Location: Lajolla, CA
CIK: 0001301396 · Show all filings
Period: Q4 2020 (← Previous) (Next →)
Filing Date: Feb 12, 2021
Total Value: $731M (42.3% shares, 57.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | 8X8 INC NEW | 19,977,000 | $29.09M | 4.0% | $0.93 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | INFINERA CORPORATION | 18,400,000 | $22.86M | 3.1% | $1.01 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | GRANITE CONSTR INC | 18,625,000 | $20.23M | 2.8% | $1.09 | — | NOTE 2.750%11/0 | 387328AB3 |
| — | FLEXION THERAPEUTICS INC | 22,479,000 | $20.06M | 2.7% | $0.83 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | PRA GROUP INC | 17,800,000 | $19.4M | 2.7% | $1.09 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | VEONEER INCORPORATED | 15,650,000 | $19.12M | 2.6% | $0.96 | — | NOTE 4.000% 6/0 | 92336XAA7 |
| — | SEA LTD | 7,000,000 | $16.17M | 2.2% | $2.31 | — | DEBT 2.375%12/0 | 81141RAE0 |
| — | LIVE NATION ENTERTAINMENT IN | 9,989,000 | $12.94M | 1.8% | $1.20 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | SEACOR HOLDINGS INC | 12,960,000 | $12.83M | 1.8% | $0.90 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | THERAVANCE BIOPHARMA INC | 13,473,000 | $12.76M | 1.7% | $0.94 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | BILIBILI INC | 3,500,000 | $12.14M | 1.7% | $1.91 | — | NOTE 1.375% 4/0 | 090040AB2 |
| — | RETROPHIN INC | 11,825,000 | $12.05M | 1.6% | $0.85 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | SEACOR HOLDINGS INC | 12,222,000 | $11.89M | 1.6% | $0.91 | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | AERIE PHARMACEUTICALS INC | 12,710,000 | $11.78M | 1.6% | $0.89 | — | NOTE 1.500%10/0 | 00771VAB4 |
| — | NANTHEALTH INC | 12,240,000 | $11.66M | 1.6% | $0.78 | — | NOTE 5.500%12/1 | 630104AB3 |
| — | TILRAY INC | 11,083,000 | $11.06M | 1.5% | $1.00 | — | DEBT 5.000%10/0 | 88338TAB0 |
| — | IQIYI INC | 10,250,000 | $10.45M | 1.4% | $1.07 | — | DEBT 3.750%12/0 | 46267XAB4 |
| — | CF ACQUISITION CORP IV | 950,000 | $9.776M | 1.3% | $10.29 | — | UNIT 12/31/2027 | 12520T201 |
| — | TILRAY INC | 11,340,000 | $9.639M | 1.3% | $0.81 | — | DEBT 5.000%10/0 | 88688TAB6 |
| — | IG ACQUISITION CORP | 949,392 | $9.617M | 1.3% | $10.13 | — | COM CL A | 449534106 |
| — | OMEROS CORP | 9,000,000 | $9.591M | 1.3% | $0.92 | — | NOTE 6.250%11/1 | 682143AE2 |
| — | L&F ACQUISITION CORP | 914,885 | $9.487M | 1.3% | $10.37 | — | UNIT 99/99/9999 | G53702125 |
| — | MUDRICK CAPITAL ACQU CORP II | 908,124 | $9.363M | 1.3% | $10.31 | — | UNIT 99/99/9999 | 62477L206 |
| — | GOSSAMER BIO INC | 10,250,000 | $9.336M | 1.3% | $0.98 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | CHURCHILL CAPITAL CORP IV | 908,167 | $9.091M | 1.2% | $10.01 | — | CL A | 171439102 |
| — | CYTOKINETICS INC | 4,000,000 | $8.635M | 1.2% | $2.16 | — | NOTE 4.000%11/1 | 23282WAA8 |
| — | IQIYI INC | 8,876,000 | $7.865M | 1.1% | $0.93 | — | DEBT 2.000% 4/0 | 46267XAD0 |
| — | INTERCEPT PHARMACEUTICALS IN | 9,887,000 | $7.671M | 1.0% | $0.78 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | SOUTHWEST AIRLS CO | 5,000,000 | $7.288M | 1.0% | $1.46 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | NAVSIGHT HLDGS INC | 666,482 | $6.671M | 0.9% | $10.01 | — | CL A | 639358100 |
| — | OPKO HEALTH INC | 5,287,000 | $6.648M | 0.9% | $0.96 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | MICROCHIP TECHNOLOGY INC. | 3,100,000 | $6.319M | 0.9% | $1.19 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | VONAGE HLDGS CORP | 5,692,000 | $6.204M | 0.8% | $0.96 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | APPLIED OPTOELECTRONICS INC | 7,000,000 | $5.769M | 0.8% | $0.87 | — | NOTE 5.000% 3/1 | 03823UAB8 |
| — | RADIUS HEALTH INC | 5,742,000 | $5.161M | 0.7% | $0.87 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | CONCORD ACQUISITION CORP | 495,156 | $5.105M | 0.7% | $10.31 | — | UNIT 12/28/2025 | 206071201 |
| — | CARNEY TECHNOLOGY ACQU CORP | 493,114 | $5.059M | 0.7% | $10.26 | — | UNIT 12/10/2025 | 143636207 |
| — | EMPOWER LTD | 500,000 | $5.005M | 0.7% | $10.01 | — | CL A COM | G3R39W102 |
| — | IQIYI INC | 5,000,000 | $5.001M | 0.7% | $1.00 | — | NOTE 4.000%12/1 | 46267XAE8 |
| AGG | ISHARES TR | 41,600 | $4.917M | 0.7% | $118.21 | — | CORE US AGGBD ET | 464287226 |
| — | DISH NETWORK CORP | 5,100,000 | $4.874M | 0.7% | $0.94 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| TMPOQ | ACE CONVERGENCE ACQU CORP | 473,184 | $4.836M | 0.7% | $10.22 | — | CL A | G0083D120 |
| — | SWITCHBACK ENERGY ACQUISTN C | 313,253 | $4.83M | 0.7% | $12.06 | — | *W EXP 07/25/202 | 87105M110 |
| — | SPORTS ENTERTAINMENT ACQU CO | 470,931 | $4.766M | 0.7% | $10.12 | — | COM | 84918M106 |
| — | E MERGE TECHNOLOGY ACQUISITI | 454,031 | $4.645M | 0.6% | $10.23 | — | COM CL A | 26873Y104 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 366,600 | $4.509M | 0.6% | $12.30 | — | SHS CL A | G8251L105 |
| — | INTERCEPT PHARMACEUTICALS IN | 7,485,000 | $4.494M | 0.6% | $0.73 | — | NOTE 2.000% 5/1 | 45845PAB4 |
| — | ENCORE CAP GROUP INC | 4,016,000 | $4.372M | 0.6% | $1.03 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | CF FIN ACQUISITION CORP III | 400,000 | $4.292M | 0.6% | $10.73 | — | UNIT 09/30/2027 | 12529D207 |
| — | CORNER GROWTH ACQUISITION CO | 410,000 | $4.285M | 0.6% | $10.45 | — | UNIT 01/01/2027 | G2425N121 |
| — | INSU ACQUISITION CORP III | 400,000 | $4.228M | 0.6% | $10.57 | — | UNIT 12/31/2026 | 457817302 |
| — | DD3 ACQUISITION CORP II | 400,000 | $4.2M | 0.6% | $10.50 | — | UNIT 99/99/9999 | 23318M209 |
| — | NEUROCRINE BIOSCIENCES INC | 3,000,000 | $4.169M | 0.6% | $1.38 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | ASCENDANT DIGITAL ACQUISITIO | 400,000 | $4.104M | 0.6% | $10.26 | — | COM CL A | G05155109 |
| — | ACKRELL SPAC PARTNERS I CO | 393,631 | $4.05M | 0.6% | $10.29 | — | UNIT 12/01/2026 | 00461L204 |
| — | PRIME IMPACT ACQUISITION I | 386,920 | $3.908M | 0.5% | $10.10 | — | SHS CL A | G61074103 |
| — | DISH NETWORK CORP | 4,174,000 | $3.906M | 0.5% | $0.89 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | MERIDA MERGER CORP I | 371,402 | $3.788M | 0.5% | $9.74 | — | COM | 58953M106 |
| — | DELWINDS INS ACQUISITION COR | 361,491 | $3.687M | 0.5% | $10.20 | — | UNIT 99/99/9999 | 24803C201 |
| — | REDBALL ACQUISITION CORP | 335,948 | $3.658M | 0.5% | $10.89 | — | COM CL A | G7417R105 |
| — | CF FINANCE ACQUISITION CORP | 328,017 | $3.615M | 0.5% | $11.02 | — | COM CL A | 15725Q104 |
| — | DPCM CAP INC | 324,740 | $3.579M | 0.5% | $11.02 | — | UNIT 99/99/9999 | 23344P200 |
| — | HEALTHCARE SERVICES ACQU COR | 349,764 | $3.575M | 0.5% | $10.22 | — | UNIT 11/18/2023 | 42227K203 |
| — | SEVEN OAKS ACQUISITION CORP | 343,456 | $3.555M | 0.5% | $10.35 | — | UNIT 12/18/2025 | 81787X205 |
| — | LIGAND PHARMACEUTICALS INC | 3,743 | $3.55M | 0.5% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | PALO ALTO NETWORKS INC | 2,500,000 | $3.532M | 0.5% | $1.13 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | YY INC | 3,500,000 | $3.472M | 0.5% | $0.99 | — | DEBT 1.375% 6/1 | 98426TAE6 |
| — | ALTITUDE ACQUISITION CORP | 334,831 | $3.466M | 0.5% | $10.35 | — | UNIT 11/30/2027 | 02156Y202 |
| — | EDTECHX HOLDINGS ACQU CORP I | 328,751 | $3.393M | 0.5% | $10.32 | — | UNIT 08/31/2027 | 28139A201 |
| — | IRONWOOD PHARMACEUTICALS INC | 3,000,000 | $3.378M | 0.5% | $1.13 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | VPC IMPACT ACQUISITION HLDNG | 330,200 | $3.328M | 0.5% | $10.08 | — | SHS CL A | G9441E100 |
| — | FTAC OLYMPUS ACQUISITION COR | 320,000 | $3.296M | 0.5% | $10.30 | — | CL A SHS | G37288100 |
| — | KINS TECHNOLOGY GROUP INC | 314,680 | $3.238M | 0.4% | $10.29 | — | UNIT 10/14/2025 | 49714K208 |
| — | Tortoise Acquisition II Corp | 300,000 | $3.195M | 0.4% | $10.65 | — | COM CL A | G89554102 |
| — | NOVAVAX INC | 2,500,000 | $3.134M | 0.4% | $1.20 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | AVANTI ACQUISITION CORP | 297,690 | $3.06M | 0.4% | $10.28 | — | SHS CL A | G0682V109 |
| — | MEDTECH ACQUISITION CORP | 283,287 | $2.975M | 0.4% | $10.50 | — | UNIT 12/18/2025 | 58507N204 |
| — | ENCORE CAP GROUP INC | 2,500,000 | $2.936M | 0.4% | $1.14 | — | NOTE 3.250%10/0 | 292554AM4 |
| — | PROPTECH INVESTMENT CORP II | 271,100 | $2.882M | 0.4% | $10.63 | — | UNIT 99/99/9999 | 743497208 |
| — | ARYA SCIENCES ACQUISITION CO | 261,068 | $2.833M | 0.4% | $10.85 | — | COM CL A | G3166W106 |
| — | LANNETT CO INC | 4,400,000 | $2.83M | 0.4% | $0.64 | — | NOTE 4.500%10/0 | 51602UAC2 |
| — | LIONHEART ACQUISITION CORP I | 275,900 | $2.781M | 0.4% | $10.08 | — | COM CL A | 53625R104 |
| — | 7GC & CO HOLDINGS INC | 260,000 | $2.743M | 0.4% | $10.55 | — | UNIT 12/23/2025 | 81786A206 |
| — | IRONWOOD PHARMACEUTICALS INC | 2,500,000 | $2.706M | 0.4% | $1.03 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | FINTECH ACQUISITION CORP V | 250,000 | $2.668M | 0.4% | $10.67 | — | UNIT 99/99/9999 | 31810Q305 |
| — | FOREST ROAD ACQUISITION CORP | 248,990 | $2.614M | 0.4% | $10.50 | — | UNIT 99/99/9999 | 34619R201 |
| — | NEXTGEN ACQUISITION CORP | 250,000 | $2.573M | 0.4% | $10.29 | — | UNIT 11/26/2020 | G65305115 |
| — | AMERICAS TECHNOLOGY ACQSN CO | 250,000 | $2.57M | 0.4% | $10.28 | — | UNIT 99/99/9999 | G0404A128 |
| — | EQUITY DISTR ACQUISITION COR | 250,000 | $2.56M | 0.4% | $10.24 | — | COM CL A | 29465E106 |
| — | H I G ACQUISITION CORP | 243,159 | $2.536M | 0.3% | $10.43 | — | UNIT 99/99/9999 | G44898115 |
| — | BETTER WORLD ACQUISITION COR | 229,322 | $2.534M | 0.3% | $11.05 | — | UNIT 11/15/2027 | 08772B203 |
| — | WINNEBAGO INDS INC | 2,062,000 | $2.452M | 0.3% | $1.19 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | INSMED INC | 2,163,000 | $2.438M | 0.3% | $1.02 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | TAILWIND ACQUISITION CORP | 233,306 | $2.424M | 0.3% | $10.39 | — | COM CL A | 87403Q102 |
| HZAC | HORIZON ACQUISITION CORP | 238,850 | $2.393M | 0.3% | $10.02 | — | COM CL A | G46049105 |
| — | LUMINAR TECHNOLOGIES INC | 138,564 | $2.379M | 0.3% | $17.17 | — | *W EXP 12/02/202 | 550424113 |
| — | NRG ENERGY INC | 2,049,000 | $2.339M | 0.3% | $1.14 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | COHN ROBBINS HOLDINGS CORP | 223,365 | $2.325M | 0.3% | $10.41 | — | COM CL A | G23726105 |
| — | QUANTUMSCAPE CORP | 59,494 | $2.261M | 0.3% | $38.00 | — | *W EXP 11/25/202 | 74767V117 |
| — | AEA-BRIDGES IMPACT CORP | 220,077 | $2.223M | 0.3% | $10.10 | — | SHS CL A | G01046104 |
| — | CHURCHILL CAP CORP II | 205,392 | $2.126M | 0.3% | $10.55 | — | CL A | 17143G106 |
| — | ZANITE ACQUISITION CORP | 200,000 | $2.104M | 0.3% | $10.52 | — | UNIT 10/08/2025 | 98907K202 |
| — | LANDCADIA HOLDINGS III INC | 200,000 | $2.096M | 0.3% | $10.48 | — | COM CL A | 51476H100 |
| — | FORUM MERGER III CORP | 154,520 | $2.092M | 0.3% | $13.54 | — | COM CL A | 349885103 |
| — | FALCON CAPITAL ACQUISITN COR | 196,049 | $2.066M | 0.3% | $10.54 | — | COM CL A | 30606L108 |
| — | DUNE ACQUISITION CORP | 200,000 | $2.05M | 0.3% | $10.25 | — | UNIT 10/29/2027 | 265334201 |
| — | TATTOOED CHEF INC | 175,994 | $2.006M | 0.3% | $11.40 | — | *W EXP 10/15/202 | 87663X110 |
| — | LIVE OAK ACQUISITION CORP II | 173,803 | $1.886M | 0.3% | $10.85 | — | UNIT 99/99/9999 | 53804W205 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 150,000 | $1.866M | 0.3% | $12.44 | — | SHS CL A | G8252P105 |
| AGILQ | LIV CAP ACQUISITION CORP | 180,000 | $1.821M | 0.2% | $9.85 | — | CL A | G5510C108 |
| — | GALILEO ACQUISITION CORP | 175,000 | $1.785M | 0.2% | $9.90 | — | SHS | G3770A102 |
| — | VESPER HEALTHCARE ACQSTN COR | 155,000 | $1.753M | 0.2% | $11.31 | — | COM CL A | 92538T104 |
| — | FUSION ACQUISITION CORP | 152,628 | $1.725M | 0.2% | $11.30 | — | CL A | 36118H105 |
| — | ATLAS CREST INVT CORP | 153,523 | $1.62M | 0.2% | $10.55 | — | UNIT 99/99/9999 | 049284201 |
| — | BLUE WTR ACQUISITION CORP | 154,211 | $1.596M | 0.2% | $10.35 | — | UNIT 08/31/2027 | 09607T203 |
| — | D8 HOLDINGS CORP | 156,649 | $1.592M | 0.2% | $10.16 | — | SHS CL A | G2614K110 |
| — | SPRING VY ACQUISITION CORP | 150,000 | $1.583M | 0.2% | $10.55 | — | UNIT 11/11/2025 | G8377A116 |
| — | EXPERIENCE INVT CORP | 141,984 | $1.573M | 0.2% | $10.05 | — | COM CL A | 30217C109 |
| — | REVOLUTION ACCELERTN ACQU CO | 150,000 | $1.562M | 0.2% | $10.41 | — | UNIT 12/01/2025 | 76156P205 |
| GNPK/U | GENESIS PK ACQUISITION CORP | 142,943 | $1.485M | 0.2% | $10.39 | — | UNIT 99/99/9999 | G38245117 |
| — | GIGCAPITAL2 INC | 128,600 | $1.408M | 0.2% | $10.16 | — | COM | 375036100 |
| — | SUPERNOVA PARTNERS ACQUISITI | 126,473 | $1.391M | 0.2% | $11.00 | — | COM CL A | 86846V108 |
| — | EVOLENT HEALTH INC | 1,500,000 | $1.301M | 0.2% | $0.70 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | FRAZIER LIFESCIENCES ACQU CO | 121,326 | $1.259M | 0.2% | $10.38 | — | UNIT 12/09/2025 | G3710A121 |
| — | AGBA ACQUISITION LTD | 115,000 | $1.212M | 0.2% | $10.38 | — | SHS | G0120M109 |
| — | MESA LABS INC | 1,000,000 | $1.204M | 0.2% | $1.09 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | PDL BIOPHARMA INC | 465,172 | $1.149M | 0.2% | $2.91 | — | COM | 69329Y104 |
| — | AURORA CANNABIS INC | 1,500,000 | $1.136M | 0.2% | $0.76 | — | NOTE 5.500% 2/2 | 05156XAG3 |
| — | TUSCAN HLDGS CORP II | 97,124 | $1.069M | 0.1% | $9.98 | — | COM | 90070A103 |
| — | HIGHLAND TRANSCEND PARTNERS | 100,000 | $1.05M | 0.1% | $10.50 | — | UNIT 99/99/9999 | G44690116 |
| — | CASCADE ACQUISITION CORP | 100,000 | $1.045M | 0.1% | $10.45 | — | UNIT 99/99/9999 | 147151203 |
| GBTG | APOLLO STRATEGIC GROWTH CAPT | 100,000 | $1.041M | 0.1% | $10.41 | — | SHS CL A | G0411R106 |
| — | UNION ACQUISITION CORP II | 100,000 | $1.04M | 0.1% | $9.93 | — | SHS | G9402Q100 |
| — | TREPONT ACQUISITION CORP I | 100,000 | $1.037M | 0.1% | $10.37 | — | UNIT 99/99/9999 | G9095M119 |
| — | SCION TECH GROWTH I | 100,000 | $1.032M | 0.1% | $10.32 | — | UNIT 12/17/2025 | G31067120 |
| — | SCVX CORP | 100,000 | $1.03M | 0.1% | $10.00 | — | COM | G79448208 |
| VGACGBP | VG ACQUISITION CORP | 88,282 | $1.009M | 0.1% | $11.43 | — | SHS CL A | G9446E105 |
| UP | ASPIRATIONAL CONSUMER LIFEST | 100,000 | $997K | 0.1% | $9.97 | — | COM | G05436103 |
| — | NEW BEGINNINGS ACQUISITION C | 99,200 | $995K | 0.1% | $10.03 | — | COM | 64222H100 |
| — | AMRYT PHARMA PLC | 69,437 | $983K | 0.1% | $12.36 | — | SPONSORED ADS | 03217L106 |
| — | NEVRO CORP | 500,000 | $912K | 0.1% | $1.36 | — | NOTE 2.750% 4/0 | 64157FAC7 |
| — | CM LIFE SCIENCES INC | 75,000 | $828K | 0.1% | $11.04 | — | COM CL A | 18978W109 |
| — | DMY TECHNOLOGY GROUP INC III | 71,594 | $816K | 0.1% | $11.40 | — | UNIT 99/99/9999 | 233278209 |
| — | TURMERIC ACQUISITION CORP | 75,000 | $770K | 0.1% | $10.27 | — | UNIT 10/08/2025 | G9127T116 |
| — | QUDIAN INC | 1,000,000 | $750K | 0.1% | $0.75 | — | DEBT 1.000% 7/0 | 747798AB2 |
| — | AJAX I | 59,900 | $743K | 0.1% | $12.40 | — | UNIT 99/99/9999 | G0190X118 |
| — | RUSH STREET INTERACTIVE INC | 94,949 | $727K | 0.1% | $7.66 | — | *W EXP 02/21/202 | 782011118 |
| VTV | VANGUARD INDEX FDS | 6,000 | $714K | 0.1% | $119.00 | — | VALUE ETF | 922908744 |
| YAC | YUCAIPA ACQUISITION CORP | 70,000 | $707K | 0.1% | $10.10 | — | COM | G9879L105 |
| — | HOSTESS BRANDS INC | 438,600 | $697K | 0.1% | $1.34 | — | *W EXP 11/04/202 | 44109J114 |
| — | FORUM MERGER III CORP | 199,790 | $695K | 0.1% | $3.48 | — | *W EXP 08/24/202 | 349885111 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A | 50,358 | $689K | 0.1% | $13.68 | — | SHS CL A | G82514103 |
| GCMGW | GCM GROSVENOR INC | 378,059 | $679K | 0.1% | $1.80 | — | *W EXP 11/17/202 | 36831E116 |
| — | CF FINANCE ACQUISITION CORP | 279,533 | $674K | 0.1% | $2.41 | — | *W EXP 08/01/202 | 15725Q112 |
| — | MARQUEE RAINE ACQUISITION CO | 60,000 | $650K | 0.1% | $10.83 | — | UNIT 12/01/2025 | G58442115 |
| — | LEFTERIS ACQUISITION CORP | 59,717 | $647K | 0.1% | $10.83 | — | UNIT 11/01/2023 | 52470X208 |
| — | AEGERION PHARMACEUTICALS INC | 519,414 | $626K | 0.1% | $1.18 | — | NOTE 5.000% 4/0 | 00767EAC6 |
| — | RECHARGE ACQUISITION CORP | 60,600 | $618K | 0.1% | $10.20 | — | COM CL A | 756229100 |
| — | IG ACQUISITION CORP | 374,023 | $617K | 0.1% | $1.65 | — | *W EXP 10/05/202 | 449534114 |
| — | ONE | 55,215 | $595K | 0.1% | $10.78 | — | COM CL A | G7000X105 |
| — | KALEYRA INC | 387,151 | $581K | 0.1% | $1.28 | — | *W EXP 12/12/202 | 483379111 |
| — | JAWS SPITFIRE ACQUISITION CO | 50,000 | $553K | 0.1% | $11.06 | — | UNIT 99/99/9999 | G50740128 |
| — | TIGA ACQUISITION CORP | 50,000 | $529K | 0.1% | $10.58 | — | UNIT 99/99/9999 | G88672129 |
| — | GRID DYNAMICS HLDGS INC | 146,124 | $526K | 0.1% | $1.78 | — | *W EXP 03/05/202 | 39813G117 |
| — | GOLDEN FALCON ACQUISITION CO | 50,000 | $520K | 0.1% | $10.40 | — | UNIT 99/99/9999 | 38102H208 |
| — | AMPLITUDE HLTHCRE AQUSTIN CO | 50,000 | $501K | 0.1% | $9.92 | — | COM CL A | 03212A105 |
| — | QELL ACQUISITION CORP | 40,152 | $493K | 0.1% | $12.28 | — | CL A | G7307X105 |
| — | CEREVEL THERAPEUTICS HLDNG I | 85,967 | $486K | 0.1% | $5.65 | — | *W EXP 06/09/202 | 15678U102 |
| — | PAE INC | 211,187 | $486K | 0.1% | $2.41 | — | *W EXP 09/11/202 | 69290Y117 |
| — | GOLDEN NUGGET ONLINE GAMIN | 51,632 | $465K | 0.1% | $9.01 | — | *W EXP 05/09/202 | 38113L115 |
| — | PROPERTY SOLUTIONS ACQUISITI | 437,920 | $460K | 0.1% | $1.05 | — | *W EXP 03/20/202 | 74348Q116 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 134,775 | $441K | 0.1% | $3.27 | — | *W EXP 09/26/202 | G8251L113 |
| — | FIRSTMARK HORIZON ACQUISITIO | 38,587 | $409K | 0.1% | $10.60 | — | CL A COM | 33765Y101 |
| — | MULTIPLAN CORPORATION | 270,626 | $406K | 0.1% | $1.50 | — | *W EXP 02/13/202 | 62548M118 |
| — | ACE CONVERGENCE ACQU CORP | 286,468 | $398K | 0.1% | $1.39 | — | *W EXP 09/30/202 | G0083D104 |
| — | LF CAP ACQUISITION CORP | 197,403 | $383K | 0.1% | $1.08 | — | *W EXP 06/22/202 | 50200K116 |
| — | NAVSIGHT HLDGS INC | 292,723 | $375K | 0.1% | $1.28 | — | *W EXP 01/01/203 | 639358118 |
| — | THAYER VENTURES ACQU CORP | 35,000 | $367K | 0.1% | $10.49 | — | UNIT 01/01/2030 | 88332T209 |
| — | FUSION ACQUISITION CORP | 141,100 | $361K | 0.0% | $2.56 | — | *W EXP 06/01/202 | 36118H113 |
| — | SPORTS ENTERTAINMENT ACQU CO | 263,634 | $356K | 0.0% | $1.35 | — | *W EXP 10/30/202 | 84918M114 |
| — | REDBALL ACQUISITION CORP | 156,199 | $350K | 0.0% | $2.24 | — | *W EXP 08/17/202 | G7417R113 |
| — | ASCENDANT DIGITAL ACQUISITIO | 195,600 | $334K | 0.0% | $1.71 | — | *W EXP 07/28/202 | G05155117 |
| — | FOLEY TRASIMENE ACQUISITION | 72,595 | $333K | 0.0% | $4.59 | — | *W EXP 08/11/202 | 344328117 |
| — | XL FLEET CORP | 40,000 | $324K | 0.0% | $8.10 | — | *W EXP 06/01/202 | 9837FR118 |
| — | GIGCAPITAL2 INC | 158,600 | $311K | 0.0% | $0.91 | — | *W EXP 02/28/202 | 375036118 |
| EEM | ISHARES TR | 6,000 | $310K | 0.0% | $51.67 | — | MSCI EMG MKT ETF | 464287234 |
| — | FTAC OLYMPUS ACQUISITION COR | 149,000 | $283K | 0.0% | $1.90 | — | *W EXP 08/28/202 | G37288126 |
| — | FUSION FUEL GREEN PLC | 42,361 | $282K | 0.0% | $6.66 | — | *W EXP 07/01/202 | G3R25D100 |
| — | E MERGE TECHNOLOGY ACQUISITI | 185,901 | $281K | 0.0% | $1.51 | — | *W EXP 07/30/202 | 26873Y112 |
| — | NESCO HLDGS INC | 283,722 | $272K | 0.0% | $0.30 | — | *W EXP 01/01/202 | 64083J112 |
| — | CHURCHILL CAPITAL CORP IV | 178,000 | $271K | 0.0% | $1.52 | — | *W EXP 08/04/202 | 171439110 |
| — | PRIME IMPACT ACQUISITION I | 174,900 | $268K | 0.0% | $1.53 | — | *W EXP 10/01/203 | G61074129 |
| — | MOTIVE CAPITAL CORP | 25,000 | $264K | 0.0% | $10.56 | — | UNIT 99/99/9999 | G6293A129 |
| — | TUSCAN HLDGS CORP II | 108,600 | $260K | 0.0% | $0.45 | — | *W EXP 99/99/999 | 90070A111 |
| — | HOLICITY INC | 25,000 | $253K | 0.0% | $10.12 | — | COM CL A | 435063102 |
| — | THUNDER BRDG ACQUISTION II L | 65,000 | $240K | 0.0% | $1.35 | — | *W EXP 11/30/202 | G8857S108 |
| — | REINVENT TECHNOLOGY PARTNERS | 20,000 | $231K | 0.0% | $11.55 | — | CL A | G7483N129 |
| — | BCLS ACQUISITION CORP | 20,000 | $223K | 0.0% | $11.15 | — | COM CL A | G0904B105 |
| BKKT/WS | VPC IMPACT ACQUISITION HLDNG | 198,000 | $220K | 0.0% | $1.11 | — | *W EXP 10/22/202 | G9441E118 |
| — | Tortoise Acquisition II Corp | 75,000 | $214K | 0.0% | $2.85 | — | *W EXP 06/14/202 | G89554128 |
| — | MERIDA MERGER CORP I | 201,050 | $201K | 0.0% | $0.50 | — | *W EXP 11/07/202 | 58953M114 |
| — | AVANTI ACQUISITION CORP | 133,301 | $201K | 0.0% | $1.51 | — | *W EXP 99/99/999 | G0682V125 |
| HLLY/WS | EMPOWER LTD | 166,666 | $192K | 0.0% | $1.15 | — | *W EXP 11/30/202 | G3R39W110 |
| — | TAILWIND ACQUISITION CORP | 134,153 | $188K | 0.0% | $1.40 | — | *W EXP 09/07/202 | 87403Q110 |
| — | CM LIFE SCIENCES INC | 66,516 | $182K | 0.0% | $2.74 | — | *W EXP 09/04/202 | 18978W117 |
| — | AEA-BRIDGES IMPACT CORP | 117,538 | $181K | 0.0% | $1.54 | — | *W EXP 09/19/202 | G01046112 |
| — | EQUITY DISTR ACQUISITION COR | 100,000 | $179K | 0.0% | $1.79 | — | *W EXP 09/09/202 | 29465E114 |
| — | LIONHEART ACQUISITION CORP I | 150,450 | $176K | 0.0% | $1.17 | — | *W EXP 02/14/202 | 53625R112 |
| — | FINSERV ACQUISITION CORP | 50,000 | $175K | 0.0% | $1.00 | — | *W EXP 12/31/202 | 318085115 |
| — | GX ACQUISITION CORP | 60,099 | $173K | 0.0% | $1.60 | — | *W EXP 05/24/202 | 36251A115 |
| — | APEX TECHNOLOGY ACQUISITION | 37,500 | $161K | 0.0% | $4.29 | — | *W EXP 09/18/202 | 03768F110 |
| — | COHN ROBBINS HOLDINGS CORP | 86,666 | $156K | 0.0% | $1.80 | — | *W EXP 08/28/202 | G23726113 |
| — | FALCON CAPITAL ACQUISITN COR | 70,460 | $151K | 0.0% | $2.14 | — | *W EXP 08/20/202 | 30606L116 |
| — | FOLEY TRASIMENE ACQUISITION | 10,000 | $151K | 0.0% | $15.10 | — | COM CL A | 344328109 |
| — | LANDCADIA HOLDINGS III INC | 66,666 | $148K | 0.0% | $2.22 | — | *W EXP 10/01/202 | 51476H118 |
| — | STAR PEAK ENERGY TRANSITION | 24,999 | $148K | 0.0% | $5.92 | — | *W EXP 08/11/202 | 855185112 |
| SHPSQ | GALILEO ACQUISITION CORP | 175,000 | $147K | 0.0% | $0.62 | — | *W EXP 10/31/202 | G3770A110 |
| — | VG ACQUISITION CORP | 54,692 | $145K | 0.0% | $2.65 | — | *W EXP 09/29/202 | G9446E113 |
| — | NETFIN ACQUISITION CORP | 60,990 | $135K | 0.0% | $2.21 | — | *W EXP 08/01/202 | G6455A115 |
| — | STABLE RD ACQUISITION CORP | 25,000 | $132K | 0.0% | $1.16 | — | *W EXP 05/15/202 | 85236Q117 |
| — | VESPER HEALTHCARE ACQSTN COR | 50,000 | $132K | 0.0% | $2.64 | — | *W EXP 09/30/202 | 92538T112 |
| — | IMMATICS N.V | 45,990 | $132K | 0.0% | $2.87 | — | *W EXP 07/01/202 | N44445117 |
| AGLWQ | LIV CAP ACQUISITION CORP | 180,000 | $126K | 0.0% | $0.70 | — | *W EXP 12/13/202 | G5510C116 |
| — | APOLLO STRATEGIC GROWTH CAPT | 66,666 | $125K | 0.0% | $1.88 | — | *W EXP 10/29/202 | G0411R114 |
| — | AMCI ACQUISITION CORP | 31,336 | $106K | 0.0% | $0.55 | — | *W EXP 05/20/202 | 00165R119 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 30,000 | $106K | 0.0% | $3.53 | — | *W EXP 09/26/202 | G8252P113 |
| — | NEW BEGINNINGS ACQUISITION C | 100,000 | $100K | 0.0% | $1.00 | — | *W EXP 11/01/202 | 64222H118 |
| — | HORIZON ACQUISITION CORP | 68,333 | $99,000 | 0.0% | $1.45 | — | *W EXP 08/19/202 | G46049113 |
| — | FINTECH ACQUISITION CORP III | 27,600 | $99,000 | 0.0% | $1.56 | — | *W EXP 12/01/202 | 31811A119 |
| — | CHURCHILL CAP CORP II | 50,104 | $99,000 | 0.0% | $2.18 | — | *W EXP 07/02/202 | 17143G114 |
| — | UNION ACQUISITION CORP II | 100,000 | $95,000 | 0.0% | $0.75 | — | *W EXP 04/01/202 | G9402Q126 |
| — | SUPERNOVA PARTNERS ACQUISITI | 45,000 | $92,000 | 0.0% | $2.04 | — | *W EXP 10/16/202 | 86846V116 |
| — | SOCIAL CAP HDOSPHIA HLDG CO | 22,935 | $92,000 | 0.0% | $4.01 | — | *W EXP 99/99/999 | G8251K115 |
| — | SCVX CORP | 50,000 | $85,000 | 0.0% | $1.50 | — | *W EXP 01/24/202 | G79448117 |
| — | GIGCAPITAL2 INC | 198,600 | $82,000 | 0.0% | $0.33 | — | RIGHT 02/28/2026 | 375036126 |
| GLD | SPDR GOLD TR | 460 | $82,000 | 0.0% | $176.95 | — | GOLD SHS | 78463V107 |
| RBOTW | D8 HOLDINGS CORP | 78,324 | $82,000 | 0.0% | $1.05 | — | *W EXP 08/05/202 | G2614K128 |
| — | DMY TECHNOLOGY GROUP INC II | 16,133 | $69,000 | 0.0% | $4.28 | — | *W EXP 07/29/202 | 233277110 |
| — | Brooge Holdings ltd | 108,000 | $67,000 | 0.0% | $0.62 | — | *W EXP 12/20/202 | G9145A115 |
| — | HYCROFT MINING HOLDING CORP | 45,500 | $65,000 | 0.0% | $1.25 | — | *W EXP 02/12/202 | 44862P117 |
| — | LONGEVITY ACQUISITION CORP | 51,200 | $58,000 | 0.0% | $0.20 | — | RIGHT 07/31/2020 | G56372124 |
| — | CHURCHILL CAPITAL CORP V | 5,000 | $53,000 | 0.0% | $10.60 | — | UNIT 99/99/9999 | 17144T206 |
| — | AGBA ACQUISITION LTD | 105,440 | $53,000 | 0.0% | $0.32 | — | *W EXP 05/10/202 | G0120M117 |
| — | HL ACQUISITIONS CORP | 31,200 | $49,000 | 0.0% | $0.25 | — | RIGHT 07/17/2023 | G4603R130 |
| — | THERATECHNOLOGIES INC | 69,000 | $49,000 | 0.0% | $0.80 | — | NOTE 5.750% 6/3 | 88338HAA8 |
| — | RECHARGE ACQUISITION CORP | 30,300 | $48,000 | 0.0% | $1.58 | — | *W EXP 10/05/202 | 756229118 |
| — | HEALTHCARE MERGER CORP | 37,500 | $46,000 | 0.0% | $1.79 | — | *W EXP 12/17/202 | 42227L110 |
| — | AGBA ACQUISITION LTD | 130,000 | $44,000 | 0.0% | $0.23 | — | RIGHT 05/10/2024 | G0120M125 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A | 11,339 | $42,000 | 0.0% | $3.70 | — | *W EXP 09/26/202 | G82514111 |
| — | FIRSTMARK HORIZON ACQUISITIO | 15,243 | $38,000 | 0.0% | $2.49 | — | *W EXP 09/26/202 | 33765Y119 |
| — | AMPLITUDE HLTHCRE AQUSTIN CO | 25,000 | $36,000 | 0.0% | $1.20 | — | *W EXP 12/01/202 | 03212A113 |
| WSUPW | ASPIRATIONAL CONSUMER LIFEST | 33,333 | $35,000 | 0.0% | $1.05 | — | *W EXP 09/19/202 | G05436111 |
| — | YUCAIPA ACQUISITION CORP | 23,333 | $33,000 | 0.0% | $1.41 | — | *W EXP 99/99/999 | G9879L113 |
| — | SEAPORT GLOBAL ACQUISITN COR | 30,000 | $31,000 | 0.0% | $1.03 | — | *W EXP 12/15/202 | 812227114 |
| — | ONE | 13,803 | $29,000 | 0.0% | $2.10 | — | *W EXP 08/17/202 | G7000X121 |
| — | HAYMAKER ACQUISITION CORP II | 19,600 | $27,000 | 0.0% | $0.99 | — | *W EXP 10/31/202 | 42087L119 |
| — | REVIVA PHARMACEUTCLS HLDGS I | 39,300 | $27,000 | 0.0% | $0.69 | — | *W EXP 12/25/202 | 76152G118 |
| — | REINVENT TECHNOLOGY PARTNERS | 5,000 | $16,000 | 0.0% | $3.20 | — | *W EXP 09/16/202 | G7483N103 |
| — | HALL OF FAME RESORT & ENTMT | 51,600 | $13,000 | 0.0% | $0.25 | — | *W EXP 07/01/202 | 40619L110 |
| — | GLRY STR NW MDIA GRUP HLDG L | 116,000 | $9,000 | 0.0% | $0.08 | — | *W EXP 02/13/202 | G39973113 |
| — | AKAZOO SA | 20,000 | $0 | 0.0% | $0.75 | — | *W EXP 09/11/202 | L0164E116 |