CIK: 0001167456 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Aug 14, 2018
Total Value ($000): $8,132,114 (58.4% shares, 41.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NOVELLUS SYS INC | 113,392,000 | $588,836 | 7.2% | $3.02 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | ALTABA INC | 3,417,904 | $250,225 | 3.1% | $66.24 | — | COM | 021346101 |
| NXPI | NXP SEMICONDUCTORS N V | 2,053,954 | $224,436 | 2.8% | $98.97 | -1.0% | COM | N6596X109 |
| — | ROCKWELL COLLINS INC | 1,524,698 | $205,346 | 2.5% | $130.74 | — | COM | 774341101 |
| — | INTEL CORP | 84,083,000 | $201,513 | 2.5% | $1.75 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | CAVIUM INC | 2,098,271 | $181,500 | 2.2% | $83.18 | — | COM | 14964U108 |
| — | ANTHEM INC | 54,129,000 | $177,140 | 2.2% | $2.04 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ADVANCED MICRO DEVICES INC | 85,200,000 | $169,347 | 2.1% | $1.93 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | MICROCHIP TECHNOLOGY INC | 96,500,000 | $168,616 | 2.1% | $1.59 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | ANDEAVOR | 1,222,201 | $160,328 | 2.0% | $131.18 | — | COM | 03349M105 |
| — | WGL HLDGS INC | 1,705,423 | $151,356 | 1.9% | $83.81 | — | COM | 92924F106 |
| — | RSP PERMIAN INC | 3,378,501 | $148,722 | 1.8% | $45.83 | — | COM | 74978Q105 |
| — | EXPRESS SCRIPTS HLDG CO | 1,902,065 | $146,858 | 1.8% | $73.59 | — | COM | 30219G108 |
| — | VALIDUS HOLDINGS LTD | 2,104,656 | $142,275 | 1.7% | $67.45 | — | COM SHS | G9319H102 |
| — | MICRON TECHNOLOGY INC | 29,305,000 | $140,435 | 1.7% | $1.95 | — | NOTE 2.125% 2/1 | 595112AV5 |
| AVA | AVISTA CORP | 2,631,857 | $138,594 | 1.7% | $35.57 | +5.8% | COM | 05379B107 |
| — | MOLINA HEALTHCARE INC | 55,525,000 | $134,727 | 1.7% | $1.50 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | AETNA INC NEW | 681,915 | $125,131 | 1.5% | $176.43 | — | COM | 00817Y108 |
| — | XL GROUP LTD | 1,919,967 | $107,422 | 1.3% | $55.70 | — | COM | G98294104 |
| — | SCANA CORP NEW | 2,643,784 | $101,839 | 1.3% | $37.55 | — | COM | 80589M102 |
| — | PALO ALTO NETWORKS INC | 48,400,000 | $90,107 | 1.1% | $1.57 | — | NOTE 7/0 | 697435AB1 |
| — | VECTREN CORP | 1,185,397 | $84,697 | 1.0% | $71.45 | — | COM | 92240G101 |
| — | ILG INC | 2,553,395 | $84,339 | 1.0% | $32.33 | — | COM | 44967H101 |
| — | ORBOTECH LTD | 1,353,886 | $83,670 | 1.0% | $61.97 | — | ORD | M75253100 |
| — | SQUARE INC | 30,660,000 | $82,853 | 1.0% | $2.70 | — | NOTE 0.375% 3/0 | 852234AB9 |
| — | KAPSTONE PAPER & PACKAGING C | 2,357,568 | $81,336 | 1.0% | $34.34 | — | COM | 48562P103 |
| — | NXSTAGE MEDICAL INC | 2,884,391 | $80,475 | 1.0% | $27.54 | — | COM | 67072V103 |
| — | VERIFONE SYS INC | 3,407,467 | $77,758 | 1.0% | $22.82 | — | COM | 92342Y109 |
| — | ENVISION HEALTHCARE CORP | 1,731,146 | $76,188 | 0.9% | $44.01 | — | COM | 29414D100 |
| — | CAESARS ENTMT CORP | 44,275,000 | $75,834 | 0.9% | $1.71 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | TWENTY FIRST CENTY FOX INC | 1,456,202 | $72,359 | 0.9% | $36.86 | — | CL A | 90130A101 |
| — | CHESAPEAKE ENERGY CORP | 70,725,000 | $72,054 | 0.9% | $0.87 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | PINNACLE FOODS INC DEL | 1,056,000 | $68,703 | 0.8% | $65.06 | — | COM | 72348P104 |
| — | MICROCHIP TECHNOLOGY INC | 55,941,000 | $66,705 | 0.8% | $1.20 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | U S G CORP | 1,533,388 | $66,120 | 0.8% | $43.12 | — | COM NEW | 903293405 |
| — | ALLEGHENY TECHNOLOGIES INC | 33,950,000 | $64,522 | 0.8% | $1.38 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | WAYFAIR INC | 43,500,000 | $56,148 | 0.7% | $0.96 | — | NOTE 0.375% 9/0 | 94419LAA9 |
| — | EXACT SCIENCES CORP | 51,075,000 | $53,845 | 0.7% | $1.05 | — | DBCV 1.000% 1/1 | 30063PAA3 |
| — | SPRINT CORP | 9,815,449 | $53,396 | 0.7% | $5.44 | — | COM SER 1 | 85207U105 |
| — | TRIBUNE MEDIA CO | 1,346,790 | $51,542 | 0.6% | $38.27 | — | CL A | 896047503 |
| — | AKORN INC | 3,033,939 | $50,333 | 0.6% | $32.90 | — | COM | 009728106 |
| — | SYNAPTICS INC | 50,175,000 | $49,808 | 0.6% | $0.99 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | PINNACLE ENTMT INC NEW | 1,476,305 | $49,796 | 0.6% | $32.07 | — | COM | 72348Y105 |
| — | TESLA INC | 40,900,000 | $49,726 | 0.6% | $1.18 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | TTM TECHNOLOGIES INC | 26,500,000 | $49,512 | 0.6% | $1.11 | — | NOTE 1.750%12/1 | 87305RAD1 |
| LW | LAMB WESTON HLDGS INC | 654,306 | $44,827 | 0.6% | $33.06 | +76.6% | COM | 513272104 |
| — | INFINITY PPTY & CAS CORP | 312,321 | $44,459 | 0.5% | $124.67 | — | COM | 45665Q103 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 31,525,000 | $41,872 | 0.5% | $1.10 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | TERADYNE INC | 30,725,000 | $40,975 | 0.5% | $1.33 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | CLEVELAND CLIFFS INC | 33,075,000 | $40,705 | 0.5% | $1.10 | — | DBCV 1.500% 1/1 | 185899AA9 |
| GNW | GENWORTH FINL INC | 8,868,810 | $39,910 | 0.5% | $4.08 | -15.5% | COM CL A | 37247D106 |
| HGV | HILTON GRAND VACATIONS INC | 1,099,596 | $38,156 | 0.5% | $37.09 | +9.1% | COM | 43283X105 |
| AA | ALCOA CORP | 795,125 | $37,275 | 0.5% | $38.33 | +25.3% | COM | 013872106 |
| — | FOUNDATION MEDICINE INC | 268,929 | $36,763 | 0.5% | $136.70 | — | COM | 350465100 |
| — | QUALITY CARE PPTYS INC | 1,695,069 | $36,461 | 0.4% | $15.97 | — | COM | 747545101 |
| — | ENSCO JERSEY FIN LTD | 38,925,000 | $36,245 | 0.4% | $0.87 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | COLONY STARWOOD HOMES | 31,625,000 | $35,376 | 0.4% | $1.12 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | MITEL NETWORKS CORP | 3,206,720 | $35,178 | 0.4% | $10.97 | — | COM | 60671Q104 |
| — | AMTRUST FINL SVCS INC | 2,406,766 | $35,067 | 0.4% | $12.95 | — | COM | 032359309 |
| — | AMAG PHARMACEUTICALS INC | 32,975,000 | $33,746 | 0.4% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | SPIRIT RLTY CAP INC NEW | 33,500,000 | $33,382 | 0.4% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | WEATHERFORD INTL LTD | 33,175,000 | $32,731 | 0.4% | $1.11 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | AEROJET ROCKETDYNE HLDGS INC | 25,200,000 | $32,639 | 0.4% | $1.29 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | LENDINGTREE INC NEW | 26,700,000 | $32,302 | 0.4% | $1.21 | — | NOTE 0.625% 6/0 | 52603BAA5 |
| — | WORKDAY INC | 20,000,000 | $30,862 | 0.4% | $1.37 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | LASALLE HOTEL PPTYS | 900,000 | $30,807 | 0.4% | $34.23 | — | COM SH BEN INT | 517942108 |
| — | GRAMERCY PPTY TR | 1,106,266 | $30,223 | 0.4% | $27.32 | — | COM NEW | 385002308 |
| — | MB FINANCIAL INC NEW | 622,963 | $29,092 | 0.4% | $46.70 | — | COM | 55264U108 |
| — | EDUCATION RLTY TR INC | 700,000 | $29,050 | 0.4% | $41.50 | — | COM NEW | 28140H203 |
| — | NUVASIVE INC | 26,076,000 | $28,321 | 0.3% | $1.10 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | COTIVITI HLDGS INC | 638,179 | $28,163 | 0.3% | $44.13 | — | COM | 22164K101 |
| — | SHIRE PLC | 162,242 | $27,386 | 0.3% | $168.80 | — | SPONSORED ADR | 82481R106 |
| — | FINANCIAL ENGINES INC | 601,418 | $27,004 | 0.3% | $44.90 | — | COM | 317485100 |
| — | STATE BK FINL CORP | 789,198 | $26,359 | 0.3% | $33.40 | — | COM | 856190103 |
| — | OCLARO INC | 2,816,614 | $25,152 | 0.3% | $9.13 | — | COM NEW | 67555N206 |
| — | THERAVANCE INC | 25,543,000 | $24,877 | 0.3% | $0.85 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | INPHI CORP | 26,150,000 | $24,501 | 0.3% | $1.00 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL L | 23,600,000 | $24,336 | 0.3% | $1.00 | — | NOTE 5.750%10/1 | G81075AF3 |
| — | APOLLO COML REAL EST FIN INC | 22,650,000 | $24,227 | 0.3% | $1.07 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | MICRO FOCUS INTERNATIONAL PL | 1,370,019 | $23,660 | 0.3% | $33.42 | — | SPON ADR NEW | 594837304 |
| — | UNISYS CORP | 15,325,000 | $23,068 | 0.3% | $1.53 | — | NOTE 5.500% 3/0 | 909214BS6 |
| ADNT | ADIENT PLC | 466,806 | $22,962 | 0.3% | $61.79 | -8.8% | ORD SHS | G0084W101 |
| — | HURON CONSULTING GROUP INC | 23,955,000 | $22,603 | 0.3% | $0.97 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | KINDRED HEALTHCARE INC | 2,416,945 | $21,753 | 0.3% | $9.09 | — | COM | 494580103 |
| YUMC | YUM CHINA HLDGS INC | 561,874 | $21,610 | 0.3% | $32.00 | +23.8% | COM | 98850P109 |
| VREX | VAREX IMAGING CORP | 579,414 | $21,490 | 0.3% | $31.34 | +18.0% | COM | 92214X106 |
| — | SEACOR HOLDINGS INC | 19,300,000 | $21,184 | 0.3% | $0.98 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | HERCULES CAPITAL INC | 21,150,000 | $21,119 | 0.3% | $1.01 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | TRINITY MERGER CORP | 2,100,000 | $20,496 | 0.3% | $9.76 | — | COM CL A | 89653L106 |
| — | VEECO INSTRS INC DEL | 23,000,000 | $20,348 | 0.3% | $0.92 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | PATTERN ENERGY GROUP INC | 19,814,000 | $19,813 | 0.2% | $1.04 | — | NOTE 4.000% 7/1 | 70338PAB6 |
| — | ACORDA THERAPEUTICS INC | 20,325,000 | $19,744 | 0.2% | $0.95 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | BLACKSTONE MTG TR INC | 20,000,000 | $19,484 | 0.2% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | PROSPECT CAPITAL CORPORATION | 19,925,000 | $19,406 | 0.2% | $0.99 | — | NOTE 4.950% 7/1 | 74348TAR3 |
| — | DFB HEALTHCARE ACQUISTION CO | 1,999,998 | $19,300 | 0.2% | $9.65 | — | COM | 23291E109 |
| — | APERGY CORP | 459,482 | $19,183 | 0.2% | $41.75 | — | COM | 03755L104 |
| — | STARWOOD PPTY TR INC | 16,980,000 | $18,985 | 0.2% | $1.11 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| UPBD | RENT A CTR INC NEW | 1,288,716 | $18,970 | 0.2% | $11.39 | -4.8% | COM | 76009N100 |
| — | WORKDAY INC | 12,550,000 | $18,700 | 0.2% | $1.25 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | IRONWOOD PHARMACEUTICALS INC | 14,025,000 | $18,669 | 0.2% | $1.32 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| JBGS | JBG SMITH PPTYS | 510,187 | $18,607 | 0.2% | $34.21 | — | COM | 46590V100 |
| — | BLACK HILLS CORP | 281,523 | $18,579 | 0.2% | $60.80 | — | UNIT 99/99/9999 | 092113125 |
| CNDT | CONDUENT INC | 998,907 | $18,150 | 0.2% | $15.61 | +23.7% | COM | 206787103 |
| — | THUNDER BRIDGE ACQUISITION L | 1,800,000 | $18,072 | 0.2% | $10.04 | — | UNIT 01/01/2025 | G8857R118 |
| — | REDWOOD TR INC | 18,575,000 | $18,057 | 0.2% | $0.99 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 17,475,000 | $17,742 | 0.2% | $1.03 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | PACIRA PHARMACEUTICALS INC | 18,992,000 | $17,698 | 0.2% | $0.92 | — | NOTE 2.375% 4/0 | 695127AD2 |
| EVRG | EVERGY INC | 309,075 | $17,355 | 0.2% | $40.03 | 0.0% | COM | 30034W106 |
| WH | WYNDHAM HOTELS & RESORTS INC | 294,710 | $17,338 | 0.2% | $60.97 | 0.0% | COM | 98311A105 |
| — | VECTOIQ ACQUISITION CORP | 1,800,000 | $17,172 | 0.2% | $9.54 | — | COM | 92243N103 |
| — | DELPHI TECHNOLOGIES PLC | 374,830 | $17,040 | 0.2% | $52.47 | — | SHS | G2709G107 |
| — | VECTOR GROUP LTD | 12,778,000 | $17,038 | 0.2% | $1.52 | — | FRNT 1/1 | 92240MAY4 |
| NVT | NVENT ELECTRIC PLC | 672,194 | $16,872 | 0.2% | $21.84 | 0.0% | SHS | G6700G107 |
| — | CAPELLA EDUCATION COMPANY | 170,926 | $16,870 | 0.2% | $86.20 | — | COM | 139594105 |
| STC | STEWART INFORMATION SVCS COR | 390,124 | $16,803 | 0.2% | $43.02 | -0.3% | COM | 860372101 |
| FTV | FORTIVE CORP | 217,277 | $16,754 | 0.2% | $34.96 | +32.4% | COM | 34959J108 |
| — | PURE ACQUISITION CORP | 1,725,000 | $16,629 | 0.2% | $9.64 | — | CL A | 74621Q106 |
| — | BLACKSTONE MTG TR INC | 16,000,000 | $15,766 | 0.2% | $1.02 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| PK | PARK HOTELS RESORTS INC | 509,892 | $15,618 | 0.2% | $26.46 | — | COM | 700517105 |
| — | DR PEPPER SNAPPLE GROUP INC | 127,239 | $15,523 | 0.2% | $118.38 | — | COM | 26138E109 |
| — | EZCORP INC | 15,075,000 | $15,317 | 0.2% | $0.96 | — | NOTE 2.125% 6/1 | 302301AB2 |
| — | GS ACQUISITION HLDGS CORP | 1,500,000 | $15,300 | 0.2% | $10.20 | — | UNIT 06/12/2023 | 36255F201 |
| — | INPHI CORP | 14,075,000 | $15,124 | 0.2% | $1.22 | — | NOTE 1.125%12/0 | 45772FAB3 |
| BKNG | BOOKING HLDGS INC | 7,409 | $15,019 | 0.2% | $1933.58 | +7.2% | COM | 09857L108 |
| — | ATHENAHEALTH INC | 93,134 | $14,821 | 0.2% | $159.14 | — | COM | 04685W103 |
| — | RITE AID CORP | 8,550,359 | $14,792 | 0.2% | $1.69 | — | COM | 767754104 |
| — | FIRST CONN BANCORP INC MD | 481,563 | $14,736 | 0.2% | $30.60 | — | COM | 319850103 |
| — | CYS INVTS INC | 1,943,549 | $14,577 | 0.2% | $7.50 | — | COM | 12673A108 |
| — | MUDRICK CAP ACQUISITION CORP | 1,500,000 | $14,430 | 0.2% | $9.62 | — | COM CLASS A | 624745105 |
| — | ECHO GLOBAL LOGISTICS INC | 13,806,000 | $14,344 | 0.2% | $0.99 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | LEGACY ACQUISITION CORP | 1,485,000 | $14,286 | 0.2% | $9.59 | — | COM CL A | 524643103 |
| — | PROOFPOINT INC | 117,898 | $13,595 | 0.2% | $96.38 | — | COM | 743424103 |
| — | VERSUM MATLS INC | 362,769 | $13,477 | 0.2% | $28.07 | — | COM | 92532W103 |
| — | BLACK KNIGHT INC | 247,441 | $13,250 | 0.2% | $50.75 | — | COM | 09215C105 |
| — | XCERRA CORP | 930,458 | $12,998 | 0.2% | $10.89 | — | COM | 98400J108 |
| PACK | ONE MADISON CORP | 1,341,100 | $12,995 | 0.2% | $9.60 | — | COM CL A | G6772P100 |
| — | AMTRUST FINL SVCS INC | 13,250,000 | $12,886 | 0.2% | $0.81 | — | NOTE 2.750%12/1 | 032359AG6 |
| — | RADIUS HEALTH INC | 13,050,000 | $12,171 | 0.1% | $1.01 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | LF CAP ACQUISITION CORP | 1,200,000 | $12,084 | 0.1% | $10.07 | — | UNIT 06/19/2025 | 50200K207 |
| — | TWELVE SEAS INVESTMENT COMPA | 1,200,000 | $12,072 | 0.1% | $10.06 | — | UNIT 06/21/2023 | G9145A123 |
| — | UNION ACQUISITION CORP | 1,250,000 | $12,038 | 0.1% | $9.58 | — | SHS | G9366W101 |
| — | FINISAR CORP | 12,101,000 | $11,994 | 0.1% | $1.00 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | HRG GROUP INC | 888,331 | $11,628 | 0.1% | $15.24 | — | COM | 40434J100 |
| BHF | BRIGHTHOUSE FINL INC | 289,682 | $11,608 | 0.1% | $59.99 | -19.8% | COM | 10922N103 |
| — | APOLLO COML REAL EST FIN INC | 11,275,000 | $11,189 | 0.1% | $1.01 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | DCT INDUSTRIAL TRUST INC | 162,800 | $10,864 | 0.1% | $66.73 | — | COM NEW | 233153204 |
| — | CONVERGYS CORP | 4,725,000 | $10,791 | 0.1% | $2.10 | — | SDCV 5.750% 9/1 | 212485AE6 |
| AXTA | AXALTA COATING SYS LTD | 334,756 | $10,146 | 0.1% | $31.67 | -1.0% | COM | G0750C108 |
| — | NEW FRONTIER CORP | 1,000,000 | $10,050 | 0.1% | $10.05 | — | UNIT 99/99/9999 | G6485P116 |
| — | REDWOOD TR INC | 10,000,000 | $9,919 | 0.1% | $0.99 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | FAR PT ACQUISITION CORP | 999,996 | $9,750 | 0.1% | $9.75 | — | COM CL A | 30734W109 |
| — | LEO HOLDINGS CORP | 1,000,000 | $9,650 | 0.1% | $9.65 | — | COM CL A | G5463L105 |
| — | AMYRIS INC | 9,626,000 | $9,638 | 0.1% | $0.64 | — | NOTE 9.500% 4/1 | 03236MAF8 |
| — | SCHULMAN A INC | 212,976 | $9,477 | 0.1% | $43.05 | — | COM | 808194104 |
| — | CLOVIS ONCOLOGY INC | 10,000,000 | $9,240 | 0.1% | $0.92 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | HAYMAKER ACQUISITION CORP | 899,960 | $8,838 | 0.1% | $9.55 | — | COM CLASS A | 420870107 |
| — | MTGE INVT CORP | 430,699 | $8,442 | 0.1% | $19.60 | — | COM | 55378A105 |
| — | OSI SYSTEMS INC | 8,500,000 | $8,267 | 0.1% | $0.91 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | LEISURE ACQUISITION CORP | 850,000 | $8,211 | 0.1% | $9.57 | — | COM | 52539T107 |
| — | KLX INC | 112,000 | $8,053 | 0.1% | $71.90 | — | COM | 482539103 |
| TH | PLATINUM EAGLE ACQUISITIN CO | 799,998 | $7,776 | 0.1% | $9.60 | — | SHS CL A | G7126L100 |
| — | GIGCAPITAL INC | 775,000 | $7,642 | 0.1% | $9.70 | — | COM | 37518N106 |
| — | CONVERGYS CORP | 312,435 | $7,636 | 0.1% | $24.44 | — | COM | 212485106 |
| — | TPG SPECIALTY LENDING INC | 7,500,000 | $7,501 | 0.1% | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | TIBERIUS ACQUISITION CORP | 775,000 | $7,409 | 0.1% | $9.56 | — | COM | 88633A107 |
| — | INDUSTREA ACQUISITION CORP | 730,582 | $7,204 | 0.1% | $9.77 | — | CL A | 45579J104 |
| — | ENCORE CAP GROUP INC | 7,000,000 | $7,114 | 0.1% | $1.12 | — | NOTE 3.250% 3/1 | 292554AK8 |
| PNR | PENTAIR PLC | 168,126 | $7,075 | 0.1% | $40.19 | 0.0% | SHS | G7S00T104 |
| — | ASSURANT INC | 62,125 | $6,980 | 0.1% | $104.15 | — | 6.50% CONV PFD D | 04621X207 |
| — | CITRIX SYS INC | 4,625,000 | $6,727 | 0.1% | $1.45 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | GREEN PLAINS INC | 6,750,000 | $6,713 | 0.1% | $0.97 | — | NOTE 4.125% 9/0 | 393222AF1 |
| — | NEBULA ACQUISITION CORP | 699,996 | $6,706 | 0.1% | $9.65 | — | COM CLASS A | 629076100 |
| — | ABAXIS INC | 78,422 | $6,510 | 0.1% | $83.01 | — | COM | 002567105 |
| — | ZILLOW GROUP INC | 5,000,000 | $6,359 | 0.1% | $1.27 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | VECTOR GROUP LTD | 6,000,000 | $6,337 | 0.1% | $1.06 | — | FRNT 4/1 | 92240MBC1 |
| — | GORDON POINTE ACQUISITION CO | 614,900 | $6,321 | 0.1% | $10.35 | — | UNIT 01/18/2023 | 382788206 |
| — | PENSARE ACQUISITION CORP | 636,600 | $6,309 | 0.1% | $9.68 | — | COM | 70957E105 |
| — | CM SEVEN STAR ACQUISITION CO | 637,500 | $6,279 | 0.1% | $9.66 | — | SHS | G2345N102 |
| — | GUARANTY BANCORP DEL | 202,285 | $6,028 | 0.1% | $29.80 | — | COM NEW | 40075T607 |
| — | COBIZ FINANCIAL INC | 280,344 | $6,022 | 0.1% | $21.48 | — | COM | 190897108 |
| — | GORDON POINTE ACQUISITION CO | 614,900 | $5,977 | 0.1% | $9.72 | — | COM CLASS A | 382788107 |
| — | MODERN MEDIA ACQUISITION | 595,031 | $5,932 | 0.1% | $9.77 | — | COM | 60765P103 |
| — | HCI GROUP INC | 6,000,000 | $5,895 | 0.1% | $0.98 | — | NOTE 4.250% 3/0 | 40416EAD5 |
| — | ZENDESK INC | 103,849 | $5,659 | 0.1% | $54.49 | — | COM | 98936J101 |
| — | SEMPRA ENERGY | 52,150 | $5,440 | 0.1% | $102.26 | — | 6% PFD CONV A | 816851406 |
| — | INVACARE CORP | 4,000,000 | $5,206 | 0.1% | $1.01 | — | NOTE 5.000% 2/1 | 461203AF8 |
| RWGE | REGALWOOD GLOBAL ENERGY LTD | 522,777 | $5,102 | 0.1% | $9.70 | — | COM CL A | G74760102 |
| CARS | CARS COM INC | 176,282 | $5,005 | 0.1% | $29.27 | -6.1% | COM | 14575E105 |
| — | I AM CAP ACQUISITION CO | 450,000 | $4,865 | 0.1% | $9.85 | — | COM | 45074Q108 |
| HTO | SJW GROUP | 72,810 | $4,821 | 0.1% | $60.77 | 0.0% | COM | 784305104 |
| — | DYCOM INDS INC | 3,945,000 | $4,588 | 0.1% | $1.27 | — | NOTE 0.750% 9/1 | 267475AB7 |
| OKTA | OKTA INC | 82,870 | $4,174 | 0.1% | $47.59 | 0.0% | CL A | 679295105 |
| — | SCORPIO TANKERS INC | 4,000,000 | $4,073 | 0.1% | $1.02 | — | NOTE 3.000% 5/1 | 80918TAB5 |
| — | HENNESSY CAP ACQUSTON CORP I | 400,000 | $4,056 | 0.0% | $9.86 | — | COM | 42588L105 |
| — | AMERICAN RLTY CAP PPTYS INC | 4,000,000 | $4,005 | 0.0% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| OIS | OIL STS INTL INC | 123,624 | $3,968 | 0.0% | $33.64 | 0.0% | COM | 678026105 |
| STNL | SENTINEL ENERGY SVCS INC | 399,999 | $3,904 | 0.0% | $9.76 | — | COM CL A | G8062D102 |
| — | WEB COM GROUP INC | 149,398 | $3,862 | 0.0% | $25.85 | — | COM | 94733A104 |
| — | NEW YORK MTG TR INC | 3,725,000 | $3,703 | 0.0% | $0.98 | — | NOTE 6.250% 1/1 | 649604AD7 |
| QTWO | Q2 HLDGS INC | 64,837 | $3,699 | 0.0% | $54.52 | 0.0% | COM | 74736L109 |
| — | HELIX ENERGY SOLUTIONS GRP I | 3,000,000 | $3,544 | 0.0% | $1.01 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | PRA GROUP INC | 3,275,000 | $3,491 | 0.0% | $1.07 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | CONSTELLATION ALPHA CAP CORP | 349,500 | $3,478 | 0.0% | $9.71 | — | SHS | G2379F108 |
| T | AT&T INC | 106,220 | $3,411 | 0.0% | $14.53 | 0.0% | COM | 00206R102 |
| TSLA | TESLA INC | 9,059 | $3,107 | 0.0% | $20.32 | 0.0% | COM | 88160R101 |
| — | DRAPER OAKWOOD TECHNOLOGY | 303,100 | $3,025 | 0.0% | $9.77 | — | COM CL A | 26146L103 |
| — | CONNECTICUT WTR SVC INC | 45,559 | $2,976 | 0.0% | $61.91 | — | COM | 207797101 |
| — | CARBONITE INC | 2,000,000 | $2,975 | 0.0% | $1.49 | — | NOTE 2.500% 4/0 | 141337AB1 |
| — | PDL BIOPHARMA INC | 3,150,000 | $2,908 | 0.0% | $0.81 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | MAGNACHIP SEMICONDUCTOR SA | 2,000,000 | $2,855 | 0.0% | $1.36 | — | NOTE 5.000% 3/0 | 55932XAB0 |
| — | HL ACQUISITIONS CORP | 270,000 | $2,714 | 0.0% | $10.05 | — | UNIT 06/21/2023 | G4603R114 |
| — | INVACARE CORP | 1,950,000 | $2,596 | 0.0% | $1.33 | — | NOTE 4.500% 6/0 | 461203AH4 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $2,511 | 0.0% | $0.42 | — | NOTE 5.875%11/3 | 20478NAD2 |
| WDC | WESTERN DIGITAL CORP | 32,009 | $2,478 | 0.0% | $58.47 | 0.0% | COM | 958102105 |
| — | KAYNE ANDERSON ACQUISITION | 250,000 | $2,453 | 0.0% | $9.72 | — | COM CL A | 48661U102 |
| — | OPES ACQUISITION CORP | 250,000 | $2,428 | 0.0% | $9.69 | — | COM | 68373P100 |
| — | GOPRO INC | 2,500,000 | $2,319 | 0.0% | $0.93 | — | NOTE 3.500% 4/1 | 38268TAB9 |
| NWSA | NEWS CORP NEW | 148,243 | $2,298 | 0.0% | $12.36 | +17.5% | CL A | 65249B109 |
| — | SOUTH JERSEY INDS INC | 41,200 | $2,287 | 0.0% | $55.51 | — | UNIT 99/99/9999 | 838518116 |
| — | MONEYGRAM INTL INC | 336,445 | $2,251 | 0.0% | $15.88 | — | COM NEW | 60935Y208 |
| — | HARMONIC INC | 2,000,000 | $2,088 | 0.0% | $1.08 | — | NOTE 4.000%12/0 | 413160AB8 |
| EXPE | EXPEDIA GROUP INC | 17,312 | $2,081 | 0.0% | $135.93 | -17.5% | COM NEW | 30212P303 |
| PHUN | STELLAR ACQUISITION III INC | 198,700 | $2,063 | 0.0% | $10.05 | — | COM | Y8172W107 |
| — | BLACK RIDGE ACQUISITION CORP | 210,000 | $2,052 | 0.0% | $9.66 | — | COM | 09216T107 |
| — | RESOURCE CAP CORP | 2,000,000 | $2,003 | 0.0% | $1.04 | — | NOTE 4.500% 8/1 | 76120WAC8 |
| — | BIG ROCK PARTNERS ACQUISI CO | 200,000 | $1,978 | 0.0% | $9.70 | — | COM | 089482103 |
| — | VIRTUS INVT PARTNERS INC | 17,975 | $1,948 | 0.0% | $97.25 | — | PFD CV SER D | 92828Q208 |
| — | AEGEAN MARINE PETE NETWORK I | 5,000,000 | $1,750 | 0.0% | $0.62 | — | NOTE 4.250%12/1 | 00773VAB2 |
| — | CORENERGY INFRASTRUCTURE TR | 1,500,000 | $1,741 | 0.0% | $0.85 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| GWRE | GUIDEWIRE SOFTWARE INC | 19,583 | $1,739 | 0.0% | $88.52 | 0.0% | COM | 40171V100 |
| ILMN | ILLUMINA INC | 6,102 | $1,704 | 0.0% | $254.40 | 0.0% | COM | 452327109 |
| — | MATLIN & PARTNERS ACQUISITIO | 2,500,000 | $1,625 | 0.0% | $0.50 | — | *W EXP 05/28/202 | 57682V114 |
| — | MUDRICK CAP ACQUISITION CORP | 2,500,000 | $1,600 | 0.0% | $0.64 | — | *W EXP 02/12/202 | 624745113 |
| — | FINTECH ACQUISITION CORP II | 150,000 | $1,508 | 0.0% | $9.80 | — | COM | 31810G109 |
| VET | VERMILION ENERGY INC | 41,658 | $1,503 | 0.0% | $34.60 | 0.0% | COM | 923725105 |
| — | BISON CAP ACQUISITION CORP | 150,000 | $1,503 | 0.0% | $9.87 | — | ORD SHS | G1142P104 |
| — | AVAYA HLDGS CORP | 70,461 | $1,415 | 0.0% | $20.08 | — | COM | 05351X101 |
| AKAM | AKAMAI TECHNOLOGIES INC | 18,709 | $1,370 | 0.0% | $75.02 | 0.0% | COM | 00971T101 |
| — | LEO HOLDINGS CORP | 1,240,000 | $1,327 | 0.0% | $1.07 | — | *W EXP 02/07/202 | G5463L113 |
| — | MTECH ACQUISITION CORP | 125,000 | $1,220 | 0.0% | $9.76 | — | COM CLASS A | 55378W107 |
| — | WILLSCOT CORP | 537,067 | $1,214 | 0.0% | $1.44 | — | *W EXP 09/10/202 | 971375118 |
| OKE | ONEOK INC NEW | 16,899 | $1,180 | 0.0% | $32.05 | +24.1% | COM | 682680103 |
| Z | ZILLOW GROUP INC | 19,642 | $1,160 | 0.0% | $55.41 | 0.0% | CL C CAP STK | 98954M200 |
| NESRW | NATIONAL ENERGY SERVICES REU | 950,000 | $1,140 | 0.0% | $0.55 | — | *W EXP 05/05/202 | G6375R115 |
| — | PURE ACQUISITION CORP | 862,500 | $1,104 | 0.0% | $1.28 | — | *W EXP 04/17/202 | 74621Q114 |
| — | FINTECH ACQUISITION CORP II | 700,000 | $1,085 | 0.0% | $1.20 | — | *W EXP 01/19/202 | 31810G117 |
| TRGP | TARGA RES CORP | 21,184 | $1,048 | 0.0% | $28.49 | +26.7% | COM | 87612G101 |
| — | ENERGY TRANSFER PARTNERS LP | 54,600 | $1,040 | 0.0% | $20.34 | — | UNIT LTD PRT INT | 29278N103 |
| PNBK | PATRIOT NATL BANCORP INC | 50,171 | $1,029 | 0.0% | $19.52 | 0.0% | COM NEW | 70336F203 |
| — | TRINITY MERGER CORP | 2,500,000 | $1,000 | 0.0% | $0.40 | — | *W EXP 05/11/202 | 89653L114 |
| HUNTF | HUNTER MARITIME ACQUISITION | 100,000 | $988 | 0.0% | $9.79 | +0.4% | CL A | Y37828111 |
| — | RENEWABLE ENERGY GROUP INC | 675,000 | $940 | 0.0% | $0.93 | — | NOTE 2.750% 6/1 | 75972AAA1 |
| — | VECTOIQ ACQUISITION CORP | 1,800,000 | $918 | 0.0% | $0.51 | — | *W EXP 05/16/202 | 92243N111 |
| — | CRESTWOOD EQUITY PARTNERS LP | 27,936 | $887 | 0.0% | $21.28 | — | UNIT LTD PARTNER | 226344208 |
| — | MODERN MEDIA ACQUISITION | 1,700,000 | $884 | 0.0% | $0.40 | — | RIGHT 99/99/9999 | 60765P129 |
| — | DFB HEALTHCARE ACQUISTION CO | 666,666 | $867 | 0.0% | $1.30 | — | *W EXP 04/11/202 | 23291E117 |
| GBX | GREENBRIER COS INC | 16,307 | $860 | 0.0% | $40.08 | -5.6% | COM | 393657101 |
| — | DCP MIDSTREAM LP | 20,646 | $817 | 0.0% | $32.46 | — | COM UT LTD PTN | 23311P100 |
| — | ENABLE MIDSTREAM PARTNERS LP | 46,900 | $802 | 0.0% | $13.85 | — | COM UNIT RP IN | 292480100 |
| — | OSPREY ENERGY ACQUISITION CO | 500,000 | $800 | 0.0% | $0.82 | — | *W EXP 07/21/202 | 688397116 |
| — | WILLIAMS PARTNERS L P NEW | 19,436 | $789 | 0.0% | $48.98 | — | COM UNIT LTD PAR | 96949L105 |
| MPLX | MPLX LP | 23,115 | $789 | 0.0% | $50.41 | — | COM UNIT REP LTD | 55336V100 |
| CQP | CHENIERE ENERGY PARTNERS LP | 21,785 | $783 | 0.0% | $29.69 | — | COM UNIT | 16411Q101 |
| — | VITAMIN SHOPPE INC | 1,000,000 | $775 | 0.0% | $0.93 | — | NOTE 2.250%12/0 | 92849EAB7 |
| EPD | ENTERPRISE PRODS PARTNERS L | 27,760 | $768 | 0.0% | $32.94 | — | COM | 293792107 |
| — | INFRA AND ENERGY ALTRNTIVE I | 808,712 | $768 | 0.0% | $0.95 | — | *W EXP 05/20/202 | 45686J112 |
| — | TRANSMONTAIGNE PARTNERS L P | 20,221 | $745 | 0.0% | $31.15 | — | COM UNIT L P | 89376V100 |
| — | JENSYN ACQUISITION CORP | 69,000 | $729 | 0.0% | $10.03 | — | COM | 47632B102 |
| — | DISCOVERY INC | 28,190 | $719 | 0.0% | $19.52 | — | COM SER C | 25470F302 |
| — | EASTERLY ACQUISITION CORP | 573,250 | $717 | 0.0% | $0.33 | — | *W EXP 07/29/202 | 27616L110 |
| PAA | PLAINS ALL AMERN PIPELINE L | 29,751 | $703 | 0.0% | $29.94 | — | UNIT LTD PARTN | 726503105 |
| — | TALLGRASS ENERGY PARTNERS LP | 15,900 | $689 | 0.0% | $47.58 | — | COM UNIT | 874697105 |
| — | GIGCAPITAL INC | 1,500,000 | $675 | 0.0% | $0.38 | — | RIGHT 03/06/2020 | 37518N114 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 9,657 | $667 | 0.0% | $75.09 | — | COM UNIT RP LP | 559080106 |
| — | CNX MIDSTREAM PARTNERS LP | 34,400 | $667 | 0.0% | $18.40 | — | COM UNIT REPST | 12654A101 |
| — | REGALWOOD GLOBAL ENERGY LTD | 524,259 | $654 | 0.0% | $1.10 | — | *W EXP 12/05/202 | G74760128 |
| — | PHILLIPS 66 PARTNERS LP | 12,745 | $651 | 0.0% | $61.35 | — | COM UNIT REP INT | 718549207 |
| — | VANTAGE ENERGY ACQUISITION | 500,000 | $650 | 0.0% | $1.25 | — | *W EXP 04/12/202 | 92211L113 |
| — | TIBERIUS ACQUISITION CORP | 1,175,000 | $646 | 0.0% | $0.55 | — | *W EXP 02/28/202 | 88633A115 |
| — | LEGACY ACQUISITION CORP | 1,500,000 | $645 | 0.0% | $0.35 | — | *W EXP 11/30/202 | 524643111 |
| — | ANDEAVOR LOGISTICS LP | 15,100 | $642 | 0.0% | $48.42 | — | COM UNIT LP INT | 03350F106 |
| — | HOLLY ENERGY PARTNERS L P | 22,100 | $625 | 0.0% | $30.79 | — | COM UT LTD PTN | 435763107 |
| — | SEMGROUP CORP | 24,333 | $618 | 0.0% | $36.77 | — | CL A | 81663A105 |
| — | ENLINK MIDSTREAM PARTNERS LP | 39,709 | $617 | 0.0% | $20.84 | — | COM UNIT REP LTD | 29336U107 |
| — | ANTERO MIDSTREAM GP LP | 32,600 | $615 | 0.0% | $20.82 | — | COM SHS REPSTG | 03675Y103 |
| — | SPECTRA ENERGY PARTNERS LP | 16,900 | $599 | 0.0% | $45.22 | — | COM | 84756N109 |
| — | WESTERN GAS PARTNERS LP | 12,341 | $597 | 0.0% | $59.30 | — | COM UNIT LP IN | 958254104 |
| — | HESS MIDSTREAM PARTNERS LP | 30,300 | $597 | 0.0% | $20.84 | — | UNIT LTD PR INT | 428104103 |
| — | ROSEHILL RES INC | 489,600 | $588 | 0.0% | $1.09 | — | *W EXP 09/16/202 | 777385113 |
| — | AMERIGAS PARTNERS L P | 13,864 | $585 | 0.0% | $45.84 | — | UNIT L P INT | 030975106 |
| — | NEBULA ACQUISITION CORP | 233,332 | $583 | 0.0% | $0.91 | — | *W EXP 03/12/202 | 629076118 |
| — | HAYMAKER ACQUISITION CORP | 699,980 | $581 | 0.0% | $0.82 | — | *W EXP 10/27/202 | 420870115 |
| — | TEEKAY LNG PARTNERS L P | 34,119 | $575 | 0.0% | $23.21 | — | PRTNRSP UNITS | Y8564M105 |
| MMLP | MARTIN MIDSTREAM PRTNRS L P | 40,794 | $563 | 0.0% | $23.44 | — | UNIT L P INT | 573331105 |
| — | MODERN MEDIA ACQUISITION | 850,000 | $553 | 0.0% | $0.39 | — | *W EXP 05/17/202 | 60765P111 |
| — | AVID TECHNOLOGY INC | 600,000 | $543 | 0.0% | $0.68 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | HENNESSY CAP ACQUSTON CORP I | 375,000 | $540 | 0.0% | $0.73 | — | *W EXP 06/15/202 | 42588L113 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 34,700 | $534 | 0.0% | $23.89 | — | COM UNIT LTD | 866142102 |
| — | LEISURE ACQUISITION CORP | 750,000 | $533 | 0.0% | $0.75 | — | *W EXP 12/05/201 | 52539T115 |
| GEL | GENESIS ENERGY L P | 24,165 | $529 | 0.0% | $36.76 | — | UNIT LTD PARTN | 371927104 |
| — | PURPLE INNOVATION INC | 768,000 | $526 | 0.0% | $0.75 | — | *W EXP 02/02/202 | 74640Y114 |
| — | VALERO ENERGY PARTNERS LP | 13,821 | $526 | 0.0% | $46.21 | — | COM UNT REP LP | 91914J102 |
| — | RICE MIDSTREAM PARTNERS LP | 30,068 | $512 | 0.0% | $14.71 | — | UNIT LTD PARTN | 762819100 |
| — | GIGCAPITAL INC | 1,125,000 | $506 | 0.0% | $0.47 | — | *W EXP 06/08/202 | 37518N122 |
| — | SHELL MIDSTREAM PARTNERS L P | 22,409 | $497 | 0.0% | $33.19 | — | UNIT LTD INT | 822634101 |
| — | ENBRIDGE ENERGY PARTNERS L P | 45,400 | $496 | 0.0% | $21.62 | — | COM | 29250R106 |
| — | PENSARE ACQUISITION CORP | 1,000,000 | $490 | 0.0% | $0.40 | — | RIGHT 99/99/9999 | 70957E121 |
| — | FEDERAL STR ACQUISITION CORP | 375,000 | $488 | 0.0% | $1.10 | — | *W EXP 07/24/202 | 31421V115 |
| — | BUCKEYE PARTNERS L P | 13,800 | $485 | 0.0% | $59.73 | — | UNIT LTD PARTN | 118230101 |
| — | BOARDWALK PIPELINE PARTNERS | 41,402 | $481 | 0.0% | $14.13 | — | UT LTD PARTNER | 096627104 |
| — | FAR PT ACQUISITION CORP | 333,332 | $464 | 0.0% | $1.39 | — | *W EXP 06/01/202 | 30734W117 |
| — | AVISTA HEALTHCARE PUB ACQ CO | 1,000,000 | $460 | 0.0% | $0.41 | — | *W EXP 99/99/999 | G0726L117 |
| — | TPG PACE ENERGY HLDGS CORP | 166,667 | $458 | 0.0% | $1.40 | — | *W EXP 99/99/999 | 872656111 |
| — | ALTA MESA RES INC | 308,333 | $432 | 0.0% | $1.55 | — | *W EXP 03/28/202 | 02133L117 |
| — | LANDCADIA HLDGS INC | 500,000 | $415 | 0.0% | $0.70 | — | *W EXP 06/01/202 | 51476W115 |
| — | TC PIPELINES LP | 15,700 | $407 | 0.0% | $48.70 | — | UT COM LTD PRT | 87233Q108 |
| — | DASEKE INC | 378,003 | $404 | 0.0% | $1.12 | — | *W EXP 02/27/202 | 23753F115 |
| — | INVESCO VALUE MUN INCOME TR | 28,379 | $401 | 0.0% | $14.63 | — | COM | 46132P108 |
| — | NUVEEN QUALITY MUNCP INCOME | 30,150 | $401 | 0.0% | $13.88 | — | COM | 67066V101 |
| — | INVESCO MUN OPPORTUNITY TR | 34,071 | $400 | 0.0% | $12.39 | — | COM | 46132C107 |
| — | UNION ACQUISITION CORP | 1,250,000 | $400 | 0.0% | $0.34 | — | RIGHT 12/02/2019 | G9366W135 |
| ATLC | ATLANTICUS HLDGS CORP | 191,430 | $396 | 0.0% | $2.61 | -21.8% | COM | 04914Y102 |
| — | NUSTAR ENERGY LP | 17,439 | $395 | 0.0% | $49.79 | — | UNIT COM | 67058H102 |
| — | AMYRIS INC | 61,375 | $392 | 0.0% | $3.18 | — | COM NEW | 03236M200 |
| — | NUVEEN CA QUALTY MUN INCOME | 29,080 | $389 | 0.0% | $14.31 | — | COM | 67066Y105 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 29,380 | $388 | 0.0% | $13.84 | — | COM | 09253X102 |
| — | M I ACQUISITIONS INC | 250,000 | $378 | 0.0% | $0.32 | — | *W EXP 11/15/202 | 55304A112 |
| — | PLATINUM EAGLE ACQUISITIN CO | 266,666 | $373 | 0.0% | $1.25 | — | *W EXP 01/17/202 | G7126L118 |
| — | BP MIDSTREAM PARTNERS LP | 17,500 | $367 | 0.0% | $20.20 | — | UNIT LTD PTNR | 0556EL109 |
| — | KBL MERGER CORP IV | 1,000,000 | $359 | 0.0% | $0.30 | — | RIGHT 03/22/2019 | 48242A120 |
| XBFZX | BLACKROCK CALIF MUN INCOME T | 26,742 | $348 | 0.0% | $13.40 | — | SH BEN INT | 09248E102 |
| — | BLACKROCK MUN 2030 TAR TERM | 15,930 | $343 | 0.0% | $22.18 | — | COM SHS BEN IN | 09257P105 |
| — | BLACKROCK MUNIYIELD NY QLTY | 28,547 | $342 | 0.0% | $12.72 | — | COM | 09255E102 |
| — | ALLIANCE CALIF MUN INCOME FD | 25,727 | $338 | 0.0% | $13.30 | — | COM | 018546101 |
| — | GORDON POINTE ACQUISITION CO | 614,900 | $338 | 0.0% | $0.55 | — | *W EXP 07/30/202 | 382788115 |
| — | NUVEEN VIRGINIA QLTY MUNCPL | 26,595 | $331 | 0.0% | $12.92 | — | COM | 67064R102 |
| — | INVESCO PA VALUE MUN INCOME | 27,335 | $327 | 0.0% | $12.14 | — | COM | 46132K109 |
| — | NUVEEN AMT FREE QLTY MUN INC | 25,085 | $326 | 0.0% | $13.66 | — | COM | 670657105 |
| — | NUVEEN NEW JERSEY QULT MUN F | 25,011 | $326 | 0.0% | $13.63 | — | COM | 67069Y102 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 26,229 | $321 | 0.0% | $12.88 | — | COM | 670656107 |
| — | PENSARE ACQUISITION CORP | 500,000 | $320 | 0.0% | $0.50 | — | *W EXP 07/27/202 | 70957E113 |
| — | INVESCO QUALITY MUNI INC TRS | 26,609 | $317 | 0.0% | $12.46 | — | COM | 46133G107 |
| — | EATON VANCE MUNI INCOME TRUS | 26,601 | $315 | 0.0% | $12.12 | — | SH BEN INT | 27826U108 |
| — | COREPOINT LODGING INC | 12,125 | $314 | 0.0% | $25.90 | — | COM | 21872L104 |
| — | NUVEEN CONNECTICUT QLTY MUN | 26,387 | $313 | 0.0% | $11.88 | — | COM | 67060D107 |
| — | INDUSTREA ACQUISITION CORP | 500,000 | $300 | 0.0% | $0.40 | — | *W EXP 08/01/202 | 45579J112 |
| — | KAYNE ANDERSON ACQUISITION | 250,000 | $300 | 0.0% | $0.78 | — | *W EXP 06/30/202 | 48661U110 |
| — | CONSTELLATION ALPHA CAP CORP | 700,000 | $294 | 0.0% | $0.32 | — | RIGHT 99/99/9999 | G2379F132 |
| — | ALLIANCEBERNSTEIN NATL MUNI | 23,217 | $293 | 0.0% | $12.49 | — | COM | 01864U106 |
| VOYA | VOYA FINL INC | 6,119 | $288 | 0.0% | $46.49 | 0.0% | COM | 929089100 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 22,620 | $286 | 0.0% | $12.88 | — | COM | 670972108 |
| — | DIVIDEND & INCOME FUND | 22,006 | $271 | 0.0% | $12.54 | — | COM NEW | 25538A204 |
| — | BLACKROCK TAX MUNICPAL BD TR | 12,223 | $270 | 0.0% | $22.41 | — | SHS | 09248X100 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 20,404 | $269 | 0.0% | $13.94 | — | COM | 09254X101 |
| — | BLACKROCK MUNIYIELD CALI QLT | 20,134 | $269 | 0.0% | $13.99 | — | COM | 09254N103 |
| — | BLACKROCK MUNIYIELD QLTY FD | 21,284 | $268 | 0.0% | $12.64 | — | COM | 09254E103 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 21,488 | $267 | 0.0% | $12.95 | — | COM | 09255C106 |
| — | NUVEEN INTER DURATION MN TMF | 21,403 | $266 | 0.0% | $12.53 | — | COM | 670671106 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 20,152 | $266 | 0.0% | $13.17 | — | COM | 09254L107 |
| — | PGIM GLOBAL SHORT DURATION H | 19,469 | $266 | 0.0% | $13.66 | — | COM | 69346J106 |
| — | DEUTSCHE MUN INCOME | 24,105 | $266 | 0.0% | $11.17 | — | COM | 25160C106 |
| — | EATON VANCE LTD DUR INCOME F | 20,865 | $262 | 0.0% | $12.56 | — | COM | 27828H105 |
| — | PGIM SHORT DURATION HIGH YIE | 18,376 | $257 | 0.0% | $13.99 | — | COM | 69346H100 |
| — | PUTNAM MANAGED MUN INCOM TR | 36,153 | $256 | 0.0% | $7.11 | — | COM | 746823103 |
| — | NUVEEN NEW YORK QLT MUN INC | 20,347 | $256 | 0.0% | $12.68 | — | COM | 67066X107 |
| — | BLACKROCK MUNICIPL INC QLTY | 19,700 | $256 | 0.0% | $13.10 | — | COM | 092479104 |
| — | NUVEEN MICHIGAN QLT MUN INC | 20,184 | $256 | 0.0% | $13.11 | — | COM | 670979103 |
| — | NUVEEN MARYLAND QLT MUN INC | 21,074 | $256 | 0.0% | $12.44 | — | COM | 67061Q107 |
| — | NUVEEN CALIFORNIA AMT QLT MU | 18,797 | $255 | 0.0% | $13.57 | — | COM | 670651108 |
| — | EATON VANCE MUN BD FD | 21,601 | $255 | 0.0% | $12.27 | — | COM | 27827X101 |
| — | DREYFUS MUN BD INFRSTRCTR FD | 20,120 | $251 | 0.0% | $12.28 | — | SHS | 26203D101 |
| — | NUVEEN OHIO QLTY MUN INCOME | 18,059 | $251 | 0.0% | $14.28 | — | COM | 670980101 |
| STWD | STARWOOD PPTY TR INC | 11,367 | $247 | 0.0% | $21.73 | — | COM | 85571B105 |
| — | GORES HLDGS II INC | 133,333 | $247 | 0.0% | $1.49 | — | *W EXP 01/13/202 | 382867117 |
| XBKNX | BLACKROCK INVT QUALITY MUN T | 17,259 | $243 | 0.0% | $14.89 | — | COM | 09247D105 |
| — | PUTNAM MUN OPPORTUNITIES TR | 20,745 | $242 | 0.0% | $11.68 | — | SH BEN INT | 746922103 |
| — | CM SEVEN STAR ACQUISITION CO | 750,000 | $240 | 0.0% | $0.32 | — | RIGHT 08/21/2022 | G2345N136 |
| XMYDX | BLACKROCK MUNIYIELD FD INC | 17,911 | $239 | 0.0% | $13.34 | — | COM | 09253W104 |
| — | KBL MERGER CORP IV | 1,000,000 | $238 | 0.0% | $0.17 | — | *W EXP 01/15/202 | 48242A112 |
| BJ | BJS WHSL CLUB HLDGS INC | 10,000 | $237 | 0.0% | $22.82 | 0.0% | COM | 05550J101 |
| — | NUVEEN NORTH CAROLINA QLTY M | 19,152 | $236 | 0.0% | $12.77 | — | COM | 67060P100 |
| — | INVESCO CALIF VALUE MUN INC | 19,956 | $235 | 0.0% | $11.69 | — | COM | 46132H106 |
| XMHIX | PIONEER MUN HIGH INCOME TR | 20,346 | $232 | 0.0% | $11.80 | — | COM SHS | 723763108 |
| — | DTF TAX-FREE INCOME INC | 17,149 | $229 | 0.0% | $13.97 | — | COM | 23334J107 |
| — | INVESCO ADVANTAGE MUNICIPAL | 21,358 | $228 | 0.0% | $10.60 | — | SH BEN INT | 46132E103 |
| — | INVESCO MUN TR | 19,159 | $226 | 0.0% | $12.20 | — | COM | 46131J103 |
| — | DREYFUS STRATEGIC MUNS INC | 28,887 | $222 | 0.0% | $7.70 | — | COM | 261932107 |
| — | BLACKROCK MUNIYIELD CALIF FD | 16,071 | $214 | 0.0% | $13.32 | — | COM | 09254M105 |
| — | WESTERN ASSET INTM MUNI FD I | 24,079 | $209 | 0.0% | $8.64 | — | COM | 958435109 |
| XMQTX | BLACKROCK MUNIY QUALITY FD I | 17,142 | $208 | 0.0% | $12.12 | — | COM | 09254G108 |
| — | BLACKROCK MUNIYLD MICH QLTY | 15,742 | $206 | 0.0% | $13.22 | — | COM | 09254V105 |
| — | BLACKROCK MUN INCOME TR | 15,880 | $205 | 0.0% | $12.91 | — | SH BEN INT | 09248F109 |
| — | WESTERN ASST MN PRT FD INC | 14,354 | $203 | 0.0% | $14.29 | — | COM | 95766P108 |
| — | BLACKROCK MUNIHLDS INVSTM QL | 15,672 | $203 | 0.0% | $12.95 | — | COM | 09254P108 |
| — | BLACKROCK MUNICIPAL BOND TR | 14,076 | $202 | 0.0% | $14.34 | — | COM | 09249H104 |
| XEVMX | EATON VANCE CALIF MUN BD FD | 18,618 | $192 | 0.0% | $10.31 | — | COM | 27828A100 |
| — | FEDERATED PREM MUN INC FD | 14,515 | $192 | 0.0% | $13.31 | — | COM | 31423P108 |
| — | MFS MUN INCOME TR | 29,026 | $191 | 0.0% | $6.53 | — | SH BEN INT | 552738106 |
| — | NEUBERGER BERMAN HGH YLD FD | 17,628 | $191 | 0.0% | $10.84 | — | COM | 64128C106 |
| — | NUVEEN MUNICIPAL CREDIT INC | 13,022 | $187 | 0.0% | $14.13 | — | COM SH BEN INT | 67070X101 |
| — | BLACKROCK MUNIHLDNGS QLTY II | 15,238 | $186 | 0.0% | $12.21 | — | COM | 09254C107 |
| — | INVESCO TR INVT GRADE MUNS | 14,922 | $185 | 0.0% | $12.23 | — | COM | 46131M106 |
| — | BLACKROCK MUNIYIELD QUALITY | 13,114 | $183 | 0.0% | $13.95 | — | COM | 09254F100 |
| XMVFX | BLACKROCK MUNIVEST FD INC | 20,681 | $181 | 0.0% | $8.75 | — | COM | 09253R105 |
| — | NUVEEN ENHANCED MUN VALUE FD | 13,163 | $180 | 0.0% | $13.67 | — | COM | 67074M101 |
| — | BLACKROCK MUNIYIELD PA QLTY | 13,316 | $179 | 0.0% | $13.70 | — | COM | 09255G107 |
| — | DREYFUS STRATEGIC MUN BD FD | 23,617 | $179 | 0.0% | $7.58 | — | COM | 26202F107 |
| — | NUVEEN AMT FREE MUN CR INC F | 12,174 | $178 | 0.0% | $14.49 | — | COM | 67071L106 |
| XENWX | EATON VANCE NEW YORK MUN BD | 15,611 | $177 | 0.0% | $11.48 | — | COM | 27827Y109 |
| GPRO | GOPRO INC | 27,391 | $176 | 0.0% | $5.72 | -2.7% | CL A | 38268T103 |
| — | WESTERN ASST MNGD MUN FD INC | 13,644 | $173 | 0.0% | $12.68 | — | COM | 95766M105 |
| — | BLACKROCK CR ALLCTN INC TR | 14,189 | $171 | 0.0% | $12.05 | — | COM | 092508100 |
| — | BLACKROCK MUNIENHANCED FD IN | 15,901 | $167 | 0.0% | $10.50 | — | COM | 09253Y100 |
| XVMMX | DELAWARE INV MN MUN INC FD I | 12,175 | $151 | 0.0% | $12.60 | — | COM | 24610V103 |
| — | SOCIAL CAP HEDOSOPHIA HLDGS | 83,334 | $150 | 0.0% | $1.75 | — | *W EXP 09/14/202 | G8250R129 |
| — | EATON VANCE MUN BD FD II | 12,498 | $148 | 0.0% | $11.65 | — | COM | 27827K109 |
| — | ALLIANCEBERNSTEIN GBL HGH IN | 12,292 | $142 | 0.0% | $11.55 | — | COM | 01879R106 |
| — | NUVEEN GEORGIA QLTY MUN INC | 11,844 | $134 | 0.0% | $11.31 | — | COM | 67072B107 |
| — | NUVEEN INT DUR QUAL MUN TRM | 10,586 | $133 | 0.0% | $12.56 | — | COM | 670677103 |
| — | NUVEEN CALIF MUN VALUE FD | 13,963 | $132 | 0.0% | $9.45 | — | COM | 67062C107 |
| — | DEUTSCHE STRATEGIC MUN INCOM | 12,150 | $132 | 0.0% | $10.86 | — | COM | 25159F102 |
| — | COMMUNITY HEALTH SYS INC NEW | 9,282,097 | $102 | 0.0% | $0.02 | — | RIGHT 12/31/2019 | 203668116 |
| — | I AM CAP ACQUISITION CO | 225,000 | $95 | 0.0% | $0.33 | — | *W EXP 05/22/202 | 45074Q116 |
| — | BARINGTON HILCO ACQUISITION | 487,260 | $93 | 0.0% | $0.28 | — | RIGHT 08/11/2017 | 06759V119 |
| — | TEMPLETON GLOBAL INCOME FD | 14,966 | $92 | 0.0% | $6.15 | — | COM | 880198106 |
| — | BIG ROCK PARTNERS ACQUISI CO | 200,000 | $90 | 0.0% | $0.37 | — | RIGHT 12/01/2022 | 089482129 |
| — | BLACK RIDGE ACQUISITION CORP | 210,000 | $90 | 0.0% | $0.33 | — | *W EXP 07/10/202 | 09216T115 |
| — | DREYFUS MUN INCOME INC | 10,923 | $89 | 0.0% | $8.15 | — | COM | 26201R102 |
| — | OPES ACQUISITION CORP | 250,000 | $89 | 0.0% | $0.38 | — | *W EXP 03/13/202 | 68373P118 |
| — | DRAPER OAKWOOD TECHNOLOGY | 150,000 | $88 | 0.0% | $0.50 | — | RIGHT 09/19/2018 | 26146L129 |
| — | I AM CAP ACQUISITION CO | 225,000 | $86 | 0.0% | $0.30 | — | RIGHT 05/22/2019 | 45074Q124 |
| — | MTECH ACQUISITION CORP | 125,000 | $81 | 0.0% | $0.65 | — | *W EXP 08/01/202 | 55378W115 |
| — | BARINGTON HILCO ACQUISITION | 487,260 | $78 | 0.0% | $0.16 | — | *W EXP 02/11/202 | 06759V127 |
| — | WESTERN ASSET MUN HI INCM FD | 10,786 | $78 | 0.0% | $7.16 | — | COM | 95766N103 |
| — | BLACK RIDGE ACQUISITION CORP | 210,000 | $74 | 0.0% | $0.28 | — | RIGHT 07/10/2019 | 09216T123 |
| — | DRAPER OAKWOOD TECHNOLOGY | 75,000 | $55 | 0.0% | $0.67 | — | *W EXP 09/19/202 | 26146L111 |
| — | BORQS TECHNOLOGIES INC | 10,569 | $55 | 0.0% | $5.75 | — | SHS | G1466B103 |
| — | SABAN CAP ACQUISITION CORP | 42,000 | $53 | 0.0% | $1.31 | — | *W EXP 09/21/202 | 78516C114 |
| — | BISON CAP ACQUISITION CORP | 150,000 | $50 | 0.0% | $0.30 | — | RIGHT 03/20/2019 | G1142P138 |
| — | BIG ROCK PARTNERS ACQUISI CO | 100,000 | $38 | 0.0% | $0.40 | — | *W EXP 12/01/202 | 089482111 |
| — | JENSYN ACQUISITION CORP | 174,000 | $31 | 0.0% | $0.20 | — | RIGHT 99/99/9999 | 47632B128 |
| — | JENSYN ACQUISITION CORP | 174,000 | $30 | 0.0% | $0.07 | — | *W EXP 03/07/202 | 47632B110 |
| — | JASON INDS INC | 1,933,070 | $19 | 0.0% | $0.79 | — | *W EXP 06/30/201 | 471172114 |
| — | VALLEY NATL BANCORP | 114,185 | $10 | 0.0% | $0.20 | — | *W EXP 11/14/201 | 919794131 |