CIK: 0001287978 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 13, 2014
Total Value ($000): $600,807 (10.5% shares, 89.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MYLAN INC | 13,000,000 | $50,385 | 8.4% | $3.40 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | MICROCHIP TECHNOLOGY INC | 25,421,000 | $48,602 | 8.1% | $1.56 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | LIONS GATE ENTMT INC | 12,831,000 | $44,443 | 7.4% | $3.33 | — | NOTE 3.625% 3/1 | 53626YAA6 |
| — | OMNICARE INC | 23,900,000 | $39,704 | 6.6% | $1.45 | — | NOTE 3.750% 4/0 | 681904AP3 |
| — | TELEFLEX INC | 17,500,000 | $30,699 | 5.1% | $1.60 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | NOVELLUS SYS INC | 12,500,000 | $25,258 | 4.2% | $1.85 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | ILLUMINA INC | 10,570,000 | $22,752 | 3.8% | $2.15 | — | OTE 0.250% 3/1 | 452327AD1 |
| — | SANDISK CORP | 9,763,000 | $19,998 | 3.3% | $1.76 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | HAWAIIAN HOLDINGS INC | 10,640,000 | $19,232 | 3.2% | $1.57 | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | STARWOOD PPTY TR INC | 16,150,000 | $18,518 | 3.1% | $1.15 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | JETBLUE AIRWAYS CORP | 7,895,000 | $18,372 | 3.1% | $1.52 | — | DBCV 6.750%10/1 | 477143AG6 |
| — | UNITED THERAPEUTICS CORP DEL | 8,725,000 | $16,452 | 2.7% | $1.76 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| — | JARDEN CORP | 10,000,000 | $13,818 | 2.3% | $1.38 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | MOLINA HEALTHCARE INC | 9,500,000 | $11,885 | 2.0% | $1.25 | — | OTE 1.125% 1/1 | 60855RAC4 |
| — | JETBLUE AIRWAYS CORP | 5,000,000 | $11,151 | 1.9% | $1.96 | — | DBCV 6.750%10/1 | 477143AF8 |
| — | HERCULES TECH GROWTH CAP INC | 7,992,000 | $11,074 | 1.8% | $1.20 | — | NOTE 6.000% 4/1 | 427096AB8 |
| — | RAIT FINANCIAL TRUST | 10,500,000 | $10,251 | 1.7% | $0.98 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | HORSEHEAD HLDG CORP | 6,644,000 | $9,202 | 1.5% | $1.28 | — | NOTE 3.800% 7/0 | 440694AB3 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 6,770,000 | $8,843 | 1.5% | $1.31 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | SPIRIT RLTY CAP INC NEW | 8,400,000 | $8,421 | 1.4% | $1.00 | — | OTE 3.750% 5/1 | 84860WAB8 |
| — | ALTRA INDL MOTION CORP | 5,186,000 | $7,491 | 1.2% | $1.43 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | NATIONAL HEALTH INVS INC | 7,250,000 | $7,300 | 1.2% | $1.01 | — | OTE 3.250% 4/0 | 63633DAE4 |
| — | SPIRIT RLTY CAP INC NEW | 7,060,000 | $7,056 | 1.2% | $1.00 | — | OTE 2.875% 5/1 | 84860WAA0 |
| — | VECTOR GROUP LTD | 6,500,000 | $6,914 | 1.2% | $1.06 | — | OTE 1.750% 4/1 | 92240MBC1 |
| — | ANNALY CAP MGMT INC | 6,400,000 | $6,544 | 1.1% | $1.02 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | EQUINIX INC | 2,484,000 | $6,334 | 1.1% | $2.27 | — | NOTE 4.750% 6/1 | 29444UAH9 |
| — | INTERMUNE INC | 4,000,000 | $5,990 | 1.0% | $1.50 | — | NOTE 2.500% 9/1 | 45884XAE3 |
| — | SK TELECOM LTD | 333,000,000 | $5,879 | 1.0% | $0.02 | — | SPONSORED ADR | 78440P108 |
| — | ENCORE CAP GROUP INC | 3,750,000 | $5,731 | 1.0% | $1.55 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | PDL BIOPHARMA INC | 5,050,000 | $5,726 | 1.0% | $1.06 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | JETBLUE AIRWAYS CORP | 2,240,000 | $5,551 | 0.9% | $1.61 | — | DBCV 5.500%10/1 | 477143AE1 |
| — | WRIGHT MED GROUP INC | 4,000,000 | $5,495 | 0.9% | $1.37 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | CAL DIVE INTL INC DEL | 5,500,000 | $4,568 | 0.8% | $0.96 | — | NOTE 5.000% 7/1 | 12802TAB7 |
| — | LEVEL 3 COMMUNICATIONS INC | 2,500,000 | $4,169 | 0.7% | $1.67 | — | NOTE 7.000% 3/1 | 52729NBP4 |
| — | DEVELOPERS DIVERSIFIED RLTY | 3,000,000 | $3,594 | 0.6% | $1.17 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | ROI ACQUISITION CORP II | 350,168 | $3,421 | 0.6% | $9.55 | — | COM | 74966G101 |
| — | AFFYMETRIX INC | 2,000,000 | $3,346 | 0.6% | $1.42 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | HF2 FINL MGMT INC | 300,007 | $3,090 | 0.5% | $10.11 | — | CL A | 40421A104 |
| — | MGM RESORTS INTERNATIONAL | 2,000,000 | $2,944 | 0.5% | $1.46 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| SPY | SPDR S&P 500 ETF | 15,000 | $2,936 | 0.5% | $175.01 | — | Put | 78462F103 |
| — | CHART ACQUISITION CORP | 250,000 | $2,495 | 0.4% | $10.07 | — | COM | 161151105 |
| — | CAPITOL ACQUISITION CORP II | 250,000 | $2,455 | 0.4% | $9.69 | — | COM | 14056V105 |
| — | CAMBRIDGE CAP ACQUISITION CO | 250,000 | $2,440 | 0.4% | $9.62 | — | COM | 13215Q106 |
| — | SILVER EAGLE ACQUISITION COR | 250,000 | $2,440 | 0.4% | $9.68 | — | COM | 827694100 |
| — | IRIDIUM COMMUNICATIONS INC | 7,000 | $2,326 | 0.4% | $332.29 | — | PERP PFD CNV B | 46269C409 |
| — | LEVY ACQUISITION CORP | 219,082 | $2,134 | 0.4% | $9.66 | — | COM | 52748T104 |
| — | HENNESSY CAP ACQUISITION COR | 190,000 | $1,915 | 0.3% | $10.06 | — | UNIT 99/99/9999 | 425886207 |
| — | DOMINION RES INC VA NEW | 32,000 | $1,855 | 0.3% | $57.83 | — | UNIT 07/01/2016 | 25746U885 |
| — | QUARTET MERGER CORP | 182,300 | $1,838 | 0.3% | $9.63 | — | COM | 747717106 |
| — | BOTTOMLINE TECH DEL INC | 1,500,000 | $1,770 | 0.3% | $1.31 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | SPIRIT RLTY CAP INC NEW | 152,600 | $1,734 | 0.3% | — | — | Put | 84860W102 |
| — | BOULEVARD ACQUISITION CORP | 169,658 | $1,714 | 0.3% | $10.09 | — | UNIT 99/99/9999 | 10157P203 |
| — | MERGEWORTHRX CORP | 203,627 | $1,676 | 0.3% | $8.13 | — | COM | 58952R106 |
| EPR | EPR PPTYS COM | 28,869 | $1,613 | 0.3% | $53.75 | — | SH BEN INT | 26884U109 |
| — | LAM RESEARCH CORP | 22,800 | $1,541 | 0.3% | $67.59 | — | COM | 512807108 |
| — | GLOBAL DEFENSE & NATL SEC SY | 150,000 | $1,535 | 0.3% | $10.05 | — | COM | 37953N108 |
| SPY | SPDR S&P 500 ETF | 7,500 | $1,468 | 0.2% | $175.01 | — | TR TR UNIT | 78462F103 |
| — | BARCLAYS BK PLC IPATH | 50,000 | $1,430 | 0.2% | — | — | Call | 06742E711 |
| — | RAIT FINANCIAL TRUST | 1,000,000 | $1,348 | 0.2% | $1.42 | — | NOTE 7.000% 4/0 | 749227AA2 |
| — | RAMCO-GERSHENSON PPTYS TR | 21,518 | $1,322 | 0.2% | $58.27 | — | PERP PFD-D CV | 751452608 |
| — | PRICELINE GRP INC | 1,050 | $1,263 | 0.2% | $1191.43 | — | COM NEW | 741503403 |
| HLX | HELIX ENERGY SOLUTIONS GRP I | 48,000 | $1,263 | 0.2% | $23.79 | 0.0% | COM | 42330P107 |
| — | NEXTERA ENERGY INC | 18,000 | $1,172 | 0.2% | $60.40 | — | UNIT 09/01/2015 | 65339F887 |
| — | HORNBECK OFFSHORE SVCS INC N | 24,000 | $1,126 | 0.2% | $46.92 | — | COM | 440543106 |
| PSEC | PROSPECT CAPITAL CORPORATION | 100,000 | $1,063 | 0.2% | $2.48 | 0.0% | Put | 74348T102 |
| — | WL ROSS HLDG CORP | 100,000 | $1,030 | 0.2% | $10.30 | — | UNIT 99/99/9999 | 92939D203 |
| — | HOME INNS & HOTELS MGMT INC | 1,000,000 | $983 | 0.2% | $1.04 | — | NOTE 2.000%12/1 | 43713WAB3 |
| — | CEPHEID | 20,100 | $964 | 0.2% | $49.91 | — | COM | 15670R107 |
| UVV | UNIVERSAL CORP VA | 15,217 | $842 | 0.1% | $54.70 | -0.4% | COM | 913456109 |
| CRM | SALESFORCE COM INC | 14,000 | $813 | 0.1% | $53.37 | 0.0% | COM | 79466L302 |
| ON | ON SEMICONDUCTOR CORP | 82,900 | $758 | 0.1% | $8.98 | +1.4% | COM | 682189105 |
| — | COLLABRIUM JAPAN ACQUISITN C | 62,611 | $657 | 0.1% | $10.49 | — | COM | G2266G102 |
| LAB | FLUIDIGM CORP DEL | 22,200 | $653 | 0.1% | $32.04 | 0.0% | COM | 34385P108 |
| AKAM | AKAMAI TECHNOLOGIES INC | 10,500 | $641 | 0.1% | $55.61 | 0.0% | COM | 00971T101 |
| — | MCDERMOTT INTL INC | 75,000 | $607 | 0.1% | — | — | Put | 580037109 |
| — | EPR PPTYS PFD C | 23,855 | $536 | 0.1% | $20.60 | — | CNV 5.75% | 26884U208 |
| — | DDR CORP | 30,000 | $529 | 0.1% | — | — | Call | 23317H102 |
| — | APOLLO INVT CORP | 60,300 | $519 | 0.1% | $7.74 | — | COM | 03761U106 |
| — | VOLCANO CORPORATION | 29,400 | $518 | 0.1% | $17.62 | — | COM | 928645100 |
| UMC | UNITED MICROELECTRONICS CORP SPON | 171,600 | $414 | 0.1% | $0.97 | — | ADR NEW | 910873405 |
| PSEC | PROSPECT CAPITAL CORPORATION | 35,600 | $378 | 0.1% | $2.48 | 0.0% | COM | 74348T102 |
| — | HALCON RES CORP | 50,000 | $365 | 0.1% | — | — | Put | 40537Q209 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 5,800 | $361 | 0.1% | $60.41 | 0.0% | COM | 09061G101 |
| — | PDL BIOPHARMA INC | 35,082 | $340 | 0.1% | $8.31 | — | COM | 69329Y104 |
| AKAM | AKAMAI TECHNOLOGIES INC | 5,000 | $305 | 0.1% | $55.61 | 0.0% | Put | 00971T101 |
| — | YAHOO INC | 8,400 | $295 | 0.0% | $35.12 | — | COM | 984332106 |
| — | QUINPARIO ACQUISITION CORP | 26,844 | $282 | 0.0% | $10.10 | — | COM | 74874R108 |
| — | AMARIN CORP PLC SPONS | 151,400 | $266 | 0.0% | — | — | Call | 023111206 |
| — | ZIONS BANCORPORATION | 50,000 | $168 | 0.0% | $3.96 | — | W EXP 11/14/201 | 989701131 |
| — | SILVER EAGLE ACQUISITION COR | 216,340 | $141 | 0.0% | $0.60 | — | W EXP 07/26/202 | 827694118 |
| — | SANOFI | 275,000 | $138 | 0.0% | $0.97 | — | RIGHT 12/31/2020 | 80105N113 |
| — | CHART ACQUISITION CORP | 237,700 | $126 | 0.0% | $0.52 | — | W EXP 12/19/201 | 161151113 |
| — | QUARTET MERGER CORP | 179,600 | $120 | 0.0% | $0.52 | — | RIGHT 99/99/9999 | 747717205 |
| — | JUST ENERGY GROUP INC | 20,000 | $115 | 0.0% | $5.75 | — | COM | 48213W101 |
| — | CITIGROUP INC | 166,500 | $102 | 0.0% | $0.79 | — | W EXP 01/04/201 | 172967226 |
| — | ROI ACQUISITION CORP II | 290,168 | $102 | 0.0% | $0.50 | — | W EXP 09/17/201 | 74966G119 |
| — | HENNESSY CAP ACQUISITION COR | 10,000 | $97 | 0.0% | $9.70 | — | COM | 425886108 |
| — | CAMBRIDGE CAP ACQUISITION CO | 240,000 | $84 | 0.0% | $0.42 | — | W EXP 12/23/201 | 13215Q114 |
| — | BOULEVARD ACQUISITION CORP | 8,600 | $84 | 0.0% | $9.77 | — | COM | 10157P104 |
| — | QUINPARIO ACQUISITION CORP | 52,500 | $71 | 0.0% | $0.36 | — | W EXP 09/27/201 | 74874R116 |
| — | BANK OF AMERICA CORPORATION | 91,600 | $69 | 0.0% | $0.77 | — | W EXP 10/28/201 | 060505153 |
| — | GLORI ENERGY INC | 48,450 | $60 | 0.0% | $1.24 | — | W EXP 04/14/201 | 379606114 |
| — | CAPITOL ACQUISITION CORP II | 114,900 | $56 | 0.0% | $0.60 | — | W EXP 05/15/201 | 14056V113 |
| — | QIAGEN NV | 2,000 | $49 | 0.0% | $21.09 | — | COM | N72482107 |
| — | LEVY ACQUISITION CORP | 93,700 | $35 | 0.0% | $0.65 | — | W EXP 11/19/201 | 52748T112 |
| — | AQUASITION CORP | 200,000 | $30 | 0.0% | $0.24 | — | W EXP 10/25/201 | Y0192H111 |
| — | ROI ACQUISITION CORP II | 2,000 | $20 | 0.0% | $10.00 | — | UNIT 99/99/9999 | 74966G200 |
| — | COLLABRIUM JAPAN ACQUISITN C | 76,079 | $6 | 0.0% | $0.20 | — | W EXP 99/99/999 | G2266G110 |
| — | CITIGROUP INC | 115,500 | $3 | 0.0% | $0.09 | — | W EXP 10/28/201 | 172967234 |