CIK: 0001080171 · Show all filings
Period: Q4 2020 (← Previous) (Next →)
Filing Date: Feb 16, 2021
Total Value ($000): $3,954,368 (70.3% shares, 29.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | EXACT SCIENCES CORP | 186,534,000 | $243,612 | 6.2% | $0.95 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| DD | DUPONT DE NEMOURS INC | 2,550,332 | $181,354 | 4.6% | $23.71 | 0.0% | COM | 26614N102 |
| — | SNAP INC | 67,329,000 | $152,700 | 3.9% | $1.39 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | ZILLOW GROUP INC | 72,414,000 | $150,894 | 3.8% | $1.25 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | DISH NETWORK CORPORATION | 155,971,000 | $149,066 | 3.8% | $0.91 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| DAL | DELTA AIR LINES INC DEL | 2,659,217 | $106,927 | 2.7% | $29.50 | +19.9% | COM NEW | 247361702 |
| — | CHURCHILL CAPITAL CORP IV | 9,179,554 | $94,549 | 2.4% | $10.25 | — | UNIT 99/99/9999 | 171439201 |
| CUK | CARNIVAL PLC | 4,668,069 | $87,480 | 2.2% | $12.88 | — | ADR | 14365C103 |
| — | QUANTUMSCAPE CORP | 1,931,963 | $73,415 | 1.9% | $38.00 | — | *W EXP 11/25/202 | 74767V117 |
| — | EXACT SCIENCES CORP | 51,442,000 | $71,445 | 1.8% | $1.05 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| HYG | ISHARES TR | 722,575 | $63,081 | 1.6% | $87.08 | — | IBOXX HI YD ETF | 464288513 |
| — | TWITTER INC | 50,708,000 | $61,407 | 1.6% | $1.00 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| LBRDK | LIBERTY BROADBAND CORP | 377,000 | $59,705 | 1.5% | $142.46 | 0.0% | COM SER C | 530307305 |
| UAL | UNITED AIRLS HLDGS INC | 1,276,376 | $55,203 | 1.4% | $36.70 | +10.2% | COM | 910047109 |
| — | ZILLOW GROUP INC | 30,687,000 | $52,250 | 1.3% | $1.41 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | WAYFAIR INC | 30,800,000 | $51,771 | 1.3% | $2.08 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | AMERICAN AIRLS GROUP INC | 37,034,000 | $46,610 | 1.2% | $1.26 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | OPKO HEALTH INC | 35,850,000 | $45,081 | 1.1% | $0.94 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | HYCROFT MINING HOLDING CORP | 5,534,345 | $43,445 | 1.1% | $8.39 | — | COM CL A | 44862P109 |
| — | FTAC OLYMPUS ACQUISITION COR | 3,610,794 | $39,249 | 1.0% | $10.63 | — | UNIT 08/24/2025 | G37288118 |
| CHRD | OASIS PETROLEUM INC | 1,035,773 | $38,386 | 1.0% | $10.09 | 0.0% | COM NEW | 674215207 |
| — | SCION TECH GROWTH I | 3,511,890 | $36,243 | 0.9% | $10.32 | — | UNIT 12/17/2025 | G31067120 |
| GLD | SPDR GOLD TR | 200,000 | $35,672 | 0.9% | — | — | Put | 78463V107 |
| — | RADIUS HEALTH INC | 38,050,000 | $34,201 | 0.9% | $0.76 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | LANDCADIA HOLDINGS III INC | 2,997,427 | $33,481 | 0.8% | $11.17 | — | UNIT 99/99/9999 | 51476H209 |
| — | TWC TECH HLDGS II CORP | 2,565,400 | $27,578 | 0.7% | $10.26 | — | UNIT 09/10/2025 | 90117G204 |
| — | FAR PEAK ACQUISITION CORP | 2,500,561 | $25,881 | 0.7% | $10.35 | — | UNIT 99/99/9999 | G3312L129 |
| — | ATLAS CREST INVT CORP | 2,438,000 | $25,721 | 0.7% | $10.55 | — | UNIT 99/99/9999 | 049284201 |
| — | APOLLO STRATEGIC GROWTH CAPT | 2,258,400 | $24,684 | 0.6% | $10.93 | — | UNIT 99/99/9999 | G0411R122 |
| — | BOWX ACQUISITION CORP | 2,269,085 | $24,279 | 0.6% | $10.59 | — | UNIT 08/03/2025 | 103085205 |
| — | CORNER GROWTH ACQUISITION CO | 2,300,000 | $24,035 | 0.6% | $10.45 | — | UNIT 01/01/2027 | G2425N121 |
| — | MOTIVE CAPITAL CORP | 2,250,000 | $23,715 | 0.6% | $10.54 | — | UNIT 99/99/9999 | G6293A129 |
| — | CHURCHILL CAPITAL CORP V | 2,250,000 | $23,625 | 0.6% | $10.50 | — | UNIT 99/99/9999 | 17144T206 |
| — | CF ACQUISITION CORP IV | 2,225,000 | $22,895 | 0.6% | $10.29 | — | UNIT 12/31/2027 | 12520T201 |
| — | CARNEY TECHNOLOGY ACQU CORP | 2,200,000 | $22,572 | 0.6% | $10.26 | — | UNIT 12/10/2025 | 143636207 |
| — | SENIOR CONNECT ACQUISITN COR | 2,125,000 | $21,866 | 0.6% | $10.29 | — | UNIT 12/09/2023 | 81723H207 |
| — | GOLDEN FALCON ACQUISITION CO | 2,097,578 | $21,815 | 0.6% | $10.40 | — | UNIT 99/99/9999 | 38102H208 |
| — | OSPREY TECHNLGY AQUISTION CO | 2,007,197 | $21,015 | 0.5% | $10.44 | — | COM CL A | 68839R104 |
| — | ASCENDANT DIGITAL ACQUISITIO | 2,031,830 | $20,847 | 0.5% | $10.24 | — | COM CL A | G05155109 |
| — | CHURCHILL CAPITAL CORP IV | 2,011,296 | $20,133 | 0.5% | $10.01 | — | CL A | 171439102 |
| — | MONTES ARCHIMEDES ACQUISITIO | 1,955,644 | $19,889 | 0.5% | $10.17 | — | COM CL A | 612657106 |
| — | CBRE ACQUISITION HLDGS INC | 1,880,083 | $19,647 | 0.5% | $10.45 | — | UNIT 99/99/9999 | 12510J205 |
| — | AKAMAI TECHNOLOGIES INC | 17,301,000 | $19,365 | 0.5% | $1.15 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | SPARTAN ACQUISITION CORP II | 1,785,000 | $19,278 | 0.5% | $10.80 | — | UNIT 99/99/9999 | 846775203 |
| — | CLOVIS ONCOLOGY INC | 22,150,000 | $19,201 | 0.5% | $0.96 | — | NOTE 4.500% 8/0 | 189464AE0 |
| — | KINS TECHNOLOGY GROUP INC | 1,850,000 | $19,037 | 0.5% | $10.29 | — | UNIT 10/14/2025 | 49714K208 |
| — | LUMINAR TECHNOLOGIES INC | 1,096,077 | $18,820 | 0.5% | $17.17 | — | *W EXP 12/02/202 | 550424113 |
| — | COHN ROBBINS HOLDINGS CORP | 1,739,199 | $18,696 | 0.5% | $10.48 | — | UNIT 08/11/2025 | G23726121 |
| — | CAPITOL INVESTMENT CORP V | 1,797,469 | $18,514 | 0.5% | $10.30 | — | UNIT 99/99/9999 | 14064F209 |
| AGNC | AGNC INVT CORP | 1,166,044 | $18,190 | 0.5% | $12.90 | — | COM | 00123Q104 |
| — | AJAX I | 1,462,222 | $18,146 | 0.5% | $12.41 | — | UNIT 99/99/9999 | G0190X118 |
| — | GO ACQUISITION CORP | 1,704,143 | $18,115 | 0.5% | $10.47 | — | UNIT 08/31/2027 | 362019200 |
| — | MUDRICK CAPITAL ACQU CORP II | 1,750,000 | $18,043 | 0.5% | $10.31 | — | UNIT 99/99/9999 | 62477L206 |
| — | DENBURY INC | 700,816 | $18,004 | 0.5% | $17.60 | — | COM | 24790A101 |
| IIAC/U | INVESTINDUSTRIAL ACQUISITION | 1,746,811 | $17,957 | 0.5% | $10.28 | — | UNIT 99/99/9999 | G4771L121 |
| — | RMG ACQUISITION CORP II | 1,600,422 | $17,845 | 0.5% | $11.15 | — | UNIT 12/09/2025 | G76083115 |
| — | LIBERTY MEDIA CORP DEL | 14,049,000 | $17,828 | 0.5% | $1.13 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | EQUITY DISTR ACQUISITION COR | 1,659,500 | $17,674 | 0.4% | $10.51 | — | UNIT 99/99/9999 | 29465E205 |
| — | CHURCHILL CAP CORP II | 1,700,000 | $17,595 | 0.4% | $10.40 | — | CL A | 17143G106 |
| — | E MERGE TECHNOLOGY ACQUISITI | 1,585,000 | $16,896 | 0.4% | $10.44 | — | UNIT 07/30/2025 | 26873Y203 |
| AM | ANTERO MIDSTREAM CORP | 2,145,420 | $16,541 | 0.4% | $2.62 | +70.5% | COM | 03676B102 |
| — | SANDBRIDGE ACQUISITION CORP | 1,585,351 | $16,329 | 0.4% | $10.03 | — | UNIT 99/99/9999 | 799793203 |
| — | HOSTESS BRANDS INC | 10,052,901 | $15,984 | 0.4% | $2.31 | — | *W EXP 11/04/202 | 44109J114 |
| — | PROPTECH INVESTMENT CORP II | 1,490,597 | $15,845 | 0.4% | $10.63 | — | UNIT 99/99/9999 | 743497208 |
| — | CHP MERGER CORP | 1,538,182 | $15,782 | 0.4% | $10.24 | — | COM CL A | 12558Y106 |
| M | MACYS INC | 1,393,100 | $15,672 | 0.4% | — | — | Put | 55616P104 |
| — | SEVEN OAKS ACQUISITION CORP | 1,500,000 | $15,525 | 0.4% | $10.35 | — | UNIT 12/18/2025 | 81787X205 |
| — | HEALTHCARE SERVICES ACQU COR | 1,500,000 | $15,330 | 0.4% | $10.22 | — | UNIT 11/18/2023 | 42227K203 |
| — | MP MATERIALS CORP | 988,045 | $15,186 | 0.4% | $15.37 | — | *W EXP 05/04/202 | 553368119 |
| — | NEXTGEN ACQUISITION CORP | 1,400,000 | $14,406 | 0.4% | $10.29 | — | UNIT 11/26/2020 | G65305115 |
| — | DPCM CAP INC | 1,300,000 | $14,326 | 0.4% | $11.02 | — | UNIT 99/99/9999 | 23344P200 |
| — | CAPSTAR SPL PURP ACQUISITION | 1,317,474 | $14,295 | 0.4% | $10.55 | — | UNIT 07/09/2027 | 14070Y200 |
| — | ARCLIGHT CLEAN TRANSITION CO | 1,200,000 | $14,280 | 0.4% | $10.54 | — | UNIT 09/21/2025 | G04561117 |
| — | GORES HOLDINGS VI INC | 1,326,366 | $14,059 | 0.4% | $10.60 | — | UNIT 08/24/2027 | 38286R204 |
| — | ARTIUS ACQUISITION INC | 1,250,000 | $14,050 | 0.4% | $10.56 | — | UNIT 99/99/9999 | 04316G204 |
| — | VY GLOBAL GROWTH | 1,330,001 | $13,859 | 0.4% | $10.42 | — | COM CL A | G9444H100 |
| — | FALCON CAPITAL ACQUISITN COR | 1,279,033 | $13,660 | 0.3% | $10.59 | — | UNIT 08/20/2027 | 30606L207 |
| — | INSU ACQUISITION CORP III | 1,258,877 | $13,306 | 0.3% | $10.57 | — | UNIT 12/31/2026 | 457817302 |
| — | H I G ACQUISITION CORP | 1,250,000 | $13,038 | 0.3% | $10.43 | — | UNIT 99/99/9999 | G44898115 |
| — | HORIZON ACQUISITION CORPORAT | 1,198,300 | $12,870 | 0.3% | $10.74 | — | UNIT 99/99/9999 | G46044122 |
| — | LIVE OAK ACQUISITION CORP II | 1,178,000 | $12,781 | 0.3% | $10.85 | — | UNIT 99/99/9999 | 53804W205 |
| — | HIGHLAND TRANSCEND PARTNERS | 1,168,005 | $12,264 | 0.3% | $10.50 | — | UNIT 99/99/9999 | G44690116 |
| — | MEDTECH ACQUISITION CORP | 1,159,871 | $12,179 | 0.3% | $10.50 | — | UNIT 12/18/2025 | 58507N204 |
| — | QELL ACQUISITION CORP | 988,969 | $12,154 | 0.3% | $12.29 | — | CL A | G7307X105 |
| — | REDBALL ACQUISITION CORP | 1,080,094 | $11,762 | 0.3% | $10.89 | — | COM CL A | G7417R105 |
| — | MICROCHIP TECHNOLOGY INC. | 5,673,000 | $11,488 | 0.3% | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | DUNE ACQUISITION CORP | 1,100,000 | $11,275 | 0.3% | $10.25 | — | UNIT 10/29/2027 | 265334201 |
| OXY/WS | OCCIDENTAL PETE CORP | 1,652,809 | $11,256 | 0.3% | $4.61 | — | *W EXP 08/03/202 | 674599162 |
| — | CC NEUBERGER PRIN HLDGS II | 1,074,500 | $11,175 | 0.3% | $10.40 | — | SHS CL A | G3166T103 |
| — | D8 HOLDINGS CORP | 1,034,700 | $11,061 | 0.3% | $10.22 | — | UNIT 99/99/9999 | G2614K102 |
| — | TPG PACE TECH OPPORTUNITIES | 965,276 | $10,966 | 0.3% | $11.36 | — | UNIT 99/99/9999 | G8990Y111 |
| — | AVANTI ACQUISITION CORP | 1,005,000 | $10,894 | 0.3% | $10.84 | — | UNIT 99/99/9999 | G0682V117 |
| — | IG ACQUISITION CORP | 999,900 | $10,809 | 0.3% | $10.81 | — | UNIT 10/05/2027 | 449534205 |
| — | CLIMATE CHANGE CRISIS REAL I | 1,000,000 | $10,690 | 0.3% | $10.28 | — | UNIT 99/99/9999 | 18716C209 |
| EMPW/U | EMPOWER LTD | 1,016,875 | $10,576 | 0.3% | $10.40 | — | UNIT 99/99/9999 | G3R39W128 |
| — | 7GC & CO HOLDINGS INC | 1,000,000 | $10,550 | 0.3% | $10.55 | — | UNIT 12/23/2025 | 81786A206 |
| — | HEALTH ASSURN ACQUISITION CO | 951,837 | $10,489 | 0.3% | $11.02 | — | UNIT 99/99/9999 | 42226W208 |
| — | PINE IS ACQUISITION CORP | 1,000,000 | $10,310 | 0.3% | $10.31 | — | UNIT 99/99/9999 | 722615200 |
| — | OMNICHANNEL ACQUISITION CORP | 1,000,000 | $10,300 | 0.3% | $10.30 | — | UNIT 99/99/9999 | 68218L207 |
| — | ALTITUDE ACQUISITION CORP | 994,577 | $10,294 | 0.3% | $10.35 | — | UNIT 11/30/2027 | 02156Y202 |
| — | GS ACQUISITION HLDGS CORP II | 895,200 | $10,205 | 0.3% | $11.08 | — | UNIT 99/99/9999 | 36258Q204 |
| — | TILRAY INC | 12,000,000 | $10,200 | 0.3% | $0.40 | — | NOTE 5.000%10/0 | 88688TAB6 |
| — | FOLEY TRASIMENE ACQUISTN COR | 856,132 | $10,188 | 0.3% | $10.91 | — | UNIT 99/99/9999 | 34431F203 |
| — | FISKER INC | 2,055,804 | $10,115 | 0.3% | $4.92 | — | *W EXP 12/01/202 | 33813J114 |
| — | FINTECH ACQUISITION CORP V | 925,751 | $9,878 | 0.2% | $10.67 | — | UNIT 99/99/9999 | 31810Q305 |
| — | AURORA CANNABIS INC | 13,000,000 | $9,848 | 0.2% | $0.76 | — | NOTE 5.500% 2/2 | 05156XAG3 |
| — | DMY TECHNOLOGY GROUP INC III | 826,242 | $9,419 | 0.2% | $11.40 | — | UNIT 99/99/9999 | 233278209 |
| — | CF FIN ACQUISITION CORP III | 875,000 | $9,389 | 0.2% | $10.73 | — | UNIT 09/30/2027 | 12529D207 |
| — | CC NEUBERGER PRIN HLDGS II | 908,500 | $9,040 | 0.2% | $10.24 | — | UNIT 99/99/9999 | G3166T129 |
| GLNG | GOLAR LNG LTD | 922,200 | $8,890 | 0.2% | — | — | Put | G9456A100 |
| — | SUSTAINABLE OPPORTNTS ACQ CO | 823,300 | $8,859 | 0.2% | $10.76 | — | ORD SHS A | G8598Y109 |
| — | SINCLAIR BROADCAST GROUP INC | 275,942 | $8,789 | 0.2% | $30.27 | — | CL A | 829226109 |
| — | CONCORD ACQUISITION CORP | 850,500 | $8,769 | 0.2% | $10.31 | — | UNIT 12/28/2025 | 206071201 |
| — | OAKTREE ACQUISITION CORP II | 779,258 | $8,346 | 0.2% | $10.39 | — | UNIT 09/15/2027 | G6715X129 |
| — | NAVSIGHT HLDGS INC | 800,000 | $8,240 | 0.2% | $10.15 | — | UNIT 99/99/9999 | 639358209 |
| IPOE/U | SOCIAL CAPITAL HEDOSOPHA HLD | 625,000 | $8,238 | 0.2% | $13.18 | — | UNIT 99/99/9999 | G8252P121 |
| — | THAYER VENTURES ACQU CORP | 785,930 | $8,233 | 0.2% | $10.48 | — | UNIT 01/01/2030 | 88332T209 |
| — | NEBULA CARAVEL ACQUISITION C | 762,098 | $8,231 | 0.2% | $10.80 | — | UNIT 12/09/2023 | 629070202 |
| — | QEP RESOURCES INC | 3,391,618 | $8,106 | 0.2% | $0.90 | — | COM | 74733V100 |
| — | SUPERNOVA PARTNERS ACQUISITI | 685,000 | $7,953 | 0.2% | $11.61 | — | UNIT 99/99/9999 | 86846V207 |
| — | JAZZ INVESTMENTS I LTD | 7,404,000 | $7,898 | 0.2% | $0.91 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | SARISSA CAPITAL ACQUISITN CO | 732,491 | $7,801 | 0.2% | $10.65 | — | UNIT 10/23/2027 | G7823W128 |
| XLK | SELECT SECTOR SPDR TR | 59,900 | $7,788 | 0.2% | — | — | Put | 81369Y803 |
| XLK | SELECT SECTOR SPDR TR | 59,900 | $7,788 | 0.2% | — | — | Call | 81369Y803 |
| — | CERBERUS TELECOM ACQUISITION | 708,285 | $7,550 | 0.2% | $10.66 | — | UNIT 99/99/9999 | G2040C112 |
| LUV | SOUTHWEST AIRLS CO | 158,815 | $7,402 | 0.2% | $33.06 | +21.9% | COM | 844741108 |
| — | FOREST ROAD ACQUISITION CORP | 696,280 | $7,311 | 0.2% | $10.50 | — | UNIT 99/99/9999 | 34619R201 |
| — | DECARBONIZATION PLUS ACQU CO | 628,238 | $7,218 | 0.2% | $11.49 | — | UNIT 10/02/2025 | 242797207 |
| — | 10X CAPITAL VENTURE ACQU COR | 677,419 | $7,215 | 0.2% | $10.65 | — | UNIT 10/21/2025 | 88025V206 |
| — | AMERICAS TECHNOLOGY ACQSN CO | 700,000 | $7,196 | 0.2% | $10.28 | — | UNIT 99/99/9999 | G0404A128 |
| — | TREPONT ACQUISITION CORP I | 674,073 | $6,990 | 0.2% | $10.37 | — | UNIT 99/99/9999 | G9095M119 |
| — | BLUESCAPE OPPORTUNITIES ACQU | 625,200 | $6,977 | 0.2% | $11.16 | — | UNIT 99/99/9999 | G1195N121 |
| — | VPC IMPACT ACQUISITION HLDNG | 650,000 | $6,955 | 0.2% | $10.16 | — | UNIT 09/22/2025 | G9441E126 |
| — | E MERGE TECHNOLOGY ACQUISITI | 671,257 | $6,867 | 0.2% | $10.23 | — | COM CL A | 26873Y104 |
| — | SPRING VY ACQUISITION CORP | 650,000 | $6,858 | 0.2% | $10.55 | — | UNIT 11/11/2025 | G8377A116 |
| — | LUMINAR TECHNOLOGIES INC | 200,000 | $6,800 | 0.2% | $34.00 | — | Call | 550424105 |
| PDAC/U | PERIDOT ACQUISITION CORP | 600,000 | $6,750 | 0.2% | $10.30 | — | UNIT 99/99/9999 | G7008A123 |
| — | PALO ALTO NETWORKS INC | 4,575,000 | $6,464 | 0.2% | $1.01 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 500,000 | $6,455 | 0.2% | $12.91 | — | UNIT 99/99/9999 | G8251L121 |
| OPK | OPKO HEALTH INC | 1,600,000 | $6,320 | 0.2% | $3.94 | +6.0% | COM | 68375N103 |
| — | ACKRELL SPAC PARTNERS I CO | 600,000 | $6,174 | 0.2% | $10.29 | — | UNIT 12/01/2026 | 00461L204 |
| XLV | SELECT SECTOR SPDR TR | 54,000 | $6,126 | 0.2% | — | — | Put | 81369Y209 |
| XLV | SELECT SECTOR SPDR TR | 54,000 | $6,126 | 0.2% | — | — | Call | 81369Y209 |
| — | BOWX ACQUISITION CORP | 591,666 | $6,070 | 0.2% | $10.26 | — | CL A | 103085106 |
| — | LEFTERIS ACQUISITION CORP | 550,000 | $5,962 | 0.2% | $10.84 | — | UNIT 11/01/2023 | 52470X208 |
| BSN/U | BROADSTONE ACQUISITION CORP | 562,483 | $5,900 | 0.1% | $9.97 | — | UNIT 99/99/9999 | G1739V118 |
| — | HUDSON EXECUTIVE INVT CORP | 500,000 | $5,700 | 0.1% | $10.28 | — | UNIT 06/21/2025 | 443761200 |
| GNRUQ | GREENROSE ACQUISITION CORP | 514,135 | $5,655 | 0.1% | $9.71 | — | UNIT 02/28/2024 | 395392202 |
| — | TIGA ACQUISITION CORP | 520,900 | $5,511 | 0.1% | $10.58 | — | UNIT 99/99/9999 | G88672129 |
| — | JIYA ACQUISITION CORP | 526,467 | $5,423 | 0.1% | $10.30 | — | COM CL A | 47760M102 |
| — | TAILWIND ACQUISITION CORP | 500,000 | $5,390 | 0.1% | $10.05 | — | UNIT 09/07/2027 | 87403Q201 |
| — | PRIME IMPACT ACQUISITION I | 506,500 | $5,374 | 0.1% | $10.03 | — | UNIT 10/01/2030 | G61074111 |
| — | YUCAIPA ACQUISITION CORP | 526,500 | $5,370 | 0.1% | $10.20 | — | UNIT 99/99/9999 | G9879L121 |
| — | NORTH MOUNTAIN MERGER CORP | 500,000 | $5,370 | 0.1% | $10.20 | — | UNIT 09/16/2025 | 661204206 |
| — | RECHARGE ACQUISITION CORP | 500,000 | $5,350 | 0.1% | $10.70 | — | UNIT 99/99/9999 | 756229209 |
| TREB/U | TREBIA ACQUISITION CORP | 459,900 | $5,316 | 0.1% | $10.57 | — | UNIT 99/99/9999 | G9027T125 |
| — | VECTOR ACQUISITION CORP | 490,700 | $5,275 | 0.1% | $10.14 | — | UNIT 09/30/2027 | G9442R100 |
| — | HUMANCO ACQUISITION CORP | 478,028 | $5,268 | 0.1% | $11.02 | — | UNIT 12/08/2023 | 44487N208 |
| — | LUMINAR TECHNOLOGIES INC | 154,944 | $5,268 | 0.1% | $34.00 | — | COM CL A | 550424105 |
| — | CONX CORP | 500,000 | $5,225 | 0.1% | $10.45 | — | UNIT 10/30/2027 | 212873202 |
| — | SCVX CORP | 503,616 | $5,187 | 0.1% | $10.21 | — | COM | G79448208 |
| XLC | SELECT SECTOR SPDR TR | 76,800 | $5,182 | 0.1% | — | — | Put | 81369Y852 |
| XLC | SELECT SECTOR SPDR TR | 76,800 | $5,182 | 0.1% | — | — | Call | 81369Y852 |
| — | ACE CONVERGENCE ACQU CORP | 475,200 | $5,175 | 0.1% | $10.59 | — | UNIT 99/99/9999 | G0083D112 |
| — | STARBOARD VALUE ACQUISITN CO | 500,000 | $5,150 | 0.1% | $10.10 | — | UNIT 09/10/2025 | 85521J208 |
| — | FTAC OLYMPUS ACQUISITION COR | 500,000 | $5,150 | 0.1% | $10.30 | — | CL A SHS | G37288100 |
| — | VIVEON HEALTH ACQUISITION CO | 500,000 | $5,135 | 0.1% | $10.27 | — | UNIT 99/99/9999 | 92853V205 |
| XLF | SELECT SECTOR SPDR TR | 173,456 | $5,113 | 0.1% | $25.63 | — | SBI INT-FINL | 81369Y605 |
| — | GOLAR LNG LTD | 5,500,000 | $5,082 | 0.1% | $0.64 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| GNPK/U | GENESIS PK ACQUISITION CORP | 478,646 | $4,973 | 0.1% | $10.39 | — | UNIT 99/99/9999 | G38245117 |
| — | MEREDITH CORP | 257,300 | $4,940 | 0.1% | $19.20 | — | COM | 589433101 |
| — | COHN ROBBINS HOLDINGS CORP | 470,100 | $4,894 | 0.1% | $10.41 | — | COM CL A | G23726105 |
| — | GORES HLDGS V INC | 448,919 | $4,835 | 0.1% | $10.35 | — | UNIT 99/99/9999 | 382864205 |
| — | POPULATION HEALTH INVS CO IN | 458,434 | $4,791 | 0.1% | $10.45 | — | UNIT 99/99/9999 | G71716123 |
| XLF | SELECT SECTOR SPDR TR | 161,800 | $4,770 | 0.1% | $25.63 | — | Put | 81369Y605 |
| XLF | SELECT SECTOR SPDR TR | 161,800 | $4,770 | 0.1% | $25.63 | — | Call | 81369Y605 |
| — | TORTOISE ACQUISITION CORP II | 420,680 | $4,745 | 0.1% | $10.89 | — | UNIT 06/14/2027 | G89554110 |
| PEB | PEBBLEBROOK HOTEL TR | 248,718 | $4,676 | 0.1% | $18.80 | — | COM | 70509V100 |
| — | EDTECHX HOLDINGS ACQU CORP I | 450,000 | $4,644 | 0.1% | $10.32 | — | UNIT 08/31/2027 | 28139A201 |
| — | FORTRESS VALUE ACQUISITION I | 412,231 | $4,600 | 0.1% | $10.43 | — | UNIT 08/10/2027 | 349642207 |
| — | RICE ACQUISITION CORP | 400,500 | $4,530 | 0.1% | $11.31 | — | UNIT 99/99/9999 | 762594208 |
| — | ATLANTIC AVE ACQUISITION COR | 426,133 | $4,517 | 0.1% | $10.60 | — | UNIT 99/99/9999 | 04906P200 |
| — | PMV CONSUMER ACQUISITION COR | 430,398 | $4,433 | 0.1% | $9.99 | — | UNIT 08/31/2027 | 693486201 |
| — | L&F ACQUISITION CORP | 425,000 | $4,407 | 0.1% | $10.37 | — | UNIT 99/99/9999 | G53702125 |
| — | MALACCA STRAITS ACQUISITION | 424,570 | $4,360 | 0.1% | $9.95 | — | UNIT 99/99/9999 | G5859B125 |
| — | FIRSTMARK HORIZON ACQUISITIO | 375,000 | $4,275 | 0.1% | $11.40 | — | UNIT 99/99/9999 | 33765Y200 |
| — | SPORTS ENTERTAINMENT ACQU CO | 375,000 | $4,031 | 0.1% | $10.75 | — | UNIT 99/99/9999 | 84918M205 |
| — | IQIYI INC | 4,000,000 | $4,001 | 0.1% | $1.00 | — | NOTE 4.000%12/1 | 46267XAE8 |
| — | TORTOISE ACQUISITION CORP II | 372,462 | $3,967 | 0.1% | $10.65 | — | COM CL A | G89554102 |
| XLI | SELECT SECTOR SPDR TR | 43,100 | $3,817 | 0.1% | $77.00 | — | Call | 81369Y704 |
| XLI | SELECT SECTOR SPDR TR | 43,100 | $3,817 | 0.1% | $77.00 | — | Put | 81369Y704 |
| — | EQUITY DISTR ACQUISITION COR | 355,858 | $3,644 | 0.1% | $10.24 | — | COM CL A | 29465E106 |
| GDX | VANECK VECTORS ETF TR | 100,000 | $3,602 | 0.1% | — | — | Put | 92189F106 |
| — | DESKTOP METAL INC | 205,000 | $3,526 | 0.1% | $17.20 | — | COM CL A | 25058X105 |
| — | FUSION ACQUISITION CORP | 275,885 | $3,407 | 0.1% | $10.28 | — | UNIT 99/99/9999 | 36118H204 |
| — | OPENDOOR TECHNOLOGIES INC | 438,067 | $3,382 | 0.1% | $7.72 | — | *W EXP 12/18/202 | 683712111 |
| — | SM ENERGY CO | 3,430,000 | $3,281 | 0.1% | $0.93 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| TROX | TRONOX HOLDINGS PLC | 220,000 | $3,216 | 0.1% | $6.60 | +76.3% | SHS | G9087Q102 |
| — | HORIZON ACQUISITION CORP | 299,900 | $3,167 | 0.1% | $10.43 | — | UNIT 99/99/9999 | G46049121 |
| — | ACON S2 ACQUISITION CORP | 300,000 | $3,150 | 0.1% | $10.02 | — | UNIT 09/15/2027 | G00748122 |
| — | MOTION ACQUISITION CORP | 295,925 | $3,143 | 0.1% | $10.62 | — | UNIT 10/14/2025 | 61980M206 |
| — | HOLICITY INC | 300,000 | $3,117 | 0.1% | $10.35 | — | UNIT 08/05/2025 | 435063201 |
| — | H I G ACQUISITION CORP | 300,000 | $3,033 | 0.1% | $10.11 | — | COM CL A | G44898107 |
| XLP | SELECT SECTOR SPDR TR | 44,800 | $3,021 | 0.1% | — | — | Put | 81369Y308 |
| XLP | SELECT SECTOR SPDR TR | 44,800 | $3,021 | 0.1% | — | — | Call | 81369Y308 |
| — | CONSONANCE HFW ACQUISITION C | 288,182 | $3,017 | 0.1% | $10.47 | — | UNIT 99/99/9999 | G2445M129 |
| — | GORES HLDGS V INC | 284,316 | $2,957 | 0.1% | $10.40 | — | COM CL A | 382864106 |
| — | LUX HEALTH TECH ACQUISITION | 250,000 | $2,875 | 0.1% | $11.50 | — | UNIT 11/30/2027 | 55068A209 |
| — | NEWHOLD INVESTMENT CORP | 275,000 | $2,871 | 0.1% | $10.06 | — | UNIT 03/10/2025 | 651448201 |
| — | FOLEY TRASIMENE ACQUISTN COR | 250,000 | $2,795 | 0.1% | $10.36 | — | COM CL A | 34431F104 |
| — | PERSHING SQUARE TONTINE HLDG | 100,000 | $2,772 | 0.1% | $22.69 | — | COM CL A | 71531R109 |
| — | TEKKORP DIGITAL ACQUISITN CO | 250,000 | $2,688 | 0.1% | $10.75 | — | UNIT 09/29/2027 | G8739H122 |
| — | ACIES ACQUISITION CORP | 250,000 | $2,680 | 0.1% | $10.72 | — | UNIT 11/30/2027 | G0103T121 |
| — | CIIG MERGER CORP | 322,978 | $2,648 | 0.1% | $8.20 | — | *W EXP 12/31/202 | 12559C111 |
| — | ZANITE ACQUISITION CORP | 250,000 | $2,630 | 0.1% | $10.52 | — | UNIT 10/08/2025 | 98907K202 |
| — | DESKTOP METAL INC | 540,770 | $2,601 | 0.1% | $4.81 | — | *W EXP 03/31/202 | 25058X113 |
| — | RUSH STREET INTERACTIVE INC | 338,457 | $2,592 | 0.1% | $7.66 | — | *W EXP 02/21/202 | 782011118 |
| — | ACAMAR PARTNERS ACQSITION CO | 221,887 | $2,485 | 0.1% | $10.22 | — | CL A | 004285102 |
| — | DFP HEALTHCARE ACQUISITNS CO | 200,000 | $2,252 | 0.1% | $9.85 | — | UNIT 03/31/2025 | 23343Q209 |
| — | IG ACQUISITION CORP | 218,000 | $2,208 | 0.1% | $10.13 | — | COM CL A | 449534106 |
| XLI | SELECT SECTOR SPDR TR | 20,338 | $1,801 | 0.0% | $77.00 | — | SBI INT-INDS | 81369Y704 |
| — | ATLAS CORP | 156,565 | $1,697 | 0.0% | $10.84 | — | SHARES | Y0436Q109 |
| MP | MP MATERIALS CORP | 50,000 | $1,609 | 0.0% | $19.35 | 0.0% | Call | 553368101 |
| MP | MP MATERIALS CORP | 50,000 | $1,609 | 0.0% | $19.35 | 0.0% | COM CL A | 553368101 |
| — | YELLOWSTONE ACQUISITION CO | 150,000 | $1,598 | 0.0% | $10.65 | — | UNIT 10/22/2025 | 98566K204 |
| — | CC NEUBERGER PRINCIPAL HLDNG | 147,453 | $1,598 | 0.0% | $10.57 | — | COM | G1992Y114 |
| — | VPC IMPACT ACQUISITION HLDNG | 150,000 | $1,512 | 0.0% | $10.08 | — | SHS CL A | G9441E100 |
| — | MONTES ARCHIMEDES ACQUISITIO | 940,347 | $1,495 | 0.0% | $1.59 | — | *W EXP 99/99/999 | 612657114 |
| — | PAE INC | 650,000 | $1,495 | 0.0% | $1.49 | — | *W EXP 09/11/202 | 69290Y117 |
| — | MARQUEE RAINE ACQUISITION CO | 125,000 | $1,354 | 0.0% | $10.83 | — | UNIT 12/01/2025 | G58442115 |
| — | BLUESCAPE OPPORTUNITIES ACQU | 130,243 | $1,352 | 0.0% | $10.38 | — | SHS | G1195N105 |
| — | LANNETT CO INC | 2,000,000 | $1,286 | 0.0% | $0.64 | — | NOTE 4.500%10/0 | 51602UAC2 |
| XLU | SELECT SECTOR SPDR TR | 20,200 | $1,267 | 0.0% | — | — | Put | 81369Y886 |
| XLU | SELECT SECTOR SPDR TR | 20,200 | $1,267 | 0.0% | — | — | Call | 81369Y886 |
| AONE/U | ONE | 110,000 | $1,252 | 0.0% | $10.90 | — | UNIT 99/99/9999 | G7000X113 |
| XLB | SELECT SECTOR SPDR TR | 16,600 | $1,202 | 0.0% | — | — | Call | 81369Y100 |
| XLB | SELECT SECTOR SPDR TR | 16,600 | $1,202 | 0.0% | — | — | Put | 81369Y100 |
| — | FUSION ACQUISITION CORP | 100,000 | $1,130 | 0.0% | $11.30 | — | CL A | 36118H105 |
| — | JAWS SPITFIRE ACQUISITION CO | 100,000 | $1,105 | 0.0% | $11.05 | — | UNIT 99/99/9999 | G50740128 |
| XLE | SELECT SECTOR SPDR TR | 28,700 | $1,088 | 0.0% | — | — | Call | 81369Y506 |
| XLE | SELECT SECTOR SPDR TR | 28,700 | $1,088 | 0.0% | — | — | Put | 81369Y506 |
| — | VY GLOBAL GROWTH | 100,000 | $1,076 | 0.0% | $10.76 | — | UNIT 99/99/9999 | G9444H126 |
| ACND/U | ASCENDANT DIGITAL ACQUISITIO | 100,000 | $1,050 | 0.0% | $10.52 | — | UNIT 99/99/9999 | G05155125 |
| — | CLOVIS ONCOLOGY INC | 1,463,000 | $1,037 | 0.0% | $0.64 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | ASCENDANT DIGITAL ACQUISITIO | 605,585 | $1,036 | 0.0% | $1.71 | — | *W EXP 07/28/202 | G05155117 |
| — | BRISTOL-MYERS SQUIBB CO | 1,500,000 | $1,035 | 0.0% | $2.63 | — | RIGHT 99/99/9999 | 110122157 |
| — | HYCROFT MINING HOLDING CORP | 697,073 | $990 | 0.0% | $1.16 | — | *W EXP 02/12/202 | 44862P117 |
| — | SUSTAINABLE OPPORTNTS ACQ CO | 411,650 | $926 | 0.0% | $2.25 | — | *W EXP 99/99/999 | G8598Y117 |
| — | SKILLZ INC | 119,405 | $862 | 0.0% | $7.22 | — | *W EXP 02/26/202 | 83067L117 |
| — | SCVX CORP | 75,000 | $856 | 0.0% | $9.97 | — | UNIT 99/99/9999 | G79448109 |
| — | CIIG MERGER CORP | 30,000 | $844 | 0.0% | $10.02 | — | COM CL A | 12559C103 |
| XLY | SELECT SECTOR SPDR TR | 4,500 | $723 | 0.0% | — | — | Put | 81369Y407 |
| XLY | SELECT SECTOR SPDR TR | 4,500 | $723 | 0.0% | — | — | Call | 81369Y407 |
| — | SOUTH MTN MERGER CORP | 163,686 | $697 | 0.0% | $4.26 | — | *W EXP 06/20/202 | 838884112 |
| — | QELL ACQUISITION CORP | 211,478 | $660 | 0.0% | $3.12 | — | *W EXP 10/01/202 | G7307X113 |
| — | QELL ACQUISITION CORP | 37,873 | $502 | 0.0% | $10.16 | — | UNIT 10/01/2025 | G7307X121 |
| — | SANDBRIDGE ACQUISITION CORP | 377,928 | $491 | 0.0% | $1.30 | — | *W EXP 09/14/202 | 799793112 |
| — | REDBALL ACQUISITION CORP | 194,004 | $435 | 0.0% | $2.24 | — | *W EXP 08/17/202 | G7417R113 |
| — | MULTIPLAN CORPORATION | 239,495 | $359 | 0.0% | $1.50 | — | *W EXP 02/13/202 | 62548M118 |
| — | TILRAY INC | 25,500 | $211 | 0.0% | $8.27 | — | COM CL 2 | 88688T100 |
| — | MONTES ARCHIMEDES ACQUISITIO | 19,700 | $207 | 0.0% | $10.51 | — | UNIT 09/30/2025 | 612657205 |
| — | KALEYRA INC | 50,000 | $75 | 0.0% | $1.14 | — | *W EXP 11/25/202 | 483379111 |