CIK: 0001287978 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 13, 2017
Total Value ($000): $663,017 (18.3% shares, 81.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TAKE-TWO INTERACTIVE SOFTWAR | 17,718,000 | $40,508 | 6.1% | $1.52 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | VERISIGN INC | 15,180,000 | $33,766 | 5.1% | $2.44 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | PRICELINE GRP INC | 18,848,000 | $29,663 | 4.5% | $1.43 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | PALO ALTO NETWORKS INC | 21,692,000 | $27,542 | 4.2% | $1.53 | — | NOTE 7/0 | 697435AB1 |
| — | CTRIP COM INTL LTD | 19,185,000 | $22,195 | 3.3% | $1.26 | — | NOTE 1.250%10/1 | 22943FAD2 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL L | 19,900,000 | $20,000 | 3.0% | $1.01 | — | NOTE 5.750%10/1 | G81075AF3 |
| — | YAHOO INC | 17,690,000 | $17,492 | 2.6% | $0.99 | — | NOTE 12/0 | 984332AF3 |
| — | STARWOOD PPTY TR INC | 17,001,000 | $17,384 | 2.6% | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | SALESFORCE COM INC | 14,645,000 | $17,007 | 2.6% | $1.22 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | ARES CAP CORP | 15,148,000 | $15,517 | 2.3% | $1.02 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | MEDICINES CO | 11,970,000 | $14,389 | 2.2% | $1.15 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | MOLINA HEALTHCARE INC | 9,955,000 | $14,285 | 2.2% | $1.39 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | DHT HOLDINGS INC | 15,500,000 | $14,221 | 2.1% | $0.97 | — | DEBT 4.500%10/0 | 23335SAB2 |
| — | NATIONAL HEALTH INVS INC | 10,905,000 | $12,203 | 1.8% | $1.02 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | TAL ED GROUP | 4,350,000 | $11,621 | 1.8% | $2.44 | — | NOTE 2.500% 5/1 | 874080AB0 |
| — | LIGAND PHARMACEUTICALS INC | 8,010,000 | $11,584 | 1.7% | $1.36 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | J2 GLOBAL INC | 8,340,000 | $11,012 | 1.7% | $1.14 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | TTM TECHNOLOGIES INC | 6,722,000 | $10,259 | 1.5% | $1.35 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | MERCADOLIBRE INC | 7,260,000 | $9,992 | 1.5% | $1.02 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | MICROCHIP TECHNOLOGY INC | 3,637,000 | $9,770 | 1.5% | $1.70 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | HEALTHSOUTH CORP | 8,076,000 | $9,535 | 1.4% | $1.18 | — | DEBT 2.000%12/0 | 421924BL4 |
| — | GP INVTS ACQUISITION COR | 956,510 | $9,469 | 1.4% | $9.81 | — | SHS | G40357124 |
| — | INTEL CORP | 5,360,000 | $9,456 | 1.4% | $1.59 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | CITRIX SYS INC | 7,665,000 | $8,853 | 1.3% | $1.15 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | HEALTHWAYS INC | 6,800,000 | $8,721 | 1.3% | $1.35 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | ACORDA THERAPEUTICS INC | 11,200,000 | $8,512 | 1.3% | $0.82 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| GLD | SPDR GOLD TRUST | 75,000 | $8,221 | 1.2% | — | — | Put | 78463V107 |
| — | COLONY CAP INC | 7,700,000 | $7,691 | 1.2% | $0.93 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | HENNESSY CAP ACQUISITION COR | 729,047 | $7,356 | 1.1% | $9.98 | — | COM | 42588J100 |
| — | SHUTTERFLY INC | 7,285,000 | $7,321 | 1.1% | $0.99 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | EURONET WORLDWIDE INC | 6,175,000 | $7,167 | 1.1% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | HUNTER MARITIME ACQUISITION | 700,000 | $7,105 | 1.1% | $10.15 | — | UNIT 99/99/9999 | Y37828103 |
| — | BOULEVARD ACQUISITION | 704,262 | $6,986 | 1.1% | $9.81 | — | CL A | 10157Q102 |
| — | CARRIAGE SVCS INC | 5,000,000 | $6,738 | 1.0% | $1.18 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | SEACOR HOLDINGS INC | 7,540,000 | $6,663 | 1.0% | $0.83 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | CARDTRONICS INC | 5,660,000 | $6,651 | 1.0% | $1.18 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | TWITTER INC | 6,840,000 | $6,395 | 1.0% | $0.85 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | CF CORP | 605,887 | $6,047 | 0.9% | $9.92 | — | SHS CL A | G20307107 |
| — | CIENA CORP | 4,305,000 | $6,038 | 0.9% | $1.40 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | GTY TECHNOLOGY HOLDINGS INC | 557,200 | $5,851 | 0.9% | $10.50 | — | UNIT 99/99/9999 | G4182A110 |
| — | DOUBLE EAGLE ACQUISITION COR | 583,097 | $5,802 | 0.9% | $9.82 | — | COM | G28195124 |
| — | PACE HLDGS CORP | 551,885 | $5,585 | 0.8% | $9.90 | — | CL A | G6865N103 |
| — | AMAG PHARMACEUTICALS INC | 3,870,000 | $5,462 | 0.8% | $1.32 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | SERVICENOW INC | 4,440,000 | $5,224 | 0.8% | $1.21 | — | NOTE 11/0 | 81762PAB8 |
| — | EASTERLY ACQUISITION CORP | 520,020 | $5,122 | 0.8% | $9.83 | — | COM | 27616L102 |
| — | CORENERGY INFRASTRUCTURE TR | 4,150,000 | $4,653 | 0.7% | $0.80 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | ELECTRUM SPL ACQUISITION COR | 459,952 | $4,554 | 0.7% | $9.74 | — | SHS | G3105C104 |
| — | INTERDIGITAL INC | 3,290,000 | $4,456 | 0.7% | $1.35 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | PHOTRONICS INC | 3,440,000 | $4,341 | 0.7% | $1.12 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | BROOKDALE SR LIVING INC | 4,410,000 | $4,294 | 0.6% | $0.97 | — | NOTE 2.750% 6/1 | 112463AA2 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 3,993,000 | $4,290 | 0.6% | $1.05 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | DEPOMED INC | 3,530,000 | $4,039 | 0.6% | $1.14 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | NUANCE COMMUNICATIONS INC | 4,000,000 | $4,025 | 0.6% | $1.00 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | GENERAL CABLE CORP DEL NEW | 5,060,000 | $3,972 | 0.6% | $0.65 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | HARMONY MERGER CORP | 365,908 | $3,703 | 0.6% | $10.06 | — | COM | 413247107 |
| — | 51JOB INC | 3,500,000 | $3,686 | 0.6% | $1.02 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | QUINPARIO ACQUISITION CORP 2 | 356,050 | $3,543 | 0.5% | $9.85 | — | COM | 74874U101 |
| — | BLACKSTONE MTG TR INC | 2,920,000 | $3,254 | 0.5% | $1.11 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | PATTERN ENERGY GROUP INC | 3,142,000 | $3,050 | 0.5% | $1.00 | — | NOTE 4.000% 7/1 | 70338PAB6 |
| — | ALBANY MOLECULAR RESH INC | 2,150,000 | $2,786 | 0.4% | $1.27 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | SUNPOWER CORP | 3,500,000 | $2,478 | 0.4% | $0.71 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | GLOBAL PARTNER ACQUISITION C | 236,226 | $2,348 | 0.4% | $9.80 | — | COM | 37954X105 |
| — | FLUIDIGM CORP DEL | 3,370,000 | $2,325 | 0.4% | $0.61 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| XLF | SELECT SECTOR SPDR TR | 100,000 | $2,325 | 0.4% | — | — | Put | 81369Y605 |
| — | ICONIX BRAND GROUP INC | 2,500,000 | $2,309 | 0.3% | $0.92 | — | NOTE 1.500% 3/1 | 451055AF4 |
| — | VECTOR GROUP LTD | 2,000,000 | $2,307 | 0.3% | $1.06 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | LANDCADIA HLDGS INC | 234,501 | $2,293 | 0.3% | $9.77 | — | CL A | 51476W107 |
| — | BROADSOFT INC | 1,750,000 | $2,118 | 0.3% | $1.21 | — | NOTE 1.000% 9/0 | 11133BAD4 |
| — | TWITTER INC | 2,300,000 | $2,102 | 0.3% | $0.89 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| VOD | VODAFONE GROUP PLC NEW | 84,300 | $2,059 | 0.3% | — | — | Call | 92857W308 |
| — | FIREEYE INC | 2,230,000 | $2,001 | 0.3% | $0.87 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | TOLL BROS FIN CORP | 2,000,000 | $1,967 | 0.3% | $0.98 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | HORNBECK OFFSHORE SVCS INC N | 2,682,000 | $1,894 | 0.3% | $0.58 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | FRONTIER COMMUNICATIONS CORP | 500,000 | $1,690 | 0.3% | — | — | Call | 35906A108 |
| — | SPIRIT RLTY CAP INC NEW | 150,000 | $1,640 | 0.2% | $10.88 | — | Put | 84860W102 |
| — | APOLLO COML REAL EST FIN INC | 1,490,000 | $1,555 | 0.2% | $1.02 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | ANDINA ACQUISITION CORP II | 152,054 | $1,510 | 0.2% | $9.87 | — | SHS | G0441P104 |
| TRN | TRINITY INDS INC | 50,000 | $1,388 | 0.2% | — | — | Call | 896522109 |
| ON | ON SEMICONDUCTOR CORP | 108,460 | $1,384 | 0.2% | $11.94 | 0.0% | COM | 682189105 |
| — | GLOBAL EAGLE ENTMT INC | 1,750,000 | $1,361 | 0.2% | $0.72 | — | NOTE 2.750% 2/1 | 37951DAB8 |
| SM | SM ENERGY CO | 39,400 | $1,358 | 0.2% | $32.31 | 0.0% | COM | 78454L100 |
| — | PACIFIC SPL ACQUISITION CORP | 130,759 | $1,353 | 0.2% | $10.33 | — | SHS | G68588105 |
| — | SABAN CAP ACQUISITION CORP | 123,569 | $1,281 | 0.2% | $10.08 | — | UNIT 99/99/9999 | 78516C205 |
| — | ELECTRUM SPL ACQUISITION COR | 124,900 | $1,265 | 0.2% | $9.95 | — | UNIT 99/99/9999 | G3105C120 |
| — | MERITAGE HOMES CORP | 1,245,000 | $1,239 | 0.2% | $1.00 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | QUINPARIO ACQUISITION CORP 2 | 105,000 | $1,064 | 0.2% | $10.02 | — | UNIT 01/01/2023 | 74874U200 |
| — | PROOFPOINT INC | 15,000 | $1,060 | 0.2% | $74.87 | — | COM | 743424103 |
| — | PRICELINE GRP INC | 640 | $938 | 0.1% | $1296.97 | — | COM NEW | 741503403 |
| — | BOULEVARD ACQUISITION | 89,120 | $905 | 0.1% | $9.90 | — | UNIT 99/99/9999 | 10157Q201 |
| — | RED HAT INC | 11,650 | $812 | 0.1% | $72.62 | — | COM | 756577102 |
| — | DOUBLE EAGLE ACQUISITION COR | 75,000 | $787 | 0.1% | $10.14 | — | UNIT 99/99/9999 | G28195108 |
| DHT | DHT HOLDINGS INC | 185,600 | $769 | 0.1% | $2.11 | 0.0% | SHS NEW | Y2065G121 |
| — | AXAR ACQUISITION CORP | 75,000 | $739 | 0.1% | $9.85 | — | COM | 05455L102 |
| — | WPX ENERGY INC | 50,000 | $729 | 0.1% | — | — | Put | 98212B103 |
| AKAM | AKAMAI TECHNOLOGIES INC | 10,900 | $727 | 0.1% | $63.69 | 0.0% | COM | 00971T101 |
| LYV | LIVE NATION ENTERTAINMENT IN | 22,700 | $604 | 0.1% | $27.52 | 0.0% | COM | 538034109 |
| — | WELLTOWER INC | 10,000 | $600 | 0.1% | $61.60 | — | 6.50% PFD PREPET | 95040Q203 |
| — | SCORPIO TANKERS INC | 125,000 | $566 | 0.1% | — | — | Put | Y7542C106 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 14,600 | $559 | 0.1% | $38.29 | — | COM | 87157B103 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTN | 50,000 | $511 | 0.1% | — | — | Call | 01988P108 |
| — | GREAT ELM CAP CORP | 43,367 | $506 | 0.1% | $11.67 | — | COM | 390320109 |
| CENTA | CENTRAL GARDEN & PET CO | 16,000 | $494 | 0.1% | $13.05 | +65.9% | CL A NON-VTG | 153527205 |
| — | ROYAL DUTCH SHELL PLC | 8,998 | $489 | 0.1% | $52.74 | — | SPONS ADR A | 780259206 |
| — | GENERAL CABLE CORP DEL NEW | 25,000 | $476 | 0.1% | — | — | Put | 369300108 |
| GLNG | GOLAR LNG LTD BERMUDA | 20,000 | $459 | 0.1% | — | — | Put | G9456A100 |
| — | EPR PPTYS | 16,248 | $459 | 0.1% | $28.60 | — | PFD C CNV 5.75% | 26884U208 |
| CUK | CARNIVAL PLC | 8,900 | $456 | 0.1% | $46.37 | — | ADR | 14365C103 |
| — | ZIONS BANCORPORATION | 50,000 | $433 | 0.1% | $3.96 | — | *W EXP 11/14/201 | 989701131 |
| — | 51JOB INC | 11,080 | $375 | 0.1% | $31.89 | — | SP ADR REP COM | 316827104 |
| — | SPIRIT RLTY CAP INC NEW | 345,000 | $358 | 0.1% | $0.99 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | SUNPOWER CORP | 50,000 | $331 | 0.0% | — | — | Put | 867652406 |
| OFG | OFG BANCORP | 25,000 | $328 | 0.0% | — | — | Put | 67103X102 |
| — | KLR ENERGY ACQUISITION CORP | 30,556 | $316 | 0.0% | $10.12 | — | CL A | 49877M108 |
| — | HARMONY MERGER CORP | 30,000 | $309 | 0.0% | $10.00 | — | UNIT 99/99/9999 | 413247206 |
| — | CAPITOL ACQUISITION CORP III | 30,000 | $309 | 0.0% | $9.95 | — | UNIT 99/99/9999 | 14055M205 |
| UVV | UNIVERSAL CORP VA | 4,786 | $305 | 0.0% | $51.60 | +10.6% | COM | 913456109 |
| — | M I ACQUISITIONS INC | 26,411 | $268 | 0.0% | $10.05 | — | UNIT 99/99/9999 | 55304A203 |
| — | SCORPIO TANKERS INC | 51,800 | $235 | 0.0% | — | — | Call | Y7542C106 |
| — | JENSYN ACQUISITION CORP | 20,000 | $210 | 0.0% | $10.00 | — | UNIT 99/99/9999 | 47632B201 |
| — | CF CORP | 20,000 | $209 | 0.0% | $10.20 | — | UNIT 99/99/9999E | G20307123 |
| — | LANDCADIA HLDGS INC | 20,000 | $208 | 0.0% | $10.20 | — | UNIT 12/31/2021T | 51476W206 |
| — | KINDRED HEALTHCARE INC | 25,000 | $196 | 0.0% | — | — | Call | 494580103 |
| — | CONYERS PK ACQUISITION | 17,950 | $183 | 0.0% | $10.00 | — | CL A COM | 212894109 |
| — | KLR ENERGY ACQUISITION CORP | 15,000 | $170 | 0.0% | $10.05 | — | UNIT 12/31/2020 | 49877M207 |
| — | SPIRIT RLTY CAP INC NEW | 10,843 | $118 | 0.0% | $10.88 | — | COM | 84860W102 |
| — | CREDIT SUISSE NASSAU BRH | 2,500 | $117 | 0.0% | $28.34 | — | INVRS VIX STERM | 22542D795 |
| — | VIVOPOWER INTERNATIONAL PLC | 20,997 | $115 | 0.0% | $5.48 | — | SHS | G9376R100 |
| INSE | INSPIRED ENTMT INC | 10,000 | $85 | 0.0% | $9.86 | 0.0% | COM | 45782N108 |
| — | GTY TECHNOLOGY HOLDINGS INC | 6,691 | $72 | 0.0% | $10.76 | — | CL A | G4182A102 |
| MCHP | MICROCHIP TECHNOLOGY INC | 1,100 | $71 | 0.0% | $26.55 | 0.0% | COM | 595017104 |
| — | SANOFI | 150,000 | $57 | 0.0% | $0.61 | — | RIGHT 12/31/2020 | 80105N113 |
| — | SILICONWARE PRECISION INDS L | 7,000 | $51 | 0.0% | $7.71 | — | SPONSD ADR SPL | 827084864 |
| — | BANK AMER CORP | 50,000 | $48 | 0.0% | $0.71 | — | *W EXP 10/28/201 | 060505153 |
| — | INSPIRED ENTMT INC | 57,900 | $41 | 0.0% | $0.71 | — | *W EXP 10/20/202 | 45782N116 |
| — | HENNESSY CAP ACQUISITION COR | 40,600 | $35 | 0.0% | $0.52 | — | *W EXP 07/28/202 | 42588J118 |
| — | GREAT PLAINS ENERGY INC | 641 | $32 | 0.0% | $49.92 | — | DEP SHS 1/20 B | 391164878 |
| PHUN | STELLAR ACQUISITION III INC | 3,018 | $30 | 0.0% | $9.94 | — | COM | Y8172W107 |
| — | GP INVTS ACQUISITION COR | 43,500 | $20 | 0.0% | $0.51 | — | *W EXP 05/19/202 | G40357108 |
| — | EASTERLY ACQUISITION CORP | 46,525 | $17 | 0.0% | $0.40 | — | *W EXP 07/29/202 | 27616L110 |
| — | ANDINA ACQUISITION CORP II | 40,000 | $16 | 0.0% | $0.35 | — | RIGHT 09/01/2017 | G0441P120 |
| — | CITIGROUP INC | 81,500 | $12 | 0.0% | $0.79 | — | *W EXP 01/04/201 | 172967226 |
| FOLD | AMICUS THERAPEUTICS INC | 1,800 | $9 | 0.0% | — | — | Put | 03152W109 |
| — | AXAR ACQUISITION CORP | 98,127 | $7 | 0.0% | $0.07 | — | *W EXP 12/31/202 | 05455L110 |
| — | JENSYN ACQUISITION CORP | 479 | $5 | 0.0% | $10.44 | — | COM | 47632B102 |
| — | ELECTRUM SPL ACQUISITION COR | 17,000 | $5 | 0.0% | $0.29 | — | *W EXP 99/99/999 | G3105C112 |
| — | BOULEVARD ACQUISITION | 8,949 | $4 | 0.0% | $0.30 | — | *W EXP 09/25/202 | 10157Q110 |
| — | CAPITOL ACQUISITION CORP III | 5,000 | $4 | 0.0% | $0.80 | — | *W EXP 10/13/202 | 14055M114 |
| — | ANDINA ACQUISITION CORP II | 15,000 | $4 | 0.0% | $0.24 | — | *W EXP 11/23/202 | G0441P138 |
| — | DOUBLE EAGLE ACQUISITION COR | 8,666 | $4 | 0.0% | $0.47 | — | *W EXP 09/16/202 | G28195116 |
| — | GTY TECHNOLOGY HOLDINGS INC | 3,333 | $3 | 0.0% | $0.90 | — | *W EXP 99/99/999 | G4182A128 |
| — | KINDER MORGAN INC DEL | 337,000 | $2 | 0.0% | $0.04 | — | *W EXP 05/25/201 | 49456B119 |
| — | PACIFIC SPL ACQUISITION CORP | 5,000 | $1 | 0.0% | — | — | *W EXP 10/20/202 | G68588121 |
| — | JM GLOBAL HLDG CO | 4,200 | $1 | 0.0% | $0.17 | — | *W EXP 07/29/201 | 46590H119 |
| — | M III ACQUISITION CORP | 5,100 | $1 | 0.0% | $0.20 | — | *W EXP 10/10/202 | 55378T112 |
| — | PACE HLDGS CORP | 2,190 | $1 | 0.0% | $0.35 | — | *W EXP 99/99/999 | G6865N111 |