The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
DOUBLE EAGLE ACQUISITION COR | COM | G28195108 | 6,928 | 656,725 | SH | SOLE | 635,873 | 0 | 20,852 | ||
51JOB INC 3.25 15APR19 | SDBCV | 316827AC8 | 32,982 | 30,673,000 | PRN | SOLE | 27,285,000 | 0 | 3,388,000 | ||
51JOB INC-ADR | COM | 316827104 | 2,589 | 70,617 | SH | SOLE | 6,652 | 0 | 63,965 | ||
ADVANCED MICRO 2.125 01SEP26 | SDBCV | 007903BD8 | 148,707 | 75,296,000 | PRN | SOLE | 66,938,000 | 0 | 8,358,000 | ||
AK STEEL CORP 5 15NOV19 | SDBCV | 001546AP5 | 4,960 | 3,150,000 | PRN | SOLE | 2,807,000 | 0 | 343,000 | ||
ALERE INC 3 31DEC49 SER B PFD | CVPFD | 01449J204 | 108,353 | 332,547 | SH | SOLE | 295,847 | 0 | 36,700 | ||
ALLEGHENY TECHN 4.75 01JUL22 | SDBCV | 01741RAG7 | 84,688 | 56,887,000 | PRN | SOLE | 50,589,000 | 0 | 6,298,000 | ||
AMAG PHARMACEUTLS 2.5 15FEB19 | SDBCV | 00163UAA4 | 38,458 | 35,213,000 | PRN | SOLE | 31,296,000 | 0 | 3,917,000 | ||
AMERICAN REALTY 3 1AUG18 | SDBCV | 02917TAA2 | 65,942 | 65,807,000 | PRN | SOLE | 58,537,000 | 0 | 7,270,000 | ||
AMERICAN RESIDEN 3.25 | SDBCV | 02927FAA0 | 54,469 | 40,867,000 | PRN | SOLE | 36,352,000 | 0 | 4,515,000 | ||
AMEX FINANCIAL SELECT SPDR IDX | COM | 81369Y605 | 16,611 | 700,000 | SH | Put | SOLE | 0 | 0 | 0 | |
APOLLO CMMRL REAL 5.5 15MAR19 | SDBCV | 03762UAA3 | 26,255 | 23,893,000 | PRN | SOLE | 21,244,000 | 0 | 2,649,000 | ||
APPLE INC | COM | 037833100 | 13,648 | 95,000 | SH | Call | SOLE | 0 | 0 | 0 | |
APPLE INC | COM | 037833100 | 13,648 | 95,000 | SH | Put | SOLE | 0 | 0 | 0 | |
ARBOR REALTY TRU 6.5 01OCT19 | SDBCV | 038923AA6 | 13,057 | 12,408,000 | PRN | SOLE | 11,038,000 | 0 | 1,370,000 | ||
ARRAY BIO INC 3 1JUN20 | SDBCV | 04269XAA3 | 11,052 | 7,750,000 | PRN | SOLE | 6,923,000 | 0 | 827,000 | ||
ASHFORD HOSPITALITY PRIM | PFD | 044102507 | 3,420 | 173,843 | SH | SOLE | 167,456 | 0 | 6,387 | ||
ATLANTICA YIELD PLC | COM | G0751N103 | 917 | 43,775 | SH | SOLE | 41,531 | 0 | 2,244 | ||
BANK OF AMERICA CORP-CW19 | RT | 060505153 | 3,726 | 4,006,857 | SH | SOLE | 3,503,496 | 0 | 503,361 | ||
BIOMARIN PHARMA 1.5 15OCT20 | SDBCV | 09061GAF8 | 54,646 | 46,159,000 | PRN | SOLE | 41,031,000 | 0 | 5,128,000 | ||
CHENIERE ENERGY 4.25 15MAR45 | SDBCV | 16411RAG4 | 3,932 | 5,750,000 | PRN | SOLE | 5,088,000 | 0 | 662,000 | ||
CLOVIS ONCOLOGY 2.5 15SEP21 | SDBCV | 189464AB6 | 50,328 | 39,000,000 | PRN | SOLE | 34,678,000 | 0 | 4,322,000 | ||
COLONY FINANCIA 3.875 15JAN21 | SDBCV | 19624RAB2 | 69,662 | 70,362,000 | PRN | SOLE | 62,549,000 | 0 | 7,813,000 | ||
COLONY FINANCIAL 5 15APR23 | SDBCV | 19624RAA4 | 21,093 | 21,000,000 | PRN | SOLE | 18,673,000 | 0 | 2,327,000 | ||
CONSOLIDATED-TOM 4.5 15MAR20 | SDB | 210226AB2 | 22,553 | 22,166,000 | PRN | SOLE | 19,649,000 | 0 | 2,517,000 | ||
COWEN GROUP INC 3 15MAR19 | SDB | 223622AB7 | 17,744 | 17,500,000 | PRN | SOLE | 15,486,000 | 0 | 2,014,000 | ||
CTRIP.COM INTL LT 1.99 01JUL25 | SDBCV | 22943FAH3 | 33,755 | 29,145,000 | PRN | SOLE | 21,473,000 | 0 | 7,672,000 | ||
DEPOMED INC 2.5 1SEP21 | SDBCV | 249908AA2 | 64,003 | 68,150,000 | PRN | SOLE | 60,589,000 | 0 | 7,561,000 | ||
EMERGENT BIOSOL 2.875 15JAN21 | SDBCV | 29089QAB1 | 50,351 | 42,141,000 | PRN | SOLE | 37,481,000 | 0 | 4,660,000 | ||
ENDOLOGIX INC 3.25 1NOV20 | SDBCV | 29266SAB2 | 11,511 | 11,639,000 | PRN | SOLE | 10,247,000 | 0 | 1,392,000 | ||
FINISAR CORP 0.5 15DEC33 | SDBCV | 31787AAM3 | 3,191 | 2,840,000 | PRN | SOLE | 2,513,000 | 0 | 327,000 | ||
FIREEYE INC 1 1JUN35 | SDBCV | 31816QAB7 | 31,498 | 33,507,000 | PRN | SOLE | 29,785,000 | 0 | 3,722,000 | ||
FIREEYE INC 1.625 1JUN35 | SDBCV | 31816QAD3 | 2,695 | 3,000,000 | PRN | SOLE | 2,591,000 | 0 | 409,000 | ||
GENERAL MOTORS CO | COM | 37045V100 | 1,429 | 40,426 | SH | SOLE | 38,499 | 0 | 1,927 | ||
GLOBAL PARTNER ACQUISITION C | COM | 37954X204 | 4,037 | 394,800 | SH | SOLE | 382,262 | 0 | 12,538 | ||
GOGO INC | COM | 38046C109 | 3,465 | 315,014 | SH | SOLE | 294,797 | 0 | 20,217 | ||
GORES HOLDINGS II INC | COM | 382867208 | 3,717 | 361,268 | SH | SOLE | 345,293 | 0 | 15,975 | ||
GREEN PLAINS INC 3.25 01OCT18 | SDBCV | 393222AD6 | 9,097 | 6,798,000 | PRN | SOLE | 6,047,000 | 0 | 751,000 | ||
HOLOGIC INC | COM | 436440101 | 552 | 12,980 | SH | SOLE | 12,524 | 0 | 456 | ||
HOLOGIC INC FRN 15DEC43 | SDBCV | 436440AG6 | 2,482 | 2,000,000 | PRN | SOLE | 1,740,000 | 0 | 260,000 | ||
HORIZON PHARMA 2.5 15MAR22 | SDBCV | 44052TAB7 | 22,975 | 25,106,000 | PRN | SOLE | 22,315,000 | 0 | 2,791,000 | ||
ILLUMINA INC 0 15JUN19 | SDBCV | 452327AF6 | 4,309 | 4,265,000 | PRN | SOLE | 3,756,000 | 0 | 509,000 | ||
IMPAX LABORA INC 2 15JUN22 | SDBCV | 45256BAE1 | 2,836 | 3,500,000 | PRN | SOLE | 3,082,000 | 0 | 418,000 | ||
INFINERA CORP 1.75 1JUN18 | SDBCV | 45667GAB9 | 4,266 | 4,000,000 | PRN | SOLE | 3,546,000 | 0 | 454,000 | ||
INFOSYS TECH - ADR | ADR | 456788108 | 4,740 | 300,000 | SH | Put | SOLE | 0 | 0 | 0 | |
INFOSYS TECH - ADR | ADR | 456788108 | 1,517 | 96,000 | SH | SOLE | 91,744 | 0 | 4,256 | ||
INPHI CORP 1.125 1DEC20 | SDBCV | 45772FAB3 | 18,031 | 13,080,000 | PRN | SOLE | 11,630,000 | 0 | 1,450,000 | ||
INTEL CORP 2.95 15DEC35 CV | SDB | 458140AD2 | 100,571 | 73,823,000 | PRN | SOLE | 65,688,000 | 0 | 8,135,000 | ||
INTERCEPT PHAR 3.25 01JUL23 | SDBCV | 45845PAA6 | 13,194 | 14,122,000 | PRN | SOLE | 12,496,000 | 0 | 1,626,000 | ||
IONIS PHARMACEUTIC 1 15NOV21 | SDBCV | 464337AJ3 | 43,257 | 44,830,000 | PRN | SOLE | 39,875,000 | 0 | 4,955,000 | ||
IPATH S&P 500 VIX S/T FU ETN | COM | 06740Q252 | 9,474 | 600,000 | SH | Put | SOLE | 0 | 0 | 0 | |
IRONWOOD PHARMAC 2.25 15JUN22 | SDBCV | 46333XAD0 | 71,008 | 56,915,000 | PRN | SOLE | 50,600,000 | 0 | 6,315,000 | ||
ISHARES BARCLAYS 20 YR TREAS | COM | 464287432 | 12,071 | 100,000 | SH | Call | SOLE | 0 | 0 | 0 | |
ISHARES MSCI EMERGING MKT IN | COM | 464287234 | 11,817 | 300,000 | SH | Put | SOLE | 0 | 0 | 0 | |
ISHARES SILVER TRUST | COM | 46428Q109 | 12,075 | 700,000 | SH | Call | SOLE | 0 | 0 | 0 | |
JDS UNIPHASE 0.625 15AUG33 | SDBCV | 46612JAF8 | 8,923 | 8,000,000 | PRN | SOLE | 7,116,000 | 0 | 884,000 | ||
MCQUARIEBNKLONDN 6.125 31DEC49 | SDB | 55608YAC9 | 3,019 | 3,000,000 | PRN | SOLE | 2,543,000 | 0 | 457,000 | ||
MEDICINES COMPANY 2.5 15JAN22 | SDBCV | 584688AE5 | 68,346 | 43,250,000 | PRN | SOLE | 38,451,000 | 0 | 4,799,000 | ||
MGIC INVEST CV 5 01MAY17 | SDBCV | 552848AD5 | 8,146 | 8,102,000 | PRN | SOLE | 7,057,000 | 0 | 1,045,000 | ||
MICROCHIP TECH 1.625 15FEB25 | SDBCV | 595017AD6 | 21,561 | 15,000,000 | PRN | SOLE | 13,710,000 | 0 | 1,290,000 | ||
MICRON TECH 2.375 01MAY32 A | SDBCV | 595112AW3 | 1,210 | 400,000 | PRN | SOLE | 66,000 | 0 | 334,000 | ||
MICRON TECH INC 2.125 15FEB33 | SDBCV | 595112AV5 | 15,458 | 5,776,000 | PRN | SOLE | 3,611,000 | 0 | 2,165,000 | ||
MICRON TECHN 3.125 01MAY32 A | SDBCV | 595112AX1 | 156,622 | 53,277,000 | PRN | SOLE | 48,034,000 | 0 | 5,243,000 | ||
NEVRO CORP 1.75 01JUN21 | SDBCV | 64157FAA1 | 2,130 | 1,751,000 | PRN | SOLE | 1,572,000 | 0 | 179,000 | ||
NEW MOUNTAIN FINANC 5 15JUN19 | SDBCV | 647551AB6 | 2,141 | 2,073,000 | PRN | SOLE | 1,764,000 | 0 | 309,000 | ||
OASIS PETROLE 2.625 15SEP23 | SDBCV | 674215AJ7 | 52,141 | 38,510,000 | PRN | SOLE | 31,488,000 | 0 | 7,022,000 | ||
ON SEMICONDUCTOR CORP | COM | 682189105 | 4,029 | 260,122 | SH | SOLE | 245,574 | 0 | 14,548 | ||
PATTERN ENERGY 4 15JUL20 | SDBCV | 70338PAB6 | 17,857 | 17,930,000 | PRN | SOLE | 15,959,000 | 0 | 1,971,000 | ||
PDC ENERGY INC 1.125 15SEP21 | SDBCV | 69327RAD3 | 2,569 | 2,500,000 | PRN | SOLE | 2,223,000 | 0 | 277,000 | ||
PDL BIOPHARMA 2.75 01DEC21 | SDBCV | 69329YAG9 | 4,391 | 5,000,000 | PRN | SOLE | 4,392,000 | 0 | 608,000 | ||
PENGROWTH ENERGY CORP | COM | 70706P104 | 204 | 204,599 | SH | SOLE | 197,603 | 0 | 6,996 | ||
QUIDEL CORP 3.25 15DEC20 | SDBCV | 74838JAA9 | 24,879 | 24,181,000 | PRN | SOLE | 21,509,000 | 0 | 2,672,000 | ||
REPLIGEN CORP 2.125 01JUN21 | SDBCV | 759916AA7 | 23,334 | 18,327,000 | PRN | SOLE | 16,302,000 | 0 | 2,025,000 | ||
RWT HOLDINGS 5.625 15NOV19 | SDBCV | 749772AB5 | 4,527 | 4,395,000 | PRN | SOLE | 3,786,000 | 0 | 609,000 | ||
SABAN CAPITAL ACQUISITION CO | COM | 78516C205 | 1,399 | 132,372 | SH | SOLE | 125,962 | 0 | 6,410 | ||
SEACOR HOLDINGS 3 15NOV28 | SDBCV | 81170YAB5 | 10,259 | 11,492,000 | PRN | SOLE | 10,119,000 | 0 | 1,373,000 | ||
SHIP FINANCE INTL LTD | COM | G81075106 | 1,729 | 117,600 | SH | SOLE | 117,600 | 0 | 0 | ||
SINA CORP 1 01DEC18 | SDBCV | 82922RAD5 | 4,332 | 4,335,000 | PRN | SOLE | 4,085,000 | 0 | 250,000 | ||
SM ENERGY CO 1.5 01JUL21 | SDBCV | 78454LAM2 | 910 | 914,000 | PRN | SOLE | 813,000 | 0 | 101,000 | ||
SPDR S&P500 ETF TRUST | COM | 78462F103 | 94,296 | 400,000 | SH | Call | SOLE | 0 | 0 | 0 | |
SPECTRANETICS CO 2.625 1JUN34 | SDBCV | 84760CAA5 | 3,445 | 3,000,000 | PRN | SOLE | 2,613,000 | 0 | 387,000 | ||
SPIRIT REALTY 2.875 15MAY19 | SDBCV | 84860WAA0 | 17,684 | 17,443,000 | PRN | SOLE | 15,435,000 | 0 | 2,008,000 | ||
SQUARE INC - A | COM | 852234103 | 1,809 | 104,691 | SH | SOLE | 98,609 | 0 | 6,082 | ||
STARWOOD PROPERTY 4.55 1MAR18 | SDBCV | 85571BAA3 | 188 | 172,000 | PRN | SOLE | 121,000 | 0 | 51,000 | ||
STARWOOD PRPRTY TR3.75 15OCT17 | SDBCV | 85571BAC9 | 44,313 | 43,610,000 | PRN | SOLE | 38,801,000 | 0 | 4,809,000 | ||
STARWOOD WAYPOINT 3 1JUL19 | SDB | 85571WAB5 | 78,023 | 65,684,000 | PRN | SOLE | 58,401,000 | 0 | 7,283,000 | ||
STARWOOD WAYPOINT 4.5 15OCT17 | SDBCV | 85571WAD1 | 33 | 28,000 | PRN | SOLE | 24,000 | 0 | 4,000 | ||
STRWOODPRPRTYTRST4.375 01APR23 | SDBCV | 85571BAH8 | 11,594 | 11,608,000 | PRN | SOLE | 10,300,000 | 0 | 1,308,000 | ||
SUCAMPO PHAR 3.25 15DEC21 144A | SDBCV | 864909AA4 | 35,823 | 36,105,000 | PRN | SOLE | 32,116,000 | 0 | 3,989,000 | ||
SUNPOWER CORP .75 1JUN18 | SDBCV | 867652AG4 | 140 | 150,000 | PRN | SOLE | 127,000 | 0 | 23,000 | ||
SUNPOWER CORP 4 15JAN23 | SDBCV | 867652AL3 | 17,224 | 21,899,000 | PRN | SOLE | 19,458,000 | 0 | 2,441,000 | ||
TERRAFORM GLOBAL INC - CL A | COM | 88104M101 | 15,514 | 3,232,159 | SH | SOLE | 3,132,901 | 0 | 99,258 | ||
TESLA INC | COM | 88160R101 | 3,655 | 13,134 | SH | SOLE | 11,959 | 0 | 1,175 | ||
TESLA INC 2.375 15MAR22 | SDBCV | 88160RAD3 | 2,608 | 2,500,000 | PRN | SOLE | 2,223,000 | 0 | 277,000 | ||
TESLA MOTORS INC 1.25 1MAR21 | SDBCV | 88160RAC5 | 49,125 | 49,991,000 | PRN | SOLE | 44,457,000 | 0 | 5,534,000 | ||
THERAVANCE BIOPHA 3.25 01NOV23 | SDB | 88339KAA0 | 72,967 | 57,667,000 | PRN | SOLE | 51,004,000 | 0 | 6,663,000 | ||
TIMKENSTEEL 6 1JUN21 | SDB | 887399AA1 | 58,458 | 33,335,000 | PRN | SOLE | 29,602,000 | 0 | 3,733,000 | ||
TRINITY BIOTECH LP 4.00 1APR45 | SDBCV | 89643QAB4 | 7,034 | 8,590,000 | PRN | SOLE | 7,637,000 | 0 | 953,000 | ||
TRULIA LLC 2.75 15 DEC 20 | SDBCV | 897888AB9 | 3,105 | 2,000,000 | PRN | SOLE | 1,686,000 | 0 | 314,000 | ||
TWITTER INC 0.25 15SEP19 | SDBCV | 90184LAB8 | 41,128 | 43,659,000 | PRN | SOLE | 38,617,000 | 0 | 5,042,000 | ||
TWO HARBORS INV 6.25 15JAN22 | SDBCV | 90187BAA9 | 3,294 | 3,200,000 | PRN | SOLE | 2,832,000 | 0 | 368,000 | ||
VALEANT PHARMACEUTICALS INTE | COM | 91911K102 | 505 | 45,709 | SH | SOLE | 44,030 | 0 | 1,679 | ||
VECTOR GROUP LTD 1.75 15APR20 | SDBCV | 92240MBC1 | 57,453 | 50,603,000 | PRN | SOLE | 45,013,000 | 0 | 5,590,000 | ||
VIPSHOP HLDG LTD 1.5 15MAR19 | SDBCV | 92763WAA1 | 72,646 | 71,832,000 | PRN | SOLE | 63,893,000 | 0 | 7,939,000 | ||
WHITING PETROLEUM 1.25 1APR20 | SDBCV | 966387AL6 | 45,226 | 51,670,000 | PRN | SOLE | 45,943,000 | 0 | 5,727,000 | ||
WORKDAY INC .75 15JUL18 | SDBCV | 98138HAC5 | 607 | 530,000 | PRN | SOLE | 465,000 | 0 | 65,000 | ||
WORKDAY INC 1.5 15JUL20 | SDBCV | 98138HAD3 | 7,865 | 6,404,000 | PRN | SOLE | 5,625,000 | 0 | 779,000 | ||
YAHOO INC 0 1DEC18 | SDBCV | 984332AF3 | 50,108 | 48,262,000 | PRN | SOLE | 34,597,000 | 0 | 13,665,000 | ||
YY INC 2.25 1APR19 | SDBCV | 98426TAB2 | 10,305 | 10,319,000 | PRN | SOLE | 9,839,000 | 0 | 480,000 |