Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 14, 2013
Total Value: $1.133B (28.8% shares, 71.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CITIGROUP INC | 2,003,834 | $96.12M | 8.5% | $47.97 | — | WARRANTS | 172967226 |
| — | CITIGROUP INC | 1,793,300 | $86.03M | 7.6% | $47.97 | — | WARRANTS | 172967234 |
| — | KINDER MORGAN INC DEL | 1,665,000 | $63.52M | 5.6% | $38.15 | — | WARRANTS | 49456B119 |
| — | General Motors A 10 Wrts 2016 | 1,430,699 | $47.66M | 4.2% | $33.31 | — | WARRANTS | 37045V118 |
| — | Dominion Resources Series A | 900,000 | $44.94M | 4.0% | $49.93 | — | CONV MAND | 25746U703 |
| — | Tyson Foods Inc | 27,500,000 | $42.16M | 3.7% | $1.53 | — | Note 3.2500% 15-Oct-2013 | 902494AP8 |
| — | E M C CORP MASS | 27,090,000 | $39.98M | 3.5% | $1.48 | — | Note 1.7500% 01-Dec-2013 | 268648AM4 |
| — | GenCorp Inc | 19,803,000 | $36.71M | 3.2% | $1.85 | — | Note 4.0625% 31-Dec-2039 | 368682AN0 |
| — | Cemex S.A.B. de C.V. Tranche 1 | 30,000,000 | $36.55M | 3.2% | $1.22 | — | Note 3.2500% 15-Mar-2016 | 151290BB8 |
| — | Dominion Resources Series B | 680,000 | $33.95M | 3.0% | $49.93 | — | CONV MAND | 25746U885 |
| — | Goldcorp Inc | 33,037,000 | $33.42M | 2.9% | $1.01 | — | Note 2.0000% 01-Aug-2014 | 380956AB8 |
| — | ENDO HEALTH SOLUTIONS INC | 24,790,000 | $33.14M | 2.9% | $1.34 | — | Note 1.7500% 15-Apr-2015 | 29264FAB2 |
| — | Covanta Holding Corp | 25,524,000 | $33M | 2.9% | $1.29 | — | Note 3.2500% 01-Jun-2014 | 22282EAC6 |
| — | On Semiconductor Corp | 28,477,000 | $29.53M | 2.6% | $1.04 | — | Note 2.6250% 15-Dec-2026 | 682189AG0 |
| — | Tesla Motors Inc | 26,000,000 | $29.32M | 2.6% | $1.13 | — | Note 1.5000% 01-Jun-2018 | 88160RAA9 |
| — | Molson Coors Brewing Co | 27,703,000 | $27.89M | 2.5% | $1.01 | — | Note 2.5000% 30-Jul-2013 | 60871RAA8 |
| — | L-3 Communications Holdings | 27,015,000 | $27.55M | 2.4% | $1.02 | — | Note 3.0000% 01-Aug-2035 | 502413AW7 |
| — | Stillwater Mining | 23,100,000 | $24.1M | 2.1% | $1.04 | — | Note 1.7500% 15-Oct-2032 | 86074QAL6 |
| — | Exterran Holdings Inc | 17,000,000 | $21.96M | 1.9% | $1.29 | — | Note 4.2500% 15-Jun-2014 | 30225XAA1 |
| — | Electronic Arts Inc | 19,000,000 | $19.78M | 1.7% | $1.04 | — | Note 0.7500% 15-Jul-2016 | 285512AA7 |
| — | Theravance Inc. | 12,809,000 | $19.07M | 1.7% | $1.49 | — | Note 3.0000% 15-Jan-2015 | 88338TAA2 |
| — | Vector Group | 16,000,000 | $18.84M | 1.7% | $1.18 | — | Note 2.5000% 15-Jan-2019 | 92240MAY4 |
| — | Micron Technology Tranche A | 12,000,000 | $18.44M | 1.6% | $1.54 | — | Note 1.5000% 01-Aug-2031 | 595112AQ6 |
| — | Archer Daniels Midland | 18,087,000 | $18.27M | 1.6% | $1.01 | — | Note 0.8750% 15-Feb-2014 | 039483AW2 |
| — | RF Micro Devices Tranche 2 | 17,022,000 | $17.15M | 1.5% | $1.01 | — | Note 1.0000% 15-Apr-2014 | 749941AJ9 |
| — | Navistar International | 17,000,000 | $16.53M | 1.5% | $0.97 | — | Note 3.0000% 15-Oct-2014 | 63934EAL2 |
| — | Chesapeake Energy Corp. | 16,500,000 | $16.5M | 1.5% | $1.00 | — | Note 2.7500% 15-Nov-2035 | 165167BW6 |
| — | Central European Media (Exchange) | 17,064,000 | $16.34M | 1.4% | $0.96 | — | Note 5.0000% 15-Nov-2015 | 153443AH9 |
| — | Arris Group Inc | 15,304,000 | $15.76M | 1.4% | $1.03 | — | Note 2.0000% 15-Nov-2026 | 04269QAC4 |
| — | Comtech Telecommunications | 15,164,000 | $15.71M | 1.4% | $1.04 | — | Note 3.0000% 01-May-2029 | 205826AF7 |
| — | Take-Two Interactive Systems | 10,491,000 | $14.96M | 1.3% | $1.43 | — | Note 4.3750% 01-Jun-2014 | 874054AA7 |
| — | SOLARFUN POWER HOLDINGS CO L | 15,125,000 | $12.86M | 1.1% | $0.85 | — | Note 3.5000% 15-Jan-2018 | 83415UAB4 |
| — | Stone Energy Corp | 13,500,000 | $12.51M | 1.1% | $0.93 | — | Note 1.7500% 01-Mar-2017 | 861642AN6 |
| ADM | ADM 01/18/14 C39 | 368,300 | $12.49M | 1.1% | — | — | Call | 039483102 |
| — | BPZ Resources Inc | 14,635,000 | $11.63M | 1.0% | $0.80 | — | Note 6.5000% 01-Mar-2015 | 055639AB4 |
| — | Green Plains Renewable Energy | 9,900,000 | $11.47M | 1.0% | $1.16 | — | Note 5.7500% 01-Nov-2015 | 393222AB0 |
| — | Usec Inc | 48,028,000 | $10.33M | 0.9% | $0.21 | — | Note 3.0000% 01-Oct-2014 | 90333EAC2 |
| — | Take-Two Interactive Systems | 10,000,000 | $9.775M | 0.9% | $0.98 | — | Note 1.0000% 01-Jul-2018 | 874054AD1 |
| — | Newmont Mining Tranche 1 | 9,600,000 | $9.72M | 0.9% | $1.01 | — | Note 1.2500% 15-Jul-2014 | 651639AH9 |
| — | Molycorp Inc | 12,050,000 | $9.279M | 0.8% | $0.77 | — | Note 6.0000% 01-Sep-2017 | 608753AF6 |
| — | Chemed Corp | 5,755,000 | $6.061M | 0.5% | $1.05 | — | Note 1.8750% 15-May-2014 | 16359RAC7 |
| — | ISTAR FINL INC | 400,000 | $4.516M | 0.4% | — | — | Call | 45031U101 |
| — | Nuance Communications Inc | 242,095 | $4.455M | 0.4% | $18.40 | — | EQUITY | 67020Y100 |
| — | Exelixis Inc | 4,000,000 | $3.88M | 0.3% | $0.97 | — | Note 4.2500% 15-Aug-2019 | 30161QAC8 |
| — | PENNEY J C INC | 200,000 | $3.416M | 0.3% | $17.08 | — | Put | 708160106 |
| — | HOLOGIC INC | 2,500,000 | $2.57M | 0.2% | $1.03 | — | Note 2.0000% 15-Dec-2043 | 436440AG6 |
| — | Endeavour Intl Corp | 4,000,000 | $2.42M | 0.2% | $0.60 | — | Note 5.5000% 15-Jul-2016 | 29257MAE0 |
| — | HEALTH MGMT ASSOC INC NEW | 138,700 | $2.18M | 0.2% | — | — | Call | 421933102 |
| LNG | CHENIERE ENERGY INC | 78,100 | $2.168M | 0.2% | $28.08 | 0.0% | EQUITY | 16411R208 |
| — | Molycorp Inc | 2,000,000 | $2M | 0.2% | $1.00 | — | Note 5.5000% 01-Feb-2018 | 608753AH2 |
| — | SANOFI | 1,000,000 | $1.9M | 0.2% | $1.90 | — | EQUITY | 80105N113 |
| — | Gevo Inc | 1,800,000 | $1.179M | 0.1% | $0.66 | — | Note 7.5000% 01-Jul-2022 | 374396AA7 |
| TSLA | TESLA MTRS INC | 6,500 | $698K | 0.1% | — | — | Put | 88160R101 |
| — | VRINGO INC | 200,000 | $634K | 0.1% | $3.17 | — | EQUITY | 92911N104 |
| — | PENNEY J C INC | 12,762 | $218K | 0.0% | $17.08 | — | EQUITY | 708160106 |
| — | MOLYCORP INC DEL | 16,700 | $104K | 0.0% | $6.23 | — | EQUITY | 608753109 |
| — | BPZ Equity | 50,900 | $91,000 | 0.0% | $1.79 | — | EQUITY | 055639108 |