Q4 2013 Holdings
Filed 2014-02-14 | 62 holdings | $1.2M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Spdr S&P 500 ETF TR(SPY)Call | TR UNIT | 78462F103 | $177.1K | 958,700 | 15.0% |
| Citigroup Inc | *W EXP 01/04/201 | 172967226 | $122.6K | 2,352,081 | 10.4% |
| Citigroup Inc | *W EXP 10/28/201 | 172967234 | $93.4K | 1,793,300 | 7.9% |
| Endo Health Solutions Inc | NOTE 1.750% 4/1 | 29264FAB2 | $77.2K | $33,290,000 | 6.5% |
| Kinder Morgan Inc del | *W EXP 05/25/201 | 49456B119 | $68.9K | 1,914,000 | 5.8% |
| Gencorp Inc | SDCV 4.062%12/3 | 368682AN0 | $40.4K | $20,000,000 | 3.4% |
| Western Refng Inc | NOTE 5.750% 6/1 | 959319AC8 | $37.5K | $8,458,000 | 3.2% |
| Micron Technology Inc | NOTE 2.375% 5/0 | 595112AW3 | $36.0K | $15,500,000 | 3.0% |
| Starwood Ppty TR Inc | NOTE 4.000% 1/1 | 85571BAB1 | $32.3K | $29,000,000 | 2.7% |
| Xilinx Inc | SDCV 3.125% 3/1 | 983919AD3 | $28.6K | $17,995,000 | 2.4% |
| Cemex SAB de CV | NOTE 3.250% 3/1 | 151290BB8 | $26.4K | $20,000,000 | 2.2% |
| L-3 Communications Corp | DEBT 3.000% 8/0 | 502413AW7 | $23.9K | $19,786,000 | 2.0% |
| Exterran Hldgs Inc | NOTE 4.250% 6/1 | 30225XAA1 | $22.4K | $15,000,000 | 1.9% |
| D R Horton Inc | NOTE 2.000% 5/1 | 23331ABB4 | $22.3K | $13,000,000 | 1.9% |
| General Mtrs Co | *W EXP 07/10/201 | 37045V118 | $20.4K | 499,628 | 1.7% |
| Group 1 Automotive Inc | FRNT 2.250% 6/1 | 398905AE9 | $19.3K | $15,250,000 | 1.6% |
| Stillwater MNG Co | NOTE 1.750%10/1 | 86074QAL6 | $19.2K | $17,000,000 | 1.6% |
| Navistar Intl Corp New | NOTE 3.000%10/1 | 63934EAL2 | $18.6K | $18,150,000 | 1.6% |
| American Rlty Cap Pptys Inc | NOTE 3.000% 8/0 | 02917TAA2 | $17.1K | $17,000,000 | 1.4% |
| RF Microdevices Inc | NOTE 1.000% 4/1 | 749941AJ9 | $17.0K | $17,022,000 | 1.4% |
| PHH Corp | NOTE 4.000% 9/0 | 693320AN3 | $16.9K | $15,791,000 | 1.4% |
| Electronic Arts Inc | NOTE 0.750% 7/1 | 285512AA7 | $16.8K | $15,750,000 | 1.4% |
| Usec Inc | NOTE 3.000%10/0 | 90333EAC2 | $16.8K | $48,028,000 | 1.4% |
| Vector Group LTD | FRNT 1/1 | 92240MAY4 | $15.5K | $13,000,000 | 1.3% |
| Green Plains Renewable Energ | NOTE 5.750%11/0 | 393222AB0 | $15.0K | $10,340,000 | 1.3% |
| AK STL Corp | NOTE 5.000%11/1 | 001546AP5 | $14.1K | $8,700,000 | 1.2% |
| Covanta Hldg Corp | NOTE 3.250% 6/0 | 22282EAC6 | $14.1K | $12,024,000 | 1.2% |
| Central European Media | NOTE 5.000%11/1 | 153443AH9 | $13.3K | $14,564,000 | 1.1% |
| Chesapeake Energy Corp | NOTE 2.750%11/1 | 165167BW6 | $12.6K | $12,000,000 | 1.1% |
| Take-Two Interactive Softwar | NOTE 1.750%12/0 | 874054AC3 | $11.6K | $10,000,000 | 1.0% |
| Molycorp Inc del | NOTE 6.000% 9/0 | 608753AF6 | $10.2K | $13,050,000 | 0.9% |
| BPZ Resources Inc | NOTE 8.500%10/0 | 055639AC2 | $9.4K | $10,500,000 | 0.8% |
| American Eqty Invt Life HLD(AELUSD) | COM | 025676206 | $6.6K | 250,000 | 0.6% |
| Blackstone MTG TR Inc | NOTE 5.250%12/0 | 09257WAA8 | $6.3K | $6,000,000 | 0.5% |
| Solarfun Power Holdings Co L | NOTE 3.500% 1/1 | 83415UAB4 | $6.0K | $6,425,000 | 0.5% |
| Solarcity Corp | NOTE 2.750%11/0 | 83416TAA8 | $5.9K | $5,000,000 | 0.5% |
| BPZ Resources Inc | MTNF 6.500% 3/0 | 055639AB4 | $5.9K | $6,500,000 | 0.5% |
| Istar Finl IncCall | COM | 45031U101 | $5.7K | 400,000 | 0.5% |
| Biomarin Pharmaceutical Inc | NOTE 0.750%10/1 | 09061GAE1 | $5.3K | $5,000,000 | 0.5% |
| Comtech Telecommunications C | NOTE 3.000% 5/0 | 205826AF7 | $5.2K | $5,000,000 | 0.4% |
| American Rlty Cap Pptys Inc | NOTE 3.750%12/1 | 02917TAB0 | $5.1K | $5,000,000 | 0.4% |
| Alpha Natural Resources Inc | NOTE 3.750%12/1 | 02076XAE2 | $4.7K | $4,500,000 | 0.4% |
| Exelixis Inc | NOTE 4.250% 8/1 | 30161QAC8 | $4.6K | $3,770,000 | 0.4% |
| Merrimack Pharmaceuticals in | NOTE 4.500% 7/1 | 590328AA8 | $4.2K | $4,000,000 | 0.4% |
| Cobalt Intl Energy IncCall | COM | 19075F106 | $4.1K | 250,000 | 0.3% |
| Hologic Inc(HOLX) | COM | 436440101 | $3.7K | 164,700 | 0.3% |
| Cubist Pharmaceuticals Inc | RIGHT 99/99/9999 | 229678123 | $3.6K | 2,700,945 | 0.3% |
| Albany Molecular Resh Inc | NOTE 2.250%11/1 | 012423AA7 | $2.3K | $2,500,000 | 0.2% |
| Cheniere Energy Inc(LNG)Call | COM NEW | 16411R208 | $2.1K | 49,800 | 0.2% |
| Cheniere Energy Inc(LNG) | COM NEW | 16411R208 | $2.1K | 47,600 | 0.2% |