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
1347 Cap Corp Unit 99/99/9999 68245V202 3,535 350,000 SH   SOLE None 350,000 0 0
Alere Inc PERP PED CONV SE 01449J204 49 15,000 PRN   SOLE None 15,000 0 0
AMAG Pharmaceuticals Inc Note 2.500% 2/1 00163UAA4 12,394 9,250,000 PRN   SOLE None 9,250,000 0 0
Associated Banc Corp *W EXP 11/21/201 045487113 6,164 353,833 SH   SOLE None 353,833 0 0
Auxilium Pharmaceuticals Inc NOTE 1.500% 7/1 05334DAA5 2,513 1,900,000 PRN   SOLE None 1,900,000 0 0
Boulevard Acquisition Corp COM 10157P104 4,777 492,480 SH   SOLE None 492,480 0 0
Boulevard Acquisition Corp *W Exp 02/19/201 10157P112 2,425 250,000 SH   SOLE None 250,000 0 0
Cadence Design Systems Inc NOTE 2.625% 6/0 127387AJ7 99,931 43,734,000 PRN   SOLE None 43,734,000 0 0
Cambridge Cap Acquisition Corp COM 13215Q106 4,631 475,000 SH   SOLE None 475,000 0 0
Cambridge Cap Acquisition Corp *W Exp 12/17/201 13215Q114 5,606 575,000 SH   SOLE None 575,000 0 0
Capital One Finl Corp *W EXP 11/14/201 14040H139 40,026 490,400 SH   SOLE None 490,400 0 0
Capitol Acquisition Corp II *W Exp 05/15/201 14056V113 3,652 372,297 SH   SOLE None 372,297 0 0
Cathay Gen Bancorp *W Exp 12/05/201 149150112 5,749 231,534 SH   SOLE None 231,534 0 0
Cemex SAB de CV NOTE 3.750% 3/1 151290BC6 129,790 88,100,000 PRN   SOLE None 88,100,000 0 0
Centrus Energy Corp CL A 15643U104 1,130 110,700 SH   SOLE None 110,700 0 0
Chart Acquisition Corp *W EXP 12/19/201 161151113 3,968 400,000 SH   SOLE None 400,000 0 0
Chesapeake Energy Corp NOTE 2.750%11/1 165167BW6 22,511 22,219,000 PRN   SOLE None 22,219,000 0 0
Cobalt International Energy Inc COM 19075F106 2,720 200,000 SH Put SOLE None 200,000 0 0
Cobalt Intl Energy Inc NOTE 2 .625%12/0 19075FAA4 14,716 17,750,000 PRN   SOLE None 17,750,000 0 0
Comerica Inc *W EXP 11/14/201 200340115 6,537 131,100 SH   SOLE None 131,100 0 0
Equinix Inc NOTE 3.000%10/1 29444UAG1 12,321 6,400,000 PRN   SOLE None 6,400,000 0 0
Exelixis Inc Note 4.250% 8/1 30161QAC8 4,155 7,170,000 PRN   SOLE None 7,170,000 0 0
Forest City Enterprises Inc NOTE 5.000%10/1 345550AM9 25,672 16,221,000 PRN   SOLE None 16,221,000 0 0
Galena Biopharma Inc COM 363256108 132 63,945 SH   SOLE None 63,945 0 0
General Mtrs Co COM 37045V100 43,598 1,365,000 SH Call SOLE None 1,365,000 0 0
Hartford Finl Svcs Group Inc *W EXP 05/25/201 416515120 629 16,882 SH   SOLE None 16,882 0 0
Hennessy Cap Acquisition Cor Com 425886108 1,944 198,400 SH   SOLE None 198,400 0 0
Hennessy Cap Acquisition Cor *W Exp 01/23/201 425886116 3,920 400,000 SH   SOLE None 400,000 0 0
Hewlett Packard Co COM 428236103 10,641 300,000 SH Put SOLE None 300,000 0 0
Hologic Inc FRNT 2.000%12/1 436440AB7 1,990 1,670,000 PRN   SOLE None 1,670,000 0 0
Iconix Brand Group Inc Note 2.500% 6/0 451055AE7 7,584 6,000,000 PRN   SOLE None 6,000,000 0 0
InterDigital Inc NOTE 2.500% 3/1 458660AB3 9,781 9,500,000 PRN   SOLE None 9,500,000 0 0
iShares Tr China Lg-Cap ETF 464287184 22,509 588,000 SH   SOLE None 588,000 0 0
iShares Tr China Lg-Cap ETF 464287184 53,592 1,400,000 SH Put SOLE None 1,400,000 0 0
JetBlue Airways Corp DBCV 5.500%10/1 477143AE1 32,058 13,186,000 PRN   SOLE None 13,186,000 0 0
Microchip Technology Inc SDCV 2.125%12/1 595017AB0 146,831 79,085,000 PRN   SOLE None 79,085,000 0 0
Micron Technology Inc Note 2.375% 5/0 595112AW3 119,404 33,366,000 PRN   SOLE None 33,366,000 0 0
Micron Technology Inc Note 3.125% 5/0 595112AX1 110,649 31,615,000 PRN   SOLE None 31,615,000 0 0
Micron Technology Inc Note 1.625% 2/1 595112AU7 81,897 26,126,000 PRN   SOLE None 26,126,000 0 0
Molina Healthcare Inc DBCV 1.625% 8/1 60855RAD2 20,538 20,500,000 PRN   SOLE None 20,500,000 0 0
Molycorp Inc COM 608753109 1,023 859,300 SH Put SOLE None 859,300 0 0
Molycorp Inc NOTE 6.000% 9/0 608753AF6 5,700 16,254,000 PRN   SOLE None 16,254,000 0 0
Molycorp Inc NOTE 5.500% 2/0 608753AH2 3,846 10,880,000 PRN   SOLE None 10,880,000 0 0
Nokia Corp SPONSORED ADR 654902204 416 49,130 SH   SOLE None 49,130 0 0
Omnicare Cap Tr II PFD B TR 4.00% 68214Q200 147 191,800 PRN   SOLE None 191,800 0 0
PDL BioPharma Inc NOTE 3.750% 5/0 69329YAC8 17,142 13,446,000 PRN   SOLE None 13,446,000 0 0
PHH Corp NOTE 6.000% 6/1 693320AQ6 14,283 7,496,000 PRN   SOLE None 7,496,000 0 0
ROI Acquisition Corp II *W Exp 09/17/201 74966G119 3,940 400,000 SH   SOLE None 400,000 0 0
SanDisk Corp NOTE 1.500% 8/1 80004CAD3 101,990 52,994,000 PRN   SOLE None 52,994,000 0 0
Sanofi RIGHT 12/31/2020 80105N113 19 41,549 SH   SOLE None 41,549 0 0
Seacor Holdings Inc Note 2.500%12/1 811904AM3 6,538 6,065,000 PRN   SOLE None 6,065,000 0 0
SemGroup Corp *W EXP 11/30/201 81663A113 34,292 411,816 SH   SOLE None 411,816 0 0
Ship Finance International Note 3.250% 2/0 G81075AE6 30,588 28,402,000 PRN   SOLE None 28,402,000 0 0
Signature Bk New York NY *W EXP 12/12/201 82669G112 633 5,649 SH   SOLE None 5,649 0 0
Silver Eagle Acquisition Corp Com 827694100 6,461 650,000 SH   SOLE None 650,000 0 0
Silver Eagle Acquisition Corp *W Exp 07/26/202 827694118 10,454 1,051,671 SH   SOLE None 1,051,671 0 0
Solazyme Inc Note 6.000% 2/0 83415TAB7 7,650 6,671,000 PRN   SOLE None 6,671,000 0 0
Solazyme Inc Note 5.000% 10/0 83415TAC5 901 1,000,000 PRN   SOLE None 1,000,000 0 0
SunPower Corp DBCV 4.500% 3/1 867652AE9 18,690 12,300,000 PRN   SOLE None 12,300,000 0 0
SunTrust Bks Inc *W EXP 12/31/201 867914129 2,734 71,900 SH   SOLE None 71,900 0 0
SunTrust Bks Inc *W EXP 11/14/201 867914111 2,947 77,500 SH   SOLE None 77,500 0 0
Terrapin 3 Acquisition Corp Unit 06/27/2019 88104P203 6,030 600,000 SH   SOLE None 600,000 0 0
TESARO Inc Note 3.000%10/0 881569AA5 6,269 6,000,000 PRN   SOLE None 6,000,000 0 0
Tesla Mtrs Inc COM 88160R101 12,425 51,200 SH Put SOLE None 51,200 0 0
Tesla Mtrs Inc Note 1.500% 6/0 88160RAA9 47,172 23,377,000 PRN   SOLE None 23,377,000 0 0
Tesla Mtrs Inc Note 0.250% 3/0 88160RAB7 31,906 33,500,000 PRN   SOLE None 33,500,000 0 0
Texas Capital Bancshares Inc *W Exp 01/16/201 88224Q115 2,319 40,200 SH   SOLE None 40,200 0 0
Tyson Foods Inc Unit 99/99/9999 902494301 10 20,000 PRN   SOLE None 20,000 0 0
Continental Airls Inc NOTE 4.500% 1/1 210795PU8 9,297 3,750,000 PRN   SOLE None 3,750,000 0 0
UAL Corp NOTE 6.000%10/1 902549AJ3 10,633 1,972,000 PRN   SOLE None 1,972,000 0 0
United Therapeutics Corp NOTE 1.000% 9/1 91307CAF9 106,078 39,384,000 PRN   SOLE None 39,384,000 0 0
Vipshop Hldgs Ltd Note 1.500% 3/1 92763WAA1 1,776 1,500,000 PRN   SOLE None 1,500,000 0 0
Volcano Corp NOTE 1.750%12/0 928645AB6 11,419 13,203,000 PRN   SOLE None 13,203,000 0 0
Walter Invt Mgmt Corp NOTE 4.500%11/0 93317WAA0 14,129 16,931,000 PRN   SOLE None 16,931,000 0 0
Washington Fed Inc *W EXP 11/14/201 938824117 319 15,646 SH   SOLE None 15,646 0 0
WESCO Intl Inc DBCV 6.000% 9/1 95082PAH8 79,913 28,704,000 PRN   SOLE None 28,704,000 0 0
Wintrust Finl Corp *W EXP 12/19/201 97650W157 3,482 77,949 SH   SOLE None 77,949 0 0
WL Ross Hldg Corp *W Exp 06/11/201 92939D112 2,967 300,000 SH   SOLE None 300,000 0 0
Zions Bancorporation *W EXP 05/22/202 989701115 15,597 536,700 SH   SOLE None 536,700 0 0