| Global Brass & Coppr Hldgs I COM | COM | 37953G103 | $2.4K | 95,100 | 0.0% |
| Nxstage Medical Inc COM | COM | 67072V103 | $2.4K | 159,217 | 0.0% |
| Foot Locker Inc COM(WOO) | COM | 344849104 | $2.5K | 38,100 | 0.0% |
| DDR Corp COM | COM | 23317H102 | $2.5K | 138,500 | 0.0% |
| Starwood Ppty TR Inc COM(STWD) | COM | 85571B105 | $2.5K | 130,400 | 0.0% |
| Penske Automotive GRP Inc COM(PAG) | COM | 70959W103 | $2.5K | 65,600 | 0.0% |
| Cardinal Finl Corp COM | COM | 14149F109 | $2.5K | 122,197 | 0.0% |
| Tesaro Inc Note 3.000%10/0 | CV | 881569AA5 | $2.5K | $1,700,000 | 0.0% |
| Fluidigm Corp del COM(LAB) | COM | 34385P108 | $2.5K | 310,274 | 0.0% |
| Pacific Premier Bancorp COM(LF2) | COM | 69478X105 | $2.5K | 117,200 | 0.0% |
| F M C Corp COM New(FMC) | COM | 302491303 | $2.5K | 62,121 | 0.0% |
| Tiffany & Co New COM(TIFEUR) | COM | 886547108 | $2.5K | 34,562 | 0.0% |
| Servisfirst Bancshares Inc COM(SFBS) | COM | 81768T108 | $2.6K | 58,491 | 0.0% |
| Globant S A COM(GLOB) | COM | L44385109 | $2.6K | 84,306 | 0.0% |
| Diplomat Pharmacy Inc COM(DPLOEUR) | COM | 25456K101 | $2.7K | 98,597 | 0.0% |
| AK STL Corp Note 5.000%11/1 | CV | 001546AP5 | $2.7K | $3,000,000 | 0.0% |
| Ophthotech Corp COM | COM | 683745103 | $2.8K | 65,055 | 0.0% |
| General Cable Corp del New Frnt 4.500%11/1 | CV | 369300AL2 | $2.8K | $5,000,000 | 0.0% |
| Bankunited Inc COM(BKU) | COM | 06652K103 | $2.8K | 80,000 | 0.0% |
| Janus Cap Group Inc Note 0.750% 7/1 | CV | 47102XAH8 | $2.8K | $1,947,000 | 0.0% |
| Firstenergy Corp COM(FE) | COM | 337932107 | $2.8K | 77,700 | 0.0% |
| Smucker J M Co COM New(SJM) | COM | 832696405 | $2.8K | 21,600 | 0.0% |
| Talmer Bancorp Inc COM | COM | 87482X101 | $2.8K | 156,350 | 0.0% |
| Murphy Oil Corp COM(MUR) | COM | 626717102 | $2.8K | 112,300 | 0.0% |
| Brookdale SR Living Inc Note 2.750% 6/1 | CV | 112463AA2 | $2.9K | $3,000,000 | 0.0% |
| Cheniere Energy Inc COM New(LNG) | COM | 16411R208 | $2.9K | 85,000 | 0.0% |
| Macquarie Infrastructure COR Note 2.875% 7/1 | CV | 55608BAA3 | $2.9K | $2,630,000 | 0.0% |
| Nextera Energy Inc Unit 09/01/2016 | CVPFD | 65339F861 | $3.1K | 50,270 | 0.0% |
| Ameris Bancorp COM(ABCB) | COM | 03076K108 | $3.1K | 103,600 | 0.0% |
| Thor Inds Inc COM(THO) | COM | 885160101 | $3.1K | 48,300 | 0.0% |
| Old REP Intl Corp Note 3.750% 3/1 | CV | 680223AH7 | $3.1K | $2,500,000 | 0.0% |
| Vocera Communications Inc COM | COM | 92857F107 | $3.1K | 243,931 | 0.0% |
| Axis Capital Holdings LTD SHS(AXS) | COM | G0692U109 | $3.1K | 56,200 | 0.0% |
| Marathon Pete Corp COM(MPC) | COM | 56585A102 | $3.2K | 84,892 | 0.0% |
| Carriage Svcs Inc Note 2.750% 3/1 | CV | 143905AM9 | $3.2K | $2,883,000 | 0.0% |
| Amtrust Finl Svcs Inc Note 2.750%12/1 | CV | 032359AG6 | $3.2K | $4,000,000 | 0.0% |
| ICF Intl Inc COM(ICFI) | COM | 44925C103 | $3.2K | 93,268 | 0.0% |
| Chase Corp COM(CCFEUR) | COM | 16150R104 | $3.2K | 61,700 | 0.0% |
| Aspen Insurance Holdings LTD SHS | COM | G05384105 | $3.3K | 68,400 | 0.0% |
| Weyerhaeuser Co Pref Conv SER A | CVPFD | 962166872 | $3.3K | 64,670 | 0.0% |
| Acceleron Pharma Inc COM(XLRN) | COM | 00434H108 | $3.3K | 125,464 | 0.0% |
| Ruckus Wireless Inc COM | COM | 781220108 | $3.3K | 337,489 | 0.0% |
| Alcoa Inc DEP SHS 1/10TH | CVPFD | 013817309 | $3.3K | 101,219 | 0.0% |
| Hannon Armstrong Sust Infr C COM(HASI) | COM | 41068X100 | $3.4K | 174,916 | 0.0% |
| Host Hotels & Resorts Inc COM(HST) | COM | 44107P104 | $3.4K | 202,500 | 0.0% |
| Incyte Corp COM(INCY) | COM | 45337C102 | $3.4K | 46,683 | 0.0% |
| Owens & Minor Inc New COM(ACH) | COM | 690732102 | $3.4K | 84,000 | 0.0% |
| Tegna Inc COM(TGNA) | COM | 87901J105 | $3.4K | 145,100 | 0.0% |
| Liberty Ppty TR SH BEN INT | COM | 531172104 | $3.4K | 102,600 | 0.0% |
| Voya Finl Inc COM(VOYA) | COM | 929089100 | $3.4K | 115,400 | 0.0% |