CIK: 0001279396 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 14, 2015
Total Value ($000): $841,204 (21.5% shares, 78.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALERE INC 3% 31DEC49 SER B PFD | 279,170 | $98,411 | 11.7% | $255.32 | — | CVPFD | 01449J204 |
| — | MOLINA HEALTH 1.125% 15JAN20 | 31,000,000 | $54,938 | 6.5% | $1.77 | — | SDBCV | 60855RAC4 |
| — | COLONY FINANCIA 3.875% 15JAN21 | 49,637,000 | $50,032 | 5.9% | $1.05 | — | SDBCV | 19624RAB2 |
| — | VECTOR GROUP LTD 1.75% 15APR20 | 43,195,000 | $47,596 | 5.7% | $1.07 | — | SDBCV | 92240MBC1 |
| — | APOLLO CMMRL REAL 5.5% 15MAR19 | 46,820,000 | $46,937 | 5.6% | $1.00 | — | SDBCV | 03762UAA3 |
| — | QUIDEL CORP 3.25% 15DEC20 | 40,750,000 | $40,811 | 4.9% | $1.09 | — | SDBCV | 74838JAA9 |
| — | TRINA SOLAR LTD 3.5% 15JUN19 | 39,905,000 | $40,636 | 4.8% | $1.02 | — | SDBCV | 89628EAC8 |
| — | CANADIAN SOLAR 4.25% 15FEB19 | 31,105,000 | $30,579 | 3.6% | $1.03 | — | SDBCV | 136635AE9 |
| — | TESARO INC 3% 01OCT21 | 16,412,000 | $30,090 | 3.6% | $1.83 | — | SDBCV | 881569AA5 |
| — | DEPOMED INC 2.5 1SEP21 | 23,168,000 | $29,773 | 3.5% | $1.21 | — | SDBCV | 249908AA2 |
| — | YAHOO INC 0% 1DEC18 | 24,383,000 | $25,102 | 3.0% | $1.04 | — | SDBCV | 984332AF3 |
| — | ENVESTNET INC 1.75% 15DEC19 | 25,670,000 | $24,977 | 3.0% | $1.02 | — | SDBCV | 29404KAA4 |
| — | PENNYMAC CORP 5.375% 1MAY20 | 26,011,000 | $24,563 | 2.9% | $0.99 | — | SDBCV | 70932AAB9 |
| — | SINA CORP 1% 01DEC18 | 22,301,000 | $21,312 | 2.5% | $0.92 | — | SDBCV | 82922RAD5 |
| — | 51JOB INC 3.25 15APR19 | 20,085,000 | $20,512 | 2.4% | $1.02 | — | SDBCV | 316827AC8 |
| — | HOLOGIC INC FRN 15DEC43 | 15,500,000 | $18,860 | 2.2% | $1.22 | — | SDBCV | 436440AG6 |
| — | CHENIERE ENERGY 4.25 15MAR45 | 25,000,000 | $18,837 | 2.2% | $0.80 | — | SDBCV | 16411RAG4 |
| — | NOVELLUS SYSTEM 2.625% 15MAY41 | 7,500,000 | $17,892 | 2.1% | $2.39 | — | SDBCV | 670008AD3 |
| — | IRIDIUM COMMUN CVPFD PERP | 52,000 | $17,304 | 2.1% | $334.68 | — | CVPFD | 46269C409 |
| — | RESTORATION 0% 15JUL20 | 17,000,000 | $16,932 | 2.0% | $1.00 | — | SDBCV | 761283AB6 |
| — | QIHOO 360 TECH CO 2.5% 15SEP18 | 12,500,000 | $12,259 | 1.5% | $0.98 | — | SDBCV | 74734MAB5 |
| — | ECHO GLOBAL LOGI 2.5 1MAY20 | 11,035,000 | $11,924 | 1.4% | $1.08 | — | SDBCV | 27875TAA9 |
| — | ALBANY MOLECULAR 2.25% 15NOV18 | 7,868,000 | $10,988 | 1.3% | $1.36 | — | SDBCV | 012423AB5 |
| — | COLONY FINANCIAL 5% 15APR23 | 9,500,000 | $9,970 | 1.2% | $1.07 | — | SDBCV | 19624RAA4 |
| EEM | ISHARES MSCI EMERGING MKT IN | 200,000 | $7,925 | 0.9% | — | — | Call | 464287234 |
| — | SPIRIT REALTY 2.875% 15MAY19 | 7,682,000 | $7,245 | 0.9% | $0.94 | — | SDBCV | 84860WAA0 |
| — | MOLINA HEALTHCAR 1.625%15AUG44 | 5,064,000 | $6,679 | 0.8% | $1.31 | — | SDBCV | 60855RAD2 |
| — | RED HAT INC | 83,900 | $6,370 | 0.8% | $75.92 | — | COM | 756577102 |
| — | JDS UNIPHASE 0.625% 15AUG33 | 6,500,000 | $6,360 | 0.8% | $0.99 | — | SDBCV | 46612JAF8 |
| — | AMERICAN REALTY 3% 1AUG18 | 6,300,000 | $5,942 | 0.7% | $0.94 | — | SDBCV | 02917TAA2 |
| — | 51JOB INC-ADR | 174,449 | $5,798 | 0.7% | $38.28 | — | COM | 316827104 |
| ON | ON SEMICONDUCTOR CORP | 480,200 | $5,614 | 0.7% | $12.27 | 0.0% | COM | 682189105 |
| — | ANI PHARMACEUTI INC 3% 01DEC19 | 4,500,000 | $5,156 | 0.6% | $1.15 | — | SDBCV | 00182CAA1 |
| TEVA | TEVA PHARMACEUTICAL-SPON ADR | 80,000 | $4,728 | 0.6% | — | — | Call | 881624209 |
| — | NEW MOUNTAIN FINANC 5% 15JUN19 | 4,500,000 | $4,560 | 0.5% | $1.01 | — | SDBCV | 647551AB6 |
| — | STARWOOD PRPRTY TR3.75 15OCT17 | 4,500,000 | $4,543 | 0.5% | $1.01 | — | SDBCV | 85571BAC9 |
| — | TETRALOGIC PHAR 8% 15JUN19 | 7,500,000 | $4,497 | 0.5% | $0.60 | — | SDBCV | 88165UAB5 |
| — | RESTORATION HARDWARE HOLDING | 45,711 | $4,463 | 0.5% | $97.64 | — | COM | 761283100 |
| GOGO | GOGO INC | 186,518 | $3,997 | 0.5% | $17.02 | +25.4% | COM | 38046C109 |
| — | SUNPOWER CORP .75 1JUN18 | 3,099,000 | $3,986 | 0.5% | $1.39 | — | SDBCV | 867652AG4 |
| HLF | HERBALIFE LTD | 69,500 | $3,829 | 0.5% | $32.93 | -26.5% | COM | G4412G101 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 49,143 | $2,701 | 0.3% | $54.96 | — | COM | 049164205 |
| — | BROCADE COMMUNICATIONS SYS | 224,500 | $2,667 | 0.3% | $11.88 | — | COM | 111621306 |
| — | DHT HOLDINGS INC 4.5% 01OCT19 | 2,100,000 | $2,512 | 0.3% | $1.11 | — | SDBCV | 23335SAB2 |
| — | FIREEYE INC | 50,713 | $2,480 | 0.3% | $48.90 | — | COM | 31816Q101 |
| AKAM | AKAMAI TECHNOLOGIES | 31,800 | $2,220 | 0.3% | $74.21 | 0.0% | COM | 00971T101 |
| — | INTERACTIVE INTELLIGENCE GROUP | 39,416 | $1,753 | 0.2% | $44.47 | — | COM | 45841V109 |
| GM | GENERAL MOTORS CO | 49,965 | $1,665 | 0.2% | $27.43 | +1.5% | COM | 37045V100 |
| — | PROTALIX BIOTHERAP 4.5 15SEP18 | 2,000,000 | $1,550 | 0.2% | $0.76 | — | SDBCV | 74365AAB7 |
| — | VECTOR GROUP LTD 2.5% 15JAN19 | 1,000,000 | $1,478 | 0.2% | $1.48 | — | SDB | 92240MAY4 |
| NVDA | NVIDIA CORP | 72,400 | $1,456 | 0.2% | $0.52 | 0.0% | COM | 67066G104 |
| ILMN | ILLUMINA INC | 5,700 | $1,245 | 0.1% | $195.32 | 0.0% | COM | 452327109 |
| — | NAVIOS MARITIME ACQUISITION | 332,289 | $1,193 | 0.1% | $3.65 | — | COM | Y62159101 |
| WDAY | WORKDAY INC-CLASS A | 12,900 | $985 | 0.1% | $85.08 | 0.0% | COM | 98138H101 |
| HOLX | HOLOGIC INC | 25,267 | $962 | 0.1% | $35.00 | 0.0% | COM | 436440101 |
| — | RENEWABLE ENERGY GROUP INC | 79,530 | $920 | 0.1% | $9.71 | — | COM | 75972A301 |
| — | ANADARKO PETROLEUM 07JUN18 PFD | 10,000 | $505 | 0.1% | $50.50 | — | CVPFD | 032511404 |
| DSX | DIANA SHIPPING INC | 61,800 | $436 | 0.1% | $7.38 | -46.8% | COM | Y2066G104 |
| GNW | GENWORTH FINANCIAL INC-CL A | 50,000 | $378 | 0.0% | $10.50 | -24.0% | COM | 37247D106 |
| GFI | GOLD FIELDS LTD-SP ADR | 100,000 | $322 | 0.0% | $4.01 | — | ADR | 38059T106 |
| — | CTRIP.COM INTER 1.25% 15OCT18 | 279,000 | $320 | 0.0% | $1.05 | — | SDBCV | 22943FAD2 |
| — | HOMEAWAY INC 0.125 1APR19 | 250,000 | $241 | 0.0% | $0.96 | — | SDBCV | 43739QAB6 |
| — | SCORPIO BULKERS INC | 120,000 | $196 | 0.0% | $8.75 | — | COM | Y7546A106 |
| — | DRYSHIPS INC | 75,563 | $46 | 0.0% | $1.87 | — | COM | Y2109Q101 |
| — | GENERAL MOTORS-CW15 | 166,400 | $46 | 0.0% | $2.75 | — | RT | 37045V134 |