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 |
| AAR CORP | CONV | 000361AM7 | 1,163 | 1,101,000 | PRN | SOLE | 1,101,000 | 0 | 0 | ||
| ACCURAY INC | CONV | 004397AD7 | 683 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| ACCURAY INC | CONV | 004397AF2 | 1,366 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ACORDA THERAPEUTICS INC | CONV | 00484MAA4 | 1,516 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| AFFYMETRIX INC | CONV | 00826TAH1 | 5,559 | 2,870,000 | PRN | SOLE | 2,870,000 | 0 | 0 | ||
| AFFYMETRIX INC | CONV | 00826TAH1 | 1,934 | 1,000,000 | PRN | OTR | 1 | 0 | 1,000,000 | 0 | |
| BLUCORA INC | CONV | 095229AB6 | 577 | 580,000 | PRN | SOLE | 580,000 | 0 | 0 | ||
| BOULDER GROWTH & INCOME FD | FUND | 101507101 | 202 | 23,978 | SH | SOLE | 23,978 | 0 | 0 | ||
| BRIXMOR PROPERTY GROUP INC | REIT | 11120U105 | 440 | 19,023 | SH | SOLE | 19,023 | 0 | 0 | ||
| COBALT INTERNATIONAL ENERGY | CONV | 19075FAB2 | 396 | 550,000 | PRN | SOLE | 550,000 | 0 | 0 | ||
| COBALT INTERNATIONAL ENERGY | CONV | 19075FAB2 | 689 | 950,000 | PRN | OTR | 1 | 0 | 950,000 | 0 | |
| ENCORE CAPITAL GROUP INC | CONV | 292554AF9 | 2,336 | 2,150,000 | PRN | SOLE | 2,150,000 | 0 | 0 | ||
| ENCORE CAPITAL GROUP INC | CONV | 292554AF9 | 1,261 | 1,185,000 | PRN | OTR | 1 | 0 | 1,185,000 | 0 | |
| ENCORE CAPITAL GROUP INC | CONV | 292554AD4 | 426 | 300,000 | PRN | SOLE | 300,000 | 0 | 0 | ||
| FIBROCELL SCIENCE INC | COMM | 315721209 | 172 | 32,810 | SH | SOLE | 32,810 | 0 | 0 | ||
| FIFTH STREET FINANCE CORP | COMM | 31678A103 | 131 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| FRONTIER COMMUNICATIONS | COMM | 35906A207 | 746 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
| GARNERO GROUP ACQUISITION | COM | G5866L108 | 2,022 | 206,000 | SH | SOLE | 206,000 | 0 | 0 | ||
| GARNERO GROUP ACQUISITION | RIGHT | G5866L132 | 41 | 211,600 | SH | SOLE | 211,600 | 0 | 0 | ||
| GARNERO GROUP ACQUISITION | WRNT | G5866L116 | 29 | 201,665 | SH | SOLE | 201,665 | 0 | 0 | ||
| HORIZON COMMUNICATIONS | COMM | 44045A102 | 9 | 700 | SH | SOLE | 700 | 0 | 0 | ||
| HORIZON COMMUNICATIONS | COMM | 44045A102 | 13 | 1,100 | SH | OTR | 1 | 0 | 1,100 | 0 | |
| HORSEHEAD HOLDING CORP | CONV | 440694AB3 | 2,453 | 2,400,000 | PRN | SOLE | 2,400,000 | 0 | 0 | ||
| IMPERIAL HOLDINGS LLC | CONV | 452834AE4 | 1,193 | 1,069,000 | PRN | SOLE | 1,069,000 | 0 | 0 | ||
| IMPERIAL HOLDINGS LLC | CONV | 452834AE4 | 763 | 700,000 | PRN | OTR | 1 | 0 | 700,000 | 0 | |
| INOTEK PHARMACEUTICALS CORP | CONV | 45780VAA0 | 953 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ISHARES IBOXX H/Y CORP BOND | ETF | 464288513 | 888 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| NEW MOUNTAIN FINANCE CORP | CONV | 647551AB6 | 2,513 | 2,489,000 | PRN | SOLE | 2,489,000 | 0 | 0 | ||
| NEW MOUNTAIN FINANCE CORP | CONV | 647551AB6 | 101 | 100,000 | PRN | OTR | 1 | 0 | 100,000 | 0 | |
| NEXPOINT CR STRATEGIES FD | FUND | 65340G106 | 91 | 12,357 | SH | SOLE | 12,357 | 0 | 0 | ||
| NEXPOINT RESIDENTIAL | COMM | 65341D102 | 100 | 7,452 | SH | SOLE | 7,452 | 0 | 0 | ||
| PDL BIOPHARMA INC | CONV | 69329YAF1 | 3,328 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| PDL BIOPHARMA INC | CONV | 69329YAF1 | 474 | 500,000 | PRN | OTR | 1 | 0 | 500,000 | 0 | |
| QUIDEL CORP | CONV | 74838JAA9 | 3,250 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | CONV | 811904AM3 | 3,065 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| SEQUENOM INC | CONV | 817337AC2 | 4,843 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| SPDR DOW JONES INDL AVERAGE ETF TR UNIT | ETF | 78467X109 | 1,318 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
| SPECTRUM PHARMACEUTICALS INC | CONV | 84763AAB4 | 334 | 350,000 | PRN | SOLE | 350,000 | 0 | 0 | ||
| SPECTRUM PHARMACEUTICALS INC | CONV | 84763AAB4 | 610 | 650,000 | PRN | OTR | 1 | 0 | 650,000 | 0 | |
| TESLA MOTORS INC | CONV | 88160RAB7 | 1,577 | 1,600,000 | PRN | SOLE | 1,600,000 | 0 | 0 | ||
| TESLA MOTORS INC | CONV | 88160RAC5 | 1,667 | 1,700,000 | PRN | SOLE | 1,700,000 | 0 | 0 | ||
| VANGUARD TOTAL STOCK MKT ETF | ETF | 922908769 | 2,140 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| VECTOR GROUP LTD | CONV | 92240MBC1 | 4,395 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||