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 |
| AMERICAN INTERNATIONAL GROUP | *W EXP 01/19/202 | 026874156 | 16,300 | 744,980 | SH | SOLE | 744,980 | 0 | 0 | ||
| AURICO GOLD INC. | COM | 05155C105 | 416 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| BANK OF AMERICA | *W EXP 01/16/201 | 060505146 | 621 | 105,765 | SH | SOLE | 105,765 | 0 | 0 | ||
| BANK OF AMERICA | 7.25 CNV PFD L | 060505682 | 382 | 330 | SH | SOLE | 330 | 0 | 0 | ||
| BLACKROCK DEBT STRATEGIES FUND INC | COM | 09255R103 | 697 | 186,921 | SH | SOLE | 186,921 | 0 | 0 | ||
| CUMULUS MEDIA INC | CL A | 231082108 | 4,854 | 1,965,000 | SH | SOLE | 1,965,000 | 0 | 0 | ||
| DIREXION DAILY GOLD MINERS INDEX BULL 3X | DAILY GOLD MINER | 25459Y389 | 565 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| DURECT CORPORATION | COM | 266605104 | 993 | 520,000 | SH | SOLE | 520,000 | 0 | 0 | ||
| EASTMAN KODAK | *W EXP 09/03/201 | 277461133 | 71 | 13,144 | SH | SOLE | 13,144 | 0 | 0 | ||
| EASTMAN KODAK | *W EXP 09/03/201 | 277461141 | 59 | 13,144 | SH | SOLE | 13,144 | 0 | 0 | ||
| EASTMAN KODAK COMPANY | COM NEW | 277461406 | 3,734 | 196,618 | SH | SOLE | 196,618 | 0 | 0 | ||
| EATON VANCE LIMITED DURATION INCOME FUND | COM | 27828H105 | 2,904 | 201,785 | SH | SOLE | 201,785 | 0 | 0 | ||
| EMMIS COMMUNICATION | CL A | 291525103 | 2,149 | 1,079,897 | SH | SOLE | 1,079,897 | 0 | 0 | ||
| EMMIS COMMUNICATIONS CORP | PFD CV SER A | 291525202 | 5,663 | 443,270 | SH | SOLE | 443,270 | 0 | 0 | ||
| GENERAL MOTORS CORP | *W EXP 07/10/201 | 37045V126 | 17,665 | 898,988 | SH | SOLE | 898,988 | 0 | 0 | ||
| IRIDIUM COMMUNICATIONS | PERP PFD CNV B | 46269C409 | 4,981 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
| JP MORGAN CHASE & CO. | *W EXP 10/28/201 | 46634E114 | 5,951 | 270,398 | SH | SOLE | 270,398 | 0 | 0 | ||
| KEYCORP | PFD 7.75 SR A | 493267405 | 7,953 | 60,709 | SH | SOLE | 60,709 | 0 | 0 | ||
| KINDER MORGAN ENERGY PARTNERS | *W EXP 05/25/201 | 49456B119 | 50,986 | 12,435,676 | SH | SOLE | 12,435,676 | 0 | 0 | ||
| LIBERTY BROADBAND | COM SER C | 530307305 | 283 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| LIBERTY MEDIA | CL A | 531229102 | 386 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| LIBERTY MEDIA | COM SER C | 531229300 | 764 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| NORTHSTAR REALTY FINANCE CORP | COM NEW | 66704R704 | 11,815 | 652,042 | SH | SOLE | 652,042 | 0 | 0 | ||
| NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | COM SHS | 6706EN100 | 402 | 34,542 | SH | SOLE | 34,542 | 0 | 0 | ||
| NUVEEN FLOATING RATE INCOME FUND | COM | 67072T108 | 363 | 32,071 | SH | SOLE | 32,071 | 0 | 0 | ||
| NUVEEN CREDIT STRATEGIES INCOME FUND | COM SHS | 67073D102 | 2,245 | 248,024 | SH | SOLE | 248,024 | 0 | 0 | ||
| RADIO ONE INC. | CL D NON VTG | 75040P405 | 5,976 | 1,940,169 | SH | SOLE | 1,940,169 | 0 | 0 | ||
| STANLEY BLACK & DECKER INC. | UNIT 99/99/9999 | 854502309 | 155,590 | 1,160,036 | SH | SOLE | 1,160,036 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS | COM | 868459108 | 1,674 | 138,429 | SH | SOLE | 138,429 | 0 | 0 | ||
| THOMPSON CREEK METALS COMPANY INC. | COM | 884768102 | 1,337 | 1,013,077 | SH | SOLE | 1,013,077 | 0 | 0 | ||
| WELLS FARGO & COMPANY | PERP PFD CNV A | 949746804 | 7,307 | 5,989 | SH | SOLE | 5,989 | 0 | 0 | ||
| ACORDA THERAPEUTICS INC. | NOTE 1.750 6/1 | 00484MAA4 | 4,149 | 4,055,000 | PRN | SOLE | 0 | 0 | 0 | ||
| AFFYMETRIX INC | NOTE 4.000 7/0 | 00826TAH1 | 450 | 205,000 | PRN | SOLE | 0 | 0 | 0 | ||
| AIR LEASE CORPORATION | NOTE 3.875 12/0 | 00912XAK0 | 11,765 | 8,100,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ALASKA COMMUNICATIONS SYSTEMS GROUP INC | NOTE 6.250 5/0 | 01167PAE1 | 20,139 | 20,498,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ALON USA ENERGY INC. | NOTE 3.000 9/1 ADDED | 020520AB8 | 10,707 | 8,435,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ALTRA HOLDINGS INC | NOTE 2.750 3/0 | 02208RAE6 | 3,670 | 3,160,000 | PRN | SOLE | 0 | 0 | 0 | ||
| JOHNSON & JOHNSON | SDCV 7/2 | 02261WAB5 | 154,734 | 111,689,000 | PRN | SOLE | 0 | 0 | 0 | ||
| AMERICAN REALTY CAPITAL PROPERTIES INC. | NOTE 3.000 8/0 | 02917TAA2 | 978 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ANNALY MORTGAGE MANAGEMENT INC | NOTE 5.000 5/1 | 035710AB8 | 652 | 650,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ARVINMERITOR INC | FRNT 4.000 2/1 | 043353AH4 | 1,131 | 1,084,000 | PRN | SOLE | 0 | 0 | 0 | ||
| BGC PARTNERS INC. | NOTE 4.500 7/1 | 05541TAD3 | 11,243 | 10,303,000 | PRN | SOLE | 0 | 0 | 0 | ||
| BPZ RESOURCES INC. | MTNF 6.500 3/0 DELETED | 055639AB4 | 417 | 2,605,000 | PRN | SOLE | 0 | 0 | 0 | ||
| BRISTOW GROUP INC | NOTE 3.000 6/1 | 110394AC7 | 28,381 | 28,212,000 | PRN | SOLE | 0 | 0 | 0 | ||
| BROOKDALE SENIOR LIVING INC. | NOTE 2.750 6/1 | 112463AA2 | 2,089 | 1,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| B2GOLD CORPORATION | NOTE 3.250 10/0 | 11777QAB6 | 19,689 | 22,525,000 | PRN | SOLE | 0 | 0 | 0 | ||
| CALLAWAY GOLF COMPANY | NOTE 3.750 8/1 | 131193AC8 | 19,514 | 15,118,000 | PRN | SOLE | 0 | 0 | 0 | ||
| CHART INDUSTRIES INC. | NOTE 2.000 8/0 | 16115QAC4 | 6,387 | 6,633,000 | PRN | SOLE | 0 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORPORATION | NOTE 2.500 5/1 | 165167CA3 | 1,545 | 1,620,000 | PRN | SOLE | 0 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORPORATION | NOTE 2.250 12/1 | 165167CB1 | 1,185 | 1,300,000 | PRN | SOLE | 0 | 0 | 0 | ||
| COLONY CAPITAL INC | NOTE 5.000 4/1 | 19624RAA4 | 1,916 | 1,695,000 | PRN | SOLE | 0 | 0 | 0 | ||
| COLONY CAPITAL INC | NOTE 3.875 1/1 | 19624RAB2 | 28,312 | 26,200,000 | PRN | SOLE | 0 | 0 | 0 | ||
| COWEN GROUP INC. | NOTE 3.000 3/1 ADDED | 223622AB7 | 12,008 | 10,510,000 | PRN | SOLE | 0 | 0 | 0 | ||
| DEALERTRACK TECHNOLOGIES INC | NOTE 1.500 3/1 | 242309AB8 | 39,021 | 32,860,000 | PRN | SOLE | 0 | 0 | 0 | ||
| DEPOMED INC. | NOTE 2.500 9/0 | 249908AA2 | 2,303 | 1,740,000 | PRN | SOLE | 0 | 0 | 0 | ||
| DEVELOPERS DIVERSIFIED REALTY CORP | NOTE 1.750 11/1 | 251591AX1 | 252 | 200,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ELECTRONIC ARTS INC. | NOTE 0.750 7/1 | 285512AA7 | 26,684 | 14,390,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ENERGY XXI (BERMUDA) LTD | NOTE 3.000 12/1 | 29274UAB7 | 75 | 260,000 | PRN | SOLE | 0 | 0 | 0 | ||
| FXCM INC. | NOTE 2.250 6/1 | 302693AB2 | 4,715 | 6,035,000 | PRN | SOLE | 0 | 0 | 0 | ||
| GSV CAPITAL CORP. | NOTE 5.250 9/1 | 36191JAB7 | 1,525 | 1,595,000 | PRN | SOLE | 0 | 0 | 0 | ||
| GREENBRIER COMPANIES | NOTE 3.500 4/0 | 393657AH4 | 21,465 | 14,087,000 | PRN | SOLE | 0 | 0 | 0 | ||
| HORNBECK OFFSHORE SERVICES INC | NOTE 1.500 9/0 | 440543AN6 | 3,443 | 4,270,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ICONIX BRAND GROUP INC | NOTE 2.500 6/0 | 451055AE7 | 4,411 | 3,786,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ICONIX BRAND GROUP INC | NOTE 1.500 3/1 | 451055AF4 | 5,700 | 4,775,000 | PRN | SOLE | 0 | 0 | 0 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 437 | 350,000 | PRN | SOLE | 0 | 0 | 0 | ||
| INTEL CORPORATION | SDCV 3.250 8/0 | 458140AF7 | 105,963 | 66,959,000 | PRN | SOLE | 0 | 0 | 0 | ||
| JANUS CAPITAL GROUP INC | NOTE 0.750 7/1 | 47102XAH8 | 29,948 | 18,587,000 | PRN | SOLE | 0 | 0 | 0 | ||
| JEFFERIES GROUP INC | DBCV 3.875 11/0 | 472319AG7 | 8,033 | 7,875,000 | PRN | SOLE | 0 | 0 | 0 | ||
| KEYW HOLDING CORP. | NOTE 2.500 7/1 | 493723AA8 | 33,441 | 41,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| KCAP FINANCIAL INC | NOTE 8.750 3/1 | 500233AB7 | 31,047 | 28,305,000 | PRN | SOLE | 0 | 0 | 0 | ||
| LABORATORY CORP OF AMER HLDGS | NOTE 9/1 | 50540RAG7 | 102,488 | 60,465,000 | PRN | SOLE | 0 | 0 | 0 | ||
| LAM RESEARCH CORPORATION | NOTE 0.500 5/1 | 512807AJ7 | 1,923 | 1,605,000 | PRN | SOLE | 0 | 0 | 0 | ||
| LIBERTY MEDIA | DEB 3.750 2/1 | 530715AL5 | 542 | 860,000 | PRN | SOLE | 0 | 0 | 0 | ||
| LIBERTY MEDIA | NOTE 1.375 10/1 | 531229AB8 | 101,509 | 100,753,000 | PRN | SOLE | 0 | 0 | 0 | ||
| MGIC INVESTMENT CORPORATION | NOTE 5.000 5/0 | 552848AD5 | 312 | 280,000 | PRN | SOLE | 0 | 0 | 0 | ||
| MGM MIRAGE | NOTE 4.250 4/1 | 55303QAE0 | 31,622 | 27,899,000 | PRN | SOLE | 0 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COMPANY LLC | NOTE 2.875 7/1 | 55608BAA3 | 9,555 | 8,055,000 | PRN | SOLE | 0 | 0 | 0 | ||
| MEDICINES COMPANY | DBCV 1.375 6/0 | 584688AC9 | 37,288 | 31,400,000 | PRN | SOLE | 0 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.000 11/1 | 595112AY9 | 11,714 | 10,595,000 | PRN | SOLE | 0 | 0 | 0 | ||
| MOLYCORP INC. | NOTE 3.250 6/1 | 608753AA7 | 205 | 2,415,000 | PRN | SOLE | 0 | 0 | 0 | ||
| MOLYCORP INC. | NOTE 6.000 9/0 | 608753AF6 | 2,033 | 25,408,000 | PRN | SOLE | 0 | 0 | 0 | ||
| MOLYCORP INC. | NOTE 5.500 2/0 | 608753AH2 | 1,379 | 17,235,000 | PRN | SOLE | 0 | 0 | 0 | ||
| NEWMONT MINING CORP | NOTE 1.625 7/1 | 651639AJ5 | 19,675 | 19,125,000 | PRN | SOLE | 0 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750 11/0 | 67020YAF7 | 1,245 | 1,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
| NVIDIA CORP | NOTE 1.000 12/0 | 67066GAC8 | 43,142 | 36,600,000 | PRN | SOLE | 0 | 0 | 0 | ||
| OMNICARE INC | NOTE 3.500 2/1 | 681904AQ1 | 438 | 360,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PDL BIOPHARMA INC | NOTE 4.000 2/0 | 69329YAF1 | 9,475 | 9,870,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PORTFOLIO RECOVERY ASSOCIATES INC. | NOTE 3.000 8/0 ADDED | 73640QAB1 | 17,588 | 16,285,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PRICELINE.COM | DEBT 1.000 3/1 | 741503AQ9 | 48,616 | 36,179,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PRICELINE.COM | NOTE 0.350 6/1 | 741503AS5 | 4,258 | 3,715,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 5.375 10/1 | 74348TAK8 | 6,097 | 5,985,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 5.750 3/1 | 74348TAL6 | 7,271 | 7,111,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 5.875 1/1 | 74348TAM4 | 407 | 400,000 | PRN | SOLE | 0 | 0 | 0 | ||
| RTI INTERNATIONAL METALS INC. | NOTE 1.625 10/1 | 74973WAB3 | 437 | 380,000 | PRN | SOLE | 0 | 0 | 0 | ||
| RAYONIER INC | NOTE 4.500 8/1 | 75508AAC0 | 107,847 | 91,785,000 | PRN | SOLE | 0 | 0 | 0 | ||
| RESOURCE CAPITAL CORPORATION | NOTE 8.000 1/1 ADDED | 76120WAB0 | 19,375 | 20,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ROYAL GOLD INC | NOTE 2.875 6/1 | 780287AA6 | 77,502 | 75,245,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SAFEGUARD SCIENTIFICS | DBCV 5.250 5/1 | 786449AK4 | 3,173 | 2,650,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SALESFORCE.COM INC. | NOTE 0.250 4/0 | 79466LAD6 | 521 | 435,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SANDISK CORP | NOTE 0.500 10/1 | 80004CAF8 | 4,801 | 4,780,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SEACOR HOLDING INC | NOTE 3.000 11/1 | 81170YAB5 | 2,728 | 3,145,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SEACOR HOLDING INC | NOTE 2.500 12/1 | 811904AM3 | 8,564 | 8,345,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SEQUENOM INC. | NOTE 5.000 10/0 | 817337AB4 | 15,892 | 15,180,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SERVICESOURCE INTERNATIONAL INC | NOTE 1.500 8/0 | 81763UAB6 | 1,189 | 1,580,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SOLAZYME INC. | NOTE 6.000 2/0 | 83415TAB7 | 5,097 | 8,620,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SOLAZYME INC. | NOTE 5.000 10/0 | 83415TAC5 | 7,298 | 15,590,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SPECTRANETICS CORPORATION | MTNF 2.625 6/0 | 84760CAA5 | 932 | 720,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SPIRIT REALTY CAPITAL INC | NOTE 2.875 5/1 | 84860WAA0 | 1,944 | 1,940,000 | PRN | SOLE | 0 | 0 | 0 | ||
| STILLWATER MINING CO. | NOTE 1.750 10/1 | 86074QAL6 | 65,680 | 57,425,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SYNCHRONOSS TECHNOLOGIES INC. | NOTE 0.750 8/1 | 87157BAA1 | 3,491 | 3,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 3.250 5/1 | 87305RAC3 | 558 | 555,000 | PRN | SOLE | 0 | 0 | 0 | ||
| TESLA MOTORS INC. | NOTE 1.250 3/0 | 88160RAC5 | 1,689 | 2,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| TEVA PHARM | DBCV 0.250 2/0 | 88163VAE9 | 149,528 | 100,692,000 | PRN | SOLE | 0 | 0 | 0 | ||
| TOLL BROTHERS INC. | NOTE 0.500 9/1 | 88947EAM2 | 3,632 | 3,445,000 | PRN | SOLE | 0 | 0 | 0 | ||
| UTI WORLDWIDE | NOTE 4.500 3/0 ADDED | 90349LAB0 | 11,928 | 10,770,000 | PRN | SOLE | 0 | 0 | 0 | ||
| UNITED STATES STEEL CORP | NOTE 2.750 4/0 | 912909AH1 | 35,510 | 29,180,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ANTHEM INC. | NOTE 2.750 10/1 ADDED | 94973VBG1 | 76,033 | 36,820,000 | PRN | SOLE | 0 | 0 | 0 | ||
| XILINX INC | NOTE 2.625 6/1 | 983919AF8 | 72,986 | 49,315,000 | PRN | SOLE | 0 | 0 | 0 | ||
| YANDEX NV | NOTE 1.125 12/1 ADDED | 98474TAB3 | 826 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||