Q4 2013 Holdings
Filed 2014-02-13 | 85 holdings | $503.6K | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Lions Gate Entmt Inc | NOTE 3.625% 3/1 | 53626YAA6 | $49.2K | $12,831,000 | 9.8% |
| Microchip Technology Inc | SDCV 2.125%12/1 | 595017AB0 | $34.2K | $19,710,000 | 6.8% |
| PDL Biopharma Inc | NOTE 2.875% 2/1 | 69329YAE4 | $31.2K | $20,221,000 | 6.2% |
| United Therapeutics Corp del | NOTE 1.000% 9/1 | 91307CAF9 | $30.8K | $13,000,000 | 6.1% |
| Western Refng Inc | NOTE 5.750% 6/1 | 959319AC8 | $28.4K | $6,401,000 | 5.6% |
| Omnicare Inc | NOTE 3.750% 4/0 | 681904AP3 | $21.2K | $14,000,000 | 4.2% |
| Teleflex Inc | NOTE 3.875% 8/0 | 879369AA4 | $19.3K | $12,221,000 | 3.8% |
| Spdr S&P 500 ETF TR(SPY)Call | TR UNIT | 78462F103 | $18.5K | 100,000 | 3.7% |
| Jetblue Airways Corp | DBCV 6.750%10/1 | 477143AG6 | $15.0K | $7,895,000 | 3.0% |
| Micron Technology Inc | NOTE 1.875% 8/0 | 595112AR4 | $12.7K | $5,500,000 | 2.5% |
| Priceline COM Inc | NOTE 1.250% 3/1 | 741503AN6 | $12.6K | $3,300,000 | 2.5% |
| Novellus SYS Inc | NOTE 2.625% 5/1 | 670008AD3 | $12.5K | $7,500,000 | 2.5% |
| Equinix Inc | NOTE 4.750% 6/1 | 29444UAH9 | $11.4K | $5,234,000 | 2.3% |
| Hercules Tech Growth Cap Inc | NOTE 6.000% 4/1 | 427096AB8 | $11.1K | $7,992,000 | 2.2% |
| Mylan Inc | NOTE 3.750% 9/1 | 628530AJ6 | $9.8K | $3,000,000 | 2.0% |
| Omnicare Cap TR II | PFD B TR 4.00% | 68214Q200 | $9.8K | 132,710 | 1.9% |
| Hawaiian Holdings Inc | NOTE 5.000% 3/1 | 419879AD3 | $7.6K | $5,640,000 | 1.5% |
| Omnicare Inc | NOTE 3.750%12/1 | 681904AN8 | $7.1K | $3,085,000 | 1.4% |
| Endo Health Solutions Inc | NOTE 1.750% 4/1 | 29264FAB2 | $6.9K | $2,970,000 | 1.4% |
| Developers Diversified Rlty | NOTE 1.750%11/1 | 251591AX1 | $6.9K | $6,175,000 | 1.4% |
| Ascent Cap Group Inc | NOTE 4.000% 7/1 | 043632AA6 | $5.9K | $5,500,000 | 1.2% |
| Annaly Cap Mgmt Inc | NOTE 5.000% 5/1 | 035710AB8 | $5.5K | $5,400,000 | 1.1% |
| Jinkosolar Hldg Co LTD | NOTE 4.000% 5/1 | 47759TAA8 | $5.4K | $5,100,000 | 1.1% |
| Jetblue Airways Corp | DBCV 6.750%10/1 | 477143AF8 | $5.4K | $3,000,000 | 1.1% |
| Enpro Inds Inc | DBCV 3.938%10/1 | 29355XAB3 | $5.3K | $3,000,000 | 1.1% |
| Home Inns & Hotels Mgmt Inc | NOTE 2.000%12/1 | 43713WAB3 | $5.2K | $5,000,000 | 1.0% |
| Merrimack Pharmaceuticals in | NOTE 4.500% 7/1 | 590328AA8 | $5.2K | $5,000,000 | 1.0% |
| Salesforce COM Inc | NOTE 0.750% 1/1 | 79466LAB0 | $5.2K | $2,000,000 | 1.0% |
| Horsehead Hldg Corp | NOTE 3.800% 7/0 | 440694AB3 | $5.0K | $4,000,000 | 1.0% |
| Beazer Homes USA Inc | UNIT 99/99/9999 | 07556Q709 | $4.9K | 133,264 | 1.0% |
| Callaway Golf Co | OTE 3.750% 8/1 | 131193AC8 | $4.9K | $3,975,000 | 1.0% |
| Albany Molecular Resh Inc | OTE 2.250%11/1 | 012423AA7 | $4.9K | $5,250,000 | 1.0% |
| Xilinx Inc | SDCV 3.125% 3/1 | 983919AD3 | $4.7K | $3,000,000 | 0.9% |
| Prospect Capital Corporation | MTNF 5.375%10/1 | 74348TAK8 | $4.5K | $4,300,000 | 0.9% |
| Jetblue Airways Corp | DBCV 5.500%10/1 | 477143AE1 | $4.5K | $2,240,000 | 0.9% |
| Starwood Ppty TR Inc | NOTE 4.000% 1/1 | 85571BAB1 | $4.4K | $4,000,000 | 0.9% |
| BPZ Resources Inc | OTE 8.500%10/0 | 055639AC2 | $4.3K | $4,900,000 | 0.9% |
| Gain Cap Hldgs Inc | OTE 4.125%12/0 | 36268WAA8 | $4.2K | $4,500,000 | 0.8% |
| Callidus Software Inc | NOTE 4.750% 6/0 | 13123EAB0 | $4.2K | $2,350,000 | 0.8% |
| EPR Pptys | PFD C CNV 5.75% | 26884U208 | $4.0K | 200,000 | 0.8% |
| Ramco-Gershenson Pptys TR Perp | PFD-D CV | 751452608 | $3.5K | 59,568 | 0.7% |
| Hf2 Finl Mgmt Inc | CL A | 40421A104 | $3.1K | 300,000 | 0.6% |
| ROI Acquisition Corp II | COM | 74966G101 | $2.8K | 290,168 | 0.5% |
| Cenveo Corp | NOTE 7.000% 5/1 | 15671BAJ0 | $2.7K | $2,500,000 | 0.5% |
| Alpha Natural Resources Inc | OTE 4.875%12/1 | 02076XAF9 | $2.7K | $2,500,000 | 0.5% |
| Hyde PK Acquisition Corp II | COM | 448640102 | $2.6K | 250,000 | 0.5% |
| Resource Cap Corp | OTE 6.000%12/0 | 76120WAA2 | $2.5K | $2,500,000 | 0.5% |
| Chart Acquisition Corp | COM | 161151105 | $2.4K | 250,000 | 0.5% |
| Silver Eagle Acquisition COR | COM | 827694100 | $2.4K | 250,000 | 0.5% |
| Capitol Acquisition Corp II | COM | 14056V105 | $2.4K | 250,000 | 0.5% |