Location: Grand Cayman, Cayman Islands
CIK: 0001515070 · Show all filings
Period: Q3 2021 (← Previous) (Next →)
Filing Date: Nov 15, 2021
Total Value: $1.631B (24.5% shares, 75.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | AMERICAN EAGLE OUTFITTERS IN | 45,395,000 | $140M | 8.6% | $4.31 | — | NOTE 3.750% 4/1 | 02553EAB2 |
| — | SNAP INC | 35,000,000 | $114M | 7.0% | $2.34 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | CLEVELAND-CLIFFS INC NEW | 43,202,000 | $111M | 6.8% | $2.12 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | ENVISTA HOLDINGS CORPORATION | 51,750,000 | $108M | 6.6% | $2.13 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | LIBERTY MEDIA CORP DEL | 51,843,000 | $64.08M | 3.9% | $0.69 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | PALO ALTO NETWORKS INC | 38,500,000 | $63.84M | 3.9% | $1.39 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | NCL CORP LTD | 27,000,000 | $58.51M | 3.6% | $2.33 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| — | CYTOKINETICS INC | 14,131,000 | $50.1M | 3.1% | $3.03 | — | NOTE 4.000%11/1 | 23282WAA8 |
| — | NICE SYS INC | 13,495,000 | $46.05M | 2.8% | $2.07 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | 2U INC | 25,000,000 | $35.07M | 2.2% | $1.65 | — | NOTE 2.250% 5/0 | 90214JAB7 |
| — | WORLD WRESTLING ENTMT INC | 15,000,000 | $34.87M | 2.1% | $3.55 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | NUANCE COMMUNICATIONS INC | 12,500,000 | $28.49M | 1.7% | $1.46 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | LYFT INC | 18,216,000 | $28.46M | 1.7% | $1.71 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | CINEMARK HLDGS INC | 16,300,000 | $26.15M | 1.6% | $1.60 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | AKAMAI TECHNOLOGIES INC | 21,315,000 | $25.88M | 1.6% | $1.25 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | FIRST MAJESTIC SILVER CORP | 17,953,000 | $23.39M | 1.4% | $1.65 | — | NOTE 1.875% 3/0 | 32076VAB9 |
| — | ALLEGHENY TECHNOLOGIES INC | 17,500,000 | $22.89M | 1.4% | $1.19 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| TAK | TAKEDA PHARMACEUTICAL CO LTD | 1,346,933 | $22.06M | 1.4% | $17.37 | — | SPONSORED ADS | 874060205 |
| — | LIGAND PHARMACEUTICALS INC | 21,600,000 | $21.8M | 1.3% | $1.02 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | BRIDGEBIO PHARMA INC | 15,000,000 | $20.75M | 1.3% | $1.65 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | PETIQ INC | 16,328,000 | $19.73M | 1.2% | $1.51 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | BALLYS CORPORATION | 375,000 | $18.8M | 1.2% | $62.82 | — | COM | 05875B106 |
| — | SPLUNK INC | 15,000,000 | $18.37M | 1.1% | $1.41 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | UNITED STATES STL CORP | 9,350,000 | $17.94M | 1.1% | $1.72 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | EAGLE BULK SHIPPING INC | 11,531,000 | $17.29M | 1.1% | $1.42 | — | NOTE 5.000% 8/0 | 269442AB5 |
| AUTL | AUTOLUS THERAPEUTICS PLC | 2,500,000 | $16.38M | 1.0% | $16.41 | — | SPON ADS | 05280R100 |
| — | SNAP INC | 4,500,000 | $15.36M | 0.9% | $3.15 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | BANDWIDTH INC | 11,165,000 | $13.37M | 0.8% | $1.53 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | PING IDENTITY HLDG CORP | 496,256 | $12.19M | 0.7% | $22.90 | — | COM | 72341T103 |
| — | COUPA SOFTWARE INC | 8,000,000 | $12.1M | 0.7% | $1.90 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| EXEEW | CHESAPEAKE ENERGY CORP | 327,138 | $11.93M | 0.7% | $34.46 | — | *W EXP 99/99/999 | 165167164 |
| — | ANTERO RESOURCES CORP | 2,500,000 | $10.94M | 0.7% | $4.38 | — | NOTE 4.250% 9/0 | 03674XAM8 |
| — | KKR ACQUISITION HOLDING I CO | 1,074,802 | $10.48M | 0.6% | $9.82 | — | COM CLASS A | 48253T109 |
| — | FORTRESS VALUE ACQUISI CORP | 1,067,595 | $10.4M | 0.6% | $9.81 | — | COM CL A | 34964K108 |
| — | CORENERGY INFRASTRUCTURE TR | 9,500,000 | $8.942M | 0.5% | $0.75 | — | NOTE 5.875% 8/1 | 21870UAC0 |
| — | HEALTH CATALYST INC | 5,000,000 | $8.795M | 0.5% | $1.92 | — | NOTE 2.500% 4/1 | 42225TAB3 |
| — | BYTE ACQUISITION CORP | 850,000 | $8.254M | 0.5% | $9.65 | — | CLASS A ORD SHS | G1R25Q105 |
| — | ZILLOW GROUP INC | 5,000,000 | $7.852M | 0.5% | $2.08 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | G SQUARED ASCEND I INC | 750,000 | $7.399M | 0.5% | $9.80 | — | SHS CL A | G4204R109 |
| — | VECTOR ACQUISITION CORP II | 750,330 | $7.316M | 0.4% | $9.90 | — | CL A SHS | G9460A104 |
| — | WARBURG PINCUS CAPTAL CORP I | 747,000 | $7.306M | 0.4% | $9.88 | — | SHS CL A | G9460M108 |
| — | ACCELERATE ACQUISITION CORP | 750,000 | $7.298M | 0.4% | $9.69 | — | COM CL A | 00439D102 |
| — | VIRGIN GROUP ACQUISIT CORP I | 750,000 | $7.283M | 0.4% | $9.79 | — | SHS CL A | G9460K102 |
| — | INTREXON CORP | 8,550,000 | $7.188M | 0.4% | $1.19 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | GIGCAPITAL4 INC | 700,000 | $6.902M | 0.4% | $9.85 | — | COM | 37518G101 |
| — | PERIDOT ACQUISITION CORP II | 700,000 | $6.797M | 0.4% | $9.75 | — | SHS CL A | G7008B105 |
| — | ISIS PHARMACEUTICALS INC DEL | 6,725,000 | $6.746M | 0.4% | $1.07 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | ROSS ACQUISITION CORP II | 675,493 | $6.546M | 0.4% | $9.70 | — | SHS CL A | G7641C106 |
| — | LONGVIEW ACQUISITION CORP II | 650,000 | $6.429M | 0.4% | $9.80 | — | COM CL A | 54319Q105 |
| — | ZILLOW GROUP INC | 3,041,000 | $6.415M | 0.4% | $2.39 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | TCW SPECIAL PURPOSE ACQU COR | 650,000 | $6.357M | 0.4% | $9.72 | — | COM CL A | 87301L106 |
| MVLA | PATHFINDER ACQUISITION CORP | 635,619 | $6.28M | 0.4% | $9.74 | — | CL A | G04119106 |
| — | GORES HOLDINGS VII INC | 623,700 | $6.143M | 0.4% | $9.90 | — | COM CL A | 38286T101 |
| — | INDEPENDENCE HOLDINGS CORP | 600,000 | $5.862M | 0.4% | $9.82 | — | CLASS A ORD SHS | G4761A101 |
| — | FTAC HERA ACQUISITION CORP | 600,000 | $5.844M | 0.4% | $9.75 | — | CLASS A ORD SHS | G3728Y103 |
| — | AGILE GROWTH CORP | 556,632 | $5.399M | 0.3% | $9.69 | — | CLASS A ORD | G01202103 |
| — | SANDBRIDGE X2 CORP | 550,000 | $5.341M | 0.3% | $9.67 | — | COM CLASS A | 799792106 |
| — | LEXICON PHARMACEUTICALS INC | 5,250,000 | $5.331M | 0.3% | $1.89 | — | NOTE 5.250%12/0 | 528872AB0 |
| — | SILVER SPIKE ACQUISITN CORP | 530,200 | $5.196M | 0.3% | $9.75 | — | CLASS A ORD SHS | G8201H105 |
| — | DHB CAPITAL CORP | 524,877 | $5.091M | 0.3% | $9.75 | — | CL A COM | 23291W109 |
| — | NATIONAL VISION HLDGS INC | 2,625,000 | $5.073M | 0.3% | $1.89 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | CORSAIR PARTNERING CORP | 500,000 | $4.925M | 0.3% | $9.85 | — | SHS CL A | G2540H108 |
| — | TPG PACE BENEFICIAL II CORP | 500,000 | $4.92M | 0.3% | $10.08 | — | COMMON STOCK | G89826104 |
| — | TCV ACQUISITION CORP | 500,000 | $4.9M | 0.3% | $9.91 | — | CL A SHS | G8704C124 |
| — | BIG SKY GROWTH PARTNERS INC | 500,000 | $4.89M | 0.3% | $9.60 | — | CLASS A COM | 08954L102 |
| — | AUSTERLITZ ACQUISITION CORP | 500,000 | $4.875M | 0.3% | $9.73 | — | COM CL A | G0633U101 |
| — | THUNDER BRDG CAP PRTNRS IV I | 500,000 | $4.85M | 0.3% | $9.70 | — | CLASS A COM | 88605L107 |
| — | TIO TECH A | 500,000 | $4.835M | 0.3% | $9.70 | — | CLASS A ORD SHS | G8T10C106 |
| EXEEZ | CHESAPEAKE ENERGY CORP | 146,481 | $4.783M | 0.3% | $29.76 | — | *W EXP 99/99/999 | 165167172 |
| PFTA | PORTAGE FINTECH ACQUISITN CO | 487,506 | $4.704M | 0.3% | $9.65 | — | CLASS A ORD SHS | G7185D106 |
| — | GORES TECHNOLOGY PARTNERS II | 440,922 | $4.339M | 0.3% | $9.95 | — | CLASS A COM | 38287L107 |
| — | POST HOLDINGS PARTNERING COR | 450,000 | $4.338M | 0.3% | $9.64 | — | COM SER A | 737465104 |
| — | INSIGHT ENTERPRISES INC | 3,000,000 | $4.214M | 0.3% | $1.05 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | LIVENT CORP | 1,500,000 | $4.212M | 0.3% | $2.42 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | TPG PACE SOLUTIONS CORP | 395,936 | $3.979M | 0.2% | $9.96 | — | SHS CL A | G8656V104 |
| — | CATCHA INVESTMENT CORP | 407,868 | $3.977M | 0.2% | $9.68 | — | SHS CL A | G1962Y102 |
| — | KHOSLA VENTURES ACQUT CO III | 400,000 | $3.92M | 0.2% | $9.96 | — | COM CL A | 482506102 |
| — | LANDCADIA HOLDINGS IV INC | 400,000 | $3.896M | 0.2% | $9.79 | — | CLASS A COM | 51477A104 |
| — | TAILWIND INTERNATNAL ACQ COR | 400,000 | $3.88M | 0.2% | $9.67 | — | COM CL A | G8662F101 |
| — | WORLD QUANTUM GROWTH ACQUISI | 375,000 | $3.769M | 0.2% | $10.05 | — | UNIT 99/99/9999 | G5596W119 |
| — | FREELINE THERAPEUTICS HLDGS | 1,100,000 | $3.751M | 0.2% | $11.78 | — | SPONSORED ADS | 35655L107 |
| — | SUMMIT HEALTHCRE ACQUISTN CO | 375,000 | $3.656M | 0.2% | $9.75 | — | CLASS A ORD SHS | G8566R102 |
| — | OKTA INC | 2,500,000 | $3.536M | 0.2% | $1.49 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | COLLIERS INTL GROUP INC | 1,500,000 | $3.431M | 0.2% | $2.02 | — | NOTE 4.000% 6/0 | 194693AB3 |
| — | TWO | 350,000 | $3.427M | 0.2% | $9.95 | — | COM CL A | G9152V101 |
| — | TB SA ACQUISITION CORP | 350,000 | $3.416M | 0.2% | $9.68 | — | CLASS A ORD SHS | G8657L105 |
| — | NEXTGEN ACQUISITION CORP II | 332,977 | $3.3M | 0.2% | $10.29 | — | CLASS A ORD SHS | G65317102 |
| — | AUSTERLITZ ACQUISITION CORP | 325,000 | $3.231M | 0.2% | $9.92 | — | SHS CL A | G0633D109 |
| — | ARTISAN ACQUISITION CORP | 325,000 | $3.224M | 0.2% | $9.92 | — | CLASS A ORD SHS | G0509L102 |
| — | G SQUARED ASCEND II INC | 325,000 | $3.179M | 0.2% | $9.78 | — | COM CL A | G42041106 |
| — | WARBURG PINCUS CAPTAL CORP I | 320,488 | $3.147M | 0.2% | $9.87 | — | SHS CL A | G9461D107 |
| — | BLACK SPADE ACQUISITION CO | 325,000 | $3.143M | 0.2% | $9.67 | — | SHS CL A | G11537100 |
| — | TWELVE SEAS INVESTMENT CO II | 314,936 | $3.06M | 0.2% | $9.65 | — | COM CL A | 90118T106 |
| — | BLACKROCK ESG CAP ALLC TR | 150,000 | $3.015M | 0.2% | $20.10 | — | SHS BEN INT | 09262F100 |
| — | AURORA CANNABIS INC | 3,550,000 | $3.008M | 0.2% | $0.78 | — | NOTE 5.500% 2/2 | 05156XAG3 |
| — | VALOR LATITUDE ACQUISITN COR | 300,000 | $2.925M | 0.2% | $9.68 | — | CLASS A ORD SHS | G9460N106 |
| — | JAWS HURRICANE ACQUISITN COR | 300,000 | $2.919M | 0.2% | $9.73 | — | CLASS A COM | 47201B103 |
| — | ALPHA HEALTHCARE ACQU CORP I | 300,000 | $2.904M | 0.2% | $9.68 | — | CLASS A COM | 02073F104 |
| — | INTEGRA RES CORP | 1,222,211 | $2.793M | 0.2% | $2.91 | — | COM NEW | 45826T301 |
| — | WAYFAIR INC | 1,500,000 | $2.778M | 0.2% | $2.08 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | MIDDLEBY CORP | 1,930,000 | $2.765M | 0.2% | $1.43 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | GORES HLDGS VIII INC | 274,100 | $2.7M | 0.2% | $9.92 | — | CL A | 382863108 |
| — | CHURCHILL CAPITAL CORP VII | 272,508 | $2.649M | 0.2% | $9.73 | — | COM CL A | 17144M102 |
| — | CATALYST PARTNRS ACQUISITN C | 250,000 | $2.433M | 0.1% | $9.73 | — | CLASS A ORD SHS | G19550105 |
| AUR | REINVENT TECHNOLOGY PARTNERS | 200,100 | $1.987M | 0.1% | $9.89 | — | CLASS A ORD SHS | G7484L106 |
| — | DRAGONEER GROWTH OPT CORP II | 200,000 | $1.96M | 0.1% | $10.11 | — | CL A SHS | G28315102 |
| SQM | SOCIEDAD QUIMICA Y MINERA DE | 33,100 | $1.778M | 0.1% | $53.72 | — | SPON ADR SER B | 833635105 |
| — | INSEEGO CORP | 2,000,000 | $1.772M | 0.1% | $1.06 | — | NOTE 3.250% 5/0 | 45782BAD6 |
| — | COUPA SOFTWARE INC | 1,500,000 | $1.625M | 0.1% | $1.16 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | LAZARD GROWTH ACQUISITION CO | 165,380 | $1.609M | 0.1% | $9.78 | — | CL A ORD SHS | G54035103 |
| — | CIIG CAPITAL PARTNERS II INC | 150,000 | $1.512M | 0.1% | $10.08 | — | UNIT 02/28/2028 | 12561U208 |
| — | FAR PEAK ACQUISITION CORP | 150,000 | $1.493M | 0.1% | $9.95 | — | SHS CL A | G3312L103 |
| — | APOLLO STRATEGIC GRWT CPTL I | 149,123 | $1.457M | 0.1% | $9.74 | — | SHS CL A | G0412A102 |
| — | COHN ROBBINS HOLDINGS CORP | 146,699 | $1.441M | 0.1% | $9.84 | — | COM CL A | G23726105 |
| — | GORES METROPOULOS II INC | 142,195 | $1.405M | 0.1% | $9.89 | — | CL A | 382873107 |
| HBM | HUDBAY MINERALS INC | 225,000 | $1.402M | 0.1% | $6.33 | 0.0% | COM | 443628102 |
| SLAMF | SLAM CORP | 115,082 | $1.122M | 0.1% | $9.75 | -0.4% | CL A SHS | G8210L105 |
| — | GORES TECHNOLOGY PARTNERS IN | 106,170 | $1.043M | 0.1% | $10.05 | — | CLASS A COM | 382870103 |
| CNXX | CONX CORP | 104,242 | $1.022M | 0.1% | $9.92 | — | COM CL A | 212873103 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 99,789 | $1.013M | 0.1% | $10.45 | — | SHS CL A | G8251L105 |
| — | SVF INVESTMENT CORP | 100,000 | $976K | 0.1% | $10.05 | — | CL A SHS | G8601L102 |
| — | TUATARA CAPITAL ACQUISITN CO | 100,000 | $973K | 0.1% | $9.70 | — | CL A SHS | G9118J101 |
| — | FORTRESS VALUE ACQUIS CORP I | 98,539 | $961K | 0.1% | $9.85 | — | COM CL A | 34964G107 |
| — | SPARTAN ACQUISITION CORP III | 97,313 | $961K | 0.1% | $9.78 | — | COM CL A | 84677R106 |
| JWSMF | JAWS MUSTANG ACQUISITION COR | 96,487 | $942K | 0.1% | $9.86 | -1.2% | SHS CL A | G50737108 |
| — | GOL LINHAS AEREAS INTELIGENT | 112,453 | $858K | 0.1% | $9.84 | — | SPON ADR PFD NEW | 38045R206 |
| — | CHURCHILL CAPITAL CORP V | 78,396 | $767K | 0.0% | $9.91 | — | COM CL A | 17144T107 |
| SKILW | SKILLSOFT CORP | 275,000 | $756K | 0.0% | $2.36 | — | *W EXP 06/11/202 | 83066P119 |
| — | BRIDGETOWN 2 HOLDINGS LTD | 69,739 | $691K | 0.0% | $10.24 | — | CL A | G1355V103 |
| — | BRIDGETOWN HOLDINGS LTD | 66,889 | $656K | 0.0% | $10.64 | — | COM CL A | G1355U113 |
| — | DRAGONEER GROWTH OPPTY CORP | 59,384 | $591K | 0.0% | $10.10 | — | SHS CL A | G28314105 |
| — | PANACEA ACQUISITION CORP II | 59,681 | $583K | 0.0% | $10.02 | — | CL A SHS | G6882C106 |
| — | NEW VISTA ACQUISITION CORP | 52,821 | $515K | 0.0% | $9.67 | — | CL A SHS | G6529L105 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 50,554 | $512K | 0.0% | $10.71 | — | SHS CL A | G82514103 |
| BLUAF | BLUERIVER ACQUISITION CORP | 50,004 | $488K | 0.0% | $9.73 | -0.4% | SHS CL A | G1261Q107 |
| — | BYTE ACQUISITION CORP | 425,000 | $264K | 0.0% | $1.22 | — | *W EXP 03/18/202 | G1R25Q113 |
| — | PORTAGE FINTECH ACQUISITN CO | 162,502 | $262K | 0.0% | $1.61 | — | *W EXP 07/08/202 | G7185D114 |
| — | KKR ACQUISITION HOLDING I CO | 268,700 | $258K | 0.0% | $1.18 | — | *W EXP 99/99/999 | 48253T117 |
| — | COMPUTE HEALTH ACQUISITIN CO | 25,000 | $244K | 0.0% | $9.84 | — | COM CL A | 204833107 |
| — | MSD ACQUISITION CORP | 24,300 | $238K | 0.0% | $9.84 | — | CLASS A ORD SHS | G5709C109 |
| — | ACCELERATE ACQUISITION CORP | 250,000 | $235K | 0.0% | $1.23 | — | *W EXP 06/15/202 | 00439D110 |
| — | ROSS ACQUISITION CORP II | 225,164 | $200K | 0.0% | $0.96 | — | *W EXP 02/01/202 | G7641C114 |
| GEO | GEO GROUP INC NEW | 26,000 | $194K | 0.0% | $6.30 | +16.7% | Call | 36162J106 |
| — | BENSON HILL INC | 24,001 | $171K | 0.0% | $7.12 | — | COMMON STOCK | 082490103 |
| — | LONGVIEW ACQUISITION CORP II | 130,000 | $168K | 0.0% | $1.37 | — | *W EXP 99/99/999 | 54319Q113 |
| — | SUMMIT HEALTHCRE ACQUISTN CO | 187,500 | $161K | 0.0% | $0.86 | — | *W EXP 06/03/202 | G8566R110 |
| — | G SQUARED ASCEND I INC | 150,000 | $158K | 0.0% | $0.95 | — | *W EXP 02/01/202 | G4204R117 |
| — | FTAC HERA ACQUISITION CORP | 150,000 | $155K | 0.0% | $1.32 | — | *W EXP 02/28/202 | G3728Y111 |
| — | NEXTGEN ACQUISITION CORP II | 88,183 | $148K | 0.0% | $2.55 | — | *W EXP 03/23/202 | G65317128 |
| SBIIW | SANDBRIDGE X2 CORP | 183,333 | $147K | 0.0% | $1.05 | — | *W EXP 03/11/202 | 799792114 |
| WPCBF | WARBURG PINCUS CAPTAL CORP I | 156,750 | $146K | 0.0% | $1.30 | — | *W EXP 99/99/999 | G9460M124 |
| — | SILVER SPIKE ACQUISITN CORP | 132,550 | $144K | 0.0% | $1.35 | — | *W EXP 02/26/202 | G8201H113 |
| — | AUSTERLITZ ACQUISITION CORP | 81,250 | $137K | 0.0% | $1.74 | — | *W EXP 02/19/202 | G0633D125 |
| — | TCW SPECIAL PURPOSE ACQU COR | 216,666 | $135K | 0.0% | $0.95 | — | *W EXP 99/99/999 | 87301L114 |
| — | POST HOLDINGS PARTNERING COR | 150,000 | $135K | 0.0% | $0.90 | — | *W EXP 04/12/202 | 737465112 |
| — | AUSTERLITZ ACQUISITION CORP | 125,000 | $131K | 0.0% | $1.25 | — | *W EXP 02/19/202 | G0633U127 |
| GROVW | VIRGIN GROUP ACQUISIT CORP I | 150,000 | $129K | 0.0% | $1.28 | — | *W EXP 03/13/202 | G9460K128 |
| — | CORSAIR PARTNERING CORP | 166,666 | $127K | 0.0% | $0.76 | — | *W EXP 07/06/202 | G2540H116 |
| — | INDEPENDENCE HOLDINGS CORP | 120,000 | $126K | 0.0% | $1.11 | — | *W EXP 03/31/202 | G4761A127 |
| — | TIO TECH A | 166,666 | $126K | 0.0% | $1.00 | — | *W EXP 04/12/202 | G8T10C114 |
| PGEN | PRECIGEN INC | 25,078 | $125K | 0.0% | $7.43 | -22.6% | COM | 74017N105 |
| — | ARTISAN ACQUISITION CORP | 108,333 | $123K | 0.0% | $1.14 | — | *W EXP 03/26/202 | G0509L128 |
| MVLAW | PATHFINDER ACQUISITION CORP | 127,123 | $121K | 0.0% | $1.13 | — | *W EXP 02/19/202 | G04119122 |
| — | AGILE GROWTH CORP | 185,544 | $118K | 0.0% | $0.95 | — | *W EXP 03/09/202 | G01202111 |
| — | HENNESSY CAPITAL INVS CORP V | 11,915 | $118K | 0.0% | $10.07 | — | COM CL A | 42589T107 |
| — | DHB CAPITAL CORP | 174,257 | $113K | 0.0% | $0.90 | — | *W EXP 03/31/202 | 23291W117 |
| — | PERIDOT ACQUISITION CORP II | 140,000 | $113K | 0.0% | $1.15 | — | *W EXP 04/30/202 | G7008B121 |
| — | FORTRESS VALUE ACQUISI CORP | 133,449 | $108K | 0.0% | $1.28 | — | *W EXP 03/18/202 | 34964K116 |
| — | BIG SKY GROWTH PARTNERS INC | 125,000 | $100K | 0.0% | $1.10 | — | *W EXP 04/01/202 | 08954L110 |
| — | THUNDER BRDG CAP PRTNRS IV I | 100,000 | $100K | 0.0% | $1.00 | — | *W EXP 04/30/202 | 88605L115 |
| — | LANDCADIA HOLDINGS IV INC | 100,000 | $100K | 0.0% | $1.06 | — | *W EXP 03/29/202 | 51477A112 |
| — | DECARBONIZATION PLUS ACQU II | 10,000 | $99,000 | 0.0% | $9.90 | — | COM CL A | 242794105 |
| — | ALTIMAR ACQUISITION CORP II | 10,000 | $99,000 | 0.0% | $9.70 | — | SHS CL A | G03709105 |
| — | GORES TECHNOLOGY PARTNERS II | 88,184 | $98,000 | 0.0% | $1.79 | — | *W EXP 03/16/202 | 38287L115 |
| — | GORES HOLDINGS VII INC | 77,962 | $92,000 | 0.0% | $1.37 | — | *W EXP 02/25/202 | 38286T119 |
| — | CATCHA INVESTMENT CORP | 135,956 | $90,000 | 0.0% | $0.98 | — | *W EXP 99/99/999 | G1962Y110 |
| — | BLACK SPADE ACQUISITION CO | 162,500 | $89,000 | 0.0% | $0.55 | — | *W EXP 99/99/999 | G11537118 |
| — | JAWS HURRICANE ACQUISITN COR | 75,000 | $86,000 | 0.0% | $1.15 | — | *W EXP 03/26/202 | 47201B111 |
| — | TAILWIND INTERNATNAL ACQ COR | 133,333 | $83,000 | 0.0% | $0.94 | — | *W EXP 03/01/202 | G8662F119 |
| — | VALOR LATITUDE ACQUISITN COR | 100,000 | $80,000 | 0.0% | $0.90 | — | *W EXP 04/02/202 | G9460N122 |
| — | ALPHA HEALTHCARE ACQU CORP I | 75,000 | $79,000 | 0.0% | $1.05 | — | *W EXP 04/01/202 | 02073F112 |
| — | G SQUARED ASCEND II INC | 108,333 | $72,000 | 0.0% | $0.66 | — | *W EXP 12/31/202 | G42041122 |
| — | WARBURG PINCUS CAPTAL CORP I | 64,098 | $71,000 | 0.0% | $1.40 | — | *W EXP 99/99/999 | G9461D115 |
| — | TB SA ACQUISITION CORP | 116,666 | $71,000 | 0.0% | $1.00 | — | *W EXP 03/25/202 | G8657L121 |
| — | TWELVE SEAS INVESTMENT CO II | 104,978 | $69,000 | 0.0% | $0.89 | — | *W EXP 03/02/202 | 90118T114 |
| — | PINE IS ACQUISITION CORP | 6,951 | $68,000 | 0.0% | $9.78 | — | CL A | 722615101 |
| — | GIGCAPITAL4 INC | 50,000 | $53,000 | 0.0% | $1.14 | — | *W EXP 02/08/202 | 37518G119 |
| — | CHURCHILL CAPITAL CORP VII | 54,501 | $50,000 | 0.0% | $1.39 | — | *W EXP 02/29/202 | 17144M110 |
| — | DIAMONDHEAD HOLDINGS CORP | 5,000 | $49,000 | 0.0% | $9.80 | — | CL A | 25278L105 |
| — | ECP ENVIRONMENTAL GW OPT COR | 5,000 | $49,000 | 0.0% | $9.80 | — | COM CL A | 26829T100 |
| — | CATALYST PARTNRS ACQUISITN C | 50,000 | $43,000 | 0.0% | $0.86 | — | *W EXP 05/12/202 | G19550121 |
| — | GORES HLDGS VIII INC | 34,262 | $39,000 | 0.0% | $1.31 | — | *W EXP 03/01/202 | 382863116 |
| AUROW | REINVENT TECHNOLOGY PARTNERS | 25,012 | $38,000 | 0.0% | $1.80 | — | *W EXP 03/12/202 | G7484L122 |
| HYG | ISHARES TR | 200,000 | $36,000 | 0.0% | — | — | Put | 464288513 |
| — | GORES METROPOULOS II INC | 18,898 | $32,000 | 0.0% | $1.38 | — | *W EXP 01/31/202 | 382873115 |
| SBIGW | TUATARA CAPITAL ACQUISITN CO | 50,000 | $30,000 | 0.0% | $1.16 | — | *W EXP 02/11/202 | G9118J119 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 24,121 | $28,000 | 0.0% | $1.24 | — | *W EXP 01/30/202 | G50737124 |
| — | APOLLO STRATEGIC GRWT CPTL I | 29,824 | $28,000 | 0.0% | $1.31 | — | *W EXP 02/12/202 | G0412A128 |
| — | LAZARD GROWTH ACQUISITION CO | 33,075 | $27,000 | 0.0% | $1.15 | — | *W EXP 02/10/202 | G54035111 |
| — | SPARTAN ACQUISITION CORP III | 24,328 | $27,000 | 0.0% | $1.19 | — | *W EXP 02/04/202 | 84677R114 |
| — | GORES TECHNOLOGY PARTNERS IN | 21,234 | $24,000 | 0.0% | $1.37 | — | *W EXP 03/16/202 | 382870111 |
| — | SLAM CORP | 25,020 | $23,000 | 0.0% | $1.08 | — | *W EXP 02/23/202 | G8210L121 |
| — | NEW VISTA ACQUISITION CORP | 17,607 | $12,000 | 0.0% | $1.02 | — | *W EXP 02/01/202 | G6529L121 |
| BLUAW | BLUERIVER ACQUISITION CORP | 16,639 | $11,000 | 0.0% | $0.96 | — | *W EXP 01/04/202 | G1261Q115 |