CIK: 0001167456 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Nov 14, 2018
Total Value ($000): $8,671,271 (58.1% shares, 41.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NOVELLUS SYS INC | 111,419,000 | $510,992 | 5.9% | $3.02 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | ADVANCED MICRO DEVICES INC | 85,200,000 | $330,964 | 3.8% | $1.93 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | ROCKWELL COLLINS INC | 1,505,608 | $211,493 | 2.4% | $130.74 | — | COM | 774341101 |
| NXPI | NXP SEMICONDUCTORS N V | 2,422,065 | $207,087 | 2.4% | $96.88 | -12.0% | COM | N6596X109 |
| — | ANTHEM INC | 54,129,000 | $204,575 | 2.4% | $2.04 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | MOLINA HEALTHCARE INC | 55,525,000 | $202,719 | 2.3% | $1.50 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | INTEL CORP | 84,083,000 | $193,233 | 2.2% | $1.75 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | CA INC | 4,321,754 | $190,805 | 2.2% | $44.15 | — | COM | 12673P105 |
| — | ANDEAVOR | 1,227,591 | $188,435 | 2.2% | $131.18 | — | COM | 03349M105 |
| — | ALTABA INC | 2,488,238 | $169,499 | 2.0% | $66.24 | — | COM | 021346101 |
| — | EXPRESS SCRIPTS HLDG CO | 1,756,711 | $166,905 | 1.9% | $73.59 | — | COM | 30219G108 |
| — | MICROCHIP TECHNOLOGY INC | 96,500,000 | $146,294 | 1.7% | $1.59 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | AETNA INC NEW | 709,175 | $143,856 | 1.7% | $177.45 | — | COM | 00817Y108 |
| — | PINNACLE FOODS INC DEL | 2,168,990 | $140,572 | 1.6% | $64.93 | — | COM | 72348P104 |
| AVA | AVISTA CORP | 2,732,891 | $138,175 | 1.6% | $35.63 | +4.1% | COM | 05379B107 |
| — | SQUARE INC | 31,635,000 | $136,933 | 1.6% | $2.75 | — | NOTE 0.375% 3/0 | 852234AB9 |
| — | FOREST CITY RLTY TR INC | 4,955,753 | $124,340 | 1.4% | $25.09 | — | COM CL A | 345605109 |
| — | TWENTY FIRST CENTY FOX INC | 2,651,291 | $122,834 | 1.4% | $41.13 | — | CL A | 90130A101 |
| — | MICRON TECHNOLOGY INC | 29,305,000 | $120,944 | 1.4% | $1.95 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | VECTREN CORP | 1,655,932 | $118,383 | 1.4% | $71.46 | — | COM | 92240G101 |
| — | U S G CORP | 2,443,614 | $105,833 | 1.2% | $43.19 | — | COM NEW | 903293405 |
| — | SCANA CORP NEW | 2,666,550 | $103,702 | 1.2% | $37.55 | — | COM | 80589M102 |
| — | SODASTREAM INTERNATIONAL LTD | 709,772 | $101,554 | 1.2% | $143.08 | — | USD SHS | M9068E105 |
| — | ORBOTECH LTD | 1,686,428 | $100,241 | 1.2% | $61.47 | — | ORD | M75253100 |
| — | PALO ALTO NETWORKS INC | 48,400,000 | $98,612 | 1.1% | $1.57 | — | NOTE 7/0 | 697435AB1 |
| — | DUN & BRADSTREET CORP DEL NE | 685,654 | $97,713 | 1.1% | $142.51 | — | COM | 26483E100 |
| — | KAPSTONE PAPER & PACKAGING C | 2,874,376 | $97,470 | 1.1% | $34.26 | — | COM | 48562P103 |
| — | SPRINT CORP | 14,148,031 | $92,528 | 1.1% | $5.78 | — | COM SER 1 | 85207U105 |
| — | ENERGEN CORP | 1,071,916 | $92,367 | 1.1% | $86.17 | — | COM | 29265N108 |
| — | NXSTAGE MEDICAL INC | 3,262,960 | $91,004 | 1.0% | $27.58 | — | COM | 67072V103 |
| — | ENVISION HEALTHCARE CORP | 1,933,088 | $88,400 | 1.0% | $44.19 | — | COM | 29414D100 |
| — | CHESAPEAKE ENERGY CORP | 80,725,000 | $79,938 | 0.9% | $0.88 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | ALLEGHENY TECHNOLOGIES INC | 33,950,000 | $73,504 | 0.8% | $1.38 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | CAESARS ENTMT CORP | 44,275,000 | $72,216 | 0.8% | $1.71 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | INTEGRATED DEVICE TECHNOLOGY | 1,434,731 | $67,447 | 0.8% | $47.01 | — | COM | 458118106 |
| — | WAYFAIR INC | 43,500,000 | $65,793 | 0.8% | $1.51 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| — | ASPEN INSURANCE HOLDINGS LTD | 1,572,961 | $65,750 | 0.8% | $41.80 | — | SHS | G05384105 |
| — | PINNACLE ENTMT INC NEW | 1,903,218 | $64,119 | 0.7% | $32.43 | — | COM | 72348Y105 |
| — | TERADYNE INC | 49,225,000 | $64,064 | 0.7% | $1.32 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | EXACT SCIENCES CORP | 50,100,000 | $62,030 | 0.7% | $1.05 | — | DBCV 1.000% 1/1 | 30063PAA3 |
| — | SUPERVALU INC | 1,892,358 | $60,972 | 0.7% | $32.22 | — | COM NEW | 868536301 |
| — | MICROCHIP TECHNOLOGY INC | 55,941,000 | $59,137 | 0.7% | $1.20 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | MITEL NETWORKS CORP | 5,113,931 | $56,356 | 0.6% | $10.99 | — | COM | 60671Q104 |
| — | CLEVELAND CLIFFS INC | 33,075,000 | $54,353 | 0.6% | $1.10 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | NUVASIVE INC | 41,926,000 | $53,220 | 0.6% | $1.16 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | LASALLE HOTEL PPTYS | 1,402,284 | $48,505 | 0.6% | $34.36 | — | COM SH BEN INT | 517942108 |
| — | AMTRUST FINL SVCS INC | 3,209,147 | $46,597 | 0.5% | $13.35 | — | COM | 032359309 |
| — | GRAMERCY PPTY TR | 1,644,395 | $45,122 | 0.5% | $27.36 | — | COM NEW | 385002308 |
| — | TTM TECHNOLOGIES INC | 26,500,000 | $44,793 | 0.5% | $1.11 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | TRIBUNE MEDIA CO | 1,157,617 | $44,487 | 0.5% | $38.27 | — | CL A | 896047503 |
| — | OCLARO INC | 4,858,759 | $43,437 | 0.5% | $9.05 | — | COM NEW | 67555N206 |
| GNW | GENWORTH FINL INC | 10,001,572 | $41,707 | 0.5% | $4.13 | +9.4% | COM CL A | 37247D106 |
| LW | LAMB WESTON HLDGS INC | 620,877 | $41,350 | 0.5% | $33.06 | +85.9% | COM | 513272104 |
| — | OCEAN RIG UDW INC | 1,146,397 | $39,688 | 0.5% | $34.62 | — | COM CL A | G66964118 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 31,525,000 | $38,130 | 0.4% | $1.10 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | ILLUMINA INC | 25,629,000 | $37,309 | 0.4% | $1.46 | — | NOTE 6/1 | 452327AF6 |
| UPBD | RENT A CTR INC NEW | 2,572,241 | $36,989 | 0.4% | $13.04 | +12.7% | COM | 76009N100 |
| — | WORKDAY INC | 20,000,000 | $36,062 | 0.4% | $1.37 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | AMAG PHARMACEUTICALS INC | 32,975,000 | $34,691 | 0.4% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | LENDINGTREE INC NEW | 26,700,000 | $33,987 | 0.4% | $1.21 | — | NOTE 0.625% 6/0 | 52603BAA5 |
| — | SPIRIT RLTY CAP INC NEW | 33,500,000 | $33,500 | 0.4% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| HGV | HILTON GRAND VACATIONS INC | 968,552 | $32,059 | 0.4% | $37.09 | -10.2% | COM | 43283X105 |
| — | STATE BK FINL CORP | 1,046,810 | $31,593 | 0.4% | $32.61 | — | COM | 856190103 |
| — | WEATHERFORD INTL LTD | 33,175,000 | $31,325 | 0.4% | $1.11 | — | NOTE 5.875% 7/0 | 947075AH0 |
| AA | ALCOA CORP | 765,797 | $30,938 | 0.4% | $38.33 | +8.3% | COM | 013872106 |
| — | CONVERGYS CORP | 1,292,506 | $30,684 | 0.4% | $23.91 | — | COM | 212485106 |
| — | SHIRE PLC | 162,242 | $29,410 | 0.3% | $168.80 | — | SPONSORED ADR | 82481R106 |
| — | AEROJET ROCKETDYNE HLDGS INC | 19,875,000 | $28,417 | 0.3% | $1.29 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | AKORN INC | 2,135,937 | $27,724 | 0.3% | $32.90 | — | COM | 009728106 |
| — | ENSCO JERSEY FIN LTD | 27,575,000 | $27,524 | 0.3% | $0.87 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | THERAVANCE INC | 25,543,000 | $25,942 | 0.3% | $0.85 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | INPHI CORP | 26,150,000 | $25,827 | 0.3% | $1.00 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | BIOMARIN PHARMACEUTICAL INC | 24,825,000 | $25,686 | 0.3% | $1.03 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | FCB FINL HLDGS INC | 529,566 | $25,101 | 0.3% | $47.40 | — | CL A | 30255G103 |
| — | MB FINANCIAL INC NEW | 544,359 | $25,100 | 0.3% | $46.70 | — | COM | 55264U108 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL L | 23,600,000 | $23,507 | 0.3% | $1.00 | — | NOTE 5.750%10/1 | G81075AF3 |
| — | HURON CONSULTING GROUP INC | 23,955,000 | $23,380 | 0.3% | $0.97 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | TESLA INC | 22,175,000 | $22,676 | 0.3% | $1.18 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | INTREXON CORP | 18,800,000 | $22,419 | 0.3% | $1.19 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | SYNTEL INC | 542,443 | $22,229 | 0.3% | $40.98 | — | COM | 87162H103 |
| — | ZILLOW GROUP INC | 23,575,000 | $21,830 | 0.3% | $0.93 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | MICRO FOCUS INTERNATIONAL PL | 1,165,037 | $21,530 | 0.2% | $33.42 | — | SPON ADR NEW | 594837304 |
| — | INFINERA CORPORATION | 21,000,000 | $21,303 | 0.2% | $1.01 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| CNDT | CONDUENT INC | 934,760 | $21,051 | 0.2% | $15.61 | +31.5% | COM | 206787103 |
| — | RESTORATION HARDWARE HLDGS I | 16,900,000 | $20,929 | 0.2% | $1.24 | — | DBCV 7/1 | 761283AC4 |
| NVT | NVENT ELECTRIC PLC | 763,258 | $20,730 | 0.2% | $22.00 | +5.6% | SHS | G6700G107 |
| — | HERCULES CAPITAL INC | 21,150,000 | $20,546 | 0.2% | $1.01 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | VEONEER INCORPORATED | 364,179 | $20,055 | 0.2% | $55.07 | — | COM | 92336X109 |
| — | APERGY CORP | 459,482 | $20,015 | 0.2% | $41.75 | — | COM | 03755L104 |
| STC | STEWART INFORMATION SVCS COR | 440,124 | $19,810 | 0.2% | $43.22 | +3.6% | COM | 860372101 |
| — | INPHI CORP | 17,075,000 | $19,760 | 0.2% | $1.21 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | VEECO INSTRS INC DEL | 23,000,000 | $19,592 | 0.2% | $0.92 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | TEAM INC | 15,400,000 | $19,443 | 0.2% | $1.26 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | SEACOR HOLDINGS INC | 19,244,000 | $19,350 | 0.2% | $0.98 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | KMG CHEMICALS INC | 254,893 | $19,260 | 0.2% | $75.56 | — | COM | 482564101 |
| — | PROSPECT CAPITAL CORPORATION | 19,250,000 | $19,086 | 0.2% | $0.99 | — | NOTE 4.950% 7/1 | 74348TAR3 |
| JBGS | JBG SMITH PPTYS | 510,187 | $18,790 | 0.2% | $34.21 | — | COM | 46590V100 |
| — | REDWOOD TR INC | 18,875,000 | $18,674 | 0.2% | $0.99 | — | NOTE 5.625% 7/1 | 758075AD7 |
| WH | WYNDHAM HOTELS & RESORTS INC | 332,991 | $18,504 | 0.2% | $60.54 | -5.5% | COM | 98311A105 |
| — | BLACKSTONE MTG TR INC | 18,450,000 | $18,433 | 0.2% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| ADNT | ADIENT PLC | 466,806 | $18,350 | 0.2% | $61.79 | -27.2% | ORD SHS | G0084W101 |
| — | IRONWOOD PHARMACEUTICALS INC | 14,025,000 | $18,276 | 0.2% | $1.32 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | RANDGOLD RES LTD | 253,062 | $17,854 | 0.2% | $70.55 | — | ADR | 752344309 |
| — | KLX INC | 284,219 | $17,843 | 0.2% | $66.37 | — | COM | 482539103 |
| — | REDWOOD TR INC | 18,575,000 | $17,821 | 0.2% | $0.99 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | BLACK HILLS CORP | 281,523 | $17,675 | 0.2% | $60.80 | — | UNIT 99/99/9999 | 092113125 |
| — | XCERRA CORP | 1,233,008 | $17,595 | 0.2% | $11.72 | — | COM | 98400J108 |
| — | TWO HBRS INVT CORP | 17,050,000 | $17,593 | 0.2% | $1.03 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | FIRST CONN BANCORP INC MD | 595,299 | $17,591 | 0.2% | $30.40 | — | COM | 319850103 |
| — | TKK SYMPHONY ACQUISITION COR | 1,850,000 | $17,575 | 0.2% | $9.50 | — | ORD SHS | G88950103 |
| — | THUNDER BRIDGE ACQUISITION L | 1,800,000 | $17,280 | 0.2% | $9.60 | — | SHS CLASS A | G8857R100 |
| — | ACORDA THERAPEUTICS INC | 20,325,000 | $17,256 | 0.2% | $0.95 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | FORUM MERGER II CORP | 1,800,000 | $17,190 | 0.2% | $9.55 | — | CL A | 34986F103 |
| PK | PARK HOTELS RESORTS INC | 509,892 | $16,735 | 0.2% | $26.46 | — | COM | 700517105 |
| — | ZILLOW GROUP INC | 15,000,000 | $16,294 | 0.2% | $1.15 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | SONIC CORP | 375,349 | $16,268 | 0.2% | $43.34 | — | COM | 835451105 |
| — | BLACKSTONE MTG TR INC | 16,000,000 | $16,041 | 0.2% | $1.02 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | CHURCHILL CAP CORP | 1,550,000 | $15,733 | 0.2% | $10.15 | — | UNIT 99/99/9999 | 17142R202 |
| — | COBIZ FINANCIAL INC | 707,849 | $15,672 | 0.2% | $21.88 | — | COM | 190897108 |
| — | K2M GROUP HLDGS INC | 570,153 | $15,605 | 0.2% | $27.37 | — | COM | 48273J107 |
| — | DELL TECHNOLOGIES INC | 158,036 | $15,348 | 0.2% | $97.12 | — | COM CL V | 24703L103 |
| — | PRICELINE GRP INC | 10,000,000 | $15,201 | 0.2% | $1.52 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | EZCORP INC | 15,075,000 | $14,976 | 0.2% | $0.96 | — | NOTE 2.125% 6/1 | 302301AB2 |
| — | SPARTAN ENERGY ACQUISITON CO | 1,450,000 | $14,732 | 0.2% | $10.16 | — | UNIT 99/99/9999 | 846784114 |
| — | VECTOIQ ACQUISITION CORP | 1,540,000 | $14,676 | 0.2% | $9.54 | — | COM | 92243N103 |
| — | GS ACQUISITION HLDGS CORP | 1,500,000 | $14,625 | 0.2% | $9.75 | — | COM CL A | 36255F102 |
| VREX | VAREX IMAGING CORP | 508,718 | $14,580 | 0.2% | $31.34 | +5.0% | COM | 92214X106 |
| YUMC | YUM CHINA HLDGS INC | 403,131 | $14,154 | 0.2% | $32.00 | +11.3% | COM | 98850P109 |
| — | VECTOR GROUP LTD | 12,778,000 | $13,778 | 0.2% | $1.52 | — | FRNT 1/1 | 92240MAY4 |
| — | INTEGRATED DEVICE TECHNOLOGY | 9,000,000 | $13,548 | 0.2% | $1.51 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | DELPHI TECHNOLOGIES PLC | 421,616 | $13,222 | 0.2% | $50.13 | — | SHS | G2709G107 |
| — | VERSUM MATLS INC | 364,069 | $13,110 | 0.2% | $28.07 | — | COM | 92532W103 |
| — | BLACK KNIGHT INC | 252,288 | $13,106 | 0.2% | $50.78 | — | COM | 09215C105 |
| — | MUDRICK CAP ACQUISITION CORP | 1,350,000 | $13,068 | 0.2% | $9.62 | — | COM CLASS A | 624745105 |
| BHF | BRIGHTHOUSE FINL INC | 295,024 | $13,052 | 0.2% | $59.67 | -29.4% | COM | 10922N103 |
| TSLA | TESLA INC | 48,097 | $12,735 | 0.1% | $20.73 | +0.5% | COM | 88160R101 |
| — | AMTRUST FINL SVCS INC | 13,250,000 | $12,577 | 0.1% | $0.81 | — | NOTE 2.750%12/1 | 032359AG6 |
| — | ATHENAHEALTH INC | 93,134 | $12,443 | 0.1% | $159.14 | — | COM | 04685W103 |
| — | BEMIS INC | 254,030 | $12,346 | 0.1% | $48.60 | — | COM | 081437105 |
| — | ECHO GLOBAL LOGISTICS INC | 11,531,000 | $12,253 | 0.1% | $0.99 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | MEGALITH FINL ACQUISITION CO | 1,282,000 | $12,192 | 0.1% | $9.51 | — | CL A COM | 58518F109 |
| — | WEB COM GROUP INC | 436,556 | $12,180 | 0.1% | $27.20 | — | COM | 94733A104 |
| — | MAZOR ROBOTICS LTD | 208,818 | $12,178 | 0.1% | $58.32 | — | SPONSORED ADS | 57886P103 |
| — | UNION ACQUISITION CORP | 1,250,000 | $12,150 | 0.1% | $9.58 | — | SHS | G9366W101 |
| — | GORDON POINTE ACQUISITION CO | 1,229,800 | $12,114 | 0.1% | $9.79 | — | COM CLASS A | 382788107 |
| — | PURE ACQUISITION CORP | 1,245,000 | $12,083 | 0.1% | $9.64 | — | CL A | 74621Q106 |
| — | FINISAR CORP | 12,101,000 | $12,048 | 0.1% | $1.00 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | LEGACY ACQUISITION CORP | 1,235,000 | $12,017 | 0.1% | $9.59 | — | COM CL A | 524643103 |
| OPTU | ALTICE USA INC | 639,667 | $11,604 | 0.1% | $17.91 | 0.0% | CL A | 02156K103 |
| PACK | ONE MADISON CORP | 1,191,100 | $11,577 | 0.1% | $9.60 | — | COM CL A | G6772P100 |
| — | LF CAP ACQUISITION CORP | 1,200,000 | $11,472 | 0.1% | $9.56 | — | CL A | 50200K108 |
| — | TWELVE SEAS INVESTMENT COMPA | 1,200,000 | $11,424 | 0.1% | $9.52 | — | SHS | G9145A107 |
| — | APOLLO COML REAL EST FIN INC | 11,275,000 | $11,213 | 0.1% | $1.01 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | NEVSUN RES LTD | 2,511,000 | $11,131 | 0.1% | $4.43 | — | COM | 64156L101 |
| — | OSI SYSTEMS INC | 11,500,000 | $11,019 | 0.1% | $0.92 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | LIFEPOINT HEALTH INC | 167,773 | $10,805 | 0.1% | $64.40 | — | COM | 53219L109 |
| — | CONVERGYS CORP | 4,725,000 | $10,310 | 0.1% | $2.10 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | TRINITY MERGER CORP | 1,050,000 | $10,301 | 0.1% | $9.76 | — | COM CL A | 89653L106 |
| — | GORES HOLDINGS III INC | 1,000,000 | $10,220 | 0.1% | $10.22 | — | UNIT 09/07/2024 | 38286G208 |
| — | AMYRIS INC | 9,626,000 | $9,625 | 0.1% | $0.64 | — | NOTE 9.500% 4/1 | 03236MAF8 |
| — | NEW FRONTIER CORP | 1,000,000 | $9,620 | 0.1% | $9.62 | — | COM CL A | G6485P108 |
| — | FAR PT ACQUISITION CORP | 999,996 | $9,610 | 0.1% | $9.75 | — | COM CL A | 30734W109 |
| — | GUARANTY BANCORP DEL | 322,519 | $9,579 | 0.1% | $29.76 | — | COM NEW | 40075T607 |
| — | CONNECTICUT WTR SVC INC | 136,540 | $9,472 | 0.1% | $66.88 | — | COM | 207797101 |
| — | BENEFICIAL BANCORP INC | 547,514 | $9,253 | 0.1% | $16.90 | — | COM | 08171T102 |
| — | NAVIGATORS GROUP INC | 129,971 | $8,981 | 0.1% | $69.10 | — | COM | 638904102 |
| — | LEGACY RESERVES LP/ LEGACY F | 10,000,000 | $8,938 | 0.1% | $0.89 | — | NOTE 8.000% 9/2 | 52471TAF4 |
| — | HAYMAKER ACQUISITION CORP | 899,960 | $8,784 | 0.1% | $9.55 | — | COM CLASS A | 420870107 |
| — | DFB HEALTHCARE ACQUISTION CO | 899,998 | $8,649 | 0.1% | $9.65 | — | COM | 23291E109 |
| — | ALLEGRO MERGER CORP | 900,000 | $8,559 | 0.1% | $9.51 | — | COM | 01749N103 |
| — | ZENDESK INC | 115,549 | $8,204 | 0.1% | $56.16 | — | COM | 98936J101 |
| — | XO GROUP INC | 231,064 | $7,967 | 0.1% | $34.48 | — | COM | 983772104 |
| TH | PLATINUM EAGLE ACQUISITIN CO | 799,998 | $7,832 | 0.1% | $9.60 | — | SHS CL A | G7126L100 |
| — | GIGCAPITAL INC | 775,000 | $7,696 | 0.1% | $9.70 | — | COM | 37518N106 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 7,275,000 | $7,675 | 0.1% | $1.03 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | TPG SPECIALTY LENDING INC | 7,500,000 | $7,571 | 0.1% | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| CARS | CARS COM INC | 273,103 | $7,540 | 0.1% | $28.80 | -3.0% | COM | 14575E105 |
| — | FORTIVE CORP | 7,025 | $7,499 | 0.1% | $1067.47 | — | 5% PFD CNV SER A | 34959J207 |
| — | SCORPIO TANKERS INC | 8,750,000 | $7,478 | 0.1% | $0.93 | — | NOTE 3.000% 5/1 | 80918TAB5 |
| — | TIBERIUS ACQUISITION CORP | 775,000 | $7,471 | 0.1% | $9.56 | — | COM | 88633A107 |
| — | INDUSTREA ACQUISITION CORP | 730,582 | $7,452 | 0.1% | $9.77 | — | CL A | 45579J104 |
| PNR | PENTAIR PLC | 168,126 | $7,288 | 0.1% | $40.19 | -3.1% | SHS | G7S00T104 |
| — | LEO HOLDINGS CORP | 746,700 | $7,280 | 0.1% | $9.65 | — | COM CL A | G5463L105 |
| — | CLOVIS ONCOLOGY INC | 9,250,000 | $7,179 | 0.1% | $0.92 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | CITRIX SYS INC | 4,625,000 | $7,115 | 0.1% | $1.45 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | ASSURANT INC | 62,125 | $7,107 | 0.1% | $104.15 | — | 6.50% CONV PFD D | 04621X207 |
| — | NEW MTN FIN CORP | 7,000,000 | $7,054 | 0.1% | $1.01 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | ENCORE CAP GROUP INC | 7,000,000 | $6,997 | 0.1% | $1.12 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | GREEN PLAINS INC | 6,750,000 | $6,473 | 0.1% | $0.97 | — | NOTE 4.125% 9/0 | 393222AF1 |
| — | CM SEVEN STAR ACQUISITION CO | 637,500 | $6,413 | 0.1% | $9.66 | — | SHS | G2345N102 |
| — | PENSARE ACQUISITION CORP | 636,600 | $6,341 | 0.1% | $9.68 | — | COM | 70957E105 |
| — | VECTOR GROUP LTD | 6,000,000 | $6,269 | 0.1% | $1.06 | — | FRNT 4/1 | 92240MBC1 |
| — | MODERN MEDIA ACQUISITION | 595,031 | $5,986 | 0.1% | $9.77 | — | COM | 60765P103 |
| — | HCI GROUP INC | 6,000,000 | $5,985 | 0.1% | $0.98 | — | NOTE 4.250% 3/0 | 40416EAD5 |
| — | NEBULA ACQUISITION CORP | 599,996 | $5,808 | 0.1% | $9.65 | — | COM CLASS A | 629076100 |
| BKNG | BOOKING HLDGS INC | 2,901 | $5,756 | 0.1% | $1933.58 | +0.2% | COM | 09857L108 |
| — | SELECT INCOME REIT | 262,073 | $5,750 | 0.1% | $21.94 | — | COM SH BEN INT | 81618T100 |
| — | LEISURE ACQUISITION CORP | 550,000 | $5,330 | 0.1% | $9.57 | — | COM | 52539T107 |
| — | SEMPRA ENERGY | 52,150 | $5,246 | 0.1% | $102.26 | — | 6% PFD CONV A | 816851406 |
| RWGE | REGALWOOD GLOBAL ENERGY LTD | 522,777 | $5,102 | 0.1% | $9.70 | — | COM CL A | G74760102 |
| — | PROS HOLDINGS INC | 5,000,000 | $4,911 | 0.1% | $0.98 | — | NOTE 2.000% 6/0 | 74346YAD5 |
| ILMN | ILLUMINA INC | 13,318 | $4,889 | 0.1% | $290.19 | +10.4% | COM | 452327109 |
| — | I AM CAP ACQUISITION CO | 450,000 | $4,581 | 0.1% | $9.85 | — | COM | 45074Q108 |
| — | INVACARE CORP | 4,000,000 | $4,346 | 0.1% | $1.01 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | GAIN CAP HLDGS INC | 4,000,000 | $4,134 | 0.0% | $1.03 | — | NOTE 5.000% 8/1 | 36268WAF7 |
| — | HENNESSY CAP ACQUSTON CORP I | 400,000 | $4,076 | 0.0% | $9.86 | — | COM | 42588L105 |
| STNL | SENTINEL ENERGY SVCS INC | 399,999 | $3,928 | 0.0% | $9.76 | — | COM CL A | G8062D102 |
| QTWO | Q2 HLDGS INC | 64,420 | $3,901 | 0.0% | $54.52 | +13.3% | COM | 74736L109 |
| — | HELIX ENERGY SOLUTIONS GRP I | 3,000,000 | $3,900 | 0.0% | $1.01 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| OIS | OIL STS INTL INC | 117,442 | $3,899 | 0.0% | $33.64 | -2.9% | COM | 678026105 |
| — | NEW YORK MTG TR INC | 3,725,000 | $3,727 | 0.0% | $0.98 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | CONSTELLATION ALPHA CAP CORP | 349,500 | $3,537 | 0.0% | $9.71 | — | SHS | G2379F108 |
| — | PRA GROUP INC | 3,275,000 | $3,361 | 0.0% | $1.07 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | ENGILITY HLDGS INC NEW | 88,485 | $3,185 | 0.0% | $35.99 | — | COM | 29286C107 |
| — | PDL BIOPHARMA INC | 3,150,000 | $3,124 | 0.0% | $0.81 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | DRAPER OAKWOOD TECHNOLOGY | 303,100 | $3,073 | 0.0% | $9.77 | — | COM CL A | 26146L103 |
| — | CARBONITE INC | 2,000,000 | $3,010 | 0.0% | $1.49 | — | NOTE 2.500% 4/0 | 141337AB1 |
| — | AEGEAN MARINE PETE NETWORK I | 5,000,000 | $2,925 | 0.0% | $0.62 | — | NOTE 4.250%12/1 | 00773VAB2 |
| — | MAGNACHIP SEMICONDUCTOR SA | 2,000,000 | $2,796 | 0.0% | $1.36 | — | NOTE 5.000% 3/0 | 55932XAB0 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $2,669 | 0.0% | $0.42 | — | NOTE 5.875%11/3 | 20478NAD2 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 27,069 | $2,625 | 0.0% | $99.82 | 0.0% | COM | 09061G101 |
| — | HL ACQUISITIONS CORP | 270,000 | $2,565 | 0.0% | $9.50 | — | SHS | G4603R106 |
| NWSA | NEWS CORP NEW | 193,328 | $2,550 | 0.0% | $12.49 | +3.5% | CL A | 65249B109 |
| — | TENZING ACQUISITION CORP | 250,000 | $2,515 | 0.0% | $10.06 | — | UNIT 08/24/2024 | G8708A124 |
| — | OPES ACQUISITION CORP | 250,000 | $2,445 | 0.0% | $9.69 | — | COM | 68373P100 |
| — | QTS RLTY TR INC | 23,000 | $2,435 | 0.0% | $105.87 | — | 6.50% CON PFD B | 74736A301 |
| — | GOPRO INC | 2,500,000 | $2,393 | 0.0% | $0.93 | — | NOTE 3.500% 4/1 | 38268TAB9 |
| WDC | WESTERN DIGITAL CORP | 40,530 | $2,373 | 0.0% | $56.03 | -16.4% | COM | 958102105 |
| — | GREEN BANCORP INC | 105,976 | $2,342 | 0.0% | $22.10 | — | COM | 39260X100 |
| T | AT&T INC | 69,601 | $2,337 | 0.0% | $14.53 | -0.4% | COM | 00206R102 |
| — | SOUTH JERSEY INDS INC | 41,200 | $2,322 | 0.0% | $55.51 | — | UNIT 99/99/9999 | 838518116 |
| — | HARMONIC INC | 2,000,000 | $2,290 | 0.0% | $1.08 | — | NOTE 4.000%12/0 | 413160AB8 |
| EXPE | EXPEDIA GROUP INC | 17,312 | $2,259 | 0.0% | $135.93 | -7.0% | COM NEW | 30212P303 |
| — | INNOVIVA INC | 2,000,000 | $2,223 | 0.0% | $1.11 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | INVACARE CORP | 1,950,000 | $2,210 | 0.0% | $1.33 | — | NOTE 4.500% 6/0 | 461203AH4 |
| — | BLUE HILLS BANCORP INC | 88,209 | $2,126 | 0.0% | $24.10 | — | COM | 095573101 |
| PHUN | STELLAR ACQUISITION III INC | 198,700 | $2,090 | 0.0% | $10.05 | — | COM | Y8172W107 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 12,249 | $2,059 | 0.0% | $171.98 | 0.0% | SHS USD | G50871105 |
| — | BLACK RIDGE ACQUISITION CORP | 210,000 | $2,048 | 0.0% | $9.66 | — | COM | 09216T107 |
| GWRE | GUIDEWIRE SOFTWARE INC | 20,017 | $2,022 | 0.0% | $88.68 | +8.4% | COM | 40171V100 |
| — | SIRIUS XM HLDGS INC | 318,900 | $2,015 | 0.0% | $6.32 | — | COM | 82968B103 |
| — | BIG ROCK PARTNERS ACQUISI CO | 200,000 | $2,000 | 0.0% | $9.70 | — | COM | 089482103 |
| — | SEMPRA ENERGY | 19,075 | $1,935 | 0.0% | $101.44 | — | 6.75% CNV PFD B | 816851505 |
| — | VIRTUS INVT PARTNERS INC | 17,975 | $1,776 | 0.0% | $97.25 | — | PFD CV SER D | 92828Q208 |
| — | MUDRICK CAP ACQUISITION CORP | 2,500,000 | $1,750 | 0.0% | $0.64 | — | *W EXP 02/12/202 | 624745113 |
| — | CORENERGY INFRASTRUCTURE TR | 1,500,000 | $1,745 | 0.0% | $0.85 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | LEO HOLDINGS CORP | 1,240,000 | $1,575 | 0.0% | $1.07 | — | *W EXP 02/07/202 | G5463L113 |
| — | BISON CAP ACQUISITION CORP | 150,000 | $1,530 | 0.0% | $9.87 | — | ORD SHS | G1142P104 |
| NESRW | NATIONAL ENERGY SERVICES REU | 819,100 | $1,507 | 0.0% | $0.55 | — | *W EXP 05/05/202 | G6375R115 |
| — | RENEWABLE ENERGY GROUP INC | 675,000 | $1,469 | 0.0% | $0.93 | — | NOTE 2.750% 6/1 | 75972AAA1 |
| — | ONE MADISON CORP | 1,250,000 | $1,451 | 0.0% | $1.16 | — | *W EXP 99/99/999 | G6772P126 |
| — | MATLIN & PARTNERS ACQUISITIO | 1,890,400 | $1,418 | 0.0% | $0.50 | — | *W EXP 05/28/202 | 57682V114 |
| — | INTERNATIONAL MNY EXPRESS IN | 550,000 | $1,293 | 0.0% | $2.35 | — | *W EXP 01/19/202 | 46005L119 |
| — | LONGEVITY ACQUISITION CORP | 125,000 | $1,280 | 0.0% | $10.24 | — | UNIT 08/29/2024 | G56372108 |
| — | MTECH ACQUISITION CORP | 125,000 | $1,275 | 0.0% | $9.76 | — | COM CLASS A | 55378W107 |
| — | TRINITY MERGER CORP | 2,500,000 | $1,250 | 0.0% | $0.40 | — | *W EXP 05/11/202 | 89653L114 |
| — | EZCORP INC | 1,000,000 | $1,245 | 0.0% | $1.25 | — | NOTE 2.875% 7/0 | 302301AF3 |
| — | ENERGY TRANSFER PARTNERS LP | 54,600 | $1,215 | 0.0% | $20.34 | — | UNIT LTD PRT INT | 29278N103 |
| — | INFRA AND ENERGY ALTRNTIVE I | 708,712 | $1,198 | 0.0% | $0.95 | — | *W EXP 05/20/202 | 45686J112 |
| TRGP | TARGA RES CORP | 21,184 | $1,193 | 0.0% | $28.49 | +44.9% | COM | 87612G101 |
| — | PURE ACQUISITION CORP | 862,500 | $1,164 | 0.0% | $1.28 | — | *W EXP 04/17/202 | 74621Q114 |
| OKE | ONEOK INC NEW | 16,899 | $1,146 | 0.0% | $32.05 | +33.5% | COM | 682680103 |
| — | VECTOIQ ACQUISITION CORP | 1,800,000 | $1,098 | 0.0% | $0.51 | — | *W EXP 05/11/202 | 92243N111 |
| GRFS | GRIFOLS S A | 49,287 | $1,053 | 0.0% | $21.36 | — | SP ADR REP B NVT | 398438408 |
| — | FORUM MERGER II CORP | 1,800,000 | $1,044 | 0.0% | $0.58 | — | *W EXP 09/30/202 | 34986F111 |
| — | CRESTWOOD EQUITY PARTNERS LP | 27,936 | $1,027 | 0.0% | $21.28 | — | UNIT LTD PARTNER | 226344208 |
| — | DFB HEALTHCARE ACQUISTION CO | 666,666 | $1,020 | 0.0% | $1.30 | — | *W EXP 04/11/202 | 23291E117 |
| HUNTF | HUNTER MARITIME ACQUISITION | 100,000 | $995 | 0.0% | $9.79 | +0.9% | CL A | Y37828111 |
| — | PANDORA MEDIA INC | 97,449 | $927 | 0.0% | $9.51 | — | COM | 698354107 |
| — | HAYMAKER ACQUISITION CORP | 699,980 | $910 | 0.0% | $0.82 | — | *W EXP 10/27/202 | 420870115 |
| — | VITAMIN SHOPPE INC | 1,000,000 | $869 | 0.0% | $0.93 | — | NOTE 2.250%12/0 | 92849EAB7 |
| — | FALCON MINERALS CORP | 500,000 | $860 | 0.0% | $1.72 | — | *W EXP 07/21/202 | 30607B208 |
| CQP | CHENIERE ENERGY PARTNERS LP | 21,785 | $860 | 0.0% | $29.69 | — | COM UNIT | 16411Q101 |
| — | TKK SYMPHONY ACQUISITION COR | 1,850,000 | $842 | 0.0% | $0.46 | — | RIGHT 02/20/2020 | G88950137 |
| — | DISCOVERY INC | 28,190 | $834 | 0.0% | $19.52 | — | COM SER C | 25470F302 |
| — | GS ACQUISITION HLDGS CORP | 500,000 | $825 | 0.0% | $1.65 | — | *W EXP 06/12/202 | 36255F110 |
| — | DCP MIDSTREAM LP | 20,646 | $817 | 0.0% | $32.46 | — | COM UT LTD PTN | 23311P100 |
| — | THUNDER BRIDGE ACQUISITION L | 1,800,000 | $810 | 0.0% | $0.45 | — | *W EXP 01/01/202 | G8857R126 |
| — | LEISURE ACQUISITION CORP | 750,000 | $803 | 0.0% | $0.75 | — | *W EXP 12/05/201 | 52539T115 |
| MPLX | MPLX LP | 23,115 | $802 | 0.0% | $50.41 | — | COM UNIT REP LTD | 55336V100 |
| — | MODERN MEDIA ACQUISITION | 1,700,000 | $799 | 0.0% | $0.40 | — | RIGHT 99/99/9999 | 60765P129 |
| — | GORDON POINTE ACQUISITION CO | 1,229,800 | $799 | 0.0% | $0.60 | — | *W EXP 07/30/202 | 382788115 |
| EPD | ENTERPRISE PRODS PARTNERS L | 27,760 | $798 | 0.0% | $32.94 | — | COM | 293792107 |
| — | GIGCAPITAL INC | 1,500,000 | $795 | 0.0% | $0.38 | — | RIGHT 03/06/2020 | 37518N114 |
| WMB | WILLIAMS COS INC DEL | 29,037 | $790 | 0.0% | $19.23 | 0.0% | COM | 969457100 |
| — | ENABLE MIDSTREAM PARTNERS LP | 46,900 | $790 | 0.0% | $13.85 | — | COM UNIT RP IN | 292480100 |
| — | JENSYN ACQUISITION CORP | 69,000 | $787 | 0.0% | $10.03 | — | COM | 47632B102 |
| — | MAGNOLIA OIL & GAS CORP | 166,667 | $783 | 0.0% | $4.70 | — | *W EXP 07/31/202 | 559663117 |
| — | TRANSMONTAIGNE PARTNERS L P | 20,221 | $779 | 0.0% | $31.15 | — | COM UNIT L P | 89376V100 |
| — | MEGALITH FINL ACQUISITION CO | 1,282,000 | $769 | 0.0% | $0.60 | — | *W EXP 08/26/202 | 58518F117 |
| — | REGALWOOD GLOBAL ENERGY LTD | 524,259 | $765 | 0.0% | $1.10 | — | *W EXP 12/05/202 | G74760128 |
| — | TALLGRASS ENERGY LP | 31,800 | $750 | 0.0% | $23.58 | — | CLASS A SHS | 874696107 |
| PAA | PLAINS ALL AMERN PIPELINE L | 29,751 | $744 | 0.0% | $29.94 | — | UNIT LTD PARTN | 726503105 |
| — | ENLINK MIDSTREAM PARTNERS LP | 39,709 | $740 | 0.0% | $20.84 | — | COM UNIT REP LTD | 29336U107 |
| PNBK | PATRIOT NATL BANCORP INC | 34,561 | $738 | 0.0% | $19.52 | +5.3% | COM NEW | 70336F203 |
| — | ANDEAVOR LOGISTICS LP | 15,100 | $733 | 0.0% | $48.42 | — | COM UNIT LP INT | 03350F106 |
| — | HOLLY ENERGY PARTNERS L P | 22,100 | $695 | 0.0% | $30.79 | — | COM UT LTD PTN | 435763107 |
| — | TIBERIUS ACQUISITION CORP | 1,175,000 | $693 | 0.0% | $0.55 | — | *W EXP 02/28/202 | 88633A115 |
| — | HESS MIDSTREAM PARTNERS LP | 30,300 | $691 | 0.0% | $20.84 | — | UNIT LTD PR INT | 428104103 |
| — | VANTAGE ENERGY ACQUISITION | 500,000 | $675 | 0.0% | $1.25 | — | *W EXP 04/12/202 | 92211L113 |
| — | LEGACY ACQUISITION CORP | 1,500,000 | $668 | 0.0% | $0.35 | — | *W EXP 11/30/202 | 524643111 |
| — | CNX MIDSTREAM PARTNERS LP | 34,400 | $662 | 0.0% | $18.40 | — | COM UNIT REPST | 12654A101 |
| — | LF CAP ACQUISITION CORP | 1,200,000 | $660 | 0.0% | $0.55 | — | *W EXP 06/22/202 | 50200K116 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 9,657 | $654 | 0.0% | $75.09 | — | COM UNIT RP LP | 559080106 |
| — | PHILLIPS 66 PARTNERS LP | 12,745 | $652 | 0.0% | $61.35 | — | COM UNIT REP INT | 718549207 |
| — | EASTERLY ACQUISITION CORP | 573,250 | $631 | 0.0% | $0.33 | — | *W EXP 07/29/202 | 27616L110 |
| — | GTY TECHNOLOGY HOLDINGS INC | 500,000 | $625 | 0.0% | $1.25 | — | *W EXP 10/25/202 | G4182A128 |
| — | SPECTRA ENERGY PARTNERS LP | 16,900 | $603 | 0.0% | $45.22 | — | COM | 84756N109 |
| — | LANDCADIA HLDGS INC | 500,000 | $595 | 0.0% | $0.70 | — | *W EXP 06/01/202 | 51476W115 |
| — | FGL HLDGS | 300,000 | $591 | 0.0% | $1.97 | — | *W EXP 11/30/202 | G3402M110 |
| — | NEW FRONTIER CORP | 500,000 | $590 | 0.0% | $1.18 | — | *W EXP 99/99/999 | G6485P124 |
| GEL | GENESIS ENERGY L P | 24,165 | $575 | 0.0% | $36.76 | — | UNIT LTD PARTN | 371927104 |
| — | TEEKAY LNG PARTNERS L P | 34,119 | $570 | 0.0% | $23.21 | — | PRTNRSP UNITS | Y8564M105 |
| ATLC | ATLANTICUS HLDGS CORP | 191,430 | $567 | 0.0% | $2.61 | -12.9% | COM | 04914Y102 |
| — | HENNESSY CAP ACQUSTON CORP I | 375,000 | $563 | 0.0% | $0.73 | — | *W EXP 06/15/202 | 42588L113 |
| — | GIGCAPITAL INC | 1,125,000 | $560 | 0.0% | $0.47 | — | *W EXP 06/08/202 | 37518N122 |
| — | ROSEHILL RES INC | 489,600 | $558 | 0.0% | $1.09 | — | *W EXP 09/16/202 | 777385113 |
| — | ANTERO MIDSTREAM GP LP | 32,600 | $552 | 0.0% | $20.82 | — | COM SHS REPSTG | 03675Y103 |
| — | FAR PT ACQUISITION CORP | 333,332 | $550 | 0.0% | $1.39 | — | *W EXP 06/01/202 | 30734W117 |
| — | AMERIGAS PARTNERS L P | 13,864 | $548 | 0.0% | $45.84 | — | UNIT L P INT | 030975106 |
| — | FEDERAL STR ACQUISITION CORP | 375,000 | $544 | 0.0% | $1.10 | — | *W EXP 07/24/202 | 31421V115 |
| — | WESTERN GAS PARTNERS LP | 12,341 | $539 | 0.0% | $59.30 | — | COM UNIT LP IN | 958254104 |
| — | SEMGROUP CORP | 24,333 | $537 | 0.0% | $36.77 | — | CL A | 81663A105 |
| — | EQT MIDSTREAM PARTNERS LP | 9,980 | $527 | 0.0% | $52.81 | — | UNIT LTD PARTN | 26885B100 |
| — | VALERO ENERGY PARTNERS LP | 13,821 | $524 | 0.0% | $46.21 | — | COM UNT REP LP | 91914J102 |
| — | MODERN MEDIA ACQUISITION | 850,000 | $510 | 0.0% | $0.39 | — | *W EXP 05/17/202 | 60765P111 |
| — | TWELVE SEAS INVESTMENT COMPA | 1,200,000 | $504 | 0.0% | $0.42 | — | RIGHT 12/22/2019 | G9145A131 |
| — | UNION ACQUISITION CORP | 1,250,000 | $500 | 0.0% | $0.34 | — | RIGHT 12/02/2019 | G9366W135 |
| — | ENBRIDGE ENERGY PARTNERS L P | 45,400 | $499 | 0.0% | $21.62 | — | COM | 29250R106 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 34,700 | $496 | 0.0% | $23.89 | — | COM UNIT LTD | 866142102 |
| — | INDUSTREA ACQUISITION CORP | 500,000 | $495 | 0.0% | $0.40 | — | *W EXP 08/01/202 | 45579J112 |
| — | BUCKEYE PARTNERS L P | 13,800 | $493 | 0.0% | $59.73 | — | UNIT LTD PARTN | 118230101 |
| — | NUSTAR ENERGY LP | 17,439 | $485 | 0.0% | $49.79 | — | UNIT COM | 67058H102 |
| — | SHELL MIDSTREAM PARTNERS L P | 22,409 | $479 | 0.0% | $33.19 | — | UNIT LTD INT | 822634101 |
| — | TC PIPELINES LP | 15,700 | $476 | 0.0% | $48.70 | — | UT COM LTD PRT | 87233Q108 |
| MMLP | MARTIN MIDSTREAM PRTNRS L P | 40,794 | $473 | 0.0% | $23.44 | — | UNIT L P INT | 573331105 |
| — | KLX ENERGY SERVICS HOLDNGS I | 14,641 | $469 | 0.0% | $32.03 | — | COM | 48253L106 |
| — | KBL MERGER CORP IV | 1,000,000 | $460 | 0.0% | $0.30 | — | RIGHT 03/22/2019 | 48242A120 |
| — | PENSARE ACQUISITION CORP | 1,000,000 | $450 | 0.0% | $0.40 | — | RIGHT 99/99/9999 | 70957E121 |
| — | RETAIL VALUE INC | 13,469 | $440 | 0.0% | $32.67 | — | COM | 76133Q102 |
| — | UNION ACQUISITION CORP | 1,250,000 | $438 | 0.0% | $0.35 | — | *W EXP 07/01/202 | G9366W127 |
| DAVA | ENDAVA PLC | 15,000 | $434 | 0.0% | $28.93 | — | ADS | 29260V105 |
| — | TKK SYMPHONY ACQUISITION COR | 1,850,000 | $426 | 0.0% | $0.23 | — | *W EXP 02/20/202 | G88950129 |
| — | PRIORITY TECHNOLOGY HLDGS IN | 250,000 | $425 | 0.0% | $1.70 | — | *W EXP 09/12/202 | 74275G115 |
| — | CM SEVEN STAR ACQUISITION CO | 750,000 | $413 | 0.0% | $0.32 | — | RIGHT 08/21/2022 | G2345N136 |
| — | TWELVE SEAS INVESTMENT COMPA | 1,200,000 | $408 | 0.0% | $0.34 | — | *W EXP 12/22/202 | G9145A115 |
| — | ESTRE AMBIENTAL INC | 1,323,740 | $397 | 0.0% | $0.30 | — | *W EXP 12/21/202 | G3206V118 |
| — | INVESCO MUN OPPORTUNITY TR | 34,071 | $390 | 0.0% | $12.39 | — | COM | 46132C107 |
| — | NUVEEN QUALITY MUNCP INCOME | 30,150 | $386 | 0.0% | $13.88 | — | COM | 67066V101 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 29,380 | $384 | 0.0% | $13.84 | — | COM | 09253X102 |
| XBFZX | BLACKROCK CALIF MUN INCOME T | 30,985 | $383 | 0.0% | $13.26 | — | SH BEN INT | 09248E102 |
| — | BLACKROCK MUN 2030 TAR TERM | 18,329 | $380 | 0.0% | $21.99 | — | COM SHS BEN IN | 09257P105 |
| — | NUVEEN CA QUALTY MUN INCOME | 29,080 | $376 | 0.0% | $14.31 | — | COM | 67066Y105 |
| — | ALLEGRO MERGER CORP | 900,000 | $360 | 0.0% | $0.40 | — | RIGHT 12/31/2023 | 01749N129 |
| — | PLATINUM EAGLE ACQUISITIN CO | 266,666 | $360 | 0.0% | $1.25 | — | *W EXP 01/17/202 | G7126L118 |
| — | KAYNE ANDERSON ACQUISITION | 250,000 | $348 | 0.0% | $0.78 | — | *W EXP 06/30/202 | 48661U110 |
| — | BLACKROCK MUNIYIELD NY QLTY | 30,162 | $347 | 0.0% | $12.66 | — | COM | 09255E102 |
| BE | BLOOM ENERGY CORP | 10,000 | $341 | 0.0% | $27.96 | 0.0% | COM CL A | 093712107 |
| — | BP MIDSTREAM PARTNERS LP | 17,500 | $329 | 0.0% | $20.20 | — | UNIT LTD PTNR | 0556EL109 |
| — | NEBULA ACQUISITION CORP | 233,332 | $324 | 0.0% | $0.91 | — | *W EXP 03/12/202 | 629076118 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 27,029 | $322 | 0.0% | $12.85 | — | COM | 670656107 |
| — | NUVEEN NEW JERSEY QULT MUN F | 25,011 | $321 | 0.0% | $13.63 | — | COM | 67069Y102 |
| — | DIVIDEND & INCOME FUND | 26,875 | $321 | 0.0% | $12.44 | — | COM NEW | 25538A204 |
| — | NUVEEN AMT FREE QLTY MUN INC | 25,085 | $318 | 0.0% | $13.66 | — | COM | 670657105 |
| — | NUVEEN VIRGINIA QLTY MUNCPL | 26,695 | $316 | 0.0% | $12.92 | — | COM | 67064R102 |
| — | ALLEGRO MERGER CORP | 900,000 | $315 | 0.0% | $0.35 | — | *W EXP 01/06/202 | 01749N111 |
| — | BLACKROCK MUNIYIELD QLTY FD | 26,067 | $315 | 0.0% | $12.54 | — | COM | 09254E103 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 24,595 | $309 | 0.0% | $13.06 | — | COM | 09254L107 |
| — | SPIRIT MTA REIT | 26,740 | $308 | 0.0% | $11.52 | — | COM SHS BEN IN | 84861U105 |
| — | DWS MUN INCOME TR NEW | 29,025 | $304 | 0.0% | $10.47 | — | COM | 233368109 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 24,109 | $303 | 0.0% | $13.73 | — | COM | 09254X101 |
| — | BLACKROCK MUNIYIELD CALI QLT | 23,556 | $302 | 0.0% | $13.82 | — | COM | 09254N103 |
| — | INVESCO VALUE MUN INCOME TR | 21,791 | $302 | 0.0% | $14.63 | — | COM | 46132P108 |
| — | DASEKE INC | 378,003 | $302 | 0.0% | $1.12 | — | *W EXP 02/27/202 | 23753F115 |
| — | NUVEEN CONNECTICUT QLTY MUN | 26,387 | $300 | 0.0% | $11.88 | — | COM | 67060D107 |
| — | ALLIANCE CALIF MUN INCOME FD | 22,008 | $299 | 0.0% | $13.30 | — | COM | 018546101 |
| — | PGIM GLOBAL SHORT DURATION H | 21,319 | $296 | 0.0% | $13.68 | — | COM | 69346J106 |
| — | EATON VANCE MUNI INCOME TRUS | 25,278 | $290 | 0.0% | $12.12 | — | SH BEN INT | 27826U108 |
| — | EATON VANCE LTD DUR INCOME F | 22,800 | $289 | 0.0% | $12.57 | — | COM | 27828H105 |
| — | ALLIANCEBERNSTEIN NATL MUNI | 23,217 | $288 | 0.0% | $12.49 | — | COM | 01864U106 |
| — | INVESCO QUALITY MUNI INC TRS | 24,888 | $288 | 0.0% | $12.46 | — | COM | 46133G107 |
| — | GORES HLDGS II INC | 133,333 | $287 | 0.0% | $1.49 | — | *W EXP 01/13/202 | 382867117 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 23,983 | $286 | 0.0% | $12.84 | — | COM | 09255C106 |
| — | NUVEEN INTER DURATION MN TMF | 22,836 | $285 | 0.0% | $12.52 | — | COM | 670671106 |
| — | NUVEEN CALIFORNIA AMT QLT MU | 21,950 | $282 | 0.0% | $13.46 | — | COM | 670651108 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 22,620 | $282 | 0.0% | $12.88 | — | COM | 670972108 |
| — | CONSTELLATION ALPHA CAP CORP | 700,000 | $280 | 0.0% | $0.32 | — | RIGHT 99/99/9999 | G2379F132 |
| — | PGIM SHORT DURATION HIGH YIE | 19,576 | $277 | 0.0% | $14.00 | — | COM | 69346H100 |
| — | INVESCO TR INVT GRADE MUNS | 23,116 | $275 | 0.0% | $12.11 | — | COM | 46131M106 |
| — | BLACKROCK MUNIYLD MICH QLTY | 21,260 | $264 | 0.0% | $13.01 | — | COM | 09254V105 |
| — | PENSARE ACQUISITION CORP | 500,000 | $260 | 0.0% | $0.50 | — | *W EXP 07/27/202 | 70957E113 |
| — | BLACKROCK TAX MUNICPAL BD TR | 12,223 | $259 | 0.0% | $22.41 | — | SHS | 09248X100 |
| — | NUVEEN NEW YORK QLT MUN INC | 21,064 | $259 | 0.0% | $12.67 | — | COM | 67066X107 |
| — | BLACKROCK MUNICIPL INC QLTY | 20,100 | $257 | 0.0% | $13.10 | — | COM | 092479104 |
| — | NUVEEN MICHIGAN QLT MUN INC | 20,721 | $256 | 0.0% | $13.09 | — | COM | 670979103 |
| — | NUVEEN MARYLAND QLT MUN INC | 21,621 | $255 | 0.0% | $12.43 | — | COM | 67061Q107 |
| — | DREYFUS MUN BD INFRSTRCTR FD | 20,505 | $255 | 0.0% | $12.28 | — | SHS | 26203D101 |
| — | PUTNAM MANAGED MUN INCOM TR | 36,153 | $250 | 0.0% | $7.11 | — | COM | 746823103 |
| — | EATON VANCE MUN BD FD | 21,601 | $249 | 0.0% | $12.27 | — | COM | 27827X101 |
| — | WESTERN ASSET INTM MUNI FD I | 29,490 | $249 | 0.0% | $8.60 | — | COM | 958435109 |
| — | BLACKROCK MUNIHLDS INVSTM QL | 19,788 | $248 | 0.0% | $12.87 | — | COM | 09254P108 |
| — | CAPITOL INVT CORP IV | 166,667 | $248 | 0.0% | $1.49 | — | *W EXP 01/01/202 | G18920127 |
| — | NUVEEN OHIO QLTY MUN INCOME | 18,059 | $244 | 0.0% | $14.28 | — | COM | 670980101 |
| — | PUTNAM MUN OPPORTUNITIES TR | 21,145 | $241 | 0.0% | $11.67 | — | SH BEN INT | 746922103 |
| — | DREYFUS STRATEGIC MUNS INC | 31,761 | $238 | 0.0% | $7.68 | — | COM | 261932107 |
| — | BLACKROCK MUNIYIELD QUALITY | 17,484 | $236 | 0.0% | $13.84 | — | COM | 09254F100 |
| — | COREPOINT LODGING INC | 12,125 | $236 | 0.0% | $25.90 | — | COM | 21872L104 |
| — | BLACKROCK MUNIENHANCED FD IN | 23,185 | $233 | 0.0% | $10.36 | — | COM | 09253Y100 |
| — | INVESCO MUN TR | 20,159 | $233 | 0.0% | $12.17 | — | COM | 46131J103 |
| — | BLACKROCK MUN INCOME TR | 18,615 | $232 | 0.0% | $12.84 | — | SH BEN INT | 09248F109 |
| XBKNX | BLACKROCK INVT QUALITY MUN T | 17,463 | $232 | 0.0% | $14.87 | — | COM | 09247D105 |
| — | DTF TAX-FREE INCOME INC | 18,071 | $232 | 0.0% | $13.91 | — | COM | 23334J107 |
| — | BLACKROCK MUNIYIELD CALIF FD | 18,233 | $232 | 0.0% | $13.25 | — | COM | 09254M105 |
| — | INVESCO ADVANTAGE MUNICIPAL | 21,905 | $231 | 0.0% | $10.60 | — | SH BEN INT | 46132E103 |
| XMYDX | BLACKROCK MUNIYIELD FD INC | 17,532 | $230 | 0.0% | $13.34 | — | COM | 09253W104 |
| — | NUVEEN NORTH CAROLINA QLTY M | 19,152 | $230 | 0.0% | $12.77 | — | COM | 67060P100 |
| — | WESTERN ASST MNGD MUN FD INC | 18,776 | $227 | 0.0% | $12.52 | — | COM | 95766M105 |
| — | NEUBERGER BERMAN HGH YLD FD | 20,459 | $224 | 0.0% | $10.85 | — | COM | 64128C106 |
| — | BLACKROCK MUNIYIELD N J FD I | 17,294 | $224 | 0.0% | $12.95 | — | COM | 09254Y109 |
| XEVMX | EATON VANCE CALIF MUN BD FD | 22,438 | $223 | 0.0% | $10.25 | — | COM | 27828A100 |
| — | DREYFUS STRATEGIC MUN BD FD | 30,235 | $222 | 0.0% | $7.53 | — | COM | 26202F107 |
| — | KBL MERGER CORP IV | 1,000,000 | $219 | 0.0% | $0.17 | — | *W EXP 01/15/202 | 48242A112 |
| — | BLACKROCK MUNIYIELD PA QLTY | 17,168 | $219 | 0.0% | $13.49 | — | COM | 09255G107 |
| — | BLACKROCK MUNIHLDNGS QLTY II | 17,671 | $213 | 0.0% | $12.19 | — | COM | 09254C107 |
| XMQTX | BLACKROCK MUNIY QUALITY FD I | 18,085 | $212 | 0.0% | $12.09 | — | COM | 09254G108 |
| — | WESTERN ASST MN PRT FD INC | 15,223 | $209 | 0.0% | $14.25 | — | COM | 95766P108 |
| — | BLACKROCK CR ALLCTN INC TR | 16,389 | $201 | 0.0% | $12.08 | — | COM | 092508100 |
| — | BLACKROCK MUNICIPAL BOND TR | 14,535 | $200 | 0.0% | $14.32 | — | COM | 09249H104 |
| — | AVISTA HEALTHCARE PUB ACQ CO | 1,000,000 | $200 | 0.0% | $0.41 | — | *W EXP 10/07/202 | G0726L117 |
| — | FEDERATED PREM MUN INC FD | 15,678 | $200 | 0.0% | $13.27 | — | COM | 31423P108 |
| GPRO | GOPRO INC | 27,391 | $197 | 0.0% | $5.72 | +11.7% | CL A | 38268T103 |
| — | CM SEVEN STAR ACQUISITION CO | 375,000 | $187 | 0.0% | $0.50 | — | *W EXP 08/21/202 | G2345N110 |
| XMVFX | BLACKROCK MUNIVEST FD INC | 20,681 | $181 | 0.0% | $8.75 | — | COM | 09253R105 |
| — | MFS MUN INCOME TR | 27,558 | $179 | 0.0% | $6.53 | — | SH BEN INT | 552738106 |
| XENWX | EATON VANCE NEW YORK MUN BD | 15,985 | $177 | 0.0% | $11.48 | — | COM | 27827Y109 |
| — | SENTINEL ENERGY SVCS INC | 133,333 | $171 | 0.0% | $1.28 | — | *W EXP 11/02/202 | G8062D110 |
| — | MTECH ACQUISITION CORP | 125,000 | $163 | 0.0% | $0.65 | — | *W EXP 08/01/202 | 55378W115 |
| XVMMX | DELAWARE INV MN MUN INC FD I | 13,252 | $158 | 0.0% | $12.54 | — | COM | 24610V103 |
| — | CONSTELLATION ALPHA CAP CORP | 700,000 | $154 | 0.0% | $0.22 | — | *W EXP 03/23/202 | G2379F116 |
| — | ALTA MESA RES INC | 308,333 | $154 | 0.0% | $1.55 | — | *W EXP 03/28/202 | 02133L117 |
| — | INVESCO PA VALUE MUN INCOME | 12,235 | $145 | 0.0% | $12.14 | — | COM | 46132K109 |
| XMUSX | BLACKROCK MUNIHOLDNGS QLTY I | 12,449 | $144 | 0.0% | $11.57 | — | COM | 09254A101 |
| — | ALLIANCEBERNSTEIN GBL HGH IN | 12,292 | $143 | 0.0% | $11.55 | — | COM | 01879R106 |
| — | HUNTER MARITIME ACQUISITION | 470,000 | $141 | 0.0% | $0.30 | — | *W EXP 11/17/202 | Y37828129 |
| — | INVESCO CALIF VALUE MUN INC | 12,012 | $141 | 0.0% | $11.69 | — | COM | 46132H106 |
| — | NUVEEN GEORGIA QLTY MUN INC | 12,710 | $140 | 0.0% | $11.29 | — | COM | 67072B107 |
| — | NEUBERGER BERMAN MUNI FD INC | 10,247 | $138 | 0.0% | $13.47 | — | COM | 64124P101 |
| — | NUVEEN INT DUR QUAL MUN TRM | 11,053 | $136 | 0.0% | $12.55 | — | COM | 670677103 |
| — | DWS STRATEGIC MUN INCOME TR | 12,769 | $135 | 0.0% | $10.57 | — | COM | 23342Q101 |
| — | NUVEEN ENHANCED MUN VALUE FD | 10,045 | $131 | 0.0% | $13.67 | — | COM | 67074M101 |
| — | NUVEEN CALIF MUN VALUE FD | 13,963 | $131 | 0.0% | $9.45 | — | COM | 67062C107 |
| — | INVESCO DYNAMIC CR OPP FD | 11,164 | $128 | 0.0% | $11.47 | — | COM | 46132R104 |
| XBNYX | BLACKROCK N Y MUN INCOME TR | 10,324 | $125 | 0.0% | $12.11 | — | SH BEN INT | 09248L106 |
| — | TPG PACE HLDGS CORP | 66,666 | $117 | 0.0% | $1.76 | — | *W EXP 06/27/202 | G89827110 |
| — | EATON VANCE MUN BD FD II | 10,062 | $117 | 0.0% | $11.65 | — | COM | 27827K109 |
| — | I AM CAP ACQUISITION CO | 225,000 | $115 | 0.0% | $0.30 | — | RIGHT 05/22/2019 | 45074Q124 |
| XMHIX | PIONEER MUN HIGH INCOME TR | 10,070 | $112 | 0.0% | $11.80 | — | COM SHS | 723763108 |
| — | HL ACQUISITIONS CORP | 270,000 | $108 | 0.0% | $0.40 | — | RIGHT 07/17/2023 | G4603R130 |
| — | BIG ROCK PARTNERS ACQUISI CO | 200,000 | $100 | 0.0% | $0.37 | — | RIGHT 12/01/2022 | 089482129 |
| — | OPES ACQUISITION CORP | 250,000 | $100 | 0.0% | $0.38 | — | *W EXP 03/13/202 | 68373P118 |
| — | HL ACQUISITIONS CORP | 270,000 | $97 | 0.0% | $0.36 | — | *W EXP 06/21/202 | G4603R122 |
| — | BLACK RIDGE ACQUISITION CORP | 210,000 | $95 | 0.0% | $0.33 | — | *W EXP 07/10/202 | 09216T115 |
| — | BARINGTON HILCO ACQUISITION | 487,260 | $93 | 0.0% | $0.28 | — | RIGHT 08/11/2017 | 06759V119 |
| — | DREYFUS MUN INCOME INC | 11,461 | $90 | 0.0% | $8.13 | — | COM | 26201R102 |
| OPRA | OPERA LTD | 10,000 | $90 | 0.0% | $9.00 | — | SPONSORED ADS | 68373M107 |
| — | SOCIAL CAP HEDOSOPHIA HLDGS | 83,334 | $89 | 0.0% | $1.75 | — | *W EXP 09/14/202 | G8250R129 |
| — | STELLAR ACQUISITION III INC | 600,000 | $81 | 0.0% | $0.14 | — | *W EXP 03/22/202 | Y8172W115 |
| — | BISON CAP ACQUISITION CORP | 150,000 | $80 | 0.0% | $0.30 | — | RIGHT 03/20/2019 | G1142P138 |
| — | I AM CAP ACQUISITION CO | 225,000 | $79 | 0.0% | $0.33 | — | *W EXP 05/22/202 | 45074Q116 |
| — | BLACK RIDGE ACQUISITION CORP | 210,000 | $78 | 0.0% | $0.28 | — | RIGHT 07/10/2019 | 09216T123 |
| — | WESTERN ASSET MUN HI INCM FD | 10,955 | $78 | 0.0% | $7.16 | — | COM | 95766N103 |
| — | DRAPER OAKWOOD TECHNOLOGY | 150,000 | $77 | 0.0% | $0.50 | — | RIGHT 09/19/2018 | 26146L129 |
| — | JENSYN ACQUISITION CORP | 174,000 | $64 | 0.0% | $0.20 | — | RIGHT 99/99/9999 | 47632B128 |
| — | COMMUNITY HEALTH SYS INC NEW | 9,282,097 | $56 | 0.0% | $0.02 | — | RIGHT 12/31/2019 | 203668116 |
| — | SABAN CAP ACQUISITION CORP | 42,000 | $46 | 0.0% | $1.31 | — | *W EXP 09/21/202 | 78516C114 |
| — | BIG ROCK PARTNERS ACQUISI CO | 100,000 | $45 | 0.0% | $0.40 | — | *W EXP 12/01/202 | 089482111 |
| — | DRAPER OAKWOOD TECHNOLOGY | 75,000 | $44 | 0.0% | $0.67 | — | *W EXP 09/19/202 | 26146L111 |
| — | BISON CAP ACQUISITION CORP | 75,000 | $39 | 0.0% | $0.52 | — | *W EXP 06/20/202 | G1142P112 |
| — | JASON INDS INC | 1,933,070 | $33 | 0.0% | $0.79 | — | *W EXP 06/30/201 | 471172114 |
| — | BARINGTON HILCO ACQUISITION | 487,260 | $29 | 0.0% | $0.16 | — | *W EXP 02/11/202 | 06759V127 |
| — | JENSYN ACQUISITION CORP | 174,000 | $16 | 0.0% | $0.07 | — | *W EXP 03/07/202 | 47632B110 |
| — | VALLEY NATL BANCORP | 114,185 | $1 | 0.0% | $0.20 | — | *W EXP 11/14/201 | 919794131 |