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 |
| ACCURAY INC | CONV | 004397AD7 | 1,127 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ACCURAY INC | CONV | 004397AF2 | 1,465 | 1,300,000 | PRN | SOLE | 1,300,000 | 0 | 0 | ||
| ACCURAY INC | CONV | 004397AF2 | 225 | 200,000 | PRN | OTR | 1 | 0 | 200,000 | 0 | |
| AEGERION PHARMACEUTICALS INC | CONV | 00767EAB8 | 869 | 1,560,000 | PRN | SOLE | 1,560,000 | 0 | 0 | ||
| AEGERION PHARMACEUTICALS INC | CONV | 00767EAB8 | 113 | 200,000 | PRN | OTR | 1 | 0 | 200,000 | 0 | |
| ALBANY MOLECULAR RESEARCH | CONV | 012423AB5 | 5,247 | 5,075,000 | PRN | SOLE | 5,075,000 | 0 | 0 | ||
| ALBANY MOLECULAR RESEARCH | CONV | 012423AB5 | 568 | 550,000 | PRN | OTR | 1 | 0 | 550,000 | 0 | |
| APPLE COMPUTER INC | COMM | 037833100 | 564 | 5,900 | SH | SOLE | 5,900 | 0 | 0 | ||
| BOULDER GROWTH & INCOME FD | FUND | 101507101 | 189 | 23,278 | SH | SOLE | 23,278 | 0 | 0 | ||
| CARRIAGE SERVICES INC | CONV | 143905AM9 | 3,827 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
| COBALT INTERNATIONAL ENERGY | CONV | 19075FAA4 | 289 | 800,000 | PRN | SOLE | 800,000 | 0 | 0 | ||
| COBALT INTERNATIONAL ENERGY | CONV | 19075FAA4 | 76 | 200,000 | PRN | OTR | 1 | 0 | 200,000 | 0 | |
| COBALT INTERNATIONAL ENERGY | CONV | 19075FAB2 | 67 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| COBALT INTERNATIONAL ENERGY | CONV | 19075FAB2 | 100 | 300,000 | PRN | OTR | 1 | 0 | 300,000 | 0 | |
| EMERGENT CAPITAL INC | CONV | 29102N105 | 469 | 469,000 | PRN | SOLE | 469,000 | 0 | 0 | ||
| ENCORE CAPITAL GROUP INC | CONV | 292554AD4 | 198 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| ENCORE CAPITAL GROUP INC | CONV | 292554AD4 | 98 | 100,000 | PRN | OTR | 1 | 0 | 100,000 | 0 | |
| ENCORE CAPITAL GROUP INC | CONV | 292554AF9 | 1,489 | 1,295,000 | PRN | SOLE | 1,295,000 | 0 | 0 | ||
| ENCORE CAPITAL GROUP INC | CONV | 292554AF9 | 741 | 935,000 | PRN | OTR | 1 | 0 | 935,000 | 0 | |
| ENDOLOGIX INC | CONV | 29266SAA4 | 1,828 | 1,971,000 | PRN | SOLE | 1,971,000 | 0 | 0 | ||
| ENDOLOGIX INC | CONV | 29266SAB2 | 6,690 | 5,125,000 | PRN | SOLE | 5,125,000 | 0 | 0 | ||
| GARNERO GROUP ACQUISITION CO | WRNT | G5866L116 | 25 | 296,725 | SH | SOLE | 296,725 | 0 | 0 | ||
| GARNERO GROUP ACQUISITION CO | COMM | G5866L132 | 46 | 264,585 | SH | SOLE | 264,585 | 0 | 0 | ||
| GSV CAPITAL CORP | CONV | 36191JAB7 | 99 | 108,000 | PRN | SOLE | 108,000 | 0 | 0 | ||
| HORIZON PHARMA INVESTMENT LT | CONV | 44052TAB7 | 2,666 | 2,920,000 | PRN | SOLE | 2,920,000 | 0 | 0 | ||
| HORIZON PHARMA INVESTMENT LT | CONV | 44052TAB7 | 184 | 200,000 | PRN | OTR | 1 | 0 | 200,000 | 0 | |
| INTERCEPT PHARMACEUTICALS IN | CONV | 45845P108 | 2,650 | 2,650,000 | PRN | SOLE | 2,650,000 | 0 | 0 | ||
| ISHARES NASDAQ BIOTECH INDX | ETF | 464287556 | 515 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
| KLR ENERGY ACQUISITION CO-UT | UNIT | 49877M207 | 806 | 79,472 | SH | SOLE | 79,472 | 0 | 0 | ||
| LGI HOMES INC | CONV | 50187TAB2 | 3,654 | 2,350,000 | PRN | SOLE | 2,350,000 | 0 | 0 | ||
| LGI HOMES INC | CONV | 50187TAB2 | 1,399 | 900,000 | PRN | OTR | 1 | 0 | 900,000 | 0 | |
| MEDICINES COMPANY | CONV | 584688AE5 | 3,397 | 2,865,000 | PRN | SOLE | 2,865,000 | 0 | 0 | ||
| MEDICINES COMPANY | CONV | 584688AE5 | 160 | 135,000 | PRN | OTR | 1 | 0 | 135,000 | 0 | |
| MENTOR GRAPHICS CORP | CONV | 587200AK2 | 8,245 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| NEW MOUNTAIN FINANCE CORP | CONV | 647551AB6 | 1,678 | 1,663,000 | PRN | SOLE | 1,663,000 | 0 | 0 | ||
| NEW MOUNTAIN FINANCE CORP | CONV | 647551AB6 | 372 | 375,000 | PRN | OTR | 1 | 0 | 375,000 | 0 | |
| NRG YIELD INC-CLASS A | CONV | 62942XAA6 | 1,954 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| PDL BIOPHARMA INC | CONV | 69329YAF1 | 6,663 | 7,025,000 | PRN | SOLE | 7,025,000 | 0 | 0 | ||
| QUIDEL CORP | CONV | 74838JAA9 | 3,510 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
| SEQUENOM INC | CONV | 817337AC2 | 2,869 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| SOLARCITY CORP | CONV | 83416TAC4 | 1,585 | 2,415,000 | PRN | SOLE | 2,415,000 | 0 | 0 | ||
| SOLARCITY CORP | CONV | 83416TAA8 | 1,184 | 1,560,000 | PRN | SOLE | 1,560,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TRUST | ETF | 78462F103 | 1,571 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
| SPECTRUM PHARMACEUTICALS INC | CONV | 84763AAB4 | 2,185 | 2,349,000 | PRN | SOLE | 2,349,000 | 0 | 0 | ||
| SPECTRUM PHARMACEUTICALS INC | CONV | 84763AAB4 | 589 | 650,000 | PRN | OTR | 1 | 0 | 650,000 | 0 | |
| TESLA MOTORS INC | CONV | 88160RAC5 | 1,400 | 1,700,000 | PRN | SOLE | 1,700,000 | 0 | 0 | ||
| TTM TECHNOLOGIES | CONV | 87305RAD1 | 800 | 808,000 | PRN | SOLE | 808,000 | 0 | 0 | ||
| VANGUARD TOTAL STOCK MKT ETF | ETF | 922908769 | 2,036 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
| VECTOR GROUP LTD | CONV | 92240MBC1 | 2,793 | 2,504,000 | PRN | SOLE | 2,504,000 | 0 | 0 | ||
| WEATHERFORD INTERNATIONAL | CONV | 947075AH0 | 7,917 | 7,250,000 | PRN | SOLE | 7,250,000 | 0 | 0 | ||
| WINTRUST FINANCIAL CORP | COMM | 97650W108 | 7,691 | 5,866 | SH | SOLE | 5,866 | 0 | 0 | ||