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 |
| A.M. Castle & Co. | CONV | 148411AF8 | 1,295 | 800,000 | PRN | SOLE | 800,000 | 0 | 0 | ||
| Alaska Communications Systems | CONV | 01167PAD3 | 1,660 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Allscripts Healthcare Solutio | CONV | 01988PAC2 | 1,689 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| American Realty Capital Prop. | CONV | 02917TAA2 | 2,001 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| AmTrust Financial Services, I | CONV | 032359AC5 | 1,960 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Array BioPharma Inc. | CONV | 04269XAA3 | 522 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| Ascent Capital Group, Inc. | CONV | 043632AA6 | 1,071 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| BioMarin Pharmaceutical Inc. | CONV | 09061GAE1 | 266 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
| BioMarin Pharmaceutical Inc. | CONV | 09061GAF8 | 269 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
| BlackRock Kelso Capital Corp. | CONV | 092533AA6 | 3,082 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| Bottomline Technologies, Inc. | CONV | 101388AA4 | 2,018 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Bristow Group Inc. | CONV | 110394AC7 | 3,092 | 2,511,000 | PRN | SOLE | 2,511,000 | 0 | 0 | ||
| Cardtronics, Inc., | CONV | 14161HAF5 | 999 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Chart Industries, Inc. | CONV | 16115QAC4 | 2,324 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Chiquita Brands International | CONV | 170032AT3 | 1,365 | 1,400,000 | PRN | SOLE | 1,400,000 | 0 | 0 | ||
| Clean Energy Fuels Corp. | CONV | 184499AB7 | 1,022 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Colony Financial, Inc. | CONV | 19624RAA4 | 2,573 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| Concur Technologies, Inc. | CONV | 206708AB5 | 872 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | ||
| CSG Systems International, In | CONV | 126349AC3 | 2,890 | 2,150,000 | PRN | SOLE | 2,150,000 | 0 | 0 | ||
| Cubist Pharmaceuticals, Inc. | CONV | 229678AE7 | 1,268 | 1,100,000 | PRN | SOLE | 1,100,000 | 0 | 0 | ||
| Cubist Pharmaceuticals, Inc. | CONV | 229678AG2 | 1,260 | 1,100,000 | PRN | SOLE | 1,100,000 | 0 | 0 | ||
| DFC Global Corp. | CONV | 23324TAB3 | 2,244 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| Encore Capital Group, Inc. | CONV | 292554AD4 | 1,680 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Encore Capital Group, Inc. | CONV | 292554AE2 | 1,893 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Equinix, Inc. | CONV | 29444UAG1 | 3,165 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Exelixis, Inc. | CONV | 30161QAC8 | 1,537 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| Finisar Corp. | CONV | 31787AAJ0 | 342 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | ||
| Forest City Enterprises, Inc. | CONV | 345550AQ0 | 2,048 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| FXCM Inc. | CONV | 302693AA4 | 2,260 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Gilead Sciences, Inc. | CONV | 375558AN3 | 4,988 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Gilead Sciences, Inc. | CONV | 375558AP8 | 6,600 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Goodrich Petroleum Corp. | CONV | 382410AG3 | 2,030 | 1,985,000 | PRN | SOLE | 1,985,000 | 0 | 0 | ||
| GT Advanced Technologies Inc. | CONV | 36191UAA4 | 1,376 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| GT Advanced Technologies Inc. | CONV | 36191UAB2 | 712 | 700,000 | PRN | SOLE | 700,000 | 0 | 0 | ||
| Hawaiian Holdings, Inc. | CONV | 419879AD3 | 3,737 | 2,750,000 | PRN | SOLE | 2,750,000 | 0 | 0 | ||
| Hornbeck Offshore Services, I | CONV | 440543AN6 | 2,087 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
| IAS Operating Partnership LP | CONV | 44927XAA3 | 923 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Iconix Brand Group, Inc. | CONV | 451055AD9 | 2,055 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Iconix Brand Group, Inc. | CONV | 451055AE7 | 3,101 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
| Illumina, Inc. | CONV | 452327AC3 | 2,088 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Incyte Corp. | CONV | 45337CAK8 | 840 | 700,000 | PRN | SOLE | 700,000 | 0 | 0 | ||
| Incyte Corp. | CONV | 45337CAL6 | 853 | 700,000 | PRN | SOLE | 700,000 | 0 | 0 | ||
| Infinera Corp. | CONV | 45667GAA1 | 1,885 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
| Insulet Corp. | CONV | 45784PAC5 | 1,474 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Intel Corp. | CONV | 458140AC4 | 1,291 | 1,150,000 | PRN | SOLE | 1,150,000 | 0 | 0 | ||
| InterDigital, Inc. | CONV | 458660AB3 | 2,555 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| InvenSense, Inc. | CONV | 46123DAA4 | 1,754 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Ixia | CONV | 45071RAB5 | 1,082 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Jarden Corp. | CONV | 471109AH1 | 3,915 | 2,750,000 | PRN | SOLE | 2,750,000 | 0 | 0 | ||
| Kaiser Aluminum Corp. | CONV | 483007AB6 | 2,981 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Kaman Corp. | CONV | 483548AD5 | 1,938 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Layne Christensen Co. | CONV | 521050AA2 | 1,003 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Lexington Realty Trust | CONV | 529043AA9 | 1,518 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Liberty Media Corp. | CONV | 531229AA0 | 1,751 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
| Mentor Graphics Corp. | CONV | 587200AK2 | 2,669 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Merrimack Pharmaceuticals, In | CONV | 590328AA8 | 1,038 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| MGM Resorts International | CONV | 55303QAE0 | 2,755 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Micron Technology, Inc. | CONV | 595112AX1 | 2,282 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Micron Technology, Inc. | CONV | 595112AY9 | 1,484 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Molina Healthcare Inc. | CONV | 60855RAB6 | 2,641 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| Move, Inc. | CONV | 62458MAA6 | 1,131 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Mylan Inc. | CONV | 628530AJ6 | 3,284 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Northgate Minerals Corp. | CONV | 666416AB8 | 1,155 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
| NQ Mobile Inc. | CONV | 64118UAA6 | 705 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Nuance Communications, Inc. | CONV | 67020YAB6 | 4,202 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| NVIDIA Corp. | CONV | 67066GAB0 | 1,286 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| OPKO Health Inc. | CONV | 68375NAA1 | 1,048 | 800,000 | PRN | SOLE | 800,000 | 0 | 0 | ||
| Photronics, Inc. | CONV | 719405AH5 | 2,308 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Portfolio Recovery Associates | CONV | 73640QAA3 | 1,101 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Priceline.com Inc. | CONV | 741503AQ9 | 4,726 | 3,415,000 | PRN | SOLE | 3,415,000 | 0 | 0 | ||
| Proofpoint, Inc. | CONV | 743424AA1 | 1,787 | 1,650,000 | PRN | SOLE | 1,650,000 | 0 | 0 | ||
| RAIT Financial Trust | CONV | 749227AB0 | 995 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Regeneron Pharmaceuticals, In | CONV | 75886FAD9 | 1,641 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| ReneSola Ltd. | CONV | 75971TAA1 | 396 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| Royal Gold, Inc | CONV | 780287AA6 | 580 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | ||
| RPM International Inc. | CONV | 749685AT0 | 556 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| RTI International Metals, Inc | CONV | 74973WAA5 | 1,366 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
| RTI International Metals, Inc | CONV | 74973WAB3 | 1,056 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Rudolph Technologies Inc. | CONV | 781268AA5 | 1,148 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Salix Pharmaceuticals, Ltd. | CONV | 795435AC0 | 1,184 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | ||
| Salix Pharmaceuticals, Ltd. | CONV | 795435AE6 | 897 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | ||
| SanDisk Corp. | CONV | 80004CAD3 | 2,218 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| SBA Communications Corp. | CONV | 78388JAM8 | 3,558 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
| Ship Finance International Lt | CONV | G81075AE6 | 1,309 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| Shutterfly, Inc. | CONV | 82568PAA4 | 1,074 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| SolarCity Corp. | CONV | 83416TAA8 | 594 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| Spansion LLC | CONV | 84649PAK1 | 1,171 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| SunEdison, Inc. | CONV | 86732YAB5 | 1,119 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| SunPower Corp. | CONV | 867652AE9 | 2,811 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Take-Two Interactive Software | CONV | 874054AC3 | 2,897 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| TeleCommunication Systems, In | CONV | 87929JAC7 | 1,940 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Web.com Group, Inc. | CONV | 94733AAA2 | 2,255 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Xilinx, Inc. | CONV | 983919AF8 | 1,600 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Amerivon Holdings LLC | PFD CV | 898873104 | 33 | 545,456 | SH | SOLE | 545,456 | 0 | 0 | ||
| Amerivon Holdings LLC | PFD CV | 898876107 | 1,527 | 1,287,032 | SH | SOLE | 1,287,032 | 0 | 0 | ||
| Bank of America Corp. | PFD CV | 60505682 | 3,607 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
| Bunge Ltd. | PFD CV | G16962204 | 1,613 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| Chesapeake Energy Corp. | PFD CV | 165167768 | 3,604 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
| Halcon Resources Corp. | PFD CV | 40537Q407 | 1,608 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
| Health Care REIT, Inc. | PFD CV | 42217K601 | 2,050 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| Huntington Bancshares, Inc. | PFD CV | 446150401 | 3,175 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
| NY Community Capital Trust V | PFD CV | 64944P307 | 2,358 | 48,000 | SH | SOLE | 48,000 | 0 | 0 | ||
| Post Holdings, Inc. | PFD CV | 737446203 | 1,998 | 16,600 | SH | SOLE | 16,600 | 0 | 0 | ||
| Post Holdings, Inc. | PFD CV | 737446500 | 1,000 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Stanley Black & Decker, Inc. | PFD CV | 854502309 | 1,936 | 15,600 | SH | SOLE | 15,600 | 0 | 0 | ||
| Stanley Black & Decker, Inc. | PFD CV | 854502804 | 514 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| Wells Fargo & Co. | PFD CV | 949746804 | 4,420 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
| Weyerhaeuser Co. | PFD CV | 962166872 | 3,347 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| Crown Castle International Co | PFD CV | 228227500 | 2,502 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| Dominion Resources, Inc. | PFD CV | 25746U703 | 1,353 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| Dominion Resources, Inc. | PFD CV | 25746U885 | 1,355 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| Genesee & Wyoming, Inc. | PFD CV | 371559204 | 2,566 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| Maiden Holdings, Ltd. | PFD CV | G5753U203 | 2,023 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
| MetLife, Inc. | PFD CV | 59156R116 | 2,050 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
| NextEra Energy, Inc. | PFD CV | 65339F705 | 864 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| NextEra Energy, Inc. | PFD CV | 65339F861 | 1,004 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| NextEra Energy, Inc. | PFD CV | 65339F887 | 2,272 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| United Technologies Corp. | PFD CV | 913017117 | 5,238 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
| AbbVie Inc. | COM | 00287Y109 | 1,320 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| AT&T Inc. | COM | 00206R102 | 2,461 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
| Bristol Myers Squibb Co. | COM | 110122108 | 532 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Citigroup Inc. | COM | 172967424 | 1,019 | 19,546 | SH | SOLE | 19,546 | 0 | 0 | ||
| ConAgra Foods, Inc. | COM | 205887102 | 1,011 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| ConocoPhillips | COM | 20825C104 | 1,892 | 26,782 | SH | SOLE | 26,782 | 0 | 0 | ||
| Eli Lilly & Co. | COM | 532457108 | 765 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| EMC Corp. | COM | 268648102 | 1,509 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| Ford Motor Co. | COM | 345370860 | 772 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| General Electric Co. | COM | 369604103 | 841 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| Halcon Resources Corp. | COM | 40537Q209 | 0 | 96 | SH | SOLE | 96 | 0 | 0 | ||
| Intel Corp. | COM | 458140100 | 649 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| Merck & Co., Inc. | COM | 58933Y105 | 1,634 | 32,651 | SH | SOLE | 32,651 | 0 | 0 | ||
| MetLife, Inc. | COM | 59156R108 | 1,987 | 36,855 | SH | SOLE | 36,855 | 0 | 0 | ||
| Microsoft Corp. | COM | 594918104 | 1,258 | 33,600 | SH | SOLE | 33,600 | 0 | 0 | ||
| Pfizer Inc. | COM | 717081103 | 1,225 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| Verizon Communications Inc. | COM | 92343V104 | 1,474 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| Walt Disney Co. | COM | 254687106 | 1,146 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||