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
AAR CORP CONV 000361AM7 1,419 1,351,000 PRN   SOLE   1,351,000 0 0
AK STEEL HOLDING CORP CONV 001546AP5 642 575,000 PRN   SOLE   575,000 0 0
AK STEEL HOLDING CORP CONV 001546AP5 474 425,000 PRN   OTR 1 0 425,000 0
ANI PHARMACEUTICALS INC CONV 00182CAA1 2,295 2,000,000 PRN   SOLE   2,000,000 0 0
ACORDA THERAPEUTICS INC CONV 00484MAA4 1,535 1,500,000 PRN   SOLE   1,500,000 0 0
AFFYMETRIX INC CONV 00826TAH1 5,204 2,370,000 PRN   SOLE   2,370,000 0 0
AFFYMETRIX INC CONV 00826TAH1 1,099 500,000 PRN   OTR 1 0 500,000 0
APOLLO COML REAL EST FIN INC COM 03762U105 172 10,000 SH   SOLE   10,000 0 0
BLUCORA INC CONV 095229AB6 3,786 4,030,000 PRN   SOLE   4,030,000 0 0
BOULDER GROWTH & INCOME FD FUND 101507101 205 23,978 SH   SOLE   23,978 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 27 999 SH   SOLE   999 0 0
COBALT INTL ENERGY INC CONV 19075FAB2 405 550,000 PRN   SOLE   550,000 0 0
COBALT INTL ENERGY INC CONV 19075FAB2 701 950,000 PRN   OTR 1 0 950,000 0
ENCORE CAP GROUP INC CONV 292554AD4 418 300,000 PRN   SOLE   300,000 0 0
ENCORE CAP GROUP INC CONV 292554AF9 1,772 1,650,000 PRN   SOLE   1,650,000 0 0
ENCORE CAP GROUP INC CONV 292554AF9 1,276 1,185,000 PRN   OTR 1 0 1,185,000 0
FIBROCELL SCIENCE INC COM 315721209 158 35,110 SH   SOLE   35,110 0 0
FIFTH STREET FINANCE CORP COM 31678A103 146 20,000 SH   SOLE   20,000 0 0
GARNERO GROUP ACQUISITION COM G5866L108 2,183 226,000 SH   SOLE   226,000 0 0
GARNERO GROUP ACQUISITION RIGHT G5866L132 40 211,600 SH   SOLE   211,600 0 0
GARNERO GROUP ACQUISITION WRNT G5866L116 22 197,800 SH   SOLE   197,800 0 0
GREEN PLAINS INC CONV 393222AD6 3,439 2,300,000 PRN   SOLE   2,300,000 0 0
HORSEHEAD HLDG CORP CONV 440694AB3 2,565 2,400,000 PRN   SOLE   2,400,000 0 0
IMPERIAL HLDGS INC CONV 452834AE4 434 350,000 PRN   SOLE   350,000 0 0
ISHARES ETF 464288513 906 10,000 SH   SOLE   10,000 0 0
KINDER MORGAN INC DEL WRNT 49456B119 123 30,000 SH   SOLE   30,000 0 0
NEW MTN FIN CORP COM 647551100 245 20,000 SH   SOLE   20,000 0 0
NEXPOINT CR STRATEGIES FD COM 65340G106 272 22,357 SH   SOLE   22,357 0 0
QUIDEL CORP CONV 74838JAA9 3,534 3,250,000 PRN   SOLE   3,250,000 0 0
SPDR DOW JONES INDL AVRG ETF ETF 78467X109 1,598 9,000 SH   SOLE   9,000 0 0
SEQUENOM INC CONV 817337AB4 4,745 4,500,000 PRN   SOLE   4,500,000 0 0
SPECTRUM PHARMACEUTICALS INC CONV 84763AAB4 919 1,000,000 PRN   SOLE   1,000,000 0 0
SPIRIT RLTY CAP INC NEW CONV 84860WAB8 501 500,000 PRN   SOLE   500,000 0 0
TESLA MTRS INC CONV 88160RAB7 1,405 1,600,000 PRN   SOLE   1,600,000 0 0
TESLA MTRS INC CONV 88160RAC5 1,435 1,700,000 PRN   SOLE   1,700,000 0 0
TESLA MTRS INC CONV 88160RAA9 963 600,000 PRN   SOLE   600,000 0 0
TESLA MTRS INC CONV 88160RAA9 1,445 900,000 PRN   OTR 1 0 900,000 0
TRI CONTL CORP COM 895436103 223 10,300 SH   SOLE   10,300 0 0
VECTOR GROUP LTD CONV 92240MBC1 4,298 4,000,000 PRN   SOLE   4,000,000 0 0
VANGUARD INDEX FDS FUND 922908769 2,145 20,000 SH   SOLE   20,000 0 0