Location: New York, NY
CIK: 0001346554 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Nov 16, 2020
Total Value: $2.621B (25.8% shares, 74.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | EVERBRIDGE INC | 57,685,000 | $215M | 8.2% | $3.73 | $2.81 | — | NOTE 1.500%11/0 | 29978AAA2 |
| — | ATLASSIAN INC | 74,169,000 | $168M | 6.4% | $2.26 | $1.83 | — | NOTE 0.625% 5/1 | 04947PAB8 |
| — | DOCUSIGN INC | 51,347,000 | $155M | 5.9% | $3.03 | $2.91 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | MICRON TECHNOLOGY INC | 21,957,000 | $104M | 4.0% | $4.73 | $2.83 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | JAZZ INVESTMENTS I LTD | 71,423,000 | $72.34M | 2.8% | $1.01 | $0.99 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | TWITTER INC | 69,976,000 | $69.83M | 2.7% | $1.00 | $0.95 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | VERINT SYS INC | 66,719,000 | $68.12M | 2.6% | $1.02 | $1.07 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | TERADYNE INC | 20,000,000 | $51.18M | 2.0% | $2.56 | $2.20 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | SERVICENOW INC | 14,488,000 | $51.15M | 2.0% | $3.53 | $3.53 | — | NOTE 6/0 | 81762PAC6 |
| — | ZILLOW GROUP INC | 25,976,000 | $50.45M | 1.9% | $1.94 | $1.94 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | ALTAIR ENGR INC | 44,000,000 | $48.93M | 1.9% | $1.11 | $1.01 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | SYNAPTICS INC | 38,151,000 | $47.44M | 1.8% | $1.24 | $1.09 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | TESLA INC | 6,800,000 | $44.45M | 1.7% | $6.54 | $6.54 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | ISIS PHARMACEUTICALS INC DEL | 42,574,000 | $44.35M | 1.7% | $1.04 | $1.03 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | MICROCHIP TECHNOLOGY INC. | 27,500,000 | $41.27M | 1.6% | $1.50 | $1.20 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | PLURALSIGHT INC | 46,312,000 | $41.24M | 1.6% | $0.89 | $0.89 | — | NOTE 0.375% 3/0 | 72941BAB2 |
| — | FORTIVE CORP | 34,683,000 | $34.92M | 1.3% | $1.01 | $0.94 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | CREE INC | 27,500,000 | $34.15M | 1.3% | $1.24 | $1.15 | — | NOTE 0.875% 9/0 | 225447AB7 |
| — | PURE STORAGE INC | 32,445,000 | $31.23M | 1.2% | $0.96 | $0.94 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | RAPID7 INC | 20,000,000 | $31.22M | 1.2% | $1.56 | $1.40 | — | NOTE 1.250% 8/0 | 753422AB0 |
| — | BIOMARIN PHARMACEUTICAL INC | 29,597,000 | $29.8M | 1.1% | $1.01 | $1.01 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | FIREEYE INC | 30,092,000 | $29.5M | 1.1% | $0.98 | $0.94 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | NRG ENERGY INC | 28,033,000 | $29.43M | 1.1% | $1.05 | $1.04 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | NICE SYS INC | 10,579,000 | $28.93M | 1.1% | $2.73 | $2.42 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | SPLUNK INC | 20,000,000 | $27.88M | 1.1% | $1.39 | $1.42 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | COUPA SOFTWARE INC | 14,000,000 | $25.54M | 1.0% | $1.82 | $1.81 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | PALO ALTO NETWORKS INC | 21,500,000 | $24.32M | 0.9% | $1.13 | $1.06 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | VONAGE HLDGS CORP | 24,814,000 | $24.25M | 0.9% | $0.98 | $0.94 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | KNOWLES CORP | 22,430,000 | $24.13M | 0.9% | $1.08 | $1.17 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | MERCADOLIBRE INC | 9,500,000 | $24.06M | 0.9% | $2.53 | $2.53 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | TTM TECHNOLOGIES INC | 20,117,000 | $23.93M | 0.9% | $1.19 | $1.55 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | TWILIO INC | 6,665,000 | $23.23M | 0.9% | $3.48 | $3.43 | — | NOTE 0.250% 6/0 | 90138FAB8 |
| — | INFINERA CORP | 25,000,000 | $23.21M | 0.9% | $0.93 | $0.92 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | PINDUODUO INC | 12,749,000 | $23.08M | 0.9% | $1.81 | $1.81 | — | NOTE 10/0 | 722304AB8 |
| — | FIREEYE INC | 20,000,000 | $18.71M | 0.7% | $0.94 | $0.92 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | NUANCE COMMUNICATIONS INC | 11,000,000 | $18.25M | 0.7% | $1.66 | $1.01 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | LIBERTY LATIN AMERICA LTD | 21,186,000 | $17.52M | 0.7% | $0.83 | $0.83 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | WORKIVA INC | 17,500,000 | $17.49M | 0.7% | $1.00 | $1.00 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | TESLA INC | 2,500,000 | $17.3M | 0.7% | $6.92 | $6.92 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | VIAVI SOLUTIONS INC | 15,300,000 | $17.1M | 0.7% | $1.12 | $1.15 | — | NOTE 1.750% 6/0 | 925550AE5 |
| — | LUMENTUM HLDGS INC | 10,500,000 | $14.69M | 0.6% | $1.40 | $1.40 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | PLUG POWER INC | 2,500,000 | $14.63M | 0.6% | $5.85 | $1.13 | — | NOTE 5.500% 3/1 | 72919PAB9 |
| — | GUESS INC | 17,500,000 | $14.27M | 0.5% | $0.82 | $0.68 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | INVACARE CORP | 15,000,000 | $13.85M | 0.5% | $0.92 | $1.34 | — | NOTE 4.500% 6/0 | 461203AH4 |
| — | CSG SYS INTL INC | 12,500,000 | $12.99M | 0.5% | $1.04 | $1.04 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | GREEN PLAINS INC | 9,500,000 | $11.64M | 0.4% | $1.23 | $0.65 | — | NOTE 4.000% 7/1 | 393222AH7 |
| — | MACQUARIE INFRASTRUCTURE COR | 12,500,000 | $11.5M | 0.4% | $0.92 | $0.90 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | KBR INC | 10,000,000 | $11.44M | 0.4% | $1.14 | $1.06 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | COLFAX CORP | 80,000 | $10.78M | 0.4% | $134.72 | $153.44 | — | UNIT 01/15/2022T | 194014205 |
| — | OKTA INC | 8,000,000 | $10.6M | 0.4% | $1.32 | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | IRONWOOD PHARMACEUTICALS INC | 10,500,000 | $10.42M | 0.4% | $0.99 | $0.99 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | SAREPTA THERAPEUTICS INC | 5,000,000 | $10.38M | 0.4% | $2.08 | $1.68 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | NEOGENOMICS INC | 8,000,000 | $10M | 0.4% | $1.25 | $1.08 | — | NOTE 1.250% 5/0 | 64049MAA8 |
| — | JUNIPER INDL HLDGS INC | 931,780 | $9.746M | 0.4% | $10.46 | $9.62 | — | COM CL A | 48205G106 |
| — | ENVESTNET INC | 7,500,000 | $9.655M | 0.4% | $1.29 | $1.29 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | SILICON LABORATORIES INC | 8,000,000 | $9.612M | 0.4% | $1.20 | $1.19 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | PTC THERAPEUTICS INC | 8,099,000 | $9.287M | 0.4% | $1.15 | $1.15 | — | NOTE 3.000% 8/1 | 69366JAB7 |
| — | J2 GLOBAL INC | 7,500,000 | $8.674M | 0.3% | $1.16 | $1.21 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | RAMBUS INC DEL | 8,250,000 | $8.611M | 0.3% | $1.04 | $1.05 | — | NOTE 1.375% 2/0 | 750917AG1 |
| — | JAZZ INVESTMENTS I LTD | 8,000,000 | $8.143M | 0.3% | $1.02 | $0.93 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | HERBALIFE LTD | 8,000,000 | $8.09M | 0.3% | $1.01 | $1.04 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | NEW RELIC INC | 8,451,000 | $8.088M | 0.3% | $0.96 | $0.90 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | PROOFPOINT INC | 8,000,000 | $8M | 0.3% | $1.00 | $1.00 | — | NOTE 0.250% 8/1 | 743424AF0 |
| — | REDBALL ACQUISITION CORP | 750,000 | $7.928M | 0.3% | $10.57 | $10.57 | — | UNIT 99/99/9999 | G7417R121 |
| — | PACIRA BIOSCIENCES | 6,722,000 | $7.785M | 0.3% | $1.16 | $1.02 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | DMY TECHNOLOGY GROUP INC | 600,000 | $7.656M | 0.3% | $12.76 | $12.76 | — | COM | 233253103 |
| — | CHP MERGER CORP | 750,000 | $7.643M | 0.3% | $10.19 | $9.70 | — | COM CL A | 12558Y106 |
| — | LGL SYS ACQUISITION CORP | 756,191 | $7.577M | 0.3% | $10.02 | $10.00 | — | COM CL A | 50201G106 |
| — | BOWX ACQUISITION CORP | 700,000 | $7.182M | 0.3% | $10.26 | $10.26 | — | UNIT 08/03/2025 | 103085205 |
| — | ACAMAR PARTNERS ACQSITION CO | 700,000 | $7.154M | 0.3% | $10.22 | $9.72 | — | CL A | 004285102 |
| — | YUCAIPA ACQUISITION CORP | 700,000 | $7.14M | 0.3% | $10.20 | $10.20 | — | UNIT 99/99/9999 | G9879L121 |
| — | OSPREY TECHNLGY AQUISTION CO | 696,500 | $7.097M | 0.3% | $10.19 | $9.72 | — | COM CL A | 68839R104 |
| — | BLACKLINE INC | 5,000,000 | $6.894M | 0.3% | $1.38 | $1.38 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | RMG ACQUISITION CORP | 600,000 | $6.414M | 0.2% | $10.69 | $9.77 | — | CL A | 749641106 |
| — | MATCH GROUP FINANCECO | 2,500,000 | $6.374M | 0.2% | $2.55 | $2.55 | — | NOTE 0.875% 10/1 | 44931RAA0 |
| — | HOPE BANCORP INC | 7,500,000 | $6.218M | 0.2% | $0.83 | $0.93 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| RPLA | REPLAY ACQUISITION CORP | 600,000 | $6.108M | 0.2% | $10.18 | $9.77 | — | COM | G75130107 |
| — | HENNESSY CAP ACQUSTION CORP | 546,467 | $6.088M | 0.2% | $11.14 | $9.90 | — | CL A COM | 42589C104 |
| — | CIIG MERGER CORP | 600,000 | $6.012M | 0.2% | $10.02 | $9.90 | — | COM CL A | 12559C103 |
| — | SCVX CORP | 596,600 | $5.966M | 0.2% | $10.00 | $10.00 | — | COM | G79448208 |
| — | TRINE ACQUISITION CORP | 550,000 | $5.94M | 0.2% | $10.80 | $9.73 | — | COM CL A | 89628U108 |
| — | BENEFITFOCUS INC | 7,040,000 | $5.736M | 0.2% | $0.81 | $0.86 | — | NOTE 1.250%12/1 | 08180DAB2 |
| — | GORES METROPOULOS INC | 500,000 | $5.71M | 0.2% | $11.42 | $10.07 | — | COM CL A | 382872109 |
| — | NUANCE COMMUNICATIONS INC | 3,900,000 | $5.691M | 0.2% | $1.46 | $1.14 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | FLEXION THERAPEUTICS INC | 7,000,000 | $5.612M | 0.2% | $0.80 | $0.80 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | PROPTECH ACQUISITION CORP | 488,742 | $5.44M | 0.2% | $11.13 | $9.78 | — | COM CL A | 74349F101 |
| — | HOLICITY INC | 500,000 | $5.175M | 0.2% | $10.35 | $10.35 | — | UNIT 08/05/2025 | 435063201 |
| — | ZENDESK INC | 3,000,000 | $5.141M | 0.2% | $1.71 | $1.37 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | TWC TECH HLDGS II CORP | 500,000 | $5.06M | 0.2% | $10.12 | $10.12 | — | UNIT 09/10/2025 | 90117G204 |
| — | EXECUTIVE NETWORK PARTNERING | 200,000 | $5.05M | 0.2% | $25.25 | $25.25 | — | UNIT 99/99/9999 | 30158L209 |
| — | CC NEUBERGER PRIN HLDGS II | 500,000 | $5.025M | 0.2% | $10.05 | $10.05 | — | SHS CL A | G3166T103 |
| — | CRESCENT ACQUISITION CORP | 500,000 | $5.02M | 0.2% | $10.04 | $10.04 | — | COM CL A | 22564L105 |
| — | CF FINANCE ACQUISITION CORP | 500,000 | $5.011M | 0.2% | $10.02 | $10.02 | — | UNIT 08/01/2027 | 15725Q203 |
| — | VOCERA COMMUNICATIONS INC | 4,423,000 | $5.004M | 0.2% | $1.13 | $1.11 | — | NOTE 1.500% 5/1 | 92857FAB3 |
| — | THERAVANCE BIOPHARMA INC | 5,500,000 | $4.973M | 0.2% | $0.90 | $1.01 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | AMPLITUDE HLTHCRE AQUSTIN CO | 500,000 | $4.962M | 0.2% | $9.92 | $9.50 | — | COM CL A | 03212A105 |
| — | CITIC CAPITAL ACQUISITION CO | 500,000 | $4.915M | 0.2% | $9.83 | $9.82 | — | COM CL A | G21513109 |
| — | E MERGE TECHNOLOGY ACQUISITI | 500,000 | $4.893M | 0.2% | $9.79 | $9.79 | — | COM CL A | 26873Y104 |
| — | CHURCHILL CAPITAL CORP IV | 500,000 | $4.89M | 0.2% | $9.78 | $9.78 | — | CL A | 171439102 |
| — | MERIDA MERGER CORP I | 494,632 | $4.889M | 0.2% | $9.88 | $9.74 | — | COM | 58953M106 |
| — | D8 HOLDINGS CORP | 500,000 | $4.885M | 0.2% | $9.77 | $9.77 | — | SHS CL A | G2614K110 |
| — | NEUROCRINE BIOSCIENCES INC | 3,500,000 | $4.86M | 0.2% | $1.39 | $1.39 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | NUTANIX INC | 5,000,000 | $4.705M | 0.2% | $0.94 | $0.94 | — | NOTE 1/1 | 67059NAB4 |
| — | DMY TECHNOLOGY GROUP INC II | 450,000 | $4.604M | 0.2% | $10.23 | $10.23 | — | UNIT 99/99/9999 | 233277201 |
| — | FTAC OLYMPUS ACQUISITION COR | 450,000 | $4.5M | 0.2% | $10.00 | $10.00 | — | UNIT 08/24/2025 | G37288118 |
| — | STABLE RD ACQUISITION CORP | 436,040 | $4.395M | 0.2% | $10.08 | $9.75 | — | COM CL A | 85236Q109 |
| — | TORTOISE ACQUISITION CORP II | 400,000 | $4.352M | 0.2% | $10.88 | $10.88 | — | UNIT 06/14/2027 | G89554110 |
| — | AERIE PHARMACEUTICALS INC | 5,267,000 | $4.281M | 0.2% | $0.81 | $0.81 | — | NOTE 1.500%10/0 | 00771VAB4 |
| — | INSIGHT ENTERPRISES INC | 3,968,000 | $4.167M | 0.2% | $1.05 | $1.05 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | RADIUS HEALTH INC | 5,000,000 | $4.108M | 0.2% | $0.82 | $0.78 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | TUSCAN HOLDINGS CORP | 400,000 | $4.072M | 0.2% | $10.18 | $9.88 | — | COM | 90069K104 |
| — | STARBOARD VALUE ACQUISITN CO | 400,000 | $4.04M | 0.2% | $10.10 | $10.10 | — | UNIT 09/10/2025 | 85521J208 |
| — | GO ACQUISITION CORP | 400,000 | $4.032M | 0.2% | $10.08 | $10.08 | — | UNIT 08/31/2027 | 362019200 |
| — | INTERPRIVATE ACQUISITION COR | 400,000 | $4M | 0.2% | $10.00 | $9.37 | — | COM | 46064A103 |
| — | PMV CONSUMER ACQUISITION COR | 400,000 | $3.996M | 0.2% | $9.99 | $9.99 | — | UNIT 08/31/2027 | 693486201 |
| — | ASCENDANT DIGITAL ACQUISITIO | 400,000 | $3.976M | 0.2% | $9.94 | $9.94 | — | COM CL A | G05155109 |
| — | UNION ACQUISITION CORP II | 400,000 | $3.972M | 0.2% | $9.93 | $9.78 | — | SHS | G9402Q100 |
| — | CAPSTAR SPL PURP ACQUISITION | 400,000 | $3.932M | 0.2% | $9.83 | $9.83 | — | COM CL A | 14070Y101 |
| GNRSQ | GREENROSE ACQUISITION CORP | 400,000 | $3.908M | 0.1% | $9.77 | $9.86 | 0.0% | COM | 395392103 |
| — | SWITCHBACK ENERGY ACQUISTN C | 246,460 | $3.845M | 0.1% | $15.60 | $9.80 | — | COM CL A | 87105M102 |
| — | GS ACQUISITION HLDGS CORP II | 350,000 | $3.766M | 0.1% | $10.76 | $10.76 | — | COM CL A | 36258Q105 |
| — | CHURCHILL CAP CORP III | 365,000 | $3.741M | 0.1% | $10.25 | $10.72 | — | COM | 17144C104 |
| — | GORES HLDGS V INC | 353,251 | $3.656M | 0.1% | $10.35 | $10.35 | — | UNIT 99/99/9999 | 382864205 |
| — | FAST ACQUISITION CORP | 360,243 | $3.592M | 0.1% | $9.97 | $9.97 | — | UNIT 99/99/9999 | 311875207 |
| — | GUIDEWIRE SOFTWARE INC | 3,126,000 | $3.58M | 0.1% | $1.15 | $1.15 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | COHN ROBBINS HOLDINGS CORP | 350,000 | $3.532M | 0.1% | $10.09 | $10.09 | — | UNIT 08/11/2025 | G23726121 |
| — | HAYMAKER ACQUISITION CORP II | 350,000 | $3.5M | 0.1% | $10.00 | $9.99 | — | COM CL A | 42087L101 |
| — | FUSION ACQUISITION CORP | 350,000 | $3.441M | 0.1% | $9.83 | $9.83 | — | CL A | 36118H105 |
| TMPOQ | ACE CONVERGENCE ACQU CORP | 350,000 | $3.413M | 0.1% | $9.75 | $9.75 | — | CL A | G0083D120 |
| — | GORES HLDGS IV INC | 324,684 | $3.347M | 0.1% | $10.31 | $10.31 | — | COM CL A | 382865103 |
| — | APEX TECHNOLOGY ACQUISITION | 300,000 | $3.18M | 0.1% | $10.60 | $9.87 | — | COM CL A | 03768F102 |
| — | FINTECH ACQUISITION CORP III | 300,000 | $3.093M | 0.1% | $10.31 | $9.75 | — | COM CL A | 31811A101 |
| — | FALCON CAPITAL ACQUISITN COR | 300,000 | $3.087M | 0.1% | $10.29 | $10.29 | — | UNIT 08/20/2027 | 30606L207 |
| — | FINSERV ACQUISITION CORP | 307,823 | $3.087M | 0.1% | $10.03 | $9.63 | — | CL A | 318085107 |
| — | OAKTREE ACQUISITION CORP II | 300,000 | $3.087M | 0.1% | $10.29 | $10.29 | — | UNIT 09/15/2027 | G6715X129 |
| — | FOLEY TRASIMENE ACQUISITION | 300,000 | $3.06M | 0.1% | $10.20 | $10.20 | — | UNIT 99/99/9999 | 344328208 |
| THBR | THUNDER BRDG ACQUISTION II L | 300,000 | $3.06M | 0.1% | $10.20 | $9.95 | — | CL A SHS | G8857S116 |
| — | HEALTHCARE MERGER CORP | 300,000 | $3.045M | 0.1% | $10.15 | $9.80 | — | COM CL A | 42227L102 |
| MAPS | SILVER SPIKE ACQUISITION COR | 300,000 | $3.039M | 0.1% | $10.13 | $9.91 | — | CL A SHS | G8136L106 |
| — | EXPERIENCE INVT CORP | 300,908 | $3.024M | 0.1% | $10.05 | $9.83 | — | COM CL A | 30217C109 |
| — | NAVSIGHT HLDGS INC | 300,000 | $3.018M | 0.1% | $10.06 | $10.06 | — | UNIT 99/99/9999 | 639358209 |
| — | NOVAVAX INC | 2,500,000 | $3.008M | 0.1% | $1.20 | $1.20 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | PRIME IMPACT ACQUISITION I | 300,000 | $3.006M | 0.1% | $10.02 | $10.02 | — | UNIT 10/01/2030 | G61074111 |
| ASPL/U | ASPIRATIONAL CONSUMER LIFEST | 300,000 | $3M | 0.1% | $10.00 | $10.00 | — | UNIT 99/99/9999 | G05436129 |
| — | ARTIUS ACQUISITION INC | 300,000 | $2.982M | 0.1% | $9.94 | $9.94 | — | COM CL A | 04316G105 |
| — | HPX CORP | 300,000 | $2.952M | 0.1% | $9.84 | $9.84 | — | SHS CL A | G32219100 |
| — | FLYING EAGLE ACQUISITION COR | 240,000 | $2.918M | 0.1% | $12.16 | $10.98 | — | COM | 34407Y103 |
| RTP/U | REINVENT TECHNOLOGY PARTNERS | 250,000 | $2.872M | 0.1% | $11.49 | $11.49 | — | UNIT 99/99/9999 | G7483N111 |
| — | OPKO HEALTH INC | 2,250,000 | $2.657M | 0.1% | $1.18 | $0.96 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | FORTRESS VALUE ACQUISITION I | 250,000 | $2.575M | 0.1% | $10.30 | $10.30 | — | UNIT 08/10/2027 | 349642207 |
| — | SOFTWARE ACQUISITION GROUP I | 256,439 | $2.554M | 0.1% | $9.96 | $9.81 | — | COM CL A | 83406B101 |
| — | KISMET ACQUISITION ONE CORP | 250,000 | $2.5M | 0.1% | $10.00 | $10.00 | — | UNIT 08/06/2025 | G52753129 |
| — | TUSCAN HLDGS CORP II | 250,000 | $2.495M | 0.1% | $9.98 | $9.86 | — | COM | 90070A103 |
| — | PG&E CORP | 25,000 | $2.445M | 0.1% | $97.80 | $97.80 | — | UNIT 99/99/9999 | 69331C140 |
| — | GALILEO ACQUISITION CORP | 237,885 | $2.355M | 0.1% | $9.90 | $9.68 | — | SHS | G3770A102 |
| — | STAR PEAK ENERGY TRANSITION | 225,000 | $2.306M | 0.1% | $10.25 | $10.25 | — | UNIT 99/99/9999 | 855185203 |
| — | TREBIA ACQUISITION CORP | 225,000 | $2.291M | 0.1% | $10.18 | $10.18 | — | COM CL A | G9027T109 |
| AONE/U | ONE | 204,200 | $2.226M | 0.1% | $10.90 | $10.90 | — | UNIT 99/99/9999 | G7000X113 |
| — | VESPER HEALTHCARE ACQSTN COR | 216,594 | $2.222M | 0.1% | $10.26 | $10.26 | — | UNIT 99/99/9999 | 92538T203 |
| — | MONOCLE ACQUISITION CORP | 213,745 | $2.189M | 0.1% | $10.24 | $9.80 | — | COM | 609754106 |
| — | INTREXON CORP | 5,000,000 | $2.129M | 0.1% | $0.43 | $1.20 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | SOUTH MTN MERGER CORP | 200,000 | $2.09M | 0.1% | $10.45 | $9.80 | — | COM CL A | 838884104 |
| — | FORUM MERGER III CORP | 200,000 | $2.088M | 0.1% | $10.44 | $10.44 | — | UNIT 08/24/2027 | 349885202 |
| — | HORIZON ACQUISITION CORP | 200,000 | $2.081M | 0.1% | $10.40 | $10.40 | — | UNIT 99/99/9999 | G46049121 |
| — | INSU ACQUISITION CORP II | 200,000 | $2.071M | 0.1% | $10.36 | $10.36 | — | UNIT 09/04/2025 | 457821304 |
| — | NORTH MOUNTAIN MERGER CORP | 200,000 | $2.04M | 0.1% | $10.20 | $10.20 | — | UNIT 09/16/2025 | 661204206 |
| — | ARCLIGHT CLEAN TRANSITION CO | 200,000 | $2.008M | 0.1% | $10.04 | $10.04 | — | UNIT 09/21/2025 | G04561117 |
| PDAC/U | PERIDOT ACQUISITION CORP | 200,000 | $1.997M | 0.1% | $9.98 | $9.98 | — | UNIT 99/99/9999 | G7008A123 |
| — | SANDBRIDGE ACQUISITION COR | 200,000 | $1.996M | 0.1% | $9.98 | $9.98 | — | UNIT 99/99/9999 | 799793203 |
| BSN/U | BROADSTONE ACQUISITION CORP | 200,000 | $1.994M | 0.1% | $9.97 | $9.97 | — | UNIT 99/99/9999 | G1739V118 |
| ALUS | ALUSSA ENERGY ACQUISITION CO | 200,000 | $1.986M | 0.1% | $9.93 | $9.60 | — | SHS CL A | G0232J101 |
| — | EAST STONE ACQUISITION CORP | 200,000 | $1.97M | 0.1% | $9.85 | $9.85 | — | SHS | G2911D108 |
| — | PROPERTY SOLUTIONS ACQUISITI | 200,000 | $1.962M | 0.1% | $9.81 | $9.81 | — | COM | 74348Q108 |
| — | OMEROS CORP | 2,000,000 | $1.909M | 0.1% | $0.95 | $0.98 | — | NOTE 6.250%11/1 | 682143AE2 |
| — | INVACARE CORP | 2,075,000 | $1.907M | 0.1% | $0.92 | $0.87 | — | NOTE 5.000%11/1 | 461203AL5 |
| — | K12 INC | 68,475 | $1.804M | 0.1% | $26.35 | $26.35 | — | COM | 48273U102 |
| — | CF FIN ACQUISITION CORP | 167,870 | $1.746M | 0.1% | $10.40 | $9.90 | — | COM CL A | 12528N107 |
| — | COLLECTIVE GROWTH CORP | 175,000 | $1.726M | 0.1% | $9.86 | $9.86 | — | COM CL A | 19424L101 |
| OMCL | OMNICELL INC | 22,600 | $1.687M | 0.1% | $74.65 * | $69.31 | 0.0% | COM | 68213N109 |
| — | BCTG ACQUISITION CORP | 150,000 | $1.554M | 0.1% | $10.36 | $10.36 | — | COM | 05492W103 |
| — | SUSTAINABLE OPPORTNTS ACQ CO | 150,000 | $1.53M | 0.1% | $10.20 | $10.20 | — | ORD SHS A | G8598Y109 |
| — | FINTECH ACQUISITION CORP IV | 150,000 | $1.524M | 0.1% | $10.16 | $10.16 | — | UNIT 12/31/2025 | 31810N302 |
| — | VECTOR ACQUISITION CORP | 150,000 | $1.521M | 0.1% | $10.14 | $10.14 | — | UNIT 09/30/2027 | G9442R100 |
| — | HIGHCAPE CAP ACQUISITION COR | 150,000 | $1.518M | 0.1% | $10.12 | $10.12 | — | UNIT 09/30/2027 | 42984L204 |
| — | CLIMATE CHANGE CRISIS REAL I | 150,000 | $1.508M | 0.1% | $10.05 | $10.05 | — | UNIT 99/99/9999 | 18716C209 |
| — | ACON S2 ACQUISITION CORP | 150,000 | $1.503M | 0.1% | $10.02 | $10.02 | — | UNIT 09/15/2027 | G00748122 |
| — | CHURCHILL CAP CORP II | 125,000 | $1.319M | 0.1% | $10.55 | $10.02 | — | CL A | 17143G106 |
| — | EAST RES ACQUISITION CO | 125,000 | $1.216M | 0.0% | $9.73 | $9.73 | — | COM CL A | 274681105 |
| — | PERSHING SQUARE TONTINE HLDG | 50,000 | $1.135M | 0.0% | $22.70 | $22.70 | — | COM CL A | 71531R109 |
| — | DFP HEALTHCARE ACQUISITNS CO | 100,000 | $1.038M | 0.0% | $10.38 | $10.05 | — | COM CL A | 23343Q100 |
| — | QELL ACQUISITION CORP | 100,000 | $1.016M | 0.0% | $10.16 | $10.16 | — | UNIT 10/01/2025 | G7307X121 |
| — | NEWHOLD INVESTMENT CORP | 100,000 | $1.006M | 0.0% | $10.06 | $10.06 | — | UNIT 03/10/2025 | 651448201 |
| — | VPC IMPACT ACQUISITION HLDNG | 100,000 | $1M | 0.0% | $10.00 | $10.00 | — | UNIT 09/22/2025 | G9441E126 |
| — | VISTAS MEDIA ACQUISITION CO | 100,000 | $984K | 0.0% | $9.84 | $9.84 | — | COM CL A | 92840T107 |
| — | HENNESSY CAP ACQUSTION CORP | 409,850 | $947K | 0.0% | $2.31 | $0.53 | — | *W EXP 09/05/202 | 42589C112 |
| — | DMY TECHNOLOGY GROUP INC | 300,000 | $900K | 0.0% | $3.00 | $3.00 | — | *W EXP 02/21/202 | 233253111 |
| — | JUNIPER INDL HLDGS INC | 500,000 | $865K | 0.0% | $1.73 | $0.57 | — | *W EXP 11/13/202 | 48205G114 |
| — | TRINE ACQUISITION CORP | 275,000 | $722K | 0.0% | $2.63 | $0.68 | — | *W EXP 03/31/202 | 89628U116 |
| — | PIVOTAL INVT CORP II | 50,000 | $577K | 0.0% | $11.54 | $9.94 | — | COM CL A | 72582K100 |
| — | SWITCHBACK ENERGY ACQUISTN C | 116,639 | $547K | 0.0% | $4.69 | $0.60 | — | *W EXP 07/25/202 | 87105M110 |
| — | OAKTREE ACQUISITION CORP | 45,000 | $529K | 0.0% | $11.76 | $9.89 | — | SHS CL A | G67145105 |
| — | GORES METROPOULOS INC | 166,666 | $520K | 0.0% | $3.12 | $1.27 | — | *W EXP 01/28/202 | 382872117 |
| — | TORTOISE ACQUISITION CORP | 20,000 | $510K | 0.0% | $25.50 | $0.70 | — | *W EXP 03/04/202 | 89154L118 |
| — | CONYERS PK II ACQUISITION CO | 50,000 | $508K | 0.0% | $10.16 | $10.40 | — | COM CL A | 212896104 |
| — | NEW PROVIDENCE ACQUISITION | 50,000 | $504K | 0.0% | $10.08 | $9.86 | — | COM CL A | 64822P106 |
| — | MALACCA STRAITS ACQUISITION | 50,000 | $489K | 0.0% | $9.78 | $9.78 | — | COM CL A | G5859B117 |
| — | OSPREY TECHNLGY AQUISTION CO | 348,250 | $488K | 0.0% | $1.40 | $0.84 | — | *W EXP 10/30/202 | 68839R120 |
| — | KENSINGTON CAP ACQUISITION C | 27,153 | $455K | 0.0% | $16.76 | $16.76 | — | COM CL A | 490073103 |
| — | KENSINGTON CAP ACQUISITION C | 100,000 | $450K | 0.0% | $4.50 | $4.50 | — | *W EXP 07/01/202 | 490073111 |
| — | CHP MERGER CORP | 375,000 | $450K | 0.0% | $1.20 | $0.54 | — | *W EXP 11/22/202 | 12558Y114 |
| — | SCVX CORP | 298,300 | $447K | 0.0% | $1.50 | $1.50 | — | *W EXP 01/24/202 | G79448117 |
| — | SPARTAN ENERGY ACQUISITION C | 100,000 | $438K | 0.0% | $4.38 | $1.18 | — | *W EXP 08/27/202 | 846784122 |
| — | VERTIV HOLDINGS CO | 66,666 | $432K | 0.0% | $6.48 | $1.80 | — | *W EXP 06/12/202 | 92537N116 |
| — | RMG ACQUISITION CORP | 200,000 | $428K | 0.0% | $2.14 | $0.99 | — | *W EXP 02/21/202 | 749641114 |
| — | LGL SYS ACQUISITION CORP | 378,095 | $410K | 0.0% | $1.08 | $0.14 | — | *W EXP 11/12/202 | 50201G114 |
| — | NORTHERN GENESIS ACQUISITION | 40,000 | $400K | 0.0% | $10.00 | $10.00 | — | UNIT 07/31/2027 | 66516T203 |
| — | CHURCHILL CAP CORP III | 192,000 | $384K | 0.0% | $2.00 | $2.42 | — | *W EXP 03/01/202 | 17144C112 |
| — | PROPTECH ACQUISITION CORP | 225,000 | $369K | 0.0% | $1.64 | $0.70 | — | *W EXP 05/26/202 | 74349F119 |
| — | CITIC CAPITAL ACQUISITION CO | 250,000 | $313K | 0.0% | $1.25 | $0.73 | — | *W EXP 01/17/202 | G21513117 |
| — | UNION ACQUISITION CORP II | 400,000 | $310K | 0.0% | $0.78 | $0.25 | — | *W EXP 04/01/202 | G9402Q126 |
| — | ASCENDANT DIGITAL ACQUISITIO | 200,000 | $296K | 0.0% | $1.48 | $1.48 | — | *W EXP 07/28/202 | G05155117 |
| — | AMPLITUDE HLTHCRE AQUSTIN CO | 250,000 | $295K | 0.0% | $1.18 | $0.65 | — | *W EXP 12/01/202 | 03212A113 |
| — | APEX TECHNOLOGY ACQUISITION | 150,000 | $291K | 0.0% | $1.94 | $1.15 | — | *W EXP 09/18/202 | 03768F110 |
| — | REPLAY ACQUISITION CORP | 300,000 | $285K | 0.0% | $0.95 | $0.78 | — | *W EXP 03/01/202 | G75130115 |
| — | HEALTHCARE MERGER CORP | 150,000 | $269K | 0.0% | $1.79 | $0.94 | — | *W EXP 12/17/202 | 42227L110 |
| — | RIBBIT LEAP LTD | 20,000 | $260K | 0.0% | $13.00 | $13.00 | — | UNIT 99/99/9999 | G7552B121 |
| — | CIIG MERGER CORP | 300,000 | $258K | 0.0% | $0.86 | $0.70 | — | *W EXP 12/31/202 | 12559C111 |
| — | ACAMAR PARTNERS ACQSITION CO | 233,333 | $257K | 0.0% | $1.10 | $0.84 | — | *W EXP 02/26/202 | 004285110 |
| — | TUSCAN HLDGS CORP | 500,000 | $254K | 0.0% | $0.51 | $0.73 | — | *W EXP 04/01/202 | 90069K112 |
| — | STABLE RD ACQUISITION CORP | 218,020 | $251K | 0.0% | $1.15 | $0.75 | — | *W EXP 05/15/202 | 85236Q117 |
| — | FLYING EAGLE ACQUISITION COR | 75,000 | $245K | 0.0% | $3.27 | $3.00 | — | *W EXP 02/26/202 | 34407Y111 |
| — | FINTECH ACQUISITION CORP III | 150,000 | $231K | 0.0% | $1.54 | $0.79 | — | *W EXP 12/01/202 | 31811A119 |
| — | DIAMONDPEAK HLDGS COR | 20,000 | $212K | 0.0% | $10.60 | $0.86 | — | *W EXP 02/22/202 | 25280H118 |
| — | CC NEUBERGER PRIN HLDGS II | 125,000 | $205K | 0.0% | $1.64 | $1.64 | — | *W EXP 07/29/202 | G3166T111 |
| — | THUNDER BRDG ACQUISTION II L | 150,000 | $203K | 0.0% | $1.35 | $0.95 | — | *W EXP 11/30/202 | G8857S108 |
| — | CF FIN ACQUISITION CORP | 200,902 | $197K | 0.0% | $0.98 | $0.48 | — | *W EXP 04/30/202 | 12528N115 |
| — | FUSION ACQUISITION CORP | 175,000 | $191K | 0.0% | $1.09 | $1.09 | — | *W EXP 06/01/202 | 36118H113 |
| — | GS ACQUISITION HLDGS CORP II | 87,500 | $188K | 0.0% | $2.15 | $2.15 | — | *W EXP 06/30/202 | 36258Q113 |
| RBOTW | D8 HOLDINGS CORP | 250,000 | $180K | 0.0% | $0.72 | $0.72 | — | *W EXP 08/05/202 | G2614K128 |
| — | INTERPRIVATE ACQUISITION COR | 200,000 | $163K | 0.0% | $0.81 | $1.04 | — | *W EXP 10/24/202 | 46064A111 |
| — | LEGACY ACQUISITION CORP | 300,100 | $161K | 0.0% | $0.54 | $0.29 | — | *W EXP 11/30/202 | 524643111 |
| — | ARTIUS ACQUISITION INC | 99,999 | $161K | 0.0% | $1.61 | $1.61 | — | *W EXP 07/13/202 | 04316G113 |
| — | CAPSTAR SPL PURP ACQUISITION | 200,000 | $160K | 0.0% | $0.80 | $0.80 | — | *W EXP 99/99/999 | 14070Y119 |
| — | E MERGE TECHNOLOGY ACQUISITI | 166,666 | $157K | 0.0% | $0.94 | $0.94 | — | *W EXP 07/30/202 | 26873Y112 |
| — | FINSERV ACQUISITION CORP | 153,911 | $154K | 0.0% | $1.00 | $0.60 | — | *W EXP 12/31/202 | 318085115 |
| — | CHURCHILL CAPITAL CORP IV | 100,000 | $148K | 0.0% | $1.48 | $1.48 | — | *W EXP 08/04/202 | 171439110 |
| — | PAE INC | 66,666 | $147K | 0.0% | $2.21 | $1.49 | — | *W EXP 09/11/202 | 69290Y117 |
| SHPSQ | GALILEO ACQUISITION CORP | 225,770 | $144K | 0.0% | $0.64 | $0.25 | — | *W EXP 10/31/202 | G3770A110 |
| — | ACE CONVERGENCE ACQU CORP | 175,000 | $143K | 0.0% | $0.82 | $0.82 | — | *W EXP 09/30/202 | G0083D104 |
| — | SOUTH MTN MERGER CORP | 100,000 | $140K | 0.0% | $1.40 | $0.84 | — | *W EXP 06/20/202 | 838884112 |
| — | MERIDA MERGER CORP I | 247,316 | $136K | 0.0% | $0.55 | $0.50 | — | *W EXP 11/07/202 | 58953M114 |
| — | SUSTAINABLE OPPORTNTS ACQ CO | 75,000 | $135K | 0.0% | $1.80 | $1.80 | — | *W EXP 99/99/999 | G8598Y117 |
| — | HPX CORP | 150,000 | $135K | 0.0% | $0.90 | $0.90 | — | *W EXP | G32219126 |
| — | SOFTWARE ACQUISITION GROUP I | 128,219 | $123K | 0.0% | $0.96 | $0.55 | — | *W EXP 10/01/202 | 83406B119 |
| — | EXPERIENCE INVT CORP | 100,302 | $123K | 0.0% | $1.23 | $0.92 | — | *W EXP 09/01/202 | 30217C117 |
| DGNR/U | DRAGONEER GROWTH OPPORTUN CO | 10,000 | $123K | 0.0% | $12.30 | $12.30 | — | UNIT 08/18/2027 | G28302126 |
| SSTPW | TREBIA ACQUISITION CORP | 75,000 | $113K | 0.0% | $1.51 | $1.51 | — | *W EXP 99/99/999 | G9027T117 |
| — | MONOCLE ACQUISITION CORP | 213,745 | $107K | 0.0% | $0.50 | $0.29 | — | *W EXP 12/06/202 | 609754114 |
| — | DEERFIELD HEALTHCARE TECH AC | 10,000 | $105K | 0.0% | $10.50 | $10.50 | — | COM CL A | 244413100 |
| — | ATLAS TECHNICAL CONSULTANTS | 200,000 | $103K | 0.0% | $0.52 | $0.72 | — | *W EXP 11/26/202 | 049430119 |
| GNRWQ | GREENROSE ACQUISITION CORP | 400,000 | $94,000 | 0.0% | $0.23 | $0.23 | — | *W EXP 08/11/202 | 395392111 |
| — | CHURCHILL CAP CORP II | 41,667 | $91,000 | 0.0% | $2.18 | $1.46 | — | *W EXP 07/02/202 | 17143G114 |
| MAPSW | SILVER SPIKE ACQUISITION COR | 150,000 | $91,000 | 0.0% | $0.61 | $0.47 | — | *W EXP 08/02/202 | G8136L114 |
| — | DIGITAL MEDIA SOLUTIONS INC | 100,000 | $86,000 | 0.0% | $0.86 | $0.86 | — | *W EXP 07/15/202 | 25401G114 |
| — | PROPERTY SOLUTIONS ACQUISITI | 200,000 | $75,000 | 0.0% | $0.38 | $0.38 | — | *W EXP 03/20/202 | 74348Q116 |
| — | ALUSSA ENERGY ACQUISITION CO | 100,000 | $65,000 | 0.0% | $0.65 | $0.75 | — | *W EXP 10/31/202 | G0232J119 |
| — | PIVOTAL INVT CORP II | 16,666 | $62,000 | 0.0% | $3.72 | $0.72 | — | *W EXP 06/01/202 | 72582K118 |
| — | SOUTHWESTERN ENERGY CO | 25,000 | $59,000 | 0.0% | $2.36 | $6.08 | — | COM | 845467109 |
| — | TUSCAN HLDGS CORP II | 125,000 | $56,000 | 0.0% | $0.45 | $0.45 | — | *W EXP 99/99/999 | 90070A111 |
| — | COLLECTIVE GROWTH CORP | 87,500 | $54,000 | 0.0% | $0.62 | $0.62 | — | *W EXP 04/30/202 | 19424L119 |
| — | GORES HLDGS IV INC | 31,250 | $52,000 | 0.0% | $1.66 | $1.66 | — | *W EXP 01/22/202 | 382865111 |
| — | EAST STONE ACQUISITION CORP | 200,000 | $52,000 | 0.0% | $0.26 | $0.26 | — | RIGHT 12/31/2026 | G2911D132 |
| — | GLOBAL BLUE GROUP HOLDING AG | 77,166 | $49,000 | 0.0% | $0.63 | $0.63 | — | *W EXP 08/28/202 | H33700115 |
| — | WHOLE EARTH BRANDS INC | 50,000 | $48,000 | 0.0% | $0.96 | $1.14 | — | *W EXP 06/25/202 | 96684W126 |
| — | LEISURE ACQUISITION CORP | 100,000 | $47,000 | 0.0% | $0.47 | $0.66 | — | *W EXP 12/05/201 | 52539T115 |
| — | OAKTREE ACQUISITION CORP | 15,000 | $44,000 | 0.0% | $2.93 | $0.93 | — | *W EXP 99/99/999 | G67145113 |
| — | DFP HEALTHCARE ACQUISITNS CO | 25,000 | $42,000 | 0.0% | $1.68 | $1.48 | — | *W EXP 03/31/202 | 23343Q118 |
| — | EAST STONE ACQUISITION CORP | 200,000 | $40,000 | 0.0% | $0.20 | $0.20 | — | *W EXP 12/31/202 | G2911D116 |
| — | EAST RES ACQUISITION CO | 62,500 | $40,000 | 0.0% | $0.64 | $0.64 | — | *W EXP 07/01/202 | 274681113 |
| — | NEW PROVIDENCE ACQUISITION | 25,000 | $30,000 | 0.0% | $1.20 | $0.92 | — | *W EXP 09/11/202 | 64822P114 |
| — | VISTAS MEDIA ACQUISITION CO | 100,000 | $25,000 | 0.0% | $0.25 | $0.25 | — | *W EXP 08/01/202 | 92840T115 |
| — | CONYERS PK II ACQUISITION CO | 12,500 | $21,000 | 0.0% | $1.68 | $1.84 | — | *W EXP 07/18/202 | 212896112 |
| — | MALACCA STRAITS ACQUISITION | 25,000 | $10,000 | 0.0% | $0.40 | $0.40 | — | *W EXP 99/99/999 | G5859B109 |
| — | TARGET HOSPITALITY CORP | 50,000 | $4,000 | 0.0% | $0.08 | $1.10 | — | *W EXP 03/15/202 | 87615L115 |