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 | 19,531 | 20,585,000 | PRN | SOLE | 15,806,000 | 0 | 4,779,000 | ||
51JOB INC-ADR | COM | 316827104 | 6,545 | 238,890 | SH | SOLE | 175,921 | 0 | 62,969 | ||
ALCOA INC | COM | 013817101 | 1,254 | 129,800 | SH | SOLE | 101,016 | 0 | 28,784 | ||
ALERE INC 3% 31DEC49 SER B PFD | CVPFD | 01449J204 | 94,899 | 289,513 | SH | SOLE | 223,256 | 0 | 66,257 | ||
AMAG PHARMACEUTLS 2.5% 15FEB19 | SDBCV | 00163UAA4 | 27,384 | 17,000,000 | PRN | SOLE | 13,068,000 | 0 | 3,932,000 | ||
ANI PHARMACEUTI INC 3% 01DEC19 | SDBCV | 00182CAA1 | 3,258 | 3,500,000 | PRN | SOLE | 2,694,000 | 0 | 806,000 | ||
APOLLO CMMRL REAL 5.5% 15MAR19 | SDBCV | 03762UAA3 | 46,163 | 46,550,000 | PRN | SOLE | 36,016,000 | 0 | 10,534,000 | ||
BIOMARIN PHARMA 0.75 15OCT18 | SDBCV | 09061GAE1 | 12,400 | 9,500,000 | PRN | SOLE | 7,313,000 | 0 | 2,187,000 | ||
BIOMARIN PHARMA 1.5 15OCT20 | SDBCV | 09061GAF8 | 3,370 | 2,500,000 | PRN | SOLE | 1,924,000 | 0 | 576,000 | ||
CANADIAN SOLAR 4.25% 15FEB19 | SDBCV | 136635AE9 | 26,575 | 31,595,000 | PRN | SOLE | 24,317,000 | 0 | 7,278,000 | ||
CHENIERE ENERGY 4.25 15MAR45 | SDBCV | 16411RAG4 | 16,940 | 27,000,000 | PRN | SOLE | 21,032,000 | 0 | 5,968,000 | ||
CLOVIS ONCOLOGY 2.5% 15SEP21 | SDBCV | 189464AB6 | 28,391 | 16,994,000 | PRN | SOLE | 13,079,000 | 0 | 3,915,000 | ||
COLONY FINANCIA 3.875% 15JAN21 | SDBCV | 19624RAB2 | 51,739 | 54,137,000 | PRN | SOLE | 41,504,000 | 0 | 12,633,000 | ||
COLONY FINANCIAL 5% 15APR23 | SDBCV | 19624RAA4 | 8,758 | 8,919,000 | PRN | SOLE | 6,850,000 | 0 | 2,069,000 | ||
CTRIP.COM INTER 1.25% 15OCT18 | SDBCV | 22943FAD2 | 16,015 | 14,779,000 | PRN | SOLE | 11,366,000 | 0 | 3,413,000 | ||
DEPOMED INC 2.5 1SEP21 | SDBCV | 249908AA2 | 24,360 | 20,418,000 | PRN | SOLE | 15,697,000 | 0 | 4,721,000 | ||
DHT HOLDINGS INC 4.5% 01OCT19 | SDBCV | 23335SAB2 | 2,442 | 2,100,000 | PRN | SOLE | 1,538,000 | 0 | 562,000 | ||
DIANA SHIPPING INC | COM | Y2066G104 | 126 | 19,400 | SH | SOLE | 19,400 | 0 | 0 | ||
DYCOM INDS | COM | 267475101 | 4,481 | 61,940 | SH | SOLE | 47,638 | 0 | 14,302 | ||
ENVESTNET INC 1.75% 15DEC19 | SDBCV | 29404KAA4 | 20,193 | 22,836,000 | PRN | SOLE | 17,559,000 | 0 | 5,277,000 | ||
EXELIXIS INC 4.25% 15AUG19 | SDBCV | 30161QAC8 | 14,599 | 12,132,000 | PRN | SOLE | 9,312,000 | 0 | 2,820,000 | ||
FIREEYE INC | COM | 31816Q101 | 10,079 | 316,767 | SH | SOLE | 242,202 | 0 | 74,565 | ||
GENERAL MOTORS CO | COM | 37045V100 | 1,500 | 49,965 | SH | SOLE | 38,499 | 0 | 11,466 | ||
GENERAL MOTORS-CW15 | RT | 37045V134 | 7 | 166,400 | SH | SOLE | 129,768 | 0 | 36,632 | ||
GENWORTH FINANCIAL INC-CL A | COM | 37247D106 | 231 | 50,000 | SH | SOLE | 35,841 | 0 | 14,159 | ||
GLOBAL PARTNER ACQUISITION C | COM | 37954X204 | 5,050 | 500,000 | SH | SOLE | 382,262 | 0 | 117,738 | ||
GOGO INC | COM | 38046C109 | 5,931 | 388,200 | SH | SOLE | 294,792 | 0 | 93,408 | ||
GOLD FIELDS LTD-SP ADR | ADR | 38059T106 | 265 | 100,000 | SH | SOLE | 75,367 | 0 | 24,633 | ||
GORES HOLDINGS INC | COM | 382866200 | 5,070 | 500,000 | SH | SOLE | 385,763 | 0 | 114,237 | ||
HERBALIFE LTD | COM | G4412G101 | 3,788 | 69,500 | SH | SOLE | 69,500 | 0 | 0 | ||
HOLOGIC INC FRN 1MAR42 | SDBCV | 436440AC5 | 12,177 | 9,000,000 | PRN | SOLE | 6,922,000 | 0 | 2,078,000 | ||
ILLUMINA INC | COM | 452327109 | 1,581 | 9,000 | SH | SOLE | 6,941 | 0 | 2,059 | ||
INDUSTRIAL SELECT SECT SPDR | ETF | 81369Y704 | 8,730 | 175,000 | SH | Call | SOLE | 0 | 0 | 0 | |
INTEGRA LIFESCIE 1.625 15DEC16 | SDBCV | 457985AK5 | 1,783 | 1,500,000 | PRN | SOLE | 1,153,000 | 0 | 347,000 | ||
IRIDIUM COMMUN CVPFD PERP | CVPFD | 46269C409 | 1,207 | 5,000 | SH | SOLE | 3,839 | 0 | 1,161 | ||
ISHARES MSCI CANADA | COM | 464286509 | 2,300 | 100,000 | SH | Put | SOLE | 0 | 0 | 0 | |
ISHARES TR-RUSSELL 2000 IDX | COM | 464287655 | 15,724 | 144,000 | SH | Call | SOLE | 0 | 0 | 0 | |
JDS UNIPHASE 0.625% 15AUG33 | SDBCV | 46612JAF8 | 6,086 | 6,500,000 | PRN | SOLE | 5,017,000 | 0 | 1,483,000 | ||
LIGAND PHARMA 0.75% 15AUG19 | SDBCV | 53220KAD0 | 60,063 | 46,415,000 | PRN | SOLE | 35,724,000 | 0 | 10,691,000 | ||
MEDICINES COMPANY1.375% 1JUN17 | SDBCV | 584688AC9 | 15,288 | 10,500,000 | PRN | SOLE | 8,081,000 | 0 | 2,419,000 | ||
MICRON TECH 2.375% 01MAY32 A | SDBCV | 595112AW3 | 8,260 | 5,000,000 | PRN | SOLE | 3,848,000 | 0 | 1,152,000 | ||
MICRON TECHN 3.125% 01MAY32 A | SDBCV | 595112AX1 | 12,530 | 7,500,000 | PRN | SOLE | 5,773,000 | 0 | 1,727,000 | ||
MODUSLINK GLOBAL 5.25 1MAR19 | SDB | 60786LAB3 | 4,175 | 5,000,000 | PRN | SOLE | 3,736,000 | 0 | 1,264,000 | ||
MOLINA HEALTH 1.125% 15JAN20 | SDBCV | 60855RAC4 | 92,152 | 52,850,000 | PRN | SOLE | 41,718,000 | 0 | 11,132,000 | ||
MOLINA HEALTHCAR 1.625%15AUG44 | SDBCV | 60855RAD2 | 29,900 | 23,000,000 | PRN | SOLE | 19,019,000 | 0 | 3,981,000 | ||
NVIDIA CORP 1% 01DEC18 | SDBCV | 67066GAC8 | 6,592 | 5,000,000 | PRN | SOLE | 3,844,000 | 0 | 1,156,000 | ||
ON SEMICONDUCTOR CORP | COM | 682189105 | 1,010 | 107,510 | SH | SOLE | 84,466 | 0 | 23,044 | ||
PALO ALTO NET 0 1JUL19 | SDBCV | 697435AB1 | 18,323 | 11,250,000 | PRN | SOLE | 8,660,000 | 0 | 2,590,000 | ||
QIHO360 TECCO LTD 0.5% 15AUG20 | SDBCV | 74734MAE9 | 4,825 | 5,500,000 | PRN | SOLE | 4,259,000 | 0 | 1,241,000 | ||
QIHOO 360 TECH CO 2.5% 15SEP18 | SDBCV | 74734MAB5 | 28,250 | 29,250,000 | PRN | SOLE | 22,573,000 | 0 | 6,677,000 | ||
QUIDEL CORP 3.25% 15DEC20 | SDBCV | 74838JAA9 | 37,964 | 40,750,000 | PRN | SOLE | 31,145,000 | 0 | 9,605,000 | ||
RED HAT INC | COM | 756577102 | 5,735 | 79,798 | SH | SOLE | 61,351 | 0 | 18,447 | ||
S&P 500 DEPOSITORY RECEIPT | COM | 78462F103 | 47,907 | 250,000 | SH | Call | SOLE | 0 | 0 | 0 | |
S&P 500 DEPOSITORY RECEIPT | COM | 78462F103 | 5,748 | 30,000 | SH | Put | SOLE | 0 | 0 | 0 | |
SCORPIO BULKERS INC | COM | Y7546A106 | 175 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
SERVICENOW INC 0% 1NOV18 | SDBCV | 81762PAB8 | 7,351 | 6,500,000 | PRN | SOLE | 4,992,000 | 0 | 1,508,000 | ||
SINA CORP 1% 01DEC18 | SDBCV | 82922RAD5 | 41,855 | 44,101,000 | PRN | SOLE | 33,942,000 | 0 | 10,159,000 | ||
SPDR S&P HOMEBUILDERS ETF | COM | 78464A888 | 23,960 | 700,000 | SH | Call | SOLE | 0 | 0 | 0 | |
SPIRIT REALTY 2.875% 15MAY19 | SDBCV | 84860WAA0 | 20,707 | 22,182,000 | PRN | SOLE | 17,059,000 | 0 | 5,123,000 | ||
SPIRIT REALTY CAP 3.75 15MAY21 | SDBCV | 84860WAB8 | 2,018 | 2,206,000 | PRN | SOLE | 1,705,000 | 0 | 501,000 | ||
STARWOOD PRPRTY TR3.75 15OCT17 | SDBCV | 85571BAC9 | 4,485 | 4,500,000 | PRN | SOLE | 3,474,000 | 0 | 1,026,000 | ||
STARWOOD WAYPOINT 3% 1JUL19 | SDB | 85571WAB5 | 50,050 | 52,569,000 | PRN | SOLE | 40,457,000 | 0 | 12,112,000 | ||
SUNEDISON INC 2% 01OCT18 | SDBCV | 86732YAC3 | 11,432 | 15,000,000 | PRN | SOLE | 11,650,000 | 0 | 3,350,000 | ||
SUNEDISON INC 2.75% 01JAN21 | SDBCV | 86732YAD1 | 6,088 | 8,500,000 | PRN | SOLE | 6,599,000 | 0 | 1,901,000 | ||
SUNPOWER CORP .75 1JUN18 | SDBCV | 867652AG4 | 21,861 | 20,498,000 | PRN | SOLE | 15,925,000 | 0 | 4,573,000 | ||
TAL EDUCATION GRP 2.5 15MAY19 | SDBCV | 874080AB0 | 39,859 | 30,000,000 | PRN | SOLE | 23,290,000 | 0 | 6,710,000 | ||
TESARO INC 3% 01OCT21 | SDBCV | 881569AA5 | 29,445 | 21,145,000 | PRN | SOLE | 16,275,000 | 0 | 4,870,000 | ||
TESLA MOTORS INC 1.5% 1JUN18 | SDBCV | 88160RAA9 | 10,193 | 5,000,000 | PRN | SOLE | 3,846,000 | 0 | 1,154,000 | ||
TETRALOGIC PHAR 8% 15JUN19 | SDBCV | 88165UAB5 | 4,030 | 7,500,000 | PRN | SOLE | 5,634,000 | 0 | 1,866,000 | ||
TOLL BROTHERS INC | COM | 889478103 | 403 | 11,800 | SH | SOLE | 9,181 | 0 | 2,619 | ||
TRINA SOLAR LTD 3.5% 15JUN19 | SDBCV | 89628EAC8 | 35,419 | 39,905,000 | PRN | SOLE | 31,324,000 | 0 | 8,581,000 | ||
UNITED STATES OIL FUND LP | COM | 91232N108 | 1,467 | 100,000 | SH | Call | SOLE | 0 | 0 | 0 | |
VECTOR GROUP LTD 1.75% 15APR20 | SDBCV | 92240MBC1 | 39,240 | 35,295,000 | PRN | SOLE | 27,284,000 | 0 | 8,011,000 | ||
WORKDAY INC .75% 15JUL18 | SDBCV | 98138HAC5 | 184 | 170,000 | PRN | SOLE | 130,000 | 0 | 40,000 | ||
WORKDAY INC 1.5% 15JUL20 | SDBCV | 98138HAD3 | 17,219 | 15,500,000 | PRN | SOLE | 11,927,000 | 0 | 3,573,000 | ||
YAHOO INC 0% 1DEC18 | SDBCV | 984332AF3 | 196,995 | 202,630,000 | PRN | SOLE | 174,990,000 | 0 | 27,640,000 |