Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q2 2022 (← Previous) (Next →)
Filing Date: Dec 6, 2022
Total Value: $1.053B (14.1% shares, 85.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | AKAMAI TECHNOLOGIES | 64,045,000 | $63.68M | 6.0% | $0.99 | $1.12 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | JAZZ INVESTMENTS I | 37,510,000 | $44.15M | 4.2% | $1.18 | $1.28 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | LIBERTY MEDIA | 34,662,000 | $40.84M | 3.9% | $1.18 | $1.03 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | EURONET WORLDWIDE | 37,730,000 | $38.67M | 3.7% | $1.02 | $1.11 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | FORD MOTOR | 33,520,000 | $30.71M | 2.9% | $0.92 | $0.98 | — | NOTE 3/1 | 345370CZ1 |
| — | WORKDAY | 27,015,000 | $28.32M | 2.7% | $1.05 | $1.05 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | KAMAN | 29,472,000 | $27.97M | 2.7% | $0.95 | $1.12 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | SOUTHWEST AIRLINES | 23,570,000 | $27.84M | 2.6% | $1.18 | $1.29 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | BOOKING HOLDINGS | 22,433,000 | $27.03M | 2.6% | $1.21 | $1.29 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | PARSONS | 24,370,000 | $25.84M | 2.5% | $1.06 | $1.01 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | LUMENTUM HOLDINGS | 23,967,000 | $24.67M | 2.3% | $1.03 | $1.17 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | AIR TRANSPORT SERVICES GROUP | 21,943,000 | $23.59M | 2.2% | $1.07 | $0.96 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | SSR MINING | 20,239,000 | $23.29M | 2.2% | $1.15 | $1.24 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | NRG ENERGY | 21,125,000 | $22.79M | 2.2% | $1.08 | $1.12 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | MIDDLEBY | 19,740,000 | $22.39M | 2.1% | $1.13 | $1.29 | — | NOTE 1.375% 8/1 | 596278AB7 |
| — | CRACKER BARREL OLD COUNTRY STORE | 27,138,000 | $22.22M | 2.1% | $0.82 | $0.82 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | BRAEMAR HOTELS & RESORTS | 21,600,000 | $21.35M | 2.0% | $0.99 | $0.99 | — | NOTE 4.500% 6/0 | 10482BAB7 |
| — | PEBBLEBROOK HOTEL TRUST | 23,605,000 | $21.34M | 2.0% | $0.90 | $1.08 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | JOHN BEAN TECHNOLOGIES | 20,746,000 | $19.29M | 1.8% | $0.93 | $0.93 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | TYLER TECHNOLOGIES | 20,179,000 | $19.07M | 1.8% | $0.94 | $1.06 | — | NOTE 0.250% 3/1 | 902252AB1 |
| OXY/WS | OCCIDENTAL PETROLEUM | 500,000 | $18.63M | 1.8% | $37.25 | $6.81 | — | *W EXP 08/03/202 | 674599162 |
| — | SPLUNK | 17,410,000 | $16.38M | 1.6% | $0.94 | $1.20 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | MESA LABORATORIES | 16,847,000 | $15.82M | 1.5% | $0.94 | $1.09 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | BANK OF AMERICA | 13,075 | $15.73M | 1.5% | $1202.75 | $1310.98 | — | 7.25%CNV PFD L | 060505682 |
| — | PETIQ | 16,217,000 | $15.67M | 1.5% | $0.97 | $1.17 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | SOLAREDGE TECHNOLOGIES | 10,897,000 | $13.15M | 1.2% | $1.21 | $1.21 | — | NOTE 9/1 | 83417MAD6 |
| — | REVANCE THERAPEUTICS | 15,058,000 | $12.25M | 1.2% | $0.81 | $1.12 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | CYBERARK SOFTWARE | 11,199,000 | $11.88M | 1.1% | $1.06 | $1.13 | — | NOTE 11/1 | 23248VAB1 |
| — | WINNEBAGO INDUSTRIES | 11,264,000 | $11.59M | 1.1% | $1.03 | $1.29 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | DEXCOM INC | 12,567,000 | $11.54M | 1.1% | $0.92 | $1.15 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | BLUEKNIGHT ENERGY PARTNERS | 2,402,670 | $10.86M | 1.0% | $4.52 | $1.62 | — | COM UNIT | 09625U109 |
| — | URBAN ONE | 2,435,894 | $10.43M | 1.0% | $4.28 | $2.33 | — | CL D NON VTG | 91705J204 |
| — | INNOVATE | 12,363,000 | $10.38M | 1.0% | $0.84 | $1.17 | — | NOTE 7.500% 8/0 | 404139AG2 |
| — | SIXTH STREET SPECIALTY LENDING | 9,595,000 | $10.06M | 1.0% | $1.05 | $1.12 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| CMLS | CUMULUS MEDIA | 1,211,259 | $9.363M | 0.9% | $7.73 * | $12.24 | -4.1% | COM CL A | 231082801 |
| — | HELIX ENERGY SOLUTIONS GROUP | 9,604,000 | $9.112M | 0.9% | $0.95 | $0.81 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | IMAX | 10,100,000 | $8.951M | 0.8% | $0.89 | $0.89 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | HALOZYME THERAPEUTICS | 9,978,000 | $8.843M | 0.8% | $0.89 | $0.88 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | AKAMAI TECHNOLOGIES | 8,010,000 | $8.807M | 0.8% | $1.10 | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | SUMMIT HOTEL PROPERTIES | 10,335,000 | $8.733M | 0.8% | $0.84 | $1.06 | — | NOTE 1.500% 2/1 | 866082AA8 |
| BHR | BRAEMAR HOTELS & RESORTS | 1,998,359 | $8.573M | 0.8% | $4.29 | $5.81 | — | COM | 10482B101 |
| — | CHEESECAKE FACTORY | 10,803,000 | $8.291M | 0.8% | $0.77 | $0.92 | — | NOTE 0.375% 6/1 | 163072AA9 |
| UAN | CVR PARTNERS | 70,700 | $7.059M | 0.7% | $99.84 | $132.58 | — | COM | 126633205 |
| — | SHOPIFY | 8,330,000 | $7.008M | 0.7% | $0.84 | $0.96 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | HOPE BANCORP | 7,158,000 | $6.961M | 0.7% | $0.97 | $0.92 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | ETSY | 9,111,000 | $6.6M | 0.6% | $0.72 | $0.72 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | AIRBNB | 7,890,000 | $6.524M | 0.6% | $0.83 | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | PROSPECT CAPITAL | 6,042,000 | $6.121M | 0.6% | $1.01 | $1.00 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | OKTA | 7,191,000 | $6.058M | 0.6% | $0.84 | $1.21 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | GARRETT MOTION | 721,151 | $5.917M | 0.6% | $8.20 | $8.22 | — | PFD CONV SER A | 366505204 |
| — | ARES CAPITAL | 5,556,000 | $5.827M | 0.6% | $1.05 | $1.11 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | LCI INDUSTRIES | 6,240,000 | $5.688M | 0.5% | $0.91 | $0.92 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | SHIFT4 PAYMENTS | 6,550,000 | $5.285M | 0.5% | $0.81 | $0.95 | — | NOTE 12/1 | 82452JAB5 |
| CCO | CLEAR CHANNEL HOLDINGS | 4,750,000 | $5.082M | 0.5% | $1.07 * | $2.62 | -20.0% | COM | 18453H106 |
| — | 1LIFE HEALTHCARE | 5,655,000 | $4.722M | 0.4% | $0.84 | $0.95 | — | NOTE 3.000% 6/1 | 68269GAB3 |
| — | PAGERDUTY | 4,520,000 | $4.458M | 0.4% | $0.99 | $1.20 | — | NOTE 1.250% 7/0 | 69553PAB6 |
| SKIN | BEAUTY HEALTH | 340,000 | $4.372M | 0.4% | $12.86 * | $15.17 | -11.7% | COM CL A | 88331L108 |
| — | ROYAL CARIBBEAN CRUISES | 4,340,000 | $4.164M | 0.4% | $0.96 | $1.31 | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | BLUEKNIGHT ENERGY PARTNERS | 483,491 | $4.122M | 0.4% | $8.53 | $8.43 | — | PFD CONV STP A | 09625U208 |
| — | KAYNE ANDERSON MLP INVESTMENT COMPANY | 468,507 | $3.926M | 0.4% | $8.38 | $8.35 | — | COM | 486606106 |
| — | CNX RESOURCES | 2,500,000 | $3.657M | 0.3% | $1.46 | $1.27 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | NCL CORPORATION | 3,773,000 | $3.646M | 0.3% | $0.97 | $1.45 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | MARRIOTT VACATIONS WORLDWIDE | 3,642,000 | $3.637M | 0.3% | $1.00 | $1.15 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | GUARDANT HEALTH | 5,735,000 | $3.599M | 0.3% | $0.63 | $0.81 | — | NOTE 11/1 | 40131MAB5 |
| — | BLOCK | 3,650,000 | $3.447M | 0.3% | $0.94 | $1.10 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | PALO ALTO NETWORKS | 2,000,000 | $3.434M | 0.3% | $1.72 | $1.36 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | ILLUMINA | 3,410,000 | $3.265M | 0.3% | $0.96 | $1.12 | — | NOTE 8/1 | 452327AK5 |
| — | URBAN ONE | 585,978 | $3.199M | 0.3% | $5.46 | $5.46 | — | CL A | 91705J105 |
| — | HARMONIC | 2,500,000 | $3.003M | 0.3% | $1.20 | $1.17 | — | DBCV 2.000% 9/0 | 413160AD4 |
| PFIX | SIMPLIFY INTEREST RATE HEDGE | 52,380 | $2.958M | 0.3% | $56.47 | $41.41 | — | SIMPLIFY INTERST | 82889N855 |
| — | VISHAY INTERTECHNOLOGY | 3,000,000 | $2.861M | 0.3% | $0.95 | $1.04 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | ETSY | 2,500,000 | $2.838M | 0.3% | $1.14 | $1.14 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | PALO ALTO NETWORKS | 1,500,000 | $2.816M | 0.3% | $1.88 | $1.05 | — | NOTE 0.750% 7/0 | 697435AD7 |
| HTZWW | HERTZ GLOBAL | 270,749 | $2.649M | 0.3% | $9.78 | $13.34 | — | *W EXP 06/30/205 | 42806J148 |
| — | SMART GLOBAL HOLDINGS | 2,500,000 | $2.647M | 0.3% | $1.06 | $1.27 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| USAC | USA COMPRESSION PARTNERS | 151,715 | $2.537M | 0.2% | $16.72 | $14.77 | — | COMUNIT LTDPAR | 90290N109 |
| — | SPLUNK | 2,550,000 | $2.442M | 0.2% | $0.96 | $1.15 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | KBR | 1,250,000 | $2.415M | 0.2% | $1.93 | $1.11 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | RINGCENTRAL | 2,837,000 | $2.337M | 0.2% | $0.82 | $1.09 | — | NOTE 3/0 | 76680RAF4 |
| — | INSULET CORP | 2,000,000 | $2.295M | 0.2% | $1.15 | $1.15 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | KAYNE ANDERSON MIDSTREAM/ENERGY FUND | 299,073 | $2.246M | 0.2% | $7.51 | $10.09 | — | COM | 48661E108 |
| DJTWW | DIGITAL WORLD ACQUISITION | 384,865 | $2.23M | 0.2% | $5.79 | $14.33 | — | *W EXP 06/30/202 | 25400Q113 |
| — | MERITOR | 2,000,000 | $2.195M | 0.2% | $1.10 | $1.13 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | STRIDE | 2,180,000 | $2.182M | 0.2% | $1.00 | $1.00 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | LANDSEA HOMES | 318,796 | $2.123M | 0.2% | $6.66 | $9.56 | — | COM | 51509P103 |
| AM | ANTERO MIDSTREAM | 225,000 | $2.036M | 0.2% | $9.05 * | $4.34 | +84.6% | COM | 03676B102 |
| — | CONMED | 1,628,000 | $1.967M | 0.2% | $1.21 | $1.21 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | 2,000,000 | $1.783M | 0.2% | $0.89 | $0.89 | — | NOTE 3/1 | 90184LAN2 | |
| BHC | BAUSCH HEALTH | 207,000 | $1.731M | 0.2% | $8.36 * | $13.98 | 0.0% | COM | 071734107 |
| — | GDL FUND | 203,318 | $1.669M | 0.2% | $8.21 | $8.98 | — | COM SH BEN IT | 361570104 |
| — | NISOURCE | 14,560 | $1.646M | 0.2% | $113.05 | $113.05 | — | UNIT 12/01/2023 | 65473P121 |
| — | SALIENT MIDSTREAM & MLP FUND | 217,310 | $1.645M | 0.2% | $7.57 | $6.91 | — | SH BEN INT | 79471V105 |
| — | BLOCK | 1,500,000 | $1.643M | 0.2% | $1.10 | $1.10 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 291,105 | $1.514M | 0.1% | $5.20 | $8.87 | — | COM SHS | 67073D102 |
| IMAX | IMAX | 88,740 | $1.499M | 0.1% | $16.89 * | $16.26 | 0.0% | COM | 45245E109 |
| — | SNAP | 1,500,000 | $1.483M | 0.1% | $0.99 | $1.77 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| BRCC | BRC | 180,770 | $1.475M | 0.1% | $8.16 * | $13.75 | 0.0% | COM CL A | 05601U105 |
| — | INTEGRA LIFESCIENCES HOLDINGS | 1,500,000 | $1.425M | 0.1% | $0.95 | $1.10 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | UGI | 15,000 | $1.373M | 0.1% | $91.53 | $91.53 | — | UNIT 99/99/9999 | 902681113 |
| TTT | PROSHARES ULTRAPRO SHORT 20 YEAR 3X TREASURY | 23,100 | $1.334M | 0.1% | $57.75 | $40.68 | — | ULSH 20YRTRE NEW | 74347G887 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 27,888 | $1.275M | 0.1% | $45.72 | $44.11 | — | UNIT 05/07/2051 | 64944P307 |
| — | DIGITALBRIDGE GROUP | 1,248,000 | $1.232M | 0.1% | $0.99 | $0.97 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | CORENERGY INFRASTRUCTURE TRUST | 1,575,000 | $1.221M | 0.1% | $0.78 | $0.77 | — | NOTE 5.875% 8/1 | 21870UAC0 |
| — | ALGONQUIN POWER AND UTILITIES | 27,700 | $1.214M | 0.1% | $43.83 | $43.83 | — | UNIT 99/99/9999 | 015857873 |
| ALIT | ALIGHT | 179,487 | $1.212M | 0.1% | $6.75 * | $9.40 | -16.7% | COM CL A | 01626W101 |
| — | REVANCE THERAPEUTICS | 85,724 | $1.185M | 0.1% | $13.82 | $27.91 | — | COM | 761330109 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 1,000,000 | $1.176M | 0.1% | $1.18 | $1.18 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | NATIONAL CINEMEDIA | 1,264,938 | $1.159M | 0.1% | $0.92 | $1.05 | — | COM | 635309107 |
| — | CHEFS WAREHOUSE IN | 1,000,000 | $1.104M | 0.1% | $1.10 | $1.10 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | RADIUS HEALTH | 1,000,000 | $974K | 0.1% | $0.97 | $0.97 | — | NOTE 3.000% 9/0 | 750469AA6 |
| SOFI | SOFI TECHNOLOGIES | 160,000 | $843K | 0.1% | $5.27 * | $11.19 | -39.6% | COM | 83406F102 |
| — | MIRION TECHNOLOGIES | 804,182 | $816K | 0.1% | $1.01 | $1.20 | — | *W EXP 10/20/202 | 60471A119 |
| — | TEAM | 871,000 | $783K | 0.1% | $0.90 | $0.99 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | VERINT SYSTEMS | 800,000 | $734K | 0.1% | $0.92 | $0.92 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | ZENDESK | 675,000 | $656K | 0.1% | $0.97 | $1.27 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | RLJ LODGING TRUST | 24,176 | $628K | 0.1% | $25.98 | $27.63 | — | CUM CONV PFD A | 74965L200 |
| — | LANDSEA HOMES | 2,670,761 | $618K | 0.1% | $0.23 | $0.26 | — | *W EXP 01/07/202 | 51509P111 |
| — | LIBERTY INTERACTIVE | 1,266,000 | $611K | 0.1% | $0.48 | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | RIVERVIEW ACQUISITION | 579,177 | $570K | 0.1% | $0.98 | $0.98 | — | *W EXP 99/99/999 | 769395112 |
| TBPH | THERAVANCE BIOPHARMA | 59,599 | $540K | 0.1% | $9.06 | $11.19 | -17.6% | COM | G8807B106 |
| — | THERAVANCE BIOPHARMA | 580,000 | $539K | 0.1% | $0.93 | $1.13 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | CF ACQUISITION | 386,456 | $520K | 0.0% | $1.35 | $3.43 | — | *W EXP 02/18/202 | 12521J111 |
| — | DISH NETWORK | 549,000 | $484K | 0.0% | $0.88 | $0.85 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND | 38,276 | $436K | 0.0% | $11.39 | $11.89 | — | COM | 09255X100 |
| — | FORUM ENERGY TECHNOLOGIES | 429,399 | $413K | 0.0% | $0.96 | $0.99 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| PCTTW | PURECYCLE TECHNOLOGIES | 150,300 | $408K | 0.0% | $2.71 | $2.87 | — | *W EXP 03/17/202 | 74623V111 |
| — | NABORS INDUSTRIES | 386,000 | $361K | 0.0% | $0.94 | $0.76 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| EPD | ENTERPRISE PRODUCTS PARTNERS | 14,710 | $358K | 0.0% | $24.34 | $14.28 | — | COM | 293792107 |
| — | CHEGG | 461,000 | $342K | 0.0% | $0.74 | $0.82 | — | NOTE 9/0 | 163092AF6 |
| — | DOCUSIGN | 350,000 | $324K | 0.0% | $0.93 | $0.93 | — | NOTE 1/1 | 256163AD8 |
| — | READY CAPITAL | 12,100 | $303K | 0.0% | $25.04 | $25.04 | — | 7% CN SR NT 2023 | 75574U200 |
| — | TEEKAY | 296,000 | $302K | 0.0% | $1.02 | $0.81 | — | NOTE 5.000% 1/1 | 87900YAE3 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE | 300,000 | $295K | 0.0% | $0.98 | $1.02 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | INTERDIGITAL | 300,000 | $294K | 0.0% | $0.98 | $1.04 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | SEA LIMITED | 404,000 | $294K | 0.0% | $0.73 | $1.01 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | FREYR BATTERY | 139,700 | $291K | 0.0% | $2.08 | $2.78 | — | *W EXP 10/31/202 | L4135L118 |
| — | MFA FINANCIAL | 293,000 | $284K | 0.0% | $0.97 | $1.01 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | PENNYMAC MORTGAGE INVESTMENT TRUST | 319,000 | $278K | 0.0% | $0.87 | $0.95 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | TRANSOCEAN | 259,000 | $243K | 0.0% | $0.94 | $0.85 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | INTERCEPT PHARMACEUTICALS | 246,000 | $231K | 0.0% | $0.94 | $0.80 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| BKKT/WS | BAKKT HOLDINGS | 308,605 | $210K | 0.0% | $0.68 | $2.07 | — | *W EXP 10/25/202 | 05759B115 |
| — | AUSTERLITZ ACQUISITION | 726,072 | $189K | 0.0% | $0.26 | $1.73 | — | *W EXP 02/19/202 | G0633D125 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $186K | 0.0% | $12.82 | $16.96 | — | COM | 037636107 |
| — | RINGCENTRAL | 240,000 | $182K | 0.0% | $0.76 | $0.94 | — | NOTE 3/1 | 76680RAH0 |
| GEL | GENESIS ENERGY | 20,500 | $164K | 0.0% | $8.00 | $18.49 | — | UNIT LTD PARTN | 371927104 |
| — | INSPIRATO | 227,241 | $151K | 0.0% | $0.66 | $1.90 | — | *W EXP 02/11/202 | 45791E115 |
| ET | ENERGY TRANSFER | 15,000 | $150K | 0.0% | $10.00 | $11.20 | — | COM UT LTD PTN | 29273V100 |
| PSEWF | PAYSAFE | 546,914 | $142K | 0.0% | $0.26 | $3.18 | — | *W EXP 03/30/202 | G6964L115 |
| — | FINANCE OF AMERICA COMPANIES | 84,944 | $133K | 0.0% | $1.57 | $3.04 | — | COM CL A | 31738L107 |
| — | GOLDMAN SACHS MLP & ENERGY RENAISSANCE FUND | 10,866 | $121K | 0.0% | $11.14 | $12.06 | — | COM | 38148G206 |
| FOACW | FINANCE OF AMERICA COMPANIES | 815,113 | $118K | 0.0% | $0.14 | $1.33 | — | *W EXP 04/08/202 | 31738L115 |
| — | CANO HEALTH | 129,450 | $91,000 | 0.0% | $0.70 | $3.76 | — | *W EXP 06/03/202 | 13781Y111 |
| — | EXECUTIVE NETWORK PARTNERING | 92,833 | $85,000 | 0.0% | $0.92 | $0.92 | — | *W EXP 09/25/202 | 30158L118 |
| — | IRONNET | 204,574 | $76,000 | 0.0% | $0.37 | $4.55 | — | *W EXP 08/26/202 | 46323Q113 |
| ARQQW | ARQIT QUANTUM | 89,936 | $73,000 | 0.0% | $0.81 | $4.48 | — | *W EXP 11/02/202 | G0567U119 |
| BFLYW | BUTTERFLY NETWORK | 174,427 | $73,000 | 0.0% | $0.42 | $3.39 | — | *W EXP 02/12/202 | 124155110 |
| — | EOS ENERGY ENTERPRISES | 253,067 | $67,000 | 0.0% | $0.26 | $8.36 | — | *W EXP 05/06/202 | 29415C119 |
| HLX | HELIX ENERGY SOLUTIONS GROUP | 20,000 | $62,000 | 0.0% | $3.10 * | $4.12 | +5.0% | COM | 42330P107 |
| XPHDX | PIONEER FLOATING RATE TRUST | 6,511 | $58,000 | 0.0% | $8.91 | $8.91 | — | COM | 72369J102 |
| — | CURIOSITYSTREAM | 150,157 | $44,000 | 0.0% | $0.29 | $4.27 | — | *W EXP 10/14/202 | 23130Q115 |
| — | EL PASO ENERGY CAPITAL TRUST | 916 | $43,000 | 0.0% | $46.94 | $49.94 | — | PFD CV TR SEC 28 | 283678209 |
| — | POLESTAR AUTOMOTIVE | 24,495 | $41,000 | 0.0% | $1.67 | $1.67 | — | ADS C-1 | 731105102 |
| BLCO | BAUSCH & LOMB | 2,500 | $38,000 | 0.0% | $15.20 * | $16.20 | 0.0% | COMMON SHARES | 071705107 |
| — | 23ANDME | 14,816 | $37,000 | 0.0% | $2.50 | $3.85 | — | CLASS A COM | 90138Q108 |
| — | NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | 3,007 | $36,000 | 0.0% | $11.97 | $11.97 | — | COM | 67074X107 |
| — | BLACK MOUNTAIN ACQUISITION | 210,103 | $35,000 | 0.0% | $0.17 | $0.27 | — | *W EXP 10/15/202 | 09216A116 |
| — | BLUE OCEAN ACQUISITION | 168,542 | $33,000 | 0.0% | $0.20 | $0.30 | — | *W EXP 12/02/202 | G1330L121 |
| — | MOTIVE CAPITAL | 125,193 | $32,000 | 0.0% | $0.26 | $0.41 | — | *W EXP 99/99/999 | G6293R114 |
| — | VAHANNA TECH EDGE ACQUISITION | 150,602 | $28,000 | 0.0% | $0.19 | $0.33 | — | *W EXP 11/30/202 | G9320Z117 |
| MAPSW | WM TECHNOLOGY | 37,036 | $24,000 | 0.0% | $0.65 | $4.77 | — | *W EXP 06/16/202 | 92971A117 |
| — | FTAC ZEUS ACQUISITION | 125,000 | $24,000 | 0.0% | $0.19 | $0.37 | — | *W EXP 04/15/202 | 30320F114 |
| WFRD | WEATHERFORD INTERNATIONAL | 1,102 | $23,000 | 0.0% | $20.87 * | $13.22 | +140.8% | ORD SHS | G48833118 |
| — | CRYPTO 1 ACQUISITION | 124,700 | $17,000 | 0.0% | $0.14 | $0.26 | — | *W EXP 04/30/202 | G3168A110 |
| — | BAKKT HOLDINGS | 6,643 | $14,000 | 0.0% | $2.11 | $2.11 | — | COM CL A | 05759B107 |
| JSPRW | JASPER THERAPEUTICS | 65,456 | $7,000 | 0.0% | $0.11 | $1.42 | — | *W EXP 12/01/202 | 471871111 |
| — | GREAT AJAX | 286 | $7,000 | 0.0% | $24.48 | $24.48 | — | 7.25 CV SR NT 24 | 38983D409 |
| — | MUDRICK CAPITAL ACQUISITION | 21,800 | $6,000 | 0.0% | $0.28 | $4.22 | — | *W EXP 09/10/202 | 62477L115 |
| — | EAST STONE ACQUISITION | 30,000 | $5,000 | 0.0% | $0.17 | $0.20 | — | *W EXP 12/31/202 | G2911D116 |
| AAL | AMERICAN AIRLINES GROUP INC | 399 | $5,000 | 0.0% | $12.53 * | $16.65 | 0.0% | COM | 02376R102 |
| — | PERSHING SQUARE TONTINE | 6,600 | $3,000 | 0.0% | $0.45 | $0.45 | — | *W EXP 07/24/202 | 71531R117 |
| — | POWER & DIGITAL ACQUISITION | 9,100 | $2,000 | 0.0% | $0.22 | $0.22 | — | *W EXP 12/09/202 | 73919C118 |
| — | BRAEMAR HOTELS & RESORTS | 105 | $2,000 | 0.0% | $19.05 | $19.05 | — | 5.5 CUM CV PFD B | 10482B200 |
| — | REDBOX ENTERTAINMENT | 1,400 | $1,000 | 0.0% | $0.71 | $0.71 | — | *W EXP 12/15/202 | 75724T111 |
| — | GOOD WORKS II ACQUISITION | 31,076 | $1,000 | 0.0% | $0.03 | $0.23 | — | *W EXP 02/01/202 | 38216G112 |
| BLEUW | BLEUACACIA | 625 | $0 | 0.0% | $0.00 | — | — | *W EXP 10/30/202 | G11728113 |