Location: Stamford, CT
CIK: 0001287978 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 13, 2013
Total Value: $535M (13.8% shares, 86.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | LIONS GATE ENTMT INC | 13,831,000 | $46.07M | 8.6% | $3.33 | $3.33 | — | NOTE 3.625% 3/1 | 53626YAA6 |
| — | MYLAN INC | 15,905,000 | $37.66M | 7.0% | $2.37 | $2.37 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | GILEAD SCIENCES INC | 16,101,000 | $36.45M | 6.8% | $2.26 | $2.26 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | WESCO INTL INC | 12,440,000 | $30.59M | 5.7% | $2.46 | $2.46 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | PDL BIOPHARMA INC | 21,021,000 | $28.93M | 5.4% | $1.38 | $1.38 | — | NOTE 2.875% 2/1 | 69329YAE4 |
| — | WESTERN REFNG INC | 8,920,000 | $25.87M | 4.8% | $2.90 | $2.90 | — | NOTE 5.750% 6/1 | 959319AC8 |
| — | MICROCHIP TECHNOLOGY INC | 17,710,000 | $25.71M | 4.8% | $1.45 | $1.45 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | UNITED THERAPEUTICS CORP DEL | 11,900,000 | $17.3M | 3.2% | $1.45 | $1.45 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| — | EQUINIX INC | 6,800,000 | $15.41M | 2.9% | $2.27 | $2.27 | — | NOTE 4.750% 6/1 | 29444UAH9 |
| — | JETBLUE AIRWAYS CORP | 8,895,000 | $13.5M | 2.5% | $1.52 | $1.52 | — | DBCV 6.750%10/1 | 477143AG6 |
| — | OMNICARE CAP TR II | 214,490 | $12.6M | 2.4% | $58.72 | $58.72 | — | PFD B TR 4.00% | 68214Q200 |
| — | MICRON TECHNOLOGY INC | 7,200,000 | $11.05M | 2.1% | $1.54 | $1.54 | — | NOTE 1.500% 8/0 | 595112AQ6 |
| — | VIROPHARMA INC | 6,560,000 | $10.76M | 2.0% | $1.64 | $1.64 | — | NOTE 2.000% 3/1 | 928241AH1 |
| — | DEVELOPERS DIVERSIFIED RLTY | 9,175,000 | $10.72M | 2.0% | $1.17 | $1.17 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | HERCULES TECH GROWTH CAP INC | 8,492,000 | $10.11M | 1.9% | $1.19 | $1.19 | — | NOTE 6.000% 4/1 | 427096AB8 |
| — | OMNICARE INC | 8,000,000 | $9.911M | 1.9% | $1.24 | $1.24 | — | NOTE 3.750% 4/0 | 681904AP3 |
| — | VERISIGN INC | 6,615,000 | $9.301M | 1.7% | $1.41 | $1.41 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | ENPRO INDS INC | 5,700,000 | $9.031M | 1.7% | $1.58 | $1.58 | — | DBCV 3.938%10/1 | 29355XAB3 |
| — | PRICELINE COM INC | 3,300,000 | $9.009M | 1.7% | $2.73 | $2.73 | — | OTE 1.250% 3/1 | 741503AN6 |
| — | COVANTA HLDG CORP | 6,550,000 | $8.475M | 1.6% | $1.29 | $1.29 | — | NOTE 3.250% 6/0 | 22282EAC6 |
| — | OMNICARE INC | 4,500,000 | $8.345M | 1.6% | $1.85 | $1.85 | — | NOTE 3.750%12/1 | 681904AN8 |
| — | NATIONAL FINL PARTNERS CORP | 3,900,000 | $7.956M | 1.5% | $2.04 | $2.04 | — | NOTE 4.000% 6/1 | 63607PAC3 |
| — | CADENCE DESIGN SYSTEM INC | 4,000,000 | $7.773M | 1.5% | $1.94 | $1.94 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| — | SALESFORCE COM INC | 4,000,000 | $7.245M | 1.4% | $1.81 | $1.81 | — | NOTE 0.750% 1/1 | 79466LAB0 |
| — | KOHLBERG CAPITAL CORP | 5,051,000 | $7.045M | 1.3% | $1.39 | $1.39 | — | NOTE 8.750% 3/1 | 500233AB7 |
| — | CUBIST PHARMACEUTICALS INC | 4,000,000 | $7.03M | 1.3% | $1.76 | $1.76 | — | NOTE 2.500%11/0 | 229678AD9 |
| — | ANNALY CAP MGMT INC | 6,000,000 | $6.053M | 1.1% | $1.01 | $1.01 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | ENDO HEALTH SOLUTIONS INC | 4,500,000 | $6.015M | 1.1% | $1.34 | $1.34 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | BEAZER HOMES USA INC | 208,377 | $5.997M | 1.1% | $28.78 | $28.78 | — | UNIT 99/99/9999 | 07556Q709 |
| UMC | UNITED MICROELECTRONICS CORP SPON | 6,000,000 | $5.797M | 1.1% | $0.97 * | $2.03 | +14.7% | ADR NEW | 910873405 |
| — | MASTEC INC | 2,500,000 | $5.258M | 1.0% | $2.10 | $2.10 | — | NOTE 4.000% 6/1 | 576323AL3 |
| — | PROSPECT CAPITAL CORPORATION | 4,300,000 | $4.451M | 0.8% | $1.04 | $1.04 | — | MTNF 5.375%10/1 | 74348TAK8 |
| SPY | SPDR S&P 500 ETF TR | 25,000 | $4M | 0.7% | $160.00 | $161.08 | -0.4% | TR UNIT | 78462F103 |
| — | CENVEO CORP | 4,500,000 | $3.963M | 0.7% | $0.88 | $0.88 | — | OTE 7.000% 5/1 | 15671BAJ0 |
| — | NAVISTAR INTL CORP NEW | 4,000,000 | $3.875M | 0.7% | $0.97 | $0.97 | — | NOTE 3.000%10/1 | 63934EAL2 |
| — | MICRON TECHNOLOGY INC D | 2,500,000 | $3.336M | 0.6% | $1.33 | $1.33 | — | EBT 1.875% 6/0 | 595112AK9 |
| SPY | SPDR S&P 500 ETF TR | 20,000 | $3.208M | 0.6% | $160.40 | $161.08 | -0.4% | Put | 78462F103 |
| — | DOMINION RES INC VA NEW | 61,100 | $3.045M | 0.6% | $49.84 | $49.84 | — | UNIT 07/01/2016 | 25746U885 |
| XLF | SELECT SECTOR SPDR TR | 150,000 | $2.917M | 0.5% | $19.45 * | $15.52 | +1.8% | Put | 81369Y605 |
| — | DOMINION RES INC VA NEW | 58,250 | $2.896M | 0.5% | $49.72 | $49.72 | — | UNIT 04/01/2013 | 25746U703 |
| — | HYDE PK ACQUISITION CORP II | 250,000 | $2.558M | 0.5% | $10.23 | $10.23 | — | COM | 448640102 |
| — | HF2 FINL MGMT INC | 250,000 | $2.528M | 0.5% | $10.11 | $10.11 | — | CL A | 40421A104 |
| — | CAPITOL ACQUISITION CORP II | 250,000 | $2.525M | 0.5% | $10.10 | $10.10 | — | UNIT 99/99/9999 | 14056V204 |
| — | CHART ACQUISITION CORP | 250,000 | $2.518M | 0.5% | $10.07 | $10.07 | — | COM | 161151105 |
| — | AFFYMETRIX INC | 2,500,000 | $2.466M | 0.5% | $0.99 | $0.99 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | ARRAY BIOPHARMA INC | 2,500,000 | $2.366M | 0.4% | $0.95 | $0.95 | — | OTE 3.000% 6/0 | 04269XAA3 |
| — | BPZ RESOURCES INC | 2,950,000 | $2.316M | 0.4% | $0.79 | $0.79 | — | MTNF 6.500% 3/0 | 055639AB4 |
| — | MEDIVATION INC | 44,000 | $2.165M | 0.4% | $49.20 | $49.20 | — | COM | 58501N101 |
| EPR | EPR PPTYS COM | 41,169 | $2.07M | 0.4% | $50.28 | $50.28 | — | SH BEN INT | 26884U109 |
| — | BLUE WOLF MONGOLIA HOLDINGS | 187,360 | $1.928M | 0.4% | $10.29 | $10.29 | — | COM | G11962100 |
| — | STEWART ENTERPRISES INC | 1,500,000 | $1.845M | 0.3% | $1.23 | $1.23 | — | NOTE 3.125% 7/1 | 860370AH8 |
| GILD | GILEAD SCIENCES INC | 35,000 | $1.794M | 0.3% | $51.26 | — | — | Put | 375558103 |
| VSH | VISHAY INTERTECHNOLOGY INC | 100,000 | $1.389M | 0.3% | $13.89 | — | — | Put | 928298108 |
| — | NAVISTAR INTL CORP NEW | 50,000 | $1.388M | 0.3% | $27.76 | — | — | Put | 63934E108 |
| EPR | EPR PPTYS | 25,000 | $1.257M | 0.2% | $50.28 | $50.28 | — | Put | 26884U109 |
| — | SANDISK CORP | 18,600 | $1.136M | 0.2% | $61.08 | $61.08 | — | COM | 80004C101 |
| — | ARRIS GROUP INC | 1,000,000 | $1.03M | 0.2% | $1.03 | $1.03 | — | NOTE 2.000%11/1 | 04269QAC4 |
| PAA | PLAINS ALL AMERN PIPELINE L | 18,140 | $1.012M | 0.2% | $55.79 | $55.79 | — | UNIT LTD PARTN | 726503105 |
| AMD | ADVANCED MICRO DEVICES INC | 240,606 | $982K | 0.2% | $4.08 | $3.46 | +18.0% | COM | 007903107 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 1,000,000 | $973K | 0.2% | $0.97 | $0.97 | — | OTE 1.000% 7/0 | 874054AD1 |
| HYG | ISHARES TR HIGH YLD | 10,000 | $909K | 0.2% | $90.90 | $93.91 | -3.2% | CORP | 464288513 |
| — | SIRIUS XM RADIO INC | 250,000 | $838K | 0.2% | $3.35 | — | — | Put | 82967N108 |
| — | INVESCO MORTGAGE CAPITAL INC | 50,000 | $828K | 0.2% | $16.56 | — | — | Put | 46131B100 |
| NPO | ENPRO INDS INC | 15,000 | $761K | 0.1% | $50.73 | — | — | Put | 29355X107 |
| WY | WEYERHAEUSER CO | 25,000 | $712K | 0.1% | $28.48 | — | — | Put | 962166104 |
| XLF | SELECT SECTOR SPDR TR | 35,000 | $681K | 0.1% | $19.46 * | $15.52 | +1.8% | SBI INT-FINL | 81369Y605 |
| CALY | CALLAWAY GOLF CO | 100,000 | $658K | 0.1% | $6.58 | — | — | Put | 131193104 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTN | 50,000 | $647K | 0.1% | $12.94 | — | — | Put | 01988P108 |
| — | LAM RESEARCH CORP | 14,300 | $634K | 0.1% | $44.34 | $44.34 | — | COM | 512807108 |
| — | POWERSHARES ETF TRUST II | 25,000 | $619K | 0.1% | $24.76 | $24.76 | — | SENIOR LN PORT | 73936Q769 |
| — | SANCHEZ ENERGY CORP | 25,000 | $574K | 0.1% | $22.96 | — | — | Put | 79970Y105 |
| — | JOHNSON CTLS INC | 16,000 | $573K | 0.1% | $35.81 | $35.81 | — | COM | 478366107 |
| — | BIOMED REALTY TRUST INC | 25,000 | $506K | 0.1% | $20.24 | — | — | Put | 09063H107 |
| — | DDR CORP | 30,000 | $500K | 0.1% | $16.67 | — | — | Put | 23317H102 |
| — | APOLLO INVT CORP | 63,400 | $491K | 0.1% | $7.74 | $7.74 | — | COM | 03761U106 |
| — | HARTFORD FINL SVCS GROUP INC | 21,943 | $481K | 0.1% | $21.92 | $21.92 | — | W EXP 06/26/201 | 416515120 |
| — | TICC CAPITAL CORP | 50,000 | $481K | 0.1% | $9.62 | — | — | Put | 87244T109 |
| — | HARMAN INTL INDS INC | 6,167 | $334K | 0.1% | $54.16 | $54.16 | — | COM | 413086109 |
| — | HAWAIIAN HOLDINGS INC | 50,000 | $306K | 0.1% | $6.12 | — | — | Call | 419879101 |
| — | CREDIT SUISSE NASSAU BRH INVRS | 15,000 | $299K | 0.1% | $19.93 | $19.93 | — | VIX STERM | 22542D795 |
| — | PROSHARES TR PSHS | 9,500 | $235K | 0.0% | $24.74 | $24.74 | — | ULPROSH NEW | 74348A632 |
| — | PENN VA CORP | 50,000 | $235K | 0.0% | $4.70 | — | — | Call | 707882106 |
| — | SANOFI | 110,000 | $212K | 0.0% | $1.93 | $1.93 | — | RIGHT 12/31/2020 | 80105N113 |
| — | ZIONS BANCORPORATION | 50,000 | $198K | 0.0% | $3.96 | $3.96 | — | W EXP 11/14/201 | 989701131 |
| RRX | REGAL BELOIT CORP | 2,400 | $156K | 0.0% | $65.00 | $69.87 | -7.2% | COM | 758750103 |
| — | AK STL HLDG CORP | 50,000 | $152K | 0.0% | $3.04 | — | — | Call | 001547108 |
| — | CITIGROUP INC | 191,500 | $151K | 0.0% | $0.79 | $0.79 | — | W EXP 01/04/201 | 172967226 |
| UVV | UNIVERSAL CORP VA | 2,588 | $150K | 0.0% | $57.96 | $58.13 | -0.5% | COM | 913456109 |
| — | RAMCO-GERSHENSON PPTYS TR COM | 9,604 | $149K | 0.0% | $15.51 | $15.51 | — | SH BEN INT | 751452202 |
| — | CHART ACQUISITION CORP | 250,000 | $130K | 0.0% | $0.52 | $0.52 | — | W EXP 12/19/201 | 161151113 |
| — | HEMISPHERE MEDIA GROUP | 7,400 | $101K | 0.0% | $13.65 | $13.65 | — | INC CL A | 42365Q103 |
| — | TRONOX LTD | 4,568 | $91,000 | 0.0% | $19.92 | $19.92 | — | COM | Q9235V101 |
| AAPL | APPLE INC | 200 | $79,000 | 0.0% | $395.00 * | $13.16 | -7.7% | COM | 037833100 |
| — | BANK OF AMERICA CORPORATION | 92,300 | $71,000 | 0.0% | $0.77 | $0.77 | — | W EXP 10/28/201 | 060505153 |
| — | RAMCO-GERSHENSON PPTYS TR | 1,175 | $69,000 | 0.0% | $58.72 | $58.72 | — | PERP PFD-D CV | 751452608 |
| — | BLUE WOLF MONGOLIA HOLDINGS | 115,100 | $29,000 | 0.0% | $0.25 | $0.25 | — | W EXP 07/20/201 | G11962118 |
| — | COLLABRIUM JAPAN ACQUISITN C | 62,611 | $14,000 | 0.0% | $0.22 | $0.22 | — | W EXP 99/99/999 | G2266G110 |
| — | CITIGROUP INC | 115,500 | $10,000 | 0.0% | $0.09 | $0.09 | — | W EXP 10/28/201 | 172967234 |