Q2 2013 Holdings
Filed 2013-08-15 | 99 holdings | $8.9M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ambac Finl Group Inc(OSG) | COM NEW | 023139884 | $7.0M | 293,472 | 78.4% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $574.3K | 3,580,000 | 6.4% |
| U S Airways Group IncCall | COM | 90341W108 | $414.6K | 25,250,000 | 4.6% |
| Spdr S&P 500 ETF TR(SPY) | TR UNIT | 78462F103 | $88.0K | 550,000 | 1.0% |
| Barclays BK PLCPut | IPATH S&P500 VIX | 06740C188 | $68.3K | 3,300,000 | 0.8% |
| Assured Guaranty LTD(AGO) | COM | G0585R106 | $48.1K | 2,180,858 | 0.5% |
| Proshares TR(TBT)Call | PSHS ULTSH 20YRS | 74347B201 | $43.5K | 600,000 | 0.5% |
| Nucor Corp(NUE)Put | COM | 670346105 | $34.7K | 800,000 | 0.4% |
| Ishares IncCall | MSCI JAPAN | 464286848 | $33.7K | 3,000,000 | 0.4% |
| Select Sector Spdr TR(XLU)Call | SBI INT-UTILS | 81369Y886 | $30.1K | 800,000 | 0.3% |
| Omnicom Group Inc | NOTE 7/3 | 681919AV8 | $25.9K | $22,500,000 | 0.3% |
| U S Airways Group IncPut | COM | 90341W108 | $25.8K | 1,571,700 | 0.3% |
| Microchip Technology Inc | SDCV 2.125%12/1 | 595017AB0 | $24.0K | $16,546,000 | 0.3% |
| Verisign Inc | SDCV 3.250% 8/1 | 92343EAD4 | $20.0K | $14,046,000 | 0.2% |
| Select Sector Spdr TR(XLB)Call | SBI MATERIALS | 81369Y100 | $19.2K | 500,000 | 0.2% |
| Exxon Mobil Corp(XOM)Put | COM | 30231G102 | $18.1K | 200,000 | 0.2% |
| Take-Two Interactive Softwar | NOTE 4.375% 6/0 | 874054AA7 | $17.1K | $11,892,000 | 0.2% |
| Ishares TR(FXI)Call | FTSE CHINA25 IDX | 464287184 | $16.3K | 500,000 | 0.2% |
| United States Oil Fund LPPut | UNITS | 91232N108 | $15.7K | 458,700 | 0.2% |
| Verizon Communications Inc(VZ)Call | COM | 92343V104 | $15.1K | 300,000 | 0.2% |
| United Therapeutics Corp del | NOTE 1.000% 9/1 | 91307CAF9 | $15.0K | $10,250,000 | 0.2% |
| National Oilwell Varco Inc(NOVEUR)Call | COM | 637071101 | $13.8K | 200,000 | 0.2% |
| L-3 Communications Corp | DEBT 3.000% 8/0 | 502413AW7 | $12.9K | $12,500,000 | 0.1% |
| Endo Health Solutions Inc | NOTE 1.750% 4/1 | 29264FAB2 | $12.1K | $9,000,000 | 0.1% |
| Ishares TR(EEM)Call | MSCI EMERG MKT | 464287234 | $11.6K | 300,000 | 0.1% |
| Genworth Finl Inc(GNW)Call | COM CL A | 37247D106 | $11.4K | 1,000,000 | 0.1% |
| Enpro Inds Inc | DBCV 3.938%10/1 | 29355XAB3 | $10.7K | $6,707,000 | 0.1% |
| Ishares TR(IOO) | S&P GLB100INDX | 464287572 | $10.7K | 158,655 | 0.1% |
| Amtrust Financial Services I | NOTE 5.500%12/1 | 032359AC5 | $10.4K | $7,350,000 | 0.1% |
| General Mtrs Co(GM)Call | COM | 37045V100 | $10.0K | 300,000 | 0.1% |
| Ishares TR(FXI)Put | FTSE CHINA25 IDX | 464287184 | $9.8K | 300,000 | 0.1% |
| Caci Intl Inc | NOTE 2.125% 5/0 | 127190AD8 | $9.7K | $8,000,000 | 0.1% |
| Powershares QQQ Trust | UNIT SER 1 | 73935A104 | $9.5K | 133,153 | 0.1% |
| Barrick Gold Corp(ABX)Call | COM | 067901108 | $9.4K | 600,000 | 0.1% |
| Teleflex Inc | NOTE 3.875% 8/0 | 879369AA4 | $9.1K | $6,662,000 | 0.1% |
| Accuray Inc | NOTE 3.500% 2/0 | 004397AC9 | $8.3K | $6,500,000 | 0.1% |
| Caterpillar Inc del(CAT)Put | COM | 149123101 | $8.2K | 100,000 | 0.1% |
| General Cable Corp del New | NOTE 0.875%11/1 | 369300AD0 | $8.0K | $8,000,000 | 0.1% |
| Archer Daniels Midland Co | NOTE 0.875% 2/1 | 039483AW2 | $7.9K | $7,850,000 | 0.1% |
| United Parcel Service Inc(UPS)Put | CL B | 911312106 | $7.8K | 90,000 | 0.1% |
| Procter & Gamble Co(PG)Put | COM | 742718109 | $7.7K | 100,000 | 0.1% |
| Norfolk Southern Corp(NSC)Put | COM | 655844108 | $7.5K | 103,400 | 0.1% |
| Cisco SYS Inc(CSCO)Put | COM | 17275R102 | $7.3K | 300,000 | 0.1% |
| Toyota Motor Corp(TM)Call | SP ADR REP2COM | 892331307 | $7.2K | 60,000 | 0.1% |
| Metlife Inc(MET)Put | COM | 59156R108 | $6.9K | 150,000 | 0.1% |
| Cemex SAB de CV | NOTE 3.750% 3/1 | 151290BC6 | $6.9K | $5,500,000 | 0.1% |
| Lorillard IncPut | COM | 544147101 | $6.6K | 150,000 | 0.1% |
| Covanta Hldg Corp | NOTE 3.250% 6/0 | 22282EAC6 | $6.5K | $5,000,000 | 0.1% |
| Select Sector Spdr TR(XLB)Put | SBI MATERIALS | 81369Y100 | $5.8K | 150,000 | 0.1% |
| International Game Technolog | NOTE 3.250% 5/0 | 459902AQ5 | $5.4K | $5,000,000 | 0.1% |