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 1,204 1,000,000 PRN   SOLE   1,000,000 0 0
ACCURAY INC CONV 004397AF2 1,566 1,300,000 PRN   SOLE   1,300,000 0 0
ACCURAY INC CONV 004397AF2 240 200,000 PRN   OTR 1 0 200,000 0
AEGERION PHARMACEUTICALS INC CONV 00767EAB8 796 1,560,000 PRN   SOLE   1,560,000 0 0
AEGERION PHARMACEUTICALS INC CONV 00767EAB8 102 200,000 PRN   OTR 1 0 200,000 0
AFFYMETRIX INC. CONV 00826TAH1 5,053 2,100,000 PRN   SOLE   2,100,000 0 0
AFFYMETRIX INC. CONV 00826TAH1 721 300,000 PRN   OTR 1 0 300,000 0
ALBANY MOLECULAR RESEARCH INC CONV 012423AB5 5,192 4,675,000 PRN   SOLE   4,675,000 0 0
ALBANY MOLECULAR RESEARCH INC CONV 012423AB5 1,048 950,000 PRN   OTR 1 0 950,000 0
BLACKROCK LTD DURATION INC T FUND 09249W101 179 12,097 SH   SOLE   12,097 0 0
BOULDER GROWTH & INCOME FD I FUND 101507101 183 23,278 SH   SOLE   23,278 0 0
CARRIAGE SVCS INC CONV 143905AM9 3,316 3,000,000 PRN   SOLE   3,000,000 0 0
CEPHEID CONV 15670RAC1 720 800,000 PRN   SOLE   800,000 0 0
CEPHEID CONV 15670RAC1 178 200,000 PRN   OTR 1 0 200,000 0
COBALT INTL ENERGY INC CONV 19075FAA4 394 800,000 PRN   SOLE   800,000 0 0
COBALT INTL ENERGY INC CONV 19075FAA4 98 200,000 PRN   OTR 1 0 200,000 0
COBALT INTL ENERGY INC CONV 19075FAB2 87 200,000 PRN   SOLE   200,000 0 0
COBALT INTL ENERGY INC CONV 19075FAB2 120 300,000 PRN   OTR 1 0 300,000 0
ENCORE CAP GROUP CONV 292554AD4 649 650,000 PRN   SOLE   650,000 0 0
ENCORE CAP GROUP CONV 292554AD4 445 450,000 PRN   OTR 1 0 450,000 0
ENCORE CAP GROUP CONV 292554AF9 2,094 3,145,000 PRN   SOLE   3,145,000 0 0
ENCORE CAP GROUP CONV 292554AF9 935 720,000 PRN   OTR 1 0 720,000 0
ENDOLOGIX INC CONV 29266SAB2 4,026 4,200,000 PRN   SOLE   4,200,000 0 0
ENDOLOGIX INC CONV 29266SAB2 286 300,000 PRN   OTR 1 0 300,000 0
EXELIXIS INC CONV 30161QAC8 992 1,000,000 PRN   SOLE   1,000,000 0 0
FIBROCELL SCIENCE INC COMM 315721209 38 15,300 SH   SOLE   15,300 0 0
FRONTIER COMMUNICATIONS CORP PREF 35906A207 392 3,766 SH   SOLE   3,766 0 0
HORIZON PHARMA INVT LTD CONV 44052TAB7 790 920,000 PRN   SOLE   920,000 0 0
HORIZON PHARMA INVT LTD CONV 44052TAB7 170 200,000 PRN   OTR 1 0 200,000 0
HORSEHEAD HLDG CORP CONV 440694AB3 142 1,775,000 PRN   SOLE   1,775,000 0 0
IMPERIAL HLDGS INC CONV 452834AE4 930 1,069,000 PRN   SOLE   1,069,000 0 0
IMPERIAL HLDGS INC CONV 452834AE4 610 700,000 PRN   OTR 1 0 700,000 0
KLR ENERGY ACQUISITION CORP UNIT 49877M207 900 89,472 SH   SOLE   89,472 0 0
LGI HOMES INC CONV 50187TAB2 2,653 2,100,000 PRN   SOLE   2,100,000 0 0
LGI HOMES INC CONV 50187TAB2 503 400,000 PRN   OTR 1 0 400,000 0
MONSTER WORLDWIDE INC CONV 611742AB3 916 1,000,000 PRN   SOLE   1,000,000 0 0
NEW MTN FIN CORP CONV 647551AB6 1,656 1,663,000 PRN   SOLE   1,663,000 0 0
NEW MTN FIN CORP CONV 647551AB6 363 375,000 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 4,988 5,520,000 PRN   SOLE   5,520,000 0 0
PDL BIOPHARMA INC CONV 69329YAF1 361 400,000 PRN   OTR 1 0 400,000 0
QUIDEL CORP CONV 74838JAA9 2,019 2,250,000 PRN   SOLE   2,250,000 0 0
RAMCO-GERSHENSON PPTYS TR PREF 751452608 2,253 34,556 SH   SOLE   34,556 0 0
RAMCO-GERSHENSON PPTYS TR PREF 751452608 589 9,000 SH   OTR 1 0 9,000 0
ROYCE VALUE TR INC COMM 780910105 117 10,000 SH   SOLE   10,000 0 0
SPDR S&P 500 ETF TR UNIT 78462F103 1,541 7,500 SH   SOLE   7,500 0 0
SEACOR HOLDINGS INC CONV 811904AM3 4,670 4,900,000 PRN   SOLE   4,900,000 0 0
SEACOR HOLDINGS INC CONV 811904AM3 1,042 1,100,000 PRN   OTR 1 0 1,100,000 0
SEQUENOM INC CONV 817337AC2 2,886 4,500,000 PRN   SOLE   4,500,000 0 0
SERVICESOURCE INTL INC CONV 81763UAB6 161 200,000 PRN   SOLE   200,000 0 0
SOLARCITY CORP CONV 83416TAC4 1,951 3,385,000 PRN   SOLE   3,385,000 0 0
SPECTRUM PHARMACEUTICALS INC CONV 84763AAB4 740 850,000 PRN   SOLE   850,000 0 0
SPECTRUM PHARMACEUTICALS INC CONV 84763AAB4 576 650,000 PRN   OTR 1 0 650,000 0
SUNEDISON INC CONV 86732YAH2 32 1,300,000 PRN   SOLE   1,300,000 0 0
SUNEDISON INC CONV 86732YAH2 17 700,000 PRN   OTR 1 0 700,000 0
TTM TECHNOLOGIES INC CONV 87305RAD1 1,097 1,235,000 PRN   SOLE   1,235,000 0 0
TESLA MTRS INC CONV 88160RAB7 1,454 1,600,000 PRN   SOLE   1,600,000 0 0
TESLA MTRS INC CONV 88160RAC5 1,971 2,300,000 PRN   SOLE   2,300,000 0 0
TESLA MTRS INC CONV 88160RAC5 343 400,000 PRN   OTR 1 0 400,000 0
VECTOR GROUP LTD CONV 92240MBC1 4,452 4,004,000 PRN   SOLE   4,004,000 0 0
VANGUARD INDEX FDS FUND 922908769 1,467 14,000 SH   SOLE   14,000 0 0
XILINX INC CONV 983919AF8 496 350,000 PRN   SOLE   350,000 0 0
XILINX INC CONV 983919AF8 740 450,000 PRN   OTR 1 0 450,000 0
APPLE INC COMM 037833100 1,089 10,000 SH   SOLE   10,000 0 0
GARNERO GROUP ACQUISITION COMM G5866L108 1,961 197,500 SH   SOLE   197,500 0 0
GARNERO GROUP ACQUISITION WRNT WRNT G5866L116 25 296,765 SH   SOLE   296,765 0 0
GARNERO GROUP ACQUISITION RIGHT COMM G5866L132 46 272,385 SH   SOLE   272,385 0 0
YAHOO INC COMM 984332106 588 16,000 SH   SOLE   16,000 0 0