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 |
|
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 |
QIMONDA FI 6.75% 22Mar13 | SDBCV | 74732WAA7 | 868 | 5,000,000 | PRN | SOLE | 4,250,000 | 0 | 750,000 | ||
51JOB INC 3.25 15APR19 | SDBCV | 316827AC8 | 33,550 | 32,885,000 | PRN | SOLE | 27,785,000 | 0 | 5,100,000 | ||
51JOB INC-ADR | COM | 316827104 | 5,958 | 192,030 | SH | SOLE | 122,555 | 0 | 69,475 | ||
ALERE INC 3% 31DEC49 SER B PFD | CVPFD | 01449J204 | 124,657 | 330,514 | SH | SOLE | 283,623 | 0 | 46,891 | ||
ALIBABA GROUP HOLDING-SP ADR | ADR | 01609W102 | 23,709 | 300,000 | SH | Call | SOLE | 0 | 0 | 0 | |
ALIBABA GROUP HOLDING-SP ADR | ADR | 01609W102 | 23,709 | 300,000 | SH | Put | SOLE | 0 | 0 | 0 | |
ALPHABET INC-CL C | COM | 02079K107 | 13,409 | 18,000 | SH | Call | SOLE | 0 | 0 | 0 | |
ALPHABET INC-CL C | COM | 02079K107 | 13,409 | 18,000 | SH | Put | SOLE | 0 | 0 | 0 | |
AMERICAN REALTY 3% 1AUG18 | SDBCV | 02917TAA2 | 24,365 | 25,000,000 | PRN | SOLE | 21,123,000 | 0 | 3,877,000 | ||
AMERICAN REALTY 3.75 15DEC20 | SDBCV | 02917TAB0 | 16,689 | 17,400,000 | PRN | SOLE | 14,741,000 | 0 | 2,659,000 | ||
AMEX ENERGY SELECT SPDR IDX | ETF | 81369Y506 | 30,945 | 500,000 | SH | Call | SOLE | 0 | 0 | 0 | |
APOLLO CMMRL REAL 5.5% 15MAR19 | SDBCV | 03762UAA3 | 51,147 | 50,651,000 | PRN | SOLE | 42,573,000 | 0 | 8,078,000 | ||
APPLE INC | COM | 037833100 | 25,068 | 230,000 | SH | Call | SOLE | 0 | 0 | 0 | |
APPLE INC | COM | 037833100 | 25,068 | 230,000 | SH | Put | SOLE | 0 | 0 | 0 | |
BIOMARIN PHARMA 0.75 15OCT18 | SDBCV | 09061GAE1 | 13,354 | 11,517,000 | PRN | SOLE | 9,734,000 | 0 | 1,783,000 | ||
BIOMARIN PHARMA 1.5 15OCT20 | SDBCV | 09061GAF8 | 15,146 | 12,760,000 | PRN | SOLE | 10,782,000 | 0 | 1,978,000 | ||
CANADIAN SOLAR 4.25% 15FEB19 | SDBCV | 136635AE9 | 14,035 | 16,605,000 | PRN | SOLE | 14,046,000 | 0 | 2,559,000 | ||
CHENIERE ENERGY 4.25 15MAR45 | SDBCV | 16411RAG4 | 13,345 | 25,393,000 | PRN | SOLE | 21,545,000 | 0 | 3,848,000 | ||
COLONY FINANCIA 3.875% 15JAN21 | SDBCV | 19624RAB2 | 59,130 | 65,826,000 | PRN | SOLE | 55,673,000 | 0 | 10,153,000 | ||
COLONY FINANCIAL 5% 15APR23 | SDBCV | 19624RAA4 | 8,661 | 9,663,000 | PRN | SOLE | 7,824,000 | 0 | 1,839,000 | ||
CTRIP.COM INTER 1.25% 15OCT18 | SDBCV | 22943FAD2 | 10,883 | 8,453,000 | PRN | SOLE | 7,165,000 | 0 | 1,288,000 | ||
DHT HOLDINGS INC 4.5% 01OCT19 | SDBCV | 23335SAB2 | 2,077 | 2,100,000 | PRN | SOLE | 1,538,000 | 0 | 562,000 | ||
DOUBLE EAGLE ACQUISITION COR | COM | G28195124 | 7,501 | 750,000 | SH | SOLE | 635,873 | 0 | 114,127 | ||
DYCOM INDS | COM | 267475101 | 3,415 | 52,800 | SH | SOLE | 42,834 | 0 | 9,966 | ||
ENVESTNET INC 1.75% 15DEC19 | SDBCV | 29404KAA4 | 2,082 | 2,399,000 | PRN | SOLE | 2,034,000 | 0 | 365,000 | ||
GENERAL MOTORS CO | COM | 37045V100 | 1,571 | 49,965 | SH | SOLE | 38,499 | 0 | 11,466 | ||
GLOBAL PARTNER ACQUISITION C | COM | 37954X204 | 4,900 | 500,000 | SH | SOLE | 382,262 | 0 | 117,738 | ||
GOGO INC | COM | 38046C109 | 4,275 | 388,200 | SH | SOLE | 294,792 | 0 | 93,408 | ||
GORES HOLDINGS INC | COM | 382866200 | 4,990 | 500,000 | SH | SOLE | 385,763 | 0 | 114,237 | ||
HERCULES OFFSHORE INC | COM | 427093307 | 114 | 47,488 | SH | SOLE | 35,490 | 0 | 11,998 | ||
INCYTE CORP LTD 0.375% 15NOV18 | SDBCV | 45337CAM4 | 7,935 | 5,151,000 | PRN | SOLE | 4,356,000 | 0 | 795,000 | ||
INCYTE CORP LTD 1.25% 15NOV20 | SDBCV | 45337CAN2 | 35,092 | 22,232,000 | PRN | SOLE | 18,807,000 | 0 | 3,425,000 | ||
INVACARE CORP | COM | 461203101 | 640 | 48,554 | SH | SOLE | 39,540 | 0 | 9,014 | ||
IPATH S&P 500 VIX S/T FU ETN | COM | 06742E711 | 3,584 | 200,000 | SH | Put | SOLE | 0 | 0 | 0 | |
LEXICON PHARMA 5.25 1DEC21 | SDBCV | 528872AB0 | 32,329 | 20,125,000 | PRN | SOLE | 17,066,000 | 0 | 3,059,000 | ||
LIGAND PHARMA 0.75% 15AUG19 | SDBCV | 53220KAD0 | 86,466 | 56,665,000 | PRN | SOLE | 47,898,000 | 0 | 8,767,000 | ||
LINKEDIN CORP 0.50% 01NOV19 | SDBCV | 53578AAB4 | 26,773 | 29,500,000 | PRN | SOLE | 24,942,000 | 0 | 4,558,000 | ||
MEDIDATA SOL 1% 01AUG18 | SDBCV | 58471AAB1 | 5,061 | 5,000,000 | PRN | SOLE | 4,217,000 | 0 | 783,000 | ||
MERITOR INC | COM | 59001K100 | 794 | 98,488 | SH | SOLE | 83,321 | 0 | 15,167 | ||
MICRON TECH 1.625% 15FEB33 | SDBCV | 595112AU7 | 8,229 | 7,000,000 | PRN | SOLE | 5,930,000 | 0 | 1,070,000 | ||
MICRON TECH 2.375% 01MAY32 A | SDBCV | 595112AW3 | 13,219 | 10,500,000 | PRN | SOLE | 8,862,000 | 0 | 1,638,000 | ||
MICRON TECH INC 2.125% 15FEB33 | SDBCV | 595112AV5 | 23,667 | 19,750,000 | PRN | SOLE | 16,627,000 | 0 | 3,123,000 | ||
MICRON TECHN 3.125% 01MAY32 A | SDBCV | 595112AX1 | 26,508 | 20,745,000 | PRN | SOLE | 17,464,000 | 0 | 3,281,000 | ||
MICROSOFT CORP | COM | 594918104 | 13,807 | 250,000 | SH | Call | SOLE | 0 | 0 | 0 | |
MICROSOFT CORP | COM | 594918104 | 13,807 | 250,000 | SH | Put | SOLE | 0 | 0 | 0 | |
MODUSLINK GLOBAL 5.25 1MAR19 | SDB | 60786LAB3 | 3,463 | 5,000,000 | PRN | SOLE | 3,736,000 | 0 | 1,264,000 | ||
MOLINA HEALTH 1.125% 15JAN20 | SDBCV | 60855RAC4 | 24,637 | 14,936,000 | PRN | SOLE | 12,654,000 | 0 | 2,282,000 | ||
MOLINA HEALTHCAR 1.625%15AUG44 | SDBCV | 60855RAD2 | 25,507 | 20,250,000 | PRN | SOLE | 17,171,000 | 0 | 3,079,000 | ||
NATIONAL HEALTH I 3.25% 1APR21 | SDBCV | 63633DAE4 | 1,398 | 1,354,000 | PRN | SOLE | 1,143,000 | 0 | 211,000 | ||
NETSUITE INC 0.25% 01JUL18 | SDBCV | 64118QAB3 | 19,318 | 20,150,000 | PRN | SOLE | 17,038,000 | 0 | 3,112,000 | ||
NUANCE COMMU 1.5 01NOV35 | SDBCV | 67020YAG5 | 4,653 | 4,500,000 | PRN | SOLE | 3,806,000 | 0 | 694,000 | ||
ON SEMICONDUCTO 2.625% 15DEC26 | SDBCV | 682189AH8 | 1,831 | 1,686,000 | PRN | SOLE | 1,424,000 | 0 | 262,000 | ||
PACE HOLDINGS CORP | COM | G6865N103 | 4,893 | 489,840 | SH | SOLE | 380,758 | 0 | 109,082 | ||
PACIRA PHARMA 3.25% 1FEB19 | SDBCV | 695127AB6 | 14,564 | 6,582,000 | PRN | SOLE | 5,565,000 | 0 | 1,017,000 | ||
PROOFPOINT INC 1.25% 15DEC18 | SDBCV | 743424AB9 | 25,206 | 17,255,000 | PRN | SOLE | 14,626,000 | 0 | 2,629,000 | ||
QIHO360 TECCO LTD 0.5% 15AUG20 | SDBCV | 74734MAE9 | 11,578 | 11,700,000 | PRN | SOLE | 9,955,000 | 0 | 1,745,000 | ||
QIHOO 360 TECH CO 2.5% 15SEP18 | SDBCV | 74734MAB5 | 50,174 | 50,360,000 | PRN | SOLE | 42,816,000 | 0 | 7,544,000 | ||
QUIDEL CORP 3.25% 15DEC20 | SDBCV | 74838JAA9 | 34,443 | 38,464,000 | PRN | SOLE | 32,605,000 | 0 | 5,859,000 | ||
S&P 500 DEPOSITORY RECEIPT | COM | 78462F103 | 61,656 | 300,000 | SH | Call | SOLE | 0 | 0 | 0 | |
SINA CORP 1% 01DEC18 | SDBCV | 82922RAD5 | 21,523 | 21,906,000 | PRN | SOLE | 18,516,000 | 0 | 3,390,000 | ||
SPIRIT REALTY 2.875% 15MAY19 | SDBCV | 84860WAA0 | 44,034 | 43,987,000 | PRN | SOLE | 37,286,000 | 0 | 6,701,000 | ||
SPIRIT REALTY CAP 3.75 15MAY21 | SDBCV | 84860WAB8 | 7,567 | 7,500,000 | PRN | SOLE | 6,343,000 | 0 | 1,157,000 | ||
STARWOOD PROPERTY 4.55% 1MAR18 | SDBCV | 85571BAA3 | 18,597 | 18,500,000 | PRN | SOLE | 15,687,000 | 0 | 2,813,000 | ||
STARWOOD PRPRTY TR3.75 15OCT17 | SDBCV | 85571BAC9 | 50,163 | 50,723,000 | PRN | SOLE | 43,009,000 | 0 | 7,714,000 | ||
STARWOOD WAYPOINT 3% 1JUL19 | SDB | 85571WAB5 | 47,212 | 47,569,000 | PRN | SOLE | 40,276,000 | 0 | 7,293,000 | ||
STARWOOD WAYPOINT 4.5 15OCT17 | SDBCV | 85571WAD1 | 36,155 | 35,131,000 | PRN | SOLE | 29,707,000 | 0 | 5,424,000 | ||
SUNPOWER CORP .75 1JUN18 | SDBCV | 867652AG4 | 10,010 | 9,049,000 | PRN | SOLE | 7,494,000 | 0 | 1,555,000 | ||
TESARO INC 3% 01OCT21 | SDBCV | 881569AA5 | 27,807 | 18,895,000 | PRN | SOLE | 15,976,000 | 0 | 2,919,000 | ||
TETRALOGIC PHAR 8% 15JUN19 | SDBCV | 88165UAB5 | 2,139 | 7,500,000 | PRN | SOLE | 5,634,000 | 0 | 1,866,000 | ||
TRINA SOLAR LTD 3.5% 15JUN19 | SDBCV | 89628EAC8 | 35,795 | 38,905,000 | PRN | SOLE | 32,974,000 | 0 | 5,931,000 | ||
TRINA SOLAR LTD 4% 15OCT17 | SDBCV | 89628EAE4 | 19,394 | 21,500,000 | PRN | SOLE | 18,225,000 | 0 | 3,275,000 | ||
TWITTER INC 0.25% 15SEP19 | SDBCV | 90184LAB8 | 45,482 | 51,670,000 | PRN | SOLE | 43,735,000 | 0 | 7,935,000 | ||
UNISYS CORP | COM | 909214306 | 2,724 | 353,700 | SH | SOLE | 289,421 | 0 | 64,279 | ||
VECTOR GROUP LTD 1.75% 15APR20 | SDBCV | 92240MBC1 | 46,811 | 42,145,000 | PRN | SOLE | 35,644,000 | 0 | 6,501,000 | ||
WORKDAY INC .75% 15JUL18 | SDBCV | 98138HAC5 | 23,744 | 20,920,000 | PRN | SOLE | 17,689,000 | 0 | 3,231,000 | ||
WORKDAY INC 1.5% 15JUL20 | SDBCV | 98138HAD3 | 35,439 | 30,000,000 | PRN | SOLE | 25,416,000 | 0 | 4,584,000 | ||
YAHOO INC 0% 1DEC18 | SDBCV | 984332AF3 | 170,719 | 172,155,000 | PRN | SOLE | 152,061,000 | 0 | 20,094,000 | ||
TRINA SOLAR LIMITED | COM | 89628E104 | 2,169 | 218,171 | SH | SOLE | 0 | 0 | 218,171 |