Location: Miami, FL
CIK: 0001766806 · Show all filings
Period: Q4 2020 (← Previous) (Next →)
Filing Date: Feb 16, 2021
Total Value: $1.422B (55.4% shares, 44.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WORKDAY INC | 38,500,000 | $64.31M | 4.5% | $1.67 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | PALO ALTO NETWORKS INC | 40,000,000 | $56.48M | 4.0% | $1.41 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | PRA GROUP INC | 51,250,000 | $55.84M | 3.9% | $0.97 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | PG&E CORP | 450,000 | $55.17M | 3.9% | $103.39 | — | UNIT 99/99/9999 | 69331C140 |
| — | BLACKSTONE MTG TR INC | 42,271,000 | $42.42M | 3.0% | $0.87 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | INFINERA CORP | 26,084,000 | $32.5M | 2.3% | $0.83 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | ENCORE CAP EUROPE FIN LTD | 27,175,000 | $30.48M | 2.1% | $0.87 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | GUIDEWIRE SOFTWARE INC | 19,126,000 | $24.81M | 1.7% | $1.16 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | HERBALIFE LTD | 22,500,000 | $24.01M | 1.7% | $0.86 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | NUANCE COMMUNICATIONS INC | 12,500,000 | $23.24M | 1.6% | $1.86 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | FTI CONSULTING INC | 17,500,000 | $22.07M | 1.6% | $1.26 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | GREEN PLAINS INC | 22,500,000 | $21.41M | 1.5% | $0.77 | — | NOTE 4.125% 9/0 | 393222AF1 |
| — | TURNING PT BRANDS INC | 18,750,000 | $20.72M | 1.5% | $0.88 | — | NOTE 2.500% 7/1 | 90041LAE5 |
| — | PRICELINE GRP INC | 17,500,000 | $20.48M | 1.4% | $1.14 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | KKR REAL ESTATE FIN TR INC | 20,000,000 | $20.34M | 1.4% | $0.94 | — | NOTE 6.125% 5/1 | 48251KAB6 |
| — | APOLLO COML REAL EST FIN INC | 21,525,000 | $20.3M | 1.4% | $0.91 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | LIBERTY MEDIA CORP | 18,000,000 | $16.26M | 1.1% | $0.71 | — | DEB 3.500% 1/1 | 530715AN1 |
| GOLLBZ 3.75 07/15/24 REGS | GOL EQUITY FIN | 18,250,000 | $15.88M | 1.1% | $0.43 | — | DEBT 3.750% 7/1 | L4441GAA8 |
| — | APOLLO COML REAL EST FIN INC | 16,500,000 | $15.79M | 1.1% | $0.88 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | LANDCADIA HOLDINGS III INC | 1,500,000 | $15.72M | 1.1% | $10.48 | — | COM CL A | 51476H100 |
| — | GOOD WORKS ACQUISITION CORP | 1,454,931 | $14.48M | 1.0% | $9.95 | — | COM | 38216X107 |
| — | DANIMER SCIENTIFIC INC COM | 730,000 | $13.48M | 0.9% | $18.47 | — | CL A | 236272100 |
| — | THERAVANCE BIOPHARMA INC | 14,065,000 | $13.28M | 0.9% | $0.94 | — | NOTE 3.250%11/0 | 88339KAA0 |
| BSN/U | BROADSTONE ACQUISITION CORP | 1,186,784 | $12.45M | 0.9% | $9.97 | — | UNIT 99/99/9999 | G1739V118 |
| — | HEALTHCARE SERVICES ACQU COR | 1,000,000 | $10.22M | 0.7% | $10.22 | — | UNIT 11/18/2023 | 42227K203 |
| — | MUDRICK CAPITAL ACQU CORP II | 975,000 | $10.05M | 0.7% | $10.31 | — | UNIT 99/99/9999 | 62477L206 |
| — | CAPITOL INVESTMENT CORP V | 950,000 | $9.785M | 0.7% | $10.30 | — | UNIT 99/99/9999 | 14064F209 |
| — | DELWINDS INS ACQUISITION COR | 925,000 | $9.435M | 0.7% | $10.20 | — | UNIT 99/99/9999 | 24803C201 |
| — | TEAM INC | 10,000,000 | $9.361M | 0.7% | $0.96 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | MALLARD ACQUISITION CORP | 882,900 | $9.332M | 0.7% | $10.57 | — | UNIT 06/30/2027 | 561204207 |
| — | IG ACQUISITION CORP | 860,412 | $9.301M | 0.7% | $10.81 | — | UNIT 10/05/2027 | 449534205 |
| — | LANNETT CO INC | 13,750,000 | $8.951M | 0.6% | $0.65 | — | NOTE 4.500%10/0 | 51602UAC2 |
| — | THERAVANCE INC | 8,750,000 | $8.808M | 0.6% | $0.96 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | SPARTACUS ACQUISITION CORP | 822,687 | $8.704M | 0.6% | $10.58 | — | UNIT 10/31/2027 | 84677L208 |
| — | FTAC OLYMPUS ACQUISITION COR | 800,000 | $8.696M | 0.6% | $10.00 | — | UNIT 08/24/2025 | G37288118 |
| — | CYTOKINETICS INC | 4,000,000 | $8.627M | 0.6% | $2.16 | — | NOTE 4.000%11/1 | 23282WAA8 |
| — | CHP MERGER CORP | 834,675 | $8.564M | 0.6% | $10.20 | — | COM CL A | 12558Y106 |
| — | YELLOWSTONE ACQUISITION CO | 750,955 | $7.998M | 0.6% | $10.65 | — | UNIT 10/22/2025 | 98566K204 |
| — | VIVEON HEALTH ACQUISITION CO | 775,000 | $7.959M | 0.6% | $10.27 | — | UNIT 99/99/9999 | 92853V205 |
| — | ATLANTIC AVE ACQUISITION COR | 744,262 | $7.889M | 0.6% | $10.60 | — | UNIT 99/99/9999 | 04906P200 |
| — | LGL SYS ACQUISITION CORP | 706,786 | $7.845M | 0.6% | $10.20 | — | UNIT 10/24/2024 | 50201G205 |
| EMPW/U | EMPOWER LTD | 750,000 | $7.8M | 0.5% | $10.40 | — | UNIT 99/99/9999 | G3R39W128 |
| — | VENTOUX CCM ACQUISITION CORP | 750,000 | $7.725M | 0.5% | $10.30 | — | UNIT 09/30/2025 | 92280L200 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 303,493 | $7.718M | 0.5% | $20.86 | 0.0% | SHS | G66721104 |
| — | GORES HLDGS V INC | 700,000 | $7.539M | 0.5% | $10.35 | — | UNIT 99/99/9999 | 382864205 |
| — | OTR ACQUISITION CORP | 699,997 | $7.343M | 0.5% | $10.49 | — | UNIT 10/01/2025 | 67113Q204 |
| — | BURGUNDY TECHNOLOGY ACQU COR | 629,299 | $7.098M | 0.5% | $9.96 | — | UNIT 08/26/2025 | G1702T132 |
| — | ENVESTNET INC | 5,300,000 | $7.023M | 0.5% | $1.33 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | TAILWIND ACQUISITION CORP | 635,313 | $6.849M | 0.5% | $10.05 | — | UNIT 09/07/2027 | 87403Q201 |
| — | UNION ACQUISITION CORP II | 650,001 | $6.76M | 0.5% | $9.81 | — | SHS | G9402Q100 |
| — | SPLUNK INC | 5,000,000 | $6.746M | 0.5% | $1.35 | — | NOTE 1.125% 9/1 | 848637AD6 |
| ALUS | ALUSSA ENERGY ACQUISITION CO | 669,131 | $6.731M | 0.5% | $9.60 | — | SHS CL A | G0232J101 |
| — | CAPSTAR SPL PURP ACQUISITION | 614,942 | $6.672M | 0.5% | $10.20 | — | UNIT 07/09/2027 | 14070Y200 |
| — | SOFTWARE ACQUISITN GRUP INC | 614,100 | $6.54M | 0.5% | $9.95 | — | UNIT 99/99/9999 | 83407F200 |
| — | 10X CAPITAL VENTURE ACQU COR | 606,214 | $6.456M | 0.5% | $10.65 | — | UNIT 10/21/2025 | 88025V206 |
| — | E MERGE TECHNOLOGY ACQUISITI | 600,000 | $6.396M | 0.4% | $10.08 | — | UNIT 07/30/2025 | 26873Y203 |
| — | SEVEN OAKS ACQUISITION CORP | 600,000 | $6.21M | 0.4% | $10.35 | — | UNIT 12/18/2025 | 81787X205 |
| — | ROMAN DBDR TECH ACQUISITION | 575,000 | $5.98M | 0.4% | $10.40 | — | UNIT 99/99/9999 | 77584N200 |
| — | NATURAL ORDER ACQUISITION CO | 530,000 | $5.751M | 0.4% | $10.85 | — | UNIT 99/99/9999 | 63889L206 |
| GNPK/U | GENESIS PK ACQUISITION CORP | 547,234 | $5.686M | 0.4% | $10.39 | — | UNIT 99/99/9999 | G38245117 |
| — | GOSSAMER BIO INC | 6,250,000 | $5.648M | 0.4% | $0.99 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| PDAC/U | PERIDOT ACQUISITION CORP | 499,800 | $5.623M | 0.4% | $9.99 | — | UNIT 99/99/9999 | G7008A123 |
| — | VERINT SYS INC | 5,000,000 | $5.479M | 0.4% | $1.10 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | ACE CONVERGENCE ACQU CORP | 494,200 | $5.382M | 0.4% | $10.25 | — | UNIT 99/99/9999 | G0083D112 |
| — | VPC IMPACT ACQUISITION HLDNG | 500,000 | $5.35M | 0.4% | $10.00 | — | UNIT 09/22/2025 | G9441E126 |
| — | HUDSON EXECUTIVE INVT CORP | 465,000 | $5.301M | 0.4% | $10.25 | — | UNIT 06/21/2025 | 443761200 |
| — | DECARBONIZATION PLUS ACQU CO | 500,000 | $5.3M | 0.4% | $10.60 | — | COM CL A | 242797108 |
| — | FG NEW AMER ACQUISITION CORP | 487,932 | $5.182M | 0.4% | $10.01 | — | UNIT 08/31/2027 | 30259V205 |
| — | CF ACQUISITION CORP IV | 500,000 | $5.145M | 0.4% | $10.29 | — | UNIT 12/31/2027 | 12520T201 |
| — | ACKRELL SPAC PARTNERS I CO | 500,000 | $5.145M | 0.4% | $10.29 | — | UNIT 12/01/2026 | 00461L204 |
| — | YUCAIPA ACQUISITION CORP | 500,000 | $5.1M | 0.4% | $10.20 | — | UNIT 99/99/9999 | G9879L121 |
| — | BULL HORN HLDGS CORP | 500,000 | $5.095M | 0.4% | $10.19 | — | SHS | G1686P106 |
| — | IQIYI INC | 5,000,000 | $4.986M | 0.4% | $1.00 | — | NOTE 4.000%12/1 | 46267XAE8 |
| — | PROPERTY SOLUTIONS ACQUISITI | 450,000 | $4.963M | 0.3% | $10.09 | — | UNIT 03/30/2027 | 74348Q207 |
| — | FAST ACQUISITION CORP | 450,000 | $4.95M | 0.3% | $9.97 | — | UNIT 99/99/9999 | 311875207 |
| — | KINGSWOOD ACQUISITION CORP | 475,000 | $4.94M | 0.3% | $10.40 | — | UNIT 99/99/9999 | 496861204 |
| — | AEA-BRIDGES IMPACT CORP | 450,000 | $4.883M | 0.3% | $10.85 | — | UNIT 99/99/9999 | G01046120 |
| — | GO ACQUISITION CORP | 457,440 | $4.863M | 0.3% | $10.08 | — | UNIT 08/31/2027 | 362019200 |
| — | LIBERTY LATIN AMERICA LTD | 5,100,000 | $4.846M | 0.3% | $0.95 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | CF FIN ACQUISITION CORP III | 450,000 | $4.828M | 0.3% | $10.73 | — | UNIT 09/30/2027 | 12529D207 |
| — | SUSTAINABLE OPPORTNTS ACQ CO | 445,994 | $4.799M | 0.3% | $10.29 | — | ORD SHS A | G8598Y109 |
| — | MOTIVE CAPITAL CORP | 450,000 | $4.743M | 0.3% | $10.54 | — | UNIT 99/99/9999 | G6293A129 |
| — | NEXTGEN ACQUISITION CORP | 459,392 | $4.727M | 0.3% | $10.29 | — | UNIT 11/26/2020 | G65305115 |
| — | CORNER GROWTH ACQUISITION CO | 450,000 | $4.702M | 0.3% | $10.45 | — | UNIT 01/01/2027 | G2425N121 |
| — | HOLICITY INC | 450,672 | $4.682M | 0.3% | $10.35 | — | UNIT 08/05/2025 | 435063201 |
| — | INDUSTRIAL TECH ACQU INC | 435,400 | $4.681M | 0.3% | $10.00 | — | UNIT 08/31/2025 | 456357201 |
| — | ZANITE ACQUISITION CORP | 445,000 | $4.681M | 0.3% | $10.52 | — | UNIT 10/08/2025 | 98907K202 |
| — | L&F ACQUISITION CORP | 450,000 | $4.666M | 0.3% | $10.37 | — | UNIT 99/99/9999 | G53702125 |
| — | SPRING VY ACQUISITION CORP | 440,000 | $4.642M | 0.3% | $10.55 | — | UNIT 11/11/2025 | G8377A116 |
| — | CONCORD ACQUISITION CORP | 450,000 | $4.64M | 0.3% | $10.31 | — | UNIT 12/28/2025 | 206071201 |
| — | NAVSIGHT HLDGS INC | 450,000 | $4.635M | 0.3% | $10.06 | — | UNIT 99/99/9999 | 639358209 |
| — | FAR PEAK ACQUISITION CORP | 446,337 | $4.62M | 0.3% | $10.35 | — | UNIT 99/99/9999 | G3312L129 |
| — | BOWX ACQUISITION CORP | 450,000 | $4.617M | 0.3% | $10.26 | — | CL A | 103085106 |
| — | SPORTS ENTERTAINMENT ACQU CO | 400,000 | $4.3M | 0.3% | $10.75 | — | UNIT 99/99/9999 | 84918M205 |
| — | TWC TECH HLDGS II CORP | 400,000 | $4.3M | 0.3% | $10.12 | — | UNIT 09/10/2025 | 90117G204 |
| — | PRIME IMPACT ACQUISITION I | 400,000 | $4.244M | 0.3% | $10.02 | — | UNIT 10/01/2030 | G61074111 |
| — | COHN ROBBINS HOLDINGS CORP | 394,600 | $4.242M | 0.3% | $10.09 | — | UNIT 08/11/2025 | G23726121 |
| — | LIVE OAK ACQUISITION CORP II | 389,587 | $4.227M | 0.3% | $10.85 | — | UNIT 99/99/9999 | 53804W205 |
| — | CITIC CAPITAL ACQUISITION CO | 400,000 | $4.192M | 0.3% | $9.82 | — | COM CL A | G21513109 |
| — | CASCADE ACQUISITION CORP | 400,000 | $4.18M | 0.3% | $10.45 | — | UNIT 99/99/9999 | 147151203 |
| — | INTERCEPT PHARMACEUTICALS IN | 7,000,000 | $4.175M | 0.3% | $0.60 | — | NOTE 2.000% 5/1 | 45845PAB4 |
| — | D8 HOLDINGS CORP | 387,852 | $4.146M | 0.3% | $10.13 | — | UNIT 99/99/9999 | G2614K102 |
| — | NEWHOLD INVESTMENT CORP | 396,500 | $4.139M | 0.3% | $10.06 | — | UNIT 03/10/2025 | 651448201 |
| — | EDTECHX HOLDINGS ACQU CORP I | 400,000 | $4.128M | 0.3% | $10.32 | — | UNIT 08/31/2027 | 28139A201 |
| — | SANDBRIDGE ACQUISITION CORP | 400,500 | $4.125M | 0.3% | $9.98 | — | UNIT 99/99/9999 | 799793203 |
| — | AMERICAS TECHNOLOGY ACQSN CO | 400,000 | $4.112M | 0.3% | $10.28 | — | UNIT 99/99/9999 | G0404A128 |
| GNRUQ | GREENROSE ACQUISITION CORP | 372,200 | $4.094M | 0.3% | $9.84 | — | UNIT 02/28/2024 | 395392202 |
| — | SEAPORT GLOBAL ACQUISITN COR | 400,000 | $4.008M | 0.3% | $10.02 | — | COM CL A | 812227106 |
| WDAY | WORKDAY INC | 16,593 | $3.976M | 0.3% | $224.69 | 0.0% | CL A | 98138H101 |
| — | ACON S2 ACQUISITION CORP | 375,980 | $3.948M | 0.3% | $10.02 | — | UNIT 09/15/2027 | G00748122 |
| — | RECHARGE ACQUISITION CORP | 367,660 | $3.934M | 0.3% | $10.70 | — | UNIT 99/99/9999 | 756229209 |
| — | POPULATION HEALTH INVS CO IN | 375,000 | $3.919M | 0.3% | $10.45 | — | UNIT 99/99/9999 | G71716123 |
| — | CHEFS WHSE INC | 4,000,000 | $3.821M | 0.3% | $0.96 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | CLIMATE CHANGE CRISIS REAL I | 349,099 | $3.732M | 0.3% | $10.05 | — | UNIT 99/99/9999 | 18716C209 |
| — | AMPLITUDE HLTHCRE AQUSTIN CO | 349,799 | $3.718M | 0.3% | $10.07 | — | UNIT 12/01/2026 | 03212A204 |
| — | ALTITUDE ACQUISITION CORP | 350,000 | $3.623M | 0.3% | $10.35 | — | UNIT 11/30/2027 | 02156Y202 |
| — | GLOBIS ACQUISITION CORP | 350,000 | $3.598M | 0.3% | $10.28 | — | UNIT 11/01/2025 | 379582208 |
| — | VECTOR ACQUISITION CORP | 325,000 | $3.494M | 0.2% | $10.14 | — | UNIT 09/30/2027 | G9442R100 |
| — | MEDTECH ACQUISITION CORP | 331,590 | $3.482M | 0.2% | $10.50 | — | UNIT 12/18/2025 | 58507N204 |
| — | BETTER WORLD ACQUISITION COR | 300,000 | $3.315M | 0.2% | $11.05 | — | UNIT 11/15/2027 | 08772B203 |
| — | NEW BEGINNINGS ACQUISITION C | 300,000 | $3.285M | 0.2% | $10.95 | — | UNIT 99/99/9999 | 64222H209 |
| — | PERIPHAS CAPITAL PARTNERING | 125,000 | $3.264M | 0.2% | $26.11 | — | UNIT 99/99/9999 | 713895209 |
| — | BREEZE HOLDINGS ACQUISITN CO | 318,376 | $3.232M | 0.2% | $10.15 | — | COM | 106762107 |
| — | MOTION ACQUISITION CORP | 300,000 | $3.186M | 0.2% | $10.62 | — | UNIT 10/14/2025 | 61980M206 |
| — | HORIZON ACQUISITION CORP | 300,000 | $3.168M | 0.2% | $10.40 | — | UNIT 99/99/9999 | G46049121 |
| — | ATLAS CREST INVT CORP | 300,000 | $3.165M | 0.2% | $10.55 | — | UNIT 99/99/9999 | 049284201 |
| — | H I G ACQUISITION CORP | 301,280 | $3.142M | 0.2% | $10.43 | — | UNIT 99/99/9999 | G44898115 |
| — | CONX CORP | 300,000 | $3.135M | 0.2% | $10.45 | — | UNIT 10/30/2027 | 212873202 |
| — | CHURCHILL CAPITAL CORP IV | 300,000 | $3.09M | 0.2% | $10.02 | — | UNIT 99/99/9999 | 171439201 |
| BILL | BILL COM HLDGS INC | 22,600 | $3.085M | 0.2% | $117.93 | 0.0% | COM | 090043100 |
| — | EDOC ACQUISITION CORP | 300,000 | $3.072M | 0.2% | $10.24 | — | CL A | G4000A102 |
| — | HORIZON ACQUISITION CORPORAT SHS CL A ADDED | 293,968 | $3.037M | 0.2% | $10.33 | — | SHS CL A | G46044106 |
| — | LEFTERIS ACQUISITION CORP | 275,200 | $2.983M | 0.2% | $10.84 | — | UNIT 11/01/2023 | 52470X208 |
| — | ARCLIGHT CLEAN TRANSITION CO | 250,000 | $2.975M | 0.2% | $10.04 | — | UNIT 09/21/2025 | G04561117 |
| — | ENCORE CAP GROUP INC | 2,500,000 | $2.949M | 0.2% | $1.18 | — | NOTE 3.250%10/0 | 292554AM4 |
| — | APELLIS PHARMACEUTICALS INC | 1,693,000 | $2.857M | 0.2% | $1.08 | — | NOTE 3.500% 9/1 | 03753UAB2 |
| — | PTK ACQUISITION CORP | 261,387 | $2.81M | 0.2% | $10.19 | — | UNIT 99/99/9999 | 69375F207 |
| — | AVANTI ACQUISITION CORP | 250,927 | $2.72M | 0.2% | $10.84 | — | UNIT 99/99/9999 | G0682V117 |
| — | TEKKORP DIGITAL ACQUISITN CO | 250,000 | $2.688M | 0.2% | $10.75 | — | UNIT 09/29/2027 | G8739H122 |
| — | NORTH MOUNTAIN MERGER CORP | 250,000 | $2.685M | 0.2% | $10.20 | — | UNIT 09/16/2025 | 661204206 |
| — | ALPHA HEALTHCARE ACQUISTN CO | 250,000 | $2.642M | 0.2% | $9.92 | — | UNIT 09/21/2027 | 020751202 |
| — | GALILEO ACQUISITION CORP | 243,500 | $2.642M | 0.2% | $10.24 | — | SHS | G3770A102 |
| — | MONTES ARCHIMEDES ACQUISITIO | 247,880 | $2.603M | 0.2% | $10.50 | — | UNIT 09/30/2025 | 612657205 |
| — | DPCM CAP INC | 250,000 | $2.602M | 0.2% | $10.41 | — | COM CL A | 23344P101 |
| — | ROTH CH ACQUISITION II CO | 250,000 | $2.6M | 0.2% | $10.40 | — | UNIT 12/11/2025 | 778673202 |
| — | MALACCA STRAITS ACQUISITION | 250,000 | $2.568M | 0.2% | $9.95 | — | UNIT 99/99/9999 | G5859B125 |
| — | PETRA ACQUISITION INC | 234,158 | $2.529M | 0.2% | $10.80 | — | UNIT 05/25/2027 | 716421201 |
| — | AEQUI ACQUISITION CORP | 250,100 | $2.526M | 0.2% | $10.10 | — | UNIT 11/30/2027 | 00775W201 |
| — | SOFTWARE ACQUISITN GRUP INC | 249,694 | $2.484M | 0.2% | $9.95 | — | COM CL A | 83407F101 |
| — | PENNYMAC CORP | 2,500,000 | $2.48M | 0.2% | $0.99 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | DD3 ACQUISITION CORP II | 227,970 | $2.394M | 0.2% | $10.50 | — | UNIT 99/99/9999 | 23318M209 |
| — | OAKTREE ACQUISITION CORP II | 222,300 | $2.381M | 0.2% | $10.29 | — | UNIT 09/15/2027 | G6715X129 |
| — | HERITAGE INS HLDGS INC | 2,250,000 | $2.244M | 0.2% | $1.00 | — | NOTE 5.875% 8/0 | 42727JAB8 |
| — | RMG ACQUISITION CORP II | 200,323 | $2.234M | 0.2% | $11.15 | — | UNIT 12/09/2025 | G76083115 |
| — | FORTRESS VALUE ACQUISITION I | 200,000 | $2.232M | 0.2% | $10.30 | — | UNIT 08/10/2027 | 349642207 |
| — | GX ACQUISITION CORP | 200,000 | $2.2M | 0.2% | $10.28 | — | COM CL A | 36251A107 |
| — | EVOLENT HEALTH INC | 2,500,000 | $2.139M | 0.2% | $0.86 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | FINTECH ACQUISITION CORP V | 200,000 | $2.134M | 0.2% | $10.67 | — | UNIT 99/99/9999 | 31810Q305 |
| — | EQUITY DISTR ACQUISITION COR | 200,000 | $2.13M | 0.1% | $10.30 | — | UNIT 99/99/9999 | 29465E205 |
| — | PROPTECH INVESTMENT CORP II | 200,000 | $2.126M | 0.1% | $10.63 | — | UNIT 99/99/9999 | 743497208 |
| — | OMNICHANNEL ACQUISITION CORP | 206,400 | $2.126M | 0.1% | $10.30 | — | UNIT 99/99/9999 | 68218L207 |
| — | SLACK TECHNOLOGIES INC | 50,310 | $2.125M | 0.1% | $42.24 | — | COM CL A | 83088V102 |
| — | 7GC & CO HOLDINGS INC | 200,000 | $2.11M | 0.1% | $10.55 | — | UNIT 12/23/2025 | 81786A206 |
| — | THAYER VENTURES ACQU CORP | 200,000 | $2.095M | 0.1% | $10.47 | — | UNIT 01/01/2030 | 88332T209 |
| ASPL/U | ASPIRATIONAL CONSUMER LIFEST | 200,000 | $2.09M | 0.1% | $10.00 | — | UNIT 99/99/9999 | G05436129 |
| — | GOLDEN FALCON ACQUISITION CO | 200,000 | $2.08M | 0.1% | $10.40 | — | UNIT 99/99/9999 | 38102H208 |
| — | PMV CONSUMER ACQUISITION COR | 200,000 | $2.06M | 0.1% | $9.99 | — | UNIT 08/31/2027 | 693486201 |
| — | KINS TECHNOLOGY GROUP INC | 200,000 | $2.058M | 0.1% | $10.29 | — | UNIT 10/14/2025 | 49714K208 |
| — | TREPONT ACQUISITION CORP I | 198,100 | $2.054M | 0.1% | $10.37 | — | UNIT 99/99/9999 | G9095M119 |
| — | HIGHCAPE CAP ACQUISITION COR | 197,629 | $2.04M | 0.1% | $10.12 | — | UNIT 09/30/2027 | 42984L204 |
| — | TIGA ACQUISITION CORP | 191,480 | $2.026M | 0.1% | $10.58 | — | UNIT 99/99/9999 | G88672129 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 50,000 | $2.019M | 0.1% | $40.38 | — | UNIT 09/15/2021 | 459506309 |
| — | HOSTESS BRANDS INC | 1,250,000 | $1.988M | 0.1% | $1.33 | — | W EXP 11/04/202 | 44109J114 |
| — | VISTAS MEDIA ACQUISITION CO | 177,595 | $1.911M | 0.1% | $10.10 | — | UNIT 08/03/2025 | 92840T206 |
| — | CERBERUS TELECOM ACQUISITION | 175,000 | $1.865M | 0.1% | $10.66 | — | UNIT 99/99/9999 | G2040C112 |
| — | NEW PROVIDENCE ACQUISITION | 132,690 | $1.802M | 0.1% | $9.77 | — | COM CL A | 64822P106 |
| — | SENIOR CONNECT ACQUISITN COR | 175,000 | $1.801M | 0.1% | $10.29 | — | UNIT 12/09/2023 | 81723H207 |
| — | MERIDA MERGER CORP I | 175,000 | $1.785M | 0.1% | $9.74 | — | COM | 58953M106 |
| — | FALCON CAPITAL ACQUISITN COR | 163,117 | $1.742M | 0.1% | $10.29 | — | UNIT 08/20/2027 | 30606L207 |
| — | CM LIFE SCIENCES INC | 150,000 | $1.74M | 0.1% | $10.47 | — | UNIT 09/01/2025 | 18978W208 |
| — | RICE ACQUISITION CORP | 152,867 | $1.729M | 0.1% | $11.31 | — | UNIT 99/99/9999 | 762594208 |
| — | ARTIUS ACQUISITION INC | 150,000 | $1.686M | 0.1% | $10.39 | — | UNIT 99/99/9999 | 04316G204 |
| — | GUESS INC | 1,500,000 | $1.682M | 0.1% | $1.12 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | GORES HOLDINGS VI INC | 157,500 | $1.67M | 0.1% | $10.60 | — | UNIT 08/24/2027 | 38286R204 |
| — | LIVEPERSON INC | 26,600 | $1.655M | 0.1% | $62.22 | — | COM | 538146101 |
| — | OSPREY TECHNLGY AQUISTION CO | 149,999 | $1.641M | 0.1% | $10.18 | — | UNIT 10/30/2024 | 68839R401 |
| — | SPARTAN ACQUISITION CORP II | 150,000 | $1.62M | 0.1% | $10.80 | — | UNIT 99/99/9999 | 846775203 |
| — | SCVX CORP | 138,925 | $1.605M | 0.1% | $9.97 | — | UNIT 99/99/9999 | G79448109 |
| — | SARISSA CAPITAL ACQUISITN CO | 150,000 | $1.597M | 0.1% | $10.65 | — | UNIT 10/23/2027 | G7823W128 |
| — | INSU ACQUISITION CORP III | 150,000 | $1.585M | 0.1% | $10.57 | — | UNIT 12/31/2026 | 457817302 |
| — | TS INNOVATION ACQUISITN CORP | 149,750 | $1.578M | 0.1% | $10.54 | — | UNIT 99/99/9999 | 87284T209 |
| — | FOREST ROAD ACQUISITION CORP | 150,000 | $1.575M | 0.1% | $10.50 | — | UNIT 99/99/9999 | 34619R201 |
| — | LIV CAP ACQUISITION CORP | 150,000 | $1.565M | 0.1% | $10.06 | — | UNIT 99/99/9999 | G5510C124 |
| — | FINTECH ACQUISITION CORP IV | 130,977 | $1.563M | 0.1% | $10.16 | — | UNIT 12/31/2025 | 31810N302 |
| XIFR | NEXTERA ENERGY PARTNERS LP | 22,600 | $1.515M | 0.1% | $64.46 | 0.0% | COM UNIT PART IN | 65341B106 |
| — | PINE IS ACQUISITION CORP | 141,319 | $1.457M | 0.1% | $10.31 | — | UNIT 99/99/9999 | 722615200 |
| — | SPDR S&P 500 ETF TR | 12,500 | $1.393M | 0.1% | — | — | Put | 78462F953 |
| — | APOLLO STRATEGIC GROWTH CAPT | 125,000 | $1.366M | 0.1% | $10.93 | — | UNIT 99/99/9999 | G0411R122 |
| — | YUNHONG INTL | 123,980 | $1.294M | 0.1% | $9.50 | — | UNIT 99/99/9999 | G98882114 |
| IIAC/U | INVESTINDUSTRIAL ACQUISITION | 125,000 | $1.285M | 0.1% | $10.28 | — | UNIT 99/99/9999 | G4771L121 |
| — | BLUESCAPE OPPORTUNITIES ACQU | 108,896 | $1.215M | 0.1% | $11.16 | — | UNIT 99/99/9999 | G1195N121 |
| TREB/U | TREBIA ACQUISITION CORP | 99,848 | $1.154M | 0.1% | $10.45 | — | UNIT 99/99/9999 | G9027T125 |
| — | TPG PACE TECH OPPORT | 100,000 | $1.11M | 0.1% | $11.10 | — | UNITIES CL A COM | G8990Y103 |
| — | LANDCADIA HOLDINGS III INC | 499,999 | $1.11M | 0.1% | $2.22 | — | W EXP 10/01/202 | 51476H118 |
| SCPE/U | SC HEALTH CORP | 100,000 | $1.099M | 0.1% | $10.35 | — | UNIT 99/99/9999 | G78516302 |
| — | REDBALL ACQUISITION CORP | 100,000 | $1.089M | 0.1% | $10.89 | — | COM CL A | G7417R105 |
| — | VY GLOBAL GROWTH | 100,000 | $1.076M | 0.1% | $10.76 | — | UNIT 99/99/9999 | G9444H126 |
| — | CONSONANCE HFW ACQUISITION C | 100,850 | $1.056M | 0.1% | $10.47 | — | UNIT 99/99/9999 | G2445M129 |
| — | HPX CORP | 100,000 | $1.055M | 0.1% | $10.20 | — | UNIT 99/99/9999 | G32219118 |
| RPLA | REPLAY ACQUISITION CORP | 100,000 | $1.04M | 0.1% | $10.40 | — | COM | G75130107 |
| — | BLUE WTR ACQUISITION CORP | 100,000 | $1.035M | 0.1% | $10.35 | — | UNIT 08/31/2027 | 09607T203 |
| — | REVOLUTION ACCELERTN ACQU CO | 98,600 | $1.026M | 0.1% | $10.41 | — | UNIT 12/01/2025 | 76156P205 |
| — | 5 01 ACQUISITION CORP | 100,000 | $1.017M | 0.1% | $10.17 | — | COM CL A | 33836P105 |
| GPRE | GREEN PLAINS INC | 75,771 | $998K | 0.1% | $15.21 | 0.0% | COM | 393222104 |
| — | CC NEUBERGER PRIN HLDGS II | 100,000 | $995K | 0.1% | $10.33 | — | UNIT 99/99/9999 | G3166T129 |
| — | CRESCENT ACQUISITION CORP | 93,899 | $981K | 0.1% | $9.85 | — | COM CL A | 22564L105 |
| — | AGBA ACQUISITION LTD | 81,521 | $859K | 0.1% | $10.54 | — | SHS | G0120M109 |
| — | FOLEY TRASIMENE ACQUISTN COR | 71,419 | $850K | 0.1% | $10.67 | — | UNIT 99/99/9999 | 34431F203 |
| — | TILRAY INC | 1,000,000 | $845K | 0.1% | $0.42 | — | NOTE 5.000%10/0 | 88688TAB6 |
| — | AMPLITUDE HLTHCRE AQUSTIN CO | 77,500 | $776K | 0.1% | $9.77 | — | COM CL A | 03212A105 |
| — | JAWS SPITFIRE ACQUISITION CO | 70,000 | $774K | 0.1% | $11.06 | — | UNIT 99/99/9999 | G50740128 |
| — | UNION ACQUISITION CORP II | 700,000 | $665K | 0.0% | $0.27 | — | W EXP 04/01/202 | G9402Q126 |
| — | SUPERNOVA PARTNERS ACQUISITI | 57,246 | $665K | 0.0% | $11.62 | — | UNIT 99/99/9999 | 86846V207 |
| — | HEALTH SCIENCES ACQ CORP 2 | 50,000 | $641K | 0.0% | $11.00 | — | ORD SHS | G4411D109 |
| — | TORTOISE ACQUISITION CORP II | 54,995 | $620K | 0.0% | $10.88 | — | UNIT 06/14/2027 | G89554110 |
| IGIC | INTL GNRL INSURANCE HLDNGS L | 75,382 | $609K | 0.0% | $8.79 | -13.4% | SHS | G4809J106 |
| — | HUMANCO ACQUISITION CORP | 53,177 | $586K | 0.0% | $11.02 | — | UNIT 12/08/2023 | 44487N208 |
| — | ALUSSA ENERGY ACQUISITION CO | 474,185 | $583K | 0.0% | $0.75 | — | W EXP 10/31/202 | G0232J119 |
| — | DFP HEALTHCARE ACQUISITNS CO | 50,000 | $561K | 0.0% | $9.86 | — | UNIT 03/31/2025 | 23343Q209 |
| — | ALTA EQUIPMENT GROUP INC | 276,900 | $554K | 0.0% | $0.90 | — | W EXP 02/14/202 | 02128L114 |
| — | HEALTH ASSURN ACQUISITION CO | 50,000 | $551K | 0.0% | $11.02 | — | UNIT 99/99/9999 | 42226W208 |
| — | GOOD WORKS ACQUISITION CORP | 500,000 | $550K | 0.0% | $1.10 | — | W EXP 10/22/202 | 38216X115 |
| — | BRILLIANT ACQUISITION CORP | 50,000 | $547K | 0.0% | $10.02 | — | UNIT 12/31/2020 | G1643W103 |
| — | ACIES ACQUISITION CORP | 50,000 | $536K | 0.0% | $10.72 | — | UNIT 11/30/2027 | G0103T121 |
| — | CHURCHILL CAPITAL CORP V | 50,000 | $525K | 0.0% | $10.50 | — | UNIT 99/99/9999 | 17144T206 |
| — | CBRE ACQUISITION HLDGS INC | 50,000 | $522K | 0.0% | $10.44 | — | UNIT 99/99/9999 | 12510J205 |
| — | BULL HORN HLDGS CORP | 377,706 | $521K | 0.0% | $1.38 | — | W EXP 10/31/202 | G1686P122 |
| — | TURMERIC ACQUISITION CORP | 50,000 | $514K | 0.0% | $10.28 | — | UNIT 10/08/2025 | G9127T116 |
| — | CHP MERGER CORP | 392,649 | $510K | 0.0% | $1.30 | — | W EXP 11/22/202 | 12558Y114 |
| — | SUSTAINABLE OPPORTNTS ACQ CO | 222,975 | $502K | 0.0% | $1.87 | — | W EXP 99/99/999 | G8598Y117 |
| — | HYCROFT MINING HOLDING CORP | 331,617 | $471K | 0.0% | $1.33 | — | W EXP 02/12/202 | 44862P117 |
| — | DECARBONIZATION PLUS ACQU CO | 254,811 | $469K | 0.0% | $1.84 | — | W EXP 10/02/202 | 242797116 |
| — | ROTH CH ACQUISITION I CO | 100,000 | $440K | 0.0% | $4.40 | — | SHS | 778675116 |
| — | INTL GNRL INSURANCE HLDNGS L | 550,179 | $435K | 0.0% | $0.60 | — | W EXP 03/17/202 | G4809J114 |
| BRZHW | BREEZE HOLDINGS ACQUISITN CO | 400,000 | $412K | 0.0% | $1.03 | — | W EXP 05/25/202 | 106762115 |
| KSMT | KISMET ACQUISITION ONE CORP | 38,309 | $387K | 0.0% | $10.10 | — | SHS | G52753103 |
| — | JUNIPER INDL HLDGS INC | 200,000 | $368K | 0.0% | $0.78 | — | W EXP 11/13/202 | 48205G114 |
| ACND/U | ASCENDANT DIGITAL ACQUISITIO | 33,762 | $355K | 0.0% | $10.51 | — | UNIT 99/99/9999 | G05155125 |
| — | CITIC CAPITAL ACQUISITION CO | 199,999 | $340K | 0.0% | $0.73 | — | W EXP 01/17/202 | G21513117 |
| PANW | PALO ALTO NETWORKS INC | 946 | $336K | 0.0% | $46.72 | 0.0% | COM | 697435105 |
| — | CURIOSITYSTREAM INC | 126,002 | $328K | 0.0% | $2.60 | — | W EXP 10/14/202 | 23130Q115 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 25,000 | $323K | 0.0% | $12.92 | — | UNIT 99/99/9999 | G8251L121 |
| — | GX ACQUISITION CORP | 100,000 | $288K | 0.0% | $2.62 | — | W EXP 05/24/202 | 36251A115 |
| — | BOWX ACQUISITION CORP | 166,599 | $285K | 0.0% | $1.71 | — | W EXP 08/03/202 | 103085114 |
| — | FRAZIER LIFESCIENCES ACQU CO | 25,000 | $260K | 0.0% | $10.40 | — | UNIT 12/09/2025 | G3710A121 |
| — | EDOC ACQUISITION CORP | 400,000 | $239K | 0.0% | $0.60 | — | RIGHT 11/30/2027 | G4000A136 |
| — | WHOLE EARTH BRANDS INC | 164,619 | $227K | 0.0% | $1.23 | — | W EXP 06/25/202 | 96684W126 |
| — | KALEYRA INC | 150,000 | $225K | 0.0% | $1.13 | — | W EXP 12/12/202 | 483379111 |
| IACA/U | ION ACQUISITION CORP 1 LTD | 17,723 | $214K | 0.0% | $12.07 | — | UNIT 99/99/9999 | G49392122 |
| — | SEAPORT GLOBAL ACQUISITN COR | 201,830 | $206K | 0.0% | $1.02 | — | W EXP 12/15/202 | 812227114 |
| IPOE/U | SOCIAL CAPITAL HEDOSOPHA HLD | 15,667 | $206K | 0.0% | $13.15 | — | UNIT 99/99/9999 | G8252P121 |
| — | HORIZON ACQUISITION CORPORAT | 95,717 | $182K | 0.0% | $1.90 | — | W EXP 10/19/202 | G46044114 |
| — | BROOGE HLDGS LTD | 279,503 | $173K | 0.0% | $0.68 | — | W EXP 12/20/202 | G1611B115 |
| SHPSQ | GALILEO ACQUISITION CORP | 150,000 | $126K | 0.0% | $0.58 | — | W EXP 10/31/202 | G3770A110 |
| — | REDBALL ACQUISITION CORP | 42,228 | $95,000 | 0.0% | $2.25 | — | W EXP 08/17/202 | G7417R113 |
| BRZHR | BREEZE HOLDINGS ACQUISITN CO | 300,000 | $87,000 | 0.0% | $0.29 | — | RIGHT 05/23/2022 | 106762123 |
| — | GIGCAPITAL2 INC | 200,000 | $83,000 | 0.0% | $0.41 | — | RIGHT 02/28/2026 | 375036126 |
| — | ANDINA ACQUISITION CORP III | 156,964 | $60,000 | 0.0% | $0.37 | — | RIGHT 10/01/2025 | G04415132 |