CIK: 0001279396 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 14, 2014
Total Value ($000): $566,769 (47.0% shares, 53.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALERE INC 3% 31DEC49 SER B PFD | 315,840 | $90,425 | 16.0% | $226.25 | — | CVPFD | 01449J204 |
| SPY | S&P 500 DEPOSITORY RECEIPT | 200,000 | $36,934 | 6.5% | $166.30 | — | Call | 78462F103 |
| — | COVANTA HOLD CV 3.25% 01JUN14 | 30,600,000 | $35,883 | 6.3% | $1.17 | — | SDBCV | 22282EAC6 |
| — | PDL BIO PHARMA 3.75% 01MAY15 | 25,000,000 | $33,937 | 6.0% | $1.26 | — | SDBCV | 69329YAC8 |
| — | SUNPOWER CORP 4.75% 15APR14 | 26,760,000 | $31,927 | 5.6% | $1.04 | — | SDBCV | 867652AC3 |
| — | AMERICAN REALTY 3% 1AUG18 | 29,000,000 | $29,056 | 5.1% | $1.00 | — | SDBCV | 02917TAA2 |
| — | MOLYCORP INC | 3,894,086 | $21,885 | 3.9% | $5.70 | — | COM | 608753109 |
| — | OMNICARE INC CV 3.25% 15DEC203 | 19,970,000 | $21,369 | 3.8% | $1.01 | — | SDBCV | 681904AL2 |
| — | LINEAR TECHNOL CV 3% 01MAY27 | 15,500,000 | $17,677 | 3.1% | $1.14 | — | SDBCV | 535678AC0 |
| — | NASDAQ-100 | 200,000 | $17,591 | 3.1% | — | — | Put | 73935A104 |
| — | RAIT FINANCIAL 4 1OCT33 | 16,000,000 | $15,923 | 2.8% | $1.00 | — | SDBCV | 749227AB0 |
| EWZ | ISHARES MSCI BRAZIL CAPPED IND | 350,000 | $15,637 | 2.8% | $44.33 | — | Put | 464286400 |
| EWZ | ISHARES MSCI BRAZIL CAPPED IND | 350,000 | $15,637 | 2.8% | $44.33 | — | COM | 464286400 |
| — | SUNPOWER CORP 4.5% 15MAR15 | 11,163,000 | $15,628 | 2.8% | $1.11 | — | SDBCV | 867652AE9 |
| — | GT ADV TECHNOLOGIES 3 15DEC20 | 14,167,000 | $14,391 | 2.5% | $1.02 | — | SDBCV | 36191UAB2 |
| — | FORESTAR GROUP INC 3.75%1MAR20 | 12,404,000 | $14,321 | 2.5% | $1.12 | — | SDBCV | 346232AB7 |
| — | BOTTOMLINE TECH 1.5% 01DEC17 | 9,114,000 | $12,312 | 2.2% | $1.31 | — | SDBCV | 101388AA4 |
| — | GENERAL MOTORS-CW19 | 405,813 | $9,394 | 1.7% | $16.51 | — | RT | 37045V126 |
| SPY | S&P 500 DEPOSITORY RECEIPT | 49,638 | $9,166 | 1.6% | $166.30 | — | COM | 78462F103 |
| — | ENDOLOGIX INC 2.25 15DEC18 | 8,750,000 | $8,850 | 1.6% | $1.01 | — | SDBCV | 29266SAA4 |
| — | LIVE NATION ENT 2.875% 15JUL27 | 8,550,000 | $8,723 | 1.5% | $0.93 | — | SDBCV | 538034AB5 |
| MU | MICRON TECH INC | 383,800 | $8,351 | 1.5% | — | — | Call | 595112103 |
| — | L-3 COMMS HLDGS INC 3 1AUG2035 | 6,448,000 | $7,778 | 1.4% | $0.95 | — | SDBCV | 502413AW7 |
| — | GAIN CAPITAL HO 4.125% 01DEC18 | 8,000,000 | $7,455 | 1.3% | $0.93 | — | SDBCV | 36268WAA8 |
| — | PRICELINE.COM INC 1.25 15MAR15 | 1,800,000 | $6,879 | 1.2% | $3.46 | — | SDBCV | 741503AN6 |
| — | HOME INNS HTL 2% 15DEC15 | 6,230,000 | $6,513 | 1.1% | $1.05 | — | SDBCV | 43713WAB3 |
| MS | MORGAN STANLEY | 200,000 | $6,272 | 1.1% | — | — | Call | 617446448 |
| CRM | SALESFORCE.COM INC | 100,000 | $5,518 | 1.0% | — | — | Call | 79466L302 |
| — | RADIAN GROUP CV 2.25% 01MAR19 | 3,750,000 | $5,508 | 1.0% | $1.32 | — | SDBCV | 750236AN1 |
| C | CITIGROUP INC | 100,000 | $5,211 | 0.9% | — | — | Call | 172967424 |
| — | CARDTRONICS INC | 100,974 | $4,387 | 0.8% | $43.45 | — | COM | 14161H108 |
| RYN | RAYONIER INC | 92,700 | $3,903 | 0.7% | $42.10 | — | COM | 754907103 |
| — | INVENSENSE INC | 184,250 | $3,828 | 0.7% | $20.78 | — | COM | 46123D205 |
| — | NATIONAL BANK OF GREECE-ADR | 500,000 | $2,800 | 0.5% | — | — | Call | 633643705 |
| — | DRYSHIPS INC 5% 01DEC14 | 2,400,000 | $2,418 | 0.4% | $1.01 | — | SDBCV | 262498AB4 |
| BAC | BANK OF AMERICA CORP | 151,300 | $2,355 | 0.4% | — | — | Call | 060505104 |
| NVDA | NVIDIA CORP | 125,100 | $2,004 | 0.4% | $0.36 | 0.0% | COM | 67066G104 |
| TTMI | TTM TECHNOLOGIES | 209,400 | $1,796 | 0.3% | $9.22 | 0.0% | COM | 87305R109 |
| — | SUNEDISON INC | 135,133 | $1,763 | 0.3% | $13.05 | — | COM | 86732Y109 |
| — | TAKE-TWO INTERACTIVE 1% 1JUL18 | 1,475,000 | $1,576 | 0.3% | $0.97 | — | SDBCV | 874054AD1 |
| — | AIRTRAN HOLDINGS 5.25% 01NOV16 | 674,000 | $1,145 | 0.2% | $1.70 | — | SDBCV | 00949PAD0 |
| — | BIOMARIN PHARMA 0.75 15OCT18 | 852,000 | $907 | 0.2% | $1.06 | — | SDBCV | 09061GAE1 |
| — | RAIT FINANCIAL TRUST | 86,671 | $777 | 0.1% | $8.96 | — | COM | 749227609 |
| — | DRYSHIPS INC | 100,000 | $470 | 0.1% | $1.87 | — | COM | Y2109Q101 |
| ATLC | ATLANTICUS HOLDINGS CORP | 79,300 | $282 | 0.0% | $3.76 | -6.7% | COM | 04914Y102 |
| — | TAKE-TWO INTE 1.75% 01DEC16 A | 108,000 | $126 | 0.0% | $0.82 | — | SDBCV | 874054AC3 |
| — | MOLYCORP INC 5.5% 1FEB18 | 70,000 | $65 | 0.0% | $0.98 | — | SDBCV | 608753AH2 |
| — | ISTAR FINANCIAL INC | 1,099 | $16 | 0.0% | $14.56 | — | COM | 45031U101 |