Q2 2014 Holdings
Filed 2014-08-14 | 87 holdings | $1.6M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Microchip Technology Inc | SDCV 2.125%12/1 | 595017AB0 | $151.2K | $79,085,000 | 9.6% |
| Cemex SAB de CV | Note 3.750% 3/1 | 151290BC6 | $133.7K | $88,100,000 | 8.5% |
| United Rentals Inc | Note 4.000%11/1 | 911363AL3 | $94.3K | $10,000,000 | 6.0% |
| Micron Technology Inc | Note 3.125% 5/0 | 595112AX1 | $89.8K | $26,615,000 | 5.7% |
| Wesco Intl Inc | DBCV 6.000% 9/1 | 95082PAH8 | $88.1K | $28,704,000 | 5.6% |
| Cadence Design Systems Inc | Note 2.625% 6/0 | 127387AJ7 | $76.7K | $32,968,000 | 4.9% |
| Micron Technology Inc | Note 2.375% 5/0 | 595112AW3 | $66.3K | $19,243,000 | 4.2% |
| United Therapeutics Corp | Note 1.000%9/1 | 91307CAF9 | $58.8K | $31,200,000 | 3.7% |
| SanDisk Corp | Note 1.500% 8/1 | 80004CAD3 | $42.0K | $20,500,000 | 2.7% |
| Salesforce Com Inc | Note 0.750% 1/1 | 79466LAB0 | $40.5K | $14,881,000 | 2.6% |
| General Motors Co(GM)Call | Com | 37045V100 | $38.2K | 1,051,700 | 2.4% |
| JetBlue Airways Corp | DBCV 5.500%10/1 | 477143AE1 | $32.7K | $13,186,000 | 2.1% |
| Ship Finance International | Note 3.250% 2/0 | G81075AE6 | $32.5K | $28,402,000 | 2.1% |
| SemGroup Corp | *W EXP 11/30/201 | 81663A113 | $31.0K | 392,674 | 2.0% |
| Molina Healthcare Inc | Note 3.750%10/0 | 60855RAA8 | $29.4K | $20,500,000 | 1.9% |
| Tesla Motors Inc | Note 1.500% 6/0 | 88160RAA9 | $29.4K | $14,527,000 | 1.9% |
| Capital One Finl Corp | *W EXP 11/14/201 | 14040H139 | $28.3K | 343,100 | 1.8% |
| Forest City Enterprises Inc | Note 5.000%10/1 | 345550AM9 | $25.6K | $16,221,000 | 1.6% |
| Micron Technology Inc | Note 1.875% 8/0 | 595112AR4 | $24.4K | $7,000,000 | 1.5% |
| Tesla Motors Inc | Note 0.250% 3/0 | 88160RAB7 | $23.9K | $24,500,000 | 1.5% |
| SunPower Corp | DBCV 4.500% 4/1 | 867652AE9 | $22.6K | $12,300,000 | 1.4% |
| PDL BioPharma Inc | Note 3.750% 5/0 | 69329YAC8 | $21.5K | $13,446,000 | 1.4% |
| Chesapeake Energy Corp | Note 2.750%11/1 | 165167BW6 | $18.3K | $17,250,000 | 1.2% |
| Cisco Systems Inc(CSCO)Call | Com | 17275R102 | $17.4K | 700,000 | 1.1% |
| Cobalt Intl Energy Inc | Note 2.625%12/0 | 19075FAA4 | $15.8K | $17,000,000 | 1.0% |
| Walter Invt Mgmt Corp | Note 4.500%11/0 | 93317WAA0 | $15.7K | $16,931,000 | 1.0% |
| Omnicare Cap Trust II | PFD B TR 4.00% | 68214Q200 | $15.7K | $191,800 | 1.0% |
| Bank of America Corp(BAC) | Com | 060505104 | $15.6K | 1,015,900 | 1.0% |
| Bank of America Corp(BAC)Put | Com | 060505104 | $15.6K | 1,015,900 | 1.0% |
| Zions Bancorporation | *W EXP 05/22/202 | 989701115 | $15.3K | 520,678 | 1.0% |
| PHH Corp | Note 6.000% 6/1 | 693320AQ6 | $14.6K | $7,496,000 | 0.9% |
| Live Nation Entertainment Inc | Note 2.875% 7/1 | 538034AB5 | $14.5K | $14,424,000 | 0.9% |
| Equinix Inc | Note 3.000%10/1 | 29444UAG1 | $12.2K | $6,400,000 | 0.8% |
| Glori Energy Inc | *W Exp 04/14/201 | 379606114 | $11.5K | 1,061,076 | 0.7% |
| Solazyme Inc | Note 6.000% 2/0 | 83415TAB7 | $10.7K | $6,671,000 | 0.7% |
| InterDigital Inc | Note 2.500% 3/1 | 458660AB3 | $10.5K | $9,500,000 | 0.7% |
| Molycorp Inc | Note 6.000% 9/0 | 608753AF6 | $10.5K | $16,254,000 | 0.7% |
| Silver Eagle Acquisition Corp | *W Exp 07/26/202 | 827694118 | $10.3K | 1,051,671 | 0.6% |
| Amag Pharmaceuticals Inc | Note 2.500% 2/1 | 00163UAA4 | $9.8K | $9,250,000 | 0.6% |
| UAL Corp | Note 6.000%10/1 | 902549AJ3 | $9.3K | $1,972,000 | 0.6% |
| Iconix Brand Group Inc | Note 2.500% 6/0 | 451055AE7 | $8.7K | $6,000,000 | 0.5% |
| Continental Airls Inc | Note 4.500% 1/1 | 210795PU8 | $8.2K | $3,750,000 | 0.5% |
| Goldcorp Inc | Note 2.000% 8/0 | 380956AB8 | $8.2K | $8,183,000 | 0.5% |
| Molycorp Inc | Note 5.500% 2/0 | 608753AH2 | $7.0K | $10,880,000 | 0.4% |
| Seacor Holdings Inc | Note 2.500%12/1 | 811904AM3 | $7.0K | $6,065,000 | 0.4% |
| Silver Eagle Acquisition Corp | Com | 827694100 | $6.3K | 650,000 | 0.4% |
| Comerica Inc | *W EXP 11/14/201 | 200340115 | $6.3K | 125,000 | 0.4% |
| Associated Banc-Corp | *W EXP 11/21/201 | 045487113 | $6.2K | 344,332 | 0.4% |
| Exelixis Inc | Note 4.250% 8/1 | 30161QAC8 | $6.1K | $7,170,000 | 0.4% |
| Cathay General Bancorp | *W Exp 12/05/201 | 149150112 | $5.8K | 227,469 | 0.4% |