CIK: 0001167456 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 14, 2017
Total Value ($000): $9,636,264 (69.1% shares, 30.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NOVELLUS SYS INC | 102,414,000 | $319,340 | 3.3% | $2.79 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | VERISIGN INC | 136,800,000 | $305,150 | 3.2% | $1.85 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | MICROCHIP TECHNOLOGY INC | 87,600,000 | $235,644 | 2.4% | $1.96 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | LINEAR TECHNOLOGY CORP | 3,678,931 | $229,381 | 2.4% | $59.79 | — | COM | 535678106 |
| — | DOW CHEM CO | 3,140,670 | $179,709 | 1.9% | $51.63 | — | COM | 260543103 |
| — | SPECTRA ENERGY CORP | 4,169,834 | $171,338 | 1.8% | $42.47 | — | COM | 847560109 |
| — | TYSON FOODS INC | 2,510,325 | $170,978 | 1.8% | $49.94 | — | UNIT 99/99/9999 | 902494301 |
| — | VALSPAR CORP | 1,631,468 | $169,036 | 1.8% | $106.97 | — | COM | 920355104 |
| — | WHITEWAVE FOODS CO | 3,034,281 | $168,706 | 1.8% | $54.43 | — | COM | 966244105 |
| HUM | HUMANA INC | 814,202 | $166,122 | 1.7% | $165.35 | +6.9% | COM | 444859102 |
| — | CIGNA CORPORATION | 1,234,951 | $164,730 | 1.7% | $138.99 | — | COM | 125509109 |
| — | WESTAR ENERGY INC | 2,917,887 | $164,423 | 1.7% | $56.32 | — | COM | 95709T100 |
| — | ST JUDE MED INC | 2,017,276 | $161,765 | 1.7% | $78.31 | — | COM | 790849103 |
| — | PRIVATEBANCORP INC | 2,978,803 | $161,421 | 1.7% | $49.10 | — | COM | 742962103 |
| — | B/E AEROSPACE INC | 2,550,814 | $153,533 | 1.6% | $60.19 | — | COM | 073302101 |
| — | CST BRANDS INC | 3,187,483 | $153,477 | 1.6% | $48.09 | — | COM | 12646R105 |
| — | ENDURANCE SPECIALTY HLDGS LT | 1,659,571 | $153,344 | 1.6% | $92.40 | — | SHS | G30397106 |
| NXPI | NXP SEMICONDUCTORS N V | 1,547,577 | $151,678 | 1.6% | $88.31 | 0.0% | COM | N6596X109 |
| — | RITE AID CORP | 17,645,058 | $145,395 | 1.5% | $7.90 | — | COM | 767754104 |
| — | INTEL CORP | 81,201,000 | $143,320 | 1.5% | $1.59 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | YAHOO INC | 3,576,882 | $138,318 | 1.4% | $39.09 | — | COM | 984332106 |
| — | MONSANTO CO NEW | 1,311,281 | $137,960 | 1.4% | $102.42 | — | COM | 61166W101 |
| — | BROCADE COMMUNICATIONS SYS I | 10,356,244 | $129,349 | 1.3% | $12.49 | — | COM NEW | 111621306 |
| — | HARMAN INTL INDS INC | 1,133,558 | $126,006 | 1.3% | $111.16 | — | COM | 413086109 |
| — | CABELAS INC | 1,969,639 | $115,322 | 1.2% | $58.55 | — | COM | 126804301 |
| — | ANTHEM INC | 54,129,000 | $107,987 | 1.1% | $2.04 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | MENTOR GRAPHICS CORP | 2,911,531 | $107,406 | 1.1% | $36.89 | — | COM | 587200106 |
| — | WEATHERFORD INTL LTD | 97,225,000 | $105,732 | 1.1% | $1.11 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | TIME WARNER INC | 1,090,251 | $105,242 | 1.1% | $96.53 | — | COM NEW | 887317303 |
| — | TEAM HEALTH HOLDINGS INC | 2,336,033 | $101,501 | 1.1% | $43.45 | — | COM | 87817A107 |
| — | INTERSIL CORP | 4,551,363 | $101,495 | 1.1% | $21.97 | — | CL A | 46069S109 |
| — | BATS GLOBAL MKTS INC | 2,895,845 | $97,040 | 1.0% | $32.54 | — | COM | 05491G109 |
| — | PALO ALTO NETWORKS INC | 76,050,000 | $96,821 | 1.0% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| — | AGRIUM INC | 962,250 | $96,754 | 1.0% | $98.38 | — | COM | 008916108 |
| — | MOLINA HEALTHCARE INC | 66,325,000 | $95,384 | 1.0% | $1.53 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | T MOBILE US INC | 937,900 | $88,425 | 0.9% | $63.49 | — | CONV PFD SER A | 872590203 |
| — | JOY GLOBAL INC | 3,060,874 | $85,704 | 0.9% | $27.88 | — | COM | 481165108 |
| — | CHEMTURA CORP | 2,558,321 | $84,936 | 0.9% | $32.94 | — | COM NEW | 163893209 |
| — | PRICELINE GRP INC | 53,675,000 | $84,773 | 0.9% | $1.42 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | WESTERN REFNG INC | 2,231,530 | $84,463 | 0.9% | $37.85 | — | COM | 959319104 |
| — | EQUITY ONE | 2,725,337 | $83,641 | 0.9% | $30.69 | — | COM | 294752100 |
| — | EVERBANK FINL CORP | 4,192,318 | $81,541 | 0.8% | $19.38 | — | COM | 29977G102 |
| — | FMC TECHNOLOGIES INC | 2,271,352 | $80,701 | 0.8% | $32.11 | — | COM | 30249U101 |
| — | YADKIN FINL CORP | 2,329,470 | $79,808 | 0.8% | $27.11 | — | COM | 984305102 |
| — | ALERE INC | 2,031,808 | $79,180 | 0.8% | $49.60 | — | COM | 01449J105 |
| — | G & K SVCS INC | 808,528 | $77,983 | 0.8% | $95.49 | — | CL A | 361268105 |
| — | HEADWATERS INC | 3,001,071 | $70,585 | 0.7% | $23.52 | — | COM | 42210P102 |
| — | STILLWATER MNG CO | 4,364,209 | $70,307 | 0.7% | $16.11 | — | COM | 86074Q102 |
| — | MICRON TECHNOLOGY INC | 33,080,000 | $69,633 | 0.7% | $1.95 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | ANTHEM INC | 1,320,250 | $62,421 | 0.6% | $48.39 | — | UNIT 05/01/20188 | 036752202 |
| — | LEVEL 3 COMMUNICATIONS INC | 1,061,453 | $59,823 | 0.6% | $56.36 | — | COM NEW | 52729N308 |
| — | EMPIRE DIST ELEC CO | 1,752,179 | $59,732 | 0.6% | $33.61 | — | COM | 291641108 |
| — | TESLA MTRS INC | 34,125,000 | $59,420 | 0.6% | $1.65 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | GREAT PLAINS ENERGY INC | 1,168,125 | $59,355 | 0.6% | $50.81 | — | DEP SHS 1/20 B | 391164878 |
| — | MEDICINES CO | 48,575,000 | $58,472 | 0.6% | $1.15 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | HERBALIFE LTD | 59,700,000 | $54,700 | 0.6% | $0.87 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL L | 52,500,000 | $52,730 | 0.5% | $1.00 | — | NOTE 5.750%10/1 | G81075AF3 |
| — | WELLTOWER INC | 864,825 | $52,241 | 0.5% | $60.73 | — | 6.50% PFD PREPET | 95040Q203 |
| — | CARDINAL FINL CORP | 1,506,999 | $49,414 | 0.5% | $29.44 | — | COM | 14149F109 |
| — | MICRON TECHNOLOGY INC | 20,700,000 | $47,300 | 0.5% | $2.57 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | INTEGRATED DEVICE TECHNOLOGY | 43,793,000 | $45,298 | 0.5% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | VECTOR GROUP LTD | 28,775,000 | $44,960 | 0.5% | $1.52 | — | FRNT 1/1 | 92240MAY4 |
| — | SPIRIT RLTY CAP INC NEW | 42,775,000 | $44,593 | 0.5% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | CEMEX SAB DE CV | 39,500,000 | $44,512 | 0.5% | $1.06 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | EURONET WORLDWIDE INC | 37,919,000 | $44,081 | 0.5% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | ALLEGHENY TECHNOLOGIES INC | 31,525,000 | $42,283 | 0.4% | $1.37 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | PANDORA MEDIA INC | 40,480,000 | $41,694 | 0.4% | $1.03 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | TTM TECHNOLOGIES INC | 26,500,000 | $40,495 | 0.4% | $1.11 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | APOLLO ED GROUP INC | 4,076,868 | $40,361 | 0.4% | $8.62 | — | CL A | 037604105 |
| — | STARWOOD PPTY TR INC | 34,825,000 | $39,243 | 0.4% | $1.14 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | LIFELOCK INC | 1,628,705 | $38,959 | 0.4% | $23.92 | — | COM | 53224V100 |
| — | EMERGENT BIOSOLUTIONS INC | 30,400,000 | $38,874 | 0.4% | $1.19 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| — | ISLE OF CAPRI CASINOS INC | 1,497,731 | $36,979 | 0.4% | $23.01 | — | COM | 464592104 |
| ADNT | ADIENT PLC | 568,156 | $33,294 | 0.3% | $50.50 | 0.0% | ORD SHS | G0084W101 |
| — | EXELON CORP | 675,800 | $32,993 | 0.3% | $48.27 | — | UNIT 99/99/9999 | 30161N127 |
| — | INPHI CORP | 24,850,000 | $32,227 | 0.3% | $1.30 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | BLACK HILLS CORP | 448,500 | $30,875 | 0.3% | $60.80 | — | UNIT 99/99/9999 | 092113125 |
| — | MERITOR INC | 21,281,000 | $30,871 | 0.3% | $1.48 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | DYNEGY INC NEW DEL | 489,750 | $30,551 | 0.3% | $90.84 | — | UNIT 07/01/20191 | 26817R405 |
| LW | LAMB WESTON HLDGS INC | 806,408 | $30,523 | 0.3% | $29.75 | 0.0% | COM | 513272104 |
| — | MGIC INVT CORP WIS | 20,000,000 | $29,750 | 0.3% | $1.49 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | WEBMD HEALTH CORP | 25,875,000 | $29,320 | 0.3% | $1.06 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | CLARCOR INC | 353,600 | $29,161 | 0.3% | $82.47 | — | COM | 179895107 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 1,225,794 | $28,365 | 0.3% | $7.03 | +45.6% | COM | 42824C109 |
| — | EZCORP INC | 28,950,000 | $28,190 | 0.3% | $0.96 | — | NOTE 2.625% 6/1 | 302301AB2 |
| AA | ALCOA CORP | 1,000,779 | $28,102 | 0.3% | $25.90 | 0.0% | COM | 013872106 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 29,525,000 | $27,754 | 0.3% | $1.03 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | WEBMD HEALTH CORP | 26,675,000 | $27,375 | 0.3% | $1.01 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | VERSUM MATLS INC | 952,778 | $26,744 | 0.3% | $28.07 | — | COM | 92532W103 |
| — | THERAVANCE INC | 31,218,000 | $26,613 | 0.3% | $0.85 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | HORIZON PHARMA INVT LTD | 27,725,000 | $26,512 | 0.3% | $0.90 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| RACE | FERRARI N V | 455,374 | $26,475 | 0.3% | $41.15 | +32.6% | COM | N3167Y103 |
| — | AMERICAN CAP LTD | 1,439,225 | $25,791 | 0.3% | $15.83 | — | COM | 02503Y103 |
| CABO | CABLE ONE INC | 40,974 | $25,475 | 0.3% | $394.49 | +35.2% | COM | 12685J105 |
| — | WCI CMNTYS INC | 1,086,323 | $25,474 | 0.3% | $23.49 | — | COM PAR $0.01 | 92923C807 |
| — | REYNOLDS AMERICAN INC | 451,572 | $25,306 | 0.3% | $56.04 | — | COM | 761713106 |
| — | MSG NETWORK INC | 1,133,206 | $24,364 | 0.3% | $19.37 | — | CL A | 553573106 |
| CC | CHEMOURS CO | 1,098,274 | $24,261 | 0.3% | $5.76 | +160.3% | COM | 163851108 |
| EBAY | EBAY INC | 808,691 | $24,010 | 0.2% | $24.56 | +7.0% | COM | 278642103 |
| YUMC | YUM CHINA HLDGS INC | 914,417 | $23,885 | 0.2% | $26.68 | 0.0% | COM | 98850P109 |
| — | SILVER STD RES INC | 25,650,000 | $23,806 | 0.2% | $0.93 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| — | STANDARD PAC CORP NEW | 22,380,000 | $23,149 | 0.2% | $1.16 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| — | APPLIED MICRO CIRCUITS CORP | 2,799,559 | $23,096 | 0.2% | $8.25 | — | COM NEW | 03822W406 |
| — | INVENSENSE INC | 1,779,900 | $22,765 | 0.2% | $12.79 | — | COM | 46123D205 |
| NGVT | INGEVITY CORP | 411,531 | $22,577 | 0.2% | $32.01 | +49.8% | COM | 45688C107 |
| FTV | FORTIVE CORP | 418,721 | $22,456 | 0.2% | $30.87 | +3.2% | COM | 34959J108 |
| BLD | TOPBUILD CORP | 630,211 | $22,436 | 0.2% | $29.87 | +15.3% | COM | 89055F103 |
| — | NEUSTAR INC | 665,476 | $22,227 | 0.2% | $33.40 | — | CL A | 64126X201 |
| — | KLX INC | 484,125 | $21,839 | 0.2% | $31.48 | — | COM | 482539103 |
| — | HOLOGIC INC | 17,750,000 | $21,799 | 0.2% | $1.23 | — | FRNT 12/1 | 436440AG6 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 2,863,785 | $21,077 | 0.2% | $7.36 | — | COM | 518415104 |
| — | SEACOR HOLDINGS INC | 20,150,000 | $20,906 | 0.2% | $0.98 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | ACORDA THERAPEUTICS INC | 26,950,000 | $20,617 | 0.2% | $0.98 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| ENR | ENERGIZER HLDGS INC NEW | 459,264 | $20,488 | 0.2% | $28.91 | +16.5% | COM | 29272W109 |
| — | NXP SEMICONDUCTORS N V | 17,300,000 | $19,765 | 0.2% | $1.14 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | QUINTILES IMS HOLDINGS INC | 254,459 | $19,352 | 0.2% | $69.27 | — | COM | 74876Y101 |
| — | QUALITY CARE PPTYS INC | 1,246,481 | $19,320 | 0.2% | $15.50 | — | COM | 747545101 |
| — | STARWOOD PPTY TR INC | 17,575,000 | $19,234 | 0.2% | $1.10 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| LITE | LUMENTUM HLDGS INC | 486,472 | $18,802 | 0.2% | $22.37 | +77.9% | COM | 55024U109 |
| — | MENTOR GRAPHICS CORP | 10,000,000 | $18,650 | 0.2% | $1.05 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | COLONY CAP INC | 18,375,000 | $18,421 | 0.2% | $0.96 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | PROSPECT CAPITAL CORPORATION | 18,700,000 | $18,338 | 0.2% | $0.94 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| GNW | GENWORTH FINL INC | 4,689,948 | $17,869 | 0.2% | $4.41 | 0.0% | COM CL A | 37247D106 |
| — | CARE CAP PPTYS INC | 709,054 | $17,726 | 0.2% | $30.70 | — | COM | 141624106 |
| — | NORTHSTAR ASSET MGMT GROUP I | 1,183,165 | $17,653 | 0.2% | $12.05 | — | COM | 66705Y104 |
| UE | URBAN EDGE PPTYS | 635,214 | $17,475 | 0.2% | $25.21 | — | COM | 91704F104 |
| — | SUNPOWER CORP | 23,325,000 | $16,750 | 0.2% | $0.72 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | AEP INDS INC | 142,877 | $16,588 | 0.2% | $109.37 | — | COM | 001031103 |
| — | NORTHSTAR RLTY FIN CORP | 1,091,097 | $16,530 | 0.2% | $11.96 | — | COM | 66704R803 |
| — | GENCORP INC | 8,250,000 | $16,402 | 0.2% | $2.58 | — | SDCV 4.062%12/3 | 368682AN0 |
| — | DOMINION RES INC VA NEW | 305,425 | $15,531 | 0.2% | $50.55 | — | UNIT 08/15/2019 | 25746U836 |
| — | ALLIED WRLD ASSUR COM HLDG A | 288,889 | $15,516 | 0.2% | $53.71 | — | SHS | H01531104 |
| — | INTELIQUENT INC | 671,414 | $15,389 | 0.2% | $22.92 | — | COM | 45825N107 |
| — | COMMUNICATIONS SALES&LEAS IN | 593,214 | $15,074 | 0.2% | $23.10 | — | COM | 20341J104 |
| — | TIVO CORP | 700,434 | $14,639 | 0.2% | $19.48 | — | COM | 88870P106 |
| — | VECTOR GROUP LTD | 12,625,000 | $14,542 | 0.2% | $1.15 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | CF CORP | 1,400,000 | $13,972 | 0.1% | $9.79 | — | SHS CL A | G20307107 |
| MAA | MID AMER APT CMNTYS INC | 138,886 | $13,600 | 0.1% | $67.12 | 0.0% | COM | 59522J103 |
| — | SUNPOWER CORP | 14,450,000 | $13,258 | 0.1% | $1.11 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | GCP APPLIED TECHNOLOGIES INC | 483,458 | $12,933 | 0.1% | $22.29 | — | COM | 36164Y101 |
| MTN | VAIL RESORTS INC | 78,065 | $12,593 | 0.1% | $158.80 | 0.0% | COM | 91879Q109 |
| — | J2 GLOBAL INC | 9,150,000 | $12,135 | 0.1% | $1.16 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | INVACARE CORP | 11,850,000 | $11,909 | 0.1% | $1.02 | — | SDCV 4.125% 2/0 | 461203AD3 |
| HLF | HERBALIFE LTD | 234,576 | $11,292 | 0.1% | $24.90 | +9.6% | COM USD SHS | G4412G101 |
| — | CONVERGYS CORP | 4,725,000 | $10,708 | 0.1% | $2.10 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | HURON CONSULTING GROUP INC | 10,405,000 | $10,216 | 0.1% | $1.02 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | MEDIA GEN INC NEW | 540,974 | $10,187 | 0.1% | $16.10 | — | COM | 58441K100 |
| — | DOMINION RES INC VA NEW | 200,000 | $10,142 | 0.1% | $50.06 | — | UNIT 99/99/9999 | 25746U869 |
| — | AVISTA HEALTHCARE PUB ACQ CO | 1,000,000 | $10,125 | 0.1% | $10.13 | — | UNIT 99/99/9999 | G0726L109 |
| — | BROCADE COMMUNICATIONS SYS I | 10,000,000 | $10,069 | 0.1% | $1.01 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | SOUTHWEST BANCORP INC OKLA | 344,744 | $9,998 | 0.1% | $29.00 | — | COM | 844767103 |
| — | MOLINA HEALTHCARE INC | 8,699,000 | $9,933 | 0.1% | $1.19 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | APOLLO COML REAL EST FIN INC | 9,450,000 | $9,917 | 0.1% | $1.05 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | FIDELITY & GTY LIFE | 414,291 | $9,819 | 0.1% | $25.09 | — | COM | 315785105 |
| — | INTEL CORP | 7,225,000 | $9,776 | 0.1% | $1.27 | — | SDCV 12/1 | 458140AD2 |
| — | SOUTHWESTERN ENERGY CO | 379,300 | $9,731 | 0.1% | $46.40 | — | DEP SHS 1/20 B | 845467208 |
| — | HUNTER MARITIME ACQUISITION | 950,000 | $9,643 | 0.1% | $10.15 | — | UNIT 99/99/9999 | Y37828103 |
| — | CASCADE BANCORP | 1,187,016 | $9,639 | 0.1% | $8.12 | — | COM NEW | 147154207 |
| — | METALDYNE PERFORMANCE GROUP | 419,567 | $9,629 | 0.1% | $22.95 | — | COM | 59116R107 |
| — | M III ACQUISITION CORP | 965,221 | $9,546 | 0.1% | $9.80 | — | UNIT 99/99/9999T | 55378T203 |
| — | SPIRIT RLTY CAP INC NEW | 9,025,000 | $9,499 | 0.1% | $0.98 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | BLACKHAWK NETWORK HLDGS INC | 236,313 | $8,903 | 0.1% | $37.67 | — | COM | 09238E104 |
| — | STELLAR ACQUISITION III INC | 800,000 | $8,240 | 0.1% | $9.97 | — | UNIT 03/22/2022 | Y8172W123 |
| — | FAIRPOINT COMMUNICATIONS INC | 439,151 | $8,212 | 0.1% | $18.70 | — | COM NEW | 305560302 |
| — | HERITAGE OAKS BANCORP | 639,698 | $7,887 | 0.1% | $12.33 | — | COM | 42724R107 |
| — | GANNETT CO INC | 805,882 | $7,825 | 0.1% | $15.78 | — | COM | 36473H104 |
| — | GENERAL CABLE CORP DEL NEW | 9,852,000 | $7,740 | 0.1% | $0.76 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | MERCHANTS BANCSHARES | 137,606 | $7,458 | 0.1% | $54.20 | — | COM | 588448100 |
| — | SUFFOLK BANCORP | 170,579 | $7,304 | 0.1% | $32.03 | — | COM | 864739107 |
| — | BLUE NILE INC | 167,006 | $6,785 | 0.1% | $40.63 | — | COM | 09578R103 |
| — | STERICYCLE INC | 100,000 | $6,356 | 0.1% | $66.08 | — | DEP PFD A 1/10 | 858912207 |
| — | HALYARD HEALTH INC | 168,421 | $6,228 | 0.1% | $31.03 | — | COM | 40650V100 |
| — | AMYRIS INC | 9,626,000 | $6,131 | 0.1% | $0.64 | — | NOTE 9.500% 4/1 | 03236MAF8 |
| — | ALON USA ENERGY INC | 5,450,000 | $5,753 | 0.1% | $1.28 | — | NOTE 3.000% 9/1 | 020520AB8 |
| — | PDL BIOPHARMA INC | 5,748,000 | $5,629 | 0.1% | $0.96 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | VASCULAR SOLUTIONS INC | 95,400 | $5,352 | 0.1% | $56.10 | — | COM | 92231M109 |
| — | AMC ENTMT HLDGS INC | 155,321 | $5,227 | 0.1% | $33.65 | — | CL A COM | 00165C104 |
| — | KLR ENERGY ACQUISITION CORP | 500,000 | $5,175 | 0.1% | $10.12 | — | CL A | 49877M108 |
| — | M I ACQUISITIONS INC | 500,000 | $5,080 | 0.1% | $10.02 | — | UNIT 99/99/9999 | 55304A203 |
| — | LANDCADIA HLDGS INC | 500,000 | $4,890 | 0.1% | $9.78 | — | CL A | 51476W107 |
| — | PATTERN ENERGY GROUP INC | 5,000,000 | $4,847 | 0.1% | $1.01 | — | NOTE 4.000% 7/1 | 70338PAB6 |
| ON | ON SEMICONDUCTOR CORP | 372,269 | $4,750 | 0.0% | $11.94 | 0.0% | COM | 682189105 |
| — | BROOKDALE SR LIVING INC | 4,650,000 | $4,542 | 0.0% | $0.99 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | ECHO GLOBAL LOGISTICS INC | 4,600,000 | $4,531 | 0.0% | $0.98 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | RAMBUS INC DEL | 3,575,000 | $4,458 | 0.0% | $1.23 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | PACIFIC SPL ACQUISITION CORP | 415,000 | $4,254 | 0.0% | $9.85 | — | SHS | G68588105 |
| — | PDL BIOPHARMA INC | 5,000,000 | $4,041 | 0.0% | $0.81 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | AMERICAN RLTY CAP PPTYS INC | 4,000,000 | $4,000 | 0.0% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | DATALINK CORP | 348,017 | $3,919 | 0.0% | $11.26 | — | COM | 237934104 |
| — | AMERICAN RLTY CAP PPTYS INC | 3,875,000 | $3,882 | 0.0% | $1.02 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | ENVISION HEALTHCARE CORP | 58,049 | $3,674 | 0.0% | $63.29 | — | COM | 29414D100 |
| — | PRICELINE GRP INC | 2,438 | $3,574 | 0.0% | $1465.96 | — | COM NEW | 741503403 |
| — | INTEROIL CORP | 73,833 | $3,513 | 0.0% | $50.93 | — | COM | 460951106 |
| — | ORIGO ACQUISITION CORP | 325,500 | $3,385 | 0.0% | $10.22 | — | SHS | G67789126 |
| — | AMAG PHARMACEUTICALS INC | 2,250,000 | $3,182 | 0.0% | $1.11 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | COWEN GROUP INC NEW | 3,050,000 | $3,058 | 0.0% | $1.14 | — | NOTE 3.000% 3/1 | 223622AB7 |
| NWSA | NEWS CORP NEW | 265,042 | $3,037 | 0.0% | $12.36 | -9.9% | CL A | 65249B109 |
| — | AMTRUST FINL SVCS INC | 3,425,000 | $2,939 | 0.0% | $0.79 | — | NOTE 2.750%12/1 | 032359AG6 |
| LBRDA | LIBERTY BROADBAND CORP | 40,382 | $2,926 | 0.0% | $48.59 | +32.2% | COM SER A | 530307107 |
| — | HEALTHWAYS INC | 2,250,000 | $2,887 | 0.0% | $1.17 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | COUSINS PPTYS INC | 330,684 | $2,814 | 0.0% | $9.32 | — | COM | 222795106 |
| — | UNIVERSAL AMERN CORP NEW | 279,765 | $2,784 | 0.0% | $9.95 | — | COM | 91338E101 |
| — | LIONBRIDGE TECHNOLOGIES INC | 468,984 | $2,720 | 0.0% | $5.80 | — | COM | 536252109 |
| — | LIBERTY ALL STAR EQUITY FD | 469,637 | $2,423 | 0.0% | $5.83 | — | SH BEN INT | 530158104 |
| — | CENVEO CORP | 2,425,000 | $2,413 | 0.0% | $0.94 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | ENERNOC INC | 3,000,000 | $2,400 | 0.0% | $0.70 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $2,338 | 0.0% | $0.42 | — | NOTE 5.875%11/3 | 20478NAD2 |
| NXST | NEXSTAR BROADCASTING GROUP I | 36,709 | $2,324 | 0.0% | $44.68 | 0.0% | CL A | 65336K103 |
| — | MACQUARIE INFRASTRUCTURE COR | 27,391 | $2,238 | 0.0% | $81.71 | — | COM | 55608B105 |
| — | ALBANY MOLECULAR RESH INC | 1,600,000 | $2,084 | 0.0% | $1.28 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | JENSYN ACQUISITION CORP | 200,000 | $2,034 | 0.0% | $10.03 | — | COM | 47632B102 |
| — | INTRALINKS HLDGS INC | 149,654 | $2,023 | 0.0% | $13.52 | — | COM | 46118H104 |
| — | GAS NAT INC | 159,807 | $2,006 | 0.0% | $12.55 | — | COM | 367204104 |
| — | DELL TECHNOLOGIES INC | 34,065 | $1,873 | 0.0% | $47.80 | — | COM CL V | 24703L103 |
| — | DHT HOLDINGS INC | 2,000,000 | $1,846 | 0.0% | $0.95 | — | DEBT 4.500%10/0 | 23335SAB2 |
| — | BLACKROCK RES & COMM STRAT T | 211,166 | $1,746 | 0.0% | $9.56 | — | SHS | 09257A108 |
| — | ALPINE GLOBAL PREMIER PPTYS | 329,906 | $1,692 | 0.0% | $6.77 | — | COM SBI | 02083A103 |
| — | CORENERGY INFRASTRUCTURE TR | 1,500,000 | $1,689 | 0.0% | $0.85 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| INSE | INSPIRED ENTMT INC | 197,600 | $1,670 | 0.0% | $9.86 | 0.0% | COM | 45782N108 |
| — | ACCURAY INC | 1,475,000 | $1,602 | 0.0% | $1.78 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | CAPITOL ACQUISITION CORP III | 1,750,000 | $1,523 | 0.0% | $0.42 | — | *W EXP 10/13/202 | 14055M114 |
| — | GREEN PLAINS INC | 1,000,000 | $1,444 | 0.0% | $1.27 | — | NOTE 3.250%10/0 | 393222AD6 |
| — | RESOURCE CAP CORP | 1,500,000 | $1,429 | 0.0% | $0.96 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | ENVISION HEALTHCARE CORP | 11,400 | $1,356 | 0.0% | $118.95 | — | PFD CNV 5.25% A1 | 29414D209 |
| FTS | FORTIS INC | 42,907 | $1,322 | 0.0% | $22.16 | 0.0% | COM | 349553107 |
| — | SPECTRUM PHARMACEUTICALS INC | 1,450,000 | $1,295 | 0.0% | $0.92 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | PARKWAY INC | 55,772 | $1,241 | 0.0% | $22.25 | — | COM | 70156Q107 |
| TRGP | TARGA RES CORP | 21,613 | $1,212 | 0.0% | $28.49 | +20.5% | COM | 87612G101 |
| — | HARMONIC INC | 1,000,000 | $1,122 | 0.0% | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | GENERAL AMERN INVS INC | 36,011 | $1,121 | 0.0% | $31.17 | — | COM | 368802104 |
| UA | UNDER ARMOUR INC | 43,718 | $1,100 | 0.0% | $27.67 | 0.0% | CL C | 904311206 |
| — | SABAN CAP ACQUISITION CORP | 100,000 | $1,037 | 0.0% | $10.08 | — | UNIT 99/99/9999 | 78516C205 |
| — | CENTRAL SECS CORP | 47,528 | $1,036 | 0.0% | $21.80 | — | COM | 155123102 |
| — | SPX CORP | 43,234 | $1,026 | 0.0% | $9.33 | — | COM | 784635104 |
| — | BOULEVARD ACQUISITION | 1,867,842 | $990 | 0.0% | $0.40 | — | *W EXP 09/25/202 | 10157Q110 |
| — | QUIDEL CORP | 1,000,000 | $990 | 0.0% | $1.09 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | INSPIRED ENTMT INC | 1,640,000 | $984 | 0.0% | $0.60 | — | *W EXP 10/20/202 | 45782N116 |
| TGLS | TECNOGLASS INC | 78,348 | $960 | 0.0% | $9.08 | +0.7% | SHS | G87264100 |
| — | LAKE SUNAPEE BK GROUP | 40,202 | $948 | 0.0% | $17.29 | — | COM | 510866106 |
| — | VITAMIN SHOPPE INC | 1,000,000 | $927 | 0.0% | $0.93 | — | NOTE 2.250%12/0 | 92849EAB7 |
| — | TRANSMONTAIGNE PARTNERS L P | 20,121 | $891 | 0.0% | $31.15 | — | COM UNIT L P | 89376V100 |
| — | HENNESSY CAP ACQUISITION COR | 1,028,837 | $875 | 0.0% | $0.27 | — | *W EXP 07/28/202 | 42588J118 |
| — | ADAMS DIVERSIFIED EQUITY FD | 64,284 | $817 | 0.0% | $12.82 | — | COM | 006212104 |
| — | CLOUGH GLOBAL OPPORTUNITIES | 89,973 | $805 | 0.0% | $9.79 | — | SH BEN INT | 18914E106 |
| MPLX | MPLX LP | 23,015 | $797 | 0.0% | $50.41 | — | COM UNIT REP LTD | 55336V100 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 900,000 | $788 | 0.0% | $0.81 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | RMR REAL ESTATE INCOME FUND | 37,767 | $773 | 0.0% | $20.76 | — | COM | 76970B101 |
| — | CBRE CLARION GLOBAL REAL EST | 104,915 | $766 | 0.0% | $8.54 | — | COM | 12504G100 |
| EPD | ENTERPRISE PRODS PARTNERS L | 27,660 | $748 | 0.0% | $32.94 | — | COM | 293792107 |
| — | ONEOK PARTNERS LP | 17,057 | $734 | 0.0% | $37.99 | — | UNIT LTD PARTN | 68268N103 |
| — | WILLIAMS PARTNERS L P NEW | 18,936 | $720 | 0.0% | $49.22 | — | COM UNIT LTD PAR | 96949L105 |
| — | KLR ENERGY ACQUISITION CORP | 500,000 | $700 | 0.0% | $0.42 | — | *W EXP 09/16/202 | 49877M116 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 8,957 | $677 | 0.0% | $76.26 | — | COM UNIT RP LP | 559080106 |
| — | DCP MIDSTREAM PARTNERS LP | 17,646 | $677 | 0.0% | $32.23 | — | COM UT LTD PTN | 23311P100 |
| — | SEMGROUP CORP | 15,933 | $665 | 0.0% | $41.74 | — | CL A | 81663A105 |
| — | ENABLE MIDSTREAM PARTNERS LP | 42,053 | $661 | 0.0% | $13.64 | — | COM UNIT RP IN | 292480100 |
| — | VIVOPOWER INTERNATIONAL PLC | 120,000 | $660 | 0.0% | $5.50 | — | SHS | G9376R100 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 26,128 | $657 | 0.0% | $25.37 | — | COM UNIT LTD | 866142102 |
| — | RENEWABLE ENERGY GROUP INC | 675,000 | $653 | 0.0% | $0.93 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | BOARDWALK PIPELINE PARTNERS | 37,202 | $646 | 0.0% | $14.56 | — | UT LTD PARTNER | 096627104 |
| — | LAM RESEARCH CORP | 6,041 | $639 | 0.0% | $105.78 | — | COM | 512807108 |
| — | QUINPARIO ACQUISITION CORP 2 | 3,132,626 | $627 | 0.0% | $0.30 | — | *W EXP 01/01/202 | 74874U119 |
| — | HARMONY MERGER CORP | 1,631,880 | $612 | 0.0% | $0.40 | — | *W EXP 01/01/202 | 413247123 |
| — | RICE MIDSTREAM PARTNERS LP | 24,868 | $611 | 0.0% | $13.71 | — | UNIT LTD PARTN | 762819100 |
| — | ARES DYNAMIC CR ALLOCATION F | 40,474 | $610 | 0.0% | $15.90 | — | COM | 04014F102 |
| — | WESTERN GAS PARTNERS LP | 10,341 | $608 | 0.0% | $61.23 | — | COM UNIT LP IN | 958254104 |
| — | ANI PHARMACEUTICALS INC | 525,000 | $605 | 0.0% | $1.15 | — | NOTE 3.000%12/0 | 00182CAA1 |
| — | ENERGY TRANSFER PRTNRS L P | 16,605 | $595 | 0.0% | $53.51 | — | UNIT LTD PARTN | 29273R109 |
| — | NUSTAR ENERGY LP | 11,739 | $585 | 0.0% | $55.78 | — | UNIT COM | 67058H102 |
| — | TC PIPELINES LP | 9,875 | $581 | 0.0% | $58.89 | — | UT COM LTD PRT | 87233Q108 |
| — | CRESTWOOD EQUITY PARTNERS LP | 22,636 | $578 | 0.0% | $20.76 | — | UNIT LTD PARTNER | 226344208 |
| — | TRI CONTL CORP | 26,168 | $577 | 0.0% | $20.28 | — | COM | 895436103 |
| PAA | PLAINS ALL AMERN PIPELINE L | 17,670 | $571 | 0.0% | $35.73 | — | UNIT LTD PARTN | 726503105 |
| KMI | KINDER MORGAN INC DEL | 27,367 | $567 | 0.0% | $23.87 | -45.1% | COM | 49456B101 |
| — | HOLLY ENERGY PARTNERS L P | 17,387 | $557 | 0.0% | $31.38 | — | COM UT LTD PTN | 435763107 |
| ATLC | ATLANTICUS HLDGS CORP | 191,430 | $546 | 0.0% | $2.61 | +17.7% | COM | 04914Y102 |
| — | ENLINK MIDSTREAM PARTNERS LP | 29,009 | $534 | 0.0% | $22.42 | — | COM UNIT REP LTD | 29336U107 |
| — | TALLGRASS ENERGY PARTNERS LP | 11,260 | $534 | 0.0% | $49.53 | — | COM UNIT | 874697105 |
| — | AMERIGAS PARTNERS L P | 10,964 | $525 | 0.0% | $46.56 | — | UNIT L P INT | 030975106 |
| — | EASTERN VA BANKSHARES INC | 50,127 | $524 | 0.0% | $10.45 | — | COM | 277196101 |
| CQP | CHENIERE ENERGY PARTNERS LP | 18,085 | $521 | 0.0% | $29.83 | — | COM UNIT | 16411Q101 |
| — | ENBRIDGE ENERGY PARTNERS L P | 19,465 | $496 | 0.0% | $31.04 | — | COM | 29250R106 |
| — | ALPINE GLOBAL DYNAMIC DIVD F | 56,318 | $494 | 0.0% | $10.19 | — | COM NEW | 02082E205 |
| — | SPECTRA ENERGY PARTNERS LP | 10,414 | $477 | 0.0% | $49.66 | — | COM | 84756N109 |
| — | TESORO LOGISTICS LP | 9,250 | $470 | 0.0% | $44.97 | — | COM UNIT LP | 88160T107 |
| GEL | GENESIS ENERGY L P | 12,925 | $466 | 0.0% | $44.54 | — | UNIT LTD PARTN | 371927104 |
| — | VALERO ENERGY PARTNERS LP | 10,221 | $452 | 0.0% | $47.94 | — | COM UNT REP LP | 91914J102 |
| — | WORLD WRESTLING ENTMT INC | 24,183 | $445 | 0.0% | $18.40 | — | CL A | 98156Q108 |
| — | INVESCO VALUE MUN INCOME TR | 30,342 | $444 | 0.0% | $14.63 | — | COM | 46132P108 |
| — | BUCKEYE PARTNERS L P | 6,687 | $442 | 0.0% | $72.42 | — | UNIT LTD PARTN | 118230101 |
| — | GAIN CAP HLDGS INC | 450,000 | $440 | 0.0% | $1.08 | — | NOTE 4.125%12/0 | 36268WAB6 |
| — | SUNOCO LOGISTICS PRTNRS L P | 17,976 | $432 | 0.0% | $40.97 | — | COM UNITS | 86764L108 |
| — | ALPINE TOTAL DYNAMIC DIVID F | 55,630 | $422 | 0.0% | $7.59 | — | COM SH BEN INT N | 021060207 |
| — | QUORUM HEALTH CORP | 56,871 | $413 | 0.0% | $10.71 | — | COM | 74909E106 |
| — | AVID TECHNOLOGY INC | 600,000 | $405 | 0.0% | $0.68 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | PHILLIPS 66 PARTNERS LP | 8,245 | $401 | 0.0% | $66.74 | — | COM UNIT REP INT | 718549207 |
| — | MANITOWOC INC | 66,646 | $399 | 0.0% | $4.33 | — | COM | 563571108 |
| — | APTEVO THERAPEUTICS INC | 158,936 | $388 | 0.0% | $2.56 | — | COM | 03835L108 |
| — | MANITOWOC FOODSERVICE INC | 19,958 | $386 | 0.0% | $14.74 | — | COM | 563568104 |
| — | CONE MIDSTREAM PARTNERS LP | 16,400 | $386 | 0.0% | $9.89 | — | COM UNIT REPST | 206812109 |
| — | LSC COMMUNICATIONS INC | 12,972 | $385 | 0.0% | $29.68 | — | COM | 50218P107 |
| — | BARNES & NOBLE ED INC | 33,298 | $382 | 0.0% | $12.71 | — | COM | 06777U101 |
| HRI | HERC HLDGS INC | 9,290 | $373 | 0.0% | $30.89 | +7.6% | COM | 42704L104 |
| — | ADAM NAT RES FD INC | 18,463 | $372 | 0.0% | $20.15 | — | COM | 00548F105 |
| PJT | PJT PARTNERS INC | 11,424 | $353 | 0.0% | $20.55 | +26.4% | COM CL A | 69343T107 |
| — | LANDCADIA HLDGS INC | 500,000 | $350 | 0.0% | $0.70 | — | *W EXP 06/01/202 | 51476W115 |
| — | TEMPLETON GLOBAL INCOME FD | 53,903 | $349 | 0.0% | $6.65 | — | COM | 880198106 |
| DFIN | DONNELLEY FINL SOLUTIONS INC | 15,186 | $349 | 0.0% | $21.18 | 0.0% | COM | 25787G100 |
| MMLP | MARTIN MIDSTREAM PRTNRS L P | 18,768 | $344 | 0.0% | $31.78 | — | UNIT L P INT | 573331105 |
| ASIX | ADVANSIX INC | 15,523 | $344 | 0.0% | $16.41 | 0.0% | COM | 00773T101 |
| — | NUVEEN CA QUALTY MUN INCOME | 24,144 | $341 | 0.0% | $14.12 | — | COM | 67066Y105 |
| — | FIRST TR ABERDEEN GLBL OPP F | 30,419 | $339 | 0.0% | $11.55 | — | COM SHS | 337319107 |
| — | BLACKROCK GLOBAL OPP EQTY TR | 29,300 | $339 | 0.0% | $11.57 | — | COM | 092501105 |
| AFIIQ | ARMSTRONG FLOORING INC | 16,693 | $332 | 0.0% | $16.04 | +14.8% | COM | 04238R106 |
| — | GLOBAL PARTNER ACQUISITION C | 1,068,000 | $331 | 0.0% | $0.27 | — | *W EXP 07/01/202 | 37954X113 |
| JCI | JOHNSON CTLS INTL PLC | 7,282 | $300 | 0.0% | $33.21 | +3.3% | SHS | G51502105 |
| — | EASTERLY ACQUISITION CORP | 925,000 | $298 | 0.0% | $0.33 | — | *W EXP 07/29/202 | 27616L110 |
| — | TEEKAY LNG PARTNERS L P | 20,319 | $294 | 0.0% | $26.79 | — | PRTNRSP UNITS | Y8564M105 |
| — | SHELL MIDSTREAM PARTNERS L P | 9,609 | $280 | 0.0% | $41.52 | — | UNIT LTD INT | 822634101 |
| — | ADVENT CLAY CONV SEC INC FD | 47,691 | $280 | 0.0% | $6.72 | — | COM | 007639107 |
| — | CHEMICAL FINL CORP | 5,018 | $272 | 0.0% | $54.20 | — | COM | 163731102 |
| — | CONYERS PK ACQUISITION | 25,000 | $271 | 0.0% | $10.76 | — | UNIT 99/99/99991 | 212894208 |
| — | RESOURCE CAP CORP | 275,000 | $265 | 0.0% | $0.92 | — | NOTE 6.000%12/0 | 76120WAA2 |
| — | MACQUARIE GLBL INFRA TOTL RE | 12,827 | $253 | 0.0% | $21.35 | — | COM | 55608D101 |
| — | AVENUE INCOME CR STRATEGIES | 17,639 | $237 | 0.0% | $13.24 | — | COM | 05358E106 |
| — | DELAWARE ENHANCED GBL DIV & | 22,877 | $231 | 0.0% | $10.03 | — | COM | 246060107 |
| — | PACIFIC SPL ACQUISITION CORP | 415,000 | $220 | 0.0% | $0.15 | — | RIGHT 03/15/2017 | G68588113 |
| — | ALLIANZGI NFJ DIVID INT & PR | 16,500 | $208 | 0.0% | $12.61 | — | COM | 01883A107 |
| — | INVESCO CALIF VALUE MUN INC | 15,143 | $184 | 0.0% | $12.15 | — | COM | 46132H106 |
| — | SPROTT FOCUS TR INC | 23,411 | $163 | 0.0% | $6.74 | — | COM | 85208J109 |
| — | ROYCE MICRO-CAP TR INC | 19,243 | $156 | 0.0% | $7.60 | — | COM | 780915104 |
| — | ORIGO ACQUISITION CORP | 350,000 | $147 | 0.0% | $0.13 | — | RIGHT 12/03/2017 | G67789134 |
| — | BARINGTON HILCO ACQUISITION | 545,520 | $136 | 0.0% | $0.28 | — | RIGHT 02/13/2017 | 06759V119 |
| — | ASSOCIATED BANC CORP | 20,065 | $108 | 0.0% | $2.52 | — | *W EXP 11/21/201 | 045487113 |
| — | AGROFRESH SOLUTIONS | 540,000 | $95 | 0.0% | $2.10 | — | *W EXP 07/31/202 | 00856G117 |
| — | JASON INDS INC | 1,933,070 | $81 | 0.0% | $0.79 | — | *W EXP 06/30/201 | 471172114 |
| — | BARINGTON HILCO ACQUISITION | 545,520 | $70 | 0.0% | $0.16 | — | *W EXP 02/11/201 | 06759V127 |
| — | AXAR ACQUISITION CORP | 750,000 | $56 | 0.0% | $0.07 | — | *W EXP 12/31/202 | 05455L110 |
| — | JENSYN ACQUISITION CORP | 200,000 | $47 | 0.0% | $0.20 | — | RIGHT 99/99/9999 | 47632B128 |
| — | COMMUNITY HEALTH SYS INC NEW | 10,026,149 | $45 | 0.0% | $0.02 | — | RIGHT 99/99/9999 | 203668116 |
| — | VANGUARD NAT RES LLC | 54,023 | $36 | 0.0% | $2.98 | — | COM UNIT | 92205F106 |
| — | VALLEY NATL BANCORP | 116,185 | $23 | 0.0% | $0.20 | — | *W EXP 11/14/201 | 919794131 |
| — | JENSYN ACQUISITION CORP | 200,000 | $22 | 0.0% | $0.07 | — | *W EXP 03/01/202 | 47632B110 |
| — | AMYRIS INC | 15,000 | $11 | 0.0% | $0.73 | — | COM | 03236M101 |