Location: Boston, MA
CIK: 0001357550 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 12, 2017
Total Value: $772M (30.2% shares, 69.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | NVIDIA CORP | 21,992,000 | $119M | 15.5% | $5.43 | $5.40 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | INTEL CORP | 52,629,000 | $71.52M | 9.3% | $1.36 | $1.37 | — | SDCV 12/1 | 458140AD2 |
| — | NOVELLUS SYS INC | 17,590,000 | $66.89M | 8.7% | $3.80 | $3.80 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | BROCADE COMMUNICATIONS SYS I | 61,739,000 | $62.45M | 8.1% | $1.01 | $1.01 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | MGIC INVT CORP WIS | 35,373,000 | $51.49M | 6.7% | $1.46 | $1.46 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | MICRON TECHNOLOGY INC | 15,300,000 | $45.41M | 5.9% | $2.97 | $2.97 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | XILINX INC | 19,062,000 | $38.17M | 4.9% | $2.00 | $2.14 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | NXP SEMICONDUCTORS N V | 25,007,000 | $28.96M | 3.8% | $1.16 | $1.16 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | ENVISION HEALTHCARE CORP | 228,737 | $26.08M | 3.4% | $114.02 | $118.09 | — | PFD CNV 5.25% A1 | 29414D209 |
| — | AMERICAN TOWER CORP NEW | 220,000 | $25.13M | 3.3% | $114.22 | $112.72 | — | PFD CONV SER A | 03027X308 |
| KEY | KEYCORP NEW | 1,320,000 | $23.47M | 3.0% | $17.78 | — | — | Put | 493267108 |
| — | ARRAY BIOPHARMA INC | 13,841,000 | $19.98M | 2.6% | $1.44 | $1.44 | — | NOTE 3.000% 6/0 | 04269XAA3 |
| — | ELECTRUM SPL ACQUISITION COR | 1,836,395 | $18.27M | 2.4% | $9.95 | $9.73 | — | SHS | G3105C104 |
| — | HEALTHSOUTH CORP | 13,983,000 | $17.13M | 2.2% | $1.23 | $1.23 | — | DEBT 2.000%12/0 | 421924BL4 |
| — | T MOBILE US INC | 125,000 | $13.23M | 1.7% | $105.81 | $105.81 | — | CONV PFD SER A | 872590203 |
| — | GP INVTS ACQUISITION COR | 1,196,315 | $11.93M | 1.5% | $9.97 | $9.66 | — | SHS | G40357124 |
| — | MICROCHIP TECHNOLOGY INC | 7,500,000 | $10.79M | 1.4% | $1.44 | $1.44 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | M III ACQUISITION CORP | 1,058,000 | $10.37M | 1.3% | $9.80 | $9.75 | — | COM | 55378T104 |
| — | UNIVERSAL AMERN CORP NEW | 1,010,275 | $10.07M | 1.3% | $9.97 | $9.97 | — | COM | 91338E101 |
| — | SOUTHWESTERN ENERGY CO | 496,362 | $9.818M | 1.3% | $19.78 | $23.58 | — | DEP SHS 1/20 B | 845467208 |
| — | KLR ENERGY ACQUISITION CORP | 814,000 | $8.407M | 1.1% | $10.33 | $10.01 | — | CL A | 49877M108 |
| — | KAYNE ANDERSON ACQUISITION | 750,000 | $7.515M | 1.0% | $10.02 | $10.02 | — | UNIT 06/30/2022 | 48661U201 |
| — | BLACK HILLS CORP | 100,000 | $7.338M | 1.0% | $73.38 | $68.87 | — | UNIT 99/99/9999 | 092113125 |
| — | WPX ENERGY INC | 121,010 | $7.314M | 0.9% | $60.44 | $62.61 | — | PFD SER A CV | 98212B202 |
| BABA | ALIBABA GROUP HLDG LTD | 60,000 | $6.47M | 0.8% | $107.83 | — | — | Put | 01609W102 |
| — | EXELON CORP | 121,000 | $5.973M | 0.8% | $49.36 | $49.36 | — | UNIT 99/99/9999 | 30161N127 |
| — | SILVER RUN ACQUISITION | 500,000 | $5.22M | 0.7% | $10.44 | $10.44 | — | UNIT 99/99/9999 | 82812A202 |
| — | M I ACQUISITIONS INC | 400,000 | $4M | 0.5% | $10.00 | $10.00 | — | COM | 55304A104 |
| CVE | CENOVUS ENERGY INC | 350,000 | $3.955M | 0.5% | $11.30 | $11.42 | 0.0% | COM | 15135U109 |
| — | THERAVANCE BIOPHARMA INC | 3,000,000 | $3.835M | 0.5% | $1.28 | $1.15 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | EASTERLY ACQUISITION CORP | 290,400 | $2.904M | 0.4% | $10.00 | $9.99 | — | COM | 27616L102 |
| — | ARBOR RLTY TR INC | 2,750,000 | $2.886M | 0.4% | $1.05 | $1.00 | — | NOTE 6.500%10/0 | 038923AA6 |
| — | PACIFIC SPL ACQUISITION CORP | 246,000 | $2.546M | 0.3% | $10.35 | $10.05 | — | SHS | G68588105 |
| SPPP | SPROTT PHYSICAL PLAT PALLAD | 317,293 | $2.459M | 0.3% | $7.75 | $6.90 | — | UNIT | 85207Q104 |
| SA | SEABRIDGE GOLD INC | 220,143 | $2.419M | 0.3% | $10.99 * | $10.40 | 0.0% | COM | 811916105 |
| — | JPMORGAN CHINA REGION FD INC | 112,775 | $2.064M | 0.3% | $18.30 | $18.30 | — | COM | 48126T104 |
| — | BARINGTON HILCO ACQUISITION | 185,598 | $1.921M | 0.2% | $10.35 | $9.67 | — | COM | 06759V101 |
| — | KOREA EQUITY FD INC | 207,572 | $1.822M | 0.2% | $8.78 | $8.78 | — | COM | 50063B104 |
| — | ADVENT CLAYMORE ENH GRW & IN | 196,864 | $1.662M | 0.2% | $8.44 | $8.33 | — | COM | 00765E104 |
| HLF | HERBALIFE LTD | 24,793 | $1.441M | 0.2% | $58.12 * | $27.82 | 0.0% | COM USD SHS | G4412G101 |
| — | ORIGO ACQUISITION CORP | 126,676 | $1.324M | 0.2% | $10.45 | $10.22 | — | SHS | G67789126 |
| — | ARCONIC INC | 25,000 | $1.026M | 0.1% | $41.04 | $41.04 | — | PFD CONV B SER 1 | 03965L308 |
| — | MATLIN & PARTNERS ACQUISITIO | 85,086 | $853K | 0.1% | $10.03 | $10.03 | — | UNIT 05/28/2021A | 57682V205 |
| — | GTY TECHNOLOGY HOLDINGS INC | 74,500 | $769K | 0.1% | $10.32 | $10.50 | — | UNIT 99/99/9999 | G4182A110 |
| ARCC | ARES CAP CORP | 38,700 | $673K | 0.1% | $17.39 | — | — | Put | 04010L103 |
| — | BROCADE COMMUNICATIONS SYS I | 38,400 | $479K | 0.1% | $12.47 | — | — | Put | 111621306 |
| — | TURKISH INVT FD INC | 46,561 | $388K | 0.1% | $8.33 | $8.33 | — | COM | 900145103 |
| SA | SEABRIDGE GOLD INC | 34,000 | $374K | 0.0% | $11.00 * | $10.40 | 0.0% | Put | 811916105 |
| — | TEMPLETON EMERG MKTS INCOME | 26,062 | $293K | 0.0% | $11.24 | $10.92 | — | COM | 880192109 |
| — | NORTH AMERN ENERGY PARTNERS | 53,736 | $266K | 0.0% | $4.95 | $2.14 | — | COM | 656844107 |
| — | BROOKFIELD REAL ASSETS INCOM | 11,507 | $262K | 0.0% | $22.77 | $22.77 | — | SHS BEN INT | 112830104 |
| — | DONNELLEY R R & SONS CO | 13,122 | $159K | 0.0% | $12.12 | $15.66 | — | COM | 257867200 |
| — | CBL & ASSOC PPTYS INC | 16,647 | $159K | 0.0% | $9.55 | $9.55 | — | COM | 124830100 |
| FF | FUTUREFUEL CORPORATION | 11,126 | $158K | 0.0% | $14.20 * | $4.57 | 0.0% | COM | 36116M106 |
| — | FINISH LINE INC | 11,042 | $157K | 0.0% | $14.22 | $14.22 | — | CL A | 317923100 |
| — | NEW SR INVT GROUP INC | 15,320 | $156K | 0.0% | $10.18 | $11.56 | — | COM | 648691103 |
| NAVI | NAVIENT CORPORATION | 10,470 | $155K | 0.0% | $14.80 * | $13.93 | +10.0% | COM | 63938C108 |
| — | ANWORTH MORTGAGE ASSET CP | 27,348 | $152K | 0.0% | $5.56 | $5.18 | — | COM | 037347101 |
| — | CYS INVTS INC | 18,999 | $151K | 0.0% | $7.95 | $7.73 | — | COM | 12673A108 |
| — | CAPSTEAD MTG CORP | 14,330 | $151K | 0.0% | $10.54 | $10.54 | — | COM NO PAR | 14067E506 |
| — | NORTHSTAR REALTY EUROPE CORP | 13,054 | $151K | 0.0% | $11.57 | $12.57 | — | COM | 66706L101 |
| WEN | WENDYS CO | 11,001 | $150K | 0.0% | $13.64 | $13.64 | 0.0% | COM | 95058W100 |
| — | TWO HBRS INVT CORP | 15,524 | $149K | 0.0% | $9.60 | $8.73 | — | COM | 90187B101 |
| — | MFA FINL INC | 18,330 | $148K | 0.0% | $8.07 | $7.65 | — | COM | 55272X102 |
| — | INVESTORS BANCORP INC NEW | 10,277 | $148K | 0.0% | $14.40 | $12.03 | — | COM | 46146L101 |
| — | ZWEIG FD | 11,148 | $124K | 0.0% | $11.12 | $11.12 | — | COM NEW | 989834205 |
| — | GUGGENHEIM ENHNCD EQTY INCM | 14,234 | $115K | 0.0% | $8.08 | $8.08 | — | COM | 40167B100 |
| — | AXAR ACQUISITION CORP | 124,999 | $100K | 0.0% | $0.80 | — | — | *W EXP 12/31/202 | 05455L128 |
| — | CHESAPEAKE ENERGY CORP | 70,000 | $69,000 | 0.0% | $0.99 | $0.99 | — | NOTE 2.250%12/1 | 165167CB1 |
| — | WESTERN ASSET HIGH INCM OPP | 12,293 | $62,000 | 0.0% | $5.04 | $5.04 | — | COM | 95766K109 |
| — | CREDIT SUISSE HIGH YLD BND F | 18,141 | $48,000 | 0.0% | $2.65 | $2.65 | — | SH BEN INT | 22544F103 |
| — | COMMUNITY HEALTH SYS INC NEW | 3,000,000 | $26,000 | 0.0% | $0.01 | $0.06 | — | RIGHT 99/99/9999 | 203668116 |
| — | AXAR ACQUISITION CORP | 195,415 | $14,000 | 0.0% | $0.07 | $0.08 | — | *W EXP 10/28/2019 | 05455L110 |