Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 13, 2014
Total Value: $968M (32.3% shares, 67.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | Micron Technology Tranche C | 35,570,000 | $122M | 12.6% | $2.46 | — | Note 2.3750% 01-May-2032 | 595112AW3 |
| — | Citigroup A Wrts 10.61 2019 | 1,865,974 | $87.89M | 9.1% | $48.80 | — | WARRANTS | 172967226 |
| — | XM Satellite Radio | 42,400,000 | $80.7M | 8.3% | $1.79 | — | Note 7.0000% 01-Dec-2014 | 98375YAU0 |
| — | Citigroup B Wrts 17.85 2018 | 1,585,386 | $74.67M | 7.7% | $47.97 | — | WARRANTS | 172967234 |
| — | KMI 40 2016 Wrts | 1,968,900 | $71.39M | 7.4% | $36.80 | — | WARRANTS | 49456B119 |
| — | Salix Pharmaceuticals Inc | 19,709,000 | $38.7M | 4.0% | $1.96 | — | Note 1.5000% 15-Mar-2019 | 795435AE6 |
| — | Cemex S.A.B. de C.V. Tranche 1 | 22,250,000 | $32.35M | 3.3% | $1.25 | — | Note 3.2500% 15-Mar-2016 | 151290BB8 |
| — | Starwood Property Trust | 25,850,000 | $29.65M | 3.1% | $1.08 | — | Note 4.0000% 15-Jan-2019 | 85571BAB1 |
| GLD | GLD 07/19/14 C128 | 200,000 | $25.61M | 2.6% | — | — | Call | 78463V107 |
| — | American Realty Cap Properties | 23,831,000 | $24.25M | 2.5% | $1.02 | — | Note 3.0000% 01-Aug-2018 | 02917TAA2 |
| — | Dominion Resources Series A | 20,000,000 | $23.18M | 2.4% | $1.16 | — | CONV MAND | 25746U703 |
| — | GenCorp Inc | 9,900,000 | $21.07M | 2.2% | $1.85 | — | Note 4.0625% 31-Dec-2039 | 368682AN0 |
| — | Take-Two Interactive Systems | 15,000,000 | $19.63M | 2.0% | $1.23 | — | Note 1.7500% 01-Dec-2016 | 874054AC3 |
| IWM | IWM 07/19/14 C117 | 150,000 | $17.82M | 1.8% | — | — | Call | 464287655 |
| — | Vector Group | 13,000,000 | $17.39M | 1.8% | $1.18 | — | Note 2.5000% 15-Jan-2019 | 92240MAY4 |
| — | Group 1 Automotive Inc | 12,000,000 | $17.16M | 1.8% | $1.26 | — | Note 2.2500% 15-Jun-2036 | 398905AE9 |
| — | PDL Biopharma Inc | 15,000,000 | $17.09M | 1.8% | $1.06 | — | Note 4.0000% 01-Feb-2018 | 69329YAF1 |
| — | AK Steel Corp | 10,000,000 | $16.63M | 1.7% | $1.29 | — | Note 5.0000% 15-Nov-2019 | 001546AP5 |
| — | Stillwater Mining | 11,000,000 | $16.17M | 1.7% | $1.04 | — | Note 1.7500% 15-Oct-2032 | 86074QAL6 |
| — | Enersys | 9,192,000 | $15.9M | 1.6% | $1.73 | — | Note 3.3750% 01-Jun-2038 | 29275YAA0 |
| — | Blackstone Mortgage Trust Inc | 13,200,000 | $14.47M | 1.5% | $1.08 | — | Note 5.2500% 01-Dec-2018 | 09257WAA8 |
| — | Alliant Techsystems Inc | 8,000,000 | $14.05M | 1.5% | $1.76 | — | Note 3.0000% 15-Aug-2024 | 018804AK0 |
| — | Fluidigm Corporation (Revised) | 14,000,000 | $13.3M | 1.4% | $1.02 | — | Note 2.7500% 01-Feb-2034 | 34385PAA6 |
| — | AMAG Pharmaceuticals Inc | 12,250,000 | $13.02M | 1.3% | $1.02 | — | Note 2.5000% 15-Feb-2019 | 00163UAA4 |
| — | BPZ Resources Inc | 10,850,000 | $12.82M | 1.3% | $0.94 | — | Note 8.5000% 01-Oct-2017 | 055639AC2 |
| — | Spirit Realty Capital Inc Tranche B (Pending) | 12,750,000 | $12.79M | 1.3% | $1.00 | — | Note 3.7500% 15-May-2021 | 84860WAB8 |
| — | Vipshop Holdings Ltd | 10,000,000 | $11.81M | 1.2% | $1.01 | — | Note 1.5000% 15-Mar-2019 | 92763WAA1 |
| — | Vector Group | 9,600,000 | $10.27M | 1.1% | $1.07 | — | Note 1.7500% 15-Apr-2020 | 92240MBC1 |
| — | j2 Global Communications | 10,000,000 | $10.2M | 1.1% | $1.02 | — | Note 3.2500% 15-Jun-2029 | 48123VAC6 |
| — | National Health Investors Inc | 10,000,000 | $10.15M | 1.0% | $1.01 | — | Note 3.2500% 01-Apr-2021 | 63633DAE4 |
| — | Ciena Corp | 8,000,000 | $9.515M | 1.0% | $1.25 | — | Note 4.0000% 15-Mar-2015 | 171779AF8 |
| — | OCN 01/17/15 C425 | 200,000 | $7.42M | 0.8% | — | — | Call | 675746309 |
| GULTU | Gulf Coast Ultra Deep Royalty | 2,434,296 | $7.132M | 0.7% | $2.93 | — | EQUITY | 40222T104 |
| — | Solazyme Inc | 5,000,000 | $5.675M | 0.6% | $1.14 | — | Note 5.0000% 01-Oct-2019 | 83415TAC5 |
| — | Apollo Commercial Real Estate | 5,000,000 | $5.294M | 0.5% | $1.02 | — | Note 5.5000% 15-Mar-2019 | 03762UAA3 |
| — | Merrimack Pharmaceuticals Inc | 3,500,000 | $4.734M | 0.5% | $0.94 | — | Note 4.5000% 15-Jul-2020 | 590328AA8 |
| — | Newpark Resources | 3,324,000 | $4.462M | 0.5% | $1.29 | — | Note 4.0000% 01-Oct-2017 | 651718AC2 |
| — | Spectranetics Corp | 4,000,000 | $4.176M | 0.4% | $1.04 | — | Note 2.6250% 01-Jun-2034 | 84760CAA5 |
| — | JCP 01/17/15 C10 | 441,100 | $3.992M | 0.4% | — | — | Call | 708160106 |
| — | Molycorp Inc | 5,300,000 | $3.445M | 0.4% | $0.77 | — | Note 6.0000% 01-Sep-2017 | 608753AF6 |
| — | Exelixis Inc | 3,550,000 | $3.018M | 0.3% | $0.97 | — | Note 4.2500% 15-Aug-2019 | 30161QAC8 |
| — | RFMD 08/16/14 C9 | 250,000 | $2.398M | 0.2% | $9.59 | — | Call | 749941100 |
| — | PHH Corp | 100,693 | $2.314M | 0.2% | $22.98 | — | EQUITY | 693320202 |
| — | VRNG Equity | 418,376 | $1.431M | 0.1% | $3.30 | — | EQUITY | 92911N104 |
| NEM | Newmont Mining | 51,500 | $1.31M | 0.1% | $18.76 | 0.0% | EQUITY | 651639106 |
| — | JDSU 09/20/14 C11 | 100,000 | $1.247M | 0.1% | — | — | Call | 46612J507 |
| — | FCEL Equity | 415,461 | $997K | 0.1% | $2.48 | — | EQUITY | 35952H106 |
| — | Advaxis | 308,210 | $971K | 0.1% | $3.55 | — | EQUITY | 007624208 |
| — | RFMD Equity | 95,772 | $918K | 0.1% | $9.59 | — | EQUITY | 749941100 |
| — | AMSG Equity | 20,000 | $911K | 0.1% | $45.55 | — | EQUITY | 03232P405 |
| — | MCP Equity | 323,685 | $832K | 0.1% | $4.64 | — | EQUITY | 608753109 |
| STWD | STWD 09/20/14 C25 | 31,900 | $758K | 0.1% | — | — | Call | 85571B105 |
| — | BPZ Equity | 208,402 | $642K | 0.1% | $2.84 | — | EQUITY | 055639108 |
| — | SZYM Equity | 41,100 | $484K | 0.0% | $11.62 | — | EQUITY | 83415T101 |
| — | Sanofi Aventis CVR-WI | 924,600 | $462K | 0.0% | $1.46 | — | EQUITY | 80105N113 |
| — | Advaxis | 88,350 | $278K | 0.0% | $4.24 | — | WARRANTS | 007624117 |
| CSV | Carriage Services | 15,500 | $266K | 0.0% | $17.50 | -13.9% | EQUITY | 143905107 |
| — | Cubist Pharm - When Issued | 2,295,633 | $266K | 0.0% | $1.35 | — | EQUITY | 229678123 |
| — | MACK Equity | 29,600 | $216K | 0.0% | $7.30 | — | EQUITY | 590328100 |