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
AES CORP COM 00130H105 1,435 51,267 SH   SOLE   51,267 0 0
AV HOMES INC NOTE 7.500% 2/1 00234PAB8 15,541 14,979,000 PRN   SOLE   14,979,000 0 0
ABAXIS INC COM 002567105 289 5,700 SH   SOLE   5,700 0 0
ACXIOM CORP COM 005125109 793 47,921 SH   SOLE   47,921 0 0
ADDUS HOMECARE CORP COM 006739106 2,856 145,714 SH   SOLE   145,714 0 0
ADEPTUS HEALTH INC CL A 006855100 2,062 82,814 SH   SOLE   82,814 0 0
ADVISORY BRD CO COM 00762W107 275 5,900 SH   SOLE   5,900 0 0
AKORN INC NOTE 3.500% 6/0 009728AB2 14,574 3,524,000 PRN   SOLE   3,524,000 0 0
ALCATEL-LUCENT SPONSORED ADR 013904305 1,512 498,942 SH   SOLE   498,942 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 14,066 84,825 SH   SOLE   84,825 0 0
ALLEGIANT TRAVEL CO COM 01748X102 2,466 19,944 SH   SOLE   19,944 0 0
ALLIANCE HEALTHCARE SRVCS IN COM PAR $0.01 018606301 832 36,797 SH   SOLE   36,797 0 0
ALLIANCEBERNSTEIN INCOME FUN COM 01881E101 5,115 682,000 SH   SOLE   682,000 0 0
ALLY FINL INC COM 02005N100 39,213 1,694,615 SH   SOLE   1,694,615 0 0
ALMOST FAMILY INC COM 020409108 878 32,306 SH   SOLE   32,306 0 0
ALPHA NATURAL RESOURCES INC NOTE 4.875%12/1 02076XAF9 2,904 4,906,000 PRN   SOLE   4,906,000 0 0
AMBAC FINL GROUP INC COM NEW 023139884 33,594 1,520,079 SH   SOLE   1,520,079 0 0
AMBAC FINL GROUP INC CALL 023139904 263 2,500 SH Call SOLE   2,500 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,813 51,109 SH   SOLE   51,109 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 62,607 2,946,202 SH   SOLE   2,946,202 0 0
AMERICAN CAP LTD COM 02503Y103 68,498 4,837,396 SH   SOLE   4,837,396 0 0
AMERICAN CAP MTG INVT CORP COM 02504A104 3,763 199,938 SH   SOLE   199,938 0 0
AMERISOURCEBERGEN CORP COM 03073E105 6,532 84,500 SH   SOLE   84,500 0 0
AMERIS BANCORP COM 03076K108 3,378 153,883 SH   SOLE   153,883 0 0
AMGEN INC COM 031162100 16,125 114,802 SH   SOLE   114,802 0 0
ANGIES LIST INC COM 034754101 6,053 950,157 SH   SOLE   950,157 0 0
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 1,051 44,092 SH   SOLE   44,092 0 0
ARCBEST CORP COM 03937C105 1,501 40,248 SH   SOLE   40,248 0 0
ARES COML REAL ESTATE CORP NOTE 7.000%12/1 04013VAB4 6,143 6,000,000 PRN   SOLE   6,000,000 0 0
ARMOUR RESIDENTIAL REIT INC COM 042315101 270 70,000 SH   SOLE   70,000 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 1,482 145,040 SH   SOLE   145,040 0 0
ASPEN TECHNOLOGY INC COM 045327103 2,186 57,963 SH   SOLE   57,963 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 2,439 73,854 SH   SOLE   73,854 0 0
ATMEL CORP COM 049513104 937 116,004 SH   SOLE   116,004 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 3,704 124,099 SH   SOLE   124,099 0 0
AVERY DENNISON CORP COM 053611109 1,727 38,668 SH   SOLE   38,668 0 0
AVON PRODS INC COM 054303102 213 16,875 SH   SOLE   16,875 0 0
BARRETT BILL CORP COM 06846N104 1,201 54,474 SH   SOLE   54,474 0 0
BELLATRIX EXPLORATION LTD COM 078314101 822 133,624 SH   SOLE   133,624 0 0
BERRY PLASTICS GROUP INC COM 08579W103 3,701 146,617 SH   SOLE   146,617 0 0
BIG LOTS INC COM 089302103 1,277 29,658 SH   SOLE   29,658 0 0
BIOGEN IDEC INC COM 09062X103 16,212 49,008 SH   SOLE   49,008 0 0
BJS RESTAURANTS INC COM 09180C106 10,558 293,359 SH   SOLE   293,359 0 0
BLACK BOX CORP DEL COM 091826107 2,321 99,525 SH   SOLE   99,525 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 2,658 84,426 SH   SOLE   84,426 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 5,191 191,540 SH   SOLE   191,540 0 0
BOB EVANS FARMS INC COM 096761101 2,532 53,486 SH   SOLE   53,486 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 297 12,700 SH   SOLE   12,700 0 0
BRISTOW GROUP INC COM 110394103 1,875 27,904 SH   SOLE   27,904 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 279 6,200 SH   SOLE   6,200 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 1,435 263,363 SH   SOLE   263,363 0 0
C & F FINL CORP COM 12466Q104 965 29,018 SH   SOLE   29,018 0 0
CBIZ INC COM 124805102 135 17,138 SH   SOLE   17,138 0 0
CVS HEALTH CORP COM 126650100 287 3,600 SH   SOLE   3,600 0 0
CABELAS INC COM 126804301 2,008 34,098 SH   SOLE   34,098 0 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 89,585 39,281,000 PRN   SOLE   39,281,000 0 0
CAL DIVE INTL INC DEL NOTE 5.000% 7/1 12802TAB7 1,303 2,000,000 PRN   SOLE   2,000,000 0 0
CALIX INC COM 13100M509 1,500 156,749 SH   SOLE   156,749 0 0
CALLAWAY GOLF CO NOTE 3.750% 8/1 131193AC8 14,283 12,753,000 PRN   SOLE   12,753,000 0 0
CAPITOL ACQUISITION CORP II UNIT 99/99/9999 14056V204 1,569 153,791 SH   SOLE   153,791 0 0
CARLISLE COS INC COM 142339100 3,717 46,240 SH   SOLE   46,240 0 0
CASTLE A M & CO NOTE 7.000%12/1 148411AF8 13,308 12,308,000 PRN   SOLE   12,308,000 0 0
CELGENE CORP COM 151020104 16,909 178,405 SH   SOLE   178,405 0 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 19,027 13,500,000 PRN   SOLE   13,500,000 0 0
CENTRUS ENERGY CORP CL A 15643U104 4,928 482,701 SH   SOLE   482,701 0 0
CENTURY CASINOS INC COM 156492100 923 179,913 SH   SOLE   179,913 0 0
CHART INDS INC COM PAR $0.01 16115Q308 1,277 20,891 SH   SOLE   20,891 0 0
CHECKPOINT SYS INC COM 162825103 845 69,087 SH   SOLE   69,087 0 0
CHERRY HILL MTG INVT CORP COM 164651101 3,371 180,276 SH   SOLE   180,276 0 0
CHEVRON CORP NEW COM 166764100 7,539 63,185 SH   SOLE   63,185 0 0
CISCO SYS INC COM 17275R102 5,963 236,924 SH   SOLE   236,924 0 0
CINTAS CORP COM 172908105 4,678 66,275 SH   SOLE   66,275 0 0
CIVITAS SOLUTIONS INC COM 17887R102 3,631 232,449 SH   SOLE   232,449 0 0
CLEARONE INC COM 18506U104 662 78,465 SH   SOLE   78,465 0 0
COBALT INTL ENERGY INC COM 19075F106 1,616 118,828 SH   SOLE   118,828 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 1,478 26,982 SH   SOLE   26,982 0 0
COMPASS MINERALS INTL INC COM 20451N101 287 3,400 SH   SOLE   3,400 0 0
CONNS INC COM 208242107 2,460 81,281 SH   SOLE   81,281 0 0
CONSUMER PORTFOLIO SVCS INC COM 210502100 1,774 276,717 SH   SOLE   276,717 0 0
CORNING INC COM 219350105 1,523 78,771 SH   SOLE   78,771 0 0
CORSICANTO LTD NOTE 3.500% 1/1 220480AB3 7,202 10,830,000 PRN   SOLE   10,830,000 0 0
COVANCE INC COM 222816100 3,145 39,961 SH   SOLE   39,961 0 0
CRANE CO COM 224399105 5,193 82,147 SH   SOLE   82,147 0 0
CRAWFORD & CO CL A 224633206 685 88,533 SH   SOLE   88,533 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 2,819 42,500 SH   SOLE   42,500 0 0
CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 31,912 13,700,000 PRN   SOLE   13,700,000 0 0
CUMULUS MEDIA INC CL A 231082108 1,080 268,041 SH   SOLE   268,041 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,982 54,830 SH   SOLE   54,830 0 0
DELUXE CORP COM 248019101 409 7,408 SH   SOLE   7,408 0 0
DESTINATION MATERNITY CORP COM 25065D100 4,292 277,992 SH   SOLE   277,992 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 7,741 225,872 SH   SOLE   225,872 0 0
DILLARDS INC CL A 254067101 3,325 30,507 SH   SOLE   30,507 0 0
DOLLAR GEN CORP NEW COM 256677105 2,215 36,253 SH   SOLE   36,253 0 0
DOLLAR TREE INC COM 256746108 2,398 42,776 SH   SOLE   42,776 0 0
DOMTAR CORP COM NEW 257559203 928 26,406 SH   SOLE   26,406 0 0
DONNELLEY R R & SONS CO COM 257867101 1,177 71,477 SH   SOLE   71,477 0 0
DOVER CORP COM 260003108 3,543 44,103 SH   SOLE   44,103 0 0
DUCOMMUN INC DEL COM 264147109 767 27,965 SH   SOLE   27,965 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 299 4,000 SH   SOLE   4,000 0 0
E M C CORP MASS COM 268648102 5,852 200,000 SH   SOLE   200,000 0 0
EQT CORP COM 26884L109 1,389 15,169 SH   SOLE   15,169 0 0
EATON VANCE NATL MUN OPPORT COM SHS 27829L105 1,993 100,000 SH   SOLE   100,000 0 0
EBAY INC COM 278642103 13,732 242,478 SH   SOLE   242,478 0 0
ELLINGTON FINANCIAL LLC COM 288522303 3,333 150,000 SH   SOLE   150,000 0 0
EMERSON ELEC CO COM 291011104 4,316 68,960 SH   SOLE   68,960 0 0
ENCORE CAP GROUP INC COM 292554102 6,861 154,838 SH   SOLE   154,838 0 0
ENCORE CAP GROUP INC NOTE 3.000%11/2 292554AD4 40,310 27,031,000 PRN   SOLE   27,031,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 32,055 28,180,000 PRN   SOLE   28,180,000 0 0
ENDEAVOUR INTL CORP COM NEW 29259G200 5 17,414 SH   SOLE   17,414 0 0
ENERSYS NOTE 3.375% 6/0 29275YAA0 32,362 21,903,000 PRN   SOLE   21,903,000 0 0
ENNIS INC COM 293389102 2,091 158,791 SH   SOLE   158,791 0 0
EPAM SYS INC COM 29414B104 2,444 55,805 SH   SOLE   55,805 0 0
EPLUS INC COM 294268107 4,653 83,007 SH   SOLE   83,007 0 0
EQUINIX INC COM NEW 29444U502 425 2,000 SH   SOLE   2,000 0 0
EXPEDIA INC DEL COM NEW 30212P303 2,949 33,654 SH   SOLE   33,654 0 0
EXTRA SPACE STORAGE INC COM 30225T102 294 5,700 SH   SOLE   5,700 0 0
EXTREME NETWORKS INC COM 30226D106 2,350 490,563 SH   SOLE   490,563 0 0
EZCORP INC CL A NON VTG 302301106 4,665 470,709 SH   SOLE   470,709 0 0
EXXON MOBIL CORP COM 30231G102 9,960 105,901 SH   SOLE   105,901 0 0
FTI CONSULTING INC COM 302941109 287 8,200 SH   SOLE   8,200 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 2,766 86,064 SH   SOLE   86,064 0 0
FEDEX CORP COM 31428X106 291 1,800 SH   SOLE   1,800 0 0
FINANCIAL INSTNS INC COM 317585404 1,632 72,595 SH   SOLE   72,595 0 0
FIVE BELOW INC COM 33829M101 1,685 42,538 SH   SOLE   42,538 0 0
FLUOR CORP NEW COM 343412102 3,791 56,762 SH   SOLE   56,762 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 1,875 146,348 SH   SOLE   146,348 0 0
FONAR CORP COM NEW 344437405 796 72,256 SH   SOLE   72,256 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 5,895 398,612 SH   SOLE   398,612 0 0
FOREST CITY ENTERPRISES INC NOTE 3.625% 8/1 345550AR8 2,573 2,500,000 PRN   SOLE   2,500,000 0 0
FORTINET INC COM 34959E109 1,421 56,239 SH   SOLE   56,239 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 269 8,800 SH   SOLE   8,800 0 0
FREEPORT-MCMORAN INC CALL 35671D907 322 3,620 SH Call SOLE   3,620 0 0
GEO GROUP INC NEW COM 36162J106 1,673 43,766 SH   SOLE   43,766 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 9,986 6,500,000 PRN   SOLE   6,500,000 0 0
GASTAR EXPL INC NEW COM 36729W202 2,316 394,501 SH   SOLE   394,501 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 1,395 92,480 SH   SOLE   92,480 0 0
GENERAL ELECTRIC CO CALL 369604903 204 3,000 SH Call SOLE   3,000 0 0
GENERAL MTRS CO COM 37045V100 15,326 479,828 SH   SOLE   479,828 0 0
GENTEX CORP COM 371901109 2,180 81,437 SH   SOLE   81,437 0 0
GILEAD SCIENCES INC COM 375558103 17,287 162,392 SH   SOLE   162,392 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 1,399 124,687 SH   SOLE   124,687 0 0
GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 20,122 4,183,447 SH   SOLE   4,183,447 0 0
GOOGLE INC CL A 38259P508 3,532 6,002 SH   SOLE   6,002 0 0
GRAN TIERRA ENERGY INC COM 38500T101 9,481 1,711,411 SH   SOLE   1,711,411 0 0
GRANITE CONSTR INC COM 387328107 3,146 98,899 SH   SOLE   98,899 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 2,625 211,219 SH   SOLE   211,219 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 273 191,237 SH   SOLE   191,237 0 0
HCI GROUP INC COM 40416E103 1,457 40,471 SH   SOLE   40,471 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 3,217 232,814 SH   SOLE   232,814 0 0
HARLEY DAVIDSON INC COM 412822108 2,048 35,186 SH   SOLE   35,186 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,567 42,076 SH   SOLE   42,076 0 0
HATTERAS FINL CORP COM 41902R103 268 14,900 SH   SOLE   14,900 0 0
HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 25,201 14,228,000 PRN   SOLE   14,228,000 0 0
HEARTLAND EXPRESS INC COM 422347104 2,710 113,089 SH   SOLE   113,089 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 2,645 119,900 SH   SOLE   119,900 0 0
HEXCEL CORP NEW COM 428291108 8,884 223,782 SH   SOLE   223,782 0 0
HHGREGG INC PUT 42833L958 215 1,100 SH Put SOLE   1,100 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 1,107 109,031 SH   SOLE   109,031 0 0
HOOKER FURNITURE CORP COM 439038100 1,014 66,682 SH   SOLE   66,682 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 4,524 138,225 SH   SOLE   138,225 0 0
HUBBELL INC CL B 443510201 4,343 36,036 SH   SOLE   36,036 0 0
HUTCHINSON TECHNOLOGY INC NOTE 8.500% 1/1 448407AG1 12,225 12,701,000 PRN   SOLE   12,701,000 0 0
ICAD INC COM NEW 44934S206 4,547 461,576 SH   SOLE   461,576 0 0
IGI LABS INC COM 449575109 245 26,309 SH   SOLE   26,309 0 0
IPG PHOTONICS CORP COM 44980X109 1,876 27,273 SH   SOLE   27,273 0 0
ICONIX BRAND GROUP INC NOTE 2.500% 6/0 451055AE7 3,153 2,500,000 PRN   SOLE   2,500,000 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,105 69,263 SH   SOLE   69,263 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 3,138 199,635 SH   SOLE   199,635 0 0
ISHARES CALL 464286902 602 3,023 SH Call SOLE   3,023 0 0
ISHARES PUT 464286952 801 3,023 SH Put SOLE   3,023 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 46,930 1,129,219 SH   SOLE   1,129,219 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 14,038 128,374 SH   SOLE   128,374 0 0
ISHARES TR PUT 464287955 366 6,000 SH Put SOLE   6,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 2.750%10/0 464337AG9 44,066 18,228,000 PRN   SOLE   18,228,000 0 0
J G WENTWORTH CO CL A 46618D108 12,775 1,031,085 SH   SOLE   1,031,085 0 0
JETBLUE AIRWAYS CORP DBCV 5.500%10/1 477143AE1 99,265 41,061,000 PRN   SOLE   41,061,000 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AF8 18,554 8,550,000 PRN   SOLE   8,550,000 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 54,871 24,259,000 PRN   SOLE   24,259,000 0 0
JOHNSON & JOHNSON COM 478160104 5,613 52,658 SH   SOLE   52,658 0 0
JOHNSON CTLS INC COM 478366107 1,957 44,481 SH   SOLE   44,481 0 0
KAR AUCTION SVCS INC COM 48238T109 5,184 181,068 SH   SOLE   181,068 0 0
KKR & CO L P DEL COM UNITS 48248M102 5,168 231,733 SH   SOLE   231,733 0 0
KB HOME COM 48666K109 2,046 136,935 SH   SOLE   136,935 0 0
KILROY RLTY CORP COM 49427F108 5,944 100,000 SH   SOLE   100,000 0 0
LKQ CORP COM 501889208 1,957 73,588 SH   SOLE   73,588 0 0
LAM RESEARCH CORP COM 512807108 6,069 81,244 SH   SOLE   81,244 0 0
LEUCADIA NATL CORP COM 527288104 6,952 291,626 SH   SOLE   291,626 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 288 6,300 SH   SOLE   6,300 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 18,871 29,201,000 PRN   SOLE   29,201,000 0 0
LIFE TIME FITNESS INC COM 53217R207 3,778 74,910 SH   SOLE   74,910 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 2,697 57,404 SH   SOLE   57,404 0 0
LINCOLN NATL CORP IND COM 534187109 2,599 48,514 SH   SOLE   48,514 0 0
LORILLARD INC COM 544147101 23,784 397,002 SH   SOLE   397,002 0 0
MBIA INC COM 55262C100 14,206 1,547,475 SH   SOLE   1,547,475 0 0
MB FINANCIAL INC NEW COM 55264U108 210 7,600 SH   SOLE   7,600 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 5,721 298,125 SH   SOLE   298,125 0 0
MFRI INC COM 552721102 522 54,949 SH   SOLE   54,949 0 0
MRC GLOBAL INC COM 55345K103 816 35,011 SH   SOLE   35,011 0 0
MANHATTAN ASSOCS INC COM 562750109 668 20,000 SH   SOLE   20,000 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 26,752 1,252,613 SH   SOLE   1,252,613 0 0
MARKET VECTORS ETF TR CALL 57060U906 366 3,994 SH Call SOLE   3,994 0 0
MARKET VECTORS ETF TR JR GOLD MINERS E 57061R544 3,197 95,081 SH   SOLE   95,081 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 936 51,111 SH   SOLE   51,111 0 0
MEDTRONIC INC COM 585055106 4,318 69,708 SH   SOLE   69,708 0 0
METHODE ELECTRS INC COM 591520200 1,844 50,014 SH   SOLE   50,014 0 0
METLIFE INC COM 59156R108 2,930 54,535 SH   SOLE   54,535 0 0
MIDSTATES PETE CO INC COM 59804T100 1,927 381,561 SH   SOLE   381,561 0 0
MILLER HERMAN INC COM 600544100 3,485 116,754 SH   SOLE   116,754 0 0
MIMEDX GROUP INC COM 602496101 1,602 224,616 SH   SOLE   224,616 0 0
MODINE MFG CO COM 607828100 1,433 120,763 SH   SOLE   120,763 0 0
MOTORCAR PTS AMER INC COM 620071100 5,639 207,233 SH   SOLE   207,233 0 0
MUELLER WTR PRODS INC COM SER A 624758108 2,940 355,055 SH   SOLE   355,055 0 0
MYRIAD GENETICS INC COM 62855J104 1,926 49,938 SH   SOLE   49,938 0 0
NATIONAL WESTN LIFE INS CO CL A 638522102 2,534 10,260 SH   SOLE   10,260 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 9,189 268,380 SH   SOLE   268,380 0 0
NELNET INC CL A 64031N108 11,471 266,200 SH   SOLE   266,200 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 5,819 482,872 SH   SOLE   482,872 0 0
NETAPP INC COM 64110D104 8,815 205,200 SH   SOLE   205,200 0 0
NETLIST INC COM 64118P109 1,402 1,177,793 SH   SOLE   1,177,793 0 0
NEVSUN RES LTD COM 64156L101 536 148,482 SH   SOLE   148,482 0 0
NEW RESIDENTIAL INVT CORP COM 64828T102 2,298 394,148 SH   SOLE   394,148 0 0
NEWCASTLE INVT CORP NEW COM NEW 65105M504 50,818 4,007,734 SH   SOLE   4,007,734 0 0
NEWMONT MINING CORP COM 651639106 10,391 450,797 SH   SOLE   450,797 0 0
NEWTEK BUSINESS SVCS INC COM 652526104 747 271,796 SH   SOLE   271,796 0 0
NIKE INC CL B 654106103 321 3,600 SH   SOLE   3,600 0 0
NOKIA CORP SPONSORED ADR 654902204 295 34,900 SH   SOLE   34,900 0 0
NORCRAFT COS INC COM 65557Y105 2,859 179,263 SH   SOLE   179,263 0 0
NORTEK INC COM NEW 656559309 323 4,330 SH   SOLE   4,330 0 0
NORTHROP GRUMMAN CORP COM 666807102 303 2,300 SH   SOLE   2,300 0 0
NORTHWEST BIOTHERAPEUTICS IN COM PAR $0.001 66737P600 101 20,000 SH   SOLE   20,000 0 0
NUVEEN MUN ADVANTAGE FD INC COM 67062H106 2,107 156,210 SH   SOLE   156,210 0 0
NUVEEN CAL AMT-FREE MUN INC COM 670651108 1,393 100,000 SH   SOLE   100,000 0 0
NUVEEN DIV ADVANTAGE MUN FD COM 67070F100 1,393 100,000 SH   SOLE   100,000 0 0
OI S.A. SPN ADR REP PFD 670851203 3,455 4,935,237 SH   SOLE   4,935,237 0 0
OFG BANCORP COM 67103X102 2,044 136,452 SH   SOLE   136,452 0 0
OCH ZIFF CAP MGMT GROUP CL A 67551U105 1,871 174,724 SH   SOLE   174,724 0 0
OCWEN FINL CORP COM NEW 675746309 10,604 405,061 SH   SOLE   405,061 0 0
OFFICE DEPOT INC COM 676220106 1,623 315,704 SH   SOLE   315,704 0 0
OMNICARE INC NOTE 3.750% 4/0 681904AP3 45,026 28,828,000 PRN   SOLE   28,828,000 0 0
OMNOVA SOLUTIONS INC COM 682129101 783 145,813 SH   SOLE   145,813 0 0
ON ASSIGNMENT INC COM 682159108 1,878 69,926 SH   SOLE   69,926 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 745 36,795 SH   SOLE   36,795 0 0
ORACLE CORP COM 68389X105 12,711 332,066 SH   SOLE   332,066 0 0
PBF ENERGY INC CL A 69318G106 8,866 369,418 SH   SOLE   369,418 0 0
PDL BIOPHARMA INC NOTE 3.750% 5/0 69329YAC8 34,697 27,374,000 PRN   SOLE   27,374,000 0 0
PACIFIC PREMIER BANCORP COM 69478X105 1,595 113,503 SH   SOLE   113,503 0 0
PACIRA PHARMACEUTICALS INC NOTE 3.250% 2/0 695127AB6 53,331 13,657,000 PRN   SOLE   13,657,000 0 0
PANTRY INC COM 698657103 3,412 168,659 SH   SOLE   168,659 0 0
PAR PETE CORP COM NEW 69888T207 116,151 8,616,576 SH   SOLE   8,616,576 0 0
PARKWAY PPTYS INC COM 70159Q104 192 10,200 SH   SOLE   10,200 0 0
PATTERSON COMPANIES INC COM 703395103 2,678 64,644 SH   SOLE   64,644 0 0
PENN VA CORP COM 707882106 1,659 130,550 SH   SOLE   130,550 0 0
PEPSICO INC COM 713448108 4,060 43,616 SH   SOLE   43,616 0 0
PETSMART INC COM 716768106 3,450 49,222 SH   SOLE   49,222 0 0
PIER 1 IMPORTS INC COM 720279108 8,346 701,895 SH   SOLE   701,895 0 0
PINNACLE WEST CAP CORP COM 723484101 284 5,200 SH   SOLE   5,200 0 0
POWERSECURE INTL INC COM 73936N105 2,250 234,869 SH   SOLE   234,869 0 0
POZEN INC COM 73941U102 1,613 219,694 SH   SOLE   219,694 0 0
PREFERRED APT CMNTYS INC COM 74039L103 1,553 186,691 SH   SOLE   186,691 0 0
PRICELINE GRP INC COM NEW 741503403 1,727 1,491 SH   SOLE   1,491 0 0
PROVIDENCE SVC CORP COM 743815102 4,210 87,026 SH   SOLE   87,026 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 360 37,651 SH   SOLE   37,651 0 0
QUALCOMM INC COM 747525103 4,483 59,963 SH   SOLE   59,963 0 0
QUALITY DISTR INC FLA COM 74756M102 890 69,622 SH   SOLE   69,622 0 0
QUANTUM CORP COM DSSG 747906204 3,579 3,085,090 SH   SOLE   3,085,090 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 5,611 755,184 SH   SOLE   755,184 0 0
RCI HOSPITALITY HLDGS INC COM 74934Q108 1,948 176,749 SH   SOLE   176,749 0 0
RF MICRODEVICES INC COM 749941100 1,582 137,097 SH   SOLE   137,097 0 0
RADIAN GROUP INC COM 750236101 2,996 210,089 SH   SOLE   210,089 0 0
RANGE RES CORP COM 75281A109 1,370 20,197 SH   SOLE   20,197 0 0
REGIONAL MGMT CORP COM 75902K106 4,661 259,670 SH   SOLE   259,670 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 2,467 243,050 SH   SOLE   243,050 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 9,156 824,152 SH   SOLE   824,152 0 0
RITE AID CORP COM 767754104 10,201 2,107,600 SH   SOLE   2,107,600 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 1,868 81,971 SH   SOLE   81,971 0 0
ROCK-TENN CO CL A 772739207 4,483 94,211 SH   SOLE   94,211 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 297 3,900 SH   SOLE   3,900 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 39,591 200,951 SH   SOLE   200,951 0 0
SPDR S&P 500 ETF TR CALL 78462F903 1,899 19,500 SH Call SOLE   19,500 0 0
SPDR S&P 500 ETF TR PUT 78462F953 3,500 18,904 SH Put SOLE   18,904 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 837 7,200 SH   SOLE   7,200 0 0
SPDR GOLD TRUST CALL 78463V907 191 1,000 SH Call SOLE   1,000 0 0
SPDR GOLD TRUST PUT 78463V957 1,060 1,000 SH Put SOLE   1,000 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 748 3,000 SH   SOLE   3,000 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 1,619 87,987 SH   SOLE   87,987 0 0
SAFEGUARD SCIENTIFICS INC DBCV 5.250% 5/1 786449AK4 9,364 7,640,000 PRN   SOLE   7,640,000 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 2,450 75,702 SH   SOLE   75,702 0 0
SANOFI RIGHT 12/31/2020 80105N113 13,469 28,958,852 SH   SOLE   28,958,852 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 7,270 6,700,000 PRN   SOLE   6,700,000 0 0
SEALED AIR CORP NEW COM 81211K100 1,463 41,956 SH   SOLE   41,956 0 0
SEARS HLDGS CORP COM 812350106 401 15,900 SH   SOLE   15,900 0 0
SEARS HLDGS CORP PUT 812350956 500 1,000 SH Put SOLE   1,000 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 9,080 100,200 SH   SOLE   100,200 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 7,873 148,124 SH   SOLE   148,124 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 8,149 204,247 SH   SOLE   204,247 0 0
SELECT COMFORT CORP COM 81616X103 8,715 416,601 SH   SOLE   416,601 0 0
SHIRE PLC SPONSORED ADR 82481R106 19,132 73,855 SH   SOLE   73,855 0 0
SHORETEL INC COM 825211105 73 11,000 SH   SOLE   11,000 0 0
SILVER WHEATON CORP COM 828336107 2,261 113,429 SH   SOLE   113,429 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 291 3,800 SH   SOLE   3,800 0 0
SKILLED HEALTHCARE GROUP INC CL A 83066R107 2,243 339,850 SH   SOLE   339,850 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,193 20,551 SH   SOLE   20,551 0 0
SOTHEBYS COM 835898107 8,889 248,843 SH   SOLE   248,843 0 0
SPARTANNASH CO COM 847215100 2,295 117,979 SH   SOLE   117,979 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 1,474 86,407 SH   SOLE   86,407 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 918 24,122 SH   SOLE   24,122 0 0
STAPLES INC COM 855030102 7,884 651,563 SH   SOLE   651,563 0 0
STONEGATE MTG CORP COM 86181Q300 11,103 854,758 SH   SOLE   854,758 0 0
STRYKER CORP COM 863667101 2,324 28,778 SH   SOLE   28,778 0 0
SUMMER INFANT INC COM 865646103 248 70,801 SH   SOLE   70,801 0 0
SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 6,070 4,000,000 PRN   SOLE   4,000,000 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 3,695 2,500,000 PRN   SOLE   2,500,000 0 0
SUPER MICRO COMPUTER INC COM 86800U104 938 31,880 SH   SOLE   31,880 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 3,687 424,291 SH   SOLE   424,291 0 0
SYKES ENTERPRISES INC COM 871237103 2,000 100,120 SH   SOLE   100,120 0 0
SYMANTEC CORP COM 871503108 5,266 224,000 SH   SOLE   224,000 0 0
SYNERGETICS USA INC COM 87160G107 1,089 319,263 SH   SOLE   319,263 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 6,426 63,464 SH   SOLE   63,464 0 0
TARGET CORP COM 87612E106 1,825 29,120 SH   SOLE   29,120 0 0
TASEKO MINES LTD COM 876511106 1,376 809,548 SH   SOLE   809,548 0 0
TELECOMMUNICATION SYS INC CL A 87929J103 1,182 423,537 SH   SOLE   423,537 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 873 500,000 PRN   SOLE   500,000 0 0
TELENAV INC COM 879455103 670 100,000 SH   SOLE   100,000 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,557 26,218 SH   SOLE   26,218 0 0
TENNECO INC COM 880349105 3,615 69,103 SH   SOLE   69,103 0 0
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 13,834 7,000,000 PRN   SOLE   7,000,000 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 73,527 36,456,000 PRN   SOLE   36,456,000 0 0
TEXAS ROADHOUSE INC COM 882681109 2,215 79,551 SH   SOLE   79,551 0 0
TOWER INTL INC COM 891826109 557 22,117 SH   SOLE   22,117 0 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 3,689 373,357 SH   SOLE   373,357 0 0
TREEHOUSE FOODS INC COM 89469A104 298 3,700 SH   SOLE   3,700 0 0
TRIANGLE CAP CORP COM 895848109 230 9,100 SH   SOLE   9,100 0 0
TRIMAS CORP COM NEW 896215209 1,301 53,478 SH   SOLE   53,478 0 0
TRIMBLE NAVIGATION LTD COM 896239100 1,613 52,889 SH   SOLE   52,889 0 0
TRINITY BIOTECH PLC SPON ADR NEW 896438306 12,915 706,909 SH   SOLE   706,909 0 0
TRUEBLUE INC COM 89785X101 1,895 75,014 SH   SOLE   75,014 0 0
TURTLE BEACH CORP COM 900450107 443 57,946 SH   SOLE   57,946 0 0
TUTOR PERINI CORP COM 901109108 1,456 55,142 SH   SOLE   55,142 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 6,966 209,117 SH   SOLE   209,117 0 0
TWO HBRS INVT CORP COM 90187B101 14,474 1,496,780 SH   SOLE   1,496,780 0 0
USA TECHNOLOGIES INC CONV PFD SER A 90328S203 1,012 49,487 SH   SOLE   49,487 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 984 109,933 SH   SOLE   109,933 0 0
ULTRA PETROLEUM CORP COM 903914109 3,108 133,622 SH   SOLE   133,622 0 0
UNITED TECHNOLOGIES CORP COM 913017109 3,531 33,439 SH   SOLE   33,439 0 0
UNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 91307CAF9 27,791 10,329,000 PRN   SOLE   10,329,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 12,819 148,631 SH   SOLE   148,631 0 0
VALERO ENERGY CORP NEW COM 91913Y100 11,119 240,311 SH   SOLE   240,311 0 0
VARIAN MED SYS INC COM 92220P105 3,338 41,666 SH   SOLE   41,666 0 0
VENAXIS INC COM 92262A107 706 425,306 SH   SOLE   425,306 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 8,117 162,381 SH   SOLE   162,381 0 0
VERTEX ENERGY INC COM 92534K107 2,929 420,840 SH   SOLE   420,840 0 0
VONAGE HLDGS CORP COM 92886T201 10,007 3,050,800 SH   SOLE   3,050,800 0 0
VOYA FINL INC COM 929089100 1,339 34,238 SH   SOLE   34,238 0 0
VRINGO INC COM 92911N104 1,282 1,356,816 SH   SOLE   1,356,816 0 0
WABCO HLDGS INC COM 92927K102 1,905 20,945 SH   SOLE   20,945 0 0
WASHINGTON PRIME GROUP INC COM 939647103 299 17,100 SH   SOLE   17,100 0 0
WASTE MGMT INC DEL COM 94106L109 299 6,300 SH   SOLE   6,300 0 0
WESTMORELAND COAL CO COM 960878106 962 25,715 SH   SOLE   25,715 0 0
WHIRLPOOL CORP COM 963320106 11,242 77,186 SH   SOLE   77,186 0 0
WIDEPOINT CORP COM 967590100 782 456,151 SH   SOLE   456,151 0 0
XCERRA CORP COM 98400J108 2,823 288,315 SH   SOLE   288,315 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 2,326 159,222 SH   SOLE   159,222 0 0
ZAGG INC COM 98884U108 1,399 250,690 SH   SOLE   250,690 0 0
ZHONE TECHNOLOGIES INC NEW COM NEW 98950P884 1,938 717,780 SH   SOLE   717,780 0 0
AIRCASTLE LTD COM G0129K104 1,049 64,090 SH   SOLE   64,090 0 0
ASSURED GUARANTY LTD COM G0585R106 5,298 239,090 SH   SOLE   239,090 0 0
COSAN LTD SHS A G25343107 719 66,793 SH   SOLE   66,793 0 0
COVIDIEN PLC SHS G2554F113 52,438 606,146 SH   SOLE   606,146 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 3,739 60,951 SH   SOLE   60,951 0 0
HERBALIFE LTD COM USD SHS G4412G101 388 8,859 SH   SOLE   8,859 0 0
HERBALIFE LTD PUT G4412G951 225 1,000 SH Put SOLE   1,000 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 3,044 274,708 SH   SOLE   274,708 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 3,839 3,023,054 SH   SOLE   3,023,054 0 0
TRANSOCEAN LTD REG SHS H8817H100 8,012 250,620 SH   SOLE   250,620 0 0
PERION NETWORK LTD SHS M78673106 2,158 388,059 SH   SOLE   388,059 0 0
SILICOM LTD ORD M84116108 877 30,079 SH   SOLE   30,079 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 7,116 241,295 SH   SOLE   241,295 0 0
AERCAP HOLDINGS NV SHS N00985106 1,408 34,420 SH   SOLE   34,420 0 0
STEINER LEISURE LTD ORD P8744Y102 925 24,600 SH   SOLE   24,600 0 0
PLANET PAYMENT INC SHS U72603118 896 457,180 SH   SOLE   457,180 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 5,305 578,539 SH   SOLE   578,539 0 0
DRYSHIPS INC SHS Y2109Q101 1,863 754,279 SH   SOLE   754,279 0 0
DYNAGAS LNG PARTNERS LP COM UNIT LTD PT Y2188B108 1,453 61,536 SH   SOLE   61,536 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 3,173 307,490 SH   SOLE   307,490 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 1,076 179,308 SH   SOLE   179,308 0 0
SAFE BULKERS INC COM Y7388L103 732 109,924 SH   SOLE   109,924 0 0