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 | 818 | 800,000 | PRN | SOLE | 800,000 | 0 | 0 | ||
| Alaska Communications Systems | CONV | 01167PAE1 | 1,902 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Allscripts Healthcare Solution | CONV | 01988PAD0 | 742 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | ||
| American Realty Capital Prop. | CONV | 02917TAA2 | 1,849 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| AmTrust Financial Services, I | CONV | 032359AC5 | 2,121 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Array BioPharma Inc. | CONV | 04269XAA3 | 939 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| BlackRock Kelso Capital Corp. | CONV | 092533AB4 | 1,520 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Blucora, Inc. | CONV | 095229AB6 | 2,362 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| Bottomline Technologies, Inc. | CONV | 101388AA4 | 1,864 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
| Carriage Services, Inc. | CONV | 143905AL1 | 2,174 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Cepheid | CONV | 15670RAB3 | 1,765 | 1,600,000 | PRN | SOLE | 1,600,000 | 0 | 0 | ||
| Chart Industries, Inc. | CONV | 16115QAC4 | 1,443 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Clean Energy Fuels Corp. | CONV | 184499AB7 | 701 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Colony Financial, Inc. | CONV | 19624RAA4 | 2,683 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| CSG Systems International, Inc. | CONV | 126349AC3 | 2,568 | 2,150,000 | PRN | SOLE | 2,150,000 | 0 | 0 | ||
| Depomed, Inc. | CONV | 249908AA2 | 649 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | ||
| Emergent BioSolutions Inc. | CONV | 29089QAA3 | 1,803 | 1,600,000 | PRN | SOLE | 1,600,000 | 0 | 0 | ||
| Encore Capital Group, Inc. | CONV | 292554AF9 | 2,557 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
| EnerNOC, INC. | CONV | 292764AA5 | 1,685 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Equinix Inc. | CONV | 29444UAH9 | 4,221 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Exelixis, Inc. | CONV | 30161QAC8 | 985 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
| Forest City Enterprises, Inc. | CONV | 345550AR8 | 2,130 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| FXCM Inc. | CONV | 302693AB2 | 2,092 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Gilead Sciences, Inc. | CONV | 375558AP8 | 6,211 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Goodrich Petroleum Corp. | CONV | 382410AG3 | 548 | 1,035,000 | PRN | SOLE | 1,035,000 | 0 | 0 | ||
| GT Advanced Technologies Inc. | CONV | 36191UAB2 | 691 | 1,350,000 | PRN | SOLE | 1,350,000 | 0 | 0 | ||
| Hawaiian Holdings, Inc. | CONV | 419879AD3 | 4,984 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Hornbeck Offshore Services, I | CONV | 440543AN6 | 842 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| IAS Operating Partnership LP | CONV | 44927XAA3 | 951 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Iconix Brand Group, Inc. | CONV | 451055AE7 | 1,771 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Iconix Brand Group, Inc. | CONV | 451055AF4 | 1,328 | 1,120,000 | PRN | SOLE | 1,120,000 | 0 | 0 | ||
| IGI Laboratories, Inc. | CONV | 449575AA7 | 1,008 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Illumina, Inc. | CONV | 452327AD1 | 2,211 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Incyte Corp. | CONV | 45337CAN2 | 3,070 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Infinera Corp. | CONV | 45667GAB9 | 1,331 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| InterDigital, Inc. | CONV | 458660AB3 | 1,395 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| InvenSense, Inc. | CONV | 46123DAB2 | 2,497 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| Jarden Corp. | CONV | 471109AH1 | 1,966 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| Jarden Corp. | CONV | 471109AK4 | 1,688 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| JinkoSolar Holding Co., Ltd. | CONV | 47759TAB6 | 854 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Kaiser Aluminum Corp. | CONV | 483007AB6 | 1,493 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Kaman Corp. | CONV | 483548AD5 | 1,912 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Liberty Media Corp. | CONV | 531229AB8 | 985 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Mentor Graphics Corp. | CONV | 587200AK2 | 3,307 | 2,750,000 | PRN | SOLE | 2,750,000 | 0 | 0 | ||
| MercadoLibre, Inc. | CONV | 58733RAA0 | 1,192 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Merrimack Pharmaceuticals, In | CONV | 590328AA8 | 956 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| MGM Resorts International | CONV | 55303QAE0 | 1,182 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Micron Technology, Inc. | CONV | 595112AY9 | 5,282 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| Molina Healthcare Inc. | CONV | 60855RAC4 | 3,488 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| Monster Worldwide, Inc. | CONV | 611742AA5 | 1,333 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| Mylan Inc. | CONV | 628530AJ6 | 4,231 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| NQ Mobile Inc. | CONV | 64118UAB4 | 710 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Nuance Communications, Inc. | CONV | 67020YAF7 | 2,505 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| NVIDIA Corp. | CONV | 67066GAC8 | 1,430 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| OPKO Health Inc. | CONV | 68375NAA1 | 1,192 | 800,000 | PRN | SOLE | 800,000 | 0 | 0 | ||
| Photronics, Inc. | CONV | 719405AH5 | 2,079 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Portfolio Recovery Associates | CONV | 73640QAB1 | 1,124 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Proofpoint, Inc. | CONV | 743424AB9 | 2,258 | 1,650,000 | PRN | SOLE | 1,650,000 | 0 | 0 | ||
| PROS Holdings, Inc. | CONV | 74346YAA1 | 1,234 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
| Quidel Corp. | CONV | 74838JAA9 | 560 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| RAIT Financial Trust | CONV | 749227AB0 | 902 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Red Hat, Inc. | CONV | 756577AC6 | 859 | 725,000 | PRN | SOLE | 725,000 | 0 | 0 | ||
| Regeneron Pharmaceuticals, Inc. | CONV | 75886FAD9 | 2,439 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| Royal Gold, Inc. | CONV | 780287AA6 | 623 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | ||
| RTI International Metals, Inc | CONV | 74973WAA5 | 1,233 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
| RTI International Metals, Inc | CONV | 74973WAB3 | 977 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Rudolph Technologies Inc. | CONV | 781268AA5 | 1,042 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Salix Pharmaceuticals, Ltd. | CONV | 795435AE6 | 1,097 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | ||
| SanDisk Corp. | CONV | 80004CAF8 | 603 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| Ship Finance International Ltd. | CONV | G81075AE6 | 1,238 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| SolarCity Corp. | CONV | 83416TAA8 | 812 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | ||
| SolarCity Corp. | CONV | 83416TAB6 | 909 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Spansion LLC | CONV | 84649PAL9 | 1,984 | 800,000 | PRN | SOLE | 800,000 | 0 | 0 | ||
| Spirit Realty Capital, Inc. | CONV | 84860WAB8 | 976 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| SunEdison, Inc. | CONV | 86732YAB5 | 752 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| SunEdison, Inc. | CONV | 86732YAE9 | 730 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | ||
| SunPower Corp. | CONV | 867652AH2 | 2,262 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| Synchronoss Technologies, Inc | CONV | 87157BAA1 | 1,587 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Take-Two Interactive Software | CONV | 874054AC3 | 1,518 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| TeleCommunication Systems, Inc. | CONV | 87929JAC7 | 1,900 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Tesla Motors, Inc. | CONV | 88160RAC5 | 635 | 700,000 | PRN | SOLE | 700,000 | 0 | 0 | ||
| The Priceline Group Inc. | CONV | 741503AQ9 | 4,001 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| The Spectranetics Corp. | CONV | 84760CAA5 | 643 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| TiVo Inc. | CONV | 888706AE8 | 961 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Twitter, Inc. | CONV | 90184LAC6 | 876 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Verint Systems Inc. | CONV | 92343XAA8 | 2,772 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| Violin Memory, Inc. | CONV | 92763AAA9 | 1,040 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Web.com Group, Inc. | CONV | 94733AAA2 | 2,528 | 2,750,000 | PRN | SOLE | 2,750,000 | 0 | 0 | ||
| Xilinx, Inc. | CONV | 983919AF8 | 1,510 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Yahoo! Inc. | CONV | 984332AF3 | 568 | 500,000 | PRN | SOLE | 500,000 | 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 | 1,332,048 | SH | SOLE | 1,332,048 | 0 | 0 | ||
| Bank of America Corp. | PFD CV | 060505682 | 3,489 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
| Bunge Ltd. | PFD CV | G16962204 | 1,688 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| Chesapeake Energy Corp. | PFD CV | 165167768 | 3,193 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
| Halcon Resources Corp. | PFD CV | 40537Q407 | 375 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
| Health Care REIT, Inc. | PFD CV | 42217K601 | 2,634 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| Huntington Bancshares, Inc. | PFD CV | 446150401 | 3,325 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
| NY Community Capital Trust V | PFD CV | 64944P307 | 2,388 | 48,000 | SH | SOLE | 48,000 | 0 | 0 | ||
| Post Holdings, Inc. | PFD CV | 737446203 | 1,466 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| Stanley Black & Decker, Inc. | PFD CV | 854502804 | 2,348 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| Wells Fargo & Co. | PFD CV | 949746804 | 3,038 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
| American Tower Corp. | PFD CV | 03027X308 | 2,184 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
| AmSurg Corp. | PFD CV | 03232P504 | 2,768 | 24,500 | SH | SOLE | 24,500 | 0 | 0 | ||
| Crown Castle International Co | PFD CV | 22822V200 | 2,055 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| Dominion Resources, Inc. | PFD CV | 25746U703 | 1,500 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| Dominion Resources, Inc. | PFD CV | 25746U885 | 1,503 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| Fiat Chrysler Automobiles N.V | PFD CV | N31738110 | 1,066 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Genesee & Wyoming, Inc. | PFD CV | 371559204 | 2,320 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| Kindred Healthcare, Inc. | PFD CV | 494580301 | 1,901 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
| Maiden Holdings, Ltd. | PFD CV | G5753U203 | 2,146 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
| NextEra Energy, Inc. | PFD CV | 65339F861 | 4,038 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
| Post Holdings, Inc. | PFD CV | 737446609 | 443 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| T-Mobile US, Inc. | PFD CV | 872590203 | 1,590 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| Tyson Foods, Inc. | PFD CV | 902494301 | 2,265 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
| United Technologies Corp. | PFD CV | 913017117 | 4,906 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
| Weyerhaeuser Co. | PFD CV | 962166872 | 3,460 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| AbbVie Inc. | COM | 00287Y109 | 1,636 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| American Tower Corp. | COM | 03027X100 | 1,483 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| AT&T Inc. | COM | 00206R102 | 2,351 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
| B&G Foods, Inc. | COM | 05508R106 | 1,046 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
| BlackRock Kelso Capital Corp. | COM | 092533108 | 1,074 | 131,034 | SH | SOLE | 131,034 | 0 | 0 | ||
| Chevron Corp. | COM | 166764100 | 1,010 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
| Church & Dwight Co., Inc. | COM | 171340102 | 1,576 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| Citigroup Inc. | COM | 172967424 | 1,058 | 19,546 | SH | SOLE | 19,546 | 0 | 0 | ||
| ConAgra Foods, Inc. | COM | 205887102 | 1,633 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
| ConocoPhillips | COM | 20825C104 | 1,850 | 26,782 | SH | SOLE | 26,782 | 0 | 0 | ||
| Crown Castle International Co | COM | 22822V101 | 1,267 | 16,100 | SH | SOLE | 16,100 | 0 | 0 | ||
| Eli Lilly & Co. | COM | 532457108 | 1,035 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| EMC Corp. | COM | 268648102 | 2,082 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
| Ford Motor Co. | COM | 345370860 | 1,550 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| General Electric Co. | COM | 369604103 | 1,264 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| Intel Corp. | COM | 458140100 | 1,452 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| Invesco Mortgage Capital Inc. | COM | 46131B100 | 908 | 58,700 | SH | SOLE | 58,700 | 0 | 0 | ||
| Kinder Morgan, Inc. | COM | 49456B101 | 1,904 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
| Lexington Realty Trust | COM | 529043101 | 604 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
| Merck & Co., Inc. | COM | 58933Y105 | 1,286 | 22,651 | SH | SOLE | 22,651 | 0 | 0 | ||
| MetLife, Inc. | COM | 59156R108 | 1,777 | 32,855 | SH | SOLE | 32,855 | 0 | 0 | ||
| Microsoft Corp. | COM | 594918104 | 1,328 | 28,600 | SH | SOLE | 28,600 | 0 | 0 | ||
| Pfizer Inc. | COM | 717081103 | 1,246 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| Roche Holdings Ltd. | COM | 771195104 | 935 | 27,500 | SH | SOLE | 27,500 | 0 | 0 | ||
| SBA Communications Corp. | COM | 78388J106 | 2,271 | 20,500 | SH | SOLE | 20,500 | 0 | 0 | ||
| Stratasys Ltd. | COM | M85548101 | 997 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
| Verizon Communications Inc. | COM | 92343V104 | 1,649 | 35,260 | SH | SOLE | 35,260 | 0 | 0 | ||
| Vodafone Group Plc (ADR) | COM | 92857W308 | 1,740 | 50,909 | SH | SOLE | 50,909 | 0 | 0 | ||
| Walt Disney Co. | COM | 254687106 | 1,413 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| Wells Fargo & Co. | COM | 949746101 | 1,217 | 22,200 | SH | SOLE | 22,200 | 0 | 0 | ||