Location: Stamford, CT
CIK: 0001287978 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 13, 2015
Total Value: $626M (13.5% shares, 86.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | MICROCHIP TECHNOLOGY INC | 27,421,000 | $48.91M | 7.8% | $1.78 | $1.59 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | TELEFLEX INC | 20,878,000 | $39.23M | 6.3% | $1.88 | $1.63 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | NOVELLUS SYS INC | 14,174,000 | $32.46M | 5.2% | $2.29 | $1.92 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | JETBLUE AIRWAYS CORP | 7,895,000 | $26.11M | 4.2% | $3.31 | $1.52 | — | DBCV 6.750%10/1 | 477143AG6 |
| — | JARDEN CORP | 14,750,000 | $23.1M | 3.7% | $1.57 | $1.38 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | MOLINA HEALTHCARE INC | 16,000,000 | $22.16M | 3.5% | $1.39 | $1.26 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | ICONIX BRAND GROUP INC | 17,650,000 | $20.96M | 3.3% | $1.19 | $1.27 | — | NOTE 1.500% 3/1 | 451055AF4 |
| — | ELECTRONIC ARTS INC | 12,400,000 | $18.68M | 3.0% | $1.51 | $1.32 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 11,270,000 | $17.06M | 2.7% | $1.51 | $1.41 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | UNITED THERAPEUTICS CORP DEL | 5,725,000 | $15.5M | 2.5% | $2.71 | $2.28 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| — | SPIRIT RLTY CAP INC NEW | 14,736,000 | $14.35M | 2.3% | $0.97 | $0.99 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | PDL BIOPHARMA INC | 13,943,000 | $13.61M | 2.2% | $0.98 | $1.01 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | AMAG PHARMACEUTICALS INC | 7,500,000 | $12.48M | 2.0% | $1.66 | $1.66 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | SPIRIT RLTY CAP INC NEW | 12,026,000 | $11.7M | 1.9% | $0.97 | $0.99 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | NVIDIA CORP | 10,100,000 | $11.6M | 1.9% | $1.15 | $1.15 | — | OTE 1.000%12/0 | 67066GAC8 |
| — | STARWOOD PPTY TR INC | 10,150,000 | $11.19M | 1.8% | $1.10 | $1.15 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | SANDISK CORP | 5,763,000 | $11.06M | 1.8% | $1.92 | $1.79 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | ILLUMINA INC | 5,000,000 | $11.05M | 1.8% | $2.21 | $2.14 | — | NOTE 0.250% 3/1 | 452327AD1 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 7,628,000 | $10.68M | 1.7% | $1.40 | $1.40 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | VECTOR GROUP LTD | 10,000,000 | $10.63M | 1.7% | $1.06 | $1.06 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | RAIT FINANCIAL TRUST | 11,500,000 | $10.53M | 1.7% | $0.92 | $0.98 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | HOLOGIC INC | 8,358,000 | $10.46M | 1.7% | $1.25 | $1.25 | — | FRNT 2.000%12/1 | 436440AB7 |
| SPY | SPDR S&P 500 ETF | 50,000 | $10.28M | 1.6% | $205.54 | $173.55 | +18.4% | Put | 78462F103 |
| — | PRICELINE GRP INC D | 7,500,000 | $9.929M | 1.6% | $1.32 | $1.34 | — | EBT 1.000% 3/1 | 741503AQ9 |
| — | STARWOOD PPTY TR INC | 9,000,000 | $9.14M | 1.5% | $1.02 | $1.02 | — | OTE 3.750%10/1 | 85571BAC9 |
| — | ALERE INC | 8,500,000 | $8.883M | 1.4% | $1.05 | $1.05 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | SALIX PHARMACEUTICALS INC | 4,825,000 | $8.782M | 1.4% | $1.82 | $2.42 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | JETBLUE AIRWAYS CORP | 2,240,000 | $8.02M | 1.3% | $3.58 | $1.61 | — | DBCV 5.500%10/1 | 477143AE1 |
| — | HORSEHEAD HLDG CORP | 6,544,000 | $7.967M | 1.3% | $1.22 | $1.27 | — | NOTE 3.800% 7/0 | 440694AB3 |
| — | FXCM INC | 7,467,000 | $7.794M | 1.2% | $1.04 | $1.04 | — | NOTE 2.250% 6/1 | 302693AB2 |
| — | ANNALY CAP MGMT INC | 6,400,000 | $6.44M | 1.0% | $1.01 | $1.02 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | WRIGHT MED GROUP INC | 5,312,000 | $6.434M | 1.0% | $1.21 | $1.36 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | ACORDA THERAPEUTICS INC | 5,500,000 | $6.332M | 1.0% | $1.15 | $1.04 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | J2 GLOBAL INC | 5,500,000 | $6.053M | 1.0% | $1.10 | $1.10 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | ENCORE CAP GROUP INC | 3,750,000 | $5.541M | 0.9% | $1.48 | $1.55 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | T MOBILE US INC CONV | 105,600 | $5.518M | 0.9% | $52.25 | $52.25 | — | PFD SER A | 872590203 |
| — | AFFYMETRIX INC | 2,880,000 | $5.112M | 0.8% | $1.77 | $1.46 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | QUIDEL CORP | 4,000,000 | $4.465M | 0.7% | $1.12 | $1.12 | — | OTE 3.250%12/1 | 74838JAA9 |
| — | ENVESTNET INC | 4,300,000 | $4.437M | 0.7% | $1.03 | $1.03 | — | OTE 1.750%12/1 | 29404KAA4 |
| — | NATIONAL HEALTH INVS INC | 4,000,000 | $4.151M | 0.7% | $1.04 | $1.01 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | SEACOR HOLDINGS INC | 4,500,000 | $4.14M | 0.7% | $0.92 | $0.92 | — | OTE 3.000%11/1 | 81170YAB5 |
| — | ROI ACQUISITION CORP II | 350,168 | $3.442M | 0.5% | $9.83 | $9.55 | — | COM | 74966G101 |
| — | ALTRA INDL MOTION CORP | 2,888,000 | $3.375M | 0.5% | $1.17 | $1.40 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | HAWAIIAN HOLDINGS INC | 1,000,000 | $3.326M | 0.5% | $3.33 | $1.57 | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | HF2 FINL MGMT INC | 300,007 | $3.123M | 0.5% | $10.41 | $10.11 | — | CL A | 40421A104 |
| — | CEMEX SAB DE CV | 3,000,000 | $3.093M | 0.5% | $1.03 | $1.03 | — | NOTE 4.875% 3/1 | 151290AV5 |
| — | WORKDAY INC | 2,500,000 | $2.961M | 0.5% | $1.18 | $1.18 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | YAHOO INC N | 2,500,000 | $2.831M | 0.5% | $1.13 | $1.13 | — | TE 12/0 | 984332AF3 |
| — | IRIDIUM COMMUNICATIONS INC | 7,000 | $2.533M | 0.4% | $361.86 | $332.29 | — | PERP PFD CNV B | 46269C409 |
| — | CAMBRIDGE CAP ACQUISITION CO | 250,000 | $2.475M | 0.4% | $9.90 | $9.62 | — | COM | 13215Q106 |
| — | CAPITOL ACQUISITION CORP II | 250,000 | $2.47M | 0.4% | $9.88 | $9.69 | — | COM | 14056V105 |
| — | CHART ACQUISITION CORP | 250,000 | $2.443M | 0.4% | $9.77 | $10.07 | — | COM | 161151105 |
| — | RAMCO-GERSHENSON PPTYS TR | 35,000 | $2.347M | 0.4% | $67.06 | $59.76 | — | PERP PFD-D CV | 751452608 |
| CWB | SPDR SERIES TRUST BRC | 50,000 | $2.345M | 0.4% | $46.90 | — | — | Call | 78464A359 |
| — | LEVY ACQUISITION CORP | 222,477 | $2.165M | 0.3% | $9.73 | $9.66 | — | COM | 52748T104 |
| — | ENERGY XXI BERMUDA LTD | 7,500,000 | $2.162M | 0.3% | $0.29 | $0.29 | — | OTE 3.000%12/1 | 29274UAB7 |
| — | AR CAP ACQUISITION CORP | 210,000 | $2.073M | 0.3% | $9.87 | $9.87 | — | UNIT 99/99/9999 | 00191R208 |
| NVDA | NVIDIA CORP | 100,000 | $2.005M | 0.3% | $20.05 | — | — | Put | 67066G104 |
| — | HYDRA INDS ACQUISITION CORP | 200,000 | $2M | 0.3% | $10.00 | $10.00 | — | UNIT 10/20/2021 | 448740209 |
| — | HENNESSY CAP ACQUISITION COR | 200,000 | $1.97M | 0.3% | $9.85 | $9.87 | — | COM | 425886108 |
| — | THERAVANCE INC | 2,500,000 | $1.934M | 0.3% | $0.77 | $0.77 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| EPR | EPR PPTYS COM | 33,269 | $1.917M | 0.3% | $57.62 | $53.35 | — | SH BEN INT | 26884U109 |
| — | AMSURG CORP PFD | 16,745 | $1.882M | 0.3% | $112.39 | $106.53 | — | CNV SR A-1 % | 03232P504 |
| — | SPIRIT RLTY CAP INC NEW | 150,800 | $1.793M | 0.3% | $11.89 | — | — | Put | 84860W102 |
| — | HORSEHEAD HLDG CORP | 100,000 | $1.583M | 0.3% | $15.83 | — | — | Put | 440694305 |
| — | GLOBAL DEFENSE & NATL SEC SY | 150,000 | $1.548M | 0.2% | $10.32 | $10.05 | — | COM | 37953N108 |
| — | SINA CORP | 1,650,000 | $1.522M | 0.2% | $0.92 | $0.92 | — | OTE 1.000%12/0 | 82922RAD5 |
| — | TRULIA INC | 1,000,000 | $1.442M | 0.2% | $1.44 | $1.44 | — | OTE 2.750%12/1 | 897888AB9 |
| — | BOULEVARD ACQUISITION CORP | 123,258 | $1.236M | 0.2% | $10.03 | $10.09 | — | UNIT 99/99/9999 | 10157P203 |
| UVV | UNIVERSAL CORP VA | 27,660 | $1.216M | 0.2% | $43.96 | $51.01 | -13.8% | COM | 913456109 |
| — | NEXTERA ENERGY INC UNIT 09/01/2015 | 18,000 | $1.206M | 0.2% | $67.00 | $60.40 | — | UNIT 09/01/2015 | 65339F887 |
| — | PDL BIOPHARMA INC | 150,000 | $1.157M | 0.2% | $7.71 | $8.31 | — | Put | 69329Y104 |
| ILMN | ILLUMINA INC | 6,200 | $1.144M | 0.2% | $184.52 * | $176.23 | +1.9% | COM | 452327109 |
| — | RITE AID CORP | 150,000 | $1.128M | 0.2% | $7.52 | — | — | Call | 767754104 |
| — | CEPHEID | 20,000 | $1.083M | 0.2% | $54.15 | $54.15 | — | COM | 15670R107 |
| — | TERRAPIN 3 ACQUISITION CORP | 106,801 | $1.069M | 0.2% | $10.01 | $10.02 | — | UNIT 06/27/2019 | 88104P203 |
| — | WL ROSS HLDG CORP | 90,800 | $1.041M | 0.2% | $11.46 | $10.30 | — | UNIT 99/99/9999 | 92939D203 |
| — | COLONY FINL INC | 1,000,000 | $1.024M | 0.2% | $1.02 | $0.99 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | 1347 CAP CORP | 100,000 | $1.001M | 0.2% | $10.01 | $10.10 | — | UNIT 99/99/9999 | 68245V202 |
| — | RED HAT INC | 13,900 | $961K | 0.2% | $69.14 | $69.14 | — | COM | 756577102 |
| — | RAMCO-GERSHENSON PPTYS TR | 50,000 | $937K | 0.1% | $18.74 | — | — | Put | 751452202 |
| — | VOLCANO CORPORATION | 50,000 | $894K | 0.1% | $17.88 | — | — | Put | 928645100 |
| — | SCORPIO TANKERS INC | 100,000 | $869K | 0.1% | $8.69 | — | — | Put | Y7542C106 |
| — | CALLAWAY GOLF CO | 750,000 | $844K | 0.1% | $1.13 | $1.12 | — | NOTE 3.750% 8/1 | 131193AC8 |
| ON | ON SEMICONDUCTOR CORP | 82,900 | $840K | 0.1% | $10.13 | $8.98 | +12.8% | COM | 682189105 |
| PSEC | PROSPECT CAPITAL CORPORATION | 100,000 | $826K | 0.1% | $8.26 * | $2.48 | -13.3% | Put | 74348T102 |
| JBLU | JETBLUE AIRWAYS CORP | 50,900 | $804K | 0.1% | $15.80 | — | — | Put | 477143101 |
| — | LAM RESEARCH CORP | 10,000 | $793K | 0.1% | $79.30 | — | — | Put | 512807108 |
| — | RAIT FINANCIAL TRUST | 100,000 | $767K | 0.1% | $7.67 | — | — | Call | 749227609 |
| HTGC | HERCULES TECH GROWTH CAP INC | 50,000 | $744K | 0.1% | $14.88 | $15.09 | -1.4% | Put | 427096508 |
| — | CITRIX SYS INC | 11,300 | $721K | 0.1% | $63.81 | $69.16 | — | COM | 177376100 |
| — | AMERICAN RLTY CAP PPTYS INC | 75,000 | $679K | 0.1% | $9.05 | — | — | Call | 02917T104 |
| AKAM | AKAMAI TECHNOLOGIES INC | 10,600 | $667K | 0.1% | $62.92 | $57.95 | +8.6% | COM | 00971T101 |
| — | COLLABRIUM JAPAN ACQUISITN C | 62,611 | $650K | 0.1% | $10.38 | $10.49 | — | SHS | G2266G102 |
| — | CREDIT SUISSE NASSAU BRH INVRS | 19,500 | $607K | 0.1% | $31.13 | $31.13 | — | VIX STERM | 22542D795 |
| — | DOMINION RES INC VA NEW | 8,750 | $528K | 0.1% | $60.34 | $57.83 | — | UNIT 07/01/2016 | 25746U885 |
| — | BOULEVARD ACQUISITION CORP | 55,000 | $526K | 0.1% | $9.56 | $9.67 | — | COM | 10157P104 |
| — | APOLLO INVT CORP | 60,300 | $447K | 0.1% | $7.41 | $7.74 | — | COM | 03761U106 |
| UMC | UNITED MICROELECTRONICS CORP SPON | 171,600 | $390K | 0.1% | $2.27 | $2.03 | +11.7% | ADR NEW | 910873405 |
| HTGC | HERCULES TECH GROWTH CAP INC | 25,016 | $372K | 0.1% | $14.87 | $15.09 | -1.4% | COM | 427096508 |
| — | GRAMERCY PPTY TR INC | 50,000 | $345K | 0.1% | $6.90 | — | — | Put | 38489R100 |
| — | HALCON RES CORP | 193,500 | $344K | 0.1% | $1.78 | $1.78 | — | Put | 40537Q209 |
| — | PDL BIOPHARMA INC | 35,082 | $270K | 0.0% | $7.70 | $8.31 | — | COM | 69329Y104 |
| — | TRINA SOLAR LIMITED SPON | 20,400 | $189K | 0.0% | $9.26 | $9.26 | — | ADR | 89628E104 |
| — | SANOFI | 225,000 | $178K | 0.0% | $0.79 | $0.97 | — | RIGHT 12/31/2020 | 80105N113 |
| — | HALCON RES CORP | 100,000 | $178K | 0.0% | $1.78 | $1.78 | — | COM NEW | 40537Q209 |
| — | ENERGY XXI LTD | 50,000 | $163K | 0.0% | $3.26 | — | — | Put | G10082140 |
| — | AMARIN CORP PLC SPONS | 151,400 | $148K | 0.0% | $0.98 | — | — | Call | 023111206 |
| PSEC | PROSPECT CAPITAL CORPORATION | 17,800 | $147K | 0.0% | $8.26 * | $2.48 | -13.3% | COM | 74348T102 |
| — | MCDERMOTT INTL INC | 50,000 | $146K | 0.0% | $2.92 | $2.91 | — | Put | 580037109 |
| — | ZIONS BANCORPORATION | 50,000 | $140K | 0.0% | $2.80 | $3.96 | — | W EXP 11/14/201 | 989701131 |
| — | EMERALD OIL INC | 115,000 | $138K | 0.0% | $1.20 | — | — | Call | 29101U209 |
| — | CHART ACQUISITION CORP | 226,800 | $125K | 0.0% | $0.55 | $0.52 | — | W EXP 12/19/201 | 161151113 |
| — | MCDERMOTT INTL INC | 35,000 | $102K | 0.0% | $2.91 | $2.91 | — | COM | 580037109 |
| — | AR CAP ACQUISITION CORP | 10,000 | $97,000 | 0.0% | $9.70 | $9.70 | — | COM | 00191R109 |
| — | EPR PPTYS PFD C | 3,855 | $89,000 | 0.0% | $23.09 | $20.60 | — | CNV 5.75% | 26884U208 |
| — | CAMBRIDGE CAP ACQUISITION CO | 240,000 | $84,000 | 0.0% | $0.35 | $0.42 | — | W EXP 12/17/201 | 13215Q114 |
| — | ROI ACQUISITION CORP II | 285,168 | $74,000 | 0.0% | $0.26 | $0.50 | — | W EXP 09/17/201 | 74966G119 |
| — | HENNESSY CAP ACQUISITION COR | 180,000 | $72,000 | 0.0% | $0.40 | $0.75 | — | W EXP 01/23/201 | 425886116 |
| — | CITIGROUP INC | 81,500 | $71,000 | 0.0% | $0.87 | $0.79 | — | W EXP 01/04/201 | 172967226 |
| — | BANK AMER CORP | 91,600 | $65,000 | 0.0% | $0.71 | $0.71 | — | W EXP 10/28/201 | 060505153 |
| — | CAPITOL ACQUISITION CORP II | 114,790 | $62,000 | 0.0% | $0.54 | $0.60 | — | W EXP 05/15/201 | 14056V113 |
| PANW | PALO ALTO NETWORKS INC | 500 | $61,000 | 0.0% | $122.00 * | $14.35 | +42.3% | COM | 697435105 |
| — | GARNERO GROUP ACQUISITION CO | 200,000 | $60,000 | 0.0% | $0.30 | $0.30 | — | RIGHT 06/25/2016 | G5866L132 |
| PANL | PANGAEA LOGISTICS SOLUTION L | 10,960 | $52,000 | 0.0% | $4.74 * | $4.37 | -18.5% | SHS | G6891L105 |
| — | JASON INDS INC | 37,500 | $48,000 | 0.0% | $1.28 | $1.51 | — | W EXP 06/30/201 | 471172114 |
| D | DOMINION RES INC VA NEW | 576 | $44,000 | 0.0% | $76.39 * | $42.63 | +12.9% | COM | 25746U109 |
| — | WL ROSS HLDG CORP COM | 4,200 | $43,000 | 0.0% | $10.24 | $10.24 | — | SHS | 92939D104 |
| — | LEVY ACQUISITION CORP | 93,700 | $35,000 | 0.0% | $0.37 | $0.65 | — | W EXP 11/19/201 | 52748T112 |
| — | GARNERO GROUP ACQUISITION CO | 189,900 | $23,000 | 0.0% | $0.12 | $0.12 | — | *W EXP 06/24/201 | G5866L116 |
| — | ROI ACQUISITION CORP II | 2,000 | $20,000 | 0.0% | $10.00 | $10.00 | — | UNIT 99/99/9999 | 74966G200 |
| — | BOULEVARD ACQUISITION CORP | 9,900 | $5,000 | 0.0% | $0.51 | $0.51 | — | W EXP 02/19/201 | 10157P112 |
| — | COLLABRIUM JAPAN ACQUISITN C | 74,579 | $4,000 | 0.0% | $0.05 | $0.20 | — | W EXP 04/01/201 | G2266G110 |
| — | CITIGROUP INC | 115,500 | $3,000 | 0.0% | $0.03 | $0.09 | — | W EXP 10/28/201 | 172967234 |
| — | AR CAP ACQUISITION CORP | 4,400 | $1,000 | 0.0% | $0.23 | $0.23 | — | W EXP 10/06/201 | 00191R117 |
| — | WL ROSS HLDG CORP | 200 | $0 | 0.0% | $0.00 | — | — | W EXP 06/11/201 | 92939D112 |