Q1 2014 Holdings
Filed 2014-05-13 | 61 holdings | $1.4M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $215.1K | 1,150,000 | 15.1% |
| Micron Technology Inc | NOTE 2.375% 5/0 | 595112AW3 | $128.7K | $51,070,000 | 9.0% |
| Endo Health Solutions Inc | NOTE 1.750% 4/1 | 29264FAB2 | $114.7K | $48,740,000 | 8.1% |
| Citigroup Inc | *W EXP 01/04/201 | 172967226 | $98.3K | 2,065,974 | 6.9% |
| Citigroup Inc | *W EXP 10/28/201 | 172967234 | $85.4K | 1,793,300 | 6.0% |
| Kinder Morgan Inc del | *W EXP 05/25/201 | 49456B119 | $76.8K | 2,364,000 | 5.4% |
| XM Satellite Radio | Note 7.0000% 01-Dec-2014 | 98375YAU0 | $66.5K | $37,400,000 | 4.7% |
| Linear Technology Corp | NOTE 3.000% 5/0 | 535678AC0 | $51.7K | $43,313,000 | 3.6% |
| L-3 Communications Corp | DEBT 3.000% 8/0 | 502413AW7 | $43.4K | $32,542,000 | 3.0% |
| Gencorp Inc | SDCV 4.062%12/3 | 368682AN0 | $40.7K | $20,000,000 | 2.9% |
| Western Refng Inc | NOTE 5.750% 6/1 | 959319AC8 | $40.6K | $10,000,000 | 2.9% |
| Starwood Ppty TR Inc | NOTE 4.000% 1/1 | 85571BAB1 | $36.6K | $32,000,000 | 2.6% |
| Cemex SAB de CV | NOTE 3.250% 3/1 | 151290BB8 | $34.7K | $25,250,000 | 2.4% |
| American Rlty Cap Pptys Inc | NOTE 3.000% 8/0 | 02917TAA2 | $25.5K | $24,000,000 | 1.8% |
| Group 1 Automotive Inc | FRNT 2.250% 6/1 | 398905AE9 | $18.4K | $15,250,000 | 1.3% |
| Vector Group LTD | FRNT 1/1 | 92240MAY4 | $17.8K | $13,000,000 | 1.2% |
| PDL Biopharma Inc | NOTE 4.000% 2/0 | 69329YAF1 | $17.6K | $16,600,000 | 1.2% |
| RF Microdevices Inc | NOTE 1.000% 4/1 | 749941AJ9 | $17.2K | $17,022,000 | 1.2% |
| Stillwater MNG Co | NOTE 1.750%10/1 | 86074QAL6 | $16.9K | $13,000,000 | 1.2% |
| PHH Corp | NOTE 4.000% 9/0 | 693320AN3 | $15.7K | $14,450,000 | 1.1% |
| Tesla Mtrs Inc | NOTE 0.250% 3/0 | 88160RAB7 | $15.7K | $17,000,000 | 1.1% |
| Forest City Enterprises | Note 3.6250% 15-Aug-2020 | 345550AQ0 | $15.6K | $15,000,000 | 1.1% |
| BPZ Resources Inc | NOTE 8.500%10/0 | 055639AC2 | $14.6K | $12,600,000 | 1.0% |
| Newpark RES Inc | NOTE 4.000%10/0 | 651718AC2 | $14.3K | $11,124,000 | 1.0% |
| Ciena Corp | Note 4.0000% 15-Mar-2015 | 171779AF8 | $13.8K | $11,000,000 | 1.0% |
| Titan International | Note 5.6250% 15-Jan-2017 | 888305AA7 | $13.7K | $6,835,000 | 1.0% |
| AK STL Corp | NOTE 5.000%11/1 | 001546AP5 | $13.3K | $8,700,000 | 0.9% |
| Blackstone MTG TR Inc | NOTE 5.250%12/0 | 09257WAA8 | $13.0K | $11,700,000 | 0.9% |
| Castle A M & Co | NOTE 7.000%12/1 | 148411AF8 | $12.9K | $8,000,000 | 0.9% |
| Amag Pharmaceuticals Inc | NOTE 2.500% 2/1 | 00163UAA4 | $12.5K | $12,250,000 | 0.9% |
| Molycorp Inc del | NOTE 6.000% 9/0 | 608753AF6 | $12.2K | $15,300,000 | 0.9% |
| Penney J C IncCall | COM | 708160106 | $11.6K | 1,340,000 | 0.8% |
| Take-Two Interactive Softwar | NOTE 1.750%12/0 | 874054AC3 | $10.3K | $7,800,000 | 0.7% |
| Vipshop Hldgs LTD | NOTE 1.500% 3/1 | 92763WAA1 | $10.2K | $10,000,000 | 0.7% |
| Tesla Mtrs Inc | NOTE 1.250% 3/0 | 88160RAC5 | $9.1K | $10,000,000 | 0.6% |
| Dollar Finl Corp | NOTE 3.000% 4/0 | 256664AC7 | $7.9K | $8,500,000 | 0.6% |
| Cobalt Intl Energy IncCall | COM | 19075F106 | $6.2K | 338,600 | 0.4% |
| United States STL Corp New | NOTE 4.000% 5/1 | 912909AE8 | $6.1K | $6,000,000 | 0.4% |
| Solarfun Power Holdings Co L | NOTE 3.500% 1/1 | 83415UAB4 | $5.9K | $6,425,000 | 0.4% |
| Fluidigm Corp del | NOTE 2.750% 2/0 | 34385PAA6 | $5.7K | $5,000,000 | 0.4% |
| Apollo Coml Real EST FIN Inc | NOTE 5.500% 3/1 | 03762UAA3 | $5.1K | $5,000,000 | 0.4% |
| Alpha Natural Resources Inc | NOTE 3.750%12/1 | 02076XAE2 | $4.2K | $5,000,000 | 0.3% |
| Merrimack Pharmaceuticals in | NOTE 4.500% 7/1 | 590328AA8 | $4.1K | $4,000,000 | 0.3% |
| Hologic Inc(HOLX) | COM | 436440101 | $3.5K | 164,700 | 0.2% |
| Exelixis Inc | NOTE 4.250% 8/1 | 30161QAC8 | $3.1K | $3,550,000 | 0.2% |
| United States STL Corp New(USX1)Call | COM | 912909108 | $2.8K | 100,000 | 0.2% |
| Safeway IncCall | COM NEW | 786514208 | $1.8K | 50,000 | 0.1% |
| Cubist Pharmaceuticals Inc | RIGHT 99/99/9999 | 229678123 | $1.7K | 2,558,079 | 0.1% |
| Vringo Inc | COM | 92911N104 | $1.6K | 464,844 | 0.1% |
| Fuelcell Energy Inc | COM | 35952H106 | $1.5K | 607,745 | 0.1% |