CIK: 0001167456 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 15, 2017
Total Value ($000): $8,865,290 (64.2% shares, 35.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NOVELLUS SYS INC | 99,914,000 | $379,423 | 4.3% | $2.79 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | VERISIGN INC | 136,800,000 | $349,952 | 3.9% | $1.85 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | VALSPAR CORP | 1,680,375 | $186,421 | 2.1% | $107.08 | — | COM | 920355104 |
| — | WHITEWAVE FOODS CO | 3,312,368 | $185,989 | 2.1% | $54.57 | — | COM | 966244105 |
| — | YAHOO INC | 3,793,194 | $176,042 | 2.0% | $39.51 | — | COM | 984332106 |
| — | CF CORP | 955,650 | $175,216 | 2.0% | $183.35 | — | *W EXP 05/25/202 | G20307115 |
| — | WESTAR ENERGY INC | 3,167,746 | $171,914 | 1.9% | $56.16 | — | COM | 95709T100 |
| NXPI | NXP SEMICONDUCTORS N V | 1,591,780 | $164,749 | 1.9% | $88.35 | +1.7% | COM | N6596X109 |
| — | B/E AEROSPACE INC | 2,518,256 | $161,445 | 1.8% | $60.19 | — | COM | 073302101 |
| — | MOBILEYE N V AMSTELVEEN | 2,548,068 | $156,451 | 1.8% | $61.40 | — | ORD SHS | N51488117 |
| — | TYSON FOODS INC | 2,294,550 | $155,341 | 1.8% | $49.94 | — | UNIT 99/99/9999 | 902494301 |
| — | DU PONT E I DE NEMOURS & CO | 1,913,559 | $153,716 | 1.7% | $80.33 | — | COM | 263534109 |
| — | MONSANTO CO NEW | 1,344,164 | $152,159 | 1.7% | $102.68 | — | COM | 61166W101 |
| — | CST BRANDS INC | 3,104,048 | $149,274 | 1.7% | $48.09 | — | COM | 12646R105 |
| — | INTEL CORP | 81,201,000 | $142,001 | 1.6% | $1.59 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | BROCADE COMMUNICATIONS SYS I | 11,031,669 | $137,675 | 1.6% | $12.49 | — | COM NEW | 111621306 |
| — | TIME WARNER INC | 1,355,945 | $132,489 | 1.5% | $96.76 | — | COM NEW | 887317303 |
| — | VCA INC | 1,419,869 | $129,918 | 1.5% | $91.50 | — | COM | 918194101 |
| — | LEVEL 3 COMMUNICATIONS INC | 2,251,274 | $128,818 | 1.5% | $56.81 | — | COM NEW | 52729N308 |
| — | REYNOLDS AMERICAN INC | 2,014,622 | $126,961 | 1.4% | $61.46 | — | COM | 761713106 |
| — | ANTHEM INC | 54,129,000 | $123,854 | 1.4% | $2.04 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | WEATHERFORD INTL LTD | 95,975,000 | $123,508 | 1.4% | $1.11 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | MEAD JOHNSON NUTRITION CO | 1,322,734 | $117,829 | 1.3% | $89.08 | — | COM | 582839106 |
| — | MOLINA HEALTHCARE INC | 86,325,000 | $110,496 | 1.2% | $1.47 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | ADVANCED MICRO DEVICES INC | 54,275,000 | $107,329 | 1.2% | $1.98 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | WESTERN REFNG INC | 3,026,777 | $106,149 | 1.2% | $37.12 | — | COM | 959319104 |
| — | AGRIUM INC | 1,098,343 | $104,947 | 1.2% | $98.03 | — | COM | 008916108 |
| — | CABELAS INC | 1,961,659 | $104,184 | 1.2% | $58.55 | — | COM | 126804301 |
| — | ZELTIQ AESTHETICS INC | 1,857,194 | $103,279 | 1.2% | $55.61 | — | COM | 98933Q108 |
| — | EVERBANK FINL CORP | 5,281,863 | $102,891 | 1.2% | $19.40 | — | COM | 29977G102 |
| — | PRICELINE GRP INC | 53,675,000 | $101,312 | 1.1% | $1.42 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | PALO ALTO NETWORKS INC | 76,050,000 | $90,880 | 1.0% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| — | T MOBILE US INC | 834,525 | $87,901 | 1.0% | $63.49 | — | CONV PFD SER A | 872590203 |
| — | CHEMTURA CORP | 2,478,336 | $82,776 | 0.9% | $32.94 | — | COM NEW | 163893209 |
| — | PRIVATEBANCORP INC | 1,391,683 | $82,624 | 0.9% | $49.10 | — | COM | 742962103 |
| — | MICRON TECHNOLOGY INC | 30,355,000 | $81,124 | 0.9% | $1.95 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | CEB INC | 1,025,832 | $80,630 | 0.9% | $78.60 | — | COM | 125134106 |
| — | ALERE INC | 1,995,337 | $79,275 | 0.9% | $49.60 | — | COM | 01449J105 |
| — | HEADWATERS INC | 3,207,615 | $75,315 | 0.8% | $23.52 | — | COM | 42210P102 |
| — | MEDICINES CO | 47,425,000 | $74,991 | 0.8% | $1.15 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | STILLWATER MNG CO | 4,275,966 | $73,846 | 0.8% | $16.11 | — | COM | 86074Q102 |
| — | CEMEX SAB DE CV | 59,500,000 | $69,727 | 0.8% | $1.10 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | MICROCHIP TECHNOLOGY INC | 21,475,000 | $66,801 | 0.8% | $1.96 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | ANTHEM INC | 1,320,250 | $66,329 | 0.7% | $48.39 | — | UNIT 05/01/20188 | 036752202 |
| — | TESLA INC | 27,650,000 | $61,780 | 0.7% | $1.65 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | GREAT PLAINS ENERGY INC | 1,159,125 | $61,723 | 0.7% | $50.81 | — | DEP SHS 1/20 B | 391164878 |
| — | WGL HLDGS INC | 703,320 | $58,045 | 0.7% | $82.53 | — | COM | 92924F106 |
| — | JOY GLOBAL INC | 1,949,851 | $55,083 | 0.6% | $27.88 | — | COM | 481165108 |
| — | INVENSENSE INC | 4,233,776 | $53,473 | 0.6% | $12.70 | — | COM | 46123D205 |
| — | RITE AID CORP | 12,513,560 | $53,183 | 0.6% | $7.90 | — | COM | 767754104 |
| — | EURONET WORLDWIDE INC | 41,325,000 | $52,457 | 0.6% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | ALLEGHENY TECHNOLOGIES INC | 34,325,000 | $51,101 | 0.6% | $1.38 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | TTM TECHNOLOGIES INC | 26,500,000 | $46,756 | 0.5% | $1.11 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | NIMBLE STORAGE INC | 3,622,232 | $45,278 | 0.5% | $12.50 | — | COM | 65440R101 |
| — | WELLTOWER INC | 697,025 | $44,196 | 0.5% | $60.73 | — | 6.50% PFD PREPET | 95040Q203 |
| — | INTEGRATED DEVICE TECHNOLOGY | 43,243,000 | $43,432 | 0.5% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | SPIRIT RLTY CAP INC NEW | 42,250,000 | $42,884 | 0.5% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | CARDINAL FINL CORP | 1,368,844 | $40,983 | 0.5% | $29.44 | — | COM | 14149F109 |
| — | DIGITALGLOBE INC | 1,250,986 | $40,970 | 0.5% | $32.75 | — | COM NEW | 25389M877 |
| — | STARWOOD PPTY TR INC | 34,825,000 | $39,875 | 0.4% | $1.14 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | PANDORA MEDIA INC | 39,480,000 | $39,776 | 0.4% | $1.03 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | ASTORIA FINL CORP | 1,882,414 | $38,608 | 0.4% | $20.51 | — | COM | 046265104 |
| — | MULTI PACKAGING SOLUTIONS IN | 2,132,031 | $38,270 | 0.4% | $17.95 | — | COM | G6331W109 |
| — | WEBMD HEALTH CORP | 36,675,000 | $37,409 | 0.4% | $1.02 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | MERITOR INC | 21,281,000 | $37,295 | 0.4% | $1.48 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | ISLE OF CAPRI CASINOS INC | 1,404,688 | $37,028 | 0.4% | $23.01 | — | COM | 464592104 |
| — | HORIZON PHARMA INVT LTD | 38,875,000 | $35,571 | 0.4% | $0.90 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | EMERGENT BIOSOLUTIONS INC | 29,400,000 | $35,133 | 0.4% | $1.19 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| — | SUCAMPO PHARMACEUTICALS INC | 33,200,000 | $33,013 | 0.4% | $0.99 | — | DBCV 3.250%12/1 | 864909AA4 |
| — | BIOVERATIV INC | 598,525 | $32,596 | 0.4% | $54.46 | — | COM | 09075E100 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL L | 31,350,000 | $31,291 | 0.4% | $1.00 | — | NOTE 5.750%10/1 | G81075AF3 |
| — | INPHI CORP | 22,125,000 | $30,602 | 0.3% | $1.30 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | ALLIED WRLD ASSUR COM HLDG A | 559,918 | $29,732 | 0.3% | $53.41 | — | SHS | H01531104 |
| — | THERAVANCE INC | 31,218,000 | $29,618 | 0.3% | $0.85 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| LW | LAMB WESTON HLDGS INC | 699,565 | $29,424 | 0.3% | $29.75 | +16.2% | COM | 513272104 |
| — | MGIC INVT CORP WIS | 20,000,000 | $29,150 | 0.3% | $1.49 | — | NOTE 2.000% 4/0 | 552848AE3 |
| BLD | TOPBUILD CORP | 613,981 | $28,857 | 0.3% | $29.87 | +35.9% | COM | 89055F103 |
| ADNT | ADIENT PLC | 395,421 | $28,735 | 0.3% | $50.50 | +27.0% | ORD SHS | G0084W101 |
| RACE | FERRARI N V | 382,401 | $28,435 | 0.3% | $41.15 | +57.9% | COM | N3167Y103 |
| — | WEBMD HEALTH CORP | 23,875,000 | $28,426 | 0.3% | $1.06 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | VERSUM MATLS INC | 926,131 | $28,340 | 0.3% | $28.07 | — | COM | 92532W103 |
| — | DYNEGY INC NEW DEL | 477,175 | $28,058 | 0.3% | $90.84 | — | UNIT 07/01/20191 | 26817R405 |
| — | AIR METHODS CORP | 648,354 | $27,879 | 0.3% | $43.00 | — | COM PAR $.06 | 009128307 |
| CC | CHEMOURS CO | 706,607 | $27,204 | 0.3% | $5.76 | +282.0% | COM | 163851108 |
| AA | ALCOA CORP | 781,735 | $26,892 | 0.3% | $25.90 | +29.0% | COM | 013872106 |
| — | MSG NETWORK INC | 1,130,558 | $26,399 | 0.3% | $19.37 | — | CL A | 553573106 |
| — | EZCORP INC | 27,950,000 | $26,168 | 0.3% | $0.96 | — | NOTE 2.625% 6/1 | 302301AB2 |
| — | VECTOR GROUP LTD | 17,775,000 | $25,814 | 0.3% | $1.52 | — | FRNT 1/1 | 92240MAY4 |
| ENR | ENERGIZER HLDGS INC NEW | 459,264 | $25,604 | 0.3% | $28.91 | +35.4% | COM | 29272W109 |
| CABO | CABLE ONE INC | 40,974 | $25,587 | 0.3% | $394.49 | +42.7% | COM | 12685J105 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 1,078,487 | $25,560 | 0.3% | $7.03 | +46.9% | COM | 42824C109 |
| — | SILVER STD RES INC | 25,650,000 | $25,201 | 0.3% | $0.93 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| FTV | FORTIVE CORP | 417,719 | $25,155 | 0.3% | $30.87 | +12.0% | COM | 34959J108 |
| — | MATLIN & PARTNERS ACQUISITIO | 2,500,000 | $25,050 | 0.3% | $10.02 | — | UNIT 05/28/2021A | 57682V205 |
| NGVT | INGEVITY CORP | 408,034 | $24,829 | 0.3% | $32.01 | +76.7% | COM | 45688C107 |
| EBAY | EBAY INC | 732,981 | $24,606 | 0.3% | $24.56 | +17.8% | COM | 278642103 |
| LITE | LUMENTUM HLDGS INC | 452,047 | $24,117 | 0.3% | $22.37 | +97.2% | COM | 55024U109 |
| — | OASIS PETE INC NEW | 17,500,000 | $23,647 | 0.3% | $1.35 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| YUMC | YUM CHINA HLDGS INC | 868,237 | $23,616 | 0.3% | $26.68 | +0.2% | COM | 98850P109 |
| — | COLONY CAP INC | 23,800,000 | $23,562 | 0.3% | $0.97 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | DYCOM INDS INC | 20,000,000 | $23,438 | 0.3% | $1.17 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | STANDARD PAC CORP NEW | 22,130,000 | $22,974 | 0.3% | $1.16 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 22,725,000 | $22,867 | 0.3% | $1.03 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | GENERAL CABLE CORP DEL NEW | 28,890,000 | $22,516 | 0.3% | $0.77 | — | FRNT 4.500%11/1 | 369300AL2 |
| VREX | VAREX IMAGING CORP | 669,170 | $22,484 | 0.3% | $31.14 | 0.0% | COM | 92214X106 |
| — | QUALITY CARE PPTYS INC | 1,186,263 | $22,373 | 0.3% | $15.50 | — | COM | 747545101 |
| — | HOLOGIC INC | 17,750,000 | $22,010 | 0.2% | $1.23 | — | FRNT 12/1 | 436440AG6 |
| — | NEUSTAR INC | 662,432 | $21,960 | 0.2% | $33.40 | — | CL A | 64126X201 |
| — | ACORDA THERAPEUTICS INC | 25,325,000 | $21,653 | 0.2% | $0.98 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | SPIRIT RLTY CAP INC NEW | 21,025,000 | $21,590 | 0.2% | $1.01 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | PACIFIC CONTINENTAL CORP | 858,629 | $21,036 | 0.2% | $24.50 | — | COM | 69412V108 |
| — | IXIA | 1,065,411 | $20,935 | 0.2% | $19.65 | — | COM | 45071R109 |
| — | HURON CONSULTING GROUP INC | 22,405,000 | $20,879 | 0.2% | $0.97 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | BLACK HILLS CORP | 281,523 | $20,641 | 0.2% | $60.80 | — | UNIT 99/99/9999 | 092113125 |
| — | SEACOR HOLDINGS INC | 20,150,000 | $20,616 | 0.2% | $0.98 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | AKAMAI TECHNOLOGIES INC | 20,325,000 | $20,147 | 0.2% | $0.99 | — | DBCV 2/1 | 00971TAG6 |
| — | NXP SEMICONDUCTORS N V | 17,300,000 | $20,111 | 0.2% | $1.14 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | STARWOOD PPTY TR INC | 20,000,000 | $20,025 | 0.2% | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | MOLINA HEALTHCARE INC | 18,699,000 | $19,821 | 0.2% | $1.12 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 2,849,962 | $19,722 | 0.2% | $7.36 | — | COM | 518415104 |
| GNW | GENWORTH FINL INC | 4,666,501 | $19,226 | 0.2% | $4.41 | -12.6% | COM CL A | 37247D106 |
| — | CARE CAP PPTYS INC | 706,991 | $18,997 | 0.2% | $30.70 | — | COM | 141624106 |
| — | WILLIAMS CLAYTON ENERGY INC | 143,752 | $18,987 | 0.2% | $132.08 | — | COM | 969490101 |
| CNDT | CONDUENT INC | 1,108,965 | $18,608 | 0.2% | $15.22 | 0.0% | COM | 206787103 |
| — | PROSPECT CAPITAL CORPORATION | 18,700,000 | $18,560 | 0.2% | $0.94 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | FINTECH ACQUISITION CORP II | 1,800,000 | $18,468 | 0.2% | $10.26 | — | UNIT 99/99/9999 | 31810G208 |
| — | SILVER BAY RLTY TR CORP | 800,452 | $17,186 | 0.2% | $21.47 | — | COM | 82735Q102 |
| — | ILLUMINA INC | 16,875,000 | $17,065 | 0.2% | $1.01 | — | NOTE 6/1 | 452327AF6 |
| — | GCP APPLIED TECHNOLOGIES INC | 481,512 | $15,721 | 0.2% | $22.29 | — | COM | 36164Y101 |
| — | TESLA INC | 15,000,000 | $15,703 | 0.2% | $1.05 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | DOMINION RES INC VA NEW | 303,475 | $15,450 | 0.2% | $50.55 | — | UNIT 08/15/2019 | 25746U836 |
| PK | PARK HOTELS RESORTS INC | 571,652 | $14,674 | 0.2% | $25.67 | — | COM | 700517105 |
| — | UNITI GROUP INC | 546,014 | $14,114 | 0.2% | $25.85 | — | COM | 91325V108 |
| — | SUNPOWER CORP | 14,450,000 | $13,420 | 0.2% | $1.11 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | SUNPOWER CORP | 16,975,000 | $13,357 | 0.2% | $0.72 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | MONEYGRAM INTL INC | 710,147 | $11,938 | 0.1% | $16.81 | — | COM NEW | 60935Y208 |
| — | AMTRUST FINL SVCS INC | 14,200,000 | $10,828 | 0.1% | $0.77 | — | NOTE 2.750%12/1 | 032359AG6 |
| — | ALON USA ENERGY INC | 864,940 | $10,544 | 0.1% | $12.19 | — | COM | 020520102 |
| — | SILVER RUN ACQUISITION | 1,000,000 | $10,440 | 0.1% | $10.44 | — | UNIT 99/99/9999 | 82812A202 |
| — | APOLLO COML REAL EST FIN INC | 9,450,000 | $10,413 | 0.1% | $1.05 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | FIDELITY & GTY LIFE | 373,478 | $10,383 | 0.1% | $25.09 | — | COM | 315785105 |
| — | LIBERTY MEDIA CORP | 18,774,646 | $10,244 | 0.1% | $0.55 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | BROCADE COMMUNICATIONS SYS I | 10,000,000 | $10,138 | 0.1% | $1.01 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | DOMINION RES INC VA NEW | 200,000 | $10,092 | 0.1% | $50.06 | — | UNIT 99/99/9999 | 25746U869 |
| — | BLACKHAWK NETWORK HLDGS INC | 247,390 | $10,044 | 0.1% | $37.81 | — | COM | 09238E104 |
| — | HUNTER MARITIME ACQUISITION | 950,000 | $9,880 | 0.1% | $10.15 | — | UNIT 99/99/9999 | Y37828103 |
| — | INTEL CORP | 7,225,000 | $9,853 | 0.1% | $1.27 | — | SDCV 12/1 | 458140AD2 |
| HGV | HILTON GRAND VACATIONS INC | 341,850 | $9,797 | 0.1% | $28.53 | 0.0% | COM | 43283X105 |
| — | METALDYNE PERFORMANCE GROUP | 419,567 | $9,587 | 0.1% | $22.95 | — | COM | 59116R107 |
| — | CONVERGYS CORP | 4,725,000 | $9,347 | 0.1% | $2.10 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | VECTOR GROUP LTD | 8,125,000 | $9,217 | 0.1% | $1.15 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | CASCADE BANCORP | 1,187,016 | $9,152 | 0.1% | $8.12 | — | COM NEW | 147154207 |
| — | HERITAGE OAKS BANCORP | 679,470 | $9,071 | 0.1% | $12.39 | — | COM | 42724R107 |
| — | SOUTHWEST BANCORP INC OKLA | 344,744 | $9,015 | 0.1% | $29.00 | — | COM | 844767103 |
| — | LUMOS NETWORKS CORP | 479,425 | $8,486 | 0.1% | $17.70 | — | COM | 550283105 |
| — | STARWOOD PPTY TR INC | 7,575,000 | $8,309 | 0.1% | $1.10 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | STONEGATE BK FT LAUDERDALE F | 174,259 | $8,206 | 0.1% | $47.09 | — | COM | 861811107 |
| — | M III ACQUISITION CORP | 808,712 | $7,925 | 0.1% | $9.80 | — | COM | 55378T104 |
| — | SOUTHWESTERN ENERGY CO | 379,300 | $7,586 | 0.1% | $46.40 | — | DEP SHS 1/20 B | 845467208 |
| — | KAYNE ANDERSON ACQUISITION | 750,000 | $7,515 | 0.1% | $10.02 | — | UNIT 06/30/2022 | 48661U201 |
| BCE | BCE INC | 166,165 | $7,336 | 0.1% | $25.70 | 0.0% | COM NEW | 05534B760 |
| — | TRINITY INDS INC | 5,750,000 | $7,011 | 0.1% | $1.22 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | GANNETT CO INC | 805,882 | $6,753 | 0.1% | $15.78 | — | COM | 36473H104 |
| — | FAIRPOINT COMMUNICATIONS INC | 406,610 | $6,750 | 0.1% | $18.70 | — | COM NEW | 305560302 |
| — | SUFFOLK BANCORP | 166,456 | $6,726 | 0.1% | $32.03 | — | COM | 864739107 |
| — | MERCHANTS BANCSHARES | 137,606 | $6,701 | 0.1% | $54.20 | — | COM | 588448100 |
| — | TRC COS INC | 353,500 | $6,169 | 0.1% | $17.45 | — | COM | 872625108 |
| — | EXAR CORP | 420,979 | $5,477 | 0.1% | $13.01 | — | COM | 300645108 |
| — | ULTRATECH INC | 174,813 | $5,178 | 0.1% | $29.62 | — | COM | 904034105 |
| — | INVACARE CORP | 5,000,000 | $5,063 | 0.1% | $1.01 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | AMYRIS INC | 9,626,000 | $5,054 | 0.1% | $0.64 | — | NOTE 9.500% 4/1 | 03236MAF8 |
| — | PATTERN ENERGY GROUP INC | 5,000,000 | $4,981 | 0.1% | $1.01 | — | NOTE 4.000% 7/1 | 70338PAB6 |
| — | MEDIDATA SOLUTIONS INC | 4,150,000 | $4,757 | 0.1% | $1.15 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | BROOKDALE SR LIVING INC | 4,650,000 | $4,592 | 0.1% | $0.99 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | PDL BIOPHARMA INC | 5,000,000 | $4,366 | 0.0% | $0.81 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | ECHO GLOBAL LOGISTICS INC | 4,600,000 | $4,356 | 0.0% | $0.98 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | RAMBUS INC DEL | 3,575,000 | $4,292 | 0.0% | $1.23 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | GORES HLDGS II INC | 400,000 | $4,116 | 0.0% | $10.29 | — | UNIT 99/99/9999 | 382867208 |
| — | AMERICAN RLTY CAP PPTYS INC | 4,000,000 | $4,008 | 0.0% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | AVISTA HEALTHCARE PUB ACQ CO | 400,000 | $3,980 | 0.0% | $9.95 | — | CL A | G0726L125 |
| — | AMERICAN RLTY CAP PPTYS INC | 3,875,000 | $3,897 | 0.0% | $1.02 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | PACIFIC SPL ACQUISITION CORP | 373,500 | $3,866 | 0.0% | $9.85 | — | SHS | G68588105 |
| — | NEW YORK MTG TR INC | 3,725,000 | $3,664 | 0.0% | $0.98 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | HEALTHWAYS INC | 2,250,000 | $3,469 | 0.0% | $1.17 | — | NOTE 1.500% 7/0 | 422245AB6 |
| NWSA | NEWS CORP NEW | 260,487 | $3,386 | 0.0% | $12.36 | -8.6% | CL A | 65249B109 |
| — | ORIGO ACQUISITION CORP | 325,500 | $3,385 | 0.0% | $10.22 | — | SHS | G67789126 |
| PHUN | STELLAR ACQUISITION III INC | 300,000 | $3,015 | 0.0% | $10.05 | — | COM | Y8172W107 |
| — | CF CORP | 300,000 | $3,003 | 0.0% | $9.79 | — | SHS CL A | G20307107 |
| — | UNIVERSAL AMERN CORP NEW | 273,305 | $2,725 | 0.0% | $9.95 | — | COM | 91338E101 |
| — | J2 GLOBAL INC | 1,975,000 | $2,676 | 0.0% | $1.16 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| NICE | NICE LTD | 39,000 | $2,651 | 0.0% | $67.97 | — | SPONSORED ADR | 653656108 |
| — | M I ACQUISITIONS INC | 250,000 | $2,518 | 0.0% | $10.07 | — | COM | 55304A104 |
| — | LANDCADIA HLDGS INC | 250,000 | $2,493 | 0.0% | $9.78 | — | CL A | 51476W107 |
| — | STONEGATE MTG CORP | 312,844 | $2,490 | 0.0% | $7.96 | — | COM | 86181Q300 |
| — | AMAG PHARMACEUTICALS INC | 2,250,000 | $2,460 | 0.0% | $1.11 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $2,444 | 0.0% | $0.42 | — | NOTE 5.875%11/3 | 20478NAD2 |
| — | CENVEO CORP | 2,425,000 | $2,413 | 0.0% | $0.94 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | PRICELINE GRP INC | 1,308 | $2,328 | 0.0% | $1465.96 | — | COM NEW | 741503403 |
| — | ENERNOC INC | 2,625,000 | $2,197 | 0.0% | $0.70 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | COWEN GROUP INC NEW | 2,050,000 | $2,083 | 0.0% | $1.14 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | KLR ENERGY ACQUISITION CORP | 200,000 | $2,058 | 0.0% | $10.12 | — | CL A | 49877M108 |
| — | CAPITOL ACQUISITION CORP III | 1,075,000 | $2,043 | 0.0% | $0.42 | — | *W EXP 10/19/202 | 14055M114 |
| — | MACQUARIE INFRASTRUCTURE COR | 25,348 | $2,043 | 0.0% | $81.71 | — | COM | 55608B105 |
| — | JENSYN ACQUISITION CORP | 174,000 | $1,784 | 0.0% | $10.03 | — | COM | 47632B102 |
| — | LMI AEROSPACE INC | 129,011 | $1,778 | 0.0% | $13.78 | — | COM | 502079106 |
| — | DHT HOLDINGS INC | 1,750,000 | $1,755 | 0.0% | $0.95 | — | DEBT 4.500%10/0 | 23335SAB2 |
| — | ALBANY MOLECULAR RESH INC | 1,600,000 | $1,749 | 0.0% | $1.28 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | VIRTUS INVT PARTNERS INC | 17,975 | $1,748 | 0.0% | $97.25 | — | PFD CV SER D | 92828Q208 |
| — | CORENERGY INFRASTRUCTURE TR | 1,500,000 | $1,678 | 0.0% | $0.85 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | ACCURAY INC | 1,475,000 | $1,607 | 0.0% | $1.78 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | CENTRUE FINL CORP NEW | 61,214 | $1,595 | 0.0% | $26.06 | — | COM NEW | 15643B205 |
| — | GAS NAT INC | 125,461 | $1,593 | 0.0% | $12.55 | — | COM | 367204104 |
| — | FBR & CO | 87,105 | $1,572 | 0.0% | $18.05 | — | COM NEW | 30247C400 |
| — | RESOURCE CAP CORP | 1,500,000 | $1,513 | 0.0% | $0.96 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | DELL TECHNOLOGIES INC | 23,600 | $1,512 | 0.0% | $47.80 | — | COM CL V | 24703L103 |
| — | SPECTRUM PHARMACEUTICALS INC | 1,450,000 | $1,463 | 0.0% | $0.92 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | QUINPARIO ACQUISITION CORP 2 | 2,880,708 | $1,440 | 0.0% | $0.30 | — | *W EXP 01/01/202 | 74874U119 |
| — | GIGPEAK INC | 460,753 | $1,419 | 0.0% | $3.08 | — | COM | 37518Q109 |
| — | BOULEVARD ACQUISITION | 1,698,740 | $1,393 | 0.0% | $0.40 | — | *W EXP 09/25/202 | 10157Q110 |
| — | GREEN PLAINS INC | 1,000,000 | $1,326 | 0.0% | $1.27 | — | NOTE 3.250%10/0 | 393222AD6 |
| — | ENVISION HEALTHCARE CORP | 11,400 | $1,300 | 0.0% | $118.95 | — | PFD CNV 5.25% A1 | 29414D209 |
| TRGP | TARGA RES CORP | 21,613 | $1,295 | 0.0% | $28.49 | +40.9% | COM | 87612G101 |
| — | DELTA NAT GAS INC | 41,389 | $1,256 | 0.0% | $30.35 | — | COM | 247748106 |
| — | HARMONIC INC | 1,000,000 | $1,250 | 0.0% | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | INSPIRED ENTMT INC | 1,533,043 | $1,150 | 0.0% | $0.60 | — | *W EXP 10/20/202 | 45782N116 |
| — | LIBERTY ALL STAR EQUITY FD | 197,207 | $1,077 | 0.0% | $5.83 | — | SH BEN INT | 530158104 |
| — | QUIDEL CORP | 1,000,000 | $1,029 | 0.0% | $1.09 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | ONEOK PARTNERS LP | 17,057 | $921 | 0.0% | $37.99 | — | UNIT LTD PARTN | 68268N103 |
| — | TRANSMONTAIGNE PARTNERS L P | 20,121 | $899 | 0.0% | $31.15 | — | COM UNIT L P | 89376V100 |
| — | ALPINE GLOBAL PREMIER PPTYS | 153,823 | $880 | 0.0% | $6.77 | — | COM SBI | 02083A103 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 900,000 | $854 | 0.0% | $0.81 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | VITAMIN SHOPPE INC | 1,000,000 | $853 | 0.0% | $0.93 | — | NOTE 2.250%12/0 | 92849EAB7 |
| — | SABAN CAP ACQUISITION CORP | 84,000 | $832 | 0.0% | $9.90 | — | COM CL A | 78516C106 |
| MPLX | MPLX LP | 23,015 | $830 | 0.0% | $50.41 | — | COM UNIT REP LTD | 55336V100 |
| — | BLACKROCK RES & COMM STRAT T | 93,589 | $805 | 0.0% | $9.56 | — | SHS | 09257A108 |
| UA | UNDER ARMOUR INC | 43,718 | $800 | 0.0% | $27.67 | -24.7% | CL C | 904311206 |
| — | WILLIAMS PARTNERS L P NEW | 18,936 | $773 | 0.0% | $49.22 | — | COM UNIT LTD PAR | 96949L105 |
| EPD | ENTERPRISE PRODS PARTNERS L | 27,660 | $764 | 0.0% | $32.94 | — | COM | 293792107 |
| — | HARMONY MERGER CORP | 1,515,467 | $758 | 0.0% | $0.40 | — | *W EXP 01/01/202 | 413247123 |
| TGLS | TECNOGLASS INC | 65,127 | $707 | 0.0% | $9.08 | -0.5% | SHS | G87264100 |
| — | ENABLE MIDSTREAM PARTNERS LP | 42,053 | $702 | 0.0% | $13.64 | — | COM UNIT RP IN | 292480100 |
| — | DCP MIDSTREAM LP | 17,646 | $692 | 0.0% | $32.23 | — | COM UT LTD PTN | 23311P100 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 8,957 | $689 | 0.0% | $76.26 | — | COM UNIT RP LP | 559080106 |
| — | BOARDWALK PIPELINE PARTNERS | 37,202 | $681 | 0.0% | $14.56 | — | UT LTD PARTNER | 096627104 |
| — | RENEWABLE ENERGY GROUP INC | 675,000 | $676 | 0.0% | $0.93 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | ADAMS DIVERSIFIED EQUITY FD | 48,751 | $670 | 0.0% | $12.82 | — | COM | 006212104 |
| INSE | INSPIRED ENTMT INC | 62,976 | $668 | 0.0% | $9.86 | -10.2% | COM | 45782N108 |
| — | CENTRAL SECS CORP | 26,557 | $637 | 0.0% | $21.80 | — | COM | 155123102 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 26,128 | $627 | 0.0% | $25.37 | — | COM UNIT LTD | 866142102 |
| — | RICE MIDSTREAM PARTNERS LP | 24,868 | $627 | 0.0% | $13.71 | — | UNIT LTD PARTN | 762819100 |
| — | WESTERN GAS PARTNERS LP | 10,341 | $625 | 0.0% | $61.23 | — | COM UNIT LP IN | 958254104 |
| — | HOLLY ENERGY PARTNERS L P | 17,387 | $621 | 0.0% | $31.38 | — | COM UT LTD PTN | 435763107 |
| — | NUSTAR ENERGY LP | 11,739 | $610 | 0.0% | $55.78 | — | UNIT COM | 67058H102 |
| — | ENERGY TRANSFER PRTNRS L P | 16,605 | $606 | 0.0% | $53.51 | — | UNIT LTD PARTN | 29273R109 |
| — | TALLGRASS ENERGY PARTNERS LP | 11,260 | $599 | 0.0% | $49.53 | — | COM UNIT | 874697105 |
| KMI | KINDER MORGAN INC DEL | 27,367 | $595 | 0.0% | $23.87 | -42.9% | COM | 49456B101 |
| — | CRESTWOOD EQUITY PARTNERS LP | 22,636 | $594 | 0.0% | $20.76 | — | UNIT LTD PARTNER | 226344208 |
| — | KLR ENERGY ACQUISITION CORP | 500,000 | $590 | 0.0% | $0.42 | — | *W EXP 09/16/202 | 49877M116 |
| — | TC PIPELINES LP | 9,875 | $589 | 0.0% | $58.89 | — | UT COM LTD PRT | 87233Q108 |
| CQP | CHENIERE ENERGY PARTNERS LP | 18,085 | $584 | 0.0% | $29.83 | — | COM UNIT | 16411Q101 |
| — | SEMGROUP CORP | 15,933 | $574 | 0.0% | $41.74 | — | CL A | 81663A105 |
| PAA | PLAINS ALL AMERN PIPELINE L | 17,670 | $559 | 0.0% | $35.73 | — | UNIT LTD PARTN | 726503105 |
| — | ANI PHARMACEUTICALS INC | 525,000 | $557 | 0.0% | $1.15 | — | NOTE 3.000%12/0 | 00182CAA1 |
| — | EXETER RES CORP | 321,130 | $556 | 0.0% | $1.73 | — | COM | 301835104 |
| — | ENLINK MIDSTREAM PARTNERS LP | 29,009 | $531 | 0.0% | $22.42 | — | COM UNIT REP LTD | 29336U107 |
| — | EASTERN VA BANKSHARES INC | 50,127 | $525 | 0.0% | $10.45 | — | COM | 277196101 |
| — | AMERIGAS PARTNERS L P | 10,964 | $516 | 0.0% | $46.56 | — | UNIT L P INT | 030975106 |
| — | TESORO LOGISTICS LP | 9,250 | $504 | 0.0% | $44.97 | — | COM UNIT LP | 88160T107 |
| ATLC | ATLANTICUS HLDGS CORP | 191,430 | $500 | 0.0% | $2.61 | +5.0% | COM | 04914Y102 |
| — | VALERO ENERGY PARTNERS LP | 10,221 | $490 | 0.0% | $47.94 | — | COM UNT REP LP | 91914J102 |
| — | DASEKE INC | 428,837 | $480 | 0.0% | $1.12 | — | *W EXP 03/31/202 | 23753F115 |
| — | BUCKEYE PARTNERS L P | 6,687 | $458 | 0.0% | $72.42 | — | UNIT LTD PARTN | 118230101 |
| — | SPECTRA ENERGY PARTNERS LP | 10,414 | $455 | 0.0% | $49.66 | — | COM | 84756N109 |
| — | GAIN CAP HLDGS INC | 450,000 | $449 | 0.0% | $1.08 | — | NOTE 4.125%12/0 | 36268WAB6 |
| — | ELECTRUM SPL ACQUISITION COR | 990,000 | $446 | 0.0% | $0.45 | — | *W EXP 99/99/999 | G3105C112 |
| — | INVESCO VALUE MUN INCOME TR | 30,342 | $443 | 0.0% | $14.63 | — | COM | 46132P108 |
| — | SUNOCO LOGISTICS PRTNRS L P | 17,976 | $439 | 0.0% | $40.97 | — | COM UNITS | 86764L108 |
| — | AVID TECHNOLOGY INC | 600,000 | $426 | 0.0% | $0.68 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | PHILLIPS 66 PARTNERS LP | 8,245 | $423 | 0.0% | $66.74 | — | COM UNIT REP INT | 718549207 |
| GEL | GENESIS ENERGY L P | 12,925 | $419 | 0.0% | $44.54 | — | UNIT LTD PARTN | 371927104 |
| — | GLOBAL PARTNER ACQUISITION C | 1,068,000 | $417 | 0.0% | $0.27 | — | *W EXP 07/01/202 | 37954X113 |
| — | AVISTA HEALTHCARE PUB ACQ CO | 1,000,000 | $410 | 0.0% | $0.41 | — | *W EXP 99/99/999 | G0726L117 |
| — | RMR REAL ESTATE INCOME FUND | 19,424 | $408 | 0.0% | $20.76 | — | COM | 76970B101 |
| — | GENERAL AMERN INVS INC | 11,864 | $398 | 0.0% | $31.17 | — | COM | 368802104 |
| — | GP INVTS ACQUISITION COR | 987,500 | $395 | 0.0% | $0.40 | — | *W EXP 05/19/202 | G40357108 |
| — | MYLAN N V | 10,000 | $390 | 0.0% | $39.00 | — | SHS EURO | N59465109 |
| — | CONE MIDSTREAM PARTNERS LP | 16,400 | $387 | 0.0% | $9.89 | — | COM UNIT REPST | 206812109 |
| HRI | HERC HLDGS INC | 7,787 | $381 | 0.0% | $30.89 | +40.2% | COM | 42704L104 |
| MMLP | MARTIN MIDSTREAM PRTNRS L P | 18,768 | $375 | 0.0% | $31.78 | — | UNIT L P INT | 573331105 |
| — | ENBRIDGE ENERGY PARTNERS L P | 19,465 | $370 | 0.0% | $31.04 | — | COM | 29250R106 |
| — | ADAM NAT RES FD INC | 19,015 | $369 | 0.0% | $20.13 | — | COM | 00548F105 |
| — | TEEKAY LNG PARTNERS L P | 20,319 | $357 | 0.0% | $26.79 | — | PRTNRSP UNITS | Y8564M105 |
| ASIX | ADVANSIX INC | 13,011 | $355 | 0.0% | $16.41 | +44.2% | COM | 00773T101 |
| — | LANDCADIA HLDGS INC | 500,000 | $340 | 0.0% | $0.70 | — | *W EXP 06/01/202 | 51476W115 |
| UNH | UNITEDHEALTH GROUP INC | 2,042 | $335 | 0.0% | $142.11 | 0.0% | COM | 91324P102 |
| PJT | PJT PARTNERS INC | 9,524 | $334 | 0.0% | $20.55 | +52.5% | COM CL A | 69343T107 |
| — | WELBILT INC | 16,639 | $327 | 0.0% | $19.65 | — | COM | 949090104 |
| — | MANITOWOC INC | 55,865 | $318 | 0.0% | $4.33 | — | COM | 563571108 |
| — | SHELL MIDSTREAM PARTNERS L P | 9,609 | $310 | 0.0% | $41.52 | — | UNIT LTD INT | 822634101 |
| CBOE | CBOE HLDGS INC | 3,568 | $289 | 0.0% | $69.83 | 0.0% | COM | 12503M108 |
| — | EASTERLY ACQUISITION CORP | 823,250 | $288 | 0.0% | $0.33 | — | *W EXP 07/29/202 | 27616L110 |
| — | NUVEEN CA QUALTY MUN INCOME | 19,944 | $287 | 0.0% | $14.12 | — | COM | 67066Y105 |
| — | RESOURCE CAP CORP | 275,000 | $279 | 0.0% | $0.92 | — | NOTE 6.000%12/0 | 76120WAA2 |
| — | M III ACQUISITION CORP | 808,712 | $275 | 0.0% | $0.34 | — | *W EXP 10/10/202 | 55378T112 |
| — | LSC COMMUNICATIONS INC | 10,871 | $274 | 0.0% | $29.68 | — | COM | 50218P107 |
| — | APTEVO THERAPEUTICS INC | 132,502 | $273 | 0.0% | $2.56 | — | COM | 03835L108 |
| — | BARNES & NOBLE ED INC | 27,916 | $268 | 0.0% | $12.71 | — | COM | 06777U101 |
| — | QUORUM HEALTH CORP | 47,681 | $259 | 0.0% | $10.71 | — | COM | 74909E106 |
| AFIIQ | ARMSTRONG FLOORING INC | 13,995 | $258 | 0.0% | $16.04 | +26.4% | COM | 04238R106 |
| — | ALPINE GLOBAL DYNAMIC DIVD F | 25,730 | $251 | 0.0% | $10.19 | — | COM NEW | 02082E205 |
| DFIN | DONNELLEY FINL SOLUTIONS INC | 12,726 | $245 | 0.0% | $21.18 | +6.4% | COM | 25787G100 |
| — | PARKWAY INC | 12,098 | $241 | 0.0% | $22.25 | — | COM | 70156Q107 |
| GOOS | CANADA GOOSE HOLDINGS INC | 15,000 | $239 | 0.0% | $16.27 | 0.0% | SHS SUB VTG | 135086106 |
| — | SPX CORP | 9,552 | $232 | 0.0% | $9.33 | — | COM | 784635104 |
| — | STELLAR ACQUISITION III INC | 600,000 | $204 | 0.0% | $0.34 | — | *W EXP 03/22/202 | Y8172W115 |
| — | BARINGTON HILCO ACQUISITION | 545,520 | $194 | 0.0% | $0.28 | — | RIGHT 02/13/2017 | 06759V119 |
| — | INVESCO CALIF VALUE MUN INC | 15,143 | $187 | 0.0% | $12.15 | — | COM | 46132H106 |
| — | ALLIANCE CALIF MUN INCOME FD | 13,469 | $179 | 0.0% | $13.29 | — | COM | 018546101 |
| — | FIRST CMNTY FINL PARTNERS IN | 13,473 | $172 | 0.0% | $12.77 | — | COM | 31985Q106 |
| — | PACIFIC SPL ACQUISITION CORP | 398,300 | $159 | 0.0% | $0.15 | — | RIGHT 03/15/2017 | G68588113 |
| — | AGROFRESH SOLUTIONS | 534,500 | $139 | 0.0% | $2.10 | — | *W EXP 07/31/202 | 00856G117 |
| — | PLAYA HOTELS & RESORTS NV | 150,000 | $115 | 0.0% | $0.77 | — | *W EXP 03/10/202 | N70544114 |
| — | JASON INDS INC | 1,933,070 | $108 | 0.0% | $0.79 | — | *W EXP 06/30/201 | 471172114 |
| — | ASSOCIATED BANC CORP | 20,065 | $107 | 0.0% | $2.52 | — | *W EXP 11/21/201 | 045487113 |
| — | BARINGTON HILCO ACQUISITION | 542,609 | $92 | 0.0% | $0.16 | — | *W EXP 02/11/201 | 06759V127 |
| — | M I ACQUISITIONS INC | 250,000 | $80 | 0.0% | $0.32 | — | *W EXP 99/99/999 | 55304A112 |
| — | COMMUNITY HEALTH SYS INC NEW | 9,282,097 | $79 | 0.0% | $0.02 | — | RIGHT 99/99/9999 | 203668116 |
| — | JENSYN ACQUISITION CORP | 174,000 | $61 | 0.0% | $0.20 | — | RIGHT 99/99/9999 | 47632B128 |
| — | ORIGO ACQUISITION CORP | 325,500 | $55 | 0.0% | $0.13 | — | RIGHT 09/12/2017 | G67789134 |
| — | SABAN CAP ACQUISITION CORP | 42,000 | $55 | 0.0% | $1.31 | — | *W EXP 09/21/202 | 78516C114 |
| — | JENSYN ACQUISITION CORP | 199,000 | $54 | 0.0% | $0.07 | — | *W EXP 03/01/202 | 47632B110 |
| — | AXAR ACQUISITION CORP | 697,500 | $52 | 0.0% | $0.07 | — | *W EXP 12/31/202 | 05455L110 |
| — | DELTA TECHNOLOGY HLDGS LTD | 920,480 | $51 | 0.0% | $0.06 | — | *W EXP 12/18/201 | G8477B113 |
| — | VALLEY NATL BANCORP | 116,185 | $40 | 0.0% | $0.20 | — | *W EXP 11/14/201 | 919794131 |
| — | ORIGO ACQUISITION CORP | 350,000 | $39 | 0.0% | $0.11 | — | *W EXP 12/17/202 | G67789118 |