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
ABM INDS INC COM 000957100 284 8,900 SH   SOLE   8,900 0 0
AES CORP COM 00130H105 1,077 51,267 SH   SOLE   51,267 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 1,814 33,184 SH   SOLE   33,184 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 29,076 14,000,000 PRN   SOLE   14,000,000 0 0
AV HOMES INC NOTE 7.500% 2/1 00234PAB8 14,923 14,979,000 PRN   SOLE   14,979,000 0 0
ACXIOM CORP COM 005125109 680 36,793 SH   SOLE   36,793 0 0
ADDUS HOMECARE CORP COM 006739106 1,621 70,400 SH   SOLE   70,400 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 592 64,180 SH   SOLE   64,180 0 0
AKORN INC COM 009728106 2,471 52,016 SH   SOLE   52,016 0 0
ALERE INC COM 01449J105 4,025 82,305 SH   SOLE   82,305 0 0
ALLIANCE HEALTHCARE SRVCS IN COM PAR $0.01 018606301 428 19,278 SH   SOLE   19,278 0 0
ALLIANCEBERNSTEIN INCOME FUN COM 01881E101 5,348 692,682 SH   SOLE   692,682 0 0
ALLY FINL INC COM 02005N100 45,853 2,185,562 SH   SOLE   2,185,562 0 0
ALPHA NATURAL RESOURCES INC NOTE 4.875%12/1 02076XAF9 1,230 4,906,000 PRN   SOLE   4,906,000 0 0
AMBAC FINL GROUP INC COM NEW 023139884 29,310 1,211,156 SH   SOLE   1,211,156 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 10,479 198,543 SH   SOLE   198,543 0 0
AMERICAN AIRLS GROUP INC PUT 02376R952 54 600 SH Put SOLE   600 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 14,525 680,966 SH   SOLE   680,966 0 0
AMERICAN CAP LTD COM 02503Y103 69,435 4,694,731 SH   SOLE   4,694,731 0 0
AMERICAN CAP MTG INVT CORP COM 02504A104 6,561 365,301 SH   SOLE   365,301 0 0
AMERIS BANCORP COM 03076K108 1,832 69,439 SH   SOLE   69,439 0 0
AMETEK INC NEW COM 031100100 4,750 90,406 SH   SOLE   90,406 0 0
AMGEN INC COM 031162100 3,525 22,050 SH   SOLE   22,050 0 0
ANGIES LIST INC COM 034754101 8,028 1,367,654 SH   SOLE   1,367,654 0 0
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 4,370 202,327 SH   SOLE   202,327 0 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 160 10,000 SH   SOLE   10,000 0 0
APPLE INC COM 037833100 2,974 23,897 SH   SOLE   23,897 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
ARRIS GROUP INC NEW COM 04270V106 1,904 65,882 SH   SOLE   65,882 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 4,162 96,748 SH   SOLE   96,748 0 0
ATWOOD OCEANICS INC COM 050095108 17,081 607,666 SH   SOLE   607,666 0 0
AURICO GOLD INC COM 05155C105 277 100,100 SH   SOLE   100,100 0 0
AVERY DENNISON CORP COM 053611109 3,666 69,284 SH   SOLE   69,284 0 0
BAKER HUGHES INC COM 057224107 8,823 138,772 SH   SOLE   138,772 0 0
BANC CALIF INC COM 05990K106 298 24,200 SH   SOLE   24,200 0 0
BARRETT BILL CORP COM 06846N104 438 52,776 SH   SOLE   52,776 0 0
BIG LOTS INC COM 089302103 1,085 22,588 SH   SOLE   22,588 0 0
BLACK BOX CORP DEL COM 091826107 1,410 67,372 SH   SOLE   67,372 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 3,184 81,865 SH   SOLE   81,865 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 11,725 413,299 SH   SOLE   413,299 0 0
BLUEROCK RESIDENT GR REIT IN COM CL A 09627J102 1,434 107,546 SH   SOLE   107,546 0 0
BRINKER INTL INC COM 109641100 1,110 18,037 SH   SOLE   18,037 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 3,599 55,805 SH   SOLE   55,805 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 303 25,500 SH   SOLE   25,500 0 0
BUFFALO WILD WINGS INC COM 119848109 4,130 22,788 SH   SOLE   22,788 0 0
C & F FINL CORP COM 12466Q104 216 6,185 SH   SOLE   6,185 0 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 98,017 40,212,000 PRN   SOLE   40,212,000 0 0
CALLAWAY GOLF CO NOTE 3.750% 8/1 131193AC8 12,836 10,023,000 PRN   SOLE   10,023,000 0 0
CAPITAL ONE FINL CORP COM 14040H105 13,413 170,170 SH   SOLE   170,170 0 0
CARLISLE COS INC COM 142339100 6,031 65,106 SH   SOLE   65,106 0 0
CASTLE A M & CO NOTE 7.000%12/1 148411AF8 3,815 5,808,000 PRN   SOLE   5,808,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 7,987 843,427 SH   SOLE   843,427 0 0
CENTRUS ENERGY CORP CL A 15643U104 2,453 479,962 SH   SOLE   479,962 0 0
CHEESECAKE FACTORY INC COM 163072101 2,949 59,777 SH   SOLE   59,777 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 34,004 41,000,000 PRN   SOLE   41,000,000 0 0
CHEROKEE INC DEL NEW COM 16444H102 811 41,625 SH   SOLE   41,625 0 0
CHERRY HILL MTG INVT CORP COM 164651101 2,742 155,519 SH   SOLE   155,519 0 0
CHEVRON CORP NEW COM 166764100 8,707 82,938 SH   SOLE   82,938 0 0
CINTAS CORP COM 172908105 4,679 57,317 SH   SOLE   57,317 0 0
CITIGROUP INC CALL 172967904 59 300 SH Call SOLE   300 0 0
CIVITAS SOLUTIONS INC COM 17887R102 6,357 303,597 SH   SOLE   303,597 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 15,129 20,814,000 PRN   SOLE   20,814,000 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 1,107 1,500,000 PRN   SOLE   1,500,000 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 2,011 38,463 SH   SOLE   38,463 0 0
CONSUMER PORTFOLIO SVCS INC COM 210502100 1,842 263,490 SH   SOLE   263,490 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 4,933 218,388 SH   SOLE   218,388 0 0
CORSICANTO LTD NOTE 3.500% 1/1 220480AB3 20,059 18,835,000 PRN   SOLE   18,835,000 0 0
CRAWFORD & CO CL A 224633206 411 54,497 SH   SOLE   54,497 0 0
CUMMINS INC COM 231021106 305 2,200 SH   SOLE   2,200 0 0
CUMULUS MEDIA INC CL A 231082108 585 236,868 SH   SOLE   236,868 0 0
CYNOSURE INC CL A 232577205 2,466 80,400 SH   SOLE   80,400 0 0
DECKERS OUTDOOR CORP COM 243537107 12,370 169,755 SH   SOLE   169,755 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 5,146 114,460 SH   SOLE   114,460 0 0
DESTINATION MATERNITY CORP COM 25065D100 4,104 272,514 SH   SOLE   272,514 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 158 11,150 SH   SOLE   11,150 0 0
DICE HLDGS INC COM 253017107 1,083 121,440 SH   SOLE   121,440 0 0
DOLLAR GEN CORP NEW COM 256677105 3,066 40,679 SH   SOLE   40,679 0 0
DOLLAR TREE INC COM 256746108 6,062 74,702 SH   SOLE   74,702 0 0
DOMTAR CORP COM NEW 257559203 2,655 57,445 SH   SOLE   57,445 0 0
DONNELLEY R R & SONS CO COM 257867101 1,315 68,504 SH   SOLE   68,504 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 4,473 56,993 SH   SOLE   56,993 0 0
E M C CORP MASS COM 268648102 9,631 376,809 SH   SOLE   376,809 0 0
EQT CORP COM 26884L109 1,210 14,606 SH   SOLE   14,606 0 0
EATON VANCE NATL MUN OPPORT COM SHS 27829L105 2,147 101,252 SH   SOLE   101,252 0 0
EBAY INC COM 278642103 8,390 145,457 SH   SOLE   145,457 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 28,974 15,630,000 PRN   SOLE   15,630,000 0 0
ELLINGTON FINANCIAL LLC COM 288522303 2,987 150,000 SH   SOLE   150,000 0 0
ENCORE CAP GROUP INC COM 292554102 5,554 133,546 SH   SOLE   133,546 0 0
ENCORE CAP GROUP INC NOTE 3.000%11/2 292554AD4 41,863 30,131,000 PRN   SOLE   30,131,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 32,519 30,180,000 PRN   SOLE   30,180,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 4,731 5,000,000 PRN   SOLE   5,000,000 0 0
ENERSYS NOTE 3.375% 6/0 29275YAA0 51,724 32,227,000 PRN   SOLE   32,227,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 306 9,300 SH   SOLE   9,300 0 0
EPAM SYS INC COM 29414B104 3,446 56,226 SH   SOLE   56,226 0 0
EPLUS INC COM 294268107 651 7,484 SH   SOLE   7,484 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 731 14,147 SH   SOLE   14,147 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 7,080 9,300,000 PRN   SOLE   9,300,000 0 0
EXTREME NETWORKS INC COM 30226D106 961 304,260 SH   SOLE   304,260 0 0
EZCORP INC CL A NON VTG 302301106 11,060 1,211,340 SH   SOLE   1,211,340 0 0
EXXON MOBIL CORP COM 30231G102 8,266 97,244 SH   SOLE   97,244 0 0
FLIR SYS INC COM 302445101 5,722 182,943 SH   SOLE   182,943 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 3,437 121,922 SH   SOLE   121,922 0 0
FEDERAL SIGNAL CORP COM 313855108 720 45,574 SH   SOLE   45,574 0 0
FINANCIAL INSTNS INC COM 317585404 1,460 63,688 SH   SOLE   63,688 0 0
FIRST MERCHANTS CORP COM 320817109 2,401 102,004 SH   SOLE   102,004 0 0
FLUOR CORP NEW COM 343412102 10,793 188,821 SH   SOLE   188,821 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 1,761 120,940 SH   SOLE   120,940 0 0
FONAR CORP COM NEW 344437405 1,488 113,525 SH   SOLE   113,525 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 5,489 680,204 SH   SOLE   680,204 0 0
FORWARD AIR CORP COM 349853101 3,617 66,612 SH   SOLE   66,612 0 0
GEO GROUP INC NEW COM 36162J106 761 17,402 SH   SOLE   17,402 0 0
GSV CAP CORP NOTE 5.250% 9/1 36191JAB7 3,305 3,500,000 PRN   SOLE   3,500,000 0 0
GAIN CAP HLDGS INC COM 36268W100 160 16,425 SH   SOLE   16,425 0 0
GENERAL MTRS CO COM 37045V100 3,635 96,933 SH   SOLE   96,933 0 0
GILEAD SCIENCES INC COM 375558103 9,704 98,892 SH   SOLE   98,892 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 745 97,708 SH   SOLE   97,708 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 1,407 74,384 SH   SOLE   74,384 0 0
GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 18,609 7,658,226 SH   SOLE   7,658,226 0 0
GRAN TIERRA ENERGY INC COM 38500T101 8,174 2,994,194 SH   SOLE   2,994,194 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 753 51,805 SH   SOLE   51,805 0 0
GREATBATCH INC COM 39153L106 2,891 49,976 SH   SOLE   49,976 0 0
GREEN PLAINS INC NOTE 3.250%10/0 393222AD6 13,421 9,000,000 PRN   SOLE   9,000,000 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 253 152,392 SH   SOLE   152,392 0 0
HCI GROUP INC COM 40416E103 1,524 33,219 SH   SOLE   33,219 0 0
HD SUPPLY HLDGS INC COM 40416M105 7,725 247,963 SH   SOLE   247,963 0 0
HMS HLDGS CORP COM 40425J101 211 13,650 SH   SOLE   13,650 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 2,004 109,636 SH   SOLE   109,636 0 0
HARVARD BIOSCIENCE INC COM 416906105 231 39,739 SH   SOLE   39,739 0 0
HEALTH NET INC COM 42222G108 3,617 59,798 SH   SOLE   59,798 0 0
HEARTLAND EXPRESS INC COM 422347104 5,065 213,182 SH   SOLE   213,182 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 74,580 90,675,000 PRN   SOLE   90,675,000 0 0
HOLOGIC INC COM 436440101 317 9,600 SH   SOLE   9,600 0 0
HOMESTREET INC COM 43785V102 330 18,000 SH   SOLE   18,000 0 0
HOOKER FURNITURE CORP COM 439038100 2,631 138,127 SH   SOLE   138,127 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 1,494 79,419 SH   SOLE   79,419 0 0
HUBBELL INC CL B 443510201 8,667 79,066 SH   SOLE   79,066 0 0
ICAD INC COM NEW 44934S206 4,206 439,035 SH   SOLE   439,035 0 0
IGI LABS INC COM 449575109 3,922 480,627 SH   SOLE   480,627 0 0
ICONIX BRAND GROUP INC NOTE 2.500% 6/0 451055AE7 15,969 13,700,000 PRN   SOLE   13,700,000 0 0
ILLUMINA INC COM 452327109 7,853 42,300 SH   SOLE   42,300 0 0
IMPERIAL HLDGS INC NOTE 8.500% 2/1 452834AE4 7,995 6,500,000 PRN   SOLE   6,500,000 0 0
INCONTACT INC COM 45336E109 430 39,421 SH   SOLE   39,421 0 0
INFUSYSTEM HLDGS INC COM 45685K102 904 333,750 SH   SOLE   333,750 0 0
INGRAM MICRO INC CL A 457153104 1,709 68,025 SH   SOLE   68,025 0 0
INSTEEL INDUSTRIES INC COM 45774W108 1,457 67,382 SH   SOLE   67,382 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2,798 139,785 SH   SOLE   139,785 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 1,666 28,666 SH   SOLE   28,666 0 0
INTERPUBLIC GROUP COS INC COM 460690100 3,650 165,026 SH   SOLE   165,026 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 666 25,420 SH   SOLE   25,420 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 53,246 1,326,846 SH   SOLE   1,326,846 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 2.750%10/0 464337AG9 46,971 12,228,000 PRN   SOLE   12,228,000 0 0
J G WENTWORTH CO CL A 46618D108 9,668 930,531 SH   SOLE   930,531 0 0
JAKKS PAC INC COM 47012E106 844 123,345 SH   SOLE   123,345 0 0
JD COM INC SPON ADR CL A 47215P106 206 7,000 SH   SOLE   7,000 0 0
JETBLUE AIRWAYS CORP DBCV 5.500%10/1 477143AE1 134,669 31,061,000 PRN   SOLE   31,061,000 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 96,202 24,259,000 PRN   SOLE   24,259,000 0 0
JOHNSON & JOHNSON COM 478160104 4,815 47,860 SH   SOLE   47,860 0 0
KKR & CO L P DEL COM UNITS 48248M102 5,160 226,206 SH   SOLE   226,206 0 0
KATE SPADE & CO COM 485865109 3,613 108,215 SH   SOLE   108,215 0 0
KIMBERLY CLARK CORP COM 494368103 300 2,800 SH   SOLE   2,800 0 0
KINDRED HEALTHCARE INC COM 494580103 4,242 178,316 SH   SOLE   178,316 0 0
KOHLS CORP COM 500255104 5,540 70,794 SH   SOLE   70,794 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 5,525 43,816 SH   SOLE   43,816 0 0
LAUDER ESTEE COS INC CL A 518439104 299 3,600 SH   SOLE   3,600 0 0
LEUCADIA NATL CORP COM 527288104 6,338 284,334 SH   SOLE   284,334 0 0
LEVY ACQUISITION CORP COM 52748T104 4,231 321,778 SH   SOLE   321,778 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 18,944 29,201,000 PRN   SOLE   29,201,000 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 1,995 27,162 SH   SOLE   27,162 0 0
LINCOLN NATL CORP IND COM 534187109 2,306 40,125 SH   SOLE   40,125 0 0
LITHIA MTRS INC CL A 536797103 4,051 40,746 SH   SOLE   40,746 0 0
LYON WILLIAM HOMES CL A NEW 552074700 1,610 62,364 SH   SOLE   62,364 0 0
MGP INGREDIENTS INC NEW COM 55303J106 624 46,330 SH   SOLE   46,330 0 0
MACYS INC COM 55616P104 6,860 105,678 SH   SOLE   105,678 0 0
MANPOWERGROUP INC COM 56418H100 5,573 64,692 SH   SOLE   64,692 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 25,151 1,378,901 SH   SOLE   1,378,901 0 0
MARKET VECTORS ETF TR JR GOLD MINERS E 57061R544 2,195 96,518 SH   SOLE   96,518 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 967 48,293 SH   SOLE   48,293 0 0
MCDONALDS CORP COM 580135101 4,960 50,904 SH   SOLE   50,904 0 0
MERCK & CO INC NEW COM 58933Y105 5,893 102,531 SH   SOLE   102,531 0 0
META FINL GROUP INC COM 59100U108 543 13,661 SH   SOLE   13,661 0 0
MIMEDX GROUP INC COM 602496101 696 66,922 SH   SOLE   66,922 0 0
MOTORCAR PTS AMER INC COM 620071100 864 31,103 SH   SOLE   31,103 0 0
MUELLER WTR PRODS INC COM SER A 624758108 2,989 303,464 SH   SOLE   303,464 0 0
NATIONAL WESTN LIFE INS CO CL A 638522102 2,237 8,798 SH   SOLE   8,798 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 5,156 208,163 SH   SOLE   208,163 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 353 19,676 SH   SOLE   19,676 0 0
NAVIGATORS GROUP INC COM 638904102 788 10,124 SH   SOLE   10,124 0 0
NAVISTAR INTL CORP NEW COM 63934E108 1,832 62,086 SH   SOLE   62,086 0 0
NELNET INC CL A 64031N108 8,257 174,488 SH   SOLE   174,488 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 2,163 158,143 SH   SOLE   158,143 0 0
NETAPP INC COM 64110D104 5,662 159,662 SH   SOLE   159,662 0 0
NETLIST INC COM 64118P109 84 145,482 SH   SOLE   145,482 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 822 54,685 SH   SOLE   54,685 0 0
NEW SR INVT GROUP INC COM 648691103 44,402 2,670,008 SH   SOLE   2,670,008 0 0
NEWCASTLE INVT CORP NEW COM PAR $0.01 65105M603 1,435 295,908 SH   SOLE   295,908 0 0
NEWMONT MINING CORP COM 651639106 4,860 223,860 SH   SOLE   223,860 0 0
NEWTEK BUSINESS SVCS CORP COM NEW 652526203 786 47,547 SH   SOLE   47,547 0 0
NIKE INC CL B 654106103 301 3,000 SH   SOLE   3,000 0 0
NORCRAFT COS INC COM 65557Y105 5,352 209,307 SH   SOLE   209,307 0 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 8,762 483,579 SH   SOLE   483,579 0 0
NUVEEN MUN ADVANTAGE FD INC COM 67062H106 2,359 171,417 SH   SOLE   171,417 0 0
NUVEEN CAL AMT-FREE MUN INC COM 670651108 1,513 101,252 SH   SOLE   101,252 0 0
NUVEEN DIV ADVANTAGE MUN FD COM 67070F100 1,436 101,252 SH   SOLE   101,252 0 0
OI S.A. SPN ADR PFD NEW 670851401 1,894 1,229,932 SH   SOLE   1,229,932 0 0
OCWEN FINL CORP COM NEW 675746309 37,443 4,538,518 SH   SOLE   4,538,518 0 0
OFFICE DEPOT INC COM 676220106 14,865 1,615,728 SH   SOLE   1,615,728 0 0
OMNOVA SOLUTIONS INC COM 682129101 1,066 124,952 SH   SOLE   124,952 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 329 14,007 SH   SOLE   14,007 0 0
ORACLE CORP COM 68389X105 10,841 251,233 SH   SOLE   251,233 0 0
PBF ENERGY INC CL A 69318G106 8,112 239,160 SH   SOLE   239,160 0 0
PHH CORP NOTE 6.000% 6/1 693320AQ6 29,764 15,042,000 PRN   SOLE   15,042,000 0 0
PGT INC COM 69336V101 3,276 293,193 SH   SOLE   293,193 0 0
PRA HEALTH SCIENCES INC COM 69354M108 2,163 75,010 SH   SOLE   75,010 0 0
PACIFIC PREMIER BANCORP COM 69478X105 1,607 99,275 SH   SOLE   99,275 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 1,504 16,930 SH   SOLE   16,930 0 0
PACIRA PHARMACEUTICALS INC NOTE 3.250% 2/0 695127AB6 51,147 14,327,000 PRN   SOLE   14,327,000 0 0
PAR PETE CORP COM NEW 69888T207 159,993 8,616,576 SH   SOLE   8,616,576 0 0
PARK OHIO HLDGS CORP COM 700666100 328 6,230 SH   SOLE   6,230 0 0
PENN NATL GAMING INC COM 707569109 875 55,876 SH   SOLE   55,876 0 0
PENN VA CORP COM 707882106 2,377 366,850 SH   SOLE   366,850 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 1,531 29,742 SH   SOLE   29,742 0 0
PEPSICO INC COM 713448108 3,200 33,468 SH   SOLE   33,468 0 0
PFIZER INC CALL 717081903 490 1,580 SH Call SOLE   1,580 0 0
PIER 1 IMPORTS INC COM 720279108 7,377 527,704 SH   SOLE   527,704 0 0
PINNACLE FOODS INC DEL COM 72348P104 6,594 161,588 SH   SOLE   161,588 0 0
PLANAR SYS INC COM 726900103 3,216 511,293 SH   SOLE   511,293 0 0
POWERSHARES QQQ TRUST CALL 73935A904 112 800 SH Call SOLE   800 0 0
POWERSECURE INTL INC COM 73936N105 1,926 146,389 SH   SOLE   146,389 0 0
POZEN INC COM 73941U102 1,072 138,797 SH   SOLE   138,797 0 0
PREFERRED APT CMNTYS INC COM 74039L103 3,398 314,024 SH   SOLE   314,024 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 703 73,583 SH   SOLE   73,583 0 0
PRICELINE GRP INC COM NEW 741503403 2,778 2,386 SH   SOLE   2,386 0 0
PROFIRE ENERGY INC COM 74316X101 91 67,324 SH   SOLE   67,324 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 283 30,884 SH   SOLE   30,884 0 0
QUALCOMM INC COM 747525103 6,192 89,293 SH   SOLE   89,293 0 0
QUALITY DISTR INC FLA COM 74756M102 606 58,661 SH   SOLE   58,661 0 0
QUANTUM CORP COM DSSG 747906204 1,460 912,530 SH   SOLE   912,530 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 4,352 634,343 SH   SOLE   634,343 0 0
RCI HOSPITALITY HLDGS INC COM 74934Q108 2,036 195,546 SH   SOLE   195,546 0 0
RTI SURGICAL INC COM 74975N105 1,015 205,428 SH   SOLE   205,428 0 0
RANGE RES CORP COM 75281A109 1,016 19,518 SH   SOLE   19,518 0 0
REGIONS FINL CORP NEW COM 7591EP100 9,674 1,023,742 SH   SOLE   1,023,742 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 766 55,745 SH   SOLE   55,745 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 720 185,551 SH   SOLE   185,551 0 0
RIGHTSIDE GROUP LTD COM 76658B100 215 21,194 SH   SOLE   21,194 0 0
RITE AID CORP COM 767754104 16,519 1,900,972 SH   SOLE   1,900,972 0 0
RUCKUS WIRELESS INC COM 781220108 2,896 224,985 SH   SOLE   224,985 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,049 9,924 SH   SOLE   9,924 0 0
SPDR S&P 500 ETF TR PUT 78462F953 10,732 29,700 SH Put SOLE   29,700 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 1,843 50,000 SH   SOLE   50,000 0 0
SPDR SERIES TRUST PUT 78464A958 65 1,145 SH Put SOLE   1,145 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 697 38,564 SH   SOLE   38,564 0 0
SAFEGUARD SCIENTIFICS INC DBCV 5.250% 5/1 786449AK4 9,211 7,640,000 PRN   SOLE   7,640,000 0 0
SAGENT PHARMACEUTICALS INC COM 786692103 2,476 106,489 SH   SOLE   106,489 0 0
SALIX PHARMACEUTICALS INC COM 795435106 1,655 9,578 SH   SOLE   9,578 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 21,436 15,740,000 PRN   SOLE   15,740,000 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 1,002 23,243 SH   SOLE   23,243 0 0
SANOFI RIGHT 12/31/2020 80105N113 13,651 20,134,257 SH   SOLE   20,134,257 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 7,882 101,600 SH   SOLE   101,600 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 7,551 135,404 SH   SOLE   135,404 0 0
SELECT SECTOR SPDR TR PUT 81369Y956 248 1,016 SH Put SOLE   1,016 0 0
SELECT COMFORT CORP COM 81616X103 10,511 304,945 SH   SOLE   304,945 0 0
SHIRE PLC SPONSORED ADR 82481R106 287 1,200 SH   SOLE   1,200 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,045 38,870 SH   SOLE   38,870 0 0
SKULLCANDY INC COM 83083J104 303 26,800 SH   SOLE   26,800 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 3,342 134,200 SH   SOLE   134,200 0 0
SOTHEBYS COM 835898107 12,037 284,828 SH   SOLE   284,828 0 0
SPARTANNASH CO COM 847215100 2,739 86,784 SH   SOLE   86,784 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 1,892 83,156 SH   SOLE   83,156 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 752 14,398 SH   SOLE   14,398 0 0
STAPLES INC COM 855030102 6,695 411,121 SH   SOLE   411,121 0 0
STATE STR CORP COM 857477103 294 4,000 SH   SOLE   4,000 0 0
STONEGATE MTG CORP COM 86181Q300 7,869 727,300 SH   SOLE   727,300 0 0
SUMMER INFANT INC COM 865646103 160 59,424 SH   SOLE   59,424 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 1,134 53,255 SH   SOLE   53,255 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 3,481 2,500,000 PRN   SOLE   2,500,000 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 5,498 454,796 SH   SOLE   454,796 0 0
SYKES ENTERPRISES INC COM 871237103 2,127 85,598 SH   SOLE   85,598 0 0
SYNAPTICS INC COM 87157D109 1,086 13,353 SH   SOLE   13,353 0 0
SYNERGETICS USA INC COM 87160G107 1,439 266,961 SH   SOLE   266,961 0 0
SYSCO CORP COM 871829107 6,036 159,991 SH   SOLE   159,991 0 0
TALISMAN ENERGY INC COM 87425E103 4,992 650,000 SH   SOLE   650,000 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 69,266 35,250,000 PRN   SOLE   35,250,000 0 0
TELENAV INC COM 879455103 687 86,728 SH   SOLE   86,728 0 0
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 43,066 26,190,000 PRN   SOLE   26,190,000 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 83,389 51,956,000 PRN   SOLE   51,956,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 299 4,800 SH   SOLE   4,800 0 0
TETRALOGIC PHARMACEUTICALS C COM 88165U109 218 49,800 SH   SOLE   49,800 0 0
TEXAS ROADHOUSE INC COM 882681109 4,033 110,708 SH   SOLE   110,708 0 0
TIME WARNER CABLE INC COM 88732J207 4,460 29,760 SH   SOLE   29,760 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 12,248 17,750,000 PRN   SOLE   17,750,000 0 0
TOWER INTL INC COM 891826109 9,746 366,373 SH   SOLE   366,373 0 0
TRAVELCENTERS AMER LLC COM 894174101 718 41,155 SH   SOLE   41,155 0 0
TRIMAS CORP COM NEW 896215209 2,301 74,722 SH   SOLE   74,722 0 0
TUTOR PERINI CORP COM 901109108 2,336 100,046 SH   SOLE   100,046 0 0
TWITTER INC PUT 90184L952 89 500 SH Put SOLE   500 0 0
USA TECHNOLOGIES INC CONV PFD SER A 90328S203 1,020 55,322 SH   SOLE   55,322 0 0
UNITED CONTL HLDGS INC COM 910047109 5,261 78,226 SH   SOLE   78,226 0 0
UNITED STATES OIL FUND LP UNITS 91232N108 4,113 244,237 SH   SOLE   244,237 0 0
UNITED STATES OIL FUND LP CALL 91232N908 776 7,000 SH Call SOLE   7,000 0 0
UNITED STATES OIL FUND LP PUT 91232N958 129 1,000 SH Put SOLE   1,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 4,851 41,395 SH   SOLE   41,395 0 0
VERSO CORP COM 92531L108 313 173,847 SH   SOLE   173,847 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,558 13,209 SH   SOLE   13,209 0 0
VISHAY PRECISION GROUP INC COM 92835K103 1,488 93,402 SH   SOLE   93,402 0 0
VITAMIN SHOPPE INC COM 92849E101 5,261 127,720 SH   SOLE   127,720 0 0
VONAGE HLDGS CORP COM 92886T201 10,152 2,067,618 SH   SOLE   2,067,618 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 4,366 51,560 SH   SOLE   51,560 0 0
WALKER & DUNLOP INC COM 93148P102 1,391 78,448 SH   SOLE   78,448 0 0
WESCO INTL INC COM 95082P105 5,229 74,820 SH   SOLE   74,820 0 0
WHIRLPOOL CORP COM 963320106 3,100 15,343 SH   SOLE   15,343 0 0
WIDEPOINT CORP COM 967590100 372 282,165 SH   SOLE   282,165 0 0
WILSHIRE BANCORP INC COM 97186T108 1,117 112,041 SH   SOLE   112,041 0 0
WOLVERINE WORLD WIDE INC COM 978097103 304 9,100 SH   SOLE   9,100 0 0
XCERRA CORP COM 98400J108 1,534 172,522 SH   SOLE   172,522 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 308 3,400 SH   SOLE   3,400 0 0
ZHONE TECHNOLOGIES INC NEW COM NEW 98950P884 32 24,644 SH   SOLE   24,644 0 0
ZILLOW GROUP INC PUT 98954M951 92 150 SH Put SOLE   150 0 0
ACTAVIS PLC SHS G0083B108 6,989 23,483 SH   SOLE   23,483 0 0
COSAN LTD SHS A G25343107 547 86,340 SH   SOLE   86,340 0 0
ENSTAR GROUP LIMITED SHS G3075P101 632 4,452 SH   SOLE   4,452 0 0
HELEN OF TROY CORP LTD COM G4388N106 2,483 30,472 SH   SOLE   30,472 0 0
HERBALIFE LTD COM USD SHS G4412G101 7,706 180,218 SH   SOLE   180,218 0 0
HERBALIFE LTD CALL G4412G901 380 1,200 SH Call SOLE   1,200 0 0
HERBALIFE LTD PUT G4412G951 22 185 SH Put SOLE   185 0 0
HORIZON PHARMA PLC SHS G4617B105 3,405 131,096 SH   SOLE   131,096 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 2,828 54,662 SH   SOLE   54,662 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 3,195 215,451 SH   SOLE   215,451 0 0
NABORS INDUSTRIES LTD SHS G6359F103 8,349 611,673 SH   SOLE   611,673 0 0
PARTNERRE LTD COM G6852T105 309 2,700 SH   SOLE   2,700 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 120 365,699 SH   SOLE   365,699 0 0
TRANSOCEAN LTD REG SHS H8817H100 808 55,112 SH   SOLE   55,112 0 0
TRANSOCEAN LTD PUT H8817H950 233 1,500 SH Put SOLE   1,500 0 0
LUMENIS LTD SHS CL B M6778Q121 458 38,286 SH   SOLE   38,286 0 0
ORBOTECH LTD ORD M75253100 1,670 104,188 SH   SOLE   104,188 0 0
PERION NETWORK LTD SHS M78673106 1,800 535,575 SH   SOLE   535,575 0 0
SUPERCOM LTD NEW SHS NEW M87095119 329 39,247 SH   SOLE   39,247 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 928 74,947 SH   SOLE   74,947 0 0
AERCAP HOLDINGS NV SHS N00985106 2,019 46,265 SH   SOLE   46,265 0 0
STEINER LEISURE LTD ORD P8744Y102 1,964 41,443 SH   SOLE   41,443 0 0
PLANET PAYMENT INC SHS U72603118 509 267,738 SH   SOLE   267,738 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 2,123 147,758 SH   SOLE   147,758 0 0
DYNAGAS LNG PARTNERS LP COM UNIT LTD PT Y2188B108 3,417 177,339 SH   SOLE   177,339 0 0
NAVIGATOR HOLDINGS LTD SHS Y62132108 1,067 55,851 SH   SOLE   55,851 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 791 189,308 SH   SOLE   189,308 0 0
SAFE BULKERS INC COM Y7388L103 517 144,088 SH   SOLE   144,088 0 0
TEEKAY TANKERS LTD CL A Y8565N102 2,904 505,869 SH   SOLE   505,869 0 0