Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Nov 14, 2022
Total Value: $9.109B (89.5% shares, 10.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| TRMD | TORM PLC | 53,812,988 | $1.104B | 12.1% | $20.51 | — | — | COMMON STOCK | G89479102 |
| EXE | CHESAPEAKE ENERGY CORP | 9,800,000 | $923M | 10.1% | $94.21 | — | — | COMMON STOCK | 165167735 |
| VST | VISTRA CORP | 25,399,812 | $533M | 5.9% | $21.00 | — | — | COMMON STOCK | 92840M102 |
| — | GARRETT MOTION INC | 68,834,814 | $489M | 5.4% | $7.11 | — | — | CONVERTIBLE PRFD | 366505204 |
| SBLK | STAR BULK CARRIERS CORP | 26,021,457 | $455M | 5.0% | $17.48 | — | — | COMMON STOCK | Y8162K204 |
| PCG | PG&E CORP | 24,750,000 | $309M | 3.4% | $12.50 | — | — | COMMON STOCK | 69331C108 |
| — | SITIO ROYALTIES CORP | 12,935,120 | $286M | 3.1% | $22.11 | — | — | COMMON STOCK | 82982V101 |
| SPY | STATE STREET CORP | 725,000 | $259M | 2.8% | $357.18 | — | — | Put | 78462F103 |
| RWAY | RUNWAY GROWTH FINANCE CORP | 21,054,667 | $239M | 2.6% | $11.37 | — | — | COMMON STOCK | 78163D100 |
| STKL | SUNOPTA INC | 20,726,126 | $189M | 2.1% | $9.10 | — | — | COMMON STOCK | 8676EP108 |
| WFRD | WEATHERFORD INTERNATIONAL PLC | 5,758,916 | $186M | 2.0% | $32.29 | — | — | COMMON STOCK | G48833118 |
| ALLY | ALLY FINANCIAL INC | 6,124,687 | $170M | 1.9% | $27.83 | — | — | COMMON STOCK | 02005N100 |
| HTZ | HERTZ GLOBAL HOLDINGS INC | 10,468,579 | $170M | 1.9% | $16.28 | — | — | COMMON STOCK | 42806J700 |
| — | EAGLE BULK SHIPPING INC | 3,781,561 | $163M | 1.8% | $43.18 | — | — | COMMON STOCK | Y2187A150 |
| ITUB | ITAU UNIBANCO HOLDING SA | 26,277,557 | $136M | 1.5% | $5.17 | — | — | COMMON STOCK | 465562106 |
| — | INFINERA CORP | 25,175,384 | $122M | 1.3% | $4.84 | — | — | COMMON STOCK | 45667G103 |
| VALE | VALE SA | 8,742,419 | $116M | 1.3% | $13.32 | — | — | COMMON STOCK | 91912E105 |
| NMIH | NMI HOLDINGS INC | 5,320,000 | $108M | 1.2% | $20.37 | — | — | COMMON STOCK | 629209305 |
| CBL | CBL & ASSOCIATES PROPERTIES INC | 3,983,966 | $102M | 1.1% | $25.61 | — | — | COMMON STOCK | 124830878 |
| — | FRONTIER COMMUNICATIONS PARENT INC | 3,982,849 | $93.32M | 1.0% | $23.43 | — | — | COMMON STOCK | 35909D109 |
| — | BERRY CORP | 11,622,000 | $87.17M | 1.0% | $7.50 | — | — | COMMON STOCK | 08579X101 |
| IBN | ICICI BANK LTD | 4,061,664 | $85.17M | 0.9% | $20.97 | — | — | COMMON STOCK | 45104G104 |
| PBR | PETROLEO BRASILEIRO SA | 6,777,577 | $83.64M | 0.9% | $12.34 | — | — | COMMON STOCK | 71654V408 |
| — | ANGLOGOLD ASHANTI LTD | 5,083,521 | $70.25M | 0.8% | $13.82 | — | — | COMMON STOCK | 035128206 |
| KRC | KILROY REALTY CORP | 1,615,011 | $68.01M | 0.7% | $42.11 | — | — | COMMON STOCK | 49427F108 |
| FCX | FREEPORT-MCMORAN INC | 2,452,960 | $67.04M | 0.7% | $27.33 | — | — | COMMON STOCK | 35671D857 |
| CIVI | CIVITAS RESOURCES INC | 1,150,000 | $66M | 0.7% | $57.39 | — | — | COMMON STOCK | 17888H103 |
| EXEEL | CHESAPEAKE ENERGY CORP | 808,001 | $59.36M | 0.7% | $73.47 | — | — | WARRANT | 165167180 |
| — | EAGLE BULK SHIPPING INC | 40,495,000 | $58.12M | 0.6% | $1.44 | — | — | CONVERTIBLE BOND | 269442AB5 |
| CX | CEMEX SAB DE CV | 14,676,326 | $50.34M | 0.6% | $3.43 | — | — | COMMON STOCK | 151290889 |
| BAP | CREDICORP LTD | 386,898 | $47.51M | 0.5% | $122.80 | — | — | COMMON STOCK | G2519Y108 |
| ALVO | ALVOTECH SA | 6,338,660 | $42.85M | 0.5% | $6.76 | — | — | COMMON STOCK | L01800108 |
| BBD | BANCO BRADESCO SA | 11,637,489 | $42.83M | 0.5% | $3.68 | — | — | COMMON STOCK | 059460303 |
| PARR | PAR PACIFIC HOLDINGS INC | 2,210,000 | $36.27M | 0.4% | $16.41 | — | — | COMMON STOCK | 69888T207 |
| BATL | BATTALION OIL CORP | 3,009,912 | $35.82M | 0.4% | $11.90 | — | — | COMMON STOCK | 07134L107 |
| — | AZUL SA | 4,377,824 | $35.63M | 0.4% | $8.14 | — | — | COMMON STOCK | 05501U106 |
| — | LIBERTY GLOBAL PLC | 1,875,000 | $30.94M | 0.3% | $16.50 | — | — | COMMON STOCK | G5480U120 |
| — | FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC | 2,033,110 | $30.49M | 0.3% | $14.99 | — | — | COMMON STOCK | 34960P101 |
| — | OAKTREE SPECIALTY LENDING CORP | 5,014,511 | $30.09M | 0.3% | $6.00 | — | — | COMMON STOCK | 67401P108 |
| — | WESTERN DIGITAL CORP | 29,989,000 | $28.55M | 0.3% | $0.95 | — | — | CONVERTIBLE BOND | 958102AP0 |
| VIST | VISTA ENERGY SAB DE CV | 2,884,674 | $27.17M | 0.3% | $9.42 | — | — | COMMON STOCK | 92837L109 |
| — | SPOTIFY TECHNOLOGY SA | 33,063,000 | $26.12M | 0.3% | $0.79 | — | — | CONVERTIBLE BOND | 84921RAB6 |
| TOL | TOLL BROTHERS INC | 597,000 | $25.07M | 0.3% | $42.00 | — | — | COMMON STOCK | 889478103 |
| — | INVESCO SENIOR INCOME TRUST | 6,602,596 | $24.56M | 0.3% | $3.72 | — | — | COMMON STOCK | 46131H107 |
| — | SUPERNUS PHARMACEUTICALS INC | 25,143,000 | $24.51M | 0.3% | $0.97 | — | — | CONVERTIBLE BOND | 868459AD0 |
| — | ILLUMINA INC | 25,030,000 | $24.03M | 0.3% | $0.96 | — | — | CONVERTIBLE BOND | 452327AK5 |
| — | UNITI GROUP INC | 3,397,592 | $23.61M | 0.3% | $6.95 | — | — | COMMON STOCK | 91325V108 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 2,300,000 | $23.55M | 0.3% | $10.24 | — | — | COMMON STOCK | 55933J203 |
| — | MR COOPER GROUP INC | 575,000 | $23.29M | 0.3% | $40.50 | — | — | COMMON STOCK | 62482R107 |
| — | NUTANIX INC | 23,890,000 | $23.25M | 0.3% | $0.97 | — | — | CONVERTIBLE BOND | 67059NAB4 |
| PHM | PULTEGROUP INC | 619,000 | $23.21M | 0.3% | $37.50 | — | — | COMMON STOCK | 745867101 |
| — | FASTLY INC | 31,454,000 | $22.9M | 0.3% | $0.73 | — | — | CONVERTIBLE BOND | 31188VAB6 |
| — | BLACKSTONE MORTGAGE TRUST INC | 22,367,000 | $22.28M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 09257WAC4 |
| — | CVENT HOLDING CORP | 4,000,000 | $21M | 0.2% | $5.25 | — | — | COMMON STOCK | 126677103 |
| — | HOPE BANCORP INC | 21,433,000 | $20.53M | 0.2% | $0.96 | — | — | CONVERTIBLE BOND | 43940TAB5 |
| — | SEA LTD | 29,182,000 | $20.35M | 0.2% | $0.70 | — | — | CONVERTIBLE BOND | 81141RAG5 |
| GTX | GARRETT MOTION INC | 3,593,111 | $20.3M | 0.2% | $5.65 | — | — | COMMON STOCK | 366505105 |
| — | HAEMONETICS CORP | 24,998,000 | $20M | 0.2% | $0.80 | — | — | CONVERTIBLE BOND | 405024AB6 |
| PAGS | PAGSEGURO DIGITAL LTD | 1,507,880 | $19.95M | 0.2% | $13.23 | — | — | COMMON STOCK | G68707101 |
| AFYA | AFYA LTD | 1,439,270 | $19.52M | 0.2% | $13.56 | — | — | COMMON STOCK | G01125106 |
| — | NEW RELIC INC | 19,359,000 | $18.91M | 0.2% | $0.98 | — | — | CONVERTIBLE BOND | 64829BAB6 |
| — | LIGAND PHARMACEUTICALS INC | 19,361,000 | $18.83M | 0.2% | $0.97 | — | — | CONVERTIBLE BOND | 53220KAF5 |
| SMH | VANECK VECTORS SEMICONDUCTOR ETF | 100,000 | $18.51M | 0.2% | $185.12 | — | — | Put | 92189F676 |
| HIMS | HIMS & HERS HEALTH INC | 3,271,279 | $18.25M | 0.2% | $5.58 | — | — | COMMON STOCK | 433000106 |
| VAL | VALARIS LTD | 370,355 | $18.13M | 0.2% | $48.94 | — | — | COMMON STOCK | G9460G101 |
| — | DOCUSIGN INC | 18,930,000 | $17.76M | 0.2% | $0.94 | — | — | CONVERTIBLE BOND | 256163AD8 |
| — | DIGITALBRIDGE GROUP INC | 17,775,000 | $17.59M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | 19624RAA4 |
| — | IONIS PHARMACEUTICALS INC | 19,100,000 | $17.37M | 0.2% | $0.91 | — | — | CONVERTIBLE BOND | 462222AB6 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 3,295,962 | $16.84M | 0.2% | $5.11 | — | — | COMMON STOCK | 67073D102 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 17,099,000 | $16.81M | 0.2% | $0.98 | — | — | CONVERTIBLE BOND | 03762UAC9 |
| PAM | PAMPA ENERGIA SA | 718,421 | $16.36M | 0.2% | $22.77 | — | — | COMMON STOCK | 697660207 |
| — | PENNYMAC MORTGAGE INVESTMENT TRUST | 17,347,000 | $16.3M | 0.2% | $0.94 | — | — | CONVERTIBLE BOND | 70932AAD5 |
| ONIT | OCWEN FINANCIAL CORP | 693,976 | $16.15M | 0.2% | $23.27 | — | — | COMMON STOCK | 675746606 |
| KBH | KB HOME | 605,000 | $15.68M | 0.2% | $25.92 | — | — | COMMON STOCK | 48666K109 |
| MTG | MGIC INVESTMENT CORP | 1,200,000 | $15.38M | 0.2% | $12.82 | — | — | COMMON STOCK | 552848103 |
| — | NEW MOUNTAIN FINANCE CORP | 15,528,000 | $15.37M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | 647551AC4 |
| — | ALTERYX INC | 17,056,000 | $15.35M | 0.2% | $0.90 | — | — | CONVERTIBLE BOND | 02156BAD5 |
| — | PATRICK INDUSTRIES INC | 14,621,000 | $14.45M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | 703343AB9 |
| — | INNOVIVA INC | 14,002,000 | $13.81M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | 88338TAB0 |
| — | KAMAN CORP | 14,382,000 | $13.57M | 0.1% | $0.94 | — | — | CONVERTIBLE BOND | 483548AF0 |
| — | COUPA SOFTWARE INC | 17,441,000 | $13.49M | 0.1% | $0.77 | — | — | CONVERTIBLE BOND | 22266LAF3 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 1,784,412 | $13.17M | 0.1% | $7.38 | — | — | COMMON STOCK | 893870204 |
| — | CHEGG INC | 17,057,000 | $13.03M | 0.1% | $0.76 | — | — | CONVERTIBLE BOND | 163092AF6 |
| — | STARWOOD PROPERTY TRUST INC | 13,280,000 | $12.94M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 85571BAH8 |
| TV | GRUPO TELEVISA SAB | 2,364,174 | $12.72M | 0.1% | $5.38 | — | — | COMMON STOCK | 40049J206 |
| — | KKR REAL ESTATE FINANCE TRUST INC | 12,309,000 | $12.22M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 48251KAB6 |
| TX | TERNIUM SA | 445,949 | $12.21M | 0.1% | $27.39 | — | — | COMMON STOCK | 880890108 |
| — | REDWOOD TRUST INC | 13,677,000 | $11.76M | 0.1% | $0.86 | — | — | CONVERTIBLE BOND | 749772AD1 |
| — | NOVAVAX INC | 11,818,000 | $11.61M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 670002AB0 |
| EXEEZ | CHESAPEAKE ENERGY CORP | 150,000 | $11.48M | 0.1% | $76.51 | — | — | WARRANT | 165167172 |
| — | HERBALIFE NUTRITION LTD | 12,635,000 | $11.46M | 0.1% | $0.91 | — | — | CONVERTIBLE BOND | 42703MAD5 |
| — | EZCORP INC | 13,049,000 | $11.21M | 0.1% | $0.86 | — | — | CONVERTIBLE BOND | 302301AE6 |
| CNGL | CANNA-GLOBAL ACQUISITION CORP | 1,100,000 | $11.12M | 0.1% | $10.11 | — | — | COMMON STOCK | 13767K101 |
| — | NABORS INDUSTRIES LTD | 11,194,000 | $10.3M | 0.1% | $0.92 | — | — | CONVERTIBLE BOND | 62957HAB1 |
| — | RINGCENTRAL INC | 11,785,000 | $9.973M | 0.1% | $0.85 | — | — | CONVERTIBLE BOND | 76680RAF4 |
| — | EF HUTTON ACQUISITION CORP I | 990,000 | $9.9M | 0.1% | $10.00 | — | — | COMMON STOCK | 28201D208 |
| — | SFL CORP LTD | 9,807,000 | $9.794M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 824689AG8 |
| — | INTERCEPT PHARMACEUTICALS INC | 9,964,000 | $9.69M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 45845PAA6 |
| — | NUVASIVE INC | 9,910,000 | $9.612M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 670704AL9 |
| — | SHOPIFY INC | 11,600,000 | $9.541M | 0.1% | $0.82 | — | — | CONVERTIBLE BOND | 82509LAA5 |
| — | AURORA TECHNOLOGY ACQUISITION CORP | 950,000 | $9.528M | 0.1% | $10.03 | — | — | COMMON STOCK | G06984119 |
| — | TRIPADVISOR INC | 11,839,000 | $9.518M | 0.1% | $0.80 | — | — | CONVERTIBLE BOND | 896945AD4 |
| CURR | INFINT ACQUISITION CORP | 900,000 | $9.126M | 0.1% | $10.14 | — | — | COMMON STOCK | G47862100 |
| — | WIX.COM LTD | 9,036,000 | $8.736M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 92940WAB5 |
| — | COINBASE GLOBAL INC | 13,047,000 | $8.682M | 0.1% | $0.67 | — | — | CONVERTIBLE BOND | 19260QAB3 |
| — | NUVEEN FLOATING RATE INCOME FUND/CLOSED-END FUND | 1,036,236 | $8.403M | 0.1% | $8.11 | — | — | COMMON STOCK | 67072T108 |
| SMRT | SMARTRENT INC | 3,693,140 | $8.383M | 0.1% | $2.27 | — | — | COMMON STOCK | 83193G107 |
| — | PINDUODUO INC | 9,091,000 | $8.177M | 0.1% | $0.90 | — | — | CONVERTIBLE BOND | 722304AC6 |
| TEO | TELECOM ARGENTINA SA | 2,033,741 | $8.155M | 0.1% | $4.01 | — | — | COMMON STOCK | 879273209 |
| — | FIRST TRUST SENIOR FLOATING RATE INCOME FUND II | 809,115 | $8.083M | 0.1% | $9.99 | — | — | COMMON STOCK | 33733U108 |
| — | UPSTART HOLDINGS INC | 14,500,000 | $8.074M | 0.1% | $0.56 | — | — | CONVERTIBLE BOND | 91680MAB3 |
| — | MFA FINANCIAL INC | 9,246,000 | $8.066M | 0.1% | $0.87 | — | — | CONVERTIBLE BOND | 55272XAA0 |
| TPICQ | TPI COMPOSITES INC | 700,739 | $7.904M | 0.1% | $11.28 | — | — | COMMON STOCK | 87266J104 |
| — | MONTEREY CAPITAL ACQUISITION CORP | 792,000 | $7.836M | 0.1% | $9.89 | — | — | COMMON STOCK | 61244M109 |
| MHO | M/I HOMES INC | 210,000 | $7.608M | 0.1% | $36.23 | — | — | COMMON STOCK | 55305B101 |
| — | NUVEEN SENIOR INCOME FUND | 1,623,448 | $7.581M | 0.1% | $4.67 | — | — | COMMON STOCK | 67067Y104 |
| — | VEECO INSTRUMENTS INC | 7,595,000 | $7.519M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 922417AD2 |
| — | WEIBO CORP | 7,570,000 | $7.513M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 948596AC5 |
| — | NORTHVIEW ACQUISITION CORP | 750,000 | $7.455M | 0.1% | $9.94 | — | — | COMMON STOCK | 66718N103 |
| AIEV | FEUTUNE LIGHT ACQUISITION CORP | 735,000 | $7.324M | 0.1% | $9.96 | — | — | COMMON STOCK | 31561T102 |
| — | ALSET CAPITAL ACQUISITION CORP | 735,000 | $7.258M | 0.1% | $9.87 | — | — | COMMON STOCK | 02115M109 |
| — | JOYY INC | 7,699,000 | $7.194M | 0.1% | $0.93 | — | — | CONVERTIBLE BOND | 98426TAD8 |
| — | GLOBAL CONSUMER ACQUISITION CORP | 700,000 | $7.14M | 0.1% | $10.20 | — | — | COMMON STOCK | 37892B108 |
| — | ALARM.COM HOLDINGS INC | 8,613,000 | $7.084M | 0.1% | $0.82 | — | — | CONVERTIBLE BOND | 011642AB1 |
| ASCBF | A SPAC II ACQUISITION CORP | 675,000 | $6.733M | 0.1% | $9.97 | — | — | COMMON STOCK | G0543H109 |
| — | SNAP INC | 9,524,000 | $6.614M | 0.1% | $0.69 | — | — | CONVERTIBLE BOND | 83304AAF3 |
| — | HELLO GROUP INC | 6,943,000 | $6.517M | 0.1% | $0.94 | — | — | CONVERTIBLE BOND | 60879BAB3 |
| ACQC | RELATIVITY ACQUISITION CORP | 645,000 | $6.485M | 0.1% | $10.05 | — | — | COMMON STOCK | 75944B106 |
| LBRDK | LIBERTY BROADBAND CORP | 86,999 | $6.42M | 0.1% | $73.79 | — | — | COMMON STOCK | 530307305 |
| — | NICE LTD | 6,900,000 | $6.392M | 0.1% | $0.93 | — | — | CONVERTIBLE BOND | 653656AB4 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 767,730 | $6.187M | 0.1% | $8.06 | — | — | COMMON STOCK | 6706EN100 |
| EXEEW | CHESAPEAKE ENERGY CORP | 75,810 | $6.088M | 0.1% | $80.31 | — | — | WARRANT | 165167164 |
| AXAC | AXIOS SUSTAINABLE GROWTH ACQUISITION CORP | 600,000 | $6.066M | 0.1% | $10.11 | — | — | COMMON STOCK | G0703K108 |
| — | MURPHY CANYON ACQUISITION CORP | 600,000 | $6.042M | 0.1% | $10.07 | — | — | COMMON STOCK | 626642102 |
| — | NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | 509,049 | $6.022M | 0.1% | $11.83 | — | — | COMMON STOCK | 67074X107 |
| — | BURTECH ACQUISITION CORP | 600,000 | $6.003M | 0.1% | $10.01 | — | — | COMMON STOCK | 123013104 |
| — | DROPBOX INC | 6,667,000 | $5.83M | 0.1% | $0.87 | — | — | CONVERTIBLE BOND | 26210CAC8 |
| — | GREENLIGHT CAPITAL RE LTD | 6,030,000 | $5.818M | 0.1% | $0.96 | — | — | CONVERTIBLE BOND | 395366AB3 |
| — | FORD MOTOR CO | 6,227,000 | $5.725M | 0.1% | $0.92 | — | — | CONVERTIBLE BOND | 345370CZ1 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC | 519,542 | $5.72M | 0.1% | $11.01 | — | — | COMMON STOCK | 09255X100 |
| — | H WORLD GROUP LTD | 5,756,000 | $5.657M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 16949NAC3 |
| — | CENAQ ENERGY CORP | 550,000 | $5.549M | 0.1% | $10.09 | — | — | COMMON STOCK | 15130M102 |
| — | BLUE WORLD ACQUISITION CORP | 550,000 | $5.513M | 0.1% | $10.02 | — | — | COMMON STOCK | G1263E102 |
| — | BROAD CAPITAL ACQUISITION CORP | 550,000 | $5.489M | 0.1% | $9.98 | — | — | COMMON STOCK | 11125B102 |
| — | ETSY INC | 6,914,000 | $5.382M | 0.1% | $0.78 | — | — | CONVERTIBLE BOND | 29786AAN6 |
| — | SPLUNK INC | 6,772,000 | $5.361M | 0.1% | $0.79 | — | — | CONVERTIBLE BOND | 848637AF1 |
| — | AKAMAI TECHNOLOGIES INC | 5,729,000 | $5.359M | 0.1% | $0.94 | — | — | CONVERTIBLE BOND | 00971TAL5 |
| — | SHAKE SHACK INC | 7,718,000 | $5.195M | 0.1% | $0.67 | — | — | CONVERTIBLE BOND | 819047AB7 |
| — | TELADOC HEALTH INC | 7,000,000 | $5.154M | 0.1% | $0.74 | — | — | CONVERTIBLE BOND | 87918AAF2 |
| — | INDUSTRIAL HUMAN CAPITAL INC | 500,000 | $5.075M | 0.1% | $10.15 | — | — | COMMON STOCK | 45617P104 |
| — | DIGITAL HEALTH ACQUISITION CORP | 500,000 | $5.065M | 0.1% | $10.13 | — | — | COMMON STOCK | 253893101 |
| — | TELADOC HEALTH INC | 5,993,000 | $5.028M | 0.1% | $0.84 | — | — | CONVERTIBLE BOND | 539183AA1 |
| — | JUPITER WELLNESS ACQUISITION CORP | 500,000 | $5.015M | 0.1% | $10.03 | — | — | COMMON STOCK | 48208E108 |
| — | WESTERN ACQUISITION VENTURES CORP | 500,000 | $4.99M | 0.1% | $9.98 | — | — | COMMON STOCK | 95758L107 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 5,031,000 | $4.98M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 42330PAJ6 |
| — | DUET ACQUISITION CORP | 500,000 | $4.967M | 0.1% | $9.93 | — | — | COMMON STOCK | 26431Q106 |
| MSSAF | METAL SKY STAR ACQUISITION CORP | 496,000 | $4.935M | 0.1% | $9.95 | — | — | COMMON STOCK | G6053N105 |
| — | NIO INC | 6,410,000 | $4.842M | 0.1% | $0.76 | — | — | CONVERTIBLE BOND | 62914VAF3 |
| — | BANDWIDTH INC | 7,367,000 | $4.803M | 0.1% | $0.65 | — | — | CONVERTIBLE BOND | 05988JAB9 |
| — | SAGALIAM ACQUISITION CORP | 475,000 | $4.745M | 0.1% | $9.99 | — | — | COMMON STOCK | 78661R106 |
| — | AIRBNB INC | 5,478,000 | $4.563M | 0.1% | $0.83 | — | — | CONVERTIBLE BOND | 009066AB7 |
| TETEF | TECHNOLOGY & TELECOMMUNICATION ACQUISITION CORP | 450,000 | $4.551M | 0.0% | $10.11 | — | — | COMMON STOCK | G87119106 |
| — | EVERGREEN CORP | 450,000 | $4.54M | 0.0% | $10.09 | — | — | COMMON STOCK | G3312W109 |
| — | FINTECH ECOSYSTEM DEVELOPMENT CORP | 450,000 | $4.529M | 0.0% | $10.06 | — | — | COMMON STOCK | 318136108 |
| — | WELSBACH TECHNOLOGY METALS ACQUISITION CORP | 450,000 | $4.495M | 0.0% | $9.99 | — | — | COMMON STOCK | 950415109 |
| — | INTERCEPT PHARMACEUTICALS INC | 5,937,000 | $4.484M | 0.0% | $0.76 | — | — | CONVERTIBLE BOND | 45845PAB4 |
| — | REDWOODS ACQUISITION CORP | 450,000 | $4.459M | 0.0% | $9.91 | — | — | COMMON STOCK | 758083109 |
| — | CERIDIAN LLC | 5,438,000 | $4.412M | 0.0% | $0.81 | — | — | CONVERTIBLE BOND | 15677JAD0 |
| — | OKTA INC | 5,486,000 | $4.287M | 0.0% | $0.78 | — | — | CONVERTIBLE BOND | 679295AF2 |
| — | DEEP MEDICINE ACQUISITION CORP | 425,000 | $4.279M | 0.0% | $10.07 | — | — | COMMON STOCK | 243733102 |
| EONR | HNR ACQUISITION CORP | 425,000 | $4.258M | 0.0% | $10.02 | — | — | COMMON STOCK | 40472A102 |
| — | WIX.COM LTD | 5,008,000 | $4.214M | 0.0% | $0.84 | — | — | CONVERTIBLE BOND | 92940WAD1 |
| — | BLACKSTONE STRATEGIC CREDIT FUND | 389,043 | $4.135M | 0.0% | $10.63 | — | — | COMMON STOCK | 09257R101 |
| FTII | FUTURETECH II ACQUISITION CORP | 410,000 | $4.12M | 0.0% | $10.05 | — | — | COMMON STOCK | 36119D103 |
| — | ICONIC SPORTS ACQUISITION CORP | 400,000 | $4.062M | 0.0% | $10.15 | — | — | COMMON STOCK | G4712C107 |
| GTIJF | ENERGEM CORP | 400,000 | $4.058M | 0.0% | $10.14 | — | — | COMMON STOCK | G30449105 |
| RSVR | RESERVOIR MEDIA INC | 830,415 | $4.052M | 0.0% | $4.88 | — | — | COMMON STOCK | 76119X105 |
| ALSAF | ALPHA STAR ACQUISITION CORP | 400,000 | $4.032M | 0.0% | $10.08 | — | — | COMMON STOCK | G0230C108 |
| — | HAINAN MANASLU ACQUISITION CORP | 400,000 | $4.026M | 0.0% | $10.06 | — | — | COMMON STOCK | G4233U123 |
| — | FINANCIAL STRATEGIES ACQUISITION CORP | 400,000 | $4.014M | 0.0% | $10.04 | — | — | COMMON STOCK | 31772T107 |
| — | ROC ENERGY ACQUISITION CORP | 400,000 | $4.008M | 0.0% | $10.02 | — | — | COMMON STOCK | 77118V108 |
| — | BENTLEY SYSTEMS INC | 5,273,000 | $3.999M | 0.0% | $0.76 | — | — | CONVERTIBLE BOND | 08265TAD1 |
| — | GARDINER HEALTHCARE ACQUISITIONS CORP | 400,000 | $3.996M | 0.0% | $9.99 | — | — | COMMON STOCK | 365506104 |
| — | LYFT INC | 4,644,000 | $3.982M | 0.0% | $0.86 | — | — | CONVERTIBLE BOND | 55087PAB0 |
| IGTA | INCEPTION GROWTH ACQUISITION LTD | 400,000 | $3.972M | 0.0% | $9.93 | — | — | COMMON STOCK | 45333D104 |
| — | CONSILIUM ACQUISITION CORP I LTD | 400,000 | $3.97M | 0.0% | $9.93 | — | — | COMMON STOCK | G2365L101 |
| — | EATON VANCE FLOATING-RATE INCOME TRUST | 348,674 | $3.96M | 0.0% | $11.36 | — | — | COMMON STOCK | 278279104 |
| — | RF ACQUISITION CORP | 400,000 | $3.948M | 0.0% | $9.87 | — | — | COMMON STOCK | 74954L104 |
| YOTA | YOTTA ACQUISITION CORP | 398,000 | $3.94M | 0.0% | $9.90 | — | — | COMMON STOCK | 98741Y103 |
| — | AVALON ACQUISITION INC | 375,000 | $3.768M | 0.0% | $10.05 | — | — | COMMON STOCK | 05338E101 |
| — | WISDOMTREE INVESTMENTS INC | 4,147,000 | $3.717M | 0.0% | $0.90 | — | — | CONVERTIBLE BOND | 97717PAD6 |
| — | ENVESTNET INC | 4,404,000 | $3.704M | 0.0% | $0.84 | — | — | CONVERTIBLE BOND | 29404KAE6 |
| — | SPLUNK INC | 3,876,000 | $3.703M | 0.0% | $0.96 | — | — | CONVERTIBLE BOND | 848637AC8 |
| — | BLACKLINE INC | 4,533,000 | $3.689M | 0.0% | $0.81 | — | — | CONVERTIBLE BOND | 09239BAD1 |
| — | NUVASIVE INC | 4,133,000 | $3.613M | 0.0% | $0.87 | — | — | CONVERTIBLE BOND | 670704AJ4 |
| — | ALPINE ACQUISITION CORP | 350,000 | $3.58M | 0.0% | $10.23 | — | — | COMMON STOCK | 02083L109 |
| DSAQ | DIRECT SELLING ACQUISITION CORP | 350,000 | $3.545M | 0.0% | $10.13 | — | — | COMMON STOCK | 25460L103 |
| — | SANABY HEALTH ACQUISITION CORP I | 350,000 | $3.543M | 0.0% | $10.12 | — | — | COMMON STOCK | 79956P102 |
| SACQF | SPREE ACQUISITION CORP 1 LTD | 350,000 | $3.538M | 0.0% | $10.11 | — | — | COMMON STOCK | G83745102 |
| — | RIGEL RESOURCE ACQUISITION CORP | 350,000 | $3.535M | 0.0% | $10.10 | — | — | COMMON STOCK | G7573M106 |
| GDST | GOLDENSTONE ACQUISITION LTD | 350,000 | $3.487M | 0.0% | $9.96 | — | — | COMMON STOCK | 38136Y102 |
| — | GLOBALINK INVESTMENT INC | 350,000 | $3.486M | 0.0% | $9.96 | — | — | COMMON STOCK | 37892F109 |
| — | APOLLO SENIOR FLOATING RATE FUND INC | 276,091 | $3.453M | 0.0% | $12.51 | — | — | COMMON STOCK | 037636107 |
| — | ARBOR REALTY TRUST INC | 3,413,000 | $3.376M | 0.0% | $0.99 | — | — | CONVERTIBLE BOND | 038923AP3 |
| — | INVACARE CORP | 3,893,000 | $3.353M | 0.0% | $0.86 | — | — | CONVERTIBLE BOND | 461203AJ0 |
| — | LIBERTY RESOURCES ACQUISITION CORP | 325,000 | $3.279M | 0.0% | $10.09 | — | — | COMMON STOCK | 53118A105 |
| ALVOW | ALVOTECH SA | 4,666,667 | $3.255M | 0.0% | $0.70 | — | — | WARRANT | L01800116 |
| — | GENESIS UNICORN CAPITAL CORP | 320,000 | $3.203M | 0.0% | $10.01 | — | — | COMMON STOCK | 37187C100 |
| — | REDWOOD TRUST INC | 3,194,000 | $3.154M | 0.0% | $0.99 | — | — | CONVERTIBLE BOND | 758075AC9 |
| — | MOUNTAIN & CO I ACQUISITION CORP | 300,000 | $3.069M | 0.0% | $10.23 | — | — | COMMON STOCK | G6301J104 |
| — | GOGREEN INVESTMENTS CORP | 300,000 | $3.043M | 0.0% | $10.14 | — | — | COMMON STOCK | G9461B101 |
| — | ASCENDANT DIGITAL ACQUISITION CORP III | 300,000 | $3.042M | 0.0% | $10.14 | — | — | COMMON STOCK | G05157105 |
| — | KIMBELL TIGER ACQUISITION CORP | 300,000 | $3.04M | 0.0% | $10.13 | — | — | COMMON STOCK | 49436K106 |
| — | ONYX ACQUISITION CO I | 300,000 | $3.036M | 0.0% | $10.12 | — | — | COMMON STOCK | G6755Q109 |
| — | MAXPRO CAPITAL ACQUISITION CORP | 300,000 | $3.034M | 0.0% | $10.11 | — | — | COMMON STOCK | 57778T106 |
| — | BEARD ENERGY TRANSITION ACQUISITION CORP | 300,000 | $3.015M | 0.0% | $10.05 | — | — | COMMON STOCK | 07402Q101 |
| WINV | WINVEST ACQUISITION CORP | 300,000 | $3.004M | 0.0% | $10.01 | — | — | COMMON STOCK | 97655B109 |
| AOGO | AROGO CAPITAL ACQUISITION CORP | 300,000 | $2.985M | 0.0% | $9.95 | — | — | COMMON STOCK | 042644104 |
| — | NEOGENOMICS INC | 3,399,000 | $2.97M | 0.0% | $0.87 | — | — | CONVERTIBLE BOND | 64049MAA8 |
| — | CLEAN EARTH ACQUISITIONS CORP | 300,000 | $2.965M | 0.0% | $9.88 | — | — | COMMON STOCK | 184493104 |
| — | VISHAY INTERTECHNOLOGY INC | 3,180,000 | $2.963M | 0.0% | $0.93 | — | — | CONVERTIBLE BOND | 928298AP3 |
| UWMC | UWM HOLDINGS CORP | 1,000,000 | $2.93M | 0.0% | $2.93 | — | — | COMMON STOCK | 91823B109 |
| — | QUOTIENT TECHNOLOGY INC | 2,950,000 | $2.913M | 0.0% | $0.99 | — | — | CONVERTIBLE BOND | 749119AB9 |
| — | A SPAC I ACQUISITION CORP | 290,000 | $2.91M | 0.0% | $10.03 | — | — | COMMON STOCK | G0542S106 |
| — | VNET GROUP INC | 3,374,000 | $2.91M | 0.0% | $0.86 | — | — | CONVERTIBLE BOND | 90138VAB3 |
| — | SPLUNK INC | 3,288,000 | $2.901M | 0.0% | $0.88 | — | — | CONVERTIBLE BOND | 848637AD6 |
| — | SHIFT4 PAYMENTS INC | 3,263,000 | $2.895M | 0.0% | $0.89 | — | — | CONVERTIBLE BOND | 82452JAB5 |
| — | KEYARCH ACQUISITION CORP | 290,000 | $2.891M | 0.0% | $9.97 | — | — | COMMON STOCK | G5260A104 |
| — | CLOUDFLARE INC | 3,617,000 | $2.828M | 0.0% | $0.78 | — | — | CONVERTIBLE BOND | 18915MAC1 |
| — | GLOBAL STAR ACQUISITION INC | 280,000 | $2.8M | 0.0% | $10.00 | — | — | COMMON STOCK | 37962G201 |
| — | FORTUNE RISE ACQUISITION CORP | 275,000 | $2.798M | 0.0% | $10.17 | — | — | COMMON STOCK | 34969G102 |
| — | MINORITY EQUALITY OPPORTUNITIES ACQUISITION INC | 275,000 | $2.796M | 0.0% | $10.17 | — | — | COMMON STOCK | 60436Q100 |
| — | SEA LTD | 2,791,000 | $2.767M | 0.0% | $0.99 | — | — | CONVERTIBLE BOND | 81141RAF7 |
| — | DRAFTKINGS INC/NEVADA | 4,209,000 | $2.758M | 0.0% | $0.66 | — | — | CONVERTIBLE BOND | 26142RAB0 |
| — | BLOCKCHAIN MOON ACQUISITION CORP | 275,000 | $2.747M | 0.0% | $9.99 | — | — | COMMON STOCK | 09370F109 |
| — | EATON VANCE SENIOR FLOATING-RATE TRUST | 246,409 | $2.737M | 0.0% | $11.11 | — | — | COMMON STOCK | 27828Q105 |
| — | ENPHASE ENERGY INC | 2,278,000 | $2.715M | 0.0% | $1.19 | — | — | CONVERTIBLE BOND | 29355AAK3 |
| — | ZILLOW GROUP INC | 2,750,000 | $2.685M | 0.0% | $0.98 | — | — | CONVERTIBLE BOND | 98954MAG6 |
| — | VAIL RESORTS INC | 3,065,000 | $2.683M | 0.0% | $0.88 | — | — | CONVERTIBLE BOND | 91879QAN9 |
| — | RAPID7 INC | 3,500,000 | $2.672M | 0.0% | $0.76 | — | — | CONVERTIBLE BOND | 753422AF1 |
| — | BLACKROCK FLOATING RATE INCOME TRUST | 240,282 | $2.609M | 0.0% | $10.86 | — | — | COMMON STOCK | 091941104 |
| — | LENDINGTREE INC | 3,620,000 | $2.598M | 0.0% | $0.72 | — | — | CONVERTIBLE BOND | 52603BAD9 |
| — | SOAR TECHNOLOGY ACQUISITION CORP | 250,000 | $2.575M | 0.0% | $10.30 | — | — | COMMON STOCK | G82472112 |
| — | NUBIA BRAND INTERNATIONAL CORP | 255,000 | $2.56M | 0.0% | $10.04 | — | — | COMMON STOCK | 67022R103 |
| — | PONO CAPITAL CORP | 250,000 | $2.55M | 0.0% | $10.20 | — | — | COMMON STOCK | 732450101 |
| — | GLADSTONE ACQUISITION CORP | 250,000 | $2.545M | 0.0% | $10.18 | — | — | COMMON STOCK | 37653T108 |
| — | PONO CAPITAL TWO INC | 250,000 | $2.532M | 0.0% | $10.13 | — | — | COMMON STOCK | 73245B206 |
| — | LIONHEART III CORP | 250,000 | $2.522M | 0.0% | $10.09 | — | — | COMMON STOCK | 536262108 |
| — | MERCATO PARTNERS ACQUISITION CORP | 250,000 | $2.508M | 0.0% | $10.03 | — | — | COMMON STOCK | 58759A108 |
| PPYA | PAPAYA GROWTH OPPORTUNITY CORP I | 250,000 | $2.507M | 0.0% | $10.03 | — | — | COMMON STOCK | 69882P102 |
| — | ATLANTIC COASTAL ACQUISITION CORP II | 250,000 | $2.505M | 0.0% | $10.02 | — | — | COMMON STOCK | 04845A108 |
| — | VERINT SYSTEMS INC | 3,000,000 | $2.503M | 0.0% | $0.83 | — | — | CONVERTIBLE BOND | 92343XAC4 |
| — | SIERRA LAKE ACQUISITION CORP | 250,000 | $2.502M | 0.0% | $10.01 | — | — | COMMON STOCK | 826332108 |
| — | FUTURE HEALTH ESG CORP | 250,000 | $2.501M | 0.0% | $10.00 | — | — | COMMON STOCK | 36118W102 |
| SWSS | SPRINGWATER SPECIAL SITUATIONS CORP | 250,000 | $2.493M | 0.0% | $9.97 | — | — | COMMON STOCK | 85205U107 |
| — | JUNIPER II CORP | 250,000 | $2.493M | 0.0% | $9.97 | — | — | COMMON STOCK | 48203N103 |
| — | AERIE PHARMACEUTICALS INC | 2,532,000 | $2.491M | 0.0% | $0.98 | — | — | CONVERTIBLE BOND | 00771VAB4 |
| — | ARMADA ACQUISITION CORP I | 250,000 | $2.48M | 0.0% | $9.92 | — | — | COMMON STOCK | 04208V103 |
| EMCUF | EMBRACE CHANGE ACQUISITION CORP | 245,000 | $2.479M | 0.0% | $10.12 | — | — | COMMON STOCK | G3034H133 |
| — | MOBIV ACQUISITION CORP | 245,000 | $2.479M | 0.0% | $10.12 | — | — | COMMON STOCK | 60742N205 |
| — | FAR PEAK ACQUISITION CORP | 250,000 | $2.472M | 0.0% | $9.89 | — | — | COMMON STOCK | G3312L103 |
| — | JETBLUE AIRWAYS CORP | 3,366,000 | $2.406M | 0.0% | $0.71 | — | — | CONVERTIBLE BOND | 477143AP6 |
| — | JAZZ PHARMACEUTICALS PLC | 2,200,000 | $2.365M | 0.0% | $1.07 | — | — | CONVERTIBLE BOND | 472145AF8 |
| XP | XP INC | 120,289 | $2.286M | 0.0% | $19.00 | — | — | COMMON STOCK | G98239109 |
| — | PACIFICO ACQUISITION CORP | 225,000 | $2.273M | 0.0% | $10.10 | — | — | COMMON STOCK | 69512X103 |
| — | DENALI CAPITAL ACQUISITION CORP | 225,000 | $2.265M | 0.0% | $10.07 | — | — | COMMON STOCK | G6256B106 |
| — | PEBBLEBROOK HOTEL TRUST | 2,620,000 | $2.247M | 0.0% | $0.86 | — | — | CONVERTIBLE BOND | 70509VAA8 |
| — | PROGRESS SOFTWARE CORP | 2,380,000 | $2.244M | 0.0% | $0.94 | — | — | CONVERTIBLE BOND | 743312AB6 |
| — | FINNOVATE ACQUISITION CORP | 220,000 | $2.219M | 0.0% | $10.09 | — | — | COMMON STOCK | G3R34K103 |
| — | FAT PROJECTS ACQUISITION CORP | 210,000 | $2.092M | 0.0% | $9.96 | — | — | COMMON STOCK | G3400W102 |
| — | CLOVER LEAF CAPITAL CORP | 200,000 | $2.056M | 0.0% | $10.28 | — | — | COMMON STOCK | 18915E105 |
| GGAAF | GENESIS GROWTH TECH ACQUISITION CORP | 201,400 | $2.038M | 0.0% | $10.12 | — | — | COMMON STOCK | G3R23D102 |
| — | HCM ACQUISITION CORP | 200,000 | $2.02M | 0.0% | $10.10 | — | — | COMMON STOCK | G4365A101 |
| GTAC | GLOBAL TECHNOLOGY ACQUISITION CORP I | 200,000 | $2.018M | 0.0% | $10.09 | — | — | COMMON STOCK | G3934N107 |
| — | BULLPEN PARLAY ACQUISITION CO | 200,000 | $2.016M | 0.0% | $10.08 | — | — | COMMON STOCK | G1792A100 |
| — | NABORS ENERGY TRANSITION CORP | 200,000 | $2.011M | 0.0% | $10.05 | — | — | COMMON STOCK | 629567108 |
| — | AIB ACQUISITION CORP | 200,000 | $2.011M | 0.0% | $10.05 | — | — | COMMON STOCK | G0R45S109 |
| EVCO | EVEREST CONSOLIDATOR ACQUISITION CORP | 200,000 | $2.01M | 0.0% | $10.05 | — | — | COMMON STOCK | 29978K102 |
| — | ACHARI VENTURES HOLDINGS CORP I | 200,000 | $2.007M | 0.0% | $10.04 | — | — | COMMON STOCK | 00444X101 |
| — | CRYPTO 1 ACQUISITION CORP | 200,000 | $2.007M | 0.0% | $10.04 | — | — | COMMON STOCK | G3168A102 |
| — | ROTH CH ACQUISITION IV CO | 200,000 | $2.007M | 0.0% | $10.04 | — | — | COMMON STOCK | 77867P104 |
| — | BLACK MOUNTAIN ACQUISITION CORP | 200,000 | $2.006M | 0.0% | $10.03 | — | — | COMMON STOCK | 09216A108 |
| — | INDUSTRIAL TECH ACQUISITIONS II INC | 200,000 | $2M | 0.0% | $10.00 | — | — | COMMON STOCK | 45635R108 |
| — | LARKSPUR HEALTH ACQUISITION CORP | 200,000 | $2M | 0.0% | $10.00 | — | — | COMMON STOCK | 51724W107 |
| PNSTQ | BANYAN ACQUISITION CORP | 200,000 | $1.998M | 0.0% | $9.99 | — | — | COMMON STOCK | 06690B107 |
| — | MERCURY ECOMMERCE ACQUISITION CORP | 200,000 | $1.993M | 0.0% | $9.96 | — | — | COMMON STOCK | 589381102 |
| — | AETHERIUM ACQUISITION CORP | 200,000 | $1.991M | 0.0% | $9.96 | — | — | COMMON STOCK | 00809J101 |
| — | ACCRETION ACQUISITION CORP | 200,000 | $1.988M | 0.0% | $9.94 | — | — | COMMON STOCK | 00438Y107 |
| — | ARISZ ACQUISITION CORP | 200,000 | $1.986M | 0.0% | $9.93 | — | — | COMMON STOCK | 040450108 |
| — | PARABELLUM ACQUISITION CORP | 200,000 | $1.978M | 0.0% | $9.89 | — | — | COMMON STOCK | 69901P109 |
| — | BELONG ACQUISITION CORP | 200,000 | $1.972M | 0.0% | $9.86 | — | — | COMMON STOCK | 08069M102 |
| — | ALPHA HEALTHCARE ACQUISITION CORP III | 200,000 | $1.944M | 0.0% | $9.72 | — | — | COMMON STOCK | 02073F104 |
| — | TRAVERE THERAPEUTICS INC | 1,798,000 | $1.819M | 0.0% | $1.01 | — | — | CONVERTIBLE BOND | 761299AB2 |
| — | INTEGRA LIFESCIENCES HOLDINGS CORP | 2,053,000 | $1.8M | 0.0% | $0.88 | — | — | CONVERTIBLE BOND | 457985AM1 |
| — | HALOZYME THERAPEUTICS INC | 2,111,000 | $1.796M | 0.0% | $0.85 | — | — | CONVERTIBLE BOND | 40637HAD1 |
| — | LAKESHORE ACQUISITION II CORP | 175,000 | $1.758M | 0.0% | $10.05 | — | — | COMMON STOCK | G5352N105 |
| — | SHOULDERUP TECHNOLOGY ACQUISITION CORP | 175,000 | $1.757M | 0.0% | $10.04 | — | — | COMMON STOCK | 82537G104 |
| — | NRG ENERGY INC | 1,630,000 | $1.743M | 0.0% | $1.07 | — | — | CONVERTIBLE BOND | 629377CG5 |
| — | TWITTER INC | 1,680,000 | $1.708M | 0.0% | $1.02 | — | — | CONVERTIBLE BOND | 90184LAF9 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,700,000 | $1.688M | 0.0% | $0.99 | — | — | CONVERTIBLE BOND | 09061GAH4 |
| BELFA | BEL FUSE INC | 60,000 | $1.677M | 0.0% | $27.95 | — | — | COMMON STOCK | 077347201 |
| — | OMNICELL INC | 1,500,000 | $1.599M | 0.0% | $1.07 | — | — | CONVERTIBLE BOND | 68213NAD1 |
| — | MONTEREY BIO ACQUISITION CORP | 150,000 | $1.596M | 0.0% | $10.64 | — | — | COMMON STOCK | 61240F108 |
| — | CABLE ONE INC | 2,000,000 | $1.529M | 0.0% | $0.76 | — | — | CONVERTIBLE BOND | 12685JAE5 |
| — | PERCEPTION CAPITAL CORP II | 150,000 | $1.524M | 0.0% | $10.16 | — | — | COMMON STOCK | G7007D102 |
| — | DTRT HEALTH ACQUISITION CORP | 150,000 | $1.524M | 0.0% | $10.16 | — | — | COMMON STOCK | 23344T103 |
| — | VISION SENSING ACQUISITION CORP | 150,000 | $1.517M | 0.0% | $10.11 | — | — | COMMON STOCK | 92838J103 |
| — | MOUNT RAINIER ACQUISITION CORP | 150,000 | $1.514M | 0.0% | $10.09 | — | — | COMMON STOCK | 623006103 |
| KACLF | KAIROUS ACQUISITION CORP LTD | 150,000 | $1.512M | 0.0% | $10.08 | — | — | COMMON STOCK | G52131110 |
| — | WILLIAMS ROWLAND ACQUISITION CORP | 150,000 | $1.512M | 0.0% | $10.08 | — | — | COMMON STOCK | 96951B102 |
| — | KNIGHTSWAN ACQUISITION CORP | 150,000 | $1.502M | 0.0% | $10.01 | — | — | COMMON STOCK | 499103109 |
| — | TASTEMAKER ACQUISITION CORP | 150,000 | $1.495M | 0.0% | $9.97 | — | — | COMMON STOCK | 876545104 |
| — | FINTECH EVOLUTION ACQUISITION GROUP | 150,000 | $1.488M | 0.0% | $9.92 | — | — | COMMON STOCK | G3R19A104 |
| — | IONIS PHARMACEUTICALS INC | 1,496,000 | $1.485M | 0.0% | $0.99 | — | — | CONVERTIBLE BOND | 462222AD2 |
| — | INSIGHT ACQUISITION CORP/DE | 150,000 | $1.479M | 0.0% | $9.86 | — | — | COMMON STOCK | 45784L100 |
| — | CASCADIA ACQUISITION CORP | 150,000 | $1.477M | 0.0% | $9.85 | — | — | COMMON STOCK | 14739D100 |
| — | OSIRIS ACQUISITION CORP | 150,000 | $1.467M | 0.0% | $9.78 | — | — | COMMON STOCK | 68829A103 |
| LOMA | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | 235,403 | $1.466M | 0.0% | $6.23 | — | — | COMMON STOCK | 54150E104 |
| — | BURLINGTON STORES INC | 1,500,000 | $1.432M | 0.0% | $0.95 | — | — | CONVERTIBLE BOND | 122017AB2 |
| — | TYLER TECHNOLOGIES INC | 1,500,000 | $1.425M | 0.0% | $0.95 | — | — | CONVERTIBLE BOND | 902252AB1 |
| — | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | 1,500,000 | $1.415M | 0.0% | $0.94 | — | — | CONVERTIBLE BOND | 55405YAB6 |
| — | OMNILIT ACQUISITION CORP | 140,000 | $1.407M | 0.0% | $10.05 | — | — | COMMON STOCK | 68218C108 |
| CLRCF | CLIMATEROCK | 140,000 | $1.4M | 0.0% | $10.00 | — | — | COMMON STOCK | G2311X100 |
| — | PELOTON INTERACTIVE INC | 2,050,000 | $1.394M | 0.0% | $0.68 | — | — | CONVERTIBLE BOND | 70614WAB6 |
| — | SHIFT4 PAYMENTS INC | 1,659,000 | $1.274M | 0.0% | $0.77 | — | — | CONVERTIBLE BOND | 82452JAD1 |
| — | BLOCK INC | 1,400,000 | $1.099M | 0.0% | $0.79 | — | — | CONVERTIBLE BOND | 852234AJ2 |
| — | ALTERYX INC | 1,258,000 | $1.025M | 0.0% | $0.81 | — | — | CONVERTIBLE BOND | 02156BAF0 |
| — | THRIVE ACQUISITION CORP | 100,000 | $1.014M | 0.0% | $10.14 | — | — | COMMON STOCK | G7158C101 |
| — | INNOVATIVE INTERNATIONAL ACQUISITION CORP | 100,000 | $1.014M | 0.0% | $10.14 | — | — | COMMON STOCK | G4809M109 |
| ASBP | POWERUP ACQUISITION CORP | 100,000 | $1.014M | 0.0% | $10.14 | — | — | COMMON STOCK | G7207P103 |
| — | ARBOR RAPHA CAPITAL BIOHOLDINGS CORP I | 100,000 | $1.012M | 0.0% | $10.12 | — | — | COMMON STOCK | 03881F104 |
| WELNF | INTEGRATED WELLNESS ACQUISITION CORP | 100,000 | $1.011M | 0.0% | $10.11 | — | — | COMMON STOCK | G4828B100 |
| TLGYF | TLGY ACQUISITION CORP | 100,000 | $1.011M | 0.0% | $10.11 | — | — | COMMON STOCK | G8656T109 |
| — | BLOCKCHAIN COINVESTORS ACQUISITION CORP I | 100,000 | $1.009M | 0.0% | $10.09 | — | — | COMMON STOCK | G11765107 |
| — | COUNTER PRESS ACQUISITION CORP | 100,000 | $1.008M | 0.0% | $10.08 | — | — | COMMON STOCK | G2542B117 |
| — | INTELLIGENT MEDICINE ACQUISITION CORP | 100,000 | $1.007M | 0.0% | $10.07 | — | — | COMMON STOCK | 45828D106 |
| — | ANDRETTI ACQUISITION CORP | 100,000 | $1.007M | 0.0% | $10.07 | — | — | COMMON STOCK | G26735103 |
| — | INTEGRATED RAIL AND RESOURCES ACQUISITION CORP | 100,000 | $1.006M | 0.0% | $10.06 | — | — | COMMON STOCK | 45827R106 |
| — | ATHENA CONSUMER ACQUISITION CORP | 100,000 | $1.006M | 0.0% | $10.06 | — | — | COMMON STOCK | 04684M106 |
| — | ARGUS CAPITAL CORP | 100,000 | $1.005M | 0.0% | $10.05 | — | — | COMMON STOCK | 04026L105 |
| — | BIOPLUS ACQUISITION CORP | 100,000 | $1.003M | 0.0% | $10.03 | — | — | COMMON STOCK | G11217117 |
| — | TRINE II ACQUISITION CORP | 100,000 | $1.002M | 0.0% | $10.02 | — | — | COMMON STOCK | G9059F100 |
| — | 8I ACQUISITION 2 CORP | 100,000 | $1.002M | 0.0% | $10.02 | — | — | COMMON STOCK | G2956R103 |
| — | GOOD WORKS II ACQUISITION CORP | 100,000 | $1.001M | 0.0% | $10.01 | — | — | COMMON STOCK | 38216G104 |
| — | HEARTLAND MEDIA ACQUISITION CORP | 100,000 | $999K | 0.0% | $9.99 | — | — | COMMON STOCK | 42237V108 |
| — | MOTIVE CAPITAL CORP II | 100,000 | $999K | 0.0% | $9.99 | — | — | COMMON STOCK | G6293R106 |
| — | MARBLEGATE ACQUISITION CORP | 100,000 | $995K | 0.0% | $9.95 | — | — | COMMON STOCK | 56608A105 |
| — | GRAF ACQUISITION CORP IV | 100,000 | $975K | 0.0% | $9.75 | — | — | COMMON STOCK | 384272100 |
| — | HEALTHWELL ACQUISITION CORP I | 100,000 | $973K | 0.0% | $9.73 | — | — | COMMON STOCK | 42227R109 |
| — | NEOGENOMICS INC | 1,475,000 | $959K | 0.0% | $0.65 | — | — | CONVERTIBLE BOND | 64049MAB6 |
| — | PURE STORAGE INC | 800,000 | $905K | 0.0% | $1.13 | — | — | CONVERTIBLE BOND | 74624MAB8 |
| — | SUNRUN INC | 1,263,000 | $902K | 0.0% | $0.71 | — | — | CONVERTIBLE BOND | 86771WAB1 |
| — | SNAP INC | 1,000,000 | $863K | 0.0% | $0.86 | — | — | CONVERTIBLE BOND | 83304AAB2 |
| — | GOSSAMER BIO INC | 828,000 | $854K | 0.0% | $1.03 | — | — | CONVERTIBLE BOND | 38341PAA0 |
| — | BLACKSTONE SENIOR FLOATING RATE TERM FUND | 62,206 | $781K | 0.0% | $12.56 | — | — | COMMON STOCK | 09256U105 |
| — | ESGEN ACQUISITION CORP | 75,000 | $761K | 0.0% | $10.15 | — | — | COMMON STOCK | G3R95N103 |
| — | PARSEC CAPITAL ACQUISITIONS CORP | 75,000 | $759K | 0.0% | $10.12 | — | — | COMMON STOCK | 70184A108 |
| — | PROOF ACQUISITION CORP I | 75,000 | $749K | 0.0% | $9.99 | — | — | COMMON STOCK | 74349W104 |
| MCAG | MOUNTAIN CREST ACQUISITION CORP V | 75,000 | $747K | 0.0% | $9.96 | — | — | COMMON STOCK | 62404B107 |
| — | LIV CAPITAL ACQUISITION CORP II | 60,000 | $604K | 0.0% | $10.07 | — | — | COMMON STOCK | G5510R105 |
| NE | NOBLE CORP PLC | 19,979 | $590K | 0.0% | $29.53 | — | — | COMMON STOCK | G65431127 |
| — | PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORP | 50,000 | $509K | 0.0% | $10.18 | — | — | COMMON STOCK | G69454109 |
| — | GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I | 50,000 | $506K | 0.0% | $10.12 | — | — | COMMON STOCK | G4166K100 |
| — | LAMF GLOBAL VENTURES CORP I | 50,000 | $504K | 0.0% | $10.08 | — | — | COMMON STOCK | G5338L108 |
| — | ARENA FORTIFY ACQUISITION CORP | 50,000 | $503K | 0.0% | $10.06 | — | — | COMMON STOCK | 04005A104 |
| — | VAHANNA TECH EDGE ACQUISITION I CORP | 50,000 | $503K | 0.0% | $10.06 | — | — | COMMON STOCK | G9320Z109 |
| — | LF CAPITAL ACQUISITION CORP II | 50,000 | $502K | 0.0% | $10.04 | — | — | COMMON STOCK | 50202D102 |
| — | SEAPORT GLOBAL ACQUISITION II CORP | 50,000 | $500K | 0.0% | $10.00 | — | — | COMMON STOCK | 81221H105 |
| — | SHELTER ACQUISITION CORP I | 50,000 | $495K | 0.0% | $9.90 | — | — | COMMON STOCK | 822821104 |
| — | COLOMBIER ACQUISITION CORP | 50,000 | $487K | 0.0% | $9.74 | — | — | COMMON STOCK | 19533H108 |
| — | GREENBRIER COS INC/THE | 494,000 | $446K | 0.0% | $0.90 | — | — | CONVERTIBLE BOND | 393657AK7 |
| SHLS | SHOALS TECHNOLOGIES GROUP INC | 11,980 | $258K | 0.0% | $21.54 | — | — | COMMON STOCK | 82489W107 |
| — | TKB CRITICAL TECHNOLOGIES 1 | 25,000 | $253K | 0.0% | $10.12 | — | — | COMMON STOCK | G88935112 |
| — | SIZZLE ACQUISITION CORP | 25,000 | $251K | 0.0% | $10.04 | — | — | COMMON STOCK | 83014E109 |
| — | CONCORD ACQUISITION CORP III | 25,000 | $250K | 0.0% | $10.00 | — | — | COMMON STOCK | 20607V106 |
| SRNE | SORRENTO THERAPEUTICS INC | 134,000 | $210K | 0.0% | $1.57 | — | — | COMMON STOCK | 83587F202 |
| CMLS | CUMULUS MEDIA INC | 28,937 | $203K | 0.0% | $7.02 | — | — | COMMON STOCK | 231082801 |
| — | EATON VANCE SENIOR INCOME TRUST | 20,584 | $108K | 0.0% | $5.25 | — | — | COMMON STOCK | 27826S103 |
| — | FEUTUNE LIGHT ACQUISITION CORP | 735,000 | $44,000 | 0.0% | $0.06 | — | — | RIGHT | 31561T128 |
| — | FEUTUNE LIGHT ACQUISITION CORP | 735,000 | $32,000 | 0.0% | $0.04 | — | — | WARRANT | 31561T110 |