Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Oct 24, 2022
Total Value: $1.106B (12.9% shares, 87.1% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | AKAMAI TECHNOLOGIES | 66,545,000 | $62.37M | 5.6% | $0.94 | $1.11 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | BOOKING HOLDINGS | 48,003,000 | $57.82M | 5.2% | $1.20 | $1.25 | — | NOTE 0.750% 5 | 09857LAN8 |
| — | LIBERTY MEDIA | 41,912,000 | $50.98M | 4.6% | $1.22 | $1.07 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | SSR MINING | 40,926,000 | $44.24M | 4.0% | $1.08 | $1.16 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | SOUTHWEST AIRLINES | 36,570,000 | $41.9M | 3.8% | $1.15 | $1.24 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | JAZZ INVESTMENTS I | 37,950,000 | $40.72M | 3.7% | $1.07 | $1.28 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | FORD MOTOR | 36,725,000 | $33.77M | 3.1% | $0.92 | $0.98 | — | NOTE 3/1 | 345370CZ1 |
| — | AVALARA | 32,888,000 | $31.88M | 2.9% | $0.97 | $0.97 | — | NOTE 0.250% 8/0 | 05338GAB2 |
| — | EURONET WORLDWIDE | 33,850,000 | $30.57M | 2.8% | $0.90 | $1.11 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | KAMAN | 30,472,000 | $28.79M | 2.6% | $0.94 | $1.12 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | SOLAREDGE TECHNOLOGIES | 24,187,000 | $26.39M | 2.4% | $1.09 | $1.15 | — | NOTE 9/1 | 83417MAD6 |
| — | PARSONS | 25,040,000 | $25.85M | 2.3% | $1.03 | $1.01 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | NRG ENERGY | 22,525,000 | $24.11M | 2.2% | $1.07 | $1.11 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | MIDDLEBY | 19,740,000 | $22.61M | 2.0% | $1.15 | $1.29 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | CRACKER BARREL OLD COUNTRY STORE | 27,138,000 | $22.51M | 2.0% | $0.83 | $0.82 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | AIR TRANSPORT SERVICES GROUP | 22,443,000 | $22.44M | 2.0% | $1.00 | $0.96 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | PEBBLEBROOK HOTEL TRUST | 25,605,000 | $22.01M | 2.0% | $0.86 | $1.06 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | BRAEMAR HOTELS & RESORTS | 22,260,000 | $21.49M | 1.9% | $0.97 | $0.99 | — | NOTE 4.500% 6/0 | 10482BAB7 |
| — | TYLER TECHNOLOGIES | 22,179,000 | $21.17M | 1.9% | $0.95 | $1.05 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | LUMENTUM HOLDINGS | 22,417,000 | $21.02M | 1.9% | $0.94 | $1.17 | — | NOTE 0.500%12/1 | 55024UAD1 |
| OXY/WS | OCCIDENTAL PETROLEUM | 500,000 | $19.79M | 1.8% | $39.58 | $6.81 | — | *W EXP 08/03/202 | 674599162 |
| — | JOHN BEAN TECHNOLOGIES | 23,281,000 | $19.38M | 1.8% | $0.83 | $0.92 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | MESA LABORATORIES | 22,627,000 | $18.95M | 1.7% | $0.84 | $1.03 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | SPLUNK | 17,910,000 | $15.93M | 1.4% | $0.89 | $1.19 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | BANK OF AMERICA | 13,075 | $15.38M | 1.4% | $1176.52 | $1310.98 | — | 7.25%CNV PFD L | 060505682 |
| — | CYBERARK SOFTWARE | 13,199,000 | $15.07M | 1.4% | $1.14 | $1.13 | — | NOTE 11/1 | 23248VAB1 |
| — | PETIQ | 16,587,000 | $13.6M | 1.2% | $0.82 | $1.16 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | WINNEBAGO INDUSTRIES | 10,564,000 | $11.1M | 1.0% | $1.05 | $1.29 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | URBAN ONE | 2,435,894 | $10.35M | 0.9% | $4.25 | $2.33 | — | CL D NON VTG | 91705J204 |
| — | HELIX ENERGY SOLUTIONS GROUP | 9,604,000 | $9.88M | 0.9% | $1.03 | $0.81 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | STRIDE | 9,682,000 | $9.826M | 0.9% | $1.01 | $1.01 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | BILL.COM HOLDINGS | 8,575,000 | $9.485M | 0.9% | $1.11 | $1.11 | — | NOTE 12/0 | 090043AB6 |
| UAN | CVR PARTNERS | 76,700 | $8.777M | 0.8% | $114.43 | $131.16 | — | COM | 126633205 |
| — | SUMMIT HOTEL PROPERTIES | 10,335,000 | $8.686M | 0.8% | $0.84 | $1.06 | — | VNOTE 1.500% 2/1 | 866082AA8 |
| BHR | BRAEMAR HOTELS & RESORTS | 1,998,359 | $8.593M | 0.8% | $4.30 | $5.81 | — | COM | 10482B101 |
| CMLS | CUMULUS MEDIA | 1,211,259 | $8.515M | 0.8% | $7.03 * | $12.24 | -30.6% | COM CL A | 231082801 |
| — | HALOZYME THERAPEUTICS | 9,978,000 | $8.481M | 0.8% | $0.85 | $0.88 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | IMAX | 10,100,000 | $8.416M | 0.8% | $0.83 | $0.89 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | DEXCOM INC | 9,022,000 | $8.36M | 0.8% | $0.93 | $1.15 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | CHEESECAKE FACTORY | 10,583,000 | $8.319M | 0.8% | $0.79 | $0.92 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | AKAMAI TECHNOLOGIES | 8,010,000 | $8.17M | 0.7% | $1.02 | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | INNOVATE | 12,363,000 | $8.012M | 0.7% | $0.65 | $1.17 | — | NOTE 7.500% 8/0 | 404139AG2 |
| — | HOPE BANCORP | 7,158,000 | $6.963M | 0.6% | $0.97 | $0.92 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | AIRBNB | 7,890,000 | $6.549M | 0.6% | $0.83 | $0.97 | — | NOTE 3/1 | 009066AB7 |
| CCO | CLEAR CHANNEL HOLDINGS | 4,750,000 | $6.508M | 0.6% | $1.37 * | $2.62 | -42.3% | COM | 18453H106 |
| — | SHIFT4 PAYMENTS | 7,860,000 | $6.036M | 0.5% | $0.77 | $0.77 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | OKTA | 7,691,000 | $6.019M | 0.5% | $0.78 | $1.18 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | PROSPECT CAPITAL | 6,042,000 | $5.994M | 0.5% | $0.99 | $1.00 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | ARES CAPITAL | 5,786,000 | $5.922M | 0.5% | $1.02 | $1.11 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | SHIFT4 PAYMENTS | 6,660,000 | $5.891M | 0.5% | $0.88 | $0.95 | — | NOTE 12/1 | 82452JAB5 |
| — | SILICON LABORATORIES | 4,940,000 | $5.875M | 0.5% | $1.19 | $1.19 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | GARRETT MOTION | 768,051 | $5.484M | 0.5% | $7.14 | $8.15 | — | PFD CONV SER A | 366505204 |
| — | ETSY | 6,331,000 | $4.945M | 0.4% | $0.78 | $0.72 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | GUARDANT HEALTH | 5,735,000 | $4.202M | 0.4% | $0.73 | $0.81 | — | NOTE 11/1 | 40131MAB5 |
| SKIN | BEAUTY HEALTH | 342,404 | $4.037M | 0.4% | $11.79 * | $15.17 | -16.7% | COM CL A | 88331L108 |
| — | KAYNE ANDERSON MLP INVESTMENT COMPANY | 468,507 | $3.795M | 0.3% | $8.10 | $8.35 | — | COM | 486606106 |
| — | NCL CORPORATION | 3,773,000 | $3.685M | 0.3% | $0.98 | $1.45 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | PETIQ | 530,000 | $3.657M | 0.3% | $6.90 | $6.90 | — | COM CL A | 71639T106 |
| PFIX | SIMPLIFY INTEREST RATE HEDGE | 52,380 | $3.572M | 0.3% | $68.19 | $41.41 | — | SIMPLIFY INTERST | 82889N855 |
| — | ALPHATEC HOLDINGS | 4,280,000 | $3.49M | 0.3% | $0.82 | $0.82 | — | NOTE 0.750% 8/0 | 02081GAB8 |
| — | LCI INDUSTRIES | 4,040,000 | $3.468M | 0.3% | $0.86 | $0.92 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | CNX RESOURCES | 2,500,000 | $3.46M | 0.3% | $1.38 | $1.27 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | PALO ALTO NETWORKS | 2,000,000 | $3.391M | 0.3% | $1.70 | $1.36 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | ETSY | 2,500,000 | $3.344M | 0.3% | $1.34 | $1.14 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | BLOCK | 3,500,000 | $3.194M | 0.3% | $0.91 | $1.10 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | SMART GLOBAL HOLDINGS | 3,000,000 | $3.107M | 0.3% | $1.04 | $1.23 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | URBAN ONE | 585,978 | $3.1M | 0.3% | $5.29 | $5.46 | — | CL A | 91705J105 |
| — | WESTROCK COFFEE | 2,010,108 | $2.915M | 0.3% | $1.45 | $1.45 | — | *W EXP 08/29/202 | 96145W111 |
| — | CONMED | 2,628,000 | $2.877M | 0.3% | $1.09 | $1.17 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | BLOCK | 2,700,000 | $2.791M | 0.3% | $1.03 | $1.07 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | VISHAY INTERTECHNOLOGY | 3,000,000 | $2.79M | 0.3% | $0.93 | $1.04 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | PALO ALTO NETWORKS | 1,500,000 | $2.782M | 0.3% | $1.85 | $1.05 | — | NOTE 0.750% 7/0 | 697435AD7 |
| USAC | USA COMPRESSION PARTNERS | 151,715 | $2.64M | 0.2% | $17.40 | $14.77 | — | COMUNIT LTDPAR | 90290N109 |
| HTZWW | HERTZ GLOBAL | 290,749 | $2.582M | 0.2% | $8.88 | $13.04 | — | *W EXP 06/30/205 | 42806J148 |
| — | RINGCENTRAL | 2,837,000 | $2.399M | 0.2% | $0.85 | $1.09 | — | NOTE 3/0 | 76680RAF4 |
| — | PAGERDUTY | 2,500,000 | $2.386M | 0.2% | $0.95 | $1.20 | — | NOTE 1.250% 7/0 | 69553PAB6 |
| — | EXPEDIA GROUP | 2,551,000 | $2.228M | 0.2% | $0.87 | $0.87 | — | NOTE 2/1 | 30212PBE4 |
| — | KBR | 1,250,000 | $2.173M | 0.2% | $1.74 | $1.11 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | KAYNE ANDERSON MIDSTREAM/ENERGY FUND | 299,073 | $2.114M | 0.2% | $7.07 | $10.09 | — | COM | 48661E108 |
| AM | ANTERO MIDSTREAM | 225,000 | $2.066M | 0.2% | $9.18 * | $4.34 | +78.9% | COM | 03676B102 |
| — | CLOUDFLARE | 2,500,000 | $1.957M | 0.2% | $0.78 | $0.78 | — | NOTE 8/1 | 18915MAC1 |
| — | CANO HEALTH | 684,457 | $1.793M | 0.2% | $2.62 | $2.84 | — | *W EXP 06/03/202 | 13781Y111 |
| TTT | PROSHARES ULTRAPRO SHORT 20 YEAR 3X TREASURY | 23,100 | $1.756M | 0.2% | $76.02 | $40.68 | — | ULSH 20YRTRE NEW | 74347G887 |
| RUMBW | RUMBLE | 527,246 | $1.674M | 0.2% | $3.17 | $3.17 | — | *W EXP 02/18/202 | 78137L113 |
| — | GDL FUND | 203,318 | $1.61M | 0.1% | $7.92 | $8.98 | — | COM SH BEN IT | 361570104 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 1,000,000 | $1.599M | 0.1% | $1.60 | $1.18 | — | 049164BJ4 | 049164BJ4 |
| — | SPLUNK | 2,000,000 | $1.584M | 0.1% | $0.79 | $0.79 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | LANDSEA HOMES | 322,713 | $1.539M | 0.1% | $4.77 | $9.50 | — | COM | 51509P103 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 291,105 | $1.488M | 0.1% | $5.11 | $8.87 | — | COM SHS | 67073D102 |
| — | NISOURCE | 14,560 | $1.46M | 0.1% | $100.27 | $113.05 | — | UNIT 12/01/2023 | 65473P121 |
| BHC | BAUSCH HEALTH | 207,000 | $1.426M | 0.1% | $6.89 | $13.98 | -50.3% | COM | 071734107 |
| — | ILLUMINA | 1,440,000 | $1.383M | 0.1% | $0.96 | $1.12 | — | NOTE 8/1 | 452327AK5 |
| — | EXECUTIVE NETWORK PARTNERING | 1,446,679 | $1.374M | 0.1% | $0.95 | $0.95 | — | *W EXP 09/25/202 | 30158L118 |
| DJTWW | DIGITAL WORLD ACQUISITION | 384,865 | $1.372M | 0.1% | $3.56 | $14.33 | — | *W EXP 06/30/202 | 25400Q113 |
| — | FREYR BATTERY | 246,388 | $1.351M | 0.1% | $5.48 | $3.95 | — | *W EXP 10/31/202 | L4135L118 |
| ALIT | ALIGHT | 179,487 | $1.316M | 0.1% | $7.33 | $9.40 | -21.6% | COM CL A | 01626W101 |
| — | INTEGRA LIFESCIENCES HOLDINGS | 1,500,000 | $1.313M | 0.1% | $0.88 | $1.10 | — | NOTE 0.500% 8/1 | 457985AM1 |
| IMAX | IMAX | 88,740 | $1.253M | 0.1% | $14.12 * | $16.26 | -1.3% | COM | 45245E109 |
| — | REVANCE THERAPEUTICS | 1,146,000 | $1.237M | 0.1% | $1.08 | $1.12 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 27,888 | $1.213M | 0.1% | $43.50 | $44.11 | — | UNIT 05/07/2051 | 64944P307 |
| — | UGI | 15,000 | $1.194M | 0.1% | $79.60 | $91.53 | — | UNIT 06/01/2024 | 902681113 |
| — | MIRION TECHNOLOGIES | 804,182 | $1.182M | 0.1% | $1.47 | $1.20 | — | *W EXP 10/20/202 | 60471A119 |
| — | CORENERGY INFRASTRUCTURE TRUST | 1,575,000 | $1.119M | 0.1% | $0.71 | $0.77 | — | NOTE 5.875% 8/1 | 21870UAC0 |
| — | GOLDMAN SACHS MLP & ENERGY RENAISSANCE FUND | 92,025 | $1.104M | 0.1% | $12.00 | $12.00 | — | COM | 38148G206 |
| — | ALGONQUIN POWER AND UTILITIES | 27,700 | $1.039M | 0.1% | $37.51 | $43.83 | — | UNIT 06/15/2024 | 015857873 |
| — | CHEFS WAREHOUSE IN | 1,000,000 | $987K | 0.1% | $0.99 | $1.10 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | SHOPIFY | 1,100,000 | $908K | 0.1% | $0.83 | $0.96 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | NATIONAL CINEMEDIA | 1,264,938 | $824K | 0.1% | $0.65 | $1.05 | — | COM | 635309107 |
| BRCC | BRC | 105,000 | $812K | 0.1% | $7.73 * | $13.75 | -34.2% | COM CL A | 05601U105 |
| — | TEAM | 871,000 | $782K | 0.1% | $0.90 | $0.99 | — | NOTE 5.000% 8/0 | 878155AE0 |
| SOFI | SOFI TECHNOLOGIES | 160,000 | $781K | 0.1% | $4.88 * | $11.19 | -43.5% | COM | 83406F102 |
| — | RLJ LODGING TRUST | 24,176 | $590K | 0.1% | $24.40 | $27.63 | — | CUM CONV PFD A | 74965L200 |
| — | LIBERTY INTERACTIVE | 1,266,000 | $587K | 0.1% | $0.46 | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | WORKDAY | 500,000 | $548K | 0.0% | $1.10 | $1.05 | — | NOTE 0.250%10/0 | 98138HAF8 |
| PCTTW | PURECYCLE TECHNOLOGIES | 154,346 | $532K | 0.0% | $3.45 | $2.89 | — | *W EXP 03/17/202 | 74623V111 |
| OKE | ONEOK | 10,000 | $512K | 0.0% | $51.20 * | $49.79 | 0.0% | COM | 682680103 |
| — | DISH NETWORK | 549,000 | $497K | 0.0% | $0.91 | $0.85 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND | 38,276 | $421K | 0.0% | $11.00 | $11.89 | — | COM | 09255X100 |
| — | FORUM ENERGY TECHNOLOGIES | 429,399 | $411K | 0.0% | $0.96 | $0.99 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| — | LANDSEA HOMES | 2,566,145 | $404K | 0.0% | $0.16 | $0.26 | — | *W EXP 01/07/202 | 51509P111 |
| — | NABORS INDUSTRIES | 386,000 | $352K | 0.0% | $0.91 | $0.76 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | CHEGG | 461,000 | $351K | 0.0% | $0.76 | $0.82 | — | NOTE 9/0 | 163092AF6 |
| EPD | ENTERPRISE PRODUCTS PARTNERS | 14,710 | $350K | 0.0% | $23.79 | $14.28 | — | COM | 293792107 |
| — | DOCUSIGN | 350,000 | $328K | 0.0% | $0.94 | $0.93 | — | NOTE 1/1 | 256163AD8 |
| PRPL | PURPLE INNOVATION | 75,200 | $305K | 0.0% | $4.06 * | $3.47 | 0.0% | COM | 74640Y106 |
| — | READY CAPITAL ($25 PAR) | 12,100 | $303K | 0.0% | $25.04 | $25.04 | — | 7% CN SR NT 2023 | 75574U200 |
| — | TEEKAY | 296,000 | $303K | 0.0% | $1.02 | $0.81 | — | NOTE 5.000% 1/1 | 87900YAE3 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE | 300,000 | $299K | 0.0% | $1.00 | $1.02 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | DIGITALBRIDGE GROUP | 295,000 | $294K | 0.0% | $1.00 | $0.97 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | SEA LIMITED | 404,000 | $280K | 0.0% | $0.69 | $1.01 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | PENNYMAC MORTGAGE INVESTMENT TRUST | 319,000 | $260K | 0.0% | $0.82 | $0.95 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | TRANSOCEAN | 259,000 | $257K | 0.0% | $0.99 | $0.85 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | MFA FINANCIAL | 293,000 | $254K | 0.0% | $0.87 | $1.01 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | INTERCEPT PHARMACEUTICALS | 246,000 | $240K | 0.0% | $0.98 | $0.80 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| GEL | GENESIS ENERGY | 20,500 | $189K | 0.0% | $9.22 | $18.49 | — | UNIT LTD PARTN | 371927104 |
| — | INTERDIGITAL | 200,000 | $187K | 0.0% | $0.94 | $1.04 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | RINGCENTRAL | 240,000 | $186K | 0.0% | $0.78 | $0.94 | — | NOTE 3/1 | 76680RAH0 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $181K | 0.0% | $12.48 | $16.96 | — | COM | 037636107 |
| BKKT/WS | BAKKT HOLDINGS | 299,705 | $173K | 0.0% | $0.58 | $2.07 | — | *W EXP 10/25/202 | 05759B115 |
| ET | ENERGY TRANSFER | 15,000 | $165K | 0.0% | $11.00 | $11.20 | — | COM UT LTD PTN | 29273V100 |
| — | LIVE NATION ENTERTAINMENT | 150,000 | $150K | 0.0% | $1.00 | $1.00 | — | NOTE 2.000% 2/1 | 538034AU3 |
| BFLYW | BUTTERFLY NETWORK | 164,364 | $133K | 0.0% | $0.81 | $3.39 | — | *W EXP 02/12/202 | 124155110 |
| — | FINANCE OF AMERICA COMPANIES | 84,944 | $126K | 0.0% | $1.48 | $3.04 | — | COM CL A | 31738L107 |
| — | JAZZ INVESTMENTS I | 120,000 | $114K | 0.0% | $0.95 | $0.95 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | EOS ENERGY ENTERPRISES | 253,067 | $103K | 0.0% | $0.41 | $8.36 | — | *W EXP 05/06/202 | 29415C119 |
| FOACW | FINANCE OF AMERICA COMPANIES | 815,113 | $96,000 | 0.0% | $0.12 | $1.33 | — | *W EXP 04/08/202 | 31738L115 |
| — | GETTY IMAGES HOLDING | 2,771,652 | $89,000 | 0.0% | $0.03 | $0.03 | — | *W EXP 07/22/202 | 374275113 |
| PSEWF | PAYSAFE | 546,914 | $81,000 | 0.0% | $0.15 | $3.18 | — | *W EXP 03/30/202 | G6964L115 |
| ARQQW | ARQIT QUANTUM | 89,936 | $81,000 | 0.0% | $0.90 | $4.48 | — | *W EXP 11/02/202 | G0567U119 |
| HLX | HELIX ENERGY SOLUTIONS GROUP | 20,000 | $77,000 | 0.0% | $3.85 | $4.12 | -8.0% | COM | 42330P107 |
| — | AUSTERLITZ ACQUISITION | 726,072 | $73,000 | 0.0% | $0.10 | $1.73 | — | *W EXP 02/19/202 | G0633D125 |
| — | INSPIRATO | 227,241 | $57,000 | 0.0% | $0.25 | $1.90 | — | *W EXP 02/11/202 | 45791E115 |
| — | HAEMONETICS | 70,000 | $56,000 | 0.0% | $0.80 | $0.80 | — | NOTE 3/0 | 405024AB6 |
| — | POLESTAR AUTOMOTIVE | 24,495 | $27,000 | 0.0% | $1.10 | $1.67 | — | ADS C-1 | 731105102 |
| — | CURIOSITYSTREAM | 150,157 | $27,000 | 0.0% | $0.18 | $4.27 | — | *W EXP 10/14/202 | 23130Q115 |
| — | IRONNET | 204,574 | $24,000 | 0.0% | $0.12 | $4.55 | — | *W EXP 08/26/202 | 46323Q113 |
| — | BLACK MOUNTAIN ACQUISITION | 210,103 | $23,000 | 0.0% | $0.11 | $0.27 | — | *W EXP 10/15/202 | 09216A116 |
| — | BLUE OCEAN ACQUISITION | 168,542 | $19,000 | 0.0% | $0.11 | $0.30 | — | *W EXP 12/02/202 | G1330L121 |
| — | MOTIVE CAPITAL | 125,193 | $17,000 | 0.0% | $0.14 | $0.41 | — | *W EXP 99/99/999 | G6293R114 |
| — | VAHANNA TECH EDGE ACQUISITION | 150,602 | $17,000 | 0.0% | $0.11 | $0.33 | — | *W EXP 11/30/202 | G9320Z117 |
| — | CRYPTO 1 ACQUISITION | 124,700 | $12,000 | 0.0% | $0.10 | $0.26 | — | *W EXP 04/30/202 | G3168A110 |
| — | C5 ACQUISITION | 108,607 | $12,000 | 0.0% | $0.11 | $0.11 | — | *W EXP 12/31/202 | 12530D113 |
| — | FTAC ZEUS ACQUISITION | 125,000 | $10,000 | 0.0% | $0.08 | $0.37 | — | *W EXP 04/15/202 | 30320F114 |
| — | GOOD WORKS II ACQUISITION | 31,076 | $7,000 | 0.0% | $0.23 | $0.23 | — | *W EXP 02/01/202 | 38216G112 |
| — | EAST STONE ACQUISITION | 64,571 | $6,000 | 0.0% | $0.09 | $0.14 | — | *W EXP 12/31/202 | G2911D116 |
| JSPRW | JASPER THERAPEUTICS | 65,456 | $5,000 | 0.0% | $0.08 | $1.42 | — | *W EXP 12/01/202 | 471871111 |
| MAPSW | WM TECHNOLOGY | 10,871 | $4,000 | 0.0% | $0.37 | $4.77 | — | *W EXP 06/16/202 | 92971A117 |