Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q3 2021 (← Previous) (Next →)
Filing Date: Dec 14, 2021
Total Value: $7.161B
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| EXE | CHESAPEAKE ENERGY CORP | 11,939,117 | $735M | 10.3% | $61.59 | — | — | COMMON STOCK | 165167735 |
| SBLK | STAR BULK CARRIERS CORP | 25,993,242 | $625M | 8.7% | $24.04 | — | — | COMMON STOCK | Y8162K204 |
| VST | VISTRA CORP | 29,941,385 | $512M | 7.1% | $17.10 | — | — | COMMON STOCK | 92840M102 |
| TRMD | TORM PLC | 53,812,988 | $414M | 5.8% | $7.69 | — | — | COMMON STOCK | G89479102 |
| ALLY | ALLY FINANCIAL INC | 6,874,687 | $351M | 4.9% | $51.05 | — | — | COMMON STOCK | 02005N100 |
| PCG | PG&E CORP | 30,000,000 | $288M | 4.0% | $9.60 | — | — | COMMON STOCK | 69331C108 |
| — | INFINERA CORP | 25,175,384 | $209M | 2.9% | $8.32 | — | — | COMMON STOCK | 45667G103 |
| — | EAGLE BULK SHIPPING INC | 3,781,561 | $191M | 2.7% | $50.42 | — | — | COMMON STOCK | Y2187A150 |
| STKL | SUNOPTA INC | 20,726,126 | $185M | 2.6% | $8.93 | — | — | COMMON STOCK | 8676EP108 |
| CX | CEMEX SAB DE CV | 24,468,125 | $175M | 2.4% | $7.17 | — | — | COMMON STOCK | 151290889 |
| SPY | STATE STREET CORP | 317,000 | $136M | 1.9% | $429.14 | — | — | PUT | 78462F103 |
| WFRD | Weatherford International PLC | 6,264,319 | $123M | 1.7% | $19.67 | — | — | CONVERTIBLE BOND | G48833118 |
| NMIH | NMI HOLDINGS INC | 5,320,000 | $120M | 1.7% | $22.61 | — | — | COMMON STOCK | 629209305 |
| ITUB | ITAU UNIBANCO HOLDING SA | 21,299,528 | $112M | 1.6% | $5.27 | — | — | COMMON STOCK | 465562106 |
| — | FRONTIER COMMUNICATIONS PARENT INC | 3,982,849 | $111M | 1.6% | $27.87 | — | — | COMMON STOCK | 35909D109 |
| KRC | KILROY REALTY CORP | 1,535,011 | $102M | 1.4% | $66.21 | — | — | COMMON STOCK | 49427F108 |
| IBN | ICICI BANK LTD | 5,266,217 | $99.37M | 1.4% | $18.87 | — | — | COMMON STOCK | 45104G104 |
| — | BERRY CORP | 12,913,313 | $93.1M | 1.3% | $7.21 | — | — | COMMON STOCK | 08579X101 |
| PBR | PETROLEO BRASILEIRO SA | 8,800,432 | $91M | 1.3% | $10.34 | — | — | COMMON STOCK | 71654V408 |
| VALE | VALE SA | 5,982,790 | $83.46M | 1.2% | $13.95 | — | — | COMMON STOCK | 91912E105 |
| — | SUPER MICRO COMPUTER INC | 2,135,000 | $78.08M | 1.1% | $36.57 | — | — | COMMON STOCK | 86800U104 |
| BBD | BANCO BRADESCO SA | 20,328,340 | $77.86M | 1.1% | $3.83 | — | — | COMMON STOCK | 059460303 |
| EXEEL | CHESAPEAKE ENERGY CORP | 1,607,672 | $76.67M | 1.1% | $47.69 | — | — | CALL | 165167180 |
| — | ANGLOGOLD ASHANTI LTD | 4,129,408 | $66.03M | 0.9% | $15.99 | — | — | COMMON STOCK | 035128206 |
| — | EXTRACTION OIL & GAS INC | 1,113,995 | $62.88M | 0.9% | $56.45 | — | — | COMMON STOCK | 30227M303 |
| — | MR COOPER GROUP INC | 1,507,286 | $62.05M | 0.9% | $41.17 | — | — | COMMON STOCK | 62482R107 |
| — | EAGLE BULK SHIPPING INC | 40,495,000 | $60.47M | 0.8% | $1.49 | — | — | CONVERTIBLE BOND | 269442AB5 |
| FCX | FREEPORT-MCMORAN INC | 1,833,550 | $59.65M | 0.8% | $32.53 | — | — | COMMON STOCK | 35671D857 |
| — | Liberty Global PLC | 1,875,000 | $55.24M | 0.8% | $29.46 | — | — | COMMON STOCK | G5480U120 |
| — | DISH NETWORK CORP | 51,974,000 | $54.16M | 0.8% | $1.04 | — | — | CONVERTIBLE BOND | 25470MAB5 |
| — | FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC | 2,033,110 | $51.6M | 0.7% | $25.38 | — | — | COMMON STOCK | 34960P101 |
| — | AZUL SA | 2,099,524 | $42.12M | 0.6% | $20.06 | — | — | COMMON STOCK | 05501U106 |
| — | UNITI GROUP INC | 3,397,592 | $42.03M | 0.6% | $12.37 | — | — | COMMON STOCK | 91325V108 |
| — | MR COOPER GROUP INC | 1,000,000 | $41.17M | 0.6% | $41.17 | — | — | CALL | 62482R107 |
| VAL | VALARIS LTD | 1,080,184 | $37.68M | 0.5% | $34.88 | — | — | COMMON STOCK | G9460G101 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 2,006,537 | $35.64M | 0.5% | $17.76 | — | — | COMMON STOCK | 55933J203 |
| MTG | MGIC INVESTMENT CORP | 2,358,000 | $35.27M | 0.5% | $14.96 | — | — | COMMON STOCK | 552848103 |
| PARR | PAR PACIFIC HOLDINGS INC | 2,210,000 | $34.74M | 0.5% | $15.72 | — | — | COMMON STOCK | 69888T207 |
| AFYA | AFYA LTD | 1,651,812 | $32.61M | 0.5% | $19.74 | — | — | COMMON STOCK | G01125106 |
| — | OAKTREE SPECIALTY LENDING CORP | 4,490,368 | $31.7M | 0.4% | $7.06 | — | — | COMMON STOCK | 67401P108 |
| TV | GRUPO TELEVISA SAB | 2,821,801 | $30.98M | 0.4% | $10.98 | — | — | COMMON STOCK | 40049J206 |
| — | PRECIGEN INC | 36,764,000 | $30.4M | 0.4% | $0.83 | — | — | CONVERTIBLE BOND | 46122TAA0 |
| BATL | BATTALION OIL CORP | 3,009,912 | $29.29M | 0.4% | $9.73 | — | — | COMMON STOCK | 07134L107 |
| — | ACRES COMMERCIAL REALTY CORP | 29,021,000 | $29.1M | 0.4% | $1.00 | — | — | CONVERTIBLE BOND | 76120WAC8 |
| HIMS | HIMS & HERS HEALTH INC | 3,773,437 | $28.45M | 0.4% | $7.54 | — | — | COMMON STOCK | 433000106 |
| — | RUMBLEON INC | 727,270 | $28.35M | 0.4% | $38.98 | — | — | CALL | 822821112 |
| — | FORTIVE CORP | 27,238,000 | $27.44M | 0.4% | $1.01 | — | — | CONVERTIBLE BOND | 34959JAK4 |
| GTX | GARRETT MOTION INC | 3,593,111 | $26.48M | 0.4% | $7.37 | — | — | COMMON STOCK | 366505105 |
| — | COLUMBIA PROPERTY TRUST INC | 1,320,000 | $25.11M | 0.4% | $19.02 | — | — | COMMON STOCK | 198287203 |
| — | SUPERNUS PHARMACEUTICALS INC | 22,348,000 | $22.07M | 0.3% | $0.99 | — | — | CONVERTIBLE BOND | 868459AD0 |
| CFLT | CONFLUENT INC | 360,000 | $21.47M | 0.3% | $59.65 | — | — | PUT | 20717M103 |
| — | MANDIANT INC | 20,820,000 | $20.9M | 0.3% | $1.00 | — | — | CONVERTIBLE BOND | 31816QAD3 |
| — | HOPE BANCORP INC | 20,302,000 | $20.26M | 0.3% | $1.00 | — | — | CONVERTIBLE BOND | 43940TAB5 |
| — | LIGAND PHARMACEUTICALS INC | 20,037,999 | $20.17M | 0.3% | $1.01 | — | — | CONVERTIBLE BOND | 53220KAF5 |
| — | ALTERYX INC | 20,591,000 | $19.63M | 0.3% | $0.95 | — | — | CONVERTIBLE BOND | 02156BAD5 |
| — | DISH NETWORK CORP | 19,675,000 | $19.24M | 0.3% | $0.98 | — | — | CONVERTIBLE BOND | 25470MAD1 |
| — | PENNYMAC MORTGAGE INVESTMENT TRUST | 18,383,000 | $18.84M | 0.3% | $1.02 | — | — | CONVERTIBLE BOND | 70932AAD5 |
| — | MFA FINANCIAL INC | 17,974,000 | $18.53M | 0.3% | $1.03 | — | — | CONVERTIBLE BOND | 55272XAA0 |
| — | IONIS PHARMACEUTICALS INC | 18,208,000 | $18.31M | 0.3% | $1.01 | — | — | CONVERTIBLE BOND | 464337AJ3 |
| — | DIGITALBRIDGE GROUP INC | 17,621,000 | $18.03M | 0.3% | $1.02 | — | — | CONVERTIBLE BOND | 19624RAA4 |
| — | WESTERN DIGITAL CORP | 17,530,999 | $17.76M | 0.2% | $1.01 | — | — | CONVERTIBLE BOND | 958102AP0 |
| ONIT | OCWEN FINANCIAL CORP | 596,870 | $16.79M | 0.2% | $28.13 | — | — | COMMON STOCK | 675746606 |
| — | GOLDMAN SACHS BDC INC | 16,251,000 | $16.57M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 38147UAB3 |
| VIST | VISTA OIL & GAS SAB DE CV | 3,245,002 | $16.32M | 0.2% | $5.03 | — | — | COMMON STOCK | 92837L109 |
| — | REDWOOD TRUST INC | 15,854,000 | $16.25M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 749772AD1 |
| — | IONIS PHARMACEUTICALS INC | 17,501,000 | $16.05M | 0.2% | $0.92 | — | — | CONVERTIBLE BOND | 462222AB6 |
| — | NEW MOUNTAIN FINANCE CORP | 14,915,000 | $15.76M | 0.2% | $1.06 | — | — | CONVERTIBLE BOND | 647551AC4 |
| — | ARES CAPITAL CORP | 14,164,000 | $15.72M | 0.2% | $1.11 | — | — | CONVERTIBLE BOND | 04010LAW3 |
| — | BLACKSTONE MORTGAGE TRUST INC | 15,185,000 | $15.43M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 09257WAB6 |
| LBRDK | LIBERTY BROADBAND CORP | 86,999 | $15.02M | 0.2% | $172.69 | — | — | COMMON STOCK | 530307305 |
| — | KKR REAL ESTATE FINANCE TRUST INC | 13,677,000 | $14.58M | 0.2% | $1.07 | — | — | CONVERTIBLE BOND | 48251KAB6 |
| PAM | PAMPA ENERGIA SA | 829,000 | $14.48M | 0.2% | $17.47 | — | — | COMMON STOCK | 697660207 |
| — | MACQUARIE INFRASTRUCTURE CORP | 13,873,000 | $13.76M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | 55608BAB1 |
| — | NEW RELIC INC | 13,425,000 | $13.63M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 64829BAB6 |
| — | TILRAY INC | 13,784,000 | $13.6M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | 88688TAB6 |
| — | LENDINGTREE INC | 15,836,000 | $13.55M | 0.2% | $0.86 | — | — | CONVERTIBLE BOND | 52603BAD9 |
| — | SFL CORP LTD | 11,991,000 | $12.27M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 824689AG8 |
| — | NEW YORK MORTGAGE TRUST INC | 11,583,000 | $11.7M | 0.2% | $1.01 | — | — | CONVERTIBLE BOND | 649604AD7 |
| — | NICE LTD | 9,750,000 | $11.47M | 0.2% | $1.18 | — | — | CONVERTIBLE BOND | 653656AB4 |
| — | BLACKROCK TCP CAPITAL CORP | 11,267,000 | $11.46M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 87238QAD5 |
| — | INNOVIVA INC | 10,585,000 | $11.41M | 0.2% | $1.08 | — | — | CONVERTIBLE BOND | 88338TAB0 |
| BAK | BRASKEM SA | 519,550 | $11.34M | 0.2% | $21.83 | — | — | COMMON STOCK | 105532105 |
| TEO | TELECOM ARGENTINA SA | 2,260,500 | $11.19M | 0.2% | $4.95 | — | — | COMMON STOCK | 879273209 |
| — | TRAVERE THERAPEUTICS INC | 10,920,000 | $11.01M | 0.2% | $1.01 | — | — | CONVERTIBLE BOND | 761299AB2 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 10,854,000 | $10.98M | 0.2% | $1.01 | — | — | CONVERTIBLE BOND | 03762UAC9 |
| — | ARBOR REALTY TRUST INC | 9,225,000 | $10.3M | 0.1% | $1.12 | — | — | CONVERTIBLE BOND | 038923AP3 |
| — | AKAMAI TECHNOLOGIES INC | 8,995,000 | $9.865M | 0.1% | $1.10 | — | — | CONVERTIBLE BOND | 00971TAL5 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 9,855,000 | $9.737M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 42330PAH0 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 1,963,575 | $9.68M | 0.1% | $4.93 | — | — | COMMON STOCK | 893870204 |
| — | DEXCOM INC | 8,059,000 | $9.59M | 0.1% | $1.19 | — | — | CONVERTIBLE BOND | 252131AK3 |
| — | KAMAN CORP | 9,168,000 | $9.344M | 0.1% | $1.02 | — | — | CONVERTIBLE BOND | 483548AF0 |
| — | SPLUNK INC | 7,562,000 | $9.249M | 0.1% | $1.22 | — | — | CONVERTIBLE BOND | 848637AD6 |
| — | EZCORP INC | 9,574,000 | $8.808M | 0.1% | $0.92 | — | — | CONVERTIBLE BOND | 302301AE6 |
| — | WEIBO CORP | 8,898,000 | $8.697M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 948596AC5 |
| — | SEA LTD | 8,500,000 | $8.644M | 0.1% | $1.02 | — | — | CONVERTIBLE BOND | 81141RAG5 |
| — | SIGA TECHNOLOGIES INC | 1,122,296 | $8.483M | 0.1% | $7.56 | — | — | CALL | 96951B110 |
| — | VEECO INSTRUMENTS INC | 8,482,000 | $8.426M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 922417AD2 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 8,304,000 | $8.382M | 0.1% | $1.01 | — | — | CONVERTIBLE BOND | 03762UAB1 |
| — | PRETIUM RESOURCES INC | 8,168,000 | $8.13M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 74139CAB8 |
| — | STARWOOD PROPERTY TRUST INC | 7,422,000 | $7.817M | 0.1% | $1.05 | — | — | CONVERTIBLE BOND | 85571BAH8 |
| — | REDWOOD TRUST INC | 7,593,000 | $7.782M | 0.1% | $1.02 | — | — | CONVERTIBLE BOND | 758075AC9 |
| — | WIX.COM LTD | 7,800,000 | $7.523M | 0.1% | $0.96 | — | — | CONVERTIBLE BOND | 92940WAD1 |
| — | QUOTIENT TECHNOLOGY INC | 7,494,000 | $7.279M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 749119AB9 |
| — | INTEGRA LIFESCIENCES HOLDINGS CORP | 6,535,000 | $7.211M | 0.1% | $1.10 | — | — | CONVERTIBLE BOND | 457985AM1 |
| — | COUPA SOFTWARE INC | 6,150,000 | $6.668M | 0.1% | $1.08 | — | — | CONVERTIBLE BOND | 22266LAF3 |
| ASC | ARDMORE SHIPPING CORP | 1,600,000 | $6.64M | 0.1% | $4.15 | — | — | COMMON STOCK | Y0207T100 |
| — | NUVASIVE INC | 6,240,000 | $6.041M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 670704AJ4 |
| BELFB | BEL FUSE INC | 462,679 | $5.751M | 0.1% | $12.43 | — | — | COMMON STOCK | 077347300 |
| — | EXACT SCIENCES CORP | 4,810,000 | $5.471M | 0.1% | $1.14 | — | — | CONVERTIBLE BOND | 30063PAB1 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 5,761,000 | $5.465M | 0.1% | $0.95 | — | — | CONVERTIBLE BOND | 42330PAJ6 |
| — | GREENLIGHT CAPITAL RE LTD | 5,384,000 | $5.118M | 0.1% | $0.95 | — | — | CONVERTIBLE BOND | 395366AB3 |
| — | ILLUMINA INC | 4,379,000 | $5.109M | 0.1% | $1.17 | — | — | CONVERTIBLE BOND | 452327AK5 |
| — | PEBBLEBROOK HOTEL TRUST | 4,500,000 | $5.046M | 0.1% | $1.12 | — | — | CONVERTIBLE BOND | 70509VAA8 |
| — | BLACKSTONE MORTGAGE TRUST INC | 4,807,000 | $4.935M | 0.1% | $1.03 | — | — | CONVERTIBLE BOND | 09257WAC4 |
| — | OKTA INC | 3,958,000 | $4.852M | 0.1% | $1.23 | — | — | CONVERTIBLE BOND | 679295AF2 |
| — | NEW YORK COMMUNITY BANCORP INC | 89,250 | $4.757M | 0.1% | $53.30 | — | — | CONVERTIBLE PRFD | 64944P307 |
| — | TRIP.COM GROUP LTD | 4,978,000 | $4.75M | 0.1% | $0.95 | — | — | CONVERTIBLE BOND | 22943FAM2 |
| — | MICROCHIP TECHNOLOGY INC | 4,150,000 | $4.712M | 0.1% | $1.14 | — | — | CONVERTIBLE BOND | 595017AU8 |
| — | PURE STORAGE INC | 3,976,000 | $4.608M | 0.1% | $1.16 | — | — | CONVERTIBLE BOND | 74624MAB8 |
| — | JAZZ PHARMACEUTICALS PLC | 3,966,000 | $4.598M | 0.1% | $1.16 | — | — | CONVERTIBLE BOND | 472145AF8 |
| — | NUVASIVE INC | 4,471,000 | $4.579M | 0.1% | $1.02 | — | — | CONVERTIBLE BOND | 670704AL9 |
| — | SOLAREDGE TECHNOLOGIES INC | 3,666,000 | $4.556M | 0.1% | $1.24 | — | — | CONVERTIBLE BOND | 83417MAD6 |
| — | SSR MINING INC | 3,938,000 | $4.521M | 0.1% | $1.15 | — | — | CONVERTIBLE BOND | 784730AB9 |
| — | LUMENTUM HOLDINGS INC | 4,000,000 | $4.413M | 0.1% | $1.10 | — | — | CONVERTIBLE BOND | 55024UAD1 |
| — | BIOMARIN PHARMACEUTICAL INC | 4,198,000 | $4.305M | 0.1% | $1.03 | — | — | CONVERTIBLE BOND | 09061GAH4 |
| RSVR | RESERVOIR MEDIA INC | 468,700 | $4.269M | 0.1% | $9.11 | — | — | COMMON STOCK | 76119X105 |
| — | JAZZ PHARMACEUTICALS PLC | 4,167,000 | $4.229M | 0.1% | $1.01 | — | — | CONVERTIBLE BOND | 472145AD3 |
| — | OAKTREE ACQUISITION CORP II | 4,666,667 | $4.2M | 0.1% | $0.90 | — | — | WARRANT | G6715X111 |
| — | SHOPIFY INC | 3,211,000 | $3.946M | 0.1% | $1.23 | — | — | CONVERTIBLE BOND | 82509LAA5 |
| — | GOLAR LNG LTD | 3,955,000 | $3.944M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 38046YAB7 |
| — | PEGASYSTEMS INC | 3,472,000 | $3.919M | 0.1% | $1.13 | — | — | CONVERTIBLE BOND | 705573AB9 |
| — | BENEFITFOCUS INC | 4,163,000 | $3.902M | 0.1% | $0.94 | — | — | CONVERTIBLE BOND | 08180DAB2 |
| — | TABULA RASA HEALTHCARE INC | 4,584,000 | $3.859M | 0.1% | $0.84 | — | — | CONVERTIBLE BOND | 873379AA9 |
| — | VONAGE HOLDINGS CORP | 3,292,000 | $3.847M | 0.1% | $1.17 | — | — | CONVERTIBLE BOND | 92886TAJ1 |
| — | CHEGG INC | 3,818,000 | $3.781M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 163092AF6 |
| — | CYBERARK SOFTWARE LTD | 3,088,000 | $3.675M | 0.1% | $1.19 | — | — | CONVERTIBLE BOND | 23248VAB1 |
| — | ALPINE ACQUISITION CORP | 350,000 | $3.55M | 0.0% | $10.14 | — | — | COMMON STOCK | 02083L208 |
| — | INVACARE CORP | 3,956,000 | $3.528M | 0.0% | $0.89 | — | — | CONVERTIBLE BOND | 461203AJ0 |
| DSAQU | DIRECT SELLING ACQUISITION CORP | 350,000 | $3.528M | 0.0% | $10.08 | — | — | COMMON STOCK | 25460L202 |
| — | INTERDIGITAL INC | 3,253,000 | $3.527M | 0.0% | $1.08 | — | — | CONVERTIBLE BOND | 45867GAB7 |
| — | PARATEK PHARMACEUTICALS INC | 3,954,000 | $3.503M | 0.0% | $0.89 | — | — | CONVERTIBLE BOND | 699374AB0 |
| — | INSULET CORP | 2,500,000 | $3.489M | 0.0% | $1.40 | — | — | CONVERTIBLE BOND | 45784PAK7 |
| — | INSMED INC | 3,150,000 | $3.459M | 0.0% | $1.10 | — | — | CONVERTIBLE BOND | 457669AB5 |
| — | VEON LTD | 1,487,722 | $3.094M | 0.0% | $2.08 | — | — | COMMON STOCK | 91822M106 |
| WINVU | WINVEST ACQUISITION CORP | 300,000 | $3.069M | 0.0% | $10.23 | — | — | COMMON STOCK | 97655B208 |
| — | CENAQ ENERGY CORP | 300,000 | $3.015M | 0.0% | $10.05 | — | — | COMMON STOCK | 15130M201 |
| — | FIRST LIGHT ACQUISITION GROUP INC | 300,000 | $2.982M | 0.0% | $9.94 | — | — | COMMON STOCK | 320703200 |
| — | LIBERTY LATIN AMERICA LTD | 2,917,000 | $2.975M | 0.0% | $1.02 | — | — | CONVERTIBLE BOND | 53069QAB5 |
| — | WAYFAIR INC | 2,824,000 | $2.836M | 0.0% | $1.00 | — | — | CONVERTIBLE BOND | 94419LAM3 |
| — | MINORITY EQUALITY OPPORTUNITIES ACQUISITION INC | 275,000 | $2.826M | 0.0% | $10.28 | — | — | COMMON STOCK | 60436Q209 |
| — | RINGCENTRAL INC | 3,000,000 | $2.821M | 0.0% | $0.94 | — | — | CONVERTIBLE BOND | 76680RAH0 |
| EXEEW | Chesapeake Energy Corp | 75,810 | $2.765M | 0.0% | $36.47 | — | — | CALL | 165167164 |
| — | CALAMP CORP | 2,916,000 | $2.687M | 0.0% | $0.92 | — | — | CONVERTIBLE BOND | 128126AD1 |
| — | FIREEYE INC | 2,466,000 | $2.633M | 0.0% | $1.07 | — | — | CONVERTIBLE BOND | 31816QAF8 |
| — | OXBRIDGE ACQUISITION CORP | 250,000 | $2.56M | 0.0% | $10.24 | — | — | COMMON STOCK | G6855L125 |
| — | PONO CAPITAL CORP | 250,000 | $2.552M | 0.0% | $10.21 | — | — | COMMON STOCK | 732450200 |
| — | SOAR TECHNOLOGY ACQUISITION CORP | 250,000 | $2.537M | 0.0% | $10.15 | — | — | COMMON STOCK | G82472104 |
| — | DECARBONIZATION PLUS ACQUISITION CORP IV | 250,000 | $2.522M | 0.0% | $10.09 | — | — | COMMON STOCK | G2773W129 |
| — | FUTURE HEALTH ESG CORP | 250,000 | $2.5M | 0.0% | $10.00 | — | — | COMMON STOCK | 36118W201 |
| — | SIERRA LAKE ACQUISITION CORP | 250,000 | $2.49M | 0.0% | $9.96 | — | — | COMMON STOCK | 826332207 |
| — | TWO HARBORS INVESTMENT CORP | 2,451,000 | $2.487M | 0.0% | $1.01 | — | — | CONVERTIBLE BOND | 90187BAA9 |
| — | GLADSTONE ACQUISITION CORP | 250,000 | $2.465M | 0.0% | $9.86 | — | — | COMMON STOCK | 37653T108 |
| — | MACONDRAY CAPITAL ACQUISITION CORP I | 250,000 | $2.46M | 0.0% | $9.84 | — | — | COMMON STOCK | G5853A107 |
| — | JUPITER ACQUISITION CORP | 250,000 | $2.457M | 0.0% | $9.83 | — | — | COMMON STOCK | 482082203 |
| SWSS | SPRINGWATER SPECIAL SITUATIONS CORP | 250,000 | $2.442M | 0.0% | $9.77 | — | — | COMMON STOCK | 85205U107 |
| — | AVISTA PUBLIC ACQUISITION CORP II | 250,000 | $2.44M | 0.0% | $9.76 | — | — | COMMON STOCK | G07247102 |
| — | HORIZON GLOBAL CORP | 2,500,000 | $2.423M | 0.0% | $0.97 | — | — | CONVERTIBLE BOND | 44052WAA2 |
| — | NRG ENERGY INC | 1,977,000 | $2.328M | 0.0% | $1.18 | — | — | CONVERTIBLE BOND | 629377CG5 |
| LOMA | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | 325,924 | $2.323M | 0.0% | $7.13 | — | — | COMMON STOCK | 54150E104 |
| — | PACIFICO ACQUISITION CORP | 225,000 | $2.283M | 0.0% | $10.15 | — | — | COMMON STOCK | 69512X202 |
| — | CHARDAN NEXTECH ACQUISITION 2 CORP | 225,000 | $2.235M | 0.0% | $9.93 | — | — | COMMON STOCK | 159561109 |
| — | EVOLENT HEALTH INC | 1,626,000 | $2.104M | 0.0% | $1.29 | — | — | CONVERTIBLE BOND | 30050BAB7 |
| — | WORLD QUANTUM GROWTH ACQUISITION CORP | 200,000 | $2.01M | 0.0% | $10.05 | — | — | COMMON STOCK | G5596W119 |
| — | AGRICO ACQUISITION CORP | 200,000 | $2.002M | 0.0% | $10.01 | — | — | COMMON STOCK | G41089106 |
| — | METALS ACQUISITION CORP | 200,000 | $2M | 0.0% | $10.00 | — | — | COMMON STOCK | G60405100 |
| — | CLOVER LEAF CAPITAL CORP | 200,000 | $1.995M | 0.0% | $9.97 | — | — | COMMON STOCK | 18915E105 |
| — | PARABELLUM ACQUISITION CORP | 200,000 | $1.994M | 0.0% | $9.97 | — | — | COMMON STOCK | 69901P208 |
| — | BANNER ACQUISITION CORP | 200,000 | $1.988M | 0.0% | $9.94 | — | — | COMMON STOCK | 06654K200 |
| — | OI SA | 2,201,646 | $1.987M | 0.0% | $0.90 | — | — | COMMON STOCK | 670851500 |
| — | RIVERVIEW ACQUISITION CORP | 200,000 | $1.984M | 0.0% | $9.92 | — | — | COMMON STOCK | 769395203 |
| — | ARMADA ACQUISITION CORP I | 200,000 | $1.984M | 0.0% | $9.92 | — | — | COMMON STOCK | 04208V202 |
| — | AXONPRIME INFRASTRUCTURE ACQUISITION CORP | 200,000 | $1.98M | 0.0% | $9.90 | — | — | COMMON STOCK | 05467C207 |
| — | SOFTWARE ACQUISITION GROUP INC III | 200,000 | $1.972M | 0.0% | $9.86 | — | — | COMMON STOCK | 83407J103 |
| — | WAVERLEY CAPITAL ACQUISITION CORP 1 | 200,000 | $1.972M | 0.0% | $9.86 | — | — | COMMON STOCK | G06536125 |
| — | PERSHING SQUARE TONTINE HOLDINGS LTD | 100,000 | $1.97M | 0.0% | $19.70 | — | — | COMMON STOCK | 71531R109 |
| — | ROTH CH ACQUISITION IV CO | 200,000 | $1.966M | 0.0% | $9.83 | — | — | COMMON STOCK | 77867P104 |
| — | HERBALIFE NUTRITION LTD | 1,939,000 | $1.965M | 0.0% | $1.01 | — | — | CONVERTIBLE BOND | 42703MAD5 |
| — | MERCURY ECOMMERCE ACQUISITION CORP | 200,000 | $1.961M | 0.0% | $9.80 | — | — | COMMON STOCK | 589381102 |
| — | GOOD WORKS II ACQUISITION CORP | 200,000 | $1.954M | 0.0% | $9.77 | — | — | COMMON STOCK | 38216G104 |
| — | CHW ACQUISITION CORP | 200,000 | $1.948M | 0.0% | $9.74 | — | — | CALL | G2254A125 |
| — | CHW ACQUISITION CORP | 200,000 | $1.948M | 0.0% | $9.74 | — | — | COMMON STOCK | G2254A109 |
| — | ELLIOTT OPPORTUNITY II CORP | 200,000 | $1.948M | 0.0% | $9.74 | — | — | COMMON STOCK | G30092103 |
| — | LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | 1,366,000 | $1.944M | 0.0% | $1.42 | — | — | CONVERTIBLE BOND | 531229AF9 |
| — | ACROPOLIS INFRASTRUCTURE ACQUISITION CORP | 200,000 | $1.941M | 0.0% | $9.71 | — | — | COMMON STOCK | 005029103 |
| ZLSSF | XPAC ACQUISITION CORP | 200,000 | $1.94M | 0.0% | $9.70 | — | — | COMMON STOCK | G9831X106 |
| — | BELONG ACQUISITION CORP | 200,000 | $1.938M | 0.0% | $9.69 | — | — | COMMON STOCK | 08069M102 |
| — | BILANDER ACQUISITION CORP | 200,000 | $1.936M | 0.0% | $9.68 | — | — | COMMON STOCK | 09001T106 |
| — | ALPHA HEALTHCARE ACQUISITION CORP III | 200,000 | $1.936M | 0.0% | $9.68 | — | — | COMMON STOCK | 02073F104 |
| — | AMCI ACQUISITION CORP II | 200,000 | $1.936M | 0.0% | $9.68 | — | — | COMMON STOCK | 00166R100 |
| PLMJF | ALPHA PARTNERS TECHNOLOGY MERGER CORP | 200,000 | $1.935M | 0.0% | $9.68 | — | — | COMMON STOCK | G63290111 |
| — | COLOMBIER ACQUISITION CORP | 200,000 | $1.934M | 0.0% | $9.67 | — | — | COMMON STOCK | 19533H108 |
| — | COLISEUM ACQUISITION CORP | 200,000 | $1.934M | 0.0% | $9.67 | — | — | COMMON STOCK | G2263T123 |
| — | HEALTHWELL ACQUISITION CORP I | 200,000 | $1.926M | 0.0% | $9.63 | — | — | COMMON STOCK | 42227R109 |
| — | STRIDE INC | 1,755,000 | $1.752M | 0.0% | $1.00 | — | — | CONVERTIBLE BOND | 86333MAA6 |
| — | SHELTER ACQUISITION CORP I | 175,000 | $1.719M | 0.0% | $9.82 | — | — | CALL | 83407J111 |
| — | I3 VERTICALS INC | 1,667,000 | $1.554M | 0.0% | $0.93 | — | — | CONVERTIBLE BOND | 44933TAB2 |
| — | DTRT HEALTH ACQUISITION CORP | 150,000 | $1.515M | 0.0% | $10.10 | — | — | COMMON STOCK | 23344T202 |
| — | ROYAL CARIBBEAN CRUISES LTD | 1,075,000 | $1.515M | 0.0% | $1.41 | — | — | CONVERTIBLE BOND | 780153BB7 |
| — | NORTHERN LIGHTS ACQUISITION CORP | 150,000 | $1.501M | 0.0% | $10.01 | — | — | COMMON STOCK | 66538L105 |
| — | BLUE WHALE ACQUISITION CORP I | 150,000 | $1.501M | 0.0% | $10.01 | — | — | COMMON STOCK | G1330M111 |
| — | 10X CAPITAL VENTURE ACQUISITION CORP II | 150,000 | $1.496M | 0.0% | $9.97 | — | — | COMMON STOCK | G87076124 |
| PFTAU | PORTAGE FINTECH ACQUISITION CORP | 150,000 | $1.494M | 0.0% | $9.96 | — | — | COMMON STOCK | G7185D122 |
| — | AFTERNEXT HEALTHTECH ACQUISITION CORP | 150,000 | $1.494M | 0.0% | $9.96 | — | — | COMMON STOCK | G01109118 |
| — | INSIGHT ACQUISITION CORP/DE | 150,000 | $1.492M | 0.0% | $9.95 | — | — | COMMON STOCK | 45784L209 |
| — | TPB ACQUISITION CORP I | 150,000 | $1.491M | 0.0% | $9.94 | — | — | COMMON STOCK | G8990L119 |
| — | ENDURANCE ACQUISITION CORP | 150,000 | $1.491M | 0.0% | $9.94 | — | — | COMMON STOCK | G3041W123 |
| — | WILLIAMS ROWLAND ACQUISITION CORP | 150,000 | $1.486M | 0.0% | $9.91 | — | — | COMMON STOCK | 96951B102 |
| — | GLOBAL CONSUMER ACQUISITION CORP | 150,000 | $1.482M | 0.0% | $9.88 | — | — | COMMON STOCK | 37892B108 |
| — | TASTEMAKER ACQUISITION CORP | 150,000 | $1.479M | 0.0% | $9.86 | — | — | COMMON STOCK | 876545104 |
| — | CHAVANT CAPITAL ACQUISITION CORP | 150,000 | $1.477M | 0.0% | $9.85 | — | — | COMMON STOCK | G2058L103 |
| — | CORSAIR PARTNERING CORP | 150,000 | $1.477M | 0.0% | $9.85 | — | — | COMMON STOCK | G2540H108 |
| — | CASCADIA ACQUISITION CORP | 150,000 | $1.476M | 0.0% | $9.84 | — | — | COMMON STOCK | 14739D209 |
| — | OSIRIS ACQUISITION CORP | 150,000 | $1.473M | 0.0% | $9.82 | — | — | COMMON STOCK | 68829A103 |
| — | JATT ACQUISITION CORP | 150,000 | $1.473M | 0.0% | $9.82 | — | — | COMMON STOCK | G50752107 |
| — | AUSTERLITZ ACQUISITION CORP II | 150,000 | $1.462M | 0.0% | $9.75 | — | — | COMMON STOCK | G0633U101 |
| — | LOGISTICS INNOVATION TECHNOLOGIES CORP | 150,000 | $1.458M | 0.0% | $9.72 | — | — | COMMON STOCK | 54141L100 |
| — | SHELTER ACQUISITION CORP I | 150,000 | $1.458M | 0.0% | $9.72 | — | — | COMMON STOCK | 822821104 |
| — | EG ACQUISITION CORP | 150,000 | $1.456M | 0.0% | $9.71 | — | — | COMMON STOCK | 26846A100 |
| — | THUNDER BRIDGE CAPITAL PARTNERS IV INC | 150,000 | $1.455M | 0.0% | $9.70 | — | — | COMMON STOCK | 88605L107 |
| — | TORTOISEECOFIN ACQUISITION CORP III | 150,000 | $1.455M | 0.0% | $9.70 | — | — | COMMON STOCK | G8956E109 |
| — | FINTECH EVOLUTION ACQUISITION GROUP | 150,000 | $1.453M | 0.0% | $9.69 | — | — | COMMON STOCK | G3R19A104 |
| — | GRAF ACQUISITION CORP IV | 150,000 | $1.453M | 0.0% | $9.69 | — | — | COMMON STOCK | 384272100 |
| — | LOGISTICS INNOVATION TECHNOLOGIES CORP | 126,109 | $1.236M | 0.0% | $9.80 | — | — | CALL | G5853A115 |
| — | GLADSTONE ACQUISITION CORP | 125,000 | $1.233M | 0.0% | $9.86 | — | — | CALL | 37653T116 |
| SWSSW | SPRINGWATER SPECIAL SITUATIONS CORP | 125,000 | $1.221M | 0.0% | $9.77 | — | — | CALL | 85205U115 |
| — | FINTECH ACQUISITION CORP VI | 125,000 | $1.22M | 0.0% | $9.76 | — | — | COMMON STOCK | 31811H106 |
| — | HUAZHU GROUP LTD | 1,000,000 | $1.13M | 0.0% | $1.13 | — | — | CONVERTIBLE BOND | 16949NAC3 |
| — | AURORA CANNABIS INC | 1,334,000 | $1.127M | 0.0% | $0.84 | — | — | CONVERTIBLE BOND | 05156XAG3 |
| — | INFRASTRUCTURE AND ENERGY ALTERNATIVES INC | 94,768 | $1.083M | 0.0% | $11.43 | — | — | COMMON STOCK | 45686J104 |
| SFL 5.75 10/15/21 | SFL CORP LTD | 1,060,000 | $1.069M | 0.0% | $1.01 | — | — | CONVERTIBLE BOND | G81075AF3 |
| BELFA | BEL FUSE INC | 71,613 | $1.038M | 0.0% | $14.49 | — | — | COMMON STOCK | 077347201 |
| — | OCA ACQUISITION CORP | 103,920 | $1.028M | 0.0% | $9.89 | — | — | COMMON STOCK | 670865104 |
| SRNE | SORRENTO THERAPEUTICS INC | 134,000 | $1.023M | 0.0% | $7.63 | — | — | COMMON STOCK | 83587F202 |
| — | ARGUS CAPITAL CORP | 100,000 | $1.01M | 0.0% | $10.10 | — | — | COMMON STOCK | 04026L204 |
| — | AGRICO ACQUISITION CORP | 100,000 | $1.001M | 0.0% | $10.01 | — | — | CALL | G41089114 |
| — | MCAP ACQUISITION CORP | 100,000 | $987K | 0.0% | $9.87 | — | — | COMMON STOCK | 55282T109 |
| — | ROTH CH ACQUISITION IV CO | 100,000 | $983K | 0.0% | $9.83 | — | — | CALL | 77867P112 |
| — | MERCURY ECOMMERCE ACQUISITION CORP | 100,000 | $981K | 0.0% | $9.81 | — | — | CALL | 589381110 |
| — | BELONG ACQUISITION CORP | 99,900 | $968K | 0.0% | $9.69 | — | — | CALL | 08069M110 |
| — | AMCI ACQUISITION CORP II | 100,000 | $968K | 0.0% | $9.68 | — | — | CALL | 00166R118 |
| — | AVISTA PUBLIC ACQUISITION CORP II | 83,333 | $813K | 0.0% | $9.76 | — | — | CALL | G07247128 |
| — | CONMED CORP | 500,000 | $775K | 0.0% | $1.55 | — | — | CONVERTIBLE BOND | 207410AF8 |
| — | JATT ACQUISITION CORP | 74,700 | $737K | 0.0% | $9.87 | — | — | CALL | G50752123 |
| — | CIIG CAPITAL PARTNERS II INC | 69,600 | $701K | 0.0% | $10.07 | — | — | COMMON STOCK | 12561U208 |
| ZLSWF | XPAC ACQUISITION CORP | 66,666 | $647K | 0.0% | $9.71 | — | — | CALL | G9831X122 |
| — | METALS ACQUISITION CORP | 57,900 | $579K | 0.0% | $10.00 | — | — | CALL | G60405126 |
| NE1USD | NOBLE CORP | 19,979 | $540K | 0.0% | $27.03 | — | — | COMMON STOCK | G6610J209 |
| — | BUILD ACQUISITION CORP | 51,000 | $494K | 0.0% | $9.69 | — | — | COMMON STOCK | 12008J105 |
| — | ALPHA HEALTHCARE ACQUISITION CORP III | 48,900 | $473K | 0.0% | $9.67 | — | — | CALL | 02073F112 |
| — | COLISEUM ACQUISITION CORP | 30,853 | $300K | 0.0% | $9.72 | — | — | CALL | G2263T107 |
| — | CORSAIR PARTNERING CORP | 25,000 | $246K | 0.0% | $9.84 | — | — | CALL | G2540H116 |
| TDGMW | TIDEWATER INC | 14,789 | $178K | 0.0% | $12.04 | — | — | CALL | 88642R141 |