Location: Greenwich, CT
CIK: 0001167456 · Show all filings
Period: Q4 2019 (← Previous) (Next →)
Filing Date: Feb 14, 2020
Total Value: $5.923B (62.4% shares, 37.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ADVANCED MICRO DEVICES INC | 39,000,000 | $226M | 3.8% | $1.93 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | MICROCHIP TECHNOLOGY INC | 93,800,000 | $202M | 3.4% | $1.59 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | WABCO HLDGS INC | 1,120,682 | $152M | 2.6% | $132.41 | — | COM | 92927K102 |
| — | ALLERGAN PLC | 786,723 | $150M | 2.5% | $167.46 | — | SHS | G0177J108 |
| — | MELLANOX TECHNOLOGIES LTD | 1,215,641 | $142M | 2.4% | $116.43 | — | SHS | M51363113 |
| — | WELLCARE HEALTH PLANS INC | 410,180 | $135M | 2.3% | $279.06 | — | COM | 94946T106 |
| — | WRIGHT MED GROUP N V | 4,295,686 | $131M | 2.2% | $30.48 | — | ORD SHS | N96617118 |
| — | MEDICINES CO | 1,528,417 | $130M | 2.2% | $84.94 | — | COM | 584688105 |
| — | CYPRESS SEMICONDUCTOR CORP | 5,501,767 | $128M | 2.2% | $22.24 | — | COM | 232806109 |
| — | ACACIA COMMUNICATIONS INC | 1,892,610 | $128M | 2.2% | $65.40 | — | COM | 00401C108 |
| — | STARS GROUP INC | 4,850,843 | $127M | 2.1% | $26.09 | — | COM | 85570W100 |
| — | TIFFANY & CO NEW | 899,223 | $120M | 2.0% | $133.65 | — | COM | 886547108 |
| — | ZAYO GROUP HLDGS INC | 3,438,231 | $119M | 2.0% | $33.12 | — | COM | 98919V105 |
| — | ADVANCED DISP SVCS INC DEL | 3,611,549 | $119M | 2.0% | $31.94 | — | COM | 00790X101 |
| — | SPRINT CORPORATION | 19,475,856 | $101M | 1.7% | $5.81 | — | COM | 85207U105 |
| — | CAESARS ENTMT CORP | 7,299,390 | $99.27M | 1.7% | $11.82 | — | COM | 127686103 |
| — | RA PHARMACEUTICALS INC | 1,906,663 | $89.48M | 1.5% | $46.93 | — | COM | 74933V108 |
| — | MERCADOLIBRE INC | 56,575,000 | $84.61M | 1.4% | $1.47 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | FITBIT INC | 12,849,714 | $84.42M | 1.4% | $6.57 | — | CL A | 33812L102 |
| — | AUDENTES THERAPEUTICS INC | 1,358,308 | $81.28M | 1.4% | $59.84 | — | COM | 05070R104 |
| — | MICROCHIP TECHNOLOGY INC | 53,185,000 | $77.39M | 1.3% | $1.18 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | SQUARE INC | 27,620,000 | $75.54M | 1.3% | $2.75 | — | NOTE 0.375% 3/0 | 852234AB9 |
| — | TALLGRASS ENERGY LP | 3,078,072 | $68.09M | 1.1% | $22.13 | — | CLASS A SHS | 874696107 |
| — | SPLUNK INC | 45,950,000 | $56.78M | 1.0% | $1.10 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | EL PASO ELEC CO | 806,421 | $54.75M | 0.9% | $65.76 | — | COM NEW | 283677854 |
| — | WORKDAY INC | 41,350,000 | $53.03M | 0.9% | $1.46 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | RAYTHEON CO | 227,308 | $49.95M | 0.8% | $173.88 | — | COM NEW | 755111507 |
| — | AEROJET ROCKETDYNE HLDGS INC | 26,500,000 | $48.2M | 0.8% | $1.34 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | KEMET CORP | 1,744,808 | $47.2M | 0.8% | $27.05 | — | COM NEW | 488360207 |
| — | FIREEYE INC | 46,625,000 | $47.1M | 0.8% | $0.98 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | WAYFAIR INC | 44,925,000 | $46.67M | 0.8% | $1.04 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | LIBERTY PPTY TR | 755,000 | $45.34M | 0.8% | $60.05 | — | SH BEN INT | 531172104 |
| — | TECH DATA CORP | 311,829 | $44.78M | 0.8% | $143.60 | — | COM | 878237106 |
| — | TESLA INC | 28,025,000 | $42.44M | 0.7% | $0.98 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | PATTERN ENERGY GROUP INC | 1,565,711 | $41.89M | 0.7% | $26.76 | — | CL A | 70338P100 |
| — | SERVICENOW INC | 19,782,000 | $41.78M | 0.7% | $1.86 | — | NOTE 6/0 | 81762PAC6 |
| GNW | GENWORTH FINL INC | 8,652,172 | $38.07M | 0.6% | $4.12 | +1.9% | COM CL A | 37247D106 |
| — | ANIXTER INTL INC | 411,841 | $37.93M | 0.6% | $92.10 | — | COM | 035290105 |
| — | CHEGG INC | 24,300,000 | $36.96M | 0.6% | $1.39 | — | NOTE 0.250% 5/1 | 163092AB5 |
| PACB | PACIFIC BIOSCIENCES CALIF IN | 6,953,621 | $35.74M | 0.6% | $6.36 | -20.1% | COM | 69404D108 |
| — | NEUROCRINE BIOSCIENCES INC | 22,950,000 | $35.26M | 0.6% | $1.38 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | INTERXION HOLDING N.V | 400,000 | $33.52M | 0.6% | $83.81 | — | SHS | N47279109 |
| — | DISH NETWORK CORP | 32,675,000 | $31.51M | 0.5% | $0.88 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | FTI CONSULTING INC | 24,960,000 | $31.35M | 0.5% | $1.22 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | DYCOM INDS INC | 32,173,000 | $31.34M | 0.5% | $0.94 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | ETSY INC | 21,005,000 | $29.68M | 0.5% | $1.63 | — | NOTE 3/0 | 29786AAC0 |
| — | ALLEGHENY TECHNOLOGIES INC | 18,250,000 | $29.08M | 0.5% | $1.38 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | ZENDESK INC | 21,100,000 | $28.86M | 0.5% | $1.51 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 33,825,000 | $28.69M | 0.5% | $1.05 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | MERITOR INC | 25,075,000 | $27.34M | 0.5% | $0.99 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | CHANGE HEALTHCARE INC | 450,175 | $27.15M | 0.5% | $47.72 | — | UNIT 99/99/9999 | 15912K209 |
| — | ARQULE INC | 1,350,000 | $26.95M | 0.5% | $19.96 | — | COM | 04269E107 |
| — | ARES CAP CORP | 25,150,000 | $26.8M | 0.5% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | INFINERA CORPORATION | 25,075,000 | $26.59M | 0.4% | $0.96 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | EXACT SCIENCES CORP | 18,337,000 | $26.52M | 0.4% | $1.42 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | II VI INC | 25,050,000 | $25.58M | 0.4% | $0.99 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | AMAG PHARMACEUTICALS INC | 30,125,000 | $25.42M | 0.4% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | COLFAX CORP | 158,950 | $25.03M | 0.4% | $130.29 | — | UNIT 01/15/2022T | 194014205 |
| — | IBERIABANK CORP | 306,478 | $22.93M | 0.4% | $74.83 | — | COM | 450828108 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL L | 20,850,000 | $22.27M | 0.4% | $1.00 | — | NOTE 5.750%10/1 | G81075AF3 |
| — | NOVELLUS SYS INC | 2,400,000 | $21.91M | 0.4% | $3.02 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | VEECO INSTRS INC DEL | 23,000,000 | $21.74M | 0.4% | $0.92 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | PRICELINE GRP INC | 13,675,000 | $21.26M | 0.4% | $1.47 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | CLEVELAND CLIFFS INC | 17,613,000 | $21.1M | 0.4% | $1.10 | — | DBCV 1.500% 1/1 | 185899AA9 |
| ILMN | ILLUMINA INC | 61,937 | $20.42M | 0.3% | $304.66 | -0.5% | COM | 452327109 |
| — | LIGAND PHARMACEUTICALS INC | 23,325,000 | $20.19M | 0.3% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | HAYMAKER ACQUISITION CORP II | 1,998,998 | $20.11M | 0.3% | $9.90 | — | COM CL A | 42087L101 |
| — | INDEPENDENT BK GROUP INC | 346,021 | $19.18M | 0.3% | $55.44 | — | COM | 45384B106 |
| — | ACHILLION PHARMACEUTICALS IN | 3,161,883 | $19.07M | 0.3% | $6.03 | — | COM | 00448Q201 |
| — | THERAVANCE INC | 18,768,000 | $18.9M | 0.3% | $0.85 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | SEACOR HOLDINGS INC | 19,244,000 | $18.9M | 0.3% | $0.98 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | VIAVI SOLUTIONS INC | 15,000,000 | $18.9M | 0.3% | $1.19 | — | NOTE 1.750% 6/0 | 925550AE5 |
| — | WORKDAY INC | 9,175,000 | $18.56M | 0.3% | $1.37 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | ZILLOW GROUP INC | 18,775,000 | $18.07M | 0.3% | $0.93 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | REDWOOD TR INC | 17,600,000 | $17.97M | 0.3% | $0.99 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | BLACKSTONE MTG TR INC | 16,675,000 | $17.92M | 0.3% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | HERCULES CAPITAL INC | 17,425,000 | $17.84M | 0.3% | $1.01 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | APOLLO COML REAL EST FIN INC | 17,300,000 | $17.62M | 0.3% | $0.96 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | FORTIVE CORP | 18,050 | $17.59M | 0.3% | $1055.52 | — | 5% PFD CNV SER A | 34959J207 |
| NMRK | NEWMARK GROUP INC | 1,305,979 | $17.57M | 0.3% | $8.31 | +31.2% | CL A | 65158N102 |
| — | LUMENTUM HLDGS INC | 11,996,000 | $17.54M | 0.3% | $1.17 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | HUBSPOT INC | 10,000,000 | $17.33M | 0.3% | $1.80 | — | NOTE 0.250% 6/0 | 443573AB6 |
| — | LANDCADIA HLDGS II INC | 1,749,996 | $17.27M | 0.3% | $9.71 | — | CL A | 51476X105 |
| — | SWITCHBACK ENERGY ACQUISITIO | 1,699,998 | $16.61M | 0.3% | $9.71 | — | COM CL A | 87105M102 |
| KTB | KONTOOR BRANDS INC | 385,381 | $16.18M | 0.3% | $29.07 | +29.9% | COM | 50050N103 |
| ACA | ARCOSA INC | 354,375 | $15.79M | 0.3% | $27.18 | +38.7% | COM | 039653100 |
| FTDR | FRONTDOOR INC | 331,481 | $15.72M | 0.3% | $29.63 | +58.1% | COM | 35905A109 |
| — | PROSPECT CAPITAL CORPORATION | 14,625,000 | $15.6M | 0.3% | $1.01 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| WH | WYNDHAM HOTELS & RESORTS INC | 248,176 | $15.59M | 0.3% | $60.38 | -8.0% | COM | 98311A105 |
| — | HOPE BANCORP INC | 16,300,000 | $15.38M | 0.3% | $0.92 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| OPTU | ALTICE USA INC | 564,379 | $15.29M | 0.3% | $17.78 | +55.4% | CL A | 02156K103 |
| — | OPKO HEALTH INC | 19,050,000 | $14.99M | 0.3% | $0.95 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | OMEROS CORP | 15,350,000 | $14.96M | 0.3% | $0.97 | — | NOTE 6.250%11/1 | 682143AE2 |
| — | MFA FINL INC | 14,225,000 | $14.89M | 0.3% | $1.01 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| DOW | DOW INC | 268,182 | $14.68M | 0.2% | $36.37 | +0.9% | COM | 260557103 |
| — | LOGMEIN INC | 170,000 | $14.58M | 0.2% | $85.74 | — | COM | 54142L109 |
| NVT | NVENT ELECTRIC PLC | 566,653 | $14.49M | 0.2% | $21.97 | -6.2% | SHS | G6700G107 |
| — | RMG ACQUISITION CORP | 1,449,896 | $14.47M | 0.2% | $9.77 | — | CL A | 749641106 |
| CTVA | CORTEVA INC | 483,433 | $14.12M | 0.2% | $25.35 | -3.3% | COM | 22052L104 |
| — | GX ACQUISITION CORP | 1,398,800 | $14M | 0.2% | $9.95 | — | COM CL A | 36251A107 |
| — | APERGY CORP | 409,709 | $13.84M | 0.2% | $41.39 | — | COM | 03755L104 |
| FOXA | FOX CORP | 364,341 | $13.51M | 0.2% | $35.28 | -10.4% | CL A COM | 35137L105 |
| — | REDWOOD TR INC | 13,100,000 | $13.45M | 0.2% | $0.99 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | BENEFITFOCUS INC | 15,150,000 | $13.14M | 0.2% | $0.87 | — | NOTE 1.250%12/1 | 08180DAB2 |
| — | DIAMONDPEAK HLDGS COR | 1,299,998 | $12.94M | 0.2% | $9.72 | — | COM CL A | 25280H100 |
| ALC | ALCON INC | 226,778 | $12.83M | 0.2% | $57.87 | -2.4% | ORD SHS | H01301128 |
| ILPT | INDUSTRIAL LOGISTICS PPTYS T | 565,786 | $12.69M | 0.2% | $20.35 | — | COM SHS BEN INT | 456237106 |
| — | IAA INC | 269,023 | $12.55M | 0.2% | $43.64 | — | COM | 449253103 |
| — | SCORPIO TANKERS INC | 10,000,000 | $12.31M | 0.2% | $0.96 | — | NOTE 3.000% 5/1 | 80918TAB5 |
| — | OASIS PETE INC NEW | 15,625,000 | $12.29M | 0.2% | $0.92 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | PURE STORAGE INC | 12,175,000 | $12.13M | 0.2% | $0.96 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | JUNIPER INDL HLDGS INC | 1,200,000 | $12.12M | 0.2% | $10.10 | — | UNIT 11/13/2026 | 48205G205 |
| — | RH | 9,225,000 | $11.73M | 0.2% | $1.08 | — | NOTE 6/1 | 74967XAA1 |
| — | QUOTIENT TECHNOLOGY INC | 11,450,000 | $11.31M | 0.2% | $0.95 | — | NOTE 1.750%12/0 | 749119AB9 |
| — | CENTERPOINT ENERGY INC | 231,425 | $11.31M | 0.2% | $50.45 | — | DEP RP PFD CV B | 15189T503 |
| — | CISION LTD | 1,122,878 | $11.2M | 0.2% | $9.97 | — | SHS | G1992S109 |
| — | LIVENT CORP | 1,281,400 | $10.96M | 0.2% | $10.37 | — | COM | 53814L108 |
| — | TORTOISE ACQUISITION CORP | 1,077,938 | $10.74M | 0.2% | $9.72 | — | CL A | 89154L100 |
| — | INTREXON CORP | 17,500,000 | $10.66M | 0.2% | $1.19 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | TEAM INC | 10,000,000 | $10.49M | 0.2% | $1.11 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | PACIRA BIOSCIENCES | 10,000,000 | $10.42M | 0.2% | $0.99 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | APOLLO COML REAL EST FIN INC | 10,300,000 | $10.37M | 0.2% | $1.01 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | CHP MERGER CORP | 1,000,000 | $10.17M | 0.2% | $10.17 | — | UNIT 11/22/2024 | 12558Y205 |
| — | FINSERV ACQUISITION CORP | 1,000,000 | $10.15M | 0.2% | $10.15 | — | UNIT 12/31/2026 | 318085206 |
| — | ACAMAR PARTNERS ACQSITION CO | 1,000,000 | $10.02M | 0.2% | $9.72 | — | CL A | 004285102 |
| — | VIAVI SOLUTIONS INC | 7,740,000 | $10M | 0.2% | $1.18 | — | NOTE 1.000% 3/0 | 925550AB1 |
| THBR | THUNDER BRDG ACQUISTION II L | 1,000,000 | $9.95M | 0.2% | $9.95 | — | CL A SHS | G8857S116 |
| — | PIVOTAL INVT CORP II | 999,996 | $9.94M | 0.2% | $9.70 | — | COM CL A | 72582K100 |
| — | WESCO AIRCRAFT HLDGS INC | 898,496 | $9.901M | 0.2% | $11.01 | — | COM | 950814103 |
| — | NEW PROVIDENCE ACQUISITIN CO | 1,000,000 | $9.86M | 0.2% | $9.86 | — | COM CL A | 64822P106 |
| — | UNION ACQUISITION CORP II | 1,000,000 | $9.85M | 0.2% | $9.85 | — | SHS | G9402Q100 |
| — | EXPERIENCE INVESTMENT CORP | 999,996 | $9.75M | 0.2% | $9.75 | — | COM CL A | 30217C109 |
| — | CONTINENTAL BLDG PRODS INC | 262,613 | $9.567M | 0.2% | $36.43 | — | COM | 211171103 |
| — | CF FIN ACQUISITION CORP | 917,006 | $9.381M | 0.2% | $9.90 | — | COM CL A | 12528N107 |
| — | TUSCAN HLDGS CORP II | 950,000 | $9.367M | 0.2% | $9.81 | — | COM | 90070A103 |
| — | MOMO INC | 9,725,000 | $9.062M | 0.2% | $0.91 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| — | RETROPHIN INC | 11,500,000 | $8.944M | 0.2% | $0.90 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | BLACKSTONE MTG TR INC | 8,375,000 | $8.932M | 0.2% | $1.02 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| REZI | RESIDEO TECHNOLOGIES INC | 739,608 | $8.824M | 0.1% | $21.11 | -46.1% | COM | 76118Y104 |
| — | ACT II GLOBAL ACQUISITION CO | 850,000 | $8.594M | 0.1% | $9.70 | — | CL A SHS | G0080J104 |
| — | TRINE ACQUISITION CORP | 860,000 | $8.583M | 0.1% | $9.70 | — | COM CL A | 89628U108 |
| — | KARYOPHARM THERAPEUTICS INC | 6,000,000 | $8.576M | 0.1% | $1.43 | — | NOTE 3.000%10/1 | 48576UAA4 |
| — | INSTRUCTURE INC | 174,909 | $8.432M | 0.1% | $48.21 | — | COM | 45781U103 |
| TSLA | TESLA INC | 19,730 | $8.223M | 0.1% | $17.68 | +22.7% | COM | 88160R101 |
| — | TPG SPECIALTY LENDING INC | 7,500,000 | $7.972M | 0.1% | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | MONOCLE ACQUISITION CORP | 780,597 | $7.946M | 0.1% | $9.80 | — | COM | 609754106 |
| MAPS | SILVER SPIKE ACQUISITION COR | 800,000 | $7.936M | 0.1% | $9.92 | — | CL A SHS | G8136L106 |
| — | SOUTH MTN MERGER CORP | 800,000 | $7.896M | 0.1% | $9.80 | — | COM CL A | 838884104 |
| — | LYON WILLIAM HOMES | 388,406 | $7.76M | 0.1% | $19.98 | — | CL A NEW | 552074700 |
| — | ECHO GLOBAL LOGISTICS INC | 7,631,000 | $7.642M | 0.1% | $0.99 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | OSPREY TECHNLGY AQUISTION CO | 750,000 | $7.635M | 0.1% | $10.18 | — | UNIT 10/30/2024 | 68839R401 |
| — | NUANCE COMMUNICATIONS INC | 7,500,000 | $7.57M | 0.1% | $1.01 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | NUTANIX INC | 7,500,000 | $7.479M | 0.1% | $0.94 | — | NOTE 1/1 | 67059NAB4 |
| — | INTERCEPT PHARMACEUTICALS IN | 5,550,000 | $7.399M | 0.1% | $0.95 | — | NOTE 2.000% 5/1 | 45845PAB4 |
| — | MERIDA MERGER CORP I | 750,000 | $7.298M | 0.1% | $9.73 | — | COM | 58953M106 |
| — | HEALTHCARE MERGER CORP | 700,000 | $7.245M | 0.1% | $10.35 | — | UNIT 12/17/2021 | 42227L201 |
| — | NEW MTN FIN CORP | 6,875,000 | $7.235M | 0.1% | $1.01 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | GDS HLDGS LTD | 5,700,000 | $6.918M | 0.1% | $1.04 | — | NOTE 2.000% 6/0 | 36165LAB4 |
| — | IAC INTERACTIVECORP | 27,715 | $6.904M | 0.1% | $223.45 | — | COM | 44919P508 |
| — | Q2 HLDGS INC | 4,525,000 | $6.869M | 0.1% | $1.43 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| — | LENDINGTREE INC NEW | 4,375,000 | $6.855M | 0.1% | $1.57 | — | NOTE 0.625% 6/0 | 52603BAA5 |
| — | GREEN PLAINS INC | 7,250,000 | $6.797M | 0.1% | $0.96 | — | NOTE 4.125% 9/0 | 393222AF1 |
| — | AIR TRANSPORT SERVICES GRP I | 6,925,000 | $6.764M | 0.1% | $0.95 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | PROPTECH ACQUISITION CORPORA | 650,000 | $6.63M | 0.1% | $10.20 | — | UNIT 10/01/2026 | 74349F200 |
| — | EQUITRANS MIDSTREAM CORPORAT | 504,033 | $6.62M | 0.1% | $21.78 | — | COM | 294600101 |
| GTX | GARRETT MOTION INC | 661,272 | $6.606M | 0.1% | $13.82 | -26.2% | COM | 366505105 |
| ALUS/U | ALUSSA ENERGY ACQUISITION CO | 650,000 | $6.552M | 0.1% | $10.08 | — | UNIT 10/31/2026 | G0232J127 |
| — | SEMPRA ENERGY | 54,225 | $6.52M | 0.1% | $102.79 | — | 6% PFD CONV A | 816851406 |
| — | DIAMOND EAGLE ACQUISITION CO | 600,000 | $6.42M | 0.1% | $9.85 | — | COM CL A | 25258L109 |
| — | COVETRUS INC | 487,943 | $6.309M | 0.1% | $21.94 | — | COM | 22304C100 |
| — | HCI GROUP INC | 6,000,000 | $6.173M | 0.1% | $0.98 | — | NOTE 4.250% 3/0 | 40416EAD5 |
| — | GORDON POINTE ACQUISITION CO | 579,800 | $6.128M | 0.1% | $9.79 | — | COM CLASS A | 382788107 |
| — | NEXTERA ENERGY INC | 119,050 | $6.101M | 0.1% | $50.38 | — | UNIT 09/01/2022S | 65339F796 |
| — | HENNESSY CAP ACQUSTION CORP | 600,000 | $6.096M | 0.1% | $9.90 | — | CL A COM | 42589C104 |
| — | CRESCENT ACQUISITION CORP | 600,000 | $5.994M | 0.1% | $9.80 | — | COM CL A | 22564L105 |
| — | AIRCASTLE LTD | 187,012 | $5.986M | 0.1% | $32.01 | — | COM | G0129K104 |
| — | SOUTHERN CO | 109,825 | $5.94M | 0.1% | $54.09 | — | UNIT 08/01/2022 | 842587602 |
| PNR | PENTAIR PLC | 124,800 | $5.725M | 0.1% | $40.19 | -3.5% | SHS | G7S00T104 |
| — | VEONEER INCORPORATED | 363,664 | $5.68M | 0.1% | $46.72 | — | COM | 92336X109 |
| — | OSI SYSTEMS INC | 5,000,000 | $5.478M | 0.1% | $1.18 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | TILRAY INC | 10,225,000 | $5.47M | 0.1% | $0.53 | — | NOTE 5.000%10/0 | 88688TAB6 |
| — | ANTHEM INC | 1,279,000 | $5.378M | 0.1% | $2.04 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | PROGENICS PHARMACEUTICALS IN | 1,055,864 | $5.374M | 0.1% | $5.09 | — | COM | 743187106 |
| — | GRANITE PT MTG TR INC | 5,000,000 | $5.231M | 0.1% | $0.99 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | STABLE RD ACQUISITION CORP | 500,000 | $5.145M | 0.1% | $10.29 | — | UNIT 05/15/2026 | 85236Q208 |
| — | CIIG MERGER CORP | 500,000 | $5.06M | 0.1% | $10.12 | — | UNIT 12/31/2026 | 12559C202 |
| — | GORES METROPOULOS INC | 499,998 | $5.06M | 0.1% | $9.75 | — | COM CL A | 382872109 |
| — | GREENBRIER COS INC | 5,187,000 | $5.046M | 0.1% | $0.97 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | VISHAY INTERTECHNOLOGY INC | 5,000,000 | $5.021M | 0.1% | $1.00 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | TWITTER INC | 5,000,000 | $4.844M | 0.1% | $0.97 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | TUSCAN HOLDINGS CORP | 470,000 | $4.681M | 0.1% | $9.90 | — | COM | 90069K104 |
| NFIN | NETFIN ACQUISITION CORP | 466,400 | $4.641M | 0.1% | $9.76 | — | SHS CL A | G6455A107 |
| — | VERASTEM INC | 5,249,000 | $4.568M | 0.1% | $0.87 | — | NOTE 5.000%11/0 | 92337CAB0 |
| — | FINTECH ACQUISITION CORP III | 450,000 | $4.559M | 0.1% | $9.75 | — | COM CL A | 31811A101 |
| — | HELIX ENERGY SOLUTIONS GRP I | 3,500,000 | $4.533M | 0.1% | $0.98 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | EZCORP INC | 5,500,000 | $4.503M | 0.1% | $0.91 | — | NOTE 2.375% 5/0 | 302301AE6 |
| — | PLUG POWER INC | 3,000,000 | $4.441M | 0.1% | $1.11 | — | NOTE 5.500% 3/1 | 72919PAB9 |
| — | PALO ALTO NETWORKS INC | 4,000,000 | $4.422M | 0.1% | $1.11 | — | NOTE 0.750% 7/0 | 697435AD7 |
| DOCU | DOCUSIGN INC | 59,294 | $4.382M | 0.1% | $52.37 | +31.2% | COM | 256163106 |
| — | CLARIVATE ANALYTICS PLC | 697,500 | $4.359M | 0.1% | $4.75 | — | *W EXP 05/13/202 | G21810117 |
| — | DTE ENERGY CO | 84,100 | $4.339M | 0.1% | $51.59 | — | UNIT 11/01/2022S | 233331842 |
| ARLO | ARLO TECHNOLOGIES INC | 1,029,516 | $4.334M | 0.1% | $5.54 | -38.0% | COM | 04206A101 |
| RPLA | REPLAY ACQUISITION CORP | 430,000 | $4.309M | 0.1% | $9.73 | — | COM | G75130107 |
| — | CINCINNATI BELL INC NEW | 406,361 | $4.255M | 0.1% | $10.47 | — | COM NEW | 171871502 |
| — | CREE INC | 4,000,000 | $4.25M | 0.1% | $1.10 | — | NOTE 0.875% 9/0 | 225447AB7 |
| — | INSURANCE ACQUISITION CORP | 420,000 | $4.192M | 0.1% | $9.65 | — | CL A | 457867109 |
| — | SRC ENERGY INC | 1,013,937 | $4.177M | 0.1% | $4.12 | — | COM | 78470V108 |
| FOX | FOX CORP | 114,617 | $4.172M | 0.1% | $30.82 | 0.0% | CL B COM | 35137L204 |
| — | CAROLINA FINL CORP NEW | 96,000 | $4.15M | 0.1% | $43.23 | — | COM | 143873107 |
| — | SOFTWARE ACQUISITION GROUP I | 400,000 | $4.06M | 0.1% | $10.15 | — | UNIT 10/01/2026 | 83406B200 |
| — | VECTOIQ ACQUISITION CORP | 390,000 | $4.025M | 0.1% | $9.54 | — | COM | 92243N103 |
| BKNG | BOOKING HLDGS INC | 1,949 | $4.003M | 0.1% | $1923.78 | +0.4% | COM | 09857L108 |
| — | APEX TECHNOLOGY ACQUISITN CO | 400,000 | $3.952M | 0.1% | $9.88 | — | COM CL A | 03768F102 |
| — | CAESARS ENTMT CORP | 2,000,000 | $3.853M | 0.1% | $1.70 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | NEW RELIC INC | 3,900,000 | $3.8M | 0.1% | $0.95 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | AMPLITUDE HLTHCRE AQUSTIN CO | 375,000 | $3.769M | 0.1% | $10.05 | — | UNIT 12/01/2026 | 03212A204 |
| — | RAPID7 INC | 2,500,000 | $3.731M | 0.1% | $1.30 | — | NOTE 1.250% 8/0 | 753422AB0 |
| — | B RILEY PRINCIPAL MERGER COR | 370,000 | $3.704M | 0.1% | $9.75 | — | CL A | 05586Y106 |
| — | DOMINION ENERGY INC | 34,225 | $3.664M | 0.1% | $103.47 | — | UNIT 99/99/9999 | 25746U133 |
| — | VECTOR GROUP LTD | 3,500,000 | $3.651M | 0.1% | $1.06 | — | FRNT 4/1 | 92240MBC1 |
| — | SUPERNUS PHARMACEUTICALS INC | 4,000,000 | $3.641M | 0.1% | $0.91 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | AMCI ACQUISITION CORP | 360,000 | $3.636M | 0.1% | $9.84 | — | CLASS A | 00165R101 |
| — | NUANCE COMMUNICATIONS INC | 3,250,000 | $3.626M | 0.1% | $1.12 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | CHURCHILL CAP CORP II | 349,998 | $3.614M | 0.1% | $10.02 | — | CL A | 17143G106 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 42,881 | $3.611M | 0.1% | $91.23 | -17.2% | COM | 09061G101 |
| — | FAR PT ACQUISITION CORP | 349,998 | $3.587M | 0.1% | $9.75 | — | COM CL A | 30734W109 |
| — | COLLIER CREEK HOLDINGS | 349,998 | $3.577M | 0.1% | $9.64 | — | COM CL A | G22707106 |
| — | TIVO CORP | 414,631 | $3.516M | 0.1% | $8.48 | — | COM | 88870P106 |
| — | GIGCAPITAL2 INC | 353,000 | $3.505M | 0.1% | $9.83 | — | COM | 375036100 |
| — | FLEXION THERAPEUTICS INC | 3,245,000 | $3.478M | 0.1% | $0.87 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| W | WAYFAIR INC | 36,975 | $3.341M | 0.1% | $150.39 | -38.0% | CL A | 94419L101 |
| — | LIVEPERSON INC | 88,716 | $3.282M | 0.1% | $35.70 | — | COM | 538146101 |
| — | INNOVIVA INC | 3,000,000 | $3.268M | 0.1% | $1.14 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | GALILEO ACQUISITION CORP | 325,000 | $3.185M | 0.1% | $9.80 | — | SHS | G3770A102 |
| — | LEISURE ACQUISITION CORP | 300,000 | $3.126M | 0.1% | $9.57 | — | COM | 52539T107 |
| — | MUDRICK CAP ACQUISITION CORP | 300,000 | $3.096M | 0.1% | $9.62 | — | COM CLASS A | 624745105 |
| — | VEONEER INCORPORATED | 3,000,000 | $3.084M | 0.1% | $1.04 | — | NOTE 4.000% 6/0 | 92336XAA7 |
| — | LEGACY ACQUISITION CORP | 300,000 | $3.081M | 0.1% | $9.59 | — | COM CL A | 524643103 |
| — | AQUAVENTURE HLDGS LTD | 112,294 | $3.045M | 0.1% | $27.12 | — | SHS | G0443N107 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $3.044M | 0.1% | $0.42 | — | NOTE 5.875%11/3 | 20478NAD2 |
| — | MAGNACHIP SEMICONDUCTOR SA | 2,000,000 | $3.029M | 0.1% | $1.36 | — | NOTE 5.000% 3/0 | 55932XAB0 |
| — | AK STL HLDG CORP | 913,371 | $3.005M | 0.1% | $3.29 | — | COM | 001547108 |
| — | HOWARD HUGHES CORP | 23,488 | $2.975M | 0.1% | $126.66 | — | COM | 44267D107 |
| — | CLOVIS ONCOLOGY INC | 4,575,000 | $2.939M | 0.0% | $0.92 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | SCHULTZE SPL PURP ACQUSTN CO | 288,000 | $2.92M | 0.0% | $9.78 | — | COM | 80821R109 |
| — | INNOPHOS HOLDINGS INC | 83,802 | $2.68M | 0.0% | $31.98 | — | COM | 45774N108 |
| — | PROOFPOINT INC | 22,444 | $2.576M | 0.0% | $124.24 | — | COM | 743424103 |
| — | SPARTAN ENERGY ACQUISITON CO | 239,998 | $2.44M | 0.0% | $9.63 | — | CL A COM STK | 846784106 |
| — | BOXWOOD MERGER CORP | 239,065 | $2.436M | 0.0% | $9.72 | — | COM CL A | 10319T101 |
| — | WEIBO CORP | 2,500,000 | $2.352M | 0.0% | $0.94 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | QTS RLTY TR INC | 18,100 | $2.326M | 0.0% | $105.87 | — | 6.50% CON PFD B | 74736A301 |
| — | PROFICIENT ALPHA ACQUSTN COR | 230,000 | $2.316M | 0.0% | $9.74 | — | COM | 74317H105 |
| — | BECTON DICKINSON & CO | 34,150 | $2.239M | 0.0% | $65.56 | — | PFD SHS CONV A | 075887208 |
| — | PARATEK PHARMACEUTICALS INC | 3,050,000 | $2.204M | 0.0% | $0.68 | — | NOTE 4.750% 5/0 | 699374AB0 |
| — | GRAF INDL CORP | 216,000 | $2.201M | 0.0% | $9.60 | — | COM | 384278107 |
| — | BIG ROCK PARTNERS ACQUISI CO | 200,000 | $2.12M | 0.0% | $9.70 | — | COM | 089482103 |
| — | LF CAP ACQUISITION CORP | 200,000 | $2.072M | 0.0% | $9.56 | — | CL A | 50200K108 |
| SCPE | SC HEALTH CORP | 200,000 | $1.988M | 0.0% | $9.82 | — | COM CL A | G78516203 |
| — | OAKTREE ACQUISITION CORP | 199,998 | $1.972M | 0.0% | $9.75 | — | SHS CL A | G67145105 |
| EEFT | EURONET WORLDWIDE INC | 12,302 | $1.938M | 0.0% | $152.73 | -1.2% | COM | 298736109 |
| — | EZCORP INC | 2,000,000 | $1.891M | 0.0% | $1.10 | — | NOTE 2.875% 7/0 | 302301AF3 |
| — | INVACARE CORP | 1,950,000 | $1.836M | 0.0% | $1.33 | — | NOTE 4.500% 6/0 | 461203AH4 |
| — | VIRTUS INVT PARTNERS INC | 17,975 | $1.816M | 0.0% | $97.25 | — | PFD CV SER D | 92828Q208 |
| — | CHASERG TECHNLGY ACQUISITN C | 810,000 | $1.782M | 0.0% | $0.73 | — | *W EXP 04/10/202 | 16166A111 |
| — | ARBOR RLTY TR INC | 1,500,000 | $1.737M | 0.0% | $1.07 | — | NOTE 5.250% 7/0 | 038923AH1 |
| — | GREENVISION ACQUISITION CORP | 170,000 | $1.671M | 0.0% | $9.83 | — | COM | 39678G103 |
| — | GS ACQUISITION HLDGS CORP | 150,000 | $1.655M | 0.0% | $9.75 | — | COM CL A | 36255F102 |
| — | SOUTH JERSEY INDS INC | 30,925 | $1.62M | 0.0% | $55.51 | — | UNIT 99/99/9999 | 838518116 |
| — | LIV CAP ACQUISITION CORP | 160,000 | $1.606M | 0.0% | $10.04 | — | UNIT 99/99/9999 | G5510C124 |
| — | MEGALITH FINL ACQUISITION CO | 156,400 | $1.605M | 0.0% | $9.51 | — | CL A COM | 58518F109 |
| — | FINTECH ACQUISITION CORP III | 1,150,000 | $1.576M | 0.0% | $0.91 | — | *W EXP 12/01/202 | 31811A119 |
| — | HL ACQUISITIONS CORP | 151,887 | $1.569M | 0.0% | $9.50 | — | SHS | G4603R106 |
| — | PURE ACQUISITION CORP | 150,000 | $1.557M | 0.0% | $9.64 | — | CL A | 74621Q106 |
| — | TIMKENSTEEL CORP | 1,500,000 | $1.554M | 0.0% | $1.04 | — | NOTE 6.000% 6/0 | 887399AA1 |
| — | GOL LINHAS AEREAS INTLG S A | 85,335 | $1.542M | 0.0% | $16.44 | — | SPON ADR PFD NEW | 38045R206 |
| — | TKK SYMPHONY ACQUISITION COR | 150,000 | $1.539M | 0.0% | $9.50 | — | ORD SHS | G88950103 |
| — | FORUM MERGER II CORP | 150,000 | $1.532M | 0.0% | $9.55 | — | CL A | 34986F103 |
| — | ALLEGRO MERGER CORP | 150,000 | $1.532M | 0.0% | $9.51 | — | COM | 01749N103 |
| — | NEBULA ACQUISITION CORP | 144,998 | $1.528M | 0.0% | $9.65 | — | COM CLASS A | 629076100 |
| — | ANDINA ACQUISITION CORP III | 150,000 | $1.523M | 0.0% | $9.75 | — | SHS | G04415108 |
| EXAS | EXACT SCIENCES CORP | 16,069 | $1.483M | 0.0% | $87.91 | 0.0% | COM | 30063P105 |
| PI | IMPINJ INC | 54,044 | $1.398M | 0.0% | $31.09 | 0.0% | COM | 453204109 |
| — | INTREXON CORP | 250,683 | $1.374M | 0.0% | $6.44 | — | COM | 46122T102 |
| ENB | ENBRIDGE INC | 33,984 | $1.352M | 0.0% | $20.25 | +22.7% | COM | 29250N105 |
| — | CF FIN ACQUISITION CORP | 1,500,000 | $1.35M | 0.0% | $0.43 | — | *W EXP 04/30/202 | 12528N115 |
| — | LIBERTY MEDIA CORP DELAWARE | 1,000,000 | $1.348M | 0.0% | $1.07 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | MONOCLE ACQUISITION CORP | 1,680,597 | $1.344M | 0.0% | $0.32 | — | *W EXP 12/06/202 | 609754114 |
| OKE | ONEOK INC NEW | 16,899 | $1.275M | 0.0% | $32.05 | +48.8% | COM | 682680103 |
| — | KALEYRA INC | 1,125,000 | $1.271M | 0.0% | $1.13 | — | *W EXP 12/12/202 | 483379111 |
| — | TIBERIUS ACQUISITION CORP | 1,057,500 | $1.206M | 0.0% | $0.55 | — | *W EXP 02/28/202 | 88633A115 |
| — | HENNESSY CAP ACQUSTION CORP | 1,500,000 | $1.2M | 0.0% | $0.85 | — | *W EXP 09/05/202 | 42589C112 |
| — | LGL SYS ACQUISITION CORP | 115,000 | $1.172M | 0.0% | $10.19 | — | UNIT 10/24/2024 | 50201G205 |
| MPLX | MPLX LP | 45,295 | $1.153M | 0.0% | $39.71 | — | COM UNIT REP LTD | 55336V100 |
| — | GS ACQUISITION HLDGS CORP | 500,000 | $1.152M | 0.0% | $1.65 | — | *W EXP 06/12/202 | 36255F110 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 7,659 | $1.14M | 0.0% | $161.38 | -15.7% | SHS USD | G50871105 |
| — | MUDRICK CAP ACQUISITION CORP | 2,250,000 | $1.125M | 0.0% | $0.64 | — | *W EXP 02/12/202 | 624745113 |
| ET | ENERGY TRANSFER LP | 87,590 | $1.124M | 0.0% | $13.13 | — | COM UT LTD PTN | 29273V100 |
| — | TRINE ACQUISITION CORP | 1,150,000 | $1.093M | 0.0% | $0.76 | — | *W EXP 03/31/202 | 89628U116 |
| — | BOXWOOD MERGER CORP | 1,749,800 | $1.085M | 0.0% | $0.38 | — | *W EXP 11/26/202 | 10319T119 |
| — | OPES ACQUISITION CORP | 100,000 | $1.052M | 0.0% | $9.69 | — | COM | 68373P100 |
| BROGF | BROOGE HLDGS LTD | 120,000 | $1.051M | 0.0% | $8.76 | — | SHS | G1611B107 |
| — | ARYA SCIENCES ACQUISITION CO | 100,000 | $1.03M | 0.0% | $9.80 | — | SHS CL A | G3165V109 |
| — | ACT II GLOBAL ACQUISITION CO | 900,000 | $990K | 0.0% | $0.88 | — | *W EXP 04/30/202 | G0080J120 |
| — | VECTOIQ ACQUISITION CORP | 1,620,000 | $956K | 0.0% | $0.51 | — | *W EXP 05/11/202 | 92243N111 |
| — | TEVA PHARMACEUTICAL FIN LLC | 1,000,000 | $953K | 0.0% | $0.91 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | TUSCAN HOLDINGS CORP | 1,600,000 | $944K | 0.0% | $0.78 | — | *W EXP 04/01/202 | 90069K112 |
| — | HAYMAKER ACQUISITION CORP II | 666,666 | $940K | 0.0% | $1.50 | — | *W EXP 10/31/202 | 42087L119 |
| — | SEACOR HOLDINGS INC | 1,000,000 | $912K | 0.0% | $0.91 | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | BROOGE HLDGS LTD | 1,200,000 | $888K | 0.0% | $0.74 | — | *W EXP 12/20/202 | G1611B115 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 14,000 | $880K | 0.0% | $71.65 | — | COM UNIT RP LP | 559080106 |
| CQP | CHENIERE ENERGY PARTNERS LP | 21,785 | $867K | 0.0% | $29.69 | — | COM UNIT | 16411Q101 |
| — | CRESTWOOD EQUITY PARTNERS LP | 27,936 | $861K | 0.0% | $21.28 | — | UNIT LTD PARTNER | 226344208 |
| TRGP | TARGA RES CORP | 21,184 | $858K | 0.0% | $28.49 | +17.0% | COM | 87612G101 |
| — | PHILLIPS 66 PARTNERS LP | 13,900 | $857K | 0.0% | $60.36 | — | COM UNIT REP INT | 718549207 |
| — | PURE ACQUISITION CORP | 862,500 | $845K | 0.0% | $1.28 | — | *W EXP 04/17/202 | 74621Q114 |
| EPD | ENTERPRISE PRODS PARTNERS L | 30,000 | $845K | 0.0% | $32.63 | — | COM | 293792107 |
| — | CRESCENT ACQUISITION CORP | 1,000,000 | $800K | 0.0% | $0.75 | — | *W EXP 03/08/202 | 22564L113 |
| — | GX ACQUISITION CORP | 1,000,000 | $800K | 0.0% | $0.60 | — | *W EXP 05/24/202 | 36251A115 |
| — | GRAF INDL CORP | 1,782,000 | $781K | 0.0% | $0.40 | — | *W EXP 12/31/202 | 384278115 |
| — | CONYERS PK II ACQUISITION CO | 75,000 | $758K | 0.0% | $9.95 | — | COM CL A | 212896104 |
| WMB | WILLIAMS COS INC DEL | 31,910 | $747K | 0.0% | $19.23 | -15.4% | COM | 969457100 |
| — | FORUM MERGER II CORP | 1,620,000 | $745K | 0.0% | $0.58 | — | *W EXP 09/30/202 | 34986F111 |
| — | LEO HOLDINGS CORP | 1,115,000 | $739K | 0.0% | $1.07 | — | *W EXP 02/07/202 | G5463L113 |
| — | AMCI ACQUISITION CORP | 2,300,000 | $713K | 0.0% | $0.28 | — | *W EXP 05/20/202 | 00165R119 |
| — | NEW FRONTIER HEALTH CORP | 450,000 | $689K | 0.0% | $1.53 | — | *W EXP 11/30/202 | G6461G114 |
| HESM | HESS MIDSTREAM LP | 30,300 | $687K | 0.0% | $12.60 | 0.0% | CL A SHS | 428103105 |
| ATLC | ATLANTICUS HLDGS CORP | 75,008 | $676K | 0.0% | $2.61 | +203.3% | COM | 04914Y102 |
| — | SOUTH MTN MERGER CORP | 750,000 | $674K | 0.0% | $0.85 | — | *W EXP 06/20/202 | 838884112 |
| — | LEGACY ACQUISITION CORP | 1,250,000 | $672K | 0.0% | $0.35 | — | *W EXP 11/30/202 | 524643111 |
| — | BROADMARK RLTY CAP INC | 1,750,000 | $665K | 0.0% | $0.38 | — | *W EXP 11/15/202 | 11135B118 |
| — | TC PIPELINES LP | 15,700 | $664K | 0.0% | $48.70 | — | UT COM LTD PRT | 87233Q108 |
| PAA | PLAINS ALL AMERN PIPELINE L | 36,000 | $662K | 0.0% | $28.97 | — | UNIT LTD PARTN | 726503105 |
| — | VOYA INFRASTRUCTURE INDLS & | 55,763 | $642K | 0.0% | $11.39 | — | COM | 92912X101 |
| — | VOYA GLBL EQTY DIV & PREM OP | 100,704 | $623K | 0.0% | $6.15 | — | COM | 92912T100 |
| — | LEISURE ACQUISITION CORP | 625,000 | $619K | 0.0% | $0.75 | — | *W EXP 12/05/201 | 52539T115 |
| — | CNX MIDSTREAM PARTNERS LP | 36,000 | $593K | 0.0% | $18.21 | — | COM UNIT REPST | 12654A101 |
| — | DIAMONDPEAK HLDGS COR | 766,666 | $590K | 0.0% | $0.88 | — | *W EXP 02/22/202 | 25280H118 |
| — | DCP MIDSTREAM LP | 24,000 | $588K | 0.0% | $32.02 | — | COM UT LTD PTN | 23311P100 |
| — | TEKLA HEALTHCARE INVS | 27,497 | $574K | 0.0% | $18.28 | — | SH BEN INT | 87911J103 |
| — | TEEKAY LNG PARTNERS L P | 36,000 | $560K | 0.0% | $22.73 | — | PRTNRSP UNITS | Y8564M105 |
| — | RANPAK HLDGS CORP | 485,000 | $553K | 0.0% | $1.20 | — | *W EXP 06/03/202 | 75321W111 |
| GEL | GENESIS ENERGY L P | 27,000 | $553K | 0.0% | $35.20 | — | UNIT LTD PARTN | 371927104 |
| — | SCHULTZE SPL PURP ACQUSTN CO | 1,440,000 | $547K | 0.0% | $0.35 | — | *W EXP 12/31/202 | 80821R117 |
| — | LF CAP ACQUISITION CORP | 1,200,000 | $540K | 0.0% | $0.55 | — | *W EXP 06/22/202 | 50200K116 |
| — | SHELL MIDSTREAM PARTNERS L P | 26,000 | $525K | 0.0% | $31.47 | — | UNIT LTD INT | 822634101 |
| — | ACAMAR PARTNERS ACQSITION CO | 750,000 | $518K | 0.0% | $0.69 | — | *W EXP 02/26/202 | 004285110 |
| — | GORES HOLDINGS III INC | 333,332 | $517K | 0.0% | $1.30 | — | *W EXP 09/11/202 | 38286G117 |
| — | ENABLE MIDSTREAM PARTNERS LP | 50,000 | $502K | 0.0% | $13.84 | — | COM UNIT RP IN | 292480100 |
| — | RATTLER MIDSTREAM LP | 28,159 | $501K | 0.0% | $19.39 | — | COM UNITS | 75419T103 |
| — | APOLLO SR FLOATING RATE FD I | 32,923 | $498K | 0.0% | $14.55 | — | COM | 037636107 |
| — | HOLLY ENERGY PARTNERS L P | 22,100 | $490K | 0.0% | $30.79 | — | COM UT LTD PTN | 435763107 |
| PNTG | PENNANT GROUP INC | 14,746 | $488K | 0.0% | $22.89 | 0.0% | COM | 70805E109 |
| — | TORTOISE ACQUISITION CORP | 1,038,969 | $486K | 0.0% | $0.70 | — | *W EXP 03/04/202 | 89154L118 |
| — | REPLAY ACQUISITION CORP | 575,000 | $483K | 0.0% | $0.69 | — | *W EXP 03/01/202 | G75130115 |
| — | RMG ACQUISITION CORP | 833,332 | $483K | 0.0% | $0.58 | — | *W EXP 02/21/202 | 749641114 |
| — | DIAMOND EAGLE ACQUISITION CO | 200,000 | $480K | 0.0% | $0.81 | — | *W EXP 06/30/202 | 25258L117 |
| — | CLOUGH GLOBAL OPPORTUNITIES | 49,681 | $469K | 0.0% | $9.10 | — | SH BEN INT | 18914E106 |
| — | GABELLI DIVD & INCOME TR | 21,063 | $462K | 0.0% | $21.93 | — | COM | 36242H104 |
| WES | WESTERN MIDSTREAM PARTNERS L | 23,000 | $453K | 0.0% | $31.25 | — | COM UNIT LP INT | 958669103 |
| — | NUSTAR ENERGY LP | 17,439 | $451K | 0.0% | $49.79 | — | UNIT COM | 67058H102 |
| — | DIVIDEND & INCOME FUND | 33,511 | $451K | 0.0% | $11.19 | — | COM NEW | 25538A204 |
| — | NEW PROVIDENCE ACQUISITIN CO | 500,000 | $450K | 0.0% | $0.90 | — | *W EXP 09/11/202 | 64822P114 |
| — | THUNDER BRDG ACQUISTION II L | 500,000 | $450K | 0.0% | $0.90 | — | *W EXP 11/30/202 | G8857S108 |
| PNBK | PATRIOT NATL BANCORP INC | 34,442 | $439K | 0.0% | $19.52 | -35.9% | COM NEW | 70336F203 |
| — | LANDCADIA HLDGS II INC | 583,332 | $420K | 0.0% | $0.71 | — | *W EXP 05/09/202 | 51476X113 |
| — | BLACKROCK ENHANCED GBL DIV T | 37,263 | $410K | 0.0% | $10.43 | — | COM | 092501105 |
| AM | ANTERO MIDSTREAM CORP | 52,600 | $399K | 0.0% | $6.28 | -47.4% | COM | 03676B102 |
| — | GORDON POINTE ACQUISITION CO | 1,106,820 | $398K | 0.0% | $0.60 | — | *W EXP 07/30/202 | 382788115 |
| CRNC | CERENCE INC | 17,557 | $397K | 0.0% | $16.42 | 0.0% | COM | 156727109 |
| — | EQM MIDSTREAM PARTNERS LP | 13,000 | $389K | 0.0% | $50.92 | — | UNIT LTD PARTN | 26885B100 |
| — | FAR PT ACQUISITION CORP | 299,999 | $387K | 0.0% | $1.39 | — | *W EXP 06/01/202 | 30734W117 |
| — | NUVEEN VIRGINIA QLTY MUNCPL | 26,248 | $383K | 0.0% | $12.30 | — | COM | 67064R102 |
| — | UNION ACQUISITION CORP II | 1,000,000 | $375K | 0.0% | $0.38 | — | *W EXP 04/01/202 | G9402Q126 |
| — | MEGALITH FINL ACQUISITION CO | 1,153,800 | $369K | 0.0% | $0.60 | — | *W EXP 08/26/202 | 58518F117 |
| — | B RILEY PRINCIPAL MERGER COR | 425,000 | $349K | 0.0% | $0.54 | — | *W EXP 04/08/202 | 05586Y114 |
| — | BLACKROCK FLOAT RATE OME STR | 25,605 | $344K | 0.0% | $12.22 | — | COM | 09255X100 |
| — | SWITCHBACK ENERGY ACQUISITIO | 566,666 | $340K | 0.0% | $0.95 | — | *W EXP 07/25/202 | 87105M110 |
| — | ENLINK MIDSTREAM LLC | 55,000 | $337K | 0.0% | $12.33 | — | COM UNIT REP LTD | 29336T100 |
| — | WESTERN ASSET INTM MUNI FD I | 36,516 | $332K | 0.0% | $8.46 | — | COM | 958435109 |
| XPHDX | PIONEER FLOATING RATE TR | 29,915 | $328K | 0.0% | $10.00 | — | COM | 72369J102 |
| — | BLACKROCK MUNIYIELD PA QLTY | 22,560 | $322K | 0.0% | $12.96 | — | COM | 09255G107 |
| — | EATON VANCE FLTING RATE INC | 23,423 | $321K | 0.0% | $12.86 | — | COM | 278279104 |
| — | BLACKROCK FLOATING RATE INCO | 24,851 | $320K | 0.0% | $11.88 | — | COM | 091941104 |
| — | LEO HOLDINGS CORP | 30,600 | $316K | 0.0% | $9.65 | — | COM CL A | G5463L105 |
| — | BP MIDSTREAM PARTNERS LP | 20,000 | $312K | 0.0% | $19.62 | — | UNIT LTD PTNR | 0556EL109 |
| — | SOURCE CAP INC | 7,845 | $304K | 0.0% | $36.63 | — | COM | 836144105 |
| — | NEBULA ACQUISITION CORP | 233,332 | $292K | 0.0% | $0.91 | — | *W EXP 03/12/202 | 629076118 |
| — | SC HEALTH CORP | 300,000 | $288K | 0.0% | $1.20 | — | *W EXP 99/99/999 | G78516401 |
| — | FIRST TR SR FLG RTE INCM FD | 22,895 | $287K | 0.0% | $11.39 | — | COM | 33733U108 |
| — | EATON VANCE SR FLTNG RTE TR | 20,664 | $280K | 0.0% | $12.79 | — | COM | 27828Q105 |
| — | VIRGIN GALACTIC HOLDINGS INC | 83,334 | $279K | 0.0% | $3.35 | — | *W EXP 11/25/202 | 92766K114 |
| — | THL CR SR LN FD | 18,163 | $276K | 0.0% | $15.21 | — | COM | 87244R103 |
| — | NUVEEN FLTNG RTE INCM OPP FD | 27,182 | $272K | 0.0% | $9.28 | — | COM SHS | 6706EN100 |
| UGI | UGI CORP NEW | 6,017 | $271K | 0.0% | $49.97 | -8.3% | COM | 902681105 |
| — | PIVOTAL INVT CORP II | 333,332 | $263K | 0.0% | $1.07 | — | *W EXP 06/01/202 | 72582K118 |
| — | RETAIL VALUE INC | 6,915 | $254K | 0.0% | $32.63 | — | COM | 76133Q102 |
| SNAXW | ANDINA ACQUISITION CORP III | 1,200,000 | $252K | 0.0% | $0.21 | — | *W EXP 07/31/202 | G04415124 |
| — | APEX TECHNOLOGY ACQUISITN CO | 200,000 | $250K | 0.0% | $1.25 | — | *W EXP 09/18/202 | 03768F110 |
| — | GORES METROPOULOS INC | 166,666 | $250K | 0.0% | $1.40 | — | *W EXP 01/28/202 | 382872117 |
| — | FEDERATED PREM MUN INC FD | 17,759 | $250K | 0.0% | $12.78 | — | COM | 31423P108 |
| — | GIGCAPITAL2 INC | 765,000 | $245K | 0.0% | $0.28 | — | *W EXP 02/28/202 | 375036118 |
| — | SPARTAN ENERGY ACQUISITON CO | 434,999 | $239K | 0.0% | $0.97 | — | *W EXP 08/27/202 | 846784122 |
| XVMMX | DELAWARE INV MN MUN INC FD I | 18,176 | $239K | 0.0% | $12.11 | — | COM | 24610V103 |
| NESRW | NATIONAL ENERGY SERVICES REU | 259,500 | $234K | 0.0% | $0.55 | — | *W EXP 05/05/202 | G6375R115 |
| — | TEKLA LIFE SCIENCES INVS | 12,784 | $223K | 0.0% | $15.10 | — | SH BEN INT | 87911K100 |
| — | EXPERIENCE INVESTMENT CORP | 333,332 | $223K | 0.0% | $0.67 | — | *W EXP 09/01/202 | 30217C117 |
| — | NUVEEN MICHIGAN QLT MUN INC | 15,410 | $218K | 0.0% | $12.68 | — | COM | 670979103 |
| — | TUSCAN HLDGS CORP II | 475,000 | $214K | 0.0% | $0.55 | — | *W EXP 99/99/999 | 90070A111 |
| — | BELLRING BRANDS INC | 10,000 | $213K | 0.0% | $21.30 | — | COM CL A | 079823100 |
| — | DTF TAX-FREE INCOME INC | 14,276 | $211K | 0.0% | $13.33 | — | COM | 23334J107 |
| — | BIOCERES CROP SOLUTIONS CORP | 1,249,900 | $200K | 0.0% | $0.27 | — | *W EXP 03/14/202 | G1117K106 |
| — | GAIN CAP HLDGS INC | 225,000 | $197K | 0.0% | $1.03 | — | NOTE 5.000% 8/1 | 36268WAF7 |
| — | ACCEL ENTMT INC | 66,666 | $197K | 0.0% | $2.96 | — | *W EXP 11/20/202 | 00436Q114 |
| XBNYX | BLACKROCK N Y MUN INCOME TR | 13,506 | $189K | 0.0% | $12.19 | — | SH BEN INT | 09248L106 |
| — | MERIDA MERGER CORP I | 375,000 | $188K | 0.0% | $0.50 | — | *W EXP 11/07/202 | 58953M114 |
| XMUSX | BLACKROCK MUNIHOLDNGS QLTY I | 14,291 | $180K | 0.0% | $11.41 | — | COM | 09254A101 |
| — | BLACKROCK ENHANCED INTL DIV | 30,242 | $178K | 0.0% | $5.08 | — | COM BENE INTER | 092524107 |
| — | NUVEEN ARIZONA QLTY MUN INC | 12,828 | $173K | 0.0% | $11.88 | — | COM | 67061W104 |
| MAPSW | SILVER SPIKE ACQUISITION COR | 400,000 | $172K | 0.0% | $0.43 | — | *W EXP 08/02/202 | G8136L114 |
| — | ARES DYNAMIC CR ALLOCATION F | 10,823 | $166K | 0.0% | $14.06 | — | COM | 04014F102 |
| — | CHURCHILL CAP CORP II | 116,666 | $166K | 0.0% | $1.50 | — | *W EXP 07/02/202 | 17143G114 |
| — | NUVEEN OHIO QLTY MUN INCOME | 10,609 | $164K | 0.0% | $13.64 | — | COM | 670980101 |
| MMLP | MARTIN MIDSTREAM PRTNRS L P | 40,794 | $164K | 0.0% | $23.44 | — | UNIT L P INT | 573331105 |
| — | COLLIER CREEK HOLDINGS | 116,666 | $162K | 0.0% | $1.20 | — | *W EXP 99/99/999 | G22707114 |
| — | EATON VANCE SR INCOME TR | 24,727 | $159K | 0.0% | $6.03 | — | SH BEN INT | 27826S103 |
| — | ALLEGRO MERGER CORP | 900,000 | $157K | 0.0% | $0.35 | — | *W EXP 01/06/202 | 01749N111 |
| SHPSQ | GALILEO ACQUISITION CORP | 325,000 | $156K | 0.0% | $0.48 | — | *W EXP 10/31/202 | G3770A110 |
| — | SWISS HELVETIA FD INC | 18,363 | $154K | 0.0% | $8.39 | — | COM | 870875101 |
| — | NETFIN ACQUISITION CORP | 500,000 | $150K | 0.0% | $0.30 | — | *W EXP 08/01/202 | G6455A115 |
| — | TARGET HOSPITALITY CORP | 266,666 | $139K | 0.0% | $0.69 | — | *W EXP 03/15/202 | 87615L115 |
| — | ABERDEEN GLOBAL DYNAMIC DIVI | 13,342 | $139K | 0.0% | $8.55 | — | COM | 00302M106 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 36,000 | $119K | 0.0% | $23.30 | — | COM UNIT LTD | 866142102 |
| — | TKK SYMPHONY ACQUISITION COR | 1,850,000 | $111K | 0.0% | $0.23 | — | *W EXP 02/20/202 | G88950129 |
| — | HL ACQUISITIONS CORP | 270,000 | $95,000 | 0.0% | $0.36 | — | *W EXP 06/21/202 | G4603R122 |
| — | ARYA SCIENCES ACQUISITION CO | 50,000 | $86,000 | 0.0% | $1.60 | — | *W EXP 10/10/202 | G3165V125 |
| — | PENSARE ACQUISITION CORP | 250,000 | $83,000 | 0.0% | $0.50 | — | *W EXP 07/27/202 | 70957E113 |
| — | MADISON CVRED CALL & EQ STR | 11,895 | $79,000 | 0.0% | $6.30 | — | COM | 557437100 |
| — | AKAZOO SA | 147,836 | $74,000 | 0.0% | $0.77 | — | *W EXP 09/11/202 | L0164E116 |
| — | FALCON MINERALS CORP | 222,879 | $67,000 | 0.0% | $1.72 | — | *W EXP 07/21/202 | 30607B208 |
| — | OAKTREE ACQUISITION CORP | 66,666 | $63,000 | 0.0% | $0.86 | — | *W EXP 99/99/999 | G67145113 |
| — | TENZING ACQUISITION CORP | 250,000 | $63,000 | 0.0% | $0.33 | — | *W EXP 02/23/202 | G8708A108 |
| — | NUVEEN SR INCOME FD | 10,152 | $61,000 | 0.0% | $5.60 | — | COM | 67067Y104 |
| — | PROFICIENT ALPHA ACQUSTN COR | 400,000 | $60,000 | 0.0% | $0.14 | — | *W EXP 04/30/202 | 74317H113 |
| — | BIG ROCK PARTNERS ACQUISI CO | 200,000 | $52,000 | 0.0% | $0.37 | — | RIGHT 12/01/2022 | 089482129 |
| — | OPES ACQUISITION CORP | 250,000 | $45,000 | 0.0% | $0.14 | — | *W EXP 03/13/202 | 68373P118 |
| — | DASEKE INC | 378,003 | $45,000 | 0.0% | $1.12 | — | *W EXP 02/27/202 | 23753F115 |
| — | CYCLERION THERAPEUTICS INC | 14,842 | $40,000 | 0.0% | $11.45 | — | COM | 23255M105 |
| — | KBL MERGER CORP IV | 500,000 | $40,000 | 0.0% | $0.17 | — | *W EXP 01/15/202 | 48242A112 |
| — | NESCO HLDGS INC | 83,333 | $39,000 | 0.0% | $0.86 | — | *W EXP 01/01/202 | 64083J112 |
| — | CONYERS PK II ACQUISITION CO | 18,750 | $35,000 | 0.0% | $2.03 | — | *W EXP 07/18/202 | 212896112 |
| — | GREENVISION ACQUISITION CORP | 170,000 | $31,000 | 0.0% | $0.18 | — | RIGHT 06/01/2021 | 39678G129 |
| — | INFRA AND ENERGY ALTRNTIVE I | 343,006 | $27,000 | 0.0% | $0.95 | — | *W EXP 05/20/202 | 45686J112 |
| — | GREENVISION ACQUISITION CORP | 170,000 | $24,000 | 0.0% | $0.14 | — | *W EXP 10/28/202 | 39678G111 |
| — | LONGEVITY ACQUISITION CORP | 125,000 | $23,000 | 0.0% | $0.40 | — | RIGHT 07/31/2020 | G56372124 |
| — | ROSEHILL RES INC | 244,800 | $22,000 | 0.0% | $1.09 | — | *W EXP 04/27/202 | 777385113 |
| — | BIG ROCK PARTNERS ACQUISI CO | 100,000 | $17,000 | 0.0% | $0.40 | — | *W EXP 12/01/202 | 089482111 |
| — | LONGEVITY ACQUISITION CORP | 125,000 | $11,000 | 0.0% | $0.15 | — | *W EXP 07/31/202 | G56372116 |
| — | PHUNWARE INC | 58,632 | $5,000 | 0.0% | $0.29 | — | *W EXP 12/26/202 | 71948P118 |
| — | ESTRE AMBIENTAL INC | 661,870 | $4,000 | 0.0% | $0.30 | — | *W EXP 12/21/202 | G3206V118 |