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 |
| BANK OF AMERICA CORP | COM | 060505104 | 2,355 | 151,300 | SH | Call | SOLE | 0 | 0 | 0 | |
| CITIGROUP INC | COM | 172967424 | 5,211 | 100,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| SALESFORCE.COM INC | COM | 79466L302 | 5,518 | 100,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| ISHARES MSCI BRAZIL CAPPED IND | COM | 464286400 | 15,637 | 350,000 | SH | Put | SOLE | 0 | 0 | 0 | |
| MORGAN STANLEY | COM | 617446448 | 6,272 | 200,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| MICRON TECH INC | COM | 595112103 | 8,351 | 383,800 | SH | Call | SOLE | 0 | 0 | 0 | |
| NATIONAL BANK OF GREECE-ADR | ADR | 633643705 | 2,800 | 500,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| NASDAQ-100 | COM | 73935A104 | 17,591 | 200,000 | SH | Put | SOLE | 0 | 0 | 0 | |
| S&P 500 DEPOSITORY RECEIPT | COM | 78462F103 | 36,934 | 200,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| AIRTRAN HOLDINGS 5.25% 01NOV16 | SDBCV | 00949PAD0 | 1,145 | 674,000 | PRN | SOLE | 353,000 | 0 | 321,000 | ||
| AMERICAN REALTY 3% 1AUG18 | SDBCV | 02917TAA2 | 29,056 | 29,000,000 | PRN | SOLE | 16,484,000 | 0 | 12,516,000 | ||
| ATLANTICUS HOLDINGS CORP | COM | 04914Y102 | 282 | 79,300 | SH | SOLE | 79,300 | 0 | 0 | ||
| BIOMARIN PHARMA 0.75 15OCT18 | SDBCV | 09061GAE1 | 907 | 852,000 | PRN | SOLE | 414,000 | 0 | 438,000 | ||
| CARDTRONICS INC | COM | 14161H108 | 4,387 | 100,974 | SH | SOLE | 87,417 | 0 | 13,557 | ||
| COVANTA HOLD CV 3.25% 01JUN14 | SDBCV | 22282EAC6 | 35,883 | 30,600,000 | PRN | SOLE | 14,450,000 | 0 | 16,150,000 | ||
| DRYSHIPS INC | COM | Y2109Q101 | 470 | 100,000 | SH | SOLE | 62,683 | 0 | 37,317 | ||
| DRYSHIPS INC 5% 01DEC14 | SDBCV | 262498AB4 | 2,418 | 2,400,000 | PRN | SOLE | 1,267,000 | 0 | 1,133,000 | ||
| ENDOLOGIX INC 2.25 15DEC18 | SDBCV | 29266SAA4 | 8,850 | 8,750,000 | PRN | SOLE | 4,597,000 | 0 | 4,153,000 | ||
| BOTTOMLINE TECH 1.5% 01DEC17 | SDBCV | 101388AA4 | 12,312 | 9,114,000 | PRN | SOLE | 4,439,000 | 0 | 4,675,000 | ||
| ISHARES MSCI BRAZIL CAPPED IND | COM | 464286400 | 15,637 | 350,000 | SH | SOLE | 316,300 | 0 | 33,700 | ||
| FORESTAR GROUP INC 3.75%1MAR20 | SDBCV | 346232AB7 | 14,321 | 12,404,000 | PRN | SOLE | 6,118,000 | 0 | 6,286,000 | ||
| GAIN CAPITAL HO 4.125% 01DEC18 | SDBCV | 36268WAA8 | 7,455 | 8,000,000 | PRN | SOLE | 3,876,000 | 0 | 4,124,000 | ||
| GENERAL MOTORS-CW19 | RT | 37045V126 | 9,394 | 405,813 | SH | SOLE | 306,574 | 0 | 99,239 | ||
| GT ADV TECHNOLOGIES 3 15DEC20 | SDBCV | 36191UAB2 | 14,391 | 14,167,000 | PRN | SOLE | 7,760,000 | 0 | 6,407,000 | ||
| HOME INNS HTL 2% 15DEC15 | SDBCV | 43713WAB3 | 6,513 | 6,230,000 | PRN | SOLE | 3,079,000 | 0 | 3,151,000 | ||
| ALERE INC 3% 31DEC49 SER B PFD | CVPFD | 01449J204 | 90,425 | 315,840 | SH | SOLE | 230,045 | 0 | 85,795 | ||
| INVENSENSE INC | COM | 46123D205 | 3,828 | 184,250 | SH | SOLE | 108,953 | 0 | 75,297 | ||
| L-3 COMMS HLDGS INC 3 1AUG2035 | SDBCV | 502413AW7 | 7,778 | 6,448,000 | PRN | SOLE | 4,027,000 | 0 | 2,421,000 | ||
| LINEAR TECHNOL CV 3% 01MAY27 | SDBCV | 535678AC0 | 17,677 | 15,500,000 | PRN | SOLE | 7,601,000 | 0 | 7,899,000 | ||
| LIVE NATION ENT 2.875% 15JUL27 | SDBCV | 538034AB5 | 8,723 | 8,550,000 | PRN | SOLE | 4,150,000 | 0 | 4,400,000 | ||
| MOLYCORP INC | COM | 608753109 | 21,885 | 3,894,086 | SH | SOLE | 3,105,439 | 0 | 788,647 | ||
| MOLYCORP INC 5.5% 1FEB18 | SDBCV | 608753AH2 | 65 | 70,000 | PRN | SOLE | 34,000 | 0 | 36,000 | ||
| NVIDIA CORP | COM | 67066G104 | 2,004 | 125,100 | SH | SOLE | 108,521 | 0 | 16,579 | ||
| OMNICARE INC CV 3.25% 15DEC203 | SDBCV | 681904AL2 | 21,369 | 19,970,000 | PRN | SOLE | 9,458,000 | 0 | 10,512,000 | ||
| PRICELINE.COM INC 1.25 15MAR15 | SDBCV | 741503AN6 | 6,879 | 1,800,000 | PRN | SOLE | 742,000 | 0 | 1,058,000 | ||
| PDL BIO PHARMA 3.75% 01MAY15 | SDBCV | 69329YAC8 | 33,937 | 25,000,000 | PRN | SOLE | 14,149,000 | 0 | 10,851,000 | ||
| RAIT FINANCIAL TRUST | COM | 749227609 | 777 | 86,671 | SH | SOLE | 74,953 | 0 | 11,718 | ||
| RAIT FINANCIAL 4 1OCT33 | SDBCV | 749227AB0 | 15,923 | 16,000,000 | PRN | SOLE | 12,972,000 | 0 | 3,028,000 | ||
| RADIAN GROUP CV 2.25% 01MAR19 | SDBCV | 750236AN1 | 5,508 | 3,750,000 | PRN | SOLE | 1,836,000 | 0 | 1,914,000 | ||
| RAYONIER INC | COM | 754907103 | 3,903 | 92,700 | SH | SOLE | 55,241 | 0 | 37,459 | ||
| SUNPOWER CORP 4.5% 15MAR15 | SDBCV | 867652AE9 | 15,628 | 11,163,000 | PRN | SOLE | 5,422,000 | 0 | 5,741,000 | ||
| SUNPOWER CORP 4.75% 15APR14 | SDBCV | 867652AC3 | 31,927 | 26,760,000 | PRN | SOLE | 13,816,000 | 0 | 12,944,000 | ||
| S&P 500 DEPOSITORY RECEIPT | COM | 78462F103 | 9,166 | 49,638 | SH | SOLE | 36,748 | 0 | 12,890 | ||
| ISTAR FINANCIAL INC | COM | 45031U101 | 16 | 1,099 | SH | SOLE | 17,099 | 0 | 0 | ||
| SUNEDISON INC | COM | 86732Y109 | 1,763 | 135,133 | SH | SOLE | 135,133 | 0 | 0 | ||
| TTM TECHNOLOGIES | COM | 87305R109 | 1,796 | 209,400 | SH | SOLE | 154,443 | 0 | 54,957 | ||
| TAKE-TWO INTERACTIVE 1% 1JUL18 | SDBCV | 874054AD1 | 1,576 | 1,475,000 | PRN | SOLE | 714,000 | 0 | 761,000 | ||
| TAKE-TWO INTE 1.75% 01DEC16 A | SDBCV | 874054AC3 | 126 | 108,000 | PRN | SOLE | 48,000 | 0 | 60,000 | ||