CIK: 0001279396 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 16, 2016
Total Value ($000): $1,660,276 (21.4% shares, 78.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | YAHOO INC 0% 1DEC18 | 233,630,000 | $228,261 | 13.7% | $0.98 | — | SDBCV | 984332AF3 |
| SPY | S&P 500 DEPOSITORY RECEIPT | 1,000,000 | $203,890 | 12.3% | — | — | Call | 78462F103 |
| — | MOLINA HEALTH 1.125% 15JAN20 | 59,650,000 | $92,993 | 5.6% | $1.74 | — | SDBCV | 60855RAC4 |
| — | LIGAND PHARMA 0.75% 15AUG19 | 57,915,000 | $89,697 | 5.4% | $1.34 | — | SDBCV | 53220KAD0 |
| — | ALERE INC 3% 31DEC49 SER B PFD | 293,186 | $81,795 | 4.9% | $258.17 | — | CVPFD | 01449J204 |
| — | COLONY FINANCIA 3.875% 15JAN21 | 57,037,000 | $53,438 | 3.2% | $1.03 | — | SDBCV | 19624RAB2 |
| — | STARWOOD WAYPOINT 3% 1JUL19 | 52,567,000 | $48,891 | 2.9% | $0.95 | — | SDB | 85571WAB5 |
| — | TESARO INC 3% 01OCT21 | 28,395,000 | $47,812 | 2.9% | $1.72 | — | SDBCV | 881569AA5 |
| — | CTRIP.COM INTER 1.25% 15OCT18 | 33,129,000 | $44,021 | 2.7% | $1.22 | — | SDBCV | 22943FAD2 |
| — | APOLLO CMMRL REAL 5.5% 15MAR19 | 42,550,000 | $43,472 | 2.6% | $1.00 | — | SDBCV | 03762UAA3 |
| — | VECTOR GROUP LTD 1.75% 15APR20 | 36,095,000 | $41,415 | 2.5% | $1.07 | — | SDBCV | 92240MBC1 |
| — | STARWOOD WAYPOINT 4.5 15OCT17 | 39,934,000 | $39,944 | 2.4% | $1.00 | — | SDBCV | 85571WAD1 |
| — | TRINA SOLAR LTD 3.5% 15JUN19 | 39,905,000 | $39,524 | 2.4% | $1.02 | — | SDBCV | 89628EAC8 |
| — | LEXICON PHARMA 5.25 1DEC21 | 22,180,000 | $38,787 | 2.3% | $1.75 | — | SDBCV | 528872AB0 |
| — | QIHOO 360 TECH CO 2.5% 15SEP18 | 39,250,000 | $38,734 | 2.3% | $0.98 | — | SDBCV | 74734MAB5 |
| — | QUIDEL CORP 3.25% 15DEC20 | 37,750,000 | $36,794 | 2.2% | $1.09 | — | SDBCV | 74838JAA9 |
| — | MOLINA HEALTHCAR 1.625%15AUG44 | 28,250,000 | $34,101 | 2.1% | $1.28 | — | SDBCV | 60855RAD2 |
| — | MICRON TECH INC 2.125% 15FEB33 | 23,000,000 | $33,824 | 2.0% | $1.47 | — | SDBCV | 595112AV5 |
| — | 51JOB INC 3.25 15APR19 | 30,685,000 | $30,158 | 1.8% | $1.01 | — | SDBCV | 316827AC8 |
| — | SPIRIT REALTY 2.875% 15MAY19 | 30,865,000 | $29,519 | 1.8% | $0.94 | — | SDBCV | 84860WAA0 |
| — | CANADIAN SOLAR 4.25% 15FEB19 | 31,605,000 | $29,307 | 1.8% | $1.03 | — | SDBCV | 136635AE9 |
| — | SINA CORP 1% 01DEC18 | 28,601,000 | $27,770 | 1.7% | $0.93 | — | SDBCV | 82922RAD5 |
| — | SUNPOWER CORP .75 1JUN18 | 18,780,000 | $24,583 | 1.5% | $1.12 | — | SDBCV | 867652AG4 |
| — | MICRON TECHN 3.125% 01MAY32 A | 14,975,000 | $23,940 | 1.4% | $1.63 | — | SDBCV | 595112AX1 |
| — | TWITTER INC 0.25% 15SEP19 | 24,770,000 | $21,081 | 1.3% | $0.85 | — | SDBCV | 90184LAB8 |
| — | TRINA SOLAR LTD 4% 15OCT17 | 21,500,000 | $20,838 | 1.3% | $0.97 | — | SDBCV | 89628EAE4 |
| — | MICRON TECH 2.375% 01MAY32 A | 12,000,000 | $18,863 | 1.1% | $1.61 | — | SDBCV | 595112AW3 |
| — | RADIAN GROUP CV 2.25% 01MAR19 | 14,500,000 | $18,735 | 1.1% | $1.29 | — | SDBCV | 750236AN1 |
| — | PACIRA PHARMA 3.25% 1FEB19 | 4,582,000 | $14,319 | 0.9% | $3.13 | — | SDBCV | 695127AB6 |
| — | CHENIERE ENERGY 4.25 15MAR45 | 25,900,000 | $13,596 | 0.8% | $0.78 | — | SDBCV | 16411RAG4 |
| — | ENVESTNET INC 1.75% 15DEC19 | 14,341,000 | $12,676 | 0.8% | $1.02 | — | SDBCV | 29404KAA4 |
| — | STARWOOD PRPRTY TR3.75 15OCT17 | 9,500,000 | $9,372 | 0.6% | $1.00 | — | SDBCV | 85571BAC9 |
| — | COLONY FINANCIAL 5% 15APR23 | 8,919,000 | $8,633 | 0.5% | $1.07 | — | SDBCV | 19624RAA4 |
| — | SPIRIT REALTY CAP 3.75 15MAY21 | 8,941,000 | $8,478 | 0.5% | $0.94 | — | SDBCV | 84860WAB8 |
| — | MICRON TECH 1.625% 15FEB33 | 5,500,000 | $7,848 | 0.5% | $1.43 | — | SDBCV | 595112AU7 |
| — | FIREEYE INC | 365,691 | $7,584 | 0.5% | $32.71 | — | COM | 31816Q101 |
| — | DOUBLE EAGLE ACQUISITION COR | 750,000 | $7,500 | 0.5% | $10.00 | — | COM | G28195108 |
| GOGO | GOGO INC | 388,200 | $6,909 | 0.4% | $17.06 | -0.3% | COM | 38046C109 |
| — | PANDORA MEDIA INC | 498,131 | $6,679 | 0.4% | $13.41 | — | COM | 698354107 |
| — | QIHO360 TECCO LTD 0.5% 15AUG20 | 5,500,000 | $5,314 | 0.3% | $0.88 | — | SDBCV | 74734MAE9 |
| — | PACE HOLDINGS CORP | 500,000 | $5,049 | 0.3% | $10.10 | — | COM | G6865N129 |
| — | GORES HOLDINGS INC | 500,000 | $5,000 | 0.3% | $10.14 | — | COM | 382866200 |
| — | GLOBAL PARTNER ACQUISITION C | 500,000 | $5,000 | 0.3% | $10.10 | — | COM | 37954X204 |
| — | ENDOLOGIX INC 3.25 1NOV20 | 4,500,000 | $4,896 | 0.3% | $1.09 | — | SDBCV | 29266SAB2 |
| — | INTEGRATED 0.875% 15NOV22 144A | 4,200,000 | $4,332 | 0.3% | $1.03 | — | SDBCV | 458118AB2 |
| — | MODUSLINK GLOBAL 5.25 1MAR19 | 5,000,000 | $3,871 | 0.2% | $0.83 | — | SDB | 60786LAB3 |
| HLF | HERBALIFE LTD | 69,500 | $3,727 | 0.2% | $32.93 | -15.6% | COM | G4412G101 |
| — | NATIONAL HEALTH I 3.25% 1APR21 | 3,704,000 | $3,648 | 0.2% | $0.98 | — | SDBCV | 63633DAE4 |
| EXR | EXTRA SPACE STORAGE INC | 40,200 | $3,546 | 0.2% | $56.28 | 0.0% | COM | 30225T102 |
| EEM | ISHARES MSCI EMERGING MKT IN | 100,000 | $3,219 | 0.2% | — | — | Call | 464287234 |
| — | AMAG PHARMACEUTLS 2.5% 15FEB19 | 2,542,000 | $3,209 | 0.2% | $1.61 | — | SDBCV | 00163UAA4 |
| — | TETRALOGIC PHAR 8% 15JUN19 | 7,500,000 | $3,164 | 0.2% | $0.60 | — | SDBCV | 88165UAB5 |
| — | DHT HOLDINGS INC 4.5% 01OCT19 | 2,100,000 | $2,532 | 0.2% | $1.11 | — | SDBCV | 23335SAB2 |
| DY | DYCOM INDS | 32,900 | $2,302 | 0.1% | $69.22 | +14.8% | COM | 267475101 |
| EWC | ISHARES MSCI CANADA | 100,000 | $2,149 | 0.1% | — | — | Put | 464286509 |
| — | 51JOB INC-ADR | 72,044 | $2,122 | 0.1% | $35.35 | — | COM | 316827104 |
| — | LINKEDIN CORP - A | 8,600 | $1,935 | 0.1% | $225.00 | — | COM | 53578A108 |
| — | QIHO360 TECCOLTD 1.75% 15AUG21 | 2,000,000 | $1,935 | 0.1% | $0.97 | — | SDBCV | 74734MAF6 |
| GM | GENERAL MOTORS CO | 49,965 | $1,698 | 0.1% | $27.43 | +1.0% | COM | 37045V100 |
| TSLA | TESLA MOTORS INC | 5,400 | $1,295 | 0.1% | $14.96 | 0.0% | COM | 88160R101 |
| — | UNITED STATES OIL FUND LP | 100,000 | $1,099 | 0.1% | — | — | Call | 91232N108 |
| — | IMPAX LABORATORIES INC | 18,400 | $786 | 0.0% | $42.72 | — | COM | 45256B101 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 4,700 | $660 | 0.0% | $138.57 | 0.0% | COM | G50871105 |
| — | STILLWATER MINING COMPANY | 63,500 | $544 | 0.0% | $8.57 | — | COM | 86074Q102 |
| — | TIVO INC | 50,500 | $435 | 0.0% | $8.61 | — | COM | 888706108 |
| GFI | GOLD FIELDS LTD-SP ADR | 100,000 | $277 | 0.0% | $4.01 | — | ADR | 38059T106 |
| ON | ON SEMICONDUCTOR CORP | 26,085 | $255 | 0.0% | $12.27 | -14.3% | COM | 682189105 |
| — | ACETO CORP | 7,680 | $207 | 0.0% | $26.95 | — | COM | 004446100 |
| GNW | GENWORTH FINANCIAL INC-CL A | 50,000 | $186 | 0.0% | $10.50 | -55.9% | COM | 37247D106 |
| — | HERCULES OFFSHORE INC | 47,488 | $103 | 0.0% | $2.17 | — | COM | 427093307 |