Spreadsheet: 22bdbe17-d2b4-43c2-8015-fbda23528f22
Sheet: Sheet1

Diversified Arbitrage Fund | Unnamed: 1 | Unnamed: 2 | Unnamed: 3 | Unnamed: 4
2014-03-31 00:00:00
[NAME]
NAV: $2,727,363,086
Asset Class | Security Description | Identifier | Exposure | Quantity
Equity | A M Castle Ord Shs | 2179652 | -1096681.95 | -74655
Equity | Aarons [NAME] | 2002918 | 2654285.76 | 87774
Equity | Aberdeen Global Income Closed Fund | 2350060 | 203242.2 | 18732
Equity | Acceleron [NAME] | BDGTXQ8 | 2825550 | 81900
Equity | Accelrys [NAME] | 2687520 | 493989.16 | 39646
Equity | Access Pharmaceuticals Ord Shs | B16FNY0 | 120774.5 | 219590
Equity | [NAME] | B1R2HW6 | -5487417.6 | -571606
Equity | [NAME] | BD1NQJ9 | -25092085.75 | -121895
Equity | Adams Express Closed Fund | 2007203 | 134174.26 | 10337
Equity | Adcare Health Systems Ord Shs | B0YBZH0 | 1574984.32 | 378602
Equity | Advent Claymore Conv Secs and Income Fund II | B1Z7KR9 | 1213115.4 | 160465
Equity | Advent Claymore Convertible Securities and Income Closed Fund | 2627485 | 424144.2399999999 | 22828
Equity | Advent/Claymore Enhanced Growth & Income Closed Fund | B05QZ18 | 666452.301 | 65409
Equity | Aegean Marine Petroleum Network Ord Shs | B0TBF08 | -450345.64 | -45674
Equity | Affymetrix Ord Shs | 2034988 | -2678484.32 | -375664
Equity | Ainsworth Lumber Ord Shs | B9TDZ29 | 6818496.147752478 | 1892304
Equity | Albany Molecular Research Ord Shs | 2385471 | -1523710.76 | -81964
Equity | Allegion Ord Shs | BFRT3W7 | 23935543.83 | 458799
Equity | Alliance California Municipal Income Closed Fund | 2842772 | 276036.72 | 21701
Equity | Alliance Data Systems Ord Shs | 2762030 | -43603170.45 | -160041
Equity | Alliance One International Ord Shs | 2269865 | -37145.32 | -12721
Equity | AllianceBernstein National Municipal Income Fund | 2842783 | 111428.19 | 8397
Equity | Allied Defense Group Inc Escrow |  | 11400.66 | 190011
Equity | Ally Financial 7% Perpetual Pref Shs 144A Series G | B7JWW10 | 2148220.3125 | 2175
Equity | Alpha Natural Resources Ord Shs | B066NX5 | -773818.75 | -182075
Equity | [NAME] Dividend Closed Fund | BHFHTC9 | 146266.12 | 14612
Equity | [NAME] Properties Closed Fund | B1W9D91 | 291870 | 41400
Equity | Alpine Total Dynamic Dividend Closed Fund | BHLSQX6 | 916716.57 | 109263
Equity | [NAME] | 0028262 | -8500480.650486 | -454453
Equity | American Equity Investment Life Holding Ord Shs | 2191300 | -39181564.6 | -1658830
Equity | American Medical Alert Corp Contingent Payment Rights |  | 2835.23 | 283523
Equity | American Realty Capital Properties REIT | B4KS9Q0 | -3812935.28 | -271964
Equity | Amkor Technology Ord Shs | 2242929 | -13495458.48 | -1967268
Equity | Annaly Capital Management REIT | 2113456 | -36486.22 | -3326
Equity | APA Group Units | 6247306 | -2225818.04634 | -373240
Equity | Applied Material Ord Shs | 2046552 | -21551145.48 | -1055394
Equity | APPY Warrants WTS $1.36  5/30/2018 | BBBVHJ6 | 9940.800000000001 | 24000
Equity | Aquasition Corp WTS $11.50 01/22/18 | [NAME] | 221000 | 850000
Equity | Aquasition Ord Shs | B9FJNL6 | 8687000 | 850000
Equity | Arabella Exploration WTS $5.00 12/24/16 | BK57340 | 378142.9999999999 | 328820
Equity | Ardmore Shipping Ord Shs | BCGCR57 | 48318.9 | 3633
Equity | Ares Capital Ord Shs | B032FN0 | -1437580.56 | -81588
Equity | Ares Dynamic Credit Allocation Fund Inc | B90RWT6 | 50301.12 | 2776
Equity | Ark Restaurants Ord Shs | 2048934 | 1346395.72 | 61172
Equity | Arlington Asset Investment REIT Class A | 2516817 | 573530.3200000001 | 21659
Equity | Ashford Hospitality Prime REIT | BG6N9J6 | 4382426.16 | 289843
Equity | Ashford Hospitality Trust REIT | 2310116 | 18763614.59 | 1664917
Equity | Associated Banc WTS $19.77 11/21/18 | B5581N3 | 46952.1 | 20065
Equity | Associated Bancorp Ord Shs | 2055718 | -177963.24 | -9854
Equity | Aurora Oil & Gas Ord Shs | 6079695 | 242435.05902 | 63756
Equity | Authentidate Holding Ord Shs | B7LLDN4 | 258808.77 | 261423
Equity | AV Homes REIT | B7M6703 | -5672408.939999999 | -313566
Equity | Avenue Income Credit Strategies Closed Fund | [NAME] | 118043.2 | 6707
Equity | Avis Budget Group Ord Shs | B1CL8J2 | -22177249.5 | -455385
Equity | AZ Electronic Materials Ord Shs | B63H009 | 10471305.8585136 | 1559372
Equity | Beam Ord Shs | B4NH4W5 | 32171876.1 | 386217
Equity | Berry Plastics Group Ord Shs | [NAME] | 596922.75 | 25785
Equity | BioMed Realty Trust REIT | B02GMQ5 | -8717040.209999999 | -425429
Equity | Blackrock Build America Bond Closed Fund | B680JB7 | 1643204.64 | 81186
Equity | BlackRock California Municipal Income Closed Fund | 2784205 | 21271.92 | 1453
Equity | BlackRock Core Bond Closed Fund | 2823380 | 2315255.04 | 172266
Equity | BlackRock Corporate High Yield Fund | 2692201 | 735980.06 | 60031
Equity | BlackRock Credit Allocation Income Trust | B1LBMH9 | 8334255.279999999 | 616439
Equity | BlackRock Eco Solutions Investment Closed Fund | B2820M3 | 45305.4 | 5628
Equity | BlackRock Energy and Resources Closed Fund | B059238 | 1215131.4 | 50316
Equity | BlackRock Enhanced Capital and Income Closed Fund | B00ZQG2 | 1943289.9 | 139005
Equity | BlackRock Enhanced Equity Dividend Trust | B0J2MX3 | 5847206.560000001 | 736424
Equity | BlackRock Global Opportunities Equity Trust | B09DC69 | 5706153.53 | 390031
Equity | BlackRock Income Opportunity Trust | 2100373 | 2389700.88 | 231336
Equity | BlackRock International Growth and Income Closed Fund | B1Z5L03 | 3313200.02 | 411067
Equity | BlackRock Long-Term Municipal Advantage Trust | B0ZKLK1 | 89469.1 | 8246
Equity | BlackRock Muni Intermediate Duration Closed Fund | 2931487 | 275962.8 | 19434
Equity | BlackRock MuniAssets Closed Fund | 2610377 | 364832.16 | 29613
Equity | BlackRock Municipal Bond Closed Fund | 2888873 | 27191.16 | 1836
Equity | BlackRock Municipal Income Investment Quality Closed Fund | 2046767 | 241219.44 | 17556
Equity | BlackRock Municipal Income Quality Closed Fund | 2047179 | 128440.45 | 9479
Equity | Blackrock Municipal Target Term Closed Fund | B848K05 | 1000726.92 | 52449
Equity | BlackRock MuniEnhanced Closed Fund | 2610474 | 62178.48 | 5694
Equity | BlackRock MuniHoldings CA Quality Closed Fund | 2531854 | 640835.04 | 46037
Equity | BlackRock MuniHoldings Investment Quality Closed Fund | 2609784 | 342035 | 25525
Equity | BlackRock MuniHoldings New Jersey Quality Closed Fund | 2610742 | 399631.68 | 28896
Equity | BlackRock MuniHoldings NY Quality Closed Fund | 2609988 | 57421.28 | 4298
Equity | BlackRock MuniHoldings Quality Closed Fund | 2610753 | 323230.08 | 25572
Equity | BlackRock MuniHoldings Quality Closed Fund II | 2610548 | 107105.18 | 8407
Equity | BlackRock MuniYield California Fund | 2610849 | 68046.3 | 4629
Equity | BlackRock MuniYield California Quality Closed Fund | 2609353 | 377044.79 | 26057
Equity | BlackRock MuniYield Investment Quality Closed Fund | 2548199 | 165086.2 | 12602
Equity | BlackRock MuniYield MI Quality Closed Fund | 2610032 | 500869.2 | 37830
Equity | BlackRock MuniYield Michigan Quality Closed Fund II | 2488240 | 404811.75 | 32515
Equity | BlackRock MuniYield New Jersey Closed Fund | 2609308 | 162264.75 | 11387
Equity | BlackRock MuniYield New York Quality Closed Fund | 2591687 | 45767.48 | 3526
Equity | BlackRock MuniYield NJ Quality Closed Fund | 2610043 | 131973.05 | 9515
Equity | BlackRock MuniYield Pennsylvania Quality Closed Fund | 2610270 | 338714.12 | 24298
Equity | BlackRock MuniYield Quality Closed Fund III | 2495659 | 316608 | 23280
Equity | BlackRock MuniYield Quality Fund II | 2610281 | 104037.5 | 8323
Equity | BlackRock New Jersey Municipal Income Trust | 2783990 | 2251.8 | 162
Equity | Blackrock Real Asset Equity Closed Fund | B1FNDD4 | 1555497.5 | 174775
Equity | BlackRock Resources & Commodities Strategy Trust | B58DNB7 | 2817684 | 245016
Equity | Bloomin' [NAME] | B847RJ0 | 965566.5 | 40065
Equity | [NAME] | B8L2DV2 | -1005036.67 | -51043
Equity | Boston Private Financial Holdings Ord Shs | 2081133 | -1207214.25 | -89225
Equity | Boston Private Finl Warrant | B3LGPF7 | 658322.76 | 97674
Equity | Boulevard Acquisition Units | BJT12M2 | 10150560 | 1008000
Equity | [NAME] | 5552993 | 567040.93839 | 17261
Equity | [NAME] REIT | 2075426 | 4860239.26 | 77417
Equity | Bright Horizons Family Solutions Ord Shs | B7MJWP2 | 678167.4 | 17340
Equity | Bristow Group Ord Shs | 2656229 | -67514.87999999999 | -894
Equity | Brookdale Senior Living Ord Shs | B0PZN33 | -1005970.2 | -30020
Equity | Brookfield Asset Management Ord Shs Class A | 2092555 | 7203938.350000001 | 176351
Equity | Bunge Ord Shs | 2788713 | -849961.9 | -10690
Equity | CACI International Ord Shs Class A | 2159267 | -7927891.199999999 | -107424
Equity | Cal Dive International Ord Shs | B1L5W93 | -1206556.3 | -709739
Equity | [NAME] and High Income Closed Fund | 2689009 | 808274.28 | 59961
Equity | Cambridge Capital Acquisition Ord Shs | BH458D8 | 14222208 | 1478400
Equity | Cambridge Capital Acquisition WTS $11.50 12/19/18 | BJ8S1L6 | 620928 | 1478400
Equity | [NAME] | 2930246 | 9542429.01 | 654039
Equity | Capitol Acquisition II Ord Shs | B95VTB4 | 14184000 | 1440000
Equity | Capitol Acquisition II WTS 11.50 05/15/16 | B95VYD1 | 352800 | 720000
Equity | [NAME] | 2730781 | -1522648.48 | -166228
Equity | CBRE Clarion Global Real Estate Income Fund | B41PR22 | 1270744.75 | 152185
Equity | CDW Ord Shs | BBM5MD6 | 1010231.04 | 36816
Equity | Cemex ADR Representing 10 Par Shs | 2488671 | -1822988.94 | -144338
Equity | Central Securities Closed Fund | 2184203 | 1330097.83 | 59459
Equity | [NAME] | 2567279 | -971362.08 | -319527
Equity | Chart Acquisition Ord Shs | B8RYK00 | 12572073.75 | 1268625
Equity | Chart Acquisition WTS $11.50 12/19/17 | B986693 | 875351.2499999999 | 1268625
Equity | Chatham Lodging Trust REIT | [NAME] | 4309852.56 | 213148
Equity | [NAME] | 2190084 | -4882986.050000001 | -54589
Equity | [NAME] | 2182779 | -829063.2 | -32360
Equity | China Century Dragon Media [NAME] | [NAME] | 15.0272 | 150272
Equity | China GengSheng Minerals Ord Shs | B1L5130 | 5595.1991 | 17371
Equity | China Medical Technologies ADS Representing 10 Ord Shs | B0G6Q70 | -403.33 | -40333
Equity | China Networks International Holdings Ord Shs | B61D9D5 | 8005.473 | 2287278
Equity | Choice Hotels International Ord Shs | 2106780 | 656880 | 14280
Equity | [NAME] | B1FLZ21 | -25149666.84 | -1105966
Equity | CIS Acquisition Ord Shs Class A | B9L8K38 | 8670000 | 850000
Equity | CIS Acquisition Wts $10.00 12/18/17 |  | 221000 | 850000
Equity | Cleveland Unlimited Inc Physical Shs |  | 772755.8346326 | 1.22
Equity | CLINICAL DATA RIGHTS |  | 33.5833 | 335833
Equity | CMS Energy Ord Shs | 2219224 | -6213186.720000001 | -212199
Equity | Coeur Mining Ord Shs | 2208136 | -22583.99 | -2431
Equity | Cohen & Steers Closed End Opportunity Closed Fund | B1HMMJ8 | 652445.9 | 50774
Equity | Cohen & Steers Limited Duration Preferred and Income Closed Fund | B7W1GS9 | 651310.8 | 27366
Equity | Cohen & Steers Quality Income Realty Fund Inc | 2851529 | 1450033.65 | 137705
Equity | Cohen & Steers REIT & Preferred Income Fund Inc | 2814384 | 1412479 | 83087
Equity | [NAME] and Steers Dividend Majors Closed Fund | B05Q1C1 | 287029.6 | 18590
Equity | [NAME] and Steers Select Preferred and Income Closed Fund | B3WYSK6 | 548115.4 | 21995
Equity | Collabrium Japan Acquisition [NAME] | B95HV49 | 6158250 | 595000
Equity | Collabrium Japan Acquisition WTS $11.50 12/10/17 | B95DTW1 | 85680 | 595000
Equity | COMCAST | 2044545 | -24480338.22 | -489411
Equity | [NAME] | 2212870 | -108106.6 | -2087
Equity | Comerica WTS $30.36 12/12/18 | B6YX9M1 | 51937.8 | 9708
Equity | Commscope Holding Ord Shs | BFRBX34 | 2265624 | 91800
Equity | Community Health Systems Contingent Value Rights rights Series A | BJ4X267 | 145333.1 | 2402200
Equity | Compuware [NAME] | 2220884 | 4712956.5 | 448853
Equity | Concur Technologies Ord Shs | 2325091 | -370918.08 | -3744
Equity | Constellium Ord Shs Class A | B9B3DX4 | 1072801.2 | 36552
Equity | [NAME] | 2284761 | -13433941.22 | -613142
Equity | Cormedix WTS $3.44 04/24/15 | B3W2907 | 49764 | 75400
Equity | Covanta Holding Ord Shs | 2255778 | -7351079.100000001 | -407262
Equity | [NAME] | [NAME] | 17434659.06 | 236691
Equity | [NAME] Ord Shs Class A | B59SWL4 | -972405 | -220500
Equity | Criteo ADR representing [NAME] | BFPMB24 | 2895270 | 71400
Equity | CST Brands Ord Shs | B9GD0X8 | 20706059.44 | 662806
Equity | Cushing Renaissance Closed Fund | B8MLMT9 | 12920 | 500
Equity | Cutwater Select Income Fund | B78JYS3 | 447320.28 | 23034
Equity | D R Horton Ord Shs | 2250687 | -11915532.15 | -550371
Equity | Delaware Inv Minnesota Muni Income Fund II Closed Fund | 2617301 | 167403.66 | 12549
Equity | DEMC Ltd. Class A |  | 58817.20000000001 | 5881.720000000001
Equity | DEMC Ltd. Class B |  | 0.10488 | 10488
Equity | Dexus Property Group Units | B033YN6 | 22.611231 | 23
Equity | Digital Realty Trust REIT | B03GQS4 | -8306383.04 | -156488
Equity | DOMINION RESOURCES | 2542049 | -19767875.4 | -278460
Equity | [NAME] | 2278407 | 6031106.25 | 73775
Equity | DTF Tax Free Income Closed Fund | 2279693 | 163266.81 | 11039
Equity | Duff & Phelps Utility and Corporate Bond Closed Fund | 2288020 | 267939.54 | 25938
Equity | DWS High Income Closed Fund | 2487742 | 36913.8 | 3927
Equity | DWS High Income Opportunities Closed Fund | B1HNTV2 | 715992.27 | 49007
Equity | [NAME] | 2621487 | 874077.28 | 97336
Equity | E TRADE Financial Ord Shs | 2299011 | -3852903.44 | -167372
Equity | Eaton Vance California Municipal Bond Closed Fund | 2979090 | 535582.62 | 49317
Equity | Eaton Vance Enhanced Equity Income Closed Fund | B038CF9 | 263046.82 | 20126
Equity | Eaton Vance Enhanced Equity Income II Closed Fund | B05Q1G5 | 334318.68 | 25308
Equity | Eaton Vance Limited Duration Income Closed Fund | 2689247 | 587384.25 | 38517
Equity | [NAME] | 2979119 | 412342.92 | 34709
Equity | [NAME] | 2118901 | 131139.88 | 11276
Equity | Eaton Vance National Municipal Opportunities Closed Fund | B4ZWTR8 | 730557.03 | 37677
Equity | Eaton Vance New York Municipal Bond Closed Fund | 2979120 | 417371.9 | 34810
Equity | [NAME] Diversified Equity Income Closed Fund | B23K5C7 | 2817316 | 249320
Equity | [NAME] Income Closed Fund | B06C1K6 | 341076.26 | 22454
Equity | Eaton Vance Tax Advantaged Bond And Option Strategies Closed Fund | B44WDS8 | 181247.22 | 13077
Equity | Eaton Vance Tax Advantaged Dividend Income Closed Fund | 2885454 | 1035374.24 | 52664
Equity | [NAME] Managed Diversified Equity Income Closed Fund | B1JGNK6 | 692515.35 | 62109
Equity | [NAME] Global Buy Write Opportunities Closed Fund | B0LLFD9 | 582699.7 | 48157
Equity | Edgewater Exploration Ord Shs | B2NDSF0 | 30712.5073559368 | 399100
Equity | Ellsworth Closed Fund | 2312242 | 279869.8 | 32543
Equity | [NAME] | 2295172 | 7538435.25 | 275025
Equity | [NAME] | 2313494 | 993504 | 31600
Equity | Encore Capital Group Ord Shs | 2443078 | -1091498.8 | -23884
Equity | Endo International Ord Shs | BJ3VJ27 | 6186.863428545561 | 90
Equity | [NAME] | B40DYZ9 | 7285860 | 306000
Equity | Energy [NAME] | BFV4XV7 | 134541.6685528043 | 14400
Equity | Energy XXI ([NAME]) Ord Shs | B1YBPT9 | -5485752.510000001 | -232743
Equity | Ensign Group Ord Shs | B1YWPP8 | 2828919.36 | 64824
Equity | [NAME] | 6037079 | 2155610.01178125 | 2065985
Equity | EPL Oil & Gas Ord Shs | B83L9Z3 | 12012165.6 | 311196
Equity | Equal Energy Ord Shs | B4PDQZ8 | 3166634.9 | 691405
Equity | [NAME] | 2204758 | -28089580.28 | -151967
Equity | Essex Property Trust REIT | 2316619 | -3917611.9 | -23038
Equity | European CleanTech SE Warrant | B59Q9F1 | 4276.827 | 621000
Equity | Everyware Global WTS $6.00 02/28/17 | B9ZKD75 | 264600 | 756000
Equity | exceet Group SE WTS $12.00 07/27/16 | B63BWW7 | 8826.3792 | 72000
Equity | Exelixis Ord Shs | 2576941 | -1270541.4 | -358910
Equity | Exterran Holdings Ord Shs | B241SX1 | -17885049.2 | -407590
Equity | Extra Space Storage REIT | B02HWR9 | 48.51 | 1
Equity | [NAME] | 2517832 | -963558.9700000001 | -36347
Equity | First Trust Enhanced Equity Income Closed Fund | B02MXB5 | 647430.22 | 48533
Equity | First Trust High Income Long Short Closed Fund | B4KHT67 | 1109507.94 | 62578
Equity | First Trust Strategic High Income II Closed Fund | B6XF821 | 183418.02 | 11514
Equity | First Trust/Aberdeen Emerging Opportunity Closed Fund | [NAME] | 29048.24 | 1612
Equity | First Trust/Aberdeen Global Opportunity Income Closed Fund | B04G843 | 515187.45 | 36931
Equity | [NAME] | 2828073 | 1018989.93 | 54579
Equity | Flatworld Acquisition Ord Shs | B64HCQ8 | 13167 | 219450
Equity | Ford Motor [NAME] | 2615468 | 8067384 | 517140
Equity | Forest Laboratories [NAME] | 2346508 | 32855224.79 | 356077
Equity | Fort Dearborn Income Securities Closed Fund | 2346702 | 299425.39 | 20779
Equity | Fortis Instalment Receipts Representing 4% Convertible Unsecured Subordinated Debenture | BJ0KDL4 | 3069.123172332624 | 100
Equity | [NAME] | 2347200 | -8560.952424064097 | -300
Equity | [NAME] | B4Y5TZ6 | 16373396.8 | 505040
Equity | Franklin Templeton Limited Duration Income Closed Fund | 2353995 | 282193.2 | 21624
Equity | [NAME] | BFLR7Y7 | 5365869.85 | 168685
Equity | GAIN Capital Holdings Ord Shs | B3YK244 | -730345.22 | -67562
Equity | Gaming and Leisure Properties REIT | BFPK4S5 | 21635655.68 | 593408
Equity | [NAME] | 2366959 | -7256040.12 | -397156
Equity | General American Investors Closed Fund | 2364500 | 42064.62 | 1194
Equity | General [NAME] | 2369851 | -4008477.2 | -156520
Equity | General Motors Ord Shs | B665KZ5 | -6868293.640000001 | -178442
Equity | General Motors WTS $42.31 12/31/15 | BCZP1X3 | 2429403.0679 | 861521
Equity | Genesee & Wyoming Ord Shs Class A | 2374060 | 2335.680000000008 | 24
Equity | Genie Energy Pref Shs Series 2012-A | B6X6SY6 | 1729902.5 | 218975
Equity | Gilead Sciences Ord Shs | 2369174 | -5583768 | -78800
Equity | Given Imaging Ord Shs | 2797140 | 609613.3200000001 | 20334
Equity | Global Defense and National Security Systems Ord Shs | BFNYFH5 | 8458296 | 835800
Equity | Global Eagle Acquisition WTS $11.50 05/13/16 | B3TR2J5 | 2039068.31 | 372773
Equity | Global Eagle Entertainment Ord Shs | [NAME] | -4904992.08 | -310836
Equity | GMX Resources Escrow |  | 114 | 1140000
Equity | [NAME] | 2200961 | -31956.4 | -2020
Equity | Goodyear Tire & Rubber Ord Shs | 2378200 | -9239620.26 | -353602
Equity | GREEN FIELD ENERGY WARRANT |  | 20.25 | 2025
Equity | Group 1 Automotive Ord Shs | 2121352 | -3877682.62 | -59057
Equity | Groupe FNAC Ord Shs | B7VQL46 | 7031748.596872 | 136172
Equity | GSME Acquisition Partners WTS $11.50 11/18/14 | B65DX28 | 2968.212 | 56004
Equity | GT Advanced Technologies Ord Shs | B6TB704 | -6912666.75 | -405435
Equity | Guggenheim Build America Bonds Managed Duration Closed Fund | B57PZZ2 | 209893.6 | 10130
Equity | Gulf United Energy Ord Shs | B0HCRH4 | 3331.6566 | 1959798
Equity | Hawaiian Holdings Ord Shs | 2408044 | -504779.64 | -36159
Equity | Health Care REIT | 2440961 | -2348240 | -39400
Equity | [NAME] | 2026059 | -1320894.1 | -77065
Equity | Hemisphere Media Group WTS $12.50 04/06/18 | B8DLMN2 | 951560.96 | 743407
Equity | Hennessy Capital Acquisition Units | BJ3VZ30 | 7605360 | 756000
Equity | [NAME] | B0539H3 | -4734281.82 | -82666
Equity | Heritage Financial Ord Shs | 2619880 | -1300115.88 | -76839
Equity | HF2 Financial Management Class A Ord Shs | B9N6SJ2 | 13434649.2 | 1309420
Equity | Hi [NAME] Pharmacal [NAME] | 2400437 | 13050866.01 | 301197
Equity | Highclere Holdings Limited |  | 0.05758000000000001 | 5758
Equity | HNR Warrants WTS $10.00 10/11/2015 |  | 17701.20508 | 51454
Equity | Host Hotels & Resorts REIT | 2567503 | -12788097.52 | -631823
Equity | Hudson City Bancorp Ord Shs | 2437952 | 37670673.45 | 3832215
Equity | [NAME] [NAME] | 2445966 | 296089.0600000001 | 29698
Equity | Hyde Park Acquisition Ord Shs | [NAME] | 12527792 | 1195400
Equity | IBERIABANK Ord Shs | 2452450 | -15713.6 | -224
Equity | [NAME] | 2613990 | -2037979.94 | -13709
Equity | Infinity Cross Border Acquisition Ord Shs | B8KQDJ3 | 2296800 | 287100
Equity | Infinity Cross Border Acquisition WTS $7.00 7/25/16 | B8FBN59 | 220349.25 | 287100
Equity | ING Global Advantage and Premium Opportunity Closed Fund | B0MSBQ4 | 137276.88 | 11478
Equity | ING Global Equity Dividend and Premium Opportunity Closed Fund | B06WPW6 | 1197398.4 | 130152
Equity | ING Infrastructure Industrials And Materials Closed Fund | B3M3M56 | 355186.3199999999 | 20204
Equity | ING Risk Managed Natural Resources Closed Fund | B1GBRD5 | 625152 | 59200
Equity | [NAME] | B633030 | 6432345 | 112375
Equity | InspireMD Physical Shs | B8G1RD4 | 1012.6 | 332
Equity | Integrated Drilling Equipment Holdings Ord Shs | B9W6HV8 | 349501.4 | 74362
Equity | Integrated Drilling Equipment WTS $11.50 12/15/17 | B9W6HZ2 | 61200 | 680000
Equity | INTEL | 2463247 | 3365959.53 | 130413
Equity | InterMune Ord Shs | 2565897 | 3545577.51 | 105933
Equity | Invesco Advantage Municipal Inc Tr II | 2616591 | 515101.3 | 46870
Equity | Invesco California Value Muni Inc Tr | 2956394 | 381187.2 | 32304
Equity | Invesco Dynamic Credit Opportunities Fund | B1Z7FL8 | 423150.94 | 32701
Equity | Invesco High Income Trust II | 2945648 | 23293.2 | 1410
Equity | Invesco Municipal Income Opportunities Closed Fund Class Common | 2020932 | 323004 | 48940
Equity | Invesco Municipal Opportunity Trust | 2611659 | 1045881.6 | 85728
Equity | Invesco Municipal Trust | 2612384 | 825498.3 | 68223
Equity | Invesco Pennsylvania Value Municipal Income Trust | 2611886 | 121773.19 | 9149
Equity | Invesco Quality Municipal Income Closed Fund | 2439000 | 660108.14 | 55894
Equity | Invesco Trust For Inv Grade Munis | 2612328 | 777062.4 | 60708
Equity | Invesco Value Municipal Income Closed Fund | 2610957 | 448171.2 | 31123
Equity | [NAME] | 2026792 | 1151303.04 | 63328
Equity | iStar Financial REIT | 2259190 | -5507590.68 | -373143
Equity | Italy1 Investment SA WTS 9.30 1/27/16 | B3W5VK0 | 357348.9225573 | 590301
Equity | [NAME] | B7L96D9 | 221875 | 1775
Equity | [NAME] | B8Q9G97 | 56000 | 448
Equity | Jaguar Mining - Offering Shares |  | 82910.85504 | 130832
Equity | JAKKS Pacific Ord Shs | 2478854 | -3792211.14 | -525237
Equity | JetBlue Airways Ord Shs | 2852760 | -10701978.32 | -1231528
Equity | [NAME] Hedged Equity & Income Fund | B4JTRH1 | 710398.2100000001 | 40571
Equity | [NAME] | 2407535 | 126643 | 8734
Equity | [NAME] Premium Dividend Fund | 2670166 | 1430353.4 | 110452
Equity | [NAME] Tax Advantaged Dividend Income Closed Fund | 2417802 | 1389101.28 | 69734
Equity | Jones Group Ord Shs | 2477152 | 13469392.23 | 899759
Equity | Jos A Bank Clothiers Ord Shs | 2478973 | 12769015.5 | 198585
Equity | KCAP Financial Ord Shs | B8J9661 | -2362387.38 | -272793
Equity | [NAME] REIT | 2495529 | -11927590.96 | -203612
Equity | [NAME] | BJTD9L6 | 14362013.82 | 454926
Equity | Kratos Defense and Security Solutions Ord Shs | 2512149 | 506929.28 | 67232
Equity | L-3 Communications Holdings Ord Shs | 2247366 | -9093769.200000001 | -76968
Equity | Lands' End Ord Shs | BKWQKM7 | 5813867.310000001 | 193731
Equity | [NAME] | 2508018 | -970891.25 | -53375
Equity | Lazard Global Total Return & Income Closed Fund | B00ZQ73 | 72147.04 | 4144
Equity | Leidos Holdings Ord Shs | BDV82B8 | 8319094.739999999 | 235202
Equity | [NAME] | 2511920 | -38317215.16 | -967118
Equity | [NAME] | 2513012 | -65912 | -2354
Equity | Level 3 Communications Ord Shs | B5LL299 | -1688538.74 | -43141
Equity | Levy Acquisition Corp WTS $11.50 01/06/18 | BHWRDN1 | 453600 | 945000
Equity | [NAME] | BG6N8C2 | 18238500 | 1890000
Equity | Lexington Realty Trust REIT | 2139151 | -10471407.09 | -959799
Equity | Liberty All Star Equity Closed Fund | 2515212 | 29364.72 | 4994
Equity | Liberty Global Ord Shs Class A | B8W6766 | -3901996.8 | -93798
Equity | Liberty Global Ord Shs Class C | B8W67B1 | -9420782.52 | -231412
Equity | Liberty Media Ord Shs Series A | B7KYMP9 | -5277831.56 | -40372
Equity | Lincoln National Ord Shs | 2516378 | -172227.33 | -3399
Equity | Lion One Metals Ord Shs | B609Z03 | 214477.2079127246 | 740315
Equity | LMP Corporate Loan Closed Fund | 2609654 | 55907.17000000001 | 4609
Equity | LMP Real Estate Income Closed Fund | 2971308 | 259934.4 | 24068
Equity | Loblaw Companies Ord Shs | 2521800 | -4666731.519623375 | -109907
Equity | Louisiana Pacific Ord Shs | 2535243 | -3591791.7 | -212910
Equity | [NAME] | 2498993 | 9665737.290000001 | 873147
Equity | M I Homes Ord Shs | 2549385 | -2251842.38 | -100439
Equity | M&T Bank [NAME] | 2340168 | -39073762.5 | -322125
Equity | Macquarie Global Infrastructure Total Return Fund | B0J3203 | 203627.5 | 8665
Equity | Madison Covered Call and Equity Strategy Closed Fund | B963H37 | 618099.7999999999 | 74740
Equity | MakeMyTrip [NAME] | B552PC2 | 239522.6 | 8845
Equity | [NAME] | [NAME] | 20286063.79 | 319919
Equity | [NAME] | 2238940 | 750414 | 71400
Equity | Martin Marietta Materials Ord Shs | 2572079 | -349753.75 | -2725
Equity | [NAME] | 2155306 | -12592951.92 | -289893
Equity | MB Financial Ord Shs | 2817651 | -144892.8 | -4680
Equity | [NAME] | 2547044 | -2357818.64 | -168536
Equity | Meadowbrook Insurance Group Ord Shs | 2574945 | -948552.66 | -162702
Equity | Mercantile Bank Ord Shs | 2620257 | -1129707.94 | -54787
Equity | Mercer International Ord Shs | 2053024 | 183600 | 24480
Equity | MergeWorthRx [NAME] | BH3PVR4 | 5348354 | 661925
Equity | [NAME] | 2601326 | -926971.92 | -22134
Equity | Meritor [NAME] | 2608349 | -402902.5 | -32890
Equity | MFS Investment Grade Municipal Trust | 2211491 | 97435.97009999999 | 10899
Equity | MFS Municipal Income Trust | 2548434 | 85169.5 | 13103
Equity | MGIC Investment Ord Shs | 2548616 | -12813739.2 | -1503960
Equity | MGM Resorts International Ord Shs | 2547419 | -13079806.98 | -505793
Equity | Microchip Technology Ord Shs | 2592174 | -18877044.48 | -395248
Equity | Micron Technology Ord Shs | 2588184 | -43250550.98 | -1828003
Equity | Mines Management Ord Shs | 2270306 | 17893.2 | 16120
Equity | Mission Newenergy Ord Shs | B1FR7Q7 | 201.32 | 20132
Equity | [NAME] | 2212706 | -1879427.28 | -50038
Equity | MoneyGram International Ord Shs | [NAME] | 456075.9999999999 | 25840
Equity | Montgomery Street Income Securities Closed Fund | 2600668 | 271357.85 | 16865
Equity | Morgan Stanley Emerging Markets Closed Fund | 2602266 | 158432.25 | 10389
Equity | Morgan Stanley Income Securities Closed Fund | 2463496 | 801104.42 | 45673
Equity | Morgans Hotel Group Ord Shs | B0YRYS2 | 584435.6399999999 | 72691
Equity | MTR Gaming Group Ord Shs | 2972679 | 680012.28 | 132556
Equity | Murphy USA Ord Shs | BCZWJ63 | 12829565.43 | 316077
Equity | Navistar International Ord Shs | 2624464 | -79594.5 | -2350
Equity | [NAME] | BCBJ6C3 | 228420 | 32400
Equity | NeoStem WTS $1.45 7/22/16 |  | 18171.54 | 243000
Equity | Net Element International WTS $7.50 10/07/15 | B553HW9 | 79917 | 319668
Equity | [NAME] High Yield Strategies Fund Inc | 2928360 | 76939.37999999999 | 5649
Equity | NeuroBioPharm Inc |  | 0.2941469376669232 | 3249
Equity | [NAME] | 2623911 | 886385.5000000001 | 55055
Equity | New America High Income Closed Fund | 2628831 | 83129.94 | 8474
Equity | New Media Investment Group Ord Shs | BH2R795 | 1408200.1 | 93755
Equity | New Residential Investment REIT | B8319F3 | 6157641.34 | 951722
Equity | Newcastle Investment REIT | 2971814 | 5317288.600000001 | 1131338
Equity | News Ord Shs Class A | BBGVT40 | 4104369.78 | 238349
Equity | NextEra Energy Ord Shs | 2328915 | -32144384.16 | -336168
Equity | [NAME] | 2415992 | 8002606.04 | 508748
Equity | Nordion Ord Shs | 2591739 | 5474856.96 | 475248
Equity | North Valley Bancorp Ord Shs | 2549181 | 493126.92 | 20394
Equity | NorthStar Realty Finance REIT | B03DSG7 | -447642.9 | -27735
Equity | NRG Yield Ord Shs Class A | BC9S161 | -4847603.43 | -122631
Equity | [NAME] | B7M32S7 | 1459083.86 | 756002
Equity | Nuance Communications Ord Shs | 2402121 | -121203.03 | -7059
Equity | [NAME] Municipal Income Ord Shs Shares | 2109046 | 1331202.5 | 102875
Equity | Nuveen Arizona Premium Income Municipal Closed Fund | 2609319 | 246426.04 | 19222
Equity | Nuveen Build America Bond Closed Fund | B3NFMG2 | 949882.68 | 48414
Equity | Nuveen Build America Bond Opportunity Closed Fund | B4591J5 | 336056.5 | 16393
Equity | Nuveen California AMT-Free Municipal Income Fund | 2108786 | 938474.6000000001 | 70562
Equity | Nuveen California Dividend Advantage Muni 2 Closed Fund | 2873460 | 224898.24 | 16464
Equity | Nuveen California Dividend Advantage Muni 3 Closed Fund | 2801610 | 445054.5000000001 | 36450
Equity | Nuveen California Dividend Advantage Muni Fund | 2427146 | 208126.665 | 14985
Equity | Nuveen California Investment Quality Muni Fund Inc | 2652506 | 41463.7 | 2983
Equity | Nuveen California Muni Market Opportunity Fund Inc | 2652034 | 655.04 | 46
Equity | Nuveen California Performance Plus Muni Fund Inc | 2577096 | 9148.24 | 661
Equity | Nuveen Connecticut Premium Income Municipal Fund | 2652539 | 422073.6 | 34710
Equity | Nuveen Credit Strategies Income Closed Fund | 2842266 | 512959.89 | 53939
Equity | Nuveen Diversified Dividend & Income Closed Fund | 2852652 | 443441.7 | 37901
Equity | [NAME] Advantage Municipal 2 Closed Fund | 2157131 | 758443.5 | 56181
Equity | [NAME] Municipal 3 Closed Fund | 2801621 | 1233928.3 | 94193
Equity | Nuveen Dividend Advantage Municipal Fund | 2532233 | 906369.1000000001 | 67690
Equity | Nuveen Dividend Advantage Municipal Income Fund | 2865768 | 921236.3 | 69110
Equity | Nuveen Equity Premium Advantage Closed Fund | B09JBX7 | 289014.75 | 22775
Equity | Nuveen Equity Premium Income Closed Fund | B038CH1 | 170475.68 | 13487
Equity | [NAME] Dividend Advantage Municipal 2 Closed Fund | 2004635 | 226172.4 | 18388
Equity | Nuveen Global Equity Income Fund | B19GR93 | 818920.3 | 62513
Equity | Nuveen Intermediate Duration Municipal Term Fund | B88DF23 | 958414.6000000001 | 80135
Equity | Nuveen Investment Quality Municipal Fund Inc | 2652120 | 317996.52 | 22521
Equity | Nuveen Maryland Premium Income Municipal Fund | 2612306 | 759160.08 | 61272
Equity | Nuveen Municipal Advantage Fund Inc | 2652023 | 1184269.24 | 91238
Equity | Nuveen Municipal Market Opportunity Fund Inc | 2428837 | 1014968.68 | 79543
Equity | Nuveen Municipal Opportunity Fund Inc | 2428785 | 1375545.92 | 99967
Equity | Nuveen New Jersey Investment Quality Muni Fund Inc | 2652056 | 428581.19 | 32297
Equity | Nuveen New Jersey Premium Income Muni Fund Inc | 2609911 | 226636.56 | 16567
Equity | [NAME] AMT-Free Municipal Fund | 2110059 | 1017628.53 | 79689
Equity | Nuveen New York Dividend Advantage Municipal Closed Fund | 2427157 | 186253.2 | 14004
Equity | Nuveen New York Municipal Value Fund Inc | 2651729 | 40356 | 4275
Equity | Nuveen New York Performance Plus Muni Fund Inc | 2652625 | 171248.5467 | 12267
Equity | Nuveen North Carolina Premium Income Muni Fund | 2651699 | 501437.28 | 39608
Equity | Nuveen Ohio Quality Income Municipal Closed Fund | 2518006 | 111620.67 | 7329
Equity | Nuveen Pennsylvania Investment Quality Muni Fund | 2652131 | 682042.78 | 51166
Equity | [NAME] | 2428826 | 720504.7100000001 | 49793
Equity | Nuveen Preferred and Income Term Closed Fund | B8CQ681 | 294598.8 | 12921
Equity | Nuveen Preferred Income Opportunities Closed Fund | 2518266 | 1311320.66 | 141154
Equity | Nuveen Premier Municipal Income Fund Inc | 2610117 | 325359.54 | 24761
Equity | Nuveen Premium Income Municipal Fund 2 Inc | 2526612 | 1673816.95 | 125005
Equity | Nuveen Premium Income Municipal Fund 4 Inc | 2610151 | 367013.34 | 29574
Equity | Nuveen Premium Income Municipal Fund Inc | 2428815 | 1036397.94 | 79054
Equity | Nuveen Quality Income Municipal Fund Inc | 2633471 | 1518847.65 | 114285
Equity | Nuveen Quality Municipal Fund Inc | 2651763 | 889320.96 | 69696
Equity | Nuveen Quality Preferred Income 2 Closed Fund | 2987316 | 3349108.56 | 385842
Equity | Nuveen Quality Preferred Income 3 Closed Fund | 2176017 | 572641.9199999999 | 68416
Equity | Nuveen Quality Preferred Income Closed Fund | 2963004 | 1324458.45 | 164529
Equity | Nuveen Select Quality Municipal Fund Inc | 2532299 | 780193.48 | 58927
Equity | Nuveen Select Tax-Free Income Portfolio | 2611712 | 29696.44 | 2203
Equity | Nuveen Select Tax-Free Income Portfolio 2 | 2612340 | 14930.56 | 1138
Equity | Nuveen Tax-Advantaged Dividend Growth Closed Fund | B1Z7422 | 178841.7 | 11689
Equity | Nuveen Texas Quality Income Municipal Fund | 2518039 | 91294.86 | 6703
Equity | Nuveen Virginia Premium Income Municipal Fund | 2612317 | 329791.44 | 25927
Equity | NVIDIA Ord Shs | 2379504 | 22208.40000000002 | 1240
Equity | Old National Bancorp Ord Shs | 2658441 | -2906301.93 | -194923
Equity | [NAME] | 2659778 | -655355.61 | -10983
Equity | Omnicom Group Ord Shs | 2279303 | 26046992.4 | 358774
Equity | ON Semiconductor Ord Shs | 2583576 | 739469.8 | 78667
Equity | ONE Gas Ord Shs | BJ0KXV4 | 15525245.21 | 432097
Equity | [NAME] | 2130109 | 11981594.25 | 202221
Equity | Orckit Communications Ord Shs | 2121073 | 802.7046 | 15174
Equity | Outerwall Ord Shs | BC1QQP7 | -2305645 | -31802
Equity | Pacer International Ord Shs | 2711991 | 6570251.52 | 733287
Equity | PacWest Bancorp Ord Shs | 2619772 | -7976978.68 | -185468
Equity | Patriot National Bancorp UNITS $1.55 |  | 1332220 | 2000000
Equity | PDC Energy Ord Shs | B89M5F2 | -6250966.26 | -100401
Equity | PDL [NAME] | 2706704 | -2053259.73 | -247083
Equity | Penn National Gaming Ord Shs | 2682105 | 6113997.12 | 496266
Equity | PennyMac Financial Services Ord Shs Class A | B8CHGF1 | 56576 | 3400
Equity | Penson Worldwide Inc. Escrow |  | -2.17523 | -217523
Equity | Petroleum & Resources Closed Fund | 2684509 | 2126917.68 | 76179
Equity | [NAME] | B05JV20 | -15597463.28 | -603617
Equity | Photronics Ord Shs | 2687315 | -3654456.72 | -428424
Equity | Pingtan Marine Enterprise [NAME] | [NAME] | 2894864.26 | 829474
Equity | Pingtan Marine Enterprise WTS $12.00 02/26/18 | B8B0BQ7 | 86900 | 395000
Equity | Pluristem Therapeutics WTS $5.00 9/19/17 | [NAME] | 22312.5 | 63750
Equity | [NAME] | B3BJC77 | -120443.1704302512 | -155079
Equity | Post Holdings Ord Shs | B6T0518 | -5957369.6 | -108080
Equity | PPL Ord Shs | 2680905 | -2847123.68 | -85912
Equity | Premier Alliance Group Ord Shs | B1PRVL0 | 60557.0433 | 91767
Equity | Prudential Global Short Duration Hi Yield Fd, Inc | B84Y1H7 | 146112.12 | 8316
Equity | [NAME] | 4380429 | -26349771.475752 | -291706
Equity | Putnam High Income Securities Closed Fund | 2709402 | 325442.34 | 38882
Equity | Putnam Managed Municipal Income Closed Fund | 2709651 | 327899.52 | 47112
Equity | Putnam Municipal Opportunities Trust | 2609148 | 800004.57 | 70361
Equity | [NAME] | 2441696 | -879999.42 | -721311
Equity | [NAME] | BFPC0Q1 | 8863344 | 907200
Equity | Quartet Merger Rights Exp 01 Nov 2015 | BFPC0R2 | 371952 | 907200
Equity | Quinpario Acquisition Wts $12.00 09/27/18 | BF7QW54 | 1217834.1 | 1933070
Equity | Quinpario [NAME] | BF7QW32 | 19891290.3 | 1933070
Equity | Radian Group Ord Shs | 2173911 | -30471972.3 | -2027410
Equity | [NAME] | 2721967 | -3540448 | -329344
Equity | Regeneron Pharmaceuticals Ord Shs | 2730190 | -42193243.63999999 | -140513
Equity | Regenerx Biopharma WTS $0.56 5/21/15 | B4MJ2J5 | 24000 | 240000
Equity | [NAME] | 2730327 | -2936321 | -214330
Equity | Resource Capital REIT | B0WR859 | -242746.17 | -43581
Equity | RF Micro Devices Ord Shs | 2016663 | 5388793.16 | 683857
Equity | RG [NAME] | 2081809 | 3736163.2 | 197890
Equity | Rite Aid Ord Shs | 2740809 | -712209.3 | -113590
Equity | Riverbed Technology [NAME] | B1FH886 | 7518537.18 | 381458
Equity | RMG Networks WTS $11.50 04/08/18 | BCDB553 | 441847 | 631210
Equity | [NAME] $5.75 09/17/18 | BGD02B3 | 388080 | 882000
Equity | ROI Acquisition Ord Shs | BGD0291 | 8546580 | 882000
Equity | Rotech Healthcare Inc Post-Distribution Shares |  | 179601.37356 | 16828
Equity | Royce Value Closed Fund | 2756107 | 251664.27 | 15999
Equity | RXI Pharmaceuticals Ord Shs | BCGCRB3 | 13497.47 | 3161
Equity | Ryland Group Ord Shs | 2761101 | -5662153.86 | -141802
Equity | Ryman Hospitality Properties REIT | B8QV5C9 | -33862290.2 | -796385
Equity | SAExploration Holdings Ord Shs | BBQC3N0 | 427728.0000000001 | 45600
Equity | [NAME] | 2767165 | 1994760 | 54000
Equity | SALESFORCE.COM | 2310525 | 31114.05 | 545
Equity | Sanchez Energy Ord Shs | B73D510 | -26489397.78 | -894006
Equity | Santonia Energy Ord Shs | B986QK4 | 1945388.004164592 | 1377422
Equity | Scania B Ord Shs | B1RDYG2 | 12599291.27579012 | 428621
Equity | School Specialty Ord Shs |  | 962430 | 9166
Equity | Science Applications International Ord Shs | BDTZZG7 | 5025253.39 | 134401
Equity | SciQuest Ord Shs | B3T6ZG0 | 1381439.04 | 51136
Equity | Selway Capital WTS $7.50 11/07/16 | BF8HXP3 | 45627.12 | 414792
Equity | [NAME] | B16CJ10 | -2210201.35 | -902123
Equity | Shoppers Drug Mart Ord Shs | 2821191 | 21991211.15386356 | 399316
Equity | Signature Bank Ord Shs | B00JQL9 | -13498538.79 | -107481
Equity | Signature Bank WTS $30.21 12/12/18 |  | 10515649.2 | 107610
Equity | Silver Eagle Acquisition Ord Shs | BDW0D65 | 19140837.5 | 1971250
Equity | Silver Eagle Acquisition Wts $11.50 07/26/18 | BDW0DK9 | 1419300 | 1971250
Equity | SinoHub Ord Shs | [NAME] | 1900.38 | 190038
Equity | Sirius XM Holdings Ord Shs | [NAME] | -16091699.8 | -5026464
Equity | SL Green Realty REIT | 2096847 | -14182992.72 | -140956
Equity | Solazyme [NAME] | B3ZCYL0 | 1776330 | 153000
Equity | Southern Arc Minerals Physical Shs | B0CLZL6 | 13497.67778733421 | 248481
Equity | SouthPeak Interactive [NAME] | B197ZW5 | 10350 | 1500000
Equity | SPDR S&P Regional Banking ETF | B17N7T6 | -127533.16 | -3082
Equity | Spectrum Pharmaceuticals Ord Shs | 2982924 | -1997780.96 | -254819
Equity | STANDARD PACIFIC | 2853042 | -8233373.49 | -990779
Equity | Starwood Property Trust REIT | B3PQ520 | 8156572.76 | 345764
Equity | [NAME] REIT | BJ0X090 | 1528201.99 | 53081
Equity | Steel Dynamics Ord Shs | 2849472 | -2009380.5 | -112950
Equity | Sterling Financial Ord Shs | 2845674 | 3896976.93 | 116921
Equity | [NAME] Services Ord Shs | 2848736 | -16705860.72 | -475544
Equity | Stillwater Mining Ord Shs | 2810531 | -4863307.8 | -328380
Equity | Stock Building Supply Holdings Ord Shs | BCRYT78 | 211632.8 | 10415
Equity | Stone Harbor Emerging Markets Total Income Closed Fund | [NAME] | 6922.92 | 372
Equity | [NAME] | BBC3995 | -9905186.52 | -525753
Equity | SunPower Ord Shs | B59DK93 | -4016015.14 | -124489
Equity | [NAME] | 2861034 | 105536 | 3200
Equity | SWS Group [NAME] | 2857453 | 360880.08 | 48246
Equity | Syntroleum Corp WTS $23.60 07/05/16 |  | 2187.3456 | 253165
Equity | Tableau Software Ord Shs Class A | [NAME] | 7760160 | 102000
Equity | Taylor Capital Group Ord Shs | 2958561 | 179543.52 | 7506
Equity | Teche Holdings Ord Shs | 2879855 | 17696 | 224
Equity | Tecnoglass Inc WTS $8.00 03/16/16 | BHCVTQ8 | 1057375.65 | 371009
Equity | Telephone and Data Systems Ord Shs | B6YR5K3 | 2954417.41 | 112721
Equity | Telestone Technologies Ord Shs | B02NKN9 | 23163.6 | 115818
Equity | Templeton Global Income Fund | 2883306 | 129122.4 | 16060
Equity | [NAME] | 2884224 | -30605762.5 | -690875
Equity | Tesla Motors Ord Shs | B616C79 | -14511246.75 | -69615
Equity | TEXAS CAPITAL BANCSHARES | 2977209 | -122282.02 | -1883
Equity | Texas Industries Ord Shs | 2885302 | 338046.64 | 3772
Equity | TherapeuticsMD [NAME] | B6WXT12 | 804525 | 127500
Equity | [NAME] | B032G04 | 10132850 | 327500
Equity | Thompson Creek Metals Ord Shs | B3CNQF4 | -2444850.38 | -1121491
Equity | TICC Capital Ord Shs | 2182478 | -668952 | -68400
Equity | Time Warner Cable Ord Shs | B63BPC8 | 26818417.88 | 197091
Equity | Titan International Ord Shs | 2890265 | -14582250.09 | -767891
Equity | Titan [NAME] | B29H3T5 | -308307.25 | -19675
Equity | Tokyo Electron Ord Shs | 6895675 | 19829037.39947679 | 323566
Equity | Tourmaline Oil Ord Shs | B3QJ0H8 | -1964546.394459282 | -41522
Equity | Tower Financial Ord Shs | 2983853 | 2041895.05 | 82235
Equity | Tower Group International Ord Shs | B8DT1Q2 | 4092846.3 | 1515869
Equity | Transamerica Income Shares Closed Fund | 2900540 | 390885.0035 | 18793
Equity | Transcept Pharmaceuticals Ord Shs | B13JP05 | 378341.04 | 122838
Equity | Tri Continental Closed Fund | 2903806 | 146563.92 | 7299
Equity | [NAME] | 2904133 | -378292.77 | -14589
Equity | TriQuint Semiconductor [NAME] | 2904393 | -5464445.61 | -408099
Equity | TRW Automotive Holdings Ord Shs | 2340801 | -17081351.98 | -209279
Equity | Twenty First Century [NAME] Class A | BBM4S68 | 10105844.88 | 316104
Equity | TXCC Warrants WTS $0.58  4/3/2019 |  | 12.8 | 640000
Equity | Umpqua Holdings Ord Shs | 2484389 | -3648742.72 | -195748
Equity | United Bancorp [NAME] | 2180289 | 1717080 | 139600
Equity | United Online Ord Shs | BF4B2M9 | 1392852.84 | 120489
Equity | United States Cellular Ord Shs | 2918996 | -3027112.14 | -73814
Equity | Universal Insurance Holdings Ord Shs | 2912374 | 172720 | 13600
Equity | [NAME] | 2923804 | -8841853.89 | -158201
Equity | UNS Energy Ord Shs | B76S028 | 7359738.03 | 122601
Equity | US Steel Corp Ord Shs | 2824770 | -857042.01 | -31041
Equity | UTi [NAME] | 2676368 | -1493475.93 | -141027
Equity | Vale ADR Representing One Ord Shs | 2857334 | -2703488.4 | -195480
Equity | Vale ADR representing one Pref Shs Class A | 2933900 | 2434410.75 | 195535
Equity | Valley National Bancorp WTS $17.77 11/14/18 | B4R6ZR0 | 22279.05 | 49509
Equity | Valley National Ord Shs | 2935326 | -46792.95 | -4495
Equity | Vantage Drilling Ord Shs | [NAME] | -2325076.74 | -1359694
Equity | VantageSouth Bancshares Ord Shs | BCDZM43 | 85843.33 | 12211
Equity | Vector Group Ord Shs | 2515803 | -15063783.6 | -699340
Equity | [NAME] | 2142922 | -37882125.72 | -702692
Equity | Verizon Communications 5.90% Notes Exp Feb 15 2054 | BJLFL36 | 878592 | 35200
Equity | Verizon Communications Ord Shs | 2090571 | 47.57 | 1
Equity | Vishay Intertechnology [NAME] | 2930149 | -3441297.6 | -231270
Equity | [NAME] A | B23SN61 | -5020661.58 | -46479
Equity | Volkswagen Non-Voting Pref Shs | 5497168 | -17409481.3233 | -67195
Equity | [NAME] | BKWQ2N2 | 8785428.21 | 242223
Equity | Washington Banking [NAME] | 2537993 | 1507459.52 | 84784
Equity | Web.com Group Ord Shs | B0FNCD0 | -7648004.29 | -224743
Equity | WebMD Health Ord Shs | B0LMJC9 | -10702148.4 | -258506
Equity | Wells Fargo Advantage Global Dividend Opportunity Closed Fund | B1VRQ53 | 982278.31 | 124813
Equity | Wells Fargo Advantage Income Opportunities Closed Fund | 2430069 | 72320.84999999999 | 7653
Equity | Wells Fargo Advantage Multi-Sector Income Closed Fund | 2831361 | 1397713 | 96394
Equity | Western Asset Global Corporate Defined Opportunity Closed Fund | B4K34Y8 | 1680992.47 | 92413
Equity | Western Asset Global High Income Closed Fund | 2030997 | 153823.8 | 12506
Equity | Western Asset High Income Opportunity Closed Fund | 2795984 | 204241.95 | 33759
Equity | Western Asset Income Fund | 2666024 | 334364.19 | 25197
Equity | Western Asset Intermediate Muni Closed Fund | 2559276 | 24647.28 | 2589
Equity | Western Asset Investment Grade Defined Opportunity Closed Fund | B61G9H8 | 369232.02 | 18306
Equity | Western Asset Managed High Income Fund | 2561118 | 158302.71 | 27627
Equity | Western Asset Municipal High Income Closed Fund | 2609966 | 270130.35 | 38535
Equity | Western Asset Municipal Partners Fund | 2610612 | 153073.44 | 10608
Equity | Western Asset Worldwide Income Closed Fund | 2772794 | 515726.91 | 41827
Equity | Western [NAME] | B0WHXR6 | -86922876.8 | -2251888
Equity | [NAME] Class A | B9C60K8 | 2131492 | 77200
Equity | Wintrust Financial Ord Shs | 2425258 | -19970939.88 | -410418
Equity | Wintrust WTS $22.82 12/19/18 | B3RYYH0 | 10976644.8 | 415782
Equity | XPO Logistics Ord Shs | B6Z1355 | 1955441.49 | 66489
Equity | [NAME] | B01LTW6 | 12923775.84 | 976116
Equity | Yadkin Financial Ord Shs | BB3KVY4 | -87716.77 | -4097
Equity | [NAME] | 2986539 | 13326762.1 | 371219
Equity | ZAIS Financial Ord Shs | B95CMS5 | -1115820.16 | -66976
Equity | [NAME] | 2988900 | 987997.5 | 47250
Equity | [NAME] | B6TF632 | -123838.5297 | -164657
Equity | Ziggo NV Ord Shs | B7QNZW8 | 18258825.07485 | 411039
Equity | Zweig Closed Fund | B8BRKF0 | 477695.12 | 31448
Fixed Income | ADSX   4.750 05/15/14 CVT |  | 60558750 | 10500
Fixed Income | CVCO   3.250 05/15/24 '13 CVT |  | 1795.633 | 70
Fixed Income | NGX    3.500 10/01/16 CVT |  | 1317625 | 1270
Fixed Income | NGX    3.500 10/01/16 CVT |  | 8377812.5 | 8075
Fixed Income | [NAME]  7.000 12/15/17 CVT |  | 1485203.125 | 925
Fixed Income | ACCURAY INC ARAY   3.500 02/01/18 CVT |  | 5694562.5 | 3025
Fixed Income | ACCURAY INC ARAY   3.750 08/01/16 CVT |  | 840437.5 | 700
Fixed Income | ADT Corp - ADT 4 1/8 04/15/19 |  | 297992.4 | 300
Fixed Income | AEGEAN MARINE PETROLEUM NETWORK INC ANW    4.000 11/01/18 CVT |  | 1006875 | 1000
Fixed Income | AES Corp - AES 5 1/2 03/15/24 |  | 796000 | 800
Fixed Income | AFFYMETRIX INC AFFX   4.000 07/01/19 CVT |  | 3598125 | 2525
Fixed Income | AIRCASTLE LTD - AYR 5 1/8 03/15/21 |  | 1681281.25 | 1675
Fixed Income | ALBANY MOLECULAR RESEARCH INC AMRIX  2.250 11/15/18 CVT |  | 2072093.75 | 1525
Fixed Income | ALPHA NATURAL RESOURCES INC ANR    3.750 12/15/17 CVT |  | 2025000 | 2400
Fixed Income | ALPHA NATURAL RESOURCES INC ANR    4.875 12/15/20 CVT |  | 659500 | 800
Fixed Income | AMERICAN AIRLINES - AMR 7 1/2 03/15/16 |  | 9516486.25 | 9134
Fixed Income | AMERICAN EQUITY INVESTMENT LIFE HOLDING CO AEL    5.250 12/06/29 '14 CVT |  | 13905500 | 5600
Fixed Income | AMERICAN EQUITY INVESTMENT LIFE HOLDING CO AEL    5.250 12/06/29 '14 CVT |  | 25514109.375 | 10275
Fixed Income | AMERICAN REALTY CAPITAL PROPERTIES INC ARCP   3.000 08/01/18 CVT |  | 11395500 | 10700
Fixed Income | AMKOR TECHNOLOGY INC AMKR   6.000 04/15/14 CVT |  | 13525093.75 | 5950
Fixed Income | ANNALY CAPITAL MANAGEMENT INC NLY    5.000 05/15/15 CVT |  | 3228750 | 3150
Fixed Income | Arcelormittal - MTNA 3 3/4 02/25/15 |  | 998156.25 | 975
Fixed Income | Arcelormittal - MTNA 3 3/4 08/05/15 |  | 2661906.25 | 2575
Fixed Income | Arcelormittal - MTNA 9 02/15/15 |  | 829250 | 775
Fixed Income | ARCELORMITTAL SA ISPA   5.000 05/15/14 CVT |  | 6909375 | 6875
Fixed Income | ARES CAPITAL CORP ARCC   5.125 06/01/16 CVT |  | 3263218.75 | 3025
Fixed Income | ARES CAPITAL CORP ARCC   5.750 02/01/16 CVT |  | 4834312.5 | 4425
Fixed Income | ARTSONIG PTY LTD - ARTSNG 11 1/2 04/01/19 PIK |  | 806000 | 800
Fixed Income | ATLANTIC OFFSHORE - ATLNOF Float 06/27/15 |  | 2144575.09353287 | 24
Fixed Income | ATP OIL & GAS - ATPG 11 7/8 05/01/15 |  | 52828.125 | 4025
Fixed Income | AV HOMES INC AVHI   7.500 02/15/16 CVT |  | 6844000 | 5900
Fixed Income | AV HOMES INC AVHI   7.500 02/15/16 CVT |  | 3398800 | 2930
Fixed Income | AV HOMES INC AVHI   7.500 02/15/16 CVT PUT |  | 209000 | 200
Fixed Income | AV HOMES INC AVHI   7.500 02/15/16 CVT PUT |  | 6732935 | 6443
Fixed Income | AVIS BUDGET GROUP INC CARXX  3.500 10/01/14 CVT |  | 22412750 | 7400
Fixed Income | Awilco Drilling - AWDRNO 7 04/09/19 |  | 2250000 | 2250
Fixed Income | BAKER & TAYLOR - BTACMG 15 4/1/17 |  | 2497275 | 3027
Fixed Income | Beam Inc - BEAM 3 1/4 05/15/22 |  | 2585263.15 | 2650
Fixed Income | Beam Inc - BEAM 3 1/4 06/15/23 |  | 1301984.55 | 1350
Fixed Income | [NAME]    3.750 01/15/30 '15 CVT |  | 10837312.5 | 8975
Fixed Income | BLACK ELK ENERGY - BLELK 13 3/4 12/01/15 |  | 5568000 | 5800
Fixed Income | BLUCORA INC - BCOR 4 1/4 04/01/19 |  | 1896937.5 | 1675
Fixed Income | Bombardier Inc - BBDBCN 4 3/4 04/15/19 |  | 100000 | 100
Fixed Income | Bombardier Inc - BBDBCN 6 10/15/22 |  | 100875 | 100
Fixed Income | BPA LABORATORIES - BPALAB 12 1/4 04/01/17 |  | 6139375 | 5875
Fixed Income | BROOKSTONE CO - BRSTNE 13 10/15/14 |  | 283800 | 516
Fixed Income | BUNGE LTD 4 7/8% PFD | B1HMD51 | 941175 | 8900
Fixed Income | BUNGE LTD 4 7/8% PFD | B1HMD51 | 1131525 | 10700
Fixed Income | CACI INTERNATIONAL INC CACIX  2.125 05/01/14 CVT |  | 13451156.25 | 9950
Fixed Income | CAL DIVE INTERNATIONAL INC DVR    5.000 07/15/17 CVT |  | 2191109.375 | 2275
Fixed Income | Calumet - CLMT 6 1/2  04/15/21 |  | 1262500 | 1250
Fixed Income | CARRIAGE SERVICES INC CSV    2.750 03/15/21 CVT |  | 6420280.5 | 6100
Fixed Income | CBIZ INC CBZX   4.875 10/01/15 CVT |  | 1869000 | 1400
Fixed Income | CEMEX SAB DE CV CMXCP  3.750 03/15/18 CVT |  | 2328828.125 | 1625
Fixed Income | CENVEO CORP CVO    7.000 05/15/17 CVT |  | 1843875 | 1800
Fixed Income | CEREPLAST INC CERPQ  7.000 06/01/16 CVT PUT |  | 100.8518 | 3514
Fixed Income | CFG LTD/CFG LLC - CARFIN 11 1/2 11/15/19 |  | 6924960 | 6412
Fixed Income | CHEMED CORP CHE    1.875 05/15/14 CVT |  | 5169250 | 4600
Fixed Income | Chesapeake Energy 5.75% Conv Pref 144 A | [NAME] | 1656609.375 | 1475
Fixed Income | China Linen CONV 7.5% 12/31/14 |  | 0.185 | 1850
Fixed Income | CHINA MEDICAL TECHNOLOGIES INC CMELT  4.000 08/15/13 CVT DFTd |  | 1525 | 250
Fixed Income | CHINA MEDICAL TECHNOLOGIES INC CMELT  6.250 12/15/16 CVT |  | 16012.5 | 2625
Fixed Income | China Wood CONV PFD 8% 09/30/13 |  | 1833 | 188000
Fixed Income | CIENA CORP CIEN   3.750 10/15/18 CVT |  | 20644312.5 | 14700
Fixed Income | CIENA CORP CIEN   4.000 03/15/15 CVT |  | 3675750 | 2900
Fixed Income | CIENA CORP CIEN   4.000 12/15/20 CVT |  | 18708500 | 13175
Fixed Income | Clear Channel - CCMO 4.9 05/15/15 |  | 4094875 | 4100
Fixed Income | CMS ENERGY CORP CMS    5.500 06/15/29 '14 CVT |  | 6226171.875 | 2875
Fixed Income | CommonWealth REIT 6 1/2% Cumulative Conv Pref Series D | B1FVCC0 | 1283722 | 50600
Fixed Income | CONCUR TECHNOLOGIES INC CNQR   2.500 04/15/15 CVT |  | 383250 | 200
Fixed Income | CONTL AIRLINES - UAL 6.86 04/22/14 |  | 96072.49999999997 | 96.07249999999996
Fixed Income | CONVERGYS CORP CVG    5.750 09/15/29 CVT |  | 15914093.75 | 7825
Fixed Income | Copano Energy - CPNO 7 1/8 04/01/21 |  | 424088.318 | 373
Fixed Income | COVANTA HOLDING CORP CVA    3.250 06/01/14 CVT |  | 9547875 | 8200
Fixed Income | COWEN GROUP INC COWN   3.000 03/15/19 CVT |  | 4936750 | 4550
Fixed Income | CREDITO REAL SA - CREAL 7 1/2 03/13/19 |  | 832000 | 800
Fixed Income | Cricket Communications - LEAP 7 3/4 10/15/20 |  | 11361643.75 | 9925
Fixed Income | D.R. HORTON INC DHI    2.000 05/15/14 CVT |  | 11899856.25 | 7131
Fixed Income | Dex Media West L + 5% Bank Loan |  | 1213082.4131136 | 1491299.19
Fixed Income | DEXO L+6% Bank Loan |  | 2325343.520368 | 3651.1486
Fixed Income | DFC GLOBAL CORP DLLR   3.250 04/15/17 CVT |  | 4308937.5 | 5025
Fixed Income | DFC GLOBAL CORP DLLR   3.250 04/15/17 CVT |  | 686000 | 800
Fixed Income | Digicel Group Limited - DLLTD 7 1/8 04/01/22 |  | 2534375 | 2500
Fixed Income | DIGITAL REALTY TRUST LP DLR    5.500 04/15/29 '14 CVT |  | 8364453.125 | 6125
Fixed Income | Dominion Resources Corporate Units Series A | BBDY0R2 | 13434875 | 233650
Fixed Income | Dominion Resources Corporate Units Series B | BBDY0S3 | 14000559.5 | 242350
Fixed Income | E*TRADE FINANCIAL CORP ETFC         08/31/19 CVT |  | 3960468.75 | 1775
Fixed Income | Edgen [NAME] 8 3/4 11/01/20 |  | 5208581.25 | 4495
Fixed Income | Education Mgmt - EDMC 15 07/01/18 |  | 10036792.5 | 9250500
Fixed Income | EMERALD OIL - EOX 2 04/01/19 |  | 3216250 | 3100
Fixed Income | Emigrant Bancorp - EMIBNC 6 1/4 06/15/14 |  | 3506617.95 | 3450
Fixed Income | EMPIRE TODAY - EMPTOD 11 3/8 02/1/17 |  | 3335312.5 | 3250
Fixed Income | ENCORE CAPITAL GROUP INC ECPG   3.000 07/01/20 CVT |  | 1512062.5 | 1300
Fixed Income | Energy Future - TXU 10 12/01/20 |  | 13340250 | 12600
Fixed Income | ENERGY PARTNERS - EPL 8 1/4 02/15/18 |  | 6688125 | 6150
Fixed Income | ENERGY XXI 5.625 SERIES - EXXI 5.625 12/31/49 |  | 2589348.4375 | 9535
Fixed Income | EOAL CYPRUS HOLD - EQUINO 0 02/26/15 | B96SDM3 | 1443803.888774 | 1626820
Fixed Income | EOAL CYPRUS HOLD - EQUINO 15 07/15/14 | B731H85 | 225.5 | 41
Fixed Income | EOAL CYPRUS HOLD - EQUINO 20 06/22/13 |  | 4865.7 | 350000
Fixed Income | EOAL CYPRUS HOLD - EQUINO 20 06/22/13 | [NAME] | 3130.10379 | 230175
Fixed Income | EOAL CYPRUS HOLD - EQUINO 20 06/22/13 | B96JWC9 | 4769.4210912 | 375912
Fixed Income | EQUINIX INC EQIX   4.750 06/15/16 CVT |  | 29541328.125 | 13075
Fixed Income | EXELIXIS INC EXEL   4.250 08/15/19 CVT |  | 1899187.5 | 2100
Fixed Income | EXELIXIS INC EXEL   4.250 08/15/19 CVT |  | 384359.375 | 425
Fixed Income | [NAME] 8 5/8 02/01/18 |  | 9505125 | 12425
Fixed Income | Exide Technologies 9% Bank Loan |  | 3585448.458125 | 3504.409
Fixed Income | EXIDE TECHNOLOGIES XIDE         09/18/13 FRN DFTd |  | 156000 | 650
Fixed Income | EXTERRAN HOLDINGS INC EXH    4.250 06/15/14 CVT |  | 17907000 | 9400
Fixed Income | Exterran Partners - EXLP 6 10/01/22 |  | 1664531.25 | 1675
Fixed Income | FINISAR CORP FNSR   5.000 10/15/29 CVT PUT |  | 1002000 | 400
Fixed Income | First Banks Inc - FBNK 5 12/31/49 Pfd Series C |  | 788923.6619599999 | 2458
Fixed Income | FORD MOTOR CO F      4.250 11/15/16 CVT |  | -8760390.625 | -4825
Fixed Income | Forest Oil Corp - FST 7 1/4 06/15/19 |  | 1943156.25 | 2205
Fixed Income | FriendFinder Networks PIK - FFN 11 1/2 04/30/14 |  | 629648.275 | 3071.455
Fixed Income | GAIN CAPITAL HLDG GACAL  4.125 12/01/18 CVT |  | 1329218.75 | 1175
Fixed Income | GBL INVST GR FI - GLINGP 11 09/24/17 | B87CPW1 | 2156000 | 11
Fixed Income | GENCORP INC GY     4.063 12/31/39 CVT PUT |  | 7313109.375 | 3575
Fixed Income | GENERAL CABLE CORP BGC    4.500 11/15/29 CVT |  | 6442962.5 | 6395
Fixed Income | GILEAD SCIENCES INC GILD   1.000 05/01/14 CVT |  | 5564625 | 1775
Fixed Income | GLOBAL RIG CO - GRICNO 13 06/15/15 | B4K78Z9 | 2835426.55 | 27.8666
Fixed Income | GOLDEN CL MARIT - GOLDCL 11 12/15 | B3V7066 | 2250855.45 | 21.3858
Fixed Income | GOODRICH PETROLEUM CORP GDP    5.000 10/01/29 '14 CVT |  | 1033750 | 1000
Fixed Income | GOODYEAR TIRE - GT 5 7/8 |  | 9439752 | 128800
Fixed Income | GREEN FLD ENRGY - GFIELD 13 11/15/16 |  | 192375 | 2025
Fixed Income | GREEN FLD ENRGY - GFIELD 13 11/15/16 |  | 4560 | 48
Fixed Income | Griffon Corp - GFF 5 1/4 03/01/22 |  | 297750 | 300
Fixed Income | GROUP 1 AUTOMOTIVE INC GPI    3.000 03/15/20 CVT |  | 4353375 | 2350
Fixed Income | GT ADVANCED TECHNOLOGIES INC GTAT   3.000 10/01/17 CVT |  | 7659968.75 | 3325
Fixed Income | HARKAND - HARKAND 7 1/2 3/28/19 |  | 1675000 | 1675
Fixed Income | HAWAIIAN HOLDINGS INC HA     5.000 03/15/16 CVT |  | 553312.5 | 300
Fixed Income | HCA Inc - HCA 3 3/4 03/15/19 |  | 805000 | 800
Fixed Income | HCA Inc - HCA 5 03/15/24 |  | 4193265.625 | 4175
Fixed Income | HEALTH CARE REIT INC HCN    3.000 12/01/29 '14 CVT |  | 2848500 | 2400
Fixed Income | HEALTHWAYS INC HWAY   1.500 07/01/18 CVT |  | 2158750 | 2000
Fixed Income | HERBALIFE LTD - HLF 2 08/15/19 |  | 5627845.125000001 | 6525
Fixed Income | HERBALIFE LTD - HLF 2 08/15/19 |  | 3838147.25 | 4450
Fixed Income | [NAME] HERO 6 3/4 04/01/22 |  | 97125 | 100
Fixed Income | HOST HOTELS & RESORTS LP HST    2.500 10/15/29 '15 CVT |  | 14012343.75 | 8950
Fixed Income | IDQ HOLDINGS INC - CASHAR 11 1/2 04/01/17 |  | 4725062.5 | 4325
Fixed Income | ILLUMINA INC ILMN   0.250 03/15/16 CVT |  | 2228740.5 | 1225
Fixed Income | ING CAP FNDG III - INTNED VAR 12/31/49 |  | 3884687.5 | 3875
Fixed Income | INTEL CORP INTC   3.250 08/01/39 CVT |  | -5285018.875 | -3775
Fixed Income | INTRACT/FRNDFIND - FFNT 14 12/20/18 |  | 895282.5 | 852.65
Fixed Income | IRONGATE ENERGY - IRONGT 11 07/01/18 |  | 4400000 | 4400
Fixed Income | ISTAR FINANCIAL INC STARZ  3.000 11/15/16 CVT |  | 3960250 | 2800
Fixed Income | iStar Financial Perp Conv Pref Series J |  | 3265312.5 | 50625
Fixed Income | JAGUAR MINING INC JAGX   5.500 03/31/16 CVT |  | 37500 | 500
Fixed Income | JAKKS PACIFIC INC JAKK   4.250 08/01/18 CVT |  | 5973515.625 | 5775
Fixed Income | JAKKS PACIFIC INC JAKK   4.500 11/01/14 CVT |  | 1594562.5 | 1550
Fixed Income | [NAME]  10.000 06/01/18 CVT |  | 45143.75 | 310
Fixed Income | JASPER EXPLORER - JASPSP 13 1/2 05/27/16 | [NAME] | 5610000 | 60
Fixed Income | JETBLUE AIRWAYS CORP JBLU   6.750 10/15/39 '14 CVT |  | 7297500 | 4000
Fixed Income | [NAME] L+7.5% Bank Loan |  | 1918387.81275 | 1876.1739
Fixed Income | Jones Group - JNY 6 7/8 03/15/19 |  | 3363750 | 3250
Fixed Income | KB HOME - KBH 4 3/4 05/15/19 |  | 808000 | 800
Fixed Income | KCAP FINANCIAL INC KCAP   8.750 03/15/16 CVT |  | 4650000 | 4000
Fixed Income | [NAME] 5 7/8 04/01/24 |  | 100250 | 100
Fixed Income | KILROY REALTY LP KRC    4.250 11/15/14 CVT |  | 12073412.5 | 7390
Fixed Income | Kindred Healthcare - KND 6 3/8 04/15/22 |  | 3375125 | 3350
Fixed Income | KISTEFOS AS - KISTEF Float 7/3/15 |  | 12835716.19454837 | 145
Fixed Income | [NAME] 3 08/01/35 |  | 9988468.75 | 7475
Fixed Income | LANDRYS INC - LNY 9 3/8 05/01/20 |  | 8137575 | 7356
Fixed Income | LAYNE CHRISTENSEN CO LAYN   4.250 11/15/18 CVT |  | 1776500 | 1700
Fixed Income | [NAME] 9 1/2 03/15/22 |  | 154875 | 150
Fixed Income | Lehman Bros Hldg - LEH 5 5/8 01/24/13 |  | 8118062.5 | 33650
Fixed Income | LENNAR CORP LEN    2.750 12/15/20 '15 CVT |  | 16790250 | 9175
Fixed Income | LENNAR CORP LEN    3.250 11/15/21 '16 CVT |  | 27326390.625 | 15325
Fixed Income | LEUCADIA NATIONAL CORP LUK    3.750 04/15/14 CVT |  | 65843.75 | 50
Fixed Income | LEVEL 3 COMMUNICATIONS INC LVLT   7.000 03/15/15 CVT |  | 1974400 | 1280
Fixed Income | LEXINGTON REALTY TRUST LXP    6.000 01/15/30 '17 CVT |  | 12207406.25 | 7550
Fixed Income | LUFTHANSA MALTA BLUES LP LUFMA  0.750 04/05/17 CVT | B7VY8X8 | 5302218.655999999 | 2800
Fixed Income | M/I HOMES INC MHO    3.000 03/01/18 CVT |  | 1930500 | 1800
Fixed Income | M/I HOMES INC MHO    3.250 09/15/17 CVT |  | 2795937.5 | 2300
Fixed Income | MANNKIND CORP MNKD   5.750 08/15/15 CVT |  | 1472625 | 1540
Fixed Income | [NAME] 1/4 02/15/2021 |  | 316125 | 300
Fixed Income | MASTEC INC MTZ    4.000 06/15/14 CVT |  | 5853046.875 | 2125
Fixed Income | MASTEC INC MTZ    4.250 12/15/14 CVT |  | 6757500 | 2400
Fixed Income | MBIA Ins Co - MBI 0 01/15/33 |  | 3198875 | 3925
Fixed Income | MEADOWBROOK INSURANCE GROUP INC MIG    5.000 03/15/20 CVT |  | 2452687.5 | 2575
Fixed Income | MERITAGE HOMES CORP MTH    1.875 09/15/32 '17 CVT |  | 2631234.375 | 2475
Fixed Income | MERITOR INC MTOR   4.625 03/01/26 '16 CVT |  | 2092500 | 2000
Fixed Income | Metro Exploration - METEXP 8 02/14/16 |  | 4551282.4375 | 4585675
Fixed Income | MF GLOBAL HOLDINGS LTD MFBLH  3.375 08/01/18 CVT DFTd |  | 836680 | 1609
Fixed Income | MGIC INVESTMENT CORP MTG    2.000 04/01/20 CVT |  | 9318375 | 6600
Fixed Income | MGIC INVESTMENT CORP MTG    5.000 05/01/17 CVT |  | 11180671.875 | 9675
Fixed Income | MGIC INVESTMENT CORP MTG    5.000 05/01/17 CVT |  | 12538531.25 | 10850
Fixed Income | MGM RESORTS INTERNATIONAL MGM    4.250 04/15/15 CVT |  | 15747750 | 10800
Fixed Income | MICROCHIP TECHNOLOGY INC MCHP   2.125 12/15/37 CVT |  | 19809000 | 10650
Fixed Income | MICRON TECHNOLOGY INC MU     1.875 06/01/14 CVT |  | 12767240 | 7600
Fixed Income | MICRON TECHNOLOGY INC MU     2.125 02/15/33 '20 CVT |  | 3082578.125 | 1375
Fixed Income | MICRON TECHNOLOGY INC MU     2.375 05/01/32 '19 CVT |  | 3462421.875 | 1375
Fixed Income | MICRON TECHNOLOGY INC MU     2.375 05/01/32 '19 CVT |  | 12212906.25 | 4850
Fixed Income | MICRON TECHNOLOGY INC MU     3.125 05/01/32 '21 CVT |  | 17924452.5 | 7204
Fixed Income | MICRON TECHNOLOGY INC MU     3.125 05/01/32 '21 CVT |  | 10014703.125 | 4025
Fixed Income | MODUSLINK GLOBAL SOLUTIONS INC MLNK   5.250 03/01/19 CVT |  | 5213812.5 | 5175
Fixed Income | MOLINA HEALTHCARE INC MOH    3.750 10/01/14 CVT |  | 2322656.25 | 1875
Fixed Income | National Health Investors - NHI 3 1/4 04/01/21 |  | 2173640.625 | 2175
Fixed Income | National Money B - DLLR 10 3/8 12/15/16 |  | 12719687.5 | 12625
Fixed Income | NAVIOS MARITIME - NNA 8 1/8 11/15/21 |  | 314250 | 300
Fixed Income | NAVISTAR INTERNATIONAL CORP NAV    3.000 10/15/14 CVT |  | 891953.125 | 875
Fixed Income | NextEra Energy Units | BF2H3D7 | 14623214 | 270700
Fixed Income | NextEra Energy Units Exp 01 Jun 2015 | B87FC63 | 21376152.25 | 338150
Fixed Income | Nextera Energy Units Exp 1 Sep 2015 | B84R6N7 | 5960325.75 | 97050
Fixed Income | NIELSEN FINANCE - NLSN 5 04/15/22 |  | 3375125 | 3350
Fixed Income | Niska Gas Storage - NKA 6 1/2 04/01/19 |  | 10332437.5 | 10450
Fixed Income | Norshore Atlantic - NORHLD 12 12/21/18 |  | 7969125 | 7900
Fixed Income | Northland Resour - NAUCN 13 03/06/17 | B79VV76 | 63915.39 | 913077
Fixed Income | NORTHSTAR REALTY FINANCE LP NRF    5.375 06/15/33 '23 CVT |  | 496312.5 | 300
Fixed Income | NORTHSTAR REALTY FINANCE LP NRF    7.500 03/15/31 '16 CVT |  | 4741657 | 1700
Fixed Income | NRG YIELD INC - NYLD 3 1/2 02/01/19 |  | 11977656.25 | 11650
Fixed Income | NUANCE COMMUNICATIONS INC (NEW) NUAN   2.750 11/01/31 '17 CVT |  | 604125 | 600
Fixed Income | OCEAN RIG UDW - OCRGNO 7 1/4 04/01/19 |  | 10037531.25 | 10025
Fixed Income | Oil States Intl - OIS 5 1/8 01/15/23 |  | 29081250 | 25850
Fixed Income | OMNICARE INC OCR    3.500 02/15/44 '19 CVT |  | 1005640 | 992
Fixed Income | ON SEMICONDUCTOR CORP ONNN   2.625 12/15/26 '16 CVT |  | -1715000 | -1400
Fixed Income | OUTERWALL INC OUTR   4.000 09/01/14 CVT |  | 3762930 | 2150
Fixed Income | Overseas Shipholding L+2.00% Bank Loan | LN255535 | 4374984.375 | 3975
Fixed Income | PANORO ENERGY- PENNO 12 11/15/18 | B607JX8 | 1950400 | 18.4
Fixed Income | PDC ENERGY INC PDCE   3.250 05/15/16 CVT |  | 7768406.25 | 4950
Fixed Income | PDL BIOPHARMA INC PDLI   2.875 02/15/15 '14 CVT |  | 2164750 | 1400
Fixed Income | PEGASUS SOLUTION - PEGS 13 04/15/14 |  | 4033991.200000001 | 4291.48
Fixed Income | PENSON WORLDWIDE INC PNSNW  8.000 06/01/14 CVT |  | 1080340.625 | 8515
Fixed Income | PHH CORP PHH    6.000 06/15/17 CVT |  | 17580468.75 | 8125
Fixed Income | PHOTRONICS INC PLAB   5.500 10/01/14 CVT |  | 3866500 | 2200
Fixed Income | Plains Explorati - PXP 6 7/8 02/15/23 |  | 8688562.5 | 7775
Fixed Income | POLARCUS LTD PLCS   2.875 04/27/16 CVT | B44VF56 | 392800 | 4
Fixed Income | POST HOLDINGS INC - POST 6.75 12/1/21 |  | 159187.5 | 150
Fixed Income | Post Holdings Perpetual Preferred Convertible Pref Shs Series C 144A |  | 6957980.625 | 62897
Fixed Income | POWERWAVE TECHNOLOGIES INC PWAVQ  2.750 07/15/41 '15 DFTd |  | 97500 | 3900
Fixed Income | POWERWAVE TECHNOLOGIES INC PWAVQ  3.875 10/01/27 '14 DFTd |  | 20930.4 | 4104
Fixed Income | PPL CORPORATION - PPL 8.75 05/01/14 | B3WL6M5 | 3110600.5 | 56825
Fixed Income | QUANTUM CORP DSS    4.500 11/15/17 CVT |  | 1690218.75 | 1650
Fixed Income | RADIAN GROUP INC RDN    2.250 03/01/19 CVT |  | 11728406.25 | 7650
Fixed Income | RADIAN GROUP INC RDN    2.250 03/01/19 CVT |  | 6362468.75 | 4150
Fixed Income | RADIAN GROUP INC RDN    3.000 11/15/17 CVT |  | 23948750 | 16100
Fixed Income | RAMBUS INC RMBS   1.125 08/15/18 CVT |  | 6289500 | 5600
Fixed Income | REGENERON PHARMACEUTICALS INC REGN   1.875 10/01/16 CVT |  | 42594609.375 | 11925
Fixed Income | REGIS CORP RGS    5.000 07/15/14 CVT |  | 11310343.75 | 11075
Fixed Income | RESOURCE CAPITAL CORP RSO    6.000 12/01/18 CVT |  | 1361812.5 | 1350
Fixed Income | RITE AID CORP RAD    8.500 05/15/15 CVT |  | 748125 | 300
Fixed Income | Roust Trading Lt - ROUSTL 10 05/31/16 |  | 662763.615 | 779.7219
Fixed Income | [NAME] 6 04/01/24 |  | 101000 | 100
Fixed Income | RYLAND GROUP INC RYL    1.625 05/15/18 CVT |  | 8208125 | 5750
Fixed Income | RYMAN HOSPITALITY PROPERTIES INC RHP    3.750 10/01/14 CVT |  | 33890390.625 | 17025
Fixed Income | Sanchez Energy 4.875% Cumulative Perpetual Conv Pref Shs 144 Series A | [NAME] | 30792343.75 | 411250
Fixed Income | SEALY CORP- ZZ 8 |  | 23746153 | 299636
Fixed Income | SEQUENOM INC SQNM   5.000 10/01/17 CVT |  | 2510718.75 | 2825
Fixed Income | SEQUENOM INC SQNM   5.000 10/01/17 CVT |  | 3999375 | 4500
Fixed Income | SESA STERLITE LTD SESA   4.000 10/30/14 CVT |  | 5383437.5 | 5350
Fixed Income | SHENGDATECH INC SHEND  6.000 06/01/18 '14 CVT |  | 7500 | 300
Fixed Income | SHENGDATECH INC SHEND  6.500 12/15/15 CVT PUT |  | 30000 | 1200
Fixed Income | SHIP FINANCE INT - SFL Float 04/07/14 | B3WGGQ4 | 8539467.53073223 | 102
Fixed Income | SIDEWINDER DRILL - SIDDRI 9 3/4 11/15/19 |  | 3731250 | 3750
Fixed Income | SIRIUS XM HOLDINGS INC SIRI   7.000 12/01/14 CVT |  | 34865073.75 | 19594
Fixed Income | SL GREEN OPERATING PARTNERSHIP LP SLG    3.000 10/15/17 CVT |  | 19884375 | 15150
Fixed Income | SLM Corp - SLMA 6 1/8 03/25/24 |  | 4180218.75 | 4175
Fixed Income | [NAME] | B8XBSR8 | 4003540.887226082 | 51
Fixed Income | [NAME] | B731707 | 2511608.097274185 | 30
Fixed Income | SouthPeak - SOPKK 29 12/31/14 |  | 104522.164 | 1091
Fixed Income | SouthPeak Interactive CONV 10% 07/19/49 |  | 239510 | 2500
Fixed Income | SPECTRUM PHARMA - SPPI 2 3/4 12/15/18 |  | 1471312.5 | 1475
Fixed Income | SPECTRUM PHARMA - SPPI 2 3/4 12/15/18 |  | 2244375 | 2250
Fixed Income | STANDARD PACIFIC CORP SPF    1.250 08/01/32 '17 CVT |  | 8715000 | 7000
Fixed Income | STANDARD PACIFIC CORP SPF    1.250 08/01/32 '17 CVT |  | 5322375 | 4275
Fixed Income | STEEL DYNAMICS INC STLD   5.125 06/15/14 CVT |  | 3278343.75 | 3025
Fixed Income | STEWART INFORMATION SERVICES CORP STC    6.000 10/15/14 CVT |  | 16935625 | 6125
Fixed Income | STILLWATER MINING CO SWC    1.750 10/15/32 '19 CVT |  | 6314718.75 | 4825
Fixed Income | SUNEDISON INC - SUNE 2 10/01/18 |  | 5215031.25 | 3575
Fixed Income | SUNEDISON INC - SUNE 2 10/01/18 |  | 5470312.5 | 3750
Fixed Income | SUNEDISON INC - SUNE 2 3/4 01/01/21 |  | 2416171.875 | 1625
Fixed Income | SUNPOWER CORP SPWR   4.500 03/15/15 CVT |  | 950390.625 | 625
Fixed Income | SUNPOWER CORP SPWR   4.750 04/15/14 CVT |  | 3383779.5 | 2775
Fixed Income | SUPERIOR WELL SE - SWSI 4 12/31/49 |  | 1098860 | 1169
Fixed Income | SYNOVUS FINL - SNV5 1/8 06/15/17 |  | 1447187.5 | 1375
Fixed Income | T    0.250 08/15/15 |  | -507680.4679744152 | -1475000
Fixed Income | T    0.250 10/15/15 | B8GQ461 | -4198537.194692758 | -10927000
Fixed Income | T    0.750 12/31/17 |  | -25912166.70065937 | -28703500
Fixed Income | [NAME] 5 5/8 03/01/24 |  | 794000 | 800
Fixed Income | TEMPEL STEEL CO - TEMPEL 12 08/15/16 |  | 5315625 | 5625
Fixed Income | Tenet Healthcare - THC 5 03/01/19 |  | 801000 | 800
Fixed Income | TEREX CORP TEX    4.000 06/01/15 CVT |  | 31037578.125 | 11325
Fixed Income | TESLA MOTORS INC TSLA   1.500 06/01/18 CVT |  | 16402187.5 | 9125
Fixed Income | Tesoro Corp - TSO 5 1/8 04/01/24 |  | 797000 | 800
Fixed Income | Texas Industries - TXI 9 1/4 08/15/20 |  | 3016000 | 2600
Fixed Income | THERAVANCE INC THRX   2.125 01/15/23 CVT |  | 2070000 | 1600
Fixed Income | Thompson Creek Metals Tangible Equity Tmeds Units | B8BVLM6 | 2932200 | 226250
Fixed Income | TICC CAPITAL CORP TICC   7.500 11/01/17 CVT |  | 3059000 | 2800
Fixed Income | TITAN INTERNATIONAL INC TWI    5.625 01/15/17 CVT |  | 15078984.375 | 7575
Fixed Income | TITAN MACHINERY INC TITNX  3.750 05/01/19 CVT |  | 2375953.125 | 2785
Fixed Income | TOWER GROUP INC TWGP   5.000 09/15/14 CVT |  | 10070000 | 10600
Fixed Income | TRW AUTOMOTIVE INC TRW    3.500 12/01/15 CVT |  | 18474531.25 | 6650
Fixed Income | U.S. 10 Yr Treasury Note Future |  | -42113500.00000001 | -341
Fixed Income | U.S. 2 Yr Treasury Note Future |  | -275111812.5 | -1253
Fixed Income | U.S. 5 Yr Treasury Note Future |  | -42109406.25 | -354
Fixed Income | UNITED RENTAL NA - URI 6.125 06/15/23 |  | 852000 | 800
Fixed Income | UNITED RENTALS NA - URI 5 3/4 11/15/24 |  | 1689656.25 | 1675
Fixed Income | UNITED STATES STEEL CORP X      4.000 05/15/14 CVT |  | 6257435 | 6184
Fixed Income | UNIVERSAL CORP - UVV 6 3/4 |  | 889612.5 | 700
Fixed Income | UNIVERSAL CORP - UVV 6 3/4 |  | 20397543.75 | 16050
Fixed Income | US FOODS INC - USFOOD 8 1/2 06/30/19 |  | 4952619 | 4572
Fixed Income | USEC INC USU    3.000 10/01/14 CVT DFTd |  | 8081875 | 19300
Fixed Income | UTI WORLDWIDE INC UTIW   4.500 03/01/19 CVT |  | 3049500 | 2850
Fixed Income | VANTAGE DRILLING CO VTG    5.500 07/15/43 '18 CVT |  | 1864859.375 | 1775
Fixed Income | VANTAGE DRILLING CO VTG    7.875 09/01/42 '17 CVT | B7PWK09 | 5171328.125 | 4625
Fixed Income | VECTOR GROUP LTD VGR    5.500 04/15/20 CVT |  | 2279671.875 | 2175
Fixed Income | VECTOR GROUP LTD VGR    6.750 11/15/14 CVT |  | 10699080 | 6504
Fixed Income | VECTOR GROUP LTD VGR    7.500 01/15/19 CVT |  | 15056578.5 | 10950
Fixed Income | VERISIGN INC VRSN   3.250 08/15/37 CVT |  | 44874506.25 | 27135
Fixed Income | Virgin Media Fin - VMED 4 7/8 02/15/22 |  | 10317000 | 11400
Fixed Income | VISHAY INTERTECHNOLOGY INC VSH    2.250 11/15/40 CVT |  | 4061406.25 | 3475
Fixed Income | VOLKSWAGEN INTERNATIONAL FINANCE NV VOWG   5.500 11/09/15 CVT | B8KRT65 | 21240954.27 | 135
Fixed Income | [NAME] 11 04/01/20 |  | 724000 | 800
Fixed Income | [NAME] 9 1/2 10/15/19 |  | 306375 | 300
Fixed Income | Warner Music - WMG 5 5/8 04/15/22 |  | 305250 | 300
Fixed Income | Warner Music - WMG 6 3/4 04/15/22 |  | 2925000 | 2925
Fixed Income | Wash Mut Bank NV - WAMU 0 05/01/09 |  | 8359687.5 | 27750
Fixed Income | [NAME] 6.829 11/15/15 |  | 3480656.55 | 3325
Fixed Income | [NAME] 9.247 11/15/2015 |  | 3183516 | 3000
Fixed Income | WEB.COM GROUP INC WWWW   1.000 08/15/18 CVT |  | 12911984.375 | 10925
Fixed Income | WEBMD HEALTH CORP WBMD   1.500 12/01/20 CVT |  | 17344218.75 | 17025
Fixed Income | WEBMD HEALTH CORP WBMD   2.250 03/31/16 CVT |  | 5147953.125 | 5075
Fixed Income | WESTERN EXPRESS - WSTEXP 12 1/2 04/15/15 |  | 1644500 | 2300
Fixed Income | WESTERN REFINING INC WNR    5.750 06/15/14 CVT |  | 87534687.5 | 21547
Fixed Income | WideOpenWest - WOWFIN 10 1/4 07/15/19 |  | 912000 | 800
Fixed Income | WILLIAM LYON INC - WLH 5 3/4 04/15/19 |  | 2569187.5 | 2525
Fixed Income | WYNN MACAU LTD - WYNN 5 1/4 10/15/21 |  | 306000 | 300
Fixed Income | ZAIS FINANCIAL CORP ZFC    8.000 11/15/16 CVT |  | 3472250 | 3400
Fixed Income | Zaza Energy Corp - ZAZA 9 08/01/17 |  | 2607031.25 | 3550
Equity | E-Mini S&P 500 Index Future - JUN 2014 |  | -457131811 | -4883
Credit | CDX.NA.HY |  | -231508717.471141 | 215475000
Credit | CDX.NA.IG |  | -8021346.931784788 | 7900000