Q3 2013 Holdings
Filed 2013-11-12 | 92 holdings | $2.2M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Alliance Data Systems Corp | NOTE 4.750% 5/1 | 018581AC2 | $249.8K | $56,185,000 | 11.2% |
| Microchip Technology Inc | SDCV 2.125%12/1 | 595017AB0 | $140.1K | $89,422,000 | 6.3% |
| Teradyne Inc | NOTE 4.500% 3/1 | 880770AE2 | $138.2K | $45,711,000 | 6.2% |
| Wesco Intl Inc | DBCV 6.000% 9/1 | 95082PAH8 | $106.0K | $38,571,000 | 4.7% |
| Priceline Com Inc | NOTE 1.250% 3/1 | 741503AN6 | $105.4K | $31,586,000 | 4.7% |
| SBA Communications Corp | NOTE 4.000%10/0 | 78388JAM8 | $98.3K | $36,940,000 | 4.4% |
| Equinix Inc | NOTE 4.750% 6/1 | 29444UAH9 | $94.4K | $41,852,000 | 4.2% |
| VeriSign Inc | SDCV 3.250% 8/1 | 92343EAD4 | $87.1K | $55,595,000 | 3.9% |
| Cemex SAB de CV | NOTE 3.750% 3/1 | 151290BC6 | $83.5K | $64,100,000 | 3.7% |
| Cadence Design Systems Inc | NOTE 2.625% 6/0 | 127387AJ7 | $60.6K | $33,268,000 | 2.7% |
| Micron Technology Inc | NOTE 3.125% 5/0 | 595112AX1 | $55.6K | $29,365,000 | 2.5% |
| United Rentals Inc | NOTE 4.000%11/1 | 911363AL3 | $52.4K | $10,000,000 | 2.3% |
| General Mtrs Co | *W EXP 07/10/201 | 37045V118 | $51.4K | 1,429,709 | 2.3% |
| Laboratory Corp Amer Hldgs | NOTE 9/1 | 50540RAG7 | $47.9K | $35,994,000 | 2.1% |
| Salesforce Com Inc | NOTE 0.750% 1/1 | 79466LAB0 | $42.6K | $17,500,000 | 1.9% |
| General Mtrs Co | *W EXP 07/10/201 | 37045V126 | $40.9K | 1,136,979 | 1.8% |
| SunPower Corp | DBCV 4.750% 4/1 | 867652AC3 | $40.2K | $35,241,000 | 1.8% |
| Omnicare Inc | NOTE 3.500% 2/1 | 681904AQ1 | $37.2K | $38,953,000 | 1.7% |
| United Therapeutics Corp | NOTE 1.000% 9/I | 91307CAF9 | $35.2K | $20,700,000 | 1.6% |
| Triumph Group Inc | NOTE 2.625%10/0 | 896818AB7 | $27.2K | $10,520,000 | 1.2% |
| Forest City Enterprises Inc | NOTE 5.000%10/1 | 345550AM9 | $26.9K | $17,471,000 | 1.2% |
| SemGroup Corp | *W EXP 11/30/201 | 81663A113 | $25.7K | 450,084 | 1.1% |
| SunPower Corp(SPWRQ)Put | COM | 867652406 | $25.4K | 970,800 | 1.1% |
| Micron Technology Inc | NOTE 1.500% 8/0 | 595112AQ6 | $25.2K | $13,500,000 | 1.1% |
| Health Care Reit Inc | NOTE 3.000%12/0 | 42217KAR7 | $23.0K | $18,585,000 | 1.0% |
| PHH Corp | NOTE 6.000% 6/1 | 693320AQ6 | $23.0K | $11,250,000 | 1.0% |
| PDL BioPharma Inc | NOTE 3.750% 5/0 | 69329YAC8 | $22.1K | $17,350,000 | 1.0% |
| EMC Corp Mass | NOTE 1.750%12/0 | 268648AM4 | $21.5K | $13,437,000 | 1.0% |
| Hologic Inc | FRNT 2.000%12/1 | 436440AA9 | $21.5K | $21,398,000 | 1.0% |
| JetBlue Airways Corp | DBCV 5.500%10/1 | 477143AE1 | $21.3K | $13,186,000 | 1.0% |
| Goldcorp Inc | NOTE 2.000% 8/0 | 380956AB8 | $20.7K | $20,500,000 | 0.9% |
| Molycorp Inc | NOTE 6.000% 9/0 | 608753AF6 | $19.7K | $24,754,000 | 0.9% |
| Tesla Mtrs Inc | NOTE 1.500% 6/0 | 88160RAA9 | $19.5K | $11,500,000 | 0.9% |
| Seadrill LtdPut | SHS | G7945E105 | $15.1K | 334,300 | 0.7% |
| Omnicare Cap Tr II | PFD B TR 4.00% | 68214Q200 | $14.7K | $215,804 | 0.7% |
| Cadence Design Systems Inc | NOTE 1.500%12/1 | 127387AF5 | $13.6K | $13,557,000 | 0.6% |
| Chesapeake Energy Corp | NOTE 2.V50%11/1 | 165167BW6 | $13.5K | $13,000,000 | 0.6% |
| Walter Invt Mgmt Corp | NOTE 4.500%11/0 | 93317WAA0 | $13.5K | $12,793,000 | 0.6% |
| Allegheny Technologies Inc | NOTE 4.250% 6/0 | 01741RAD4 | $12.9K | $12,363,000 | 0.6% |
| Archer-Daniels-Midland Co | NOTE 0.875% 2/1 | 039483AW2 | $12.7K | $12,500,000 | 0.6% |
| Cemex SAB de CV | NOTE 4.875% 3/1 | 151290AV5 | $10.8K | $9,113,000 | 0.5% |
| United States Stl Corp | NOTE 4.000% 5/I | 912909AE8 | $10.7K | $10,399,000 | 0.5% |
| Affymetrix Inc | NOTE 4.00% 7/0 | 00826TAH1 | $10.5K | $8,400,000 | 0.5% |
| SunPower Corp | DBCV 4.500% 3/1 | 867652AE9 | $10.5K | $8,000,000 | 0.5% |
| UAL Corp | NOTE 6.000%10/1 | 902549AJ3 | $10.1K | $2,825,000 | 0.5% |
| JetBlue Airways Corp | DBCV 5.500%10/1 | 477143AD3 | $10.1K | $6,853,000 | 0.5% |
| Equinix Inc | NOTE 3.000%10/1 | 29444UAG1 | $9.9K | $5,900,000 | 0.4% |
| Micron Technology Inc | NOTE 1.875% 8/0 | 595112AR4 | $9.4K | $5,000,000 | 0.4% |
| Wesco Intl Inc(WCC)Put | COM | 95082P105 | $9.2K | 120,000 | 0.4% |
| Molycorp Inc | NOTE 3.250% 6/1 | 608753AA7 | $8.4K | $11,650,000 | 0.4% |