CIK: 0001279396 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 15, 2018
Total Value ($000): $4,217,905 (10.5% shares, 89.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MICROCHIP TECH 1.625 15FEB27 | 258,359,000 | $306,846 | 7.3% | $1.19 | — | SDBCV | 595017AF1 |
| — | APOLLO CRLREALEST 4.75 23AUG22 | 160,060,000 | $160,573 | 3.8% | $1.02 | — | SDBCV | 03762UAB1 |
| — | TESLA INC 2.375 15MAR22 | 142,661,000 | $149,155 | 3.5% | $1.18 | — | SDBCV | 88160RAD3 |
| — | IRONWOOD PHARMAC 2.25 15JUN22 | 119,321,000 | $140,908 | 3.3% | $1.16 | — | SDBCV | 46333XAD0 |
| — | YAHOO INC 0 1DEC18 | 89,580,000 | $125,328 | 3.0% | $1.21 | — | SDBCV | 984332AF3 |
| — | AEROJET 2.25 15DEC23 OTC | 97,898,000 | $124,466 | 3.0% | $1.37 | — | SDBCV | 007800AB1 |
| — | LUMENTUM HOLDINGS .25 15MAR24 | 98,078,000 | $124,235 | 2.9% | $1.27 | — | SDBCV | 55024UAB5 |
| — | ALLEGHENY TECHN 4.75 01JUL22 | 66,788,000 | $121,891 | 2.9% | $1.54 | — | SDBCV | 01741RAG7 |
| — | ADVANCED MICRO 2.125 01SEP26 | 80,937,000 | $118,679 | 2.8% | $1.87 | — | SDBCV | 007903BD8 |
| — | SQUARE INC 0.375 01MAR22 144A | 53,648,000 | $117,568 | 2.8% | $2.19 | — | SDBCV | 852234AB9 |
| — | CLOVIS ONCOLOGY 2.5 15SEP21 | 87,346,000 | $101,883 | 2.4% | $1.42 | — | SDBCV | 189464AB6 |
| — | WHITING PETROLEUM 1.25 1APR20 | 86,541,000 | $81,689 | 1.9% | $0.90 | — | SDBCV | 966387AL6 |
| — | GOLAR LNG LTD | 75,877,000 | $77,939 | 1.8% | $1.03 | — | SDBCV | 38046YAB7 |
| — | THERAVANCE BIOPHA 3.25 01NOV23 | 76,488,000 | $77,732 | 1.8% | $1.19 | — | SDBCV | 88339KAA0 |
| — | ATLASAIRWORLDWIDE1.875 01JUN24 | 61,247,000 | $73,309 | 1.7% | $1.15 | — | SDBCV | 049164BJ4 |
| — | CTRIP.COM INT LTD 1.25 15SEP22 | 65,611,000 | $68,366 | 1.6% | $1.06 | — | SDBCV | 22943FAM2 |
| — | BLACKSTONE 4.375 05MAY22 | 64,099,000 | $63,269 | 1.5% | $1.01 | — | SDBCV | 09257WAB6 |
| — | COLONY FINANCIA 3.875 15JAN21 | 65,954,000 | $62,123 | 1.5% | $1.00 | — | SDBCV | 19624RAB2 |
| — | TESLA MOTORS INC 1.25 1MAR21 | 60,223,000 | $59,800 | 1.4% | $1.03 | — | SDBCV | 88160RAC5 |
| — | CLEVELAND-CLIFFS 1.50 15JAN25 | 52,350,000 | $56,651 | 1.3% | $1.09 | — | SDBCV | 185899AA9 |
| — | VECTOR GROUP LTD 1.75 15APR20 | 50,703,000 | $55,758 | 1.3% | $1.09 | — | SDBCV | 92240MBC1 |
| — | EVERBRIDGE INC 1.5 1NOV22 | 42,034,000 | $52,852 | 1.3% | $1.17 | — | SDBCV | 29978AAA2 |
| — | WRIGHT MEDICAL 2.25 15NOV21 A | 44,911,000 | $51,135 | 1.2% | $1.27 | — | SDBCV | 98236JAB4 |
| — | EXACT SCIENCES CORP 1 15JAN25 | 55,700,000 | $49,551 | 1.2% | $0.89 | — | SDBCV | 30063PAA3 |
| — | THERAVANCE 2.125 15JAN23 | 45,495,000 | $48,853 | 1.2% | $1.00 | — | SDBCV | 88338TAB0 |
| — | TIMKENSTEEL 6 1JUN21 | 33,090,000 | $48,670 | 1.2% | $1.46 | — | SDBCV | 887399AA1 |
| — | LIBERTYMEDCORP 1 30JAN23 144A | 45,504,000 | $47,861 | 1.1% | $1.05 | — | SDBCV | 531229AF9 |
| BAC | BANK OF AMERICA CORP | 1,554,000 | $46,604 | 1.1% | $22.78 | +14.4% | COM | 060505104 |
| — | TRINITY INDUS CV 3.875 01JUN2 | 34,060,000 | $46,483 | 1.1% | $1.58 | — | SDBCV | 896522AF6 |
| — | REDWOOD TRUST INC 4.75 15AUG23 | 47,074,000 | $45,656 | 1.1% | $0.99 | — | SDBCV | 758075AC9 |
| — | GREEN PLAINS INC 4.125 01SEP22 | 45,802,000 | $43,718 | 1.0% | $1.01 | — | SDBCV | 393222AF1 |
| — | WAYFAIR INC 0.375 01SEP22 | 44,107,000 | $41,962 | 1.0% | $0.97 | — | SDBCV | 94419LAA9 |
| — | VIAVI SOLUTIONS INC 1 1MAR24 | 41,231,000 | $41,940 | 1.0% | $1.02 | — | SDBCV | 925550AB1 |
| — | ARBORREALTYTRUST 5.375 15NOV20 | 38,763,000 | $39,533 | 0.9% | $1.02 | — | SDBCV | 038923AB4 |
| GS | GOLDMAN SACHS GROUP INC | 151,000 | $38,031 | 0.9% | $218.41 | 0.0% | COM | 38141G104 |
| — | REPLIGEN CORP 2.125 01JUN21 | 27,948,000 | $36,103 | 0.9% | $1.25 | — | SDBCV | 759916AA7 |
| — | BLACKROCK INC | 64,000 | $34,670 | 0.8% | $541.72 | — | COM | 09247X101 |
| — | ARRAY BIO 2.625 1DEC24 144A | 25,275,000 | $33,706 | 0.8% | $1.28 | — | SDBCV | 04269XAB1 |
| — | INPHI CORP 1.125 1DEC20 | 31,372,000 | $32,987 | 0.8% | $1.19 | — | SDBCV | 45772FAB3 |
| — | PROS HOLDINGS INC 2.0 01DEC19 | 28,263,000 | $32,147 | 0.8% | $1.05 | — | SDBCV | 74346YAB9 |
| — | IONIS PHARMACEUTIC 1 15NOV21 | 31,259,000 | $30,992 | 0.7% | $1.01 | — | SDBCV | 464337AJ3 |
| — | INSMED INC 1.75 15JAN25 | 34,500,000 | $30,691 | 0.7% | $0.89 | — | SDBCV | 457669AA7 |
| — | RENEWABLE ENERGY 4 15JUN36 | 21,850,000 | $29,530 | 0.7% | $1.35 | — | SDBCV | 75972AAC7 |
| — | HANNON ARMSTRONG 4.125 01SEP22 | 30,042,000 | $28,808 | 0.7% | $1.02 | — | SDBCV | 41068XAB6 |
| — | PDL BIOPHARMA 2.75 01DEC21 | 27,867,000 | $28,432 | 0.7% | $0.99 | — | SDBCV | 69329YAG9 |
| — | HELIX ENER SOLUT 4.125 15SEP23 | 27,390,000 | $27,660 | 0.7% | $1.01 | — | SDBCV | 42330PAJ6 |
| — | MICROCHIP TECH 2.25 15FEB37 | 23,072,000 | $27,611 | 0.7% | $1.20 | — | SDBCV | 595017AH7 |
| PGR | PROGRESSIVE CORP OHIO | 428,000 | $26,078 | 0.6% | $44.72 | 0.0% | COM | 743315103 |
| — | ALTABA INC | 350,000 | $25,914 | 0.6% | $66.24 | — | COM | 021346101 |
| — | LAYNE CHRISTENSEN 8 1MAY19 A | 19,880,000 | $25,618 | 0.6% | $1.24 | — | SDBCV | 521050AD6 |
| ALL | ALLSTATE CORP | 268,000 | $25,406 | 0.6% | $80.71 | 0.0% | COM | 020002101 |
| — | CTRIP.COM INTL LT 1.99 01JUL25 | 21,904,000 | $25,380 | 0.6% | $1.15 | — | SDBCV | 22943FAH3 |
| — | SEACOR HOLDINGS 3 15NOV28 | 25,513,000 | $24,749 | 0.6% | $0.87 | — | SDBCV | 81170YAB5 |
| MET | METLIFE INC | 531,000 | $24,368 | 0.6% | $37.04 | 0.0% | COM | 59156R108 |
| — | PROSPECT CAPITAL 4.95 15JUL22 | 24,259,000 | $24,154 | 0.6% | $1.00 | — | SDBCV | 74348TAR3 |
| — | WRIGHT MEDIC 2 15FEB20 | 24,000,000 | $23,955 | 0.6% | $1.02 | — | SDBCV | 98235TAE7 |
| — | GOLDMAN SACHS BDC 4.5 01APR22 | 23,044,000 | $23,388 | 0.6% | $1.04 | — | SDBCV | 38147UAB3 |
| — | RADIUS HEALTH INC 3 1SEP24 | 22,500,000 | $22,749 | 0.5% | $1.01 | — | SDBCV | 750469AA6 |
| — | HORIZON PHARMA 2.5 15MAR22 | 24,606,000 | $22,706 | 0.5% | $0.92 | — | SDBCV | 44052TAB7 |
| — | NUVASIVE INC 2.25 15MAR21 | 20,355,000 | $22,436 | 0.5% | $1.15 | — | SDBCV | 670704AG0 |
| — | ALDER BIOPHARM 2.5 01FEB25 | 24,000,000 | $22,171 | 0.5% | $0.92 | — | SDBCV | 014339AA3 |
| — | TWITTER INC 0.25 15SEP19 | 21,554,000 | $20,695 | 0.5% | $0.92 | — | SDBCV | 90184LAB8 |
| — | GRANITE POINTMTGE 5.625 2 | 21,000,000 | $20,651 | 0.5% | $1.00 | — | SDBCV | 38741LAB3 |
| — | MEDICINES COMPANY 2.5 15JAN22 | 17,086,000 | $19,701 | 0.5% | $1.15 | — | SDBCV | 584688AE5 |
| — | RESOURCE CAPITAL 4.5 15AUG22 | 20,000,000 | $19,379 | 0.5% | $0.98 | — | SDBCV | 76120WAC8 |
| — | NEVRO CORP 1.75 01JUN21 | 16,221,000 | $18,673 | 0.4% | $1.06 | — | SDBCV | 64157FAA1 |
| WMT | WALMART INC | 200,000 | $17,794 | 0.4% | $28.34 | 0.0% | Put | 931142103 |
| WMT | WALMART INC | 200,000 | $17,794 | 0.4% | $28.34 | 0.0% | Call | 931142103 |
| — | ARBOR REALTY TRU 6.5 01OCT19 | 15,897,000 | $17,320 | 0.4% | $1.02 | — | SDBCV | 038923AA6 |
| — | OASIS PETROLE 2.625 15SEP23 | 16,525,000 | $17,099 | 0.4% | $1.09 | — | SDBCV | 674215AJ7 |
| — | LAYNE CHRISTENSEN 4.25 15NOV18 | 16,860,000 | $17,013 | 0.4% | $0.99 | — | SDBCV | 521050AB0 |
| — | TPG PACE ENERGY HOLDINGS - A | 1,650,443 | $16,686 | 0.4% | $9.72 | — | COM | 872656103 |
| — | INPHI CORP 0.75 01SEP21 | 17,840,000 | $16,596 | 0.4% | $0.99 | — | SDBCV | 45772FAC1 |
| — | SUNPOWER CORP 4 15JAN23 | 20,482,000 | $16,405 | 0.4% | $0.72 | — | SDBCV | 867652AL3 |
| — | COLONY FINANCIAL 5 15APR23 | 17,460,000 | $16,319 | 0.4% | $1.02 | — | SDBCV | 19624RAA4 |
| — | TIME WARNER INC | 158,288 | $14,971 | 0.4% | $92.45 | — | COM | 887317303 |
| — | BLACKSTONE MORT 4.75 15MAR23 | 15,000,000 | $14,768 | 0.4% | $0.98 | — | SDBCV | 09257WAC4 |
| HLF | HERBALIFE NUTRITION LTD | 139,800 | $13,627 | 0.3% | $42.44 | 0.0% | COM | G4412G101 |
| — | EVOLENT HEAL 2 01DEC21 | 13,375,000 | $13,452 | 0.3% | $0.94 | — | SDBCV | 30050BAB7 |
| — | RWT HOLDINGS 5.625 15NOV19 | 12,460,000 | $12,616 | 0.3% | $1.02 | — | SDBCV | 749772AB5 |
| — | CONSOLIDATED-TOM 4.5 15MAR20 | 11,564,000 | $12,435 | 0.3% | $0.96 | — | SDBCV | 210226AB2 |
| — | DFB HEALTHCARE ACQUISITIONS | 1,230,000 | $12,423 | 0.3% | $10.10 | — | COM | 23291E208 |
| — | CTRIP.COM INTL LTD 1 01JUL20 | 10,500,000 | $11,335 | 0.3% | $1.06 | — | SDBCV | 22943FAF7 |
| — | GORDON POINTE ACQUISITION CO | 1,077,000 | $11,147 | 0.3% | $10.35 | — | COM | 382788206 |
| RYAM | RAYONIER ADVANCED MATERIALS | 500,415 | $10,744 | 0.3% | $15.75 | +24.3% | COM | 75508B104 |
| — | PACIRA PHARM 2.375 04APR22 | 11,033,000 | $10,103 | 0.2% | $0.92 | — | SDBCV | 695127AD2 |
| — | PLATINUM EAGLE ACQUISITION C | 979,000 | $9,937 | 0.2% | $10.15 | — | UNIT | G7126L126 |
| — | ONE MADISON CORP | 979,000 | $9,790 | 0.2% | $10.00 | — | UNIT | G6772P118 |
| — | TRINITY BIOTECH LP 4.00 1APR45 | 12,015,000 | $9,709 | 0.2% | $0.84 | — | SDBCV | 89643QAB4 |
| — | TESARO INC 3 01OCT21 | 5,000,000 | $8,995 | 0.2% | $1.80 | — | SDBCV | 881569AA5 |
| — | CHESAPEAKE ENERGY 5.5 15SEP26 | 10,000,000 | $8,638 | 0.2% | $0.86 | — | SDBCV | 165167CY1 |
| — | TCP CAPITAL CORP 4.625 1MAR22 | 8,301,000 | $8,397 | 0.2% | $1.03 | — | SDBCV | 87238QAD5 |
| — | NEBULA ACQUISITION CORP | 783,000 | $7,924 | 0.2% | $10.12 | — | COM | 629076209 |
| — | WHITING PETROLEUM CORP | 225,775 | $7,640 | 0.2% | $26.48 | — | COM | 966387409 |
| — | LIBERTY MEDIACORP 2.25 30SEP46 | 6,917,000 | $7,214 | 0.2% | $1.05 | — | SDBCV | 531229AE2 |
| — | SENTINEL ENERGY SERVICES INC | 682,500 | $6,770 | 0.2% | $9.97 | — | UNIT | G8062D128 |
| — | TPG PACE HOLDINGS CORP-CL A | 632,582 | $6,203 | 0.1% | $9.87 | — | COM | G89827128 |
| — | INTEGRATED DEVICE0.875 15NOV22 | 5,500,000 | $6,193 | 0.1% | $1.12 | — | SDBCV | 458118AC0 |
| — | TRACON PHARMACEUTICALS INC | 2,842,477 | $5,884 | 0.1% | $2.07 | — | COM | 89237H100 |
| — | ASHFORD HOSPITALITY | 276,663 | $5,331 | 0.1% | $19.27 | — | PFD | 044103109 |
| — | LEGACY ACQUISITION CORP | 500,000 | $4,975 | 0.1% | $9.94 | — | COM | 524643202 |
| — | VIPSHOP HLDG LTD 1.5 15MAR19 | 4,599,000 | $4,945 | 0.1% | $1.00 | — | SDBCV | 92763WAA1 |
| — | HENNESSY CAPITAL ACQUISITION | 485,476 | $4,806 | 0.1% | $9.86 | — | COM | 42588L105 |
| — | IPATH S&P 500 VIX S/T FU ETN | 100,000 | $4,731 | 0.1% | — | — | Put | 06746L422 |
| — | TRULIA LLC 2.75 15 DEC 20 | 2,053,000 | $4,648 | 0.1% | $1.68 | — | SDBCV | 897888AB9 |
| — | SILICON LABORA 1.375 01MAR22 | 3,993,000 | $4,620 | 0.1% | $1.16 | — | SDBCV | 826919AB8 |
| GWRE | GUIDEWIRE SOFTWARE INC | 57,140 | $4,619 | 0.1% | $80.47 | 0.0% | COM | 40171V100 |
| — | MICROCHIP TECH 1.625 15FEB25 | 2,500,000 | $4,434 | 0.1% | $1.64 | — | SDBCV | 595017AD6 |
| — | REDWOOD TRUST 4.625 15APR18 | 4,404,000 | $4,413 | 0.1% | $1.01 | — | SDBCV | 758075AB1 |
| — | INVACARE CORP 5 15FEB21 | 3,500,000 | $4,413 | 0.1% | $1.25 | — | SDBCV | 461203AF8 |
| — | OASIS PETROLEUM INC | 500,000 | $4,050 | 0.1% | — | — | Call | 674215108 |
| — | GORES HOLDINGS II INC - A | 367,971 | $3,680 | 0.1% | $9.97 | — | COM | 382867109 |
| WB 1.25 11/15/22 REGS | WEIBO CORP 1.25 15NOV22 REGS | 2,970,000 | $3,416 | 0.1% | $1.15 | — | SDBCV | G9515TAA6 |
| — | CYPRESS SEMICONDU 4.5 15JAN22 | 2,180,000 | $3,059 | 0.1% | $1.40 | — | SDBCV | 232806AM1 |
| — | SUNPOWER CORP .75 1JUN18 | 3,070,000 | $3,026 | 0.1% | $0.99 | — | SDBCV | 867652AG4 |
| — | SM ENERGY CO 1.5 01JUL21 | 3,000,000 | $2,847 | 0.1% | $0.95 | — | SDBCV | 78454LAM2 |
| — | HAYMAKER ACQUISITION CORP | 263,900 | $2,626 | 0.1% | $9.90 | — | COM | 420870206 |
| — | ENDOLOGIX INC 3.25 1NOV20 | 2,928,000 | $2,536 | 0.1% | $1.22 | — | SDBCV | 29266SAB2 |
| — | PDC ENERGY INC 1.125 15SEP21 | 2,500,000 | $2,439 | 0.1% | $0.98 | — | SDBCV | 69327RAD3 |
| — | PRETIUM RESOURCES 2.25 15MAR22 | 2,705,000 | $2,259 | 0.1% | $0.84 | — | SDBCV | 74139CAB8 |
| — | GULFPORT ENERGY CORP | 210,000 | $2,026 | 0.0% | $9.65 | — | COM | 402635304 |
| — | MOSAIC ACQUISITION CORP | 200,000 | $2,012 | 0.0% | $10.13 | — | UNIT | G62848117 |
| — | SOUTHWESTERN ENERGY CO | 400,000 | $1,732 | 0.0% | $6.11 | — | COM | 845467109 |
| — | CHENIERE ENERGY 4.25 15MAR45 | 2,216,000 | $1,725 | 0.0% | $0.68 | — | SDBCV | 16411RAG4 |
| MTG | MGIC INVESTMENT CORP | 124,260 | $1,615 | 0.0% | $14.16 | 0.0% | COM | 552848103 |
| HMY | HARMONY GOLD MNG-SPON ADR | 664,331 | $1,588 | 0.0% | $2.39 | — | ADR | 413216300 |
| — | SABAN CAPITAL ACQUISITION-A | 143,590 | $1,427 | 0.0% | $10.06 | — | COM | 78516C106 |
| — | NUANCE COM 1.25 1APR25 | 1,200,000 | $1,188 | 0.0% | $0.99 | — | SDBCV | 67020YAN0 |
| — | DOUBLE EAGLE ACQUISITI-CW | 694,148 | $1,156 | 0.0% | $1.43 | — | RT | 971375118 |
| — | TPG PACE ENERGY HOLD WNTS | 564,814 | $1,045 | 0.0% | $1.37 | — | RT | 872656111 |
| — | GREEN PLAINS INC 3.25 01OCT18 | 744,000 | $775 | 0.0% | $1.37 | — | SDBCV | 393222AD6 |
| CGIP | CELADON GROUP INC | 200,000 | $740 | 0.0% | $5.00 | 0.0% | COM | 150838100 |
| WMT | WALMART INC | 7,000 | $623 | 0.0% | $28.34 | 0.0% | COM | 931142103 |
| — | CISION LTD - CW22 | 227,343 | $525 | 0.0% | $2.56 | — | RT | G1992S117 |
| — | TPG PACE HOLDINGS CORP-CW | 210,860 | $347 | 0.0% | $1.60 | — | RT | G89827110 |
| — | HENNESSY CAPITAL ACQUIS-CW22 | 364,106 | $304 | 0.0% | $0.80 | — | RT | 42588L113 |
| — | GLOBAL PARTNER ACQUISIT-CW20 | 321,436 | $271 | 0.0% | $0.84 | — | RT | 74640Y114 |
| — | GORES HOLDINGS II INC - CW22 | 128,007 | $210 | 0.0% | $1.47 | — | RT | 382867117 |
| — | ON SEMICONDUCTOR 1 1DEC20 | 80,000 | $115 | 0.0% | $1.04 | — | SDBCV | 682189AK1 |
| — | SABAN CAPITAL ACQ-CW21 | 71,795 | $81 | 0.0% | $1.23 | — | RT | 78516C114 |
| — | MAGNACHIP SEMI 5 1MAR21 | 45,000 | $61 | 0.0% | $1.36 | — | CVPFD | 55932XAB0 |