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 (1/19/21 $45.00) | *W EXP 01/19/202 | 026874156 | 25,096 | 943,448 | SH | SOLE | 943,448 | 0 | 0 | ||
| AMERICAN INTERNATIONAL GROUP, INC. | COM NEW | 026874784 | 55 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
| AURICO GOLD INC. | COM | 05155C105 | 1,077 | 252,910 | SH | SOLE | 252,910 | 0 | 0 | ||
| BANK OF AMERICA $72.50 | 7.25 CNV PFD L | 060505682 | 387 | 330 | SH | SOLE | 330 | 0 | 0 | ||
| BLACKROCK SENIOR HIGH INCOME | COM | 09255R103 | 766 | 186,921 | SH | SOLE | 186,921 | 0 | 0 | ||
| CUMULUS MEDIA INC | CL A | 231082108 | 1,698 | 257,699 | SH | SOLE | 257,699 | 0 | 0 | ||
| DIREXION DAILY GOLD MINERS BULL 3X | DAILY GOLD MINER | 25459Y389 | 2,774 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| DURECT CORPORATION | COM | 266605104 | 1,589 | 873,140 | SH | SOLE | 873,140 | 0 | 0 | ||
| EASTMAN KODAK (9/3/18 $14.93) | *W EXP 09/03/201 | 277461133 | 163 | 17,313 | SH | SOLE | 17,313 | 0 | 0 | ||
| EASTMAN KODAK (9/3/18 $16.12) | *W EXP 09/03/201 | 277461141 | 159 | 17,313 | SH | SOLE | 17,313 | 0 | 0 | ||
| EASTMAN KODAK COMPANY | COM NEW | 277461406 | 6,127 | 250,372 | SH | SOLE | 250,372 | 0 | 0 | ||
| EATON VANCE LIMITED DURATION INCOME FUND | COM | 27828H105 | 3,144 | 201,785 | SH | SOLE | 201,785 | 0 | 0 | ||
| EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | COM | 27828V104 | 63 | 4,133 | SH | SOLE | 4,133 | 0 | 0 | ||
| EMMIS COMMUNICATION | CL A | 291525103 | 3,229 | 1,079,897 | SH | SOLE | 1,079,897 | 0 | 0 | ||
| EMMIS COMMUNICATIONS CORP $3.125 | PFD CV SER A | 291525202 | 6,704 | 443,270 | SH | SOLE | 443,270 | 0 | 0 | ||
| GENERAL MOTORS CORP - CLASS B (7/10/19 $18.33) | *W EXP 07/10/201 | 37045V126 | 13,497 | 727,200 | SH | SOLE | 727,200 | 0 | 0 | ||
| GENERAL MOTORS CORP - CLASS C (12/31/15 $42.31) | *W EXP 12/31/201 | 37045V134 | 5,618 | 2,238,351 | SH | SOLE | 2,238,351 | 0 | 0 | ||
| IRIDIUM COMMUNICATIONS $16.25 | PERP PFD CNV B ADDED | 46269C409 | 4,673 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
| JP MORGAN CHASE & CO. (10/28/18 $42.42) | *W EXP 10/28/201 | 46634E114 | 6,073 | 314,163 | SH | SOLE | 314,163 | 0 | 0 | ||
| KEYCORP $7.75 | PFD 7.75 SR A | 493267405 | 7,019 | 53,527 | SH | SOLE | 53,527 | 0 | 0 | ||
| KINDER MORGAN ENERGY PARTNERS (5/25/17 $40.00) | *W EXP 05/25/201 | 49456B119 | 34,698 | 12,481,254 | SH | SOLE | 12,481,254 | 0 | 0 | ||
| LIBERTY MEDIA | CL A | 531229102 | 1,367 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| NEW YORK COMMUNITY BANCORP TRUST | UNIT 11/01/2051 | 64944P307 | 33,148 | 671,289 | SH | SOLE | 671,289 | 0 | 0 | ||
| NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | COM SHS | 6706EN100 | 429 | 34,542 | SH | SOLE | 34,542 | 0 | 0 | ||
| NUVEEN FLOATING RATE INCOME FUND | COM | 67072T108 | 388 | 32,071 | SH | SOLE | 32,071 | 0 | 0 | ||
| NUVEEN CREDIT STRATEGIES INCOME FUND | COM SHS | 67073D102 | 2,322 | 248,024 | SH | SOLE | 248,024 | 0 | 0 | ||
| RADIO ONE, INC. | CL D NON VTG | 75040P405 | 6,283 | 1,274,502 | SH | SOLE | 1,274,502 | 0 | 0 | ||
| STANLEY BLACK & DECKER INC. | UNIT 99/99/9999 | 854502309 | 180,416 | 1,357,790 | SH | SOLE | 1,357,790 | 0 | 0 | ||
| THOMPSON CREEK METALS COMPANY, INC. | COM | 884768102 | 2,999 | 1,013,077 | SH | SOLE | 1,013,077 | 0 | 0 | ||
| THOMPSON CREEK METALS COMPANY, INC. | UNIT 99/99/9999 | 884768300 | 8,045 | 492,668 | SH | SOLE | 492,668 | 0 | 0 | ||
| WELLS FARGO & COMPANY | PERP PFD CNV A | 949746804 | 20,643 | 16,995 | SH | SOLE | 16,995 | 0 | 0 | ||
| AGCO CORP | NOTE 1.250 12/1 | 001084AM4 | 37,149 | 26,606,000 | PRN | SOLE | 0 | 0 | 0 | ||
| AFFYMETRIX, INC | NOTE 4.000 7/0 | 00826TAH1 | 4,716 | 2,800,000 | PRN | SOLE | 0 | 0 | 0 | ||
| JOHNSON & JOHNSON | SDCV 7/2 | 02261WAB5 | 190,317 | 132,192,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ANNALY MORTGAGE MANAGEMENT INC | NOTE 4.000 2/1 | 035710AA0 | 51,596 | 48,475,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ANNALY MORTGAGE MANAGEMENT INC | NOTE 5.000 5/1 | 035710AB8 | 666 | 650,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ARES CAPITAL CORPORATION | NOTE 4.750 1/1 | 04010LAJ2 | 5,237 | 4,900,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ARVINMERITOR, INC | FRNT 4.000 2/1 | 043353AH4 | 2,727 | 2,564,000 | PRN | SOLE | 0 | 0 | 0 | ||
| BGC PARTNERS, INC. | NOTE 4.500 7/1 | 05541TAD3 | 5,276 | 4,919,000 | PRN | SOLE | 0 | 0 | 0 | ||
| BPZ RESOURCES, INC. | MTNF 6.500 3/0 | 055639AB4 | 5,204 | 5,105,000 | PRN | SOLE | 0 | 0 | 0 | ||
| BROOKDALE SENIOR LIVING INC. | NOTE 2.750 6/1 | 112463AA2 | 2,043 | 1,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORPORATION | NOTE 2.500 5/1 | 165167CA3 | 1,703 | 1,620,000 | PRN | SOLE | 0 | 0 | 0 | ||
| COLONY FINANCIAL INC | NOTE 5.000 4/1 | 19624RAA4 | 3,973 | 3,670,000 | PRN | SOLE | 0 | 0 | 0 | ||
| COLONY FINANCIAL INC | NOTE 3.875 1/1 | 19624RAB2 | 27,827 | 27,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| DEALERTRACK TECHNOLOGIES INC | NOTE 1.500 3/1 | 242309AB8 | 19,341 | 14,420,000 | PRN | SOLE | 0 | 0 | 0 | ||
| DENDREON CORP | NOTE 2.875 1/1 | 24823QAC1 | 5,713 | 8,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
| DOMINION RESOURCES INC | NOTE 2.125 12/1 | 25746UAT6 | 5,933 | 2,755,000 | PRN | SOLE | 0 | 0 | 0 | ||
| DRYSHIPS INC | NOTE 5.000 12/0 | 262498AB4 | 19,401 | 19,597,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ENDEAVOUR INTL CORP | NOTE 5.500 7/1 | 29257MAE0 | 26,934 | 54,413,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ENPRO INDUSTRIES, INC | DBCV 3.938 10/1 | 29355XAB3 | 46,714 | 21,261,000 | PRN | SOLE | 0 | 0 | 0 | ||
| GOLDCORP, INC | NOTE 2.000 8/0 | 380956AB8 | 2,238 | 2,235,000 | PRN | SOLE | 0 | 0 | 0 | ||
| HEALTH CARE REIT, INC | NOTE 3.000 12/0 | 42217KAR7 | 65,945 | 53,343,000 | PRN | SOLE | 0 | 0 | 0 | ||
| HOME INNS & HOTELS | NOTE 2.000 12/1 | 43713WAB3 | 19,545 | 19,780,000 | PRN | SOLE | 0 | 0 | 0 | ||
| HORNBECK OFFSHORE SERVICES, INC | NOTE 1.500 9/0 | 440543AN6 | 5,135 | 4,235,000 | PRN | SOLE | 0 | 0 | 0 | ||
| HUTCHINSON TECHNOLOGY INC | NOTE 8.500 1/1 | 448407AG1 | 1,868 | 1,977,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ICONIX BRAND GROUP, INC | NOTE 2.500 6/0 | 451055AE7 | 5,615 | 3,876,000 | PRN | SOLE | 0 | 0 | 0 | ||
| INTEL CORPORATION (144A-SEASONED) | SDCV 3.250 8/0 | 458140AF7 | 144,620 | 93,678,000 | PRN | SOLE | 0 | 0 | 0 | ||
| JANUS CAPITAL GROUP INC | NOTE 0.750 7/1 | 47102XAH8 | 24,930 | 19,067,000 | PRN | SOLE | 0 | 0 | 0 | ||
| JEFFERIES GROUP, INC | DBCV 3.875 11/0 | 472319AG7 | 14,494 | 13,530,000 | PRN | SOLE | 0 | 0 | 0 | ||
| KCAP FINANCIAL INC | NOTE 8.750 3/1 | 500233AB7 | 33,325 | 28,590,000 | PRN | SOLE | 0 | 0 | 0 | ||
| LABORATORY CORP OF AMER HLDGS | NOTE 9/1 | 50540RAG7 | 72,488 | 52,807,000 | PRN | SOLE | 0 | 0 | 0 | ||
| LAM RESEARCH CORPORATION - A | NOTE 0.500 5/1 | 512807AJ7 | 1,998 | 1,605,000 | PRN | SOLE | 0 | 0 | 0 | ||
| LEVEL 3 COMMUNICATIONS, INC | NOTE 7.000 3/1 | 52729NBP4 | 60,182 | 36,010,000 | PRN | SOLE | 0 | 0 | 0 | ||
| LIBERTY MEDIA (PCS) | DEB 4.000 11/1 | 530715AG6 | 1,962 | 2,995,000 | PRN | SOLE | 0 | 0 | 0 | ||
| LIBERTY MEDIA (PCS) | DEB 3.750 2/1 | 530715AL5 | 550 | 860,000 | PRN | SOLE | 0 | 0 | 0 | ||
| MEDICINES COMPANY | DBCV 1.375 6/0 | 584688AC9 | 37,250 | 30,255,000 | PRN | SOLE | 0 | 0 | 0 | ||
| MOLYCORP, INC. | NOTE 6.000 9/0 | 608753AF6 | 17,099 | 26,106,000 | PRN | SOLE | 0 | 0 | 0 | ||
| MOLYCORP, INC. | NOTE 5.500 2/0 | 608753AH2 | 10,624 | 16,235,000 | PRN | SOLE | 0 | 0 | 0 | ||
| MORGANS HOTEL GROUP | NOTE 2.375 10/1 | 61748WAB4 | 4,889 | 4,914,000 | PRN | SOLE | 0 | 0 | 0 | ||
| NEWMONT MINING CORP - B | NOTE 1.625 7/1 | 651639AJ5 | 95,389 | 90,075,000 | PRN | SOLE | 0 | 0 | 0 | ||
| OMNICOM GROUP | NOTE 7/3 | 681919AV8 | 93,819 | 71,102,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PDL BIOPHARMA INC | NOTE 4.000 2/0 | 69329YAF1 | 15,041 | 13,180,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PHH CORPORATION | NOTE 4.000 9/0 | 693320AN3 | 69,052 | 68,132,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PRICELINE.COM | DEBT 1.000 3/1 | 741503AQ9 | 23,430 | 16,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PRICELINE.COM | NOTE 0.350 6/1 | 741503AS5 | 5,221 | 4,405,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PROLOGIS, INC | NOTE 3.250 3/1 | 74340XAT8 | 10,000 | 8,870,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 5.375 10/1 | 74348TAK8 | 14,387 | 13,800,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 5.750 3/1 | 74348TAL6 | 39,780 | 37,440,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 5.875 1/1 | 74348TAM4 | 3,760 | 3,560,000 | PRN | SOLE | 0 | 0 | 0 | ||
| RAYONIER INC | NOTE 4.500 8/1 | 75508AAC0 | 127,215 | 84,109,000 | PRN | SOLE | 0 | 0 | 0 | ||
| RITE AID CORP | NOTE 8.500 5/1 | 767754BU7 | 7,657 | 2,710,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ROYAL GOLD, INC | NOTE 2.875 6/1 | 780287AA6 | 49,229 | 45,741,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SAFEGUARD SCIENTIFICS | DBCV 5.250 5/1 | 786449AK4 | 3,498 | 2,650,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SEACOR HOLDING INC | NOTE 2.500 12/1 | 811904AM3 | 8,554 | 7,430,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SEQUENOM INC. | NOTE 5.000 10/0 | 817337AB4 | 21,878 | 20,340,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SOLAZYME INC. | NOTE 6.000 2/0 | 83415TAB7 | 13,286 | 8,620,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SOLAZYME INC. | NOTE 5.000 10/0 | 83415TAC5 | 18,644 | 16,530,000 | PRN | SOLE | 0 | 0 | 0 | ||
| THE SPECTRANETICS CORPORATION | MTNF 2.625 6/0 | 84760CAA5 | 5,308 | 5,090,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SPIRIT REALTY CAPITAL, INC. - A | NOTE 2.875 5/1 | 84860WAA0 | 11,992 | 11,960,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SPIRIT REALTY CAPITAL, INC. - B | NOTE 3.750 5/1 | 84860WAB8 | 8,010 | 7,965,000 | PRN | SOLE | 0 | 0 | 0 | ||
| STERLITE INDUSTRIES LTD | NOTE 4.000 10/3 | 859737AB4 | 39,677 | 39,625,000 | PRN | SOLE | 0 | 0 | 0 | ||
| STILLWATER MINING CO. | NOTE 1.750 10/1 | 86074QAL6 | 62,541 | 42,424,000 | PRN | SOLE | 0 | 0 | 0 | ||
| TTM TECHNOLOGIES, INC | NOTE 3.250 5/1 | 87305RAC3 | 3,181 | 3,130,000 | PRN | SOLE | 0 | 0 | 0 | ||
| TELEFLEX INCORPORATED | NOTE 3.875 8/0 | 879369AA4 | 15,795 | 9,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| TEVA PHARM (SERIES C) | DBCV 0.250 2/0 | 88163VAE9 | 157,856 | 122,602,000 | PRN | SOLE | 0 | 0 | 0 | ||
| VOLCANO CORPORATION | NOTE 1.750 12/0 | 928645AB6 | 5,254 | 5,437,000 | PRN | SOLE | 0 | 0 | 0 | ||
| WELLPOINT, INC. | NOTE 2.750 10/1 | 94973VBG1 | 139,510 | 90,701,000 | PRN | SOLE | 0 | 0 | 0 | ||
| XILINX, INC | NOTE 2.625 6/1 | 983919AF8 | 88,659 | 53,550,000 | PRN | SOLE | 0 | 0 | 0 | ||
| AEGEAN MARINE PETROLEUM NETWORK | NOTE 4.000 11/0 | Y0020QAA9 | 2,040 | 2,000,000 | PRN | SOLE | 0 | 0 | 0 | ||