Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 15, 2015
Total Value: $1.257B (39.8% shares, 60.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | RESOLUTE FST PRODS INC | 11,928,356 | $206M | 16.4% | $13.12 | — | COM | 76117W109 |
| — | GLOBALSTAR INC | 31,004,600 | $103M | 8.2% | $4.23 | — | COM | 378973408 |
| — | INFINERA CORPORATION | 52,750,000 | $86.51M | 6.9% | $1.08 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | LEVEL 3 COMMUNICATIONS INC | 1,432,295 | $77.11M | 6.1% | $21.08 | — | COM NEW | 52729N308 |
| — | AMAG PHARMACEUTICALS INC | 26,500,000 | $55.02M | 4.4% | $1.02 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | SERVICENOW INC | 42,757,000 | $52.54M | 4.2% | $1.14 | — | NOTE 11/0 | 81762PAB8 |
| — | WEBMD HEALTH CORP | 49,078,000 | $50M | 4.0% | $0.96 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | WORKDAY INC | 36,338,000 | $43.74M | 3.5% | $1.19 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | SHUTTERFLY INC | 39,833,000 | $39.44M | 3.1% | $0.96 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | RAMBUS INC DEL | 29,744,000 | $36.14M | 2.9% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | FINISAR CORP | 30,500,000 | $31.3M | 2.5% | $0.96 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | INTERDIGITAL INC | 28,619,000 | $30.91M | 2.5% | $1.09 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | NUVASIVE INC | 22,305,000 | $27.91M | 2.2% | $1.18 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | ARES CAP CORP | 26,336,000 | $27.23M | 2.2% | $1.03 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | FIFTH STR FIN CORP | 26,556,000 | $27.22M | 2.2% | $1.06 | — | NOTE 5.375% 4/0 | 31679BAC4 |
| — | ACTAVIS PLC | 26,000 | $26.82M | 2.1% | $1031.46 | — | PFD CONV SER A | G0083B116 |
| — | AMERICAN RLTY CAP PPTYS INC | 25,000,000 | $24.42M | 1.9% | $0.98 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 19,150,000 | $23.01M | 1.8% | $1.06 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | ALPHA NATURAL RESOURCES INC | 22,053,100 | $22.05M | 1.8% | $4.72 | — | COM | 02076X102 |
| — | MEDIDATA SOLUTIONS INC | 19,450,000 | $22M | 1.8% | $1.09 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | VIPSHOP HLDGS LTD | 13,800,000 | $21.55M | 1.7% | $1.14 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | APOLLO INVT CORP | 19,782,000 | $20.33M | 1.6% | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | PHOTRONICS INC | 18,855,000 | $19.42M | 1.5% | $1.10 | — | NOTE 3.250% 4/0 | 719405AH5 |
| — | ENVESTNET INC | 17,000,000 | $19M | 1.5% | $1.06 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 12,530,000 | $16.47M | 1.3% | $1.40 | — | NOTE 1.000% 7/0 | 874054AD1 |
| MU | MICRON TECHNOLOGY INC | 565,000 | $15.33M | 1.2% | $20.03 | +45.6% | COM | 595112103 |
| — | ARES CAP CORP | 12,441,000 | $13M | 1.0% | $1.04 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| HYG | ISHARES | 142,000 | $12.87M | 1.0% | $90.61 | — | IBOXX HI YD ETF | 464288513 |
| — | SPIRIT RLTY CAP INC NEW | 10,250,000 | $10.28M | 0.8% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | SERVICESOURCE INTL LLC | 11,957,000 | $8.998M | 0.7% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | FXCM INC | 11,056,000 | $8.624M | 0.7% | $1.04 | — | NOTE 2.250% 6/1 | 302693AB2 |
| — | SPIRIT RLTY CAP INC NEW | 7,750,000 | $7.779M | 0.6% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | SOUTHWESTERN ENERGY CO | 150,000 | $7.559M | 0.6% | $50.39 | — | DEP SHS 1/20 B | 845467208 |
| — | APOLLO COML REAL EST FIN INC | 7,500,000 | $7.556M | 0.6% | $1.00 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | FIFTH STREET FINANCE CORP | 1,024,710 | $7.48M | 0.6% | $7.37 | — | COM | 31678A103 |
| — | WEBMD HEALTH CORP | 7,350,000 | $7.405M | 0.6% | $0.98 | — | NOTE 2.250% 3/3 | 94770VAH5 |
| — | FIFTH STR SR FLOATNG RATE CO | 620,033 | $6.591M | 0.5% | $10.44 | — | COM | 31679F101 |
| — | STILLWATER MNG CO | 5,500,000 | $6.304M | 0.5% | $1.15 | — | NOTE 1.750%10/1 | 86074QAL6 |
| SPY | SPDR S&P 500 ETF TR | 1,200,000 | $6.099M | 0.5% | — | — | Put | 78462F103 |
| — | ALTRA INDL MOTION CORP | 5,125,000 | $5.951M | 0.5% | $1.38 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | MEDICINES CO | 3,000,000 | $3.563M | 0.3% | $1.17 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | VECTOR GROUP LTD | 2,500,000 | $2.688M | 0.2% | $1.08 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| EXTR | EXTREME NETWORKS INC | 786,738 | $2.486M | 0.2% | $4.74 | -31.2% | COM | 30226D106 |
| — | BALTIC TRADING LIMITED | 1,200,000 | $1.788M | 0.1% | $5.46 | — | COM | Y0553W103 |
| CIEN | CIENA CORP | 86,974 | $1.679M | 0.1% | $19.93 | 0.0% | COM | 171779309 |
| — | POWERSHARES QQQ TRUST | 750,000 | $1.627M | 0.1% | — | — | Put | 73935A104 |
| — | ENERGY XXI LTD | 336,000 | $1.223M | 0.1% | $19.54 | — | USD UNRS SHS | G10082140 |
| RY | ROYAL BK CDA MONTREAL QUE | 150,000 | $705K | 0.1% | — | — | Put | 780087102 |
| IWM | ISHARES TR | 350,000 | $341K | 0.0% | — | — | Put | 464287655 |
| — | HARMAN INTL INDS INC | 10,000 | $111K | 0.0% | — | — | Put | 413086109 |
| — | BHP BILLITON LTD | 50,000 | $73,000 | 0.0% | — | — | Put | 88606108 |