CIK: 0001167456 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 16, 2016
Total Value ($000): $8,614,768 (67.2% shares, 32.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | VERISIGN INC | 136,800,000 | $354,398 | 4.1% | $1.85 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | NVIDIA CORP | 186,025,000 | $332,868 | 3.9% | $1.57 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | INTEL CORP | 127,451,000 | $202,966 | 2.4% | $1.59 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | TYSON FOODS INC | 2,510,325 | $188,199 | 2.2% | $49.94 | — | UNIT 99/99/9999 | 902494301 |
| — | MICROCHIP TECHNOLOGY INC | 87,600,000 | $174,707 | 2.0% | $1.96 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | YAHOO INC | 4,248,655 | $156,393 | 1.8% | $38.92 | — | COM | 984332106 |
| KLAC | KLA-TENCOR CORP | 2,096,366 | $152,636 | 1.8% | $54.62 | +3.6% | COM | 482480100 |
| — | T MOBILE US INC | 2,297,575 | $152,283 | 1.8% | $62.86 | — | CONV PFD SER A | 872590203 |
| — | CIGNA CORPORATION | 1,104,139 | $151,532 | 1.8% | $139.93 | — | COM | 125509109 |
| — | TIME WARNER CABLE INC | 714,909 | $146,285 | 1.7% | $162.83 | — | COM | 88732J207 |
| — | ALERE INC | 2,884,009 | $145,960 | 1.7% | $50.61 | — | COM | 01449J105 |
| — | RITE AID CORP | 17,459,635 | $142,296 | 1.7% | $7.95 | — | COM | 767754104 |
| — | DOMINION RES INC VA NEW | 2,394,200 | $139,522 | 1.6% | $56.74 | — | UNIT 07/01/2016 | 25746U885 |
| — | TECO ENERGY INC | 5,028,421 | $138,432 | 1.6% | $27.04 | — | COM | 872375100 |
| HUM | HUMANA INC | 756,023 | $138,314 | 1.6% | $165.57 | -3.3% | COM | 444859102 |
| — | JARDEN CORP | 2,223,562 | $131,079 | 1.5% | $57.60 | — | COM | 471109108 |
| — | AGL RES INC | 1,829,248 | $119,157 | 1.4% | $63.24 | — | COM | 001204106 |
| — | PALO ALTO NETWORKS INC | 76,050,000 | $118,781 | 1.4% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| — | ATMEL CORP | 14,567,356 | $118,287 | 1.4% | $8.12 | — | COM | 049513104 |
| — | ANTHEM INC | 2,478,950 | $116,387 | 1.4% | $48.39 | — | UNIT 05/01/20188 | 036752202 |
| — | AIRGAS INC | 816,549 | $115,656 | 1.3% | $139.50 | — | COM | 009363102 |
| — | FIRST NIAGARA FINL GP INC | 11,760,273 | $113,839 | 1.3% | $10.30 | — | COM | 33582V108 |
| — | CROWN CASTLE INTL CORP NEW | 985,825 | $105,680 | 1.2% | $105.26 | — | CNV PFD STK SR A | 22822V200 |
| — | WELLPOINT INC | 54,129,000 | $103,894 | 1.2% | $2.04 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | MGIC INVT CORP WIS | 81,375,000 | $102,889 | 1.2% | $1.46 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | SANDISK CORP | 64,931,000 | $102,713 | 1.2% | $1.37 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | HEARTLAND PMT SYS INC | 1,051,611 | $101,554 | 1.2% | $96.11 | — | COM | 42235N108 |
| — | DU PONT E I DE NEMOURS & CO | 1,591,431 | $100,769 | 1.2% | $63.32 | — | COM | 263534109 |
| — | PROGRESSIVE WASTE SOLUTIONS | 3,183,077 | $98,771 | 1.1% | $31.03 | — | COM | 74339G101 |
| — | BAKER HUGHES INC | 2,249,794 | $98,608 | 1.1% | $60.55 | — | COM | 057224107 |
| — | CABLEVISION SYS CORP | 2,970,956 | $98,042 | 1.1% | $32.18 | — | CL A NY CABLVS | 12686C109 |
| — | FIRSTMERIT CORP | 4,595,297 | $96,731 | 1.1% | $21.05 | — | COM | 337915102 |
| — | TESLA MTRS INC | 52,150,000 | $96,086 | 1.1% | $1.65 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | WELLTOWER INC | 1,484,525 | $92,180 | 1.1% | $60.73 | — | 6.50% PFD PREPET | 95040Q203 |
| — | OFFICE DEPOT INC | 12,892,453 | $91,536 | 1.1% | $7.72 | — | COM | 676220106 |
| — | CLECO CORP NEW | 1,648,392 | $91,008 | 1.1% | $54.36 | — | COM | 12561W105 |
| — | BAXALTA INC | 2,191,196 | $88,524 | 1.0% | $39.09 | — | COM | 07177M103 |
| — | PIEDMONT NAT GAS INC | 1,434,847 | $85,847 | 1.0% | $57.54 | — | COM | 720186105 |
| HE | HAWAIIAN ELEC INDUSTRIES | 2,648,888 | $85,824 | 1.0% | $33.09 | -9.5% | COM | 419870100 |
| — | COLUMBIA PIPELINE GROUP INC | 3,380,143 | $84,842 | 1.0% | $24.14 | — | COM | 198280109 |
| — | DOMINION RES INC VA NEW | 1,407,075 | $82,954 | 1.0% | $56.32 | — | UNIT 04/01/2013 | 25746U703 |
| — | THE ADT CORPORATION | 1,956,240 | $80,714 | 0.9% | $41.26 | — | COM | 00101J106 |
| — | CAMERON INTERNATIONAL CORP | 1,172,130 | $78,591 | 0.9% | $61.79 | — | COM | 13342B105 |
| — | LINKEDIN CORP | 82,800,000 | $75,400 | 0.9% | $1.03 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | MOLINA HEALTHCARE INC | 44,025,000 | $72,641 | 0.8% | $1.61 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | ASTORIA FINL CORP | 4,580,080 | $72,548 | 0.8% | $15.85 | — | COM | 046265104 |
| — | STERICYCLE INC | 769,250 | $71,971 | 0.8% | $99.13 | — | DEP PFD A 1/10 | 858912207 |
| — | NATIONAL PENN BANCSHARES INC | 6,700,549 | $71,294 | 0.8% | $11.26 | — | COM | 637138108 |
| — | PRICELINE GRP INC | 46,250,000 | $66,513 | 0.8% | $1.42 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | ITC HLDGS CORP | 1,275,582 | $55,577 | 0.6% | $43.57 | — | COM | 465685105 |
| — | SOUTHWESTERN ENERGY CO | 2,761,775 | $54,890 | 0.6% | $46.40 | — | DEP SHS 1/20 B | 845467208 |
| — | QUESTAR CORP | 2,113,214 | $52,408 | 0.6% | $24.80 | — | COM | 748356102 |
| — | MEDIA GEN INC NEW | 2,890,635 | $47,146 | 0.5% | $16.02 | — | COM | 58441K100 |
| — | E M C CORP MASS | 1,755,521 | $46,785 | 0.5% | $26.24 | — | COM | 268648102 |
| — | VALSPAR CORP | 434,341 | $46,483 | 0.5% | $107.02 | — | COM | 920355104 |
| — | MEDICINES CO | 40,475,000 | $45,939 | 0.5% | $1.13 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | HERBALIFE LTD | 43,700,000 | $42,171 | 0.5% | $0.83 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 43,075,000 | $41,406 | 0.5% | $1.03 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | STARWOOD HOTELS&RESORTS WRLD | 492,453 | $41,085 | 0.5% | $79.04 | — | COM | 85590A401 |
| — | AFFYMETRIX INC | 2,892,984 | $40,531 | 0.5% | $14.01 | — | COM | 00826T108 |
| — | DOMINION RES INC VA NEW | 745,300 | $37,951 | 0.4% | $50.13 | — | UNIT 99/99/9999 | 25746U869 |
| — | MICRON TECHNOLOGY INC | 29,975,000 | $37,656 | 0.4% | $2.82 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | MEDICINES CO | 28,305,000 | $36,107 | 0.4% | $1.45 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | TYCO INTL PLC | 958,799 | $35,198 | 0.4% | $36.71 | — | SHS | G91442106 |
| — | WEBMD HEALTH CORP | 25,875,000 | $34,624 | 0.4% | $1.06 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | ALLERGAN PLC | 124,941 | $33,488 | 0.4% | $312.50 | — | SHS | G0177J108 |
| — | CHENIERE ENERGY INC | 63,275,000 | $33,298 | 0.4% | $0.82 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | FAIRCHILD SEMICONDUCTOR INTL | 1,650,514 | $33,010 | 0.4% | $20.70 | — | COM | 303726103 |
| — | EURONET WORLDWIDE INC | 27,400,000 | $32,777 | 0.4% | $1.20 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | SPIRIT RLTY CAP INC NEW | 32,725,000 | $32,766 | 0.4% | $0.98 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | INGRAM MICRO INC | 892,141 | $32,037 | 0.4% | $35.91 | — | CL A | 457153104 |
| — | NEWPORT CORP | 1,385,223 | $31,860 | 0.4% | $23.00 | — | COM | 651824104 |
| — | FRESH MKT INC | 1,100,423 | $31,395 | 0.4% | $28.53 | — | COM | 35804H106 |
| — | WEBMD HEALTH CORP | 26,675,000 | $30,610 | 0.4% | $1.01 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | BLACK HILLS CORP | 448,500 | $30,565 | 0.4% | $60.80 | — | UNIT 99/99/9999 | 092113125 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 29,525,000 | $30,189 | 0.4% | $1.03 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| NSC | NORFOLK SOUTHERN CORP | 360,673 | $30,026 | 0.3% | $63.70 | -3.4% | COM | 655844108 |
| — | CARMIKE CINEMAS INC | 987,074 | $29,652 | 0.3% | $30.04 | — | COM | 143436400 |
| — | ON SEMICONDUCTOR CORP | 26,714,000 | $28,985 | 0.3% | $1.13 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | MGIC INVT CORP WIS | 27,275,000 | $28,400 | 0.3% | $1.12 | — | NOTE 5.000% 5/0 | 552848AD5 |
| — | TUMI HLDGS INC | 1,037,375 | $27,822 | 0.3% | $26.82 | — | COM | 89969Q104 |
| — | MICRON TECHNOLOGY INC | 22,930,000 | $27,502 | 0.3% | $1.82 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | ROFIN SINAR TECHNOLOGIES INC | 834,813 | $26,898 | 0.3% | $32.22 | — | COM | 775043102 |
| — | WEYERHAEUSER CO | 520,325 | $26,683 | 0.3% | $49.02 | — | PREF CONV SER A | 962166872 |
| — | STANDARD PAC CORP NEW | 24,880,000 | $26,326 | 0.3% | $1.16 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| GOOG | ALPHABET INC | 35,215 | $26,233 | 0.3% | $35.61 | -0.2% | CAP STK CL C | 02079K107 |
| — | EMPIRE DIST ELEC CO | 778,631 | $25,734 | 0.3% | $33.05 | — | COM | 291641108 |
| — | TALMER BANCORP INC | 1,403,563 | $25,390 | 0.3% | $18.09 | — | COM | 87482X101 |
| — | EQUINIX INC | 5,775,000 | $24,908 | 0.3% | $2.89 | — | NOTE 4.750% 6/1 | 29444UAH9 |
| — | MERITOR INC | 21,281,000 | $24,779 | 0.3% | $1.48 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | STARWOOD PPTY TR INC | 23,875,000 | $24,054 | 0.3% | $1.10 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | ACORDA THERAPEUTICS INC | 25,775,000 | $22,988 | 0.3% | $0.99 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 11,400,000 | $22,536 | 0.3% | $1.41 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | PROSPECT CAPITAL CORPORATION | 24,375,000 | $21,587 | 0.3% | $0.94 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | WRIGHT MED GROUP INC | 23,300,000 | $20,926 | 0.2% | $0.90 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | PDL BIOPHARMA INC | 22,225,000 | $20,183 | 0.2% | $0.96 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | MICRON TECHNOLOGY INC | 15,700,000 | $19,880 | 0.2% | $2.78 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | KLX INC | 614,130 | $19,738 | 0.2% | $31.24 | — | COM | 482539103 |
| — | GARNERO GROUP ACQUISITION CO | 1,972,460 | $19,606 | 0.2% | $9.60 | — | SHS | G5866L108 |
| — | TTM TECHNOLOGIES INC | 21,500,000 | $19,256 | 0.2% | $1.04 | — | NOTE 1.750%12/1 | 87305RAD1 |
| RACE | FERRARI N V | 441,825 | $18,424 | 0.2% | $40.37 | 0.0% | COM | N3167Y103 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 1,031,854 | $18,295 | 0.2% | $6.50 | -2.0% | COM | 42824C109 |
| KEYS | KEYSIGHT TECHNOLOGIES INC | 642,392 | $17,820 | 0.2% | $29.50 | -15.0% | COM | 49338L103 |
| — | APOLLO ED GROUP INC | 2,153,638 | $17,692 | 0.2% | $8.21 | — | CL A | 037604105 |
| — | WPX ENERGY INC | 474,725 | $17,570 | 0.2% | $34.55 | — | PFD SER A CV | 98212B202 |
| — | MSG NETWORK INC | 1,014,368 | $17,538 | 0.2% | $19.47 | — | CL A | 553573106 |
| — | HYDRA INDS ACQUISITION CORP | 1,739,900 | $17,103 | 0.2% | $9.45 | — | COM | 448740100 |
| — | MENTOR GRAPHICS CORP | 15,775,000 | $16,574 | 0.2% | $1.05 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | COLONY CAP INC | 18,375,000 | $16,526 | 0.2% | $0.96 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| BLD | TOPBUILD CORP | 552,208 | $16,423 | 0.2% | $29.11 | -7.1% | COM | 89055F103 |
| — | LAKE SHORE GOLD CORP | 11,124,867 | $16,256 | 0.2% | $1.46 | — | COM | 510728108 |
| KN | KNOWLES CORP | 1,229,959 | $16,211 | 0.2% | $14.89 | -17.3% | COM | 49926D109 |
| ENR | ENERGIZER HLDGS INC NEW | 396,972 | $16,081 | 0.2% | $27.79 | -4.3% | COM | 29272W109 |
| — | SPIRIT RLTY CAP INC NEW | 15,900,000 | $16,029 | 0.2% | $0.98 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | SUNPOWER CORP | 14,450,000 | $15,985 | 0.2% | $1.11 | — | DBCV 0.750% 6/0 | 867652AG4 |
| CABO | CABLE ONE INC | 36,086 | $15,774 | 0.2% | $382.35 | -0.9% | COM | 12685J105 |
| — | CARE CAP PPTYS INC | 583,891 | $15,672 | 0.2% | $31.20 | — | COM | 141624106 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 702,611 | $15,570 | 0.2% | $26.61 | — | COM SER A | 531465102 |
| — | GENCORP INC | 8,250,000 | $15,015 | 0.2% | $2.58 | — | SDCV 4.062%12/3 | 368682AN0 |
| — | GANNETT CO INC | 990,974 | $15,003 | 0.2% | $15.78 | — | COM | 36473H104 |
| EBAY | EBAY INC | 620,380 | $14,802 | 0.2% | $23.85 | -9.2% | COM | 278642103 |
| — | STARWOOD PPTY TR INC | 14,600,000 | $14,755 | 0.2% | $1.16 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | CDK GLOBAL INC | 315,988 | $14,709 | 0.2% | $46.76 | — | COM | 12508E101 |
| — | MARKIT LTD | 415,823 | $14,699 | 0.2% | $35.35 | — | SHS | G58249106 |
| — | HALYARD HEALTH INC | 509,716 | $14,644 | 0.2% | $31.03 | — | COM | 40650V100 |
| — | WP GLIMCHER IN | 1,467,668 | $13,928 | 0.2% | $10.09 | — | COM | 92939N102 |
| — | HOLOGIC INC | 9,150,000 | $13,794 | 0.2% | $1.47 | — | FRNT 2.000%12/1 | 436440AB7 |
| UE | URBAN EDGE PPTYS | 518,411 | $13,396 | 0.2% | $24.55 | — | COM | 91704F104 |
| DNOW | NOW INC | 738,694 | $13,090 | 0.2% | $17.07 | -9.9% | COM | 67011P100 |
| — | NORTHSTAR ASSET MGMT GROUP I | 1,122,707 | $12,743 | 0.1% | $12.14 | — | COM | 66705Y104 |
| CC | CHEMOURS CO | 1,782,454 | $12,477 | 0.1% | $5.46 | -33.4% | COM | 163851108 |
| — | COMMUNICATIONS SALES&LEAS IN | 544,685 | $12,119 | 0.1% | $22.36 | — | COM | 20341J104 |
| — | CONVERGYS CORP | 4,725,000 | $11,750 | 0.1% | $2.10 | — | SDCV 5.750% 9/1 | 212485AE6 |
| LITE | LUMENTUM HLDGS INC | 428,352 | $11,553 | 0.1% | $20.94 | +10.3% | COM | 55024U109 |
| — | TIME INC NEW | 720,054 | $11,118 | 0.1% | $16.81 | — | COM | 887228104 |
| — | STARWOOD PPTY TR INC | 11,000,000 | $10,904 | 0.1% | $1.05 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | SANDISK CORP | 142,572 | $10,847 | 0.1% | $75.99 | — | COM | 80004C101 |
| — | HORIZON PHARMA INVT LTD | 11,725,000 | $10,047 | 0.1% | $0.86 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | CIENA CORP | 8,010,000 | $10,038 | 0.1% | $1.28 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | AMYRIS INC | 12,049,000 | $9,843 | 0.1% | $1.07 | — | DBCV 9.500% 4/1 | 03236MAD3 |
| — | ANCHOR BANCORP WIS INC DEL | 213,896 | $9,638 | 0.1% | $45.06 | — | COM | 03283P106 |
| — | VECTOR GROUP LTD | 8,475,000 | $9,413 | 0.1% | $1.15 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | INTEL CORP | 7,225,000 | $9,198 | 0.1% | $1.27 | — | SDCV 12/1 | 458140AD2 |
| — | CASCADE MICROTECH INC | 426,703 | $8,799 | 0.1% | $20.62 | — | COM | 147322101 |
| — | SEACOR HOLDINGS INC | 9,225,000 | $8,781 | 0.1% | $0.95 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | AROWANA INC | 875,000 | $8,715 | 0.1% | $9.77 | — | SHS | G05011104 |
| — | FIDELITY & GTY LIFE | 331,991 | $8,711 | 0.1% | $25.56 | — | COM | 315785105 |
| — | BLACKHAWK NETWORK HLDGS INC | 253,019 | $8,679 | 0.1% | $44.21 | — | COM | 09238E104 |
| — | RYLAND GROUP INC | 7,000,000 | $8,566 | 0.1% | $1.22 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| LBRDA | LIBERTY BROADBAND CORP | 143,159 | $8,326 | 0.1% | $48.59 | -2.7% | COM SER A | 530307107 |
| — | FINTECH ACQUISITION CORP | 815,000 | $8,191 | 0.1% | $9.70 | — | COM | 31809H100 |
| — | GCP APPLIED TECHNOLOGIES INC | 373,355 | $7,445 | 0.1% | $19.94 | — | COM | 36164Y101 |
| — | CEMEX SAB DE CV | 7,075,000 | $7,407 | 0.1% | $1.19 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | ALON USA ENERGY INC | 7,450,000 | $7,217 | 0.1% | $1.28 | — | NOTE 3.000% 9/1 | 020520AB8 |
| — | BLOUNT INTL INC NEW | 715,535 | $7,141 | 0.1% | $9.85 | — | COM | 095180105 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 8,250,000 | $6,667 | 0.1% | $1.06 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | JOURNAL MEDIA GROUP INC | 552,865 | $6,612 | 0.1% | $11.54 | — | COM | 48114A109 |
| — | SEQUENOM INC | 9,450,000 | $6,107 | 0.1% | $0.98 | — | NOTE 5.000% 1/0 | 817337AC2 |
| — | POWERSECURE INTL INC | 313,355 | $5,857 | 0.1% | $18.69 | — | COM | 73936N105 |
| — | MEDIDATA SOLUTIONS INC | 5,675,000 | $5,785 | 0.1% | $1.02 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| HLF | HERBALIFE LTD | 89,407 | $5,504 | 0.1% | $19.02 | +35.7% | COM USD SHS | G4412G101 |
| — | GENERAL CABLE CORP DEL NEW | 9,852,000 | $5,419 | 0.1% | $0.76 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | WILSHIRE BANCORP INC | 517,263 | $5,328 | 0.1% | $11.55 | — | COM | 97186T108 |
| — | FRONTIER COMMUNICATIONS CORP | 50,000 | $5,225 | 0.1% | $99.68 | — | PFD CONV SER-A | 35906A207 |
| — | ATLANTIC ALLIANCE PARTNER CO | 500,000 | $5,215 | 0.1% | $10.15 | — | SHS | G04897107 |
| — | VECTOR GROUP LTD | 3,400,000 | $5,094 | 0.1% | $1.43 | — | FRNT 1/1 | 92240MAY4 |
| — | AR CAP ACQUISITION CORP | 510,000 | $5,018 | 0.1% | $9.51 | — | COM | 00191R109 |
| — | KLR ENERGY ACQUISITION CORP | 500,000 | $5,015 | 0.1% | $10.03 | — | UNIT 12/31/2020 | 49877M207 |
| — | RAMBUS INC DEL | 3,575,000 | $4,518 | 0.1% | $1.23 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | 1347 CAP CORP | 450,540 | $4,456 | 0.1% | $9.60 | — | COM | 68245V103 |
| — | PHOENIX COS INC NEW | 120,675 | $4,446 | 0.1% | $33.89 | — | COM NEW | 71902E604 |
| — | PACIFIC SPL ACQUISITION CORP | 415,000 | $4,154 | 0.0% | $9.85 | — | SHS | G68588105 |
| — | TWENTY FIRST CENTY FOX INC | 130,210 | $3,630 | 0.0% | $27.15 | — | CL A | 90130A101 |
| — | C B PHARMA ACQUISITION CORP | 350,000 | $3,535 | 0.0% | $9.78 | — | SHS | G2029P126 |
| — | MONSTER WORLDWIDE INC | 3,825,000 | $3,517 | 0.0% | $1.28 | — | NOTE 3.500%10/1 | 611742AB3 |
| — | CITRIX SYS INC | 44,000 | $3,458 | 0.0% | $66.97 | — | COM | 177376100 |
| NWSA | NEWS CORP NEW | 265,042 | $3,385 | 0.0% | $12.36 | -15.0% | CL A | 65249B109 |
| — | CALIFORNIA RES CORP | 3,276,510 | $3,375 | 0.0% | $2.33 | — | COM | 13057Q107 |
| — | COHEN & STEERS QUALITY RLTY | 249,445 | $3,096 | 0.0% | $12.42 | — | COM | 19247L106 |
| — | COWEN GROUP INC NEW | 3,050,000 | $2,844 | 0.0% | $1.14 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | BLACKROCK RES & COMM STRAT T | 394,176 | $2,842 | 0.0% | $9.56 | — | SHS | 09257A108 |
| — | ROUSE PPTYS INC | 151,860 | $2,791 | 0.0% | $18.38 | — | COM | 779287101 |
| — | AMTRUST FINL SVCS INC | 3,425,000 | $2,719 | 0.0% | $0.79 | — | NOTE 2.750%12/1 | 032359AG6 |
| — | ISTAR INC | 2,600,000 | $2,701 | 0.0% | $1.20 | — | NOTE 3.000%11/1 | 45031UBR1 |
| — | NUVEEN CR STRATEGIES INCM FD | 340,363 | $2,692 | 0.0% | $9.05 | — | COM SHS | 67073D102 |
| — | COMMUNITYONE BANCORP | 201,952 | $2,682 | 0.0% | $13.39 | — | COM | 20416Q108 |
| — | FOX CHASE BANCORP INC NEW | 138,054 | $2,667 | 0.0% | $19.73 | — | COM | 35137T108 |
| — | FIRST TR HIGH INCOME L/S FD | 180,008 | $2,632 | 0.0% | $16.31 | — | COM | 33738E109 |
| — | NTELOS HLDGS CORP | 283,806 | $2,611 | 0.0% | $9.09 | — | COM NEW | 67020Q305 |
| — | KEYCORP NEW | 20,000 | $2,609 | 0.0% | $129.65 | — | PFD 7.75% SR A | 493267405 |
| — | CBRE CLARION GLOBAL REAL EST | 331,349 | $2,588 | 0.0% | $8.54 | — | COM | 12504G100 |
| — | SUNEDISON INC | 57,400,000 | $2,511 | 0.0% | $1.72 | — | NOTE 2.000%10/0 | 86732YAC3 |
| — | INVACARE CORP | 2,500,000 | $2,434 | 0.0% | $1.06 | — | SDCV 4.125% 2/0 | 461203AD3 |
| — | LIBERTY ALL STAR EQUITY FD | 474,160 | $2,357 | 0.0% | $5.83 | — | SH BEN INT | 530158104 |
| — | DT ASIA INVTS LTD | 225,112 | $2,285 | 0.0% | $9.82 | — | SHS | G2615J104 |
| — | APOLLO RESIDENTIAL MTG INC | 170,071 | $2,282 | 0.0% | $13.42 | — | COM | 03763V102 |
| — | COHEN & STEERS REIT & PFD IN | 119,778 | $2,266 | 0.0% | $19.04 | — | COM | 19247X100 |
| — | ALPINE GLOBAL PREMIER PPTYS | 405,141 | $2,265 | 0.0% | $6.77 | — | COM SBI | 02083A103 |
| — | AVENUE FINL HLDGS INC | 116,735 | $2,261 | 0.0% | $19.37 | — | COM | 05358K102 |
| — | PIMCO DYNAMIC CR INCOME FD | 129,594 | $2,260 | 0.0% | $18.41 | — | COM SHS | 72202D106 |
| — | SILVER RUN ACQUISITION CORP | 217,500 | $2,251 | 0.0% | $10.35 | — | UNIT 99/99/9999T | 82811P200 |
| — | MONARCH FINANCIAL HOLDINGS I | 135,344 | $2,248 | 0.0% | $17.82 | — | COM | 60907Q100 |
| — | CHECKPOINT SYS INC | 217,620 | $2,202 | 0.0% | $10.12 | — | COM | 162825103 |
| — | CARRIAGE SVCS INC | 2,000,000 | $2,201 | 0.0% | $1.18 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $2,150 | 0.0% | $0.42 | — | NOTE 5.875%11/3 | 20478NAD2 |
| — | ENERNOC INC | 3,000,000 | $2,132 | 0.0% | $0.70 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | HEALTHWAYS INC | 2,250,000 | $2,073 | 0.0% | $1.17 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | HF FINL CORP | 114,261 | $2,057 | 0.0% | $18.35 | — | COM | 404172108 |
| — | JENSYN ACQUISITION CORP | 200,000 | $2,000 | 0.0% | $10.00 | — | UNIT 99/99/9999 | 47632B201 |
| — | EATON VANCE LTD DUR INCOME F | 151,560 | $1,998 | 0.0% | $14.32 | — | COM | 27828H105 |
| — | BLACKROCK CORE BD TR | 138,302 | $1,852 | 0.0% | $13.82 | — | SHS BEN INT | 09249E101 |
| — | C1 FINL INC | 75,940 | $1,838 | 0.0% | $24.20 | — | COM | 12591N109 |
| — | DEL TACO RESTAURANTS INC | 729,250 | $1,787 | 0.0% | $5.05 | — | *W EXP 06/30/202 | 245496112 |
| — | ACCURAY INC | 1,475,000 | $1,774 | 0.0% | $1.78 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | ALBANY MOLECULAR RESH INC | 1,600,000 | $1,773 | 0.0% | $1.28 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | CAPE BANCORP INC | 130,166 | $1,749 | 0.0% | $13.44 | — | COM | 139209100 |
| — | NATIONAL INTERSTATE CORP | 57,909 | $1,733 | 0.0% | $29.93 | — | COM | 63654U100 |
| — | ARES DYNAMIC CR ALLOCATION F | 128,917 | $1,725 | 0.0% | $15.90 | — | COM | 04014F102 |
| — | TEMPLETON GLOBAL INCOME FD | 261,098 | $1,702 | 0.0% | $6.93 | — | COM | 880198106 |
| — | LEAPFROG ENTERPRISES INC | 1,691,604 | $1,683 | 0.0% | $0.99 | — | CL A | 52186N106 |
| — | WELLS FARGO MULTI SECTOR INC | 137,540 | $1,681 | 0.0% | $12.91 | — | WF MLT SECTR INC | 94987D101 |
| — | PULASKI FINL CORP | 99,876 | $1,613 | 0.0% | $16.01 | — | COM | 745548107 |
| — | AMSURG CORP | 11,400 | $1,612 | 0.0% | $124.12 | — | PFD CNV SR A-1 % | 03232P504 |
| — | EZCORP INC | 2,450,000 | $1,562 | 0.0% | $0.72 | — | NOTE 2.625% 6/1 | 302301AB2 |
| — | RESOURCE CAP CORP | 1,500,000 | $1,433 | 0.0% | $0.96 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | STARWOOD WAYPOINT RESIDENTL | 1,350,000 | $1,391 | 0.0% | $1.00 | — | NOTE 4.500%10/1 | 85571WAD1 |
| — | AMAG PHARMACEUTICALS INC | 1,250,000 | $1,359 | 0.0% | $1.09 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | BLACKSTONE GSO STRATEGIC CR | 97,926 | $1,335 | 0.0% | $16.06 | — | COM SHS BEN IN | 09257R101 |
| — | WL ROSS HLDG CORP | 2,648,000 | $1,298 | 0.0% | $0.61 | — | *W EXP 06/11/201 | 92939D112 |
| — | SPECTRUM PHARMACEUTICALS INC | 1,450,000 | $1,293 | 0.0% | $0.92 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | GLOBAL PARTNER ACQUISITION C | 130,658 | $1,257 | 0.0% | $9.75 | — | COM | 37954X105 |
| — | SUNEDISON INC | 28,575,000 | $1,250 | 0.0% | $1.75 | — | NOTE 2.750% 1/0 | 86732YAD1 |
| — | QUANTUM CORP | 1,650,000 | $1,224 | 0.0% | $1.17 | — | NOTE 4.500%11/1 | 747906AJ4 |
| — | CROWN MEDIA HLDGS INC | 236,851 | $1,203 | 0.0% | $5.08 | — | CL A | 228411104 |
| — | BLACKROCK FLOAT RATE OME STR | 90,829 | $1,187 | 0.0% | $13.67 | — | COM | 09255X100 |
| — | PINNACLE ENTMT INC | 33,805 | $1,187 | 0.0% | $33.84 | — | COM | 723456109 |
| — | FRANKLIN LTD DURATION INC TR | 104,475 | $1,185 | 0.0% | $12.15 | — | COM | 35472T101 |
| — | INVESCO DYNAMIC CR OPP FD | 109,830 | $1,181 | 0.0% | $11.87 | — | COM | 46132R104 |
| — | CORENERGY INFRASTRUCTURE TR | 1,500,000 | $1,176 | 0.0% | $0.85 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | NUVEEN NJ DIV ADVANTAGE MUN | 82,671 | $1,170 | 0.0% | $13.63 | — | COM | 67069Y102 |
| — | CENTRAL SECS CORP | 59,385 | $1,136 | 0.0% | $21.80 | — | COM | 155123102 |
| — | CENVEO CORP | 2,725,000 | $1,131 | 0.0% | $0.94 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | WESTERN ASSET GLB HI INCOME | 125,083 | $1,131 | 0.0% | $9.69 | — | COM | 95766B109 |
| — | BLACKSTONE GSO LNG SHRT CR I | 82,463 | $1,121 | 0.0% | $15.96 | — | COM SHS BN INT | 09257D102 |
| — | HUNTINGTON BANCSHARES INC | 800 | $1,092 | 0.0% | $1336.25 | — | PFD CONV SER A | 446150401 |
| — | RENEWABLE ENERGY GROUP INC | 1,250,000 | $1,092 | 0.0% | $0.93 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | ADVENT CLAY CONV SEC INC FD | 199,000 | $1,081 | 0.0% | $6.72 | — | COM | 007639107 |
| — | BLACKROCK LTD DURATION INC T | 73,134 | $1,081 | 0.0% | $15.31 | — | COM SHS | 09249W101 |
| — | SPX CORP | 71,599 | $1,075 | 0.0% | $9.33 | — | COM | 784635104 |
| — | GENERAL AMERN INVS INC | 34,127 | $1,066 | 0.0% | $31.19 | — | COM | 368802104 |
| — | ELECTRUM SPL ACQUISITION COR | 110,000 | $1,062 | 0.0% | $9.70 | — | SHS | G3105C104 |
| — | WESTERN ASSET WORLDWIDE INCO | 99,071 | $1,029 | 0.0% | $11.17 | — | COM | 957668106 |
| — | EATON VANCE SH TM DR DIVR IN | 76,436 | $1,020 | 0.0% | $14.40 | — | COM | 27828V104 |
| — | NEUBERGER BERMAN HGH YLD FD | 95,387 | $1,012 | 0.0% | $11.72 | — | COM | 64128C106 |
| — | NUVASIVE INC | 20,600 | $1,002 | 0.0% | $48.64 | — | COM | 670704105 |
| — | GREEN PLAINS INC | 1,000,000 | $996 | 0.0% | $1.27 | — | NOTE 3.250%10/0 | 393222AD6 |
| — | FIRST TR ABERDEEN GLBL OPP F | 90,559 | $993 | 0.0% | $11.55 | — | COM SHS | 337319107 |
| — | RMR REAL ESTATE INCOME FUND | 50,680 | $981 | 0.0% | $20.76 | — | COM | 76970B101 |
| — | QUIDEL CORP | 1,000,000 | $893 | 0.0% | $1.09 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | HUTCHINSON TECHNOLOGY INC | 236,795 | $867 | 0.0% | $3.59 | — | COM | 448407106 |
| — | ROYCE VALUE TR INC | 73,124 | $856 | 0.0% | $11.58 | — | COM | 780910105 |
| ARKR | ARK RESTAURANTS CORP | 40,078 | $826 | 0.0% | $17.61 | -8.9% | COM | 040712101 |
| — | NUVEEN MD PREM INCOME MUN FD | 60,913 | $817 | 0.0% | $12.74 | — | COM | 67061Q107 |
| — | IVY HIGH INC OPPORTUNITIES F | 63,324 | $806 | 0.0% | $12.69 | — | COM | 465893105 |
| — | AVENUE INCOME CR STRATEGIES | 71,742 | $786 | 0.0% | $13.24 | — | COM | 05358E106 |
| — | TRI CONTL CORP | 39,219 | $783 | 0.0% | $20.13 | — | COM | 895436103 |
| — | APOLLO SR FLOATING RATE FD I | 51,214 | $778 | 0.0% | $15.15 | — | COM | 037636107 |
| — | WESTERN ASSET GLB PTNRS INCO | 94,693 | $759 | 0.0% | $9.01 | — | COM | 95766G108 |
| — | JAVELIN MTG INVT CORP | 104,826 | $753 | 0.0% | $7.18 | — | COM | 47200B104 |
| XPHDX | PIONEER FLOATING RATE TR | 67,050 | $750 | 0.0% | $11.49 | — | COM | 72369J102 |
| — | NUVEEN SHT DUR CR OPP FD | 49,445 | $748 | 0.0% | $16.38 | — | COM | 67074X107 |
| — | GORES HLDGS INC | 3,500,000 | $744 | 0.0% | $0.27 | — | *W EXP 08/13/202 | 382866119 |
| — | WESTERN ASSET HIGH INCM OPP | 157,953 | $741 | 0.0% | $5.28 | — | COM | 95766K109 |
| — | MANITOWOC INC | 170,694 | $739 | 0.0% | $4.33 | — | COM | 563571108 |
| — | TRANSMONTAIGNE PARTNERS L P | 20,121 | $737 | 0.0% | $31.15 | — | COM UNIT L P | 89376V100 |
| — | MANITOWOC FOODSERVICE INC | 49,187 | $725 | 0.0% | $14.74 | — | COM | 563568104 |
| — | EATON VANCE SR INCOME TR | 122,432 | $709 | 0.0% | $6.51 | — | SH BEN INT | 27826S103 |
| MPLX | MPLX LP | 23,015 | $683 | 0.0% | $50.41 | — | COM UNIT REP LTD | 55336V100 |
| — | CASTLE A M & CO | 1,450,000 | $682 | 0.0% | $0.67 | — | NOTE 7.000%12/1 | 148411AF8 |
| EPD | ENTERPRISE PRODS PARTNERS L | 27,660 | $681 | 0.0% | $32.94 | — | COM | 293792107 |
| — | APOLLO TACTICAL INCOME FD IN | 49,713 | $677 | 0.0% | $14.43 | — | COM | 037638103 |
| — | GABELLI DIVD & INCOME TR | 36,255 | $670 | 0.0% | $20.60 | — | COM | 36242H104 |
| — | ALPINE GLOBAL DYNAMIC DIVD F | 78,277 | $668 | 0.0% | $10.19 | — | COM NEW | 02082E205 |
| — | QUINPARIO ACQUISITION CORP 2 | 3,500,000 | $665 | 0.0% | $0.30 | — | *W EXP 01/01/202 | 74874U119 |
| — | BLACKROCK MULTI-SECTOR INC T | 40,999 | $648 | 0.0% | $15.90 | — | COM | 09258A107 |
| PJT | PJT PARTNERS INC | 26,861 | $646 | 0.0% | $20.55 | +12.6% | COM CL A | 69343T107 |
| TRGP | TARGA RES CORP | 21,613 | $645 | 0.0% | $28.49 | -47.1% | COM | 87612G101 |
| — | NUVEEN QUALITY MUN FD INC | 45,243 | $644 | 0.0% | $13.39 | — | COM | 67062N103 |
| — | MACQUARIE GLBL INFRA TOTL RE | 31,974 | $642 | 0.0% | $21.35 | — | COM | 55608D101 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 900,000 | $623 | 0.0% | $0.81 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | BROOKFIELD GLOBL LISTED INFR | 54,780 | $622 | 0.0% | $13.73 | — | COM SHS | 11273Q109 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 8,957 | $616 | 0.0% | $76.26 | — | COM UNIT RP LP | 559080106 |
| — | BLACKROCK CR ALLCTN INC TR | 48,225 | $604 | 0.0% | $13.46 | — | COM | 092508100 |
| — | ALPINE TOTAL DYNAMIC DIVID F | 80,227 | $602 | 0.0% | $7.58 | — | COM SH BEN INT N | 021060207 |
| — | BARNES & NOBLE ED INC | 61,196 | $600 | 0.0% | $12.71 | — | COM | 06777U101 |
| — | BIOTIE THERAPIES OYJ | 22,579 | $596 | 0.0% | $26.40 | — | SPONSORED ADR | 09074D103 |
| — | NUVEEN DIV ADVANTAGE MUN FD | 39,955 | $593 | 0.0% | $14.14 | — | COM | 67070F100 |
| — | KKR INCOME OPPORTUNITIES FD | 40,879 | $589 | 0.0% | $14.23 | — | COM | 48249T106 |
| — | HOLLY ENERGY PARTNERS L P | 17,387 | $588 | 0.0% | $31.38 | — | COM UT LTD PTN | 435763107 |
| ATLC | ATLANTICUS HLDGS CORP | 191,430 | $574 | 0.0% | $2.61 | +18.6% | COM | 04914Y102 |
| — | NUVEEN NY AMT FREE MUN INCOM | 41,573 | $559 | 0.0% | $13.07 | — | COM | 670656107 |
| — | WCI CMNTYS INC | 29,776 | $553 | 0.0% | $23.95 | — | COM PAR $0.01 | 92923C807 |
| — | WESTERN ASSET MGD HI INCM FD | 124,116 | $550 | 0.0% | $5.14 | — | COM | 95766L107 |
| — | BOARDWALK PIPELINE PARTNERS | 37,202 | $548 | 0.0% | $14.56 | — | UT LTD PARTNER | 096627104 |
| — | WELLS FARGO INCOME OPPORTUNI | 71,613 | $542 | 0.0% | $8.08 | — | WF INC OPPTY FD | 94987B105 |
| — | DELAWARE ENHANCED GBL DIV & | 58,745 | $538 | 0.0% | $10.03 | — | COM | 246060107 |
| — | ENERGY TRANSFER PRTNRS L P | 16,605 | $537 | 0.0% | $53.51 | — | UNIT LTD PARTN | 29273R109 |
| — | ONEOK PARTNERS LP | 17,057 | $536 | 0.0% | $37.99 | — | UNIT LTD PARTN | 68268N103 |
| — | BOSTON PRIVATE FINL HLDGS IN | 116,799 | $534 | 0.0% | $5.14 | — | *W EXP 11/21/201 | 101119113 |
| — | FINTECH ACQUISITION CORP | 810,000 | $527 | 0.0% | $0.34 | — | *W EXP 02/19/202 | 31809H118 |
| — | CAPITOL ACQUISITION CORP III | 1,750,000 | $525 | 0.0% | $0.42 | — | *W EXP 10/13/202 | 14055M114 |
| CQP | CHENIERE ENERGY PARTNERS LP | 18,085 | $522 | 0.0% | $29.83 | — | COM UNIT | 16411Q101 |
| — | LMP CAP & INCOME FD INC | 42,154 | $521 | 0.0% | $13.33 | — | COM | 50208A102 |
| — | PHILLIPS 66 PARTNERS LP | 8,245 | $516 | 0.0% | $66.74 | — | COM UNIT REP INT | 718549207 |
| — | AGROFRESH SOLUTIONS | 540,000 | $513 | 0.0% | $2.10 | — | *W EXP 07/31/202 | 00856G117 |
| — | NUVEEN DIVERSIFIED DIV INCM | 46,440 | $508 | 0.0% | $12.01 | — | COM | 6706EP105 |
| — | PRUDENTIAL GLB SHT DUR HG YL | 34,089 | $507 | 0.0% | $13.90 | — | COM | 74433A109 |
| — | ALLIANCEBERNSTEIN GBL HGH IN | 43,253 | $504 | 0.0% | $11.18 | — | COM | 01879R106 |
| — | SPECTRA ENERGY PARTNERS LP | 10,414 | $501 | 0.0% | $49.66 | — | COM | 84756N109 |
| KMI | KINDER MORGAN INC DEL | 27,367 | $489 | 0.0% | $23.87 | -58.3% | COM | 49456B101 |
| — | VALERO ENERGY PARTNERS LP | 10,221 | $484 | 0.0% | $47.94 | — | COM UNT REP LP | 91914J102 |
| — | DCP MIDSTREAM PARTNERS LP | 17,646 | $481 | 0.0% | $32.23 | — | COM UT LTD PTN | 23311P100 |
| — | AMERIGAS PARTNERS L P | 10,964 | $477 | 0.0% | $46.56 | — | UNIT L P INT | 030975106 |
| — | TC PIPELINES LP | 9,875 | $476 | 0.0% | $58.89 | — | UT COM LTD PRT | 87233Q108 |
| — | NUSTAR ENERGY LP | 11,739 | $474 | 0.0% | $55.78 | — | UNIT COM | 67058H102 |
| — | ANI PHARMACEUTICALS INC | 525,000 | $472 | 0.0% | $1.15 | — | NOTE 3.000%12/0 | 00182CAA1 |
| — | INVESCO HIGH INCOME TR II | 35,241 | $467 | 0.0% | $14.05 | — | COM | 46131F101 |
| — | BOULEVARD ACQUISITION | 1,867,842 | $467 | 0.0% | $0.40 | — | *W EXP 09/25/202 | 10157Q110 |
| — | FIRST TR STRATEGIC HIGH INC | 40,076 | $456 | 0.0% | $11.38 | — | COM SHS NEW | 337353304 |
| — | BUCKEYE PARTNERS L P | 6,687 | $454 | 0.0% | $72.42 | — | UNIT LTD PARTN | 118230101 |
| — | SUNOCO LOGISTICS PRTNRS L P | 17,976 | $451 | 0.0% | $40.97 | — | COM UNITS | 86764L108 |
| — | WESTERN GAS PARTNERS LP | 10,341 | $449 | 0.0% | $61.23 | — | COM UNIT LP IN | 958254104 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 26,128 | $444 | 0.0% | $25.37 | — | COM UNIT LTD | 866142102 |
| — | HYDRA INDS ACQUISITION CORP | 2,000,000 | $440 | 0.0% | $0.37 | — | RIGHT 99/99/9999 | 448740126 |
| — | PRUDENTIAL SHT DURATION HG Y | 28,517 | $439 | 0.0% | $14.64 | — | COM | 74442F107 |
| — | BLACKROCK MUNIYLD MICH QLTY | 30,139 | $439 | 0.0% | $13.67 | — | COM | 09254V105 |
| — | LAPORTE BANCORP INC MD | 27,698 | $437 | 0.0% | $15.78 | — | COM | 516651106 |
| — | TALLGRASS ENERGY PARTNERS LP | 11,260 | $431 | 0.0% | $49.53 | — | COM UNIT | 874697105 |
| — | TERRAPIN 3 ACQUISITION CORP | 1,428,000 | $428 | 0.0% | $0.32 | — | *W EXP 06/27/201 | 88104P112 |
| CNC | CENTENE CORP DEL | 6,850 | $422 | 0.0% | $29.85 | 0.0% | COM | 15135B101 |
| — | TESORO LOGISTICS LP | 9,250 | $422 | 0.0% | $44.97 | — | COM UNIT LP | 88160T107 |
| — | GAIN CAP HLDGS INC | 450,000 | $418 | 0.0% | $1.08 | — | NOTE 4.125%12/0 | 36268WAB6 |
| — | BABSON CAP GLB SHT DURHGH YL | 24,675 | $412 | 0.0% | $16.85 | — | COM | 05617T100 |
| GEL | GENESIS ENERGY L P | 12,925 | $411 | 0.0% | $44.54 | — | UNIT LTD PARTN | 371927104 |
| — | NUVEEN N C PREM INCOME MUN F | 29,425 | $405 | 0.0% | $13.18 | — | COM | 67060P100 |
| — | GARNERO GROUP ACQUISITION CO | 2,785,000 | $393 | 0.0% | $0.19 | — | RIGHT 06/25/2016 | G5866L132 |
| — | BROOKFIELD HIGH INCOME FD IN | 55,166 | $387 | 0.0% | $7.05 | — | COM | 11272P102 |
| — | WILLIAMS PARTNERS L P NEW | 18,936 | $387 | 0.0% | $49.22 | — | COM UNIT LTD PAR | 96949L105 |
| — | PUTMAN HIGH INCOME SEC FUND | 52,609 | $385 | 0.0% | $8.08 | — | SHS BEN INT | 746779107 |
| — | HYDRA INDS ACQUISITION CORP | 2,000,000 | $380 | 0.0% | $0.16 | — | *W EXP 10/20/202 | 448740118 |
| — | HARMONY MERGER CORP | 1,631,880 | $377 | 0.0% | $0.40 | — | *W EXP 01/01/202 | 413247123 |
| MMLP | MARTIN MIDSTREAM PRTNRS L P | 18,768 | $377 | 0.0% | $31.78 | — | UNIT L P INT | 573331105 |
| — | GABELLI HLTHCARE & WELLNESS | 38,059 | $375 | 0.0% | $11.22 | — | SHS | 36246K103 |
| PAA | PLAINS ALL AMERN PIPELINE L | 17,670 | $371 | 0.0% | $35.73 | — | UNIT LTD PARTN | 726503105 |
| — | RICE MIDSTREAM PARTNERS LP | 24,868 | $370 | 0.0% | $13.71 | — | UNIT LTD PARTN | 762819100 |
| — | SPROTT FOCUS TR INC | 60,571 | $369 | 0.0% | $6.74 | — | COM | 85208J109 |
| — | ENABLE MIDSTREAM PARTNERS LP | 42,053 | $360 | 0.0% | $13.64 | — | COM UNIT RP IN | 292480100 |
| — | CLOUGH GLOBAL OPPORTUNITIES | 37,450 | $359 | 0.0% | $10.60 | — | SH BEN INT | 18914E106 |
| — | ENBRIDGE ENERGY PARTNERS L P | 19,465 | $357 | 0.0% | $31.04 | — | COM | 29250R106 |
| — | NUVEEN SELECT QUALITY MUN FD | 24,268 | $356 | 0.0% | $14.09 | — | COM | 670973106 |
| — | SHELL MIDSTREAM PARTNERS L P | 9,609 | $352 | 0.0% | $41.52 | — | UNIT LTD INT | 822634101 |
| — | ENLINK MIDSTREAM PARTNERS LP | 29,009 | $350 | 0.0% | $22.42 | — | COM UNIT REP LTD | 29336U107 |
| — | ADVENT CLAYMORE CV SECS & IN | 26,132 | $345 | 0.0% | $13.32 | — | COM | 00764C109 |
| — | STONE HBR EMERG MKTS TL INC | 27,802 | $343 | 0.0% | $14.21 | — | COM | 86164W100 |
| — | BLACKROCK FLOATING RATE INCO | 26,619 | $342 | 0.0% | $13.32 | — | COM | 091941104 |
| — | BLACKROCK CORPOR HI YLD FD I | 34,152 | $340 | 0.0% | $11.15 | — | COM | 09255P107 |
| — | SWISS HELVETIA FD INC | 32,434 | $330 | 0.0% | $11.45 | — | COM | 870875101 |
| — | ROYCE MICRO-CAP TR INC | 46,744 | $327 | 0.0% | $7.55 | — | COM | 780915104 |
| — | NUVEEN PREM INCOME MUN FD | 22,211 | $324 | 0.0% | $13.98 | — | COM | 67062T100 |
| — | WELLS FARGO GLOBAL DIVIDEND | 53,045 | $317 | 0.0% | $5.91 | — | WF GLOBAL OPPTY | 94987C103 |
| — | EASTERLY ACQUISITION CORP | 925,000 | $278 | 0.0% | $0.33 | — | *W EXP 07/29/202 | 27616L110 |
| — | JASON INDS INC | 2,213,300 | $266 | 0.0% | $0.79 | — | *W EXP 06/30/201 | 471172114 |
| — | CRESTWOOD EQUITY PARTNERS LP | 22,636 | $264 | 0.0% | $20.76 | — | UNIT LTD PARTNER | 226344208 |
| — | CALAMOS GBL DYN INCOME FUND | 37,081 | $261 | 0.0% | $7.05 | — | COM | 12811L107 |
| — | TEEKAY LNG PARTNERS L P | 20,319 | $258 | 0.0% | $26.79 | — | PRTNRSP UNITS | Y8564M105 |
| — | RESOURCE CAP CORP | 275,000 | $254 | 0.0% | $0.92 | — | NOTE 6.000%12/0 | 76120WAA2 |
| — | ROSE ROCK MIDSTREAM L P | 19,584 | $232 | 0.0% | $33.88 | — | COM U REP LTD | 777149105 |
| — | WESTERN ASSET GLOBAL CP DEFI | 14,089 | $232 | 0.0% | $17.69 | — | COM | 95790C107 |
| — | NUVEEN PA INVT QUALITY MUN F | 15,275 | $219 | 0.0% | $13.88 | — | COM | 670972108 |
| — | MORGAN STANLEY TRUSTS | 12,277 | $215 | 0.0% | $18.00 | — | INCOME SECS INC | 61745P874 |
| — | CONE MIDSTREAM PARTNERS LP | 16,400 | $205 | 0.0% | $9.89 | — | COM UNIT REPST | 206812109 |
| — | EATON VANCE FLTG RATE INCOM | 14,056 | $205 | 0.0% | $14.17 | — | COM SHS BEN INT | 278284104 |
| AMH | AMERICAN HOMES 4 RENT | 12,555 | $200 | 0.0% | $15.93 | — | CL A | 02665T306 |
| — | ALLIANZGI NFJ DIVID INT & PR | 16,301 | $200 | 0.0% | $12.39 | — | COM | 01883A107 |
| XHNWX | PIONEER DIV HIGH INCOME TRUS | 12,365 | $190 | 0.0% | $14.67 | — | COM | 723653101 |
| — | GLOBAL PARTNER ACQUISITION C | 1,200,000 | $180 | 0.0% | $0.27 | — | *W EXP 07/01/202 | 37954X113 |
| — | THL CR SR LN FD | 11,186 | $179 | 0.0% | $15.84 | — | COM | 87244R103 |
| — | AROWANA INC | 800,000 | $176 | 0.0% | $0.28 | — | RIGHT 01/01/2017 | G05011120 |
| — | LAZARD GLB TTL RET&INCM FD I | 14,171 | $176 | 0.0% | $12.64 | — | COM | 52106W103 |
| — | HENNESSY CAP ACQUISITION COR | 1,153,895 | $173 | 0.0% | $0.27 | — | *W EXP 07/28/202 | 42588J118 |
| — | 1347 CAP CORP | 500,600 | $165 | 0.0% | $0.20 | — | RIGHT 07/21/2016 | 68245V111 |
| — | ADAMS DIVERSIFIED EQUITY FD | 12,962 | $164 | 0.0% | $12.82 | — | COM | 006212104 |
| — | EATON VANCE FLTING RATE INC | 12,421 | $163 | 0.0% | $14.58 | — | COM | 278279104 |
| XXHYBXX | NEW AMER HIGH INCOME FD INC | 19,436 | $157 | 0.0% | $8.66 | — | COM NEW | 641876800 |
| — | VOYA INFRASTRUCTURE INDLS & | 12,193 | $152 | 0.0% | $12.30 | — | COM | 92912X101 |
| — | NUVEEN SR INCOME FD | 25,095 | $148 | 0.0% | $6.54 | — | COM | 67067Y104 |
| — | EATON VANCE TAX-ADV BD & OPT | 11,619 | $143 | 0.0% | $12.69 | — | COM SH BEN INT | 27829M103 |
| — | CALAMOS STRATEGIC TOTL RETN | 14,079 | $134 | 0.0% | $9.83 | — | COM SH BEN INT | 128125101 |
| PANL | PANGAEA LOGISTICS SOLUTION L | 54,972 | $126 | 0.0% | $2.46 | -28.4% | SHS | G6891L105 |
| — | CLOUGH GLOBAL EQUITY FD | 11,254 | $122 | 0.0% | $10.84 | — | COM | 18914C100 |
| — | ALLIANZGI CONV & INCOME FD I | 24,938 | $122 | 0.0% | $5.04 | — | COM | 018825109 |
| — | ALLIANZGI CONV & INCOME FD | 20,210 | $112 | 0.0% | $5.53 | — | COM | 018828103 |
| — | DEUTSCHE HIGH INCOME TR | 12,860 | $109 | 0.0% | $8.23 | — | SHS | 25155R100 |
| — | BARINGTON HILCO ACQUISITION | 545,520 | $109 | 0.0% | $0.28 | — | RIGHT 02/13/2017 | 06759V119 |
| — | BLACKROCK ENHANCED EQT DIV T | 12,357 | $93 | 0.0% | $7.53 | — | COM | 09251A104 |
| — | 1347 CAP CORP | 500,600 | $90 | 0.0% | $0.20 | — | *W EXP 07/15/202 | 68245V129 |
| — | BOULDER GROWTH & INCOME FD I | 11,164 | $88 | 0.0% | $7.44 | — | COM | 101507101 |
| — | VANGUARD NAT RES LLC | 54,023 | $79 | 0.0% | $2.98 | — | COM UNIT | 92205F106 |
| — | AR CAP ACQUISITION CORP | 750,000 | $75 | 0.0% | $0.20 | — | *W EXP 10/06/201 | 00191R117 |
| — | VOYA GLBL EQTY DIV & PREM OP | 10,452 | $74 | 0.0% | $7.08 | — | COM | 92912T100 |
| — | AZURE MIDSTREAM PARTNERS LP | 51,377 | $64 | 0.0% | $8.34 | — | COM UNIT LTD PAR | 05501X100 |
| — | COMMUNITY HEALTH SYS INC NEW | 10,026,149 | $60 | 0.0% | $0.02 | — | RIGHT 99/99/9999 | 203668116 |
| — | PACIFIC SPL ACQUISITION CORP | 415,000 | $56 | 0.0% | $0.15 | — | RIGHT 03/15/2017 | G68588113 |
| — | ASSOCIATED BANC CORP | 23,450 | $56 | 0.0% | $2.52 | — | *W EXP 11/21/201 | 045487113 |
| — | BARINGTON HILCO ACQUISITION | 545,520 | $55 | 0.0% | $0.16 | — | *W EXP 02/11/201 | 06759V127 |
| UUUU | ENERGY FUELS INC | 17,980 | $40 | 0.0% | $4.84 | -52.0% | COM NEW | 292671708 |
| — | DT ASIA INVTS LTD | 225,112 | $38 | 0.0% | $0.16 | — | RIGHT 03/30/2016 | G2615J112 |
| — | C B PHARMA ACQUISITION CORP | 350,000 | $30 | 0.0% | $0.29 | — | RIGHT 06/17/2016 | G2029P134 |
| — | VALLEY NATL BANCORP | 116,185 | $17 | 0.0% | $0.20 | — | *W EXP 11/14/201 | 919794131 |