CIK: 0001279396 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 14, 2014
Total Value ($000): $501,980 (29.8% shares, 70.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALERE INC 3% 31DEC49 SER B PFD | 208,774 | $68,315 | 13.6% | $226.25 | — | CVPFD | 01449J204 |
| — | DEPOMED INC 2.5 1SEP21 | 37,995,000 | $40,162 | 8.0% | $1.06 | — | SDBCV | 249908AA2 |
| — | PENNYMAC CORP 5.375% 1MAY20 | 36,587,000 | $35,993 | 7.2% | $0.99 | — | SDBCV | 70932AAB9 |
| — | VIPSHOP HLDG LTD 1.5% 15MAR19 | 25,009,000 | $29,654 | 5.9% | $1.18 | — | SDBCV | 92763WAA1 |
| — | APOLLO CMMRL REAL 5.5% 15MAR19 | 26,700,000 | $26,562 | 5.3% | $1.00 | — | SDBCV | 03762UAA3 |
| — | OMNICARE INC CV 3.25% 15DEC203 | 24,565,000 | $25,634 | 5.1% | $1.03 | — | SDBCV | 681904AL2 |
| — | VECTOR GROUP LTD 1.75% 15APR20 | 21,795,000 | $24,356 | 4.9% | $1.07 | — | SDBCV | 92240MBC1 |
| — | TWITTER INC | 413,400 | $21,323 | 4.2% | $51.58 | — | COM | 90184L102 |
| — | SUNPOWER CORP 4.5% 15MAR15 | 13,223,000 | $20,073 | 4.0% | $1.25 | — | SDBCV | 867652AE9 |
| — | INSULET CORP 2% 15JUN19 | 16,128,000 | $17,225 | 3.4% | $1.10 | — | SDBCV | 45784PAD3 |
| — | ACORDA THERAPEUTI 1.75%15JUN21 | 15,510,000 | $16,119 | 3.2% | $1.04 | — | SDBCV | 00484MAA4 |
| — | GT ADV TECHNOL 3 31DEC49 | 12,670,000 | $14,447 | 2.9% | $1.32 | — | SDBCV | 36191UAB2 |
| — | J2 GLOBAL COMMU 3.25 15JUN29 | 13,020,000 | $13,031 | 2.6% | $1.02 | — | SDBCV | 48123VAC6 |
| — | FXCM INC 2.25 15JUN18 | 11,698,000 | $12,212 | 2.4% | $1.04 | — | SDBCV | 302693AB2 |
| — | PDL BIOPHARMA 4% 01FEB18 | 11,414,000 | $11,148 | 2.2% | $1.00 | — | SDBCV | 69329YAF1 |
| — | SUNPOWER CORP .75 1JUN18 | 7,104,000 | $10,530 | 2.1% | $1.48 | — | SDBCV | 867652AG4 |
| — | SYNCHRONOSS TECH 0.75% 15AUG19 | 8,588,000 | $9,529 | 1.9% | $1.11 | — | SDBCV | 87157BAA1 |
| — | IRIDIUM COMMUN CVPFD PERP | 28,000 | $9,523 | 1.9% | $333.18 | — | CVPFD | 46269C409 |
| — | CORNERSTONE OND 1.5 1JUL18 | 8,892,000 | $8,907 | 1.8% | $1.00 | — | SDBCV | 21925YAB9 |
| — | SPECTRANETICS CO 2.625% 1JUN34 | 7,725,000 | $8,692 | 1.7% | $1.04 | — | SDBCV | 84760CAA5 |
| — | SOLARCITY CORP | 117,600 | $7,009 | 1.4% | $59.60 | — | COM | 83416T100 |
| — | ELECTRONICS FOR IMAGING | 153,716 | $6,790 | 1.4% | $44.17 | — | COM | 286082102 |
| — | TESARO INC 3% 01OCT21 | 5,000,000 | $5,239 | 1.0% | $1.05 | — | SDBCV | 881569AA5 |
| C | CITIGROUP INC | 100,000 | $5,182 | 1.0% | — | — | Call | 172967424 |
| — | STERLITE INDUSTRIE 4%30OCT14 | 5,176,000 | $5,162 | 1.0% | $1.00 | — | SDBCV | 859737AB4 |
| — | CHESAPEAKE CV 2.75% 15NOV2035 | 5,000,000 | $5,075 | 1.0% | $1.05 | — | SDBCV | 165167BW6 |
| — | ALCOA INC CVPFD | 97,000 | $4,853 | 1.0% | $50.03 | — | CVPFD | 013817309 |
| — | MOLYCORP INC | 3,519,638 | $4,189 | 0.8% | $5.70 | — | COM | 608753109 |
| — | SOLAZYME INC 5% 1OCT19 | 3,700,000 | $3,355 | 0.7% | $1.13 | — | SDBCV | 83415TAC5 |
| — | FINISAR CORPORATION | 200,000 | $3,326 | 0.7% | — | — | Call | 31787A507 |
| — | HOLOGIC INC FRN 15DEC43 | 3,000,000 | $3,256 | 0.6% | $1.10 | — | SDBCV | 436440AG6 |
| — | IPATH S&P 500 VIX S/T FU ETN | 101,000 | $3,148 | 0.6% | — | — | Put | 06742E711 |
| HLF | HERBALIFE LTD | 69,500 | $3,041 | 0.6% | $32.93 | -18.9% | COM | G4412G101 |
| — | HOME INNS HTL 2% 15DEC15 | 2,784,000 | $2,702 | 0.5% | $1.00 | — | SDBCV | 43713WAB3 |
| BAC | BANK OF AMERICA CORP | 151,300 | $2,579 | 0.5% | — | — | Call | 060505104 |
| HURN | HURON CONSULTING GROUP INC | 35,159 | $2,144 | 0.4% | $63.91 | 0.0% | COM | 447462102 |
| GM | GENERAL MOTORS CO | 49,965 | $1,595 | 0.3% | $27.43 | -3.4% | COM | 37045V100 |
| — | NATIONAL BANK OF GREECE-ADR | 500,000 | $1,505 | 0.3% | — | — | Call | 633643705 |
| — | RAIT FINANCIAL 4 1OCT33 | 1,500,000 | $1,399 | 0.3% | $1.00 | — | SDBCV | 749227AB0 |
| — | 51JOB INC-ADR | 34,978 | $1,047 | 0.2% | $65.94 | — | COM | 316827104 |
| — | RESOURCE CAPITAL CO 6% 01DEC18 | 1,000,000 | $992 | 0.2% | $0.99 | — | SDBCV | 76120WAA2 |
| — | TESARO INC | 35,395 | $953 | 0.2% | $26.92 | — | COM | 881569107 |
| — | INTERDIGITAL INC 2.5% 15MAR16 | 900,000 | $925 | 0.2% | $1.03 | — | SDBCV | 458660AB3 |
| — | PDL BIOPHARMA INC | 94,198 | $704 | 0.1% | $8.77 | — | COM | 69329Y104 |
| — | NAVIOS MARITIME ACQUISITION | 250,000 | $678 | 0.1% | $3.66 | — | COM | Y62159101 |
| — | SCORPIO BULKERS INC | 100,000 | $582 | 0.1% | $10.11 | — | COM | Y7546A106 |
| DSX | DIANA SHIPPING INC | 61,800 | $552 | 0.1% | $7.38 | -19.0% | COM | Y2066G104 |
| CLNE | CLEAN ENERGY FUELS CORP | 28,800 | $225 | 0.0% | $9.78 | 0.0% | COM | 184499101 |
| — | DRYSHIPS INC | 75,563 | $187 | 0.0% | $1.87 | — | COM | Y2109Q101 |
| — | GENERAL MOTORS-CW15 | 175,000 | $151 | 0.0% | $2.77 | — | RT | 37045V134 |