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
ACXIOM CORP COM 005125109 664 33,593 SH   SOLE   33,593 0 0
AECOM COM 00766T100 3,447 125,289 SH   SOLE   125,289 0 0
AERCAP HOLDINGS NV SHS N00985106 2,430 63,547 SH   SOLE   63,547 0 0
AES CORP COM 00130H105 1,077 51,267 SH   SOLE   51,267 0 0
AGNICO EAGLE MINES LTD COM 008474108 1,177 46,497 SH   SOLE   46,497 0 0
AIR METHODS CORP COM PAR $.06 009128307 1,995 58,511 SH   SOLE   58,511 0 0
ALERE INC COM 01449J105 854 17,729 SH   SOLE   17,729 0 0
ALERE INC NOTE 3.000% 5/1 01449JAA3 13,227 11,444,000 PRN   SOLE   11,444,000 0 0
ALLY FINL INC COM 02005N100 44,297 2,173,536 SH   SOLE   2,173,536 0 0
ALTERA CORP COM 021441100 28,709 573,261 SH   SOLE   573,261 0 0
ALTERA CORP CALL 021441900 155 500 SH Call SOLE   500 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 7,759 325,441 SH   SOLE   325,441 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 1,038 26,125 SH   SOLE   26,125 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 8,100 5,000,000 PRN   SOLE   5,000,000 0 0
AMBAC FINL GROUP INC *W EXP 04/30/202 023139116 514 74,756 SH   SOLE   74,756 0 0
AMBAC FINL GROUP INC COM NEW 023139884 8,201 566,729 SH   SOLE   566,729 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 17,563 452,298 SH   SOLE   452,298 0 0
AMERICAN AIRLS GROUP INC CALL 02376R902 790 10,500 SH Call SOLE   10,500 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 5,426 272,132 SH   SOLE   272,132 0 0
AMERICAN CAP LTD COM 02503Y103 88,332 7,264,138 SH   SOLE   7,264,138 0 0
AMERICAN CAP MTG INVT CORP COM 02504A104 16,091 1,091,688 SH   SOLE   1,091,688 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 72,863 3,896,424 SH   SOLE   3,896,424 0 0
AMETEK INC NEW COM 031100100 5,943 113,591 SH   SOLE   113,591 0 0
ANGIES LIST INC COM 034754101 1,885 373,912 SH   SOLE   373,912 0 0
ANI PHARMACEUTICALS INC COM 00182C103 1,303 32,981 SH   SOLE   32,981 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 321 8,669 SH   SOLE   8,669 0 0
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 2,960 172,287 SH   SOLE   172,287 0 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 1,804 142,515 SH   SOLE   142,515 0 0
APPLE INC COM 037833100 8,686 78,750 SH   SOLE   78,750 0 0
APPLE INC PUT 037833950 260 2,000 SH Put SOLE   2,000 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 1,858 312,257 SH   SOLE   312,257 0 0
ARES COML REAL ESTATE CORP NOTE 7.000%12/1 04013VAB4 5,944 6,000,000 PRN   SOLE   6,000,000 0 0
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 2,088 2,900,000 PRN   SOLE   2,900,000 0 0
ATTUNITY LTD SHS NEW M15332121 638 46,663 SH   SOLE   46,663 0 0
ATWOOD OCEANICS INC COM 050095108 5,870 396,386 SH   SOLE   396,386 0 0
BAKER HUGHES INC COM 057224107 7,451 143,169 SH   SOLE   143,169 0 0
BANC CALIF INC COM 05990K106 2,670 217,579 SH   SOLE   217,579 0 0
BANK AMER CORP COM 060505104 2,337 150,000 SH   SOLE   150,000 0 0
BANK AMER CORP PUT 060505954 2,880 30,000 SH Put SOLE   30,000 0 0
BARRETT BILL CORP COM 06846N104 149 45,080 SH   SOLE   45,080 0 0
BEL FUSE INC CL B 077347300 1,145 58,906 SH   SOLE   58,906 0 0
BIOTELEMETRY INC COM 090672106 1,951 159,390 SH   SOLE   159,390 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 8,040 293,000 SH   SOLE   293,000 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 253 14,138 SH   SOLE   14,138 0 0
BLUEROCK RESIDENT GR REIT IN COM CL A 09627J102 705 58,886 SH   SOLE   58,886 0 0
BOINGO WIRELESS INC COM 09739C102 1,830 221,004 SH   SOLE   221,004 0 0
BRINKER INTL INC COM 109641100 583 11,061 SH   SOLE   11,061 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 3,617 61,105 SH   SOLE   61,105 0 0
BROADCOM CORP CL A 111320107 23,144 450,000 SH   SOLE   450,000 0 0
BUCKLE INC COM 118440106 2,381 64,403 SH   SOLE   64,403 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 199 15,720 SH   SOLE   15,720 0 0
CAMBREX CORP COM 132011107 1,340 33,766 SH   SOLE   33,766 0 0
CAPITAL ONE FINL CORP COM 14040H105 4,797 66,142 SH   SOLE   66,142 0 0
CARDINAL HEALTH INC COM 14149Y108 5,427 70,647 SH   SOLE   70,647 0 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 2,219 2,000,000 PRN   SOLE   2,000,000 0 0
CASTLE A M & CO NOTE 7.000%12/1 148411AF8 2,998 5,808,000 PRN   SOLE   5,808,000 0 0
CBIZ INC COM 124805102 1,673 170,412 SH   SOLE   170,412 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 4,289 613,596 SH   SOLE   613,596 0 0
CENTRUS ENERGY CORP CL A 15643U104 1,413 457,286 SH   SOLE   457,286 0 0
CENTURY CASINOS INC COM 156492100 776 126,192 SH   SOLE   126,192 0 0
CENTURY CMNTYS INC COM 156504300 652 32,847 SH   SOLE   32,847 0 0
CHARTER COMMUNICATIONS INC D PUT 16117M955 2,052 484 SH Put SOLE   484 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 13,736 22,000,000 PRN   SOLE   22,000,000 0 0
CHERRY HILL MTG INVT CORP COM 164651101 2,211 145,205 SH   SOLE   145,205 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 3,905 5,500,000 PRN   SOLE   5,500,000 0 0
CHEVRON CORP NEW COM 166764100 7,358 93,284 SH   SOLE   93,284 0 0
CHUBB CORP COM 171232101 9,812 80,000 SH   SOLE   80,000 0 0
CIGNA CORPORATION COM 125509109 35,117 260,085 SH   SOLE   260,085 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 11,959 16,814,000 PRN   SOLE   16,814,000 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,840 61,327 SH   SOLE   61,327 0 0
COMMUNICATIONS SALES&LEAS IN COM 20341J104 574 32,053 SH   SOLE   32,053 0 0
CONNECTURE INC COM 20786J106 324 71,148 SH   SOLE   71,148 0 0
CONSUMER PORTFOLIO SVCS INC COM 210502100 2,460 493,916 SH   SOLE   493,916 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 4,889 238,023 SH   SOLE   238,023 0 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 25,205 28,500,000 PRN   SOLE   28,500,000 0 0
CORSICANTO LTD NOTE 3.500% 1/1 220480AB3 19,946 21,710,000 PRN   SOLE   21,710,000 0 0
COSAN LTD SHS A G25343107 232 80,150 SH   SOLE   80,150 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 1,742 96,965 SH   SOLE   96,965 0 0
COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 10,999 10,500,000 PRN   SOLE   10,500,000 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 6,198 42,086 SH   SOLE   42,086 0 0
CSX CORP COM 126408103 12,379 460,187 SH   SOLE   460,187 0 0
CUMULUS MEDIA INC CL A 231082108 580 823,563 SH   SOLE   823,563 0 0
CURRENCYSHARES EURO TR PUT 23130C958 1,674 9,000 SH Put SOLE   9,000 0 0
CYNOSURE INC CL A 232577205 1,772 58,987 SH   SOLE   58,987 0 0
DATALINK CORP COM 237934104 608 101,872 SH   SOLE   101,872 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 6,873 95,020 SH   SOLE   95,020 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 1,805 129,946 SH   SOLE   129,946 0 0
DEL TACO RESTAURANTS INC COM 245496104 3,227 230,516 SH   SOLE   230,516 0 0
DEPOMED INC COM 249908104 1,670 88,598 SH   SOLE   88,598 0 0
DESTINATION MATERNITY CORP COM 25065D100 2,141 232,181 SH   SOLE   232,181 0 0
DHI GROUP INC COM 23331S100 308 42,067 SH   SOLE   42,067 0 0
DILLARDS INC CL A 254067101 4,379 50,111 SH   SOLE   50,111 0 0
DOLLAR GEN CORP NEW COM 256677105 4,899 67,635 SH   SOLE   67,635 0 0
DOLLAR TREE INC COM 256746108 2,951 44,267 SH   SOLE   44,267 0 0
DOMTAR CORP COM NEW 257559203 1,826 51,071 SH   SOLE   51,071 0 0
DONNELLEY R R & SONS CO COM 257867101 852 58,515 SH   SOLE   58,515 0 0
DOUGLAS EMMETT INC COM 25960P109 292 10,153 SH   SOLE   10,153 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 9,365 118,473 SH   SOLE   118,473 0 0
DYNAGAS LNG PARTNERS LP COM UNIT LTD PT Y2188B108 136 10,252 SH   SOLE   10,252 0 0
E M C CORP MASS COM 268648102 38,540 1,595,186 SH   SOLE   1,595,186 0 0
EMCOR GROUP INC COM 29084Q100 4,396 99,343 SH   SOLE   99,343 0 0
ENCORE CAP GROUP INC COM 292554102 5,850 158,097 SH   SOLE   158,097 0 0
ENCORE CAP GROUP INC NOTE 3.000%11/2 292554AD4 36,156 28,681,000 PRN   SOLE   28,681,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 27,951 28,180,000 PRN   SOLE   28,180,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 8,773 10,429,000 PRN   SOLE   10,429,000 0 0
ENERNOC INC DBCV 2.250% 8/1 292764AB3 6,608 9,500,000 PRN   SOLE   9,500,000 0 0
EPLUS INC COM 294268107 580 7,334 SH   SOLE   7,334 0 0
EPR PPTYS COM SH BEN INT 26884U109 303 5,884 SH   SOLE   5,884 0 0
EQT CORP COM 26884L109 808 12,476 SH   SOLE   12,476 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 5,004 189,473 SH   SOLE   189,473 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 646 12,867 SH   SOLE   12,867 0 0
EVERI HLDGS INC COM 30034T103 6,843 1,333,920 SH   SOLE   1,333,920 0 0
EXELON CORP COM 30161N101 307 10,332 SH   SOLE   10,332 0 0
EXTREME NETWORKS INC COM 30226D106 1,731 515,269 SH   SOLE   515,269 0 0
EXXON MOBIL CORP COM 30231G102 4,371 58,784 SH   SOLE   58,784 0 0
EZCORP INC CL A NON VTG 302301106 7,941 1,287,044 SH   SOLE   1,287,044 0 0
EZCORP INC NOTE 2.125% 6/1 302301AB2 3,455 4,840,000 PRN   SOLE   4,840,000 0 0
F M C CORP COM NEW 302491303 270 7,953 SH   SOLE   7,953 0 0
FACEBOOK INC PUT 30303M952 41 1,000 SH Put SOLE   1,000 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 2,840 109,533 SH   SOLE   109,533 0 0
FEDERAL SIGNAL CORP COM 313855108 811 59,183 SH   SOLE   59,183 0 0
FINANCIAL INSTNS INC COM 317585404 944 38,078 SH   SOLE   38,078 0 0
FIRST BANCORP N C COM 318910106 666 39,164 SH   SOLE   39,164 0 0
FLIR SYS INC COM 302445101 2,764 98,751 SH   SOLE   98,751 0 0
FLUOR CORP NEW COM 343412102 6,809 160,786 SH   SOLE   160,786 0 0
FONAR CORP COM NEW 344437405 1,370 102,173 SH   SOLE   102,173 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 2,881 519,018 SH   SOLE   519,018 0 0
GAIN CAP HLDGS INC COM 36268W100 967 132,861 SH   SOLE   132,861 0 0
GENERAL MTRS CO COM 37045V100 5,017 167,122 SH   SOLE   167,122 0 0
GEO GROUP INC NEW COM 36162J106 476 16,022 SH   SOLE   16,022 0 0
GILEAD SCIENCES INC PUT 375558953 391 425 SH Put SOLE   425 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 2,240 195,123 SH   SOLE   195,123 0 0
GOGO INC COM 38046C109 984 64,425 SH   SOLE   64,425 0 0
GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 14,067 14,437,678 SH   SOLE   14,437,678 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 289 1,662 SH   SOLE   1,662 0 0
GRAN TIERRA ENERGY INC COM 38500T101 4,490 2,107,918 SH   SOLE   2,107,918 0 0
GREATBATCH INC COM 39153L106 2,859 50,676 SH   SOLE   50,676 0 0
GREEN PLAINS INC NOTE 3.250%10/0 393222AD6 10,360 9,000,000 PRN   SOLE   9,000,000 0 0
GSV CAP CORP NOTE 5.250% 9/1 36191JAB7 3,183 3,500,000 PRN   SOLE   3,500,000 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 162 114,774 SH   SOLE   114,774 0 0
HARMAN INTL INDS INC COM 413086109 3,880 40,424 SH   SOLE   40,424 0 0
HD SUPPLY HLDGS INC COM 40416M105 2,867 100,167 SH   SOLE   100,167 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 55,717 63,075,000 PRN   SOLE   63,075,000 0 0
HERBALIFE LTD PUT G4412G951 116 287 SH Put SOLE   287 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 13,655 8,000,000 PRN   SOLE   8,000,000 0 0
HOMESTREET INC COM 43785V102 2,147 92,945 SH   SOLE   92,945 0 0
HORIZON BANCORP IND COM 440407104 1,340 56,409 SH   SOLE   56,409 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 915 67,627 SH   SOLE   67,627 0 0
HUBBELL INC CL B 443510201 3,662 43,111 SH   SOLE   43,111 0 0
HUMANA INC COM 444859102 11,736 65,567 SH   SOLE   65,567 0 0
ICONIX BRAND GROUP INC NOTE 2.500% 6/0 451055AE7 11,154 11,850,000 PRN   SOLE   11,850,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 7,289 88,552 SH   SOLE   88,552 0 0
ILLUMINA INC COM 452327109 2,655 15,100 SH   SOLE   15,100 0 0
IMPERIAL HLDGS INC NOTE 8.500% 2/1 452834AE4 6,939 6,500,000 PRN   SOLE   6,500,000 0 0
INFUSYSTEM HLDGS INC COM 45685K102 512 187,372 SH   SOLE   187,372 0 0
INGRAM MICRO INC CL A 457153104 2,333 85,655 SH   SOLE   85,655 0 0
INSTEEL INDUSTRIES INC COM 45774W108 1,005 62,490 SH   SOLE   62,490 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 1,793 62,997 SH   SOLE   62,997 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 1.625%12/1 457985AK5 20,522 17,309,000 PRN   SOLE   17,309,000 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 3,737 184,096 SH   SOLE   184,096 0 0
INTERPUBLIC GROUP COS INC COM 460690100 7,112 371,758 SH   SOLE   371,758 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 2,611 213,339 SH   SOLE   213,339 0 0
ISHARES PUT 464286950 65 1,000 SH Put SOLE   1,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 4,657 42,650 SH   SOLE   42,650 0 0
ISHARES TR CALL 464287904 10 1,000 SH Call SOLE   1,000 0 0
ISHARES TR CALL 464287905 3 3,000 SH Call SOLE   3,000 0 0
ISHARES TR PUT 464287954 357 1,500 SH Put SOLE   1,500 0 0
ISHARES TR PUT 464287955 20,003 20,500 SH Put SOLE   20,500 0 0
ISHARES TR PUT 464288953 550 1,000 SH Put SOLE   1,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 2.750%10/0 464337AG9 23,809 9,728,000 PRN   SOLE   9,728,000 0 0
ISTAR FINL INC NOTE 3.000%11/1 45031UBR1 17,128 15,000,000 PRN   SOLE   15,000,000 0 0
J G WENTWORTH CO CL A 46618D108 5,178 1,050,364 SH   SOLE   1,050,364 0 0
JAZZ TECHNOLOGIES INC NEW NOTE 8.000%12/3 47214GAF4 17,087 11,779,000 PRN   SOLE   11,779,000 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 18,933 3,574,000 PRN   SOLE   3,574,000 0 0
JMP GROUP LLC COM 46629U107 86 13,795 SH   SOLE   13,795 0 0
JOHNSON & JOHNSON COM 478160104 5,424 58,108 SH   SOLE   58,108 0 0
JOHNSON CTLS INC COM 478366107 307 7,431 SH   SOLE   7,431 0 0
JOY GLOBAL INC COM 481165108 6,341 424,685 SH   SOLE   424,685 0 0
KKR & CO L P DEL COM UNITS 48248M102 3,232 192,620 SH   SOLE   192,620 0 0
LANDAUER INC COM 51476K103 248 6,715 SH   SOLE   6,715 0 0
LANNET INC COM 516012101 494 11,894 SH   SOLE   11,894 0 0
LEIDOS HLDGS INC COM 525327102 650 15,729 SH   SOLE   15,729 0 0
LEUCADIA NATL CORP COM 527288104 4,905 242,118 SH   SOLE   242,118 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 17,849 29,201,000 PRN   SOLE   29,201,000 0 0
LIBERTY TAX INC CL A 53128T102 813 34,900 SH   SOLE   34,900 0 0
LIFEPOINT HEALTH INC COM 53219L109 2,211 31,191 SH   SOLE   31,191 0 0
LINCOLN NATL CORP IND COM 534187109 764 16,099 SH   SOLE   16,099 0 0
LTC PPTYS INC COM 502175102 305 7,152 SH   SOLE   7,152 0 0
LYON WILLIAM HOMES CL A NEW 552074700 2,202 106,916 SH   SOLE   106,916 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 580 41,800 SH   SOLE   41,800 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 14,695 1,069,514 SH   SOLE   1,069,514 0 0
MARKET VECTORS ETF TR JR GOLD MINERS E 57061R544 1,611 82,232 SH   SOLE   82,232 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 523 7,679 SH   SOLE   7,679 0 0
MARTEN TRANS LTD COM 573075108 1,305 80,678 SH   SOLE   80,678 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 664 73,361 SH   SOLE   73,361 0 0
MCKESSON CORP COM 58155Q103 5,279 28,530 SH   SOLE   28,530 0 0
MEDIVATION INC COM 58501N101 1,406 33,077 SH   SOLE   33,077 0 0
MEDTRONIC PLC SHS G5960L103 9,143 136,592 SH   SOLE   136,592 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 1,887 1,497,000 PRN   SOLE   1,497,000 0 0
META FINL GROUP INC COM 59100U108 527 12,621 SH   SOLE   12,621 0 0
METHODE ELECTRS INC COM 591520200 5,885 184,488 SH   SOLE   184,488 0 0
MICRON TECHNOLOGY INC COM 595112103 8,785 586,467 SH   SOLE   586,467 0 0
MILLER HERMAN INC COM 600544100 2,599 90,105 SH   SOLE   90,105 0 0
MIMEDX GROUP INC COM 602496101 1,347 139,591 SH   SOLE   139,591 0 0
MODINE MFG CO COM 607828100 2,066 262,515 SH   SOLE   262,515 0 0
MOLINA HEALTHCARE INC COM 60855R100 1,073 15,590 SH   SOLE   15,590 0 0
MOTORCAR PTS AMER INC COM 620071100 1,287 41,055 SH   SOLE   41,055 0 0
MULTI COLOR CORP COM 625383104 3,836 50,152 SH   SOLE   50,152 0 0
NABORS INDUSTRIES LTD SHS G6359F103 5,397 571,151 SH   SOLE   571,151 0 0
NATIONAL WESTN LIFE INS CO CL A 638522102 1,808 8,118 SH   SOLE   8,118 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 7,136 514,518 SH   SOLE   514,518 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 576 17,635 SH   SOLE   17,635 0 0
NAUTILUS INC COM 63910B102 202 13,483 SH   SOLE   13,483 0 0
NAVIGATOR HOLDINGS LTD SHS Y62132108 684 51,271 SH   SOLE   51,271 0 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 624 177,135 SH   SOLE   177,135 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 471 189,308 SH   SOLE   189,308 0 0
NELNET INC CL A 64031N108 5,271 152,308 SH   SOLE   152,308 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 541 32,330 SH   SOLE   32,330 0 0
NETAPP INC COM 64110D104 4,024 135,957 SH   SOLE   135,957 0 0
NETFLIX INC PUT 64110L956 354 500 SH Put SOLE   500 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 665 50,775 SH   SOLE   50,775 0 0
NEW SR INVT GROUP INC COM 648691103 33,075 3,162,024 SH   SOLE   3,162,024 0 0
NEWCASTLE INVT CORP NEW COM PAR $0.01 65105M603 556 126,668 SH   SOLE   126,668 0 0
NEWMONT MINING CORP COM 651639106 2,661 165,557 SH   SOLE   165,557 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 934 69,900 SH   SOLE   69,900 0 0
NII HLDGS INC COM PAR $0.001 62913F508 13,464 2,068,157 SH   SOLE   2,068,157 0 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 689 48,014 SH   SOLE   48,014 0 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 5,085 411,781 SH   SOLE   411,781 0 0
NORTHWEST BIOTHERAPEUTICS IN COM PAR $0.001 66737P600 94 15,078 SH   SOLE   15,078 0 0
OCWEN FINL CORP COM NEW 675746309 58,491 8,717,017 SH   SOLE   8,717,017 0 0
OFFICE DEPOT INC COM 676220106 37,215 5,796,651 SH   SOLE   5,796,651 0 0
OI S.A. SPN ADR PFD NEW 670851401 392 579,932 SH   SOLE   579,932 0 0
OMNOVA SOLUTIONS INC COM 682129101 636 114,850 SH   SOLE   114,850 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 506 25,290 SH   SOLE   25,290 0 0
ORBOTECH LTD ORD M75253100 2,229 144,267 SH   SOLE   144,267 0 0
OUTERWALL INC COM 690070107 468 8,223 SH   SOLE   8,223 0 0
OWENS ILL INC COM NEW 690768403 1,984 95,741 SH   SOLE   95,741 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 173 26,718 SH   SOLE   26,718 0 0
PACIFIC PREMIER BANCORP COM 69478X105 1,871 92,075 SH   SOLE   92,075 0 0
PACIRA PHARMACEUTICALS INC NOTE 3.250% 2/0 695127AB6 38,990 22,336,000 PRN   SOLE   22,336,000 0 0
PAR PETE CORP COM NEW 69888T207 177,400 8,516,576 SH   SOLE   8,516,576 0 0
PATTERSON COMPANIES INC COM 703395103 2,557 59,116 SH   SOLE   59,116 0 0
PBF ENERGY INC CL A 69318G106 5,752 203,762 SH   SOLE   203,762 0 0
PEPSICO INC COM 713448108 8,681 92,058 SH   SOLE   92,058 0 0
PERION NETWORK LTD SHS M78673106 1,040 495,435 SH   SOLE   495,435 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 3,546 112,100 SH   SOLE   112,100 0 0
PIER 1 IMPORTS INC COM 720279108 3,644 528,150 SH   SOLE   528,150 0 0
PLANAR SYS INC COM 726900103 2,489 429,219 SH   SOLE   429,219 0 0
PLANET PAYMENT INC SHS U72603118 284 100,471 SH   SOLE   100,471 0 0
PLUM CREEK TIMBER CO INC COM 729251108 309 7,821 SH   SOLE   7,821 0 0
PMC-SIERRA INC COM 69344F106 2,985 440,950 SH   SOLE   440,950 0 0
POWERSECURE INTL INC COM 73936N105 4,622 401,220 SH   SOLE   401,220 0 0
PRECISION CASTPARTS CORP COM 740189105 14,931 65,000 SH   SOLE   65,000 0 0
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QUANTUM CORP COM DSSG 747906204 1,645 2,358,722 SH   SOLE   2,358,722 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 2,730 550,334 SH   SOLE   550,334 0 0
RANGE RES CORP COM 75281A109 536 16,672 SH   SOLE   16,672 0 0
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REGIONAL MGMT CORP COM 75902K106 999 64,479 SH   SOLE   64,479 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 649 179,401 SH   SOLE   179,401 0 0
RIGHTSIDE GROUP LTD COM 76658B100 425 55,414 SH   SOLE   55,414 0 0
RITE AID CORP COM 767754104 6,265 1,032,058 SH   SOLE   1,032,058 0 0
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RYANAIR HLDGS PLC SPONSORED ADR 783513104 13,341 170,382 SH   SOLE   170,382 0 0
SAFE BULKERS INC COM Y7388L103 499 180,694 SH   SOLE   180,694 0 0
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SANOFI RIGHT 12/31/2020 80105N113 4,038 21,218,178 SH   SOLE   21,218,178 0 0
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SFX ENTMT INC COM 784178303 344 674,450 SH   SOLE   674,450 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 2,222 108,825 SH   SOLE   108,825 0 0
SPARTANNASH CO COM 847215100 860 33,273 SH   SOLE   33,273 0 0
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STONEGATE MTG CORP COM 86181Q300 3,546 498,736 SH   SOLE   498,736 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 3,252 163,682 SH   SOLE   163,682 0 0
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SUPERCOM LTD NEW SHS NEW M87095119 720 89,981 SH   SOLE   89,981 0 0
SUPERVALU INC COM 868536103 1,650 229,853 SH   SOLE   229,853 0 0
SWIFT TRANSN CO CL A 87074U101 3,725 248,018 SH   SOLE   248,018 0 0
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SYNERON MEDICAL LTD ORD SHS M87245102 497 69,537 SH   SOLE   69,537 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 55,542 27,462,000 PRN   SOLE   27,462,000 0 0
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TILE SHOP HLDGS INC COM 88677Q109 3,144 262,471 SH   SOLE   262,471 0 0
TIME INC NEW COM 887228104 1,125 59,036 SH   SOLE   59,036 0 0
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VERINT SYS INC COM 92343X100 315 7,292 SH   SOLE   7,292 0 0
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VMWARE INC CL A COM 928563402 5,515 70,000 SH   SOLE   70,000 0 0
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