CIK: 0001279396 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 14, 2016
Total Value ($000): $2,188,742 (21.9% shares, 78.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MICRON TECHN 3.125% 01MAY32 A | 66,777,000 | $126,982 | 5.8% | $1.64 | — | SDBCV | 595112AX1 |
| — | ALERE INC 3% 31DEC49 SER B PFD | 325,536 | $111,169 | 5.1% | $271.61 | — | CVPFD | 01449J204 |
| — | CTRIP.COM INTL LT 1.99 01JUL25 | 80,670,000 | $90,996 | 4.2% | $1.09 | — | SDBCV | 22943FAH3 |
| — | APOLLO CMMRL REAL 5.5% 15MAR19 | 79,200,000 | $81,679 | 3.7% | $1.01 | — | SDBCV | 03762UAA3 |
| — | STARWOOD PRPRTY TR3.75 15OCT17 | 75,286,000 | $77,638 | 3.5% | $1.00 | — | SDBCV | 85571BAC9 |
| — | CTRIP.COM INTL 1.25% 15SEP22 | 69,350,000 | $69,963 | 3.2% | $1.01 | — | SDBCV | 22943FAL4 |
| — | DEPOMED INC 2.5 1SEP21 | 48,950,000 | $69,866 | 3.2% | $1.21 | — | SDBCV | 249908AA2 |
| — | STARWOOD WAYPOINT 3% 1JUL19 | 63,641,000 | $69,412 | 3.2% | $0.99 | — | SDB | 85571WAB5 |
| — | MICRON TECH INC 2.125% 15FEB33 | 36,991,000 | $65,371 | 3.0% | $1.46 | — | SDBCV | 595112AV5 |
| SPY | SPDR S&P500 ETF TRUST | 300,000 | $64,890 | 3.0% | $209.53 | — | Put | 78462F103 |
| — | YAHOO INC 0% 1DEC18 | 60,731,000 | $62,370 | 2.8% | $0.99 | — | SDBCV | 984332AF3 |
| — | COLONY FINANCIA 3.875% 15JAN21 | 61,839,000 | $60,320 | 2.8% | $1.01 | — | SDBCV | 19624RAB2 |
| — | OASIS PETROLE 2.625 15SEP23 | 51,083,000 | $57,813 | 2.6% | $1.13 | — | SDBCV | 674215AJ7 |
| — | AMERICAN RESIDEN 3.25% | 44,000,000 | $55,746 | 2.5% | $1.19 | — | SDBCV | 02927FAA0 |
| — | VECTOR GROUP LTD 1.75% 15APR20 | 47,895,000 | $54,554 | 2.5% | $1.08 | — | SDBCV | 92240MBC1 |
| — | IRONWOOD PHARMAC 2.25% 15JUN22 | 39,927,000 | $47,710 | 2.2% | $1.10 | — | SDBCV | 46333XAD0 |
| SPY | SPDR S&P500 ETF TRUST | 200,000 | $43,260 | 2.0% | $209.53 | — | Call | 78462F103 |
| — | TWITTER INC 0.25% 15SEP19 | 44,693,000 | $42,963 | 2.0% | $0.89 | — | SDBCV | 90184LAB8 |
| — | AMERICAN REALTY 3% 1AUG18 | 40,454,000 | $40,472 | 1.8% | $0.98 | — | SDBCV | 02917TAA2 |
| — | INCYTE CORP LTD 1.25% 15NOV20 | 20,382,000 | $39,507 | 1.8% | $1.58 | — | SDBCV | 45337CAN2 |
| — | QUIDEL CORP 3.25% 15DEC20 | 37,464,000 | $37,767 | 1.7% | $1.08 | — | SDBCV | 74838JAA9 |
| XLE | AMEX ENERGY SELECT SPDR IDX | 500,000 | $35,305 | 1.6% | — | — | Call | 81369Y506 |
| — | HORIZON PHARMA 2.5 15MAR22 | 33,991,000 | $33,040 | 1.5% | $0.92 | — | SDB | 44052TAB7 |
| — | BIOMARIN PHARMA 1.5 15OCT20 | 26,026,000 | $32,549 | 1.5% | $1.19 | — | SDBCV | 09061GAF8 |
| — | EMERGENT BIOSOL 2.875 15JAN21 | 26,000,000 | $32,075 | 1.5% | $1.19 | — | SDBCV | 29089QAB1 |
| BABA | ALIBABA GROUP HOLDING-SP | 300,000 | $31,737 | 1.5% | — | — | Put | 01609W102 |
| — | 51JOB INC 3.25 15APR19 | 29,735,000 | $31,534 | 1.4% | $1.01 | — | SDBCV | 316827AC8 |
| — | FIREEYE INC 1% 1JUN35 | 34,148,000 | $31,528 | 1.4% | $0.91 | — | SDBCV | 31816QAB7 |
| — | LIGAND PHARMA 0.75% 15AUG19 | 19,855,000 | $29,087 | 1.3% | $1.34 | — | SDBCV | 53220KAD0 |
| — | INTERCEPT PHAR 3.25% 01JUL23 | 23,356,000 | $26,175 | 1.2% | $1.12 | — | SDBCV | 45845PAA6 |
| AAPL | APPLE INC | 230,000 | $26,002 | 1.2% | $22.62 | +7.1% | Put | 037833100 |
| AAPL | APPLE INC | 230,000 | $26,002 | 1.2% | $22.62 | +7.1% | Call | 037833100 |
| — | SM ENERGY CO 1.5% 01JUL21 | 19,879,000 | $23,926 | 1.1% | $1.20 | — | SDBCV | 78454LAM2 |
| — | MICRON TECH 1.625% 15FEB33 | 13,250,000 | $22,372 | 1.0% | $1.53 | — | SDBCV | 595112AU7 |
| — | ALLEGHENY TECHN 4.75% 01JUL22 | 15,500,000 | $21,880 | 1.0% | $1.41 | — | SDB | 01741RAG7 |
| — | WORKDAY INC 1.5% 15JUL20 | 16,600,000 | $21,589 | 1.0% | $1.18 | — | SDBCV | 98138HAD3 |
| — | SINA CORP 1% 01DEC18 | 21,569,000 | $21,556 | 1.0% | $0.95 | — | SDBCV | 82922RAD5 |
| — | CONSOLIDATED-TOM 4.5 15MAR20 | 19,620,000 | $19,253 | 0.9% | $0.96 | — | SDB | 210226AB2 |
| — | VIPSHOP HLDG LTD 1.5% 15MAR19 | 17,723,000 | $19,156 | 0.9% | $0.99 | — | SDBCV | 92763WAA1 |
| — | TERRAFORM GLOBAL INC - CL A | 4,577,601 | $18,813 | 0.9% | $3.28 | — | COM | 88104M101 |
| — | STILLWTER MINING 1.75% 15OCT32 | 15,471,000 | $18,668 | 0.9% | $1.21 | — | SDBCV | 86074QAL6 |
| — | COLONY FINANCIAL 5% 15APR23 | 18,238,000 | $18,167 | 0.8% | $1.03 | — | SDBCV | 19624RAA4 |
| — | TIMKENSTEEL 6% 1JUN21 | 13,550,000 | $14,986 | 0.7% | $1.06 | — | SDB | 887399AA1 |
| — | ROYAL BK SCOTLND G FRN 29DEC49 | 14,860,000 | $14,720 | 0.7% | $0.99 | — | SDB | 780097BB6 |
| MSFT | MICROSOFT CORP | 250,000 | $14,400 | 0.7% | $45.98 | +9.4% | Call | 594918104 |
| MSFT | MICROSOFT CORP | 250,000 | $14,400 | 0.7% | $45.98 | +9.4% | Put | 594918104 |
| GOOG | ALPHABET INC-CL C | 18,000 | $13,991 | 0.6% | — | — | Put | 02079K107 |
| GOOG | ALPHABET INC-CL C | 18,000 | $13,991 | 0.6% | — | — | Call | 02079K107 |
| — | YY INC 2.25 1APR19 | 13,357,000 | $13,227 | 0.6% | $0.98 | — | SDBCV | 98426TAB2 |
| — | ENDOLOGIX INC 3.25 1NOV20 | 9,319,000 | $12,388 | 0.6% | $1.31 | — | SDBCV | 29266SAB2 |
| — | REPLIGEN CORP 2.125% 01JUN21 | 9,527,000 | $10,905 | 0.5% | $1.08 | — | SDBCV | 759916AA7 |
| — | DOMINION RESO 6.75% 15AUG19 | 168,700 | $8,506 | 0.4% | $50.42 | — | CVPFD | 25746U836 |
| — | AMAG PHARMACEUTLS 2.5% 15FEB19 | 7,000,000 | $7,909 | 0.4% | $1.13 | — | SDBCV | 00163UAA4 |
| — | DOUBLE EAGLE ACQUISITION COR | 750,000 | $7,717 | 0.4% | $9.80 | — | COM | G28195108 |
| — | CHENIERE ENERGY 4.25 15MAR45 | 11,893,000 | $7,585 | 0.3% | $0.70 | — | SDBCV | 16411RAG4 |
| — | ILLUMINA INC 0% 15JUN19 | 7,265,000 | $7,558 | 0.3% | $1.03 | — | SDBCV | 452327AF6 |
| — | WRIGHT MEDIC 2% 15FEB20 | 7,000,000 | $7,496 | 0.3% | $1.07 | — | SDBCV | 98235TAE7 |
| AMD | ADVANCED MICRO DEVICES | 1,026,600 | $7,094 | 0.3% | $6.38 | 0.0% | COM | 007903107 |
| SPY | SPDR S&P500 ETF TRUST | 32,000 | $6,922 | 0.3% | $209.53 | — | COM | 78462F103 |
| — | WEATHERFORD 5.875% 01JUL21 | 6,000,000 | $6,756 | 0.3% | $1.13 | — | SDBCV | 947075AH0 |
| EEM | ISHARES MSCI EMERGING MKT IN | 177,800 | $6,659 | 0.3% | — | — | Put | 464287234 |
| — | STARWOOD PROPERTY 4.55% 1MAR18 | 5,795,000 | $6,368 | 0.3% | $1.02 | — | SDBCV | 85571BAA3 |
| — | NEVRO CORP 1.75% 01JUN21 | 4,581,000 | $5,949 | 0.3% | $1.05 | — | SDBCV | 64157FAA1 |
| — | 51JOB INC-ADR | 168,711 | $5,632 | 0.3% | $32.39 | — | COM | 316827104 |
| NTNX | NUTANIX INC - A | 150,000 | $5,550 | 0.3% | $37.00 | 0.0% | COM | 67059N108 |
| — | HOLOGIC INC FRN 15DEC43 | 4,500,000 | $5,545 | 0.3% | $1.23 | — | SDBCV | 436440AG6 |
| — | B2GOLD CORP 3.25% 1OCT18 | 5,315,000 | $5,477 | 0.3% | $1.03 | — | SDBCV | 11777QAB6 |
| — | GLOBAL PARTNER ACQUISITION C | 500,000 | $5,026 | 0.2% | $10.10 | — | COM | 37954X204 |
| — | MOLINA HEALTH 1.125% 15JAN20 | 3,190,000 | $4,853 | 0.2% | $1.54 | — | SDBCV | 60855RAC4 |
| GOGO | GOGO INC | 388,200 | $4,286 | 0.2% | $17.06 | -37.7% | COM | 38046C109 |
| — | MEDIDATA SOL 1% 01AUG18 | 3,000,000 | $3,524 | 0.2% | $1.17 | — | SDBCV | 58471AAB1 |
| — | MEDICINES COMPANY 2.5 15JAN22 | 2,500,000 | $3,243 | 0.1% | $1.19 | — | SDBCV | 584688AE5 |
| — | IONIS PHARMACEUTIC 1% 15NOV21 | 3,399,000 | $3,173 | 0.1% | $0.93 | — | SDBCV | 464337AJ3 |
| — | PATTERN ENERGY 4% 15JUL20 | 2,895,000 | $2,933 | 0.1% | $1.01 | — | SDBCV | 70338PAB6 |
| — | ARRAY BIO INC 3% 1JUN20 | 2,000,000 | $2,374 | 0.1% | $1.19 | — | SDBCV | 04269XAA3 |
| — | NEW MOUNTAIN FINANC 5% 15JUN19 | 2,250,000 | $2,311 | 0.1% | $1.03 | — | SDBCV | 647551AB6 |
| — | TRINA SOLAR LTD-SPON ADR | 210,839 | $2,159 | 0.1% | $8.59 | — | COM | 89628E104 |
| — | DHT HOLDINGS INC 4.5% 01OCT19 | 2,100,000 | $1,880 | 0.1% | $1.11 | — | SDBCV | 23335SAB2 |
| GM | GENERAL MOTORS CO | 49,965 | $1,587 | 0.1% | $27.43 | -5.7% | COM | 37045V100 |
| — | SABAN CAPITAL ACQUISITION CO | 150,000 | $1,513 | 0.1% | $10.09 | — | COM | 78516C205 |
| — | ON SEMICONDUCTO 2.625% 15DEC26 | 1,000,000 | $1,195 | 0.1% | $1.20 | — | SDBCV | 682189AH8 |
| — | FANG HOLDINGS LTD 2% 15DEC18 | 900,000 | $893 | 0.0% | $0.99 | — | SDBCV | 836034AB4 |
| — | DYNEGY INC 7% 1JUL19 | 9,000 | $738 | 0.0% | $107.43 | — | CVPFD | 26817R405 |
| — | FIREEYE INC | 50,000 | $737 | 0.0% | $14.74 | — | COM | 31816Q101 |
| — | TETRALOGIC PHAR 8% 15JUN19 | 7,500,000 | $675 | 0.0% | $0.60 | — | SDBCV | 88165UAB5 |
| — | SUNPOWER CORP .75 1JUN18 | 650,000 | $592 | 0.0% | $1.12 | — | SDBCV | 867652AG4 |
| — | MICRON TECH 2.375% 01MAY32 A | 300,000 | $571 | 0.0% | $1.55 | — | SDBCV | 595112AW3 |
| — | PACE HOLDINGS CORP | 53,771 | $559 | 0.0% | $10.00 | — | COM | G6865N129 |
| — | ATLANTICA YIELD PLC | 29,100 | $554 | 0.0% | $19.04 | — | COM | G0751N103 |
| — | PDC ENERGY INC 1.125% 15SEP21 | 500,000 | $536 | 0.0% | $1.07 | — | SDBCV | 69327RAD3 |
| — | NOVELLUS SYSTEM 2.625% 15MAY41 | 60,000 | $167 | 0.0% | $2.78 | — | SDBCV | 670008AD3 |
| — | WORKDAY INC .75% 15JUL18 | 30,000 | $37 | 0.0% | $1.13 | — | SDBCV | 98138HAC5 |
| — | STARWOOD WAYPOINT 4.5 15OCT17 | 31,000 | $33 | 0.0% | $1.00 | — | SDBCV | 85571WAD1 |