Q2 2013 Holdings
Filed 2013-08-14 | 91 holdings | $2.2M | 13F-HR | View on SEC ↗ · Holdings Table ↗
Sign in to see sub-manager breakdown
| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Alliance Data Systems Corp | NOTE 4.750% 5/1 | 018581AC2 | $233.0K | $61,185,000 | 10.6% |
| Teradyne Inc | NOTE 4.500% 3/1 | 880770AE2 | $147.1K | $45,711,000 | 6.7% |
| Microchip Technology Inc | SDCV 2.125%12/1 | 595017AB0 | $133.6K | $91,922,000 | 6.1% |
| Equinix Inc | NOTE 4.750% 6/1 | 29444UAH9 | $95.0K | $41,852,000 | 4.3% |
| Wesco International Inc | DBCV 6.000% 9/1 | 95082PAH8 | $94.9K | $38,571,000 | 4.3% |
| Priceline com Inc | Note 1.250% 3/1 | 741503AN6 | $86.3K | $31,586,000 | 3.9% |
| SBA Communications Corp | NOTE 4.000%10/0 | 78388JAM8 | $84.7K | $34,440,000 | 3.8% |
| Cemex SAB de CV | NOTE 3.750% 3/1 | 151290BC6 | $79.2K | $64,100,000 | 3.6% |
| VeriSign Inc | SDCV 3.250% 8/1 | 92343EAD4 | $78.3K | $55,595,000 | 3.6% |
| Cadence Design Systems Inc | NOTE 2.625% 6/0 | 127387AJ7 | $78.3K | $40,268,000 | 3.6% |
| Alliance Data Systems Corp | NOTE 1.750% 8/0 | 018581AD0 | $63.7K | $27,900,000 | 2.9% |
| Hertz Global Holdings Inc | NOTE 5.250% 6/0 | 42805TAA3 | $62.6K | $20,800,000 | 2.8% |
| United Rentals Inc | NOTE 4.000%11/1 | 911363AL3 | $58.5K | $13,000,000 | 2.7% |
| Omnicare Inc | NOTE 3.750%12/1 | 681904AN8 | $56.9K | $30,679,000 | 2.6% |
| Laboratory Corp of America Holdings | NOTE 9/1 | 50540RAG7 | $48.4K | $35,994,000 | 2.2% |
| Spdr S&P 500 ETF Tr(SPY)Put | TR UNIT | 78462F103 | $42.9K | 267,400 | 1.9% |
| Triumph Group Inc | NOTE 2.625%10/0 | 896818AB7 | $39.4K | $13,500,000 | 1.8% |
| SunPower Corp | DBCV 4.750% 4/1 | 867652AC3 | $37.6K | $35,241,000 | 1.7% |
| Salesforce.com Inc | NOTE 0.750% 1/1 | 79466LAB0 | $31.7K | $17,500,000 | 1.4% |
| EMC Corp Mass | Note 1.750%12/0 | 268648AM4 | $26.8K | $18,140,000 | 1.2% |
| Forest City Enterprises Inc | NOTE 5.000%10/1 | 345550AM9 | $25.8K | $17,471,000 | 1.2% |
| General Mtrs Co(GM)Put | COM | 37045V100 | $24.4K | 731,100 | 1.1% |
| United Therapeutics Corp | NOTE 1.000% 9/1 | 91307CAF9 | $22.6K | $15,500,000 | 1.0% |
| PDL BioPharma Inc | NOTE 3.750% 5/0 | 69329YAC8 | $21.5K | $17,350,000 | 1.0% |
| Hologic Inc | FRNT 2.000%12/1 | 436440AA9 | $21.4K | $21,398,000 | 1.0% |
| Micron Technology Inc | NOTE 1.500% 8/O | 595112AQ6 | $20.7K | $13,500,000 | 0.9% |
| Goldcorp Inc | NOTE 2.000% 8/0 | 380956AB8 | $20.7K | $20,500,000 | 0.9% |
| JetBlue Airways Corp | DBCV 5.500%10/1 | 477143AE1 | $20.5K | $13,186,000 | 0.9% |
| DR Horton Inc | NOTE 2.000% 5/1 | 23331ABB4 | $20.4K | $12,252,000 | 0.9% |
| PHH Corp | NOTE 6.000% 6/1 | 693320AQ6 | $20.3K | $11,250,000 | 0.9% |
| General Mtrs Co | *W EXP 07/10/201 | 37045V126 | $19.7K | 590,000 | 0.9% |
| Molycorp Inc | NOTE 6.000% 9/0 | 608753AF6 | $18.9K | $24,754,000 | 0.9% |
| SemGroup Corp | *W EXP 11/30/201 | 81663A113 | $16.7K | 309,431 | 0.8% |
| Cemex SAB de CV | NOTE 4.875% 3/1 | 151290AV5 | $16.2K | $14,113,000 | 0.7% |
| Tesla Mtrs Inc | Note 1.500% 6/0 | 88160RAA9 | $15.8K | $14,000,000 | 0.7% |
| Health Care REIT Inc | NOTE 3.000%12/0 | 42217KAR7 | $15.3K | $11,585,000 | 0.7% |
| Molson Coors Brewing Co | NOTE 2.500% 7/3 | 60871RAA8 | $14.9K | $14,750,000 | 0.7% |
| Seadrill LtdPut | SHS | G7945E105 | $13.6K | 334,300 | 0.6% |
| Archer-Daniels-Midland Co | NOTE 0.875% 2/1 | 039483AW2 | $11.6K | $11,500,000 | 0.5% |
| Chesapeake Energy Corp | NOTE 2.750%11/1 | 165167BW6 | $11.5K | $11,500,000 | 0.5% |
| Allegheny Technologies Inc | NOTE 4.250% 6/0 | 01741RAD4 | $10.7K | $10,363,000 | 0.5% |
| UAL Corp | Note 6.000%10/1 | 902549AJ3 | $10.3K | $2,825,000 | 0.5% |
| Equinix Inc | NOTE 3.000%10/1 | 29444UAG1 | $10.0K | $5,900,000 | 0.5% |
| JetBlue Airways Corp | DBCV 5.500%10/1 | 477143AD3 | $9.7K | $6,853,000 | 0.4% |
| Omnicare Capital Trust II | PFD B TR 4.00% | 68214Q200 | $9.6K | $163,424 | 0.4% |
| Cadence Design Systems Inc | NOTE 1.500%12/1 | 127387AF5 | $9.3K | $9,241,000 | 0.4% |
| Affymetrix Inc | Note 4.000% 7/0 | 00826TAH1 | $8.3K | $8,400,000 | 0.4% |
| Capitol Acquisition Corp II | Unit 99/99/9999 | 14056V204 | $8.3K | 820,300 | 0.4% |
| Teradyne Inc(TER)Put | COM | 880770102 | $8.1K | 460,000 | 0.4% |
| Cadence Design Systems Inc(CDNS)Put | COM | 127387108 | $8.0K | 550,000 | 0.4% |