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 | 1,138 | 31,731 | SH | SOLE | 16,534 | 0 | 15,197 | ||
| ACORDA THERAPEUTI 1.75%15JUN21 | SDBCV | 00484MAA4 | 11,427 | 9,910,000 | PRN | SOLE | 7,342,000 | 0 | 2,568,000 | ||
| ALERE INC 3% 31DEC49 SER B PFD | CVPFD | 01449J204 | 66,286 | 208,775 | SH | SOLE | 158,986 | 0 | 49,789 | ||
| ALERE INC CV 3% 15MAY16 | SDBCV | 01449JAA3 | 1,950 | 1,865,000 | PRN | SOLE | 1,367,000 | 0 | 498,000 | ||
| AMERICAN REALTY 3% 1AUG18 | SDBCV | 02917TAA2 | 3,233 | 3,500,000 | PRN | SOLE | 2,594,000 | 0 | 906,000 | ||
| AMERICAN REALTY 3.75 15DEC20 | SDBCV | 02917TAB0 | 2,305 | 2,500,000 | PRN | SOLE | 1,829,000 | 0 | 671,000 | ||
| APOLLO CMMRL REAL 5.5% 15MAR19 | SDBCV | 03762UAA3 | 37,125 | 37,480,000 | PRN | SOLE | 27,993,000 | 0 | 9,487,000 | ||
| BANK OF AMERICA CORP | COM | 060505104 | 3,601 | 201,300 | SH | Call | SOLE | 0 | 0 | 0 | |
| CITIGROUP INC | COM | 172967424 | 5,411 | 100,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| COLONY FINANCIA 3.875% 15JAN21 | SDBCV | 19624RAB2 | 5,772 | 5,644,000 | PRN | SOLE | 4,181,000 | 0 | 1,463,000 | ||
| COLONY FINANCIAL 5% 15APR23 | SDBCV | 19624RAA4 | 1,071 | 1,000,000 | PRN | SOLE | 717,000 | 0 | 283,000 | ||
| DEPOMED INC 2.5 1SEP21 | SDBCV | 249908AA2 | 35,711 | 32,845,000 | PRN | SOLE | 24,318,000 | 0 | 8,527,000 | ||
| DIANA SHIPPING INC | COM | Y2066G104 | 415 | 61,800 | SH | SOLE | 61,800 | 0 | 0 | ||
| DRYSHIPS INC | COM | Y2109Q101 | 80 | 75,563 | SH | SOLE | 62,683 | 0 | 12,880 | ||
| FINISAR CORPORATION | COM | 31787A507 | 3,882 | 200,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| FINISAR CORPORATION | COM | 31787A507 | 1,037 | 53,400 | SH | SOLE | 39,768 | 0 | 13,632 | ||
| FXCM INC 2.25 15JUN18 | SDBCV | 302693AB2 | 2,743 | 2,600,000 | PRN | SOLE | 1,928,000 | 0 | 672,000 | ||
| GENERAL MOTORS CO | COM | 37045V100 | 1,745 | 49,965 | SH | SOLE | 33,732 | 0 | 16,233 | ||
| GENERAL MOTORS-CW15 | RT | 37045V134 | 194 | 174,950 | SH | SOLE | 118,152 | 0 | 56,798 | ||
| GENWORTH FINANCIAL INC-CL A | COM | 37247D106 | 425 | 50,000 | SH | SOLE | 35,841 | 0 | 14,159 | ||
| HERBALIFE LTD | COM | G4412G101 | 2,620 | 69,500 | SH | SOLE | 69,500 | 0 | 0 | ||
| INSULET CORP 2% 15JUN19 | SDBCV | 45784PAD3 | 13,972 | 11,768,000 | PRN | SOLE | 8,769,000 | 0 | 2,999,000 | ||
| IRIDIUM COMMUN CVPFD PERP | CVPFD | 46269C409 | 10,158 | 28,000 | SH | SOLE | 21,231 | 0 | 6,769 | ||
| ISHARES IBOXX H/Y CORP BOND | COM | 464288513 | 11,200 | 125,002 | SH | SOLE | 93,304 | 0 | 31,698 | ||
| ISHARES MSCI CANADA | COM | 464286509 | 5,772 | 200,000 | SH | Put | SOLE | 0 | 0 | 0 | |
| MEDIDATA SOLUTIONS INC | COM | 58471A105 | 1,056 | 22,100 | SH | SOLE | 16,495 | 0 | 5,605 | ||
| MERCADOLIBRE INC | COM | 58733R102 | 1,235 | 9,672 | SH | SOLE | 7,220 | 0 | 2,452 | ||
| MOLYCORP INC | COM | 608753109 | 3,100 | 3,519,638 | SH | SOLE | 3,109,955 | 0 | 409,683 | ||
| NATIONAL BANK OF GREECE-ADR | ADR | 633643705 | 895 | 500,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| NAVIOS MARITIME ACQUISITION | COM | Y62159101 | 1,206 | 332,289 | SH | SOLE | 332,289 | 0 | 0 | ||
| NETSUITE INC 0.25% 01JUL18 | SDBCV | 64118QAB3 | 3,369 | 3,000,000 | PRN | SOLE | 2,236,000 | 0 | 764,000 | ||
| NXP SEMICONDUCTORS NV | COM | N6596X109 | 10,280 | 134,550 | SH | SOLE | 97,559 | 0 | 36,991 | ||
| OMNICARE INC CV 3.25% 15DEC203 | SDBCV | 681904AL2 | 1,828 | 1,700,000 | PRN | SOLE | 1,260,000 | 0 | 440,000 | ||
| PDL BIOPHARMA 4% 01FEB18 | SDBCV | 69329YAF1 | 2,658 | 2,743,000 | PRN | SOLE | 2,006,000 | 0 | 737,000 | ||
| PENNYMAC CORP 5.375% 1MAY20 | SDBCV | 70932AAB9 | 28,471 | 29,787,000 | PRN | SOLE | 22,075,000 | 0 | 7,712,000 | ||
| PROS HOLDINGS INC | COM | 74346Y103 | 435 | 15,825 | SH | SOLE | 11,290 | 0 | 4,535 | ||
| PROTALIX BIOTHERAP 4.5 15SEP18 | SDBCV | 74365AAB7 | 1,519 | 2,000,000 | PRN | SOLE | 1,418,000 | 0 | 582,000 | ||
| QUIDEL CORP 3.25% 15DEC20 | SDBCV | 74838JAA9 | 26,816 | 24,000,000 | PRN | SOLE | 17,795,000 | 0 | 6,205,000 | ||
| RENEWABLE ENERGY GROUP INC | COM | 75972A301 | 1,236 | 127,242 | SH | SOLE | 92,673 | 0 | 34,569 | ||
| SCORPIO BULKERS INC | COM | Y7546A106 | 236 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
| SEACOR HOLDINGS 3% 15NOV28 | SDBCV | 81170YAB5 | 3,077 | 3,336,000 | PRN | SOLE | 2,472,000 | 0 | 864,000 | ||
| SINA CORP 1% 01DEC18 | SDBCV | 82922RAD5 | 14,785 | 15,997,000 | PRN | SOLE | 11,828,000 | 0 | 4,169,000 | ||
| SPDR BARCLAYS HIGH YIELD BOND | COM | 78464A417 | 38,736 | 1,003,272 | SH | SOLE | 748,858 | 0 | 254,414 | ||
| SPECTRANETICS CO 2.625% 1JUN34 | SDBCV | 84760CAA5 | 19,480 | 15,126,000 | PRN | SOLE | 11,214,000 | 0 | 3,912,000 | ||
| STARWOOD PRPRTY TR3.75 15OCT17 | SDBCV | 85571BAC9 | 37,507 | 36,863,000 | PRN | SOLE | 27,310,000 | 0 | 9,553,000 | ||
| SUNPOWER CORP .75 1JUN18 | SDBCV | 867652AG4 | 5,635 | 4,604,000 | PRN | SOLE | 3,412,000 | 0 | 1,192,000 | ||
| SUNPOWER CORP 4.5% 15MAR15 | SDBCV | 867652AE9 | 38,440 | 32,723,000 | PRN | SOLE | 24,275,000 | 0 | 8,448,000 | ||
| SYNCHRONOSS TECH 0.75% 15AUG19 | SDBCV | 87157BAA1 | 7,505 | 7,088,000 | PRN | SOLE | 5,257,000 | 0 | 1,831,000 | ||
| VECTOR GROUP LTD 1.75% 15APR20 | SDBCV | 92240MBC1 | 36,340 | 34,195,000 | PRN | SOLE | 25,334,000 | 0 | 8,861,000 | ||
| VIPSHOP HLDG LTD 1.5% 15MAR19 | SDBCV | 92763WAA1 | 13,952 | 11,683,000 | PRN | SOLE | 8,655,000 | 0 | 3,028,000 | ||