Location: Greenwich, CT
CIK: 0001167456 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 14, 2017
Total Value: $9.236B (60.7% shares, 39.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NOVELLUS SYS INC | 119,892,000 | $659M | 7.1% | $3.02 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | VERISIGN INC | 136,300,000 | $425M | 4.6% | $1.85 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | ALTABA INC | 4,722,497 | $313M | 3.4% | $66.24 | — | COM | 021346101 |
| HUN | HUNTSMAN CORP | 8,409,395 | $231M | 2.5% | $25.15 | +6.0% | COM | 447011107 |
| — | MONSANTO CO NEW | 1,801,000 | $216M | 2.3% | $106.84 | — | COM | 61166W101 |
| — | ROCKWELL COLLINS INC | 1,618,539 | $212M | 2.3% | $130.57 | — | COM | 774341101 |
| — | VWR CORP | 6,288,335 | $208M | 2.3% | $33.09 | — | COM | 91843L103 |
| — | TIME WARNER INC | 1,891,951 | $194M | 2.1% | $97.98 | — | COM NEW | 887317303 |
| — | BROCADE COMMUNICATIONS SYS I | 15,786,776 | $189M | 2.0% | $12.45 | — | COM NEW | 111621306 |
| — | SCRIPPS NETWORKS INTERACT IN | 2,165,976 | $186M | 2.0% | $85.89 | — | CL A COM | 811065101 |
| — | RICE ENERGY INC | 6,362,496 | $184M | 2.0% | $27.02 | — | COM | 762760106 |
| — | PRICELINE GRP INC | 91,314,000 | $177M | 1.9% | $1.65 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | BARD C R INC | 527,993 | $169M | 1.8% | $317.45 | — | COM | 067383109 |
| — | MICROCHIP TECHNOLOGY INC | 87,925,000 | $154M | 1.7% | $1.57 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | MOLINA HEALTHCARE INC | 87,325,000 | $151M | 1.6% | $1.47 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | INTEL CORP | 81,201,000 | $149M | 1.6% | $1.59 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | LEVEL 3 COMMUNICATIONS INC | 2,643,391 | $141M | 1.5% | $57.33 | — | COM NEW | 52729N308 |
| — | ANTHEM INC | 54,129,000 | $141M | 1.5% | $2.04 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | KITE PHARMA INC | 759,314 | $137M | 1.5% | $179.81 | — | COM | 49803L109 |
| — | ORBITAL ATK INC | 996,482 | $133M | 1.4% | $133.16 | — | COM | 68557N103 |
| — | WESTAR ENERGY INC | 2,582,852 | $128M | 1.4% | $55.92 | — | COM | 95709T100 |
| — | WGL HLDGS INC | 1,486,199 | $125M | 1.4% | $83.38 | — | COM | 92924F106 |
| — | CALPINE CORP | 7,847,445 | $116M | 1.3% | $14.75 | — | COM NEW | 131347304 |
| — | PAREXEL INTL CORP | 1,301,861 | $115M | 1.2% | $86.94 | — | COM | 699462107 |
| AVA | AVISTA CORP | 2,144,385 | $111M | 1.2% | $35.25 | 0.0% | COM | 05379B107 |
| — | AKORN INC | 3,295,577 | $109M | 1.2% | $33.54 | — | COM | 009728106 |
| — | ALERE INC | 2,131,268 | $109M | 1.2% | $49.63 | — | COM | 01449J105 |
| — | MICRON TECHNOLOGY INC | 29,305,000 | $105M | 1.1% | $1.95 | — | NOTE 2.125% 2/1 | 595112AV5 |
| NXPI | NXP SEMICONDUCTORS N V | 925,305 | $105M | 1.1% | $89.56 | +10.7% | COM | N6596X109 |
| — | DISH NETWORK CORP | 92,500,000 | $104M | 1.1% | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | ADVANCED MICRO DEVICES INC | 58,350,000 | $103M | 1.1% | $1.96 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | ANTHEM INC | 1,920,000 | $101M | 1.1% | $49.85 | — | UNIT 05/01/20188 | 036752202 |
| — | WEATHERFORD INTL LTD | 77,725,000 | $85.06M | 0.9% | $1.11 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | NXSTAGE MEDICAL INC | 2,939,902 | $81.14M | 0.9% | $27.60 | — | COM | 67072V103 |
| — | DIGITALGLOBE INC | 2,050,045 | $72.26M | 0.8% | $33.20 | — | COM NEW | 25389M877 |
| — | CAPITAL BK FINL CORP | 1,739,172 | $71.39M | 0.8% | $38.79 | — | CL A COM | 139794101 |
| — | ALLEGHENY TECHNOLOGIES INC | 33,950,000 | $62.3M | 0.7% | $1.38 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | TESLA INC | 49,800,000 | $61.28M | 0.7% | $1.18 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | EURONET WORLDWIDE INC | 41,325,000 | $56.1M | 0.6% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| FTV | FORTIVE CORP | 765,660 | $54.2M | 0.6% | $34.96 | +15.0% | COM | 34959J108 |
| — | DOMINION DIAMOND CORP | 3,821,353 | $54.19M | 0.6% | $14.18 | — | COM | 257287102 |
| — | NEURODERM LTD | 1,370,876 | $53.33M | 0.6% | $38.90 | — | ORD SHS | M74231107 |
| — | WEST CORP | 2,266,806 | $53.2M | 0.6% | $23.32 | — | COM | 952355204 |
| — | ISIS PHARMACEUTICALS INC DEL | 44,600,000 | $47.22M | 0.5% | $1.06 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | BANKRATE INC DEL | 3,373,518 | $47.06M | 0.5% | $13.95 | — | COM | 06647F102 |
| — | T MOBILE US INC | 459,525 | $45.97M | 0.5% | $63.49 | — | CONV PFD SER A | 872590203 |
| — | MOLINA HEALTHCARE INC | 36,299,000 | $45.65M | 0.5% | $1.20 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | HSN INC | 1,160,421 | $45.31M | 0.5% | $39.05 | — | COM | 404303109 |
| — | TTM TECHNOLOGIES INC | 26,500,000 | $44.85M | 0.5% | $1.11 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | CIENA CORP | 37,005,000 | $44.84M | 0.5% | $1.21 | — | NOTE 3.750%10/1 | 171779AJ0 |
| — | WELLTOWER INC | 697,025 | $44.39M | 0.5% | $60.73 | — | 6.50% PFD PREPET | 95040Q203 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 59,750 | $43.82M | 0.5% | $733.37 | — | PFD CONV SER A | G0177J116 |
| — | STATE NATL COS INC | 2,051,659 | $43.06M | 0.5% | $20.99 | — | COM | 85711T305 |
| — | EMERGENT BIOSOLUTIONS INC | 29,100,000 | $41.96M | 0.5% | $1.19 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 2,722,558 | $40.05M | 0.4% | $9.17 | +15.1% | COM | 42824C109 |
| TSLA | TESLA INC | 113,660 | $38.77M | 0.4% | $22.64 | +1.9% | COM | 88160R101 |
| — | ATWOOD OCEANICS INC | 3,978,237 | $37.36M | 0.4% | $8.34 | — | COM | 050095108 |
| — | COLONY CAP INC | 36,700,000 | $37M | 0.4% | $0.99 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| LW | LAMB WESTON HLDGS INC | 787,914 | $36.95M | 0.4% | $30.78 | +28.8% | COM | 513272104 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 28,525,000 | $36.48M | 0.4% | $1.10 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | SUCAMPO PHARMACEUTICALS INC | 34,050,000 | $35.35M | 0.4% | $0.99 | — | DBCV 3.250%12/1 | 864909AA4 |
| — | ASTORIA FINL CORP | 1,619,668 | $34.82M | 0.4% | $20.51 | — | COM | 046265104 |
| — | PARKWAY INC | 1,495,544 | $34.44M | 0.4% | $22.98 | — | COM | 70156Q107 |
| — | AKAMAI TECHNOLOGIES INC | 35,150,000 | $34.23M | 0.4% | $0.99 | — | DBCV 2/1 | 00971TAG6 |
| — | CU BANCORP CALIF | 882,569 | $34.22M | 0.4% | $36.25 | — | COM | 126534106 |
| — | SPIRIT RLTY CAP INC NEW | 33,500,000 | $33.65M | 0.4% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| RACE | FERRARI N V | 301,487 | $33.31M | 0.4% | $57.42 | +85.5% | COM | N3167Y103 |
| — | STRAIGHT PATH COMMUNICATNS I | 179,375 | $32.41M | 0.4% | $179.65 | — | CL B | 862578101 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 30,250,000 | $32.14M | 0.3% | $1.03 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | AMAG PHARMACEUTICALS INC | 31,575,000 | $30.79M | 0.3% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | GENERAL CABLE CORP DEL NEW | 34,390,000 | $30.65M | 0.3% | $0.77 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | THERAVANCE INC | 31,218,000 | $30.61M | 0.3% | $0.85 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| GNW | GENWORTH FINL INC | 7,796,296 | $30.02M | 0.3% | $4.16 | -14.2% | COM CL A | 37247D106 |
| — | CALGON CARBON CORP | 1,400,000 | $29.96M | 0.3% | $21.40 | — | COM | 129603106 |
| ADNT | ADIENT PLC | 350,811 | $29.46M | 0.3% | $50.50 | +38.0% | ORD SHS | G0084W101 |
| JBGS | JBG SMITH PPTYS | 853,956 | $29.21M | 0.3% | $34.21 | — | COM | 46590V100 |
| PK | PARK HOTELS RESORTS INC | 1,029,122 | $28.36M | 0.3% | $26.46 | — | COM | 700517105 |
| — | FORESTAR GROUP INC | 1,636,462 | $28.15M | 0.3% | $17.15 | — | COM | 346233109 |
| — | VERSUM MATLS INC | 711,260 | $27.61M | 0.3% | $28.07 | — | COM | 92532W103 |
| — | STARWOOD WAYPOINT HOMES | 745,053 | $27.1M | 0.3% | $36.37 | — | COM | 85572F105 |
| — | XCERRA CORP | 2,737,871 | $26.97M | 0.3% | $9.77 | — | COM | 98400J108 |
| — | BIOVERATIV INC | 468,072 | $26.71M | 0.3% | $54.46 | — | COM | 09075E100 |
| BHF | BRIGHTHOUSE FINL INC | 439,181 | $26.7M | 0.3% | $59.99 | 0.0% | COM | 10922N103 |
| CNDT | CONDUENT INC | 1,692,094 | $26.52M | 0.3% | $15.61 | +4.7% | COM | 206787103 |
| NGVT | INGEVITY CORP | 417,796 | $26.1M | 0.3% | $35.35 | +67.5% | COM | 45688C107 |
| — | SILVER STD RES INC | 25,650,000 | $25.89M | 0.3% | $0.93 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| VREX | VAREX IMAGING CORP | 752,764 | $25.47M | 0.3% | $31.34 | -0.2% | COM | 92214X106 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 4,876,696 | $25.41M | 0.3% | $6.75 | — | COM | 518415104 |
| — | PACIFIC CONTINENTAL CORP | 942,191 | $25.39M | 0.3% | $24.59 | — | COM | 69412V108 |
| — | MSG NETWORK INC | 1,171,724 | $24.84M | 0.3% | $19.67 | — | CL A | 553573106 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL L | 23,600,000 | $24.75M | 0.3% | $1.00 | — | NOTE 5.750%10/1 | G81075AF3 |
| — | VECTOR GROUP LTD | 16,650,000 | $24.61M | 0.3% | $1.52 | — | FRNT 1/1 | 92240MAY4 |
| — | ADVISORY BRD CO | 458,665 | $24.6M | 0.3% | $53.63 | — | COM | 00762W107 |
| — | APOLLO COML REAL EST FIN INC | 22,650,000 | $24.56M | 0.3% | $1.07 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | SILVER SPRING NETWORKS INC | 1,494,700 | $24.17M | 0.3% | $16.17 | — | COM | 82817Q103 |
| — | ACORDA THERAPEUTICS INC | 26,625,000 | $24.16M | 0.3% | $0.98 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | QUALITY CARE PPTYS INC | 1,538,131 | $23.84M | 0.3% | $15.72 | — | COM | 747545101 |
| — | EZCORP INC | 24,000,000 | $23.61M | 0.3% | $0.96 | — | NOTE 2.625% 6/1 | 302301AB2 |
| — | HURON CONSULTING GROUP INC | 23,955,000 | $22.46M | 0.2% | $0.97 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | PATTERN ENERGY GROUP INC | 21,314,000 | $22.25M | 0.2% | $1.04 | — | NOTE 4.000% 7/1 | 70338PAB6 |
| — | CSG SYS INTL INC | 20,595,000 | $22.11M | 0.2% | $1.08 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | TUTOR PERINI CORP | 18,700,000 | $21.87M | 0.2% | $1.17 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | OASIS PETE INC NEW | 19,500,000 | $21.28M | 0.2% | $1.32 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | BLACK HILLS CORP | 281,523 | $21.17M | 0.2% | $60.80 | — | UNIT 99/99/9999 | 092113125 |
| HGV | HILTON GRAND VACATIONS INC | 535,696 | $20.69M | 0.2% | $31.16 | +16.2% | COM | 43283X105 |
| — | PANDORA MEDIA INC | 21,400,000 | $20.09M | 0.2% | $1.03 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | STARWOOD PPTY TR INC | 19,625,000 | $19.94M | 0.2% | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | SEACOR HOLDINGS INC | 19,000,000 | $19.09M | 0.2% | $0.98 | — | NOTE 2.500%12/1 | 811904AM3 |
| AA | ALCOA CORP | 403,897 | $18.83M | 0.2% | $26.52 | +44.0% | COM | 013872106 |
| YUMC | YUM CHINA HLDGS INC | 469,593 | $18.77M | 0.2% | $27.80 | +34.1% | COM | 98850P109 |
| — | PROSPECT CAPITAL CORPORATION | 18,450,000 | $18.66M | 0.2% | $0.94 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | GCP APPLIED TECHNOLOGIES INC | 606,071 | $18.61M | 0.2% | $24.00 | — | COM | 36164Y101 |
| — | UNISYS CORP | 15,325,000 | $17.81M | 0.2% | $1.53 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | BLACKSTONE MTG TR INC | 17,500,000 | $17.7M | 0.2% | $1.02 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | INTERDIGITAL INC | 15,000,000 | $17.63M | 0.2% | $1.22 | — | NOTE 1.500% 3/0 | 458660AD9 |
| CARS | CARS COM INC | 642,609 | $17.1M | 0.2% | $25.37 | 0.0% | COM | 14575E105 |
| — | CYPRESS SEMICONDUCTOR CORP | 13,025,000 | $17.04M | 0.2% | $1.31 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | TRINITY INDS INC | 11,525,000 | $15.51M | 0.2% | $1.25 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | DOMINION ENERGY INC | 303,475 | $15.48M | 0.2% | $50.55 | — | UNIT 08/15/2019 | 25746U836 |
| — | APOLLO COML REAL EST FIN INC | 15,000,000 | $15.29M | 0.2% | $1.02 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | REDWOOD TR INC | 15,000,000 | $14.98M | 0.2% | $1.00 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | PROSPECT CAPITAL CORPORATION | 14,925,000 | $14.94M | 0.2% | $1.00 | — | NOTE 4.950% 7/1 | 74348TAR3 |
| — | SUNPOWER CORP | 14,450,000 | $13.91M | 0.2% | $1.11 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | SPIRIT RLTY CAP INC NEW | 13,525,000 | $13.85M | 0.1% | $1.01 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | RICHMONT MINES INC | 1,479,763 | $13.8M | 0.1% | $9.33 | — | COM | 76547T106 |
| — | PALO ALTO NETWORKS INC | 8,775,000 | $12.09M | 0.1% | $1.38 | — | NOTE 7/0 | 697435AB1 |
| — | ECHO GLOBAL LOGISTICS INC | 12,250,000 | $11.84M | 0.1% | $0.97 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | BECTON DICKINSON & CO | 213,125 | $11.77M | 0.1% | $54.84 | — | PFD SHS CONV A | 075887208 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 184,685 | $11.32M | 0.1% | $49.23 | +7.2% | COM | 64125C109 |
| — | IXYS CORP | 477,295 | $11.31M | 0.1% | $23.70 | — | COM | 46600W106 |
| — | CONVERGYS CORP | 4,725,000 | $11.24M | 0.1% | $2.10 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | FIRST POTOMAC RLTY TR | 1,001,892 | $11.16M | 0.1% | $11.13 | — | COM | 33610F109 |
| — | CEMEX SAB DE CV | 9,700,000 | $11.11M | 0.1% | $1.12 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | FIDELITY & GTY LIFE | 357,700 | $11.11M | 0.1% | $26.32 | — | COM | 315785105 |
| — | VEECO INSTRS INC DEL | 11,250,000 | $10.81M | 0.1% | $0.96 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | GENERAL COMMUNICATION INC | 263,937 | $10.77M | 0.1% | $36.64 | — | CL A | 369385109 |
| — | KNOWLES CORP | 9,350,000 | $10.58M | 0.1% | $1.18 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | MONEYGRAM INTL INC | 651,160 | $10.49M | 0.1% | $16.81 | — | COM NEW | 60935Y208 |
| — | PHARMERICA CORP | 350,000 | $10.26M | 0.1% | $29.30 | — | COM | 71714F104 |
| — | BROCADE COMMUNICATIONS SYS I | 10,000,000 | $10.03M | 0.1% | $1.01 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | STARWOOD PPTY TR INC | 9,415,000 | $10.02M | 0.1% | $1.10 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | AMTRUST FINL SVCS INC | 13,400,000 | $9.916M | 0.1% | $0.77 | — | NOTE 2.750%12/1 | 032359AG6 |
| XYZ | SQUARE INC | 338,823 | $9.761M | 0.1% | $21.10 | +24.1% | CL A | 852234103 |
| — | PENSARE ACQUISITION CORP | 1,000,000 | $9.67M | 0.1% | $9.67 | — | COM | 70957E105 |
| — | OSPREY ENERGY ACQUISITION CO | 1,000,000 | $9.5M | 0.1% | $9.50 | — | CL A COM | 688397108 |
| — | KBL MERGER CORP IV | 900,000 | $8.748M | 0.1% | $9.72 | — | COM | 48242A104 |
| NESR | NATIONAL ENERGY SERVICES REU | 900,000 | $8.658M | 0.1% | $9.52 | — | SHS | G6375R107 |
| — | LUMOS NETWORKS CORP | 479,425 | $8.591M | 0.1% | $17.70 | — | COM | 550283105 |
| — | BLACKHAWK NETWORK HLDGS INC | 186,927 | $8.187M | 0.1% | $37.81 | — | COM | 09238E104 |
| — | SOUTHWEST BANCORP INC OKLA | 292,963 | $8.071M | 0.1% | $29.00 | — | COM | 844767103 |
| — | INPHI CORP | 6,475,000 | $7.96M | 0.1% | $1.30 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | MODERN MEDIA ACQUISITION | 750,000 | $7.32M | 0.1% | $9.77 | — | COM | 60765P103 |
| — | FEDERAL STR ACQUISITION CORP | 750,000 | $7.313M | 0.1% | $9.75 | — | CL A | 31421V107 |
| — | AMYRIS INC | 9,626,000 | $6.997M | 0.1% | $0.64 | — | NOTE 9.500% 4/1 | 03236MAF8 |
| — | AGRIUM INC | 63,535 | $6.812M | 0.1% | $98.03 | — | COM | 008916108 |
| — | CONSTELLATION ALPHA CAP CORP | 700,000 | $6.797M | 0.1% | $9.71 | — | SHS | G2379F108 |
| — | REALPAGE INC | 169,856 | $6.777M | 0.1% | $39.90 | — | COM | 75606N109 |
| — | PARK STERLING CORP | 538,288 | $6.686M | 0.1% | $12.04 | — | COM | 70086Y105 |
| — | FORUM MERGER CORP | 683,600 | $6.638M | 0.1% | $9.71 | — | COM CL A | 34985B103 |
| — | SOUTHWESTERN ENERGY CO | 379,300 | $5.5M | 0.1% | $46.40 | — | DEP SHS 1/20 B | 845467208 |
| — | PDL BIOPHARMA INC | 5,000,000 | $5.444M | 0.1% | $0.81 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | PROS HOLDINGS INC | 5,300,000 | $5.419M | 0.1% | $1.02 | — | NOTE 2.000%12/0 | 74346YAB9 |
| — | MICRO FOCUS INTERNATIONAL PL | 168,530 | $5.376M | 0.1% | $31.90 | — | SPON ADR NEW | 594837304 |
| UPBD | RENT A CTR INC NEW | 460,357 | $5.285M | 0.1% | $12.36 | 0.0% | COM | 76009N100 |
| NOW | SERVICENOW INC | 43,400 | $5.101M | 0.1% | $22.24 | 0.0% | COM | 81762P102 |
| — | CAPITOL INVT CORP IV | 500,000 | $5.06M | 0.1% | $10.12 | — | UNIT 99/99/9999 | G18920119 |
| — | BOB EVANS FARMS INC | 64,357 | $4.988M | 0.1% | $77.51 | — | COM | 096761101 |
| — | HENNESSY CAP ACQUSTON CORP I | 500,000 | $4.93M | 0.1% | $9.86 | — | COM | 42588L105 |
| — | INDUSTREA ACQUISITION CORP | 500,000 | $4.87M | 0.1% | $9.74 | — | CL A | 45579J104 |
| — | HOLOGIC INC | 4,025,000 | $4.865M | 0.1% | $1.24 | — | FRNT 12/1 | 436440AG6 |
| — | INVACARE CORP | 4,000,000 | $4.795M | 0.1% | $1.01 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | HEALTHWAYS INC | 2,250,000 | $4.731M | 0.1% | $1.17 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | BROOKDALE SR LIVING INC | 4,650,000 | $4.644M | 0.1% | $0.99 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | COWEN INC | 4,250,000 | $4.481M | 0.0% | $1.08 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | RAMBUS INC DEL | 3,575,000 | $4.223M | 0.0% | $1.23 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | TPG PACE ENERGY HLDGS CORP | 450,001 | $4.163M | 0.0% | $9.25 | — | CL A | 872656103 |
| — | AMERICAN RLTY CAP PPTYS INC | 4,000,000 | $4.03M | 0.0% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | MATLIN & PARTNERS ACQUISITIO | 400,000 | $3.884M | 0.0% | $9.66 | — | CL A | 57682V106 |
| NICE | NICE LTD | 46,129 | $3.751M | 0.0% | $69.58 | — | SPONSORED ADR | 653656108 |
| — | NEW YORK MTG TR INC | 3,725,000 | $3.73M | 0.0% | $0.98 | — | NOTE 6.250% 1/1 | 649604AD7 |
| NWSA | NEWS CORP NEW | 260,487 | $3.454M | 0.0% | $12.36 | -0.5% | CL A | 65249B109 |
| — | KAYNE ANDERSON ACQUISITION | 348,364 | $3.397M | 0.0% | $9.72 | — | COM CL A | 48661U102 |
| — | ORIGO ACQUISITION CORP | 318,461 | $3.376M | 0.0% | $10.22 | — | SHS | G67789126 |
| EXPE | EXPEDIA INC DEL | 22,119 | $3.184M | 0.0% | $142.74 | 0.0% | COM NEW | 30212P303 |
| — | M III ACQUISITION CORP | 308,712 | $3.035M | 0.0% | $9.80 | — | COM | 55378T104 |
| TDOC | TELADOC INC | 84,638 | $2.806M | 0.0% | $32.78 | 0.0% | COM | 87918A105 |
| — | SOCIAL CAP HEDOSOPHIA HLDGS | 250,002 | $2.638M | 0.0% | $10.55 | — | UNIT 99/99/9999 | G8250R111 |
| — | HANNON ARMSTRONG SUST INFR C | 2,500,000 | $2.594M | 0.0% | $1.04 | — | NOTE 4.125% 9/0 | 41068XAB6 |
| — | M I ACQUISITIONS INC | 250,000 | $2.525M | 0.0% | $10.07 | — | COM | 55304A104 |
| — | SINA CORP | 21,995 | $2.522M | 0.0% | $114.66 | — | ORD | G81477104 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $2.413M | 0.0% | $0.42 | — | NOTE 5.875%11/3 | 20478NAD2 |
| — | I AM CAP ACQUISITION CO | 225,000 | $2.304M | 0.0% | $10.24 | — | UNIT 08/15/2022 | 45074Q207 |
| — | PRICELINE GRP INC | 1,234 | $2.259M | 0.0% | $1465.96 | — | COM NEW | 741503403 |
| — | MAINSOURCE FINANCIAL GP INC | 62,805 | $2.252M | 0.0% | $35.86 | — | COM | 56062Y102 |
| DLR | DIGITAL RLTY TR INC | 19,024 | $2.251M | 0.0% | $86.28 | 0.0% | COM | 253868103 |
| — | NUANCE COMMUNICATIONS INC | 140,451 | $2.208M | 0.0% | $17.41 | — | COM | 67020Y100 |
| — | RESOURCE CAP CORP | 2,000,000 | $2.083M | 0.0% | $1.04 | — | NOTE 4.500% 8/1 | 76120WAC8 |
| — | FINTECH ACQUISITION CORP II | 200,000 | $2.05M | 0.0% | $9.80 | — | COM | 31810G109 |
| PHUN | STELLAR ACQUISITION III INC | 200,000 | $2.03M | 0.0% | $10.05 | — | COM | Y8172W107 |
| — | AVISTA HEALTHCARE PUB ACQ CO | 200,000 | $2M | 0.0% | $9.95 | — | CL A | G0726L125 |
| — | TPG PACE HLDGS CORP | 199,998 | $1.9M | 0.0% | $9.50 | — | CL A | G89827128 |
| — | PROOFPOINT INC | 21,600 | $1.884M | 0.0% | $87.22 | — | COM | 743424103 |
| — | VIRTUS INVT PARTNERS INC | 17,975 | $1.86M | 0.0% | $97.25 | — | PFD CV SER D | 92828Q208 |
| — | GREEN PLAINS INC | 1,750,000 | $1.809M | 0.0% | $1.03 | — | NOTE 4.125% 9/0 | 393222AF1 |
| — | CORENERGY INFRASTRUCTURE TR | 1,500,000 | $1.746M | 0.0% | $0.85 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | MACQUARIE INFRASTRUCTURE COR | 23,773 | $1.716M | 0.0% | $80.66 | — | COM | 55608B105 |
| — | DRAPER OAKWOOD TECHNOLOGY | 150,000 | $1.527M | 0.0% | $10.18 | — | UNIT 09/30/2024 | 26146L202 |
| — | ACCURAY INC | 1,475,000 | $1.503M | 0.0% | $1.78 | — | NOTE 3.500% 2/0 | 004397AF2 |
| — | BISON CAP ACQUISITION CORP | 150,000 | $1.481M | 0.0% | $9.87 | — | ORD SHS | G1142P104 |
| — | DOUBLE EAGLE ACQUISITION COR | 1,747,500 | $1.206M | 0.0% | $0.69 | — | *W EXP 09/16/202 | G28195116 |
| — | BOULEVARD ACQUISITION | 1,323,740 | $1.178M | 0.0% | $0.40 | — | *W EXP 09/25/202 | 10157Q110 |
| — | MATLIN & PARTNERS ACQUISITIO | 2,500,000 | $1.05M | 0.0% | $0.50 | — | *W EXP 05/28/202 | 57682V114 |
| NESRW | NATIONAL ENERGY SERVICES REU | 2,090,000 | $1.045M | 0.0% | $0.55 | — | *W EXP 05/05/202 | G6375R115 |
| — | INFINERA CORPORATION | 1,000,000 | $1.027M | 0.0% | $1.08 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | NEXTDECADE CORP | 1,095,541 | $1.019M | 0.0% | $0.93 | — | *W EXP 07/23/202 | 65342K113 |
| TRGP | TARGA RES CORP | 21,184 | $1.002M | 0.0% | $28.49 | +14.2% | COM | 87612G101 |
| — | ENERGY TRANSFER PARTNERS LP | 52,083 | $953K | 0.0% | $20.40 | — | UNIT LTD PRT INT | 29278N103 |
| OKE | ONEOK INC NEW | 16,899 | $936K | 0.0% | $32.05 | 0.0% | COM | 682680103 |
| — | FINTECH ACQUISITION CORP II | 700,000 | $910K | 0.0% | $1.20 | — | *W EXP 01/19/202 | 31810G117 |
| — | HARMONIC INC | 1,000,000 | $894K | 0.0% | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 900,000 | $871K | 0.0% | $0.81 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | TRANSMONTAIGNE PARTNERS L P | 20,221 | $864K | 0.0% | $31.15 | — | COM UNIT L P | 89376V100 |
| MPLX | MPLX LP | 23,115 | $809K | 0.0% | $50.41 | — | COM UNIT REP LTD | 55336V100 |
| — | WILLIAMS PARTNERS L P NEW | 19,436 | $756K | 0.0% | $48.98 | — | COM UNIT LTD PAR | 96949L105 |
| — | VITAMIN SHOPPE INC | 1,000,000 | $743K | 0.0% | $0.93 | — | NOTE 2.250%12/0 | 92849EAB7 |
| — | RENEWABLE ENERGY GROUP INC | 675,000 | $726K | 0.0% | $0.93 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| EPD | ENTERPRISE PRODS PARTNERS L | 27,760 | $724K | 0.0% | $32.94 | — | COM | 293792107 |
| — | DCP MIDSTREAM LP | 20,646 | $715K | 0.0% | $32.46 | — | COM UT LTD PTN | 23311P100 |
| — | MODERN MEDIA ACQUISITION | 1,700,000 | $714K | 0.0% | $0.40 | — | RIGHT 99/99/9999 | 60765P129 |
| — | JENSYN ACQUISITION CORP | 69,000 | $706K | 0.0% | $10.03 | — | COM | 47632B102 |
| — | CRESTWOOD EQUITY PARTNERS LP | 27,936 | $682K | 0.0% | $21.28 | — | UNIT LTD PARTNER | 226344208 |
| — | ENABLE MIDSTREAM PARTNERS LP | 42,553 | $680K | 0.0% | $13.66 | — | COM UNIT RP IN | 292480100 |
| — | VANTAGE ENERGY ACQUISITION | 500,000 | $650K | 0.0% | $1.25 | — | *W EXP 04/12/202 | 92211L113 |
| — | SEMGROUP CORP | 22,533 | $648K | 0.0% | $37.99 | — | CL A | 81663A105 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 9,057 | $644K | 0.0% | $76.20 | — | COM UNIT RP LP | 559080106 |
| — | ENLINK MIDSTREAM PARTNERS LP | 38,409 | $644K | 0.0% | $21.08 | — | COM UNIT REP LTD | 29336U107 |
| — | CF CORP | 300,000 | $633K | 0.0% | $2.11 | — | *W EXP 05/25/202 | G20307115 |
| — | NUSTAR ENERGY LP | 15,439 | $627K | 0.0% | $53.59 | — | UNIT COM | 67058H102 |
| — | DASEKE INC | 378,003 | $624K | 0.0% | $1.12 | — | *W EXP 02/27/202 | 23753F115 |
| — | PHILLIPS 66 PARTNERS LP | 11,845 | $623K | 0.0% | $62.39 | — | COM UNIT REP INT | 718549207 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 31,028 | $621K | 0.0% | $24.94 | — | COM UNIT LTD | 866142102 |
| — | ENBRIDGE ENERGY PARTNERS L P | 38,865 | $621K | 0.0% | $23.53 | — | COM | 29250R106 |
| — | ANTERO MIDSTREAM GP LP | 30,200 | $618K | 0.0% | $21.20 | — | COM SHS REPSTG | 03675Y103 |
| — | HESS MIDSTREAM PARTNERS LP | 28,000 | $615K | 0.0% | $20.99 | — | UNIT LTD PR INT | 428104103 |
| — | GLOBAL PARTNER ACQUISITION C | 768,000 | $607K | 0.0% | $0.27 | — | *W EXP 07/01/202 | 37954X113 |
| — | HOLLY ENERGY PARTNERS L P | 18,004 | $601K | 0.0% | $31.42 | — | COM UT LTD PTN | 435763107 |
| MMLP | MARTIN MIDSTREAM PRTNRS L P | 37,694 | $586K | 0.0% | $24.25 | — | UNIT L P INT | 573331105 |
| — | FORUM MERGER CORP | 1,500,000 | $582K | 0.0% | $0.36 | — | RIGHT 06/01/2019 | 34985B129 |
| PAA | PLAINS ALL AMERN PIPELINE L | 27,451 | $582K | 0.0% | $30.61 | — | UNIT LTD PARTN | 726503105 |
| — | WESTERN GAS PARTNERS LP | 11,341 | $582K | 0.0% | $60.76 | — | COM UNIT LP IN | 958254104 |
| — | TALLGRASS ENERGY PARTNERS LP | 12,160 | $582K | 0.0% | $49.42 | — | COM UNIT | 874697105 |
| — | RICE MIDSTREAM PARTNERS LP | 27,668 | $579K | 0.0% | $14.41 | — | UNIT LTD PARTN | 762819100 |
| GEL | GENESIS ENERGY L P | 21,965 | $579K | 0.0% | $38.47 | — | UNIT LTD PARTN | 371927104 |
| — | ANDEAVOR LOGISTICS LP | 11,550 | $578K | 0.0% | $50.04 | — | COM UNIT LP INT | 03350F106 |
| CQP | CHENIERE ENERGY PARTNERS LP | 19,985 | $576K | 0.0% | $29.74 | — | COM UNIT | 16411Q101 |
| — | AMERIGAS PARTNERS L P | 12,764 | $574K | 0.0% | $46.35 | — | UNIT L P INT | 030975106 |
| — | SHELL MIDSTREAM PARTNERS L P | 20,609 | $574K | 0.0% | $34.25 | — | UNIT LTD INT | 822634101 |
| — | TEEKAY LNG PARTNERS L P | 31,819 | $566K | 0.0% | $23.59 | — | PRTNRSP UNITS | Y8564M105 |
| — | VENATOR MATLS PLC | 25,000 | $565K | 0.0% | $22.60 | — | SHS | G9329Z100 |
| — | TC PIPELINES LP | 10,775 | $564K | 0.0% | $58.37 | — | UT COM LTD PRT | 87233Q108 |
| — | BUCKEYE PARTNERS L P | 9,887 | $564K | 0.0% | $69.26 | — | UNIT LTD PARTN | 118230101 |
| — | SPECTRA ENERGY PARTNERS LP | 12,714 | $564K | 0.0% | $48.59 | — | COM | 84756N109 |
| — | VALERO ENERGY PARTNERS LP | 12,721 | $556K | 0.0% | $47.14 | — | COM UNT REP LP | 91914J102 |
| — | BOARDWALK PIPELINE PARTNERS | 37,302 | $548K | 0.0% | $14.56 | — | UT LTD PARTNER | 096627104 |
| — | CONE MIDSTREAM PARTNERS LP | 33,200 | $526K | 0.0% | $12.92 | — | COM UNIT REPST | 206812109 |
| — | SABAN CAP ACQUISITION CORP | 52,249 | $525K | 0.0% | $9.90 | — | COM CL A | 78516C106 |
| ASIX | ADVANSIX INC | 13,011 | $517K | 0.0% | $16.41 | +88.9% | COM | 00773T101 |
| — | MANITOWOC INC | 55,865 | $503K | 0.0% | $4.33 | — | COM | 563571108 |
| — | EASTERLY ACQUISITION CORP | 573,250 | $487K | 0.0% | $0.33 | — | *W EXP 07/29/202 | 27616L110 |
| — | ROSEHILL RES INC | 489,600 | $485K | 0.0% | $1.09 | — | *W EXP 09/16/202 | 777385113 |
| — | MAXWELL TECHNOLOGIES INC | 94,300 | $484K | 0.0% | $5.13 | — | COM | 577767106 |
| — | SILVER RUN ACQUISITION | 308,333 | $469K | 0.0% | $1.79 | — | *W EXP 03/28/202 | 82812A111 |
| — | MODERN MEDIA ACQUISITION | 850,000 | $459K | 0.0% | $0.39 | — | *W EXP 05/17/202 | 60765P111 |
| — | INVESCO VALUE MUN INCOME TR | 30,342 | $454K | 0.0% | $14.63 | — | COM | 46132P108 |
| — | AVID TECHNOLOGY INC | 600,000 | $452K | 0.0% | $0.68 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| ATLC | ATLANTICUS HLDGS CORP | 191,430 | $444K | 0.0% | $2.61 | -5.7% | COM | 04914Y102 |
| — | M III ACQUISITION CORP | 808,712 | $437K | 0.0% | $0.34 | — | *W EXP 10/10/202 | 55378T112 |
| — | GP INVTS ACQUISITION COR | 943,380 | $424K | 0.0% | $0.45 | — | *W EXP 05/19/202 | G40357108 |
| — | FEDERAL STR ACQUISITION CORP | 375,000 | $413K | 0.0% | $1.10 | — | *W EXP 07/24/202 | 31421V115 |
| — | OSPREY ENERGY ACQUISITION CO | 500,000 | $410K | 0.0% | $0.82 | — | *W EXP 07/21/202 | 688397116 |
| — | PENSARE ACQUISITION CORP | 1,000,000 | $400K | 0.0% | $0.40 | — | RIGHT 99/99/9999 | 70957E121 |
| — | AVISTA HEALTHCARE PUB ACQ CO | 1,000,000 | $400K | 0.0% | $0.41 | — | *W EXP 99/99/999 | G0726L117 |
| — | WELBILT INC | 16,639 | $384K | 0.0% | $19.65 | — | COM | 949090104 |
| HRI | HERC HLDGS INC | 7,787 | $383K | 0.0% | $30.89 | +29.2% | COM | 42704L104 |
| — | LANDCADIA HLDGS INC | 500,000 | $370K | 0.0% | $0.70 | — | *W EXP 06/01/202 | 51476W115 |
| — | ELECTRUM SPL ACQUISITION COR | 990,000 | $317K | 0.0% | $0.32 | — | *W EXP 99/99/999 | G3105C112 |
| — | HUNTER MARITIME ACQUISITION | 470,000 | $310K | 0.0% | $0.66 | — | *W EXP 99/99/999 | Y37828129 |
| — | APTEVO THERAPEUTICS INC | 132,502 | $303K | 0.0% | $2.56 | — | COM | 03835L108 |
| — | CENTRAL SECS CORP | 11,677 | $302K | 0.0% | $21.80 | — | COM | 155123102 |
| — | KBL MERGER CORP IV | 1,000,000 | $300K | 0.0% | $0.30 | — | RIGHT 03/22/2019 | 48242A120 |
| HOMB | HOME BANCSHARES INC | 11,629 | $293K | 0.0% | $24.02 | 0.0% | COM | 436893200 |
| — | HENNESSY CAP ACQUSTON CORP I | 375,000 | $274K | 0.0% | $0.73 | — | *W EXP 06/15/202 | 42588L113 |
| DFIN | DONNELLEY FINL SOLUTIONS INC | 12,726 | $274K | 0.0% | $21.18 | +2.3% | COM | 25787G100 |
| — | FORUM MERGER CORP | 750,000 | $263K | 0.0% | $0.34 | — | *W EXP 06/01/202 | 34985B111 |
| — | PENSARE ACQUISITION CORP | 500,000 | $250K | 0.0% | $0.50 | — | *W EXP 07/27/202 | 70957E113 |
| — | QUORUM HEALTH CORP | 47,681 | $247K | 0.0% | $10.71 | — | COM | 74909E106 |
| — | TPG PACE ENERGY HLDGS CORP | 166,667 | $233K | 0.0% | $1.40 | — | *W EXP 99/99/999 | 872656111 |
| — | CONSTELLATION ALPHA CAP CORP | 700,000 | $224K | 0.0% | $0.32 | — | RIGHT 99/99/9999 | G2379F132 |
| — | KAYNE ANDERSON ACQUISITION | 250,000 | $223K | 0.0% | $0.78 | — | *W EXP 06/30/202 | 48661U110 |
| — | STELLAR ACQUISITION III INC | 600,000 | $222K | 0.0% | $0.37 | — | *W EXP 03/22/202 | Y8172W115 |
| AFIIQ | ARMSTRONG FLOORING INC | 13,995 | $220K | 0.0% | $16.04 | -0.5% | COM | 04238R106 |
| — | AMYRIS INC | 64,745 | $207K | 0.0% | $3.18 | — | COM NEW | 03236M200 |
| — | GORES HLDGS II INC | 133,333 | $203K | 0.0% | $1.49 | — | *W EXP 03/06/202 | 382867117 |
| — | INDUSTREA ACQUISITION CORP | 500,000 | $200K | 0.0% | $0.40 | — | *W EXP 08/01/202 | 45579J112 |
| — | ALLIANCE CALIF MUN INCOME FD | 13,965 | $193K | 0.0% | $13.30 | — | COM | 018546101 |
| — | LSC COMMUNICATIONS INC | 10,871 | $179K | 0.0% | $29.68 | — | COM | 50218P107 |
| — | NUVEEN VIRGINIA QLTY MUNCPL | 13,300 | $175K | 0.0% | $13.16 | — | COM | 67064R102 |
| — | KBL MERGER CORP IV | 1,000,000 | $170K | 0.0% | $0.17 | — | *W EXP 01/15/202 | 48242A112 |
| — | BORQS TECHNOLOGIES INC | 23,130 | $133K | 0.0% | $5.75 | — | SHS | G1466B103 |
| — | BARINGTON HILCO ACQUISITION | 487,260 | $122K | 0.0% | $0.28 | — | RIGHT 02/13/2017 | 06759V119 |
| — | COMMUNITY HEALTH SYS INC NEW | 9,282,097 | $108K | 0.0% | $0.02 | — | RIGHT 99/99/9999 | 203668116 |
| — | ORIGO ACQUISITION CORP | 315,500 | $101K | 0.0% | $0.13 | — | RIGHT 03/12/2018 | G67789134 |
| — | ORIGO ACQUISITION CORP | 300,000 | $92,000 | 0.0% | $0.31 | — | *W EXP 12/17/202 | G67789118 |
| — | JASON INDS INC | 1,933,070 | $90,000 | 0.0% | $0.79 | — | *W EXP 06/30/201 | 471172114 |
| — | M I ACQUISITIONS INC | 250,000 | $88,000 | 0.0% | $0.32 | — | *W EXP 99/99/999 | 55304A112 |
| — | JENSYN ACQUISITION CORP | 174,000 | $63,000 | 0.0% | $0.20 | — | RIGHT 99/99/9999 | 47632B128 |
| — | SABAN CAP ACQUISITION CORP | 42,000 | $50,000 | 0.0% | $1.31 | — | *W EXP 09/21/202 | 78516C114 |
| — | BARINGTON HILCO ACQUISITION | 487,260 | $49,000 | 0.0% | $0.16 | — | *W EXP 02/11/201 | 06759V127 |
| — | BISON CAP ACQUISITION CORP | 150,000 | $45,000 | 0.0% | $0.30 | — | RIGHT 03/20/2019 | G1142P138 |
| — | JENSYN ACQUISITION CORP | 174,000 | $42,000 | 0.0% | $0.07 | — | *W EXP 03/07/202 | 47632B110 |
| — | DELTA TECHNOLOGY HLDGS LTD | 866,998 | $33,000 | 0.0% | $0.04 | — | *W EXP 12/18/201 | G8477B113 |
| — | VALLEY NATL BANCORP | 114,185 | $23,000 | 0.0% | $0.20 | — | *W EXP 11/14/201 | 919794131 |