Q2 2013 Holdings
Filed 2013-08-14 | 38 holdings | $5.2M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Spdr S&P 500(SPY)Call | ETF TR TR UNIT | 78462F103 | $1.3M | 8,000,000 | 24.7% |
| Spdr S&P 500(SPY)Put | ETF TR TR UNIT | 78462F103 | $1.1M | 6,832,800 | 21.1% |
| Beazer Homes USA Inc(BZH) | COM NEW | 07556Q881 | $876.0K | 50,000 | 16.9% |
| E M C Corp Mass | NOTE 1.750%12/0 | 268648AM4 | $295.2K | $199,691,000 | 5.7% |
| Gilead Sciences Inc | NOTE 1.000% 5/0 | 375558AN3 | $227.3K | $100,145,000 | 4.4% |
| Ishares IncCall | MSCI JAPAN | 464286848 | $220.7K | 19,673,400 | 4.2% |
| Spdr Gold Trust(GLD)Call | GOLD SHS | 78463V107 | $220.7K | 1,852,800 | 4.2% |
| Alliance Data Systems Corp | NOTE 1.750% 8/0 | 018581AD0 | $159.1K | $70,003,000 | 3.1% |
| D R Horton Inc | NOTE 2.000% 5/1 | 23331ABB4 | $112.9K | $67,920,000 | 2.2% |
| Ishares TR(IWM)Put | RUSSELL 2000 | 464287655 | $94.7K | 976,200 | 1.8% |
| Alcoa Inc | NOTE 5.250% 3/1 | 013817AT8 | $94.1K | $74,061,000 | 1.8% |
| Wisdomtree Trust(DXJ)Call | JAPN HEDGE EQT | 97717W851 | $91.2K | 2,000,000 | 1.8% |
| Salesforce COM Inc | NOTE 0.750% 1/1 | 79466LAB0 | $70.8K | $39,050,000 | 1.4% |
| Hologic Inc | FRNT 2.000%12/1 | 436440AG6 | $57.2K | $55,744,000 | 1.1% |
| Western Refng Inc | NOTE 5.750% 6/1 | 959319AC8 | $49.0K | $16,830,000 | 0.9% |
| Linear Technology Corp | NOTE 3.000% 5/0 | 535678AC0 | $31.4K | $30,000,000 | 0.6% |
| Cubist Pharmaceuticals Inc | NOTE 2.500%11/0 | 229678AD9 | $26.3K | $15,000,000 | 0.5% |
| Morgan Stanley(MS)Put | COM NEW | 617446448 | $24.4K | 1,000,000 | 0.5% |
| Newmont Mining Corp | NOTE 1.250% 7/1 | 651639AH9 | $17.2K | $17,000,000 | 0.3% |
| Ship Finance International L | NOTE 3.250% 2/0 | G81075AE6 | $16.9K | $17,500,000 | 0.3% |
| Molina Healthcare Inc | NOTE 3.750%10/0 | 60855RAA8 | $12.9K | $10,000,000 | 0.2% |
| Hornbeck Offshore Svcs Inc N | FRNT 1.625%11/1 | 440543AE6 | $11.9K | $10,280,000 | 0.2% |
| Steel Dynamics Inc | NOTE 5.125% 6/1 | 858119AP5 | $11.3K | $10,500,000 | 0.2% |
| Beazer Homes USA Inc(BZH)Call | COM NEW | 07556Q881 | $10.5K | 600,000 | 0.2% |
| Stillwater MNG Co | NOTE 1.750%10/1 | 86074QAL6 | $10.3K | $10,000,000 | 0.2% |
| Arris Group Inc | NOTE 2.000%11/1 | 04269QAC4 | $10.3K | $9,960,000 | 0.2% |
| Chesapeake Energy Corp(CHKEUR)Call | COM | 165167107 | $10.2K | 500,000 | 0.2% |
| Goldcorp Inc NewCall | COM | 380956409 | $9.9K | 400,000 | 0.2% |
| General Mtrs Co | *W EXP 07/10/201 | 37045V126 | $8.9K | 545,871 | 0.2% |
| Auxilium Pharmaceuticals Inc | NOTE 1.500% 7/1 | 05334DAA5 | $7.0K | $7,208,000 | 0.1% |
| Etfs Palladium TR | SH BEN INT | 26923A106 | $6.4K | 99,200 | 0.1% |
| Silver BAY Rlty TR Corp | COM | 82735Q102 | $4.1K | 250,000 | 0.1% |
| Consol Energy Inc | COM | 20854P109 | $4.1K | 150,000 | 0.1% |
| Endo Health Solutions Inc | COM | 29264F205 | $4.0K | 107,374 | 0.1% |
| Barrick Gold Corp(ABX)Call | COM | 067901108 | $3.1K | 200,000 | 0.1% |
| Mylan Inc | COM | 628530107 | $3.1K | 100,000 | 0.1% |
| Oil STS Intl Inc(OIS) | COM | 678026105 | $2.8K | 30,000 | 0.1% |
| Sony Corp(SONY) | ADR NEW | 835699307 | $1.2K | 55,000 | 0.0% |