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 |
51JOB INC 3.25 15APR19 | SDBCV | 316827AC8 | 33,070 | 32,485,000 | PRN | SOLE | 27,267,000 | 0 | 5,218,000 | ||
51JOB INC-ADR | COM | 316827104 | 6,099 | 208,051 | SH | SOLE | 138,230 | 0 | 69,821 | ||
ALERE INC 3% 31DEC49 SER B PFD | CVPFD | 01449J204 | 108,911 | 330,514 | SH | SOLE | 283,623 | 0 | 46,891 | ||
ALIBABA GROUP HOLDING-SP | COM | 01609W102 | 23,859 | 300,000 | SH | Call | SOLE | 0 | 0 | 0 | |
ALIBABA GROUP HOLDING-SP | COM | 01609W102 | 23,859 | 300,000 | SH | Put | SOLE | 0 | 0 | 0 | |
ALPHABET INC-CL C | COM | 02079K107 | 12,458 | 18,000 | SH | Call | SOLE | 0 | 0 | 0 | |
ALPHABET INC-CL C | COM | 02079K107 | 12,458 | 18,000 | SH | Put | SOLE | 0 | 0 | 0 | |
AMERICAN REALTY 3% 1AUG18 | SDBCV | 02917TAA2 | 34,762 | 35,105,000 | PRN | SOLE | 29,435,000 | 0 | 5,670,000 | ||
AMERICAN RESIDENTIAL 3.25% 15NOV18 | SDBCV | 02927FAA0 | 55,266 | 46,500,000 | PRN | SOLE | 38,993,000 | 0 | 7,507,000 | ||
AMEX ENERGY SELECT SPDR IDX | COM | 81369Y506 | 34,120 | 500,000 | SH | Call | SOLE | 0 | 0 | 0 | |
APOLLO CMMRL REAL 5.5% 15MAR19 | SDBCV | 03762UAA3 | 81,263 | 79,651,000 | PRN | SOLE | 65,828,000 | 0 | 13,823,000 | ||
APPLE INC | COM | 037833100 | 21,988 | 230,000 | SH | Call | SOLE | 0 | 0 | 0 | |
APPLE INC | COM | 037833100 | 21,988 | 230,000 | SH | Put | SOLE | 0 | 0 | 0 | |
APPLE INC | COM | 037833100 | 5,238 | 54,794 | SH | SOLE | 52,291 | 0 | 2,503 | ||
BIOMARIN PHARMA 0.75 15OCT18 | SDBCV | 09061GAE1 | 27,360 | 24,592,000 | PRN | SOLE | 20,220,000 | 0 | 4,372,000 | ||
BIOMARIN PHARMA 1.5 15OCT20 | SDBCV | 09061GAF8 | 24,046 | 20,760,000 | PRN | SOLE | 17,085,000 | 0 | 3,675,000 | ||
CANADIAN SOLAR 4.25% 15FEB19 | SDBCV | 136635AE9 | 857 | 1,000,000 | PRN | SOLE | 825,000 | 0 | 175,000 | ||
CHENIERE ENERGY 4.25 15MAR45 | SDBCV | 16411RAG4 | 2,787 | 4,893,000 | PRN | SOLE | 4,032,000 | 0 | 861,000 | ||
COLONY FINANCIA 3.875% 15JAN21 | SDBCV | 19624RAB2 | 57,452 | 60,339,000 | PRN | SOLE | 50,072,000 | 0 | 10,267,000 | ||
COLONY FINANCIAL 5% 15APR23 | SDBCV | 19624RAA4 | 11,269 | 11,738,000 | PRN | SOLE | 9,864,000 | 0 | 1,874,000 | ||
CONSOLIDATED-TOM 4.5 15MAR20 | SDB | 210226AB2 | 11,339 | 12,000,000 | PRN | SOLE | 9,880,000 | 0 | 2,120,000 | ||
CTRIP.COM INTL LT 1.99 01JUL25 | SDBCV | 22943FAH3 | 70,646 | 65,170,000 | PRN | SOLE | 55,258,000 | 0 | 9,912,000 | ||
CTRIP.COM INTL LTD 1% 01JUL20 | SDBCV | 22943FAF7 | 24,811 | 23,485,000 | PRN | SOLE | 20,628,000 | 0 | 2,857,000 | ||
CYPRESS SEMICONDUCTOR CORP | COM | 232806109 | 2,415 | 228,925 | SH | SOLE | 201,926 | 0 | 26,999 | ||
DEPOMED INC 2.5 1SEP21 | SDBCV | 249908AA2 | 70,904 | 58,650,000 | PRN | SOLE | 48,388,000 | 0 | 10,262,000 | ||
DHT HOLDINGS INC 4.5% 01OCT19 | SDBCV | 23335SAB2 | 2,000 | 2,100,000 | PRN | SOLE | 1,538,000 | 0 | 562,000 | ||
DOUBLE EAGLE ACQUISITION COR | COM | G28195108 | 7,351 | 750,000 | SH | SOLE | 635,873 | 0 | 114,127 | ||
DYNEGY INC 7% 1JUL19 | CVPFD | 26817R405 | 6,446 | 60,000 | SH | SOLE | 49,259 | 0 | 10,741 | ||
EMERGENT BIOSOL 2.875 15JAN21 | SDBCV | 29089QAB1 | 12,502 | 11,000,000 | PRN | SOLE | 9,072,000 | 0 | 1,928,000 | ||
ENDOLOGIX INC 3.25 1NOV20 | SDBCV | 29266SAB2 | 12,165 | 9,319,000 | PRN | SOLE | 7,677,000 | 0 | 1,642,000 | ||
FIREEYE INC 1% 1JUN35 | SDBCV | 31816QAB7 | 28,869 | 31,798,000 | PRN | SOLE | 26,218,000 | 0 | 5,580,000 | ||
GENERAL MOTORS CO | COM | 37045V100 | 1,415 | 49,965 | SH | SOLE | 38,499 | 0 | 11,466 | ||
GLOBAL PARTNER ACQUISITION C | COM | 37954X204 | 4,880 | 500,000 | SH | SOLE | 382,262 | 0 | 117,738 | ||
GOGO INC | COM | 38046C109 | 3,257 | 388,200 | SH | SOLE | 294,797 | 0 | 93,403 | ||
GORES HOLDINGS INC | COM | 382866200 | 5,000 | 500,000 | SH | SOLE | 385,763 | 0 | 114,237 | ||
HORIZON PHARMA 2.5 15MAR22 | SDB | 44052TAB7 | 28,448 | 31,091,000 | PRN | SOLE | 25,707,000 | 0 | 5,384,000 | ||
ILLUMINA INC 0% 15JUN19 | SDBCV | 452327AF6 | 1,468 | 1,500,000 | PRN | SOLE | 1,257,000 | 0 | 243,000 | ||
INCYTE CORP LTD 0.375% 15NOV18 | SDBCV | 45337CAM4 | 6,550 | 3,901,000 | PRN | SOLE | 3,211,000 | 0 | 690,000 | ||
INCYTE CORP LTD 1.25% 15NOV20 | SDBCV | 45337CAN2 | 38,737 | 22,732,000 | PRN | SOLE | 19,050,000 | 0 | 3,682,000 | ||
INTERACTIVE I 1.25% 01JUN20 | SDBCV | 45841VAB5 | 9,506 | 10,000,000 | PRN | SOLE | 8,241,000 | 0 | 1,759,000 | ||
INTERCEPT PHARMACEUTICALS IN | COM | 45845P108 | 1,329 | 9,316 | SH | SOLE | 9,316 | 0 | 0 | ||
IRONWOOD PHARMAC 2.25% 15JUN22 | SDBCV | 46333XAD0 | 24,084 | 23,267,000 | PRN | SOLE | 19,183,000 | 0 | 4,084,000 | ||
ISHARES MSCI EAFE INDEX FUND | COM | 464287465 | 16,746 | 300,000 | SH | Call | SOLE | 0 | 0 | 0 | |
ISHARES MSCI EMERGING MKT IN | COM | 464287234 | 10,308 | 300,000 | SH | Call | SOLE | 0 | 0 | 0 | |
JAZZ INVESTMENTS 1.875 15AUG21 | SDBCV | 472145AB7 | 9,966 | 9,258,000 | PRN | SOLE | 7,594,000 | 0 | 1,664,000 | ||
LEXICON PHARMA 5.25 1DEC21 | SDBCV | 528872AB0 | 5,845 | 3,125,000 | PRN | SOLE | 2,576,000 | 0 | 549,000 | ||
LIGAND PHARMA 0.75% 15AUG19 | SDBCV | 53220KAD0 | 69,957 | 41,855,000 | PRN | SOLE | 35,069,000 | 0 | 6,786,000 | ||
MEDICINES COMPANY 2.5 15JAN22 | SDBCV | 584688AE5 | 5,930 | 5,000,000 | PRN | SOLE | 4,126,000 | 0 | 874,000 | ||
MICRON TECH 1.625% 15FEB33 | SDBCV | 595112AU7 | 9,335 | 6,660,000 | PRN | SOLE | 5,647,000 | 0 | 1,013,000 | ||
MICRON TECH 2.375% 01MAY32 A | SDBCV | 595112AW3 | 36,770 | 24,500,000 | PRN | SOLE | 21,529,000 | 0 | 2,971,000 | ||
MICRON TECH INC 2.125% 15FEB33 | SDBCV | 595112AV5 | 66,306 | 45,675,000 | PRN | SOLE | 41,672,000 | 0 | 4,003,000 | ||
MICRON TECHN 3.125% 01MAY32 A | SDBCV | 595112AX1 | 73,874 | 48,128,000 | PRN | SOLE | 42,080,000 | 0 | 6,048,000 | ||
MICROSOFT CORP | COM | 594918104 | 12,793 | 250,000 | SH | Call | SOLE | 0 | 0 | 0 | |
MICROSOFT CORP | COM | 594918104 | 12,793 | 250,000 | SH | Put | SOLE | 0 | 0 | 0 | |
MICROSOFT CORP | COM | 594918104 | 2,796 | 54,629 | SH | SOLE | 52,056 | 0 | 2,573 | ||
MOLINA HEALTH 1.125% 15JAN20 | SDBCV | 60855RAC4 | 41,654 | 30,779,000 | PRN | SOLE | 25,361,000 | 0 | 5,418,000 | ||
MOLINA HEALTHCAR 1.625%15AUG44 | SDBCV | 60855RAD2 | 1,105 | 1,011,000 | PRN | SOLE | 832,000 | 0 | 179,000 | ||
NATIONAL HEALTH I 3.25% 1APR21 | SDBCV | 63633DAE4 | 1,498 | 1,354,000 | PRN | SOLE | 1,143,000 | 0 | 211,000 | ||
NETSUITE INC 0.25% 01JUL18 | SDBCV | 64118QAB3 | 5,463 | 5,552,000 | PRN | SOLE | 4,568,000 | 0 | 984,000 | ||
NEVRO CORP 1.75% 01JUN21 | SDBCV | 64157FAA1 | 8,423 | 8,000,000 | PRN | SOLE | 6,602,000 | 0 | 1,398,000 | ||
NUANCE COMMU 1.5 01NOV35 | SDBCV | 67020YAG5 | 972 | 1,000,000 | PRN | SOLE | 839,000 | 0 | 161,000 | ||
ON SEMICONDUCTOR CORP | COM | 682189105 | 322 | 36,500 | SH | SOLE | 30,854 | 0 | 5,646 | ||
PACE HOLDINGS CORP | COM | G6865N129 | 4,547 | 454,739 | SH | SOLE | 353,100 | 0 | 101,639 | ||
PALO ALTO NET 0 1JUL19 | SDBCV | 697435AB1 | 9,579 | 7,500,000 | PRN | SOLE | 6,176,000 | 0 | 1,324,000 | ||
QIHO360 TECCO LTD 0.5% 15AUG20 | SDBCV | 74734MAE9 | 17,958 | 18,200,000 | PRN | SOLE | 15,779,000 | 0 | 2,421,000 | ||
QIHOO 360 TECH CO 2.5% 15SEP18 | SDBCV | 74734MAB5 | 56,582 | 56,860,000 | PRN | SOLE | 48,263,000 | 0 | 8,597,000 | ||
QUIDEL CORP 3.25% 15DEC20 | SDBCV | 74838JAA9 | 34,884 | 37,464,000 | PRN | SOLE | 31,605,000 | 0 | 5,859,000 | ||
REPLIGEN CORP 2.125% 01JUN21 | SDBCV | 759916AA7 | 10,282 | 9,500,000 | PRN | SOLE | 7,969,000 | 0 | 1,531,000 | ||
S&P 500 DEPOSITORY RECEIPT | COM | 78462F103 | 157,107 | 750,000 | SH | Call | SOLE | 0 | 0 | 0 | |
S&P 500 DEPOSITORY RECEIPT | COM | 78462F103 | 16,762 | 80,000 | SH | SOLE | 76,592 | 0 | 3,408 | ||
SINA CORP 1% 01DEC18 | SDBCV | 82922RAD5 | 30,970 | 31,389,000 | PRN | SOLE | 27,127,000 | 0 | 4,262,000 | ||
STARWOOD PROPERTY 4.55% 1MAR18 | SDBCV | 85571BAA3 | 28,850 | 27,617,000 | PRN | SOLE | 22,809,000 | 0 | 4,808,000 | ||
STARWOOD PRPRTY TR3.75 15OCT17 | SDBCV | 85571BAC9 | 56,257 | 55,723,000 | PRN | SOLE | 46,699,000 | 0 | 9,024,000 | ||
STARWOOD WAYPOINT 3% 1JUL19 | SDB | 85571WAB5 | 59,798 | 54,069,000 | PRN | SOLE | 44,611,000 | 0 | 9,458,000 | ||
STARWOOD WAYPOINT 4.5 15OCT17 | SDBCV | 85571WAD1 | 13,962 | 12,631,000 | PRN | SOLE | 10,393,000 | 0 | 2,238,000 | ||
SUNPOWER CORP .75 1JUN18 | SDBCV | 867652AG4 | 6,970 | 7,299,000 | PRN | SOLE | 6,018,000 | 0 | 1,281,000 | ||
TERRAFORM GLOBAL INC - CL A | COM | 88104M101 | 14,592 | 4,475,701 | SH | SOLE | 3,753,253 | 0 | 722,448 | ||
TESARO INC 3% 01OCT21 | SDBCV | 881569AA5 | 62,918 | 25,095,000 | PRN | SOLE | 20,631,000 | 0 | 4,464,000 | ||
TETRALOGIC PHAR 8% 15JUN19 | SDBCV | 88165UAB5 | 1,302 | 7,500,000 | PRN | SOLE | 5,634,000 | 0 | 1,866,000 | ||
TIMKENSTEEL 6% 1JUN21 | SDB | 887399AA1 | 13,731 | 13,000,000 | PRN | SOLE | 10,737,000 | 0 | 2,263,000 | ||
TRINA SOLAR LTD 3.5% 15JUN19 | SDBCV | 89628EAC8 | 25,383 | 29,250,000 | PRN | SOLE | 25,314,000 | 0 | 3,936,000 | ||
TRINA SOLAR LTD 4% 15OCT17 | SDBCV | 89628EAE4 | 18,606 | 22,000,000 | PRN | SOLE | 19,043,000 | 0 | 2,957,000 | ||
TRINA SOLAR LTD-SPON ADR | COM | 89628E104 | 4,348 | 561,880 | SH | SOLE | 166,824 | 0 | 395,056 | ||
TWITTER INC 0.25% 15SEP19 | SDBCV | 90184LAB8 | 78,821 | 85,768,000 | PRN | SOLE | 70,540,000 | 0 | 15,228,000 | ||
UNISYS CORP | COM | 909214306 | 2,575 | 353,700 | SH | SOLE | 289,421 | 0 | 64,279 | ||
VECTOR GROUP LTD 1.75% 15APR20 | SDBCV | 92240MBC1 | 52,184 | 46,895,000 | PRN | SOLE | 38,613,000 | 0 | 8,282,000 | ||
VIPSHOP HLDG LTD 1.5% 15MAR19 | SDBCV | 92763WAA1 | 39,402 | 39,900,000 | PRN | SOLE | 34,478,000 | 0 | 5,422,000 | ||
WHITING PETROLEUM 1.25% 1APR20 | SDBCV | 966387AL6 | 2,793 | 3,500,000 | PRN | SOLE | 2,934,000 | 0 | 566,000 | ||
WORKDAY INC .75% 15JUL18 | SDBCV | 98138HAC5 | 244 | 220,000 | PRN | SOLE | 181,000 | 0 | 39,000 | ||
WORKDAY INC 1.5% 15JUL20 | SDBCV | 98138HAD3 | 32,052 | 27,500,000 | PRN | SOLE | 22,578,000 | 0 | 4,922,000 | ||
YAHOO INC 0% 1DEC18 | SDBCV | 984332AF3 | 51,014 | 51,225,000 | PRN | SOLE | 31,302,000 | 0 | 19,923,000 | ||
YY INC 2.25 1APR19 | SDBCV | 98426TAB2 | 12,137 | 12,351,000 | PRN | SOLE | 10,690,000 | 0 | 1,661,000 |