Location: Stamford, CT
CIK: 0001287978 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 13, 2013
Total Value: $573M (14.3% shares, 85.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | LIONS GATE ENTMT INC | 13,831,000 | $58.75M | 10.3% | $4.25 | $3.33 | — | NOTE 3.625% 3/1 | 53626YAA6 |
| — | WESTERN REFNG INC | 10,713,000 | $33.5M | 5.8% | $3.13 | $2.94 | — | NOTE 5.750% 6/1 | 959319AC8 |
| — | PDL BIOPHARMA INC | 23,221,000 | $33.29M | 5.8% | $1.43 | $1.38 | — | NOTE 2.875% 2/1 | 69329YAE4 |
| — | MICROCHIP TECHNOLOGY INC | 18,710,000 | $29.3M | 5.1% | $1.57 | $1.46 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | GILEAD SCIENCES INC | 7,500,000 | $20.76M | 3.6% | $2.77 | $2.26 | — | NOTE 1.625% 5/0 | 375558AP8 |
| SPY | SPDR S&P 500 | 120,000 | $20.16M | 3.5% | $168.01 | $161.08 | +4.3% | Put | 78462F103 |
| — | WESCO INTL INC | 7,230,000 | $19.84M | 3.5% | $2.74 | $2.46 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | MYLAN INC | 6,500,000 | $18.84M | 3.3% | $2.90 | $2.37 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | VIROPHARMA INC | 8,750,000 | $18.71M | 3.3% | $2.14 | $1.76 | — | NOTE 2.000% 3/1 | 928241AH1 |
| — | UNITED THERAPEUTICS CORP DEL | 10,000,000 | $16.96M | 3.0% | $1.70 | $1.45 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| — | OMNICARE CAP TR II | 243,712 | $16.59M | 2.9% | $68.09 | $59.84 | — | PFD B TR 4.00% | 68214Q200 |
| — | JETBLUE AIRWAYS CORP | 8,895,000 | $13.92M | 2.4% | $1.56 | $1.52 | — | DBCV 6.750%10/1 | 477143AG6 |
| — | OMNICARE INC | 9,000,000 | $12.67M | 2.2% | $1.41 | $1.26 | — | NOTE 3.750% 4/0 | 681904AP3 |
| — | DEVELOPERS DIVERSIFIED RLTY | 11,175,000 | $12.65M | 2.2% | $1.13 | $1.16 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | VERISIGN INC | 7,615,000 | $11.93M | 2.1% | $1.57 | $1.43 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | EQUINIX INC | 5,200,000 | $11.72M | 2.0% | $2.25 | $2.27 | — | NOTE 4.750% 6/1 | 29444UAH9 |
| — | HERCULES TECH GROWTH CAP INC | 8,992,000 | $11.63M | 2.0% | $1.29 | $1.20 | — | NOTE 6.000% 4/1 | 427096AB8 |
| — | MICRON TECHNOLOGY INC | 6,200,000 | $11.55M | 2.0% | $1.86 | $1.54 | — | NOTE 1.500% 8/0 | 595112AQ6 |
| — | PRICELINE COM INC | 3,300,000 | $10.99M | 1.9% | $3.33 | $2.73 | — | NOTE 1.250% 3/1 | 741503AN6 |
| — | COVANTA HLDG CORP | 7,050,000 | $9.696M | 1.7% | $1.38 | $1.30 | — | NOTE 3.250% 6/0 | 22282EAC6 |
| — | NOVELLUS SYS INC | 6,000,000 | $9.518M | 1.7% | $1.59 | $1.59 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | MICRON TECHNOLOGY INC | 5,000,000 | $9.369M | 1.6% | $1.87 | $1.87 | — | NOTE 1.875% 8/0 | 595112AR4 |
| — | ENPRO INDS INC | 4,950,000 | $9.111M | 1.6% | $1.84 | $1.58 | — | DBCV 3.938%10/1 | 29355XAB3 |
| — | ENDO HEALTH SOLUTIONS INC | 5,000,000 | $7.928M | 1.4% | $1.59 | $1.36 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | OMNICARE INC | 3,085,000 | $6.556M | 1.1% | $2.13 | $1.85 | — | NOTE 3.750%12/1 | 681904AN8 |
| — | ANNALY CAP MGMT INC | 6,000,000 | $6.104M | 1.1% | $1.02 | $1.01 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | ASCENT CAP GROUP INC | 5,000,000 | $5.222M | 0.9% | $1.04 | $1.04 | — | OTE 4.000% 7/1 | 043632AA6 |
| — | STARWOOD PPTY TR INC | 5,000,000 | $5.178M | 0.9% | $1.04 | $1.04 | — | OTE 4.000% 1/1 | 85571BAB1 |
| — | CENVEO CORP | 5,000,000 | $5M | 0.9% | $1.00 | $0.89 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | BEAZER HOMES USA INC | 170,110 | $4.943M | 0.9% | $29.06 | $28.78 | — | UNIT 99/99/9999 | 07556Q709 |
| — | TELEFLEX INC | 3,500,000 | $4.936M | 0.9% | $1.41 | $1.41 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | SALESFORCE COM INC | 2,000,000 | $4.866M | 0.8% | $2.43 | $1.81 | — | NOTE 0.750% 1/1 | 79466LAB0 |
| — | XILINX INC | 3,000,000 | $4.847M | 0.8% | $1.62 | $1.62 | — | SDCV 3.125% 3/1 | 983919AD3 |
| — | MICRON TECHNOLOGY INC D | 2,900,000 | $4.664M | 0.8% | $1.61 | $1.37 | — | EBT 1.875% 6/0 | 595112AK9 |
| — | MERRIMACK PHARMACEUTICALS IN | 5,000,000 | $4.531M | 0.8% | $0.91 | $0.91 | — | OTE 4.500% 7/1 | 590328AA8 |
| — | CUBIST PHARMACEUTICALS INC | 2,000,000 | $4.505M | 0.8% | $2.25 | $1.76 | — | NOTE 2.500%11/0 | 229678AD9 |
| — | PROSPECT CAPITAL CORPORATION | 4,300,000 | $4.459M | 0.8% | $1.04 | $1.04 | — | MTNF 5.375%10/1 | 74348TAK8 |
| — | AMERICAN RLTY CAP PPTYS INC | 4,500,000 | $4.253M | 0.7% | $0.95 | $0.95 | — | OTE 3.000% 8/0 | 02917TAA2 |
| SPY | SPDR S&P 500 | 25,000 | $4.203M | 0.7% | $168.12 | $161.08 | +4.3% | ETF TR TR UNIT | 78462F103 |
| — | JETBLUE AIRWAYS CORP | 2,240,000 | $3.612M | 0.6% | $1.61 | $1.61 | — | DBCV 5.500%10/1 | 477143AE1 |
| — | KOHLBERG CAPITAL CORP | 3,000,000 | $3.521M | 0.6% | $1.17 | $1.39 | — | NOTE 8.750% 3/1 | 500233AB7 |
| — | DOLLAR FINL CORP | 3,500,000 | $3.369M | 0.6% | $0.96 | $0.96 | — | NOTE 3.000% 4/0 | 256664AC7 |
| — | AFFYMETRIX INC | 2,640,000 | $3.312M | 0.6% | $1.25 | $1.00 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | HEALTH CARE REIT INC | 50,000 | $3.119M | 0.5% | $62.38 | — | — | Put | 42217K106 |
| — | ACCURAY INC | 3,000,000 | $3.106M | 0.5% | $1.04 | $1.04 | — | NOTE 3.750% 8/0 | 004397AB1 |
| — | STEWART ENTERPRISES INC | 2,500,000 | $3.086M | 0.5% | $1.23 | $1.23 | — | NOTE 3.125% 7/1 | 860370AH8 |
| — | HF2 FINL MGMT INC | 300,000 | $3.036M | 0.5% | $10.12 | $10.11 | — | CL A | 40421A104 |
| — | MASTEC INC | 1,500,000 | $2.904M | 0.5% | $1.94 | $2.10 | — | NOTE 4.000% 6/1 | 576323AL3 |
| — | CONVERGYS CORP | 1,500,000 | $2.678M | 0.5% | $1.79 | $1.79 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | EXELIXIS INC | 2,250,000 | $2.655M | 0.5% | $1.18 | $1.18 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | HYDE PK ACQUISITION CORP II | 250,000 | $2.563M | 0.4% | $10.25 | $10.23 | — | COM | 448640102 |
| — | CHART ACQUISITION CORP | 250,000 | $2.488M | 0.4% | $9.95 | $10.07 | — | COM | 161151105 |
| — | CAPITOL ACQUISITION CORP II | 250,000 | $2.423M | 0.4% | $9.69 | $9.69 | — | COM | 14056V105 |
| — | PROSPECT CAPITAL CORPORATION | 2,200,000 | $2.241M | 0.4% | $1.02 | $1.02 | — | OTE 5.750% 3/1 | 74348TAL6 |
| — | EPR PPTYS PFD C | 100,000 | $2.106M | 0.4% | $21.06 | $21.06 | — | CNV 5.75% | 26884U208 |
| — | MARKET VECTORS ETF | 100,000 | $1.9M | 0.3% | $19.00 | — | — | Call | 57060U837 |
| — | RAMCO-GERSHENSON PPTYS | 31,161 | $1.812M | 0.3% | $58.15 | $58.17 | — | TR PERP PFD-D CV | 751452608 |
| — | WEB COM GROUP INC | 1,500,000 | $1.695M | 0.3% | $1.13 | $1.13 | — | OTE 1.000% 8/1 | 94733AAA2 |
| — | MEDWORTH ACQUISITION CORP | 201,107 | $1.625M | 0.3% | $8.08 | $8.08 | — | COM | 58508R105 |
| AAPL | APPLE INC | 2,450 | $1.168M | 0.2% | $476.73 * | $14.19 | +3.6% | COM | 037833100 |
| — | VECTOR GRO | 1,000,000 | $1.138M | 0.2% | $1.14 | $1.14 | — | UP LTD DBCV 6/1 | 92240MAL2 |
| VRSN | VERISIGN INC | 20,000 | $1.018M | 0.2% | $50.90 | — | — | Put | 92343E102 |
| — | QUINPARIO ACQUISITION CORP | 100,000 | $1.017M | 0.2% | $10.17 | $10.17 | — | UNIT 99/99/9999 | 74874R207 |
| — | HEALTH CARE REIT INC | 17,490 | $1.005M | 0.2% | $57.46 | $57.46 | — | PFD PER CON I | 42217K601 |
| — | CONNS INC | 20,000 | $1.001M | 0.2% | $50.05 | $50.05 | — | COM | 208242107 |
| — | BIOMED REALTY TRUST INC | 50,000 | $930K | 0.2% | $18.60 | — | — | Call | 09063H107 |
| — | DDR CORP | 50,000 | $786K | 0.1% | $15.72 | — | — | Call | 23317H102 |
| — | INVESCO MORTGAGE CAPITAL INC | 50,000 | $770K | 0.1% | $15.40 | — | — | Call | 46131B100 |
| EPR | EPR PPTYS COM | 15,169 | $739K | 0.1% | $48.72 | $50.28 | — | SH BEN INT | 26884U109 |
| — | LAM RESEARCH CORP | 14,300 | $732K | 0.1% | $51.19 | $44.34 | — | COM | 512807108 |
| CALY | CALLAWAY GOLF CO | 100,000 | $712K | 0.1% | $7.12 | — | — | Put | 131193104 |
| — | VOLCANO CORPORATION | 25,000 | $599K | 0.1% | $23.96 | — | — | Put | 928645100 |
| — | ANNALY CAP MGMT INC | 50,000 | $579K | 0.1% | $11.58 | — | — | Call | 035710409 |
| ARAY | ACCURAY INC | 75,000 | $554K | 0.1% | $7.39 | — | — | Put | 004397105 |
| — | NEXTERA ENERGY INC | 10,000 | $545K | 0.1% | $54.50 | $54.50 | — | UNIT 09/01/2015 | 65339F887 |
| — | APOLLO INVT CORP | 60,300 | $491K | 0.1% | $8.14 | $7.74 | — | COM | 03761U106 |
| UMC | UNITED MICROELECTRONICS CORP SPON | 171,600 | $353K | 0.1% | $2.06 | $2.03 | +1.4% | ADR NEW | 910873405 |
| — | CREDIT SUISSE NASSAU BRH INVRS | 10,000 | $268K | 0.0% | $26.80 | $19.93 | — | VIX STERM | 22542D795 |
| — | SANOFI | 110,000 | $222K | 0.0% | $2.02 | $1.93 | — | RIGHT 12/31/2020 | 80105N113 |
| AMCX | AMC NETWORKS INC | 3,185 | $218K | 0.0% | $68.45 | $66.24 | +3.4% | CL A | 00164V103 |
| — | CENVEO INC | 70,000 | $207K | 0.0% | $2.96 | — | — | Call | 15670S105 |
| — | AK STL HLDG CORP | 50,000 | $188K | 0.0% | $3.76 | — | — | Call | 001547108 |
| — | ZIONS BANCORPORATION | 50,000 | $156K | 0.0% | $3.12 | $3.96 | — | W EXP 11/14/201 | 989701131 |
| EXEL | EXELIXIS INC | 25,000 | $146K | 0.0% | $5.84 | — | — | Put | 30161Q104 |
| — | CHART ACQUISITION CORP | 250,000 | $143K | 0.0% | $0.57 | $0.52 | — | W EXP 12/19/201 | 161151113 |
| — | CITIGROUP INC | 166,500 | $125K | 0.0% | $0.75 | $0.79 | — | W EXP 01/04/201 | 172967226 |
| — | CREDIT SUISSE AG NASSAU BRH | 5,000 | $76,000 | 0.0% | $15.20 | $15.20 | — | EXCHTRADE SHTERM | 22539T613 |
| — | CAPITOL ACQUISITION CORP II | 124,700 | $75,000 | 0.0% | $0.60 | $0.60 | — | W EXP 05/15/201 | 14056V113 |
| — | BANK OF AMERICA CORPORATION | 92,300 | $73,000 | 0.0% | $0.79 | $0.77 | — | W EXP 10/28/201 | 060505153 |
| — | HEMISPHERE MEDIA GROUP INC | 3,306 | $39,000 | 0.0% | $11.80 | $13.65 | — | CL A | 42365Q103 |
| BCO | BRINKS CO | 918 | $26,000 | 0.0% | $28.32 * | $23.61 | +4.1% | COM | 109696104 |
| — | COLLABRIUM JAPAN ACQUISITN C | 62,611 | $18,000 | 0.0% | $0.29 | $0.22 | — | W EXP 99/99/999 | G2266G110 |
| — | OWENS ILL INC | 397 | $12,000 | 0.0% | $30.23 | $30.23 | — | COM NEW | 690768403 |
| — | CITIGROUP INC W | 115,500 | $9,000 | 0.0% | $0.08 | $0.09 | — | EXP 10/28/201 | 172967234 |
| — | CHARTER FINL CORP MD | 400 | $4,000 | 0.0% | $10.00 | $10.00 | — | COM | 16122W108 |