Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 14, 2014
Total Value: $1.074B (41.8% shares, 58.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | RESOLUTE FST PRODS INC | 12,831,041 | $206M | 19.1% | $13.12 | — | COM | 76117W109 |
| — | LEVEL 3 COMMUNICATIONS INC | 2,716,086 | $90.09M | 8.4% | $21.08 | — | COM NEW | 52729N308 |
| — | ALPHA NATURAL RESOURCES INC | 12,521,577 | $89.4M | 8.3% | $5.54 | — | COM | 02076X102 |
| — | L-3 COMMUNICATIONS CORP | 44,469,000 | $53.67M | 5.0% | $1.04 | — | DEBT 3.000% 8/0 | 502413AW7 |
| — | INTERDIGITAL INC | 43,659,000 | $44.48M | 4.1% | $1.08 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | JETBLUE AIRWAYS CORP | 22,778,000 | $43.38M | 4.0% | $1.51 | — | DBCV 6.750%10/1 | 477143AG6 |
| — | COGENT COMM GROUP INC | 39,235,000 | $40.31M | 3.8% | $0.98 | — | NOTE 1.000% 6/1 | 19239VAB0 |
| — | FINISAR CORP | 15,915,000 | $36.25M | 3.4% | $1.77 | — | NOTE 5.000%10/1 | 31787AAK7 |
| — | WEBMD HEALTH CORP | 34,043,000 | $33.58M | 3.1% | $0.95 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | APOLLO INVT CORP | 31,229,000 | $33.26M | 3.1% | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | ENDEAVOUR INTL CORP | 6,245,784 | $32.79M | 3.1% | $5.25 | — | COM NEW | 29259G200 |
| — | PROVIDENCE SVC CORP | 31,590,000 | $32.4M | 3.0% | $1.04 | — | NOTE 6.500% 5/1 | 743815AB8 |
| — | LEAP WIRELESS INTL INC | 30,869,000 | $31.51M | 2.9% | $1.02 | — | NOTE 4.500% 7/1 | 521863AL4 |
| — | PHOTRONICS INC | 27,355,000 | $30.76M | 2.9% | $1.10 | — | NOTE 3.250% 4/0 | 719405AH5 |
| — | ADVANCED MICRO DEVICES INC | 27,402,000 | $28.75M | 2.7% | $1.03 | — | NOTE 6.000% 5/0 | 007903AL1 |
| — | RAMBUS INC DEL | 23,620,000 | $23.97M | 2.2% | $1.03 | — | NOTE 5.000% 6/1 | 750917AC0 |
| — | CHIQUITA BRANDS INTL INC | 22,549,000 | $22.11M | 2.1% | $0.97 | — | NOTE 4.250% 8/1 | 170032AT3 |
| — | WEBMD HEALTH CORP | 17,350,000 | $17.44M | 1.6% | $0.98 | — | NOTE 2.250% 3/3 | 94770VAH5 |
| — | PHOTRONICS INC | 8,500,000 | $15.51M | 1.4% | $1.70 | — | NOTE 5.500%10/0 | 719405AF9 |
| — | ROVI CORP | 14,094,000 | $14.27M | 1.3% | $1.03 | — | NOTE 2.625% 2/1 | 779376AB8 |
| — | ALTRA INDL MOTION CORP | 9,875,000 | $13.64M | 1.3% | $1.38 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 12,700,000 | $13.38M | 1.2% | $1.05 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | BOTTOMLINE TECH DEL INC | 9,310,000 | $12.59M | 1.2% | $1.08 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | NUVASIVE INC | 11,000,000 | $11.96M | 1.1% | $1.09 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | ALPHA NATURAL RESOURCES INC | 10,800,000 | $11.18M | 1.0% | $0.94 | — | NOTE 3.750%12/1 | 02076XAE2 |
| — | ISIS PHARMACEUTICALS INC DEL | 4,250,000 | $10.57M | 1.0% | $2.34 | — | NOTE 2.750%10/0 | 464337AG9 |
| — | ARES CAP CORP | 9,807,000 | $10.47M | 1.0% | $1.04 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | ALPHA NATURAL RESOURCES INC | 9,000,000 | $9.692M | 0.9% | $1.08 | — | NOTE 4.875%12/1 | 02076XAF9 |
| — | VOLCANO CORPORATION | 6,059,000 | $6.392M | 0.6% | $1.01 | — | NOTE 2.875% 9/0 | 928645AA8 |
| — | INLAND REAL ESTATE CORP | 5,000,000 | $5.519M | 0.5% | $1.08 | — | NOTE 5.000%11/1 | 457461AC5 |
| — | JETBLUE AIRWAYS CORP | 2,626,000 | $5.255M | 0.5% | $1.54 | — | DBCV 5.500%10/1 | 477143AE1 |
| MU | MICRON TECHNOLOGY INC | 227,275 | $4.943M | 0.5% | $10.94 | +73.3% | COM | 595112103 |
| — | DIGITAL RIV INC | 4,624,000 | $4.572M | 0.4% | $0.99 | — | NOTE 2.000%11/0 | 25388BAD6 |
| — | LEVEL 3 COMMUNICATIONS INC | 500,000 | $4.075M | 0.4% | $21.08 | — | Call | 52729N308 |
| — | ALPHA NATURAL RESOURCES INC | 7,550,000 | $3.512M | 0.3% | $5.54 | — | Call | 02076X102 |
| — | PENDRELL CORP | 1,527,448 | $3.07M | 0.3% | $2.61 | — | COM | 70686R104 |
| MU | MICRON TECHNOLOGY INC | 650,000 | $3.02M | 0.3% | $10.94 | +73.3% | Call | 595112103 |
| — | AMERICAN RLTY CAP PPTYS INC | 3,000,000 | $3.011M | 0.3% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | DIGITAL RIV INC | 3,000,000 | $3M | 0.3% | $0.99 | — | NOTE 1.250% 1/0 | 25388BAB0 |
| NAK | NORTHERN DYNASTY MINERALS LT | 1,520,000 | $1.946M | 0.2% | $1.71 | -22.1% | COM NEW | 66510M204 |
| GOGO | GOGO INC | 200,000 | $1.71M | 0.2% | — | — | Put | 38046C109 |
| — | CBEYOND INC | 225,000 | $1.55M | 0.1% | $6.64 | — | COM | 149847105 |
| — | SONDE RES CORP | 2,290,163 | $1.507M | 0.1% | $0.84 | — | COM | 835426107 |
| — | FIFTH STREET FINANCE CORP | 137,000 | $1.267M | 0.1% | $9.25 | — | COM | 31678A103 |
| — | OREXIGEN THERAPEUTICS INC | 1,000,000 | $980K | 0.1% | $0.98 | — | NOTE 2.750%12/0 | 686164AA2 |
| — | WALTER ENERGY INC | 950,000 | $704K | 0.1% | $10.42 | — | Call | 93317Q105 |
| — | WRIGHT MED GROUP INC | 519,000 | $531K | 0.0% | $1.00 | — | NOTE 2.625%12/0 | 98235TAA5 |
| — | MASSEY ENERGY CO | 400,000 | $402K | 0.0% | $1.00 | — | NOTE 3.250% 8/0 | 576203AJ2 |
| — | TEEKAY CORPORATION | 7,200 | $346K | 0.0% | $40.67 | — | COM | Y8564W103 |
| — | CONSOL ENERGY INC | 9,100 | $346K | 0.0% | $27.09 | — | COM | 20854P109 |
| GM | GENERAL MTRS CO | 8,200 | $335K | 0.0% | $23.62 | +19.3% | COM | 37045V100 |
| JBLU | JETBLUE AIRWAYS CORP | 38,500 | $329K | 0.0% | $6.54 | +21.5% | COM | 477143101 |
| — | CALPINE CORP | 15,000 | $293K | 0.0% | $21.24 | — | COM NEW | 131347304 |
| — | SANDRIDGE ENERGY INC | 41,400 | $251K | 0.0% | $4.76 | — | COM | 80007P307 |
| RIG | TRANSOCEAN LTD | 5,000 | $247K | 0.0% | $50.97 | -4.0% | REG SHS | H8817H100 |
| IWM | ISHARES | 2,000,000 | $220K | 0.0% | — | — | Put | 464287655 |
| PAAS | PAN AMERICAN SILVER CORP | 18,125 | $212K | 0.0% | $11.90 | -10.4% | COM | 697900108 |
| MSFT | MICROSOFT CORP | 4,950 | $185K | 0.0% | $26.70 | +12.4% | COM | 594918104 |
| — | PEABODY ENERGY CORP | 8,467 | $165K | 0.0% | $14.67 | — | COM | 704549104 |
| FAST | FASTENAL CO | 100,000 | $150K | 0.0% | — | — | Put | 311900104 |
| — | WALTER ENERGY INC | 8,520 | $142K | 0.0% | $10.42 | — | COM | 93317Q105 |
| CAT | CATERPILLAR INC DEL | 500,000 | $110K | 0.0% | — | — | Put | 149123101 |
| — | PEABODY ENERGY CORP | 200,000 | $84,000 | 0.0% | $14.67 | — | Call | 704549104 |
| — | ARCH COAL INC | 1,000,000 | $80,000 | 0.0% | — | — | Call | 039380100 |
| — | PARAGON SHIPPING INC | 8,100 | $60,000 | 0.0% | $7.41 | — | CL A NEW | 69913R408 |
| RY | ROYAL BK CDA MONTREAL QUE | 400,000 | $40,000 | 0.0% | — | — | Put | 780087102 |
| LPX | LOUISIANA PAC CORP | 25,000 | $39,000 | 0.0% | — | — | Put | 546347105 |
| DIA | SPDR DOW JONES INDL AVRG ETF | 550,000 | $36,000 | 0.0% | — | — | Put | 78467X109 |
| T | AT&T INC | 50,000 | $30,000 | 0.0% | — | — | Put | 00206R102 |
| RGR | STURM RUGER & CO INC | 100,000 | $27,000 | 0.0% | — | — | Put | 864159108 |
| — | JOY GLOBAL INC | 200,000 | $22,000 | 0.0% | — | — | Put | 481165108 |
| BHP | BHP BILLITON LTD | 250,000 | $13,000 | 0.0% | — | — | Put | 088606108 |
| — | SIRIUS XM HLDGS INC | 1,450,000 | $7,000 | 0.0% | — | — | Put | 82968B103 |
| XHB | SPDR SERIES TRUST | 50,000 | $1,000 | 0.0% | — | — | Put | 78464A888 |
| BZH | BEAZER HOMES USA INC | 50,000 | $1,000 | 0.0% | — | — | Put | 07556Q881 |
| FXI | ISHARES | 100,000 | $1,000 | 0.0% | — | — | Put | 464287184 |
| GME | GAMESTOP CORP NEW | 70,000 | $1,000 | 0.0% | — | — | Put | 36467W109 |
| FLS | FLOWSERVE CORP | 25,000 | $1,000 | 0.0% | — | — | Put | 34354P105 |