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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
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
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 3,346 2,000,000 PRN   SOLE   2,000,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 641 10,500 SH   SOLE   10,500 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 305 5,000 SH Put SOLE   5,000 0 0
ALTRA INDL MOTION CORP NOTE 2.750% 3/0 02208RAE6 7,491 5,186,000 PRN   SOLE   5,186,000 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 266 151,400 SH Call SOLE   151,400 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 6,544 6,400,000 PRN   SOLE   6,400,000 0 0
APOLLO INVT CORP COM 03761U106 519 60,300 SH   SOLE   60,300 0 0
AQUASITION CORP W EXP 10/25/201 Y0192H111 30 200,000 SH   SOLE   0 0 0
BANK OF AMERICA CORPORATION W EXP 10/28/201 060505153 69 91,600 SH   SOLE   91,600 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 1,430 50,000 SH Call SOLE   50,000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 361 5,800 SH   SOLE   5,800 0 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 1,770 1,500,000 PRN   SOLE   1,500,000 0 0
BOULEVARD ACQUISITION CORP COM 10157P104 84 8,600 SH   SOLE   8,600 0 0
BOULEVARD ACQUISITION CORP UNIT 99/99/9999 10157P203 1,714 169,658 SH   SOLE   169,658 0 0
CAL DIVE INTL INC DEL NOTE 5.000% 7/1 12802TAB7 4,568 5,500,000 PRN   SOLE   5,500,000 0 0
CAMBRIDGE CAP ACQUISITION CO COM 13215Q106 2,440 250,000 SH   SOLE   250,000 0 0
CAMBRIDGE CAP ACQUISITION CO W EXP 12/23/201 13215Q114 84 240,000 SH   SOLE   240,000 0 0
CAPITOL ACQUISITION CORP II COM 14056V105 2,455 250,000 SH   SOLE   250,000 0 0
CAPITOL ACQUISITION CORP II W EXP 05/15/201 14056V113 56 114,900 SH   SOLE   114,900 0 0
CEPHEID COM 15670R107 964 20,100 SH   SOLE   20,100 0 0
CHART ACQUISITION CORP COM 161151105 2,495 250,000 SH   SOLE   250,000 0 0
CHART ACQUISITION CORP W EXP 12/19/201 161151113 126 237,700 SH   SOLE   237,700 0 0
CITIGROUP INC W EXP 01/04/201 172967226 102 166,500 SH   SOLE   166,500 0 0
CITIGROUP INC W EXP 10/28/201 172967234 3 115,500 SH   SOLE   115,500 0 0
COLLABRIUM JAPAN ACQUISITN C COM G2266G102 657 62,611 SH   SOLE   0 0 0
COLLABRIUM JAPAN ACQUISITN C W EXP 99/99/999 G2266G110 6 76,079 SH   SOLE   76,079 0 0
DDR CORP COM 23317H102 529 30,000 SH Call SOLE   30,000 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 3,594 3,000,000 PRN   SOLE   3,000,000 0 0
DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 1,855 32,000 SH   SOLE   32,000 0 0
ENCORE CAP GROUP INC NOTE 3.000%11/2 292554AD4 5,731 3,750,000 PRN   SOLE   3,750,000 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,613 28,869 SH   SOLE   28,869 0 0
EPR PPTYS PFD C CNV 5.75% 26884U208 536 23,855 SH   SOLE   23,855 0 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 6,334 2,484,000 PRN   SOLE   2,484,000 0 0
FLUIDIGM CORP DEL COM 34385P108 653 22,200 SH   SOLE   22,200 0 0
GLOBAL DEFENSE & NATL SEC SY COM 37953N108 1,535 150,000 SH   SOLE   150,000 0 0
GLORI ENERGY INC W EXP 04/14/201 379606114 60 48,450 SH   SOLE   48,450 0 0
HALCON RES CORP COM NEW 40537Q209 365 50,000 SH Put SOLE   50,000 0 0
HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 19,232 10,640,000 PRN   SOLE   10,640,000 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,263 48,000 SH   SOLE   48,000 0 0
HENNESSY CAP ACQUISITION COR COM 425886108 97 10,000 SH   SOLE   10,000 0 0
HENNESSY CAP ACQUISITION COR UNIT 99/99/9999 425886207 1,915 190,000 SH   SOLE   190,000 0 0
HERCULES TECH GROWTH CAP INC NOTE 6.000% 4/1 427096AB8 11,074 7,992,000 PRN   SOLE   7,992,000 0 0
HF2 FINL MGMT INC CL A 40421A104 3,090 300,007 SH   SOLE   300,007 0 0
HOME INNS & HOTELS MGMT INC NOTE 2.000%12/1 43713WAB3 983 1,000,000 PRN   SOLE   1,000,000 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 1,126 24,000 SH   SOLE   24,000 0 0
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 9,202 6,644,000 PRN   SOLE   6,644,000 0 0
ILLUMINA INC OTE 0.250% 3/1 452327AD1 22,752 10,570,000 PRN   SOLE   10,570,000 0 0
INTERMUNE INC NOTE 2.500% 9/1 45884XAE3 5,990 4,000,000 PRN   SOLE   4,000,000 0 0
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 2,326 7,000 SH   SOLE   7,000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 13,818 10,000,000 PRN   SOLE   10,000,000 0 0
JETBLUE AIRWAYS CORP DBCV 5.500%10/1 477143AE1 5,551 2,240,000 PRN   SOLE   2,240,000 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AF8 11,151 5,000,000 PRN   SOLE   5,000,000 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 18,372 7,895,000 PRN   SOLE   7,895,000 0 0
JUST ENERGY GROUP INC COM 48213W101 115 20,000 SH   SOLE   20,000 0 0
LAM RESEARCH CORP COM 512807108 1,541 22,800 SH   SOLE   22,800 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 4,169 2,500,000 PRN   SOLE   2,500,000 0 0
LEVY ACQUISITION CORP COM 52748T104 2,134 219,082 SH   SOLE   219,082 0 0
LEVY ACQUISITION CORP W EXP 11/19/201 52748T112 35 93,700 SH   SOLE   93,700 0 0
LIONS GATE ENTMT INC NOTE 3.625% 3/1 53626YAA6 44,443 12,831,000 PRN   SOLE   12,831,000 0 0
MCDERMOTT INTL INC COM 580037109 607 75,000 SH Put SOLE   75,000 0 0
MERGEWORTHRX CORP COM 58952R106 1,676 203,627 SH   SOLE   203,627 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 2,944 2,000,000 PRN   SOLE   2,000,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 48,602 25,421,000 PRN   SOLE   25,421,000 0 0
MOLINA HEALTHCARE INC OTE 1.125% 1/1 60855RAC4 11,885 9,500,000 PRN   SOLE   9,500,000 0 0
MYLAN INC NOTE 3.750% 9/1 628530AJ6 50,385 13,000,000 PRN   SOLE   13,000,000 0 0
NATIONAL HEALTH INVS INC OTE 3.250% 4/0 63633DAE4 7,300 7,250,000 PRN   SOLE   7,250,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 1,172 18,000 SH   SOLE   18,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 25,258 12,500,000 PRN   SOLE   12,500,000 0 0
OMNICARE INC NOTE 3.750% 4/0 681904AP3 39,704 23,900,000 PRN   SOLE   23,900,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 758 82,900 SH   SOLE   82,900 0 0
PDL BIOPHARMA INC COM 69329Y104 340 35,082 SH   SOLE   35,082 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 5,726 5,050,000 PRN   SOLE   5,050,000 0 0
PRICELINE GRP INC COM NEW 741503403 1,263 1,050 SH   SOLE   1,050 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 378 35,600 SH   SOLE   35,600 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 1,063 100,000 SH Put SOLE   100,000 0 0
QIAGEN NV COM N72482107 49 2,000 SH   SOLE   0 0 0
QUARTET MERGER CORP COM 747717106 1,838 182,300 SH   SOLE   182,300 0 0
QUARTET MERGER CORP RIGHT 99/99/9999 747717205 120 179,600 SH   SOLE   179,600 0 0
QUINPARIO ACQUISITION CORP COM 74874R108 282 26,844 SH   SOLE   26,844 0 0
QUINPARIO ACQUISITION CORP W EXP 09/27/201 74874R116 71 52,500 SH   SOLE   52,500 0 0
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 10,251 10,500,000 PRN   SOLE   10,500,000 0 0
RAIT FINANCIAL TRUST NOTE 7.000% 4/0 749227AA2 1,348 1,000,000 PRN   SOLE   1,000,000 0 0
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 1,322 21,518 SH   SOLE   21,518 0 0
ROI ACQUISITION CORP II COM 74966G101 3,421 350,168 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 102 290,168 SH   SOLE   290,168 0 0
SALESFORCE COM INC COM 79466L302 813 14,000 SH   SOLE   14,000 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 19,998 9,763,000 PRN   SOLE   9,763,000 0 0
SANOFI RIGHT 12/31/2020 80105N113 138 275,000 SH   SOLE   275,000 0 0
SILVER EAGLE ACQUISITION COR COM 827694100 2,440 250,000 SH   SOLE   250,000 0 0
SILVER EAGLE ACQUISITION COR W EXP 07/26/202 827694118 141 216,340 SH   SOLE   216,340 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 5,879 333,000,000 PRN   SOLE   333,000,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,468 7,500 SH   SOLE   7,500 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,936 15,000 SH Put SOLE   15,000 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 1,734 152,600 SH Put SOLE   152,600 0 0
SPIRIT RLTY CAP INC NEW OTE 2.875% 5/1 84860WAA0 7,056 7,060,000 PRN   SOLE   7,060,000 0 0
SPIRIT RLTY CAP INC NEW OTE 3.750% 5/1 84860WAB8 8,421 8,400,000 PRN   SOLE   8,400,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 18,518 16,150,000 PRN   SOLE   16,150,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 8,843 6,770,000 PRN   SOLE   6,770,000 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 30,699 17,500,000 PRN   SOLE   17,500,000 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 414 171,600 SH   SOLE   171,600 0 0
UNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 91307CAF9 16,452 8,725,000 PRN   SOLE   8,725,000 0 0
UNIVERSAL CORP VA COM 913456109 842 15,217 SH   SOLE   15,217 0 0
VECTOR GROUP LTD OTE 1.750% 4/1 92240MBC1 6,914 6,500,000 PRN   SOLE   6,500,000 0 0
VOLCANO CORPORATION COM 928645100 518 29,400 SH   SOLE   29,400 0 0
WL ROSS HLDG CORP UNIT 99/99/9999 92939D203 1,030 100,000 SH   SOLE   100,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 8/1 98235TAC1 5,495 4,000,000 PRN   SOLE   4,000,000 0 0
YAHOO INC COM 984332106 295 8,400 SH   SOLE   8,400 0 0
ZIONS BANCORPORATION W EXP 11/14/201 989701131 168 50,000 SH   SOLE   50,000 0 0