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 |
| GT ADV TECHNOL 3 31DEC49 | SDBCV | 36191UAB2 | 14,447 | 12,670,000 | PRN | SOLE | 9,300,000 | 0 | 3,370,000 | ||
| 51JOB INC-ADR | COM | 316827104 | 1,047 | 34,978 | SH | SOLE | 18,777 | 0 | 16,201 | ||
| ACORDA THERAPEUTI 1.75%15JUN21 | SDBCV | 00484MAA4 | 16,119 | 15,510,000 | PRN | SOLE | 11,579,000 | 0 | 3,931,000 | ||
| ALCOA INC CVPFD | CVPFD | 013817309 | 4,853 | 97,000 | SH | SOLE | 72,277 | 0 | 24,723 | ||
| ALERE INC 3% 31DEC49 SER B PFD | CVPFD | 01449J204 | 68,315 | 208,774 | SH | SOLE | 158,986 | 0 | 49,788 | ||
| APOLLO CMMRL REAL 5.5% 15MAR19 | SDBCV | 03762UAA3 | 26,562 | 26,700,000 | PRN | SOLE | 19,911,000 | 0 | 6,789,000 | ||
| BANK OF AMERICA CORP | COM | 060505104 | 2,579 | 151,300 | SH | Call | SOLE | 0 | 0 | 0 | |
| CHESAPEAKE CV 2.75% 15NOV2035 | SDBCV | 165167BW6 | 5,075 | 5,000,000 | PRN | SOLE | 3,684,000 | 0 | 1,316,000 | ||
| CITIGROUP INC | COM | 172967424 | 5,182 | 100,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| CLEAN ENERGY FUELS CORP | COM | 184499101 | 225 | 28,800 | SH | SOLE | 25,488 | 0 | 3,312 | ||
| CORNERSTONE OND 1.5 1JUL18 | SDBCV | 21925YAB9 | 8,907 | 8,892,000 | PRN | SOLE | 6,619,000 | 0 | 2,273,000 | ||
| DEPOMED INC 2.5 1SEP21 | SDBCV | 249908AA2 | 40,162 | 37,995,000 | PRN | SOLE | 28,299,000 | 0 | 9,696,000 | ||
| DIANA SHIPPING INC | COM | Y2066G104 | 552 | 61,800 | SH | SOLE | 61,800 | 0 | 0 | ||
| DRYSHIPS INC | COM | Y2109Q101 | 187 | 75,563 | SH | SOLE | 62,683 | 0 | 12,880 | ||
| ELECTRONICS FOR IMAGING | COM | 286082102 | 6,790 | 153,716 | SH | SOLE | 114,242 | 0 | 39,474 | ||
| FINISAR CORPORATION | COM | 31787A507 | 3,326 | 200,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| FXCM INC 2.25 15JUN18 | SDBCV | 302693AB2 | 12,212 | 11,698,000 | PRN | SOLE | 9,278,000 | 0 | 2,420,000 | ||
| GENERAL MOTORS CO | COM | 37045V100 | 1,595 | 49,965 | SH | SOLE | 33,732 | 0 | 16,233 | ||
| GENERAL MOTORS-CW15 | RT | 37045V134 | 151 | 175,000 | SH | SOLE | 118,152 | 0 | 56,848 | ||
| HERBALIFE LTD | COM | G4412G101 | 3,041 | 69,500 | SH | SOLE | 69,500 | 0 | 0 | ||
| HOLOGIC INC FRN 15DEC43 | SDBCV | 436440AG6 | 3,256 | 3,000,000 | PRN | SOLE | 2,122,000 | 0 | 878,000 | ||
| HOME INNS HTL 2% 15DEC15 | SDBCV | 43713WAB3 | 2,702 | 2,784,000 | PRN | SOLE | 2,137,000 | 0 | 647,000 | ||
| HURON CONSULTING GROUP INC | COM | 447462102 | 2,144 | 35,159 | SH | SOLE | 29,130 | 0 | 6,029 | ||
| INSULET CORP 2% 15JUN19 | SDBCV | 45784PAD3 | 17,225 | 16,128,000 | PRN | SOLE | 12,057,000 | 0 | 4,071,000 | ||
| INTERDIGITAL INC 2.5% 15MAR16 | SDBCV | 458660AB3 | 925 | 900,000 | PRN | SOLE | 637,000 | 0 | 263,000 | ||
| IPATH S&P 500 VIX S/T FU ETN | COM | 06742E711 | 3,148 | 101,000 | SH | Put | SOLE | 0 | 0 | 0 | |
| IRIDIUM COMMUN CVPFD PERP | CVPFD | 46269C409 | 9,523 | 28,000 | SH | SOLE | 19,831 | 0 | 8,169 | ||
| J2 GLOBAL COMMU 3.25 15JUN29 | SDBCV | 48123VAC6 | 13,031 | 13,020,000 | PRN | SOLE | 9,532,000 | 0 | 3,488,000 | ||
| MOLYCORP INC | COM | 608753109 | 4,189 | 3,519,638 | SH | SOLE | 3,109,955 | 0 | 409,683 | ||
| NATIONAL BANK OF GREECE-ADR | ADR | 633643705 | 1,505 | 500,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| NAVIOS MARITIME ACQUISITION | COM | Y62159101 | 678 | 250,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| OMNICARE INC CV 3.25% 15DEC203 | SDBCV | 681904AL2 | 25,634 | 24,565,000 | PRN | SOLE | 16,931,000 | 0 | 7,634,000 | ||
| PDL BIOPHARMA 4% 01FEB18 | SDBCV | 69329YAF1 | 11,148 | 11,414,000 | PRN | SOLE | 8,553,000 | 0 | 2,861,000 | ||
| PDL BIOPHARMA INC | COM | 69329Y104 | 704 | 94,198 | SH | SOLE | 94,198 | 0 | 0 | ||
| PENNYMAC CORP 5.375% 1MAY20 | SDBCV | 70932AAB9 | 35,993 | 36,587,000 | PRN | SOLE | 27,303,000 | 0 | 9,284,000 | ||
| RAIT FINANCIAL 4 1OCT33 | SDBCV | 749227AB0 | 1,399 | 1,500,000 | PRN | SOLE | 1,124,000 | 0 | 376,000 | ||
| RESOURCE CAPITAL CO 6% 01DEC18 | SDBCV | 76120WAA2 | 992 | 1,000,000 | PRN | SOLE | 738,000 | 0 | 262,000 | ||
| SCORPIO BULKERS INC | COM | Y7546A106 | 582 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| SOLARCITY CORP | COM | 83416T100 | 7,009 | 117,600 | SH | SOLE | 87,400 | 0 | 30,200 | ||
| SOLAZYME INC 5% 1OCT19 | SDBCV | 83415TAC5 | 3,355 | 3,700,000 | PRN | SOLE | 2,757,000 | 0 | 943,000 | ||
| SPECTRANETICS CO 2.625% 1JUN34 | SDBCV | 84760CAA5 | 8,692 | 7,725,000 | PRN | SOLE | 5,758,000 | 0 | 1,967,000 | ||
| STERLITE INDUSTRIE 4%30OCT14 | SDBCV | 859737AB4 | 5,162 | 5,176,000 | PRN | SOLE | 3,936,000 | 0 | 1,240,000 | ||
| SUNPOWER CORP .75 1JUN18 | SDBCV | 867652AG4 | 10,530 | 7,104,000 | PRN | SOLE | 4,971,000 | 0 | 2,133,000 | ||
| SUNPOWER CORP 4.5% 15MAR15 | SDBCV | 867652AE9 | 20,073 | 13,223,000 | PRN | SOLE | 9,300,000 | 0 | 3,923,000 | ||
| SYNCHRONOSS TECH 0.75% 15AUG19 | SDBCV | 87157BAA1 | 9,529 | 8,588,000 | PRN | SOLE | 6,343,000 | 0 | 2,245,000 | ||
| TESARO INC | COM | 881569107 | 953 | 35,395 | SH | SOLE | 35,395 | 0 | 0 | ||
| TESARO INC 3% 01OCT21 | SDBCV | 881569AA5 | 5,239 | 5,000,000 | PRN | SOLE | 3,731,000 | 0 | 1,269,000 | ||
| TWITTER INC | COM | 90184L102 | 21,323 | 413,400 | SH | SOLE | 307,179 | 0 | 106,221 | ||
| VECTOR GROUP LTD 1.75% 15APR20 | SDBCV | 92240MBC1 | 24,356 | 21,795,000 | PRN | SOLE | 16,042,000 | 0 | 5,753,000 | ||
| VIPSHOP HLDG LTD 1.5% 15MAR19 | SDBCV | 92763WAA1 | 29,654 | 25,009,000 | PRN | SOLE | 18,936,000 | 0 | 6,073,000 | ||