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
ADVANCED MICRO DEVICES INC COM 007903107 982 240,606 SH   SOLE   240,606 0 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 2,466 2,500,000 PRN   SOLE   2,500,000 0 0
AK STL HLDG CORP COM 001547108 152 50,000 SH Call SOLE   50,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 647 50,000 SH Put SOLE   50,000 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 6,053 6,000,000 PRN   SOLE   6,000,000 0 0
APOLLO INVT CORP COM 03761U106 491 63,400 SH   SOLE   63,400 0 0
APPLE INC COM 037833100 79 200 SH   SOLE   200 0 0
ARRAY BIOPHARMA INC OTE 3.000% 6/0 04269XAA3 2,366 2,500,000 PRN   SOLE   2,500,000 0 0
ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 1,030 1,000,000 PRN   SOLE   1,000,000 0 0
BANK OF AMERICA CORPORATION W EXP 10/28/201 060505153 71 92,300 SH   SOLE   92,300 0 0
BEAZER HOMES USA INC UNIT 99/99/9999 07556Q709 5,997 208,377 SH   SOLE   208,377 0 0
BIOMED REALTY TRUST INC COM 09063H107 506 25,000 SH Put SOLE   25,000 0 0
BLUE WOLF MONGOLIA HOLDINGS COM G11962100 1,928 187,360 SH   SOLE   187,360 0 0
BLUE WOLF MONGOLIA HOLDINGS W EXP 07/20/201 G11962118 29 115,100 SH   SOLE   115,100 0 0
BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 2,316 2,950,000 PRN   SOLE   2,950,000 0 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 7,773 4,000,000 PRN   SOLE   4,000,000 0 0
CALLAWAY GOLF CO COM 131193104 658 100,000 SH Put SOLE   100,000 0 0
CAPITOL ACQUISITION CORP II UNIT 99/99/9999 14056V204 2,525 250,000 SH   SOLE   250,000 0 0
CENVEO CORP OTE 7.000% 5/1 15671BAJ0 3,963 4,500,000 PRN   SOLE   4,500,000 0 0
CHART ACQUISITION CORP COM 161151105 2,518 250,000 SH   SOLE   250,000 0 0
CHART ACQUISITION CORP W EXP 12/19/201 161151113 130 250,000 SH   SOLE   250,000 0 0
CITIGROUP INC W EXP 01/04/201 172967226 151 191,500 SH   SOLE   191,500 0 0
CITIGROUP INC W EXP 10/28/201 172967234 10 115,500 SH   SOLE   115,500 0 0
COLLABRIUM JAPAN ACQUISITN C W EXP 99/99/999 G2266G110 14 62,611 SH   SOLE   62,611 0 0
COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 8,475 6,550,000 PRN   SOLE   6,550,000 0 0
CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 299 15,000 SH   SOLE   15,000 0 0
CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 7,030 4,000,000 PRN   SOLE   4,000,000 0 0
DDR CORP COM 23317H102 500 30,000 SH Put SOLE   30,000 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 10,723 9,175,000 PRN   SOLE   9,175,000 0 0
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 2,896 58,250 SH   SOLE   58,250 0 0
DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 3,045 61,100 SH   SOLE   61,100 0 0
ENDO HEALTH SOLUTIONS INC NOTE 1.750% 4/1 29264FAB2 6,015 4,500,000 PRN   SOLE   4,500,000 0 0
ENPRO INDS INC COM 29355X107 761 15,000 SH Put SOLE   15,000 0 0
ENPRO INDS INC DBCV 3.938%10/1 29355XAB3 9,031 5,700,000 PRN   SOLE   5,700,000 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,257 25,000 SH Put SOLE   25,000 0 0
EPR PPTYS COM SH BEN INT 26884U109 2,070 41,169 SH   SOLE   41,169 0 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 15,411 6,800,000 PRN   SOLE   6,800,000 0 0
GILEAD SCIENCES INC COM 375558103 1,794 35,000 SH Put SOLE   35,000 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 36,449 16,101,000 PRN   SOLE   16,101,000 0 0
HARMAN INTL INDS INC COM 413086109 334 6,167 SH   SOLE   6,167 0 0
HARTFORD FINL SVCS GROUP INC W EXP 06/26/201 416515120 481 21,943 SH   SOLE   21,943 0 0
HAWAIIAN HOLDINGS INC COM 419879101 306 50,000 SH Call SOLE   50,000 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 101 7,400 SH   SOLE   7,400 0 0
HERCULES TECH GROWTH CAP INC NOTE 6.000% 4/1 427096AB8 10,111 8,492,000 PRN   SOLE   8,492,000 0 0
HF2 FINL MGMT INC CL A 40421A104 2,528 250,000 SH   SOLE   250,000 0 0
HYDE PK ACQUISITION CORP II COM 448640102 2,558 250,000 SH   SOLE   250,000 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 828 50,000 SH Put SOLE   50,000 0 0
ISHARES TR HIGH YLD CORP 464288513 909 10,000 SH   SOLE   10,000 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 13,497 8,895,000 PRN   SOLE   8,895,000 0 0
JOHNSON CTLS INC COM 478366107 573 16,000 SH   SOLE   16,000 0 0
KOHLBERG CAPITAL CORP NOTE 8.750% 3/1 500233AB7 7,045 5,051,000 PRN   SOLE   5,051,000 0 0
LAM RESEARCH CORP COM 512807108 634 14,300 SH   SOLE   14,300 0 0
LIONS GATE ENTMT INC NOTE 3.625% 3/1 53626YAA6 46,074 13,831,000 PRN   SOLE   13,831,000 0 0
MASTEC INC NOTE 4.000% 6/1 576323AL3 5,258 2,500,000 PRN   SOLE   2,500,000 0 0
MEDIVATION INC COM 58501N101 2,165 44,000 SH   SOLE   44,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 25,711 17,710,000 PRN   SOLE   17,710,000 0 0
MICRON TECHNOLOGY INC NOTE 1.500% 8/0 595112AQ6 11,053 7,200,000 PRN   SOLE   7,200,000 0 0
MICRON TECHNOLOGY INC D EBT 1.875% 6/0 595112AK9 3,336 2,500,000 PRN   SOLE   2,500,000 0 0
MYLAN INC NOTE 3.750% 9/1 628530AJ6 37,655 15,905,000 PRN   SOLE   15,905,000 0 0
NATIONAL FINL PARTNERS CORP NOTE 4.000% 6/1 63607PAC3 7,956 3,900,000 PRN   SOLE   3,900,000 0 0
NAVISTAR INTL CORP NEW COM 63934E108 1,388 50,000 SH Put SOLE   50,000 0 0
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 3,875 4,000,000 PRN   SOLE   4,000,000 0 0
OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 12,595 214,490 SH   SOLE   214,490 0 0
OMNICARE INC NOTE 3.750% 4/0 681904AP3 9,911 8,000,000 PRN   SOLE   8,000,000 0 0
OMNICARE INC NOTE 3.750%12/1 681904AN8 8,345 4,500,000 PRN   SOLE   4,500,000 0 0
PDL BIOPHARMA INC NOTE 2.875% 2/1 69329YAE4 28,930 21,021,000 PRN   SOLE   21,021,000 0 0
PENN VA CORP COM 707882106 235 50,000 SH Call SOLE   50,000 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 1,012 18,140 SH   SOLE   18,140 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 619 25,000 SH   SOLE   25,000 0 0
PRICELINE COM INC OTE 1.250% 3/1 741503AN6 9,009 3,300,000 PRN   SOLE   3,300,000 0 0
PROSHARES TR PSHS ULPROSH NEW 74348A632 235 9,500 SH   SOLE   9,500 0 0
PROSPECT CAPITAL CORPORATION MTNF 5.375%10/1 74348TAK8 4,451 4,300,000 PRN   SOLE   4,300,000 0 0
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 69 1,175 SH   SOLE   1,175 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 149 9,604 SH   SOLE   9,604 0 0
REGAL BELOIT CORP COM 758750103 156 2,400 SH   SOLE   2,400 0 0
SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 7,245 4,000,000 PRN   SOLE   4,000,000 0 0
SANCHEZ ENERGY CORP COM 79970Y105 574 25,000 SH Put SOLE   25,000 0 0
SANDISK CORP COM 80004C101 1,136 18,600 SH   SOLE   18,600 0 0
SANOFI RIGHT 12/31/2020 80105N113 212 110,000 SH   SOLE   110,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 681 35,000 SH   SOLE   35,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2,917 150,000 SH Put SOLE   150,000 0 0
SIRIUS XM RADIO INC COM 82967N108 838 250,000 SH Put SOLE   250,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,000 25,000 SH   SOLE   25,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,208 20,000 SH Put SOLE   20,000 0 0
STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 1,845 1,500,000 PRN   SOLE   1,500,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR OTE 1.000% 7/0 874054AD1 973 1,000,000 PRN   SOLE   1,000,000 0 0
TICC CAPITAL CORP COM 87244T109 481 50,000 SH Put SOLE   50,000 0 0
TRONOX LTD COM Q9235V101 91 4,568 SH   SOLE   4,568 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 5,797 6,000,000 PRN   SOLE   6,000,000 0 0
UNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 91307CAF9 17,300 11,900,000 PRN   SOLE   11,900,000 0 0
UNIVERSAL CORP VA COM 913456109 150 2,588 SH   SOLE   2,588 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 9,301 6,615,000 PRN   SOLE   6,615,000 0 0
VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 10,758 6,560,000 PRN   SOLE   6,560,000 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 1,389 100,000 SH Put SOLE   100,000 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 30,587 12,440,000 PRN   SOLE   12,440,000 0 0
WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 25,872 8,920,000 PRN   SOLE   8,920,000 0 0
WEYERHAEUSER CO COM 962166104 712 25,000 SH Put SOLE   25,000 0 0
ZIONS BANCORPORATION W EXP 11/14/201 989701131 198 50,000 SH   SOLE   50,000 0 0