CIK: 0001317195 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 15, 2015
Total Value ($000): $2,010,968 (84.0% shares, 16.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AMAT | APPLIED MATLS INC | 7,500,000 | $169,200 | 8.4% | $20.29 | +3.2% | COM | 038222105 |
| — | YAHOO INC | 3,100,000 | $137,749 | 6.8% | $49.27 | — | COM | 984332106 |
| — | DIRECTV | 1,606,622 | $136,724 | 6.8% | $85.10 | — | COM | 25490A309 |
| — | INVESTORS BANCORP INC NEW | 9,000,000 | $105,480 | 5.2% | $11.19 | — | COM | 46146L101 |
| — | ACTAVIS PLC | 345,753 | $102,903 | 5.1% | $257.41 | — | SHS | G0083B108 |
| SPY | SPDR S&P 500 ETF TR | 477,600 | $98,591 | 4.9% | — | — | Put | 78462F103 |
| — | BROADCOM CORP | 2,205,605 | $95,492 | 4.7% | $38.53 | — | CL A | 111320107 |
| TFSL | TFS FINL CORP | 5,000,000 | $73,400 | 3.6% | $5.61 | +33.5% | COM | 87240R107 |
| EMB | ISHARES | 620,000 | $69,514 | 3.5% | — | — | Put | 464288281 |
| — | STILLWATER MNG CO | 58,445,000 | $66,548 | 3.3% | $1.10 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | NORTHSTAR ASSET MGMT GROUP I | 2,574,999 | $60,100 | 3.0% | $18.42 | — | COM | 66705Y104 |
| ARMK | ARAMARK | 1,823,100 | $57,665 | 2.9% | $20.07 | 0.0% | COM | 03852U106 |
| ABBV | ABBVIE INC | 950,000 | $55,613 | 2.8% | $38.85 | 0.0% | COM | 00287Y109 |
| CF | CF INDS HLDGS INC | 180,000 | $51,062 | 2.5% | $37.34 | +17.8% | COM | 125269100 |
| — | ALON USA ENERGY INC | 39,000,000 | $49,657 | 2.5% | $1.27 | — | NOTE 3.000% 9/1 | 020520AB8 |
| — | SUNEDISON INC | 27,500,000 | $48,053 | 2.4% | $1.75 | — | NOTE 2.750% 1/0 | 86732YAD1 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 1,384,204 | $44,004 | 2.2% | $31.79 | — | COM SER A | 531465102 |
| TAP | MOLSON COORS BREWING CO | 550,000 | $40,948 | 2.0% | $57.13 | +1.1% | CL B | 60871R209 |
| — | LIBERTY MEDIA CORP DELAWARE | 966,831 | $36,933 | 1.8% | $45.84 | — | COM SER C | 531229300 |
| — | REYNOLDS AMERICAN INC | 500,000 | $34,455 | 1.7% | — | — | Call | 761713106 |
| — | SMART & FINAL STORES INC | 1,915,229 | $33,708 | 1.7% | $15.30 | — | COM | 83190B101 |
| — | LORILLARD INC | 500,000 | $32,675 | 1.6% | $65.35 | — | COM | 544147101 |
| BALL | BALL CORP | 415,000 | $29,316 | 1.5% | $30.97 | 0.0% | COM | 058498106 |
| — | THERAVANCE INC | 1,800,000 | $28,296 | 1.4% | $14.25 | — | COM | 88338T104 |
| — | NEWPARK RES INC | 24,189,000 | $27,030 | 1.3% | $1.25 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | COMPUTER SCIENCES CORP | 400,000 | $26,112 | 1.3% | $65.28 | — | COM | 205363104 |
| — | ALTRA INDL MOTION CORP | 21,700,000 | $25,223 | 1.3% | $1.17 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | WEBMD HEALTH CORP | 20,000,000 | $21,223 | 1.1% | $1.01 | — | NOTE 1.500%12/0 | 94770VAK8 |
| ACM | AECOM TECHNOLOGY CORP DELAWA | 650,000 | $20,033 | 1.0% | $34.15 | -19.7% | COM | 00766T100 |
| — | LIBERTY MEDIA CORP DELAWARE | 488,000 | $18,812 | 0.9% | $114.47 | — | CL A | 531229102 |
| — | ALTERA CORP | 400,000 | $17,164 | 0.9% | $42.91 | — | COM | 021441100 |
| — | ENVESTNET INC | 14,672,000 | $16,397 | 0.8% | $1.05 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | BLUCORA INC | 17,310,000 | $16,227 | 0.8% | $0.95 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | WEB COM GROUP INC | 17,200,000 | $15,853 | 0.8% | $0.92 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | TALLGRASS ENERGY PARTNERS LP | 300,000 | $15,171 | 0.8% | $50.57 | — | COM UNIT | 874697105 |
| — | SUNEDISON SEMICONDUCTOR LTD | 563,906 | $14,560 | 0.7% | $25.82 | — | SHS | Y8213L102 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 12,000,000 | $14,425 | 0.7% | $1.16 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | ARUBA NETWORKS INC | 530,906 | $13,002 | 0.6% | $24.49 | — | COM | 043176106 |
| — | PANDORA MEDIA INC | 779,872 | $12,642 | 0.6% | $16.21 | — | COM | 698354107 |
| UAL | UNITED CONTL HLDGS INC | 175,683 | $11,815 | 0.6% | $50.51 | +34.1% | COM | 910047109 |
| — | NEUSTAR INC | 370,000 | $9,109 | 0.5% | $24.62 | — | CL A | 64126X201 |
| — | GENERAL CABLE CORP DEL NEW | 500,000 | $8,615 | 0.4% | $17.23 | — | COM | 369300108 |
| — | TESLA MTRS INC | 7,500,000 | $6,334 | 0.3% | $0.84 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | FRONTIER COMMUNICATIONS CORP | 802,592 | $5,658 | 0.3% | $7.05 | — | COM | 35906A108 |
| — | APOLLO COML REAL EST FIN INC | 5,000,000 | $5,044 | 0.3% | $0.99 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | VIVUS INC | 2,000,000 | $4,920 | 0.2% | $2.46 | — | COM | 928551100 |
| — | INTEROIL CORP | 4,257,000 | $4,260 | 0.2% | $1.00 | — | NOTE 2.750%11/1 | 460951AC0 |
| MTG | MGIC INVT CORP WIS | 367,800 | $3,542 | 0.2% | $8.45 | +8.3% | COM | 552848103 |
| — | GLOBALSTAR INC | 1,000,000 | $3,330 | 0.2% | $2.75 | — | COM | 378973408 |
| — | RENEWABLE ENERGY GROUP INC | 3,500,000 | $3,265 | 0.2% | $1.11 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | GARNERO GROUP ACQUISITION CO | 308,250 | $3,052 | 0.2% | $10.00 | — | UNIT 06/25/2016 | G5866L124 |
| — | RCS CAP CORP | 275,000 | $2,926 | 0.1% | $22.52 | — | COM CL A | 74937W102 |
| — | FOREST CITY ENTERPRISES INC | 2,500,000 | $2,914 | 0.1% | $1.03 | — | NOTE 3.625% 8/1 | 345550AR8 |
| — | GARNERO GROUP ACQUISITION CO | 300,000 | $2,898 | 0.1% | $9.55 | — | SHS | G5866L108 |
| — | BOSTON PRIVATE FINL HLDGS IN | 240,214 | $1,326 | 0.1% | $4.06 | — | *W EXP 11/21/201 | 101119113 |