CNH Partners 13F-HR Quarterly holdings report by institutional manager

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
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
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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
NUVEEN DIVERSIFIED DIV INCM	COM	6706EP105	457	44,118	SH		SOLE		0	44,118	0
NUVEEN DIVID ADV MUN FD 3	COM SH BEN INT	67070X101	502	37,000	SH		SOLE		0	37,000	0
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
NUVEEN NJ DIV ADVANTAGE MUN	COM	67069Y102	1,896	147,898	SH		SOLE		0	147,898	0
NUVEEN NY AMT FREE MUN INCOM	COM	670656107	1,148	91,190	SH		SOLE		0	91,190	0
NUVEEN NY DIVID ADVNTG MUN F	COM	67066X107	238	17,701	SH		SOLE		0	17,701	0
NUVEEN OHIO QUALITY INCOME M	COM	670980101	217	15,049	SH		SOLE		0	15,049	0
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
NUVEEN PREM INCOME MUN FD	COM	67062T100	2,157	160,997	SH		SOLE		0	160,997	0
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
NUVEEN SELECT QUALITY MUN FD	COM	670973106	1,185	88,637	SH		SOLE		0	88,637	0
NUVEEN SHT DUR CR OPP FD	COM	67074X107	682	44,808	SH		SOLE		0	44,808	0
NUVEEN SR INCOME FD	COM	67067Y104	208	35,122	SH		SOLE		0	35,122	0
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