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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
ACCURAY INC NOTE 3.500% 2/0 004397AD7 18,686 9,800,000 PRN   SOLE 0 9,800,000 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 3,561 3,500,000 PRN   SOLE 0 3,500,000 0 0
ANADARKO PETE CORP COM 032511107 54,650 644,767 SH   SOLE 0 644,767 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 1,223 500,000 SH   SOLE 0 500,000 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 42,038 3,075,180 SH   SOLE 0 3,075,180 0 0
CAL DIVE INTL INC DEL NOTE 5.000% 7/1 12802TAB7 15,254 15,900,000 PRN   SOLE 0 15,900,000 0 0
CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 16,224 15,608,000 PRN   SOLE 0 15,608,000 0 0
COBALT INTL ENERGY INC COM 19075F106 20,354 1,111,022 SH   SOLE 0 1,111,022 0 0
DENDREON CORP COM 24823Q107 33 11,039 SH   SOLE 0 11,039 0 0
DENDREON CORP NOTE 2.875% 1/1 24823QAC1 52,350 71,223,000 PRN   SOLE 0 71,223,000 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 12,036 1,547,000 SH   SOLE 0 1,547,000 0 0
E M C CORP MASS COM 268648102 274,177 10,002,800 SH   SOLE 0 10,002,800 0 0
ENCORE CAP GROUP INC COM 292554102 518 11,337 SH   SOLE 0 11,337 0 0
ENCORE CAP GROUP INC NOTE 3.000%11/2 292554AD4 15,644 10,080,000 PRN   SOLE 0 10,080,000 0 0
ENDEAVOUR INTL CORP COM NEW 29259G200 1,769 544,207 SH   SOLE 0 544,207 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 41,045 46,118,000 PRN   SOLE 0 46,118,000 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 3,152 2,755,000 PRN   SOLE 0 2,755,000 0 0
FRONTLINE LTD SHS G3682E127 578 147,806 SH   SOLE 0 147,806 0 0
GENCO SHIPPING & TRADING LTD NOTE 5.000% 8/1 36869MAA3 825 989,000 PRN   SOLE 0 989,000 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 51,526 22,421,000 PRN   SOLE 0 22,421,000 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%12/1 36191UAB2 33,994 21,000,000 PRN   SOLE 0 21,000,000 0 0
HARTFORD FINL SVCS GROUP INC *W EXP 06/26/201 416515120 114,373 4,290,047 SH   SOLE 0 4,290,047 0 0
HOMEAWAY INC COM 43739Q100 2,524 67,000 SH   SOLE 0 67,000 0 0
ISHARES RUSSELL 2000 ETF 464287655 615,881 5,293,800 SH Put SOLE 0 5,293,800 0 0
LAM RESEARCH CORP COM 512807108 6,441 117,100 SH   SOLE 0 117,100 0 0
LEE ENTERPRISES INC COM 523768109 1,680 375,899 SH   SOLE 0 375,899 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 12,931 21,417,000 PRN   SOLE 0 21,417,000 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 12,913 21,039,000 PRN   SOLE 0 21,039,000 0 0
LINCOLN NATL CORP IND *W EXP 07/10/201 534187117 47,793 1,151,090 SH   SOLE 0 1,151,090 0 0
MAGNUM HUNTER RES CORP DEL COM 55973B102 103,517 12,178,413 SH   SOLE 0 12,178,413 0 0
MAGNUM HUNTER RES CORP DEL COM 55973B102 850 100,000 SH Call SOLE 0 100,000 0 0
MANNKIND CORP COM 56400P201 4,824 1,200,000 SH   SOLE 0 1,200,000 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 190 37,600 SH Call SOLE 0 37,600 0 0
MERRIMACK PHARMACEUTICALS IN NOTE 4.500% 7/1 590328AA8 13,577 13,250,000 PRN   SOLE 0 13,250,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 30,624 16,500,000 PRN   SOLE 0 16,500,000 0 0
MICRON TECHNOLOGY INC COM 595112103 25,565 1,080,500 SH   SOLE 0 1,080,500 0 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 172,674 68,496,000 PRN   SOLE 0 68,496,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 94,123 37,859,000 PRN   SOLE 0 37,859,000 0 0
MIDSTATES PETE CO INC COM 59804T100 30,533 5,696,515 SH   SOLE 0 5,696,515 0 0
MOLYCORP INC DEL COM 608753109 498 106,243 SH   SOLE 0 106,243 0 0
MOLYCORP INC DEL NOTE 3.250% 6/1 608753AA7 14,366 17,874,000 PRN   SOLE 0 17,874,000 0 0
MOLYCORP INC DEL NOTE 5.500% 2/0 608753AH2 16,141 18,060,000 PRN   SOLE 0 18,060,000 0 0
MOLYCORP INC DEL NOTE 6.000% 9/0 608753AF6 29,630 36,709,000 PRN   SOLE 0 36,709,000 0 0
NORTHSTAR RLTY FIN CORP COM 66704R100 2,716 168,300 SH Put SOLE 0 168,300 0 0
OMNICARE INC NOTE 3.500% 2/1 681904AQ1 5,963 5,860,000 PRN   SOLE 0 5,860,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 9,419 8,900,000 PRN   SOLE 0 8,900,000 0 0
PEABODY ENERGY CORP COM 704549104 1,135 69,482 SH   SOLE 0 69,482 0 0
PRETIUM RES INC COM 74139C102 26,811 4,654,604 SH   SOLE 0 4,654,604 0 0
QUANTUM CORP NOTE 4.500%11/1 747906AJ4 3,090 3,000,000 PRN   SOLE 0 3,000,000 0 0
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 14,359 14,625,000 PRN   SOLE 0 14,625,000 0 0
SALESFORCE COM INC COM 79466L302 8,649 151,504 SH   SOLE 0 151,504 0 0
SANCHEZ ENERGY CORP COM 79970Y105 496 16,739 SH   SOLE 0 16,739 0 0
SANDISK CORP COM 80004C101 12,073 148,700 SH   SOLE 0 148,700 0 0
SCORPIO BULKERS INC SHS Y7546A106 80,032 7,916,115 SH   SOLE 0 7,916,115 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 842 46,865 SH   SOLE 0 46,865 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 31,795 28,500,000 PRN   SOLE 0 28,500,000 0 0
SINA CORP ORD G81477104 858 14,200 SH   SOLE 0 14,200 0 0
SOLAZYME INC NOTE 6.000% 2/0 83415TAB7 12,419 8,034,000 PRN   SOLE 0 8,034,000 0 0
TRI POINTE HOMES INC COM 87265H109 25,968 1,600,000 SH   SOLE 0 1,600,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 7,242 6,500,000 PRN   SOLE 0 6,500,000 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 2,233 1,305,945 SH   SOLE 0 1,305,945 0 0
VERSO PAPER CORP COM 92531L108 4,807 1,663,166 SH   SOLE 0 1,663,166 0 0
VISTEON CORP COM NEW 92839U206 106,022 1,198,799 SH   SOLE 0 1,198,799 0 0
VITESSE SEMICONDUCTOR CORP DBCV 8.000% 6/1 928497AE6 5,340 4,961,000 PRN   SOLE 0 4,961,000 0 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 30,733 834,910 SH   SOLE 0 834,910 0 0
WINTRUST FINL CORP *W EXP 12/19/201 97650W157 3,330 128,805 SH   SOLE 0 128,805 0 0
YAHOO INC COM 984332106 926 25,800 SH   SOLE 0 25,800 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 14,497 2,230,294 SH   SOLE 0 2,230,294 0 0