CIK: 0001279396 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 14, 2013
Total Value ($000): $601,084 (59.3% shares, 40.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | S&P 500 DEPOSITORY RECEIPT | 614,400 | $99,169 | 16.5% | $166.30 | — | Call | 78462F103 |
| — | ALERE INC 3% 31DEC49 SER B PFD | 342,793 | $81,601 | 13.6% | $226.25 | — | CVPFD | 01449J204 |
| — | DELL INC | 3,064,300 | $41,982 | 7.0% | $13.69 | — | Call | 24702R101 |
| — | MOLYCORP INC 5.5% 1FEB18 | 41,293,000 | $39,341 | 6.5% | $0.98 | — | SDBCV | 608753AH2 |
| SPY | S&P 500 DEPOSITORY RECEIPT | 200,000 | $33,293 | 5.5% | $166.30 | — | Put | 78462F103 |
| — | PDL BIO PHARMA 3.75% 01MAY15 | 20,750,000 | $24,195 | 4.0% | $1.24 | — | SDBCV | 69329YAC8 |
| — | WEB.COM GROUP INC 1% 15AUG18 | 24,100,000 | $22,961 | 3.8% | $0.95 | — | SDBCV | 94733AAA2 |
| — | VECTOR GROUP FRN 15JUN2026 | 20,748,000 | $21,675 | 3.6% | $1.09 | — | SDBCV | 92240MAL2 |
| — | FORESTAR GROUP INC 3.75%1MAR20 | 21,725,000 | $21,627 | 3.6% | $1.12 | — | SDBCV | 346232AB7 |
| — | ARCHER DANIELS .875% 15FEB14 | 28,543,000 | $20,792 | 3.5% | $1.01 | — | SDBCV | 039483AW2 |
| SPY | S&P 500 DEPOSITORY RECEIPT | 115,895 | $19,273 | 3.2% | $166.30 | — | COM | 78462F103 |
| — | SUNPOWER CORP 4.75% 15APR14 | 20,280,000 | $18,318 | 3.0% | $0.99 | — | SDBCV | 867652AC3 |
| — | SUNPOWER CORP 4.5% 15MAR15 | 10,913,000 | $10,360 | 1.7% | $1.11 | — | SDBCV | 867652AE9 |
| — | GEN MOTORS CV SR B 01DEC13 | 250,000 | $9,913 | 1.6% | $39.65 | — | CVPFD | 37045V209 |
| — | TAKE-TWO INTERACTIVE 1% 1JUL18 | 10,750,000 | $8,737 | 1.5% | $0.97 | — | SDBCV | 874054AD1 |
| — | OMNICARE INC CV 3.25% 15DEC203 | 9,000,000 | $8,382 | 1.4% | $0.93 | — | SDBCV | 681904AL2 |
| — | IPATH S&P 500 VIX S/T FU ETN | 500,000 | $7,279 | 1.2% | — | — | Put | 06740C188 |
| — | GENERAL MOTORS-CW19 | 406,013 | $7,165 | 1.2% | $16.51 | — | RT | 37045V126 |
| EWZ | ISHARES MSCI BRAZIL CAPPED IND | 150,000 | $7,162 | 1.2% | $43.86 | — | COM | 464286400 |
| EWZ | ISHARES MSCI BRAZIL CAPPED IND | 150,000 | $7,162 | 1.2% | $43.86 | — | Put | 464286400 |
| MU | MICRON TECH INC | 384,000 | $6,686 | 1.1% | — | — | Call | 595112103 |
| XHB | SPDR S&P HOMEBUILDERS ETF | 200,000 | $6,055 | 1.0% | — | — | Call | 78464A888 |
| — | TIBCO SOFTWARE INC 2.25%1MAY32 | 7,500,000 | $6,041 | 1.0% | $0.81 | — | SDBCV | 88632QAB9 |
| — | MGIC INVESTMENT CO 2% 1APR20 | 5,629,000 | $5,697 | 0.9% | $1.14 | — | SDBCV | 552848AE3 |
| — | L-3 COMMS HLDGS INC 3 1AUG2035 | 5,898,000 | $5,488 | 0.9% | $0.93 | — | SDBCV | 502413AW7 |
| MS | MORGAN STANLEY | 200,000 | $5,375 | 0.9% | — | — | Call | 617446448 |
| — | CACI INTER CV 2.125% 01MAY14 | 5,000,000 | $5,136 | 0.9% | $1.03 | — | SDBCV | 127190AD8 |
| — | LIVE NATION ENT 2.875% 15JUL27 | 5,550,000 | $4,923 | 0.8% | $0.89 | — | SDBCV | 538034AB5 |
| C | CITIGROUP INC | 100,000 | $4,837 | 0.8% | — | — | Call | 172967424 |
| — | STERLITE INDUSTRIE 4%30OCT14 | 5,448,000 | $4,805 | 0.8% | $0.97 | — | SDBCV | 859737AB4 |
| — | UNITED STATES OIL FUND LP | 100,500 | $3,668 | 0.6% | — | — | Put | 91232N108 |
| — | MOLYCORP INC | 516,100 | $3,386 | 0.6% | $6.20 | — | COM | 608753109 |
| — | RADIAN GROUP CV 2.25% 01MAR19 | 2,879,000 | $3,309 | 0.6% | $1.28 | — | SDBCV | 750236AN1 |
| — | STARWOOD PROPERTY 4.55% 1MAR18 | 4,450,000 | $3,251 | 0.5% | $1.03 | — | SDBCV | 85571BAA3 |
| — | STARWOOD PROPERTY 4% 15JAN19 | 3,750,000 | $2,674 | 0.4% | $0.71 | — | SDBCV | 85571BAB1 |
| — | GENERAL MOTORS-CW15 | 750,000 | $2,554 | 0.4% | $3.41 | — | RT | 37045V134 |
| BAC | BANK OF AMERICA CORP | 151,300 | $2,083 | 0.3% | — | — | Call | 060505104 |
| — | ALON USA ENERGY INC | 248,500 | $2,028 | 0.3% | $8.16 | — | COM | 020520102 |
| INTC | INTEL CORP | 89,300 | $1,714 | 0.3% | $16.91 | 0.0% | COM | 458140100 |
| — | AVIS BUDGET GROUP INC | 1,000,000 | $1,446 | 0.2% | $1.45 | — | SDBCV | 053774AB1 |
| — | PRICELINE.COM INC 1.25 15MAR15 | 550,000 | $1,443 | 0.2% | $2.62 | — | SDBCV | 741503AN6 |
| — | DELL INC | 96,000 | $1,314 | 0.2% | $13.69 | — | COM | 24702R101 |
| — | ALCOA INC 5.25% 15MAR14 | 1,200,000 | $1,225 | 0.2% | $1.02 | — | SDBCV | 013817AT8 |
| — | WEYERHAEUSER CO 6.375 1JUL16 A | 25,000 | $1,044 | 0.2% | $41.76 | — | CVPFD | 962166872 |
| — | BOTTOMLINE TECH 1.5% 01DEC17 | 1,000,000 | $1,001 | 0.2% | $1.00 | — | SDBCV | 101388AA4 |
| — | ARRIS GRP CV 2% 15NOV2026 | 1,000,000 | $860 | 0.1% | $0.86 | — | SDBCV | 04269QAC4 |
| — | GENCO SHIPPING & TRADING LTD | 200,000 | $779 | 0.1% | — | — | Put | Y2685T107 |
| — | INTEGRA LIFESCIE 1.625 15DEC16 | 700,000 | $600 | 0.1% | $0.86 | — | SDBCV | 457985AK5 |
| — | DRYSHIPS INC | 100,000 | $305 | 0.1% | $1.87 | — | COM | Y2109Q101 |
| — | OCEAN RIG UDW INC - W/I | 16,826 | $303 | 0.1% | $18.01 | — | COM | Y64354205 |
| ATLC | ATLANTICUS HOLDINGS CORP | 79,300 | $293 | 0.0% | $3.76 | -2.8% | COM | 04914Y102 |
| — | INTERDIGITAL INC 2.5% 15MAR16 | 300,000 | $285 | 0.0% | $0.95 | — | SDBCV | 458660AB3 |
| — | TAKE-TWO INTE 1.75% 01DEC16 A | 108,000 | $89 | 0.0% | $0.82 | — | SDBCV | 874054AC3 |