Location: Stamford, CT
CIK: 0001287978 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 13, 2014
Total Value: $652M (11.4% shares, 88.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | UNITED THERAPEUTICS CORP DEL | 19,725,000 | $53.1M | 8.1% | $2.28 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| — | MICROCHIP TECHNOLOGY INC | 27,421,000 | $50.89M | 7.8% | $1.59 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | TELEFLEX INC | 22,541,000 | $39.09M | 6.0% | $1.63 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | OMNICARE INC | 21,300,000 | $33.28M | 5.1% | $1.45 | — | NOTE 3.750% 4/0 | 681904AP3 |
| — | NOVELLUS SYS INC | 12,168,000 | $26.6M | 4.1% | $1.85 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | ILLUMINA INC | 11,200,000 | $22.21M | 3.4% | $2.14 | — | NOTE 0.250% 3/1 | 452327AD1 |
| — | JARDEN CORP | 14,750,000 | $20.18M | 3.1% | $1.38 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | ICONIX BRAND GROUP INC | 15,650,000 | $19.98M | 3.1% | $1.28 | — | OTE 1.500% 3/1 | 451055AF4 |
| — | SALIX PHARMACEUTICALS INC | 8,187,000 | $19.78M | 3.0% | $2.42 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | HAWAIIAN HOLDINGS INC | 10,640,000 | $18.86M | 2.9% | $1.57 | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | JETBLUE AIRWAYS CORP | 7,895,000 | $17.92M | 2.7% | $1.52 | — | DBCV 6.750%10/1 | 477143AG6 |
| — | STARWOOD PPTY TR INC | 15,150,000 | $16.4M | 2.5% | $1.15 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | MOLINA HEALTHCARE INC | 13,000,000 | $15.29M | 2.3% | $1.23 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | JETBLUE AIRWAYS CORP | 5,550,000 | $12.04M | 1.8% | $1.98 | — | DBCV 6.750%10/1 | 477143AF8 |
| — | CONCUR TECHNOLOGIES INC | 9,000,000 | $11.73M | 1.8% | $1.30 | — | NOTE 0.500% 6/1 | 206708AC3 |
| — | WELLPOINT INC | 7,000,000 | $11.6M | 1.8% | $1.66 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | RAIT FINANCIAL TRUST | 11,500,000 | $10.81M | 1.7% | $0.98 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | PDL BIOPHARMA INC | 11,001,000 | $10.67M | 1.6% | $1.01 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | ELECTRONIC ARTS INC | 8,500,000 | $10.45M | 1.6% | $1.23 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | SANDISK CORP | 4,763,000 | $9.16M | 1.4% | $1.76 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | SPIRIT RLTY CAP INC NEW | 9,400,000 | $9.13M | 1.4% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | SPIRIT RLTY CAP INC NEW | 9,060,000 | $8.762M | 1.3% | $0.99 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | HERCULES TECH GROWTH CAP INC | 6,992,000 | $8.709M | 1.3% | $1.20 | — | NOTE 6.000% 4/1 | 427096AB8 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 5,770,000 | $7.66M | 1.2% | $1.31 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | ALTRA INDL MOTION CORP | 6,138,000 | $7.411M | 1.1% | $1.40 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | PRICELINE GRP INC D | 5,500,000 | $7.396M | 1.1% | $1.34 | — | EBT 1.000% 3/1 | 741503AQ9 |
| — | VECTOR GROUP LTD | 6,500,000 | $7.235M | 1.1% | $1.06 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | HORSEHEAD HLDG CORP | 5,644,000 | $7.182M | 1.1% | $1.28 | — | NOTE 3.800% 7/0 | 440694AB3 |
| — | WRIGHT MED GROUP INC | 5,312,000 | $7.098M | 1.1% | $1.36 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | ANNALY CAP MGMT INC | 6,400,000 | $6.472M | 1.0% | $1.02 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | EQUINIX INC | 2,484,000 | $6.398M | 1.0% | $2.27 | — | NOTE 4.750% 6/1 | 29444UAH9 |
| — | HEALTH CARE REIT INC | 100,000 | $6.237M | 1.0% | — | — | Put | 42217K106 |
| — | ENCORE CAP GROUP INC | 3,750,000 | $5.592M | 0.9% | $1.55 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | JETBLUE AIRWAYS CORP | 2,240,000 | $5.416M | 0.8% | $1.61 | — | DBCV 5.500%10/1 | 477143AE1 |
| — | SPANSION LLC | 3,055,000 | $5.36M | 0.8% | $1.75 | — | OTE 2.000% 9/0 | 84649PAL9 |
| — | AMSURG CORP | 49,167 | $5.238M | 0.8% | $106.53 | — | PFD CNV SR A-1 % | 03232P504 |
| — | ACORDA THERAPEUTICS INC | 5,000,000 | $5.15M | 0.8% | $1.03 | — | OTE 1.750% 6/1 | 00484MAA4 |
| — | AFFYMETRIX INC | 3,335,000 | $5.107M | 0.8% | $1.46 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | FXCM INC | 4,800,000 | $5.001M | 0.8% | $1.04 | — | OTE 2.250% 6/1 | 302693AB2 |
| — | NATIONAL HEALTH INVS INC | 5,000,000 | $4.85M | 0.7% | $1.01 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | CALLAWAY GOLF CO | 4,000,000 | $4.495M | 0.7% | $1.12 | — | NOTE 3.750% 8/1 | 131193AC8 |
| — | LEVEL 3 COMMUNICATIONS INC | 2,500,000 | $4.297M | 0.7% | $1.67 | — | NOTE 7.000% 3/1 | 52729NBP4 |
| — | MGM RESORTS INTERNATIONAL | 3,000,000 | $3.795M | 0.6% | $1.39 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | ALCOA INC DEP | 72,000 | $3.593M | 0.6% | $49.90 | — | SHS 1/10TH | 013817309 |
| — | COLONY FINL INC | 3,500,000 | $3.454M | 0.5% | $0.99 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | ROI ACQUISITION CORP II | 350,168 | $3.449M | 0.5% | $9.55 | — | COM | 74966G101 |
| — | VOLCANO CORPORATION | 4,000,000 | $3.44M | 0.5% | $0.86 | — | NOTE 1.750%12/0 | 928645AB6 |
| — | SPIRIT RLTY CAP INC NEW | 302,600 | $3.32M | 0.5% | — | — | Put | 84860W102 |
| — | AUXILIUM PHARMACEUTICALS INC | 2,500,000 | $3.297M | 0.5% | $1.32 | — | NOTE 1.500% 7/1 | 05334DAA5 |
| — | HF2 FINL MGMT INC | 300,007 | $3.12M | 0.5% | $10.11 | — | CL A | 40421A104 |
| — | TESARO INC | 2,500,000 | $2.597M | 0.4% | $1.04 | — | OTE 3.000%10/0 | 881569AA5 |
| — | SILVER EAGLE ACQUISITION COR | 250,000 | $2.485M | 0.4% | $9.68 | — | COM | 827694100 |
| — | CHART ACQUISITION CORP | 250,000 | $2.48M | 0.4% | $10.07 | — | COM | 161151105 |
| — | CAPITOL ACQUISITION CORP II | 250,000 | $2.453M | 0.4% | $9.69 | — | COM | 14056V105 |
| — | CAMBRIDGE CAP ACQUISITION CO | 250,000 | $2.448M | 0.4% | $9.62 | — | COM | 13215Q106 |
| — | IRIDIUM COMMUNICATIONS INC PERP | 7,000 | $2.37M | 0.4% | $332.29 | — | PFD CNV B | 46269C409 |
| — | LEVY ACQUISITION CORP | 221,977 | $2.164M | 0.3% | $9.66 | — | COM | 52748T104 |
| — | MOLINA HEALTHCARE INC | 2,000,000 | $2M | 0.3% | $1.00 | — | BCV 1.625% 8/1 | 60855RAD2 |
| — | GARNERO GROUP ACQUISITION CO | 200,000 | $2M | 0.3% | $10.00 | — | UNIT 99/99/9999 | G5866L124 |
| — | HENNESSY CAP ACQUISITION COR | 200,000 | $1.976M | 0.3% | $9.87 | — | COM | 425886108 |
| — | RAMCO-GERSHENSON PPTYS TR | 31,518 | $1.905M | 0.3% | $58.96 | — | PERP PFD-D CV | 751452608 |
| — | QUARTET MERGER CORP | 183,400 | $1.757M | 0.3% | $9.63 | — | COM | 747717106 |
| — | MERGEWORTHRX CORP | 205,727 | $1.693M | 0.3% | $8.13 | — | COM | 58952R106 |
| EPR | EPR PPTYS COM | 33,269 | $1.686M | 0.3% | $53.35 | — | SH BEN INT | 26884U109 |
| POST | POST HLDGS INC | 50,000 | $1.659M | 0.3% | — | — | Put | 737446104 |
| — | GLOBAL DEFENSE & NATL SEC SY | 150,000 | $1.559M | 0.2% | $10.05 | — | COM | 37953N108 |
| SPY | SPDR S&P 500 ETF TR | 7,500 | $1.478M | 0.2% | $175.01 | — | TR UNIT | 78462F103 |
| — | BOULEVARD ACQUISITION CORP | 143,258 | $1.453M | 0.2% | $10.09 | — | UNIT 99/99/9999 | 10157P203 |
| — | DOMINION RES INC VA NEW | 25,750 | $1.443M | 0.2% | $57.83 | — | UNIT 07/01/2016 | 25746U885 |
| — | NEXTERA ENERGY INC | 18,000 | $1.079M | 0.2% | $60.40 | — | UNIT 09/01/2015 | 65339F887 |
| — | WL ROSS HLDG CORP | 100,000 | $1.071M | 0.2% | $10.30 | — | UNIT 99/99/9999 | 92939D203 |
| — | TERRAPIN 3 ACQUISITION CORP | 105,501 | $1.057M | 0.2% | $10.02 | — | UNIT 06/27/2019 | 88104P203 |
| PANW | PALO ALTO NETWORKS INC | 10,500 | $1.03M | 0.2% | $14.35 | 0.0% | COM | 697435105 |
| — | 1347 CAP | 100,000 | $1.01M | 0.2% | $10.10 | — | CORP UNIT 99/99/9999 | 68245V202 |
| — | CORNERSTONE ONDEMAND INC | 27,800 | $957K | 0.1% | $34.42 | — | COM | 21925Y103 |
| — | CAL DIVE INTL INC DEL | 1,450,000 | $941K | 0.1% | $0.96 | — | NOTE 5.000% 7/1 | 12802TAB7 |
| UVV | UNIVERSAL CORP VA | 20,967 | $931K | 0.1% | $53.84 | -4.2% | COM | 913456109 |
| — | PDL BIOPHARMA INC | 100,000 | $747K | 0.1% | $8.31 | — | Put | 69329Y104 |
| ON | ON SEMICONDUCTOR CORP | 82,900 | $741K | 0.1% | $8.98 | +2.9% | COM | 682189105 |
| — | COLLABRIUM JAPAN ACQUISITN C | 62,611 | $689K | 0.1% | $10.49 | — | SHS | G2266G102 |
| — | CITRIX SYS INC | 8,000 | $571K | 0.1% | $71.38 | — | COM | 177376100 |
| JBLU | JETBLUE AIRWAYS CORP | 50,000 | $531K | 0.1% | — | — | Put | 477143101 |
| — | APOLLO INVT CORP | 60,300 | $493K | 0.1% | $7.74 | — | COM | 03761U106 |
| — | MCDERMOTT INTL INC | 75,000 | $429K | 0.1% | — | — | Put | 580037109 |
| PSEC | PROSPECT CAPITAL CORPORATION | 35,600 | $352K | 0.1% | $2.48 | +4.7% | COM | 74348T102 |
| UMC | UNITED MICROELECTRONICS CORP SPON | 171,600 | $343K | 0.1% | $0.97 | — | ADR NEW | 910873405 |
| — | ENERGY XXI BERMUDA LTD | 30,000 | $341K | 0.1% | — | — | Put | G10082140 |
| — | BOULEVARD ACQUISITION CORP | 35,000 | $340K | 0.1% | $9.73 | — | COM | 10157P104 |
| AKAM | AKAMAI TECHNOLOGIES INC | 5,300 | $317K | 0.0% | $55.61 | +8.1% | COM | 00971T101 |
| — | EMERALD OIL INC | 50,000 | $308K | 0.0% | — | — | Call | 29101U209 |
| LAB | FLUIDIGM CORP DEL | 11,100 | $272K | 0.0% | $32.04 | -12.3% | COM | 34385P108 |
| JBLU | JETBLUE AIRWAYS CORP | 25,000 | $266K | 0.0% | — | — | Call | 477143101 |
| — | PDL BIOPHARMA INC | 35,082 | $262K | 0.0% | $8.31 | — | COM | 69329Y104 |
| — | HALCON RES CORP | 50,000 | $198K | 0.0% | — | — | Put | 40537Q209 |
| — | ZIONS BANCORPORATION | 50,000 | $187K | 0.0% | $3.96 | — | W EXP 11/14/201 | 989701131 |
| — | AMARIN CORP PLC SPONS | 151,400 | $165K | 0.0% | — | — | Call | 023111206 |
| — | QUARTET MERGER CORP | 169,600 | $144K | 0.0% | $0.52 | — | RIGHT 99/99/9999 | 747717205 |
| — | HENNESSY CAP ACQUISITION COR | 180,000 | $135K | 0.0% | $0.75 | — | W EXP 01/23/201 | 425886116 |
| — | SANOFI RIGHT 12/31/2020 | 275,000 | $128K | 0.0% | $0.97 | — | RIGHT 12/31/2020 | 80105N113 |
| — | CHART ACQUISITION CORP | 227,700 | $125K | 0.0% | $0.52 | — | W EXP 12/19/201 | 161151113 |
| D | DOMINION RES INC VA NEW | 1,576 | $109K | 0.0% | $42.63 | 0.0% | COM | 25746U109 |
| CDVIQ | CAL DIVE INTL INC DEL | 100,000 | $97,000 | 0.0% | $1.00 | 0.0% | COM | 12802T101 |
| — | SILVER EAGLE ACQUISITION COR | 215,875 | $97,000 | 0.0% | $0.60 | — | W EXP 07/26/202 | 827694118 |
| — | CAMBRIDGE CAP ACQUISITION CO | 240,000 | $89,000 | 0.0% | $0.42 | — | W EXP 12/17/201 | 13215Q114 |
| — | BANK AMER CORP | 91,600 | $88,000 | 0.0% | $0.96 | — | W EXP 10/28/201 | 605051530 |
| — | ROI ACQUISITION CORP II | 290,168 | $84,000 | 0.0% | $0.50 | — | W EXP 09/17/201 | 74966G119 |
| — | EPR PPTYS PFD C | 3,855 | $84,000 | 0.0% | $20.60 | — | CNV 5.75% | 26884U208 |
| — | CITIGROUP INC | 81,500 | $77,000 | 0.0% | $0.79 | — | W EXP 01/04/201 | 172967226 |
| — | JASON INDS INC | 42,500 | $64,000 | 0.0% | $1.51 | — | W EXP 06/30/201 | 471172114 |
| — | QIAGEN NV | 2,000 | $46,000 | 0.0% | $21.09 | — | REG SHS | N72482107 |
| — | CAPITOL ACQUISITION CORP II | 114,900 | $37,000 | 0.0% | $0.60 | — | W EXP 05/15/201 | 14056V113 |
| — | LEVY ACQUISITION CORP | 93,700 | $33,000 | 0.0% | $0.65 | — | W EXP 11/19/201 | 52748T112 |
| — | ROI ACQUISITION CORP II | 2,000 | $20,000 | 0.0% | $10.00 | — | UNIT 99/99/9999 | 74966G200 |
| — | COLLABRIUM JAPAN ACQUISITN C | 76,079 | $14,000 | 0.0% | $0.20 | — | W EXP 04/01/201 | G2266G110 |
| — | CITIGROUP INC | 115,500 | $4,000 | 0.0% | $0.09 | — | W EXP 10/28/201 | 172967234 |