CIK: 0001279396 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 14, 2017
Total Value ($000): $2,818,050 (6.8% shares, 93.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ADVANCED MICRO 2.125 01SEP26 | 67,541,000 | $119,717 | 4.2% | $1.95 | — | SDBCV | 007903BD8 |
| — | ALLEGHENY TECHN 4.75 01JUL22 | 63,199,000 | $115,943 | 4.1% | $1.50 | — | SDBCV | 01741RAG7 |
| — | TESLA INC 2.375 15MAR22 | 87,951,000 | $108,127 | 3.8% | $1.23 | — | SDBCV | 88160RAD3 |
| — | CLOVIS ONCOLOGY 2.5 15SEP21 | 69,346,000 | $107,321 | 3.8% | $1.45 | — | SDBCV | 189464AB6 |
| — | IRONWOOD PHARMAC 2.25 15JUN22 | 83,156,000 | $99,022 | 3.5% | $1.16 | — | SDBCV | 46333XAD0 |
| — | INTEL CORP 2.95 15DEC35 CV | 68,978,000 | $98,209 | 3.5% | $1.38 | — | SDBCV | 458140AD2 |
| — | APOLLO CRLREALEST 4.75 23AUG22 | 93,117,000 | $94,753 | 3.4% | $1.02 | — | SDBCV | 03762UAB1 |
| — | THERAVANCE BIOPHA 3.25 01NOV23 | 71,957,000 | $88,374 | 3.1% | $1.20 | — | SDBCV | 88339KAA0 |
| — | YAHOO INC 0 1DEC18 | 63,208,000 | $82,162 | 2.9% | $1.15 | — | SDBCV | 984332AF3 |
| — | ATLASAIRWORLDWIDE1.875 01JUN24 | 57,235,000 | $73,012 | 2.6% | $1.15 | — | SDBCV | 049164BJ4 |
| — | MICRON TECH 1.625 15FEB33 | 20,000,000 | $70,670 | 2.5% | $3.53 | — | SDBCV | 595112AU7 |
| — | DISH NETWORK COR 3.375 15AUG26 | 61,076,000 | $68,405 | 2.4% | $1.12 | — | SDBCV | 25470MAB5 |
| — | TWITTER INC 0.25 15SEP19 | 68,329,000 | $64,747 | 2.3% | $0.92 | — | SDBCV | 90184LAB8 |
| — | COLONY STARWOODHOMES 3 1JUL19 | 51,589,000 | $63,625 | 2.3% | $1.03 | — | SDBCV | 85571WAB5 |
| — | 51JOB INC 3.25 15APR19 | 38,761,000 | $57,224 | 2.0% | $1.09 | — | SDBCV | 316827AC8 |
| — | BLACKSTONE 4.375 05MAY22 | 53,383,000 | $53,844 | 1.9% | $1.01 | — | SDBCV | 09257WAB6 |
| — | VECTOR GROUP LTD 1.75 15APR20 | 46,773,000 | $53,556 | 1.9% | $1.09 | — | SDBCV | 92240MBC1 |
| — | WAYFAIR INC 0.375 01SEP22 | 53,600,000 | $51,916 | 1.8% | $0.97 | — | SDBCV | 94419LAA9 |
| — | TESLA MOTORS INC 1.25 1MAR21 | 45,586,000 | $51,391 | 1.8% | $1.01 | — | SDBCV | 88160RAC5 |
| — | COLONY FINANCIA 3.875 15JAN21 | 47,658,000 | $48,091 | 1.7% | $1.01 | — | SDBCV | 19624RAB2 |
| — | WHITING PETROLEUM 1.25 1APR20 | 51,670,000 | $46,189 | 1.6% | $0.88 | — | SDBCV | 966387AL6 |
| — | TIMKENSTEEL 6 1JUN21 | 29,085,000 | $45,974 | 1.6% | $1.46 | — | SDBCV | 887399AA1 |
| — | INPHI CORP 1.125 1DEC20 | 36,252,000 | $44,263 | 1.6% | $1.20 | — | SDBCV | 45772FAB3 |
| — | GREEN PLAINS INC 4.125 01SEP22 | 40,802,000 | $41,705 | 1.5% | $1.02 | — | SDBCV | 393222AF1 |
| — | BIOMARIN PHARMA 0.599 01AUG24 | 38,500,000 | $39,095 | 1.4% | $1.02 | — | SDBCV | 09061GAH4 |
| — | REDWOOD TRUST INC 4.75 15AUG23 | 37,000,000 | $36,863 | 1.3% | $1.00 | — | SDBCV | 758075AC9 |
| — | IONIS PHARMACEUTIC 1 15NOV21 | 34,494,000 | $36,562 | 1.3% | $0.98 | — | SDBCV | 464337AJ3 |
| — | CTRIP.COM INT LTD 1.25 15SEP22 | 33,648,000 | $36,319 | 1.3% | $1.08 | — | SDBCV | 22943FAM2 |
| — | SUCAMPO PHAR 3.25 15DEC21 144A | 32,639,000 | $33,765 | 1.2% | $1.01 | — | SDBCV | 864909AA4 |
| — | THERAVANCE 2.125 15JAN23 | 33,745,000 | $32,969 | 1.2% | $0.98 | — | SDBCV | 88338TAB0 |
| — | PROSPECT CAPITAL 4.95 15JUL22 | 32,362,000 | $32,329 | 1.1% | $0.99 | — | SDBCV | 74348TAR3 |
| — | FIREEYE INC 1 1JUN35 | 32,148,000 | $30,478 | 1.1% | $0.91 | — | SDBCV | 31816QAB7 |
| — | ALTABA INC | 457,769 | $30,323 | 1.1% | $66.24 | — | COM | 021346101 |
| — | MEDICINES COMPANY 2.5 15JAN22 | 23,915,000 | $30,255 | 1.1% | $1.49 | — | SDBCV | 584688AE5 |
| — | RENEWABLE ENERGY 4 15JUN36 | 21,850,000 | $28,617 | 1.0% | $1.35 | — | SDBCV | 75972AAC7 |
| — | CTRIP.COM INTL LT 1.99 01JUL25 | 23,001,000 | $27,923 | 1.0% | $1.15 | — | SDBCV | 22943FAH3 |
| — | COLONY FINANCIAL 5 15APR23 | 26,535,000 | $27,266 | 1.0% | $1.03 | — | SDBCV | 19624RAA4 |
| — | PDL BIOPHARMA 2.75 01DEC21 | 23,210,000 | $25,190 | 0.9% | $1.00 | — | SDBCV | 69329YAG9 |
| SPY | SPDR S&P500 ETF TRUST | 100,000 | $25,123 | 0.9% | $241.80 | — | Put | 78462F103 |
| — | SEACOR HOLDINGS 3 15NOV28 | 25,843,000 | $23,199 | 0.8% | $0.87 | — | SDBCV | 81170YAB5 |
| — | CONSOLIDATED-TOM 4.5 15MAR20 | 21,564,000 | $22,971 | 0.8% | $0.96 | — | SDBCV | 210226AB2 |
| — | RADIUS HEALTH INC 3 1SEP24 | 22,500,000 | $22,618 | 0.8% | $1.01 | — | SDBCV | 750469AA6 |
| — | HANNON ARMSTRONG 4.125 01SEP22 | 21,500,000 | $22,229 | 0.8% | $1.03 | — | SDBCV | 41068XAB6 |
| — | HORIZON PHARMA 2.5 15MAR22 | 23,606,000 | $21,403 | 0.8% | $0.92 | — | SDBCV | 44052TAB7 |
| — | LAYNE CHRISTENSEN 8 1MAY19 A | 15,180,000 | $18,895 | 0.7% | $1.24 | — | SDBCV | 521050AD6 |
| — | COWEN GROUP INC 3 15MAR19 | 17,500,000 | $18,388 | 0.7% | $1.01 | — | SDBCV | 223622AB7 |
| — | NUVASIVE INC 2.25 15MAR21 | 16,000,000 | $18,284 | 0.6% | $1.14 | — | SDBCV | 670704AG0 |
| — | SPIRIT REALTY 2.875 15MAY19 | 17,477,000 | $17,543 | 0.6% | $1.04 | — | SDBCV | 84860WAA0 |
| — | SUNPOWER CORP 4 15JAN23 | 21,257,000 | $17,528 | 0.6% | $0.72 | — | SDBCV | 867652AL3 |
| — | TPG PACE ENERGY HOLDINGS - A | 1,650,443 | $16,043 | 0.6% | $9.72 | — | COM | 872656103 |
| — | WRIGHT MEDICAL 2.25 15NOV21 A | 11,650,000 | $15,710 | 0.6% | $1.42 | — | SDBCV | 98236JAB4 |
| — | MEDICINES 2.75 15JUL23 A | 14,665,000 | $15,426 | 0.5% | $1.05 | — | SDBCV | 584688AG0 |
| — | ARBOR REALTY TRU 6.5 01OCT19 | 14,407,000 | $15,421 | 0.5% | $1.01 | — | SDBCV | 038923AA6 |
| — | MICRON TECHN 3.125 01MAY32 A | 3,797,000 | $15,070 | 0.5% | $1.65 | — | SDBCV | 595112AX1 |
| — | BLACKROCK CAPITAL 5 15JUN22 | 13,455,000 | $14,122 | 0.5% | $1.03 | — | SDBCV | 092533AC2 |
| — | NEVRO CORP 1.75 01JUN21 | 11,545,000 | $13,726 | 0.5% | $1.07 | — | SDBCV | 64157FAA1 |
| — | CIENA CORP 4.0 15DEC20 | 10,250,000 | $13,631 | 0.5% | $1.42 | — | SDBCV | 171779AK7 |
| — | OASIS PETROLE 2.625 15SEP23 | 12,173,000 | $13,090 | 0.5% | $1.18 | — | SDBCV | 674215AJ7 |
| — | STRWOODPRPRTYTRST4.375 01APR23 | 12,513,000 | $12,692 | 0.5% | $1.01 | — | SDBCV | 85571BAH8 |
| — | QIAGEN N.V. | 396,860 | $12,501 | 0.4% | $31.50 | — | COM | N72482123 |
| — | TERRAFORM GLOBAL INC - CL A | 2,507,137 | $11,909 | 0.4% | $3.42 | — | COM | 88104M101 |
| — | REPLIGEN CORP 2.125 01JUN21 | 8,448,000 | $11,418 | 0.4% | $1.13 | — | SDBCV | 759916AA7 |
| XLF | AMEX FINANCIAL SELECT SPDR IDX | 400,000 | $10,344 | 0.4% | — | — | Call | 81369Y605 |
| — | MARRIOTT VAC 1.5 15SEP22 144A | 9,531,000 | $9,996 | 0.4% | $1.05 | — | SDBCV | 57164YAA5 |
| — | QUIDEL CORP 3.25 15DEC20 | 5,994,000 | $9,087 | 0.3% | $1.08 | — | SDBCV | 74838JAA9 |
| — | TRINITY BIOTECH LP 4.00 1APR45 | 11,040,000 | $8,890 | 0.3% | $0.84 | — | SDBCV | 89643QAB4 |
| — | TCP CAPITAL CORP 4.625 1MAR22 | 8,301,000 | $8,606 | 0.3% | $1.04 | — | SDBCV | 87238QAD5 |
| — | ENDOLOGIX INC 3.25 1NOV20 | 9,448,000 | $8,121 | 0.3% | $1.22 | — | SDBCV | 29266SAB2 |
| XIFR | NEXTERA ENERGY PARTNERS LP | 198,600 | $8,002 | 0.3% | $39.77 | 0.0% | COM | 65341B106 |
| — | IAC/INTERACTIVECORP | 59,100 | $6,949 | 0.2% | $117.58 | — | COM | 44919P508 |
| — | ARRAY BIO INC 3 1JUN20 | 3,835,000 | $6,933 | 0.2% | $1.36 | — | SDBCV | 04269XAA3 |
| — | REDWOOD TRUST 4.625 15APR18 | 6,504,000 | $6,574 | 0.2% | $1.01 | — | SDBCV | 758075AB1 |
| — | RWT HOLDINGS 5.625 15NOV19 | 6,310,000 | $6,543 | 0.2% | $1.03 | — | SDBCV | 749772AB5 |
| — | LAYNE CHRISTENSEN 4.25 15NOV18 | 6,685,000 | $6,537 | 0.2% | $0.98 | — | SDBCV | 521050AB0 |
| — | AK STEEL CORP 5 15NOV19 | 4,787,000 | $6,440 | 0.2% | $1.54 | — | SDBCV | 001546AP5 |
| — | TPG PACE HOLDINGS CORP-CL A | 632,582 | $6,246 | 0.2% | $9.87 | — | COM | G89827128 |
| MO | ALTRIA GROUP INC | 97,000 | $6,152 | 0.2% | — | — | Call | 02209S103 |
| — | JDS UNIPHASE 0.625 15AUG33 | 5,500,000 | $5,775 | 0.2% | $1.05 | — | SDBCV | 46612JAF8 |
| — | ASHFORD HOSPITALITY PRIM | 276,663 | $5,603 | 0.2% | $19.77 | — | PFD | 044102507 |
| — | DOUBLE EAGLE ACQUISITION-A | 494,148 | $4,990 | 0.2% | $10.10 | — | COM | G28195124 |
| — | HENNESSY CAPITAL ACQUISITION | 485,476 | $4,787 | 0.2% | $9.86 | — | COM | 42588L105 |
| — | LIBERTY INT 1.75 30SEP46 144A | 3,747,000 | $4,456 | 0.2% | $1.19 | — | SDBCV | 530610AD6 |
| INFY | INFOSYS TECH - ADR | 286,700 | $4,183 | 0.1% | $15.80 | — | Put | 456788108 |
| — | RESOURCE CAPITAL 4.5 15AUG22 | 4,000,000 | $4,148 | 0.1% | $1.04 | — | SDBCV | 76120WAC8 |
| — | CHENIERE ENERGY 4.25 15MAR45 | 5,743,000 | $3,990 | 0.1% | $0.68 | — | SDBCV | 16411RAG4 |
| — | IPATH S&P 500 VIX S/T FU ETN | 100,000 | $3,919 | 0.1% | — | — | Put | 06746L422 |
| — | ELECTRONICS FOR 0.75 01SEP19 | 3,720,000 | $3,876 | 0.1% | $1.04 | — | SDBCV | 286082AC6 |
| — | WHITING PETROLEUM CORP | 693,104 | $3,784 | 0.1% | $5.46 | — | COM | 966387102 |
| SPY | SPDR S&P500 ETF TRUST | 14,996 | $3,767 | 0.1% | $241.80 | — | COM | 78462F103 |
| — | GORES HOLDINGS II INC - A | 367,971 | $3,669 | 0.1% | $9.97 | — | COM | 382867109 |
| — | TRULIA LLC 2.75 15 DEC 20 | 2,053,000 | $3,599 | 0.1% | $1.68 | — | SDBCV | 897888AB9 |
| — | KADMON HOLDINGS INC | 1,000,000 | $3,350 | 0.1% | $3.35 | — | COM | 48283N106 |
| RYAM | RAYONIER ADVANCED MATERIALS | 224,079 | $3,069 | 0.1% | $14.25 | 0.0% | COM | 75508B104 |
| — | BANK OF AMERICA CORP-CW19 | 3,871,900 | $3,045 | 0.1% | $0.98 | — | RT | 060505153 |
| — | INFINERA CORP 1.75 1JUN18 | 2,925,000 | $2,998 | 0.1% | $1.05 | — | SDBCV | 45667GAB9 |
| — | LIBERTY MEDIACORP 2.25 30SEP46 | 2,417,000 | $2,575 | 0.1% | $1.07 | — | SDBCV | 531229AE2 |
| — | PROS HOLDINGS INC 2.0 01DEC19 | 2,500,000 | $2,545 | 0.1% | $1.02 | — | SDBCV | 74346YAB9 |
| — | SOUTHWESTERN ENERGY CO | 400,000 | $2,444 | 0.1% | $6.11 | — | COM | 845467109 |
| VAC | MARRIOTT VACATIONS WORLD W/I | 19,500 | $2,429 | 0.1% | $115.11 | 0.0% | COM | 57164Y107 |
| — | ILLUMINA INC 0 15JUN19 | 2,265,000 | $2,400 | 0.1% | $1.05 | — | SDBCV | 452327AF6 |
| — | GREEN PLAINS INC 3.25 01OCT18 | 1,744,000 | $2,057 | 0.1% | $1.37 | — | SDBCV | 393222AD6 |
| GM | GENERAL MOTORS CO | 48,038 | $1,940 | 0.1% | $27.74 | +13.9% | COM | 37045V100 |
| — | MICROCHIP TECH 1.625 15FEB25 | 1,000,000 | $1,747 | 0.1% | $1.44 | — | SDBCV | 595017AD6 |
| — | SABAN CAPITAL ACQUISITION-A | 143,590 | $1,444 | 0.1% | $10.06 | — | COM | 78516C106 |
| — | ATLANTICA YIELD PLC | 49,661 | $979 | 0.0% | $19.50 | — | COM | G0751N103 |
| — | TPG PACE ENERGY HOLD WNTS | 564,814 | $771 | 0.0% | $1.37 | — | RT | 872656111 |
| INFY | INFOSYS TECH - ADR | 48,524 | $708 | 0.0% | $15.80 | — | ADR | 456788108 |
| — | 51JOB INC | 8,818 | $534 | 0.0% | $32.39 | — | COM | 316827104 |
| — | DOUBLE EAGLE ACQUISITI-CW | 694,148 | $486 | 0.0% | $0.70 | — | RT | G28195116 |
| — | TPG PACE HOLDINGS CORP-CW | 210,860 | $338 | 0.0% | $1.60 | — | RT | G89827110 |
| — | HENNESSY CAPITAL ACQUIS-CW22 | 364,106 | $292 | 0.0% | $0.80 | — | RT | 42588L113 |
| — | GLOBAL PARTNER ACQUISIT-CW20 | 321,436 | $256 | 0.0% | $0.80 | — | RT | 37954X113 |
| — | GORES HOLDINGS II INC - CW22 | 128,007 | $188 | 0.0% | $1.47 | — | RT | 382867117 |
| — | SUNPOWER CORP .75 1JUN18 | 144,000 | $138 | 0.0% | $1.12 | — | SDBCV | 867652AG4 |
| — | ON SEMICONDUCTOR 1 1DEC20 | 80,000 | $95 | 0.0% | $1.04 | — | SDBCV | 682189AK1 |
| — | SABAN CAPITAL ACQ-CW21 | 71,795 | $88 | 0.0% | $1.23 | — | RT | 78516C114 |
| — | STARWOOD WAYPOINT 4.5 15OCT17 | 27,000 | $34 | 0.0% | $1.00 | — | SDBCV | 85571WAD1 |