Location: New York, NY
CIK: 0001346554 · Show all filings
Period: Q2 2019 (← Previous) (Next →)
Filing Date: Aug 14, 2019
Total Value: $1.984B (7.7% shares, 92.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | INSULET CORP | 90,106,000 | $185M | 9.3% | $2.05 | $1.82 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| — | EVERBRIDGE INC | 66,587,000 | $178M | 9.0% | $2.68 | $2.68 | — | NOTE 1.500%11/0 | 29978AAA2 |
| — | MICRON TECHNOLOGY INC | 31,873,000 | $124M | 6.2% | $3.89 | $2.83 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | SAREPTA THERAPEUTICS INC | 40,000,000 | $89.06M | 4.5% | $2.23 | $1.68 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | ELECTRONICS FOR IMAGING INC | 73,141,000 | $73.05M | 3.7% | $1.00 | $0.99 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 69,155,000 | $69.77M | 3.5% | $1.01 | $1.00 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | ZILLOW GROUP INC | 50,000,000 | $56.83M | 2.9% | $1.14 | $1.02 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | TWITTER INC | 52,700,000 | $52.42M | 2.6% | $0.99 | $0.96 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | ANI PHARMACEUTICALS INC | 41,256,000 | $50.57M | 2.5% | $1.23 | $1.12 | — | NOTE 3.000%12/0 | 00182CAA1 |
| — | ISIS PHARMACEUTICALS INC DEL | 40,132,000 | $47.73M | 2.4% | $1.19 | $1.08 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | NUVASIVE INC | 40,926,000 | $46.79M | 2.4% | $1.14 | $1.11 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | ADVANCED MICRO DEVICES INC | 12,000,000 | $46.59M | 2.3% | $3.88 | $3.71 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | VERINT SYS INC | 41,572,000 | $44.75M | 2.3% | $1.08 | $1.09 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | ROVI CORP | 43,075,000 | $42.12M | 2.1% | $0.98 | $0.96 | — | NOTE 0.500% 3/0 | 779376AD4 |
| — | MICROCHIP TECHNOLOGY INC | 35,500,000 | $41.9M | 2.1% | $1.18 | $1.20 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | REPLIGEN CORP | 15,137,000 | $41.14M | 2.1% | $2.72 | $2.72 | — | NOTE 2.125% 6/0 | 759916AA7 |
| — | KNOWLES CORP | 34,066,000 | $40.97M | 2.1% | $1.20 | $1.17 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | PROS HOLDINGS INC | 26,860,000 | $36.98M | 1.9% | $1.38 | $1.07 | — | NOTE 2.000% 6/0 | 74346YAD5 |
| — | EMPIRE ST RLTY TR INC | 32,271,000 | $32.58M | 1.6% | $1.01 | $1.01 | — | NOTE 2.625% 8/1 | 292102AA8 |
| — | FIREEYE INC | 32,216,000 | $31.68M | 1.6% | $0.98 | $0.97 | — | NOTE 1.000% 6/0 | 31816QAB7 |
| — | TESLA INC | 31,000,000 | $30.57M | 1.5% | $0.99 | $0.99 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | AMAG PHARMACEUTICALS INC | 36,525,000 | $29.51M | 1.5% | $0.81 | $1.01 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | TWITTER INC | 30,000,000 | $28.86M | 1.5% | $0.96 | $0.93 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | COUPA SOFTWARE INC | 7,500,000 | $21.43M | 1.1% | $2.86 | $2.86 | — | NOTE 0.375% 1/1 | 22266LAB2 |
| — | PACIRA BIOSCIENCES | 20,487,000 | $21.16M | 1.1% | $1.03 | $1.00 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | CARDTRONICS INC | 21,200,000 | $20.59M | 1.0% | $0.97 | $0.98 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | RTI INTL METALS INC | 19,975,000 | $20.33M | 1.0% | $1.02 | $1.00 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | UNISYS CORP | 16,075,000 | $20.03M | 1.0% | $1.25 | $2.06 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | INFINERA CORPORATION | 25,000,000 | $17.3M | 0.9% | $0.69 | $0.92 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | PRETIUM RES INC | 16,454,000 | $16.3M | 0.8% | $0.99 | $0.95 | — | NOTE 2.250% 3/1 | 74139CAB8 |
| — | JAZZ INVESTMENTS I LTD | 14,712,000 | $15.12M | 0.8% | $1.03 | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | TWITTER INC | 15,000,000 | $14.69M | 0.7% | $0.98 | $0.98 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | INVACARE CORP | 17,575,000 | $14.46M | 0.7% | $0.82 | $1.24 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | NUANCE COMMUNICATIONS INC | 13,247,000 | $13.25M | 0.7% | $1.00 | $1.00 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | CTRIP COM INTL LTD | 13,000,000 | $12.92M | 0.7% | $0.99 | $1.02 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | AQUA AMERICA INC | 220,000 | $12.57M | 0.6% | $57.15 | $57.15 | — | UNIT 04/30/2022 | 03836W202 |
| — | SILICON LABORATORIES INC | 10,000,000 | $12.49M | 0.6% | $1.25 | $1.11 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | HELIX ENERGY SOLUTIONS GRP I | 10,000,000 | $12.34M | 0.6% | $1.23 | $1.14 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | CARBONITE INC | 10,003,000 | $12.13M | 0.6% | $1.21 | $1.44 | — | NOTE 2.500% 4/0 | 141337AB1 |
| — | NUTANIX INC | 13,000,000 | $12.1M | 0.6% | $0.93 | $0.93 | — | NOTE 1/1 | 67059NAB4 |
| — | LIBERTY EXPEDIA HLDGS INC | 11,501,000 | $11.51M | 0.6% | $1.00 | $1.00 | — | DEB 1.000% 6/3 | 53046PAB5 |
| — | CALAMP CORP | 11,475,000 | $11.27M | 0.6% | $0.98 | $0.97 | — | NOTE 1.625% 5/1 | 128126AB5 |
| — | INVACARE CORP | 15,000,000 | $11.2M | 0.6% | $0.75 | $1.34 | — | NOTE 4.500% 6/0 | 461203AH4 |
| — | CLOVIS ONCOLOGY INC | 11,000,000 | $9.894M | 0.5% | $0.90 | $0.92 | — | NOTE 2.500% 9/1 | 189464AB6 |
| — | CORENERGY INFRASTRUCTURE TR | 7,582,000 | $9.185M | 0.5% | $1.21 | $1.21 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | HARMONIC INC | 7,000,000 | $8.265M | 0.4% | $1.18 | $1.11 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | HERBALIFE LTD | 7,500,000 | $7.345M | 0.4% | $0.98 | $1.04 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | SOCIAL CAP HEDOSOPHIA HLDGS | 679,900 | $7.095M | 0.4% | $10.44 | $10.44 | — | CL A | G8250R103 |
| — | ZYNGA INC | 1,116,300 | $6.843M | 0.3% | $6.13 | $6.13 | — | CL A | 98986T108 |
| — | ACAMAR PARTNERS ACQSITION CO | 700,000 | $6.804M | 0.3% | $9.72 | $9.72 | — | CL A | 004285102 |
| — | DOMINION ENERGY INC | 65,000 | $6.717M | 0.3% | $103.34 | $103.34 | — | UNIT 99/99/9999 | 25746U133 |
| — | ACORDA THERAPEUTICS INC | 7,500,000 | $6.453M | 0.3% | $0.86 | $0.89 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | IRONWOOD PHARMACEUTICALS INC | 6,000,000 | $6.426M | 0.3% | $1.07 | $0.94 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | LEO HOLDINGS CORP | 600,000 | $6.162M | 0.3% | $10.27 | $10.19 | — | COM CL A | G5463L105 |
| — | RINGCENTRAL INC | 4,000,000 | $6.012M | 0.3% | $1.50 | $1.50 | — | NOTE 3/1 | 76680RAD9 |
| — | RMG ACQUISITION CORP | 600,000 | $5.862M | 0.3% | $9.77 | $9.77 | — | CL A | 749641106 |
| RPLA | REPLAY ACQUISITION CORP | 600,000 | $5.862M | 0.3% | $9.77 | $9.77 | — | COM | G75130107 |
| — | VIAVI SOLUTIONS INC | 5,000,000 | $5.797M | 0.3% | $1.16 | $1.16 | — | NOTE 1.750% 6/0 | 925550AE5 |
| — | ASSERTIO THERAPEUTICS INC | 7,500,000 | $5.51M | 0.3% | $0.73 | $0.71 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | HENNESSY CAP ACQUSTION CORP | 546,467 | $5.41M | 0.3% | $9.90 | $9.90 | — | CL A COM | 42589C104 |
| — | TRINE ACQUISITION CORP | 550,000 | $5.351M | 0.3% | $9.73 | $9.73 | — | COM CL A | 89628U108 |
| — | AVANTOR INC | 80,000 | $5.273M | 0.3% | $65.91 | $65.91 | — | 6.25 PFD CNV SR | 05352A209 |
| — | DYCOM INDS INC | 5,331,000 | $5.253M | 0.3% | $0.99 | $0.99 | — | NOTE 0.750% 9/1 | 267475AB7 |
| RWGE | REGALWOOD GLOBAL ENERGY LTD | 500,000 | $5.1M | 0.3% | $10.20 | $10.10 | — | COM CL A | G74760102 |
| — | COLFAX CORP | 40,000 | $5.066M | 0.3% | $126.65 | $133.45 | — | UNIT 01/15/2022T | 194014205 |
| — | GORES HOLDINGS III INC | 501,300 | $5.038M | 0.3% | $10.05 | $9.90 | — | CLASS A | 38286G109 |
| — | GORES METROPOULOS INC | 500,000 | $5.035M | 0.3% | $10.07 | $10.07 | — | COM CL A | 382872109 |
| — | TUSCAN HOLDINGS CORP | 500,000 | $4.94M | 0.2% | $9.88 | $9.88 | — | COM | 90069K104 |
| — | ALTAIR ENGR INC | 4,500,000 | $4.88M | 0.2% | $1.08 | $1.08 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | HOPE BANCORP INC | 5,000,000 | $4.57M | 0.2% | $0.91 | $0.91 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | ENVESTNET INC | 4,000,000 | $4.551M | 0.2% | $1.14 | $1.05 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | PLUG POWER INC | 4,000,000 | $4.532M | 0.2% | $1.13 | $1.13 | — | NOTE 5.500% 3/1 | 72919PAB9 |
| — | VERASTEM INC | 7,500,000 | $4.177M | 0.2% | $0.56 | $0.81 | — | NOTE 5.000%11/0 | 92337CAA2 |
| — | DFB HEALTHCARE ACQUISTION CO | 400,000 | $4.052M | 0.2% | $10.13 | $9.99 | — | COM | 23291E109 |
| — | DIAMONDPEAK HLDGS COR | 400,000 | $3.888M | 0.2% | $9.72 | $9.72 | — | COM CL A | 25280H100 |
| — | TESLA INC | 4,000,000 | $3.819M | 0.2% | $0.95 | $0.95 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | INTREXON CORP | 5,000,000 | $3.662M | 0.2% | $0.73 | $1.20 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 3,500,000 | $3.604M | 0.2% | $1.03 | $1.00 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | SHIP FIN INTL LTD | 3,400,000 | $3.494M | 0.2% | $1.03 | $1.05 | — | NOTE 4.875% 5/0 | 824689AG8 |
| — | TORTOISE ACQUISITION CORP | 350,000 | $3.448M | 0.2% | $9.85 | $9.85 | — | CL A | 89154L100 |
| — | LEGACY ACQUISITION CORP | 300,100 | $3.031M | 0.2% | $10.10 | $10.04 | — | COM CL A | 524643103 |
| — | SPARTAN ENERGY ACQUISITON CO | 300,000 | $3M | 0.2% | $10.00 | $9.83 | — | CL A COM STK | 846784106 |
| — | VOCERA COMMUNICATIONS INC | 2,500,000 | $2.993M | 0.2% | $1.20 | $1.20 | — | NOTE 1.500% 5/1 | 92857FAB3 |
| — | FINTECH ACQUISITION CORP III | 300,000 | $2.943M | 0.1% | $9.81 | $9.75 | — | COM CL A | 31811A101 |
| — | SEACOR HOLDINGS INC | 2,615,000 | $2.686M | 0.1% | $1.03 | $1.02 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | CF FIN ACQUISITION CORP | 267,870 | $2.684M | 0.1% | $10.02 | $9.90 | — | COM CL A | 12528N107 |
| — | TEAM INC | 2,500,000 | $2.616M | 0.1% | $1.05 | $1.27 | — | NOTE 5.000% 8/0 | 878155AE0 |
| QTWO | Q2 HLDGS INC | 31,700 | $2.421M | 0.1% | $76.37 * | $72.30 | 0.0% | COM | 74736L109 |
| — | CHANGE HEALTHCARE INC | 40,000 | $2.25M | 0.1% | $56.25 | $56.25 | — | UNIT 99/99/9999 | 15912K209 |
| — | MONOCLE ACQUISITION CORP | 213,745 | $2.116M | 0.1% | $9.90 | $9.80 | — | COM | 609754106 |
| — | LEISURE ACQUISITION CORP | 200,000 | $2.034M | 0.1% | $10.17 | $10.04 | — | COM | 52539T107 |
| — | GS ACQUISITION HLDGS CORP | 200,000 | $2.028M | 0.1% | $10.14 | $10.02 | — | COM CL A | 36255F102 |
| — | OPKO HEALTH INC | 2,250,000 | $2M | 0.1% | $0.89 | $0.96 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | SOUTH MTN MERGER CORP | 200,000 | $2M | 0.1% | $10.00 | $10.00 | — | UNIT 99/99/9999 | 838884203 |
| — | BOXWOOD MERGER CORP | 200,000 | $1.97M | 0.1% | $9.85 | $9.72 | — | COM CL A | 10319T101 |
| — | TRINITY MERGER CORP | 150,000 | $1.545M | 0.1% | $10.30 | $10.22 | — | COM CL A | 89653L106 |
| — | PURE ACQUISITION CORP | 150,000 | $1.521M | 0.1% | $10.14 | $10.02 | — | CL A | 74621Q106 |
| — | NEBULA ACQUISITION CORP | 150,000 | $1.514M | 0.1% | $10.09 | $9.99 | — | COM CLASS A | 629076100 |
| — | PAR PACIFIC HOLDINGS INC | 1,000,000 | $1.293M | 0.1% | $1.29 | $1.29 | — | NOTE 5.000% 6/1 | 69888VAA1 |
| — | CHURCHILL CAP CORP II | 125,000 | $1.269M | 0.1% | $10.15 | $10.15 | — | UNIT 99/99/9999 | 17143G205 |
| NIO | NIO INC | 408,500 | $1.042M | 0.1% | $2.55 | $3.26 | — | SPON ADS | 62914V106 |
| — | ACT II GLOBAL ACQUISITION CO | 100,000 | $1.012M | 0.1% | $10.12 | $10.12 | — | UNIT 04/30/2026 | G0080J112 |
| — | DIAMOND EAGLE ACQUISITION CO | 100,000 | $1.006M | 0.1% | $10.06 | $10.06 | — | UNIT 06/30/2026 | 25258L208 |
| — | COLLIER CREEK HOLDINGS | 100,000 | $1M | 0.1% | $10.00 | $9.94 | — | COM CL A | G22707106 |
| — | VEECO INSTRS INC DEL | 1,060,000 | $958K | 0.0% | $0.90 | $0.86 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | FAR PT ACQUISITION CORP | 50,000 | $510K | 0.0% | $10.20 | $9.94 | — | COM CL A | 30734W109 |
| — | CLARIVATE ANALYTICS PLC | 100,000 | $488K | 0.0% | $4.88 | $4.88 | — | *W EXP 11/09/201 | G21810117 |
| — | TUSCAN HOLDINGS CORP | 500,000 | $363K | 0.0% | $0.73 | $0.73 | — | *W EXP 04/01/202 | 90069K112 |
| NXPI | NXP SEMICONDUCTORS N V | 3,500 | $342K | 0.0% | $97.71 * | $86.89 | 0.0% | COM | N6596X109 |
| — | HENNESSY CAP ACQUSTION CORP | 409,850 | $216K | 0.0% | $0.53 | $0.53 | — | *W EXP 09/05/202 | 42589C112 |
| — | FINTECH ACQUISITION CORP III | 150,000 | $212K | 0.0% | $1.41 | $0.79 | — | *W EXP 12/01/202 | 31811A119 |
| — | GORES METROPOULOS INC | 166,666 | $212K | 0.0% | $1.27 | $1.27 | — | *W EXP 01/28/202 | 382872117 |
| — | HAYMAKER ACQUISITION CORP II | 20,000 | $204K | 0.0% | $10.20 | $10.20 | — | UNIT 10/31/2026 | 42087L200 |
| — | REPLAY ACQUISITION CORP | 250,000 | $203K | 0.0% | $0.81 | $0.81 | — | *W EXP 03/01/202 | G75130115 |
| — | RMG ACQUISITION CORP | 200,000 | $199K | 0.0% | $0.99 | $0.99 | — | *W EXP 02/21/202 | 749641114 |
| — | ACAMAR PARTNERS ACQSITION CO | 233,333 | $195K | 0.0% | $0.84 | $0.84 | — | *W EXP 02/26/202 | 004285110 |
| — | TRINE ACQUISITION CORP | 275,000 | $187K | 0.0% | $0.68 | $0.68 | — | *W EXP 03/31/202 | 89628U116 |
| — | REGALWOOD GLOBAL ENERGY LTD | 166,666 | $172K | 0.0% | $1.03 | $1.04 | — | *W EXP 12/05/202 | G74760128 |
| — | LEO HOLDINGS CORP | 100,000 | $130K | 0.0% | $1.30 | $0.75 | — | *W EXP 02/07/202 | G5463L113 |
| — | CF FIN ACQUISITION CORP | 200,902 | $125K | 0.0% | $0.62 | $0.48 | — | *W EXP 04/30/202 | 12528N115 |
| — | TORTOISE ACQUISITION CORP | 175,000 | $123K | 0.0% | $0.70 | $0.70 | — | *W EXP 03/04/202 | 89154L118 |
| — | DFB HEALTHCARE ACQUISTION CO | 133,333 | $116K | 0.0% | $0.87 | $1.16 | — | *W EXP 04/11/202 | 23291E117 |
| — | DIAMONDPEAK HLDGS COR | 133,333 | $115K | 0.0% | $0.86 | $0.86 | — | *W EXP 02/22/202 | 25280H118 |
| — | GORES HOLDINGS III INC | 66,666 | $105K | 0.0% | $1.58 | $1.28 | — | *W EXP 09/11/202 | 38286G117 |
| — | GS ACQUISITION HLDGS CORP | 66,666 | $97,000 | 0.0% | $1.46 | $1.23 | — | *W EXP 06/12/202 | 36255F110 |
| — | SPARTAN ENERGY ACQUISITON CO | 100,000 | $92,000 | 0.0% | $0.92 | $1.18 | — | *W EXP 08/27/202 | 846784122 |
| — | BOXWOOD MERGER CORP | 200,000 | $90,000 | 0.0% | $0.45 | $0.34 | — | *W EXP 11/26/202 | 10319T119 |
| — | LEGACY ACQUISITION CORP | 300,100 | $89,000 | 0.0% | $0.30 | $0.29 | — | *W EXP 11/30/202 | 524643111 |
| — | SOUTHWESTERN ENERGY CO | 25,000 | $79,000 | 0.0% | $3.16 | $6.08 | — | COM | 845467109 |
| — | TARGET HOSPITALITY CORP | 50,000 | $78,000 | 0.0% | $1.56 | $1.10 | — | *W EXP 03/15/202 | 87615L115 |
| — | PURE ACQUISITION CORP | 62,500 | $70,000 | 0.0% | $1.12 | $1.22 | — | *W EXP 04/17/202 | 74621Q114 |
| — | MONOCLE ACQUISITION CORP | 213,745 | $69,000 | 0.0% | $0.32 | $0.29 | — | *W EXP 12/06/202 | 609754114 |
| — | LEISURE ACQUISITION CORP | 100,000 | $60,000 | 0.0% | $0.60 | $0.66 | — | *W EXP 12/05/201 | 52539T115 |
| — | TRINITY MERGER CORP | 150,000 | $54,000 | 0.0% | $0.36 | $0.40 | — | *W EXP 05/11/202 | 89653L114 |
| — | TELIGENT INC NEW | 70,000 | $44,000 | 0.0% | $0.63 | $0.63 | — | COM | 87960W104 |
| — | NEBULA ACQUISITION CORP | 50,000 | $42,000 | 0.0% | $0.84 | $0.86 | — | *W EXP 03/12/202 | 629076118 |
| — | COLLIER CREEK HOLDINGS | 33,333 | $39,000 | 0.0% | $1.17 | $1.08 | — | *W EXP 99/99/999 | G22707114 |
| — | FAR PT ACQUISITION CORP | 16,666 | $24,000 | 0.0% | $1.44 | $1.32 | — | *W EXP 06/01/202 | 30734W117 |
| — | SENTINEL ENERGY SVCS INC | 33,333 | $24,000 | 0.0% | $0.72 | $1.32 | — | *W EXP 11/02/202 | 81728P113 |