Location: Stamford, CT
CIK: 0001287978 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 14, 2015
Total Value: $653M (14.0% shares, 86.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | ELECTRONIC ARTS INC | 25,700,000 | $53.71M | 8.2% | $2.09 | $1.60 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | NOVELLUS SYS INC | 15,380,000 | $36.6M | 5.6% | $2.38 | $1.95 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | JETBLUE AIRWAYS CORP | 6,895,000 | $29.46M | 4.5% | $4.27 | $1.79 | — | DBCV 6.750%10/1 | 477143AG6 |
| — | MICROCHIP TECHNOLOGY INC | 15,263,000 | $29.12M | 4.5% | $1.91 | $1.66 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | JARDEN CORP | 16,250,000 | $27.28M | 4.2% | $1.68 | $1.42 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | HOLOGIC INC | 14,347,000 | $23.98M | 3.7% | $1.67 | $1.38 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | CEMEX SAB DE CV | 18,475,000 | $21.87M | 3.3% | $1.18 | $1.18 | — | NOTE 3.750% 3/1 | 151290BC6 |
| VGK | VANGUARD INTL EQUITY INDEX F FTSE | 400,000 | $21.59M | 3.3% | $53.98 | — | — | Put | 922042874 |
| — | MOLINA HEALTHCARE INC | 12,200,000 | $21.53M | 3.3% | $1.76 | $1.26 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 12,178,000 | $16.84M | 2.6% | $1.38 | $1.38 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | BROOKDALE SR LIVING INC | 10,975,000 | $14.43M | 2.2% | $1.31 | $1.36 | — | NOTE 2.750% 6/1 | 112463AA2 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 13,000 | $13.57M | 2.1% | $1043.54 | $1043.54 | — | PFD CONV SER A | G0177J116 |
| — | PROOFPOINT INC | 7,980,000 | $13.51M | 2.1% | $1.69 | $1.63 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | PDL BIOPHARMA INC | 14,000,000 | $13.25M | 2.0% | $0.95 | $1.01 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | SPIRIT RLTY CAP INC NEW | 13,000,000 | $12.22M | 1.9% | $0.94 | $0.98 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | TELEFLEX INC | 5,000,000 | $11.03M | 1.7% | $2.21 | $1.63 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | PRICELINE GRP INC D | 8,300,000 | $11.02M | 1.7% | $1.33 | $1.34 | — | EBT 1.000% 3/1 | 741503AQ9 |
| — | J2 GLOBAL INC | 9,450,000 | $11.01M | 1.7% | $1.16 | $1.13 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | JARDEN CORP | 7,500,000 | $10.43M | 1.6% | $1.39 | $1.42 | — | NOTE 1.500% 6/1 | 471109AL2 |
| — | VIPSHOP HLDGS LTD | 8,150,000 | $10.35M | 1.6% | $1.27 | $1.34 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | VECTOR GROUP LTD | 9,300,000 | $10.19M | 1.6% | $1.10 | $1.06 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | STARWOOD PPTY TR INC | 10,100,000 | $10.16M | 1.6% | $1.01 | $1.02 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 6,570,000 | $9.793M | 1.5% | $1.49 | $1.41 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | NATIONAL HEALTH INVS INC | 9,893,000 | $9.776M | 1.5% | $0.99 | $1.01 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | SEACOR HOLDINGS INC | 9,320,000 | $9.524M | 1.5% | $1.02 | $1.02 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | ICONIX BRAND GROUP INC | 9,000,000 | $9.169M | 1.4% | $1.02 | $1.25 | — | NOTE 1.500% 3/1 | 451055AF4 |
| — | XILINX INC | 5,700,000 | $8.807M | 1.3% | $1.55 | $1.48 | — | NOTE 2.625% 6/1 | 983919AF8 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 8,250,000 | $8.687M | 1.3% | $1.05 | $1.05 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | NVIDIA CORP | 7,450,000 | $8.568M | 1.3% | $1.15 | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | ACORDA THERAPEUTICS INC | 8,050,000 | $8.147M | 1.2% | $1.01 | $1.03 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | ALERE INC | 6,450,000 | $8.03M | 1.2% | $1.24 | $1.05 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | DEPOMED INC | 5,850,000 | $7.51M | 1.1% | $1.28 | $1.32 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | 51JOB INC | 7,000,000 | $7.14M | 1.1% | $1.02 | $1.02 | — | OTE 3.250% 4/1 | 316827AC8 |
| — | SPIRIT RLTY CAP INC NEW | 7,136,000 | $6.61M | 1.0% | $0.93 | $0.99 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | CARRIAGE SVCS INC | 5,500,000 | $6.553M | 1.0% | $1.19 | $1.19 | — | OTE 2.750% 3/1 | 143905AM9 |
| — | IRIDIUM COMMUNICATIONS INC PERP | 19,650 | $6.529M | 1.0% | $332.26 | $332.27 | — | PFD CNV B | 46269C409 |
| — | FRONTIER COMMUNICATIONS CORP PFD | 65,000 | $6.464M | 1.0% | $99.45 | $99.45 | — | CONV SER-A | 35906A207 |
| — | WRIGHT MED GROUP INC | 5,000,000 | $5.869M | 0.9% | $1.17 | $1.28 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | AFFYMETRIX INC | 3,000,000 | $5.801M | 0.9% | $1.93 | $1.69 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | TRINA SOLAR LIMITED | 5,500,000 | $5.605M | 0.9% | $1.02 | $1.02 | — | BCV 3.500% 6/1 | 89628EAC8 |
| — | DHT HOLDINGS INC D | 4,600,000 | $5.233M | 0.8% | $1.14 | $1.07 | — | EBT 4.500%10/0 | 23335SAB2 |
| — | INFINERA CORPORATION | 2,750,000 | $4.764M | 0.7% | $1.73 | $1.73 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | VERISIGN INC | 2,500,000 | $4.605M | 0.7% | $1.84 | $1.84 | — | DCV 3.250% 8/1 | 92343EAD4 |
| — | COWEN GROUP INC NEW | 3,500,000 | $4.569M | 0.7% | $1.31 | $1.31 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | ROI ACQUISITION CORP II | 350,168 | $3.589M | 0.5% | $10.25 | $9.55 | — | COM | 74966G101 |
| — | INTEL CORP | 2,100,000 | $3.187M | 0.5% | $1.52 | $1.52 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | HAWAIIAN HOLDINGS INC | 1,000,000 | $3.03M | 0.5% | $3.03 | $1.57 | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | ALTRA INDL MOTION CORP | 2,600,000 | $2.967M | 0.5% | $1.14 | $1.40 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | M/I HOMES INC | 2,500,000 | $2.922M | 0.4% | $1.17 | $1.17 | — | NOTE 3.250% 9/1 | 55292PAA3 |
| — | GP INVTS ACQUISITION COR | 275,000 | $2.78M | 0.4% | $10.11 | $10.11 | — | UNIT 99/99/9999 | G40357116 |
| — | HORSEHEAD HLDG CORP | 2,500,000 | $2.545M | 0.4% | $1.02 | $1.27 | — | NOTE 3.800% 7/0 | 440694AB3 |
| — | ON SEMICONDUCTOR CORP | 2,000,000 | $2.471M | 0.4% | $1.24 | $1.24 | — | NOTE 2.625%12/1 | 682189AH8 |
| ILMN | ILLUMINA INC | 11,200 | $2.446M | 0.4% | $218.39 * | $184.75 | +15.0% | COM | 452327109 |
| — | CAMBRIDGE CAP ACQUISITION CO | 231,403 | $2.314M | 0.4% | $10.00 | $9.62 | — | COM | 13215Q106 |
| — | SOUTHWESTERN ENERGY CO | 100,000 | $2.273M | 0.3% | $22.73 | $22.76 | — | Put | 845467109 |
| — | GENERAL CABLE CORP DEL NEW | 2,500,000 | $2.097M | 0.3% | $0.84 | $0.84 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | STARWOOD PPTY TR INC | 1,950,000 | $2.054M | 0.3% | $1.05 | $1.15 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | AR CAP ACQUISITION CORP | 195,000 | $1.977M | 0.3% | $10.14 | $9.87 | — | UNIT 10/06/2019 | 00191R208 |
| — | HYDRA INDS ACQUISITION CORP | 170,000 | $1.724M | 0.3% | $10.14 | $10.00 | — | UNIT 10/20/2021 | 448740209 |
| — | WORKDAY INC | 1,500,000 | $1.692M | 0.3% | $1.13 | $1.18 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | AROWANA INC | 155,000 | $1.57M | 0.2% | $10.13 | $10.13 | — | UNIT 99/99/9999 | G05011138 |
| — | GLOBAL DEFENSE & NATL SEC SY | 145,000 | $1.523M | 0.2% | $10.50 | $10.05 | — | COM | 37953N108 |
| — | PROSPECT CAPITAL CORPORATION | 1,500,000 | $1.521M | 0.2% | $1.01 | $1.01 | — | NOTE 6.250%12/1 | 74348TAC6 |
| — | ELECTRUM SPL ACQUISITION COR | 150,000 | $1.503M | 0.2% | $10.02 | $10.02 | — | UNIT 99/99/9999 | G3105C120 |
| — | CANADIAN SOLAR INC | 1,500,000 | $1.47M | 0.2% | $0.98 | $1.04 | — | NOTE 4.250% 2/1 | 136635AE9 |
| — | RAMCO-GERSHENSON PPTYS TR | 23,250 | $1.381M | 0.2% | $59.40 | $62.45 | — | PERP PFD-D CV | 751452608 |
| — | QUINPARIO ACQUISITION CORP 2 | 130,100 | $1.293M | 0.2% | $9.94 | $9.92 | — | COM | 74874U101 |
| EEFT | EURONET WORLDWIDE INC | 20,800 | $1.283M | 0.2% | $61.68 | $59.48 | +3.7% | COM | 298736109 |
| — | ENERGY XXI BERMUDA LTD | 5,225,000 | $1.228M | 0.2% | $0.24 | $0.29 | — | NOTE 3.000%12/1 | 29274UAB7 |
| VSH | VISHAY INTERTECHNOLOGY INC | 100,000 | $1.168M | 0.2% | $11.68 | — | — | Call | 928298108 |
| — | TERRAPIN 3 ACQUISITION CORP | 106,801 | $1.119M | 0.2% | $10.48 | $10.02 | — | UNIT 06/27/2019 | 88104P203 |
| — | SINA CORP | 1,150,000 | $1.094M | 0.2% | $0.95 | $0.92 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | TWITTER INC | 30,000 | $1.087M | 0.2% | $36.23 | — | — | Call | 90184L102 |
| — | 1347 CAP CORP | 100,000 | $1.036M | 0.2% | $10.36 | $10.10 | — | UNIT 07/18/2016 | 68245V202 |
| — | WL ROSS HLDG CORP | 85,800 | $976K | 0.1% | $11.38 | $10.30 | — | UNIT 06/11/2019 | 92939D203 |
| — | SPIRIT RLTY CAP INC NEW | 100,000 | $967K | 0.1% | $9.67 | — | — | Put | 84860W102 |
| — | HEALTHWAYS INC | 1,000,000 | $911K | 0.1% | $0.91 | $1.16 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | AMSURG CORP PFD | 5,945 | $810K | 0.1% | $136.25 | $107.53 | — | CNV SR A-1 % | 03232P504 |
| — | QUINPARIO ACQUISITION CORP | 75,000 | $784K | 0.1% | $10.45 | $10.08 | — | 2 UNIT 01/01/2023 | 74874U200 |
| CX | CEMEX SAB DE CV SPON | 75,000 | $687K | 0.1% | $9.16 | — | — | Put | 151290889 |
| — | FORESTAR GROUP INC | 50,000 | $658K | 0.1% | $13.16 | — | — | Put | 346233109 |
| — | RED HAT INC | 8,300 | $630K | 0.1% | $75.90 | $71.62 | — | COM | 756577102 |
| — | HARMONY MERGER CORP | 55,000 | $559K | 0.1% | $10.16 | $10.00 | — | UNIT 99/99/9999 | 413247206 |
| — | SCORPIO TANKERS INC | 55,000 | $558K | 0.1% | $10.15 | — | — | Put | Y7542C106 |
| UVV | UNIVERSAL CORP VA | 9,361 | $537K | 0.1% | $57.37 | $51.01 | +12.4% | COM | 913456109 |
| OFG | OFG BANCORP | 50,000 | $534K | 0.1% | $10.68 | — | — | Call | 67103X102 |
| — | HYDRA INDS ACQUISITION CORP | 55,000 | $532K | 0.1% | $9.67 | $9.62 | — | COM | 448740100 |
| — | PENN VA CORP | 100,000 | $438K | 0.1% | $4.38 | — | — | Put | 707882106 |
| — | AR CAP ACQUISITION CORP | 42,027 | $419K | 0.1% | $9.97 | $9.89 | — | COM | 00191R109 |
| — | PDL BIOPHARMA INC | 65,082 | $418K | 0.1% | $6.42 | $7.63 | — | COM | 69329Y104 |
| AKAM | AKAMAI TECHNOLOGIES INC | 5,400 | $377K | 0.1% | $69.81 | $57.95 | +20.5% | COM | 00971T101 |
| ARAY | ACCURAY INC | 50,000 | $337K | 0.1% | $6.74 | — | — | Call | 004397105 |
| — | PDL BIOPHARMA INC | 50,000 | $322K | 0.0% | $6.44 | $7.63 | — | Put | 69329Y104 |
| — | DT ASIA INVTS LTD | 24,107 | $239K | 0.0% | $9.91 | $9.91 | — | SHS | G2615J104 |
| — | CREDIT SUISSE NASSAU BRH INVRS | 5,000 | $203K | 0.0% | $40.60 | $31.13 | — | VIX STERM | 22542D795 |
| — | TRINA SOLAR LIMITED SPON | 17,400 | $203K | 0.0% | $11.67 | $9.26 | — | ADR | 89628E104 |
| — | HARMONY MERGER CORP | 20,400 | $201K | 0.0% | $9.85 | $9.85 | — | COM | 413247107 |
| — | PENN VA CORP | 40,000 | $175K | 0.0% | $4.38 | — | — | Call | 707882106 |
| — | ZIONS BANCORPORATION | 50,000 | $175K | 0.0% | $3.50 | $3.96 | — | W EXP 11/14/201 | 989701131 |
| — | ATLANTIC ALLIANCE PARTNER CO | 15,312 | $156K | 0.0% | $10.19 | $10.19 | — | SHS | G04897107 |
| — | SANOFI | 220,000 | $154K | 0.0% | $0.70 | $0.95 | — | RIGHT 12/31/2020 | 80105N113 |
| — | TERRAPIN 3 ACQUISITION CORP COM | 15,000 | $151K | 0.0% | $10.07 | $10.07 | — | CL A | 88104P104 |
| — | BOULEVARD ACQUISITION CORP | 37,329 | $136K | 0.0% | $3.64 | $2.82 | — | W EXP 02/19/201 | 10157P112 |
| — | WL ROSS HLDG CORP COM | 9,200 | $96,000 | 0.0% | $10.43 | $10.34 | — | SHS | 92939D104 |
| — | ROI ACQUISITION CORP II | 269,538 | $75,000 | 0.0% | $0.28 | $0.50 | — | W EXP 09/17/201 | 74966G119 |
| — | CITIGROUP INC | 81,500 | $60,000 | 0.0% | $0.74 | $0.79 | — | W EXP 01/04/201 | 172967226 |
| — | QIAGEN NV | 2,500 | $57,000 | 0.0% | $22.80 | $22.80 | — | REG SHS | N72482107 |
| — | BOULEVARD ACQUISITION CORP | 4,258 | $53,000 | 0.0% | $12.45 | $9.67 | — | COM | 10157P104 |
| — | BANK AMER CORP | 91,600 | $47,000 | 0.0% | $0.51 | $0.71 | — | W EXP 10/28/201 | 060505153 |
| — | GARNERO GROUP ACQUISITION CO | 200,000 | $36,000 | 0.0% | $0.18 | $0.30 | — | RIGHT 06/25/2016 | G5866L132 |
| — | SOUTHWESTERN ENERGY CO | 1,400 | $32,000 | 0.0% | $22.86 | $22.76 | — | COM | 845467109 |
| — | GARNERO GROUP ACQUISITION CO | 179,900 | $22,000 | 0.0% | $0.12 | $0.12 | — | *W EXP 06/24/201 | G5866L116 |
| — | CAMBRIDGE CAP ACQUISITION CO | 142,655 | $21,000 | 0.0% | $0.15 | $0.42 | — | W EXP 12/17/201 | 13215Q114 |
| — | ROI ACQUISITION CORP II | 2,000 | $21,000 | 0.0% | $10.50 | $10.00 | — | UNIT 09/17/2018 | 74966G200 |
| — | QUINPARIO ACQUISITION CORP 2 | 25,000 | $15,000 | 0.0% | $0.60 | $0.52 | — | W EXP 01/01/202 | 74874U119 |
| — | HYDRA INDS ACQUISITION CORP | 30,000 | $10,000 | 0.0% | $0.33 | $0.36 | — | RIGHT 99/99/9999 | 448740126 |
| — | HARMONY MERGER CORP | 9,971 | $4,000 | 0.0% | $0.40 | $0.40 | — | W EXP 01/01/202 | 413247123 |
| — | JASON INDS INC | 5,000 | $3,000 | 0.0% | $0.60 | $1.51 | — | W EXP 06/30/201 | 471172114 |
| — | CITIGROUP INC | 115,500 | $3,000 | 0.0% | $0.03 | $0.09 | — | W EXP 10/28/201 | 172967234 |
| — | WL ROSS HLDG CORP | 2,700 | $3,000 | 0.0% | $1.11 | $1.11 | — | W EXP 06/11/201 | 92939D112 |
| — | HYDRA INDS ACQUISITION CORP | 3,000 | $1,000 | 0.0% | $0.33 | $0.28 | — | W EXP 10/20/202 | 448740118 |
| — | AR CAP ACQUISITION CORP | 400 | $0 | 0.0% | $0.00 | $0.30 | — | W EXP 10/06/201 | 00191R117 |