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 3.25 15APR19 | SDBCV | 316827AC8 | 20,512 | 20,085,000 | PRN | SOLE | 15,574,000 | 0 | 4,511,000 | ||
| 51JOB INC-ADR | COM | 316827104 | 5,798 | 174,449 | SH | SOLE | 124,744 | 0 | 49,705 | ||
| AKAMAI TECHNOLOGIES | COM | 00971T101 | 2,220 | 31,800 | SH | SOLE | 24,677 | 0 | 7,123 | ||
| ALBANY MOLECULAR 2.25% 15NOV18 | SDBCV | 012423AB5 | 10,988 | 7,868,000 | PRN | SOLE | 6,101,000 | 0 | 1,767,000 | ||
| ALERE INC 3% 31DEC49 SER B PFD | CVPFD | 01449J204 | 98,411 | 279,170 | SH | SOLE | 214,877 | 0 | 64,293 | ||
| AMERICAN REALTY 3% 1AUG18 | SDBCV | 02917TAA2 | 5,942 | 6,300,000 | PRN | SOLE | 4,816,000 | 0 | 1,484,000 | ||
| ANADARKO PETROLEUM 07JUN18 PFD | CVPFD | 032511404 | 505 | 10,000 | SH | SOLE | 7,700 | 0 | 2,300 | ||
| ANI PHARMACEUTI INC 3% 01DEC19 | SDBCV | 00182CAA1 | 5,156 | 4,500,000 | PRN | SOLE | 3,472,000 | 0 | 1,028,000 | ||
| APOLLO CMMRL REAL 5.5% 15MAR19 | SDBCV | 03762UAA3 | 46,937 | 46,820,000 | PRN | SOLE | 36,016,000 | 0 | 10,804,000 | ||
| ATLAS AIR WORLDWIDE HOLDINGS | COM | 049164205 | 2,701 | 49,143 | SH | SOLE | 37,537 | 0 | 11,606 | ||
| BROCADE COMMUNICATIONS SYS | COM | 111621306 | 2,667 | 224,500 | SH | SOLE | 174,073 | 0 | 50,427 | ||
| CANADIAN SOLAR 4.25% 15FEB19 | SDBCV | 136635AE9 | 30,579 | 31,105,000 | PRN | SOLE | 24,080,000 | 0 | 7,025,000 | ||
| CHENIERE ENERGY 4.25 15MAR45 | SDBCV | 16411RAG4 | 18,837 | 25,000,000 | PRN | SOLE | 19,102,000 | 0 | 5,898,000 | ||
| COLONY FINANCIA 3.875% 15JAN21 | SDBCV | 19624RAB2 | 50,032 | 49,637,000 | PRN | SOLE | 38,491,000 | 0 | 11,146,000 | ||
| COLONY FINANCIAL 5% 15APR23 | SDBCV | 19624RAA4 | 9,970 | 9,500,000 | PRN | SOLE | 7,260,000 | 0 | 2,240,000 | ||
| CTRIP.COM INTER 1.25% 15OCT18 | SDBCV | 22943FAD2 | 320 | 279,000 | PRN | SOLE | 216,000 | 0 | 63,000 | ||
| DEPOMED INC 2.5 1SEP21 | SDBCV | 249908AA2 | 29,773 | 23,168,000 | PRN | SOLE | 17,965,000 | 0 | 5,203,000 | ||
| DHT HOLDINGS INC 4.5% 01OCT19 | SDBCV | 23335SAB2 | 2,512 | 2,100,000 | PRN | SOLE | 1,538,000 | 0 | 562,000 | ||
| DIANA SHIPPING INC | COM | Y2066G104 | 436 | 61,800 | SH | SOLE | 61,800 | 0 | 0 | ||
| DRYSHIPS INC | COM | Y2109Q101 | 46 | 75,563 | SH | SOLE | 62,683 | 0 | 12,880 | ||
| ECHO GLOBAL LOGI 2.5 1MAY20 | SDBCV | 27875TAA9 | 11,924 | 11,035,000 | PRN | SOLE | 8,557,000 | 0 | 2,478,000 | ||
| ENVESTNET INC 1.75% 15DEC19 | SDBCV | 29404KAA4 | 24,977 | 25,670,000 | PRN | SOLE | 19,904,000 | 0 | 5,766,000 | ||
| FIREEYE INC | COM | 31816Q101 | 2,480 | 50,713 | SH | SOLE | 34,655 | 0 | 16,058 | ||
| GENERAL MOTORS CO | COM | 37045V100 | 1,665 | 49,965 | SH | SOLE | 38,499 | 0 | 11,466 | ||
| GENERAL MOTORS-CW15 | RT | 37045V134 | 46 | 166,400 | SH | SOLE | 129,768 | 0 | 36,632 | ||
| GENWORTH FINANCIAL INC-CL A | COM | 37247D106 | 378 | 50,000 | SH | SOLE | 35,841 | 0 | 14,159 | ||
| GOGO INC | COM | 38046C109 | 3,997 | 186,518 | SH | SOLE | 138,075 | 0 | 48,443 | ||
| GOLD FIELDS LTD-SP ADR | ADR | 38059T106 | 322 | 100,000 | SH | SOLE | 75,367 | 0 | 24,633 | ||
| HERBALIFE LTD | COM | G4412G101 | 3,829 | 69,500 | SH | SOLE | 69,500 | 0 | 0 | ||
| HOLOGIC INC | COM | 436440101 | 962 | 25,267 | SH | SOLE | 19,590 | 0 | 5,677 | ||
| HOLOGIC INC FRN 15DEC43 | SDBCV | 436440AG6 | 18,860 | 15,500,000 | PRN | SOLE | 12,020,000 | 0 | 3,480,000 | ||
| HOMEAWAY INC 0.125 1APR19 | SDBCV | 43739QAB6 | 241 | 250,000 | PRN | SOLE | 191,000 | 0 | 59,000 | ||
| ILLUMINA INC | COM | 452327109 | 1,245 | 5,700 | SH | SOLE | 4,423 | 0 | 1,277 | ||
| INTERACTIVE INTELLIGENCE GROUP | COM | 45841V109 | 1,753 | 39,416 | SH | SOLE | 30,107 | 0 | 9,309 | ||
| IRIDIUM COMMUN CVPFD PERP | CVPFD | 46269C409 | 17,304 | 52,000 | SH | SOLE | 39,733 | 0 | 12,267 | ||
| ISHARES MSCI EMERGING MKT IN | COM | 464287234 | 7,925 | 200,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| JDS UNIPHASE 0.625% 15AUG33 | SDBCV | 46612JAF8 | 6,360 | 6,500,000 | PRN | SOLE | 5,017,000 | 0 | 1,483,000 | ||
| MOLINA HEALTH 1.125% 15JAN20 | SDBCV | 60855RAC4 | 54,938 | 31,000,000 | PRN | SOLE | 24,038,000 | 0 | 6,962,000 | ||
| MOLINA HEALTHCAR 1.625%15AUG44 | SDBCV | 60855RAD2 | 6,679 | 5,064,000 | PRN | SOLE | 3,867,000 | 0 | 1,197,000 | ||
| NAVIOS MARITIME ACQUISITION | COM | Y62159101 | 1,193 | 332,289 | SH | SOLE | 332,289 | 0 | 0 | ||
| NEW MOUNTAIN FINANC 5% 15JUN19 | SDBCV | 647551AB6 | 4,560 | 4,500,000 | PRN | SOLE | 3,474,000 | 0 | 1,026,000 | ||
| NOVELLUS SYSTEM 2.625% 15MAY41 | SDBCV | 670008AD3 | 17,892 | 7,500,000 | PRN | SOLE | 5,815,000 | 0 | 1,685,000 | ||
| NVIDIA CORP | COM | 67066G104 | 1,456 | 72,400 | SH | SOLE | 56,182 | 0 | 16,218 | ||
| ON SEMICONDUCTOR CORP | COM | 682189105 | 5,614 | 480,200 | SH | SOLE | 368,313 | 0 | 111,887 | ||
| PENNYMAC CORP 5.375% 1MAY20 | SDBCV | 70932AAB9 | 24,563 | 26,011,000 | PRN | SOLE | 20,081,000 | 0 | 5,930,000 | ||
| PROTALIX BIOTHERAP 4.5 15SEP18 | SDBCV | 74365AAB7 | 1,550 | 2,000,000 | PRN | SOLE | 1,418,000 | 0 | 582,000 | ||
| QIHOO 360 TECH CO 2.5% 15SEP18 | SDBCV | 74734MAB5 | 12,259 | 12,500,000 | PRN | SOLE | 9,662,000 | 0 | 2,838,000 | ||
| QUIDEL CORP 3.25% 15DEC20 | SDBCV | 74838JAA9 | 40,811 | 40,750,000 | PRN | SOLE | 31,145,000 | 0 | 9,605,000 | ||
| RED HAT INC | COM | 756577102 | 6,370 | 83,900 | SH | SOLE | 65,061 | 0 | 18,839 | ||
| RENEWABLE ENERGY GROUP INC | COM | 75972A301 | 920 | 79,530 | SH | SOLE | 61,663 | 0 | 17,867 | ||
| RESTORATION 0% 15JUL20 | SDBCV | 761283AB6 | 16,932 | 17,000,000 | PRN | SOLE | 13,182,000 | 0 | 3,818,000 | ||
| RESTORATION HARDWARE HOLDING | COM | 761283100 | 4,463 | 45,711 | SH | SOLE | 36,690 | 0 | 9,021 | ||
| SCORPIO BULKERS INC | COM | Y7546A106 | 196 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
| SINA CORP 1% 01DEC18 | SDBCV | 82922RAD5 | 21,312 | 22,301,000 | PRN | SOLE | 17,293,000 | 0 | 5,008,000 | ||
| SPIRIT REALTY 2.875% 15MAY19 | SDBCV | 84860WAA0 | 7,245 | 7,682,000 | PRN | SOLE | 5,957,000 | 0 | 1,725,000 | ||
| STARWOOD PRPRTY TR3.75 15OCT17 | SDBCV | 85571BAC9 | 4,543 | 4,500,000 | PRN | SOLE | 3,474,000 | 0 | 1,026,000 | ||
| SUNPOWER CORP .75 1JUN18 | SDBCV | 867652AG4 | 3,986 | 3,099,000 | PRN | SOLE | 2,387,000 | 0 | 712,000 | ||
| TESARO INC 3% 01OCT21 | SDBCV | 881569AA5 | 30,090 | 16,412,000 | PRN | SOLE | 12,726,000 | 0 | 3,686,000 | ||
| TETRALOGIC PHAR 8% 15JUN19 | SDBCV | 88165UAB5 | 4,497 | 7,500,000 | PRN | SOLE | 5,634,000 | 0 | 1,866,000 | ||
| TEVA PHARMACEUTICAL-SPON ADR | ADR | 881624209 | 4,728 | 80,000 | SH | Call | SOLE | 75,400 | 0 | 0 | |
| TRINA SOLAR LTD 3.5% 15JUN19 | SDBCV | 89628EAC8 | 40,636 | 39,905,000 | PRN | SOLE | 31,324,000 | 0 | 8,581,000 | ||
| VECTOR GROUP LTD 1.75% 15APR20 | SDBCV | 92240MBC1 | 47,596 | 43,195,000 | PRN | SOLE | 33,348,000 | 0 | 9,847,000 | ||
| VECTOR GROUP LTD 2.5% 15JAN19 | SDB | 92240MAY4 | 1,478 | 1,000,000 | PRN | SOLE | 772,000 | 0 | 228,000 | ||
| WORKDAY INC-CLASS A | COM | 98138H101 | 985 | 12,900 | SH | SOLE | 10,002 | 0 | 2,898 | ||
| YAHOO INC 0% 1DEC18 | SDBCV | 984332AF3 | 25,102 | 24,383,000 | PRN | SOLE | 18,902,000 | 0 | 5,481,000 | ||