Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 14, 2015
Total Value: $482M (21.7% shares, 78.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | KMI 40 2016 Wrts | 1,937,986 | $81.51M | 16.9% | $37.27 | — | WARRANTS | 49456B119 |
| — | US Steel | 26,500,000 | $32.31M | 6.7% | $1.22 | — | Note 2.7500% 01-Apr-2019 | 912909AH1 |
| — | Merrimack Pharmaceuticals Inc | 15,229,000 | $30.55M | 6.3% | $1.90 | — | Note 4.5000% 15-Jul-2020 | 590328AA8 |
| — | Affymetrix Inc | 11,500,000 | $25.28M | 5.2% | $2.20 | — | Note 4.0000% 01-Jul-2019 | 00826TAH1 |
| — | MGM Mirage | 17,948,000 | $20.34M | 4.2% | $1.13 | — | Note 4.2500% 15-Apr-2015 | 55303QAE0 |
| — | Cheniere Energy Inc | 24,000,000 | $19.9M | 4.1% | $0.83 | — | Note 4.2500% 15-Mar-2045 | 16411RAG4 |
| — | Vipshop Holdings Ltd | 12,000,000 | $18.75M | 3.9% | $1.11 | — | Note 1.5000% 15-Mar-2019 | 92763WAA1 |
| — | Take-Two Interactive Systems | 11,500,000 | $16.18M | 3.4% | $1.23 | — | Note 1.7500% 01-Dec-2016 | 874054AC3 |
| — | Enersys | 9,692,000 | $15.59M | 3.2% | $1.68 | — | Note 3.3750% 01-Jun-2038 | 29275YAA0 |
| — | Spirit Realty Capital Inc Tranche A (Pending) | 15,500,000 | $15.55M | 3.2% | $1.00 | — | Note 2.8750% 15-May-2019 | 84860WAA0 |
| — | ServiceSource | 19,000,000 | $14.3M | 3.0% | $0.76 | — | Note 1.5000% 01-Aug-2018 | 81763UAB6 |
| — | Cemex S.A.B. de C.V. Tranche 1 | 11,750,000 | $13.21M | 2.7% | $1.26 | — | Note 3.2500% 15-Mar-2016 | 151290BB8 |
| — | Orexigen Therapeutics Inc | 11,000,000 | $12.79M | 2.7% | $1.01 | — | Note 2.7500% 01-Dec-2020 | 686164AB0 |
| — | Micron Technology Tranche C | 4,000,000 | $11.34M | 2.4% | $2.46 | — | Note 2.3750% 01-May-2032 | 595112AW3 |
| — | Starwood Property Trust Tranche 1 | 10,000,000 | $10.43M | 2.2% | $1.04 | — | Note 3.7500% 15-Oct-2017 | 85571BAC9 |
| — | Vector Group | 7,000,000 | $9.901M | 2.1% | $1.18 | — | Note 2.5000% 15-Jan-2019 | 92240MAY4 |
| — | Vector Group | 9,200,000 | $9.872M | 2.0% | $1.07 | — | Note 1.7500% 15-Apr-2020 | 92240MBC1 |
| — | RTI International Metals Inc | 8,497,000 | $9.78M | 2.0% | $1.15 | — | Note 1.6250% 15-Oct-2019 | 74973WAB3 |
| — | Shutterfly Inc | 9,000,000 | $8.937M | 1.9% | $1.03 | — | Note 0.2500% 15-May-2018 | 82568PAB2 |
| — | The Medicines Co | 7,500,000 | $8.911M | 1.8% | $1.19 | — | Note 1.3750% 01-Jun-2017 | 584688AC9 |
| — | Energy XXI | 30,228,000 | $8.804M | 1.8% | $0.30 | — | Note 3.0000% 15-Dec-2018 | 29274UAB7 |
| — | AK Steel Corp | 7,500,000 | $8.334M | 1.7% | $1.37 | — | Note 5.0000% 15-Nov-2019 | 001546AP5 |
| — | Citigroup B Wrts 17.85 2018 | 158,539 | $8.168M | 1.7% | $47.97 | — | WARRANTS | 172967234 |
| — | PDL Biopharma Inc | 8,000,000 | $7.685M | 1.6% | $1.04 | — | Note 4.0000% 01-Feb-2018 | 69329YAF1 |
| — | Yahoo! Inc. | 6,500,000 | $7.029M | 1.5% | $1.08 | — | Note 0.0000% 01-Dec-2018 | 984332AF3 |
| — | PCLN 01/15/16 C1300 | 6,000 | $6.985M | 1.4% | — | — | Call | 741503403 |
| — | KEYW Holding Corp | 8,570,000 | $6.95M | 1.4% | $1.00 | — | Note 2.5000% 15-Jul-2019 | 493723AA8 |
| — | Ciena Corp (Exchange) | 4,500,000 | $5.703M | 1.2% | $1.27 | — | Note 4.0000% 15-Dec-2020 | 171779AK7 |
| — | Solazyme Inc | 11,650,000 | $5.476M | 1.1% | $0.75 | — | Note 5.0000% 01-Oct-2019 | 83415TAC5 |
| — | Monster Worldwide Inc | 4,000,000 | $5.46M | 1.1% | $1.36 | — | Note 3.5000% 15-Oct-2019 | 611742AA5 |
| — | Apollo Commercial Real Estate | 5,000,000 | $5.055M | 1.0% | $1.01 | — | Note 5.5000% 15-Mar-2019 | 03762UAA3 |
| — | Electronic Arts Inc | 2,500,000 | $4.638M | 1.0% | $1.86 | — | Note 0.7500% 15-Jul-2016 | 285512AA7 |
| — | Bristow Group Inc | 4,250,000 | $4.269M | 0.9% | $1.00 | — | Note 3.0000% 15-Jun-2038 | 110394AC7 |
| — | Exelixis Inc | 4,800,000 | $3.621M | 0.8% | $0.73 | — | Note 4.2500% 15-Aug-2019 | 30161QAC8 |
| LEU | Centrus Energy Corp | 435,691 | $2.226M | 0.5% | $5.97 | -25.5% | EQUITY | 15643U104 |
| — | Citrix Systems Inc. | 27,300 | $1.748M | 0.4% | $63.79 | — | EQUITY | 177376100 |
| GULTU | Gulf Coast Ultra Deep Royalty | 2,253,689 | $1.605M | 0.3% | $2.93 | — | EQUITY | 40222T104 |
| — | KEYW Equity | 188,937 | $1.555M | 0.3% | $11.03 | — | EQUITY | 493723100 |
| — | Cobalt International Energy | 1,000,000 | $778K | 0.2% | $0.78 | — | Note 3.1250% 15-May-2024 | 19075FAB2 |
| — | Sanofi Aventis CVR-WI | 1,026,400 | $696K | 0.1% | $1.39 | — | EQUITY | 80105N113 |