CIK: 0001279396 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Aug 14, 2018
Total Value ($000): $3,246,803 (8.9% shares, 91.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MICROCHIP TECH 1.625 15FEB27 | 209,359,000 | $245,706 | 7.6% | $1.19 | — | SDBCV | 595017AF1 |
| — | YAHOO INC 0 1DEC18 | 151,580,000 | $207,234 | 6.4% | $1.27 | — | SDBCV | 984332AF3 |
| — | TESLA INC 2.375 15MAR22 | 126,861,000 | $154,065 | 4.7% | $1.18 | — | SDBCV | 88160RAD3 |
| — | APOLLO CRLREALEST 4.75 23AUG22 | 151,339,000 | $151,102 | 4.7% | $1.02 | — | SDBCV | 03762UAB1 |
| — | CLOVIS ONCOLOGY 2.5 15SEP21 | 95,856,000 | $103,358 | 3.2% | $1.39 | — | SDBCV | 189464AB6 |
| — | IRONWOOD PHARMAC 2.25 15JUN22 | 72,821,000 | $97,579 | 3.0% | $1.16 | — | SDBCV | 46333XAD0 |
| — | EVERBRIDGE INC 1.5 1NOV22 | 55,184,000 | $82,828 | 2.6% | $1.25 | — | SDBCV | 29978AAA2 |
| — | AEROJET 2.25 15DEC23 OTC | 61,178,000 | $79,564 | 2.5% | $1.37 | — | SDBCV | 007800AB1 |
| — | GOLAR LNG LTD | 69,877,000 | $76,149 | 2.3% | $1.03 | — | SDBCV | 38046YAB7 |
| — | COLONY FINANCIA 3.875 15JAN21 | 74,986,000 | $71,399 | 2.2% | $0.99 | — | SDBCV | 19624RAB2 |
| — | CTRIP.COM INT LTD 1.25 15SEP22 | 68,311,000 | $70,480 | 2.2% | $1.06 | — | SDBCV | 22943FAM2 |
| — | THERAVANCE BIOPHA 3.25 01NOV23 | 70,188,000 | $69,261 | 2.1% | $1.19 | — | SDBCV | 88339KAA0 |
| — | TESLA MOTORS INC 1.25 1MAR21 | 59,723,000 | $67,285 | 2.1% | $1.03 | — | SDBCV | 88160RAC5 |
| — | LENDINGTREE INC .625 1JUN22 | 53,362,000 | $64,590 | 2.0% | $1.21 | — | SDBCV | 52603BAA5 |
| — | BLACKSTONE 4.375 05MAY22 | 62,654,000 | $61,594 | 1.9% | $1.01 | — | SDBCV | 09257WAB6 |
| — | THERAVANCE 2.125 15JAN23 | 61,070,000 | $58,962 | 1.8% | $0.99 | — | SDBCV | 88338TAB0 |
| — | VECTOR GROUP LTD 1.75 15APR20 | 54,223,000 | $57,534 | 1.8% | $1.09 | — | SDBCV | 92240MBC1 |
| — | SHIP FIN INT LTD 4.875 01MAY23 | 54,365,000 | $56,156 | 1.7% | $1.03 | — | SDBCV | 824689AG8 |
| — | TIMKENSTEEL 6 1JUN21 | 36,090,000 | $55,795 | 1.7% | $1.47 | — | SDBCV | 887399AA1 |
| — | LUMENTUM HOLDINGS .25 15MAR24 | 43,078,000 | $51,069 | 1.6% | $1.27 | — | SDBCV | 55024UAB5 |
| — | LIBERTYMEDCORP 1 30JAN23 144A | 42,404,000 | $49,745 | 1.5% | $1.05 | — | SDBCV | 531229AF9 |
| — | WHITING PETROLEUM 1.25 1APR20 | 50,541,000 | $48,272 | 1.5% | $0.90 | — | SDBCV | 966387AL6 |
| — | HELIX ENER SOLUT 4.125 15SEP23 | 38,640,000 | $45,795 | 1.4% | $1.06 | — | SDBCV | 42330PAJ6 |
| — | GREEN PLAINS INC 4.125 01SEP22 | 45,802,000 | $45,599 | 1.4% | $1.01 | — | SDBCV | 393222AF1 |
| — | REDWOOD TRUST INC 4.75 15AUG23 | 46,574,000 | $45,190 | 1.4% | $0.99 | — | SDBCV | 758075AC9 |
| — | ARBORREALTYTRUST 5.375 15NOV20 | 38,363,000 | $42,533 | 1.3% | $1.02 | — | SDBCV | 038923AB4 |
| IWM | ISHARES TR-RUSSELL 2000 IDX | 257,600 | $42,187 | 1.3% | — | — | Call | 464287655 |
| — | INSMED INC 1.75 15JAN25 | 42,750,000 | $39,310 | 1.2% | $0.90 | — | SDBCV | 457669AA7 |
| — | PRA GROUP 3.5 1JUN23 | 36,700,000 | $39,052 | 1.2% | $1.06 | — | SDBCV | 69354NAB2 |
| — | INPHI CORP 1.125 1DEC20 | 34,075,000 | $36,516 | 1.1% | $1.18 | — | SDBCV | 45772FAB3 |
| — | HORIZON PHARMA 2.5 15MAR22 | 32,106,000 | $30,888 | 1.0% | $0.93 | — | SDBCV | 44052TAB7 |
| — | HANNON ARMSTRONG 4.125 01SEP22 | 30,042,000 | $28,950 | 0.9% | $1.02 | — | SDBCV | 41068XAB6 |
| — | VIAVI SOLUTIONS INC 1 1MAR24 | 28,387,000 | $28,585 | 0.9% | $1.02 | — | SDBCV | 925550AB1 |
| — | ALDER BIOPHARM 2.5 01FEB25 | 27,000,000 | $28,151 | 0.9% | $0.94 | — | SDBCV | 014339AA3 |
| SPY | SPDR S&P500 ETF TRUST | 100,000 | $27,128 | 0.8% | — | — | Call | 78462F103 |
| — | MICROCHIP TECH 2.25 15FEB37 | 22,172,000 | $26,418 | 0.8% | $1.20 | — | SDBCV | 595017AH7 |
| — | PDL BIOPHARMA 2.75 01DEC21 | 27,867,000 | $25,654 | 0.8% | $0.99 | — | SDBCV | 69329YAG9 |
| — | ARRAY BIO 2.625 1DEC24 144A | 19,075,000 | $25,654 | 0.8% | $1.28 | — | SDBCV | 04269XAB1 |
| — | PROSPECT CAPITAL 4.95 15JUL22 | 26,309,000 | $25,643 | 0.8% | $0.99 | — | SDBCV | 74348TAR3 |
| — | LAYNE CHRISTENSEN 8 1MAY19 A | 19,880,000 | $25,474 | 0.8% | $1.24 | — | SDBCV | 521050AD6 |
| — | WRIGHT MEDICAL 2.25 15NOV21 A | 17,411,000 | $23,305 | 0.7% | $1.27 | — | SDBCV | 98236JAB4 |
| — | CLEVELAND-CLIFFS 1.50 15JAN25 | 18,850,000 | $22,926 | 0.7% | $1.09 | — | SDBCV | 185899AA9 |
| — | COLONY FINANCIAL 5 15APR23 | 23,813,000 | $22,619 | 0.7% | $1.00 | — | SDBCV | 19624RAA4 |
| — | INPHI CORP 0.75 01SEP21 | 23,140,000 | $21,740 | 0.7% | $0.98 | — | SDBCV | 45772FAC1 |
| — | RENEWABLE ENERGY 4 15JUN36 | 12,100,000 | $21,630 | 0.7% | $1.35 | — | SDBCV | 75972AAC7 |
| — | NEVRO CORP 1.75 01JUN21 | 19,721,000 | $21,498 | 0.7% | $1.06 | — | SDBCV | 64157FAA1 |
| — | RADIUS HEALTH INC 3 1SEP24 | 22,500,000 | $20,987 | 0.6% | $1.01 | — | SDBCV | 750469AA6 |
| — | REDWOOD TRUST 5.625 15JUL25 | 20,000,000 | $19,726 | 0.6% | $0.99 | — | SDBCV | 758075AD7 |
| — | WAYFAIR INC 0.375 01SEP22 | 15,107,000 | $19,453 | 0.6% | $0.97 | — | SDBCV | 94419LAA9 |
| — | FLEXION THER INC 3.375 01MAY24 | 15,112,000 | $18,539 | 0.6% | $1.23 | — | SDBCV | 33938JAB2 |
| — | GOLDMAN SACHS BDC 4.5 01APR22 | 18,036,000 | $17,995 | 0.6% | $1.04 | — | SDBCV | 38147UAB3 |
| — | TPG PACE ENERGY HOLDINGS - A | 1,650,443 | $17,941 | 0.6% | $9.72 | — | COM | 872656103 |
| — | SEACOR HOLDS INC 3.25 15MAY25 | 16,913,000 | $17,198 | 0.5% | $1.02 | — | SDBCV | 811904AN1 |
| WMT | WALMART INC | 200,000 | $17,130 | 0.5% | $25.75 | -2.0% | Call | 931142103 |
| WMT | WALMART INC | 200,000 | $17,130 | 0.5% | $25.75 | -2.0% | Put | 931142103 |
| — | SUNPOWER CORP 4 15JAN23 | 20,482,000 | $16,709 | 0.5% | $0.72 | — | SDBCV | 867652AL3 |
| — | VIPSHOP HLDG LTD 1.5 15MAR19 | 15,472,000 | $15,269 | 0.5% | $0.99 | — | SDBCV | 92763WAA1 |
| — | OASIS PETROLE 2.625 15SEP23 | 11,678,000 | $15,162 | 0.5% | $1.09 | — | SDBCV | 674215AJ7 |
| — | BLACKSTONE MORT 4.75 15MAR23 | 14,600,000 | $14,250 | 0.4% | $0.98 | — | SDBCV | 09257WAC4 |
| — | GS ACQUISITION HOLDINGS CORP | 1,200,000 | $12,270 | 0.4% | $10.22 | — | COM | 36255F201 |
| — | DFB HEALTHCARE ACQUISITIONS | 1,230,000 | $11,833 | 0.4% | $9.62 | — | COM | 23291E109 |
| — | TESARO INC 3 01OCT21 | 7,500,000 | $11,222 | 0.3% | $1.70 | — | SDBCV | 881569AA5 |
| — | EXACT SCIENCES CORP 1 15JAN25 | 10,200,000 | $10,723 | 0.3% | $0.89 | — | SDBCV | 30063PAA3 |
| — | CHESAPEAKE ENERGY 5.5 15SEP26 | 10,000,000 | $10,194 | 0.3% | $0.86 | — | SDBCV | 165167CY1 |
| — | INVACARE CORP 4.5 1JUNE22 | 7,509,000 | $10,069 | 0.3% | $1.34 | — | SDBCV | 461203AH4 |
| — | TRINITY BIOTECH LP 4.00 1APR45 | 12,015,000 | $9,891 | 0.3% | $0.84 | — | SDBCV | 89643QAB4 |
| — | GORDON POINTE ACQUISITION CO | 1,008,773 | $9,815 | 0.3% | $9.73 | — | COM | 382788107 |
| TH | PLATINUM EAGLE ACQUISITION C | 978,998 | $9,516 | 0.3% | $9.72 | — | COM | G7126L100 |
| PACK | ONE MADISON CORP-CLASS A | 979,000 | $9,506 | 0.3% | $9.71 | — | COM | G6772P100 |
| — | CARBONITE INC | 6,232,000 | $9,270 | 0.3% | $1.49 | — | SDBCV | 141337AB1 |
| — | GRANITE POINTMTGE 5.625 2 | 8,705,000 | $8,865 | 0.3% | $1.00 | — | SDBCV | 38741LAB3 |
| FXI | ISHARES FTSE CHINA 25 INDEX FU | 200,000 | $8,594 | 0.3% | — | — | Put | 464287184 |
| — | TCP CAPITAL CORP 4.625 1MAR22 | 8,301,000 | $8,311 | 0.3% | $1.03 | — | SDBCV | 87238QAD5 |
| — | HUBSPOT INC 0.25 1JUN22 | 5,419,000 | $7,745 | 0.2% | $1.43 | — | SDBCV | 443573AB6 |
| — | TRACON PHARMACEUTICALS INC | 2,842,477 | $7,675 | 0.2% | $2.07 | — | COM | 89237H100 |
| — | NEBULA ACQUISITION CORP-CL A | 783,000 | $7,501 | 0.2% | $9.58 | — | COM | 629076100 |
| STNL | SENTINEL ENERGY SERVICE-CL A | 682,500 | $6,691 | 0.2% | $9.80 | — | COM | G8062D102 |
| — | RWT HOLDINGS 5.625 15NOV19 | 6,260,000 | $6,363 | 0.2% | $1.02 | — | SDBCV | 749772AB5 |
| — | TPG PACE HOLDINGS CORP-CL A | 632,581 | $6,291 | 0.2% | $9.87 | — | COM | G89827128 |
| WIX | WIX.COM LTD | 59,400 | $5,958 | 0.2% | $89.15 | 0.0% | COM | M98068105 |
| Z | ZILLOW GROUP INC - C | 100,501 | $5,936 | 0.2% | $55.41 | 0.0% | COM | 98954M200 |
| — | MEDICINES COMPANY 2.5 15JAN22 | 4,715,000 | $5,737 | 0.2% | $1.15 | — | SDBCV | 584688AE5 |
| BMY | BRISTOL MYERS SQUIBB | 100,000 | $5,534 | 0.2% | $40.63 | 0.0% | COM | 110122108 |
| BMY | BRISTOL MYERS SQUIBB | 100,000 | $5,534 | 0.2% | $40.63 | 0.0% | Call | 110122108 |
| — | BRAEMAR HOTELS 5.5 31DEC49 | 276,663 | $5,272 | 0.2% | $19.06 | — | CVPFD | 10482B200 |
| — | TRULIA LLC 2.75 15 DEC 20 | 2,053,000 | $5,076 | 0.2% | $1.68 | — | SDBCV | 897888AB9 |
| — | INVACARE CORP 5 15FEB21 | 3,500,000 | $4,551 | 0.1% | $1.25 | — | SDBCV | 461203AF8 |
| — | HENNESSY CAPITAL ACQUISITION | 447,493 | $4,538 | 0.1% | $9.86 | — | COM | 42588L105 |
| — | HELIX ENERGY SOL 4 1/4 01MAY22 | 3,600,000 | $3,762 | 0.1% | $1.04 | — | SDBCV | 42330PAH0 |
| — | GORES HOLDINGS II INC - A | 367,971 | $3,743 | 0.1% | $9.97 | — | COM | 382867109 |
| WMT | WALMART INC | 42,788 | $3,665 | 0.1% | $25.75 | -2.0% | COM | 931142103 |
| — | TWITTER INC | 76,703 | $3,350 | 0.1% | $43.67 | — | COM | 90184L102 |
| — | CLOVIS ONCOLOGY 1.25 01MAY25 | 3,500,000 | $3,236 | 0.1% | $0.92 | — | SDBCV | 189464AC4 |
| DB | DEUTSCHE BANK AG -REG | 300,000 | $3,186 | 0.1% | $11.17 | 0.0% | COM | D18190898 |
| — | PRETIUM RESOURCES 2.25 15MAR22 | 3,655,000 | $3,159 | 0.1% | $0.84 | — | SDBCV | 74139CAB8 |
| — | CLOUDERA INC | 210,647 | $2,873 | 0.1% | $13.64 | — | COM | 18914U100 |
| — | ENDOLOGIX INC 3.25 1NOV20 | 2,928,000 | $2,699 | 0.1% | $1.22 | — | SDBCV | 29266SAB2 |
| — | PTC THERAPEUTICS IN 3 15AUG22 | 2,500,000 | $2,484 | 0.1% | $0.99 | — | SDBCV | 69366JAB7 |
| — | WHITING PETROLEUM CORP | 45,669 | $2,408 | 0.1% | $26.48 | — | COM | 966387409 |
| RH | RH | 16,809 | $2,349 | 0.1% | $108.36 | 0.0% | COM | 74967X103 |
| ASH | ASHLAND GLOBAL HOLDINGS INC | 30,000 | $2,345 | 0.1% | $65.54 | 0.0% | COM | 044186104 |
| — | KADMON HOLDINGS INC | 549,472 | $2,192 | 0.1% | $3.99 | — | COM | 48283N106 |
| — | SOUTHWESTERN ENERGY CO | 400,000 | $2,120 | 0.1% | $6.11 | — | COM | 845467109 |
| — | CTRIP.COM INT LTD 1.99 01JUL25 | 1,834,000 | $2,104 | 0.1% | $1.15 | — | SDBCV | 22943FAH3 |
| HUBS | HUBSPOT INC | 16,229 | $2,035 | 0.1% | $118.45 | 0.0% | COM | 443573100 |
| — | MOSAIC ACQUISITION CORP-CL A | 200,000 | $1,936 | 0.1% | $9.68 | — | COM | G62848109 |
| — | HENNESSY CAPITAL ACQUIS-CW22 | 1,251,830 | $1,759 | 0.1% | $1.23 | — | RT | 42588L113 |
| — | TPG PACE ENERGY HOLD WNTS | 622,714 | $1,738 | 0.1% | $1.50 | — | RT | 872656111 |
| — | ATLASAIRWORLDWIDE1.875 01JUN24 | 1,168,000 | $1,549 | 0.0% | $1.15 | — | SDBCV | 049164BJ4 |
| — | DOUBLE EAGLE ACQUISITI-CW | 694,148 | $1,530 | 0.0% | $1.43 | — | RT | 971375118 |
| — | FTS INTERNATIONAL INC | 95,945 | $1,366 | 0.0% | $14.24 | — | COM | 30283W104 |
| MTG | MGIC INVESTMENT CORP | 124,260 | $1,332 | 0.0% | $14.16 | -23.1% | COM | 552848103 |
| — | SABAN CAPITAL ACQUISITION-A | 125,962 | $1,271 | 0.0% | $10.06 | — | COM | 78516C106 |
| — | ALTABA INC | 15,000 | $1,098 | 0.0% | $66.24 | — | COM | 021346101 |
| — | GREEN PLAINS INC 3.25 01OCT18 | 744,000 | $768 | 0.0% | $1.37 | — | SDBCV | 393222AD6 |
| — | REALPAGE INC 1.5 15NOV22 | 535,000 | $759 | 0.0% | $1.42 | — | SDBCV | 75606NAB5 |
| — | GORDON POINTE ACQUISI - WAR | 1,077,000 | $571 | 0.0% | $0.53 | — | RT | 382788115 |
| — | NEBULA ACQUISITION CORP-CW23 | 261,000 | $558 | 0.0% | $2.14 | — | RT | 629076118 |
| — | DFB HEALTHCARE ACQUISIT - WA | 409,999 | $519 | 0.0% | $1.27 | — | RT | 23291E117 |
| — | ONE MADISON CORP-CW | 489,500 | $514 | 0.0% | $1.05 | — | RT | G6772P126 |
| — | PLATINUM EAGLE ACQUISITION C | 326,332 | $393 | 0.0% | $1.20 | — | RT | G7126L118 |
| — | TPG PACE HOLDINGS CORP-CW | 210,860 | $356 | 0.0% | $1.60 | — | RT | G89827110 |
| — | SENTINEL ENERGY SERVICE-CW22 | 227,500 | $279 | 0.0% | $1.23 | — | RT | G8062D110 |
| — | GORES HOLDINGS II INC - CW22 | 128,007 | $218 | 0.0% | $1.47 | — | RT | 382867117 |
| — | GLOBAL PARTNER ACQUISIT-CW20 | 321,436 | $201 | 0.0% | $0.84 | — | RT | 74640Y114 |
| — | SABAN CAPITAL ACQ-CW21 | 71,795 | $95 | 0.0% | $1.23 | — | RT | 78516C114 |
| — | MOSAIC ACQUISITION CORP-CW22 | 66,666 | $78 | 0.0% | $1.17 | — | RT | G62848125 |
| — | MAGNACHIP SEMI 5 1MAR21 | 45,000 | $63 | 0.0% | $1.36 | — | CVPFD | 55932XAB0 |