Q4 2013 Holdings
Filed 2014-02-14 | 334 holdings | $1.2M | 13F-HR/A | View on SEC ↗ · Holdings Table ↗
Amended (2015-02-17) | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Spdr S&P 500 ETF TR(SPY) | TR UNIT | 78462F103 | $92.3K | 500,000 | 7.8% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $74.8K | 405,000 | 6.4% |
| Ishares(FXI)Call | CHINA LG-CAP ETF | 464287184 | $59.5K | 1,550,000 | 5.1% |
| Micron Technology Inc | NOTE 3.125% 5/0 | 595112AX1 | $47.9K | $21,490,000 | 4.1% |
| Microchip Technology Inc | SDCV 2.125%12/1 | 595017AB0 | $41.7K | $24,546,000 | 3.5% |
| Enersys | NOTE 3.375% 6/0 | 29275YAA0 | $21.8K | $12,000,000 | 1.9% |
| Caci Intl Inc | NOTE 2.125% 5/0 | 127190AD8 | $17.2K | $13,200,000 | 1.5% |
| Micron Technology Inc(MU) | COM | 595112103 | $15.8K | 726,320 | 1.3% |
| Goldcorp Inc New | NOTE 2.000% 8/0 | 380956AB8 | $15.2K | $15,000,000 | 1.3% |
| Exelixis Inc | NOTE 4.250% 8/1 | 30161QAC8 | $14.6K | $12,146,000 | 1.2% |
| Radian Group Inc(RDN)Call | COM | 750236101 | $13.9K | 982,800 | 1.2% |
| Enpro Inds Inc | DBCV 3.938%10/1 | 29355XAB3 | $13.4K | $7,707,000 | 1.1% |
| Archer Daniels Midland Co | NOTE 0.875% 2/1 | 039483AW2 | $13.3K | $10,000,000 | 1.1% |
| Market Vectors ETF TRCall | GOLD MINER ETF | 57060U100 | $13.2K | 625,000 | 1.1% |
| YRC Worldwide IncPut | COM PAR $.01 | 984249607 | $13.0K | 749,600 | 1.1% |
| Omnicare Inc | NOTE 3.500% 2/1 | 681904AQ1 | $12.4K | $11,500,000 | 1.1% |
| Radian Group Inc(RDN) | COM | 750236101 | $12.0K | 848,080 | 1.0% |
| Teleflex Inc | NOTE 3.875% 8/0 | 879369AA4 | $11.9K | $7,162,000 | 1.0% |
| Powershares ETF Trust | DYNA BUYBK ACH | 73935X286 | $11.4K | 264,000 | 1.0% |
| Facebook Inc(META)Put | CL A | 30303M102 | $10.9K | 200,000 | 0.9% |
| Select Sector Spdr TR(XLF)PutA | SBI INT-FINL | 81369Y605 | $10.9K | 500,000 | 0.9% |
| Caesars Entmt Corp(CZREUR)Call | COM | 127686103 | $10.8K | 500,000 | 0.9% |
| Medtronic Inc | COM | 585055106 | $10.7K | 186,900 | 0.9% |
| International Business Machs(IBM)Put | COM | 459200101 | $9.4K | 50,000 | 0.8% |
| Penney J C IncCall | COM | 708160106 | $9.3K | 1,015,000 | 0.8% |
| Novellus SYS Inc | NOTE 2.625% 5/1 | 670008AD3 | $9.1K | $5,661,000 | 0.8% |
| Barclays BK PLCPut | IPATH S&P500 VIX | 06742E711 | $9.0K | 212,600 | 0.8% |
| L-3 Communications Corp | DEBT 3.000% 8/0 | 502413AW7 | $8.9K | $7,500,000 | 0.8% |
| American Rlty Cap Pptys Inc | NOTE 3.000% 8/0 | 02917TAA2 | $8.6K | $16,500,000 | 0.7% |
| Life Technologies Corp | COM | 53217V109 | $8.5K | 111,561 | 0.7% |
| Procter & Gamble Co(PG)Put | COM | 742718109 | $8.1K | 100,000 | 0.7% |
| Ctrip COM Intl LTD(CTRPUSD)Call | AMERICAN DEP SHS | 22943F100 | $7.4K | 150,000 | 0.6% |
| YRC Worldwide Inc | NOTE 10.000% 3/3 | 984249AB8 | $7.4K | $12,000,000 | 0.6% |
| EOG RES Inc(EOG) | COM | 26875P101 | $7.3K | 43,200 | 0.6% |
| Cadence Design System Inc | NOTE 2.625% 6/0 | 127387AJ7 | $7.2K | $4,000,000 | 0.6% |
| Select Sector Spdr TR(XLK)Call | TECHNOLOGY | 81369Y803 | $7.1K | 200,000 | 0.6% |
| Barrick Gold Corp(ABX)Call | COM | 067901108 | $7.1K | 400,000 | 0.6% |
| Ishares(EEM) | MSCI EMG MKT ETF | 464287234 | $6.7K | 160,000 | 0.6% |
| Cabot Oil & Gas Corp(CTRA) | COM | 127097103 | $6.5K | 166,600 | 0.5% |
| Penney J C IncPut | COM | 708160106 | $6.4K | 694,500 | 0.5% |
| Cameco Corp(CCJ)Call | COM | 13321L108 | $6.2K | 300,000 | 0.5% |
| Vanguard Intl Equity Index F(VWO) | FTSE EMR MKT ETF | 922042858 | $6.2K | 150,000 | 0.5% |
| Covanta Hldg Corp | NOTE 3.250% 6/0 | 22282EAC6 | $6.0K | $5,000,000 | 0.5% |
| Schlumberger LTD(SLB)A | COM | 806857108 | $5.9K | 65,700 | 14.3% |
| Family DLR Stores IncCall | COM | 307000109 | $5.8K | 90,000 | 0.5% |
| Spdr Gold Trust(GLD)Call | GOLD SHS | 78463V107 | $5.8K | 50,000 | 0.5% |
| Cimarex Energy Co(XECEUR) | COM | 171798101 | $5.5K | 52,000 | 0.5% |
| Noble Energy Inc(NBL2EUR) | COM | 655044105 | $5.2K | 76,100 | 0.4% |
| United Technologies Corp(UTXZ) | COM | 913017109 | $5.0K | 44,337 | 0.4% |
| Newmont Mining Corp | NOTE 1.250% 7/1 | 651639AH9 | $5.0K | $5,000,000 | 0.4% |