CIK: 0001279396 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 15, 2015
Total Value ($000): $615,014 (23.9% shares, 76.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALERE INC 3% 31DEC49 SER B PFD | 262,662 | $88,826 | 14.4% | $249.21 | — | CVPFD | 01449J204 |
| — | SUNEDISON INC 2% 01OCT18 | 31,000,000 | $53,401 | 8.7% | $1.72 | — | SDBCV | 86732YAC3 |
| — | VECTOR GROUP LTD 1.75% 15APR20 | 41,195,000 | $44,235 | 7.2% | $1.07 | — | SDBCV | 92240MBC1 |
| — | APOLLO CMMRL REAL 5.5% 15MAR19 | 39,800,000 | $40,262 | 6.5% | $1.00 | — | SDBCV | 03762UAA3 |
| — | QUIDEL CORP 3.25% 15DEC20 | 31,500,000 | $34,269 | 5.6% | $1.11 | — | SDBCV | 74838JAA9 |
| — | COLONY FINANCIA 3.875% 15JAN21 | 31,661,000 | $34,134 | 5.6% | $1.07 | — | SDBCV | 19624RAB2 |
| — | SANDISK CORP CV 1.5% 15AUG17 | 20,260,000 | $27,658 | 4.5% | $1.37 | — | SDBCV | 80004CAD3 |
| — | PENNYMAC CORP 5.375% 1MAY20 | 27,011,000 | $26,106 | 4.2% | $0.99 | — | SDBCV | 70932AAB9 |
| — | SINA CORP 1% 01DEC18 | 28,672,000 | $26,098 | 4.2% | $0.92 | — | SDBCV | 82922RAD5 |
| — | CANADIAN SOLAR 4.25% 15FEB19 | 24,150,000 | $25,198 | 4.1% | $1.04 | — | SDBCV | 136635AE9 |
| — | SPECTRANETICS CO 2.625% 1JUN34 | 18,876,000 | $24,453 | 4.0% | $1.19 | — | SDBCV | 84760CAA5 |
| — | SANDISK CORP .5% 15OCT20 | 17,000,000 | $17,102 | 2.8% | $1.01 | — | SDBCV | 80004CAF8 |
| BMY | BRISTOL MYERS SQUIBB | 185,546 | $11,967 | 1.9% | — | — | Call | 110122108 |
| — | CHENIERE ENERGY 4.25 15MAR45 | 14,000,000 | $11,622 | 1.9% | $0.83 | — | SDBCV | 16411RAG4 |
| — | IRIDIUM COMMUN CVPFD PERP | 32,000 | $11,353 | 1.8% | $335.88 | — | CVPFD | 46269C409 |
| — | DEPOMED INC 2.5 1SEP21 | 8,030,000 | $10,631 | 1.7% | $1.06 | — | SDBCV | 249908AA2 |
| — | SUNEDISON INC 2.75% 01JAN21 | 5,595,000 | $9,791 | 1.6% | $1.75 | — | SDBCV | 86732YAD1 |
| — | NETSUITE INC 0.25% 01JUL18 | 9,352,000 | $9,739 | 1.6% | $1.07 | — | SDBCV | 64118QAB3 |
| — | ENVESTNET INC 1.75% 15DEC19 | 8,311,000 | $9,283 | 1.5% | $1.12 | — | SDBCV | 29404KAA4 |
| — | RESOURCE CAP CORP 8% 15JAN20 | 9,000,000 | $8,791 | 1.4% | $0.98 | — | SDBCV | 76120WAB0 |
| — | CTRIP.COM INTER 1.25% 15OCT18 | 7,040,000 | $7,385 | 1.2% | $1.05 | — | SDBCV | 22943FAD2 |
| — | INSULET CORP 2% 15JUN19 | 6,823,000 | $6,885 | 1.1% | $1.10 | — | SDBCV | 45784PAD3 |
| — | YAHOO INC 0% 1DEC18 | 5,466,000 | $5,918 | 1.0% | $1.08 | — | SDBCV | 984332AF3 |
| — | 51JOB INC-ADR | 177,622 | $5,731 | 0.9% | $38.28 | — | COM | 316827104 |
| — | SOUTHWESTERN 6.25% 15JAN18 | 105,250 | $5,321 | 0.9% | $50.56 | — | CVPFD | 845467208 |
| — | ROVI CORP | 289,841 | $5,279 | 0.9% | $18.21 | — | COM | 779376102 |
| — | VIPSHOP HLDG LTD 1.5% 15MAR19 | 2,992,000 | $4,674 | 0.8% | $1.18 | — | SDBCV | 92763WAA1 |
| — | AMERICAN REALTY 3% 1AUG18 | 4,550,000 | $4,447 | 0.7% | $0.94 | — | SDBCV | 02917TAA2 |
| — | WORKDAY INC 1.5% 15JUL20 | 3,500,000 | $4,361 | 0.7% | $1.25 | — | SDBCV | 98138HAD3 |
| EWC | ISHARES MSCI CANADA | 152,452 | $4,144 | 0.7% | — | — | Put | 464286509 |
| — | COLONY FINANCIAL 5% 15APR23 | 3,500,000 | $3,962 | 0.6% | $1.11 | — | SDBCV | 19624RAA4 |
| GOGO | GOGO INC | 186,518 | $3,555 | 0.6% | $17.02 | 0.0% | COM | 38046C109 |
| — | ALBANY MOLECULAR 2.25% 15NOV18 | 2,500,000 | $3,188 | 0.5% | $1.28 | — | SDBCV | 012423AB5 |
| — | MOLINA HEALTHCAR 1.625%15AUG44 | 2,415,000 | $3,131 | 0.5% | $1.30 | — | SDBCV | 60855RAD2 |
| HLF | HERBALIFE LTD | 69,500 | $2,972 | 0.5% | $32.93 | -48.1% | COM | G4412G101 |
| — | DHT HOLDINGS INC 4.5% 01OCT19 | 2,100,000 | $2,340 | 0.4% | $1.11 | — | SDBCV | 23335SAB2 |
| — | SUNPOWER CORP .75 1JUN18 | 1,604,000 | $2,238 | 0.4% | $1.48 | — | SDBCV | 867652AG4 |
| — | ALERE INC CV 3% 15MAY16 | 1,865,000 | $2,217 | 0.4% | $1.05 | — | SDBCV | 01449JAA3 |
| GM | GENERAL MOTORS CO | 49,965 | $1,874 | 0.3% | $27.43 | +2.6% | COM | 37045V100 |
| — | JDS UNIPHASE 0.625% 15AUG33 | 1,500,000 | $1,554 | 0.3% | $1.04 | — | SDBCV | 46612JAF8 |
| — | PROTALIX BIOTHERAP 4.5 15SEP18 | 2,000,000 | $1,501 | 0.2% | $0.76 | — | SDBCV | 74365AAB7 |
| — | TESARO INC 3% 01OCT21 | 730,000 | $1,303 | 0.2% | $1.78 | — | SDBCV | 881569AA5 |
| — | NAVIOS MARITIME ACQUISITION | 332,289 | $1,176 | 0.2% | $3.65 | — | COM | Y62159101 |
| — | RENEWABLE ENERGY GROUP INC | 127,242 | $1,173 | 0.2% | $9.71 | — | COM | 75972A301 |
| — | MOLYCORP INC | 2,019,638 | $778 | 0.1% | $5.70 | — | COM | 608753109 |
| — | MOLYCORP INC | 1,225,968 | $472 | 0.1% | $5.70 | — | Call | 608753109 |
| — | ANGLOGOLD ASHANTI - SPON ADR | 49,700 | $464 | 0.1% | $9.34 | — | ADR | 035128206 |
| GFI | GOLD FIELDS LTD-SP ADR | 100,000 | $401 | 0.1% | $4.01 | — | ADR | 38059T106 |
| DSX | DIANA SHIPPING INC | 61,800 | $378 | 0.1% | $7.38 | -46.7% | COM | Y2066G104 |
| GNW | GENWORTH FINANCIAL INC-CL A | 50,000 | $366 | 0.1% | $10.50 | -27.6% | COM | 37247D106 |
| HYG | ISHARES IBOXX H/Y CORP BOND | 3,727 | $338 | 0.1% | $89.60 | — | COM | 464288513 |
| — | SCORPIO BULKERS INC | 120,000 | $284 | 0.0% | $8.75 | — | COM | Y7546A106 |
| — | GENERAL MOTORS-CW15 | 176,700 | $227 | 0.0% | $2.75 | — | RT | 37045V134 |
| — | DRYSHIPS INC | 75,563 | $58 | 0.0% | $1.87 | — | COM | Y2109Q101 |