Q2 2013 Holdings
Filed 2013-08-14 | 93 holdings | $2.9M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| D R Horton Inc(DHI) | COM | 23331A109 | $2.1M | 100,000 | 72.7% |
| Transocean LTD(RIG)Call | REG SHS | H8817H100 | $48.0K | 1,000,000 | 1.6% |
| Bank of America Corporation(BAC)Call | COM | 060505104 | $39.9K | 3,100,000 | 1.4% |
| Marsh & Mclennan COS Inc(MRSH)Call | COM | 571748102 | $37.3K | 935,000 | 1.3% |
| Marathon Oil Corp(MRO*)Call | COM | 565849106 | $31.1K | 900,000 | 1.1% |
| Salesforce COM Inc | NOTE 0.750% 1/1 | 79466LAB0 | $27.3K | $15,000,000 | 0.9% |
| Smithfield Foods Inc | NOTE 4.000% 6/3 | 832248AR9 | $22.7K | $17,195,000 | 0.8% |
| Wells Fargo & Co New | *W EXP 10/28/201 | 949746119 | $19.8K | 1,491,940 | 0.7% |
| Citigroup Inc(C)Call | COM NEW | 172967424 | $19.2K | 400,000 | 0.7% |
| Omnicare Inc | NOTE 3.750%12/1 | 681904AN8 | $18.6K | $10,000,000 | 0.6% |
| Altera CorpCall | COM | 021441100 | $18.1K | 550,000 | 0.6% |
| Smithfield Foods Inc | COM | 832248108 | $17.7K | 540,000 | 0.6% |
| Juniper Networks Inc(JNP)Call | COM | 48203R104 | $15.4K | 800,000 | 0.5% |
| MGM Resorts International | NOTE 4.250% 4/1 | 55303QAE0 | $14.8K | $13,190,000 | 0.5% |
| General Electric Co | COM | 369604103 | $14.2K | 650,000 | 0.5% |
| Starwood Ppty TR Inc | NOTE 4.550% 3/0 | 85571BAA3 | $13.8K | $13,200,000 | 0.5% |
| TRW Automotive Inc | NOTE 3.500%12/0 | 87264MAH2 | $13.8K | $6,000,000 | 0.5% |
| Teleflex Inc | NOTE 3.875% 8/0 | 879369AA4 | $13.7K | $10,000,000 | 0.5% |
| Take-Two Interactive Softwar | NOTE 1.000% 7/0 | 874054AD1 | $13.3K | $13,700,000 | 0.5% |
| Molson Coors Brewing Co | NOTE 2.500% 7/3 | 60871RAA8 | $13.2K | $13,000,000 | 0.5% |
| Colgate Palmolive Co(CL) | COM | 194162103 | $12.1K | 219,000 | 0.4% |
| Carlyle Group L P | COM UTS LTD PTN | 14309L102 | $10.6K | 435,000 | 0.4% |
| Life Technologies Corp | COM | 53217V109 | $10.2K | 137,924 | 0.3% |
| Walter Invt Mgmt Corp | COM | 93317W102 | $9.8K | 308,000 | 0.3% |
| Caci Intl Inc | NOTE 2.125% 5/0 | 127190AD8 | $9.6K | $8,000,000 | 0.3% |
| Xilinx Inc | NOTE 2.625% 6/1 | 983919AF8 | $9.3K | $6,500,000 | 0.3% |
| Gardner Denver Inc | COM | 365558105 | $9.2K | 122,500 | 0.3% |
| Cubist Pharmaceuticals Inc | NOTE 2.500%11/0 | 229678AD9 | $8.8K | $5,000,000 | 0.3% |
| Intel Corp | SDCV 2.950%12/1 | 458140AD2 | $8.7K | $8,000,000 | 0.3% |
| United Parcel Service Inc(UPS)Call | CL B | 911312106 | $8.6K | 100,000 | 0.3% |
| Elan PLC | ADR | 284131208 | $8.6K | 607,073 | 0.3% |
| Salix Pharmaceuticals Inc | NOTE 1.500% 3/1 | 795435AE6 | $8.4K | $7,000,000 | 0.3% |
| Dell Inc | COM | 24702R101 | $7.7K | 580,912 | 0.3% |
| Nuance Communications Inc | COM | 67020Y100 | $7.7K | 420,000 | 0.3% |
| Cobalt Intl Energy Inc | NOTE 2.625%12/0 | 19075FAA4 | $7.7K | $7,200,000 | 0.3% |
| International Game Technolog | NOTE 3.250% 5/0 | 459902AQ5 | $7.6K | $7,060,000 | 0.3% |
| Warner Chilcott PLC Ireland | SHS A | G94368100 | $7.5K | 375,000 | 0.3% |
| LAM Research Corp | NOTE 0.500% 5/1 | 512807AJ7 | $7.4K | $7,000,000 | 0.3% |
| American Intl Group Inc(AIG) | COM NEW | 026874784 | $7.4K | 175,000 | 0.3% |
| LAS Vegas Sands Corp(LVS) | COM | 517834107 | $7.3K | 150,000 | 0.3% |
| Intel Corp(INTC)Call | COM | 458140100 | $7.3K | 300,000 | 0.2% |
| Suntrust BKS Inc | *W EXP 11/14/201 | 867914111 | $7.2K | 2,250,000 | 0.2% |
| Prologis Inc(PLD) | COM | 74340W103 | $7.1K | 200,000 | 0.2% |
| Spdr Series Trust(KRE) | S&P REGL BKG | 78464A698 | $6.8K | 200,000 | 0.2% |
| Intel Corp(INTC) | COM | 458140100 | $6.7K | 300,000 | 0.2% |
| Citigroup Inc(C) | COM NEW | 172967424 | $6.6K | 150,000 | 0.2% |
| Corning Inc(GLW)Call | COM | 219350105 | $6.4K | 450,000 | 0.2% |
| Nuance Communications Inc | NOTE 2.750%11/0 | 67020YAF7 | $6.4K | $6,200,000 | 0.2% |
| Allergan Inc | COM | 018490102 | $6.2K | 80,000 | 0.2% |
| Philip Morris Intl Inc(PM) | COM | 718172109 | $6.1K | 70,000 | 0.2% |