CIK: 0001279396 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 15, 2016
Total Value ($000): $2,282,698 (24.5% shares, 75.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | S&P 500 DEPOSITORY RECEIPT | 750,000 | $157,107 | 6.9% | $209.53 | — | Call | 78462F103 |
| — | ALERE INC 3% 31DEC49 SER B PFD | 330,514 | $108,911 | 4.8% | $271.61 | — | CVPFD | 01449J204 |
| — | APOLLO CMMRL REAL 5.5% 15MAR19 | 79,651,000 | $81,263 | 3.6% | $1.01 | — | SDBCV | 03762UAA3 |
| — | TWITTER INC 0.25% 15SEP19 | 85,768,000 | $78,821 | 3.5% | $0.89 | — | SDBCV | 90184LAB8 |
| — | MICRON TECHN 3.125% 01MAY32 A | 48,128,000 | $73,874 | 3.2% | $1.54 | — | SDBCV | 595112AX1 |
| — | DEPOMED INC 2.5 1SEP21 | 58,650,000 | $70,904 | 3.1% | $1.21 | — | SDBCV | 249908AA2 |
| — | CTRIP.COM INTL LT 1.99 01JUL25 | 65,170,000 | $70,646 | 3.1% | $1.08 | — | SDBCV | 22943FAH3 |
| — | LIGAND PHARMA 0.75% 15AUG19 | 41,855,000 | $69,957 | 3.1% | $1.34 | — | SDBCV | 53220KAD0 |
| — | MICRON TECH INC 2.125% 15FEB33 | 45,675,000 | $66,306 | 2.9% | $1.46 | — | SDBCV | 595112AV5 |
| — | TESARO INC 3% 01OCT21 | 25,095,000 | $62,918 | 2.8% | $1.91 | — | SDBCV | 881569AA5 |
| — | STARWOOD WAYPOINT 3% 1JUL19 | 54,069,000 | $59,798 | 2.6% | $0.97 | — | SDB | 85571WAB5 |
| — | COLONY FINANCIA 3.875% 15JAN21 | 60,339,000 | $57,452 | 2.5% | $1.02 | — | SDBCV | 19624RAB2 |
| — | QIHOO 360 TECH CO 2.5% 15SEP18 | 56,860,000 | $56,582 | 2.5% | $0.98 | — | SDBCV | 74734MAB5 |
| — | STARWOOD PRPRTY TR3.75 15OCT17 | 55,723,000 | $56,257 | 2.5% | $0.99 | — | SDBCV | 85571BAC9 |
| — | AMERICAN RESIDENTIAL 3.25% 15NOV18 | 46,500,000 | $55,266 | 2.4% | $1.19 | — | SDBCV | 02927FAA0 |
| — | VECTOR GROUP LTD 1.75% 15APR20 | 46,895,000 | $52,184 | 2.3% | $1.08 | — | SDBCV | 92240MBC1 |
| — | YAHOO INC 0% 1DEC18 | 51,225,000 | $51,014 | 2.2% | $0.98 | — | SDBCV | 984332AF3 |
| — | MOLINA HEALTH 1.125% 15JAN20 | 30,779,000 | $41,654 | 1.8% | $1.54 | — | SDBCV | 60855RAC4 |
| — | VIPSHOP HLDG LTD 1.5% 15MAR19 | 39,900,000 | $39,402 | 1.7% | $0.99 | — | SDBCV | 92763WAA1 |
| — | INCYTE CORP LTD 1.25% 15NOV20 | 22,732,000 | $38,737 | 1.7% | $1.58 | — | SDBCV | 45337CAN2 |
| — | MICRON TECH 2.375% 01MAY32 A | 24,500,000 | $36,770 | 1.6% | $1.55 | — | SDBCV | 595112AW3 |
| — | QUIDEL CORP 3.25% 15DEC20 | 37,464,000 | $34,884 | 1.5% | $1.08 | — | SDBCV | 74838JAA9 |
| — | AMERICAN REALTY 3% 1AUG18 | 35,105,000 | $34,762 | 1.5% | $0.98 | — | SDBCV | 02917TAA2 |
| XLE | AMEX ENERGY SELECT SPDR IDX | 500,000 | $34,120 | 1.5% | — | — | Call | 81369Y506 |
| — | 51JOB INC 3.25 15APR19 | 32,485,000 | $33,070 | 1.4% | $1.01 | — | SDBCV | 316827AC8 |
| — | WORKDAY INC 1.5% 15JUL20 | 27,500,000 | $32,052 | 1.4% | $1.18 | — | SDBCV | 98138HAD3 |
| — | SINA CORP 1% 01DEC18 | 31,389,000 | $30,970 | 1.4% | $0.95 | — | SDBCV | 82922RAD5 |
| — | FIREEYE INC 1% 1JUN35 | 31,798,000 | $28,869 | 1.3% | $0.91 | — | SDBCV | 31816QAB7 |
| — | STARWOOD PROPERTY 4.55% 1MAR18 | 27,617,000 | $28,850 | 1.3% | $1.02 | — | SDBCV | 85571BAA3 |
| — | HORIZON PHARMA 2.5 15MAR22 | 31,091,000 | $28,448 | 1.2% | $0.91 | — | SDB | 44052TAB7 |
| — | BIOMARIN PHARMA 0.75 15OCT18 | 24,592,000 | $27,360 | 1.2% | $1.13 | — | SDBCV | 09061GAE1 |
| — | TRINA SOLAR LTD 3.5% 15JUN19 | 29,250,000 | $25,383 | 1.1% | $1.02 | — | SDBCV | 89628EAC8 |
| — | CTRIP.COM INTL LTD 1% 01JUL20 | 23,485,000 | $24,811 | 1.1% | $1.06 | — | SDBCV | 22943FAF7 |
| — | IRONWOOD PHARMAC 2.25% 15JUN22 | 23,267,000 | $24,084 | 1.1% | $1.04 | — | SDBCV | 46333XAD0 |
| — | BIOMARIN PHARMA 1.5 15OCT20 | 20,760,000 | $24,046 | 1.1% | $1.18 | — | SDBCV | 09061GAF8 |
| BABA | ALIBABA GROUP HOLDING-SP | 300,000 | $23,859 | 1.0% | — | — | Call | 01609W102 |
| BABA | ALIBABA GROUP HOLDING-SP | 300,000 | $23,859 | 1.0% | — | — | Put | 01609W102 |
| AAPL | APPLE INC | 230,000 | $21,988 | 1.0% | $22.62 | 0.0% | Call | 037833100 |
| AAPL | APPLE INC | 230,000 | $21,988 | 1.0% | $22.62 | 0.0% | Put | 037833100 |
| — | TRINA SOLAR LTD 4% 15OCT17 | 22,000,000 | $18,606 | 0.8% | $0.97 | — | SDBCV | 89628EAE4 |
| — | QIHO360 TECCO LTD 0.5% 15AUG20 | 18,200,000 | $17,958 | 0.8% | $0.95 | — | SDBCV | 74734MAE9 |
| SPY | S&P 500 DEPOSITORY RECEIPT | 80,000 | $16,762 | 0.7% | $209.53 | — | COM | 78462F103 |
| EFA | ISHARES MSCI EAFE INDEX FUND | 300,000 | $16,746 | 0.7% | — | — | Call | 464287465 |
| — | TERRAFORM GLOBAL INC - CL A | 4,475,701 | $14,592 | 0.6% | $3.26 | — | COM | 88104M101 |
| — | STARWOOD WAYPOINT 4.5 15OCT17 | 12,631,000 | $13,962 | 0.6% | $1.00 | — | SDBCV | 85571WAD1 |
| — | TIMKENSTEEL 6% 1JUN21 | 13,000,000 | $13,731 | 0.6% | $1.06 | — | SDB | 887399AA1 |
| MSFT | MICROSOFT CORP | 250,000 | $12,793 | 0.6% | $45.98 | 0.0% | Call | 594918104 |
| MSFT | MICROSOFT CORP | 250,000 | $12,793 | 0.6% | $45.98 | 0.0% | Put | 594918104 |
| — | EMERGENT BIOSOL 2.875 15JAN21 | 11,000,000 | $12,502 | 0.5% | $1.14 | — | SDBCV | 29089QAB1 |
| GOOG | ALPHABET INC-CL C | 18,000 | $12,458 | 0.5% | — | — | Call | 02079K107 |
| GOOG | ALPHABET INC-CL C | 18,000 | $12,458 | 0.5% | — | — | Put | 02079K107 |
| — | ENDOLOGIX INC 3.25 1NOV20 | 9,319,000 | $12,165 | 0.5% | $1.31 | — | SDBCV | 29266SAB2 |
| — | YY INC 2.25 1APR19 | 12,351,000 | $12,137 | 0.5% | $0.98 | — | SDBCV | 98426TAB2 |
| — | CONSOLIDATED-TOM 4.5 15MAR20 | 12,000,000 | $11,339 | 0.5% | $0.94 | — | SDB | 210226AB2 |
| — | COLONY FINANCIAL 5% 15APR23 | 11,738,000 | $11,269 | 0.5% | $1.04 | — | SDBCV | 19624RAA4 |
| EEM | ISHARES MSCI EMERGING MKT IN | 300,000 | $10,308 | 0.5% | — | — | Call | 464287234 |
| — | REPLIGEN CORP 2.125% 01JUN21 | 9,500,000 | $10,282 | 0.5% | $1.08 | — | SDBCV | 759916AA7 |
| — | JAZZ INVESTMENTS 1.875 15AUG21 | 9,258,000 | $9,966 | 0.4% | $1.08 | — | SDBCV | 472145AB7 |
| — | PALO ALTO NET 0 1JUL19 | 7,500,000 | $9,579 | 0.4% | $1.28 | — | SDBCV | 697435AB1 |
| — | INTERACTIVE I 1.25% 01JUN20 | 10,000,000 | $9,506 | 0.4% | $0.95 | — | SDBCV | 45841VAB5 |
| — | MICRON TECH 1.625% 15FEB33 | 6,660,000 | $9,335 | 0.4% | $1.37 | — | SDBCV | 595112AU7 |
| — | NEVRO CORP 1.75% 01JUN21 | 8,000,000 | $8,423 | 0.4% | $1.05 | — | SDBCV | 64157FAA1 |
| — | DOUBLE EAGLE ACQUISITION COR | 750,000 | $7,351 | 0.3% | $9.80 | — | COM | G28195108 |
| — | SUNPOWER CORP .75 1JUN18 | 7,299,000 | $6,970 | 0.3% | $1.12 | — | SDBCV | 867652AG4 |
| — | INCYTE CORP LTD 0.375% 15NOV18 | 3,901,000 | $6,550 | 0.3% | $1.54 | — | SDBCV | 45337CAM4 |
| — | DYNEGY INC 7% 1JUL19 | 60,000 | $6,446 | 0.3% | $107.43 | — | CVPFD | 26817R405 |
| — | 51JOB INC-ADR | 208,051 | $6,099 | 0.3% | $32.39 | — | COM | 316827104 |
| — | MEDICINES COMPANY 2.5 15JAN22 | 5,000,000 | $5,930 | 0.3% | $1.19 | — | SDBCV | 584688AE5 |
| — | LEXICON PHARMA 5.25 1DEC21 | 3,125,000 | $5,845 | 0.3% | $1.75 | — | SDBCV | 528872AB0 |
| — | NETSUITE INC 0.25% 01JUL18 | 5,552,000 | $5,463 | 0.2% | $0.96 | — | SDBCV | 64118QAB3 |
| AAPL | APPLE INC | 54,794 | $5,238 | 0.2% | $22.62 | 0.0% | COM | 037833100 |
| — | GORES HOLDINGS INC | 500,000 | $5,000 | 0.2% | $10.14 | — | COM | 382866200 |
| — | GLOBAL PARTNER ACQUISITION C | 500,000 | $4,880 | 0.2% | $10.10 | — | COM | 37954X204 |
| — | PACE HOLDINGS CORP | 454,739 | $4,547 | 0.2% | $10.00 | — | COM | G6865N129 |
| — | TRINA SOLAR LTD-SPON ADR | 561,880 | $4,348 | 0.2% | $8.59 | — | COM | 89628E104 |
| GOGO | GOGO INC | 388,200 | $3,257 | 0.1% | $17.06 | -41.6% | COM | 38046C109 |
| MSFT | MICROSOFT CORP | 54,629 | $2,796 | 0.1% | $45.98 | 0.0% | COM | 594918104 |
| — | WHITING PETROLEUM 1.25% 1APR20 | 3,500,000 | $2,793 | 0.1% | $0.80 | — | SDBCV | 966387AL6 |
| — | CHENIERE ENERGY 4.25 15MAR45 | 4,893,000 | $2,787 | 0.1% | $0.78 | — | SDBCV | 16411RAG4 |
| UIS | UNISYS CORP | 353,700 | $2,575 | 0.1% | $9.52 | -19.5% | COM | 909214306 |
| — | CYPRESS SEMICONDUCTOR CORP | 228,925 | $2,415 | 0.1% | $10.55 | — | COM | 232806109 |
| — | DHT HOLDINGS INC 4.5% 01OCT19 | 2,100,000 | $2,000 | 0.1% | $1.11 | — | SDBCV | 23335SAB2 |
| — | NATIONAL HEALTH I 3.25% 1APR21 | 1,354,000 | $1,498 | 0.1% | $0.98 | — | SDBCV | 63633DAE4 |
| — | ILLUMINA INC 0% 15JUN19 | 1,500,000 | $1,468 | 0.1% | $0.98 | — | SDBCV | 452327AF6 |
| GM | GENERAL MOTORS CO | 49,965 | $1,415 | 0.1% | $27.43 | -9.6% | COM | 37045V100 |
| — | INTERCEPT PHARMACEUTICALS IN | 9,316 | $1,329 | 0.1% | $142.66 | — | COM | 45845P108 |
| — | TETRALOGIC PHAR 8% 15JUN19 | 7,500,000 | $1,302 | 0.1% | $0.60 | — | SDBCV | 88165UAB5 |
| — | MOLINA HEALTHCAR 1.625%15AUG44 | 1,011,000 | $1,105 | 0.0% | $1.28 | — | SDBCV | 60855RAD2 |
| — | NUANCE COMMU 1.5 01NOV35 | 1,000,000 | $972 | 0.0% | $1.03 | — | SDBCV | 67020YAG5 |
| — | CANADIAN SOLAR 4.25% 15FEB19 | 1,000,000 | $857 | 0.0% | $1.03 | — | SDBCV | 136635AE9 |
| ON | ON SEMICONDUCTOR CORP | 36,500 | $322 | 0.0% | $9.51 | 0.0% | COM | 682189105 |
| — | WORKDAY INC .75% 15JUL18 | 220,000 | $244 | 0.0% | $1.13 | — | SDBCV | 98138HAC5 |