CIK: 0001279396 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 14, 2018
Total Value ($000): $3,384,474 (7.8% shares, 92.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | APOLLO CRLREALEST 4.75 23AUG22 | 156,560,000 | $158,764 | 4.7% | $1.02 | — | SDBCV | 03762UAB1 |
| — | TESLA INC 2.375 15MAR22 | 111,481,000 | $129,830 | 3.8% | $1.22 | — | SDBCV | 88160RAD3 |
| — | IRONWOOD PHARMAC 2.25 15JUN22 | 105,881,000 | $123,181 | 3.6% | $1.16 | — | SDBCV | 46333XAD0 |
| — | AEROJET 2.25 15DEC23 OTC | 85,073,000 | $117,443 | 3.5% | $1.38 | — | SDBCV | 007800AB1 |
| — | ADVANCED MICRO 2.125 01SEP26 | 77,087,000 | $115,782 | 3.4% | $1.89 | — | SDBCV | 007903BD8 |
| — | YAHOO INC 0 1DEC18 | 85,492,000 | $115,220 | 3.4% | $1.20 | — | SDBCV | 984332AF3 |
| — | CLOVIS ONCOLOGY 2.5 15SEP21 | 84,846,000 | $114,699 | 3.4% | $1.43 | — | SDBCV | 189464AB6 |
| — | ALLEGHENY TECHN 4.75 01JUL22 | 58,993,000 | $109,267 | 3.2% | $1.50 | — | SDBCV | 01741RAG7 |
| — | DISH NETWORK COR 3.375 15AUG26 | 85,310,000 | $92,923 | 2.7% | $1.11 | — | SDBCV | 25470MAB5 |
| — | WHITING PETROLEUM 1.25 1APR20 | 89,391,000 | $82,690 | 2.4% | $0.90 | — | SDBCV | 966387AL6 |
| — | THERAVANCE BIOPHA 3.25 01NOV23 | 73,957,000 | $81,126 | 2.4% | $1.20 | — | SDBCV | 88339KAA0 |
| — | ATLASAIRWORLDWIDE1.875 01JUN24 | 64,235,000 | $76,009 | 2.2% | $1.15 | — | SDBCV | 049164BJ4 |
| — | TESLA MOTORS INC 1.25 1MAR21 | 65,586,000 | $70,977 | 2.1% | $1.03 | — | SDBCV | 88160RAC5 |
| — | TRINITY INDUS CV 3.875 01JUN2 | 38,310,000 | $60,440 | 1.8% | $1.58 | — | SDBCV | 896522AF6 |
| — | IONIS PHARMACEUTIC 1 15NOV21 | 56,259,000 | $59,474 | 1.8% | $1.01 | — | SDBCV | 464337AJ3 |
| — | WRIGHT MEDICAL 2.25 15NOV21 A | 48,150,000 | $58,761 | 1.7% | $1.27 | — | SDBCV | 98236JAB4 |
| — | COLONY FINANCIA 3.875 15JAN21 | 55,194,000 | $55,007 | 1.6% | $1.01 | — | SDBCV | 19624RAB2 |
| — | VECTOR GROUP LTD 1.75 15APR20 | 46,773,000 | $54,177 | 1.6% | $1.09 | — | SDBCV | 92240MBC1 |
| — | WAYFAIR INC 0.375 01SEP22 | 49,696,000 | $52,080 | 1.5% | $0.97 | — | SDBCV | 94419LAA9 |
| — | BLACKSTONE 4.375 05MAY22 | 50,572,000 | $51,389 | 1.5% | $1.01 | — | SDBCV | 09257WAB6 |
| — | FIREEYE INC 1 1JUN35 | 54,648,000 | $51,345 | 1.5% | $0.92 | — | SDBCV | 31816QAB7 |
| BAC | BANK OF AMERICA CORP | 1,730,100 | $51,073 | 1.5% | $22.78 | 0.0% | COM | 060505104 |
| JPM | JPMORGAN CHASE CO | 473,000 | $50,583 | 1.5% | $81.33 | 0.0% | COM | 46625H100 |
| — | SUCAMPO PHAR 3.25 15DEC21 | 41,504,000 | $50,539 | 1.5% | $1.22 | — | SDBCV | 864909AB2 |
| — | INSULET CORPORA 1.25 15SEP21 | 37,632,000 | $49,205 | 1.5% | $1.31 | — | SDBCV | 45784PAF8 |
| — | 51JOB INC 3.25 15APR19 | 31,311,000 | $46,194 | 1.4% | $1.09 | — | SDBCV | 316827AC8 |
| — | TWITTER INC 0.25 15SEP19 | 45,554,000 | $43,557 | 1.3% | $0.92 | — | SDBCV | 90184LAB8 |
| — | TIMKENSTEEL 6 1JUN21 | 29,090,000 | $43,348 | 1.3% | $1.46 | — | SDBCV | 887399AA1 |
| — | REDWOOD TRUST INC 4.75 15AUG23 | 42,000,000 | $40,716 | 1.2% | $0.99 | — | SDBCV | 758075AC9 |
| — | GREEN PLAINS INC 4.125 01SEP22 | 40,802,000 | $38,599 | 1.1% | $1.02 | — | SDBCV | 393222AF1 |
| — | ARBORREALTYTRUST 5.375 15NOV20 | 37,000,000 | $37,654 | 1.1% | $1.02 | — | SDBCV | 038923AB4 |
| — | CTRIP.COM INT LTD 1.25 15SEP22 | 36,062,000 | $36,924 | 1.1% | $1.08 | — | SDBCV | 22943FAM2 |
| — | THERAVANCE 2.125 15JAN23 | 36,245,000 | $35,923 | 1.1% | $0.98 | — | SDBCV | 88338TAB0 |
| — | REPLIGEN CORP 2.125 01JUN21 | 27,448,000 | $35,911 | 1.1% | $1.25 | — | SDBCV | 759916AA7 |
| — | INPHI CORP 1.125 1DEC20 | 29,252,000 | $33,989 | 1.0% | $1.20 | — | SDBCV | 45772FAB3 |
| — | HORIZON PHARMA 2.5 15MAR22 | 36,606,000 | $33,930 | 1.0% | $0.92 | — | SDBCV | 44052TAB7 |
| — | PROSPECT CAPITAL 4.95 15JUL22 | 33,484,000 | $33,526 | 1.0% | $1.00 | — | SDBCV | 74348TAR3 |
| — | INPHI CORP 0.75 01SEP21 | 33,465,000 | $33,265 | 1.0% | $0.99 | — | SDBCV | 45772FAC1 |
| — | CTRIP.COM INTL LT 1.99 01JUL25 | 29,704,000 | $33,254 | 1.0% | $1.15 | — | SDBCV | 22943FAH3 |
| IWM | ISHARES TR RUSSELL 2000 IDX | 200,000 | $30,492 | 0.9% | — | — | Call | 464287655 |
| — | NUVASIVE INC 2.25 15MAR21 | 25,855,000 | $30,357 | 0.9% | $1.15 | — | SDBCV | 670704AG0 |
| — | PROS HOLDINGS INC 2.0 01DEC19 | 28,263,000 | $29,663 | 0.9% | $1.05 | — | SDBCV | 74346YAB9 |
| — | RENEWABLE ENERGY 4 15JUN36 | 21,850,000 | $27,914 | 0.8% | $1.35 | — | SDBCV | 75972AAC7 |
| — | GOLDMAN SACHS BDC 4.5 01APR22 | 26,470,000 | $27,421 | 0.8% | $1.04 | — | SDBCV | 38147UAB3 |
| — | PDL BIOPHARMA 2.75 01DEC21 | 27,867,000 | $27,090 | 0.8% | $0.99 | — | SDBCV | 69329YAG9 |
| — | EVERBRIDGE INC 1.5 1NOV22 | 23,700,000 | $26,322 | 0.8% | $1.11 | — | SDBCV | 29978AAA2 |
| — | ZILLOW INC 2 12JAN21 | 23,849,000 | $26,057 | 0.8% | $1.09 | — | SDBCV | 98954MAB7 |
| — | ALTABA INC | 355,841 | $24,855 | 0.7% | $66.24 | — | COM | 021346101 |
| — | SEACOR HOLDINGS 3 15NOV28 | 26,113,000 | $24,843 | 0.7% | $0.87 | — | SDBCV | 81170YAB5 |
| — | NEVRO CORP 1.75 01JUN21 | 23,545,000 | $24,580 | 0.7% | $1.06 | — | SDBCV | 64157FAA1 |
| — | LAYNE CHRISTENSEN 8 1MAY19 A | 19,880,000 | $24,573 | 0.7% | $1.24 | — | SDBCV | 521050AD6 |
| — | HANNON ARMSTRONG 4.125 01SEP22 | 23,500,000 | $24,225 | 0.7% | $1.03 | — | SDBCV | 41068XAB6 |
| — | CONSOLIDATED TOM 4.5 15MAR20 | 21,564,000 | $23,838 | 0.7% | $0.96 | — | SDBCV | 210226AB2 |
| — | RADIUS HEALTH INC 3 1SEP24 | 22,500,000 | $21,223 | 0.6% | $1.01 | — | SDBCV | 750469AA6 |
| — | GRANITE POINTMTGE 5.625 2 | 20,000,000 | $19,942 | 0.6% | $1.00 | — | SDBCV | 38741LAB3 |
| — | RESOURCE CAPITAL 4.5 15AUG22 | 19,000,000 | $18,258 | 0.5% | $0.98 | — | SDBCV | 76120WAC8 |
| — | ARBOR REALTY TRU 6.5 01OCT19 | 16,407,000 | $17,752 | 0.5% | $1.02 | — | SDBCV | 038923AA6 |
| — | SUNPOWER CORP 4 15JAN23 | 20,982,000 | $17,723 | 0.5% | $0.72 | — | SDBCV | 867652AL3 |
| — | WRIGHT MEDIC 2 15FEB20 | 16,500,000 | $16,925 | 0.5% | $1.03 | — | SDBCV | 98235TAE7 |
| — | CLEVELAND CLIFFS 1.50 15JAN25 | 15,000,000 | $16,443 | 0.5% | $1.10 | — | SDBCV | 185899AA9 |
| — | TPG PACE ENERGY HOLDINGS A | 1,650,443 | $16,076 | 0.5% | $9.72 | — | COM | 872656103 |
| — | COLONY FINANCIAL 5 15APR23 | 14,765,000 | $15,232 | 0.5% | $1.03 | — | SDBCV | 19624RAA4 |
| — | INTEGRATED DEVICE0.875 15NOV22 | 13,000,000 | $14,528 | 0.4% | $1.12 | — | SDBCV | 458118AC0 |
| — | STRWOODPRPRTYTRST4.375 01APR23 | 13,092,000 | $13,317 | 0.4% | $1.01 | — | SDBCV | 85571BAH8 |
| — | RWT HOLDINGS 5.625 15NOV19 | 12,860,000 | $13,029 | 0.4% | $1.02 | — | SDBCV | 749772AB5 |
| — | EVOLENT HEAL 2 01DEC21 | 13,875,000 | $13,024 | 0.4% | $0.94 | — | SDBCV | 30050BAB7 |
| — | WHITING PETROLEUM CORP | 425,775 | $11,275 | 0.3% | $26.48 | — | COM | 966387409 |
| RYAM | RAYONIER ADVANCED MATERIALS | 540,415 | $11,051 | 0.3% | $15.75 | +6.7% | COM | 75508B104 |
| — | QUIDEL CORP 3.25 15DEC20 | 7,244,000 | $10,970 | 0.3% | $1.16 | — | SDBCV | 74838JAA9 |
| — | CIENA CORP 4.0 15DEC20 | 8,250,000 | $10,789 | 0.3% | $1.42 | — | SDBCV | 171779AK7 |
| — | TIME WARNER INC | 108,288 | $9,905 | 0.3% | $91.47 | — | COM | 887317303 |
| — | BLACKROCK CAPITAL 5 15JUN22 | 9,490,000 | $9,864 | 0.3% | $1.03 | — | SDBCV | 092533AC2 |
| — | CTRIP.COM INTL LTD 1 01JUL20 | 8,618,000 | $9,085 | 0.3% | $1.05 | — | SDBCV | 22943FAF7 |
| — | TRINITY BIOTECH LP 4.00 1APR45 | 11,040,000 | $8,843 | 0.3% | $0.84 | — | SDBCV | 89643QAB4 |
| — | LAYNE CHRISTENSEN 4.25 15NOV18 | 8,735,000 | $8,537 | 0.3% | $0.98 | — | SDBCV | 521050AB0 |
| — | FINISAR CORP 0.5 15DEC36 | 8,600,000 | $8,016 | 0.2% | $0.93 | — | SDBCV | 31787AAP6 |
| — | ARRAY BIO 2.625 1DEC24 144A | 7,035,000 | $7,957 | 0.2% | $1.13 | — | SDBCV | 04269XAB1 |
| — | BRISTOW GROUP INC 4.5 6JUM23 | 7,000,000 | $7,722 | 0.2% | $1.10 | — | SDBCV | 110394AF0 |
| — | TCP CAPITAL CORP 4.625 1MAR22 | 7,301,000 | $7,519 | 0.2% | $1.04 | — | SDBCV | 87238QAD5 |
| — | LIBERTY MEDIACORP 2.25 30SEP46 | 6,917,000 | $7,212 | 0.2% | $1.05 | — | SDBCV | 531229AE2 |
| — | SENTINEL ENERGY SERVICES INC | 700,000 | $6,979 | 0.2% | $9.97 | — | UNIT | G8062D128 |
| — | VIPSHOP HLDG LTD 1.5 15MAR19 | 6,500,000 | $6,479 | 0.2% | $1.00 | — | SDBCV | 92763WAA1 |
| — | OASIS PETROLE 2.625 15SEP23 | 5,825,000 | $6,241 | 0.2% | $1.18 | — | SDBCV | 674215AJ7 |
| — | TPG PACE HOLDINGS CORP CL A | 632,582 | $6,167 | 0.2% | $9.87 | — | COM | G89827128 |
| — | ASHFORD HOSPITALITY PRIM | 276,663 | $5,530 | 0.2% | $19.77 | — | PFD | 044102507 |
| — | ENDOLOGIX INC 3.25 1NOV20 | 5,948,000 | $5,363 | 0.2% | $1.22 | — | SDBCV | 29266SAB2 |
| — | FINISAR CORP 0.5 15DEC33 | 5,000,000 | $5,035 | 0.1% | $1.01 | — | SDBCV | 31787AAM3 |
| — | LEGACY ACQUISITION CORP | 500,000 | $4,970 | 0.1% | $9.94 | — | COM | 524643202 |
| — | HENNESSY CAPITAL ACQUISITION | 485,476 | $4,757 | 0.1% | $9.86 | — | COM | 42588L105 |
| INFY | INFOSYS TECH ADR | 286,700 | $4,650 | 0.1% | $15.80 | — | Put | 456788108 |
| — | REDWOOD TRUST 4.625 15APR18 | 4,404,000 | $4,419 | 0.1% | $1.01 | — | SDBCV | 758075AB1 |
| — | CHENIERE ENERGY 4.25 15MAR45 | 5,716,000 | $4,073 | 0.1% | $0.68 | — | SDBCV | 16411RAG4 |
| — | BIOMARIN PHARMA 0.599 01AUG24 | 4,000,000 | $3,992 | 0.1% | $1.02 | — | SDBCV | 09061GAH4 |
| — | HAYMAKER ACQUISITION CORP | 400,000 | $3,960 | 0.1% | $9.90 | — | COM | 420870206 |
| TEVA | TEVA PHARMACEUTICAL SPON ADR | 200,000 | $3,790 | 0.1% | $18.95 | — | ADR | 881624209 |
| — | TRULIA LLC 2.75 15 DEC 20 | 2,053,000 | $3,666 | 0.1% | $1.68 | — | SDBCV | 897888AB9 |
| — | GORES HOLDINGS II INC A | 367,971 | $3,657 | 0.1% | $9.97 | — | COM | 382867109 |
| — | JDS UNIPHASE 0.625 15AUG33 | 3,000,000 | $3,094 | 0.1% | $1.05 | — | SDBCV | 46612JAF8 |
| — | SUNPOWER CORP .75 1JUN18 | 3,070,000 | $3,024 | 0.1% | $0.99 | — | SDBCV | 867652AG4 |
| — | SOUTHWESTERN ENERGY CO | 400,000 | $2,232 | 0.1% | $6.11 | — | COM | 845467109 |
| — | MOSAIC ACQUISITION CORP | 200,000 | $2,025 | 0.1% | $10.13 | — | UNIT | G62848117 |
| GM | GENERAL MOTORS CO | 48,038 | $1,969 | 0.1% | $27.74 | +36.5% | COM | 37045V100 |
| — | KADMON HOLDINGS INC | 526,586 | $1,906 | 0.1% | $3.35 | — | COM | 48283N106 |
| — | INVACARE CORP 5 15FEB21 | 1,500,000 | $1,856 | 0.1% | $1.24 | — | SDBCV | 461203AF8 |
| — | MICROCHIP TECH 1.625 15FEB25 | 1,000,000 | $1,705 | 0.1% | $1.44 | — | SDBCV | 595017AD6 |
| — | SABAN CAPITAL ACQUISITION A | 143,590 | $1,426 | 0.0% | $10.06 | — | COM | 78516C106 |
| — | MEDICINES 2.75 15JUL23 A | 1,165,000 | $1,071 | 0.0% | $1.05 | — | SDBCV | 584688AG0 |
| — | ATLANTICA YIELD PLC | 49,661 | $1,054 | 0.0% | $19.50 | — | COM | G0751N103 |
| — | DOUBLE EAGLE ACQUISITI CW | 694,148 | $996 | 0.0% | $1.43 | — | RT | 971375118 |
| — | IMPAX LABORA INC 2 15JUN22 | 1,000,000 | $976 | 0.0% | $0.98 | — | SDBCV | 45256BAE1 |
| — | GREEN PLAINS INC 3.25 01OCT18 | 744,000 | $814 | 0.0% | $1.37 | — | SDBCV | 393222AD6 |
| INFY | INFOSYS TECH ADR | 48,524 | $787 | 0.0% | $15.80 | — | ADR | 456788108 |
| — | TPG PACE ENERGY HOLD WNTS | 564,814 | $777 | 0.0% | $1.37 | — | RT | 872656111 |
| — | CISION LTD CW22 | 172,107 | $454 | 0.0% | $2.64 | — | RT | G1992S117 |
| — | GLOBAL PARTNER ACQUISIT CW20 | 321,436 | $334 | 0.0% | $0.80 | — | RT | 37954X113 |
| — | TPG PACE HOLDINGS CORP CW | 210,860 | $327 | 0.0% | $1.60 | — | RT | G89827110 |
| — | HENNESSY CAPITAL ACQUIS CW22 | 364,106 | $308 | 0.0% | $0.80 | — | RT | 42588L113 |
| — | GORES HOLDINGS II INC CW22 | 128,007 | $194 | 0.0% | $1.47 | — | RT | 382867117 |
| — | ON SEMICONDUCTOR 1 1DEC20 | 80,000 | $103 | 0.0% | $1.04 | — | SDBCV | 682189AK1 |
| — | SABAN CAPITAL ACQ CW21 | 71,795 | $93 | 0.0% | $1.23 | — | RT | 78516C114 |