CIK: 0001167456 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 16, 2015
Total Value ($000): $8,257,405 (66.6% shares, 33.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | VERISIGN INC | 163,175,000 | $341,342 | 4.1% | $1.85 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 1,995,875 | $237,260 | 2.9% | $127.90 | — | MAN COV SEC 16 | N31738110 |
| — | NOVELLUS SYS INC | 97,414,000 | $191,236 | 2.3% | $2.05 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | MICROCHIP TECHNOLOGY INC | 107,625,000 | $189,151 | 2.3% | $1.96 | — | SDCV 2.125%12/1 | 595017AB0 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 188,350 | $177,638 | 2.2% | $943.13 | — | PFD CONV SER A | G0177J116 |
| — | HUDSON CITY BANCORP | 17,150,822 | $174,424 | 2.1% | $10.43 | — | COM | 443683107 |
| — | INTEL CORP | 111,151,000 | $167,908 | 2.0% | $1.58 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | T MOBILE US INC | 2,391,550 | $165,758 | 2.0% | $62.86 | — | CONV PFD SER A | 872590203 |
| — | SIGMA ALDRICH CORP | 1,146,635 | $159,291 | 1.9% | $138.25 | — | COM | 826552101 |
| — | FREESCALE SEMICONDUCTOR LTD | 4,001,325 | $146,368 | 1.8% | $39.58 | — | SHS | G3727Q101 |
| — | TYSON FOODS INC | 2,754,625 | $142,579 | 1.7% | $49.94 | — | UNIT 99/99/9999 | 902494301 |
| — | BROADCOM CORP | 2,733,178 | $140,567 | 1.7% | $51.48 | — | CL A | 111320107 |
| — | CHUBB CORP | 1,102,291 | $135,196 | 1.6% | $122.65 | — | COM | 171232101 |
| — | PALO ALTO NETWORKS INC | 79,575,000 | $129,906 | 1.6% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| — | MGIC INVT CORP WIS | 84,025,000 | $120,996 | 1.5% | $1.47 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | PEPCO HOLDINGS INC | 4,957,883 | $120,080 | 1.5% | $26.73 | — | COM | 713291102 |
| — | WELLPOINT INC | 59,354,000 | $112,105 | 1.4% | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ALTERA CORP | 2,106,211 | $105,479 | 1.3% | $50.70 | — | COM | 021441100 |
| — | PRECISION CASTPARTS CORP | 451,605 | $103,738 | 1.3% | $229.71 | — | COM | 740189105 |
| — | DOMINION RES INC VA NEW | 1,833,225 | $102,523 | 1.2% | $56.27 | — | UNIT 07/01/2016 | 25746U885 |
| — | BAKER HUGHES INC | 1,917,547 | $99,789 | 1.2% | $63.17 | — | COM | 057224107 |
| — | SANDISK CORP | 77,831,000 | $96,997 | 1.2% | $1.37 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | WELLTOWER INC | 1,553,050 | $94,317 | 1.1% | $60.73 | — | 6.50% PFD PREPET | 95040Q203 |
| — | TIME WARNER CABLE INC | 514,774 | $92,335 | 1.1% | $152.84 | — | COM | 88732J207 |
| — | TESLA MTRS INC | 43,825,000 | $89,239 | 1.1% | $1.61 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | SOUTHWESTERN ENERGY CO | 2,840,650 | $89,037 | 1.1% | $50.39 | — | DEP SHS 1/20 B | 845467208 |
| — | HCC INS HLDGS INC | 1,140,001 | $88,316 | 1.1% | $77.19 | — | COM | 404132102 |
| — | CITY NATL CORP | 1,000,772 | $88,128 | 1.1% | $89.29 | — | COM | 178566105 |
| — | CIGNA CORPORATION | 647,300 | $87,398 | 1.1% | $137.07 | — | COM | 125509109 |
| — | NVIDIA CORP | 65,950,000 | $87,095 | 1.1% | $1.32 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | CYTEC INDS INC | 1,140,948 | $84,259 | 1.0% | $73.85 | — | COM | 232820100 |
| — | YAHOO INC | 2,873,660 | $83,078 | 1.0% | $43.52 | — | COM | 984332106 |
| — | DOMINION RES INC VA NEW | 1,446,625 | $80,179 | 1.0% | $56.32 | — | UNIT 04/01/2013 | 25746U703 |
| — | CLECO CORP NEW | 1,453,161 | $77,366 | 0.9% | $54.36 | — | COM | 12561W105 |
| — | OFFICE DEPOT INC | 11,675,473 | $74,957 | 0.9% | $7.92 | — | COM | 676220106 |
| — | KYTHERA BIOPHARMACEUTICALS I | 997,893 | $74,822 | 0.9% | $75.02 | — | COM | 501570105 |
| — | THORATEC CORP | 1,162,786 | $73,558 | 0.9% | $63.26 | — | COM NEW | 885175307 |
| HE | HAWAIIAN ELEC INDUSTRIES | 2,498,975 | $71,696 | 0.9% | $33.33 | -12.0% | COM | 419870100 |
| — | CON-WAY INC | 1,477,297 | $70,098 | 0.8% | $47.45 | — | COM | 205944101 |
| — | CROWN CASTLE INTL CORP NEW | 651,750 | $66,387 | 0.8% | $104.26 | — | CNV PFD STK SR A | 22822V200 |
| HUM | HUMANA INC | 358,880 | $64,240 | 0.8% | $170.19 | -0.1% | COM | 444859102 |
| — | HOME PROPERTIES INC | 827,521 | $61,857 | 0.7% | $74.09 | — | COM | 437306103 |
| — | WILLIS GROUP HOLDINGS PUBLIC | 1,480,169 | $60,643 | 0.7% | $41.08 | — | SHS | G96666105 |
| — | CAMERON INTERNATIONAL CORP | 964,138 | $59,121 | 0.7% | $61.32 | — | COM | 13342B105 |
| — | XOOM CORP | 2,229,830 | $55,478 | 0.7% | $24.88 | — | COM | 98419Q101 |
| — | IPC HEALTHCARE INC | 709,879 | $55,150 | 0.7% | $77.69 | — | COM | 44984A105 |
| — | OM GROUP INC | 1,671,795 | $54,985 | 0.7% | $32.89 | — | COM | 670872100 |
| — | STERICYCLE INC | 530,350 | $53,995 | 0.7% | $101.81 | — | DEP PFD A 1/10 | 858912207 |
| — | STRATEGIC HOTELS & RESORTS I | 3,876,951 | $53,463 | 0.6% | $13.79 | — | COM | 86272T106 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 50,500,000 | $53,120 | 0.6% | $1.03 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | ELECTRONIC ARTS INC | 24,750,000 | $52,578 | 0.6% | $1.85 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | SYMETRA FINL CORP | 1,656,344 | $52,407 | 0.6% | $31.64 | — | COM | 87151Q106 |
| — | ALCATEL-LUCENT | 13,652,552 | $49,832 | 0.6% | $3.64 | — | SPONSORED ADR | 013904305 |
| — | MICRON TECHNOLOGY INC | 29,975,000 | $49,552 | 0.6% | $2.82 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | SUNEDISON INC | 64,475,000 | $48,880 | 0.6% | $1.72 | — | NOTE 2.000%10/0 | 86732YAC3 |
| — | CABLEVISION SYS CORP | 1,470,756 | $47,755 | 0.6% | $32.47 | — | CL A NY CABLVS | 12686C109 |
| — | CHENIERE ENERGY INC | 72,025,000 | $45,151 | 0.5% | $0.82 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | WEYERHAEUSER CO | 920,900 | $44,174 | 0.5% | $49.02 | — | PREF CONV SER A | 962166872 |
| — | STANCORP FINL GROUP INC | 384,892 | $43,955 | 0.5% | $114.20 | — | COM | 852891100 |
| — | HERBALIFE LTD | 49,200,000 | $43,573 | 0.5% | $0.83 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | NATIONAL PENN BANCSHARES INC | 3,642,465 | $42,799 | 0.5% | $11.75 | — | COM | 637138108 |
| — | AGL RES INC | 679,908 | $41,502 | 0.5% | $61.04 | — | COM | 001204106 |
| — | SOLERA HOLDINGS INC | 759,170 | $40,995 | 0.5% | $54.00 | — | COM | 83421A104 |
| — | STARWOOD PPTY TR INC | 37,800,000 | $38,651 | 0.5% | $1.10 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | DOMINION RES INC VA NEW | 745,300 | $37,362 | 0.5% | $50.13 | — | UNIT 99/99/9999 | 25746U869 |
| — | EQUINIX INC | 10,950,000 | $37,340 | 0.5% | $2.89 | — | NOTE 4.750% 6/1 | 29444UAH9 |
| — | BOULEVARD ACQUISITION | 3,735,685 | $37,282 | 0.5% | $9.98 | — | UNIT 99/99/9999 | 10157Q201 |
| — | MERITOR INC | 26,875,000 | $36,584 | 0.4% | $1.50 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | GORES HLDGS INC | 3,500,000 | $35,490 | 0.4% | $10.14 | — | UNIT 99/99/9999 | 382866200 |
| — | DOT HILL SYS CORP | 3,543,873 | $34,482 | 0.4% | $9.73 | — | COM | 25848T109 |
| — | TECO ENERGY INC | 1,296,374 | $34,043 | 0.4% | $26.26 | — | COM | 872375100 |
| — | ANTHEM INC | 667,175 | $32,438 | 0.4% | $52.94 | — | UNIT 05/01/20188 | 036752202 |
| — | ZULILY INC | 1,819,543 | $31,660 | 0.4% | $17.40 | — | CL A | 989774104 |
| — | PRICELINE GRP INC | 22,375,000 | $31,563 | 0.4% | $1.41 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | INTEGRATED SILICON SOLUTION | 1,448,984 | $31,139 | 0.4% | $20.77 | — | COM | 45812P107 |
| — | DOW CHEM CO | 734,217 | $30,915 | 0.4% | $42.11 | — | COM | 260543103 |
| — | QUINPARIO ACQUISITION CORP 2 | 3,132,926 | $30,703 | 0.4% | $9.86 | — | COM | 74874U101 |
| — | WL ROSS HLDG CORP | 2,909,350 | $30,199 | 0.4% | $10.00 | — | COM SHS | 92939D104 |
| — | SQUARE 1 FINL INC | 1,165,363 | $29,921 | 0.4% | $26.43 | — | CL A | 85223W101 |
| — | UTI WORLDWIDE INC | 39,700,000 | $29,477 | 0.4% | $1.07 | — | NOTE 4.500% 3/0 | 90349LAB0 |
| — | MEDICINES CO | 20,055,000 | $29,293 | 0.4% | $1.46 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | AVOLON HLDGS LTD | 933,196 | $28,406 | 0.3% | $30.44 | — | COM | G52237107 |
| — | MGIC INVT CORP WIS | 26,025,000 | $27,814 | 0.3% | $1.12 | — | NOTE 5.000% 5/0 | 552848AD5 |
| — | WEBMD HEALTH CORP | 26,675,000 | $26,975 | 0.3% | $1.01 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | WEBMD HEALTH CORP | 25,875,000 | $26,587 | 0.3% | $1.06 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | GP INVTS ACQUISITION COR | 2,750,000 | $26,428 | 0.3% | $9.61 | — | SHS | G40357124 |
| — | SPIRIT RLTY CAP INC NEW | 28,225,000 | $26,338 | 0.3% | $0.98 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | CONVERGYS CORP | 12,550,000 | $26,245 | 0.3% | $2.10 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | MICRON TECHNOLOGY INC | 15,700,000 | $26,121 | 0.3% | $2.78 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | PROSPECT CAPITAL CORPORATION | 28,300,000 | $25,612 | 0.3% | $0.94 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | HEALTH NET INC | 417,300 | $25,130 | 0.3% | $60.22 | — | COM | 42222G108 |
| — | STARWOOD PPTY TR INC | 24,150,000 | $24,075 | 0.3% | $1.05 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | PARTNERRE LTD | 170,496 | $23,678 | 0.3% | $136.54 | — | COM | G6852T105 |
| — | STARWOOD PPTY TR INC | 22,825,000 | $23,610 | 0.3% | $1.16 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | ACORDA THERAPEUTICS INC | 25,650,000 | $23,277 | 0.3% | $0.98 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | GARNERO GROUP ACQUISITION CO | 2,370,000 | $23,273 | 0.3% | $9.60 | — | SHS | G5866L108 |
| — | CEMEX SAB DE CV | 22,475,000 | $22,840 | 0.3% | $1.08 | — | NOTE 3.250% 3/1 | 151290BB8 |
| — | DOUBLE EAGLE ACQUISITION COR | 2,250,000 | $22,815 | 0.3% | $10.14 | — | UNIT 99/99/9999 | G28195108 |
| — | TTM TECHNOLOGIES INC | 25,800,000 | $22,720 | 0.3% | $1.04 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | RADIAN GROUP INC | 14,208,000 | $21,490 | 0.3% | $1.61 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | GOOGLE INC | 35,215 | $21,426 | 0.3% | $608.43 | — | CL C | 38259P706 |
| — | EZCHIP SEMICONDUCTOR LIMITED | 834,937 | $21,007 | 0.3% | $25.16 | — | ORD | M4146Y108 |
| — | PDL BIOPHARMA INC | 23,475,000 | $20,805 | 0.3% | $0.96 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | SUNEDISON INC | 28,575,000 | $20,306 | 0.2% | $1.75 | — | NOTE 2.750% 1/0 | 86732YAD1 |
| — | HYDRA INDS ACQUISITION CORP | 2,000,000 | $19,400 | 0.2% | $9.45 | — | COM | 448740100 |
| — | EASTERLY ACQUISITION CORP | 1,850,000 | $18,593 | 0.2% | $10.05 | — | UNIT 99/99/9999 | 27616L201 |
| — | VECTOR GROUP LTD | 12,125,000 | $18,303 | 0.2% | $1.43 | — | FRNT 1/1 | 92240MAY4 |
| — | COLONY CAP INC | 18,375,000 | $17,651 | 0.2% | $0.96 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 11,400,000 | $17,627 | 0.2% | $1.41 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | MICRON TECHNOLOGY INC | 11,155,000 | $17,123 | 0.2% | $2.24 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | STANDARD PAC CORP NEW | 14,730,000 | $17,114 | 0.2% | $1.24 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| — | CIENA CORP | 12,710,000 | $16,682 | 0.2% | $1.28 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | DEALERTRACK TECHNOLOGIES INC | 259,117 | $16,366 | 0.2% | $62.79 | — | COM | 242309102 |
| — | HARMONY MERGER CORP | 1,631,880 | $16,074 | 0.2% | $9.80 | — | COM | 413247107 |
| — | CAMBRIDGE CAP ACQUISITION CO | 1,584,000 | $15,761 | 0.2% | $10.05 | — | COM | 13215Q106 |
| — | UNITED STATES STL CORP NEW | 15,729,000 | $15,660 | 0.2% | $1.18 | — | NOTE 2.750% 4/0 | 912909AH1 |
| — | HOLOGIC INC | 9,150,000 | $15,641 | 0.2% | $1.47 | — | FRNT 2.000%12/1 | 436440AB7 |
| PRGO | PERRIGO CO PLC | 96,199 | $15,129 | 0.2% | $189.90 | -3.4% | SHS | G97822103 |
| — | TERRAPIN 3 ACQUISITION CORP | 1,530,000 | $15,116 | 0.2% | $9.60 | — | COM CL A | 88104P104 |
| — | CDK GLOBAL INC | 314,992 | $15,050 | 0.2% | $46.76 | — | COM | 12508E101 |
| — | GENCORP INC | 8,250,000 | $14,824 | 0.2% | $2.58 | — | SDCV 4.062%12/3 | 368682AN0 |
| — | DEVELOPERS DIVERSIFIED RLTY | 13,525,000 | $14,387 | 0.2% | $1.06 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | TORNIER N V | 696,627 | $14,204 | 0.2% | $22.59 | — | SHS | N87237108 |
| — | AMSURG CORP | 92,875 | $13,757 | 0.2% | $124.12 | — | PFD CNV SR A-1 % | 03232P504 |
| — | STANDARD PAC CORP NEW | 1,671,116 | $13,369 | 0.2% | $8.02 | — | COM | 85375C101 |
| — | ALON USA ENERGY INC | 9,400,000 | $12,537 | 0.2% | $1.28 | — | NOTE 3.000% 9/1 | 020520AB8 |
| CMCSA | COMCAST CORP NEW | 208,976 | $11,887 | 0.1% | $23.34 | 0.0% | CL A | 20030N101 |
| — | WPX ENERGY INC | 329,525 | $11,879 | 0.1% | $36.05 | — | PFD SER A CV | 98212B202 |
| — | GLOBAL PARTNER ACQUISITION C | 1,200,000 | $11,700 | 0.1% | $9.75 | — | COM | 37954X105 |
| — | RED HAT INC | 160,704 | $11,551 | 0.1% | $75.75 | — | COM | 756577102 |
| — | LAM RESEARCH CORP | 10,000,000 | $11,356 | 0.1% | $1.14 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | REMY INTL INC NEW | 385,315 | $11,270 | 0.1% | $29.25 | — | COM | 75971M108 |
| — | ELECTRUM SPL ACQUISITION COR | 1,100,000 | $10,670 | 0.1% | $9.70 | — | SHS | G3105C104 |
| — | HENNESSY CAP ACQUISITION COR | 1,103,201 | $10,536 | 0.1% | $9.55 | — | COM | 42588J100 |
| — | STILLWATER MNG CO | 9,675,000 | $9,911 | 0.1% | $1.14 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | AR CAP ACQUISITION CORP | 1,010,000 | $9,696 | 0.1% | $9.51 | — | COM | 00191R109 |
| — | ISTAR INC | 8,466,000 | $9,688 | 0.1% | $1.20 | — | NOTE 3.000%11/1 | 45031UBR1 |
| — | RAMBUS INC DEL | 8,175,000 | $9,575 | 0.1% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | STEINER LEISURE LTD | 150,663 | $9,519 | 0.1% | $63.18 | — | ORD | P8744Y102 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 11,375,000 | $9,498 | 0.1% | $1.06 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| EBAY | EBAY INC | 380,148 | $9,291 | 0.1% | $23.93 | 0.0% | COM | 278642103 |
| — | GLOBAL DEFENSE & NATL SEC SY | 870,500 | $9,158 | 0.1% | $10.36 | — | COM | 37953N108 |
| — | CEMEX SAB DE CV | 8,700,000 | $9,005 | 0.1% | $1.19 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | CARE CAP PPTYS INC | 270,767 | $8,916 | 0.1% | $32.93 | — | COM | 141624106 |
| ADP | AUTOMATIC DATA PROCESSING IN | 110,901 | $8,912 | 0.1% | $67.89 | -5.9% | COM | 053015103 |
| — | SPIRIT RLTY CAP INC NEW | 9,675,000 | $8,847 | 0.1% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | WEBMD HEALTH CORP | 8,775,000 | $8,813 | 0.1% | $1.01 | — | NOTE 2.250% 3/3 | 94770VAH5 |
| — | ATMEL CORP | 1,081,223 | $8,725 | 0.1% | $8.07 | — | COM | 049513104 |
| — | FINTECH ACQUISITION CORP | 890,000 | $8,678 | 0.1% | $9.70 | — | COM | 31809H100 |
| NI | NISOURCE INC | 453,979 | $8,421 | 0.1% | $12.30 | 0.0% | COM | 65473P105 |
| — | BAXALTA INC | 260,438 | $8,206 | 0.1% | $31.51 | — | COM | 07177M103 |
| — | LIBERTY INTERACTIVE CORP | 202,686 | $8,178 | 0.1% | $42.01 | — | LBT VENT COM A | 53071M880 |
| VTR | VENTAS INC | 143,209 | $8,028 | 0.1% | $41.55 | 0.0% | COM | 92276F100 |
| — | COWEN GROUP INC NEW | 7,600,000 | $7,999 | 0.1% | $1.14 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | SEQUENOM INC | 9,450,000 | $7,985 | 0.1% | $0.98 | — | NOTE 5.000% 1/0 | 817337AC2 |
| MAS | MASCO CORP | 314,243 | $7,913 | 0.1% | $22.00 | 0.0% | COM | 574599106 |
| — | AROWANA INC | 800,000 | $7,848 | 0.1% | $9.77 | — | SHS | G05011104 |
| — | HEALTHWAYS INC | 8,275,000 | $7,685 | 0.1% | $1.17 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 9,375,000 | $7,629 | 0.1% | $0.81 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | YODLEE INC | 459,679 | $7,415 | 0.1% | $16.13 | — | COM | 98600P201 |
| — | AMYRIS INC | 9,245,000 | $6,633 | 0.1% | $0.66 | — | NOTE 6.500% 5/1 | 03236MAC5 |
| PYPL | PAYPAL HLDGS INC | 209,368 | $6,499 | 0.1% | $35.85 | 0.0% | COM | 70450Y103 |
| EPC | EDGEWELL PERS CARE CO | 78,577 | $6,412 | 0.1% | $82.42 | 0.0% | COM | 28035Q102 |
| — | LUMENIS LTD | 462,233 | $6,402 | 0.1% | $13.72 | — | SHS CL B | M6778Q121 |
| — | SPECTRUM PHARMACEUTICALS INC | 7,050,000 | $6,314 | 0.1% | $0.92 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | ON SEMICONDUCTOR CORP | 5,564,000 | $6,242 | 0.1% | $1.24 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | PREMIERE GLOBAL SVCS INC | 430,826 | $5,920 | 0.1% | $13.74 | — | COM | 740585104 |
| — | PERICOM SEMICONDUCTOR CORP | 295,883 | $5,400 | 0.1% | $18.25 | — | COM | 713831105 |
| — | BARINGTON HILCO ACQUISITION | 545,520 | $5,357 | 0.1% | $9.70 | — | COM | 06759V101 |
| — | GENERAL CABLE CORP DEL NEW | 8,622,000 | $5,222 | 0.1% | $0.80 | — | FRNT 4.500%11/1 | 369300AL2 |
| KMB | KIMBERLY CLARK CORP | 47,635 | $5,194 | 0.1% | $76.32 | +1.4% | COM | 494368103 |
| — | PACE HLDGS CORP | 500,000 | $5,125 | 0.1% | $10.25 | — | UNIT 99/99/9999 | G6865N129 |
| — | ATLANTIC ALLIANCE PARTNER CO | 500,000 | $5,060 | 0.1% | $10.15 | — | SHS | G04897107 |
| — | INTEL CORP | 4,150,000 | $5,050 | 0.1% | $1.21 | — | SDCV 12/1 | 458140AD2 |
| — | ACCURAY INC | 4,500,000 | $4,961 | 0.1% | $1.78 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | DEL TACO RESTAURANTS INC | 941,400 | $4,754 | 0.1% | $5.05 | — | *W EXP 06/30/202 | 245496112 |
| — | DU PONT E I DE NEMOURS & CO | 97,926 | $4,720 | 0.1% | $48.20 | — | COM | 263534109 |
| — | FRONTIER COMMUNICATIONS CORP | 50,000 | $4,691 | 0.1% | $99.68 | — | PFD CONV SER-A | 35906A207 |
| — | BARNES & NOBLE ED INC | 360,700 | $4,584 | 0.1% | $12.71 | — | COM | 06777U101 |
| — | COLUMBIA PIPELINE GROUP INC | 248,700 | $4,549 | 0.1% | $18.29 | — | COM | 198280109 |
| — | 1347 CAP CORP | 450,540 | $4,393 | 0.1% | $9.60 | — | COM | 68245V103 |
| DY | DYCOM INDS INC | 59,888 | $4,333 | 0.1% | $69.22 | 0.0% | COM | 267475101 |
| — | BLACKROCK CORE BD TR | 334,807 | $4,326 | 0.1% | $13.82 | — | SHS BEN INT | 09249E101 |
| — | RENEWABLE ENERGY GROUP INC | 4,900,000 | $4,242 | 0.1% | $0.93 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| HLF | HERBALIFE LTD | 77,658 | $4,232 | 0.1% | $17.08 | +60.4% | COM USD SHS | G4412G101 |
| — | BLACKROCK CR ALLCTN INC TR | 346,312 | $4,215 | 0.1% | $13.46 | — | COM | 092508100 |
| CABO | CABLE ONE INC | 9,651 | $4,048 | 0.0% | $366.69 | 0.0% | COM | 12685J105 |
| — | BLACKROCK CORPOR HI YLD FD I | 409,564 | $4,042 | 0.0% | $11.15 | — | COM | 09255P107 |
| — | CITRIX SYS INC | 57,492 | $3,983 | 0.0% | $64.42 | — | COM | 177376100 |
| — | KOHLBERG CAPITAL CORP | 4,000,000 | $3,960 | 0.0% | $1.11 | — | NOTE 8.750% 3/1 | 500233AB7 |
| — | ROI ACQUISITION CORP II | 395,995 | $3,960 | 0.0% | $9.86 | — | COM | 74966G101 |
| — | COHEN & STEERS QUALITY RLTY | 349,529 | $3,950 | 0.0% | $12.42 | — | COM | 19247L106 |
| — | MERGE HEALTHCARE INC | 554,125 | $3,934 | 0.0% | $7.10 | — | COM | 589499102 |
| — | EATON VANCE LTD DUR INCOME F | 308,607 | $3,913 | 0.0% | $14.39 | — | COM | 27828H105 |
| — | UIL HLDG CORP | 76,538 | $3,848 | 0.0% | $51.42 | — | COM | 902748102 |
| — | NUVEEN CR STRATEGIES INCM FD | 480,099 | $3,831 | 0.0% | $9.05 | — | COM SHS | 67073D102 |
| BLD | TOPBUILD CORP | 121,613 | $3,766 | 0.0% | $30.95 | 0.0% | COM | 89055F103 |
| CC | CHEMOURS CO | 553,926 | $3,584 | 0.0% | $7.40 | 0.0% | COM | 163851108 |
| — | GAIN CAP HLDGS INC | 3,775,000 | $3,574 | 0.0% | $1.08 | — | NOTE 4.125%12/0 | 36268WAB6 |
| — | EZCORP INC | 4,925,000 | $3,540 | 0.0% | $0.72 | — | NOTE 2.125% 6/1 | 302301AB2 |
| — | C B PHARMA ACQUISITION CORP | 350,000 | $3,472 | 0.0% | $9.78 | — | SHS | G2029P126 |
| — | CHAMBERS STR PPTYS | 522,471 | $3,391 | 0.0% | $6.49 | — | COM | 157842105 |
| BAX | BAXTER INTL INC | 103,186 | $3,390 | 0.0% | $31.47 | +1.9% | COM | 071813109 |
| LITE | LUMENTUM HLDGS INC | 196,726 | $3,335 | 0.0% | $19.14 | 0.0% | COM | 55024U109 |
| — | PHOENIX COS INC NEW | 99,823 | $3,293 | 0.0% | $32.99 | — | COM NEW | 71902E604 |
| ENR | ENERGIZER HLDGS INC NEW | 84,956 | $3,289 | 0.0% | $28.77 | 0.0% | COM | 29272W109 |
| — | METRO BANCORP INC PA | 110,923 | $3,260 | 0.0% | $29.39 | — | COM | 59161R101 |
| GHC | GRAHAM HLDGS CO | 5,600 | $3,231 | 0.0% | $595.59 | 0.0% | COM | 384637104 |
| — | BLACKSTONE GSO STRATEGIC CR | 225,924 | $3,210 | 0.0% | $16.06 | — | COM SHS BEN IN | 09257R101 |
| — | PIMCO DYNAMIC CR INCOME FD | 173,260 | $3,165 | 0.0% | $18.45 | — | COM SHS | 72202D106 |
| — | BLACKROCK RES & COMM STRAT T | 438,549 | $3,114 | 0.0% | $9.56 | — | SHS | 09257A108 |
| — | LIBERTY ALL STAR EQUITY FD | 577,975 | $2,936 | 0.0% | $5.83 | — | SH BEN INT | 530158104 |
| — | FIRST TR HIGH INCOME L/S FD | 202,932 | $2,859 | 0.0% | $16.31 | — | COM | 33738E109 |
| — | ALPINE GLOBAL PREMIER PPTYS | 502,612 | $2,805 | 0.0% | $6.77 | — | COM SBI | 02083A103 |
| — | MEDIA GEN INC NEW | 198,081 | $2,771 | 0.0% | $13.99 | — | COM | 58441K100 |
| — | BLACKROCK MUN TARGET TERM TR | 135,854 | $2,769 | 0.0% | $20.97 | — | COM SHS BEN IN | 09257P105 |
| — | AFFYMETRIX INC | 1,750,000 | $2,719 | 0.0% | $2.20 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | WL ROSS HLDG CORP | 3,315,000 | $2,718 | 0.0% | $0.61 | — | *W EXP 06/11/201 | 92939D112 |
| — | VIVINT SOLAR INC | 251,400 | $2,635 | 0.0% | $10.48 | — | COM | 92854Q106 |
| — | ALBANY MOLECULAR RESH INC | 2,125,000 | $2,635 | 0.0% | $1.28 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | KEYCORP NEW | 20,000 | $2,603 | 0.0% | $129.65 | — | PFD 7.75% SR A | 493267405 |
| — | MERITAGE HOMES CORP | 2,475,000 | $2,483 | 0.0% | $1.07 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | CENVEO CORP | 2,725,000 | $2,470 | 0.0% | $0.94 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | INVACARE CORP | 2,500,000 | $2,447 | 0.0% | $1.06 | — | SDCV 4.125% 2/0 | 461203AD3 |
| — | CBRE CLARION GLOBAL REAL EST | 331,474 | $2,446 | 0.0% | $8.59 | — | COM | 12504G100 |
| — | TIME INC NEW | 123,556 | $2,354 | 0.0% | $22.44 | — | COM | 887228104 |
| — | COHEN & STEERS REIT & PFD IN | 130,741 | $2,266 | 0.0% | $19.04 | — | COM | 19247X100 |
| — | DT ASIA INVTS LTD | 225,112 | $2,235 | 0.0% | $9.82 | — | SHS | G2615J104 |
| — | WESTERN ASSET HIGH INCM OPP | 468,876 | $2,199 | 0.0% | $5.28 | — | COM | 95766K109 |
| — | NUVEEN PREM INCOME MUN FD | 160,997 | $2,157 | 0.0% | $13.98 | — | COM | 67062T100 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $2,150 | 0.0% | $0.42 | — | NOTE 5.875%11/3 | 20478NAD2 |
| — | M/I HOMES INC | 2,150,000 | $2,104 | 0.0% | $1.03 | — | NOTE 3.000% 3/0 | 55292PAB1 |
| — | ENERNOC INC | 3,000,000 | $2,102 | 0.0% | $0.70 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | ONEIDA FINL CORP MD | 100,786 | $2,064 | 0.0% | $19.85 | — | COM | 682479100 |
| VIAV | VIAVI SOLUTIONS INC | 377,500 | $2,027 | 0.0% | $5.86 | 0.0% | COM | 925550105 |
| — | ARVINMERITOR INC | 2,000,000 | $1,995 | 0.0% | $1.02 | — | FRNT 4.625% 3/0 | 043353AF8 |
| — | HENNESSY CAP ACQUISITION COR | 200,000 | $1,972 | 0.0% | $9.86 | — | UNIT 99/99/9999 | 42588J209 |
| — | WELLS FARGO ADVANTAGE MULTI | 170,724 | $1,938 | 0.0% | $13.00 | — | COM SHS | 94987D101 |
| — | NUVEEN NJ DIV ADVANTAGE MUN | 147,898 | $1,896 | 0.0% | $13.63 | — | COM | 67069Y102 |
| ARKR | ARK RESTAURANTS CORP | 81,245 | $1,865 | 0.0% | $17.61 | +3.5% | COM | 040712101 |
| — | TEMPLETON GLOBAL INCOME FD | 304,373 | $1,854 | 0.0% | $7.00 | — | COM | 880198106 |
| NWSA | NEWS CORP NEW | 140,413 | $1,772 | 0.0% | $12.24 | 0.0% | CL A | 65249B109 |
| — | RESOURCE CAP CORP | 1,875,000 | $1,725 | 0.0% | $0.92 | — | NOTE 6.000%12/0 | 76120WAA2 |
| — | NUVEEN QUALITY MUN FD INC | 130,550 | $1,700 | 0.0% | $13.39 | — | COM | 67062N103 |
| — | FRANKLIN LTD DURATION INC TR | 151,289 | $1,649 | 0.0% | $12.15 | — | COM | 35472T101 |
| — | ARES DYNAMIC CR ALLOCATION F | 117,328 | $1,639 | 0.0% | $16.15 | — | COM | 04014F102 |
| — | BLACKROCK LTD DURATION INC T | 113,470 | $1,639 | 0.0% | $15.37 | — | COM SHS | 09249W101 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 71,523 | $1,586 | 0.0% | $31.79 | — | COM SER A | 531465102 |
| — | ENCORE CAP GROUP INC | 1,575,000 | $1,570 | 0.0% | $1.08 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | TWENTY FIRST CENTY FOX INC | 57,755 | $1,558 | 0.0% | $26.98 | — | CL A | 90130A101 |
| — | BLACKROCK FLOAT RATE OME STR | 119,805 | $1,550 | 0.0% | $13.74 | — | COM | 09255X100 |
| — | INVESCO DYNAMIC CR OPP FD | 144,254 | $1,525 | 0.0% | $11.87 | — | COM | 46132R104 |
| — | NTELOS HLDGS CORP | 167,463 | $1,512 | 0.0% | $9.03 | — | COM NEW | 67020Q305 |
| — | FIRST TR ABERDEEN GLBL OPP F | 152,741 | $1,479 | 0.0% | $11.55 | — | COM SHS | 337319107 |
| — | NUVEEN DIV ADVANTAGE MUN FD | 106,253 | $1,447 | 0.0% | $14.14 | — | COM | 67070F100 |
| — | RESOURCE CAP CORP | 1,500,000 | $1,415 | 0.0% | $0.96 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | LINDBLAD EXPEDITIONS HLDGS I | 806,550 | $1,403 | 0.0% | $1.74 | — | *W EXP 07/08/202 | 535219117 |
| — | CENTRAL SECS CORP | 70,758 | $1,398 | 0.0% | $21.80 | — | COM | 155123102 |
| — | WESTERN ASSET MGD HI INCM FD | 311,975 | $1,395 | 0.0% | $5.14 | — | COM | 95766L107 |
| — | QUANTUM CORP | 1,650,000 | $1,390 | 0.0% | $1.17 | — | NOTE 4.500%11/1 | 747906AJ4 |
| — | NUVEEN MD PREM INCOME MUN FD | 111,683 | $1,376 | 0.0% | $12.74 | — | COM | 67061Q107 |
| — | ADVENT CLAY CONV SEC INC FD | 245,850 | $1,335 | 0.0% | $6.72 | — | COM | 007639107 |
| — | SYNERGETICS USA INC | 201,800 | $1,326 | 0.0% | $6.57 | — | COM | 87160G107 |
| — | BLACKSTONE GSO LNG SHRT CR I | 88,780 | $1,265 | 0.0% | $16.14 | — | COM SHS BN INT | 09257D102 |
| — | WABASH NATL CORP | 1,100,000 | $1,255 | 0.0% | $1.26 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | NUVEEN PREM INCOME MUN FD 2 | 91,456 | $1,248 | 0.0% | $14.19 | — | COM | 67063W102 |
| — | EATON VANCE SH TM DR DIVR IN | 93,475 | $1,237 | 0.0% | $14.49 | — | COM | 27828V104 |
| — | INVESCO QUALITY MUNI INC TRS | 101,026 | $1,227 | 0.0% | $12.56 | — | COM | 46133G107 |
| — | NUVEEN SELECT QUALITY MUN FD | 88,637 | $1,185 | 0.0% | $14.09 | — | COM | 670973106 |
| — | BLACKROCK MUNIYLD MICH QLTY | 89,850 | $1,184 | 0.0% | $13.67 | — | COM | 09254V105 |
| — | AGROFRESH SOLUTIONS | 552,100 | $1,159 | 0.0% | $2.10 | — | *W EXP 07/31/202 | 00856G117 |
| — | NUVEEN NY AMT FREE MUN INCOM | 91,190 | $1,148 | 0.0% | $13.07 | — | COM | 670656107 |
| — | PINNACLE ENTMT INC | 33,805 | $1,144 | 0.0% | $33.84 | — | COM | 723456109 |
| — | NUVEEN MUN MKT OPPORTUNITY F | 86,150 | $1,129 | 0.0% | $13.70 | — | COM | 67062W103 |
| — | NUVEEN QUALITY INCOME MUN FD | 82,668 | $1,115 | 0.0% | $13.98 | — | COM | 670977107 |
| — | RMR REAL ESTATE INCOME FUND | 59,641 | $1,073 | 0.0% | $20.76 | — | COM | 76970B101 |
| — | HUNTINGTON BANCSHARES INC | 800 | $1,067 | 0.0% | $1336.25 | — | PFD CONV SER A | 446150401 |
| — | WESTERN ASSET GLOBAL CP DEFI | 66,626 | $1,055 | 0.0% | $17.69 | — | COM | 95790C107 |
| — | NUVEEN N C PREM INCOME MUN F | 81,347 | $1,036 | 0.0% | $13.18 | — | COM | 67060P100 |
| — | NUVEEN PA INVT QUALITY MUN F | 78,515 | $1,030 | 0.0% | $13.88 | — | COM | 670972108 |
| — | ALLIANCEBERNSTEIN GBL HGH IN | 90,345 | $1,000 | 0.0% | $11.33 | — | COM | 01879R106 |
| — | MITEL NETWORKS CORP | 153,287 | $989 | 0.0% | $8.83 | — | COM | 60671Q104 |
| — | JOURNAL MEDIA GROUP INC | 126,061 | $945 | 0.0% | $8.29 | — | COM | 48114A109 |
| — | QUIDEL CORP | 1,000,000 | $931 | 0.0% | $1.09 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | STATE INVS BANCORP INC | 43,225 | $923 | 0.0% | $21.00 | — | COM | 857030100 |
| — | NEUBERGER BERMAN HGH YLD FD | 89,930 | $916 | 0.0% | $12.05 | — | COM | 64128C106 |
| — | ENVIVIO INC | 219,275 | $897 | 0.0% | $4.09 | — | COM | 29413T106 |
| — | CORENERGY INFRASTRUCTURE TR | 1,000,000 | $889 | 0.0% | $0.89 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | NUVEEN MUN ADVANTAGE FD INC | 66,432 | $884 | 0.0% | $13.75 | — | COM | 67062H106 |
| — | PRUDENTIAL GLB SHT DUR HG YL | 63,849 | $880 | 0.0% | $13.78 | — | COM | 74433A109 |
| — | WESTERN ASSET WORLDWIDE INCO | 88,675 | $872 | 0.0% | $11.34 | — | COM | 957668106 |
| — | NUVEEN PERFORMANCE PLUS MUN | 61,063 | $866 | 0.0% | $14.87 | — | COM | 67062P108 |
| XPHDX | PIONEER FLOATING RATE TR | 75,359 | $853 | 0.0% | $11.63 | — | COM | 72369J102 |
| — | WELLS FARGO ADVANTAGE INCOME | 111,594 | $845 | 0.0% | $8.33 | — | COM SHS | 94987B105 |
| — | EATON VANCE SR INCOME TR | 141,448 | $830 | 0.0% | $6.51 | — | SH BEN INT | 27826S103 |
| — | CASTLE A M & CO | 1,550,000 | $816 | 0.0% | $0.67 | — | NOTE 7.000%12/1 | 148411AF8 |
| — | GENERAL AMERN INVS INC | 26,290 | $814 | 0.0% | $30.96 | — | COM | 368802104 |
| — | BLACKROCK MULTI-SECTOR INC T | 50,741 | $797 | 0.0% | $15.95 | — | COM | 09258A107 |
| — | PRUDENTIAL SHT DURATION HG Y | 54,280 | $796 | 0.0% | $14.66 | — | COM | 74442F107 |
| BWXT | BWX TECHNOLOGIES INC | 30,101 | $793 | 0.0% | $22.66 | 0.0% | COM | 05605H100 |
| — | PUTNAM MUN OPPORTUNITIES TR | 63,391 | $758 | 0.0% | $12.26 | — | SH BEN INT | 746922103 |
| KMI | KINDER MORGAN INC DEL | 27,367 | $758 | 0.0% | $23.87 | -18.1% | COM | 49456B101 |
| — | QUINPARIO ACQUISITION CORP 2 | 3,500,000 | $753 | 0.0% | $0.30 | — | *W EXP 01/01/202 | 74874U119 |
| — | ADEPT TECHNOLOGY INC | 57,802 | $749 | 0.0% | $12.96 | — | COM NEW | 006854202 |
| — | ALPINE GLOBAL DYNAMIC DIVD F | 87,156 | $745 | 0.0% | $10.19 | — | COM NEW | 02082E205 |
| — | WESTERN ASSET GLB HI INCOME | 82,730 | $742 | 0.0% | $10.18 | — | COM | 95766B109 |
| — | TRI CONTL CORP | 37,580 | $733 | 0.0% | $20.14 | — | COM | 895436103 |
| — | TRANSAMERICA INCOME SHS INC | 33,862 | $733 | 0.0% | $20.38 | — | COM | 893506105 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 52,493 | $731 | 0.0% | $14.67 | — | COM | 09253X102 |
| — | PUTNAM MANAGED MUN INCOM TR | 101,393 | $725 | 0.0% | $7.39 | — | COM | 746823103 |
| — | EATON VANCE MUN BD FD | 57,775 | $723 | 0.0% | $12.91 | — | COM | 27827X101 |
| — | HYDRA INDS ACQUISITION CORP | 2,000,000 | $720 | 0.0% | $0.37 | — | RIGHT 99/99/9999 | 448740126 |
| — | NUVEEN GLOBAL EQUITY INCOME | 69,505 | $708 | 0.0% | $12.56 | — | COM | 6706EH103 |
| ATLC | ATLANTICUS HLDGS CORP | 191,430 | $704 | 0.0% | $2.61 | +48.0% | COM | 04914Y102 |
| EPD | ENTERPRISE PRODS PARTNERS L | 27,660 | $689 | 0.0% | $32.94 | — | COM | 293792107 |
| — | INVESCO MUN TR | 55,675 | $684 | 0.0% | $12.80 | — | COM | 46131J103 |
| — | ENERGY TRANSFER PRTNRS L P | 16,605 | $682 | 0.0% | $53.51 | — | UNIT LTD PARTN | 29273R109 |
| — | NUVEEN SHT DUR CR OPP FD | 44,808 | $682 | 0.0% | $16.80 | — | COM | 67074X107 |
| — | WCI CMNTYS INC | 29,516 | $668 | 0.0% | $23.95 | — | COM PAR $0.01 | 92923C807 |
| — | TERRAPIN 3 ACQUISITION CORP | 1,700,000 | $664 | 0.0% | $0.32 | — | *W EXP 06/27/201 | 88104P112 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 48,928 | $662 | 0.0% | $14.41 | — | COM | 09254X101 |
| — | GABELLI DIVD & INCOME TR | 36,741 | $645 | 0.0% | $20.60 | — | COM | 36242H104 |
| — | GARNERO GROUP ACQUISITION CO | 2,900,000 | $638 | 0.0% | $0.19 | — | RIGHT 06/25/2016 | G5866L132 |
| — | PUTMAN HIGH INCOME SEC FUND | 88,654 | $625 | 0.0% | $8.08 | — | SHS BEN INT | 746779107 |
| — | MILLENNIAL MEDIA INC | 351,500 | $615 | 0.0% | $1.75 | — | COM | 60040N105 |
| — | WESTERN ASSET GLB PTNRS INCO | 76,460 | $610 | 0.0% | $9.31 | — | COM | 95766G108 |
| — | WILLIAMS PARTNERS L P NEW | 18,936 | $604 | 0.0% | $49.22 | — | COM UNIT LTD PAR | 96949L105 |
| — | MORGAN STANLEY TRUSTS | 34,449 | $599 | 0.0% | $18.00 | — | INCOME SECS INC | 61745P874 |
| — | BROOKFIELD GLOBL LISTED INFR | 47,603 | $596 | 0.0% | $14.06 | — | COM SHS | 11273Q109 |
| — | MFS MUN INCOME TR | 92,967 | $594 | 0.0% | $6.74 | — | SH BEN INT | 552738106 |
| — | COMMUNICATIONS SALES&LEAS IN | 32,759 | $586 | 0.0% | $24.72 | — | COM | 20341J104 |
| — | JASON INDS INC | 2,331,300 | $583 | 0.0% | $0.79 | — | *W EXP 06/30/201 | 471172114 |
| — | HYDRA INDS ACQUISITION CORP | 2,000,000 | $580 | 0.0% | $0.16 | — | *W EXP 10/20/202 | 448740118 |
| — | BOSTON PRIVATE FINL HLDGS IN | 117,799 | $577 | 0.0% | $5.14 | — | *W EXP 11/21/201 | 101119113 |
| — | ALERE INC | 500,000 | $570 | 0.0% | $1.18 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | TALEN ENERGY CORP | 56,225 | $568 | 0.0% | $17.16 | — | COM | 87422J105 |
| — | ROYCE VALUE TR INC | 49,413 | $568 | 0.0% | $11.49 | — | COM | 780910105 |
| — | NUVEEN PREMIER MUN INCOME FD | 42,993 | $561 | 0.0% | $13.81 | — | COM | 670988104 |
| — | AVENUE INCOME CR STRATEGIES | 42,909 | $551 | 0.0% | $14.59 | — | COM | 05358E106 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 8,957 | $538 | 0.0% | $76.26 | — | COM UNIT RP LP | 559080106 |
| — | MACQUARIE GLBL INFRA TOTL RE | 27,864 | $537 | 0.0% | $21.69 | — | COM | 55608D101 |
| — | WESTERN ASSET HGH YLD DFNDFD | 37,532 | $525 | 0.0% | $13.99 | — | COM | 95768B107 |
| — | SUNOCO LOGISTICS PRTNRS L P | 17,976 | $515 | 0.0% | $40.97 | — | COM UNITS | 86764L108 |
| — | NUVEEN CONN PREM INCOME MUN | 41,309 | $509 | 0.0% | $12.75 | — | COM | 67060D107 |
| — | HOLLY ENERGY PARTNERS L P | 17,387 | $505 | 0.0% | $31.38 | — | COM UT LTD PTN | 435763107 |
| — | NUVEEN DIVID ADV MUN FD 3 | 37,000 | $502 | 0.0% | $14.19 | — | COM SH BEN INT | 67070X101 |
| — | DELAWARE ENHANCED GBL DIV & | 53,596 | $496 | 0.0% | $10.10 | — | COM | 246060107 |
| GM | GENERAL MTRS CO | 16,411 | $493 | 0.0% | $28.15 | -14.2% | COM | 37045V100 |
| — | HARMONY MERGER CORP | 1,631,880 | $490 | 0.0% | $0.40 | — | *W EXP 01/01/202 | 413247123 |
| — | ANI PHARMACEUTICALS INC | 525,000 | $486 | 0.0% | $1.15 | — | NOTE 3.000%12/0 | 00182CAA1 |
| — | INVESCO HIGH INCOME TR II | 37,588 | $484 | 0.0% | $14.42 | — | COM | 46131F101 |
| CQP | CHENIERE ENERGY PARTNERS LP | 18,085 | $476 | 0.0% | $29.83 | — | COM UNIT | 16411Q101 |
| — | EATON VANCE FLTING RATE INC | 35,563 | $471 | 0.0% | $14.58 | — | COM | 278279104 |
| — | TC PIPELINES LP | 9,875 | $470 | 0.0% | $58.89 | — | UT COM LTD PRT | 87233Q108 |
| — | NUVEEN DIVERSIFIED DIV INCM | 44,118 | $457 | 0.0% | $12.09 | — | COM | 6706EP105 |
| — | AMERIGAS PARTNERS L P | 10,964 | $455 | 0.0% | $46.56 | — | UNIT L P INT | 030975106 |
| — | TRANSMONTAIGNE PARTNERS L P | 16,573 | $451 | 0.0% | $32.10 | — | COM UNIT L P | 89376V100 |
| — | VALERO ENERGY PARTNERS LP | 10,221 | $451 | 0.0% | $47.94 | — | COM UNT REP LP | 91914J102 |
| — | APOLLO TACTICAL INCOME FD IN | 31,232 | $451 | 0.0% | $14.90 | — | COM | 037638103 |
| — | LMP CAP & INCOME FD INC | 36,435 | $443 | 0.0% | $13.51 | — | COM | 50208A102 |
| — | TALLGRASS ENERGY PARTNERS LP | 11,260 | $442 | 0.0% | $49.53 | — | COM UNIT | 874697105 |
| — | CAMBRIDGE CAP ACQUISITION CO | 1,760,000 | $440 | 0.0% | $0.24 | — | *W EXP 12/17/201 | 13215Q114 |
| — | NEUBERGER BERMAN RE ES SEC F | 95,432 | $440 | 0.0% | $5.32 | — | COM | 64190A103 |
| — | ZWEIG TOTAL RETURN FD INC | 38,486 | $440 | 0.0% | $12.53 | — | COM NEW | 989837208 |
| — | BOARDWALK PIPELINE PARTNERS | 37,202 | $438 | 0.0% | $14.56 | — | UT LTD PARTNER | 096627104 |
| — | NUSTAR ENERGY LP | 9,566 | $429 | 0.0% | $59.34 | — | UNIT COM | 67058H102 |
| — | SPECTRA ENERGY PARTNERS LP | 10,414 | $419 | 0.0% | $49.66 | — | COM | 84756N109 |
| — | SWISS HELVETIA FD INC | 38,522 | $418 | 0.0% | $11.49 | — | COM | 870875101 |
| — | TESORO LOGISTICS LP | 9,250 | $416 | 0.0% | $44.97 | — | COM UNIT LP | 88160T107 |
| — | IVY HIGH INC OPPORTUNITIES F | 32,071 | $416 | 0.0% | $12.97 | — | COM | 465893105 |
| — | ONEOK PARTNERS LP | 14,107 | $413 | 0.0% | $39.63 | — | UNIT LTD PARTN | 68268N103 |
| GEL | GENESIS ENERGY L P | 10,726 | $411 | 0.0% | $46.14 | — | UNIT LTD PARTN | 371927104 |
| — | PHILLIPS 66 PARTNERS LP | 8,245 | $406 | 0.0% | $66.74 | — | COM UNIT REP INT | 718549207 |
| — | WESTERN GAS PARTNERS LP | 8,578 | $402 | 0.0% | $64.04 | — | COM UNIT LP IN | 958254104 |
| — | WESTERN ASSET HIGH INCM FD I | 61,817 | $400 | 0.0% | $6.47 | — | COM | 95766J102 |
| — | ADVENT CLAYMORE ENH GRW & IN | 48,439 | $397 | 0.0% | $9.42 | — | COM | 00765E104 |
| — | BUCKEYE PARTNERS L P | 6,687 | $396 | 0.0% | $72.42 | — | UNIT LTD PARTN | 118230101 |
| — | ENBRIDGE ENERGY PARTNERS L P | 15,981 | $395 | 0.0% | $32.77 | — | COM | 29250R106 |
| — | BLACKROCK FLOATING RATE INCO | 31,289 | $389 | 0.0% | $13.47 | — | COM | 091941104 |
| — | ROI ACQUISITION CORP II | 1,050,000 | $378 | 0.0% | $0.17 | — | *W EXP 09/17/201 | 74966G119 |
| — | GABELLI HLTHCARE & WELLNESS | 39,010 | $378 | 0.0% | $11.26 | — | SHS | 36246K103 |
| — | CLOUGH GLOBAL OPPORTUNITIES | 35,152 | $376 | 0.0% | $10.70 | — | SH BEN INT | 18914E106 |
| MMLP | MARTIN MIDSTREAM PRTNRS L P | 15,077 | $368 | 0.0% | $34.25 | — | UNIT L P INT | 573331105 |
| — | ENLINK MIDSTREAM PARTNERS LP | 23,370 | $368 | 0.0% | $23.83 | — | COM UNIT REP LTD | 29336U107 |
| — | INVESCO PA VALUE MUN INCOME | 29,783 | $365 | 0.0% | $12.26 | — | COM | 46132K109 |
| ADUS | ADDUS HOMECARE CORP | 11,400 | $355 | 0.0% | $29.28 | 0.0% | COM | 006739106 |
| MPLX | MPLX LP | 9,234 | $353 | 0.0% | $66.96 | — | COM UNIT REP LTD | 55336V100 |
| — | BABSON CAP GLB SHT DURHGH YL | 20,288 | $352 | 0.0% | $17.35 | — | COM | 05617T100 |
| — | SPROTT FOCUS TR INC | 58,494 | $346 | 0.0% | $6.81 | — | COM | 85208J109 |
| — | MARKWEST ENERGY PARTNERS L P | 8,025 | $344 | 0.0% | $63.98 | — | UNIT LTD PARTN | 570759100 |
| — | DCP MIDSTREAM PARTNERS LP | 14,149 | $342 | 0.0% | $34.10 | — | COM UT LTD PTN | 23311P100 |
| — | STONE HBR EMERG MKTS TL INC | 29,103 | $331 | 0.0% | $14.21 | — | COM | 86164W100 |
| — | ENABLE MIDSTREAM PARTNERS LP | 25,923 | $328 | 0.0% | $16.39 | — | COM UNIT RP IN | 292480100 |
| — | GLOBAL PARTNER ACQUISITION C | 1,200,000 | $324 | 0.0% | $0.27 | — | *W EXP 07/01/202 | 37954X113 |
| — | KKR INCOME OPPORTUNITIES FD | 21,886 | $319 | 0.0% | $14.58 | — | COM | 48249T106 |
| — | INVESCO BD FD | 18,064 | $318 | 0.0% | $18.70 | — | COM | 46132L107 |
| PAA | PLAINS ALL AMERN PIPELINE L | 10,307 | $313 | 0.0% | $44.76 | — | UNIT LTD PARTN | 726503105 |
| — | ALPINE TOTAL DYNAMIC DIVID F | 39,875 | $299 | 0.0% | $7.50 | — | COM SH BEN INT N | 021060207 |
| — | HENNESSY CAP ACQUISITION COR | 1,103,201 | $298 | 0.0% | $0.27 | — | *W EXP 07/28/202 | 42588J118 |
| — | TEEKAY LNG PARTNERS L P | 12,415 | $297 | 0.0% | $35.47 | — | PRTNRSP UNITS | Y8564M105 |
| — | ROSE ROCK MIDSTREAM L P | 12,202 | $297 | 0.0% | $45.26 | — | COM U REP LTD | 777149105 |
| — | VOYA PRIME RATE TR | 58,416 | $296 | 0.0% | $5.53 | — | SH BEN INT | 92913A100 |
| TRGP | TARGA RES CORP | 5,722 | $295 | 0.0% | $55.46 | -20.7% | COM | 87612G101 |
| — | TORTOISE PIPELINE & ENERGY F | 16,317 | $293 | 0.0% | $25.57 | — | COM | 89148H108 |
| XBTAX | BLACKROCK LONG-TERM MUNI ADV | 26,597 | $293 | 0.0% | $11.50 | — | COM | 09250B103 |
| — | MFS INVT GRADE MUN TR | 29,698 | $290 | 0.0% | $9.44 | — | SH BEN INT | 59318B108 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 16,095 | $284 | 0.0% | $29.52 | — | COM UNIT LTD | 866142102 |
| — | SOURCE CAP INC | 4,053 | $275 | 0.0% | $73.31 | — | COM | 836144105 |
| — | FIRST TR STRATEGIC HIGH INC | 23,474 | $270 | 0.0% | $11.50 | — | COM SHS NEW | 337353304 |
| — | TARGA RESOURCES PARTNERS LP | 9,171 | $266 | 0.0% | $39.62 | — | COM UNIT | 87611X105 |
| — | CRESTWOOD MIDSTREAM PARTNERS | 42,821 | $265 | 0.0% | $12.63 | — | UNIT LTD PARTNER | 226378107 |
| — | ALLIANZGI EQUITY & CONV INCO | 15,207 | $261 | 0.0% | $17.16 | — | COM | 018829101 |
| — | FINTECH ACQUISITION CORP | 890,000 | $258 | 0.0% | $0.34 | — | *W EXP 02/19/202 | 31809H118 |
| PANL | PANGAEA LOGISTICS SOLUTION L | 78,900 | $251 | 0.0% | $2.46 | -0.5% | SHS | G6891L105 |
| — | FIRST TR SR FLG RTE INCM FD | 19,593 | $246 | 0.0% | $13.81 | — | COM | 33733U108 |
| — | NUVEEN NY DIVID ADVNTG MUN F | 17,701 | $238 | 0.0% | $13.90 | — | COM | 67066X107 |
| — | EATON VANCE TAX-ADV BD & OPT | 19,010 | $232 | 0.0% | $12.70 | — | COM SH BEN INT | 27829M103 |
| — | ROYCE MICRO-CAP TR INC | 29,716 | $230 | 0.0% | $7.74 | — | COM | 780915104 |
| — | BLACKROCK MUNI INCOME INV QL | 15,746 | $220 | 0.0% | $14.76 | — | COM | 09250G102 |
| — | AZURE MIDSTREAM PARTNERS LP | 36,877 | $218 | 0.0% | $10.37 | — | COM UNIT LTD PAR | 05501X100 |
| — | NUVEEN OHIO QUALITY INCOME M | 15,049 | $217 | 0.0% | $14.35 | — | COM | 670980101 |
| — | RICE MIDSTREAM PARTNERS LP | 15,800 | $210 | 0.0% | $13.85 | — | UNIT LTD PARTN | 762819100 |
| — | NUVEEN SR INCOME FD | 35,122 | $208 | 0.0% | $6.65 | — | COM | 67067Y104 |
| — | WELLS FARGO ADV GLB DIV OPP | 35,227 | $208 | 0.0% | $5.90 | — | COM | 94987C103 |
| — | DEUTSCHE HIGH INCOME TR | 26,320 | $206 | 0.0% | $8.34 | — | SHS | 25155R100 |
| — | ADVENT CLAYMORE CV SECS & IN | 15,190 | $200 | 0.0% | $13.17 | — | COM | 00764C109 |
| — | MANNKIND CORP | 60,656 | $195 | 0.0% | $5.24 | — | COM | 56400P201 |
| — | NUVEEN MICH QUALITY INCOME M | 14,156 | $187 | 0.0% | $13.21 | — | COM | 670979103 |
| — | BABCOCK & WILCOX ENTERPRIS I | 11,036 | $185 | 0.0% | $16.76 | — | COM | 05614L100 |
| — | BLACKROCK MUNIYIELD PA QLTY | 13,579 | $184 | 0.0% | $14.28 | — | COM | 09255G107 |
| — | BROOKFIELD HIGH INCOME FD IN | 24,972 | $182 | 0.0% | $7.29 | — | COM | 11272P102 |
| — | AR CAP ACQUISITION CORP | 750,000 | $180 | 0.0% | $0.20 | — | *W EXP 10/06/201 | 00191R117 |
| — | NUVEEN DIVID ADVANTAGE MUN I | 12,451 | $173 | 0.0% | $14.46 | — | COM | 67071L106 |
| — | 1347 CAP CORP | 500,600 | $170 | 0.0% | $0.20 | — | RIGHT 07/21/2016 | 68245V111 |
| XXHYBXX | NEW AMER HIGH INCOME FD INC | 21,301 | $170 | 0.0% | $8.95 | — | COM NEW | 641876800 |
| — | INVESCO TR INVT GRADE NY MUN | 11,928 | $164 | 0.0% | $13.82 | — | COM | 46131T101 |
| — | BLACKROCK MUNIYLD INVST QLTY | 11,685 | $158 | 0.0% | $13.94 | — | COM | 09254T100 |
| XHNWX | PIONEER DIV HIGH INCOME TRUS | 10,227 | $151 | 0.0% | $14.76 | — | COM | 723653101 |
| — | HANCOCK JOHN INCOME SECS TR | 10,661 | $149 | 0.0% | $14.27 | — | COM | 410123103 |
| — | EAGLE ROCK ENERGY PARTNERS L | 117,574 | $149 | 0.0% | $2.33 | — | UNIT | 26985R104 |
| — | AROWANA INC | 800,000 | $144 | 0.0% | $0.28 | — | RIGHT 01/01/2017 | G05011120 |
| — | CALAMOS GBL DYN INCOME FUND | 19,400 | $135 | 0.0% | $6.96 | — | COM | 12811L107 |
| — | 1347 CAP CORP | 500,600 | $135 | 0.0% | $0.20 | — | *W EXP 07/15/202 | 68245V129 |
| — | LAZARD GLB TTL RET&INCM FD I | 10,238 | $128 | 0.0% | $12.50 | — | COM | 52106W103 |
| — | BOULDER GROWTH & INCOME FD I | 16,796 | $125 | 0.0% | $7.44 | — | COM | 101507101 |
| — | BARINGTON HILCO ACQUISITION | 545,520 | $109 | 0.0% | $0.28 | — | RIGHT 02/13/2017 | 06759V119 |
| — | C B PHARMA ACQUISITION CORP | 350,000 | $105 | 0.0% | $0.29 | — | RIGHT 06/17/2016 | G2029P134 |
| — | CONE MIDSTREAM PARTNERS LP | 10,200 | $101 | 0.0% | $9.90 | — | COM UNIT REPST | 206812109 |
| — | LIBERTY ALL-STAR GROWTH FD I | 19,906 | $90 | 0.0% | $5.18 | — | COM | 529900102 |
| — | COMMUNITY HEALTH SYS INC NEW | 10,026,149 | $90 | 0.0% | $0.02 | — | RIGHT 99/99/9999 | 203668116 |
| — | NUVEEN QUALITY PFD INC FD 3 | 10,100 | $81 | 0.0% | $8.67 | — | COM | 67072W101 |
| — | MADISON CVRED CALL & EQ STR | 10,499 | $74 | 0.0% | $7.05 | — | COM | 557437100 |
| — | BARINGTON HILCO ACQUISITION | 545,520 | $71 | 0.0% | $0.16 | — | *W EXP 02/11/201 | 06759V127 |
| UUUU | ENERGY FUELS INC | 17,980 | $53 | 0.0% | $4.84 | -24.3% | COM NEW | 292671708 |
| — | ASSOCIATED BANC CORP | 23,450 | $50 | 0.0% | $2.52 | — | *W EXP 11/21/201 | 045487113 |
| — | ATLAS ENERGY GROUP LLC | 15,815 | $35 | 0.0% | $6.01 | — | COM | 04929Q102 |
| — | DT ASIA INVTS LTD | 225,112 | $32 | 0.0% | $0.16 | — | RIGHT 03/30/2016 | G2615J112 |
| — | VALLEY NATL BANCORP | 116,185 | $15 | 0.0% | $0.20 | — | *W EXP 11/14/201 | 919794131 |
| — | GENERAL MTRS CO | 356,485 | $15 | 0.0% | $1.30 | — | *W EXP 12/31/201 | 37045V134 |