Q4 2013 Holdings
Filed 2014-02-14 | 59 holdings | $4.8M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Blackberry LTD(BB) | COM | 09228F103 | $2.2M | 300,000 | 46.4% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $861.9K | 4,666,500 | 17.9% |
| Spdr S&P 500 ETF TR(SPY)Call | TR UNIT | 78462F103 | $277.0K | 1,500,000 | 5.8% |
| Salesforce COM Inc | NOTE 0.750% 1/1 | 79466LAB0 | $178.4K | $69,160,000 | 3.7% |
| Alcoa Inc | NOTE 5.250% 3/1 | 013817AT8 | $115.8K | $69,861,000 | 2.4% |
| Wisdomtree TR(DXJ)Call | JAPN HEDGE EQT | 97717W851 | $112.4K | 2,210,000 | 2.3% |
| Apple Inc(AAPL)Call | COM | 037833100 | $112.2K | 200,000 | 2.3% |
| D R Horton Inc | NOTE 2.000% 5/1 | 23331ABB4 | $107.9K | $62,420,000 | 2.2% |
| Exxon Mobil Corp(XOM)Call | COM | 30231G102 | $92.6K | 914,700 | 1.9% |
| Isis Pharmaceuticals Inc del | NOTE 2.750%10/0 | 464337AG9 | $77.2K | $31,000,000 | 1.6% |
| Oracle Corp(ORCL)Call | COM | 68389X105 | $76.5K | 2,000,000 | 1.6% |
| Hologic Inc | FRNT 4.000%12/1 | 436440AG6 | $65.8K | $62,544,000 | 1.4% |
| Advanced Micro Devices Inc | NOTE 6.000% 5/0 | 007903AL1 | $50.6K | $48,225,000 | 1.1% |
| Navistar Intl Corp New | NOTE 3.000%10/1 | 63934EAL2 | $37.8K | $36,832,000 | 0.8% |
| Ishares(FXI)Call | CHINA LG-CAP ETF | 464287184 | $32.6K | 850,000 | 0.7% |
| Nuance Communications Inc | DBCV 2.750% 8/1 | 67020YAB6 | $31.6K | $30,065,000 | 0.7% |
| Cisco SYS Inc(CSCO)Call | COM | 17275R102 | $30.8K | 1,373,900 | 0.6% |
| Linear Technology Corp | NOTE 3.000% 5/0 | 535678AC0 | $27.4K | $24,000,000 | 0.6% |
| United States STL Corp New | NOTE 4.000% 5/1 | 912909AE8 | $19.6K | $18,313,000 | 0.4% |
| American Rlty Cap Pptys Inc | NOTE 3.000% 8/0 | 02917TAA2 | $19.5K | $19,500,000 | 0.4% |
| Chesapeake Energy Corp | NOTE 2.750%11/1 | 165167BW6 | $17.9K | $17,000,000 | 0.4% |
| Ishares(FXI)Put | CHINA LG-CAP ETF | 464287184 | $17.3K | 450,000 | 0.4% |
| PPL Corp | UNIT 99/99/9999S | 69351T114 | $17.1K | $324,711 | 0.4% |
| Alpha Natural Resources Inc | NOTE 3.750%12/1 | 02076XAE2 | $14.6K | $14,000,000 | 0.3% |
| Blackberry LTD(BB)Call | COM | 09228F103 | $12.8K | 1,721,400 | 0.3% |
| Equinix Inc | NOTE 3.000%10/1 | 29444UAG1 | $12.7K | $8,000,000 | 0.3% |
| General Mtrs Co | *W EXP 07/10/201 | 37045V126 | $12.6K | 545,871 | 0.3% |
| Best BUY Inc(BBY)Put | COM | 086516101 | $12.0K | 300,000 | 0.2% |
| Rockwood Hldgs IncCall | COM | 774415103 | $10.8K | 150,000 | 0.2% |
| Molina Healthcare Inc | NOTE 3.750%10/0 | 60855RAA8 | $9.6K | $8,000,000 | 0.2% |
| Goldcorp Inc NewCall | COM | 380956409 | $8.7K | 400,000 | 0.2% |
| Stillwater MNG Co | NOTE 1.750%10/1 | 86074QAL6 | $8.4K | $7,500,000 | 0.2% |
| YPF Sociedad Anonima(YPF)Call | SPON ADR CL D | 984245100 | $8.2K | 250,000 | 0.2% |
| American Rlty Cap Pptys Inc | NOTE 3.750%12/1 | 02917TAB0 | $7.1K | $7,000,000 | 0.1% |
| Biomarin Pharmaceutical Inc(BMRN)Call | COM | 09061G101 | $7.0K | 100,000 | 0.1% |
| Goodyear Tire & Rubr Co | PFD CONV 5.875% | 382550309 | $6.7K | 100,000 | 0.1% |
| Dendreon Corp | NOTE 2.875% 1/1 | 24823QAC1 | $6.5K | $10,000,000 | 0.1% |
| Cliffs NAT RES IncPut | COM | 18683K101 | $6.0K | 230,000 | 0.1% |
| YPF Sociedad Anonima Spon(YPF) | ADR CL D | 984245100 | $5.7K | 173,600 | 0.1% |
| YRC Worldwide IncCall | COM PAR $.01 | 984249607 | $5.2K | 300,000 | 0.1% |
| Interoil Corp | NOTE 2.750%11/1 | 460951AC0 | $5.1K | $5,500,000 | 0.1% |
| Rockwood Hldgs Inc | COM | 774415103 | $4.3K | 60,000 | 0.1% |
| AK STL Hldg Corp(AKS1EUR)Call | COM | 001547108 | $4.1K | 500,000 | 0.1% |
| Electronic Arts Inc | NOTE 0.750% 7/1 | 285512AA7 | $3.7K | $3,500,000 | 0.1% |
| Salix Pharmaceuticals Inc | NOTE 1.500% 3/1 | 795435AE6 | $3.7K | $2,500,000 | 0.1% |
| Barrick Gold Corp(ABX)Call | COM | 067901108 | $3.5K | 200,000 | 0.1% |
| Twitter Inc(TWTRUSD)Put | COM | 90184L102 | $3.2K | 50,000 | 0.1% |
| Chesapeake Energy Corp | PFD CONV | 165167842 | $2.9K | 31,009 | 0.1% |
| Penney J C Inc | COM | 708160106 | $2.7K | 300,000 | 0.1% |
| Viropharma IncCall | COM | 928241108 | $2.5K | 50,000 | 0.1% |