Location: Stamford, CT
CIK: 0001287978 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 15, 2015
Total Value: $685M (11.7% shares, 88.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | ELECTRONIC ARTS INC | 25,900,000 | $48.01M | 7.0% | $1.85 | $1.60 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | NOVELLUS SYS INC | 18,380,000 | $37.63M | 5.5% | $2.05 | $1.95 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | JETBLUE AIRWAYS CORP | 8,895,000 | $35.32M | 5.2% | $3.97 | $1.79 | — | DBCV 6.750%10/1 | 477143AG6 |
| — | WELLPOINT INC | 13,733,000 | $28.34M | 4.1% | $2.06 | $2.06 | — | OTE 2.750%10/1 | 94973VBG1 |
| — | TELEFLEX INC | 13,878,000 | $27.26M | 4.0% | $1.96 | $1.63 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | MOLINA HEALTHCARE INC | 15,350,000 | $25.86M | 3.8% | $1.69 | $1.26 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | ICONIX BRAND GROUP INC | 21,500,000 | $25.66M | 3.7% | $1.19 | $1.25 | — | NOTE 1.500% 3/1 | 451055AF4 |
| — | JARDEN CORP | 14,000,000 | $23.98M | 3.5% | $1.71 | $1.38 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | MICROCHIP TECHNOLOGY INC | 11,868,000 | $23.18M | 3.4% | $1.95 | $1.59 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | ACTAVIS PLC | 20,750 | $21.37M | 3.1% | $1029.69 | $1029.69 | — | PFD CONV SER A | G0083B116 |
| — | HOLOGIC INC | 11,858,000 | $17.47M | 2.5% | $1.47 | $1.32 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | SPIRIT RLTY CAP INC NEW | 13,486,000 | $13.5M | 2.0% | $1.00 | $0.99 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | PDL BIOPHARMA INC | 14,000,000 | $13.37M | 2.0% | $0.95 | $1.01 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 9,928,000 | $13.04M | 1.9% | $1.31 | $1.38 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | PRICELINE GRP INC D | 9,600,000 | $12.88M | 1.9% | $1.34 | $1.34 | — | EBT 1.000% 3/1 | 741503AQ9 |
| — | SUNEDISON INC | 7,100,000 | $12.2M | 1.8% | $1.72 | $1.72 | — | OTE 2.000%10/0 | 86732YAC3 |
| — | SPIRIT RLTY CAP INC NEW | 12,026,000 | $12.03M | 1.8% | $1.00 | $0.99 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | WRIGHT MED GROUP INC | 9,812,000 | $11.52M | 1.7% | $1.17 | $1.28 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | VECTOR GROUP LTD | 10,300,000 | $11.01M | 1.6% | $1.07 | $1.06 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | ACORDA THERAPEUTICS INC | 10,650,000 | $10.88M | 1.6% | $1.02 | $1.03 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | JARDEN CORP | 7,250,000 | $10.33M | 1.5% | $1.42 | $1.42 | — | NOTE 1.500% 6/1 | 471109AL2 |
| — | STARWOOD PPTY TR INC | 9,400,000 | $9.811M | 1.4% | $1.04 | $1.02 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 6,570,000 | $9.214M | 1.3% | $1.40 | $1.41 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | AFFYMETRIX INC | 4,130,000 | $9.065M | 1.3% | $2.19 | $1.69 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | ALERE INC | 7,600,000 | $9.016M | 1.3% | $1.19 | $1.05 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | BROOKDALE SR LIVING INC | 6,450,000 | $8.978M | 1.3% | $1.39 | $1.39 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | XILINX INC | 5,700,000 | $8.425M | 1.2% | $1.48 | $1.48 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | ANNALY CAP MGMT INC | 8,356,000 | $8.379M | 1.2% | $1.00 | $1.01 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | CEMEX SAB DE CV | 7,025,000 | $8.299M | 1.2% | $1.18 | $1.18 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | PROOFPOINT INC | 5,000,000 | $7.963M | 1.2% | $1.59 | $1.59 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | J2 GLOBAL INC | 6,900,000 | $7.944M | 1.2% | $1.15 | $1.11 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | SPDR SERIES TRUST BRC | 200,000 | $7.844M | 1.1% | $39.22 | — | — | Put | 78464A417 |
| — | NVIDIA CORP | 6,550,000 | $7.705M | 1.1% | $1.18 | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | SEACOR HOLDINGS INC | 8,250,000 | $7.154M | 1.0% | $0.87 | $0.90 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | DEPOMED INC | 5,350,000 | $7.069M | 1.0% | $1.32 | $1.32 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | HORSEHEAD HLDG CORP | 6,544,000 | $6.994M | 1.0% | $1.07 | $1.27 | — | NOTE 3.800% 7/0 | 440694AB3 |
| — | NATIONAL HEALTH INVS INC | 5,893,000 | $6.228M | 0.9% | $1.06 | $1.02 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | RAIT FINANCIAL TRUST | 7,000,000 | $5.968M | 0.9% | $0.85 | $0.98 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | HEALTHWAYS INC | 5,000,000 | $5.819M | 0.8% | $1.16 | $1.16 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | CANADIAN SOLAR INC | 5,500,000 | $5.699M | 0.8% | $1.04 | $1.04 | — | OTE 4.250% 2/1 | 136635AE9 |
| — | SEACOR HOLDINGS INC | 5,230,000 | $5.367M | 0.8% | $1.03 | $1.03 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | AMAG PHARMACEUTICALS INC | 2,500,000 | $5.181M | 0.8% | $2.07 | $1.66 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | DHT HOLDINGS INC D | 4,600,000 | $4.934M | 0.7% | $1.07 | $1.07 | — | BT 4.500%10/0 | 23335SAB2 |
| — | SPECTRANETICS CORP | 3,000,000 | $3.883M | 0.6% | $1.29 | $1.29 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | RAMCO-GERSHENSON PPTYS TR PERP | 56,900 | $3.798M | 0.6% | $66.75 | $62.45 | — | PFD-D CV | 751452608 |
| — | ENVESTNET INC | 3,300,000 | $3.68M | 0.5% | $1.12 | $1.03 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | ROI ACQUISITION CORP II | 350,168 | $3.453M | 0.5% | $9.86 | $9.55 | — | COM | 74966G101 |
| — | STARWOOD PPTY TR INC | 2,950,000 | $3.381M | 0.5% | $1.15 | $1.15 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | VIPSHOP HLDGS LTD | 2,000,000 | $3.118M | 0.5% | $1.56 | $1.56 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | ALTRA INDL MOTION CORP | 2,600,000 | $3.005M | 0.4% | $1.16 | $1.40 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | WORKDAY INC | 2,500,000 | $2.999M | 0.4% | $1.20 | $1.18 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | HAWAIIAN HOLDINGS INC | 1,000,000 | $2.816M | 0.4% | $2.82 | $1.57 | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | CAMBRIDGE CAP ACQUISITION CO | 250,000 | $2.513M | 0.4% | $10.05 | $9.62 | — | COM | 13215Q106 |
| — | IRIDIUM COMMUNICATIONS INC PERP | 7,000 | $2.481M | 0.4% | $354.43 | $332.29 | — | PFD CNV B | 46269C409 |
| — | QUIDEL CORP | 2,250,000 | $2.444M | 0.4% | $1.09 | $1.12 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | ENCORE CAP GROUP INC | 1,750,000 | $2.424M | 0.4% | $1.39 | $1.55 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | SPIRIT RLTY CAP INC NEW | 200,000 | $2.416M | 0.4% | $12.08 | — | — | Put | 84860W102 |
| — | CAPITOL ACQUISITION CORP II | 230,000 | $2.325M | 0.3% | $10.11 | $9.69 | — | COM | 14056V105 |
| — | CTRIP COM INTL LTD | 2,200,000 | $2.294M | 0.3% | $1.04 | $1.04 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | ENERGY XXI BERMUDA LTD | 7,375,000 | $2.139M | 0.3% | $0.29 | $0.29 | — | NOTE 3.000%12/1 | 29274UAB7 |
| — | THERAVANCE INC | 2,500,000 | $2.119M | 0.3% | $0.85 | $0.77 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | AR CAP ACQUISITION CORP | 195,000 | $1.94M | 0.3% | $9.95 | $9.87 | — | UNIT 10/06/2019 | 00191R208 |
| — | HYDRA INDS ACQUISITION CORP | 175,000 | $1.724M | 0.3% | $9.85 | $10.00 | — | UNIT 10/20/2021 | 448740209 |
| — | RED HAT INC | 22,200 | $1.682M | 0.2% | $75.77 | $71.62 | — | COM | 756577102 |
| — | GLOBAL DEFENSE & NATL SEC SY | 150,000 | $1.562M | 0.2% | $10.41 | $10.05 | — | COM | 37953N108 |
| — | SINA CORP | 1,650,000 | $1.493M | 0.2% | $0.90 | $0.92 | — | NOTE 1.000%12/0 | 82922RAD5 |
| HOLX | HOLOGIC INC | 44,900 | $1.483M | 0.2% | $33.03 | $30.69 | +7.6% | COM | 436440101 |
| — | GRAMERCY PPTY TR INC | 50,000 | $1.404M | 0.2% | $28.08 | — | — | Put | 38489R605 |
| — | RAIT FINANCIAL TRUST | 200,000 | $1.372M | 0.2% | $6.86 | — | — | Put | 749227609 |
| UVV | UNIVERSAL CORP VA | 27,660 | $1.304M | 0.2% | $47.14 | $51.01 | -7.5% | COM | 913456109 |
| — | HORSEHEAD HLDG CORP | 100,000 | $1.266M | 0.2% | $12.66 | — | — | Put | 440694305 |
| — | BOULEVARD ACQUISITION CORP | 123,258 | $1.25M | 0.2% | $10.14 | $10.09 | — | UNIT 02/19/2019 | 10157P203 |
| — | LEVY ACQUISITION CORP | 92,477 | $1.216M | 0.2% | $13.15 | $9.66 | — | COM | 52748T104 |
| ILMN | ILLUMINA INC | 6,200 | $1.151M | 0.2% | $185.65 * | $176.23 | +2.5% | COM | 452327109 |
| — | TERRAPIN 3 ACQUISITION CORP | 106,801 | $1.077M | 0.2% | $10.08 | $10.02 | — | UNIT 06/27/2019 | 88104P203 |
| — | 1347 CAP CORP | 100,000 | $1.002M | 0.1% | $10.02 | $10.10 | — | UNIT 07/18/2016 | 68245V202 |
| — | RESOURCE CAP CORP | 1,000,000 | $959K | 0.1% | $0.96 | $0.96 | — | OTE 8.000% 1/1 | 76120WAB0 |
| — | WL ROSS HLDG CORP | 90,800 | $952K | 0.1% | $10.48 | $10.30 | — | UNIT 06/11/2019 | 92939D203 |
| — | RAMCO-GERSHENSON PPTYS TR | 50,000 | $930K | 0.1% | $18.60 | — | — | Put | 751452202 |
| — | FORESTAR GROUP INC | 50,000 | $789K | 0.1% | $15.78 | — | — | Put | 346233109 |
| — | QUINPARIO ACQUISITION CORP 2 | 75,000 | $756K | 0.1% | $10.08 | $10.08 | — | UNIT 01/01/2023 | 74874U200 |
| AKAM | AKAMAI TECHNOLOGIES INC | 10,600 | $753K | 0.1% | $71.04 | $57.95 | +22.6% | COM | 00971T101 |
| — | HARMONY MERGER | 75,000 | $750K | 0.1% | $10.00 | $10.00 | — | CORP UNIT 99/99/9999 | 413247206 |
| — | ROVI CORP | 40,170 | $731K | 0.1% | $18.20 | $18.20 | — | COM | 779376102 |
| — | AMSURG CORP | 5,745 | $711K | 0.1% | $123.76 | $106.53 | — | PFD CNV SR A-1 % | 03232P504 |
| CX | CEMEX SAB DE CV SPON | 75,000 | $710K | 0.1% | $9.47 | — | — | Put | 151290889 |
| — | RAIT FINANCIAL TRUST | 100,000 | $686K | 0.1% | $6.86 | — | — | Call | 749227609 |
| — | T MOBILE US INC CONV | 10,600 | $619K | 0.1% | $58.40 | $52.25 | — | PFD SER A | 872590203 |
| — | BOULEVARD ACQUISITION CORP | 55,000 | $539K | 0.1% | $9.80 | $9.67 | — | COM | 10157P104 |
| — | PDL BIOPHARMA INC | 75,082 | $528K | 0.1% | $7.03 | $7.63 | — | COM | 69329Y104 |
| — | SCORPIO TANKERS INC | 55,000 | $518K | 0.1% | $9.42 | — | — | Put | Y7542C106 |
| — | ENERNOC INC | 40,000 | $456K | 0.1% | $11.40 | — | — | Call | 292764107 |
| — | HALCON RES CORP | 238,500 | $367K | 0.1% | $1.54 | $1.64 | — | COM NEW | 40537Q209 |
| — | CITRIX SYS INC | 5,700 | $364K | 0.1% | $63.86 | $69.16 | — | COM | 177376100 |
| — | PDL BIOPHARMA INC | 50,000 | $352K | 0.1% | $7.04 | $7.63 | — | Put | 69329Y104 |
| — | CREDIT SUISSE NASSAU BRH INVRS | 9,750 | $338K | 0.0% | $34.67 | $31.13 | — | VIX STERM | 22542D795 |
| — | HALCON RES CORP | 193,500 | $298K | 0.0% | $1.54 | $1.64 | — | Put | 40537Q209 |
| — | QUINPARIO ACQUISITION CORP 2 | 26,100 | $257K | 0.0% | $9.85 | $9.85 | — | COM | 74874U101 |
| — | AR CAP ACQUISITION CORP | 25,000 | $248K | 0.0% | $9.92 | $9.83 | — | COM | 00191R109 |
| — | TRINA SOLAR LIMITED SPON | 20,400 | $247K | 0.0% | $12.11 | $9.26 | — | ADR | 89628E104 |
| — | HYDRA INDS ACQUISITION CORP | 25,000 | $239K | 0.0% | $9.56 | $9.56 | — | COM | 448740100 |
| — | SANOFI | 245,000 | $166K | 0.0% | $0.68 | $0.95 | — | RIGHT 12/31/2020 | 80105N113 |
| — | HALCON RES CORP | 100,000 | $154K | 0.0% | $1.54 | $1.64 | — | Call | 40537Q209 |
| — | ZIONS BANCORPORATION | 50,000 | $117K | 0.0% | $2.34 | $3.96 | — | W EXP 11/14/201 | 989701131 |
| — | CAPITOL ACQUISITION CORP II | 90,724 | $91,000 | 0.0% | $1.00 | $0.60 | — | W EXP 05/15/201 | 14056V113 |
| — | APOLLO INVT CORP | 9,300 | $71,000 | 0.0% | $7.63 | $7.74 | — | COM | 03761U106 |
| — | LEVY ACQUISITION CORP | 16,200 | $67,000 | 0.0% | $4.14 | $0.65 | — | W EXP 11/19/201 | 52748T112 |
| — | ROI ACQUISITION CORP II | 280,168 | $67,000 | 0.0% | $0.24 | $0.50 | — | W EXP 09/17/201 | 74966G119 |
| — | CITIGROUP INC | 81,500 | $59,000 | 0.0% | $0.72 | $0.79 | — | W EXP 01/04/201 | 172967226 |
| — | CAMBRIDGE CAP ACQUISITION CO | 239,655 | $58,000 | 0.0% | $0.24 | $0.42 | — | W EXP 12/17/201 | 13215Q114 |
| — | QIAGEN NV | 2,500 | $57,000 | 0.0% | $22.80 | $22.80 | — | REG SHS | N72482107 |
| — | BANK AMER CORP | 91,600 | $48,000 | 0.0% | $0.52 | $0.71 | — | W EXP 10/28/201 | 060505153 |
| — | WL ROSS HLDG CORP COM | 4,200 | $42,000 | 0.0% | $10.00 | $10.24 | — | SHS | 92939D104 |
| — | GARNERO GROUP ACQUISITION CO | 200,000 | $38,000 | 0.0% | $0.19 | $0.30 | — | RIGHT 06/25/2016 | G5866L132 |
| PANL | PANGAEA LOGISTICS SOLUTION L | 9,460 | $25,000 | 0.0% | $2.64 * | $4.37 | -53.0% | SHS | G6891L105 |
| — | ROI ACQUISITION CORP II | 2,000 | $20,000 | 0.0% | $10.00 | $10.00 | — | UNIT 09/17/2018 | 74966G200 |
| — | GARNERO GROUP ACQUISITION CO | 179,900 | $20,000 | 0.0% | $0.11 | $0.12 | — | *W EXP 06/24/201 | G5866L116 |
| — | JASON INDS INC | 22,500 | $18,000 | 0.0% | $0.80 | $1.51 | — | W EXP 06/30/201 | 471172114 |
| — | QUINPARIO ACQUISITION CORP 2 | 25,000 | $13,000 | 0.0% | $0.52 | $0.52 | — | W EXP 01/01/202 | 74874U119 |
| — | SOUTHWESTERN ENERGY CO | 400 | $9,000 | 0.0% | $22.50 | $22.50 | — | COM | 845467109 |
| — | HYDRA INDS ACQUISITION CORP | 25,000 | $9,000 | 0.0% | $0.36 | $0.36 | — | RIGHT 99/99/9999 | 448740126 |
| — | BOULEVARD ACQUISITION CORP | 9,750 | $6,000 | 0.0% | $0.62 | $0.51 | — | W EXP 02/19/201 | 10157P112 |
| — | CITIGROUP INC W | 115,500 | $3,000 | 0.0% | $0.03 | $0.09 | — | EXP 10/28/201 | 172967234 |
| — | AR CAP ACQUISITION CORP | 6,800 | $3,000 | 0.0% | $0.44 | $0.30 | — | W EXP 10/06/201 | 00191R117 |
| — | HYDRA INDS ACQUISITION CORP | 3,557 | $1,000 | 0.0% | $0.28 | $0.28 | — | W EXP 10/20/202 | 448740118 |
| — | WL ROSS HLDG CORP | 200 | $0 | 0.0% | $0.00 | — | — | W EXP 06/11/201 | 92939D112 |