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
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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
1347 Capital Corp Unit 99/99/9999 68245V202 3,504 350,000 SH   SOLE N/A 350,000 0 0
Alere Inc PERP PFD CONV SE 01449J204 47 15,000 PRN   SOLE N/A 15,000 0 0
AMAG Pharmaceuticals Inc Note 2.500% 2/1 00163UAA4 15,461 9,250,000 PRN   SOLE N/A 9,250,000 0 0
Associated Banc-Corp *W EXP 11/21/201 045487113 6,752 362,433 SH   SOLE N/A 362,433 0 0
Auxilium Pharmaceuticals Inc NOTE 1.500% 7/1 05334DAA5 20,145 13,572,000 PRN   SOLE N/A 13,572,000 0 0
Blucora Inc Note 4.250% 4/0 095229AB6 5,864 6,200,000 PRN   SOLE N/A 6,200,000 0 0
Boulevard Acquisition Corp Com 10157P104 4,752 492,480 SH   SOLE N/A 492,480 0 0
Boulevard Acquisition Corp *W Exp 02/19/201 10157P112 2,413 250,000 SH   SOLE N/A 250,000 0 0
Cadence Design Systems Inc NOTE 2.625% 6/0 127387AJ7 109,953 43,734,000 PRN   SOLE N/A 43,734,000 0 0
Cambridge Cap Acquisition Corp Com 13215Q106 4,655 475,000 SH   SOLE N/A 475,000 0 0
Cambridge Cap Acquisition Corp *W Exp 12/17/201 13215Q114 5,354 546,345 SH   SOLE N/A 546,345 0 0
Capital One Finl Corp *W EXP 11/14/201 14040H139 64,108 776,600 SH   SOLE N/A 776,600 0 0
Capitol Acquisition Corp II *W Exp 05/15/201 14056V113 3,678 372,297 SH   SOLE N/A 372,297 0 0
Cathay Gen Bancorp *W Exp 12/05/201 149150112 6,922 270,500 SH   SOLE N/A 270,500 0 0
Cemex SAB de CV NOTE 3.250% 3/1 151290BB8 14,525 12,500,000 PRN   SOLE N/A 12,500,000 0 0
Cemex SAB de CV NOTE 3.750% 3/1 151290BC6 106,330 88,100,000 PRN   SOLE N/A 88,100,000 0 0
Centrus Energy Corp CL A 15643U104 476 110,699 SH   SOLE N/A 110,699 0 0
Chart Acquisition Corp *W EXP 12/19/201 161151113 3,840 400,000 SH   SOLE N/A 400,000 0 0
Chesapeake Energy Corp Note 2.750%11/1 165167BW6 25,322 25,219,000 PRN   SOLE N/A 25,219,000 0 0
Cobalt International Energy Inc Note 2.625%12/0 19075FAA4 15,460 25,000,000 PRN   SOLE N/A 25,000,000 0 0
Comerica Inc *W EXP 11/14/201 200340115 3,326 71,000 SH   SOLE N/A 71,000 0 0
Continental Airls Inc NOTE 4.500% 1/1 210795PU8 13,257 3,750,000 PRN   SOLE N/A 3,750,000 0 0
Ctrip.com International Ltd Note 1.250%10/1 22943FAD2 14,392 14,750,000 PRN   SOLE N/A 14,750,000 0 0
Exelixis Inc Note 4.250% 8/1 30161QAC8 4,042 7,170,000 PRN   SOLE N/A 7,170,000 0 0
Forest City Enterprises Inc NOTE 5.000%10/1 345550AM9 27,294 16,221,000 PRN   SOLE N/A 16,221,000 0 0
Galena Biopharma Inc COM 363256108 97 63,945 SH   SOLE N/A 63,945 0 0
Hennessy Capital Acquisition Corp Com 425886108 1,944 198,400 SH   SOLE N/A 198,400 0 0
Hennessy Capital Acquisition Corp *W Exp 01/23/201 425886116 3,920 400,000 SH   SOLE N/A 400,000 0 0
Hologic Inc FRNT 2.000%12/1 436440AB7 5,852 4,670,000 PRN   SOLE N/A 4,670,000 0 0
Horsehead Hldg Corp COM 440694305 1,583 100,000 SH Put SOLE N/A 100,000 0 0
Iconix Brand Group Inc Note 2.500% 6/0 451055AE7 18,874 16,000,000 PRN   SOLE N/A 16,000,000 0 0
Iconix Brand Group Inc Note 1.500% 3/1 451055AF4 16,026 13,500,000 PRN   SOLE N/A 13,500,000 0 0
InterDigital Inc Note 2.500% 3/1 458660AB3 17,263 15,500,000 PRN   SOLE N/A 15,500,000 0 0
iShares TR MSCI EMG MKT ETF 464287234 19,645 500,000 SH Call SOLE N/A 500,000 0 0
JetBlue Airways Corp DBCV 5.500%10/1 477143AE1 47,211 13,186,000 PRN   SOLE N/A 13,186,000 0 0
JPMorgan Chase & Co *W EXP 10/28/201 46634E114 23,949 382,700 SH   SOLE N/A 382,700 0 0
Kinder Morgan Inc Del *W EXP 05/25/201 49456B119 99,526 2,352,300 SH   SOLE N/A 2,352,300 0 0
Lincoln Natl Corp Ind *W EXP 07/10/201 534187117 397 6,886 SH   SOLE N/A 6,886 0 0
Microchip Technology Inc SDCV 2.125%12/1 595017AB0 120,122 67,268,000 PRN   SOLE N/A 67,268,000 0 0
Micron Technology Inc Note 1.625% 2/1 595112AU7 86,797 27,126,000 PRN   SOLE N/A 27,126,000 0 0
Micron Technology Inc Note 2.375% 5/0 595112AW3 213,582 58,627,000 PRN   SOLE N/A 58,627,000 0 0
Micron Technology Inc Note 3.125% 5/0 595112AX1 120,021 33,615,000 PRN   SOLE N/A 33,615,000 0 0
Molina Healthcare Inc DBCV 1.625% 8/1 60855RAD2 8,904 8,000,000 PRN   SOLE N/A 8,000,000 0 0
Molycorp Inc COM 608753109 756 859,300 SH Put SOLE N/A 859,300 0 0
Molycorp Inc NOTE 5.500% 2/0 608753AH2 4,545 14,680,000 PRN   SOLE N/A 14,680,000 0 0
Mylan Inc NOTE 3.750% 9/1 628530AJ6 42,288 10,000,000 PRN   SOLE N/A 10,000,000 0 0
Nokia Corp SPONSORED ADR 654902204 386 49,130 SH   SOLE N/A 49,130 0 0
Omnicare Cap Tr II PFD B TR 4.00% 68214Q200 172 191,800 PRN   SOLE N/A 191,800 0 0
PDL BioPharma Inc NOTE 3.750% 5/0 69329YAC8 17,779 13,446,000 PRN   SOLE N/A 13,446,000 0 0
PHH Corp NOTE 6.000% 6/1 693320AQ6 14,826 7,496,000 PRN   SOLE N/A 7,496,000 0 0
PNC Finl Svcs Group Inc *W EXP 12/31/201 693475121 14,560 159,600 SH   SOLE N/A 159,600 0 0
ROI Acquisition Corp II *W Exp 09/17/201 74966G119 3,932 400,000 SH   SOLE N/A 400,000 0 0
RTI Intl Metals Inc COM 74973W107 1,240 49,100 SH   SOLE N/A 49,100 0 0
SanDisk Corp NOTE 1.500% 8/I 80004CAD3 144,141 74,994,000 PRN   SOLE N/A 74,994,000 0 0
SEACOR Holdings Inc Note 2.500%12/1 811904AM3 6,403 6,065,000 PRN   SOLE N/A 6,065,000 0 0
Ship Finance International Ltd Note 3.250% 2/0 G81075AE6 27,277 28,402,000 PRN   SOLE N/A 28,402,000 0 0
Signature Bk New York NY *W EXP 12/12/201 82669G112 712 5,649 SH   SOLE N/A 5,649 0 0
Solazyme Inc Note 6.000% 2/0 83415TAB7 3,776 6,671,000 PRN   SOLE N/A 6,671,000 0 0
Solazyme Inc Note 5.000%10/0 83415TAC5 2,919 6,435,000 PRN   SOLE N/A 6,435,000 0 0
Starwood Ppty Tr Inc Note 3.750%10/1 85571BAC9 8,640 8,500,000 PRN   SOLE N/A 8,500,000 0 0
SunPower Corp DBCV 4.500% 3/1 867652AE9 14,443 12,300,000 PRN   SOLE N/A 12,300,000 0 0
SunTrust Banks Inc *W EXP 11/14/201 867914111 2,508 59,865 SH   SOLE N/A 59,865 0 0
SunTrust Banks Inc *W EXP 12/31/201 867914129 1,948 46,500 SH   SOLE N/A 46,500 0 0
Terrapin 3 Acquisition Corp *W Exp 06/27/201 88104P112 2,425 250,000 SH   SOLE N/A 250,000 0 0
Terrapin 3 Acquisition Corp Unit 06/27/2019 88104P203 5,950 595,000 SH   SOLE N/A 595,000 0 0
TESARO Inc Note 3.000%10/0 881569AA5 21,372 17,027,000 PRN   SOLE N/A 17,027,000 0 0
Tesla Motors Inc COM 88160R101 11,387 51,200 SH Put SOLE N/A 51,200 0 0
Tesla Motors Inc Note 1.500% 6/0 88160RAA9 78,589 42,377,000 PRN   SOLE N/A 42,377,000 0 0
Tesla Motors Inc Note 0.250% 3/0 88160RAB7 31,070 33,500,000 PRN   SOLE N/A 33,500,000 0 0
Texas Capital Bancshares Inc *W Exp 01/16/201 88224Q115 2,211 40,700 SH   SOLE N/A 40,700 0 0
Theravance Inc NOTE 2.125% 1/1 88338TAB0 12,605 16,110,000 PRN   SOLE N/A 16,110,000 0 0
Trulia Inc Note 2.750%12/1 897888AB9 39,133 27,000,000 PRN   SOLE N/A 27,000,000 0 0
Tyson Foods Inc Unit 99/99/9999 902494301 10 20,000 PRN   SOLE N/A 20,000 0 0
United States Stl Corp Note 2.750% 4/0 912909AH1 20,567 16,500,000 PRN   SOLE N/A 16,500,000 0 0
United Therapeutics Corp NOTE 1.000% 9/I 91307CAF9 106,758 39,384,000 PRN   SOLE N/A 39,384,000 0 0
Vipshop Holdings Ltd Note 1.500% 3/1 92763WAA1 1,792 1,500,000 PRN   SOLE N/A 1,500,000 0 0
Volcano Corp Note 1.750%12/0 928645AB6 12,855 12,953,000 PRN   SOLE N/A 12,953,000 0 0
Walter Invt Mgmt Corp NOTE 4.500%11/0 93317WAA0 12,848 16,931,000 PRN   SOLE N/A 16,931,000 0 0
Washington Fed Inc *W EXP 11/14/201 938824117 1,980 89,382 SH   SOLE N/A 89,382 0 0
Wells Fargo & Co *W EXP 10/28/201 949746119 1,124 20,500 SH   SOLE N/A 20,500 0 0
WESCO Intl Inc DBCV 6.000% 9/1 95082PAH8 93,183 34,614,000 PRN   SOLE N/A 34,614,000 0 0
Wintrust Finl Corp *W EXP 12/19/201 97650W157 3,682 78,749 SH   SOLE N/A 78,749 0 0
WL Ross Hldg Corp *W Exp 06/11/201 92939D112 4,104 400,000 SH   SOLE N/A 400,000 0 0
Zions Bancorporation *W EXP 05/22/202 989701115 22,027 772,600 SH   SOLE N/A 772,600 0 0