13F-HR filed by ADVENT CAPITAL MANAGEMENT /DE/
ADVENT CAPITAL MANAGEMENT /DE/ filed this 13F-HR for the quarter ended 2017-03-31, filed 2017-05-05, with 260 holding rows worth $5,345,711,000.
- Accession
- 0001140361-17-018539
- Filer
- CIK 1097278
- Filed
- 2017-05-05
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2017
A holdings report, 267 entries on the cover page, a total value of $5,345,711,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $5,345,711,000 with VALUE read as thousands by filing date, 13F file number 028-05049. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerGUGGENHEIM FUNDS INVESTMENT ADVISORS, LLC028-11097
- included managerRussell Investments Group, Ltd.028-17598
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| MICRON TECHNOLOGY INC | 595112AY9 | NOTE 3.000%11/1 | 126,018,000 | $141,075,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 86,231,000 | $122,958,000 | thousands by filing date | principal |
| YAHOO INC | 984332AF3 | NOTE 12/0 | 115,648,000 | $120,139,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AH2 | NOTE 0.500% 6/1 | 101,923,000 | $106,126,000 | thousands by filing date | principal |
| WRIGHT MED GROUP INC | 98235TAE7 | NOTE 2.000% 2/1 | 87,254,000 | $104,232,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943FAF7 | NOTE 1.000% 7/0 | 78,165,000 | $86,813,000 | thousands by filing date | principal |
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 61,741,000 | $84,070,000 | thousands by filing date | principal |
| JAZZ INVESTMENTS I LTD | 472145AB7 | NOTE 1.875% 8/1 | 76,624,000 | $81,931,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAB8 | NOTE 0.250% 9/1 | 82,294,000 | $77,348,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AK1 | NOTE 1.000%12/0 | 70,088,000 | $76,507,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAE1 | NOTE 0.750%10/1 | 64,770,000 | $73,667,000 | thousands by filing date | principal |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 56,330,000 | $72,326,000 | thousands by filing date | principal |
| LAM RESEARCH CORP | 512807AL2 | NOTE | 34,029,000 | $72,033,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAD4 | NOTE 1.000% 9/1 | 77,665,000 | $70,815,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 57,149 | $70,809,000 | thousands by filing date | |
| ALLSCRIPTS HEALTHCARE SOLUTN | 01988PAD0 | NOTE 1.250% 7/0 | 70,234,000 | $70,699,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS INC | 67020YAK6 | DBCV 1.000%12/1 | 73,851,000 | $70,312,000 | thousands by filing date | principal |
| HOLOGIC INC | 436440AG6 | FRNT 2.000%12/1 | 56,294,000 | $69,920,000 | thousands by filing date | principal |
| DYCOM INDS INC | 267475AB7 | NOTE 0.750% 9/1 | 59,886,000 | $69,855,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AX4 | NOTE 0.900% 9/1 | 61,581,000 | $69,281,000 | thousands by filing date | principal |
| ISIS PHARMACEUTICALS INC DEL | 464337AJ3 | NOTE 1.000%11/1 | 71,584,000 | $69,095,000 | thousands by filing date | principal |
| Chesapeake Energy | 165167CR6 | CONV BOND | 63,698,000 | $66,211,000 | thousands by filing date | principal |
| RED HAT INC | 756577AD4 | NOTE 0.250%10/0 | 49,815,000 | $64,536,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 62,581,000 | $63,566,000 | thousands by filing date | principal |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 64,272,000 | $63,393,000 | thousands by filing date | principal |
| ELECTRONICS FOR IMAGING INC | 286082AC6 | NOTE 0.750% 9/0 | 55,455,000 | $60,423,000 | thousands by filing date | principal |
| INTEGRATED DEVICE TECHNOLOGY | 458118AC0 | NOTE 0.87511/1 | 59,479,000 | $59,955,000 | thousands by filing date | principal |
| FIREEYE INC | 31816QAB7 | NOTE 1.000% 6/0 | 61,912,000 | $58,124,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAM5 | NOTE 4.375% 1/1 | 55,810,000 | $57,484,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 50,439,000 | $57,221,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAD2 | DBCV 1.625% 8/1 | 52,656,000 | $56,090,000 | thousands by filing date | principal |
| ALLERGAN PLC | EP0481507 | CONV PFD | 65,238 | $55,356,000 | thousands by filing date | |
| VERINT SYS INC | 92343XAA8 | NOTE 1.500% 6/0 | 55,849,000 | $55,080,000 | thousands by filing date | principal |
| ELEVANCE HEALTH INC | 036752202 | PREFERRED STOCK | 1,078,687 | $54,051,000 | thousands by filing date | |
| B2GOLD CORP | 11777QAB6 | NOTE 3.250%10/0 | 49,533,000 | $53,062,000 | thousands by filing date | principal |
| CSG SYS INTL INC | 126349AF6 | NOTE 4.250% 3/1 | 48,450,000 | $50,205,000 | thousands by filing date | principal |
| SERVICENOW INC | 81762PAB8 | NOTE 11/0 | 38,934,000 | $50,184,000 | thousands by filing date | principal |
| LIBERTY INTERACTIVE LLC | 530610AD6 | NOTE 1.750% 9/1 | 44,512,000 | $50,131,000 | thousands by filing date | principal |
| CORNERSTONE ONDEMAND INC | 21925YAB9 | NOTE 1.500% 7/0 | 48,508,000 | $49,605,000 | thousands by filing date | principal |
| WHITING PETE CORP NEW | 966387AL6 | NOTE 1.250% 4/0 | 55,914,000 | $49,112,000 | thousands by filing date | principal |
| HORIZON PHARMA INVT LTD | 44052TAB7 | NOTE 2.500% 3/1 | 52,956,000 | $48,618,000 | thousands by filing date | principal |
| MACQUARIE INFRASTRUCTURE COR | 55608BAA3 | NOTE 2.875% 7/1 | 42,603,000 | $47,813,000 | thousands by filing date | principal |
| MANDIANT INC | 31816QAD3 | NOTE 1.625% 6/0 | 50,828,000 | $45,704,000 | thousands by filing date | principal |
| JEFFERIES GROUP INC | 472319AG7 | CORPORATE OBLIG | 43,668,000 | $44,177,000 | thousands by filing date | principal |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 35,574 | $42,513,000 | thousands by filing date | |
| FOREST CITY ENTERPRISES | 345550AP2 | NOTE | 37,788,000 | $42,363,000 | thousands by filing date | principal |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 24,186,000 | $42,187,000 | thousands by filing date | principal |
| PDC ENERGY INC | 69327RAD3 | NOTE 1.125% 9/1 | 39,701,000 | $40,760,000 | thousands by filing date | principal |
| AIR LEASE CORP | 00912XAK0 | NOTE 3.875%12/0 | 28,086,000 | $40,195,000 | thousands by filing date | principal |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 35,520,000 | $38,080,000 | thousands by filing date | principal |
| ROYAL GOLD INC | 780287AA6 | NOTE | 35,834,000 | $37,788,000 | thousands by filing date | principal |
| NVDA 1 12/1/18 | 67066GAC8 | Bond 30/360P2 U | 6,863,000 | $37,162,000 | thousands by filing date | principal |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 37,045,000 | $37,011,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP | 530715AN1 | DEB 3.500% 1/1 | 66,434,000 | $36,123,000 | thousands by filing date | principal |
| HERBALIFE LTD | 42703MAB9 | NOTE 2.000% 8/1 | 37,614,000 | $36,039,000 | thousands by filing date | principal |
| PROOFPOINT INC | 743424AD5 | DBCV 0.750% 6/1 | 31,303,000 | $35,601,000 | thousands by filing date | principal |
| NEXTERA ENERGY INC CORPORATE | 65339f820 | COM | 697,026 | $35,352,000 | thousands by filing date | |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 15,775,000 | $34,606,000 | thousands by filing date | principal |
| JDS UNIPHASE CORP | 46612JAF8 | DBCV 0.625% 8/1 | 30,807,000 | $34,310,000 | thousands by filing date | principal |
| RYLAND GROUP 0.250 | 783764AS2 | NOTE 0.250% 6/0 | 35,916,000 | $33,880,000 | thousands by filing date | principal |
| NXP SEMICONDUCTORS N V | 62952QAB6 | NOTE 1.000%12/0 | 29,100,000 | $33,672,000 | thousands by filing date | principal |
| TOLL BROS FIN CORP | 88947EAM2 | NOTE 0.500% 9/1 | 33,031,000 | $32,882,000 | thousands by filing date | principal |
| MACQUARIE INFRASTRUCTURE COR | 55608BAB1 | NOTE 2.000%10/0 | 33,200,000 | $32,646,000 | thousands by filing date | principal |
| EURONET WORLDWIDE INC | 298736AH2 | NOTE 1.50010/0 | 25,773,000 | $32,581,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAF8 | NOTE 1.500%10/1 | 27,224,000 | $32,366,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAG6 | DBCV 2/1 | 32,022,000 | $31,810,000 | thousands by filing date | principal |
| RTI INTL METALS INC | 74973WAB3 | NOTE 1.625%10/1 | 27,216,000 | $31,694,000 | thousands by filing date | principal |
| LIVE NATION ENTERTAINMENT IN | 538034AJ8 | NOTE 2.500 5/1 | 29,117,000 | $31,671,000 | thousands by filing date | principal |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 31,053,000 | $31,665,000 | thousands by filing date | principal |
| SYNCHRONOSS TECHNOLOGIES INC | 87157BAA1 | NOTE 0.750 8/1 | 33,031,000 | $31,146,000 | thousands by filing date | principal |
| Starwood Property Trust, Inc. | 85571BAB1 | CONV | 26,857,000 | $30,811,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 20,870,000 | $29,980,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BR3 | NOTE 3.720% 3/1 | 25,374,000 | $28,577,000 | thousands by filing date | principal |
| FINISAR CORP | 31787AAM3 | NOTE 0.500%12/1 | 25,188,000 | $28,401,000 | thousands by filing date | principal |
| HLS 2 12/1/43 | 421924BL4 | Bond 30/360P2 U | 23,179,000 | $28,226,000 | thousands by filing date | principal |
| BSFT 1 9/01/22 | 11133BAD4 | Bond 30/360P2 U | 23,353,000 | $27,912,000 | thousands by filing date | principal |
| WBMD 1.5 12/20 | 94770VAK8 | Bond 30/360P2 U | 23,253,000 | $27,690,000 | thousands by filing date | principal |
| CLOVIS ONCOLOGY INC | 189464AB6 | NOTE 2.500% 9/1 | 20,585,000 | $26,533,000 | thousands by filing date | principal |
| QUIDEL CORP | 74838JAA9 | NOTE 3.250%12/1 | 24,843,000 | $25,613,000 | thousands by filing date | principal |
| STANDARD PAC CORP 1.250 | 85375CBC4 | NOTE 1.250% 8/0 | 24,694,000 | $25,602,000 | thousands by filing date | principal |
| SM ENERGY CO | 78454LAM2 | NOTE 1.500% 7/0 | 25,128,000 | $25,071,000 | thousands by filing date | principal |
| STARWOOD PROPERTY TRUST | 85571BAH8 | Convertible Debt | 25,000,000 | $25,016,000 | thousands by filing date | principal |
| INSULET CORP | 45784PAD3 | NOTE 2.000% 6/1 | 21,801,000 | $24,671,000 | thousands by filing date | principal |
| COLONY FINL INC | 19624RAA4 | NOTE 5.000% 4/1 | 24,295,000 | $24,331,000 | thousands by filing date | principal |
| STARWOOD WAYPOINT RESIDENTL | 85571WAB5 | NOTE 3.000% 7/0 | 20,276,000 | $24,002,000 | thousands by filing date | principal |
| ASSERTIO THERAPEUTICS INC | 249908AA2 | NOTE 2.500% 9/0 | 24,905,000 | $23,470,000 | thousands by filing date | principal |
| DOMINION ENERGY INC | 25746U836 | UNIT 08/15/2019 | 452,182 | $22,920,000 | thousands by filing date | |
| ADVANCED MICRO DEVICES INC | 007903BD8 | COM | 11,481,000 | $22,670,000 | thousands by filing date | principal |
| HOLOGIC INC | 436440AC5 | CORPORATE OBLIG | 16,004,000 | $22,346,000 | thousands by filing date | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 9,679,000 | $22,114,000 | thousands by filing date | principal |
| RYLAND GROUP INC | 783764AQ6 | NOTE 1.625% | 16,831,000 | $21,170,000 | thousands by filing date | principal |
| NATIONAL HEALTH INVS INC | 63633DAE4 | NOTE 3.250% 4/0 | 18,893,000 | $21,012,000 | thousands by filing date | principal |
| ARVINMERITOR INC | 043353AH4 | CORPORATE OBLIG | 19,918,000 | $20,891,000 | thousands by filing date | principal |
| NUVASIVE INC | 670704AG0 | NOTE 2.250% 3/1 | 15,247,000 | $20,879,000 | thousands by filing date | principal |
| BROOKDALE SENIOR LIVING | 112463AA2 | NOTE | 20,298,000 | $19,994,000 | thousands by filing date | principal |
| KB HOME 1.375 | 48666KAS8 | NOTE 1.375% 2/0 | 19,031,000 | $19,498,000 | thousands by filing date | principal |
| IMPAX LABORATORIES INC | 45256BAE1 | NOTE 2.000% 6/1 | 23,691,000 | $19,264,000 | thousands by filing date | principal |
| OLD REP INTL CORP | 680223AH7 | NOTE 3.750% 3/1 | 14,322,000 | $19,112,000 | thousands by filing date | principal |
| NEVRO CORP | 64157FAA1 | BOND | 15,650,000 | $19,064,000 | thousands by filing date | principal |
| T MOBILE US INC | 872590203 | CONV PFD SER A | 178,206 | $18,794,000 | thousands by filing date | |
| CITRIX SYS INC | 177376AD2 | NOTE 0.500% 4/1 | 14,925,000 | $18,752,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943FAH3 | DBCV 1.990% 7/0 | 16,000,000 | $18,543,000 | thousands by filing date | principal |
| CALAMP CORP | 128126AB5 | NOTE 1.625% 5/1 | 18,707,000 | $18,499,000 | thousands by filing date | principal |
| AMERICAN RLTY CAP PPTYS INC | 02917TAA2 | NOTE 3.000% 8/0 | 18,315,000 | $18,384,000 | thousands by filing date | principal |
| CRM 0.25 4/1/18 | 79466LAD6 | Bond 30/360P2 U | 14,231,000 | $18,340,000 | thousands by filing date | principal |
| WEB COM GROUP INC | 94733AAA2 | NOTE 1.000% 8/1 | 18,721,000 | $18,175,000 | thousands by filing date | principal |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 9,503,000 | $17,894,000 | thousands by filing date | principal |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BH8 | NOTE 2.250% 6/0 | 16,602,000 | $17,588,000 | thousands by filing date | principal |
| XILINX INC 2.625 | 983919AF8 | NOTE 2.625% 6/1 | 8,496,000 | $17,146,000 | thousands by filing date | principal |
| VEECO INSTRS INC DEL | 922417AD2 | NOTE 2.700% 1/1 | 15,918,000 | $16,582,000 | thousands by filing date | principal |
| AMERICAN TOWER CORP NEW | 03027X407 | DEP PFD CONV SE | 141,992 | $15,892,000 | thousands by filing date | |
| BROADSOFT INC | 11133BAB8 | NOTE 1.500% 7/0 | 13,962,000 | $15,656,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAB8 | NOTE 3.750% 5/1 | 15,123,000 | $15,533,000 | thousands by filing date | principal |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 14,732,000 | $14,455,000 | thousands by filing date | principal |
| WORKDAY INC | 98138HAC5 | NOTE 0.750% 7/1 | 12,320,000 | $14,108,000 | thousands by filing date | principal |
| ARCONIC INC | 03965L308 | PREFERRED STOCK | 327,102 | $13,318,000 | thousands by filing date | |
| OASIS PETE INC NEW | 674215AJ7 | NOTE | 9,472,000 | $12,856,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 10,000,000 | $12,786,000 | thousands by filing date | principal |
| FRONTIER COMMUNICATIONS CORP | 35906A207 | PFD CONV SER-A | 259,300 | $12,773,000 | thousands by filing date | |
| APC 7.5 PFD | 032511404 | Preferred Stock | 283,914 | $12,311,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 9,143,000 | $12,041,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 12,000,000 | $11,410,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AV5 | NOTE 2.125% 2/1 | 4,166,000 | $11,158,000 | thousands by filing date | principal |
| AMERICAN RLTY CAP PPTYS INC | 02917TAB0 | NOTE 3.750%12/1 | 11,000,000 | $11,096,000 | thousands by filing date | principal |
| CIENA CORP | 171779AK7 | DEBT 4.000%12/1 | 7,747,000 | $10,637,000 | thousands by filing date | principal |
| WELLTOWER INC 6.50 PFD PREPET | 95040Q203 | CPFD | 168,000 | $10,628,000 | thousands by filing date | |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 9,891,000 | $10,309,000 | thousands by filing date | principal |
| RED HAT INC | 756577102 | COM | 118,015 | $10,208,000 | thousands by filing date | |
| SCMP 3.25 12/21 | 864909AA4 | Bond 30/360P2 U | 9,839,000 | $9,747,000 | thousands by filing date | principal |
| HORIZON GLOBAL CORP | 44052WAA2 | NOTE 2.750% 7/0 | 9,957,000 | $9,080,000 | thousands by filing date | principal |
| SPECTRANETICS CORP | 84760CAA5 | MTNF 2.625% 6/0 | 7,603,000 | $8,705,000 | thousands by filing date | principal |
| United Parcel Service,Inc. Class B | 911312106 | COM | 76,380 | $8,196,000 | thousands by filing date | |
| RPM INTL INC | 749685AT0 | NOTE 2.250%12/1 | 6,712,000 | $8,063,000 | thousands by filing date | principal |
| DTE ENERGY CO | 233331883 | UNIT 99/99/9999 | 147,500 | $7,964,000 | thousands by filing date | |
| GREAT PLAINS ENERGY INC | 391164878 | PFD SH CONV | 148,531 | $7,863,000 | thousands by filing date | |
| Janus Capital | 47102XAH8 | CONV | 5,960,000 | $7,807,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAJ2 | NOTE 4.750prct 1/1 | 7,599,000 | $7,752,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS INC | 67020YAG5 | DEBT 1.500%11/0 | 7,250,000 | $7,479,000 | thousands by filing date | principal |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 7,823,000 | $7,302,000 | thousands by filing date | principal |
| STERICYCLE INC | 858912207 | DEP PFD A 1/10 | 100,000 | $7,140,000 | thousands by filing date | |
| PORTFOLIO RECOVERY ASSOCS IN | 73640QAB1 | NOTE 3.000% 8/0 | 7,864,000 | $7,081,000 | thousands by filing date | principal |
| Lockheed Martin Corporation | 539830109 | COM | 26,000 | $6,958,000 | thousands by filing date | |
| Bristol-Myers Squibb Company | 110122108 | COM | 127,680 | $6,943,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 192,000 | $6,789,000 | thousands by filing date | |
| NEXTERA ENERGY INC | 65339F846 | UNIT 08/31/2018 | 110,171 | $6,576,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO DEP SHS 120 B | 845467208 | Convertible Preferred | 321,432 | $6,323,000 | thousands by filing date | |
| Verizon Communications Inc | 92343V104 | COM | 125,000 | $6,094,000 | thousands by filing date | |
| MACQUARIE INFRASTRUCTURE HOLDI | 55608B105 | COMMON UNITS | 75,000 | $6,044,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 7,000 | $5,807,000 | thousands by filing date | |
| CENTURYLINK INC | 156700106 | COM | 241,360 | $5,689,000 | thousands by filing date | |
| INFINERA CORPORATION | 45667GAB9 | DBCV 1.750% 6/0 | 4,782,000 | $5,129,000 | thousands by filing date | principal |
| TYSON FOODS | 902494301 | COM | 73,895 | $4,967,000 | thousands by filing date | |
| EBS 2.875 01/21 | 29089QAB1 | Bond 30/360P2 U | 4,119,000 | $4,909,000 | thousands by filing date | principal |
| LABORATORY CRP OF AMER HLDGS | 50540RAG7 | CNV | 2,453,000 | $4,730,000 | thousands by filing date | principal |
| BIOGEN INC COM | 09062X103 | Stock | 17,000 | $4,648,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 388,397 | $4,521,000 | thousands by filing date | |
| L BRANDS INC | 501797104 | COM | 90,000 | $4,239,000 | thousands by filing date | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 100,000 | $4,230,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 65,000 | $4,130,000 | thousands by filing date | |
| ADVENT CLAY CONV SEC INC FD | 007639107 | COM | 554,000 | $3,385,000 | thousands by filing date | |
| HELIX ENERGY SOLUTIONS GRP I | 42330PAH0 | NOTE 4.250% 5/0 | 3,340,000 | $3,300,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AU7 | COM | 1,213,000 | $3,208,000 | thousands by filing date | principal |
| ALZA CORP 7/2 | 02261WAB5 | SDCV | 1,763,000 | $3,017,000 | thousands by filing date | principal |
| Gilead Sciences,Inc. | 375558103 | COM | 44,300 | $3,009,000 | thousands by filing date | |
| INVACARE CORP | 461203AF8 | NOTE 5.000% 2/1 | 2,750,000 | $2,785,000 | thousands by filing date | principal |
| DANAHER CORP DEL | 235851AF9 | NOTE 1/2 | 703,000 | $2,300,000 | thousands by filing date | principal |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 25,000 | $2,280,000 | thousands by filing date | |
| OMNICARE INC | 681904AR9 | DBCV 3.250%12/1 | 1,756,000 | $2,259,000 | thousands by filing date | principal |
| BRISTOL-MYERS SQUIBB CO | 110122AN8 | DBCV | 1,506,000 | $2,079,000 | thousands by filing date | principal |
| NEWMONT MINING CORP | 651639AJ5 | NOTE 1.625% 7/1 | 1,681,000 | $1,684,000 | thousands by filing date | principal |
| BLACKROCK TCP CAPITAL CORP | 87238QAB9 | COM | 1,000,000 | $1,048,000 | thousands by filing date | principal |
| FRONTIER COMMUNICATIONS CORP | 35906A958 | COM | 17,533 | $999,000 | thousands by filing date | put |
| MACYS INC COM | 55616P104 | Stock | 31,585 | $936,000 | thousands by filing date | |
| SPRINT CORP | 85207U105 | COM SER 1 | 100,000 | $868,000 | thousands by filing date | |
| T-Mobile US,Inc. | 872590104 | COM | 13,220 | $854,000 | thousands by filing date | |
| SANDISK CORP | 80004CAF8 | NOTE 0.500%10/1 | 801,000 | $839,000 | thousands by filing date | principal |
| TPG SPECIALTY LENDING INC | 87265KAB8 | NOTE 4.50012/1 | 800,000 | $821,000 | thousands by filing date | principal |
| ConocoPhillips | 20825C104 | COM | 15,000 | $748,000 | thousands by filing date | |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 676,000 | $730,000 | thousands by filing date | principal |
| MDSO 1 8/01/18 | 58471AAB1 | Bond 30/360P2 U | 617,000 | $697,000 | thousands by filing date | principal |
| AIR LEASE CORP | 00912X302 | CL A | 17,669 | $685,000 | thousands by filing date | |
| COMERICAINC | 200340107 | COM | 9,680 | $664,000 | thousands by filing date | |
| LENNAR CORP CL A | 526057104 | Stock | 12,510 | $640,000 | thousands by filing date | |
| KEYCORP COM | 493267108 | Stock | 35,315 | $628,000 | thousands by filing date | |
| ILLUMINA INC | 452327AF6 | NOTE 6/1 | 647,000 | $621,000 | thousands by filing date | principal |
| BOTTOMLINE TECH DEL INC | 101388AA4 | NOTE 1.500%12/0 | 594,000 | $600,000 | thousands by filing date | principal |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 5,000 | $594,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 25,000 | $590,000 | thousands by filing date | |
| ENDOLOGIX INC | 29266SAA4 | NOTE 2.250%12/1 | 610,000 | $586,000 | thousands by filing date | principal |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 154,000 | $585,000 | thousands by filing date | principal |
| GREENBRIER COS INC | 393657AH4 | NOTE 3.500% 4/0 | 405,000 | $570,000 | thousands by filing date | principal |
| CIENA CORP | 171779AE1 | NOTE | 500,000 | $498,000 | thousands by filing date | principal |
| TOLL BROTHERS INC COM | 889478103 | Stock | 13,510 | $488,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 35,000 | $468,000 | thousands by filing date | |
| BROCADE COMMUNICATIONS SYS I | 111621AQ1 | NOTE 1.375% 1/0 | 432,000 | $436,000 | thousands by filing date | principal |
| ALLERGAN PLC | G0177J108 | SHS | 1,790 | $428,000 | thousands by filing date | |
| NUANCE COMMUNICATIONS | 67020YAF7 | CORPORATE OBLIG | 408,000 | $410,000 | thousands by filing date | principal |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 416,000 | $398,000 | thousands by filing date | principal |
| TRIUMPH GROUP INC NEW | 896818101 | COM | 15,000 | $386,000 | thousands by filing date | |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 1,000 | $327,000 | thousands by filing date | |
| CLOVIS ONCOLOGY INC | 189464100 | COM | 5,000 | $318,000 | thousands by filing date | |
| INPHI CORP | 45772FAB3 | NOTE 1.125%12/0 | 230,000 | $318,000 | thousands by filing date | principal |
| MEDICINES CO | 584688AE5 | NOTE 2.500% 1/1 | 182,000 | $288,000 | thousands by filing date | principal |
| WRIGHT MED GROUP INC | 98235TAC1 | NOTE 2.000% 8/1 | 269,000 | $276,000 | thousands by filing date | principal |
| DEPOMED INC CMN STOCK | 249908954 | Cmn | 2,000 | $273,000 | thousands by filing date | put |
| NABORS INDUSTRIES LTD | G6359F103 | SHS | 20,700 | $271,000 | thousands by filing date | |
| HELIX ENERGY SOLUTIONS GROUP | 42330PAG2 | CORPORATE OBLIG | 265,000 | $261,000 | thousands by filing date | principal |
| Micron Technology,Inc. | 595112103 | COM | 8,821 | $255,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 2,640 | $232,000 | thousands by filing date | |
| SINA CORP | 82922RAD5 | NOTE 1.000%12/0 | 230,000 | $230,000 | thousands by filing date | principal |
| WEB.COM GROUP INC | 94733A104 | COMMON STOCK | 11,850 | $229,000 | thousands by filing date | |
| PDLI 4 2/1/18 | 69329YAF1 | Bond 30/360P2 U | 235,000 | $212,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC | 811904AM3 | NOTE 2.500%12/1 | 191,000 | $179,000 | thousands by filing date | principal |
| NEWPARK RES INC 4.000 | 651718AC2 | NOTE 4.000%10/0 | 202,000 | $177,000 | thousands by filing date | principal |
| HOMEAWAY INC | 43739QAB6 | NOTE 0.125 4/0 | 175,000 | $165,000 | thousands by filing date | principal |
| FOREST CITY ENTERPRISES INC | 345550AR8 | NOTE 3.625% 8/1 | 152,000 | $158,000 | thousands by filing date | principal |
| STANDARD BIOTOOLS INC | 34385PAA6 | NOTE 2.750% 2/0 | 257,000 | $144,000 | thousands by filing date | principal |
| MDCO 1.375 6/17 | 584688AC9 | Bond 30/360P2 U | 95,000 | $139,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189905 | CALL | 2,000 | $115,000 | thousands by filing date | call |
| CTRIP.COM INTERNATIONAL-ADR | 22943F900 | COM | 1,000 | $105,000 | thousands by filing date | call |
| DYNEGY INC NEW DEL | 26817R108 | COM | 13,124 | $103,000 | thousands by filing date | |
| CHART INDUSTRIES INC | 16115QAC4 | NOTE | 113,000 | $98,000 | thousands by filing date | principal |
| WEATHERFORD INTL INC ORD SHS | G48833100 | Stock | 11,700 | $78,000 | thousands by filing date | |
| HORNBECK OFFSHORE SVCS INC N | 440543AN6 | NOTE 1.500 9/0 | 145,000 | $74,000 | thousands by filing date | principal |
| B2GOLD CORP COM | 11777Q209 | Stock | 25,000 | $71,000 | thousands by filing date | |
| GENERAL ELECTRIC CO | 369604903 | COM | 3,000 | $71,000 | thousands by filing date | call |
| RED HAT INC | 756577902 | COM | 250 | $67,000 | thousands by filing date | call |
| FIREEYE INC | 31816Q901 | COM | 1,009 | $66,000 | thousands by filing date | call |
| ZILLOW GROUP INC | 98954M950 | CL C CAP STK | 1,100 | $47,000 | thousands by filing date | put |
| CLOVIS ONCOLOGY INC | 189464900 | CALL | 300 | $35,000 | thousands by filing date | call |
| ENCORE CAP GROUP INC | 292554AH5 | NOTE 2.875% 3/1 | 42,000 | $29,000 | thousands by filing date | principal |
| SELECT SECTOR SPDR TR | 81369Y905 | CALL | 1,000 | $27,000 | thousands by filing date | call |
| KEYCORP | 493267908 | CALL | 1,500 | $26,000 | thousands by filing date | call |
| MACYS INC | 55616P904 | CALL | 1,250 | $26,000 | thousands by filing date | call |
| YAHOO! INC | 984332906 | COM | 1,000 | $23,000 | thousands by filing date | call |
| EP ENERGY CORP | 268785952 | PUT | 3,000 | $23,000 | thousands by filing date | put |
| NOW 280121C00130000 | 81762p902 | CALL | 300 | $21,000 | thousands by filing date | call |
| CISCO SYS INC | 17275R902 | CALL | 3,000 | $20,000 | thousands by filing date | call |
| PFIZER INC | 717081903 | CALL | 1,500 | $17,000 | thousands by filing date | call |
| DEUTSCHE BK AG | D18190908 | NAMEN AKT | 300 | $17,000 | thousands by filing date | call |
| NABORS INDUSTRIES LTD | G6359F953 | COM | 1,000 | $16,000 | thousands by filing date | put |
| T-MOBILE US INC | 872590904 | COM | 50 | $15,000 | thousands by filing date | call |
| SPRINT CORPORATION | 85207U905 | COM | 1,000 | $12,000 | thousands by filing date | call |
| TEVA PHARMACEUTICAL INDS LTD | 881624909 | CALL | 1,000 | $11,000 | thousands by filing date | call |
| CONOCOPHILLIPS | 20825C904 | COM | 500 | $11,000 | thousands by filing date | call |
| POWERSHARES QQQ NASDAQ 100 | 73935A954 | COM | 500 | $10,000 | thousands by filing date | put |
| WHITING PETROLEUM CORPORATION | 966387952 | COM | 1,400 | $10,000 | thousands by filing date | put |
| SANTANDER CONSUMER USA HLDGS | 80283M951 | PUT | 1,000 | $10,000 | thousands by filing date | put |
| JARDEN CORP | 471109AM0 | NOTE 1.125% 3/1 | 7,000 | $9,000 | thousands by filing date | principal |
| DEPOMED INC CMN STOCK | 249908904 | Cmn | 1,000 | $8,000 | thousands by filing date | call |
| LIBERTY INTERACTIVE CORP-A | 53071M904 | COM | 150 | $7,000 | thousands by filing date | call |
| SPDR S&P 500 ETF TR | 78462F953 | PUT | 1,000 | $6,000 | thousands by filing date | put |
| PALO ALTO NETWORKS INC CALL AUG 270 | 697435905 | CALL AUG 270 | 300 | $5,000 | thousands by filing date | call |
| CONOCOPHILLIPS | 20825C954 | PUT | 250 | $5,000 | thousands by filing date | put |
| NXP SEMICONDUCTORS N V | N6596X959 | COM | 220 | $4,000 | thousands by filing date | put |
| ISHARES TR | 464287955 | PUT | 600 | $3,000 | thousands by filing date | put |
| CENTURYLINK INC | 156700956 | COM | 450 | $3,000 | thousands by filing date | put |
| FIREEYE INC | 31816Q951 | COM | 200 | $2,000 | thousands by filing date | put |
| VALEANT PHARMACEUTICALS INTE | 91911K902 | COM | 150 | $0 | thousands by filing date | callValue filed as zero, left out of ratios. |
| WEBMD HEALTH A ORDINARY | 94770V952 | Cmn | 1 | $0 | thousands by filing date | putValue filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-17-018539 | this filing | 2017-05-05 | acceptance time not in the bulk data set |