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 |
AEROJET 2.25 15DEC23 OTC | SDBCV | 007800AB1 | 85,505 | 59,935,000 | PRN | SOLE | 59,935,000 | 0 | 0 | ||
AIR TRANSPORT 1.125 15OCT24 | SDBCV | 00922RAB1 | 5,134 | 5,356,000 | PRN | SOLE | 5,038,000 | 0 | 318,000 | ||
ALDER BIOPHARM 2.5 01FEB25 | SDBCV | 014339AA3 | 28,238 | 26,250,000 | PRN | SOLE | 24,524,000 | 0 | 1,726,000 | ||
ALTABA INC | COM | 021346101 | 1,022 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
ALTABA INC 0 1DEC18 | SDBCV | 984332AF3 | 191,932 | 151,580,000 | PRN | SOLE | 142,925,000 | 0 | 8,655,000 | ||
AMEX FINANCIAL SELECT SPDR IDX | COM | 81369Y605 | 2,758 | 100,000 | SH | Call | SOLE | 0 | 0 | 0 | |
APOLLO CRLREALEST 4.75 23AUG22 | SDBCV | 03762UAB1 | 153,517 | 152,839,000 | PRN | SOLE | 142,758,000 | 0 | 10,081,000 | ||
ARRAY BIO 2.625 1DEC24 144A | SDBCV | 04269XAB1 | 25,225 | 20,075,000 | PRN | SOLE | 17,942,000 | 0 | 2,133,000 | ||
ASHLAND GLOBAL HOLDINGS INC | COM | 044186104 | 2,516 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
BLACKSTONE 4.375 05MAY22 | SDBCV | 09257WAB6 | 54,281 | 54,209,000 | PRN | SOLE | 50,893,000 | 0 | 3,316,000 | ||
BLACKSTONE MORT 4.75 15MAR23 | SDBCV | 09257WAC4 | 14,541 | 14,600,000 | PRN | SOLE | 13,721,000 | 0 | 879,000 | ||
BRAEMAR HOTELS 5.5 31DEC49 | CVPFD | 10482B200 | 5,439 | 276,663 | SH | SOLE | 255,846 | 0 | 20,817 | ||
CARBONITE INC | SDBCV | 141337AB1 | 10,721 | 7,137,000 | PRN | SOLE | 6,709,000 | 0 | 428,000 | ||
CHESAPEAKE ENERGY 5.5 15SEP26 | SDBCV | 165167CY1 | 31,611 | 32,015,000 | PRN | SOLE | 30,061,000 | 0 | 1,954,000 | ||
CHURCHILL CAPITAL CORP | COM | 17142R202 | 5,075 | 500,000 | SH | SOLE | 467,376 | 0 | 32,624 | ||
CLEVELAND-CLIFFS 1.50 15JAN25 | SDBCV | 185899AA9 | 54,842 | 33,350,000 | PRN | SOLE | 31,432,000 | 0 | 1,918,000 | ||
CLOVIS ONCOLOGY 2.5 15SEP21 | SDBCV | 189464AB6 | 89,573 | 95,856,000 | PRN | SOLE | 88,770,000 | 0 | 7,086,000 | ||
CTRIP.COM INT LTD 1.25 15SEP22 | SDBCV | 22943FAM2 | 68,049 | 69,387,000 | PRN | SOLE | 65,203,000 | 0 | 4,184,000 | ||
CTRIP.COM INTL LT 1.99 01JUL25 | SDBCV | 22943FAH3 | 4,093 | 3,931,000 | PRN | SOLE | 2,197,000 | 0 | 1,734,000 | ||
DEUTSCHE BANK AG -REG | COM | D18190898 | 3,408 | 300,000 | SH | SOLE | 282,761 | 0 | 17,239 | ||
DEUTSCHE BANK AG -REG | COM | D18190898 | 6,843 | 600,000 | SH | SOLE | 557,296 | 0 | 42,704 | ||
DFB HEALTHCARE ACQUISIT - WA | RT | 23291E117 | 606 | 409,999 | SH | SOLE | 384,120 | 0 | 25,879 | ||
DFB HEALTHCARE ACQUISITIONS | COM | 23291E109 | 11,820 | 1,230,000 | SH | SOLE | 1,152,362 | 0 | 77,638 | ||
ENCORE CAP EUR 4.5 1SEP23 | SDBCV | 29260UAA5 | 35,240 | 34,285,000 | PRN | SOLE | 32,147,000 | 0 | 2,138,000 | ||
EVERBRIDGE INC 1.5 1NOV22 | SDBCV | 29978AAA2 | 96,894 | 55,184,000 | PRN | SOLE | 52,179,000 | 0 | 3,005,000 | ||
EXACT SCIENCES CORP 1 15JAN25 | SDBCV | 30063PAA3 | 37,111 | 30,012,000 | PRN | SOLE | 24,753,000 | 0 | 5,259,000 | ||
EZCORP 2.875 1JUL24 OTC | SDBCV | 302301AF3 | 33,378 | 26,810,000 | PRN | SOLE | 25,059,000 | 0 | 1,751,000 | ||
FLEXION THER INC 3.375 01MAY24 | SDBCV | 33938JAB2 | 17,811 | 17,612,000 | PRN | SOLE | 16,556,000 | 0 | 1,056,000 | ||
FTS INTERNATIONAL INC | COM | 30283W104 | 1,895 | 160,717 | SH | SOLE | 149,708 | 0 | 11,009 | ||
GAIN CAPITAL HLDGS 5 15AUG22 | SDBCV | 36268WAF7 | 23,235 | 22,333,000 | PRN | SOLE | 20,642,000 | 0 | 1,691,000 | ||
GENERAL MOTORS CO | COM | 37045V100 | 3,367 | 100,000 | SH | SOLE | 93,625 | 0 | 6,375 | ||
GOLAR LNG LTD | SDBCV | 38046YAB7 | 69,750 | 66,622,000 | PRN | SOLE | 63,107,000 | 0 | 3,515,000 | ||
GOLDMAN SACHS BDC 4.5 01APR22 | SDBCV | 38147UAB3 | 5,321 | 5,259,000 | PRN | SOLE | 4,952,000 | 0 | 307,000 | ||
GORDON POINTE ACQUISI - WAR | RT | 382788115 | 673 | 1,077,000 | SH | SOLE | 1,008,773 | 0 | 68,227 | ||
GORES HOLD II INC - CW22 | RT | 382867117 | 274 | 128,007 | SH | SOLE | 115,097 | 0 | 12,910 | ||
GORES HOLDINGS II INC - A | COM | 382867109 | 3,908 | 367,971 | SH | SOLE | 345,293 | 0 | 22,678 | ||
GORES HOLDINGS III INC | COM | 38286G208 | 12,775 | 1,250,000 | SH | SOLE | 1,170,892 | 0 | 79,108 | ||
GRANITE POINTMTGE 5.625 2 | SDBCV | 38741LAB3 | 3,573 | 3,455,000 | PRN | SOLE | 3,244,000 | 0 | 211,000 | ||
GREEN PLAINS INC 4.125 01SEP22 | SDBCV | 393222AF1 | 41,480 | 43,302,000 | PRN | SOLE | 40,457,000 | 0 | 2,845,000 | ||
GS ACQUISITION HOLDINGS CORP | COM | 36255F201 | 12,402 | 1,200,000 | SH | SOLE | 1,126,094 | 0 | 73,906 | ||
HANNON ARMSTRONG 4.125 01SEP22 | SDBCV | 41068XAB6 | 29,379 | 30,042,000 | PRN | SOLE | 27,846,000 | 0 | 2,196,000 | ||
HELIX ENER SOLUT 4.125 15SEP23 | SDBCV | 42330PAJ6 | 35,844 | 27,640,000 | PRN | SOLE | 25,476,000 | 0 | 2,164,000 | ||
HELIX ENERGY SOL 4 1/4 01MAY22 | SDBCV | 42330PAH0 | 3,874 | 3,600,000 | PRN | SOLE | 3,399,000 | 0 | 201,000 | ||
HENNESSY CAP ACQUIS-CW22 | RT | 42588L113 | 1,865 | 1,251,830 | SH | SOLE | 1,180,614 | 0 | 71,216 | ||
HENNESSY CAPITAL ACQUI | COM | 42588L105 | 4,560 | 447,493 | SH | SOLE | 447,493 | 0 | 0 | ||
HORIZON PHARMA 2.5 15MAR22 | SDBCV | 44052TAB7 | 32,452 | 32,187,000 | PRN | SOLE | 30,055,000 | 0 | 2,132,000 | ||
HUBSPOT INC 0.25 1JUN22 | SDBCV | 443573AB6 | 5,637 | 3,419,000 | PRN | SOLE | 1,003,000 | 0 | 2,416,000 | ||
II-VI INC .25 1SEP22 | SDBCV | 902104AB4 | 58,282 | 49,657,000 | PRN | SOLE | 46,693,000 | 0 | 2,964,000 | ||
ILLUMINA INC | COM | 452327109 | 1,152 | 3,140 | SH | SOLE | 2,957 | 0 | 183 | ||
INFINERA CORP 2.125 1SEP24 | SDBCV | 45667GAC7 | 66,086 | 65,050,000 | PRN | SOLE | 61,152,000 | 0 | 3,898,000 | ||
INNOVIVA INC 2.50 15AUG25 | SDBCV | 45781MAB7 | 82,434 | 74,162,000 | PRN | SOLE | 69,941,000 | 0 | 4,221,000 | ||
INPHI CORP 0.75 01SEP21 | SDBCV | 45772FAC1 | 26,530 | 26,897,000 | PRN | SOLE | 25,171,000 | 0 | 1,726,000 | ||
INPHI CORP 1.125 1DEC20 | SDBCV | 45772FAB3 | 39,016 | 33,846,000 | PRN | SOLE | 31,798,000 | 0 | 2,048,000 | ||
INSMED INC 1.75 15JAN25 | SDBCV | 457669AA7 | 43,311 | 51,146,000 | PRN | SOLE | 48,080,000 | 0 | 3,066,000 | ||
INTREXON CORP 3.5 1JUL23 | SDBCV | 46122TAA0 | 13,233 | 11,250,000 | PRN | SOLE | 10,575,000 | 0 | 675,000 | ||
INVACARE CORP 4.5 1JUNE22 | SDBCV | 461203AH4 | 8,498 | 7,509,000 | PRN | SOLE | 7,101,000 | 0 | 408,000 | ||
INVACARE CORP 5 15FEB21 | SDBCV | 461203AF8 | 3,808 | 3,500,000 | PRN | SOLE | 3,224,000 | 0 | 276,000 | ||
IRONWOOD PHARMAC 2.25 15JUN22 | SDBCV | 46333XAD0 | 70,771 | 54,456,000 | PRN | SOLE | 48,889,000 | 0 | 5,567,000 | ||
ISHARES MSCI BRAZIL ETF | COM | 464286400 | 6,746 | 200,000 | SH | Call | SOLE | 0 | 0 | 0 | |
ISHARES MSCI EMERGING MKT IN | COM | 464287234 | 4,292 | 100,000 | SH | Put | SOLE | 0 | 0 | 0 | |
ISHARES TR-RUSSELL 2000 IDX | COM | 464287655 | 16,855 | 100,000 | SH | Call | SOLE | 0 | 0 | 0 | |
KADMON HOLDINGS INC | COM | 48283N106 | 1,836 | 549,472 | SH | SOLE | 525,922 | 0 | 23,550 | ||
LENDINGTREE INC .625 1JUN22 | SDBCV | 52603BAA5 | 76,505 | 60,362,000 | PRN | SOLE | 56,382,000 | 0 | 3,980,000 | ||
LIBERTYMEDCORP 1 30JAN23 144A | SDBCV | 531229AF9 | 25,987 | 22,204,000 | PRN | SOLE | 20,805,000 | 0 | 1,399,000 | ||
LUMENTUM HOLDINGS .25 15MAR24 | SDBCV | 55024UAB5 | 13,301 | 11,078,000 | PRN | SOLE | 10,408,000 | 0 | 670,000 | ||
MAGNACHIP SEMI 5 1MAR21 | CVPFD | 55932XAB0 | 61 | 45,000 | PRN | SOLE | 42,000 | 0 | 3,000 | ||
MAGNOLIA OIL & GAS CORP WTS | RT | 559663117 | 2,896 | 622,714 | SH | SOLE | 574,141 | 0 | 48,573 | ||
MEDICINES COMPANY 2.5 15JAN22 | SDBCV | 584688AE5 | 7,765 | 7,215,000 | PRN | SOLE | 6,739,000 | 0 | 476,000 | ||
MGIC INVESTMENT CORP | COM | 552848103 | 1,654 | 124,260 | SH | SOLE | 115,692 | 0 | 8,568 | ||
MICROCHIP TECH 1.625 15FEB27 | SDBCV | 595017AF1 | 225,749 | 211,859,000 | PRN | SOLE | 200,377,000 | 0 | 11,482,000 | ||
MICROCHIP TECH 2.25 15FEB37 | SDBCV | 595017AH7 | 27,608 | 26,172,000 | PRN | SOLE | 21,620,000 | 0 | 4,552,000 | ||
MOSAIC ACQUISITION CORP-CL A | COM | G62848109 | 1,952 | 200,000 | SH | SOLE | 187,017 | 0 | 12,983 | ||
MOSAIC ACQUISITION CORP-CW22 | RT | G62848125 | 86 | 66,666 | SH | SOLE | 62,339 | 0 | 4,327 | ||
NEBULA ACQUISITION CORP-CL A | COM | 629076100 | 7,611 | 783,000 | SH | SOLE | 733,653 | 0 | 49,347 | ||
NEBULA ACQUISITION CORP-CW23 | RT | 629076118 | 339 | 261,000 | SH | SOLE | 244,551 | 0 | 16,449 | ||
NEVRO CORP 1.75 01JUN21 | SDBCV | 64157FAA1 | 1,212 | 1,221,000 | PRN | SOLE | 1,140,000 | 0 | 81,000 | ||
NEW MOUNTAIN FIN 5.75 15AUG23 | SDBCV | 647551AC4 | 10,041 | 10,000,000 | PRN | SOLE | 9,313,000 | 0 | 687,000 | ||
OASIS PETROLE 2.625 15SEP23 | SDBCV | 674215AJ7 | 2,262 | 1,678,000 | PRN | SOLE | 78,000 | 0 | 1,600,000 | ||
ONE MADISON CORP-CLASS A | COM | G6772P100 | 9,526 | 979,000 | SH | SOLE | 917,066 | 0 | 61,934 | ||
ONE MADISON CORP-CW | RT | G6772P126 | 553 | 489,500 | SH | SOLE | 458,533 | 0 | 30,967 | ||
PDC ENERGY INC 1.125 15SEP21 | SDBCV | 69327RAD3 | 6,810 | 7,000,000 | PRN | SOLE | 6,573,000 | 0 | 427,000 | ||
PDL BIOPHARMA 2.75 01DEC21 | SDBCV | 69329YAG9 | 26,292 | 26,617,000 | PRN | SOLE | 24,966,000 | 0 | 1,651,000 | ||
PLATINUM EAGLE ACQUISITION C | COM | G7126L100 | 9,628 | 978,998 | SH | SOLE | 917,066 | 0 | 61,932 | ||
PLATINUM EAGLE ACQUISITION C | RT | G7126L118 | 399 | 326,332 | SH | SOLE | 305,688 | 0 | 20,644 | ||
PRA GROUP 3.5 1JUN23 | SDBCV | 69354NAB2 | 36,919 | 35,700,000 | PRN | SOLE | 33,702,000 | 0 | 1,998,000 | ||
PRETIUM RESOURCES 2.25 15MAR22 | SDBCV | 74139CAB8 | 3,129 | 3,555,000 | PRN | SOLE | 3,347,000 | 0 | 208,000 | ||
PROSPECT CAPITAL 4.95 15JUL22 | SDBCV | 74348TAR3 | 26,090 | 26,309,000 | PRN | SOLE | 24,846,000 | 0 | 1,463,000 | ||
PTC THERAPEUTICS IN 3 15AUG22 | SDBCV | 69366JAB7 | 576 | 500,000 | PRN | SOLE | 467,000 | 0 | 33,000 | ||
QTS REALTY TRUST INC | PFD | 74736A301 | 5,280 | 50,000 | SH | SOLE | 46,900 | 0 | 3,100 | ||
RADIUS HEALTH INC 3 1SEP24 | SDBCV | 750469AA6 | 17,326 | 22,500,000 | PRN | SOLE | 21,107,000 | 0 | 1,393,000 | ||
REALPAGE INC 1.5 15NOV22 | SDBCV | 75606NAB5 | 875 | 535,000 | PRN | SOLE | 203,000 | 0 | 332,000 | ||
REDFIN CORP 1.75 15JUL23 | SDBCV | 75737FAA6 | 20,638 | 22,755,000 | PRN | SOLE | 21,265,000 | 0 | 1,490,000 | ||
REDWOOD TRUST 5.625 15JUL25 | SDBCV | 758075AD7 | 27,383 | 27,605,000 | PRN | SOLE | 25,867,000 | 0 | 1,738,000 | ||
REDWOOD TRUST INC 4.75 15AUG23 | SDBCV | 758075AC9 | 44,971 | 46,574,000 | PRN | SOLE | 43,998,000 | 0 | 2,576,000 | ||
RENEWABLE ENERGY 4 15JUN36 | SDBCV | 75972AAC7 | 4,375 | 1,600,000 | PRN | SOLE | 557,000 | 0 | 1,043,000 | ||
RETROPHIN INC 2.5 15SEP25 | SDBCV | 761299AB2 | 21,092 | 20,554,000 | PRN | SOLE | 19,300,000 | 0 | 1,254,000 | ||
RWT HOLDINGS 5.625 15NOV19 | SDBCV | 749772AB5 | 4,319 | 4,260,000 | PRN | SOLE | 4,000,000 | 0 | 260,000 | ||
SABAN CAPITAL ACQ-CW21 | RT | 78516C114 | 84 | 71,795 | SH | SOLE | 62,981 | 0 | 8,814 | ||
SABAN CAPITAL ACQUISITION-A | COM | 78516C106 | 1,276 | 125,962 | SH | SOLE | 125,962 | 0 | 0 | ||
SEACOR HOLDS INC 3.25 15MAY25 | SDBCV | 811904AN1 | 22,924 | 23,913,000 | PRN | SOLE | 22,404,000 | 0 | 1,509,000 | ||
SENTINEL ENERGY SERVICE-CL A | COM | G8062D102 | 7,793 | 790,400 | SH | SOLE | 661,775 | 0 | 128,625 | ||
SENTINEL ENERGY SERVICE-CW22 | RT | G8062D110 | 282 | 227,500 | SH | SOLE | 213,139 | 0 | 14,361 | ||
SHIP FIN INT LTD 4.875 01MAY23 | SDBCV | 824689AG8 | 57,394 | 57,365,000 | PRN | SOLE | 55,747,000 | 0 | 1,618,000 | ||
SOUTHWESTERN ENERGY CO | COM | 845467109 | 2,044 | 400,000 | SH | SOLE | 372,550 | 0 | 27,450 | ||
SPARTAN ENERGY ACQUISITION C | COM | 846784114 | 30,233 | 2,975,600 | SH | SOLE | 2,753,896 | 0 | 221,704 | ||
SUNPOWER CORP 4 15JAN23 | SDBCV | 867652AL3 | 17,210 | 20,482,000 | PRN | SOLE | 19,175,000 | 0 | 1,307,000 | ||
TCP CAPITAL CORP 4.625 1MAR22 | SDBCV | 87238QAD5 | 8,313 | 8,301,000 | PRN | SOLE | 7,729,000 | 0 | 572,000 | ||
TEAM INC 5 01AUG23 | SDBCV | 878155AE0 | 32,978 | 26,085,000 | PRN | SOLE | 24,354,000 | 0 | 1,731,000 | ||
TELADOC INC 3 15DEC22 | SDBCV | 87918AAB1 | 154,120 | 74,560,000 | PRN | SOLE | 70,088,000 | 0 | 4,472,000 | ||
TESARO INC 3 01OCT21 | SDBCV | 881569AA5 | 7,994 | 6,000,000 | PRN | SOLE | 5,605,000 | 0 | 395,000 | ||
TESLA INC 2.375 15MAR22 | SDBCV | 88160RAD3 | 19,690 | 19,261,000 | PRN | SOLE | 18,119,000 | 0 | 1,142,000 | ||
TESLA MOTORS INC 1.25 1MAR21 | SDBCV | 88160RAC5 | 13,158 | 13,723,000 | PRN | SOLE | 12,908,000 | 0 | 815,000 | ||
THERAVANCE 2.125 15JAN23 | SDBCV | 88338TAB0 | 62,007 | 60,822,000 | PRN | SOLE | 57,433,000 | 0 | 3,389,000 | ||
THERAVANCE BIOPHA 3.25 01NOV23 | SDBCV | 88339KAA0 | 81,357 | 68,688,000 | PRN | SOLE | 64,464,000 | 0 | 4,224,000 | ||
TIMKENSTEEL 6 1JUN21 | SDBCV | 887399AA1 | 54,473 | 38,090,000 | PRN | SOLE | 34,989,000 | 0 | 3,101,000 | ||
TPG PACE HOLDINGS CORP-CL A | COM | G89827128 | 6,370 | 632,581 | SH | SOLE | 584,453 | 0 | 48,128 | ||
TPG PACE HOLDINGS CORP-CW | RT | G89827110 | 366 | 210,860 | SH | SOLE | 194,817 | 0 | 16,043 | ||
TRACON PHARMACEUTICALS INC | COM | 89237H100 | 5,827 | 2,842,477 | SH | SOLE | 2,842,477 | 0 | 0 | ||
TRINITY BIOTECH LP 4.00 1APR45 | SDBCV | 89643QAB4 | 9,303 | 12,015,000 | PRN | SOLE | 11,112,000 | 0 | 903,000 | ||
TRULIA LLC 2.75 15 DEC 20 | SDBCV | 897888AB9 | 3,820 | 2,053,000 | PRN | SOLE | 1,859,000 | 0 | 194,000 | ||
TWITTER INC 1 15SEP21 | SDBCV | 90184LAD4 | 2,002 | 2,175,000 | PRN | SOLE | 2,029,000 | 0 | 146,000 | ||
VECTOR GROUP LTD 1.75 15APR20 | SDBCV | 92240MBC1 | 56,591 | 54,223,000 | PRN | SOLE | 50,979,000 | 0 | 3,244,000 | ||
WALMART INC | COM | 931142103 | 18,782 | 200,000 | SH | Call | SOLE | 0 | 0 | 0 | |
WALMART INC | COM | 931142103 | 18,782 | 200,000 | SH | Put | SOLE | 0 | 0 | 0 | |
WAYFAIR INC .375 1SEP22 | SDBCV | 94419LAB7 | 30,397 | 20,107,000 | PRN | SOLE | 16,886,000 | 0 | 3,221,000 | ||
WHITING PETROLEUM 1.25 1APR20 | SDBCV | 966387AL6 | 50,166 | 52,241,000 | PRN | SOLE | 48,936,000 | 0 | 3,305,000 | ||
WHITING PETROLEUM CORP | COM | 966387409 | 2,423 | 45,669 | SH | SOLE | 43,166 | 0 | 2,503 | ||
WRIGHT MEDICAL 2.25 15NOV21 A | SDBCV | 98236JAB4 | 25,213 | 17,411,000 | PRN | SOLE | 14,376,000 | 0 | 3,035,000 | ||
ZILLOW GROUP INC 1.5 1JUL23 | SDBCV | 98954MAC5 | 3,237 | 3,500,000 | PRN | SOLE | 3,277,000 | 0 | 223,000 |