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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
1347 CAP CORP UNIT 99/99/9999 68245V202 1,010 100,000 SH   SOLE   100,000 0 0
ACORDA THERAPEUTICS INC OTE 1.750% 6/1 00484MAA4 5,150 5,000,000 PRN   SOLE   5,000,000 0 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 5,107 3,335,000 PRN   SOLE   3,335,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 317 5,300 SH   SOLE   5,300 0 0
ALCOA INC DEP SHS 1/10TH 013817309 3,593 72,000 SH   SOLE   72,000 0 0
ALTRA INDL MOTION CORP NOTE 2.750% 3/0 02208RAE6 7,411 6,138,000 PRN   SOLE   6,138,000 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 165 151,400 SH Call SOLE   151,400 0 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 5,238 49,167 SH   SOLE   49,167 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 6,472 6,400,000 PRN   SOLE   6,400,000 0 0
APOLLO INVT CORP COM 03761U106 493 60,300 SH   SOLE   60,300 0 0
AUXILIUM PHARMACEUTICALS INC NOTE 1.500% 7/1 05334DAA5 3,297 2,500,000 PRN   SOLE   2,500,000 0 0
BANK AMER CORP W EXP 10/28/201 605051530 88 91,600 SH   SOLE   91,600 0 0
BOULEVARD ACQUISITION CORP COM 10157P104 340 35,000 SH   SOLE   35,000 0 0
BOULEVARD ACQUISITION CORP UNIT 99/99/9999 10157P203 1,453 143,258 SH   SOLE   143,258 0 0
CAL DIVE INTL INC DEL COM 12802T101 97 100,000 SH   SOLE   100,000 0 0
CAL DIVE INTL INC DEL NOTE 5.000% 7/1 12802TAB7 941 1,450,000 PRN   SOLE   1,450,000 0 0
CALLAWAY GOLF CO NOTE 3.750% 8/1 131193AC8 4,495 4,000,000 PRN   SOLE   4,000,000 0 0
CAMBRIDGE CAP ACQUISITION CO COM 13215Q106 2,448 250,000 SH   SOLE   250,000 0 0
CAMBRIDGE CAP ACQUISITION CO W EXP 12/17/201 13215Q114 89 240,000 SH   SOLE   240,000 0 0
CAPITOL ACQUISITION CORP II COM 14056V105 2,453 250,000 SH   SOLE   250,000 0 0
CAPITOL ACQUISITION CORP II W EXP 05/15/201 14056V113 37 114,900 SH   SOLE   114,900 0 0
CHART ACQUISITION CORP COM 161151105 2,480 250,000 SH   SOLE   250,000 0 0
CHART ACQUISITION CORP W EXP 12/19/201 161151113 125 227,700 SH   SOLE   227,700 0 0
CITIGROUP INC W EXP 01/04/201 172967226 77 81,500 SH   SOLE   81,500 0 0
CITIGROUP INC W EXP 10/28/201 172967234 4 115,500 SH   SOLE   115,500 0 0
CITRIX SYS INC COM 177376100 571 8,000 SH   SOLE   8,000 0 0
COLLABRIUM JAPAN ACQUISITN C SHS G2266G102 689 62,611 SH   SOLE   62,611 0 0
COLLABRIUM JAPAN ACQUISITN C W EXP 04/01/201 G2266G110 14 76,079 SH   SOLE   76,079 0 0
COLONY FINL INC NOTE 3.875% 1/1 19624RAB2 3,454 3,500,000 PRN   SOLE   3,500,000 0 0
CONCUR TECHNOLOGIES INC NOTE 0.500% 6/1 206708AC3 11,729 9,000,000 PRN   SOLE   9,000,000 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 957 27,800 SH   SOLE   27,800 0 0
DOMINION RES INC VA NEW COM 25746U109 109 1,576 SH   SOLE   1,576 0 0
DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 1,443 25,750 SH   SOLE   25,750 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 10,452 8,500,000 PRN   SOLE   8,500,000 0 0
EMERALD OIL INC COM NEW 29101U209 308 50,000 SH Call SOLE   50,000 0 0
ENCORE CAP GROUP INC NOTE 3.000%11/2 292554AD4 5,592 3,750,000 PRN   SOLE   3,750,000 0 0
ENERGY XXI BERMUDA LTD USD UNRS SHS G10082140 341 30,000 SH Put SOLE   30,000 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,686 33,269 SH   SOLE   33,269 0 0
EPR PPTYS PFD C CNV 5.75% 26884U208 84 3,855 SH   SOLE   3,855 0 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 6,398 2,484,000 PRN   SOLE   2,484,000 0 0
FLUIDIGM CORP DEL COM 34385P108 272 11,100 SH   SOLE   11,100 0 0
FXCM INC OTE 2.250% 6/1 302693AB2 5,001 4,800,000 PRN   SOLE   4,800,000 0 0
GARNERO GROUP ACQUISITION CO UNIT 99/99/9999 G5866L124 2,000 200,000 SH   SOLE   200,000 0 0
GLOBAL DEFENSE & NATL SEC SY COM 37953N108 1,559 150,000 SH   SOLE   150,000 0 0
HALCON RES CORP COM NEW 40537Q209 198 50,000 SH Put SOLE   50,000 0 0
HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 18,856 10,640,000 PRN   SOLE   10,640,000 0 0
HEALTH CARE REIT INC COM 42217K106 6,237 100,000 SH Put SOLE   100,000 0 0
HENNESSY CAP ACQUISITION COR COM 425886108 1,976 200,000 SH   SOLE   200,000 0 0
HENNESSY CAP ACQUISITION COR W EXP 01/23/201 425886116 135 180,000 SH   SOLE   180,000 0 0
HERCULES TECH GROWTH CAP INC NOTE 6.000% 4/1 427096AB8 8,709 6,992,000 PRN   SOLE   6,992,000 0 0
HF2 FINL MGMT INC CL A 40421A104 3,120 300,007 SH   SOLE   300,007 0 0
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 7,182 5,644,000 PRN   SOLE   5,644,000 0 0
ICONIX BRAND GROUP INC OTE 1.500% 3/1 451055AF4 19,983 15,650,000 PRN   SOLE   15,650,000 0 0
ILLUMINA INC NOTE 0.250% 3/1 452327AD1 22,213 11,200,000 PRN   SOLE   11,200,000 0 0
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 2,370 7,000 SH   SOLE   7,000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 20,180 14,750,000 PRN   SOLE   14,750,000 0 0
JASON INDS INC W EXP 06/30/201 471172114 64 42,500 SH   SOLE   42,500 0 0
JETBLUE AIRWAYS CORP COM 477143101 266 25,000 SH Call SOLE   25,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 531 50,000 SH Put SOLE   50,000 0 0
JETBLUE AIRWAYS CORP DBCV 5.500%10/1 477143AE1 5,416 2,240,000 PRN   SOLE   2,240,000 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AF8 12,045 5,550,000 PRN   SOLE   5,550,000 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 17,922 7,895,000 PRN   SOLE   7,895,000 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 4,297 2,500,000 PRN   SOLE   2,500,000 0 0
LEVY ACQUISITION CORP COM 52748T104 2,164 221,977 SH   SOLE   221,977 0 0
LEVY ACQUISITION CORP W EXP 11/19/201 52748T112 33 93,700 SH   SOLE   93,700 0 0
MCDERMOTT INTL INC COM 580037109 429 75,000 SH Put SOLE   75,000 0 0
MERGEWORTHRX CORP COM 58952R106 1,693 205,727 SH   SOLE   205,727 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 3,795 3,000,000 PRN   SOLE   3,000,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 50,893 27,421,000 PRN   SOLE   27,421,000 0 0
MOLINA HEALTHCARE INC BCV 1.625% 8/1 60855RAD2 2,000 2,000,000 PRN   SOLE   2,000,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 15,291 13,000,000 PRN   SOLE   13,000,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 4,850 5,000,000 PRN   SOLE   5,000,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 1,079 18,000 SH   SOLE   18,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 26,602 12,168,000 PRN   SOLE   12,168,000 0 0
OMNICARE INC NOTE 3.750% 4/0 681904AP3 33,281 21,300,000 PRN   SOLE   21,300,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 741 82,900 SH   SOLE   82,900 0 0
PALO ALTO NETWORKS INC COM 697435105 1,030 10,500 SH   SOLE   10,500 0 0
PDL BIOPHARMA INC COM 69329Y104 262 35,082 SH   SOLE   35,082 0 0
PDL BIOPHARMA INC COM 69329Y104 747 100,000 SH Put SOLE   100,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 10,671 11,001,000 PRN   SOLE   11,001,000 0 0
POST HLDGS INC COM 737446104 1,659 50,000 SH Put SOLE   50,000 0 0
PRICELINE GRP INC D EBT 1.000% 3/1 741503AQ9 7,396 5,500,000 PRN   SOLE   5,500,000 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 352 35,600 SH   SOLE   35,600 0 0
QIAGEN NV REG SHS N72482107 46 2,000 SH   SOLE   2,000 0 0
QUARTET MERGER CORP COM 747717106 1,757 183,400 SH   SOLE   183,400 0 0
QUARTET MERGER CORP RIGHT 99/99/9999 747717205 144 169,600 SH   SOLE   169,600 0 0
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 10,810 11,500,000 PRN   SOLE   11,500,000 0 0
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 1,905 31,518 SH   SOLE   31,518 0 0
ROI ACQUISITION CORP II COM 74966G101 3,449 350,168 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 84 290,168 SH   SOLE   290,168 0 0
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 19,782 8,187,000 PRN   SOLE   8,187,000 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 9,160 4,763,000 PRN   SOLE   4,763,000 0 0
SANOFI RIGHT 12/31/2020 RIGHT 12/31/2020 80105N113 128 275,000 SH   SOLE   275,000 0 0
SILVER EAGLE ACQUISITION COR COM 827694100 2,485 250,000 SH   SOLE   250,000 0 0
SILVER EAGLE ACQUISITION COR W EXP 07/26/202 827694118 97 215,875 SH   SOLE   215,875 0 0
SPANSION LLC OTE 2.000% 9/0 84649PAL9 5,360 3,055,000 PRN   SOLE   3,055,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,478 7,500 SH   SOLE   7,500 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 3,320 302,600 SH Put SOLE   302,600 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 8,762 9,060,000 PRN   SOLE   9,060,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 9,130 9,400,000 PRN   SOLE   9,400,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 16,400 15,150,000 PRN   SOLE   15,150,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 7,660 5,770,000 PRN   SOLE   5,770,000 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 39,095 22,541,000 PRN   SOLE   22,541,000 0 0
TERRAPIN 3 ACQUISITION CORP UNIT 06/27/2019 88104P203 1,057 105,501 SH   SOLE   105,501 0 0
TESARO INC OTE 3.000%10/0 881569AA5 2,597 2,500,000 PRN   SOLE   2,500,000 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 343 171,600 SH   SOLE   171,600 0 0
UNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 91307CAF9 53,097 19,725,000 PRN   SOLE   19,725,000 0 0
UNIVERSAL CORP VA COM 913456109 931 20,967 SH   SOLE   20,967 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 7,235 6,500,000 PRN   SOLE   6,500,000 0 0
VOLCANO CORPORATION NOTE 1.750%12/0 928645AB6 3,440 4,000,000 PRN   SOLE   4,000,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 11,603 7,000,000 PRN   SOLE   7,000,000 0 0
WL ROSS HLDG CORP UNIT 99/99/9999 92939D203 1,071 100,000 SH   SOLE   100,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 8/1 98235TAC1 7,098 5,312,000 PRN   SOLE   5,312,000 0 0
ZIONS BANCORPORATION W EXP 11/14/201 989701131 187 50,000 SH   SOLE   50,000 0 0