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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
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 4,423 3,115,000 PRN   SOLE   3,115,000 0 0
ALTRA INDL MOTION CORP NOTE 2.750% 3/0 02208RAE6 4,990 3,500,000 PRN   SOLE   3,500,000 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 274 151,400 SH Call SOLE   151,400 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 3,477 3,400,000 PRN   SOLE   3,400,000 0 0
APOLLO INVT CORP COM 03761U106 501 60,300 SH   SOLE   60,300 0 0
AQUASITION CORP *W EXP 10/25/201 Y0192H111 52 200,000 SH   SOLE   200,000 0 0
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 3,002 3,000,000 PRN   SOLE   3,000,000 0 0
BANK OF AMERICA CORPORATION W EXP 10/28/201 060505153 83 91,600 SH   SOLE   91,600 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 157 10,000 SH Call SOLE   10,000 0 0
BEAZER HOMES USA INC UNIT 99/99/9999 07556Q709 1,678 53,481 SH   SOLE   53,481 0 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 3,279 2,500,000 PRN   SOLE   2,500,000 0 0
BOULEVARD ACQUISITION CORP UNIT 99/99/9999 10157P203 788 78,258 SH   SOLE   78,258 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 477 33,000 SH   SOLE   33,000 0 0
CAL DIVE INTL INC DEL OTE 5.000% 7/1 12802TAB7 6,232 6,500,000 PRN   SOLE   6,500,000 0 0
CALLAWAY GOLF CO NOTE 3.750% 8/1 131193AC8 5,144 3,645,000 PRN   SOLE   3,645,000 0 0
CALLIDUS SOFTWARE INC NOTE 4.750% 6/0 13123EAB0 3,836 2,350,000 PRN   SOLE   2,350,000 0 0
CAMBRIDGE CAP ACQUISITION CO COM 13215Q106 2,405 250,000 SH   SOLE   250,000 0 0
CAMBRIDGE CAP ACQUISITION CO W EXP 12/23/201 13215Q114 105 250,000 SH   SOLE   250,000 0 0
CAPITOL ACQUISITION CORP II COM 14056V105 2,463 250,000 SH   SOLE   250,000 0 0
CAPITOL ACQUISITION CORP II W EXP 05/15/201 14056V113 61 124,700 SH   SOLE   124,700 0 0
CASH AMER INTL INC OTE 5.250% 5/1 14754DAF7 7,220 4,750,000 PRN   SOLE   4,750,000 0 0
CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 2,066 2,000,000 PRN   SOLE   2,000,000 0 0
CEPHEID COM 15670R107 562 10,900 SH   SOLE   10,900 0 0
CHART ACQUISITION CORP COM 161151105 2,478 250,000 SH   SOLE   250,000 0 0
CHART ACQUISITION CORP W EXP 12/19/201 161151113 164 237,700 SH   SOLE   237,700 0 0
CITIGROUP INC W EXP 01/04/201 172967226 107 166,500 SH   SOLE   166,500 0 0
CITIGROUP INC W EXP 10/28/201 172967234 5 115,500 SH   SOLE   115,500 0 0
COLLABRIUM JAPAN ACQUISITN C W EXP 99/99/999 G2266G110 9 62,611 SH   SOLE   62,611 0 0
CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 221 7,000 SH   SOLE   7,000 0 0
D R HORTON INC NOTE 2.000% 5/1 23331ABB4 20,840 12,500,000 PRN   SOLE   12,500,000 0 0
DDR CORP COM 23317H102 494 30,000 SH Call SOLE   30,000 0 0
DEALERTRACK TECHNOLOGIES INC NOTE 1.500% 3/1 242309AB8 9,958 7,000,000 PRN   SOLE   7,000,000 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 2,314 2,000,000 PRN   SOLE   2,000,000 0 0
DOLLAR FINL CORP NOTE 3.000% 4/0 256664AC7 2,868 3,100,000 PRN   SOLE   3,100,000 0 0
DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 981 17,000 SH   SOLE   17,000 0 0
EMERALD OIL INC COM NEW 29101U209 336 50,000 SH Call SOLE   50,000 0 0
ENCORE CAP GROUP INC OTE 3.000%11/2 292554AD4 5,808 3,750,000 PRN   SOLE   3,750,000 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,306 24,469 SH   SOLE   24,469 0 0
EPR PPTYS PFD C CNV 5.75% 26884U208 928 43,855 SH   SOLE   43,855 0 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 9,577 4,234,000 PRN   SOLE   4,234,000 0 0
EXACT SCIENCES CORP COM 30063P105 425 30,000 SH   SOLE   30,000 0 0
FIRST POTOMAC RLTY TR COM 33610F109 71 5,467 SH   SOLE   5,467 0 0
GLOBAL DEFENSE & NATL SEC SY COM 37953N108 1,518 150,000 SH   SOLE   150,000 0 0
HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 15,892 8,640,000 PRN   SOLE   8,640,000 0 0
HEALTH CARE REIT INC PFD PER CON I 42217K601 388 7,000 SH   SOLE   7,000 0 0
HENNESSY CAP ACQUISITION COR UNIT 99/99/9999 425886207 2,012 200,000 SH   SOLE   200,000 0 0
HERCULES TECH GROWTH CAP INC NOTE 6.000% 4/1 427096AB8 9,750 7,992,000 PRN   SOLE   7,992,000 0 0
HF2 FINL MGMT INC CL A 40421A104 3,078 300,000 SH   SOLE   300,000 0 0
HOME INNS & HOTELS MGMT INC NOTE 2.000%12/1 43713WAB3 3,378 3,500,000 PRN   SOLE   3,500,000 0 0
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 8,344 6,394,000 PRN   SOLE   6,394,000 0 0
HYDE PK ACQUISITION CORP II COM 448640102 2,620 250,000 SH   SOLE   250,000 0 0
INFINITY CROSS BORDER ACQUISITION COM G4772R101 1,302 162,750 SH   SOLE   162,750 0 0
INFINITY CROSS BORDER ACQUISITION WTS G4772R119 45 58,450 SH   SOLE   58,450 0 0
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 6,963 6,950,000 PRN   SOLE   6,950,000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 6,938 5,000,000 PRN   SOLE   5,000,000 0 0
JETBLUE AIRWAYS CORP DBCV 5.500%10/1 477143AE1 4,496 2,240,000 PRN   SOLE   2,240,000 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AF8 5,413 3,000,000 PRN   SOLE   3,000,000 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 15,228 7,895,000 PRN   SOLE   7,895,000 0 0
LEVY ACQUISITION CORP COM 52748T104 2,040 211,351 SH   SOLE   211,351 0 0
LEVY ACQUISITION CORP W EXP 11/19/201 52748T112 61 93,700 SH   SOLE   93,700 0 0
LIONS GATE ENTMT INC NOTE 3.625% 3/1 53626YAA6 41,621 12,831,000 PRN   SOLE   12,831,000 0 0
MERGEWORTHRX CORP COM 58952R106 1,625 201,107 SH   SOLE   201,107 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 9,468 6,500,000 PRN   SOLE   6,500,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 42,264 22,780,000 PRN   SOLE   22,780,000 0 0
MICRON TECHNOLOGY INC NOTE 1.875% 8/0 595112AR4 13,802 5,500,000 PRN   SOLE   5,500,000 0 0
MICRON TECHNOLOGY INC OTE 2.125% 2/1 595112AV5 5,585 2,500,000 PRN   SOLE   2,500,000 0 0
MOVADO GROUP INC COM 624580106 41 897 SH   SOLE   897 0 0
MYLAN INC NOTE 3.750% 9/1 628530AJ6 42,108 11,458,000 PRN   SOLE   11,458,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 491 8,000 SH   SOLE   8,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 8,525 5,000,000 PRN   SOLE   5,000,000 0 0
OMNICARE INC NOTE 3.750% 4/0 681904AP3 28,619 19,000,000 PRN   SOLE   19,000,000 0 0
OMNICARE INC NOTE 3.750%12/1 681904AN8 18,186 7,985,000 PRN   SOLE   7,985,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 779 82,900 SH   SOLE   82,900 0 0
PDL BIOPHARMA INC COM 69329Y104 2,989 359,672 SH   SOLE   359,672 0 0
PDL BIOPHARMA INC OTE 4.000% 2/0 69329YAF1 4,239 4,050,000 PRN   SOLE   4,050,000 0 0
PRICELINE COM INC COM NEW 741503403 1,251 1,050 SH   SOLE   1,050 0 0
PROSHARES TR ULTRAPRO SHORT S 74348A442 421 7,500 SH   SOLE   7,500 0 0
PROSPECT CAPITAL CORPORATION MTNF 5.375%10/1 74348TAK8 4,510 4,300,000 PRN   SOLE   4,300,000 0 0
QIAGEN NV REG SHS N72482107 2,214 105,000 SH   SOLE   105,000 0 0
QUARTET MERGER CORP COM 747717106 1,755 179,600 SH   SOLE   179,600 0 0
QUARTET MERGER CORP RIGHT 99/99/9999 747717205 77 179,600 SH   SOLE   179,600 0 0
QUINPARIO ACQUISITION CORP COM 74874R108 1,041 101,200 SH   SOLE   101,200 0 0
QUINPARIO ACQUISITION CORP W EXP 09/27/201 74874R116 52 82,500 SH   SOLE   82,500 0 0
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 3,442 3,500,000 PRN   SOLE   3,500,000 0 0
RAIT FINANCIAL TRUST NOTE 7.000% 4/0 749227AA2 1,383 1,000,000 PRN   SOLE   1,000,000 0 0
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 2,786 46,518 SH   SOLE   46,518 0 0
ROI ACQUISITION CORP II COM 74966G101 3,393 350,168 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 128 290,168 SH   SOLE   290,168 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 10,668 6,500,000 PRN   SOLE   6,500,000 0 0
SANOFI RIGHT 12/31/2020 80105N113 88 275,000 SH   SOLE   275,000 0 0
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 29,844 10,000,000 PRN   SOLE   10,000,000 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 2,205 2,000,000 PRN   SOLE   2,000,000 0 0
SILVER EAGLE ACQUISITION COR COM 827694100 2,433 250,000 SH   SOLE   250,000 0 0
SILVER EAGLE ACQUISITION COR W EXP 07/26/202 827694118 169 235,000 SH   SOLE   235,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,208 22,500 SH   SOLE   22,500 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,676 25,000 SH Put SOLE   25,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 4,953 3,770,000 PRN   SOLE   3,770,000 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 24,850 14,000,000 PRN   SOLE   14,000,000 0 0
TTM TECHNOLOGIES INC OTE 1.750%12/1 87305RAD1 3,739 3,405,000 PRN   SOLE   3,405,000 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 357 171,600 SH   SOLE   171,600 0 0
UNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 91307CAF9 9,897 5,000,000 PRN   SOLE   5,000,000 0 0
UNIVERSAL CORP VA COM 913456109 797 14,267 SH   SOLE   14,267 0 0
VIPSHOP HLDGS LTD OTE 1.500% 3/1 92763WAA1 3,555 3,500,000 PRN   SOLE   3,500,000 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 249 10,411 SH   SOLE   10,411 0 0
ZIONS BANCORPORATION W EXP 11/14/201 989701131 205 50,000 SH   SOLE   50,000 0 0