Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: May 15, 2014
Total Value: $1.162B (40.4% shares, 59.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | RESOLUTE FST PRODS INC | 12,831,041 | $258M | 22.2% | $13.12 | — | COM | 76117W109 |
| — | LEVEL 3 COMMUNICATIONS INC | 2,173,286 | $85.06M | 7.3% | $21.08 | — | COM NEW | 52729N308 |
| — | ALPHA NATURAL RESOURCES INC | 16,930,081 | $71.95M | 6.2% | $5.21 | — | COM | 02076X102 |
| — | MICRON TECHNOLOGY INC | 25,000,000 | $55.42M | 4.8% | $2.22 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | APOLLO INVT CORP | 41,701,000 | $44.46M | 3.8% | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | WEBMD HEALTH CORP | 44,078,000 | $44.41M | 3.8% | $0.96 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | JETBLUE AIRWAYS CORP | 22,778,000 | $43.69M | 3.8% | $1.51 | — | DBCV 6.750%10/1 | 477143AG6 |
| — | AMAG PHARMACEUTICALS INC | 42,500,000 | $43.3M | 3.7% | $1.02 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | INTERDIGITAL INC | 41,159,000 | $42.7M | 3.7% | $1.08 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | FINISAR CORP | 15,915,000 | $39.69M | 3.4% | $1.77 | — | NOTE 5.000%10/1 | 31787AAK7 |
| — | COGENT COMM GROUP INC | 38,393,000 | $38.47M | 3.3% | $0.98 | — | NOTE 1.000% 6/1 | 19239VAB0 |
| — | PROVIDENCE SVC CORP | 31,590,000 | $31.79M | 2.7% | $1.04 | — | NOTE 6.500% 5/1 | 743815AB8 |
| — | PHOTRONICS INC | 27,355,000 | $29.93M | 2.6% | $1.10 | — | NOTE 3.250% 4/0 | 719405AH5 |
| — | RAMBUS INC DEL | 23,620,000 | $23.77M | 2.0% | $1.03 | — | NOTE 5.000% 6/1 | 750917AC0 |
| — | NUANCE COMMUNICATIONS INC | 21,971,000 | $22.14M | 1.9% | $1.01 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | LEAP WIRELESS INTL INC | 21,869,000 | $22.11M | 1.9% | $1.02 | — | NOTE 4.500% 7/1 | 521863AL4 |
| — | CHIQUITA BRANDS INTL INC | 20,549,000 | $20.84M | 1.8% | $0.97 | — | NOTE 4.250% 8/1 | 170032AT3 |
| — | WEBMD HEALTH CORP | 17,350,000 | $17.57M | 1.5% | $0.98 | — | NOTE 2.250% 3/3 | 94770VAH5 |
| HLF | HERBALIFE LTD | 264,383 | $15.14M | 1.3% | $32.93 | 0.0% | COM USD SHS | G4412G101 |
| — | BOTTOMLINE TECH DEL INC | 11,310,000 | $14.84M | 1.3% | $1.12 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | PHOTRONICS INC | 8,500,000 | $14.76M | 1.3% | $1.70 | — | NOTE 5.500%10/0 | 719405AF9 |
| — | ROVI CORP | 14,094,000 | $14.27M | 1.2% | $1.03 | — | NOTE 2.625% 2/1 | 779376AB8 |
| — | ALTRA INDL MOTION CORP | 9,875,000 | $14.1M | 1.2% | $1.38 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | ENDEAVOUR INTL CORP | 4,270,884 | $13.88M | 1.2% | $5.25 | — | COM NEW | 29259G200 |
| — | NUVASIVE INC | 11,000,000 | $13.13M | 1.1% | $1.09 | — | NOTE 2.750% 7/0 | 670704AC9 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 12,700,000 | $12.79M | 1.1% | $1.05 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | AMERICAN RLTY CAP PPTYS INC | 11,000,000 | $11.71M | 1.0% | $1.05 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | ARES CAP CORP | 9,807,000 | $10.57M | 0.9% | $1.04 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | L-3 COMMUNICATIONS CORP | 7,469,000 | $9.976M | 0.9% | $1.04 | — | DEBT 3.000% 8/0 | 502413AW7 |
| — | ALPHA NATURAL RESOURCES INC | 10,800,000 | $9.18M | 0.8% | $0.94 | — | NOTE 3.750%12/1 | 02076XAE2 |
| — | TESLA MTRS INC | 9,000,000 | $8.325M | 0.7% | $0.93 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| MU | MICRON TECHNOLOGY INC | 315,750 | $7.471M | 0.6% | $14.37 | +61.3% | COM | 595112103 |
| — | ALPHA NATURAL RESOURCES INC | 8,000,000 | $6.615M | 0.6% | $1.08 | — | NOTE 4.875%12/1 | 02076XAF9 |
| — | VOLCANO CORPORATION | 6,059,000 | $6.18M | 0.5% | $1.01 | — | NOTE 2.875% 9/0 | 928645AA8 |
| — | INLAND REAL ESTATE CORP | 5,000,000 | $5.463M | 0.5% | $1.08 | — | NOTE 5.000%11/1 | 457461AC5 |
| — | AMERICAN RLTY CAP PPTYS INC | 5,000,000 | $5.456M | 0.5% | $1.09 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | JETBLUE AIRWAYS CORP | 2,626,000 | $5.308M | 0.5% | $1.54 | — | DBCV 5.500%10/1 | 477143AE1 |
| — | VIPSHOP HLDGS LTD | 5,000,000 | $5.069M | 0.4% | $1.01 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| MU | MICRON TECHNOLOGY INC | 550,000 | $2.849M | 0.2% | $14.37 | +61.3% | Call | 595112103 |
| — | ALPHA NATURAL RESOURCES INC | 5,100,000 | $2.499M | 0.2% | $5.21 | — | Call | 02076X102 |
| — | FIFTH STREET FINANCE CORP | 262,862 | $2.487M | 0.2% | $9.35 | — | COM | 31678A103 |
| — | CBEYOND INC | 240,000 | $1.74M | 0.1% | $6.68 | — | COM | 149847105 |
| — | TTM TECHNOLOGIES INC | 1,500,000 | $1.66M | 0.1% | $1.11 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | TIBCO SOFTWARE INC | 1,552,000 | $1.566M | 0.1% | $1.01 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| NAK | NORTHERN DYNASTY MINERALS LT | 1,520,000 | $1.49M | 0.1% | $1.71 | -27.1% | COM NEW | 66510M204 |
| SOQDQ | SONDE RES CORP | 2,061,146 | $927K | 0.1% | $0.50 | 0.0% | COM | 835426206 |
| IWM | ISHARES | 400,000 | $771K | 0.1% | — | — | Put | 464287655 |
| — | APOLLO INVT CORP | 89,500 | $744K | 0.1% | $8.31 | — | COM | 03761U106 |
| RY | ROYAL BK CDA MONTREAL QUE | 400,000 | $680K | 0.1% | — | — | Put | 780087102 |
| — | POWERSHARES QQQ TRUST | 450,000 | $662K | 0.1% | — | — | Put | 73935A104 |
| — | WRIGHT MED GROUP INC | 519,000 | $519K | 0.0% | $1.00 | — | NOTE 2.625%12/0 | 98235TAA5 |
| — | TEEKAY CORPORATION | 7,200 | $405K | 0.0% | $40.67 | — | COM | Y8564W103 |
| — | MASSEY ENERGY CO | 400,000 | $400K | 0.0% | $1.00 | — | NOTE 3.250% 8/0 | 576203AJ2 |
| — | CONSOL ENERGY INC | 9,100 | $364K | 0.0% | $27.09 | — | COM | 20854P109 |
| GM | GENERAL MTRS CO | 10,200 | $351K | 0.0% | $24.37 | +12.6% | COM | 37045V100 |
| JBLU | JETBLUE AIRWAYS CORP | 38,500 | $335K | 0.0% | $6.54 | +34.1% | COM | 477143101 |
| — | CALPINE CORP | 15,000 | $314K | 0.0% | $21.24 | — | COM NEW | 131347304 |
| — | SANDRIDGE ENERGY INC | 41,400 | $254K | 0.0% | $4.76 | — | COM | 80007P307 |
| SATS | ECHOSTAR CORP | 5,000 | $238K | 0.0% | $39.52 | 0.0% | CL A | 278768106 |
| PAAS | PAN AMERICAN SILVER CORP | 18,125 | $233K | 0.0% | $11.90 | +12.5% | COM | 697900108 |
| — | BALTIC TRADING LIMITED | 34,125 | $215K | 0.0% | $6.30 | — | COM | Y0553W103 |
| RIG | TRANSOCEAN LTD | 5,000 | $207K | 0.0% | $50.97 | -14.7% | REG SHS | H8817H100 |
| MSFT | MICROSOFT CORP | 4,950 | $203K | 0.0% | $26.70 | +17.1% | COM | 594918104 |
| XHB | SPDR SERIES TRUST | 500,000 | $180K | 0.0% | — | — | Put | 78464A888 |
| — | PEABODY ENERGY CORP | 8,467 | $138K | 0.0% | $14.67 | — | COM | 704549104 |
| VALE | VALE S A | 500,000 | $135K | 0.0% | — | — | Put | 91912E105 |
| — | WALTER ENERGY INC | 8,520 | $64,000 | 0.0% | $10.42 | — | COM | 93317Q105 |
| — | PARAGON SHIPPING INC | 8,100 | $55,000 | 0.0% | $7.41 | — | CL A NEW | 69913R408 |
| EEM | ISHARES | 200,000 | $14,000 | 0.0% | — | — | Put | 464287234 |