The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
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
Estimated average burden
hours per response: 23.8
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
ACCURAY INC CONV 004397AD7 678 500,000 PRN   SOLE   500,000 0 0
ACCURAY INC CONV 004397AF2 1,359 1,000,000 PRN   SOLE   1,000,000 0 0
AEGERION PHARMACEUTICALS INC CONV 00767EAB8 704 1,050,000 PRN   SOLE   1,050,000 0 0
AEGERION PHARMACEUTICALS INC CONV 00767EAB8 132 200,000 PRN   OTR 1 0 200,000 0
AFFYMETRIX INC CONV 00826TAH1 3,785 2,100,000 PRN   SOLE   2,100,000 0 0
AFFYMETRIX INC CONV 00826TAH1 539 300,000 PRN   OTR 1 0 300,000 0
ALBANY MOLECULAR RESEARCH CONV 012423AB5 2,855 2,125,000 PRN   SOLE   2,125,000 0 0
ALBANY MOLECULAR RESEARCH CONV 012423AB5 672 500,000 PRN   OTR 1 0 500,000 0
BLACKROCK LTD DURATION INC FUND 09249W101 285 19,592 SH   SOLE   19,592 0 0
BOULDER GROWTH & INCOME FD FUND 101507101 180 23,278 SH   SOLE   23,278 0 0
CARRIAGE SERVICES INC CONV 143905AM9 3,558 3,000,000 PRN   SOLE   3,000,000 0 0
CEPHEID INC CONV 15670RAC1 716 800,000 PRN   SOLE   800,000 0 0
CEPHEID INC CONV 15670RAC1 178 200,000 PRN   OTR 1 0 200,000 0
COBALT INTERNATIONAL ENERGY CONV 19075FAA4 465 800,000 PRN   SOLE   800,000 0 0
COBALT INTERNATIONAL ENERGY CONV 19075FAA4 112 200,000 PRN   OTR 1 0 200,000 0
COBALT INTERNATIONAL ENERGY CONV 19075FAB2 104 200,000 PRN   SOLE   200,000 0 0
COBALT INTERNATIONAL ENERGY CONV 19075FAB2 157 300,000 PRN   OTR 1 0 300,000 0
ENCORE CAPITAL GROUP INC CONV 292554AD4 313 300,000 PRN   SOLE   300,000 0 0
ENCORE CAPITAL GROUP INC CONV 292554AF9 1,816 2,150,000 PRN   SOLE   2,150,000 0 0
ENCORE CAPITAL GROUP INC CONV 292554AF9 1,010 1,185,000 PRN   OTR 1 0 1,185,000 0
ENDOLOGIX INC CONV 29266SAB2 3,468 3,200,000 PRN   SOLE   3,200,000 0 0
ENDOLOGIX INC CONV 29266SAB2 325 300,000 PRN   OTR 1 0 300,000 0
FIBROCELL SCIENCE INC COM 315721209 157 26,710 SH   SOLE   26,710 0 0
FIFTH STREET FINANCE CORP CONV 31679BAC4 300 300,000 PRN   SOLE   300,000 0 0
FIFTH STREET FINANCE CORP CONV 31679BAC4 370 370,000 PRN   OTR 1 0 370,000 0
FRONTIER COMMUNICATIONS PREF 35906A207 344 3,766 SH   SOLE   3,766 0 0
GARNERO GROUP ACQUISITION COMM G5866L108 1,937 197,500 SH   SOLE   197,500 0 0
GARNERO GROUP ACQUISITION WRNT WRNT G5866L116 38 296,765 SH   SOLE   296,765 0 0
GARNERO GROUP ACQUISITION RIGHT COMM G5866L132 65 272,385 SH   SOLE   272,385 0 0
HORSEHEAD HOLDING CORP CONV 440694AB3 459 1,775,000 PRN   SOLE   1,775,000 0 0
IMPERIAL HOLDINGS INC CONV 452834AE4 960 1,069,000 PRN   SOLE   1,069,000 0 0
IMPERIAL HOLDINGS INC CONV 452834AE4 587 700,000 PRN   OTR 1 0 700,000 0
MONSTER WORLDWIDE INC CONV 611742AB3 1,073 845,000 PRN   SOLE   845,000 0 0
NEW MOUNTAIN FINANCE CORP CONV 647551AB6 1,629 1,663,000 PRN   SOLE   1,663,000 0 0
NEW MOUNTAIN FINANCE CORP CONV 647551AB6 366 375,000 PRN   OTR 1 0 375,000 0
NEXPOINT RESIDENTIAL TR INC COMM 65341D102 85 6,519 SH   SOLE   6,519 0 0
PDL BIOPHARMA INC CONV 69329YAF1 2,347 2,920,000 PRN   SOLE   2,920,000 0 0
PDL BIOPHARMA INC CONV 69329YAF1 1,200 1,500,000 PRN   OTR 1 0 1,500,000 0
QUIDEL CORP CONV 74838JAA9 1,217 1,250,000 PRN   SOLE   1,250,000 0 0
RAMCO-GERSHENSON PPTYS TR PREF 751452608 2,109 34,556 SH   SOLE   34,556 0 0
RAMCO-GERSHENSON PPTYS TR PREF 751452608 550 9,000 SH   OTR 1 0 9,000 0
ROYCE VALUE TR INC COMM 780910105 117 10,000 SH   SOLE   10,000 0 0
SEACOR HOLDINGS INC CONV 811904AM3 4,611 4,900,000 PRN   SOLE   4,900,000 0 0
SEACOR HOLDINGS INC CONV 811904AM3 1,036 1,100,000 PRN   OTR 1 0 1,100,000 0
SEQUENOM INC CONV 817337AC2 3,616 4,500,000 PRN   SOLE   4,500,000 0 0
SOLARCITY CORP CONV 83416TAC4 1,925 2,385,000 PRN   SOLE   2,385,000 0 0
SPECTRUM PHARMACEUTICALS INC CONV 84763AAB4 755 850,000 PRN   SOLE   850,000 0 0
SPECTRUM PHARMACEUTICALS INC CONV 84763AAB4 569 650,000 PRN   OTR 1 0 650,000 0
TESLA MOTORS INC CONV 88160RAB7 1,503 1,600,000 PRN   SOLE   1,600,000 0 0
TESLA MOTORS INC CONV 88160RAC5 2,119 2,300,000 PRN   SOLE   2,300,000 0 0
TESLA MOTORS INC CONV 88160RAC5 366 400,000 PRN   OTR 1 0 400,000 0
TWITTER INC CONV 90184LAB8 1,700 2,000,000 PRN   SOLE   2,000,000 0 0
VECTOR GROUP LTD CONV 92240MBC1 4,587 4,004,000 PRN   SOLE   4,004,000 0 0
WESTERN ASSET CLYM INFL SEC COMM 95766Q106 153 14,485 SH   SOLE   14,485 0 0
WHITING PETROLEUM CORP COMM 966387102 117 12,500 SH   SOLE   12,500 0 0
WHITING PETROLEUM CORP COMM 966387102 71 7,500 SH   OTR 1 0 7,500 0
XILINX INC CONV 983919AF8 490 300,000 PRN   SOLE   300,000 0 0
XILINX INC CONV 983919AF8 730 450,000 PRN   OTR 1 0 450,000 0
YAHOO COMM 984332106 532 16,000 SH   SOLE   16,000 0 0