Location: Stamford, CT
CIK: 0001287978 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 13, 2014
Total Value: $504M (14.7% shares, 85.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | LIONS GATE ENTMT INC | 12,831,000 | $49.17M | 9.8% | $3.33 | — | NOTE 3.625% 3/1 | 53626YAA6 |
| — | MICROCHIP TECHNOLOGY INC | 19,710,000 | $34.24M | 6.8% | $1.47 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | PDL BIOPHARMA INC | 20,221,000 | $31.18M | 6.2% | $1.38 | — | NOTE 2.875% 2/1 | 69329YAE4 |
| — | UNITED THERAPEUTICS CORP DEL | 13,000,000 | $30.81M | 6.1% | $1.67 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| — | WESTERN REFNG INC | 6,401,000 | $28.4M | 5.6% | $2.94 | — | NOTE 5.750% 6/1 | 959319AC8 |
| — | OMNICARE INC | 14,000,000 | $21.21M | 4.2% | $1.35 | — | NOTE 3.750% 4/0 | 681904AP3 |
| — | TELEFLEX INC | 12,221,000 | $19.29M | 3.8% | $1.53 | — | NOTE 3.875% 8/0 | 879369AA4 |
| SPY | SPDR S&P 500 ETF TR | 100,000 | $18.47M | 3.7% | $160.00 | — | Call | 78462F103 |
| — | JETBLUE AIRWAYS CORP | 7,895,000 | $15.04M | 3.0% | $1.52 | — | DBCV 6.750%10/1 | 477143AG6 |
| — | MICRON TECHNOLOGY INC | 5,500,000 | $12.66M | 2.5% | $1.91 | — | NOTE 1.875% 8/0 | 595112AR4 |
| — | PRICELINE COM INC | 3,300,000 | $12.6M | 2.5% | $2.73 | — | NOTE 1.250% 3/1 | 741503AN6 |
| — | NOVELLUS SYS INC | 7,500,000 | $12.53M | 2.5% | $1.60 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | EQUINIX INC | 5,234,000 | $11.44M | 2.3% | $2.27 | — | NOTE 4.750% 6/1 | 29444UAH9 |
| — | HERCULES TECH GROWTH CAP INC | 7,992,000 | $11.15M | 2.2% | $1.20 | — | NOTE 6.000% 4/1 | 427096AB8 |
| — | MYLAN INC | 3,000,000 | $9.838M | 2.0% | $2.37 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | OMNICARE CAP TR II | 132,710 | $9.804M | 1.9% | $59.84 | — | PFD B TR 4.00% | 68214Q200 |
| — | HAWAIIAN HOLDINGS INC | 5,640,000 | $7.613M | 1.5% | $1.35 | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | OMNICARE INC | 3,085,000 | $7.084M | 1.4% | $1.85 | — | NOTE 3.750%12/1 | 681904AN8 |
| — | ENDO HEALTH SOLUTIONS INC | 2,970,000 | $6.886M | 1.4% | $1.36 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | DEVELOPERS DIVERSIFIED RLTY | 6,175,000 | $6.885M | 1.4% | $1.16 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | ASCENT CAP GROUP INC | 5,500,000 | $5.899M | 1.2% | $1.05 | — | NOTE 4.000% 7/1 | 043632AA6 |
| — | ANNALY CAP MGMT INC | 5,400,000 | $5.464M | 1.1% | $1.01 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | JINKOSOLAR HLDG CO LTD | 5,100,000 | $5.368M | 1.1% | $1.05 | — | NOTE 4.000% 5/1 | 47759TAA8 |
| — | JETBLUE AIRWAYS CORP | 3,000,000 | $5.355M | 1.1% | $1.78 | — | DBCV 6.750%10/1 | 477143AF8 |
| — | ENPRO INDS INC | 3,000,000 | $5.295M | 1.1% | $1.58 | — | DBCV 3.938%10/1 | 29355XAB3 |
| — | HOME INNS & HOTELS MGMT INC | 5,000,000 | $5.213M | 1.0% | $1.04 | — | NOTE 2.000%12/1 | 43713WAB3 |
| — | MERRIMACK PHARMACEUTICALS IN | 5,000,000 | $5.21M | 1.0% | $0.91 | — | NOTE 4.500% 7/1 | 590328AA8 |
| — | SALESFORCE COM INC | 2,000,000 | $5.161M | 1.0% | $1.81 | — | NOTE 0.750% 1/1 | 79466LAB0 |
| — | HORSEHEAD HLDG CORP | 4,000,000 | $5.026M | 1.0% | $1.26 | — | NOTE 3.800% 7/0 | 440694AB3 |
| — | BEAZER HOMES USA INC | 133,264 | $4.931M | 1.0% | $28.78 | — | UNIT 99/99/9999 | 07556Q709 |
| — | CALLAWAY GOLF CO | 3,975,000 | $4.909M | 1.0% | $1.23 | — | OTE 3.750% 8/1 | 131193AC8 |
| — | ALBANY MOLECULAR RESH INC | 5,250,000 | $4.876M | 1.0% | $0.93 | — | OTE 2.250%11/1 | 012423AA7 |
| — | XILINX INC | 3,000,000 | $4.748M | 0.9% | $1.62 | — | SDCV 3.125% 3/1 | 983919AD3 |
| — | PROSPECT CAPITAL CORPORATION | 4,300,000 | $4.526M | 0.9% | $1.04 | — | MTNF 5.375%10/1 | 74348TAK8 |
| — | JETBLUE AIRWAYS CORP | 2,240,000 | $4.454M | 0.9% | $1.61 | — | DBCV 5.500%10/1 | 477143AE1 |
| — | STARWOOD PPTY TR INC | 4,000,000 | $4.435M | 0.9% | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | BPZ RESOURCES INC | 4,900,000 | $4.339M | 0.9% | $0.89 | — | OTE 8.500%10/0 | 055639AC2 |
| — | GAIN CAP HLDGS INC | 4,500,000 | $4.185M | 0.8% | $0.93 | — | OTE 4.125%12/0 | 36268WAA8 |
| — | CALLIDUS SOFTWARE INC | 2,350,000 | $4.151M | 0.8% | $1.77 | — | NOTE 4.750% 6/0 | 13123EAB0 |
| — | EPR PPTYS | 200,000 | $4.028M | 0.8% | $20.60 | — | PFD C CNV 5.75% | 26884U208 |
| — | RAMCO-GERSHENSON PPTYS TR PERP | 59,568 | $3.477M | 0.7% | $58.27 | — | PFD-D CV | 751452608 |
| — | HF2 FINL MGMT INC | 300,000 | $3.054M | 0.6% | $10.11 | — | CL A | 40421A104 |
| — | ROI ACQUISITION CORP II | 290,168 | $2.762M | 0.5% | $9.52 | — | COM | 74966G101 |
| — | CENVEO CORP | 2,500,000 | $2.73M | 0.5% | $0.89 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | ALPHA NATURAL RESOURCES INC | 2,500,000 | $2.671M | 0.5% | $1.07 | — | OTE 4.875%12/1 | 02076XAF9 |
| — | HYDE PK ACQUISITION CORP II | 250,000 | $2.649M | 0.5% | $10.23 | — | COM | 448640102 |
| — | RESOURCE CAP CORP | 2,500,000 | $2.495M | 0.5% | $1.00 | — | OTE 6.000%12/0 | 76120WAA2 |
| — | CHART ACQUISITION CORP | 250,000 | $2.438M | 0.5% | $10.07 | — | COM | 161151105 |
| — | SILVER EAGLE ACQUISITION COR | 250,000 | $2.42M | 0.5% | $9.68 | — | COM | 827694100 |
| — | CAPITOL ACQUISITION CORP II | 250,000 | $2.405M | 0.5% | $9.69 | — | COM | 14056V105 |
| — | LEVY ACQUISITION CORP | 200,000 | $2.002M | 0.4% | $10.01 | — | UNIT 99/99/9999 | 52748T203 |
| — | DOLLAR FINL CORP | 2,000,000 | $1.929M | 0.4% | $0.96 | — | NOTE 3.000% 4/0 | 256664AC7 |
| SPY | SPDR S&P 500 ETF TR | 10,000 | $1.847M | 0.4% | $160.00 | — | TR UNIT | 78462F103 |
| — | QUARTET MERGER CORP | 174,600 | $1.68M | 0.3% | $9.62 | — | COM | 747717106 |
| — | MERGEWORTHRX CORP | 201,107 | $1.635M | 0.3% | $8.13 | — | COM | 58952R106 |
| — | GLOBAL DEFENSE & NATL SEC SY | 150,000 | $1.508M | 0.3% | $10.05 | — | COM | 37953N108 |
| — | SANDISK CORP | 1,000,000 | $1.474M | 0.3% | $1.47 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | RAIT FINANCIAL TRUST | 1,000,000 | $1.415M | 0.3% | $1.42 | — | NOTE 7.000% 4/0 | 749227AA2 |
| — | DDR CORP | 80,000 | $1.23M | 0.2% | — | — | Call | 23317H102 |
| — | QUINPARIO ACQUISITION CORP | 100,000 | $1.01M | 0.2% | $10.10 | — | COM | 74874R108 |
| CALY | CALLAWAY GOLF CO | 100,000 | $843K | 0.2% | — | — | Put | 131193104 |
| — | SOUFUN HLDGS LTD | 10,000 | $824K | 0.2% | — | — | Put | 836034108 |
| — | SILVER STD RES INC | 100,000 | $696K | 0.1% | — | — | Call | 82823L106 |
| — | COLLABRIUM JAPAN ACQUISITN C | 62,611 | $644K | 0.1% | $10.29 | — | COM | G2266G102 |
| — | APOLLO INVT CORP | 60,300 | $511K | 0.1% | $7.74 | — | COM | 03761U106 |
| — | ANNALY CAP MGMT INC | 50,000 | $499K | 0.1% | — | — | Call | 035710409 |
| — | NEXTERA ENERGY INC | 8,000 | $452K | 0.1% | $54.50 | — | UNIT 09/01/2015 | 65339F887 |
| — | HEALTH CARE REIT INC | 7,000 | $360K | 0.1% | $57.46 | — | PFD PER CON I | 42217K601 |
| UMC | UNITED MICROELECTRONICS CORP SPON | 171,600 | $350K | 0.1% | $0.97 | — | ADR NEW | 910873405 |
| — | HEALTH CARE REIT INC | 5,971 | $320K | 0.1% | $53.59 | — | COM | 42217K106 |
| — | ZIONS BANCORPORATION | 50,000 | $207K | 0.0% | $3.96 | — | W EXP 11/14/201 | 989701131 |
| — | CHART ACQUISITION CORP | 238,200 | $186K | 0.0% | $0.52 | — | W EXP 12/19/201 | 161151113 |
| — | ROI ACQUISITION CORP II | 290,168 | $145K | 0.0% | $0.50 | — | W EXP 99/99/999 | 74966G119 |
| — | SILVER EAGLE ACQUISITION COR | 235,000 | $141K | 0.0% | $0.60 | — | W EXP 07/26/202 | 827694118 |
| — | CITIGROUP INC | 166,500 | $108K | 0.0% | $0.79 | — | W EXP 01/04/201 | 172967226 |
| — | GEVO INC | 70,000 | $100K | 0.0% | $1.43 | — | COM | 374396109 |
| — | QUARTET MERGER CORP | 174,600 | $91,000 | 0.0% | $0.52 | — | RIGHT 99/99/9999 | 747717205 |
| — | SANOFI | 220,000 | $75,000 | 0.0% | $1.13 | — | RIGHT 12/31/2020 | 80105N113 |
| — | CAPITOL ACQUISITION CORP II | 124,700 | $75,000 | 0.0% | $0.60 | — | W EXP 05/15/201 | 14056V113 |
| — | BANK OF AMERICA CORPORATION | 92,300 | $71,000 | 0.0% | $0.77 | — | W EXP 10/28/201 | 060505153 |
| — | AQUASITION CORP | 209,500 | $51,000 | 0.0% | $0.24 | — | W EXP 99/99/999 | Y0192H111 |
| — | QUARTET MERGER CORP | 5,000 | $50,000 | 0.0% | $10.00 | — | UNIT 99/99/9999T | 747717304 |
| — | QUINPARIO ACQUISITION CORP | 100,000 | $36,000 | 0.0% | $0.36 | — | W EXP 09/27/201 | 74874R116 |
| — | COLLABRIUM JAPAN ACQUISITN C | 62,611 | $7,000 | 0.0% | $0.22 | — | W EXP 99/99/999 | G2266G110 |
| — | CITIGROUP INC | 115,500 | $7,000 | 0.0% | $0.09 | — | W EXP 10/28/201 | 172967234 |