CIK: 0001167456 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 14, 2015
Total Value ($000): $7,880,567 (64.8% shares, 35.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | VERISIGN INC | 163,175,000 | $301,466 | 3.8% | $1.85 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | NOVELLUS SYS INC | 97,414,000 | $232,150 | 2.9% | $2.05 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | MICROCHIP TECHNOLOGY INC | 107,625,000 | $205,967 | 2.6% | $1.96 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | DRESSER-RAND GROUP INC | 2,369,124 | $201,802 | 2.6% | $81.48 | — | COM | 261608103 |
| — | FAMILY DLR STORES INC | 2,331,792 | $183,769 | 2.3% | $79.18 | — | COM | 307000109 |
| — | INTEL CORP | 111,151,000 | $169,297 | 2.1% | $1.58 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | SIGMA ALDRICH CORP | 1,159,129 | $161,525 | 2.0% | $138.25 | — | COM | 826552101 |
| — | DIRECTV | 1,680,593 | $155,942 | 2.0% | $86.26 | — | COM | 25490A309 |
| — | TYSON FOODS INC | 2,754,625 | $143,268 | 1.8% | $49.94 | — | UNIT 99/99/9999 | 902494301 |
| — | SOUTHWESTERN ENERGY CO | 2,840,650 | $141,944 | 1.8% | $50.39 | — | DEP SHS 1/20 B | 845467208 |
| — | MGIC INVT CORP WIS | 84,025,000 | $140,322 | 1.8% | $1.47 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | SUNEDISON INC | 66,975,000 | $140,313 | 1.8% | $1.72 | — | NOTE 2.000%10/0 | 86732YAC3 |
| — | HUDSON CITY BANCORP | 14,198,026 | $140,276 | 1.8% | $10.48 | — | COM | 443683107 |
| — | CATAMARAN CORP | 2,282,989 | $139,445 | 1.8% | $60.76 | — | COM | 148887102 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 1,099,275 | $138,921 | 1.8% | $135.26 | — | MAN COV SEC 16 | N31738110 |
| — | HOSPIRA INC | 1,561,240 | $138,498 | 1.8% | $87.84 | — | COM | 441060100 |
| — | FREESCALE SEMICONDUCTOR LTD | 3,398,076 | $135,821 | 1.7% | $40.11 | — | SHS | G3727Q101 |
| — | WELLPOINT INC | 59,354,000 | $130,542 | 1.7% | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | PEPCO HOLDINGS INC | 4,759,129 | $128,211 | 1.6% | $26.84 | — | COM | 713291102 |
| — | T MOBILE US INC | 1,793,800 | $123,862 | 1.6% | $60.71 | — | CONV PFD SER A | 872590203 |
| — | ADVENT SOFTWARE INC | 2,792,671 | $123,464 | 1.6% | $44.18 | — | COM | 007974108 |
| — | BROADCOM CORP | 2,268,599 | $116,810 | 1.5% | $51.49 | — | CL A | 111320107 |
| — | YAHOO INC | 2,911,635 | $114,398 | 1.5% | $43.52 | — | COM | 984332106 |
| — | BAKER HUGHES INC | 1,849,555 | $114,118 | 1.4% | $63.58 | — | COM | 057224107 |
| — | SANDISK CORP | 78,206,000 | $101,521 | 1.3% | $1.37 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | DOMINION RES INC VA NEW | 1,833,225 | $98,820 | 1.3% | $56.27 | — | UNIT 07/01/2016 | 25746U885 |
| — | TESLA MTRS INC | 43,825,000 | $95,648 | 1.2% | $1.61 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | HEALTH CARE REIT INC | 1,559,900 | $93,594 | 1.2% | $67.25 | — | PFD PER CON I | 42217K601 |
| — | SUSQUEHANNA BANCSHARES INC P | 6,477,451 | $91,462 | 1.2% | $13.84 | — | COM | 869099101 |
| — | POLYPORE INTL INC | 1,474,800 | $88,311 | 1.1% | $58.90 | — | COM | 73179V103 |
| — | TIME WARNER CABLE INC | 463,182 | $82,525 | 1.0% | $149.88 | — | COM | 88732J207 |
| — | DOMINION RES INC VA NEW | 1,446,625 | $77,662 | 1.0% | $56.32 | — | UNIT 04/01/2013 | 25746U703 |
| — | CITY NATL CORP | 846,673 | $76,531 | 1.0% | $89.51 | — | COM | 178566105 |
| HE | HAWAIIAN ELEC INDUSTRIES | 2,549,147 | $75,786 | 1.0% | $33.33 | -6.7% | COM | 419870100 |
| — | DEALERTRACK TECHNOLOGIES INC | 1,206,586 | $75,762 | 1.0% | $62.79 | — | COM | 242309102 |
| — | CLECO CORP NEW | 1,383,801 | $74,518 | 0.9% | $54.41 | — | COM | 12561W105 |
| BAX | BAXTER INTL INC | 1,065,000 | $74,475 | 0.9% | $31.47 | 0.0% | COM | 071813109 |
| — | INFORMATICA CORP | 1,503,607 | $72,880 | 0.9% | $48.47 | — | COM | 45666Q102 |
| — | ORBITZ WORLDWIDE INC | 6,052,138 | $69,115 | 0.9% | $11.64 | — | COM | 68557K109 |
| — | ANN INC | 1,339,412 | $64,680 | 0.8% | $48.29 | — | COM | 035623107 |
| — | CROWN CASTLE INTL CORP NEW | 624,850 | $64,485 | 0.8% | $104.37 | — | CNV PFD STK SR A | 22822V200 |
| — | SUNEDISON INC | 28,975,000 | $61,463 | 0.8% | $1.75 | — | NOTE 2.750% 1/0 | 86732YAD1 |
| — | OFFICE DEPOT INC | 6,980,063 | $60,447 | 0.8% | $8.93 | — | COM | 676220106 |
| — | MICRON TECHNOLOGY INC | 29,975,000 | $60,156 | 0.8% | $2.82 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | ALTERA CORP | 1,170,005 | $59,904 | 0.8% | $51.20 | — | COM | 021441100 |
| — | PALL CORP | 452,333 | $56,293 | 0.7% | $124.45 | — | COM | 696429307 |
| — | ROSETTA RESOURCES INC | 2,417,704 | $55,946 | 0.7% | $23.14 | — | COM | 777779307 |
| — | CHENIERE ENERGY INC | 73,975,000 | $55,759 | 0.7% | $0.82 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | ASSOCIATED ESTATES RLTY CORP | 1,943,456 | $55,641 | 0.7% | $28.63 | — | COM | 045604105 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 51,200,000 | $54,624 | 0.7% | $1.03 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | MGIC INVT CORP WIS | 46,550,000 | $53,678 | 0.7% | $1.12 | — | NOTE 5.000% 5/0 | 552848AD5 |
| — | IGATE CORP | 1,123,498 | $53,580 | 0.7% | $47.69 | — | COM | 45169U105 |
| — | ELECTRONIC ARTS INC | 24,750,000 | $51,758 | 0.7% | $1.85 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | OMNICARE INC | 531,720 | $50,115 | 0.6% | $94.25 | — | COM | 681904108 |
| — | MERITOR INC | 28,275,000 | $44,816 | 0.6% | $1.50 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | HERBALIFE LTD | 49,950,000 | $44,331 | 0.6% | $0.83 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | WEBMD HEALTH CORP | 40,375,000 | $43,555 | 0.6% | $1.06 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | STARWOOD PPTY TR INC | 37,800,000 | $39,572 | 0.5% | $1.10 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | HCC INS HLDGS INC | 499,058 | $38,348 | 0.5% | $76.84 | — | COM | 404132102 |
| — | ANTHEM INC | 700,000 | $37,058 | 0.5% | $52.94 | — | UNIT 05/01/20188 | 036752202 |
| — | EXCEL TR INC | 2,330,893 | $36,758 | 0.5% | $15.77 | — | COM | 30068C109 |
| — | WL ROSS HLDG CORP | 3,430,800 | $35,715 | 0.5% | $10.00 | — | COM SHS | 92939D104 |
| — | EQUINIX INC | 10,950,000 | $34,698 | 0.4% | $2.89 | — | NOTE 4.750% 6/1 | 29444UAH9 |
| — | UTI WORLDWIDE INC | 33,525,000 | $34,405 | 0.4% | $1.13 | — | NOTE 4.500% 3/0 | 90349LAB0 |
| — | HEALTH CARE REIT INC | 25,175,000 | $32,476 | 0.4% | $1.49 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | MEADWESTVACO CORP | 687,905 | $32,462 | 0.4% | $49.87 | — | COM | 583334107 |
| — | MICRON TECHNOLOGY INC | 15,700,000 | $31,645 | 0.4% | $2.78 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | QUINPARIO ACQUISITION CORP 2 | 3,132,926 | $30,891 | 0.4% | $9.86 | — | COM | 74874U101 |
| — | UNITED STATES STL CORP NEW | 27,229,000 | $30,139 | 0.4% | $1.18 | — | NOTE 2.750% 4/0 | 912909AH1 |
| — | CONVERGYS CORP | 12,550,000 | $28,708 | 0.4% | $2.10 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | GP INVTS ACQUISITION COR | 2,750,000 | $27,803 | 0.4% | $10.11 | — | UNIT 99/99/9999 | G40357116 |
| — | PROSPECT CAPITAL CORPORATION | 29,050,000 | $27,380 | 0.3% | $0.94 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | INTEGRATED SILICON SOLUTION | 1,234,956 | $27,342 | 0.3% | $20.64 | — | COM | 45812P107 |
| — | SPIRIT RLTY CAP INC NEW | 28,225,000 | $26,655 | 0.3% | $0.98 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | RADIAN GROUP INC | 14,208,000 | $25,281 | 0.3% | $1.61 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | STARWOOD PPTY TR INC | 24,150,000 | $24,437 | 0.3% | $1.05 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | STARWOOD PPTY TR INC | 22,825,000 | $24,252 | 0.3% | $1.16 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | MICREL INC | 1,737,367 | $24,149 | 0.3% | $13.90 | — | COM | 594793101 |
| — | HOME PROPERTIES INC | 320,527 | $23,414 | 0.3% | $73.05 | — | COM | 437306103 |
| — | GARNERO GROUP ACQUISITION CO | 2,370,000 | $23,273 | 0.3% | $9.60 | — | SHS | G5866L108 |
| — | PDL BIOPHARMA INC | 23,925,000 | $22,804 | 0.3% | $0.96 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | SQUARE 1 FINL INC | 798,350 | $21,835 | 0.3% | $26.78 | — | CL A | 85223W101 |
| — | HUDSON VALLEY HOLDING CORP | 766,355 | $21,619 | 0.3% | $26.31 | — | COM | 444172100 |
| — | HYDRA INDS ACQUISITION CORP | 2,000,000 | $19,300 | 0.2% | $9.45 | — | COM | 448740100 |
| — | GRAFTECH INTL LTD | 3,868,853 | $19,190 | 0.2% | $4.96 | — | COM | 384313102 |
| — | ALCATEL-LUCENT | 5,265,999 | $19,063 | 0.2% | $3.62 | — | SPONSORED ADR | 013904305 |
| — | TTM TECHNOLOGIES INC | 16,300,000 | $19,061 | 0.2% | $1.13 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | GENCORP INC | 8,250,000 | $18,882 | 0.2% | $2.58 | — | SDCV 4.062%12/3 | 368682AN0 |
| — | RTI INTL METALS INC | 590,721 | $18,620 | 0.2% | $34.51 | — | COM | 74973W107 |
| — | STANDARD PAC CORP NEW | 14,730,000 | $17,989 | 0.2% | $1.24 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| — | CIENA CORP | 12,710,000 | $17,929 | 0.2% | $1.28 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | MONTPELIER RE HOLDINGS LTD | 440,119 | $17,385 | 0.2% | $39.43 | — | SHS | G62185106 |
| — | CDK GLOBAL INC | 314,992 | $17,003 | 0.2% | $46.76 | — | COM | 12508E101 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 11,400,000 | $17,000 | 0.2% | $1.41 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | ACORDA THERAPEUTICS INC | 16,550,000 | $16,840 | 0.2% | $1.02 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | MICRON TECHNOLOGY INC | 9,315,000 | $16,755 | 0.2% | $2.37 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | HARMONY MERGER CORP | 1,631,880 | $15,992 | 0.2% | $9.80 | — | COM | 413247107 |
| PRGO | PERRIGO CO PLC | 86,500 | $15,988 | 0.2% | $190.62 | 0.0% | SHS | G97822103 |
| — | CAMBRIDGE CAP ACQUISITION CO | 1,584,000 | $15,840 | 0.2% | $10.05 | — | COM | 13215Q106 |
| — | VECTOR GROUP LTD | 10,625,000 | $15,705 | 0.2% | $1.41 | — | FRNT 1/1 | 92240MAY4 |
| — | HOLOGIC INC | 9,150,000 | $15,338 | 0.2% | $1.47 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | TERRAPIN 3 ACQUISITION CORP | 1,530,000 | $15,224 | 0.2% | $9.60 | — | COM CL A | 88104P104 |
| — | CEMEX SAB DE CV | 12,875,000 | $14,364 | 0.2% | $1.12 | — | NOTE 3.250% 3/1 | 151290BB8 |
| — | AMERICAN TOWER CORP NEW | 141,426 | $14,293 | 0.2% | $103.13 | — | PFD CONV SER A | 03027X308 |
| HUM | HUMANA INC | 73,442 | $14,048 | 0.2% | $170.85 | 0.0% | COM | 444859102 |
| — | STILLWATER MNG CO | 12,450,000 | $13,376 | 0.2% | $1.14 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | RED HAT INC | 171,661 | $13,034 | 0.2% | $75.75 | — | COM | 756577102 |
| — | AMSURG CORP | 92,875 | $12,718 | 0.2% | $124.12 | — | PFD CNV SR A-1 % | 03232P504 |
| — | ALON USA ENERGY INC | 8,400,000 | $11,792 | 0.1% | $1.28 | — | NOTE 3.000% 9/1 | 020520AB8 |
| — | ELECTRUM SPL ACQUISITION COR | 1,100,000 | $11,022 | 0.1% | $10.02 | — | UNIT 99/99/9999 | G3105C120 |
| — | RAMBUS INC DEL | 8,175,000 | $10,888 | 0.1% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | MEADOWBROOK INS GROUP INC | 9,375,000 | $10,787 | 0.1% | $1.14 | — | DBCV 5.000% 3/1 | 58319PAC2 |
| — | CEMEX SAB DE CV | 8,900,000 | $10,513 | 0.1% | $1.19 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | ISTAR FINL INC | 8,466,000 | $10,223 | 0.1% | $1.20 | — | NOTE 3.000%11/1 | 45031UBR1 |
| — | WEBMD HEALTH CORP | 9,850,000 | $10,078 | 0.1% | $1.02 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | COWEN GROUP INC NEW | 7,600,000 | $9,961 | 0.1% | $1.14 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | OMNICARE CAP TR II | 84,900 | $9,801 | 0.1% | $94.53 | — | PFD B TR 4.00% | 68214Q200 |
| — | KYTHERA BIOPHARMACEUTICALS I | 129,400 | $9,745 | 0.1% | $75.31 | — | COM | 501570105 |
| — | ROI ACQUISITION CORP II | 945,000 | $9,686 | 0.1% | $9.86 | — | COM | 74966G101 |
| — | MEADOWBROOK INS GROUP INC | 1,116,465 | $9,602 | 0.1% | $8.50 | — | COM | 58319P108 |
| — | MYLAN N V | 140,035 | $9,503 | 0.1% | $67.86 | — | SHS EURO | N59465109 |
| — | LIBERTY INTERACTIVE CORP | 240,286 | $9,436 | 0.1% | $42.01 | — | LBT VENT COM A | 53071M880 |
| — | SEQUENOM INC | 9,450,000 | $9,255 | 0.1% | $0.98 | — | NOTE 5.000% 1/0 | 817337AC2 |
| — | AR CAP ACQUISITION CORP | 1,010,000 | $9,161 | 0.1% | $9.51 | — | COM | 00191R109 |
| — | HEALTHWAYS INC | 9,775,000 | $9,158 | 0.1% | $1.17 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | WEBMD HEALTH CORP | 9,075,000 | $9,149 | 0.1% | $1.01 | — | NOTE 2.250% 3/3 | 94770VAH5 |
| — | GLOBAL DEFENSE & NATL SEC SY | 870,500 | $9,140 | 0.1% | $10.36 | — | COM | 37953N108 |
| — | NORTHSTAR ASSET MGMT GROUP I | 491,644 | $9,090 | 0.1% | $23.34 | — | COM | 66705Y104 |
| — | SPIRIT RLTY CAP INC NEW | 9,675,000 | $9,046 | 0.1% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| ADP | AUTOMATIC DATA PROCESSING IN | 110,901 | $8,898 | 0.1% | $67.89 | -0.4% | COM | 053015103 |
| — | FINTECH ACQUISITION CORP | 890,000 | $8,633 | 0.1% | $9.70 | — | COM | 31809H100 |
| — | HERITAGE FINL GROUP INC | 272,676 | $8,229 | 0.1% | $27.79 | — | COM | 42726X102 |
| — | CIGNA CORPORATION | 49,100 | $7,954 | 0.1% | $162.00 | — | COM | 125509109 |
| — | AROWANA INC | 800,000 | $7,816 | 0.1% | $9.77 | — | SHS | G05011104 |
| — | NORTHSTAR RLTY FIN CORP | 484,641 | $7,706 | 0.1% | $17.96 | — | COM NEW | 66704R704 |
| TKR | TIMKEN CO | 206,017 | $7,534 | 0.1% | $41.47 | -3.9% | COM | 887389104 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 6,775,000 | $7,440 | 0.1% | $1.21 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | CAPITOL ACQUISITION CORP II | 704,258 | $7,430 | 0.1% | $10.11 | — | COM | 14056V105 |
| — | WEYERHAEUSER CO | 138,222 | $7,218 | 0.1% | $54.97 | — | PREF CONV SER A | 962166872 |
| — | BIO-REFERENCE LABS INC | 174,531 | $7,199 | 0.1% | $41.25 | — | COM $.01 NEW | 09057G602 |
| — | GENERAL CABLE CORP DEL NEW | 8,622,000 | $7,189 | 0.1% | $0.80 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | TIME INC NEW | 308,630 | $7,102 | 0.1% | $22.44 | — | COM | 887228104 |
| — | AMTRUST FINL SVCS INC | 7,250,000 | $7,046 | 0.1% | $0.91 | — | NOTE 2.750%12/1 | 032359AG6 |
| — | LUMENIS LTD | 503,702 | $6,911 | 0.1% | $13.72 | — | SHS CL B | M6778Q121 |
| — | ON SEMICONDUCTOR CORP | 5,564,000 | $6,906 | 0.1% | $1.24 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | SPECTRUM PHARMACEUTICALS INC | 7,250,000 | $6,842 | 0.1% | $0.92 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | TORNIER N V | 262,374 | $6,557 | 0.1% | $26.22 | — | SHS | N87237108 |
| — | AMYRIS INC | 9,350,000 | $6,212 | 0.1% | $0.66 | — | NOTE 6.500% 5/1 | 03236MAC5 |
| — | QUALITY DISTR INC FLA | 397,516 | $6,146 | 0.1% | $15.46 | — | COM | 74756M102 |
| — | ACCURAY INC | 4,500,000 | $6,086 | 0.1% | $1.78 | — | DEBT 3.500% 2/0 | 004397AF2 |
| HLF | HERBALIFE LTD | 106,041 | $5,842 | 0.1% | $17.08 | +41.8% | COM USD SHS | G4412G101 |
| — | COMMUNICATIONS SALES&LEAS IN | 235,387 | $5,819 | 0.1% | $24.72 | — | COM | 20341J104 |
| — | LEVY ACQUISITION CORP | 962,100 | $5,580 | 0.1% | $4.15 | — | *W EXP 11/19/201 | 52748T112 |
| MTUS | TIMKENSTEEL CORP | 201,323 | $5,434 | 0.1% | $28.98 | +0.8% | COM | 887399103 |
| SYF | SYNCHRONY FINL | 162,361 | $5,347 | 0.1% | $24.90 | +2.4% | COM | 87165B103 |
| — | BARINGTON HILCO ACQUISITION | 545,520 | $5,292 | 0.1% | $9.70 | — | COM | 06759V101 |
| — | RENEWABLE ENERGY GROUP INC | 4,900,000 | $5,225 | 0.1% | $0.93 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | TALEN ENERGY CORP | 300,066 | $5,149 | 0.1% | $17.16 | — | COM | 87422J105 |
| — | ATLANTIC ALLIANCE PARTNER CO | 500,000 | $5,075 | 0.1% | $10.15 | — | SHS | G04897107 |
| KMB | KIMBERLY CLARK CORP | 47,635 | $5,048 | 0.1% | $76.32 | -0.6% | COM | 494368103 |
| VTGDF 7.875 09/01/42 | VANTAGE DRILLING COMPANY | 5,250,000 | $5,027 | 0.1% | $0.91 | — | NOTE 7.875% 9/0 | G93205AA3 |
| — | INTEL CORP | 4,150,000 | $5,003 | 0.1% | $1.21 | — | SDCV 12/1 | 458140AD2 |
| — | FRONTIER COMMUNICATIONS CORP | 50,000 | $4,984 | 0.1% | $99.68 | — | PFD CONV SER-A | 35906A207 |
| — | PARTNERRE LTD | 38,467 | $4,943 | 0.1% | $128.50 | — | COM | G6852T105 |
| — | CLICKSOFTWARE TECHNOLOGIES L | 369,162 | $4,640 | 0.1% | $12.57 | — | ORD | M25082104 |
| — | KOHLBERG CAPITAL CORP | 4,375,000 | $4,621 | 0.1% | $1.11 | — | NOTE 8.750% 3/1 | 500233AB7 |
| — | ALAMOS GOLD INC | 808,000 | $4,576 | 0.1% | $5.66 | — | COM | 011527108 |
| — | BLACKROCK CORE BD TR | 360,678 | $4,570 | 0.1% | $13.82 | — | SHS BEN INT | 09249E101 |
| — | COHEN & STEERS QUALITY RLTY | 426,616 | $4,561 | 0.1% | $12.42 | — | COM | 19247L106 |
| — | ARES CAP CORP | 4,425,000 | $4,530 | 0.1% | $1.04 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | BLACKROCK CORPOR HI YLD FD I | 415,327 | $4,481 | 0.1% | $11.15 | — | COM | 09255P107 |
| — | BLACKROCK MUN TARGET TERM TR | 217,949 | $4,418 | 0.1% | $20.97 | — | COM SHS BEN IN | 09257P105 |
| — | 1347 CAP CORP | 450,540 | $4,393 | 0.1% | $9.60 | — | COM | 68245V103 |
| DNOW | NOW INC | 220,504 | $4,390 | 0.1% | $23.25 | -1.7% | COM | 67011P100 |
| — | CITRIX SYS INC | 62,227 | $4,366 | 0.1% | $64.42 | — | COM | 177376100 |
| — | LNB BANCORP INC | 235,424 | $4,355 | 0.1% | $17.84 | — | COM | 502100100 |
| — | BLACKROCK CR ALLCTN INC TR | 343,513 | $4,352 | 0.1% | $13.46 | — | COM | 092508100 |
| — | BEAZER HOMES USA INC | 150,000 | $4,308 | 0.1% | $27.16 | — | UNIT 07/15/2015 | 07556Q709 |
| — | BLACKROCK RES & COMM STRAT T | 472,146 | $4,306 | 0.1% | $9.56 | — | SHS | 09257A108 |
| — | RALLY SOFTWARE DEV CORP | 220,392 | $4,287 | 0.1% | $19.45 | — | COM | 751198102 |
| — | EATON VANCE LTD DUR INCOME F | 310,498 | $4,182 | 0.1% | $14.39 | — | COM | 27828H105 |
| — | GAIN CAP HLDGS INC | 3,775,000 | $4,138 | 0.1% | $1.08 | — | NOTE 4.125%12/0 | 36268WAB6 |
| — | NUVEEN CR STRATEGIES INCM FD | 480,492 | $4,137 | 0.1% | $9.05 | — | COM SHS | 67073D102 |
| ABBV | ABBVIE INC | 60,219 | $4,046 | 0.1% | $42.33 | 0.0% | COM | 00287Y109 |
| — | UIL HLDG CORP | 78,119 | $3,579 | 0.0% | $51.42 | — | COM | 902748102 |
| — | C B PHARMA ACQUISITION CORP | 350,000 | $3,455 | 0.0% | $9.78 | — | SHS | G2029P126 |
| — | BOULEVARD ACQUISITION CORP | 273,605 | $3,420 | 0.0% | $9.80 | — | COM | 10157P104 |
| — | BLACKSTONE GSO STRATEGIC CR | 218,317 | $3,412 | 0.0% | $16.13 | — | COM SHS BEN IN | 09257R101 |
| — | AFFYMETRIX INC | 1,750,000 | $3,394 | 0.0% | $2.20 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | MANNKIND CORP | 3,295,000 | $3,365 | 0.0% | $1.03 | — | NOTE 5.750% 8/1 | 56400PAC6 |
| — | LIBERTY ALL STAR EQUITY FD | 584,803 | $3,363 | 0.0% | $5.83 | — | SH BEN INT | 530158104 |
| — | WL ROSS HLDG CORP | 3,450,000 | $3,278 | 0.0% | $0.61 | — | *W EXP 06/11/201 | 92939D112 |
| — | ALPINE GLOBAL PREMIER PPTYS | 499,243 | $3,230 | 0.0% | $6.77 | — | COM SBI | 02083A103 |
| — | MERITAGE HOMES CORP | 2,925,000 | $3,113 | 0.0% | $1.07 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | FIRST TR HIGH INCOME L/S FD | 196,571 | $3,074 | 0.0% | $16.38 | — | COM | 33738E109 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 57,100 | $3,047 | 0.0% | $40.18 | 0.0% | SHS | G0692U109 |
| — | ALBANY MOLECULAR RESH INC | 2,125,000 | $2,982 | 0.0% | $1.28 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | INVACARE CORP | 2,500,000 | $2,742 | 0.0% | $1.06 | — | SDCV 4.125% 2/0 | 461203AD3 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 84,623 | $2,727 | 0.0% | $31.79 | — | COM SER A | 531465102 |
| — | WP GLIMCHER IN | 194,931 | $2,637 | 0.0% | $16.63 | — | COM | 92939N102 |
| — | KEYCORP NEW | 20,000 | $2,625 | 0.0% | $129.65 | — | PFD 7.75% SR A | 493267405 |
| — | CENVEO CORP | 2,725,000 | $2,548 | 0.0% | $0.94 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | WESTERN ASSET HIGH INCM OPP | 491,528 | $2,531 | 0.0% | $5.28 | — | COM | 95766K109 |
| — | AUDIENCE INC | 507,466 | $2,482 | 0.0% | $4.89 | — | COM | 05070J102 |
| — | M/I HOMES INC | 2,475,000 | $2,467 | 0.0% | $1.03 | — | NOTE 3.000% 3/0 | 55292PAB1 |
| — | BRIDGE CAP HLDGS | 82,228 | $2,450 | 0.0% | $26.11 | — | COM | 108030107 |
| — | NUVEEN PREM INCOME MUN FD | 172,604 | $2,268 | 0.0% | $13.98 | — | COM | 67062T100 |
| — | CBRE CLARION GLOBAL REAL EST | 282,198 | $2,246 | 0.0% | $8.80 | — | COM | 12504G100 |
| — | DT ASIA INVTS LTD | 225,112 | $2,229 | 0.0% | $9.82 | — | SHS | G2615J104 |
| ARKR | ARK RESTAURANTS CORP | 87,545 | $2,191 | 0.0% | $17.61 | +3.6% | COM | 040712101 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $2,156 | 0.0% | $0.42 | — | NOTE 5.875%11/3 | 20478NAD2 |
| — | QUANTUM CORP | 1,750,000 | $2,091 | 0.0% | $1.17 | — | NOTE 4.500%11/1 | 747906AJ4 |
| — | MITEL NETWORKS CORP | 234,787 | $2,073 | 0.0% | $8.83 | — | COM | 60671Q104 |
| — | ONEIDA FINL CORP MD | 101,147 | $2,068 | 0.0% | $19.85 | — | COM | 682479100 |
| — | ARVINMERITOR INC | 2,000,000 | $2,028 | 0.0% | $1.02 | — | FRNT 4.625% 3/0 | 043353AF8 |
| — | BOULEVARD ACQUISITION CORP | 552,100 | $2,015 | 0.0% | $0.60 | — | *W EXP 02/19/201 | 10157P112 |
| — | ENCORE CAP GROUP INC | 1,825,000 | $1,952 | 0.0% | $1.08 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | COHEN & STEERS REIT & PFD IN | 111,530 | $1,951 | 0.0% | $19.34 | — | COM | 19247X100 |
| — | CAPITOL ACQUISITION CORP II | 821,950 | $1,923 | 0.0% | $1.00 | — | *W EXP 05/15/201 | 14056V113 |
| — | RESOURCE CAP CORP | 2,000,000 | $1,903 | 0.0% | $0.96 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | CYAN INC | 358,500 | $1,879 | 0.0% | $5.24 | — | COM | 23247W104 |
| — | NUVEEN QUALITY MUN FD INC | 146,586 | $1,850 | 0.0% | $13.39 | — | COM | 67062N103 |
| — | FRANKLIN LTD DURATION INC TR | 155,921 | $1,816 | 0.0% | $12.15 | — | COM | 35472T101 |
| — | WELLS FARGO ADVANTAGE MULTI | 140,670 | $1,781 | 0.0% | $13.35 | — | COM SHS | 94987D101 |
| — | TEMPLETON GLOBAL INCOME FD | 250,972 | $1,764 | 0.0% | $7.19 | — | COM | 880198106 |
| — | ARES DYNAMIC CR ALLOCATION F | 114,955 | $1,762 | 0.0% | $16.19 | — | COM | 04014F102 |
| — | RESOURCE CAP CORP | 1,875,000 | $1,741 | 0.0% | $0.92 | — | NOTE 6.000%12/0 | 76120WAA2 |
| — | FIRST TR ABERDEEN GLBL OPP F | 159,118 | $1,738 | 0.0% | $11.55 | — | COM SHS | 337319107 |
| — | NUVEEN NJ DIV ADVANTAGE MUN | 134,501 | $1,728 | 0.0% | $13.71 | — | COM | 67069Y102 |
| — | WESTERN ASSET MGD HI INCM FD | 343,032 | $1,695 | 0.0% | $5.14 | — | COM | 95766L107 |
| — | ADVENT CLAY CONV SEC INC FD | 263,376 | $1,688 | 0.0% | $6.72 | — | COM | 007639107 |
| — | CENTRAL SECS CORP | 76,875 | $1,626 | 0.0% | $21.80 | — | COM | 155123102 |
| — | INVESCO DYNAMIC CR OPP FD | 134,378 | $1,560 | 0.0% | $11.97 | — | COM | 46132R104 |
| — | NUVEEN DIV ADVANTAGE MUN FD | 113,508 | $1,522 | 0.0% | $14.14 | — | COM | 67070F100 |
| RYAM | RAYONIER ADVANCED MATLS INC | 90,547 | $1,472 | 0.0% | $18.22 | -9.6% | COM | 75508B104 |
| — | NUVEEN MD PREM INCOME MUN FD | 118,787 | $1,455 | 0.0% | $12.74 | — | COM | 67061Q107 |
| — | JOURNAL MEDIA GROUP INC | 175,527 | $1,455 | 0.0% | $8.29 | — | COM | 48114A109 |
| — | BLACKSTONE GSO LNG SHRT CR I | 92,978 | $1,440 | 0.0% | $16.14 | — | COM SHS BN INT | 09257D102 |
| — | EATON VANCE SH TM DR DIVR IN | 103,315 | $1,431 | 0.0% | $14.49 | — | COM | 27828V104 |
| — | NUVEEN PREM INCOME MUN FD 2 | 104,975 | $1,394 | 0.0% | $14.19 | — | COM | 67063W102 |
| — | WABASH NATL CORP | 1,100,000 | $1,387 | 0.0% | $1.26 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | BLACKROCK FLOAT RATE OME STR | 100,052 | $1,353 | 0.0% | $13.90 | — | COM | 09255X100 |
| — | CASTLE A M & CO | 1,550,000 | $1,343 | 0.0% | $0.67 | — | NOTE 7.000%12/1 | 148411AF8 |
| — | INVESCO QUALITY MUNI INC TRS | 108,463 | $1,282 | 0.0% | $12.56 | — | COM | 46133G107 |
| — | NUVEEN NY AMT FREE MUN INCOM | 102,184 | $1,282 | 0.0% | $13.07 | — | COM | 670656107 |
| — | WILLIS GROUP HOLDINGS PUBLIC | 26,960 | $1,264 | 0.0% | $46.88 | — | SHS | G96666105 |
| — | NUVEEN SELECT QUALITY MUN FD | 94,309 | $1,247 | 0.0% | $14.09 | — | COM | 670973106 |
| — | NUVEEN QUALITY INCOME MUN FD | 92,961 | $1,240 | 0.0% | $13.98 | — | COM | 670977107 |
| — | NUVEEN MUN MKT OPPORTUNITY F | 93,469 | $1,206 | 0.0% | $13.70 | — | COM | 67062W103 |
| — | WESTERN ASSET GLOBAL CP DEFI | 69,913 | $1,199 | 0.0% | $17.69 | — | COM | 95790C107 |
| — | BLACKROCK LTD DURATION INC T | 78,354 | $1,187 | 0.0% | $15.79 | — | COM SHS | 09249W101 |
| — | RMR REAL ESTATE INCOME FUND | 62,704 | $1,163 | 0.0% | $20.76 | — | COM | 76970B101 |
| — | MANNKIND CORP | 201,991 | $1,149 | 0.0% | $5.24 | — | COM | 56400P201 |
| — | TRADE STR RESIDENTIAL INC | 166,007 | $1,106 | 0.0% | $6.66 | — | COM NEW | 89255N203 |
| — | NUVEEN N C PREM INCOME MUN F | 84,368 | $1,071 | 0.0% | $13.18 | — | COM | 67060P100 |
| — | HUNTINGTON BANCSHARES INC | 800 | $1,064 | 0.0% | $1336.25 | — | PFD CONV SER A | 446150401 |
| KMI | KINDER MORGAN INC DEL | 27,367 | $1,051 | 0.0% | $23.87 | +1.9% | COM | 49456B101 |
| — | QUINPARIO ACQUISITION CORP 2 | 3,500,000 | $1,050 | 0.0% | $0.30 | — | *W EXP 01/01/202 | 74874U119 |
| — | NUVEEN PA INVT QUALITY MUN F | 78,368 | $1,031 | 0.0% | $13.88 | — | COM | 670972108 |
| — | JASON INDS INC | 2,331,300 | $1,011 | 0.0% | $0.79 | — | *W EXP 06/30/201 | 471172114 |
| — | QUIDEL CORP | 1,000,000 | $1,003 | 0.0% | $1.09 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | NUVEEN PERFORMANCE PLUS MUN | 70,374 | $987 | 0.0% | $14.87 | — | COM | 67062P108 |
| — | NEUBERGER BERMAN HGH YLD FD | 83,691 | $986 | 0.0% | $12.19 | — | COM | 64128C106 |
| — | EATON VANCE MUN BD FD | 80,860 | $984 | 0.0% | $12.91 | — | COM | 27827X101 |
| — | PUTNAM MUN OPPORTUNITIES TR | 83,432 | $969 | 0.0% | $12.26 | — | SH BEN INT | 746922103 |
| — | WESTERN ASSET WORLDWIDE INCO | 88,972 | $964 | 0.0% | $11.34 | — | COM | 957668106 |
| XPHDX | PIONEER FLOATING RATE TR | 83,616 | $952 | 0.0% | $11.63 | — | COM | 72369J102 |
| — | TRANSAMERICA INCOME SHS INC | 47,787 | $950 | 0.0% | $20.38 | — | COM | 893506105 |
| — | NUVEEN MUN ADVANTAGE FD INC | 72,221 | $939 | 0.0% | $13.75 | — | COM | 67062H106 |
| — | PUTNAM MANAGED MUN INCOM TR | 130,391 | $922 | 0.0% | $7.39 | — | COM | 746823103 |
| — | WILLIAMS PARTNERS L P NEW | 18,936 | $917 | 0.0% | $49.22 | — | COM UNIT LTD PAR | 96949L105 |
| — | STATE INVS BANCORP INC | 43,225 | $916 | 0.0% | $21.00 | — | COM | 857030100 |
| — | ALPINE GLOBAL DYNAMIC DIVD F | 92,069 | $911 | 0.0% | $10.19 | — | COM NEW | 02082E205 |
| — | EATON VANCE SR INCOME TR | 143,079 | $889 | 0.0% | $6.51 | — | SH BEN INT | 27826S103 |
| LE | LANDS END INC NEW | 35,689 | $886 | 0.0% | $39.73 | -27.7% | COM | 51509F105 |
| — | ENERGY TRANSFER PRTNRS L P | 16,605 | $867 | 0.0% | $53.51 | — | UNIT LTD PARTN | 29273R109 |
| — | MORGAN STANLEY TRUSTS | 50,380 | $867 | 0.0% | $18.00 | — | INCOME SECS INC | 61745P874 |
| — | SFX ENTMT INC | 187,206 | $841 | 0.0% | $4.49 | — | COM | 784178303 |
| EPD | ENTERPRISE PRODS PARTNERS L | 27,660 | $827 | 0.0% | $32.94 | — | COM | 293792107 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 58,272 | $792 | 0.0% | $14.67 | — | COM | 09253X102 |
| — | INVESCO MUN TR | 65,412 | $786 | 0.0% | $12.80 | — | COM | 46131J103 |
| — | SOURCE CAP INC | 10,747 | $782 | 0.0% | $73.31 | — | COM | 836144105 |
| — | NUVEEN GLOBAL EQUITY INCOME | 61,202 | $764 | 0.0% | $12.88 | — | COM | 6706EH103 |
| — | WCI CMNTYS INC | 29,516 | $720 | 0.0% | $23.95 | — | COM PAR $0.01 | 92923C807 |
| — | GABELLI DIVD & INCOME TR | 34,241 | $713 | 0.0% | $20.82 | — | COM | 36242H104 |
| — | HYDRA INDS ACQUISITION CORP | 2,000,000 | $680 | 0.0% | $0.37 | — | RIGHT 99/99/9999 | 448740126 |
| ATLC | ATLANTICUS HLDGS CORP | 191,430 | $676 | 0.0% | $2.61 | +4.0% | COM | 04914Y102 |
| — | BOSTON PRIVATE FINL HLDGS IN | 117,799 | $668 | 0.0% | $5.14 | — | *W EXP 11/21/201 | 101119113 |
| — | SUNOCO LOGISTICS PRTNRS L P | 17,472 | $664 | 0.0% | $41.32 | — | COM UNITS | 86764L108 |
| — | PUTMAN HIGH INCOME SEC FUND | 84,090 | $655 | 0.0% | $8.14 | — | SHS BEN INT | 746779107 |
| — | HARMONY MERGER CORP | 1,631,880 | $653 | 0.0% | $0.40 | — | *W EXP 01/01/202 | 413247123 |
| — | NUVEEN DIVID ADV MUN FD 3 | 48,001 | $641 | 0.0% | $14.19 | — | COM SH BEN INT | 67070X101 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 8,690 | $638 | 0.0% | $76.75 | — | COM UNIT RP LP | 559080106 |
| — | BLACKROCK MUNIYLD MICH QLTY | 47,532 | $632 | 0.0% | $14.11 | — | COM | 09254V105 |
| — | WESTERN ASSET GLB PTNRS INCO | 68,770 | $631 | 0.0% | $9.45 | — | COM | 95766G108 |
| — | MFS MUN INCOME TR | 97,560 | $627 | 0.0% | $6.74 | — | SH BEN INT | 552738106 |
| — | ALERE INC | 500,000 | $623 | 0.0% | $1.18 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | NUVEEN PREMIER MUN INCOME FD | 48,097 | $620 | 0.0% | $13.81 | — | COM | 670988104 |
| — | BLACKROCK MUNIYLD MICH QLTY | 49,254 | $614 | 0.0% | $13.01 | — | COM | 09254W103 |
| — | TRANSMONTAIGNE PARTNERS L P | 15,988 | $608 | 0.0% | $32.27 | — | COM UNIT L P | 89376V100 |
| — | NUVEEN SHT DUR CR OPP FD | 36,763 | $606 | 0.0% | $17.15 | — | COM | 67074X107 |
| — | EATON VANCE FLTING RATE INC | 43,851 | $604 | 0.0% | $14.58 | — | COM | 278279104 |
| — | ANI PHARMACEUTICALS INC | 525,000 | $600 | 0.0% | $1.15 | — | NOTE 3.000%12/0 | 00182CAA1 |
| — | NUVEEN CONN PREM INCOME MUN | 47,934 | $598 | 0.0% | $12.75 | — | COM | 67060D107 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 44,753 | $593 | 0.0% | $14.49 | — | COM | 09254X101 |
| — | HOLLY ENERGY PARTNERS L P | 16,782 | $590 | 0.0% | $31.46 | — | COM UT LTD PTN | 435763107 |
| — | WELLS FARGO ADVANTAGE INCOME | 69,554 | $575 | 0.0% | $8.78 | — | COM SHS | 94987B105 |
| — | ADVENT CLAYMORE ENH GRW & IN | 62,655 | $568 | 0.0% | $9.42 | — | COM | 00765E104 |
| — | MFS INVT GRADE MUN TR | 60,442 | $562 | 0.0% | $9.44 | — | SH BEN INT | 59318B108 |
| GM | GENERAL MTRS CO | 16,411 | $547 | 0.0% | $28.15 | -1.1% | COM | 37045V100 |
| — | GABELLI HLTHCARE & WELLNESS | 48,689 | $547 | 0.0% | $11.26 | — | SHS | 36246K103 |
| — | TORTOISE PIPELINE & ENERGY F | 21,198 | $542 | 0.0% | $25.57 | — | COM | 89148H108 |
| MPLX | MPLX LP | 7,579 | $541 | 0.0% | $73.23 | — | COM UNIT REP LTD | 55336V100 |
| CQP | CHENIERE ENERGY PARTNERS LP | 17,460 | $539 | 0.0% | $29.95 | — | COM UNIT | 16411Q101 |
| — | TERRAPIN 3 ACQUISITION CORP | 1,700,000 | $536 | 0.0% | $0.32 | — | *W EXP 06/27/201 | 88104P112 |
| — | NEUBERGER BERMAN RE ES SEC F | 111,251 | $527 | 0.0% | $5.32 | — | COM | 64190A103 |
| — | QEP MIDSTREAM PARTNERS LP | 29,955 | $525 | 0.0% | $15.69 | — | COM UNIT RP LTD | 74735R115 |
| — | NUSTAR ENERGY LP | 8,726 | $518 | 0.0% | $60.74 | — | UNIT COM | 67058H102 |
| — | ROSE ROCK MIDSTREAM L P | 11,040 | $516 | 0.0% | $47.46 | — | COM U REP LTD | 777149105 |
| TRGP | TARGA RES CORP | 5,722 | $511 | 0.0% | $55.46 | +4.9% | COM | 87612G101 |
| — | WESTERN ASSET GLB HI INCOME | 48,433 | $501 | 0.0% | $11.03 | — | COM | 95766B109 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 8,600 | $497 | 0.0% | $49.74 | +9.6% | COM | 109194100 |
| — | WESTERN GAS PARTNERS LP | 7,781 | $493 | 0.0% | $65.80 | — | COM UNIT LP IN | 958254104 |
| — | TALLGRASS ENERGY PARTNERS LP | 10,248 | $493 | 0.0% | $50.55 | — | COM UNIT | 874697105 |
| — | PHILLIPS 66 PARTNERS LP | 6,737 | $485 | 0.0% | $70.65 | — | COM UNIT REP INT | 718549207 |
| — | GEEKNET INC | 24,122 | $481 | 0.0% | $19.94 | — | COM NEW | 36846Q203 |
| — | NUVEEN DIVERSIFIED DIV INCM | 41,524 | $477 | 0.0% | $12.20 | — | COM | 6706EP105 |
| — | VALERO ENERGY PARTNERS LP | 9,224 | $471 | 0.0% | $48.35 | — | COM UNT REP LP | 91914J102 |
| — | AVENUE INCOME CR STRATEGIES | 32,812 | $466 | 0.0% | $15.13 | — | COM | 05358E106 |
| — | GARNERO GROUP ACQUISITION CO | 2,900,000 | $464 | 0.0% | $0.19 | — | RIGHT 06/25/2016 | G5866L132 |
| — | ENLINK MIDSTREAM PARTNERS LP | 20,970 | $461 | 0.0% | $24.75 | — | COM UNIT REP LTD | 29336U107 |
| — | INVESCO HIGH INCOME TR II | 31,097 | $446 | 0.0% | $14.75 | — | COM | 46131F101 |
| — | BLACKROCK GLOBAL OPP EQTY TR | 31,991 | $440 | 0.0% | $13.88 | — | COM | 092501105 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 13,195 | $436 | 0.0% | $32.13 | — | COM UNIT LTD | 866142102 |
| — | STONE HBR EMERG MKTS TL INC | 31,039 | $435 | 0.0% | $14.21 | — | COM | 86164W100 |
| — | ONEOK PARTNERS LP | 12,635 | $430 | 0.0% | $40.84 | — | UNIT LTD PARTN | 68268N103 |
| GEL | GENESIS ENERGY L P | 9,660 | $424 | 0.0% | $47.00 | — | UNIT LTD PARTN | 371927104 |
| MMLP | MARTIN MIDSTREAM PRTNRS L P | 13,463 | $417 | 0.0% | $35.43 | — | UNIT L P INT | 573331105 |
| — | ENABLE MIDSTREAM PARTNERS LP | 25,923 | $414 | 0.0% | $16.39 | — | COM UNIT RP IN | 292480100 |
| — | MARKWEST ENERGY PARTNERS L P | 7,314 | $412 | 0.0% | $66.04 | — | UNIT LTD PARTN | 570759100 |
| — | AMERIGAS PARTNERS L P | 8,953 | $409 | 0.0% | $47.69 | — | UNIT L P INT | 030975106 |
| WEC | WEC ENERGY GROUP INC | 8,975 | $404 | 0.0% | $33.96 | 0.0% | COM | 92939U106 |
| — | DUFF & PHELPS GLB UTL INC FD | 22,810 | $404 | 0.0% | $17.71 | — | COM | 26433C105 |
| — | BLACKROCK FLOATING RATE INCO | 30,973 | $402 | 0.0% | $13.48 | — | COM | 091941104 |
| — | SWISS HELVETIA FD INC | 34,393 | $402 | 0.0% | $11.57 | — | COM | 870875101 |
| — | BUCKEYE PARTNERS L P | 5,416 | $400 | 0.0% | $75.52 | — | UNIT LTD PARTN | 118230101 |
| — | SPECTRA ENERGY PARTNERS LP | 8,497 | $392 | 0.0% | $51.78 | — | COM | 84756N109 |
| — | MACQUARIE GLBL INFRA TOTL RE | 16,530 | $386 | 0.0% | $23.35 | — | COM | 55608D101 |
| — | INVESCO BD FD | 21,942 | $381 | 0.0% | $18.70 | — | COM | 46132L107 |
| — | ENBRIDGE ENERGY PARTNERS L P | 11,378 | $379 | 0.0% | $36.03 | — | COM | 29250R106 |
| — | CRESTWOOD MIDSTREAM PARTNERS | 33,135 | $371 | 0.0% | $14.52 | — | UNIT LTD PARTNER | 226378107 |
| — | NUVEEN NY DIVID ADVNTG MUN F | 27,305 | $370 | 0.0% | $13.90 | — | COM | 67066X107 |
| — | TC PIPELINES LP | 6,375 | $363 | 0.0% | $65.10 | — | UT COM LTD PRT | 87233Q108 |
| — | ZWEIG TOTAL RETURN FD INC | 27,986 | $362 | 0.0% | $12.94 | — | COM NEW | 989837208 |
| — | STANDARD PAC CORP NEW | 39,850 | $355 | 0.0% | $8.91 | — | COM | 85375C101 |
| — | INVESCO TR INVT GRADE NY MUN | 26,399 | $352 | 0.0% | $13.82 | — | COM | 46131T101 |
| PAA | PLAINS ALL AMERN PIPELINE L | 8,056 | $351 | 0.0% | $48.78 | — | UNIT LTD PARTN | 726503105 |
| XBTAX | BLACKROCK LONG-TERM MUNI ADV | 32,275 | $349 | 0.0% | $11.50 | — | COM | 09250B103 |
| — | BOARDWALK PIPELINE PARTNERS | 23,883 | $347 | 0.0% | $16.12 | — | UT LTD PARTNER | 096627104 |
| — | TEEKAY LNG PARTNERS L P | 10,685 | $344 | 0.0% | $37.34 | — | PRTNRSP UNITS | Y8564M105 |
| — | DCP MIDSTREAM PARTNERS LP | 11,024 | $338 | 0.0% | $36.92 | — | COM UT LTD PTN | 23311P100 |
| — | FIRST TR SR FLG RTE INCM FD | 25,146 | $331 | 0.0% | $13.81 | — | COM | 33733U108 |
| — | PIMCO DYNAMIC CR INCOME FD | 16,337 | $330 | 0.0% | $20.20 | — | COM SHS | 72202D106 |
| — | AZURE MIDSTREAM PARTNERS LP | 27,655 | $328 | 0.0% | $11.86 | — | COM UNIT LTD PAR | 05501X100 |
| — | BLACKROCK MUNI INCOME INV QL | 23,010 | $324 | 0.0% | $14.76 | — | COM | 09250G102 |
| — | DELAWARE ENHANCED GBL DIV & | 29,239 | $316 | 0.0% | $10.81 | — | COM | 246060107 |
| — | VOYA PRIME RATE TR | 59,637 | $313 | 0.0% | $5.53 | — | SH BEN INT | 92913A100 |
| — | ALLIANCEBERNSTEIN GBL HGH IN | 25,745 | $309 | 0.0% | $12.00 | — | COM | 01879R106 |
| XENWX | EATON VANCE NEW YORK MUN BD | 24,837 | $306 | 0.0% | $12.73 | — | COM | 27827Y109 |
| — | SPROTT FOCUS TR INC | 43,056 | $305 | 0.0% | $7.13 | — | COM | 85208J109 |
| — | TARGA RESOURCES PARTNERS LP | 7,849 | $303 | 0.0% | $41.41 | — | COM UNIT | 87611X105 |
| — | FINTECH ACQUISITION CORP | 890,000 | $303 | 0.0% | $0.34 | — | *W EXP 02/19/202 | 31809H118 |
| — | TRI CONTL CORP | 14,253 | $302 | 0.0% | $21.19 | — | COM | 895436103 |
| — | BROOKFIELD GLOBL LISTED INFR | 18,178 | $301 | 0.0% | $16.56 | — | COM SHS | 11273Q109 |
| — | HYDRA INDS ACQUISITION CORP | 2,000,000 | $300 | 0.0% | $0.16 | — | *W EXP 10/20/202 | 448740118 |
| — | EAGLE ROCK ENERGY PARTNERS L | 117,574 | $295 | 0.0% | $2.33 | — | UNIT | 26985R104 |
| PANL | PANGAEA LOGISTICS SOLUTION L | 84,400 | $273 | 0.0% | $2.46 | -9.0% | SHS | G6891L105 |
| — | CAMBRIDGE CAP ACQUISITION CO | 1,760,000 | $264 | 0.0% | $0.24 | — | *W EXP 12/17/201 | 13215Q114 |
| — | AR CAP ACQUISITION CORP | 750,000 | $263 | 0.0% | $0.20 | — | *W EXP 10/06/201 | 00191R117 |
| — | ROI ACQUISITION CORP II | 1,050,000 | $263 | 0.0% | $0.17 | — | *W EXP 09/17/201 | 74966G119 |
| — | VERSO CORP | 392,462 | $259 | 0.0% | $1.80 | — | COM | 92531L108 |
| — | LMP CAP & INCOME FD INC | 16,826 | $254 | 0.0% | $15.10 | — | COM | 50208A102 |
| XMUSX | BLACKROCK MUNIHOLDNGS QLTY I | 18,220 | $236 | 0.0% | $13.49 | — | COM | 09254A101 |
| — | EATON VANCE RISK MNGD DIV EQ | 20,704 | $224 | 0.0% | $10.82 | — | COM | 27829G106 |
| — | AROWANA INC | 800,000 | $224 | 0.0% | $0.28 | — | RIGHT 01/01/2017 | G05011120 |
| — | BLACKROCK MULTI-SECTOR INC T | 13,485 | $224 | 0.0% | $16.61 | — | COM | 09258A107 |
| — | ALPHA NAT RES INC | 2,700,000 | $223 | 0.0% | $0.26 | — | NOTE 4.875%12/1 | 02076XAF9 |
| — | NUVEEN SR INCOME FD | 34,712 | $222 | 0.0% | $6.66 | — | COM | 67067Y104 |
| — | NUVEEN QUALITY PFD INCOME FD | 26,128 | $221 | 0.0% | $9.16 | — | COM | 67072C105 |
| — | NUVEEN OHIO QUALITY INCOME M | 14,987 | $215 | 0.0% | $14.35 | — | COM | 670980101 |
| — | BLACKROCK MUNIYLD INVST QLTY | 15,110 | $199 | 0.0% | $13.94 | — | COM | 09254T100 |
| — | NUVEEN QUALITY PFD INC FD 3 | 24,468 | $199 | 0.0% | $8.67 | — | COM | 67072W101 |
| — | HANCOCK JOHN INCOME SECS TR | 14,248 | $198 | 0.0% | $14.27 | — | COM | 410123103 |
| XXHYBXX | NEW AMER HIGH INCOME FD INC | 22,495 | $197 | 0.0% | $8.95 | — | COM NEW | 641876800 |
| — | 1347 CAP CORP | 500,600 | $190 | 0.0% | $0.20 | — | RIGHT 07/21/2016 | 68245V111 |
| — | RICE MIDSTREAM PARTNERS LP | 10,400 | $181 | 0.0% | $14.13 | — | UNIT LTD PARTN | 762819100 |
| — | EATON VANCE TAX-ADV BD & OPT | 13,810 | $178 | 0.0% | $12.89 | — | COM SH BEN INT | 27829M103 |
| — | BLACKROCK MUNICIPL INC QLTY | 12,946 | $176 | 0.0% | $14.37 | — | COM | 092479104 |
| — | APOLLO TACTICAL INCOME FD IN | 10,919 | $172 | 0.0% | $15.75 | — | COM | 037638103 |
| — | NUVEEN MASS PREM INCOME MUN | 12,753 | $169 | 0.0% | $13.39 | — | COM | 67061E104 |
| — | NUVEEN DIVID ADVANTAGE MUN I | 11,229 | $152 | 0.0% | $14.52 | — | COM | 67071L106 |
| — | BARINGTON HILCO ACQUISITION | 545,520 | $152 | 0.0% | $0.28 | — | RIGHT 02/13/2017 | 06759V119 |
| — | BLACKROCK MUNIYIELD PA QLTY | 10,647 | $143 | 0.0% | $14.48 | — | COM | 09255G107 |
| — | C B PHARMA ACQUISITION CORP | 350,000 | $142 | 0.0% | $0.29 | — | RIGHT 06/17/2016 | G2029P134 |
| OPK | OPKO HEALTH INC | 10,774 | $142 | 0.0% | $15.55 | 0.0% | COM | 68375N103 |
| — | COMMUNITY HEALTH SYS INC NEW | 10,026,149 | $140 | 0.0% | $0.02 | — | RIGHT 01/27/2016 | 203668116 |
| — | LIBERTY ALL-STAR GROWTH FD I | 22,350 | $115 | 0.0% | $5.18 | — | COM | 529900102 |
| — | DEUTSCHE HIGH INCOME TR | 13,007 | $111 | 0.0% | $8.87 | — | SHS | 25155R100 |
| — | GENERAL MTRS CO | 356,485 | $103 | 0.0% | $1.30 | — | *W EXP 12/31/201 | 37045V134 |
| — | 1347 CAP CORP | 500,600 | $100 | 0.0% | $0.20 | — | *W EXP 07/15/202 | 68245V129 |
| — | BARINGTON HILCO ACQUISITION | 545,520 | $87 | 0.0% | $0.16 | — | *W EXP 02/11/201 | 06759V127 |
| — | ASSOCIATED BANC CORP | 23,450 | $82 | 0.0% | $2.52 | — | *W EXP 11/21/201 | 045487113 |
| UUUU | ENERGY FUELS INC | 17,980 | $81 | 0.0% | $4.84 | -3.6% | COM NEW | 292671708 |
| — | ATLAS ENERGY GROUP LLC | 15,815 | $79 | 0.0% | $6.01 | — | COM | 04929Q102 |
| — | DT ASIA INVTS LTD | 225,112 | $66 | 0.0% | $0.16 | — | RIGHT 03/30/2016 | G2615J112 |
| — | VALLEY NATL BANCORP | 116,185 | $28 | 0.0% | $0.20 | — | *W EXP 11/14/201 | 919794131 |