CIK: 0001279396 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 14, 2014
Total Value ($000): $457,651 (41.5% shares, 58.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALERE INC 3% 31DEC49 SER B PFD | 207,461 | $65,810 | 14.4% | $226.25 | — | CVPFD | 01449J204 |
| — | GT ADV TECHNOLOGIES 3 15DEC20 | 15,670,000 | $27,441 | 6.0% | $1.32 | — | SDBCV | 36191UAB2 |
| — | VIPSHOP HLDG LTD 1.5% 15MAR19 | 22,939,000 | $27,120 | 5.9% | $1.18 | — | SDBCV | 92763WAA1 |
| — | SUNPOWER CORP 4.5% 15MAR15 | 13,223,000 | $24,326 | 5.3% | $1.25 | — | SDBCV | 867652AE9 |
| — | PENNYMAC CORP 5.375% 1MAY20 | 24,315,000 | $24,129 | 5.3% | $0.99 | — | SDBCV | 70932AAB9 |
| — | VECTOR GROUP LTD 1.75% 15APR20 | 22,195,000 | $23,681 | 5.2% | $1.07 | — | SDBCV | 92240MBC1 |
| — | HOME INNS HTL 2% 15DEC15 | 21,302,000 | $21,139 | 4.6% | $1.00 | — | SDBCV | 43713WAB3 |
| DXJ | WISDOMTREE JAPAN HEDGED EQ | 400,000 | $19,744 | 4.3% | — | — | Call | 97717W851 |
| IWM | ISHARES TR-RUSSELL 2000 IDX | 150,000 | $17,821 | 3.9% | — | — | Put | 464287655 |
| — | OMNICARE INC CV 3.25% 15DEC203 | 16,071,000 | $17,165 | 3.8% | $1.02 | — | SDBCV | 681904AL2 |
| — | IPATH S&P 500 VIX S/T FU ETN | 579,100 | $16,562 | 3.6% | — | — | Put | 06742E711 |
| — | INSULET CORP 2% 15JUN19 | 14,500,000 | $16,068 | 3.5% | $1.11 | — | SDBCV | 45784PAD3 |
| — | SPECTRANETICS CO 2.625% 1JUN34 | 14,650,000 | $15,302 | 3.3% | $1.04 | — | SDBCV | 84760CAA5 |
| — | J2 GLOBAL COMMU 3.25 15JUN29 | 13,250,000 | $13,521 | 3.0% | $1.02 | — | SDBCV | 48123VAC6 |
| FXI | ISHARES FTSE CHINA 25 INDEX FU | 300,000 | $11,112 | 2.4% | $37.04 | — | Put | 464287184 |
| — | IRIDIUM COMMUN CVPFD PERP | 28,000 | $9,329 | 2.0% | $333.18 | — | CVPFD | 46269C409 |
| — | MOLYCORP INC | 3,519,638 | $9,046 | 2.0% | $5.70 | — | COM | 608753109 |
| — | CONCUR TECHNOLOGIES .5 15JUN18 | 7,500,000 | $8,409 | 1.8% | $1.12 | — | SDBCV | 206708AC3 |
| — | RAIT FINANCIAL 4 1OCT33 | 8,000,000 | $7,839 | 1.7% | $1.00 | — | SDBCV | 749227AB0 |
| — | SOLAZYME INC 5% 1OCT19 | 6,500,000 | $7,330 | 1.6% | $1.13 | — | SDBCV | 83415TAC5 |
| — | LIVE NATION ENT 2.875% 15JUL27 | 7,000,000 | $7,015 | 1.5% | $0.93 | — | SDBCV | 538034AB5 |
| — | SYMANTEC CORP | 300,000 | $6,870 | 1.5% | — | — | Call | 871503108 |
| — | RESTORATION HARDWARE HOLDING | 63,018 | $5,864 | 1.3% | $93.05 | — | COM | 761283100 |
| — | CHESAPEAKE EY CV 2.5% 15MAY37 | 5,000,000 | $5,255 | 1.1% | $1.05 | — | SDBCV | 165167CA3 |
| C | CITIGROUP INC | 100,000 | $4,710 | 1.0% | — | — | Call | 172967424 |
| HLF | HERBALIFE LTD | 69,500 | $4,486 | 1.0% | $32.93 | -6.9% | COM | G4412G101 |
| — | STERLITE INDUSTRIE 4%30OCT14 | 4,290,000 | $4,298 | 0.9% | $1.00 | — | SDBCV | 859737AB4 |
| — | CHESAPEAKE CV 2.75% 15NOV2035 | 4,000,000 | $4,240 | 0.9% | $1.06 | — | SDBCV | 165167BW6 |
| FXI | ISHARES FTSE CHINA 25 INDEX FU | 114,000 | $4,222 | 0.9% | $37.04 | — | COM | 464287184 |
| — | PDL BIOPHARMA 4% 01FEB18 | 3,320,000 | $3,789 | 0.8% | $1.05 | — | SDBCV | 69329YAF1 |
| — | HOLOGIC INC FRN 15DEC43 | 3,000,000 | $3,290 | 0.7% | $1.10 | — | SDBCV | 436440AG6 |
| BAC | BANK OF AMERICA CORP | 151,300 | $2,326 | 0.5% | — | — | Call | 060505104 |
| — | 51JOB INC-ADR | 34,789 | $2,294 | 0.5% | $65.94 | — | COM | 316827104 |
| — | COBALT INTL ENE 3.125% 15MAY24 | 2,000,000 | $2,154 | 0.5% | $1.08 | — | SDBCV | 19075FAB2 |
| — | NATIONAL BANK OF GREECE-ADR | 500,000 | $1,840 | 0.4% | — | — | Call | 633643705 |
| GM | GENERAL MOTORS CO | 49,965 | $1,813 | 0.4% | $27.43 | -4.1% | COM | 37045V100 |
| — | PDL BIOPHARMA INC | 183,836 | $1,780 | 0.4% | $8.77 | — | COM | 69329Y104 |
| — | PDL BIO PHARMA 3.75% 01MAY15 | 1,109,000 | $1,776 | 0.4% | $1.26 | — | SDBCV | 69329YAC8 |
| — | REGIS CORP 5% 15JUL14 | 1,000,000 | $1,003 | 0.2% | $1.03 | — | SDBCV | 758932AA5 |
| PANW | PALO ALTO NETWORKS INC | 11,400 | $956 | 0.2% | $11.67 | 0.0% | COM | 697435105 |
| — | NAVIOS MARITIME ACQUISITION | 250,000 | $928 | 0.2% | $3.66 | — | SHS | Y62159101 |
| — | SCORPIO BULKERS INC | 100,000 | $890 | 0.2% | $10.11 | — | SHS | Y7546A106 |
| — | COLONY FINANCIA 3.875% 15JAN21 | 722,000 | $743 | 0.2% | $1.03 | — | SDBCV | 19624RAB2 |
| — | APOLLO CMMRL REAL 5.5% 15MAR19 | 640,000 | $678 | 0.1% | $1.02 | — | SDBCV | 03762UAA3 |
| DSX | DIANA SHIPPING INC | 61,800 | $673 | 0.1% | $7.38 | -9.2% | COM | Y2066G104 |
| — | GENERAL MOTORS-CW15 | 175,000 | $430 | 0.1% | $2.77 | — | RT | 37045V134 |
| — | DRYSHIPS INC | 75,563 | $244 | 0.1% | $1.87 | — | COM | Y2109Q101 |
| — | ARIAD PHARMACEUTICALS INC | 26,800 | $170 | 0.0% | $6.34 | — | COM | 04033A100 |
| — | OLD REPUBLIC INT 3.75% 15MAR18 | 15,000 | $20 | 0.0% | $1.33 | — | SDBCV | 680223AH7 |