CIK: 0001279396 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 17, 2015
Total Value ($000): $529,070 (32.6% shares, 67.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALERE INC 3% 31DEC49 SER B PFD | 208,775 | $66,286 | 12.5% | $226.25 | — | CVPFD | 01449J204 |
| — | SPDR BARCLAYS HIGH YIELD BOND | 1,003,272 | $38,736 | 7.3% | $38.61 | — | COM | 78464A417 |
| — | SUNPOWER CORP 4.5% 15MAR15 | 32,723,000 | $38,440 | 7.3% | $1.20 | — | SDBCV | 867652AE9 |
| — | STARWOOD PRPRTY TR3.75 15OCT17 | 36,863,000 | $37,507 | 7.1% | $1.02 | — | SDBCV | 85571BAC9 |
| — | APOLLO CMMRL REAL 5.5% 15MAR19 | 37,480,000 | $37,125 | 7.0% | $0.99 | — | SDBCV | 03762UAA3 |
| — | VECTOR GROUP LTD 1.75% 15APR20 | 34,195,000 | $36,340 | 6.9% | $1.07 | — | SDBCV | 92240MBC1 |
| — | DEPOMED INC 2.5 1SEP21 | 32,845,000 | $35,711 | 6.7% | $1.06 | — | SDBCV | 249908AA2 |
| — | PENNYMAC CORP 5.375% 1MAY20 | 29,787,000 | $28,471 | 5.4% | $0.99 | — | SDBCV | 70932AAB9 |
| — | QUIDEL CORP 3.25% 15DEC20 | 24,000,000 | $26,816 | 5.1% | $1.12 | — | SDBCV | 74838JAA9 |
| — | SPECTRANETICS CO 2.625% 1JUN34 | 15,126,000 | $19,480 | 3.7% | $1.16 | — | SDBCV | 84760CAA5 |
| — | SINA CORP 1% 01DEC18 | 15,997,000 | $14,785 | 2.8% | $0.92 | — | SDBCV | 82922RAD5 |
| — | INSULET CORP 2% 15JUN19 | 11,768,000 | $13,972 | 2.6% | $1.10 | — | SDBCV | 45784PAD3 |
| — | VIPSHOP HLDG LTD 1.5% 15MAR19 | 11,683,000 | $13,952 | 2.6% | $1.18 | — | SDBCV | 92763WAA1 |
| — | ACORDA THERAPEUTI 1.75%15JUN21 | 9,910,000 | $11,427 | 2.2% | $1.04 | — | SDBCV | 00484MAA4 |
| HYG | ISHARES IBOXX H/Y CORP BOND | 125,002 | $11,200 | 2.1% | $89.60 | — | COM | 464288513 |
| NXPI | NXP SEMICONDUCTORS NV | 134,550 | $10,280 | 1.9% | $62.99 | 0.0% | COM | N6596X109 |
| — | IRIDIUM COMMUN CVPFD PERP | 28,000 | $10,158 | 1.9% | $333.18 | — | CVPFD | 46269C409 |
| — | SYNCHRONOSS TECH 0.75% 15AUG19 | 7,088,000 | $7,505 | 1.4% | $1.11 | — | SDBCV | 87157BAA1 |
| EWC | ISHARES MSCI CANADA | 200,000 | $5,772 | 1.1% | — | — | Put | 464286509 |
| — | COLONY FINANCIA 3.875% 15JAN21 | 5,644,000 | $5,772 | 1.1% | $1.02 | — | SDBCV | 19624RAB2 |
| — | SUNPOWER CORP .75 1JUN18 | 4,604,000 | $5,635 | 1.1% | $1.48 | — | SDBCV | 867652AG4 |
| C | CITIGROUP INC | 100,000 | $5,411 | 1.0% | — | — | Call | 172967424 |
| — | FINISAR CORPORATION | 200,000 | $3,882 | 0.7% | $19.42 | — | Call | 31787A507 |
| BAC | BANK OF AMERICA CORP | 201,300 | $3,601 | 0.7% | — | — | Call | 060505104 |
| — | NETSUITE INC 0.25% 01JUL18 | 3,000,000 | $3,369 | 0.6% | $1.12 | — | SDBCV | 64118QAB3 |
| — | AMERICAN REALTY 3% 1AUG18 | 3,500,000 | $3,233 | 0.6% | $0.92 | — | SDBCV | 02917TAA2 |
| — | MOLYCORP INC | 3,519,638 | $3,100 | 0.6% | $5.70 | — | COM | 608753109 |
| — | SEACOR HOLDINGS 3% 15NOV28 | 3,336,000 | $3,077 | 0.6% | $0.92 | — | SDBCV | 81170YAB5 |
| — | FXCM INC 2.25 15JUN18 | 2,600,000 | $2,743 | 0.5% | $1.04 | — | SDBCV | 302693AB2 |
| — | PDL BIOPHARMA 4% 01FEB18 | 2,743,000 | $2,658 | 0.5% | $1.00 | — | SDBCV | 69329YAF1 |
| HLF | HERBALIFE LTD | 69,500 | $2,620 | 0.5% | $32.93 | -35.0% | COM | G4412G101 |
| — | AMERICAN REALTY 3.75 15DEC20 | 2,500,000 | $2,305 | 0.4% | $0.92 | — | SDBCV | 02917TAB0 |
| — | ALERE INC CV 3% 15MAY16 | 1,865,000 | $1,950 | 0.4% | $1.05 | — | SDBCV | 01449JAA3 |
| — | OMNICARE INC CV 3.25% 15DEC203 | 1,700,000 | $1,828 | 0.3% | $1.03 | — | SDBCV | 681904AL2 |
| GM | GENERAL MOTORS CO | 49,965 | $1,745 | 0.3% | $27.43 | -10.7% | COM | 37045V100 |
| — | PROTALIX BIOTHERAP 4.5 15SEP18 | 2,000,000 | $1,519 | 0.3% | $0.76 | — | SDBCV | 74365AAB7 |
| — | RENEWABLE ENERGY GROUP INC | 127,242 | $1,236 | 0.2% | $9.71 | — | COM | 75972A301 |
| MELI | MERCADOLIBRE INC | 9,672 | $1,235 | 0.2% | $124.87 | 0.0% | COM | 58733R102 |
| — | NAVIOS MARITIME ACQUISITION | 332,289 | $1,206 | 0.2% | $3.65 | — | COM | Y62159101 |
| — | 51JOB INC-ADR | 31,731 | $1,138 | 0.2% | $65.94 | — | COM | 316827104 |
| — | COLONY FINANCIAL 5% 15APR23 | 1,000,000 | $1,071 | 0.2% | $1.07 | — | SDBCV | 19624RAA4 |
| — | MEDIDATA SOLUTIONS INC | 22,100 | $1,056 | 0.2% | $47.78 | — | COM | 58471A105 |
| — | FINISAR CORPORATION | 53,400 | $1,037 | 0.2% | $19.42 | — | COM | 31787A507 |
| — | NATIONAL BANK OF GREECE-ADR | 500,000 | $895 | 0.2% | — | — | Call | 633643705 |
| — | PROS HOLDINGS INC | 15,825 | $435 | 0.1% | $27.49 | — | COM | 74346Y103 |
| GNW | GENWORTH FINANCIAL INC-CL A | 50,000 | $425 | 0.1% | $10.50 | 0.0% | COM | 37247D106 |
| DSX | DIANA SHIPPING INC | 61,800 | $415 | 0.1% | $7.38 | -38.4% | COM | Y2066G104 |
| — | SCORPIO BULKERS INC | 120,000 | $236 | 0.0% | $8.75 | — | COM | Y7546A106 |
| — | GENERAL MOTORS-CW15 | 174,950 | $194 | 0.0% | $2.77 | — | RT | 37045V134 |
| — | DRYSHIPS INC | 75,563 | $80 | 0.0% | $1.87 | — | COM | Y2109Q101 |