Location: Greenwich, CT
CIK: 0001167456 · Show all filings
Period: Q1 2019 (← Previous) (Next →)
Filing Date: May 14, 2019
Total Value: $7.959B (59.7% shares, 40.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NOVELLUS SYS INC | 103,555,000 | $573M | 7.2% | $3.02 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | L3 TECHNOLOGIES INC | 1,214,208 | $251M | 3.1% | $174.84 | — | COM | 502413107 |
| — | SUNTRUST BKS INC | 4,063,784 | $241M | 3.0% | $59.25 | — | COM | 867914103 |
| — | ADVANCED MICRO DEVICES INC | 71,325,000 | $233M | 2.9% | $1.93 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | ALTABA INC | 2,488,238 | $184M | 2.3% | $66.24 | — | COM | 021346101 |
| — | TRIBUNE MEDIA CO | 3,938,656 | $182M | 2.3% | $43.58 | — | CL A | 896047503 |
| — | INTEGRATED DEVICE TECHNOLOGY | 3,656,069 | $179M | 2.3% | $47.97 | — | COM | 458118106 |
| — | U S G CORP | 4,125,711 | $179M | 2.2% | $43.10 | — | COM NEW | 903293405 |
| — | GOLDCORP INC NEW | 15,579,953 | $178M | 2.2% | $11.44 | — | COM | 380956409 |
| — | ARRIS INTERNATIONAL PLC | 5,390,189 | $170M | 2.1% | $30.63 | — | SHS | G0551A103 |
| — | ANTHEM INC | 40,654,000 | $162M | 2.0% | $2.04 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | MICROCHIP TECHNOLOGY INC | 99,000,000 | $161M | 2.0% | $1.59 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | FIRST DATA CORP NEW | 5,945,520 | $156M | 2.0% | $26.27 | — | COM CL A | 32008D106 |
| — | RED HAT INC | 825,774 | $151M | 1.9% | $176.61 | — | COM | 756577102 |
| — | WORLDPAY INC | 1,276,400 | $145M | 1.8% | $113.50 | — | CL A | 981558109 |
| — | SPRINT CORPORATION | 20,673,364 | $117M | 1.5% | $5.74 | — | COM | 85207U105 |
| — | FINISAR CORP | 4,976,466 | $115M | 1.4% | $22.09 | — | COM NEW | 31787A507 |
| — | CELGENE CORP | 1,182,780 | $112M | 1.4% | $94.34 | — | COM | 151020104 |
| — | MOLINA HEALTHCARE INC | 32,325,000 | $111M | 1.4% | $1.50 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | MELLANOX TECHNOLOGIES LTD | 938,354 | $111M | 1.4% | $118.36 | — | SHS | M51363113 |
| — | MICRON TECHNOLOGY INC | 27,379,000 | $104M | 1.3% | $1.95 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | SQUARE INC | 31,635,000 | $104M | 1.3% | $2.75 | — | NOTE 0.375% 3/0 | 852234AB9 |
| — | PALO ALTO NETWORKS INC | 44,150,000 | $97.05M | 1.2% | $1.57 | — | NOTE 7/0 | 697435AB1 |
| — | BELMOND LTD | 3,713,774 | $92.58M | 1.2% | $25.02 | — | CL A | G1154H107 |
| — | SPARK THERAPEUTICS INC | 788,993 | $89.85M | 1.1% | $113.88 | — | COM | 84652J103 |
| — | VERSUM MATLS INC | 1,775,230 | $89.31M | 1.1% | $50.31 | — | COM | 92532W103 |
| — | HERBALIFE LTD | 65,000,000 | $80.99M | 1.0% | $1.33 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | LUXOFT HLDG INC | 1,317,695 | $77.36M | 1.0% | $58.71 | — | ORD SHS CL A | G57279104 |
| — | MICROCHIP TECHNOLOGY INC | 65,441,000 | $72.27M | 0.9% | $1.18 | — | NOTE 2.250% 2/1 | 595017AH7 |
| AVA | AVISTA CORP | 1,679,751 | $68.23M | 0.9% | $35.64 | -15.0% | COM | 05379B107 |
| — | COLFAX CORP | 497,150 | $66.42M | 0.8% | $133.61 | — | UNIT 01/15/2022T | 194014205 |
| — | CAESARS ENTMT CORP | 46,250,000 | $65.85M | 0.8% | $1.70 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | ALLEGHENY TECHNOLOGIES INC | 33,950,000 | $64.81M | 0.8% | $1.38 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | WELLCARE HEALTH PLANS INC | 235,000 | $63.39M | 0.8% | $269.75 | — | COM | 94946T106 |
| — | FORTIVE CORP | 57,025 | $60.09M | 0.8% | $1055.52 | — | 5% PFD CNV SER A | 34959J207 |
| — | ULTIMATE SOFTWARE GROUP INC | 181,977 | $60.08M | 0.8% | $330.13 | — | COM | 90385D107 |
| — | CHESAPEAKE ENERGY CORP | 64,500,000 | $59.93M | 0.8% | $0.88 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | TRAVELPORT WORLDWIDE LTD | 3,598,284 | $56.6M | 0.7% | $15.69 | — | SHS | G9019D104 |
| — | WABCO HLDGS INC | 385,098 | $50.77M | 0.6% | $131.83 | — | COM | 92927K102 |
| PACB | PACIFIC BIOSCIENCES CALIF IN | 6,751,127 | $48.81M | 0.6% | $6.36 | +13.8% | COM | 69404D108 |
| — | WORKDAY INC | 20,000,000 | $47.38M | 0.6% | $1.37 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | ELLIE MAE INC | 470,868 | $46.47M | 0.6% | $98.69 | — | COM | 28849P100 |
| — | CLEVELAND CLIFFS INC | 33,075,000 | $45.24M | 0.6% | $1.10 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | TERADYNE INC | 32,050,000 | $44.86M | 0.6% | $1.32 | — | NOTE 1.250%12/1 | 880770AG7 |
| GNW | GENWORTH FINL INC | 11,462,117 | $43.9M | 0.6% | $4.16 | +5.4% | COM CL A | 37247D106 |
| — | TCF FINL CORP | 1,967,767 | $40.71M | 0.5% | $20.69 | — | COM | 872275102 |
| — | AEROJET ROCKETDYNE HLDGS INC | 26,750,000 | $39.78M | 0.5% | $1.34 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | INFRAREIT INC | 1,825,647 | $38.28M | 0.5% | $21.01 | — | COM | 45685L100 |
| — | SERVICENOW INC | 20,000,000 | $37.1M | 0.5% | $1.85 | — | NOTE 6/0 | 81762PAC6 |
| — | HERBALIFE LTD | 34,050,000 | $36.06M | 0.5% | $1.06 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | ARES CAP CORP | 35,000,000 | $34.91M | 0.4% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | TTM TECHNOLOGIES INC | 26,500,000 | $34.57M | 0.4% | $1.11 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | DANAHER CORPORATION | 30,000 | $31.51M | 0.4% | $1050.30 | — | 4.75 MND CV PFD | 235851300 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 27,300,000 | $29.41M | 0.4% | $1.10 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | WORKDAY INC | 20,000,000 | $28.34M | 0.4% | $1.42 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | AMAG PHARMACEUTICALS INC | 32,475,000 | $28.33M | 0.4% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | NEUROCRINE BIOSCIENCES INC | 20,000,000 | $27.08M | 0.3% | $1.33 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | ISTAR INC | 28,925,000 | $26.61M | 0.3% | $0.90 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | THERAVANCE INC | 25,543,000 | $25.98M | 0.3% | $0.85 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | ROWAN COMPANIES PLC | 2,399,190 | $25.89M | 0.3% | $9.63 | — | SHS CL A | G7665A101 |
| — | EXACT SCIENCES CORP | 25,000,000 | $25.57M | 0.3% | $1.02 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | RMG ACQUISITION CORP | 2,500,000 | $25.07M | 0.3% | $10.03 | — | UNIT 99/99/9999 | 749641205 |
| — | MICRO FOCUS INTERNATIONAL PL | 965,357 | $24.9M | 0.3% | $33.42 | — | SPON ADR NEW | 594837304 |
| — | WEATHERFORD INTL LTD | 30,600,000 | $24.86M | 0.3% | $1.11 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | DYCOM INDS INC | 25,773,000 | $23.84M | 0.3% | $0.93 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | HURON CONSULTING GROUP INC | 23,955,000 | $23.65M | 0.3% | $0.97 | — | NOTE 1.250%10/0 | 447462AB8 |
| STC | STEWART INFORMATION SVCS COR | 551,658 | $23.55M | 0.3% | $43.16 | -0.5% | COM | 860372101 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL L | 23,600,000 | $23.55M | 0.3% | $1.00 | — | NOTE 5.750%10/1 | G81075AF3 |
| — | DISH NETWORK CORP | 27,500,000 | $23.43M | 0.3% | $0.85 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | DIAMONDPEAK HLDGS COR | 2,300,000 | $23.05M | 0.3% | $10.02 | — | UNIT 99/99/9999 | 25280H209 |
| — | TRINE ACQUISITION CORP | 2,300,000 | $23.05M | 0.3% | $10.02 | — | UNIT 03/31/2021 | 89628U207 |
| — | ACAMAR PARTNERS ACQSITION CO | 2,250,000 | $22.5M | 0.3% | $10.00 | — | UNIT 12/30/2025 | 004285201 |
| — | CONNECTICUT WTR SVC INC | 316,701 | $21.74M | 0.3% | $67.44 | — | COM | 207797101 |
| JBGS | JBG SMITH PPTYS | 508,510 | $21.03M | 0.3% | $34.21 | — | COM | 46590V100 |
| NVT | NVENT ELECTRIC PLC | 772,500 | $20.84M | 0.3% | $22.01 | +1.0% | SHS | G6700G107 |
| — | TORTOISE ACQUISITION CORP | 2,077,939 | $20.76M | 0.3% | $9.99 | — | UNIT 03/04/2024 | 89154L209 |
| — | PRICELINE GRP INC | 15,000,000 | $20.32M | 0.3% | $1.47 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | ZILLOW GROUP INC | 22,175,000 | $20.31M | 0.3% | $0.93 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | HENNESSY CAP ACQUSTION CORP | 2,000,000 | $20.16M | 0.3% | $10.08 | — | UNIT 99/99/9999 | 42589C203 |
| — | CRESCENT ACQUISITION CORP | 2,000,000 | $20M | 0.3% | $10.00 | — | UNIT 99/99/9999 | 22564L204 |
| — | NUVASIVE INC | 17,826,000 | $19.89M | 0.2% | $1.16 | — | NOTE 2.250% 3/1 | 670704AG0 |
| OPTU | ALTICE USA INC | 921,515 | $19.79M | 0.2% | $17.78 | +13.8% | CL A | 02156K103 |
| — | VEECO INSTRS INC DEL | 23,000,000 | $19.73M | 0.2% | $0.92 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | APERGY CORP | 471,485 | $19.36M | 0.2% | $41.73 | — | COM | 03755L104 |
| NXPI | NXP SEMICONDUCTORS N V | 218,631 | $19.32M | 0.2% | $96.88 | -18.9% | COM | N6596X109 |
| — | TESLA INC | 17,400,000 | $19.03M | 0.2% | $1.18 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | OPKO HEALTH INC | 20,000,000 | $18.92M | 0.2% | $0.95 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | II VI INC | 18,000,000 | $18.88M | 0.2% | $0.98 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | HERCULES CAPITAL INC | 19,150,000 | $18.75M | 0.2% | $1.01 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | J2 GLOBAL INC | 14,000,000 | $18.74M | 0.2% | $1.18 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | BLACKSTONE MTG TR INC | 18,450,000 | $18.68M | 0.2% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | BEMIS CO INC | 336,750 | $18.68M | 0.2% | $50.44 | — | COM | 081437105 |
| — | APOLLO COML REAL EST FIN INC | 18,875,000 | $18.5M | 0.2% | $0.96 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | REDWOOD TR INC | 18,875,000 | $18.47M | 0.2% | $0.99 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | BOXWOOD MERGER CORP | 1,894,115 | $18.41M | 0.2% | $9.72 | — | COM CL A | 10319T101 |
| — | SYNAPTICS INC | 19,778,000 | $18.3M | 0.2% | $0.93 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | SEACOR HOLDINGS INC | 19,244,000 | $18.23M | 0.2% | $0.98 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | INPHI CORP | 17,075,000 | $17.89M | 0.2% | $1.00 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | REDWOOD TR INC | 18,575,000 | $17.85M | 0.2% | $0.99 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | PIVOTAL ACQUISITION CORP | 1,800,000 | $17.6M | 0.2% | $9.78 | — | CL A COM | 72583A101 |
| — | CENTERPOINT ENERGY INC | 331,450 | $17.6M | 0.2% | $50.45 | — | DEP RP PFD CV B | 15189T503 |
| — | MERITOR INC | 18,000,000 | $17.37M | 0.2% | $0.96 | — | NOTE 3.250%10/1 | 59001KAF7 |
| WH | WYNDHAM HOTELS & RESORTS INC | 334,600 | $16.73M | 0.2% | $60.38 | -16.3% | COM | 98311A105 |
| — | CYPRESS SEMICONDUCTOR CORP | 13,000,000 | $16.64M | 0.2% | $1.28 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | TUSCAN HOLDINGS CORP | 1,600,000 | $16.62M | 0.2% | $10.39 | — | UNIT 99/99/9999 | 90069K203 |
| FOXA | FOX CORP | 439,664 | $16.14M | 0.2% | $35.41 | 0.0% | CL A COM | 35137L105 |
| FTDR | FRONTDOOR INC | 467,304 | $16.09M | 0.2% | $29.63 | +3.1% | COM | 35905A109 |
| — | INFINERA CORPORATION | 19,700,000 | $15.61M | 0.2% | $1.01 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | PROSPECT CAPITAL CORPORATION | 15,675,000 | $15.5M | 0.2% | $0.99 | — | NOTE 4.950% 7/1 | 74348TAR3 |
| — | IRONWOOD PHARMACEUTICALS INC | 14,025,000 | $15.49M | 0.2% | $1.32 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | MONOCLE ACQUISITION CORP | 1,580,597 | $15.49M | 0.2% | $9.80 | — | COM | 609754106 |
| UPBD | RENT A CTR INC NEW | 733,861 | $15.32M | 0.2% | $13.04 | +41.3% | COM | 76009N100 |
| — | BLUE HILLS BANCORP INC | 640,336 | $15.3M | 0.2% | $22.42 | — | COM | 095573101 |
| — | FINTECH ACQUISITION CORP III | 1,550,000 | $15.11M | 0.2% | $9.75 | — | COM CL A | 31811A101 |
| — | EZCORP INC | 15,075,000 | $15.11M | 0.2% | $0.96 | — | NOTE 2.125% 6/1 | 302301AB2 |
| — | NAVIGATORS GROUP INC | 213,846 | $14.94M | 0.2% | $69.29 | — | COM | 638904102 |
| — | CF FIN ACQUISITION CORP | 1,500,000 | $14.85M | 0.2% | $9.90 | — | COM CL A | 12528N107 |
| — | CHASERG TECHNLGY ACQUISITN C | 1,440,000 | $14.21M | 0.2% | $9.68 | — | CLASS A | 16166A103 |
| — | INTEGRATED DEVICE TECHNOLOGY | 9,000,000 | $14.14M | 0.2% | $1.51 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | DTE ENERGY CO | 250,000 | $13.87M | 0.2% | $55.48 | — | UNIT 99/99/9999 | 233331883 |
| REZI | RESIDEO TECHNOLOGIES INC | 716,591 | $13.82M | 0.2% | $21.36 | +3.7% | COM | 76118Y104 |
| — | BLACK KNIGHT INC | 252,288 | $13.75M | 0.2% | $50.78 | — | COM | 09215C105 |
| — | EQUITRANS MIDSTREAM CORPORAT | 627,558 | $13.67M | 0.2% | $21.78 | — | COM | 294600101 |
| — | QUOTIENT TECHNOLOGY INC | 13,950,000 | $13.14M | 0.2% | $0.95 | — | NOTE 1.750%12/0 | 749119AB9 |
| — | SEMPRA ENERGY | 121,225 | $12.84M | 0.2% | $102.79 | — | 6% PFD CONV A | 816851406 |
| PACK | ONE MADISON CORP | 1,191,100 | $12.21M | 0.2% | $9.60 | — | COM CL A | G6772P100 |
| — | VERASTEM INC | 15,000,000 | $11.9M | 0.1% | $0.78 | — | NOTE 5.000%11/0 | 92337CAA2 |
| ACA | ARCOSA INC | 386,152 | $11.8M | 0.1% | $26.87 | +10.9% | COM | 039653100 |
| — | BECTON DICKINSON & CO | 186,000 | $11.57M | 0.1% | $62.23 | — | PFD SHS CONV A | 075887208 |
| — | LIVE NATION ENTERTAINMENT IN | 10,000,000 | $11.56M | 0.1% | $1.16 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | BLACKSTONE MTG TR INC | 11,400,000 | $11.54M | 0.1% | $1.02 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| GTX | GARRETT MOTION INC | 781,284 | $11.51M | 0.1% | $13.59 | +10.9% | COM | 366505105 |
| — | THUNDER BRIDGE ACQUISITION L | 1,090,000 | $11.12M | 0.1% | $9.60 | — | SHS CLASS A | G8857R100 |
| — | INSURANCE ACQUISITION CORP | 1,100,000 | $11.11M | 0.1% | $10.10 | — | UNIT 03/31/2024 | 457867307 |
| — | INTREXON CORP | 18,800,000 | $11.08M | 0.1% | $1.19 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | APOLLO COML REAL EST FIN INC | 11,275,000 | $11.02M | 0.1% | $1.01 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | GS ACQUISITION HLDGS CORP | 1,099,902 | $11.02M | 0.1% | $9.75 | — | COM CL A | 36255F102 |
| — | RETROPHIN INC | 11,500,000 | $10.75M | 0.1% | $0.90 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | ANDINA ACQUISITION CORP III | 1,100,000 | $10.72M | 0.1% | $9.75 | — | SHS | G04415108 |
| — | SPARTAN ENERGY ACQUISITON CO | 1,089,998 | $10.71M | 0.1% | $9.63 | — | CL A COM STK | 846784106 |
| BHF | BRIGHTHOUSE FINL INC | 295,024 | $10.71M | 0.1% | $59.67 | -37.2% | COM | 10922N103 |
| — | AMCI ACQUISITION CORP | 1,060,000 | $10.43M | 0.1% | $9.84 | — | CLASS A | 00165R101 |
| — | NXP SEMICONDUCTORS N V | 10,000,000 | $10.27M | 0.1% | $1.03 | — | NOTE 1.000%12/0 | 62952QAB6 |
| — | MEDICINES CO | 9,700,000 | $9.743M | 0.1% | $0.94 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | LIVENT CORP | 792,875 | $9.737M | 0.1% | $12.28 | — | COM | 53814L108 |
| — | SCHULTZE SPL PURP ACQUSTN CO | 990,000 | $9.682M | 0.1% | $9.78 | — | COM | 80821R109 |
| — | LF CAP ACQUISITION CORP | 960,000 | $9.658M | 0.1% | $9.56 | — | CL A | 50200K108 |
| — | AMYRIS INC | 9,626,000 | $9.628M | 0.1% | $0.64 | — | NOTE 9.500% 4/1 | 03236MAF8 |
| — | MUDRICK CAP ACQUISITION CORP | 950,000 | $9.576M | 0.1% | $9.62 | — | COM CLASS A | 624745105 |
| NMRK | NEWMARK GROUP INC | 1,144,661 | $9.546M | 0.1% | $8.51 | +0.7% | CL A | 65158N102 |
| — | GORDON POINTE ACQUISITION CO | 929,800 | $9.391M | 0.1% | $9.79 | — | COM CLASS A | 382788107 |
| — | CLOVIS ONCOLOGY INC | 10,000,000 | $9.341M | 0.1% | $0.93 | — | NOTE 2.500% 9/1 | 189464AB6 |
| — | FORUM MERGER II CORP | 940,000 | $9.306M | 0.1% | $9.55 | — | CL A | 34986F103 |
| — | GRAF INDL CORP | 916,000 | $9.004M | 0.1% | $9.60 | — | COM | 384278107 |
| — | VECTOIQ ACQUISITION CORP | 890,000 | $8.891M | 0.1% | $9.54 | — | COM | 92243N103 |
| — | VEONEER INCORPORATED | 382,510 | $8.748M | 0.1% | $53.54 | — | COM | 92336X109 |
| — | SCORPIO TANKERS INC | 9,750,000 | $8.641M | 0.1% | $0.92 | — | NOTE 3.000% 5/1 | 80918TAB5 |
| — | GORES HOLDINGS III INC | 849,996 | $8.381M | 0.1% | $9.67 | — | CLASS A | 38286G109 |
| — | DELPHI TECHNOLOGIES PLC | 421,616 | $8.12M | 0.1% | $50.13 | — | SHS | G2709G107 |
| — | MEDICINES CO | 9,450,000 | $7.997M | 0.1% | $0.85 | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | FAR PT ACQUISITION CORP | 799,998 | $7.96M | 0.1% | $9.75 | — | COM CL A | 30734W109 |
| ILPT | INDUSTRIAL LOGISTICS PPTYS T | 385,054 | $7.767M | 0.1% | $20.03 | — | COM SHS BEN INT | 456237106 |
| — | AMERICAN ELEC PWR CO INC | 150,000 | $7.744M | 0.1% | $51.63 | — | UNIT 03/15/2022 | 025537127 |
| — | TPG SPECIALTY LENDING INC | 7,500,000 | $7.666M | 0.1% | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | ECHO GLOBAL LOGISTICS INC | 7,631,000 | $7.604M | 0.1% | $0.99 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| PNR | PENTAIR PLC | 168,126 | $7.483M | 0.1% | $40.19 | -6.2% | SHS | G7S00T104 |
| — | QUANTENNA COMMUNICATIONS INC | 305,756 | $7.439M | 0.1% | $24.33 | — | COM | 74766D100 |
| — | NEW FRONTIER CORP | 750,000 | $7.388M | 0.1% | $9.62 | — | COM CL A | G6485P108 |
| — | TRINITY MERGER CORP | 700,000 | $7.154M | 0.1% | $9.76 | — | COM CL A | 89653L106 |
| — | NEW MTN FIN CORP | 7,000,000 | $7.038M | 0.1% | $1.01 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | RED HAT INC | 2,788,000 | $6.933M | 0.1% | $2.38 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | PROSPECT CAPITAL CORPORATION | 7,000,000 | $6.913M | 0.1% | $0.99 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | GIGCAPITAL INC | 675,000 | $6.885M | 0.1% | $9.70 | — | COM | 37518N106 |
| — | TKK SYMPHONY ACQUISITION COR | 675,000 | $6.689M | 0.1% | $9.50 | — | ORD SHS | G88950103 |
| — | CITRIX SYS INC | 4,625,000 | $6.568M | 0.1% | $1.45 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | CM SEVEN STAR ACQUISITION CO | 637,500 | $6.554M | 0.1% | $9.90 | — | SHS | G2345N102 |
| — | PENSARE ACQUISITION CORP | 636,600 | $6.538M | 0.1% | $9.68 | — | COM | 70957E105 |
| — | GREEN PLAINS INC | 6,750,000 | $6.476M | 0.1% | $0.97 | — | NOTE 4.125% 9/0 | 393222AF1 |
| — | HFF INC | 135,506 | $6.47M | 0.1% | $47.75 | — | CL A | 40418F108 |
| — | FIDELITY SOUTHERN CORP NEW | 228,941 | $6.271M | 0.1% | $26.82 | — | COM | 316394105 |
| CARS | CARS COM INC | 273,103 | $6.227M | 0.1% | $28.80 | -16.0% | COM | 14575E105 |
| — | MODERN MEDIA ACQUISITION | 595,031 | $6.165M | 0.1% | $9.77 | — | COM | 60765P103 |
| ILMN | ILLUMINA INC | 19,755 | $6.138M | 0.1% | $290.75 | +0.3% | COM | 452327109 |
| — | VECTOR GROUP LTD | 6,000,000 | $6.105M | 0.1% | $1.06 | — | FRNT 4/1 | 92240MBC1 |
| VREX | VAREX IMAGING CORP | 179,245 | $6.073M | 0.1% | $31.34 | -3.6% | COM | 92214X106 |
| — | NEBULA ACQUISITION CORP | 599,996 | $5.994M | 0.1% | $9.65 | — | COM CLASS A | 629076100 |
| — | HCI GROUP INC | 6,000,000 | $5.992M | 0.1% | $0.98 | — | NOTE 4.250% 3/0 | 40416EAD5 |
| — | CROWN CASTLE INTL CORP NEW | 5,000 | $5.921M | 0.1% | $1184.20 | — | 6.875% CON PFD A | 22822V309 |
| — | FINISAR CORP | 6,000,000 | $5.9M | 0.1% | $0.95 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | CLOVIS ONCOLOGY INC | 7,375,000 | $5.774M | 0.1% | $0.92 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | HELIX ENERGY SOLUTIONS GRP I | 5,000,000 | $5.619M | 0.1% | $0.98 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | TWELVE SEAS INVESTMENT COMPA | 560,000 | $5.6M | 0.1% | $9.52 | — | SHS | G9145A107 |
| — | ON SEMICONDUCTOR CORP | 4,500,000 | $5.573M | 0.1% | $1.24 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | VERINT SYS INC | 5,000,000 | $5.534M | 0.1% | $1.11 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | LEISURE ACQUISITION CORP | 550,000 | $5.5M | 0.1% | $9.57 | — | COM | 52539T107 |
| — | DFB HEALTHCARE ACQUISTION CO | 549,999 | $5.494M | 0.1% | $9.65 | — | COM | 23291E109 |
| — | NUANCE COMMUNICATIONS INC | 5,509,000 | $5.478M | 0.1% | $0.99 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | TIBERIUS ACQUISITION CORP | 540,000 | $5.443M | 0.1% | $9.56 | — | COM | 88633A107 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 59,318 | $5.269M | 0.1% | $96.24 | -3.7% | COM | 09061G101 |
| — | GRANITE PT MTG TR INC | 5,000,000 | $5.059M | 0.1% | $0.99 | — | NOTE 6.375%10/0 | 38741LAC1 |
| AKAM | AKAMAI TECHNOLOGIES INC | 68,717 | $4.928M | 0.1% | $67.81 | 0.0% | COM | 00971T101 |
| — | GORES METROPOULOS INC | 499,998 | $4.875M | 0.1% | $9.75 | — | COM CL A | 382872109 |
| — | MEGALITH FINL ACQUISITION CO | 481,400 | $4.804M | 0.1% | $9.51 | — | CL A COM | 58518F109 |
| VIAV | VIAVI SOLUTIONS INC | 378,492 | $4.686M | 0.1% | $11.72 | 0.0% | COM | 925550105 |
| ARLO | ARLO TECHNOLOGIES INC | 1,109,016 | $4.58M | 0.1% | $5.54 | 0.0% | COM | 04206A101 |
| — | LEO HOLDINGS CORP | 446,700 | $4.471M | 0.1% | $9.65 | — | COM CL A | G5463L105 |
| — | MULTI COLOR CORP | 88,100 | $4.395M | 0.1% | $49.89 | — | COM | 625383104 |
| — | LEGACY ACQUISITION CORP | 419,769 | $4.214M | 0.1% | $9.59 | — | COM CL A | 524643103 |
| — | TIER REIT INC | 143,321 | $4.108M | 0.1% | $28.66 | — | COM NEW | 88650V208 |
| — | LEGACY RESERVES LP/ LEGACY F | 11,208,000 | $3.923M | 0.0% | $0.84 | — | NOTE 8.000% 9/2 | 52471TAF4 |
| — | INVACARE CORP | 4,000,000 | $3.657M | 0.0% | $1.01 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | COLLIER CREEK HOLDINGS | 349,998 | $3.486M | 0.0% | $9.64 | — | COM CL A | G22707106 |
| — | ZILLOW GROUP INC | 3,300,000 | $3.383M | 0.0% | $1.15 | — | NOTE 2.000%12/0 | 98954MAB7 |
| RIG | TRANSOCEAN LTD | 374,800 | $3.265M | 0.0% | $8.89 | -3.6% | REG SHS | H8817H100 |
| RWGE | REGALWOOD GLOBAL ENERGY LTD | 322,777 | $3.26M | 0.0% | $9.70 | — | COM CL A | G74760102 |
| TSLA | TESLA INC | 11,610 | $3.249M | 0.0% | $20.43 | -1.7% | COM | 88160R101 |
| — | INNOVIVA INC | 3,000,000 | $3.224M | 0.0% | $1.14 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | PURE ACQUISITION CORP | 300,000 | $3.006M | 0.0% | $9.64 | — | CL A | 74621Q106 |
| — | ALLEGRO MERGER CORP | 300,000 | $2.994M | 0.0% | $9.51 | — | COM | 01749N103 |
| — | NEW RELIC INC | 29,478 | $2.909M | 0.0% | $98.68 | — | COM | 64829B100 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $2.532M | 0.0% | $0.42 | — | NOTE 5.875%11/3 | 20478NAD2 |
| — | QTS RLTY TR INC | 23,000 | $2.508M | 0.0% | $105.87 | — | 6.50% CON PFD B | 74736A301 |
| — | GOPRO INC | 2,500,000 | $2.464M | 0.0% | $0.93 | — | NOTE 3.500% 4/1 | 38268TAB9 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 16,472 | $2.355M | 0.0% | $165.10 | -21.0% | SHS USD | G50871105 |
| BKNG | BOOKING HLDGS INC | 1,346 | $2.349M | 0.0% | $1933.58 | -9.2% | COM | 09857L108 |
| — | NATIONAL HEALTH INVS INC | 2,000,000 | $2.297M | 0.0% | $1.10 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | CHURCHILL CAP CORP | 697,500 | $2.288M | 0.0% | $0.87 | — | *W EXP 09/11/202 | 17142R111 |
| — | HARMONIC INC | 2,000,000 | $2.284M | 0.0% | $1.08 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | MAGNACHIP SEMICONDUCTOR SA | 2,000,000 | $2.274M | 0.0% | $1.36 | — | NOTE 5.000% 3/0 | 55932XAB0 |
| — | HL ACQUISITIONS CORP | 216,000 | $2.145M | 0.0% | $9.50 | — | SHS | G4603R106 |
| — | BLACK RIDGE ACQUISITION CORP | 210,000 | $2.144M | 0.0% | $9.66 | — | COM | 09216T107 |
| — | SOUTH JERSEY INDS INC | 41,200 | $2.13M | 0.0% | $55.51 | — | UNIT 99/99/9999 | 838518116 |
| — | AIR TRANSPORT SERVICES GRP I | 91,580 | $2.111M | 0.0% | $23.05 | — | COM | 00922R105 |
| — | BIG ROCK PARTNERS ACQUISI CO | 200,000 | $2.064M | 0.0% | $9.70 | — | COM | 089482103 |
| — | PROS HOLDINGS INC | 1,500,000 | $1.936M | 0.0% | $1.29 | — | NOTE 2.000%12/0 | 74346YAB9 |
| WIX | WIX COM LTD | 15,619 | $1.887M | 0.0% | $94.46 | +15.0% | SHS | M98068105 |
| GWRE | GUIDEWIRE SOFTWARE INC | 18,278 | $1.776M | 0.0% | $88.81 | +0.7% | COM | 40171V100 |
| — | TIMKENSTEEL CORP | 1,500,000 | $1.757M | 0.0% | $1.04 | — | NOTE 6.000% 6/0 | 887399AA1 |
| — | CORENERGY INFRASTRUCTURE TR | 1,500,000 | $1.681M | 0.0% | $0.85 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | INVACARE CORP | 1,950,000 | $1.681M | 0.0% | $1.33 | — | NOTE 4.500% 6/0 | 461203AH4 |
| EXPE | EXPEDIA GROUP INC | 13,364 | $1.59M | 0.0% | $134.20 | -11.5% | COM NEW | 30212P303 |
| — | VIRTUS INVT PARTNERS INC | 17,975 | $1.582M | 0.0% | $97.25 | — | PFD CV SER D | 92828Q208 |
| — | PTC THERAPEUTICS INC | 1,500,000 | $1.565M | 0.0% | $1.04 | — | NOTE 3.000% 8/1 | 69366JAB7 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 43,444 | $1.522M | 0.0% | $37.21 | 0.0% | COM | 868459108 |
| WYNN | WYNN RESORTS LTD | 12,450 | $1.486M | 0.0% | $100.24 | +11.6% | COM | 983134107 |
| FITB | FIFTH THIRD BANCORP | 58,235 | $1.469M | 0.0% | $20.28 | 0.0% | COM | 316773100 |
| — | ONE MADISON CORP | 1,125,000 | $1.294M | 0.0% | $1.16 | — | *W EXP 99/99/999 | G6772P126 |
| ENB | ENBRIDGE INC | 33,984 | $1.232M | 0.0% | $20.25 | +13.1% | COM | 29250N105 |
| OKE | ONEOK INC NEW | 16,899 | $1.18M | 0.0% | $32.05 | +29.9% | COM | 682680103 |
| — | FLEXION THERAPEUTICS INC | 1,330,000 | $1.167M | 0.0% | $0.83 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | THUNDER BRIDGE ACQUISITION L | 1,620,000 | $1.166M | 0.0% | $0.45 | — | *W EXP 01/01/202 | G8857R126 |
| — | MUDRICK CAP ACQUISITION CORP | 2,250,000 | $1.148M | 0.0% | $0.64 | — | *W EXP 02/12/202 | 624745113 |
| — | RENEWABLE ENERGY GROUP INC | 675,000 | $1.131M | 0.0% | $0.93 | — | NOTE 2.750% 6/1 | 75972AAA1 |
| — | EZCORP INC | 1,000,000 | $1.126M | 0.0% | $1.25 | — | NOTE 2.875% 7/0 | 302301AF3 |
| — | LIBERTY MEDIA CORP DELAWARE | 1,000,000 | $1.123M | 0.0% | $1.07 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | INTREXON CORP | 212,555 | $1.118M | 0.0% | $6.13 | — | COM | 46122T102 |
| ET | ENERGY TRANSFER LP | 69,888 | $1.074M | 0.0% | $13.21 | — | COM UT LTD PTN | 29273V100 |
| FTV | FORTIVE CORP | 12,496 | $1.048M | 0.0% | $47.35 | 0.0% | COM | 34959J108 |
| — | FINTECH ACQUISITION CORP III | 1,150,000 | $1.047M | 0.0% | $0.91 | — | *W EXP 12/01/202 | 31811A119 |
| — | OPES ACQUISITION CORP | 100,000 | $1.015M | 0.0% | $9.69 | — | COM | 68373P100 |
| — | CRESTWOOD EQUITY PARTNERS LP | 27,936 | $983K | 0.0% | $21.28 | — | UNIT LTD PARTNER | 226344208 |
| — | ARYA SCIENCES ACQUISITION CO | 100,000 | $981K | 0.0% | $9.80 | — | SHS CL A | G3165V109 |
| — | GIGCAPITAL INC | 1,500,000 | $975K | 0.0% | $0.38 | — | RIGHT 03/06/2020 | 37518N114 |
| — | PURE ACQUISITION CORP | 862,500 | $957K | 0.0% | $1.28 | — | *W EXP 04/17/202 | 74621Q114 |
| — | BOXWOOD MERGER CORP | 2,500,000 | $950K | 0.0% | $0.38 | — | *W EXP 11/26/202 | 10319T119 |
| CQP | CHENIERE ENERGY PARTNERS LP | 21,785 | $913K | 0.0% | $29.69 | — | COM UNIT | 16411Q101 |
| OIS | OIL STS INTL INC | 53,570 | $909K | 0.0% | $31.71 | -46.7% | COM | 678026105 |
| — | CBRE CLARION GLOBAL REAL EST | 120,167 | $898K | 0.0% | $6.59 | — | COM | 12504G100 |
| — | VITAMIN SHOPPE INC | 1,000,000 | $896K | 0.0% | $0.93 | — | NOTE 2.250%12/0 | 92849EAB7 |
| TRGP | TARGA RES CORP | 21,184 | $880K | 0.0% | $28.49 | +18.3% | COM | 87612G101 |
| — | LEO HOLDINGS CORP | 1,115,000 | $870K | 0.0% | $1.07 | — | *W EXP 02/07/202 | G5463L113 |
| WMB | WILLIAMS COS INC DEL | 29,037 | $834K | 0.0% | $19.23 | -5.1% | COM | 969457100 |
| — | TRINITY MERGER CORP | 2,250,000 | $810K | 0.0% | $0.40 | — | *W EXP 05/11/202 | 89653L114 |
| EPD | ENTERPRISE PRODS PARTNERS L | 27,760 | $808K | 0.0% | $32.94 | — | COM | 293792107 |
| — | TALLGRASS ENERGY LP | 31,800 | $799K | 0.0% | $23.58 | — | CLASS A SHS | 874696107 |
| — | GS ACQUISITION HLDGS CORP | 500,000 | $780K | 0.0% | $1.65 | — | *W EXP 06/12/202 | 36255F110 |
| — | INVESCO DYNAMIC CR OPP FD | 71,670 | $778K | 0.0% | $10.60 | — | COM | 46132R104 |
| — | PIVOTAL ACQUISITION CORP | 1,800,000 | $774K | 0.0% | $0.43 | — | *W EXP 12/01/202 | 72583A119 |
| MPLX | MPLX LP | 23,115 | $760K | 0.0% | $50.41 | — | COM UNIT REP LTD | 55336V100 |
| — | MTECH ACQUISITION CORP | 75,000 | $757K | 0.0% | $9.76 | — | COM CLASS A | 55378W107 |
| — | BLACKROCK DEBT STRAT FD INC | 69,874 | $749K | 0.0% | $10.06 | — | COM NEW | 09255R202 |
| — | BLACKROCK FLOAT RATE OME STR | 58,630 | $733K | 0.0% | $12.10 | — | COM | 09255X100 |
| PAA | PLAINS ALL AMERN PIPELINE L | 29,751 | $729K | 0.0% | $29.94 | — | UNIT LTD PARTN | 726503105 |
| — | FORUM MERGER II CORP | 1,620,000 | $713K | 0.0% | $0.58 | — | *W EXP 09/30/202 | 34986F111 |
| — | ADAM NAT RES FD INC | 42,411 | $711K | 0.0% | $14.96 | — | COM | 00548F105 |
| — | VECTOIQ ACQUISITION CORP | 1,620,000 | $697K | 0.0% | $0.51 | — | *W EXP 05/11/202 | 92243N111 |
| — | DCP MIDSTREAM LP | 20,646 | $682K | 0.0% | $32.46 | — | COM UT LTD PTN | 23311P100 |
| — | ENABLE MIDSTREAM PARTNERS LP | 46,900 | $672K | 0.0% | $13.85 | — | COM UNIT RP IN | 292480100 |
| — | EATON VANCE FLTING RATE INC | 50,662 | $668K | 0.0% | $12.81 | — | COM | 278279104 |
| — | PHILLIPS 66 PARTNERS LP | 12,745 | $667K | 0.0% | $61.35 | — | COM UNIT REP INT | 718549207 |
| — | WELLS FARGO INCOME OPPORTUNI | 83,518 | $658K | 0.0% | $7.48 | — | WF INC OPPTY FD | 94987B105 |
| ATLC | ATLANTICUS HLDGS CORP | 191,430 | $651K | 0.0% | $2.61 | +37.1% | COM | 04914Y102 |
| — | CF FIN ACQUISITION CORP | 1,500,000 | $645K | 0.0% | $0.43 | — | *W EXP 04/30/202 | 12528N115 |
| — | AMCI ACQUISITION CORP | 2,300,000 | $644K | 0.0% | $0.28 | — | *W EXP 05/20/202 | 00165R119 |
| — | PENN VA CORP NEW | 14,602 | $644K | 0.0% | $54.06 | — | COM | 70788V102 |
| — | HESS MIDSTREAM PARTNERS LP | 30,300 | $642K | 0.0% | $20.84 | — | UNIT LTD PR INT | 428104103 |
| XBFZX | BLACKROCK CALIF MUN INCOME T | 49,239 | $632K | 0.0% | $12.38 | — | SH BEN INT | 09248E102 |
| — | BLACKROCK ENHANCED GBL DIV T | 58,453 | $625K | 0.0% | $9.45 | — | COM | 092501105 |
| — | FIRST TR HIGH INCOME L/S FD | 42,332 | $618K | 0.0% | $13.27 | — | COM | 33738E109 |
| — | ALLIANZGI NFJ DIVID INT & PR | 50,671 | $611K | 0.0% | $10.87 | — | COM | 01883A107 |
| — | DFB HEALTHCARE ACQUISTION CO | 599,999 | $606K | 0.0% | $1.30 | — | *W EXP 04/11/202 | 23291E117 |
| — | EATON VANCE TX ADV GLBL DIV | 38,968 | $606K | 0.0% | $14.58 | — | COM | 27828S101 |
| TAK | TAKEDA PHARMACEUTICAL CO LTD | 29,368 | $598K | 0.0% | $20.36 | — | SPONSORED ADS | 874060205 |
| — | HOLLY ENERGY PARTNERS L P | 22,100 | $596K | 0.0% | $30.79 | — | COM UT LTD PTN | 435763107 |
| — | ARES DYNAMIC CR ALLOCATION F | 39,999 | $594K | 0.0% | $14.06 | — | COM | 04014F102 |
| — | TKK SYMPHONY ACQUISITION COR | 1,850,000 | $592K | 0.0% | $0.46 | — | RIGHT 02/20/2020 | G88950137 |
| — | EATON VANCE LTD DUR INCOME F | 46,647 | $590K | 0.0% | $12.17 | — | COM | 27828H105 |
| WES | WESTERN MIDSTREAM PARTNERS L | 18,821 | $590K | 0.0% | $31.35 | — | COM UNIT LP INT | 958669103 |
| — | GRAF INDL CORP | 1,782,000 | $588K | 0.0% | $0.40 | — | *W EXP 12/31/202 | 384278115 |
| — | TC PIPELINES LP | 15,700 | $587K | 0.0% | $48.70 | — | UT COM LTD PRT | 87233Q108 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 9,657 | $586K | 0.0% | $75.09 | — | COM UNIT RP LP | 559080106 |
| — | BLACKROCK LTD DURATION INC T | 39,704 | $584K | 0.0% | $13.63 | — | COM SHS | 09249W101 |
| — | ENLINK MIDSTREAM LLC | 45,666 | $584K | 0.0% | $12.79 | — | COM UNIT REP LTD | 29336T100 |
| — | NUVEEN REAL ASSET INM AND GW | 35,876 | $575K | 0.0% | $13.95 | — | COM | 67074Y105 |
| — | EATON VANCE SR FLTNG RTE TR | 43,599 | $568K | 0.0% | $12.69 | — | COM | 27828Q105 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 41,478 | $567K | 0.0% | $12.96 | — | COM | 09254X101 |
| — | FIRST TR SR FLG RTE INCM FD | 47,709 | $564K | 0.0% | $11.33 | — | COM | 33733U108 |
| GEL | GENESIS ENERGY L P | 24,165 | $563K | 0.0% | $36.76 | — | UNIT LTD PARTN | 371927104 |
| — | U S WELL SVCS INC | 557,700 | $563K | 0.0% | $0.60 | — | *W EXP 03/15/202 | 91274U119 |
| — | MODERN MEDIA ACQUISITION | 1,700,000 | $561K | 0.0% | $0.40 | — | RIGHT 99/99/9999 | 60765P129 |
| — | DWS MUN INCOME TR NEW | 50,217 | $553K | 0.0% | $10.35 | — | COM | 233368109 |
| — | TEKLA HEALTHCARE INVS | 26,889 | $552K | 0.0% | $18.27 | — | SH BEN INT | 87911J103 |
| — | BLACKROCK MUNIYIELD NY QLTY | 43,997 | $542K | 0.0% | $11.85 | — | COM | 09255E102 |
| — | MONOCLE ACQUISITION CORP | 1,680,597 | $538K | 0.0% | $0.32 | — | *W EXP 12/06/202 | 609754114 |
| — | ADVENT CLAYMORE CV SECS & IN | 36,163 | $534K | 0.0% | $12.82 | — | COM | 00764C109 |
| — | DIVIDEND & INCOME FUND | 46,948 | $533K | 0.0% | $11.19 | — | COM NEW | 25538A204 |
| — | ANDEAVOR LOGISTICS LP | 15,100 | $532K | 0.0% | $48.42 | — | COM UNIT LP INT | 03350F106 |
| — | CHASERG TECHNLGY ACQUISITN C | 810,000 | $527K | 0.0% | $0.73 | — | *W EXP 04/10/202 | 16166A111 |
| — | GABELLI DIVD & INCOME TR | 24,766 | $527K | 0.0% | $18.30 | — | COM | 36242H104 |
| PNBK | PATRIOT NATL BANCORP INC | 34,461 | $526K | 0.0% | $19.52 | -24.4% | COM NEW | 70336F203 |
| — | CNX MIDSTREAM PARTNERS LP | 34,400 | $523K | 0.0% | $18.40 | — | COM UNIT REPST | 12654A101 |
| — | BLACKROCK RES & COMM STRAT T | 63,044 | $515K | 0.0% | $7.16 | — | SHS | 09257A108 |
| — | TEEKAY LNG PARTNERS L P | 34,119 | $510K | 0.0% | $23.21 | — | PRTNRSP UNITS | Y8564M105 |
| MMLP | MARTIN MIDSTREAM PRTNRS L P | 40,794 | $508K | 0.0% | $23.44 | — | UNIT L P INT | 573331105 |
| — | NUVEEN CALIFORNIA AMT QLT MU | 36,320 | $506K | 0.0% | $12.87 | — | COM | 670651108 |
| — | SCHULTZE SPL PURP ACQUSTN CO | 1,440,000 | $504K | 0.0% | $0.35 | — | *W EXP 12/31/202 | 80821R117 |
| — | BLACKROCK FLOATING RATE INCO | 41,202 | $503K | 0.0% | $11.82 | — | COM | 091941104 |
| — | BLACKROCK CORPOR HI YLD FD I | 48,555 | $498K | 0.0% | $9.29 | — | COM | 09255P107 |
| — | BLACKROCK MUNIYIELD N J FD I | 34,286 | $494K | 0.0% | $12.95 | — | COM | 09254Y109 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 37,887 | $489K | 0.0% | $12.23 | — | COM | 09255C106 |
| — | NUVEEN MICHIGAN QLT MUN INC | 36,757 | $487K | 0.0% | $12.68 | — | COM | 670979103 |
| — | GORES HOLDINGS III INC | 333,332 | $487K | 0.0% | $1.30 | — | *W EXP 09/11/202 | 38286G117 |
| — | SPARTAN ENERGY ACQUISITON CO | 434,999 | $478K | 0.0% | $0.97 | — | *W EXP 08/27/202 | 846784122 |
| — | NUVEEN VIRGINIA QLTY MUNCPL | 37,570 | $477K | 0.0% | $12.30 | — | COM | 67064R102 |
| — | APOLLO SR FLOATING RATE FD I | 32,073 | $476K | 0.0% | $14.52 | — | COM | 037636107 |
| — | BUCKEYE PARTNERS L P | 13,800 | $469K | 0.0% | $59.73 | — | UNIT LTD PARTN | 118230101 |
| — | NUSTAR ENERGY LP | 17,439 | $469K | 0.0% | $49.79 | — | UNIT COM | 67058H102 |
| — | BLACKROCK MUNIYLD MICH QLTY | 34,999 | $468K | 0.0% | $12.60 | — | COM | 09254V105 |
| — | TIBERIUS ACQUISITION CORP | 1,057,500 | $465K | 0.0% | $0.55 | — | *W EXP 02/28/202 | 88633A115 |
| — | BLACKROCK MUNIYIELD QUALITY | 32,885 | $463K | 0.0% | $13.20 | — | COM | 09254F100 |
| XPHDX | PIONEER FLOATING RATE TR | 44,295 | $461K | 0.0% | $9.93 | — | COM | 72369J102 |
| — | EQM MIDSTREAM PARTNERS LP | 9,980 | $461K | 0.0% | $52.81 | — | UNIT LTD PARTN | 26885B100 |
| — | ABERDEEN TOTAL DYNAMIC DIVD | 55,918 | $461K | 0.0% | $7.21 | — | COM SH BEN INT | 00326L100 |
| — | SHELL MIDSTREAM PARTNERS L P | 22,409 | $458K | 0.0% | $33.19 | — | UNIT LTD INT | 822634101 |
| — | ALLIANCEBERNSTEIN NATL MUNI | 35,325 | $457K | 0.0% | $12.25 | — | COM | 01864U106 |
| — | EATON VANCE SR INCOME TR | 73,615 | $453K | 0.0% | $6.03 | — | SH BEN INT | 27826S103 |
| AM | ANTERO MIDSTREAM CORP | 32,600 | $449K | 0.0% | $6.27 | 0.0% | COM | 03676B102 |
| NESRW | NATIONAL ENERGY SERVICES REU | 394,100 | $449K | 0.0% | $0.55 | — | *W EXP 05/05/202 | G6375R115 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 33,443 | $443K | 0.0% | $12.53 | — | COM | 09254L107 |
| — | WESTERN ASSET INTM MUNI FD I | 50,267 | $443K | 0.0% | $8.46 | — | COM | 958435109 |
| — | NUVEEN OHIO QLTY MUN INCOME | 30,124 | $436K | 0.0% | $13.64 | — | COM | 670980101 |
| — | RETAIL VALUE INC | 13,830 | $431K | 0.0% | $32.63 | — | COM | 76133Q102 |
| — | REGALWOOD GLOBAL ENERGY LTD | 440,925 | $428K | 0.0% | $1.10 | — | *W EXP 12/05/202 | G74760128 |
| — | AMERIGAS PARTNERS L P | 13,864 | $428K | 0.0% | $45.84 | — | UNIT L P INT | 030975106 |
| — | APOLLO TACTICAL INCOME FD IN | 28,939 | $425K | 0.0% | $14.03 | — | COM | 037638103 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 30,744 | $423K | 0.0% | $13.03 | — | COM | 09253X102 |
| BIOX | BIOCERES CROP SOLUTIONS CORP | 80,557 | $421K | 0.0% | $8.27 | 0.0% | SHS | G1117K114 |
| — | NUVEEN NEW YORK QLT MUN INC | 31,415 | $421K | 0.0% | $12.38 | — | COM | 67066X107 |
| — | LF CAP ACQUISITION CORP | 1,200,000 | $420K | 0.0% | $0.55 | — | *W EXP 06/22/202 | 50200K116 |
| — | NUVEEN MARYLAND QLT MUN INC | 33,188 | $414K | 0.0% | $11.96 | — | COM | 67061Q107 |
| — | PGIM HIGH YIELD BOND FUND IN | 29,094 | $413K | 0.0% | $13.41 | — | COM | 69346H100 |
| — | TARGET HOSPITALITY CORP | 266,666 | $413K | 0.0% | $1.55 | — | *W EXP 03/15/202 | 87615L115 |
| — | GORDON POINTE ACQUISITION CO | 1,106,820 | $410K | 0.0% | $0.60 | — | *W EXP 07/30/202 | 382788115 |
| — | ANDINA ACQUISITION CORP III | 1,200,000 | $408K | 0.0% | $0.34 | — | RIGHT 07/31/2020 | G04415132 |
| — | BLACKROCK MUNICIPL INC QLTY | 30,271 | $406K | 0.0% | $12.68 | — | COM | 092479104 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 30,571 | $404K | 0.0% | $12.46 | — | COM | 670972108 |
| — | EATON VANCE MUN BD FD | 32,492 | $403K | 0.0% | $11.49 | — | COM | 27827X101 |
| — | BLACKROCK MUNIYIELD CALI QLT | 29,942 | $403K | 0.0% | $12.96 | — | COM | 09254N103 |
| — | FAR PT ACQUISITION CORP | 299,999 | $402K | 0.0% | $1.39 | — | *W EXP 06/01/202 | 30734W117 |
| — | BLACKROCK MULTI-SECTOR INC T | 24,257 | $402K | 0.0% | $15.36 | — | COM | 09258A107 |
| — | NUVEEN NORTH CAROLINA QLTY M | 30,898 | $395K | 0.0% | $12.15 | — | COM | 67060P100 |
| LYFT | LYFT INC | 5,000 | $391K | 0.0% | $78.29 | 0.0% | CL A COM | 55087P104 |
| — | BLACKROCK MUNIYIELD PA QLTY | 28,745 | $391K | 0.0% | $12.96 | — | COM | 09255G107 |
| — | COHEN & STEERS QUALITY RLTY | 30,221 | $387K | 0.0% | $10.37 | — | COM | 19247L106 |
| — | BLACKROCK MUNIYIELD CALIF FD | 28,751 | $384K | 0.0% | $13.01 | — | COM | 09254M105 |
| — | NUVEEN CONNECTICUT QLTY MUN | 31,771 | $383K | 0.0% | $11.61 | — | COM | 67060D107 |
| — | BLACKROCK MUN 2030 TAR TERM | 17,174 | $382K | 0.0% | $20.93 | — | COM SHS BEN IN | 09257P105 |
| — | BLACKROCK MUNIHLDNGS QLTY II | 30,590 | $376K | 0.0% | $11.75 | — | COM | 09254C107 |
| — | LEISURE ACQUISITION CORP | 625,000 | $375K | 0.0% | $0.75 | — | *W EXP 12/05/201 | 52539T115 |
| — | LEGACY ACQUISITION CORP | 1,250,000 | $375K | 0.0% | $0.35 | — | *W EXP 11/30/202 | 524643111 |
| — | BLACKROCK MUNIYIELD QLTY FD | 28,550 | $369K | 0.0% | $12.18 | — | COM | 09254E103 |
| — | BROOKFIELD REAL ASSETS INCOM | 16,855 | $364K | 0.0% | $19.07 | — | SHS BEN INT | 112830104 |
| — | SEMGROUP CORP | 24,333 | $359K | 0.0% | $36.77 | — | CL A | 81663A105 |
| — | EATON VANCE MUNI INCOME TRUS | 29,333 | $358K | 0.0% | $11.63 | — | SH BEN INT | 27826U108 |
| — | GENERAL AMERN INVS INC | 10,646 | $355K | 0.0% | $28.48 | — | COM | 368802104 |
| — | BLACKROCK CR ALLCTN INC TR | 28,045 | $348K | 0.0% | $11.47 | — | COM | 092508100 |
| — | BLACKROCK ENHANCED INTL DIV | 61,565 | $342K | 0.0% | $4.99 | — | COM BENE INTER | 092524107 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 34,700 | $338K | 0.0% | $23.89 | — | COM UNIT LTD | 866142102 |
| — | BIOCERES CROP SOLUTIONS CORP | 1,250,000 | $338K | 0.0% | $0.27 | — | *W EXP 07/01/202 | G1117K106 |
| — | INVESCO TR INVT GRADE MUNS | 27,135 | $336K | 0.0% | $11.63 | — | COM | 46131M106 |
| — | BROOKFIELD GLOBL LISTED INFR | 27,273 | $336K | 0.0% | $10.51 | — | COM SHS | 11273Q109 |
| GPRO | GOPRO INC | 50,893 | $331K | 0.0% | $5.64 | -0.8% | CL A | 38268T103 |
| — | ROYCE VALUE TR INC | 23,883 | $329K | 0.0% | $11.79 | — | COM | 780910105 |
| — | NUVEEN NEW JERSEY QULT MUN F | 23,762 | $329K | 0.0% | $13.02 | — | COM | 67069Y102 |
| — | TWELVE SEAS INVESTMENT COMPA | 1,200,000 | $324K | 0.0% | $0.42 | — | RIGHT 12/22/2019 | G9145A131 |
| — | TKK SYMPHONY ACQUISITION COR | 1,850,000 | $323K | 0.0% | $0.23 | — | *W EXP 02/20/202 | G88950129 |
| XEVMX | EATON VANCE CALIF MUN BD FD | 30,504 | $322K | 0.0% | $10.00 | — | COM | 27828A100 |
| — | GIGCAPITAL INC | 1,125,000 | $320K | 0.0% | $0.47 | — | *W EXP 06/08/202 | 37518N122 |
| — | FEDERATED PREM MUN INC FD | 23,706 | $318K | 0.0% | $12.78 | — | COM | 31423P108 |
| — | MEGALITH FINL ACQUISITION CO | 1,153,800 | $317K | 0.0% | $0.60 | — | *W EXP 08/26/202 | 58518F117 |
| — | KLX ENERGY SERVICS HOLDNGS I | 12,542 | $315K | 0.0% | $32.03 | — | COM | 48253L106 |
| — | NEW FRONTIER CORP | 450,000 | $315K | 0.0% | $1.18 | — | *W EXP 99/99/999 | G6485P124 |
| XVMMX | DELAWARE INV MN MUN INC FD I | 24,819 | $314K | 0.0% | $12.11 | — | COM | 24610V103 |
| — | NUVEEN SR INCOME FD | 53,980 | $313K | 0.0% | $5.55 | — | COM | 67067Y104 |
| — | TWELVE SEAS INVESTMENT COMPA | 1,200,000 | $312K | 0.0% | $0.34 | — | *W EXP 12/22/202 | G9145A115 |
| — | MACQUARIE GLBL INFRA TOTL RE | 13,893 | $308K | 0.0% | $19.07 | — | COM | 55608D101 |
| — | PENSARE ACQUISITION CORP | 1,000,000 | $290K | 0.0% | $0.40 | — | RIGHT 99/99/9999 | 70957E121 |
| XBNYX | BLACKROCK N Y MUN INCOME TR | 22,021 | $287K | 0.0% | $12.19 | — | SH BEN INT | 09248L106 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 22,250 | $283K | 0.0% | $11.97 | — | COM | 670656107 |
| XMQTX | BLACKROCK MUNIY QUALITY FD I | 23,033 | $283K | 0.0% | $11.66 | — | COM | 09254G108 |
| — | MAGNOLIA OIL & GAS CORP | 83,333 | $282K | 0.0% | $4.70 | — | *W EXP 07/31/202 | 559663117 |
| — | DTF TAX-FREE INCOME INC | 20,923 | $277K | 0.0% | $13.33 | — | COM | 23334J107 |
| — | IVY HIGH INC OPPORTUNITIES F | 20,346 | $275K | 0.0% | $12.14 | — | COM | 465893105 |
| — | CIMAREX ENERGY CO | 3,867 | $270K | 0.0% | $69.82 | — | COM | 171798101 |
| WSFS | WSFS FINL CORP | 6,879 | $266K | 0.0% | $41.58 | 0.0% | COM | 929328102 |
| XMUSX | BLACKROCK MUNIHOLDNGS QLTY I | 21,870 | $265K | 0.0% | $11.41 | — | COM | 09254A101 |
| — | NUVEEN FLTNG RTE INCM OPP FD | 27,574 | $264K | 0.0% | $9.02 | — | COM SHS | 6706EN100 |
| — | NUVEEN ARIZONA QLTY MUN INC | 20,042 | $257K | 0.0% | $11.88 | — | COM | 67061W104 |
| — | BLACKROCK MUNIENHANCED FD IN | 23,983 | $257K | 0.0% | $10.03 | — | COM | 09253Y100 |
| — | BP MIDSTREAM PARTNERS LP | 17,500 | $253K | 0.0% | $20.20 | — | UNIT LTD PTNR | 0556EL109 |
| — | CM SEVEN STAR ACQUISITION CO | 750,000 | $248K | 0.0% | $0.32 | — | RIGHT 08/21/2022 | G2345N136 |
| — | ALLEGRO MERGER CORP | 900,000 | $243K | 0.0% | $0.40 | — | RIGHT 12/31/2023 | 01749N129 |
| — | EATON VANCE SH TM DR DIVR IN | 18,670 | $242K | 0.0% | $12.49 | — | COM | 27828V104 |
| SNAXW | ANDINA ACQUISITION CORP III | 1,200,000 | $240K | 0.0% | $0.20 | — | *W EXP 07/31/202 | G04415124 |
| — | NUVEEN REAL ESTATE INCOME FD | 22,833 | $237K | 0.0% | $8.44 | — | COM | 67071B108 |
| XBKNX | BLACKROCK INVT QUALITY MUN T | 16,667 | $236K | 0.0% | $13.93 | — | COM | 09247D105 |
| LEVI | LEVI STRAUSS & CO NEW | 10,000 | $236K | 0.0% | $19.35 | 0.0% | CL A COM STK | 52736R102 |
| — | ALLEGRO MERGER CORP | 900,000 | $234K | 0.0% | $0.35 | — | *W EXP 01/06/202 | 01749N111 |
| — | GORES METROPOULOS INC | 166,666 | $233K | 0.0% | $1.40 | — | *W EXP 01/28/202 | 382872117 |
| — | NEUBERGER BERMAN MUNI FD INC | 16,136 | $232K | 0.0% | $12.88 | — | COM | 64124P101 |
| — | DELAWARE ENHANCED GBL DIV & | 23,948 | $232K | 0.0% | $9.00 | — | COM | 246060107 |
| — | KBL MERGER CORP IV | 1,000,000 | $230K | 0.0% | $0.30 | — | RIGHT 06/07/2019 | 48242A120 |
| — | GAIN CAP HLDGS INC | 225,000 | $225K | 0.0% | $1.03 | — | NOTE 5.000% 8/1 | 36268WAF7 |
| — | INVESCO QUALITY MUNI INC TRS | 18,581 | $225K | 0.0% | $11.54 | — | COM | 46133G107 |
| XZFGX | VIRTUS TOTAL RETURN FUND INC | 22,175 | $223K | 0.0% | $8.66 | — | COM | 92837G100 |
| — | HUNTER MARITIME ACQUISITION | 470,000 | $219K | 0.0% | $0.47 | — | *W EXP 11/17/202 | Y37828129 |
| XENWX | EATON VANCE NEW YORK MUN BD | 18,635 | $219K | 0.0% | $11.21 | — | COM | 27827Y109 |
| — | BLACKROCK MUNIHLDS INVSTM QL | 16,821 | $217K | 0.0% | $12.77 | — | COM | 09254P108 |
| PRTH | PRIORITY TECHNOLOGY HLDGS IN | 30,736 | $212K | 0.0% | $6.64 | 0.0% | COM | 74275G107 |
| — | WESTERN ASSET HIGH INCM FD I | 31,704 | $205K | 0.0% | $5.76 | — | COM | 95766J102 |
| — | FALCON MINERALS CORP | 250,000 | $205K | 0.0% | $1.72 | — | *W EXP 07/21/202 | 30607B208 |
| — | WESTERN ASST MN PRT FD INC | 13,901 | $201K | 0.0% | $14.13 | — | COM | 95766P108 |
| — | VOYA INFRASTRUCTURE INDLS & | 15,677 | $198K | 0.0% | $11.07 | — | COM | 92912X101 |
| — | NUVEEN GEORGIA QLTY MUN INC | 16,513 | $197K | 0.0% | $11.09 | — | COM | 67072B107 |
| — | FRANKLIN LTD DURATION INC TR | 20,329 | $196K | 0.0% | $9.03 | — | COM | 35472T101 |
| — | ALLIANCE CALIF MUN INCOME FD | 13,221 | $195K | 0.0% | $13.30 | — | COM | 018546101 |
| — | EATON VANCE FLTG RATE INCOM | 13,066 | $194K | 0.0% | $14.32 | — | COM SHS BEN INT | 278284104 |
| — | CLOUGH GLOBAL OPPORTUNITIES | 19,521 | $189K | 0.0% | $8.42 | — | SH BEN INT | 18914E106 |
| — | GTY TECHNOLOGY HOLDINGS INC | 314,900 | $189K | 0.0% | $0.60 | — | *W EXP 02/19/202 | 362409112 |
| XPHTX | PIONEER HIGH INCOME TR | 20,827 | $186K | 0.0% | $7.97 | — | COM | 72369H106 |
| — | FIRST TR ABERDEEN GLBL OPP F | 18,400 | $185K | 0.0% | $9.39 | — | COM SHS | 337319107 |
| XFDEX | FIRST TR DYNAMIC EUROPE EQT | 12,842 | $184K | 0.0% | $12.65 | — | COM SHS | 33740D107 |
| — | BLACKROCK MUNICIPAL BOND TR | 12,550 | $182K | 0.0% | $13.93 | — | COM | 09249H104 |
| XXHYBXX | NEW AMER HIGH INCOME FD INC | 20,788 | $177K | 0.0% | $7.58 | — | COM NEW | 641876800 |
| — | PGIM GLOBAL HIGH YIELD FD IN | 12,595 | $176K | 0.0% | $13.26 | — | COM | 69346J106 |
| — | BLACKROCK ENHANCED EQT DIV T | 20,611 | $176K | 0.0% | $7.77 | — | COM | 09251A104 |
| — | NEBULA ACQUISITION CORP | 233,332 | $175K | 0.0% | $0.91 | — | *W EXP 03/12/202 | 629076118 |
| — | SPIRIT MTA REIT | 26,740 | $174K | 0.0% | $11.52 | — | COM SHS BEN IN | 84861U105 |
| — | THL CR SR LN FD | 11,224 | $172K | 0.0% | $15.32 | — | COM | 87244R103 |
| — | VOYA GLBL EQTY DIV & PREM OP | 26,296 | $171K | 0.0% | $5.86 | — | COM | 92912T100 |
| — | NUVEEN DIVERSIFIED DIV INCM | 16,290 | $169K | 0.0% | $9.36 | — | COM | 6706EP105 |
| — | NRC GROUP HLDGS CORP | 187,500 | $169K | 0.0% | $0.81 | — | *W EXP 10/17/202 | 629375114 |
| — | ABERDEEN GLOBAL DYNAMIC DIVI | 17,500 | $166K | 0.0% | $8.51 | — | COM | 00302M106 |
| — | WELLS FARGO GLOBAL DIVIDEND | 30,481 | $160K | 0.0% | $4.72 | — | COM | 94987C103 |
| — | INVESCO TR INVT GRADE NY MUN | 12,053 | $157K | 0.0% | $11.93 | — | COM | 46131T101 |
| — | COHEN & STEERS GLOBAL INC BL | 18,380 | $157K | 0.0% | $7.58 | — | COM | 19248M103 |
| — | INFRA AND ENERGY ALTRNTIVE I | 343,006 | $154K | 0.0% | $0.95 | — | *W EXP 05/20/202 | 45686J112 |
| — | DREYFUS STRATEGIC MUNS INC | 19,345 | $153K | 0.0% | $7.32 | — | COM | 261932107 |
| — | DWS STRATEGIC MUN INCOME TR | 13,363 | $150K | 0.0% | $10.41 | — | COM | 23342Q101 |
| — | INVESCO MUN TR | 11,737 | $141K | 0.0% | $11.36 | — | COM | 46131J103 |
| — | NUVEEN CALIF MUN VALUE FD | 14,712 | $141K | 0.0% | $9.43 | — | COM | 67062C107 |
| — | MFS MUN INCOME TR | 19,957 | $138K | 0.0% | $6.30 | — | SH BEN INT | 552738106 |
| — | COREPOINT LODGING INC | 12,125 | $135K | 0.0% | $25.90 | — | COM | 21872L104 |
| — | COLLIER CREEK HOLDINGS | 116,666 | $135K | 0.0% | $1.20 | — | *W EXP 99/99/999 | G22707114 |
| — | MODERN MEDIA ACQUISITION | 425,000 | $132K | 0.0% | $0.39 | — | *W EXP 05/17/202 | 60765P111 |
| — | NEUBERGER BERMAN HGH YLD FD | 11,487 | $130K | 0.0% | $10.20 | — | COM | 64128C106 |
| — | PHUNWARE INC | 75,315 | $126K | 0.0% | $0.29 | — | *W EXP 12/26/202 | 71948P118 |
| — | BLACKROCK ENERGY & RES TR | 10,076 | $122K | 0.0% | $10.44 | — | COM | 09250U101 |
| — | DASEKE INC | 378,003 | $122K | 0.0% | $1.12 | — | *W EXP 02/27/202 | 23753F115 |
| — | INVESCO ADVANTAGE MUNICIPAL | 11,110 | $120K | 0.0% | $10.07 | — | SH BEN INT | 46132E103 |
| — | VOYA GLBL ADV & PREM OPP FD | 10,844 | $117K | 0.0% | $9.19 | — | COM | 92912R104 |
| — | CAPITOL INVT CORP IV | 83,333 | $115K | 0.0% | $1.49 | — | *W EXP 01/01/202 | G18920127 |
| — | TPG PACE HLDGS CORP | 66,666 | $113K | 0.0% | $0.46 | — | *W EXP 06/27/202 | G89827110 |
| — | DREYFUS STRATEGIC MUN BD FD | 13,594 | $105K | 0.0% | $7.15 | — | COM | 26202F107 |
| — | DREYFUS MUN INCOME INC | 12,447 | $105K | 0.0% | $7.77 | — | COM | 26201R102 |
| — | ROSEHILL RES INC | 244,800 | $100K | 0.0% | $1.09 | — | *W EXP 09/16/202 | 777385113 |
| — | MADISON CVRED CALL & EQ STR | 13,899 | $95,000 | 0.0% | $6.29 | — | COM | 557437100 |
| — | THESTREET INC | 39,405 | $92,000 | 0.0% | $2.03 | — | COM | 88368Q103 |
| — | SENTINEL ENERGY SVCS INC | 133,333 | $91,000 | 0.0% | $0.83 | — | *W EXP 11/02/202 | 81728P113 |
| — | CONSTELLATION ALPHA CAP CORP | 700,000 | $88,000 | 0.0% | $0.32 | — | RIGHT 99/99/9999 | G2379F132 |
| — | CONSTELLATION ALPHA CAP CORP | 700,000 | $84,000 | 0.0% | $0.22 | — | *W EXP 03/23/202 | G2379F116 |
| — | PUTNAM MANAGED MUN INCOM TR | 10,550 | $79,000 | 0.0% | $6.89 | — | COM | 746823103 |
| — | HL ACQUISITIONS CORP | 270,000 | $78,000 | 0.0% | $0.40 | — | RIGHT 07/17/2023 | G4603R130 |
| — | ESTRE AMBIENTAL INC | 661,870 | $78,000 | 0.0% | $0.30 | — | *W EXP 12/21/202 | G3206V118 |
| — | GAMCO NAT RES GOLD & INCOME | 13,098 | $74,000 | 0.0% | $5.04 | — | SH BEN INT | 36465E101 |
| — | BLACK RIDGE ACQUISITION CORP | 210,000 | $74,000 | 0.0% | $0.28 | — | RIGHT 07/10/2019 | 09216T123 |
| — | HL ACQUISITIONS CORP | 270,000 | $68,000 | 0.0% | $0.36 | — | *W EXP 06/21/202 | G4603R122 |
| — | SOCIAL CAP HEDOSOPHIA HLDGS | 83,334 | $67,000 | 0.0% | $1.75 | — | *W EXP 09/14/202 | G8250R129 |
| — | CM SEVEN STAR ACQUISITION CO | 375,000 | $64,000 | 0.0% | $0.17 | — | *W EXP 08/21/202 | G2345N110 |
| — | BLACK RIDGE ACQUISITION CORP | 210,000 | $63,000 | 0.0% | $0.33 | — | *W EXP 07/10/202 | 09216T115 |
| — | OPES ACQUISITION CORP | 250,000 | $60,000 | 0.0% | $0.38 | — | *W EXP 03/13/202 | 68373P118 |
| — | ARYA SCIENCES ACQUISITION CO | 50,000 | $60,000 | 0.0% | $1.60 | — | *W EXP 10/10/202 | G3165V125 |
| — | VANTAGE ENERGY ACQUISITION | 250,000 | $58,000 | 0.0% | $1.25 | — | *W EXP 04/12/202 | 92211L113 |
| — | KBL MERGER CORP IV | 500,000 | $56,000 | 0.0% | $0.17 | — | *W EXP 01/15/202 | 48242A112 |
| — | BISON CAP ACQUISITION CORP | 150,000 | $53,000 | 0.0% | $0.30 | — | RIGHT 03/20/2019 | G1142P138 |
| — | BIG ROCK PARTNERS ACQUISI CO | 200,000 | $52,000 | 0.0% | $0.37 | — | RIGHT 12/01/2022 | 089482129 |
| — | PENSARE ACQUISITION CORP | 250,000 | $50,000 | 0.0% | $0.50 | — | *W EXP 07/27/202 | 70957E113 |
| — | JENSYN ACQUISITION CORP | 174,000 | $48,000 | 0.0% | $0.20 | — | RIGHT 99/99/9999 | 47632B128 |
| — | TENZING ACQUISITION CORP | 250,000 | $40,000 | 0.0% | $0.33 | — | *W EXP 02/23/202 | G8708A108 |
| — | MTECH ACQUISITION CORP | 62,500 | $40,000 | 0.0% | $0.65 | — | *W EXP 08/01/202 | 55378W115 |
| — | JASON INDS INC | 1,933,070 | $33,000 | 0.0% | $0.79 | — | *W EXP 06/30/201 | 471172114 |
| — | LONGEVITY ACQUISITION CORP | 125,000 | $24,000 | 0.0% | $0.40 | — | RIGHT 07/31/2020 | G56372124 |
| — | BIG ROCK PARTNERS ACQUISI CO | 100,000 | $18,000 | 0.0% | $0.40 | — | *W EXP 12/01/202 | 089482111 |
| — | BISON CAP ACQUISITION CORP | 75,000 | $15,000 | 0.0% | $0.52 | — | *W EXP 06/20/202 | G1142P112 |
| — | LONGEVITY ACQUISITION CORP | 125,000 | $15,000 | 0.0% | $0.15 | — | *W EXP 07/31/202 | G56372116 |
| — | JENSYN ACQUISITION CORP | 174,000 | $12,000 | 0.0% | $0.07 | — | *W EXP 03/07/202 | 47632B110 |
| — | ALTA MESA RES INC | 308,333 | $11,000 | 0.0% | $1.55 | — | *W EXP 03/28/202 | 02133L117 |
| — | SABAN CAP ACQUISITION CORP | 42,000 | $0 | 0.0% | $1.31 | — | *W EXP 09/21/202 | 78516C114 |