13F-HR filed by ADVENT CAPITAL MANAGEMENT /DE/
ADVENT CAPITAL MANAGEMENT /DE/ filed this 13F-HR for the quarter ended 2017-12-31, filed 2018-02-13, with 259 holding rows worth $5,221,278,000.
- Accession
- 0001140361-18-006881
- Filer
- CIK 1097278
- Filed
- 2018-02-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2017
A holdings report, 265 entries on the cover page, a total value of $5,221,278,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $5,221,278,000 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 |
|---|---|---|---|---|---|---|
| YAHOO INC | 984332AF3 | NOTE 12/0 | 152,754,000 | $206,306,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 81,310 | $106,923,000 | thousands by filing date | |
| CITRIX SYS INC | 177376AD2 | NOTE 0.500% 4/1 | 75,684,000 | $98,086,000 | thousands by filing date | principal |
| WRIGHT MED GROUP INC | 98235TAE7 | NOTE 2.000% 2/1 | 95,489,000 | $97,998,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AH2 | NOTE 0.500% 6/1 | 81,898,000 | $97,187,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DELAWARE | 531229AE2 | DEB 2.250% 9/3 | 91,114,000 | $95,076,000 | thousands by filing date | principal |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 84,213,000 | $91,142,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 65,093,000 | $89,902,000 | thousands by filing date | principal |
| DISH NETWORK CORPORATION | 25470MAB5 | NOTE 3.375% 8/1 | 81,959,000 | $89,359,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AY9 | NOTE 3.000%11/1 | 56,900,000 | $82,145,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943FAF7 | NOTE 1.000% 7/0 | 75,687,000 | $79,857,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAD4 | NOTE 1.000% 9/1 | 85,379,000 | $79,670,000 | thousands by filing date | principal |
| LAM RESEARCH CORP | 512807AL2 | NOTE | 24,194,000 | $73,949,000 | thousands by filing date | principal |
| FINISAR CORP | 31787AAP6 | NOTE 0.500%12/1 | 78,933,000 | $73,639,000 | thousands by filing date | principal |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 33,042,000 | $73,408,000 | thousands by filing date | principal |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 54,880 | $72,178,000 | thousands by filing date | |
| MANDIANT INC | 31816QAD3 | NOTE 1.625% 6/0 | 77,238,000 | $71,437,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS INC | 67020YAK6 | DBCV 1.000%12/1 | 73,809,000 | $70,672,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAE1 | NOTE 0.750%10/1 | 63,930,000 | $69,268,000 | thousands by filing date | principal |
| INTEGRATED DEVICE TECHNOLOGY | 458118AC0 | NOTE 0.87511/1 | 61,520,000 | $68,791,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AX4 | NOTE 0.900% 9/1 | 58,999,000 | $68,114,000 | thousands by filing date | principal |
| BECTON DICKINSON & CO | 075887208 | PFD SHS CONV A | 1,141,541 | $66,385,000 | thousands by filing date | |
| JAZZ INVESTMENTS I LTD | 472145AB7 | NOTE 1.875% 8/1 | 62,040,000 | $62,337,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAM5 | NOTE 4.375% 1/1 | 60,839,000 | $62,221,000 | thousands by filing date | principal |
| DYCOM INDS INC | 267475AB7 | NOTE 0.750% 9/1 | 47,362,000 | $61,805,000 | thousands by filing date | principal |
| VERINT SYS INC | 92343XAA8 | NOTE 1.500% 6/0 | 61,958,000 | $60,434,000 | thousands by filing date | principal |
| ALLSCRIPTS HEALTHCARE SOLUTN | 01988PAD0 | NOTE 1.250% 7/0 | 56,369,000 | $60,242,000 | thousands by filing date | principal |
| CSG SYS INTL INC | 126349AF6 | NOTE 4.250% 3/1 | 53,446,000 | $58,396,000 | thousands by filing date | principal |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 58,375,000 | $57,970,000 | thousands by filing date | principal |
| INPHI CORP | 45772FAC1 | NOTE 0.750% 9/0 | 51,664,000 | $51,328,000 | thousands by filing date | principal |
| B2GOLD CORP | 11777QAB6 | NOTE 3.250%10/0 | 46,807,000 | $49,756,000 | thousands by filing date | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 15,473,000 | $47,671,000 | thousands by filing date | principal |
| WHITING PETE CORP NEW | 966387AL6 | NOTE 1.250% 4/0 | 51,330,000 | $47,637,000 | thousands by filing date | principal |
| JEFFERIES GROUP INC | 472319AG7 | CORPORATE OBLIG | 47,256,000 | $47,359,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 40,884,000 | $46,939,000 | thousands by filing date | principal |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAB6 | NOTE 4.375% 5/0 | 46,049,000 | $46,762,000 | thousands by filing date | principal |
| MACQUARIE INFRASTRUCTURE COR | 55608BAB1 | NOTE 2.000%10/0 | 47,970,000 | $46,126,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AK1 | NOTE 1.000%12/0 | 35,450,000 | $45,391,000 | thousands by filing date | principal |
| VEECO INSTRS INC DEL | 922417AD2 | NOTE 2.700% 1/1 | 51,666,000 | $45,097,000 | thousands by filing date | principal |
| STANLEY BLACK & DECKER INC | 854502887 | UNIT 05/15/2020 | 363,302 | $44,609,000 | thousands by filing date | |
| RED HAT INC | 756577AD4 | NOTE 0.250%10/0 | 26,474,000 | $43,648,000 | thousands by filing date | principal |
| NEXTERA ENERGY INC CORPORATE | 65339f820 | COM | 748,550 | $42,417,000 | thousands by filing date | |
| TERADYNE INC | 880770AG7 | NOTE | 29,166,000 | $41,674,000 | thousands by filing date | principal |
| FOREST CITY ENTERPRISES | 345550AP2 | NOTE | 35,234,000 | $41,450,000 | thousands by filing date | principal |
| MACQUARIE INFRASTRUCTURE COR | 55608BAA3 | NOTE 2.875% 7/1 | 40,109,000 | $41,405,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 12,899,000 | $39,374,000 | thousands by filing date | principal |
| CROWN CASTLE INTL CORP NEW | 22822V309 | 6.875% CON PFD A | 34,495 | $39,097,000 | thousands by filing date | |
| ALLERGAN PLC | EP0481507 | CONV PFD | 65,448 | $38,371,000 | thousands by filing date | |
| PORTFOLIO RECOVERY ASSOCS IN | 73640QAB1 | NOTE 3.000% 8/0 | 39,883,000 | $38,252,000 | thousands by filing date | principal |
| PDC ENERGY INC | 69327RAD3 | NOTE 1.125% 9/1 | 39,005,000 | $38,171,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAB8 | NOTE 0.250% 9/1 | 39,798,000 | $38,065,000 | thousands by filing date | principal |
| ELECTRONICS FOR IMAGING INC | 286082AC6 | NOTE 0.750% 9/0 | 39,303,000 | $38,044,000 | thousands by filing date | principal |
| SERVICENOW INC | 81762PAB8 | NOTE 11/0 | 21,257,000 | $37,621,000 | thousands by filing date | principal |
| RTI INTL METALS INC | 74973WAB3 | NOTE 1.625%10/1 | 32,767,000 | $37,509,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAH4 | NOTE 0.599% 8/0 | 37,456,000 | $37,478,000 | thousands by filing date | principal |
| AIR LEASE CORP | 00912XAK0 | NOTE 3.875%12/0 | 22,306,000 | $37,325,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 37,083,000 | $37,220,000 | thousands by filing date | principal |
| TRIP COM GROUP LTD | 22943FAM2 | DBCV 1.250% 9/1 | 36,148,000 | $37,015,000 | thousands by filing date | principal |
| FINISAR CORP | 31787AAM3 | NOTE 0.500%12/1 | 36,565,000 | $36,869,000 | thousands by filing date | principal |
| CARDTRONICS INC | 14161HAG3 | NOTE 1.000%12/0 | 39,473,000 | $35,247,000 | thousands by filing date | principal |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 32,278,000 | $34,942,000 | thousands by filing date | principal |
| NXP SEMICONDUCTORS N V | 62952QAB6 | NOTE 1.000%12/0 | 27,643,000 | $34,334,000 | thousands by filing date | principal |
| ROYAL GOLD INC | 780287AA6 | NOTE | 31,065,000 | $33,301,000 | thousands by filing date | principal |
| FIREEYE INC | 31816QAB7 | NOTE 1.000% 6/0 | 34,785,000 | $32,827,000 | thousands by filing date | principal |
| STARWOOD PROPERTY TRUST | 85571BAH8 | Convertible Debt | 32,020,000 | $32,583,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP | 530715AN1 | DEB 3.500% 1/1 | 57,273,000 | $32,409,000 | thousands by filing date | principal |
| RYLAND GROUP 0.250 | 783764AS2 | NOTE 0.250% 6/0 | 30,980,000 | $31,318,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BT9 | NOTE 3.720% 3/1 | 29,450,000 | $30,751,000 | thousands by filing date | principal |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BH8 | NOTE 2.250% 6/0 | 26,499,000 | $30,547,000 | thousands by filing date | principal |
| ISIS PHARMACEUTICALS INC DEL | 464337AJ3 | NOTE 1.000%11/1 | 28,544,000 | $30,156,000 | thousands by filing date | principal |
| ENSCO JERSEY FIN LTD | 29359WAB1 | NOTE 3.000% 1/3 | 33,324,000 | $29,644,000 | thousands by filing date | principal |
| PROOFPOINT INC | 743424AD5 | DBCV 0.750% 6/1 | 23,191,000 | $29,105,000 | thousands by filing date | principal |
| DOMINION ENERGY INC | 25746U836 | UNIT 08/15/2019 | 554,922 | $28,740,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061GAF8 | NOTE 1.500%10/1 | 24,045,000 | $28,517,000 | thousands by filing date | principal |
| HORIZON PHARMA INVT LTD | 44052TAB7 | NOTE 2.500% 3/1 | 30,499,000 | $28,343,000 | thousands by filing date | principal |
| JDS UNIPHASE CORP | 46612JAF8 | DBCV 0.625% 8/1 | 27,338,000 | $28,218,000 | thousands by filing date | principal |
| NUVASIVE INC | 670704AG0 | NOTE 2.250% 3/1 | 23,863,000 | $28,021,000 | thousands by filing date | principal |
| IMPAX LABORATORIES INC | 45256BAE1 | NOTE 2.000% 6/1 | 28,527,000 | $27,790,000 | thousands by filing date | principal |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 24,810,000 | $26,310,000 | thousands by filing date | principal |
| Starwood Property Trust, Inc. | 85571BAB1 | CONV | 23,318,000 | $25,667,000 | thousands by filing date | principal |
| ELEVANCE HEALTH INC | 036752202 | PREFERRED STOCK | 442,326 | $24,759,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC | 00971TAG6 | DBCV 2/1 | 24,521,000 | $24,740,000 | thousands by filing date | principal |
| NAVISTAR INTL CORP NEW | 63934EAS7 | NOTE 4.750 4/1 | 22,500,000 | $24,511,000 | thousands by filing date | principal |
| NEVRO CORP | 64157FAA1 | BOND | 22,936,000 | $23,965,000 | thousands by filing date | principal |
| EURONET WORLDWIDE INC | 298736AH2 | NOTE 1.50010/0 | 19,230,000 | $23,746,000 | thousands by filing date | principal |
| CAESARS ENTMT CORP | 127686AA1 | NOTE | 11,778,000 | $22,865,000 | thousands by filing date | principal |
| COLONY FINL INC | 19624RAA4 | NOTE 5.000% 4/1 | 21,881,000 | $22,540,000 | thousands by filing date | principal |
| CYPRESS SEMICONDUCTOR CORP | 232806AM1 | NOTE 4.500% 1/1 | 17,018,000 | $22,421,000 | thousands by filing date | principal |
| FLAGSTAR BANK NATIONAL ASSOC | 64944P307 | UNIT 05/07/2051 | 421,353 | $21,338,000 | thousands by filing date | |
| BLACKROCK CAP INVT CORP | 092533AC2 | NOTE 5.000% 6/1 | 19,810,000 | $20,541,000 | thousands by filing date | principal |
| TCP Cap Corp Sr Conv Nt | 87238qad5 | CONV | 19,640,000 | $20,224,000 | thousands by filing date | principal |
| SM ENERGY CO | 78454LAM2 | NOTE 1.500% 7/0 | 20,557,000 | $20,114,000 | thousands by filing date | principal |
| WELLTOWER INC 6.50 PFD PREPET | 95040Q203 | CPFD | 326,000 | $19,628,000 | thousands by filing date | |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 24,415,000 | $19,539,000 | thousands by filing date | principal |
| CORNERSTONE ONDEMAND INC | 21925YAB9 | NOTE 1.500% 7/0 | 19,117,000 | $19,020,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BR3 | NOTE 3.720% 3/1 | 18,016,000 | $18,651,000 | thousands by filing date | principal |
| STARWOOD WAYPOINT RESIDENTL | 85571WAB5 | NOTE 3.000% 7/0 | 13,626,000 | $17,522,000 | thousands by filing date | principal |
| ASSERTIO THERAPEUTICS INC | 249908AA2 | NOTE 2.500% 9/0 | 20,534,000 | $17,398,000 | thousands by filing date | principal |
| OLD REP INTL CORP | 680223AH7 | NOTE 3.750% 3/1 | 12,379,000 | $17,181,000 | thousands by filing date | principal |
| CRM 0.25 4/1/18 | 79466LAD6 | Bond 30/360P2 U | 11,145,000 | $17,103,000 | thousands by filing date | principal |
| CALAMP CORP | 128126AB5 | NOTE 1.625% 5/1 | 16,066,000 | $16,772,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAD2 | DBCV 1.625% 8/1 | 12,174,000 | $16,748,000 | thousands by filing date | principal |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BJ4 | NOTE 1.875% 6/0 | 13,693,000 | $16,181,000 | thousands by filing date | principal |
| AMERICAN RLTY CAP PPTYS INC | 02917TAA2 | NOTE 3.000% 8/0 | 16,078,000 | $16,097,000 | thousands by filing date | principal |
| CIENA CORP | 171779AK7 | DEBT 4.000%12/1 | 12,241,000 | $15,978,000 | thousands by filing date | principal |
| QIAGEN NV | N72482AA5 | DEBT 0.375% 3/1 | 13,000,000 | $15,153,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAB8 | NOTE 3.750% 5/1 | 14,153,000 | $14,732,000 | thousands by filing date | principal |
| LENDINGTREE INC | 52603B107 | COM | 43,160 | $14,694,000 | thousands by filing date | |
| NATIONAL HEALTH INVS INC | 63633DAE4 | NOTE 3.250% 4/0 | 12,893,000 | $14,631,000 | thousands by filing date | principal |
| WPX ENERGY INC | 98212B202 | PFD SER A CV | 232,114 | $14,263,000 | thousands by filing date | |
| OASIS PETE INC NEW | 674215AJ7 | NOTE | 13,239,000 | $14,138,000 | thousands by filing date | principal |
| AK STL CORP | 001546AP5 | NOTE 5.000%11/1 | 10,475,000 | $13,922,000 | thousands by filing date | principal |
| GREEN PLAINS INC | 393222AF1 | NOTE 4.125% 9/0 | 14,703,000 | $13,922,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 7,000,000 | $13,386,000 | thousands by filing date | principal |
| AMERICAN TOWER CORP NEW | 03027X407 | DEP PFD CONV SE | 102,685 | $12,934,000 | thousands by filing date | |
| ADVANCED MICRO DEVICES INC | 007903BD8 | COM | 8,259,000 | $12,420,000 | thousands by filing date | principal |
| MEDICINES CO | 584688AG0 | NOTE 2.750% 7/1 | 12,635,000 | $11,612,000 | thousands by filing date | principal |
| ARBOR REALTY TRUST INC | 038923AB4 | NOTE 5.375%11/1 | 10,591,000 | $10,786,000 | thousands by filing date | principal |
| AMERICAN RLTY CAP PPTYS INC | 02917TAB0 | NOTE 3.750%12/1 | 10,136,000 | $10,428,000 | thousands by filing date | principal |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 8,811,000 | $10,265,000 | thousands by filing date | principal |
| CLOVIS ONCOLOGY INC | 189464AB6 | NOTE 2.500% 9/1 | 7,328,000 | $9,903,000 | thousands by filing date | principal |
| CUMMINS INC COM | 231021106 | Stock | 50,000 | $8,832,000 | thousands by filing date | |
| NUANCE COMMUNICATIONS INC | 67020YAG5 | DEBT 1.500%11/0 | 8,262,000 | $8,516,000 | thousands by filing date | principal |
| RPM INTL INC | 749685AT0 | NOTE 2.250%12/1 | 7,332,000 | $8,512,000 | thousands by filing date | principal |
| BLACKHAWK NETWORK HLDGS INC | 09238EAB0 | NOTE 1.500% 1/1 | 8,200,000 | $8,416,000 | thousands by filing date | principal |
| GENERAL MTRS CO COM | 37045V100 | Stock | 198,541 | $8,138,000 | thousands by filing date | |
| HORIZON GLOBAL CORP | 44052WAA2 | NOTE 2.750% 7/0 | 8,511,000 | $8,033,000 | thousands by filing date | principal |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 9,005,000 | $7,992,000 | thousands by filing date | principal |
| Verizon Communications Inc | 92343V104 | COM | 150,000 | $7,940,000 | thousands by filing date | |
| GOLDMAN SACHS BDC INC | 38147UAB3 | NOTE 4.500% 4/0 | 7,535,000 | $7,804,000 | thousands by filing date | principal |
| NEXTERA ENERGY INC | 65339F846 | UNIT 08/31/2018 | 111,271 | $7,786,000 | thousands by filing date | |
| EVERBRIDGE INC | 29978AAA2 | NOTE 1.500%11/0 | 6,847,000 | $7,623,000 | thousands by filing date | principal |
| RYLAND GROUP INC | 783764AQ6 | NOTE 1.625% | 4,044,000 | $7,282,000 | thousands by filing date | principal |
| United Parcel Service,Inc. Class B | 911312106 | COM | 59,575 | $7,098,000 | thousands by filing date | |
| INSULET CORP | 45784PAF8 | NOTE 1.250% 9/1 | 5,279,000 | $6,910,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 6,500,000 | $6,457,000 | thousands by filing date | principal |
| CLEVELAND CLIFFS INC | 185899AA9 | DBCV 1.500% 1/1 | 4,797,000 | $5,257,000 | thousands by filing date | principal |
| MACYS INC COM | 55616P104 | Stock | 200,000 | $5,038,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 50,000 | $4,938,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 75,000 | $4,894,000 | thousands by filing date | |
| DANAHER CORP DEL | 235851AF9 | NOTE 1/2 | 1,328,000 | $4,707,000 | thousands by filing date | principal |
| FLEXION THERAPEUTICS INC | 33938J106 | COM | 184,267 | $4,614,000 | thousands by filing date | |
| EVOLENT HEALTH INC | 30050BAB7 | NOTE 2.000%12/0 | 4,778,000 | $4,587,000 | thousands by filing date | principal |
| Merck & Co.,Inc. | 58933Y105 | COM | 81,000 | $4,558,000 | thousands by filing date | |
| HOLOGIC INC | 436440AC5 | CORPORATE OBLIG | 3,307,000 | $4,545,000 | thousands by filing date | principal |
| KEYW HLDG CORP | 493723AA8 | NOTE 2.500 7/1 | 4,733,000 | $4,340,000 | thousands by filing date | principal |
| APC 7.5 PFD | 032511404 | Preferred Stock | 127,364 | $4,304,000 | thousands by filing date | |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 4,968,000 | $4,245,000 | thousands by filing date | principal |
| CELGENE CORP | 151020104 | COM | 40,000 | $4,174,000 | thousands by filing date | |
| Eaton Corp. Plc | G29183103 | COM | 50,000 | $3,951,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 39,243 | $3,795,000 | thousands by filing date | |
| INCYTE CORP COM | 45337C102 | Stock | 39,500 | $3,741,000 | thousands by filing date | |
| ROYAL GOLD INC | 780287108 | COM | 45,100 | $3,704,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 37,670 | $3,446,000 | thousands by filing date | |
| ALZA CORP 7/2 | 02261WAB5 | SDCV | 1,633,000 | $3,138,000 | thousands by filing date | principal |
| Morgan Stanley | 617446448 | COM | 58,693 | $3,080,000 | thousands by filing date | |
| TPG PACE ENERGY HLDGS CORP | 872656202 | UNIT 99/99/9999 | 300,000 | $3,075,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 24,820 | $2,906,000 | thousands by filing date | |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 14,116 | $2,872,000 | thousands by filing date | |
| BRISTOL-MYERS SQUIBB CO | 110122AN8 | DBCV | 1,706,000 | $2,690,000 | thousands by filing date | principal |
| SYNCHRONYFINL | 87165B103 | STOK | 69,310 | $2,676,000 | thousands by filing date | |
| M & T BK CORP COM | 55261F104 | Stock | 15,000 | $2,565,000 | thousands by filing date | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 20,000 | $2,473,000 | thousands by filing date | |
| ILLUMINA INC | 452327AF6 | NOTE 6/1 | 2,183,000 | $2,375,000 | thousands by filing date | principal |
| DEUTSCHE BK AG NAMEN AKT | D18190898 | Stock | 120,000 | $2,290,000 | thousands by filing date | |
| Lowes Companies,Inc. | 548661107 | COM | 23,245 | $2,160,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 50,000 | $1,944,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 15,916 | $1,815,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 1,002,000 | $1,708,000 | thousands by filing date | principal |
| SPIRIT AIRLS INC | 848577102 | COM | 37,500 | $1,682,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 18,600 | $1,349,000 | thousands by filing date | |
| TPG SPECIALTY LENDING INC | 87265KAB8 | NOTE 4.50012/1 | 1,300,000 | $1,344,000 | thousands by filing date | principal |
| ALEXION PHARMACEUTICALS INC | 015351109 | COM | 10,958 | $1,310,000 | thousands by filing date | |
| HAIN CELESTIAL GROUP INC | 405217100 | COM | 30,000 | $1,272,000 | thousands by filing date | |
| INSULET CORP | 45784PAD3 | NOTE 2.000% 6/1 | 924,000 | $1,255,000 | thousands by filing date | principal |
| SMUCKER J M CO | 832696405 | COM NEW | 10,000 | $1,242,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 3,626 | $1,155,000 | thousands by filing date | |
| KB HOME 1.375 | 48666KAS8 | NOTE 1.375% 2/0 | 900,000 | $1,107,000 | thousands by filing date | principal |
| VULCAN MATLS CO COM | 929160109 | Stock | 8,383 | $1,076,000 | thousands by filing date | |
| ARES CAP CORP | 04010LAJ2 | NOTE 4.750prct 1/1 | 989,000 | $995,000 | thousands by filing date | principal |
| QUIDEL CORP | 74838JAA9 | NOTE 3.250%12/1 | 795,000 | $978,000 | thousands by filing date | principal |
| BROADSOFT INC | 11133BAB8 | NOTE 1.500% 7/0 | 745,000 | $976,000 | thousands by filing date | principal |
| FOOT LOCKER INC | 344849104 | COM | 20,000 | $938,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 50,000 | $904,000 | thousands by filing date | |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 490,000 | $899,000 | thousands by filing date | principal |
| Micron Technology,Inc. | 595112103 | COM | 21,500 | $884,000 | thousands by filing date | |
| MDSO 1 8/01/18 | 58471AAB1 | Bond 30/360P2 U | 617,000 | $856,000 | thousands by filing date | principal |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 154,000 | $845,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAF8 | NOTE 0.500%10/1 | 801,000 | $839,000 | thousands by filing date | principal |
| NAVISTAR INTERNATIONAL | 63934E108 | COMMON STOCK | 19,478 | $835,000 | thousands by filing date | |
| CSX Corporation | 126408103 | COM | 15,000 | $825,000 | thousands by filing date | |
| CZR | 127686103 | Stock | 56,831 | $719,000 | thousands by filing date | |
| WEB COM GROUP INC | 94733AAA2 | NOTE 1.000% 8/1 | 721,000 | $714,000 | thousands by filing date | principal |
| BUNGE LTD | G16962105 | COM | 10,000 | $671,000 | thousands by filing date | |
| SPRINT CORP | 85207U105 | COM SER 1 | 100,000 | $589,000 | thousands by filing date | |
| ENDOLOGIX INC | 29266SAA4 | NOTE 2.250%12/1 | 610,000 | $581,000 | thousands by filing date | principal |
| ARVINMERITOR INC | 043353AH4 | CORPORATE OBLIG | 507,000 | $577,000 | thousands by filing date | principal |
| WPX ENERGY INC | 98212B103 | COM | 40,000 | $563,000 | thousands by filing date | |
| SANTANDER CONSUMER USA HOLDINGS | 80283M101 | COMMON STOCK | 30,000 | $559,000 | thousands by filing date | |
| GREENBRIER COS INC | 393657AH4 | NOTE 3.500% 4/0 | 405,000 | $555,000 | thousands by filing date | principal |
| INPHI CORP | 45772FAB3 | NOTE 1.125%12/0 | 463,000 | $538,000 | thousands by filing date | principal |
| LIVE NATION ENTERTAINMENT IN | 538034AJ8 | NOTE 2.500 5/1 | 348,000 | $435,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620R303 | FNF GROUP COM | 10,958 | $430,000 | thousands by filing date | |
| NUANCE COMMUNICATIONS | 67020YAF7 | CORPORATE OBLIG | 409,000 | $411,000 | thousands by filing date | principal |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 416,000 | $398,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855R100 | COM | 5,000 | $383,000 | thousands by filing date | |
| WORKDAY INC | 98138HAC5 | NOTE 0.750% 7/1 | 320,000 | $370,000 | thousands by filing date | principal |
| VEON LTD | 91822M106 | SPONSORED ADR | 85,300 | $328,000 | thousands by filing date | |
| BROOKDALE SENIOR LIVING | 112463AA2 | NOTE | 298,000 | $297,000 | thousands by filing date | principal |
| SYNCHRONOSS TECHNOLOGIES INC | 87157BAA1 | NOTE 0.750 8/1 | 336,000 | $286,000 | thousands by filing date | principal |
| B2GOLD CORP COM | 11777Q209 | Stock | 91,725 | $284,000 | thousands by filing date | |
| BRISTOW GROUP INC | 110394AF0 | NOTE 4.500 6/0 | 250,000 | $276,000 | thousands by filing date | principal |
| HELIX ENERGY SOLUTIONS GROUP | 42330PAG2 | CORPORATE OBLIG | 265,000 | $261,000 | thousands by filing date | principal |
| RH | 74967X103 | COM | 3,000 | $259,000 | thousands by filing date | |
| SINA CORP | 82922RAD5 | NOTE 1.000%12/0 | 230,000 | $230,000 | thousands by filing date | principal |
| REDWOOD TRUST INC | 758075AC9 | BOND | 232,000 | $225,000 | thousands by filing date | principal |
| XCERRA CORP | 98400J108 | COM | 21,916 | $215,000 | thousands by filing date | |
| PDLI 4 2/1/18 | 69329YAF1 | Bond 30/360P2 U | 235,000 | $212,000 | thousands by filing date | principal |
| SPDR S&P 500 ETF TR | 78462F953 | PUT | 3,300 | $199,000 | thousands by filing date | put |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 134,000 | $193,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC | 811904AM3 | NOTE 2.500%12/1 | 191,000 | $179,000 | thousands by filing date | principal |
| CEMEX SAB DE CV SPON ADR NEW | 151290889 | ADR | 22,873 | $172,000 | thousands by filing date | |
| 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 |
| SANTANDER CONSUMER USA HLDGS | 80283M901 | CALL | 450 | $99,000 | thousands by filing date | call |
| CHART INDUSTRIES INC | 16115QAC4 | NOTE | 113,000 | $98,000 | thousands by filing date | principal |
| PETROLEO BRASILEIRO S A | 71654V908 | CALL | 700 | $91,000 | thousands by filing date | call |
| WORKDAY INC | 98138H951 | PUT | 450 | $88,000 | thousands by filing date | put |
| HORNBECK OFFSHORE SVCS INC N | 440543AN6 | NOTE 1.500 9/0 | 145,000 | $74,000 | thousands by filing date | principal |
| WORKDAY INC | 98138H901 | CALL | 500 | $70,000 | thousands by filing date | call |
| SMUCKER J M CO | 832696905 | COM NEW | 309 | $67,000 | thousands by filing date | call |
| ISHARES TR | 464287905 | CALL | 2,000 | $60,000 | thousands by filing date | call |
| VALE S A | 91912E905 | SPONSORED ADS | 1,700 | $52,000 | thousands by filing date | call |
| INFINERA CORPORATION | 45667GAB9 | DBCV 1.750% 6/0 | 45,000 | $46,000 | thousands by filing date | principal |
| XLF 260717P00050000 | 81369y955 | PUT | 2,000 | $42,000 | thousands by filing date | put |
| FREEPORT MCMORAN INC | 35671D907 | CALL | 200 | $40,000 | thousands by filing date | call |
| FIDELITY NATL FINL INC | 31620R903 | COM SHS | 1,000 | $35,000 | thousands by filing date | call |
| DEPOMED INC CMN STOCK | 249908904 | Cmn | 2,000 | $30,000 | thousands by filing date | call |
| ENCORE CAP GROUP INC | 292554AH5 | NOTE 2.875% 3/1 | 42,000 | $29,000 | thousands by filing date | principal |
| LENDINGTREE INC | 52603B907 | COM | 50 | $25,000 | thousands by filing date | call |
| ZILLOW GROUP INC | 98954M951 | CL A | 300 | $22,000 | thousands by filing date | put |
| PANDORA MEDIA INC | 698354907 | COM | 1,000 | $14,000 | thousands by filing date | call |
| DEUTSCHE BK AG | D18190958 | NAMEN AKT | 600 | $11,000 | thousands by filing date | put |
| VEON LTD | 91822M906 | CALL | 1,000 | $10,000 | thousands by filing date | call |
| CBS CORP NEW | 124857903 | CALL | 300 | $9,000 | thousands by filing date | call |
| ROYAL GOLD INC | 780287958 | PUT | 200 | $8,000 | thousands by filing date | put |
| UNITED PARCEL SVCS INC | 911312956 | PUT | 500 | $7,000 | thousands by filing date | put |
| FIREEYE INC | 31816Q901 | COM | 1,000 | $7,000 | thousands by filing date | call |
| TEVA PHARMACEUTICAL INDS LTD | 881624959 | PUT | 750 | $6,000 | thousands by filing date | put |
| FINISAR CORP | 31787A907 | COM | 1,039 | $6,000 | thousands by filing date | call |
| FLEXION THERAPEUTICS INC | 33938J956 | PUT | 150 | $6,000 | thousands by filing date | put |
| LENDINGTREE INC | 52603B957 | COM | 200 | $5,000 | thousands by filing date | put |
| FOOT LOCKER INC | 344849954 | COM | 100 | $5,000 | thousands by filing date | put |
| HELIX ENERGY SOLUTIONS GRP I | 42330PAH0 | NOTE 4.250% 5/0 | 5,000 | $5,000 | thousands by filing date | principal |
| ROYAL GOLD INC | 780287908 | COM | 300 | $3,000 | thousands by filing date | call |
| CEMEX SA EURO MTN BE 144A | 151290909 | SPON ADR NEW | 500 | $3,000 | thousands by filing date | call |
| MICRON TECHNOLOGY INC | 595112903 | CALL | 100 | $1,000 | thousands by filing date | call |
| WABASH NATL CORP | 929566AH0 | CNV | 2,000 | $0 | thousands by filing date | principalValue filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-18-006881 | this filing | 2018-02-13 | acceptance time not in the bulk data set |