Fore Research & Management

Fore Research & Management as of June 30, 2013

Portfolio Holdings for Fore Research & Management

Fore Research & Management holds 36 positions in its portfolio as reported in the June 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
SPDR S&P 500 Etf Tr Tr Unit Call Option (SPY) 55.1 $2.4B 15M 160.42
E M C Corp Mass Note 1.750%12/0 (Principal) 6.8 $295M 200M 1.48
Gilead Sciences Note 1.000% 5/0 (Principal) 5.3 $227M 100M 2.27
Ishares Msci Japan Call Option 5.1 $221M 20M 11.22
Spdr Gold Trust Gold Shs Call Option (GLD) 5.1 $221M 1.9M 119.11
Alliance Data Systems Corp Note 1.750% 8/0 (Principal) 3.7 $159M 70M 2.27
D R Horton Note 2.000% 5/1 (Principal) 2.6 $113M 68M 1.66
Ishares Tr Russell 2000 Put Option (IWM) 2.2 $95M 976k 97.00
Alcoa Note 5.250% 3/1 (Principal) 2.2 $94M 74M 1.27
Wisdomtree Trust Japn Hedge Eqt Call Option (DXJ) 2.1 $91M 2.0M 45.61
Salesforce Note 0.750% 1/1 (Principal) 1.6 $71M 39M 1.81
Hologic FRNT 2.000%12/1 (Principal) 1.3 $57M 56M 1.03
Western Refng Note 5.750% 6/1 (Principal) 1.1 $49M 17M 2.91
Linear Technology Corp Note 3.000% 5/0 (Principal) 0.7 $31M 30M 1.05
Cubist Pharmaceuticals Note 2.500%11/0 (Principal) 0.6 $26M 15M 1.75
Morgan Stanley Com New Put Option (MS) 0.6 $24M 1.0M 24.43
Newmont Mining Corp Note 1.250% 7/1 (Principal) 0.4 $17M 17M 1.01
Ship Finance International L Note 3.250% 2/0 (Principal) 0.4 $17M 18M 0.96
Molina Healthcare Note 3.750%10/0 (Principal) 0.3 $13M 10M 1.29
Hornbeck Offshore Svcs Inc N FRNT 1.625%11/1 (Principal) 0.3 $12M 10M 1.15
Beazer Homes Usa Com New (BZH) 0.3 $11M 650k 17.52
Steel Dynamics Note 5.125% 6/1 (Principal) 0.3 $11M 11M 1.07
Stillwater Mng Note 1.750%10/1 (Principal) 0.2 $10M 10M 1.03
Arris Group Note 2.000%11/1 (Principal) 0.2 $10M 10M 1.03
Chesapeake Energy Corporation Call Option 0.2 $10M 500k 20.38
Goldcorp Call Option 0.2 $9.9M 400k 24.73
General Mtrs *w Exp 07/10/201 0.2 $8.9M 546k 16.35
Auxilium Pharmaceuticals Note 1.500% 7/1 (Principal) 0.2 $7.0M 7.2M 0.97
Etfs Palladium Tr Sh Ben Int 0.1 $6.4M 99k 64.65
Silver Bay Rlty Tr 0.1 $4.1M 250k 16.56
CONSOL Energy 0.1 $4.1M 150k 27.10
Endo Pharmaceuticals 0.1 $3.9M 107k 36.79
Barrick Gold Corp Call Option (GOLD) 0.1 $3.1M 200k 15.74
Mylan 0.1 $3.1M 100k 31.03
Oil States International (OIS) 0.1 $2.8M 30k 92.63
Sony Corp Adr New (SONY) 0.0 $1.2M 55k 21.18