CIK: 0001279396 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 14, 2017
Total Value ($000): $2,563,870 (17.4% shares, 82.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MICRON TECHN 3.125 01MAY32 A | 68,523,000 | $156,946 | 6.1% | $1.65 | — | SDBCV | 595112AX1 |
| — | ALERE INC 3.0 31DEC49 SER B PFD | 328,847 | $107,944 | 4.2% | $272.18 | — | CVPFD | 01449J204 |
| — | INTEL CORP 2.95 15DEC35 CV | 66,851,000 | $90,577 | 3.5% | $1.35 | — | SDB | 458140AD2 |
| — | OASIS PETROLE 2.625 15SEP23 | 64,098,000 | $89,151 | 3.5% | $1.18 | — | SDBCV | 674215AJ7 |
| — | CTRIP.COM INTL LT 1.99 01JUL25 | 80,170,000 | $83,661 | 3.3% | $1.09 | — | SDBCV | 22943FAH3 |
| — | MICRON TECH INC 2.125 15FEB33 | 36,026,000 | $75,694 | 3.0% | $1.46 | — | SDBCV | 595112AV5 |
| — | DEPOMED INC 2.5 1SEP21 | 65,450,000 | $74,921 | 2.9% | $1.19 | — | SDBCV | 249908AA2 |
| — | COLONY FINANCIA 3.875 15JAN21 | 73,253,000 | $73,359 | 2.9% | $1.01 | — | SDBCV | 19624RAB2 |
| — | STARWOOD PRPRTY TR3.75 15OCT17 | 68,060,000 | $69,737 | 2.7% | $1.00 | — | SDBCV | 85571BAC9 |
| — | APOLLO CMMRL REAL 5.5 15MAR19 | 66,031,000 | $69,294 | 2.7% | $1.01 | — | SDBCV | 03762UAA3 |
| — | STARWOOD WAYPOINT 3.0 1JUL19 | 63,184,000 | $69,214 | 2.7% | $0.99 | — | SDB | 85571WAB5 |
| SPY | SPDR S&P500 ETF TRUST | 300,000 | $67,059 | 2.6% | $209.53 | — | Put | 78462F103 |
| — | YAHOO INC 0.0 1DEC18 | 64,482,000 | $63,931 | 2.5% | $0.99 | — | SDBCV | 984332AF3 |
| — | VECTOR GROUP LTD 1.75 15APR20 | 55,118,000 | $63,580 | 2.5% | $1.09 | — | SDBCV | 92240MBC1 |
| — | AMERICAN RESIDENTIAL PROP 3.25 15NOV18 | 45,282,000 | $56,223 | 2.2% | $1.24 | — | SDBCV | U03002AA7 |
| — | IRONWOOD PHARMAC 2.25 15JUN22 | 48,427,000 | $55,685 | 2.2% | $1.11 | — | SDBCV | 46333XAD0 |
| — | BIOMARIN PHARMA 1.5 15OCT20 | 46,709,000 | $55,147 | 2.2% | $1.19 | — | SDBCV | 09061GAF8 |
| — | AMERICAN REALTY 3.0 1AUG18 | 51,504,000 | $51,600 | 2.0% | $0.99 | — | SDBCV | 02917TAA2 |
| — | THERAVANCE BIOPHA 3.25 01NOV23 | 42,667,000 | $48,959 | 1.9% | $1.15 | — | SDB | 88339KAA0 |
| — | EMERGENT BIOSOL 2.875 15JAN21 | 36,545,000 | $46,820 | 1.8% | $1.22 | — | SDBCV | 29089QAB1 |
| — | CTRIP.COM INTER 1.25 15OCT18 | 34,008,000 | $39,374 | 1.5% | $1.16 | — | SDBCV | 22943FAD2 |
| — | TWITTER INC 0.25 15SEP19 | 41,659,000 | $39,140 | 1.5% | $0.89 | — | SDBCV | 90184LAB8 |
| — | INCYTE CORP LTD 1.25 15NOV20 | 19,026,000 | $38,811 | 1.5% | $1.58 | — | SDBCV | 45337CAN2 |
| XLE | AMEX ENERGY SELECT SPDR IDX | 500,000 | $37,660 | 1.5% | — | — | Call | 81369Y506 |
| — | QUIDEL CORP 3.25 15DEC20 | 36,807,000 | $36,520 | 1.4% | $1.08 | — | SDBCV | 74838JAA9 |
| — | 51JOB INC 3.25 15APR19 | 31,985,000 | $33,699 | 1.3% | $1.01 | — | SDBCV | 316827AC8 |
| — | LIGAND PHARMA 0.75 15AUG19 | 21,855,000 | $31,633 | 1.2% | $1.35 | — | SDBCV | 53220KAD0 |
| — | FIREEYE INC 1.0 1JUN35 | 32,707,000 | $30,180 | 1.2% | $0.91 | — | SDBCV | 31816QAB7 |
| AAPL | APPLE INC | 230,000 | $26,639 | 1.0% | — | — | Put | 037833100 |
| AAPL | APPLE INC | 230,000 | $26,639 | 1.0% | — | — | Call | 037833100 |
| BABA | ALIBABA GROUP HOLDING-SP | 300,000 | $26,343 | 1.0% | — | — | Put | 01609W102 |
| — | SPIRIT REALTY 2.875 15MAY19 | 25,177,000 | $26,248 | 1.0% | $1.04 | — | SDBCV | 84860WAA0 |
| — | AMAG PHARMACEUTLS 2.5 15FEB19 | 18,363,000 | $26,022 | 1.0% | $1.31 | — | SDBCV | 00163UAA4 |
| — | SM ENERGY CO 1.5 01JUL21 | 22,129,000 | $25,660 | 1.0% | $1.20 | — | SDBCV | 78454LAM2 |
| — | REPLIGEN CORP 2.125 01JUN21 | 21,427,000 | $24,978 | 1.0% | $1.13 | — | SDBCV | 759916AA7 |
| — | MOLINA HEALTH 1.125 15JAN20 | 16,690,000 | $23,981 | 0.9% | $1.46 | — | SDBCV | 60855RAC4 |
| — | INPHI CORP 1.125 1DEC20 | 18,350,000 | $23,798 | 0.9% | $1.30 | — | SDBCV | 45772FAB3 |
| — | VIPSHOP HLDG LTD 1.5 15MAR19 | 23,244,000 | $23,213 | 0.9% | $0.99 | — | SDBCV | 92763WAA1 |
| — | FINISAR CORP 0.5 15DEC33 | 19,400,000 | $23,041 | 0.9% | $1.19 | — | SDBCV | 31787AAM3 |
| — | TIMKENSTEEL 6.0 1JUN21 | 15,335,000 | $22,426 | 0.9% | $1.11 | — | SDB | 887399AA1 |
| — | CONSOLIDATED-TOM 4.5 15MAR20 | 22,166,000 | $22,127 | 0.9% | $0.96 | — | SDB | 210226AB2 |
| — | TTM TECHNOLOGIES 1.75 15DEC20 | 13,492,000 | $20,592 | 0.8% | $1.53 | — | SDBCV | 87305RAD1 |
| — | ALLEGHENY TECHN 4.75 01JUL22 | 13,787,000 | $18,485 | 0.7% | $1.41 | — | SDB | 01741RAG7 |
| — | COLONY FINANCIAL 5.0 15APR23 | 17,738,000 | $18,132 | 0.7% | $1.03 | — | SDBCV | 19624RAA4 |
| — | WORKDAY INC 1.5 15JUL20 | 15,904,000 | $17,554 | 0.7% | $1.18 | — | SDBCV | 98138HAD3 |
| — | MICRON TECH 1.625 15FEB33 | 8,330,000 | $16,897 | 0.7% | $1.53 | — | SDBCV | 595112AU7 |
| — | TERRAFORM GLOBAL INC - CL A | 4,022,765 | $15,890 | 0.6% | $3.28 | — | COM | 88104M101 |
| — | SUNPOWER CORP 4.0 15JAN23 | 21,899,000 | $15,719 | 0.6% | $0.72 | — | SDBCV | 867652AL3 |
| MSFT | MICROSOFT CORP | 250,000 | $15,535 | 0.6% | — | — | Call | 594918104 |
| MSFT | MICROSOFT CORP | 250,000 | $15,535 | 0.6% | — | — | Put | 594918104 |
| — | ARRAY BIO INC 3.0 1JUN20 | 11,000,000 | $15,400 | 0.6% | $1.36 | — | SDBCV | 04269XAA3 |
| — | INTERCEPT PHAR 3.25 01JUL23 | 16,641,000 | $14,902 | 0.6% | $1.12 | — | SDBCV | 45845PAA6 |
| GOOG | ALPHABET INC-CL C | 18,000 | $13,892 | 0.5% | — | — | Put | 02079K107 |
| GOOG | ALPHABET INC-CL C | 18,000 | $13,892 | 0.5% | — | — | Call | 02079K107 |
| — | DOMINION RESO 6.75 15AUG19 | 258,700 | $13,115 | 0.5% | $50.52 | — | CVPFD | 25746U836 |
| — | ARBOR REALTY TRU 6.5 01OCT19 | 13,000,000 | $13,007 | 0.5% | $1.00 | — | SDBCV | 038923AA6 |
| — | MEDICINES COMPANY 2.5 15JAN22 | 10,500,000 | $12,626 | 0.5% | $1.20 | — | SDBCV | 584688AE5 |
| ADNT | ADIENT PLC -W/I | 200,000 | $11,720 | 0.5% | — | — | Call | G0084W101 |
| — | IONIS PHARMACEUTIC 1.0 15NOV21 | 11,325,000 | $11,501 | 0.4% | $0.99 | — | SDBCV | 464337AJ3 |
| — | YY INC 2.25 1APR19 | 11,632,000 | $11,483 | 0.4% | $0.98 | — | SDBCV | 98426TAB2 |
| — | SUCAMPO PHAR 3.25 15DEC21 144A | 10,000,000 | $10,672 | 0.4% | $1.07 | — | SDBCV | 864909AA4 |
| — | JDS UNIPHASE 0.625 15AUG33 | 10,000,000 | $10,322 | 0.4% | $1.03 | — | SDBCV | 46612JAF8 |
| — | WEATHERFORD 5.875 01JUL21 | 9,000,000 | $9,777 | 0.4% | $1.11 | — | SDBCV | 947075AH0 |
| — | NATIONAL HEALTH I 3.25 1APR21 | 8,500,000 | $9,534 | 0.4% | $1.12 | — | SDBCV | 63633DAE4 |
| — | ENDOLOGIX INC 3.25 1NOV20 | 8,445,000 | $7,450 | 0.3% | $1.31 | — | SDBCV | 29266SAB2 |
| — | TRINITY BIOTECH LP 4.00 1APR45 | 8,590,000 | $7,321 | 0.3% | $0.85 | — | SDBCV | 89643QAB4 |
| — | DOUBLE EAGLE ACQUISITION COR | 664,838 | $7,014 | 0.3% | $9.80 | — | COM | G28195108 |
| — | ILLUMINA INC 0.0 15JUN19 | 7,265,000 | $6,939 | 0.3% | $1.03 | — | SDBCV | 452327AF6 |
| — | PATTERN ENERGY 4.0 15JUL20 | 6,980,000 | $6,786 | 0.3% | $0.99 | — | SDBCV | 70338PAB6 |
| — | MICRON TECH 2.375 01MAY32 A | 2,800,000 | $6,504 | 0.3% | $2.24 | — | SDBCV | 595112AW3 |
| — | STILLWTER MINING 1.75 15OCT32 | 5,000,000 | $6,400 | 0.2% | $1.21 | — | SDBCV | 86074QAL6 |
| — | SPIRIT REALTY CAP 3.75 15MAY21 | 6,000,000 | $6,317 | 0.2% | $1.05 | — | SDBCV | 84860WAB8 |
| XLI | INDUSTRIAL SELECT SECT SPDR | 100,000 | $6,222 | 0.2% | $62.22 | — | Put | 81369Y704 |
| XLI | INDUSTRIAL SELECT SECT SPDR | 100,000 | $6,222 | 0.2% | $62.22 | — | ETF | 81369Y704 |
| — | HORIZON PHARMA 2.5 15MAR22 | 6,491,000 | $6,199 | 0.2% | $0.92 | — | SDBCV | 44052TAB7 |
| — | CLOVIS ONCOLOGY 2.5 15SEP21 | 5,500,000 | $5,676 | 0.2% | $1.03 | — | SDBCV | 189464AB6 |
| — | NEVRO CORP 1.75 01JUN21 | 5,251,000 | $5,603 | 0.2% | $1.05 | — | SDBCV | 64157FAA1 |
| — | HOLOGIC INC FRN 15DEC43 | 4,500,000 | $5,538 | 0.2% | $1.23 | — | SDBCV | 436440AG6 |
| — | GLOBAL PARTNER ACQUISITION C | 500,000 | $5,225 | 0.2% | $10.10 | — | COM | 37954X204 |
| — | MGIC INVEST CV 5.0 01MAY17 | 4,238,000 | $4,302 | 0.2% | $1.02 | — | SDBCV | 552848AD5 |
| — | INFINERA CORP 1.75 1JUN18 | 4,000,000 | $4,144 | 0.2% | $1.04 | — | SDBCV | 45667GAB9 |
| — | SINA CORP 1.0 01DEC18 | 4,085,000 | $4,054 | 0.2% | $0.95 | — | SDBCV | 82922RAD5 |
| — | SEACOR HOLDINGS 3.0 15NOV28 | 4,500,000 | $3,981 | 0.2% | $0.88 | — | SDBCV | 81170YAB5 |
| — | 51JOB INC-ADR | 106,040 | $3,584 | 0.1% | $32.39 | — | COM | 316827104 |
| GOGO | GOGO INC | 388,200 | $3,579 | 0.1% | $17.06 | -42.1% | COM | 38046C109 |
| — | FRONTIER COMMUNI 29JUN18 CVPFD | 50,000 | $3,572 | 0.1% | $71.44 | — | CVPFD | 35906A207 |
| FXI | ISHARES FTSE CHINA 25 INDEX FU | 100,000 | $3,471 | 0.1% | — | — | Put | 464287184 |
| — | TRULIA LLC 2.75 15 DEC 20 | 2,000,000 | $3,297 | 0.1% | $1.65 | — | SDBCV | 897888AB9 |
| — | BANK OF AMERICA CORP-CW19 | 3,300,378 | $3,255 | 0.1% | $0.99 | — | RT | 060505153 |
| — | PDL BIOPHARMA 2.75 01DEC21 | 4,000,000 | $3,253 | 0.1% | $0.81 | — | SDBCV | 69329YAG9 |
| — | ROYAL BK SCOTLN 8.625 29DEC49 | 3,000,000 | $3,054 | 0.1% | $0.99 | — | SDB | 780097BB6 |
| — | STARWOOD PROPERTY 4.55 1MAR18 | 2,672,000 | $2,917 | 0.1% | $1.02 | — | SDBCV | 85571BAA3 |
| — | GREEN PLAINS INC 3.25 01OCT18 | 2,000,000 | $2,875 | 0.1% | $1.44 | — | SDBCV | 393222AD6 |
| BAC | BANK OF AMERICA CORP | 100,000 | $2,210 | 0.1% | $15.68 | 0.0% | COM | 060505104 |
| — | NEW MOUNTAIN FINANC 5.0 15JUN19 | 2,073,000 | $2,137 | 0.1% | $1.03 | — | SDBCV | 647551AB6 |
| — | TRINA SOLAR LTD-SPON ADR | 210,839 | $1,960 | 0.1% | $8.59 | — | COM | 89628E104 |
| GM | GENERAL MOTORS CO | 49,965 | $1,740 | 0.1% | $27.43 | +2.7% | COM | 37045V100 |
| — | SABAN CAPITAL ACQUISITION CO | 132,372 | $1,372 | 0.1% | $10.09 | — | COM | 78516C205 |
| C | CITIGROUP INC | 20,000 | $1,188 | 0.0% | $40.63 | 0.0% | COM | 172967424 |
| MS | MORGAN STANLEY | 26,684 | $1,127 | 0.0% | $29.14 | 0.0% | COM | 617446448 |
| — | ATLANTICA YIELD PLC | 48,900 | $946 | 0.0% | $19.16 | — | COM | G0751N103 |
| — | CTRIP.COM INTL LTD 1.0 01JUL20 | 911,000 | $937 | 0.0% | $1.03 | — | SDBCV | 22943FAF7 |
| — | WORLD WRESTLING ENTMNT INC | 36,089 | $665 | 0.0% | $18.43 | — | COM | 98156Q108 |
| — | FIREEYE INC | 50,000 | $595 | 0.0% | $14.74 | — | COM | 31816Q101 |
| — | RWT HOLDINGS 5.625 15NOV19 | 250,000 | $253 | 0.0% | $1.01 | — | SDBCV | 749772AB5 |
| — | SUNPOWER CORP .75 1JUN18 | 150,000 | $137 | 0.0% | $1.12 | — | SDBCV | 867652AG4 |
| — | STARWOOD WAYPOINT 4.5 15OCT17 | 31,000 | $33 | 0.0% | $1.00 | — | SDBCV | 85571WAD1 |