CIK: 0001279396 · Show all filings
Period: Q4 2018 (← Previous) (Next →)
Filing Date: Feb 14, 2019
Total Value ($000): $3,573,912 (15.6% shares, 84.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MICROCHIP TECH 1.625 15FEB25 | 235,751,000 | $333,005 | 9.3% | $1.41 | — | SDBCV | 595017AD6 |
| — | MICROCHIP TECH 1.625 15FEB27 | 234,909,000 | $229,533 | 6.4% | $1.17 | — | SDBCV | 595017AF1 |
| — | TELADOC INC 3 15DEC22 | 135,410,000 | $186,233 | 5.2% | $1.76 | — | SDBCV | 87918AAB1 |
| — | HUAZHU GROUP LTD 0.375 01NOV22 | 160,456,000 | $156,614 | 4.4% | $0.98 | — | SDBCV | 16949NAC3 |
| — | ALTABA INC | 2,645,841 | $153,300 | 4.3% | $57.99 | — | COM | 021346101 |
| — | APOLLO CRLREALEST 4.75 23AUG22 | 155,714,000 | $146,546 | 4.1% | $1.01 | — | SDBCV | 03762UAB1 |
| — | EVERBRIDGE INC 1.5 1NOV22 | 59,328,000 | $105,198 | 2.9% | $1.29 | — | SDBCV | 29978AAA2 |
| — | INNOVIVA INC 2.50 15AUG25 | 71,162,000 | $85,560 | 2.4% | $1.11 | — | SDBCV | 45781MAB7 |
| — | LENDINGTREE INC .625 1JUN22 | 61,362,000 | $76,387 | 2.1% | $1.22 | — | SDBCV | 52603BAA5 |
| — | COLONY FINANCIA 3.875 15JAN21 | 81,370,000 | $75,765 | 2.1% | $0.93 | — | SDBCV | 19624RAB2 |
| — | CTRIP.COM INT LTD 1.25 15SEP22 | 77,647,000 | $75,327 | 2.1% | $1.05 | — | SDBCV | 22943FAM2 |
| — | APOLLO CMMRL R E 5.375 15OCT23 | 74,135,000 | $71,244 | 2.0% | $0.96 | — | SDBCV | 03762UAC9 |
| — | THERAVANCE BIOPHA 3.25 01NOV23 | 68,688,000 | $70,716 | 2.0% | $1.19 | — | SDBCV | 88339KAA0 |
| — | EXACT SCIENCES CORP 1 15JAN25 | 59,150,000 | $64,750 | 1.8% | $1.11 | — | SDBCV | 30063PAA3 |
| — | VECTOR GROUP LTD 1.75 15APR20 | 60,073,000 | $60,494 | 1.7% | $1.08 | — | SDBCV | 92240MBC1 |
| — | GOLAR LNG LTD | 59,622,000 | $55,506 | 1.6% | $1.03 | — | SDBCV | 38046YAB7 |
| — | THERAVANCE 2.125 15JAN23 | 50,422,000 | $54,263 | 1.5% | $0.99 | — | SDBCV | 88338TAB0 |
| — | BLACKSTONE 4.375 05MAY22 | 48,209,000 | $46,817 | 1.3% | $1.01 | — | SDBCV | 09257WAB6 |
| — | WAYFAIR INC .375 1SEP22 | 42,107,000 | $45,464 | 1.3% | $1.29 | — | SDBCV | 94419LAB7 |
| — | REDWOOD TRUST INC 4.75 15AUG23 | 46,574,000 | $42,760 | 1.2% | $0.99 | — | SDBCV | 758075AC9 |
| — | WHITING PETROLEUM 1.25 1APR20 | 42,241,000 | $40,007 | 1.1% | $0.90 | — | SDBCV | 966387AL6 |
| — | TIMKENSTEEL 6 1JUN21 | 38,090,000 | $39,860 | 1.1% | $1.47 | — | SDBCV | 887399AA1 |
| — | GREEN PLAINS INC 4.125 01SEP22 | 45,302,000 | $39,843 | 1.1% | $1.01 | — | SDBCV | 393222AF1 |
| — | INPHI CORP 1.125 1DEC20 | 33,846,000 | $35,701 | 1.0% | $1.18 | — | SDBCV | 45772FAB3 |
| — | WRIGHT MEDICAL 2.25 15NOV21 A | 24,411,000 | $33,608 | 0.9% | $1.30 | — | SDBCV | 98236JAB4 |
| — | REALPAGE INC 1.5 15NOV22 | 25,035,000 | $32,391 | 0.9% | $1.30 | — | SDBCV | 75606NAB5 |
| — | HELIX ENER SOLUT 4.125 15SEP23 | 34,140,000 | $31,547 | 0.9% | $1.03 | — | SDBCV | 42330PAJ6 |
| — | SHIP FIN INT LTD 4.875 01MAY23 | 34,565,000 | $31,133 | 0.9% | $1.03 | — | SDBCV | 824689AG8 |
| — | INFINERA CORP 2.125 1SEP24 | 42,550,000 | $30,972 | 0.9% | $1.02 | — | SDBCV | 45667GAC7 |
| — | SPARTAN ENERGY ACQUISITION C | 2,975,600 | $29,756 | 0.8% | $10.16 | — | COM | 846784114 |
| — | ARRAY BIO 2.625 1DEC24 144A | 24,075,000 | $29,093 | 0.8% | $1.26 | — | SDBCV | 04269XAB1 |
| — | ATHENAHEALTH INC | 220,000 | $29,025 | 0.8% | $131.93 | — | COM | 04685W103 |
| — | HANNON ARMSTRONG 4.125 01SEP22 | 30,042,000 | $27,480 | 0.8% | $1.02 | — | SDBCV | 41068XAB6 |
| — | NEUROCRINE 2.25 15MAY24 | 22,553,000 | $26,936 | 0.8% | $1.19 | — | SDBCV | 64125CAD1 |
| — | REDWOOD TRUST 5.625 15JUL25 | 27,605,000 | $26,038 | 0.7% | $0.99 | — | SDBCV | 758075AD7 |
| — | MICROCHIP TECH 2.25 15FEB37 | 26,172,000 | $25,769 | 0.7% | $1.18 | — | SDBCV | 595017AH7 |
| — | GRANITE POINT 6.375 1OCT23 | 26,000,000 | $25,757 | 0.7% | $0.99 | — | SDBCV | 38741LAC1 |
| — | II-VI INC .25 1SEP22 | 26,437,000 | $25,594 | 0.7% | $1.17 | — | SDBCV | 902104AB4 |
| — | FIRST DATA CORP- CLASS A | 1,500,000 | $25,365 | 0.7% | $16.91 | — | COM | 32008D106 |
| — | INPHI CORP 0.75 01SEP21 | 26,660,000 | $24,793 | 0.7% | $0.98 | — | SDBCV | 45772FAC1 |
| — | PROSPECT CAPITAL 4.95 15JUL22 | 24,909,000 | $24,138 | 0.7% | $0.99 | — | SDBCV | 74348TAR3 |
| — | ENCORE CAP EUR 4.5 1SEP23 | 29,785,000 | $24,039 | 0.7% | $1.03 | — | SDBCV | 29260UAA5 |
| BKNG | BOOKING HOLDINGS INC | 13,600 | $23,425 | 0.7% | $1804.07 | 0.0% | COM | 09857L108 |
| — | HUBSPOT INC 0.25 1JUN22 | 16,154,000 | $23,226 | 0.6% | $1.44 | — | SDBCV | 443573AB6 |
| ARMK | ARAMARK | 800,000 | $23,176 | 0.6% | $23.69 | 0.0% | COM | 03852U106 |
| AXP | AMERICAN EXPRESS COMPANY | 243,000 | $23,163 | 0.6% | $95.01 | 0.0% | COM | 025816109 |
| — | LIBERTYMEDCORP 1 30JAN23 144A | 22,204,000 | $22,953 | 0.6% | $1.05 | — | SDBCV | 531229AF9 |
| — | GAIN CAPITAL HLDGS 5 15AUG22 | 22,333,000 | $22,910 | 0.6% | $1.04 | — | SDBCV | 36268WAF7 |
| BRK/B | BERKSHIRE HATHAWAY INC-CL B | 110,000 | $22,460 | 0.6% | $208.87 | 0.0% | COM | 084670702 |
| BMY | BRISTOL MYERS SQUIBB | 431,000 | $22,403 | 0.6% | $40.98 | 0.0% | COM | 110122108 |
| JPM | JPMORGAN CHASE & CO | 220,000 | $21,476 | 0.6% | $87.53 | 0.0% | COM | 46625H100 |
| — | COLONY FINANCIAL 5 15APR23 | 23,813,000 | $21,018 | 0.6% | $0.88 | — | SDBCV | 19624RAA4 |
| — | CARBONITE INC | 17,137,000 | $20,365 | 0.6% | $1.31 | — | SDBCV | 141337AB1 |
| — | SEACOR HOLDS INC 3.25 15MAY25 | 23,913,000 | $20,314 | 0.6% | $1.00 | — | SDBCV | 811904AN1 |
| GD | GENERAL DYNAMICS CORP | 128,000 | $20,123 | 0.6% | $152.08 | 0.0% | COM | 369550108 |
| — | TEAM INC 5 01AUG23 | 18,635,000 | $18,598 | 0.5% | $1.26 | — | SDBCV | 878155AE0 |
| — | RETROPHIN INC 2.5 15SEP25 | 19,750,000 | $17,669 | 0.5% | $1.03 | — | SDBCV | 761299AB2 |
| — | DEXCOM INC 0.75 15MAY22 | 12,500,000 | $16,886 | 0.5% | $1.35 | — | SDBCV | 252131AF4 |
| — | INSMED INC 1.75 15JAN25 | 23,449,000 | $16,765 | 0.5% | $0.89 | — | SDBCV | 457669AA7 |
| — | QUOTIENT TEC INC 1.75 01DEC22 | 17,500,000 | $16,512 | 0.5% | $0.94 | — | SDBCV | 749119AB9 |
| — | SUNPOWER CORP 4 15JAN23 | 20,482,000 | $16,207 | 0.5% | $0.72 | — | SDBCV | 867652AL3 |
| MSGS | MADISON SQUARE GARDEN CO- A | 60,000 | $16,062 | 0.4% | $194.56 | 0.0% | COM | 55825T103 |
| — | MICRON TECHNOLOGY 3 15NOV43 | 13,000,000 | $14,396 | 0.4% | $1.11 | — | SDBCV | 595112AY9 |
| — | FLEXION THER INC 3.375 01MAY24 | 17,612,000 | $14,347 | 0.4% | $1.20 | — | SDBCV | 33938JAB2 |
| — | BLACKSTONE MORT 4.75 15MAR23 | 14,600,000 | $14,221 | 0.4% | $0.98 | — | SDBCV | 09257WAC4 |
| — | PDL BIOPHARMA 2.75 01DEC21 | 13,617,000 | $13,814 | 0.4% | $0.99 | — | SDBCV | 69329YAG9 |
| — | NEW MOUNTAIN FIN 5.75 15AUG23 | 14,000,000 | $13,759 | 0.4% | $1.00 | — | SDBCV | 647551AC4 |
| IWM | ISHARES TR-RUSSELL 2000 IDX | 100,000 | $13,390 | 0.4% | — | — | Call | 464287655 |
| — | HERCULES CAPITAL 4.375 1FEB17 | 13,805,000 | $13,141 | 0.4% | $0.95 | — | SDBCV | 427096AF9 |
| AER | AERCAP HOLDINGS NV | 330,000 | $13,068 | 0.4% | $49.28 | 0.0% | COM | N00985106 |
| — | REDFIN CORP 1.75 15JUL23 | 16,255,000 | $13,037 | 0.4% | $0.91 | — | SDBCV | 75737FAA6 |
| — | EZCORP 2.875 1JUL24 OTC | 12,810,000 | $12,786 | 0.4% | $1.24 | — | SDBCV | 302301AF3 |
| — | GORES HOLDINGS III INC | 1,250,000 | $12,562 | 0.4% | $10.22 | — | COM | 38286G208 |
| — | GS ACQUISITION HOLDINGS CORP | 1,200,000 | $12,300 | 0.3% | $10.22 | — | COM | 36255F201 |
| — | NEW RELIC INC | 150,000 | $12,146 | 0.3% | $80.97 | — | COM | 64829B100 |
| — | DFB HEALTHCARE ACQUISITIONS | 1,230,000 | $12,116 | 0.3% | $9.62 | — | COM | 23291E109 |
| KBR | KBR INC | 754,705 | $11,456 | 0.3% | $17.12 | 0.0% | COM | 48242W106 |
| — | RADIUS HEALTH INC 3 1SEP24 | 14,500,000 | $11,151 | 0.3% | $1.01 | — | SDBCV | 750469AA6 |
| — | AEROJET 2.25 15DEC23 OTC | 7,145,000 | $10,522 | 0.3% | $1.37 | — | SDBCV | 007800AB1 |
| TH | PLATINUM EAGLE ACQUISITION C | 978,998 | $9,868 | 0.3% | $9.72 | — | COM | G7126L100 |
| PACK | ONE MADISON CORP-CLASS A | 979,000 | $9,819 | 0.3% | $9.71 | — | COM | G6772P100 |
| — | TRINITY BIOTECH LP 4.00 1APR45 | 12,015,000 | $9,335 | 0.3% | $0.84 | — | SDBCV | 89643QAB4 |
| DB | DEUTSCHE BANK AG - REG | 1,100,000 | $8,836 | 0.2% | $10.26 | -16.1% | COM | D18190898 |
| — | INTREXON CORP 3.5 1JUL23 | 11,250,000 | $7,963 | 0.2% | $1.18 | — | SDBCV | 46122TAA0 |
| — | IRONWOOD PHARMAC 2.25 15JUN22 | 8,456,000 | $7,948 | 0.2% | $1.16 | — | SDBCV | 46333XAD0 |
| — | SENTINEL ENERGY SERVICE-CL A | 790,400 | $7,920 | 0.2% | $10.02 | — | COM | 81728P105 |
| FXI | ISHARES FTSE CHINA 25 INDEX FU | 200,000 | $7,816 | 0.2% | — | — | Call | 464287184 |
| — | NEBULA ACQUISITION CORP-CL A | 783,000 | $7,693 | 0.2% | $9.58 | — | COM | 629076100 |
| — | IONIS PHARMACEUTIC 1 15NOV21 | 6,000,000 | $6,454 | 0.2% | $1.08 | — | SDBCV | 464337AJ3 |
| — | TPG PACE HOLDINGS CORP-CL A | 632,581 | $6,326 | 0.2% | $9.87 | — | COM | G89827128 |
| — | PDC ENERGY INC 1.125 15SEP21 | 7,000,000 | $6,240 | 0.2% | $0.97 | — | SDBCV | 69327RAD3 |
| — | CTRIP.COM INTL LT 1.99 01JUL25 | 5,931,000 | $5,748 | 0.2% | $1.05 | — | SDBCV | 22943FAH3 |
| — | CHURCHILL CAPITAL CORP | 500,000 | $5,060 | 0.1% | $10.15 | — | COM | 17142R202 |
| — | SQUARE INC 0.375 01MAR22 144A | 2,000,000 | $4,902 | 0.1% | $2.45 | — | SDBCV | 852234AB9 |
| — | BRAEMAR HOTELS 5.5 31DEC49 | 276,663 | $4,725 | 0.1% | $19.06 | — | CVPFD | 10482B200 |
| — | HELIX ENERGY SOL 4 1/4 01MAY22 | 4,600,000 | $4,236 | 0.1% | $1.02 | — | SDBCV | 42330PAH0 |
| IQ | IQIYI INC-ADR | 234,300 | $3,484 | 0.1% | $14.87 | — | ADR | 46267X108 |
| — | PRETIUM RESOURCES 2.25 15MAR22 | 3,555,000 | $3,216 | 0.1% | $0.84 | — | SDBCV | 74139CAB8 |
| — | TRULIA LLC 2.75 15 DEC 20 | 2,053,000 | $2,908 | 0.1% | $1.68 | — | SDBCV | 897888AB9 |
| — | AVAYA HOLDINGS CORP | 178,500 | $2,599 | 0.1% | $14.56 | — | COM | 05351X101 |
| — | EVOLENT HEAL 2 01DEC21 | 2,000,000 | $2,219 | 0.1% | $1.11 | — | SDBCV | 30050BAB7 |
| — | QIAGEN N.V. | 60,472 | $2,064 | 0.1% | $34.13 | — | COM | N72482123 |
| — | TWITTER INC 1 15SEP21 | 2,175,000 | $1,990 | 0.1% | $0.92 | — | SDBCV | 90184LAD4 |
| — | MOSAIC ACQUISITION CORP-CL A | 199,998 | $1,970 | 0.1% | $9.85 | — | COM | 61946M100 |
| — | MAGNOLIA OIL & GAS CORP WTS | 622,714 | $1,909 | 0.1% | $4.65 | — | RT | 559663117 |
| — | TRACON PHARMACEUTICALS INC | 2,842,477 | $1,791 | 0.1% | $2.07 | — | COM | 89237H100 |
| IRWD | IRONWOOD PHARMACEUTICALS INC | 128,159 | $1,328 | 0.0% | $11.48 | 0.0% | COM | 46333X108 |
| — | SABAN CAPITAL ACQUISITION-A | 125,962 | $1,275 | 0.0% | $10.06 | — | COM | 78516C106 |
| — | ALDER BIOPHARM 2.5 01FEB25 | 1,500,000 | $1,203 | 0.0% | $0.94 | — | SDBCV | 014339AA3 |
| — | TCP CAPITAL CORP 4.625 1MAR22 | 1,001,000 | $979 | 0.0% | $1.03 | — | SDBCV | 87238QAD5 |
| — | HENNESSY CAPITAL ACQUIS-CW24 | 1,251,830 | $968 | 0.0% | $0.77 | — | RT | 629375114 |
| — | CLOVIS ONCOLOGY 2.5 15SEP21 | 906,000 | $764 | 0.0% | $1.39 | — | SDBCV | 189464AB6 |
| — | KADMON HOLDINGS INC | 338,712 | $705 | 0.0% | $3.99 | — | COM | 48283N106 |
| — | GOLDMAN SACHS BDC 4.5 01APR22 | 609,000 | $593 | 0.0% | $1.04 | — | SDBCV | 38147UAB3 |
| — | DFB HEALTHCARE ACQUISIT - WA | 409,999 | $443 | 0.0% | $1.27 | — | RT | 23291E117 |
| — | ONE MADISON CORP-CW | 489,500 | $392 | 0.0% | $1.05 | — | RT | G6772P126 |
| — | NRC GROUP HOLDINGS CORP | 50,046 | $383 | 0.0% | $7.65 | — | COM | 629375106 |
| — | PLATINUM EAGLE ACQUISITION C | 326,332 | $367 | 0.0% | $1.20 | — | RT | G7126L118 |
| — | GORDON POINTE ACQUISI - WAR | 1,077,000 | $354 | 0.0% | $0.53 | — | RT | 382788115 |
| — | NEBULA ACQUISITION CORP-CW23 | 261,000 | $291 | 0.0% | $2.14 | — | RT | 629076118 |
| — | TPG PACE HOLDINGS CORP-CW | 210,860 | $232 | 0.0% | $1.60 | — | RT | G89827110 |
| — | SENTINEL ENERGY SERVICE-CW22 | 227,500 | $190 | 0.0% | $0.84 | — | RT | 81728P113 |
| — | MOSAIC ACQUISITION CORP-CW22 | 66,666 | $70 | 0.0% | $1.05 | — | RT | 61946M118 |
| — | MAGNACHIP SEMI 5 1MAR21 | 45,000 | $46 | 0.0% | $1.36 | — | CVPFD | 55932XAB0 |
| — | SABAN CAPITAL ACQ-CW21 | 71,795 | $40 | 0.0% | $1.23 | — | RT | 78516C114 |