Location: Winnetka, IL
CIK: 0001597506 · Show all filings
Period: Q2 2021 (← Previous) (Next →)
Filing Date: Aug 16, 2021
Total Value: $516M (44.7% shares, 55.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 361,000 | $155M | 30.0% | $428.06 | — | — | Put | 78462F103 |
| — | TESLA INC | 2,510,000 | $26M | 5.0% | $10.36 | $10.36 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | PLUG POWER INC | 3,485,000 | $23.73M | 4.6% | $6.81 | $6.81 | — | NOTE 3.750% 6/0 | 72919PAD5 |
| — | NUANCE COMMUNICATIONS INC | 5,749,000 | $12.98M | 2.5% | $2.26 | $2.18 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | SNAP INC | 4,000,000 | $12.6M | 2.4% | $3.15 | $3.15 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | RH | 3,379,000 | $11.8M | 2.3% | $3.49 | $2.44 | — | NOTE 6/1 | 74967XAA1 |
| — | SEA LTD | 3,708,000 | $11.44M | 2.2% | $3.08 | $3.08 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | NUANCE COMMUNICATIONS INC | 4,084,000 | $11.37M | 2.2% | $2.78 | $2.60 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | SERVICENOW INC | 2,840,000 | $10.82M | 2.1% | $3.81 | $3.81 | — | NOTE 6/0 | 81762PAC6 |
| — | WIX COM LTD | 5,155,000 | $10.62M | 2.1% | $2.06 | $1.96 | — | NOTE 7/0 | 92940WAB5 |
| — | WAYFAIR INC | 3,555,000 | $9.75M | 1.9% | $2.74 | $2.01 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | RH | 2,835,000 | $9.074M | 1.8% | $3.20 | $3.00 | — | NOTE 9/1 | 74967XAD5 |
| — | DEXCOM INC | 3,341,000 | $8.7M | 1.7% | $2.60 | $2.32 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | HANNON ARMSTRONG SUST INFR C | 4,080,000 | $8.408M | 1.6% | $2.06 | $2.28 | — | NOTE 4.125% 9/0 | 41068XAB6 |
| — | ZILLOW GROUP INC | 2,450,000 | $6.897M | 1.3% | $2.82 | $2.99 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| — | TERADYNE INC | 1,626,000 | $6.891M | 1.3% | $4.24 | $4.19 | — | NOTE 1.250%12/1 | 880770AG7 |
| TSLA | TESLA INC | 10,000 | $6.797M | 1.3% | $679.70 | — | — | Put | 88160R101 |
| — | ON SEMICONDUCTOR CORP | 3,400,000 | $6.475M | 1.3% | $1.90 | $1.90 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | SQUARE INC | 2,066,000 | $6.458M | 1.3% | $3.13 | $2.81 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | MERCADOLIBRE INC | 1,559,000 | $5.528M | 1.1% | $3.55 | $3.80 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| MSFT | MICROSOFT CORP | 20,000 | $5.418M | 1.1% | $270.90 | — | — | Call | 594918104 |
| — | HOSTESS BRANDS INC | 2,133,405 | $5.184M | 1.0% | $2.43 | $1.20 | — | *W EXP 11/04/202 | 44109J114 |
| — | PALO ALTO NETWORKS INC | 3,496,000 | $5.103M | 1.0% | $1.46 | $1.34 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | ZENDESK INC | 2,200,000 | $5.045M | 1.0% | $2.29 | $2.29 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | BANDWIDTH INC | 3,000,000 | $4.884M | 0.9% | $1.63 | $1.53 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | ETSY INC | 1,962,000 | $4.708M | 0.9% | $2.40 | $2.37 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | AMICUS THERAPEUTICS INC | 2,800,000 | $4.41M | 0.9% | $1.57 | $1.61 | — | NOTE 3.000%12/1 | 03152WAB5 |
| — | Q2 HLDGS INC | 2,309,000 | $4.182M | 0.8% | $1.81 | $1.79 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| — | MICROCHIP TECHNOLOGY INC. | 1,830,000 | $4.105M | 0.8% | $2.24 | $2.30 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | VARONIS SYS INC | 2,000,000 | $3.927M | 0.8% | $1.96 | $1.96 | — | NOTE 1.250% 8/1 | 922280AB8 |
| WSC | WILLSCOT MOBIL MINI HLDNG CO | 131,149 | $3.655M | 0.7% | $27.87 | $28.74 | -3.0% | COM CL A | 971378104 |
| — | KBR INC | 2,057,000 | $3.22M | 0.6% | $1.57 | $1.57 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | REPLIGEN CORP | 1,778,000 | $3.189M | 0.6% | $1.79 | $1.79 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | PENN NATL GAMING INC | 915,000 | $3.066M | 0.6% | $3.35 | $4.52 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | HERCULES CAPITAL INC | 2,755,000 | $2.926M | 0.6% | $1.06 | $1.06 | — | DBCV 4.375% 2/0 | 427096AF9 |
| DASH | DOORDASH INC | 16,000 | $2.853M | 0.6% | $178.31 | — | — | Put | 25809K105 |
| WSC | WILLSCOT MOBIL MINI HLDNG CO | 96,000 | $2.676M | 0.5% | $27.88 | $28.74 | -3.0% | Put | 971378104 |
| — | AKAMAI TECHNOLOGIES INC | 2,000,000 | $2.623M | 0.5% | $1.31 | $1.29 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | SQUARE INC | 1,266,000 | $2.609M | 0.5% | $2.06 | $2.06 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | COUPA SOFTWARE INC | 1,500,000 | $2.598M | 0.5% | $1.73 | $2.17 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | SOUTHWEST AIRLS CO | 1,706,000 | $2.583M | 0.5% | $1.51 | $1.72 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | AMC ENTMT HLDGS INC | 44,000 | $2.494M | 0.5% | $56.68 | — | — | Put | 00165C104 |
| — | NEXTERA ENERGY INC | 43,867 | $2.451M | 0.5% | $55.87 | $58.79 | — | UNIT 09/01/2022S | 65339F796 |
| — | INFRA AND ENERGY ALTRNTIVE I | 1,125,088 | $2.419M | 0.5% | $2.15 | $2.02 | — | *W EXP 03/27/202 | 45686J112 |
| — | BARCLAYS BANK PLC | 81,000 | $2.386M | 0.5% | $29.46 | $29.49 | — | Call | 06747R477 |
| — | FTI CONSULTING INC | 1,597,000 | $2.288M | 0.4% | $1.43 | $1.44 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | KNOWLES CORP | 2,000,000 | $2.227M | 0.4% | $1.11 | $1.20 | — | NOTE 3.250%11/0 | 49926DAB5 |
| IIPR | INNOVATIVE INDL PPTYS INC | 11,500 | $2.197M | 0.4% | $191.04 | — | — | Put | 45781V101 |
| — | CREE INC | 1,000,000 | $2.165M | 0.4% | $2.17 | $2.17 | — | NOTE 1.750% 5/0 | 225447AD3 |
| — | BLACKLINE INC | 1,325,000 | $2.13M | 0.4% | $1.61 | $1.59 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | HCI GROUP INC | 1,194,000 | $1.959M | 0.4% | $1.64 | $1.31 | — | NOTE 4.250% 3/0 | 40416EAD5 |
| — | INSULET CORP | 623,000 | $1.837M | 0.4% | $2.95 | $2.74 | — | NOTE 1.375%11/1 | 45784PAH4 |
| ROKU | ROKU INC | 4,000 | $1.837M | 0.4% | $459.25 | — | — | Put | 77543R102 |
| — | ZYNGA INC | 1,249,000 | $1.725M | 0.3% | $1.38 | $1.37 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | RAPID7 INC | 755,000 | $1.718M | 0.3% | $2.28 | $2.26 | — | NOTE 1.250% 8/0 | 753422AB0 |
| — | ESSENTIAL UTILS INC | 26,842 | $1.542M | 0.3% | $57.45 | $57.45 | — | UNIT 04/30/2022 | 29670G201 |
| SLV | ISHARES SILVER TR | 60,000 | $1.453M | 0.3% | $24.22 | — | — | Call | 46428Q109 |
| NVDA | NVIDIA CORPORATION | 7,000 | $1.4M | 0.3% | $200.00 | — | — | Call | 67066G104 |
| — | NUANCE COMMUNICATIONS INC | 509,000 | $1.346M | 0.3% | $2.64 | $0.35 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | NICE SYS INC | 427,000 | $1.267M | 0.2% | $2.97 | $3.38 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | COLFAX CORP | 6,689 | $1.251M | 0.2% | $187.02 | $187.02 | — | UNIT 01/15/2022T | 194014205 |
| SSSS | SURO CAPITAL CORP | 89,939 | $1.213M | 0.2% | $13.49 | $13.92 | -3.1% | COM NEW | 86887Q109 |
| — | DOCUSIGN INC | 292,000 | $1.142M | 0.2% | $3.91 | $3.91 | — | NOTE 0.500% 9/1 | 256163AB2 |
| SSSS | SURO CAPITAL CORP | 84,000 | $1.133M | 0.2% | $13.49 | $13.92 | -3.1% | Put | 86887Q109 |
| XOM | EXXON MOBIL CORP | 17,000 | $1.072M | 0.2% | $63.06 | — | — | Call | 30231G102 |
| TMV | DIREXION SHS ETF TR | 15,000 | $977K | 0.2% | $65.13 | — | — | Call | 25460G849 |
| PCT | PURECYCLE TECHNOLOGIES INC | 41,000 | $970K | 0.2% | $23.66 | — | — | Put | 74623V103 |
| ARKK | ARK ETF TR | 7,000 | $915K | 0.2% | $130.71 | — | — | Put | 00214Q104 |
| — | GFL ENVIRONMENTAL INC | 12,130 | $907K | 0.2% | $74.77 | $74.77 | — | UNIT 99/99/9999T | 36168Q120 |
| BB | BLACKBERRY LTD | 69,000 | $843K | 0.2% | $12.22 | — | — | Put | 09228F103 |
| GDX | VANECK VECTORS ETF TR | 24,500 | $833K | 0.2% | $34.00 | — | — | Call | 92189F106 |
| GCMGW | GCM GROSVENOR INC | 538,121 | $829K | 0.2% | $1.54 | $1.06 | — | *W EXP 11/17/202 | 36831E116 |
| — | NIKOLA CORP | 45,000 | $813K | 0.2% | $18.07 | — | — | Put | 654110105 |
| — | SNAP INC | 260,000 | $785K | 0.2% | $3.02 | $3.02 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | DIGITAL MEDIA SOLUTIONS INC | 558,186 | $770K | 0.1% | $1.38 | $1.32 | — | *W EXP 07/15/202 | 25401G114 |
| F | FORD MTR CO DEL | 50,000 | $743K | 0.1% | $14.86 | — | — | Call | 345370860 |
| — | ARBOR REALTY TRUST INC | 500,000 | $740K | 0.1% | $1.48 | $1.30 | — | NOTE 5.250% 7/0 | 038923AH1 |
| — | INSEEGO CORP | 73,200 | $739K | 0.1% | $10.10 | $14.64 | — | COM | 45782B104 |
| — | INSEEGO CORP | 73,200 | $739K | 0.1% | $10.10 | $14.64 | — | Put | 45782B104 |
| NEN | NEW ENGLAND RLTY ASSOC LTD P | 11,000 | $660K | 0.1% | $60.00 | $55.44 | — | DEPOSITRY RCPT | 644206104 |
| — | SEA LTD | 120,000 | $657K | 0.1% | $5.47 | $5.47 | — | NOTE 1.000%12/0 | 81141RAD2 |
| PAAS | PAN AMERN SILVER CORP | 22,500 | $643K | 0.1% | $28.58 | — | — | Call | 697900108 |
| — | INTL GNRL INSURANCE HLDNGS L | 639,277 | $639K | 0.1% | $1.00 | $0.40 | — | *W EXP 03/17/202 | G4809J114 |
| PTON | PELOTON INTERACTIVE INC | 5,000 | $620K | 0.1% | $124.00 | — | — | Put | 70614W100 |
| — | PERSHING SQUARE TONTINE HLDG | 25,000 | $569K | 0.1% | $22.76 | $24.74 | — | COM CL A | 71531R109 |
| — | ZILLOW GROUP INC | 200,000 | $567K | 0.1% | $2.83 | $2.83 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| ALFWQ | ALFI INC | 54,888 | $563K | 0.1% | $10.26 | $10.26 | — | *W EXP 04/29/202 | 00161P117 |
| — | PAVMED INC | 108,509 | $521K | 0.1% | $4.80 | $4.56 | — | *W EXP 04/30/202 | 70387R122 |
| — | MUDRICK CAPITAL ACQU CORP II | 40,000 | $498K | 0.1% | $12.45 | $12.48 | — | Put | 62477L107 |
| POLWQ | 1847 GOEDEKER INC | 224,638 | $478K | 0.1% | $2.13 | $2.13 | — | *W EXP 99/99/999 | 28252C117 |
| — | KALEYRA INC | 144,000 | $461K | 0.1% | $3.20 | $3.20 | — | *W EXP 11/25/202 | 483379111 |
| — | HUBSPOT INC | 75,000 | $460K | 0.1% | $6.13 | $4.17 | — | NOTE 0.250% 6/0 | 443573AB6 |
| TBT | PROSHARES TR | 24,000 | $452K | 0.1% | $18.83 | — | — | Call | 74347B201 |
| — | TROIKA MEDIA GROUP INC | 556,350 | $439K | 0.1% | $0.79 | $0.79 | — | *W EXP 04/13/202 | 89689F115 |
| — | AMERICAN EAGLE OUTFITTERS IN | 97,000 | $423K | 0.1% | $4.36 | $4.36 | — | NOTE 3.750% 4/1 | 02553EAB2 |
| — | COLONY STARWOOD HOMES | 212,000 | $347K | 0.1% | $1.64 | $1.64 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | KIROMIC BIOPHARMA INC | 63,000 | $303K | 0.1% | $4.81 | $4.81 | — | COM | 497634105 |
| — | BARCLAYS BANK PLC | 9,935 | $293K | 0.1% | $29.49 | $29.49 | — | IPTH SR B S&P | 06747R477 |
| — | ETSY INC | 51,000 | $289K | 0.1% | $5.67 | $0.45 | — | NOTE 3/0 | 29786AAC0 |
| — | HUBSPOT INC | 125,000 | $265K | 0.1% | $2.12 | $2.12 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | LIVEPERSON INC | 150,000 | $264K | 0.1% | $1.76 | $1.76 | — | NOTE 0.750% 3/0 | 538146AB7 |
| — | MUDRICK CAPITAL ACQU CORP II | 21,000 | $262K | 0.1% | $12.48 | $12.48 | — | COM CL A | 62477L107 |
| PTIXW | PROTAGENIC THERAPEUTICS INC | 365,790 | $260K | 0.1% | $0.71 | $0.71 | — | *W EXP 04/13/202 | 74365N111 |
| — | INHIBIKASE THERAPEUTICS INC | 90,000 | $252K | 0.0% | $2.80 | $2.80 | — | COM | 45719W106 |
| — | ALGONQUIN PWR UTILS CORP | 5,000 | $248K | 0.0% | $49.60 | $49.60 | — | UNIT 99/99/9999 | 015857873 |
| — | MOUNTAIN CREST ACQUSITN CRP | 25,000 | $248K | 0.0% | $9.92 | $9.92 | — | UNIT 06/29/2026 | 62403K207 |
| — | WORKDAY INC | 147,000 | $243K | 0.0% | $1.65 | $1.69 | — | NOTE 0.250%10/0 | 98138HAF8 |
| LPX | LOUISIANA PAC CORP | 4,000 | $241K | 0.0% | $60.25 | — | — | Put | 546347105 |
| — | WAYFAIR INC | 79,000 | $239K | 0.0% | $3.03 | $3.03 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| — | ALTAIR ENGR INC | 150,000 | $233K | 0.0% | $1.55 | $1.45 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | PROSHARES TR | 25,000 | $226K | 0.0% | $9.04 | $10.77 | — | ULTRASHRT S&P500 | 74347B383 |
| GME | GAMESTOP CORP NEW | 1,000 | $214K | 0.0% | $214.00 * | $48.51 | +10.4% | Put | 36467W109 |
| GME | GAMESTOP CORP NEW | 1,000 | $214K | 0.0% | $214.00 * | $48.51 | +10.4% | CL A | 36467W109 |
| — | VIAVI SOLUTIONS INC | 150,000 | $213K | 0.0% | $1.42 | $1.32 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | CONMED CORP | 131,000 | $212K | 0.0% | $1.62 | $1.62 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | CEREVEL THERAPEUTICS HLDNG I | 8,000 | $205K | 0.0% | $25.63 | — | — | Put | 15678U128 |
| — | INSULET CORP | 150,000 | $204K | 0.0% | $1.36 | $1.36 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | GLOBAL CONSUMER ACQUISITN CO | 20,000 | $200K | 0.0% | $10.00 | $10.00 | — | UNIT 05/21/2026 | 37892B207 |
| — | FAR PEAK ACQUISITION CORP | 19,900 | $198K | 0.0% | $9.95 | $9.95 | — | SHS CL A | G3312L103 |
| — | CITIC CAPITAL ACQUISITION CO | 19,900 | $197K | 0.0% | $9.90 | $9.90 | — | COM CL A | G21513109 |
| NBST | NEWBURY STREET ACQUISITN COR | 20,000 | $193K | 0.0% | $9.65 | $9.67 | 0.0% | COM | 65101L104 |
| — | TESLA INC | 17,000 | $186K | 0.0% | $10.94 | $10.94 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| CLVRW | CLEVER LEAVES HOLDINGS INC | 88,559 | $184K | 0.0% | $2.08 | $2.08 | — | *W EXP 12/18/202 | 186760112 |
| — | CLOVER HEALTH INVESTMENTS CO | 35,000 | $179K | 0.0% | $5.11 | $5.11 | — | *W EXP 04/21/202 | 18914F111 |
| — | PINE TECHNOLOGY ACQUISITN CO | 17,502 | $170K | 0.0% | $9.71 | $9.71 | — | CLASS A COM | 722850104 |
| — | CEL-SCI CORP | 19,000 | $165K | 0.0% | $8.68 | — | — | Put | 150837607 |
| — | MALACCA STRAITS ACQUISITION | 16,269 | $161K | 0.0% | $9.90 | $9.90 | — | COM CL A | G5859B117 |
| — | ALTITUDE ACQUISITION CORP | 16,400 | $161K | 0.0% | $9.82 | $9.82 | — | COM CL A | 02156Y103 |
| — | ROSECLIFF ACQUISITION CORP I | 16,077 | $156K | 0.0% | $9.70 | $9.70 | — | COM CL A | 77732R103 |
| — | PROPERTY SOLUTIONS ACQUISITI | 16,000 | $155K | 0.0% | $9.69 | $9.69 | — | COM CL A | 74350A108 |
| — | ATLAS CREST INVT CORP | 15,200 | $151K | 0.0% | $9.93 | $9.93 | — | COM | 049284102 |
| — | BURGERFI INTERNATIONAL INC | 66,879 | $150K | 0.0% | $2.24 | $3.38 | — | *W EXP 12/16/202 | 12122L119 |
| CNXX | CONX CORP | 15,044 | $148K | 0.0% | $9.84 | $9.84 | — | COM CL A | 212873103 |
| — | COLISEUM ACQUISITION CORP | 15,000 | $148K | 0.0% | $9.87 | $9.87 | — | UNIT 04/02/2028 | G2263T115 |
| — | PINE IS ACQUISITION CORP | 15,000 | $146K | 0.0% | $9.73 | $9.73 | — | CL A | 722615101 |
| — | G&P ACQUISITION CORP | 15,000 | $146K | 0.0% | $9.73 | $9.73 | — | COM CL A | 36146G103 |
| — | GIGINTERNATIONAL1 INC | 14,400 | $145K | 0.0% | $10.07 | $10.07 | — | UNIT 05/19/2026 | 37518W205 |
| — | TASTEMAKER ACQUISITION CORP | 14,500 | $141K | 0.0% | $9.72 | $9.72 | — | COM CL A | 876545104 |
| — | PROOFPOINT INC | 109,000 | $137K | 0.0% | $1.26 | $1.26 | — | NOTE 0.250% 8/1 | 743424AF0 |
| OPHC | OPTIMUMBANK HLDGS INC | 27,775 | $134K | 0.0% | $4.82 | $3.11 | +55.1% | COM | 68401P403 |
| CLOV | CLOVER HEALTH INVESTMENTS CO | 10,000 | $133K | 0.0% | $13.30 | — | — | Put | 18914F103 |
| — | AMERICAN VRTUAL CLOUD TECH I | 22,282 | $133K | 0.0% | $5.97 | $5.97 | — | COM | 030382105 |
| — | DELWINDS INS ACQUISITION COR | 13,500 | $132K | 0.0% | $9.78 | $9.70 | — | COM CLS A | 24803C102 |
| — | BTRS HOLDINGS INC | 33,000 | $130K | 0.0% | $3.94 | $4.64 | — | *W EXP 01/12/202 | 11778X112 |
| GOEWQ | CANOO INC | 42,000 | $126K | 0.0% | $3.00 | $2.83 | — | *W EXP 12/21/202 | 13803R110 |
| — | DILA CAPITAL ACQUISITION COR | 12,465 | $126K | 0.0% | $10.11 | $10.11 | — | UNIT 99/99/9999 | 254028202 |
| NG | NOVAGOLD RES INC | 15,700 | $126K | 0.0% | $8.03 | — | — | Call | 66987E206 |
| DTSTW | DATA STORAGE CORP | 99,374 | $121K | 0.0% | $1.22 | $1.22 | — | *W EXP 05/13/202 | 23786R110 |
| DNA | SOARING EAGLE ACQUISITION CO | 12,000 | $120K | 0.0% | $10.00 | $10.00 | — | CL A SHS | G8354H126 |
| — | DPCM CAP INC | 12,000 | $119K | 0.0% | $9.92 | $9.92 | — | COM CL A | 23344P101 |
| — | BM TECHNOLOGIES INC | 45,972 | $118K | 0.0% | $2.57 | $2.57 | — | *W EXP 01/04/202 | 05591L115 |
| — | VPC IMPACT ACQUISITION HLDNG | 11,815 | $118K | 0.0% | $9.99 | $9.99 | — | SHS CL A | G9441E100 |
| — | DASEKE INC | 1,013,192 | $117K | 0.0% | $0.12 | $0.05 | — | *W EXP 02/27/202 | 23753F115 |
| — | DICKS SPORTING GOODS INC | 39,000 | $116K | 0.0% | $2.97 | $2.97 | — | NOTE 3.250% 4/1 | 253393AD4 |
| — | ATLANTIC AVE ACQUISITION COR | 11,850 | $115K | 0.0% | $9.70 | $10.04 | — | COM CL A | 04906P101 |
| — | JAWS HURRICANE ACQUISITN COR | 11,374 | $114K | 0.0% | $10.02 | $10.02 | — | UNIT 06/08/2026 | 47201B202 |
| — | WHOLE EARTH BRANDS INC | 50,000 | $111K | 0.0% | $2.22 | $2.22 | — | *W EXP 06/25/202 | 96684W126 |
| — | ZANITE ACQUISITION CORP | 10,600 | $107K | 0.0% | $10.09 | $10.09 | — | COM CL A | 98907K103 |
| — | ARCHIMEDES TECH SPAC PARTNR | 11,000 | $107K | 0.0% | $9.73 | $9.73 | — | UNIT 99/99/9999 | 039562301 |
| — | ELLIOTT OPPORTUNITY II CORP | 10,000 | $100K | 0.0% | $10.00 | $10.00 | — | UNIT 99/99/9999 | G30092129 |
| — | GROM SOCIAL ENTERPRISES INC | 90,400 | $90,000 | 0.0% | $1.00 | $1.00 | — | *W EXP 06/17/202 | 39878L118 |
| — | SOS LIMITED | 26,900 | $89,000 | 0.0% | $3.31 | — | — | Put | 83587W106 |
| — | DIGITAL BRANDS GROUP INC | 51,800 | $88,000 | 0.0% | $1.70 | $1.70 | — | *W EXP 05/01/202 | 25401N119 |
| — | AMPCO-PITTSBURG CORP | 87,500 | $79,000 | 0.0% | $0.90 | $0.43 | — | *W EXP 08/01/202 | 032037111 |
| — | HARBOR CUSTOM DEVELOPMENT IN | 120,240 | $76,000 | 0.0% | $0.63 | $0.63 | — | *W EXP 05/09/202 | 41150T116 |
| — | BILIBILI INC | 15,000 | $74,000 | 0.0% | $4.93 | $4.93 | — | NOTE 1.375% 4/0 | 090040AB2 |
| NXPLW | ORBSAT CORP | 36,900 | $65,000 | 0.0% | $1.76 | $1.76 | — | *W EXP 04/29/202 | 68557F118 |
| — | AUDDIA INC | 32,000 | $60,000 | 0.0% | $1.88 | $1.88 | — | *W EXP 10/17/202 | 05072K115 |
| ASM | AVINO SILVER & GOLD MINES LT | 50,000 | $59,000 | 0.0% | $1.18 | $1.33 | -11.9% | COM | 053906103 |
| — | BRIACELL THERAPEUTICS CORP | 32,000 | $58,000 | 0.0% | $1.81 | $1.08 | — | *W EXP 02/24/202 | 10778Y112 |
| VRMEW | VERIFYME INC | 37,108 | $52,000 | 0.0% | $1.40 | $1.02 | — | *W EXP 06/22/202 | 92346X115 |
| — | HARBOR CUSTOM DEVELOPMENT IN | 15,583 | $50,000 | 0.0% | $3.21 | $3.21 | — | COM | 41150T108 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 25,000 | $47,000 | 0.0% | $1.88 | $1.95 | — | NOTE 0.125% 9/1 | 78781PAB1 |
| — | ENTERA BIO LTD | 45,001 | $45,000 | 0.0% | $1.00 | $0.28 | — | *W EXP 07/02/202 | M40527117 |
| ZIVOW | ZIVO BIOSCIENCE INC | 30,000 | $45,000 | 0.0% | $1.50 | $1.50 | — | *W EXP 05/14/202 | 98978N119 |
| — | NLS PHARMACEUTICS LTD | 40,111 | $44,000 | 0.0% | $1.10 | $0.96 | — | *W EXP 09/25/202 | H57830111 |
| — | HYCROFT MINING HOLDING CORP | 51,158 | $43,000 | 0.0% | $0.84 | $0.75 | — | *W EXP 10/06/202 | 44862P133 |
| — | WAYFAIR INC | 19,000 | $42,000 | 0.0% | $2.21 | $2.22 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | COMSOVEREIGN HLDG CORP | 35,000 | $41,000 | 0.0% | $1.17 | $1.25 | — | *W EXP 12/18/202 | 205650112 |
| — | SOLENO THERAPEUTICS INC | 30,000 | $34,000 | 0.0% | $1.13 | $1.27 | — | COM NEW | 834203200 |
| — | IMAC HLDGS INC | 65,625 | $33,000 | 0.0% | $0.50 | $0.23 | — | *W EXP 02/12/202 | 44967K112 |
| — | PANBELA THERAPEUTICS INC | 11,567 | $33,000 | 0.0% | $2.85 | $2.85 | — | COM | 69833Q100 |
| JOB | GEE GROUP INC | 54,000 | $31,000 | 0.0% | $0.57 | $0.67 | -14.6% | COM | 36165A102 |
| — | ADVANTAGE SOLUTIONS INC | 12,000 | $30,000 | 0.0% | $2.50 | $2.50 | — | *W EXP 07/18/202 | 00791N110 |
| — | ZILLOW GROUP INC | 15,000 | $23,000 | 0.0% | $1.53 | $1.69 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | PYXIS TANKERS INC | 25,000 | $22,000 | 0.0% | $0.88 | $1.02 | — | COM | Y71726106 |
| — | GEOVAX LABS INC | 16,302 | $22,000 | 0.0% | $1.35 | $0.74 | — | *W EXP 09/29/202 | 373678119 |
| — | SEACHANGE INTL INC | 15,400 | $20,000 | 0.0% | $1.30 | $1.56 | — | COM | 811699107 |
| — | MEDIGUS LTD | 32,900 | $19,000 | 0.0% | $0.58 | $0.19 | — | *W EXP 07/23/202 | 58471G128 |
| PXSAW | PYXIS TANKERS INC | 47,045 | $19,000 | 0.0% | $0.40 | $0.46 | — | *W EXP 09/15/202 | Y71726122 |
| SBEVW | SPLASH BEVERAGE GROUP INC | 13,512 | $15,000 | 0.0% | $1.11 | $1.11 | — | *W EXP 99/99/999 | 84862C112 |
| — | LIBERTY MEDIA CORP DEL | 12,968 | $15,000 | 0.0% | $1.16 | $0.93 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | GX ACQUISITION CORP | 10,000 | $14,000 | 0.0% | $1.40 | $1.40 | — | *W EXP 05/24/202 | 36251A115 |
| — | LIXTE BIOTECHNOLOGY HLDGS IN | 14,354 | $11,000 | 0.0% | $0.77 | $0.87 | — | *W EXP 01/01/202 | 539319111 |
| NBSTW | NEWBURY STREET ACQUISITN COR | 10,000 | $8,000 | 0.0% | $0.80 | $0.80 | — | *W EXP 04/30/202 | 65101L112 |