Location: Greenwich, CT
CIK: 0001167456 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Nov 16, 2020
Total Value: $2.756B (62.6% shares, 37.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | VIVINT SOLAR INC | 1,413,226 | $59.85M | 2.2% | $42.35 | — | COM | 92854Q106 |
| — | MAXIM INTEGRATED PRODS INC | 751,131 | $50.78M | 1.8% | $67.61 | — | COM | 57772K101 |
| — | E TRADE FINANCIAL CORP | 1,007,477 | $50.42M | 1.8% | $34.32 | — | COM NEW | 269246401 |
| — | WRIGHT MED GROUP N V | 1,647,847 | $50.33M | 1.8% | $30.48 | — | ORD SHS | N96617118 |
| — | MICROCHIP TECHNOLOGY INC. | 32,235,000 | $48.2M | 1.7% | $1.22 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | MERCADOLIBRE INC | 19,000,000 | $47.88M | 1.7% | $1.70 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | GRUBHUB INC | 636,736 | $46.05M | 1.7% | $70.50 | — | COM | 400110102 |
| WTW | WILLIS TOWERS WATSON PLC LTD | 219,471 | $45.83M | 1.7% | $180.95 | +5.0% | SHS | G96629103 |
| — | VARIAN MED SYS INC | 257,272 | $44.25M | 1.6% | $172.00 | — | COM | 92220P105 |
| — | LIVONGO HEALTH INC | 311,174 | $43.58M | 1.6% | $140.05 | — | COM | 539183103 |
| — | ADVANCED DISP SVCS INC DEL | 1,428,481 | $43.18M | 1.6% | $31.94 | — | COM | 00790X101 |
| — | ACACIA COMMUNICATIONS INC | 636,037 | $42.87M | 1.6% | $65.40 | — | COM | 00401C108 |
| — | WAYFAIR INC | 20,575,000 | $42.75M | 1.6% | $2.08 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | MOMENTA PHARMACEUTICALS INC | 773,269 | $40.58M | 1.5% | $52.48 | — | COM | 60877T100 |
| — | TIFFANY & CO NEW | 343,697 | $39.82M | 1.4% | $133.65 | — | COM | 886547108 |
| — | DELPHI TECHNOLOGIES PL | 2,161,268 | $36.12M | 1.3% | $8.13 | — | SHS | G2709G107 |
| — | NATIONAL GEN HLDGS CORP | 1,054,201 | $35.58M | 1.3% | $33.75 | — | COM | 636220303 |
| — | TESLA INC | 4,950,000 | $34.23M | 1.2% | $2.86 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 27,575,000 | $33.31M | 1.2% | $1.08 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | BMC STK HLDGS INC | 759,354 | $32.52M | 1.2% | $42.83 | — | COM | 05591B109 |
| — | IMMUNOMEDICS INC | 382,284 | $32.51M | 1.2% | $85.03 | — | COM | 452907108 |
| — | FITBIT INC | 4,604,681 | $32.05M | 1.2% | $6.57 | — | CL A | 33812L102 |
| — | NOBLE ENERGY INC | 3,613,142 | $30.89M | 1.1% | $8.55 | — | COM | 655044105 |
| — | AIMMUNE THERAPEUTICS INC | 894,257 | $30.81M | 1.1% | $34.45 | — | COM | 00900T107 |
| — | AKAMAI TECHNOLOGIES INC | 22,925,000 | $26.64M | 1.0% | $1.16 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | CINCINNATI BELL INC NEW | 1,768,394 | $26.53M | 1.0% | $13.86 | — | COM NEW | 171871502 |
| — | EXACT SCIENCES CORP | 17,037,000 | $26.45M | 1.0% | $1.42 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | SOUTHWEST AIRLS CO | 19,300,000 | $25.28M | 0.9% | $1.28 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | LUMENTUM HLDGS INC | 17,896,000 | $25.06M | 0.9% | $1.27 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | NOVELLUS SYS INC | 2,400,000 | $25.02M | 0.9% | $3.02 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | CHANGE HEALTHCARE INC | 450,177 | $24.27M | 0.9% | $47.72 | — | UNIT 99/99/9999 | 15912K209 |
| — | TAUBMAN CTRS INC | 681,925 | $22.7M | 0.8% | $41.88 | — | COM | 876664103 |
| — | BLACKLINE INC | 16,275,000 | $22.47M | 0.8% | $1.38 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | RAPID7 INC | 13,042,000 | $20.45M | 0.7% | $1.36 | — | NOTE 1.250% 8/0 | 753422AB0 |
| — | FIREEYE INC | 21,700,000 | $20.22M | 0.7% | $0.96 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | ROSETTA STONE INC | 671,430 | $20.13M | 0.7% | $29.98 | — | COM | 777780107 |
| GNW | GENWORTH FINL INC | 5,987,764 | $20.06M | 0.7% | $3.99 | -33.2% | COM CL A | 37247D106 |
| — | PALO ALTO NETWORKS INC | 17,725,000 | $20.03M | 0.7% | $1.13 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | EXACT SCIENCES CORP | 18,300,000 | $19.85M | 0.7% | $1.08 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | VONAGE HLDGS CORP | 20,269,000 | $19.63M | 0.7% | $0.96 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | GCI LIBERTY INC | 232,162 | $19.03M | 0.7% | $81.96 | — | COM CLASS A | 36164V305 |
| — | GFL ENVIRONMENTAL INC | 344,475 | $18.44M | 0.7% | $43.95 | — | UNIT 99/99/9999T | 36168Q120 |
| — | PINDUODUO INC | 10,000,000 | $18.16M | 0.7% | $1.82 | — | NOTE 10/0 | 722304AB8 |
| — | VIRTUSA CORP | 366,453 | $18.02M | 0.7% | $49.16 | — | COM | 92827P102 |
| — | AMERICAN AIRLS GROUP INC | 18,800,000 | $17.43M | 0.6% | $0.94 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | ZILLOW GROUP INC | 7,000,000 | $16.76M | 0.6% | $2.39 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | SNAP INC | 11,200,000 | $15.55M | 0.6% | $1.39 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | PLURALSIGHT INC | 17,375,000 | $15.43M | 0.6% | $0.89 | — | NOTE 0.375% 3/0 | 72941BAB2 |
| — | CHEGG INC | 9,950,000 | $15.19M | 0.6% | $1.46 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 300,000 | $13.44M | 0.5% | $44.79 | — | UNIT 09/15/2021 | 459506309 |
| — | BITAUTO HLDGS LTD | 836,416 | $13.17M | 0.5% | $15.79 | — | SPONSORED ADS | 091727107 |
| — | NORTHERN GENESIS ACQUISITION | 1,250,000 | $12.49M | 0.5% | $9.99 | — | UNIT 07/31/2027 | 66516T203 |
| — | FAST ACQUISITION CORP | 1,250,000 | $12.46M | 0.5% | $9.97 | — | UNIT 99/99/9999 | 311875207 |
| — | STAR PEAK ENERGY TRANSITION | 1,211,329 | $12.42M | 0.5% | $10.25 | — | UNIT 99/99/9999 | 855185203 |
| — | PURE STORAGE INC | 12,750,000 | $12.41M | 0.5% | $0.97 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | VISHAY INTERTECHNOLOGY INC | 12,700,000 | $12.32M | 0.4% | $0.94 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | FOLEY TRASIMENE ACQUISITION | 1,187,500 | $12.11M | 0.4% | $10.20 | — | UNIT 99/99/9999 | 344328208 |
| — | VIAVI SOLUTIONS INC | 10,875,000 | $12.09M | 0.4% | $1.19 | — | NOTE 1.750% 6/0 | 925550AE5 |
| — | NEXTERA ENERGY INC | 250,000 | $11.96M | 0.4% | $47.83 | — | UNIT 99/99/9999 | 65339F739 |
| — | DISH NETWORK CORPORATION | 12,650,000 | $11.64M | 0.4% | $0.89 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | INSIGHT ENTERPRISES INC | 10,775,000 | $11.35M | 0.4% | $1.05 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | 8X8 INC NEW | 12,000,000 | $11.22M | 0.4% | $0.92 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | TAILWIND ACQUISITION CORP | 1,100,000 | $11.05M | 0.4% | $10.05 | — | UNIT 09/07/2027 | 87403Q201 |
| — | MERITOR INC | 10,475,000 | $10.89M | 0.4% | $0.99 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | INOVIO PHARMACEUTICALS INC | 5,000,000 | $10.72M | 0.4% | $1.50 | — | NOTE 6.500% 3/0 | 45773HAB8 |
| — | AVAYA HLDGS CORP | 11,225,000 | $10.65M | 0.4% | $0.81 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | SPLUNK INC | 7,300,000 | $10.55M | 0.4% | $1.10 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | LIONHEART ACQUISITION CORP I | 1,050,000 | $10.46M | 0.4% | $9.96 | — | UNIT 08/13/2025 | 53625R203 |
| DVN | DEVON ENERGY CORP NEW | 1,083,603 | $10.25M | 0.4% | $7.91 | 0.0% | COM | 25179M103 |
| — | PROSPECT CAP CORP | 9,950,000 | $10.2M | 0.4% | $1.01 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | LIGAND PHARMACEUTICALS INC | 11,178,000 | $10.16M | 0.4% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | GO ACQUISITION CORP | 1,000,000 | $10.08M | 0.4% | $10.08 | — | UNIT 08/31/2027 | 362019200 |
| — | NAVSIGHT HLDGS INC | 1,000,000 | $10.06M | 0.4% | $10.06 | — | UNIT 99/99/9999 | 639358209 |
| — | CHURCHILL CAPITAL CORP IV | 1,000,000 | $10.02M | 0.4% | $10.02 | — | UNIT 99/99/9999 | 171439201 |
| — | PROOFPOINT INC | 10,000,000 | $10.01M | 0.4% | $1.00 | — | NOTE 0.250% 8/1 | 743424AF0 |
| — | SOFTWARE ACQUISITN GRUP INC | 1,000,000 | $9.95M | 0.4% | $9.95 | — | UNIT 99/99/9999 | 83407F200 |
| — | NRG ENERGY INC | 9,375,000 | $9.757M | 0.4% | $1.02 | — | DBCV 2.750% 6/0 | 629377CG5 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL L | 9,750,000 | $9.63M | 0.3% | $1.00 | — | NOTE 5.750%10/1 | G81075AF3 |
| — | SAREPTA THERAPEUTICS INC | 4,625,000 | $9.602M | 0.3% | $2.30 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | GUESS INC | 11,750,000 | $9.52M | 0.3% | $0.68 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | FORTIVE CORP | 9,300,000 | $9.364M | 0.3% | $0.93 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | ALTAIR ENGR INC | 8,335,000 | $9.259M | 0.3% | $0.91 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | FTI CONSULTING INC | 7,510,000 | $9.238M | 0.3% | $1.22 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | WORLD WRESTLING ENTMT INC | 5,125,000 | $9.078M | 0.3% | $1.51 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | KBR INC | 7,975,000 | $9.032M | 0.3% | $1.09 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | CM LIFE SCIENCES INC | 819,844 | $8.584M | 0.3% | $10.47 | — | UNIT 09/01/2025 | 18978W208 |
| — | RETROPHIN INC | 10,000,000 | $8.55M | 0.3% | $0.89 | — | NOTE 2.500% 9/1 | 761299AB2 |
| BKNG | BOOKING HOLDINGS INC | 4,823 | $8.222M | 0.3% | $1596.77 | +8.2% | COM | 09857L108 |
| — | AIR TRANSPORT SERVICES GRP I | 7,650,000 | $8.137M | 0.3% | $0.94 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | PRICELINE GRP INC | 7,600,000 | $8.106M | 0.3% | $1.06 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | WORKDAY INC | 5,210,000 | $8.028M | 0.3% | $1.46 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | FORUM MERGER III CORP | 747,467 | $7.811M | 0.3% | $10.45 | — | UNIT 08/24/2027 | 349885202 |
| — | VEONEER INC | 8,000,000 | $7.759M | 0.3% | $0.87 | — | NOTE 4.000% 6/0 | 92336XAA7 |
| — | IRONWOOD PHARMACEUTICALS INC | 7,700,000 | $7.704M | 0.3% | $1.00 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | THERAVANCE INC | 7,625,000 | $7.326M | 0.3% | $0.85 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | NUANCE COMMUNICATIONS INC | 5,000,000 | $7.281M | 0.3% | $1.01 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | CC NEUBERGER PRIN HLDGS II | 700,000 | $7.231M | 0.3% | $10.33 | — | UNIT 99/99/9999 | G3166T129 |
| — | BLACKSTONE MTG TR INC | 7,525,000 | $7.165M | 0.3% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | CLEVELAND-CLIFFS INC NEW | 6,863,000 | $7.126M | 0.3% | $1.10 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | TWC TECH HLDGS II CORP | 700,000 | $7.091M | 0.3% | $10.13 | — | UNIT 09/10/2025 | 90117G204 |
| — | INSEEGO CORP | 7,000,000 | $6.767M | 0.2% | $1.05 | — | NOTE 3.250% 5/0 | 45782BAD6 |
| BABA | ALIBABA GROUP HLDG LTD | 22,795 | $6.701M | 0.2% | $293.97 | — | SPONSORED ADS | 01609W102 |
| — | COLFAX CORP | 48,775 | $6.558M | 0.2% | $130.29 | — | UNIT 01/15/2022T | 194014205 |
| — | SANDBRIDGE ACQUISITION CORP | 650,000 | $6.488M | 0.2% | $9.98 | — | UNIT 99/99/9999 | 799793203 |
| — | BENEFITFOCUS INC | 8,093,000 | $6.365M | 0.2% | $0.87 | — | NOTE 1.250%12/1 | 08180DAB2 |
| — | CF FINANCE ACQUISITION CORP | 625,000 | $6.256M | 0.2% | $10.01 | — | UNIT 08/01/2027 | 15725Q203 |
| — | HORIZON ACQUISITION CORP | 593,700 | $6.177M | 0.2% | $10.40 | — | UNIT 99/99/9999 | G46049121 |
| — | ARCONIC CORPORATION | 322,346 | $6.141M | 0.2% | $13.93 | — | COM | 03966V107 |
| — | HCI GROUP INC | 6,000,000 | $6.063M | 0.2% | $0.98 | — | NOTE 4.250% 3/0 | 40416EAD5 |
| — | NEWHOLD INVESTMENT CORP | 600,000 | $6.036M | 0.2% | $10.06 | — | UNIT 03/10/2025 | 651448201 |
| — | KISMET ACQUISITION ONE CORP | 600,000 | $6.006M | 0.2% | $10.01 | — | UNIT 08/06/2025 | G52753129 |
| — | FTAC OLYMPUS ACQUISITION COR | 600,000 | $6M | 0.2% | $10.00 | — | UNIT 08/24/2025 | G37288118 |
| — | BURGUNDY TECHNOLOGY ACQU COR | 600,000 | $5.982M | 0.2% | $9.97 | — | UNIT 08/26/2025 | G1702T132 |
| CLA/U | COLONNADE ACQUISITION CORP | 600,000 | $5.976M | 0.2% | $9.96 | — | UNIT 99/99/9999 | G2283K128 |
| CARR | CARRIER GLOBAL CORPORATION | 195,008 | $5.956M | 0.2% | $17.13 | +53.9% | COM | 14448C104 |
| — | EAST RES ACQUISITION CO | 600,000 | $5.892M | 0.2% | $9.82 | — | COM CL A | 274681105 |
| — | COVETRUS INC | 238,605 | $5.822M | 0.2% | $21.94 | — | COM | 22304C100 |
| — | CYTOKINETICS INC | 2,575,000 | $5.728M | 0.2% | $1.32 | — | NOTE 4.000%11/1 | 23282WAA8 |
| — | PERSHING SQUARE TONTINE HLDG | 250,000 | $5.673M | 0.2% | $22.69 | — | COM CL A | 71531R109 |
| — | HOLICITY INC | 542,000 | $5.61M | 0.2% | $10.35 | — | UNIT 08/05/2025 | 435063201 |
| — | AMAG PHARMACEUTICALS INC | 6,100,000 | $5.522M | 0.2% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | OSI SYSTEMS INC | 5,450,000 | $5.508M | 0.2% | $1.12 | — | NOTE 1.250% 9/0 | 671044AD7 |
| BSN/U | BROADSTONE ACQUISITION CORP | 550,000 | $5.484M | 0.2% | $9.97 | — | UNIT 99/99/9999 | G1739V118 |
| — | COUPA SOFTWARE INC | 3,000,000 | $5.481M | 0.2% | $1.82 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | INFINERA CORP | 5,850,000 | $5.413M | 0.2% | $0.95 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| REZI | RESIDEO TECHNOLOGIES INC | 490,821 | $5.399M | 0.2% | $21.11 | -40.0% | COM | 76118Y104 |
| — | IRONWOOD PHARMACEUTICALS INC | 5,500,000 | $5.36M | 0.2% | $0.97 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | LIVENT CORP | 579,711 | $5.2M | 0.2% | $10.37 | — | COM | 53814L108 |
| — | GORES HLDGS V INC | 500,000 | $5.175M | 0.2% | $10.35 | — | UNIT 99/99/9999 | 382864205 |
| — | EQUITY DISTR ACQUISITION COR | 500,000 | $5.15M | 0.2% | $10.30 | — | UNIT 99/99/9999 | 29465E205 |
| — | IAA INC | 98,722 | $5.14M | 0.2% | $43.64 | — | COM | 449253103 |
| — | BOWX ACQUISITION CORP | 500,000 | $5.13M | 0.2% | $10.26 | — | UNIT 08/03/2025 | 103085205 |
| — | EXECUTIVE NETWORK PARTNERING | 200,000 | $5.05M | 0.2% | $25.25 | — | UNIT 99/99/9999 | 30158L209 |
| — | COHN ROBBINS HOLDINGS CORP | 500,000 | $5.045M | 0.2% | $10.09 | — | UNIT 08/11/2025 | G23726121 |
| — | E MERGE TECHNOLOGY ACQUISITI | 500,000 | $5.03M | 0.2% | $10.06 | — | UNIT 07/30/2025 | 26873Y203 |
| — | PMV CONSUMER ACQUISITION COR | 500,000 | $4.995M | 0.2% | $9.99 | — | UNIT 08/31/2027 | 693486201 |
| — | TPG SPECIALTY LENDING INC | 4,750,000 | $4.91M | 0.2% | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | PROPERTY SOLUTIONS ACQUISITI | 500,000 | $4.905M | 0.2% | $9.81 | — | COM | 74348Q108 |
| — | KARYOPHARM THERAPEUTICS INC | 4,100,000 | $4.902M | 0.2% | $1.43 | — | NOTE 3.000%10/1 | 48576UAA4 |
| — | WELLPOINT INC | 1,279,000 | $4.798M | 0.2% | $2.04 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | CORELOGIC INC | 70,745 | $4.787M | 0.2% | $67.53 | — | COM | 21871D103 |
| — | ARES CAPITAL CORP | 4,590,000 | $4.782M | 0.2% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | GREENBRIER COS INC | 5,187,000 | $4.764M | 0.2% | $0.97 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | FG NEW AMER ACQUISITION CORP | 475,000 | $4.755M | 0.2% | $10.01 | — | UNIT 08/31/2027 | 30259V205 |
| KTB | KONTOOR BRANDS INC | 196,150 | $4.747M | 0.2% | $29.07 | -28.0% | COM | 50050N103 |
| — | MOBILEIRON INC | 670,424 | $4.7M | 0.2% | $7.01 | — | COM NEW | 60739U204 |
| DOW | DOW INC | 98,515 | $4.635M | 0.2% | $36.37 | -7.9% | COM | 260557103 |
| — | NEUROCRINE BIOSCIENCES INC | 3,300,000 | $4.571M | 0.2% | $1.38 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | STARBOARD VALUE ACQUISITN CO | 450,000 | $4.541M | 0.2% | $10.09 | — | UNIT 09/10/2025 | 85521J208 |
| — | FUSION ACQUISITION CORP | 460,000 | $4.522M | 0.2% | $9.83 | — | CL A | 36118H105 |
| — | VPC IMPACT ACQUISITION HLDNG | 450,000 | $4.5M | 0.2% | $10.00 | — | UNIT 09/22/2025 | G9441E126 |
| CTVA | CORTEVA INC | 150,781 | $4.344M | 0.2% | $25.35 | +4.5% | COM | 22052L104 |
| — | EZCORP INC | 5,500,000 | $4.342M | 0.2% | $0.91 | — | NOTE 2.375% 5/0 | 302301AE6 |
| ILPT | INDUSTRIAL LOGISTICS PPTYS T | 192,940 | $4.22M | 0.2% | $20.35 | — | COM SHS BEN INT | 456237106 |
| — | DIAMONDPEAK HLDGS COR | 394,295 | $4.176M | 0.2% | $0.88 | — | *W EXP 02/22/202 | 25280H118 |
| — | INSU ACQUISITION CORP II | 400,000 | $4.144M | 0.2% | $10.36 | — | UNIT 09/04/2025 | 457821304 |
| — | GIGCAPITAL3 INC | 410,000 | $4.08M | 0.1% | $9.95 | — | COM | 37519D107 |
| — | PRIME IMPACT ACQUISITION I | 400,000 | $4.008M | 0.1% | $10.02 | — | UNIT 10/01/2030 | G61074111 |
| — | SOUTHERN CO | 85,375 | $3.994M | 0.1% | $54.09 | — | UNIT 08/01/2022 | 842587602 |
| — | MALACCA STRAITS ACQUISITION | 400,000 | $3.916M | 0.1% | $9.79 | — | COM CL A | G5859B117 |
| ACA | ARCOSA INC | 86,862 | $3.83M | 0.1% | $27.18 | +59.1% | COM | 039653100 |
| — | ACON S2 ACQUISITION CORP | 380,500 | $3.813M | 0.1% | $10.02 | — | UNIT 09/15/2027 | G00748122 |
| NMRK | NEWMARK GROUP INC | 868,284 | $3.751M | 0.1% | $8.31 | -50.5% | CL A | 65158N102 |
| — | INDUSTRIAL TECH ACQU INC | 375,000 | $3.75M | 0.1% | $10.00 | — | UNIT 08/31/2025 | 456357201 |
| — | CAPSTAR SPL PURP ACQUISITION | 378,000 | $3.716M | 0.1% | $9.83 | — | COM CL A | 14070Y101 |
| — | CORENERGY INFRASTRUCTURE TR | 5,000,000 | $3.703M | 0.1% | $0.74 | — | NOTE 5.875% 8/1 | 21870UAC0 |
| — | HANNON ARMSTRONG SUST INFR C | 3,500,000 | $3.65M | 0.1% | $1.04 | — | NOTE 8/1 | 41068XAD2 |
| OTIS | OTIS WORLDWIDE CORP | 58,156 | $3.63M | 0.1% | $47.48 | +18.9% | COM | 68902V107 |
| — | ALTERYX INC | 3,600,000 | $3.61M | 0.1% | $1.00 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | FORTRESS VALUE ACQUISITION I | 350,000 | $3.605M | 0.1% | $10.30 | — | UNIT 08/10/2027 | 349642207 |
| ALC | ALCON AG | 63,251 | $3.602M | 0.1% | $57.87 | +0.2% | ORD SHS | H01301128 |
| — | NEW MTN FIN CORP | 3,550,000 | $3.568M | 0.1% | $1.01 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | VECTOR ACQUISITION CORP | 350,000 | $3.549M | 0.1% | $10.14 | — | UNIT 09/30/2027 | G9442R100 |
| — | EZCORP INC | 4,000,000 | $3.549M | 0.1% | $0.99 | — | NOTE 2.875% 7/0 | 302301AF3 |
| FOXA | FOX CORP | 127,405 | $3.546M | 0.1% | $35.28 | -30.1% | CL A COM | 35137L105 |
| — | ARCLIGHT CLEAN TRANSITION CO | 350,000 | $3.5M | 0.1% | $10.00 | — | UNIT 09/21/2025 | G04561117 |
| — | OMEROS CORP | 4,000,000 | $3.409M | 0.1% | $0.85 | — | NOTE 5.250% 2/1 | 682143AG7 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $3.4M | 0.1% | $0.42 | — | NOTE 5.875%11/3 | 20478NAD2 |
| — | MAGNACHIP SEMICONDUCTOR SA | 2,000,000 | $3.372M | 0.1% | $1.36 | — | NOTE 5.000% 3/0 | 55932XAB0 |
| ARLO | ARLO TECHNOLOGIES INC | 638,321 | $3.358M | 0.1% | $5.54 | -13.3% | COM | 04206A101 |
| — | HELIX ENERGY SOLUTIONS GRP I | 3,500,000 | $3.347M | 0.1% | $0.98 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | INTREXON CORP | 6,775,000 | $3.32M | 0.1% | $1.19 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | VERTIV HOLDINGS CO | 500,000 | $3.24M | 0.1% | $1.80 | — | *W EXP 06/12/202 | 92537N116 |
| — | ALTERYX INC | 3,100,000 | $3.12M | 0.1% | $1.01 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | HERCULES CAPITAL INC | 3,075,000 | $3.094M | 0.1% | $1.00 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | GOSSAMER BIO INC | 3,000,000 | $3.092M | 0.1% | $1.01 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | FINTECH ACQUISITION CORP IV | 300,000 | $3.072M | 0.1% | $10.24 | — | UNIT 12/31/2025 | 31810N302 |
| — | NORTH MOUNTAIN MERGER CORP | 300,000 | $3.06M | 0.1% | $10.20 | — | UNIT 09/16/2025 | 661204206 |
| SPHR | MADISON SQUARE GRDN ENTERTNM | 44,086 | $3.019M | 0.1% | $35.51 | -6.2% | CL A | 55826T102 |
| PDAC/U | PERIDOT ACQUISITION CORP | 300,000 | $2.996M | 0.1% | $9.99 | — | UNIT 99/99/9999 | G7008A123 |
| — | ARTIUS ACQUISITION INC | 300,000 | $2.982M | 0.1% | $9.94 | — | COM CL A | 04316G105 |
| — | ALPHA HEALTHCARE ACQUISTN CO | 300,000 | $2.976M | 0.1% | $9.92 | — | UNIT 09/21/2027 | 020751202 |
| — | D8 HOLDINGS CORP | 300,000 | $2.931M | 0.1% | $9.77 | — | SHS CL A | G2614K110 |
| GNRSQ | GREENROSE ACQUISITION CORP | 300,000 | $2.931M | 0.1% | $9.86 | 0.0% | COM | 395392103 |
| — | INNOVIVA INC | 3,000,000 | $2.923M | 0.1% | $1.14 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | GRANITE PT MTG TR INC | 3,100,000 | $2.895M | 0.1% | $0.99 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | TRINE ACQUISITION CORP | 1,069,759 | $2.807M | 0.1% | $0.76 | — | *W EXP 03/31/202 | 89628U116 |
| — | SOGOU INC | 314,618 | $2.797M | 0.1% | $8.89 | — | ADR REPSTG A | 83409V104 |
| — | SINA CORP | 65,133 | $2.775M | 0.1% | $42.61 | — | ORD | G81477104 |
| — | NEXTERA ENERGY INC | 50,000 | $2.725M | 0.1% | $49.70 | — | UNIT 09/01/2022S | 65339F796 |
| — | VELODYNE LIDAR INC | 556,219 | $2.72M | 0.1% | $4.89 | — | *W EXP 09/29/202 | 92259F119 |
| — | FORUM MERGER II CORP | 300,614 | $2.657M | 0.1% | $0.58 | — | *W EXP 09/30/202 | 34986F111 |
| LYV | LIVE NATION ENTERTAINMENT IN | 48,281 | $2.601M | 0.1% | $47.07 | +9.6% | COM | 538034109 |
| — | YUCAIPA ACQUISITION CORP | 253,479 | $2.585M | 0.1% | $10.20 | — | UNIT 99/99/9999 | G9879L121 |
| — | FLEXION THERAPEUTICS INC | 3,245,000 | $2.583M | 0.1% | $0.87 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | DTE ENERGY CO | 55,875 | $2.556M | 0.1% | $51.59 | — | UNIT 11/01/2022S | 233331842 |
| — | LIVE OAK ACQUISITION CORP | 250,000 | $2.52M | 0.1% | $10.08 | — | COM CL A | 53804F103 |
| ILMN | ILLUMINA INC | 8,170 | $2.513M | 0.1% | $320.15 | +7.6% | COM | 452327109 |
| — | PARATEK PHARMACEUTICALS INC | 3,050,000 | $2.507M | 0.1% | $0.68 | — | NOTE 4.750% 5/0 | 699374AB0 |
| — | CARDTRONICS INC | 2,500,000 | $2.5M | 0.1% | $0.96 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | REALPAGE INC | 2,400,000 | $2.481M | 0.1% | $1.08 | — | NOTE 1.500% 5/1 | 75606NAC3 |
| — | EQUITRANS MIDSTREAM CORP | 292,042 | $2.471M | 0.1% | $21.78 | — | COM | 294600101 |
| — | OAKTREE ACQUISITION CORP II | 237,500 | $2.444M | 0.1% | $10.29 | — | UNIT 09/15/2027 | G6715X129 |
| — | VISTAS MEDIA ACQUISITION CO | 238,545 | $2.421M | 0.1% | $10.15 | — | UNIT 08/03/2025 | 92840T206 |
| — | TORTOISE ACQUISITION CORP | 94,779 | $2.417M | 0.1% | $0.70 | — | *W EXP 03/04/202 | 89154L118 |
| — | OPKO HEALTH INC | 1,950,000 | $2.317M | 0.1% | $0.95 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | SCVX CORP | 200,000 | $2.15M | 0.1% | $9.97 | — | UNIT 99/99/9999 | G79448109 |
| — | ACE CONVERGENCE ACQU CORP | 200,000 | $2.05M | 0.1% | $10.25 | — | UNIT 99/99/9999 | G0083D112 |
| — | DMY TECHNOLOGY GROUP INC II | 200,000 | $2.046M | 0.1% | $10.23 | — | UNIT 99/99/9999 | 233277201 |
| — | CLIMATE CHANGE CRISIS REAL I | 200,000 | $2.01M | 0.1% | $10.05 | — | UNIT 99/99/9999 | 18716C209 |
| — | LF CAP ACQUISITION CORP | 1,120,000 | $2.005M | 0.1% | $0.55 | — | *W EXP 06/22/202 | 50200K116 |
| ASPL/U | ASPIRATIONAL CONSUMER LIFEST | 200,000 | $2M | 0.1% | $10.00 | — | UNIT 99/99/9999 | G05436129 |
| STEP | STEPSTONE GROUP INC | 75,000 | $1.996M | 0.1% | $25.51 | 0.0% | COM CL A | 85914M107 |
| — | COLLECTIVE GROWTH CORP | 200,300 | $1.975M | 0.1% | $9.86 | — | COM CL A | 19424L101 |
| — | HPX CORP | 200,000 | $1.968M | 0.1% | $9.84 | — | SHS CL A | G32219100 |
| — | YUNHONG INTL | 200,000 | $1.968M | 0.1% | $9.84 | — | CL A SHS | G98882106 |
| — | HUDSON EXECUTIVE INVT CORP | 199,000 | $1.955M | 0.1% | $9.82 | — | COM CL A | 443761101 |
| — | NOVUS CAP CORP | 700,000 | $1.953M | 0.1% | $0.72 | — | *W EXP 06/30/202 | 67012U116 |
| — | HYCROFT MINING HOLDING CORP | 1,223,538 | $1.921M | 0.1% | $1.25 | — | *W EXP 02/12/202 | 44862P117 |
| — | LANDCADIA HLDGS II INC | 434,214 | $1.906M | 0.1% | $0.71 | — | *W EXP 05/09/202 | 51476X113 |
| — | LIBERTY MEDIA CORP DEL | 4,000,000 | $1.882M | 0.1% | $0.48 | — | DEB 2.250% 9/3 | 531229AE2 |
| — | QUDIAN INC | 2,500,000 | $1.875M | 0.1% | $0.75 | — | NOTE 1.000% 7/0 | 747798AB2 |
| — | INTERPRIVATE ACQUISITION COR | 187,500 | $1.875M | 0.1% | $10.00 | — | COM | 46064A103 |
| — | GABELLI DIVID & INCOME TR | 101,949 | $1.871M | 0.1% | $18.00 | — | COM | 36242H104 |
| — | PG&E CORP | 18,725 | $1.835M | 0.1% | $98.00 | — | UNIT 99/99/9999 | 69331C140 |
| — | SWITCHBACK ENERGY ACQUISTN C | 387,163 | $1.816M | 0.1% | $0.95 | — | *W EXP 07/25/202 | 87105M110 |
| — | INVACARE CORP | 1,950,000 | $1.777M | 0.1% | $1.33 | — | NOTE 4.500% 6/0 | 461203AH4 |
| — | FINTECH ACQUISITION CORP III | 1,150,000 | $1.771M | 0.1% | $0.91 | — | *W EXP 12/01/202 | 31811A119 |
| — | ROYCE VALUE TR INC | 137,959 | $1.744M | 0.1% | $11.50 | — | COM | 780910105 |
| — | OMEROS CORP | 1,825,000 | $1.705M | 0.1% | $0.96 | — | NOTE 6.250%11/1 | 682143AE2 |
| — | YY INC | 1,575,000 | $1.7M | 0.1% | $1.11 | — | NOTE 1.375% 6/1 | 98426TAF3 |
| — | NUVEEN S&P 500 BUY-WRITE INC | 149,478 | $1.686M | 0.1% | $10.94 | — | COM | 6706ER101 |
| — | ARBOR REALTY TRUST INC | 1,500,000 | $1.655M | 0.1% | $1.07 | — | NOTE 5.250% 7/0 | 038923AH1 |
| — | TORTOISE ACQUISITION CORP II | 150,000 | $1.632M | 0.1% | $10.88 | — | UNIT 06/14/2027 | G89554110 |
| — | DISCOVERY INC | 81,994 | $1.607M | 0.1% | $19.26 | — | COM SER C | 25470F302 |
| — | RMG ACQUISITION CORP | 150,000 | $1.604M | 0.1% | $9.77 | — | CL A | 749641106 |
| — | GX ACQUISITION CORP | 1,000,000 | $1.6M | 0.1% | $0.60 | — | *W EXP 05/24/202 | 36251A115 |
| — | KALEYRA INC | 1,125,000 | $1.598M | 0.1% | $1.13 | — | *W EXP 12/12/202 | 483379111 |
| — | TEKLA HEALTHCARE INVS | 77,308 | $1.594M | 0.1% | $19.51 | — | SH BEN INT | 87911J103 |
| — | BLACKROCK ENHANCED EQUITY DI | 217,554 | $1.59M | 0.1% | $6.98 | — | COM | 09251A104 |
| — | RMG ACQUISITION CORP | 733,332 | $1.569M | 0.1% | $0.58 | — | *W EXP 02/21/202 | 749641114 |
| — | JUNIPER INDL HLDGS INC | 150,000 | $1.569M | 0.1% | $9.62 | — | COM CL A | 48205G106 |
| — | FOLEY TRASIMENE ACQUISTN COR | 150,000 | $1.554M | 0.1% | $10.36 | — | COM CL A | 34431F104 |
| — | CBRE CLARION GLOBAL REAL EST | 257,326 | $1.539M | 0.1% | $5.93 | — | COM | 12504G100 |
| — | INSURANCE ACQUISITION CORP | 550,000 | $1.524M | 0.1% | $0.97 | — | *W EXP 03/31/202 | 457867117 |
| — | INVESCO DYNAMIC CR OPPORTUNI | 161,981 | $1.492M | 0.1% | $8.90 | — | COM | 46132R104 |
| — | PATRICK INDS INC | 1,500,000 | $1.491M | 0.1% | $0.79 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | GREENCITY ACQUISITION CORP | 150,000 | $1.487M | 0.1% | $9.91 | — | COM | G4086B107 |
| — | EATON VANCE TAX-MANAGED GLOB | 201,903 | $1.486M | 0.1% | $6.90 | — | COM | 27829F108 |
| — | TUSCAN HLDGS CORP | 145,000 | $1.476M | 0.1% | $9.90 | — | COM | 90069K104 |
| — | LONGVIEW ACQUISITION CORP | 150,000 | $1.473M | 0.1% | $9.82 | — | COM CL A | 543195101 |
| — | CF FIN ACQUISITION CORP | 1,500,000 | $1.47M | 0.1% | $0.43 | — | *W EXP 04/30/202 | 12528N115 |
| — | HENNESSY CAP ACQUSTION CORP | 625,602 | $1.445M | 0.1% | $0.85 | — | *W EXP 09/05/202 | 42589C112 |
| — | GRID DYNAMICS HLDGS INC | 810,000 | $1.442M | 0.1% | $1.90 | — | *W EXP 03/05/202 | 39813G117 |
| — | AMCI ACQUISITION CORP | 2,118,801 | $1.441M | 0.1% | $0.28 | — | *W EXP 05/20/202 | 00165R119 |
| — | INVESCO CALIF VALUE MUN INCO | 114,781 | $1.434M | 0.1% | $11.48 | — | COM | 46132H106 |
| — | ROYCE MICRO-CAP TR INC | 176,763 | $1.356M | 0.0% | $7.25 | — | COM | 780915104 |
| — | QTS RLTY TR INC | 9,525 | $1.353M | 0.0% | $105.87 | — | 6.50% CON PFD B | 74736A301 |
| FTDR | FRONTDOOR INC | 34,750 | $1.352M | 0.0% | $29.63 | +44.0% | COM | 35905A109 |
| — | EATON VANCE TX ADV GLBL DIV | 90,602 | $1.347M | 0.0% | $14.29 | — | COM | 27828S101 |
| — | NEW PROVIDENCE ACQUISITION | 133,487 | $1.344M | 0.0% | $9.86 | — | COM CL A | 64822P106 |
| XMVFX | BLACKROCK MUNIVEST FD INC | 154,668 | $1.343M | 0.0% | $8.35 | — | COM | 09253R105 |
| — | OAK STR HEALTH INC | 25,000 | $1.336M | 0.0% | $53.44 | — | COM | 67181A107 |
| — | ROTH CH ACQUISITION I CO | 134,000 | $1.333M | 0.0% | $9.70 | — | COM | 778675108 |
| — | CLOUGH GLOBAL OPPORTUNITIES | 139,364 | $1.302M | 0.0% | $9.03 | — | SH BEN INT | 18914E106 |
| — | TIMKENSTEEL CORP | 1,500,000 | $1.274M | 0.0% | $1.04 | — | NOTE 6.000% 6/0 | 887399AA1 |
| — | BROOKFIELD REAL ASSETS INCOM | 76,413 | $1.262M | 0.0% | $15.64 | — | SHS BEN INT | 112830104 |
| SNOW | SNOWFLAKE INC | 5,000 | $1.255M | 0.0% | $238.10 | 0.0% | CL A | 833445109 |
| — | BLACKSTONE GSO STRATEGIC CR | 100,590 | $1.229M | 0.0% | $11.20 | — | COM SHS BEN IN | 09257R101 |
| — | TEKLA LIFE SCIENCES INVS | 69,671 | $1.225M | 0.0% | $16.65 | — | SH BEN INT | 87911K100 |
| — | ALLIANZGI EQUITY & CONV INCO | 49,801 | $1.209M | 0.0% | $22.21 | — | COM | 018829101 |
| — | TRI CONTL CORP | 45,940 | $1.191M | 0.0% | $23.70 | — | COM | 895436103 |
| — | NUVEEN NEW JERSEY QULT MUN F | 87,360 | $1.182M | 0.0% | $13.35 | — | COM | 67069Y102 |
| — | WESTERN ASSET MANAGED MUNS F | 95,406 | $1.163M | 0.0% | $12.05 | — | COM | 95766M105 |
| — | DWS MUN INCOME TR | 104,405 | $1.157M | 0.0% | $10.79 | — | COM | 233368109 |
| — | LIBERTY MEDIA CORP DEL | 1,367,341 | $1.142M | 0.0% | $0.71 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | ABERDEEN TOTAL DYNAMIC DIVD | 143,535 | $1.14M | 0.0% | $7.37 | — | COM SH BEN INT | 00326L100 |
| — | BLACKROCK RES & COMMODITIES | 189,388 | $1.127M | 0.0% | $5.89 | — | SHS | 09257A108 |
| — | EATON VANCE FLTING RATE INC | 94,839 | $1.127M | 0.0% | $11.62 | — | COM | 278279104 |
| — | KENSINGTON CAP ACQUISITION C | 250,000 | $1.125M | 0.0% | $4.50 | — | *W EXP 07/01/202 | 490073111 |
| — | SOUTH MTN MERGER CORP | 750,000 | $1.125M | 0.0% | $0.85 | — | *W EXP 06/20/202 | 838884112 |
| — | BLACKROCK ENHANCD CAP & INM | 72,530 | $1.121M | 0.0% | $14.87 | — | COM | 09256A109 |
| — | SEACOR HOLDINGS INC | 1,250,000 | $1.119M | 0.0% | $0.98 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | NUVEEN FLTNG RTE INCM OPP FD | 136,019 | $1.115M | 0.0% | $8.17 | — | COM SHS | 6706EN100 |
| — | DANAHER CORPORATION | 750 | $1.111M | 0.0% | $1481.33 | — | 4.75 MND CV PFD | 235851300 |
| — | FORTRESS VALUE ACQUISITION C | 333,333 | $1.097M | 0.0% | $3.29 | — | *W EXP 05/04/202 | 34962V114 |
| — | LIBERTY MEDIA CORP DEL | 1,000,000 | $1.093M | 0.0% | $1.07 | — | NOTE 1.375%10/1 | 531229AB8 |
| XMHIX | PIONEER MUN HIGH INCOME TR | 93,549 | $1.083M | 0.0% | $11.33 | — | COM SHS | 723763108 |
| — | BLACKROCK FLOATING RATE INCO | 94,197 | $1.083M | 0.0% | $11.29 | — | COM | 09255X100 |
| NWSA | NEWS CORP NEW | 77,070 | $1.081M | 0.0% | $11.88 | +11.8% | CL A | 65249B109 |
| — | GS ACQUISITION HLDGS CORP II | 100,000 | $1.076M | 0.0% | $10.76 | — | COM CL A | 36258Q105 |
| — | REDBALL ACQUISITION CORP | 100,000 | $1.057M | 0.0% | $10.57 | — | UNIT 99/99/9999 | G7417R121 |
| — | EATON VANCE SR FLTNG RTE TR | 90,616 | $1.054M | 0.0% | $11.47 | — | COM | 27828Q105 |
| — | COHEN & STEERS QUALITY INCOM | 93,625 | $1.04M | 0.0% | $9.52 | — | COM | 19247L106 |
| — | JUNIPER INDL HLDGS INC | 600,000 | $1.038M | 0.0% | $0.56 | — | *W EXP 11/13/202 | 48205G114 |
| — | FALCON CAPITAL ACQUISITN COR | 100,000 | $1.029M | 0.0% | $10.29 | — | UNIT 08/20/2027 | 30606L207 |
| — | VESPER HEALTHCARE ACQSTN COR | 100,000 | $1.026M | 0.0% | $10.26 | — | UNIT 99/99/9999 | 92538T203 |
| — | MONOCLE ACQUISITION CORP | 100,000 | $1.024M | 0.0% | $9.80 | — | COM | 609754106 |
| — | TREBIA ACQUISITION CORP | 99,999 | $1.018M | 0.0% | $10.18 | — | COM CL A | G9027T109 |
| — | NUVEEN REAL ASSET INCOME & G | 83,877 | $1.012M | 0.0% | $11.46 | — | COM | 67074Y105 |
| — | GOL LINHAS AEREAS INTELIGENT | 164,881 | $1.006M | 0.0% | $7.72 | — | SPON ADR PFD NEW | 38045R206 |
| — | CRESCENT ACQUISITION CORP | 100,000 | $1.004M | 0.0% | $9.80 | — | COM CL A | 22564L105 |
| — | SOFTWARE ACQUISITION GROUP I | 100,000 | $996K | 0.0% | $9.63 | — | COM CL A | 83406B101 |
| — | ASCENDANT DIGITAL ACQUISITIO | 100,000 | $994K | 0.0% | $9.94 | — | COM CL A | G05155109 |
| — | PIVOTAL INVT CORP II | 268,593 | $994K | 0.0% | $1.07 | — | *W EXP 06/01/202 | 72582K118 |
| — | BLACKSTONE GSO FLTING RTE FU | 71,351 | $982K | 0.0% | $13.00 | — | COM | 09256U105 |
| — | LEGACY ACQUISITION CORP | 94,227 | $977K | 0.0% | $9.59 | — | COM CL A | 524643103 |
| — | NUVEEN DOW 30 DYNAMIC OVERWR | 71,890 | $973K | 0.0% | $13.37 | — | SHS | 67075F105 |
| — | VOYA INFRASTRUCTURE INDLS & | 102,118 | $971K | 0.0% | $10.34 | — | COM | 92912X101 |
| — | TEKLA HEALTHCARE OPPORTUNITI | 53,042 | $960K | 0.0% | $18.10 | — | SHS | 879105104 |
| — | DIGITAL MEDIA SOLUTIONS INC | 1,115,000 | $959K | 0.0% | $0.86 | — | *W EXP 07/15/202 | 25401G114 |
| — | WESTERN DIGITAL CORP. | 1,000,000 | $954K | 0.0% | $0.88 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | NUVEEN CR STRATEGIES INCOME | 160,249 | $947K | 0.0% | $5.80 | — | COM SHS | 67073D102 |
| — | ARES DYNAMIC CR ALLOCATION F | 74,644 | $946K | 0.0% | $12.37 | — | COM | 04014F102 |
| — | EATON VANCE TXMGD GL BUYWR O | 110,399 | $943K | 0.0% | $7.81 | — | COM | 27829C105 |
| — | BLACKROCK ENHANCED GLOBAL DI | 98,279 | $941K | 0.0% | $9.81 | — | COM | 092501105 |
| — | VOYA GLBL EQTY DIV & PREM OP | 185,938 | $920K | 0.0% | $5.56 | — | COM | 92912T100 |
| — | APOLLO SR FLOATING RATE FD I | 71,507 | $917K | 0.0% | $13.27 | — | COM | 037636107 |
| — | ADAMS DIVERSIFIED EQUITY FD | 56,422 | $915K | 0.0% | $15.07 | — | COM | 006212104 |
| — | TUSCAN HLDGS CORP II | 90,000 | $906K | 0.0% | $9.81 | — | COM | 90070A103 |
| — | SOCIAL CAP HEDSPIA HLDG CO I | 233,333 | $901K | 0.0% | $3.86 | — | *W EXP 99/99/999 | G8251K115 |
| XBFZX | BLACKROCK CALIF MUN INCOME T | 68,016 | $897K | 0.0% | $12.94 | — | SH BEN INT | 09248E102 |
| — | HOPE BANCORP INC | 1,075,000 | $885K | 0.0% | $0.92 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | WHOLE EARTH BRANDS INC | 900,000 | $855K | 0.0% | $1.14 | — | *W EXP 06/25/202 | 96684W126 |
| — | B RILEY PRIN MERGER CORP II | 625,000 | $844K | 0.0% | $1.75 | — | *W EXP 05/06/202 | 05600U114 |
| AHCO | ADAPTHEALTH CORP | 38,560 | $841K | 0.0% | $20.99 | 0.0% | COM CL A | 00653Q102 |
| — | CRESCENT ACQUISITION CORP | 1,000,000 | $840K | 0.0% | $0.75 | — | *W EXP 03/08/202 | 22564L113 |
| — | MONOCLE ACQUISITION CORP | 1,680,597 | $839K | 0.0% | $0.32 | — | *W EXP 12/06/202 | 609754114 |
| — | ACAMAR PARTNERS ACQSITION CO | 750,000 | $825K | 0.0% | $0.69 | — | *W EXP 02/26/202 | 004285110 |
| AONE/U | ONE | 75,000 | $818K | 0.0% | $10.91 | — | UNIT 99/99/9999 | G7000X113 |
| — | TUSCAN HLDGS CORP | 1,600,000 | $816K | 0.0% | $0.78 | — | *W EXP 04/01/202 | 90069K112 |
| — | TEMPLETON GLOBAL INCOME FD | 152,177 | $814K | 0.0% | $5.36 | — | COM | 880198106 |
| — | WELLS FARGO INCOME OPPORTUNI | 111,266 | $812K | 0.0% | $6.77 | — | WF INC OPPTY FD | 94987B105 |
| — | ATLAS TECHNICAL CONSULTANTS | 1,565,744 | $805K | 0.0% | $0.68 | — | *W EXP 11/26/202 | 049430119 |
| — | GENERAL AMERN INVS INC | 23,557 | $800K | 0.0% | $32.89 | — | COM | 368802104 |
| — | LGL SYS ACQUISITION CORP | 78,750 | $789K | 0.0% | $9.77 | — | COM CL A | 50201G106 |
| — | SEMPRA ENERGY | 7,925 | $785K | 0.0% | $102.79 | — | 6% PFD CONV A | 816851406 |
| — | ALLIANCEBERNSTEIN GLOBAL HIG | 74,468 | $783K | 0.0% | $9.92 | — | COM | 01879R106 |
| — | NUVEEN REAL ESTATE INCOME FD | 103,482 | $781K | 0.0% | $7.38 | — | COM | 67071B108 |
| — | UTZ BRANDS INC | 116,666 | $763K | 0.0% | $6.54 | — | *W EXP 08/28/202 | 918090119 |
| — | JAZZ INVESTMENTS I LTD | 750,000 | $761K | 0.0% | $0.95 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | APOLLO TACTICAL INCOME FD IN | 59,835 | $761K | 0.0% | $12.34 | — | COM | 037638103 |
| — | INVESCO CALIF MUN INCOME TR | 51,518 | $758K | 0.0% | $14.14 | — | COM | 46132P108 |
| — | SEACOR HOLDINGS INC | 1,000,000 | $756K | 0.0% | $0.91 | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | FOLEY TRASIMENE ACQUISTN COR | 333,333 | $753K | 0.0% | $2.26 | — | *W EXP 05/26/202 | 34431F112 |
| — | BLACKROCK FLOATING RATE INCO | 67,046 | $753K | 0.0% | $11.32 | — | COM | 091941104 |
| — | UNION ACQUISITION CORP II | 1,000,000 | $750K | 0.0% | $0.38 | — | *W EXP 04/01/202 | G9402Q126 |
| — | FIRST TR ENERGY INCOME & GRO | 82,781 | $750K | 0.0% | $9.87 | — | COM | 33738G104 |
| RPAY | REPAY HLDGS CORP | 31,871 | $749K | 0.0% | $24.26 | 0.0% | COM CL A | 76029L100 |
| — | SCHULTZE SPL PURP ACQUSTN CO | 1,440,000 | $747K | 0.0% | $0.35 | — | *W EXP 12/31/202 | 80821R117 |
| — | ALTA EQUIPMENT GROUP INC | 425,000 | $744K | 0.0% | $0.90 | — | *W EXP 02/14/202 | 02128L114 |
| — | APOLLO COML REAL EST FIN INC | 775,000 | $735K | 0.0% | $1.01 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | ALLIANZGI DIVIDEND INT & PRM | 62,184 | $734K | 0.0% | $10.27 | — | COM | 01883A107 |
| — | PAE INC | 333,332 | $733K | 0.0% | $1.49 | — | *W EXP 09/11/202 | 69290Y117 |
| — | BLACKSTONE GSO LNG SHRT CR I | 56,606 | $728K | 0.0% | $12.34 | — | COM SHS BN INT | 09257D102 |
| — | CALAMOS CONV & HIGH INCOME F | 62,224 | $726K | 0.0% | $11.67 | — | COM SHS | 12811P108 |
| — | GUGGENHEIM ENHANCED EQUITY I | 130,375 | $711K | 0.0% | $5.45 | — | COM | 40167B100 |
| — | CALAMOS CONV OPPORTUNITIES & | 64,599 | $711K | 0.0% | $11.01 | — | SH BEN INT | 128117108 |
| — | MEGALITH FINL ACQUISITION CO | 1,051,121 | $698K | 0.0% | $0.60 | — | *W EXP 08/26/202 | 58518F117 |
| — | GIGCAPITAL2 INC | 765,000 | $696K | 0.0% | $0.28 | — | *W EXP 02/28/202 | 375036118 |
| — | MACQUARIE GLOBAL INFRASTRUCT | 39,077 | $686K | 0.0% | $17.59 | — | COM | 55608D101 |
| — | THUNDER BRDG ACQUISTION II L | 500,000 | $685K | 0.0% | $0.90 | — | *W EXP 11/30/202 | G8857S108 |
| — | BARINGS GLOBAL SHORT DURATIO | 51,106 | $681K | 0.0% | $12.39 | — | COM | 06760L100 |
| — | KKR INCOME OPPORTUNITIES FD | 50,127 | $678K | 0.0% | $11.74 | — | COM | 48249T106 |
| — | NETFIN ACQUISITION CORP | 500,000 | $675K | 0.0% | $0.30 | — | *W EXP 08/01/202 | G6455A115 |
| — | HAYMAKER ACQUISITION CORP II | 666,666 | $673K | 0.0% | $1.50 | — | *W EXP 10/31/202 | 42087L119 |
| — | LEGACY ACQUISITION CORP | 1,250,000 | $669K | 0.0% | $0.35 | — | *W EXP 11/30/202 | 524643111 |
| — | SOCIAL CAP HDOSPHIA HLDG CO | 120,525 | $669K | 0.0% | $5.55 | — | *W EXP 99/99/999 | G8250T125 |
| — | MFS MUN INCOME TR | 101,504 | $653K | 0.0% | $6.32 | — | SH BEN INT | 552738106 |
| — | CHP MERGER CORP | 500,000 | $650K | 0.0% | $0.54 | — | *W EXP 11/22/202 | 12558Y114 |
| — | NUVEEN MUNICIPAL CREDIT INC | 44,081 | $648K | 0.0% | $14.09 | — | COM SH BEN INT | 67070X101 |
| — | LAZARD GLOBAL TOTAL RETURN & | 41,217 | $640K | 0.0% | $14.49 | — | COM | 52106W103 |
| XFDEX | FIRST TR DYNAMIC EUROPE EQUI | 63,603 | $639K | 0.0% | $10.20 | — | COM SHS | 33740D107 |
| — | SOCIAL CAP HEDSPIA HLDG CO I | 50,000 | $623K | 0.0% | $12.46 | — | COM CL A | G8251K107 |
| — | LIVE OAK ACQUISITION CORP | 632,500 | $620K | 0.0% | $0.98 | — | *W EXP 05/08/202 | 53804F111 |
| — | NEW PROVIDENCE ACQUISITION | 500,000 | $620K | 0.0% | $0.90 | — | *W EXP 09/11/202 | 64822P114 |
| — | HEALTHCARE MERGER CORP | 350,000 | $616K | 0.0% | $1.15 | — | *W EXP 12/17/202 | 42227L110 |
| XMYDX | BLACKROCK MUNIYIELD FD INC | 44,913 | $603K | 0.0% | $13.16 | — | COM | 09253W104 |
| — | INVESCO TR INVT GRADE NEW YO | 48,595 | $602K | 0.0% | $12.14 | — | COM | 46131T101 |
| — | OPES ACQUISITION CORP | 250,000 | $595K | 0.0% | $0.14 | — | *W EXP 03/13/202 | 68373P118 |
| — | OAKTREE ACQUISITION CORP | 50,000 | $588K | 0.0% | $9.75 | — | SHS CL A | G67145105 |
| — | GIGCAPITAL3 INC | 900,000 | $576K | 0.0% | $0.64 | — | *W EXP 05/18/202 | 37519D115 |
| — | PANACEA ACQUISITION CORP | 49,998 | $560K | 0.0% | $11.20 | — | CL A | 698102100 |
| — | HL ACQUISITIONS CORP | 270,000 | $559K | 0.0% | $0.36 | — | *W EXP 06/21/202 | G4603R122 |
| — | REPLAY ACQUISITION CORP | 575,000 | $546K | 0.0% | $0.69 | — | *W EXP 03/01/202 | G75130115 |
| — | BROADMARK RLTY CAP INC | 1,750,000 | $543K | 0.0% | $0.38 | — | *W EXP 11/15/202 | 11135B118 |
| — | GIGCAPITAL2 INC | 53,000 | $538K | 0.0% | $9.83 | — | COM | 375036100 |
| — | PROPTECH ACQUISITION CORP | 325,000 | $536K | 0.0% | $0.70 | — | *W EXP 05/26/202 | 74349F119 |
| — | APEX TECHNOLOGY ACQUISITION | 50,000 | $530K | 0.0% | $9.88 | — | COM CL A | 03768F102 |
| — | CHURCHILL CAP CORP II | 50,000 | $528K | 0.0% | $10.02 | — | CL A | 17143G106 |
| — | OSPREY TECHNLGY AQUISTION CO | 375,000 | $525K | 0.0% | $0.84 | — | *W EXP 10/30/202 | 68839R120 |
| — | GX ACQUISITION CORP | 50,000 | $525K | 0.0% | $9.95 | — | COM CL A | 36251A107 |
| — | SOUTH MTN MERGER CORP | 50,000 | $523K | 0.0% | $9.80 | — | COM CL A | 838884104 |
| — | JAWS ACQUISITION CORP | 50,000 | $521K | 0.0% | $10.42 | — | SHS | G50744104 |
| — | CC NEUBERGER PRINCIPAL HLDNG | 50,000 | $520K | 0.0% | $10.07 | — | COM | G1992Y114 |
| — | COHEN & STEERS REIT & PFD &I | 25,780 | $520K | 0.0% | $16.75 | — | COM | 19247X100 |
| — | GORES METROPOULOS INC | 166,666 | $520K | 0.0% | $1.40 | — | *W EXP 01/28/202 | 382872117 |
| — | VOYA GLBL ADV & PREM OPP FD | 61,565 | $513K | 0.0% | $8.15 | — | COM | 92912R104 |
| — | ANDINA ACQUISITION CORP III | 50,000 | $512K | 0.0% | $9.75 | — | SHS | G04415108 |
| — | ACAMAR PARTNERS ACQSITION CO | 50,000 | $511K | 0.0% | $9.72 | — | CL A | 004285102 |
| — | CHP MERGER CORP | 50,000 | $510K | 0.0% | $9.70 | — | COM CL A | 12558Y106 |
| — | SUSTAINABLE OPPORTNTS ACQ CO | 50,000 | $510K | 0.0% | $10.20 | — | ORD SHS A | G8598Y109 |
| THBR | THUNDER BRDG ACQUISTION II L | 50,000 | $510K | 0.0% | $9.95 | — | CL A SHS | G8857S116 |
| — | OSPREY TECHNLGY AQUISTION CO | 50,000 | $510K | 0.0% | $9.72 | — | COM CL A | 68839R104 |
| RPLA | REPLAY ACQUISITION CORP | 50,000 | $509K | 0.0% | $9.73 | — | COM | G75130107 |
| MAPS | SILVER SPIKE ACQUISITION COR | 50,000 | $507K | 0.0% | $9.92 | — | CL A SHS | G8136L106 |
| SCPE | SC HEALTH CORP | 50,000 | $504K | 0.0% | $9.82 | — | COM CL A | G78516203 |
| — | STABLE RD ACQUISITION CORP | 50,000 | $504K | 0.0% | $9.75 | — | COM CL A | 85236Q109 |
| — | EXPERIENCE INVT CORP | 50,000 | $503K | 0.0% | $9.75 | — | COM CL A | 30217C109 |
| — | FINSERV ACQUISITION CORP | 50,000 | $502K | 0.0% | $9.60 | — | CL A | 318085107 |
| XPEV | XPENG INC | 25,000 | $502K | 0.0% | $20.08 | — | ADS | 98422D105 |
| — | CIIG MERGER CORP | 50,000 | $501K | 0.0% | $9.70 | — | COM CL A | 12559C103 |
| — | FINSERV ACQUISITION CORP | 500,000 | $500K | 0.0% | $1.00 | — | *W EXP 12/31/202 | 318085115 |
| — | BLACKROCK ENERGY & RES TR | 83,349 | $498K | 0.0% | $6.09 | — | COM | 09250U101 |
| — | UNION ACQUISITION CORP II | 50,000 | $497K | 0.0% | $9.85 | — | SHS | G9402Q100 |
| — | CLOUGH GLOBAL EQUITY FD | 44,308 | $497K | 0.0% | $10.93 | — | COM | 18914C100 |
| ALUS | ALUSSA ENERGY ACQUISITION CO | 50,000 | $497K | 0.0% | $9.60 | — | SHS CL A | G0232J101 |
| — | AMPLITUDE HLTHCRE AQUSTIN CO | 50,000 | $496K | 0.0% | $9.55 | — | COM CL A | 03212A105 |
| — | GALILEO ACQUISITION CORP | 50,000 | $495K | 0.0% | $9.80 | — | SHS | G3770A102 |
| — | NUVEEN SHT DUR CR OPP FD | 39,908 | $494K | 0.0% | $12.01 | — | COM | 67074X107 |
| AGILQ | LIV CAP ACQUISITION CORP | 50,000 | $493K | 0.0% | $9.52 | — | CL A | G5510C108 |
| — | EAST STONE ACQUISITION CORP | 50,000 | $493K | 0.0% | $9.65 | — | SHS | G2911D108 |
| — | MERIDA MERGER CORP I | 50,000 | $493K | 0.0% | $9.73 | — | COM | 58953M106 |
| — | CITIC CAPITAL ACQUISITION CO | 49,500 | $487K | 0.0% | $9.82 | — | COM CL A | G21513109 |
| — | BROOGE ENERGY LTD | 955,002 | $478K | 0.0% | $0.74 | — | *W EXP 12/20/202 | G1611B115 |
| — | LMP CAP & INCOME FD INC | 45,674 | $466K | 0.0% | $10.13 | — | COM | 50208A102 |
| — | NEW FRONTIER HEALTH CORP | 240,847 | $424K | 0.0% | $1.53 | — | *W EXP 11/30/202 | G6461G114 |
| — | JAWS ACQUISITION CORP | 200,000 | $424K | 0.0% | $2.12 | — | *W EXP 99/99/999 | G50744112 |
| — | SPARTAN ENERGY ACQUISITION C | 96,666 | $423K | 0.0% | $0.97 | — | *W EXP 08/27/202 | 846784122 |
| — | NUVEEN DIVERSIFIED DIVID & I | 54,239 | $421K | 0.0% | $7.61 | — | COM | 6706EP105 |
| — | ARYA SCIENCES ACQUISTION CO | 39,999 | $418K | 0.0% | $10.45 | — | COM CL A | G31655122 |
| — | EXPERIENCE INVT CORP | 333,332 | $410K | 0.0% | $0.67 | — | *W EXP 09/01/202 | 30217C117 |
| XPMAX | PIONEER MUN HIGH INCOME ADVA | 37,330 | $408K | 0.0% | $10.26 | — | COM | 723762100 |
| — | BOULDER GROWTH & INCOME FD I | 40,521 | $405K | 0.0% | $9.65 | — | COM | 101507101 |
| — | LONGVIEW ACQUISITION CORP | 416,666 | $404K | 0.0% | $0.97 | — | *W EXP 05/27/202 | 543195119 |
| SNAXW | ANDINA ACQUISITION CORP III | 1,200,000 | $396K | 0.0% | $0.21 | — | *W EXP 07/31/202 | G04415124 |
| — | APEX TECHNOLOGY ACQUISITION | 200,000 | $390K | 0.0% | $1.25 | — | *W EXP 09/18/202 | 03768F110 |
| — | BLACKSTONE MTG TR INC | 400,000 | $387K | 0.0% | $1.02 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | ADVENT CONVERTIBLE & INCOME | 27,784 | $384K | 0.0% | $13.82 | — | COM | 00764C109 |
| — | EXACT SCIENCES CORP | 325,000 | $382K | 0.0% | $1.18 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | SOURCE CAP INC | 9,969 | $367K | 0.0% | $35.69 | — | COM | 836144105 |
| — | GABELLI HLTHCARE & WELLNESS | 34,152 | $352K | 0.0% | $10.19 | — | SHS | 36246K103 |
| — | SC HEALTH CORP | 300,000 | $345K | 0.0% | $1.20 | — | *W EXP 99/99/999 | G78516401 |
| — | VIRTUS GLOBAL DIVID & INCOME | 43,743 | $343K | 0.0% | $7.84 | — | COM | 92835W107 |
| — | WELLS FARGO MULTI SECTOR INC | 31,911 | $343K | 0.0% | $10.27 | — | COM | 94987D101 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 4,302 | $327K | 0.0% | $91.23 | +10.9% | COM | 09061G101 |
| — | MADISON COVERED CALL & EQUIT | 54,547 | $326K | 0.0% | $5.92 | — | COM | 557437100 |
| — | HUDSON EXECUTIVE INVT CORP | 275,000 | $325K | 0.0% | $1.18 | — | *W EXP 06/21/202 | 443761119 |
| — | ARTIUS ACQUISITION INC | 200,000 | $322K | 0.0% | $1.61 | — | *W EXP 07/13/202 | 04316G113 |
| — | DWS STRATEGIC MUN INCOME TR | 29,371 | $319K | 0.0% | $10.45 | — | COM | 23342Q101 |
| PACK | RANPAK HOLDINGS CORP | 32,461 | $309K | 0.0% | $8.90 | 0.0% | COM CL A | 75321W103 |
| — | COLLECTIVE GROWTH CORP | 500,000 | $305K | 0.0% | $0.61 | — | *W EXP 04/30/202 | 19424L119 |
| — | TREAN INS GROUP INC | 20,000 | $305K | 0.0% | $15.25 | — | COM | 89457R101 |
| XHIEX | MILLER HOWARD HIGH INC EQTY | 48,856 | $301K | 0.0% | $6.14 | — | COM SHS BEN IN | 600379101 |
| ETWOW | CC NEUBERGER PRINCIPAL HLDNG | 166,666 | $300K | 0.0% | $1.45 | — | *W EXP 99/99/999 | G1992Y122 |
| — | NUVEEN TAX-ADVANTAGED DIVID | 22,366 | $292K | 0.0% | $13.06 | — | COM | 67073G105 |
| — | WESTERN ASSET INTER MUNI FD | 31,951 | $289K | 0.0% | $8.47 | — | COM | 958435109 |
| ADI | ANALOG DEVICES INC | 2,474 | $289K | 0.0% | $106.45 | 0.0% | COM | 032654105 |
| — | STABLE RD ACQUISITION CORP | 250,000 | $288K | 0.0% | $0.65 | — | *W EXP 05/15/202 | 85236Q117 |
| — | HALL OF FAME RESORT & ENTMT | 1,106,820 | $288K | 0.0% | $0.26 | — | *W EXP 07/01/202 | 40619L110 |
| — | BNY MELLON STRATEGIC MUN BD | 38,172 | $278K | 0.0% | $7.17 | — | COM | 09662E109 |
| — | LEISURE ACQUISITION CORP | 625,000 | $275K | 0.0% | $0.75 | — | *W EXP 12/05/201 | 52539T115 |
| — | FUSION ACQUISITION CORP | 250,000 | $273K | 0.0% | $1.09 | — | *W EXP 06/01/202 | 36118H113 |
| — | TEMPLETON EMERGING MKTS FD | 17,020 | $262K | 0.0% | $13.80 | — | COM | 880191101 |
| — | DFP HEALTHCARE ACQUISITNS CO | 25,000 | $259K | 0.0% | $10.00 | — | COM CL A | 23343Q100 |
| — | NEW GERMANY FD INC | 15,191 | $256K | 0.0% | $15.67 | — | COM | 644465106 |
| — | CHURCHILL CAP CORP II | 116,666 | $255K | 0.0% | $1.50 | — | *W EXP 07/02/202 | 17143G114 |
| — | CENTRAL SECS CORP | 8,784 | $255K | 0.0% | $28.90 | — | COM | 155123102 |
| FROG | JFROG LTD | 3,000 | $254K | 0.0% | $74.45 | 0.0% | ORD SHS | M6191J100 |
| RBOTW | D8 HOLDINGS CORP | 350,000 | $252K | 0.0% | $0.72 | — | *W EXP 08/05/202 | G2614K128 |
| — | CITIC CAPITAL ACQUISITION CO | 200,000 | $250K | 0.0% | $0.73 | — | *W EXP 01/17/202 | G21513117 |
| DGNR/U | DRAGONEER GROWTH OPPORTUN CO | 20,000 | $245K | 0.0% | $12.25 | — | UNIT 08/18/2027 | G28302126 |
| MAPSW | SILVER SPIKE ACQUISITION COR | 400,000 | $244K | 0.0% | $0.43 | — | *W EXP 08/02/202 | G8136L114 |
| — | NUVEEN S&P 500 DYNAMIC OVERW | 18,329 | $244K | 0.0% | $13.31 | — | COM | 6706EW100 |
| ATLC | ATLANTICUS HLDGS CORP | 20,416 | $243K | 0.0% | $5.11 | +97.3% | COM | 04914Y102 |
| — | HANCOCK JOHN TAX-ADVANTAGED | 12,700 | $242K | 0.0% | $19.06 | — | COM | 41013V100 |
| XMVTX | BLACKROCK MUNIVEST FD II INC | 16,996 | $237K | 0.0% | $13.56 | — | COM | 09253T101 |
| — | HIGHLAND GLOBAL ALLOCATION F | 38,028 | $236K | 0.0% | $5.59 | — | COM | 43010T104 |
| — | FEDERATED HERMES PREM MUNI I | 16,487 | $235K | 0.0% | $12.90 | — | COM | 31423P108 |
| — | AMPLITUDE HLTHCRE AQUSTIN CO | 187,500 | $233K | 0.0% | $0.65 | — | *W EXP 12/01/202 | 03212A113 |
| — | BLACKROCK MUNIYIELD PA QLTY | 16,599 | $231K | 0.0% | $13.11 | — | COM | 09255G107 |
| PNBK | PATRIOT NATL BANCORP INC | 34,442 | $224K | 0.0% | $19.52 | -67.7% | COM NEW | 70336F203 |
| — | INTERPRIVATE ACQUISITION COR | 275,000 | $224K | 0.0% | $0.81 | — | *W EXP 10/24/202 | 46064A111 |
| — | NUVEEN VIRGINIA QLTY MUNCPL | 14,811 | $223K | 0.0% | $12.30 | — | COM | 67064R102 |
| — | ROTH CH ACQUISITION I CO | 210,000 | $216K | 0.0% | $0.50 | — | *W EXP 01/28/202 | 778675116 |
| — | CIIG MERGER CORP | 250,000 | $215K | 0.0% | $0.70 | — | *W EXP 12/31/202 | 12559C111 |
| — | FIRST TR SR FLOATING RATE 20 | 25,352 | $214K | 0.0% | $7.92 | — | COM SHS | 33740K101 |
| — | TUSCAN HLDGS CORP II | 475,000 | $214K | 0.0% | $0.55 | — | *W EXP 99/99/999 | 90070A111 |
| — | SWISS HELVETIA FD INC | 25,840 | $214K | 0.0% | $8.31 | — | COM | 870875101 |
| — | ALUSSA ENERGY ACQUISITION CO | 325,000 | $211K | 0.0% | $0.75 | — | *W EXP 10/31/202 | G0232J119 |
| — | DEERFIELD HEALTHCARE TECH AC | 19,995 | $210K | 0.0% | $10.50 | — | COM CL A | 244413100 |
| — | ABERDEEN EMRG MRKTS EQT INM | 32,322 | $209K | 0.0% | $6.14 | — | COM | 00301W105 |
| — | MERIDA MERGER CORP I | 375,000 | $206K | 0.0% | $0.50 | — | *W EXP 11/07/202 | 58953M114 |
| — | PROPERTY SOLUTIONS ACQUISITI | 550,000 | $204K | 0.0% | $0.37 | — | *W EXP 03/20/202 | 74348Q116 |
| — | EAST RES ACQUISITION CO | 300,000 | $204K | 0.0% | $0.68 | — | *W EXP 07/01/202 | 274681113 |
| SHPSQ | GALILEO ACQUISITION CORP | 325,000 | $201K | 0.0% | $0.48 | — | *W EXP 10/31/202 | G3770A110 |
| — | PERSHING SQUARE TONTINE HLDG | 27,777 | $199K | 0.0% | $7.16 | — | *W EXP 07/24/202 | 71531R117 |
| — | GREENVISION ACQUISITION CORP | 19,500 | $196K | 0.0% | $9.83 | — | COM | 39678G103 |
| — | OAKTREE ACQUISITION CORP | 66,666 | $195K | 0.0% | $0.86 | — | *W EXP 99/99/999 | G67145113 |
| — | GLOBAL BLUE GROUP HOLDING AG | 299,999 | $192K | 0.0% | $0.64 | — | *W EXP 08/28/202 | H33700115 |
| — | SOFTWARE ACQUISITION GROUP I | 200,000 | $182K | 0.0% | $1.13 | — | *W EXP 10/01/202 | 83406B119 |
| NESRW | NATIONAL ENERGY SERVICES REU | 259,500 | $182K | 0.0% | $0.55 | — | *W EXP 05/05/202 | G6375R115 |
| ACEL | ACCEL ENTERTAINMENT INC | 16,666 | $178K | 0.0% | $10.68 | 0.0% | COM CL A1 | 00436Q106 |
| — | IMMATICS N.V | 50,000 | $175K | 0.0% | $3.50 | — | *W EXP 07/01/202 | N44445117 |
| — | TILRAY INC | 425,000 | $174K | 0.0% | $0.53 | — | NOTE 5.000%10/0 | 88688TAB6 |
| — | VOYA EMERGING MKTS HIGH DIVI | 26,127 | $173K | 0.0% | $6.31 | — | COM | 92912P108 |
| — | EATON VANCE SHORT DURATION D | 14,854 | $170K | 0.0% | $11.44 | — | COM | 27828V104 |
| PGEN | PRECIGEN INC | 46,941 | $164K | 0.0% | $4.32 | +10.0% | COM | 74017N105 |
| — | INVESCO ADVANTAGE MUN INCOME | 14,853 | $161K | 0.0% | $10.29 | — | SH BEN INT | 46132E103 |
| — | CAPSTAR SPL PURP ACQUISITION | 200,000 | $160K | 0.0% | $0.80 | — | *W EXP 99/99/999 | 14070Y119 |
| — | GDL FUND | 18,030 | $151K | 0.0% | $8.26 | — | COM SH BEN IT | 361570104 |
| — | CHURCHILL CAP CORP III | 75,000 | $150K | 0.0% | $3.00 | — | *W EXP 03/01/202 | 17144C112 |
| — | INVESCO PA VALUE MUN INC TR | 12,120 | $149K | 0.0% | $12.04 | — | COM | 46132K109 |
| — | DTF TAX-FREE INCOME INC | 10,348 | $149K | 0.0% | $13.33 | — | COM | 23334J107 |
| XVMMX | DELAWARE INVTS MINN MUN INCO | 11,030 | $143K | 0.0% | $12.22 | — | COM | 24610V103 |
| — | BLACKROCK ENHANCED INTL DIV | 26,529 | $140K | 0.0% | $5.22 | — | COM BENE INTER | 092524107 |
| — | FIRST EAGLE SENIOR LOAN FUND | 11,181 | $139K | 0.0% | $12.34 | — | COM NEW | 32010E100 |
| — | HPX CORP | 150,000 | $135K | 0.0% | $0.90 | — | *W EXP 07/14/202 | G32219126 |
| — | SPROTT FOCUS TR INC | 22,753 | $135K | 0.0% | $5.93 | — | COM | 85208J109 |
| — | BLACKROCK MUN INCOME INVT TR | 10,231 | $133K | 0.0% | $12.49 | — | SHS BEN INT | 09248H105 |
| — | TENZING ACQUISITION CORP | 250,000 | $132K | 0.0% | $0.33 | — | *W EXP 02/23/202 | G8708A108 |
| XAWPX | ABERDEEN GLOBAL PREMIER PPTY | 27,758 | $128K | 0.0% | $4.25 | — | COM SH BEN INT | 00302L108 |
| — | NUVEEN TX ADV TOTAL RET STRG | 15,866 | $127K | 0.0% | $8.00 | — | COM | 67090H102 |
| — | BLACKROCK DEBT STRATEGIES FD | 12,770 | $127K | 0.0% | $8.45 | — | COM NEW | 09255R202 |
| — | ABERDEEN GLOBAL DYNAMIC DIVI | 13,535 | $125K | 0.0% | $9.24 | — | COM | 00302M106 |
| — | INFRA AND ENERGY ALTRNTIVE I | 343,006 | $124K | 0.0% | $0.95 | — | *W EXP 05/20/202 | 45686J112 |
| — | KBL MERGER CORP IV | 500,000 | $113K | 0.0% | $0.17 | — | *W EXP 01/15/202 | 48242A112 |
| — | GAMCO NAT RES GOLD & INCOME | 21,571 | $107K | 0.0% | $4.96 | — | SH BEN INT | 36465E101 |
| — | GLRY STR NW MDIA GRUP HLDG L | 1,850,000 | $102K | 0.0% | $0.08 | — | *W EXP 02/13/202 | G39973113 |
| — | LION GROUP HOLDING LTD | 40,000 | $90,000 | 0.0% | $3.06 | — | ADS | 53620U102 |
| — | GREENVISION ACQUISITION CORP | 170,000 | $88,000 | 0.0% | $0.14 | — | *W EXP 10/28/202 | 39678G111 |
| — | GORES HLDGS IV INC | 50,000 | $83,000 | 0.0% | $0.92 | — | *W EXP 01/22/202 | 382865111 |
| — | AMERICAN VRTUAL CLOUD TECH I | 250,000 | $78,000 | 0.0% | $0.23 | — | *W EXP 04/07/202 | 030382113 |
| — | MALACCA STRAITS ACQUISITION | 200,000 | $76,000 | 0.0% | $0.38 | — | *W EXP 99/99/999 | G5859B109 |
| AGLWQ | LIV CAP ACQUISITION CORP | 160,000 | $75,000 | 0.0% | $0.26 | — | *W EXP 12/13/202 | G5510C116 |
| — | ASCENDANT DIGITAL ACQUISITIO | 50,000 | $74,000 | 0.0% | $1.48 | — | *W EXP 07/28/202 | G05155117 |
| GNRWQ | GREENROSE ACQUISITION CORP | 300,000 | $71,000 | 0.0% | $0.24 | — | *W EXP 08/11/202 | 395392111 |
| — | LGL SYS ACQUISITION CORP | 57,500 | $62,000 | 0.0% | $0.61 | — | *W EXP 11/12/202 | 50201G114 |
| — | DASEKE INC | 378,003 | $55,000 | 0.0% | $1.12 | — | *W EXP 02/27/202 | 23753F115 |
| — | GS ACQUISITION HLDGS CORP II | 25,000 | $54,000 | 0.0% | $2.16 | — | *W EXP 06/30/202 | 36258Q113 |
| SSTPW | TREBIA ACQUISITION CORP | 33,333 | $50,000 | 0.0% | $1.50 | — | *W EXP 99/99/999 | G9027T117 |
| — | EAST STONE ACQUISITION CORP | 275,000 | $50,000 | 0.0% | $0.07 | — | *W EXP 12/31/202 | G2911D116 |
| — | YUNHONG INTL | 200,000 | $40,000 | 0.0% | $0.20 | — | RIGHT 01/31/2027 | G98882130 |
| — | PANACEA ACQUISITION CORP | 16,666 | $39,000 | 0.0% | $2.34 | — | *W EXP 07/07/202 | 698102118 |
| — | LION GROUP HOLDING LTD | 400,000 | $36,000 | 0.0% | $0.17 | — | *W EXP 06/17/202 | 53620U110 |
| — | GREENCITY ACQUISITION CORP | 150,000 | $35,000 | 0.0% | $0.23 | — | *W EXP 04/28/202 | G4086B123 |
| — | CONYERS PK II ACQUISITION CO | 18,750 | $32,000 | 0.0% | $2.03 | — | *W EXP 07/18/202 | 212896112 |
| — | LONGEVITY ACQUISITION CORP | 125,000 | $31,000 | 0.0% | $0.15 | — | *W EXP 07/31/202 | G56372116 |
| — | BIG ROCK PARTNERS ACQUISI CO | 100,000 | $26,000 | 0.0% | $0.40 | — | *W EXP 12/01/202 | 089482111 |
| — | NESCO HLDGS INC | 83,328 | $25,000 | 0.0% | $0.86 | — | *W EXP 01/01/202 | 64083J112 |
| — | ARYA SCIENCES ACQUISTION CO | 13,333 | $24,000 | 0.0% | $1.80 | — | *W EXP 06/09/202 | G31655106 |
| — | TARGET HOSPITALITY CORP | 266,666 | $21,000 | 0.0% | $0.69 | — | *W EXP 03/15/202 | 87615L115 |
| — | YUNHONG INTL | 100,000 | $20,000 | 0.0% | $0.20 | — | *W EXP 01/31/202 | G98882122 |
| — | FALCON MINERALS CORP | 222,879 | $18,000 | 0.0% | $1.72 | — | *W EXP 07/21/202 | 30607B208 |
| — | PHUNWARE INC | 58,632 | $8,000 | 0.0% | $0.29 | — | *W EXP 12/26/202 | 71948P118 |