Location: Greenwich, CT
CIK: 0001167456 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 14, 2018
Total Value: $8.459B (56.4% shares, 43.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NOVELLUS SYS INC | 119,892,000 | $660M | 7.8% | $3.02 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | VERISIGN INC | 136,300,000 | $456M | 5.4% | $1.85 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | TIME WARNER INC | 2,775,649 | $254M | 3.0% | $95.91 | — | COM NEW | 887317303 |
| — | INTEL CORP | 108,533,000 | $241M | 2.9% | $1.75 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | ALTABA INC | 3,417,904 | $239M | 2.8% | $66.24 | — | COM | 021346101 |
| — | ROCKWELL COLLINS INC | 1,673,800 | $227M | 2.7% | $130.74 | — | COM | 774341101 |
| — | MONSANTO CO NEW | 1,830,898 | $214M | 2.5% | $107.00 | — | COM | 61166W101 |
| — | SCRIPPS NETWORKS INTERACT IN | 2,165,976 | $185M | 2.2% | $85.89 | — | CL A COM | 811065101 |
| — | PRICELINE GRP INC | 96,314,000 | $177M | 2.1% | $1.65 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | MOLINA HEALTHCARE INC | 92,325,000 | $177M | 2.1% | $1.50 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | CALATLANTIC GROUP INC | 3,134,252 | $177M | 2.1% | $56.39 | — | COM | 128195104 |
| — | ANTHEM INC | 54,129,000 | $167M | 2.0% | $2.04 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ORBITAL ATK INC | 1,212,630 | $159M | 1.9% | $132.86 | — | COM | 68557N103 |
| — | WGL HLDGS INC | 1,817,616 | $156M | 1.8% | $83.82 | — | COM | 92924F106 |
| — | CAVIUM INC | 1,830,000 | $153M | 1.8% | $83.83 | — | COM | 14964U108 |
| — | MICROCHIP TECHNOLOGY INC | 87,925,000 | $150M | 1.8% | $1.57 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | WESTAR ENERGY INC | 2,634,285 | $139M | 1.6% | $55.86 | — | COM | 95709T100 |
| AVA | AVISTA CORP | 2,628,799 | $135M | 1.6% | $35.54 | +3.6% | COM | 05379B107 |
| — | ADVANCED ACCELERATOR APPLIC | 1,419,878 | $116M | 1.4% | $81.62 | — | SPONSORED ADS | 00790T100 |
| NXPI | NXP SEMICONDUCTORS N V | 952,305 | $112M | 1.3% | $89.94 | +14.1% | COM | N6596X109 |
| — | MICRON TECHNOLOGY INC | 29,305,000 | $110M | 1.3% | $1.95 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | CALPINE CORP | 7,156,476 | $108M | 1.3% | $14.75 | — | COM NEW | 131347304 |
| — | ANTHEM INC | 1,920,000 | $108M | 1.3% | $49.85 | — | UNIT 05/01/20188 | 036752202 |
| — | ADVANCED MICRO DEVICES INC | 65,200,000 | $98.08M | 1.2% | $1.92 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | AKORN INC | 2,907,716 | $93.72M | 1.1% | $33.54 | — | COM | 009728106 |
| — | REGAL ENTMT GROUP | 3,579,605 | $82.37M | 1.0% | $23.01 | — | CL A | 758766109 |
| — | SALESFORCE COM INC | 51,853,000 | $79.53M | 0.9% | $1.53 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| HUN | HUNTSMAN CORP | 2,366,778 | $78.79M | 0.9% | $25.15 | +21.8% | COM | 447011107 |
| — | WEATHERFORD INTL LTD | 71,200,000 | $77.34M | 0.9% | $1.11 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | NXSTAGE MEDICAL INC | 2,943,702 | $71.33M | 0.8% | $27.60 | — | COM | 67072V103 |
| AA | ALCOA CORP | 1,295,867 | $69.81M | 0.8% | $38.33 | +14.0% | COM | 013872106 |
| — | BUFFALO WILD WINGS INC | 433,469 | $67.77M | 0.8% | $156.35 | — | COM | 119848109 |
| — | AETNA INC NEW | 365,406 | $65.92M | 0.8% | $180.39 | — | COM | 00817Y108 |
| — | ALLEGHENY TECHNOLOGIES INC | 33,950,000 | $62.98M | 0.7% | $1.38 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | DYNEGY INC NEW DEL | 5,076,746 | $60.16M | 0.7% | $11.85 | — | COM | 26817R108 |
| HGV | HILTON GRAND VACATIONS INC | 1,421,162 | $59.62M | 0.7% | $37.09 | +9.7% | COM | 43283X105 |
| — | TESLA INC | 49,800,000 | $58.05M | 0.7% | $1.18 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | ENSCO JERSEY FIN LTD | 63,125,000 | $56.34M | 0.7% | $0.89 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | MICRO FOCUS INTERNATIONAL PL | 1,669,337 | $56.07M | 0.7% | $33.42 | — | SPON ADR NEW | 594837304 |
| LW | LAMB WESTON HLDGS INC | 918,748 | $51.86M | 0.6% | $33.06 | +41.4% | COM | 513272104 |
| — | STRAIGHT PATH COMMUNICATNS I | 282,707 | $51.39M | 0.6% | $180.43 | — | CL B | 862578101 |
| — | EURONET WORLDWIDE INC | 41,325,000 | $51.04M | 0.6% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | BIOVERATIV INC | 924,878 | $49.87M | 0.6% | $54.19 | — | COM | 09075E100 |
| — | GENERAL CABLE CORP DEL NEW | 1,549,918 | $45.88M | 0.5% | $29.60 | — | COM | 369300108 |
| — | TTM TECHNOLOGIES INC | 26,500,000 | $45.5M | 0.5% | $1.11 | — | NOTE 1.750%12/1 | 87305RAD1 |
| ADNT | ADIENT PLC | 573,748 | $45.15M | 0.5% | $61.79 | +28.8% | ORD SHS | G0084W101 |
| — | SILVER SPRING NETWORKS INC | 2,763,513 | $44.88M | 0.5% | $16.20 | — | COM | 82817Q103 |
| — | TWENTY FIRST CENTY FOX INC | 1,255,940 | $43.37M | 0.5% | $34.53 | — | CL A | 90130A101 |
| — | WELLTOWER INC | 697,025 | $41.91M | 0.5% | $60.73 | — | 6.50% PFD PREPET | 95040Q203 |
| — | BIOMARIN PHARMACEUTICAL INC | 41,850,000 | $41.8M | 0.5% | $1.00 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| FTV | FORTIVE CORP | 560,380 | $40.54M | 0.5% | $34.96 | +26.7% | COM | 34959J108 |
| — | GCP APPLIED TECHNOLOGIES INC | 1,178,738 | $37.6M | 0.4% | $27.84 | — | COM | 36164Y101 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 59,750 | $35.06M | 0.4% | $733.37 | — | 5.5% CNV PFD A | G0177J116 |
| — | IGNYTA INC | 1,267,016 | $33.83M | 0.4% | $26.70 | — | COM | 451731103 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 28,525,000 | $33.73M | 0.4% | $1.10 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | SPIRIT RLTY CAP INC NEW | 33,500,000 | $33.63M | 0.4% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | CHICAGO BRIDGE & IRON CO N V | 2,077,829 | $33.54M | 0.4% | $16.14 | — | COM | 167250109 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 30,250,000 | $32.46M | 0.4% | $1.03 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | CALGON CARBON CORP | 1,501,492 | $31.98M | 0.4% | $21.39 | — | COM | 129603106 |
| — | THERAVANCE INC | 31,218,000 | $31.02M | 0.4% | $0.85 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | XCERRA CORP | 3,138,143 | $30.72M | 0.4% | $9.77 | — | COM | 98400J108 |
| — | IMPAX LABORATORIES INC | 31,450,000 | $30.66M | 0.4% | $0.98 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | HSN INC | 741,690 | $29.93M | 0.4% | $39.05 | — | COM | 404303109 |
| — | ACORDA THERAPEUTICS INC | 34,225,000 | $29.16M | 0.3% | $0.95 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | TIME INC NEW | 1,576,351 | $29.08M | 0.3% | $18.45 | — | COM | 887228104 |
| VREX | VAREX IMAGING CORP | 720,513 | $28.94M | 0.3% | $31.34 | +14.7% | COM | 92214X106 |
| — | AMAG PHARMACEUTICALS INC | 33,575,000 | $28.89M | 0.3% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | BROADSOFT INC | 525,389 | $28.84M | 0.3% | $54.90 | — | COM | 11133B409 |
| — | BONANZA CREEK ENERGY INC | 1,039,358 | $28.68M | 0.3% | $27.59 | — | COM NEW | 097793400 |
| NGVT | INGEVITY CORP | 406,842 | $28.67M | 0.3% | $35.35 | +104.1% | COM | 45688C107 |
| YUMC | YUM CHINA HLDGS INC | 685,742 | $27.44M | 0.3% | $32.00 | +28.5% | COM | 98850P109 |
| — | WORKDAY INC | 20,000,000 | $27.38M | 0.3% | $1.37 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | VECTOR GROUP LTD | 16,650,000 | $26.44M | 0.3% | $1.52 | — | FRNT 1/1 | 92240MAY4 |
| — | AKAMAI TECHNOLOGIES INC | 26,000,000 | $26.21M | 0.3% | $0.99 | — | DBCV 2/1 | 00971TAG6 |
| — | INPHI CORP | 26,150,000 | $26.04M | 0.3% | $1.00 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL L | 23,600,000 | $25.21M | 0.3% | $1.00 | — | NOTE 5.750%10/1 | G81075AF3 |
| — | SILVER STD RES INC | 25,650,000 | $25.14M | 0.3% | $0.93 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| — | EZCORP INC | 24,000,000 | $24.81M | 0.3% | $0.96 | — | NOTE 2.625% 6/1 | 302301AB2 |
| — | DELPHI TECHNOLOGIES PLC | 469,030 | $24.61M | 0.3% | $52.47 | — | SHS | G2709G107 |
| — | QUALITY CARE PPTYS INC | 1,779,706 | $24.58M | 0.3% | $15.46 | — | COM | 747545101 |
| GNW | GENWORTH FINL INC | 7,851,196 | $24.42M | 0.3% | $4.16 | -16.9% | COM CL A | 37247D106 |
| — | PALO ALTO NETWORKS INC | 17,700,000 | $24.28M | 0.3% | $1.37 | — | NOTE 7/0 | 697435AB1 |
| — | TESLA INC | 21,600,000 | $23.41M | 0.3% | $1.08 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | CSG SYS INTL INC | 20,595,000 | $22.5M | 0.3% | $1.08 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | HURON CONSULTING GROUP INC | 23,955,000 | $22.41M | 0.3% | $0.97 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | PATTERN ENERGY GROUP INC | 21,314,000 | $21.73M | 0.3% | $1.04 | — | NOTE 4.000% 7/1 | 70338PAB6 |
| CNDT | CONDUENT INC | 1,306,127 | $21.11M | 0.2% | $15.61 | +0.3% | COM | 206787103 |
| BHF | BRIGHTHOUSE FINL INC | 356,045 | $20.88M | 0.2% | $59.99 | -1.4% | COM | 10922N103 |
| — | TUTOR PERINI CORP | 18,700,000 | $20.71M | 0.2% | $1.17 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | VERSUM MATLS INC | 540,547 | $20.46M | 0.2% | $28.07 | — | COM | 92532W103 |
| JBGS | JBG SMITH PPTYS | 588,307 | $20.43M | 0.2% | $34.21 | — | COM | 46590V100 |
| — | VEECO INSTRS INC DEL | 23,000,000 | $20.08M | 0.2% | $0.92 | — | NOTE 2.700% 1/1 | 922417AD2 |
| PK | PARK HOTELS RESORTS INC | 690,467 | $19.85M | 0.2% | $26.46 | — | COM | 700517105 |
| — | SEACOR HOLDINGS INC | 19,300,000 | $19.7M | 0.2% | $0.98 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | STARWOOD PPTY TR INC | 16,980,000 | $18.77M | 0.2% | $1.11 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | BLACK HILLS CORP | 281,523 | $18.67M | 0.2% | $60.80 | — | UNIT 99/99/9999 | 092113125 |
| — | PROSPECT CAPITAL CORPORATION | 18,450,000 | $18.59M | 0.2% | $0.94 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | TRINITY INDS INC | 11,525,000 | $18.2M | 0.2% | $1.25 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | REDWOOD TR INC | 18,575,000 | $17.97M | 0.2% | $0.99 | — | NOTE 4.750% 8/1 | 758075AC9 |
| TSLA | TESLA INC | 56,492 | $17.59M | 0.2% | $22.64 | -3.9% | COM | 88160R101 |
| — | UNISYS CORP | 15,325,000 | $17.44M | 0.2% | $1.53 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | CORNERSTONE ONDEMAND INC | 17,175,000 | $17.12M | 0.2% | $1.00 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | ECHO GLOBAL LOGISTICS INC | 15,950,000 | $16.55M | 0.2% | $0.99 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | INPHI CORP | 14,075,000 | $16.37M | 0.2% | $1.22 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | BLACKSTONE MTG TR INC | 16,000,000 | $16.31M | 0.2% | $1.02 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | DOMINION ENERGY INC | 303,475 | $15.76M | 0.2% | $50.55 | — | UNIT 08/15/2019 | 25746U836 |
| — | WORKDAY INC | 12,550,000 | $15.73M | 0.2% | $1.25 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | PINNACLE ENTMT INC NEW | 474,099 | $15.52M | 0.2% | $32.73 | — | COM | 72348Y105 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 196,837 | $15.27M | 0.2% | $50.40 | +35.3% | COM | 64125C109 |
| — | GIGCAPITAL INC | 1,500,000 | $15M | 0.2% | $10.00 | — | UNIT 03/06/2025 | 37518N205 |
| — | PROSPECT CAPITAL CORPORATION | 14,925,000 | $14.98M | 0.2% | $1.00 | — | NOTE 4.950% 7/1 | 74348TAR3 |
| RWGE/U | REGALWOOD GLOBAL ENERGY LTD | 1,500,000 | $14.93M | 0.2% | $9.95 | — | UNIT 99/99/9999 | G74760110 |
| — | LEGACY ACQUISITION CORP | 1,500,000 | $14.91M | 0.2% | $9.94 | — | UNIT 05/31/2024 | 524643202 |
| — | LEISURE ACQUISITION CORP | 1,500,000 | $14.85M | 0.2% | $9.90 | — | UNIT 99/99/9999 | 52539T206 |
| — | IXYS CORP | 613,273 | $14.69M | 0.2% | $23.76 | — | COM | 46600W106 |
| — | SUNPOWER CORP | 14,450,000 | $14.34M | 0.2% | $1.11 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | ISIS PHARMACEUTICALS INC DEL | 13,350,000 | $14.13M | 0.2% | $1.06 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | SPIRIT RLTY CAP INC NEW | 13,525,000 | $14.04M | 0.2% | $1.01 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | HAYMAKER ACQUISITION | 1,399,960 | $13.86M | 0.2% | $9.90 | — | UNIT 10/19/2022 | 420870206 |
| — | SNYDERS-LANCE INC | 268,628 | $13.45M | 0.2% | $50.08 | — | COM | 833551104 |
| — | POTASH CORP SASK INC | 630,947 | $13.03M | 0.2% | $20.65 | — | COM | 73755L107 |
| — | PANDORA MEDIA INC | 14,350,000 | $12.74M | 0.2% | $1.03 | — | NOTE 1.750%12/0 | 698354AB3 |
| XYZ | SQUARE INC | 365,517 | $12.67M | 0.1% | $22.23 | +64.7% | CL A | 852234103 |
| — | BECTON DICKINSON & CO | 213,125 | $12.45M | 0.1% | $54.84 | — | PFD SHS CONV A | 075887208 |
| — | MONEYGRAM INTL INC | 875,350 | $11.54M | 0.1% | $15.88 | — | COM NEW | 60935Y208 |
| — | ILG INC | 390,250 | $11.11M | 0.1% | $28.48 | — | COM | 44967H101 |
| — | CLEVELAND CLIFFS INC | 10,000,000 | $10.97M | 0.1% | $1.10 | — | DBCV 1.500% 1/1 | 185899AA9 |
| AXTA | AXALTA COATING SYS LTD | 334,756 | $10.83M | 0.1% | $31.67 | 0.0% | COM | G0750C108 |
| — | DELTIC TIMBER CORP | 117,014 | $10.71M | 0.1% | $91.55 | — | COM | 247850100 |
| — | CONVERGYS CORP | 4,725,000 | $10.38M | 0.1% | $2.10 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | BROADSOFT INC | 6,975,000 | $10.37M | 0.1% | $1.49 | — | NOTE 1.000% 9/0 | 11133BAD4 |
| — | GENERAL COMMUNICATION INC | 263,937 | $10.3M | 0.1% | $36.64 | — | CL A | 369385109 |
| — | APOLLO COML REAL EST FIN INC | 10,000,000 | $10.18M | 0.1% | $1.02 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | CEMEX SAB DE CV | 9,700,000 | $9.876M | 0.1% | $1.12 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | AMTRUST FINL SVCS INC | 13,400,000 | $9.715M | 0.1% | $0.77 | — | NOTE 2.750%12/1 | 032359AG6 |
| — | OSPREY ENERGY ACQUISITION CO | 1,000,000 | $9.6M | 0.1% | $9.50 | — | CL A COM | 688397108 |
| — | SUCAMPO PHARMACEUTICALS INC | 521,010 | $9.352M | 0.1% | $17.95 | — | CL A | 864909106 |
| — | FINISAR CORP | 10,000,000 | $9.325M | 0.1% | $0.93 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | ENTELLUS MED INC | 377,132 | $9.198M | 0.1% | $24.39 | — | COM | 29363K105 |
| — | PENSARE ACQUISITION CORP | 936,600 | $9.048M | 0.1% | $9.67 | — | COM | 70957E105 |
| NESR | NATIONAL ENERGY SERVICES REU | 897,500 | $8.93M | 0.1% | $9.52 | — | SHS | G6375R107 |
| — | KBL MERGER CORP IV | 900,000 | $8.748M | 0.1% | $9.72 | — | COM | 48242A104 |
| — | BAZAARVOICE INC | 1,588,519 | $8.657M | 0.1% | $5.45 | — | COM | 073271108 |
| — | KNOWLES CORP | 7,600,000 | $8.465M | 0.1% | $1.18 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | EXACTECH INC | 166,932 | $8.255M | 0.1% | $49.45 | — | COM | 30064E109 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 1,402,532 | $8.107M | 0.1% | $6.75 | — | COM | 518415104 |
| — | REALPAGE INC | 176,649 | $7.826M | 0.1% | $40.07 | — | COM | 75606N109 |
| — | PROOFPOINT INC | 81,758 | $7.261M | 0.1% | $88.39 | — | COM | 743424103 |
| — | CM SEVEN STAR ACQUISITION CO | 750,000 | $7.238M | 0.1% | $9.65 | — | SHS | G2345N102 |
| — | AMYRIS INC | 9,626,000 | $6.979M | 0.1% | $0.64 | — | NOTE 9.500% 4/1 | 03236MAF8 |
| — | FORUM MERGER CORP | 683,600 | $6.822M | 0.1% | $9.71 | — | COM CL A | 34985B103 |
| — | GREEN PLAINS INC | 6,750,000 | $6.383M | 0.1% | $0.97 | — | NOTE 4.125% 9/0 | 393222AF1 |
| — | CONSTELLATION ALPHA CAP CORP | 649,500 | $6.313M | 0.1% | $9.71 | — | SHS | G2379F108 |
| — | FEDERAL STR ACQUISITION CORP | 650,000 | $6.312M | 0.1% | $9.75 | — | CL A | 31421V107 |
| NOW | SERVICENOW INC | 48,342 | $6.303M | 0.1% | $22.51 | +10.5% | COM | 81762P102 |
| — | MODERN MEDIA ACQUISITION | 625,000 | $6.138M | 0.1% | $9.77 | — | COM | 60765P103 |
| — | SUCAMPO PHARMACEUTICALS INC | 4,825,000 | $5.871M | 0.1% | $1.22 | — | NOTE 3.250%12/1 | 864909AB2 |
| — | FINISAR CORP | 5,551,000 | $5.607M | 0.1% | $1.01 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | PROS HOLDINGS INC | 5,300,000 | $5.575M | 0.1% | $1.02 | — | NOTE 2.000%12/0 | 74346YAB9 |
| UPBD | RENT A CTR INC NEW | 499,059 | $5.54M | 0.1% | $12.25 | -10.6% | COM | 76009N100 |
| — | BLACKHAWK NETWORK HLDGS INC | 152,311 | $5.43M | 0.1% | $37.81 | — | COM | 09238E104 |
| — | BARRACUDA NETWORKS INC | 194,200 | $5.341M | 0.1% | $27.50 | — | COM | 068323104 |
| — | BOB EVANS FARMS INC | 64,357 | $5.073M | 0.1% | $77.51 | — | COM | 096761101 |
| — | INVACARE CORP | 4,000,000 | $4.933M | 0.1% | $1.01 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | CAPITOL INVT CORP IV | 500,001 | $4.845M | 0.1% | $9.69 | — | CL A ORD | G18920101 |
| — | PDL BIOPHARMA INC | 5,000,000 | $4.834M | 0.1% | $0.81 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | BROOKDALE SR LIVING INC | 4,650,000 | $4.653M | 0.1% | $0.99 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | SOUTHWESTERN ENERGY CO | 379,300 | $4.611M | 0.1% | $46.40 | — | DEP SHS 1/20 B | 845467208 |
| — | WAYFAIR INC | 4,350,000 | $4.551M | 0.1% | $1.05 | — | NOTE 0.375% 9/0 | 94419LAA9 |
| — | I AM CAP ACQUISITION CO | 450,000 | $4.433M | 0.1% | $9.85 | — | COM | 45074Q108 |
| — | GENERAL CABLE CORP DEL NEW | 4,100,000 | $4.343M | 0.1% | $0.77 | — | FRNT 4.500%11/1 | 369300AL2 |
| NICE | NICE LTD | 47,000 | $4.32M | 0.1% | $69.99 | — | SPONSORED ADR | 653656108 |
| — | HEALTHWAYS INC | 2,250,000 | $4.234M | 0.1% | $1.17 | — | NOTE 1.500% 7/0 | 422245AB6 |
| NWSA | NEWS CORP NEW | 260,487 | $4.222M | 0.0% | $12.36 | +10.7% | CL A | 65249B109 |
| — | TPG PACE ENERGY HLDGS CORP | 418,101 | $4.072M | 0.0% | $9.25 | — | CL A | 872656103 |
| — | AMERICAN RLTY CAP PPTYS INC | 4,000,000 | $4.005M | 0.0% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | SENTINEL ENERGY SVCS INC | 400,000 | $3.988M | 0.0% | $9.97 | — | UNIT 11/02/2022 | G8062D128 |
| — | HENNESSY CAP ACQUSTON CORP I | 400,000 | $3.92M | 0.0% | $9.86 | — | COM | 42588L105 |
| — | MATLIN & PARTNERS ACQUISITIO | 400,000 | $3.904M | 0.0% | $9.66 | — | CL A | 57682V106 |
| — | INDUSTREA ACQUISITION CORP | 400,000 | $3.888M | 0.0% | $9.74 | — | CL A | 45579J104 |
| — | RYLAND GROUP INC | 2,131,000 | $3.84M | 0.0% | $1.80 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | NEW YORK MTG TR INC | 3,725,000 | $3.813M | 0.0% | $0.98 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | CAPELLA EDUCATION COMPANY | 42,759 | $3.31M | 0.0% | $77.41 | — | COM | 139594105 |
| — | M III ACQUISITION CORP | 308,712 | $3.062M | 0.0% | $9.80 | — | COM | 55378T104 |
| TDOC | TELADOC INC | 86,807 | $3.025M | 0.0% | $32.80 | +1.3% | COM | 87918A105 |
| — | DRAPER OAKWOOD TECHNOLOGY | 303,100 | $2.961M | 0.0% | $9.77 | — | COM CL A | 26146L103 |
| — | KINDRED HEALTHCARE INC | 300,000 | $2.91M | 0.0% | $9.70 | — | COM | 494580103 |
| — | SINA CORP | 26,694 | $2.678M | 0.0% | $112.14 | — | ORD | G81477104 |
| GTLS | CHART INDS INC | 54,012 | $2.531M | 0.0% | $44.63 | 0.0% | COM PAR $0.01 | 16115Q308 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $2.519M | 0.0% | $0.42 | — | NOTE 5.875%11/3 | 20478NAD2 |
| — | KAYNE ANDERSON ACQUISITION | 250,000 | $2.428M | 0.0% | $9.72 | — | COM CL A | 48661U102 |
| — | MAINSOURCE FINANCIAL GP INC | 62,805 | $2.28M | 0.0% | $35.86 | — | COM | 56062Y102 |
| MDB | MONGODB INC | 75,500 | $2.241M | 0.0% | $29.25 | 0.0% | CL A | 60937P106 |
| — | PRICELINE GRP INC | 1,214 | $2.11M | 0.0% | $1465.96 | — | COM NEW | 741503403 |
| — | M I ACQUISITIONS INC | 206,000 | $2.099M | 0.0% | $10.07 | — | COM | 55304A104 |
| EXPE | EXPEDIA INC DEL | 17,312 | $2.073M | 0.0% | $142.74 | -12.2% | COM NEW | 30212P303 |
| PHUN | STELLAR ACQUISITION III INC | 200,000 | $2.042M | 0.0% | $10.05 | — | COM | Y8172W107 |
| — | BLACK RIDGE ACQUISITION CORP | 210,000 | $2.029M | 0.0% | $9.66 | — | COM | 09216T107 |
| — | BIG ROCK PARTNERS ACQUISI CO | 200,000 | $1.94M | 0.0% | $9.70 | — | COM | 089482103 |
| — | RESOURCE CAP CORP | 2,000,000 | $1.895M | 0.0% | $1.04 | — | NOTE 4.500% 8/1 | 76120WAC8 |
| — | VIRTUS INVT PARTNERS INC | 17,975 | $1.837M | 0.0% | $97.25 | — | PFD CV SER D | 92828Q208 |
| — | CORENERGY INFRASTRUCTURE TR | 1,500,000 | $1.796M | 0.0% | $0.85 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | CONSOL ENERGY INC NEW | 43,071 | $1.702M | 0.0% | $39.52 | — | COM | 20854L108 |
| — | ALMOST FAMILY INC | 30,266 | $1.675M | 0.0% | $55.34 | — | COM | 020409108 |
| — | ACCURAY INC | 1,475,000 | $1.492M | 0.0% | $1.78 | — | NOTE 3.500% 2/0 | 004397AF2 |
| — | FINTECH ACQUISITION CORP II | 150,000 | $1.487M | 0.0% | $9.80 | — | COM | 31810G109 |
| — | BISON CAP ACQUISITION CORP | 150,000 | $1.481M | 0.0% | $9.87 | — | ORD SHS | G1142P104 |
| — | TPG PACE HLDGS CORP | 150,000 | $1.463M | 0.0% | $9.50 | — | CL A | G89827128 |
| NESRW | NATIONAL ENERGY SERVICES REU | 1,720,800 | $1.428M | 0.0% | $0.55 | — | *W EXP 05/05/202 | G6375R115 |
| — | WILLSCOT CORP | 950,067 | $1.368M | 0.0% | $1.44 | — | *W EXP 09/10/202 | 971375118 |
| — | FGL HLDGS | 123,202 | $1.241M | 0.0% | $10.07 | — | ORD SHS | G3402M102 |
| — | MATLIN & PARTNERS ACQUISITIO | 2,500,000 | $1.05M | 0.0% | $0.50 | — | *W EXP 05/28/202 | 57682V114 |
| TRGP | TARGA RES CORP | 21,184 | $1.026M | 0.0% | $28.49 | +14.5% | COM | 87612G101 |
| — | HARMONIC INC | 1,000,000 | $1.008M | 0.0% | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | FORUM MERGER CORP | 1,500,000 | $990K | 0.0% | $0.36 | — | RIGHT 06/01/2019 | 34985B129 |
| HUNTF | HUNTER MARITIME ACQUISITION | 100,000 | $975K | 0.0% | $9.79 | 0.0% | CL A | Y37828111 |
| — | FINTECH ACQUISITION CORP II | 700,000 | $966K | 0.0% | $1.20 | — | *W EXP 01/19/202 | 31810G117 |
| — | ESTRE AMBIENTAL INC | 1,323,740 | $953K | 0.0% | $0.72 | — | *W EXP 12/21/202 | G3206V118 |
| — | ENERGY TRANSFER PARTNERS LP | 52,083 | $933K | 0.0% | $20.40 | — | UNIT LTD PRT INT | 29278N103 |
| OKE | ONEOK INC NEW | 16,899 | $903K | 0.0% | $32.05 | +0.0% | COM | 682680103 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 900,000 | $899K | 0.0% | $0.81 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | GLOBAL PARTNER ACQUISITION C | 768,000 | $829K | 0.0% | $0.27 | — | *W EXP 07/01/202 | 37954X113 |
| MPLX | MPLX LP | 23,115 | $820K | 0.0% | $50.41 | — | COM UNIT REP LTD | 55336V100 |
| — | TRANSMONTAIGNE PARTNERS L P | 20,221 | $798K | 0.0% | $31.15 | — | COM UNIT L P | 89376V100 |
| — | DASEKE INC | 378,003 | $771K | 0.0% | $1.12 | — | *W EXP 02/27/202 | 23753F115 |
| — | WILLIAMS PARTNERS L P NEW | 19,436 | $754K | 0.0% | $48.98 | — | COM UNIT LTD PAR | 96949L105 |
| — | DCP MIDSTREAM LP | 20,646 | $750K | 0.0% | $32.46 | — | COM UT LTD PTN | 23311P100 |
| EPD | ENTERPRISE PRODS PARTNERS L | 27,760 | $736K | 0.0% | $32.94 | — | COM | 293792107 |
| — | BRISTOW GROUP INC | 54,532 | $735K | 0.0% | $13.48 | — | COM | 110394103 |
| — | CRESTWOOD EQUITY PARTNERS LP | 27,936 | $721K | 0.0% | $21.28 | — | UNIT LTD PARTNER | 226344208 |
| HBB | HAMILTON BEACH BRANDS HLDG C | 27,874 | $716K | 0.0% | $26.23 | 0.0% | COM CL A | 40701T104 |
| — | JENSYN ACQUISITION CORP | 69,000 | $711K | 0.0% | $10.03 | — | COM | 47632B102 |
| — | RENEWABLE ENERGY GROUP INC | 675,000 | $704K | 0.0% | $0.93 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | MACQUARIE INFRASTRUCTURE COR | 10,817 | $694K | 0.0% | $80.66 | — | COM | 55608B105 |
| — | SEMGROUP CORP | 22,533 | $680K | 0.0% | $37.99 | — | CL A | 81663A105 |
| — | MODERN MEDIA ACQUISITION | 1,700,000 | $663K | 0.0% | $0.40 | — | RIGHT 99/99/9999 | 60765P129 |
| — | NEXTDECADE CORP | 1,095,541 | $657K | 0.0% | $0.93 | — | *W EXP 07/23/202 | 65342K113 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 9,057 | $643K | 0.0% | $76.20 | — | COM UNIT RP LP | 559080106 |
| — | TEEKAY LNG PARTNERS L P | 31,819 | $641K | 0.0% | $23.59 | — | PRTNRSP UNITS | Y8564M105 |
| — | VITAMIN SHOPPE INC | 1,000,000 | $640K | 0.0% | $0.93 | — | NOTE 2.250%12/0 | 92849EAB7 |
| — | M III ACQUISITION CORP | 808,712 | $639K | 0.0% | $0.34 | — | *W EXP 10/10/202 | 55378T112 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 31,028 | $636K | 0.0% | $24.94 | — | COM UNIT LTD | 866142102 |
| — | PHILLIPS 66 PARTNERS LP | 11,845 | $620K | 0.0% | $62.39 | — | COM UNIT REP INT | 718549207 |
| — | SHELL MIDSTREAM PARTNERS L P | 20,609 | $615K | 0.0% | $34.25 | — | UNIT LTD INT | 822634101 |
| — | ENABLE MIDSTREAM PARTNERS LP | 42,553 | $605K | 0.0% | $13.66 | — | COM UNIT RP IN | 292480100 |
| — | VANTAGE ENERGY ACQUISITION | 500,000 | $600K | 0.0% | $1.25 | — | *W EXP 04/12/202 | 92211L113 |
| — | ANTERO MIDSTREAM GP LP | 30,200 | $596K | 0.0% | $21.20 | — | COM SHS REPSTG | 03675Y103 |
| — | RICE MIDSTREAM PARTNERS LP | 27,668 | $594K | 0.0% | $14.41 | — | UNIT LTD PARTN | 762819100 |
| CQP | CHENIERE ENERGY PARTNERS LP | 19,985 | $592K | 0.0% | $29.74 | — | COM UNIT | 16411Q101 |
| — | ENLINK MIDSTREAM PARTNERS LP | 38,409 | $590K | 0.0% | $21.08 | — | COM UNIT REP LTD | 29336U107 |
| — | AMERIGAS PARTNERS L P | 12,764 | $590K | 0.0% | $46.35 | — | UNIT L P INT | 030975106 |
| — | HOLLY ENERGY PARTNERS L P | 18,004 | $585K | 0.0% | $31.42 | — | COM UT LTD PTN | 435763107 |
| — | TC PIPELINES LP | 10,775 | $572K | 0.0% | $58.37 | — | UT COM LTD PRT | 87233Q108 |
| PAA | PLAINS ALL AMERN PIPELINE L | 27,451 | $567K | 0.0% | $30.61 | — | UNIT LTD PARTN | 726503105 |
| — | VALERO ENERGY PARTNERS LP | 12,721 | $566K | 0.0% | $47.14 | — | COM UNT REP LP | 91914J102 |
| — | APTEVO THERAPEUTICS INC | 132,502 | $562K | 0.0% | $2.56 | — | COM | 03835L108 |
| — | TALLGRASS ENERGY PARTNERS LP | 12,160 | $558K | 0.0% | $49.42 | — | COM UNIT | 874697105 |
| — | CONE MIDSTREAM PARTNERS LP | 33,200 | $557K | 0.0% | $12.92 | — | COM UNIT REPST | 206812109 |
| — | HESS MIDSTREAM PARTNERS LP | 28,000 | $555K | 0.0% | $20.99 | — | UNIT LTD PR INT | 428104103 |
| MTW | MANITOWOC CO INC | 13,966 | $549K | 0.0% | $38.67 | 0.0% | COM NEW | 563571405 |
| ASIX | ADVANSIX INC | 13,011 | $547K | 0.0% | $16.41 | +138.3% | COM | 00773T101 |
| — | SWITCH INC | 30,000 | $546K | 0.0% | $18.20 | — | CL A | 87105L104 |
| — | WESTERN GAS PARTNERS LP | 11,341 | $545K | 0.0% | $60.76 | — | COM UNIT LP IN | 958254104 |
| — | ENBRIDGE ENERGY PARTNERS L P | 38,865 | $537K | 0.0% | $23.53 | — | COM | 29250R106 |
| — | ANDEAVOR LOGISTICS LP | 11,550 | $533K | 0.0% | $50.04 | — | COM UNIT LP INT | 03350F106 |
| MMLP | MARTIN MIDSTREAM PRTNRS L P | 37,694 | $528K | 0.0% | $24.25 | — | UNIT L P INT | 573331105 |
| — | AVID TECHNOLOGY INC | 600,000 | $518K | 0.0% | $0.68 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | SPECTRA ENERGY PARTNERS LP | 12,714 | $503K | 0.0% | $48.59 | — | COM | 84756N109 |
| GEL | GENESIS ENERGY L P | 21,965 | $491K | 0.0% | $38.47 | — | UNIT LTD PARTN | 371927104 |
| — | BUCKEYE PARTNERS L P | 9,887 | $490K | 0.0% | $69.26 | — | UNIT LTD PARTN | 118230101 |
| HRI | HERC HLDGS INC | 7,787 | $488K | 0.0% | $30.89 | +64.2% | COM | 42704L104 |
| — | ROSEHILL RES INC | 489,600 | $485K | 0.0% | $1.09 | — | *W EXP 09/16/202 | 777385113 |
| — | BOARDWALK PIPELINE PARTNERS | 37,302 | $482K | 0.0% | $14.56 | — | UT LTD PARTNER | 096627104 |
| — | FORUM MERGER CORP | 750,000 | $480K | 0.0% | $0.34 | — | *W EXP 06/01/202 | 34985B111 |
| — | EVOQUA WATER TECHNOLOGIES CO | 20,000 | $474K | 0.0% | $23.70 | — | COM | 30057T105 |
| — | FGL HLDGS | 300,000 | $465K | 0.0% | $1.55 | — | *W EXP 11/30/202 | G3402M110 |
| — | NUSTAR ENERGY LP | 15,439 | $462K | 0.0% | $53.59 | — | UNIT COM | 67058H102 |
| LOMA | LOMA NEGRA CORP | 20,000 | $461K | 0.0% | $23.05 | — | SPONSORED ADS | 54150E104 |
| ATLC | ATLANTICUS HLDGS CORP | 191,430 | $459K | 0.0% | $2.61 | -11.1% | COM | 04914Y102 |
| — | SILVER RUN ACQUISITION | 308,333 | $456K | 0.0% | $1.79 | — | *W EXP 03/28/202 | 82812A111 |
| — | INVESCO VALUE MUN INCOME TR | 30,342 | $452K | 0.0% | $14.63 | — | COM | 46132P108 |
| — | PENSARE ACQUISITION CORP | 1,000,000 | $440K | 0.0% | $0.40 | — | RIGHT 99/99/9999 | 70957E121 |
| — | MODERN MEDIA ACQUISITION | 850,000 | $434K | 0.0% | $0.39 | — | *W EXP 05/17/202 | 60765P111 |
| — | FEDERAL STR ACQUISITION CORP | 375,000 | $431K | 0.0% | $1.10 | — | *W EXP 07/24/202 | 31421V115 |
| — | INVESCO MUN OPPORTUNITY TR | 34,071 | $422K | 0.0% | $12.39 | — | COM | 46132C107 |
| — | NUVEEN CA QUALTY MUN INCOME | 29,080 | $416K | 0.0% | $14.31 | — | COM | 67066Y105 |
| — | ELECTRUM SPL ACQUISITION COR | 990,000 | $401K | 0.0% | $0.32 | — | *W EXP 99/99/999 | G3105C112 |
| — | WELBILT INC | 16,639 | $391K | 0.0% | $19.65 | — | COM | 949090104 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 26,197 | $365K | 0.0% | $13.93 | — | COM | 09253X102 |
| — | LANDCADIA HLDGS INC | 500,000 | $350K | 0.0% | $0.70 | — | *W EXP 06/01/202 | 51476W115 |
| — | OSPREY ENERGY ACQUISITION CO | 500,000 | $350K | 0.0% | $0.82 | — | *W EXP 07/21/202 | 688397116 |
| — | EASTERLY ACQUISITION CORP | 573,250 | $341K | 0.0% | $0.33 | — | *W EXP 07/29/202 | 27616L110 |
| — | NUVEEN QUALITY MUNCP INCOME | 24,032 | $338K | 0.0% | $14.06 | — | COM | 67066V101 |
| FHN | FIRST HORIZON NATL CORP | 16,843 | $337K | 0.0% | $14.31 | 0.0% | COM | 320517105 |
| — | INVESCO PA VALUE MUN INCOME | 26,835 | $326K | 0.0% | $12.15 | — | COM | 46132K109 |
| — | HENNESSY CAP ACQUSTON CORP I | 375,000 | $317K | 0.0% | $0.73 | — | *W EXP 06/15/202 | 42588L113 |
| — | BP MIDSTREAM PARTNERS LP | 15,000 | $309K | 0.0% | $20.60 | — | UNIT LTD PTNR | 0556EL109 |
| — | INVESCO QUALITY MUNI INC TRS | 24,626 | $308K | 0.0% | $12.51 | — | COM | 46133G107 |
| — | NUVEEN NEW JERSEY QULT MUN F | 22,490 | $308K | 0.0% | $13.69 | — | COM | 67069Y102 |
| EYE | NATIONAL VISION HLDGS INC | 7,500 | $305K | 0.0% | $32.93 | 0.0% | COM | 63845R107 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 23,129 | $300K | 0.0% | $12.97 | — | COM | 670656107 |
| — | NUVEEN AMT FREE QLTY MUN INC | 21,734 | $299K | 0.0% | $13.76 | — | COM | 670657105 |
| — | ALLIANCE CALIF MUN INCOME FD | 21,942 | $298K | 0.0% | $13.40 | — | COM | 018546101 |
| — | QUORUM HEALTH CORP | 47,681 | $298K | 0.0% | $10.71 | — | COM | 74909E106 |
| — | BLACKROCK MUN 2030 TAR TERM | 13,328 | $298K | 0.0% | $22.36 | — | COM SHS BEN IN | 09257P105 |
| — | KBL MERGER CORP IV | 1,000,000 | $290K | 0.0% | $0.30 | — | RIGHT 03/22/2019 | 48242A120 |
| — | BLACKROCK MUNIYIELD NY QLTY | 22,313 | $288K | 0.0% | $12.91 | — | COM | 09255E102 |
| — | NUVEEN VIRGINIA QLTY MUNCPL | 22,208 | $285K | 0.0% | $13.03 | — | COM | 67064R102 |
| — | AVISTA HEALTHCARE PUB ACQ CO | 1,000,000 | $280K | 0.0% | $0.41 | — | *W EXP 99/99/999 | G0726L117 |
| — | NUVEEN CONNECTICUT QLTY MUN | 23,403 | $279K | 0.0% | $11.92 | — | COM | 67060D107 |
| — | PENSARE ACQUISITION CORP | 500,000 | $275K | 0.0% | $0.50 | — | *W EXP 07/27/202 | 70957E113 |
| — | GORES HLDGS II INC | 133,333 | $268K | 0.0% | $1.49 | — | *W EXP 03/06/202 | 382867117 |
| DFIN | DONNELLEY FINL SOLUTIONS INC | 12,726 | $248K | 0.0% | $21.18 | -3.5% | COM | 25787G100 |
| XBKNX | BLACKROCK INVT QUALITY MUN T | 16,605 | $248K | 0.0% | $14.94 | — | COM | 09247D105 |
| — | AMYRIS INC | 64,745 | $243K | 0.0% | $3.18 | — | COM NEW | 03236M200 |
| — | CM SEVEN STAR ACQUISITION CO | 750,000 | $240K | 0.0% | $0.32 | — | RIGHT 08/21/2022 | G2345N136 |
| AFIIQ | ARMSTRONG FLOORING INC | 13,995 | $237K | 0.0% | $16.04 | +1.0% | COM | 04238R106 |
| — | TPG PACE ENERGY HLDGS CORP | 166,667 | $225K | 0.0% | $1.40 | — | *W EXP 99/99/999 | 872656111 |
| XMHIX | PIONEER MUN HIGH INCOME TR | 18,825 | $223K | 0.0% | $11.85 | — | COM SHS | 723763108 |
| — | SAILPOINT TECHNLGIES HLDGS I | 15,000 | $218K | 0.0% | $14.53 | — | COM | 78781P105 |
| — | CONSTELLATION ALPHA CAP CORP | 700,000 | $217K | 0.0% | $0.32 | — | RIGHT 99/99/9999 | G2379F132 |
| AGI | ALAMOS GOLD INC NEW | 32,665 | $214K | 0.0% | $6.15 | 0.0% | COM CL A | 011532108 |
| — | KAYNE ANDERSON ACQUISITION | 250,000 | $213K | 0.0% | $0.78 | — | *W EXP 06/30/202 | 48661U110 |
| — | INDUSTREA ACQUISITION CORP | 500,000 | $210K | 0.0% | $0.40 | — | *W EXP 08/01/202 | 45579J112 |
| XBFZX | BLACKROCK CALIF MUN INCOME T | 14,456 | $199K | 0.0% | $13.77 | — | SH BEN INT | 09248E102 |
| — | KBL MERGER CORP IV | 1,000,000 | $197K | 0.0% | $0.17 | — | *W EXP 01/15/202 | 48242A112 |
| — | DTF TAX-FREE INCOME INC | 13,795 | $195K | 0.0% | $14.14 | — | COM | 23334J107 |
| — | EATON VANCE MUNI INCOME TRUS | 15,458 | $192K | 0.0% | $12.42 | — | SH BEN INT | 27826U108 |
| — | NUVEEN MARYLAND QLT MUN INC | 15,267 | $192K | 0.0% | $12.58 | — | COM | 67061Q107 |
| — | NUVEEN MICHIGAN QLT MUN INC | 14,147 | $188K | 0.0% | $13.29 | — | COM | 670979103 |
| — | NUVEEN NORTH CAROLINA QLTY M | 14,458 | $187K | 0.0% | $12.93 | — | COM | 67060P100 |
| — | STELLAR ACQUISITION III INC | 600,000 | $186K | 0.0% | $0.37 | — | *W EXP 03/22/202 | Y8172W115 |
| — | CAPITOL INVT CORP IV | 166,667 | $183K | 0.0% | $1.10 | — | *W EXP 01/01/202 | G18920127 |
| — | EATON VANCE MUN BD FD | 14,234 | $178K | 0.0% | $12.51 | — | COM | 27827X101 |
| — | LSC COMMUNICATIONS INC | 10,871 | $165K | 0.0% | $29.68 | — | COM | 50218P107 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 12,000 | $158K | 0.0% | $13.17 | — | COM | 670972108 |
| — | NUVEEN OHIO QLTY MUN INCOME | 10,733 | $157K | 0.0% | $14.63 | — | COM | 670980101 |
| — | ORIGO ACQUISITION CORP | 315,500 | $156K | 0.0% | $0.13 | — | RIGHT 03/12/2018 | G67789134 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 10,631 | $154K | 0.0% | $14.49 | — | COM | 09254X101 |
| — | CONSTELLATION ALPHA CAP CORP | 700,000 | $154K | 0.0% | $0.22 | — | *W EXP 03/23/202 | G2379F116 |
| — | INVESCO MUN TR | 12,110 | $151K | 0.0% | $12.47 | — | COM | 46131J103 |
| — | ORIGO ACQUISITION CORP | 300,000 | $149K | 0.0% | $0.31 | — | *W EXP 12/17/202 | G67789118 |
| — | BLACKROCK MUNIYIELD CALI QLT | 10,015 | $147K | 0.0% | $14.68 | — | COM | 09254N103 |
| — | SOCIAL CAP HEDOSOPHIA HLDGS | 83,334 | $146K | 0.0% | $1.75 | — | *W EXP 99/99/999 | G8250R129 |
| — | HUNTER MARITIME ACQUISITION | 470,000 | $141K | 0.0% | $0.66 | — | *W EXP 99/99/999 | Y37828129 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 10,014 | $134K | 0.0% | $13.38 | — | COM | 09255C106 |
| — | CM SEVEN STAR ACQUISITION CO | 375,000 | $109K | 0.0% | $0.29 | — | *W EXP 08/21/202 | G2345N110 |
| — | BORQS TECHNOLOGIES INC | 20,614 | $109K | 0.0% | $5.75 | — | SHS | G1466B103 |
| — | TPG PACE HLDGS CORP | 66,666 | $103K | 0.0% | $1.55 | — | *W EXP 99/99/999 | G89827110 |
| — | M I ACQUISITIONS INC | 250,000 | $88,000 | 0.0% | $0.32 | — | *W EXP 99/99/999 | 55304A112 |
| — | BARINGTON HILCO ACQUISITION | 487,260 | $78,000 | 0.0% | $0.28 | — | RIGHT 02/13/2017 | 06759V119 |
| — | DRAPER OAKWOOD TECHNOLOGY | 150,000 | $75,000 | 0.0% | $0.50 | — | RIGHT 09/19/2018 | 26146L129 |
| — | BIG ROCK PARTNERS ACQUISI CO | 200,000 | $74,000 | 0.0% | $0.37 | — | RIGHT 12/01/2022 | 089482129 |
| — | I AM CAP ACQUISITION CO | 225,000 | $74,000 | 0.0% | $0.33 | — | *W EXP 05/22/202 | 45074Q116 |
| — | BLACK RIDGE ACQUISITION CORP | 210,000 | $69,000 | 0.0% | $0.33 | — | *W EXP 07/10/202 | 09216T115 |
| — | I AM CAP ACQUISITION CO | 225,000 | $68,000 | 0.0% | $0.30 | — | RIGHT 05/22/2019 | 45074Q124 |
| — | COMMUNITY HEALTH SYS INC NEW | 9,282,097 | $66,000 | 0.0% | $0.02 | — | RIGHT 99/99/9999 | 203668116 |
| — | JENSYN ACQUISITION CORP | 174,000 | $65,000 | 0.0% | $0.20 | — | RIGHT 99/99/9999 | 47632B128 |
| — | BLACK RIDGE ACQUISITION CORP | 210,000 | $59,000 | 0.0% | $0.28 | — | RIGHT 07/10/2019 | 09216T123 |
| — | BISON CAP ACQUISITION CORP | 150,000 | $57,000 | 0.0% | $0.30 | — | RIGHT 03/20/2019 | G1142P138 |
| — | SABAN CAP ACQUISITION CORP | 42,000 | $52,000 | 0.0% | $1.31 | — | *W EXP 09/21/202 | 78516C114 |
| — | DRAPER OAKWOOD TECHNOLOGY | 75,000 | $50,000 | 0.0% | $0.67 | — | *W EXP 09/19/202 | 26146L111 |
| — | JASON INDS INC | 1,933,070 | $44,000 | 0.0% | $0.79 | — | *W EXP 06/30/201 | 471172114 |
| — | BIG ROCK PARTNERS ACQUISI CO | 100,000 | $40,000 | 0.0% | $0.40 | — | *W EXP 12/01/202 | 089482111 |
| — | JENSYN ACQUISITION CORP | 174,000 | $39,000 | 0.0% | $0.07 | — | *W EXP 03/07/202 | 47632B110 |
| — | BARINGTON HILCO ACQUISITION | 487,260 | $34,000 | 0.0% | $0.16 | — | *W EXP 02/11/201 | 06759V127 |
| — | BISON CAP ACQUISITION CORP | 75,000 | $27,000 | 0.0% | $0.36 | — | *W EXP 06/20/202 | G1142P112 |
| — | VALLEY NATL BANCORP | 114,185 | $13,000 | 0.0% | $0.20 | — | *W EXP 11/14/201 | 919794131 |