CIK: 0001167456 · Show all filings
Period: Q1 2015 (Next →)
Filing Date: May 15, 2015
Total Value ($000): $7,771,158 (62.3% shares, 37.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MICROCHIP TECHNOLOGY INC | 107,625,000 | $210,878 | 2.7% | $1.96 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | NOVELLUS SYS INC | 97,414,000 | $199,394 | 2.6% | $2.05 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | HUDSON CITY BANCORP | 17,065,494 | $178,846 | 2.3% | $10.48 | — | COM | 443683107 |
| — | WELLPOINT INC | 85,785,000 | $177,629 | 2.3% | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | INTEL CORP | 111,151,000 | $175,689 | 2.3% | $1.58 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | TIME WARNER CABLE INC | 1,166,995 | $174,909 | 2.3% | $149.88 | — | COM | 88732J207 |
| — | LORILLARD INC | 2,636,254 | $172,279 | 2.2% | $65.35 | — | COM | 544147101 |
| — | TRW AUTOMOTIVE HLDGS CORP | 1,575,868 | $165,230 | 2.1% | $104.85 | — | COM | 87264S106 |
| — | FAMILY DLR STORES INC | 2,019,681 | $160,040 | 2.1% | $79.24 | — | COM | 307000109 |
| — | SIGMA ALDRICH CORP | 1,150,929 | $159,116 | 2.0% | $138.25 | — | COM | 826552101 |
| — | SUNEDISON INC | 91,975,000 | $158,599 | 2.0% | $1.72 | — | NOTE 2.000%10/0 | 86732YAC3 |
| — | DRESSER-RAND GROUP INC | 1,817,170 | $146,010 | 1.9% | $80.35 | — | COM | 261608103 |
| — | SANDISK CORP | 105,206,000 | $143,803 | 1.9% | $1.37 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | HOSPIRA INC | 1,628,207 | $143,022 | 1.8% | $87.84 | — | COM | 441060100 |
| — | MGIC INVT CORP WIS | 84,025,000 | $123,779 | 1.6% | $1.47 | — | NOTE 2.000% 4/0 | 552848AE3 |
| HE | HAWAIIAN ELEC INDUSTRIES | 3,797,900 | $121,989 | 1.6% | $33.33 | 0.0% | COM | 419870100 |
| — | DIRECTV | 1,427,555 | $121,485 | 1.6% | $85.10 | — | COM | 25490A309 |
| — | PEPCO HOLDINGS INC | 4,404,378 | $118,169 | 1.5% | $26.83 | — | COM | 713291102 |
| — | BAKER HUGHES INC | 1,833,194 | $116,554 | 1.5% | $63.58 | — | COM | 057224107 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 840,375 | $115,972 | 1.5% | $138.00 | — | MAN COV SEC 16 | N31738110 |
| — | MICRON TECHNOLOGY INC | 39,775,000 | $112,166 | 1.4% | $2.82 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | SALIX PHARMACEUTICALS INC | 641,251 | $110,815 | 1.4% | $172.81 | — | COM | 795435106 |
| — | YAHOO INC | 2,396,603 | $106,493 | 1.4% | $44.43 | — | COM | 984332106 |
| — | INTEGRYS ENERGY GROUP INC | 1,435,010 | $103,349 | 1.3% | $72.02 | — | COM | 45822P105 |
| — | PHH CORP | 51,352,000 | $101,870 | 1.3% | $1.98 | — | NOTE 6.000% 6/1 | 693320AQ6 |
| — | POLYPORE INTL INC | 1,660,460 | $97,801 | 1.3% | $58.90 | — | COM | 73179V103 |
| — | HEALTH CARE REIT INC | 1,418,625 | $96,422 | 1.2% | $67.97 | — | PFD PER CON I | 42217K601 |
| — | DOMINION RES INC VA NEW | 1,645,475 | $93,027 | 1.2% | $56.54 | — | UNIT 07/01/2016 | 25746U885 |
| — | SOUTHWESTERN ENERGY CO | 1,815,025 | $91,886 | 1.2% | $50.63 | — | DEP SHS 1/20 B | 845467208 |
| — | ACTAVIS PLC | 88,000 | $90,970 | 1.2% | $1033.75 | — | PFD CONV SER A | G0083B116 |
| — | TESLA MTRS INC | 55,925,000 | $90,039 | 1.2% | $1.61 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | DOMINION RES INC VA NEW | 1,592,950 | $89,707 | 1.2% | $56.32 | — | UNIT 04/01/2013 | 25746U703 |
| — | TYSON FOODS INC | 1,827,850 | $89,364 | 1.1% | $48.89 | — | UNIT 99/99/9999 | 902494301 |
| — | T MOBILE US INC | 1,475,900 | $86,945 | 1.1% | $58.91 | — | CONV PFD SER A | 872590203 |
| — | TALISMAN ENERGY INC | 10,578,353 | $81,242 | 1.0% | $7.68 | — | COM | 87425E103 |
| — | EXELIS INC | 3,198,377 | $77,944 | 1.0% | $24.37 | — | COM | 30162A108 |
| — | SUNEDISON INC | 43,975,000 | $77,011 | 1.0% | $1.75 | — | NOTE 2.750% 1/0 | 86732YAD1 |
| — | PHARMACYCLICS INC | 270,313 | $69,187 | 0.9% | $255.95 | — | COM | 716933106 |
| — | ORBITZ WORLDWIDE INC | 5,647,201 | $65,846 | 0.8% | $11.66 | — | COM | 68557K109 |
| — | CLECO CORP NEW | 1,162,325 | $63,370 | 0.8% | $54.52 | — | COM | 12561W105 |
| — | SUSQUEHANNA BANCSHARES INC P | 4,500,149 | $61,697 | 0.8% | $13.71 | — | COM | 869099101 |
| — | RADIAN GROUP INC | 38,600,000 | $59,275 | 0.8% | $1.54 | — | NOTE 3.000%11/1 | 750236AK7 |
| — | RIVERBED TECHNOLOGY INC | 2,816,569 | $58,894 | 0.8% | $20.91 | — | COM | 768573107 |
| — | RADIAN GROUP INC | 33,408,000 | $53,724 | 0.7% | $1.61 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | WEBMD HEALTH CORP | 48,725,000 | $51,618 | 0.7% | $1.06 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | CITY NATL CORP | 566,549 | $50,468 | 0.6% | $89.08 | — | COM | 178566105 |
| — | CHENIERE ENERGY INC | 59,325,000 | $49,351 | 0.6% | $0.83 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | CROWN CASTLE INTL CORP NEW | 447,125 | $46,872 | 0.6% | $104.83 | — | CNV PFD STK SR A | 22822V200 |
| — | ELECTRONIC ARTS INC | 24,750,000 | $45,911 | 0.6% | $1.85 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | MGM RESORTS INTERNATIONAL | 39,383,000 | $44,897 | 0.6% | $1.14 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | AVIV REIT INC MD | 1,227,597 | $44,807 | 0.6% | $36.50 | — | COM | 05381L101 |
| — | UTI WORLDWIDE INC | 39,700,000 | $44,712 | 0.6% | $1.13 | — | NOTE 4.500% 3/0 | 90349LAB0 |
| — | MICRON TECHNOLOGY INC | 15,700,000 | $43,695 | 0.6% | $2.78 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | ARUBA NETWORKS INC | 1,740,104 | $42,615 | 0.5% | $24.49 | — | COM | 043176106 |
| — | MERITOR INC | 28,275,000 | $42,395 | 0.5% | $1.50 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | STARWOOD PPTY TR INC | 37,800,000 | $41,698 | 0.5% | $1.10 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | MGIC INVT CORP WIS | 37,450,000 | $41,663 | 0.5% | $1.11 | — | NOTE 5.000% 5/0 | 552848AD5 |
| — | HERBALIFE LTD | 49,950,000 | $41,240 | 0.5% | $0.83 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | ANNALY CAP MGMT INC | 39,000,000 | $39,146 | 0.5% | $1.00 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | HEALTH CARE REIT INC | 25,175,000 | $37,589 | 0.5% | $1.49 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | HOME LN SERVICING SOLUTIONS | 2,224,742 | $36,797 | 0.5% | $16.54 | — | ORD SHS | G6648D109 |
| — | ADVENT SOFTWARE INC | 812,593 | $35,843 | 0.5% | $44.11 | — | COM | 007974108 |
| — | QUINPARIO ACQUISITION CORP 2 | 3,500,000 | $35,280 | 0.5% | $10.08 | — | UNIT 01/01/2023 | 74874U200 |
| — | MEADWESTVACO CORP | 695,722 | $34,696 | 0.4% | $49.87 | — | COM | 583334107 |
| — | WL ROSS HLDG CORP | 3,450,000 | $34,500 | 0.4% | $10.00 | — | COM SHS | 92939D104 |
| — | OFFICE DEPOT INC | 3,464,422 | $31,873 | 0.4% | $9.20 | — | COM | 676220106 |
| — | EQUINIX INC | 10,950,000 | $31,666 | 0.4% | $2.89 | — | NOTE 4.750% 6/1 | 29444UAH9 |
| — | AMERICAN RLTY CAP PPTYS INC | 32,400,000 | $31,590 | 0.4% | $0.97 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | MAVENIR SYS INC | 1,671,043 | $29,644 | 0.4% | $17.74 | — | COM | 577675101 |
| — | AUSPEX PHARMACEUTICALS INC | 288,468 | $28,925 | 0.4% | $100.27 | — | COM | 05211J102 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 28,675,000 | $28,657 | 0.4% | $1.00 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | CATAMARAN CORP | 476,934 | $28,397 | 0.4% | $59.54 | — | COM | 148887102 |
| — | CEMEX SAB DE CV | 25,175,000 | $28,306 | 0.4% | $1.12 | — | NOTE 3.250% 3/1 | 151290BB8 |
| — | STARWOOD PPTY TR INC | 22,825,000 | $26,391 | 0.3% | $1.16 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | CONVERGYS CORP | 12,550,000 | $26,300 | 0.3% | $2.10 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | STARWOOD PPTY TR INC | 24,150,000 | $25,297 | 0.3% | $1.05 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | FREESCALE SEMICONDUCTOR LTD | 606,660 | $24,727 | 0.3% | $40.76 | — | SHS | G3727Q101 |
| MAC | MACERICH CO | 278,798 | $23,511 | 0.3% | $84.33 | — | COM | 554382101 |
| — | PDL BIOPHARMA INC | 23,925,000 | $23,013 | 0.3% | $0.96 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | GARNERO GROUP ACQUISITION CO | 2,370,000 | $22,752 | 0.3% | $9.60 | — | SHS | G5866L108 |
| — | UNITED STATES STL CORP NEW | 18,054,000 | $21,913 | 0.3% | $1.21 | — | NOTE 2.750% 4/0 | 912909AH1 |
| — | GENCORP INC | 8,250,000 | $21,249 | 0.3% | $2.58 | — | SDCV 4.062%12/3 | 368682AN0 |
| — | SQUARE 1 FINL INC | 787,986 | $21,094 | 0.3% | $26.77 | — | CL A | 85223W101 |
| — | SPIRIT RLTY CAP INC NEW | 19,925,000 | $19,925 | 0.3% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | TEREX CORP NEW | 12,085,000 | $19,902 | 0.3% | $1.65 | — | NOTE 4.000% 6/0 | 880779AV5 |
| — | JOURNAL COMMUNICATIONS INC | 1,329,349 | $19,701 | 0.3% | $14.82 | — | CL A | 481130102 |
| — | MICRON TECHNOLOGY INC | 7,775,000 | $19,350 | 0.2% | $2.49 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | HYDRA INDS ACQUISITION CORP | 2,000,000 | $18,900 | 0.2% | $9.45 | — | COM | 448740100 |
| — | STANDARD PAC CORP NEW | 14,730,000 | $18,238 | 0.2% | $1.24 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| — | HARMONY MERGER CORP | 1,800,000 | $18,000 | 0.2% | $10.00 | — | UNIT 99/99/9999 | 413247206 |
| — | WEYERHAEUSER CO | 320,847 | $17,637 | 0.2% | $54.97 | — | PREF CONV SER A | 962166872 |
| — | HEALTHWAYS INC | 14,725,000 | $17,237 | 0.2% | $1.17 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | TERRAPIN 3 ACQUISITION CORP | 1,700,000 | $16,320 | 0.2% | $9.60 | — | COM CL A | 88104P104 |
| — | CIENA CORP | 12,710,000 | $16,213 | 0.2% | $1.28 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 11,400,000 | $16,074 | 0.2% | $1.41 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | CAMBRIDGE CAP ACQUISITION CO | 1,584,000 | $15,919 | 0.2% | $10.05 | — | COM | 13215Q106 |
| — | VECTOR GROUP LTD | 10,625,000 | $15,031 | 0.2% | $1.41 | — | FRNT 1/1 | 92240MAY4 |
| — | CDK GLOBAL INC | 314,792 | $14,720 | 0.2% | $46.76 | — | COM | 12508E101 |
| — | AMERICAN TOWER CORP NEW | 141,426 | $14,585 | 0.2% | $103.13 | — | PFD CONV SER A | 03027X308 |
| — | CAPITOL ACQUISITION CORP II | 1,431,900 | $14,477 | 0.2% | $10.11 | — | COM | 14056V105 |
| — | RTI INTL METALS INC | 402,116 | $14,440 | 0.2% | $35.91 | — | COM | 74973W107 |
| — | AFFYMETRIX INC | 6,475,000 | $14,273 | 0.2% | $2.20 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | STILLWATER MNG CO | 12,450,000 | $14,255 | 0.2% | $1.14 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | HUDSON VALLEY HOLDING CORP | 549,443 | $14,044 | 0.2% | $25.56 | — | COM | 444172100 |
| — | LIFE TIME FITNESS INC | 191,888 | $13,616 | 0.2% | $70.96 | — | COM | 53217R207 |
| — | HOLOGIC INC | 9,150,000 | $13,491 | 0.2% | $1.47 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | RED HAT INC | 172,880 | $13,096 | 0.2% | $75.75 | — | COM | 756577102 |
| — | WESCO INTL INC | 5,000,000 | $12,378 | 0.2% | $2.48 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | ALON USA ENERGY INC | 9,400,000 | $12,014 | 0.2% | $1.28 | — | NOTE 3.000% 9/1 | 020520AB8 |
| — | AMSURG CORP | 92,875 | $11,528 | 0.1% | $124.12 | — | PFD CNV SR A-1 % | 03232P504 |
| — | NORTHSTAR ASSET MGMT GROUP I | 491,644 | $11,475 | 0.1% | $23.34 | — | COM | 66705Y104 |
| — | SEARS HLDGS CORP | 265,364 | $10,981 | 0.1% | $41.38 | — | COM | 812350106 |
| — | TORNIER N V | 414,643 | $10,872 | 0.1% | $26.22 | — | SHS | N87237108 |
| — | MEADOWBROOK INS GROUP INC | 9,375,000 | $10,729 | 0.1% | $1.14 | — | DBCV 5.000% 3/1 | 58319PAC2 |
| — | CEMEX SAB DE CV | 8,900,000 | $10,558 | 0.1% | $1.19 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | AV HOMES INC | 10,360,000 | $10,425 | 0.1% | $1.01 | — | NOTE 7.500% 2/1 | 00234PAB8 |
| — | TTM TECHNOLOGIES INC | 9,425,000 | $10,362 | 0.1% | $1.10 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | ROI ACQUISITION CORP II | 1,050,000 | $10,353 | 0.1% | $9.86 | — | COM | 74966G101 |
| — | FINTECH ACQUISITION CORP | 1,000,000 | $10,200 | 0.1% | $10.20 | — | UNIT 99/99/9999 | 31809H209 |
| — | AMERICAN RLTY CAP PPTYS INC | 10,414,000 | $10,193 | 0.1% | $0.98 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | LIBERTY INTERACTIVE CORP | 239,586 | $10,065 | 0.1% | $42.01 | — | LBT VENT COM A | 53071M880 |
| — | WEBMD HEALTH CORP | 9,850,000 | $10,059 | 0.1% | $1.02 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | RAMBUS INC DEL | 8,175,000 | $9,943 | 0.1% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | SEQUENOM INC | 9,450,000 | $9,887 | 0.1% | $1.05 | — | NOTE 5.000%10/0 | 817337AB4 |
| — | SPIRIT RLTY CAP INC NEW | 9,675,000 | $9,687 | 0.1% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | TIME WARNER INC | 114,182 | $9,642 | 0.1% | $84.44 | — | COM NEW | 887317303 |
| — | AR CAP ACQUISITION CORP | 1,010,000 | $9,605 | 0.1% | $9.51 | — | COM | 00191R109 |
| — | SALIX PHARMACEUTICALS INC | 3,600,000 | $9,587 | 0.1% | $2.66 | — | NOTE 1.500% 3/1 | 795435AE6 |
| ADP | AUTOMATIC DATA PROCESSING IN | 110,901 | $9,498 | 0.1% | $67.89 | 0.0% | COM | 053015103 |
| — | AMTRUST FINL SVCS INC | 10,250,000 | $9,328 | 0.1% | $0.91 | — | NOTE 2.750%12/1 | 032359AG6 |
| — | GLOBAL DEFENSE & NATL SEC SY | 895,500 | $9,277 | 0.1% | $10.36 | — | COM | 37953N108 |
| — | MEADOWBROOK INS GROUP INC | 1,080,390 | $9,183 | 0.1% | $8.50 | — | COM | 58319P108 |
| — | WEBMD HEALTH CORP | 9,075,000 | $9,137 | 0.1% | $1.01 | — | NOTE 2.250% 3/3 | 94770VAH5 |
| — | TIME INC NEW | 405,716 | $9,104 | 0.1% | $22.44 | — | COM | 887228104 |
| NAVI | NAVIENT CORP | 445,403 | $9,055 | 0.1% | $20.55 | 0.0% | COM | 63938C108 |
| SLM | SLM CORP | 965,318 | $8,958 | 0.1% | $9.40 | 0.0% | COM | 78442P106 |
| — | COURIER CORP | 357,938 | $8,762 | 0.1% | $24.48 | — | COM | 222660102 |
| TKR | TIMKEN CO | 206,017 | $8,682 | 0.1% | $41.47 | 0.0% | COM | 887389104 |
| — | COWEN GROUP INC NEW | 7,600,000 | $8,678 | 0.1% | $1.14 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | AVATAR HLDGS INC | 8,688,000 | $8,661 | 0.1% | $1.00 | — | NOTE 7.500% 2/1 | 053494AG5 |
| — | HYPERION THERAPEUTICS INC | 180,923 | $8,304 | 0.1% | $45.90 | — | COM | 44915N101 |
| — | DOMINION RES INC VA NEW | 166,450 | $8,218 | 0.1% | $49.37 | — | UNIT 99/99/9999 | 25746U869 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 6,775,000 | $8,210 | 0.1% | $1.21 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | DEVELOPERS DIVERSIFIED RLTY | 6,467,000 | $8,173 | 0.1% | $1.26 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | NORTHSTAR RLTY FIN CORP | 449,649 | $8,148 | 0.1% | $18.12 | — | COM NEW | 66704R704 |
| — | WP GLIMCHER IN | 487,024 | $8,099 | 0.1% | $16.63 | — | COM | 92939N102 |
| — | ACCURAY INC | 4,500,000 | $8,027 | 0.1% | $1.78 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | OMNICARE CAP TR II | 84,900 | $8,026 | 0.1% | $94.53 | — | PFD B TR 4.00% | 68214Q200 |
| — | BOULEVARD ACQUISITION CORP | 804,905 | $7,888 | 0.1% | $9.80 | — | COM | 10157P104 |
| — | INTEGRATED SILICON SOLUTION | 436,148 | $7,803 | 0.1% | $17.89 | — | COM | 45812P107 |
| — | BANK KY FINL CORP | 150,000 | $7,358 | 0.1% | $49.05 | — | COM | 062896105 |
| LE | LANDS END INC NEW | 201,897 | $7,244 | 0.1% | $39.73 | 0.0% | COM | 51509F105 |
| — | OUTFRONT MEDIA INC | 239,672 | $7,171 | 0.1% | $29.92 | — | COM | 69007J106 |
| RYN | RAYONIER INC | 262,767 | $7,084 | 0.1% | $26.96 | — | COM | 754907103 |
| — | GENERAL CABLE CORP DEL NEW | 8,747,000 | $6,970 | 0.1% | $0.80 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | GOOGLE INC | 12,827 | $6,967 | 0.1% | $543.15 | — | CL C | 38259P706 |
| — | SPECTRUM PHARMACEUTICALS INC | 7,250,000 | $6,665 | 0.1% | $0.92 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | BLACKROCK CR ALLCTN INC TR | 476,973 | $6,420 | 0.1% | $13.46 | — | COM | 092508100 |
| DNOW | NOW INC | 291,693 | $6,312 | 0.1% | $23.25 | 0.0% | COM | 67011P100 |
| — | HERITAGE FINL GROUP INC | 220,966 | $6,017 | 0.1% | $27.23 | — | COM | 42726X102 |
| — | BARINGTON HILCO ACQUISITION | 600,000 | $5,970 | 0.1% | $9.95 | — | UNIT 99/99/9999T | 06759V200 |
| — | BLACKROCK CORE BD TR | 421,708 | $5,828 | 0.1% | $13.82 | — | SHS BEN INT | 09249E101 |
| — | RIO ALTO MNG LTD NEW | 2,311,700 | $5,698 | 0.1% | $2.46 | — | COM | 76689T104 |
| OIS | OIL STS INTL INC | 141,136 | $5,613 | 0.1% | $42.31 | 0.0% | COM | 678026105 |
| — | KOFAX LTD | 511,772 | $5,604 | 0.1% | $10.95 | — | COM USD | G5307C105 |
| — | COHEN & STEERS QUALITY RLTY | 443,547 | $5,509 | 0.1% | $12.42 | — | COM | 19247L106 |
| — | BLACKROCK RES & COMM STRAT T | 558,791 | $5,342 | 0.1% | $9.56 | — | SHS | 09257A108 |
| — | RENEWABLE ENERGY GROUP INC | 5,600,000 | $5,205 | 0.1% | $0.93 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| KMB | KIMBERLY CLARK CORP | 47,635 | $5,102 | 0.1% | $76.32 | 0.0% | COM | 494368103 |
| — | BLACKROCK MUN TARGET TERM TR | 240,170 | $5,036 | 0.1% | $20.97 | — | COM SHS BEN IN | 09257P105 |
| SYF | SYNCHRONY FINL | 162,161 | $4,922 | 0.1% | $24.90 | 0.0% | COM | 87165B103 |
| — | UIL HLDG CORP | 94,858 | $4,878 | 0.1% | $51.42 | — | COM | 902748102 |
| — | KOHLBERG CAPITAL CORP | 4,375,000 | $4,848 | 0.1% | $1.11 | — | NOTE 8.750% 3/1 | 500233AB7 |
| MTUS | TIMKENSTEEL CORP | 183,123 | $4,847 | 0.1% | $28.96 | 0.0% | COM | 887399103 |
| — | RITE AID CORP | 1,435,000 | $4,823 | 0.1% | $3.36 | — | NOTE 8.500% 5/1 | 767754BU7 |
| VTGDF 7.875 09/01/42 | VANTAGE DRILLING COMPANY | 5,250,000 | $4,787 | 0.1% | $0.91 | — | NOTE 7.875% 9/0 | G93205AA3 |
| HLF | HERBALIFE LTD | 111,742 | $4,778 | 0.1% | $17.08 | 0.0% | COM USD SHS | G4412G101 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 75,439 | $4,700 | 0.1% | $62.30 | — | ADR | 881624209 |
| — | LEVY ACQUISITION CORP | 1,105,000 | $4,586 | 0.1% | $4.15 | — | *W EXP 11/19/201 | 52748T112 |
| — | ARES CAP CORP | 4,425,000 | $4,583 | 0.1% | $1.04 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | VIASYSTEMS GROUP INC | 259,270 | $4,535 | 0.1% | $17.49 | — | COM PAR$.01 | 92553H803 |
| — | BLACKROCK CORPOR HI YLD FD I | 405,084 | $4,521 | 0.1% | $11.16 | — | COM | 09255P107 |
| — | EATON VANCE LTD DUR INCOME F | 308,808 | $4,444 | 0.1% | $14.39 | — | COM | 27828H105 |
| — | NUVEEN CR STRATEGIES INCM FD | 480,692 | $4,350 | 0.1% | $9.05 | — | COM SHS | 67073D102 |
| — | ISTAR FINL INC | 3,650,000 | $4,332 | 0.1% | $1.19 | — | NOTE 3.000%11/1 | 45031UBR1 |
| — | 1347 CAP CORP | 450,540 | $4,325 | 0.1% | $9.60 | — | COM | 68245V103 |
| RYAM | RAYONIER ADVANCED MATLS INC | 288,494 | $4,299 | 0.1% | $18.22 | 0.0% | COM | 75508B104 |
| — | EMULEX CORP | 534,532 | $4,260 | 0.1% | $7.97 | — | COM NEW | 292475209 |
| — | LNB BANCORP INC | 238,768 | $4,260 | 0.1% | $17.84 | — | COM | 502100100 |
| — | BEAZER HOMES USA INC | 150,000 | $4,074 | 0.1% | $27.16 | — | UNIT 07/15/2015 | 07556Q709 |
| — | GAIN CAP HLDGS INC | 3,775,000 | $4,070 | 0.1% | $1.08 | — | NOTE 4.125%12/0 | 36268WAB6 |
| — | VITESSE SEMICONDUCTOR CORP | 690,000 | $3,664 | 0.0% | $5.31 | — | COM NEW | 928497304 |
| — | NATIONAL OILWELL VARCO INC | 73,089 | $3,654 | 0.0% | $49.99 | — | COM | 637071101 |
| — | CITRIX SYS INC | 56,816 | $3,629 | 0.0% | $63.87 | — | COM | 177376100 |
| — | RETROPHIN INC | 149,500 | $3,582 | 0.0% | $23.96 | — | COM | 761299106 |
| — | ENTROPIC COMMUNICATIONS INC | 1,204,929 | $3,567 | 0.0% | $2.96 | — | COM | 29384R105 |
| — | HAMPDEN BANCORP INC | 158,112 | $3,499 | 0.0% | $22.13 | — | COM | 40867E107 |
| — | C B PHARMA ACQUISITION CORP | 350,000 | $3,423 | 0.0% | $9.78 | — | SHS | G2029P126 |
| — | M/I HOMES INC | 2,875,000 | $3,418 | 0.0% | $1.19 | — | NOTE 3.250% 9/1 | 55292PAA3 |
| — | INTERNATIONAL GAME TECHNOLOG | 187,916 | $3,272 | 0.0% | $17.41 | — | COM | 459902102 |
| — | LIBERTY ALL STAR EQUITY FD | 553,489 | $3,232 | 0.0% | $5.84 | — | SH BEN INT | 530158104 |
| — | FIRST TR HIGH INCOME L/S FD | 197,271 | $3,231 | 0.0% | $16.38 | — | COM | 33738E109 |
| — | BLACKSTONE GSO STRATEGIC CR | 198,356 | $3,209 | 0.0% | $16.18 | — | COM SHS BEN IN | 09257R101 |
| — | LA QUINTA HLDGS INC | 135,000 | $3,197 | 0.0% | $23.68 | — | COM | 50420D108 |
| CFG | CITIZENS FINL GROUP INC | 130,843 | $3,157 | 0.0% | $16.71 | 0.0% | COM | 174610105 |
| — | ZS PHARMA INC | 75,000 | $3,156 | 0.0% | $42.08 | — | COM | 98979G105 |
| — | MERITAGE HOMES CORP | 2,925,000 | $3,141 | 0.0% | $1.07 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | CHESAPEAKE LODGING TR | 90,000 | $3,045 | 0.0% | $33.83 | — | SH BEN INT | 165240102 |
| — | ACORDA THERAPEUTICS INC | 2,775,000 | $2,855 | 0.0% | $1.03 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | ALPINE GLOBAL PREMIER PPTYS | 404,217 | $2,765 | 0.0% | $6.84 | — | COM SBI | 02083A103 |
| — | ALBANY MOLECULAR RESH INC | 2,125,000 | $2,716 | 0.0% | $1.28 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 84,623 | $2,690 | 0.0% | $31.79 | — | COM SER A | 531465102 |
| — | ZENDESK INC | 118,000 | $2,677 | 0.0% | $22.69 | — | COM | 98936J101 |
| — | INVACARE CORP | 2,500,000 | $2,656 | 0.0% | $1.06 | — | SDCV 4.125% 2/0 | 461203AD3 |
| — | KEYCORP NEW | 20,000 | $2,593 | 0.0% | $129.65 | — | PFD 7.75% SR A | 493267405 |
| — | CENVEO CORP | 2,725,000 | $2,565 | 0.0% | $0.94 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 50,000 | $2,564 | 0.0% | $49.74 | 0.0% | COM | 109194100 |
| — | M/I HOMES INC | 2,475,000 | $2,554 | 0.0% | $1.03 | — | NOTE 3.000% 3/0 | 55292PAB1 |
| HUBS | HUBSPOT INC | 61,300 | $2,446 | 0.0% | $37.36 | 0.0% | COM | 443573100 |
| ARKR | ARK RESTAURANTS CORP | 97,545 | $2,431 | 0.0% | $17.61 | 0.0% | COM | 040712101 |
| — | MANNKIND CORP | 2,295,000 | $2,362 | 0.0% | $1.03 | — | NOTE 5.750% 8/1 | 56400PAC6 |
| — | BRIDGE CAP HLDGS | 89,367 | $2,333 | 0.0% | $26.11 | — | COM | 108030107 |
| — | NUVEEN PREM INCOME MUN FD | 164,725 | $2,309 | 0.0% | $14.02 | — | COM | 67062T100 |
| IP | INTL PAPER CO | 40,179 | $2,230 | 0.0% | $32.75 | 0.0% | COM | 460146103 |
| — | DT ASIA INVTS LTD | 225,112 | $2,211 | 0.0% | $9.82 | — | SHS | G2615J104 |
| — | CBRE CLARION GLOBAL REAL EST | 238,695 | $2,136 | 0.0% | $8.95 | — | COM | 12504G100 |
| — | WL ROSS HLDG CORP | 3,450,000 | $2,105 | 0.0% | $0.61 | — | *W EXP 06/11/201 | 92939D112 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $2,081 | 0.0% | $0.42 | — | NOTE 5.875%11/3 | 20478NAD2 |
| SPG | SIMON PPTY GROUP INC NEW | 10,521 | $2,058 | 0.0% | $113.13 | 0.0% | COM | 828806109 |
| — | QUANTUM CORP | 1,750,000 | $2,050 | 0.0% | $1.17 | — | NOTE 4.500%11/1 | 747906AJ4 |
| — | COHEN & STEERS REIT & PFD IN | 104,930 | $2,041 | 0.0% | $19.45 | — | COM | 19247X100 |
| — | ARVINMERITOR INC | 2,000,000 | $2,031 | 0.0% | $1.02 | — | FRNT 4.625% 3/0 | 043353AF8 |
| — | NUVEEN NJ DIV ADVANTAGE MUN | 147,126 | $2,017 | 0.0% | $13.71 | — | COM | 67069Y102 |
| — | NUANCE COMMUNICATIONS INC | 2,000,000 | $1,995 | 0.0% | $1.00 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | HAWAIIAN HOLDINGS INC | 700,000 | $1,984 | 0.0% | $2.83 | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | ENCORE CAP GROUP INC | 1,825,000 | $1,976 | 0.0% | $1.08 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | NUVEEN PREM INCOME MUN FD 2 | 139,140 | $1,974 | 0.0% | $14.19 | — | COM | 67063W102 |
| — | NUVEEN QUALITY MUN FD INC | 146,706 | $1,964 | 0.0% | $13.39 | — | COM | 67062N103 |
| — | SUCAMPO PHARMACEUTICALS INC | 126,000 | $1,961 | 0.0% | $15.56 | — | CL A | 864909106 |
| — | WESTERN ASSET HIGH INCM OPP | 364,913 | $1,941 | 0.0% | $5.32 | — | COM | 95766K109 |
| — | RESOURCE CAP CORP | 2,000,000 | $1,928 | 0.0% | $0.96 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | BLACKROCK GLOBAL OPP EQTY TR | 136,219 | $1,891 | 0.0% | $13.88 | — | COM | 092501105 |
| — | WELLS FARGO ADVANTAGE MULTI | 139,628 | $1,864 | 0.0% | $13.35 | — | COM SHS | 94987D101 |
| — | ADVENT CLAY CONV SEC INC FD | 274,515 | $1,845 | 0.0% | $6.72 | — | COM | 007639107 |
| — | JASON INDS INC | 2,331,300 | $1,842 | 0.0% | $0.79 | — | *W EXP 06/30/201 | 471172114 |
| — | TEMPLETON GLOBAL INCOME FD | 254,472 | $1,830 | 0.0% | $7.19 | — | COM | 880198106 |
| — | FRANKLIN LTD DURATION INC TR | 149,151 | $1,815 | 0.0% | $12.17 | — | COM | 35472T101 |
| — | ARES DYNAMIC CR ALLOCATION F | 108,983 | $1,770 | 0.0% | $16.24 | — | COM | 04014F102 |
| — | CENTRAL SECS CORP | 79,870 | $1,741 | 0.0% | $21.80 | — | COM | 155123102 |
| — | RESOURCE CAP CORP | 1,875,000 | $1,723 | 0.0% | $0.92 | — | NOTE 6.000%12/0 | 76120WAA2 |
| — | NUVEEN PERFORMANCE PLUS MUN | 114,447 | $1,702 | 0.0% | $14.87 | — | COM | 67062P108 |
| — | CELLULAR DYNAMICS INTL INC | 103,321 | $1,698 | 0.0% | $16.43 | — | COM | 15117V109 |
| — | ONEIDA FINL CORP MD | 85,100 | $1,680 | 0.0% | $19.74 | — | COM | 682479100 |
| — | EATON VANCE SH TM DR DIVR IN | 114,919 | $1,665 | 0.0% | $14.49 | — | COM | 27828V104 |
| — | CIVEO CORP | 651,559 | $1,655 | 0.0% | $2.54 | — | COM | 178787107 |
| — | INVESCO DYNAMIC CR OPP FD | 136,278 | $1,631 | 0.0% | $11.97 | — | COM | 46132R104 |
| — | NUVEEN NY AMT FREE MUN INCOM | 120,937 | $1,581 | 0.0% | $13.07 | — | COM | 670656107 |
| QTWO | Q2 HLDGS INC | 72,494 | $1,533 | 0.0% | $19.72 | 0.0% | COM | 74736L109 |
| — | WESTERN ASSET MGD HI INCM FD | 294,426 | $1,522 | 0.0% | $5.17 | — | COM | 95766L107 |
| — | NUVEEN MD PREM INCOME MUN FD | 119,387 | $1,521 | 0.0% | $12.74 | — | COM | 67061Q107 |
| — | NUVEEN DIV ADVANTAGE MUN FD | 107,018 | $1,518 | 0.0% | $14.18 | — | COM | 67070F100 |
| — | BLACKSTONE GSO LNG SHRT CR I | 93,378 | $1,507 | 0.0% | $16.14 | — | COM SHS BN INT | 09257D102 |
| — | FLAMEL TECHNOLOGIES SA | 83,300 | $1,498 | 0.0% | $17.98 | — | SPONSORED ADR | 338488109 |
| — | NUVEEN MUN MKT OPPORTUNITY F | 108,441 | $1,486 | 0.0% | $13.70 | — | COM | 67062W103 |
| — | FIRST TR ABERDEEN GLBL OPP F | 125,477 | $1,471 | 0.0% | $11.72 | — | COM SHS | 337319107 |
| — | WESTERN ASSET GLOBAL CP DEFI | 82,596 | $1,461 | 0.0% | $17.69 | — | COM | 95790C107 |
| — | INVESCO QUALITY MUNI INC TRS | 113,806 | $1,429 | 0.0% | $12.56 | — | COM | 46133G107 |
| — | NUVEEN SELECT QUALITY MUN FD | 100,826 | $1,421 | 0.0% | $14.09 | — | COM | 670973106 |
| — | PUTNAM MUN OPPORTUNITIES TR | 115,777 | $1,419 | 0.0% | $12.26 | — | SH BEN INT | 746922103 |
| — | BLACKROCK FLOAT RATE OME STR | 100,481 | $1,397 | 0.0% | $13.90 | — | COM | 09255X100 |
| — | SOURCE CAP INC | 19,014 | $1,394 | 0.0% | $73.31 | — | COM | 836144105 |
| — | NUVEEN QUALITY PFD INCOME FD | 133,841 | $1,226 | 0.0% | $9.16 | — | COM | 67072C105 |
| — | BLACKROCK LTD DURATION INC T | 77,554 | $1,225 | 0.0% | $15.80 | — | COM SHS | 09249W101 |
| — | MONTPELIER RE HOLDINGS LTD | 31,500 | $1,211 | 0.0% | $38.44 | — | SHS | G62185106 |
| — | NUVEEN QUALITY INCOME MUN FD | 85,841 | $1,205 | 0.0% | $14.04 | — | COM | 670977107 |
| — | SURGICAL CARE AFFILIATES INC | 35,000 | $1,202 | 0.0% | $34.34 | — | COM | 86881L106 |
| OGS | ONE GAS INC | 27,769 | $1,200 | 0.0% | $42.74 | 0.0% | COM | 68235P108 |
| GLOB | GLOBANT S A | 56,438 | $1,189 | 0.0% | $15.75 | 0.0% | COM | L44385109 |
| — | PUTNAM MANAGED MUN INCOM TR | 157,647 | $1,165 | 0.0% | $7.39 | — | COM | 746823103 |
| KMI | KINDER MORGAN INC DEL | 27,367 | $1,151 | 0.0% | $23.87 | 0.0% | COM | 49456B101 |
| — | EATON VANCE MUN BD FD | 86,828 | $1,121 | 0.0% | $12.91 | — | COM | 27827X101 |
| — | NUVEEN N C PREM INCOME MUN F | 84,275 | $1,111 | 0.0% | $13.18 | — | COM | 67060P100 |
| — | MORGAN STANLEY TRUSTS | 61,127 | $1,100 | 0.0% | $18.00 | — | INCOME SECS INC | 61745P874 |
| — | NUVEEN DIVID ADV MUN FD 3 | 77,370 | $1,098 | 0.0% | $14.19 | — | COM SH BEN INT | 67070X101 |
| — | RMR REAL ESTATE INCOME FUND | 51,274 | $1,090 | 0.0% | $21.26 | — | COM | 76970B101 |
| — | QUIDEL CORP | 1,000,000 | $1,090 | 0.0% | $1.09 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | WESTERN ASSET WORLDWIDE INCO | 94,471 | $1,071 | 0.0% | $11.34 | — | COM | 957668106 |
| — | HUNTINGTON BANCSHARES INC | 800 | $1,069 | 0.0% | $1336.25 | — | PFD CONV SER A | 446150401 |
| — | NUVEEN PA INVT QUALITY MUN F | 75,505 | $1,050 | 0.0% | $13.91 | — | COM | 670972108 |
| — | CASTLE A M & CO | 1,550,000 | $1,034 | 0.0% | $0.67 | — | NOTE 7.000%12/1 | 148411AF8 |
| — | INVESCO MUN TR | 78,464 | $1,004 | 0.0% | $12.80 | — | COM | 46131J103 |
| — | INVESCO MUN OPPORTUNITY TR | 76,549 | $992 | 0.0% | $12.96 | — | COM | 46132C107 |
| XPHDX | PIONEER FLOATING RATE TR | 84,116 | $978 | 0.0% | $11.63 | — | COM | 72369J102 |
| — | TRANSAMERICA INCOME SHS INC | 47,887 | $976 | 0.0% | $20.38 | — | COM | 893506105 |
| — | NUVEEN MUN ADVANTAGE FD INC | 70,837 | $975 | 0.0% | $13.76 | — | COM | 67062H106 |
| — | MANNKIND CORP | 185,113 | $963 | 0.0% | $5.20 | — | COM | 56400P201 |
| — | NUVEEN DIVERSIFIED DIV INCM | 76,949 | $939 | 0.0% | $12.20 | — | COM | 6706EP105 |
| — | BLACKROCK MUNIYLD MICH QLTY | 66,210 | $934 | 0.0% | $14.11 | — | COM | 09254V105 |
| — | EATON VANCE SR INCOME TR | 143,381 | $933 | 0.0% | $6.51 | — | SH BEN INT | 27826S103 |
| — | WILLIAMS PARTNERS L P NEW | 18,936 | $932 | 0.0% | $49.22 | — | COM UNIT LTD PAR | 96949L105 |
| EPD | ENTERPRISE PRODS PARTNERS L | 27,660 | $911 | 0.0% | $32.94 | — | COM | 293792107 |
| — | EATON VANCE RISK MNGD DIV EQ | 83,943 | $908 | 0.0% | $10.82 | — | COM | 27829G106 |
| — | CAPITOL ACQUISITION CORP II | 891,000 | $891 | 0.0% | $1.00 | — | *W EXP 05/15/201 | 14056V113 |
| — | STATE INVS BANCORP INC | 41,625 | $874 | 0.0% | $21.00 | — | COM | 857030100 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 59,381 | $871 | 0.0% | $14.67 | — | COM | 09253X102 |
| — | NATIONSTAR MTG HLDGS INC | 35,000 | $867 | 0.0% | $24.77 | — | COM | 63861C109 |
| — | EATON VANCE FLTING RATE INC | 58,219 | $849 | 0.0% | $14.58 | — | COM | 278279104 |
| — | NUVEEN GLOBAL EQUITY INCOME | 65,200 | $840 | 0.0% | $12.88 | — | COM | 6706EH103 |
| — | COLONIAL FINL SVCS INC | 57,122 | $817 | 0.0% | $14.30 | — | COM | 19566B101 |
| — | NUVEEN CONN PREM INCOME MUN | 63,445 | $809 | 0.0% | $12.75 | — | COM | 67060D107 |
| — | TANDEM DIABETES CARE INC | 62,723 | $792 | 0.0% | $12.63 | — | COM | 875372104 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 52,293 | $770 | 0.0% | $14.72 | — | COM | 09254L107 |
| — | NEUBERGER BERMAN HGH YLD FD | 61,680 | $761 | 0.0% | $12.34 | — | COM | 64128C106 |
| — | VERSO CORP | 412,918 | $743 | 0.0% | $1.80 | — | COM | 92531L108 |
| — | HYDRA INDS ACQUISITION CORP | 2,000,000 | $740 | 0.0% | $0.37 | — | RIGHT 99/99/9999 | 448740126 |
| — | BLACKROCK MUNIYLD MICH QLTY | 56,266 | $732 | 0.0% | $13.01 | — | COM | 09254W103 |
| — | SUNOCO LOGISTICS PRTNRS L P | 17,472 | $722 | 0.0% | $41.32 | — | COM UNITS | 86764L108 |
| — | WCI CMNTYS INC | 29,516 | $707 | 0.0% | $23.95 | — | COM PAR $0.01 | 92923C807 |
| — | INVESCO TR INVT GRADE MUNS | 52,522 | $706 | 0.0% | $13.44 | — | COM | 46131M106 |
| — | ALPHA NATURAL RESOURCES INC | 2,700,000 | $704 | 0.0% | $0.26 | — | NOTE 4.875%12/1 | 02076XAF9 |
| — | ALPINE GLOBAL DYNAMIC DIVD F | 66,247 | $683 | 0.0% | $10.31 | — | COM NEW | 02082E205 |
| — | INVESCO BD FD | 36,258 | $678 | 0.0% | $18.70 | — | COM | 46132L107 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 8,690 | $667 | 0.0% | $76.75 | — | COM UNIT RP LP | 559080106 |
| — | BLUE BIRD CORP | 900,000 | $666 | 0.0% | $0.74 | — | *W EXP 01/23/201 | 095306114 |
| — | AIR METHODS CORP | 14,200 | $662 | 0.0% | $46.62 | — | COM PAR $.06 | 009128307 |
| — | PUTMAN HIGH INCOME SEC FUND | 81,230 | $662 | 0.0% | $8.15 | — | SHS BEN INT | 746779107 |
| — | ADVENT CLAYMORE ENH GRW & IN | 69,871 | $658 | 0.0% | $9.42 | — | COM | 00765E104 |
| — | NUVEEN AMT-FREE MUN INCOME F | 45,692 | $633 | 0.0% | $13.85 | — | COM | 670657105 |
| — | MFS MUN INCOME TR | 93,746 | $633 | 0.0% | $6.75 | — | SH BEN INT | 552738106 |
| XENWX | EATON VANCE NEW YORK MUN BD | 49,552 | $631 | 0.0% | $12.73 | — | COM | 27827Y109 |
| — | NUVEEN SHT DUR CR OPP FD | 36,563 | $627 | 0.0% | $17.15 | — | COM | 67074X107 |
| — | NUVEEN NY DIVID ADVNTG MUN F | 44,546 | $619 | 0.0% | $13.90 | — | COM | 67066X107 |
| GM | GENERAL MTRS CO | 16,411 | $615 | 0.0% | $28.15 | 0.0% | COM | 37045V100 |
| — | MARLIN MIDSTREAM PARTNERS LP | 27,655 | $611 | 0.0% | $22.09 | — | COM UTLTD PTN IN | 57118V100 |
| — | ANI PHARMACEUTICALS INC | 525,000 | $606 | 0.0% | $1.15 | — | NOTE 3.000%12/0 | 00182CAA1 |
| — | NUVEEN PREMIER MUN INCOME FD | 43,567 | $606 | 0.0% | $13.91 | — | COM | 670988104 |
| — | BOSTON PRIVATE FINL HLDGS IN | 117,799 | $605 | 0.0% | $5.14 | — | *W EXP 11/21/201 | 101119113 |
| — | WELLS FARGO ADVANTAGE INCOME | 67,754 | $596 | 0.0% | $8.80 | — | COM SHS | 94987B105 |
| — | MFS INVT GRADE MUN TR | 62,903 | $594 | 0.0% | $9.44 | — | SH BEN INT | 59318B108 |
| — | ALERE INC | 500,000 | $592 | 0.0% | $1.18 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | GABELLI HLTHCARE & WELLNESS | 52,418 | $590 | 0.0% | $11.26 | — | SHS | 36246K103 |
| — | REGENCY ENERGY PARTNERS L P | 25,613 | $586 | 0.0% | $22.88 | — | COM UNITS L P | 75885Y107 |
| — | NUVEEN DIVID ADVANTAGE MUN F | 40,336 | $578 | 0.0% | $14.33 | — | COM | 67066V101 |
| — | AVENUE INCOME CR STRATEGIES | 37,598 | $569 | 0.0% | $15.13 | — | COM | 05358E106 |
| — | BLACKROCK MUNI INCOME INV QL | 37,749 | $557 | 0.0% | $14.76 | — | COM | 09250G102 |
| MPLX | MPLX LP | 7,579 | $555 | 0.0% | $73.23 | — | COM UNIT REP LTD | 55336V100 |
| — | GARNERO GROUP ACQUISITION CO | 2,900,000 | $551 | 0.0% | $0.19 | — | RIGHT 06/25/2016 | G5866L132 |
| XMUSX | BLACKROCK MUNIHOLDNGS QLTY I | 40,620 | $548 | 0.0% | $13.49 | — | COM | 09254A101 |
| TRGP | TARGA RES CORP | 5,722 | $548 | 0.0% | $55.46 | 0.0% | COM | 87612G101 |
| — | TERRAPIN 3 ACQUISITION CORP | 1,700,000 | $544 | 0.0% | $0.32 | — | *W EXP 06/27/201 | 88104P112 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 36,494 | $539 | 0.0% | $14.77 | — | COM | 09254X101 |
| — | FIRST TR SR FLG RTE INCM FD | 39,041 | $539 | 0.0% | $13.81 | — | COM | 33733U108 |
| — | NUSTAR ENERGY LP | 8,726 | $530 | 0.0% | $60.74 | — | UNIT COM | 67058H102 |
| — | NUVEEN QUALITY PFD INCOME FD | 61,844 | $528 | 0.0% | $8.54 | — | COM | 67071S101 |
| — | HOLLY ENERGY PARTNERS L P | 16,782 | $528 | 0.0% | $31.46 | — | COM UT LTD PTN | 435763107 |
| — | ROSE ROCK MIDSTREAM L P | 11,040 | $524 | 0.0% | $47.46 | — | COM U REP LTD | 777149105 |
| CQP | CHENIERE ENERGY PARTNERS LP | 17,460 | $523 | 0.0% | $29.95 | — | COM UNIT | 16411Q101 |
| — | ENLINK MIDSTREAM PARTNERS LP | 20,970 | $519 | 0.0% | $24.75 | — | COM UNIT REP LTD | 29336U107 |
| — | TALLGRASS ENERGY PARTNERS LP | 10,248 | $518 | 0.0% | $50.55 | — | COM UNIT | 874697105 |
| — | TRANSMONTAIGNE PARTNERS L P | 15,988 | $516 | 0.0% | $32.27 | — | COM UNIT L P | 89376V100 |
| — | ONEOK PARTNERS LP | 12,635 | $516 | 0.0% | $40.84 | — | UNIT LTD PARTN | 68268N103 |
| — | NEUBERGER BERMAN RE ES SEC F | 95,029 | $515 | 0.0% | $5.42 | — | COM | 64190A103 |
| — | WESTERN GAS PARTNERS LP | 7,781 | $512 | 0.0% | $65.80 | — | COM UNIT LP IN | 958254104 |
| — | MARKWEST ENERGY PARTNERS L P | 7,314 | $483 | 0.0% | $66.04 | — | UNIT LTD PARTN | 570759100 |
| — | CRESTWOOD MIDSTREAM PARTNERS | 33,135 | $481 | 0.0% | $14.52 | — | UNIT LTD PARTNER | 226378107 |
| — | WESTERN ASSET GLB HI INCOME | 43,292 | $481 | 0.0% | $11.11 | — | COM | 95766B109 |
| MMLP | MARTIN MIDSTREAM PRTNRS L P | 13,463 | $477 | 0.0% | $35.43 | — | UNIT L P INT | 573331105 |
| — | WESTERN ASSET GLB PTNRS INCO | 49,783 | $476 | 0.0% | $9.56 | — | COM | 95766G108 |
| — | PHILLIPS 66 PARTNERS LP | 6,737 | $476 | 0.0% | $70.65 | — | COM UNIT REP INT | 718549207 |
| — | QEP MIDSTREAM PARTNERS LP | 29,955 | $470 | 0.0% | $15.69 | — | COM UNIT RP LTD | 74735R115 |
| — | NUVEEN MUN OPPORTUNITY FD IN | 31,859 | $468 | 0.0% | $14.69 | — | COM | 670984103 |
| — | GENERAL MTRS CO | 356,485 | $463 | 0.0% | $1.30 | — | *W EXP 12/31/201 | 37045V134 |
| GEL | GENESIS ENERGY L P | 9,660 | $454 | 0.0% | $47.00 | — | UNIT LTD PARTN | 371927104 |
| KTOS | KRATOS DEFENSE & SEC SOLUTIO | 80,923 | $448 | 0.0% | $5.40 | 0.0% | COM NEW | 50077B207 |
| — | VALERO ENERGY PARTNERS LP | 9,224 | $446 | 0.0% | $48.35 | — | COM UNT REP LP | 91914J102 |
| — | APOLLO SR FLOATING RATE FD I | 24,681 | $440 | 0.0% | $17.83 | — | COM | 037636107 |
| — | SPECTRA ENERGY PARTNERS LP | 8,497 | $440 | 0.0% | $51.78 | — | COM | 84756N109 |
| ATLC | ATLANTICUS HLDGS CORP | 191,430 | $436 | 0.0% | $2.61 | 0.0% | COM | 04914Y102 |
| — | NUVEEN DIVID ADVANTAGE MUN I | 29,757 | $432 | 0.0% | $14.52 | — | COM | 67071L106 |
| — | AMERIGAS PARTNERS L P | 8,953 | $427 | 0.0% | $47.69 | — | UNIT L P INT | 030975106 |
| — | ENABLE MIDSTREAM PARTNERS LP | 25,923 | $425 | 0.0% | $16.39 | — | COM UNIT RP IN | 292480100 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 13,195 | $424 | 0.0% | $32.13 | — | COM UNIT LTD | 866142102 |
| — | BLACKROCK FLOATING RATE INCO | 31,373 | $423 | 0.0% | $13.48 | — | COM | 091941104 |
| — | CAMBRIDGE CAP ACQUISITION CO | 1,760,000 | $422 | 0.0% | $0.24 | — | *W EXP 12/17/201 | 13215Q114 |
| — | COHEN & STEERS LTD DUR PFD I | 17,519 | $422 | 0.0% | $24.09 | — | COM | 19248C105 |
| — | NUVEEN QUALITY PFD INC FD 3 | 48,469 | $420 | 0.0% | $8.67 | — | COM | 67072W101 |
| — | TC PIPELINES LP | 6,375 | $415 | 0.0% | $65.10 | — | UT COM LTD PRT | 87233Q108 |
| — | ENBRIDGE ENERGY PARTNERS L P | 11,378 | $410 | 0.0% | $36.03 | — | COM | 29250R106 |
| — | VOYA PRIME RATE TR | 74,097 | $410 | 0.0% | $5.53 | — | SH BEN INT | 92913A100 |
| — | BUCKEYE PARTNERS L P | 5,416 | $409 | 0.0% | $75.52 | — | UNIT LTD PARTN | 118230101 |
| — | DCP MIDSTREAM PARTNERS LP | 11,024 | $407 | 0.0% | $36.92 | — | COM UT LTD PTN | 23311P100 |
| — | TEEKAY LNG PARTNERS L P | 10,685 | $399 | 0.0% | $37.34 | — | PRTNRSP UNITS | Y8564M105 |
| PAA | PLAINS ALL AMERN PIPELINE L | 8,056 | $393 | 0.0% | $48.78 | — | UNIT LTD PARTN | 726503105 |
| — | BOARDWALK PIPELINE PARTNERS | 23,883 | $385 | 0.0% | $16.12 | — | UT LTD PARTNER | 096627104 |
| XBTAX | BLACKROCK LONG-TERM MUNI ADV | 32,856 | $378 | 0.0% | $11.50 | — | COM | 09250B103 |
| — | BLACKROCK MUNICIPL INC QLTY | 26,030 | $374 | 0.0% | $14.37 | — | COM | 092479104 |
| — | INVESCO TR INVT GRADE NY MUN | 26,999 | $373 | 0.0% | $13.82 | — | COM | 46131T101 |
| — | NUVEEN VA PREM INCOME MUN FD | 26,777 | $364 | 0.0% | $13.59 | — | COM | 67064R102 |
| — | BLACKROCK MUNIYIELD NJ QLTY | 24,941 | $363 | 0.0% | $14.55 | — | COM | 09255A100 |
| — | ROYAL BK SCOTLAND GROUP PLC | 35,877 | $362 | 0.0% | $10.09 | — | SPONS ADR 20 ORD | 780097689 |
| — | BOULEVARD ACQUISITION CORP | 600,000 | $360 | 0.0% | $0.60 | — | *W EXP 02/19/201 | 10157P112 |
| — | COHEN & STEERS TOTAL RETURN | 26,005 | $356 | 0.0% | $13.69 | — | COM | 19247R103 |
| — | SWISS HELVETIA FD INC | 30,047 | $347 | 0.0% | $11.55 | — | COM | 870875101 |
| — | BLACKROCK MUNIYLD INVST QLTY | 24,672 | $344 | 0.0% | $13.94 | — | COM | 09254T100 |
| — | SEVENTY SEVEN ENERGY INC | 82,312 | $342 | 0.0% | $4.15 | — | COM | 818097107 |
| — | NICHOLAS FINANCIAL INC | 24,095 | $338 | 0.0% | $14.03 | — | COM NEW | 65373J209 |
| — | ENERGY TRANSFER PRTNRS L P | 6,042 | $337 | 0.0% | $55.78 | — | UNIT LTD PARTN | 29273R109 |
| ENVA | ENOVA INTL INC | 16,509 | $325 | 0.0% | $21.79 | 0.0% | COM | 29357K103 |
| — | TARGA RESOURCES PARTNERS LP | 7,849 | $325 | 0.0% | $41.41 | — | COM UNIT | 87611X105 |
| — | HYDRA INDS ACQUISITION CORP | 2,000,000 | $320 | 0.0% | $0.16 | — | *W EXP 10/20/202 | 448740118 |
| — | NUVEEN GA DIV ADV MUN FD 2 | 22,567 | $291 | 0.0% | $12.89 | — | COM | 67072B107 |
| UE | URBAN EDGE PPTYS | 12,050 | $286 | 0.0% | $23.73 | — | COM | 91704F104 |
| — | EAGLE ROCK ENERGY PARTNERS L | 117,574 | $274 | 0.0% | $2.33 | — | UNIT | 26985R104 |
| — | BLACKROCK MUNIYIELD PA QLTY | 18,227 | $264 | 0.0% | $14.48 | — | COM | 09255G107 |
| PANL | PANGAEA LOGISTICS SOLUTION L | 96,200 | $256 | 0.0% | $2.46 | 0.0% | SHS | G6891L105 |
| — | DEUTSCHE HIGH INCOME TR | 28,872 | $256 | 0.0% | $8.87 | — | SHS | 25155R100 |
| INDB | INDEPENDENT BANK CORP MASS | 5,821 | $255 | 0.0% | $30.30 | 0.0% | COM | 453836108 |
| — | NUVEEN PREM INCOME MUN FD 4 | 18,771 | $251 | 0.0% | $13.37 | — | COM | 6706K4105 |
| — | INVESCO HIGH INCOME TR II | 16,069 | $243 | 0.0% | $15.12 | — | COM | 46131F101 |
| — | NUVEEN SR INCOME FD | 36,336 | $242 | 0.0% | $6.66 | — | COM | 67067Y104 |
| KEYS | KEYSIGHT TECHNOLOGIES INC | 6,438 | $239 | 0.0% | $36.04 | 0.0% | COM | 49338L103 |
| — | CYPRESS SEMICONDUCTOR CORP | 16,504 | $233 | 0.0% | $14.12 | — | COM | 232806109 |
| — | BLACKROCK MUNIHLDS INVSTM QL | 16,191 | $233 | 0.0% | $14.39 | — | COM | 09254P108 |
| — | COMMUNITY HEALTH SYS INC NEW | 10,360,044 | $228 | 0.0% | $0.02 | — | RIGHT 01/27/2016 | 203668116 |
| — | NUVEEN MASS PREM INCOME MUN | 16,958 | $227 | 0.0% | $13.39 | — | COM | 67061E104 |
| — | NUVEEN CA DIV ADVANTG MUN FD | 15,292 | $221 | 0.0% | $14.45 | — | COM | 67069X104 |
| — | CALLIDUS SOFTWARE INC | 16,962 | $215 | 0.0% | $12.68 | — | COM | 13123E500 |
| — | PARAMOUNT GOLD & SILVER CORP | 212,022 | $214 | 0.0% | $1.01 | — | COM | 69924P102 |
| — | STONE HBR EMERG MKTS TL INC | 14,330 | $207 | 0.0% | $14.45 | — | COM | 86164W100 |
| — | NUVEEN CAL AMT-FREE MUN INC | 13,760 | $206 | 0.0% | $14.97 | — | COM | 670651108 |
| — | NUVEEN NY PERFORM PLUS MUN F | 13,840 | $204 | 0.0% | $14.74 | — | COM | 67062R104 |
| — | ELLSWORTH GROWTH & INCOME FD | 21,272 | $186 | 0.0% | $8.74 | — | COM | 289074106 |
| — | ROI ACQUISITION CORP II | 1,050,000 | $181 | 0.0% | $0.17 | — | *W EXP 09/17/201 | 74966G119 |
| — | HANCOCK JOHN INCOME SECS TR | 12,421 | $178 | 0.0% | $14.33 | — | COM | 410123103 |
| — | NUVEEN CA DIV ADV MUNI FD 3 | 12,768 | $175 | 0.0% | $13.71 | — | COM SH BEN INT | 67070Y109 |
| — | FORT DEARBORN INCOME SECS IN | 11,290 | $162 | 0.0% | $14.35 | — | COM | 347200107 |
| — | HANCOCK JOHN PREMUIM DIV FD | 11,661 | $162 | 0.0% | $13.89 | — | COM SH BEN INT | 41013T105 |
| — | AR CAP ACQUISITION CORP | 750,000 | $150 | 0.0% | $0.20 | — | *W EXP 10/06/201 | 00191R117 |
| — | RICE MIDSTREAM PARTNERS LP | 10,400 | $147 | 0.0% | $14.13 | — | UNIT LTD PARTN | 762819100 |
| — | WESTERN ASSET INCOME FD | 10,554 | $146 | 0.0% | $13.83 | — | COM | 95766T100 |
| XXHYBXX | NEW AMER HIGH INCOME FD INC | 15,268 | $138 | 0.0% | $9.04 | — | COM NEW | 641876800 |
| — | LMP REAL ESTATE INCOME FD IN | 10,199 | $133 | 0.0% | $13.04 | — | COM | 50208C108 |
| — | LAKES ENTMNT INC | 12,400 | $106 | 0.0% | $8.55 | — | COM NEW | 51206P208 |
| — | C B PHARMA ACQUISITION CORP | 350,000 | $102 | 0.0% | $0.29 | — | RIGHT 06/17/2016 | G2029P134 |
| — | 1347 CAP CORP | 500,600 | $100 | 0.0% | $0.20 | — | *W EXP 07/15/202 | 68245V129 |
| — | 1347 CAP CORP | 500,600 | $100 | 0.0% | $0.20 | — | RIGHT 07/21/2016 | 68245V111 |
| — | ATLAS ENERGY GROUP LLC | 15,815 | $95 | 0.0% | $6.01 | — | COM | 04929Q102 |
| — | ABERDEEN GLOBAL INCOME FD IN | 10,099 | $94 | 0.0% | $9.31 | — | COM | 003013109 |
| — | SPROTT FOCUS TR INC | 12,837 | $93 | 0.0% | $7.24 | — | COM | 85208J109 |
| — | LIBERTY ALL-STAR GROWTH FD I | 17,527 | $91 | 0.0% | $5.19 | — | COM | 529900102 |
| UUUU | ENERGY FUELS INC | 17,980 | $81 | 0.0% | $4.84 | 0.0% | COM NEW | 292671708 |
| — | ASSOCIATED BANC CORP | 23,450 | $59 | 0.0% | $2.52 | — | *W EXP 11/21/201 | 045487113 |
| — | DT ASIA INVTS LTD | 225,112 | $36 | 0.0% | $0.16 | — | RIGHT 03/30/2016 | G2615J112 |
| — | VALLEY NATL BANCORP | 116,185 | $23 | 0.0% | $0.20 | — | *W EXP 11/14/201 | 919794131 |
| — | URANERZ ENERGY CORP | 16,400 | $18 | 0.0% | $1.10 | — | COM | 91688T104 |