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
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 36,020 12,218,000 PRN   SOLE   12,218,000 0 0
ALERE INC COM 01449J105 340 8,700 SH Call SOLE   0 0 0
ALERE INC NOTE 3.000% 5/1 01449JAA3 1,430 1,390,000 PRN   SOLE   1,390,000 0 0
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 6 204 SH   SOLE   204 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 388 377 SH   SOLE   377 0 0
AMEREN CORP COM 023608102 42 964 SH   SOLE   964 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 125 2,953 SH   SOLE   2,953 0 0
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 207 8,696 SH   SOLE   8,696 0 0
AMERIPRISE FINL INC COM 03076C106 64 605 SH   SOLE   605 0 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 3,879 27,016 SH   SOLE   27,016 0 0
ANACOR PHARMACEUTICALS INC NOTE 2.000%10/1 032420AC5 3,803 1,050,000 PRN   SOLE   1,050,000 0 0
ANADARKO PETE CORP UNIT 99/99/9999 032511404 287 8,449 SH   SOLE   8,449 0 0
ANALOG DEVICES INC COM 032654105 98 1,764 SH   SOLE   1,764 0 0
BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 2,127 1,966,000 PRN   SOLE   1,966,000 0 0
BGC PARTNERS INC CL A 05541T101 218 22,200 SH Call SOLE   0 0 0
BGC PARTNERS INC CL A 05541T101 49 5,000 SH Put SOLE   0 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 3,356 60,550 SH   SOLE   60,550 0 0
CELSION CORPORATION COM PAR $0.01 15117N404 0 100 SH Put SOLE   0 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 179 32,200 SH Put SOLE   0 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 59 10,600 SH Put SOLE   0 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 280 50,324 SH   SOLE   50,324 0 0
CLIFFS NAT RES INC COM 18683K101 1,677 1,061,300 SH Put SOLE   0 0 0
CLIFFS NAT RES INC COM 18683K101 8 5,000 SH Call SOLE   0 0 0
DEL TACO RESTAURANTS INC *W EXP 06/30/202 245496112 19 6,600 SH   SOLE   6,600 0 0
DEL TACO RESTAURANTS INC COM 245496104 23 2,200 SH Call SOLE   0 0 0
DOMINION RES INC VA NEW COM 25746U109 338 5,000 SH Put SOLE   0 0 0
DOMINION RES INC VA NEW COM 25746U109 358 5,300 SH Call SOLE   0 0 0
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 182 3,594 SH   SOLE   3,594 0 0
EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 3,069 74,954 SH   SOLE   74,954 0 0
ENCORE CAP GROUP INC COM 292554102 20 700 SH Call SOLE   0 0 0
ENCORE CAP GROUP INC NOTE 3.000%11/2 292554AD4 1,577 1,500,000 PRN   SOLE   1,500,000 0 0
EPR PPTYS PFD C CNV 5.75% 26884U208 1,396 58,186 SH   SOLE   58,186 0 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 22,783 5,767,000 PRN   SOLE   5,767,000 0 0
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 22 182 SH   SOLE   182 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 187 2,045 SH   SOLE   2,045 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 185 39,600 SH Call SOLE   0 0 0
GALENA BIOPHARMA INC COM 363256108 29 19,700 SH Call SOLE   0 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 352 14,491 SH   SOLE   14,491 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 136 8,374 SH   SOLE   8,374 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 75 7,614 SH   SOLE   7,614 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 10 1,000 SH Call SOLE   0 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 513 32,500 SH Put SOLE   0 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 491 31,100 SH Call SOLE   0 0 0
HALCON RES CORP COM PAR 40537Q506 69 54,600 SH Call SOLE   0 0 0
HALCON RES CORP COM PAR 40537Q506 1,665 1,321,500 SH Put SOLE   0 0 0
HORIZON PHARMA PLC SHS G4617B105 789 36,400 SH   SOLE   36,400 0 0
HORIZON PHARMA PLC SHS G4617B105 189 8,700 SH Call SOLE   0 0 0
ICONIX BRAND GROUP INC COM 451055107 71 10,400 SH Call SOLE   0 0 0
ILLUMINA INC NOTE 0.250% 3/1 452327AD1 6,381 2,800,000 PRN   SOLE   2,800,000 0 0
IONIS PHARMACEUTICALS INC COM 462222100 99 1,600 SH Call SOLE   0 0 0
IONIS PHARMACEUTICALS INC COM 462222100 19 300 SH Put SOLE   0 0 0
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 2,054 6,669 SH   SOLE   6,669 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 21 2,500 SH Put SOLE   0 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 2.750%10/0 464337AG9 7,892 2,112,000 PRN   SOLE   2,112,000 0 0
ISTAR INC NOTE 3.000%11/1 45031UBR1 1,302 1,210,000 PRN   SOLE   1,210,000 0 0
JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 692 500,000 PRN   SOLE   500,000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 2,747 1,511,000 PRN   SOLE   1,511,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 11 500 SH Put SOLE   0 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 14,056 3,020,000 PRN   SOLE   3,020,000 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 968 35,000 SH Put SOLE   0 0 0
KEARNY FINL CORP MD COM 48716P108 748 59,039 SH   SOLE   59,039 0 0
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 63 1,046,794 SH   SOLE   1,046,794 0 0
KINDER MORGAN INC DEL COM 49456B101 561 37,600 SH Call SOLE   0 0 0
KINDER MORGAN INC DEL COM 49456B101 255 17,100 SH Put SOLE   0 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 2 46 SH   SOLE   46 0 0
MANNKIND CORP COM 56400P201 447 308,300 SH Put SOLE   0 0 0
MANNKIND CORP COM 56400P201 479 330,500 SH Call SOLE   0 0 0
MANNKIND CORP COM 56400P201 0 300 SH   SOLE   300 0 0
MCDERMOTT INTL INC COM 580037109 13 4,000 SH Call SOLE   0 0 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 3,558 2,500,000 PRN   SOLE   2,500,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 19 10,000 PRN   SOLE   10,000 0 0
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 171 120,000 PRN   SOLE   120,000 0 0
MICRON TECHNOLOGY INC COM 595112103 341 24,100 SH Call SOLE   0 0 0
MICRON TECHNOLOGY INC COM 595112103 205 14,500 SH Put SOLE   0 0 0
MOLINA HEALTHCARE INC COM 60855R100 313 5,200 SH Call SOLE   0 0 0
MYOS CORP COM NEW 554051201 50 26,878 SH   SOLE   26,878 0 0
OFG BANCORP COM 67103X102 110 15,000 SH Put SOLE   0 0 0
PEPSICO INC COM 713448108 129 1,292 SH   SOLE   1,292 0 0
PHOTRONICS INC NOTE 3.250% 4/0 719405AH5 1,519 1,250,000 PRN   SOLE   1,250,000 0 0
PINNACLE WEST CAP CORP COM 723484101 103 1,597 SH   SOLE   1,597 0 0
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 19,486 318,653 SH   SOLE   318,653 0 0
REX ENERGY CORPORATION COM 761565100 42 40,200 SH Put SOLE   0 0 0
RUDOLPH TECHNOLOGIES INC NOTE 3.750% 7/1 781268AB3 1,145 1,000,000 PRN   SOLE   1,000,000 0 0
SANDISK CORP COM 80004C101 2,067 27,200 SH Call SOLE   0 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 14,113 9,000,000 PRN   SOLE   9,000,000 0 0
SEQUENOM INC COM NEW 817337405 80 48,600 SH Put SOLE   0 0 0
SEQUENOM INC COM NEW 817337405 78 47,500 SH   SOLE   47,500 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 653 35,207 SH   SOLE   35,207 0 0
SOUTHWESTERN ENERGY CO COM 845467109 178 25,000 SH Put SOLE   0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 10,194 50,000 SH Put SOLE   0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 41 200 SH   SOLE   200 0 0
STARWOOD PPTY TR INC COM 85571B105 79 3,820 SH   SOLE   3,820 0 0
STARWOOD PPTY TR INC COM 85571B105 121 5,900 SH Put SOLE   0 0 0
SUNEDISON INC COM 86732Y109 837 164,400 SH Put SOLE   0 0 0
SUNEDISON INC COM 86732Y109 17 3,400 SH Call SOLE   0 0 0
T MOBILE US INC COM 872590104 1,596 40,800 SH Call SOLE   0 0 0
T MOBILE US INC COM 872590104 1,408 36,000 SH Put SOLE   0 0 0
T MOBILE US INC CONV PFD SER A 872590203 18,372 271,339 SH   SOLE   271,339 0 0
TESLA MTRS INC COM 88160R101 672 2,800 SH Put SOLE   0 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 33 500 SH Call SOLE   0 0 0
THOMPSON CREEK METALS CO INC COM 884768102 17 86,400 SH Put SOLE   0 0 0
THOMPSON CREEK METALS CO INC COM 884768102 18 88,423 SH   SOLE   88,423 0 0
THOMPSON CREEK METALS CO INC COM 884768102 3 12,500 SH Call SOLE   0 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 14 1,000 SH Call SOLE   0 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 1,796 29,595 SH   SOLE   29,595 0 0
UNITED STATES STL CORP NEW COM 912909108 20 2,500 SH Call SOLE   0 0 0
UNIVERSAL CORP VA COM 913456109 1,166 20,800 SH Put SOLE   0 0 0
UNIVERSAL CORP VA COM 913456109 3,051 54,400 SH Call SOLE   0 0 0
VALLEY NATL BANCORP *W EXP 11/14/201 919794131 18 122,952 SH   SOLE   122,952 0 0
VALLEY NATL BANCORP COM 919794107 99 10,000 SH Call SOLE   0 0 0
VALLEY NATL BANCORP COM 919794107 99 10,000 SH   SOLE   10,000 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 9,724 6,346,000 PRN   SOLE   6,346,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 34,607 13,515,000 PRN   SOLE   13,515,000 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 7,893 129,812 SH   SOLE   129,812 0 0
WESCO INTL INC COM 95082P105 109 2,500 SH Call SOLE   0 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 5,681 3,671,000 PRN   SOLE   3,671,000 0 0
WINTRUST FINL CORP *W EXP 12/19/201 97650W157 520 20,243 SH   SOLE   20,243 0 0
WPX ENERGY INC PFD SER A CV 98212B202 2,030 64,597 SH   SOLE   64,597 0 0
XENCOR INC COM 98401F105 80 5,489 SH   SOLE   5,489 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 3,360 2,070,000 PRN   SOLE   2,070,000 0 0
XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 2,774 1,626,000 PRN   SOLE   1,626,000 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 45 13,360 SH   SOLE   13,360 0 0