Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q1 2022 (← Previous) (Next →)
Filing Date: Apr 22, 2022
Total Value: $1.134B (14.6% shares, 85.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | AKAMAI TECHNOLOGIES | 64,975,000 | $75.05M | 6.6% | $1.15 | $1.12 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | ILLUMINA | 54,520,000 | $60.24M | 5.3% | $1.11 | $1.12 | — | NOTE 8/1 | 452327AK5 |
| — | LIBERTY MEDIA | 35,867,000 | $50.66M | 4.5% | $1.41 | $1.03 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | JAZZ INVESTMENTS I | 38,819,000 | $47.36M | 4.2% | $1.22 | $1.28 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | EURONET WORLDWIDE | 37,730,000 | $42.63M | 3.8% | $1.13 | $1.11 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | INTERDIGITAL | 34,126,000 | $35.15M | 3.1% | $1.03 | $1.04 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | KAMAN | 30,101,000 | $30.89M | 2.7% | $1.03 | $1.12 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | LUMENTUM HOLDINGS | 24,477,000 | $28.68M | 2.5% | $1.17 | $1.17 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | PEBBLEBROOK HOTEL TRUST | 23,770,000 | $27.53M | 2.4% | $1.16 | $1.08 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | AIR TRANSPORT SERVICES GROUP | 22,468,000 | $26.68M | 2.4% | $1.19 | $0.96 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | SSR MINING | 18,939,000 | $26.55M | 2.3% | $1.40 | $1.25 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | SOUTHWEST AIRLINES | 17,410,000 | $23.69M | 2.1% | $1.36 | $1.33 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | SHOPIFY | 24,859,000 | $23.66M | 2.1% | $0.95 | $0.96 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | PARSONS | 21,610,000 | $22.83M | 2.0% | $1.06 | $1.01 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | SPLUNK | 17,850,000 | $21.35M | 1.9% | $1.20 | $1.20 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | MESA LABORATORIES | 17,652,000 | $19.02M | 1.7% | $1.08 | $1.09 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | DEXCOM INC | 16,052,000 | $18.41M | 1.6% | $1.15 | $1.15 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | PETIQ | 15,529,000 | $17.6M | 1.6% | $1.13 | $1.18 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| OXY/WS | OCCIDENTAL PETROLEUM | 500,000 | $17.58M | 1.5% | $35.16 | $6.81 | — | *W EXP 08/03/202 | 674599162 |
| — | BANK OF AMERICA | 13,020 | $17.07M | 1.5% | $1310.98 | $1310.98 | — | 7.25%CNV PFD L | 060505682 |
| — | TYLER TECHNOLOGIES | 14,295,000 | $15.74M | 1.4% | $1.10 | $1.10 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | REVANCE THERAPEUTICS | 16,238,000 | $15.25M | 1.3% | $0.94 | $1.12 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | HALOZYME THERAPEUTICS | 16,992,000 | $14.98M | 1.3% | $0.88 | $0.88 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | NRG ENERGY | 13,010,000 | $14.36M | 1.3% | $1.10 | $1.14 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | INNOVATE | 12,363,000 | $14.2M | 1.3% | $1.15 | $1.17 | — | NOTE 7.500% 8/0 | 404139AG2 |
| — | URBAN ONE CLASS D | 2,710,624 | $14.05M | 1.2% | $5.19 | $2.33 | — | CL D NON VTG | 91705J204 |
| — | MIDDLEBY | 10,177,000 | $14.01M | 1.2% | $1.38 | $1.43 | — | NOTE 1.000% 9/0 | 596278AB7 |
| BHR | BRAEMAR HOTELS & RESORTS | 1,998,359 | $12.35M | 1.1% | $6.18 | $5.81 | — | COM | 10482B101 |
| — | WINNEBAGO INDUSTRIES | 11,264,000 | $12.33M | 1.1% | $1.09 | $1.29 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | SIXTH STREET SPECIALTY LENDING | 9,595,000 | $12.27M | 1.1% | $1.28 | $1.12 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | BOOKING HOLDINGS | 7,618,000 | $11.21M | 1.0% | $1.47 | $1.47 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | HELIX ENERGY SOLUTIONS GROUP | 9,829,000 | $11.12M | 1.0% | $1.13 | $0.81 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| CMLS | CUMULUS MEDIA | 1,096,459 | $10.96M | 1.0% | $9.99 * | $12.29 | -13.6% | COM CL A | 231082801 |
| — | AKAMAI TECHNOLOGIES | 8,310,000 | $10.95M | 1.0% | $1.32 | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | SUMMIT HOTEL PROPERTIES | 10,300,000 | $10.74M | 0.9% | $1.04 | $1.06 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | CHEESECAKE FACTORY | 11,078,000 | $9.97M | 0.9% | $0.90 | $0.92 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | FORD MOTOR | 8,350,000 | $9.886M | 0.9% | $1.18 | $1.18 | — | NOTE 3/1 | 345370CZ1 |
| — | CYBERARK SOFTWARE | 7,739,000 | $9.63M | 0.8% | $1.24 | $1.16 | — | NOTE 11/1 | 23248VAB1 |
| — | ZILLOW GROUP INC. | 8,135,000 | $9.221M | 0.8% | $1.13 | $1.13 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | LCI INDUSTRIES | 9,450,000 | $8.703M | 0.8% | $0.92 | $0.92 | — | NOTE 1.125% 5/1 | 501812AB7 |
| UAN | CVR PARTNERS | 60,700 | $8.375M | 0.7% | $137.97 | $137.97 | — | COM | 126633205 |
| — | AIRBNB | 8,320,000 | $8.06M | 0.7% | $0.97 | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | BLUEKNIGHT ENERGY PARTNERS | 2,402,670 | $8.025M | 0.7% | $3.34 | $1.62 | — | COM UNIT | 09625U109 |
| CCO | CLEAR CHANNEL HOLDINGS | 2,226,144 | $7.702M | 0.7% | $3.46 | $3.21 | +5.8% | COM | 18453H106 |
| — | OKTA | 7,556,000 | $7.416M | 0.7% | $0.98 | $1.21 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | PROSPECT CAPITAL | 6,580,000 | $7.238M | 0.6% | $1.10 | $1.00 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | ZENDESK | 5,630,000 | $7.13M | 0.6% | $1.27 | $1.27 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | HOPE BANCORP | 7,158,000 | $7.051M | 0.6% | $0.99 | $0.92 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | WESTERN DIGITAL | 6,800,000 | $6.566M | 0.6% | $0.97 | $1.07 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | ARES CAPITAL | 5,556,000 | $6.278M | 0.6% | $1.13 | $1.11 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | GARRETT MOTION | 721,151 | $5.928M | 0.5% | $8.22 | $8.22 | — | PFD CONV SER A | 366505204 |
| — | ROYAL CARIBBEAN CRUISES | 4,340,000 | $5.685M | 0.5% | $1.31 | $1.31 | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | BLUEKNIGHT ENERGY PARTNERS | 669,855 | $5.647M | 0.5% | $8.43 | $8.43 | — | PFD UNIT SER A | 09625U208 |
| — | NCL CORPORATION | 3,773,000 | $5.476M | 0.5% | $1.45 | $1.45 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | SNAP | 3,000,000 | $5.324M | 0.5% | $1.77 | $1.77 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | CNX RESOURCES | 3,020,000 | $5.23M | 0.5% | $1.73 | $1.27 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | 1LIFE HEALTHCARE | 6,010,000 | $5.206M | 0.5% | $0.87 | $0.95 | — | NOTE 3.000% 6/1 | 68269GAB3 |
| — | PAGERDUTY | 4,500,000 | $5.158M | 0.5% | $1.15 | $1.20 | — | NOTE 1.250% 7/0 | 69553PAB6 |
| DJTWW | DIGITAL WORLD ACQUISITION | 298,750 | $5.016M | 0.4% | $16.79 | $16.79 | — | *W EXP 06/30/202 | 25400Q113 |
| — | ATLAS AIR WORLDWIDE HOLDINGS, INC | 4,369,000 | $5.003M | 0.4% | $1.15 | $1.15 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | GUARDANT HEALTH | 5,735,000 | $4.656M | 0.4% | $0.81 | $0.81 | — | NOTE 11/1 | 40131MAB5 |
| — | KAYNE ANDERSON MLP INVESTMENT COMPANY | 468,507 | $4.32M | 0.4% | $9.22 | $8.35 | — | COM | 486606106 |
| — | PALO ALTO NETWORKS | 2,000,000 | $4.219M | 0.4% | $2.11 | $1.36 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | SHIFT4 PAYMENTS | 3,850,000 | $4.04M | 0.4% | $1.05 | $1.05 | — | NOTE 12/1 | 82452JAB5 |
| — | PALO ALTO NETWORKS | 1,500,000 | $3.514M | 0.3% | $2.34 | $1.05 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | SOLAREDGE TECHNOLOGIES | 2,380,000 | $3.274M | 0.3% | $1.38 | $1.24 | — | NOTE 9/1 | 83417MAD6 |
| SKIN | BEAUTY HEALTH | 193,500 | $3.266M | 0.3% | $16.88 * | $16.50 | 0.0% | COM CL A | 88331L108 |
| — | HARMONIC | 2,500,000 | $3.191M | 0.3% | $1.28 | $1.17 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | VISHAY INTERTECHNOLOGY | 3,000,000 | $3.015M | 0.3% | $1.00 | $1.04 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | SPLUNK | 2,550,000 | $2.913M | 0.3% | $1.14 | $1.15 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | SMART GLOBAL HOLDINGS | 2,000,000 | $2.896M | 0.3% | $1.45 | $1.32 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | MARRIOTT VACATIONS WORLDWIDE | 2,519,000 | $2.872M | 0.3% | $1.14 | $1.22 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | EXPEDIA GROUP | 2,250,000 | $2.787M | 0.2% | $1.24 | $1.24 | — | NOTE 2/1 | 30212PBE4 |
| — | STRIDE | 2,775,000 | $2.767M | 0.2% | $1.00 | $1.00 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | LANDSEA HOMES | 318,796 | $2.726M | 0.2% | $8.55 | $9.56 | — | COM | 51509P103 |
| — | KBR | 1,250,000 | $2.717M | 0.2% | $2.17 | $1.11 | — | NOTE 2.500%11/0 | 48242WAB2 |
| HTZWW | HERTZ GLOBAL | 175,900 | $2.685M | 0.2% | $15.26 | $15.26 | — | *W EXP 06/30/205 | 42806J148 |
| USAC | USA COMPRESSION PARTNERS | 151,715 | $2.672M | 0.2% | $17.61 | $14.77 | — | COMUNIT LTDPAR | 90290N109 |
| PFIX | SIMPLIFY INTEREST RATE HEDGE | 52,380 | $2.611M | 0.2% | $49.85 | $41.41 | — | SIMPLIFY INTERST | 82889N855 |
| — | KAYNE ANDERSON MIDSTREAM/ENERGY FUND | 299,073 | $2.563M | 0.2% | $8.57 | $10.09 | — | COM | 48661E108 |
| — | RINGCENTRAL | 2,837,000 | $2.479M | 0.2% | $0.87 | $1.09 | — | NOTE 3/0 | 76680RAF4 |
| AM | ANTERO MIDSTREAM | 225,000 | $2.446M | 0.2% | $10.87 * | $4.34 | +76.3% | COM | 03676B102 |
| — | BURLINGTON STORES | 2,000,000 | $2.295M | 0.2% | $1.15 | $1.15 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | MERITOR | 2,000,000 | $2.201M | 0.2% | $1.10 | $1.13 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | BRC | 455,601 | $2.057M | 0.2% | $4.51 | $4.51 | — | *W EXP 02/09/202 | 05601U113 |
| — | BLOCK | 1,550,000 | $2.038M | 0.2% | $1.31 | $1.31 | — | NOTE 0.125% 3/0 | 852234AF0 |
| TTT | PROSHARES ULTRAPRO SHORT 20 YEAR 3X TREASURY | 50,000 | $2.034M | 0.2% | $40.68 | $40.68 | — | ULSH 20YRTRE NEW | 74347G887 |
| — | DIGITALBRIDGE GROUP | 1,853,000 | $1.896M | 0.2% | $1.02 | $0.97 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | LIBERTY LATIN AMERICA | 2,000,000 | $1.845M | 0.2% | $0.92 | $0.94 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 291,105 | $1.799M | 0.2% | $6.18 | $8.87 | — | COM SHS | 67073D102 |
| ALIT | ALIGHT | 179,487 | $1.786M | 0.2% | $9.95 * | $9.40 | 0.0% | COM CL A | 01626W101 |
| — | GDL FUND | 203,318 | $1.749M | 0.2% | $8.60 | $8.98 | — | COM SH BEN IT | 361570104 |
| — | BENTLEY SYSTEMS | 1,750,000 | $1.726M | 0.2% | $0.99 | $0.99 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | REVANCE THERAPEUTICS | 85,724 | $1.672M | 0.1% | $19.50 | $27.91 | — | COM | 761330109 |
| — | INTEGRA LIFESCIENCES HOLDINGS | 1,500,000 | $1.586M | 0.1% | $1.06 | $1.10 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 30,230 | $1.496M | 0.1% | $49.49 | $44.11 | — | UNIT 11/01/2051 | 64944P307 |
| — | EVENTBRITE | 1,000,000 | $1.463M | 0.1% | $1.46 | $1.76 | — | NOTE 5.000%12/0 | 29975EAB5 |
| — | CORENERGY INFRASTRUCTURE TRUST | 1,575,000 | $1.457M | 0.1% | $0.93 | $0.77 | — | NOTE 5.875% 8/1 | 21870UAC0 |
| SOFI | SOFI TECHNOLOGIES | 150,000 | $1.418M | 0.1% | $9.45 * | $11.48 | 0.0% | COM | 83406F102 |
| — | CF ACQUISITION | 386,456 | $1.324M | 0.1% | $3.43 | $3.43 | — | *W EXP 02/18/202 | 12521J111 |
| — | SALIENT MIDSTREAM & MLP FUND | 156,650 | $1.291M | 0.1% | $8.24 | $6.65 | — | SH BEN INT | 79471V105 |
| — | OIL STATES INTERNATIONAL | 1,350,000 | $1.279M | 0.1% | $0.95 | $0.47 | — | NOTE 1.500% 2/1 | 678026AH8 |
| — | SHIP FINANCE INTERNATIONAL | 1,225,000 | $1.265M | 0.1% | $1.03 | $0.88 | — | NOTE 4.875% 5/0 | 824689AG8 |
| — | THERAVANCE BIOPHARMA | 1,250,000 | $1.194M | 0.1% | $0.96 | $1.13 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | TRANSOCEAN | 1,250,000 | $1.183M | 0.1% | $0.95 | $0.85 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | NABORS INDUSTRIES | 1,250,000 | $1.169M | 0.1% | $0.94 | $0.76 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE | 1,150,000 | $1.149M | 0.1% | $1.00 | $1.02 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | SHAKE SHACK | 1,388,000 | $1.121M | 0.1% | $0.81 | $0.81 | — | NOTE 3/0 | 819047AB7 |
| — | RLJ LODGING TRUST $1.95 | 39,087 | $1.08M | 0.1% | $27.63 | $27.63 | — | CUM CONV PFD A | 74965L200 |
| PINS | 40,000 | $984K | 0.1% | $24.60 * | $27.30 | 0.0% | CL A | 72352L106 | |
| — | RADIUS HEALTH | 1,000,000 | $969K | 0.1% | $0.97 | $0.97 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | US ECOLOGY | 215,457 | $948K | 0.1% | $4.40 | $9.15 | — | *W EXP 10/17/202 | 91734M111 |
| — | DISH NETWORK | 1,000,000 | $938K | 0.1% | $0.94 | $0.85 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | INTERCEPT PHARMACEUTICALS | 1,000,000 | $918K | 0.1% | $0.92 | $0.80 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | FORUM ENERGY TECHNOLOGIES | 892,399 | $880K | 0.1% | $0.99 | $0.99 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| — | LIBERTY INTERACTIVE | 1,266,000 | $867K | 0.1% | $0.68 | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | SEA LIMITED | 1,000,000 | $801K | 0.1% | $0.80 | $1.01 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | TEAM | 871,000 | $784K | 0.1% | $0.90 | $0.99 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | HELIX ENERGY SOLUTIONS GROUP | 750,000 | $751K | 0.1% | $1.00 | $0.84 | — | NOTE 4.250% 5/0 | 42330PAH0 |
| — | LANDSEA HOMES | 2,865,761 | $659K | 0.1% | $0.23 | $0.26 | — | *W EXP 01/07/202 | 51509P111 |
| BKKT/WS | BAKKT HOLDINGS | 316,205 | $653K | 0.1% | $2.07 | $2.07 | — | *W EXP 10/25/202 | 05759B115 |
| — | CHEGG | 776,000 | $636K | 0.1% | $0.82 | $0.82 | — | NOTE 9/0 | 163092AF6 |
| — | HAEMONETICS | 750,000 | $629K | 0.1% | $0.84 | $0.84 | — | NOTE 3/0 | 405024AB6 |
| — | FREYR BATTERY | 139,700 | $590K | 0.1% | $4.22 | $2.78 | — | *W EXP 10/31/202 | L4135L118 |
| TBPH | THERAVANCE BIOPHARMA | 59,599 | $570K | 0.1% | $9.56 * | $11.19 | -12.4% | COM | G8807B106 |
| — | MFA FINANCIAL | 518,000 | $519K | 0.0% | $1.00 | $1.01 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND | 38,276 | $498K | 0.0% | $13.01 | $11.89 | — | COM | 09255X100 |
| — | PENNYMAC MORTGAGE INVESTMENT TRUST | 500,000 | $477K | 0.0% | $0.95 | $0.95 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | INSPIRATO | 227,241 | $432K | 0.0% | $1.90 | $1.90 | — | *W EXP 02/11/202 | 45791E115 |
| PCTTW | PURECYCLE TECHNOLOGIES | 150,300 | $429K | 0.0% | $2.85 | $2.87 | — | *W EXP 03/17/202 | 74623V111 |
| — | AUSTERLITZ ACQUISITION | 726,072 | $410K | 0.0% | $0.56 | $1.73 | — | *W EXP 02/19/202 | G0633D125 |
| ARQQW | ARQIT QUANTUM | 89,936 | $403K | 0.0% | $4.48 | $4.48 | — | *W EXP 11/02/202 | G0567U119 |
| EPD | ENTERPRISE PRODUCTS PARTNERS | 14,710 | $380K | 0.0% | $25.83 | $14.28 | — | COM | 293792107 |
| — | MIRION TECHNOLOGIES | 199,518 | $354K | 0.0% | $1.77 | $1.77 | — | *W EXP 10/20/202 | 60471A119 |
| WFRD | WEATHERFORD INTERNATIONAL | 9,512 | $317K | 0.0% | $33.33 * | $13.22 | +136.9% | ORD SHS | G48833118 |
| FOACW | FINANCE OF AMERICA COMPANIES | 815,113 | $303K | 0.0% | $0.37 | $1.33 | — | *W EXP 04/08/202 | 31738L115 |
| — | TEEKAY | 296,000 | $302K | 0.0% | $1.02 | $0.81 | — | NOTE 5.000% 1/1 | 87900YAE3 |
| PSEWF | PAYSAFE | 546,914 | $287K | 0.0% | $0.52 | $3.18 | — | *W EXP 03/30/202 | G6964L115 |
| — | EOS ENERGY ENTERPRISES | 253,067 | $277K | 0.0% | $1.09 | $8.36 | — | *W EXP 05/06/202 | 29415C119 |
| — | NATIONAL CINEMEDIA | 105,928 | $269K | 0.0% | $2.54 | $2.54 | — | COM | 635309107 |
| — | FINANCE OF AMERICA COMPANIES | 84,944 | $258K | 0.0% | $3.04 | $3.04 | — | COM CL A | 31738L107 |
| GEL | GENESIS ENERGY | 20,500 | $240K | 0.0% | $11.71 | $18.49 | — | UNIT LTD PARTN | 371927104 |
| — | EL PASO ENERGY CAPITAL TRUST | 4,706 | $235K | 0.0% | $49.94 | $49.94 | — | PFD CV TR SEC 28 | 283678209 |
| — | IRONNET | 204,574 | $232K | 0.0% | $1.13 | $4.55 | — | *W EXP 08/26/202 | 46323Q113 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $212K | 0.0% | $14.61 | $16.96 | — | COM | 037636107 |
| — | CANO HEALTH | 129,450 | $207K | 0.0% | $1.60 | $3.76 | — | *W EXP 06/03/202 | 13781Y111 |
| — | RINGCENTRAL | 240,000 | $199K | 0.0% | $0.83 | $0.94 | — | NOTE 3/1 | 76680RAH0 |
| BFLYW | BUTTERFLY NETWORK | 174,427 | $175K | 0.0% | $1.00 | $3.39 | — | *W EXP 02/12/202 | 124155110 |
| ET | ENERGY TRANSFER | 15,000 | $168K | 0.0% | $11.20 | $11.20 | — | COM UT LTD PTN | 29273V100 |
| — | GOLDMAN SACHS MLP & ENERGY RENAISSANCE FUND | 10,866 | $131K | 0.0% | $12.06 | $12.06 | — | COM | 38148G206 |
| HLX | HELIX ENERGY SOLUTIONS GROUP | 20,000 | $96,000 | 0.0% | $4.80 * | $4.12 | -0.4% | COM | 42330P107 |
| MAPSW | WM TECHNOLOGY | 37,036 | $81,000 | 0.0% | $2.19 | $4.77 | — | *W EXP 06/16/202 | 92971A117 |
| — | GORES GUGGENHEIM | 24,495 | $78,000 | 0.0% | $3.18 | $3.18 | — | *W EXP 03/25/202 | 38286Q115 |
| — | CURIOSITYSTREAM | 150,157 | $70,000 | 0.0% | $0.47 | $4.27 | — | *W EXP 10/14/202 | 23130Q115 |
| — | 23ANDME | 14,816 | $57,000 | 0.0% | $3.85 | $3.85 | — | CLASS A COM | 90138Q108 |
| — | BLACK MOUNTAIN ACQUISITION | 210,103 | $56,000 | 0.0% | $0.27 | $0.27 | — | *W EXP 10/15/202 | 09216A116 |
| — | MOTIVE CAPITAL | 125,193 | $51,000 | 0.0% | $0.41 | $0.41 | — | *W EXP 99/99/999 | G6293R114 |
| — | BLUE OCEAN ACQUISITION | 168,542 | $50,000 | 0.0% | $0.30 | $0.30 | — | *W EXP 12/02/202 | G1330L121 |
| — | VAHANNA TECH EDGE ACQUISITION | 150,602 | $50,000 | 0.0% | $0.33 | $0.33 | — | *W EXP 11/30/202 | G9320Z117 |
| — | FTAC ZEUS ACQUISITION | 125,000 | $46,000 | 0.0% | $0.37 | $0.37 | — | *W EXP 04/15/202 | 30320F114 |
| — | C5 ACQUISITION | 108,607 | $39,000 | 0.0% | $0.36 | $0.36 | — | *W EXP 12/31/202 | 12530D113 |
| — | CRYPTO 1 ACQUISITION | 124,700 | $33,000 | 0.0% | $0.26 | $0.26 | — | *W EXP 04/30/202 | G3168A110 |
| JSPRW | JASPER THERAPEUTICS | 65,456 | $22,000 | 0.0% | $0.34 | $1.42 | — | *W EXP 12/01/202 | 471871111 |
| — | MUDRICK CAPITAL ACQUISITION | 21,800 | $9,000 | 0.0% | $0.41 | $4.22 | — | *W EXP 09/10/202 | 62477L115 |
| — | GOOD WORKS II ACQUISITION | 31,076 | $7,000 | 0.0% | $0.23 | $0.23 | — | *W EXP 02/01/202 | 38216G112 |
| — | EAST STONE ACQUISITION | 30,000 | $6,000 | 0.0% | $0.20 | $0.20 | — | *W EXP 12/31/202 | G2911D116 |