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
3M CO COM 88579Y101 1,710 14,322 SH   SOLE   14,322 0 0
ABBOTT LABS COM 002824100 982 29,583 SH   SOLE   29,583 0 0
ABBVIE INC COM 00287Y109 1,166 26,075 SH   SOLE   26,075 0 0
ABM INDS INC COM 000957100 419 15,728 SH   SOLE   15,728 0 0
ACCO BRANDS CORP COM 00081T108 1,724 259,639 SH   SOLE   259,639 0 0
ACETO CORP COM 004446100 610 39,041 SH   SOLE   39,041 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 4,173 351,832 SH   SOLE   351,832 0 0
AEGION CORP COM 00770F104 476 20,058 SH   SOLE   20,058 0 0
AERCAP HOLDINGS NV SHS N00985106 1,198 61,552 SH   SOLE   61,552 0 0
AETNA INC NEW COM 00817Y108 991 15,481 SH   SOLE   15,481 0 0
AGCO CORP COM 001084102 1,443 23,887 SH   SOLE   23,887 0 0
AK STL HLDG CORP COM 001547108 787 209,765 SH   SOLE   209,765 0 0
AKORN INC NOTE 3.500% 6/0 009728AB2 9,229 4,000,000 PRN   SOLE   4,000,000 0 0
ALASKA AIR GROUP INC COM 011659109 1,101 17,575 SH   SOLE   17,575 0 0
ALCATEL-LUCENT SPONSORED ADR 013904305 1,350 382,550 SH   SOLE   382,550 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 3,400 111,391 SH   SOLE   111,391 0 0
ALLIANCE ONE INTL INC NOTE 5.500% 7/1 018772AQ6 1,468 1,460,000 PRN   SOLE   1,460,000 0 0
ALLSTATE CORP COM 020002101 238 4,700 SH   SOLE   4,700 0 0
ALTISOURCE ASSET MGMT CORP COM 02153X108 357 669 SH   SOLE   669 0 0
ALTRA HOLDINGS INC COM 02208R106 514 19,100 SH   SOLE   19,100 0 0
AMBAC FINL GROUP INC COM NEW 023139884 13,195 727,406 SH   SOLE   727,406 0 0
AMERCO COM 023586100 801 4,348 SH   SOLE   4,348 0 0
AMERICAN CAP LTD COM 02503Y103 33,474 2,434,491 SH   SOLE   2,434,491 0 0
AMERICAN CAP MTG INVT CORP COM 02504A104 5,071 256,612 SH   SOLE   256,612 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,622 71,862 SH   SOLE   71,862 0 0
AMERICAN ELEC PWR INC COM 025537101 234 5,400 SH   SOLE   5,400 0 0
ANGIES LIST INC COM 034754101 2,538 112,781 SH   SOLE   112,781 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 5,024 1,040,144 SH   SOLE   1,040,144 0 0
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 1,853 65,575 SH   SOLE   65,575 0 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 10,636 729,015 SH   SOLE   729,015 0 0
APPLE INC COM 037833100 11,618 24,369 SH   SOLE   24,369 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 3,060 247,989 SH   SOLE   247,989 0 0
ASPEN TECHNOLOGY INC COM 045327103 1,589 46,000 SH   SOLE   46,000 0 0
ASSURED GUARANTY LTD COM G0585R106 9,223 491,888 SH   SOLE   491,888 0 0
ATMEL CORP COM 049513104 1,073 144,250 SH   SOLE   144,250 0 0
AUTOZONE INC COM 053332102 1,078 2,551 SH   SOLE   2,551 0 0
AV HOMES INC COM 00234P102 183 10,502 SH   SOLE   10,502 0 0
AV HOMES INC NOTE 7.500% 2/1 00234PAB8 17,510 14,979,000 PRN   SOLE   14,979,000 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 970 22,500 SH   SOLE   22,500 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 847 401,501 SH   SOLE   401,501 0 0
B/E AEROSPACE INC COM 073302101 923 12,500 SH   SOLE   12,500 0 0
BALL CORP COM 058498106 2,404 53,558 SH   SOLE   53,558 0 0
BANK OF AMERICA CORPORATION COM 060505104 1,520 110,173 SH   SOLE   110,173 0 0
BARD C R INC COM 067383109 1,329 11,534 SH   SOLE   11,534 0 0
BARNES & NOBLE INC COM 067774109 2,227 172,126 SH   SOLE   172,126 0 0
BARRETT BILL CORP COM 06846N104 1,314 52,324 SH   SOLE   52,324 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 567 8,428 SH   SOLE   8,428 0 0
BARRICK GOLD CORP COM 067901108 279 15,000 SH   SOLE   15,000 0 0
BBCN BANCORP INC COM 073295107 193 14,000 SH   SOLE   14,000 0 0
BERRY PLASTICS GROUP INC COM 08579W103 2,311 115,730 SH   SOLE   115,730 0 0
BEST BUY INC COM 086516101 1,923 51,275 SH   SOLE   51,275 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 939 58,382 SH   SOLE   58,382 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,724 69,281 SH   SOLE   69,281 0 0
BON-TON STORES INC COM 09776J101 980 92,901 SH   SOLE   92,901 0 0
CACI INTL INC CL A 127190304 698 10,095 SH   SOLE   10,095 0 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 20,103 11,000,000 PRN   SOLE   11,000,000 0 0
CAPITOL ACQUISITION CORP II UNIT 99/99/9999 14056V204 3,139 306,508 SH   SOLE   306,508 0 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 13,383 10,500,000 PRN   SOLE   10,500,000 0 0
CENVEO INC COM 15670S105 200 67,800 SH   SOLE   67,800 0 0
CHATHAM LODGING TR COM 16208T102 2,954 165,424 SH   SOLE   165,424 0 0
CHEVRON CORP NEW COM 166764100 3,451 28,405 SH   SOLE   28,405 0 0
CINTAS CORP COM 172908105 1,364 26,642 SH   SOLE   26,642 0 0
CISCO SYS INC COM 17275R102 5,420 231,427 SH   SOLE   231,427 0 0
CIT GROUP INC COM NEW 125581801 244 5,000 SH   SOLE   5,000 0 0
CITIGROUP INC COM NEW 172967424 752 15,500 SH   SOLE   15,500 0 0
COACH INC COM 189754104 2,097 38,450 SH   SOLE   38,450 0 0
COLGATE PALMOLIVE CO COM 194162103 1,192 20,102 SH   SOLE   20,102 0 0
COLONY FINL INC COM 19624R106 2,815 140,900 SH   SOLE   140,900 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 3,342 8,114,000 PRN   SOLE   8,114,000 0 0
CONNS INC COM 208242107 3,215 64,245 SH   SOLE   64,245 0 0
CORINTHIAN COLLEGES INC COM 218868107 630 287,624 SH   SOLE   287,624 0 0
CORNING INC COM 219350105 1,170 80,172 SH   SOLE   80,172 0 0
COSAN LTD SHS A G25343107 970 63,100 SH   SOLE   63,100 0 0
CRANE CO COM 224399105 3,018 48,946 SH   SOLE   48,946 0 0
CRAWFORD & CO CL A 224633206 347 47,250 SH   SOLE   47,250 0 0
CRUMBS BAKE SHOP INC *W EXP 05/05/201 228803110 6 52,340 SH   SOLE   52,340 0 0
CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 25,762 11,400,000 PRN   SOLE   11,400,000 0 0
CUMULUS MEDIA INC CL A 231082108 1,758 331,729 SH   SOLE   331,729 0 0
CYRUSONE INC COM 23283R100 528 27,841 SH   SOLE   27,841 0 0
DELL INC COM 24702R101 1,718 124,729 SH   SOLE   124,729 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 2,754 47,149 SH   SOLE   47,149 0 0
DELUXE CORP COM 248019101 5,847 140,345 SH   SOLE   140,345 0 0
DENDREON CORP NOTE 2.875% 1/1 24823QAC1 4,788 7,500,000 PRN   SOLE   7,500,000 0 0
DENNYS CORP COM 24869P104 957 156,445 SH   SOLE   156,445 0 0
DFC GLOBAL CORP COM 23324T107 7,850 714,254 SH   SOLE   714,254 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 249 23,300 SH   SOLE   23,300 0 0
DIGITAL RLTY TR INC COM 253868103 996 18,750 SH   SOLE   18,750 0 0
DILLARDS INC CL A 254067101 1,535 19,600 SH   SOLE   19,600 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 7,362 94,245 SH   SOLE   94,245 0 0
DOLLAR GEN CORP NEW COM 256677105 1,239 21,950 SH   SOLE   21,950 0 0
DOLLAR TREE INC COM 256746108 827 14,475 SH   SOLE   14,475 0 0
DOMTAR CORP COM NEW 257559203 2,356 29,667 SH   SOLE   29,667 0 0
DONNELLEY R R & SONS CO COM 257867101 1,022 64,703 SH   SOLE   64,703 0 0
EATON VANCE NATL MUN OPPORT COM SHS 27829L105 2,220 118,151 SH   SOLE   118,151 0 0
EBAY INC COM 278642103 4,003 71,750 SH   SOLE   71,750 0 0
EDGEN GROUP INC CL A 28014Q107 81 10,710 SH   SOLE   10,710 0 0
ELECTRONIC ARTS INC COM 285512109 1,686 66,000 SH   SOLE   66,000 0 0
EMERITUS CORP COM 291005106 1,534 82,809 SH   SOLE   82,809 0 0
ENCORE CAP GROUP INC COM 292554102 7,674 167,332 SH   SOLE   167,332 0 0
ENCORE CAP GROUP INC NOTE 3.000%11/2 292554AC6 30,896 19,706,000 PRN   SOLE   19,706,000 0 0
ENPRO INDS INC DBCV 3.938%10/1 29355XAB3 21,789 11,750,000 PRN   SOLE   11,750,000 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 468 53,348 SH   SOLE   53,348 0 0
EPL OIL & GAS INC COM 26883D108 1,487 40,073 SH   SOLE   40,073 0 0
EQT CORP COM 26884L109 1,390 15,667 SH   SOLE   15,667 0 0
EXTREME NETWORKS INC COM 30226D106 1,605 307,496 SH   SOLE   307,496 0 0
EXXON MOBIL CORP COM 30231G102 4,328 50,300 SH   SOLE   50,300 0 0
EZCORP INC CL A NON VTG 302301106 3,956 234,373 SH   SOLE   234,373 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 3,048 91,304 SH   SOLE   91,304 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 243 2,400 SH   SOLE   2,400 0 0
FEDEX CORP COM 31428X106 1,087 9,524 SH   SOLE   9,524 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 2,931 198,551 SH   SOLE   198,551 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 554 61,000 SH   SOLE   61,000 0 0
FLUOR CORP NEW COM 343412102 3,615 50,943 SH   SOLE   50,943 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 801 57,711 SH   SOLE   57,711 0 0
FOOT LOCKER INC COM 344849104 2,307 67,973 SH   SOLE   67,973 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,704 100,981 SH   SOLE   100,981 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 2,029 61,342 SH   SOLE   61,342 0 0
GAP INC DEL COM 364760108 1,168 29,000 SH   SOLE   29,000 0 0
GENERAL MTRS CO COM 37045V100 1,524 42,359 SH   SOLE   42,359 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 130,337 4,933,286 SH   SOLE   4,933,286 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 3,443 185,083 SH   SOLE   185,083 0 0
GENTHERM INC COM 37253A103 1,602 83,955 SH   SOLE   83,955 0 0
GILEAD SCIENCES INC COM 375558103 1,428 22,723 SH   SOLE   22,723 0 0
GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 5,503 5,000,000 PRN   SOLE   5,000,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 2,042 90,965 SH   SOLE   90,965 0 0
GOOGLE INC CL A 38259P508 921 1,052 SH   SOLE   1,052 0 0
GRAN TIERRA ENERGY INC COM 38500T101 8,024 1,131,685 SH   SOLE   1,131,685 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 2,475 289,091 SH   SOLE   289,091 0 0
GRAVITY CO LTD SPONSORED ADR 38911N107 218 191,457 SH   SOLE   191,457 0 0
GREENBRIER COS INC COM 393657101 1,652 66,802 SH   SOLE   66,802 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 439 51,598 SH   SOLE   51,598 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 164 95,714 SH   SOLE   95,714 0 0
HARMAN INTL INDS INC COM 413086109 7,307 110,335 SH   SOLE   110,335 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 865 27,810 SH   SOLE   27,810 0 0
HAVERTY FURNITURE INC COM 419596101 1,780 72,553 SH   SOLE   72,553 0 0
HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 3,214 2,748,000 PRN   SOLE   2,748,000 0 0
HCI GROUP INC COM 40416E103 2,311 56,589 SH   SOLE   56,589 0 0
HD SUPPLY HLDGS INC COM 40416M105 1,607 73,150 SH   SOLE   73,150 0 0
HEALTH NET INC COM 42222G108 1,426 44,971 SH   SOLE   44,971 0 0
HEARTLAND EXPRESS INC COM 422347104 1,110 78,251 SH   SOLE   78,251 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 3,806 150,000 SH   SOLE   150,000 0 0
HERBALIFE LTD COM USD SHS G4412G101 372 5,335 SH   SOLE   5,335 0 0
HERCULES TECH GROWTH CAP INC NOTE 6.000% 4/1 427096AB8 18,793 14,242,000 PRN   SOLE   14,242,000 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 1,146 114,645 SH   SOLE   114,645 0 0
HUBBELL INC CL B 443510201 1,703 16,256 SH   SOLE   16,256 0 0
HUMANA INC COM 444859102 1,693 18,142 SH   SOLE   18,142 0 0
HUNTSMAN CORP COM 447011107 247 12,000 SH   SOLE   12,000 0 0
HUTCHINSON TECHNOLOGY INC NOTE 8.500% 1/1 448407AG1 10,836 11,701,000 PRN   SOLE   11,701,000 0 0
ICAD INC COM NEW 44934S206 713 135,350 SH   SOLE   135,350 0 0
IGATE CORP COM 45169U105 255 9,200 SH   SOLE   9,200 0 0
ING U S INC COM 45685E106 839 28,740 SH   SOLE   28,740 0 0
INPHI CORP COM 45772F107 154 11,439 SH   SOLE   11,439 0 0
INTEGRATED SILICON SOLUTION COM 45812P107 156 14,299 SH   SOLE   14,299 0 0
INTEL CORP COM 458140100 2,373 103,528 SH   SOLE   103,528 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,257 6,790 SH   SOLE   6,790 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 2,153 139,892 SH   SOLE   139,892 0 0
IPG PHOTONICS CORP COM 44980X109 1,114 19,775 SH   SOLE   19,775 0 0
ISHARES NASDQ BIOTEC ETF 464287556 6,054 28,882 SH   SOLE   28,882 0 0
ISHARES RUSSELL 2000 ETF 464287655 277 2,600 SH   SOLE   2,600 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 2.750%10/0 464337AG9 8,232 3,500,000 PRN   SOLE   3,500,000 0 0
JETBLUE AIRWAYS CORP DBCV 5.500%10/1 477143AD3 25,996 17,392,000 PRN   SOLE   17,392,000 0 0
JETBLUE AIRWAYS CORP DBCV 5.500%10/1 477143AE1 67,227 41,061,000 PRN   SOLE   41,061,000 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 19,313 12,086,000 PRN   SOLE   12,086,000 0 0
JINKOSOLAR HLDG CO LTD NOTE 4.000% 5/1 47759TAA8 1,486 1,500,000 PRN   SOLE   1,500,000 0 0
JOHNSON & JOHNSON COM 478160104 1,412 16,291 SH   SOLE   16,291 0 0
JOY GLOBAL INC COM 481165108 3,501 68,592 SH   SOLE   68,592 0 0
KAR AUCTION SVCS INC COM 48238T109 1,647 58,385 SH   SOLE   58,385 0 0
KB HOME COM 48666K109 1,503 83,400 SH   SOLE   83,400 0 0
KENNAMETAL INC COM 489170100 237 5,200 SH   SOLE   5,200 0 0
KEYCORP NEW COM 493267108 855 75,000 SH   SOLE   75,000 0 0
KKR & CO L P DEL COM UNITS 48248M102 2,230 108,358 SH   SOLE   108,358 0 0
KKR FINL HLDGS LLC COM 48248A306 4,714 456,337 SH   SOLE   456,337 0 0
KULICKE & SOFFA INDS INC COM 501242101 2,159 186,919 SH   SOLE   186,919 0 0
L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 12,578 11,500,000 PRN   SOLE   11,500,000 0 0
LAM RESEARCH CORP COM 512807108 4,427 86,488 SH   SOLE   86,488 0 0
LEAR CORP COM NEW 521865204 1,485 20,751 SH   SOLE   20,751 0 0
LENNAR CORP CL A 526057104 1,361 38,444 SH   SOLE   38,444 0 0
LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX2 26,037 19,822,000 PRN   SOLE   19,822,000 0 0
LHC GROUP INC COM 50187A107 478 20,394 SH   SOLE   20,394 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 16,630 27,201,000 PRN   SOLE   27,201,000 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 1,304 27,963 SH   SOLE   27,963 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,868 43,153 SH   SOLE   43,153 0 0
LIQUIDITY SERVICES INC COM 53635B107 923 27,500 SH   SOLE   27,500 0 0
LTX-CREDENCE CORP COM NEW 502403207 721 109,500 SH   SOLE   109,500 0 0
MAGNA INTL INC COM 559222401 1,622 19,641 SH   SOLE   19,641 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 1,079 50,100 SH   SOLE   50,100 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 1,213 102,700 SH   SOLE   102,700 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 7,008 279,630 SH   SOLE   279,630 0 0
MARKET VECTORS ETF TR JR GOLD MINERS E 57061R544 5,378 132,013 SH   SOLE   132,013 0 0
MASCO CORP COM 574599106 1,607 75,534 SH   SOLE   75,534 0 0
MASTEC INC NOTE 4.000% 6/1 576323AL3 18,536 9,500,000 PRN   SOLE   9,500,000 0 0
MASTEC INC NOTE 4.250%12/1 576323AM1 15,611 7,803,000 PRN   SOLE   7,803,000 0 0
MASTERCARD INC CL A 57636Q104 1,235 1,835 SH   SOLE   1,835 0 0
MATTSON TECHNOLOGY INC COM 577223100 431 180,500 SH   SOLE   180,500 0 0
MBIA INC COM 55262C100 8,163 797,985 SH   SOLE   797,985 0 0
MCDONALDS CORP COM 580135101 371 3,853 SH   SOLE   3,853 0 0
MCMORAN EXPLORATION CO NOTE 5.250%10/0 582411AM6 23,460 22,174,000 PRN   SOLE   22,174,000 0 0
MEDASSETS INC COM 584045108 1,608 63,275 SH   SOLE   63,275 0 0
MEDTRONIC INC COM 585055106 2,044 38,380 SH   SOLE   38,380 0 0
METLIFE INC COM 59156R108 2,117 45,083 SH   SOLE   45,083 0 0
MICROSOFT CORP COM 594918104 3,424 102,781 SH   SOLE   102,781 0 0
MILLER HERMAN INC COM 600544100 242 8,300 SH   SOLE   8,300 0 0
MIMEDX GROUP INC COM 602496101 1,777 426,096 SH   SOLE   426,096 0 0
MITEL NETWORKS CORP COM 60671Q104 439 73,497 SH   SOLE   73,497 0 0
MOBILE MINI INC COM 60740F105 217 6,379 SH   SOLE   6,379 0 0
MOSAIC CO NEW COM 61945C103 1,528 35,527 SH   SOLE   35,527 0 0
MOTORCAR PTS AMER INC COM 620071100 1,901 150,074 SH   SOLE   150,074 0 0
MRC GLOBAL INC COM 55345K103 1,666 62,160 SH   SOLE   62,160 0 0
MYLAN INC NOTE 3.750% 9/1 628530AJ6 59,826 20,631,000 PRN   SOLE   20,631,000 0 0
NATIONAL OILWELL VARCO INC COM 637071101 976 12,500 SH   SOLE   12,500 0 0
NATIONAL WESTN LIFE INS CO CL A 638522102 1,275 6,318 SH   SOLE   6,318 0 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 1,765 478,188 SH   SOLE   478,188 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 1,811 254,308 SH   SOLE   254,308 0 0
NELNET INC CL A 64031N108 824 21,437 SH   SOLE   21,437 0 0
NEONODE INC COM NEW 64051M402 5,031 783,646 SH   SOLE   783,646 0 0
NEW RESIDENTIAL INVT CORP COM 64828T102 515 77,750 SH   SOLE   77,750 0 0
NEWMONT MINING CORP COM 651639106 8,378 298,143 SH   SOLE   298,143 0 0
NEWS CORP NEW CL B 65249B208 3,936 239,572 SH   SOLE   239,572 0 0
NIKE INC CL B 654106103 232 3,200 SH   SOLE   3,200 0 0
NORTHEAST UTILS COM 664397106 239 5,800 SH   SOLE   5,800 0 0
NORTHWEST BIOTHERAPEUTICS IN COM PAR $0.001 66737P600 946 281,690 SH   SOLE   281,690 0 0
NUVASIVE INC COM 670704105 1,187 48,473 SH   SOLE   48,473 0 0
OCWEN FINL CORP COM NEW 675746309 9,218 165,283 SH   SOLE   165,283 0 0
OMNICARE INC NOTE 3.750% 4/0 681904AP3 73,582 51,526,000 PRN   SOLE   51,526,000 0 0
OMNOVA SOLUTIONS INC COM 682129101 822 96,135 SH   SOLE   96,135 0 0
ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1 683399AB5 76,525 23,848,000 PRN   SOLE   23,848,000 0 0
ORACLE CORP COM 68389X105 2,631 79,307 SH   SOLE   79,307 0 0
OWENS ILL INC COM NEW 690768403 2,723 90,712 SH   SOLE   90,712 0 0
PANTRY INC COM 698657103 5,694 513,887 SH   SOLE   513,887 0 0
PARK OHIO HLDGS CORP COM 700666100 892 23,205 SH   SOLE   23,205 0 0
PDL BIOPHARMA INC NOTE 3.750% 5/0 69329YAC8 32,429 24,874,000 PRN   SOLE   24,874,000 0 0
PDL BIOPHARMA INC NOTE 2.875% 2/1 69329YAE4 49,366 34,269,000 PRN   SOLE   34,269,000 0 0
PENN VA CORP COM 707882106 3,080 463,100 SH   SOLE   463,100 0 0
PEPSICO INC COM 713448108 1,827 22,979 SH   SOLE   22,979 0 0
PERRIGO CO COM 714290103 1,039 8,419 SH   SOLE   8,419 0 0
PHARMERICA CORP COM 71714F104 565 42,550 SH   SOLE   42,550 0 0
PLX TECHNOLOGY INC COM 693417107 1,227 203,800 SH   SOLE   203,800 0 0
POWER SOLUTIONS INTL INC COM NEW 73933G202 1,733 29,307 SH   SOLE   29,307 0 0
POWERSECURE INTL INC COM 73936N105 669 41,658 SH   SOLE   41,658 0 0
PRICELINE COM INC COM NEW 741503403 3,457 3,420 SH   SOLE   3,420 0 0
PROMOTORA DE INFORMACIONES S ADR CL A SHS 74343G204 218 129,930 SH   SOLE   129,930 0 0
PROMOTORA DE INFORMACIONES S ADR CL B CONV 74343G303 4,784 2,478,522 SH   SOLE   2,478,522 0 0
PROSPECT CAPITAL CORPORATION MTNF 5.375%10/1 74348TAK8 537 500,000 PRN   SOLE   500,000 0 0
PRUDENTIAL FINL INC COM 744320102 335 4,295 SH   SOLE   4,295 0 0
QUALCOMM INC COM 747525103 1,640 24,342 SH   SOLE   24,342 0 0
QUANTUM CORP COM DSSG 747906204 1,038 751,929 SH   SOLE   751,929 0 0
RADIAN GROUP INC COM 750236101 2,541 182,400 SH   SOLE   182,400 0 0
RADNET INC COM 750491102 2,978 1,235,524 SH   SOLE   1,235,524 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 2,236 315,868 SH   SOLE   315,868 0 0
RANGE RES CORP COM 75281A109 1,875 24,710 SH   SOLE   24,710 0 0
REDWOOD TR INC COM 758075402 256 13,000 SH   SOLE   13,000 0 0
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SANOFI RIGHT 12/31/2020 80105N113 33,630 16,648,530 SH   SOLE   16,648,530 0 0
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SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 10,886 339,861 SH   SOLE   339,861 0 0
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