CIK: 0001167456 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 15, 2016
Total Value ($000): $9,245,789 (68.0% shares, 32.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NVIDIA CORP | 200,000,000 | $467,000 | 5.1% | $1.63 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | VERISIGN INC | 136,800,000 | $344,993 | 3.7% | $1.85 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | INTEL CORP | 119,951,000 | $195,221 | 2.1% | $1.59 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | TYSON FOODS INC | 2,510,325 | $186,341 | 2.0% | $49.94 | — | UNIT 99/99/9999 | 902494301 |
| — | MICROCHIP TECHNOLOGY INC | 87,600,000 | $184,781 | 2.0% | $1.96 | — | SDCV 2.125%12/1 | 595017AB0 |
| KLAC | KLA-TENCOR CORP | 2,507,530 | $183,677 | 2.0% | $55.63 | +9.2% | COM | 482480100 |
| — | T MOBILE US INC | 2,443,375 | $179,612 | 1.9% | $63.49 | — | CONV PFD SER A | 872590203 |
| — | TYCO INTL PLC | 3,970,111 | $169,127 | 1.8% | $41.18 | — | SHS | G91442106 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 200,400 | $166,883 | 1.8% | $832.75 | — | PFD CONV SER A | G0177J116 |
| — | YAHOO INC | 4,348,079 | $163,314 | 1.8% | $38.89 | — | COM | 984332106 |
| HUM | HUMANA INC | 836,669 | $150,500 | 1.6% | $165.43 | -0.8% | COM | 444859102 |
| — | RITE AID CORP | 19,634,002 | $147,059 | 1.6% | $7.90 | — | COM | 767754104 |
| — | DOMINION RES INC VA NEW | 2,394,200 | $146,274 | 1.6% | $56.74 | — | UNIT 07/01/2016 | 25746U885 |
| — | CIGNA CORPORATION | 1,131,649 | $144,840 | 1.6% | $139.64 | — | COM | 125509109 |
| — | STARWOOD HOTELS&RESORTS WRLD | 1,908,006 | $141,097 | 1.5% | $75.26 | — | COM | 85590A401 |
| — | ST JUDE MED INC | 1,710,778 | $133,441 | 1.4% | $78.00 | — | COM | 790849103 |
| — | ALERE INC | 3,182,963 | $132,666 | 1.4% | $49.77 | — | COM | 01449J105 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 2,186,825 | $131,483 | 1.4% | $60.13 | — | MAN COV SEC 16 | N31738110 |
| — | FIRSTMERIT CORP | 6,430,387 | $130,344 | 1.4% | $20.83 | — | COM | 337915102 |
| — | ITC HLDGS CORP | 2,779,760 | $130,148 | 1.4% | $45.33 | — | COM | 465685105 |
| — | FIRST NIAGARA FINL GP INC | 12,415,508 | $120,927 | 1.3% | $10.27 | — | COM | 33582V108 |
| — | CROWN CASTLE INTL CORP NEW | 985,825 | $119,388 | 1.3% | $105.26 | — | CNV PFD STK SR A | 22822V200 |
| — | ANTHEM INC | 2,478,950 | $111,131 | 1.2% | $48.39 | — | UNIT 05/01/20188 | 036752202 |
| — | VALSPAR CORP | 1,017,839 | $109,957 | 1.2% | $107.60 | — | COM | 920355104 |
| — | AGL RES INC | 1,603,656 | $105,793 | 1.1% | $63.24 | — | COM | 001204106 |
| — | WELLTOWER INC | 1,484,525 | $101,087 | 1.1% | $60.73 | — | 6.50% PFD PREPET | 95040Q203 |
| — | WELLPOINT INC | 54,129,000 | $98,819 | 1.1% | $2.04 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | PALO ALTO NETWORKS INC | 76,050,000 | $97,296 | 1.1% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| — | DU PONT E I DE NEMOURS & CO | 1,452,546 | $94,125 | 1.0% | $63.32 | — | COM | 263534109 |
| — | QUESTAR CORP | 3,663,285 | $92,938 | 1.0% | $25.04 | — | COM | 748356102 |
| HE | HAWAIIAN ELEC INDUSTRIES | 2,828,745 | $92,755 | 1.0% | $33.08 | -0.4% | COM | 419870100 |
| — | WESTAR ENERGY INC | 1,630,696 | $91,466 | 1.0% | $56.09 | — | COM | 95709T100 |
| — | MGIC INVT CORP WIS | 81,375,000 | $90,733 | 1.0% | $1.46 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | MOLINA HEALTHCARE INC | 66,325,000 | $90,078 | 1.0% | $1.53 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | TESLA MTRS INC | 52,150,000 | $88,427 | 1.0% | $1.65 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | PRICELINE GRP INC | 59,600,000 | $83,030 | 0.9% | $1.42 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | E M C CORP MASS | 2,997,638 | $81,446 | 0.9% | $26.62 | — | COM | 268648102 |
| — | LINKEDIN CORP | 425,574 | $80,540 | 0.9% | $189.25 | — | COM CL A | 53578A108 |
| — | COLUMBIA PIPELINE GROUP INC | 3,159,230 | $80,529 | 0.9% | $24.14 | — | COM | 198280109 |
| — | QLIK TECHNOLOGIES INC | 2,718,822 | $80,423 | 0.9% | $29.58 | — | COM | 74733T105 |
| — | TECO ENERGY INC | 2,693,753 | $74,455 | 0.8% | $27.04 | — | COM | 872375100 |
| — | PIEDMONT NAT GAS INC | 1,220,783 | $73,393 | 0.8% | $57.54 | — | COM | 720186105 |
| — | ASTORIA FINL CORP | 4,302,859 | $65,963 | 0.7% | $15.85 | — | COM | 046265104 |
| — | DEMANDWARE INC | 878,499 | $65,800 | 0.7% | $74.90 | — | COM | 24802Y105 |
| — | FEI CO | 562,197 | $60,088 | 0.6% | $106.88 | — | COM | 30241L109 |
| — | HERBALIFE LTD | 59,700,000 | $59,178 | 0.6% | $0.87 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | HATTERAS FINL CORP | 3,565,466 | $58,474 | 0.6% | $16.40 | — | COM | 41902R103 |
| — | EMPIRE DIST ELEC CO | 1,713,586 | $58,211 | 0.6% | $33.55 | — | COM | 291641108 |
| — | DREAMWORKS ANIMATION SKG INC | 1,417,112 | $57,917 | 0.6% | $40.87 | — | CL A | 26153C103 |
| — | QUINTILES TRANSNATIO HLDGS I | 863,974 | $56,435 | 0.6% | $65.32 | — | COM | 74876Y101 |
| — | WEATHERFORD INTL LTD | 51,419,000 | $56,015 | 0.6% | $1.09 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | LINKEDIN CORP | 56,115,000 | $55,659 | 0.6% | $1.03 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | MEDIA GEN INC NEW | 3,104,515 | $53,367 | 0.6% | $16.10 | — | COM | 58441K100 |
| — | CVENT INC | 1,452,324 | $51,877 | 0.6% | $35.72 | — | COM | 23247G109 |
| — | TIVO INC | 5,056,700 | $50,061 | 0.5% | $9.90 | — | COM | 888706108 |
| — | MEDICINES CO | 40,475,000 | $47,887 | 0.5% | $1.13 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | ROFIN SINAR TECHNOLOGIES INC | 1,496,261 | $47,791 | 0.5% | $32.10 | — | COM | 775043102 |
| — | WEYERHAEUSER CO | 920,800 | $46,298 | 0.5% | $49.57 | — | PREF CONV SER A | 962166872 |
| — | MICRON TECHNOLOGY INC | 29,975,000 | $45,037 | 0.5% | $2.82 | — | NOTE 2.375% 5/0 | 595112AW3 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 42,075,000 | $44,573 | 0.5% | $1.03 | — | NOTE 3.250% 2/0 | G81075AE6 |
| — | HEARTWARE INTL INC | 768,758 | $44,396 | 0.5% | $57.75 | — | COM | 422368100 |
| — | FAIRCHILD SEMICONDUCTOR INTL | 2,126,309 | $42,207 | 0.5% | $20.51 | — | COM | 303726103 |
| — | AXIALL CORP | 1,284,176 | $41,877 | 0.5% | $32.61 | — | COM | 05463D100 |
| — | CEMEX SAB DE CV | 39,500,000 | $40,734 | 0.4% | $1.06 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | LEXMARK INTL INC | 1,009,052 | $38,092 | 0.4% | $37.75 | — | CL A | 529771107 |
| — | EURONET WORLDWIDE INC | 32,894,000 | $37,890 | 0.4% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | FRONTIER COMMUNICATIONS CORP | 394,400 | $37,419 | 0.4% | $95.48 | — | PFD CONV SER-A | 35906A207 |
| — | APOLLO ED GROUP INC | 4,043,273 | $36,875 | 0.4% | $8.64 | — | CL A | 037604105 |
| — | TALMER BANCORP INC | 1,919,186 | $36,791 | 0.4% | $18.38 | — | COM | 87482X101 |
| — | PRIVATEBANCORP INC | 835,410 | $36,783 | 0.4% | $44.03 | — | COM | 742962103 |
| — | CHENIERE ENERGY INC | 63,275,000 | $36,067 | 0.4% | $0.82 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | SPIRIT RLTY CAP INC NEW | 32,725,000 | $35,364 | 0.4% | $0.98 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | INCONTACT INC | 2,549,193 | $35,306 | 0.4% | $13.85 | — | COM | 45336E109 |
| — | INGRAM MICRO INC | 989,470 | $34,414 | 0.4% | $35.80 | — | CL A | 457153104 |
| — | MARKETO INC | 983,245 | $34,237 | 0.4% | $34.82 | — | COM | 57063L107 |
| — | CELATOR PHARMACEUTICALS INC | 1,111,391 | $33,542 | 0.4% | $30.18 | — | COM | 15089R102 |
| — | MEMORIAL RESOURCE DEV CORP | 2,108,526 | $33,483 | 0.4% | $15.88 | — | COM | 58605Q109 |
| — | MICRON TECHNOLOGY INC | 22,930,000 | $33,291 | 0.4% | $1.82 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | WEBMD HEALTH CORP | 25,875,000 | $32,974 | 0.4% | $1.06 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | DIAMOND RESORTS INTL INC | 1,079,036 | $32,328 | 0.3% | $29.96 | — | COM | 25272T104 |
| — | BLACK HILLS CORP | 448,500 | $31,772 | 0.3% | $60.80 | — | UNIT 99/99/9999 | 092113125 |
| — | EXAMWORKS GROUP INC | 897,441 | $31,276 | 0.3% | $34.85 | — | COM | 30066A105 |
| — | TALEN ENERGY CORP | 2,290,411 | $31,035 | 0.3% | $13.55 | — | COM | 87422J105 |
| — | TUMI HLDGS INC | 1,152,975 | $30,831 | 0.3% | $26.81 | — | COM | 89969Q104 |
| — | QLOGIC CORP | 2,026,431 | $29,870 | 0.3% | $14.74 | — | COM | 747277101 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 29,525,000 | $29,636 | 0.3% | $1.03 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | WEBMD HEALTH CORP | 26,675,000 | $29,443 | 0.3% | $1.01 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | CARMIKE CINEMAS INC | 960,090 | $28,918 | 0.3% | $30.04 | — | COM | 143436400 |
| — | SOUTHWESTERN ENERGY CO | 940,150 | $28,528 | 0.3% | $46.40 | — | DEP SHS 1/20 B | 845467208 |
| — | VIRGIN AMER INC | 497,997 | $27,992 | 0.3% | $56.21 | — | COM VTG | 92765X208 |
| — | ON SEMICONDUCTOR CORP | 26,714,000 | $27,849 | 0.3% | $1.13 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | DYNEGY INC NEW DEL | 250,000 | $26,963 | 0.3% | $107.85 | — | UNIT 07/01/20191 | 26817R405 |
| — | WHITING PETE CORP NEW | 30,000,000 | $26,925 | 0.3% | $0.90 | — | DBCV 1.250% 4/0 | 966387AU6 |
| — | STANDARD PAC CORP NEW | 24,880,000 | $26,870 | 0.3% | $1.16 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| — | EXELON CORP | 527,025 | $26,088 | 0.3% | $49.50 | — | UNIT 99/99/9999 | 30161N127 |
| — | STARWOOD PPTY TR INC | 23,875,000 | $24,994 | 0.3% | $1.10 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | AMERICAN CAP LTD | 1,558,168 | $24,666 | 0.3% | $15.83 | — | COM | 02503Y103 |
| — | MONSANTO CO NEW | 234,585 | $24,258 | 0.3% | $103.41 | — | COM | 61166W101 |
| — | MICRON TECHNOLOGY INC | 15,700,000 | $24,070 | 0.3% | $2.78 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | MERITOR INC | 21,281,000 | $23,994 | 0.3% | $1.48 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | WORKDAY INC | 21,325,000 | $23,777 | 0.3% | $1.11 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | ACORDA THERAPEUTICS INC | 26,950,000 | $23,682 | 0.3% | $0.98 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | TTM TECHNOLOGIES INC | 22,500,000 | $22,416 | 0.2% | $1.04 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | WPX ENERGY INC | 474,725 | $22,184 | 0.2% | $34.55 | — | PFD SER A CV | 98212B202 |
| — | PROSPECT CAPITAL CORPORATION | 22,875,000 | $21,746 | 0.2% | $0.94 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | WRIGHT MED GROUP INC | 23,300,000 | $21,407 | 0.2% | $0.90 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | PDL BIOPHARMA INC | 22,225,000 | $21,169 | 0.2% | $0.96 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | ENVISION HEALTHCARE HLDGS IN | 833,718 | $21,151 | 0.2% | $25.37 | — | COM | 29413U103 |
| ENR | ENERGIZER HLDGS INC NEW | 396,972 | $20,440 | 0.2% | $27.79 | +20.3% | COM | 29272W109 |
| BLD | TOPBUILD CORP | 552,208 | $19,990 | 0.2% | $29.11 | +16.1% | COM | 89055F103 |
| — | EMERGENT BIOSOLUTIONS INC | 16,875,000 | $19,185 | 0.2% | $1.14 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| — | KLX INC | 614,130 | $19,038 | 0.2% | $31.24 | — | COM | 482539103 |
| KEYS | KEYSIGHT TECHNOLOGIES INC | 642,392 | $18,687 | 0.2% | $29.50 | -4.1% | COM | 49338L103 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 1,020,470 | $18,644 | 0.2% | $6.50 | +19.4% | COM | 42824C109 |
| — | TWENTY FIRST CENTY FOX INC | 687,373 | $18,593 | 0.2% | $27.07 | — | CL A | 90130A101 |
| CABO | CABLE ONE INC | 36,086 | $18,455 | 0.2% | $382.35 | +11.7% | COM | 12685J105 |
| — | HORIZON PHARMA INVT LTD | 19,900,000 | $18,134 | 0.2% | $0.88 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | PARKWAY PPTYS INC | 1,063,606 | $17,794 | 0.2% | $16.73 | — | COM | 70159Q104 |
| — | MEDIVATION INC | 293,778 | $17,715 | 0.2% | $60.30 | — | COM | 58501N101 |
| — | CDK GLOBAL INC | 315,988 | $17,534 | 0.2% | $46.76 | — | COM | 12508E101 |
| — | COLONY CAP INC | 18,375,000 | $17,502 | 0.2% | $0.96 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | MENTOR GRAPHICS CORP | 15,775,000 | $17,313 | 0.2% | $1.05 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | LDR HLDG CORP | 461,387 | $17,048 | 0.2% | $36.95 | — | COM | 50185U105 |
| — | GENCORP INC | 8,250,000 | $16,758 | 0.2% | $2.58 | — | SDCV 4.062%12/3 | 368682AN0 |
| RACE | FERRARI N V | 406,472 | $16,637 | 0.2% | $40.37 | +5.2% | COM | N3167Y103 |
| — | HALYARD HEALTH INC | 509,716 | $16,576 | 0.2% | $31.03 | — | COM | 40650V100 |
| — | VECTOR GROUP LTD | 11,050,000 | $16,075 | 0.2% | $1.45 | — | FRNT 1/1 | 92240MAY4 |
| — | COMMUNICATIONS SALES&LEAS IN | 544,685 | $15,741 | 0.2% | $22.36 | — | COM | 20341J104 |
| — | MSG NETWORK INC | 1,014,368 | $15,560 | 0.2% | $19.47 | — | CL A | 553573106 |
| UE | URBAN EDGE PPTYS | 518,411 | $15,480 | 0.2% | $24.55 | — | COM | 91704F104 |
| — | STARWOOD PPTY TR INC | 14,600,000 | $15,449 | 0.2% | $1.16 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 702,611 | $15,373 | 0.2% | $26.61 | — | COM SER A | 531465102 |
| — | DOW CHEM CO | 308,227 | $15,322 | 0.2% | $49.71 | — | COM | 260543103 |
| — | CARE CAP PPTYS INC | 583,891 | $15,304 | 0.2% | $31.20 | — | COM | 141624106 |
| — | CF CORP | 1,500,000 | $14,880 | 0.2% | $9.92 | — | UNIT 99/99/9999 | G20307123 |
| — | NORTHSTAR RLTY FIN CORP | 1,300,747 | $14,868 | 0.2% | $11.43 | — | COM | 66704R803 |
| CC | CHEMOURS CO | 1,782,454 | $14,687 | 0.2% | $5.46 | +18.6% | COM | 163851108 |
| EBAY | EBAY INC | 620,380 | $14,523 | 0.2% | $23.85 | -10.0% | COM | 278642103 |
| — | STARZ | 476,640 | $14,261 | 0.2% | $29.92 | — | COM SER A | 85571Q102 |
| — | IHS INC | 123,100 | $14,232 | 0.2% | $115.61 | — | CL A | 451734107 |
| — | NORTHSTAR ASSET MGMT GROUP I | 1,391,041 | $14,203 | 0.2% | $11.77 | — | COM | 66705Y104 |
| — | KRISPY KREME DOUGHNUTS INC | 676,839 | $14,187 | 0.2% | $20.96 | — | COM | 501014104 |
| — | EXELIXIS INC | 9,350,000 | $13,902 | 0.2% | $1.49 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | SUNPOWER CORP | 14,450,000 | $13,791 | 0.1% | $1.11 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | HOLOGIC INC | 9,150,000 | $13,765 | 0.1% | $1.47 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | GANNETT CO INC | 990,974 | $13,685 | 0.1% | $15.78 | — | COM | 36473H104 |
| — | TIVO INC | 12,400,000 | $12,168 | 0.1% | $0.98 | — | NOTE 2.000%10/0 | 888706AF5 |
| NGVT | INGEVITY CORP | 355,208 | $12,091 | 0.1% | $30.20 | 0.0% | COM | 45688C107 |
| — | CASH AMER INTL INC | 280,168 | $11,941 | 0.1% | $42.62 | — | COM | 14754D100 |
| — | TIME INC NEW | 720,054 | $11,852 | 0.1% | $16.81 | — | COM | 887228104 |
| — | STARWOOD PPTY TR INC | 11,000,000 | $11,144 | 0.1% | $1.05 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | CONVERGYS CORP | 4,725,000 | $10,782 | 0.1% | $2.10 | — | SDCV 5.750% 9/1 | 212485AE6 |
| LITE | LUMENTUM HLDGS INC | 428,352 | $10,366 | 0.1% | $20.94 | +18.3% | COM | 55024U109 |
| — | SPIRIT RLTY CAP INC NEW | 9,025,000 | $10,108 | 0.1% | $0.98 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | CIENA CORP | 8,010,000 | $10,043 | 0.1% | $1.28 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | FIDELITY & GTY LIFE | 414,291 | $9,603 | 0.1% | $25.09 | — | COM | 315785105 |
| — | VECTOR GROUP LTD | 8,475,000 | $9,439 | 0.1% | $1.15 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | GCP APPLIED TECHNOLOGIES INC | 360,864 | $9,397 | 0.1% | $19.94 | — | COM | 36164Y101 |
| — | INTEL CORP | 7,225,000 | $9,361 | 0.1% | $1.27 | — | SDCV 12/1 | 458140AD2 |
| — | SEACOR HOLDINGS INC | 9,225,000 | $9,064 | 0.1% | $0.95 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | RYLAND GROUP INC | 7,000,000 | $9,008 | 0.1% | $1.22 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | XURA INC | 362,839 | $8,864 | 0.1% | $24.43 | — | COM | 98420V107 |
| — | AROWANA INC | 875,000 | $8,768 | 0.1% | $9.77 | — | SHS | G05011104 |
| LBRDA | LIBERTY BROADBAND CORP | 143,159 | $8,504 | 0.1% | $48.59 | +12.4% | COM SER A | 530307107 |
| — | BLACKHAWK NETWORK HLDGS INC | 253,019 | $8,474 | 0.1% | $44.21 | — | COM | 09238E104 |
| — | FINTECH ACQUISITION CORP | 755,000 | $7,459 | 0.1% | $9.70 | — | COM | 31809H100 |
| — | HURON CONSULTING GROUP INC | 7,125,000 | $7,272 | 0.1% | $1.02 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | MEDIDATA SOLUTIONS INC | 5,675,000 | $6,179 | 0.1% | $1.02 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| HLF | HERBALIFE LTD | 101,210 | $5,924 | 0.1% | $20.29 | +47.5% | COM USD SHS | G4412G101 |
| — | AMYRIS INC | 12,049,000 | $5,814 | 0.1% | $1.07 | — | DBCV 9.500% 4/1 | 03236MAD3 |
| — | GENERAL CABLE CORP DEL NEW | 9,852,000 | $5,683 | 0.1% | $0.76 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | ELIZABETH ARDEN INC | 407,192 | $5,603 | 0.1% | $13.76 | — | COM | 28660G106 |
| — | SEQUENOM INC | 9,450,000 | $5,528 | 0.1% | $0.98 | — | NOTE 5.000% 1/0 | 817337AC2 |
| — | HYDRA INDS ACQUISITION CORP | 539,900 | $5,340 | 0.1% | $9.45 | — | COM | 448740100 |
| — | KLR ENERGY ACQUISITION CORP | 500,000 | $5,050 | 0.1% | $10.03 | — | UNIT 12/31/2020 | 49877M207 |
| — | LANDCADIA HLDGS INC | 500,000 | $5,015 | 0.1% | $10.03 | — | UNIT 12/31/2021T | 51476W206 |
| — | SUFFOLK BANCORP | 158,385 | $4,959 | 0.1% | $31.31 | — | COM | 864739107 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 6,250,000 | $4,938 | 0.1% | $1.06 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| WDC | WESTERN DIGITAL CORP | 100,576 | $4,753 | 0.1% | $28.61 | 0.0% | COM | 958102105 |
| — | ALON USA ENERGY INC | 5,450,000 | $4,748 | 0.1% | $1.28 | — | NOTE 3.000% 9/1 | 020520AB8 |
| — | ELECTRO RENT CORP | 277,490 | $4,276 | 0.0% | $15.41 | — | COM | 285218103 |
| — | ALLEGHENY TECHNOLOGIES INC | 4,000,000 | $4,240 | 0.0% | $1.06 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | PACIFIC SPL ACQUISITION CORP | 415,000 | $4,187 | 0.0% | $9.85 | — | SHS | G68588105 |
| — | 1347 CAP CORP | 450,540 | $4,172 | 0.0% | $9.60 | — | COM | 68245V103 |
| — | RAMBUS INC DEL | 3,575,000 | $4,160 | 0.0% | $1.23 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | CALIFORNIA RES CORP | 327,650 | $3,997 | 0.0% | $12.20 | — | COM NEW | 13057Q206 |
| — | CITRIX SYS INC | 44,800 | $3,588 | 0.0% | $67.21 | — | COM | 177376100 |
| — | ORIGO ACQUISITION CORP | 350,000 | $3,577 | 0.0% | $10.22 | — | SHS | G67789126 |
| — | HIGHER ONE HLDGS INC | 671,714 | $3,432 | 0.0% | $5.11 | — | COM | 42983D104 |
| — | BLACKROCK RES & COMM STRAT T | 393,876 | $3,033 | 0.0% | $9.56 | — | SHS | 09257A108 |
| NWSA | NEWS CORP NEW | 265,042 | $3,008 | 0.0% | $12.36 | -12.9% | CL A | 65249B109 |
| — | FOX CHASE BANCORP INC NEW | 137,454 | $2,796 | 0.0% | $19.73 | — | COM | 35137T108 |
| — | ROUSE PPTYS INC | 151,860 | $2,771 | 0.0% | $18.38 | — | COM | 779287101 |
| — | COWEN GROUP INC NEW | 3,050,000 | $2,768 | 0.0% | $1.14 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | AMTRUST FINL SVCS INC | 3,425,000 | $2,654 | 0.0% | $0.79 | — | NOTE 2.750%12/1 | 032359AG6 |
| — | KEYCORP NEW | 20,000 | $2,648 | 0.0% | $129.65 | — | PFD 7.75% SR A | 493267405 |
| — | ISTAR INC | 2,600,000 | $2,628 | 0.0% | $1.20 | — | NOTE 3.000%11/1 | 45031UBR1 |
| — | COMMUNITYONE BANCORP | 201,952 | $2,553 | 0.0% | $13.39 | — | COM | 20416Q108 |
| — | CENVEO CORP | 2,725,000 | $2,539 | 0.0% | $0.94 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | WILSHIRE BANCORP INC | 239,657 | $2,497 | 0.0% | $11.55 | — | COM | 97186T108 |
| — | INVACARE CORP | 2,500,000 | $2,458 | 0.0% | $1.06 | — | SDCV 4.125% 2/0 | 461203AD3 |
| — | LIBERTY ALL STAR EQUITY FD | 474,160 | $2,380 | 0.0% | $5.83 | — | SH BEN INT | 530158104 |
| — | CARRIAGE SVCS INC | 2,000,000 | $2,359 | 0.0% | $1.18 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | SCIQUEST INC NEW | 133,172 | $2,352 | 0.0% | $17.66 | — | COM | 80908T101 |
| — | CBRE CLARION GLOBAL REAL EST | 283,142 | $2,330 | 0.0% | $8.54 | — | COM | 12504G100 |
| — | AVENUE FINL HLDGS INC | 116,735 | $2,294 | 0.0% | $19.37 | — | COM | 05358K102 |
| — | APOLLO RESIDENTIAL MTG INC | 170,071 | $2,279 | 0.0% | $13.42 | — | COM | 03763V102 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $2,250 | 0.0% | $0.42 | — | NOTE 5.875%11/3 | 20478NAD2 |
| — | ENERNOC INC | 3,000,000 | $2,168 | 0.0% | $0.70 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | ALPINE GLOBAL PREMIER PPTYS | 392,364 | $2,154 | 0.0% | $6.77 | — | COM SBI | 02083A103 |
| — | HEALTHWAYS INC | 2,250,000 | $2,125 | 0.0% | $1.17 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | SILVER RUN ACQUISITION CORP | 217,500 | $2,079 | 0.0% | $9.56 | — | CL A | 82811P101 |
| — | EZCORP INC | 2,450,000 | $2,056 | 0.0% | $0.72 | — | NOTE 2.625% 6/1 | 302301AB2 |
| — | STARWOOD WAYPOINT RESIDENTL | 1,850,000 | $2,044 | 0.0% | $1.03 | — | NOTE 4.500%10/1 | 85571WAD1 |
| — | JENSYN ACQUISITION CORP | 200,000 | $2,018 | 0.0% | $10.00 | — | UNIT 99/99/9999 | 47632B201 |
| — | MONSTER WORLDWIDE INC | 2,325,000 | $2,015 | 0.0% | $1.28 | — | NOTE 3.500%10/1 | 611742AB3 |
| — | DT ASIA INVTS LTD | 209,241 | $1,956 | 0.0% | $9.82 | — | SHS | G2615J104 |
| — | AMERICAN SCIENCE & ENGR INC | 51,880 | $1,941 | 0.0% | $37.41 | — | COM | 029429107 |
| — | DHT HOLDINGS INC | 2,000,000 | $1,909 | 0.0% | $0.95 | — | DEBT 4.500%10/0 | 23335SAB2 |
| — | NATIONAL INTERSTATE CORP | 62,591 | $1,893 | 0.0% | $29.95 | — | COM | 63654U100 |
| BABA | ALIBABA GROUP HLDG LTD | 22,335 | $1,776 | 0.0% | $79.52 | — | SPONSORED ADS | 01609W102 |
| — | C1 FINL INC | 75,940 | $1,772 | 0.0% | $24.20 | — | COM | 12591N109 |
| — | XENOPORT INC | 243,917 | $1,717 | 0.0% | $7.04 | — | COM | 98411C100 |
| — | ACCURAY INC | 1,475,000 | $1,672 | 0.0% | $1.78 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | AMSURG CORP | 11,400 | $1,659 | 0.0% | $124.12 | — | PFD CNV SR A-1 % | 03232P504 |
| — | TRONC INC | 119,509 | $1,649 | 0.0% | $13.80 | — | COM | 89703P107 |
| — | ALBANY MOLECULAR RESH INC | 1,600,000 | $1,647 | 0.0% | $1.28 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | NUVEEN CR STRATEGIES INCM FD | 200,028 | $1,616 | 0.0% | $9.05 | — | COM SHS | 67073D102 |
| — | QUORUM HEALTH CORP | 148,519 | $1,591 | 0.0% | $10.71 | — | COM | 74909E106 |
| — | COHEN & STEERS QUALITY RLTY | 115,147 | $1,580 | 0.0% | $12.42 | — | COM | 19247L106 |
| — | FIRST TR HIGH INCOME L/S FD | 101,114 | $1,500 | 0.0% | $16.31 | — | COM | 33738E109 |
| — | CORENERGY INFRASTRUCTURE TR | 1,500,000 | $1,497 | 0.0% | $0.85 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | RESOURCE CAP CORP | 1,500,000 | $1,471 | 0.0% | $0.96 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | ECHO GLOBAL LOGISTICS INC | 1,500,000 | $1,424 | 0.0% | $0.95 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| CHTR | CHARTER COMMUNICATIONS INC N | 6,156 | $1,408 | 0.0% | $214.89 | 0.0% | CL A | 16119P108 |
| — | AMAG PHARMACEUTICALS INC | 1,250,000 | $1,383 | 0.0% | $1.09 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | RESOURCE AMERICA INC | 140,353 | $1,364 | 0.0% | $9.72 | — | CL A | 761195205 |
| — | SPECTRUM PHARMACEUTICALS INC | 1,450,000 | $1,346 | 0.0% | $0.92 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | NEXEO SOLUTIONS INC | 1,947,000 | $1,343 | 0.0% | $0.69 | — | *W EXP 06/09/202 | 65342H110 |
| — | QUANTUM CORP | 1,650,000 | $1,218 | 0.0% | $1.17 | — | NOTE 4.500%11/1 | 747906AJ4 |
| — | COHEN & STEERS REIT & PFD IN | 58,201 | $1,195 | 0.0% | $19.04 | — | COM | 19247X100 |
| — | CENTRAL SECS CORP | 57,681 | $1,133 | 0.0% | $21.80 | — | COM | 155123102 |
| — | DEL TACO RESTAURANTS INC | 579,250 | $1,124 | 0.0% | $5.05 | — | *W EXP 06/30/202 | 245496112 |
| — | GREEN PLAINS INC | 1,000,000 | $1,121 | 0.0% | $1.27 | — | NOTE 3.250%10/0 | 393222AD6 |
| — | GENERAL AMERN INVS INC | 36,364 | $1,121 | 0.0% | $31.17 | — | COM | 368802104 |
| — | HUNTINGTON BANCSHARES INC | 800 | $1,110 | 0.0% | $1336.25 | — | PFD CONV SER A | 446150401 |
| — | YOUR CMNTY BANKSHARES INC | 29,529 | $1,097 | 0.0% | $37.15 | — | COM | 98779U106 |
| — | ARES DYNAMIC CR ALLOCATION F | 79,814 | $1,097 | 0.0% | $15.90 | — | COM | 04014F102 |
| — | RMR REAL ESTATE INCOME FUND | 50,980 | $1,084 | 0.0% | $20.76 | — | COM | 76970B101 |
| — | QUIDEL CORP | 1,000,000 | $931 | 0.0% | $1.09 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | MANITOWOC INC | 170,694 | $930 | 0.0% | $4.33 | — | COM | 563571108 |
| — | ROYCE VALUE TR INC | 78,024 | $918 | 0.0% | $11.59 | — | COM | 780910105 |
| TRGP | TARGA RES CORP | 21,613 | $911 | 0.0% | $28.49 | -10.7% | COM | 87612G101 |
| — | BLACKROCK CORE BD TR | 64,340 | $899 | 0.0% | $13.82 | — | SHS BEN INT | 09249E101 |
| — | GORES HLDGS INC | 3,375,000 | $844 | 0.0% | $0.27 | — | *W EXP 08/13/202 | 382866119 |
| — | ADVENT CLAY CONV SEC INC FD | 151,205 | $835 | 0.0% | $6.72 | — | COM | 007639107 |
| — | TRANSMONTAIGNE PARTNERS L P | 20,121 | $827 | 0.0% | $31.15 | — | COM UNIT L P | 89376V100 |
| EPD | ENTERPRISE PRODS PARTNERS L | 27,660 | $809 | 0.0% | $32.94 | — | COM | 293792107 |
| — | HUTCHINSON TECHNOLOGY INC | 236,795 | $803 | 0.0% | $3.59 | — | COM | 448407106 |
| AFIIQ | ARMSTRONG FLOORING INC | 46,614 | $790 | 0.0% | $16.04 | 0.0% | COM | 04238R106 |
| MPLX | MPLX LP | 23,015 | $774 | 0.0% | $50.41 | — | COM UNIT REP LTD | 55336V100 |
| — | FIRST TR ABERDEEN GLBL OPP F | 67,597 | $773 | 0.0% | $11.55 | — | COM SHS | 337319107 |
| — | SKULLCANDY INC | 122,831 | $754 | 0.0% | $6.14 | — | COM | 83083J104 |
| — | ALPINE TOTAL DYNAMIC DIVID F | 100,037 | $726 | 0.0% | $7.51 | — | COM SH BEN INT N | 021060207 |
| — | TRI CONTL CORP | 34,438 | $707 | 0.0% | $20.13 | — | COM | 895436103 |
| — | INVESCO DYNAMIC CR OPP FD | 62,919 | $693 | 0.0% | $11.87 | — | COM | 46132R104 |
| — | ONEOK PARTNERS LP | 17,057 | $683 | 0.0% | $37.99 | — | UNIT LTD PARTN | 68268N103 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 8,957 | $681 | 0.0% | $76.26 | — | COM UNIT RP LP | 559080106 |
| — | SILVER STD RES INC | 52,629 | $680 | 0.0% | $12.92 | — | COM | 82823L106 |
| — | MACQUARIE GLBL INFRA TOTL RE | 30,696 | $657 | 0.0% | $21.35 | — | COM | 55608D101 |
| — | WILLIAMS PARTNERS L P NEW | 18,936 | $656 | 0.0% | $49.22 | — | COM UNIT LTD PAR | 96949L105 |
| — | MANITOWOC FOODSERVICE INC | 36,879 | $650 | 0.0% | $14.74 | — | COM | 563568104 |
| — | BOARDWALK PIPELINE PARTNERS | 37,202 | $649 | 0.0% | $14.56 | — | UT LTD PARTNER | 096627104 |
| — | FINTECH ACQUISITION CORP | 810,000 | $648 | 0.0% | $0.34 | — | *W EXP 02/19/202 | 31809H118 |
| — | HENNESSY CAP ACQUISITION COR | 1,028,837 | $648 | 0.0% | $0.27 | — | *W EXP 07/28/202 | 42588J118 |
| — | BROOKFIELD GLOBL LISTED INFR | 49,250 | $648 | 0.0% | $13.73 | — | COM SHS | 11273Q109 |
| — | SPX CORP | 43,234 | $642 | 0.0% | $9.33 | — | COM | 784635104 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 900,000 | $641 | 0.0% | $0.81 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | ALPINE GLOBAL DYNAMIC DIVD F | 75,821 | $641 | 0.0% | $10.19 | — | COM NEW | 02082E205 |
| — | LAPORTE BANCORP INC MD | 38,851 | $634 | 0.0% | $15.93 | — | COM | 516651106 |
| — | ENERGY TRANSFER PRTNRS L P | 16,605 | $632 | 0.0% | $53.51 | — | UNIT LTD PARTN | 29273R109 |
| — | GREAT WESTN BANCORP INC | 19,927 | $628 | 0.0% | $31.52 | — | COM | 391416104 |
| — | SYMMETRY SURGICAL INC | 47,366 | $622 | 0.0% | $13.13 | — | COM | 87159G100 |
| — | BARNES & NOBLE ED INC | 61,196 | $621 | 0.0% | $12.71 | — | COM | 06777U101 |
| PJT | PJT PARTNERS INC | 26,861 | $618 | 0.0% | $20.55 | +5.5% | COM CL A | 69343T107 |
| — | WELLS FARGO MULTI SECTOR INC | 48,671 | $616 | 0.0% | $12.91 | — | WF MLT SECTR INC | 94987D101 |
| — | CAPITOL ACQUISITION CORP III | 1,750,000 | $613 | 0.0% | $0.42 | — | *W EXP 10/13/202 | 14055M114 |
| — | RENEWABLE ENERGY GROUP INC | 675,000 | $612 | 0.0% | $0.93 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | DCP MIDSTREAM PARTNERS LP | 17,646 | $609 | 0.0% | $32.23 | — | COM UT LTD PTN | 23311P100 |
| — | HOLLY ENERGY PARTNERS L P | 17,387 | $602 | 0.0% | $31.38 | — | COM UT LTD PTN | 435763107 |
| — | WESTERN ASSET WORLDWIDE INCO | 54,506 | $599 | 0.0% | $11.17 | — | COM | 957668106 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 26,128 | $597 | 0.0% | $25.37 | — | COM UNIT LTD | 866142102 |
| — | NUSTAR ENERGY LP | 11,739 | $585 | 0.0% | $55.78 | — | UNIT COM | 67058H102 |
| — | EASTERLY ACQUISITION CORP | 925,000 | $583 | 0.0% | $0.33 | — | *W EXP 07/29/202 | 27616L110 |
| — | UNITED ONLINE INC | 52,321 | $576 | 0.0% | $11.01 | — | COM NEW | 911268209 |
| — | BOSTON PRIVATE FINL HLDGS IN | 116,799 | $573 | 0.0% | $5.14 | — | *W EXP 11/21/201 | 101119113 |
| — | ENABLE MIDSTREAM PARTNERS LP | 42,053 | $568 | 0.0% | $13.64 | — | COM UNIT RP IN | 292480100 |
| — | ANI PHARMACEUTICALS INC | 525,000 | $568 | 0.0% | $1.15 | — | NOTE 3.000%12/0 | 00182CAA1 |
| — | LAKE SUNAPEE BK GROUP | 33,111 | $567 | 0.0% | $17.12 | — | COM | 510866106 |
| — | TC PIPELINES LP | 9,875 | $565 | 0.0% | $58.89 | — | UT COM LTD PRT | 87233Q108 |
| — | QUINPARIO ACQUISITION CORP 2 | 3,500,000 | $560 | 0.0% | $0.30 | — | *W EXP 01/01/202 | 74874U119 |
| ATLC | ATLANTICUS HLDGS CORP | 191,430 | $557 | 0.0% | $2.61 | +15.1% | COM | 04914Y102 |
| — | CHICOPEE BANCORP INC | 30,432 | $556 | 0.0% | $18.27 | — | COM | 168565109 |
| CQP | CHENIERE ENERGY PARTNERS LP | 18,085 | $542 | 0.0% | $29.83 | — | COM UNIT | 16411Q101 |
| — | LMP CAP & INCOME FD INC | 39,917 | $524 | 0.0% | $13.33 | — | COM | 50208A102 |
| — | BOULEVARD ACQUISITION | 1,867,842 | $523 | 0.0% | $0.40 | — | *W EXP 09/25/202 | 10157Q110 |
| — | WESTERN GAS PARTNERS LP | 10,341 | $521 | 0.0% | $61.23 | — | COM UNIT LP IN | 958254104 |
| ARKR | ARK RESTAURANTS CORP | 23,278 | $520 | 0.0% | $17.61 | -11.0% | COM | 040712101 |
| — | DELAWARE ENHANCED GBL DIV & | 53,769 | $518 | 0.0% | $10.03 | — | COM | 246060107 |
| — | TALLGRASS ENERGY PARTNERS LP | 11,260 | $518 | 0.0% | $49.53 | — | COM UNIT | 874697105 |
| — | SUNOCO LOGISTICS PRTNRS L P | 17,976 | $517 | 0.0% | $40.97 | — | COM UNITS | 86764L108 |
| — | ROSE ROCK MIDSTREAM L P | 19,584 | $517 | 0.0% | $33.88 | — | COM U REP LTD | 777149105 |
| — | AGROFRESH SOLUTIONS | 540,000 | $512 | 0.0% | $2.10 | — | *W EXP 07/31/202 | 00856G117 |
| — | AMERIGAS PARTNERS L P | 10,964 | $512 | 0.0% | $46.56 | — | UNIT L P INT | 030975106 |
| KMI | KINDER MORGAN INC DEL | 27,367 | $512 | 0.0% | $23.87 | -54.3% | COM | 49456B101 |
| — | NUVEEN MD PREM INCOME MUN FD | 35,892 | $510 | 0.0% | $12.74 | — | COM | 67061Q107 |
| — | RICE MIDSTREAM PARTNERS LP | 24,868 | $508 | 0.0% | $13.71 | — | UNIT LTD PARTN | 762819100 |
| — | TEMPLETON GLOBAL INCOME FD | 79,197 | $504 | 0.0% | $6.93 | — | COM | 880198106 |
| — | WCI CMNTYS INC | 29,776 | $503 | 0.0% | $23.95 | — | COM PAR $0.01 | 92923C807 |
| — | FRANKLIN LTD DURATION INC TR | 43,066 | $500 | 0.0% | $12.15 | — | COM | 35472T101 |
| GEL | GENESIS ENERGY L P | 12,925 | $496 | 0.0% | $44.54 | — | UNIT LTD PARTN | 371927104 |
| — | SHIRE PLC | 2,689 | $495 | 0.0% | $184.08 | — | SPONSORED ADR | 82481R106 |
| — | NUVEEN NJ DIV ADVANTAGE MUN | 32,053 | $493 | 0.0% | $13.63 | — | COM | 67069Y102 |
| — | SPECTRA ENERGY PARTNERS LP | 10,414 | $491 | 0.0% | $49.66 | — | COM | 84756N109 |
| PAA | PLAINS ALL AMERN PIPELINE L | 17,670 | $486 | 0.0% | $35.73 | — | UNIT LTD PARTN | 726503105 |
| — | ENLINK MIDSTREAM PARTNERS LP | 29,009 | $482 | 0.0% | $22.42 | — | COM UNIT REP LTD | 29336U107 |
| — | VALERO ENERGY PARTNERS LP | 10,221 | $480 | 0.0% | $47.94 | — | COM UNT REP LP | 91914J102 |
| — | AVENUE INCOME CR STRATEGIES | 39,701 | $476 | 0.0% | $13.24 | — | COM | 05358E106 |
| — | BUCKEYE PARTNERS L P | 6,687 | $470 | 0.0% | $72.42 | — | UNIT LTD PARTN | 118230101 |
| — | JASON INDS INC | 1,933,070 | $464 | 0.0% | $0.79 | — | *W EXP 06/30/201 | 471172114 |
| — | EATON VANCE SR INCOME TR | 76,817 | $462 | 0.0% | $6.51 | — | SH BEN INT | 27826S103 |
| — | PHILLIPS 66 PARTNERS LP | 8,245 | $461 | 0.0% | $66.74 | — | COM UNIT REP INT | 718549207 |
| — | TESORO LOGISTICS LP | 9,250 | $458 | 0.0% | $44.97 | — | COM UNIT LP | 88160T107 |
| — | CRESTWOOD EQUITY PARTNERS LP | 22,636 | $456 | 0.0% | $20.76 | — | UNIT LTD PARTNER | 226344208 |
| — | ENBRIDGE ENERGY PARTNERS L P | 19,465 | $452 | 0.0% | $31.04 | — | COM | 29250R106 |
| MMLP | MARTIN MIDSTREAM PRTNRS L P | 18,768 | $434 | 0.0% | $31.78 | — | UNIT L P INT | 573331105 |
| — | BLACKSTONE GSO LNG SHRT CR I | 29,637 | $428 | 0.0% | $15.96 | — | COM SHS BN INT | 09257D102 |
| — | CLOUGH GLOBAL OPPORTUNITIES | 45,033 | $420 | 0.0% | $10.39 | — | SH BEN INT | 18914E106 |
| — | GAIN CAP HLDGS INC | 450,000 | $415 | 0.0% | $1.08 | — | NOTE 4.125%12/0 | 36268WAB6 |
| — | WESTERN ASSET GLB PTNRS INCO | 48,287 | $414 | 0.0% | $9.01 | — | COM | 95766G108 |
| — | AVID TECHNOLOGY INC | 600,000 | $410 | 0.0% | $0.68 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | GABELLI HLTHCARE & WELLNESS | 36,039 | $385 | 0.0% | $11.22 | — | SHS | 36246K103 |
| — | NUVEEN DIVERSIFIED DIV INCM | 31,873 | $373 | 0.0% | $12.01 | — | COM | 6706EP105 |
| — | HYDRA INDS ACQUISITION CORP | 2,000,000 | $360 | 0.0% | $0.16 | — | *W EXP 10/20/202 | 448740118 |
| — | EATON VANCE SH TM DR DIVR IN | 26,296 | $355 | 0.0% | $14.40 | — | COM | 27828V104 |
| — | SPROTT FOCUS TR INC | 53,638 | $344 | 0.0% | $6.74 | — | COM | 85208J109 |
| — | ADAMS DIVERSIFIED EQUITY FD | 27,121 | $344 | 0.0% | $12.75 | — | COM | 006212104 |
| — | SWISS HELVETIA FD INC | 32,878 | $340 | 0.0% | $11.44 | — | COM | 870875101 |
| — | NEUBERGER BERMAN HGH YLD FD | 30,720 | $336 | 0.0% | $11.72 | — | COM | 64128C106 |
| — | HARMONY MERGER CORP | 1,631,880 | $326 | 0.0% | $0.40 | — | *W EXP 01/01/202 | 413247123 |
| — | SHELL MIDSTREAM PARTNERS L P | 9,609 | $325 | 0.0% | $41.52 | — | UNIT LTD INT | 822634101 |
| — | INTERVAL LEISURE GROUP INC | 19,706 | $313 | 0.0% | $15.88 | — | COM | 46113M108 |
| — | HYDRA INDS ACQUISITION CORP | 2,000,000 | $310 | 0.0% | $0.37 | — | RIGHT 99/99/9999 | 448740126 |
| — | CONE MIDSTREAM PARTNERS LP | 16,400 | $284 | 0.0% | $9.89 | — | COM UNIT REPST | 206812109 |
| — | CALAMOS GBL DYN INCOME FUND | 38,983 | $274 | 0.0% | $7.05 | — | COM | 12811L107 |
| — | RESOURCE CAP CORP | 275,000 | $267 | 0.0% | $0.92 | — | NOTE 6.000%12/0 | 76120WAA2 |
| — | WESTERN ASSET GLB HI INCOME | 26,896 | $261 | 0.0% | $9.69 | — | COM | 95766B109 |
| — | PUTMAN HIGH INCOME SEC FUND | 32,506 | $249 | 0.0% | $8.08 | — | SHS BEN INT | 746779107 |
| — | ROYCE MICRO-CAP TR INC | 32,429 | $238 | 0.0% | $7.55 | — | COM | 780915104 |
| — | GARNERO GROUP ACQUISITION CO | 2,785,000 | $237 | 0.0% | $0.19 | — | RIGHT 06/25/2016 | G5866L132 |
| — | TEEKAY LNG PARTNERS L P | 20,319 | $229 | 0.0% | $26.79 | — | PRTNRSP UNITS | Y8564M105 |
| — | TERRAPIN 3 ACQUISITION CORP | 1,428,000 | $228 | 0.0% | $0.32 | — | *W EXP 06/27/201 | 88104P112 |
| — | ADVENT CLAYMORE CV SECS & IN | 16,366 | $228 | 0.0% | $13.32 | — | COM | 00764C109 |
| — | GLOBAL PARTNER ACQUISITION C | 1,068,000 | $224 | 0.0% | $0.27 | — | *W EXP 07/01/202 | 37954X113 |
| — | CLOUGH GLOBAL EQUITY FD | 19,275 | $206 | 0.0% | $10.78 | — | COM | 18914C100 |
| — | WELLS FARGO GLOBAL DIVIDEND | 30,882 | $184 | 0.0% | $5.91 | — | WF GLOBAL OPPTY | 94987C103 |
| — | LAZARD GLB TTL RET&INCM FD I | 12,992 | $170 | 0.0% | $12.64 | — | COM | 52106W103 |
| — | FIRST TR STRATEGIC HIGH INC | 13,642 | $163 | 0.0% | $11.38 | — | COM SHS NEW | 337353304 |
| — | ALLIANZGI NFJ DIVID INT & PR | 12,764 | $157 | 0.0% | $12.39 | — | COM | 01883A107 |
| — | 1347 CAP CORP | 500,600 | $150 | 0.0% | $0.20 | — | *W EXP 07/15/202 | 68245V129 |
| FORM | FORMFACTOR INC | 15,168 | $136 | 0.0% | $7.52 | 0.0% | COM | 346375108 |
| — | 1347 CAP CORP | 500,600 | $130 | 0.0% | $0.20 | — | RIGHT 07/21/2016 | 68245V111 |
| PANL | PANGAEA LOGISTICS SOLUTION L | 46,772 | $113 | 0.0% | $2.46 | -23.1% | SHS | G6891L105 |
| — | AROWANA INC | 800,000 | $103 | 0.0% | $0.28 | — | RIGHT 01/01/2017 | G05011120 |
| — | PACIFIC SPL ACQUISITION CORP | 415,000 | $87 | 0.0% | $0.15 | — | RIGHT 03/15/2017 | G68588113 |
| — | DT ASIA INVTS LTD | 225,112 | $83 | 0.0% | $0.16 | — | RIGHT 03/30/2016 | G2615J112 |
| — | SILVER RUN ACQUISITION CORP | 72,500 | $83 | 0.0% | $1.14 | — | *W EXP 02/23/202 | 82811P119 |
| — | VANGUARD NAT RES LLC | 54,023 | $76 | 0.0% | $2.98 | — | COM UNIT | 92205F106 |
| — | BROOKFIELD HIGH INCOME FD IN | 10,081 | $73 | 0.0% | $7.05 | — | COM | 11272P102 |
| — | BARINGTON HILCO ACQUISITION | 545,520 | $65 | 0.0% | $0.28 | — | RIGHT 02/13/2017 | 06759V119 |
| — | AR CAP ACQUISITION CORP | 750,000 | $53 | 0.0% | $0.20 | — | *W EXP 10/06/201 | 00191R117 |
| — | ORIGO ACQUISITION CORP | 350,000 | $46 | 0.0% | $0.13 | — | RIGHT 12/12/2016 | G67789134 |
| — | COMMUNITY HEALTH SYS INC NEW | 10,026,149 | $45 | 0.0% | $0.02 | — | RIGHT 99/99/9999 | 203668116 |
| UUUU | ENERGY FUELS INC | 17,980 | $40 | 0.0% | $4.84 | -52.1% | COM NEW | 292671708 |
| — | ASSOCIATED BANC CORP | 23,450 | $28 | 0.0% | $2.52 | — | *W EXP 11/21/201 | 045487113 |
| — | BARINGTON HILCO ACQUISITION | 545,520 | $27 | 0.0% | $0.16 | — | *W EXP 02/11/201 | 06759V127 |
| — | VALLEY NATL BANCORP | 116,185 | $8 | 0.0% | $0.20 | — | *W EXP 11/14/201 | 919794131 |