Location: Greenwich, CT
CIK: 0001167456 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 17, 2020
Total Value: $2.249B (62.3% shares, 37.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | E TRADE FINANCIAL CORP | 1,281,298 | $63.72M | 2.8% | $34.32 | — | COM NEW | 269246401 |
| — | WRIGHT MED GROUP N V | 1,777,183 | $52.82M | 2.3% | $30.48 | — | ORD SHS | N96617118 |
| — | TESLA INC | 14,925,000 | $52.4M | 2.3% | $2.86 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | ADVANCED DISP SVCS INC DEL | 1,720,020 | $51.89M | 2.3% | $31.94 | — | COM | 00790X101 |
| — | IBERIABANK CORP | 1,072,911 | $48.86M | 2.2% | $50.29 | — | COM | 450828108 |
| — | QIAGEN NV | 1,114,390 | $47.71M | 2.1% | $41.71 | — | SHS NEW | N72482123 |
| WTW | WILLIS TOWERS WATSON PLC LTD | 240,056 | $47.28M | 2.1% | $180.95 | -1.9% | SHS | G96629103 |
| — | ACACIA COMMUNICATIONS INC | 680,923 | $45.75M | 2.0% | $65.40 | — | COM | 00401C108 |
| — | TIFFANY & CO NEW | 367,629 | $44.83M | 2.0% | $133.65 | — | COM | 886547108 |
| — | CAESARS ENTMT CORP | 3,518,060 | $42.67M | 1.9% | $11.82 | — | COM | 127686103 |
| — | MICROCHIP TECHNOLOGY INC. | 28,141,000 | $41.07M | 1.8% | $1.18 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | LEGG MASON INC | 823,599 | $40.97M | 1.8% | $48.85 | — | COM | 524901105 |
| — | EL PASO ELEC CO | 588,823 | $39.45M | 1.8% | $65.91 | — | COM NEW | 283677854 |
| — | DELPHI TECHNOLOGIES PL | 2,678,085 | $38.06M | 1.7% | $8.13 | — | SHS | G2709G107 |
| — | MERCADOLIBRE INC | 14,925,000 | $34.19M | 1.5% | $1.47 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | LOGMEIN INC | 399,870 | $33.9M | 1.5% | $84.25 | — | COM | 54142L109 |
| — | FITBIT INC | 5,225,755 | $33.76M | 1.5% | $6.57 | — | CL A | 33812L102 |
| — | CINCINNATI BELL INC NEW | 1,956,895 | $29.06M | 1.3% | $13.86 | — | COM NEW | 171871502 |
| — | TAUBMAN CTRS INC | 717,359 | $27.09M | 1.2% | $41.88 | — | COM | 876664103 |
| — | PORTOLA PHARMACEUTICALS INC | 1,492,287 | $26.85M | 1.2% | $17.99 | — | COM | 737010108 |
| — | INOVIO PHARMACEUTICALS INC | 5,000,000 | $24.92M | 1.1% | $1.50 | — | NOTE 6.500% 3/0 | 45773HAB8 |
| — | WAYFAIR INC | 13,750,000 | $24.59M | 1.1% | $1.04 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | NOVELLUS SYS INC | 2,400,000 | $24.42M | 1.1% | $3.02 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | EXACT SCIENCES CORP | 17,037,000 | $23.34M | 1.0% | $1.42 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | GRUBHUB INC | 331,734 | $22.83M | 1.0% | $68.82 | — | COM | 400110102 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 23,475,000 | $22.69M | 1.0% | $1.05 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | FORESCOUT TECHNOLOGIES INC | 1,004,025 | $21.29M | 0.9% | $30.92 | — | COM | 34553D101 |
| — | CHANGE HEALTHCARE INC | 450,177 | $19.59M | 0.9% | $47.72 | — | UNIT 99/99/9999 | 15912K209 |
| — | WORKDAY INC | 13,575,000 | $18.73M | 0.8% | $1.46 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | 58 COM INC | 318,882 | $17.2M | 0.8% | $53.94 | — | SPON ADR REP A | 31680Q104 |
| — | GFL ENVIRONMENTAL INC | 344,475 | $17.2M | 0.8% | $43.95 | — | UNIT 99/99/9999T | 36168Q120 |
| — | AMERICAN AIRLS GROUP INC | 17,800,000 | $16.82M | 0.7% | $0.95 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | THERAVANCE INC | 16,543,000 | $16.39M | 0.7% | $0.85 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | LUMENTUM HLDGS INC | 10,421,000 | $15.21M | 0.7% | $1.17 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL L | 14,750,000 | $14.06M | 0.6% | $1.00 | — | NOTE 5.750%10/1 | G81075AF3 |
| — | ZILLOW GROUP INC | 12,000,000 | $14.01M | 0.6% | $1.17 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | TERRAFORM PWR INC | 748,402 | $13.8M | 0.6% | $15.77 | — | COM CL A | 88104R209 |
| — | PROSPECT CAP CORP | 13,950,000 | $13.74M | 0.6% | $1.01 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | RAPID7 INC | 10,042,000 | $13.54M | 0.6% | $1.30 | — | NOTE 1.250% 8/0 | 753422AB0 |
| GNW | GENWORTH FINL INC | 5,826,940 | $13.46M | 0.6% | $4.03 | -21.8% | COM CL A | 37247D106 |
| — | B RILEY PRIN MERGER CORP II | 1,244,647 | $13.36M | 0.6% | $10.73 | — | CL A | 05600U106 |
| — | FIREEYE INC | 14,375,000 | $13.07M | 0.6% | $0.98 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | LIVE OAK ACQUISITION CORP | 1,265,000 | $12.68M | 0.6% | $10.02 | — | UNIT 99/99/9999 | 53804F202 |
| — | LONGVIEW ACQUISITION CORP | 1,250,000 | $12.63M | 0.6% | $10.10 | — | UNIT 99/99/9999 | 543195200 |
| — | SPLUNK INC | 8,575,000 | $12.62M | 0.6% | $1.10 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | VIAVI SOLUTIONS INC | 10,875,000 | $12.17M | 0.5% | $1.19 | — | NOTE 1.750% 6/0 | 925550AE5 |
| — | GIGCAPITAL3 INC | 1,200,000 | $12.05M | 0.5% | $10.04 | — | UNIT 99/99/9999 | 37519D206 |
| — | PLURALSIGHT INC | 12,925,000 | $11.47M | 0.5% | $0.89 | — | NOTE 0.375% 3/0 | 72941BAB2 |
| — | APOLLO COML REAL EST FIN INC | 13,825,000 | $11.35M | 0.5% | $0.96 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | PRICELINE GRP INC | 10,600,000 | $11.29M | 0.5% | $1.06 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | FOLEY TRASIMENE ACQUISTN COR | 1,000,000 | $10.67M | 0.5% | $10.67 | — | UNIT 99/99/9999 | 34431F203 |
| — | SAREPTA THERAPEUTICS INC | 4,625,000 | $10.63M | 0.5% | $2.30 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | MERITOR INC | 10,475,000 | $10.46M | 0.5% | $0.99 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | FORTRESS VALUE ACQUISITION C | 1,000,000 | $10.3M | 0.5% | $10.30 | — | UNIT 99/99/9999 | 34962V205 |
| — | WORLD WRESTLING ENTMT INC | 5,125,000 | $9.581M | 0.4% | $1.51 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | COLLECTIVE GROWTH CORP | 1,000,000 | $9.51M | 0.4% | $9.51 | — | UNIT 04/29/2025 | 19424L200 |
| — | HOPE BANCORP INC | 11,325,000 | $9.386M | 0.4% | $0.92 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | AVAYA HLDGS CORP | 11,225,000 | $9.29M | 0.4% | $0.81 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | LIGAND PHARMACEUTICALS INC | 10,506,000 | $9.24M | 0.4% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | FORTIVE CORP | 9,300,000 | $9.181M | 0.4% | $0.93 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | SUSTAINABLE OPPORTNTS ACQ CO | 875,000 | $8.838M | 0.4% | $10.10 | — | UNIT 99/99/9999 | G8598Y125 |
| — | VISHAY INTERTECHNOLOGY INC | 9,200,000 | $8.603M | 0.4% | $0.93 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | CHEGG INC | 5,950,000 | $8.444M | 0.4% | $1.42 | — | NOTE 0.125% 3/1 | 163092AD1 |
| IPOC/U | SOCIAL CAP HEDSPIA HLDG CO I | 700,000 | $8.309M | 0.4% | $11.87 | — | UNIT 99/99/9999 | G8251K123 |
| — | FTI CONSULTING INC | 6,510,000 | $8.26M | 0.4% | $1.22 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | DISH NETWORK CORPORATION | 8,650,000 | $7.968M | 0.4% | $0.88 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | GUESS INC | 11,750,000 | $7.946M | 0.4% | $0.68 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | RH | 5,600,000 | $7.849M | 0.3% | $1.08 | — | NOTE 6/1 | 74967XAA1 |
| IPOB/U | SOCIAL CAP HDOSPHIA HLDG CO | 600,000 | $7.536M | 0.3% | $12.56 | — | UNIT 99/99/9999 | G8250T117 |
| — | RETROPHIN INC | 9,000,000 | $7.513M | 0.3% | $0.90 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | ALTAIR ENGR INC | 7,100,000 | $7.477M | 0.3% | $0.87 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | INSEEGO CORP | 7,000,000 | $7.372M | 0.3% | $1.05 | — | NOTE 3.250% 5/0 | 45782BAD6 |
| — | KBR INC | 6,475,000 | $7.305M | 0.3% | $1.08 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | AIR TRANSPORT SERVICES GRP I | 7,650,000 | $7.28M | 0.3% | $0.94 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | BLACKSTONE MTG TR INC | 7,525,000 | $6.956M | 0.3% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | NOVUS CAP CORP | 700,000 | $6.867M | 0.3% | $9.81 | — | COM | 67012U108 |
| — | VEONEER INC | 8,000,000 | $6.708M | 0.3% | $0.87 | — | NOTE 4.000% 6/0 | 92336XAA7 |
| — | NEW MTN FIN CORP | 6,875,000 | $6.471M | 0.3% | $1.01 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | AEROJET ROCKETDYNE HLDGS INC | 4,000,000 | $6.414M | 0.3% | $1.34 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | BENEFITFOCUS INC | 8,093,000 | $6.407M | 0.3% | $0.87 | — | NOTE 1.250%12/1 | 08180DAB2 |
| — | SOUTHWEST AIRLS CO | 5,300,000 | $6.392M | 0.3% | $1.21 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | ARES CAPITAL CORP | 6,500,000 | $6.362M | 0.3% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | CLEVELAND CLIFFS INC | 6,863,000 | $6.282M | 0.3% | $1.10 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | SEACOR HOLDINGS INC | 7,169,000 | $6.265M | 0.3% | $0.98 | — | NOTE 2.500%12/1 | 811904AM3 |
| JWS/U | JAWS ACQUISITION CORP | 600,000 | $6.258M | 0.3% | $10.43 | — | UNIT 99/99/9999 | G50744120 |
| — | INTREXON CORP | 15,500,000 | $6.2M | 0.3% | $1.19 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | CYTOKINETICS INC | 2,575,000 | $6.142M | 0.3% | $1.32 | — | NOTE 4.000%11/1 | 23282WAA8 |
| — | HCI GROUP INC | 6,000,000 | $5.961M | 0.3% | $0.98 | — | NOTE 4.250% 3/0 | 40416EAD5 |
| — | COLFAX CORP | 48,775 | $5.946M | 0.3% | $130.29 | — | UNIT 01/15/2022T | 194014205 |
| — | NUANCE COMMUNICATIONS INC | 5,000,000 | $5.917M | 0.3% | $1.01 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | KARYOPHARM THERAPEUTICS INC | 4,100,000 | $5.746M | 0.3% | $1.43 | — | NOTE 3.000%10/1 | 48576UAA4 |
| — | MFA FINL INC | 6,425,000 | $5.718M | 0.3% | $1.01 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | TEAM INC | 8,000,000 | $5.627M | 0.3% | $1.11 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | HUDSON EXECUTIVE INVT CORP | 550,000 | $5.61M | 0.2% | $10.20 | — | UNIT 06/21/2025 | 443761200 |
| — | INTERPRIVATE ACQUISITION COR | 550,000 | $5.588M | 0.2% | $9.89 | — | UNIT 10/29/2024 | 46064A202 |
| REZI | RESIDEO TECHNOLOGIES INC | 490,821 | $5.546M | 0.2% | $21.11 | -67.0% | COM | 76118Y104 |
| — | NEUROCRINE BIOSCIENCES INC | 3,300,000 | $5.52M | 0.2% | $1.38 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | COUPA SOFTWARE INC | 3,000,000 | $5.468M | 0.2% | $1.82 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | BITAUTO HLDGS LTD | 343,799 | $5.449M | 0.2% | $15.85 | — | SPONSORED ADS | 091727107 |
| — | MOBILE MINI INC | 172,655 | $5.093M | 0.2% | $26.38 | — | COM | 60740F105 |
| — | SUPERNUS PHARMACEUTICALS INC | 5,750,000 | $5.089M | 0.2% | $0.89 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | PACIRA BIOSCIENCES | 4,650,000 | $5.086M | 0.2% | $0.99 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | FUSION ACQUISITION CORP | 500,000 | $5.08M | 0.2% | $10.16 | — | UNIT 99/99/9999 | 36118H204 |
| — | RMG ACQUISITION CORP | 494,998 | $5.064M | 0.2% | $9.77 | — | CL A | 749641106 |
| BKNG | BOOKING HOLDINGS INC | 3,183 | $5.018M | 0.2% | $1529.20 | -2.1% | COM | 09857L108 |
| — | KENSINGTON CAP ACQUISITION C | 500,000 | $5.01M | 0.2% | $10.02 | — | UNIT 07/01/2027 | 490073202 |
| — | APOLLO COML REAL EST FIN INC | 5,700,000 | $4.995M | 0.2% | $1.01 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | NEXTERA ENERGY INC | 100,000 | $4.883M | 0.2% | $49.70 | — | UNIT 09/01/2022S | 65339F796 |
| — | SCORPIO TANKERS INC | 5,575,000 | $4.812M | 0.2% | $0.93 | — | NOTE 3.000% 5/1 | 80918TAB5 |
| — | TPG SPECIALTY LENDING INC | 4,750,000 | $4.793M | 0.2% | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | AMAG PHARMACEUTICALS INC | 6,100,000 | $4.783M | 0.2% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | VONAGE HLDGS CORP | 5,000,000 | $4.689M | 0.2% | $0.94 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | WELLPOINT INC | 1,279,000 | $4.685M | 0.2% | $2.04 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ACAMAR PARTNERS ACQSITION CO | 445,000 | $4.561M | 0.2% | $9.72 | — | CL A | 004285102 |
| — | DISCOVERY INC | 236,717 | $4.559M | 0.2% | $19.26 | — | COM SER C | 25470F302 |
| — | 8X8 INC NEW | 5,000,000 | $4.498M | 0.2% | $0.90 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | ARCONIC CORPORATION | 322,346 | $4.49M | 0.2% | $13.93 | — | COM | 03966V107 |
| CARR | CARRIER GLOBAL CORPORATION | 195,008 | $4.333M | 0.2% | $17.13 | 0.0% | COM | 14448C104 |
| — | LIBERTY MEDIA CORP DEL | 9,000,000 | $4.321M | 0.2% | $0.48 | — | DEB 2.250% 9/3 | 531229AE2 |
| — | EZCORP INC | 5,500,000 | $4.308M | 0.2% | $0.91 | — | NOTE 2.375% 5/0 | 302301AE6 |
| — | GREENBRIER COS INC | 5,187,000 | $4.288M | 0.2% | $0.97 | — | NOTE 2.875% 2/0 | 393657AK7 |
| NMRK | NEWMARK GROUP INC | 868,284 | $4.22M | 0.2% | $8.31 | -52.0% | CL A | 65158N102 |
| — | HERCULES CAPITAL INC | 4,300,000 | $4.2M | 0.2% | $1.00 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | BLACKSTONE MTG TR INC | 4,400,000 | $4.147M | 0.2% | $1.02 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | COVETRUS INC | 238,605 | $4.137M | 0.2% | $21.94 | — | COM | 22304C100 |
| — | GOGO INC | 5,875,000 | $4.132M | 0.2% | $0.71 | — | NOTE 6.000% 5/1 | 38046CAD1 |
| — | GRAF INDL CORP | 1,782,000 | $4.063M | 0.2% | $0.40 | — | *W EXP 12/31/202 | 384278115 |
| — | TORTOISE ACQUISITION CORP | 370,664 | $4.003M | 0.2% | $0.70 | — | *W EXP 03/04/202 | 89154L118 |
| CTVA | CORTEVA INC | 150,781 | $3.99M | 0.2% | $25.35 | -3.9% | COM | 22052L104 |
| ILPT | INDUSTRIAL LOGISTICS PPTYS T | 192,940 | $3.965M | 0.2% | $20.35 | — | COM SHS BEN INT | 456237106 |
| DOW | DOW INC | 98,515 | $3.949M | 0.2% | $36.37 | -26.2% | COM | 260557103 |
| — | CENTERPOINT ENERGY INC | 108,750 | $3.893M | 0.2% | $50.45 | — | DEP RP PFD CV B | 15189T503 |
| — | SOUTHERN CO | 85,375 | $3.783M | 0.2% | $54.09 | — | UNIT 08/01/2022 | 842587602 |
| — | INFINERA CORP | 4,425,000 | $3.775M | 0.2% | $0.96 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | NRG ENERGY INC | 3,675,000 | $3.734M | 0.2% | $0.99 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | STABLE RD ACQUISITION CORP | 375,000 | $3.731M | 0.2% | $9.75 | — | COM CL A | 85236Q109 |
| — | NEXTERA ENERGY INC | 87,500 | $3.718M | 0.2% | $42.49 | — | UNIT 99/99/9999 | 65339F770 |
| — | IAA INC | 98,722 | $3.713M | 0.2% | $43.64 | — | COM | 449253103 |
| ACA | ARCOSA INC | 86,862 | $3.666M | 0.2% | $27.18 | +39.0% | COM | 039653100 |
| — | CRESCENT ACQUISITION CORP | 350,000 | $3.661M | 0.2% | $9.80 | — | COM CL A | 22564L105 |
| ALC | ALCON AG | 63,251 | $3.626M | 0.2% | $57.87 | -3.5% | ORD SHS | H01301128 |
| — | FAR PT ACQUISITION CORP | 349,998 | $3.584M | 0.2% | $9.75 | — | COM CL A | 30734W109 |
| — | LIVENT CORP | 579,711 | $3.571M | 0.2% | $10.37 | — | COM | 53814L108 |
| — | GRANITE PT MTG TR INC | 5,000,000 | $3.525M | 0.2% | $0.99 | — | NOTE 6.375%10/0 | 38741LAC1 |
| KTB | KONTOOR BRANDS INC | 196,150 | $3.493M | 0.2% | $29.07 | -38.7% | COM | 50050N103 |
| FOXA | FOX CORP | 127,405 | $3.413M | 0.2% | $35.28 | -28.9% | CL A COM | 35137L105 |
| — | CAESARS ENTMT CORP | 2,000,000 | $3.371M | 0.1% | $1.70 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | OSI SYSTEMS INC | 3,450,000 | $3.318M | 0.1% | $1.18 | — | NOTE 1.250% 9/0 | 671044AD7 |
| OTIS | OTIS WORLDWIDE CORP | 58,156 | $3.307M | 0.1% | $47.48 | 0.0% | COM | 68902V107 |
| SPHR | MADISON SQUARE GRDN ENTERTNM | 44,086 | $3.306M | 0.1% | $35.51 | 0.0% | CL A | 55826T102 |
| — | TUSCAN HOLDINGS CORP | 320,000 | $3.274M | 0.1% | $9.90 | — | COM | 90069K104 |
| — | FORUM MERGER II CORP | 692,580 | $3.255M | 0.1% | $0.58 | — | *W EXP 09/30/202 | 34986F111 |
| — | REALPAGE INC | 3,000,000 | $3.241M | 0.1% | $1.08 | — | NOTE 1.500% 5/1 | 75606NAC3 |
| — | CHURCHILL CAP CORP III | 300,000 | $3.237M | 0.1% | $10.79 | — | COM | 17144C104 |
| — | GALILEO ACQUISITION CORP | 325,000 | $3.221M | 0.1% | $9.80 | — | SHS | G3770A102 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $3.172M | 0.1% | $0.42 | — | NOTE 5.875%11/3 | 20478NAD2 |
| — | INNOVIVA INC | 3,000,000 | $3.171M | 0.1% | $1.14 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | NUVEEN MUNICIPAL CREDIT INC | 208,415 | $3.076M | 0.1% | $14.09 | — | COM SH BEN INT | 67070X101 |
| — | LANDCADIA HLDGS II INC | 583,332 | $3.062M | 0.1% | $0.71 | — | *W EXP 05/09/202 | 51476X113 |
| — | GOSSAMER BIO INC | 3,000,000 | $3.033M | 0.1% | $1.01 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | SOUTH MTN MERGER CORP | 295,000 | $3.006M | 0.1% | $9.80 | — | COM CL A | 838884104 |
| GNRUQ | GREENROSE ACQUISITION CORP | 300,000 | $3M | 0.1% | $9.70 | — | UNIT 02/28/2024 | 395392202 |
| — | JUNIPER INDL HLDGS INC | 295,000 | $2.941M | 0.1% | $9.62 | — | COM CL A | 48205G106 |
| FTDR | FRONTDOOR INC | 66,145 | $2.932M | 0.1% | $29.63 | +37.7% | COM | 35905A109 |
| — | HELIX ENERGY SOLUTIONS GRP I | 3,500,000 | $2.909M | 0.1% | $0.98 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| RPLA | REPLAY ACQUISITION CORP | 280,000 | $2.856M | 0.1% | $9.73 | — | COM | G75130107 |
| — | AMPLITUDE HLTHCRE AQUSTIN CO | 281,250 | $2.813M | 0.1% | $9.55 | — | COM CL A | 03212A105 |
| — | NEW RELIC INC | 2,900,000 | $2.809M | 0.1% | $0.95 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | FLEXION THERAPEUTICS INC | 3,245,000 | $2.72M | 0.1% | $0.87 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | ROTH CH ACQUISITION I CO | 280,000 | $2.716M | 0.1% | $9.70 | — | COM | 778675108 |
| — | EAST STONE ACQUISITION CORP | 275,000 | $2.714M | 0.1% | $9.65 | — | SHS | G2911D108 |
| — | MAGNACHIP SEMICONDUCTOR SA | 2,000,000 | $2.689M | 0.1% | $1.36 | — | NOTE 5.000% 3/0 | 55932XAB0 |
| — | GORES METROPOULOS INC | 249,999 | $2.672M | 0.1% | $9.75 | — | COM CL A | 382872109 |
| — | FINTECH ACQUISITION CORP III | 1,150,000 | $2.645M | 0.1% | $0.91 | — | *W EXP 12/01/202 | 31811A119 |
| — | TRINE ACQUISITION CORP | 250,000 | $2.613M | 0.1% | $9.70 | — | COM CL A | 89628U108 |
| — | PARATEK PHARMACEUTICALS INC | 3,050,000 | $2.491M | 0.1% | $0.68 | — | NOTE 4.750% 5/0 | 699374AB0 |
| — | CARDTRONICS INC | 2,500,000 | $2.478M | 0.1% | $0.96 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | NUVEEN AMT FREE MUN CR INC F | 160,306 | $2.449M | 0.1% | $14.68 | — | COM | 67071L106 |
| — | SOFTWARE ACQUISITION GROUP I | 240,880 | $2.416M | 0.1% | $9.63 | — | COM CL A | 83406B101 |
| — | DTE ENERGY CO | 55,875 | $2.385M | 0.1% | $51.59 | — | UNIT 11/01/2022S | 233331842 |
| — | GORDON POINTE ACQUISITION CO | 1,106,820 | $2.38M | 0.1% | $0.60 | — | *W EXP 07/30/202 | 382788115 |
| — | MONOCLE ACQUISITION CORP | 231,119 | $2.378M | 0.1% | $9.80 | — | COM | 609754106 |
| — | EQUITRANS MIDSTREAM CORP | 292,042 | $2.368M | 0.1% | $21.78 | — | COM | 294600101 |
| GTX | GARRETT MOTION INC | 413,930 | $2.293M | 0.1% | $13.82 | -64.7% | COM | 366505105 |
| — | FINTECH ACQUISITION CORP III | 200,000 | $2.232M | 0.1% | $9.75 | — | COM CL A | 31811A101 |
| — | INVESCO CALIF MUN INCOME TR | 151,929 | $2.195M | 0.1% | $14.14 | — | COM | 46132P108 |
| NFIN | NETFIN ACQUISITION CORP | 200,000 | $2.15M | 0.1% | $9.76 | — | SHS CL A | G6455A107 |
| — | HENNESSY CAP ACQUSTION CORP | 200,000 | $2.15M | 0.1% | $9.90 | — | CL A COM | 42589C104 |
| — | LF CAP ACQUISITION CORP | 200,000 | $2.14M | 0.1% | $9.56 | — | CL A | 50200K108 |
| — | INSURANCE ACQUISITION CORP | 550,000 | $2.101M | 0.1% | $0.97 | — | *W EXP 03/31/202 | 457867117 |
| — | SCVX CORP | 200,000 | $2.072M | 0.1% | $9.97 | — | UNIT 99/99/9999 | G79448109 |
| — | GIGCAPITAL2 INC | 203,000 | $2.058M | 0.1% | $9.83 | — | COM | 375036100 |
| — | OPKO HEALTH INC | 1,950,000 | $2.042M | 0.1% | $0.95 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | GOL LINHAS AEREAS INTELIGENT | 301,042 | $2.041M | 0.1% | $7.72 | — | SPON ADR PFD NEW | 38045R206 |
| — | OAKTREE ACQUISITION CORP | 199,998 | $2.034M | 0.1% | $9.75 | — | SHS CL A | G67145105 |
| — | CF FIN ACQUISITION CORP | 1,500,000 | $2.025M | 0.1% | $0.43 | — | *W EXP 04/30/202 | 12528N115 |
| SCPE | SC HEALTH CORP | 200,000 | $2.022M | 0.1% | $9.82 | — | COM CL A | G78516203 |
| — | GORES HLDGS IV INC | 200,000 | $2.02M | 0.1% | $9.70 | — | COM CL A | 382865103 |
| — | CHURCHILL CAP CORP II | 177,655 | $2.008M | 0.1% | $10.02 | — | CL A | 17143G106 |
| — | YUNHONG INTL | 200,000 | $2M | 0.1% | $9.50 | — | UNIT 99/99/9999 | G98882114 |
| — | VERTIV HOLDINGS CO | 500,000 | $1.995M | 0.1% | $1.80 | — | *W EXP 06/12/202 | 92537N116 |
| — | XERIS PHARMACEUTICALS INC | 2,000,000 | $1.981M | 0.1% | $0.99 | — | NOTE 5.000% 7/1 | 98422LAA5 |
| — | PIVOTAL INVT CORP II | 194,998 | $1.979M | 0.1% | $9.70 | — | COM CL A | 72582K100 |
| — | DOMINION ENERGY INC | 19,350 | $1.973M | 0.1% | $103.47 | — | UNIT 99/99/9999 | 25746U133 |
| — | NEW PROVIDENCE ACQUISITION | 195,000 | $1.966M | 0.1% | $9.86 | — | COM CL A | 64822P106 |
| — | LEGACY ACQUISITION CORP | 200,000 | $1.92M | 0.1% | $9.59 | — | COM CL A | 524643103 |
| — | EZCORP INC | 2,000,000 | $1.906M | 0.1% | $1.10 | — | NOTE 2.875% 7/0 | 302301AF3 |
| — | HYCROFT MINING HOLDING CORP | 1,520,755 | $1.901M | 0.1% | $1.25 | — | *W EXP 02/12/202 | 44862P117 |
| — | SCHULTZE SPL PURP ACQUSTN CO | 1,440,000 | $1.858M | 0.1% | $0.35 | — | *W EXP 12/31/202 | 80821R117 |
| — | TUSCAN HLDGS CORP II | 185,000 | $1.841M | 0.1% | $9.81 | — | COM | 90070A103 |
| ILMN | ILLUMINA INC | 5,000 | $1.815M | 0.1% | $304.66 | +5.6% | COM | 452327109 |
| GTM | ZOOMINFO TECHNOLOGIES INC | 35,000 | $1.786M | 0.1% | $47.80 | 0.0% | COM CL A | 98980F104 |
| — | TRINE ACQUISITION CORP | 1,150,000 | $1.783M | 0.1% | $0.76 | — | *W EXP 03/31/202 | 89628U116 |
| — | INVESCO CALIF VALUE MUN INCO | 150,075 | $1.753M | 0.1% | $11.48 | — | COM | 46132H106 |
| — | YY INC | 1,575,000 | $1.742M | 0.1% | $1.11 | — | NOTE 1.375% 6/1 | 98426TAF3 |
| — | HEALTHCARE MERGER CORP | 170,000 | $1.703M | 0.1% | $9.85 | — | COM CL A | 42227L102 |
| — | FRANKLIN FINL NETWORK INC | 65,979 | $1.699M | 0.1% | $20.39 | — | COM | 35352P104 |
| — | INVACARE CORP | 1,950,000 | $1.667M | 0.1% | $1.33 | — | NOTE 4.500% 6/0 | 461203AH4 |
| — | HENNESSY CAP ACQUSTION CORP | 1,500,000 | $1.65M | 0.1% | $0.85 | — | *W EXP 09/05/202 | 42589C112 |
| ARLO | ARLO TECHNOLOGIES INC | 638,321 | $1.647M | 0.1% | $5.54 | -56.4% | COM | 04206A101 |
| — | MEGALITH FINL ACQUISITION CO | 150,000 | $1.642M | 0.1% | $9.51 | — | CL A COM | 58518F109 |
| — | PURE ACQUISITION CORP | 150,000 | $1.617M | 0.1% | $9.64 | — | CL A | 74621Q106 |
| — | SPARTAN ENERGY ACQUISITION C | 150,000 | $1.608M | 0.1% | $9.63 | — | CL A COM STK | 846784106 |
| AGILQ | LIV CAP ACQUISITION CORP | 160,000 | $1.578M | 0.1% | $9.52 | — | CL A | G5510C108 |
| — | CF FIN ACQUISITION CORP | 145,000 | $1.573M | 0.1% | $9.90 | — | COM CL A | 12528N107 |
| — | GX ACQUISITION CORP | 152,800 | $1.559M | 0.1% | $9.95 | — | COM CL A | 36251A107 |
| — | ANDINA ACQUISITION CORP III | 150,000 | $1.539M | 0.1% | $9.75 | — | SHS | G04415108 |
| — | AMCI ACQUISITION CORP | 150,000 | $1.533M | 0.1% | $9.84 | — | CLASS A | 00165R101 |
| — | PATRICK INDS INC | 1,500,000 | $1.51M | 0.1% | $0.79 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | HAYMAKER ACQUISITION CORP II | 145,000 | $1.501M | 0.1% | $9.90 | — | COM CL A | 42087L101 |
| — | UNION ACQUISITION CORP II | 150,000 | $1.5M | 0.1% | $9.85 | — | SHS | G9402Q100 |
| — | CRESCENT ACQUISITION CORP | 1,000,000 | $1.5M | 0.1% | $0.75 | — | *W EXP 03/08/202 | 22564L113 |
| — | QTS RLTY TR INC | 10,450 | $1.496M | 0.1% | $105.87 | — | 6.50% CON PFD B | 74736A301 |
| — | DIAMONDPEAK HLDGS COR | 145,000 | $1.494M | 0.1% | $9.72 | — | COM CL A | 25280H100 |
| — | APEX TECHNOLOGY ACQUISITION | 145,000 | $1.486M | 0.1% | $9.88 | — | COM CL A | 03768F102 |
| — | CORELOGIC INC | 21,996 | $1.479M | 0.1% | $67.24 | — | COM | 21871D103 |
| MAPS | SILVER SPIKE ACQUISITION COR | 145,000 | $1.465M | 0.1% | $9.92 | — | CL A SHS | G8136L106 |
| — | PROPTECH ACQUISITION CORP | 145,000 | $1.465M | 0.1% | $9.85 | — | COM CL A | 74349F101 |
| THBR | THUNDER BRDG ACQUISTION II L | 145,000 | $1.465M | 0.1% | $9.95 | — | CL A SHS | G8857S116 |
| — | CC NEUBERGER PRINCIPAL HLDNG | 145,000 | $1.46M | 0.1% | $10.07 | — | COM | G1992Y114 |
| — | OSPREY TECHNLGY AQUISTION CO | 145,000 | $1.457M | 0.1% | $9.72 | — | COM CL A | 68839R104 |
| — | SWITCHBACK ENERGY ACQUISTN C | 145,000 | $1.457M | 0.1% | $9.71 | — | COM CL A | 87105M102 |
| — | EXPERIENCE INVT CORP | 145,000 | $1.446M | 0.1% | $9.75 | — | COM CL A | 30217C109 |
| — | CHP MERGER CORP | 145,000 | $1.444M | 0.1% | $9.70 | — | COM CL A | 12558Y106 |
| — | FINSERV ACQUISITION CORP | 145,000 | $1.443M | 0.1% | $9.60 | — | CL A | 318085107 |
| — | CIIG MERGER CORP | 145,000 | $1.436M | 0.1% | $9.70 | — | COM CL A | 12559C103 |
| ALUS | ALUSSA ENERGY ACQUISITION CO | 145,000 | $1.428M | 0.1% | $9.60 | — | SHS CL A | G0232J101 |
| — | ARBOR RLTY TR INC | 1,500,000 | $1.42M | 0.1% | $1.07 | — | NOTE 5.250% 7/0 | 038923AH1 |
| — | MERIDA MERGER CORP I | 145,000 | $1.42M | 0.1% | $9.73 | — | COM | 58953M106 |
| — | CITIC CAPITAL ACQUISITION CO | 144,500 | $1.419M | 0.1% | $9.82 | — | COM CL A | G21513109 |
| — | GREEN PLAINS INC | 1,750,000 | $1.401M | 0.1% | $0.96 | — | NOTE 4.125% 9/0 | 393222AF1 |
| — | LEO HOLDINGS CORP | 1,115,000 | $1.394M | 0.1% | $1.07 | — | *W EXP 07/31/202 | G5463L113 |
| — | DIAMONDPEAK HLDGS COR | 766,666 | $1.349M | 0.1% | $0.88 | — | *W EXP 02/22/202 | 25280H118 |
| — | GABELLI DIVID & INCOME TR | 74,019 | $1.303M | 0.1% | $17.86 | — | COM | 36242H104 |
| — | GRID DYNAMICS HLDGS INC | 810,000 | $1.296M | 0.1% | $1.90 | — | *W EXP 03/05/202 | 39813G117 |
| — | AMCI ACQUISITION CORP | 2,300,000 | $1.265M | 0.1% | $0.28 | — | *W EXP 05/20/202 | 00165R119 |
| — | TIMKENSTEEL CORP | 1,500,000 | $1.247M | 0.1% | $1.04 | — | NOTE 6.000% 6/0 | 887399AA1 |
| — | ENVESTNET INC | 1,000,000 | $1.235M | 0.1% | $1.03 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | DWS MUN INCOME TR | 114,018 | $1.231M | 0.1% | $10.79 | — | COM | 233368109 |
| LYV | LIVE NATION ENTERTAINMENT IN | 28,088 | $1.225M | 0.1% | $43.83 | 0.0% | COM | 538034109 |
| XBFZX | BLACKROCK CALIF MUN INCOME T | 92,042 | $1.212M | 0.1% | $12.94 | — | SH BEN INT | 09248E102 |
| ACI | ALBERTSONS COS INC | 75,000 | $1.183M | 0.1% | $10.29 | 0.0% | COMMON STOCK | 013091103 |
| — | TILRAY INC | 2,550,000 | $1.179M | 0.1% | $0.53 | — | NOTE 5.000%10/0 | 88688TAB6 |
| — | OMEROS CORP | 1,125,000 | $1.171M | 0.1% | $0.97 | — | NOTE 6.250%11/1 | 682143AE2 |
| XMYDX | BLACKROCK MUNIYIELD FD INC | 86,119 | $1.17M | 0.1% | $13.16 | — | COM | 09253W104 |
| — | TEKLA HEALTHCARE INVS | 54,788 | $1.169M | 0.1% | $19.06 | — | SH BEN INT | 87911J103 |
| — | LGL SYS ACQUISITION CORP | 115,000 | $1.14M | 0.1% | $9.77 | — | COM CL A | 50201G106 |
| — | GX ACQUISITION CORP | 1,000,000 | $1.14M | 0.1% | $0.60 | — | *W EXP 05/24/202 | 36251A115 |
| — | ROYCE VALUE TR INC | 89,296 | $1.12M | 0.0% | $10.88 | — | COM | 780910105 |
| — | B RILEY PRIN MERGER CORP II | 625,000 | $1.094M | 0.0% | $1.75 | — | *W EXP 05/06/202 | 05600U114 |
| — | MONOCLE ACQUISITION CORP | 1,680,597 | $1.092M | 0.0% | $0.32 | — | *W EXP 12/06/202 | 609754114 |
| — | CREE INC | 925,000 | $1.09M | 0.0% | $1.10 | — | NOTE 0.875% 9/0 | 225447AB7 |
| — | LF CAP ACQUISITION CORP | 1,200,000 | $1.08M | 0.0% | $0.55 | — | *W EXP 06/22/202 | 50200K116 |
| — | LIBERTY MEDIA CORP DEL | 1,000,000 | $1.054M | 0.0% | $1.07 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | GS ACQUISITION HLDGS CORP II | 100,000 | $1.051M | 0.0% | $10.51 | — | UNIT 99/99/9999 | 36258Q204 |
| — | HAYMAKER ACQUISITION CORP II | 666,666 | $1.047M | 0.0% | $1.50 | — | *W EXP 10/31/202 | 42087L119 |
| TREB/U | TREBIA ACQUISITION CORP | 100,000 | $1.045M | 0.0% | $10.45 | — | UNIT 99/99/9999 | G9027T125 |
| XMVFX | BLACKROCK MUNIVEST FD INC | 123,204 | $1.035M | 0.0% | $8.27 | — | COM | 09253R105 |
| — | EATON VANCE MUNI INCOME TRUS | 82,748 | $1.034M | 0.0% | $12.06 | — | SH BEN INT | 27826U108 |
| — | WHOLE EARTH BRANDS INC | 900,000 | $1.026M | 0.0% | $1.14 | — | *W EXP 06/25/202 | 96684W126 |
| — | OPES ACQUISITION CORP | 250,000 | $1.025M | 0.0% | $0.14 | — | *W EXP 03/13/202 | 68373P118 |
| — | LIBERTY MEDIA CORP | 1,367,341 | $1.013M | 0.0% | $0.71 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | ENCORE CAP GROUP INC | 1,000,000 | $997K | 0.0% | $0.98 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | MEGALITH FINL ACQUISITION CO | 1,153,800 | $969K | 0.0% | $0.60 | — | *W EXP 08/26/202 | 58518F117 |
| XMHIX | PIONEER MUN HIGH INCOME TR | 85,683 | $967K | 0.0% | $11.31 | — | COM SHS | 723763108 |
| — | BROOKFIELD REAL ASSETS INCOM | 57,778 | $963K | 0.0% | $15.36 | — | SHS BEN INT | 112830104 |
| — | EATON VANCE TXMGD GL BUYWR O | 110,517 | $956K | 0.0% | $7.81 | — | COM | 27829C105 |
| — | ACAMAR PARTNERS ACQSITION CO | 750,000 | $953K | 0.0% | $0.69 | — | *W EXP 02/26/202 | 004285110 |
| — | INVESCO QUALITY MUN INCOME T | 79,722 | $950K | 0.0% | $11.78 | — | COM | 46133G107 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 73,421 | $946K | 0.0% | $12.73 | — | COM | 670656107 |
| — | WESTERN DIGITAL CORP. | 1,000,000 | $945K | 0.0% | $0.88 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | TEMPLETON GLOBAL INCOME FD | 174,688 | $938K | 0.0% | $5.36 | — | COM | 880198106 |
| — | TUSCAN HOLDINGS CORP | 1,600,000 | $936K | 0.0% | $0.78 | — | *W EXP 04/01/202 | 90069K112 |
| — | TEKLA LIFE SCIENCES INVS | 51,598 | $927K | 0.0% | $16.32 | — | SH BEN INT | 87911K100 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 7,390 | $911K | 0.0% | $91.23 | +8.9% | COM | 09061G101 |
| NWSA | NEWS CORP NEW | 77,070 | $899K | 0.0% | $11.88 | -14.6% | CL A | 65249B109 |
| — | BLACKROCK ENHANCED EQUITY DI | 121,500 | $892K | 0.0% | $6.73 | — | COM | 09251A104 |
| — | NUVEEN NEW JERSEY QULT MUN F | 66,294 | $878K | 0.0% | $13.30 | — | COM | 67069Y102 |
| — | BLACKSTONE GSO STRATEGIC CR | 76,125 | $869K | 0.0% | $10.88 | — | COM SHS BEN IN | 09257R101 |
| — | BLACKROCK FLOATING RATE INCO | 77,348 | $865K | 0.0% | $11.24 | — | COM | 09255X100 |
| — | COHEN & STEERS QUALITY INCOM | 79,123 | $865K | 0.0% | $9.23 | — | COM | 19247L106 |
| — | EATON VANCE TAX-MANAGED GLOB | 116,645 | $861K | 0.0% | $6.56 | — | COM | 27829F108 |
| — | EATON VANCE FLTING RATE INC | 75,248 | $858K | 0.0% | $11.55 | — | COM | 278279104 |
| — | SOUTH MTN MERGER CORP | 750,000 | $840K | 0.0% | $0.85 | — | *W EXP 06/20/202 | 838884112 |
| — | INVESCO TR INVT GRADE MUNS | 69,655 | $839K | 0.0% | $12.08 | — | COM | 46131M106 |
| — | TRI CONTL CORP | 33,600 | $830K | 0.0% | $22.88 | — | COM | 895436103 |
| — | BLACKROCK MUNIYIELD QUALITY | 63,265 | $824K | 0.0% | $12.78 | — | COM | 09254E103 |
| — | RMG ACQUISITION CORP | 833,332 | $817K | 0.0% | $0.58 | — | *W EXP 02/21/202 | 749641114 |
| — | NETFIN ACQUISITION CORP | 500,000 | $815K | 0.0% | $0.30 | — | *W EXP 08/01/202 | G6455A115 |
| XPMAX | PIONEER MUN HIGH INCOME ADVA | 77,102 | $810K | 0.0% | $10.26 | — | COM | 723762100 |
| — | NUVEEN S&P 500 BUY-WRITE INC | 73,348 | $807K | 0.0% | $10.60 | — | COM | 6706ER101 |
| — | INVESCO DYNAMIC CR OPPORTUNI | 90,332 | $804K | 0.0% | $8.65 | — | COM | 46132R104 |
| — | PAE INC | 333,332 | $803K | 0.0% | $1.49 | — | *W EXP 09/11/202 | 69290Y117 |
| — | WESTERN ASSET MANAGED MUNS F | 66,740 | $802K | 0.0% | $11.99 | — | COM | 95766M105 |
| — | EATON VANCE SR FLTNG RTE TR | 70,552 | $799K | 0.0% | $11.43 | — | COM | 27828Q105 |
| — | INVESCO ADVANTAGE MUN INCOME | 75,378 | $788K | 0.0% | $10.29 | — | SH BEN INT | 46132E103 |
| — | SPARTAN ENERGY ACQUISITION C | 434,999 | $783K | 0.0% | $0.97 | — | *W EXP 08/27/202 | 846784122 |
| — | SEMPRA ENERGY | 7,925 | $776K | 0.0% | $102.79 | — | 6% PFD CONV A | 816851406 |
| — | ALLIANZGI DIVIDEND INT & PRM | 69,021 | $772K | 0.0% | $10.27 | — | COM | 01883A107 |
| — | BLACKROCK RES & COMMODITIES | 125,734 | $771K | 0.0% | $5.87 | — | SHS | 09257A108 |
| — | CLOUGH GLOBAL OPPORTUNITIES | 86,811 | $756K | 0.0% | $8.83 | — | SH BEN INT | 18914E106 |
| — | SEACOR HOLDINGS INC | 1,000,000 | $754K | 0.0% | $0.91 | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | NUVEEN FLTNG RTE INCM OPP FD | 95,852 | $752K | 0.0% | $8.15 | — | COM SHS | 6706EN100 |
| — | NEW PROVIDENCE ACQUISITION | 500,000 | $750K | 0.0% | $0.90 | — | *W EXP 09/11/202 | 64822P114 |
| — | CBRE CLARION GLOBAL REAL EST | 123,991 | $740K | 0.0% | $5.88 | — | COM | 12504G100 |
| — | VOYA INFRASTRUCTURE INDLS & | 81,333 | $734K | 0.0% | $10.55 | — | COM | 92912X101 |
| — | JAZZ INVESTMENTS I LTD | 750,000 | $733K | 0.0% | $0.95 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | KALEYRA INC | 1,125,000 | $731K | 0.0% | $1.13 | — | *W EXP 12/12/202 | 483379111 |
| — | THUNDER BRDG ACQUISTION II L | 500,000 | $720K | 0.0% | $0.90 | — | *W EXP 11/30/202 | G8857S108 |
| — | ALLIANZGI EQUITY & CONV INCO | 31,984 | $719K | 0.0% | $21.05 | — | COM | 018829101 |
| — | MFS MUN INCOME TR | 114,050 | $712K | 0.0% | $6.32 | — | SH BEN INT | 552738106 |
| — | ROYCE MICRO-CAP TR INC | 93,847 | $676K | 0.0% | $6.87 | — | COM | 780915104 |
| — | CONYERS PK II ACQUISITION CO | 60,000 | $663K | 0.0% | $9.95 | — | COM CL A | 212896104 |
| — | ABERDEEN TOTAL DYNAMIC DIVD | 84,868 | $653K | 0.0% | $6.97 | — | COM SH BEN INT | 00326L100 |
| — | BLACKROCK FLOATING RATE INCO | 58,657 | $644K | 0.0% | $11.33 | — | COM | 091941104 |
| — | VOYA GLBL EQTY DIV & PREM OP | 131,275 | $634K | 0.0% | $5.81 | — | COM | 92912T100 |
| — | RANPAK HLDGS CORP | 405,000 | $628K | 0.0% | $1.20 | — | *W EXP 06/03/202 | 75321W111 |
| — | NUVEEN REAL ASSET INCOME & G | 53,352 | $623K | 0.0% | $11.12 | — | COM | 67074Y105 |
| — | KKR INCOME OPPORTUNITIES FD | 50,286 | $620K | 0.0% | $11.74 | — | COM | 48249T106 |
| — | COHEN & STEERS REIT & PFD &I | 32,115 | $614K | 0.0% | $16.75 | — | COM | 19247X100 |
| — | LEGACY ACQUISITION CORP | 1,250,000 | $613K | 0.0% | $0.35 | — | *W EXP 11/30/202 | 524643111 |
| — | ATLAS TECHNICAL CONSULTANTS | 1,565,744 | $611K | 0.0% | $0.68 | — | *W EXP 11/26/202 | 049430119 |
| — | HL ACQUISITIONS CORP | 270,000 | $610K | 0.0% | $0.36 | — | *W EXP 06/21/202 | G4603R122 |
| — | BLACKSTONE GSO FLTING RTE FU | 47,335 | $609K | 0.0% | $12.61 | — | COM | 09256U105 |
| — | INVESCO MUN TR | 51,364 | $604K | 0.0% | $11.71 | — | COM | 46131J103 |
| — | LEISURE ACQUISITION CORP | 625,000 | $588K | 0.0% | $0.75 | — | *W EXP 12/05/201 | 52539T115 |
| — | INVESCO MUN OPPORTUNITY TR | 48,899 | $580K | 0.0% | $11.58 | — | COM | 46132C107 |
| — | BNY MELLON STRATEGIC MUN BD | 79,439 | $575K | 0.0% | $7.17 | — | COM | 09662E109 |
| — | APOLLO SR FLOATING RATE FD I | 46,274 | $575K | 0.0% | $13.51 | — | COM | 037636107 |
| — | ARES DYNAMIC CR ALLOCATION F | 46,616 | $556K | 0.0% | $12.18 | — | COM | 04014F102 |
| — | BROADMARK RLTY CAP INC | 1,750,000 | $556K | 0.0% | $0.38 | — | *W EXP 11/15/202 | 11135B118 |
| — | INVESCO TR INVT GRADE NEW YO | 45,242 | $551K | 0.0% | $12.12 | — | COM | 46131T101 |
| PGEN | PRECIGEN INC | 107,389 | $536K | 0.0% | $4.32 | -21.2% | COM | 74017N105 |
| — | WELLS FARGO INCOME OPPORTUNI | 76,074 | $534K | 0.0% | $6.52 | — | WF INC OPPTY FD | 94987B105 |
| — | BARINGS GLOBAL SHORT DURATIO | 41,602 | $523K | 0.0% | $12.18 | — | COM | 06760L100 |
| — | JUNIPER INDL HLDGS INC | 600,000 | $522K | 0.0% | $0.56 | — | *W EXP 11/13/202 | 48205G114 |
| — | BLACKROCK ENHANCED GLOBAL DI | 55,257 | $521K | 0.0% | $9.99 | — | COM | 092501105 |
| — | REPLAY ACQUISITION CORP | 575,000 | $518K | 0.0% | $0.69 | — | *W EXP 03/01/202 | G75130115 |
| SNAXW | ANDINA ACQUISITION CORP III | 1,200,000 | $516K | 0.0% | $0.21 | — | *W EXP 07/31/202 | G04415124 |
| — | NOVUS CAP CORP | 700,000 | $504K | 0.0% | $0.72 | — | *W EXP 06/30/202 | 67012U116 |
| — | WELLS FARGO MULTI SECTOR INC | 45,289 | $499K | 0.0% | $10.27 | — | COM | 94987D101 |
| — | CHP MERGER CORP | 500,000 | $490K | 0.0% | $0.54 | — | *W EXP 11/22/202 | 12558Y114 |
| — | NUVEEN CR STRATEGIES INCOME | 83,268 | $486K | 0.0% | $5.70 | — | COM SHS | 67073D102 |
| — | BROOGE ENERGY LTD | 955,002 | $468K | 0.0% | $0.74 | — | *W EXP 12/20/202 | G1611B115 |
| — | ARYA SCIENCES ACQUISTION CO | 40,000 | $464K | 0.0% | $11.60 | — | UNIT 06/09/2027 | G31655114 |
| — | BLACKROCK MULTI-SECTOR INC T | 31,254 | $450K | 0.0% | $13.04 | — | COM | 09258A107 |
| — | SWITCHBACK ENERGY ACQUISTN C | 566,666 | $448K | 0.0% | $0.95 | — | *W EXP 07/25/202 | 87105M110 |
| — | ALTA EQUIPMENT GROUP INC | 425,000 | $445K | 0.0% | $0.90 | — | *W EXP 02/14/202 | 02128L114 |
| — | BLACKSTONE GSO LNG SHRT CR I | 36,836 | $444K | 0.0% | $12.05 | — | COM SHS BN INT | 09257D102 |
| ATLC | ATLANTICUS HLDGS CORP | 41,302 | $427K | 0.0% | $5.11 | +160.2% | COM | 04914Y102 |
| — | NUVEEN REAL ESTATE INCOME FD | 57,136 | $427K | 0.0% | $7.25 | — | COM | 67071B108 |
| — | LAZARD GLOBAL TOTAL RETURN & | 29,872 | $421K | 0.0% | $14.09 | — | COM | 52106W103 |
| — | ALLIANCEBERNSTEIN GLOBAL HIG | 41,607 | $420K | 0.0% | $9.44 | — | COM | 01879R106 |
| — | FIRST TR ENERGY INCOME & GRW | 38,006 | $411K | 0.0% | $10.81 | — | COM | 33738G104 |
| — | BLACKROCK MUNIYIELD PA QLTY | 30,196 | $410K | 0.0% | $13.11 | — | COM | 09255G107 |
| — | ABERDEEN INCOME CR STRATEGIE | 45,494 | $407K | 0.0% | $8.35 | — | COM | 003057106 |
| — | FEDERATED HERMES PREM MUNI I | 30,729 | $406K | 0.0% | $12.90 | — | COM | 31423P108 |
| — | HEALTHCARE MERGER CORP | 350,000 | $403K | 0.0% | $1.15 | — | *W EXP 12/17/202 | 42227L110 |
| — | EATON VANCE MUN BD FD | 31,360 | $399K | 0.0% | $12.47 | — | COM | 27827X101 |
| — | OSPREY TECHNLGY AQUISTION CO | 375,000 | $394K | 0.0% | $0.84 | — | *W EXP 10/30/202 | 68839R120 |
| — | HL ACQUISITIONS CORP | 31,622 | $385K | 0.0% | $9.50 | — | SHS | G4603R106 |
| — | COLLIER CREEK HOLDINGS | 116,666 | $379K | 0.0% | $1.20 | — | *W EXP 99/99/999 | G22707114 |
| — | APOLLO TACTICAL INCOME FD IN | 30,542 | $379K | 0.0% | $11.98 | — | COM | 037638103 |
| — | GIGCAPITAL2 INC | 765,000 | $379K | 0.0% | $0.28 | — | *W EXP 02/28/202 | 375036118 |
| — | WESTERN ASSET INTER MUNI FD | 43,312 | $371K | 0.0% | $8.47 | — | COM | 958435109 |
| — | GENERAL AMERN INVS INC | 11,548 | $367K | 0.0% | $31.78 | — | COM | 368802104 |
| — | EATON VANCE TX ADV GLBL DIV | 25,199 | $360K | 0.0% | $12.78 | — | COM | 27828S101 |
| — | UNION ACQUISITION CORP II | 1,000,000 | $350K | 0.0% | $0.38 | — | *W EXP 04/01/202 | G9402Q126 |
| XFDEX | FIRST TR DYNAMIC EUROPE EQUI | 33,685 | $348K | 0.0% | $10.33 | — | COM SHS | 33740D107 |
| — | SOURCE CAP INC | 10,306 | $341K | 0.0% | $35.69 | — | COM | 836144105 |
| — | APEX TECHNOLOGY ACQUISITION | 200,000 | $340K | 0.0% | $1.25 | — | *W EXP 09/18/202 | 03768F110 |
| — | GRAF INDL CORP | 24,328 | $338K | 0.0% | $9.60 | — | COM | 384278107 |
| — | INVESCO PA VALUE MUN INC TR | 28,460 | $338K | 0.0% | $12.04 | — | COM | 46132K109 |
| — | CHURCHILL CAP CORP II | 116,666 | $337K | 0.0% | $1.50 | — | *W EXP 07/02/202 | 17143G114 |
| — | EXPERIENCE INVT CORP | 333,332 | $333K | 0.0% | $0.67 | — | *W EXP 09/01/202 | 30217C117 |
| — | BLACKROCK ENH CAP & INC FD I | 23,046 | $333K | 0.0% | $13.61 | — | COM | 09256A109 |
| — | NEW FRONTIER HEALTH CORP | 240,847 | $328K | 0.0% | $1.53 | — | *W EXP 11/30/202 | G6461G114 |
| — | EATON VANCE NATL MUN OPPORTU | 16,701 | $328K | 0.0% | $19.64 | — | COM SHS | 27829L105 |
| — | GORES METROPOULOS INC | 166,666 | $328K | 0.0% | $1.40 | — | *W EXP 01/28/202 | 382872117 |
| — | SC HEALTH CORP | 300,000 | $324K | 0.0% | $1.20 | — | *W EXP 99/99/999 | G78516401 |
| — | NUVEEN ARIZONA QLTY MUN INC | 23,621 | $321K | 0.0% | $12.28 | — | COM | 67061W104 |
| — | AZEK CO INC | 10,000 | $319K | 0.0% | $31.90 | — | CL A | 05478C105 |
| — | FIRST TR SR FLG RTE INCM FD | 29,260 | $319K | 0.0% | $11.22 | — | COM | 33733U108 |
| — | BLACKROCK DEBT STRATEGIES FD | 33,762 | $315K | 0.0% | $8.45 | — | COM NEW | 09255R202 |
| — | INSEEGO CORP | 26,364 | $306K | 0.0% | $11.61 | — | COM | 45782B104 |
| — | NUVEEN AMT-FREE MUN VALUE FD | 19,396 | $304K | 0.0% | $15.68 | — | COM | 670695105 |
| — | NUVEEN DOW 30 DYNAMIC OVERWR | 22,199 | $302K | 0.0% | $13.01 | — | SHS | 67075F105 |
| — | VOYA GLBL ADV & PREM OPP FD | 36,050 | $295K | 0.0% | $8.02 | — | COM | 92912R104 |
| — | BLACKROCK MUNIYIELD N Y QUAL | 23,409 | $294K | 0.0% | $12.22 | — | COM | 09255E102 |
| — | FIRST TR SR FLOATING RATE 20 | 35,314 | $292K | 0.0% | $7.92 | — | COM SHS | 33740K101 |
| — | NUVEEN SHT DUR CR OPP FD | 24,530 | $289K | 0.0% | $11.78 | — | COM | 67074X107 |
| — | NUVEEN VIRGINIA QLTY MUNCPL | 19,984 | $285K | 0.0% | $12.30 | — | COM | 67064R102 |
| — | MACQUARIE GLOBAL INFRASTRUCT | 16,100 | $284K | 0.0% | $17.64 | — | COM | 55608D101 |
| — | NUVEEN NEW YORK QLT MUN INC | 20,340 | $274K | 0.0% | $13.13 | — | COM | 67066X107 |
| — | DWS STRATEGIC MUN INCOME TR | 26,117 | $274K | 0.0% | $10.40 | — | COM | 23342Q101 |
| — | ARYA SCIENCES ACQUISITION CO | 50,000 | $268K | 0.0% | $1.60 | — | *W EXP 10/10/202 | G3165V125 |
| — | BLACKROCK MUN INCOME INVT TR | 20,982 | $267K | 0.0% | $12.49 | — | SHS BEN INT | 09248H105 |
| — | ADAMS DIVERSIFIED EQUITY FD | 17,912 | $267K | 0.0% | $12.60 | — | COM | 006212104 |
| — | PIVOTAL INVT CORP II | 333,332 | $263K | 0.0% | $1.07 | — | *W EXP 06/01/202 | 72582K118 |
| — | BIOCERES CROP SOLUTIONS CORP | 1,249,900 | $262K | 0.0% | $0.27 | — | *W EXP 03/14/202 | G1117K106 |
| XVMMX | DELAWARE INVTS MINN MUN INCO | 20,612 | $261K | 0.0% | $12.22 | — | COM | 24610V103 |
| — | VROOM INC | 5,000 | $261K | 0.0% | $52.20 | — | COM | 92918V109 |
| — | TUSCAN HLDGS CORP II | 475,000 | $257K | 0.0% | $0.55 | — | *W EXP 99/99/999 | 90070A111 |
| — | HL ACQUISITIONS CORP | 270,000 | $254K | 0.0% | $0.94 | — | RIGHT 07/17/2023 | G4603R130 |
| XMVTX | BLACKROCK MUNIVEST FD II INC | 18,734 | $254K | 0.0% | $13.56 | — | COM | 09253T101 |
| — | APPLIED MOLECULAR TRANS INC | 10,000 | $251K | 0.0% | $25.10 | — | COM | 03824M109 |
| — | DFP HEALTHCARE ACQUISITNS CO | 25,000 | $250K | 0.0% | $10.00 | — | COM CL A | 23343Q100 |
| — | NUVEEN MICH QUALITY MUN INCO | 17,955 | $246K | 0.0% | $12.79 | — | COM | 670979103 |
| RPRX | ROYALTY PHARMA PLC | 5,000 | $243K | 0.0% | $49.50 | 0.0% | SHS CL A | G7709Q104 |
| — | INARI MED INC | 5,000 | $242K | 0.0% | $48.40 | — | COM | 45332Y109 |
| ETWOW | CC NEUBERGER PRINCIPAL HLDNG | 166,666 | $242K | 0.0% | $1.45 | — | *W EXP 99/99/999 | G1992Y122 |
| — | BLACKROCK LTD DURATION INC T | 17,270 | $241K | 0.0% | $12.63 | — | COM SHS | 09249W101 |
| — | CIIG MERGER CORP | 250,000 | $238K | 0.0% | $0.70 | — | *W EXP 12/31/202 | 12559C111 |
| — | CLOUGH GLOBAL EQUITY FD | 21,828 | $232K | 0.0% | $10.63 | — | COM | 18914C100 |
| — | NUVEEN OHIO QLTY MUN INCOME | 15,302 | $230K | 0.0% | $15.03 | — | COM | 670980101 |
| — | BLACKROCK MUNIHLDS INVSTM QL | 17,735 | $229K | 0.0% | $13.06 | — | COM | 09254P108 |
| — | PROPTECH ACQUISITION CORP | 325,000 | $228K | 0.0% | $0.70 | — | *W EXP 05/26/202 | 74349F119 |
| — | SOFTWARE ACQUISITION GROUP I | 200,000 | $226K | 0.0% | $1.13 | — | *W EXP 10/01/202 | 83406B119 |
| — | GAIN CAP HLDGS INC | 225,000 | $225K | 0.0% | $1.03 | — | NOTE 5.000% 8/1 | 36268WAF7 |
| — | CHURCHILL CAP CORP III | 75,000 | $225K | 0.0% | $3.00 | — | *W EXP 03/01/202 | 17144C112 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 16,181 | $223K | 0.0% | $13.78 | — | COM | 09253X102 |
| — | WESTERN ASSET MUN PARTNERS F | 15,547 | $220K | 0.0% | $13.77 | — | COM | 95766P108 |
| — | FLYING EAGLE ACQUISITION COR | 20,000 | $220K | 0.0% | $11.00 | — | COM | 34407Y103 |
| XMUSX | BLACKROCK MUNIHOLDINGS QUALI | 17,693 | $215K | 0.0% | $11.71 | — | COM | 09254A101 |
| — | BLACKROCK MUNIYIELD CALIF FD | 15,384 | $214K | 0.0% | $13.40 | — | COM | 09254M105 |
| — | TEMPLETON EMERGING MKTS FD | 15,604 | $213K | 0.0% | $13.65 | — | COM | 880191101 |
| — | NUVEEN CA QUALTY MUN INCOME | 14,275 | $204K | 0.0% | $13.70 | — | COM | 67066Y105 |
| PNBK | PATRIOT NATL BANCORP INC | 34,442 | $203K | 0.0% | $19.52 | -70.0% | COM NEW | 70336F203 |
| — | HIGHLAND GLOBAL ALLOCATION F | 31,528 | $203K | 0.0% | $5.47 | — | COM | 43010T104 |
| — | CENTRAL SECS CORP | 6,999 | $202K | 0.0% | $28.86 | — | COM | 155123102 |
| MAPSW | SILVER SPIKE ACQUISITION COR | 400,000 | $200K | 0.0% | $0.43 | — | *W EXP 08/02/202 | G8136L114 |
| — | BLACKROCK MUNIYIELD CALIF QU | 14,049 | $195K | 0.0% | $13.53 | — | COM | 09254N103 |
| — | GREENVISION ACQUISITION CORP | 19,500 | $194K | 0.0% | $9.83 | — | COM | 39678G103 |
| SHPSQ | GALILEO ACQUISITION CORP | 325,000 | $189K | 0.0% | $0.48 | — | *W EXP 10/31/202 | G3770A110 |
| — | AMPLITUDE HLTHCRE AQUSTIN CO | 187,500 | $188K | 0.0% | $0.65 | — | *W EXP 12/01/202 | 03212A113 |
| — | MERIDA MERGER CORP I | 375,000 | $188K | 0.0% | $0.50 | — | *W EXP 11/07/202 | 58953M114 |
| — | BOULDER GROWTH & INCOME FD I | 19,824 | $187K | 0.0% | $9.29 | — | COM | 101507101 |
| — | EATON VANCE LTD DURATION INC | 16,510 | $186K | 0.0% | $10.55 | — | COM | 27828H105 |
| — | MADISON COVERED CALL & EQUIT | 32,721 | $185K | 0.0% | $5.88 | — | COM | 557437100 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 12,321 | $184K | 0.0% | $14.93 | — | COM | 09253N104 |
| — | FRANKLIN LTD DURATION INCOME | 21,221 | $180K | 0.0% | $7.89 | — | COM | 35472T101 |
| — | ALUSSA ENERGY ACQUISITION CO | 325,000 | $179K | 0.0% | $0.75 | — | *W EXP 10/31/202 | G0232J119 |
| — | NUVEEN DIVERSIFIED DIVID & I | 22,712 | $176K | 0.0% | $7.40 | — | COM | 6706EP105 |
| XPHTX | PIONEER HIGH INCOME TR | 23,279 | $173K | 0.0% | $6.83 | — | COM | 72369H106 |
| — | LION GROUP HOLDING LTD | 55,912 | $171K | 0.0% | $3.06 | — | ADS | 53620U102 |
| XENWX | EATON VANCE NEW YORK MUN BD | 14,563 | $170K | 0.0% | $11.67 | — | COM | 27827Y109 |
| — | IVY HIGH INCOME OPPORTUNITIE | 15,006 | $169K | 0.0% | $10.64 | — | COM | 465893105 |
| — | NEW GERMANY FD INC | 10,737 | $163K | 0.0% | $15.18 | — | COM | 644465106 |
| — | BLACKROCK MUNIYLD MICH QLTY | 12,053 | $163K | 0.0% | $13.28 | — | COM | 09254V105 |
| — | LMP CAP & INCOME FD INC | 16,298 | $163K | 0.0% | $10.00 | — | COM | 50208A102 |
| — | DTF TAX-FREE INCOME INC | 11,020 | $157K | 0.0% | $13.33 | — | COM | 23334J107 |
| — | SWISS HELVETIA FD INC | 19,875 | $156K | 0.0% | $8.32 | — | COM | 870875101 |
| — | ACCEL ENTERTAINMENT INC | 66,666 | $156K | 0.0% | $2.96 | — | *W EXP 11/20/202 | 00436Q114 |
| — | KBL MERGER CORP IV | 500,000 | $155K | 0.0% | $0.17 | — | *W EXP 01/15/202 | 48242A112 |
| — | STABLE RD ACQUISITION CORP | 250,000 | $153K | 0.0% | $0.65 | — | *W EXP 05/15/202 | 85236Q117 |
| — | BLACKROCK MUNIENHANCED FD IN | 13,884 | $152K | 0.0% | $10.66 | — | COM | 09253Y100 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 11,266 | $151K | 0.0% | $13.40 | — | COM | 09254X101 |
| — | FAR PT ACQUISITION CORP | 299,999 | $150K | 0.0% | $1.39 | — | *W EXP 06/01/202 | 30734W117 |
| — | ABERDEEN EMRG MRKTS EQT INM | 24,687 | $149K | 0.0% | $6.04 | — | COM | 00301W105 |
| — | CITIC CAPITAL ACQUISITION CO | 200,000 | $146K | 0.0% | $0.73 | — | *W EXP 01/17/202 | G21513117 |
| — | FIRST EAGLE SENIOR LOAN FUND | 11,181 | $138K | 0.0% | $12.34 | — | COM NEW | 32010E100 |
| — | GABELLI HLTHCARE & WELLNESS | 13,590 | $136K | 0.0% | $10.01 | — | SHS | 36246K103 |
| NESRW | NATIONAL ENERGY SERVICES REU | 259,500 | $132K | 0.0% | $0.55 | — | *W EXP 05/05/202 | G6375R115 |
| XAWPX | ABERDEEN GLOBAL PREMIER PPTY | 27,758 | $129K | 0.0% | $4.25 | — | COM SH BEN INT | 00302L108 |
| — | VOYA EMERGING MKTS HIGH DIVI | 19,786 | $123K | 0.0% | $6.22 | — | COM | 92912P108 |
| — | BLACKROCK ENERGY & RES TR | 16,924 | $122K | 0.0% | $6.56 | — | COM | 09250U101 |
| — | TENZING ACQUISITION CORP | 250,000 | $118K | 0.0% | $0.33 | — | *W EXP 02/23/202 | G8708A108 |
| — | GDL FUND | 13,617 | $112K | 0.0% | $8.23 | — | COM SH BEN IT | 361570104 |
| — | WESTERN ASSET MUN HIGH INCOM | 15,566 | $111K | 0.0% | $7.07 | — | COM | 95766N103 |
| — | ROTH CH ACQUISITION I CO | 210,000 | $105K | 0.0% | $0.50 | — | *W EXP 01/28/202 | 778675116 |
| — | WESTERN ASSET HIGH INCM FD I | 16,905 | $105K | 0.0% | $6.21 | — | COM | 95766J102 |
| XPHDX | PIONEER FLOATING RATE TR | 10,532 | $100K | 0.0% | $10.00 | — | COM | 72369J102 |
| — | GORES HLDGS IV INC | 50,000 | $90,000 | 0.0% | $0.92 | — | *W EXP 01/22/202 | 382865111 |
| — | OAKTREE ACQUISITION CORP | 66,666 | $88,000 | 0.0% | $0.86 | — | *W EXP 99/99/999 | G67145113 |
| — | EATON VANCE SR INCOME TR | 15,915 | $85,000 | 0.0% | $5.34 | — | SH BEN INT | 27826S103 |
| XHIEX | MILLER HOWARD HIGH INC EQTY | 13,812 | $84,000 | 0.0% | $6.08 | — | COM SHS BEN IN | 600379101 |
| — | GLRY STR NW MDIA GRUP HLDG L | 1,850,000 | $71,000 | 0.0% | $0.08 | — | *W EXP 02/13/202 | G39973113 |
| — | EAST STONE ACQUISITION CORP | 275,000 | $69,000 | 0.0% | $0.07 | — | *W EXP 12/31/202 | G2911D116 |
| — | LION GROUP HOLDING LTD | 400,000 | $66,000 | 0.0% | $0.17 | — | *W EXP 06/17/202 | 53620U110 |
| — | AMERICAN VRTUAL CLOUD TECH I | 250,000 | $58,000 | 0.0% | $0.23 | — | *W EXP 04/07/202 | 030382113 |
| — | BLACKROCK ENHANCED INTL DIV | 10,900 | $56,000 | 0.0% | $5.14 | — | COM BENE INTER | 092524107 |
| — | BIG ROCK PARTNERS ACQUISI CO | 200,000 | $56,000 | 0.0% | $0.37 | — | RIGHT 12/01/2022 | 089482129 |
| — | LGL SYS ACQUISITION CORP | 57,500 | $52,000 | 0.0% | $0.61 | — | *W EXP 11/12/202 | 50201G114 |
| — | INFRA AND ENERGY ALTRNTIVE I | 343,006 | $51,000 | 0.0% | $0.95 | — | *W EXP 05/20/202 | 45686J112 |
| AGLWQ | LIV CAP ACQUISITION CORP | 160,000 | $50,000 | 0.0% | $0.26 | — | *W EXP 12/13/202 | G5510C116 |
| — | GREENVISION ACQUISITION CORP | 170,000 | $48,000 | 0.0% | $0.18 | — | RIGHT 06/01/2021 | 39678G129 |
| — | GREENVISION ACQUISITION CORP | 170,000 | $48,000 | 0.0% | $0.14 | — | *W EXP 10/28/202 | 39678G111 |
| — | BIG ROCK PARTNERS ACQUISI CO | 100,000 | $45,000 | 0.0% | $0.40 | — | *W EXP 12/01/202 | 089482111 |
| LSAK | NET 1 UEPS TECHNOLOGIES INC | 14,495 | $44,000 | 0.0% | $3.70 | -9.1% | COM NEW | 64107N206 |
| — | CONYERS PK II ACQUISITION CO | 18,750 | $39,000 | 0.0% | $2.03 | — | *W EXP 07/18/202 | 212896112 |
| — | TARGET HOSPITALITY CORP | 266,666 | $27,000 | 0.0% | $0.69 | — | *W EXP 03/15/202 | 87615L115 |
| — | LONGEVITY ACQUISITION CORP | 125,000 | $25,000 | 0.0% | $0.15 | — | *W EXP 07/31/202 | G56372116 |
| — | LONGEVITY ACQUISITION CORP | 125,000 | $25,000 | 0.0% | $0.40 | — | RIGHT 07/31/2020 | G56372124 |
| — | FALCON MINERALS CORP | 222,879 | $20,000 | 0.0% | $1.72 | — | *W EXP 07/21/202 | 30607B208 |
| — | DASEKE INC | 378,003 | $20,000 | 0.0% | $1.12 | — | *W EXP 02/27/202 | 23753F115 |
| — | ROSEHILL RES INC | 244,800 | $15,000 | 0.0% | $1.09 | — | *W EXP 04/27/202 | 777385113 |
| — | NESCO HLDGS INC | 83,328 | $15,000 | 0.0% | $0.86 | — | *W EXP 01/01/202 | 64083J112 |
| — | PHUNWARE INC | 58,632 | $14,000 | 0.0% | $0.29 | — | *W EXP 12/26/202 | 71948P118 |