Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 13, 2015
Total Value: $774M (29.3% shares, 70.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MICRON TECHNOLOGY INC | 33,570,000 | $122M | 15.8% | $2.46 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | POWERSHARES QQQ TRUST | 750,000 | $77.44M | 10.0% | — | — | Call | 73935A104 |
| — | KINDER MORGAN INC DEL | 1,765,446 | $74.7M | 9.7% | $36.80 | — | *W EXP 05/25/201 | 49456B119 |
| — | GENCORP INC | 22,094,000 | $44.85M | 5.8% | $2.03 | — | SDCV 4.062%12/3 | 368682AN0 |
| SPY | SPDR S&P 500 ETF TR | 200,000 | $41.11M | 5.3% | — | — | Put | 78462F103 |
| — | SALIX PHARMACEUTICALS INC | 18,209,000 | $33.32M | 4.3% | $1.96 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | LinkedIn Corp | 29,000,000 | $30.61M | 4.0% | $1.06 | — | Note 0.5000% 01-Nov-2019 | 53578AAA6 |
| — | NXP Semiconductors NV | 28,500,000 | $29.27M | 3.8% | $1.03 | — | Note 1.0000% 01-Dec-2019 | 62952QAA8 |
| — | CEMEX SAB DE CV | 24,250,000 | $28.19M | 3.6% | $1.26 | — | NOTE 3.250% 3/1 | 151290BB8 |
| — | STARWOOD PPTY TR INC | 20,000,000 | $22.02M | 2.8% | $1.08 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | ENERSYS | 11,692,000 | $18.09M | 2.3% | $1.68 | — | NOTE 3.375% 6/0 | 29275YAA0 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 11,500,000 | $17.46M | 2.3% | $1.23 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | VIPSHOP HLDGS LTD | 12,000,000 | $14.34M | 1.9% | $1.11 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | VECTOR GROUP LTD | 10,000,000 | $14.11M | 1.8% | $1.18 | — | FRNT 1/1 | 92240MAY4 |
| — | SERVICESOURCE INTL LLC | 17,298,000 | $13.06M | 1.7% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | AK STL CORP | 9,325,000 | $12.46M | 1.6% | $1.37 | — | NOTE 5.000%11/1 | 001546AP5 |
| — | OREXIGEN THERAPEUTICS INC | 11,993,000 | $12.11M | 1.6% | $1.01 | — | NOTE 2.750%12/0 | 686164AB0 |
| — | ENERGY XXI BERMUDA LTD | 40,250,000 | $11.87M | 1.5% | $0.30 | — | NOTE 3.000%12/1 | 29274UAB7 |
| — | SPIRIT RLTY CAP INC NEW | 11,000,000 | $10.72M | 1.4% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | FLUIDIGM CORP DEL | 11,050,000 | $10.4M | 1.3% | $1.02 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | FINISAR CORP | 10,500,000 | $10.03M | 1.3% | $0.96 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | VECTOR GROUP LTD | 9,200,000 | $9.798M | 1.3% | $1.07 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | AMERICAN RLTY CAP PPTYS INC | 10,000,000 | $9.263M | 1.2% | $1.02 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | CITIGROUP INC | 158,539 | $8.579M | 1.1% | $47.97 | — | *W EXP 10/28/201 | 172967234 |
| — | SHUTTERFLY INC | 9,000,000 | $8.55M | 1.1% | $1.03 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | KEYW HLDG CORP | 8,800,000 | $8.118M | 1.0% | $1.00 | — | NOTE 2.500% 7/1 | 493723AA8 |
| — | INTEL CORP | 6,000,000 | $7.913M | 1.0% | $1.32 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | PDL BIOPHARMA INC | 8,000,000 | $7.816M | 1.0% | $1.04 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | PRICELINE GRP INC | 6,000 | $6.841M | 0.9% | — | — | Call | 741503403 |
| — | BPZ RESOURCES INC | 20,615,000 | $6.597M | 0.9% | $0.70 | — | NOTE 8.500%10/0 | 055639AC2 |
| — | STILLWATER MNG CO | 5,000,000 | $6.188M | 0.8% | $1.04 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | SOLAZYME INC | 11,750,000 | $5.405M | 0.7% | $0.75 | — | NOTE 5.000%10/0 | 83415TAC5 |
| — | Ciena Corp | 5,000,000 | $5.219M | 0.7% | $1.25 | — | Note 4.0000% 15-Mar-2015 | 171779AF8 |
| — | GENERAL CABLE CORP DEL NEW | 7,000,000 | $4.97M | 0.6% | $0.71 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | APOLLO COML REAL EST FIN INC | 5,000,000 | $4.969M | 0.6% | $1.01 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | EXELIXIS INC | 7,800,000 | $4.29M | 0.6% | $0.73 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | OCWEN FINL CORP | 200,000 | $3.02M | 0.4% | — | — | Call | 675746309 |
| GULTU | GULF COAST ULTRA DEEP RTY TR | 2,267,196 | $2.879M | 0.4% | $2.93 | — | ROYALTY TR UNT | 40222T104 |
| — | PENNEY J C INC | 441,100 | $2.858M | 0.4% | — | — | Call | 708160106 |
| — | MERRIMACK PHARMACEUTICALS IN | 1,500,000 | $2.831M | 0.4% | $0.94 | — | NOTE 4.500% 7/1 | 590328AA8 |
| — | CITRIX SYS INC | 32,700 | $2.086M | 0.3% | $63.79 | — | COM | 177376100 |
| LEU | CENTRUS ENERGY CORP | 475,791 | $2.046M | 0.3% | $5.97 | 0.0% | CL A | 15643U104 |
| — | KEYW HLDG CORP | 195,937 | $2.034M | 0.3% | $11.03 | — | COM | 493723100 |
| — | OREXIGEN THERAPEUTICS INC | 250,799 | $1.52M | 0.2% | $4.26 | — | COM | 686164104 |
| — | SANOFI | 1,026,400 | $811K | 0.1% | $1.39 | — | RIGHT 12/31/2020 | 80105N113 |
| — | FINISAR CORP | 30,000 | $582K | 0.1% | — | — | Call | 31787A507 |
| — | MEDICAL TRANSCRIPTION BLG CO | 234,442 | $549K | 0.1% | $3.56 | — | COM | 58464J105 |
| — | BPZ RESOURCES INC | 129,954 | $38,000 | 0.0% | $2.59 | — | COM | 055639108 |