0001085146-15-002428.txt : 20151116 0001085146-15-002428.hdr.sgml : 20151116 20151116161447 ACCESSION NUMBER: 0001085146-15-002428 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150930 FILED AS OF DATE: 20151116 DATE AS OF CHANGE: 20151116 EFFECTIVENESS DATE: 20151116 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CNH PARTNERS LLC CENTRAL INDEX KEY: 0001167456 IRS NUMBER: 134172062 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10114 FILM NUMBER: 151234629 BUSINESS ADDRESS: STREET 1: TWO GREENWICH PLAZA CITY: GREENWICH STATE: CT ZIP: 06830 BUSINESS PHONE: 203-742-3600 MAIL ADDRESS: STREET 1: TWO GREENWICH PLAZA CITY: GREENWICH STATE: CT ZIP: 06830 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001167456 XXXXXXXX 09-30-2015 09-30-2015 false CNH PARTNERS LLC

TWO GREENWICH PLAZA GREENWICH CT 06830

13F HOLDINGS REPORT 028-10114 N Bradley Asness 203-742-3600 /s/ Bradley Asness Greenwich CT 11-16-2015 2 459 8257405 1 0001633376 028-16752 AQR Capital Management Holdings, LLC 2 0001167557 028-10120 AQR CAPITAL MANAGEMENT LLC INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 1347 CAP CORP COM 68245V103 4393 450540 SH SOLE 0 450540 0 1347 CAP CORP RIGHT 07/21/2016 68245V111 170 500600 SH SOLE 0 500600 0 1347 CAP CORP *W EXP 07/15/202 68245V129 135 500600 SH SOLE 0 500600 0 ACCURAY INC DEBT 3.500% 2/0 004397AF2 4961 4500000 PRN SOLE 0 4500000 0 ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 23277 25650000 PRN SOLE 0 25650000 0 ADDUS HOMECARE CORP COM 006739106 355 11400 SH SOLE 0 11400 0 ADEPT TECHNOLOGY INC COM NEW 006854202 749 57802 SH SOLE 0 57802 0 ADVENT CLAY CONV SEC INC FD COM 007639107 1335 245850 SH SOLE 0 245850 0 ADVENT CLAYMORE CV SECS & IN COM 00764C109 200 15190 SH SOLE 0 15190 0 ADVENT CLAYMORE ENH GRW & IN COM 00765E104 397 48439 SH SOLE 0 48439 0 AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 9498 11375000 PRN SOLE 0 11375000 0 AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 2719 1750000 PRN SOLE 0 1750000 0 AGL RES INC COM 001204106 41502 679908 SH SOLE 0 679908 0 AGROFRESH SOLUTIONS *W EXP 07/31/202 00856G117 1159 552100 SH SOLE 0 552100 0 ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 2635 2125000 PRN SOLE 0 2125000 0 ALCATEL-LUCENT SPONSORED ADR 013904305 49832 13652552 SH SOLE 0 13652552 0 ALERE INC NOTE 3.000% 5/1 01449JAA3 570 500000 PRN SOLE 0 500000 0 ALLERGAN PLC PFD CONV SER A G0177J116 177638 188350 SH SOLE 0 188350 0 ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 1000 90345 SH SOLE 0 90345 0 ALLIANZGI EQUITY & CONV INCO COM 018829101 261 15207 SH SOLE 0 15207 0 ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 12537 9400000 PRN SOLE 0 9400000 0 ALPINE GLOBAL DYNAMIC DIVD F COM NEW 02082E205 745 87156 SH SOLE 0 87156 0 ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 2805 502612 SH SOLE 0 502612 0 ALPINE TOTAL DYNAMIC DIVID F COM SH BEN INT N 021060207 299 39875 SH SOLE 0 39875 0 ALTERA CORP COM 021441100 105479 2106211 SH SOLE 0 2106211 0 AMERIGAS PARTNERS L P UNIT L P INT 030975106 455 10964 SH SOLE 0 10964 0 AMSURG CORP PFD CNV SR A-1 % 03232P504 13757 92875 SH SOLE 0 92875 0 AMYRIS INC NOTE 6.500% 5/1 03236MAC5 6633 9245000 PRN SOLE 0 9245000 0 ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 486 525000 PRN SOLE 0 525000 0 ANTHEM INC UNIT 05/01/20188 036752202 32438 667175 SH SOLE 0 667175 0 APOLLO TACTICAL INCOME FD IN COM 037638103 451 31232 SH SOLE 0 31232 0 AR CAP ACQUISITION CORP COM 00191R109 9696 1010000 SH SOLE 0 1010000 0 AR CAP ACQUISITION CORP *W EXP 10/06/201 00191R117 180 750000 SH SOLE 0 750000 0 ARES DYNAMIC CR ALLOCATION F COM 04014F102 1639 117328 SH SOLE 0 117328 0 ARK RESTAURANTS CORP COM 040712101 1865 81245 SH SOLE 0 81245 0 AROWANA INC SHS G05011104 7848 800000 SH SOLE 0 800000 0 AROWANA INC RIGHT 01/01/2017 G05011120 144 800000 SH SOLE 0 800000 0 ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 1995 2000000 PRN SOLE 0 2000000 0 ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 50 23450 SH SOLE 0 23450 0 ATLANTIC ALLIANCE PARTNER CO SHS G04897107 5060 500000 SH SOLE 0 500000 0 ATLANTICUS HLDGS CORP COM 04914Y102 704 191430 SH SOLE 0 191430 0 ATLAS ENERGY GROUP LLC COM 04929Q102 35 15815 SH SOLE 0 15815 0 ATMEL CORP COM 049513104 8725 1081223 SH SOLE 0 1081223 0 AUTOMATIC DATA PROCESSING IN COM 053015103 8912 110901 SH SOLE 0 110901 0 AVENUE INCOME CR STRATEGIES COM 05358E106 551 42909 SH SOLE 0 42909 0 AVOLON HLDGS LTD COM G52237107 28406 933196 SH SOLE 0 933196 0 AZURE MIDSTREAM PARTNERS LP COM UNIT LTD PAR 05501X100 218 36877 SH SOLE 0 36877 0 BABCOCK & WILCOX ENTERPRIS I COM 05614L100 185 11036 SH SOLE 0 11036 0 BABSON CAP GLB SHT DURHGH YL COM 05617T100 352 20288 SH SOLE 0 20288 0 BAKER HUGHES INC COM 057224107 99789 1917547 SH SOLE 0 1917547 0 BARINGTON HILCO ACQUISITION COM 06759V101 5357 545520 SH SOLE 0 545520 0 BARINGTON HILCO ACQUISITION RIGHT 02/13/2017 06759V119 109 545520 SH SOLE 0 545520 0 BARINGTON HILCO ACQUISITION *W EXP 02/11/201 06759V127 71 545520 SH SOLE 0 545520 0 BARNES & NOBLE ED INC COM 06777U101 4584 360700 SH SOLE 0 360700 0 BAXALTA INC COM 07177M103 8206 260438 SH SOLE 0 260438 0 BAXTER INTL INC COM 071813109 3390 103186 SH SOLE 0 103186 0 BLACKROCK CORE BD TR SHS BEN INT 09249E101 4326 334807 SH SOLE 0 334807 0 BLACKROCK CORPOR HI YLD FD I COM 09255P107 4042 409564 SH SOLE 0 409564 0 BLACKROCK CR ALLCTN INC TR COM 092508100 4215 346312 SH SOLE 0 346312 0 BLACKROCK FLOAT RATE OME STR COM 09255X100 1550 119805 SH SOLE 0 119805 0 BLACKROCK FLOATING RATE INCO COM 091941104 389 31289 SH SOLE 0 31289 0 BLACKROCK LONG-TERM MUNI ADV COM 09250B103 293 26597 SH SOLE 0 26597 0 BLACKROCK LTD DURATION INC T COM SHS 09249W101 1639 113470 SH SOLE 0 113470 0 BLACKROCK MULTI-SECTOR INC T COM 09258A107 797 50741 SH SOLE 0 50741 0 BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 2769 135854 SH SOLE 0 135854 0 BLACKROCK MUNI INCOME INV QL COM 09250G102 220 15746 SH SOLE 0 15746 0 BLACKROCK MUNI INTER DR FD I COM 09253X102 731 52493 SH SOLE 0 52493 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 662 48928 SH SOLE 0 48928 0 BLACKROCK MUNIYIELD PA QLTY COM 09255G107 184 13579 SH SOLE 0 13579 0 BLACKROCK MUNIYLD INVST QLTY COM 09254T100 158 11685 SH SOLE 0 11685 0 BLACKROCK MUNIYLD MICH QLTY COM 09254V105 1184 89850 SH SOLE 0 89850 0 BLACKROCK RES & COMM STRAT T SHS 09257A108 3114 438549 SH SOLE 0 438549 0 BLACKSTONE GSO LNG SHRT CR I COM SHS BN INT 09257D102 1265 88780 SH SOLE 0 88780 0 BLACKSTONE GSO STRATEGIC CR COM SHS BEN IN 09257R101 3210 225924 SH SOLE 0 225924 0 BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 438 37202 SH SOLE 0 37202 0 BOSTON PRIVATE FINL HLDGS IN *W EXP 11/21/201 101119113 577 117799 SH SOLE 0 117799 0 BOULDER GROWTH & INCOME FD I COM 101507101 125 16796 SH SOLE 0 16796 0 BOULEVARD ACQUISITION UNIT 99/99/9999 10157Q201 37282 3735685 SH SOLE 0 3735685 0 BROADCOM CORP CL A 111320107 140567 2733178 SH SOLE 0 2733178 0 BROOKFIELD GLOBL LISTED INFR COM SHS 11273Q109 596 47603 SH SOLE 0 47603 0 BROOKFIELD HIGH INCOME FD IN COM 11272P102 182 24972 SH SOLE 0 24972 0 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 396 6687 SH SOLE 0 6687 0 BWX TECHNOLOGIES INC COM 05605H100 793 30101 SH SOLE 0 30101 0 C B PHARMA ACQUISITION CORP SHS G2029P126 3472 350000 SH SOLE 0 350000 0 C B PHARMA ACQUISITION CORP RIGHT 06/17/2016 G2029P134 105 350000 SH SOLE 0 350000 0 CABLE ONE INC COM 12685J105 4048 9651 SH SOLE 0 9651 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 47755 1470756 SH SOLE 0 1470756 0 CALAMOS GBL DYN INCOME FUND COM 12811L107 135 19400 SH SOLE 0 19400 0 CAMBRIDGE CAP ACQUISITION CO COM 13215Q106 15761 1584000 SH SOLE 0 1584000 0 CAMBRIDGE CAP ACQUISITION CO *W EXP 12/17/201 13215Q114 440 1760000 SH SOLE 0 1760000 0 CAMERON INTERNATIONAL CORP COM 13342B105 59121 964138 SH SOLE 0 964138 0 CARE CAP PPTYS INC COM 141624106 8916 270767 SH SOLE 0 270767 0 CASTLE A M & CO NOTE 7.000%12/1 148411AF8 816 1550000 PRN SOLE 0 1550000 0 CBRE CLARION GLOBAL REAL EST COM 12504G100 2446 331474 SH SOLE 0 331474 0 CDK GLOBAL INC COM 12508E101 15050 314992 SH SOLE 0 314992 0 CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 22840 22475000 PRN SOLE 0 22475000 0 CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 9005 8700000 PRN SOLE 0 8700000 0 CENTRAL SECS CORP COM 155123102 1398 70758 SH SOLE 0 70758 0 CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 2470 2725000 PRN SOLE 0 2725000 0 CHAMBERS STR PPTYS COM 157842105 3391 522471 SH SOLE 0 522471 0 CHEMOURS CO COM 163851108 3584 553926 SH SOLE 0 553926 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 45151 72025000 PRN SOLE 0 72025000 0 CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 476 18085 SH SOLE 0 18085 0 CHUBB CORP COM 171232101 135196 1102291 SH SOLE 0 1102291 0 CIENA CORP DEBT 4.000%12/1 171779AK7 16682 12710000 PRN SOLE 0 12710000 0 CIGNA CORPORATION COM 125509109 87398 647300 SH SOLE 0 647300 0 CITRIX SYS INC COM 177376100 3983 57492 SH SOLE 0 57492 0 CITY NATL CORP COM 178566105 88128 1000772 SH SOLE 0 1000772 0 CLECO CORP NEW COM 12561W105 77366 1453161 SH SOLE 0 1453161 0 CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 376 35152 SH SOLE 0 35152 0 COHEN & STEERS QUALITY RLTY COM 19247L106 3950 349529 SH SOLE 0 349529 0 COHEN & STEERS REIT & PFD IN COM 19247X100 2266 130741 SH SOLE 0 130741 0 COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 17651 18375000 PRN SOLE 0 18375000 0 COLUMBIA PIPELINE GROUP INC COM 198280109 4549 248700 SH SOLE 0 248700 0 COMCAST CORP NEW CL A 20030N101 11887 208976 SH SOLE 0 208976 0 COMMUNICATIONS SALES&LEAS IN COM 20341J104 586 32759 SH SOLE 0 32759 0 COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 90 10026149 SH SOLE 0 10026149 0 COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2150 5000000 PRN SOLE 0 5000000 0 CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 101 10200 SH SOLE 0 10200 0 CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 26245 12550000 PRN SOLE 0 12550000 0 CON-WAY INC COM 205944101 70098 1477297 SH SOLE 0 1477297 0 CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 889 1000000 PRN SOLE 0 1000000 0 COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 7999 7600000 PRN SOLE 0 7600000 0 CRESTWOOD MIDSTREAM PARTNERS UNIT LTD PARTNER 226378107 265 42821 SH SOLE 0 42821 0 CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 66387 651750 SH SOLE 0 651750 0 CYTEC INDS INC COM 232820100 84259 1140948 SH SOLE 0 1140948 0 DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 342 14149 SH SOLE 0 14149 0 DEALERTRACK TECHNOLOGIES INC COM 242309102 16366 259117 SH SOLE 0 259117 0 DEL TACO RESTAURANTS INC *W EXP 06/30/202 245496112 4754 941400 SH SOLE 0 941400 0 DELAWARE ENHANCED GBL DIV & COM 246060107 496 53596 SH SOLE 0 53596 0 DEUTSCHE HIGH INCOME TR SHS 25155R100 206 26320 SH SOLE 0 26320 0 DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 14387 13525000 PRN SOLE 0 13525000 0 DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 80179 1446625 SH SOLE 0 1446625 0 DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 37362 745300 SH SOLE 0 745300 0 DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 102523 1833225 SH SOLE 0 1833225 0 DOT HILL SYS CORP COM 25848T109 34482 3543873 SH SOLE 0 3543873 0 DOUBLE EAGLE ACQUISITION COR UNIT 99/99/9999 G28195108 22815 2250000 SH SOLE 0 2250000 0 DOW CHEM CO COM 260543103 30915 734217 SH SOLE 0 734217 0 DT ASIA INVTS LTD SHS G2615J104 2235 225112 SH SOLE 0 225112 0 DT ASIA INVTS LTD RIGHT 03/30/2016 G2615J112 32 225112 SH SOLE 0 225112 0 DU PONT E I DE NEMOURS & CO COM 263534109 4720 97926 SH SOLE 0 97926 0 DYCOM INDS INC COM 267475101 4333 59888 SH SOLE 0 59888 0 EAGLE ROCK ENERGY PARTNERS L UNIT 26985R104 149 117574 SH SOLE 0 117574 0 EASTERLY ACQUISITION CORP UNIT 99/99/9999 27616L201 18593 1850000 SH SOLE 0 1850000 0 EATON VANCE FLTING RATE INC COM 278279104 471 35563 SH SOLE 0 35563 0 EATON VANCE LTD DUR INCOME F COM 27828H105 3913 308607 SH SOLE 0 308607 0 EATON VANCE MUN BD FD COM 27827X101 723 57775 SH SOLE 0 57775 0 EATON VANCE SH TM DR DIVR IN COM 27828V104 1237 93475 SH SOLE 0 93475 0 EATON VANCE SR INCOME TR SH BEN INT 27826S103 830 141448 SH SOLE 0 141448 0 EATON VANCE TAX-ADV BD & OPT COM SH BEN INT 27829M103 232 19010 SH SOLE 0 19010 0 EBAY INC COM 278642103 9291 380148 SH SOLE 0 380148 0 EDGEWELL PERS CARE CO COM 28035Q102 6412 78577 SH SOLE 0 78577 0 ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 52578 24750000 PRN SOLE 0 24750000 0 ELECTRUM SPL ACQUISITION COR SHS G3105C104 10670 1100000 SH SOLE 0 1100000 0 ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 328 25923 SH SOLE 0 25923 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 395 15981 SH SOLE 0 15981 0 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 1570 1575000 PRN SOLE 0 1575000 0 ENERGIZER HLDGS INC NEW COM 29272W109 3289 84956 SH SOLE 0 84956 0 ENERGY FUELS INC COM NEW 292671708 53 17980 SH SOLE 0 17980 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 682 16605 SH SOLE 0 16605 0 ENERNOC INC DBCV 2.250% 8/1 292764AB3 2102 3000000 PRN SOLE 0 3000000 0 ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 29336U107 368 23370 SH SOLE 0 23370 0 ENTERPRISE PRODS PARTNERS L COM 293792107 689 27660 SH SOLE 0 27660 0 ENVIVIO INC COM 29413T106 897 219275 SH SOLE 0 219275 0 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 37340 10950000 PRN SOLE 0 10950000 0 EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 21007 834937 SH SOLE 0 834937 0 EZCORP INC NOTE 2.125% 6/1 302301AB2 3540 4925000 PRN SOLE 0 4925000 0 FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 237260 1995875 SH SOLE 0 1995875 0 FINTECH ACQUISITION CORP COM 31809H100 8678 890000 SH SOLE 0 890000 0 FINTECH ACQUISITION CORP *W EXP 02/19/202 31809H118 258 890000 SH SOLE 0 890000 0 FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 1479 152741 SH SOLE 0 152741 0 FIRST TR HIGH INCOME L/S FD COM 33738E109 2859 202932 SH SOLE 0 202932 0 FIRST TR SR FLG RTE INCM FD COM 33733U108 246 19593 SH SOLE 0 19593 0 FIRST TR STRATEGIC HIGH INC COM SHS NEW 337353304 270 23474 SH SOLE 0 23474 0 FRANKLIN LTD DURATION INC TR COM 35472T101 1649 151289 SH SOLE 0 151289 0 FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 146368 4001325 SH SOLE 0 4001325 0 FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 4691 50000 SH SOLE 0 50000 0 GABELLI DIVD & INCOME TR COM 36242H104 645 36741 SH SOLE 0 36741 0 GABELLI HLTHCARE & WELLNESS SHS 36246K103 378 39010 SH SOLE 0 39010 0 GAIN CAP HLDGS INC NOTE 4.125%12/0 36268WAB6 3574 3775000 PRN SOLE 0 3775000 0 GARNERO GROUP ACQUISITION CO SHS G5866L108 23273 2370000 SH SOLE 0 2370000 0 GARNERO GROUP ACQUISITION CO RIGHT 06/25/2016 G5866L132 638 2900000 SH SOLE 0 2900000 0 GENCORP INC SDCV 4.062%12/3 368682AN0 14824 8250000 PRN SOLE 0 8250000 0 GENERAL AMERN INVS INC COM 368802104 814 26290 SH SOLE 0 26290 0 GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 5222 8622000 PRN SOLE 0 8622000 0 GENERAL MTRS CO COM 37045V100 493 16411 SH SOLE 0 16411 0 GENERAL MTRS CO *W EXP 12/31/201 37045V134 15 356485 SH SOLE 0 356485 0 GENESIS ENERGY L P UNIT LTD PARTN 371927104 411 10726 SH SOLE 0 10726 0 GLOBAL DEFENSE & NATL SEC SY COM 37953N108 9158 870500 SH SOLE 0 870500 0 GLOBAL PARTNER ACQUISITION C COM 37954X105 11700 1200000 SH SOLE 0 1200000 0 GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 324 1200000 SH SOLE 0 1200000 0 GOOGLE INC CL C 38259P706 21426 35215 SH SOLE 0 35215 0 GORES HLDGS INC UNIT 99/99/9999 382866200 35490 3500000 SH SOLE 0 3500000 0 GP INVTS ACQUISITION COR SHS G40357124 26428 2750000 SH SOLE 0 2750000 0 GRAHAM HLDGS CO COM 384637104 3231 5600 SH SOLE 0 5600 0 HANCOCK JOHN INCOME SECS TR COM 410123103 149 10661 SH SOLE 0 10661 0 HARMONY MERGER CORP COM 413247107 16074 1631880 SH SOLE 0 1631880 0 HARMONY MERGER CORP *W EXP 01/01/202 413247123 490 1631880 SH SOLE 0 1631880 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 71696 2498975 SH SOLE 0 2498975 0 HCC INS HLDGS INC COM 404132102 88316 1140001 SH SOLE 0 1140001 0 HEALTH NET INC COM 42222G108 25130 417300 SH SOLE 0 417300 0 HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 7685 8275000 PRN SOLE 0 8275000 0 HENNESSY CAP ACQUISITION COR COM 42588J100 10536 1103201 SH SOLE 0 1103201 0 HENNESSY CAP ACQUISITION COR *W EXP 07/28/202 42588J118 298 1103201 SH SOLE 0 1103201 0 HENNESSY CAP ACQUISITION COR UNIT 99/99/9999 42588J209 1972 200000 SH SOLE 0 200000 0 HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 43573 49200000 PRN SOLE 0 49200000 0 HERBALIFE LTD COM USD SHS G4412G101 4232 77658 SH SOLE 0 77658 0 HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 505 17387 SH SOLE 0 17387 0 HOLOGIC INC FRNT 2.000%12/1 436440AB7 15641 9150000 PRN SOLE 0 9150000 0 HOME PROPERTIES INC COM 437306103 61857 827521 SH SOLE 0 827521 0 HUDSON CITY BANCORP COM 443683107 174424 17150822 SH SOLE 0 17150822 0 HUMANA INC COM 444859102 64240 358880 SH SOLE 0 358880 0 HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 1067 800 SH SOLE 0 800 0 HYDRA INDS ACQUISITION CORP COM 448740100 19400 2000000 SH SOLE 0 2000000 0 HYDRA INDS ACQUISITION CORP *W EXP 10/20/202 448740118 580 2000000 SH SOLE 0 2000000 0 HYDRA INDS ACQUISITION CORP RIGHT 99/99/9999 448740126 720 2000000 SH SOLE 0 2000000 0 INTEGRATED SILICON SOLUTION COM 45812P107 31139 1448984 SH SOLE 0 1448984 0 INTEL CORP SDCV 12/1 458140AD2 5050 4150000 PRN SOLE 0 4150000 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 167908 111151000 PRN SOLE 0 111151000 0 INVACARE CORP SDCV 4.125% 2/0 461203AD3 2447 2500000 PRN SOLE 0 2500000 0 INVESCO BD FD COM 46132L107 318 18064 SH SOLE 0 18064 0 INVESCO DYNAMIC CR OPP FD COM 46132R104 1525 144254 SH SOLE 0 144254 0 INVESCO HIGH INCOME TR II COM 46131F101 484 37588 SH SOLE 0 37588 0 INVESCO MUN TR COM 46131J103 684 55675 SH SOLE 0 55675 0 INVESCO PA VALUE MUN INCOME COM 46132K109 365 29783 SH SOLE 0 29783 0 INVESCO QUALITY MUNI INC TRS COM 46133G107 1227 101026 SH SOLE 0 101026 0 INVESCO TR INVT GRADE NY MUN COM 46131T101 164 11928 SH SOLE 0 11928 0 IPC HEALTHCARE INC COM 44984A105 55150 709879 SH SOLE 0 709879 0 ISTAR INC NOTE 3.000%11/1 45031UBR1 9688 8466000 PRN SOLE 0 8466000 0 IVY HIGH INC OPPORTUNITIES F COM 465893105 416 32071 SH SOLE 0 32071 0 JASON INDS INC *W EXP 06/30/201 471172114 583 2331300 SH SOLE 0 2331300 0 JOURNAL MEDIA GROUP INC COM 48114A109 945 126061 SH SOLE 0 126061 0 KEYCORP NEW PFD 7.75% SR A 493267405 2603 20000 SH SOLE 0 20000 0 KIMBERLY CLARK CORP COM 494368103 5194 47635 SH SOLE 0 47635 0 KINDER MORGAN INC DEL COM 49456B101 758 27367 SH SOLE 0 27367 0 KKR INCOME OPPORTUNITIES FD COM 48249T106 319 21886 SH SOLE 0 21886 0 KOHLBERG CAPITAL CORP NOTE 8.750% 3/1 500233AB7 3960 4000000 PRN SOLE 0 4000000 0 KYTHERA BIOPHARMACEUTICALS I COM 501570105 74822 997893 SH SOLE 0 997893 0 LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 11356 10000000 PRN SOLE 0 10000000 0 LAZARD GLB TTL RET&INCM FD I COM 52106W103 128 10238 SH SOLE 0 10238 0 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 2936 577975 SH SOLE 0 577975 0 LIBERTY ALL-STAR GROWTH FD I COM 529900102 90 19906 SH SOLE 0 19906 0 LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 8178 202686 SH SOLE 0 202686 0 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 1586 71523 SH SOLE 0 71523 0 LINDBLAD EXPEDITIONS HLDGS I *W EXP 07/08/202 535219117 1403 806550 SH SOLE 0 806550 0 LMP CAP & INCOME FD INC COM 50208A102 443 36435 SH SOLE 0 36435 0 LUMENIS LTD SHS CL B M6778Q121 6402 462233 SH SOLE 0 462233 0 LUMENTUM HLDGS INC COM 55024U109 3335 196726 SH SOLE 0 196726 0 M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 2104 2150000 PRN SOLE 0 2150000 0 MACQUARIE GLBL INFRA TOTL RE COM 55608D101 537 27864 SH SOLE 0 27864 0 MADISON CVRED CALL & EQ STR COM 557437100 74 10499 SH SOLE 0 10499 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 538 8957 SH SOLE 0 8957 0 MANNKIND CORP COM 56400P201 195 60656 SH SOLE 0 60656 0 MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 344 8025 SH SOLE 0 8025 0 MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 368 15077 SH SOLE 0 15077 0 MASCO CORP COM 574599106 7913 314243 SH SOLE 0 314243 0 MEDIA GEN INC NEW COM 58441K100 2771 198081 SH SOLE 0 198081 0 MEDICINES CO DBCV 1.375% 6/0 584688AC9 29293 20055000 PRN SOLE 0 20055000 0 MERGE HEALTHCARE INC COM 589499102 3934 554125 SH SOLE 0 554125 0 MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 2483 2475000 PRN SOLE 0 2475000 0 MERITOR INC NOTE 7.875% 3/0 59001KAC4 36584 26875000 PRN SOLE 0 26875000 0 METRO BANCORP INC PA COM 59161R101 3260 110923 SH SOLE 0 110923 0 MFS INVT GRADE MUN TR SH BEN INT 59318B108 290 29698 SH SOLE 0 29698 0 MFS MUN INCOME TR SH BEN INT 552738106 594 92967 SH SOLE 0 92967 0 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 27814 26025000 PRN SOLE 0 26025000 0 MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 120996 84025000 PRN SOLE 0 84025000 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 189151 107625000 PRN SOLE 0 107625000 0 MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 17123 11155000 PRN SOLE 0 11155000 0 MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 49552 29975000 PRN SOLE 0 29975000 0 MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 26121 15700000 PRN SOLE 0 15700000 0 MILLENNIAL MEDIA INC COM 60040N105 615 351500 SH SOLE 0 351500 0 MITEL NETWORKS CORP COM 60671Q104 989 153287 SH SOLE 0 153287 0 MODUSLINK GLOBAL SOLUTIONS I NOTE 5.250% 3/0 60786LAB3 7629 9375000 PRN SOLE 0 9375000 0 MORGAN STANLEY TRUSTS INCOME SECS INC 61745P874 599 34449 SH SOLE 0 34449 0 MPLX LP COM UNIT REP LTD 55336V100 353 9234 SH SOLE 0 9234 0 NATIONAL PENN BANCSHARES INC COM 637138108 42799 3642465 SH SOLE 0 3642465 0 NEUBERGER BERMAN HGH YLD FD COM 64128C106 916 89930 SH SOLE 0 89930 0 NEUBERGER BERMAN RE ES SEC F COM 64190A103 440 95432 SH SOLE 0 95432 0 NEW AMER HIGH INCOME FD INC COM NEW 641876800 170 21301 SH SOLE 0 21301 0 NEWS CORP NEW CL A 65249B109 1772 140413 SH SOLE 0 140413 0 NISOURCE INC COM 65473P105 8421 453979 SH SOLE 0 453979 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 191236 97414000 PRN SOLE 0 97414000 0 NTELOS HLDGS CORP COM NEW 67020Q305 1512 167463 SH SOLE 0 167463 0 NUSTAR ENERGY LP UNIT COM 67058H102 429 9566 SH SOLE 0 9566 0 NUVEEN CONN PREM INCOME MUN COM 67060D107 509 41309 SH SOLE 0 41309 0 NUVEEN CR STRATEGIES INCM FD COM SHS 67073D102 3831 480099 SH SOLE 0 480099 0 NUVEEN DIV ADVANTAGE MUN FD COM 67070F100 1447 106253 SH SOLE 0 106253 0 NUVEEN DIVERSIFIED DIV INCM COM 6706EP105 457 44118 SH SOLE 0 44118 0 NUVEEN DIVID ADV MUN FD 3 COM SH BEN INT 67070X101 502 37000 SH SOLE 0 37000 0 NUVEEN DIVID ADVANTAGE MUN I COM 67071L106 173 12451 SH SOLE 0 12451 0 NUVEEN GLOBAL EQUITY INCOME COM 6706EH103 708 69505 SH SOLE 0 69505 0 NUVEEN MD PREM INCOME MUN FD COM 67061Q107 1376 111683 SH SOLE 0 111683 0 NUVEEN MICH QUALITY INCOME M COM 670979103 187 14156 SH SOLE 0 14156 0 NUVEEN MUN ADVANTAGE FD INC COM 67062H106 884 66432 SH SOLE 0 66432 0 NUVEEN MUN MKT OPPORTUNITY F COM 67062W103 1129 86150 SH SOLE 0 86150 0 NUVEEN N C PREM INCOME MUN F COM 67060P100 1036 81347 SH SOLE 0 81347 0 NUVEEN NJ DIV ADVANTAGE MUN COM 67069Y102 1896 147898 SH SOLE 0 147898 0 NUVEEN NY AMT FREE MUN INCOM COM 670656107 1148 91190 SH SOLE 0 91190 0 NUVEEN NY DIVID ADVNTG MUN F COM 67066X107 238 17701 SH SOLE 0 17701 0 NUVEEN OHIO QUALITY INCOME M COM 670980101 217 15049 SH SOLE 0 15049 0 NUVEEN PA INVT QUALITY MUN F COM 670972108 1030 78515 SH SOLE 0 78515 0 NUVEEN PERFORMANCE PLUS MUN COM 67062P108 866 61063 SH SOLE 0 61063 0 NUVEEN PREM INCOME MUN FD COM 67062T100 2157 160997 SH SOLE 0 160997 0 NUVEEN PREM INCOME MUN FD 2 COM 67063W102 1248 91456 SH SOLE 0 91456 0 NUVEEN PREMIER MUN INCOME FD COM 670988104 561 42993 SH SOLE 0 42993 0 NUVEEN QUALITY INCOME MUN FD COM 670977107 1115 82668 SH SOLE 0 82668 0 NUVEEN QUALITY MUN FD INC COM 67062N103 1700 130550 SH SOLE 0 130550 0 NUVEEN QUALITY PFD INC FD 3 COM 67072W101 81 10100 SH SOLE 0 10100 0 NUVEEN SELECT QUALITY MUN FD COM 670973106 1185 88637 SH SOLE 0 88637 0 NUVEEN SHT DUR CR OPP FD COM 67074X107 682 44808 SH SOLE 0 44808 0 NUVEEN SR INCOME FD COM 67067Y104 208 35122 SH SOLE 0 35122 0 NVIDIA CORP NOTE 1.000%12/0 67066GAC8 87095 65950000 PRN SOLE 0 65950000 0 OFFICE DEPOT INC COM 676220106 74957 11675473 SH SOLE 0 11675473 0 OM GROUP INC COM 670872100 54985 1671795 SH SOLE 0 1671795 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 6242 5564000 PRN SOLE 0 5564000 0 ONEIDA FINL CORP MD COM 682479100 2064 100786 SH SOLE 0 100786 0 ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 413 14107 SH SOLE 0 14107 0 PACE HLDGS CORP UNIT 99/99/9999 G6865N129 5125 500000 SH SOLE 0 500000 0 PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 129906 79575000 PRN SOLE 0 79575000 0 PANGAEA LOGISTICS SOLUTION L SHS G6891L105 251 78900 SH SOLE 0 78900 0 PARTNERRE LTD COM G6852T105 23678 170496 SH SOLE 0 170496 0 PAYPAL HLDGS INC COM 70450Y103 6499 209368 SH SOLE 0 209368 0 PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 20805 23475000 PRN SOLE 0 23475000 0 PEPCO HOLDINGS INC COM 713291102 120080 4957883 SH SOLE 0 4957883 0 PERICOM SEMICONDUCTOR CORP COM 713831105 5400 295883 SH SOLE 0 295883 0 PERRIGO CO PLC SHS G97822103 15129 96199 SH SOLE 0 96199 0 PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 406 8245 SH SOLE 0 8245 0 PHOENIX COS INC NEW COM NEW 71902E604 3293 99823 SH SOLE 0 99823 0 PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 3165 173260 SH SOLE 0 173260 0 PINNACLE ENTMT INC COM 723456109 1144 33805 SH SOLE 0 33805 0 PIONEER DIV HIGH INCOME TRUS COM 723653101 151 10227 SH SOLE 0 10227 0 PIONEER FLOATING RATE TR COM 72369J102 853 75359 SH SOLE 0 75359 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 313 10307 SH SOLE 0 10307 0 PRECISION CASTPARTS CORP COM 740189105 103738 451605 SH SOLE 0 451605 0 PREMIERE GLOBAL SVCS INC COM 740585104 5920 430826 SH SOLE 0 430826 0 PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 31563 22375000 PRN SOLE 0 22375000 0 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 25612 28300000 PRN SOLE 0 28300000 0 PRUDENTIAL GLB SHT DUR HG YL COM 74433A109 880 63849 SH SOLE 0 63849 0 PRUDENTIAL SHT DURATION HG Y COM 74442F107 796 54280 SH SOLE 0 54280 0 PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 625 88654 SH SOLE 0 88654 0 PUTNAM MANAGED MUN INCOM TR COM 746823103 725 101393 SH SOLE 0 101393 0 PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 758 63391 SH SOLE 0 63391 0 QUANTUM CORP NOTE 4.500%11/1 747906AJ4 1390 1650000 PRN SOLE 0 1650000 0 QUIDEL CORP NOTE 3.250%12/1 74838JAA9 931 1000000 PRN SOLE 0 1000000 0 QUINPARIO ACQUISITION CORP 2 COM 74874U101 30703 3132926 SH SOLE 0 3132926 0 QUINPARIO ACQUISITION CORP 2 *W EXP 01/01/202 74874U119 753 3500000 SH SOLE 0 3500000 0 RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 21490 14208000 PRN SOLE 0 14208000 0 RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 9575 8175000 PRN SOLE 0 8175000 0 RED HAT INC COM 756577102 11551 160704 SH SOLE 0 160704 0 REMY INTL INC NEW COM 75971M108 11270 385315 SH SOLE 0 385315 0 RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 4242 4900000 PRN SOLE 0 4900000 0 RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 1725 1875000 PRN SOLE 0 1875000 0 RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 1415 1500000 PRN SOLE 0 1500000 0 RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 210 15800 SH SOLE 0 15800 0 RMR REAL ESTATE INCOME FUND COM 76970B101 1073 59641 SH SOLE 0 59641 0 ROI ACQUISITION CORP II COM 74966G101 3960 395995 SH SOLE 0 395995 0 ROI ACQUISITION CORP II *W EXP 09/17/201 74966G119 378 1050000 SH SOLE 0 1050000 0 ROSE ROCK MIDSTREAM L P COM U REP LTD 777149105 297 12202 SH SOLE 0 12202 0 ROYCE MICRO-CAP TR INC COM 780915104 230 29716 SH SOLE 0 29716 0 ROYCE VALUE TR INC COM 780910105 568 49413 SH SOLE 0 49413 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 96997 77831000 PRN SOLE 0 77831000 0 SEQUENOM INC NOTE 5.000% 1/0 817337AC2 7985 9450000 PRN SOLE 0 9450000 0 SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 53120 50500000 PRN SOLE 0 50500000 0 SIGMA ALDRICH CORP COM 826552101 159291 1146635 SH SOLE 0 1146635 0 SOLERA HOLDINGS INC COM 83421A104 40995 759170 SH SOLE 0 759170 0 SOURCE CAP INC COM 836144105 275 4053 SH SOLE 0 4053 0 SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 89037 2840650 SH SOLE 0 2840650 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 419 10414 SH SOLE 0 10414 0 SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 6314 7050000 PRN SOLE 0 7050000 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 26338 28225000 PRN SOLE 0 28225000 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 8847 9675000 PRN SOLE 0 9675000 0 SPROTT FOCUS TR INC COM 85208J109 346 58494 SH SOLE 0 58494 0 SQUARE 1 FINL INC CL A 85223W101 29921 1165363 SH SOLE 0 1165363 0 STANCORP FINL GROUP INC COM 852891100 43955 384892 SH SOLE 0 384892 0 STANDARD PAC CORP NEW COM 85375C101 13369 1671116 SH SOLE 0 1671116 0 STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 17114 14730000 PRN SOLE 0 14730000 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 38651 37800000 PRN SOLE 0 37800000 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 23610 22825000 PRN SOLE 0 22825000 0 STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 24075 24150000 PRN SOLE 0 24150000 0 STATE INVS BANCORP INC COM 857030100 923 43225 SH SOLE 0 43225 0 STEINER LEISURE LTD ORD P8744Y102 9519 150663 SH SOLE 0 150663 0 STERICYCLE INC DEP PFD A 1/10 858912207 53995 530350 SH SOLE 0 530350 0 STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 9911 9675000 PRN SOLE 0 9675000 0 STONE HBR EMERG MKTS TL INC COM 86164W100 331 29103 SH SOLE 0 29103 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 53463 3876951 SH SOLE 0 3876951 0 SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 284 16095 SH SOLE 0 16095 0 SUNEDISON INC NOTE 2.000%10/0 86732YAC3 48880 64475000 PRN SOLE 0 64475000 0 SUNEDISON INC NOTE 2.750% 1/0 86732YAD1 20306 28575000 PRN SOLE 0 28575000 0 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 515 17976 SH SOLE 0 17976 0 SWISS HELVETIA FD INC COM 870875101 418 38522 SH SOLE 0 38522 0 SYMETRA FINL CORP COM 87151Q106 52407 1656344 SH SOLE 0 1656344 0 SYNERGETICS USA INC COM 87160G107 1326 201800 SH SOLE 0 201800 0 T MOBILE US INC CONV PFD SER A 872590203 165758 2391550 SH SOLE 0 2391550 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 17627 11400000 PRN SOLE 0 11400000 0 TALEN ENERGY CORP COM 87422J105 568 56225 SH SOLE 0 56225 0 TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 442 11260 SH SOLE 0 11260 0 TARGA RES CORP COM 87612G101 295 5722 SH SOLE 0 5722 0 TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 266 9171 SH SOLE 0 9171 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 470 9875 SH SOLE 0 9875 0 TECO ENERGY INC COM 872375100 34043 1296374 SH SOLE 0 1296374 0 TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 297 12415 SH SOLE 0 12415 0 TEMPLETON GLOBAL INCOME FD COM 880198106 1854 304373 SH SOLE 0 304373 0 TERRAPIN 3 ACQUISITION CORP COM CL A 88104P104 15116 1530000 SH SOLE 0 1530000 0 TERRAPIN 3 ACQUISITION CORP *W EXP 06/27/201 88104P112 664 1700000 SH SOLE 0 1700000 0 TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 89239 43825000 PRN SOLE 0 43825000 0 TESORO LOGISTICS LP COM UNIT LP 88160T107 416 9250 SH SOLE 0 9250 0 THORATEC CORP COM NEW 885175307 73558 1162786 SH SOLE 0 1162786 0 TIME INC NEW COM 887228104 2354 123556 SH SOLE 0 123556 0 TIME WARNER CABLE INC COM 88732J207 92335 514774 SH SOLE 0 514774 0 TOPBUILD CORP COM 89055F103 3766 121613 SH SOLE 0 121613 0 TORNIER N V SHS N87237108 14204 696627 SH SOLE 0 696627 0 TORTOISE PIPELINE & ENERGY F COM 89148H108 293 16317 SH SOLE 0 16317 0 TRANSAMERICA INCOME SHS INC COM 893506105 733 33862 SH SOLE 0 33862 0 TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 451 16573 SH SOLE 0 16573 0 TRI CONTL CORP COM 895436103 733 37580 SH SOLE 0 37580 0 TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 22720 25800000 PRN SOLE 0 25800000 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 1558 57755 SH SOLE 0 57755 0 TYSON FOODS INC UNIT 99/99/9999 902494301 142579 2754625 SH SOLE 0 2754625 0 UIL HLDG CORP COM 902748102 3848 76538 SH SOLE 0 76538 0 UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 15660 15729000 PRN SOLE 0 15729000 0 UTI WORLDWIDE INC NOTE 4.500% 3/0 90349LAB0 29477 39700000 PRN SOLE 0 39700000 0 VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 451 10221 SH SOLE 0 10221 0 VALLEY NATL BANCORP *W EXP 11/14/201 919794131 15 116185 SH SOLE 0 116185 0 VECTOR GROUP LTD FRNT 1/1 92240MAY4 18303 12125000 PRN SOLE 0 12125000 0 VENTAS INC COM 92276F100 8028 143209 SH SOLE 0 143209 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 341342 163175000 PRN SOLE 0 163175000 0 VIAVI SOLUTIONS INC COM 925550105 2027 377500 SH SOLE 0 377500 0 VIVINT SOLAR INC COM 92854Q106 2635 251400 SH SOLE 0 251400 0 VOYA PRIME RATE TR SH BEN INT 92913A100 296 58416 SH SOLE 0 58416 0 WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 1255 1100000 PRN SOLE 0 1100000 0 WCI CMNTYS INC COM PAR $0.01 92923C807 668 29516 SH SOLE 0 29516 0 WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 26975 26675000 PRN SOLE 0 26675000 0 WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 8813 8775000 PRN SOLE 0 8775000 0 WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 26587 25875000 PRN SOLE 0 25875000 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 112105 59354000 PRN SOLE 0 59354000 0 WELLS FARGO ADV GLB DIV OPP COM 94987C103 208 35227 SH SOLE 0 35227 0 WELLS FARGO ADVANTAGE INCOME COM SHS 94987B105 845 111594 SH SOLE 0 111594 0 WELLS FARGO ADVANTAGE MULTI COM SHS 94987D101 1938 170724 SH SOLE 0 170724 0 WELLTOWER INC 6.50% PFD PREPET 95040Q203 94317 1553050 SH SOLE 0 1553050 0 WESTERN ASSET GLB HI INCOME COM 95766B109 742 82730 SH SOLE 0 82730 0 WESTERN ASSET GLB PTNRS INCO COM 95766G108 610 76460 SH SOLE 0 76460 0 WESTERN ASSET GLOBAL CP DEFI COM 95790C107 1055 66626 SH SOLE 0 66626 0 WESTERN ASSET HGH YLD DFNDFD COM 95768B107 525 37532 SH SOLE 0 37532 0 WESTERN ASSET HIGH INCM FD I COM 95766J102 400 61817 SH SOLE 0 61817 0 WESTERN ASSET HIGH INCM OPP COM 95766K109 2199 468876 SH SOLE 0 468876 0 WESTERN ASSET MGD HI INCM FD COM 95766L107 1395 311975 SH SOLE 0 311975 0 WESTERN ASSET WORLDWIDE INCO COM 957668106 872 88675 SH SOLE 0 88675 0 WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 402 8578 SH SOLE 0 8578 0 WEYERHAEUSER CO PREF CONV SER A 962166872 44174 920900 SH SOLE 0 920900 0 WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 604 18936 SH SOLE 0 18936 0 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 60643 1480169 SH SOLE 0 1480169 0 WL ROSS HLDG CORP COM SHS 92939D104 30199 2909350 SH SOLE 0 2909350 0 WL ROSS HLDG CORP *W EXP 06/11/201 92939D112 2718 3315000 SH SOLE 0 3315000 0 WPX ENERGY INC PFD SER A CV 98212B202 11879 329525 SH SOLE 0 329525 0 XOOM CORP COM 98419Q101 55478 2229830 SH SOLE 0 2229830 0 YAHOO INC COM 984332106 83078 2873660 SH SOLE 0 2873660 0 YODLEE INC COM 98600P201 7415 459679 SH SOLE 0 459679 0 ZULILY INC CL A 989774104 31660 1819543 SH SOLE 0 1819543 0 ZWEIG TOTAL RETURN FD INC COM NEW 989837208 440 38486 SH SOLE 0 38486 0