Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	NOVELLUS SYS INC	102,414,000	$319M	3.3%	$2.79	—	NOTE 2.625% 5/1	670008AD3
—	VERISIGN INC	136,800,000	$305M	3.2%	$1.85	—	SDCV 3.250% 8/1	92343EAD4
—	MICROCHIP TECHNOLOGY INC	87,600,000	$236M	2.4%	$1.96	—	SDCV 2.125%12/1	595017AB0
—	LINEAR TECHNOLOGY CORP	3,678,931	$229M	2.4%	$59.79	—	COM	535678106
—	DOW CHEM CO	3,140,670	$180M	1.9%	$51.63	—	COM	260543103
—	SPECTRA ENERGY CORP	4,169,834	$171M	1.8%	$42.47	—	COM	847560109
—	TYSON FOODS INC	2,510,325	$171M	1.8%	$49.94	—	UNIT 99/99/9999	902494301
—	VALSPAR CORP	1,631,468	$169M	1.8%	$106.97	—	COM	920355104
—	WHITEWAVE FOODS CO	3,034,281	$169M	1.8%	$54.43	—	COM	966244105
HUM	HUMANA INC	814,202	$166M	1.7%	$165.35	+6.9%	COM	444859102
—	CIGNA CORPORATION	1,234,951	$165M	1.7%	$138.99	—	COM	125509109
—	WESTAR ENERGY INC	2,917,887	$164M	1.7%	$56.32	—	COM	95709T100
—	ST JUDE MED INC	2,017,276	$162M	1.7%	$78.31	—	COM	790849103
—	PRIVATEBANCORP INC	2,978,803	$161M	1.7%	$49.10	—	COM	742962103
—	B/E AEROSPACE INC	2,550,814	$154M	1.6%	$60.19	—	COM	073302101
—	CST BRANDS INC	3,187,483	$153M	1.6%	$48.09	—	COM	12646R105
—	ENDURANCE SPECIALTY HLDGS LT	1,659,571	$153M	1.6%	$92.40	—	SHS	G30397106
NXPI	NXP SEMICONDUCTORS N V	1,547,577	$152M	1.6%	$88.31	0.0%	COM	N6596X109
—	RITE AID CORP	17,645,058	$145M	1.5%	$7.90	—	COM	767754104
—	INTEL CORP	81,201,000	$143M	1.5%	$1.59	—	SDCV 3.250% 8/0	458140AF7
—	YAHOO INC	3,576,882	$138M	1.4%	$39.09	—	COM	984332106
—	MONSANTO CO NEW	1,311,281	$138M	1.4%	$102.42	—	COM	61166W101
—	BROCADE COMMUNICATIONS SYS I	10,356,244	$129M	1.3%	$12.49	—	COM NEW	111621306
—	HARMAN INTL INDS INC	1,133,558	$126M	1.3%	$111.16	—	COM	413086109
—	CABELAS INC	1,969,639	$115M	1.2%	$58.55	—	COM	126804301
—	ANTHEM INC	54,129,000	$108M	1.1%	$2.04	—	NOTE 2.750%10/1	94973VBG1
—	MENTOR GRAPHICS CORP	2,911,531	$107M	1.1%	$36.89	—	COM	587200106
—	WEATHERFORD INTL LTD	97,225,000	$106M	1.1%	$1.11	—	NOTE 5.875% 7/0	947075AH0
—	TIME WARNER INC	1,090,251	$105M	1.1%	$96.53	—	COM NEW	887317303
—	TEAM HEALTH HOLDINGS INC	2,336,033	$102M	1.1%	$43.45	—	COM	87817A107
—	INTERSIL CORP	4,551,363	$101M	1.1%	$21.97	—	CL A	46069S109
—	BATS GLOBAL MKTS INC	2,895,845	$97.04M	1.0%	$32.54	—	COM	05491G109
—	PALO ALTO NETWORKS INC	76,050,000	$96.82M	1.0%	$1.63	—	NOTE 7/0	697435AB1
—	AGRIUM INC	962,250	$96.75M	1.0%	$98.38	—	COM	008916108
—	MOLINA HEALTHCARE INC	66,325,000	$95.38M	1.0%	$1.53	—	NOTE 1.125% 1/1	60855RAC4
—	T MOBILE US INC	937,900	$88.42M	0.9%	$63.49	—	CONV PFD SER A	872590203
—	JOY GLOBAL INC	3,060,874	$85.7M	0.9%	$27.88	—	COM	481165108
—	CHEMTURA CORP	2,558,321	$84.94M	0.9%	$32.94	—	COM NEW	163893209
—	PRICELINE GRP INC	53,675,000	$84.77M	0.9%	$1.42	—	NOTE 1.000% 3/1	741503AQ9
—	WESTERN REFNG INC	2,231,530	$84.46M	0.9%	$37.85	—	COM	959319104
—	EQUITY ONE	2,725,337	$83.64M	0.9%	$30.69	—	COM	294752100
—	EVERBANK FINL CORP	4,192,318	$81.54M	0.8%	$19.38	—	COM	29977G102
—	FMC TECHNOLOGIES INC	2,271,352	$80.7M	0.8%	$32.11	—	COM	30249U101
—	YADKIN FINL CORP	2,329,470	$79.81M	0.8%	$27.11	—	COM	984305102
—	ALERE INC	2,031,808	$79.18M	0.8%	$49.60	—	COM	01449J105
—	G & K SVCS INC	808,528	$77.98M	0.8%	$95.49	—	CL A	361268105
—	HEADWATERS INC	3,001,071	$70.58M	0.7%	$23.52	—	COM	42210P102
—	STILLWATER MNG CO	4,364,209	$70.31M	0.7%	$16.11	—	COM	86074Q102
—	MICRON TECHNOLOGY INC	33,080,000	$69.63M	0.7%	$1.95	—	NOTE 2.125% 2/1	595112AV5
—	ANTHEM INC	1,320,250	$62.42M	0.6%	$48.39	—	UNIT 05/01/20188	036752202
—	LEVEL 3 COMMUNICATIONS INC	1,061,453	$59.82M	0.6%	$56.36	—	COM NEW	52729N308
—	EMPIRE DIST ELEC CO	1,752,179	$59.73M	0.6%	$33.61	—	COM	291641108
—	TESLA MTRS INC	34,125,000	$59.42M	0.6%	$1.65	—	NOTE 1.500% 6/0	88160RAA9
—	GREAT PLAINS ENERGY INC	1,168,125	$59.35M	0.6%	$50.81	—	DEP SHS 1/20 B	391164878
—	MEDICINES CO	48,575,000	$58.47M	0.6%	$1.15	—	NOTE 2.500% 1/1	584688AE5
—	HERBALIFE LTD	59,700,000	$54.7M	0.6%	$0.87	—	NOTE 2.000% 8/1	42703MAB9
SFL 5.75 10/15/21	SHIP FINANCE INTERNATIONAL L	52,500,000	$52.73M	0.5%	$1.00	—	NOTE 5.750%10/1	G81075AF3
—	WELLTOWER INC	864,825	$52.24M	0.5%	$60.73	—	6.50% PFD PREPET	95040Q203
—	CARDINAL FINL CORP	1,506,999	$49.41M	0.5%	$29.44	—	COM	14149F109
—	MICRON TECHNOLOGY INC	20,700,000	$47.3M	0.5%	$2.57	—	NOTE 3.125% 5/0	595112AX1
—	INTEGRATED DEVICE TECHNOLOGY	43,793,000	$45.3M	0.5%	$1.03	—	NOTE 0.875%11/1	458118AC0
—	VECTOR GROUP LTD	28,775,000	$44.96M	0.5%	$1.52	—	FRNT 1/1	92240MAY4
—	SPIRIT RLTY CAP INC NEW	42,775,000	$44.59M	0.5%	$1.00	—	NOTE 2.875% 5/1	84860WAA0
—	CEMEX SAB DE CV	39,500,000	$44.51M	0.5%	$1.06	—	NOTE 3.750% 3/1	151290BC6
—	EURONET WORLDWIDE INC	37,919,000	$44.08M	0.5%	$1.19	—	NOTE 1.500%10/0	298736AH2
—	ALLEGHENY TECHNOLOGIES INC	31,525,000	$42.28M	0.4%	$1.37	—	NOTE 4.750% 7/0	01741RAG7
—	PANDORA MEDIA INC	40,480,000	$41.69M	0.4%	$1.03	—	NOTE 1.750%12/0	698354AB3
—	TTM TECHNOLOGIES INC	26,500,000	$40.49M	0.4%	$1.11	—	NOTE 1.750%12/1	87305RAD1
—	APOLLO ED GROUP INC	4,076,868	$40.36M	0.4%	$8.62	—	CL A	037604105
—	STARWOOD PPTY TR INC	34,825,000	$39.24M	0.4%	$1.14	—	NOTE 4.000% 1/1	85571BAB1
—	LIFELOCK INC	1,628,705	$38.96M	0.4%	$23.92	—	COM	53224V100
—	EMERGENT BIOSOLUTIONS INC	30,400,000	$38.87M	0.4%	$1.19	—	NOTE 2.875% 1/1	29089QAB1
—	ISLE OF CAPRI CASINOS INC	1,497,731	$36.98M	0.4%	$23.01	—	COM	464592104
ADNT	ADIENT PLC	568,156	$33.29M	0.3%	$50.50	0.0%	ORD SHS	G0084W101
—	EXELON CORP	675,800	$32.99M	0.3%	$48.27	—	UNIT 99/99/9999	30161N127
—	INPHI CORP	24,850,000	$32.23M	0.3%	$1.30	—	NOTE 1.125%12/0	45772FAB3
—	BLACK HILLS CORP	448,500	$30.88M	0.3%	$60.80	—	UNIT 99/99/9999	092113125
—	MERITOR INC	21,281,000	$30.87M	0.3%	$1.48	—	NOTE 7.875% 3/0	59001KAC4
—	DYNEGY INC NEW DEL	489,750	$30.55M	0.3%	$90.84	—	UNIT 07/01/20191	26817R405
LW	LAMB WESTON HLDGS INC	806,408	$30.52M	0.3%	$29.75	0.0%	COM	513272104
—	MGIC INVT CORP WIS	20,000,000	$29.75M	0.3%	$1.49	—	NOTE 2.000% 4/0	552848AE3
—	WEBMD HEALTH CORP	25,875,000	$29.32M	0.3%	$1.06	—	NOTE 1.500%12/0	94770VAK8
—	CLARCOR INC	353,600	$29.16M	0.3%	$82.47	—	COM	179895107
HPE	HEWLETT PACKARD ENTERPRISE C	1,225,794	$28.36M	0.3%	$7.03	+45.6%	COM	42824C109
—	EZCORP INC	28,950,000	$28.19M	0.3%	$0.96	—	NOTE 2.625% 6/1	302301AB2
AA	ALCOA CORP	1,000,779	$28.1M	0.3%	$25.90	0.0%	COM	013872106
—	ALLSCRIPTS HEALTHCARE SOLUTN	29,525,000	$27.75M	0.3%	$1.03	—	NOTE 1.250% 7/0	01988PAD0
—	WEBMD HEALTH CORP	26,675,000	$27.38M	0.3%	$1.01	—	NOTE 2.500% 1/3	94770VAF9
—	VERSUM MATLS INC	952,778	$26.74M	0.3%	$28.07	—	COM	92532W103
—	THERAVANCE INC	31,218,000	$26.61M	0.3%	$0.85	—	NOTE 2.125% 1/1	88338TAB0
—	HORIZON PHARMA INVT LTD	27,725,000	$26.51M	0.3%	$0.90	—	NOTE 2.500% 3/1	44052TAB7
RACE	FERRARI N V	455,374	$26.48M	0.3%	$41.15	+32.6%	COM	N3167Y103
—	AMERICAN CAP LTD	1,439,225	$25.79M	0.3%	$15.83	—	COM	02503Y103
CABO	CABLE ONE INC	40,974	$25.48M	0.3%	$394.49	+35.2%	COM	12685J105
—	WCI CMNTYS INC	1,086,323	$25.47M	0.3%	$23.49	—	COM PAR $0.01	92923C807
—	REYNOLDS AMERICAN INC	451,572	$25.31M	0.3%	$56.04	—	COM	761713106
—	MSG NETWORK INC	1,133,206	$24.36M	0.3%	$19.37	—	CL A	553573106
CC	CHEMOURS CO	1,098,274	$24.26M	0.3%	$5.76	+160.3%	COM	163851108
EBAY	EBAY INC	808,691	$24.01M	0.2%	$24.56	+7.0%	COM	278642103
YUMC	YUM CHINA HLDGS INC	914,417	$23.89M	0.2%	$26.68	0.0%	COM	98850P109
—	SILVER STD RES INC	25,650,000	$23.81M	0.2%	$0.93	—	NOTE 2.875% 2/0	82823LAC0
—	STANDARD PAC CORP NEW	22,380,000	$23.15M	0.2%	$1.16	—	NOTE 1.250% 8/0	85375CBC4
—	APPLIED MICRO CIRCUITS CORP	2,799,559	$23.1M	0.2%	$8.25	—	COM NEW	03822W406
—	INVENSENSE INC	1,779,900	$22.77M	0.2%	$12.79	—	COM	46123D205
NGVT	INGEVITY CORP	411,531	$22.58M	0.2%	$32.01	+49.8%	COM	45688C107
FTV	FORTIVE CORP	418,721	$22.46M	0.2%	$30.87	+3.2%	COM	34959J108
BLD	TOPBUILD CORP	630,211	$22.44M	0.2%	$29.87	+15.3%	COM	89055F103
—	NEUSTAR INC	665,476	$22.23M	0.2%	$33.40	—	CL A	64126X201
—	KLX INC	484,125	$21.84M	0.2%	$31.48	—	COM	482539103
—	HOLOGIC INC	17,750,000	$21.8M	0.2%	$1.23	—	FRNT 12/1	436440AG6
LSCC	LATTICE SEMICONDUCTOR CORP	2,863,785	$21.08M	0.2%	$7.36	—	COM	518415104
—	SEACOR HOLDINGS INC	20,150,000	$20.91M	0.2%	$0.98	—	NOTE 2.500%12/1	811904AM3
—	ACORDA THERAPEUTICS INC	26,950,000	$20.62M	0.2%	$0.98	—	NOTE 1.750% 6/1	00484MAA4
ENR	ENERGIZER HLDGS INC NEW	459,264	$20.49M	0.2%	$28.91	+16.5%	COM	29272W109
—	NXP SEMICONDUCTORS N V	17,300,000	$19.77M	0.2%	$1.14	—	DBCV 1.000%12/0	62952QAB6
—	QUINTILES IMS HOLDINGS INC	254,459	$19.35M	0.2%	$69.27	—	COM	74876Y101
—	QUALITY CARE PPTYS INC	1,246,481	$19.32M	0.2%	$15.50	—	COM	747545101
—	STARWOOD PPTY TR INC	17,575,000	$19.23M	0.2%	$1.10	—	NOTE 4.550% 3/0	85571BAA3
LITE	LUMENTUM HLDGS INC	486,472	$18.8M	0.2%	$22.37	+77.9%	COM	55024U109
—	MENTOR GRAPHICS CORP	10,000,000	$18.65M	0.2%	$1.05	—	SDCV 4.000% 4/0	587200AK2
—	COLONY CAP INC	18,375,000	$18.42M	0.2%	$0.96	—	NOTE 3.875% 1/1	19624RAB2
—	PROSPECT CAPITAL CORPORATION	18,700,000	$18.34M	0.2%	$0.94	—	NOTE 4.750% 4/1	74348TAQ5
GNW	GENWORTH FINL INC	4,689,948	$17.87M	0.2%	$4.41	0.0%	COM CL A	37247D106
—	CARE CAP PPTYS INC	709,054	$17.73M	0.2%	$30.70	—	COM	141624106
—	NORTHSTAR ASSET MGMT GROUP I	1,183,165	$17.65M	0.2%	$12.05	—	COM	66705Y104
UE	URBAN EDGE PPTYS	635,214	$17.48M	0.2%	$25.21	—	COM	91704F104
—	SUNPOWER CORP	23,325,000	$16.75M	0.2%	$0.72	—	DBCV 4.000% 1/1	867652AL3
—	AEP INDS INC	142,877	$16.59M	0.2%	$109.37	—	COM	001031103
—	NORTHSTAR RLTY FIN CORP	1,091,097	$16.53M	0.2%	$11.96	—	COM	66704R803
—	GENCORP INC	8,250,000	$16.4M	0.2%	$2.58	—	SDCV 4.062%12/3	368682AN0
—	DOMINION RES INC VA NEW	305,425	$15.53M	0.2%	$50.55	—	UNIT 08/15/2019	25746U836
—	ALLIED WRLD ASSUR COM HLDG A	288,889	$15.52M	0.2%	$53.71	—	SHS	H01531104
—	INTELIQUENT INC	671,414	$15.39M	0.2%	$22.92	—	COM	45825N107
—	COMMUNICATIONS SALES&LEAS IN	593,214	$15.07M	0.2%	$23.10	—	COM	20341J104
—	TIVO CORP	700,434	$14.64M	0.2%	$19.48	—	COM	88870P106
—	VECTOR GROUP LTD	12,625,000	$14.54M	0.2%	$1.15	—	NOTE 1.750% 4/1	92240MBC1
—	CF CORP	1,400,000	$13.97M	0.1%	$9.79	—	SHS CL A	G20307107
MAA	MID AMER APT CMNTYS INC	138,886	$13.6M	0.1%	$67.12	0.0%	COM	59522J103
—	SUNPOWER CORP	14,450,000	$13.26M	0.1%	$1.11	—	DBCV 0.750% 6/0	867652AG4
—	GCP APPLIED TECHNOLOGIES INC	483,458	$12.93M	0.1%	$22.29	—	COM	36164Y101
MTN	VAIL RESORTS INC	78,065	$12.59M	0.1%	$158.80	0.0%	COM	91879Q109
—	J2 GLOBAL INC	9,150,000	$12.13M	0.1%	$1.16	—	NOTE 3.250% 6/1	48123VAC6
—	INVACARE CORP	11,850,000	$11.91M	0.1%	$1.02	—	SDCV 4.125% 2/0	461203AD3
HLF	HERBALIFE LTD	234,576	$11.29M	0.1%	$24.90	+9.6%	COM USD SHS	G4412G101
—	CONVERGYS CORP	4,725,000	$10.71M	0.1%	$2.10	—	SDCV 5.750% 9/1	212485AE6
—	HURON CONSULTING GROUP INC	10,405,000	$10.22M	0.1%	$1.02	—	NOTE 1.250%10/0	447462AB8
—	MEDIA GEN INC NEW	540,974	$10.19M	0.1%	$16.10	—	COM	58441K100
—	DOMINION RES INC VA NEW	200,000	$10.14M	0.1%	$50.06	—	UNIT 99/99/9999	25746U869
—	AVISTA HEALTHCARE PUB ACQ CO	1,000,000	$10.13M	0.1%	$10.13	—	UNIT 99/99/9999	G0726L109
—	BROCADE COMMUNICATIONS SYS I	10,000,000	$10.07M	0.1%	$1.01	—	NOTE 1.375% 1/0	111621AQ1
—	SOUTHWEST BANCORP INC OKLA	344,744	$9.998M	0.1%	$29.00	—	COM	844767103
—	MOLINA HEALTHCARE INC	8,699,000	$9.933M	0.1%	$1.19	—	DBCV 1.625% 8/1	60855RAD2
—	APOLLO COML REAL EST FIN INC	9,450,000	$9.917M	0.1%	$1.05	—	NOTE 5.500% 3/1	03762UAA3
—	FIDELITY & GTY LIFE	414,291	$9.819M	0.1%	$25.09	—	COM	315785105
—	INTEL CORP	7,225,000	$9.776M	0.1%	$1.27	—	SDCV 12/1	458140AD2
—	SOUTHWESTERN ENERGY CO	379,300	$9.731M	0.1%	$46.40	—	DEP SHS 1/20 B	845467208
—	HUNTER MARITIME ACQUISITION	950,000	$9.643M	0.1%	$10.15	—	UNIT 99/99/9999	Y37828103
—	CASCADE BANCORP	1,187,016	$9.639M	0.1%	$8.12	—	COM NEW	147154207
—	METALDYNE PERFORMANCE GROUP	419,567	$9.629M	0.1%	$22.95	—	COM	59116R107
—	M III ACQUISITION CORP	965,221	$9.546M	0.1%	$9.80	—	UNIT 99/99/9999T	55378T203
—	SPIRIT RLTY CAP INC NEW	9,025,000	$9.499M	0.1%	$0.98	—	NOTE 3.750% 5/1	84860WAB8
—	BLACKHAWK NETWORK HLDGS INC	236,313	$8.903M	0.1%	$37.67	—	COM	09238E104
—	STELLAR ACQUISITION III INC	800,000	$8.24M	0.1%	$9.97	—	UNIT 03/22/2022	Y8172W123
—	FAIRPOINT COMMUNICATIONS INC	439,151	$8.212M	0.1%	$18.70	—	COM NEW	305560302
—	HERITAGE OAKS BANCORP	639,698	$7.887M	0.1%	$12.33	—	COM	42724R107
—	GANNETT CO INC	805,882	$7.825M	0.1%	$15.78	—	COM	36473H104
—	GENERAL CABLE CORP DEL NEW	9,852,000	$7.74M	0.1%	$0.76	—	FRNT 4.500%11/1	369300AL2
—	MERCHANTS BANCSHARES	137,606	$7.458M	0.1%	$54.20	—	COM	588448100
—	SUFFOLK BANCORP	170,579	$7.304M	0.1%	$32.03	—	COM	864739107
—	BLUE NILE INC	167,006	$6.785M	0.1%	$40.63	—	COM	09578R103
—	STERICYCLE INC	100,000	$6.356M	0.1%	$66.08	—	DEP PFD A 1/10	858912207
—	HALYARD HEALTH INC	168,421	$6.228M	0.1%	$31.03	—	COM	40650V100
—	AMYRIS INC	9,626,000	$6.131M	0.1%	$0.64	—	NOTE 9.500% 4/1	03236MAF8
—	ALON USA ENERGY INC	5,450,000	$5.753M	0.1%	$1.28	—	NOTE 3.000% 9/1	020520AB8
—	PDL BIOPHARMA INC	5,748,000	$5.629M	0.1%	$0.96	—	NOTE 4.000% 2/0	69329YAF1
—	VASCULAR SOLUTIONS INC	95,400	$5.352M	0.1%	$56.10	—	COM	92231M109
—	AMC ENTMT HLDGS INC	155,321	$5.227M	0.1%	$33.65	—	CL A COM	00165C104
—	KLR ENERGY ACQUISITION CORP	500,000	$5.175M	0.1%	$10.12	—	CL A	49877M108
—	M I ACQUISITIONS INC	500,000	$5.08M	0.1%	$10.02	—	UNIT 99/99/9999	55304A203
—	LANDCADIA HLDGS INC	500,000	$4.89M	0.1%	$9.78	—	CL A	51476W107
—	PATTERN ENERGY GROUP INC	5,000,000	$4.847M	0.1%	$1.01	—	NOTE 4.000% 7/1	70338PAB6
ON	ON SEMICONDUCTOR CORP	372,269	$4.75M	0.0%	$11.94	0.0%	COM	682189105
—	BROOKDALE SR LIVING INC	4,650,000	$4.542M	0.0%	$0.99	—	NOTE 2.750% 6/1	112463AA2
—	ECHO GLOBAL LOGISTICS INC	4,600,000	$4.531M	0.0%	$0.98	—	NOTE 2.500% 5/0	27875TAA9
—	RAMBUS INC DEL	3,575,000	$4.458M	0.0%	$1.23	—	NOTE 1.125% 8/1	750917AE6
—	PACIFIC SPL ACQUISITION CORP	415,000	$4.254M	0.0%	$9.85	—	SHS	G68588105
—	PDL BIOPHARMA INC	5,000,000	$4.041M	0.0%	$0.81	—	NOTE 2.750%12/0	69329YAG9
—	AMERICAN RLTY CAP PPTYS INC	4,000,000	$4M	0.0%	$1.00	—	NOTE 3.000% 8/0	02917TAA2
—	DATALINK CORP	348,017	$3.919M	0.0%	$11.26	—	COM	237934104
—	AMERICAN RLTY CAP PPTYS INC	3,875,000	$3.882M	0.0%	$1.02	—	NOTE 3.750%12/1	02917TAB0
—	ENVISION HEALTHCARE CORP	58,049	$3.674M	0.0%	$63.29	—	COM	29414D100
—	PRICELINE GRP INC	2,438	$3.574M	0.0%	$1465.96	—	COM NEW	741503403
—	INTEROIL CORP	73,833	$3.513M	0.0%	$50.93	—	COM	460951106
—	ORIGO ACQUISITION CORP	325,500	$3.385M	0.0%	$10.22	—	SHS	G67789126
—	AMAG PHARMACEUTICALS INC	2,250,000	$3.182M	0.0%	$1.11	—	NOTE 2.500% 2/1	00163UAA4
—	COWEN GROUP INC NEW	3,050,000	$3.058M	0.0%	$1.14	—	NOTE 3.000% 3/1	223622AB7
NWSA	NEWS CORP NEW	265,042	$3.037M	0.0%	$12.36	-9.9%	CL A	65249B109
—	AMTRUST FINL SVCS INC	3,425,000	$2.939M	0.0%	$0.79	—	NOTE 2.750%12/1	032359AG6
LBRDA	LIBERTY BROADBAND CORP	40,382	$2.926M	0.0%	$48.59	+32.2%	COM SER A	530307107
—	HEALTHWAYS INC	2,250,000	$2.887M	0.0%	$1.17	—	NOTE 1.500% 7/0	422245AB6
—	COUSINS PPTYS INC	330,684	$2.814M	0.0%	$9.32	—	COM	222795106
—	UNIVERSAL AMERN CORP NEW	279,765	$2.784M	0.0%	$9.95	—	COM	91338E101
—	LIONBRIDGE TECHNOLOGIES INC	468,984	$2.72M	0.0%	$5.80	—	COM	536252109
—	LIBERTY ALL STAR EQUITY FD	469,637	$2.423M	0.0%	$5.83	—	SH BEN INT	530158104
—	CENVEO CORP	2,425,000	$2.413M	0.0%	$0.94	—	NOTE 7.000% 5/1	15671BAJ0
—	ENERNOC INC	3,000,000	$2.4M	0.0%	$0.70	—	DBCV 2.250% 8/1	292764AB3
—	COMPUCREDIT HLDGS CORP	5,000,000	$2.338M	0.0%	$0.42	—	NOTE 5.875%11/3	20478NAD2
NXST	NEXSTAR BROADCASTING GROUP I	36,709	$2.324M	0.0%	$44.68	0.0%	CL A	65336K103
—	MACQUARIE INFRASTRUCTURE COR	27,391	$2.238M	0.0%	$81.71	—	COM	55608B105
—	ALBANY MOLECULAR RESH INC	1,600,000	$2.084M	0.0%	$1.28	—	NOTE 2.250%11/1	012423AB5
—	JENSYN ACQUISITION CORP	200,000	$2.034M	0.0%	$10.03	—	COM	47632B102
—	INTRALINKS HLDGS INC	149,654	$2.023M	0.0%	$13.52	—	COM	46118H104
—	GAS NAT INC	159,807	$2.006M	0.0%	$12.55	—	COM	367204104
—	DELL TECHNOLOGIES INC	34,065	$1.873M	0.0%	$47.80	—	COM CL V	24703L103
—	DHT HOLDINGS INC	2,000,000	$1.846M	0.0%	$0.95	—	DEBT 4.500%10/0	23335SAB2
—	BLACKROCK RES & COMM STRAT T	211,166	$1.746M	0.0%	$9.56	—	SHS	09257A108
—	ALPINE GLOBAL PREMIER PPTYS	329,906	$1.692M	0.0%	$6.77	—	COM SBI	02083A103
—	CORENERGY INFRASTRUCTURE TR	1,500,000	$1.689M	0.0%	$0.85	—	NOTE 7.000% 6/1	21870UAA4
INSE	INSPIRED ENTMT INC	197,600	$1.67M	0.0%	$9.86	0.0%	COM	45782N108
—	ACCURAY INC	1,475,000	$1.602M	0.0%	$1.78	—	DEBT 3.500% 2/0	004397AF2
—	CAPITOL ACQUISITION CORP III	1,750,000	$1.523M	0.0%	$0.42	—	*W EXP 10/13/202	14055M114
—	GREEN PLAINS INC	1,000,000	$1.444M	0.0%	$1.27	—	NOTE 3.250%10/0	393222AD6
—	RESOURCE CAP CORP	1,500,000	$1.429M	0.0%	$0.96	—	NOTE 8.000% 1/1	76120WAB0
—	ENVISION HEALTHCARE CORP	11,400	$1.356M	0.0%	$118.95	—	PFD CNV 5.25% A1	29414D209
FTS	FORTIS INC	42,907	$1.322M	0.0%	$22.16	0.0%	COM	349553107
—	SPECTRUM PHARMACEUTICALS INC	1,450,000	$1.295M	0.0%	$0.92	—	NOTE 2.750%12/1	84763AAB4
—	PARKWAY INC	55,772	$1.241M	0.0%	$22.25	—	COM	70156Q107
TRGP	TARGA RES CORP	21,613	$1.212M	0.0%	$28.49	+20.5%	COM	87612G101
—	HARMONIC INC	1,000,000	$1.122M	0.0%	$1.12	—	NOTE 4.000%12/0	413160AB8
—	GENERAL AMERN INVS INC	36,011	$1.121M	0.0%	$31.17	—	COM	368802104
UA	UNDER ARMOUR INC	43,718	$1.1M	0.0%	$27.67	0.0%	CL C	904311206
—	SABAN CAP ACQUISITION CORP	100,000	$1.037M	0.0%	$10.08	—	UNIT 99/99/9999	78516C205
—	CENTRAL SECS CORP	47,528	$1.036M	0.0%	$21.80	—	COM	155123102
—	SPX CORP	43,234	$1.026M	0.0%	$9.33	—	COM	784635104
—	BOULEVARD ACQUISITION	1,867,842	$990K	0.0%	$0.40	—	*W EXP 09/25/202	10157Q110
—	QUIDEL CORP	1,000,000	$990K	0.0%	$1.09	—	NOTE 3.250%12/1	74838JAA9
—	INSPIRED ENTMT INC	1,640,000	$984K	0.0%	$0.60	—	*W EXP 10/20/202	45782N116
TGLS	TECNOGLASS INC	78,348	$960K	0.0%	$9.08	+0.7%	SHS	G87264100
—	LAKE SUNAPEE BK GROUP	40,202	$948K	0.0%	$17.29	—	COM	510866106
—	VITAMIN SHOPPE INC	1,000,000	$927K	0.0%	$0.93	—	NOTE 2.250%12/0	92849EAB7
—	TRANSMONTAIGNE PARTNERS L P	20,121	$891K	0.0%	$31.15	—	COM UNIT L P	89376V100
—	HENNESSY CAP ACQUISITION COR	1,028,837	$875K	0.0%	$0.27	—	*W EXP 07/28/202	42588J118
—	ADAMS DIVERSIFIED EQUITY FD	64,284	$817K	0.0%	$12.82	—	COM	006212104
—	CLOUGH GLOBAL OPPORTUNITIES	89,973	$805K	0.0%	$9.79	—	SH BEN INT	18914E106
MPLX	MPLX LP	23,015	$797K	0.0%	$50.41	—	COM UNIT REP LTD	55336V100
—	MODUSLINK GLOBAL SOLUTIONS I	900,000	$788K	0.0%	$0.81	—	NOTE 5.250% 3/0	60786LAB3
—	RMR REAL ESTATE INCOME FUND	37,767	$773K	0.0%	$20.76	—	COM	76970B101
—	CBRE CLARION GLOBAL REAL EST	104,915	$766K	0.0%	$8.54	—	COM	12504G100
EPD	ENTERPRISE PRODS PARTNERS L	27,660	$748K	0.0%	$32.94	—	COM	293792107
—	ONEOK PARTNERS LP	17,057	$734K	0.0%	$37.99	—	UNIT LTD PARTN	68268N103
—	WILLIAMS PARTNERS L P NEW	18,936	$720K	0.0%	$49.22	—	COM UNIT LTD PAR	96949L105
—	KLR ENERGY ACQUISITION CORP	500,000	$700K	0.0%	$0.42	—	*W EXP 09/16/202	49877M116
—	DCP MIDSTREAM PARTNERS LP	17,646	$677K	0.0%	$32.23	—	COM UT LTD PTN	23311P100
—	MAGELLAN MIDSTREAM PRTNRS LP	8,957	$677K	0.0%	$76.26	—	COM UNIT RP LP	559080106
—	SEMGROUP CORP	15,933	$665K	0.0%	$41.74	—	CL A	81663A105
—	ENABLE MIDSTREAM PARTNERS LP	42,053	$661K	0.0%	$13.64	—	COM UNIT RP IN	292480100
—	VIVOPOWER INTERNATIONAL PLC	120,000	$660K	0.0%	$5.50	—	SHS	G9376R100
—	SUMMIT MIDSTREAM PARTNERS LP	26,128	$657K	0.0%	$25.37	—	COM UNIT LTD	866142102
—	RENEWABLE ENERGY GROUP INC	675,000	$653K	0.0%	$0.93	—	MTNF 2.750% 6/1	75972AAA1
—	BOARDWALK PIPELINE PARTNERS	37,202	$646K	0.0%	$14.56	—	UT LTD PARTNER	096627104
—	LAM RESEARCH CORP	6,041	$639K	0.0%	$105.78	—	COM	512807108
—	QUINPARIO ACQUISITION CORP 2	3,132,626	$627K	0.0%	$0.30	—	*W EXP 01/01/202	74874U119
—	HARMONY MERGER CORP	1,631,880	$612K	0.0%	$0.40	—	*W EXP 01/01/202	413247123
—	RICE MIDSTREAM PARTNERS LP	24,868	$611K	0.0%	$13.71	—	UNIT LTD PARTN	762819100
—	ARES DYNAMIC CR ALLOCATION F	40,474	$610K	0.0%	$15.90	—	COM	04014F102
—	WESTERN GAS PARTNERS LP	10,341	$608K	0.0%	$61.23	—	COM UNIT LP IN	958254104
—	ANI PHARMACEUTICALS INC	525,000	$605K	0.0%	$1.15	—	NOTE 3.000%12/0	00182CAA1
—	ENERGY TRANSFER PRTNRS L P	16,605	$595K	0.0%	$53.51	—	UNIT LTD PARTN	29273R109
—	NUSTAR ENERGY LP	11,739	$585K	0.0%	$55.78	—	UNIT COM	67058H102
—	TC PIPELINES LP	9,875	$581K	0.0%	$58.89	—	UT COM LTD PRT	87233Q108
—	CRESTWOOD EQUITY PARTNERS LP	22,636	$578K	0.0%	$20.76	—	UNIT LTD PARTNER	226344208
—	TRI CONTL CORP	26,168	$577K	0.0%	$20.28	—	COM	895436103
PAA	PLAINS ALL AMERN PIPELINE L	17,670	$571K	0.0%	$35.73	—	UNIT LTD PARTN	726503105
KMI	KINDER MORGAN INC DEL	27,367	$567K	0.0%	$23.87	-45.1%	COM	49456B101
—	HOLLY ENERGY PARTNERS L P	17,387	$557K	0.0%	$31.38	—	COM UT LTD PTN	435763107
ATLC	ATLANTICUS HLDGS CORP	191,430	$546K	0.0%	$2.61	+17.7%	COM	04914Y102
—	ENLINK MIDSTREAM PARTNERS LP	29,009	$534K	0.0%	$22.42	—	COM UNIT REP LTD	29336U107
—	TALLGRASS ENERGY PARTNERS LP	11,260	$534K	0.0%	$49.53	—	COM UNIT	874697105
—	AMERIGAS PARTNERS L P	10,964	$525K	0.0%	$46.56	—	UNIT L P INT	030975106
—	EASTERN VA BANKSHARES INC	50,127	$524K	0.0%	$10.45	—	COM	277196101
CQP	CHENIERE ENERGY PARTNERS LP	18,085	$521K	0.0%	$29.83	—	COM UNIT	16411Q101
—	ENBRIDGE ENERGY PARTNERS L P	19,465	$496K	0.0%	$31.04	—	COM	29250R106
—	ALPINE GLOBAL DYNAMIC DIVD F	56,318	$494K	0.0%	$10.19	—	COM NEW	02082E205
—	SPECTRA ENERGY PARTNERS LP	10,414	$477K	0.0%	$49.66	—	COM	84756N109
—	TESORO LOGISTICS LP	9,250	$470K	0.0%	$44.97	—	COM UNIT LP	88160T107
GEL	GENESIS ENERGY L P	12,925	$466K	0.0%	$44.54	—	UNIT LTD PARTN	371927104
—	VALERO ENERGY PARTNERS LP	10,221	$452K	0.0%	$47.94	—	COM UNT REP LP	91914J102
—	WORLD WRESTLING ENTMT INC	24,183	$445K	0.0%	$18.40	—	CL A	98156Q108
—	INVESCO VALUE MUN INCOME TR	30,342	$444K	0.0%	$14.63	—	COM	46132P108
—	BUCKEYE PARTNERS L P	6,687	$442K	0.0%	$72.42	—	UNIT LTD PARTN	118230101
—	GAIN CAP HLDGS INC	450,000	$440K	0.0%	$1.08	—	NOTE 4.125%12/0	36268WAB6
—	SUNOCO LOGISTICS PRTNRS L P	17,976	$432K	0.0%	$40.97	—	COM UNITS	86764L108
—	ALPINE TOTAL DYNAMIC DIVID F	55,630	$422K	0.0%	$7.59	—	COM SH BEN INT N	021060207
—	QUORUM HEALTH CORP	56,871	$413K	0.0%	$10.71	—	COM	74909E106
—	AVID TECHNOLOGY INC	600,000	$405K	0.0%	$0.68	—	NOTE 2.000% 6/1	05367PAB6
—	PHILLIPS 66 PARTNERS LP	8,245	$401K	0.0%	$66.74	—	COM UNIT REP INT	718549207
—	MANITOWOC INC	66,646	$399K	0.0%	$4.33	—	COM	563571108
—	APTEVO THERAPEUTICS INC	158,936	$388K	0.0%	$2.56	—	COM	03835L108
—	CONE MIDSTREAM PARTNERS LP	16,400	$386K	0.0%	$9.89	—	COM UNIT REPST	206812109
—	MANITOWOC FOODSERVICE INC	19,958	$386K	0.0%	$14.74	—	COM	563568104
—	LSC COMMUNICATIONS INC	12,972	$385K	0.0%	$29.68	—	COM	50218P107
—	BARNES & NOBLE ED INC	33,298	$382K	0.0%	$12.71	—	COM	06777U101
HRI	HERC HLDGS INC	9,290	$373K	0.0%	$30.89	+7.6%	COM	42704L104
—	ADAM NAT RES FD INC	18,463	$372K	0.0%	$20.15	—	COM	00548F105
PJT	PJT PARTNERS INC	11,424	$353K	0.0%	$20.55	+26.4%	COM CL A	69343T107
—	LANDCADIA HLDGS INC	500,000	$350K	0.0%	$0.70	—	*W EXP 06/01/202	51476W115
—	TEMPLETON GLOBAL INCOME FD	53,903	$349K	0.0%	$6.65	—	COM	880198106
DFIN	DONNELLEY FINL SOLUTIONS INC	15,186	$349K	0.0%	$21.18	0.0%	COM	25787G100
ASIX	ADVANSIX INC	15,523	$344K	0.0%	$16.41	0.0%	COM	00773T101
MMLP	MARTIN MIDSTREAM PRTNRS L P	18,768	$344K	0.0%	$31.78	—	UNIT L P INT	573331105
—	NUVEEN CA QUALTY MUN INCOME	24,144	$341K	0.0%	$14.12	—	COM	67066Y105
—	BLACKROCK GLOBAL OPP EQTY TR	29,300	$339K	0.0%	$11.57	—	COM	092501105
—	FIRST TR ABERDEEN GLBL OPP F	30,419	$339K	0.0%	$11.55	—	COM SHS	337319107
AFIIQ	ARMSTRONG FLOORING INC	16,693	$332K	0.0%	$16.04	+14.8%	COM	04238R106
—	GLOBAL PARTNER ACQUISITION C	1,068,000	$331K	0.0%	$0.27	—	*W EXP 07/01/202	37954X113
JCI	JOHNSON CTLS INTL PLC	7,282	$300K	0.0%	$33.21	+3.3%	SHS	G51502105
—	EASTERLY ACQUISITION CORP	925,000	$298K	0.0%	$0.33	—	*W EXP 07/29/202	27616L110
—	TEEKAY LNG PARTNERS L P	20,319	$294K	0.0%	$26.79	—	PRTNRSP UNITS	Y8564M105
—	SHELL MIDSTREAM PARTNERS L P	9,609	$280K	0.0%	$41.52	—	UNIT LTD INT	822634101
—	ADVENT CLAY CONV SEC INC FD	47,691	$280K	0.0%	$6.72	—	COM	007639107
—	CHEMICAL FINL CORP	5,018	$272K	0.0%	$54.20	—	COM	163731102
—	CONYERS PK ACQUISITION	25,000	$271K	0.0%	$10.76	—	UNIT 99/99/99991	212894208
—	RESOURCE CAP CORP	275,000	$265K	0.0%	$0.92	—	NOTE 6.000%12/0	76120WAA2
—	MACQUARIE GLBL INFRA TOTL RE	12,827	$253K	0.0%	$21.35	—	COM	55608D101
—	AVENUE INCOME CR STRATEGIES	17,639	$237K	0.0%	$13.24	—	COM	05358E106
—	DELAWARE ENHANCED GBL DIV &	22,877	$231K	0.0%	$10.03	—	COM	246060107
—	PACIFIC SPL ACQUISITION CORP	415,000	$220K	0.0%	$0.15	—	RIGHT 03/15/2017	G68588113
—	ALLIANZGI NFJ DIVID INT & PR	16,500	$208K	0.0%	$12.61	—	COM	01883A107
—	INVESCO CALIF VALUE MUN INC	15,143	$184K	0.0%	$12.15	—	COM	46132H106
—	SPROTT FOCUS TR INC	23,411	$163K	0.0%	$6.74	—	COM	85208J109
—	ROYCE MICRO-CAP TR INC	19,243	$156K	0.0%	$7.60	—	COM	780915104
—	ORIGO ACQUISITION CORP	350,000	$147K	0.0%	$0.13	—	RIGHT 12/03/2017	G67789134
—	BARINGTON HILCO ACQUISITION	545,520	$136K	0.0%	$0.28	—	RIGHT 02/13/2017	06759V119
—	ASSOCIATED BANC CORP	20,065	$108K	0.0%	$2.52	—	*W EXP 11/21/201	045487113
—	AGROFRESH SOLUTIONS	540,000	$95,000	0.0%	$2.10	—	*W EXP 07/31/202	00856G117
—	JASON INDS INC	1,933,070	$81,000	0.0%	$0.79	—	*W EXP 06/30/201	471172114
—	BARINGTON HILCO ACQUISITION	545,520	$70,000	0.0%	$0.16	—	*W EXP 02/11/201	06759V127
—	AXAR ACQUISITION CORP	750,000	$56,000	0.0%	$0.07	—	*W EXP 12/31/202	05455L110
—	JENSYN ACQUISITION CORP	200,000	$47,000	0.0%	$0.20	—	RIGHT 99/99/9999	47632B128
—	COMMUNITY HEALTH SYS INC NEW	10,026,149	$45,000	0.0%	$0.02	—	RIGHT 99/99/9999	203668116
—	VANGUARD NAT RES LLC	54,023	$36,000	0.0%	$2.98	—	COM UNIT	92205F106
—	VALLEY NATL BANCORP	116,185	$23,000	0.0%	$0.20	—	*W EXP 11/14/201	919794131
—	JENSYN ACQUISITION CORP	200,000	$22,000	0.0%	$0.07	—	*W EXP 03/01/202	47632B110
—	AMYRIS INC	15,000	$11,000	0.0%	$0.73	—	COM	03236M101