Location: Stamford, CT
CIK: 0001287978 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: May 13, 2014
Total Value: $547M (11.4% shares, 88.6% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | MICROCHIP TECHNOLOGY INC | 22,780,000 | $42.26M | 7.7% | $1.86 | $1.52 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | MYLAN INC | 11,458,000 | $42.11M | 7.7% | $3.67 | $3.33 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | LIONS GATE ENTMT INC | 12,831,000 | $41.62M | 7.6% | $3.24 | $3.33 | — | NOTE 3.625% 3/1 | 53626YAA6 |
| — | SBA COMMUNICATIONS CORP | 10,000,000 | $29.84M | 5.5% | $2.98 | $2.98 | — | NOTE 4.000%10/0 | 78388JAM8 |
| — | OMNICARE INC | 19,000,000 | $28.62M | 5.2% | $1.51 | $1.39 | — | NOTE 3.750% 4/0 | 681904AP3 |
| — | TELEFLEX INC | 14,000,000 | $24.85M | 4.5% | $1.77 | $1.56 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | D R HORTON INC | 12,500,000 | $20.84M | 3.8% | $1.67 | $1.67 | — | NOTE 2.000% 5/1 | 23331ABB4 |
| — | OMNICARE INC | 7,985,000 | $18.19M | 3.3% | $2.28 | $2.11 | — | NOTE 3.750%12/1 | 681904AN8 |
| — | HAWAIIAN HOLDINGS INC | 8,640,000 | $15.89M | 2.9% | $1.84 | $1.52 | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | JETBLUE AIRWAYS CORP | 7,895,000 | $15.23M | 2.8% | $1.93 | $1.52 | — | DBCV 6.750%10/1 | 477143AG6 |
| — | MICRON TECHNOLOGY INC | 5,500,000 | $13.8M | 2.5% | $2.51 | $1.91 | — | NOTE 1.875% 8/0 | 595112AR4 |
| — | SANDISK CORP | 6,500,000 | $10.67M | 1.9% | $1.64 | $1.62 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | DEALERTRACK TECHNOLOGIES INC | 7,000,000 | $9.958M | 1.8% | $1.42 | $1.42 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | UNITED THERAPEUTICS CORP DEL | 5,000,000 | $9.897M | 1.8% | $1.98 | $1.67 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| — | HERCULES TECH GROWTH CAP INC | 7,992,000 | $9.75M | 1.8% | $1.22 | $1.20 | — | NOTE 6.000% 4/1 | 427096AB8 |
| — | EQUINIX INC | 4,234,000 | $9.577M | 1.7% | $2.26 | $2.27 | — | NOTE 4.750% 6/1 | 29444UAH9 |
| — | MGM RESORTS INTERNATIONAL | 6,500,000 | $9.468M | 1.7% | $1.46 | $1.46 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | NOVELLUS SYS INC | 5,000,000 | $8.525M | 1.6% | $1.71 | $1.60 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | HORSEHEAD HLDG CORP | 6,394,000 | $8.344M | 1.5% | $1.30 | $1.27 | — | NOTE 3.800% 7/0 | 440694AB3 |
| — | CASH AMER INTL INC | 4,750,000 | $7.22M | 1.3% | $1.52 | $1.52 | — | OTE 5.250% 5/1 | 14754DAF7 |
| — | INTERNATIONAL GAME TECHNOLOG | 6,950,000 | $6.963M | 1.3% | $1.00 | $1.00 | — | NOTE 3.250% 5/0 | 459902AQ5 |
| — | JARDEN CORP | 5,000,000 | $6.938M | 1.3% | $1.39 | $1.39 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | CAL DIVE INTL INC DEL | 6,500,000 | $6.232M | 1.1% | $0.96 | $0.96 | — | OTE 5.000% 7/1 | 12802TAB7 |
| — | ENCORE CAP GROUP INC | 3,750,000 | $5.808M | 1.1% | $1.55 | $1.55 | — | OTE 3.000%11/2 | 292554AD4 |
| — | MICRON TECHNOLOGY INC | 2,500,000 | $5.585M | 1.0% | $2.23 | $2.23 | — | OTE 2.125% 2/1 | 595112AV5 |
| — | JETBLUE AIRWAYS CORP | 3,000,000 | $5.413M | 1.0% | $1.80 | $1.78 | — | DBCV 6.750%10/1 | 477143AF8 |
| — | CALLAWAY GOLF CO | 3,645,000 | $5.144M | 0.9% | $1.41 | $1.23 | — | NOTE 3.750% 8/1 | 131193AC8 |
| — | ALTRA INDL MOTION CORP | 3,500,000 | $4.99M | 0.9% | $1.43 | $1.43 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 3,770,000 | $4.953M | 0.9% | $1.31 | $1.31 | — | NOTE 1.750%12/0 | 874054AC3 |
| SPY | SPDR S&P 500 ETF TR | 25,000 | $4.676M | 0.9% | $187.04 | $173.55 | +7.8% | Put | 78462F103 |
| — | PROSPECT CAPITAL CORPORATION | 4,300,000 | $4.51M | 0.8% | $1.05 | $1.04 | — | MTNF 5.375%10/1 | 74348TAK8 |
| — | JETBLUE AIRWAYS CORP | 2,240,000 | $4.496M | 0.8% | $2.01 | $1.61 | — | DBCV 5.500%10/1 | 477143AE1 |
| — | AFFYMETRIX INC | 3,115,000 | $4.423M | 0.8% | $1.42 | $1.42 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | PDL BIOPHARMA INC | 4,050,000 | $4.239M | 0.8% | $1.05 | $1.05 | — | OTE 4.000% 2/0 | 69329YAF1 |
| SPY | SPDR S&P 500 ETF TR | 22,500 | $4.208M | 0.8% | $187.02 | $173.55 | +7.8% | TR UNIT | 78462F103 |
| — | CALLIDUS SOFTWARE INC | 2,350,000 | $3.836M | 0.7% | $1.63 | $1.77 | — | NOTE 4.750% 6/0 | 13123EAB0 |
| — | TTM TECHNOLOGIES INC | 3,405,000 | $3.739M | 0.7% | $1.10 | $1.10 | — | OTE 1.750%12/1 | 87305RAD1 |
| — | VIPSHOP HLDGS LTD | 3,500,000 | $3.555M | 0.6% | $1.02 | $1.02 | — | OTE 1.500% 3/1 | 92763WAA1 |
| — | ANNALY CAP MGMT INC | 3,400,000 | $3.477M | 0.6% | $1.02 | $1.01 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | RAIT FINANCIAL TRUST | 3,500,000 | $3.442M | 0.6% | $0.98 | $0.98 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | ROI ACQUISITION CORP II | 350,168 | $3.393M | 0.6% | $9.69 | $9.55 | — | COM | 74966G101 |
| — | HOME INNS & HOTELS MGMT INC | 3,500,000 | $3.378M | 0.6% | $0.97 | $1.04 | — | NOTE 2.000%12/1 | 43713WAB3 |
| — | BOTTOMLINE TECH DEL INC | 2,500,000 | $3.279M | 0.6% | $1.31 | $1.31 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | HF2 FINL MGMT INC | 300,000 | $3.078M | 0.6% | $10.26 | $10.11 | — | CL A | 40421A104 |
| — | ASCENT CAP GROUP INC | 3,000,000 | $3.002M | 0.5% | $1.00 | $1.05 | — | NOTE 4.000% 7/1 | 043632AA6 |
| — | PDL BIOPHARMA INC | 359,672 | $2.989M | 0.5% | $8.31 | $8.31 | — | COM | 69329Y104 |
| — | DOLLAR FINL CORP | 3,100,000 | $2.868M | 0.5% | $0.93 | $0.95 | — | NOTE 3.000% 4/0 | 256664AC7 |
| — | RAMCO-GERSHENSON PPTYS | 46,518 | $2.786M | 0.5% | $59.89 | $58.27 | — | TR PERP PFD-D CV | 751452608 |
| — | HYDE PK ACQUISITION CORP II | 250,000 | $2.62M | 0.5% | $10.48 | $10.23 | — | COM | 448640102 |
| — | CHART ACQUISITION CORP | 250,000 | $2.478M | 0.5% | $9.91 | $10.07 | — | COM | 161151105 |
| — | CAPITOL ACQUISITION CORP II | 250,000 | $2.463M | 0.4% | $9.85 | $9.69 | — | COM | 14056V105 |
| — | SILVER EAGLE ACQUISITION COR | 250,000 | $2.433M | 0.4% | $9.73 | $9.68 | — | COM | 827694100 |
| — | CAMBRIDGE CAP ACQUISITION CO | 250,000 | $2.405M | 0.4% | $9.62 | $9.62 | — | COM | 13215Q106 |
| — | DEVELOPERS DIVERSIFIED RLTY | 2,000,000 | $2.314M | 0.4% | $1.16 | $1.16 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | QIAGEN NV | 105,000 | $2.214M | 0.4% | $21.09 | $21.09 | — | REG SHS | N72482107 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 2,000,000 | $2.205M | 0.4% | $1.10 | $1.10 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | CENVEO CORP | 2,000,000 | $2.066M | 0.4% | $1.03 | $0.89 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | LEVY ACQUISITION CORP | 211,351 | $2.04M | 0.4% | $9.65 | $9.65 | — | COM | 52748T104 |
| — | HENNESSY CAP ACQUISITION COR | 200,000 | $2.012M | 0.4% | $10.06 | $10.06 | — | UNIT 99/99/9999 | 425886207 |
| — | QUARTET MERGER CORP | 179,600 | $1.755M | 0.3% | $9.77 | $9.63 | — | COM | 747717106 |
| — | BEAZER HOMES USA INC | 53,481 | $1.678M | 0.3% | $31.38 | $28.78 | — | UNIT 99/99/9999 | 07556Q709 |
| — | MERGEWORTHRX CORP | 201,107 | $1.625M | 0.3% | $8.08 | $8.13 | — | COM | 58952R106 |
| — | GLOBAL DEFENSE & NATL SEC SY | 150,000 | $1.518M | 0.3% | $10.12 | $10.05 | — | COM | 37953N108 |
| — | RAIT FINANCIAL TRUST | 1,000,000 | $1.383M | 0.3% | $1.38 | $1.42 | — | NOTE 7.000% 4/0 | 749227AA2 |
| EPR | EPR PPTYS COM | 24,469 | $1.306M | 0.2% | $53.37 | $53.37 | — | SH BEN INT | 26884U109 |
| — | INFINITY CROSS BORDER ACQUISITION | 162,750 | $1.302M | 0.2% | $8.00 | $8.00 | — | COM | G4772R101 |
| — | PRICELINE COM INC | 1,050 | $1.251M | 0.2% | $1191.43 | $1191.43 | — | COM NEW | 741503403 |
| — | QUINPARIO ACQUISITION CORP | 101,200 | $1.041M | 0.2% | $10.29 | $10.10 | — | COM | 74874R108 |
| — | DOMINION RES INC VA NEW | 17,000 | $981K | 0.2% | $57.71 | $57.71 | — | UNIT 07/01/2016 | 25746U885 |
| — | EPR PPTYS PFD C | 43,855 | $928K | 0.2% | $21.16 | $20.60 | — | CNV 5.75% | 26884U208 |
| UVV | UNIVERSAL CORP VA | 14,267 | $797K | 0.1% | $55.86 | $54.72 | +2.1% | COM | 913456109 |
| — | BOULEVARD ACQUISITION CORP | 78,258 | $788K | 0.1% | $10.07 | $10.07 | — | UNIT 99/99/9999 | 10157P203 |
| ON | ON SEMICONDUCTOR CORP | 82,900 | $779K | 0.1% | $9.40 | $8.98 | +4.7% | COM | 682189105 |
| — | CEPHEID | 10,900 | $562K | 0.1% | $51.56 | $51.56 | — | COM | 15670R107 |
| — | APOLLO INVT CORP | 60,300 | $501K | 0.1% | $8.31 | $7.74 | — | COM | 03761U106 |
| — | DDR CORP | 30,000 | $494K | 0.1% | $16.47 | — | — | Call | 23317H102 |
| — | NEXTERA ENERGY INC | 8,000 | $491K | 0.1% | $61.38 | $54.50 | — | UNIT 09/01/2015 | 65339F887 |
| BDN | BRANDYWINE RLTY TR | 33,000 | $477K | 0.1% | $14.45 | $14.45 | — | SH BEN INT NEW | 105368203 |
| EXAS | EXACT SCIENCES CORP | 30,000 | $425K | 0.1% | $14.17 | $13.51 | +4.9% | COM | 30063P105 |
| — | PROSHARES TR ULTRAPRO | 7,500 | $421K | 0.1% | $56.13 | $56.13 | — | SHORT S | 74348A442 |
| — | HEALTH CARE REIT INC | 7,000 | $388K | 0.1% | $55.43 | $57.46 | — | PFD PER CON I | 42217K601 |
| UMC | UNITED MICROELECTRONICS CORP SPON | 171,600 | $357K | 0.1% | $2.08 | $2.03 | +2.4% | ADR NEW | 910873405 |
| — | EMERALD OIL INC | 50,000 | $336K | 0.1% | $6.72 | — | — | Call | 29101U209 |
| — | AMARIN CORP PLC SPONS | 151,400 | $274K | 0.1% | $1.81 | — | — | Call | 023111206 |
| ELME | WASHINGTON REAL ESTATE INVT | 10,411 | $249K | 0.0% | $23.92 | $23.92 | — | SH BEN INT | 939653101 |
| — | CREDIT SUISSE NASSAU BRH INVRS | 7,000 | $221K | 0.0% | $31.57 | $31.57 | — | VIX STERM | 22542D795 |
| — | ZIONS BANCORPORATION | 50,000 | $205K | 0.0% | $4.10 | $3.96 | — | W EXP 11/14/201 | 989701131 |
| — | SILVER EAGLE ACQUISITION COR | 235,000 | $169K | 0.0% | $0.72 | $0.60 | — | W EXP 07/26/202 | 827694118 |
| — | CHART ACQUISITION CORP | 237,700 | $164K | 0.0% | $0.69 | $0.52 | — | W EXP 12/19/201 | 161151113 |
| — | BARCLAYS BK PLC IPATH | 10,000 | $157K | 0.0% | $15.70 | — | — | Call | 06742E711 |
| — | ROI ACQUISITION CORP II | 290,168 | $128K | 0.0% | $0.44 | $0.50 | — | W EXP 09/17/201 | 74966G119 |
| — | CITIGROUP INC | 166,500 | $107K | 0.0% | $0.64 | $0.79 | — | W EXP 01/04/201 | 172967226 |
| — | CAMBRIDGE CAP ACQUISITION CO | 250,000 | $105K | 0.0% | $0.42 | $0.42 | — | W EXP 12/23/201 | 13215Q114 |
| — | SANOFI | 275,000 | $88,000 | 0.0% | $0.32 | $0.97 | — | RIGHT 12/31/2020 | 80105N113 |
| — | BANK OF AMERICA CORPORATION | 91,600 | $83,000 | 0.0% | $0.91 | $0.77 | — | W EXP 10/28/201 | 060505153 |
| — | QUARTET MERGER CORP | 179,600 | $77,000 | 0.0% | $0.43 | $0.52 | — | RIGHT 99/99/9999 | 747717205 |
| — | FIRST POTOMAC RLTY TR | 5,467 | $71,000 | 0.0% | $12.99 | $12.99 | — | COM | 33610F109 |
| — | LEVY ACQUISITION CORP | 93,700 | $61,000 | 0.0% | $0.65 | $0.65 | — | W EXP 11/19/201 | 52748T112 |
| — | CAPITOL ACQUISITION CORP II | 124,700 | $61,000 | 0.0% | $0.49 | $0.60 | — | W EXP 05/15/201 | 14056V113 |
| — | AQUASITION CORP | 200,000 | $52,000 | 0.0% | $0.26 | $0.24 | — | *W EXP 10/25/201 | Y0192H111 |
| — | QUINPARIO ACQUISITION CORP | 82,500 | $52,000 | 0.0% | $0.63 | $0.36 | — | W EXP 09/27/201 | 74874R116 |
| — | INFINITY CROSS BORDER ACQUISITION | 58,450 | $45,000 | 0.0% | $0.77 | $0.77 | — | WTS | G4772R119 |
| MOV | MOVADO GROUP INC | 897 | $41,000 | 0.0% | $45.71 | $40.76 | +11.7% | COM | 624580106 |
| — | ROI ACQUISITION CORP II | 2,000 | $20,000 | 0.0% | $10.00 | $10.00 | — | UNIT 99/99/9999 | 74966G200 |
| — | COLLABRIUM JAPAN ACQUISITN C | 62,611 | $9,000 | 0.0% | $0.14 | $0.22 | — | W EXP 99/99/999 | G2266G110 |
| — | CITIGROUP INC | 115,500 | $5,000 | 0.0% | $0.04 | $0.09 | — | W EXP 10/28/201 | 172967234 |