CIK: 0001279396 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 16, 2015
Total Value ($000): $1,454,090 (17.5% shares, 82.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | YAHOO INC 0% 1DEC18 | 202,630,000 | $196,995 | 13.5% | $0.98 | — | SDBCV | 984332AF3 |
| — | ALERE INC 3% 31DEC49 SER B PFD | 289,513 | $94,899 | 6.5% | $257.91 | — | CVPFD | 01449J204 |
| — | MOLINA HEALTH 1.125% 15JAN20 | 52,850,000 | $92,152 | 6.3% | $1.76 | — | SDBCV | 60855RAC4 |
| — | LIGAND PHARMA 0.75% 15AUG19 | 46,415,000 | $60,063 | 4.1% | $1.29 | — | SDBCV | 53220KAD0 |
| — | COLONY FINANCIA 3.875% 15JAN21 | 54,137,000 | $51,739 | 3.6% | $1.04 | — | SDBCV | 19624RAB2 |
| — | STARWOOD WAYPOINT 3% 1JUL19 | 52,569,000 | $50,050 | 3.4% | $0.95 | — | SDB | 85571WAB5 |
| SPY | S&P 500 DEPOSITORY RECEIPT | 250,000 | $47,907 | 3.3% | — | — | Call | 78462F103 |
| — | APOLLO CMMRL REAL 5.5% 15MAR19 | 46,550,000 | $46,163 | 3.2% | $1.00 | — | SDBCV | 03762UAA3 |
| — | SINA CORP 1% 01DEC18 | 44,101,000 | $41,855 | 2.9% | $0.93 | — | SDBCV | 82922RAD5 |
| — | TAL EDUCATION GRP 2.5 15MAY19 | 30,000,000 | $39,859 | 2.7% | $1.33 | — | SDBCV | 874080AB0 |
| — | VECTOR GROUP LTD 1.75% 15APR20 | 35,295,000 | $39,240 | 2.7% | $1.07 | — | SDBCV | 92240MBC1 |
| — | QUIDEL CORP 3.25% 15DEC20 | 40,750,000 | $37,964 | 2.6% | $1.09 | — | SDBCV | 74838JAA9 |
| — | TRINA SOLAR LTD 3.5% 15JUN19 | 39,905,000 | $35,419 | 2.4% | $1.02 | — | SDBCV | 89628EAC8 |
| — | MOLINA HEALTHCAR 1.625%15AUG44 | 23,000,000 | $29,900 | 2.1% | $1.30 | — | SDBCV | 60855RAD2 |
| — | TESARO INC 3% 01OCT21 | 21,145,000 | $29,445 | 2.0% | $1.73 | — | SDBCV | 881569AA5 |
| — | CLOVIS ONCOLOGY 2.5% 15SEP21 | 16,994,000 | $28,391 | 2.0% | $1.67 | — | SDBCV | 189464AB6 |
| — | QIHOO 360 TECH CO 2.5% 15SEP18 | 29,250,000 | $28,250 | 1.9% | $0.97 | — | SDBCV | 74734MAB5 |
| — | AMAG PHARMACEUTLS 2.5% 15FEB19 | 17,000,000 | $27,384 | 1.9% | $1.61 | — | SDBCV | 00163UAA4 |
| — | CANADIAN SOLAR 4.25% 15FEB19 | 31,595,000 | $26,575 | 1.8% | $1.03 | — | SDBCV | 136635AE9 |
| — | DEPOMED INC 2.5 1SEP21 | 20,418,000 | $24,360 | 1.7% | $1.21 | — | SDBCV | 249908AA2 |
| XHB | SPDR S&P HOMEBUILDERS ETF | 700,000 | $23,960 | 1.6% | — | — | Call | 78464A888 |
| — | SUNPOWER CORP .75 1JUN18 | 20,498,000 | $21,861 | 1.5% | $1.12 | — | SDBCV | 867652AG4 |
| — | SPIRIT REALTY 2.875% 15MAY19 | 22,182,000 | $20,707 | 1.4% | $0.94 | — | SDBCV | 84860WAA0 |
| — | ENVESTNET INC 1.75% 15DEC19 | 22,836,000 | $20,193 | 1.4% | $1.02 | — | SDBCV | 29404KAA4 |
| — | 51JOB INC 3.25 15APR19 | 20,585,000 | $19,531 | 1.3% | $1.02 | — | SDBCV | 316827AC8 |
| — | PALO ALTO NET 0 1JUL19 | 11,250,000 | $18,323 | 1.3% | $1.63 | — | SDBCV | 697435AB1 |
| — | WORKDAY INC 1.5% 15JUL20 | 15,500,000 | $17,219 | 1.2% | $1.11 | — | SDBCV | 98138HAD3 |
| — | CHENIERE ENERGY 4.25 15MAR45 | 27,000,000 | $16,940 | 1.2% | $0.78 | — | SDBCV | 16411RAG4 |
| — | CTRIP.COM INTER 1.25% 15OCT18 | 14,779,000 | $16,015 | 1.1% | $1.08 | — | SDBCV | 22943FAD2 |
| IWM | ISHARES TR-RUSSELL 2000 IDX | 144,000 | $15,724 | 1.1% | — | — | Call | 464287655 |
| — | MEDICINES COMPANY1.375% 1JUN17 | 10,500,000 | $15,288 | 1.1% | $1.46 | — | SDBCV | 584688AC9 |
| — | EXELIXIS INC 4.25% 15AUG19 | 12,132,000 | $14,599 | 1.0% | $1.20 | — | SDBCV | 30161QAC8 |
| — | MICRON TECHN 3.125% 01MAY32 A | 7,500,000 | $12,530 | 0.9% | $1.67 | — | SDBCV | 595112AX1 |
| — | BIOMARIN PHARMA 0.75 15OCT18 | 9,500,000 | $12,400 | 0.9% | $1.31 | — | SDBCV | 09061GAE1 |
| — | HOLOGIC INC FRN 1MAR42 | 9,000,000 | $12,177 | 0.8% | $1.35 | — | SDBCV | 436440AC5 |
| — | SUNEDISON INC 2% 01OCT18 | 15,000,000 | $11,432 | 0.8% | $0.76 | — | SDBCV | 86732YAC3 |
| — | TESLA MOTORS INC 1.5% 1JUN18 | 5,000,000 | $10,193 | 0.7% | $2.04 | — | SDBCV | 88160RAA9 |
| — | FIREEYE INC | 316,767 | $10,079 | 0.7% | $34.55 | — | COM | 31816Q101 |
| — | COLONY FINANCIAL 5% 15APR23 | 8,919,000 | $8,758 | 0.6% | $1.07 | — | SDBCV | 19624RAA4 |
| XLI | INDUSTRIAL SELECT SECT SPDR | 175,000 | $8,730 | 0.6% | — | — | Call | 81369Y704 |
| — | MICRON TECH 2.375% 01MAY32 A | 5,000,000 | $8,260 | 0.6% | $1.65 | — | SDBCV | 595112AW3 |
| — | SERVICENOW INC 0% 1NOV18 | 6,500,000 | $7,351 | 0.5% | $1.13 | — | SDBCV | 81762PAB8 |
| — | NVIDIA CORP 1% 01DEC18 | 5,000,000 | $6,592 | 0.5% | $1.32 | — | SDBCV | 67066GAC8 |
| — | 51JOB INC-ADR | 238,890 | $6,545 | 0.5% | $35.35 | — | COM | 316827104 |
| — | SUNEDISON INC 2.75% 01JAN21 | 8,500,000 | $6,088 | 0.4% | $0.72 | — | SDBCV | 86732YAD1 |
| — | JDS UNIPHASE 0.625% 15AUG33 | 6,500,000 | $6,086 | 0.4% | $0.99 | — | SDBCV | 46612JAF8 |
| GOGO | GOGO INC | 388,200 | $5,931 | 0.4% | $17.06 | +0.2% | COM | 38046C109 |
| SPY | S&P 500 DEPOSITORY RECEIPT | 30,000 | $5,748 | 0.4% | — | — | Put | 78462F103 |
| — | RED HAT INC | 79,798 | $5,735 | 0.4% | $75.92 | — | COM | 756577102 |
| — | GORES HOLDINGS INC | 500,000 | $5,070 | 0.3% | $10.14 | — | COM | 382866200 |
| — | GLOBAL PARTNER ACQUISITION C | 500,000 | $5,050 | 0.3% | $10.10 | — | COM | 37954X204 |
| — | QIHO360 TECCO LTD 0.5% 15AUG20 | 5,500,000 | $4,825 | 0.3% | $0.88 | — | SDBCV | 74734MAE9 |
| — | STARWOOD PRPRTY TR3.75 15OCT17 | 4,500,000 | $4,485 | 0.3% | $1.01 | — | SDBCV | 85571BAC9 |
| DY | DYCOM INDS | 61,940 | $4,481 | 0.3% | $69.22 | 0.0% | COM | 267475101 |
| — | MODUSLINK GLOBAL 5.25 1MAR19 | 5,000,000 | $4,175 | 0.3% | $0.83 | — | SDB | 60786LAB3 |
| — | TETRALOGIC PHAR 8% 15JUN19 | 7,500,000 | $4,030 | 0.3% | $0.60 | — | SDBCV | 88165UAB5 |
| HLF | HERBALIFE LTD | 69,500 | $3,788 | 0.3% | $32.93 | -16.8% | COM | G4412G101 |
| — | BIOMARIN PHARMA 1.5 15OCT20 | 2,500,000 | $3,370 | 0.2% | $1.35 | — | SDBCV | 09061GAF8 |
| — | ANI PHARMACEUTI INC 3% 01DEC19 | 3,500,000 | $3,258 | 0.2% | $1.15 | — | SDBCV | 00182CAA1 |
| — | DHT HOLDINGS INC 4.5% 01OCT19 | 2,100,000 | $2,442 | 0.2% | $1.11 | — | SDBCV | 23335SAB2 |
| EWC | ISHARES MSCI CANADA | 100,000 | $2,300 | 0.2% | — | — | Put | 464286509 |
| — | SPIRIT REALTY CAP 3.75 15MAY21 | 2,206,000 | $2,018 | 0.1% | $0.91 | — | SDBCV | 84860WAB8 |
| — | INTEGRA LIFESCIE 1.625 15DEC16 | 1,500,000 | $1,783 | 0.1% | $1.19 | — | SDBCV | 457985AK5 |
| ILMN | ILLUMINA INC | 9,000 | $1,581 | 0.1% | $197.82 | +2.2% | COM | 452327109 |
| GM | GENERAL MOTORS CO | 49,965 | $1,500 | 0.1% | $27.43 | -11.9% | COM | 37045V100 |
| — | UNITED STATES OIL FUND LP | 100,000 | $1,467 | 0.1% | — | — | Call | 91232N108 |
| — | ALCOA INC | 129,800 | $1,254 | 0.1% | $9.66 | — | COM | 013817101 |
| — | IRIDIUM COMMUN CVPFD PERP | 5,000 | $1,207 | 0.1% | $334.68 | — | CVPFD | 46269C409 |
| ON | ON SEMICONDUCTOR CORP | 107,510 | $1,010 | 0.1% | $12.27 | -17.2% | COM | 682189105 |
| TOL | TOLL BROTHERS INC | 11,800 | $403 | 0.0% | $37.86 | 0.0% | COM | 889478103 |
| GFI | GOLD FIELDS LTD-SP ADR | 100,000 | $265 | 0.0% | $4.01 | — | ADR | 38059T106 |
| GNW | GENWORTH FINANCIAL INC-CL A | 50,000 | $231 | 0.0% | $10.50 | -44.0% | COM | 37247D106 |
| — | WORKDAY INC .75% 15JUL18 | 170,000 | $184 | 0.0% | $1.08 | — | SDBCV | 98138HAC5 |
| — | SCORPIO BULKERS INC | 120,000 | $175 | 0.0% | $8.75 | — | COM | Y7546A106 |
| DSX | DIANA SHIPPING INC | 19,400 | $126 | 0.0% | $7.38 | -43.7% | COM | Y2066G104 |
| — | GENERAL MOTORS-CW15 | 166,400 | $7 | 0.0% | $2.75 | — | RT | 37045V134 |