CIK: 0001133521 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Sep 25, 2013
Total Value ($000): $1,114,593 (34.7% shares, 65.3% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | RESOLUTE FOREST PRODUCTS | 13,133,604 | $172,298 | 15.5% | $13.12 | — | COM | 76117W109 |
| — | LEVEL 3 COMMUNICATIONS INC | 3,851,887 | $81,198 | 7.3% | $21.08 | — | COM | 52729N308 |
| — | INTERDIGITAL INC | 53,909,000 | $58,087 | 5.2% | $1.08 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | LIVE NATION ENTERTAINMENT IN | 50,916,000 | $51,552 | 4.6% | $1.01 | — | NOTE 2.875% 7/1 | 538034AB5 |
| — | ALPHA NATURAL RESOURCES INC | 9,503,907 | $49,800 | 4.5% | $5.24 | — | COM | 02076X102 |
| — | RAMBUS INC DEL | 48,070,000 | $49,512 | 4.4% | $1.03 | — | NOTE 5.000% 6/1 | 750917AC0 |
| — | JETBLUE AIRWAYS CORP | 29,278,000 | $44,155 | 4.0% | $1.51 | — | DBCV 6.750%10/1 | 477143AG6 |
| — | COGENT COMM GROUP INC | 41,139,000 | $40,316 | 3.6% | $0.98 | — | NOTE 1.000% 6/1 | 19239VAB0 |
| — | L-3 COMMUNICATIONS CORP | 29,934,000 | $30,514 | 2.7% | $1.02 | — | DEBT 3.000% 8/0 | 502413AW7 |
| — | PHOTRONICS INC | 27,355,000 | $30,056 | 2.7% | $1.10 | — | NOTE 3.250% 4/0 | 719405AH5 |
| — | PROVIDENCE SVC CORP | 28,740,000 | $29,908 | 2.7% | $1.04 | — | NOTE 6.500% 5/1 | 743815AB8 |
| — | NUVASIVE INC | 29,442,000 | $29,148 | 2.6% | $0.99 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | FINISAR CORP | 15,915,000 | $28,170 | 2.5% | $1.77 | — | NOTE 5.000%10/1 | 31787AAK7 |
| — | BOTTOMLINE TECH DEL INC | 24,850,000 | $26,853 | 2.4% | $1.08 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | WEBMD HEALTH CORP | 26,435,000 | $26,005 | 2.3% | $0.98 | — | NOTE 2.250% 3/3 | 94770VAH5 |
| — | ELECTRONIC ARTS INC | 23,464,000 | $24,373 | 2.2% | $1.04 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | ENDEAVOUR INTERNATIONAL CORP | 6,342,979 | $24,357 | 2.2% | $3.84 | — | COM | 29259G101 |
| — | CADENCE DESIGN SYSTEM INC | 22,716,000 | $22,773 | 2.0% | $1.00 | — | NOTE 1.500%12/1 | 127387AF5 |
| — | ROVI CORP | 20,596,000 | $21,136 | 1.9% | $1.03 | — | NOTE 2.625% 2/1 | 779376AB8 |
| — | CHIQUITA BRANDS INTL INC | 21,530,000 | $20,682 | 1.9% | $0.96 | — | NOTE 4.250% 8/1 | 170032AT3 |
| — | WEBMD HEALTH CORP | 22,168,000 | $20,589 | 1.8% | $0.93 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | LEVEL 3 COMMUNICATIONS INC | 11,774,500 | $15,940 | 1.4% | $1.35 | — | NOTE 6.500%10/0 | 52729NBR0 |
| — | TTM TECHNOLOGIES INC | 15,802,000 | $15,911 | 1.4% | $1.01 | — | NOTE 3.250% 5/1 | 87305RAC3 |
| — | CIENA CORP | 11,798,000 | $15,190 | 1.4% | $1.29 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | ADVANCED MICRO DEVICES INC | 14,500,000 | $14,835 | 1.3% | $1.02 | — | NOTE 6.000% 5/0 | 007903AL1 |
| — | PHOTRONICS INC | 8,500,000 | $14,439 | 1.3% | $1.70 | — | NOTE 5.500%10/0 | 719405AF9 |
| — | LEAP WIRELESS INTL INC | 12,000,000 | $12,090 | 1.1% | $1.01 | — | NOTE 4.500% 7/1 | 521863AL4 |
| — | APOLLO INVT CORP | 10,873,000 | $11,539 | 1.0% | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | LEVEL 3 COMMUNICATIONS INC | 7,900,000 | $9,228 | 0.8% | $1.17 | — | NOTE 7.000% 3/1 | 52729NBP4 |
| — | IXIA | 7,578,000 | $9,103 | 0.8% | $1.20 | — | NOTE 3.000%12/1 | 45071RAB5 |
| — | VOLCANO CORPORATION | 9,500,000 | $8,704 | 0.8% | $0.92 | — | NOTE 1.750%12/0 | 928645AB6 |
| — | PENDRELL CORP | 3,168,714 | $8,270 | 0.7% | $2.61 | — | COM | 70686R104 |
| — | ALPHA NATURAL RESOURCES INC | 9,500,000 | $8,122 | 0.7% | $0.85 | — | NOTE 3.750%12/1 | 02076XAE2 |
| — | BROADSOFT INC | 7,250,000 | $7,431 | 0.7% | $1.02 | — | NOTE 1.500% 7/0 | 11133BAB8 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 7,000,000 | $6,808 | 0.6% | $0.97 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | SCORPIO TANKERS INC | 669,500 | $6,012 | 0.5% | $8.98 | — | COM | Y7542C106 |
| — | VOLCANO CORPORATION | 5,284,000 | $5,264 | 0.5% | $1.00 | — | NOTE 2.875% 9/0 | 928645AA8 |
| — | JETBLUE AIRWAYS CORP | 3,762,000 | $5,255 | 0.5% | $1.40 | — | DBCV 6.750%10/1 | 477143AF8 |
| VTGDF | VANTAGE DRILLING COMPANY | 2,385,000 | $4,865 | 0.4% | $1.78 | 0.0% | ORD SHS | G93205113 |
| IWM | ISHARES RUSSELL 2000 | 1,400,000 | $4,633 | 0.4% | — | — | Put | 464287655 |
| — | JETBLUE AIRWAYS CORP | 2,626,000 | $4,047 | 0.4% | $1.54 | — | DBCV 5.500%10/1 | 477143AE1 |
| — | JOY GLOBAL INC | 450,000 | $3,589 | 0.3% | — | — | Put | 481165108 |
| MU | MICRON TECHNOLOGY INC | 247,500 | $3,547 | 0.3% | $10.81 | 0.0% | COM | 595112103 |
| — | JETBLUE AIRWAYS CORP | 2,500,000 | $3,538 | 0.3% | $1.42 | — | DBCV 5.500%10/1 | 477143AD3 |
| — | DIGITAL RIV INC | 3,000,000 | $2,978 | 0.3% | $0.99 | — | NOTE 1.250% 1/0 | 25388BAB0 |
| — | DEALERTRACK TECHNOLOGIES INC | 2,500,000 | $2,891 | 0.3% | $1.16 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | LEVEL 3 COMMUNICATIONS INC | 800,000 | $2,740 | 0.2% | $21.08 | — | Call | 52729N308 |
| MERC | MERCER INTL INC | 410,400 | $2,676 | 0.2% | $4.47 | 0.0% | COM | 588056101 |
| CAT | CATERPILLAR INC | 250,000 | $1,981 | 0.2% | — | — | Put | 149123101 |
| — | SONDE RESOURCES CORP | 2,318,163 | $1,939 | 0.2% | $0.84 | — | COM | 835426107 |
| MU | MICRON TECHNOLOGY INC | 400,000 | $1,692 | 0.2% | $10.81 | 0.0% | Call | 595112103 |
| — | EMERALD OIL INC | 238,596 | $1,637 | 0.1% | $6.86 | — | COM | 29101U100 |
| — | FIBROCELL SCIENCE INC | 266,410 | $1,630 | 0.1% | $6.12 | — | COM NEW | 315721209 |
| RY | ROYAL BANK OF CANADA | 954,500 | $1,473 | 0.1% | — | — | Put | 780087102 |
| — | ARCH COAL INC | 2,100,000 | $1,359 | 0.1% | $3.77 | — | Call | 039380100 |
| NAK | NORTHERN DYNASTY MINERALS LT | 500,000 | $1,045 | 0.1% | $2.48 | 0.0% | COM NEW | 66510M204 |
| — | ALPHA NATURAL RESOURCES INC | 3,225,000 | $1,030 | 0.1% | $5.24 | — | Call | 02076X102 |
| — | GENERAL MTRS CO | 50,000 | $826 | 0.1% | $16.52 | — | *W EXP 07/10/201 | 37045V126 |
| GM | GENERAL MOTORS CO | 20,000 | $666 | 0.1% | $23.62 | 0.0% | COM | 37045V100 |
| MSFT | MICROSOFT CORP | 16,500 | $570 | 0.1% | $26.70 | 0.0% | COM | 594918104 |
| LPX | LOUISIANA PACIFIC CORP | 100,000 | $570 | 0.1% | — | — | Put | 546347105 |
| — | CALPINE CORP | 25,000 | $531 | 0.0% | $21.24 | — | COM | 131347304 |
| — | WRIGHT MED GROUP INC | 519,000 | $519 | 0.0% | $1.00 | — | NOTE 2.625%12/0 | 98235TAA5 |
| — | TEEKAY CORP | 12,000 | $488 | 0.0% | $40.67 | — | COM | Y8564W103 |
| — | CONSOL ENERGY INC | 17,500 | $474 | 0.0% | $27.09 | — | COM | 20854P109 |
| PGR | PROGRESSIVE CORP | 17,500 | $445 | 0.0% | $17.04 | 0.0% | COM | 743315103 |
| — | TW TELECOM INC | 15,000 | $422 | 0.0% | $28.13 | — | COM | 87311L104 |
| JBLU | JETBLUE AIRWAYS CORP | 65,000 | $409 | 0.0% | $6.54 | 0.0% | COM | 477143101 |
| XHB | SPDR S&P HOMEBULDERS | 150,000 | $356 | 0.0% | — | — | Put | 78464A888 |
| — | SIRIUS XM RADIO INC | 1,450,000 | $355 | 0.0% | — | — | Put | 82967N108 |
| — | WALTER ENERGY INC | 900,000 | $351 | 0.0% | $10.42 | — | Call | 93317Q105 |
| LMT | LOCKHEED MARTIN CORP | 3,000 | $325 | 0.0% | $71.65 | 0.0% | COM | 539830109 |
| — | SANDRIDGE ENERGY INC | 55,200 | $263 | 0.0% | $4.76 | — | COM | 80007P307 |
| FAST | FASTENAL CO | 50,000 | $262 | 0.0% | — | — | Put | 311900104 |
| RIG | TRANSOCEAN LTD | 5,000 | $240 | 0.0% | $50.97 | 0.0% | COM | H8817H100 |
| — | PEABODY ENERGY CORP | 14,111 | $207 | 0.0% | $14.67 | — | COM | 704549104 |
| GME | GAMESTOP CORP | 70,000 | $196 | 0.0% | — | — | Put | 36467W109 |
| — | PEABODY ENERGY CORP | 300,000 | $171 | 0.0% | $14.67 | — | Call | 704549104 |
| — | ARCH COAL INC | 44,000 | $166 | 0.0% | $3.77 | — | COM | 039380100 |
| — | WALTER ENERGY INC | 14,200 | $148 | 0.0% | $10.42 | — | COM | 93317Q105 |
| EXP | EAGLE MATERIALS INC | 25,000 | $139 | 0.0% | — | — | Put | 26969P108 |
| — | CHARTER COMMUNICATION - A | 100,000 | $138 | 0.0% | — | — | Put | 16117M305 |
| PAAS | PAN AMERICAN SILVER CORP | 10,750 | $125 | 0.0% | $12.75 | 0.0% | COM | 697900108 |
| — | LUMBER LIQUIDATORS HOLDINGS | 10,000 | $108 | 0.0% | — | — | Put | 55003T107 |
| — | TEXAS INDUSTRIES INC | 17,500 | $82 | 0.0% | — | — | Put | 882491103 |
| — | PARAGON SHIPPING INC-CLASS A | 13,500 | $60 | 0.0% | $4.44 | — | COM | 69913R309 |
| — | SANDERSON FARMS INC | 20,000 | $49 | 0.0% | — | — | Put | 800013104 |
| SPY | SPDR S&P 500 | 20,000 | $19 | 0.0% | — | — | Put | 78462F103 |