Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 14, 2014
Total Value: $1.179B (43.5% shares, 56.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | RESOLUTE FST PRODS INC | 12,583,695 | $197M | 16.7% | $13.12 | — | COM | 76117W109 |
| — | GLOBALSTAR INC | 30,850,050 | $113M | 9.6% | $4.25 | — | COM | 378973408 |
| — | LEVEL 3 COMMUNICATIONS INC | 2,061,286 | $94.26M | 8.0% | $21.08 | — | COM NEW | 52729N308 |
| — | INFINERA CORPORATION | 52,200,000 | $58.53M | 5.0% | $1.07 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | AMAG PHARMACEUTICALS INC | 43,000,000 | $57.67M | 4.9% | $1.02 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | ALPHA NATURAL RESOURCES INC | 21,500,000 | $53.32M | 4.5% | $4.80 | — | COM | 02076X102 |
| — | WEBMD HEALTH CORP | 49,078,000 | $49.26M | 4.2% | $0.96 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | RAMBUS INC DEL | 30,138,000 | $36.73M | 3.1% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | AMERICAN RLTY CAP PPTYS INC | 33,980,000 | $33.81M | 2.9% | $1.03 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | APOLLO INVT CORP | 30,762,000 | $32.03M | 2.7% | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | CORNERSTONE ONDEMAND INC | 29,433,000 | $29.25M | 2.5% | $0.99 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | FXCM INC | 27,556,000 | $28.68M | 2.4% | $1.04 | — | NOTE 2.250% 6/1 | 302693AB2 |
| — | FIFTH STR FIN CORP | 27,106,000 | $28.19M | 2.4% | $1.06 | — | NOTE 5.375% 4/0 | 31679BAC4 |
| — | MEDIDATA SOLUTIONS INC | 25,525,000 | $27.73M | 2.4% | $1.09 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | INTERDIGITAL INC | 25,909,000 | $26.65M | 2.3% | $1.08 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | FINISAR CORP | 15,915,000 | $24.74M | 2.1% | $1.77 | — | NOTE 5.000%10/1 | 31787AAK7 |
| — | PHOTRONICS INC | 18,855,000 | $19.71M | 1.7% | $1.10 | — | NOTE 3.250% 4/0 | 719405AH5 |
| MU | MICRON TECHNOLOGY INC | 560,900 | $19.22M | 1.6% | $19.78 | +59.8% | COM | 595112103 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 19,150,000 | $18.63M | 1.6% | $1.04 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | WEBMD HEALTH CORP | 15,350,000 | $15.48M | 1.3% | $0.98 | — | NOTE 2.250% 3/3 | 94770VAH5 |
| — | CHIQUITA BRANDS INTL INC | 14,799,000 | $14.8M | 1.3% | $0.97 | — | NOTE 4.250% 8/1 | 170032AT3 |
| — | PHOTRONICS INC | 8,500,000 | $13.46M | 1.1% | $1.70 | — | NOTE 5.500%10/0 | 719405AF9 |
| — | VOLCANO CORPORATION | 13,285,000 | $13.09M | 1.1% | $1.00 | — | NOTE 2.875% 9/0 | 928645AA8 |
| — | BOTTOMLINE TECH DEL INC | 11,310,000 | $12.75M | 1.1% | $1.12 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | ALPHA NATURAL RESOURCES INC | 17,800,000 | $12.73M | 1.1% | $0.89 | — | NOTE 3.750%12/1 | 02076XAE2 |
| — | NUVASIVE INC | 11,000,000 | $12.24M | 1.0% | $1.09 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 10,500,000 | $11.68M | 1.0% | $1.11 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | SHUTTERFLY INC | 10,885,000 | $11.25M | 1.0% | $1.00 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | MICRON TECHNOLOGY INC | 3,500,000 | $10.98M | 0.9% | $2.22 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | ROVI CORP | 10,528,000 | $10.59M | 0.9% | $1.03 | — | NOTE 2.625% 2/1 | 779376AB8 |
| — | VIPSHOP HLDGS LTD | 8,800,000 | $10.41M | 0.9% | $1.11 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | APOLLO COML REAL EST FIN INC | 10,000,000 | $9.963M | 0.8% | $1.00 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | ALTRA INDL MOTION CORP | 7,125,000 | $8.638M | 0.7% | $1.38 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | SERVICESOURCE INTL LLC | 10,882,000 | $8.298M | 0.7% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| MU | MICRON TECHNOLOGY INC | 300,000 | $5.25M | 0.4% | $19.78 | +59.8% | Call | 595112103 |
| — | INLAND REAL ESTATE CORP | 5,000,000 | $5.241M | 0.4% | $1.08 | — | NOTE 5.000%11/1 | 457461AC5 |
| — | BALTIC TRADING LIMITED | 1,262,801 | $5.228M | 0.4% | $5.46 | — | COM | Y0553W103 |
| — | MOVE INC | 3,823,000 | $4.884M | 0.4% | $1.28 | — | NOTE 2.750% 9/0 | 62458MAB4 |
| — | POWERSHARES QQQ TRUST | 1,850,000 | $4.835M | 0.4% | — | — | Put | 73935A104 |
| EXTR | EXTREME NETWORKS INC | 949,227 | $4.547M | 0.4% | $4.74 | +2.3% | COM | 30226D106 |
| — | ENERGY XXI BERMUDA LTD | 375,000 | $4.256M | 0.4% | $19.54 | — | USD UNRS SHS | G10082140 |
| — | WORKDAY INC | 3,000,000 | $3.596M | 0.3% | $1.20 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | RICE ENERGY INC | 125,000 | $3.325M | 0.3% | $26.60 | — | COM | 762760106 |
| SPY | SPDR S&P 500 ETF TR | 1,100,000 | $2.91M | 0.2% | — | — | Put | 78462F103 |
| — | DEPOMED INC | 2,000,000 | $2.114M | 0.2% | $1.06 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | VECTOR GROUP LTD | 1,500,000 | $1.678M | 0.1% | $1.08 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | ENDEAVOUR INTL CORP | 3,000,000 | $897K | 0.1% | $4.67 | — | COM NEW | 29259G200 |
| NAK | NORTHERN DYNASTY MINERALS LT | 1,520,000 | $831K | 0.1% | $1.71 | -57.1% | COM NEW | 66510M204 |
| — | WRIGHT MED GROUP INC | 519,000 | $515K | 0.0% | $1.00 | — | NOTE 2.625%12/0 | 98235TAA5 |
| RY | ROYAL BK CDA MONTREAL QUE | 450,000 | $349K | 0.0% | — | — | Put | 780087102 |
| — | TEEKAY CORPORATION | 5,000 | $332K | 0.0% | $40.67 | — | COM | Y8564W103 |
| — | CALPINE CORP | 15,000 | $326K | 0.0% | $21.24 | — | COM | 131347304 |
| GM | GENERAL MOTORS CO | 10,200 | $326K | 0.0% | $24.37 | +8.7% | COM | 37045V100 |
| — | CONSOL ENERGY INC | 8,100 | $307K | 0.0% | $27.09 | — | COM | 20854P109 |
| SOQDQ | SONDE RES CORP | 2,061,146 | $288K | 0.0% | $0.50 | -50.8% | COM NEW | 835426206 |
| JBLU | JETBLUE AIRWAYS CORP | 25,000 | $266K | 0.0% | $6.54 | +74.7% | COM | 477143101 |
| SATS | ECHOSTAR CORP | 5,000 | $244K | 0.0% | $39.52 | +3.8% | CL A | 278768106 |
| — | FIFTH STR SR FLOATNG RATE CO | 20,000 | $236K | 0.0% | $11.80 | — | COM | 31679F101 |
| MSFT | MICROSOFT CORP | 4,950 | $229K | 0.0% | $26.70 | +41.0% | COM | 594918104 |
| — | RESTORATION HARDWARE HLDGS I | 20,000 | $200K | 0.0% | — | — | Put | 761283100 |
| PAAS | PAN AMERICAN SILVER CORP | 18,125 | $199K | 0.0% | $11.90 | +18.3% | COM | 697900108 |
| — | SANDRIDGE ENERGY INC | 41,400 | $178K | 0.0% | $4.76 | — | COM | 80007P307 |
| RIG | TRANSOCEAN LTD | 5,000 | $160K | 0.0% | $50.97 | -23.2% | COM | H8817H100 |
| VZ | VERIZON COMMUNICATIONS INC | 100,000 | $153K | 0.0% | — | — | Put | 92343V104 |
| — | PEABODY ENERGY CORP | 8,467 | $105K | 0.0% | $14.67 | — | COM | 704549104 |
| — | PARAGON SHIPPING INC | 8,100 | $32,000 | 0.0% | $7.41 | — | CL A NEW | 69913R408 |
| — | WALTER ENERGY INC | 8,520 | $20,000 | 0.0% | $10.42 | — | COM | 93317Q105 |