Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 17, 2015
Total Value: $1.328B (34.4% shares, 65.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | RESOLUTE FST PRODS INC | 12,145,956 | $214M | 16.1% | $13.12 | — | COM | 76117W109 |
| — | GLOBALSTAR INC | 30,285,950 | $83.29M | 6.3% | $4.25 | — | COM | 378973408 |
| — | LEVEL 3 COMMUNICATIONS INC | 1,625,000 | $80.24M | 6.0% | $21.08 | — | COM NEW | 52729N308 |
| — | INFINERA CORPORATION | 52,200,000 | $69.69M | 5.2% | $1.07 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | AMAG PHARMACEUTICALS INC | 38,000,000 | $63.49M | 4.8% | $1.02 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | WEBMD HEALTH CORP | 49,078,000 | $49.2M | 3.7% | $0.96 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | SERVICENOW INC | 42,757,000 | $48.66M | 3.7% | $1.14 | — | NOTE 11/0 | 81762PAB8 |
| — | MEDIDATA SOLUTIONS INC | 40,025,000 | $43.93M | 3.3% | $1.09 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | INTERDIGITAL INC | 33,269,000 | $37.05M | 2.8% | $1.09 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | ALPHA NATURAL RESOURCES INC | 22,053,100 | $36.83M | 2.8% | $4.72 | — | COM | 02076X102 |
| — | FINISAR CORP | 38,000,000 | $36.38M | 2.7% | $0.96 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | SHUTTERFLY INC | 37,660,000 | $35.68M | 2.7% | $0.96 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | WORKDAY INC | 30,000,000 | $35.57M | 2.7% | $1.19 | — | WORKDAY INC | 98138HAC5 |
| — | RAMBUS INC DEL | 30,138,000 | $34.21M | 2.6% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | APOLLO INVT CORP | 31,462,000 | $32.45M | 2.4% | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | CHIQUITA BRANDS INTL INC | 28,967,000 | $28.97M | 2.2% | $0.98 | — | NOTE 4.250% 8/1 | 170032AT3 |
| — | FXCM INC | 27,556,000 | $28.83M | 2.2% | $1.04 | — | NOTE 2.250% 6/1 | 302693AB2 |
| — | NUVASIVE INC | 22,305,000 | $28.47M | 2.1% | $1.18 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | VOLCANO CORPORATION | 28,637,000 | $28.39M | 2.1% | $0.99 | — | NOTE 1.750%12/0 | 928645AB6 |
| — | FIFTH STR FIN CORP | 27,106,000 | $27.89M | 2.1% | $1.06 | — | NOTE 5.375% 4/0 | 31679BAC4 |
| — | ARES CAP CORP | 21,465,000 | $22.19M | 1.7% | $1.03 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | PHOTRONICS INC | 18,855,000 | $19.48M | 1.5% | $1.10 | — | NOTE 3.250% 4/0 | 719405AH5 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 16,650,000 | $19.46M | 1.5% | $1.04 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| MU | MICRON TECHNOLOGY INC | 550,000 | $19.26M | 1.4% | $19.78 | +63.3% | COM | 595112103 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 13,530,000 | $18.96M | 1.4% | $1.40 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | VIPSHOP HLDGS LTD | 13,800,000 | $16.49M | 1.2% | $1.14 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | VOLCANO CORPORATION | 16,457,000 | $16.44M | 1.2% | $1.00 | — | NOTE 2.875% 9/0 | 928645AA8 |
| — | PROOFPOINT INC | 12,000,000 | $16.43M | 1.2% | $1.37 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | ROVI CORP | 14,793,000 | $14.85M | 1.1% | $1.02 | — | NOTE 2.625% 2/1 | 779376AB8 |
| — | CORNERSTONE ONDEMAND INC | 14,683,000 | $14.33M | 1.1% | $0.99 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | ENVESTNET INC | 12,000,000 | $12.4M | 0.9% | $1.03 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | MICRON TECHNOLOGY INC | 3,500,000 | $11.16M | 0.8% | $2.22 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 10,500,000 | $11.09M | 0.8% | $1.11 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | SERVICESOURCE INTL LLC | 11,707,000 | $8.795M | 0.7% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | BOTTOMLINE TECH DEL INC | 7,960,000 | $8.497M | 0.6% | $1.12 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | WEBMD HEALTH CORP | 8,350,000 | $8.413M | 0.6% | $0.98 | — | NOTE 2.250% 3/3 | 94770VAH5 |
| — | APOLLO COML REAL EST FIN INC | 7,500,000 | $7.463M | 0.6% | $1.00 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | ALTRA INDL MOTION CORP | 5,125,000 | $6.035M | 0.5% | $1.38 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | ARES CAP CORP | 3,941,000 | $4.069M | 0.3% | $1.03 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | FIFTH STR SR FLOATNG RATE CO | 366,856 | $3.749M | 0.3% | $10.31 | — | COM | 31679F101 |
| — | MEDICINES CO | 3,000,000 | $3.497M | 0.3% | $1.17 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | BHP BILLITON PLC | 325,000 | $3.25M | 0.2% | — | — | Put | 05545E209 |
| SPY | SPDR S&P 500 ETF TR | 1,825,000 | $3.159M | 0.2% | — | — | Put | 78462F103 |
| — | BALTIC TRADING LIMITED | 1,200,000 | $3.012M | 0.2% | $5.46 | — | COM | Y0553W103 |
| EXTR | EXTREME NETWORKS INC | 786,738 | $2.777M | 0.2% | $4.74 | -23.0% | COM | 30226D106 |
| VALE | VALE S A | 600,000 | $2.28M | 0.2% | — | — | Put | 91912E105 |
| — | VECTOR GROUP LTD | 1,500,000 | $1.605M | 0.1% | $1.08 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | ENERGY XXI (BERMUDA) LTD | 375,000 | $1.223M | 0.1% | $19.54 | — | USD UNRS SHS | G10082140 |
| — | POWERSHARES QQQ TRUST | 1,500,000 | $1.17M | 0.1% | — | — | Put | 73935A104 |
| — | AMERICAN RLTY CAP PPTYS INC | 1,000,000 | $921K | 0.1% | $1.03 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | FIFTH STREET FINANCE CORP | 106,000 | $849K | 0.1% | $8.01 | — | COM | 31678A103 |
| RIO | RIO TINTO PLC | 125,000 | $500K | 0.0% | — | — | Put | 767204100 |
| T | AT&T INC | 200,000 | $280K | 0.0% | — | — | Put | 00206R102 |
| — | APOLLO INVT CORP | 33,310 | $247K | 0.0% | $7.42 | — | COM | 03761U106 |
| — | BLACKROCK KELSO CAPITAL CORP | 25,300 | $207K | 0.0% | $8.18 | — | COM | 092533108 |
| NAK | NORTHERN DYNASTY MINERALS LT | 486,500 | $197K | 0.0% | $1.71 | -75.9% | COM NEW | 66510M204 |
| VZ | VERIZON COMMUNICATIONS INC | 250,000 | $191K | 0.0% | — | — | Put | 92343V104 |
| RY | ROYAL BK CDA MONTREAL QUE | 500,000 | $150K | 0.0% | — | — | Put | 780087102 |
| LOW | LOWES COS INC | 100,000 | $5,000 | 0.0% | — | — | Put | 548661107 |