Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 14, 2014
Total Value: $1.275B (45.0% shares, 55.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | RESOLUTE FST PRODS INC | 12,583,695 | $211M | 16.6% | $13.12 | — | COM | 76117W109 |
| — | GLOBALSTAR INC | 32,600,050 | $139M | 10.9% | $4.25 | — | COM | 378973408 |
| — | LEVEL 3 COMMUNICATIONS INC | 2,061,286 | $90.51M | 7.1% | $21.08 | — | COM NEW | 52729N308 |
| — | MICRON TECHNOLOGY INC | 25,000,000 | $75.48M | 5.9% | $2.22 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | ALPHA NATURAL RESOURCES INC | 20,000,000 | $74.2M | 5.8% | $4.98 | — | COM | 02076X102 |
| — | JETBLUE AIRWAYS CORP | 22,778,000 | $52.84M | 4.1% | $1.51 | — | DBCV 6.750%10/1 | 477143AG6 |
| — | INFINERA CORPORATION | 46,200,000 | $49.09M | 3.8% | $1.06 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | WEBMD HEALTH CORP | 44,078,000 | $46.45M | 3.6% | $0.96 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | AMAG PHARMACEUTICALS INC | 42,500,000 | $45.21M | 3.5% | $1.02 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | APOLLO INVT CORP | 40,742,000 | $43.19M | 3.4% | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | AMERICAN RLTY CAP PPTYS INC | 31,774,000 | $32.41M | 2.5% | $1.03 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | PHOTRONICS INC | 27,355,000 | $29.69M | 2.3% | $1.10 | — | NOTE 3.250% 4/0 | 719405AH5 |
| — | FINISAR CORP | 15,915,000 | $29.68M | 2.3% | $1.77 | — | NOTE 5.000%10/1 | 31787AAK7 |
| — | FIFTH STR FIN CORP | 27,106,000 | $28.7M | 2.3% | $1.06 | — | NOTE 5.375% 4/0 | 31679BAC4 |
| — | INTERDIGITAL INC | 25,909,000 | $28.68M | 2.2% | $1.08 | — | NOTE 2.500% 3/1 | 458660AB3 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 19,150,000 | $19.53M | 1.5% | $1.04 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| MU | MICRON TECHNOLOGY INC | 565,750 | $18.64M | 1.5% | $19.78 | +34.5% | COM | 595112103 |
| — | SHUTTERFLY INC | 17,885,000 | $17.93M | 1.4% | $1.00 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | CHIQUITA BRANDS INTL INC | 17,299,000 | $17.44M | 1.4% | $0.97 | — | NOTE 4.250% 8/1 | 170032AT3 |
| — | WEBMD HEALTH CORP | 16,350,000 | $16.84M | 1.3% | $0.98 | — | NOTE 2.250% 3/3 | 94770VAH5 |
| — | NUANCE COMMUNICATIONS INC | 15,971,000 | $16.03M | 1.3% | $1.01 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | VIPSHOP HLDGS LTD | 12,800,000 | $15.09M | 1.2% | $1.11 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | PHOTRONICS INC | 8,500,000 | $14.77M | 1.2% | $1.70 | — | NOTE 5.500%10/0 | 719405AF9 |
| — | BOTTOMLINE TECH DEL INC | 11,310,000 | $13.39M | 1.0% | $1.12 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | ALPHA NATURAL RESOURCES INC | 14,800,000 | $12.88M | 1.0% | $0.92 | — | NOTE 3.750%12/1 | 02076XAE2 |
| — | PROSPECT CAPITAL CORPORATION | 12,141,000 | $12.76M | 1.0% | $1.05 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | NUVASIVE INC | 11,000,000 | $12.58M | 1.0% | $1.09 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | ALTRA INDL MOTION CORP | 8,375,000 | $12.1M | 0.9% | $1.38 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | ROVI CORP | 10,528,000 | $10.67M | 0.8% | $1.03 | — | NOTE 2.625% 2/1 | 779376AB8 |
| — | IXIA | 10,434,000 | $10.5M | 0.8% | $1.01 | — | NOTE 3.000%12/1 | 45071RAB5 |
| — | TESLA MTRS INC | 9,000,000 | $8.764M | 0.7% | $0.93 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | VOLCANO CORPORATION | 7,559,000 | $7.597M | 0.6% | $1.01 | — | NOTE 2.875% 9/0 | 928645AA8 |
| — | ENDEAVOUR INTL CORP | 5,028,884 | $6.89M | 0.5% | $4.67 | — | COM NEW | 29259G200 |
| — | ENERGY XXI (BERMUDA) LTD | 250,000 | $5.908M | 0.5% | $23.63 | — | USD UNRS SHS | G10082140 |
| — | INLAND REAL ESTATE CORP | 5,000,000 | $5.506M | 0.4% | $1.08 | — | NOTE 5.000%11/1 | 457461AC5 |
| — | TIBCO SOFTWARE INC | 5,323,000 | $5.409M | 0.4% | $1.01 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | BALTIC TRADING LIMITED | 901,501 | $5.391M | 0.4% | $5.99 | — | COM | Y0553W103 |
| MU | MICRON TECHNOLOGY INC | 300,000 | $4.838M | 0.4% | $19.78 | +34.5% | Call | 595112103 |
| EXTR | EXTREME NETWORKS INC | 766,500 | $3.403M | 0.3% | $4.72 | 0.0% | COM | 30226D106 |
| — | ALPHA NATURAL RESOURCES INC | 4,000,000 | $3.103M | 0.2% | $1.08 | — | NOTE 4.875%12/1 | 02076XAF9 |
| — | VECTOR GROUP LTD | 2,500,000 | $2.694M | 0.2% | $1.08 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | RACKSPACE HOSTING INC | 80,000 | $2.693M | 0.2% | $33.66 | — | COM | 750086100 |
| — | FIFTH STREET FINANCE CORP | 262,862 | $2.584M | 0.2% | $9.35 | — | COM | 31678A103 |
| — | SPIRIT RLTY CAP INC NEW | 2,000,000 | $2.008M | 0.2% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | SPIRIT RLTY CAP INC NEW | 1,500,000 | $1.509M | 0.1% | $1.01 | — | NOTE 3.75% 5/1 | 84860WAB8 |
| NAK | NORTHERN DYNASTY MINERALS LT | 1,520,000 | $1.272M | 0.1% | $1.71 | -53.9% | COM NEW | 66510M204 |
| — | APOLLO INVT CORP | 114,500 | $986K | 0.1% | $8.38 | — | COM | 03761U106 |
| — | LEAP WIRELESS INTL INC | 950,000 | $951K | 0.1% | $1.02 | — | NOTE 4.500% 7/1 | 521863AL4 |
| — | POWERSHARES QQQ TRUST | 1,150,000 | $897K | 0.1% | — | — | Put | 73935A104 |
| SOQDQ | SONDE RES CORP | 2,061,146 | $701K | 0.1% | $0.50 | -20.9% | COM NEW | 835426206 |
| VALE | VALE S A | 500,000 | $573K | 0.0% | — | — | Put | 91912E105 |
| — | WRIGHT MED GROUP INC | 519,000 | $515K | 0.0% | $1.00 | — | NOTE 2.625%12/0 | 98235TAA5 |
| SPY | SPDR S&P 500 ETF TR | 100,000 | $445K | 0.0% | — | — | Put | 78462F103 |
| — | TEEKAY CORPORATION | 6,400 | $398K | 0.0% | $40.67 | — | COM | Y8564W103 |
| — | CONSOL ENERGY INC | 8,100 | $373K | 0.0% | $27.09 | — | COM | 20854P109 |
| GM | GENERAL MTRS CO | 10,200 | $370K | 0.0% | $24.37 | +7.9% | COM | 37045V100 |
| JBLU | JETBLUE AIRWAYS CORP | 33,500 | $363K | 0.0% | $6.54 | +41.4% | COM | 477143101 |
| — | CALPINE CORP | 15,000 | $357K | 0.0% | $21.24 | — | COM NEW | 131347304 |
| — | SANDRIDGE ENERGY INC | 41,400 | $296K | 0.0% | $4.76 | — | COM | 80007P307 |
| RY | ROYAL BK CDA MONTREAL QUE | 600,000 | $280K | 0.0% | — | — | Put | 780087102 |
| PAAS | PAN AMERICAN SILVER CORP | 18,125 | $278K | 0.0% | $11.90 | +11.4% | COM | 697900108 |
| SATS | ECHOSTAR CORP | 5,000 | $265K | 0.0% | $39.52 | +0.9% | CL A | 278768106 |
| RIG | TRANSOCEAN LTD | 5,000 | $225K | 0.0% | $50.97 | -16.5% | REG SHS | H8817H100 |
| MSFT | MICROSOFT CORP | 4,950 | $206K | 0.0% | $26.70 | +27.2% | COM | 594918104 |
| — | RESTORATION HARDWARE HLDGS I | 20,000 | $145K | 0.0% | — | — | Put | 761283100 |
| — | PEABODY ENERGY CORP | 8,467 | $138K | 0.0% | $14.67 | — | COM | 704549104 |
| — | PARAGON SHIPPING INC | 8,100 | $48,000 | 0.0% | $7.41 | — | CL A NEW | 69913R408 |
| — | WALTER ENERGY INC | 8,520 | $46,000 | 0.0% | $10.42 | — | COM | 93317Q105 |
| — | SANDISK CORP | 50,000 | $3,000 | 0.0% | — | — | Put | 80004C101 |