Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 13, 2015
Total Value: $733M (45.6% shares, 54.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPY 07/24/15 P190 | 1,125,000 | $232M | 31.6% | — | — | Put | 78462F103 |
| — | KMI 40 2016 Wrts | 1,937,986 | $74.4M | 10.2% | $37.27 | — | WARRANTS | 49456B119 |
| — | SunEdison Inc Tranche B | 23,688,000 | $50.19M | 6.8% | $2.12 | — | Note 2.7500% 01-Jan-2021 | 86732YAD1 |
| — | Merrimack Pharmaceuticals Inc | 16,729,000 | $35.08M | 4.8% | $1.92 | — | Note 4.5000% 15-Jul-2020 | 590328AA8 |
| — | US Steel | 28,000,000 | $30.98M | 4.2% | $1.21 | — | Note 2.7500% 01-Apr-2019 | 912909AH1 |
| — | Affymetrix Inc | 12,500,000 | $24.17M | 3.3% | $2.18 | — | Note 4.0000% 01-Jul-2019 | 00826TAH1 |
| — | RTI International Metals Inc | 14,997,000 | $16.29M | 2.2% | $1.12 | — | Note 1.6250% 15-Oct-2019 | 74973WAB3 |
| — | Starwood Property Trust Tranche 1 | 16,000,000 | $16.1M | 2.2% | $1.03 | — | Note 3.7500% 15-Oct-2017 | 85571BAC9 |
| — | Mentor Graphics Corp | 11,667,000 | $15.76M | 2.2% | $1.35 | — | Note 4.0000% 01-Apr-2031 | 587200AK2 |
| — | ServiceSource | 18,500,000 | $15.72M | 2.1% | $0.76 | — | Note 1.5000% 01-Aug-2018 | 81763UAB6 |
| — | Spirit Realty Capital Inc Tranche A (Pending) | 16,200,000 | $15.31M | 2.1% | $1.00 | — | Note 2.8750% 15-May-2019 | 84860WAA0 |
| — | Apollo Commercial Real Estate | 14,500,000 | $14.55M | 2.0% | $1.01 | — | Note 5.5000% 15-Mar-2019 | 03762UAA3 |
| — | Frontier Communications Corp | 14,000,000 | $13.94M | 1.9% | $1.00 | — | CONV MAND | 35906A207 |
| — | Orexigen Therapeutics Inc | 14,000,000 | $13.05M | 1.8% | $0.99 | — | Note 2.7500% 01-Dec-2020 | 686164AB0 |
| — | PDL Biopharma Inc | 12,879,000 | $12.22M | 1.7% | $1.01 | — | Note 4.0000% 01-Feb-2018 | 69329YAF1 |
| — | Anthem Inc | 5,317,000 | $11.68M | 1.6% | $2.20 | — | Note 2.7500% 15-Oct-2042 | 94973VBG1 |
| — | Electronic Arts Inc | 5,000,000 | $10.46M | 1.4% | $1.97 | — | Note 0.7500% 15-Jul-2016 | 285512AA7 |
| — | Vector Group | 7,000,000 | $10.35M | 1.4% | $1.18 | — | Note 2.5000% 15-Jan-2019 | 92240MAY4 |
| — | Iconix Brand Group Inc | 10,000,000 | $10.28M | 1.4% | $1.03 | — | Note 2.5000% 01-Jun-2016 | 451055AE7 |
| — | Vector Group | 9,200,000 | $10.13M | 1.4% | $1.07 | — | Note 1.7500% 15-Apr-2020 | 92240MBC1 |
| — | Jazz Technologies Inc | 5,755,000 | $9.575M | 1.3% | $1.66 | — | Note 8.0000% 31-Dec-2018 | 47214GAF4 |
| — | Chesapeake Energy | 10,000,000 | $9.475M | 1.3% | $0.95 | — | Note 2.5000% 15-May-2037 | 165167CA3 |
| — | Citigroup B Wrts 17.85 2018 | 158,539 | $8.758M | 1.2% | $47.97 | — | WARRANTS | 172967234 |
| — | Shutterfly Inc | 8,000,000 | $8.104M | 1.1% | $1.03 | — | Note 0.2500% 15-May-2018 | 82568PAB2 |
| — | AK Steel Corp | 7,500,000 | $7.568M | 1.0% | $1.37 | — | Note 5.0000% 15-Nov-2019 | 001546AP5 |
| — | Energy XXI | 29,228,000 | $7.088M | 1.0% | $0.30 | — | Note 3.0000% 15-Dec-2018 | 29274UAB7 |
| — | American Realty Cap Properties | 7,500,000 | $7.05M | 1.0% | $0.94 | — | Note 3.0000% 01-Aug-2018 | 02917TAA2 |
| — | PCLN 01/15/16 C1300 | 6,000 | $6.908M | 0.9% | — | — | Call | 741503403 |
| — | Solazyme Inc | 9,650,000 | $5.694M | 0.8% | $0.75 | — | Note 5.0000% 01-Oct-2019 | 83415TAC5 |
| CIEN | CIEN Equity | 230,594 | $5.46M | 0.7% | $22.84 | 0.0% | EQUITY | 171779309 |
| — | KEYW Holding Corp | 5,695,000 | $4.955M | 0.7% | $1.00 | — | Note 2.5000% 15-Jul-2019 | 493723AA8 |
| — | Carriage Services | 3,215,000 | $3.85M | 0.5% | $1.20 | — | Note 2.7500% 15-Mar-2021 | 143905AM9 |
| — | Cobalt International Energy | 5,000,000 | $3.65M | 0.5% | $0.74 | — | Note 3.1250% 15-May-2024 | 19075FAB2 |
| — | Priceline.com | 2,000,000 | $2.662M | 0.4% | $1.33 | — | Note 1.0000% 15-Mar-2018 | 741503AQ9 |
| — | Ryland Group Inc | 1,000,000 | $1.514M | 0.2% | $1.51 | — | Note 1.6250% 15-May-2018 | 783764AQ6 |
| LEU | Centrus Energy Corp | 328,536 | $1.357M | 0.2% | $5.97 | -20.4% | EQUITY | 15643U104 |
| — | OREX Equity | 268,665 | $1.33M | 0.2% | $4.95 | — | EQUITY | 686164104 |
| GULTU | Gulf Coast Ultra Deep Royalty | 1,802,700 | $1.262M | 0.2% | $2.93 | — | EQUITY | 40222T104 |
| — | Echo Global Logistics Inc | 1,000,000 | $1.08M | 0.1% | $1.08 | — | Note 2.5000% 01-May-2020 | 27875TAA9 |
| — | Sanofi Aventis CVR-WI | 1,026,400 | $718K | 0.1% | $1.39 | — | EQUITY | 80105N113 |
| — | KEYW Equity | 72,128 | $672K | 0.1% | $11.03 | — | EQUITY | 493723100 |
| — | FCEL Equity | 630,800 | $616K | 0.1% | $0.98 | — | EQUITY | 35952H106 |
| — | KLX Inc | 12,000 | $530K | 0.1% | $44.17 | — | EQUITY | 482539103 |
| — | Medical Transcription Billing | 192,857 | $363K | 0.0% | $1.88 | — | EQUITY | 58464J105 |
| — | Alpha Natural Resources Inc | 3,000,000 | $206K | 0.0% | $0.07 | — | Note 4.8750% 15-Dec-2020 | 02076XAF9 |