Q3 2013 Holdings
Filed 2013-11-14 | 45 holdings | $1.6M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| E M C Corp Mass | NOTE 1.750%12/0 | 268648AM4 | $351.2K | $219,691,000 | 22.1% |
| Gilead Sciences Inc | NOTE 1.000% 5/0 | 375558AN3 | $297.6K | $106,845,000 | 18.7% |
| Salesforce COM Inc | NOTE 0.750% 1/1 | 79466LAB0 | $110.0K | $45,200,000 | 6.9% |
| D R Horton Inc | NOTE 2.000% 5/1 | 23331ABB4 | $95.0K | $62,420,000 | 6.0% |
| Alcoa Inc | NOTE 5.250% 3/1 | 013817AT8 | $90.1K | $69,861,000 | 5.7% |
| Cubist Pharmaceuticals Inc | NOTE 2.500%11/0 | 229678AD9 | $64.2K | $28,500,000 | 4.0% |
| Hologic Inc | FRNT 4.000%12/1 | 436440AG6 | $63.3K | $60,544,000 | 4.0% |
| Western Refng Inc | NOTE 5.750% 6/1 | 959319AC8 | $52.8K | $16,830,000 | 3.3% |
| Spdr Series Trust S&P Retail(XRT)Put | ETF | 78464A714 | $49.2K | 600,000 | 3.1% |
| Isis Pharmaceuticals Inc del | NOTE 2.750%10/0 | 464337AG9 | $42.2K | $18,000,000 | 2.6% |
| Advanced Micro Devices Inc | NOTE 6.000% 5/0 | 007903AL1 | $32.0K | $30,725,000 | 2.0% |
| Navistar Intl Corp New | NOTE 3.000%10/1 | 63934EAL2 | $30.8K | $30,250,000 | 1.9% |
| Newmont Mining Corp | NOTE 1.250% 7/1 | 651639AH9 | $28.8K | $28,500,000 | 1.8% |
| Salix Pharmaceuticals Inc | NOTE 1.500% 3/1 | 795435AE6 | $24.6K | $20,000,000 | 1.5% |
| Linear Technology Corp | NOTE 3.000% 5/0 | 535678AC0 | $22.9K | $21,500,000 | 1.4% |
| Best BUY Inc(BBY)Put | COM | 086516101 | $22.5K | 600,000 | 1.4% |
| Market Vectors ETF TRCall | GOLD MINER ETF | 57060U100 | $20.0K | 800,000 | 1.3% |
| Sandisk Corp | NOTE 1.500% 8/1 | 80004CAD3 | $19.9K | $15,000,000 | 1.3% |
| Ship Finance International L | NOTE 3.250% 2/0 | G81075AE6 | $14.9K | $14,700,000 | 0.9% |
| Equinix Inc | NOTE 3.000%10/1 | 29444UAG1 | $13.4K | $8,000,000 | 0.8% |
| Micron Technology Inc | NOTE 1.875% 6/0 | 595112AH6 | $12.7K | $10,000,000 | 0.8% |
| Molina Healthcare Inc | NOTE 3.750%10/0 | 60855RAA8 | $12.3K | $10,000,000 | 0.8% |
| Hornbeck Offshore Svcs Inc N | FRNT 1.625%11/1 | 440543AE6 | $12.2K | $10,280,000 | 0.8% |
| Cliffs NAT RES IncPut | COM | 18683K101 | $10.9K | 530,000 | 0.7% |
| Stillwater MNG Co | NOTE 1.750%10/1 | 86074QAL6 | $10.6K | $10,000,000 | 0.7% |
| Goldcorp Inc NewCall | COM | 380956409 | $10.4K | 400,000 | 0.7% |
| Archer Daniels Midland Co | NOTE 0.875% 2/1 | 039483AW2 | $10.2K | $10,000,000 | 0.6% |
| General Mtrs Co | *W EXP 07/10/201 | 37045V126 | $10.2K | 545,871 | 0.6% |
| Penney J C IncCall | COM | 708160106 | $8.8K | 1,000,000 | 0.6% |
| L-3 Communications Corp | DEBT 3.000% 8/0 | 502413AW7 | $8.2K | $7,500,000 | 0.5% |
| Dendreon Corp | NOTE 2.875% 1/1 | 24823QAC1 | $6.4K | $10,000,000 | 0.4% |
| Level 3 Communications Inc | NOTE 6.500%10/0 | 52729NBR0 | $5.5K | $3,611,000 | 0.3% |
| Penney J C Inc | COM | 708160106 | $4.4K | 500,000 | 0.3% |
| Barrick Gold Corp(ABX)Call | COM | 067901108 | $3.7K | 200,000 | 0.2% |
| Redwood TR Inc | NOTE 4.625% 4/1 | 758075AB1 | $3.1K | $2,939,000 | 0.2% |
| Sunpower Corp | DBCV 4.500% 3/1 | 867652AE9 | $2.6K | $1,969,000 | 0.2% |
| Market Vectors ETF TR | GOLD MINER ETF | 57060U100 | $2.5K | 100,000 | 0.2% |
| Nuveen Quality PFD Income FD | COM | 67071S101 | $2.0K | 265,000 | 0.1% |
| Viropharma IncCall | COM | 928241108 | $2.0K | 50,000 | 0.1% |
| Consol Energy Inc | COM | 20854P109 | $1.7K | 50,000 | 0.1% |
| Nuance Communications Inc | COM | 67020Y100 | $1.5K | 78,000 | 0.1% |
| Rite AID Corp | COM | 767754104 | $1.4K | 300,000 | 0.1% |
| Tower Group Inc | NOTE 5.000% 9/1 | 891777AC8 | $1.1K | $1,326,000 | 0.1% |
| Tower Group Intl LTDPut | COM | G8988C105 | $981 | 140,200 | 0.1% |
| Protalix Biotherapeutics Inc | COM | 74365A101 | $906 | 200,000 | 0.1% |