Location: Greenwich, CT
CIK: 0001167456 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Nov 14, 2019
Total Value: $6.834B (58.5% shares, 41.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NOVELLUS SYS INC | 80,783,000 | $578M | 8.5% | $3.02 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | SUNTRUST BKS INC | 3,142,940 | $216M | 3.2% | $59.25 | — | COM | 867914103 |
| — | MEDIDATA SOLUTIONS INC | 2,097,920 | $192M | 2.8% | $91.20 | — | COM | 58471A105 |
| — | WABCO HLDGS INC | 1,429,797 | $191M | 2.8% | $132.41 | — | COM | 92927K102 |
| — | MICROCHIP TECHNOLOGY INC | 93,800,000 | $178M | 2.6% | $1.59 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | ZAYO GROUP HLDGS INC | 4,859,244 | $165M | 2.4% | $33.12 | — | COM | 98919V105 |
| — | CYPRESS SEMICONDUCTOR CORP | 6,983,287 | $163M | 2.4% | $22.24 | — | COM | 232806109 |
| — | ALLERGAN PLC | 926,096 | $156M | 2.3% | $167.46 | — | SHS | G0177J108 |
| — | ADVANCED MICRO DEVICES INC | 40,000,000 | $149M | 2.2% | $1.93 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | SPRINT CORPORATION | 22,420,593 | $138M | 2.0% | $5.81 | — | COM | 85207U105 |
| — | MELLANOX TECHNOLOGIES LTD | 1,248,175 | $137M | 2.0% | $116.43 | — | SHS | M51363113 |
| — | VERSUM MATLS INC | 2,521,740 | $133M | 2.0% | $50.77 | — | COM | 92532W103 |
| — | WELLCARE HEALTH PLANS INC | 505,470 | $131M | 1.9% | $279.06 | — | COM | 94946T106 |
| — | ACACIA COMMUNICATIONS INC | 1,996,120 | $131M | 1.9% | $65.40 | — | COM | 00401C108 |
| — | ANTHEM INC | 38,204,000 | $128M | 1.9% | $2.04 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ADVANCED DISP SVCS INC DEL | 3,905,576 | $127M | 1.9% | $31.94 | — | COM | 00790X101 |
| — | CELGENE CORP | 1,255,337 | $125M | 1.8% | $93.90 | — | COM | 151020104 |
| — | GENESEE & WYO INC | 845,290 | $93.41M | 1.4% | $110.51 | — | CL A | 371559105 |
| — | CAESARS ENTMT CORP | 7,802,046 | $90.97M | 1.3% | $11.82 | — | COM | 127686103 |
| — | MERCADOLIBRE INC | 56,575,000 | $83.33M | 1.2% | $1.47 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | SPARK THERAPEUTICS INC | 857,478 | $83.16M | 1.2% | $111.29 | — | COM | 84652J103 |
| — | SQUARE INC | 28,195,000 | $76.89M | 1.1% | $2.75 | — | NOTE 0.375% 3/0 | 852234AB9 |
| — | MICROCHIP TECHNOLOGY INC | 57,185,000 | $73.72M | 1.1% | $1.18 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | WORKDAY INC | 42,500,000 | $55.92M | 0.8% | $1.46 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | SPLUNK INC | 50,700,000 | $55.67M | 0.8% | $1.10 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | PURE STORAGE INC | 55,525,000 | $54.88M | 0.8% | $0.96 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | AEROJET ROCKETDYNE HLDGS INC | 26,750,000 | $53.42M | 0.8% | $1.34 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | VIACOM INC NEW | 2,206,711 | $53.03M | 0.8% | $24.03 | — | CL B | 92553P201 |
| — | EL PASO ELEC CO | 789,937 | $52.99M | 0.8% | $65.72 | — | COM NEW | 283677854 |
| GNW | GENWORTH FINL INC | 11,285,319 | $49.66M | 0.7% | $4.12 | +1.1% | COM CL A | 37247D106 |
| — | ALTABA INC | 2,488,238 | $48.47M | 0.7% | $66.24 | — | COM | 021346101 |
| — | CARRIZO OIL & GAS INC | 5,324,549 | $45.71M | 0.7% | $8.58 | — | COM | 144577103 |
| — | FIREEYE INC | 48,075,000 | $45.29M | 0.7% | $0.98 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | ZENDESK INC | 34,125,000 | $45.23M | 0.7% | $1.51 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | RAYTHEON CO | 227,308 | $44.6M | 0.7% | $173.88 | — | COM NEW | 755111507 |
| — | SOTHEBYS | 687,697 | $39.19M | 0.6% | $57.84 | — | COM | 835898107 |
| — | SERVICENOW INC | 19,782,000 | $37.91M | 0.6% | $1.86 | — | NOTE 6/0 | 81762PAC6 |
| — | NEXTERA ENERGY INC | 725,000 | $36.52M | 0.5% | $50.38 | — | UNIT 09/01/2022S | 65339F796 |
| PACB | PACIFIC BIOSCIENCES CALIF IN | 6,867,971 | $35.44M | 0.5% | $6.37 | -12.2% | COM | 69404D108 |
| — | ARES CAP CORP | 32,950,000 | $34.82M | 0.5% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | CLEVELAND CLIFFS INC | 32,050,000 | $34.8M | 0.5% | $1.10 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | DISH NETWORK CORP | 36,675,000 | $33.69M | 0.5% | $0.88 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | TESLA INC | 33,025,000 | $33.63M | 0.5% | $0.98 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | LEGACY TEX FINL GROUP INC | 761,146 | $33.13M | 0.5% | $41.44 | — | COM | 52471Y106 |
| — | CHEGG INC | 24,300,000 | $31.14M | 0.5% | $1.39 | — | NOTE 0.250% 5/1 | 163092AB5 |
| — | COLFAX CORP | 237,725 | $30.97M | 0.5% | $130.29 | — | UNIT 01/15/2022T | 194014205 |
| — | SYNAPTICS INC | 32,703,000 | $30.54M | 0.4% | $0.91 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | FTI CONSULTING INC | 24,960,000 | $30.5M | 0.4% | $1.22 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | CAMBREX CORP | 511,475 | $30.43M | 0.4% | $59.50 | — | COM | 132011107 |
| — | TTM TECHNOLOGIES INC | 22,250,000 | $29.72M | 0.4% | $1.11 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | CARBON BLACK INC | 1,131,128 | $29.4M | 0.4% | $25.99 | — | COM | 14081R103 |
| — | ALLEGHENY TECHNOLOGIES INC | 18,525,000 | $29.09M | 0.4% | $1.38 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 33,825,000 | $28.14M | 0.4% | $1.05 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | ETSY INC | 16,500,000 | $27.83M | 0.4% | $1.69 | — | NOTE 3/0 | 29786AAC0 |
| — | AMAG PHARMACEUTICALS INC | 31,875,000 | $26.3M | 0.4% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | II VI INC | 25,050,000 | $25.92M | 0.4% | $0.99 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | PIVOTAL SOFTWARE INC | 1,728,899 | $25.8M | 0.4% | $14.92 | — | COM CL A | 72582H107 |
| — | GANNETT CO INC | 2,328,573 | $25.01M | 0.4% | $10.74 | — | COM | 36473H104 |
| — | MILACRON HLDGS CORP | 1,495,800 | $24.93M | 0.4% | $16.67 | — | COM | 59870L106 |
| — | NEUROCRINE BIOSCIENCES INC | 17,950,000 | $24.62M | 0.4% | $1.33 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | MERITOR INC | 25,075,000 | $24.6M | 0.4% | $0.99 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | RMG ACQUISITION CORP | 2,499,996 | $24.45M | 0.4% | $9.77 | — | CL A | 749641106 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL L | 23,325,000 | $24.42M | 0.4% | $1.00 | — | NOTE 5.750%10/1 | G81075AF3 |
| — | TRINE ACQUISITION CORP | 2,300,000 | $22.7M | 0.3% | $9.70 | — | COM CL A | 89628U108 |
| — | DIAMONDPEAK HLDGS COR | 2,299,998 | $22.59M | 0.3% | $9.72 | — | COM CL A | 25280H100 |
| — | CHANGE HEALTHCARE INC | 465,675 | $22.22M | 0.3% | $47.72 | — | UNIT 99/99/9999 | 15912K209 |
| — | DYCOM INDS INC | 22,898,000 | $22.09M | 0.3% | $0.93 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | CONNECTICUT WTR SVC INC | 312,956 | $21.93M | 0.3% | $67.52 | — | COM | 207797101 |
| — | INFINERA CORPORATION | 25,075,000 | $21.88M | 0.3% | $0.96 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | PRICELINE GRP INC | 14,200,000 | $21.27M | 0.3% | $1.47 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | WORKDAY INC | 10,000,000 | $20.93M | 0.3% | $1.37 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | VEECO INSTRS INC DEL | 23,000,000 | $20.59M | 0.3% | $0.92 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | TORTOISE ACQUISITION CORP | 2,077,938 | $20.32M | 0.3% | $9.72 | — | CL A | 89154L100 |
| OPTU | ALTICE USA INC | 703,195 | $20.06M | 0.3% | $17.78 | +53.1% | CL A | 02156K103 |
| — | GX ACQUISITION CORP | 2,000,000 | $19.9M | 0.3% | $9.95 | — | COM CL A | 36251A107 |
| — | HAYMAKER ACQUISITION CORP II | 1,999,998 | $19.8M | 0.3% | $9.90 | — | COM CL A | 42087L101 |
| — | RH | 18,250,000 | $19.8M | 0.3% | $1.08 | — | NOTE 6/1 | 74967XAA1 |
| — | THERAVANCE INC | 20,743,000 | $19.58M | 0.3% | $0.85 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | GANNETT CO INC | 18,050,000 | $19.55M | 0.3% | $1.01 | — | NOTE 4.750% 4/1 | 36473HAB0 |
| — | CREE INC | 17,750,000 | $19.53M | 0.3% | $1.10 | — | NOTE 0.875% 9/0 | 225447AB7 |
| — | LIGAND PHARMACEUTICALS INC | 23,325,000 | $19.5M | 0.3% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | APOLLO COML REAL EST FIN INC | 18,650,000 | $19.16M | 0.3% | $0.96 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | REDWOOD TR INC | 18,675,000 | $19.01M | 0.3% | $0.99 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | SEACOR HOLDINGS INC | 19,244,000 | $18.96M | 0.3% | $0.98 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | EXACT SCIENCES CORP | 13,337,000 | $18.86M | 0.3% | $1.41 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| FTDR | FRONTDOOR INC | 378,799 | $18.4M | 0.3% | $29.63 | +63.0% | COM | 35905A109 |
| — | VIAVI SOLUTIONS INC | 15,000,000 | $18.11M | 0.3% | $1.19 | — | NOTE 1.750% 6/0 | 925550AE5 |
| — | HERCULES CAPITAL INC | 17,425,000 | $17.88M | 0.3% | $1.01 | — | DBCV 4.375% 2/0 | 427096AF9 |
| ILMN | ILLUMINA INC | 58,622 | $17.82M | 0.3% | $304.75 | -3.3% | COM | 452327109 |
| — | ZILLOW GROUP INC | 19,900,000 | $17.57M | 0.3% | $0.93 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | BLACKSTONE MTG TR INC | 16,675,000 | $17.49M | 0.3% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | LANDCADIA HLDGS II INC | 1,749,996 | $17.1M | 0.3% | $9.71 | — | CL A | 51476X105 |
| — | OASIS PETE INC NEW | 22,500,000 | $16.71M | 0.2% | $0.92 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | SWITCHBACK ENERGY ACQUISITIO | 1,699,998 | $16.51M | 0.2% | $9.71 | — | COM CL A | 87105M102 |
| — | PROSPECT CAPITAL CORPORATION | 15,500,000 | $16.47M | 0.2% | $1.01 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | REDWOOD TR INC | 16,475,000 | $16.46M | 0.2% | $0.99 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | OPKO HEALTH INC | 19,875,000 | $16.32M | 0.2% | $0.95 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | HOPE BANCORP INC | 17,600,000 | $16.3M | 0.2% | $0.92 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | FORTIVE CORP | 18,050 | $16.29M | 0.2% | $1055.52 | — | 5% PFD CNV SER A | 34959J207 |
| — | LUMENTUM HLDGS INC | 13,896,000 | $16.15M | 0.2% | $1.17 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| WH | WYNDHAM HOTELS & RESORTS INC | 309,595 | $16.02M | 0.2% | $60.38 | -9.5% | COM | 98311A105 |
| — | MONOCLE ACQUISITION CORP | 1,580,597 | $15.74M | 0.2% | $9.80 | — | COM | 609754106 |
| KTB | KONTOOR BRANDS INC | 448,271 | $15.73M | 0.2% | $29.07 | +11.6% | COM | 50050N103 |
| NVT | NVENT ELECTRIC PLC | 716,792 | $15.66M | 0.2% | $21.97 | -10.1% | SHS | G6700G107 |
| FOXA | FOX CORP | 474,625 | $14.97M | 0.2% | $35.28 | -9.9% | CL A COM | 35137L105 |
| — | SCORPIO TANKERS INC | 13,825,000 | $14.7M | 0.2% | $0.96 | — | NOTE 3.000% 5/1 | 80918TAB5 |
| — | MFA FINL INC | 14,225,000 | $14.67M | 0.2% | $1.01 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | GENOMIC HEALTH INC | 212,182 | $14.39M | 0.2% | $67.82 | — | COM | 37244C101 |
| — | BLACK KNIGHT INC | 231,166 | $14.12M | 0.2% | $50.78 | — | COM | 09215C105 |
| CTVA | CORTEVA INC | 502,114 | $14.06M | 0.2% | $25.35 | +5.2% | COM | 22052L104 |
| ACA | ARCOSA INC | 404,607 | $13.84M | 0.2% | $27.18 | +24.7% | COM | 039653100 |
| DOW | DOW INC | 289,228 | $13.78M | 0.2% | $36.37 | -10.0% | COM | 260557103 |
| NMRK | NEWMARK GROUP INC | 1,510,591 | $13.69M | 0.2% | $8.31 | +3.4% | CL A | 65158N102 |
| ILPT | INDUSTRIAL LOGISTICS PPTYS T | 643,795 | $13.68M | 0.2% | $20.35 | — | COM SHS BEN INT | 456237106 |
| — | APERGY CORP | 482,461 | $12.97M | 0.2% | $41.39 | — | COM | 03755L104 |
| ALC | ALCON INC | 221,187 | $12.89M | 0.2% | $57.90 | +2.1% | ORD SHS | H01301128 |
| — | SEMGROUP CORP | 788,363 | $12.88M | 0.2% | $16.97 | — | CL A | 81663A105 |
| — | CRESCENT ACQUISITION CORP | 1,300,000 | $12.78M | 0.2% | $9.80 | — | COM CL A | 22564L105 |
| STC | STEWART INFORMATION SVCS COR | 319,828 | $12.41M | 0.2% | $43.16 | -13.7% | COM | 860372101 |
| — | C&J ENERGY SVCS INC NEW | 1,138,910 | $12.22M | 0.2% | $11.02 | — | COM | 12674R100 |
| — | CENTERPOINT ENERGY INC | 231,425 | $12.14M | 0.2% | $50.45 | — | DEP RP PFD CV B | 15189T503 |
| — | ACT II GLOBAL ACQUISITION CO | 1,200,000 | $11.82M | 0.2% | $9.70 | — | CL A SHS | G0080J104 |
| — | NUTANIX INC | 12,500,000 | $11.7M | 0.2% | $0.94 | — | NOTE 1/1 | 67059NAB4 |
| — | INTREXON CORP | 18,600,000 | $11.53M | 0.2% | $1.19 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | APOLLO COML REAL EST FIN INC | 11,150,000 | $11.35M | 0.2% | $1.01 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| REZI | RESIDEO TECHNOLOGIES INC | 790,569 | $11.35M | 0.2% | $21.11 | -20.6% | COM | 76118Y104 |
| — | TEAM INC | 10,000,000 | $11.08M | 0.2% | $1.11 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | ACAMAR PARTNERS ACQSITION CO | 1,100,000 | $10.96M | 0.2% | $9.72 | — | CL A | 004285102 |
| — | QUOTIENT TECHNOLOGY INC | 11,450,000 | $10.82M | 0.2% | $0.95 | — | NOTE 1.750%12/0 | 749119AB9 |
| — | TRANSOCEAN INC | 12,625,000 | $10.38M | 0.2% | $0.82 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | SOUTH MTN MERGER CORP | 1,050,000 | $10.29M | 0.2% | $9.80 | — | COM CL A | 838884104 |
| — | THUNDER BRDG ACQUISTION II L | 1,000,000 | $10.18M | 0.1% | $10.18 | — | UNIT 99/99/9999 | G8857S124 |
| — | NEW PROVIDENCE ACQUISITIN CO | 1,000,000 | $10.07M | 0.1% | $10.07 | — | UNIT 09/01/2024 | 64822P205 |
| — | EXPERIENCE INVESTMENT CORP | 1,000,000 | $10.01M | 0.1% | $10.01 | — | UNIT 09/01/2026 | 30217C208 |
| — | NEW MTN FIN CORP | 9,500,000 | $9.977M | 0.1% | $1.01 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | PACIRA BIOSCIENCES | 10,000,000 | $9.885M | 0.1% | $0.99 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | PIVOTAL INVT CORP II | 999,996 | $9.7M | 0.1% | $9.70 | — | COM CL A | 72582K100 |
| — | VIAVI SOLUTIONS INC | 7,740,000 | $9.53M | 0.1% | $1.18 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | TUSCAN HLDGS CORP II | 950,000 | $9.32M | 0.1% | $9.81 | — | COM | 90070A103 |
| — | CF FIN ACQUISITION CORP | 917,006 | $9.298M | 0.1% | $9.90 | — | COM CL A | 12528N107 |
| — | WESCO AIRCRAFT HLDGS INC | 832,171 | $9.162M | 0.1% | $11.01 | — | COM | 950814103 |
| — | BOXWOOD MERGER CORP | 894,065 | $9.012M | 0.1% | $9.72 | — | COM CL A | 10319T101 |
| — | INTERCEPT PHARMACEUTICALS IN | 9,850,000 | $8.902M | 0.1% | $0.95 | — | NOTE 2.000% 5/1 | 45845PAB4 |
| — | INSURANCE ACQUISITION CORP | 900,000 | $8.865M | 0.1% | $9.65 | — | CL A | 457867109 |
| — | EQUITRANS MIDSTREAM CORPORAT | 617,439 | $8.817M | 0.1% | $21.78 | — | COM | 294600101 |
| — | MOMO INC | 9,725,000 | $8.805M | 0.1% | $0.91 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| — | BLACKSTONE MTG TR INC | 8,375,000 | $8.762M | 0.1% | $1.02 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | MONOTYPE IMAGING HOLDINGS IN | 439,922 | $8.715M | 0.1% | $19.81 | — | COM | 61022P100 |
| — | RETROPHIN INC | 11,500,000 | $8.57M | 0.1% | $0.90 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | NIELSEN HLDGS PLC | 402,187 | $8.5M | 0.1% | $22.25 | — | SHS EUR | G6518L108 |
| — | HUBSPOT INC | 5,000,000 | $8.384M | 0.1% | $1.87 | — | NOTE 0.250% 6/0 | 443573AB6 |
| GTX | GARRETT MOTION INC | 819,263 | $8.16M | 0.1% | $13.82 | -11.1% | COM | 366505105 |
| — | SILVER SPIKE ACQUISITION COR | 800,000 | $8.072M | 0.1% | $10.09 | — | UNIT 99/99/9999 | G8136L122 |
| — | HENNESSY CAP ACQUSTION CORP | 800,000 | $8M | 0.1% | $9.90 | — | CL A COM | 42589C104 |
| — | ALDER BIOPHARMACEUTICALS INC | 422,832 | $7.975M | 0.1% | $18.86 | — | COM | 014339105 |
| RPLA | REPLAY ACQUISITION CORP | 800,000 | $7.92M | 0.1% | $9.73 | — | COM | G75130107 |
| — | LIVENT CORP | 1,180,366 | $7.897M | 0.1% | $10.52 | — | COM | 53814L108 |
| — | TPG SPECIALTY LENDING INC | 7,500,000 | $7.859M | 0.1% | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | GDS HLDGS LTD | 7,500,000 | $7.828M | 0.1% | $1.04 | — | NOTE 2.000% 6/0 | 36165LAB4 |
| — | ECHO GLOBAL LOGISTICS INC | 7,631,000 | $7.631M | 0.1% | $0.99 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | GIGCAPITAL2 INC | 765,000 | $7.52M | 0.1% | $9.83 | — | COM | 375036100 |
| — | Q2 HLDGS INC | 5,000,000 | $7.347M | 0.1% | $1.43 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| — | VERASTEM INC | 15,000,000 | $7.041M | 0.1% | $0.78 | — | NOTE 5.000%11/0 | 92337CAA2 |
| — | VEONEER INCORPORATED | 466,175 | $6.988M | 0.1% | $46.72 | — | COM | 92336X109 |
| — | GIGCAPITAL INC | 675,000 | $6.885M | 0.1% | $9.70 | — | COM | 37518N106 |
| — | IAA INC | 164,624 | $6.87M | 0.1% | $41.73 | — | COM | 449253103 |
| — | B RILEY PRINCIPAL MERGER COR | 650,000 | $6.435M | 0.1% | $9.75 | — | CL A | 05586Y106 |
| TSLA | TESLA INC | 26,686 | $6.428M | 0.1% | $17.68 | -11.5% | COM | 88160R101 |
| — | UNITED FINL BANCORP INC NEW | 470,878 | $6.418M | 0.1% | $13.63 | — | COM | 910304104 |
| — | SEMPRA ENERGY | 54,225 | $6.409M | 0.1% | $102.79 | — | 6% PFD CONV A | 816851406 |
| — | NAVIGANT CONSULTING INC | 227,858 | $6.369M | 0.1% | $27.95 | — | COM | 63935N107 |
| PNR | PENTAIR PLC | 164,975 | $6.226M | 0.1% | $40.19 | -15.4% | SHS | G7S00T104 |
| — | PROS HOLDINGS INC | 3,500,000 | $6.177M | 0.1% | $1.62 | — | NOTE 2.000%12/0 | 74346YAB9 |
| — | GORDON POINTE ACQUISITION CO | 579,800 | $6.076M | 0.1% | $9.79 | — | COM CLASS A | 382788107 |
| — | AVANTOR INC | 113,150 | $6.069M | 0.1% | $66.11 | — | 6.25 PFD CNV SR | 05352A209 |
| — | HCI GROUP INC | 6,000,000 | $5.991M | 0.1% | $0.98 | — | NOTE 4.250% 3/0 | 40416EAD5 |
| — | NANOMETRICS INC | 183,469 | $5.985M | 0.1% | $32.62 | — | COM | 630077105 |
| — | GREEN PLAINS INC | 7,250,000 | $5.952M | 0.1% | $0.96 | — | NOTE 4.125% 9/0 | 393222AF1 |
| — | DIAMOND EAGLE ACQUISITION CO | 600,000 | $5.91M | 0.1% | $9.85 | — | COM CL A | 25258L109 |
| SCPE | SC HEALTH CORP | 600,000 | $5.892M | 0.1% | $9.82 | — | COM CL A | G78516203 |
| — | LF CAP ACQUISITION CORP | 560,000 | $5.746M | 0.1% | $9.56 | — | CL A | 50200K108 |
| — | GRAF INDL CORP | 566,000 | $5.677M | 0.1% | $9.60 | — | COM | 384278107 |
| — | OSI SYSTEMS INC | 5,000,000 | $5.618M | 0.1% | $1.18 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | GS ACQUISITION HLDGS CORP | 549,902 | $5.609M | 0.1% | $9.75 | — | COM CL A | 36255F102 |
| — | DELPHI TECHNOLOGIES PLC | 421,616 | $5.595M | 0.1% | $50.13 | — | SHS | G2709G107 |
| — | COVETRUS INC | 465,027 | $5.511M | 0.1% | $22.38 | — | COM | 22304C100 |
| — | DHT HOLDINGS INC | 4,700,000 | $5.421M | 0.1% | $1.15 | — | NOTE 4.500% 8/1 | 23335SAD8 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 77,351 | $5.213M | 0.1% | $91.23 | -15.6% | COM | 09061G101 |
| — | ORITANI FINL CORP DEL | 294,299 | $5.208M | 0.1% | $17.70 | — | COM | 68633D103 |
| — | GRANITE PT MTG TR INC | 5,000,000 | $5.173M | 0.1% | $0.99 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | TUSCAN HOLDINGS CORP | 520,000 | $5.096M | 0.1% | $9.90 | — | COM | 90069K104 |
| W | WAYFAIR INC | 45,072 | $5.053M | 0.1% | $150.39 | -14.9% | CL A | 94419L101 |
| — | GORES METROPOULOS INC | 499,998 | $5M | 0.1% | $9.75 | — | COM CL A | 382872109 |
| — | IAC INTERACTIVECORP | 22,692 | $4.946M | 0.1% | $217.77 | — | COM | 44919P508 |
| NFIN | NETFIN ACQUISITION CORP | 500,000 | $4.88M | 0.1% | $9.76 | — | SHS CL A | G6455A107 |
| — | AIR TRANSPORT SERVICES GRP I | 4,925,000 | $4.607M | 0.1% | $0.94 | — | NOTE 1.125%10/1 | 00922RAB1 |
| DOCU | DOCUSIGN INC | 75,175 | $4.546M | 0.1% | $52.37 | 0.0% | COM | 256163106 |
| — | FINTECH ACQUISITION CORP III | 450,000 | $4.5M | 0.1% | $9.75 | — | COM CL A | 31811A101 |
| — | EZCORP INC | 5,500,000 | $4.387M | 0.1% | $0.91 | — | NOTE 2.375% 5/0 | 302301AE6 |
| — | INTERNATIONAL SPEEDWAY CORP | 92,399 | $4.159M | 0.1% | $44.90 | — | CL A | 460335201 |
| — | CLARIVATE ANALYTICS PLC | 697,500 | $4.108M | 0.1% | $4.75 | — | *W EXP 11/09/201 | G21810117 |
| — | HELIX ENERGY SOLUTIONS GRP I | 3,500,000 | $4.099M | 0.1% | $0.98 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | APEX TECHNOLOGY ACQUISITN CO | 400,000 | $4.076M | 0.1% | $10.19 | — | UNIT 06/11/2026 | 03768F201 |
| — | VECTOIQ ACQUISITION CORP | 390,000 | $3.978M | 0.1% | $9.54 | — | COM | 92243N103 |
| — | INVACARE CORP | 4,000,000 | $3.778M | 0.1% | $1.01 | — | NOTE 5.000% 2/1 | 461203AF8 |
| ARLO | ARLO TECHNOLOGIES INC | 1,097,102 | $3.741M | 0.1% | $5.54 | -34.5% | COM | 04206A101 |
| — | PLUG POWER INC | 3,000,000 | $3.711M | 0.1% | $1.11 | — | NOTE 5.500% 3/1 | 72919PAB9 |
| — | NEW RELIC INC | 3,900,000 | $3.701M | 0.1% | $0.95 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | VECTOR GROUP LTD | 3,500,000 | $3.651M | 0.1% | $1.06 | — | FRNT 4/1 | 92240MBC1 |
| — | DOMINION ENERGY INC | 34,225 | $3.623M | 0.1% | $103.47 | — | UNIT 99/99/9999 | 25746U133 |
| — | AMCI ACQUISITION CORP | 360,000 | $3.611M | 0.1% | $9.84 | — | CLASS A | 00165R101 |
| BKNG | BOOKING HLDGS INC | 1,833 | $3.587M | 0.1% | $1923.30 | -0.9% | COM | 09857L108 |
| — | FAR PT ACQUISITION CORP | 349,998 | $3.577M | 0.1% | $9.75 | — | COM CL A | 30734W109 |
| — | COLLIER CREEK HOLDINGS | 349,998 | $3.566M | 0.1% | $9.64 | — | COM CL A | G22707106 |
| — | CHURCHILL CAP CORP II | 349,998 | $3.507M | 0.1% | $10.02 | — | CL A | 17143G106 |
| — | CAESARS ENTMT CORP | 2,000,000 | $3.402M | 0.0% | $1.70 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | PRESIDIO INC | 198,991 | $3.363M | 0.0% | $16.90 | — | COM | 74102M103 |
| RWGE | REGALWOOD GLOBAL ENERGY LTD | 322,777 | $3.331M | 0.0% | $9.70 | — | COM CL A | G74760102 |
| — | RAPID7 INC | 2,500,000 | $3.253M | 0.0% | $1.30 | — | NOTE 1.250% 8/0 | 753422AB0 |
| — | LIVEPERSON INC | 88,716 | $3.167M | 0.0% | $35.70 | — | COM | 538146101 |
| — | PROOFPOINT INC | 25,354 | $3.15M | 0.0% | $124.24 | — | COM | 743424103 |
| — | CLOVIS ONCOLOGY INC | 7,350,000 | $3.145M | 0.0% | $0.92 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | LEISURE ACQUISITION CORP | 300,000 | $3.066M | 0.0% | $9.57 | — | COM | 52539T107 |
| — | LEGACY ACQUISITION CORP | 300,000 | $3.06M | 0.0% | $9.59 | — | COM CL A | 524643103 |
| — | MUDRICK CAP ACQUISITION CORP | 300,000 | $3.057M | 0.0% | $9.62 | — | COM CLASS A | 624745105 |
| — | CHASERG TECHNLGY ACQUISITN C | 300,000 | $3.003M | 0.0% | $9.68 | — | CLASS A | 16166A103 |
| — | NEBULA ACQUISITION CORP | 289,998 | $2.946M | 0.0% | $9.65 | — | COM CLASS A | 629076100 |
| — | FLEXION THERAPEUTICS INC | 3,245,000 | $2.922M | 0.0% | $0.87 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | INNOVIVA INC | 3,000,000 | $2.897M | 0.0% | $1.14 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | SCHULTZE SPL PURP ACQUSTN CO | 288,000 | $2.866M | 0.0% | $9.78 | — | COM | 80821R109 |
| — | PROFICIENT ALPHA ACQUSTN COR | 280,000 | $2.786M | 0.0% | $9.74 | — | COM | 74317H105 |
| — | MAGNACHIP SEMICONDUCTOR SA | 2,000,000 | $2.761M | 0.0% | $1.36 | — | NOTE 5.000% 3/0 | 55932XAB0 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $2.55M | 0.0% | $0.42 | — | NOTE 5.875%11/3 | 20478NAD2 |
| — | PDC ENERGY INC | 91,722 | $2.545M | 0.0% | $27.75 | — | COM | 69327R101 |
| — | SPARTAN ENERGY ACQUISITON CO | 239,998 | $2.424M | 0.0% | $9.63 | — | CL A COM STK | 846784106 |
| — | PIVOTAL ACQUISITION CORP | 1,800,000 | $2.412M | 0.0% | $0.43 | — | *W EXP 12/01/202 | 72583A119 |
| — | PARATEK PHARMACEUTICALS INC | 3,050,000 | $2.236M | 0.0% | $0.68 | — | NOTE 4.750% 5/0 | 699374AB0 |
| — | TRINITY MERGER CORP | 1,750,000 | $2.223M | 0.0% | $0.40 | — | *W EXP 05/11/202 | 89653L114 |
| — | QTS RLTY TR INC | 18,100 | $2.201M | 0.0% | $105.87 | — | 6.50% CON PFD B | 74736A301 |
| — | HL ACQUISITIONS CORP | 216,000 | $2.199M | 0.0% | $9.50 | — | SHS | G4603R106 |
| — | BIG ROCK PARTNERS ACQUISI CO | 200,000 | $2.094M | 0.0% | $9.70 | — | COM | 089482103 |
| — | TIBERIUS ACQUISITION CORP | 200,000 | $2.052M | 0.0% | $9.56 | — | COM | 88633A107 |
| — | ALLEGRO MERGER CORP | 200,000 | $2.024M | 0.0% | $9.51 | — | COM | 01749N103 |
| — | GORES HOLDINGS III INC | 199,998 | $2.022M | 0.0% | $9.67 | — | CLASS A | 38286G109 |
| — | ANDINA ACQUISITION CORP III | 200,000 | $1.998M | 0.0% | $9.75 | — | SHS | G04415108 |
| — | VEONEER INCORPORATED | 2,000,000 | $1.981M | 0.0% | $1.04 | — | NOTE 4.000% 6/0 | 92336XAA7 |
| — | OAKTREE ACQUISITION CORP | 199,998 | $1.95M | 0.0% | $9.75 | — | SHS CL A | G67145105 |
| — | VIRTUS INVT PARTNERS INC | 17,975 | $1.721M | 0.0% | $97.25 | — | PFD CV SER D | 92828Q208 |
| EEFT | EURONET WORLDWIDE INC | 11,392 | $1.667M | 0.0% | $152.87 | +1.3% | COM | 298736109 |
| — | INVACARE CORP | 1,950,000 | $1.638M | 0.0% | $1.33 | — | NOTE 4.500% 6/0 | 461203AH4 |
| — | SOUTH JERSEY INDS INC | 30,925 | $1.616M | 0.0% | $55.51 | — | UNIT 99/99/9999 | 838518116 |
| XYZ | SQUARE INC | 26,243 | $1.609M | 0.0% | $69.65 | -2.5% | CL A | 852234103 |
| — | ARBOR RLTY TR INC | 1,500,000 | $1.606M | 0.0% | $1.07 | — | NOTE 5.250% 7/0 | 038923AH1 |
| — | MEGALITH FINL ACQUISITION CO | 156,400 | $1.584M | 0.0% | $9.51 | — | CL A COM | 58518F109 |
| — | PURE ACQUISITION CORP | 150,000 | $1.538M | 0.0% | $9.64 | — | CL A | 74621Q106 |
| — | ENVESTNET INC | 1,500,000 | $1.526M | 0.0% | $1.02 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | TKK SYMPHONY ACQUISITION COR | 150,000 | $1.52M | 0.0% | $9.50 | — | ORD SHS | G88950103 |
| — | INTREXON CORP | 265,429 | $1.518M | 0.0% | $6.44 | — | COM | 46122T102 |
| — | FORUM MERGER II CORP | 150,000 | $1.517M | 0.0% | $9.55 | — | CL A | 34986F103 |
| — | MUDRICK CAP ACQUISITION CORP | 2,250,000 | $1.418M | 0.0% | $0.64 | — | *W EXP 02/12/202 | 624745113 |
| — | TIMKENSTEEL CORP | 1,500,000 | $1.404M | 0.0% | $1.04 | — | NOTE 6.000% 6/0 | 887399AA1 |
| — | FINTECH ACQUISITION CORP III | 1,150,000 | $1.403M | 0.0% | $0.91 | — | *W EXP 12/01/202 | 31811A119 |
| — | HENNESSY CAP ACQUSTION CORP | 1,500,000 | $1.275M | 0.0% | $0.85 | — | *W EXP 09/05/202 | 42589C112 |
| MPLX | MPLX LP | 45,295 | $1.269M | 0.0% | $39.71 | — | COM UNIT REP LTD | 55336V100 |
| OKE | ONEOK INC NEW | 16,899 | $1.238M | 0.0% | $32.05 | +45.4% | COM | 682680103 |
| — | BOXWOOD MERGER CORP | 1,750,000 | $1.225M | 0.0% | $0.38 | — | *W EXP 11/26/202 | 10319T119 |
| — | TUSCAN HOLDINGS CORP | 1,600,000 | $1.216M | 0.0% | $0.78 | — | *W EXP 04/01/202 | 90069K112 |
| — | LIBERTY MEDIA CORP DELAWARE | 1,000,000 | $1.197M | 0.0% | $1.07 | — | NOTE 1.375%10/1 | 531229AB8 |
| ENB | ENBRIDGE INC | 33,984 | $1.192M | 0.0% | $20.25 | +11.9% | COM | 29250N105 |
| — | OPES ACQUISITION CORP | 100,000 | $1.037M | 0.0% | $9.69 | — | COM | 68373P100 |
| — | ARYA SCIENCES ACQUISITION CO | 100,000 | $1.031M | 0.0% | $9.80 | — | SHS CL A | G3165V109 |
| — | CRESTWOOD EQUITY PARTNERS LP | 27,936 | $1.02M | 0.0% | $21.28 | — | UNIT LTD PARTNER | 226344208 |
| — | HAYMAKER ACQUISITION CORP II | 666,666 | $1M | 0.0% | $1.50 | — | *W EXP 10/31/202 | 42087L119 |
| CQP | CHENIERE ENERGY PARTNERS LP | 21,785 | $991K | 0.0% | $29.69 | — | COM UNIT | 16411Q101 |
| — | BLACKROCK FLOAT RATE OME STR | 76,371 | $964K | 0.0% | $12.22 | — | COM | 09255X100 |
| — | FORUM MERGER II CORP | 1,620,000 | $956K | 0.0% | $0.58 | — | *W EXP 09/30/202 | 34986F111 |
| — | EZCORP INC | 1,000,000 | $947K | 0.0% | $1.25 | — | NOTE 2.875% 7/0 | 302301AF3 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 14,000 | $928K | 0.0% | $71.65 | — | COM UNIT RP LP | 559080106 |
| ET | ENERGY TRANSFER LP | 69,888 | $914K | 0.0% | $13.21 | — | COM UT LTD PTN | 29273V100 |
| — | TEVA PHARMACEUTICAL FIN LLC | 1,000,000 | $910K | 0.0% | $0.91 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | TRINE ACQUISITION CORP | 1,150,000 | $909K | 0.0% | $0.76 | — | *W EXP 03/31/202 | 89628U116 |
| ATLC | ATLANTICUS HLDGS CORP | 107,866 | $901K | 0.0% | $2.61 | +136.2% | COM | 04914Y102 |
| — | CF FIN ACQUISITION CORP | 1,500,000 | $900K | 0.0% | $0.43 | — | *W EXP 04/30/202 | 12528N115 |
| — | PURE ACQUISITION CORP | 862,500 | $880K | 0.0% | $1.28 | — | *W EXP 04/17/202 | 74621Q114 |
| — | DFB HEALTHCARE ACQUISTION CO | 599,999 | $864K | 0.0% | $1.30 | — | *W EXP 04/11/202 | 23291E117 |
| EPD | ENTERPRISE PRODS PARTNERS L | 30,000 | $857K | 0.0% | $32.63 | — | COM | 293792107 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 6,677 | $849K | 0.0% | $165.10 | -18.8% | SHS USD | G50871105 |
| TRGP | TARGA RES CORP | 21,184 | $845K | 0.0% | $28.49 | +12.6% | COM | 87612G101 |
| — | GOL LINHAS AEREAS INTLG S A | 53,581 | $829K | 0.0% | $15.47 | — | SPON ADR PFD NEW | 38045R206 |
| — | LEO HOLDINGS CORP | 1,115,000 | $825K | 0.0% | $1.07 | — | *W EXP 02/07/202 | G5463L113 |
| — | AMCI ACQUISITION CORP | 2,300,000 | $805K | 0.0% | $0.28 | — | *W EXP 05/20/202 | 00165R119 |
| — | VECTOIQ ACQUISITION CORP | 1,620,000 | $794K | 0.0% | $0.51 | — | *W EXP 05/11/202 | 92243N111 |
| — | ACT II GLOBAL ACQUISITION CO | 900,000 | $792K | 0.0% | $0.88 | — | *W EXP 04/30/202 | G0080J120 |
| — | PHILLIPS 66 PARTNERS LP | 13,900 | $787K | 0.0% | $60.36 | — | COM UNIT REP INT | 718549207 |
| — | BUCKEYE PARTNERS L P | 19,000 | $781K | 0.0% | $54.62 | — | UNIT LTD PARTN | 118230101 |
| — | EATON VANCE SR FLTNG RTE TR | 59,593 | $777K | 0.0% | $12.79 | — | COM | 27828Q105 |
| WMB | WILLIAMS COS INC DEL | 31,910 | $768K | 0.0% | $19.23 | -8.3% | COM | 969457100 |
| — | GIGCAPITAL INC | 1,125,000 | $763K | 0.0% | $0.47 | — | *W EXP 06/08/202 | 37518N122 |
| — | MONOCLE ACQUISITION CORP | 1,680,597 | $756K | 0.0% | $0.32 | — | *W EXP 12/06/202 | 609754114 |
| — | EATON VANCE FLTING RATE INC | 56,782 | $751K | 0.0% | $12.86 | — | COM | 278279104 |
| — | GS ACQUISITION HLDGS CORP | 500,000 | $750K | 0.0% | $1.65 | — | *W EXP 06/12/202 | 36255F110 |
| — | CRESCENT ACQUISITION CORP | 1,000,000 | $750K | 0.0% | $0.75 | — | *W EXP 03/08/202 | 22564L113 |
| PAA | PLAINS ALL AMERN PIPELINE L | 36,000 | $747K | 0.0% | $28.97 | — | UNIT LTD PARTN | 726503105 |
| — | CONYERS PK II ACQUISITION CO | 75,000 | $746K | 0.0% | $9.95 | — | COM CL A | 212896104 |
| — | ADAM NAT RES FD INC | 46,664 | $739K | 0.0% | $15.04 | — | COM | 00548F105 |
| — | CHASERG TECHNLGY ACQUISITN C | 810,000 | $721K | 0.0% | $0.73 | — | *W EXP 04/10/202 | 16166A111 |
| — | TALLGRASS ENERGY LP | 35,000 | $705K | 0.0% | $23.36 | — | CLASS A SHS | 874696107 |
| — | GRAF INDL CORP | 1,782,000 | $695K | 0.0% | $0.40 | — | *W EXP 12/31/202 | 384278115 |
| — | DIAMONDPEAK HLDGS COR | 766,666 | $675K | 0.0% | $0.88 | — | *W EXP 02/22/202 | 25280H118 |
| — | TWELVE SEAS INVESTMENT COMPA | 1,200,000 | $672K | 0.0% | $0.56 | — | *W EXP 12/22/202 | G9145A115 |
| — | TC PIPELINES LP | 15,700 | $639K | 0.0% | $48.70 | — | UT COM LTD PRT | 87233Q108 |
| — | SOUTH MTN MERGER CORP | 750,000 | $638K | 0.0% | $0.85 | — | *W EXP 06/20/202 | 838884112 |
| — | TORTOISE ACQUISITION CORP | 1,038,969 | $634K | 0.0% | $0.70 | — | *W EXP 03/04/202 | 89154L118 |
| — | FIRST TR SR FLG RTE INCM FD | 52,466 | $630K | 0.0% | $11.39 | — | COM | 33733U108 |
| — | DCP MIDSTREAM LP | 24,000 | $629K | 0.0% | $32.02 | — | COM UT LTD PTN | 23311P100 |
| — | TIBERIUS ACQUISITION CORP | 1,057,500 | $624K | 0.0% | $0.55 | — | *W EXP 02/28/202 | 88633A115 |
| — | BLACKROCK ENHANCED GBL DIV T | 59,853 | $624K | 0.0% | $10.43 | — | COM | 092501105 |
| — | BLACKROCK DEBT STRAT FD INC | 57,453 | $618K | 0.0% | $10.06 | — | COM NEW | 09255R202 |
| — | ENABLE MIDSTREAM PARTNERS LP | 50,000 | $602K | 0.0% | $13.84 | — | COM UNIT RP IN | 292480100 |
| — | GX ACQUISITION CORP | 1,000,000 | $600K | 0.0% | $0.60 | — | *W EXP 05/24/202 | 36251A115 |
| — | HESS MIDSTREAM PARTNERS LP | 30,300 | $584K | 0.0% | $20.84 | — | UNIT LTD PR INT | 428104103 |
| — | RANPAK HLDGS CORP | 775,000 | $581K | 0.0% | $1.20 | — | *W EXP 06/03/202 | 75321W111 |
| — | BLACKROCK FLOATING RATE INCO | 47,273 | $580K | 0.0% | $11.88 | — | COM | 091941104 |
| GEL | GENESIS ENERGY L P | 27,000 | $580K | 0.0% | $35.20 | — | UNIT LTD PARTN | 371927104 |
| WES | WESTERN MIDSTREAM PARTNERS L | 23,000 | $572K | 0.0% | $31.25 | — | COM UNIT LP INT | 958669103 |
| — | HOLLY ENERGY PARTNERS L P | 22,100 | $558K | 0.0% | $30.79 | — | COM UT LTD PTN | 435763107 |
| — | SWITCHBACK ENERGY ACQUISITIO | 566,666 | $538K | 0.0% | $0.95 | — | *W EXP 07/25/202 | 87105M110 |
| — | SHELL MIDSTREAM PARTNERS L P | 26,000 | $532K | 0.0% | $31.47 | — | UNIT LTD INT | 822634101 |
| — | DIVIDEND & INCOME FUND | 44,354 | $530K | 0.0% | $11.19 | — | COM NEW | 25538A204 |
| — | APOLLO SR FLOATING RATE FD I | 35,373 | $525K | 0.0% | $14.55 | — | COM | 037636107 |
| XPHDX | PIONEER FLOATING RATE TR | 49,256 | $519K | 0.0% | $10.00 | — | COM | 72369J102 |
| — | NUVEEN FLTNG RTE INCM OPP FD | 53,889 | $514K | 0.0% | $9.28 | — | COM SHS | 6706EN100 |
| — | CNX MIDSTREAM PARTNERS LP | 36,000 | $508K | 0.0% | $18.21 | — | COM UNIT REPST | 12654A101 |
| — | SCHULTZE SPL PURP ACQUSTN CO | 1,440,000 | $504K | 0.0% | $0.35 | — | *W EXP 12/31/202 | 80821R117 |
| — | TEKLA HEALTHCARE INVS | 27,497 | $504K | 0.0% | $18.28 | — | SH BEN INT | 87911J103 |
| — | RATTLER MIDSTREAM LP | 28,159 | $502K | 0.0% | $19.39 | — | COM UNITS | 75419T103 |
| — | GORES HOLDINGS III INC | 333,332 | $500K | 0.0% | $1.30 | — | *W EXP 09/11/202 | 38286G117 |
| — | NUSTAR ENERGY LP | 17,439 | $494K | 0.0% | $49.79 | — | UNIT COM | 67058H102 |
| — | TEEKAY LNG PARTNERS L P | 36,000 | $491K | 0.0% | $22.73 | — | PRTNRSP UNITS | Y8564M105 |
| — | LEISURE ACQUISITION CORP | 625,000 | $469K | 0.0% | $0.75 | — | *W EXP 12/05/201 | 52539T115 |
| — | ENLINK MIDSTREAM LLC | 55,000 | $468K | 0.0% | $12.33 | — | COM UNIT REP LTD | 29336T100 |
| — | ARES DYNAMIC CR ALLOCATION F | 30,757 | $458K | 0.0% | $14.06 | — | COM | 04014F102 |
| — | NEW FRONTIER CORP | 450,000 | $450K | 0.0% | $1.18 | — | *W EXP 99/99/999 | G6485P124 |
| — | TWELVE SEAS INVESTMENT COMPA | 1,200,000 | $444K | 0.0% | $0.37 | — | RIGHT 12/22/2019 | G9145A131 |
| — | GORDON POINTE ACQUISITION CO | 1,106,820 | $443K | 0.0% | $0.60 | — | *W EXP 07/30/202 | 382788115 |
| PNBK | PATRIOT NATL BANCORP INC | 34,442 | $439K | 0.0% | $19.52 | -28.7% | COM NEW | 70336F203 |
| — | MEGALITH FINL ACQUISITION CO | 1,153,800 | $438K | 0.0% | $0.60 | — | *W EXP 08/26/202 | 58518F117 |
| — | LEGACY ACQUISITION CORP | 1,250,000 | $438K | 0.0% | $0.35 | — | *W EXP 11/30/202 | 524643111 |
| — | BIOCERES CROP SOLUTIONS CORP | 1,249,900 | $425K | 0.0% | $0.27 | — | *W EXP 03/14/202 | G1117K106 |
| — | EQM MIDSTREAM PARTNERS LP | 13,000 | $425K | 0.0% | $50.92 | — | UNIT LTD PARTN | 26885B100 |
| — | NUVEEN VIRGINIA QLTY MUNCPL | 30,282 | $419K | 0.0% | $12.30 | — | COM | 67064R102 |
| — | LANDCADIA HLDGS II INC | 583,332 | $414K | 0.0% | $0.71 | — | *W EXP 05/09/202 | 51476X113 |
| — | REPLAY ACQUISITION CORP | 575,000 | $397K | 0.0% | $0.69 | — | *W EXP 03/01/202 | G75130115 |
| — | WESTERN ASSET INTM MUNI FD I | 42,799 | $393K | 0.0% | $8.46 | — | COM | 958435109 |
| — | NUVEEN SR INCOME FD | 67,433 | $389K | 0.0% | $5.60 | — | COM | 67067Y104 |
| AM | ANTERO MIDSTREAM CORP | 52,600 | $389K | 0.0% | $6.28 | -30.8% | COM | 03676B102 |
| — | LF CAP ACQUISITION CORP | 1,200,000 | $384K | 0.0% | $0.55 | — | *W EXP 06/22/202 | 50200K116 |
| — | EATON VANCE SR INCOME TR | 62,630 | $383K | 0.0% | $6.03 | — | SH BEN INT | 27826S103 |
| — | APOLLO TACTICAL INCOME FD IN | 25,048 | $379K | 0.0% | $14.03 | — | COM | 037638103 |
| — | BLACKROCK ENHANCED INTL DIV | 69,052 | $375K | 0.0% | $5.08 | — | COM BENE INTER | 092524107 |
| — | ROYCE VALUE TR INC | 26,933 | $371K | 0.0% | $12.12 | — | COM | 780910105 |
| — | SC HEALTH CORP | 300,000 | $360K | 0.0% | $1.20 | — | *W EXP 99/99/999 | G78516401 |
| — | FAR PT ACQUISITION CORP | 299,999 | $360K | 0.0% | $1.39 | — | *W EXP 06/01/202 | 30734W117 |
| — | PIVOTAL INVT CORP II | 333,332 | $357K | 0.0% | $1.07 | — | *W EXP 06/01/202 | 72582K118 |
| — | BLACKROCK MUNIYIELD PA QLTY | 24,508 | $348K | 0.0% | $12.96 | — | COM | 09255G107 |
| — | DWS MUN INCOME TR NEW | 27,210 | $315K | 0.0% | $10.35 | — | COM | 233368109 |
| — | CBRE CLARION GLOBAL REAL EST | 39,648 | $314K | 0.0% | $6.59 | — | COM | 12504G100 |
| — | LEO HOLDINGS CORP | 30,600 | $313K | 0.0% | $9.65 | — | COM CL A | G5463L105 |
| UGI | UGI CORP NEW | 6,017 | $302K | 0.0% | $49.97 | 0.0% | COM | 902681105 |
| — | FEDERATED PREM MUN INC FD | 21,084 | $299K | 0.0% | $12.78 | — | COM | 31423P108 |
| — | BP MIDSTREAM PARTNERS LP | 20,000 | $292K | 0.0% | $19.62 | — | UNIT LTD PTNR | 0556EL109 |
| — | VOYA INFRASTRUCTURE INDLS & | 24,671 | $282K | 0.0% | $11.23 | — | COM | 92912X101 |
| NVST | ENVISTA HLDGS CORP | 10,000 | $279K | 0.0% | $27.93 | 0.0% | COM | 29415F104 |
| — | SOURCE CAP INC | 7,603 | $278K | 0.0% | $36.56 | — | COM | 836144105 |
| — | CLOUGH GLOBAL OPPORTUNITIES | 30,155 | $276K | 0.0% | $8.88 | — | SH BEN INT | 18914E106 |
| — | MEDALLIA INC | 10,000 | $274K | 0.0% | $27.40 | — | COM | 584021109 |
| XVMMX | DELAWARE INV MN MUN INC FD I | 20,831 | $273K | 0.0% | $12.11 | — | COM | 24610V103 |
| — | REGALWOOD GLOBAL ENERGY LTD | 440,925 | $265K | 0.0% | $1.10 | — | *W EXP 12/05/202 | G74760128 |
| — | NUVEEN MICHIGAN QLT MUN INC | 18,858 | $263K | 0.0% | $12.68 | — | COM | 670979103 |
| — | SPARTAN ENERGY ACQUISITON CO | 434,999 | $261K | 0.0% | $0.97 | — | *W EXP 08/27/202 | 846784122 |
| — | TUSCAN HLDGS CORP II | 475,000 | $259K | 0.0% | $0.55 | — | *W EXP 04/01/202 | 90070A111 |
| — | BLACKROCK RES & COMM STRAT T | 34,349 | $257K | 0.0% | $7.16 | — | SHS | 09257A108 |
| — | RETAIL VALUE INC | 6,915 | $256K | 0.0% | $32.63 | — | COM | 76133Q102 |
| — | THL CR SR LN FD | 17,070 | $256K | 0.0% | $15.21 | — | COM | 87244R103 |
| SNAXW | ANDINA ACQUISITION CORP III | 1,200,000 | $252K | 0.0% | $0.21 | — | *W EXP 07/31/202 | G04415124 |
| XBNYX | BLACKROCK N Y MUN INCOME TR | 16,821 | $238K | 0.0% | $12.19 | — | SH BEN INT | 09248L106 |
| — | NEBULA ACQUISITION CORP | 233,332 | $233K | 0.0% | $0.91 | — | *W EXP 03/12/202 | 629076118 |
| — | GORES METROPOULOS INC | 166,666 | $233K | 0.0% | $1.40 | — | *W EXP 01/28/202 | 382872117 |
| — | DTF TAX-FREE INCOME INC | 15,883 | $230K | 0.0% | $13.33 | — | COM | 23334J107 |
| — | B RILEY PRINCIPAL MERGER COR | 425,000 | $230K | 0.0% | $0.54 | — | *W EXP 04/08/202 | 05586Y114 |
| — | ABERDEEN TOTAL DYNAMIC DIVD | 27,271 | $227K | 0.0% | $7.69 | — | COM SH BEN INT | 00326L100 |
| — | BLACKROCK MUNIHLDNGS QLTY II | 17,359 | $222K | 0.0% | $11.75 | — | COM | 09254C107 |
| — | BOULDER GROWTH & INCOME FD I | 19,694 | $221K | 0.0% | $11.22 | — | COM | 101507101 |
| — | EATON VANCE LTD DUR INCOME F | 17,405 | $218K | 0.0% | $12.17 | — | COM | 27828H105 |
| XMUSX | BLACKROCK MUNIHOLDNGS QLTY I | 16,880 | $216K | 0.0% | $11.41 | — | COM | 09254A101 |
| — | GIGCAPITAL2 INC | 765,000 | $215K | 0.0% | $0.28 | — | *W EXP 02/28/202 | 375036118 |
| — | NUVEEN OHIO QLTY MUN INCOME | 13,464 | $212K | 0.0% | $13.64 | — | COM | 670980101 |
| — | GAIN CAP HLDGS INC | 225,000 | $211K | 0.0% | $1.03 | — | NOTE 5.000% 8/1 | 36268WAF7 |
| — | NUVEEN ARIZONA QLTY MUN INC | 15,705 | $211K | 0.0% | $11.88 | — | COM | 67061W104 |
| — | SOCIAL CAP HEDOSOPHIA HLDGS | 83,334 | $208K | 0.0% | $1.75 | — | *W EXP 09/14/202 | G8250R129 |
| — | NRC GROUP HLDGS CORP | 87,500 | $207K | 0.0% | $0.81 | — | *W EXP 10/17/202 | 629375114 |
| — | ALLEGRO MERGER CORP | 900,000 | $207K | 0.0% | $0.35 | — | *W EXP 01/06/202 | 01749N111 |
| XAWPX | ABERDEEN GLOBAL PREMIER PPTY | 33,154 | $206K | 0.0% | $6.21 | — | COM SH BEN INT | 00302L108 |
| — | TEKLA LIFE SCIENCES INVS | 12,784 | $193K | 0.0% | $15.10 | — | SH BEN INT | 87911K100 |
| MMLP | MARTIN MIDSTREAM PRTNRS L P | 40,794 | $185K | 0.0% | $23.44 | — | UNIT L P INT | 573331105 |
| — | TARGET HOSPITALITY CORP | 266,666 | $183K | 0.0% | $0.69 | — | *W EXP 03/15/202 | 87615L115 |
| — | CYCLERION THERAPEUTICS INC | 14,842 | $180K | 0.0% | $11.45 | — | COM | 23255M105 |
| — | CHURCHILL CAP CORP II | 116,666 | $175K | 0.0% | $1.50 | — | *W EXP 07/02/202 | 17143G114 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 36,000 | $175K | 0.0% | $23.30 | — | COM UNIT LTD | 866142102 |
| — | ADVENT CONVERTIBLE & INCOME | 11,932 | $174K | 0.0% | $12.82 | — | COM | 00764C109 |
| — | ABERDEEN GLOBAL DYNAMIC DIVI | 18,023 | $174K | 0.0% | $8.55 | — | COM | 00302M106 |
| — | BLACKROCK MUNIYIELD N J FD I | 11,043 | $169K | 0.0% | $12.95 | — | COM | 09254Y109 |
| — | TKK SYMPHONY ACQUISITION COR | 1,850,000 | $167K | 0.0% | $0.23 | — | *W EXP 02/20/202 | G88950129 |
| — | DELAWARE ENHANCED GBL DIV & | 16,905 | $167K | 0.0% | $9.00 | — | COM | 246060107 |
| — | DIAMOND EAGLE ACQUISITION CO | 200,000 | $162K | 0.0% | $0.81 | — | *W EXP 06/30/202 | 25258L117 |
| — | ADESTO TECHNOLOGIES CORP | 18,245 | $156K | 0.0% | $8.55 | — | COM | 00687D101 |
| NESRW | NATIONAL ENERGY SERVICES REU | 383,983 | $154K | 0.0% | $0.55 | — | *W EXP 05/05/202 | G6375R115 |
| — | COLLIER CREEK HOLDINGS | 116,666 | $152K | 0.0% | $1.20 | — | *W EXP 99/99/999 | G22707114 |
| — | NUVEEN CONNECTICUT QLTY MUN | 11,140 | $149K | 0.0% | $11.61 | — | COM | 67060D107 |
| — | NUVEEN NORTH CAROLINA QLTY M | 10,940 | $148K | 0.0% | $12.15 | — | COM | 67060P100 |
| — | BLACKROCK MUNIYLD MICH QLTY | 10,544 | $148K | 0.0% | $12.60 | — | COM | 09254V105 |
| — | NETFIN ACQUISITION CORP | 500,000 | $148K | 0.0% | $0.30 | — | *W EXP 08/01/202 | G6455A115 |
| — | VOYA GLBL EQTY DIV & PREM OP | 20,813 | $125K | 0.0% | $6.01 | — | COM | 92912T100 |
| — | AKAZOO SA | 154,697 | $119K | 0.0% | $0.77 | — | *W EXP 09/11/202 | L0164E116 |
| — | SPIRIT MTA REIT | 13,370 | $113K | 0.0% | $11.52 | — | COM SHS BEN IN | 84861U105 |
| — | TPG PACE HLDGS CORP | 66,666 | $105K | 0.0% | $0.46 | — | *W EXP 06/27/202 | G89827110 |
| — | DERMTECH INC | 700,000 | $84,000 | 0.0% | $0.12 | — | *W EXP 08/29/202 | 24984K113 |
| — | FALCON MINERALS CORP | 222,879 | $82,000 | 0.0% | $1.72 | — | *W EXP 07/21/202 | 30607B208 |
| — | ARYA SCIENCES ACQUISITION CO | 50,000 | $76,000 | 0.0% | $1.60 | — | *W EXP 10/10/202 | G3165V125 |
| — | MADISON CVRED CALL & EQ STR | 11,895 | $76,000 | 0.0% | $6.30 | — | COM | 557437100 |
| — | NESCO HLDGS INC | 83,333 | $72,000 | 0.0% | $0.86 | — | *W EXP 01/01/202 | 64083J112 |
| — | HL ACQUISITIONS CORP | 270,000 | $70,000 | 0.0% | $0.36 | — | *W EXP 06/21/202 | G4603R122 |
| — | DASEKE INC | 378,003 | $68,000 | 0.0% | $1.12 | — | *W EXP 02/27/202 | 23753F115 |
| — | TENZING ACQUISITION CORP | 250,000 | $62,000 | 0.0% | $0.33 | — | *W EXP 02/23/202 | G8708A108 |
| — | OAKTREE ACQUISITION CORP | 66,666 | $57,000 | 0.0% | $0.86 | — | *W EXP 99/99/999 | G67145113 |
| — | PENSARE ACQUISITION CORP | 250,000 | $55,000 | 0.0% | $0.50 | — | *W EXP 07/27/202 | 70957E113 |
| — | SENTINEL ENERGY SVCS INC | 133,333 | $53,000 | 0.0% | $0.83 | — | *W EXP 11/02/202 | 81728P113 |
| — | ROSEHILL RES INC | 244,800 | $47,000 | 0.0% | $1.09 | — | *W EXP 04/27/202 | 777385113 |
| — | KBL MERGER CORP IV | 500,000 | $45,000 | 0.0% | $0.17 | — | *W EXP 01/15/202 | 48242A112 |
| — | BIG ROCK PARTNERS ACQUISI CO | 200,000 | $44,000 | 0.0% | $0.37 | — | RIGHT 12/01/2022 | 089482129 |
| — | CONYERS PK II ACQUISITION CO | 18,750 | $38,000 | 0.0% | $2.03 | — | *W EXP 07/18/202 | 212896112 |
| — | OPES ACQUISITION CORP | 250,000 | $34,000 | 0.0% | $0.14 | — | *W EXP 03/13/202 | 68373P118 |
| — | PROFICIENT ALPHA ACQUSTN COR | 400,000 | $28,000 | 0.0% | $0.14 | — | *W EXP 04/30/202 | 74317H113 |
| — | ESTRE AMBIENTAL INC | 661,870 | $26,000 | 0.0% | $0.30 | — | *W EXP 12/21/202 | G3206V118 |
| — | LONGEVITY ACQUISITION CORP | 125,000 | $25,000 | 0.0% | $0.40 | — | RIGHT 07/31/2020 | G56372124 |
| — | BIG ROCK PARTNERS ACQUISI CO | 100,000 | $17,000 | 0.0% | $0.40 | — | *W EXP 12/01/202 | 089482111 |
| — | PHUNWARE INC | 58,632 | $16,000 | 0.0% | $0.29 | — | *W EXP 12/26/202 | 71948P118 |
| — | LONGEVITY ACQUISITION CORP | 125,000 | $11,000 | 0.0% | $0.15 | — | *W EXP 07/31/202 | G56372116 |
| — | INFRA AND ENERGY ALTRNTIVE I | 343,006 | $10,000 | 0.0% | $0.95 | — | *W EXP 05/20/202 | 45686J112 |