Location: Stamford, CT
CIK: 0001287978 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 10, 2016
Total Value: $678M (18.8% shares, 81.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | VERISIGN INC | 19,204,000 | $43.91M | 6.5% | $2.44 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 20,103,000 | $42.19M | 6.2% | $1.52 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | MICROCHIP TECHNOLOGY INC | 14,047,000 | $36.32M | 5.4% | $1.70 | — | SDCV 2.125%12/1 | 595017AB0 |
| SPY | SPDR S&P 500 ETF TR | 150,000 | $32.45M | 4.8% | — | — | Put | 78462F103 |
| — | PRICELINE GRP INC | 20,238,000 | $32.04M | 4.7% | $1.43 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | PALO ALTO NETWORKS INC | 17,472,000 | $26.6M | 3.9% | $1.59 | — | NOTE 7/0 | 697435AB1 |
| — | SALESFORCE COM INC | 17,445,000 | $20.83M | 3.1% | $1.22 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | DHT HOLDINGS INC | 22,800,000 | $20.75M | 3.1% | $0.97 | — | DEBT 4.500%10/0 | 23335SAB2 |
| — | SINA CORP | 20,503,000 | $20.45M | 3.0% | $0.99 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | CTRIP COM INTL LTD | 14,685,000 | $18.94M | 2.8% | $1.29 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | NVIDIA CORP | 5,030,000 | $17.13M | 2.5% | $1.38 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | LINKEDIN CORP | 16,950,000 | $16.79M | 2.5% | $0.97 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | STARWOOD PPTY TR INC | 13,871,000 | $14.27M | 2.1% | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | YAHOO INC | 13,770,000 | $14.1M | 2.1% | $0.98 | — | NOTE 12/0 | 984332AF3 |
| — | MEDICINES CO | 10,325,000 | $13.34M | 2.0% | $1.14 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | MOLINA HEALTHCARE INC | 8,445,000 | $12.8M | 1.9% | $1.38 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | NATIONAL HEALTH INVS INC | 10,515,000 | $12.01M | 1.8% | $1.02 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | TAL ED GROUP | 4,350,000 | $11.78M | 1.7% | $2.44 | — | NOTE 2.500% 5/1 | 874080AB0 |
| — | MERCADOLIBRE INC | 7,260,000 | $11.32M | 1.7% | $1.02 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | INTEL CORP | 5,400,000 | $9.882M | 1.5% | $1.59 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | J2 GLOBAL INC | 8,090,000 | $9.395M | 1.4% | $1.13 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | LIGAND PHARMACEUTICALS INC | 6,400,000 | $9.344M | 1.4% | $1.34 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | PATTERN ENERGY GROUP INC | 8,732,000 | $8.754M | 1.3% | $1.00 | — | NOTE 4.000% 7/1 | 70338PAB6 |
| — | TWITTER INC | 8,910,000 | $8.509M | 1.3% | $0.85 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | COLONY CAP INC | 8,350,000 | $8.11M | 1.2% | $0.93 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | WEBMD HEALTH CORP | 7,290,000 | $7.568M | 1.1% | $1.06 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | TTM TECHNOLOGIES INC | 5,597,000 | $7.364M | 1.1% | $1.32 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | DYNEGY INC NEW DEL | 88,536 | $7.327M | 1.1% | $96.70 | — | UNIT 07/01/20191 | 26817R405 |
| — | CARRIAGE SVCS INC | 6,000,000 | $7.05M | 1.0% | $1.18 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | SHUTTERFLY INC | 6,585,000 | $6.462M | 1.0% | $0.99 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | ACORDA THERAPEUTICS INC | 7,900,000 | $6.439M | 0.9% | $0.85 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | ADVANCED MICRO DEVICES INC | 5,400,000 | $5.864M | 0.9% | $1.09 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | PHOTRONICS INC | 4,690,000 | $5.599M | 0.8% | $1.12 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | GP INVTS ACQUISITION COR | 531,522 | $5.209M | 0.8% | $9.73 | — | SHS | G40357124 |
| — | NUANCE COMMUNICATIONS INC | 5,000,000 | $5.025M | 0.7% | $1.00 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | CORENERGY INFRASTRUCTURE TR | 4,471,000 | $4.516M | 0.7% | $0.80 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | SERVICENOW INC | 3,700,000 | $4.505M | 0.7% | $1.22 | — | NOTE 11/0 | 81762PAB8 |
| — | BOULEVARD ACQUISITION | 454,096 | $4.427M | 0.7% | $9.75 | — | CL A | 10157Q102 |
| — | HORNBECK OFFSHORE SVCS INC N | 7,782,000 | $4.426M | 0.7% | $0.58 | — | NOTE 1.500% 9/0 | 440543AN6 |
| GLNG | GOLAR LNG LTD BERMUDA | 206,000 | $4.367M | 0.6% | — | — | Put | G9456A100 |
| — | SEACOR HOLDINGS INC | 5,250,000 | $4.269M | 0.6% | $0.81 | — | NOTE 3.000%11/1 | 81170YAB5 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 3,880,000 | $4.089M | 0.6% | $1.05 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | HEALTHWAYS INC | 2,800,000 | $4.056M | 0.6% | $1.45 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | HENNESSY CAP ACQUISITION COR | 399,053 | $3.935M | 0.6% | $9.90 | — | COM | 42588J100 |
| — | 51JOB INC | 3,500,000 | $3.688M | 0.5% | $1.02 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | EASTERLY ACQUISITION CORP | 366,000 | $3.638M | 0.5% | $9.82 | — | COM | 27616L102 |
| — | ELECTRUM SPL ACQUISITION COR | 361,502 | $3.554M | 0.5% | $9.70 | — | SHS | G3105C104 |
| — | GENERAL CABLE CORP DEL NEW | 5,060,000 | $3.403M | 0.5% | $0.65 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | QUINPARIO ACQUISITION CORP 2 | 325,650 | $3.227M | 0.5% | $9.84 | — | COM | 74874U101 |
| XLF | SELECT SECTOR SPDR TR | 150,000 | $2.895M | 0.4% | — | — | Put | 81369Y605 |
| — | TRINA SOLAR LIMITED | 3,000,000 | $2.809M | 0.4% | $0.96 | — | NOTE 4.000%10/1 | 89628EAE4 |
| — | INSULET CORP | 2,500,000 | $2.746M | 0.4% | $1.10 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | DOUBLE EAGLE ACQUISITION COR | 267,574 | $2.649M | 0.4% | $9.67 | — | COM | G28195124 |
| — | ALBANY MOLECULAR RESH INC | 2,150,000 | $2.534M | 0.4% | $1.27 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | PACE HLDGS CORP | 254,000 | $2.502M | 0.4% | $9.63 | — | CL A | G6865N103 |
| VOD | VODAFONE GROUP PLC NEW | 84,300 | $2.457M | 0.4% | — | — | Call | 92857W308 |
| — | AMAG PHARMACEUTICALS INC | 2,110,000 | $2.382M | 0.4% | $1.24 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | GLOBAL PARTNER ACQUISITION C | 230,601 | $2.278M | 0.3% | $9.80 | — | COM | 37954X105 |
| — | VECTOR GROUP LTD | 2,000,000 | $2.276M | 0.3% | $1.06 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | AR CAP ACQUISITION CORP | 228,078 | $2.276M | 0.3% | $9.81 | — | COM | 00191R109 |
| — | HYDRA INDS ACQUISITION CORP | 227,000 | $2.261M | 0.3% | $9.78 | — | COM | 448740100 |
| — | EURONET WORLDWIDE INC | 1,750,000 | $2.206M | 0.3% | $1.26 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | TWITTER INC | 2,300,000 | $2.168M | 0.3% | $0.89 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | FLUIDIGM CORP DEL | 3,420,000 | $2.103M | 0.3% | $0.61 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | SPIRIT RLTY CAP INC NEW | 1,845,000 | $2.038M | 0.3% | $0.99 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | FIREEYE INC | 2,230,000 | $2.033M | 0.3% | $0.87 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | HEALTHSOUTH CORP | 50,000 | $2.029M | 0.3% | — | — | Call | 421924309 |
| — | CF CORP | 200,874 | $1.967M | 0.3% | $9.79 | — | SHS CL A | G20307107 |
| — | GLOBAL EAGLE ENTMT INC | 2,385,000 | $1.965M | 0.3% | $0.72 | — | NOTE 2.750% 2/1 | 37951DAB8 |
| — | APOLLO COML REAL EST FIN INC | 1,740,000 | $1.787M | 0.3% | $1.02 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | TERRAPIN 3 ACQUISITION CORP | 173,262 | $1.721M | 0.3% | $9.93 | — | COM CL A | 88104P104 |
| — | ELECTRUM SPL ACQUISITION COR | 164,900 | $1.652M | 0.2% | $9.95 | — | UNIT 99/99/9999 | G3105C120 |
| — | GORES HLDGS INC | 140,052 | $1.622M | 0.2% | $10.13 | — | UNIT 99/99/9999 | 382866200 |
| — | AR CAP ACQUISITION CORP | 155,454 | $1.556M | 0.2% | $9.87 | — | UNIT 10/06/2019 | 00191R208 |
| — | EASTERLY ACQUISITION CORP | 151,000 | $1.555M | 0.2% | $10.04 | — | UNIT 99/99/9999 | 27616L201 |
| — | CORENERGY INFRASTRUCTURE TR | 50,000 | $1.467M | 0.2% | — | — | Put | 21870U502 |
| — | AROWANA INC | 135,100 | $1.377M | 0.2% | $9.96 | — | SHS | G05011104 |
| — | SPIRIT RLTY CAP INC NEW | 100,000 | $1.333M | 0.2% | — | — | Put | 84860W102 |
| DB | DEUTSCHE BANK AG | 100,000 | $1.309M | 0.2% | — | — | Call | D18190898 |
| — | AROWANA INC | 125,000 | $1.29M | 0.2% | $10.13 | — | UNIT 99/99/9999 | G05011138 |
| — | SABAN CAP ACQUISITION CORP | 124,064 | $1.251M | 0.2% | $10.08 | — | UNIT 99/99/9999 | 78516C205 |
| — | PATTERN ENERGY GROUP INC | 50,000 | $1.125M | 0.2% | — | — | Put | 70338P100 |
| — | PROOFPOINT INC | 15,000 | $1.123M | 0.2% | $74.87 | — | COM | 743424103 |
| — | ATLANTIC ALLIANCE PARTNER CO | 103,408 | $1.086M | 0.2% | $10.35 | — | SHS | G04897107 |
| — | QUINPARIO ACQUISITION CORP 2 | 105,000 | $1.058M | 0.2% | $10.02 | — | UNIT 01/01/2023 | 74874U200 |
| — | PRICELINE GRP INC | 640 | $942K | 0.1% | $1296.97 | — | COM NEW | 741503403 |
| — | RED HAT INC | 11,650 | $942K | 0.1% | $72.62 | — | COM | 756577102 |
| — | BOULEVARD ACQUISITION | 89,120 | $910K | 0.1% | $9.90 | — | UNIT 99/99/9999 | 10157Q201 |
| — | HARMONY MERGER CORP | 89,958 | $904K | 0.1% | $9.87 | — | COM | 413247107 |
| — | HYDRA INDS ACQUISITION CORP | 75,000 | $799K | 0.1% | $10.00 | — | UNIT 10/20/2021 | 448740209 |
| — | DOUBLE EAGLE ACQUISITION COR | 75,000 | $773K | 0.1% | $10.14 | — | UNIT 99/99/9999 | G28195108 |
| — | WELLTOWER INC | 10,000 | $667K | 0.1% | $61.60 | — | 6.50% PFD PREPET | 95040Q203 |
| — | WPX ENERGY INC | 50,000 | $660K | 0.1% | — | — | Put | 98212B103 |
| PBR | PETROLEO BRASILEIRO SA PETRO | 68,200 | $636K | 0.1% | $6.46 | — | SPONSORED ADR | 71654V408 |
| — | DYNEGY INC NEW DEL | 50,000 | $620K | 0.1% | — | — | Put | 26817R108 |
| — | GP INVTS ACQUISITION COR | 60,000 | $600K | 0.1% | $10.06 | — | UNIT 99/99/9999 | G40357116 |
| NWSA | NEWS CORP NEW | 38,600 | $540K | 0.1% | $12.07 | -2.2% | CL A | 65249B109 |
| — | FULL CIRCLE CAP CORP | 195,438 | $516K | 0.1% | $2.58 | — | COM | 359671104 |
| — | GNC HLDGS INC | 25,000 | $511K | 0.1% | — | — | Put | 36191G107 |
| — | CAPITOL ACQUISITION CORP III | 50,000 | $503K | 0.1% | $9.95 | — | UNIT 99/99/9999 | 14055M205 |
| — | BHP BILLITON PLC | 15,900 | $483K | 0.1% | $25.55 | — | SPONSORED ADR | 05545E209 |
| — | ANDINA ACQUISITION CORP II | 47,203 | $465K | 0.1% | $9.73 | — | SHS | G0441P104 |
| CENTA | CENTRAL GARDEN & PET CO | 16,100 | $399K | 0.1% | $13.05 | +45.6% | CL A NON-VTG | 153527205 |
| — | 51JOB INC | 11,080 | $370K | 0.1% | $31.89 | — | SP ADR REP COM | 316827104 |
| — | ROYAL DUTCH SHELL PLC | 7,000 | $350K | 0.1% | $52.29 | — | SPONS ADR A | 780259206 |
| CUK | CARNIVAL PLC | 6,700 | $329K | 0.0% | $44.78 | — | ADR | 14365C103 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 9,400 | $321K | 0.0% | $37.39 | — | SHS CL A | G5480U104 |
| — | HARMONY MERGER CORP | 30,000 | $305K | 0.0% | $10.00 | — | UNIT 99/99/9999 | 413247206 |
| — | PACIFIC SPL ACQUISITION CORP | 29,752 | $305K | 0.0% | $10.25 | — | SHS | G68588105 |
| UVV | UNIVERSAL CORP VA | 4,786 | $279K | 0.0% | $51.60 | +14.4% | COM | 913456109 |
| — | HORNBECK OFFSHORE SVCS INC N | 50,000 | $275K | 0.0% | — | — | Put | 440543106 |
| — | KLR ENERGY ACQUISITION CORP | 25,614 | $259K | 0.0% | $10.08 | — | CL A | 49877M108 |
| — | M I ACQUISITIONS INC | 25,000 | $251K | 0.0% | $10.04 | — | UNIT 99/99/9999 | 55304A203 |
| — | LANDCADIA HLDGS INC | 24,500 | $238K | 0.0% | $9.71 | — | CL A | 51476W107 |
| — | CONYERS PK ACQUISITION | 23,000 | $230K | 0.0% | $10.00 | — | CL A COM | 212894109 |
| KN | KNOWLES CORP | 15,190 | $213K | 0.0% | $14.16 | 0.0% | COM | 49926D109 |
| — | JENSYN ACQUISITION CORP | 20,000 | $204K | 0.0% | $10.00 | — | UNIT 99/99/9999 | 47632B201 |
| — | LANDCADIA HLDGS INC | 20,000 | $204K | 0.0% | $10.20 | — | UNIT 12/31/2021T | 51476W206 |
| — | CF CORP | 20,000 | $204K | 0.0% | $10.20 | — | UNIT 99/99/9999E | G20307123 |
| — | DISCOVERY COMMUNICATNS NEW | 7,300 | $192K | 0.0% | $26.99 | — | COM SER C | 25470F302 |
| GOOGL | ALPHABET INC | 200 | $161K | 0.0% | $36.43 | +6.6% | CAP STK CL A | 02079K305 |
| — | KLR ENERGY ACQUISITION CORP | 15,000 | $155K | 0.0% | $10.05 | — | UNIT 12/31/2020 | 49877M207 |
| — | GORES HLDGS INC | 11,845 | $128K | 0.0% | $9.82 | — | CL A | 382866101 |
| — | ZIONS BANCORPORATION | 50,000 | $107K | 0.0% | $3.96 | — | *W EXP 11/14/201 | 989701131 |
| — | CREDIT SUISSE NASSAU BRH | 2,500 | $94,000 | 0.0% | $28.34 | — | INVRS VIX STERM | 22542D795 |
| — | EPR PPTYS | 2,700 | $82,000 | 0.0% | $30.37 | — | PFD C CNV 5.75% | 26884U208 |
| — | HYDRA INDS ACQUISITION CORP | 125,000 | $56,000 | 0.0% | $0.39 | — | RIGHT 99/99/9999 | 448740126 |
| — | SILICONWARE PRECISION INDS L | 7,000 | $52,000 | 0.0% | $7.71 | — | SPONSD ADR SPL | 827084864 |
| — | SANOFI | 175,000 | $47,000 | 0.0% | $0.61 | — | RIGHT 12/31/2020 | 80105N113 |
| — | GP INVTS ACQUISITION COR | 33,400 | $22,000 | 0.0% | $0.53 | — | *W EXP 05/19/202 | G40357108 |
| — | HENNESSY CAP ACQUISITION COR | 40,600 | $16,000 | 0.0% | $0.52 | — | *W EXP 07/28/202 | 42588J118 |
| — | EASTERLY ACQUISITION CORP | 17,625 | $11,000 | 0.0% | $0.47 | — | *W EXP 07/29/202 | 27616L110 |
| — | BANK AMER CORP | 91,600 | $9,000 | 0.0% | $0.71 | — | *W EXP 10/28/201 | 060505153 |
| — | ANDINA ACQUISITION CORP II | 20,000 | $6,000 | 0.0% | $0.30 | — | RIGHT 09/01/2017 | G0441P120 |
| — | AROWANA INC | 30,000 | $6,000 | 0.0% | $0.20 | — | RIGHT 01/01/2017 | G05011120 |
| — | PACE HLDGS CORP | 13,190 | $6,000 | 0.0% | $0.35 | — | *W EXP 99/99/999 | G6865N111 |
| — | GORES HLDGS INC | 4,857 | $6,000 | 0.0% | $0.27 | — | *W EXP 08/13/202 | 382866119 |
| — | BOULEVARD ACQUISITION | 8,949 | $5,000 | 0.0% | $0.30 | — | *W EXP 09/25/202 | 10157Q110 |
| — | KINDER MORGAN INC DEL | 337,000 | $5,000 | 0.0% | $0.04 | — | *W EXP 05/25/201 | 49456B119 |
| — | JENSYN ACQUISITION CORP | 479 | $5,000 | 0.0% | $10.44 | — | COM | 47632B102 |
| — | CITIGROUP INC | 81,500 | $4,000 | 0.0% | $0.79 | — | *W EXP 01/04/201 | 172967226 |
| — | QUINPARIO ACQUISITION CORP 2 | 24,197 | $4,000 | 0.0% | $0.28 | — | *W EXP 01/01/202 | 74874U119 |
| — | AROWANA INC | 19,950 | $3,000 | 0.0% | $0.15 | — | *W EXP 04/29/202 | G05011112 |
| — | DOUBLE EAGLE ACQUISITION COR | 8,666 | $3,000 | 0.0% | $0.47 | — | *W EXP 09/16/202 | G28195116 |
| — | GLOBAL PARTNER ACQUISITION C | 10,000 | $3,000 | 0.0% | $0.20 | — | *W EXP 07/01/202 | 37954X113 |
| — | JM GLOBAL HLDG CO | 5,900 | $1,000 | 0.0% | $0.17 | — | *W EXP 07/29/201 | 46590H119 |
| — | PACIFIC SPL ACQUISITION CORP | 5,000 | $1,000 | 0.0% | — | — | *W EXP 10/20/202 | G68588121 |
| — | HYDRA INDS ACQUISITION CORP | 3,248 | $1,000 | 0.0% | $0.30 | — | *W EXP 10/20/202 | 448740118 |
| — | AR CAP ACQUISITION CORP | 20,400 | $1,000 | 0.0% | $0.14 | — | *W EXP 10/06/201 | 00191R117 |
| — | ANDINA ACQUISITION CORP II | 5,000 | $1,000 | 0.0% | $0.20 | — | *W EXP 11/23/202 | G0441P138 |
| — | TERRAPIN 3 ACQUISITION CORP | 3,530 | $1,000 | 0.0% | $0.30 | — | *W EXP 06/27/201 | 88104P112 |
| — | M III ACQUISITION CORP | 100 | $0 | 0.0% | — | — | *W EXP 10/10/202 | 55378T112 |
| — | ELECTRUM SPL ACQUISITION COR | 1,100 | $0 | 0.0% | $0.24 | — | *W EXP 99/99/999 | G3105C112 |