CIK: 0001279396 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 14, 2013
Total Value ($000): $770,385 (42.6% shares, 57.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALERE INC 3% 31DEC49 SER B PFD | 399,789 | $90,451 | 11.7% | $226.25 | — | CVPFD | 01449J204 |
| — | RADIAN GROUP CV 2.25% 01MAR19 | 60,679,000 | $77,644 | 10.1% | $1.28 | — | SDBCV | 750236AN1 |
| SPY | S&P 500 DEPOSITORY RECEIPT | 300,000 | $48,003 | 6.2% | — | — | Put | 78462F103 |
| SPY | S&P 500 DEPOSITORY RECEIPT | 300,000 | $48,003 | 6.2% | — | — | Call | 78462F103 |
| — | DELL INC | 3,436,838 | $45,882 | 6.0% | — | — | Call | 24702R101 |
| — | STARWOOD PROPERTY 4.55% 1MAR18 | 43,400,000 | $44,890 | 5.8% | $1.03 | — | SDBCV | 85571BAA3 |
| — | ARCHER DANIELS .875% 15FEB14 | 40,000,000 | $40,396 | 5.2% | $1.01 | — | SDBCV | 039483AW2 |
| — | MOLYCORP INC 5.5% 1FEB18 | 36,017,000 | $35,431 | 4.6% | $0.98 | — | SDBCV | 608753AH2 |
| — | MGIC INVESTMENT CO 2% 1APR20 | 31,125,000 | $35,400 | 4.6% | $1.14 | — | SDBCV | 552848AE3 |
| — | PDL BIO PHARMA 3.75% 01MAY15 | 20,750,000 | $25,781 | 3.3% | $1.24 | — | SDBCV | 69329YAC8 |
| — | FORESTAR GROUP INC 3.75%1MAR20 | 22,825,000 | $25,669 | 3.3% | $1.12 | — | SDBCV | 346232AB7 |
| — | STERLITE INDUSTRIE 4%30OCT14 | 26,392,000 | $25,664 | 3.3% | $0.97 | — | SDBCV | 859737AB4 |
| — | VECTOR GROUP FRN 15JUN2026 | 20,748,000 | $22,667 | 2.9% | $1.09 | — | SDBCV | 92240MAL2 |
| TLT | ISHARES BARCLAYS 20+ YR TREAS | 200,000 | $22,088 | 2.9% | — | — | Call | 464287432 |
| — | NATL RETL PROP 5.125% 15JUN28 | 13,109,000 | $17,844 | 2.3% | $1.36 | — | SDBCV | 637417AC0 |
| — | MICRON TECHNOLOGY 1.5% 1AUG31 | 10,500,000 | $16,144 | 2.1% | $1.54 | — | SDBCV | 595112AQ6 |
| — | TESLA MOTORS INC 1.5% 1JUN18 | 12,800,000 | $14,430 | 1.9% | $1.13 | — | SDBCV | 88160RAA9 |
| DXJ | WISDOMTREE JAPAN HEDGED EQ | 300,000 | $13,683 | 1.8% | — | — | Call | 97717W851 |
| — | VECTOR GROUP LTD FRN 15JAN19 | 10,000,000 | $11,774 | 1.5% | $1.18 | — | SDBCV | 92240MAY4 |
| — | SUNPOWER CORP 4.75% 15APR14 | 10,350,000 | $11,037 | 1.4% | $1.07 | — | SDBCV | 867652AC3 |
| — | TAKE-TWO INTERACTIVE 1% 1JUL18 | 10,000,000 | $9,771 | 1.3% | $0.98 | — | SDBCV | 874054AD1 |
| MU | MICRON TECH INC | 661,000 | $9,472 | 1.2% | — | — | Call | 595112103 |
| — | SUNPOWER CORP 4.5% 15MAR15 | 7,600,000 | $8,926 | 1.2% | $1.17 | — | SDBCV | 867652AE9 |
| — | REDWOOD TRUST 4.625% 15APR18 | 8,015,000 | $7,907 | 1.0% | $0.99 | — | SDBCV | 758075AB1 |
| — | GENERAL MOTORS-CW19 | 406,013 | $6,705 | 0.9% | $16.51 | — | RT | 37045V126 |
| EWZ | ISHARES MSCI BRAZIL CAPPED IND | 150,000 | $6,579 | 0.9% | $43.86 | — | COM | 464286400 |
| EWZ | ISHARES MSCI BRAZIL CAPPED IND | 150,000 | $6,579 | 0.9% | $43.86 | — | Put | 464286400 |
| — | MOLYCORP INC | 1,020,833 | $6,329 | 0.8% | $6.20 | — | COM | 608753109 |
| MS | MORGAN STANLEY | 200,000 | $4,885 | 0.6% | — | — | Call | 617446448 |
| — | CORNERSTONE ONDEMAND INC | 112,600 | $4,875 | 0.6% | $43.29 | — | COM | 21925Y103 |
| C | CITIGROUP INC | 100,000 | $4,797 | 0.6% | — | — | Call | 172967424 |
| — | INTEL CORP 3.25% 01AUG39 A | 3,000,000 | $3,824 | 0.5% | $1.27 | — | SDBCV | 458140AF7 |
| — | RADIAN GROUP CV 3% 15NOV17 | 2,500,000 | $3,155 | 0.4% | $1.26 | — | SDBCV | 750236AK7 |
| — | STILLWTER MINING 1.75% 15OCT32 | 2,305,000 | $2,400 | 0.3% | $1.04 | — | SDBCV | 86074QAL6 |
| NFLX | NETFLIX INC | 10,000 | $2,111 | 0.3% | $2.97 | 0.0% | COM | 64110L106 |
| NFLX | NETFLIX INC | 10,000 | $2,111 | 0.3% | $2.97 | 0.0% | Put | 64110L106 |
| — | IPATH S&P 500 VIX S/T FU ETN | 100,000 | $2,074 | 0.3% | — | — | Put | 06740C188 |
| BAC | BANK OF AMERICA CORP | 151,300 | $1,946 | 0.3% | — | — | Call | 060505104 |
| — | VIROPHARMA INC CV 2% 15MAR17 | 800,000 | $1,314 | 0.2% | $1.64 | — | SDBCV | 928241AH1 |
| ON | ON SEMICONDUCTOR CORP | 66,000 | $533 | 0.1% | $8.02 | 0.0% | COM | 682189105 |
| — | DRYSHIPS INC | 200,000 | $374 | 0.0% | $1.87 | — | COM | Y2109Q101 |
| TSLA | TESLA MOTORS INC | 2,774 | $298 | 0.0% | $5.02 | 0.0% | COM | 88160R101 |
| ATLC | ATLANTICUS HOLDINGS CORP | 79,300 | $284 | 0.0% | $3.76 | 0.0% | COM | 04914Y102 |
| — | SPRINT NEXTEL CORP | 36,300 | $255 | 0.0% | $7.02 | — | COM | 852061100 |