Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	NOVELLUS SYS INC	99,914,000	$379M	4.3%	$2.79	—	NOTE 2.625% 5/1	670008AD3
—	VERISIGN INC	136,800,000	$350M	3.9%	$1.85	—	SDCV 3.250% 8/1	92343EAD4
—	VALSPAR CORP	1,680,375	$186M	2.1%	$107.08	—	COM	920355104
—	WHITEWAVE FOODS CO	3,312,368	$186M	2.1%	$54.57	—	COM	966244105
—	YAHOO INC	3,793,194	$176M	2.0%	$39.51	—	COM	984332106
—	CF CORP	955,650	$175M	2.0%	$183.35	—	*W EXP 05/25/202	G20307115
—	WESTAR ENERGY INC	3,167,746	$172M	1.9%	$56.16	—	COM	95709T100
NXPI	NXP SEMICONDUCTORS N V	1,591,780	$165M	1.9%	$88.35	+1.7%	COM	N6596X109
—	B/E AEROSPACE INC	2,518,256	$161M	1.8%	$60.19	—	COM	073302101
—	MOBILEYE N V AMSTELVEEN	2,548,068	$156M	1.8%	$61.40	—	ORD SHS	N51488117
—	TYSON FOODS INC	2,294,550	$155M	1.8%	$49.94	—	UNIT 99/99/9999	902494301
—	DU PONT E I DE NEMOURS & CO	1,913,559	$154M	1.7%	$80.33	—	COM	263534109
—	MONSANTO CO NEW	1,344,164	$152M	1.7%	$102.68	—	COM	61166W101
—	CST BRANDS INC	3,104,048	$149M	1.7%	$48.09	—	COM	12646R105
—	INTEL CORP	81,201,000	$142M	1.6%	$1.59	—	SDCV 3.250% 8/0	458140AF7
—	BROCADE COMMUNICATIONS SYS I	11,031,669	$138M	1.6%	$12.49	—	COM NEW	111621306
—	TIME WARNER INC	1,355,945	$132M	1.5%	$96.76	—	COM NEW	887317303
—	VCA INC	1,419,869	$130M	1.5%	$91.50	—	COM	918194101
—	LEVEL 3 COMMUNICATIONS INC	2,251,274	$129M	1.5%	$56.81	—	COM NEW	52729N308
—	REYNOLDS AMERICAN INC	2,014,622	$127M	1.4%	$61.46	—	COM	761713106
—	ANTHEM INC	54,129,000	$124M	1.4%	$2.04	—	NOTE 2.750%10/1	94973VBG1
—	WEATHERFORD INTL LTD	95,975,000	$124M	1.4%	$1.11	—	NOTE 5.875% 7/0	947075AH0
—	MEAD JOHNSON NUTRITION CO	1,322,734	$118M	1.3%	$89.08	—	COM	582839106
—	MOLINA HEALTHCARE INC	86,325,000	$110M	1.2%	$1.47	—	NOTE 1.125% 1/1	60855RAC4
—	ADVANCED MICRO DEVICES INC	54,275,000	$107M	1.2%	$1.98	—	NOTE 2.125% 9/0	007903BD8
—	WESTERN REFNG INC	3,026,777	$106M	1.2%	$37.12	—	COM	959319104
—	AGRIUM INC	1,098,343	$105M	1.2%	$98.03	—	COM	008916108
—	CABELAS INC	1,961,659	$104M	1.2%	$58.55	—	COM	126804301
—	ZELTIQ AESTHETICS INC	1,857,194	$103M	1.2%	$55.61	—	COM	98933Q108
—	EVERBANK FINL CORP	5,281,863	$103M	1.2%	$19.40	—	COM	29977G102
—	PRICELINE GRP INC	53,675,000	$101M	1.1%	$1.42	—	NOTE 1.000% 3/1	741503AQ9
—	PALO ALTO NETWORKS INC	76,050,000	$90.88M	1.0%	$1.63	—	NOTE 7/0	697435AB1
—	T MOBILE US INC	834,525	$87.9M	1.0%	$63.49	—	CONV PFD SER A	872590203
—	CHEMTURA CORP	2,478,336	$82.78M	0.9%	$32.94	—	COM NEW	163893209
—	PRIVATEBANCORP INC	1,391,683	$82.62M	0.9%	$49.10	—	COM	742962103
—	MICRON TECHNOLOGY INC	30,355,000	$81.12M	0.9%	$1.95	—	NOTE 2.125% 2/1	595112AV5
—	CEB INC	1,025,832	$80.63M	0.9%	$78.60	—	COM	125134106
—	ALERE INC	1,995,337	$79.28M	0.9%	$49.60	—	COM	01449J105
—	HEADWATERS INC	3,207,615	$75.31M	0.8%	$23.52	—	COM	42210P102
—	MEDICINES CO	47,425,000	$74.99M	0.8%	$1.15	—	NOTE 2.500% 1/1	584688AE5
—	STILLWATER MNG CO	4,275,966	$73.85M	0.8%	$16.11	—	COM	86074Q102
—	CEMEX SAB DE CV	59,500,000	$69.73M	0.8%	$1.10	—	NOTE 3.750% 3/1	151290BC6
—	MICROCHIP TECHNOLOGY INC	21,475,000	$66.8M	0.8%	$1.96	—	SDCV 2.125%12/1	595017AB0
—	ANTHEM INC	1,320,250	$66.33M	0.7%	$48.39	—	UNIT 05/01/20188	036752202
—	TESLA INC	27,650,000	$61.78M	0.7%	$1.65	—	NOTE 1.500% 6/0	88160RAA9
—	GREAT PLAINS ENERGY INC	1,159,125	$61.72M	0.7%	$50.81	—	DEP SHS 1/20 B	391164878
—	WGL HLDGS INC	703,320	$58.05M	0.7%	$82.53	—	COM	92924F106
—	JOY GLOBAL INC	1,949,851	$55.08M	0.6%	$27.88	—	COM	481165108
—	INVENSENSE INC	4,233,776	$53.47M	0.6%	$12.70	—	COM	46123D205
—	RITE AID CORP	12,513,560	$53.18M	0.6%	$7.90	—	COM	767754104
—	EURONET WORLDWIDE INC	41,325,000	$52.46M	0.6%	$1.19	—	NOTE 1.500%10/0	298736AH2
—	ALLEGHENY TECHNOLOGIES INC	34,325,000	$51.1M	0.6%	$1.38	—	NOTE 4.750% 7/0	01741RAG7
—	TTM TECHNOLOGIES INC	26,500,000	$46.76M	0.5%	$1.11	—	NOTE 1.750%12/1	87305RAD1
—	NIMBLE STORAGE INC	3,622,232	$45.28M	0.5%	$12.50	—	COM	65440R101
—	WELLTOWER INC	697,025	$44.2M	0.5%	$60.73	—	6.50% PFD PREPET	95040Q203
—	INTEGRATED DEVICE TECHNOLOGY	43,243,000	$43.43M	0.5%	$1.03	—	NOTE 0.875%11/1	458118AC0
—	SPIRIT RLTY CAP INC NEW	42,250,000	$42.88M	0.5%	$1.00	—	NOTE 2.875% 5/1	84860WAA0
—	CARDINAL FINL CORP	1,368,844	$40.98M	0.5%	$29.44	—	COM	14149F109
—	DIGITALGLOBE INC	1,250,986	$40.97M	0.5%	$32.75	—	COM NEW	25389M877
—	STARWOOD PPTY TR INC	34,825,000	$39.88M	0.4%	$1.14	—	NOTE 4.000% 1/1	85571BAB1
—	PANDORA MEDIA INC	39,480,000	$39.78M	0.4%	$1.03	—	NOTE 1.750%12/0	698354AB3
—	ASTORIA FINL CORP	1,882,414	$38.61M	0.4%	$20.51	—	COM	046265104
—	MULTI PACKAGING SOLUTIONS IN	2,132,031	$38.27M	0.4%	$17.95	—	COM	G6331W109
—	WEBMD HEALTH CORP	36,675,000	$37.41M	0.4%	$1.02	—	NOTE 2.500% 1/3	94770VAF9
—	MERITOR INC	21,281,000	$37.3M	0.4%	$1.48	—	NOTE 7.875% 3/0	59001KAC4
—	ISLE OF CAPRI CASINOS INC	1,404,688	$37.03M	0.4%	$23.01	—	COM	464592104
—	HORIZON PHARMA INVT LTD	38,875,000	$35.57M	0.4%	$0.90	—	NOTE 2.500% 3/1	44052TAB7
—	EMERGENT BIOSOLUTIONS INC	29,400,000	$35.13M	0.4%	$1.19	—	NOTE 2.875% 1/1	29089QAB1
—	SUCAMPO PHARMACEUTICALS INC	33,200,000	$33.01M	0.4%	$0.99	—	DBCV 3.250%12/1	864909AA4
—	BIOVERATIV INC	598,525	$32.6M	0.4%	$54.46	—	COM	09075E100
SFL 5.75 10/15/21	SHIP FINANCE INTERNATIONAL L	31,350,000	$31.29M	0.4%	$1.00	—	NOTE 5.750%10/1	G81075AF3
—	INPHI CORP	22,125,000	$30.6M	0.3%	$1.30	—	NOTE 1.125%12/0	45772FAB3
—	ALLIED WRLD ASSUR COM HLDG A	559,918	$29.73M	0.3%	$53.41	—	SHS	H01531104
—	THERAVANCE INC	31,218,000	$29.62M	0.3%	$0.85	—	NOTE 2.125% 1/1	88338TAB0
LW	LAMB WESTON HLDGS INC	699,565	$29.42M	0.3%	$29.75	+16.2%	COM	513272104
—	MGIC INVT CORP WIS	20,000,000	$29.15M	0.3%	$1.49	—	NOTE 2.000% 4/0	552848AE3
BLD	TOPBUILD CORP	613,981	$28.86M	0.3%	$29.87	+35.9%	COM	89055F103
ADNT	ADIENT PLC	395,421	$28.73M	0.3%	$50.50	+27.0%	ORD SHS	G0084W101
RACE	FERRARI N V	382,401	$28.43M	0.3%	$41.15	+57.9%	COM	N3167Y103
—	WEBMD HEALTH CORP	23,875,000	$28.43M	0.3%	$1.06	—	NOTE 1.500%12/0	94770VAK8
—	VERSUM MATLS INC	926,131	$28.34M	0.3%	$28.07	—	COM	92532W103
—	DYNEGY INC NEW DEL	477,175	$28.06M	0.3%	$90.84	—	UNIT 07/01/20191	26817R405
—	AIR METHODS CORP	648,354	$27.88M	0.3%	$43.00	—	COM PAR $.06	009128307
CC	CHEMOURS CO	706,607	$27.2M	0.3%	$5.76	+282.0%	COM	163851108
AA	ALCOA CORP	781,735	$26.89M	0.3%	$25.90	+29.0%	COM	013872106
—	MSG NETWORK INC	1,130,558	$26.4M	0.3%	$19.37	—	CL A	553573106
—	EZCORP INC	27,950,000	$26.17M	0.3%	$0.96	—	NOTE 2.625% 6/1	302301AB2
—	VECTOR GROUP LTD	17,775,000	$25.81M	0.3%	$1.52	—	FRNT 1/1	92240MAY4
ENR	ENERGIZER HLDGS INC NEW	459,264	$25.6M	0.3%	$28.91	+35.4%	COM	29272W109
CABO	CABLE ONE INC	40,974	$25.59M	0.3%	$394.49	+42.7%	COM	12685J105
HPE	HEWLETT PACKARD ENTERPRISE C	1,078,487	$25.56M	0.3%	$7.03	+46.9%	COM	42824C109
—	SILVER STD RES INC	25,650,000	$25.2M	0.3%	$0.93	—	NOTE 2.875% 2/0	82823LAC0
FTV	FORTIVE CORP	417,719	$25.16M	0.3%	$30.87	+12.0%	COM	34959J108
—	MATLIN & PARTNERS ACQUISITIO	2,500,000	$25.05M	0.3%	$10.02	—	UNIT 05/28/2021A	57682V205
NGVT	INGEVITY CORP	408,034	$24.83M	0.3%	$32.01	+76.7%	COM	45688C107
EBAY	EBAY INC	732,981	$24.61M	0.3%	$24.56	+17.8%	COM	278642103
LITE	LUMENTUM HLDGS INC	452,047	$24.12M	0.3%	$22.37	+97.2%	COM	55024U109
—	OASIS PETE INC NEW	17,500,000	$23.65M	0.3%	$1.35	—	NOTE 2.625% 9/1	674215AJ7
YUMC	YUM CHINA HLDGS INC	868,237	$23.62M	0.3%	$26.68	+0.2%	COM	98850P109
—	COLONY CAP INC	23,800,000	$23.56M	0.3%	$0.97	—	NOTE 3.875% 1/1	19624RAB2
—	DYCOM INDS INC	20,000,000	$23.44M	0.3%	$1.17	—	NOTE 0.750% 9/1	267475AB7
—	STANDARD PAC CORP NEW	22,130,000	$22.97M	0.3%	$1.16	—	NOTE 1.250% 8/0	85375CBC4
—	ALLSCRIPTS HEALTHCARE SOLUTN	22,725,000	$22.87M	0.3%	$1.03	—	NOTE 1.250% 7/0	01988PAD0
—	GENERAL CABLE CORP DEL NEW	28,890,000	$22.52M	0.3%	$0.77	—	FRNT 4.500%11/1	369300AL2
VREX	VAREX IMAGING CORP	669,170	$22.48M	0.3%	$31.14	0.0%	COM	92214X106
—	QUALITY CARE PPTYS INC	1,186,263	$22.37M	0.3%	$15.50	—	COM	747545101
—	HOLOGIC INC	17,750,000	$22.01M	0.2%	$1.23	—	FRNT 12/1	436440AG6
—	NEUSTAR INC	662,432	$21.96M	0.2%	$33.40	—	CL A	64126X201
—	ACORDA THERAPEUTICS INC	25,325,000	$21.65M	0.2%	$0.98	—	NOTE 1.750% 6/1	00484MAA4
—	SPIRIT RLTY CAP INC NEW	21,025,000	$21.59M	0.2%	$1.01	—	NOTE 3.750% 5/1	84860WAB8
—	PACIFIC CONTINENTAL CORP	858,629	$21.04M	0.2%	$24.50	—	COM	69412V108
—	IXIA	1,065,411	$20.93M	0.2%	$19.65	—	COM	45071R109
—	HURON CONSULTING GROUP INC	22,405,000	$20.88M	0.2%	$0.97	—	NOTE 1.250%10/0	447462AB8
—	BLACK HILLS CORP	281,523	$20.64M	0.2%	$60.80	—	UNIT 99/99/9999	092113125
—	SEACOR HOLDINGS INC	20,150,000	$20.62M	0.2%	$0.98	—	NOTE 2.500%12/1	811904AM3
—	AKAMAI TECHNOLOGIES INC	20,325,000	$20.15M	0.2%	$0.99	—	DBCV 2/1	00971TAG6
—	NXP SEMICONDUCTORS N V	17,300,000	$20.11M	0.2%	$1.14	—	DBCV 1.000%12/0	62952QAB6
—	STARWOOD PPTY TR INC	20,000,000	$20.02M	0.2%	$1.00	—	NOTE 4.375% 4/0	85571BAH8
—	MOLINA HEALTHCARE INC	18,699,000	$19.82M	0.2%	$1.12	—	DBCV 1.625% 8/1	60855RAD2
LSCC	LATTICE SEMICONDUCTOR CORP	2,849,962	$19.72M	0.2%	$7.36	—	COM	518415104
GNW	GENWORTH FINL INC	4,666,501	$19.23M	0.2%	$4.41	-12.6%	COM CL A	37247D106
—	CARE CAP PPTYS INC	706,991	$19M	0.2%	$30.70	—	COM	141624106
—	WILLIAMS CLAYTON ENERGY INC	143,752	$18.99M	0.2%	$132.08	—	COM	969490101
CNDT	CONDUENT INC	1,108,965	$18.61M	0.2%	$15.22	0.0%	COM	206787103
—	PROSPECT CAPITAL CORPORATION	18,700,000	$18.56M	0.2%	$0.94	—	NOTE 4.750% 4/1	74348TAQ5
—	FINTECH ACQUISITION CORP II	1,800,000	$18.47M	0.2%	$10.26	—	UNIT 99/99/9999	31810G208
—	SILVER BAY RLTY TR CORP	800,452	$17.19M	0.2%	$21.47	—	COM	82735Q102
—	ILLUMINA INC	16,875,000	$17.07M	0.2%	$1.01	—	NOTE 6/1	452327AF6
—	GCP APPLIED TECHNOLOGIES INC	481,512	$15.72M	0.2%	$22.29	—	COM	36164Y101
—	TESLA INC	15,000,000	$15.7M	0.2%	$1.05	—	NOTE 2.375% 3/1	88160RAD3
—	DOMINION RES INC VA NEW	303,475	$15.45M	0.2%	$50.55	—	UNIT 08/15/2019	25746U836
PK	PARK HOTELS RESORTS INC	571,652	$14.67M	0.2%	$25.67	—	COM	700517105
—	UNITI GROUP INC	546,014	$14.11M	0.2%	$25.85	—	COM	91325V108
—	SUNPOWER CORP	14,450,000	$13.42M	0.2%	$1.11	—	DBCV 0.750% 6/0	867652AG4
—	SUNPOWER CORP	16,975,000	$13.36M	0.2%	$0.72	—	DBCV 4.000% 1/1	867652AL3
—	MONEYGRAM INTL INC	710,147	$11.94M	0.1%	$16.81	—	COM NEW	60935Y208
—	AMTRUST FINL SVCS INC	14,200,000	$10.83M	0.1%	$0.77	—	NOTE 2.750%12/1	032359AG6
—	ALON USA ENERGY INC	864,940	$10.54M	0.1%	$12.19	—	COM	020520102
—	SILVER RUN ACQUISITION	1,000,000	$10.44M	0.1%	$10.44	—	UNIT 99/99/9999	82812A202
—	APOLLO COML REAL EST FIN INC	9,450,000	$10.41M	0.1%	$1.05	—	NOTE 5.500% 3/1	03762UAA3
—	FIDELITY & GTY LIFE	373,478	$10.38M	0.1%	$25.09	—	COM	315785105
—	LIBERTY MEDIA CORP	18,774,646	$10.24M	0.1%	$0.55	—	DEB 3.500% 1/1	530715AN1
—	BROCADE COMMUNICATIONS SYS I	10,000,000	$10.14M	0.1%	$1.01	—	NOTE 1.375% 1/0	111621AQ1
—	DOMINION RES INC VA NEW	200,000	$10.09M	0.1%	$50.06	—	UNIT 99/99/9999	25746U869
—	BLACKHAWK NETWORK HLDGS INC	247,390	$10.04M	0.1%	$37.81	—	COM	09238E104
—	HUNTER MARITIME ACQUISITION	950,000	$9.88M	0.1%	$10.15	—	UNIT 99/99/9999	Y37828103
—	INTEL CORP	7,225,000	$9.853M	0.1%	$1.27	—	SDCV 12/1	458140AD2
HGV	HILTON GRAND VACATIONS INC	341,850	$9.797M	0.1%	$28.53	0.0%	COM	43283X105
—	METALDYNE PERFORMANCE GROUP	419,567	$9.587M	0.1%	$22.95	—	COM	59116R107
—	CONVERGYS CORP	4,725,000	$9.347M	0.1%	$2.10	—	SDCV 5.750% 9/1	212485AE6
—	VECTOR GROUP LTD	8,125,000	$9.217M	0.1%	$1.15	—	NOTE 1.750% 4/1	92240MBC1
—	CASCADE BANCORP	1,187,016	$9.152M	0.1%	$8.12	—	COM NEW	147154207
—	HERITAGE OAKS BANCORP	679,470	$9.071M	0.1%	$12.39	—	COM	42724R107
—	SOUTHWEST BANCORP INC OKLA	344,744	$9.015M	0.1%	$29.00	—	COM	844767103
—	LUMOS NETWORKS CORP	479,425	$8.486M	0.1%	$17.70	—	COM	550283105
—	STARWOOD PPTY TR INC	7,575,000	$8.309M	0.1%	$1.10	—	NOTE 4.550% 3/0	85571BAA3
—	STONEGATE BK FT LAUDERDALE F	174,259	$8.206M	0.1%	$47.09	—	COM	861811107
—	M III ACQUISITION CORP	808,712	$7.925M	0.1%	$9.80	—	COM	55378T104
—	SOUTHWESTERN ENERGY CO	379,300	$7.586M	0.1%	$46.40	—	DEP SHS 1/20 B	845467208
—	KAYNE ANDERSON ACQUISITION	750,000	$7.515M	0.1%	$10.02	—	UNIT 06/30/2022	48661U201
BCE	BCE INC	166,165	$7.336M	0.1%	$25.70	0.0%	COM NEW	05534B760
—	TRINITY INDS INC	5,750,000	$7.011M	0.1%	$1.22	—	NOTE 3.875% 6/0	896522AF6
—	GANNETT CO INC	805,882	$6.753M	0.1%	$15.78	—	COM	36473H104
—	FAIRPOINT COMMUNICATIONS INC	406,610	$6.75M	0.1%	$18.70	—	COM NEW	305560302
—	SUFFOLK BANCORP	166,456	$6.726M	0.1%	$32.03	—	COM	864739107
—	MERCHANTS BANCSHARES	137,606	$6.701M	0.1%	$54.20	—	COM	588448100
—	TRC COS INC	353,500	$6.169M	0.1%	$17.45	—	COM	872625108
—	EXAR CORP	420,979	$5.477M	0.1%	$13.01	—	COM	300645108
—	ULTRATECH INC	174,813	$5.178M	0.1%	$29.62	—	COM	904034105
—	INVACARE CORP	5,000,000	$5.063M	0.1%	$1.01	—	NOTE 5.000% 2/1	461203AF8
—	AMYRIS INC	9,626,000	$5.054M	0.1%	$0.64	—	NOTE 9.500% 4/1	03236MAF8
—	PATTERN ENERGY GROUP INC	5,000,000	$4.981M	0.1%	$1.01	—	NOTE 4.000% 7/1	70338PAB6
—	MEDIDATA SOLUTIONS INC	4,150,000	$4.757M	0.1%	$1.15	—	NOTE 1.000% 8/0	58471AAB1
—	BROOKDALE SR LIVING INC	4,650,000	$4.592M	0.1%	$0.99	—	NOTE 2.750% 6/1	112463AA2
—	PDL BIOPHARMA INC	5,000,000	$4.366M	0.0%	$0.81	—	NOTE 2.750%12/0	69329YAG9
—	ECHO GLOBAL LOGISTICS INC	4,600,000	$4.356M	0.0%	$0.98	—	NOTE 2.500% 5/0	27875TAA9
—	RAMBUS INC DEL	3,575,000	$4.292M	0.0%	$1.23	—	NOTE 1.125% 8/1	750917AE6
—	GORES HLDGS II INC	400,000	$4.116M	0.0%	$10.29	—	UNIT 99/99/9999	382867208
—	AMERICAN RLTY CAP PPTYS INC	4,000,000	$4.008M	0.0%	$1.00	—	NOTE 3.000% 8/0	02917TAA2
—	AVISTA HEALTHCARE PUB ACQ CO	400,000	$3.98M	0.0%	$9.95	—	CL A	G0726L125
—	AMERICAN RLTY CAP PPTYS INC	3,875,000	$3.897M	0.0%	$1.02	—	NOTE 3.750%12/1	02917TAB0
—	PACIFIC SPL ACQUISITION CORP	373,500	$3.866M	0.0%	$9.85	—	SHS	G68588105
—	NEW YORK MTG TR INC	3,725,000	$3.664M	0.0%	$0.98	—	NOTE 6.250% 1/1	649604AD7
—	HEALTHWAYS INC	2,250,000	$3.469M	0.0%	$1.17	—	NOTE 1.500% 7/0	422245AB6
NWSA	NEWS CORP NEW	260,487	$3.386M	0.0%	$12.36	-8.6%	CL A	65249B109
—	ORIGO ACQUISITION CORP	325,500	$3.385M	0.0%	$10.22	—	SHS	G67789126
PHUN	STELLAR ACQUISITION III INC	300,000	$3.015M	0.0%	$10.05	—	COM	Y8172W107
—	CF CORP	300,000	$3.003M	0.0%	$9.79	—	SHS CL A	G20307107
—	UNIVERSAL AMERN CORP NEW	273,305	$2.725M	0.0%	$9.95	—	COM	91338E101
—	J2 GLOBAL INC	1,975,000	$2.676M	0.0%	$1.16	—	NOTE 3.250% 6/1	48123VAC6
NICE	NICE LTD	39,000	$2.651M	0.0%	$67.97	—	SPONSORED ADR	653656108
—	M I ACQUISITIONS INC	250,000	$2.518M	0.0%	$10.07	—	COM	55304A104
—	LANDCADIA HLDGS INC	250,000	$2.493M	0.0%	$9.78	—	CL A	51476W107
—	STONEGATE MTG CORP	312,844	$2.49M	0.0%	$7.96	—	COM	86181Q300
—	AMAG PHARMACEUTICALS INC	2,250,000	$2.46M	0.0%	$1.11	—	NOTE 2.500% 2/1	00163UAA4
—	COMPUCREDIT HLDGS CORP	5,000,000	$2.444M	0.0%	$0.42	—	NOTE 5.875%11/3	20478NAD2
—	CENVEO CORP	2,425,000	$2.413M	0.0%	$0.94	—	NOTE 7.000% 5/1	15671BAJ0
—	PRICELINE GRP INC	1,308	$2.328M	0.0%	$1465.96	—	COM NEW	741503403
—	ENERNOC INC	2,625,000	$2.197M	0.0%	$0.70	—	DBCV 2.250% 8/1	292764AB3
—	COWEN GROUP INC NEW	2,050,000	$2.083M	0.0%	$1.14	—	NOTE 3.000% 3/1	223622AB7
—	KLR ENERGY ACQUISITION CORP	200,000	$2.058M	0.0%	$10.12	—	CL A	49877M108
—	MACQUARIE INFRASTRUCTURE COR	25,348	$2.043M	0.0%	$81.71	—	COM	55608B105
—	CAPITOL ACQUISITION CORP III	1,075,000	$2.043M	0.0%	$0.42	—	*W EXP 10/19/202	14055M114
—	JENSYN ACQUISITION CORP	174,000	$1.784M	0.0%	$10.03	—	COM	47632B102
—	LMI AEROSPACE INC	129,011	$1.778M	0.0%	$13.78	—	COM	502079106
—	DHT HOLDINGS INC	1,750,000	$1.755M	0.0%	$0.95	—	DEBT 4.500%10/0	23335SAB2
—	ALBANY MOLECULAR RESH INC	1,600,000	$1.749M	0.0%	$1.28	—	NOTE 2.250%11/1	012423AB5
—	VIRTUS INVT PARTNERS INC	17,975	$1.748M	0.0%	$97.25	—	PFD CV SER D	92828Q208
—	CORENERGY INFRASTRUCTURE TR	1,500,000	$1.678M	0.0%	$0.85	—	NOTE 7.000% 6/1	21870UAA4
—	ACCURAY INC	1,475,000	$1.607M	0.0%	$1.78	—	DEBT 3.500% 2/0	004397AF2
—	CENTRUE FINL CORP NEW	61,214	$1.595M	0.0%	$26.06	—	COM NEW	15643B205
—	GAS NAT INC	125,461	$1.593M	0.0%	$12.55	—	COM	367204104
—	FBR & CO	87,105	$1.572M	0.0%	$18.05	—	COM NEW	30247C400
—	RESOURCE CAP CORP	1,500,000	$1.513M	0.0%	$0.96	—	NOTE 8.000% 1/1	76120WAB0
—	DELL TECHNOLOGIES INC	23,600	$1.512M	0.0%	$47.80	—	COM CL V	24703L103
—	SPECTRUM PHARMACEUTICALS INC	1,450,000	$1.463M	0.0%	$0.92	—	NOTE 2.750%12/1	84763AAB4
—	QUINPARIO ACQUISITION CORP 2	2,880,708	$1.44M	0.0%	$0.30	—	*W EXP 01/01/202	74874U119
—	GIGPEAK INC	460,753	$1.419M	0.0%	$3.08	—	COM	37518Q109
—	BOULEVARD ACQUISITION	1,698,740	$1.393M	0.0%	$0.40	—	*W EXP 09/25/202	10157Q110
—	GREEN PLAINS INC	1,000,000	$1.326M	0.0%	$1.27	—	NOTE 3.250%10/0	393222AD6
—	ENVISION HEALTHCARE CORP	11,400	$1.3M	0.0%	$118.95	—	PFD CNV 5.25% A1	29414D209
TRGP	TARGA RES CORP	21,613	$1.295M	0.0%	$28.49	+40.9%	COM	87612G101
—	DELTA NAT GAS INC	41,389	$1.256M	0.0%	$30.35	—	COM	247748106
—	HARMONIC INC	1,000,000	$1.25M	0.0%	$1.12	—	NOTE 4.000%12/0	413160AB8
—	INSPIRED ENTMT INC	1,533,043	$1.15M	0.0%	$0.60	—	*W EXP 10/20/202	45782N116
—	LIBERTY ALL STAR EQUITY FD	197,207	$1.077M	0.0%	$5.83	—	SH BEN INT	530158104
—	QUIDEL CORP	1,000,000	$1.029M	0.0%	$1.09	—	NOTE 3.250%12/1	74838JAA9
—	ONEOK PARTNERS LP	17,057	$921K	0.0%	$37.99	—	UNIT LTD PARTN	68268N103
—	TRANSMONTAIGNE PARTNERS L P	20,121	$899K	0.0%	$31.15	—	COM UNIT L P	89376V100
—	ALPINE GLOBAL PREMIER PPTYS	153,823	$880K	0.0%	$6.77	—	COM SBI	02083A103
—	MODUSLINK GLOBAL SOLUTIONS I	900,000	$854K	0.0%	$0.81	—	NOTE 5.250% 3/0	60786LAB3
—	VITAMIN SHOPPE INC	1,000,000	$853K	0.0%	$0.93	—	NOTE 2.250%12/0	92849EAB7
—	SABAN CAP ACQUISITION CORP	84,000	$832K	0.0%	$9.90	—	COM CL A	78516C106
MPLX	MPLX LP	23,015	$830K	0.0%	$50.41	—	COM UNIT REP LTD	55336V100
—	BLACKROCK RES & COMM STRAT T	93,589	$805K	0.0%	$9.56	—	SHS	09257A108
UA	UNDER ARMOUR INC	43,718	$800K	0.0%	$27.67	-24.7%	CL C	904311206
—	WILLIAMS PARTNERS L P NEW	18,936	$773K	0.0%	$49.22	—	COM UNIT LTD PAR	96949L105
EPD	ENTERPRISE PRODS PARTNERS L	27,660	$764K	0.0%	$32.94	—	COM	293792107
—	HARMONY MERGER CORP	1,515,467	$758K	0.0%	$0.40	—	*W EXP 01/01/202	413247123
TGLS	TECNOGLASS INC	65,127	$707K	0.0%	$9.08	-0.5%	SHS	G87264100
—	ENABLE MIDSTREAM PARTNERS LP	42,053	$702K	0.0%	$13.64	—	COM UNIT RP IN	292480100
—	DCP MIDSTREAM LP	17,646	$692K	0.0%	$32.23	—	COM UT LTD PTN	23311P100
—	MAGELLAN MIDSTREAM PRTNRS LP	8,957	$689K	0.0%	$76.26	—	COM UNIT RP LP	559080106
—	BOARDWALK PIPELINE PARTNERS	37,202	$681K	0.0%	$14.56	—	UT LTD PARTNER	096627104
—	RENEWABLE ENERGY GROUP INC	675,000	$676K	0.0%	$0.93	—	MTNF 2.750% 6/1	75972AAA1
—	ADAMS DIVERSIFIED EQUITY FD	48,751	$670K	0.0%	$12.82	—	COM	006212104
INSE	INSPIRED ENTMT INC	62,976	$668K	0.0%	$9.86	-10.2%	COM	45782N108
—	CENTRAL SECS CORP	26,557	$637K	0.0%	$21.80	—	COM	155123102
—	SUMMIT MIDSTREAM PARTNERS LP	26,128	$627K	0.0%	$25.37	—	COM UNIT LTD	866142102
—	RICE MIDSTREAM PARTNERS LP	24,868	$627K	0.0%	$13.71	—	UNIT LTD PARTN	762819100
—	WESTERN GAS PARTNERS LP	10,341	$625K	0.0%	$61.23	—	COM UNIT LP IN	958254104
—	HOLLY ENERGY PARTNERS L P	17,387	$621K	0.0%	$31.38	—	COM UT LTD PTN	435763107
—	NUSTAR ENERGY LP	11,739	$610K	0.0%	$55.78	—	UNIT COM	67058H102
—	ENERGY TRANSFER PRTNRS L P	16,605	$606K	0.0%	$53.51	—	UNIT LTD PARTN	29273R109
—	TALLGRASS ENERGY PARTNERS LP	11,260	$599K	0.0%	$49.53	—	COM UNIT	874697105
KMI	KINDER MORGAN INC DEL	27,367	$595K	0.0%	$23.87	-42.9%	COM	49456B101
—	CRESTWOOD EQUITY PARTNERS LP	22,636	$594K	0.0%	$20.76	—	UNIT LTD PARTNER	226344208
—	KLR ENERGY ACQUISITION CORP	500,000	$590K	0.0%	$0.42	—	*W EXP 09/16/202	49877M116
—	TC PIPELINES LP	9,875	$589K	0.0%	$58.89	—	UT COM LTD PRT	87233Q108
CQP	CHENIERE ENERGY PARTNERS LP	18,085	$584K	0.0%	$29.83	—	COM UNIT	16411Q101
—	SEMGROUP CORP	15,933	$574K	0.0%	$41.74	—	CL A	81663A105
PAA	PLAINS ALL AMERN PIPELINE L	17,670	$559K	0.0%	$35.73	—	UNIT LTD PARTN	726503105
—	ANI PHARMACEUTICALS INC	525,000	$557K	0.0%	$1.15	—	NOTE 3.000%12/0	00182CAA1
—	EXETER RES CORP	321,130	$556K	0.0%	$1.73	—	COM	301835104
—	ENLINK MIDSTREAM PARTNERS LP	29,009	$531K	0.0%	$22.42	—	COM UNIT REP LTD	29336U107
—	EASTERN VA BANKSHARES INC	50,127	$525K	0.0%	$10.45	—	COM	277196101
—	AMERIGAS PARTNERS L P	10,964	$516K	0.0%	$46.56	—	UNIT L P INT	030975106
—	TESORO LOGISTICS LP	9,250	$504K	0.0%	$44.97	—	COM UNIT LP	88160T107
ATLC	ATLANTICUS HLDGS CORP	191,430	$500K	0.0%	$2.61	+5.0%	COM	04914Y102
—	VALERO ENERGY PARTNERS LP	10,221	$490K	0.0%	$47.94	—	COM UNT REP LP	91914J102
—	DASEKE INC	428,837	$480K	0.0%	$1.12	—	*W EXP 03/31/202	23753F115
—	BUCKEYE PARTNERS L P	6,687	$458K	0.0%	$72.42	—	UNIT LTD PARTN	118230101
—	SPECTRA ENERGY PARTNERS LP	10,414	$455K	0.0%	$49.66	—	COM	84756N109
—	GAIN CAP HLDGS INC	450,000	$449K	0.0%	$1.08	—	NOTE 4.125%12/0	36268WAB6
—	ELECTRUM SPL ACQUISITION COR	990,000	$446K	0.0%	$0.45	—	*W EXP 99/99/999	G3105C112
—	INVESCO VALUE MUN INCOME TR	30,342	$443K	0.0%	$14.63	—	COM	46132P108
—	SUNOCO LOGISTICS PRTNRS L P	17,976	$439K	0.0%	$40.97	—	COM UNITS	86764L108
—	AVID TECHNOLOGY INC	600,000	$426K	0.0%	$0.68	—	NOTE 2.000% 6/1	05367PAB6
—	PHILLIPS 66 PARTNERS LP	8,245	$423K	0.0%	$66.74	—	COM UNIT REP INT	718549207
GEL	GENESIS ENERGY L P	12,925	$419K	0.0%	$44.54	—	UNIT LTD PARTN	371927104
—	GLOBAL PARTNER ACQUISITION C	1,068,000	$417K	0.0%	$0.27	—	*W EXP 07/01/202	37954X113
—	AVISTA HEALTHCARE PUB ACQ CO	1,000,000	$410K	0.0%	$0.41	—	*W EXP 99/99/999	G0726L117
—	RMR REAL ESTATE INCOME FUND	19,424	$408K	0.0%	$20.76	—	COM	76970B101
—	GENERAL AMERN INVS INC	11,864	$398K	0.0%	$31.17	—	COM	368802104
—	GP INVTS ACQUISITION COR	987,500	$395K	0.0%	$0.40	—	*W EXP 05/19/202	G40357108
—	MYLAN N V	10,000	$390K	0.0%	$39.00	—	SHS EURO	N59465109
—	CONE MIDSTREAM PARTNERS LP	16,400	$387K	0.0%	$9.89	—	COM UNIT REPST	206812109
HRI	HERC HLDGS INC	7,787	$381K	0.0%	$30.89	+40.2%	COM	42704L104
MMLP	MARTIN MIDSTREAM PRTNRS L P	18,768	$375K	0.0%	$31.78	—	UNIT L P INT	573331105
—	ENBRIDGE ENERGY PARTNERS L P	19,465	$370K	0.0%	$31.04	—	COM	29250R106
—	ADAM NAT RES FD INC	19,015	$369K	0.0%	$20.13	—	COM	00548F105
—	TEEKAY LNG PARTNERS L P	20,319	$357K	0.0%	$26.79	—	PRTNRSP UNITS	Y8564M105
ASIX	ADVANSIX INC	13,011	$355K	0.0%	$16.41	+44.2%	COM	00773T101
—	LANDCADIA HLDGS INC	500,000	$340K	0.0%	$0.70	—	*W EXP 06/01/202	51476W115
UNH	UNITEDHEALTH GROUP INC	2,042	$335K	0.0%	$142.11	0.0%	COM	91324P102
PJT	PJT PARTNERS INC	9,524	$334K	0.0%	$20.55	+52.5%	COM CL A	69343T107
—	WELBILT INC	16,639	$327K	0.0%	$19.65	—	COM	949090104
—	MANITOWOC INC	55,865	$318K	0.0%	$4.33	—	COM	563571108
—	SHELL MIDSTREAM PARTNERS L P	9,609	$310K	0.0%	$41.52	—	UNIT LTD INT	822634101
CBOE	CBOE HLDGS INC	3,568	$289K	0.0%	$69.83	0.0%	COM	12503M108
—	EASTERLY ACQUISITION CORP	823,250	$288K	0.0%	$0.33	—	*W EXP 07/29/202	27616L110
—	NUVEEN CA QUALTY MUN INCOME	19,944	$287K	0.0%	$14.12	—	COM	67066Y105
—	RESOURCE CAP CORP	275,000	$279K	0.0%	$0.92	—	NOTE 6.000%12/0	76120WAA2
—	M III ACQUISITION CORP	808,712	$275K	0.0%	$0.34	—	*W EXP 10/10/202	55378T112
—	LSC COMMUNICATIONS INC	10,871	$274K	0.0%	$29.68	—	COM	50218P107
—	APTEVO THERAPEUTICS INC	132,502	$273K	0.0%	$2.56	—	COM	03835L108
—	BARNES & NOBLE ED INC	27,916	$268K	0.0%	$12.71	—	COM	06777U101
—	QUORUM HEALTH CORP	47,681	$259K	0.0%	$10.71	—	COM	74909E106
AFIIQ	ARMSTRONG FLOORING INC	13,995	$258K	0.0%	$16.04	+26.4%	COM	04238R106
—	ALPINE GLOBAL DYNAMIC DIVD F	25,730	$251K	0.0%	$10.19	—	COM NEW	02082E205
DFIN	DONNELLEY FINL SOLUTIONS INC	12,726	$245K	0.0%	$21.18	+6.4%	COM	25787G100
—	PARKWAY INC	12,098	$241K	0.0%	$22.25	—	COM	70156Q107
GOOS	CANADA GOOSE HOLDINGS INC	15,000	$239K	0.0%	$16.27	0.0%	SHS SUB VTG	135086106
—	SPX CORP	9,552	$232K	0.0%	$9.33	—	COM	784635104
—	STELLAR ACQUISITION III INC	600,000	$204K	0.0%	$0.34	—	*W EXP 03/22/202	Y8172W115
—	BARINGTON HILCO ACQUISITION	545,520	$194K	0.0%	$0.28	—	RIGHT 02/13/2017	06759V119
—	INVESCO CALIF VALUE MUN INC	15,143	$187K	0.0%	$12.15	—	COM	46132H106
—	ALLIANCE CALIF MUN INCOME FD	13,469	$179K	0.0%	$13.29	—	COM	018546101
—	FIRST CMNTY FINL PARTNERS IN	13,473	$172K	0.0%	$12.77	—	COM	31985Q106
—	PACIFIC SPL ACQUISITION CORP	398,300	$159K	0.0%	$0.15	—	RIGHT 03/15/2017	G68588113
—	AGROFRESH SOLUTIONS	534,500	$139K	0.0%	$2.10	—	*W EXP 07/31/202	00856G117
—	PLAYA HOTELS & RESORTS NV	150,000	$115K	0.0%	$0.77	—	*W EXP 03/10/202	N70544114
—	JASON INDS INC	1,933,070	$108K	0.0%	$0.79	—	*W EXP 06/30/201	471172114
—	ASSOCIATED BANC CORP	20,065	$107K	0.0%	$2.52	—	*W EXP 11/21/201	045487113
—	BARINGTON HILCO ACQUISITION	542,609	$92,000	0.0%	$0.16	—	*W EXP 02/11/201	06759V127
—	M I ACQUISITIONS INC	250,000	$80,000	0.0%	$0.32	—	*W EXP 99/99/999	55304A112
—	COMMUNITY HEALTH SYS INC NEW	9,282,097	$79,000	0.0%	$0.02	—	RIGHT 99/99/9999	203668116
—	JENSYN ACQUISITION CORP	174,000	$61,000	0.0%	$0.20	—	RIGHT 99/99/9999	47632B128
—	ORIGO ACQUISITION CORP	325,500	$55,000	0.0%	$0.13	—	RIGHT 09/12/2017	G67789134
—	SABAN CAP ACQUISITION CORP	42,000	$55,000	0.0%	$1.31	—	*W EXP 09/21/202	78516C114
—	JENSYN ACQUISITION CORP	199,000	$54,000	0.0%	$0.07	—	*W EXP 03/01/202	47632B110
—	AXAR ACQUISITION CORP	697,500	$52,000	0.0%	$0.07	—	*W EXP 12/31/202	05455L110
—	DELTA TECHNOLOGY HLDGS LTD	920,480	$51,000	0.0%	$0.06	—	*W EXP 12/18/201	G8477B113
—	VALLEY NATL BANCORP	116,185	$40,000	0.0%	$0.20	—	*W EXP 11/14/201	919794131
—	ORIGO ACQUISITION CORP	350,000	$39,000	0.0%	$0.11	—	*W EXP 12/17/202	G67789118