Location: Stamford, CT
CIK: 0001287978 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 16, 2015
Total Value: $606M (15.3% shares, 84.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ELECTRONIC ARTS INC | 23,200,000 | $49.34M | 8.1% | $1.60 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | JETBLUE AIRWAYS CORP | 6,895,000 | $36.45M | 6.0% | $1.79 | — | DBCV 6.750%10/1 | 477143AG6 |
| — | MICROCHIP TECHNOLOGY INC | 16,263,000 | $28.46M | 4.7% | $1.66 | — | SDCV 2.125%12/1 | 595017AB0 |
| IWM | ISHARES TR RUSSELL | 248,800 | $27.17M | 4.5% | — | — | Put | 464287655 |
| — | MOLINA HEALTHCARE INC | 14,650,000 | $25.54M | 4.2% | $1.34 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | NOVELLUS SYS INC | 12,080,000 | $23.64M | 3.9% | $1.95 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 13,178,000 | $18.75M | 3.1% | $1.38 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | PALO ALTO NETWORKS INC | 10,203,000 | $16.63M | 2.7% | $1.63 | — | OTE 7/0 | 697435AB1 |
| — | JARDEN CORP | 9,750,000 | $15.66M | 2.6% | $1.42 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | PDL BIOPHARMA INC | 15,000,000 | $13.03M | 2.2% | $1.00 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | STARWOOD PPTY TR INC | 12,800,000 | $12.69M | 2.1% | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | J2 GLOBAL INC | 10,450,000 | $12.45M | 2.1% | $1.13 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | SPIRIT RLTY CAP INC NEW | 13,000,000 | $12.09M | 2.0% | $0.98 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | JARDEN CORP | 8,550,000 | $11.49M | 1.9% | $1.41 | — | NOTE 1.500% 6/1 | 471109AL2 |
| — | PROOFPOINT INC | 6,980,000 | $11.33M | 1.9% | $1.63 | — | NOTE 1.250%12/1 | 743424AB9 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 10,250,000 | $10.83M | 1.8% | $1.05 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | CEMEX SAB DE CV | 10,295,000 | $10.68M | 1.8% | $1.18 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | XILINX INC | 6,700,000 | $10.02M | 1.7% | $1.48 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | VERISIGN INC | 4,500,000 | $9.388M | 1.6% | $1.95 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | LIGAND PHARMACEUTICALS INC | 7,220,000 | $9.323M | 1.5% | $1.29 | — | OTE 0.750% 8/1 | 53220KAD0 |
| — | PRICELINE GRP INC | 6,600,000 | $9.255M | 1.5% | $1.34 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | ELECTRONICS FOR IMAGING INC | 8,800,000 | $9.001M | 1.5% | $1.02 | — | OTE 0.750% 9/0 | 286082AC6 |
| — | NVIDIA CORP | 6,400,000 | $8.428M | 1.4% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | VECTOR GROUP LTD | 7,300,000 | $8.169M | 1.3% | $1.06 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | NATIONAL HEALTH INVS INC | 8,203,000 | $7.982M | 1.3% | $1.01 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | AFFYMETRIX INC | 5,000,000 | $7.813M | 1.3% | $1.64 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | SEACOR HOLDINGS INC | 8,189,000 | $7.8M | 1.3% | $1.02 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | CARRIAGE SVCS INC | 6,653,000 | $7.364M | 1.2% | $1.18 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | SPIRIT RLTY CAP INC NEW | 7,136,000 | $6.515M | 1.1% | $0.99 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 7,450,000 | $6.491M | 1.1% | $0.87 | — | OTE 0.500% 8/1 | 74734MAE9 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 4,070,000 | $6.255M | 1.0% | $1.41 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | MERCADOLIBRE INC | 5,900,000 | $5.778M | 1.0% | $0.98 | — | OTE 2.250% 7/0 | 58733RAB8 |
| — | INTEL CORP | 3,600,000 | $5.436M | 0.9% | $1.51 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | WRIGHT MED GROUP INC | 5,000,000 | $5.256M | 0.9% | $1.28 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | DHT HOLDINGS INC D | 4,600,000 | $5.141M | 0.8% | $1.07 | — | EBT 4.500%10/0 | 23335SAB2 |
| — | CHESAPEAKE ENERGY CORP | 4,950,000 | $4.913M | 0.8% | $0.99 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | ACORDA THERAPEUTICS INC | 5,345,000 | $4.837M | 0.8% | $1.03 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | COWEN GROUP INC NEW | 4,500,000 | $4.756M | 0.8% | $1.25 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | 51JOB INC | 5,000,000 | $4.716M | 0.8% | $1.02 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | GENERAL CABLE CORP DEL NEW | 7,000,000 | $4.121M | 0.7% | $0.68 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | MEDICINES CO | 2,800,000 | $4.05M | 0.7% | $1.45 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | ENERNOC INC | 5,550,000 | $3.825M | 0.6% | $0.69 | — | BCV 2.250% 8/1 | 292764AB3 |
| — | GORES HLDGS INC | 350,000 | $3.549M | 0.6% | $10.14 | — | UNIT 99/99/9999 | 382866200 |
| — | ROI ACQUISITION CORP II | 354,768 | $3.548M | 0.6% | $9.55 | — | COM | 74966G101 |
| — | ALBANY MOLECULAR RESH INC | 2,800,000 | $3.455M | 0.6% | $1.23 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | GARNERO GROUP ACQUISITION CO | 323,457 | $3.176M | 0.5% | $9.82 | — | SHS | G5866L108 |
| — | HAWAIIAN HOLDINGS INC | 1,000,000 | $3.154M | 0.5% | $1.57 | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | TRINA SOLAR LIMITED | 3,500,000 | $3.098M | 0.5% | $1.02 | — | DBCV 3.500% 6/1 | 89628EAC8 |
| — | MGIC INVT CORP WIS | 2,140,000 | $3.067M | 0.5% | $1.43 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | EASTERLY ACQUISITION CORP | 300,000 | $3.015M | 0.5% | $10.05 | — | UNIT 99/99/9999 | 27616L201 |
| — | ALTRA INDL MOTION CORP | 2,850,000 | $2.955M | 0.5% | $1.37 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | HENNESSY CAP ACQUISITION COR | 289,300 | $2.852M | 0.5% | $9.86 | — | UNIT 99/99/9999 | 42588J209 |
| — | M/I HOMES INC | 2,500,000 | $2.818M | 0.5% | $1.17 | — | NOTE 3.250% 9/1 | 55292PAA3 |
| — | PROSPECT CAPITAL CORPORATION | 2,750,000 | $2.767M | 0.5% | $1.01 | — | NOTE 6.250%12/1 | 74348TAC6 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,950,000 | $2.545M | 0.4% | $1.31 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | NETSUITE INC | 2,500,000 | $2.503M | 0.4% | $1.00 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | APOLLO COML REAL EST FIN INC | 2,500,000 | $2.464M | 0.4% | $0.99 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | CAMBRIDGE CAP ACQUISITION CO | 236,731 | $2.374M | 0.4% | $9.63 | — | COM | 13215Q106 |
| XLF | SELECT SECTOR SPDR TR | 100,000 | $2.266M | 0.4% | — | — | Call | 81369Y605 |
| CWB | SPDR SERIES TRUST BRC | 50,000 | $2.236M | 0.4% | — | — | Call | 78464A359 |
| — | ALERE INC | 1,950,000 | $2.235M | 0.4% | $1.05 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | GP INVTS ACQUISITION COR | 225,000 | $2.23M | 0.4% | $10.11 | — | UNIT 99/99/9999 | G40357116 |
| — | BARCLAYS BK PLC | 150,000 | $2.217M | 0.4% | — | — | Put | 06742E711 |
| — | BROOKDALE SR LIVING INC | 1,925,000 | $2.05M | 0.3% | $1.36 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | AR CAP ACQUISITION CORP | 195,000 | $1.938M | 0.3% | $9.87 | — | UNIT 10/06/2019 | 00191R208 |
| SPY | SPDR S&P 500 ETF TR | 10,000 | $1.916M | 0.3% | $191.60 | — | Put | 78462F103 |
| SPY | SPDR S&P 500 ETF TR | 10,000 | $1.916M | 0.3% | $191.60 | — | TR UNIT | 78462F103 |
| — | SPECTRANETICS CORP | 2,500,000 | $1.906M | 0.3% | $0.76 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | QUINPARIO ACQUISITION CORP 2 | 180,100 | $1.767M | 0.3% | $9.89 | — | COM | 74874U101 |
| — | GLOBAL DEFENSE & NATL SEC SY | 165,000 | $1.736M | 0.3% | $10.11 | — | COM | 37953N108 |
| — | ELECTRUM SPL ACQUISITION COR | 170,000 | $1.68M | 0.3% | $10.00 | — | UNIT 99/99/9999 | G3105C120 |
| EEFT | EURONET WORLDWIDE INC | 20,800 | $1.541M | 0.3% | $59.48 | +12.5% | COM | 298736109 |
| — | AROWANA INC | 150,000 | $1.53M | 0.3% | $10.13 | — | UNIT 99/99/9999 | G05011138 |
| — | DOUBLE EAGLE ACQUISITION COR | 150,000 | $1.521M | 0.3% | $10.14 | — | UNIT 99/99/9999 | G28195108 |
| — | HYDRA INDS ACQUISITION CORP | 145,000 | $1.479M | 0.2% | $10.00 | — | UNIT 10/20/2021 | 448740209 |
| ILMN | ILLUMINA INC | 7,900 | $1.389M | 0.2% | $184.75 | +9.4% | COM | 452327109 |
| — | HYDRA INDS ACQUISITION CORP | 130,000 | $1.261M | 0.2% | $9.67 | — | COM | 448740100 |
| — | SINA CORP | 1,150,000 | $1.087M | 0.2% | $0.92 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | GP INVTS ACQUISITION COR | 107,726 | $1.035M | 0.2% | $9.61 | — | SHS | G40357124 |
| — | PATTERN ENERGY GROUP INC | 50,000 | $955K | 0.2% | — | — | Put | 70338P100 |
| — | AMSURG CORP | 6,445 | $955K | 0.2% | $110.69 | — | PFD CNV SR A-1 % | 03232P504 |
| — | SOUTHWESTERN ENERGY CO | 75,000 | $952K | 0.2% | $22.76 | — | Put | 845467109 |
| — | WL ROSS HLDG CORP | 80,800 | $907K | 0.1% | $10.30 | — | UNIT 06/11/2019 | 92939D203 |
| DY | DYCOM INDS INC | 12,400 | $897K | 0.1% | $69.22 | 0.0% | COM | 267475101 |
| — | CORENERGY INFRASTRUCTURE TR | 1,000,000 | $888K | 0.1% | $0.89 | — | OTE 7.000% 6/1 | 21870UAA4 |
| — | 1347 CAP CORP | 85,000 | $875K | 0.1% | $10.10 | — | UNIT 07/18/2016 | 68245V202 |
| — | ELECTRUM SPL ACQUISITION COR | 87,500 | $849K | 0.1% | $9.70 | — | SHS | G3105C104 |
| — | TERRAPIN 3 ACQUISITION CORP | 76,801 | $783K | 0.1% | $10.02 | — | UNIT 06/27/2019 | 88104P203 |
| — | QUINPARIO ACQUISITION CORP 2 | 75,000 | $771K | 0.1% | $10.08 | — | UNIT 01/01/2023 | 74874U200 |
| UVV | UNIVERSAL CORP VA | 15,308 | $759K | 0.1% | $51.60 | +1.8% | COM | 913456109 |
| CX | CEMEX SAB DE CV SPON | 100,000 | $699K | 0.1% | — | — | Put | 151290889 |
| — | AR CAP ACQUISITION CORP | 70,000 | $675K | 0.1% | $9.79 | — | COM | 00191R109 |
| — | FORESTAR GROUP INC | 50,000 | $658K | 0.1% | — | — | Put | 346233109 |
| OFG | OFG BANCORP | 75,000 | $655K | 0.1% | — | — | Call | 67103X102 |
| — | ENERGY XXI BERMUDA LTD | 5,944,000 | $594K | 0.1% | $0.27 | — | NOTE 3.000%12/1 | 29274UAB7 |
| — | HARMONY MERGER CORP | 55,000 | $561K | 0.1% | $10.00 | — | UNIT 99/99/9999 | 413247206 |
| — | SCORPIO TANKERS INC | 55,000 | $505K | 0.1% | — | — | Put | Y7542C106 |
| — | PDL BIOPHARMA INC | 100,000 | $503K | 0.1% | $7.63 | — | Put | 69329Y104 |
| — | GENERAL CABLE CORP DEL NEW | 40,000 | $476K | 0.1% | — | — | Put | 369300108 |
| — | TERRAPIN 3 ACQUISITION CORP COM | 47,853 | $473K | 0.1% | $9.94 | — | CL A | 88104P104 |
| — | ENERNOC INC | 50,000 | $395K | 0.1% | — | — | Put | 292764107 |
| AKAM | AKAMAI TECHNOLOGIES INC | 5,400 | $373K | 0.1% | $57.95 | +24.5% | COM | 00971T101 |
| SONY | SONY CORP | 12,000 | $289K | 0.0% | $24.08 | — | ADR NEW | 835699307 |
| — | ATLANTIC ALLIANCE PARTNER CO | 27,334 | $277K | 0.0% | $10.16 | — | SHS | G04897107 |
| — | DT ASIA INVTS LTD | 24,208 | $241K | 0.0% | $9.91 | — | SHS | G2615J104 |
| — | 1347 CAP CORP | 24,318 | $239K | 0.0% | $9.83 | — | COM | 68245V103 |
| — | HARMONY MERGER CORP | 21,154 | $209K | 0.0% | $9.85 | — | COM | 413247107 |
| — | CREDIT SUISSE NASSAU BRH INVRS | 8,500 | $207K | 0.0% | $28.34 | — | VIX STERM | 22542D795 |
| — | BARCLAYS BK PLC | 10,000 | $148K | 0.0% | — | — | Call | 06742E711 |
| — | WL ROSS HLDG CORP COM | 14,200 | $147K | 0.0% | $10.35 | — | SHS | 92939D104 |
| — | ZIONS BANCORPORATION | 50,000 | $98,000 | 0.0% | $3.96 | — | W EXP 11/14/201 | 989701131 |
| — | ROI ACQUISITION CORP II | 261,538 | $94,000 | 0.0% | $0.50 | — | W EXP 09/17/201 | 74966G119 |
| — | PENN VA CORP | 100,000 | $53,000 | 0.0% | — | — | Call | 707882106 |
| — | AROWANA INC | 5,000 | $49,000 | 0.0% | $9.80 | — | SHS | G05011104 |
| VGK | VANGUARD INTL EQUITY INDEX F | 1,000 | $49,000 | 0.0% | $49.00 | — | FTSE EUROPE ETF | 922042874 |
| — | GARNERO GROUP ACQUISITION CO | 200,000 | $44,000 | 0.0% | $0.30 | — | RIGHT 06/25/2016 | G5866L132 |
| — | SANOFI | 220,000 | $42,000 | 0.0% | $0.95 | — | RIGHT 12/31/2020 | 80105N113 |
| — | CITIGROUP INC | 81,500 | $38,000 | 0.0% | $0.79 | — | W EXP 01/04/201 | 172967226 |
| — | CAMBRIDGE CAP ACQUISITION CO | 122,655 | $31,000 | 0.0% | $0.42 | — | W EXP 12/17/201 | 13215Q114 |
| — | BANK AMER CORP | 91,600 | $26,000 | 0.0% | $0.71 | — | W EXP 10/28/201 | 060505153 |
| — | HYDRA INDS ACQUISITION CORP | 55,000 | $21,000 | 0.0% | $0.37 | — | RIGHT 99/99/9999 | 448740126 |
| — | GARNERO GROUP ACQUISITION CO | 164,800 | $20,000 | 0.0% | $0.12 | — | *W EXP 06/24/201 | G5866L116 |
| — | SOUTHWESTERN ENERGY CO | 948 | $12,000 | 0.0% | $22.76 | — | COM | 845467109 |
| — | TERRAPIN 3 ACQUISITION CORP | 10,000 | $6,000 | 0.0% | $0.60 | — | W EXP 06/27/201 | 88104P112 |
| — | QUINPARIO ACQUISITION CORP 2 | 24,997 | $6,000 | 0.0% | $0.52 | — | W EXP 01/01/202 | 74874U119 |
| — | 1347 CAP CORP | 15,000 | $5,000 | 0.0% | $0.33 | — | RIGHT 07/21/2016 | 68245V111 |
| — | HYDRA INDS ACQUISITION CORP | 13,000 | $4,000 | 0.0% | $0.30 | — | W EXP 10/20/202 | 448740118 |
| — | HARMONY MERGER CORP | 5,000 | $2,000 | 0.0% | $0.40 | — | W EXP 01/01/202 | 413247123 |
| — | GP INVTS ACQUISITION COR | 1,500 | $1,000 | 0.0% | $0.67 | — | *W EXP 99/99/999 | G40357108 |
| — | AROWANA INC | 5,000 | $1,000 | 0.0% | $0.20 | — | RIGHT 01/01/2017 | G05011120 |
| — | CITIGROUP INC | 115,500 | $1,000 | 0.0% | $0.09 | — | W EXP 10/28/201 | 172967234 |
| — | AR CAP ACQUISITION CORP | 400 | $0 | 0.0% | $0.30 | — | W EXP 10/06/201 | 00191R117 |
| — | WL ROSS HLDG CORP | 200 | $0 | 0.0% | $1.11 | — | W EXP 06/11/201 | 92939D112 |