FBR Capital Markets Corporation

Fbr & Co. as of March 31, 2013

Portfolio Holdings for Fbr & Co.

Fbr & Co. holds 38 positions in its portfolio as reported in the March 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
National Bank Hldgsk (NBHC) 24.4 $19M 1.0M 18.30
Alerian Mlp Etf 6.6 $5.2M 294k 17.72
Tower Financial Corporation 5.0 $3.9M 211k 18.46
Amarin Corporation Plc note 3.500% 1/1 5.0 $3.9M 3.2M 1.24
Phh Corp cnv 4.6 $3.6M 1.9M 1.93
Wesco Intl Inc dbcv 6.000% 9/1 4.4 $3.4M 1.3M 2.63
Capit Bk Fin A 4.2 $3.3M 249k 13.27
H.J. Heinz Company 4.1 $3.3M 45k 72.27
United States Stl Corp New note 4.000% 5/1 3.7 $2.9M 2.8M 1.04
Exterran Hldgs Inc note 4.250% 6/1 3.5 $2.8M 2.2M 1.27
Forestar Group Inc note 2.7 $2.1M 1.8M 1.17
Boston Pptys Ltd Partnership note 3.750% 5/1 2.6 $2.1M 2.0M 1.03
Phh Corp note 4.000% 9/0 2.4 $1.9M 1.7M 1.10
Accuray Inc Del note 3.750% 8/0 2.4 $1.9M 2.1M 0.90
Copano Energy 2.3 $1.8M 45k 40.52
Heartware Intl Inc note 3.500%12/1 2.3 $1.8M 1.5M 1.18
Auxilium Pharmaceuticals note 2.2 $1.8M 1.8M 1.01
Horsehead Hldg Corp note 3.800% 7/0 2.2 $1.7M 1.7M 1.00
D R Horton Inc note 2.000% 5/1 1.9 $1.5M 800k 1.89
Alcoa Inc debt 1.8 $1.4M 1.0M 1.38
Cemex Sab De Cv conv bnd 1.7 $1.3M 1.0M 1.32
Standard Pacific Corp cnv 1.6 $1.3M 1.0M 1.28
Alpha Natural Resources Inc note 2.375% 4/1 1.6 $1.2M 1.3M 0.95
Walter Invt Mgmt Corp note 1.4 $1.1M 1.0M 1.07
Peabody Energy Corp sdcv 4.750%12/1 1.3 $1.0M 1.3M 0.81
KB Home (KBH) 1.1 $843k 39k 21.77
Accuray Inc note 3.500% 2/0 0.7 $543k 500k 1.09
Capital One Financial (COF) 0.6 $440k 8.0k 54.95
AMTRUST FINL SVCS INC Com Stk 0.5 $405k 12k 34.65
Williams Companies (WMB) 0.3 $262k 7.0k 37.46
Redwood Trust (RWT) 0.3 $209k 9.0k 23.18
Blucora Inc cs 0.1 $112k 7.2k 15.48
Key (KEY) 0.1 $100k 10k 9.96
Air Lease Corp (AL) 0.1 $104k 5.0k 20.85
Alcoa 0.1 $94k 11k 8.52
Capital One Finl Corp option 0.1 $53k 350.00 151.50
Dfc Global 0.1 $45k 2.7k 16.64
Barnes & Noble Inc Cmn Stk cmn 0.0 $9.0k 100.00 90.00