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 |
| Alaska Communications Systems | CONV | 01167PAE1 | 2,022 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| ANI Pharmaceuticals, Inc. | CONV | 00182CAA1 | 1,388 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Array BioPharma Inc. | CONV | 04269XAA3 | 495 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| Atlas Air Worldwide Hldgs, In | CONV | 049164BH8 | 1,814 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
| BlackRock Kelso Capital Corp. | CONV | 092533AB4 | 1,550 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Blucora, Inc. | CONV | 095229AB6 | 2,378 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| Bottomline Technologies, Inc. | CONV | 101388AA4 | 2,927 | 2,750,000 | PRN | SOLE | 2,750,000 | 0 | 0 | ||
| CalAmp Corp. | CONV | 128126AA7 | 2,786 | 3,100,000 | PRN | SOLE | 3,100,000 | 0 | 0 | ||
| Carriage Services, Inc. | CONV | 143905AM9 | 2,229 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Cheniere Energy, Inc. | CONV | 16411RAG4 | 1,881 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| Clean Energy Fuels Corp. | CONV | 184499AB7 | 545 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Colony Capital, Inc. | CONV | 19624RAA4 | 1,982 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| CSG Systems International, In | CONV | 126349AC3 | 2,950 | 2,150,000 | PRN | SOLE | 2,150,000 | 0 | 0 | ||
| Dycom Industries, Inc. | CONV | 267475AA9 | 1,985 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Echo Global Logistics, Inc. | CONV | 27875TAA9 | 2,021 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
| Emergent BioSolutions Inc. | CONV | 29089QAB1 | 1,821 | 1,600,000 | PRN | SOLE | 1,600,000 | 0 | 0 | ||
| Encore Capital Group, Inc. | CONV | 292554AF9 | 2,243 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
| EnerNOC, Inc. | CONV | 292764AB3 | 1,191 | 1,700,000 | PRN | SOLE | 1,700,000 | 0 | 0 | ||
| Equinix Inc. | CONV | 29444UAH9 | 2,558 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | ||
| Exelixis, Inc. | CONV | 30161QAC8 | 909 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | ||
| Extra Space Storage LP | CONV | 30225VAD9 | 2,024 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| FireEye, Inc. | CONV | 31816QAC5 | 2,668 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| Forest City Enterprises, Inc. | CONV | 345550AR8 | 2,072 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Gilead Sciences, Inc. | CONV | 375558AP8 | 4,718 | 1,100,000 | PRN | SOLE | 1,100,000 | 0 | 0 | ||
| Global Eagle Entertainment In | CONV | 37951DAA0 | 2,012 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
| GNC Holdings, Inc. | CONV | 36191GAA5 | 928 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Goodrich Petroleum Corp. | CONV | 382410AG3 | 217 | 1,035,000 | PRN | SOLE | 1,035,000 | 0 | 0 | ||
| Horizon Pharma Investment Ltd | CONV | 44052TAA9 | 1,942 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Hornbeck Offshore Services, I | CONV | 440543AN6 | 744 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| IAS Operating Partnership LP | CONV | 44927XAA3 | 948 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| IGI Laboratories, Inc. | CONV | 449575AA7 | 1,301 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Incyte Corp. | CONV | 45337CAN2 | 2,176 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Infinera Corp. | CONV | 45667GAB9 | 1,626 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| InterDigital, Inc. | CONV | 458660AC1 | 3,136 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
| JAKKS Pacific, Inc. | CONV | 47012EAG1 | 1,265 | 1,233,000 | PRN | SOLE | 1,233,000 | 0 | 0 | ||
| Jarden Corp. | CONV | 471109AH1 | 2,009 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| Jarden Corp. | CONV | 471109AM0 | 1,723 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Jazz Investments I Ltd. | CONV | 472145AB7 | 1,450 | 1,420,000 | PRN | SOLE | 1,420,000 | 0 | 0 | ||
| Kaman Corp. | CONV | 483548AD5 | 1,763 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Mentor Graphics Corp. | CONV | 587200AK2 | 3,480 | 2,750,000 | PRN | SOLE | 2,750,000 | 0 | 0 | ||
| MercadoLibre, Inc. | CONV | 58733RAB8 | 983 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Micron Technology, Inc. | CONV | 595112AY9 | 2,960 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| Molina Healthcare Inc. | CONV | 60855RAC4 | 3,490 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Monster Worldwide, Inc. | CONV | 611742AA5 | 1,376 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Nuance Communications, Inc. | CONV | 67020YAG5 | 1,034 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| NVIDIA Corp. | CONV | 67066GAC8 | 1,651 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| NXP Semiconductors N. V. | CONV | 62952QAA8 | 3,328 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| Oclaro, Inc. | CONV | 67555NAA5 | 1,371 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| OPKO Health Inc. | CONV | 68375NAA1 | 560 | 400,000 | PRN | SOLE | 400,000 | 0 | 0 | ||
| Proofpoint, Inc. | CONV | 743424AC7 | 2,627 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| PROS Holdings, Inc. | CONV | 74346YAA1 | 1,469 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| PTC Therapeutics, Inc. | CONV | 69366JAA9 | 890 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Quidel Corp. | CONV | 74838JAA9 | 931 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Red Hat, Inc. | CONV | 756577AC6 | 873 | 725,000 | PRN | SOLE | 725,000 | 0 | 0 | ||
| Regeneron Pharmaceuticals, In | CONV | 75886FAD9 | 2,760 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| Royal Gold, Inc. | CONV | 780287AA6 | 581 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | ||
| RTI International Metals, Inc | CONV | 74973WAB3 | 528 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| SanDisk Corp. | CONV | 80004CAD3 | 2,492 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| SanDisk Corp. | CONV | 80004CAF8 | 487 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| SolarCity Corp. | CONV | 83416TAA8 | 1,587 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
| Spansion LLC | CONV | 84649PAL9 | 657 | 400,000 | PRN | SOLE | 400,000 | 0 | 0 | ||
| Spirit Realty Capital, Inc. | CONV | 84860WAB8 | 914 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| SunEdison, Inc. | CONV | 86732YAD1 | 711 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| SunEdison, Inc. | CONV | 86732YAE9 | 862 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| SunPower Corp. | CONV | 867652AJ8 | 1,263 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| Synchronoss Technologies, Inc | CONV | 87157BAA1 | 2,534 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| Take-Two Interactive Software | CONV | 874054AC3 | 1,546 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| TeleCommunication Systems, In | CONV | 87929JAC7 | 1,960 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Tesla Motors, Inc. | CONV | 88160RAC5 | 662 | 700,000 | PRN | SOLE | 700,000 | 0 | 0 | ||
| The Medicines Co. | CONV | 584688AD7 | 2,612 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| The Priceline Group Inc. | CONV | 741503AQ9 | 4,232 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| Trinity Biotech Investment Lt | CONV | 89643QAA6 | 874 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Twitter, Inc. | CONV | 90184LAC6 | 857 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Verint Systems Inc. | CONV | 92343XAA8 | 2,395 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| Web.com Group, Inc. | CONV | 94733AAA2 | 2,828 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| Yahoo! Inc. | CONV | 984332AF3 | 486 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| American Tower Corp. | PFD CV | 03027X407 | 1,925 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| Amerivon Holdings LLC | PFD CV | 898873104 | 33 | 545,456 | SH | SOLE | 545,456 | 0 | 0 | ||
| Amerivon Holdings LLC | PFD CV | 898876107 | 1,467 | 1,364,786 | SH | SOLE | 1,364,786 | 0 | 0 | ||
| Bank of America Corp. | PFD CV | 60505682 | 2,692 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
| Bunge Ltd. | PFD CV | G16962204 | 1,963 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| Chesapeake Energy Corp. | PFD CV | 165167768 | 904 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
| Cowen Group, Inc. | PFD CV | 223622408 | 866 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
| Huntington Bancshares, Inc. | PFD CV | 446150401 | 3,345 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
| NY Community Capital Trust V | PFD CV | 64944P307 | 2,400 | 48,000 | SH | SOLE | 48,000 | 0 | 0 | ||
| Post Holdings, Inc. | PFD CV | 737446302 | 659 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| Stanley Black & Decker, Inc. | PFD CV | 854502804 | 2,250 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| Stericycle, Inc. | PFD CV | 858912207 | 2,033 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| Wells Fargo & Co. | PFD CV | 949746804 | 2,920 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
| Welltower Inc. | PFD CV | 95040Q203 | 2,446 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| Allergan plc | PFD CV | G0177J116 | 4,350 | 4,600 | SH | SOLE | 4,600 | 0 | 0 | ||
| AmSurg Corp. | PFD CV | 03232P504 | 3,629 | 24,500 | SH | SOLE | 24,500 | 0 | 0 | ||
| Anadarko Petroleum Corp | PFD CV | 32511404 | 743 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| Anthem, Inc. | PFD CV | 36752202 | 2,900 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| Crown Castle International Co | PFD CV | 22822V200 | 2,040 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| Dominion Resources, Inc. | PFD CV | 25746U869 | 1,984 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| Fiat Chrysler Automobiles N.V | PFD CV | N31738110 | 1,186 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Frontier Communications Corp | PFD CV | 35906A207 | 1,873 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| Kindred Healthcare, Inc. | PFD CV | 494580301 | 2,111 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
| Maiden Holdings, Ltd. | PFD CV | G5753U203 | 2,016 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| NextEra Energy, Inc. | PFD CV | 65339F846 | 3,087 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| Post Holdings, Inc. | PFD CV | 737446609 | 284 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
| T-Mobile US, Inc. | PFD CV | 872590203 | 2,762 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| Tyson Foods, Inc. | PFD CV | 902494301 | 2,307 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
| Weyerhaeuser Co. | PFD CV | 962166872 | 2,886 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| AbbVie Inc. | COM | 00287Y109 | 1,360 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| American Tower Corp. | COM | 03027X100 | 1,320 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| AT&T Inc. | COM | 00206R102 | 1,629 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| B&G Foods, Inc. | COM | 05508R106 | 1,276 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
| BlackRock Capital Investment | COM | 92533108 | 1,161 | 131,034 | SH | SOLE | 131,034 | 0 | 0 | ||
| Chevron Corp. | COM | 166764100 | 552 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
| Church & Dwight Co., Inc. | COM | 171340102 | 1,678 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| Citigroup Inc. | COM | 172967424 | 1,466 | 29,546 | SH | SOLE | 29,546 | 0 | 0 | ||
| ConAgra Foods, Inc. | COM | 205887102 | 1,418 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
| ConocoPhillips | COM | 20825C104 | 623 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
| Crown Castle International Co | COM | 22822V101 | 1,270 | 16,100 | SH | SOLE | 16,100 | 0 | 0 | ||
| Eli Lilly & Co. | COM | 532457108 | 1,255 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| Equinix, Inc. | COM | 29444U700 | 2,050 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
| Ford Motor Co. | COM | 345370860 | 1,357 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| General Electric Co. | COM | 369604103 | 1,261 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| Intel Corp. | COM | 458140100 | 1,206 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| Invesco Mortgage Capital Inc. | COM | 46131B100 | 718 | 58,700 | SH | SOLE | 58,700 | 0 | 0 | ||
| Kinder Morgan, Inc. | COM | 49456B101 | 1,246 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
| Merck & Co., Inc. | COM | 58933Y105 | 1,119 | 22,651 | SH | SOLE | 22,651 | 0 | 0 | ||
| MetLife, Inc. | COM | 59156R108 | 951 | 20,175 | SH | SOLE | 20,175 | 0 | 0 | ||
| Microsoft Corp. | COM | 594918104 | 1,266 | 28,600 | SH | SOLE | 28,600 | 0 | 0 | ||
| Pfizer Inc. | COM | 717081103 | 1,256 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| Roche Holdings Ltd. (ADR) | COM | 771195104 | 906 | 27,500 | SH | SOLE | 27,500 | 0 | 0 | ||
| SBA Communications Corp. | COM | 78388J106 | 1,571 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| Unilever N.V. (ADR) | COM | 904784709 | 965 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
| Verizon Communications Inc. | COM | 92343V104 | 1,305 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| Vodafone Group Plc (ADR) | COM | 92857W308 | 1,616 | 50,909 | SH | SOLE | 50,909 | 0 | 0 | ||
| Walt Disney Co. | COM | 254687106 | 1,533 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| Wells Fargo & Co. | COM | 949746101 | 1,140 | 22,200 | SH | SOLE | 22,200 | 0 | 0 | ||