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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
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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
1347 CAP CORP UNIT 99/99/9999 68245V202 1,001 100,000 SH   SOLE   100,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 6,332 5,500,000 PRN   SOLE   5,500,000 0 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 5,112 2,880,000 PRN   SOLE   2,880,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 667 10,600 SH   SOLE   10,600 0 0
ALERE INC NOTE 3.000% 5/1 01449JAA3 8,883 8,500,000 PRN   SOLE   8,500,000 0 0
ALTRA INDL MOTION CORP NOTE 2.750% 3/0 02208RAE6 3,375 2,888,000 PRN   SOLE   2,888,000 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 12,480 7,500,000 PRN   SOLE   7,500,000 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 148 151,400 SH Call SOLE   151,400 0 0
AMERICAN RLTY CAP PPTYS INC COM 02917T104 679 75,000 SH Call SOLE   75,000 0 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 1,882 16,745 SH   SOLE   16,745 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 6,440 6,400,000 PRN   SOLE   6,400,000 0 0
APOLLO INVT CORP COM 03761U106 447 60,300 SH   SOLE   60,300 0 0
AR CAP ACQUISITION CORP COM 00191R109 97 10,000 SH   SOLE   10,000 0 0
AR CAP ACQUISITION CORP UNIT 99/99/9999 00191R208 2,073 210,000 SH   SOLE   210,000 0 0
AR CAP ACQUISITION CORP W EXP 10/06/201 00191R117 1 4,400 SH   SOLE   4,400 0 0
BANK AMER CORP W EXP 10/28/201 060505153 65 91,600 SH   SOLE   91,600 0 0
BOULEVARD ACQUISITION CORP COM 10157P104 526 55,000 SH   SOLE   55,000 0 0
BOULEVARD ACQUISITION CORP UNIT 99/99/9999 10157P203 1,236 123,258 SH   SOLE   123,258 0 0
BOULEVARD ACQUISITION CORP W EXP 02/19/201 10157P112 5 9,900 SH   SOLE   9,900 0 0
CALLAWAY GOLF CO NOTE 3.750% 8/1 131193AC8 844 750,000 PRN   SOLE   750,000 0 0
CAMBRIDGE CAP ACQUISITION CO COM 13215Q106 2,475 250,000 SH   SOLE   250,000 0 0
CAMBRIDGE CAP ACQUISITION CO W EXP 12/17/201 13215Q114 84 240,000 SH   SOLE   240,000 0 0
CAPITOL ACQUISITION CORP II COM 14056V105 2,470 250,000 SH   SOLE   250,000 0 0
CAPITOL ACQUISITION CORP II W EXP 05/15/201 14056V113 62 114,790 SH   SOLE   114,790 0 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 3,093 3,000,000 PRN   SOLE   3,000,000 0 0
CEPHEID COM 15670R107 1,083 20,000 SH   SOLE   20,000 0 0
CHART ACQUISITION CORP COM 161151105 2,443 250,000 SH   SOLE   250,000 0 0
CHART ACQUISITION CORP W EXP 12/19/201 161151113 125 226,800 SH   SOLE   226,800 0 0
CITIGROUP INC W EXP 01/04/201 172967226 71 81,500 SH   SOLE   81,500 0 0
CITIGROUP INC W EXP 10/28/201 172967234 3 115,500 SH   SOLE   115,500 0 0
CITRIX SYS INC COM 177376100 721 11,300 SH   SOLE   11,300 0 0
COLLABRIUM JAPAN ACQUISITN C SHS G2266G102 650 62,611 SH   SOLE   62,611 0 0
COLLABRIUM JAPAN ACQUISITN C W EXP 04/01/201 G2266G110 4 74,579 SH   SOLE   74,579 0 0
COLONY FINL INC NOTE 3.875% 1/1 19624RAB2 1,024 1,000,000 PRN   SOLE   1,000,000 0 0
CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 607 19,500 SH   SOLE   19,500 0 0
DOMINION RES INC VA NEW COM 25746U109 44 576 SH   SOLE   576 0 0
DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 528 8,750 SH   SOLE   8,750 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 18,678 12,400,000 PRN   SOLE   12,400,000 0 0
EMERALD OIL INC COM NEW 29101U209 138 115,000 SH Call SOLE   115,000 0 0
ENCORE CAP GROUP INC NOTE 3.000%11/2 292554AD4 5,541 3,750,000 PRN   SOLE   3,750,000 0 0
ENERGY XXI LTD USD UNRS SHS G10082140 163 50,000 SH Put SOLE   50,000 0 0
ENERGY XXI BERMUDA LTD OTE 3.000%12/1 29274UAB7 2,162 7,500,000 PRN   SOLE   7,500,000 0 0
ENVESTNET INC OTE 1.750%12/1 29404KAA4 4,437 4,300,000 PRN   SOLE   4,300,000 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,917 33,269 SH   SOLE   33,269 0 0
EPR PPTYS PFD C CNV 5.75% 26884U208 89 3,855 SH   SOLE   3,855 0 0
FXCM INC NOTE 2.250% 6/1 302693AB2 7,794 7,467,000 PRN   SOLE   7,467,000 0 0
GARNERO GROUP ACQUISITION CO *W EXP 06/24/201 G5866L116 23 189,900 SH   SOLE   189,000 0 0
GARNERO GROUP ACQUISITION CO RIGHT 06/25/2016 G5866L132 60 200,000 SH   SOLE   200,000 0 0
GLOBAL DEFENSE & NATL SEC SY COM 37953N108 1,548 150,000 SH   SOLE   150,000 0 0
GRAMERCY PPTY TR INC COM 38489R100 345 50,000 SH Put SOLE   50,000 0 0
HALCON RES CORP COM NEW 40537Q209 178 100,000 SH   SOLE   100,000 0 0
HALCON RES CORP COM NEW 40537Q209 344 193,500 SH Put SOLE   193,500 0 0
HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 3,326 1,000,000 PRN   SOLE   1,000,000 0 0
HENNESSY CAP ACQUISITION COR COM 425886108 1,970 200,000 SH   SOLE   200,000 0 0
HENNESSY CAP ACQUISITION COR W EXP 01/23/201 425886116 72 180,000 SH   SOLE   180,000 0 0
HERCULES TECH GROWTH CAP INC COM 427096508 372 25,016 SH   SOLE   25,016 0 0
HERCULES TECH GROWTH CAP INC COM 427096508 744 50,000 SH Put SOLE   50,000 0 0
HF2 FINL MGMT INC CL A 40421A104 3,123 300,007 SH   SOLE   300,007 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 10,458 8,358,000 PRN   SOLE   8,358,000 0 0
HORSEHEAD HLDG CORP COM 440694305 1,583 100,000 SH Put SOLE   100,000 0 0
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 7,967 6,544,000 PRN   SOLE   6,544,000 0 0
HYDRA INDS ACQUISITION CORP UNIT 10/20/2021 448740209 2,000 200,000 SH   SOLE   200,000 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 20,959 17,650,000 PRN   SOLE   17,650,000 0 0
ILLUMINA INC COM 452327109 1,144 6,200 SH   SOLE   6,200 0 0
ILLUMINA INC NOTE 0.250% 3/1 452327AD1 11,047 5,000,000 PRN   SOLE   5,000,000 0 0
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 2,533 7,000 SH   SOLE   7,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 6,053 5,500,000 PRN   SOLE   5,500,000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 23,103 14,750,000 PRN   SOLE   14,750,000 0 0
JASON INDS INC W EXP 06/30/201 471172114 48 37,500 SH   SOLE   37,500 0 0
JETBLUE AIRWAYS CORP COM 477143101 804 50,900 SH Put SOLE   50,900 0 0
JETBLUE AIRWAYS CORP DBCV 5.500%10/1 477143AE1 8,020 2,240,000 PRN   SOLE   2,240,000 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 26,115 7,895,000 PRN   SOLE   7,895,000 0 0
LAM RESEARCH CORP COM 512807108 793 10,000 SH Put SOLE   10,000 0 0
LEVY ACQUISITION CORP COM 52748T104 2,165 222,477 SH   SOLE   222,477 0 0
LEVY ACQUISITION CORP W EXP 11/19/201 52748T112 35 93,700 SH   SOLE   93,700 0 0
MCDERMOTT INTL INC COM 580037109 102 35,000 SH   SOLE   35,000 0 0
MCDERMOTT INTL INC COM 580037109 146 50,000 SH Put SOLE   50,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 48,912 27,421,000 PRN   SOLE   27,421,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 22,160 16,000,000 PRN   SOLE   16,000,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 4,151 4,000,000 PRN   SOLE   4,000,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2015 UNIT 09/01/2015 65339F887 1,206 18,000 SH   SOLE   18,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 32,458 14,174,000 PRN   SOLE   14,174,000 0 0
NVIDIA CORP COM 67066G104 2,005 100,000 SH Put SOLE   100,000 0 0
NVIDIA CORP OTE 1.000%12/0 67066GAC8 11,595 10,100,000 PRN   SOLE   10,100,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 840 82,900 SH   SOLE   82,900 0 0
PALO ALTO NETWORKS INC COM 697435105 61 500 SH   SOLE   500 0 0
PANGAEA LOGISTICS SOLUTION L SHS G6891L105 52 10,960 SH   SOLE   10,960 0 0
PDL BIOPHARMA INC COM 69329Y104 270 35,082 SH   SOLE   35,082 0 0
PDL BIOPHARMA INC COM 69329Y104 1,157 150,000 SH Put SOLE   150,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 13,612 13,943,000 PRN   SOLE   13,943,000 0 0
PRICELINE GRP INC D EBT 1.000% 3/1 741503AQ9 9,929 7,500,000 PRN   SOLE   7,500,000 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 147 17,800 SH   SOLE   17,800 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 826 100,000 SH Put SOLE   100,000 0 0
QUIDEL CORP OTE 3.250%12/1 74838JAA9 4,465 4,000,000 PRN   SOLE   4,000,000 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 767 100,000 SH Call SOLE   100,000 0 0
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 10,528 11,500,000 PRN   SOLE   11,500,000 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 937 50,000 SH Put SOLE   50,000 0 0
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 2,347 35,000 SH   SOLE   35,000 0 0
RED HAT INC COM 756577102 961 13,900 SH   SOLE   13,900 0 0
RITE AID CORP COM 767754104 1,128 150,000 SH Call SOLE   150,000 0 0
ROI ACQUISITION CORP II COM 74966G101 3,442 350,168 SH   SOLE   350,168 0 0
ROI ACQUISITION CORP II UNIT 99/99/9999 74966G200 20 2,000 SH   SOLE   2,000 0 0
ROI ACQUISITION CORP II W EXP 09/17/201 74966G119 74 285,168 SH   SOLE   285,168 0 0
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 8,782 4,825,000 PRN   SOLE   4,825,000 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 11,065 5,763,000 PRN   SOLE   5,763,000 0 0
SANOFI RIGHT 12/31/2020 80105N113 178 225,000 SH   SOLE   225,000 0 0
SCORPIO TANKERS INC SHS Y7542C106 869 100,000 SH Put SOLE   100,000 0 0
SEACOR HOLDINGS INC OTE 3.000%11/1 81170YAB5 4,140 4,500,000 PRN   SOLE   4,500,000 0 0
SINA CORP OTE 1.000%12/0 82922RAD5 1,522 1,650,000 PRN   SOLE   1,650,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 10,277 50,000 SH Put SOLE   50,000 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 2,345 50,000 SH Call SOLE   50,000 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 1,793 150,800 SH Put SOLE   150,800 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 11,700 12,026,000 PRN   SOLE   12,026,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 14,349 14,736,000 PRN   SOLE   14,736,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 11,185 10,150,000 PRN   SOLE   10,150,000 0 0
STARWOOD PPTY TR INC OTE 3.750%10/1 85571BAC9 9,140 9,000,000 PRN   SOLE   9,000,000 0 0
T MOBILE US INC CONV PFD SER A 872590203 5,518 105,600 SH   SOLE   105,600 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 10,678 7,628,000 PRN   SOLE   7,628,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 17,060 11,270,000 PRN   SOLE   11,270,000 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 39,226 20,878,000 PRN   SOLE   20,878,000 0 0
TERRAPIN 3 ACQUISITION CORP UNIT 06/27/2019 88104P203 1,069 106,801 SH   SOLE   106,801 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 1,934 2,500,000 PRN   SOLE   2,500,000 0 0
TRINA SOLAR LIMITED SPON ADR 89628E104 189 20,400 SH   SOLE   20,400 0 0
TRULIA INC OTE 2.750%12/1 897888AB9 1,442 1,000,000 PRN   SOLE   1,000,000 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 390 171,600 SH   SOLE   171,600 0 0
UNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 91307CAF9 15,500 5,725,000 PRN   SOLE   5,725,000 0 0
UNIVERSAL CORP VA COM 913456109 1,216 27,660 SH   SOLE   27,660 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 10,631 10,000,000 PRN   SOLE   10,000,000 0 0
VOLCANO CORPORATION COM 928645100 894 50,000 SH Put SOLE   50,000 0 0
WL ROSS HLDG CORP UNIT 99/99/9999 92939D203 1,041 90,800 SH   SOLE   90,800 0 0
WL ROSS HLDG CORP W EXP 06/11/201 92939D112 0 200 SH   SOLE   200 0 0
WL ROSS HLDG CORP COM SHS 92939D104 43 4,200 SH   SOLE   4,200 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 2,961 2,500,000 PRN   SOLE   2,500,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 8/1 98235TAC1 6,434 5,312,000 PRN   SOLE   5,312,000 0 0
YAHOO INC N TE 12/0 984332AF3 2,831 2,500,000 PRN   SOLE   2,500,000 0 0
ZIONS BANCORPORATION W EXP 11/14/201 989701131 140 50,000 SH   SOLE   50,000 0 0