Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 14, 2013
Total Value: $1.048B (36.6% shares, 63.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | RESOLUTE FST PRODS INC | 12,861,911 | $170M | 16.2% | $13.12 | — | COM | 76117W109 |
| — | LEVEL 3 COMMUNICATIONS INC | 2,762,114 | $73.72M | 7.0% | $21.08 | — | COM NEW | 52729N308 |
| — | ALPHA NATURAL RESOURCES INC | 11,138,341 | $66.39M | 6.3% | $5.35 | — | COM | 02076X102 |
| — | INTERDIGITAL INC | 55,159,000 | $58.12M | 5.5% | $1.08 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | L-3 COMMUNICATIONS CORP | 45,369,000 | $49.48M | 4.7% | $1.04 | — | DEBT 3.000% 8/0 | 502413AW7 |
| — | COGENT COMM GROUP INC | 46,762,000 | $46.76M | 4.5% | $0.98 | — | NOTE 1.000% 6/1 | 19239VAB0 |
| — | JETBLUE AIRWAYS CORP | 29,278,000 | $45.31M | 4.3% | $1.51 | — | DBCV 6.750%10/1 | 477143AG6 |
| — | RAMBUS INC DEL | 37,620,000 | $38.75M | 3.7% | $1.03 | — | NOTE 5.000% 6/1 | 750917AC0 |
| — | FINISAR CORP | 15,915,000 | $34.79M | 3.3% | $1.77 | — | NOTE 5.000%10/1 | 31787AAK7 |
| — | ENDEAVOUR INTERNATIONAL CORP | 6,342,979 | $33.94M | 3.2% | $3.84 | — | COM | 29259G101 |
| — | PROVIDENCE SVC CORP | 31,090,000 | $32.44M | 3.1% | $1.04 | — | NOTE 6.500% 5/1 | 743815AB8 |
| — | LEAP WIRELESS INTL INC | 30,869,000 | $31.49M | 3.0% | $1.02 | — | NOTE 4.500% 7/1 | 521863AL4 |
| — | PHOTRONICS INC | 27,355,000 | $30.54M | 2.9% | $1.10 | — | NOTE 3.250% 4/0 | 719405AH5 |
| — | CHIQUITA BRANDS INTL INC | 30,549,000 | $30.07M | 2.9% | $0.97 | — | NOTE 4.250% 8/1 | 170032AT3 |
| — | APOLLO INVT CORP | 24,958,000 | $26.39M | 2.5% | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | WEBMD HEALTH CORP | 26,435,000 | $26M | 2.5% | $0.98 | — | NOTE 2.250% 3/3 | 94770VAH5 |
| — | ADVANCED MICRO DEVICES INC | 22,047,000 | $22.89M | 2.2% | $1.03 | — | NOTE 6.000% 5/0 | 007903AL1 |
| — | WEBMD HEALTH CORP | 23,986,000 | $22.67M | 2.2% | $0.93 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | TTM TECHNOLOGIES INC | 19,562,000 | $19.95M | 1.9% | $1.01 | — | NOTE 3.250% 5/1 | 87305RAC3 |
| — | ISIS PHARMACEUTICALS INC DEL | 8,250,000 | $19.35M | 1.8% | $2.34 | — | NOTE 2.750%10/0 | 464337AG9 |
| — | WEB COM GROUP INC | 16,000,000 | $18.22M | 1.7% | $1.14 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | ROVI CORP | 15,094,000 | $15.26M | 1.5% | $1.03 | — | NOTE 2.625% 2/1 | 779376AB8 |
| — | PHOTRONICS INC | 8,500,000 | $13.89M | 1.3% | $1.70 | — | NOTE 5.500%10/0 | 719405AF9 |
| — | BOTTOMLINE TECH DEL INC | 11,310,000 | $13.01M | 1.2% | $1.08 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | ARES CAP CORP | 9,807,000 | $10.21M | 1.0% | $1.04 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | CIENA CORP | 5,818,000 | $8.814M | 0.8% | $1.29 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | VOLCANO CORPORATION | 6,059,000 | $6.574M | 0.6% | $1.01 | — | NOTE 2.875% 9/0 | 928645AA8 |
| — | BROADSOFT INC | 5,250,000 | $5.854M | 0.6% | $1.02 | — | NOTE 1.500% 7/0 | 11133BAB8 |
| — | JETBLUE AIRWAYS CORP | 3,762,000 | $5.495M | 0.5% | $1.40 | — | DBCV 6.750%10/1 | 477143AF8 |
| — | INLAND REAL ESTATE CORP | 5,000,000 | $5.381M | 0.5% | $1.08 | — | NOTE 5.000%11/1 | 457461AC5 |
| — | LEVEL 3 COMMUNICATIONS INC | 4,400,000 | $5.376M | 0.5% | $1.17 | — | NOTE 7.000% 3/1 | 52729NBP4 |
| — | ALPHA NATURAL RESOURCES INC | 5,500,000 | $5.28M | 0.5% | $0.85 | — | NOTE 3.750%12/1 | 02076XAE2 |
| — | DIGITAL RIV INC | 5,017,000 | $4.973M | 0.5% | $0.99 | — | NOTE 2.000%11/0 | 25388BAD6 |
| MU | MICRON TECHNOLOGY INC | 257,500 | $4.498M | 0.4% | $10.94 | +29.3% | COM | 595112103 |
| — | JETBLUE AIRWAYS CORP | 2,626,000 | $4.261M | 0.4% | $1.54 | — | DBCV 5.500%10/1 | 477143AE1 |
| IWM | ISHARES | 2,250,000 | $3.846M | 0.4% | — | — | Put | 464287655 |
| — | JETBLUE AIRWAYS CORP | 2,500,000 | $3.694M | 0.4% | $1.42 | — | DBCV 5.500%10/1 | 477143AD3 |
| — | LEVEL 3 COMMUNICATIONS INC | 500,000 | $3.485M | 0.3% | $21.08 | — | Call | 52729N308 |
| — | PENDRELL CORP | 1,573,146 | $3.052M | 0.3% | $2.61 | — | COM | 70686R104 |
| — | DIGITAL RIV INC | 3,000,000 | $2.989M | 0.3% | $0.99 | — | NOTE 1.250% 1/0 | 25388BAB0 |
| — | SONDE RES CORP | 2,318,163 | $2.249M | 0.2% | $0.84 | — | COM | 835426107 |
| — | ALPHA NATURAL RESOURCES INC | 5,650,000 | $2.212M | 0.2% | $5.35 | — | Call | 02076X102 |
| — | JOY GLOBAL INC | 450,000 | $1.984M | 0.2% | — | — | Put | 481165108 |
| MU | MICRON TECHNOLOGY INC | 600,000 | $1.956M | 0.2% | $10.94 | +29.3% | Call | 595112103 |
| DIA | SPDR DOW JONES INDL AVRG ETF | 550,000 | $1.617M | 0.2% | — | — | Put | 78467X109 |
| — | EMERALD OIL INC | 200,000 | $1.438M | 0.1% | $6.86 | — | COM | 29101U100 |
| — | SCORPIO TANKERS INC | 140,000 | $1.366M | 0.1% | $8.98 | — | SHS | Y7542C106 |
| CAT | CATERPILLAR INC DEL | 250,000 | $1.306M | 0.1% | — | — | Put | 149123101 |
| — | GENERAL MTRS CO | 50,000 | $939K | 0.1% | $16.52 | — | Call | 37045V126 |
| — | CBEYOND INC | 116,000 | $744K | 0.1% | $6.41 | — | COM | 149847105 |
| NAK | NORTHERN DYNASTY MINERALS LT | 500,000 | $730K | 0.1% | $2.48 | -16.1% | COM NEW | 66510M204 |
| GM | GENERAL MTRS CO | 16,400 | $590K | 0.1% | $23.62 | +13.2% | COM | 37045V100 |
| — | CONSOL ENERGY INC | 17,500 | $589K | 0.1% | $27.09 | — | COM | 20854P109 |
| — | WRIGHT MED GROUP INC | 519,000 | $513K | 0.0% | $1.00 | — | NOTE 2.625%12/0 | 98235TAA5 |
| — | TEEKAY CORPORATION | 12,000 | $513K | 0.0% | $40.67 | — | COM | Y8564W103 |
| VTGDF | VANTAGE DRILLING COMPANY | 290,000 | $502K | 0.0% | $1.78 | +1.1% | ORD SHS | G93205113 |
| — | CALPINE CORP | 25,000 | $486K | 0.0% | $21.24 | — | COM NEW | 131347304 |
| PGR | PROGRESSIVE CORP OHIO | 17,500 | $477K | 0.0% | $17.04 | +2.6% | COM | 743315103 |
| JBLU | JETBLUE AIRWAYS CORP | 70,000 | $467K | 0.0% | $6.54 | -1.2% | COM | 477143101 |
| LMT | LOCKHEED MARTIN CORP | 3,000 | $383K | 0.0% | $71.65 | +20.1% | COM | 539830109 |
| BHP | BHP BILLITON LTD | 250,000 | $376K | 0.0% | — | — | Put | 088606108 |
| — | SANDRIDGE ENERGY INC | 55,200 | $323K | 0.0% | $4.76 | — | COM | 80007P307 |
| RY | ROYAL BK CDA MONTREAL QUE | 300,000 | $285K | 0.0% | — | — | Put | 780087102 |
| MSFT | MICROSOFT CORP | 8,250 | $275K | 0.0% | $26.70 | +1.1% | COM | 594918104 |
| — | ARCH COAL INC | 1,000,000 | $260K | 0.0% | $3.77 | — | Call | 039380100 |
| — | PEABODY ENERGY CORP | 14,111 | $243K | 0.0% | $14.67 | — | COM | 704549104 |
| RIG | TRANSOCEAN LTD | 5,000 | $223K | 0.0% | $50.97 | -7.2% | REG SHS | H8817H100 |
| FAST | FASTENAL CO | 100,000 | $208K | 0.0% | — | — | Put | 311900104 |
| — | WALTER ENERGY INC | 14,200 | $199K | 0.0% | $10.42 | — | COM | 93317Q105 |
| — | WALTER ENERGY INC | 700,000 | $195K | 0.0% | $10.42 | — | Call | 93317Q105 |
| XHB | SPDR SERIES TRUST | 100,000 | $133K | 0.0% | — | — | Put | 78464A888 |
| T | AT&T INC | 50,000 | $126K | 0.0% | — | — | Put | 00206R102 |
| — | PEABODY ENERGY CORP | 200,000 | $116K | 0.0% | $14.67 | — | Call | 704549104 |
| PAAS | PAN AMERICAN SILVER CORP | 10,750 | $113K | 0.0% | $12.75 | -4.5% | COM | 697900108 |
| LPX | LOUISIANA PAC CORP | 25,000 | $78,000 | 0.0% | — | — | Put | 546347105 |
| — | PARAGON SHIPPING INC-CLASS A | 13,500 | $78,000 | 0.0% | $4.44 | — | COM | 69913R309 |
| — | SIRIUS XM RADIO INC | 1,450,000 | $65,000 | 0.0% | — | — | Put | 82967N108 |
| BZH | BEAZER HOMES USA INC | 50,000 | $65,000 | 0.0% | — | — | Put | 07556Q881 |
| FXI | ISHARES | 100,000 | $62,000 | 0.0% | — | — | Put | 464287184 |
| — | FIBROCELL SCIENCE INC | 12,500 | $55,000 | 0.0% | $6.12 | — | COM NEW | 315721209 |
| — | LUMBER LIQUIDATORS HLDGS INC | 35,000 | $46,000 | 0.0% | — | — | Put | 55003T107 |
| GME | GAMESTOP CORP NEW | 70,000 | $43,000 | 0.0% | — | — | Put | 36467W109 |
| FLS | FLOWSERVE CORP | 25,000 | $20,000 | 0.0% | — | — | Put | 34354P105 |
| EXP | EAGLE MATERIALS INC | 50,000 | $18,000 | 0.0% | — | — | Put | 26969P108 |
| — | SANDERSON FARMS INC | 20,000 | $15,000 | 0.0% | — | — | Put | 800013104 |
| — | TEXAS INDS INC | 17,500 | $13,000 | 0.0% | — | — | Put | 882491103 |