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-ADR | COM | 316827104 | 2,294 | 34,789 | SH | SOLE | 30,358 | 0 | 4,431 | ||
| ALERE INC 3% 31DEC49 SER B PFD | CVPFD | 01449J204 | 65,810 | 207,461 | SH | SOLE | 163,986 | 0 | 43,475 | ||
| APOLLO CMMRL REAL 5.5% 15MAR19 | SDBCV | 03762UAA3 | 678 | 640,000 | PRN | SOLE | 473,000 | 0 | 167,000 | ||
| ARIAD PHARMACEUTICALS INC | COM | 04033A100 | 170 | 26,800 | SH | SOLE | 22,339 | 0 | 4,461 | ||
| BANK OF AMERICA CORP | COM | 060505104 | 2,326 | 151,300 | SH | Call | SOLE | 0 | 0 | 0 | |
| CHESAPEAKE CV 2.75% 15NOV2035 | SDBCV | 165167BW6 | 4,240 | 4,000,000 | PRN | SOLE | 2,836,000 | 0 | 1,164,000 | ||
| CHESAPEAKE EY CV 2.5% 15MAY37 | SDBCV | 165167CA3 | 5,255 | 5,000,000 | PRN | SOLE | 3,547,000 | 0 | 1,453,000 | ||
| CITIGROUP INC | COM | 172967424 | 4,710 | 100,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| COBALT INTL ENE 3.125% 15MAY24 | SDBCV | 19075FAB2 | 2,154 | 2,000,000 | PRN | SOLE | 1,430,000 | 0 | 570,000 | ||
| COLONY FINANCIA 3.875% 15JAN21 | SDBCV | 19624RAB2 | 743 | 722,000 | PRN | SOLE | 511,000 | 0 | 211,000 | ||
| CONCUR TECHNOLOGIES .5 15JUN18 | SDBCV | 206708AC3 | 8,409 | 7,500,000 | PRN | SOLE | 5,323,000 | 0 | 2,177,000 | ||
| DIANA SHIPPING INC | COM | Y2066G104 | 673 | 61,800 | SH | SOLE | 61,800 | 0 | 0 | ||
| DRYSHIPS INC | COM | Y2109Q101 | 244 | 75,563 | SH | SOLE | 62,683 | 0 | 12,880 | ||
| GENERAL MOTORS CO | COM | 37045V100 | 1,813 | 49,965 | SH | SOLE | 33,732 | 0 | 16,233 | ||
| GENERAL MOTORS-CW15 | RT | 37045V134 | 430 | 175,000 | SH | SOLE | 118,152 | 0 | 56,848 | ||
| GT ADV TECHNOLOGIES 3 15DEC20 | SDBCV | 36191UAB2 | 27,441 | 15,670,000 | PRN | SOLE | 11,076,000 | 0 | 4,594,000 | ||
| HERBALIFE LTD | COM | G4412G101 | 4,486 | 69,500 | SH | SOLE | 69,500 | 0 | 0 | ||
| HOLOGIC INC FRN 15DEC43 | SDBCV | 436440AG6 | 3,290 | 3,000,000 | PRN | SOLE | 2,122,000 | 0 | 878,000 | ||
| HOME INNS HTL 2% 15DEC15 | SDBCV | 43713WAB3 | 21,139 | 21,302,000 | PRN | SOLE | 14,999,000 | 0 | 6,303,000 | ||
| INSULET CORP 2% 15JUN19 | SDBCV | 45784PAD3 | 16,068 | 14,500,000 | PRN | SOLE | 10,302,000 | 0 | 4,198,000 | ||
| IPATH S&P 500 VIX S/T FU ETN | COM | 06742E711 | 16,562 | 579,100 | SH | Put | SOLE | 0 | 0 | 0 | |
| IRIDIUM COMMUN CVPFD PERP | CVPFD | 46269C409 | 9,329 | 28,000 | SH | SOLE | 19,831 | 0 | 8,169 | ||
| ISHARES FTSE CHINA 25 INDEX FU | COM | 464287184 | 11,112 | 300,000 | SH | Put | SOLE | 0 | 0 | 0 | |
| ISHARES FTSE CHINA 25 INDEX FU | COM | 464287184 | 4,222 | 114,000 | SH | SOLE | 97,850 | 0 | 16,150 | ||
| ISHARES TR-RUSSELL 2000 IDX | COM | 464287655 | 17,821 | 150,000 | SH | Put | SOLE | 0 | 0 | 0 | |
| J2 GLOBAL COMMU 3.25 15JUN29 | SDBCV | 48123VAC6 | 13,521 | 13,250,000 | PRN | SOLE | 9,384,000 | 0 | 3,866,000 | ||
| LIVE NATION ENT 2.875% 15JUL27 | SDBCV | 538034AB5 | 7,015 | 7,000,000 | PRN | SOLE | 5,019,000 | 0 | 1,981,000 | ||
| MOLYCORP INC | COM | 608753109 | 9,046 | 3,519,638 | SH | SOLE | 3,109,955 | 0 | 409,683 | ||
| NATIONAL BANK OF GREECE-ADR | ADR | 633643705 | 1,840 | 500,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| NAVIOS MARITIME ACQUISITION | SHS | Y62159101 | 928 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| OLD REPUBLIC INT 3.75% 15MAR18 | SDBCV | 680223AH7 | 20 | 15,000 | PRN | SOLE | 10,000 | 0 | 5,000 | ||
| OMNICARE INC CV 3.25% 15DEC203 | SDBCV | 681904AL2 | 17,165 | 16,071,000 | PRN | SOLE | 11,384,000 | 0 | 4,687,000 | ||
| PALO ALTO NETWORKS INC | COM | 697435105 | 956 | 11,400 | SH | SOLE | 9,082 | 0 | 2,318 | ||
| PDL BIO PHARMA 3.75% 01MAY15 | SDBCV | 69329YAC8 | 1,776 | 1,109,000 | PRN | SOLE | 788,000 | 0 | 321,000 | ||
| PDL BIOPHARMA 4% 01FEB18 | SDBCV | 69329YAF1 | 3,789 | 3,320,000 | PRN | SOLE | 2,350,000 | 0 | 970,000 | ||
| PDL BIOPHARMA INC | COM | 69329Y104 | 1,780 | 183,836 | SH | SOLE | 183,836 | 0 | 0 | ||
| PENNYMAC CORP 5.375% 1MAY20 | SDBCV | 70932AAB9 | 24,129 | 24,315,000 | PRN | SOLE | 17,158,000 | 0 | 7,157,000 | ||
| RAIT FINANCIAL 4 1OCT33 | SDBCV | 749227AB0 | 7,839 | 8,000,000 | PRN | SOLE | 6,275,000 | 0 | 1,725,000 | ||
| REGIS CORP 5% 15JUL14 | SDBCV | 758932AA5 | 1,003 | 1,000,000 | PRN | SOLE | 711,000 | 0 | 289,000 | ||
| RESTORATION HARDWARE HOLDING | COM | 761283100 | 5,864 | 63,018 | SH | SOLE | 53,446 | 0 | 9,572 | ||
| SCORPIO BULKERS INC | SHS | Y7546A106 | 890 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| SOLAZYME INC 5% 1OCT19 | SDBCV | 83415TAC5 | 7,330 | 6,500,000 | PRN | SOLE | 4,857,000 | 0 | 1,643,000 | ||
| SPECTRANETICS CO 2.625% 1JUN34 | SDBCV | 84760CAA5 | 15,302 | 14,650,000 | PRN | SOLE | 10,377,000 | 0 | 4,273,000 | ||
| STERLITE INDUSTRIE 4%30OCT14 | SDBCV | 859737AB4 | 4,298 | 4,290,000 | PRN | SOLE | 3,136,000 | 0 | 1,154,000 | ||
| SUNPOWER CORP 4.5% 15MAR15 | SDBCV | 867652AE9 | 24,326 | 13,223,000 | PRN | SOLE | 9,300,000 | 0 | 3,923,000 | ||
| SYMANTEC CORP | COM | 871503108 | 6,870 | 300,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| VECTOR GROUP LTD 1.75% 15APR20 | SDBCV | 92240MBC1 | 23,681 | 22,195,000 | PRN | SOLE | 15,739,000 | 0 | 6,456,000 | ||
| VIPSHOP HLDG LTD 1.5% 15MAR19 | SDBCV | 92763WAA1 | 27,120 | 22,939,000 | PRN | SOLE | 16,996,000 | 0 | 5,943,000 | ||
| WISDOMTREE JAPAN HEDGED EQ | COM | 97717W851 | 19,744 | 400,000 | SH | Call | SOLE | 0 | 0 | 0 | |