Location: Stamford, CT
CIK: 0001287978 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 13, 2016
Total Value: $596M (15.8% shares, 84.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | VERISIGN INC | 21,204,000 | $54.81M | 9.2% | $2.44 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | MICROCHIP TECHNOLOGY INC | 16,272,000 | $32.36M | 5.4% | $1.66 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 17,378,000 | $30.98M | 5.2% | $1.48 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | JARDEN CORP | 13,152,000 | $24.69M | 4.1% | $1.53 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | PALO ALTO NETWORKS INC | 15,498,000 | $24.1M | 4.0% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| — | JARDEN CORP | 12,750,000 | $19.51M | 3.3% | $1.44 | — | NOTE 1.500% 6/1 | 471109AL2 |
| — | NVIDIA CORP | 8,800,000 | $15.69M | 2.6% | $1.36 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | STARWOOD PPTY TR INC | 15,510,000 | $15.26M | 2.6% | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | MOLINA HEALTHCARE INC | 8,680,000 | $14.29M | 2.4% | $1.35 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | LIGAND PHARMACEUTICALS INC | 9,100,000 | $13.87M | 2.3% | $1.34 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | SPIRIT RLTY CAP INC NEW | 13,630,000 | $13.61M | 2.3% | $0.99 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | INTEL CORP | 8,380,000 | $13.32M | 2.2% | $1.59 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | YAHOO INC | 12,240,000 | $12.09M | 2.0% | $0.98 | — | NOTE 12/0 | 984332AF3 |
| — | MEDICINES CO | 9,415,000 | $10.66M | 1.8% | $1.13 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | J2 GLOBAL INC | 9,650,000 | $10.48M | 1.8% | $1.13 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | NATIONAL HEALTH INVS INC | 9,913,000 | $10.2M | 1.7% | $1.01 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | TWITTER INC | 11,390,000 | $9.949M | 1.7% | $0.85 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 10,250,000 | $9.904M | 1.7% | $1.05 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | MERCADOLIBRE INC | 8,660,000 | $9.732M | 1.6% | $1.02 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | PRICELINE GRP INC | 6,213,000 | $8.877M | 1.5% | $1.36 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | XILINX INC | 5,140,000 | $8.449M | 1.4% | $1.51 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | SANDISK CORP | 5,200,000 | $8.187M | 1.4% | $1.57 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | DHT HOLDINGS INC | 7,600,000 | $7.477M | 1.3% | $1.01 | — | DEBT 4.500%10/0 | 23335SAB2 |
| — | CTRIP COM INTL LTD | 5,555,000 | $7.132M | 1.2% | $1.32 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | MEDICINES CO | 5,350,000 | $6.801M | 1.1% | $1.44 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | ARES CAP CORP | 6,324,000 | $6.348M | 1.1% | $1.00 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | MOLINA HEALTHCARE INC | 4,850,000 | $6.101M | 1.0% | $1.21 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | CEMEX SAB DE CV | 5,595,000 | $5.824M | 1.0% | $1.18 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | POWERSHARES QQQ TRUST | 50,000 | $5.46M | 0.9% | — | — | Put | 73935A104 |
| — | ALBANY MOLECULAR RESH INC | 4,800,000 | $5.328M | 0.9% | $1.27 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | CORENERGY INFRASTRUCTURE TR | 6,734,000 | $5.269M | 0.9% | $0.79 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | COLONY CAP INC | 5,900,000 | $5.261M | 0.9% | $0.91 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | AMAG PHARMACEUTICALS INC | 4,415,000 | $4.774M | 0.8% | $1.24 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | LINKEDIN CORP | 4,830,000 | $4.361M | 0.7% | $0.90 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | CARRIAGE SVCS INC | 3,900,000 | $4.308M | 0.7% | $1.18 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | NETSUITE INC | 4,350,000 | $4.155M | 0.7% | $0.98 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | M/I HOMES INC | 4,055,000 | $4.06M | 0.7% | $1.13 | — | NOTE 3.250% 9/1 | 55292PAA3 |
| — | 51JOB INC | 4,000,000 | $4.05M | 0.7% | $1.02 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | GENERAL CABLE CORP DEL NEW | 7,000,000 | $3.868M | 0.6% | $0.65 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | GORES HLDGS INC | 380,052 | $3.793M | 0.6% | $10.13 | — | UNIT 99/99/9999 | 382866200 |
| — | LGI HOMES INC | 3,000,000 | $3.773M | 0.6% | $1.26 | — | NOTE 4.250%11/1 | 50187TAB2 |
| GLNG | GOLAR LNG LTD BERMUDA | 208,000 | $3.738M | 0.6% | — | — | Put | G9456A100 |
| — | AFFYMETRIX INC | 1,500,000 | $3.608M | 0.6% | $1.64 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | ALTRA INDL MOTION CORP | 3,000,000 | $3.457M | 0.6% | $1.25 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | SPDR SERIES TRUST | 100,000 | $3.425M | 0.6% | — | — | Call | 78464A417 |
| — | SHUTTERFLY INC | 3,450,000 | $3.422M | 0.6% | $0.99 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | SALESFORCE COM INC | 2,705,000 | $3.342M | 0.6% | $1.29 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | VECTOR GROUP LTD | 3,000,000 | $3.321M | 0.6% | $1.06 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | GARNERO GROUP ACQUISITION CO | 329,535 | $3.276M | 0.5% | $9.82 | — | SHS | G5866L108 |
| — | COWEN GROUP INC NEW | 3,370,000 | $3.13M | 0.5% | $1.25 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | EASTERLY ACQUISITION CORP | 306,000 | $3.032M | 0.5% | $10.04 | — | UNIT 99/99/9999 | 27616L201 |
| — | GP INVTS ACQUISITION COR | 316,522 | $3.023M | 0.5% | $9.59 | — | SHS | G40357124 |
| — | BOULEVARD ACQUISITION | 294,120 | $2.926M | 0.5% | $9.90 | — | UNIT 99/99/9999 | 10157Q201 |
| — | ELECTRONICS FOR IMAGING INC | 2,810,000 | $2.922M | 0.5% | $1.02 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | QUINPARIO ACQUISITION CORP 2 | 285,200 | $2.789M | 0.5% | $9.84 | — | COM | 74874U101 |
| — | TRINA SOLAR LIMITED | 3,000,000 | $2.723M | 0.5% | $0.96 | — | NOTE 4.000%10/1 | 89628EAE4 |
| — | GP INVTS ACQUISITION COR | 275,000 | $2.717M | 0.5% | $10.06 | — | UNIT 99/99/9999 | G40357116 |
| VOD | VODAFONE GROUP PLC NEW | 84,300 | $2.702M | 0.5% | — | — | Call | 92857W308 |
| — | WELLPOINT INC | 1,400,000 | $2.671M | 0.4% | $1.91 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ELECTRUM SPL ACQUISITION COR | 271,502 | $2.62M | 0.4% | $9.66 | — | SHS | G3105C104 |
| — | SEACOR HOLDINGS INC | 2,730,000 | $2.58M | 0.4% | $1.02 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | HENNESSY CAP ACQUISITION COR | 260,300 | $2.556M | 0.4% | $9.86 | — | UNIT 99/99/9999 | 42588J209 |
| — | BOULEVARD ACQUISITION | 248,482 | $2.423M | 0.4% | $9.75 | — | CL A | 10157Q102 |
| — | DOUBLE EAGLE ACQUISITION COR | 232,574 | $2.261M | 0.4% | $9.63 | — | COM | G28195124 |
| — | AR CAP ACQUISITION CORP | 227,178 | $2.238M | 0.4% | $9.81 | — | COM | 00191R109 |
| — | SEACOR HOLDINGS INC | 2,800,000 | $2.139M | 0.4% | $0.76 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | ELECTRUM SPL ACQUISITION COR | 204,900 | $2.004M | 0.3% | $9.95 | — | UNIT 99/99/9999 | G3105C120 |
| STWD | STARWOOD PPTY TR INC | 100,500 | $1.902M | 0.3% | — | — | Call | 85571B105 |
| — | PACE HLDGS CORP | 199,000 | $1.881M | 0.3% | $9.57 | — | CL A | G6865N103 |
| — | TRINA SOLAR LIMITED | 2,000,000 | $1.845M | 0.3% | $1.02 | — | DBCV 3.500% 6/1 | 89628EAC8 |
| — | EASTERLY ACQUISITION CORP | 186,000 | $1.804M | 0.3% | $9.79 | — | COM | 27616L102 |
| — | HORNBECK OFFSHORE SVCS INC N | 2,981,000 | $1.78M | 0.3% | $0.60 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | DT ASIA INVTS LTD | 164,208 | $1.667M | 0.3% | $10.11 | — | SHS | G2615J104 |
| — | SPECTRANETICS CORP | 2,000,000 | $1.573M | 0.3% | $0.76 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | HYDRA INDS ACQUISITION CORP | 155,900 | $1.543M | 0.3% | $9.70 | — | COM | 448740100 |
| — | AROWANA INC | 150,000 | $1.538M | 0.3% | $10.13 | — | UNIT 99/99/9999 | G05011138 |
| — | AR CAP ACQUISITION CORP | 155,454 | $1.537M | 0.3% | $9.87 | — | UNIT 10/06/2019 | 00191R208 |
| — | AMSURG CORP | 10,800 | $1.518M | 0.3% | $123.87 | — | PFD CNV SR A-1 % | 03232P504 |
| — | HYDRA INDS ACQUISITION CORP | 145,000 | $1.515M | 0.3% | $10.00 | — | UNIT 10/20/2021 | 448740209 |
| CX | CEMEX SAB DE CV | 200,000 | $1.456M | 0.2% | — | — | Put | 151290889 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 1,700,000 | $1.445M | 0.2% | $0.85 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | GORES HLDGS INC | 135,000 | $1.316M | 0.2% | $9.85 | — | CL A | 382866101 |
| — | QUINPARIO ACQUISITION CORP 2 | 125,000 | $1.241M | 0.2% | $10.02 | — | UNIT 01/01/2023 | 74874U200 |
| — | GLOBAL PARTNER ACQUISITION C | 120,601 | $1.184M | 0.2% | $9.87 | — | COM | 37954X105 |
| — | HENNESSY CAP ACQUISITION COR | 118,753 | $1.15M | 0.2% | $9.66 | — | COM | 42588J100 |
| CX | CEMEX SAB DE CV | 150,000 | $1.092M | 0.2% | — | — | Call | 151290889 |
| SPY | SPDR S&P 500 ETF TR | 5,000 | $1.028M | 0.2% | $191.60 | — | TR UNIT | 78462F103 |
| — | TERRAPIN 3 ACQUISITION CORP | 101,261 | $1.002M | 0.2% | $9.91 | — | COM CL A | 88104P104 |
| — | SINA CORP | 1,000,000 | $980K | 0.2% | $0.98 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | NEW MTN FIN CORP | 1,000,000 | $954K | 0.2% | $0.95 | — | NOTE 5.000% 6/1 | 647551AB6 |
| — | KINDRED HEALTHCARE INC | 75,000 | $926K | 0.2% | — | — | Call | 494580103 |
| — | DOUBLE EAGLE ACQUISITION COR | 90,000 | $900K | 0.2% | $10.14 | — | UNIT 99/99/9999 | G28195108 |
| — | 1347 CAP CORP | 85,000 | $871K | 0.1% | $10.10 | — | UNIT 07/18/2016 | 68245V202 |
| — | AROWANA INC | 85,100 | $847K | 0.1% | $9.82 | — | SHS | G05011104 |
| — | WL ROSS HLDG CORP | 75,800 | $795K | 0.1% | $10.30 | — | UNIT 06/11/2019 | 92939D203 |
| UVV | UNIVERSAL CORP VA | 13,460 | $765K | 0.1% | $51.60 | +5.2% | COM | 913456109 |
| — | HARMONY MERGER CORP | 69,958 | $693K | 0.1% | $9.83 | — | COM | 413247107 |
| DHT | DHT HOLDINGS INC | 120,000 | $691K | 0.1% | — | — | Put | Y2065G121 |
| — | FORESTAR GROUP INC | 50,000 | $652K | 0.1% | — | — | Call | 346233109 |
| — | SHIP FINANCE INTERNATIONAL L | 45,400 | $631K | 0.1% | — | — | Put | G81075106 |
| — | WELLTOWER INC | 10,000 | $616K | 0.1% | $61.60 | — | 6.50% PFD PREPET | 95040Q203 |
| — | SOUTHWESTERN ENERGY CO | 75,000 | $605K | 0.1% | $8.05 | — | Put | 845467109 |
| — | SCORPIO TANKERS INC | 100,000 | $583K | 0.1% | — | — | Put | Y7542C106 |
| — | TERRAPIN 3 ACQUISITION CORP | 56,801 | $574K | 0.1% | $10.02 | — | UNIT 06/27/2019 | 88104P203 |
| — | ATLANTIC ALLIANCE PARTNER CO | 52,422 | $547K | 0.1% | $10.21 | — | SHS | G04897107 |
| — | FULL CIRCLE CAP CORP | 200,000 | $516K | 0.1% | $2.58 | — | COM | 359671104 |
| — | HARMONY MERGER CORP | 50,000 | $513K | 0.1% | $10.00 | — | UNIT 99/99/9999 | 413247206 |
| NWSA | NEWS CORP NEW | 38,600 | $493K | 0.1% | $12.07 | -12.9% | CL A | 65249B109 |
| — | CAPITOL ACQUISITION CORP III | 50,000 | $493K | 0.1% | $9.95 | — | UNIT 99/99/9999 | 14055M205 |
| — | NUVASIVE INC | 10,000 | $487K | 0.1% | $48.70 | — | COM | 670704105 |
| — | SOUTHWESTERN ENERGY CO | 50,000 | $404K | 0.1% | $8.05 | — | Call | 845467109 |
| — | SEADRILL LIMITED | 120,000 | $396K | 0.1% | — | — | Put | G7945E105 |
| — | INVACARE CORP | 30,000 | $395K | 0.1% | — | — | Put | 461203101 |
| — | WPX ENERGY INC | 50,000 | $350K | 0.1% | — | — | Put | 98212B103 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 8,600 | $331K | 0.1% | $42.38 | — | SHS CL A | G5480U104 |
| — | 1347 CAP CORP | 29,318 | $291K | 0.0% | $9.84 | — | COM | 68245V103 |
| HEI/A | HEICO CORP NEW | 6,000 | $286K | 0.0% | $22.52 | 0.0% | CL A | 422806208 |
| — | VIACOM INC NEW | 6,900 | $285K | 0.0% | $41.30 | — | CL B | 92553P201 |
| PBR | PETROLEO BRASILEIRO SA PETRO | 46,900 | $274K | 0.0% | $5.84 | — | SPONSORED ADR | 71654V408 |
| — | SILVER RUN ACQUISITION CORP | 25,000 | $259K | 0.0% | $10.36 | — | UNIT 99/99/9999T | 82811P200 |
| — | BHP BILLITON PLC | 10,100 | $230K | 0.0% | $22.77 | — | SPONSORED ADR | 05545E209 |
| CENTA | CENTRAL GARDEN & PET CO | 13,000 | $212K | 0.0% | $11.19 | 0.0% | CL A NON-VTG | 153527205 |
| — | KLR ENERGY ACQUISITION CORP | 20,000 | $201K | 0.0% | $10.05 | — | UNIT 12/31/2020 | 49877M207 |
| — | JENSYN ACQUISITION CORP | 20,000 | $200K | 0.0% | $10.00 | — | UNIT 99/99/9999 | 47632B201 |
| — | DISCOVERY COMMUNICATNS NEW | 7,300 | $197K | 0.0% | $26.99 | — | COM SER C | 25470F302 |
| — | CREDIT SUISSE NASSAU BRH | 7,500 | $194K | 0.0% | $28.34 | — | INVRS VIX STERM | 22542D795 |
| — | ANDINA ACQUISITION CORP II | 20,000 | $194K | 0.0% | $9.58 | — | SHS | G0441P104 |
| — | WL ROSS HLDG CORP | 17,402 | $175K | 0.0% | $10.09 | — | COM SHS | 92939D104 |
| — | 51JOB INC | 5,650 | $175K | 0.0% | $30.44 | — | SP ADR REP COM | 316827104 |
| — | SOUTHWESTERN ENERGY CO | 20,000 | $161K | 0.0% | $8.05 | — | COM | 845467109 |
| — | ARRAY BIOPHARMA INC | 50,000 | $148K | 0.0% | — | — | Call | 04269X105 |
| — | GENERAL CABLE CORP DEL NEW | 8,600 | $105K | 0.0% | — | — | Call | 369300108 |
| — | ZIONS BANCORPORATION | 50,000 | $68,000 | 0.0% | $3.96 | — | *W EXP 11/14/201 | 989701131 |
| — | SANOFI | 370,000 | $42,000 | 0.0% | $0.61 | — | RIGHT 12/31/2020 | 80105N113 |
| — | GARNERO GROUP ACQUISITION CO | 200,000 | $34,000 | 0.0% | $0.30 | — | RIGHT 06/25/2016 | G5866L132 |
| — | DT ASIA INVTS LTD | 140,000 | $24,000 | 0.0% | $0.17 | — | RIGHT 03/30/2016 | G2615J112 |
| — | BANK AMER CORP | 91,600 | $18,000 | 0.0% | $0.71 | — | *W EXP 10/28/201 | 060505153 |
| OFG | OFG BANCORP | 2,500 | $17,000 | 0.0% | — | — | Call | 67103X102 |
| — | GARNERO GROUP ACQUISITION CO | 164,800 | $14,000 | 0.0% | $0.12 | — | *W EXP 06/24/201 | G5866L116 |
| — | HYDRA INDS ACQUISITION CORP | 55,000 | $14,000 | 0.0% | $0.37 | — | RIGHT 99/99/9999 | 448740126 |
| — | EASTERLY ACQUISITION CORP | 25,000 | $10,000 | 0.0% | $0.40 | — | *W EXP 07/29/202 | 27616L110 |
| — | KINDER MORGAN INC DEL | 250,000 | $9,000 | 0.0% | $0.05 | — | *W EXP 05/25/201 | 49456B119 |
| — | CAPITOL ACQUISITION CORP III | 26,020 | $8,000 | 0.0% | $0.33 | — | *W EXP 10/13/202 | 14055M114 |
| — | BOULEVARD ACQUISITION | 26,349 | $8,000 | 0.0% | $0.30 | — | *W EXP 09/25/202 | 10157Q110 |
| — | CITIGROUP INC | 81,500 | $8,000 | 0.0% | $0.79 | — | *W EXP 01/04/201 | 172967226 |
| — | GORES HLDGS INC | 29,039 | $7,000 | 0.0% | $0.27 | — | *W EXP 08/13/202 | 382866119 |
| — | DT ASIA INVTS LTD | 139,998 | $6,000 | 0.0% | $0.05 | — | *W EXP 03/29/202 | G2615J138 |
| — | PACE HLDGS CORP | 14,390 | $5,000 | 0.0% | $0.35 | — | *W EXP 99/99/999 | G6865N111 |
| — | 1347 CAP CORP | 15,000 | $5,000 | 0.0% | $0.33 | — | RIGHT 07/21/2016 | 68245V111 |
| — | AR CAP ACQUISITION CORP | 35,400 | $4,000 | 0.0% | $0.14 | — | *W EXP 10/06/201 | 00191R117 |
| — | GP INVTS ACQUISITION COR | 14,600 | $4,000 | 0.0% | $0.35 | — | *W EXP 05/19/202 | G40357108 |
| — | QUINPARIO ACQUISITION CORP 2 | 22,697 | $4,000 | 0.0% | $0.52 | — | *W EXP 01/01/202 | 74874U119 |
| — | TERRAPIN 3 ACQUISITION CORP | 9,980 | $3,000 | 0.0% | $0.30 | — | *W EXP 06/27/201 | 88104P112 |
| — | HENNESSY CAP ACQUISITION COR | 19,900 | $3,000 | 0.0% | $0.15 | — | *W EXP 07/28/202 | 42588J118 |
| — | ELECTRUM SPL ACQUISITION COR | 9,000 | $2,000 | 0.0% | $0.22 | — | *W EXP 99/99/999 | G3105C112 |
| — | HYDRA INDS ACQUISITION CORP | 12,265 | $2,000 | 0.0% | $0.30 | — | *W EXP 10/20/202 | 448740118 |
| — | DOUBLE EAGLE ACQUISITION COR | 6,166 | $2,000 | 0.0% | $0.52 | — | *W EXP 09/16/202 | G28195116 |
| — | AROWANA INC | 5,000 | $1,000 | 0.0% | $0.20 | — | RIGHT 01/01/2017 | G05011120 |
| — | PACIFIC SPL ACQUISITION CORP | 5,000 | $0 | 0.0% | — | — | *W EXP 10/20/202 | G68588121 |
| — | WL ROSS HLDG CORP | 200 | $0 | 0.0% | $1.11 | — | *W EXP 06/11/201 | 92939D112 |