The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
| UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
| ||||||||||||||||||||
| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| AERCAP HOLDINGS NV | SHS | N00985106 | 90,856 | 1,774,180 | SH | SOLE | 1,774,180 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 0.875% 1/0 | 01988PAF5 | 5,832 | 3,911,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ALPHA CAPITAL ACQUISITION CO | UNIT 02/16/2026 | G0316P114 | 11,615 | 1,150,000 | SH | SOLE | 1,150,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 16,750 | 17,425,000 | PRN | SOLE | 0 | 0 | 0 | ||
| API GROUP CORP | COM STK | 00187Y100 | 85,569 | 4,096,148 | SH | SOLE | 4,096,148 | 0 | 0 | ||
| APOLLO STRATEGIC GROWTH CAPT | SHS CL A | G0411R106 | 55,716 | 5,696,981 | SH | SOLE | 5,696,981 | 0 | 0 | ||
| APOLLO STRATEGIC GROWTH CAPT | *W EXP 10/29/202 | G0411R114 | 1,387 | 1,165,660 | SH | SOLE | 1,165,660 | 0 | 0 | ||
| ASHLAND GLOBAL HLDGS INC | COM | 044186104 | 85,960 | 982,397 | SH | SOLE | 982,397 | 0 | 0 | ||
| ATAI LIFE SCIENCES NV | SHS | N0731H103 | 2,775 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| ATHLON ACQUISITION CORP | COM CL A | 04748A106 | 14,007 | 1,450,000 | SH | SOLE | 1,450,000 | 0 | 0 | ||
| ATHLON ACQUISITION CORP | *W EXP 01/12/202 | 04748A114 | 551 | 725,000 | SH | SOLE | 725,000 | 0 | 0 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 57,899 | 45,255,000 | PRN | SOLE | 0 | 0 | 0 | ||
| AUSTERLITZ ACQUISITION CORP | SHS CL A | G0633D109 | 7,440 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
| AUSTERLITZ ACQUISITION CORP | UNIT 99/99/9999 | G0633D117 | 7,748 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
| AUSTERLITZ ACQUISITION CORP | *W EXP 02/19/202 | G0633D125 | 324 | 187,500 | SH | SOLE | 187,500 | 0 | 0 | ||
| AUSTERLITZ ACQUISITION CORP | UNIT 99/99/9999 | G0633U119 | 28,448 | 2,825,000 | SH | SOLE | 2,825,000 | 0 | 0 | ||
| BRIGHT HEALTH GROUP INC | COM | 10920V107 | 1,716 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| BRISTOW GROUP INC | COM | 11040G103 | 57,713 | 2,253,533 | SH | SOLE | 2,253,533 | 0 | 0 | ||
| BUTTERFLY NETWORK INC | *W EXP 02/12/202 | 124155110 | 528 | 109,400 | SH | SOLE | 109,400 | 0 | 0 | ||
| CANNAE HLDGS INC | COM | 13765N107 | 64,294 | 1,896,033 | SH | SOLE | 1,896,033 | 0 | 0 | ||
| CAPITAL ONE FINL CORP | COM | 14040H105 | 29,958 | 193,667 | SH | SOLE | 193,667 | 0 | 0 | ||
| CATCHA INVESTMENT CORP | UNIT 99/99/9999 | G1962Y128 | 15,904 | 1,600,000 | SH | SOLE | 1,600,000 | 0 | 0 | ||
| CBRE ACQUISITION HLDGS INC | COM CL A | 12510J106 | 20,046 | 2,064,511 | SH | SOLE | 2,064,511 | 0 | 0 | ||
| CBRE ACQUISITION HLDGS INC | *W EXP 99/99/999 | 12510J114 | 557 | 516,127 | SH | SOLE | 516,127 | 0 | 0 | ||
| CENTRICUS ACQUISITION CORP | CL A SHS | G2072Q104 | 11,108 | 1,122,037 | SH | SOLE | 1,122,037 | 0 | 0 | ||
| CHAMPIONX CORPORATION | COM | 15872M104 | 16,900 | 658,868 | SH | SOLE | 658,868 | 0 | 0 | ||
| CHURCHILL CAPITAL CORP V | COM CL A | 17144T107 | 26,786 | 2,660,000 | SH | SOLE | 2,660,000 | 0 | 0 | ||
| CHURCHILL CAPITAL CORP V | *W EXP 10/29/202 | 17144T115 | 1,370 | 665,000 | SH | SOLE | 665,000 | 0 | 0 | ||
| CHURCHILL CAPITAL CORP VI | UNIT 99/99/9999 | 17143W200 | 28,336 | 2,800,000 | SH | SOLE | 2,800,000 | 0 | 0 | ||
| CLEAR SECURE INC | COM CL A | 18467V109 | 600 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| CM LIFE SCIENCES III INC | UNIT 04/30/2028 | 125841205 | 5,475 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| COHN ROBBINS HOLDINGS CORP | COM CL A | G23726105 | 7,388 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
| COMCAST CORP NEW | CL A | 20030N101 | 51,888 | 910,000 | SH | SOLE | 910,000 | 0 | 0 | ||
| COMMSCOPE HLDG CO INC | COM | 20337X109 | 50,245 | 2,357,800 | SH | SOLE | 2,357,800 | 0 | 0 | ||
| COVANTA HLDG CORP | COM | 22282E102 | 5,594 | 317,649 | SH | SOLE | 317,649 | 0 | 0 | ||
| CRUCIBLE ACQUISITION CORP | COM CL A | 22877P108 | 13,099 | 1,350,400 | SH | SOLE | 1,350,400 | 0 | 0 | ||
| CRUCIBLE ACQUISITION CORP | *W EXP 12/26/202 | 22877P116 | 477 | 450,133 | SH | SOLE | 450,133 | 0 | 0 | ||
| CURO GROUP HOLDINGS CORP | COM | 23131L107 | 45,420 | 2,671,740 | SH | SOLE | 2,671,740 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 10,844 | 10,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| DENBURY INC | COM | 24790A101 | 49,940 | 650,426 | SH | SOLE | 650,426 | 0 | 0 | ||
| DIGITAL TRANSFORMATN OPT COR | UNIT 03/31/2028 | 25401K206 | 4,950 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| DRAGONEER GROWTH OPT CORP II | CL A SHS | G28315102 | 3,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| DUN & BRADSTREET HLDGS INC | COM | 26484T106 | 17,096 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 3,092 | 3,099,000 | PRN | SOLE | 0 | 0 | 0 | ||
| E2OPEN PARENT HOLDINGS INC | COM CL A | 29788T103 | 18,563 | 1,625,475 | SH | SOLE | 1,625,475 | 0 | 0 | ||
| ECP ENVIRONMENTAL GW OPT COR | UNIT 03/01/2026 | 26829T209 | 5,070 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| EDISON INTL | COM | 281020107 | 22,052 | 381,385 | SH | SOLE | 381,385 | 0 | 0 | ||
| ELANCO ANIMAL HEALTH INC | COM | 28414H103 | 39,083 | 1,126,639 | SH | SOLE | 1,126,639 | 0 | 0 | ||
| ELEVATE CREDIT INC | COM | 28621V101 | 2,704 | 757,531 | SH | SOLE | 757,531 | 0 | 0 | ||
| EMPOWER LTD | CL A COM | G3R39W102 | 2,002 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| ENOVA INTL INC | COM | 29357K103 | 14,022 | 409,873 | SH | SOLE | 409,873 | 0 | 0 | ||
| ENVESTNET INC | COM | 29404K106 | 20,719 | 273,125 | SH | SOLE | 273,125 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 17,538 | 12,778,000 | PRN | SOLE | 0 | 0 | 0 | ||
| FACEBOOK INC | CL A | 30303M102 | 102,090 | 293,607 | SH | SOLE | 293,607 | 0 | 0 | ||
| FIFTH WALL ACQUISITION CORP | COM CL A | 316790104 | 21,921 | 1,780,000 | SH | SOLE | 1,780,000 | 0 | 0 | ||
| FIFTH WALL ACQUISITN CORP II | CLASS A ORD SHS | G34142102 | 12,438 | 1,250,000 | SH | SOLE | 1,250,000 | 0 | 0 | ||
| FIGURE ACQUISITION CORP I | UNIT 99/99/9999 | 302438205 | 8,827 | 850,000 | SH | SOLE | 850,000 | 0 | 0 | ||
| FIRSTENERGY CORP | COM | 337932107 | 141,513 | 3,803,086 | SH | SOLE | 3,803,086 | 0 | 0 | ||
| FISERV INC | COM | 337738108 | 89,532 | 837,606 | SH | SOLE | 837,606 | 0 | 0 | ||
| FLEX LTD | ORD | Y2573F102 | 18,764 | 1,050,000 | SH | SOLE | 1,050,000 | 0 | 0 | ||
| FOLEY TRASIMENE ACQUISTN COR | COM CL A | 34431F104 | 24,138 | 2,470,606 | SH | SOLE | 2,470,606 | 0 | 0 | ||
| FORTRESS CAPITAL ACQUISITION | UNIT 99/99/9999 | G36427113 | 31,162 | 3,110,000 | SH | SOLE | 3,110,000 | 0 | 0 | ||
| FRANCO NEV CORP | COM | 351858105 | 10,557 | 72,770 | SH | SOLE | 72,770 | 0 | 0 | ||
| FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | 223,300 | 8,458,315 | SH | SOLE | 8,458,315 | 0 | 0 | ||
| GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 13,078 | 9,027,000 | PRN | SOLE | 0 | 0 | 0 | ||
| GROUP NINE ACQUISITION CORP | COM CL A | 39947R104 | 13,203 | 1,350,000 | SH | SOLE | 1,350,000 | 0 | 0 | ||
| GROUP NINE ACQUISITION CORP | *W EXP 01/15/202 | 39947R112 | 542 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
| HEALTHCARE SERVICES ACQU COR | COM CL A | 42227K104 | 4,477 | 462,526 | SH | SOLE | 462,526 | 0 | 0 | ||
| HEALTHCOR CATALIO ACQU CORP | CL A SHS | G44125105 | 1,970 | 199,951 | SH | SOLE | 199,951 | 0 | 0 | ||
| INFINERA CORP | COM | 45667G103 | 9,078 | 890,000 | SH | SOLE | 890,000 | 0 | 0 | ||
| INTAPP INC | COM | 45827U109 | 1,407 | 50,245 | SH | SOLE | 50,245 | 0 | 0 | ||
| INTERNATIONAL FLAVORS&FRAGRA | COM | 459506101 | 63,528 | 425,220 | SH | SOLE | 425,220 | 0 | 0 | ||
| JACOBS ENGR GROUP INC | COM | 469814107 | 125,976 | 944,210 | SH | SOLE | 944,210 | 0 | 0 | ||
| JAWS HURRICANE ACQUISITN COR | UNIT 06/08/2026 | 47201B202 | 10,060 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| JAWS JUGGERNAUT ACQUISITN CO | UNIT 06/17/2026 | G50735128 | 7,042 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
| JAWS MUSTANG ACQUISITION COR | UNIT 99/99/9999 | G50737116 | 19,209 | 1,909,400 | SH | SOLE | 1,909,400 | 0 | 0 | ||
| JAWS SPITFIRE ACQUISITION CO | SHS CL A | G50740102 | 18,082 | 1,806,388 | SH | SOLE | 1,806,388 | 0 | 0 | ||
| JAWS SPITFIRE ACQUISITION CO | *W EXP 12/01/202 | G50740110 | 867 | 451,597 | SH | SOLE | 451,597 | 0 | 0 | ||
| KANSAS CITY SOUTHERN | COM NEW | 485170302 | 48,173 | 170,000 | SH | SOLE | 170,000 | 0 | 0 | ||
| KATAPULT HOLDINGS INC | *W EXP 06/09/202 | 485859110 | 596 | 186,800 | SH | SOLE | 186,800 | 0 | 0 | ||
| KKR ACQUISITION HOLDING I CO | UNIT 99/99/9999 | 48253T208 | 20,080 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| KL ACQUISITION CORP | COM CL A | 49837C109 | 8,642 | 890,947 | SH | SOLE | 890,947 | 0 | 0 | ||
| LEGALZOOM COM INC | COM | 52466B103 | 568 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| LIBERTY GLOBAL PLC | SHS CL A | G5480U104 | 8,746 | 322,027 | SH | SOLE | 322,027 | 0 | 0 | ||
| LIBERTY GLOBAL PLC | SHS CL C | G5480U120 | 27,923 | 1,032,652 | SH | SOLE | 1,032,652 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | COM A SIRIUSXM | 531229409 | 19,948 | 428,258 | SH | SOLE | 428,258 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | COM C SIRIUSXM | 531229607 | 34,936 | 753,088 | SH | SOLE | 753,088 | 0 | 0 | ||
| LIBERTY TRIPADVISOR HLDGS IN | COM SER A | 531465102 | 6,591 | 1,619,492 | SH | SOLE | 1,619,492 | 0 | 0 | ||
| LOCUST WALK ACQUISITION CORP | COM CL A | 54015L103 | 9,890 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| LONGVIEW ACQUISITION CORP II | UNIT 99/99/9999 | 54319Q204 | 27,720 | 2,750,000 | SH | SOLE | 2,750,000 | 0 | 0 | ||
| LUX HEALTH TECH ACQUISITION | COM CL A | 55068A100 | 19,786 | 2,000,649 | SH | SOLE | 2,000,649 | 0 | 0 | ||
| LUX HEALTH TECH ACQUISITION | *W EXP 11/30/202 | 55068A118 | 612 | 463,822 | SH | SOLE | 463,822 | 0 | 0 | ||
| MARATHON PETE CORP | COM | 56585A102 | 165,983 | 2,747,149 | SH | SOLE | 2,747,149 | 0 | 0 | ||
| MARATHON PETE CORP | COM | 56585A102 | 60,420 | 1,000,000 | SH | Put | SOLE | 1,000,000 | 0 | 0 | |
| MARQUEE RAINE ACQUISITION CO | CL A SHS | G58442107 | 19,441 | 1,963,766 | SH | SOLE | 1,963,766 | 0 | 0 | ||
| NEBULA CARAVEL ACQUISITION C | COM CL A | 629070103 | 14,824 | 1,483,865 | SH | SOLE | 1,483,865 | 0 | 0 | ||
| NEBULA CARAVEL ACQUISITION C | *W EXP 10/01/202 | 629070111 | 824 | 316,773 | SH | SOLE | 316,773 | 0 | 0 | ||
| NELNET INC | CL A | 64031N108 | 29,524 | 392,454 | SH | SOLE | 392,454 | 0 | 0 | ||
| NEW GOLD INC CDA | COM | 644535106 | 5,430 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 23,817 | 23,841,000 | PRN | SOLE | 0 | 0 | 0 | ||
| NEWMARK GROUP INC | CL A | 65158N102 | 57,271 | 4,768,645 | SH | SOLE | 4,768,645 | 0 | 0 | ||
| NEWPARK RES INC | NOTE 4.000%12/0 | 651718AE8 | 3,450 | 3,450,000 | PRN | SOLE | 0 | 0 | 0 | ||
| NEXTGEN ACQUISITION CORP | CL A | G65305107 | 994 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| NEXTGEN ACQUISITION CORP | *W EXP 10/06/202 | G65305123 | 617 | 333,334 | SH | SOLE | 333,334 | 0 | 0 | ||
| NISOURCE INC | COM | 65473P105 | 42,140 | 1,720,000 | SH | SOLE | 1,720,000 | 0 | 0 | ||
| NOBLE CORP NEW | SHS | G6610J209 | 2,473 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| NOVAGOLD RES INC | COM NEW | 66987E206 | 15,319 | 1,912,453 | SH | SOLE | 1,912,453 | 0 | 0 | ||
| OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 7,491 | 6,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 17,520 | 12,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PAYSAFE LIMITED | *W EXP 03/30/202 | G6964L115 | 4,382 | 1,224,121 | SH | SOLE | 1,224,121 | 0 | 0 | ||
| PERIPHAS CAPITAL PARTNERING | COM CL A | 713895100 | 21,263 | 867,420 | SH | SOLE | 867,420 | 0 | 0 | ||
| PERIPHAS CAPITAL PARTNERING | *W EXP 12/10/202 | 713895118 | 466 | 216,855 | SH | SOLE | 216,855 | 0 | 0 | ||
| PERRIGO CO PLC | SHS | G97822103 | 29,189 | 636,623 | SH | SOLE | 636,623 | 0 | 0 | ||
| PG&E CORP | COM | 69331C108 | 54,055 | 5,315,103 | SH | SOLE | 5,315,103 | 0 | 0 | ||
| PLAYA HOTELS & RESORTS NV | SHS | N70544106 | 15,296 | 2,058,627 | SH | SOLE | 2,058,627 | 0 | 0 | ||
| PLAYSTUDIOS INC | CLASS A COM | 72815G108 | 4,152 | 559,523 | SH | SOLE | 559,523 | 0 | 0 | ||
| POEMA GLOBAL HOLDINGS CORP | CL A SHS | G7154B107 | 16,940 | 1,750,000 | SH | SOLE | 1,750,000 | 0 | 0 | ||
| POEMA GLOBAL HOLDINGS CORP | *W EXP 01/08/202 | G7154B115 | 668 | 875,000 | SH | SOLE | 875,000 | 0 | 0 | ||
| POST HOLDINGS PARTNERING COR | UNIT 99/99/9999 | 737465203 | 12,988 | 1,250,000 | SH | SOLE | 1,250,000 | 0 | 0 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 21,676 | 20,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PRIMAVERA CAPITAL ACQUIST CO | SHS CL A | G7255E109 | 4,885 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| PRIVETERRA ACQUISITION CORP | UNIT 99/99/9999 | 74275N201 | 13,944 | 1,400,000 | SH | SOLE | 1,400,000 | 0 | 0 | ||
| PROSPECTOR CAPITAL CORP | CL A | G7273A105 | 10,313 | 1,063,200 | SH | SOLE | 1,063,200 | 0 | 0 | ||
| QTS RLTY TR INC | COM CL A | 74736A103 | 38,650 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| SANDERSON FARMS INC | COM | 800013104 | 20,097 | 106,918 | SH | SOLE | 106,918 | 0 | 0 | ||
| SCION TECH GROWTH I | CL A SHS | G31067104 | 28,460 | 2,913,000 | SH | SOLE | 2,913,000 | 0 | 0 | ||
| SCION TECH GROWTH I | *W EXP 11/01/202 | G31067112 | 1,020 | 970,999 | SH | SOLE | 970,999 | 0 | 0 | ||
| SCION TECH GROWTH II | UNIT 99/99/9999 | G31070124 | 17,874 | 1,800,000 | SH | SOLE | 1,800,000 | 0 | 0 | ||
| SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 25,540 | 768,808 | SH | SOLE | 768,808 | 0 | 0 | ||
| SOCIAL CAP SUVRETTA HLD CRPI | CLASS A ORD SHS | G8253W109 | 5,055 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| SOCIAL CAP SUVRETTA HLDS CP | CLASS A ORD SHS | G8253Y105 | 5,050 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| SOCIAL CAP SUVRETTA HLDS CRP | CLASS A ORD SHS | G8253T106 | 5,055 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| SOCIAL CAP SUVRETTA HLDS CRP | CLASS A ORD SHS | G8253U103 | 5,060 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| SOCIAL CAPITAL HEDOSOPHA HLD | SHS CL A | G82514103 | 24,996 | 2,405,752 | SH | SOLE | 2,405,752 | 0 | 0 | ||
| SOCIAL CAPITAL HEDOSOPHA HLD | SHS CL A | G8251L105 | 32,734 | 3,209,198 | SH | SOLE | 3,209,198 | 0 | 0 | ||
| SOFI TECHNOLOGIES INC | COM | 83406F102 | 10,544 | 550,000 | SH | SOLE | 550,000 | 0 | 0 | ||
| SOFI TECHNOLOGIES INC | *W EXP 05/28/202 | 83406F110 | 5,957 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 23,908 | 20,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SPORTS VENTURES ACQUISIN COR | CL A SHS | G8372A103 | 5,165 | 531,943 | SH | SOLE | 531,943 | 0 | 0 | ||
| ST JOE CO | COM | 790148100 | 7,807 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
| SUPER MICRO COMPUTER INC | COM | 86800U104 | 70,089 | 1,992,295 | SH | SOLE | 1,992,295 | 0 | 0 | ||
| SUPERNOVA PARTN ACQ CO III L | UNIT 99/99/9999 | G8T90F110 | 9,975 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| SUPERNOVA PARTNERS ACQUISITI | COM CL A | 86846V108 | 27,748 | 2,794,322 | SH | SOLE | 2,794,322 | 0 | 0 | ||
| SUPERNOVA PARTNERS ACQUISITI | *W EXP 10/16/202 | 86846V116 | 921 | 598,107 | SH | SOLE | 598,107 | 0 | 0 | ||
| SUPERNOVA PARTNERS ACQUISTN | UNIT 99/99/9999 | G8T86C113 | 17,964 | 1,800,000 | SH | SOLE | 1,800,000 | 0 | 0 | ||
| TCV ACQUISITION CORP | CL A SHS | G8704C124 | 14,865 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| TEKKORP DIGITAL ACQUISITN CO | CL A | G8739H106 | 12,990 | 1,332,271 | SH | SOLE | 1,332,271 | 0 | 0 | ||
| TEKKORP DIGITAL ACQUISITN CO | *W EXP 10/26/202 | G8739H114 | 594 | 566,135 | SH | SOLE | 566,135 | 0 | 0 | ||
| TELEPHONE & DATA SYS INC | COM NEW | 879433829 | 22,132 | 976,705 | SH | SOLE | 976,705 | 0 | 0 | ||
| TERADATA CORP DEL | COM | 88076W103 | 70,328 | 1,407,395 | SH | SOLE | 1,407,395 | 0 | 0 | ||
| TFS FINL CORP | COM | 87240R107 | 31,562 | 1,554,766 | SH | SOLE | 1,554,766 | 0 | 0 | ||
| THE MUSIC ACQUISITION CORP | UNIT 99/99/9999 | 62752R209 | 12,204 | 1,200,000 | SH | SOLE | 1,200,000 | 0 | 0 | ||
| TPG PACE BENEFICIAL II CORP | COMMON STOCK | G89826104 | 20,160 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| TPG PACE SOLUTIONS CORP | SHS CL A | G8656V104 | 9,960 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| TPG PACE TECH OPPORTUNITIES | CL A COM | G8990Y103 | 6,027 | 606,909 | SH | SOLE | 606,909 | 0 | 0 | ||
| TPG PACE TECH OPPORTUNITIES | *W EXP 10/09/202 | G8990Y129 | 175 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| TREBIA ACQUISITION CORP | COM CL A | G9027T109 | 14,028 | 1,416,922 | SH | SOLE | 1,416,922 | 0 | 0 | ||
| TRILOGY METALS INC NEW | COM | 89621C105 | 2,625 | 1,045,700 | SH | SOLE | 1,045,700 | 0 | 0 | ||
| TWC TECH HLDGS II CORP | COM | 90117G105 | 27,149 | 2,734,043 | SH | SOLE | 2,734,043 | 0 | 0 | ||
| TWC TECH HLDGS II CORP | *W EXP 09/15/202 | 90117G113 | 196 | 113,000 | SH | SOLE | 113,000 | 0 | 0 | ||
| TWITTER INC | COM | 90184L102 | 40,350 | 586,402 | SH | SOLE | 586,402 | 0 | 0 | ||
| UNITED STATES CELLULAR CORP | COM | 911684108 | 5,344 | 147,176 | SH | SOLE | 147,176 | 0 | 0 | ||
| VECTOR ACQUISITION CORP II | CL A SHS | G9460A104 | 4,055 | 408,313 | SH | SOLE | 408,313 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 191,933 | 3,425,539 | SH | SOLE | 3,425,539 | 0 | 0 | ||
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 40,918 | 38,602,000 | PRN | SOLE | 0 | 0 | 0 | ||
| VONAGE HLDGS CORP | COM | 92886T201 | 51,715 | 3,588,850 | SH | SOLE | 3,588,850 | 0 | 0 | ||
| VOYA FINANCIAL INC | COM | 929089100 | 125,882 | 2,046,856 | SH | SOLE | 2,046,856 | 0 | 0 | ||
| VPC IMPACT ACQUISITION HLDNG | *W EXP 10/22/202 | G9441E118 | 246 | 142,893 | SH | SOLE | 142,893 | 0 | 0 | ||
| WARBURG PINCUS CAPTAL CORP I | UNIT 99/99/9999 | G9460M116 | 15,068 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| WARBURG PINCUS CAPTAL CORP I | UNIT 99/99/9999 | G9461D123 | 15,233 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| WILLIS TOWERS WATSON PLC LTD | SHS | G96629103 | 40,254 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 17,261 | 13,459,000 | PRN | SOLE | 0 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 9,692 | 6,358,000 | PRN | SOLE | 0 | 0 | 0 | ||
| WORLD WRESTLING ENTMT INC | CL A | 98156Q108 | 7,334 | 126,689 | SH | SOLE | 126,689 | 0 | 0 | ||
| WW INTL INC | COM | 98262P101 | 14,950 | 413,682 | SH | SOLE | 413,682 | 0 | 0 | ||
| XPO LOGISTICS INC | COM | 983793100 | 109,529 | 782,962 | SH | SOLE | 782,962 | 0 | 0 | ||
| Z-WORK ACQUISITION CORP | UNIT 99/99/9999 | 98880C201 | 4,926 | 492,629 | SH | SOLE | 492,629 | 0 | 0 | ||