CIK: 0001279396 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 15, 2017
Total Value ($000): $2,690,583 (13.3% shares, 86.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MICRON TECHN 3.125 01MAY32 A | 53,277,000 | $156,622 | 5.8% | $1.65 | — | SDBCV | 595112AX1 |
| — | ADVANCED MICRO 2.125 01SEP26 | 75,296,000 | $148,707 | 5.5% | $1.97 | — | SDBCV | 007903BD8 |
| — | ALERE INC 3 31DEC49 SER B PFD | 332,547 | $108,353 | 4.0% | $272.78 | — | CVPFD | 01449J204 |
| — | INTEL CORP 2.95 15DEC35 CV | 73,823,000 | $100,571 | 3.7% | $1.36 | — | SDB | 458140AD2 |
| SPY | SPDR S&P500 ETF TRUST | 400,000 | $94,296 | 3.5% | — | — | Call | 78462F103 |
| — | ALLEGHENY TECHN 4.75 01JUL22 | 56,887,000 | $84,688 | 3.1% | $1.47 | — | SDBCV | 01741RAG7 |
| — | STARWOOD WAYPOINT 3 1JUL19 | 65,684,000 | $78,023 | 2.9% | $1.00 | — | SDB | 85571WAB5 |
| — | THERAVANCE BIOPHA 3.25 01NOV23 | 57,667,000 | $72,967 | 2.7% | $1.18 | — | SDB | 88339KAA0 |
| — | VIPSHOP HLDG LTD 1.5 15MAR19 | 71,832,000 | $72,646 | 2.7% | $1.00 | — | SDBCV | 92763WAA1 |
| — | IRONWOOD PHARMAC 2.25 15JUN22 | 56,915,000 | $71,008 | 2.6% | $1.13 | — | SDBCV | 46333XAD0 |
| — | COLONY FINANCIA 3.875 15JAN21 | 70,362,000 | $69,662 | 2.6% | $1.01 | — | SDBCV | 19624RAB2 |
| — | MEDICINES COMPANY 2.5 15JAN22 | 43,250,000 | $68,346 | 2.5% | $1.49 | — | SDBCV | 584688AE5 |
| — | AMERICAN REALTY 3 1AUG18 | 65,807,000 | $65,942 | 2.5% | $0.99 | — | SDBCV | 02917TAA2 |
| — | DEPOMED INC 2.5 1SEP21 | 68,150,000 | $64,003 | 2.4% | $1.18 | — | SDBCV | 249908AA2 |
| — | TIMKENSTEEL 6 1JUN21 | 33,335,000 | $58,458 | 2.2% | $1.46 | — | SDB | 887399AA1 |
| — | VECTOR GROUP LTD 1.75 15APR20 | 50,603,000 | $57,453 | 2.1% | $1.09 | — | SDBCV | 92240MBC1 |
| — | BIOMARIN PHARMA 1.5 15OCT20 | 46,159,000 | $54,646 | 2.0% | $1.19 | — | SDBCV | 09061GAF8 |
| — | AMERICAN RESIDEN 3.25 | 40,867,000 | $54,469 | 2.0% | $1.33 | — | SDBCV | 02927FAA0 |
| — | OASIS PETROLE 2.625 15SEP23 | 38,510,000 | $52,141 | 1.9% | $1.18 | — | SDBCV | 674215AJ7 |
| — | EMERGENT BIOSOL 2.875 15JAN21 | 42,141,000 | $50,351 | 1.9% | $1.22 | — | SDBCV | 29089QAB1 |
| — | CLOVIS ONCOLOGY 2.5 15SEP21 | 39,000,000 | $50,328 | 1.9% | $1.25 | — | SDBCV | 189464AB6 |
| — | YAHOO INC 0 1DEC18 | 48,262,000 | $50,108 | 1.9% | $0.99 | — | SDBCV | 984332AF3 |
| — | TESLA MOTORS INC 1.25 1MAR21 | 49,991,000 | $49,125 | 1.8% | $0.98 | — | SDBCV | 88160RAC5 |
| — | WHITING PETROLEUM 1.25 1APR20 | 51,670,000 | $45,226 | 1.7% | $0.88 | — | SDBCV | 966387AL6 |
| — | STARWOOD PRPRTY TR3.75 15OCT17 | 43,610,000 | $44,313 | 1.6% | $1.00 | — | SDBCV | 85571BAC9 |
| — | IONIS PHARMACEUTIC 1 15NOV21 | 44,830,000 | $43,257 | 1.6% | $0.97 | — | SDBCV | 464337AJ3 |
| — | TWITTER INC 0.25 15SEP19 | 43,659,000 | $41,128 | 1.5% | $0.89 | — | SDBCV | 90184LAB8 |
| — | AMAG PHARMACEUTLS 2.5 15FEB19 | 35,213,000 | $38,458 | 1.4% | $1.20 | — | SDBCV | 00163UAA4 |
| — | SUCAMPO PHAR 3.25 15DEC21 144A | 36,105,000 | $35,823 | 1.3% | $1.01 | — | SDBCV | 864909AA4 |
| — | CTRIP.COM INTL LT 1.99 01JUL25 | 29,145,000 | $33,755 | 1.3% | $1.09 | — | SDBCV | 22943FAH3 |
| — | 51JOB INC 3.25 15APR19 | 30,673,000 | $32,982 | 1.2% | $1.01 | — | SDBCV | 316827AC8 |
| — | FIREEYE INC 1 1JUN35 | 33,507,000 | $31,498 | 1.2% | $0.91 | — | SDBCV | 31816QAB7 |
| — | APOLLO CMMRL REAL 5.5 15MAR19 | 23,893,000 | $26,255 | 1.0% | $1.01 | — | SDBCV | 03762UAA3 |
| — | QUIDEL CORP 3.25 15DEC20 | 24,181,000 | $24,879 | 0.9% | $1.08 | — | SDBCV | 74838JAA9 |
| — | REPLIGEN CORP 2.125 01JUN21 | 18,327,000 | $23,334 | 0.9% | $1.13 | — | SDBCV | 759916AA7 |
| — | HORIZON PHARMA 2.5 15MAR22 | 25,106,000 | $22,975 | 0.9% | $0.92 | — | SDBCV | 44052TAB7 |
| — | CONSOLIDATED-TOM 4.5 15MAR20 | 22,166,000 | $22,553 | 0.8% | $0.96 | — | SDB | 210226AB2 |
| — | MICROCHIP TECH 1.625 15FEB25 | 15,000,000 | $21,561 | 0.8% | $1.44 | — | SDBCV | 595017AD6 |
| — | COLONY FINANCIAL 5 15APR23 | 21,000,000 | $21,093 | 0.8% | $1.02 | — | SDBCV | 19624RAA4 |
| — | INPHI CORP 1.125 1DEC20 | 13,080,000 | $18,031 | 0.7% | $1.30 | — | SDBCV | 45772FAB3 |
| — | PATTERN ENERGY 4 15JUL20 | 17,930,000 | $17,857 | 0.7% | $0.99 | — | SDBCV | 70338PAB6 |
| — | COWEN GROUP INC 3 15MAR19 | 17,500,000 | $17,744 | 0.7% | $1.01 | — | SDB | 223622AB7 |
| — | SPIRIT REALTY 2.875 15MAY19 | 17,443,000 | $17,684 | 0.7% | $1.04 | — | SDBCV | 84860WAA0 |
| — | SUNPOWER CORP 4 15JAN23 | 21,899,000 | $17,224 | 0.6% | $0.72 | — | SDBCV | 867652AL3 |
| XLF | AMEX FINANCIAL SELECT SPDR IDX | 700,000 | $16,611 | 0.6% | — | — | Put | 81369Y605 |
| — | TERRAFORM GLOBAL INC - CL A | 3,232,159 | $15,514 | 0.6% | $3.28 | — | COM | 88104M101 |
| — | MICRON TECH INC 2.125 15FEB33 | 5,776,000 | $15,458 | 0.6% | $1.46 | — | SDBCV | 595112AV5 |
| AAPL | APPLE INC | 95,000 | $13,648 | 0.5% | — | — | Call | 037833100 |
| AAPL | APPLE INC | 95,000 | $13,648 | 0.5% | — | — | Put | 037833100 |
| — | INTERCEPT PHAR 3.25 01JUL23 | 14,122,000 | $13,194 | 0.5% | $1.12 | — | SDBCV | 45845PAA6 |
| — | ARBOR REALTY TRU 6.5 01OCT19 | 12,408,000 | $13,057 | 0.5% | $1.00 | — | SDBCV | 038923AA6 |
| SLV | ISHARES SILVER TRUST | 700,000 | $12,075 | 0.4% | — | — | Call | 46428Q109 |
| TLT | ISHARES BARCLAYS 20 YR TREAS | 100,000 | $12,071 | 0.4% | — | — | Call | 464287432 |
| EEM | ISHARES MSCI EMERGING MKT IN | 300,000 | $11,817 | 0.4% | — | — | Put | 464287234 |
| — | STRWOODPRPRTYTRST4.375 01APR23 | 11,608,000 | $11,594 | 0.4% | $1.00 | — | SDBCV | 85571BAH8 |
| — | ENDOLOGIX INC 3.25 1NOV20 | 11,639,000 | $11,511 | 0.4% | $1.22 | — | SDBCV | 29266SAB2 |
| — | ARRAY BIO INC 3 1JUN20 | 7,750,000 | $11,052 | 0.4% | $1.36 | — | SDBCV | 04269XAA3 |
| — | YY INC 2.25 1APR19 | 10,319,000 | $10,305 | 0.4% | $0.98 | — | SDBCV | 98426TAB2 |
| — | SEACOR HOLDINGS 3 15NOV28 | 11,492,000 | $10,259 | 0.4% | $0.89 | — | SDBCV | 81170YAB5 |
| — | IPATH S&P 500 VIX S/T FU ETN | 600,000 | $9,474 | 0.4% | — | — | Put | 06740Q252 |
| — | GREEN PLAINS INC 3.25 01OCT18 | 6,798,000 | $9,097 | 0.3% | $1.37 | — | SDBCV | 393222AD6 |
| — | JDS UNIPHASE 0.625 15AUG33 | 8,000,000 | $8,923 | 0.3% | $1.03 | — | SDBCV | 46612JAF8 |
| — | MGIC INVEST CV 5 01MAY17 | 8,102,000 | $8,146 | 0.3% | $1.01 | — | SDBCV | 552848AD5 |
| — | WORKDAY INC 1.5 15JUL20 | 6,404,000 | $7,865 | 0.3% | $1.18 | — | SDBCV | 98138HAD3 |
| — | TRINITY BIOTECH LP 4.00 1APR45 | 8,590,000 | $7,034 | 0.3% | $0.85 | — | SDBCV | 89643QAB4 |
| — | DOUBLE EAGLE ACQUISITION COR | 656,725 | $6,928 | 0.3% | $9.80 | — | COM | G28195108 |
| — | AK STEEL CORP 5 15NOV19 | 3,150,000 | $4,960 | 0.2% | $1.57 | — | SDBCV | 001546AP5 |
| INFY | INFOSYS TECH - ADR | 300,000 | $4,740 | 0.2% | $15.80 | — | Put | 456788108 |
| — | RWT HOLDINGS 5.625 15NOV19 | 4,395,000 | $4,527 | 0.2% | $1.03 | — | SDBCV | 749772AB5 |
| — | PDL BIOPHARMA 2.75 01DEC21 | 5,000,000 | $4,391 | 0.2% | $0.83 | — | SDBCV | 69329YAG9 |
| — | SINA CORP 1 01DEC18 | 4,335,000 | $4,332 | 0.2% | $0.95 | — | SDBCV | 82922RAD5 |
| — | ILLUMINA INC 0 15JUN19 | 4,265,000 | $4,309 | 0.2% | $1.03 | — | SDBCV | 452327AF6 |
| — | INFINERA CORP 1.75 1JUN18 | 4,000,000 | $4,266 | 0.2% | $1.04 | — | SDBCV | 45667GAB9 |
| — | GLOBAL PARTNER ACQUISITION C | 394,800 | $4,037 | 0.2% | $10.10 | — | COM | 37954X204 |
| ON | ON SEMICONDUCTOR CORP | 260,122 | $4,029 | 0.1% | $14.50 | 0.0% | COM | 682189105 |
| — | CHENIERE ENERGY 4.25 15MAR45 | 5,750,000 | $3,932 | 0.1% | $0.68 | — | SDBCV | 16411RAG4 |
| — | BANK OF AMERICA CORP-CW19 | 4,006,857 | $3,726 | 0.1% | $0.98 | — | RT | 060505153 |
| — | GORES HOLDINGS II INC | 361,268 | $3,717 | 0.1% | $10.29 | — | COM | 382867208 |
| TSLA | TESLA INC | 13,134 | $3,655 | 0.1% | $16.92 | 0.0% | COM | 88160R101 |
| GOGO | GOGO INC | 315,014 | $3,465 | 0.1% | $17.06 | -41.0% | COM | 38046C109 |
| — | SPECTRANETICS CO 2.625 1JUN34 | 3,000,000 | $3,445 | 0.1% | $1.15 | — | SDBCV | 84760CAA5 |
| — | ASHFORD HOSPITALITY PRIM | 173,843 | $3,420 | 0.1% | $19.67 | — | PFD | 044102507 |
| — | TWO HARBORS INV 6.25 15JAN22 | 3,200,000 | $3,294 | 0.1% | $1.03 | — | SDBCV | 90187BAA9 |
| — | FINISAR CORP 0.5 15DEC33 | 2,840,000 | $3,191 | 0.1% | $1.19 | — | SDBCV | 31787AAM3 |
| — | TRULIA LLC 2.75 15 DEC 20 | 2,000,000 | $3,105 | 0.1% | $1.65 | — | SDBCV | 897888AB9 |
| — | MCQUARIEBNKLONDN 6.125 31DEC49 | 3,000,000 | $3,019 | 0.1% | $1.01 | — | SDB | 55608YAC9 |
| — | IMPAX LABORA INC 2 15JUN22 | 3,500,000 | $2,836 | 0.1% | $0.81 | — | SDBCV | 45256BAE1 |
| — | FIREEYE INC 1.625 1JUN35 | 3,000,000 | $2,695 | 0.1% | $0.90 | — | SDBCV | 31816QAD3 |
| — | TESLA INC 2.375 15MAR22 | 2,500,000 | $2,608 | 0.1% | $1.04 | — | SDBCV | 88160RAD3 |
| — | 51JOB INC-ADR | 70,617 | $2,589 | 0.1% | $32.39 | — | COM | 316827104 |
| — | PDC ENERGY INC 1.125 15SEP21 | 2,500,000 | $2,569 | 0.1% | $1.03 | — | SDBCV | 69327RAD3 |
| — | HOLOGIC INC FRN 15DEC43 | 2,000,000 | $2,482 | 0.1% | $1.23 | — | SDBCV | 436440AG6 |
| — | NEW MOUNTAIN FINANC 5 15JUN19 | 2,073,000 | $2,141 | 0.1% | $1.03 | — | SDBCV | 647551AB6 |
| — | NEVRO CORP 1.75 01JUN21 | 1,751,000 | $2,130 | 0.1% | $1.05 | — | SDBCV | 64157FAA1 |
| XYZ | SQUARE INC - A | 104,691 | $1,809 | 0.1% | $15.64 | 0.0% | COM | 852234103 |
| — | SHIP FINANCE INTL LTD | 117,600 | $1,729 | 0.1% | $14.70 | — | COM | G81075106 |
| INFY | INFOSYS TECH - ADR | 96,000 | $1,517 | 0.1% | $15.80 | — | ADR | 456788108 |
| GM | GENERAL MOTORS CO | 40,426 | $1,429 | 0.1% | $27.43 | +12.8% | COM | 37045V100 |
| — | SABAN CAPITAL ACQUISITION CO | 132,372 | $1,399 | 0.1% | $10.09 | — | COM | 78516C205 |
| — | MICRON TECH 2.375 01MAY32 A | 400,000 | $1,210 | 0.0% | $2.24 | — | SDBCV | 595112AW3 |
| — | ATLANTICA YIELD PLC | 43,775 | $917 | 0.0% | $19.16 | — | COM | G0751N103 |
| — | SM ENERGY CO 1.5 01JUL21 | 914,000 | $910 | 0.0% | $1.20 | — | SDBCV | 78454LAM2 |
| — | WORKDAY INC .75 15JUL18 | 530,000 | $607 | 0.0% | $1.15 | — | SDBCV | 98138HAC5 |
| HOLX | HOLOGIC INC | 12,980 | $552 | 0.0% | $40.77 | 0.0% | COM | 436440101 |
| — | VALEANT PHARMACEUTICALS INTE | 45,709 | $505 | 0.0% | $11.05 | — | COM | 91911K102 |
| — | PENGROWTH ENERGY CORP | 204,599 | $204 | 0.0% | $1.00 | — | COM | 70706P104 |
| — | STARWOOD PROPERTY 4.55 1MAR18 | 172,000 | $188 | 0.0% | $1.02 | — | SDBCV | 85571BAA3 |
| — | SUNPOWER CORP .75 1JUN18 | 150,000 | $140 | 0.0% | $1.12 | — | SDBCV | 867652AG4 |
| — | STARWOOD WAYPOINT 4.5 15OCT17 | 28,000 | $33 | 0.0% | $1.00 | — | SDBCV | 85571WAD1 |