CIK: 0001279396 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Nov 14, 2018
Total Value ($000): $3,290,116 (7.5% shares, 92.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MICROCHIP TECH 1.625 15FEB27 | 211,859,000 | $225,749 | 6.9% | $1.19 | — | SDBCV | 595017AF1 |
| — | ALTABA INC 0 1DEC18 | 151,580,000 | $191,932 | 5.8% | $1.27 | — | SDBCV | 984332AF3 |
| — | TELADOC INC 3 15DEC22 | 74,560,000 | $154,120 | 4.7% | $2.07 | — | SDBCV | 87918AAB1 |
| — | APOLLO CRLREALEST 4.75 23AUG22 | 152,839,000 | $153,517 | 4.7% | $1.02 | — | SDBCV | 03762UAB1 |
| — | EVERBRIDGE INC 1.5 1NOV22 | 55,184,000 | $96,894 | 2.9% | $1.25 | — | SDBCV | 29978AAA2 |
| — | CLOVIS ONCOLOGY 2.5 15SEP21 | 95,856,000 | $89,573 | 2.7% | $1.39 | — | SDBCV | 189464AB6 |
| — | AEROJET 2.25 15DEC23 OTC | 59,935,000 | $85,505 | 2.6% | $1.37 | — | SDBCV | 007800AB1 |
| — | INNOVIVA INC 2.50 15AUG25 | 74,162,000 | $82,434 | 2.5% | $1.11 | — | SDBCV | 45781MAB7 |
| — | THERAVANCE BIOPHA 3.25 01NOV23 | 68,688,000 | $81,357 | 2.5% | $1.19 | — | SDBCV | 88339KAA0 |
| — | LENDINGTREE INC .625 1JUN22 | 60,362,000 | $76,505 | 2.3% | $1.22 | — | SDBCV | 52603BAA5 |
| — | IRONWOOD PHARMAC 2.25 15JUN22 | 54,456,000 | $70,771 | 2.2% | $1.16 | — | SDBCV | 46333XAD0 |
| — | GOLAR LNG LTD | 66,622,000 | $69,750 | 2.1% | $1.03 | — | SDBCV | 38046YAB7 |
| — | CTRIP.COM INT LTD 1.25 15SEP22 | 69,387,000 | $68,049 | 2.1% | $1.06 | — | SDBCV | 22943FAM2 |
| — | INFINERA CORP 2.125 1SEP24 | 65,050,000 | $66,086 | 2.0% | $1.02 | — | SDBCV | 45667GAC7 |
| — | THERAVANCE 2.125 15JAN23 | 60,822,000 | $62,007 | 1.9% | $0.99 | — | SDBCV | 88338TAB0 |
| — | II-VI INC .25 1SEP22 | 49,657,000 | $58,282 | 1.8% | $1.17 | — | SDBCV | 902104AB4 |
| — | SHIP FIN INT LTD 4.875 01MAY23 | 57,365,000 | $57,394 | 1.7% | $1.03 | — | SDBCV | 824689AG8 |
| — | VECTOR GROUP LTD 1.75 15APR20 | 54,223,000 | $56,591 | 1.7% | $1.09 | — | SDBCV | 92240MBC1 |
| — | CLEVELAND-CLIFFS 1.50 15JAN25 | 33,350,000 | $54,842 | 1.7% | $1.33 | — | SDBCV | 185899AA9 |
| — | TIMKENSTEEL 6 1JUN21 | 38,090,000 | $54,473 | 1.7% | $1.47 | — | SDBCV | 887399AA1 |
| — | BLACKSTONE 4.375 05MAY22 | 54,209,000 | $54,281 | 1.6% | $1.01 | — | SDBCV | 09257WAB6 |
| — | WHITING PETROLEUM 1.25 1APR20 | 52,241,000 | $50,166 | 1.5% | $0.90 | — | SDBCV | 966387AL6 |
| — | REDWOOD TRUST INC 4.75 15AUG23 | 46,574,000 | $44,971 | 1.4% | $0.99 | — | SDBCV | 758075AC9 |
| — | INSMED INC 1.75 15JAN25 | 51,146,000 | $43,311 | 1.3% | $0.89 | — | SDBCV | 457669AA7 |
| — | GREEN PLAINS INC 4.125 01SEP22 | 43,302,000 | $41,480 | 1.3% | $1.01 | — | SDBCV | 393222AF1 |
| — | INPHI CORP 1.125 1DEC20 | 33,846,000 | $39,016 | 1.2% | $1.18 | — | SDBCV | 45772FAB3 |
| — | EXACT SCIENCES CORP 1 15JAN25 | 30,012,000 | $37,111 | 1.1% | $1.12 | — | SDBCV | 30063PAA3 |
| — | PRA GROUP 3.5 1JUN23 | 35,700,000 | $36,919 | 1.1% | $1.06 | — | SDBCV | 69354NAB2 |
| — | HELIX ENER SOLUT 4.125 15SEP23 | 27,640,000 | $35,844 | 1.1% | $1.06 | — | SDBCV | 42330PAJ6 |
| — | ENCORE CAP EUR 4.5 1SEP23 | 34,285,000 | $35,240 | 1.1% | $1.03 | — | SDBCV | 29260UAA5 |
| — | EZCORP 2.875 1JUL24 OTC | 26,810,000 | $33,378 | 1.0% | $1.24 | — | SDBCV | 302301AF3 |
| — | TEAM INC 5 01AUG23 | 26,085,000 | $32,978 | 1.0% | $1.26 | — | SDBCV | 878155AE0 |
| — | HORIZON PHARMA 2.5 15MAR22 | 32,187,000 | $32,452 | 1.0% | $0.93 | — | SDBCV | 44052TAB7 |
| — | CHESAPEAKE ENERGY 5.5 15SEP26 | 32,015,000 | $31,611 | 1.0% | $0.95 | — | SDBCV | 165167CY1 |
| — | WAYFAIR INC .375 1SEP22 | 20,107,000 | $30,397 | 0.9% | $1.51 | — | SDBCV | 94419LAB7 |
| — | SPARTAN ENERGY ACQUISITION C | 2,975,600 | $30,233 | 0.9% | $10.16 | — | COM | 846784114 |
| — | HANNON ARMSTRONG 4.125 01SEP22 | 30,042,000 | $29,379 | 0.9% | $1.02 | — | SDBCV | 41068XAB6 |
| — | ALDER BIOPHARM 2.5 01FEB25 | 26,250,000 | $28,238 | 0.9% | $0.94 | — | SDBCV | 014339AA3 |
| — | MICROCHIP TECH 2.25 15FEB37 | 26,172,000 | $27,608 | 0.8% | $1.18 | — | SDBCV | 595017AH7 |
| — | REDWOOD TRUST 5.625 15JUL25 | 27,605,000 | $27,383 | 0.8% | $0.99 | — | SDBCV | 758075AD7 |
| — | INPHI CORP 0.75 01SEP21 | 26,897,000 | $26,530 | 0.8% | $0.98 | — | SDBCV | 45772FAC1 |
| — | PDL BIOPHARMA 2.75 01DEC21 | 26,617,000 | $26,292 | 0.8% | $0.99 | — | SDBCV | 69329YAG9 |
| — | PROSPECT CAPITAL 4.95 15JUL22 | 26,309,000 | $26,090 | 0.8% | $0.99 | — | SDBCV | 74348TAR3 |
| — | LIBERTYMEDCORP 1 30JAN23 144A | 22,204,000 | $25,987 | 0.8% | $1.05 | — | SDBCV | 531229AF9 |
| — | ARRAY BIO 2.625 1DEC24 144A | 20,075,000 | $25,225 | 0.8% | $1.28 | — | SDBCV | 04269XAB1 |
| — | WRIGHT MEDICAL 2.25 15NOV21 A | 17,411,000 | $25,213 | 0.8% | $1.27 | — | SDBCV | 98236JAB4 |
| — | GAIN CAPITAL HLDGS 5 15AUG22 | 22,333,000 | $23,235 | 0.7% | $1.04 | — | SDBCV | 36268WAF7 |
| — | SEACOR HOLDS INC 3.25 15MAY25 | 23,913,000 | $22,924 | 0.7% | $1.00 | — | SDBCV | 811904AN1 |
| — | RETROPHIN INC 2.5 15SEP25 | 20,554,000 | $21,092 | 0.6% | $1.03 | — | SDBCV | 761299AB2 |
| — | REDFIN CORP 1.75 15JUL23 | 22,755,000 | $20,638 | 0.6% | $0.91 | — | SDBCV | 75737FAA6 |
| — | TESLA INC 2.375 15MAR22 | 19,261,000 | $19,690 | 0.6% | $1.18 | — | SDBCV | 88160RAD3 |
| WMT | WALMART INC | 200,000 | $18,782 | 0.6% | $25.75 | +6.1% | Put | 931142103 |
| WMT | WALMART INC | 200,000 | $18,782 | 0.6% | $25.75 | +6.1% | Call | 931142103 |
| — | FLEXION THER INC 3.375 01MAY24 | 17,612,000 | $17,811 | 0.5% | $1.20 | — | SDBCV | 33938JAB2 |
| — | RADIUS HEALTH INC 3 1SEP24 | 22,500,000 | $17,326 | 0.5% | $1.01 | — | SDBCV | 750469AA6 |
| — | SUNPOWER CORP 4 15JAN23 | 20,482,000 | $17,210 | 0.5% | $0.72 | — | SDBCV | 867652AL3 |
| IWM | ISHARES TR-RUSSELL 2000 IDX | 100,000 | $16,855 | 0.5% | — | — | Call | 464287655 |
| — | BLACKSTONE MORT 4.75 15MAR23 | 14,600,000 | $14,541 | 0.4% | $0.98 | — | SDBCV | 09257WAC4 |
| — | LUMENTUM HOLDINGS .25 15MAR24 | 11,078,000 | $13,301 | 0.4% | $1.27 | — | SDBCV | 55024UAB5 |
| — | INTREXON CORP 3.5 1JUL23 | 11,250,000 | $13,233 | 0.4% | $1.18 | — | SDBCV | 46122TAA0 |
| — | TESLA MOTORS INC 1.25 1MAR21 | 13,723,000 | $13,158 | 0.4% | $1.03 | — | SDBCV | 88160RAC5 |
| — | GORES HOLDINGS III INC | 1,250,000 | $12,775 | 0.4% | $10.22 | — | COM | 38286G208 |
| — | GS ACQUISITION HOLDINGS CORP | 1,200,000 | $12,402 | 0.4% | $10.22 | — | COM | 36255F201 |
| — | DFB HEALTHCARE ACQUISITIONS | 1,230,000 | $11,820 | 0.4% | $9.62 | — | COM | 23291E109 |
| — | CARBONITE INC | 7,137,000 | $10,721 | 0.3% | $1.49 | — | SDBCV | 141337AB1 |
| DB | DEUTSCHE BANK AG -REG | 900,000 | $10,251 | 0.3% | $10.63 | -2.6% | COM | D18190898 |
| — | NEW MOUNTAIN FIN 5.75 15AUG23 | 10,000,000 | $10,041 | 0.3% | $1.00 | — | SDBCV | 647551AC4 |
| TH | PLATINUM EAGLE ACQUISITION C | 978,998 | $9,628 | 0.3% | $9.72 | — | COM | G7126L100 |
| PACK | ONE MADISON CORP-CLASS A | 979,000 | $9,526 | 0.3% | $9.71 | — | COM | G6772P100 |
| — | TRINITY BIOTECH LP 4.00 1APR45 | 12,015,000 | $9,303 | 0.3% | $0.84 | — | SDBCV | 89643QAB4 |
| — | INVACARE CORP 4.5 1JUNE22 | 7,509,000 | $8,498 | 0.3% | $1.34 | — | SDBCV | 461203AH4 |
| — | TCP CAPITAL CORP 4.625 1MAR22 | 8,301,000 | $8,313 | 0.3% | $1.03 | — | SDBCV | 87238QAD5 |
| — | TESARO INC 3 01OCT21 | 6,000,000 | $7,994 | 0.2% | $1.70 | — | SDBCV | 881569AA5 |
| STNL | SENTINEL ENERGY SERVICE-CL A | 790,400 | $7,793 | 0.2% | $9.81 | — | COM | G8062D102 |
| — | MEDICINES COMPANY 2.5 15JAN22 | 7,215,000 | $7,765 | 0.2% | $1.13 | — | SDBCV | 584688AE5 |
| — | NEBULA ACQUISITION CORP-CL A | 783,000 | $7,611 | 0.2% | $9.58 | — | COM | 629076100 |
| — | PDC ENERGY INC 1.125 15SEP21 | 7,000,000 | $6,810 | 0.2% | $0.97 | — | SDBCV | 69327RAD3 |
| EWZ | ISHARES MSCI BRAZIL ETF | 200,000 | $6,746 | 0.2% | — | — | Call | 464286400 |
| — | TPG PACE HOLDINGS CORP-CL A | 632,581 | $6,370 | 0.2% | $9.87 | — | COM | G89827128 |
| — | TRACON PHARMACEUTICALS INC | 2,842,477 | $5,827 | 0.2% | $2.07 | — | COM | 89237H100 |
| — | HUBSPOT INC 0.25 1JUN22 | 3,419,000 | $5,637 | 0.2% | $1.43 | — | SDBCV | 443573AB6 |
| — | BRAEMAR HOTELS 5.5 31DEC49 | 276,663 | $5,439 | 0.2% | $19.06 | — | CVPFD | 10482B200 |
| — | GOLDMAN SACHS BDC 4.5 01APR22 | 5,259,000 | $5,321 | 0.2% | $1.04 | — | SDBCV | 38147UAB3 |
| — | QTS REALTY TRUST INC | 50,000 | $5,280 | 0.2% | $105.60 | — | PFD | 74736A301 |
| — | AIR TRANSPORT 1.125 15OCT24 | 5,356,000 | $5,134 | 0.2% | $0.96 | — | SDBCV | 00922RAB1 |
| — | CHURCHILL CAPITAL CORP | 500,000 | $5,075 | 0.2% | $10.15 | — | COM | 17142R202 |
| — | HENNESSY CAPITAL ACQUI | 447,493 | $4,560 | 0.1% | $9.86 | — | COM | 42588L105 |
| — | RENEWABLE ENERGY 4 15JUN36 | 1,600,000 | $4,375 | 0.1% | $1.35 | — | SDBCV | 75972AAC7 |
| — | RWT HOLDINGS 5.625 15NOV19 | 4,260,000 | $4,319 | 0.1% | $1.02 | — | SDBCV | 749772AB5 |
| EEM | ISHARES MSCI EMERGING MKT IN | 100,000 | $4,292 | 0.1% | — | — | Put | 464287234 |
| — | CTRIP.COM INTL LT 1.99 01JUL25 | 3,931,000 | $4,093 | 0.1% | $1.09 | — | SDBCV | 22943FAH3 |
| — | GORES HOLDINGS II INC - A | 367,971 | $3,908 | 0.1% | $9.97 | — | COM | 382867109 |
| — | HELIX ENERGY SOL 4 1/4 01MAY22 | 3,600,000 | $3,874 | 0.1% | $1.04 | — | SDBCV | 42330PAH0 |
| — | TRULIA LLC 2.75 15 DEC 20 | 2,053,000 | $3,820 | 0.1% | $1.68 | — | SDBCV | 897888AB9 |
| — | INVACARE CORP 5 15FEB21 | 3,500,000 | $3,808 | 0.1% | $1.25 | — | SDBCV | 461203AF8 |
| — | GRANITE POINTMTGE 5.625 2 | 3,455,000 | $3,573 | 0.1% | $1.00 | — | SDBCV | 38741LAB3 |
| GM | GENERAL MOTORS CO | 100,000 | $3,367 | 0.1% | $33.08 | 0.0% | COM | 37045V100 |
| — | ZILLOW GROUP INC 1.5 1JUL23 | 3,500,000 | $3,237 | 0.1% | $0.92 | — | SDBCV | 98954MAC5 |
| — | PRETIUM RESOURCES 2.25 15MAR22 | 3,555,000 | $3,129 | 0.1% | $0.84 | — | SDBCV | 74139CAB8 |
| — | MAGNOLIA OIL & GAS CORP WTS | 622,714 | $2,896 | 0.1% | $4.65 | — | RT | 559663117 |
| XLF | AMEX FINANCIAL SELECT SPDR IDX | 100,000 | $2,758 | 0.1% | — | — | Call | 81369Y605 |
| ASH | ASHLAND GLOBAL HOLDINGS INC | 30,000 | $2,516 | 0.1% | $65.54 | +12.4% | COM | 044186104 |
| — | WHITING PETROLEUM CORP | 45,669 | $2,423 | 0.1% | $26.48 | — | COM | 966387409 |
| — | OASIS PETROLE 2.625 15SEP23 | 1,678,000 | $2,262 | 0.1% | $1.09 | — | SDBCV | 674215AJ7 |
| — | SOUTHWESTERN ENERGY CO | 400,000 | $2,044 | 0.1% | $6.11 | — | COM | 845467109 |
| — | TWITTER INC 1 15SEP21 | 2,175,000 | $2,002 | 0.1% | $0.92 | — | SDBCV | 90184LAD4 |
| — | MOSAIC ACQUISITION CORP-CL A | 200,000 | $1,952 | 0.1% | $9.68 | — | COM | G62848109 |
| — | FTS INTERNATIONAL INC | 160,717 | $1,895 | 0.1% | $13.25 | — | COM | 30283W104 |
| — | HENNESSY CAP ACQUIS-CW22 | 1,251,830 | $1,865 | 0.1% | $1.23 | — | RT | 42588L113 |
| — | KADMON HOLDINGS INC | 549,472 | $1,836 | 0.1% | $3.99 | — | COM | 48283N106 |
| MTG | MGIC INVESTMENT CORP | 124,260 | $1,654 | 0.1% | $14.16 | -12.5% | COM | 552848103 |
| — | SABAN CAPITAL ACQUISITION-A | 125,962 | $1,276 | 0.0% | $10.06 | — | COM | 78516C106 |
| — | NEVRO CORP 1.75 01JUN21 | 1,221,000 | $1,212 | 0.0% | $1.06 | — | SDBCV | 64157FAA1 |
| ILMN | ILLUMINA INC | 3,140 | $1,152 | 0.0% | $320.46 | 0.0% | COM | 452327109 |
| — | ALTABA INC | 15,000 | $1,022 | 0.0% | $66.24 | — | COM | 021346101 |
| — | REALPAGE INC 1.5 15NOV22 | 535,000 | $875 | 0.0% | $1.42 | — | SDBCV | 75606NAB5 |
| — | GORDON POINTE ACQUISI - WAR | 1,077,000 | $673 | 0.0% | $0.53 | — | RT | 382788115 |
| — | DFB HEALTHCARE ACQUISIT - WA | 409,999 | $606 | 0.0% | $1.27 | — | RT | 23291E117 |
| — | PTC THERAPEUTICS IN 3 15AUG22 | 500,000 | $576 | 0.0% | $0.99 | — | SDBCV | 69366JAB7 |
| — | ONE MADISON CORP-CW | 489,500 | $553 | 0.0% | $1.05 | — | RT | G6772P126 |
| — | PLATINUM EAGLE ACQUISITION C | 326,332 | $399 | 0.0% | $1.20 | — | RT | G7126L118 |
| — | TPG PACE HOLDINGS CORP-CW | 210,860 | $366 | 0.0% | $1.60 | — | RT | G89827110 |
| — | NEBULA ACQUISITION CORP-CW23 | 261,000 | $339 | 0.0% | $2.14 | — | RT | 629076118 |
| — | SENTINEL ENERGY SERVICE-CW22 | 227,500 | $282 | 0.0% | $1.23 | — | RT | G8062D110 |
| — | GORES HOLD II INC - CW22 | 128,007 | $274 | 0.0% | $1.47 | — | RT | 382867117 |
| — | MOSAIC ACQUISITION CORP-CW22 | 66,666 | $86 | 0.0% | $1.17 | — | RT | G62848125 |
| — | SABAN CAPITAL ACQ-CW21 | 71,795 | $84 | 0.0% | $1.23 | — | RT | 78516C114 |
| — | MAGNACHIP SEMI 5 1MAR21 | 45,000 | $61 | 0.0% | $1.36 | — | CVPFD | 55932XAB0 |