CIK: 0001287978 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 12, 2017
Total Value ($000): $673,121 (54.6% shares, 45.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TAKE-TWO INTERACTIVE SOFTWAR | 16,602,000 | $45,656 | 6.8% | $1.52 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | NOVELLUS SYS INC | 6,720,000 | $25,484 | 3.8% | $3.79 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | VERISIGN INC | 9,709,000 | $24,784 | 3.7% | $2.44 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | PRICELINE GRP INC | 11,456,000 | $21,556 | 3.2% | $1.43 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | CTRIP COM INTL LTD | 16,030,000 | $21,025 | 3.1% | $1.26 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | PALO ALTO NETWORKS INC | 17,244,000 | $20,520 | 3.0% | $1.53 | — | NOTE 7/0 | 697435AB1 |
| — | ARES CAP CORP | 17,148,000 | $17,448 | 2.6% | $1.02 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | YAHOO INC | 16,680,000 | $17,274 | 2.6% | $0.99 | — | NOTE 12/0 | 984332AF3 |
| — | SALESFORCE COM INC | 12,508,000 | $16,110 | 2.4% | $1.22 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | STARWOOD PPTY TR INC | 15,064,000 | $15,299 | 2.3% | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | DHT HOLDINGS INC | 13,575,000 | $13,558 | 2.0% | $0.97 | — | DEBT 4.500%10/0 | 23335SAB2 |
| — | MOLINA HEALTHCARE INC | 9,988,000 | $12,735 | 1.9% | $1.39 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | MERCADOLIBRE INC | 6,833,000 | $11,889 | 1.8% | $1.02 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | NATIONAL HEALTH INVS INC | 10,547,000 | $11,723 | 1.7% | $1.02 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | EURONET WORLDWIDE INC | 9,155,000 | $11,575 | 1.7% | $1.21 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | TESLA INC | 11,125,000 | $11,566 | 1.7% | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | J2 GLOBAL INC | 8,340,000 | $11,277 | 1.7% | $1.14 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | TAL ED GROUP | 2,745,000 | $11,131 | 1.7% | $2.44 | — | NOTE 2.500% 5/1 | 874080AB0 |
| — | MEDICINES CO | 6,461,000 | $10,188 | 1.5% | $1.15 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | EASTERLY ACQUISITION CORP | 1,005,167 | $10,052 | 1.5% | $9.91 | — | COM | 27616L102 |
| — | SERVICENOW INC | 7,736,000 | $9,969 | 1.5% | $1.24 | — | NOTE 11/0 | 81762PAB8 |
| — | LIGAND PHARMACEUTICALS INC | 6,470,000 | $9,632 | 1.4% | $1.36 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | GP INVTS ACQUISITION COR | 956,733 | $9,539 | 1.4% | $9.81 | — | SHS | G40357124 |
| — | INTEL CORP | 5,360,000 | $9,357 | 1.4% | $1.59 | — | SDCV 3.250% 8/0 | 458140AF7 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL L | 9,282,000 | $9,236 | 1.4% | $1.01 | — | NOTE 5.750%10/1 | G81075AF3 |
| — | INTERDIGITAL INC | 7,025,000 | $9,154 | 1.4% | $1.33 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | DEPOMED INC | 9,275,000 | $8,707 | 1.3% | $1.02 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | MICROCHIP TECHNOLOGY INC | 5,960,000 | $8,549 | 1.3% | $1.43 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | MATLIN & PARTNERS ACQUISITIO | 800,000 | $8,016 | 1.2% | $10.02 | — | UNIT 05/28/2021A | 57682V205 |
| — | CITRIX SYS INC | 5,941,000 | $7,442 | 1.1% | $1.15 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | ALBANY MOLECULAR RESH INC | 6,575,000 | $7,162 | 1.1% | $1.15 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | BOULEVARD ACQUISITION | 704,262 | $7,057 | 1.0% | $9.81 | — | CL A | 10157Q102 |
| HUNTF | HUNTER MARITIME ACQUISITION | 707,970 | $6,987 | 1.0% | $9.77 | 0.0% | CL A | Y37828111 |
| — | LAM RESEARCH CORP | 3,300,000 | $6,977 | 1.0% | $2.11 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | COLONY CAP INC | 7,050,000 | $6,946 | 1.0% | $0.93 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | TTM TECHNOLOGIES INC | 3,902,000 | $6,885 | 1.0% | $1.35 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | SEACOR HOLDINGS INC | 7,540,000 | $6,673 | 1.0% | $0.83 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | CARRIAGE SVCS INC | 5,125,000 | $6,663 | 1.0% | $1.18 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | TWITTER INC | 6,840,000 | $6,413 | 1.0% | $0.85 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | DYNEGY INC NEW DEL | 110,000 | $6,413 | 1.0% | $58.30 | — | UNIT 07/01/20191 | 26817R405 |
| — | CORENERGY INFRASTRUCTURE TR | 5,562,000 | $6,191 | 0.9% | $0.88 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | CF CORP | 610,887 | $6,115 | 0.9% | $9.92 | — | SHS CL A | G20307107 |
| — | DOUBLE EAGLE ACQUISITION COR | 606,324 | $6,063 | 0.9% | $9.83 | — | COM | G28195124 |
| — | MEDIDATA SOLUTIONS INC | 5,305,000 | $6,054 | 0.9% | $1.14 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | CARDTRONICS INC | 5,310,000 | $5,751 | 0.9% | $1.18 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | CIENA CORP | 3,980,000 | $5,448 | 0.8% | $1.40 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | HEALTHSOUTH CORP | 4,151,000 | $5,054 | 0.8% | $1.18 | — | DEBT 2.000%12/0 | 421924BL4 |
| — | SHUTTERFLY INC | 4,905,000 | $4,869 | 0.7% | $0.99 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | ELECTRUM SPL ACQUISITION COR | 468,493 | $4,662 | 0.7% | $9.75 | — | SHS | G3105C104 |
| — | 51JOB INC | 4,270,000 | $4,585 | 0.7% | $1.03 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | FINTECH ACQUISITION CORP II | 440,857 | $4,523 | 0.7% | $10.26 | — | UNIT 99/99/9999 | 31810G208 |
| — | APOLLO COML REAL EST FIN INC | 3,870,000 | $4,238 | 0.6% | $1.07 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | PHOTRONICS INC | 3,440,000 | $4,160 | 0.6% | $1.12 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | NUVASIVE INC | 2,965,000 | $4,047 | 0.6% | $1.36 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | HARMONY MERGER CORP | 395,908 | $4,038 | 0.6% | $10.07 | — | COM | 413247107 |
| — | TWITTER INC | 4,300,000 | $3,913 | 0.6% | $0.90 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 3,493,000 | $3,770 | 0.6% | $1.05 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | SEACOR HOLDINGS INC | 3,700,000 | $3,749 | 0.6% | $1.01 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | QUINPARIO ACQUISITION CORP 2 | 371,025 | $3,710 | 0.6% | $9.86 | — | COM | 74874U101 |
| — | BROOKDALE SR LIVING INC | 3,750,000 | $3,684 | 0.5% | $0.97 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | THERAVANCE INC | 3,790,000 | $3,599 | 0.5% | $0.95 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | BLACKSTONE MTG TR INC | 2,973,000 | $3,393 | 0.5% | $1.11 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | GTY TECHNOLOGY HOLDINGS INC | 321,692 | $3,320 | 0.5% | $10.50 | — | UNIT 99/99/9999 | G4182A110 |
| — | GLOBAL PARTNER ACQUISITION C | 329,137 | $3,291 | 0.5% | $9.86 | — | COM | 37954X105 |
| — | HEALTHWAYS INC | 2,050,000 | $3,167 | 0.5% | $1.35 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | GTY TECHNOLOGY HOLDINGS INC | 298,191 | $3,012 | 0.4% | $10.12 | — | CL A | G4182A102 |
| — | ICONIX BRAND GROUP INC | 3,100,000 | $2,949 | 0.4% | $0.93 | — | NOTE 1.500% 3/1 | 451055AF4 |
| — | TWO HBRS INVT CORP | 2,815,000 | $2,875 | 0.4% | $1.02 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | ANDINA ACQUISITION CORP II | 246,909 | $2,494 | 0.4% | $9.96 | — | SHS | G0441P104 |
| — | FLUIDIGM CORP DEL | 3,530,000 | $2,365 | 0.4% | $0.61 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | GORES HLDGS II INC | 225,000 | $2,363 | 0.4% | $10.50 | — | COM CL A | 382867109 |
| — | LANDCADIA HLDGS INC | 234,505 | $2,338 | 0.3% | $9.77 | — | CL A | 51476W107 |
| — | VECTOR GROUP LTD | 2,000,000 | $2,260 | 0.3% | $1.06 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | GENERAL CABLE CORP DEL NEW | 2,900,000 | $2,244 | 0.3% | $0.65 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | ACORDA THERAPEUTICS INC | 2,515,000 | $2,125 | 0.3% | $0.82 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | BROADSOFT INC | 1,750,000 | $2,093 | 0.3% | $1.21 | — | NOTE 1.000% 9/0 | 11133BAD4 |
| — | FIREEYE INC | 2,230,000 | $1,997 | 0.3% | $0.87 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | FINTECH ACQUISITION CORP II | 200,000 | $1,970 | 0.3% | $9.85 | — | COM | 31810G109 |
| — | VEON LTD | 479,350 | $1,956 | 0.3% | $4.08 | — | SPONSORED ADR | 91822M106 |
| — | NEW YORK MTG TR INC | 2,000,000 | $1,946 | 0.3% | $0.97 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | AVISTA HEALTHCARE PUB ACQ CO | 170,000 | $1,692 | 0.3% | $9.95 | — | CL A | G0726L125 |
| — | PATTERN ENERGY GROUP INC | 1,565,000 | $1,556 | 0.2% | $1.00 | — | NOTE 4.000% 7/1 | 70338PAB6 |
| ON | ON SEMICONDUCTOR CORP | 94,400 | $1,462 | 0.2% | $11.94 | +21.5% | COM | 682189105 |
| — | PRICELINE GRP INC | 820 | $1,460 | 0.2% | $1403.11 | — | COM NEW | 741503403 |
| — | PACIFIC SPL ACQUISITION CORP | 130,759 | $1,353 | 0.2% | $10.33 | — | SHS | G68588105 |
| — | ELECTRUM SPL ACQUISITION COR | 124,900 | $1,305 | 0.2% | $9.95 | — | UNIT 99/99/9999 | G3105C120 |
| — | AMAG PHARMACEUTICALS INC | 1,140,000 | $1,240 | 0.2% | $1.32 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | PROOFPOINT INC | 15,000 | $1,115 | 0.2% | $74.87 | — | COM | 743424103 |
| — | FRONTIER COMMUNICATIONS CORP | 450,000 | $963 | 0.1% | — | — | Call | 35906A108 |
| — | BOULEVARD ACQUISITION | 89,120 | $931 | 0.1% | $9.90 | — | UNIT 99/99/9999 | 10157Q201 |
| — | QUINPARIO ACQUISITION CORP 2 | 85,000 | $889 | 0.1% | $10.02 | — | UNIT 01/01/2023X | 74874U200 |
| — | FINISAR CORP | 750,000 | $841 | 0.1% | $1.12 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | DOUBLE EAGLE ACQUISITION COR | 75,000 | $791 | 0.1% | $10.14 | — | UNIT 99/99/9999 | G28195108 |
| — | AXAR ACQUISITION CORP | 75,000 | $737 | 0.1% | $9.85 | — | COM | 05455L102 |
| VOD | VODAFONE GROUP PLC NEW | 26,300 | $695 | 0.1% | — | — | Call | 92857W308 |
| INVA | INNOVIVA INC | 50,000 | $692 | 0.1% | — | — | Put | 45781M101 |
| — | FRONTIER COMMUNICATIONS CORP | 14,050 | $691 | 0.1% | $49.18 | — | PFD CONV SER-A | 35906A207 |
| — | GLOBAL EAGLE ENTMT INC | 1,250,000 | $663 | 0.1% | $0.72 | — | NOTE 2.750% 2/1 | 37951DAB8 |
| CENTA | CENTRAL GARDEN & PET CO | 16,000 | $556 | 0.1% | $13.05 | +98.7% | CL A NON-VTG | 153527205 |
| — | SCORPIO TANKERS INC | 125,000 | $555 | 0.1% | — | — | Put | Y7542C106 |
| CUK | CARNIVAL PLC | 8,900 | $515 | 0.1% | $46.37 | — | ADR | 14365C103 |
| — | GREAT ELM CAP CORP | 43,367 | $494 | 0.1% | $11.67 | — | COM | 390320109 |
| — | TWO HBRS INVT CORP | 50,000 | $480 | 0.1% | — | — | Put | 90187B101 |
| — | ROYAL DUTCH SHELL PLC | 8,998 | $474 | 0.1% | $52.74 | — | SPONS ADR A | 780259206 |
| HTGC | HERCULES CAPITAL INC | 30,000 | $454 | 0.1% | — | — | Put | 427096508 |
| — | ZIONS BANCORPORATION | 50,000 | $454 | 0.1% | $3.96 | — | *W EXP 11/14/201 | 989701131 |
| — | KLR ENERGY ACQUISITION CORP | 43,056 | $442 | 0.1% | $10.16 | — | CL A | 49877M108 |
| — | CAPITOL ACQUISITION CORP III | 36,985 | $390 | 0.1% | $10.54 | — | COM | 14055M106 |
| — | SABAN CAP ACQUISITION CORP | 32,878 | $367 | 0.1% | $10.08 | — | UNIT 99/99/9999 | 78516C205 |
| — | SCORPIO TANKERS INC | 81,800 | $363 | 0.1% | — | — | Call | Y7542C106 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 14,600 | $356 | 0.1% | $38.29 | — | COM | 87157B103 |
| — | HUNTER MARITIME ACQUISITION | 34,104 | $355 | 0.1% | $10.15 | — | UNIT 99/99/9999 | Y37828103 |
| — | CAPITOL ACQUISITION CORP III | 30,000 | $347 | 0.1% | $9.95 | — | UNIT 99/99/9999 | 14055M205 |
| — | M I ACQUISITIONS INC | 26,411 | $270 | 0.0% | $10.05 | — | UNIT 99/99/9999 | 55304A203 |
| — | 51JOB INC | 6,650 | $244 | 0.0% | $31.89 | — | SP ADR REP COM | 316827104 |
| PHUN | STELLAR ACQUISITION III INC | 21,518 | $216 | 0.0% | $10.02 | — | COM | Y8172W107 |
| — | JENSYN ACQUISITION CORP | 20,000 | $216 | 0.0% | $10.00 | — | UNIT 99/99/9999 | 47632B201 |
| — | CF CORP | 20,000 | $215 | 0.0% | $10.20 | — | UNIT 99/99/9999E | G20307123 |
| — | LANDCADIA HLDGS INC | 20,000 | $214 | 0.0% | $10.20 | — | UNIT 12/31/2021T | 51476W206 |
| — | KINDRED HEALTHCARE INC | 25,000 | $209 | 0.0% | — | — | Call | 494580103 |
| — | CONYERS PK ACQUISITION | 17,950 | $187 | 0.0% | $10.00 | — | CL A COM | 212894109 |
| DHT | DHT HOLDINGS INC | 40,000 | $179 | 0.0% | $2.11 | +18.4% | SHS NEW | Y2065G121 |
| — | GLOBAL EAGLE ENTMT INC | 30,000 | $96 | 0.0% | — | — | Call | 37951D102 |
| — | SANOFI | 125,000 | $56 | 0.0% | $0.61 | — | RIGHT 12/31/2020 | 80105N113 |
| — | BANK AMER CORP | 50,000 | $46 | 0.0% | $0.71 | — | *W EXP 10/28/201 | 060505153 |
| — | ACORDA THERAPEUTICS INC | 1,700 | $36 | 0.0% | $21.18 | — | COM | 00484M106 |
| — | SHUTTERFLY INC | 700 | $34 | 0.0% | $48.57 | — | COM | 82568P304 |
| — | SABAN CAP ACQUISITION CORP | 24,800 | $33 | 0.0% | $1.33 | — | *W EXP 09/21/202 | 78516C114 |
| — | ANDINA ACQUISITION CORP II | 55,000 | $28 | 0.0% | $0.39 | — | RIGHT 09/01/2017 | G0441P120 |
| — | GORES HLDGS II INC | 20,500 | $26 | 0.0% | $1.27 | — | *W EXP 03/06/202 | 382867117 |
| — | GP INVTS ACQUISITION COR | 43,500 | $22 | 0.0% | $0.51 | — | *W EXP 05/19/202 | G40357108 |
| — | HUNTER MARITIME ACQUISITION | 22,700 | $18 | 0.0% | $0.79 | — | *W EXP 99/99/999 | Y37828129 |
| — | HARMONY MERGER CORP | 30,000 | $15 | 0.0% | $0.50 | — | *W EXP 01/01/202 | 413247123 |
| — | CITIGROUP INC | 81,500 | $12 | 0.0% | $0.79 | — | *W EXP 01/04/201 | 172967226 |
| — | CAPITOL ACQUISITION CORP III | 5,000 | $10 | 0.0% | $0.80 | — | *W EXP 10/19/202 | 14055M114 |
| — | KLR ENERGY ACQUISITION CORP | 7,450 | $9 | 0.0% | $1.21 | — | *W EXP 09/16/202 | 49877M116 |
| — | EASTERLY ACQUISITION CORP | 21,525 | $8 | 0.0% | $0.40 | — | *W EXP 07/29/202 | 27616L110 |
| — | QUINPARIO ACQUISITION CORP 2 | 13,992 | $7 | 0.0% | $0.50 | — | *W EXP 01/01/202 | 74874U119 |
| — | AVISTA HEALTHCARE PUB ACQ CO | 14,500 | $7 | 0.0% | $0.48 | — | *W EXP 99/99/999 | G0726L117 |
| — | 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 |
| — | JM GLOBAL HLDG CO | 4,200 | $2 | 0.0% | $0.17 | — | *W EXP 07/29/201 | 46590H119 |
| — | M III ACQUISITION CORP | 5,100 | $2 | 0.0% | $0.20 | — | *W EXP 10/10/202 | 55378T112 |
| — | GTY TECHNOLOGY HOLDINGS INC | 1,633 | $2 | 0.0% | $0.90 | — | *W EXP 99/99/999 | G4182A128 |
| — | DOUBLE EAGLE ACQUISITION COR | 3,666 | $2 | 0.0% | $0.47 | — | *W EXP 09/16/202 | G28195116 |
| — | KINDER MORGAN INC DEL | 337,000 | $1 | 0.0% | $0.04 | — | *W EXP 05/25/201 | 49456B119 |
| — | ANDINA ACQUISITION CORP II | 4,925 | $1 | 0.0% | $0.24 | — | *W EXP 11/23/202 | G0441P138 |
| — | SILICONWARE PRECISION INDS L | 50 | $0 | 0.0% | $7.71 | — | SPONSD ADR SPL | 827084864 |