Location: Stamford, CT
CIK: 0001287978 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 13, 2014
Total Value: $601M (10.5% shares, 89.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | MYLAN INC | 13,000,000 | $50.38M | 8.4% | $3.88 | $3.40 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | MICROCHIP TECHNOLOGY INC | 25,421,000 | $48.6M | 8.1% | $1.91 | $1.56 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | LIONS GATE ENTMT INC | 12,831,000 | $44.44M | 7.4% | $3.46 | $3.33 | — | NOTE 3.625% 3/1 | 53626YAA6 |
| — | OMNICARE INC | 23,900,000 | $39.7M | 6.6% | $1.66 | $1.45 | — | NOTE 3.750% 4/0 | 681904AP3 |
| — | TELEFLEX INC | 17,500,000 | $30.7M | 5.1% | $1.75 | $1.60 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | NOVELLUS SYS INC | 12,500,000 | $25.26M | 4.2% | $2.02 | $1.85 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | ILLUMINA INC | 10,570,000 | $22.75M | 3.8% | $2.15 | $2.15 | — | OTE 0.250% 3/1 | 452327AD1 |
| — | SANDISK CORP | 9,763,000 | $20M | 3.3% | $2.05 | $1.76 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | HAWAIIAN HOLDINGS INC | 10,640,000 | $19.23M | 3.2% | $1.81 | $1.57 | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | STARWOOD PPTY TR INC | 16,150,000 | $18.52M | 3.1% | $1.15 | $1.15 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | JETBLUE AIRWAYS CORP | 7,895,000 | $18.37M | 3.1% | $2.33 | $1.52 | — | DBCV 6.750%10/1 | 477143AG6 |
| — | UNITED THERAPEUTICS CORP DEL | 8,725,000 | $16.45M | 2.7% | $1.89 | $1.76 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| — | JARDEN CORP | 10,000,000 | $13.82M | 2.3% | $1.38 | $1.38 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | MOLINA HEALTHCARE INC | 9,500,000 | $11.88M | 2.0% | $1.25 | $1.25 | — | OTE 1.125% 1/1 | 60855RAC4 |
| — | JETBLUE AIRWAYS CORP | 5,000,000 | $11.15M | 1.9% | $2.23 | $1.96 | — | DBCV 6.750%10/1 | 477143AF8 |
| — | HERCULES TECH GROWTH CAP INC | 7,992,000 | $11.07M | 1.8% | $1.39 | $1.20 | — | NOTE 6.000% 4/1 | 427096AB8 |
| — | RAIT FINANCIAL TRUST | 10,500,000 | $10.25M | 1.7% | $0.98 | $0.98 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | HORSEHEAD HLDG CORP | 6,644,000 | $9.202M | 1.5% | $1.39 | $1.28 | — | NOTE 3.800% 7/0 | 440694AB3 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 6,770,000 | $8.843M | 1.5% | $1.31 | $1.31 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | SPIRIT RLTY CAP INC NEW | 8,400,000 | $8.421M | 1.4% | $1.00 | $1.00 | — | OTE 3.750% 5/1 | 84860WAB8 |
| — | ALTRA INDL MOTION CORP | 5,186,000 | $7.491M | 1.2% | $1.44 | $1.43 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | NATIONAL HEALTH INVS INC | 7,250,000 | $7.3M | 1.2% | $1.01 | $1.01 | — | OTE 3.250% 4/0 | 63633DAE4 |
| — | SPIRIT RLTY CAP INC NEW | 7,060,000 | $7.056M | 1.2% | $1.00 | $1.00 | — | OTE 2.875% 5/1 | 84860WAA0 |
| — | VECTOR GROUP LTD | 6,500,000 | $6.914M | 1.2% | $1.06 | $1.06 | — | OTE 1.750% 4/1 | 92240MBC1 |
| — | ANNALY CAP MGMT INC | 6,400,000 | $6.544M | 1.1% | $1.02 | $1.02 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | EQUINIX INC | 2,484,000 | $6.334M | 1.1% | $2.55 | $2.27 | — | NOTE 4.750% 6/1 | 29444UAH9 |
| — | INTERMUNE INC | 4,000,000 | $5.99M | 1.0% | $1.50 | $1.50 | — | NOTE 2.500% 9/1 | 45884XAE3 |
| — | SK TELECOM LTD | 333,000,000 | $5.879M | 1.0% | $0.02 | $0.02 | — | SPONSORED ADR | 78440P108 |
| — | ENCORE CAP GROUP INC | 3,750,000 | $5.731M | 1.0% | $1.53 | $1.55 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | PDL BIOPHARMA INC | 5,050,000 | $5.726M | 1.0% | $1.13 | $1.06 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | JETBLUE AIRWAYS CORP | 2,240,000 | $5.551M | 0.9% | $2.48 | $1.61 | — | DBCV 5.500%10/1 | 477143AE1 |
| — | WRIGHT MED GROUP INC | 4,000,000 | $5.495M | 0.9% | $1.37 | $1.37 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | CAL DIVE INTL INC DEL | 5,500,000 | $4.568M | 0.8% | $0.83 | $0.96 | — | NOTE 5.000% 7/1 | 12802TAB7 |
| — | LEVEL 3 COMMUNICATIONS INC | 2,500,000 | $4.169M | 0.7% | $1.67 | $1.67 | — | NOTE 7.000% 3/1 | 52729NBP4 |
| — | DEVELOPERS DIVERSIFIED RLTY | 3,000,000 | $3.594M | 0.6% | $1.20 | $1.17 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | ROI ACQUISITION CORP II | 350,168 | $3.421M | 0.6% | $9.77 | $9.55 | — | COM | 74966G101 |
| — | AFFYMETRIX INC | 2,000,000 | $3.346M | 0.6% | $1.67 | $1.42 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | HF2 FINL MGMT INC | 300,007 | $3.09M | 0.5% | $10.30 | $10.11 | — | CL A | 40421A104 |
| — | MGM RESORTS INTERNATIONAL | 2,000,000 | $2.944M | 0.5% | $1.47 | $1.46 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| SPY | SPDR S&P 500 ETF | 15,000 | $2.936M | 0.5% | $195.73 | $173.55 | +12.8% | Put | 78462F103 |
| — | CHART ACQUISITION CORP | 250,000 | $2.495M | 0.4% | $9.98 | $10.07 | — | COM | 161151105 |
| — | CAPITOL ACQUISITION CORP II | 250,000 | $2.455M | 0.4% | $9.82 | $9.69 | — | COM | 14056V105 |
| — | CAMBRIDGE CAP ACQUISITION CO | 250,000 | $2.44M | 0.4% | $9.76 | $9.62 | — | COM | 13215Q106 |
| — | SILVER EAGLE ACQUISITION COR | 250,000 | $2.44M | 0.4% | $9.76 | $9.68 | — | COM | 827694100 |
| — | IRIDIUM COMMUNICATIONS INC | 7,000 | $2.326M | 0.4% | $332.29 | $332.29 | — | PERP PFD CNV B | 46269C409 |
| — | LEVY ACQUISITION CORP | 219,082 | $2.134M | 0.4% | $9.74 | $9.66 | — | COM | 52748T104 |
| — | HENNESSY CAP ACQUISITION COR | 190,000 | $1.915M | 0.3% | $10.08 | $10.06 | — | UNIT 99/99/9999 | 425886207 |
| — | DOMINION RES INC VA NEW | 32,000 | $1.855M | 0.3% | $57.97 | $57.83 | — | UNIT 07/01/2016 | 25746U885 |
| — | QUARTET MERGER CORP | 182,300 | $1.838M | 0.3% | $10.08 | $9.63 | — | COM | 747717106 |
| — | BOTTOMLINE TECH DEL INC | 1,500,000 | $1.77M | 0.3% | $1.18 | $1.31 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | SPIRIT RLTY CAP INC NEW | 152,600 | $1.734M | 0.3% | $11.36 | — | — | Put | 84860W102 |
| — | BOULEVARD ACQUISITION CORP | 169,658 | $1.714M | 0.3% | $10.10 | $10.09 | — | UNIT 99/99/9999 | 10157P203 |
| — | MERGEWORTHRX CORP | 203,627 | $1.676M | 0.3% | $8.23 | $8.13 | — | COM | 58952R106 |
| EPR | EPR PPTYS COM | 28,869 | $1.613M | 0.3% | $55.87 | $53.75 | — | SH BEN INT | 26884U109 |
| — | LAM RESEARCH CORP | 22,800 | $1.541M | 0.3% | $67.59 | $67.59 | — | COM | 512807108 |
| — | GLOBAL DEFENSE & NATL SEC SY | 150,000 | $1.535M | 0.3% | $10.23 | $10.05 | — | COM | 37953N108 |
| SPY | SPDR S&P 500 ETF | 7,500 | $1.468M | 0.2% | $195.73 | $173.55 | +12.8% | TR TR UNIT | 78462F103 |
| — | BARCLAYS BK PLC IPATH | 50,000 | $1.43M | 0.2% | $28.60 | — | — | Call | 06742E711 |
| — | RAIT FINANCIAL TRUST | 1,000,000 | $1.348M | 0.2% | $1.35 | $1.42 | — | NOTE 7.000% 4/0 | 749227AA2 |
| — | RAMCO-GERSHENSON PPTYS TR | 21,518 | $1.322M | 0.2% | $61.44 | $58.27 | — | PERP PFD-D CV | 751452608 |
| — | PRICELINE GRP INC | 1,050 | $1.263M | 0.2% | $1202.86 | $1191.43 | — | COM NEW | 741503403 |
| HLX | HELIX ENERGY SOLUTIONS GRP I | 48,000 | $1.263M | 0.2% | $26.31 | $23.79 | +10.6% | COM | 42330P107 |
| — | NEXTERA ENERGY INC | 18,000 | $1.172M | 0.2% | $65.11 | $60.40 | — | UNIT 09/01/2015 | 65339F887 |
| — | HORNBECK OFFSHORE SVCS INC N | 24,000 | $1.126M | 0.2% | $46.92 | $46.92 | — | COM | 440543106 |
| PSEC | PROSPECT CAPITAL CORPORATION | 100,000 | $1.063M | 0.2% | $10.63 * | $2.48 | +4.3% | Put | 74348T102 |
| — | WL ROSS HLDG CORP | 100,000 | $1.03M | 0.2% | $10.30 | $10.30 | — | UNIT 99/99/9999 | 92939D203 |
| — | HOME INNS & HOTELS MGMT INC | 1,000,000 | $983K | 0.2% | $0.98 | $1.04 | — | NOTE 2.000%12/1 | 43713WAB3 |
| — | CEPHEID | 20,100 | $964K | 0.2% | $47.96 | $49.91 | — | COM | 15670R107 |
| UVV | UNIVERSAL CORP VA | 15,217 | $842K | 0.1% | $55.33 | $54.70 | +1.2% | COM | 913456109 |
| CRM | SALESFORCE COM INC | 14,000 | $813K | 0.1% | $58.07 | $53.37 | +7.5% | COM | 79466L302 |
| ON | ON SEMICONDUCTOR CORP | 82,900 | $758K | 0.1% | $9.14 | $8.98 | +1.8% | COM | 682189105 |
| — | COLLABRIUM JAPAN ACQUISITN C | 62,611 | $657K | 0.1% | $10.49 | $10.49 | — | COM | G2266G102 |
| LAB | FLUIDIGM CORP DEL | 22,200 | $653K | 0.1% | $29.41 | $32.04 | -8.3% | COM | 34385P108 |
| AKAM | AKAMAI TECHNOLOGIES INC | 10,500 | $641K | 0.1% | $61.05 | $55.61 | +9.8% | COM | 00971T101 |
| — | MCDERMOTT INTL INC | 75,000 | $607K | 0.1% | $8.09 | — | — | Put | 580037109 |
| — | EPR PPTYS PFD C | 23,855 | $536K | 0.1% | $22.47 | $20.60 | — | CNV 5.75% | 26884U208 |
| — | DDR CORP | 30,000 | $529K | 0.1% | $17.63 | — | — | Call | 23317H102 |
| — | APOLLO INVT CORP | 60,300 | $519K | 0.1% | $8.61 | $7.74 | — | COM | 03761U106 |
| — | VOLCANO CORPORATION | 29,400 | $518K | 0.1% | $17.62 | $17.62 | — | COM | 928645100 |
| UMC | UNITED MICROELECTRONICS CORP SPON | 171,600 | $414K | 0.1% | $2.41 | $2.03 | +18.6% | ADR NEW | 910873405 |
| PSEC | PROSPECT CAPITAL CORPORATION | 35,600 | $378K | 0.1% | $10.62 * | $2.48 | +4.3% | COM | 74348T102 |
| — | HALCON RES CORP | 50,000 | $365K | 0.1% | $7.30 | — | — | Put | 40537Q209 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 5,800 | $361K | 0.1% | $62.24 | $60.41 | +3.0% | COM | 09061G101 |
| — | PDL BIOPHARMA INC | 35,082 | $340K | 0.1% | $9.69 | $8.31 | — | COM | 69329Y104 |
| AKAM | AKAMAI TECHNOLOGIES INC | 5,000 | $305K | 0.1% | $61.00 | $55.61 | +9.8% | Put | 00971T101 |
| — | YAHOO INC | 8,400 | $295K | 0.0% | $35.12 | $35.12 | — | COM | 984332106 |
| — | QUINPARIO ACQUISITION CORP | 26,844 | $282K | 0.0% | $10.51 | $10.10 | — | COM | 74874R108 |
| — | AMARIN CORP PLC SPONS | 151,400 | $266K | 0.0% | $1.76 | — | — | Call | 023111206 |
| — | ZIONS BANCORPORATION | 50,000 | $168K | 0.0% | $3.36 | $3.96 | — | W EXP 11/14/201 | 989701131 |
| — | SILVER EAGLE ACQUISITION COR | 216,340 | $141K | 0.0% | $0.65 | $0.60 | — | W EXP 07/26/202 | 827694118 |
| — | SANOFI | 275,000 | $138K | 0.0% | $0.50 | $0.97 | — | RIGHT 12/31/2020 | 80105N113 |
| — | CHART ACQUISITION CORP | 237,700 | $126K | 0.0% | $0.53 | $0.52 | — | W EXP 12/19/201 | 161151113 |
| — | QUARTET MERGER CORP | 179,600 | $120K | 0.0% | $0.67 | $0.52 | — | RIGHT 99/99/9999 | 747717205 |
| — | JUST ENERGY GROUP INC | 20,000 | $115K | 0.0% | $5.75 | $5.75 | — | COM | 48213W101 |
| — | CITIGROUP INC | 166,500 | $102K | 0.0% | $0.61 | $0.79 | — | W EXP 01/04/201 | 172967226 |
| — | ROI ACQUISITION CORP II | 290,168 | $102K | 0.0% | $0.35 | $0.50 | — | W EXP 09/17/201 | 74966G119 |
| — | HENNESSY CAP ACQUISITION COR | 10,000 | $97,000 | 0.0% | $9.70 | $9.70 | — | COM | 425886108 |
| — | CAMBRIDGE CAP ACQUISITION CO | 240,000 | $84,000 | 0.0% | $0.35 | $0.42 | — | W EXP 12/23/201 | 13215Q114 |
| — | BOULEVARD ACQUISITION CORP | 8,600 | $84,000 | 0.0% | $9.77 | $9.77 | — | COM | 10157P104 |
| — | QUINPARIO ACQUISITION CORP | 52,500 | $71,000 | 0.0% | $1.35 | $0.36 | — | W EXP 09/27/201 | 74874R116 |
| — | BANK OF AMERICA CORPORATION | 91,600 | $69,000 | 0.0% | $0.75 | $0.77 | — | W EXP 10/28/201 | 060505153 |
| — | GLORI ENERGY INC | 48,450 | $60,000 | 0.0% | $1.24 | $1.24 | — | W EXP 04/14/201 | 379606114 |
| — | CAPITOL ACQUISITION CORP II | 114,900 | $56,000 | 0.0% | $0.49 | $0.60 | — | W EXP 05/15/201 | 14056V113 |
| — | QIAGEN NV | 2,000 | $49,000 | 0.0% | $24.50 | $21.09 | — | COM | N72482107 |
| — | LEVY ACQUISITION CORP | 93,700 | $35,000 | 0.0% | $0.37 | $0.65 | — | W EXP 11/19/201 | 52748T112 |
| — | AQUASITION CORP | 200,000 | $30,000 | 0.0% | $0.15 | $0.24 | — | W EXP 10/25/201 | Y0192H111 |
| — | ROI ACQUISITION CORP II | 2,000 | $20,000 | 0.0% | $10.00 | $10.00 | — | UNIT 99/99/9999 | 74966G200 |
| — | COLLABRIUM JAPAN ACQUISITN C | 76,079 | $6,000 | 0.0% | $0.08 | $0.20 | — | W EXP 99/99/999 | G2266G110 |
| — | CITIGROUP INC | 115,500 | $3,000 | 0.0% | $0.03 | $0.09 | — | W EXP 10/28/201 | 172967234 |