Name,Ticker,Title of class,Class,Change,CUSIP,Value,Shares or principal amount,Weighting ALLEGHANY CORP MD,Y,, ,017175100,169520000.0,201961.0,2.895 SPDR S&P 500 ETF TR,SPY,tr unit, ,78462F103,107154000.0,300000.0,1.83 SEA LTD,,note 2.375%12/0, ,81141RAF7,99725000.0,99225000.0,1.703 SNAP INC,,note 0.750% 8/0, ,83304AAB2,99222000.0,114875000.0,1.694 TWITTER INC,,note 3/1, ,90184LAN2,82855000.0,90000000.0,1.415 MICROSTRATEGY INC,,note 0.750%12/1, ,594972AC5,72825000.0,95642000.0,1.243 ISHARES TR,IGSB,, ,464288646,54849000.0,1113000.0,0.937 CINEMARK HLDGS INC,,note 4.500% 8/1, ,17243VAB8,48918000.0,43500000.0,0.835 MICROSTRATEGY INC,,note 2/1, ,594972AE1,44954000.0,98735000.0,0.768 SPDR SER TR,SPSB,portfolio short, ,78464A474,32522000.0,1113000.0,0.555 ISHARES TR,MUB,national mun etf, ,464288414,24763000.0,241400.0,0.423 GREEN PLAINS INC,,note 2.250% 3/1, ,393222AK0,22975000.0,19900000.0,0.392 FOCUS FINL PARTNERS INC,FOCS,, ,34417P100,19398000.0,615611.0,0.331 ACORDA THERAPEUTICS INC,,note 6.000%12/0, ,00484MAC0,16190000.0,28001000.0,0.276 ATI INC,,note 3.500% 6/1, ,01741RAK8,14594000.0,8000000.0,0.249 TPB ACQUISITION CORP I,,, ,G8990L101,13020000.0,1312500.0,0.222 WAYFAIR INC,W,cl a, ,94419L101,13020000.0,400000.0,0.222 AMERICAN AIRLS GROUP INC,AAL,, ,02376R102,12040000.0,1000000.0,0.206 BLACKLINE INC,BL,, ,09239B109,11980000.0,200000.0,0.205 INVACARE CORP,,note 5.000%11/1, ,461203AL5,10935000.0,13500000.0,0.187 ELANCO ANIMAL HEALTH INC,ELAN,, ,28414H103,10239000.0,825037.0,0.175 EVENTBRITE INC,,note 0.750% 9/1, ,29975EAD1,8782000.0,12750000.0,0.15 DENBURY INC,DEN,, ,24790A101,8626000.0,100000.0,0.147 QUANTUMSCAPE CORP,QS,, ,74767V109,8410000.0,1000000.0,0.144 EQUITABLE HLDGS INC,EQH,, ,29452E101,7353000.0,279046.0,0.126 EVENTBRITE INC,,note 5.000%12/0, ,29975EAB5,6041000.0,6500000.0,0.103 CME GROUP INC,CME,, ,12572Q105,5319000.0,30028.0,0.091 ENERGY TRANSFER L P,ET,, ,29273V100,5270000.0,477750.0,0.09 RMG ACQUISITION CORP III,RMGC,, ,G76088106,4970000.0,500000.0,0.085 PERIDOT ACQUISITION CORP II,PDOT,, ,G7008B105,4958000.0,500000.0,0.085 ESM ACQUISITION CORPORATION,ESM,, ,G3195H104,4960000.0,500000.0,0.085 JAWS MUSTANG ACQUISITION COR,JWSM,, ,G50737108,4970000.0,500000.0,0.085 ARES ACQUISITION CORPORATION,AAC,, ,G33032106,4965000.0,500000.0,0.085 COLONNADE ACQUISITION CORP I,CLAA,, ,G2284B101,4960000.0,500000.0,0.085 DIGITAL TRANSFORMATN OPT COR,DTOC,, ,25401K107,4910000.0,500000.0,0.084 FIGURE ACQUISITION CORP I,FACA,, ,302438106,4925000.0,500000.0,0.084 FUSION ACQUISITION CORP II,FSNB,, ,36118N102,4920000.0,500000.0,0.084 LERER HIPPEAU ACQUISITION CO,LHAA,cl a, ,526749106,4910000.0,500000.0,0.084 BENTLEY SYS INC,,note 0.125% 1/1, ,08265TAB5,4945000.0,5882000.0,0.084 ATLAS CREST INVESTMENT CORP,ACII,, ,049287105,4926000.0,500000.0,0.084 CORSAIR PARTNERING CORP,CORSU,unit 99/99/9999, ,G2540H124,4926000.0,500054.0,0.084 CI FINL CORP,CIXX,, ,125491100,4690000.0,489400.0,0.08 TCW SPECIAL PURPOSE ACQU COR,TSPQ,, ,87301L106,4697000.0,478848.0,0.08 ENTERPRISE PRODS PARTNERS L,EPD,, ,293792107,4518000.0,190000.0,0.077 M3 BRIGADE ACQUISITION II CO,MBAC,, ,553800103,4254000.0,433614.0,0.073 INTERACTIVE BROKERS GROUP IN,IBKR,, ,45841N107,4103000.0,64200.0,0.07 CORENERGY INFRASTRUCTURE TR,,note 5.875% 8/1, ,21870UAC0,4020000.0,5660000.0,0.069 FTAC HERA ACQUISITION CORP,HERA,, ,G3728Y103,3970000.0,400000.0,0.068 VECTOR ACQUISITION CORP II,VAQC,, ,G9460A104,3964000.0,400000.0,0.068 INDEPENDENCE HOLDINGS CORP,ACQR,, ,G4761A101,3968000.0,400000.0,0.068 APOLLO STRATEGIC GRWT CPTL I,APGB,, ,G0412A102,3948000.0,400000.0,0.067 CHURCHILL CAPITAL CORP VII,CVII,, ,17144M102,3932000.0,400000.0,0.067 AUSTERLITZ ACQUISITION CORP,AUS,, ,G0633D109,3924000.0,400000.0,0.067 MAGELLAN MIDSTREAM PRTNRS LP,MMP,, ,559080106,3882000.0,81700.0,0.066 BRIGHTSPHERE INVT GROUP INC,BSIG,, ,10948W103,3673000.0,246326.0,0.063 TRANSPHORM INC,TGAN,, ,89386L100,3390000.0,673991.0,0.058 PATHFINDER ACQUISITION CORP,PFDR,cl a, ,G04119106,2981000.0,300000.0,0.051 TAILWIND INTERNATNAL ACQ COR,TWNI,, ,G8662F101,2976000.0,300000.0,0.051 GORES HOLDINGS VII INC,GSEV,, ,38286T101,2958000.0,300000.0,0.051 FINTECH EVOLUTION ACQUIS GRO,FTEV,, ,G3R19A104,2976000.0,300000.0,0.051 ORION ACQUISITION CORP,OHPA,, ,68626A108,2954000.0,300000.0,0.05 LANDCADIA HOLDINGS IV INC,LCA,, ,51477A104,2946000.0,300000.0,0.05 TLG ACQUISITION ONE CORP,TLGA,, ,87257M108,2465000.0,250000.0,0.042 GORES TECHNOLOGY PARTNERS II,GTPB,, ,38287L107,2455000.0,250000.0,0.042 NOBLE ROCK ACQUISITION CORP,NRAC,, ,G6546R101,2480000.0,250000.0,0.042 TZP STRATEGIES ACQUISTN CORP,TZPS,, ,G91595101,2388000.0,240000.0,0.041 WESTERN MIDSTREAM PARTNERS L,WES,, ,958669103,2379000.0,94550.0,0.041 ONE EQUITY PARTNERS OPEN WTR,OEPW,cl a, ,68237L105,2369000.0,240000.0,0.04 MASON INDUSTRIAL TECHNOLGY I,MIT,, ,57520Y106,2352000.0,240000.0,0.04 ARES MANAGEMENT CORPORATION,ARES,, ,03990B101,2187000.0,35300.0,0.037 SOCIAL LEVERAGE ACQUISN CORP,SLAC,, ,83363K102,1966000.0,200000.0,0.034 NORTHERN STAR INVEST CORP II,NSTC,, ,66574L100,1969000.0,200000.0,0.034 NORTHERN STAR INVEST CORP IV,NSTD,, ,66575B101,1964000.0,200000.0,0.034 CARTESIAN GROWTH CORP,GLBL,, ,G19276107,1982000.0,200000.0,0.034 AUSTERLITZ ACQUISITION CORP,ASZ,, ,G0633U101,1962000.0,200000.0,0.034 BOA ACQUISITION CORP,BOAS,, ,05601A109,1988000.0,200000.0,0.034 RXR ACQUISITION CORP,,, ,74981W107,1968000.0,200000.0,0.034 DHB CAPITAL CORP,DHBC,, ,23291W109,1968000.0,200000.0,0.034 GORES HLDGS VIII INC,GIIX,cl a, ,382863108,1789000.0,181213.0,0.031 KAIROS ACQUISITION CORP,KAIR,, ,G52110114,1478000.0,148547.0,0.025 HUDSON EXECUTIVE INVES III,HIII,, ,44376L107,1477000.0,150000.0,0.025 FINSERV ACQUISITION CORP II,FSRX,, ,31809Y103,1475000.0,150000.0,0.025 JPMORGAN CHASE & CO,JPM,, ,46625H100,1369000.0,13099.0,0.023 GORES TECHNOLOGY PARTNERS IN,GTPA,, ,382870103,1228000.0,125000.0,0.021 DRAGONEER GROWTH OPT CORP II,DGNU,, ,G28315102,1224000.0,125000.0,0.021 BLUE OWL CAPITAL INC,OWL,, ,09581B103,1154000.0,125000.0,0.02 SLAM CORP,SLAM,, ,G8210L105,991000.0,100000.0,0.017 SIMON PROPERTY GRP ACQ HOLDI,SPGS,, ,82880R103,985000.0,100000.0,0.017 COLICITY INC,COLI,, ,194170106,983000.0,100000.0,0.017 NEW VISTA ACQUISITION CORP,NVSA,, ,G6529L105,993000.0,100000.0,0.017 EQUITRANS MIDSTREAM CORP,ETRN,, ,294600101,1004000.0,134200.0,0.017 NIGHTDRAGON ACQUISITION CORP,NDAC,, ,65413D105,982000.0,100000.0,0.017 TISHMAN SPEYER INNOVATION CO,TSIB,, ,88825H100,985000.0,100000.0,0.017 ARCTOS NORTHSTAR ACQUIS CORP,ANAC,, ,G0477L100,991000.0,100000.0,0.017 FOREST ROAD ACQUISITION COR,FRXB,cl a, ,34619V103,983000.0,100000.0,0.017 LIVE OAK MOBILITY ACQUISI CO,LOKM,, ,538126103,689000.0,70000.0,0.012 GOLDMAN SACHS GROUP INC,GS,, ,38141G104,669000.0,2284.0,0.011 ADVANCED MERGER PARTNERS INC,AMPI,, ,00777J109,492000.0,50000.0,0.008 ALTIMAR ACQUISITION CORP III,ATAQ,, ,G0370U108,496000.0,50000.0,0.008 FREEDOM ACQUISITION I CORP,FACT,, ,G3663X110,495000.0,50000.0,0.008 TPB ACQUISITION CORP I,,*w exp 08/09/202, ,G8990L127,271000.0,437499.0,0.005 SYNCHRONY FINANCIAL,SYF,, ,87165B103,205000.0,7257.0,0.004 SITIO ROYALTIES CORP,,*w exp 08/23/202, ,82982V119,182000.0,1071250.0,0.003 GINKGO BIOWORKS HOLDINGS INC,,*w exp 09/16/202, ,37611X118,58000.0,80000.0,0.001 TERRAN ORBITAL CORPORATION,,*w exp 03/25/202, ,88105P111,34000.0,166666.0,0.001 DHB CAPITAL CORP,DHBCW,*w exp 03/31/202, ,23291W117,4000.0,66666.0,0.0 M3 BRIGADE ACQUISITION II CO,MBACWS,*w exp 03/09/202, ,553800111,9000.0,144537.0,0.0 LANDCADIA HOLDINGS IV INC,LCAHW,*w exp 03/29/202, ,51477A112,11000.0,74999.0,0.0 MASON INDUSTRIAL TECHNOLGY I,MITWS,*w exp 99/99/999, ,57520Y114,3000.0,80000.0,0.0 NIGHTDRAGON ACQUISITION CORP,NDACW,*w exp 02/26/202, ,65413D113,2000.0,20000.0,0.0 NORTHERN STAR INVEST CORP II,NSTCWS,*w exp 02/25/202, ,66574L118,1000.0,33332.0,0.0 NORTHERN STAR INVEST CORP IV,NSTDWS,*w exp 02/25/202, ,66575B119,2000.0,33332.0,0.0 ONE EQUITY PARTNERS OPEN WTR,OEPWW,*w exp 01/14/202, ,68237L113,7000.0,80000.0,0.0 ORION ACQUISITION CORP,OHPAW,*w exp 02/19/202, ,68626A116,4000.0,75000.0,0.0 CHURCHILL CAPITAL CORP VII,CVIIWS,*w exp 02/29/202, ,17144M110,11000.0,80000.0,0.0 BOA ACQUISITION CORP,BOASWS,*w exp 02/22/202, ,05601A117,15000.0,66666.0,0.0 RXR ACQUISITION CORP,RXRAW,*w exp 03/08/202, ,74981W115,1000.0,40000.0,0.0 RIGETTI COMPUTING INC,,*w exp 99/99/999, ,76655K111,11000.0,49998.0,0.0 HUDSON EXECUTIVE INVES III,HIIIW,*w exp 02/22/202, ,44376L115,4000.0,30000.0,0.0 ATLAS CREST INVESTMENT CORP,ACIIWS,*w exp 02/03/202, ,049287113,5000.0,125000.0,0.0 GORES TECHNOLOGY PARTNERS II,GTPBW,*w exp 03/16/202, ,38287L115,8000.0,50000.0,0.0 GORES TECHNOLOGY PARTNERS IN,GTPAW,*w exp 03/16/202, ,382870111,7000.0,25000.0,0.0 GORES HOLDINGS VII INC,GSEVW,*w exp 02/25/202, ,38286T119,4000.0,37499.0,0.0 SIMON PROPERTY GRP ACQ HOLDI,SPGSWS,*w exp 02/04/202, ,82880R111,1000.0,20000.0,0.0 GORES HLDGS VIII INC,GIIXW,*w exp 03/01/202, ,382863116,24000.0,24999.0,0.0 SOCIAL LEVERAGE ACQUISN CORP,SLACWS,*w exp 02/17/202, ,83363K110,11000.0,50000.0,0.0 TLG ACQUISITION ONE CORP,TLGAWS,*w exp 01/25/202, ,87257M116,4000.0,83333.0,0.0 TCW SPECIAL PURPOSE ACQU COR,TSPQWS,*w exp 99/99/999, ,87301L114,10000.0,159615.0,0.0 TISHMAN SPEYER INNOVATION CO,TSIBW,*w exp 02/11/202, ,88825H118,2000.0,20000.0,0.0 TWITTER INC,TWTR,, ,90184L102,0.0,1.0,0.0 FUSION ACQUISITION CORP II,FSNBWS,*w exp 02/29/202, ,36118N110,8000.0,166666.0,0.0 COLICITY INC,COLIW,*w exp 02/24/202, ,194170114,1000.0,20000.0,0.0 USHG ACQUISITION CORP,HUGSWS,*w exp 02/24/202, ,91748P118,2000.0,33332.0,0.0 FOREST ROAD ACQUISITION COR,FRXBWS,*w exp 01/15/202, ,34619V111,1000.0,20000.0,0.0 ADVANCED MERGER PARTNERS INC,AMPIWS,*w exp 06/30/202, ,00777J117,0.0,8332.0,0.0 ALTIMAR ACQUISITION CORP III,ATAQWS,*w exp 03/08/202, ,G0370U116,1000.0,12499.0,0.0 PATHFINDER ACQUISITION CORP,PFDRW,*w exp 02/19/202, ,G04119122,1000.0,60000.0,0.0 APOLLO STRATEGIC GRWT CPTL I,APGBWS,*w exp 02/12/202, ,G0412A128,9000.0,80000.0,0.0 ARCTOS NORTHSTAR ACQUIS CORP,ANACWS,*w exp 99/99/999, ,G0477L126,1000.0,24999.0,0.0 FINSERV ACQUISITION CORP II,FSRXW,*w exp 02/17/202, ,31809Y111,1000.0,37500.0,0.0 AUSTERLITZ ACQUISITION CORP,AUSWS,*w exp 02/19/202, ,G0633D125,10000.0,100000.0,0.0 AUSTERLITZ ACQUISITION CORP,ASZWS,*w exp 02/19/202, ,G0633U127,5000.0,50000.0,0.0 CARTESIAN GROWTH CORP,GLBLW,*w exp 02/26/202, ,G19276115,19000.0,66666.0,0.0 FATHOM DIGITAL MFG CORP,,*w exp 12/22/202, ,31189Y111,10000.0,50000.0,0.0 COLONNADE ACQUISITION CORP I,CLAAWS,*w exp 99/99/999, ,G2284B119,12000.0,100000.0,0.0 FAST RADIUS INC,,*w exp 02/11/202, ,31187R118,1000.0,43750.0,0.0 ESM ACQUISITION CORPORATION,ESMWS,*w exp 02/02/202, ,G3195H112,13000.0,166666.0,0.0 ARES ACQUISITION CORPORATION,AACWS,*w exp 99/99/999, ,G33032122,12000.0,100000.0,0.0 FREEDOM ACQUISITION I CORP,FACTWS,*w exp 99/99/999, ,G3663X128,2000.0,12499.0,0.0 FTAC HERA ACQUISITION CORP,HERAW,*w exp 02/28/202, ,G3728Y111,9000.0,99999.0,0.0 FINTECH EVOLUTION ACQUIS GRO,FTEVWS,*w exp 03/31/202, ,G3R19A120,10000.0,100000.0,0.0 INDEPENDENCE HOLDINGS CORP,ACQRW,*w exp 03/31/202, ,G4761A127,10000.0,80000.0,0.0 FIGURE ACQUISITION CORP I,FACAWS,*w exp 03/31/202, ,302438114,7000.0,125000.0,0.0 JAWS MUSTANG ACQUISITION COR,JWSMWS,*w exp 01/30/202, ,G50737124,13000.0,125000.0,0.0 KAIROS ACQUISITION CORP,KAIRW,*w exp 11/30/202, ,G52110106,2000.0,74273.0,0.0 NEW VISTA ACQUISITION CORP,NVSAW,*w exp 02/01/202, ,G6529L121,3000.0,33333.0,0.0 NOBLE ROCK ACQUISITION CORP,NRACW,*w exp 01/31/202, ,G6546R119,4000.0,83333.0,0.0 PERIDOT ACQUISITION CORP II,PDOTWS,*w exp 04/30/202, ,G7008B121,10000.0,100000.0,0.0 RMG ACQUISITION CORP III,RMGCW,*w exp 02/08/202, ,G76088122,12000.0,100000.0,0.0 SLAM CORP,SLAMW,*w exp 02/23/202, ,G8210L121,2000.0,24999.0,0.0 TAILWIND INTERNATNAL ACQ COR,TWNIWS,*w exp 03/01/202, ,G8662F119,3000.0,100000.0,0.0 TZP STRATEGIES ACQUISTN CORP,TZPSW,*w exp 01/06/202, ,G91595119,7000.0,79999.0,0.0 DIGITAL TRANSFORMATN OPT COR,DTOCW,*w exp 03/31/202, ,25401K115,9000.0,125000.0,0.0 PAGAYA TECHNOLOGIES LTD,,*w exp 09/01/202, ,M7S64L107,13000.0,66666.0,0.0 LIVE OAK MOBILITY ACQUISI CO,LOKMWS,*w exp 03/04/202, ,538126111,2000.0,13999.0,0.0