HLDGS INC | 113 | $8 | 0.0% | — | — | Put | 42806J956 |
| — | FELCOR LODGING TR INC | 1,000 | $7 | 0.0% | $7.00 | — | COM | 31430F101 |
| — | NEUSTAR INC | 2,160 | $5 | 0.0% | — | — | Call | 64126X901 |
| — | DIGITALGLOBE INC | 100 | $3 | 0.0% | $30.00 | — | COM | 25389M877 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 300 | $2 | 0.0% | $6.67 | — | COM | 518415104 |
| — | COMMUNITY HEALTH SYS INC | 76,569 | $1 | 0.0% | $0.06 | — | RIGHT 99/99/9999 | 203668116 |