CIK: 0000949509 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Nov 14, 2022
Total Value ($000): $9,108,674 (89.5% shares, 10.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| TRMD | TORM PLC | 53,812,988 | $1,103,925 | 12.1% | $3.46 | +190.5% | COMMON STOCK | G89479102 |
| EXE | CHESAPEAKE ENERGY CORP | 9,800,000 | $923,258 | 10.1% | $35.05 | +131.5% | COMMON STOCK | 165167735 |
| VST | VISTRA CORP | 25,399,812 | $533,396 | 5.9% | $14.94 | +52.9% | COMMON STOCK | 92840M102 |
| — | GARRETT MOTION INC | 68,834,814 | $489,415 | 5.4% | $8.38 | — | CONVERTIBLE PRFD | 366505204 |
| SBLK | STAR BULK CARRIERS CORP | 26,021,457 | $454,855 | 5.0% | $5.64 | +304.5% | COMMON STOCK | Y8162K204 |
| PCG | PG&E CORP | 24,750,000 | $309,375 | 3.4% | $10.73 | +7.9% | COMMON STOCK | 69331C108 |
| — | SITIO ROYALTIES CORP | 12,935,120 | $285,995 | 3.1% | $22.11 | — | COMMON STOCK | 82982V101 |
| SPY | STATE STREET CORP | 725,000 | $258,956 | 2.8% | — | — | Put | 78462F103 |
| RWAY | RUNWAY GROWTH FINANCE CORP | 21,054,667 | $239,391 | 2.6% | $7.59 | +2.1% | COMMON STOCK | 78163D100 |
| STKL | SUNOPTA INC | 20,726,126 | $188,509 | 2.1% | $11.82 | -19.7% | COMMON STOCK | 8676EP108 |
| WFRD | WEATHERFORD INTERNATIONAL PLC | 5,758,916 | $185,955 | 2.0% | $16.64 | +50.1% | COMMON STOCK | G48833118 |
| ALLY | ALLY FINANCIAL INC | 6,124,687 | $170,450 | 1.9% | $19.05 | +53.4% | COMMON STOCK | 02005N100 |
| HTZ | HERTZ GLOBAL HOLDINGS INC | 10,468,579 | $170,428 | 1.9% | $25.48 | -26.4% | COMMON STOCK | 42806J700 |
| — | EAGLE BULK SHIPPING INC | 3,781,561 | $163,287 | 1.8% | $16.37 | — | COMMON STOCK | Y2187A150 |
| ITUB | ITAU UNIBANCO HOLDING SA | 26,277,557 | $135,854 | 1.5% | $6.94 | — | COMMON STOCK | 465562106 |
| — | INFINERA CORP | 25,175,384 | $121,848 | 1.3% | $4.21 | — | COMMON STOCK | 45667G103 |
| VALE | VALE SA | 8,742,419 | $116,449 | 1.3% | $13.18 | — | COMMON STOCK | 91912E105 |
| NMIH | NMI HOLDINGS INC | 5,320,000 | $108,368 | 1.2% | $10.46 | +90.0% | COMMON STOCK | 629209305 |
| CBL | CBL & ASSOCIATES PROPERTIES INC | 3,983,966 | $102,029 | 1.1% | $32.09 | — | COMMON STOCK | 124830878 |
| — | FRONTIER COMMUNICATIONS PARENT INC | 3,982,849 | $93,318 | 1.0% | $26.40 | — | COMMON STOCK | 35909D109 |
| — | BERRY CORP | 11,622,000 | $87,165 | 1.0% | $11.17 | — | COMMON STOCK | 08579X101 |
| IBN | ICICI BANK LTD | 4,061,664 | $85,173 | 0.9% | $12.35 | — | COMMON STOCK | 45104G104 |
| PBR | PETROLEO BRASILEIRO SA | 6,777,577 | $83,635 | 0.9% | $8.83 | — | COMMON STOCK | 71654V408 |
| — | ANGLOGOLD ASHANTI LTD | 5,083,521 | $70,254 | 0.8% | $16.33 | — | COMMON STOCK | 035128206 |
| KRC | KILROY REALTY CORP | 1,615,011 | $68,008 | 0.7% | $65.20 | — | COMMON STOCK | 49427F108 |
| FCX | FREEPORT-MCMORAN INC | 2,452,960 | $67,039 | 0.7% | $34.05 | -18.1% | COMMON STOCK | 35671D857 |
| CIVI | CIVITAS RESOURCES INC | 1,150,000 | $65,998 | 0.7% | $37.02 | +16.7% | COMMON STOCK | 17888H103 |
| EXEEL | CHESAPEAKE ENERGY CORP | 808,001 | $59,363 | 0.7% | $52.47 | — | WARRANT | 165167180 |
| — | EAGLE BULK SHIPPING INC | 40,495,000 | $58,118 | 0.6% | $1.63 | — | CONVERTIBLE BOND | 269442AB5 |
| CX | CEMEX SAB DE CV | 14,676,326 | $50,339 | 0.6% | $3.92 | — | COMMON STOCK | 151290889 |
| BAP | CREDICORP LTD | 386,898 | $47,511 | 0.5% | $115.18 | +2.6% | COMMON STOCK | G2519Y108 |
| ALVO | ALVOTECH SA | 6,338,660 | $42,849 | 0.5% | $9.31 | -17.1% | COMMON STOCK | L01800108 |
| BBD | BANCO BRADESCO SA | 11,637,489 | $42,825 | 0.5% | $5.23 | — | COMMON STOCK | 059460303 |
| PARR | PAR PACIFIC HOLDINGS INC | 2,210,000 | $36,266 | 0.4% | $15.21 | +11.6% | COMMON STOCK | 69888T207 |
| BATL | BATTALION OIL CORP | 3,009,912 | $35,817 | 0.4% | $9.80 | +14.9% | COMMON STOCK | 07134L107 |
| — | AZUL SA | 4,377,824 | $35,635 | 0.4% | $15.56 | — | COMMON STOCK | 05501U106 |
| — | LIBERTY GLOBAL PLC | 1,875,000 | $30,937 | 0.3% | $15.79 | — | COMMON STOCK | G5480U120 |
| — | FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC | 2,033,110 | $30,486 | 0.3% | $28.45 | — | COMMON STOCK | 34960P101 |
| — | OAKTREE SPECIALTY LENDING CORP | 5,014,511 | $30,087 | 0.3% | $6.97 | — | COMMON STOCK | 67401P108 |
| — | WESTERN DIGITAL CORP | 29,989,000 | $28,549 | 0.3% | $0.95 | — | CONVERTIBLE BOND | 958102AP0 |
| VIST | VISTA ENERGY SAB DE CV | 2,884,674 | $27,173 | 0.3% | $5.22 | — | COMMON STOCK | 92837L109 |
| — | SPOTIFY TECHNOLOGY SA | 33,063,000 | $26,119 | 0.3% | $0.83 | — | CONVERTIBLE BOND | 84921RAB6 |
| TOL | TOLL BROTHERS INC | 597,000 | $25,074 | 0.3% | $46.79 | -0.9% | COMMON STOCK | 889478103 |
| — | INVESCO SENIOR INCOME TRUST | 6,602,596 | $24,561 | 0.3% | $3.81 | — | COMMON STOCK | 46131H107 |
| — | SUPERNUS PHARMACEUTICALS INC | 25,143,000 | $24,514 | 0.3% | $0.94 | — | CONVERTIBLE BOND | 868459AD0 |
| — | ILLUMINA INC | 25,030,000 | $24,029 | 0.3% | $0.96 | — | CONVERTIBLE BOND | 452327AK5 |
| — | UNITI GROUP INC | 3,397,592 | $23,613 | 0.3% | $10.53 | — | COMMON STOCK | 91325V108 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 2,300,000 | $23,552 | 0.3% | $11.03 | +18.9% | COMMON STOCK | 55933J203 |
| — | MR COOPER GROUP INC | 575,000 | $23,287 | 0.3% | $11.67 | — | COMMON STOCK | 62482R107 |
| — | NUTANIX INC | 23,890,000 | $23,252 | 0.3% | $0.99 | — | CONVERTIBLE BOND | 67059NAB4 |
| PHM | PULTEGROUP INC | 619,000 | $23,212 | 0.3% | $40.72 | +0.2% | COMMON STOCK | 745867101 |
| — | FASTLY INC | 31,454,000 | $22,898 | 0.3% | $0.74 | — | CONVERTIBLE BOND | 31188VAB6 |
| — | BLACKSTONE MORTGAGE TRUST INC | 22,367,000 | $22,283 | 0.2% | $1.02 | — | CONVERTIBLE BOND | 09257WAC4 |
| — | CVENT HOLDING CORP | 4,000,000 | $21,000 | 0.2% | $8.17 | — | COMMON STOCK | 126677103 |
| — | HOPE BANCORP INC | 21,433,000 | $20,534 | 0.2% | $0.93 | — | CONVERTIBLE BOND | 43940TAB5 |
| — | SEA LTD | 29,182,000 | $20,354 | 0.2% | $0.78 | — | CONVERTIBLE BOND | 81141RAG5 |
| GTX | GARRETT MOTION INC | 3,593,111 | $20,301 | 0.2% | $6.62 | +3.7% | COMMON STOCK | 366505105 |
| — | HAEMONETICS CORP | 24,998,000 | $19,997 | 0.2% | $0.83 | — | CONVERTIBLE BOND | 405024AB6 |
| PAGS | PAGSEGURO DIGITAL LTD | 1,507,880 | $19,949 | 0.2% | $13.35 | 0.0% | COMMON STOCK | G68707101 |
| AFYA | AFYA LTD | 1,439,270 | $19,516 | 0.2% | $24.16 | -51.2% | COMMON STOCK | G01125106 |
| — | NEW RELIC INC | 19,359,000 | $18,913 | 0.2% | $0.97 | — | CONVERTIBLE BOND | 64829BAB6 |
| — | LIGAND PHARMACEUTICALS INC | 19,361,000 | $18,828 | 0.2% | $0.90 | — | CONVERTIBLE BOND | 53220KAF5 |
| SMH | VANECK VECTORS SEMICONDUCTOR ETF | 100,000 | $18,512 | 0.2% | — | — | Put | 92189F676 |
| HIMS | HIMS & HERS HEALTH INC | 3,271,279 | $18,253 | 0.2% | $16.76 | -64.1% | COMMON STOCK | 433000106 |
| VAL | VALARIS LTD | 370,355 | $18,125 | 0.2% | $44.85 | +6.9% | COMMON STOCK | G9460G101 |
| — | DOCUSIGN INC | 18,930,000 | $17,756 | 0.2% | $0.93 | — | CONVERTIBLE BOND | 256163AD8 |
| — | DIGITALBRIDGE GROUP INC | 17,775,000 | $17,588 | 0.2% | $0.99 | — | CONVERTIBLE BOND | 19624RAA4 |
| — | IONIS PHARMACEUTICALS INC | 19,100,000 | $17,368 | 0.2% | $0.92 | — | CONVERTIBLE BOND | 462222AB6 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 3,295,962 | $16,842 | 0.2% | $5.19 | — | COMMON STOCK | 67073D102 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 17,099,000 | $16,810 | 0.2% | $1.01 | — | CONVERTIBLE BOND | 03762UAC9 |
| PAM | PAMPA ENERGIA SA | 718,421 | $16,358 | 0.2% | $25.05 | — | COMMON STOCK | 697660207 |
| — | PENNYMAC MORTGAGE INVESTMENT TRUST | 17,347,000 | $16,295 | 0.2% | $0.99 | — | CONVERTIBLE BOND | 70932AAD5 |
| ONIT | OCWEN FINANCIAL CORP | 693,976 | $16,148 | 0.2% | $31.12 | -6.8% | COMMON STOCK | 675746606 |
| KBH | KB HOME | 605,000 | $15,681 | 0.2% | $30.04 | -5.4% | COMMON STOCK | 48666K109 |
| MTG | MGIC INVESTMENT CORP | 1,200,000 | $15,384 | 0.2% | $10.99 | +27.3% | COMMON STOCK | 552848103 |
| — | NEW MOUNTAIN FINANCE CORP | 15,528,000 | $15,372 | 0.2% | $1.00 | — | CONVERTIBLE BOND | 647551AC4 |
| — | ALTERYX INC | 17,056,000 | $15,350 | 0.2% | $0.92 | — | CONVERTIBLE BOND | 02156BAD5 |
| — | PATRICK INDUSTRIES INC | 14,621,000 | $14,446 | 0.2% | $0.99 | — | CONVERTIBLE BOND | 703343AB9 |
| — | INNOVIVA INC | 14,002,000 | $13,808 | 0.2% | $0.99 | — | CONVERTIBLE BOND | 88338TAB0 |
| — | KAMAN CORP | 14,382,000 | $13,569 | 0.1% | $1.03 | — | CONVERTIBLE BOND | 483548AF0 |
| — | COUPA SOFTWARE INC | 17,441,000 | $13,490 | 0.1% | $0.84 | — | CONVERTIBLE BOND | 22266LAF3 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 1,784,412 | $13,168 | 0.1% | $10.88 | — | COMMON STOCK | 893870204 |
| — | CHEGG INC | 17,057,000 | $13,031 | 0.1% | $0.81 | — | CONVERTIBLE BOND | 163092AF6 |
| — | STARWOOD PROPERTY TRUST INC | 13,280,000 | $12,939 | 0.1% | $0.99 | — | CONVERTIBLE BOND | 85571BAH8 |
| TV | GRUPO TELEVISA SAB | 2,364,174 | $12,719 | 0.1% | $7.73 | — | COMMON STOCK | 40049J206 |
| — | KKR REAL ESTATE FINANCE TRUST INC | 12,309,000 | $12,216 | 0.1% | $1.03 | — | CONVERTIBLE BOND | 48251KAB6 |
| TX | TERNIUM SA | 445,949 | $12,214 | 0.1% | $36.09 | — | COMMON STOCK | 880890108 |
| — | REDWOOD TRUST INC | 13,677,000 | $11,755 | 0.1% | $0.97 | — | CONVERTIBLE BOND | 749772AD1 |
| — | NOVAVAX INC | 11,818,000 | $11,611 | 0.1% | $1.00 | — | CONVERTIBLE BOND | 670002AB0 |
| EXEEZ | CHESAPEAKE ENERGY CORP | 150,000 | $11,476 | 0.1% | $56.62 | — | WARRANT | 165167172 |
| — | HERBALIFE NUTRITION LTD | 12,635,000 | $11,459 | 0.1% | $0.92 | — | CONVERTIBLE BOND | 42703MAD5 |
| — | EZCORP INC | 13,049,000 | $11,215 | 0.1% | $0.84 | — | CONVERTIBLE BOND | 302301AE6 |
| CNGL | CANNA-GLOBAL ACQUISITION CORP | 1,100,000 | $11,121 | 0.1% | $9.93 | +1.4% | COMMON STOCK | 13767K101 |
| — | NABORS INDUSTRIES LTD | 11,194,000 | $10,298 | 0.1% | $0.91 | — | CONVERTIBLE BOND | 62957HAB1 |
| — | RINGCENTRAL INC | 11,785,000 | $9,973 | 0.1% | $0.84 | — | CONVERTIBLE BOND | 76680RAF4 |
| — | EF HUTTON ACQUISITION CORP I | 990,000 | $9,900 | 0.1% | $10.00 | — | COMMON STOCK | 28201D208 |
| — | SFL CORP LTD | 9,807,000 | $9,794 | 0.1% | $1.00 | — | CONVERTIBLE BOND | 824689AG8 |
| — | INTERCEPT PHARMACEUTICALS INC | 9,964,000 | $9,690 | 0.1% | $0.96 | — | CONVERTIBLE BOND | 45845PAA6 |
| — | NUVASIVE INC | 9,910,000 | $9,612 | 0.1% | $1.00 | — | CONVERTIBLE BOND | 670704AL9 |
| — | SHOPIFY INC | 11,600,000 | $9,541 | 0.1% | $0.84 | — | CONVERTIBLE BOND | 82509LAA5 |
| — | AURORA TECHNOLOGY ACQUISITION CORP | 950,000 | $9,528 | 0.1% | $9.86 | — | COMMON STOCK | G06984119 |
| — | TRIPADVISOR INC | 11,839,000 | $9,518 | 0.1% | $0.80 | — | CONVERTIBLE BOND | 896945AD4 |
| CURR | INFINT ACQUISITION CORP | 900,000 | $9,126 | 0.1% | $10.01 | — | COMMON STOCK | G47862100 |
| — | WIX.COM LTD | 9,036,000 | $8,736 | 0.1% | $0.96 | — | CONVERTIBLE BOND | 92940WAB5 |
| — | COINBASE GLOBAL INC | 13,047,000 | $8,682 | 0.1% | $0.67 | — | CONVERTIBLE BOND | 19260QAB3 |
| — | NUVEEN FLOATING RATE INCOME FUND/CLOSED-END FUND | 1,036,236 | $8,403 | 0.1% | $8.27 | — | COMMON STOCK | 67072T108 |
| SMRT | SMARTRENT INC | 3,693,140 | $8,383 | 0.1% | $5.76 | -31.5% | COMMON STOCK | 83193G107 |
| — | PINDUODUO INC | 9,091,000 | $8,177 | 0.1% | $0.89 | — | CONVERTIBLE BOND | 722304AC6 |
| TEO | TELECOM ARGENTINA SA | 2,033,741 | $8,155 | 0.1% | $13.79 | — | COMMON STOCK | 879273209 |
| — | FIRST TRUST SENIOR FLOATING RATE INCOME FUND II | 809,115 | $8,083 | 0.1% | $9.99 | — | COMMON STOCK | 33733U108 |
| — | UPSTART HOLDINGS INC | 14,500,000 | $8,074 | 0.1% | $0.56 | — | CONVERTIBLE BOND | 91680MAB3 |
| — | MFA FINANCIAL INC | 9,246,000 | $8,066 | 0.1% | $1.01 | — | CONVERTIBLE BOND | 55272XAA0 |
| TPICQ | TPI COMPOSITES INC | 700,739 | $7,904 | 0.1% | $15.81 | 0.0% | COMMON STOCK | 87266J104 |
| — | MONTEREY CAPITAL ACQUISITION CORP | 792,000 | $7,836 | 0.1% | $9.89 | — | COMMON STOCK | 61244M109 |
| MHO | M/I HOMES INC | 210,000 | $7,608 | 0.1% | $43.45 | -0.6% | COMMON STOCK | 55305B101 |
| — | NUVEEN SENIOR INCOME FUND | 1,623,448 | $7,581 | 0.1% | $4.75 | — | COMMON STOCK | 67067Y104 |
| — | VEECO INSTRUMENTS INC | 7,595,000 | $7,519 | 0.1% | $0.92 | — | CONVERTIBLE BOND | 922417AD2 |
| — | WEIBO CORP | 7,570,000 | $7,513 | 0.1% | $0.93 | — | CONVERTIBLE BOND | 948596AC5 |
| — | NORTHVIEW ACQUISITION CORP | 750,000 | $7,455 | 0.1% | $9.85 | — | COMMON STOCK | 66718N103 |
| AIEV | FEUTUNE LIGHT ACQUISITION CORP | 735,000 | $7,324 | 0.1% | $9.96 | 0.0% | COMMON STOCK | 31561T102 |
| — | ALSET CAPITAL ACQUISITION CORP | 735,000 | $7,258 | 0.1% | $9.86 | — | COMMON STOCK | 02115M109 |
| — | JOYY INC | 7,699,000 | $7,194 | 0.1% | $0.90 | — | CONVERTIBLE BOND | 98426TAD8 |
| — | GLOBAL CONSUMER ACQUISITION CORP | 700,000 | $7,140 | 0.1% | $9.98 | — | COMMON STOCK | 37892B108 |
| — | ALARM.COM HOLDINGS INC | 8,613,000 | $7,084 | 0.1% | $0.84 | — | CONVERTIBLE BOND | 011642AB1 |
| ASCBF | A SPAC II ACQUISITION CORP | 675,000 | $6,733 | 0.1% | $9.84 | +0.8% | COMMON STOCK | G0543H109 |
| — | SNAP INC | 9,524,000 | $6,614 | 0.1% | $0.69 | — | CONVERTIBLE BOND | 83304AAF3 |
| — | HELLO GROUP INC | 6,943,000 | $6,517 | 0.1% | $0.86 | — | CONVERTIBLE BOND | 60879BAB3 |
| ACQC | RELATIVITY ACQUISITION CORP | 645,000 | $6,485 | 0.1% | $9.99 | +0.5% | COMMON STOCK | 75944B106 |
| LBRDK | LIBERTY BROADBAND CORP | 86,999 | $6,420 | 0.1% | $142.46 | -30.1% | COMMON STOCK | 530307305 |
| — | NICE LTD | 6,900,000 | $6,392 | 0.1% | $1.18 | — | CONVERTIBLE BOND | 653656AB4 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 767,730 | $6,187 | 0.1% | $8.15 | — | COMMON STOCK | 6706EN100 |
| EXEEW | CHESAPEAKE ENERGY CORP | 75,810 | $6,088 | 0.1% | $60.94 | — | WARRANT | 165167164 |
| AXAC | AXIOS SUSTAINABLE GROWTH ACQUISITION CORP | 600,000 | $6,066 | 0.1% | $9.96 | +1.1% | COMMON STOCK | G0703K108 |
| — | MURPHY CANYON ACQUISITION CORP | 600,000 | $6,042 | 0.1% | $10.03 | — | COMMON STOCK | 626642102 |
| — | NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | 509,049 | $6,022 | 0.1% | $12.02 | — | COMMON STOCK | 67074X107 |
| — | BURTECH ACQUISITION CORP | 600,000 | $6,003 | 0.1% | $9.89 | — | COMMON STOCK | 123013104 |
| — | DROPBOX INC | 6,667,000 | $5,830 | 0.1% | $0.93 | — | CONVERTIBLE BOND | 26210CAC8 |
| — | GREENLIGHT CAPITAL RE LTD | 6,030,000 | $5,818 | 0.1% | $0.94 | — | CONVERTIBLE BOND | 395366AB3 |
| — | FORD MOTOR CO | 6,227,000 | $5,725 | 0.1% | $1.18 | — | CONVERTIBLE BOND | 345370CZ1 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC | 519,542 | $5,720 | 0.1% | $11.37 | — | COMMON STOCK | 09255X100 |
| — | H WORLD GROUP LTD | 5,756,000 | $5,657 | 0.1% | $1.02 | — | CONVERTIBLE BOND | 16949NAC3 |
| — | CENAQ ENERGY CORP | 550,000 | $5,549 | 0.1% | $9.98 | — | COMMON STOCK | 15130M102 |
| — | BLUE WORLD ACQUISITION CORP | 550,000 | $5,513 | 0.1% | $9.88 | — | COMMON STOCK | G1263E102 |
| — | BROAD CAPITAL ACQUISITION CORP | 550,000 | $5,489 | 0.1% | $9.91 | — | COMMON STOCK | 11125B102 |
| — | ETSY INC | 6,914,000 | $5,382 | 0.1% | $0.75 | — | CONVERTIBLE BOND | 29786AAN6 |
| — | SPLUNK INC | 6,772,000 | $5,361 | 0.1% | $0.82 | — | CONVERTIBLE BOND | 848637AF1 |
| — | AKAMAI TECHNOLOGIES INC | 5,729,000 | $5,359 | 0.1% | $1.14 | — | CONVERTIBLE BOND | 00971TAL5 |
| — | SHAKE SHACK INC | 7,718,000 | $5,195 | 0.1% | $0.68 | — | CONVERTIBLE BOND | 819047AB7 |
| — | TELADOC HEALTH INC | 7,000,000 | $5,154 | 0.1% | $0.74 | — | CONVERTIBLE BOND | 87918AAF2 |
| — | INDUSTRIAL HUMAN CAPITAL INC | 500,000 | $5,075 | 0.1% | $9.92 | — | COMMON STOCK | 45617P104 |
| — | DIGITAL HEALTH ACQUISITION CORP | 500,000 | $5,065 | 0.1% | $9.88 | — | COMMON STOCK | 253893101 |
| — | TELADOC HEALTH INC | 5,993,000 | $5,028 | 0.1% | $0.84 | — | CONVERTIBLE BOND | 539183AA1 |
| — | JUPITER WELLNESS ACQUISITION CORP | 500,000 | $5,015 | 0.1% | $9.93 | — | COMMON STOCK | 48208E108 |
| — | WESTERN ACQUISITION VENTURES CORP | 500,000 | $4,990 | 0.1% | $9.94 | — | COMMON STOCK | 95758L107 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 5,031,000 | $4,980 | 0.1% | $0.98 | — | CONVERTIBLE BOND | 42330PAJ6 |
| — | DUET ACQUISITION CORP | 500,000 | $4,967 | 0.1% | $9.89 | — | COMMON STOCK | 26431Q106 |
| MSSAF | METAL SKY STAR ACQUISITION CORP | 496,000 | $4,935 | 0.1% | $9.86 | +0.5% | COMMON STOCK | G6053N105 |
| — | NIO INC | 6,410,000 | $4,842 | 0.1% | $0.76 | — | CONVERTIBLE BOND | 62914VAF3 |
| — | BANDWIDTH INC | 7,367,000 | $4,803 | 0.1% | $0.69 | — | CONVERTIBLE BOND | 05988JAB9 |
| — | SAGALIAM ACQUISITION CORP | 475,000 | $4,745 | 0.1% | $9.89 | — | COMMON STOCK | 78661R106 |
| — | AIRBNB INC | 5,478,000 | $4,563 | 0.1% | $0.93 | — | CONVERTIBLE BOND | 009066AB7 |
| TETEF | TECHNOLOGY & TELECOMMUNICATION ACQUISITION CORP | 450,000 | $4,551 | 0.0% | $9.93 | +1.3% | COMMON STOCK | G87119106 |
| — | EVERGREEN CORP | 450,000 | $4,540 | 0.0% | $9.98 | — | COMMON STOCK | G3312W109 |
| — | FINTECH ECOSYSTEM DEVELOPMENT CORP | 450,000 | $4,529 | 0.0% | $9.94 | — | COMMON STOCK | 318136108 |
| — | WELSBACH TECHNOLOGY METALS ACQUISITION CORP | 450,000 | $4,495 | 0.0% | $9.87 | — | COMMON STOCK | 950415109 |
| — | INTERCEPT PHARMACEUTICALS INC | 5,937,000 | $4,484 | 0.0% | $0.76 | — | CONVERTIBLE BOND | 45845PAB4 |
| — | REDWOODS ACQUISITION CORP | 450,000 | $4,459 | 0.0% | $9.88 | — | COMMON STOCK | 758083109 |
| — | CERIDIAN LLC | 5,438,000 | $4,412 | 0.0% | $0.81 | — | CONVERTIBLE BOND | 15677JAD0 |
| — | OKTA INC | 5,486,000 | $4,287 | 0.0% | $1.06 | — | CONVERTIBLE BOND | 679295AF2 |
| — | DEEP MEDICINE ACQUISITION CORP | 425,000 | $4,279 | 0.0% | $9.82 | — | COMMON STOCK | 243733102 |
| EONR | HNR ACQUISITION CORP | 425,000 | $4,258 | 0.0% | $9.99 | +0.4% | COMMON STOCK | 40472A102 |
| — | WIX.COM LTD | 5,008,000 | $4,214 | 0.0% | $0.84 | — | CONVERTIBLE BOND | 92940WAD1 |
| — | BLACKSTONE STRATEGIC CREDIT FUND | 389,043 | $4,135 | 0.0% | $11.11 | — | COMMON STOCK | 09257R101 |
| FTII | FUTURETECH II ACQUISITION CORP | 410,000 | $4,120 | 0.0% | $9.99 | +0.3% | COMMON STOCK | 36119D103 |
| — | ICONIC SPORTS ACQUISITION CORP | 400,000 | $4,062 | 0.0% | $9.93 | — | COMMON STOCK | G4712C107 |
| GTIJF | ENERGEM CORP | 400,000 | $4,058 | 0.0% | $596.38 | +1.6% | COMMON STOCK | G30449105 |
| RSVR | RESERVOIR MEDIA INC | 830,415 | $4,052 | 0.0% | $8.45 | -24.2% | COMMON STOCK | 76119X105 |
| ALSAF | ALPHA STAR ACQUISITION CORP | 400,000 | $4,032 | 0.0% | $9.84 | +1.6% | COMMON STOCK | G0230C108 |
| — | HAINAN MANASLU ACQUISITION CORP | 400,000 | $4,026 | 0.0% | $10.06 | — | COMMON STOCK | G4233U123 |
| — | FINANCIAL STRATEGIES ACQUISITION CORP | 400,000 | $4,014 | 0.0% | $9.91 | — | COMMON STOCK | 31772T107 |
| — | ROC ENERGY ACQUISITION CORP | 400,000 | $4,008 | 0.0% | $9.85 | — | COMMON STOCK | 77118V108 |
| — | BENTLEY SYSTEMS INC | 5,273,000 | $3,999 | 0.0% | $0.76 | — | CONVERTIBLE BOND | 08265TAD1 |
| — | GARDINER HEALTHCARE ACQUISITIONS CORP | 400,000 | $3,996 | 0.0% | $9.92 | — | COMMON STOCK | 365506104 |
| — | LYFT INC | 4,644,000 | $3,982 | 0.0% | $0.86 | — | CONVERTIBLE BOND | 55087PAB0 |
| IGTA | INCEPTION GROWTH ACQUISITION LTD | 400,000 | $3,972 | 0.0% | $9.81 | +1.1% | COMMON STOCK | 45333D104 |
| — | CONSILIUM ACQUISITION CORP I LTD | 400,000 | $3,970 | 0.0% | $9.76 | — | COMMON STOCK | G2365L101 |
| — | EATON VANCE FLOATING-RATE INCOME TRUST | 348,674 | $3,960 | 0.0% | $11.66 | — | COMMON STOCK | 278279104 |
| — | RF ACQUISITION CORP | 400,000 | $3,948 | 0.0% | $9.86 | — | COMMON STOCK | 74954L104 |
| YOTA | YOTTA ACQUISITION CORP | 398,000 | $3,940 | 0.0% | $9.87 | 0.0% | COMMON STOCK | 98741Y103 |
| — | AVALON ACQUISITION INC | 375,000 | $3,768 | 0.0% | $9.88 | — | COMMON STOCK | 05338E101 |
| — | WISDOMTREE INVESTMENTS INC | 4,147,000 | $3,717 | 0.0% | $0.91 | — | CONVERTIBLE BOND | 97717PAD6 |
| — | ENVESTNET INC | 4,404,000 | $3,704 | 0.0% | $0.85 | — | CONVERTIBLE BOND | 29404KAE6 |
| — | SPLUNK INC | 3,876,000 | $3,703 | 0.0% | $0.96 | — | CONVERTIBLE BOND | 848637AC8 |
| — | BLACKLINE INC | 4,533,000 | $3,689 | 0.0% | $0.81 | — | CONVERTIBLE BOND | 09239BAD1 |
| — | NUVASIVE INC | 4,133,000 | $3,613 | 0.0% | $0.88 | — | CONVERTIBLE BOND | 670704AJ4 |
| — | ALPINE ACQUISITION CORP | 350,000 | $3,580 | 0.0% | $10.00 | — | COMMON STOCK | 02083L109 |
| DSAQ | DIRECT SELLING ACQUISITION CORP | 350,000 | $3,545 | 0.0% | $9.93 | — | COMMON STOCK | 25460L103 |
| — | SANABY HEALTH ACQUISITION CORP I | 350,000 | $3,543 | 0.0% | $9.92 | — | COMMON STOCK | 79956P102 |
| SACQF | SPREE ACQUISITION CORP 1 LTD | 350,000 | $3,538 | 0.0% | $9.95 | — | COMMON STOCK | G83745102 |
| — | RIGEL RESOURCE ACQUISITION CORP | 350,000 | $3,535 | 0.0% | $9.80 | — | COMMON STOCK | G7573M106 |
| GDST | GOLDENSTONE ACQUISITION LTD | 350,000 | $3,487 | 0.0% | $9.90 | +0.2% | COMMON STOCK | 38136Y102 |
| — | GLOBALINK INVESTMENT INC | 350,000 | $3,486 | 0.0% | $9.79 | — | COMMON STOCK | 37892F109 |
| — | APOLLO SENIOR FLOATING RATE FUND INC | 276,091 | $3,453 | 0.0% | $12.71 | — | COMMON STOCK | 037636107 |
| — | ARBOR REALTY TRUST INC | 3,413,000 | $3,376 | 0.0% | $0.99 | — | CONVERTIBLE BOND | 038923AP3 |
| — | INVACARE CORP | 3,893,000 | $3,353 | 0.0% | $0.89 | — | CONVERTIBLE BOND | 461203AJ0 |
| — | LIBERTY RESOURCES ACQUISITION CORP | 325,000 | $3,279 | 0.0% | $9.88 | — | COMMON STOCK | 53118A105 |
| ALVOW | ALVOTECH SA | 4,666,667 | $3,255 | 0.0% | $0.84 | — | WARRANT | L01800116 |
| — | GENESIS UNICORN CAPITAL CORP | 320,000 | $3,203 | 0.0% | $9.95 | — | COMMON STOCK | 37187C100 |
| — | REDWOOD TRUST INC | 3,194,000 | $3,154 | 0.0% | $1.01 | — | CONVERTIBLE BOND | 758075AC9 |
| — | MOUNTAIN & CO I ACQUISITION CORP | 300,000 | $3,069 | 0.0% | $10.00 | — | COMMON STOCK | G6301J104 |
| — | GOGREEN INVESTMENTS CORP | 300,000 | $3,043 | 0.0% | $9.91 | — | COMMON STOCK | G9461B101 |
| — | ASCENDANT DIGITAL ACQUISITION CORP III | 300,000 | $3,042 | 0.0% | $10.01 | — | COMMON STOCK | G05157105 |
| — | KIMBELL TIGER ACQUISITION CORP | 300,000 | $3,040 | 0.0% | $10.03 | — | COMMON STOCK | 49436K106 |
| — | ONYX ACQUISITION CO I | 300,000 | $3,036 | 0.0% | $9.91 | — | COMMON STOCK | G6755Q109 |
| — | MAXPRO CAPITAL ACQUISITION CORP | 300,000 | $3,034 | 0.0% | $9.92 | — | COMMON STOCK | 57778T106 |
| — | BEARD ENERGY TRANSITION ACQUISITION CORP | 300,000 | $3,015 | 0.0% | $9.90 | — | COMMON STOCK | 07402Q101 |
| WINV | WINVEST ACQUISITION CORP | 300,000 | $3,004 | 0.0% | $9.83 | +1.7% | COMMON STOCK | 97655B109 |
| AOGO | AROGO CAPITAL ACQUISITION CORP | 300,000 | $2,985 | 0.0% | $9.91 | +0.5% | COMMON STOCK | 042644104 |
| — | NEOGENOMICS INC | 3,399,000 | $2,970 | 0.0% | $0.87 | — | CONVERTIBLE BOND | 64049MAA8 |
| — | CLEAN EARTH ACQUISITIONS CORP | 300,000 | $2,965 | 0.0% | $9.83 | — | COMMON STOCK | 184493104 |
| — | VISHAY INTERTECHNOLOGY INC | 3,180,000 | $2,963 | 0.0% | $0.99 | — | CONVERTIBLE BOND | 928298AP3 |
| UWMC | UWM HOLDINGS CORP | 1,000,000 | $2,930 | 0.0% | $4.83 | -23.7% | COMMON STOCK | 91823B109 |
| — | QUOTIENT TECHNOLOGY INC | 2,950,000 | $2,913 | 0.0% | $0.97 | — | CONVERTIBLE BOND | 749119AB9 |
| — | A SPAC I ACQUISITION CORP | 290,000 | $2,910 | 0.0% | $9.85 | — | COMMON STOCK | G0542S106 |
| — | VNET GROUP INC | 3,374,000 | $2,910 | 0.0% | $0.86 | — | CONVERTIBLE BOND | 90138VAB3 |
| — | SPLUNK INC | 3,288,000 | $2,901 | 0.0% | $1.22 | — | CONVERTIBLE BOND | 848637AD6 |
| — | SHIFT4 PAYMENTS INC | 3,263,000 | $2,895 | 0.0% | $1.05 | — | CONVERTIBLE BOND | 82452JAB5 |
| — | KEYARCH ACQUISITION CORP | 290,000 | $2,891 | 0.0% | $9.75 | — | COMMON STOCK | G5260A104 |
| — | CLOUDFLARE INC | 3,617,000 | $2,828 | 0.0% | $0.78 | — | CONVERTIBLE BOND | 18915MAC1 |
| — | GLOBAL STAR ACQUISITION INC | 280,000 | $2,800 | 0.0% | $10.00 | — | COMMON STOCK | 37962G201 |
| — | FORTUNE RISE ACQUISITION CORP | 275,000 | $2,798 | 0.0% | $10.04 | — | COMMON STOCK | 34969G102 |
| — | MINORITY EQUALITY OPPORTUNITIES ACQUISITION INC | 275,000 | $2,796 | 0.0% | $9.97 | — | COMMON STOCK | 60436Q100 |
| — | SEA LTD | 2,791,000 | $2,767 | 0.0% | $0.99 | — | CONVERTIBLE BOND | 81141RAF7 |
| — | DRAFTKINGS INC/NEVADA | 4,209,000 | $2,758 | 0.0% | $0.66 | — | CONVERTIBLE BOND | 26142RAB0 |
| — | BLOCKCHAIN MOON ACQUISITION CORP | 275,000 | $2,747 | 0.0% | $9.74 | — | COMMON STOCK | 09370F109 |
| — | EATON VANCE SENIOR FLOATING-RATE TRUST | 246,409 | $2,737 | 0.0% | $12.17 | — | COMMON STOCK | 27828Q105 |
| — | ENPHASE ENERGY INC | 2,278,000 | $2,715 | 0.0% | $1.04 | — | CONVERTIBLE BOND | 29355AAK3 |
| — | ZILLOW GROUP INC | 2,750,000 | $2,685 | 0.0% | $0.98 | — | CONVERTIBLE BOND | 98954MAG6 |
| — | VAIL RESORTS INC | 3,065,000 | $2,683 | 0.0% | $1.07 | — | CONVERTIBLE BOND | 91879QAN9 |
| — | RAPID7 INC | 3,500,000 | $2,672 | 0.0% | $0.76 | — | CONVERTIBLE BOND | 753422AF1 |
| — | BLACKROCK FLOATING RATE INCOME TRUST | 240,282 | $2,609 | 0.0% | $11.02 | — | COMMON STOCK | 091941104 |
| — | LENDINGTREE INC | 3,620,000 | $2,598 | 0.0% | $0.84 | — | CONVERTIBLE BOND | 52603BAD9 |
| — | SOAR TECHNOLOGY ACQUISITION CORP | 250,000 | $2,575 | 0.0% | $10.11 | — | COMMON STOCK | G82472112 |
| — | NUBIA BRAND INTERNATIONAL CORP | 255,000 | $2,560 | 0.0% | $9.98 | — | COMMON STOCK | 67022R103 |
| — | PONO CAPITAL CORP | 250,000 | $2,550 | 0.0% | $9.97 | — | COMMON STOCK | 732450101 |
| — | GLADSTONE ACQUISITION CORP | 250,000 | $2,545 | 0.0% | $9.86 | — | COMMON STOCK | 37653T108 |
| — | PONO CAPITAL TWO INC | 250,000 | $2,532 | 0.0% | $10.13 | — | COMMON STOCK | 73245B206 |
| — | LIONHEART III CORP | 250,000 | $2,522 | 0.0% | $9.85 | — | COMMON STOCK | 536262108 |
| — | MERCATO PARTNERS ACQUISITION CORP | 250,000 | $2,508 | 0.0% | $9.93 | — | COMMON STOCK | 58759A108 |
| PPYA | PAPAYA GROWTH OPPORTUNITY CORP I | 250,000 | $2,507 | 0.0% | $9.91 | +0.8% | COMMON STOCK | 69882P102 |
| — | ATLANTIC COASTAL ACQUISITION CORP II | 250,000 | $2,505 | 0.0% | $9.92 | — | COMMON STOCK | 04845A108 |
| — | VERINT SYSTEMS INC | 3,000,000 | $2,503 | 0.0% | $0.89 | — | CONVERTIBLE BOND | 92343XAC4 |
| — | SIERRA LAKE ACQUISITION CORP | 250,000 | $2,502 | 0.0% | $9.78 | — | COMMON STOCK | 826332108 |
| — | FUTURE HEALTH ESG CORP | 250,000 | $2,501 | 0.0% | $9.78 | — | COMMON STOCK | 36118W102 |
| SWSS | SPRINGWATER SPECIAL SITUATIONS CORP | 250,000 | $2,493 | 0.0% | $9.76 | +1.7% | COMMON STOCK | 85205U107 |
| — | JUNIPER II CORP | 250,000 | $2,493 | 0.0% | $10.05 | — | COMMON STOCK | 48203N103 |
| — | AERIE PHARMACEUTICALS INC | 2,532,000 | $2,491 | 0.0% | $0.98 | — | CONVERTIBLE BOND | 00771VAB4 |
| — | ARMADA ACQUISITION CORP I | 250,000 | $2,480 | 0.0% | $9.79 | — | COMMON STOCK | 04208V103 |
| — | MOBIV ACQUISITION CORP | 245,000 | $2,479 | 0.0% | $10.12 | — | COMMON STOCK | 60742N205 |
| EMCUF | EMBRACE CHANGE ACQUISITION CORP | 245,000 | $2,479 | 0.0% | $10.12 | — | COMMON STOCK | G3034H133 |
| — | FAR PEAK ACQUISITION CORP | 250,000 | $2,472 | 0.0% | $9.89 | — | COMMON STOCK | G3312L103 |
| — | JETBLUE AIRWAYS CORP | 3,366,000 | $2,406 | 0.0% | $0.74 | — | CONVERTIBLE BOND | 477143AP6 |
| — | JAZZ PHARMACEUTICALS PLC | 2,200,000 | $2,365 | 0.0% | $1.23 | — | CONVERTIBLE BOND | 472145AF8 |
| XP | XP INC | 120,289 | $2,286 | 0.0% | $32.57 | -39.1% | COMMON STOCK | G98239109 |
| — | PACIFICO ACQUISITION CORP | 225,000 | $2,273 | 0.0% | $9.89 | — | COMMON STOCK | 69512X103 |
| — | DENALI CAPITAL ACQUISITION CORP | 225,000 | $2,265 | 0.0% | $9.92 | — | COMMON STOCK | G6256B106 |
| — | PEBBLEBROOK HOTEL TRUST | 2,620,000 | $2,247 | 0.0% | $1.13 | — | CONVERTIBLE BOND | 70509VAA8 |
| — | PROGRESS SOFTWARE CORP | 2,380,000 | $2,244 | 0.0% | $0.97 | — | CONVERTIBLE BOND | 743312AB6 |
| — | FINNOVATE ACQUISITION CORP | 220,000 | $2,219 | 0.0% | $9.88 | — | COMMON STOCK | G3R34K103 |
| — | FAT PROJECTS ACQUISITION CORP | 210,000 | $2,092 | 0.0% | $9.76 | — | COMMON STOCK | G3400W102 |
| — | CLOVER LEAF CAPITAL CORP | 200,000 | $2,056 | 0.0% | $9.97 | — | COMMON STOCK | 18915E105 |
| GGAAF | GENESIS GROWTH TECH ACQUISITION CORP | 201,400 | $2,038 | 0.0% | $9.94 | +1.3% | COMMON STOCK | G3R23D102 |
| — | HCM ACQUISITION CORP | 200,000 | $2,020 | 0.0% | $9.97 | — | COMMON STOCK | G4365A101 |
| GTAC | GLOBAL TECHNOLOGY ACQUISITION CORP I | 200,000 | $2,018 | 0.0% | $9.82 | — | COMMON STOCK | G3934N107 |
| — | BULLPEN PARLAY ACQUISITION CO | 200,000 | $2,016 | 0.0% | $9.87 | — | COMMON STOCK | G1792A100 |
| — | NABORS ENERGY TRANSITION CORP | 200,000 | $2,011 | 0.0% | $9.98 | — | COMMON STOCK | 629567108 |
| — | AIB ACQUISITION CORP | 200,000 | $2,011 | 0.0% | $9.88 | — | COMMON STOCK | G0R45S109 |
| EVCO | EVEREST CONSOLIDATOR ACQUISITION CORP | 200,000 | $2,010 | 0.0% | $9.91 | +1.1% | COMMON STOCK | 29978K102 |
| — | CRYPTO 1 ACQUISITION CORP | 200,000 | $2,007 | 0.0% | $9.89 | — | COMMON STOCK | G3168A102 |
| — | ACHARI VENTURES HOLDINGS CORP I | 200,000 | $2,007 | 0.0% | $9.87 | — | COMMON STOCK | 00444X101 |
| — | ROTH CH ACQUISITION IV CO | 200,000 | $2,007 | 0.0% | $9.83 | — | COMMON STOCK | 77867P104 |
| — | BLACK MOUNTAIN ACQUISITION CORP | 200,000 | $2,006 | 0.0% | $9.83 | — | COMMON STOCK | 09216A108 |
| — | LARKSPUR HEALTH ACQUISITION CORP | 200,000 | $2,000 | 0.0% | $9.91 | — | COMMON STOCK | 51724W107 |
| — | INDUSTRIAL TECH ACQUISITIONS II INC | 200,000 | $2,000 | 0.0% | $9.93 | — | COMMON STOCK | 45635R108 |
| PNSTQ | BANYAN ACQUISITION CORP | 200,000 | $1,998 | 0.0% | $9.93 | — | COMMON STOCK | 06690B107 |
| — | MERCURY ECOMMERCE ACQUISITION CORP | 200,000 | $1,993 | 0.0% | $9.80 | — | COMMON STOCK | 589381102 |
| — | AETHERIUM ACQUISITION CORP | 200,000 | $1,991 | 0.0% | $9.88 | — | COMMON STOCK | 00809J101 |
| — | ACCRETION ACQUISITION CORP | 200,000 | $1,988 | 0.0% | $9.76 | — | COMMON STOCK | 00438Y107 |
| — | ARISZ ACQUISITION CORP | 200,000 | $1,986 | 0.0% | $9.76 | — | COMMON STOCK | 040450108 |
| — | PARABELLUM ACQUISITION CORP | 200,000 | $1,978 | 0.0% | $9.75 | — | COMMON STOCK | 69901P109 |
| — | BELONG ACQUISITION CORP | 200,000 | $1,972 | 0.0% | $9.69 | — | COMMON STOCK | 08069M102 |
| — | ALPHA HEALTHCARE ACQUISITION CORP III | 200,000 | $1,944 | 0.0% | $9.68 | — | COMMON STOCK | 02073F104 |
| — | TRAVERE THERAPEUTICS INC | 1,798,000 | $1,819 | 0.0% | $0.98 | — | CONVERTIBLE BOND | 761299AB2 |
| — | INTEGRA LIFESCIENCES HOLDINGS CORP | 2,053,000 | $1,800 | 0.0% | $1.05 | — | CONVERTIBLE BOND | 457985AM1 |
| — | HALOZYME THERAPEUTICS INC | 2,111,000 | $1,796 | 0.0% | $0.88 | — | CONVERTIBLE BOND | 40637HAD1 |
| — | LAKESHORE ACQUISITION II CORP | 175,000 | $1,758 | 0.0% | $9.91 | — | COMMON STOCK | G5352N105 |
| — | SHOULDERUP TECHNOLOGY ACQUISITION CORP | 175,000 | $1,757 | 0.0% | $9.87 | — | COMMON STOCK | 82537G104 |
| — | NRG ENERGY INC | 1,630,000 | $1,743 | 0.0% | $1.15 | — | CONVERTIBLE BOND | 629377CG5 |
| — | TWITTER INC | 1,680,000 | $1,708 | 0.0% | $1.09 | — | CONVERTIBLE BOND | 90184LAF9 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,700,000 | $1,688 | 0.0% | $1.04 | — | CONVERTIBLE BOND | 09061GAH4 |
| BELFA | BEL FUSE INC | 60,000 | $1,677 | 0.0% | $19.66 | +38.6% | COMMON STOCK | 077347201 |
| — | OMNICELL INC | 1,500,000 | $1,599 | 0.0% | $1.07 | — | CONVERTIBLE BOND | 68213NAD1 |
| — | MONTEREY BIO ACQUISITION CORP | 150,000 | $1,596 | 0.0% | $9.87 | — | COMMON STOCK | 61240F108 |
| — | CABLE ONE INC | 2,000,000 | $1,529 | 0.0% | $0.88 | — | CONVERTIBLE BOND | 12685JAE5 |
| — | DTRT HEALTH ACQUISITION CORP | 150,000 | $1,524 | 0.0% | $9.96 | — | COMMON STOCK | 23344T103 |
| — | PERCEPTION CAPITAL CORP II | 150,000 | $1,524 | 0.0% | $9.91 | — | COMMON STOCK | G7007D102 |
| — | VISION SENSING ACQUISITION CORP | 150,000 | $1,517 | 0.0% | $9.91 | — | COMMON STOCK | 92838J103 |
| — | MOUNT RAINIER ACQUISITION CORP | 150,000 | $1,514 | 0.0% | $9.98 | — | COMMON STOCK | 623006103 |
| — | WILLIAMS ROWLAND ACQUISITION CORP | 150,000 | $1,512 | 0.0% | $9.91 | — | COMMON STOCK | 96951B102 |
| KACLF | KAIROUS ACQUISITION CORP LTD | 150,000 | $1,512 | 0.0% | $9.87 | +1.5% | COMMON STOCK | G52131110 |
| — | KNIGHTSWAN ACQUISITION CORP | 150,000 | $1,502 | 0.0% | $9.92 | — | COMMON STOCK | 499103109 |
| — | TASTEMAKER ACQUISITION CORP | 150,000 | $1,495 | 0.0% | $9.86 | — | COMMON STOCK | 876545104 |
| — | FINTECH EVOLUTION ACQUISITION GROUP | 150,000 | $1,488 | 0.0% | $9.69 | — | COMMON STOCK | G3R19A104 |
| — | IONIS PHARMACEUTICALS INC | 1,496,000 | $1,485 | 0.0% | $0.91 | — | CONVERTIBLE BOND | 462222AD2 |
| — | INSIGHT ACQUISITION CORP/DE | 150,000 | $1,479 | 0.0% | $9.76 | — | COMMON STOCK | 45784L100 |
| — | CASCADIA ACQUISITION CORP | 150,000 | $1,477 | 0.0% | $9.71 | — | COMMON STOCK | 14739D100 |
| — | OSIRIS ACQUISITION CORP | 150,000 | $1,467 | 0.0% | $9.82 | — | COMMON STOCK | 68829A103 |
| LOMA | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | 235,403 | $1,466 | 0.0% | $7.27 | — | COMMON STOCK | 54150E104 |
| — | BURLINGTON STORES INC | 1,500,000 | $1,432 | 0.0% | $0.95 | — | CONVERTIBLE BOND | 122017AB2 |
| — | TYLER TECHNOLOGIES INC | 1,500,000 | $1,425 | 0.0% | $0.95 | — | CONVERTIBLE BOND | 902252AB1 |
| — | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | 1,500,000 | $1,415 | 0.0% | $0.87 | — | CONVERTIBLE BOND | 55405YAB6 |
| — | OMNILIT ACQUISITION CORP | 140,000 | $1,407 | 0.0% | $9.96 | — | COMMON STOCK | 68218C108 |
| CLRCF | CLIMATEROCK | 140,000 | $1,400 | 0.0% | $9.89 | +0.7% | COMMON STOCK | G2311X100 |
| — | PELOTON INTERACTIVE INC | 2,050,000 | $1,394 | 0.0% | $0.69 | — | CONVERTIBLE BOND | 70614WAB6 |
| — | SHIFT4 PAYMENTS INC | 1,659,000 | $1,274 | 0.0% | $0.77 | — | CONVERTIBLE BOND | 82452JAD1 |
| — | BLOCK INC | 1,400,000 | $1,099 | 0.0% | $0.80 | — | CONVERTIBLE BOND | 852234AJ2 |
| — | ALTERYX INC | 1,258,000 | $1,025 | 0.0% | $0.81 | — | CONVERTIBLE BOND | 02156BAF0 |
| ASBP | POWERUP ACQUISITION CORP | 100,000 | $1,014 | 0.0% | $399.16 | +0.7% | COMMON STOCK | G7207P103 |
| — | THRIVE ACQUISITION CORP | 100,000 | $1,014 | 0.0% | $9.90 | — | COMMON STOCK | G7158C101 |
| — | INNOVATIVE INTERNATIONAL ACQUISITION CORP | 100,000 | $1,014 | 0.0% | $10.00 | — | COMMON STOCK | G4809M109 |
| — | ARBOR RAPHA CAPITAL BIOHOLDINGS CORP I | 100,000 | $1,012 | 0.0% | $9.95 | — | COMMON STOCK | 03881F104 |
| TLGYF | TLGY ACQUISITION CORP | 100,000 | $1,011 | 0.0% | $9.91 | +1.3% | COMMON STOCK | G8656T109 |
| WELNF | INTEGRATED WELLNESS ACQUISITION CORP | 100,000 | $1,011 | 0.0% | $9.91 | +1.4% | COMMON STOCK | G4828B100 |
| — | BLOCKCHAIN COINVESTORS ACQUISITION CORP I | 100,000 | $1,009 | 0.0% | $9.93 | — | COMMON STOCK | G11765107 |
| — | COUNTER PRESS ACQUISITION CORP | 100,000 | $1,008 | 0.0% | $9.96 | — | COMMON STOCK | G2542B117 |
| — | ANDRETTI ACQUISITION CORP | 100,000 | $1,007 | 0.0% | $9.94 | — | COMMON STOCK | G26735103 |
| — | INTELLIGENT MEDICINE ACQUISITION CORP | 100,000 | $1,007 | 0.0% | $9.90 | — | COMMON STOCK | 45828D106 |
| — | INTEGRATED RAIL AND RESOURCES ACQUISITION CORP | 100,000 | $1,006 | 0.0% | $9.93 | — | COMMON STOCK | 45827R106 |
| — | ATHENA CONSUMER ACQUISITION CORP | 100,000 | $1,006 | 0.0% | $10.00 | — | COMMON STOCK | 04684M106 |
| — | ARGUS CAPITAL CORP | 100,000 | $1,005 | 0.0% | $9.90 | — | COMMON STOCK | 04026L105 |
| — | BIOPLUS ACQUISITION CORP | 100,000 | $1,003 | 0.0% | $9.88 | — | COMMON STOCK | G11217117 |
| — | 8I ACQUISITION 2 CORP | 100,000 | $1,002 | 0.0% | $9.75 | — | COMMON STOCK | G2956R103 |
| — | TRINE II ACQUISITION CORP | 100,000 | $1,002 | 0.0% | $9.85 | — | COMMON STOCK | G9059F100 |
| — | GOOD WORKS II ACQUISITION CORP | 100,000 | $1,001 | 0.0% | $9.77 | — | COMMON STOCK | 38216G104 |
| — | HEARTLAND MEDIA ACQUISITION CORP | 100,000 | $999 | 0.0% | $9.90 | — | COMMON STOCK | 42237V108 |
| — | MOTIVE CAPITAL CORP II | 100,000 | $999 | 0.0% | $9.92 | — | COMMON STOCK | G6293R106 |
| — | MARBLEGATE ACQUISITION CORP | 100,000 | $995 | 0.0% | $9.77 | — | COMMON STOCK | 56608A105 |
| — | GRAF ACQUISITION CORP IV | 100,000 | $975 | 0.0% | $9.69 | — | COMMON STOCK | 384272100 |
| — | HEALTHWELL ACQUISITION CORP I | 100,000 | $973 | 0.0% | $9.63 | — | COMMON STOCK | 42227R109 |
| — | NEOGENOMICS INC | 1,475,000 | $959 | 0.0% | $0.65 | — | CONVERTIBLE BOND | 64049MAB6 |
| — | PURE STORAGE INC | 800,000 | $905 | 0.0% | $1.13 | — | CONVERTIBLE BOND | 74624MAB8 |
| — | SUNRUN INC | 1,263,000 | $902 | 0.0% | $0.71 | — | CONVERTIBLE BOND | 86771WAB1 |
| — | SNAP INC | 1,000,000 | $863 | 0.0% | $0.86 | — | CONVERTIBLE BOND | 83304AAB2 |
| — | GOSSAMER BIO INC | 828,000 | $854 | 0.0% | $0.80 | — | CONVERTIBLE BOND | 38341PAA0 |
| — | BLACKSTONE SENIOR FLOATING RATE TERM FUND | 62,206 | $781 | 0.0% | $12.99 | — | COMMON STOCK | 09256U105 |
| — | ESGEN ACQUISITION CORP | 75,000 | $761 | 0.0% | $9.92 | — | COMMON STOCK | G3R95N103 |
| — | PARSEC CAPITAL ACQUISITIONS CORP | 75,000 | $759 | 0.0% | $9.91 | — | COMMON STOCK | 70184A108 |
| — | PROOF ACQUISITION CORP I | 75,000 | $749 | 0.0% | $9.89 | — | COMMON STOCK | 74349W104 |
| MCAG | MOUNTAIN CREST ACQUISITION CORP V | 75,000 | $747 | 0.0% | $9.73 | +1.7% | COMMON STOCK | 62404B107 |
| — | LIV CAPITAL ACQUISITION CORP II | 60,000 | $604 | 0.0% | $10.30 | — | COMMON STOCK | G5510R105 |
| NE | NOBLE CORP PLC | 19,979 | $590 | 0.0% | $25.79 | 0.0% | COMMON STOCK | G65431127 |
| — | PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORP | 50,000 | $509 | 0.0% | $10.02 | — | COMMON STOCK | G69454109 |
| — | GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I | 50,000 | $506 | 0.0% | $9.98 | — | COMMON STOCK | G4166K100 |
| — | LAMF GLOBAL VENTURES CORP I | 50,000 | $504 | 0.0% | $9.92 | — | COMMON STOCK | G5338L108 |
| — | VAHANNA TECH EDGE ACQUISITION I CORP | 50,000 | $503 | 0.0% | $9.98 | — | COMMON STOCK | G9320Z109 |
| — | ARENA FORTIFY ACQUISITION CORP | 50,000 | $503 | 0.0% | $10.00 | — | COMMON STOCK | 04005A104 |
| — | LF CAPITAL ACQUISITION CORP II | 50,000 | $502 | 0.0% | $9.98 | — | COMMON STOCK | 50202D102 |
| — | SEAPORT GLOBAL ACQUISITION II CORP | 50,000 | $500 | 0.0% | $9.88 | — | COMMON STOCK | 81221H105 |
| — | SHELTER ACQUISITION CORP I | 50,000 | $495 | 0.0% | $9.72 | — | COMMON STOCK | 822821104 |
| — | COLOMBIER ACQUISITION CORP | 50,000 | $487 | 0.0% | $9.67 | — | COMMON STOCK | 19533H108 |
| — | GREENBRIER COS INC/THE | 494,000 | $446 | 0.0% | $0.90 | — | CONVERTIBLE BOND | 393657AK7 |
| SHLS | SHOALS TECHNOLOGIES GROUP INC | 11,980 | $258 | 0.0% | $14.76 | +51.3% | COMMON STOCK | 82489W107 |
| — | TKB CRITICAL TECHNOLOGIES 1 | 25,000 | $253 | 0.0% | $9.84 | — | COMMON STOCK | G88935112 |
| — | SIZZLE ACQUISITION CORP | 25,000 | $251 | 0.0% | $9.96 | — | COMMON STOCK | 83014E109 |
| — | CONCORD ACQUISITION CORP III | 25,000 | $250 | 0.0% | $9.88 | — | COMMON STOCK | 20607V106 |
| SRNE | SORRENTO THERAPEUTICS INC | 134,000 | $210 | 0.0% | $10.10 | -77.5% | COMMON STOCK | 83587F202 |
| CMLS | CUMULUS MEDIA INC | 28,937 | $203 | 0.0% | $11.73 | -27.6% | COMMON STOCK | 231082801 |
| — | EATON VANCE SENIOR INCOME TRUST | 20,584 | $108 | 0.0% | $5.25 | — | COMMON STOCK | 27826S103 |
| — | FEUTUNE LIGHT ACQUISITION CORP | 735,000 | $44 | 0.0% | $0.06 | — | RIGHT | 31561T128 |
| — | FEUTUNE LIGHT ACQUISITION CORP | 735,000 | $32 | 0.0% | $0.04 | — | WARRANT | 31561T110 |