Location: New York, NY
CIK: 0001346554 · Show all filings
Period: Q1 2019 (← Previous) (Next →)
Filing Date: May 15, 2019
Total Value: $1.689B (6.2% shares, 93.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | MICRON TECHNOLOGY INC | 31,771,000 | $132M | 7.8% | $4.16 | $2.83 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | SAREPTA THERAPEUTICS INC | 44,113,000 | $79.96M | 4.7% | $1.81 | $1.68 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | EURONET WORLDWIDE INC | 38,624,000 | $76.54M | 4.5% | $1.98 | $1.41 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | ELECTRONICS FOR IMAGING INC | 73,141,000 | $72.32M | 4.3% | $0.99 | $0.99 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 62,255,000 | $61.2M | 3.6% | $0.98 | $0.99 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | INSULET CORP | 36,506,000 | $60.18M | 3.6% | $1.65 | $1.47 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| — | ISIS PHARMACEUTICALS INC DEL | 40,132,000 | $54.45M | 3.2% | $1.36 | $1.08 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | ADVANCED MICRO DEVICES INC | 16,100,000 | $52.67M | 3.1% | $3.27 | $3.71 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | TWITTER INC | 52,500,000 | $51.69M | 3.1% | $0.98 | $0.96 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | SPIRIT RLTY CAP INC NEW | 49,931,000 | $50.47M | 3.0% | $1.01 | $1.01 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | ZILLOW GROUP INC | 48,879,000 | $50.34M | 3.0% | $1.03 | $1.02 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | MICROCHIP TECHNOLOGY INC | 44,505,000 | $49.46M | 2.9% | $1.11 | $1.20 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | ANI PHARMACEUTICALS INC | 41,256,000 | $45.89M | 2.7% | $1.11 | $1.12 | — | NOTE 3.000%12/0 | 00182CAA1 |
| — | NUVASIVE INC | 40,926,000 | $45.61M | 2.7% | $1.11 | $1.11 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | NAVISTAR INTL CORP NEW | 44,199,000 | $45.19M | 2.7% | $1.02 | $1.02 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | KNOWLES CORP | 34,066,000 | $40.45M | 2.4% | $1.19 | $1.17 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | AMAG PHARMACEUTICALS INC | 40,025,000 | $35.34M | 2.1% | $0.88 | $1.01 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | FIREEYE INC | 34,216,000 | $33.3M | 2.0% | $0.97 | $0.97 | — | NOTE 1.000% 6/0 | 31816QAB7 |
| — | ROVI CORP | 34,012,000 | $33.05M | 2.0% | $0.97 | $0.96 | — | NOTE 0.500% 3/0 | 779376AD4 |
| — | EMPIRE STATE REALTY TRUST INC | 32,271,000 | $32.22M | 1.9% | $1.00 | $1.01 | — | NOTE 2.625% 8/1 | 292102AA8 |
| — | CYPRESS SEMICONDUCTOR CORP | 23,407,000 | $30.19M | 1.8% | $1.29 | $1.35 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | TWITTER INC | 30,000,000 | $28.29M | 1.7% | $0.94 | $0.93 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | PROS HOLDINGS INC | 23,360,000 | $25.08M | 1.5% | $1.07 | $1.02 | — | NOTE 2.000% 6/0 | 74346YAD5 |
| — | UNISYS CORP | 16,075,000 | $22.6M | 1.3% | $1.41 | $2.06 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | PROS HOLDINGS INC | 17,400,000 | $22.54M | 1.3% | $1.30 | $1.14 | — | NOTE 2.000%12/0 | 74346YAB9 |
| — | VERINT SYS INC | 18,150,000 | $20.18M | 1.2% | $1.11 | $1.11 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | RTI INTL METALS INC | 19,975,000 | $19.93M | 1.2% | $1.00 | $1.00 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | INFINERA CORPORATION | 25,000,000 | $19.88M | 1.2% | $0.80 | $0.92 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | PACIRA PHARMACEUTICALS INC | 18,987,000 | $18.95M | 1.1% | $1.00 | $1.00 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | CLOVIS ONCOLOGY INC | 20,000,000 | $18.62M | 1.1% | $0.93 | $0.92 | — | NOTE 2.500% 9/1 | 189464AB6 |
| — | INVACARE CORP | 17,575,000 | $16.27M | 1.0% | $0.93 | $1.24 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | PRETIUM RES INC | 16,454,000 | $15.59M | 0.9% | $0.95 | $0.95 | — | NOTE 2.250% 3/1 | 74139CAB8 |
| — | HELIX ENERGY SOLUTIONS GRP I | 13,000,000 | $14.65M | 0.9% | $1.13 | $1.14 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | ACORDA THERAPEUTICS INC | 15,372,000 | $13.72M | 0.8% | $0.89 | $0.89 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | CTRIP COM INTL LTD | 13,000,000 | $13.32M | 0.8% | $1.02 | $1.02 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | INVACARE CORP | 15,000,000 | $13.32M | 0.8% | $0.89 | $1.34 | — | NOTE 4.500% 6/0 | 461203AH4 |
| IQ 2 04/01/25 REGS | IQIYI INC | 12,500,000 | $13.03M | 0.8% | $1.04 | $1.04 | — | DEBT 2.000% 4/0 | G4939KAB2 |
| — | CARBONITE INC | 10,003,000 | $11.79M | 0.7% | $1.18 | $1.44 | — | NOTE 2.500% 4/0 | 141337AB1 |
| — | ASSERTIO THERAPEUTICS INC | 15,000,000 | $11.73M | 0.7% | $0.78 | $0.71 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | CALAMP CORP | 11,422,000 | $11.22M | 0.7% | $0.98 | $0.97 | — | NOTE 1.625% 5/1 | 128126AB5 |
| — | CARDTRONICS INC | 10,420,000 | $10.37M | 0.6% | $1.00 | $1.00 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | SILICON LABORATORIES INC | 8,715,000 | $9.469M | 0.6% | $1.09 | $1.09 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | ON SEMICONDUCTOR CORP | 7,000,000 | $8.731M | 0.5% | $1.25 | $1.25 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | JAZZ INVESTMENTS I LTD | 8,000,000 | $8.166M | 0.5% | $1.02 | $1.01 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | NUANCE COMMUNICATIONS INC | 8,000,000 | $8.025M | 0.5% | $1.00 | $1.00 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | ACAMAR PARTNERS ACQSITION CO | 700,000 | $7M | 0.4% | $10.00 | $10.00 | — | UNIT 12/30/2025 | 004285201 |
| — | NXP SEMICONDUCTORS N V | 6,500,000 | $6.726M | 0.4% | $1.03 | $1.03 | — | NOTE 1.000%12/0 | 62952QAB6 |
| — | IRONWOOD PHARMACEUTICALS INC | 6,000,000 | $6.643M | 0.4% | $1.11 | $0.94 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | TTM TECHNOLOGIES INC | 5,000,000 | $6.561M | 0.4% | $1.31 | $1.25 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | HERBALIFE LTD | 6,000,000 | $6.362M | 0.4% | $1.06 | $1.06 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | HERBALIFE LTD | 5,000,000 | $6.247M | 0.4% | $1.25 | $1.25 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | VERASTEM INC | 7,500,000 | $6.082M | 0.4% | $0.81 | $0.81 | — | NOTE 5.000%11/0 | 92337CAA2 |
| — | RMG ACQUISITION CORP | 600,000 | $6.018M | 0.4% | $10.03 | $10.03 | — | UNIT 99/99/9999 | 749641205 |
| — | TRINE ACQUISITION CORP | 550,000 | $5.511M | 0.3% | $10.02 | $10.02 | — | UNIT 03/31/2021 | 89628U207 |
| — | HENNESSY CAP ACQUSTION CORP | 546,467 | $5.508M | 0.3% | $10.08 | $10.08 | — | UNIT 99/99/9999 | 42589C203 |
| — | COLFAX CORP | 40,000 | $5.338M | 0.3% | $133.45 | $133.45 | — | UNIT 01/15/2022T | 194014205 |
| — | TUSCAN HOLDINGS CORP | 500,000 | $5.214M | 0.3% | $10.43 | $10.43 | — | UNIT 99/99/9999 | 90069K203 |
| — | GORES METROPOULOS INC | 500,000 | $5.12M | 0.3% | $10.24 | $10.24 | — | UNIT 99/99/9999 | 382872208 |
| RWGE | REGALWOOD GLOBAL ENERGY LTD | 500,000 | $5.05M | 0.3% | $10.10 | $10.10 | — | COM CL A | G74760102 |
| — | GORES HOLDINGS III INC | 501,300 | $4.963M | 0.3% | $9.90 | $9.90 | — | CLASS A | 38286G109 |
| — | HARMONIC INC | 3,950,000 | $4.588M | 0.3% | $1.16 | $1.06 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | SYNAPTICS INC | 4,950,000 | $4.575M | 0.3% | $0.92 | $0.92 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | DIAMONDPEAK HLDGS COR | 400,000 | $4.008M | 0.2% | $10.02 | $10.02 | — | UNIT 99/99/9999 | 25280H209 |
| — | DFB HEALTHCARE ACQUISTION CO | 400,000 | $3.996M | 0.2% | $9.99 | $9.99 | — | COM | 23291E109 |
| — | DANAHER CORPORATION | 3,500 | $3.677M | 0.2% | $1050.57 | $1050.57 | — | 4.75 MND CV PFD | 235851300 |
| — | PLURALSIGHT INC | 112,200 | $3.561M | 0.2% | $31.74 | $31.74 | — | COM CL A | 72941B106 |
| — | TORTOISE ACQUISITION CORP | 350,000 | $3.496M | 0.2% | $9.99 | $9.99 | — | UNIT 03/04/2024 | 89154L209 |
| — | SHIP FIN INTL LTD | 3,400,000 | $3.407M | 0.2% | $1.00 | $1.05 | — | NOTE 4.875% 5/0 | 824689AG8 |
| — | ENVESTNET INC | 3,000,000 | $3.367M | 0.2% | $1.12 | $1.02 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | INTREXON CORP | 5,000,000 | $3.044M | 0.2% | $0.61 | $1.20 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | LEGACY ACQUISITION CORP | 300,100 | $3.013M | 0.2% | $10.04 | $10.04 | — | COM CL A | 524643103 |
| — | SPARTAN ENERGY ACQUISITON CO | 300,000 | $2.949M | 0.2% | $9.83 | $9.83 | — | CL A COM STK | 846784106 |
| — | FINTECH ACQUISITION CORP III | 300,000 | $2.925M | 0.2% | $9.75 | $9.75 | — | COM CL A | 31811A101 |
| — | TEAM INC | 2,500,000 | $2.736M | 0.2% | $1.09 | $1.27 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | CF FIN ACQUISITION CORP | 267,870 | $2.652M | 0.2% | $9.90 | $9.90 | — | COM CL A | 12528N107 |
| — | SEACOR HOLDINGS INC | 2,615,000 | $2.522M | 0.1% | $0.96 | $1.02 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | HERCULES CAPITAL INC | 2,500,000 | $2.482M | 0.1% | $0.99 | $0.97 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | ARRAY BIOPHARMA INC | 1,367,000 | $2.415M | 0.1% | $1.77 | $1.13 | — | NOTE 2.625%12/0 | 04269XAB1 |
| — | OPKO HEALTH INC | 2,250,000 | $2.15M | 0.1% | $0.96 | $0.96 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | MONOCLE ACQUISITION CORP | 213,745 | $2.095M | 0.1% | $9.80 | $9.80 | — | COM | 609754106 |
| — | GOPRO INC | 2,000,000 | $2.014M | 0.1% | $1.01 | $0.95 | — | NOTE 3.500% 4/1 | 38268TAB9 |
| — | LEO HOLDINGS CORP | 200,000 | $2.008M | 0.1% | $10.04 | $10.04 | — | COM CL A | G5463L105 |
| — | LEISURE ACQUISITION CORP | 200,000 | $2.007M | 0.1% | $10.04 | $10.04 | — | COM | 52539T107 |
| — | GS ACQUISITION HLDGS CORP | 200,000 | $2.004M | 0.1% | $10.02 | $10.02 | — | COM CL A | 36255F102 |
| — | EVOLENT HEALTH INC | 2,000,000 | $1.956M | 0.1% | $0.98 | $0.98 | — | NOTE 2.000%12/0 | 30050BAB7 |
| — | BOXWOOD MERGER CORP | 200,000 | $1.944M | 0.1% | $9.72 | $9.72 | — | COM CL A | 10319T101 |
| — | LIVEPERSON INC | 59,300 | $1.721M | 0.1% | $29.02 | $29.02 | — | COM | 538146101 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 1,500,000 | $1.611M | 0.1% | $1.07 | $0.96 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | TRINITY MERGER CORP | 150,000 | $1.533M | 0.1% | $10.22 | $10.22 | — | COM CL A | 89653L106 |
| — | PURE ACQUISITION CORP | 150,000 | $1.508M | 0.1% | $10.05 | $10.02 | — | CL A | 74621Q106 |
| — | NEBULA ACQUISITION CORP | 150,000 | $1.498M | 0.1% | $9.99 | $9.99 | — | COM CLASS A | 629076100 |
| GPRO | GOPRO INC | 226,546 | $1.473M | 0.1% | $6.50 * | $5.59 | -0.0% | CL A | 38268T103 |
| CHGG | CHEGG INC | 32,600 | $1.243M | 0.1% | $38.13 * | $36.43 | 0.0% | COM | 163092109 |
| — | COLLIER CREEK HOLDINGS | 100,000 | $994K | 0.1% | $9.94 | $9.94 | — | COM CL A | G22707106 |
| — | VEECO INSTRS INC DEL | 1,060,000 | $915K | 0.1% | $0.86 | $0.86 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | CHURCHILL CAP CORP | 66,569 | $895K | 0.1% | $13.44 | $13.44 | — | COM CL A | 17142R103 |
| NIO | NIO INC | 114,100 | $582K | 0.0% | $5.10 | $5.10 | — | SPON ADS | 62914V106 |
| — | FAR PT ACQUISITION CORP | 50,000 | $497K | 0.0% | $9.94 | $9.94 | — | COM CL A | 30734W109 |
| — | CHURCHILL CAP CORP | 100,000 | $349K | 0.0% | $3.49 | $3.49 | — | *W EXP 09/11/202 | 17142R111 |
| — | NII HLDGS INC | 100,000 | $196K | 0.0% | $1.96 | $1.96 | — | COM PAR | 62913F508 |
| — | REGALWOOD GLOBAL ENERGY LTD | 166,666 | $173K | 0.0% | $1.04 | $1.04 | — | *W EXP 12/05/202 | G74760128 |
| — | DFB HEALTHCARE ACQUISTION CO | 133,333 | $155K | 0.0% | $1.16 | $1.16 | — | *W EXP 04/11/202 | 23291E117 |
| — | FINTECH ACQUISITION CORP III | 150,000 | $118K | 0.0% | $0.79 | $0.79 | — | *W EXP 12/01/202 | 31811A119 |
| — | SPARTAN ENERGY ACQUISITON CO | 100,000 | $118K | 0.0% | $1.18 | $1.18 | — | *W EXP 08/27/202 | 846784122 |
| — | SOUTHWESTERN ENERGY CO | 25,000 | $117K | 0.0% | $4.68 | $6.08 | — | COM | 845467109 |
| — | CF FIN ACQUISITION CORP | 200,902 | $97,000 | 0.0% | $0.48 | $0.48 | — | *W EXP 04/30/202 | 12528N115 |
| — | LEGACY ACQUISITION CORP | 300,100 | $87,000 | 0.0% | $0.29 | $0.29 | — | *W EXP 11/30/202 | 524643111 |
| — | GORES HOLDINGS III INC | 66,666 | $85,000 | 0.0% | $1.28 | $1.28 | — | *W EXP 09/11/202 | 38286G117 |
| — | GS ACQUISITION HLDGS CORP | 66,666 | $82,000 | 0.0% | $1.23 | $1.23 | — | *W EXP 06/12/202 | 36255F110 |
| — | PURE ACQUISITION CORP | 62,500 | $76,000 | 0.0% | $1.22 | $1.22 | — | *W EXP 04/17/202 | 74621Q114 |
| — | LEO HOLDINGS CORP | 100,000 | $75,000 | 0.0% | $0.75 | $0.75 | — | *W EXP 02/07/202 | G5463L113 |
| — | BOXWOOD MERGER CORP | 200,000 | $69,000 | 0.0% | $0.34 | $0.34 | — | *W EXP 11/26/202 | 10319T119 |
| — | LEISURE ACQUISITION CORP | 100,000 | $66,000 | 0.0% | $0.66 | $0.66 | — | *W EXP 12/05/201 | 52539T115 |
| — | MONOCLE ACQUISITION CORP | 213,745 | $63,000 | 0.0% | $0.29 | $0.29 | — | *W EXP 12/06/202 | 609754114 |
| — | TRINITY MERGER CORP | 150,000 | $60,000 | 0.0% | $0.40 | $0.40 | — | *W EXP 05/11/202 | 89653L114 |
| — | TARGET HOSPITALITY CORP | 50,000 | $55,000 | 0.0% | $1.10 | $1.10 | — | *W EXP 03/15/202 | 87615L115 |
| — | NEBULA ACQUISITION CORP | 50,000 | $43,000 | 0.0% | $0.86 | $0.86 | — | *W EXP 03/12/202 | 629076118 |
| — | COLLIER CREEK HOLDINGS | 33,333 | $36,000 | 0.0% | $1.08 | $1.08 | — | *W EXP 99/99/999 | G22707114 |
| — | FAR PT ACQUISITION CORP | 16,666 | $22,000 | 0.0% | $1.32 | $1.32 | — | *W EXP 06/01/202 | 30734W117 |
| — | SENTINEL ENERGY SVCS INC | 33,333 | $22,000 | 0.0% | $0.66 | $1.32 | — | *W EXP 11/02/202 | 81728P113 |
| — | PHUNWARE INC | 15,000 | $13,000 | 0.0% | $0.87 | $0.87 | — | *W EXP 12/26/202 | 71948P118 |