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The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
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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 259 12,220 SH   SOLE   12,220 0 0
APOLLO SENIOR FLOATING RATE COM 037636107 246 14,507 SH   SOLE   14,507 0 0
BANK OF AMERICA *W EXP 01/16/201 060505146 1,587 343,568 SH   SOLE   343,568 0 0
BLACKROCK DEBT STRATEGIES FUND INC COM 09255R103 555 152,006 SH   SOLE   152,006 0 0
BLACKSTONE / GSO SENIOR FLOATING RATE TERM FUND COM 09256U105 562 33,375 SH   SOLE   33,375 0 0
BROOKFIELD TOTAL RETURN FUND COM 11283U108 850 37,929 SH   SOLE   37,929 0 0
CAPITAL ONE FINANCIAL CORPORATION *W EXP 11/14/201 14040H139 576 18,940 SH   SOLE   18,940 0 0
COHEN & STEERS INFRASTRUCTURE FUND COM 19248A109 576 26,758 SH   SOLE   26,758 0 0
COHEN & STEERS CLOSED-END OPPORTUNITY FUND COM 19248P106 603 49,031 SH   SOLE   49,031 0 0
CUMULUS MEDIA INC CL A 231082108 1,794 5,436,616 SH   SOLE   5,436,616 0 0
DUFF & PHELPS GLOBAL UTILITY INCOME FUND COM 26433C105 578 33,833 SH   SOLE   33,833 0 0
DURECT CORPORATION COM 266605104 354 255,000 SH   SOLE   255,000 0 0
EASTMAN KODAK *W EXP 09/03/201 277461133 43 11,700 SH   SOLE   11,700 0 0
EASTMAN KODAK *W EXP 09/03/201 277461141 31 11,700 SH   SOLE   11,700 0 0
EATON VANCE LIMITED DURATION INCOME FUND COM 27828H105 3,458 252,198 SH   SOLE   252,198 0 0
EATON VANCE SHORT DURATION DIVERSIFIED INC FUND COM 27828V104 255 18,602 SH   SOLE   18,602 0 0
EMMIS COMMUNICATIONS COM NEW CL A 291525400 2,477 611,585 SH   SOLE   611,585 0 0
FELCOR LODGING TRUST INC PFD CV A $1 95 31430F200 940 37,500 SH   SOLE   37,500 0 0
GDL FUND COM SH BEN IT 361570104 225 22,652 SH   SOLE   22,652 0 0
GABELLI CONVERTIBLE AND INCOME FUND COM SH BEN INT 36242L105 555 30,347 SH   SOLE   30,347 0 0
GENERAL MOTORS CORP *W EXP 07/10/201 37045V126 15,809 1,132,476 SH   SOLE   1,132,476 0 0
IRIDIUM COMMUNICATIONS PERP PFD CNV B 46269C409 3,169 10,580 SH   SOLE   10,580 0 0
KEYCORP PFD 7 75 SR A 493267405 1,599 11,713 SH   SOLE   11,713 0 0
KINDER MORGAN ENERGY PARTNERS *W EXP 05/25/201 49456B119 189 12,576,332 SH   SOLE   12,576,332 0 0
NEW YORK COMMUNITY BANCORP TRUST UNIT 11/01/2051 64944P307 39,561 790,431 PRN   SOLE   790,431 0 0
NUVEEN SENIOR INCOME FUND SBI COM 67067Y104 221 33,844 PRN   SOLE   33,844 0 0
NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND COM SHS 6706EN100 326 29,447 PRN   SOLE   29,447 0 0
NUVEEN FLOATING RATE INCOME FUND COM 67072T108 295 26,758 PRN   SOLE   26,758 0 0
NUVEEN CREDIT STRATEGIES INCOME FUND COM SHS 67073D102 2,576 303,805 PRN   SOLE   303,805 0 0
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND COM 67074X107 684 40,640 PRN   SOLE   40,640 0 0
PIONEER FLOATING RATE TRUST COM 72369J102 564 47,798 PRN   SOLE   47,798 0 0
RADIO ONE INC CL D NON VTG 75040P405 5,169 1,706,031 PRN   SOLE   1,706,031 0 0
WELLS FARGO & COMPANY PERP PFD CNV A 949746804 9,252 7,069 PRN   SOLE   7,069 0 0
WELLTOWER INC 6 50 PFD PREPET 95040Q203 83,835 1,256,338 PRN   SOLE   1,256,338 0 0
AIR LEASE CORPORATION NOTE 3 875 12/0 00912XAK0 61,088 49,213,000 PRN   SOLE   0 0 0
AKAMAI TECH DBCV 2/1 00971TAG6 11,424 11,650,000 PRN   SOLE   0 0 0
ALON USA ENERGY INC NOTE 3 000 9/1 020520AB8 38,622 40,309,000 PRN   SOLE   0 0 0
ALTRA HOLDINGS INC NOTE 2 750 3/0 02208RAE6 8,930 7,465,000 PRN   SOLE   0 0 0
JOHNSON & JOHNSON SDCV 7/2 02261WAB5 80,686 49,613,000 PRN   SOLE   0 0 0
AMERICAN REALTY CAPITAL PROPERTIES INC NOTE 3 000 8/0 02917TAA2 1,000 1,000,000 PRN   SOLE   0 0 0
AMTRUST FINANCIAL SERVICES INC NOTE 2 750 12/1 032359AG6 10,036 11,560,000 PRN   SOLE   0 0 0
AMYRIS NOTE 6 500 5/1 03236MAC5 5,525 14,932,000 PRN   SOLE   0 0 0
B2GOLD CORPORATION NOTE 3 250 10/0 11777QAB6 16,271 15,855,000 PRN   SOLE   0 0 0
CARRIAGE SERVICES NOTE 2 750 3/1 143905AM9 28,522 24,274,000 PRN   SOLE   0 0 0
CEMEX S A NOTE 3 750 3/1 151290BC6 12,545 11,170,000 PRN   SOLE   0 0 0
CITRIX SYSTEMS INC NOTE 0 500 4/1 177376AD2 94,502 83,416,000 PRN   SOLE   0 0 0
COLONY CAPITAL INC NOTE 5 000 4/1 19624RAA4 2,009 2,020,000 PRN   SOLE   0 0 0
COLONY CAPITAL INC NOTE 3 875 1/1 19624RAB2 38,463 39,525,000 PRN   SOLE   0 0 0
CORENERGY INFRASTRUCTURE TRUST NOTE 7 000 6/1 21870UAA4 22,070 21,730,000 PRN   SOLE   0 0 0
COWEN GROUP INC NOTE 3 000 3/1 223622AB7 32,013 32,792,000 PRN   SOLE   0 0 0
DEPOMED INC NOTE 2 500 9/0 249908AA2 1,429 1,000,000 PRN   SOLE   0 0 0
DYCOM INDUSTRIES INC NOTE 0 750 9/1 267475AB7 32,390 29,580,000 PRN   SOLE   0 0 0
ELECTRONICS FOR IMAGING NOTE 0 750 9/0 286082AC6 39,152 35,272,000 PRN   SOLE   0 0 0
ENERNOC INC DBCV 2 250 8/1 292764AB3 14,710 19,980,000 PRN   SOLE   0 0 0
EURONET WORLDWIDE INC NOTE 1 500 10/0 298736AH2 708 560,000 PRN   SOLE   0 0 0
FXCM INC NOTE 2 250 6/1 302693AB2 2,086 4,745,000 PRN   SOLE   0 0 0
GSV CAPITAL CORP NOTE 5 250 9/1 36191JAB7 1,463 1,595,000 PRN   SOLE   0 0 0
GLOBAL EAGLE ENTERTAINMENT INC NOTE 2 750 2/1 37951DAB8 3,946 4,740,000 PRN   SOLE   0 0 0
GREENBRIER COMPANIES NOTE 3 500 4/0 393657AH4 30,189 26,569,000 PRN   SOLE   0 0 0
HORNBECK OFFSHORE SERVICES INC NOTE 1 500 9/0 440543AN6 969 1,670,000 PRN   SOLE   0 0 0
TELIGENT INC NOTE 3 750 12/1 449575AB5 10,636 11,036,000 PRN   SOLE   0 0 0
ICONIX BRAND GROUP INC NOTE 1 500 3/1 451055AF4 8,743 10,115,000 PRN   SOLE   0 0 0
INTEGRATED DEVICE TECH NOTE 0 875 11/1 458118AB2 487 480,000 PRN   SOLE   0 0 0
INTEL CORP SDCV 12/1 458140AD2 34,397 24,890,000 PRN   SOLE   0 0 0
INTEL CORPORATION SDCV 3 250 8/0 458140AF7 84,230 46,012,000 PRN   SOLE   0 0 0
INTERDIGITAL INC NOTE 1 500 3/0 458660AD9 4,549 3,750,000 PRN   SOLE   0 0 0
JANUS CAPITAL GROUP INC NOTE 0 750 7/1 47102XAH8 63,892 46,701,000 PRN   SOLE   0 0 0
KEYW HOLDING CORP NOTE 2 500 7/1 493723AA8 21,260 21,805,000 PRN   SOLE   0 0 0
LABORATORY CORP OF AMER HLDGS NOTE 9/1 50540RAG7 29,372 15,963,000 PRN   SOLE   0 0 0
LAM RESEARCH CORPORATION NOTE 1 250 5/1 512807AL2 50,301 31,510,000 PRN   SOLE   0 0 0
LIBERTY MEDIA DEB 3 750 2/1 530715AL5 794 1,310,000 PRN   SOLE   0 0 0
LIBERTY MEDIA NOTE 1 375 10/1 531229AB8 108,738 103,683,000 PRN   SOLE   0 0 0
MACQUARIE INFRASTRUCTURE COMPANY LLC NOTE 2 875 7/1 55608BAA3 56,703 48,153,000 PRN   SOLE   0 0 0
MICROCHIP TECHNOLOGY INC NOTE 1 625 2/1 595017AD6 36,111 28,212,000 PRN   SOLE   0 0 0
MODUSLINK GLOBAL SOLUTIONS INC NOTE 5 250 3/0 60786LAB3 566 700,000 PRN   SOLE   0 0 0
MOLINA HEALTHCARE INC DBCV 1 625 8/1 60855RAD2 24,115 20,275,000 PRN   SOLE   0 0 0
NXP SEMICONDUCTORS NV DBCV 1 000 12/0 62952QAB6 6,492 5,450,000 PRN   SOLE   0 0 0
NATIONAL HEALTH INVESTORS INC NOTE 3 250 4/0 63633DAE4 19,696 17,167,000 PRN   SOLE   0 0 0
PDL BIOPHARMA INC NOTE 4 000 2/0 69329YAF1 1,539 1,580,000 PRN   SOLE   0 0 0
PERNIX THERAPEUTICS HOLDINGS DBCV 4 250 4/0 71426VAK4 650 2,000,000 PRN   SOLE   0 0 0
PORTFOLIO RECOVERY ASSOCIATES INC NOTE 3 000 8/0 73640QAB1 27,835 30,748,000 PRN   SOLE   0 0 0
PRICELINE COM NOTE 1 000 3/1 741503AQ9 131,312 82,954,000 PRN   SOLE   0 0 0
PRICELINE COM NOTE 0 350 6/1 741503AS5 948 740,000 PRN   SOLE   0 0 0
PRICELINE COM NOTE 0 900 9/1 741503AX4 2,943 2,740,000 PRN   SOLE   0 0 0
PROSPECT CAPITAL CORPORATION NOTE 4 750 4/1 74348TAQ5 80,059 80,864,000 PRN   SOLE   0 0 0
QUANTUM CORP NOTE 4 500 11/1 747906AJ4 1,040 1,100,000 PRN   SOLE   0 0 0
RPM INTERNATIONAL INC NOTE 2 250 12/1 749685AT0 40,412 33,640,000 PRN   SOLE   0 0 0
ALCOA INC NOTE 1 625 10/1 74973WAB3 74,784 69,973,000 PRN   SOLE   0 0 0
REDWOOD TRUST INC NOTE 5 625 11/1 749772AB5 611 600,000 PRN   SOLE   0 0 0
RED HAT INC NOTE 0 250 10/0 756577AD4 43,799 34,500,000 PRN   SOLE   0 0 0
RESOURCE CAPITAL CORPORATION NOTE 8 000 1/1 76120WAB0 9,598 9,550,000 PRN   SOLE   0 0 0
ROYAL GOLD INC NOTE 2 875 6/1 780287AA6 20,894 18,583,000 PRN   SOLE   0 0 0
SAFEGUARD SCIENTIFICS DBCV 5 250 5/1 786449AK4 2,507 2,450,000 PRN   SOLE   0 0 0
SALESFORCE COM INC NOTE 0 250 4/0 79466LAD6 37,267 31,095,000 PRN   SOLE   0 0 0
SEACOR HOLDING INC NOTE 3 000 11/1 81170YAB5 1,456 1,785,000 PRN   SOLE   0 0 0
TERRAVIA HOLDINGS NOTE 6 000 2/0 83415TAB7 5,755 8,590,000 PRN   SOLE   0 0 0
TERRAVIA HOLDINGS NOTE 5 000 10/0 83415TAC5 8,143 15,510,000 PRN   SOLE   0 0 0
SPECTRANETICS CORPORATION MTNF 2 625 6/0 84760CAA5 11,168 10,511,000 PRN   SOLE   0 0 0
SPIRIT REALTY CAPITAL INC NOTE 2 875 5/1 84860WAA0 2,147 1,940,000 PRN   SOLE   0 0 0
SPIRIT REALTY CAPITAL INC NOTE 3 750 5/1 84860WAB8 420 370,000 PRN   SOLE   0 0 0
STILLWATER MINING CO NOTE 1 750 10/1 86074QAL6 63,281 52,461,000 PRN   SOLE   0 0 0
TPG SPECIALTY LENDING INC NOTE 4 500 12/1 87265KAB8 29,749 28,760,000 PRN   SOLE   0 0 0
TEVA PHARM DBCV 0 250 2/0 88163VAE9 114,365 95,823,000 PRN   SOLE   0 0 0
TRINITY INDUSTRIES INC NOTE 3 875 6/0 896522AF6 46,956 39,130,000 PRN   SOLE   0 0 0
TRULIA INC NOTE 2 750 12/1 897888AB9 6,894 4,491,000 PRN   SOLE   0 0 0
WEATHERFORD INTERNATIONAL LIMITED NOTE 5 875 7/0 947075AH0 22,083 19,640,000 PRN   SOLE   0 0 0
WEBMD HEALTH CORP NOTE 2 500 1/3 94770VAF9 2,605 2,500,000 PRN   SOLE   0 0 0
ANTHEM INC NOTE 2 750 10/1 94973VBG1 2,192 1,250,000 PRN   SOLE   0 0 0
XILINX INC NOTE 2 625 6/1 983919AF8 38,980 20,720,000 PRN   SOLE   0 0 0
AEGEAN MARINE PETROLEUM NETWORK NOTE 4 000 11/0 Y0020QAA9 1,185 1,185,000 PRN   SOLE   0 0 0