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 | 602 | 601,000 | PRN | SOLE | 601,000 | 0 | 0 | ||
| ACCURAY INC | CONV | 004397AD7 | 551 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| ACCURAY INC | CONV | 004397AF2 | 1,101 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| AEGERION PHARMACEUTICALS INC | CONV | 00767EAB8 | 790 | 1,050,000 | PRN | SOLE | 1,050,000 | 0 | 0 | ||
| AEGERION PHARMACEUTICALS INC | CONV | 00767EAB8 | 151 | 200,000 | PRN | OTR | 0 | 200,000 | 0 | ||
| AFFYMETRIX INC | CONV | 00826TAH1 | 4,488 | 2,870,000 | PRN | SOLE | 2,870,000 | 0 | 0 | ||
| AFFYMETRIX INC | CONV | 00826TAH1 | 1,564 | 1,000,000 | PRN | OTR | 1 | 0 | 1,000,000 | 0 | |
| BLACKROCK LTD DURATION INC T | FUND | 09249W101 | 283 | 19,592 | SH | SOLE | 19,592 | 0 | 0 | ||
| BOULDER GROWTH & INCOME FD I | FUND | 101507101 | 173 | 23,278 | SH | SOLE | 23,278 | 0 | 0 | ||
| CARRIAGE SERVICES INC. | CONV | 143905AM9 | 3,323 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| COBALT INTERNATIONAL ENERGY INC | CONV | 19075FAB2 | 128 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| COBALT INTERNATIONAL ENERGY INC | CONV | 19075FAB2 | 191 | 300,000 | PRN | OTR | 1 | 0 | 300,000 | 0 | |
| ENCORE CAPITAL GROUP INC | CONV | 292554AD4 | 378 | 300,000 | PRN | SOLE | 300,000 | 0 | 0 | ||
| ENCORE CAPITAL GROUP INC | CONV | 292554AF9 | 2,148 | 2,150,000 | PRN | SOLE | 2,150,000 | 0 | 0 | ||
| ENCORE CAPITAL GROUP INC | CONV | 292554AF9 | 1,181 | 1,185,000 | PRN | OTR | 1 | 0 | 1,185,000 | 0 | |
| FIBROCELL SCIENCE INC | COMM | 315721209 | 119 | 31,010 | SH | SOLE | 31,010 | 0 | 0 | ||
| FIFTH STREET FINANCE CORP | COMM | 31678A103 | 115 | 18,700 | SH | SOLE | 18,700 | 0 | 0 | ||
| FRONTIER COMMUNICATIONS CORP | COMM | 35906A207 | 351 | 3,766 | SH | SOLE | 3,766 | 0 | 0 | ||
| GARNERO GROUP ACQUISITION CO | COMM | G5866L108 | 1,957 | 197,500 | SH | SOLE | 197,500 | 0 | 0 | ||
| GARNERO GROUP ACQUISITION CO | RIGHT | G5866L132 | 46 | 211,600 | SH | SOLE | 211,600 | 0 | 0 | ||
| GARNERO GROUP ACQUISITION CO | WARRANT | G5866L116 | 32 | 246,765 | SH | SOLE | 246,765 | 0 | 0 | ||
| HORSEHEAD HLDG CORP | CONV | 440694AB3 | 1,003 | 1,775,000 | PRN | SOLE | 1,775,000 | 0 | 0 | ||
| ILLUMINA INC | COMM | 452327109 | 281 | 1,600 | SH | SOLE | 1,600 | 0 | 0 | ||
| ILLUMINA INC | COMM | 452327109 | 404 | 2,300 | SH | OTR | 1 | 0 | 2,300 | 0 | |
| IMPERIAL HOLDINGS INC | CONV | 452834AE4 | 1,136 | 1,069,000 | PRN | SOLE | 1,069,000 | 0 | 0 | ||
| IMPERIAL HOLDINGS INC | CONV | 452834AE4 | 744 | 700,000 | PRN | OTR | 0 | 700,000 | 0 | ||
| ISHARES TR | ETF | 464288513 | 782 | 9,400 | SH | SOLE | 9,400 | 0 | 0 | ||
| NEW MOUNTAIN FINANCE CORP | CONV | 647551AB6 | 1,148 | 1,163,000 | PRN | SOLE | 1,163,000 | 0 | 0 | ||
| NEXPOINT CR STRATEGIES FD | COMM | 65340G106 | 64 | 11,357 | SH | SOLE | 11,357 | 0 | 0 | ||
| NEXPOINT RESIDENTIAL | COMM | 65341D102 | 87 | 6,519 | SH | SOLE | 6,519 | 0 | 0 | ||
| PDL BIOPHARMA INC | CONV | 69329YAF1 | 3,054 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| PDL BIOPHARMA INC | CONV | 69329YAF1 | 436 | 500,000 | PRN | OTR | 1 | 0 | 500,000 | 0 | |
| QUIDEL CORP | CONV | 74838JAA9 | 1,162 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| RAMCO-GERSHENSON PPTYS TR | COMM | 751452608 | 1,927 | 34,556 | SH | SOLE | 34,556 | 0 | 0 | ||
| RAMCO-GERSHENSON PPTYS TR | COMM | 751452608 | 501 | 9,000 | SH | OTR | 1 | 0 | 9,000 | 0 | |
| ROYCE VALUE TR INC | COMM | 780910105 | 115 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | ETF | 78462F103 | 1,916 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| SEQUENOM INC | CONV | 817337AC2 | 3,808 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | CONV | 811904AM3 | 3,279 | 3,400,000 | PRN | SOLE | 3,400,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | CONV | 811904AM3 | 579 | 600,000 | PRN | OTR | 0 | 600,000 | 0 | ||
| SPECTRUM PHARMACEUTICALS INC | CONV | 84763AAB4 | 314 | 350,000 | PRN | SOLE | 350,000 | 0 | 0 | ||
| SPECTRUM PHARMACEUTICALS INC | CONV | 84763AAB4 | 583 | 650,000 | PRN | OTR | 0 | 650,000 | 0 | ||
| TESLA MOTORS INC | CONV | 88160RAB7 | 1,544 | 1,600,000 | PRN | SOLE | 1,600,000 | 0 | 0 | ||
| TESLA MOTORS INC | CONV | 88160RAC5 | 2,176 | 2,300,000 | PRN | SOLE | 2,300,000 | 0 | 0 | ||
| TESLA MOTORS INC | CONV | 88160RAC5 | 379 | 400,000 | PRN | OTR | 1 | 0 | 400,000 | 0 | |
| VECTOR GROUP LTD | CONV | 92240MBC1 | 5,888 | 5,250,000 | PRN | SOLE | 5,250,000 | 0 | 0 | ||
| VANGUARD INDEX FDS | FUND | 922908769 | 1,599 | 16,200 | SH | SOLE | 16,200 | 0 | 0 | ||
| WESTERN ASSET CLYM INFL | COMM | 95766Q106 | 315 | 29,900 | SH | SOLE | 29,900 | 0 | 0 | ||