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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
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACCURAY INC NOTE 3.500% 2/0 004397AC9 21,303 12,300,000 PRN   SOLE 0 12,300,000 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AA7 8,853 9,500,000 PRN   SOLE 0 9,500,000 0 0
ALPHA NATURAL RESOURCES INC NOTE 4.875%12/1 02076XAF9 9,160 8,500,000 PRN   SOLE 0 8,500,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 9,031 9,000,000 PRN   SOLE 0 9,000,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 3,044 3,000,000 PRN   SOLE 0 3,000,000 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 1,775 500,000 SH   SOLE 0 500,000 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 38,532 3,075,180 SH   SOLE 0 3,075,180 0 0
CARDTRONICS INC COM 14161H108 3,802 87,510 SH   SOLE 0 87,510 0 0
CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 16,323 14,608,000 PRN   SOLE 0 14,608,000 0 0
COBALT INTL ENERGY INC COM 19075F106 813 49,400 SH   SOLE 0 49,400 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 15,512 17,500,000 PRN   SOLE 0 17,500,000 0 0
CORSICANTO LTD NOTE 3.500% 1/1 220480AC1 6,365 8,950,000 PRN   SOLE 0 8,950,000 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 948 19,100 SH   SOLE 0 19,100 0 0
DENDREON CORP NOTE 2.875% 1/1 24823QAC1 39,815 61,848,000 PRN   SOLE 0 61,848,000 0 0
DYNEGY INC NEW DEL *W EXP 99/99/999 26817R116 66 48,542 SH   SOLE 0 48,542 0 0
ENDEAVOUR INTL CORP COM NEW 29259G200 19,316 3,679,288 SH   SOLE 0 3,679,288 0 0
ENDOLOGIX INC NOTE 2.250%12/1 29266SAA4 3,561 3,500,000 PRN   SOLE 0 3,500,000 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 36,454 29,718,000 PRN   SOLE 0 29,718,000 0 0
FRONTLINE LTD SHS G3682E127 128 34,271 SH   SOLE 0 34,271 0 0
GENCO SHIPPING & TRADING LTD NOTE 5.000% 8/1 36869MAA3 527 989,000 PRN   SOLE 0 989,000 0 0
GENCO SHIPPING & TRADING LTD. SHS Y2685T107 127 50,755 SH   SOLE 0 50,755 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 229,381 7,347,244 SH   SOLE 0 7,347,244 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 27,031 1,165,371 SH   SOLE 0 1,165,371 0 0
GEVO INC COM 374396109 118 82,710 SH   SOLE 0 82,710 0 0
GEVO INC NOTE 7.500% 7/0 374396AA7 766 1,010,000 PRN   SOLE 0 1,010,000 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 39,946 29,171,000 PRN   SOLE 0 29,171,000 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%12/1 36191UAB2 5,562 5,500,000 PRN   SOLE 0 5,500,000 0 0
HARTFORD FINL SVCS GROUP INC *W EXP 06/26/201 416515120 223,002 8,100,325 SH   SOLE 0 8,100,325 0 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 3,288 251,000 SH Put SOLE 0 251,000 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 10,021 535,600 SH Put SOLE 0 535,600 0 0
LAM RESEARCH CORP COM 512807108 6,376 117,100 SH   SOLE 0 117,100 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 12,225 20,417,000 PRN   SOLE 0 20,417,000 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 12,790 20,650,000 PRN   SOLE 0 20,650,000 0 0
LINCOLN NATL CORP IND *W EXP 07/10/201 534187117 43,392 1,026,790 SH   SOLE 0 1,026,790 0 0
MAGNUM HUNTER RES CORP DEL COM 55973B102 87,855 12,018,499 SH   SOLE 0 12,018,499 0 0
MAGNUM HUNTER RES CORP DEL COM 55973B102 731 100,000 SH Call SOLE 0 100,000 0 0
MANNKIND CORP COM 56400P201 1,287 247,563 SH   SOLE 0 247,563 0 0
MANNKIND CORP NOTE 5.750% 8/1 56400PAC6 12,986 12,550,000 PRN   SOLE 0 12,550,000 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 263 49,400 SH Call SOLE 0 49,400 0 0
MERRIMACK PHARMACEUTICALS IN NOTE 4.500% 7/1 590328AA8 15,987 15,250,000 PRN   SOLE 0 15,250,000 0 0
MICRON TECHNOLOGY INC COM 595112103 15,055 692,200 SH   SOLE 0 692,200 0 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 206,749 88,996,000 PRN   SOLE 0 88,996,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 69,532 30,359,000 PRN   SOLE 0 30,359,000 0 0
MIDSTATES PETE CO INC COM 59804T100 26,390 3,986,348 SH   SOLE 0 3,986,348 0 0
MOLYCORP INC DEL COM 608753109 597 106,243 SH   SOLE 0 106,243 0 0
MOLYCORP INC DEL NOTE 5.500% 2/0 608753AH2 17,371 18,060,000 PRN   SOLE 0 18,060,000 0 0
MOLYCORP INC DEL NOTE 6.000% 9/0 608753AF6 29,654 36,709,000 PRN   SOLE 0 36,709,000 0 0
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 4,115 4,000,000 PRN   SOLE 0 4,000,000 0 0
NORTHSTAR RLTY FIN CORP COM 66704R100 12,729 946,357 SH   SOLE 0 946,357 0 0
NVIDIA CORP COM 67066G104 7,151 446,360 SH   SOLE 0 446,360 0 0
OMNICARE INC NOTE 3.500% 2/1 681904AQ1 61,224 60,360,000 PRN   SOLE 0 60,360,000 0 0
PEABODY ENERGY CORP COM 704549104 1,611 82,482 SH   SOLE 0 82,482 0 0
PRETIUM RES INC COM 74139C102 18,680 3,620,119 SH   SOLE 0 3,620,119 0 0
QUANTUM CORP NOTE 4.500%11/1 747906AJ4 3,079 3,000,000 PRN   SOLE 0 3,000,000 0 0
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 14,588 14,625,000 PRN   SOLE 0 14,625,000 0 0
SALESFORCE COM INC COM 79466L302 6,661 120,700 SH   SOLE 0 120,700 0 0
SANDISK CORP COM 80004C101 6,398 90,700 SH   SOLE 0 90,700 0 0
SCORPIO BULKERS INC SHS Y7546A106 32,706 3,254,296 SH   SOLE 0 3,254,296 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 26,695 25,500,000 PRN   SOLE 0 25,500,000 0 0
SINA CORP ORD G81477AA2 1,196 14,200 SH   SOLE 0 14,200 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 34,265 500,000 SH Put SOLE 0 500,000 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 9,103 353,099 SH   SOLE 0 353,099 0 0
USEC INC NOTE 3.000%10/0 90333EAC2 4,648 13,875,000 PRN   SOLE 0 13,875,000 0 0
VERSO PAPER CORP COM 92531L108 1,524 2,436,401 SH   SOLE 0 2,436,401 0 0
VISTEON CORP COM NEW 92839U206 73,358 895,814 SH   SOLE 0 895,814 0 0
VITESSE SEMICONDUCTOR CORP DBCV 8.000% 6/1 928497AE6 5,267 4,961,000 PRN   SOLE 0 4,961,000 0 0
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 92,332 2,348,805 SH   SOLE 0 2,348,805 0 0
WINTRUST FINL CORP *W EXP 12/19/201 97650W157 3,149 128,805 SH   SOLE 0 128,805 0 0
YAHOO INC COM 984332106 9,273 229,300 SH   SOLE 0 229,300 0 0
YRC WORLDWIDE INC DEBT 6.000% 2/1 984249AA0 34,182 34,747,000 PRN   SOLE 0 34,747,000 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 14,071 2,237,039 SH   SOLE 0 2,237,039 0 0