Location: Grand Cayman, Cayman Islands
CIK: 0001515070 · Show all filings
Period: Q4 2021 (← Previous) (Next →)
Filing Date: Feb 14, 2022
Total Value: $1.659B (27.2% shares, 72.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | AMERICAN EAGLE OUTFITTERS IN | 45,395,000 | $138M | 8.3% | $4.31 | — | NOTE 3.750% 4/1 | 02553EAB2 |
| — | ENVISTA HOLDINGS CORPORATION | 51,750,000 | $115M | 7.0% | $2.13 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | SNAP INC | 37,500,000 | $81.44M | 4.9% | $2.33 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | CYTOKINETICS INC | 17,631,000 | $78.78M | 4.7% | $3.31 | — | NOTE 4.000%11/1 | 23282WAA8 |
| — | PALO ALTO NETWORKS INC | 39,500,000 | $75.04M | 4.5% | $1.40 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | NICE SYS INC | 13,495,000 | $49.23M | 3.0% | $2.07 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | NCL CORP LTD | 26,312,000 | $45.67M | 2.8% | $2.33 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| EXEEW | CHESAPEAKE ENERGY CORP | 982,808 | $39.07M | 2.4% | $37.99 | — | *W EXP 99/99/999 | 165167164 |
| — | MONGODB INC | 15,000,000 | $38.32M | 2.3% | $2.55 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | ARCH RESOURCES INC | 14,515,000 | $38.2M | 2.3% | $2.63 | — | NOTE 5.250%11/1 | 039389AB7 |
| — | SILICON LABORATORIES INC | 21,400,000 | $37.59M | 2.3% | $1.76 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | INSULET CORP | 25,000,000 | $33.23M | 2.0% | $1.33 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | WORLD WRESTLING ENTMT INC | 15,000,000 | $30.89M | 1.9% | $3.55 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | NATIONAL VISION HLDGS INC | 18,099,000 | $30.42M | 1.8% | $1.71 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | NUANCE COMMUNICATIONS INC | 12,500,000 | $28.63M | 1.7% | $1.46 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | AKAMAI TECHNOLOGIES INC | 21,315,000 | $28.01M | 1.7% | $1.25 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | LYFT INC | 20,000,000 | $26.78M | 1.6% | $1.68 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | MICROSTRATEGY INC | 14,500,000 | $22.76M | 1.4% | $1.57 | — | NOTE 0.750%12/1 | 594972AC5 |
| — | LIGAND PHARMACEUTICALS INC | 21,600,000 | $21.84M | 1.3% | $1.02 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | 2U INC | 20,000,000 | $21.43M | 1.3% | $1.65 | — | NOTE 2.250% 5/0 | 90214JAB7 |
| — | DATADOG INC | 10,000,000 | $20.09M | 1.2% | $2.01 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | UNITED STATES STL CORP | 9,350,000 | $18.82M | 1.1% | $1.72 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | BALLYS CORPORATION | 475,000 | $18.08M | 1.1% | $57.60 | — | COM | 05875B106 |
| — | PETIQ INC | 15,328,000 | $18.06M | 1.1% | $1.51 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| TAK | TAKEDA PHARMACEUTICAL CO LTD | 1,275,656 | $17.39M | 1.0% | $17.37 | — | SPONSORED ADS | 874060205 |
| — | EAGLE BULK SHIPPING INC | 11,531,000 | $16.72M | 1.0% | $1.42 | — | NOTE 5.000% 8/0 | 269442AB5 |
| — | ALLEGHENY TECHNOLOGIES INC | 12,500,000 | $15.55M | 0.9% | $1.19 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| AUTL | AUTOLUS THERAPEUTICS PLC | 2,700,000 | $14.01M | 0.8% | $15.58 | — | SPON ADS | 05280R100 |
| — | SPLUNK INC | 12,500,000 | $13.87M | 0.8% | $1.41 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | PING IDENTITY HLDG CORP | 600,000 | $13.73M | 0.8% | $22.90 | — | COM | 72341T103 |
| — | HESKA CORP | 5,250,000 | $11.93M | 0.7% | $2.27 | — | NOTE 3.750% 9/1 | 42805EAB4 |
| — | BANDWIDTH INC | 11,165,000 | $11.84M | 0.7% | $1.53 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | BRIDGEBIO PHARMA INC | 15,000,000 | $10.91M | 0.7% | $1.65 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| EXEEZ | CHESAPEAKE ENERGY CORP | 296,078 | $10.59M | 0.6% | $32.78 | — | *W EXP 99/99/999 | 165167172 |
| — | KKR ACQUISITION HOLDING I CO | 1,074,802 | $10.47M | 0.6% | $9.82 | — | COM CLASS A | 48253T109 |
| — | FORTRESS VALUE ACQUISI CORP | 1,067,595 | $10.41M | 0.6% | $9.81 | — | COM CL A | 34964K108 |
| — | ANTERO RESOURCES CORP | 2,500,000 | $10.32M | 0.6% | $4.38 | — | NOTE 4.250% 9/0 | 03674XAM8 |
| — | SNAP INC | 4,500,000 | $10.02M | 0.6% | $3.15 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | WOLFSPEED INC | 4,000,000 | $9.839M | 0.6% | $2.46 | — | NOTE 1.750% 5/0 | 225447AD3 |
| — | COUPA SOFTWARE INC | 8,000,000 | $9.815M | 0.6% | $1.90 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | CORENERGY INFRASTRUCTURE TR | 9,500,000 | $8.975M | 0.5% | $0.75 | — | NOTE 5.875% 8/1 | 21870UAC0 |
| — | HEALTH CATALYST INC | 6,000,000 | $8.747M | 0.5% | $1.85 | — | NOTE 2.500% 4/1 | 42225TAB3 |
| — | CINEMARK HLDGS INC | 6,000,000 | $8.697M | 0.5% | $1.60 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| GLD | SPDR GOLD TR | 50,000 | $8.548M | 0.5% | — | — | Put | 78463V107 |
| — | BYTE ACQUISITION CORP | 850,000 | $8.322M | 0.5% | $9.65 | — | CLASS A ORD SHS | G1R25Q105 |
| — | AHREN ACQUISITION CORP | 750,000 | $7.515M | 0.5% | $10.02 | — | UNIT 12/09/2026 | G01322117 |
| — | REVELSTONE CAPITAL ACQSTN CO | 750,000 | $7.414M | 0.4% | $9.89 | — | UNIT 12/17/2026 | 76137R205 |
| — | G SQUARED ASCEND I INC | 750,000 | $7.41M | 0.4% | $9.80 | — | SHS CL A | G4204R109 |
| — | VIRGIN GROUP ACQUISIT CORP I | 750,000 | $7.403M | 0.4% | $9.79 | — | SHS CL A | G9460K102 |
| — | VECTOR ACQUISITION CORP II | 750,330 | $7.331M | 0.4% | $9.90 | — | CL A SHS | G9460A104 |
| — | WARBURG PINCUS CAPTAL CORP I | 747,000 | $7.291M | 0.4% | $9.88 | — | SHS CL A | G9460M108 |
| — | ACCELERATE ACQUISITION CORP | 750,000 | $7.29M | 0.4% | $9.69 | — | COM CL A | 00439D102 |
| — | PRECIGEN INC | 8,550,000 | $6.883M | 0.4% | $1.19 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | PERIDOT ACQUISITION CORP II | 700,000 | $6.811M | 0.4% | $9.75 | — | SHS CL A | G7008B105 |
| — | ROSS ACQUISITION CORP II | 675,493 | $6.593M | 0.4% | $9.70 | — | SHS CL A | G7641C106 |
| — | ZILLOW GROUP INC | 5,000,000 | $6.461M | 0.4% | $2.08 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | LONGVIEW ACQUISITION CORP II | 650,000 | $6.396M | 0.4% | $9.80 | — | COM CL A | 54319Q105 |
| — | TCW SPECIAL PURPOSE ACQU COR | 650,000 | $6.344M | 0.4% | $9.72 | — | COM CL A | 87301L106 |
| MVLA | PATHFINDER ACQUISITION CORP | 635,619 | $6.166M | 0.4% | $9.74 | — | CL A | G04119106 |
| — | GORES HOLDINGS VII INC | 623,700 | $6.1M | 0.4% | $9.90 | — | COM CL A | 38286T101 |
| — | BURLINGTON STORES INC | 4,000,000 | $5.989M | 0.4% | $1.50 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | FTAC HERA ACQUISITION CORP | 600,000 | $5.862M | 0.4% | $9.75 | — | CLASS A ORD SHS | G3728Y103 |
| — | INDEPENDENCE HOLDINGS CORP | 600,000 | $5.832M | 0.4% | $9.82 | — | CLASS A ORD SHS | G4761A101 |
| — | DHB CAPITAL CORP | 574,877 | $5.605M | 0.3% | $9.75 | — | CL A COM | 23291W109 |
| — | AGILE GROWTH CORP | 556,632 | $5.402M | 0.3% | $9.69 | — | CLASS A ORD | G01202103 |
| — | SANDBRIDGE X2 CORP | 550,000 | $5.352M | 0.3% | $9.67 | — | COM CLASS A | 799792106 |
| — | SILVER SPIKE ACQUISITN CORP | 530,200 | $5.154M | 0.3% | $9.75 | — | CLASS A ORD SHS | G8201H105 |
| — | GUARDANT HEALTH INC | 5,000,000 | $5.062M | 0.3% | $1.01 | — | NOTE 11/1 | 40131MAB5 |
| HAIUF | HEALTHCARE AI ACQUISITION CO | 500,000 | $5.005M | 0.3% | $10.01 | — | UNIT 12/07/2026 | G4373K125 |
| — | ESGEN ACQUISITION CORP | 500,000 | $4.96M | 0.3% | $9.92 | — | SHS CL A | G3R95N103 |
| — | TCV ACQUISITION CORP | 500,000 | $4.93M | 0.3% | $9.91 | — | CL A SHS | G8704C124 |
| — | ZILLOW GROUP INC | 3,041,000 | $4.922M | 0.3% | $2.39 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | TPG PACE BENEFICIAL II CORP | 500,000 | $4.9M | 0.3% | $10.08 | — | COMMON STOCK | G89826104 |
| — | THUNDER BRDG CAP PRTNRS IV I | 500,000 | $4.88M | 0.3% | $9.70 | — | CLASS A COM | 88605L107 |
| — | CORSAIR PARTNERING CORP | 500,000 | $4.88M | 0.3% | $9.85 | — | SHS CL A | G2540H108 |
| — | TIO TECH A | 500,000 | $4.87M | 0.3% | $9.70 | — | CLASS A ORD SHS | G8T10C106 |
| — | AUSTERLITZ ACQUISITION CORP | 500,000 | $4.86M | 0.3% | $9.73 | — | COM CL A | G0633U101 |
| — | BIG SKY GROWTH PARTNERS INC | 500,000 | $4.855M | 0.3% | $9.60 | — | CLASS A COM | 08954L102 |
| PFTA | PORTAGE FINTECH ACQUISITN CO | 487,506 | $4.739M | 0.3% | $9.65 | — | CLASS A ORD SHS | G7185D106 |
| — | FORBION EUROPEAN ACQUSTN COR | 450,000 | $4.579M | 0.3% | $10.18 | — | UNIT 12/10/2026 | G3619H128 |
| — | LIVENT CORP | 1,500,000 | $4.432M | 0.3% | $2.42 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | POST HOLDINGS PARTNERING COR | 450,000 | $4.41M | 0.3% | $9.64 | — | COM SER A | 737465104 |
| — | GORES TECHNOLOGY PARTNERS II | 440,922 | $4.365M | 0.3% | $9.95 | — | CLASS A COM | 38287L107 |
| LYFT | LYFT INC | 100,000 | $4.273M | 0.3% | $46.79 | 0.0% | CL A COM | 55087P104 |
| — | CARNIVAL CORP | 2,000,000 | $4.261M | 0.3% | $2.13 | — | NOTE 5.750% 4/0 | 143658BE1 |
| — | CATCHA INVESTMENT CORP | 407,868 | $3.985M | 0.2% | $9.68 | — | SHS CL A | G1962Y102 |
| — | COLLIERS INTL GROUP INC | 1,500,000 | $3.969M | 0.2% | $2.02 | — | NOTE 4.000% 6/0 | 194693AB3 |
| — | KHOSLA VENTURES ACQUT CO III | 400,000 | $3.904M | 0.2% | $9.96 | — | COM CL A | 482506102 |
| — | TAILWIND INTERNATNAL ACQ COR | 400,000 | $3.9M | 0.2% | $9.67 | — | COM CL A | G8662F101 |
| — | LANDCADIA HOLDINGS IV INC | 400,000 | $3.892M | 0.2% | $9.79 | — | CLASS A COM | 51477A104 |
| — | WORLD QUANTUM GROWTH ACQUISI | 375,000 | $3.679M | 0.2% | $9.81 | — | SHS CL A | G5596W101 |
| — | SUMMIT HEALTHCRE ACQUISTN CO | 375,000 | $3.636M | 0.2% | $9.75 | — | CLASS A ORD SHS | G8566R102 |
| — | TB SA ACQUISITION CORP | 350,000 | $3.421M | 0.2% | $9.68 | — | CLASS A ORD SHS | G8657L105 |
| — | TWO | 350,000 | $3.406M | 0.2% | $9.95 | — | COM CL A | G9152V101 |
| — | OKTA INC | 2,500,000 | $3.395M | 0.2% | $1.49 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | ARTISAN ACQUISITION CORP | 325,000 | $3.221M | 0.2% | $9.92 | — | CLASS A ORD SHS | G0509L102 |
| — | G SQUARED ASCEND II INC | 325,000 | $3.172M | 0.2% | $9.78 | — | COM CL A | G42041106 |
| — | BLACK SPADE ACQUISITION CO | 325,000 | $3.143M | 0.2% | $9.67 | — | SHS CL A | G11537100 |
| — | WARBURG PINCUS CAPTAL CORP I | 320,488 | $3.141M | 0.2% | $9.87 | — | SHS CL A | G9461D107 |
| — | MIDDLEBY CORP | 1,930,000 | $3.104M | 0.2% | $1.43 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | AURORA CANNABIS INC | 3,550,000 | $3.068M | 0.2% | $0.78 | — | NOTE 5.500% 2/2 | 05156XAG3 |
| — | AUSTERLITZ ACQUISITION CORP | 315,500 | $3.064M | 0.2% | $9.92 | — | SHS CL A | G0633D109 |
| — | TWELVE SEAS INVESTMENT CO II | 314,936 | $3.055M | 0.2% | $9.65 | — | COM CL A | 90118T106 |
| — | FREELINE THERAPEUTICS HLDGS | 1,522,859 | $3.015M | 0.2% | $9.06 | — | SPONSORED ADS | 35655L107 |
| — | 7 ACQUISITION CORPORATION | 300,492 | $2.963M | 0.2% | $9.86 | — | SHS CL A | G80694105 |
| — | JAWS HURRICANE ACQUISITN COR | 300,000 | $2.919M | 0.2% | $9.73 | — | CLASS A COM | 47201B103 |
| — | VALOR LATITUDE ACQUISITN COR | 300,000 | $2.916M | 0.2% | $9.68 | — | CLASS A ORD SHS | G9460N106 |
| — | ALPHA HEALTHCARE ACQU CORP I | 300,000 | $2.9M | 0.2% | $9.68 | — | CLASS A COM | 02073F104 |
| HTZWW | HERTZ GLOBAL HLDGS INC | 181,193 | $2.89M | 0.2% | $15.95 | — | *W EXP 06/30/205 | 42806J148 |
| — | GORES HLDGS VIII INC | 274,100 | $2.796M | 0.2% | $9.92 | — | CL A | 382863108 |
| — | NOVOCURE LTD | 3,000,000 | $2.769M | 0.2% | $0.92 | — | NOTE 11/0 | 67011XAB9 |
| — | CHURCHILL CAPITAL CORP VII | 272,508 | $2.679M | 0.2% | $9.73 | — | COM CL A | 17144M102 |
| — | INTEGRA RES CORP | 1,222,211 | $2.63M | 0.2% | $2.91 | — | COM NEW | 45826T301 |
| — | ALLEGHENY TECHNOLOGIES INC | 2,000,000 | $2.607M | 0.2% | $1.30 | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | CATALYST PARTNRS ACQUISITN C | 250,000 | $2.435M | 0.1% | $9.73 | — | CLASS A ORD SHS | G19550105 |
| — | WAYFAIR INC | 1,500,000 | $2.257M | 0.1% | $2.08 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | ASCENDANT DIGITAL ACQ CORP I | 200,000 | $2.03M | 0.1% | $10.15 | — | UNIT 99/99/9999 | G05157121 |
| — | DRAGONEER GROWTH OPT CORP II | 200,000 | $1.954M | 0.1% | $10.11 | — | CL A SHS | G28315102 |
| — | INSEEGO CORP | 2,000,000 | $1.663M | 0.1% | $1.06 | — | NOTE 3.250% 5/0 | 45782BAD6 |
| — | LAZARD GROWTH ACQUISITION CO | 165,380 | $1.609M | 0.1% | $9.78 | — | CL A ORD SHS | G54035103 |
| — | CIIG CAPITAL PARTNERS II INC | 150,000 | $1.481M | 0.1% | $9.87 | — | COM CL A | 12561U109 |
| — | APOLLO STRATEGIC GRWT CPTL I | 149,123 | $1.458M | 0.1% | $9.74 | — | SHS CL A | G0412A102 |
| — | COHN ROBBINS HOLDINGS CORP | 146,699 | $1.442M | 0.1% | $9.84 | — | COM CL A | G23726105 |
| — | GORES METROPOULOS II INC | 142,195 | $1.418M | 0.1% | $9.89 | — | CL A | 382873107 |
| BBAI | BIGBEAR AI HLDGS INC | 204,464 | $1.157M | 0.1% | $9.23 | 0.0% | COM | 08975B109 |
| SLAMF | SLAM CORP | 115,082 | $1.119M | 0.1% | $9.75 | -0.0% | CL A SHS | G8210L105 |
| — | GORES TECHNOLOGY PARTNERS IN | 106,170 | $1.044M | 0.1% | $10.05 | — | CLASS A COM | 382870103 |
| CNXX | CONX CORP | 104,242 | $1.024M | 0.1% | $9.92 | — | COM CL A | 212873103 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 99,789 | $1.017M | 0.1% | $10.45 | — | SHS CL A | G8251L105 |
| — | CBL & ASSOCIATES HOLDCO II L | 500,000 | $1.006M | 0.1% | $2.01 | — | NOTE 7.000%11/1 | 12511CAC4 |
| — | SVF INVESTMENT CORP | 100,000 | $1.004M | 0.1% | $10.05 | — | CL A SHS | G8601L102 |
| — | TUATARA CAPITAL ACQUISITN CO | 100,000 | $987K | 0.1% | $9.70 | — | CL A SHS | G9118J101 |
| — | FORTRESS VALUE ACQUIS CORP I | 98,539 | $963K | 0.1% | $9.85 | — | COM CL A | 34964G107 |
| — | SPARTAN ACQUISITION CORP III | 97,313 | $960K | 0.1% | $9.78 | — | COM CL A | 84677R106 |
| JWSMF | JAWS MUSTANG ACQUISITION COR | 96,487 | $941K | 0.1% | $9.86 | -0.7% | SHS CL A | G50737108 |
| — | CHURCHILL CAPITAL CORP V | 78,396 | $771K | 0.0% | $9.91 | — | COM CL A | 17144T107 |
| — | BRIDGETOWN 2 HOLDINGS LTD | 69,739 | $691K | 0.0% | $10.24 | — | CL A | G1355V103 |
| — | BRIDGETOWN HOLDINGS LTD | 66,889 | $657K | 0.0% | $10.64 | — | COM CL A | G1355U113 |
| — | PANACEA ACQUISITION CORP II | 59,681 | $579K | 0.0% | $10.02 | — | CL A SHS | G6882C106 |
| SNOW | SNOWFLAKE INC | 1,589 | $538K | 0.0% | $348.46 | 0.0% | CL A | 833445109 |
| SKILW | SKILLSOFT CORP | 275,000 | $523K | 0.0% | $2.36 | — | *W EXP 06/11/202 | 83066P119 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 50,554 | $517K | 0.0% | $10.71 | — | SHS CL A | G82514103 |
| — | NEW VISTA ACQUISITION CORP | 52,821 | $514K | 0.0% | $9.67 | — | CL A SHS | G6529L105 |
| BLUAF | BLUERIVER ACQUISITION CORP | 50,004 | $486K | 0.0% | $9.73 | +0.3% | SHS CL A | G1261Q107 |
| EXEEL | CHESAPEAKE ENERGY CORP | 9,884 | $324K | 0.0% | $32.78 | — | *W EXP 09/02/202 | 165167180 |
| — | BYTE ACQUISITION CORP | 425,000 | $269K | 0.0% | $1.22 | — | *W EXP 03/18/202 | G1R25Q113 |
| — | KKR ACQUISITION HOLDING I CO | 268,700 | $268K | 0.0% | $1.18 | — | *W EXP 99/99/999 | 48253T117 |
| — | COMPUTE HEALTH ACQUISITIN CO | 25,000 | $243K | 0.0% | $9.84 | — | COM CL A | 204833107 |
| — | MSD ACQUISITION CORP | 24,300 | $240K | 0.0% | $9.84 | — | CLASS A ORD SHS | G5709C109 |
| — | ACCELERATE ACQUISITION CORP | 250,000 | $208K | 0.0% | $1.23 | — | *W EXP 06/15/202 | 00439D110 |
| — | ROSS ACQUISITION CORP II | 225,164 | $205K | 0.0% | $0.96 | — | *W EXP 02/01/202 | G7641C114 |
| GEO | GEO GROUP INC NEW | 26,000 | $202K | 0.0% | — | — | Call | 36162J106 |
| — | CORSAIR PARTNERING CORP | 166,666 | $168K | 0.0% | $0.76 | — | *W EXP 07/06/202 | G2540H116 |
| WPCBF | WARBURG PINCUS CAPTAL CORP I | 156,750 | $161K | 0.0% | $1.30 | — | *W EXP 99/99/999 | G9460M124 |
| — | GOL LINHAS AEREAS INTELIGENT | 25,553 | $155K | 0.0% | $9.84 | — | SPON ADR PFD NEW | 38045R206 |
| — | TIO TECH A | 166,666 | $146K | 0.0% | $1.00 | — | *W EXP 04/12/202 | G8T10C114 |
| — | FTAC HERA ACQUISITION CORP | 150,000 | $142K | 0.0% | $1.32 | — | *W EXP 02/28/202 | G3728Y111 |
| — | SUMMIT HEALTHCRE ACQUISTN CO | 187,500 | $136K | 0.0% | $0.86 | — | *W EXP 06/03/202 | G8566R110 |
| — | TCW SPECIAL PURPOSE ACQU COR | 216,666 | $132K | 0.0% | $0.95 | — | *W EXP 99/99/999 | 87301L114 |
| HYG | ISHARES TR | 1,300,000 | $130K | 0.0% | — | — | Put | 464288513 |
| — | G SQUARED ASCEND I INC | 150,000 | $129K | 0.0% | $0.95 | — | *W EXP 02/01/202 | G4204R117 |
| — | BLACK SPADE ACQUISITION CO | 162,500 | $128K | 0.0% | $0.55 | — | *W EXP 99/99/999 | G11537118 |
| — | POST HOLDINGS PARTNERING COR | 150,000 | $128K | 0.0% | $0.90 | — | *W EXP 04/12/202 | 737465112 |
| GROVW | VIRGIN GROUP ACQUISIT CORP I | 150,000 | $126K | 0.0% | $1.28 | — | *W EXP 03/13/202 | G9460K128 |
| — | VIRGIN ORBIT HOLDINGS INC | 88,183 | $123K | 0.0% | $1.39 | — | *W EXP 99/99/999 | 92771A119 |
| — | AUSTERLITZ ACQUISITION CORP | 125,000 | $122K | 0.0% | $1.25 | — | *W EXP 02/19/202 | G0633U127 |
| — | AGILE GROWTH CORP | 185,544 | $119K | 0.0% | $0.95 | — | *W EXP 03/09/202 | G01202111 |
| — | PERIDOT ACQUISITION CORP II | 140,000 | $119K | 0.0% | $1.15 | — | *W EXP 04/30/202 | G7008B121 |
| — | SILVER SPIKE ACQUISITN CORP | 132,550 | $117K | 0.0% | $1.35 | — | *W EXP 02/26/202 | G8201H113 |
| — | HENNESSY CAPITAL INVS CORP V | 11,915 | $116K | 0.0% | $10.07 | — | COM CL A | 42589T107 |
| — | GORES TECHNOLOGY PARTNERS II | 88,184 | $116K | 0.0% | $1.79 | — | *W EXP 03/16/202 | 38287L115 |
| — | FORTRESS VALUE ACQUISI CORP | 133,449 | $112K | 0.0% | $1.28 | — | *W EXP 03/18/202 | 34964K116 |
| — | LONGVIEW ACQUISITION CORP II | 130,000 | $110K | 0.0% | $1.37 | — | *W EXP 99/99/999 | 54319Q113 |
| — | WORLD QUANTUM GROWTH ACQUISI | 187,500 | $107K | 0.0% | $0.57 | — | *W EXP 08/04/202 | G5596W127 |
| — | DHB CAPITAL CORP | 174,257 | $107K | 0.0% | $0.90 | — | *W EXP 03/31/202 | 23291W117 |
| — | GORES HOLDINGS VII INC | 77,962 | $107K | 0.0% | $1.37 | — | *W EXP 02/25/202 | 38286T119 |
| — | PORTAGE FINTECH ACQUISITN CO | 162,502 | $106K | 0.0% | $1.61 | — | *W EXP 07/08/202 | G7185D114 |
| SBIIW | SANDBRIDGE X2 CORP | 183,333 | $103K | 0.0% | $1.05 | — | *W EXP 03/11/202 | 799792114 |
| — | LANDCADIA HOLDINGS IV INC | 100,000 | $101K | 0.0% | $1.06 | — | *W EXP 03/29/202 | 51477A112 |
| — | DECARBONIZATION PLUS ACQU II | 10,000 | $100K | 0.0% | $9.90 | — | COM CL A | 242794105 |
| — | INDEPENDENCE HOLDINGS CORP | 120,000 | $94,000 | 0.0% | $1.11 | — | *W EXP 03/31/202 | G4761A127 |
| — | 7 ACQUISITION CORPORATION | 150,246 | $91,000 | 0.0% | $0.61 | — | *W EXP 11/05/202 | G80694113 |
| — | BIG SKY GROWTH PARTNERS INC | 125,000 | $90,000 | 0.0% | $1.10 | — | *W EXP 04/01/202 | 08954L110 |
| — | THUNDER BRDG CAP PRTNRS IV I | 100,000 | $85,000 | 0.0% | $1.00 | — | *W EXP 04/30/202 | 88605L115 |
| — | AUSTERLITZ ACQUISITION CORP | 81,250 | $85,000 | 0.0% | $1.74 | — | *W EXP 02/19/202 | G0633D125 |
| — | CATCHA INVESTMENT CORP | 135,956 | $79,000 | 0.0% | $0.98 | — | *W EXP 99/99/999 | G1962Y110 |
| — | ARTISAN ACQUISITION CORP | 108,333 | $77,000 | 0.0% | $1.14 | — | *W EXP 03/26/202 | G0509L128 |
| — | TAILWIND INTERNATNAL ACQ COR | 133,333 | $75,000 | 0.0% | $0.94 | — | *W EXP 03/01/202 | G8662F119 |
| — | JAWS HURRICANE ACQUISITN COR | 75,000 | $74,000 | 0.0% | $1.15 | — | *W EXP 03/26/202 | 47201B111 |
| MVLAW | PATHFINDER ACQUISITION CORP | 127,123 | $74,000 | 0.0% | $1.13 | — | *W EXP 02/19/202 | G04119122 |
| — | VALOR LATITUDE ACQUISITN COR | 100,000 | $72,000 | 0.0% | $0.90 | — | *W EXP 04/02/202 | G9460N122 |
| — | GORES HLDGS VIII INC | 34,262 | $70,000 | 0.0% | $1.31 | — | *W EXP 03/01/202 | 382863116 |
| — | G SQUARED ASCEND II INC | 108,333 | $65,000 | 0.0% | $0.66 | — | *W EXP 12/31/202 | G42041122 |
| — | WARBURG PINCUS CAPTAL CORP I | 64,098 | $63,000 | 0.0% | $1.40 | — | *W EXP 99/99/999 | G9461D115 |
| — | CIIG CAPITAL PARTNERS II INC | 75,000 | $62,000 | 0.0% | $0.83 | — | *W EXP 02/28/202 | 12561U117 |
| — | TB SA ACQUISITION CORP | 116,666 | $59,000 | 0.0% | $1.00 | — | *W EXP 03/25/202 | G8657L121 |
| — | ALPHA HEALTHCARE ACQU CORP I | 75,000 | $58,000 | 0.0% | $1.05 | — | *W EXP 04/01/202 | 02073F112 |
| — | CHURCHILL CAPITAL CORP VII | 54,501 | $55,000 | 0.0% | $1.39 | — | *W EXP 02/29/202 | 17144M110 |
| — | TWELVE SEAS INVESTMENT CO II | 104,978 | $52,000 | 0.0% | $0.89 | — | *W EXP 03/02/202 | 90118T114 |
| — | ESGEN ACQUISITION CORP | 100,000 | $50,000 | 0.0% | $0.50 | — | *W EXP 10/18/202 | G3R95N111 |
| — | CATALYST PARTNRS ACQUISITN C | 50,000 | $43,000 | 0.0% | $0.86 | — | *W EXP 05/12/202 | G19550121 |
| BBAI/WS | BIGBEAR AI HLDGS INC | 50,000 | $41,000 | 0.0% | $0.82 | — | *W EXP 99/99/999 | 08975B117 |
| AUROW | AURORA INNOVATION INC | 12,500 | $39,000 | 0.0% | $3.12 | — | *W EXP 11/03/202 | 051774115 |
| — | GORES METROPOULOS II INC | 18,898 | $36,000 | 0.0% | $1.38 | — | *W EXP 01/31/202 | 382873115 |
| — | SPARTAN ACQUISITION CORP III | 24,328 | $35,000 | 0.0% | $1.19 | — | *W EXP 02/04/202 | 84677R114 |
| — | GORES TECHNOLOGY PARTNERS IN | 21,234 | $29,000 | 0.0% | $1.37 | — | *W EXP 03/16/202 | 382870111 |
| — | LAZARD GROWTH ACQUISITION CO | 33,075 | $29,000 | 0.0% | $1.15 | — | *W EXP 02/10/202 | G54035111 |
| — | APOLLO STRATEGIC GRWT CPTL I | 29,824 | $28,000 | 0.0% | $1.31 | — | *W EXP 02/12/202 | G0412A128 |
| SBIGW | TUATARA CAPITAL ACQUISITN CO | 50,000 | $26,000 | 0.0% | $1.16 | — | *W EXP 02/11/202 | G9118J119 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 24,121 | $25,000 | 0.0% | $1.24 | — | *W EXP 01/30/202 | G50737124 |
| — | SLAM CORP | 25,020 | $16,000 | 0.0% | $1.08 | — | *W EXP 02/23/202 | G8210L121 |
| — | NEW VISTA ACQUISITION CORP | 17,607 | $13,000 | 0.0% | $1.02 | — | *W EXP 02/01/202 | G6529L121 |
| BLUAW | BLUERIVER ACQUISITION CORP | 16,639 | $10,000 | 0.0% | $0.96 | — | *W EXP 01/04/202 | G1261Q115 |
| — | COMPUTE HEALTH ACQUISITIN CO | 6,250 | $6,000 | 0.0% | $0.96 | — | *W EXP 01/25/202 | 204833115 |