CIK: 0001279396 · Show all filings
Period: Q1 2019 (← Previous) (Next →)
Filing Date: May 15, 2019
Total Value ($000): $4,370,355 (13.1% shares, 86.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MICROCHIP TECH 1.625 15FEB25 | 205,751,000 | $337,129 | 7.7% | $1.41 | — | SDBCV | 595017AD6 |
| — | MICROCHIP TECH 1.625 15FEB27 | 291,409,000 | $321,260 | 7.4% | $1.15 | — | SDBCV | 595017AF1 |
| — | ALTABA INC | 3,760,000 | $278,691 | 6.4% | $62.77 | — | COM | 021346101 |
| — | TELADOC INC 3 15DEC22 | 138,410,000 | $206,017 | 4.7% | $1.75 | — | SDBCV | 87918AAB1 |
| — | HUAZHU GROUP LTD 0.375 01NOV22 | 158,250,000 | $181,988 | 4.2% | $0.98 | — | SDBCV | 16949NAC3 |
| — | APOLLO CRLREALEST 4.75 23AUG22 | 155,411,000 | $151,672 | 3.5% | $1.01 | — | SDBCV | 03762UAB1 |
| — | SAREPTA THERAPEU 1.5 15NOV24 | 73,615,000 | $132,955 | 3.0% | $1.81 | — | SDBCV | 803607AB6 |
| — | EVERBRIDGE INC 1.5 1NOV22 | 57,828,000 | $130,876 | 3.0% | $1.29 | — | SDBCV | 29978AAA2 |
| — | RINGCENTRAL INC 0 15MAR23 | 84,750,000 | $120,797 | 2.8% | $1.43 | — | SDBCV | 76680RAD9 |
| — | OKTA INC 0.25 15FEB23 | 64,476,000 | $116,958 | 2.7% | $1.81 | — | SDBCV | 679295AB1 |
| — | WAYFAIR INC .375 1SEP22 | 56,607,000 | $86,806 | 2.0% | $1.35 | — | SDBCV | 94419LAB7 |
| — | EXACT SCIENCES CORP 1 15JAN25 | 60,942,000 | $83,323 | 1.9% | $1.11 | — | SDBCV | 30063PAA3 |
| — | CTRIP.COM INT LTD 1.25 15SEP22 | 80,847,000 | $82,013 | 1.9% | $1.05 | — | SDBCV | 22943FAM2 |
| — | INNOVIVA INC 2.50 15AUG25 | 74,862,000 | $80,304 | 1.8% | $1.11 | — | SDBCV | 45781MAB7 |
| — | COLONY FINANCIA 3.875 15JAN21 | 81,370,000 | $78,439 | 1.8% | $0.93 | — | SDBCV | 19624RAB2 |
| — | APOLLO CMMRL R E 5.375 15OCT23 | 75,135,000 | $73,757 | 1.7% | $0.96 | — | SDBCV | 03762UAC9 |
| — | VECTOR GROUP LTD 1.75 15APR20 | 64,273,000 | $65,491 | 1.5% | $1.08 | — | SDBCV | 92240MBC1 |
| — | THERAVANCE 2.125 15JAN23 | 63,872,000 | $64,862 | 1.5% | $0.99 | — | SDBCV | 88338TAB0 |
| — | ARRAY BIO 2.625 1DEC24 144A | 36,545,000 | $64,249 | 1.5% | $1.43 | — | SDBCV | 04269XAB1 |
| — | THERAVANCE BIOPHA 3.25 01NOV23 | 62,688,000 | $61,071 | 1.4% | $1.19 | — | SDBCV | 88339KAA0 |
| — | ZENDESK INC 0.25 15MAR23 | 40,056,000 | $58,462 | 1.3% | $1.46 | — | SDBCV | 98936JAB7 |
| — | LENDINGTREE INC .625 1JUN22 | 31,362,000 | $55,155 | 1.3% | $1.22 | — | SDBCV | 52603BAA5 |
| — | GOLAR LNG LTD | 57,122,000 | $54,638 | 1.3% | $1.03 | — | SDBCV | 38046YAB7 |
| — | REDWOOD TRUST INC 4.75 15AUG23 | 46,574,000 | $44,672 | 1.0% | $0.99 | — | SDBCV | 758075AC9 |
| — | HELIX ENER SOLUT 4.125 15SEP23 | 38,970,000 | $43,564 | 1.0% | $1.05 | — | SDBCV | 42330PAJ6 |
| — | NUTANIX INC 15JAN23 | 40,800,000 | $43,497 | 1.0% | $1.07 | — | SDBCV | 67059NAB4 |
| — | GREEN PLAINS INC 4.125 01SEP22 | 45,302,000 | $43,457 | 1.0% | $1.01 | — | SDBCV | 393222AF1 |
| — | INSMED INC 1.75 15JAN25 | 39,726,000 | $40,121 | 0.9% | $0.94 | — | SDBCV | 457669AA7 |
| — | EXACT SCIENCES 0.375 15MAR27 | 38,500,000 | $39,414 | 0.9% | $1.02 | — | SDBCV | 30063PAB1 |
| — | SHIP FIN INT LTD 4.875 01MAY23 | 39,540,000 | $39,154 | 0.9% | $1.03 | — | SDBCV | 824689AG8 |
| — | TIMKENSTEEL 6 1JUN21 | 32,090,000 | $37,578 | 0.9% | $1.47 | — | SDBCV | 887399AA1 |
| — | WHITING PETROLEUM 1.25 1APR20 | 37,741,000 | $36,566 | 0.8% | $0.90 | — | SDBCV | 966387AL6 |
| — | INPHI CORP 1.125 1DEC20 | 29,034,000 | $35,592 | 0.8% | $1.18 | — | SDBCV | 45772FAB3 |
| — | PROSPECT CAP CO 6.375 01MAR25 | 34,000,000 | $33,496 | 0.8% | $0.99 | — | SDBCV | 74348TAT9 |
| — | CTRIP.COM INTL LTD 1 01JUL20 | 32,237,000 | $32,892 | 0.8% | $1.02 | — | SDBCV | 22943FAF7 |
| — | OPKO HEALTH INC 4.5 15FEB25 | 34,150,000 | $32,152 | 0.7% | $0.94 | — | SDB | 68375NAD5 |
| — | ENCORE CAP EUR 4.5 1SEP23 | 35,356,000 | $31,454 | 0.7% | $1.01 | — | SDBCV | 29260UAA5 |
| — | SPARTAN ENERGY ACQUISITION A | 2,975,599 | $29,247 | 0.7% | $9.83 | — | COM | 846784106 |
| — | INPHI CORP 0.75 01SEP21 | 26,135,000 | $27,353 | 0.6% | $0.98 | — | SDBCV | 45772FAC1 |
| — | REDWOOD TRUST 5.625 15JUL25 | 27,605,000 | $27,080 | 0.6% | $0.99 | — | SDBCV | 758075AD7 |
| — | CARBONITE INC | 22,637,000 | $26,379 | 0.6% | $1.28 | — | SDBCV | 141337AB1 |
| — | HANNON ARMSTRONG 4.125 01SEP22 | 25,042,000 | $25,384 | 0.6% | $1.02 | — | SDBCV | 41068XAB6 |
| — | RETROPHIN INC 2.5 15SEP25 | 26,250,000 | $24,698 | 0.6% | $1.01 | — | SDBCV | 761299AB2 |
| — | DEXCOM INC 0.75 15MAY22 | 18,300,000 | $24,613 | 0.6% | $1.35 | — | SDBCV | 252131AF4 |
| IWM | ISHARES TR RUSSELL 2000 IDX | 150,000 | $22,963 | 0.5% | — | — | Call | 464287655 |
| — | COLONY FINANCIAL 5 15APR23 | 23,813,000 | $22,469 | 0.5% | $0.88 | — | SDBCV | 19624RAA4 |
| — | INFINERA CORP 2.125 1SEP24 | 28,050,000 | $22,304 | 0.5% | $1.02 | — | SDBCV | 45667GAC7 |
| — | GAIN CAPITAL HLDGS 5 15AUG22 | 22,333,000 | $22,289 | 0.5% | $1.04 | — | SDBCV | 36268WAF7 |
| — | SEACOR HOLDS INC 3.25 15MAY25 | 23,913,000 | $21,723 | 0.5% | $1.00 | — | SDBCV | 811904AN1 |
| — | II VI INC .25 1SEP22 | 20,135,000 | $21,128 | 0.5% | $1.17 | — | SDBCV | 902104AB4 |
| — | GRANITE POINT 6.375 1OCT23 | 20,500,000 | $20,694 | 0.5% | $0.99 | — | SDBCV | 38741LAC1 |
| — | EZCORP 2.875 1JUL24 OTC | 17,255,000 | $19,440 | 0.4% | $1.21 | — | SDBCV | 302301AF3 |
| — | BLACKSTONE 4.375 05MAY22 | 19,209,000 | $19,396 | 0.4% | $1.01 | — | SDBCV | 09257WAB6 |
| — | Q2 HOLDINGS INC 0.75 15FEB23 | 14,304,000 | $18,757 | 0.4% | $1.31 | — | SDBCV | 74736LAB5 |
| — | ARES CAPITAL CORP4.625 01MAR24 | 18,700,000 | $18,574 | 0.4% | $0.99 | — | SDBCV | 04010LAW3 |
| — | FLEXION THER INC 3.375 01MAY24 | 21,112,000 | $18,475 | 0.4% | $1.14 | — | SDBCV | 33938JAB2 |
| — | REDFIN CORP 1.75 15JUL23 | 18,505,000 | $17,828 | 0.4% | $0.91 | — | SDBCV | 75737FAA6 |
| — | PDL BIOPHARMA 2.75 01DEC21 | 15,117,000 | $17,351 | 0.4% | $1.01 | — | SDBCV | 69329YAG9 |
| — | MARRIOTT VACATION 1.5 15SEP22 | 18,110,000 | $17,226 | 0.4% | $0.95 | — | SDBCV | 57164YAB3 |
| — | SUNPOWER CORP 4 15JAN23 | 20,482,000 | $16,895 | 0.4% | $0.72 | — | SDBCV | 867652AL3 |
| — | TEAM INC 5 01AUG23 | 15,435,000 | $16,751 | 0.4% | $1.26 | — | SDBCV | 878155AE0 |
| — | DIAMONDPEAK HOLDINGS CORP | 1,600,000 | $16,032 | 0.4% | $10.02 | — | COM | 25280H209 |
| — | NEUROCRINE 2.25 15MAY24 | 11,675,000 | $15,814 | 0.4% | $1.19 | — | SDBCV | 64125CAD1 |
| — | IONIS PHARMACEUTIC 1 15NOV21 | 11,508,000 | $15,557 | 0.4% | $1.21 | — | SDBCV | 464337AJ3 |
| — | RMG ACQUISITION CORP | 1,500,000 | $15,045 | 0.3% | $10.03 | — | COM | 749641205 |
| — | BLACKSTONE MORT 4.75 15MAR23 | 14,600,000 | $14,704 | 0.3% | $0.98 | — | SDBCV | 09257WAC4 |
| — | GS ACQUISITION HOLDINGS A | 1,399,998 | $14,028 | 0.3% | $10.02 | — | COM | 36255F102 |
| — | QUOTIENT TEC INC 1.75 01DEC22 | 14,352,000 | $13,513 | 0.3% | $0.94 | — | SDBCV | 749119AB9 |
| — | GORES HOLDINGS III INC A | 1,350,000 | $13,338 | 0.3% | $9.88 | — | COM | 38286G109 |
| — | RADIUS HEALTH INC 3 1SEP24 | 15,250,000 | $12,760 | 0.3% | $1.00 | — | SDBCV | 750469AA6 |
| — | ACAMAR PARTNERS ACQUISITION | 1,250,000 | $12,507 | 0.3% | $10.01 | — | COM | 004285201 |
| — | DFB HEALTHCARE ACQUISITIONS | 1,230,000 | $12,288 | 0.3% | $9.62 | — | COM | 23291E109 |
| — | NEW MOUNTAIN FIN 5.75 15AUG23 | 12,200,000 | $12,235 | 0.3% | $1.00 | — | SDBCV | 647551AC4 |
| — | TRINE ACQUISITION CORP | 1,200,000 | $12,024 | 0.3% | $10.02 | — | COM | 89628U207 |
| NIO | NIO INC ADR | 2,121,999 | $10,822 | 0.2% | $5.10 | — | ADR | 62914V106 |
| — | SEACOR HOLDINGS 3 15NOV28 | 11,067,000 | $10,766 | 0.2% | $0.97 | — | SDBCV | 81170YAB5 |
| — | HERCULES CAPITAL 4.375 1FEB17 | 10,805,000 | $10,599 | 0.2% | $0.95 | — | SDBCV | 427096AF9 |
| — | ETSY INC 01MAR23 | 5,402,000 | $10,458 | 0.2% | $1.94 | — | SDBCV | 29786AAC0 |
| — | PROSPECT CAPITAL 4.95 15JUL22 | 10,359,000 | $10,216 | 0.2% | $0.99 | — | SDBCV | 74348TAR3 |
| — | INSURANCE ACQUISITION CORP | 1,000,000 | $10,100 | 0.2% | $10.10 | — | COM | 457867307 |
| — | TORTOISE ACQUISITION CORP | 1,000,000 | $9,990 | 0.2% | $9.99 | — | COM | 89154L209 |
| — | TRINITY BIOTECH LP 4.00 1APR45 | 12,015,000 | $9,272 | 0.2% | $0.84 | — | SDBCV | 89643QAB4 |
| PACK | ONE MADISON CORP CLASS A | 879,000 | $9,010 | 0.2% | $9.71 | — | COM | G6772P100 |
| DB | DEUTSCHE BANK AG REG | 1,100,000 | $8,951 | 0.2% | $10.26 | -24.7% | COM | D18190898 |
| — | CTRIP.COM INTL LT 1.99 01JUL25 | 7,681,000 | $8,702 | 0.2% | $1.07 | — | SDBCV | 22943FAH3 |
| — | SENTINEL ENERGY SERVICE CL A | 790,400 | $7,968 | 0.2% | $10.02 | — | COM | 81728P105 |
| — | NEBULA ACQUISITION CORP CL A | 783,000 | $7,819 | 0.2% | $9.58 | — | COM | 629076100 |
| — | INTREXON CORP 3.5 1JUL23 | 13,000,000 | $7,658 | 0.2% | $1.10 | — | SDBCV | 46122TAA0 |
| EEFT | EURONET WORLDWIDE INC | 52,386 | $7,470 | 0.2% | $124.65 | 0.0% | COM | 298736109 |
| XLK | TECHNOLOGY SELECT SECT SPDR | 100,000 | $7,400 | 0.2% | — | — | Call | 81369Y803 |
| — | GORES METROPOULOS INC CL A | 750,000 | $7,358 | 0.2% | $9.81 | — | COM | 382872109 |
| — | HERBALIFE LTD 2.625 15MAR24 | 6,665,000 | $7,052 | 0.2% | $1.06 | — | SDBCV | 42703MAD5 |
| — | TPG PACE HOLDINGS CORP CL A | 632,581 | $6,478 | 0.1% | $9.87 | — | COM | G89827128 |
| — | IRONWOOD PHARMAC 2.25 15JUN22 | 5,456,000 | $6,016 | 0.1% | $1.16 | — | SDBCV | 46333XAD0 |
| XLU | UTILITIES SELECT SECTOR INDX | 100,000 | $5,817 | 0.1% | — | — | Put | 81369Y886 |
| — | BRAEMAR HOTELS 5.5 31DEC49 | 276,663 | $5,405 | 0.1% | $19.06 | — | CVPFD | 10482B200 |
| — | CRESCENT ACQUISITION CORP | 500,000 | $5,001 | 0.1% | $10.00 | — | COM | 22564L204 |
| — | LUMENTUM HOLDINGS .25 15MAR24 | 4,000,000 | $4,734 | 0.1% | $1.18 | — | SDBCV | 55024UAB5 |
| — | CHESAPEAKE ENERGY 5.5 15SEP26 | 5,000,000 | $4,640 | 0.1% | $0.93 | — | SDBCV | 165167CY1 |
| — | CANOPY GROWTH CORP | 105,500 | $4,575 | 0.1% | — | — | Put | 138035100 |
| — | HELIX ENERGY SOL 4 0.25 01MAY22 | 4,600,000 | $4,547 | 0.1% | $1.02 | — | SDBCV | 42330PAH0 |
| TH | TARGET HOSPITALITY CORP | 420,900 | $3,998 | 0.1% | $10.09 | 0.0% | COM | 87615L107 |
| — | TRACON PHARMACEUTICALS INC | 2,842,477 | $3,894 | 0.1% | $2.07 | — | COM | 89237H100 |
| — | TRULIA LLC 2.75 15 DEC 20 | 2,053,000 | $3,116 | 0.1% | $1.68 | — | SDBCV | 897888AB9 |
| — | SPDR S&P OUL and GAS EXPLORATION | 100,000 | $3,074 | 0.1% | — | — | Call | 78464A730 |
| — | GENERAL ELECTRIC CO | 301,395 | $3,010 | 0.1% | $9.99 | — | COM | 369604103 |
| — | PRETIUM RESOURCES 2.25 15MAR22 | 2,905,000 | $2,732 | 0.1% | $0.84 | — | SDBCV | 74139CAB8 |
| — | WHITING PETROLEUM CORP | 100,000 | $2,615 | 0.1% | $26.15 | — | COM | 966387409 |
| — | CHURCHILL CAPITAL CORP A | 174,000 | $2,339 | 0.1% | $13.44 | — | COM | 17142R103 |
| — | MAGNOLIA OIL and GAS CORP WTS | 622,714 | $2,099 | 0.0% | $4.65 | — | RT | 559663117 |
| — | MOSAIC ACQUISITION CORP CL A | 199,998 | $2,015 | 0.0% | $9.85 | — | COM | 61946M100 |
| — | PDC ENERGY INC 1.125 15SEP21 | 1,500,000 | $1,408 | 0.0% | $0.97 | — | SDBCV | 69327RAD3 |
| — | SABAN CAPITAL ACQUISITION A | 125,962 | $1,295 | 0.0% | $10.06 | — | COM | 78516C106 |
| — | SPARTAN ENERGY ACQUISIT CW23 | 991,876 | $1,116 | 0.0% | $1.13 | — | RT | 846784122 |
| — | HENNESSY CAPITAL ACQUIS CW24 | 1,251,830 | $1,067 | 0.0% | $0.77 | — | RT | 629375114 |
| — | GOL LINHAS AEREAS INTEL ADR | 80,100 | $1,045 | 0.0% | $13.05 | — | COM | 38045R206 |
| IRWD | IRONWOOD PHARMACEUTICALS INC | 71,674 | $970 | 0.0% | $11.48 | -2.7% | COM | 46333X108 |
| — | MICROCHIP TECH 2.250 15FEB37 | 785,000 | $869 | 0.0% | $1.18 | — | SDBCV | 595017AH7 |
| — | CHURCHILL CAPITAL COR CW23 | 250,000 | $836 | 0.0% | $3.34 | — | RT | 17142R111 |
| — | GS ACQUISITION HOLDINGS CW23 | 399,999 | $657 | 0.0% | $1.64 | — | RT | 36255F110 |
| — | GORES HOLDINGS III INC CW23 | 416,666 | $594 | 0.0% | $1.43 | — | RT | 38286G117 |
| — | ONE MADISON CORP CW | 489,500 | $583 | 0.0% | $1.05 | — | RT | G6772P126 |
| — | EVOLENT HEAL 2 01DEC21 | 500,000 | $481 | 0.0% | $1.11 | — | SDBCV | 30050BAB7 |
| — | KADMON HOLDINGS INC | 165,870 | $438 | 0.0% | $3.99 | — | COM | 48283N106 |
| — | DFB HEALTHCARE ACQUISIT WA | 409,999 | $418 | 0.0% | $1.27 | — | RT | 23291E117 |
| — | GORES METROPOULOS INC C CW24 | 249,999 | $337 | 0.0% | $1.35 | — | RT | 382872117 |
| — | TPG PACE HOLDINGS CORP CW | 210,860 | $309 | 0.0% | $1.60 | — | RT | G89827110 |
| — | GORDON POINTE ACQUISI WAR | 1,045,796 | $308 | 0.0% | $0.53 | — | RT | 382788115 |
| — | NEBULA ACQUISITION CORP CW23 | 261,000 | $240 | 0.0% | $2.14 | — | RT | 629076118 |
| — | SENTINEL ENERGY SERVICE CW22 | 227,500 | $169 | 0.0% | $0.84 | — | RT | 81728P113 |
| — | MOSAIC ACQUISITION CORP CW22 | 66,666 | $55 | 0.0% | $1.05 | — | RT | 61946M118 |
| — | MAGNACHIP SEMI 5 1MAR21 | 45,000 | $51 | 0.0% | $1.36 | — | CVPFD | 55932XAB0 |
| NIO 4.5 02/01/24 REGS | NIO INC 4.5 01FEB24 S | 10,000 | $9 | 0.0% | $0.90 | — | SDBCV | G6525FAA0 |
| — | SABAN CAPITAL ACQ CW21 | 71,795 | $0 | 0.0% | $1.23 | — | RT | 78516C114 |