CIK: 0001167456 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 16, 2016
Total Value ($000): $8,940,058 (67.6% shares, 32.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | VERISIGN INC | 138,175,000 | $354,505 | 4.0% | $1.85 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | NVIDIA CORP | 142,375,000 | $237,855 | 2.7% | $1.51 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | NOVELLUS SYS INC | 97,414,000 | $229,714 | 2.6% | $2.05 | — | NOTE 2.625% 5/1 | 670008AD3 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 204,750 | $211,020 | 2.4% | $950.14 | — | PFD CONV SER A | G0177J116 |
| — | PRECISION CASTPARTS CORP | 846,373 | $196,367 | 2.2% | $230.78 | — | COM | 740189105 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 1,603,975 | $186,763 | 2.1% | $127.90 | — | MAN COV SEC 16 | N31738110 |
| — | YAHOO INC | 5,210,541 | $173,303 | 1.9% | $38.92 | — | COM | 984332106 |
| — | MICROCHIP TECHNOLOGY INC | 89,625,000 | $171,016 | 1.9% | $1.96 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | T MOBILE US INC | 2,391,550 | $162,099 | 1.8% | $62.86 | — | CONV PFD SER A | 872590203 |
| — | CHUBB CORP | 1,173,027 | $155,590 | 1.7% | $123.25 | — | COM | 171232101 |
| — | TYSON FOODS INC | 2,504,625 | $153,133 | 1.7% | $49.94 | — | UNIT 99/99/9999 | 902494301 |
| — | CIGNA CORPORATION | 986,975 | $144,424 | 1.6% | $140.25 | — | COM | 125509109 |
| HUM | HUMANA INC | 786,047 | $140,317 | 1.6% | $165.57 | -2.3% | COM | 444859102 |
| — | PEPCO HOLDINGS INC | 5,312,075 | $138,167 | 1.5% | $26.68 | — | COM | 713291102 |
| — | TIME WARNER CABLE INC | 740,770 | $137,480 | 1.5% | $162.83 | — | COM | 88732J207 |
| — | BROADCOM CORP | 2,279,196 | $131,783 | 1.5% | $51.48 | — | CL A | 111320107 |
| — | PALO ALTO NETWORKS INC | 76,050,000 | $126,718 | 1.4% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| — | SANDISK CORP | 78,631,000 | $123,696 | 1.4% | $1.37 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | INTEL CORP | 74,151,000 | $123,462 | 1.4% | $1.58 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | HEALTH NET INC | 1,653,183 | $113,177 | 1.3% | $66.38 | — | COM | 42222G108 |
| — | MGIC INVT CORP WIS | 77,425,000 | $108,008 | 1.2% | $1.47 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | ALLERGAN PLC | 323,742 | $101,169 | 1.1% | $312.50 | — | SHS | G0177J108 |
| — | BAKER HUGHES INC | 2,142,122 | $98,859 | 1.1% | $61.39 | — | COM | 057224107 |
| — | DOMINION RES INC VA NEW | 1,833,225 | $98,508 | 1.1% | $56.27 | — | UNIT 07/01/2016 | 25746U885 |
| — | CABLEVISION SYS CORP | 3,005,699 | $95,882 | 1.1% | $32.18 | — | CL A NY CABLVS | 12686C109 |
| — | WELLTOWER INC | 1,553,050 | $94,833 | 1.1% | $60.73 | — | 6.50% PFD PREPET | 95040Q203 |
| — | JARDEN CORP | 1,639,739 | $93,662 | 1.0% | $57.12 | — | COM | 471109108 |
| KLAC | KLA-TENCOR CORP | 1,285,785 | $89,169 | 1.0% | $53.38 | 0.0% | COM | 482480100 |
| — | RITE AID CORP | 11,103,976 | $87,055 | 1.0% | $7.84 | — | COM | 767754104 |
| — | KING DIGITAL ENTMT PLC | 4,760,639 | $85,120 | 1.0% | $17.88 | — | ORD SHS | G5258J109 |
| — | TESLA MTRS INC | 43,050,000 | $84,997 | 1.0% | $1.61 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | BIOMED REALTY TRUST INC | 3,459,223 | $81,949 | 0.9% | $23.69 | — | COM | 09063H107 |
| — | SYMETRA FINL CORP | 2,539,893 | $80,692 | 0.9% | $31.69 | — | COM | 87151Q106 |
| — | WELLPOINT INC | 42,104,000 | $80,577 | 0.9% | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | CLECO CORP NEW | 1,507,112 | $78,686 | 0.9% | $54.28 | — | COM | 12561W105 |
| — | PMC-SIERRA INC | 6,671,439 | $77,522 | 0.9% | $11.62 | — | COM | 69344F106 |
| — | AGL RES INC | 1,204,123 | $76,835 | 0.9% | $62.25 | — | COM | 001204106 |
| — | DOMINION RES INC VA NEW | 1,446,625 | $76,751 | 0.9% | $56.32 | — | UNIT 04/01/2013 | 25746U703 |
| HE | HAWAIIAN ELEC INDUSTRIES | 2,615,426 | $75,717 | 0.8% | $33.13 | -13.0% | COM | 419870100 |
| — | KEURIG GREEN MTN INC | 839,485 | $75,537 | 0.8% | $89.98 | — | COM | 49271M100 |
| — | ANTHEM INC | 1,617,175 | $75,199 | 0.8% | $49.16 | — | UNIT 05/01/20188 | 036752202 |
| — | AIRGAS INC | 526,089 | $72,769 | 0.8% | $138.32 | — | COM | 009363102 |
| — | OFFICE DEPOT INC | 12,818,373 | $72,296 | 0.8% | $7.72 | — | COM | 676220106 |
| — | LINKEDIN CORP | 67,900,000 | $71,550 | 0.8% | $1.05 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | CAMERON INTERNATIONAL CORP | 1,129,409 | $71,379 | 0.8% | $61.60 | — | COM | 13342B105 |
| — | ALCATEL-LUCENT | 18,357,422 | $70,309 | 0.8% | $3.69 | — | SPONSORED ADR | 013904305 |
| — | CROWN CASTLE INTL CORP NEW | 651,750 | $69,871 | 0.8% | $104.26 | — | CNV PFD STK SR A | 22822V200 |
| — | SOLARWINDS INC | 1,162,770 | $68,487 | 0.8% | $58.90 | — | COM | 83416B109 |
| — | FIRST NIAGARA FINL GP INC | 6,214,043 | $67,422 | 0.8% | $10.85 | — | COM | 33582V108 |
| — | PIEDMONT NAT GAS INC | 1,167,174 | $66,552 | 0.7% | $57.02 | — | COM | 720186105 |
| — | SOLERA HOLDINGS INC | 1,205,115 | $66,076 | 0.7% | $54.31 | — | COM | 83421A104 |
| — | SOUTHWESTERN ENERGY CO | 3,250,650 | $61,051 | 0.7% | $46.40 | — | DEP SHS 1/20 B | 845467208 |
| — | TECO ENERGY INC | 2,225,976 | $59,322 | 0.7% | $26.42 | — | COM | 872375100 |
| — | CONSTANT CONTACT INC | 1,943,582 | $56,830 | 0.6% | $29.24 | — | COM | 210313102 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 50,500,000 | $53,940 | 0.6% | $1.03 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | STERICYCLE INC | 569,250 | $51,978 | 0.6% | $101.09 | — | DEP PFD A 1/10 | 858912207 |
| — | STANCORP FINL GROUP INC | 437,852 | $49,863 | 0.6% | $114.16 | — | COM | 852891100 |
| — | PARTNERRE LTD | 344,446 | $48,133 | 0.5% | $138.15 | — | COM | G6852T105 |
| — | MICRON TECHNOLOGY INC | 29,975,000 | $47,192 | 0.5% | $2.82 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | NATIONAL PENN BANCSHARES INC | 3,716,227 | $45,821 | 0.5% | $11.76 | — | COM | 637138108 |
| — | PLUM CREEK TIMBER CO INC | 922,933 | $44,042 | 0.5% | $47.72 | — | COM | 729251108 |
| — | ASTORIA FINL CORP | 2,710,108 | $42,955 | 0.5% | $15.85 | — | COM | 046265104 |
| — | UTI WORLDWIDE INC | 5,810,144 | $40,845 | 0.5% | $7.03 | — | ORD | G87210103 |
| — | MEDIA GEN INC NEW | 2,486,134 | $40,151 | 0.4% | $15.98 | — | COM | 58441K100 |
| — | MEDICINES CO | 27,705,000 | $39,566 | 0.4% | $1.45 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | LAM RESEARCH CORP | 29,712,000 | $38,737 | 0.4% | $1.25 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | STARWOOD PPTY TR INC | 37,800,000 | $38,627 | 0.4% | $1.10 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | UTI WORLDWIDE INC | 38,475,000 | $38,138 | 0.4% | $1.07 | — | NOTE 4.500% 3/0 | 90349LAB0 |
| — | PRICELINE GRP INC | 26,125,000 | $37,277 | 0.4% | $1.41 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | HERBALIFE LTD | 43,700,000 | $36,708 | 0.4% | $0.83 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | CHENIERE ENERGY INC | 69,025,000 | $36,066 | 0.4% | $0.82 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | DOMINION RES INC VA NEW | 745,300 | $36,065 | 0.4% | $50.13 | — | UNIT 99/99/9999 | 25746U869 |
| — | MICRON TECHNOLOGY INC | 24,305,000 | $35,850 | 0.4% | $1.82 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | MERITOR INC | 28,840,000 | $34,536 | 0.4% | $1.48 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | FAIRCHILD SEMICONDUCTOR INTL | 1,630,566 | $33,769 | 0.4% | $20.71 | — | COM | 303726103 |
| — | SUNEDISON INC | 60,400,000 | $33,258 | 0.4% | $1.72 | — | NOTE 2.000%10/0 | 86732YAC3 |
| — | AVOLON HLDGS LTD | 1,068,216 | $33,072 | 0.4% | $30.51 | — | COM | G52237107 |
| — | MEDASSETS INC | 1,044,541 | $32,318 | 0.4% | $30.94 | — | COM | 584045108 |
| — | ACORDA THERAPEUTICS INC | 26,650,000 | $30,781 | 0.3% | $0.99 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | MOLINA HEALTHCARE INC | 19,000,000 | $29,640 | 0.3% | $1.56 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 1,942,552 | $29,527 | 0.3% | $6.50 | 0.0% | COM | 42824C109 |
| — | WEBMD HEALTH CORP | 25,875,000 | $29,029 | 0.3% | $1.06 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | PEP BOYS MANNY MOE & JACK | 1,567,994 | $28,867 | 0.3% | $18.41 | — | COM | 713278109 |
| — | SPIRIT RLTY CAP INC NEW | 29,725,000 | $28,462 | 0.3% | $0.98 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | WEBMD HEALTH CORP | 26,675,000 | $27,575 | 0.3% | $1.01 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | MGIC INVT CORP WIS | 26,025,000 | $26,903 | 0.3% | $1.12 | — | NOTE 5.000% 5/0 | 552848AD5 |
| GOOG | ALPHABET INC | 35,215 | $26,724 | 0.3% | $35.61 | 0.0% | CAP STK CL C | 02079K107 |
| — | WEYERHAEUSER CO | 520,325 | $26,293 | 0.3% | $49.02 | — | PREF CONV SER A | 962166872 |
| — | BAXALTA INC | 669,505 | $26,131 | 0.3% | $36.10 | — | COM | 07177M103 |
| — | HEARTLAND PMT SYS INC | 273,341 | $25,918 | 0.3% | $94.82 | — | COM | 42235N108 |
| — | EZCHIP SEMICONDUCTOR LIMITED | 1,045,711 | $25,850 | 0.3% | $25.07 | — | ORD | M4146Y108 |
| — | BOULDER BRANDS INC | 2,302,115 | $25,277 | 0.3% | $10.98 | — | COM | 101405108 |
| — | MICRON TECHNOLOGY INC | 15,700,000 | $25,032 | 0.3% | $2.78 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | STILLWATER MNG CO | 25,325,000 | $24,170 | 0.3% | $1.03 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | INLAND REAL ESTATE CORP | 2,267,149 | $24,077 | 0.3% | $10.62 | — | COM NEW | 457461200 |
| — | STARWOOD PPTY TR INC | 22,825,000 | $23,809 | 0.3% | $1.16 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | TTM TECHNOLOGIES INC | 25,800,000 | $23,381 | 0.3% | $1.04 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | GP INVTS ACQUISITION COR | 2,400,000 | $23,040 | 0.3% | $9.61 | — | SHS | G40357124 |
| — | EQUINIX INC | 5,775,000 | $22,829 | 0.3% | $2.89 | — | NOTE 4.750% 6/1 | 29444UAH9 |
| — | CEMEX SAB DE CV | 22,475,000 | $22,391 | 0.3% | $1.08 | — | NOTE 3.250% 3/1 | 151290BB8 |
| — | PROSPECT CAPITAL CORPORATION | 24,375,000 | $21,237 | 0.2% | $0.94 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | TWENTY FIRST CENTY FOX INC | 778,923 | $21,156 | 0.2% | $27.15 | — | CL A | 90130A101 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 11,400,000 | $20,876 | 0.2% | $1.41 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | DYAX CORP | 550,004 | $20,691 | 0.2% | $37.62 | — | COM | 26746E103 |
| — | CONVERGYS CORP | 8,975,000 | $20,272 | 0.2% | $2.10 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | GARNERO GROUP ACQUISITION CO | 1,972,460 | $19,350 | 0.2% | $9.60 | — | SHS | G5866L108 |
| — | STARWOOD PPTY TR INC | 19,525,000 | $19,305 | 0.2% | $1.05 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | E M C CORP MASS | 747,803 | $19,204 | 0.2% | $25.68 | — | COM | 268648102 |
| — | PDL BIOPHARMA INC | 23,475,000 | $18,912 | 0.2% | $0.96 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | COLONY CAP INC | 18,375,000 | $17,192 | 0.2% | $0.96 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | HYDRA INDS ACQUISITION CORP | 1,740,000 | $16,808 | 0.2% | $9.45 | — | COM | 448740100 |
| — | STANDARD PAC CORP NEW | 14,730,000 | $16,424 | 0.2% | $1.24 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| — | ON SEMICONDUCTOR CORP | 14,614,000 | $16,349 | 0.2% | $1.17 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | CARE CAP PPTYS INC | 511,403 | $15,634 | 0.2% | $31.82 | — | COM | 141624106 |
| — | HOLOGIC INC | 9,150,000 | $15,509 | 0.2% | $1.47 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | MENTOR GRAPHICS CORP | 14,475,000 | $15,154 | 0.2% | $1.05 | — | SDCV 4.000% 4/0 | 587200AK2 |
| EBAY | EBAY INC | 550,608 | $15,131 | 0.2% | $24.13 | +1.8% | COM | 278642103 |
| — | RED HAT INC | 182,619 | $15,123 | 0.2% | $76.60 | — | COM | 756577102 |
| — | SPIRIT RLTY CAP INC NEW | 15,900,000 | $15,075 | 0.2% | $0.98 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | CDK GLOBAL INC | 317,075 | $15,052 | 0.2% | $46.76 | — | COM | 12508E101 |
| — | HARMONY MERGER CORP | 1,531,880 | $14,936 | 0.2% | $9.80 | — | COM | 413247107 |
| — | WPX ENERGY INC | 474,725 | $14,783 | 0.2% | $34.55 | — | PFD SER A CV | 98212B202 |
| — | SUNEDISON INC | 28,575,000 | $14,448 | 0.2% | $1.75 | — | NOTE 2.750% 1/0 | 86732YAD1 |
| — | BLACK HILLS CORP | 260,000 | $14,422 | 0.2% | $55.47 | — | UNIT 99/99/9999 | 092113125 |
| — | GENCORP INC | 8,250,000 | $14,345 | 0.2% | $2.58 | — | SDCV 4.062%12/3 | 368682AN0 |
| KEYS | KEYSIGHT TECHNOLOGIES INC | 502,006 | $14,222 | 0.2% | $30.73 | 0.0% | COM | 49338L103 |
| — | SANDISK CORP | 186,311 | $14,158 | 0.2% | $75.99 | — | COM | 80004C101 |
| — | NORTHSTAR ASSET MGMT GROUP I | 1,141,850 | $13,862 | 0.2% | $12.14 | — | COM | 66705Y104 |
| ENR | ENERGIZER HLDGS INC NEW | 403,584 | $13,746 | 0.2% | $27.79 | -0.9% | COM | 29272W109 |
| — | BOULEVARD ACQUISITION | 1,385,684 | $13,718 | 0.2% | $9.90 | — | CL A | 10157Q102 |
| — | AMYRIS INC | 12,750,000 | $13,674 | 0.2% | $1.07 | — | DBCV 9.500% 4/1 | 03236MAD3 |
| — | EASTERLY ACQUISITION CORP | 1,350,000 | $13,365 | 0.1% | $9.90 | — | COM | 27616L102 |
| — | MSG NETWORK INC | 631,490 | $13,135 | 0.1% | $20.80 | — | CL A | 553573106 |
| — | KLX INC | 408,122 | $12,566 | 0.1% | $30.79 | — | COM | 482539103 |
| CABO | CABLE ONE INC | 28,030 | $12,155 | 0.1% | $383.34 | +2.3% | COM | 12685J105 |
| — | RADIAN GROUP INC | 9,358,000 | $12,101 | 0.1% | $1.61 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | AMERICAN RESIDENTIAL PPTYS I | 635,668 | $12,014 | 0.1% | $18.90 | — | COM | 02927E303 |
| DNOW | NOW INC | 752,596 | $11,906 | 0.1% | $17.07 | 0.0% | COM | 67011P100 |
| — | DIAMOND FOODS INC | 301,032 | $11,605 | 0.1% | $38.55 | — | COM | 252603105 |
| — | TIME INC NEW | 733,897 | $11,500 | 0.1% | $16.81 | — | COM | 887228104 |
| — | BLACKHAWK NETWORK HLDGS INC | 257,591 | $11,388 | 0.1% | $44.21 | — | COM | 09238E104 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 369,905 | $11,223 | 0.1% | $30.62 | — | COM SER A | 531465102 |
| — | ALON USA ENERGY INC | 9,400,000 | $11,139 | 0.1% | $1.28 | — | NOTE 3.000% 9/1 | 020520AB8 |
| — | COLUMBIA PIPELINE GROUP INC | 552,636 | $11,053 | 0.1% | $19.23 | — | COM | 198280109 |
| BLD | TOPBUILD CORP | 347,034 | $10,678 | 0.1% | $30.34 | -1.1% | COM | 89055F103 |
| — | STARWOOD HOTELS&RESORTS WRLD | 152,890 | $10,592 | 0.1% | $69.28 | — | COM | 85590A401 |
| — | WILSHIRE BANCORP INC | 912,962 | $10,545 | 0.1% | $11.55 | — | COM | 97186T108 |
| — | CIENA CORP | 8,010,000 | $10,443 | 0.1% | $1.28 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | ATMEL CORP | 1,188,204 | $10,230 | 0.1% | $8.12 | — | COM | 049513104 |
| — | AR CAP ACQUISITION CORP | 1,010,000 | $9,827 | 0.1% | $9.51 | — | COM | 00191R109 |
| — | VECTOR GROUP LTD | 8,475,000 | $9,730 | 0.1% | $1.15 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | REALD INC | 918,657 | $9,692 | 0.1% | $10.55 | — | COM | 75604L105 |
| CC | CHEMOURS CO | 1,806,661 | $9,684 | 0.1% | $5.46 | -15.7% | COM | 163851108 |
| NAVI | NAVIENT CORP | 802,671 | $9,191 | 0.1% | $12.25 | 0.0% | COM | 63938C108 |
| — | GANNETT CO INC | 551,936 | $8,991 | 0.1% | $16.29 | — | COM | 36473H104 |
| KN | KNOWLES CORP | 667,791 | $8,902 | 0.1% | $17.06 | 0.0% | COM | 49926D109 |
| — | GLOBAL PARTNER ACQUISITION C | 887,800 | $8,789 | 0.1% | $9.75 | — | COM | 37954X105 |
| NSC | NORFOLK SOUTHERN CORP | 102,727 | $8,690 | 0.1% | $69.12 | 0.0% | COM | 655844108 |
| — | AROWANA INC | 875,000 | $8,593 | 0.1% | $9.77 | — | SHS | G05011104 |
| — | FINTECH ACQUISITION CORP | 890,000 | $8,464 | 0.1% | $9.70 | — | COM | 31809H100 |
| — | HALYARD HEALTH INC | 250,973 | $8,385 | 0.1% | $33.41 | — | COM | 40650V100 |
| — | WP GLIMCHER IN | 785,858 | $8,338 | 0.1% | $10.61 | — | COM | 92939N102 |
| — | HEALTHWAYS INC | 8,275,000 | $7,861 | 0.1% | $1.17 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | CALIFORNIA RES CORP | 3,276,510 | $7,634 | 0.1% | $2.33 | — | COM | 13057Q107 |
| — | AMSURG CORP | 52,875 | $7,621 | 0.1% | $124.12 | — | PFD CNV SR A-1 % | 03232P504 |
| PYPL | PAYPAL HLDGS INC | 209,368 | $7,579 | 0.1% | $35.85 | -1.8% | COM | 70450Y103 |
| — | COWEN GROUP INC NEW | 7,600,000 | $7,339 | 0.1% | $1.14 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | SEQUENOM INC | 9,450,000 | $7,206 | 0.1% | $0.98 | — | NOTE 5.000% 1/0 | 817337AC2 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 8,250,000 | $7,203 | 0.1% | $1.06 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | HENNESSY CAP ACQUISITION COR | 734,895 | $7,084 | 0.1% | $9.55 | — | COM | 42588J100 |
| — | TELECOMMUNICATION SYS INC | 1,395,360 | $6,935 | 0.1% | $4.97 | — | CL A | 87929J103 |
| — | GENERAL CABLE CORP DEL NEW | 11,122,000 | $6,861 | 0.1% | $0.76 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | CEMEX SAB DE CV | 7,075,000 | $6,637 | 0.1% | $1.19 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 8,500,000 | $6,598 | 0.1% | $0.81 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| UE | URBAN EDGE PPTYS | 280,071 | $6,568 | 0.1% | $23.45 | — | COM | 91704F104 |
| — | FIDELITY & GTY LIFE | 258,591 | $6,560 | 0.1% | $25.37 | — | COM | 315785105 |
| — | SPECTRUM PHARMACEUTICALS INC | 7,050,000 | $6,213 | 0.1% | $0.92 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | ACCURAY INC | 4,500,000 | $6,128 | 0.1% | $1.78 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | METRO BANCORP INC PA | 188,231 | $5,907 | 0.1% | $30.21 | — | COM | 59161R101 |
| — | GORES HLDGS INC | 600,000 | $5,730 | 0.1% | $9.55 | — | CL A | 382866101 |
| OGS | ONE GAS INC | 113,753 | $5,707 | 0.1% | $48.28 | 0.0% | COM | 68235P108 |
| — | CITRIX SYS INC | 74,402 | $5,629 | 0.1% | $66.97 | — | COM | 177376100 |
| — | BARINGTON HILCO ACQUISITION | 545,520 | $5,346 | 0.1% | $9.70 | — | COM | 06759V101 |
| — | BLOUNT INTL INC NEW | 535,672 | $5,255 | 0.1% | $9.81 | — | COM | 095180105 |
| — | VECTOR GROUP LTD | 3,400,000 | $5,227 | 0.1% | $1.43 | — | FRNT 1/1 | 92240MAY4 |
| HLF | HERBALIFE LTD | 94,882 | $5,088 | 0.1% | $19.02 | +46.1% | COM USD SHS | G4412G101 |
| — | ATLANTIC ALLIANCE PARTNER CO | 500,000 | $5,055 | 0.1% | $10.15 | — | SHS | G04897107 |
| LITE | LUMENTUM HLDGS INC | 224,177 | $4,936 | 0.1% | $18.98 | -6.2% | COM | 55024U109 |
| — | MONSTER WORLDWIDE INC | 3,825,000 | $4,877 | 0.1% | $1.28 | — | NOTE 3.500%10/1 | 611742AB3 |
| — | FRONTIER COMMUNICATIONS CORP | 50,000 | $4,553 | 0.1% | $99.68 | — | PFD CONV SER-A | 35906A207 |
| — | CAPITOL ACQUISITION CORP III | 475,000 | $4,541 | 0.1% | $9.56 | — | COM | 14055M106 |
| — | 1347 CAP CORP | 450,540 | $4,438 | 0.0% | $9.60 | — | COM | 68245V103 |
| — | RENEWABLE ENERGY GROUP INC | 4,900,000 | $4,162 | 0.0% | $0.93 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | EATON VANCE LTD DUR INCOME F | 323,391 | $4,126 | 0.0% | $14.32 | — | COM | 27828H105 |
| — | PACIFIC SPL ACQUISITION CORP | 415,000 | $4,088 | 0.0% | $9.85 | — | SHS | G68588105 |
| — | OCATA THERAPEUTICS INC | 483,046 | $4,067 | 0.0% | $8.42 | — | COM | 67457L100 |
| LBRDA | LIBERTY BROADBAND CORP | 74,027 | $3,823 | 0.0% | $49.84 | 0.0% | COM SER A | 530307107 |
| — | GAIN CAP HLDGS INC | 3,775,000 | $3,796 | 0.0% | $1.08 | — | NOTE 4.125%12/0 | 36268WAB6 |
| — | COHEN & STEERS QUALITY RLTY | 304,258 | $3,718 | 0.0% | $12.42 | — | COM | 19247L106 |
| — | BLACKROCK CORPOR HI YLD FD I | 370,936 | $3,628 | 0.0% | $11.15 | — | COM | 09255P107 |
| NWSA | NEWS CORP NEW | 265,042 | $3,541 | 0.0% | $12.36 | +1.1% | CL A | 65249B109 |
| — | PIMCO DYNAMIC CR INCOME FD | 193,442 | $3,488 | 0.0% | $18.41 | — | COM SHS | 72202D106 |
| — | C B PHARMA ACQUISITION CORP | 350,000 | $3,483 | 0.0% | $9.78 | — | SHS | G2029P126 |
| — | BLACKROCK CR ALLCTN INC TR | 278,877 | $3,441 | 0.0% | $13.46 | — | COM | 092508100 |
| — | PHOENIX COS INC NEW | 92,575 | $3,429 | 0.0% | $32.99 | — | COM NEW | 71902E604 |
| — | EZCORP INC | 4,925,000 | $3,414 | 0.0% | $0.72 | — | NOTE 2.125% 6/1 | 302301AB2 |
| — | BLACKROCK CORE BD TR | 263,622 | $3,332 | 0.0% | $13.82 | — | SHS BEN INT | 09249E101 |
| — | NUVEEN CR STRATEGIES INCM FD | 409,998 | $3,214 | 0.0% | $9.05 | — | COM SHS | 67073D102 |
| — | AFFYMETRIX INC | 1,750,000 | $3,163 | 0.0% | $2.20 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | BLACKSTONE GSO STRATEGIC CR | 224,112 | $2,996 | 0.0% | $16.06 | — | COM SHS BEN IN | 09257R101 |
| — | RAMBUS INC DEL | 2,575,000 | $2,985 | 0.0% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | BLACKROCK RES & COMM STRAT T | 411,894 | $2,929 | 0.0% | $9.56 | — | SHS | 09257A108 |
| — | WAUSAU PAPER CORP | 286,120 | $2,927 | 0.0% | $10.23 | — | COM | 943315101 |
| — | ALBANY MOLECULAR RESH INC | 2,125,000 | $2,869 | 0.0% | $1.28 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | FIRST TR HIGH INCOME L/S FD | 200,796 | $2,827 | 0.0% | $16.31 | — | COM | 33738E109 |
| — | ISTAR INC | 2,600,000 | $2,803 | 0.0% | $1.20 | — | NOTE 3.000%11/1 | 45031UBR1 |
| — | LIBERTY ALL STAR EQUITY FD | 495,752 | $2,652 | 0.0% | $5.83 | — | SH BEN INT | 530158104 |
| — | CBRE CLARION GLOBAL REAL EST | 346,831 | $2,650 | 0.0% | $8.54 | — | COM | 12504G100 |
| — | KEYCORP NEW | 20,000 | $2,630 | 0.0% | $129.65 | — | PFD 7.75% SR A | 493267405 |
| — | CAMPUS CREST CMNTYS INC | 378,506 | $2,574 | 0.0% | $6.80 | — | COM | 13466Y105 |
| — | INVACARE CORP | 2,500,000 | $2,556 | 0.0% | $1.06 | — | SDCV 4.125% 2/0 | 461203AD3 |
| — | ALPINE GLOBAL PREMIER PPTYS | 421,806 | $2,434 | 0.0% | $6.77 | — | COM SBI | 02083A103 |
| — | DEL TACO RESTAURANTS INC | 832,350 | $2,414 | 0.0% | $5.05 | — | *W EXP 06/30/202 | 245496112 |
| — | COHEN & STEERS REIT & PFD IN | 128,535 | $2,370 | 0.0% | $19.04 | — | COM | 19247X100 |
| — | CARRIAGE SVCS INC | 2,000,000 | $2,366 | 0.0% | $1.18 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | DT ASIA INVTS LTD | 225,112 | $2,249 | 0.0% | $9.82 | — | SHS | G2615J104 |
| — | TEMPLETON GLOBAL INCOME FD | 341,510 | $2,169 | 0.0% | $6.93 | — | COM | 880198106 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $2,166 | 0.0% | $0.42 | — | NOTE 5.875%11/3 | 20478NAD2 |
| — | MONARCH FINANCIAL HOLDINGS I | 118,724 | $2,136 | 0.0% | $17.99 | — | COM | 60907Q100 |
| — | DOW CHEM CO | 41,286 | $2,125 | 0.0% | $42.11 | — | COM | 260543103 |
| — | VIVINT SOLAR INC | 220,143 | $2,105 | 0.0% | $10.48 | — | COM | 92854Q106 |
| — | WESTERN ASSET HIGH INCM OPP | 445,011 | $2,087 | 0.0% | $5.28 | — | COM | 95766K109 |
| — | WELLS FARGO MULTI SECTOR INC | 179,660 | $2,034 | 0.0% | $12.91 | — | COM SHS | 94987D101 |
| — | CENVEO CORP | 2,725,000 | $2,022 | 0.0% | $0.94 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | FURMANITE CORPORATION | 298,953 | $1,991 | 0.0% | $6.66 | — | COM | 361086101 |
| — | DOUBLE EAGLE ACQUISITION COR | 202,500 | $1,936 | 0.0% | $9.56 | — | COM | G28195124 |
| — | LIBERATOR MEDICAL HLDGS INC | 547,719 | $1,829 | 0.0% | $3.34 | — | COM | 53012L108 |
| — | BLACKROCK LTD DURATION INC T | 123,102 | $1,795 | 0.0% | $15.31 | — | COM SHS | 09249W101 |
| — | SEQUENTIAL BRNDS GROUP INC N | 226,259 | $1,790 | 0.0% | $7.91 | — | COM | 81734P107 |
| — | BLACKROCK MUN TARGET TERM TR | 82,057 | $1,770 | 0.0% | $20.97 | — | COM SHS BEN IN | 09257P105 |
| — | ENERNOC INC | 3,000,000 | $1,757 | 0.0% | $0.70 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 1,600,000 | $1,718 | 0.0% | $1.07 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | NTELOS HLDGS CORP | 187,373 | $1,713 | 0.0% | $9.04 | — | COM NEW | 67020Q305 |
| — | BLACKROCK FLOAT RATE OME STR | 131,928 | $1,702 | 0.0% | $13.67 | — | COM | 09255X100 |
| — | NUVEEN NJ DIV ADVANTAGE MUN | 124,577 | $1,682 | 0.0% | $13.63 | — | COM | 67069Y102 |
| — | NUVEEN PREM INCOME MUN FD | 118,780 | $1,675 | 0.0% | $13.98 | — | COM | 67062T100 |
| — | COMMUNITYONE BANCORP | 121,694 | $1,639 | 0.0% | $13.47 | — | COM | 20416Q108 |
| — | ARES DYNAMIC CR ALLOCATION F | 122,272 | $1,634 | 0.0% | $16.04 | — | COM | 04014F102 |
| — | FRANKLIN LTD DURATION INC TR | 151,195 | $1,621 | 0.0% | $12.15 | — | COM | 35472T101 |
| — | QUANTUM CORP | 1,650,000 | $1,518 | 0.0% | $1.17 | — | NOTE 4.500%11/1 | 747906AJ4 |
| — | RESOURCE CAP CORP | 1,500,000 | $1,444 | 0.0% | $0.96 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | NUVEEN QUALITY MUN FD INC | 105,692 | $1,442 | 0.0% | $13.39 | — | COM | 67062N103 |
| — | FIRST TR ABERDEEN GLBL OPP F | 137,696 | $1,395 | 0.0% | $11.55 | — | COM SHS | 337319107 |
| — | EATON VANCE SH TM DR DIVR IN | 102,305 | $1,372 | 0.0% | $14.40 | — | COM | 27828V104 |
| — | INVESCO DYNAMIC CR OPP FD | 129,245 | $1,364 | 0.0% | $11.87 | — | COM | 46132R104 |
| — | ENCORE CAP GROUP INC | 1,575,000 | $1,351 | 0.0% | $1.08 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | STARWOOD WAYPOINT RESIDENTL | 1,350,000 | $1,351 | 0.0% | $1.00 | — | NOTE 4.500%10/1 | 85571WAD1 |
| — | ALLIANCEBERNSTEIN GBL HGH IN | 124,904 | $1,346 | 0.0% | $11.18 | — | COM | 01879R106 |
| — | PRUDENTIAL GLB SHT DUR HG YL | 95,079 | $1,345 | 0.0% | $13.90 | — | COM | 74433A109 |
| — | NUVEEN DIV ADVANTAGE MUN FD | 93,342 | $1,322 | 0.0% | $14.14 | — | COM | 67070F100 |
| — | BLACKSTONE GSO LNG SHRT CR I | 95,163 | $1,283 | 0.0% | $15.96 | — | COM SHS BN INT | 09257D102 |
| — | GREEN PLAINS INC | 1,000,000 | $1,273 | 0.0% | $1.27 | — | NOTE 3.250%10/0 | 393222AD6 |
| — | WESTERN ASSET MGD HI INCM FD | 279,421 | $1,263 | 0.0% | $5.14 | — | COM | 95766L107 |
| — | BLACKROCK MULTI-SECTOR INC T | 79,609 | $1,259 | 0.0% | $15.90 | — | COM | 09258A107 |
| — | PULASKI FINL CORP | 76,854 | $1,227 | 0.0% | $15.97 | — | COM | 745548107 |
| — | NUVEEN NY AMT FREE MUN INCOM | 90,638 | $1,190 | 0.0% | $13.07 | — | COM | 670656107 |
| — | CENTRAL SECS CORP | 61,769 | $1,175 | 0.0% | $21.80 | — | COM | 155123102 |
| — | FOX CHASE BANCORP INC NEW | 57,654 | $1,170 | 0.0% | $20.29 | — | COM | 35137T108 |
| ARKR | ARK RESTAURANTS CORP | 50,478 | $1,166 | 0.0% | $17.61 | -1.9% | COM | 040712101 |
| — | PRUDENTIAL SHT DURATION HG Y | 79,467 | $1,160 | 0.0% | $14.64 | — | COM | 74442F107 |
| — | WELLS FARGO INCOME OPPORTUNI | 154,685 | $1,152 | 0.0% | $8.08 | — | COM SHS | 94987B105 |
| — | ADVENT CLAY CONV SEC INC FD | 207,148 | $1,150 | 0.0% | $6.72 | — | COM | 007639107 |
| — | NUVEEN MD PREM INCOME MUN FD | 89,978 | $1,142 | 0.0% | $12.74 | — | COM | 67061Q107 |
| — | GENERAL AMERN INVS INC | 34,454 | $1,100 | 0.0% | $31.19 | — | COM | 368802104 |
| — | NEUBERGER BERMAN HGH YLD FD | 108,460 | $1,094 | 0.0% | $11.72 | — | COM | 64128C106 |
| — | HUNTINGTON BANCSHARES INC | 800 | $1,079 | 0.0% | $1336.25 | — | PFD CONV SER A | 446150401 |
| — | NUVEEN SELECT QUALITY MUN FD | 76,239 | $1,071 | 0.0% | $14.09 | — | COM | 670973106 |
| — | ELECTRUM SPL ACQUISITION COR | 110,000 | $1,060 | 0.0% | $9.70 | — | SHS | G3105C104 |
| — | PINNACLE ENTMT INC | 33,805 | $1,052 | 0.0% | $33.84 | — | COM | 723456109 |
| — | WESTERN ASSET GLB HI INCOME | 120,675 | $1,052 | 0.0% | $9.72 | — | COM | 95766B109 |
| — | WESTERN ASSET WORLDWIDE INCO | 102,570 | $1,034 | 0.0% | $11.17 | — | COM | 957668106 |
| — | WL ROSS HLDG CORP | 3,105,000 | $1,025 | 0.0% | $0.61 | — | *W EXP 06/11/201 | 92939D112 |
| — | SIRONA DENTAL SYSTEMS INC | 9,293 | $1,018 | 0.0% | $109.54 | — | COM | 82966C103 |
| — | NUVEEN QUALITY INCOME MUN FD | 71,725 | $1,017 | 0.0% | $13.98 | — | COM | 670977107 |
| — | BLACKROCK MUNIYLD MICH QLTY | 71,893 | $1,004 | 0.0% | $13.67 | — | COM | 09254V105 |
| — | RMR REAL ESTATE INCOME FUND | 51,771 | $998 | 0.0% | $20.76 | — | COM | 76970B101 |
| XPHDX | PIONEER FLOATING RATE TR | 91,015 | $988 | 0.0% | $11.49 | — | COM | 72369J102 |
| — | QUIDEL CORP | 1,000,000 | $974 | 0.0% | $1.09 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | GORES HLDGS INC | 3,500,000 | $945 | 0.0% | $0.27 | — | *W EXP 08/13/202 | 382866119 |
| — | NUVEEN MUN MKT OPPORTUNITY F | 68,372 | $943 | 0.0% | $13.70 | — | COM | 67062W103 |
| — | C1 FINL INC | 38,840 | $940 | 0.0% | $24.20 | — | COM | 12591N109 |
| — | NUVEEN PA INVT QUALITY MUN F | 67,714 | $928 | 0.0% | $13.88 | — | COM | 670972108 |
| — | INVESCO QUALITY MUNI INC TRS | 72,775 | $924 | 0.0% | $12.56 | — | COM | 46133G107 |
| MPLX | MPLX LP | 23,015 | $905 | 0.0% | $50.41 | — | COM UNIT REP LTD | 55336V100 |
| — | HUTCHINSON TECHNOLOGY INC | 236,795 | $850 | 0.0% | $3.59 | — | COM | 448407106 |
| — | NUVEEN SHT DUR CR OPP FD | 57,116 | $847 | 0.0% | $16.38 | — | COM | 67074X107 |
| — | TRI CONTL CORP | 41,814 | $837 | 0.0% | $20.13 | — | COM | 895436103 |
| — | HF FINL CORP | 44,140 | $834 | 0.0% | $18.89 | — | COM | 404172108 |
| — | APOLLO TACTICAL INCOME FD IN | 58,424 | $812 | 0.0% | $14.43 | — | COM | 037638103 |
| — | NUVEEN MUN ADVANTAGE FD INC | 57,163 | $792 | 0.0% | $13.75 | — | COM | 67062H106 |
| — | ROYCE VALUE TR INC | 67,146 | $790 | 0.0% | $11.57 | — | COM | 780910105 |
| — | BABSON CAP GLB SHT DURHGH YL | 47,693 | $786 | 0.0% | $16.85 | — | COM | 05617T100 |
| — | EATON VANCE SR INCOME TR | 135,608 | $782 | 0.0% | $6.51 | — | SH BEN INT | 27826S103 |
| — | IVY HIGH INC OPPORTUNITIES F | 62,494 | $774 | 0.0% | $12.69 | — | COM | 465893105 |
| — | NUVEEN N C PREM INCOME MUN F | 59,014 | $773 | 0.0% | $13.18 | — | COM | 67060P100 |
| — | CORENERGY INFRASTRUCTURE TR | 1,000,000 | $763 | 0.0% | $0.89 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | NUVEEN GLOBAL EQUITY INCOME | 69,658 | $761 | 0.0% | $12.56 | — | COM | 6706EH103 |
| PJT | PJT PARTNERS INC | 26,861 | $760 | 0.0% | $20.55 | 0.0% | COM CL A | 69343T107 |
| — | WESTERN ASSET GLOBAL CP DEFI | 47,967 | $758 | 0.0% | $17.69 | — | COM | 95790C107 |
| — | JOURNAL MEDIA GROUP INC | 62,975 | $757 | 0.0% | $8.29 | — | COM | 48114A109 |
| — | BOULEVARD ACQUISITION | 1,867,842 | $747 | 0.0% | $0.40 | — | *W EXP 09/25/202 | 10157Q110 |
| — | CAPITOL ACQUISITION CORP III | 1,750,000 | $735 | 0.0% | $0.42 | — | *W EXP 10/13/202 | 14055M114 |
| — | QUINPARIO ACQUISITION CORP 2 | 3,500,000 | $718 | 0.0% | $0.30 | — | *W EXP 01/01/202 | 74874U119 |
| — | ALPINE GLOBAL DYNAMIC DIVD F | 80,777 | $715 | 0.0% | $10.19 | — | COM NEW | 02082E205 |
| EPD | ENTERPRISE PRODS PARTNERS L | 27,660 | $708 | 0.0% | $32.94 | — | COM | 293792107 |
| — | AVENUE INCOME CR STRATEGIES | 61,847 | $702 | 0.0% | $13.60 | — | COM | 05358E106 |
| — | WESTERN ASSET GLB PTNRS INCO | 90,853 | $702 | 0.0% | $9.06 | — | COM | 95766G108 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 49,028 | $695 | 0.0% | $14.67 | — | COM | 09253X102 |
| — | GABELLI DIVD & INCOME TR | 36,741 | $678 | 0.0% | $20.60 | — | COM | 36242H104 |
| — | NEWBRIDGE BANCORP | 55,062 | $671 | 0.0% | $12.19 | — | CL A NO PAR | 65080T102 |
| — | GARNERO GROUP ACQUISITION CO | 2,785,000 | $668 | 0.0% | $0.19 | — | RIGHT 06/25/2016 | G5866L132 |
| — | SPX CORP | 71,599 | $668 | 0.0% | $9.33 | — | COM | 784635104 |
| — | WCI CMNTYS INC | 29,776 | $663 | 0.0% | $23.95 | — | COM PAR $0.01 | 92923C807 |
| — | BROOKFIELD GLOBL LISTED INFR | 55,633 | $654 | 0.0% | $13.73 | — | COM SHS | 11273Q109 |
| — | INVESCO HIGH INCOME TR II | 49,200 | $632 | 0.0% | $14.05 | — | COM | 46131F101 |
| — | APOLLO SR FLOATING RATE FD I | 41,665 | $631 | 0.0% | $15.14 | — | COM | 037636107 |
| ATLC | ATLANTICUS HLDGS CORP | 191,430 | $613 | 0.0% | $2.61 | +22.1% | COM | 04914Y102 |
| — | MACQUARIE GLBL INFRA TOTL RE | 32,020 | $610 | 0.0% | $21.35 | — | COM | 55608D101 |
| — | BARNES & NOBLE ED INC | 61,196 | $609 | 0.0% | $12.71 | — | COM | 06777U101 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 8,957 | $608 | 0.0% | $76.26 | — | COM UNIT RP LP | 559080106 |
| — | KKR INCOME OPPORTUNITIES FD | 43,243 | $600 | 0.0% | $14.23 | — | COM | 48249T106 |
| — | HARMONY MERGER CORP | 1,631,880 | $571 | 0.0% | $0.40 | — | *W EXP 01/01/202 | 413247123 |
| — | ALPINE TOTAL DYNAMIC DIVID F | 73,695 | $566 | 0.0% | $7.58 | — | COM SH BEN INT N | 021060207 |
| — | BOSTON PRIVATE FINL HLDGS IN | 116,799 | $561 | 0.0% | $5.14 | — | *W EXP 11/21/201 | 101119113 |
| — | ENERGY TRANSFER PRTNRS L P | 16,605 | $560 | 0.0% | $53.51 | — | UNIT LTD PARTN | 29273R109 |
| — | DELAWARE ENHANCED GBL DIV & | 59,457 | $556 | 0.0% | $10.03 | — | COM | 246060107 |
| — | CASTLE A M & CO | 1,450,000 | $554 | 0.0% | $0.67 | — | NOTE 7.000%12/1 | 148411AF8 |
| — | HOLLY ENERGY PARTNERS L P | 17,387 | $541 | 0.0% | $31.38 | — | COM UT LTD PTN | 435763107 |
| — | TRANSMONTAIGNE PARTNERS L P | 20,121 | $538 | 0.0% | $31.15 | — | COM UNIT L P | 89376V100 |
| — | LMP CAP & INCOME FD INC | 43,369 | $536 | 0.0% | $13.33 | — | COM | 50208A102 |
| — | PUTMAN HIGH INCOME SEC FUND | 72,731 | $532 | 0.0% | $8.08 | — | SHS BEN INT | 746779107 |
| — | VALERO ENERGY PARTNERS LP | 10,221 | $528 | 0.0% | $47.94 | — | COM UNT REP LP | 91914J102 |
| — | WILLIAMS PARTNERS L P NEW | 18,936 | $527 | 0.0% | $49.22 | — | COM UNIT LTD PAR | 96949L105 |
| — | ALERE INC | 500,000 | $519 | 0.0% | $1.18 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | NUVEEN PREMIER MUN INCOME FD | 37,965 | $519 | 0.0% | $13.81 | — | COM | 670988104 |
| — | SUNEDISON INC | 101,487 | $517 | 0.0% | $5.09 | — | COM | 86732Y109 |
| — | ANI PHARMACEUTICALS INC | 525,000 | $514 | 0.0% | $1.15 | — | NOTE 3.000%12/0 | 00182CAA1 |
| — | ONEOK PARTNERS LP | 17,057 | $514 | 0.0% | $37.99 | — | UNIT LTD PARTN | 68268N103 |
| — | NUVEEN DIVERSIFIED DIV INCM | 47,335 | $513 | 0.0% | $12.01 | — | COM | 6706EP105 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 35,527 | $513 | 0.0% | $14.41 | — | COM | 09254X101 |
| — | ZWEIG TOTAL RETURN FD INC | 41,890 | $510 | 0.0% | $12.50 | — | COM NEW | 989837208 |
| — | AGROFRESH SOLUTIONS | 540,000 | $508 | 0.0% | $2.10 | — | *W EXP 07/31/202 | 00856G117 |
| — | PHILLIPS 66 PARTNERS LP | 8,245 | $506 | 0.0% | $66.74 | — | COM UNIT REP INT | 718549207 |
| — | SPECTRA ENERGY PARTNERS LP | 10,414 | $497 | 0.0% | $49.66 | — | COM | 84756N109 |
| — | WESTERN GAS PARTNERS LP | 10,341 | $492 | 0.0% | $61.23 | — | COM UNIT LP IN | 958254104 |
| — | TC PIPELINES LP | 9,875 | $491 | 0.0% | $58.89 | — | UT COM LTD PRT | 87233Q108 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 26,128 | $489 | 0.0% | $25.37 | — | COM UNIT LTD | 866142102 |
| — | AVANGRID INC | 12,574 | $483 | 0.0% | $38.41 | — | COM | 05351W103 |
| — | BOARDWALK PIPELINE PARTNERS | 37,202 | $483 | 0.0% | $14.56 | — | UT LTD PARTNER | 096627104 |
| — | ENLINK MIDSTREAM PARTNERS LP | 29,009 | $481 | 0.0% | $22.42 | — | COM UNIT REP LTD | 29336U107 |
| GEL | GENESIS ENERGY L P | 12,925 | $475 | 0.0% | $44.54 | — | UNIT LTD PARTN | 371927104 |
| — | NUSTAR ENERGY LP | 11,739 | $471 | 0.0% | $55.78 | — | UNIT COM | 67058H102 |
| CQP | CHENIERE ENERGY PARTNERS LP | 18,085 | $471 | 0.0% | $29.83 | — | COM UNIT | 16411Q101 |
| — | CRESTWOOD EQUITY PARTNERS LP | 22,635 | $470 | 0.0% | $20.76 | — | UNIT LTD PARTNER | 226344208 |
| — | TESORO LOGISTICS LP | 9,250 | $465 | 0.0% | $44.97 | — | COM UNIT LP | 88160T107 |
| — | TALLGRASS ENERGY PARTNERS LP | 11,260 | $464 | 0.0% | $49.53 | — | COM UNIT | 874697105 |
| — | HYDRA INDS ACQUISITION CORP | 2,000,000 | $464 | 0.0% | $0.37 | — | RIGHT 99/99/9999 | 448740126 |
| — | BLACKROCK FLOATING RATE INCO | 37,133 | $464 | 0.0% | $13.32 | — | COM | 091941104 |
| — | SUNOCO LOGISTICS PRTNRS L P | 17,976 | $462 | 0.0% | $40.97 | — | COM UNITS | 86764L108 |
| — | ENBRIDGE ENERGY PARTNERS L P | 19,465 | $449 | 0.0% | $31.04 | — | COM | 29250R106 |
| — | WESTERN ASSET HIGH INCM FD I | 70,468 | $445 | 0.0% | $6.45 | — | COM | 95766J102 |
| NXPI | NXP SEMICONDUCTORS N V | 5,269 | $444 | 0.0% | $76.05 | 0.0% | COM | N6596X109 |
| — | BUCKEYE PARTNERS L P | 6,687 | $441 | 0.0% | $72.42 | — | UNIT LTD PARTN | 118230101 |
| — | COMMUNICATIONS SALES&LEAS IN | 23,600 | $441 | 0.0% | $24.72 | — | COM | 20341J104 |
| — | MFS MUN INCOME TR | 64,737 | $440 | 0.0% | $6.74 | — | SH BEN INT | 552738106 |
| — | DCP MIDSTREAM PARTNERS LP | 17,646 | $435 | 0.0% | $32.23 | — | COM UT LTD PTN | 23311P100 |
| — | WESTERN ASSET HGH YLD DFNDFD | 30,798 | $434 | 0.0% | $13.99 | — | COM | 95768B107 |
| — | PACE HLDGS CORP | 45,000 | $432 | 0.0% | $9.60 | — | CL A | G6865N103 |
| — | TERRAPIN 3 ACQUISITION CORP | 1,700,000 | $425 | 0.0% | $0.32 | — | *W EXP 06/27/201 | 88104P112 |
| — | SWISS HELVETIA FD INC | 40,074 | $423 | 0.0% | $11.45 | — | COM | 870875101 |
| — | GABELLI HLTHCARE & WELLNESS | 40,402 | $414 | 0.0% | $11.22 | — | SHS | 36246K103 |
| — | NUVEEN DIVID ADV MUN FD 3 | 28,689 | $412 | 0.0% | $14.19 | — | COM SH BEN INT | 67070X101 |
| — | EATON VANCE FLTING RATE INC | 32,599 | $412 | 0.0% | $14.58 | — | COM | 278279104 |
| KMI | KINDER MORGAN INC DEL | 27,367 | $408 | 0.0% | $23.87 | -40.1% | COM | 49456B101 |
| PAA | PLAINS ALL AMERN PIPELINE L | 17,670 | $408 | 0.0% | $35.73 | — | UNIT LTD PARTN | 726503105 |
| MMLP | MARTIN MIDSTREAM PRTNRS L P | 18,768 | $407 | 0.0% | $31.78 | — | UNIT L P INT | 573331105 |
| — | FIRST TR STRATEGIC HIGH INC | 36,075 | $402 | 0.0% | $11.38 | — | COM SHS NEW | 337353304 |
| — | BROOKFIELD HIGH INCOME FD IN | 58,296 | $401 | 0.0% | $7.05 | — | COM | 11272P102 |
| — | PUTNAM MUN OPPORTUNITIES TR | 32,565 | $400 | 0.0% | $12.26 | — | SH BEN INT | 746922103 |
| — | SHELL MIDSTREAM PARTNERS L P | 9,609 | $399 | 0.0% | $41.52 | — | UNIT LTD INT | 822634101 |
| — | BABCOCK & WILCOX ENTERPRIS I | 18,990 | $396 | 0.0% | $18.48 | — | COM | 05614L100 |
| — | ENABLE MIDSTREAM PARTNERS LP | 42,053 | $387 | 0.0% | $13.64 | — | COM UNIT RP IN | 292480100 |
| — | INVESCO PA VALUE MUN INCOME | 29,783 | $382 | 0.0% | $12.26 | — | COM | 46132K109 |
| — | AMERIGAS PARTNERS L P | 10,964 | $376 | 0.0% | $46.56 | — | UNIT L P INT | 030975106 |
| — | HYDRA INDS ACQUISITION CORP | 2,000,000 | $374 | 0.0% | $0.16 | — | *W EXP 10/20/202 | 448740118 |
| XHNWX | PIONEER DIV HIGH INCOME TRUS | 25,192 | $368 | 0.0% | $14.67 | — | COM | 723653101 |
| — | MORGAN STANLEY TRUSTS | 21,691 | $366 | 0.0% | $18.00 | — | INCOME SECS INC | 61745P874 |
| — | NUVEEN PREM INCOME MUN FD 2 | 25,260 | $365 | 0.0% | $14.19 | — | COM | 67063W102 |
| — | SPROTT FOCUS TR INC | 62,744 | $364 | 0.0% | $6.74 | — | COM | 85208J109 |
| — | ALLIANZGI EQUITY & CONV INCO | 20,051 | $360 | 0.0% | $17.35 | — | COM | 018829101 |
| — | CLOUGH GLOBAL OPPORTUNITIES | 34,278 | $358 | 0.0% | $10.70 | — | SH BEN INT | 18914E106 |
| — | ADVENT CLAYMORE CV SECS & IN | 26,400 | $357 | 0.0% | $13.32 | — | COM | 00764C109 |
| — | PUTNAM MANAGED MUN INCOM TR | 46,573 | $343 | 0.0% | $7.39 | — | COM | 746823103 |
| — | GLOBAL PARTNER ACQUISITION C | 1,200,000 | $343 | 0.0% | $0.27 | — | *W EXP 07/01/202 | 37954X113 |
| — | RICE MIDSTREAM PARTNERS LP | 24,868 | $335 | 0.0% | $13.71 | — | UNIT LTD PARTN | 762819100 |
| — | NUVEEN CONN PREM INCOME MUN | 26,032 | $332 | 0.0% | $12.75 | — | COM | 67060D107 |
| — | STONE HBR EMERG MKTS TL INC | 29,103 | $331 | 0.0% | $14.21 | — | COM | 86164W100 |
| — | RENTRAK CORP | 6,800 | $323 | 0.0% | $47.50 | — | COM | 760174102 |
| AKAM | AKAMAI TECHNOLOGIES INC | 6,029 | $317 | 0.0% | $61.44 | 0.0% | COM | 00971T101 |
| — | ROYCE MICRO-CAP TR INC | 43,719 | $317 | 0.0% | $7.58 | — | COM | 780915104 |
| — | WELLS FARGO GLOBAL DIVIDEND | 52,223 | $309 | 0.0% | $5.91 | — | COM | 94987C103 |
| — | EASTERLY ACQUISITION CORP | 925,000 | $305 | 0.0% | $0.33 | — | *W EXP 07/29/202 | 27616L110 |
| — | DEUTSCHE HIGH INCOME TR | 37,306 | $297 | 0.0% | $8.23 | — | SHS | 25155R100 |
| — | ROSE ROCK MIDSTREAM L P | 19,584 | $295 | 0.0% | $33.88 | — | COM U REP LTD | 777149105 |
| — | TARGA RESOURCES PARTNERS LP | 17,686 | $292 | 0.0% | $28.49 | — | COM UNIT | 87611X105 |
| TRGP | TARGA RES CORP | 10,648 | $288 | 0.0% | $42.31 | -36.1% | COM | 87612G101 |
| — | MITEL NETWORKS CORP | 37,487 | $288 | 0.0% | $8.83 | — | COM | 60671Q104 |
| CBU | COMMUNITY BK SYS INC | 7,189 | $287 | 0.0% | $30.10 | 0.0% | COM | 203607106 |
| — | FIRST TR SR FLG RTE INCM FD | 23,246 | $287 | 0.0% | $13.58 | — | COM | 33733U108 |
| — | VOYA PRIME RATE TR | 56,378 | $285 | 0.0% | $5.53 | — | SH BEN INT | 92913A100 |
| VIAV | VIAVI SOLUTIONS INC | 46,639 | $284 | 0.0% | $5.86 | +3.4% | COM | 925550105 |
| — | ADVENT CLAYMORE ENH GRW & IN | 33,372 | $276 | 0.0% | $9.42 | — | COM | 00765E104 |
| — | WL ROSS HLDG CORP | 27,388 | $273 | 0.0% | $10.00 | — | COM SHS | 92939D104 |
| — | TEEKAY LNG PARTNERS L P | 20,319 | $267 | 0.0% | $26.79 | — | PRTNRSP UNITS | Y8564M105 |
| — | EATON VANCE TAX-ADV BD & OPT | 20,790 | $261 | 0.0% | $12.69 | — | COM SH BEN INT | 27829M103 |
| — | RESOURCE CAP CORP | 275,000 | $257 | 0.0% | $0.92 | — | NOTE 6.000%12/0 | 76120WAA2 |
| — | THL CR SR LN FD | 15,463 | $245 | 0.0% | $15.84 | — | COM | 87244R103 |
| — | CALAMOS GBL DYN INCOME FUND | 33,871 | $243 | 0.0% | $7.05 | — | COM | 12811L107 |
| — | NUVEEN OHIO QUALITY INCOME M | 15,701 | $240 | 0.0% | $14.38 | — | COM | 670980101 |
| — | NUVEEN SR INCOME FD | 40,136 | $232 | 0.0% | $6.54 | — | COM | 67067Y104 |
| — | NUVEEN MICH QUALITY INCOME M | 16,488 | $226 | 0.0% | $13.28 | — | COM | 670979103 |
| — | FINTECH ACQUISITION CORP | 890,000 | $223 | 0.0% | $0.34 | — | *W EXP 02/19/202 | 31809H118 |
| — | HENNESSY CAP ACQUISITION COR | 1,153,895 | $219 | 0.0% | $0.27 | — | *W EXP 07/28/202 | 42588J118 |
| — | EATON VANCE FLTG RATE INCOM | 15,240 | $216 | 0.0% | $14.17 | — | COM SHS BEN INT | 278284104 |
| XXHYBXX | NEW AMER HIGH INCOME FD INC | 27,520 | $211 | 0.0% | $8.66 | — | COM NEW | 641876800 |
| — | ALLIANZGI NFJ DIVID INT & PR | 16,301 | $202 | 0.0% | $12.39 | — | COM | 01883A107 |
| — | NUVEEN PERFORMANCE PLUS MUN | 13,387 | $200 | 0.0% | $14.87 | — | COM | 67062P108 |
| PANL | PANGAEA LOGISTICS SOLUTION L | 67,272 | $179 | 0.0% | $2.46 | -8.7% | SHS | G6891L105 |
| — | LAZARD GLB TTL RET&INCM FD I | 13,500 | $177 | 0.0% | $12.65 | — | COM | 52106W103 |
| — | ALLIANZGI CONV & INCOME FD | 30,728 | $170 | 0.0% | $5.53 | — | COM | 018828103 |
| XBTAX | BLACKROCK LONG-TERM MUNI ADV | 14,664 | $169 | 0.0% | $11.50 | — | COM | 09250B103 |
| — | AZURE MIDSTREAM PARTNERS LP | 51,377 | $162 | 0.0% | $8.34 | — | COM UNIT LTD PAR | 05501X100 |
| — | CONE MIDSTREAM PARTNERS LP | 16,400 | $162 | 0.0% | $9.89 | — | COM UNIT REPST | 206812109 |
| — | VANGUARD NAT RES LLC | 54,023 | $161 | 0.0% | $2.98 | — | COM UNIT | 92205F106 |
| — | AROWANA INC | 800,000 | $160 | 0.0% | $0.28 | — | RIGHT 01/01/2017 | G05011120 |
| — | ALLIANZGI CONV & INCOME FD I | 29,935 | $151 | 0.0% | $5.04 | — | COM | 018825109 |
| — | ADAMS DIVERSIFIED EQUITY FD | 11,525 | $148 | 0.0% | $12.84 | — | COM | 006212104 |
| — | VOYA INFRASTRUCTURE INDLS & | 12,033 | $148 | 0.0% | $12.30 | — | COM | 92912X101 |
| — | AR CAP ACQUISITION CORP | 750,000 | $135 | 0.0% | $0.20 | — | *W EXP 10/06/201 | 00191R117 |
| — | JASON INDS INC | 2,213,300 | $133 | 0.0% | $0.79 | — | *W EXP 06/30/201 | 471172114 |
| — | CALAMOS STRATEGIC TOTL RETN | 12,254 | $121 | 0.0% | $9.87 | — | COM SH BEN INT | 128125101 |
| — | BARINGTON HILCO ACQUISITION | 545,520 | $109 | 0.0% | $0.28 | — | RIGHT 02/13/2017 | 06759V119 |
| — | BOULDER GROWTH & INCOME FD I | 11,875 | $92 | 0.0% | $7.44 | — | COM | 101507101 |
| — | COMMUNITY HEALTH SYS INC NEW | 10,026,149 | $90 | 0.0% | $0.02 | — | RIGHT 99/99/9999 | 203668116 |
| — | 1347 CAP CORP | 500,600 | $71 | 0.0% | $0.20 | — | *W EXP 07/15/202 | 68245V129 |
| — | ASSOCIATED BANC CORP | 23,450 | $68 | 0.0% | $2.52 | — | *W EXP 11/21/201 | 045487113 |
| — | BARINGTON HILCO ACQUISITION | 545,520 | $68 | 0.0% | $0.16 | — | *W EXP 02/11/201 | 06759V127 |
| — | PACIFIC SPL ACQUISITION CORP | 415,000 | $62 | 0.0% | $0.15 | — | RIGHT 03/15/2017 | G68588113 |
| — | LIBERTY ALL-STAR GROWTH FD I | 13,172 | $60 | 0.0% | $5.18 | — | COM | 529900102 |
| UUUU | ENERGY FUELS INC | 17,980 | $53 | 0.0% | $4.84 | -47.8% | COM NEW | 292671708 |
| — | C B PHARMA ACQUISITION CORP | 350,000 | $45 | 0.0% | $0.29 | — | RIGHT 06/17/2016 | G2029P134 |
| — | DT ASIA INVTS LTD | 225,112 | $23 | 0.0% | $0.16 | — | RIGHT 03/30/2016 | G2615J112 |
| — | VALLEY NATL BANCORP | 116,185 | $17 | 0.0% | $0.20 | — | *W EXP 11/14/201 | 919794131 |
| — | 1347 CAP CORP | 500,600 | $15 | 0.0% | $0.20 | — | RIGHT 07/21/2016 | 68245V111 |
| — | ATLAS ENERGY GROUP LLC | 15,815 | $15 | 0.0% | $6.01 | — | COM | 04929Q102 |