Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 16, 2015
Total Value: $947M (16.1% shares, 83.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | INFINERA CORPORATION | 47,750,000 | $78.28M | 8.3% | $1.08 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | PALO ALTO NETWORKS INC | 38,800,000 | $63.24M | 6.7% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| — | RESOLUTE FST PRODS INC | 6,949,656 | $57.75M | 6.1% | $13.12 | — | COM | 76117W109 |
| — | AMERICAN RLTY CAP PPTYS INC | 52,500,000 | $49.94M | 5.3% | $0.96 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | GLOBALSTAR INC | 30,585,743 | $48.02M | 5.1% | $4.23 | — | COM | 378973408 |
| — | SERVICENOW INC | 38,757,000 | $43.8M | 4.6% | $1.14 | — | NOTE 11/0 | 81762PAB8 |
| — | ARES CAP CORP | 42,608,000 | $42.98M | 4.5% | $1.03 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | WORKDAY INC | 37,338,000 | $40.33M | 4.3% | $1.18 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | WEBMD HEALTH CORP | 36,222,000 | $36.45M | 3.8% | $0.96 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | FINISAR CORP | 36,517,000 | $32.64M | 3.4% | $0.95 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | RAMBUS INC DEL | 25,544,000 | $29.95M | 3.2% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | LEVEL 3 COMMUNICATIONS INC | 683,500 | $29.86M | 3.2% | $21.08 | — | COM NEW | 52729N308 |
| — | INTERDIGITAL INC | 28,619,000 | $29.73M | 3.1% | $1.09 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | FIFTH STR FIN CORP | 26,556,000 | $26.86M | 2.8% | $1.06 | — | NOTE 5.375% 4/0 | 31679BAC4 |
| — | ALASKA COMMUNICATIONS SYS GR | 24,000,000 | $24.09M | 2.5% | $1.02 | — | NOTE 6.250% 5/0 | 01167PAE1 |
| — | TCP CAP CORP | 23,529,000 | $23.56M | 2.5% | $1.00 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | MERCADOLIBRE INC | 23,500,000 | $23.12M | 2.4% | $0.98 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | TESLA MTRS INC | 22,000,000 | $21.2M | 2.2% | $0.98 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | PHOTRONICS INC | 19,355,000 | $20.06M | 2.1% | $1.10 | — | NOTE 3.250% 4/0 | 719405AH5 |
| — | ARES CAP CORP | 18,441,000 | $18.97M | 2.0% | $1.04 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | APOLLO INVT CORP | 18,682,000 | $18.86M | 2.0% | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | SHUTTERFLY INC | 20,202,000 | $18.66M | 2.0% | $0.96 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | BLUCORA INC | 19,500,000 | $18.55M | 2.0% | $0.99 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | SPIRIT RLTY CAP INC NEW | 17,192,000 | $16.07M | 1.7% | $0.97 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | TRULIA INC | 10,000,000 | $13.44M | 1.4% | $1.29 | — | NOTE 2.750%12/1 | 897888AB9 |
| — | WORKDAY INC | 12,000,000 | $13.32M | 1.4% | $1.18 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | STILLWATER MNG CO | 10,500,000 | $10.68M | 1.1% | $1.08 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | QUIDEL CORP | 11,000,000 | $10.27M | 1.1% | $1.00 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | SERVICESOURCE INTL LLC | 11,957,000 | $10.24M | 1.1% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | NEW MTN FIN CORP | 9,750,000 | $9.629M | 1.0% | $1.01 | — | NOTE 5.000% 6/1 | 647551AB6 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 6,530,000 | $9.297M | 1.0% | $1.40 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | VIPSHOP HLDGS LTD | 8,000,000 | $8.77M | 0.9% | $1.14 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | FXCM INC | 8,056,000 | $5.961M | 0.6% | $1.04 | — | NOTE 2.250% 6/1 | 302693AB2 |
| — | ALTRA INDL MOTION CORP | 5,125,000 | $5.329M | 0.6% | $1.38 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | TPG SPECIALTY LENDING INC | 5,165,000 | $5.062M | 0.5% | $1.00 | — | NOTE 4.500%12/1 | 87265KAB8 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 5,150,000 | $4.332M | 0.5% | $1.06 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | RESTORATION HARDWARE HLDGS I | 3,500,000 | $3.413M | 0.4% | $1.00 | — | DBCV 7/1 | 761283AB6 |
| — | INVENSENSE INC | 3,588,000 | $3.279M | 0.3% | $0.91 | — | NOTE 1.750%11/0 | 46123DAB2 |
| — | FIFTH STR SR FLOATNG RATE CO | 343,581 | $2.999M | 0.3% | $10.44 | — | COM | 31679F101 |
| MU | MICRON TECHNOLOGY INC | 185,000 | $2.771M | 0.3% | $17.30 | -3.0% | COM | 595112103 |
| — | ENVESTNET INC | 3,000,000 | $2.67M | 0.3% | $1.06 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | FIFTH STREET FINANCE CORP | 399,767 | $2.467M | 0.3% | $7.37 | — | COM | 31678A103 |
| HYG | ISHARES TR | 20,000 | $1.666M | 0.2% | $83.30 | — | IBOXX HI YD ETF | 464288513 |
| — | POWERSHARES QQQ TRUST | 250,000 | $1.663M | 0.2% | — | — | Put | 73935A104 |
| RYAM | RAYONIER ADVANCED MATLS INC | 170,200 | $1.042M | 0.1% | $10.12 | 0.0% | COM | 75508B104 |
| — | APOLLO COML REAL EST FIN INC | 1,000,000 | $989K | 0.1% | $1.00 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| IWM | ISHARES TR | 150,000 | $890K | 0.1% | — | — | Put | 464287655 |
| SPY | SPDR S&P 500 ETF TR | 200,000 | $741K | 0.1% | — | — | Put | 78462F103 |
| — | LEAPFROG ENTERPRISES INC | 875,000 | $624K | 0.1% | $1.03 | — | CL A | 52186N106 |
| MOS | MOSAIC CO NEW | 20,000 | $622K | 0.1% | $33.56 | 0.0% | COM | 61945C103 |
| — | VECTOR GROUP LTD | 500,000 | $561K | 0.1% | $1.08 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| TECK | TECK RESOURCES LTD | 100,000 | $480K | 0.1% | $7.10 | 0.0% | CL B | 878742204 |
| SATS | ECHOSTAR CORP | 10,000 | $430K | 0.0% | $36.88 | 0.0% | CL A | 278768106 |
| — | GENCO SHIPPING & TRADING LTD | 76,700 | $300K | 0.0% | $3.91 | — | SHS NEW | Y2685T115 |
| T | AT&T INC | 75,000 | $264K | 0.0% | — | — | Put | 00206R102 |
| MOS | MOSAIC CO NEW | 50,000 | $44,000 | 0.0% | $33.56 | 0.0% | Call | 61945C103 |
| MU | MICRON TECHNOLOGY INC | 250,000 | $35,000 | 0.0% | $17.30 | -3.0% | Call | 595112103 |