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
ACCURAY INC COM 004397105 554 75,000 SH Put SOLE   75,000 0 0
ACCURAY INC NOTE 3.750% 8/0 004397AB1 3,106 3,000,000 PRN   SOLE   3,000,000 0 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 3,312 2,640,000 PRN   SOLE   2,640,000 0 0
AK STL HLDG CORP COM 001547108 188 50,000 SH Call SOLE   50,000 0 0
AMC NETWORKS INC CL A 00164V103 218 3,185 SH   SOLE   3,185 0 0
AMERICAN RLTY CAP PPTYS INC OTE 3.000% 8/0 02917TAA2 4,253 4,500,000 PRN   SOLE   4,500,000 0 0
ANNALY CAP MGMT INC COM 035710409 579 50,000 SH Call SOLE   50,000 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 6,104 6,000,000 PRN   SOLE   6,000,000 0 0
APOLLO INVT CORP COM 03761U106 491 60,300 SH   SOLE   60,300 0 0
APPLE INC COM 037833100 1,168 2,450 SH   SOLE   2,450 0 0
ASCENT CAP GROUP INC OTE 4.000% 7/1 043632AA6 5,222 5,000,000 PRN   SOLE   5,000,000 0 0
BANK OF AMERICA CORPORATION W EXP 10/28/201 060505153 73 92,300 SH   SOLE   92,300 0 0
BEAZER HOMES USA INC UNIT 99/99/9999 07556Q709 4,943 170,110 SH   SOLE   170,110 0 0
BIOMED REALTY TRUST INC COM 09063H107 930 50,000 SH Call SOLE   50,000 0 0
BRINKS CO COM 109696104 26 918 SH   SOLE   918 0 0
CALLAWAY GOLF CO COM 131193104 712 100,000 SH Put SOLE   100,000 0 0
CAPITOL ACQUISITION CORP II COM 14056V105 2,423 250,000 SH   SOLE   250,000 0 0
CAPITOL ACQUISITION CORP II W EXP 05/15/201 14056V113 75 124,700 SH   SOLE   124,700 0 0
CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 5,000 5,000,000 PRN   SOLE   5,000,000 0 0
CENVEO INC COM 15670S105 207 70,000 SH Call SOLE   70,000 0 0
CHART ACQUISITION CORP COM 161151105 2,488 250,000 SH   SOLE   250,000 0 0
CHART ACQUISITION CORP W EXP 12/19/201 161151113 143 250,000 SH   SOLE   250,000 0 0
CHARTER FINL CORP MD COM 16122W108 4 400 SH   SOLE   400 0 0
CITIGROUP INC W EXP 01/04/201 172967226 125 166,500 SH   SOLE   166,500 0 0
CITIGROUP INC W EXP 10/28/201 172967234 9 115,500 SH   SOLE   115,500 0 0
COLLABRIUM JAPAN ACQUISITN C W EXP 99/99/999 G2266G110 18 62,611 SH   SOLE   62,611 0 0
CONNS INC COM 208242107 1,001 20,000 SH   SOLE   20,000 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 2,678 1,500,000 PRN   SOLE   1,500,000 0 0
COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 9,696 7,050,000 PRN   SOLE   7,050,000 0 0
CREDIT SUISSE AG NASSAU BRH EXCHTRADE SHTERM 22539T613 76 5,000 SH   SOLE   5,000 0 0
CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 268 10,000 SH   SOLE   10,000 0 0
CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 4,505 2,000,000 PRN   SOLE   2,000,000 0 0
DDR CORP COM 23317H102 786 50,000 SH Call SOLE   50,000 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 12,649 11,175,000 PRN   SOLE   11,175,000 0 0
DOLLAR FINL CORP NOTE 3.000% 4/0 256664AC7 3,369 3,500,000 PRN   SOLE   3,500,000 0 0
ENDO HEALTH SOLUTIONS INC NOTE 1.750% 4/1 29264FAB2 7,928 5,000,000 PRN   SOLE   5,000,000 0 0
ENPRO INDS INC DBCV 3.938%10/1 29355XAB3 9,111 4,950,000 PRN   SOLE   4,950,000 0 0
EPR PPTYS COM SH BEN INT 26884U109 739 15,169 SH   SOLE   15,169 0 0
EPR PPTYS PFD C CNV 5.75% 26884U208 2,106 100,000 SH   SOLE   100,000 0 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 11,717 5,200,000 PRN   SOLE   5,200,000 0 0
EXELIXIS INC COM 30161Q104 146 25,000 SH Put SOLE   25,000 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 2,655 2,250,000 PRN   SOLE   2,250,000 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 20,756 7,500,000 PRN   SOLE   7,500,000 0 0
HEALTH CARE REIT INC COM 42217K106 3,119 50,000 SH Put SOLE   50,000 0 0
HEALTH CARE REIT INC PFD PER CON I 42217K601 1,005 17,490 SH   SOLE   17,490 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 39 3,306 SH   SOLE   3,306 0 0
HERCULES TECH GROWTH CAP INC NOTE 6.000% 4/1 427096AB8 11,633 8,992,000 PRN   SOLE   8,992,000 0 0
HF2 FINL MGMT INC CL A 40421A104 3,036 300,000 SH   SOLE   300,000 0 0
HYDE PK ACQUISITION CORP II COM 448640102 2,563 250,000 SH   SOLE   250,000 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 770 50,000 SH Call SOLE   50,000 0 0
JETBLUE AIRWAYS CORP DBCV 5.500%10/1 477143AE1 3,612 2,240,000 PRN   SOLE   2,240,000 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 13,917 8,895,000 PRN   SOLE   8,895,000 0 0
KOHLBERG CAPITAL CORP NOTE 8.750% 3/1 500233AB7 3,521 3,000,000 PRN   SOLE   3,000,000 0 0
LAM RESEARCH CORP COM 512807108 732 14,300 SH   SOLE   14,300 0 0
LIONS GATE ENTMT INC NOTE 3.625% 3/1 53626YAA6 58,754 13,831,000 PRN   SOLE   13,831,000 0 0
MARKET VECTORS ETF TR COAL ETF 57060U837 1,900 100,000 SH Call SOLE   100,000 0 0
MASTEC INC NOTE 4.000% 6/1 576323AL3 2,904 1,500,000 PRN   SOLE   1,500,000 0 0
MEDWORTH ACQUISITION CORP COM 58508R105 1,625 201,107 SH   SOLE   201,107 0 0
MERRIMACK PHARMACEUTICALS IN OTE 4.500% 7/1 590328AA8 4,531 5,000,000 PRN   SOLE   5,000,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 29,305 18,710,000 PRN   SOLE   18,710,000 0 0
MICRON TECHNOLOGY INC NOTE 1.500% 8/0 595112AQ6 11,546 6,200,000 PRN   SOLE   6,200,000 0 0
MICRON TECHNOLOGY INC NOTE 1.875% 8/0 595112AR4 9,369 5,000,000 PRN   SOLE   5,000,000 0 0
MICRON TECHNOLOGY INC D EBT 1.875% 6/0 595112AK9 4,664 2,900,000 PRN   SOLE   2,900,000 0 0
MYLAN INC NOTE 3.750% 9/1 628530AJ6 18,838 6,500,000 PRN   SOLE   6,500,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 545 10,000 SH   SOLE   10,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 9,518 6,000,000 PRN   SOLE   6,000,000 0 0
OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 16,594 243,712 SH   SOLE   243,712 0 0
OMNICARE INC NOTE 3.750% 4/0 681904AP3 12,668 9,000,000 PRN   SOLE   9,000,000 0 0
OMNICARE INC NOTE 3.750%12/1 681904AN8 6,556 3,085,000 PRN   SOLE   3,085,000 0 0
OWENS ILL INC COM NEW 690768403 12 397 SH   SOLE   397 0 0
PDL BIOPHARMA INC NOTE 2.875% 2/1 69329YAE4 33,294 23,221,000 PRN   SOLE   23,221,000 0 0
PRICELINE COM INC NOTE 1.250% 3/1 741503AN6 10,993 3,300,000 PRN   SOLE   3,300,000 0 0
PROSPECT CAPITAL CORPORATION MTNF 5.375%10/1 74348TAK8 4,459 4,300,000 PRN   SOLE   4,300,000 0 0
PROSPECT CAPITAL CORPORATION OTE 5.750% 3/1 74348TAL6 2,241 2,200,000 PRN   SOLE   2,200,000 0 0
QUINPARIO ACQUISITION CORP UNIT 99/99/9999 74874R207 1,017 100,000 SH   SOLE   100,000 0 0
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 1,812 31,161 SH   SOLE   31,161 0 0
SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 4,866 2,000,000 PRN   SOLE   2,000,000 0 0
SANOFI RIGHT 12/31/2020 80105N113 222 110,000 SH   SOLE   110,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,203 25,000 SH   SOLE   25,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 20,161 120,000 SH Put SOLE   120,000 0 0
STARWOOD PPTY TR INC OTE 4.000% 1/1 85571BAB1 5,178 5,000,000 PRN   SOLE   5,000,000 0 0
STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 3,086 2,500,000 PRN   SOLE   2,500,000 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 4,936 3,500,000 PRN   SOLE   3,500,000 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 353 171,600 SH   SOLE   171,600 0 0
UNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 91307CAF9 16,963 10,000,000 PRN   SOLE   10,000,000 0 0
VECTOR GRO UP LTD DBCV 6/1 92240MAL2 1,138 1,000,000 PRN   SOLE   1,000,000 0 0
VERISIGN INC COM 92343E102 1,018 20,000 SH Put SOLE   20,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 11,925 7,615,000 PRN   SOLE   7,615,000 0 0
VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 18,714 8,750,000 PRN   SOLE   8,750,000 0 0
VOLCANO CORPORATION COM 928645100 599 25,000 SH Put SOLE   25,000 0 0
WEB COM GROUP INC OTE 1.000% 8/1 94733AAA2 1,695 1,500,000 PRN   SOLE   1,500,000 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 19,842 7,230,000 PRN   SOLE   7,230,000 0 0
WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 33,498 10,713,000 PRN   SOLE   10,713,000 0 0
XILINX INC SDCV 3.125% 3/1 983919AD3 4,847 3,000,000 PRN   SOLE   3,000,000 0 0
ZIONS BANCORPORATION W EXP 11/14/201 989701131 156 50,000 SH   SOLE   50,000 0 0