The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 | 31,534 | 29,735,000 | PRN | SOLE | 25,738,000 | 0 | 3,997,000 | ||
| 51JOB INC-ADR | COM | 316827104 | 5,632 | 168,711 | SH | SOLE | 99,565 | 0 | 69,146 | ||
| ADVANCED MICRO DEVICES | COM | 007903107 | 7,094 | 1,026,600 | SH | SOLE | 843,264 | 0 | 183,336 | ||
| ALERE INC 3% 31DEC49 SER B PFD | CVPFD | 01449J204 | 111,169 | 325,536 | SH | SOLE | 278,623 | 0 | 46,913 | ||
| ALIBABA GROUP HOLDING-SP | COM | 01609W102 | 31,737 | 300,000 | SH | Put | SOLE | 0 | 0 | 0 | |
| ALLEGHENY TECHN 4.75% 01JUL22 | SDB | 01741RAG7 | 21,880 | 15,500,000 | PRN | SOLE | 12,740,000 | 0 | 2,760,000 | ||
| ALPHABET INC-CL C | COM | 02079K107 | 13,991 | 18,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| ALPHABET INC-CL C | COM | 02079K107 | 13,991 | 18,000 | SH | Put | SOLE | 0 | 0 | 0 | |
| AMAG PHARMACEUTLS 2.5% 15FEB19 | SDBCV | 00163UAA4 | 7,909 | 7,000,000 | PRN | SOLE | 5,753,000 | 0 | 1,247,000 | ||
| AMERICAN REALTY 3% 1AUG18 | SDBCV | 02917TAA2 | 40,472 | 40,454,000 | PRN | SOLE | 33,356,000 | 0 | 7,098,000 | ||
| AMEX ENERGY SELECT SPDR IDX | COM | 81369Y506 | 35,305 | 500,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| AMERICAN RESIDEN 3.25% | SDBCV | 02927FAA0 | 55,746 | 44,000,000 | PRN | SOLE | 36,202,000 | 0 | 7,798,000 | ||
| APOLLO CMMRL REAL 5.5% 15MAR19 | SDBCV | 03762UAA3 | 81,679 | 79,200,000 | PRN | SOLE | 65,414,000 | 0 | 13,786,000 | ||
| APPLE INC | COM | 037833100 | 26,002 | 230,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| APPLE INC | COM | 037833100 | 26,002 | 230,000 | SH | Put | SOLE | 0 | 0 | 0 | |
| ARRAY BIO INC 3% 1JUN20 | SDBCV | 04269XAA3 | 2,374 | 2,000,000 | PRN | SOLE | 1,642,000 | 0 | 358,000 | ||
| ATLANTICA YIELD PLC | COM | G0751N103 | 554 | 29,100 | SH | SOLE | 24,089 | 0 | 5,011 | ||
| B2GOLD CORP 3.25% 1OCT18 | SDBCV | 11777QAB6 | 5,477 | 5,315,000 | PRN | SOLE | 4,366,000 | 0 | 949,000 | ||
| BIOMARIN PHARMA 1.5 15OCT20 | SDBCV | 09061GAF8 | 32,549 | 26,026,000 | PRN | SOLE | 21,217,000 | 0 | 4,809,000 | ||
| CHENIERE ENERGY 4.25 15MAR45 | SDBCV | 16411RAG4 | 7,585 | 11,893,000 | PRN | SOLE | 9,775,000 | 0 | 2,118,000 | ||
| COLONY FINANCIA 3.875% 15JAN21 | SDBCV | 19624RAB2 | 60,320 | 61,839,000 | PRN | SOLE | 50,125,000 | 0 | 11,714,000 | ||
| COLONY FINANCIAL 5% 15APR23 | SDBCV | 19624RAA4 | 18,167 | 18,238,000 | PRN | SOLE | 14,888,000 | 0 | 3,350,000 | ||
| CONSOLIDATED-TOM 4.5 15MAR20 | SDB | 210226AB2 | 19,253 | 19,620,000 | PRN | SOLE | 16,033,000 | 0 | 3,587,000 | ||
| CTRIP.COM INTL 1.25% 15SEP22 | SDBCV | 22943FAL4 | 69,963 | 69,350,000 | PRN | SOLE | 61,309,000 | 0 | 8,041,000 | ||
| CTRIP.COM INTL LT 1.99 01JUL25 | SDBCV | 22943FAH3 | 90,996 | 80,670,000 | PRN | SOLE | 70,946,000 | 0 | 9,724,000 | ||
| DEPOMED INC 2.5 1SEP21 | SDBCV | 249908AA2 | 69,866 | 48,950,000 | PRN | SOLE | 40,255,000 | 0 | 8,695,000 | ||
| DHT HOLDINGS INC 4.5% 01OCT19 | SDBCV | 23335SAB2 | 1,880 | 2,100,000 | PRN | SOLE | 1,538,000 | 0 | 562,000 | ||
| DOMINION RESO 6.75% 15AUG19 | CVPFD | 25746U836 | 8,506 | 168,700 | SH | SOLE | 138,446 | 0 | 30,254 | ||
| DOUBLE EAGLE ACQUISITION COR | COM | G28195108 | 7,717 | 750,000 | SH | SOLE | 635,873 | 0 | 114,127 | ||
| DYNEGY INC 7% 1JUL19 | CVPFD | 26817R405 | 738 | 9,000 | SH | SOLE | 7,384 | 0 | 1,616 | ||
| EMERGENT BIOSOL 2.875 15JAN21 | SDBCV | 29089QAB1 | 32,075 | 26,000,000 | PRN | SOLE | 21,375,000 | 0 | 4,625,000 | ||
| ENDOLOGIX INC 3.25 1NOV20 | SDBCV | 29266SAB2 | 12,388 | 9,319,000 | PRN | SOLE | 7,677,000 | 0 | 1,642,000 | ||
| FANG HOLDINGS LTD 2% 15DEC18 | SDBCV | 836034AB4 | 893 | 900,000 | PRN | SOLE | 739,000 | 0 | 161,000 | ||
| FIREEYE INC | COM | 31816Q101 | 737 | 50,000 | SH | SOLE | 40,850 | 0 | 9,150 | ||
| FIREEYE INC 1% 1JUN35 | SDBCV | 31816QAB7 | 31,528 | 34,148,000 | PRN | SOLE | 27,899,000 | 0 | 6,249,000 | ||
| GENERAL MOTORS CO | COM | 37045V100 | 1,587 | 49,965 | SH | SOLE | 38,499 | 0 | 11,466 | ||
| GLOBAL PARTNER ACQUISITION C | COM | 37954X204 | 5,026 | 500,000 | SH | SOLE | 382,262 | 0 | 117,738 | ||
| GOGO INC | COM | 38046C109 | 4,286 | 388,200 | SH | SOLE | 294,797 | 0 | 93,403 | ||
| HOLOGIC INC FRN 15DEC43 | SDBCV | 436440AG6 | 5,545 | 4,500,000 | PRN | SOLE | 3,680,000 | 0 | 820,000 | ||
| HORIZON PHARMA 2.5 15MAR22 | SDB | 44052TAB7 | 33,040 | 33,991,000 | PRN | SOLE | 27,997,000 | 0 | 5,994,000 | ||
| ILLUMINA INC 0% 15JUN19 | SDBCV | 452327AF6 | 7,558 | 7,265,000 | PRN | SOLE | 5,970,000 | 0 | 1,295,000 | ||
| INCYTE CORP LTD 1.25% 15NOV20 | SDBCV | 45337CAN2 | 39,507 | 20,382,000 | PRN | SOLE | 16,965,000 | 0 | 3,417,000 | ||
| INTERCEPT PHAR 3.25% 01JUL23 | SDBCV | 45845PAA6 | 26,175 | 23,356,000 | PRN | SOLE | 19,201,000 | 0 | 4,155,000 | ||
| IONIS PHARMACEUTIC 1% 15NOV21 | SDBCV | 464337AJ3 | 3,173 | 3,399,000 | PRN | SOLE | 2,796,000 | 0 | 603,000 | ||
| IRONWOOD PHARMAC 2.25% 15JUN22 | SDBCV | 46333XAD0 | 47,710 | 39,927,000 | PRN | SOLE | 32,772,000 | 0 | 7,155,000 | ||
| ISHARES MSCI EMERGING MKT IN | COM | 464287234 | 6,659 | 177,800 | SH | Put | SOLE | 0 | 0 | 0 | |
| LIGAND PHARMA 0.75% 15AUG19 | SDBCV | 53220KAD0 | 29,087 | 19,855,000 | PRN | SOLE | 16,292,000 | 0 | 3,563,000 | ||
| MEDICINES COMPANY 2.5 15JAN22 | SDBCV | 584688AE5 | 3,243 | 2,500,000 | PRN | SOLE | 2,058,000 | 0 | 442,000 | ||
| MEDIDATA SOL 1% 01AUG18 | SDBCV | 58471AAB1 | 3,524 | 3,000,000 | PRN | SOLE | 2,464,000 | 0 | 536,000 | ||
| MICRON TECH 1.625% 15FEB33 | SDBCV | 595112AU7 | 22,372 | 13,250,000 | PRN | SOLE | 11,808,000 | 0 | 1,442,000 | ||
| MICRON TECH 2.375% 01MAY32 A | SDBCV | 595112AW3 | 571 | 300,000 | PRN | SOLE | 266,000 | 0 | 34,000 | ||
| MICRON TECH INC 2.125% 15FEB33 | SDBCV | 595112AV5 | 65,371 | 36,991,000 | PRN | SOLE | 32,935,000 | 0 | 4,056,000 | ||
| MICRON TECHN 3.125% 01MAY32 A | SDBCV | 595112AX1 | 126,982 | 66,777,000 | PRN | SOLE | 58,926,000 | 0 | 7,851,000 | ||
| MICROSOFT CORP | COM | 594918104 | 14,400 | 250,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| MICROSOFT CORP | COM | 594918104 | 14,400 | 250,000 | SH | Put | SOLE | 0 | 0 | 0 | |
| MOLINA HEALTH 1.125% 15JAN20 | SDBCV | 60855RAC4 | 4,853 | 3,190,000 | PRN | SOLE | 2,626,000 | 0 | 564,000 | ||
| NEVRO CORP 1.75% 01JUN21 | SDBCV | 64157FAA1 | 5,949 | 4,581,000 | PRN | SOLE | 3,735,000 | 0 | 846,000 | ||
| NEW MOUNTAIN FINANC 5% 15JUN19 | SDBCV | 647551AB6 | 2,311 | 2,250,000 | PRN | SOLE | 1,847,000 | 0 | 403,000 | ||
| NOVELLUS SYSTEM 2.625% 15MAY41 | SDBCV | 670008AD3 | 167 | 60,000 | PRN | SOLE | 49,000 | 0 | 11,000 | ||
| NUTANIX INC - A | COM | 67059N108 | 5,550 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| OASIS PETROLE 2.625 15SEP23 | SDBCV | 674215AJ7 | 57,813 | 51,083,000 | PRN | SOLE | 41,960,000 | 0 | 9,123,000 | ||
| ON SEMICONDUCTO 2.625% 15DEC26 | SDBCV | 682189AH8 | 1,195 | 1,000,000 | PRN | SOLE | 821,000 | 0 | 179,000 | ||
| PACE HOLDINGS CORP | COM | G6865N129 | 559 | 53,771 | SH | SOLE | 26,143 | 0 | 27,628 | ||
| PATTERN ENERGY 4% 15JUL20 | SDBCV | 70338PAB6 | 2,933 | 2,895,000 | PRN | SOLE | 2,386,000 | 0 | 509,000 | ||
| PDC ENERGY INC 1.125% 15SEP21 | SDBCV | 69327RAD3 | 536 | 500,000 | PRN | SOLE | 411,000 | 0 | 89,000 | ||
| QUIDEL CORP 3.25% 15DEC20 | SDBCV | 74838JAA9 | 37,767 | 37,464,000 | PRN | SOLE | 30,818,000 | 0 | 6,646,000 | ||
| REPLIGEN CORP 2.125% 01JUN21 | SDBCV | 759916AA7 | 10,905 | 9,527,000 | PRN | SOLE | 7,969,000 | 0 | 1,558,000 | ||
| ROYAL BK SCOTLND G FRN 29DEC49 | SDB | 780097BB6 | 14,720 | 14,860,000 | PRN | SOLE | 12,217,000 | 0 | 2,643,000 | ||
| SABAN CAPITAL ACQUISITION CO | COM | 78516C205 | 1,513 | 150,000 | SH | SOLE | 125,962 | 0 | 24,038 | ||
| SINA CORP 1% 01DEC18 | SDBCV | 82922RAD5 | 21,556 | 21,569,000 | PRN | SOLE | 17,745,000 | 0 | 3,824,000 | ||
| SM ENERGY CO 1.5% 01JUL21 | SDBCV | 78454LAM2 | 23,926 | 19,879,000 | PRN | SOLE | 16,329,000 | 0 | 3,550,000 | ||
| SPDR S&P500 ETF TRUST | COM | 78462F103 | 43,260 | 200,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| SPDR S&P500 ETF TRUST | COM | 78462F103 | 64,890 | 300,000 | SH | Put | SOLE | 0 | 0 | 0 | |
| SPDR S&P500 ETF TRUST | COM | 78462F103 | 6,922 | 32,000 | SH | SOLE | 30,599 | 0 | 1,401 | ||
| STARWOOD PROPERTY 4.55% 1MAR18 | SDBCV | 85571BAA3 | 6,368 | 5,795,000 | PRN | SOLE | 4,763,000 | 0 | 1,032,000 | ||
| STARWOOD PRPRTY TR3.75 15OCT17 | SDBCV | 85571BAC9 | 77,638 | 75,286,000 | PRN | SOLE | 61,966,000 | 0 | 13,320,000 | ||
| STARWOOD WAYPOINT 3% 1JUL19 | SDB | 85571WAB5 | 69,412 | 63,641,000 | PRN | SOLE | 52,155,000 | 0 | 11,486,000 | ||
| STARWOOD WAYPOINT 4.5 15OCT17 | SDBCV | 85571WAD1 | 33 | 31,000 | PRN | SOLE | 26,000 | 0 | 5,000 | ||
| STILLWTER MINING 1.75% 15OCT32 | SDBCV | 86074QAL6 | 18,668 | 15,471,000 | PRN | SOLE | 12,748,000 | 0 | 2,723,000 | ||
| SUNPOWER CORP .75 1JUN18 | SDBCV | 867652AG4 | 592 | 650,000 | PRN | SOLE | 534,000 | 0 | 116,000 | ||
| TERRAFORM GLOBAL INC - CL A | COM | 88104M101 | 18,813 | 4,577,601 | SH | SOLE | 3,838,705 | 0 | 738,896 | ||
| TETRALOGIC PHAR 8% 15JUN19 | SDBCV | 88165UAB5 | 675 | 7,500,000 | PRN | SOLE | 5,634,000 | 0 | 1,866,000 | ||
| TIMKENSTEEL 6% 1JUN21 | SDB | 887399AA1 | 14,986 | 13,550,000 | PRN | SOLE | 11,180,000 | 0 | 2,370,000 | ||
| TRINA SOLAR LTD-SPON ADR | COM | 89628E104 | 2,159 | 210,839 | SH | SOLE | 142,949 | 0 | 67,890 | ||
| TWITTER INC 0.25% 15SEP19 | SDBCV | 90184LAB8 | 42,963 | 44,693,000 | PRN | SOLE | 36,671,000 | 0 | 8,022,000 | ||
| VECTOR GROUP LTD 1.75% 15APR20 | SDBCV | 92240MBC1 | 54,554 | 47,895,000 | PRN | SOLE | 39,360,000 | 0 | 8,535,000 | ||
| VIPSHOP HLDG LTD 1.5% 15MAR19 | SDBCV | 92763WAA1 | 19,156 | 17,723,000 | PRN | SOLE | 14,566,000 | 0 | 3,157,000 | ||
| WEATHERFORD 5.875% 01JUL21 | SDBCV | 947075AH0 | 6,756 | 6,000,000 | PRN | SOLE | 4,933,000 | 0 | 1,067,000 | ||
| WORKDAY INC .75% 15JUL18 | SDBCV | 98138HAC5 | 37 | 30,000 | PRN | SOLE | 25,000 | 0 | 5,000 | ||
| WORKDAY INC 1.5% 15JUL20 | SDBCV | 98138HAD3 | 21,589 | 16,600,000 | PRN | SOLE | 13,621,000 | 0 | 2,979,000 | ||
| WRIGHT MEDIC 2% 15FEB20 | SDBCV | 98235TAE7 | 7,496 | 7,000,000 | PRN | SOLE | 5,691,000 | 0 | 1,309,000 | ||
| YAHOO INC 0% 1DEC18 | SDBCV | 984332AF3 | 62,370 | 60,731,000 | PRN | SOLE | 39,134,000 | 0 | 21,597,000 | ||
| YY INC 2.25 1APR19 | SDBCV | 98426TAB2 | 13,227 | 13,357,000 | PRN | SOLE | 11,478,000 | 0 | 1,879,000 | ||