Q4 2013 Holdings
Filed 2014-02-05 | 107 holdings | $2.8M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Johnson & Johnson | SDCV 7/2 | 02261WAB5 | $187.6K | $148,905,000 | 6.7% |
| Alcoa Inc | NOTE 5.250 3/1 | 013817AT8 | $141.8K | $85,520,000 | 5.1% |
| Intel Corporation (144A-Seasoned) | SDCV 3.250 8/0 | 458140AF7 | $133.0K | $97,868,000 | 4.8% |
| Wellpoint, Inc. | NOTE 2.750 10/1 | 94973VBG1 | $131.2K | $96,591,000 | 4.7% |
| Teva Pharm (Series C) | DBCV 0.250 2/0 | 88163VAE9 | $124.4K | $116,357,000 | 4.5% |
| Newmont Mining Corp | NOTE 1.625 7/1 | 651639AJ5 | $115.9K | $112,771,000 | 4.2% |
| Rayonier Inc | NOTE 4.500 8/1 | 75508AAC0 | $112.8K | $83,859,000 | 4.1% |
| Xilinx, Inc | NOTE 2.625 6/1 | 983919AF8 | $104.1K | $65,095,000 | 3.7% |
| International Game Technology (144A-Seasoned) | NOTE 3.250 5/0 | 459902AQ5 | $94.2K | $88,445,000 | 3.4% |
| Prospect Capital Corporation | NOTE 6.250 12/1 | 74348TAC6 | $93.8K | $86,320,000 | 3.4% |
| Steel Dynamics, Inc | NOTE 5.125 6/1 | 858119AP5 | $83.7K | $71,008,000 | 3.0% |
| Allegheny Technologies, Inc | NOTE 4.250 6/0 | 01741RAD4 | $81.4K | $78,707,000 | 2.9% |
| Level 3 Communications, Inc | NOTE 7.000 3/1 | 52729NBP4 | $61.5K | $44,960,000 | 2.2% |
| PHH Corporation | NOTE 4.000 9/0 | 693320AN3 | $61.2K | $57,141,000 | 2.2% |
| Covanta Holding Corp | NOTE 3.250 6/0 | 22282EAC6 | $54.9K | $46,740,000 | 2.0% |
| Annaly Mortgage Management Inc | NOTE 4.000 2/1 | 035710AA0 | $54.1K | $51,425,000 | 1.9% |
| Enpro Industries, Inc | DBCV 3.938 10/1 | 29355XAB3 | $54.1K | $30,701,000 | 1.9% |
| Stillwater Mining Co. | NOTE 1.750 10/1 | 86074QAL6 | $52.2K | $46,289,000 | 1.9% |
| Laboratory Corp of Amer Hldgs | NOTE | 50540RAG7 | $50.6K | $41,095,000 | 1.8% |
| EMC Corporation | COM | 268648102 | $48.8K | 1,942,222 | 1.8% |
| Prospect Capital Corporation | NOTE 5.750 3/1 | 74348TAL6 | $42.9K | $40,515,000 | 1.5% |
| Health Care REIT, Inc | NOTE 3.000 12/0 | 42217KAR7 | $42.6K | $38,214,000 | 1.5% |
| Ashland Inc | NOTE 3.000 12/0 | 427056BC9 | $42.5K | $48,148,000 | 1.5% |
| Sterlite Industries LTD | NOTE 4.000 10/3 | 859737AB4 | $41.6K | $41,910,000 | 1.5% |
| LAM Research Corporation | NOTE 2.625 5/1 | 670008AD3 | $41.3K | $24,613,000 | 1.5% |
| Endeavour Intl Corp | NOTE 5.500 7/1 | 29257MAE0 | $39.5K | $47,843,000 | 1.4% |
| Agco Corp | NOTE 1.250 12/1 | 001084AM4 | $39.0K | $26,706,000 | 1.4% |
| Kinder Morgan Energy Partners | *W EXP 05/25/201 | 49456B119 | $34.6K | 8,529,704 | 1.2% |
| Kcap Financial Inc | NOTE 8.750 3/1 | 500233AB7 | $32.7K | $28,750,000 | 1.2% |
| Dryships Inc | NOTE 5.000 12/0 | 262498AB4 | $31.1K | $30,947,000 | 1.1% |
| Omnicom Group | NOTE | 681919AV8 | $30.6K | $22,600,000 | 1.1% |
| Northgate Minerals Corporation | NOTE 3.500 10/0 | 666416AB8 | $29.3K | $30,610,000 | 1.1% |
| Royal Gold, Inc | NOTE 2.875 6/1 | 780287AA6 | $27.8K | $28,721,000 | 1.0% |
| Janus Capital Group Inc | NOTE 0.750 7/1 | 47102XAH8 | $24.3K | $19,067,000 | 0.9% |
| XPO Logistics, Inc. | NOTE 4.500 10/0 | 983793AA8 | $23.6K | $14,070,000 | 0.8% |
| Teleflex Incorporated | NOTE 3.875 8/0 | 879369AA4 | $20.2K | $12,795,000 | 0.7% |
| Sequenom Inc. | NOTE 5.000 10/0 | 817337AB4 | $20.0K | $23,020,000 | 0.7% |
| Wells Fargo & Company(WFC) | PERP PFD CNV A | 949746804 | $18.6K | 16,727 | 0.7% |
| American International Group | W EXP 01/19/202 | 026874156 | $18.5K | 915,550 | 0.7% |
| Home Inns & Hotels | NOTE 2.000 12/1 | 43713WAB3 | $18.2K | $17,450,000 | 0.7% |
| Molycorp, Inc. | NOTE 6.000 9/0 | 608753AF6 | $17.2K | $21,416,000 | 0.6% |
| Hawaiian Holdings, Inc | NOTE 5.000 3/1 | 419879AD3 | $17.2K | $12,666,000 | 0.6% |
| Jefferies Group, Inc | DBCV 3.875 11/0 | 472319AG7 | $14.4K | $13,530,000 | 0.5% |
| Goldcorp, Inc | NOTE 2.000 8/0 | 380956AB8 | $13.0K | $12,945,000 | 0.5% |
| Molycorp, Inc. | NOTE 5.500 2/0 | 608753AH2 | $13.0K | $13,530,000 | 0.5% |
| Archer-Daniels-Midland Co | NOTE 0.875 2/1 | 039483AW2 | $11.2K | $10,700,000 | 0.4% |
| Prospect Capital Corporation | MTNF 5.375 10/1 | 74348TAK8 | $11.0K | $10,375,000 | 0.4% |
| Capital One Financial Corporation | *W EXP 11/14/201 | 14040H139 | $10.4K | 292,406 | 0.4% |
| Prologis, Inc | NOTE 3.250 3/1 | 74340XAT8 | $10.0K | $8,940,000 | 0.4% |
| Molycorp, Inc. | NOTE 3.250 6/1 | 608753AA7 | $9.7K | $13,580,000 | 0.3% |