Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 14, 2013
Total Value: $1.177B (38.2% shares, 61.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPY 10/19/13 P160 | 664,400 | $112M | 9.5% | $168.01 | — | LISTED EQUITY OPTIONS | 78462F103 |
| — | Citigroup A Wrts 10.61 2019 | 1,877,734 | $91.09M | 7.7% | $47.97 | — | WARRANTS | 172967226 |
| — | Citigroup B Wrts 17.85 2018 | 1,793,300 | $86.99M | 7.4% | $47.97 | — | WARRANTS | 172967234 |
| — | KMI 40 2016 Wrts | 1,913,460 | $68.06M | 5.8% | $37.82 | — | WARRANTS | 49456B119 |
| — | Tyson Foods Inc | 27,500,000 | $47.24M | 4.0% | $1.53 | — | Note 3.2500% 15-Oct-2013 | 902494AP8 |
| — | General Motors A 10 Wrts 2016 | 1,099,628 | $39.55M | 3.4% | $33.31 | — | WARRANTS | 37045V118 |
| — | GenCorp Inc | 20,000,000 | $36.12M | 3.1% | $1.85 | — | Note 4.0625% 31-Dec-2039 | 368682AN0 |
| — | Covanta Holding Corp | 24,524,000 | $33.84M | 2.9% | $1.29 | — | Note 3.2500% 01-Jun-2014 | 22282EAC6 |
| — | Cemex S.A.B. de C.V. Tranche 1 | 25,000,000 | $31.94M | 2.7% | $1.22 | — | Note 3.2500% 15-Mar-2016 | 151290BB8 |
| — | Micron Technology Tranche A | 17,000,000 | $31.69M | 2.7% | $1.63 | — | Note 1.5000% 01-Aug-2031 | 595112AQ6 |
| — | Verisign Inc | 20,000,000 | $31.38M | 2.7% | $1.57 | — | Note 3.2500% 15-Aug-2037 | 92343EAD4 |
| — | On Semiconductor Corp | 28,427,000 | $28.57M | 2.4% | $1.04 | — | Note 2.6250% 15-Dec-2026 | 682189AG0 |
| — | Newmont Mining Tranche 1 | 27,100,000 | $27.45M | 2.3% | $1.01 | — | Note 1.2500% 15-Jul-2014 | 651639AH9 |
| — | Micron Technology (Exchange) | 15,210,000 | $24.51M | 2.1% | $1.61 | — | Note 1.8750% 01-Jun-2027 | 595112AK9 |
| — | Goldcorp Inc | 22,537,000 | $22.8M | 1.9% | $1.01 | — | Note 2.0000% 01-Aug-2014 | 380956AB8 |
| — | L-3 Communications Holdings | 20,015,000 | $21.84M | 1.9% | $1.02 | — | Note 3.0000% 01-Aug-2035 | 502413AW7 |
| — | Stillwater Mining | 20,000,000 | $21.05M | 1.8% | $1.04 | — | Note 1.7500% 15-Oct-2032 | 86074QAL6 |
| — | Western Refining Inc | 6,500,000 | $20.34M | 1.7% | $3.13 | — | Note 5.7500% 15-Jun-2014 | 959319AC8 |
| — | D.R. Horton Inc | 13,000,000 | $19.78M | 1.7% | $1.52 | — | Note 2.0000% 15-May-2014 | 23331ABB4 |
| — | Navistar International | 19,150,000 | $19.58M | 1.7% | $0.98 | — | Note 3.0000% 15-Oct-2014 | 63934EAL2 |
| — | Vector Group | 16,000,000 | $19.14M | 1.6% | $1.18 | — | Note 2.5000% 15-Jan-2019 | 92240MAY4 |
| — | Endo Pharmaceuticals Hldgs | 11,790,000 | $18.72M | 1.6% | $1.34 | — | Note 1.7500% 15-Apr-2015 | 29264FAB2 |
| — | Exterran Holdings Inc | 15,000,000 | $18.7M | 1.6% | $1.29 | — | Note 4.2500% 15-Jun-2014 | 30225XAA1 |
| — | Chesapeake Energy Corp. | 17,000,000 | $17.68M | 1.5% | $1.00 | — | Note 2.7500% 15-Nov-2035 | 165167BW6 |
| ADM | ADM 01/18/14 C39 | 474,600 | $17.48M | 1.5% | $25.63 | 0.0% | LISTED EQUITY OPTIONS | 039483102 |
| — | RF Micro Devices Tranche 2 | 17,022,000 | $17.15M | 1.5% | $1.01 | — | Note 1.0000% 15-Apr-2014 | 749941AJ9 |
| — | Electronic Arts Inc | 15,750,000 | $17.15M | 1.5% | $1.04 | — | Note 0.7500% 15-Jul-2016 | 285512AA7 |
| — | Xilinx | 10,000,000 | $16.17M | 1.4% | $1.62 | — | Note 3.1250% 15-Mar-2037 | 983919AD3 |
| — | McMoRan Exploration Co. (Exchange Offer) | 15,000,000 | $15.62M | 1.3% | $1.04 | — | Note 5.2500% 06-Oct-2013 | 582411AM6 |
| — | Starwood Property Trust | 15,000,000 | $15.54M | 1.3% | $1.04 | — | Note 4.0000% 15-Jan-2019 | 85571BAB1 |
| — | Central European Media (Exchange) | 14,564,000 | $13.98M | 1.2% | $0.96 | — | Note 5.0000% 15-Nov-2015 | 153443AH9 |
| — | Usec Inc | 48,028,000 | $13.93M | 1.2% | $0.21 | — | Note 3.0000% 01-Oct-2014 | 90333EAC2 |
| — | Arris Group Inc | 12,804,000 | $13.83M | 1.2% | $1.03 | — | Note 2.0000% 15-Nov-2026 | 04269QAC4 |
| — | Green Plains Renewable Energy | 10,340,000 | $13.48M | 1.1% | $1.16 | — | Note 5.7500% 01-Nov-2015 | 393222AB0 |
| — | Comtech Telecommunications | 13,000,000 | $13.31M | 1.1% | $1.04 | — | Note 3.0000% 01-May-2029 | 205826AF7 |
| — | Take-Two Interactive Systems | 10,000,000 | $11.06M | 0.9% | $0.98 | — | Note 1.0000% 01-Jul-2018 | 874054AD1 |
| — | Molycorp Inc | 12,050,000 | $9.64M | 0.8% | $0.77 | — | Note 6.0000% 01-Sep-2017 | 608753AF6 |
| — | PHH Corp | 8,600,000 | $9.374M | 0.8% | $1.09 | — | Note 4.0000% 01-Sep-2014 | 693320AN3 |
| — | Hanwha SolarOne Co Ltd | 9,425,000 | $8.695M | 0.7% | $0.85 | — | Note 3.5000% 15-Jan-2018 | 83415UAB4 |
| — | Alpha Natural Resources Inc | 8,000,000 | $7.62M | 0.6% | $0.95 | — | Note 3.7500% 15-Dec-2017 | 02076XAE2 |
| — | Suntech Power Holdings | 24,700,000 | $6.546M | 0.6% | $0.27 | — | Note 3.0000% 15-Mar-2013 | 86800CAE4 |
| — | CBST 10/19/13 P55 | 100,000 | $6.355M | 0.5% | $63.55 | — | LISTED EQUITY OPTIONS | 229678107 |
| — | Archer Daniels Midland | 6,087,000 | $6.194M | 0.5% | $1.01 | — | Note 0.8750% 15-Feb-2014 | 039483AW2 |
| — | BPZ Resources Inc | 6,500,000 | $6.045M | 0.5% | $0.80 | — | Note 6.5000% 01-Mar-2015 | 055639AB4 |
| — | JCP 01/18/14 P15 | 600,000 | $5.283M | 0.4% | $8.98 | — | LISTED EQUITY OPTIONS | 708160106 |
| LNG | LNG 12/21/13 C32 | 144,171 | $4.922M | 0.4% | $28.82 | +3.0% | LISTED EQUITY OPTIONS | 16411R208 |
| — | SFI 01/18/14 C12 | 400,000 | $4.816M | 0.4% | $12.04 | — | LISTED EQUITY OPTIONS | 45031U101 |
| — | Exelixis Inc | 4,000,000 | $4.738M | 0.4% | $0.97 | — | Note 4.2500% 15-Aug-2019 | 30161QAC8 |
| — | AK Steel Corp | 5,000,000 | $4.725M | 0.4% | $0.94 | — | Note 5.0000% 15-Nov-2019 | 001546AP5 |
| HOLX | HOLX 12/21/13 C25 | 214,700 | $4.434M | 0.4% | $21.29 | 0.0% | LISTED EQUITY OPTIONS | 436440101 |
| — | Web.com Group Inc | 3,000,000 | $3.423M | 0.3% | $1.14 | — | Note 1.0000% 15-Aug-2018 | 94733AAA2 |
| — | Sanofi Aventis CVR-WI | 1,508,238 | $3.047M | 0.3% | $1.94 | — | EQUITY | 80105N113 |
| — | Merrimack Pharmaceuticals Inc | 3,000,000 | $2.73M | 0.2% | $0.91 | — | Note 4.5000% 15-Jul-2020 | 590328AA8 |
| — | Endeavour Intl Corp | 2,825,000 | $2.387M | 0.2% | $0.60 | — | Note 5.5000% 15-Jul-2016 | 29257MAE0 |
| — | Molycorp Inc | 2,000,000 | $2.075M | 0.2% | $1.00 | — | Note 5.5000% 01-Feb-2018 | 608753AH2 |
| — | Optimer Pharmaceuticals Inc | 158,684 | $1.998M | 0.2% | $12.59 | — | EQUITY | 68401H104 |
| — | HMA 11/16/13 C17 | 138,700 | $1.775M | 0.2% | $12.80 | — | LISTED EQUITY OPTIONS | 421933102 |
| — | Protalix BioTherapeutics Inc | 272,200 | $1.233M | 0.1% | $4.53 | — | EQUITY | 74365A101 |
| — | VRNG Equity | 229,968 | $660K | 0.1% | $3.13 | — | EQUITY | 92911N104 |
| — | MCP Equity | 16,700 | $110K | 0.0% | $6.23 | — | EQUITY | 608753109 |
| — | BPZ Equity | 50,900 | $99,000 | 0.0% | $1.79 | — | EQUITY | 055639108 |