| Banco Bilbao Vizcaya Argenta Sponsored ADR(BBVA) | ADR | 05946K101 | $97 | 13,126 | 0.0% |
| Aegon N V NY Registry SH | ADR | 007924103 | $136 | 23,876 | 0.0% |
| Barclays PLC ADR(BCS) | ADR | 06738E204 | $157 | 12,130 | 0.0% |
| Icici BK LTD ADR(IBN) | ADR | 45104G104 | $167 | 21,330 | 0.0% |
| Nidec Corp Sponsored ADR(NJDCY) | ADR | 654090109 | $185 | 10,146 | 0.0% |
| Lloyds Banking Group PLC Sponsored ADR(LYG) | ADR | 539439109 | $188 | 43,241 | 0.0% |
| AIR Lease Corp Note 3.875%12/0 | CV | 00912XAK0 | $205 | $150,000 | 0.0% |
| Sumitomo Mitsui Finl Group I Sponsored ADR(SMFG) | ADR | 86562M209 | $260 | 34,188 | 0.0% |
| Bristol Myers Squibb Co Dbcv 9/1 | CV | 110122AN8 | $509 | $293,000 | 0.0% |
| Denbury RES Inc COM New(DNREUR) | COM | 247916208 | $570 | 282,400 | 0.0% |
| Priceline GRP Inc Note 0.900% 9/1 | CV | 741503AX4 | $839 | $830,000 | 0.0% |
| HCA Holdings Inc COM(HCA) | COM | 40412C101 | $913 | 13,500 | 0.0% |
| Continental Resources Inc COM(CLRUSD) | COM | 212015101 | $1.1K | 45,868 | 0.0% |
| Atyr Pharma Inc COM(LIFEUSD) | COM | 002120103 | $1.1K | 108,451 | 0.0% |
| Epizyme Inc COM(EPZMEUR) | COM | 29428V104 | $1.3K | 78,041 | 0.0% |
| Synchronoss Technologies Inc COM | COM | 87157B103 | $1.3K | 36,834 | 0.0% |
| Illumina Inc Note 0.250% 3/1 | CV | 452327AD1 | $1.4K | $615,000 | 0.0% |
| Farmer Bros Co COM(FARM) | COM | 307675108 | $1.4K | 44,900 | 0.0% |
| Live Nation Entertainment in Dbcv 2.500% 5/1 | CV | 538034AJ8 | $1.5K | $1,420,000 | 0.0% |
| Libbey Inc COM | COM | 529898108 | $1.5K | 69,400 | 0.0% |
| LAS Vegas Sands Corp COM(LVS) | COM | 517834107 | $1.5K | 33,942 | 0.0% |
| Macquarie Infrastructure COR Note 2.875% 7/1 | CV | 55608BAA3 | $1.5K | $1,350,000 | 0.0% |
| Dominion RES Inc VA New Unit 99/99/9999 | CVPFD | 25746U869 | $1.6K | 32,267 | 0.0% |
| Nextera Energy Inc Unit 09/01/2016 | CVPFD | 65339F861 | $1.6K | 28,950 | 0.0% |
| Rush Enterprises Inc CL A(RUSHA) | COM | 781846209 | $1.6K | 72,600 | 0.0% |
| Tower Intl Inc COM(TOWR) | COM | 891826109 | $1.7K | 60,400 | 0.0% |
| Orbotech LTD ORD | COM | M75253100 | $1.7K | 78,300 | 0.0% |
| Chase Corp COM(CCFEUR) | COM | 16150R104 | $1.7K | 42,900 | 0.0% |
| Manpowergroup Inc COM(MAN) | COM | 56418H100 | $1.8K | 21,800 | 0.0% |
| Aarons Inc COM PAR $0.50(AANUSD) | COM | 002535300 | $1.8K | 82,600 | 0.0% |
| SPX Flow Inc COM | COM | 78469X107 | $1.9K | 67,400 | 0.0% |
| BWX Technologies Inc COM(BWXT) | COM | 05605H100 | $1.9K | 59,300 | 0.0% |
| Yirendai LTD Sponsored ADR(YRD) | ADR | 98585L100 | $1.9K | 200,000 | 0.0% |
| Bemis Inc COM | COM | 081437105 | $1.9K | 42,300 | 0.0% |
| DDR Corp COM | COM | 23317H102 | $1.9K | 113,000 | 0.0% |
| Timken Co COM(TKR) | COM | 887389104 | $1.9K | 67,600 | 0.0% |
| J2 Global Inc Note 3.250% 6/1 | CV | 48123VAC6 | $2.0K | $1,500,000 | 0.0% |
| Quaker Chem Corp COM(KWR) | COM | 747316107 | $2.0K | 25,800 | 0.0% |
| Janus Cap Group Inc Note 0.750% 7/1 | CV | 47102XAH8 | $2.1K | $1,512,000 | 0.0% |
| Frontier Communications Corp COM | COM | 35906A108 | $2.2K | 463,500 | 0.0% |
| Fluidigm Corp del COM(LAB) | COM | 34385P108 | $2.2K | 204,558 | 0.0% |
| Anadarko Pete Corp COM(APC3EUR) | COM | 032511107 | $2.2K | 45,600 | 0.0% |
| Standex Intl Corp COM(SXI) | COM | 854231107 | $2.3K | 27,700 | 0.0% |
| Retail Pptys Amer Inc CL A | COM | 76131V202 | $2.3K | 156,900 | 0.0% |
| Leggett & Platt Inc COM(LEG) | COM | 524660107 | $2.4K | 56,100 | 0.0% |
| AZZ Inc COM(AZZ) | COM | 002474104 | $2.4K | 42,600 | 0.0% |
| FOX Factory Hldg Corp COM(FOXF) | COM | 35138V102 | $2.4K | 143,919 | 0.0% |
| Suntrust BKS Inc COM | COM | 867914103 | $2.5K | 58,466 | 0.0% |
| Marathon Pete Corp COM(MPC) | COM | 56585A102 | $2.5K | 48,368 | 0.0% |
| Ethan Allen Interiors Inc COM(ETD) | COM | 297602104 | $2.5K | 91,302 | 0.0% |