Q3 2013 Holdings
Filed 2013-11-14 | 68 holdings | $1.2M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Spdr Trust(SPY) | LISTED EQUITY OPTIONS | 78462F103 | $111.6K | 664,400 | 9.5% |
| Citigroup A Wrts 10.61 2019 | WARRANTS | 172967226 | $91.1K | 1,877,734 | 7.7% |
| Citigroup B Wrts 17.85 2018 | WARRANTS | 172967234 | $87.0K | 1,793,300 | 7.4% |
| KMI 40 2016 Wrts | WARRANTS | 49456B119 | $68.1K | 1,913,460 | 5.8% |
| Tyson Foods Inc | Note 3.2500% 15-Oct-2013 | 902494AP8 | $47.2K | $27,500,000 | 4.0% |
| General Motors A 10 Wrts 2016 | WARRANTS | 37045V118 | $39.6K | 1,099,628 | 3.4% |
| GenCorp Inc | Note 4.0625% 31-Dec-2039 | 368682AN0 | $36.1K | $20,000,000 | 3.1% |
| Covanta Holding Corp | Note 3.2500% 01-Jun-2014 | 22282EAC6 | $33.8K | $24,524,000 | 2.9% |
| Cemex S.A.B. de C.V. Tranche 1 | Note 3.2500% 15-Mar-2016 | 151290BB8 | $31.9K | $25,000,000 | 2.7% |
| Micron Technology Tranche A | Note 1.5000% 01-Aug-2031 | 595112AQ6 | $31.7K | $17,000,000 | 2.7% |
| Verisign Inc | Note 3.2500% 15-Aug-2037 | 92343EAD4 | $31.4K | $20,000,000 | 2.7% |
| On Semiconductor Corp | Note 2.6250% 15-Dec-2026 | 682189AG0 | $28.6K | $28,427,000 | 2.4% |
| Newmont Mining Tranche 1 | Note 1.2500% 15-Jul-2014 | 651639AH9 | $27.5K | $27,100,000 | 2.3% |
| Micron Technology (Exchange) | Note 1.8750% 01-Jun-2027 | 595112AK9 | $24.5K | $15,210,000 | 2.1% |
| Goldcorp Inc | Note 2.0000% 01-Aug-2014 | 380956AB8 | $22.8K | $22,537,000 | 1.9% |
| L-3 Communications Holdings | Note 3.0000% 01-Aug-2035 | 502413AW7 | $21.8K | $20,015,000 | 1.9% |
| Stillwater Mining | Note 1.7500% 15-Oct-2032 | 86074QAL6 | $21.1K | $20,000,000 | 1.8% |
| Western Refining Inc | Note 5.7500% 15-Jun-2014 | 959319AC8 | $20.3K | $6,500,000 | 1.7% |
| D.R. Horton Inc | Note 2.0000% 15-May-2014 | 23331ABB4 | $19.8K | $13,000,000 | 1.7% |
| Navistar International | Note 3.0000% 15-Oct-2014 | 63934EAL2 | $19.6K | $19,150,000 | 1.7% |
| Vector Group | Note 2.5000% 15-Jan-2019 | 92240MAY4 | $19.1K | $16,000,000 | 1.6% |
| Endo Pharmaceuticals Hldgs | Note 1.7500% 15-Apr-2015 | 29264FAB2 | $18.7K | $11,790,000 | 1.6% |
| Exterran Holdings Inc | Note 4.2500% 15-Jun-2014 | 30225XAA1 | $18.7K | $15,000,000 | 1.6% |
| Chesapeake Energy Corp. | Note 2.7500% 15-Nov-2035 | 165167BW6 | $17.7K | $17,000,000 | 1.5% |
| ADM 01/18/14 C39(ADM) | LISTED EQUITY OPTIONS | 039483102 | $17.5K | 474,600 | 1.5% |
| RF Micro Devices Tranche 2 | Note 1.0000% 15-Apr-2014 | 749941AJ9 | $17.2K | $17,022,000 | 1.5% |
| Electronic Arts Inc | Note 0.7500% 15-Jul-2016 | 285512AA7 | $17.1K | $15,750,000 | 1.5% |
| Xilinx | Note 3.1250% 15-Mar-2037 | 983919AD3 | $16.2K | $10,000,000 | 1.4% |
| McMoRan Exploration Co. (Exchange Offer) | Note 5.2500% 06-Oct-2013 | 582411AM6 | $15.6K | $15,000,000 | 1.3% |
| Starwood Property Trust | Note 4.0000% 15-Jan-2019 | 85571BAB1 | $15.5K | $15,000,000 | 1.3% |
| Central European Media (Exchange) | Note 5.0000% 15-Nov-2015 | 153443AH9 | $14.0K | $14,564,000 | 1.2% |
| Usec Inc | Note 3.0000% 01-Oct-2014 | 90333EAC2 | $13.9K | $48,028,000 | 1.2% |
| Arris Group Inc | Note 2.0000% 15-Nov-2026 | 04269QAC4 | $13.8K | $12,804,000 | 1.2% |
| Green Plains Renewable Energy | Note 5.7500% 01-Nov-2015 | 393222AB0 | $13.5K | $10,340,000 | 1.1% |
| Comtech Telecommunications | Note 3.0000% 01-May-2029 | 205826AF7 | $13.3K | $13,000,000 | 1.1% |
| Take-Two Interactive Systems | Note 1.0000% 01-Jul-2018 | 874054AD1 | $11.1K | $10,000,000 | 0.9% |
| Molycorp Inc | Note 6.0000% 01-Sep-2017 | 608753AF6 | $9.6K | $12,050,000 | 0.8% |
| PHH Corp | Note 4.0000% 01-Sep-2014 | 693320AN3 | $9.4K | $8,600,000 | 0.8% |
| Hanwha SolarOne Co Ltd | Note 3.5000% 15-Jan-2018 | 83415UAB4 | $8.7K | $9,425,000 | 0.7% |
| Alpha Natural Resources Inc | Note 3.7500% 15-Dec-2017 | 02076XAE2 | $7.6K | $8,000,000 | 0.6% |
| Suntech Power Holdings | Note 3.0000% 15-Mar-2013 | 86800CAE4 | $6.5K | $24,700,000 | 0.6% |
| Cbst 10/19/13 P55 | LISTED EQUITY OPTIONS | 229678107 | $6.4K | 100,000 | 0.5% |
| Archer Daniels Midland | Note 0.8750% 15-Feb-2014 | 039483AW2 | $6.2K | $6,087,000 | 0.5% |
| BPZ Resources Inc | Note 6.5000% 01-Mar-2015 | 055639AB4 | $6.0K | $6,500,000 | 0.5% |
| JCP 01/18/14 P15 | EQUITY | 708160106 | $5.3K | 600,000 | 0.4% |
| LNG 12/21/13 C32(LNG) | EQUITY | 16411R208 | $4.9K | 144,171 | 0.4% |
| SFI 01/18/14 C12 | LISTED EQUITY OPTIONS | 45031U101 | $4.8K | 400,000 | 0.4% |
| Exelixis Inc | Note 4.2500% 15-Aug-2019 | 30161QAC8 | $4.7K | $4,000,000 | 0.4% |
| AK Steel Corp | Note 5.0000% 15-Nov-2019 | 001546AP5 | $4.7K | $5,000,000 | 0.4% |
| Holx 12/21/13 C25(HOLX) | EQUITY | 436440101 | $4.4K | 214,700 | 0.4% |