CIK: 0001279396 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 14, 2017
Total Value ($000): $2,373,178 (6.6% shares, 93.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ADVANCED MICRO 2.125 01SEP26 | 86,796,000 | $151,789 | 6.4% | $1.95 | — | SDBCV | 007903BD8 |
| — | CLOVIS ONCOLOGY 2.5 15SEP21 | 70,125,000 | $118,981 | 5.0% | $1.45 | — | SDBCV | 189464AB6 |
| — | MICRON TECHN 3.125 01MAY32 A | 34,277,000 | $104,198 | 4.4% | $1.65 | — | SDBCV | 595112AX1 |
| — | THERAVANCE BIOPHA 3.25 01NOV23 | 66,457,000 | $89,867 | 3.8% | $1.20 | — | SDBCV | 88339KAA0 |
| — | TWITTER INC 0.25 15SEP19 | 88,214,000 | $83,375 | 3.5% | $0.92 | — | SDBCV | 90184LAB8 |
| — | ALLEGHENY TECHN 4.75 01JUL22 | 58,387,000 | $83,294 | 3.5% | $1.47 | — | SDBCV | 01741RAG7 |
| — | IRONWOOD PHARMAC 2.25 15JUN22 | 61,156,000 | $82,021 | 3.5% | $1.15 | — | SDBCV | 46333XAD0 |
| — | TESLA MOTORS INC 1.25 1MAR21 | 58,341,000 | $67,565 | 2.8% | $1.01 | — | SDBCV | 88160RAC5 |
| — | INTEL CORP 2.95 15DEC35 CV | 48,681,000 | $63,705 | 2.7% | $1.36 | — | SDBCV | 458140AD2 |
| — | COLONY FINANCIA 3.875 15JAN21 | 59,658,000 | $60,775 | 2.6% | $1.01 | — | SDBCV | 19624RAB2 |
| — | TIMKENSTEEL 6 1JUN21 | 37,585,000 | $56,499 | 2.4% | $1.46 | — | SDBCV | 887399AA1 |
| — | VECTOR GROUP LTD 1.75 15APR20 | 47,603,000 | $54,954 | 2.3% | $1.09 | — | SDBCV | 92240MBC1 |
| — | COLONY STARWOODHOMES 3 1JUL19 | 45,184,000 | $53,670 | 2.3% | $1.00 | — | SDBCV | 85571WAB5 |
| — | IONIS PHARMACEUTIC 1 15NOV21 | 47,080,000 | $50,120 | 2.1% | $0.98 | — | SDBCV | 464337AJ3 |
| — | WHITING PETROLEUM 1.25 1APR20 | 51,670,000 | $43,800 | 1.8% | $0.88 | — | SDBCV | 966387AL6 |
| — | ATLASAIRWORLDWIDE1.875 01JUN24 | 39,250,000 | $42,940 | 1.8% | $1.09 | — | SDBCV | 049164BJ4 |
| — | EMERGENT BIOSOL 2.875 15JAN21 | 32,141,000 | $41,558 | 1.8% | $1.22 | — | SDBCV | 29089QAB1 |
| — | 51JOB INC 3.25 15APR19 | 32,588,000 | $38,154 | 1.6% | $1.02 | — | SDBCV | 316827AC8 |
| — | MEDICINES COMPANY 2.5 15JAN22 | 27,450,000 | $35,755 | 1.5% | $1.49 | — | SDBCV | 584688AE5 |
| — | TESLA INC 2.375 15MAR22 | 28,250,000 | $35,568 | 1.5% | $1.24 | — | SDBCV | 88160RAD3 |
| — | INPHI CORP 1.125 1DEC20 | 31,151,000 | $35,025 | 1.5% | $1.20 | — | SDBCV | 45772FAB3 |
| — | FIREEYE INC 1 1JUN35 | 36,516,000 | $34,500 | 1.5% | $0.91 | — | SDBCV | 31816QAB7 |
| — | YAHOO INC 0 1DEC18 | 30,262,000 | $34,348 | 1.4% | $0.99 | — | SDBCV | 984332AF3 |
| — | PROSPECT CAPITAL 4.95 15JUL22 | 33,122,000 | $32,954 | 1.4% | $0.99 | — | SDBCV | 74348TAR3 |
| — | MEDICINES 2.75 15JUL23 A | 30,460,000 | $32,002 | 1.3% | $1.05 | — | SDBCV | 584688AG0 |
| — | BIOMARIN PHARMA 1.5 15OCT20 | 26,159,000 | $31,204 | 1.3% | $1.19 | — | SDBCV | 09061GAF8 |
| — | INTERCEPT PHAR 3.25 01JUL23 | 30,982,000 | $30,269 | 1.3% | $1.04 | — | SDBCV | 45845PAA6 |
| — | SUCAMPO PHAR 3.25 15DEC21 144A | 30,205,000 | $29,574 | 1.2% | $1.01 | — | SDBCV | 864909AA4 |
| — | COLONY FINANCIAL 5 15APR23 | 28,035,000 | $29,472 | 1.2% | $1.03 | — | SDBCV | 19624RAA4 |
| — | WRIGHT MEDICAL 2.25 15NOV21 A | 19,650,000 | $27,805 | 1.2% | $1.42 | — | SDBCV | 98236JAB4 |
| — | NASDAQ-100 | 200,000 | $27,528 | 1.2% | $137.63 | — | Put | 73935A104 |
| — | AMERICAN REALTY 3 1AUG18 | 24,407,000 | $24,566 | 1.0% | $0.99 | — | SDBCV | 02917TAA2 |
| — | BLACKROCK CAPITAL 5 15JUN22 | 23,900,000 | $24,539 | 1.0% | $1.03 | — | SDBCV | 092533AC2 |
| — | STRWOODPRPRTYTRST4.375 01APR23 | 23,367,000 | $23,699 | 1.0% | $1.01 | — | SDBCV | 85571BAH8 |
| — | BLACKSTONE 4.375 05MAY22 | 22,877,000 | $23,377 | 1.0% | $1.02 | — | SDBCV | 09257WAB6 |
| — | CONSOLIDATED-TOM 4.5 15MAR20 | 22,166,000 | $23,086 | 1.0% | $0.96 | — | SDBCV | 210226AB2 |
| — | RENEWABLE ENERGY 4 15JUN36 | 16,750,000 | $22,785 | 1.0% | $1.36 | — | SDBCV | 75972AAC7 |
| — | OASIS PETROLE 2.625 15SEP23 | 23,018,000 | $22,617 | 1.0% | $1.18 | — | SDBCV | 674215AJ7 |
| — | ARRAY BIO INC 3 1JUN20 | 16,335,000 | $22,249 | 0.9% | $1.36 | — | SDBCV | 04269XAA3 |
| — | CIENA CORP 4.0 15DEC20 | 15,250,000 | $21,647 | 0.9% | $1.42 | — | SDBCV | 171779AK7 |
| — | HORIZON PHARMA 2.5 15MAR22 | 23,606,000 | $20,448 | 0.9% | $0.92 | — | SDBCV | 44052TAB7 |
| — | VIPSHOP HLDG LTD 1.5 15MAR19 | 19,842,000 | $19,606 | 0.8% | $1.00 | — | SDBCV | 92763WAA1 |
| — | SUNPOWER CORP 4 15JAN23 | 21,899,000 | $18,958 | 0.8% | $0.72 | — | SDBCV | 867652AL3 |
| — | SEACOR HOLDINGS 3 15NOV28 | 22,242,000 | $18,829 | 0.8% | $0.87 | — | SDBCV | 81170YAB5 |
| — | SPIRIT REALTY 2.875 15MAY19 | 18,491,000 | $18,358 | 0.8% | $1.04 | — | SDBCV | 84860WAA0 |
| — | TPG PACE ENERGY HOLDINGS COR | 1,750,000 | $18,270 | 0.8% | $10.44 | — | COM | 872656202 |
| — | COWEN GROUP INC 3 15MAR19 | 17,500,000 | $18,025 | 0.8% | $1.01 | — | SDBCV | 223622AB7 |
| — | TERRAFORM GLOBAL INC - CL A | 3,517,837 | $17,765 | 0.7% | $3.42 | — | COM | 88104M101 |
| — | DEPOMED INC 2.5 1SEP21 | 19,150,000 | $16,881 | 0.7% | $1.18 | — | SDBCV | 249908AA2 |
| — | ARBOR REALTY TRU 6.5 01OCT19 | 15,750,000 | $16,761 | 0.7% | $1.01 | — | SDBCV | 038923AA6 |
| — | REPLIGEN CORP 2.125 01JUN21 | 10,327,000 | $14,875 | 0.6% | $1.13 | — | SDBCV | 759916AA7 |
| — | CTRIP.COM INTL LT 1.99 01JUL25 | 11,394,000 | $13,928 | 0.6% | $1.09 | — | SDBCV | 22943FAH3 |
| — | BIOMARIN PHARMA 0.75 15OCT18 | 12,000,000 | $13,357 | 0.6% | $1.11 | — | SDBCV | 09061GAE1 |
| SPY | SPDR S&P500 ETF TRUST | 53,200 | $12,864 | 0.5% | $241.80 | — | COM | 78462F103 |
| — | WORKDAY INC 1.5 15JUL20 | 9,390,000 | $12,498 | 0.5% | $1.23 | — | SDBCV | 98138HAD3 |
| — | NEVRO CORP 1.75 01JUN21 | 11,545,000 | $12,403 | 0.5% | $1.07 | — | SDBCV | 64157FAA1 |
| XLF | AMEX FINANCIAL SELECT SPDR IDX | 500,000 | $12,335 | 0.5% | — | — | Put | 81369Y605 |
| — | JDS UNIPHASE 0.625 15AUG33 | 10,500,000 | $11,624 | 0.5% | $1.05 | — | SDBCV | 46612JAF8 |
| — | ENDOLOGIX INC 3.25 1NOV20 | 11,639,000 | $10,067 | 0.4% | $1.22 | — | SDBCV | 29266SAB2 |
| XLF | AMEX FINANCIAL SELECT SPDR IDX | 400,000 | $9,868 | 0.4% | — | — | Call | 81369Y605 |
| — | TRINITY BIOTECH LP 4.00 1APR45 | 11,040,000 | $9,010 | 0.4% | $0.84 | — | SDBCV | 89643QAB4 |
| — | PDL BIOPHARMA 2.75 01DEC21 | 9,000,000 | $8,152 | 0.3% | $0.86 | — | SDBCV | 69329YAG9 |
| — | CTRIP.COM INTL LTD 1 01JUL20 | 6,603,000 | $7,632 | 0.3% | $1.16 | — | SDBCV | 22943FAF7 |
| — | DOUBLE EAGLE ACQUISITION COR | 715,000 | $7,608 | 0.3% | $9.87 | — | COM | G28195108 |
| — | MICROCHIP TECH 1.625 15FEB25 | 5,000,000 | $7,519 | 0.3% | $1.44 | — | SDBCV | 595017AD6 |
| — | APOLLO CMMRL REAL 5.5 15MAR19 | 6,393,000 | $7,026 | 0.3% | $1.01 | — | SDBCV | 03762UAA3 |
| — | AK STEEL CORP 5 15NOV19 | 4,650,000 | $6,866 | 0.3% | $1.54 | — | SDBCV | 001546AP5 |
| — | QUIDEL CORP 3.25 15DEC20 | 6,134,000 | $6,826 | 0.3% | $1.08 | — | SDBCV | 74838JAA9 |
| TPGH/U | TPG PACE HOLDINGS CORP | 650,000 | $6,669 | 0.3% | $10.26 | — | COM | G89827102 |
| — | INFINERA CORP 1.75 1JUN18 | 5,500,000 | $5,920 | 0.2% | $1.05 | — | SDBCV | 45667GAB9 |
| — | ASHFORD HOSPITALITY PRIM | 277,164 | $5,527 | 0.2% | $19.77 | — | PFD | 044102507 |
| KRE | SPDR S&P MORTGAGE FINANCE ETF | 100,000 | $5,495 | 0.2% | — | — | Put | 78464A698 |
| — | HENNESSY CAPITAL ACQUISITION | 500,000 | $5,025 | 0.2% | $10.05 | — | COM | 42588L204 |
| — | GLOBAL PARTNER ACQUISITION C | 430,000 | $4,919 | 0.2% | $10.21 | — | COM | 37954X204 |
| — | TRULIA LLC 2.75 15 DEC 20 | 2,173,000 | $4,527 | 0.2% | $1.68 | — | SDBCV | 897888AB9 |
| — | SINA CORP 1 01DEC18 | 4,335,000 | $4,521 | 0.2% | $0.95 | — | SDBCV | 82922RAD5 |
| INFY | INFOSYS TECH - ADR | 300,000 | $4,506 | 0.2% | $15.80 | — | Put | 456788108 |
| GOGO | GOGO INC | 388,200 | $4,476 | 0.2% | $16.14 | -24.6% | COM | 38046C109 |
| — | AKAMAI TECHNOLOGIES 0 15FEB19 | 4,500,000 | $4,410 | 0.2% | $0.98 | — | SDBCV | 00971TAG6 |
| — | TWITTER INC 1 15SEP21 | 4,727,000 | $4,339 | 0.2% | $0.92 | — | SDBCV | 90184LAD4 |
| — | GORES HOLDINGS II INC | 400,000 | $4,176 | 0.2% | $10.30 | — | COM | 382867208 |
| — | CHENIERE ENERGY 4.25 15MAR45 | 5,909,000 | $4,097 | 0.2% | $0.68 | — | SDBCV | 16411RAG4 |
| — | BANK OF AMERICA CORP-CW19 | 4,006,857 | $3,106 | 0.1% | $0.98 | — | RT | 060505153 |
| — | PROSPECT CAPITAL CORP | 2,500,000 | $2,508 | 0.1% | $1.00 | — | SDBCV | 74348TAQ5 |
| — | 51JOB INC-ADR | 56,050 | $2,507 | 0.1% | $32.39 | — | ADR | 316827104 |
| — | RWT HOLDINGS 5.625 15NOV19 | 2,095,000 | $2,199 | 0.1% | $1.03 | — | SDBCV | 749772AB5 |
| — | GREEN PLAINS INC 3.25 01OCT18 | 1,798,000 | $2,156 | 0.1% | $1.37 | — | SDBCV | 393222AD6 |
| — | NEW MOUNTAIN FINANC 5 15JUN19 | 2,073,000 | $2,155 | 0.1% | $1.03 | — | SDBCV | 647551AB6 |
| GM | GENERAL MOTORS CO | 49,965 | $1,745 | 0.1% | $27.74 | +4.7% | COM | 37045V100 |
| — | SABAN CAPITAL ACQUISITION CO | 150,000 | $1,611 | 0.1% | $10.16 | — | COM | 78516C205 |
| — | ATLANTICA YIELD PLC | 51,740 | $1,105 | 0.0% | $19.50 | — | COM | G0751N103 |
| — | NASDAQ-100 | 8,000 | $1,101 | 0.0% | $137.63 | — | COM | 73935A104 |
| — | FINISAR CORP 0.5 15DEC33 | 840,000 | $940 | 0.0% | $1.19 | — | SDBCV | 31787AAM3 |
| — | ILLUMINA INC 0 15JUN19 | 765,000 | $776 | 0.0% | $1.03 | — | SDBCV | 452327AF6 |
| INFY | INFOSYS TECH - ADR | 50,300 | $756 | 0.0% | $15.80 | — | ADR | 456788108 |
| — | MICRON TECHNOLOGY 3 15NOV43 | 409,000 | $461 | 0.0% | $1.13 | — | SDBCV | 595112AY9 |
| — | FIREEYE INC 1.625 1JUN35 | 490,000 | $447 | 0.0% | $0.90 | — | SDBCV | 31816QAD3 |
| NPKI | NEWPARK RESOURCES INC | 50,000 | $368 | 0.0% | $7.63 | 0.0% | COM | 651718504 |
| — | PENGROWTH ENERGY CORP | 222,100 | $175 | 0.0% | $0.98 | — | COM | 70706P104 |
| — | SUNPOWER CORP .75 1JUN18 | 150,000 | $144 | 0.0% | $1.12 | — | SDBCV | 867652AG4 |
| — | ON SEMICONDUCTOR 1 1DEC20 | 82,000 | $85 | 0.0% | $1.04 | — | SDBCV | 682189AK1 |
| — | STARWOOD WAYPOINT 4.5 15OCT17 | 28,000 | $33 | 0.0% | $1.00 | — | SDBCV | 85571WAD1 |