CIK: 0001080171 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Dec 10, 2020
Total Value ($000): $2,426,460 (44.1% shares, 55.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | EXACT SCIENCES CORP | 178,534,000 | $194,095 | 8.0% | $0.94 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | DISH NETWORK CORPORATION | 192,471,000 | $177,169 | 7.3% | $0.91 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | ZILLOW GROUP INC | 80,636,000 | $139,725 | 5.8% | $1.25 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | WAYFAIR INC | 65,800,000 | $136,704 | 5.6% | $2.08 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | SNAP INC | 78,829,000 | $109,425 | 4.5% | $1.39 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | TWITTER INC | 76,208,000 | $84,781 | 3.5% | $1.00 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | EXACT SCIENCES CORP | 67,192,000 | $78,977 | 3.3% | $1.05 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | AKAMAI TECHNOLOGIES INC | 66,851,000 | $77,110 | 3.2% | $1.15 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| CUK | CARNIVAL PLC | 5,420,915 | $70,038 | 2.9% | $12.88 | — | ADR | 14365C103 |
| DAL | DELTA AIR LINES INC DEL | 2,134,447 | $65,271 | 2.7% | $28.05 | 0.0% | COM NEW | 247361702 |
| GLD | SPDR GOLD TR | 344,000 | $60,929 | 2.5% | — | — | Put | 78463V107 |
| — | OPKO HEALTH INC | 50,350,000 | $59,131 | 2.4% | $0.94 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | ZILLOW GROUP INC | 39,490,000 | $56,444 | 2.3% | $1.41 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | PALO ALTO NETWORKS INC | 42,825,000 | $48,383 | 2.0% | $1.01 | — | NOTE 0.750% 7/0 | 697435AD7 |
| AMCX | AMC NETWORKS INC | 1,602,790 | $39,605 | 1.6% | $24.01 | 0.0% | CL A | 00164V103 |
| — | HYCROFT MINING HOLDING CORP | 4,638,512 | $39,427 | 1.6% | $8.50 | — | COM CL A | 44862P109 |
| — | RADIUS HEALTH INC | 38,050,000 | $31,555 | 1.3% | $0.76 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | DENBURY INC | 1,767,755 | $31,112 | 1.3% | $17.60 | — | COM | 24790A101 |
| — | MICROCHIP TECHNOLOGY INC. | 20,000,000 | $30,863 | 1.3% | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| AM | ANTERO MIDSTREAM CORP | 5,465,653 | $29,351 | 1.2% | $2.62 | +45.6% | COM | 03676B102 |
| UAL | UNITED AIRLS HLDGS INC | 816,695 | $28,380 | 1.2% | $34.59 | 0.0% | COM | 910047109 |
| AGNC | AGNC INVT CORP | 1,640,445 | $22,819 | 0.9% | $12.90 | — | COM | 00123Q104 |
| — | IAC INTERACTIVECORP NEW | 181,014 | $21,682 | 0.9% | $119.78 | — | COM | 44891N109 |
| — | CLOVIS ONCOLOGY INC | 22,150,000 | $21,214 | 0.9% | $0.96 | — | NOTE 4.500% 8/0 | 189464AE0 |
| — | LIBERTY MEDIA CORP DEL | 19,049,000 | $20,825 | 0.9% | $1.13 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | TWC TECH HLDGS II CORP | 2,000,000 | $20,240 | 0.8% | $10.12 | — | UNIT 09/10/2025 | 90117G204 |
| — | TILRAY INC | 48,925,000 | $20,059 | 0.8% | $0.40 | — | NOTE 5.000%10/0 | 88688TAB6 |
| — | JAZZ INVESTMENTS I LTD | 19,504,000 | $19,786 | 0.8% | $0.91 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | BLACKLINE INC | 13,822,000 | $19,081 | 0.8% | $1.38 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | BRISTOL-MYERS SQUIBB CO | 7,600,000 | $17,100 | 0.7% | $2.63 | — | RIGHT 99/99/9999 | 110122157 |
| — | CHURCHILL CAPITAL CORP IV | 1,500,000 | $15,030 | 0.6% | $10.02 | — | UNIT 99/99/9999 | 171439201 |
| — | OMEROS CORP | 16,000,000 | $13,638 | 0.6% | $0.85 | — | NOTE 5.250% 2/1 | 682143AG7 |
| — | SANDBRIDGE ACQUISITION CORP | 1,350,000 | $13,475 | 0.6% | $9.98 | — | UNIT 99/99/9999 | 799793203 |
| — | VERTIV HOLDINGS CO | 1,738,148 | $11,263 | 0.5% | $4.16 | — | *W EXP 06/12/202 | 92537N116 |
| — | GS ACQUISITION HLDGS CORP II | 952,150 | $10,693 | 0.4% | $11.08 | — | UNIT 99/99/9999 | 36258Q204 |
| — | ARTIUS ACQUISITION INC | 1,000,000 | $10,390 | 0.4% | $10.39 | — | UNIT 99/99/9999 | 04316G204 |
| — | QELL ACQUISITION CORP | 1,000,000 | $10,160 | 0.4% | $10.16 | — | UNIT 10/01/2025 | G7307X121 |
| — | FTAC OLYMPUS ACQUISITION COR | 1,000,000 | $10,000 | 0.4% | $10.00 | — | UNIT 08/24/2025 | G37288118 |
| BSN/U | BROADSTONE ACQUISITION CORP | 998,900 | $9,959 | 0.4% | $9.97 | — | UNIT 99/99/9999 | G1739V118 |
| — | FOLEY TRASIMENE ACQUISITION | 950,000 | $9,690 | 0.4% | $10.20 | — | UNIT 99/99/9999 | 344328208 |
| LUV | SOUTHWEST AIRLS CO | 258,393 | $9,690 | 0.4% | $33.06 | 0.0% | COM | 844741108 |
| — | FOLEY TRASIMENE ACQUISTN COR | 850,000 | $9,597 | 0.4% | $10.91 | — | UNIT 99/99/9999 | 34431F203 |
| — | SUSTAINABLE OPPORTNTS ACQ CO | 825,000 | $9,116 | 0.4% | $10.10 | — | UNIT 99/99/9999 | G8598Y125 |
| — | ARCLIGHT CLEAN TRANSITION CO | 875,000 | $8,785 | 0.4% | $10.04 | — | UNIT 09/21/2025 | G04561117 |
| — | PERSHING SQUARE TONTINE HLDG | 372,234 | $8,446 | 0.3% | $22.69 | — | COM CL A | 71531R109 |
| — | HOSTESS BRANDS INC | 10,054,001 | $8,244 | 0.3% | $2.31 | — | *W EXP 11/04/202 | 44109J114 |
| RTP/U | REINVENT TECHNOLOGY PARTNERS | 700,000 | $8,043 | 0.3% | $11.49 | — | UNIT 99/99/9999 | G7483N111 |
| — | ACON S2 ACQUISITION CORP | 800,000 | $8,016 | 0.3% | $10.02 | — | UNIT 09/15/2027 | G00748122 |
| M | MACYS INC | 1,393,100 | $7,941 | 0.3% | — | — | Put | 55616P104 |
| — | D8 HOLDINGS CORP | 786,980 | $7,925 | 0.3% | $10.07 | — | UNIT 99/99/9999 | G2614K102 |
| JWS/U | JAWS ACQUISITION CORP | 691,900 | $7,659 | 0.3% | $10.71 | — | UNIT 99/99/9999 | G50744120 |
| — | CC NEUBERGER PRIN HLDGS II | 700,000 | $7,231 | 0.3% | $10.33 | — | UNIT 99/99/9999 | G3166T129 |
| — | COHN ROBBINS HOLDINGS CORP | 700,000 | $7,063 | 0.3% | $10.09 | — | UNIT 08/11/2025 | G23726121 |
| XLK | SELECT SECTOR SPDR TR | 59,900 | $6,990 | 0.3% | — | — | Call | 81369Y803 |
| XLK | SELECT SECTOR SPDR TR | 59,900 | $6,990 | 0.3% | — | — | Put | 81369Y803 |
| IPOC/U | SOCIAL CAP HEDSPIA HLDG CO I | 500,000 | $6,895 | 0.3% | $11.87 | — | UNIT 99/99/9999 | G8251K123 |
| — | EQUITY DISTR ACQUISITION COR | 644,634 | $6,640 | 0.3% | $10.30 | — | UNIT 99/99/9999 | 29465E205 |
| — | CLIMATE CHANGE CRISIS REAL I | 646,281 | $6,495 | 0.3% | $10.05 | — | UNIT 99/99/9999 | 18716C209 |
| ACND/U | ASCENDANT DIGITAL ACQUISITIO | 600,000 | $6,312 | 0.3% | $10.52 | — | UNIT 99/99/9999 | G05155125 |
| — | CAPSTAR SPL PURP ACQUISITION | 615,000 | $6,275 | 0.3% | $10.20 | — | UNIT 07/09/2027 | 14070Y200 |
| — | OAKTREE ACQUISITION CORP II | 600,000 | $6,174 | 0.3% | $10.29 | — | UNIT 09/15/2027 | G6715X129 |
| — | REDBALL ACQUISITION CORP | 582,014 | $6,152 | 0.3% | $10.57 | — | UNIT 99/99/9999 | G7417R121 |
| — | E MERGE TECHNOLOGY ACQUISITI | 600,000 | $6,048 | 0.2% | $10.08 | — | UNIT 07/30/2025 | 26873Y203 |
| OPK | OPKO HEALTH INC | 1,623,668 | $5,991 | 0.2% | $3.94 | +7.1% | COM | 68375N103 |
| — | DMY TECHNOLOGY GROUP INC II | 579,575 | $5,929 | 0.2% | $10.23 | — | UNIT 99/99/9999 | 233277201 |
| — | HUDSON EXECUTIVE INVT CORP | 557,878 | $5,805 | 0.2% | $10.28 | — | UNIT 06/21/2025 | 443761200 |
| — | EAST RES ACQUISITION CO | 569,698 | $5,748 | 0.2% | $10.09 | — | UNIT 07/01/2027 | 274681204 |
| — | CF FINANCE ACQUISITION CORP | 571,538 | $5,728 | 0.2% | $10.02 | — | UNIT 08/01/2027 | 15725Q203 |
| XLV | SELECT SECTOR SPDR TR | 54,000 | $5,696 | 0.2% | — | — | Call | 81369Y209 |
| XLV | SELECT SECTOR SPDR TR | 54,000 | $5,696 | 0.2% | — | — | Put | 81369Y209 |
| — | BOWX ACQUISITION CORP | 550,000 | $5,643 | 0.2% | $10.26 | — | UNIT 08/03/2025 | 103085205 |
| — | YUCAIPA ACQUISITION CORP | 550,000 | $5,610 | 0.2% | $10.20 | — | UNIT 99/99/9999 | G9879L121 |
| GLNG | GOLAR LNG LTD | 922,200 | $5,584 | 0.2% | — | — | Put | G9456A100 |
| NIO | NIO INC | 246,600 | $5,233 | 0.2% | $21.22 | — | SPON ADS | 62914V106 |
| — | INTERPRIVATE ACQUISITION COR | 500,350 | $5,174 | 0.2% | $9.89 | — | UNIT 10/29/2024 | 46064A202 |
| GNRUQ | GREENROSE ACQUISITION CORP | 514,135 | $5,134 | 0.2% | $9.71 | — | UNIT 02/28/2024 | 395392202 |
| — | NORTH MOUNTAIN MERGER CORP | 500,000 | $5,100 | 0.2% | $10.20 | — | UNIT 09/16/2025 | 661204206 |
| — | VECTOR ACQUISITION CORP | 500,000 | $5,070 | 0.2% | $10.14 | — | UNIT 09/30/2027 | G9442R100 |
| — | STARBOARD VALUE ACQUISITN CO | 500,000 | $5,050 | 0.2% | $10.10 | — | UNIT 09/10/2025 | 85521J208 |
| — | GO ACQUISITION CORP | 500,000 | $5,040 | 0.2% | $10.08 | — | UNIT 08/31/2027 | 362019200 |
| — | NAVSIGHT HLDGS INC | 500,000 | $5,030 | 0.2% | $10.06 | — | UNIT 99/99/9999 | 639358209 |
| — | TAILWIND ACQUISITION CORP | 500,000 | $5,025 | 0.2% | $10.05 | — | UNIT 09/07/2027 | 87403Q201 |
| — | PRIME IMPACT ACQUISITION I | 500,000 | $5,010 | 0.2% | $10.02 | — | UNIT 10/01/2030 | G61074111 |
| — | VPC IMPACT ACQUISITION HLDNG | 500,000 | $5,000 | 0.2% | $10.00 | — | UNIT 09/22/2025 | G9441E126 |
| TREB/U | TREBIA ACQUISITION CORP | 459,900 | $4,967 | 0.2% | $10.57 | — | UNIT 99/99/9999 | G9027T125 |
| — | CHURCHILL CAP CORP II | 450,000 | $4,748 | 0.2% | $10.55 | — | CL A | 17143G106 |
| — | LONGVIEW ACQUISITION CORP | 464,022 | $4,710 | 0.2% | $10.10 | — | UNIT 99/99/9999 | 543195200 |
| — | UTZ BRANDS INC | 712,717 | $4,661 | 0.2% | $6.54 | — | *W EXP 08/28/202 | 918090119 |
| — | GORES HLDGS V INC | 448,919 | $4,646 | 0.2% | $10.35 | — | UNIT 99/99/9999 | 382864205 |
| — | OKTA INC | 3,500,000 | $4,626 | 0.2% | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| XLC | SELECT SECTOR SPDR TR | 76,800 | $4,562 | 0.2% | — | — | Call | 81369Y852 |
| XLC | SELECT SECTOR SPDR TR | 76,800 | $4,562 | 0.2% | — | — | Put | 81369Y852 |
| — | GIGCAPITAL3 INC | 440,380 | $4,558 | 0.2% | $10.17 | — | UNIT 99/99/9999 | 37519D206 |
| PDAC/U | PERIDOT ACQUISITION CORP | 450,000 | $4,493 | 0.2% | $9.98 | — | UNIT 99/99/9999 | G7008A123 |
| — | CHP MERGER CORP | 440,419 | $4,488 | 0.2% | $10.19 | — | COM CL A | 12558Y106 |
| — | FAST ACQUISITION CORP | 450,000 | $4,487 | 0.2% | $9.97 | — | UNIT 99/99/9999 | 311875207 |
| — | TORTOISE ACQUISITION CORP II | 409,000 | $4,450 | 0.2% | $10.88 | — | UNIT 06/14/2027 | G89554110 |
| THBR | THUNDER BRDG ACQUISTION II L | 425,000 | $4,335 | 0.2% | $10.20 | — | CL A SHS | G8857S116 |
| — | PMV CONSUMER ACQUISITION COR | 430,398 | $4,300 | 0.2% | $9.99 | — | UNIT 08/31/2027 | 693486201 |
| — | MALACCA STRAITS ACQUISITION | 425,000 | $4,229 | 0.2% | $9.95 | — | UNIT 99/99/9999 | G5859B125 |
| — | GOLAR LNG LTD | 5,500,000 | $4,214 | 0.2% | $0.64 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | NOVAVAX INC | 3,500,000 | $4,205 | 0.2% | $1.20 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | MAXEON SOLAR TECHNOLOGIES LT | 245,755 | $4,168 | 0.2% | $16.96 | — | SHS | Y58473102 |
| GDX | VANECK VECTORS ETF TR | 106,000 | $4,151 | 0.2% | — | — | Put | 92189F106 |
| HTH | HILLTOP HOLDINGS INC | 199,930 | $4,115 | 0.2% | $19.40 | 0.0% | COM | 432748101 |
| — | CIIG MERGER CORP | 403,089 | $4,039 | 0.2% | $10.02 | — | COM CL A | 12559C103 |
| — | CC NEUBERGER PRINCIPAL HLDNG | 365,787 | $3,965 | 0.2% | $10.71 | — | UNIT 99/99/9999 | G1992Y106 |
| XLF | SELECT SECTOR SPDR TR | 161,800 | $3,895 | 0.2% | $24.07 | — | Put | 81369Y605 |
| XLF | SELECT SECTOR SPDR TR | 161,800 | $3,895 | 0.2% | $24.07 | — | Call | 81369Y605 |
| HYG | ISHARES TR | 45,700 | $3,834 | 0.2% | $83.89 | — | IBOXX HI YD ETF | 464288513 |
| — | STAR PEAK ENERGY TRANSITION | 361,300 | $3,703 | 0.2% | $10.25 | — | UNIT 99/99/9999 | 855185203 |
| — | JUNIPER INDL HLDGS INC | 353,801 | $3,701 | 0.2% | $10.46 | — | COM CL A | 48205G106 |
| — | QEP RESOURCES INC | 4,050,000 | $3,656 | 0.2% | $0.90 | — | COM | 74733V100 |
| — | INSU ACQUISITION CORP II | 350,000 | $3,625 | 0.1% | $10.36 | — | UNIT 09/04/2025 | 457821304 |
| — | FORTRESS VALUE ACQUISITION I | 350,000 | $3,605 | 0.1% | $10.30 | — | UNIT 08/10/2027 | 349642207 |
| — | HPX CORP | 330,000 | $3,366 | 0.1% | $10.20 | — | UNIT 99/99/9999 | G32219118 |
| XLI | SELECT SECTOR SPDR TR | 43,100 | $3,318 | 0.1% | $77.00 | — | Call | 81369Y704 |
| XLI | SELECT SECTOR SPDR TR | 43,100 | $3,318 | 0.1% | $77.00 | — | Put | 81369Y704 |
| — | ACAMAR PARTNERS ACQSITION CO | 313,427 | $3,203 | 0.1% | $10.22 | — | CL A | 004285102 |
| — | SM ENERGY CO | 3,430,000 | $3,200 | 0.1% | $0.93 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | HOLICITY INC | 300,000 | $3,105 | 0.1% | $10.35 | — | UNIT 08/05/2025 | 435063201 |
| — | FALCON CAPITAL ACQUISITN COR | 300,000 | $3,087 | 0.1% | $10.29 | — | UNIT 08/20/2027 | 30606L207 |
| — | FINSERV ACQUISITION CORP | 302,756 | $3,037 | 0.1% | $10.03 | — | CL A | 318085107 |
| — | NORTHERN GENESIS ACQUISITION | 300,000 | $2,997 | 0.1% | $9.99 | — | UNIT 07/31/2027 | 66516T203 |
| XLF | SELECT SECTOR SPDR TR | 123,456 | $2,972 | 0.1% | $24.07 | — | SBI INT-FINL | 81369Y605 |
| XLP | SELECT SECTOR SPDR TR | 44,800 | $2,872 | 0.1% | — | — | Put | 81369Y308 |
| XLP | SELECT SECTOR SPDR TR | 44,800 | $2,872 | 0.1% | — | — | Call | 81369Y308 |
| OXY/WS | OCCIDENTAL PETE CORP | 955,869 | $2,868 | 0.1% | $3.00 | — | *W EXP 08/03/202 | 674599162 |
| — | FUSION ACQUISITION CORP | 275,885 | $2,842 | 0.1% | $10.28 | — | UNIT 99/99/9999 | 36118H204 |
| — | NEWHOLD INVESTMENT CORP | 275,000 | $2,767 | 0.1% | $10.06 | — | UNIT 03/10/2025 | 651448201 |
| — | FORUM MERGER III CORP | 252,871 | $2,640 | 0.1% | $10.44 | — | UNIT 08/24/2027 | 349885202 |
| — | HORIZON ACQUISITION CORP | 250,000 | $2,601 | 0.1% | $10.40 | — | UNIT 99/99/9999 | G46049121 |
| — | FOLEY TRASIMENE ACQUISTN COR | 250,000 | $2,590 | 0.1% | $10.36 | — | COM CL A | 34431F104 |
| — | VESPER HEALTHCARE ACQSTN COR | 250,000 | $2,565 | 0.1% | $10.26 | — | UNIT 99/99/9999 | 92538T203 |
| — | FINTECH ACQUISITION CORP IV | 250,000 | $2,540 | 0.1% | $10.16 | — | UNIT 12/31/2025 | 31810N302 |
| — | VISTAS MEDIA ACQUISITION CO | 249,920 | $2,524 | 0.1% | $10.10 | — | UNIT 08/03/2025 | 92840T206 |
| OMCL | OMNICELL COM | 33,400 | $2,494 | 0.1% | $69.31 | 0.0% | COM | 68213N109 |
| — | FINTECH ACQUISITION CORP III | 234,494 | $2,418 | 0.1% | $10.31 | — | COM CL A | 31811A101 |
| — | ACE CONVERGENCE ACQU CORP | 225,000 | $2,306 | 0.1% | $10.25 | — | UNIT 99/99/9999 | G0083D112 |
| — | WHITING PETE CORP NEW | 131,436 | $2,273 | 0.1% | $17.29 | — | COM NEW | 966387508 |
| — | DFP HEALTHCARE ACQUISITNS CO | 200,000 | $2,120 | 0.1% | $9.85 | — | UNIT 03/31/2025 | 23343Q209 |
| — | OSPREY TECHNLGY AQUISTION CO | 200,090 | $2,039 | 0.1% | $10.19 | — | COM CL A | 68839R104 |
| — | OAKTREE ACQUISITION CORP | 166,833 | $1,960 | 0.1% | $11.75 | — | SHS CL A | G67145105 |
| — | SOUTH MTN MERGER CORP | 184,652 | $1,930 | 0.1% | $10.45 | — | COM CL A | 838884104 |
| — | KENSINGTON CAP ACQUISITION C | 420,768 | $1,893 | 0.1% | $4.50 | — | *W EXP 07/01/202 | 490073111 |
| TROX | TRONOX HOLDINGS PLC | 220,000 | $1,731 | 0.1% | $6.60 | +26.5% | SHS | G9087Q102 |
| — | GORES HLDGS IV INC | 158,009 | $1,629 | 0.1% | $10.31 | — | COM CL A | 382865103 |
| — | RMG ACQUISITION CORP | 150,000 | $1,604 | 0.1% | $10.69 | — | CL A | 749641106 |
| — | PROS HOLDINGS INC | 50,200 | $1,603 | 0.1% | $31.93 | — | COM | 74346Y103 |
| RNG | RINGCENTRAL INC | 5,800 | $1,593 | 0.1% | $277.78 | 0.0% | CL A | 76680R206 |
| XLI | SELECT SECTOR SPDR TR | 20,338 | $1,566 | 0.1% | $77.00 | — | SBI INT-INDS | 81369Y704 |
| — | JAWS ACQUISITION CORP | 150,000 | $1,562 | 0.1% | $10.41 | — | SHS | G50744104 |
| DGNR/U | DRAGONEER GROWTH OPPORTUN CO | 125,000 | $1,531 | 0.1% | $12.25 | — | UNIT 08/18/2027 | G28302126 |
| — | SCVX CORP | 150,100 | $1,501 | 0.1% | $10.00 | — | COM | G79448208 |
| — | ASCENDANT DIGITAL ACQUISITIO | 144,733 | $1,439 | 0.1% | $9.94 | — | COM CL A | G05155109 |
| — | PAE INC | 650,000 | $1,430 | 0.1% | $1.49 | — | *W EXP 09/11/202 | 69290Y117 |
| — | CLOVIS ONCOLOGY INC | 1,963,000 | $1,403 | 0.1% | $0.64 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | GX ACQUISITION CORP | 130,800 | $1,373 | 0.1% | $10.50 | — | COM CL A | 36251A107 |
| — | RIBBIT LEAP LTD | 100,000 | $1,300 | 0.1% | $13.00 | — | UNIT 99/99/9999 | G7552B121 |
| — | SPARTAN ENERGY ACQUISITION C | 285,895 | $1,252 | 0.1% | $4.38 | — | *W EXP 08/27/202 | 846784122 |
| AONE/U | ONE | 110,000 | $1,199 | 0.0% | $10.90 | — | UNIT 99/99/9999 | G7000X113 |
| XLU | SELECT SECTOR SPDR TR | 20,200 | $1,199 | 0.0% | — | — | Put | 81369Y886 |
| XLU | SELECT SECTOR SPDR TR | 20,200 | $1,199 | 0.0% | — | — | Call | 81369Y886 |
| XLB | SELECT SECTOR SPDR TR | 16,600 | $1,056 | 0.0% | — | — | Call | 81369Y100 |
| XLB | SELECT SECTOR SPDR TR | 16,600 | $1,056 | 0.0% | — | — | Put | 81369Y100 |
| — | APEX TECHNOLOGY ACQUISITION | 97,258 | $1,031 | 0.0% | $10.60 | — | COM CL A | 03768F102 |
| — | CC NEUBERGER PRINCIPAL HLDNG | 91,599 | $953 | 0.0% | $10.40 | — | COM | G1992Y114 |
| — | SOCIAL CAP HEDSPIA HLDG CO I | 75,000 | $935 | 0.0% | $12.47 | — | COM CL A | G8251K107 |
| — | DEERFIELD HEALTHCARE TECH AC | 86,300 | $917 | 0.0% | $10.63 | — | UNIT 07/16/2025 | 244413209 |
| XLE | SELECT SECTOR SPDR TR | 28,700 | $860 | 0.0% | — | — | Put | 81369Y506 |
| XLE | SELECT SECTOR SPDR TR | 28,700 | $860 | 0.0% | — | — | Call | 81369Y506 |
| — | SCVX CORP | 75,000 | $806 | 0.0% | $9.97 | — | UNIT 99/99/9999 | G79448109 |
| — | CITIC CAPITAL ACQUISITION CO | 74,295 | $762 | 0.0% | $9.92 | — | UNIT 99/99/9999 | G21513125 |
| — | CF FIN ACQUISITION CORP | 70,534 | $734 | 0.0% | $10.41 | — | COM CL A | 12528N107 |
| — | ARYA SCIENCES ACQUISITION CO | 67,429 | $729 | 0.0% | $10.81 | — | COM CL A | G3166W106 |
| — | SINCLAIR BROADCAST GROUP INC | 34,600 | $665 | 0.0% | $19.22 | — | CL A | 829226109 |
| XLY | SELECT SECTOR SPDR TR | 4,500 | $661 | 0.0% | — | — | Call | 81369Y407 |
| XLY | SELECT SECTOR SPDR TR | 4,500 | $661 | 0.0% | — | — | Put | 81369Y407 |
| — | DMY TECHNOLOGY GROUP INC | 210,127 | $630 | 0.0% | $3.00 | — | *W EXP 02/21/202 | 233253111 |
| — | CORNERSTONE BLDG BRANDS INC | 72,625 | $580 | 0.0% | $6.80 | — | COM | 21925D109 |
| — | FORTRESS VALUE ACQUISITION C | 151,363 | $498 | 0.0% | $3.29 | — | *W EXP 05/04/202 | 34962V114 |
| — | SOCIAL CAP HDOSPHIA HLDG CO | 66,666 | $370 | 0.0% | $5.55 | — | *W EXP 99/99/999 | G8250T125 |
| — | HYCROFT MINING HOLDING CORP | 350,573 | $319 | 0.0% | $0.91 | — | *W EXP 02/12/202 | 44862P117 |
| — | FLYING EAGLE ACQUISITION COR | 94,510 | $308 | 0.0% | $3.26 | — | *W EXP 02/26/202 | 34407Y111 |
| — | PERSHING SQUARE TONTINE HLDG | 41,358 | $297 | 0.0% | $7.18 | — | *W EXP 07/24/202 | 71531R117 |
| OI | O-I GLASS INC | 26,075 | $276 | 0.0% | $10.03 | +6.6% | COM | 67098H104 |
| — | CHURCHILL CAP CORP III | 133,873 | $268 | 0.0% | $2.00 | — | *W EXP 03/01/202 | 17144C112 |
| — | GORES HLDGS IV INC | 45,119 | $75 | 0.0% | $1.66 | — | *W EXP 01/22/202 | 382865111 |
| — | KALEYRA INC | 50,000 | $71 | 0.0% | $1.14 | — | *W EXP 12/12/202 | 483379111 |
| — | US ECOLOGY INC | 11,524 | $56 | 0.0% | $11.63 | — | *W EXP 10/17/202 | 91734M111 |