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 |
| ALCOA INC | COM | 013817101 | 6,435 | 500,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| ALERE INC 3% 31DEC49 SER B PFD | CVPFD | 01449J204 | 65,768 | 229,790 | SH | SOLE | 186,315 | 0 | 43,475 | ||
| AMERICAN REALTY 3% 1AUG18 | SDBCV | 02917TAA2 | 5,989 | 5,632,000 | PRN | SOLE | 4,165,000 | 0 | 1,467,000 | ||
| APOLLO CMMRL REAL 5.5% 15MAR19 | SDBCV | 03762UAA3 | 5,111 | 5,000,000 | PRN | SOLE | 3,698,000 | 0 | 1,302,000 | ||
| APPLE INC | COM | 037833100 | 6,709 | 12,500 | SH | Call | SOLE | 0 | 0 | 0 | |
| APPLE INC | COM | 037833100 | 6,709 | 12,500 | SH | Put | SOLE | 0 | 0 | 0 | |
| BANK OF AMERICA CORP | COM | 060505104 | 2,603 | 151,300 | SH | Call | SOLE | 0 | 0 | 0 | |
| CITIGROUP INC | COM | 172967424 | 4,760 | 100,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| COLONY FINANCIA 3.875% 15JAN21 | SDBCV | 19624RAB2 | 271 | 263,000 | PRN | SOLE | 194,000 | 0 | 69,000 | ||
| DIANA SHIPPING INC | COM | Y2066G104 | 741 | 61,800 | SH | SOLE | 61,800 | 0 | 0 | ||
| DRYSHIPS INC | COM | Y2109Q101 | 322 | 100,000 | SH | SOLE | 62,683 | 0 | 37,317 | ||
| DRYSHIPS INC 5% 01DEC14 | SDBCV | 262498AB4 | 2,381 | 2,400,000 | PRN | SOLE | 1,267,000 | 0 | 1,133,000 | ||
| ENCORE CAPITAL GROUP INC | COM | 292554102 | 7,406 | 162,046 | SH | SOLE | 118,839 | 0 | 43,207 | ||
| FLUIDIGM CORP 2.75% 01FEB34 | SDBCV | 34385PAA6 | 4,552 | 4,000,000 | PRN | SOLE | 2,957,000 | 0 | 1,043,000 | ||
| FORESTAR GROUP INC 3.75%1MAR20 | SDBCV | 346232AB7 | 2,032 | 1,904,000 | PRN | SOLE | 938,000 | 0 | 966,000 | ||
| GENERAL MOTORS CO | COM | 37045V100 | 1,721 | 50,000 | SH | SOLE | 33,757 | 0 | 16,243 | ||
| GENERAL MOTORS-CW15 | RT | 37045V134 | 484 | 175,000 | SH | SOLE | 118,152 | 0 | 56,848 | ||
| GT ADV TECHNOLOGIES 3 15DEC20 | SDBCV | 36191UAB2 | 15,032 | 9,270,000 | PRN | SOLE | 6,855,000 | 0 | 2,415,000 | ||
| HERBALIFE LTD | COM | G4412G101 | 6,305 | 110,100 | SH | SOLE | 110,100 | 0 | 0 | ||
| HOME INNS HTL 2% 15DEC15 | SDBCV | 43713WAB3 | 13,017 | 13,402,000 | PRN | SOLE | 9,753,000 | 0 | 3,649,000 | ||
| IPATH S&P 500 VIX S/T FU ETN | COM | 06742E711 | 4,388 | 104,100 | SH | Put | SOLE | 0 | 0 | 0 | |
| LIVE NATION ENT 2.875% 15JUL27 | SDBCV | 538034AB5 | 8,023 | 7,901,000 | PRN | SOLE | 5,852,000 | 0 | 2,049,000 | ||
| MOLYCORP INC | COM | 608753109 | 18,301 | 3,902,086 | SH | SOLE | 3,109,955 | 0 | 792,131 | ||
| NATIONAL BANK OF GREECE-ADR | ADR | 633643705 | 2,775 | 500,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| NAVIOS MARITIME ACQUISITION | SHS | Y62159101 | 915 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| OMNICARE INC CV 3.25% 15DEC203 | SDBCV | 681904AL2 | 25,558 | 23,913,000 | PRN | SOLE | 17,532,000 | 0 | 6,381,000 | ||
| PDL BIO PHARMA 3.75% 01MAY15 | SDBCV | 69329YAC8 | 3,419 | 2,502,000 | PRN | SOLE | 1,850,000 | 0 | 652,000 | ||
| PDL BIOPHARMA 4% 01FEB18 | SDBCV | 69329YAF1 | 3,772 | 3,587,000 | PRN | SOLE | 2,650,000 | 0 | 937,000 | ||
| PDL BIOPHARMA INC | COM | 69329Y104 | 1,012 | 121,809 | SH | SOLE | 121,809 | 0 | 0 | ||
| QIAGEN N.V. | COM | N72482107 | 4,595 | 217,900 | SH | SOLE | 159,793 | 0 | 58,107 | ||
| RAIT FINANCIAL 4 1OCT33 | SDBCV | 749227AB0 | 15,000 | 15,206,000 | PRN | SOLE | 12,972,000 | 0 | 2,234,000 | ||
| REGIS CORP 5% 15JUL14 | SDBCV | 758932AA5 | 1,030 | 1,000,000 | PRN | SOLE | 711,000 | 0 | 289,000 | ||
| SCORPIO BULKERS INC | SHS | Y7546A106 | 1,011 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| SEACOR HOLDINGS 2.5% 15DEC27 | SDBCV | 811904AM3 | 14,935 | 12,500,000 | PRN | SOLE | 6,975,000 | 0 | 5,525,000 | ||
| SOLARCITY CORP 2.75% 01NOV18 | SDBCV | 83416TAA8 | 10,506 | 8,165,000 | PRN | SOLE | 6,038,000 | 0 | 2,127,000 | ||
| STERLITE INDUSTRIE 4%30OCT14 | SDBCV | 859737AB4 | 1,065 | 1,060,000 | PRN | SOLE | 784,000 | 0 | 276,000 | ||
| SUNPOWER CORP 4.5% 15MAR15 | SDBCV | 867652AE9 | 25,369 | 16,723,000 | PRN | SOLE | 12,168,000 | 0 | 4,555,000 | ||
| SUNPOWER CORP 4.75% 15APR14 | SDBCV | 867652AC3 | 25,150 | 20,580,000 | PRN | SOLE | 10,942,000 | 0 | 9,638,000 | ||
| TAKE-TWO INTE 1.75% 01DEC16 A | SDBCV | 874054AC3 | 15,283 | 11,608,000 | PRN | SOLE | 8,597,000 | 0 | 3,011,000 | ||
| TAKE-TWO INTERACTIVE 1% 1JUL18 | SDBCV | 874054AD1 | 10,801 | 8,790,000 | PRN | SOLE | 6,278,000 | 0 | 2,512,000 | ||
| TESLA MOTORS INC 0.25% 1MAR19 | SDBCV | 88160RAB7 | 12,232 | 13,238,000 | PRN | SOLE | 9,766,000 | 0 | 3,472,000 | ||
| TESLA MOTORS INC 1.5% 1JUN18 | SDBCV | 88160RAA9 | 8,972 | 5,000,000 | PRN | SOLE | 3,697,000 | 0 | 1,303,000 | ||
| WISDOMTREE JAPAN HEDGED EQ | COM | 97717W851 | 18,936 | 400,000 | SH | Call | SOLE | 0 | 0 | 0 | |