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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
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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
1347 CAP CORP COM 68245V103 4,393 450,540 SH   SOLE   0 450,540 0
1347 CAP CORP RIGHT 07/21/2016 68245V111 170 500,600 SH   SOLE   0 500,600 0
1347 CAP CORP *W EXP 07/15/202 68245V129 135 500,600 SH   SOLE   0 500,600 0
ACCURAY INC DEBT 3.500% 2/0 004397AF2 4,961 4,500,000 PRN   SOLE   0 4,500,000 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 23,277 25,650,000 PRN   SOLE   0 25,650,000 0
ADDUS HOMECARE CORP COM 006739106 355 11,400 SH   SOLE   0 11,400 0
ADEPT TECHNOLOGY INC COM NEW 006854202 749 57,802 SH   SOLE   0 57,802 0
ADVENT CLAY CONV SEC INC FD COM 007639107 1,335 245,850 SH   SOLE   0 245,850 0
ADVENT CLAYMORE CV SECS & IN COM 00764C109 200 15,190 SH   SOLE   0 15,190 0
ADVENT CLAYMORE ENH GRW & IN COM 00765E104 397 48,439 SH   SOLE   0 48,439 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 9,498 11,375,000 PRN   SOLE   0 11,375,000 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 2,719 1,750,000 PRN   SOLE   0 1,750,000 0
AGL RES INC COM 001204106 41,502 679,908 SH   SOLE   0 679,908 0
AGROFRESH SOLUTIONS *W EXP 07/31/202 00856G117 1,159 552,100 SH   SOLE   0 552,100 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 2,635 2,125,000 PRN   SOLE   0 2,125,000 0
ALCATEL-LUCENT SPONSORED ADR 013904305 49,832 13,652,552 SH   SOLE   0 13,652,552 0
ALERE INC NOTE 3.000% 5/1 01449JAA3 570 500,000 PRN   SOLE   0 500,000 0
ALLERGAN PLC PFD CONV SER A G0177J116 177,638 188,350 SH   SOLE   0 188,350 0
ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 1,000 90,345 SH   SOLE   0 90,345 0
ALLIANZGI EQUITY & CONV INCO COM 018829101 261 15,207 SH   SOLE   0 15,207 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 12,537 9,400,000 PRN   SOLE   0 9,400,000 0
ALPINE GLOBAL DYNAMIC DIVD F COM NEW 02082E205 745 87,156 SH   SOLE   0 87,156 0
ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 2,805 502,612 SH   SOLE   0 502,612 0
ALPINE TOTAL DYNAMIC DIVID F COM SH BEN INT N 021060207 299 39,875 SH   SOLE   0 39,875 0
ALTERA CORP COM 021441100 105,479 2,106,211 SH   SOLE   0 2,106,211 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 455 10,964 SH   SOLE   0 10,964 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 13,757 92,875 SH   SOLE   0 92,875 0
AMYRIS INC NOTE 6.500% 5/1 03236MAC5 6,633 9,245,000 PRN   SOLE   0 9,245,000 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 486 525,000 PRN   SOLE   0 525,000 0
ANTHEM INC UNIT 05/01/20188 036752202 32,438 667,175 SH   SOLE   0 667,175 0
APOLLO TACTICAL INCOME FD IN COM 037638103 451 31,232 SH   SOLE   0 31,232 0
AR CAP ACQUISITION CORP COM 00191R109 9,696 1,010,000 SH   SOLE   0 1,010,000 0
AR CAP ACQUISITION CORP *W EXP 10/06/201 00191R117 180 750,000 SH   SOLE   0 750,000 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 1,639 117,328 SH   SOLE   0 117,328 0
ARK RESTAURANTS CORP COM 040712101 1,865 81,245 SH   SOLE   0 81,245 0
AROWANA INC SHS G05011104 7,848 800,000 SH   SOLE   0 800,000 0
AROWANA INC RIGHT 01/01/2017 G05011120 144 800,000 SH   SOLE   0 800,000 0
ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 1,995 2,000,000 PRN   SOLE   0 2,000,000 0
ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 50 23,450 SH   SOLE   0 23,450 0
ATLANTIC ALLIANCE PARTNER CO SHS G04897107 5,060 500,000 SH   SOLE   0 500,000 0
ATLANTICUS HLDGS CORP COM 04914Y102 704 191,430 SH   SOLE   0 191,430 0
ATLAS ENERGY GROUP LLC COM 04929Q102 35 15,815 SH   SOLE   0 15,815 0
ATMEL CORP COM 049513104 8,725 1,081,223 SH   SOLE   0 1,081,223 0
AUTOMATIC DATA PROCESSING IN COM 053015103 8,912 110,901 SH   SOLE   0 110,901 0
AVENUE INCOME CR STRATEGIES COM 05358E106 551 42,909 SH   SOLE   0 42,909 0
AVOLON HLDGS LTD COM G52237107 28,406 933,196 SH   SOLE   0 933,196 0
AZURE MIDSTREAM PARTNERS LP COM UNIT LTD PAR 05501X100 218 36,877 SH   SOLE   0 36,877 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 185 11,036 SH   SOLE   0 11,036 0
BABSON CAP GLB SHT DURHGH YL COM 05617T100 352 20,288 SH   SOLE   0 20,288 0
BAKER HUGHES INC COM 057224107 99,789 1,917,547 SH   SOLE   0 1,917,547 0
BARINGTON HILCO ACQUISITION COM 06759V101 5,357 545,520 SH   SOLE   0 545,520 0
BARINGTON HILCO ACQUISITION RIGHT 02/13/2017 06759V119 109 545,520 SH   SOLE   0 545,520 0
BARINGTON HILCO ACQUISITION *W EXP 02/11/201 06759V127 71 545,520 SH   SOLE   0 545,520 0
BARNES & NOBLE ED INC COM 06777U101 4,584 360,700 SH   SOLE   0 360,700 0
BAXALTA INC COM 07177M103 8,206 260,438 SH   SOLE   0 260,438 0
BAXTER INTL INC COM 071813109 3,390 103,186 SH   SOLE   0 103,186 0
BLACKROCK CORE BD TR SHS BEN INT 09249E101 4,326 334,807 SH   SOLE   0 334,807 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 4,042 409,564 SH   SOLE   0 409,564 0
BLACKROCK CR ALLCTN INC TR COM 092508100 4,215 346,312 SH   SOLE   0 346,312 0
BLACKROCK FLOAT RATE OME STR COM 09255X100 1,550 119,805 SH   SOLE   0 119,805 0
BLACKROCK FLOATING RATE INCO COM 091941104 389 31,289 SH   SOLE   0 31,289 0
BLACKROCK LONG-TERM MUNI ADV COM 09250B103 293 26,597 SH   SOLE   0 26,597 0
BLACKROCK LTD DURATION INC T COM SHS 09249W101 1,639 113,470 SH   SOLE   0 113,470 0
BLACKROCK MULTI-SECTOR INC T COM 09258A107 797 50,741 SH   SOLE   0 50,741 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 2,769 135,854 SH   SOLE   0 135,854 0
BLACKROCK MUNI INCOME INV QL COM 09250G102 220 15,746 SH   SOLE   0 15,746 0
BLACKROCK MUNI INTER DR FD I COM 09253X102 731 52,493 SH   SOLE   0 52,493 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 662 48,928 SH   SOLE   0 48,928 0
BLACKROCK MUNIYIELD PA QLTY COM 09255G107 184 13,579 SH   SOLE   0 13,579 0
BLACKROCK MUNIYLD INVST QLTY COM 09254T100 158 11,685 SH   SOLE   0 11,685 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 1,184 89,850 SH   SOLE   0 89,850 0
BLACKROCK RES & COMM STRAT T SHS 09257A108 3,114 438,549 SH   SOLE   0 438,549 0
BLACKSTONE GSO LNG SHRT CR I COM SHS BN INT 09257D102 1,265 88,780 SH   SOLE   0 88,780 0
BLACKSTONE GSO STRATEGIC CR COM SHS BEN IN 09257R101 3,210 225,924 SH   SOLE   0 225,924 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 438 37,202 SH   SOLE   0 37,202 0
BOSTON PRIVATE FINL HLDGS IN *W EXP 11/21/201 101119113 577 117,799 SH   SOLE   0 117,799 0
BOULDER GROWTH & INCOME FD I COM 101507101 125 16,796 SH   SOLE   0 16,796 0
BOULEVARD ACQUISITION UNIT 99/99/9999 10157Q201 37,282 3,735,685 SH   SOLE   0 3,735,685 0
BROADCOM CORP CL A 111320107 140,567 2,733,178 SH   SOLE   0 2,733,178 0
BROOKFIELD GLOBL LISTED INFR COM SHS 11273Q109 596 47,603 SH   SOLE   0 47,603 0
BROOKFIELD HIGH INCOME FD IN COM 11272P102 182 24,972 SH   SOLE   0 24,972 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 396 6,687 SH   SOLE   0 6,687 0
BWX TECHNOLOGIES INC COM 05605H100 793 30,101 SH   SOLE   0 30,101 0
C B PHARMA ACQUISITION CORP SHS G2029P126 3,472 350,000 SH   SOLE   0 350,000 0
C B PHARMA ACQUISITION CORP RIGHT 06/17/2016 G2029P134 105 350,000 SH   SOLE   0 350,000 0
CABLE ONE INC COM 12685J105 4,048 9,651 SH   SOLE   0 9,651 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 47,755 1,470,756 SH   SOLE   0 1,470,756 0
CALAMOS GBL DYN INCOME FUND COM 12811L107 135 19,400 SH   SOLE   0 19,400 0
CAMBRIDGE CAP ACQUISITION CO COM 13215Q106 15,761 1,584,000 SH   SOLE   0 1,584,000 0
CAMBRIDGE CAP ACQUISITION CO *W EXP 12/17/201 13215Q114 440 1,760,000 SH   SOLE   0 1,760,000 0
CAMERON INTERNATIONAL CORP COM 13342B105 59,121 964,138 SH   SOLE   0 964,138 0
CARE CAP PPTYS INC COM 141624106 8,916 270,767 SH   SOLE   0 270,767 0
CASTLE A M & CO NOTE 7.000%12/1 148411AF8 816 1,550,000 PRN   SOLE   0 1,550,000 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 2,446 331,474 SH   SOLE   0 331,474 0
CDK GLOBAL INC COM 12508E101 15,050 314,992 SH   SOLE   0 314,992 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 22,840 22,475,000 PRN   SOLE   0 22,475,000 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 9,005 8,700,000 PRN   SOLE   0 8,700,000 0
CENTRAL SECS CORP COM 155123102 1,398 70,758 SH   SOLE   0 70,758 0
CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 2,470 2,725,000 PRN   SOLE   0 2,725,000 0
CHAMBERS STR PPTYS COM 157842105 3,391 522,471 SH   SOLE   0 522,471 0
CHEMOURS CO COM 163851108 3,584 553,926 SH   SOLE   0 553,926 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 45,151 72,025,000 PRN   SOLE   0 72,025,000 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 476 18,085 SH   SOLE   0 18,085 0
CHUBB CORP COM 171232101 135,196 1,102,291 SH   SOLE   0 1,102,291 0
CIENA CORP DEBT 4.000%12/1 171779AK7 16,682 12,710,000 PRN   SOLE   0 12,710,000 0
CIGNA CORPORATION COM 125509109 87,398 647,300 SH   SOLE   0 647,300 0
CITRIX SYS INC COM 177376100 3,983 57,492 SH   SOLE   0 57,492 0
CITY NATL CORP COM 178566105 88,128 1,000,772 SH   SOLE   0 1,000,772 0
CLECO CORP NEW COM 12561W105 77,366 1,453,161 SH   SOLE   0 1,453,161 0
CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 376 35,152 SH   SOLE   0 35,152 0
COHEN & STEERS QUALITY RLTY COM 19247L106 3,950 349,529 SH   SOLE   0 349,529 0
COHEN & STEERS REIT & PFD IN COM 19247X100 2,266 130,741 SH   SOLE   0 130,741 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 17,651 18,375,000 PRN   SOLE   0 18,375,000 0
COLUMBIA PIPELINE GROUP INC COM 198280109 4,549 248,700 SH   SOLE   0 248,700 0
COMCAST CORP NEW CL A 20030N101 11,887 208,976 SH   SOLE   0 208,976 0
COMMUNICATIONS SALES&LEAS IN COM 20341J104 586 32,759 SH   SOLE   0 32,759 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 90 10,026,149 SH   SOLE   0 10,026,149 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2,150 5,000,000 PRN   SOLE   0 5,000,000 0
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 101 10,200 SH   SOLE   0 10,200 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 26,245 12,550,000 PRN   SOLE   0 12,550,000 0
CON-WAY INC COM 205944101 70,098 1,477,297 SH   SOLE   0 1,477,297 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 889 1,000,000 PRN   SOLE   0 1,000,000 0
COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 7,999 7,600,000 PRN   SOLE   0 7,600,000 0
CRESTWOOD MIDSTREAM PARTNERS UNIT LTD PARTNER 226378107 265 42,821 SH   SOLE   0 42,821 0
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 66,387 651,750 SH   SOLE   0 651,750 0
CYTEC INDS INC COM 232820100 84,259 1,140,948 SH   SOLE   0 1,140,948 0
DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 342 14,149 SH   SOLE   0 14,149 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 16,366 259,117 SH   SOLE   0 259,117 0
DEL TACO RESTAURANTS INC *W EXP 06/30/202 245496112 4,754 941,400 SH   SOLE   0 941,400 0
DELAWARE ENHANCED GBL DIV & COM 246060107 496 53,596 SH   SOLE   0 53,596 0
DEUTSCHE HIGH INCOME TR SHS 25155R100 206 26,320 SH   SOLE   0 26,320 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 14,387 13,525,000 PRN   SOLE   0 13,525,000 0
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 80,179 1,446,625 SH   SOLE   0 1,446,625 0
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 37,362 745,300 SH   SOLE   0 745,300 0
DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 102,523 1,833,225 SH   SOLE   0 1,833,225 0
DOT HILL SYS CORP COM 25848T109 34,482 3,543,873 SH   SOLE   0 3,543,873 0
DOUBLE EAGLE ACQUISITION COR UNIT 99/99/9999 G28195108 22,815 2,250,000 SH   SOLE   0 2,250,000 0
DOW CHEM CO COM 260543103 30,915 734,217 SH   SOLE   0 734,217 0
DT ASIA INVTS LTD SHS G2615J104 2,235 225,112 SH   SOLE   0 225,112 0
DT ASIA INVTS LTD RIGHT 03/30/2016 G2615J112 32 225,112 SH   SOLE   0 225,112 0
DU PONT E I DE NEMOURS & CO COM 263534109 4,720 97,926 SH   SOLE   0 97,926 0
DYCOM INDS INC COM 267475101 4,333 59,888 SH   SOLE   0 59,888 0
EAGLE ROCK ENERGY PARTNERS L UNIT 26985R104 149 117,574 SH   SOLE   0 117,574 0
EASTERLY ACQUISITION CORP UNIT 99/99/9999 27616L201 18,593 1,850,000 SH   SOLE   0 1,850,000 0
EATON VANCE FLTING RATE INC COM 278279104 471 35,563 SH   SOLE   0 35,563 0
EATON VANCE LTD DUR INCOME F COM 27828H105 3,913 308,607 SH   SOLE   0 308,607 0
EATON VANCE MUN BD FD COM 27827X101 723 57,775 SH   SOLE   0 57,775 0
EATON VANCE SH TM DR DIVR IN COM 27828V104 1,237 93,475 SH   SOLE   0 93,475 0
EATON VANCE SR INCOME TR SH BEN INT 27826S103 830 141,448 SH   SOLE   0 141,448 0
EATON VANCE TAX-ADV BD & OPT COM SH BEN INT 27829M103 232 19,010 SH   SOLE   0 19,010 0
EBAY INC COM 278642103 9,291 380,148 SH   SOLE   0 380,148 0
EDGEWELL PERS CARE CO COM 28035Q102 6,412 78,577 SH   SOLE   0 78,577 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 52,578 24,750,000 PRN   SOLE   0 24,750,000 0
ELECTRUM SPL ACQUISITION COR SHS G3105C104 10,670 1,100,000 SH   SOLE   0 1,100,000 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 328 25,923 SH   SOLE   0 25,923 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 395 15,981 SH   SOLE   0 15,981 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 1,570 1,575,000 PRN   SOLE   0 1,575,000 0
ENERGIZER HLDGS INC NEW COM 29272W109 3,289 84,956 SH   SOLE   0 84,956 0
ENERGY FUELS INC COM NEW 292671708 53 17,980 SH   SOLE   0 17,980 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 682 16,605 SH   SOLE   0 16,605 0
ENERNOC INC DBCV 2.250% 8/1 292764AB3 2,102 3,000,000 PRN   SOLE   0 3,000,000 0
ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 29336U107 368 23,370 SH   SOLE   0 23,370 0
ENTERPRISE PRODS PARTNERS L COM 293792107 689 27,660 SH   SOLE   0 27,660 0
ENVIVIO INC COM 29413T106 897 219,275 SH   SOLE   0 219,275 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 37,340 10,950,000 PRN   SOLE   0 10,950,000 0
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 21,007 834,937 SH   SOLE   0 834,937 0
EZCORP INC NOTE 2.125% 6/1 302301AB2 3,540 4,925,000 PRN   SOLE   0 4,925,000 0
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 237,260 1,995,875 SH   SOLE   0 1,995,875 0
FINTECH ACQUISITION CORP COM 31809H100 8,678 890,000 SH   SOLE   0 890,000 0
FINTECH ACQUISITION CORP *W EXP 02/19/202 31809H118 258 890,000 SH   SOLE   0 890,000 0
FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 1,479 152,741 SH   SOLE   0 152,741 0
FIRST TR HIGH INCOME L/S FD COM 33738E109 2,859 202,932 SH   SOLE   0 202,932 0
FIRST TR SR FLG RTE INCM FD COM 33733U108 246 19,593 SH   SOLE   0 19,593 0
FIRST TR STRATEGIC HIGH INC COM SHS NEW 337353304 270 23,474 SH   SOLE   0 23,474 0
FRANKLIN LTD DURATION INC TR COM 35472T101 1,649 151,289 SH   SOLE   0 151,289 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 146,368 4,001,325 SH   SOLE   0 4,001,325 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 4,691 50,000 SH   SOLE   0 50,000 0
GABELLI DIVD & INCOME TR COM 36242H104 645 36,741 SH   SOLE   0 36,741 0
GABELLI HLTHCARE & WELLNESS SHS 36246K103 378 39,010 SH   SOLE   0 39,010 0
GAIN CAP HLDGS INC NOTE 4.125%12/0 36268WAB6 3,574 3,775,000 PRN   SOLE   0 3,775,000 0
GARNERO GROUP ACQUISITION CO SHS G5866L108 23,273 2,370,000 SH   SOLE   0 2,370,000 0
GARNERO GROUP ACQUISITION CO RIGHT 06/25/2016 G5866L132 638 2,900,000 SH   SOLE   0 2,900,000 0
GENCORP INC SDCV 4.062%12/3 368682AN0 14,824 8,250,000 PRN   SOLE   0 8,250,000 0
GENERAL AMERN INVS INC COM 368802104 814 26,290 SH   SOLE   0 26,290 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 5,222 8,622,000 PRN   SOLE   0 8,622,000 0
GENERAL MTRS CO COM 37045V100 493 16,411 SH   SOLE   0 16,411 0
GENERAL MTRS CO *W EXP 12/31/201 37045V134 15 356,485 SH   SOLE   0 356,485 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 411 10,726 SH   SOLE   0 10,726 0
GLOBAL DEFENSE & NATL SEC SY COM 37953N108 9,158 870,500 SH   SOLE   0 870,500 0
GLOBAL PARTNER ACQUISITION C COM 37954X105 11,700 1,200,000 SH   SOLE   0 1,200,000 0
GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 324 1,200,000 SH   SOLE   0 1,200,000 0
GOOGLE INC CL C 38259P706 21,426 35,215 SH   SOLE   0 35,215 0
GORES HLDGS INC UNIT 99/99/9999 382866200 35,490 3,500,000 SH   SOLE   0 3,500,000 0
GP INVTS ACQUISITION COR SHS G40357124 26,428 2,750,000 SH   SOLE   0 2,750,000 0
GRAHAM HLDGS CO COM 384637104 3,231 5,600 SH   SOLE   0 5,600 0
HANCOCK JOHN INCOME SECS TR COM 410123103 149 10,661 SH   SOLE   0 10,661 0
HARMONY MERGER CORP COM 413247107 16,074 1,631,880 SH   SOLE   0 1,631,880 0
HARMONY MERGER CORP *W EXP 01/01/202 413247123 490 1,631,880 SH   SOLE   0 1,631,880 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 71,696 2,498,975 SH   SOLE   0 2,498,975 0
HCC INS HLDGS INC COM 404132102 88,316 1,140,001 SH   SOLE   0 1,140,001 0
HEALTH NET INC COM 42222G108 25,130 417,300 SH   SOLE   0 417,300 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 7,685 8,275,000 PRN   SOLE   0 8,275,000 0
HENNESSY CAP ACQUISITION COR COM 42588J100 10,536 1,103,201 SH   SOLE   0 1,103,201 0
HENNESSY CAP ACQUISITION COR *W EXP 07/28/202 42588J118 298 1,103,201 SH   SOLE   0 1,103,201 0
HENNESSY CAP ACQUISITION COR UNIT 99/99/9999 42588J209 1,972 200,000 SH   SOLE   0 200,000 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 43,573 49,200,000 PRN   SOLE   0 49,200,000 0
HERBALIFE LTD COM USD SHS G4412G101 4,232 77,658 SH   SOLE   0 77,658 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 505 17,387 SH   SOLE   0 17,387 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 15,641 9,150,000 PRN   SOLE   0 9,150,000 0
HOME PROPERTIES INC COM 437306103 61,857 827,521 SH   SOLE   0 827,521 0
HUDSON CITY BANCORP COM 443683107 174,424 17,150,822 SH   SOLE   0 17,150,822 0
HUMANA INC COM 444859102 64,240 358,880 SH   SOLE   0 358,880 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 1,067 800 SH   SOLE   0 800 0
HYDRA INDS ACQUISITION CORP COM 448740100 19,400 2,000,000 SH   SOLE   0 2,000,000 0
HYDRA INDS ACQUISITION CORP *W EXP 10/20/202 448740118 580 2,000,000 SH   SOLE   0 2,000,000 0
HYDRA INDS ACQUISITION CORP RIGHT 99/99/9999 448740126 720 2,000,000 SH   SOLE   0 2,000,000 0
INTEGRATED SILICON SOLUTION COM 45812P107 31,139 1,448,984 SH   SOLE   0 1,448,984 0
INTEL CORP SDCV 12/1 458140AD2 5,050 4,150,000 PRN   SOLE   0 4,150,000 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 167,908 111,151,000 PRN   SOLE   0 111,151,000 0
INVACARE CORP SDCV 4.125% 2/0 461203AD3 2,447 2,500,000 PRN   SOLE   0 2,500,000 0
INVESCO BD FD COM 46132L107 318 18,064 SH   SOLE   0 18,064 0
INVESCO DYNAMIC CR OPP FD COM 46132R104 1,525 144,254 SH   SOLE   0 144,254 0
INVESCO HIGH INCOME TR II COM 46131F101 484 37,588 SH   SOLE   0 37,588 0
INVESCO MUN TR COM 46131J103 684 55,675 SH   SOLE   0 55,675 0
INVESCO PA VALUE MUN INCOME COM 46132K109 365 29,783 SH   SOLE   0 29,783 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 1,227 101,026 SH   SOLE   0 101,026 0
INVESCO TR INVT GRADE NY MUN COM 46131T101 164 11,928 SH   SOLE   0 11,928 0
IPC HEALTHCARE INC COM 44984A105 55,150 709,879 SH   SOLE   0 709,879 0
ISTAR INC NOTE 3.000%11/1 45031UBR1 9,688 8,466,000 PRN   SOLE   0 8,466,000 0
IVY HIGH INC OPPORTUNITIES F COM 465893105 416 32,071 SH   SOLE   0 32,071 0
JASON INDS INC *W EXP 06/30/201 471172114 583 2,331,300 SH   SOLE   0 2,331,300 0
JOURNAL MEDIA GROUP INC COM 48114A109 945 126,061 SH   SOLE   0 126,061 0
KEYCORP NEW PFD 7.75% SR A 493267405 2,603 20,000 SH   SOLE   0 20,000 0
KIMBERLY CLARK CORP COM 494368103 5,194 47,635 SH   SOLE   0 47,635 0
KINDER MORGAN INC DEL COM 49456B101 758 27,367 SH   SOLE   0 27,367 0
KKR INCOME OPPORTUNITIES FD COM 48249T106 319 21,886 SH   SOLE   0 21,886 0
KOHLBERG CAPITAL CORP NOTE 8.750% 3/1 500233AB7 3,960 4,000,000 PRN   SOLE   0 4,000,000 0
KYTHERA BIOPHARMACEUTICALS I COM 501570105 74,822 997,893 SH   SOLE   0 997,893 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 11,356 10,000,000 PRN   SOLE   0 10,000,000 0
LAZARD GLB TTL RET&INCM FD I COM 52106W103 128 10,238 SH   SOLE   0 10,238 0
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 2,936 577,975 SH   SOLE   0 577,975 0
LIBERTY ALL-STAR GROWTH FD I COM 529900102 90 19,906 SH   SOLE   0 19,906 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 8,178 202,686 SH   SOLE   0 202,686 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 1,586 71,523 SH   SOLE   0 71,523 0
LINDBLAD EXPEDITIONS HLDGS I *W EXP 07/08/202 535219117 1,403 806,550 SH   SOLE   0 806,550 0
LMP CAP & INCOME FD INC COM 50208A102 443 36,435 SH   SOLE   0 36,435 0
LUMENIS LTD SHS CL B M6778Q121 6,402 462,233 SH   SOLE   0 462,233 0
LUMENTUM HLDGS INC COM 55024U109 3,335 196,726 SH   SOLE   0 196,726 0
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 2,104 2,150,000 PRN   SOLE   0 2,150,000 0
MACQUARIE GLBL INFRA TOTL RE COM 55608D101 537 27,864 SH   SOLE   0 27,864 0
MADISON CVRED CALL & EQ STR COM 557437100 74 10,499 SH   SOLE   0 10,499 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 538 8,957 SH   SOLE   0 8,957 0
MANNKIND CORP COM 56400P201 195 60,656 SH   SOLE   0 60,656 0
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 344 8,025 SH   SOLE   0 8,025 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 368 15,077 SH   SOLE   0 15,077 0
MASCO CORP COM 574599106 7,913 314,243 SH   SOLE   0 314,243 0
MEDIA GEN INC NEW COM 58441K100 2,771 198,081 SH   SOLE   0 198,081 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 29,293 20,055,000 PRN   SOLE   0 20,055,000 0
MERGE HEALTHCARE INC COM 589499102 3,934 554,125 SH   SOLE   0 554,125 0
MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 2,483 2,475,000 PRN   SOLE   0 2,475,000 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 36,584 26,875,000 PRN   SOLE   0 26,875,000 0
METRO BANCORP INC PA COM 59161R101 3,260 110,923 SH   SOLE   0 110,923 0
MFS INVT GRADE MUN TR SH BEN INT 59318B108 290 29,698 SH   SOLE   0 29,698 0
MFS MUN INCOME TR SH BEN INT 552738106 594 92,967 SH   SOLE   0 92,967 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 27,814 26,025,000 PRN   SOLE   0 26,025,000 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 120,996 84,025,000 PRN   SOLE   0 84,025,000 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 189,151 107,625,000 PRN   SOLE   0 107,625,000 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 17,123 11,155,000 PRN   SOLE   0 11,155,000 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 49,552 29,975,000 PRN   SOLE   0 29,975,000 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 26,121 15,700,000 PRN   SOLE   0 15,700,000 0
MILLENNIAL MEDIA INC COM 60040N105 615 351,500 SH   SOLE   0 351,500 0
MITEL NETWORKS CORP COM 60671Q104 989 153,287 SH   SOLE   0 153,287 0
MODUSLINK GLOBAL SOLUTIONS I NOTE 5.250% 3/0 60786LAB3 7,629 9,375,000 PRN   SOLE   0 9,375,000 0
MORGAN STANLEY TRUSTS INCOME SECS INC 61745P874 599 34,449 SH   SOLE   0 34,449 0
MPLX LP COM UNIT REP LTD 55336V100 353 9,234 SH   SOLE   0 9,234 0
NATIONAL PENN BANCSHARES INC COM 637138108 42,799 3,642,465 SH   SOLE   0 3,642,465 0
NEUBERGER BERMAN HGH YLD FD COM 64128C106 916 89,930 SH   SOLE   0 89,930 0
NEUBERGER BERMAN RE ES SEC F COM 64190A103 440 95,432 SH   SOLE   0 95,432 0
NEW AMER HIGH INCOME FD INC COM NEW 641876800 170 21,301 SH   SOLE   0 21,301 0
NEWS CORP NEW CL A 65249B109 1,772 140,413 SH   SOLE   0 140,413 0
NISOURCE INC COM 65473P105 8,421 453,979 SH   SOLE   0 453,979 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 191,236 97,414,000 PRN   SOLE   0 97,414,000 0
NTELOS HLDGS CORP COM NEW 67020Q305 1,512 167,463 SH   SOLE   0 167,463 0
NUSTAR ENERGY LP UNIT COM 67058H102 429 9,566 SH   SOLE   0 9,566 0
NUVEEN CONN PREM INCOME MUN COM 67060D107 509 41,309 SH   SOLE   0 41,309 0
NUVEEN CR STRATEGIES INCM FD COM SHS 67073D102 3,831 480,099 SH   SOLE   0 480,099 0
NUVEEN DIV ADVANTAGE MUN FD COM 67070F100 1,447 106,253 SH   SOLE   0 106,253 0
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NUVEEN DIVID ADVANTAGE MUN I COM 67071L106 173 12,451 SH   SOLE   0 12,451 0
NUVEEN GLOBAL EQUITY INCOME COM 6706EH103 708 69,505 SH   SOLE   0 69,505 0
NUVEEN MD PREM INCOME MUN FD COM 67061Q107 1,376 111,683 SH   SOLE   0 111,683 0
NUVEEN MICH QUALITY INCOME M COM 670979103 187 14,156 SH   SOLE   0 14,156 0
NUVEEN MUN ADVANTAGE FD INC COM 67062H106 884 66,432 SH   SOLE   0 66,432 0
NUVEEN MUN MKT OPPORTUNITY F COM 67062W103 1,129 86,150 SH   SOLE   0 86,150 0
NUVEEN N C PREM INCOME MUN F COM 67060P100 1,036 81,347 SH   SOLE   0 81,347 0
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NUVEEN PA INVT QUALITY MUN F COM 670972108 1,030 78,515 SH   SOLE   0 78,515 0
NUVEEN PERFORMANCE PLUS MUN COM 67062P108 866 61,063 SH   SOLE   0 61,063 0
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NUVEEN PREM INCOME MUN FD 2 COM 67063W102 1,248 91,456 SH   SOLE   0 91,456 0
NUVEEN PREMIER MUN INCOME FD COM 670988104 561 42,993 SH   SOLE   0 42,993 0
NUVEEN QUALITY INCOME MUN FD COM 670977107 1,115 82,668 SH   SOLE   0 82,668 0
NUVEEN QUALITY MUN FD INC COM 67062N103 1,700 130,550 SH   SOLE   0 130,550 0
NUVEEN QUALITY PFD INC FD 3 COM 67072W101 81 10,100 SH   SOLE   0 10,100 0
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NUVEEN SHT DUR CR OPP FD COM 67074X107 682 44,808 SH   SOLE   0 44,808 0
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NVIDIA CORP NOTE 1.000%12/0 67066GAC8 87,095 65,950,000 PRN   SOLE   0 65,950,000 0
OFFICE DEPOT INC COM 676220106 74,957 11,675,473 SH   SOLE   0 11,675,473 0
OM GROUP INC COM 670872100 54,985 1,671,795 SH   SOLE   0 1,671,795 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 6,242 5,564,000 PRN   SOLE   0 5,564,000 0
ONEIDA FINL CORP MD COM 682479100 2,064 100,786 SH   SOLE   0 100,786 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 413 14,107 SH   SOLE   0 14,107 0
PACE HLDGS CORP UNIT 99/99/9999 G6865N129 5,125 500,000 SH   SOLE   0 500,000 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 129,906 79,575,000 PRN   SOLE   0 79,575,000 0
PANGAEA LOGISTICS SOLUTION L SHS G6891L105 251 78,900 SH   SOLE   0 78,900 0
PARTNERRE LTD COM G6852T105 23,678 170,496 SH   SOLE   0 170,496 0
PAYPAL HLDGS INC COM 70450Y103 6,499 209,368 SH   SOLE   0 209,368 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 20,805 23,475,000 PRN   SOLE   0 23,475,000 0
PEPCO HOLDINGS INC COM 713291102 120,080 4,957,883 SH   SOLE   0 4,957,883 0
PERICOM SEMICONDUCTOR CORP COM 713831105 5,400 295,883 SH   SOLE   0 295,883 0
PERRIGO CO PLC SHS G97822103 15,129 96,199 SH   SOLE   0 96,199 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 406 8,245 SH   SOLE   0 8,245 0
PHOENIX COS INC NEW COM NEW 71902E604 3,293 99,823 SH   SOLE   0 99,823 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 3,165 173,260 SH   SOLE   0 173,260 0
PINNACLE ENTMT INC COM 723456109 1,144 33,805 SH   SOLE   0 33,805 0
PIONEER DIV HIGH INCOME TRUS COM 723653101 151 10,227 SH   SOLE   0 10,227 0
PIONEER FLOATING RATE TR COM 72369J102 853 75,359 SH   SOLE   0 75,359 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 313 10,307 SH   SOLE   0 10,307 0
PRECISION CASTPARTS CORP COM 740189105 103,738 451,605 SH   SOLE   0 451,605 0
PREMIERE GLOBAL SVCS INC COM 740585104 5,920 430,826 SH   SOLE   0 430,826 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 31,563 22,375,000 PRN   SOLE   0 22,375,000 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 25,612 28,300,000 PRN   SOLE   0 28,300,000 0
PRUDENTIAL GLB SHT DUR HG YL COM 74433A109 880 63,849 SH   SOLE   0 63,849 0
PRUDENTIAL SHT DURATION HG Y COM 74442F107 796 54,280 SH   SOLE   0 54,280 0
PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 625 88,654 SH   SOLE   0 88,654 0
PUTNAM MANAGED MUN INCOM TR COM 746823103 725 101,393 SH   SOLE   0 101,393 0
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 758 63,391 SH   SOLE   0 63,391 0
QUANTUM CORP NOTE 4.500%11/1 747906AJ4 1,390 1,650,000 PRN   SOLE   0 1,650,000 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 931 1,000,000 PRN   SOLE   0 1,000,000 0
QUINPARIO ACQUISITION CORP 2 COM 74874U101 30,703 3,132,926 SH   SOLE   0 3,132,926 0
QUINPARIO ACQUISITION CORP 2 *W EXP 01/01/202 74874U119 753 3,500,000 SH   SOLE   0 3,500,000 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 21,490 14,208,000 PRN   SOLE   0 14,208,000 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 9,575 8,175,000 PRN   SOLE   0 8,175,000 0
RED HAT INC COM 756577102 11,551 160,704 SH   SOLE   0 160,704 0
REMY INTL INC NEW COM 75971M108 11,270 385,315 SH   SOLE   0 385,315 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 4,242 4,900,000 PRN   SOLE   0 4,900,000 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 1,725 1,875,000 PRN   SOLE   0 1,875,000 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 1,415 1,500,000 PRN   SOLE   0 1,500,000 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 210 15,800 SH   SOLE   0 15,800 0
RMR REAL ESTATE INCOME FUND COM 76970B101 1,073 59,641 SH   SOLE   0 59,641 0
ROI ACQUISITION CORP II COM 74966G101 3,960 395,995 SH   SOLE   0 395,995 0
ROI ACQUISITION CORP II *W EXP 09/17/201 74966G119 378 1,050,000 SH   SOLE   0 1,050,000 0
ROSE ROCK MIDSTREAM L P COM U REP LTD 777149105 297 12,202 SH   SOLE   0 12,202 0
ROYCE MICRO-CAP TR INC COM 780915104 230 29,716 SH   SOLE   0 29,716 0
ROYCE VALUE TR INC COM 780910105 568 49,413 SH   SOLE   0 49,413 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 96,997 77,831,000 PRN   SOLE   0 77,831,000 0
SEQUENOM INC NOTE 5.000% 1/0 817337AC2 7,985 9,450,000 PRN   SOLE   0 9,450,000 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 53,120 50,500,000 PRN   SOLE   0 50,500,000 0
SIGMA ALDRICH CORP COM 826552101 159,291 1,146,635 SH   SOLE   0 1,146,635 0
SOLERA HOLDINGS INC COM 83421A104 40,995 759,170 SH   SOLE   0 759,170 0
SOURCE CAP INC COM 836144105 275 4,053 SH   SOLE   0 4,053 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 89,037 2,840,650 SH   SOLE   0 2,840,650 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 419 10,414 SH   SOLE   0 10,414 0
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 6,314 7,050,000 PRN   SOLE   0 7,050,000 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 26,338 28,225,000 PRN   SOLE   0 28,225,000 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 8,847 9,675,000 PRN   SOLE   0 9,675,000 0
SPROTT FOCUS TR INC COM 85208J109 346 58,494 SH   SOLE   0 58,494 0
SQUARE 1 FINL INC CL A 85223W101 29,921 1,165,363 SH   SOLE   0 1,165,363 0
STANCORP FINL GROUP INC COM 852891100 43,955 384,892 SH   SOLE   0 384,892 0
STANDARD PAC CORP NEW COM 85375C101 13,369 1,671,116 SH   SOLE   0 1,671,116 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 17,114 14,730,000 PRN   SOLE   0 14,730,000 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 38,651 37,800,000 PRN   SOLE   0 37,800,000 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 23,610 22,825,000 PRN   SOLE   0 22,825,000 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 24,075 24,150,000 PRN   SOLE   0 24,150,000 0
STATE INVS BANCORP INC COM 857030100 923 43,225 SH   SOLE   0 43,225 0
STEINER LEISURE LTD ORD P8744Y102 9,519 150,663 SH   SOLE   0 150,663 0
STERICYCLE INC DEP PFD A 1/10 858912207 53,995 530,350 SH   SOLE   0 530,350 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 9,911 9,675,000 PRN   SOLE   0 9,675,000 0
STONE HBR EMERG MKTS TL INC COM 86164W100 331 29,103 SH   SOLE   0 29,103 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 53,463 3,876,951 SH   SOLE   0 3,876,951 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 284 16,095 SH   SOLE   0 16,095 0
SUNEDISON INC NOTE 2.000%10/0 86732YAC3 48,880 64,475,000 PRN   SOLE   0 64,475,000 0
SUNEDISON INC NOTE 2.750% 1/0 86732YAD1 20,306 28,575,000 PRN   SOLE   0 28,575,000 0
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 515 17,976 SH   SOLE   0 17,976 0
SWISS HELVETIA FD INC COM 870875101 418 38,522 SH   SOLE   0 38,522 0
SYMETRA FINL CORP COM 87151Q106 52,407 1,656,344 SH   SOLE   0 1,656,344 0
SYNERGETICS USA INC COM 87160G107 1,326 201,800 SH   SOLE   0 201,800 0
T MOBILE US INC CONV PFD SER A 872590203 165,758 2,391,550 SH   SOLE   0 2,391,550 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 17,627 11,400,000 PRN   SOLE   0 11,400,000 0
TALEN ENERGY CORP COM 87422J105 568 56,225 SH   SOLE   0 56,225 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 442 11,260 SH   SOLE   0 11,260 0
TARGA RES CORP COM 87612G101 295 5,722 SH   SOLE   0 5,722 0
TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 266 9,171 SH   SOLE   0 9,171 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 470 9,875 SH   SOLE   0 9,875 0
TECO ENERGY INC COM 872375100 34,043 1,296,374 SH   SOLE   0 1,296,374 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 297 12,415 SH   SOLE   0 12,415 0
TEMPLETON GLOBAL INCOME FD COM 880198106 1,854 304,373 SH   SOLE   0 304,373 0
TERRAPIN 3 ACQUISITION CORP COM CL A 88104P104 15,116 1,530,000 SH   SOLE   0 1,530,000 0
TERRAPIN 3 ACQUISITION CORP *W EXP 06/27/201 88104P112 664 1,700,000 SH   SOLE   0 1,700,000 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 89,239 43,825,000 PRN   SOLE   0 43,825,000 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 416 9,250 SH   SOLE   0 9,250 0
THORATEC CORP COM NEW 885175307 73,558 1,162,786 SH   SOLE   0 1,162,786 0
TIME INC NEW COM 887228104 2,354 123,556 SH   SOLE   0 123,556 0
TIME WARNER CABLE INC COM 88732J207 92,335 514,774 SH   SOLE   0 514,774 0
TOPBUILD CORP COM 89055F103 3,766 121,613 SH   SOLE   0 121,613 0
TORNIER N V SHS N87237108 14,204 696,627 SH   SOLE   0 696,627 0
TORTOISE PIPELINE & ENERGY F COM 89148H108 293 16,317 SH   SOLE   0 16,317 0
TRANSAMERICA INCOME SHS INC COM 893506105 733 33,862 SH   SOLE   0 33,862 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 451 16,573 SH   SOLE   0 16,573 0
TRI CONTL CORP COM 895436103 733 37,580 SH   SOLE   0 37,580 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 22,720 25,800,000 PRN   SOLE   0 25,800,000 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,558 57,755 SH   SOLE   0 57,755 0
TYSON FOODS INC UNIT 99/99/9999 902494301 142,579 2,754,625 SH   SOLE   0 2,754,625 0
UIL HLDG CORP COM 902748102 3,848 76,538 SH   SOLE   0 76,538 0
UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 15,660 15,729,000 PRN   SOLE   0 15,729,000 0
UTI WORLDWIDE INC NOTE 4.500% 3/0 90349LAB0 29,477 39,700,000 PRN   SOLE   0 39,700,000 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 451 10,221 SH   SOLE   0 10,221 0
VALLEY NATL BANCORP *W EXP 11/14/201 919794131 15 116,185 SH   SOLE   0 116,185 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 18,303 12,125,000 PRN   SOLE   0 12,125,000 0
VENTAS INC COM 92276F100 8,028 143,209 SH   SOLE   0 143,209 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 341,342 163,175,000 PRN   SOLE   0 163,175,000 0
VIAVI SOLUTIONS INC COM 925550105 2,027 377,500 SH   SOLE   0 377,500 0
VIVINT SOLAR INC COM 92854Q106 2,635 251,400 SH   SOLE   0 251,400 0
VOYA PRIME RATE TR SH BEN INT 92913A100 296 58,416 SH   SOLE   0 58,416 0
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 1,255 1,100,000 PRN   SOLE   0 1,100,000 0
WCI CMNTYS INC COM PAR $0.01 92923C807 668 29,516 SH   SOLE   0 29,516 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 26,975 26,675,000 PRN   SOLE   0 26,675,000 0
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 8,813 8,775,000 PRN   SOLE   0 8,775,000 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 26,587 25,875,000 PRN   SOLE   0 25,875,000 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 112,105 59,354,000 PRN   SOLE   0 59,354,000 0
WELLS FARGO ADV GLB DIV OPP COM 94987C103 208 35,227 SH   SOLE   0 35,227 0
WELLS FARGO ADVANTAGE INCOME COM SHS 94987B105 845 111,594 SH   SOLE   0 111,594 0
WELLS FARGO ADVANTAGE MULTI COM SHS 94987D101 1,938 170,724 SH   SOLE   0 170,724 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 94,317 1,553,050 SH   SOLE   0 1,553,050 0
WESTERN ASSET GLB HI INCOME COM 95766B109 742 82,730 SH   SOLE   0 82,730 0
WESTERN ASSET GLB PTNRS INCO COM 95766G108 610 76,460 SH   SOLE   0 76,460 0
WESTERN ASSET GLOBAL CP DEFI COM 95790C107 1,055 66,626 SH   SOLE   0 66,626 0
WESTERN ASSET HGH YLD DFNDFD COM 95768B107 525 37,532 SH   SOLE   0 37,532 0
WESTERN ASSET HIGH INCM FD I COM 95766J102 400 61,817 SH   SOLE   0 61,817 0
WESTERN ASSET HIGH INCM OPP COM 95766K109 2,199 468,876 SH   SOLE   0 468,876 0
WESTERN ASSET MGD HI INCM FD COM 95766L107 1,395 311,975 SH   SOLE   0 311,975 0
WESTERN ASSET WORLDWIDE INCO COM 957668106 872 88,675 SH   SOLE   0 88,675 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 402 8,578 SH   SOLE   0 8,578 0
WEYERHAEUSER CO PREF CONV SER A 962166872 44,174 920,900 SH   SOLE   0 920,900 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 604 18,936 SH   SOLE   0 18,936 0
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 60,643 1,480,169 SH   SOLE   0 1,480,169 0
WL ROSS HLDG CORP COM SHS 92939D104 30,199 2,909,350 SH   SOLE   0 2,909,350 0
WL ROSS HLDG CORP *W EXP 06/11/201 92939D112 2,718 3,315,000 SH   SOLE   0 3,315,000 0
WPX ENERGY INC PFD SER A CV 98212B202 11,879 329,525 SH   SOLE   0 329,525 0
XOOM CORP COM 98419Q101 55,478 2,229,830 SH   SOLE   0 2,229,830 0
YAHOO INC COM 984332106 83,078 2,873,660 SH   SOLE   0 2,873,660 0
YODLEE INC COM 98600P201 7,415 459,679 SH   SOLE   0 459,679 0
ZULILY INC CL A 989774104 31,660 1,819,543 SH   SOLE   0 1,819,543 0
ZWEIG TOTAL RETURN FD INC COM NEW 989837208 440 38,486 SH   SOLE   0 38,486 0