Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 14, 2015
Total Value: $1.007B (24.0% shares, 76.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | RESOLUTE FST PRODS INC | 8,949,656 | $101M | 10.0% | $13.12 | — | COM | 76117W109 |
| — | INFINERA CORPORATION | 52,750,000 | $91.65M | 9.1% | $1.08 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | GLOBALSTAR INC | 30,438,243 | $64.22M | 6.4% | $4.23 | — | COM | 378973408 |
| — | LEVEL 3 COMMUNICATIONS INC | 951,500 | $50.12M | 5.0% | $21.08 | — | COM NEW | 52729N308 |
| — | WEBMD HEALTH CORP | 45,222,000 | $46.44M | 4.6% | $0.96 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | SERVICENOW INC | 36,757,000 | $43.17M | 4.3% | $1.14 | — | NOTE 11/0 | 81762PAB8 |
| — | RAMBUS INC DEL | 29,744,000 | $39.37M | 3.9% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | WORKDAY INC | 33,338,000 | $37.71M | 3.7% | $1.19 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | AMERICAN RLTY CAP PPTYS INC | 40,000,000 | $37.7M | 3.7% | $0.97 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | ARES CAP CORP | 32,436,000 | $33.09M | 3.3% | $1.03 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | SHUTTERFLY INC | 31,702,000 | $31.98M | 3.2% | $0.96 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | INTERDIGITAL INC | 28,619,000 | $31.52M | 3.1% | $1.09 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | FINISAR CORP | 30,500,000 | $29.36M | 2.9% | $0.96 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | FIFTH STR FIN CORP | 26,556,000 | $27.12M | 2.7% | $1.06 | — | NOTE 5.375% 4/0 | 31679BAC4 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 21,000 | $21.96M | 2.2% | $1045.67 | — | PFD CONV SER A | G0177J116 |
| — | APOLLO INVT CORP | 21,032,000 | $21.4M | 2.1% | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 19,150,000 | $21.02M | 2.1% | $1.06 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | PHOTRONICS INC | 18,855,000 | $20.01M | 2.0% | $1.10 | — | NOTE 3.250% 4/0 | 719405AH5 |
| — | ALASKA COMMUNICATIONS SYS GR | 19,000,000 | $19.4M | 1.9% | $1.02 | — | NOTE 6.250% 5/0 | 01167PAE1 |
| — | VIPSHOP HLDGS LTD | 13,800,000 | $17.53M | 1.7% | $1.14 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | BLUCORA INC | 16,500,000 | $16.4M | 1.6% | $0.99 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | ARES CAP CORP | 15,441,000 | $15.96M | 1.6% | $1.04 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | WORKDAY INC | 12,000,000 | $14.1M | 1.4% | $1.18 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | TRULIA INC | 10,000,000 | $12.89M | 1.3% | $1.29 | — | NOTE 2.750%12/1 | 897888AB9 |
| — | TESLA MTRS INC | 12,500,000 | $12.36M | 1.2% | $0.99 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | ENVESTNET INC | 11,500,000 | $11.21M | 1.1% | $1.06 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 8,030,000 | $11.1M | 1.1% | $1.40 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | QUIDEL CORP | 11,000,000 | $11.03M | 1.1% | $1.00 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | SERVICESOURCE INTL LLC | 11,957,000 | $10.13M | 1.0% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | NEW MTN FIN CORP | 9,750,000 | $9.848M | 1.0% | $1.01 | — | NOTE 5.000% 6/1 | 647551AB6 |
| — | SPIRIT RLTY CAP INC NEW | 10,312,000 | $9.72M | 1.0% | $0.99 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | FXCM INC | 10,056,000 | $8.472M | 0.8% | $1.04 | — | NOTE 2.250% 6/1 | 302693AB2 |
| — | APOLLO COML REAL EST FIN INC | 7,500,000 | $7.519M | 0.7% | $1.00 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | WEBMD HEALTH CORP | 6,350,000 | $6.398M | 0.6% | $0.98 | — | NOTE 2.250% 3/3 | 94770VAH5 |
| — | ALTRA INDL MOTION CORP | 5,125,000 | $5.875M | 0.6% | $1.38 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | STILLWATER MNG CO | 5,500,000 | $5.871M | 0.6% | $1.15 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | FIFTH STREET FINANCE CORP | 836,121 | $5.477M | 0.5% | $7.37 | — | COM | 31678A103 |
| — | FIFTH STR SR FLOATNG RATE CO | 586,529 | $5.408M | 0.5% | $10.44 | — | COM | 31679F101 |
| — | ALPHA NAT RES INC | 17,364,357 | $5.242M | 0.5% | $4.72 | — | COM | 02076X102 |
| — | HOMEAWAY INC | 5,000,000 | $4.813M | 0.5% | $0.96 | — | NOTE 0.125% 4/0 | 43739QAB6 |
| — | NUVASIVE INC | 3,605,000 | $4.574M | 0.5% | $1.18 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | TPG SPECIALTY LENDING INC | 4,040,000 | $4.05M | 0.4% | $1.00 | — | NOTE 4.500%12/1 | 87265KAB8 |
| — | RESTORATION HARDWARE HLDGS I | 35,800 | $3.495M | 0.3% | $97.63 | — | COM | 761283100 |
| — | RESTORATION HARDWARE HLDGS I | 3,500,000 | $3.491M | 0.3% | $1.00 | — | DBCV 7/1 | 761283AB6 |
| — | TESLA MTRS INC | 3,500,000 | $3.448M | 0.3% | $0.99 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | ANADARKO PETE CORP | 55,000 | $2.78M | 0.3% | $50.55 | — | UNIT 99/99/9999 | 32511404 |
| — | VECTOR GROUP LTD | 2,500,000 | $2.756M | 0.3% | $1.08 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| ON | ON SEMICONDUCTOR CORP | 209,300 | $2.447M | 0.2% | $12.27 | 0.0% | COM | 682189105 |
| IWM | ISHARES TR | 150,000 | $836K | 0.1% | — | — | Put | 464287655 |
| — | BALTIC TRADING LIMITED | 510,000 | $816K | 0.1% | $5.46 | — | COM | Y0553W103 |
| MU | MICRON TECHNOLOGY INC | 30,000 | $565K | 0.1% | $20.03 | +29.9% | COM | 595112103 |
| — | LEAPFROG ENTERPRISES INC | 400,000 | $560K | 0.1% | $1.40 | — | CL A | 52186N106 |
| — | POWERSHARES QQQ TRUST | 100,000 | $372K | 0.0% | — | — | Put | 73935A104 |
| SPY | SPDR S&P 500 ETF TR | 50,000 | $361K | 0.0% | — | — | Put | 78462F103 |
| CSCO | CISCO SYS INC | 200,000 | $266K | 0.0% | — | — | Put | 17275R102 |
| T | AT&T INC | 200,000 | $207K | 0.0% | — | — | Put | 00206R102 |
| XRT | SPDR SERIES TRUST | 50,000 | $189K | 0.0% | — | — | Put | 78464A714 |
| — | SPIRIT RLTY CAP INC NEW | 3,050 | $29,000 | 0.0% | $9.51 | — | COM | 84860W102 |
| MU | MICRON TECHNOLOGY INC | 50,000 | $7,000 | 0.0% | $20.03 | +29.9% | Call | 595112103 |