Q3 2013 Holdings
Filed 2013-11-14 | 93 holdings | $265.0K | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Annaly Cap Mgmt Inc | NOTE 5.000% 5/1 | 035710AB8 | $50.9K | $50,000,000 | 19.2% |
| D R Horton Inc | NOTE 2.000% 5/1 | 23331ABB4 | $28.9K | $19,000,000 | 10.9% |
| Rite AID Corp | NOTE 8.500% 5/1 | 767754BU7 | $26.0K | $13,205,000 | 9.8% |
| Arcelormittal SA Luxembourg | NOTE 5.000% 5/1 | 03938LAK0 | $20.4K | $20,000,000 | 7.7% |
| Penney J C IncPut | COM | 708160106 | $15.4K | 5,701,500 | 5.8% |
| Cemex SAB de CV | NOTE 4.875% 3/1 | 151290AV5 | $15.4K | $13,000,000 | 5.8% |
| Massey Energy Co | NOTE 3.250% 8/0 | 576203AJ2 | $14.6K | $15,500,000 | 5.5% |
| Tesla Mtrs Inc | NOTE 1.500% 6/0 | 88160RAA9 | $13.5K | $8,000,000 | 5.1% |
| Alpha Natural Resources Inc | NOTE 2.375% 4/1 | 02076XAA0 | $9.6K | $10,200,000 | 3.6% |
| Interoil Corp | NOTE 2.750%11/1 | 460951AC0 | $6.9K | $7,100,000 | 2.6% |
| Priceline COM Inc | DEBT 1.000% 3/1 | 741503AQ9 | $6.5K | $5,000,000 | 2.4% |
| Omnicare Inc | DBCV 3.250%12/1 | 681904AL2 | $5.9K | $5,500,000 | 2.2% |
| U S Airways Group Inc | COM | 90341W108 | $4.4K | 230,000 | 1.6% |
| Annaly Cap Mgmt Inc(NLYEUR)Put | COM | 035710409 | $4.2K | 6,959,900 | 1.6% |
| Chesapeake Energy Corp | NOTE 2.750%11/1 | 165167BW6 | $4.2K | $4,000,000 | 1.6% |
| PHH Corp | NOTE 4.000% 9/0 | 693320AN3 | $3.3K | $3,000,000 | 1.2% |
| U S Airways Group IncPut | COM | 90341W108 | $2.6K | 446,300 | 1.0% |
| Level 3 Communications Inc | NOTE 7.000% 3/1 | 52729NBP4 | $2.4K | $2,000,000 | 0.9% |
| Weatherford International LT(WFRD) | REG SHS | H27013103 | $2.1K | 137,000 | 0.8% |
| United States STL Corp New(USX1)Put | COM | 912909108 | $1.8K | 3,615,600 | 0.7% |
| Alpha Natural Resources Inc(ANRZQEUR)Put | COM | 02076X102 | $1.7K | 1,418,900 | 0.7% |
| Mbia Inc(MBI)Put | COM | 55262C100 | $1.7K | 7,627,300 | 0.6% |
| Frontier Communications Corp | COM | 35906A108 | $1.5K | 360,000 | 0.6% |
| Celgene Corp | RIGHT 12/31/2030 | 151020112 | $1.4K | 173,954 | 0.5% |
| Interoil Corp | COM | 460951106 | $1.4K | 19,226 | 0.5% |
| Penney J C Inc | COM | 708160106 | $1.2K | 134,100 | 0.4% |
| Interoil CorpPut | COM | 460951106 | $1.1K | 342,100 | 0.4% |
| Toll Brothers Inc(TOL) | COM | 889478103 | $1.0K | 30,859 | 0.4% |
| Expedia Inc del(EXPE) | COM NEW | 30212P303 | $933 | 18,000 | 0.4% |
| Cemex SAB de CV(CX)Put | SPON ADR NEW | 151290889 | $899 | 3,331,640 | 0.3% |
| SLM Corp(SLM) | COM | 78442P106 | $754 | 30,283 | 0.3% |
| Transocean LTD(RIG) | REG SHS | H8817H100 | $739 | 16,600 | 0.3% |
| Rosetta Stone Inc(RST) | COM | 777780107 | $724 | 44,579 | 0.3% |
| Nabors Industries LTD(NBR) | SHS | G6359F103 | $723 | 45,000 | 0.3% |
| Chesapeake Energy Corp(CHKEUR)Put | COM | 165167107 | $683 | 3,153,100 | 0.3% |
| Arcelormittal SA Luxembourg | NY REGISTRY SH | 03938L104 | $659 | 48,200 | 0.2% |
| Transocean LTD(RIG)Put | REG SHS | H8817H100 | $627 | 16,600 | 0.2% |
| Donnelley R R & Sons Co | COM | 257867101 | $607 | 38,458 | 0.2% |
| Delta AIR Lines Inc del(DAL)Put | COM NEW | 247361702 | $577 | 6,278,400 | 0.2% |
| Istar Finl IncPut | COM | 45031U101 | $570 | 5,697,600 | 0.2% |
| Centurylink Inc(CTLEUR) | COM | 156700106 | $533 | 17,000 | 0.2% |
| Spdr Gold Trust(GLD)Put | GOLD SHS | 78463V107 | $516 | 713,300 | 0.2% |
| Lexmark Intl New | CL A | 529771107 | $513 | 15,539 | 0.2% |
| Mbia Inc(MBI) | COM | 55262C100 | $487 | 47,600 | 0.2% |
| United Contl Hldgs Inc(UAL)Put | COM | 910047109 | $476 | 2,375,200 | 0.2% |
| Spdr Gold Trust(GLD) | GOLD SHS | 78463V107 | $436 | 3,400 | 0.2% |
| CIT Group Inc(CITUSD)Put | COM NEW | 125581801 | $384 | 2,316,600 | 0.1% |
| Goodyear Tire & Rubr Co(GT) | COM | 382550101 | $244 | 10,877 | 0.1% |
| Lexmark Intl NewPut | CL A | 529771107 | $200 | 467,000 | 0.1% |
| Peabody Energy CorpPut | COM | 704549104 | $187 | 54,600 | 0.1% |