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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
ADVAXIS INC COM NEW 007624208 636 150,000 SH   SOLE   150,000 0 0
ADVAXIS INC *W EXP 07/15/201 007624117 477 112,500 SH   SOLE   112,500 0 0
AK STL CORP NOTE 5.000%11/1 001546AP5 14,116 8,700,000 PRN   SOLE   8,700,000 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AA7 2,325 2,500,000 PRN   SOLE   2,500,000 0 0
ALPHA NATURAL RESOURCES INC NOTE 3.750%12/1 02076XAE2 4,673 4,500,000 PRN   SOLE   4,500,000 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 6,595 250,000 SH   SOLE   250,000 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 317 12,000 SH Call SOLE   12,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 17,085 17,000,000 PRN   SOLE   17,000,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 5,083 5,000,000 PRN   SOLE   5,000,000 0 0
ARRIS GROUP INC NEW COM 04270V106 1,217 50,000 SH Call SOLE   50,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 5,325 5,000,000 PRN   SOLE   5,000,000 0 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 6,264 6,000,000 PRN   SOLE   6,000,000 0 0
BPZ RESOURCES INC COM 055639108 81 44,735 SH   SOLE   44,735 0 0
BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 5,850 6,500,000 PRN   SOLE   6,500,000 0 0
BPZ RESOURCES INC NOTE 8.500%10/0 055639AC2 9,371 10,500,000 PRN   SOLE   10,500,000 0 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 26,375 20,000,000 PRN   SOLE   20,000,000 0 0
CENTRAL EUROPEAN MEDIA NOTE 5.000%11/1 153443AH9 13,253 14,564,000 PRN   SOLE   14,564,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 2,053 47,600 SH   SOLE   47,600 0 0
CHENIERE ENERGY INC COM NEW 16411R208 2,147 49,800 SH Call SOLE   49,800 0 0
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 12,600 12,000,000 PRN   SOLE   12,000,000 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 122,567 2,352,081 SH   SOLE   2,352,081 0 0
CITIGROUP INC *W EXP 10/28/201 172967234 93,449 1,793,300 SH   SOLE   1,793,300 0 0
COBALT INTL ENERGY INC COM 19075F106 4,113 250,000 SH Call SOLE   250,000 0 0
COMTECH TELECOMMUNICATIONS C NOTE 3.000% 5/0 205826AF7 5,238 5,000,000 PRN   SOLE   5,000,000 0 0
COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 14,068 12,024,000 PRN   SOLE   12,024,000 0 0
CUBIST PHARMACEUTICALS INC RIGHT 99/99/9999 229678123 3,646 2,700,945 SH   SOLE   2,700,945 0 0
D R HORTON INC NOTE 2.000% 5/1 23331ABB4 22,344 13,000,000 PRN   SOLE   13,000,000 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 16,821 15,750,000 PRN   SOLE   15,750,000 0 0
ENDO HEALTH SOLUTIONS INC NOTE 1.750% 4/1 29264FAB2 77,233 33,290,000 PRN   SOLE   33,290,000 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 4,613 3,770,000 PRN   SOLE   3,770,000 0 0
EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 22,403 15,000,000 PRN   SOLE   15,000,000 0 0
GENCORP INC SDCV 4.062%12/3 368682AN0 40,356 20,000,000 PRN   SOLE   20,000,000 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 20,420 499,628 SH   SOLE   499,628 0 0
GREEN PLAINS RENEWABLE ENERG NOTE 5.750%11/0 393222AB0 14,977 10,340,000 PRN   SOLE   10,340,000 0 0
GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE9 19,276 15,250,000 PRN   SOLE   15,250,000 0 0
HOLOGIC INC COM 436440101 3,679 164,700 SH   SOLE   164,700 0 0
ISTAR FINL INC COM 45031U101 5,708 400,000 SH Call SOLE   400,000 0 0
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 68,904 1,914,000 SH   SOLE   1,914,000 0 0
L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 23,852 19,786,000 PRN   SOLE   19,786,000 0 0
MERRIMACK PHARMACEUTICALS IN NOTE 4.500% 7/1 590328AA8 4,200 4,000,000 PRN   SOLE   4,000,000 0 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 35,991 15,500,000 PRN   SOLE   15,500,000 0 0
MOLYCORP INC DEL COM 608753109 1,218 216,700 SH   SOLE   216,700 0 0
MOLYCORP INC DEL NOTE 5.500% 2/0 608753AH2 1,410 1,500,000 PRN   SOLE   1,500,000 0 0
MOLYCORP INC DEL NOTE 6.000% 9/0 608753AF6 10,244 13,050,000 PRN   SOLE   13,050,000 0 0
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 18,604 18,150,000 PRN   SOLE   18,150,000 0 0
PENNEY J C INC COM 708160106 1,830 200,000 SH   SOLE   200,000 0 0
PENNEY J C INC COM 708160106 1,830 200,000 SH Put SOLE   200,000 0 0
PHH CORP NOTE 4.000% 9/0 693320AN3 16,896 15,791,000 PRN   SOLE   15,791,000 0 0
RF MICRODEVICES INC NOTE 1.000% 4/1 749941AJ9 17,022 17,022,000 PRN   SOLE   17,022,000 0 0
SANOFI RIGHT 12/31/2020 80105N113 736 2,163,509 SH   SOLE   2,163,509 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 5,933 5,000,000 PRN   SOLE   5,000,000 0 0
SOLARFUN POWER HOLDINGS CO L NOTE 3.500% 1/1 83415UAB4 5,975 6,425,000 PRN   SOLE   6,425,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 149,359 808,700 SH Call SOLE   808,700 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 27,704 150,000 SH Call SOLE   150,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 32,306 29,000,000 PRN   SOLE   29,000,000 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 19,193 17,000,000 PRN   SOLE   17,000,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 11,570 10,000,000 PRN   SOLE   10,000,000 0 0
USEC INC NOTE 3.000%10/0 90333EAC2 16,810 48,028,000 PRN   SOLE   48,028,000 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 15,477 13,000,000 PRN   SOLE   13,000,000 0 0
VRINGO INC COM 92911N104 681 229,968 SH   SOLE   229,968 0 0
WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 37,515 8,458,000 PRN   SOLE   8,458,000 0 0
XILINX INC SDCV 3.125% 3/1 983919AD3 28,567 17,995,000 PRN   SOLE   17,995,000 0 0