CIK: 0001301396 · Show all filings
Period: Q2 2024 (← Previous) (Next →)
Filing Date: Aug 9, 2024
Total Value ($000): $2,780,725 (0.6% shares, 99.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | THE BEAUTY HEALTH COMPANY | 83,320 | $70,093 | 2.5% | $832.90 | — | NOTE 1.25%10/1 | 88331LAA6 |
| — | 3D SYS CORP DEL | 80,137 | $65,271 | 2.3% | $73.37 | — | NOTE 11/1 | 88554DAD8 |
| — | WAYFAIR INC | 68,445 | $61,838 | 2.2% | $14.07 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | MICROSTRATEGY INC | 45,402 | $54,539 | 2.0% | $1.20 | — | NOTE 2/1 | 594972AE1 |
| — | WAYFAIR INC | 54,438 | $50,764 | 1.8% | $166.70 | — | NOTE 0.625%10/0 | 94419LAM3 |
| — | AFFIRM HLDGS INC | 60,464 | $50,487 | 1.8% | $116.56 | — | NOTE 11/1 | 00827BAB2 |
| — | NEXTERA ENERGY PARTNERS LP | 54,255 | $49,196 | 1.8% | $906.75 | — | NOTE 11/15/25 | 65341BAD8 |
| — | ESPERION THERAPEUTICS INC NE | 51,254 | $47,795 | 1.7% | $234.45 | — | NOTE 4.000%11/1 | 29664WAB1 |
| — | ALPHATEC HLDGS INC | 48,357 | $46,973 | 1.7% | $91.36 | — | NOTE 0.750% 8/0 | 02081GAB8 |
| — | BLOOM ENERGY CORP | 48,500 | $46,276 | 1.7% | $954.14 | — | NOTE 3.000% 6/0 | 093712AK3 |
| — | UPSTART HLDGS INC | 55,752 | $44,415 | 1.6% | $40.04 | — | NOTE 0.250% 8/1 | 91680MAB3 |
| — | XOMETRY INC | 56,697 | $42,663 | 1.5% | $164.43 | — | NOTE 1.000% 2/0 | 98423FAB5 |
| — | GROUPON INC | 49,525 | $42,303 | 1.5% | $61.21 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | LUMENTUM HLDGS INC | 45,400 | $41,114 | 1.5% | $905.60 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | RIVIAN AUTOMOTIVE INC | 46,474 | $40,245 | 1.4% | $865.96 | — | NOTE 3.625%10/ | 76954AAC7 |
| — | MARATHON DIGITAL HOLDINGS IN | 46,098 | $39,819 | 1.4% | $63.53 | — | NOTE 1.000%12/0 | 565788AB2 |
| — | TRAVERE THERAPEUTICS INC | 60,742 | $39,558 | 1.4% | $0.74 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | OPENDOOR TECHNOLOGIES INC | 48,415 | $39,189 | 1.4% | $809.43 | — | NOTE 0.25%8/15 | 683712AA1 |
| — | SOFI TECHNOLOGIES INC | 41,750 | $38,995 | 1.4% | $981.69 | — | NOTE 1.25%3/15 | 83406FAC6 |
| — | BRIDGEBIO PHARMA INC | 48,339 | $38,519 | 1.4% | $199.51 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | REVANCE THERAPEUTICS INC | 55,242 | $36,515 | 1.3% | $132.23 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | PORCH GROUP INC | 62,027 | $35,976 | 1.3% | $673.58 | — | NOTE 6.76%10/1 | 733245AC8 |
| — | PTC THERAPEUTICS INC | 37,591 | $35,798 | 1.3% | $387.72 | — | NOTE 1.500% 9/1 | 69366JAD3 |
| — | PELOTON INTERACTIVE INC | 35,300 | $35,653 | 1.3% | $1010.00 | — | NOTE 5.5% 12/1 | 70614WAC4 |
| — | PELOTON INTERACTIVE INC | 40,118 | $35,504 | 1.3% | $1.00 | — | NOTE 2/1 | 70614WAB6 |
| — | SNAP INC | 43,988 | $35,234 | 1.3% | $300.95 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | SSR MINING IN | 36,846 | $33,443 | 1.2% | $898.87 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | ROCKET LAB USA INC | 28,486 | $33,346 | 1.2% | $1170.63 | — | NOTE 4.25%2/1 | 773122AA4 |
| — | WOLFSPEED INC | 35,900 | $32,041 | 1.2% | $237.02 | — | NOTE 1.750% 5/0 | 225447AD3 |
| — | SEMTECH CORP | 29,062 | $30,704 | 1.1% | $213.35 | — | NOTE 1.625%11/0 | 816850AF8 |
| — | TELADOC HEALTH INC | 36,111 | $30,015 | 1.1% | $472.22 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | PLUG PWR INC | 32,807 | $30,001 | 1.1% | $914.48 | — | NOTE 7% 6/1/26 | 72919PAF0 |
| — | NEW MTN FIN CORP | 29,586 | $29,937 | 1.1% | $86.44 | — | NOTE 7.500%10/1 | 647551AE0 |
| — | CORE SCIENTIFIC INC NEW | 18,383 | $29,312 | 1.1% | $1594.54 | — | NOTE 10.000% 1/2 | 21874AAB2 |
| — | MITEK SYS INC | 29,750 | $28,233 | 1.0% | $247.91 | — | NOTE 0.750% 2/0 | 606710AA9 |
| — | RIVIAN AUTOMOTIVE INC | 28,975 | $28,207 | 1.0% | $844.45 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | SEA LTD | 32,270 | $28,188 | 1.0% | $1.18 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | SOFI TECHNOLOGIES INC | 30,500 | $26,505 | 1.0% | $861.70 | — | NOTE 10/15/26 | 83406FAA0 |
| — | MIRUM PHARMACEUTICALS INC | 19,308 | $25,957 | 0.9% | $1344.38 | — | NOTE 4.000% 5/0 | 604749AB7 |
| — | COHERUS BIOSCIENCES INC | 34,812 | $25,587 | 0.9% | $0.57 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | APPLIED OPTOELECTRONICS INC | 29,666 | $25,503 | 0.9% | $859.69 | — | NOTE 5.25%12/1 | 03823UAC6 |
| — | WISDOMTREE INC | 20,573 | $25,284 | 0.9% | $1178.75 | — | NOTE 5.750% 8/1 | 97717PAF1 |
| — | ACCOLADE INC | 27,991 | $24,808 | 0.9% | $887.45 | — | NOTE 0.500% 4/0 | 00437EAB8 |
| — | NEXTERA ENERGY INC | 500,000 | $24,745 | 0.9% | $49.49 | — | UNIT 06/01/2027 | 65339F663 |
| — | ARTIVION INC | 19,900 | $24,445 | 0.9% | $1.50 | — | NOTE 4.250% 7/0 | 228903AB6 |
| — | OPKO HEALTH INC | 19,750 | $22,676 | 0.8% | $1148.15 | — | NOTE 3.75%1/15 | 68375NAE3 |
| — | INDIE SEMICONDUCTOR INC | 22,554 | $22,577 | 0.8% | $1001.00 | — | NOTE 4.5%11/15 | 45569UAA9 |
| — | ARRAY TECHNOLOGIES INC | 27,350 | $22,166 | 0.8% | $65.36 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | PEGASYSTEMS INC | 21,929 | $21,183 | 0.8% | $1.44 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | LUMINAR TECHNOLOGIES INC | 52,999 | $20,855 | 0.7% | $393.50 | — | NOTE 1.25%12/1 | 550424AA3 |
| — | NOVAVAX INC | 16,188 | $20,185 | 0.7% | $1086.62 | — | NOTE 5.000%12/1 | 670002AD6 |
| — | ALNYLAM PHARMACEUTICALS INC | 18,500 | $19,980 | 0.7% | $1080.00 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | CENTURY ALUM CO | 18,092 | $19,919 | 0.7% | $1.07 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| — | AVID BIOSERVICES INC | 18,176 | $19,890 | 0.7% | $1094.29 | — | NOTE 7% 3/1/29 | 05368MAA4 |
| — | INFINERA CORP | 18,000 | $19,584 | 0.7% | $1088.00 | — | NOTE 3.750% 8/0 | 45667GAG8 |
| — | HEALTH CATALYST INC | 20,086 | $19,571 | 0.7% | $1.75 | — | NOTE 2.500% 4/1 | 42225TAB3 |
| — | DUKE ENERGY CORP NEW | 19,500 | $19,540 | 0.7% | $1002.06 | — | NOTE 4.125% 4/1 | 26441CBY0 |
| — | PAR TECHNOLOGY CORP | 19,512 | $18,263 | 0.7% | $37.31 | — | NOTE 1.500%10/1 | 698884AE3 |
| — | MP MATERIALS CORP | 20,403 | $18,209 | 0.7% | $892.46 | — | NOTE 0.25% 4/1 | 553368AA9 |
| — | PPL CAP FDG INC | 18,465 | $17,731 | 0.6% | $959.95 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | ARBOR REALTY TRUST INC | 17,340 | $17,405 | 0.6% | $396.56 | — | NOTE 7.500% 8/0 | 038923BA5 |
| — | FIVERR INTL LTD | 18,593 | $17,210 | 0.6% | $1.13 | — | NOTE 11/0 | 33835LAA3 |
| — | LUCID GROUP INC | 31,660 | $16,669 | 0.6% | $513.43 | — | NOTE 1.25%12/1 | 549498AA1 |
| — | NEXTERA ENERGY PARTNERS LP | 18,002 | $16,494 | 0.6% | $916.25 | — | NOTE 2.5%6/15 | 65341BAG1 |
| — | COLLEGIUM PHARMACEUTICAL INC | 14,607 | $16,170 | 0.6% | $1243.35 | — | NOTE 2.875% 2/1 | 19459JAC8 |
| — | PLUG PWR INC | 17,095 | $16,069 | 0.6% | $1.05 | — | NOTE 3.750% 6/0 | 72919PAD5 |
| — | COINBASE GLOBAL INC | 15,371 | $15,863 | 0.6% | $34.59 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| — | WOLFSPEED INC | 28,250 | $15,707 | 0.6% | $162.86 | — | NOTE 1.875%12/0 | 977852AD4 |
| — | ASSERTIO HOLDINGS INC | 17,500 | $15,601 | 0.6% | $849.08 | — | NOTE 6.500% 9/0 | 04546CAB2 |
| — | EXACT SCIENCES CORP | 17,515 | $15,266 | 0.5% | $871.57 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | MESA LABS INC | 16,047 | $15,158 | 0.5% | $324.18 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | CARDLYTICS INC | 16,120 | $14,984 | 0.5% | $403.98 | — | NOTE 1.000% 9/1 | 14161WAB1 |
| — | FORTUNA SILVER MINES INC | 14,250 | $14,906 | 0.5% | $1046.00 | — | NOTE 3.75%6/30 | 349915AD0 |
| — | SHAKE SHACK INC | 16,805 | $14,620 | 0.5% | $0.82 | — | NOTE 3/0 | 819047AB7 |
| — | STARWOOD PPTY TR INC | 14,042 | $14,393 | 0.5% | $1.08 | — | NOTE 6.750% 7/1 | 85571BBA2 |
| — | ETSY INC | 17,000 | $14,241 | 0.5% | $197.77 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | VIRGIN GALACTIC HOLDINGS INC | 42,508 | $13,887 | 0.5% | $356.46 | — | NOTE 2.5%2/1 | 92766KAA4 |
| IBIT | ISHARES BITCOIN TR | 403,000 | $13,758 | 0.5% | $40.47 | — | SHS | 46438F101 |
| — | MANNKIND CORP | 11,060 | $13,344 | 0.5% | $1.57 | — | NOTE 2.500% 3/0 | 56400PAQ5 |
| — | UPWORK INC | 14,690 | $13,105 | 0.5% | $183.08 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | BANDWIDTH INC | 14,580 | $13,009 | 0.5% | $0.83 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | REDWOOD TRUST INC | 13,351 | $12,976 | 0.5% | $0.92 | — | NOTE 7.750% 6/1 | 758075AF2 |
| — | INNOVIVA INC | 14,051 | $12,681 | 0.5% | $482.14 | — | NOTE 2.125% 3/1 | 45781MAD3 |
| — | Q2 HLDGS INC | 12,558 | $12,530 | 0.5% | $159.79 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | STEM INC | 33,491 | $12,392 | 0.4% | $447.93 | — | NOTE 0.5%12/1 | 85859NAA0 |
| — | NEVRO CORP | 12,702 | $12,340 | 0.4% | $154.33 | — | NOTE 2.750% 4/0 | 64157FAC7 |
| — | PURECYCLE TECHNOLOGIES INC | 20,250 | $12,261 | 0.4% | $605.48 | — | NOTE 0.25%8/15 | 74623VAA1 |
| — | TILRAY BRANDS INC | 12,300 | $11,866 | 0.4% | $1.11 | — | NOTE 5.200% 6/1 | 88688TAC4 |
| — | GREEN PLAINS INC | 13,000 | $11,579 | 0.4% | $890.67 | — | NOTE 2.250% 3/1 | 393222AK0 |
| — | FIRST MAJESTIC SILVER CORP | 13,875 | $11,511 | 0.4% | $829.60 | — | NOTE 0.375% 1/1 | 32076VAD5 |
| — | EXACT SCIENCES CORP | 14,000 | $11,495 | 0.4% | $821.04 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | CHEFS WHSE INC | 10,000 | $11,144 | 0.4% | $1098.41 | — | NOTE 2.375%12/1 | 163086AE1 |
| — | BLACKLINE INC | 11,722 | $10,761 | 0.4% | $655.15 | — | NOTE 3/1 | 09239BAD1 |
| — | GOSSAMER BIO INC | 21,850 | $10,711 | 0.4% | $0.38 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | PETIQ INC | 9,483 | $10,120 | 0.4% | $206.32 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | UNITY SOFTWARE INC | 11,648 | $10,093 | 0.4% | $0.84 | — | NOTE 11/1 | 91332UAB7 |
| — | BLOCK INC | 11,185 | $10,053 | 0.4% | $402.27 | — | NOTE 5/0 | 852234AJ2 |
| — | CHEFS WHSE INC | 9,604 | $9,996 | 0.4% | $132.19 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | OMEROS CORP | 13,884 | $9,801 | 0.4% | $0.60 | — | NOTE 5.250% 2/1 | 682143AG7 |
| — | BANDWIDTH INC | 12,072 | $9,171 | 0.3% | $759.69 | — | NOTE 0.500% 4/0 | 05988JAD5 |
| — | INTEGER HLDGS CORP | 6,000 | $8,595 | 0.3% | $1438.68 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | NIO INC | 8,767 | $8,351 | 0.3% | $0.98 | — | NOTE 0.500% 2/0 | 62914VAF3 |
| — | BEYOND MEAT INC | 36,730 | $7,805 | 0.3% | $46.43 | — | NOTE 3/1 | 08862EAB5 |
| — | BLOCK INC | 8,000 | $7,738 | 0.3% | $967.29 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | BLOCK INC | 9,310 | $7,734 | 0.3% | $0.97 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | INFINERA CORP | 7,500 | $7,680 | 0.3% | $274.22 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | CERENCE INC | 13,400 | $7,270 | 0.3% | $542.50 | — | NOTE 1.5%7/1/2 | 156727AC3 |
| — | PROS HOLDINGS INC | 7,250 | $7,083 | 0.3% | $1.13 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | MARRIOTT VACATIONS WORLDWIDE | 7,500 | $6,944 | 0.2% | $0.88 | — | NOTE 1/1 | 57164YAD9 |
| — | RWT HLDGS INC | 6,860 | $6,689 | 0.2% | $970.00 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | ETSY INC | 6,500 | $6,451 | 0.2% | $763.73 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | CUTERA INC | 30,064 | $6,148 | 0.2% | $47.82 | — | NOTE 2.250% 6/0 | 232109AD0 |
| — | BILL HOLDINGS INC | 7,000 | $5,982 | 0.2% | $854.50 | — | NOTE 4/0 | 090043AD2 |
| — | SNAP INC | 7,138 | $5,947 | 0.2% | $4.25 | — | NOTE 5/0 | 83304AAF3 |
| — | MIDDLEBY CORP | 5,500 | $5,870 | 0.2% | $1067.33 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | GUARDANT HEALTH INC | 7,483 | $5,805 | 0.2% | $0.71 | — | NOTE 11/1 | 40131MAB5 |
| — | ZYNEX INC | 5,500 | $5,701 | 0.2% | $1036.50 | — | NOTE 5.000% 5/1 | 98986MAD5 |
| — | LUMENTUM HLDGS INC | 7,000 | $5,543 | 0.2% | $396.30 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | IONIS PHARMACEUTICALS INC | 5,000 | $5,529 | 0.2% | $1105.84 | — | NOTE 1.750% 6/1 | 462222AF7 |
| — | EVENTBRITE INC | 5,460 | $5,373 | 0.2% | $398.02 | — | NOTE 5.000%12/0 | 29975EAB5 |
| — | CABLE ONE INC | 7,000 | $5,231 | 0.2% | $747.28 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | PENNYMAC CORP | 5,136 | $4,912 | 0.2% | $1.97 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | MARRIOTT VACATIONS WORLDWIDE | 5,265 | $4,817 | 0.2% | $939.84 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | DIGITALOCEAN HLDGS INC | 5,500 | $4,661 | 0.2% | $0.83 | — | NOTE 12/0 | 25402DAB8 |
| — | BENTLEY SYS INC | 5,000 | $4,490 | 0.2% | $0.90 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | FIRSTENERGY CORP | 4,500 | $4,473 | 0.2% | $994.00 | — | NOTE 4.000% 5/0 | 337932AR8 |
| — | DRAFTKINGS INC NEW | 4,965 | $4,138 | 0.1% | $0.94 | — | NOTE 3/1 | 26142RAB0 |
| — | BIGCOMMERCE HLDGS INC | 4,640 | $4,068 | 0.1% | $1.52 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | FARO TECHNOLOGIES INC | 4,500 | $3,872 | 0.1% | $874.39 | — | NOTE 5.500% 2/0 | 311642AB8 |
| — | LCI INDS | 4,000 | $3,769 | 0.1% | $0.98 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | VERITONE INC | 10,250 | $3,680 | 0.1% | $0.25 | — | NOTE 1.750%11/1 | 92347MAB6 |
| — | CONMED CORP | 4,000 | $3,582 | 0.1% | $895.51 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | ENCORE CAP GROUP INC | 3,750 | $3,476 | 0.1% | $940.22 | — | NOTE 4.000% 3/1 | 292554AP7 |
| — | WAYFAIR INC | 2,500 | $3,469 | 0.1% | $1387.50 | — | NOTE 3.500%11/1 | 94419LAR2 |
| — | 8X8 INC NEW | 4,500 | $3,440 | 0.1% | $170.56 | — | NOTE 4.000% 2/0 | 282914AE0 |
| — | LUMENTUM HLDGS INC | 3,500 | $3,417 | 0.1% | $976.28 | — | NOTE 1.500%12/1 | 55024UAH2 |
| — | JOHN BEAN TECHNOLOGIES CORP | 3,500 | $3,222 | 0.1% | $0.91 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | PAR TECHNOLOGY CORP | 2,500 | $3,195 | 0.1% | $1.22 | — | NOTE 2.875% 4/1 | 698884AC7 |
| — | BREAD FINANCIAL HOLDINGS INC | 2,300 | $3,084 | 0.1% | $1340.83 | — | NOTE 4.250% 6/1 | 018581AN8 |
| — | EVENTBRITE INC | 3,258 | $2,801 | 0.1% | $2.47 | — | NOTE 0.750% 9/1 | 29975EAD1 |
| — | LIVE NATION ENTERTAINMENT IN | 2,500 | $2,770 | 0.1% | $1200.78 | — | NOTE 3.125% 1/1 | 538034BA6 |
| — | EZCORP INC | 2,834 | $2,763 | 0.1% | $115.71 | — | NOTE 2.375% 5/0 | 302301AE6 |
| — | WOLFSPEED INC | 4,000 | $2,378 | 0.1% | $520.27 | — | NOTE 0.250% 2/1 | 977852AB8 |
| — | CUTERA INC | 13,235 | $2,296 | 0.1% | $0.22 | — | NOTE 4.000% 6/0 | 232109AG3 |
| IBAC | IB ACQUISITION CORP | 200,000 | $1,994 | 0.1% | $9.97 | 0.0% | COM SHS | 44934N108 |
| — | ORMAT TECHNOLOGIES INC | 2,000 | $1,986 | 0.1% | $993.00 | — | NOTE 2.500% 7/1 | 686688AB8 |
| — | TPI COMPOSITES INC | 3,750 | $1,963 | 0.1% | $501.92 | — | NOTE 5.250% 3/1 | 87266JAB0 |
| — | SUNNOVA ENERGY INTL INC. | 3,988 | $1,953 | 0.1% | $0.68 | — | NOTE 0.250%12/0 | 86745KAF1 |
| — | RAPID7 INC | 2,000 | $1,797 | 0.1% | $0.90 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | ALARM COM HLDGS INC | 1,750 | $1,606 | 0.1% | $0.89 | — | NOTE 1/1 | 011642AB1 |
| — | CUTERA INC | 4,500 | $1,526 | 0.1% | $0.40 | — | NOTE 2.250% 3/1 | 232109AB4 |
| — | AKAMAI TECHNOLOGIES INC | 1,500 | $1,457 | 0.1% | $1.12 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | CABLE ONE INC | 1,500 | $1,320 | 0.0% | $880.00 | — | NOTE 3/1 | 12685JAE5 |
| — | ZIFF DAVIS INC | 1,400 | $1,307 | 0.0% | $0.95 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | DEXCOM INC | 1,250 | $1,255 | 0.0% | $1.05 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | WAYFAIR INC | 1,050 | $1,209 | 0.0% | $1.24 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | GUESS INC | 1,000 | $1,108 | 0.0% | $1108.00 | — | NOTE 3.750% 4/1 | 401617AF2 |
| — | DAYFORCE INC | 1,000 | $916 | 0.0% | $0.90 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | SPIRIT AIRLS INC | 1,561 | $774 | 0.0% | $0.70 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | TWO HARBORS INVENTMENT CORPO | 486 | $467 | 0.0% | $5.31 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| — | SUNNOVA ENERGY INTL INC. | 700 | $254 | 0.0% | $0.67 | — | NOTE 2.625% 2/1 | 86745KAH7 |
| GCMGW | GCM GROSVENOR INC | 314,174 | $154 | 0.0% | $1.65 | — | *W EXP 11/17/202 | 36831E116 |
| — | MONTEREY CAP ACQUISITION COR | 538,120 | $97 | 0.0% | $0.12 | — | RIGHT 05/10/2027 | 61244M125 |
| BTMWW | BITCOIN DEPOT INC | 1,127,098 | $53 | 0.0% | $0.00 | — | *W EXP 06/30/202 | 09174P113 |
| — | BURTECH ACQUISITION CORP | 191,171 | $48 | 0.0% | $0.00 | — | *W EXP 12/18/202 | 123013112 |
| GCTS/WS | GCT SEMICONDUCTOR HLDG INC | 222,160 | $33 | 0.0% | $0.38 | — | *W EXP 03/01/202 | 36170N115 |
| — | RF ACQUISITION CORP | 325,000 | $32 | 0.0% | $0.11 | — | RIGHT 05/01/2028 | 74954L120 |
| — | BANNIX ACQUISITION CORP | 210,385 | $31 | 0.0% | $0.34 | — | RIGHT 07/31/2026 | 066644121 |
| SBCWW | PONO CAP TWO INC | 425,000 | $30 | 0.0% | $0.00 | — | *W EXP 99/99/999 | 73245B115 |
| ATEKW | ATHENA TECHNOLOGY ACQ CORP I | 775,000 | $27 | 0.0% | $0.17 | — | *W EXP 10/17/202 | 04687C113 |
| — | MONTEREY CAP ACQUISITION COR | 792,000 | $26 | 0.0% | $0.06 | — | *W EXP 01/01/202 | 61244M117 |
| — | GLOBAL BLOCKCHAIN ACQUI CORP | 400,000 | $24 | 0.0% | $0.07 | — | RIGHT 05/09/2027 | 37961B112 |
| VGASW | VERDE CLEAN FUELS INC | 132,844 | $24 | 0.0% | $0.00 | — | *W EXP 02/15/202 | 923372114 |
| — | TERRAN ORBITAL CORPORATION | 195,399 | $23 | 0.0% | $0.49 | — | *W EXP 03/25/202 | 88105P111 |
| EONR/WS | HNR ACQUISITION CORP | 349,249 | $21 | 0.0% | $0.11 | — | *W EXP 02/04/202 | 40472A128 |
| IGTAR | INCEPTION GROWTH ACQUSTN LTD | 124,880 | $19 | 0.0% | $0.15 | — | RIGHT 12/08/2026 | 45333D120 |
| SLND/WS | SOUTHLAND HLDGS INC | 51,732 | $18 | 0.0% | $0.00 | — | *W EXP 02/14/202 | 84445C118 |
| BAERW | BRIDGER AEROSPACE GRP HLDGS | 121,167 | $16 | 0.0% | $0.00 | — | *W EXP 01/24/202 | 96812F110 |
| IBACR | IB ACQUISITION CORP | 200,000 | $15 | 0.0% | $0.08 | — | RIGHT 09/28/2025 | 44934N116 |
| XBPEW | XBP EUROPE HOLDINGS INC | 357,933 | $15 | 0.0% | $0.05 | — | *W EXP 11/30/202 | 98400V119 |
| ECDAW | ECD AUTOMOTIVE DESIGN INC | 540,000 | $13 | 0.0% | $0.04 | — | *W EXP 12/12/202 | 27877D112 |
| — | GRIID INFRASTRUCTURE INC | 202,416 | $13 | 0.0% | $0.06 | — | *W EXP 12/29/202 | 398501114 |
| — | SHARECARE INC | 159,334 | $13 | 0.0% | $1.15 | — | *W EXP 07/01/202 | 81948W112 |
| — | NORTHVIEW ACQUISITION CORP | 222,500 | $12 | 0.0% | $0.19 | — | *W EXP 08/02/202 | 66718N111 |
| PPYAW | PAPAYA GRWT OPPORTUNITY CORP | 250,000 | $12 | 0.0% | $0.16 | — | *W EXP 12/31/202 | 69882P110 |
| FLDDW | FTAC EMERALD ACQUISITION COR | 238,100 | $11 | 0.0% | $0.43 | — | *W EXP 10/19/202 | 29103K118 |
| — | 99 ACQUISITION GROUP INC | 36,886 | $10 | 0.0% | $0.15 | — | RIGHT 08/25/2028 | 65445K127 |
| OPTXW | SYNTEC OPTICS HLDGS INC | 53,527 | $8 | 0.0% | $0.11 | — | *W EXP 99/99/999 | 87169M113 |
| — | VISION SENSING ACQUISITION C | 243,675 | $8 | 0.0% | $0.21 | — | *W EXP 99/99/999 | 92838J111 |
| IGTAW | INCEPTION GROWTH ACQUSTN LTD | 124,400 | $8 | 0.0% | $0.22 | — | *W EXP 10/15/202 | 45333D112 |
| — | GLOBAL BLOCKCHAIN ACQUI CORP | 400,000 | $7 | 0.0% | $0.06 | — | *W EXP 99/99/999 | 37961B120 |
| — | RF ACQUISITION CORP | 250,000 | $7 | 0.0% | $0.09 | — | *W EXP 05/01/202 | 74954L112 |
| — | BANNIX ACQUISITION CORP | 320,484 | $6 | 0.0% | $0.47 | — | *W EXP 07/31/202 | 066644113 |
| — | JETAI INC | 93,670 | $6 | 0.0% | $0.00 | — | *W EXP 08/10/202 | 47714H118 |
| — | ACRI CAPITAL ACQUISITION COR | 100,000 | $6 | 0.0% | $0.05 | — | *W EXP 02/01/202 | 00501A119 |
| — | OCA ACQUISITION CORP | 49,985 | $6 | 0.0% | $0.00 | — | *W EXP 01/14/202 | 670865112 |
| — | BITE ACQUISITION CORP | 100,000 | $6 | 0.0% | $0.35 | — | *W EXP 02/12/203 | 09175K113 |
| ZPTAW | ZAPATA COMPUTING HLDGS INC | 143,115 | $5 | 0.0% | $0.04 | — | *W EXP 02/14/202 | 98906V118 |
| EVCOW | EVEREST CONSOLIDATOR ACQ COR | 25,297 | $5 | 0.0% | $0.19 | — | *W EXP 99/99/999 | 29978K110 |
| BRLSW | BOREALIS FOODS INC | 75,340 | $5 | 0.0% | $0.14 | — | *W EXP 02/07/202 | 09973D113 |
| CNGLW | CANNA GLOBAL ACQUISITION COR | 499,500 | $5 | 0.0% | $0.14 | — | *W EXP 99/99/999 | 13767K119 |
| SPECW | SPECTAIRE HLDGS INC | 118,203 | $4 | 0.0% | $0.01 | — | *W EXP 10/17/202 | 84753T117 |
| — | FOCUS IMPACT ACQUISITION COR | 100,050 | $4 | 0.0% | $0.28 | — | *W EXP 99/99/999 | 34417L117 |
| ZCARW | ZOOMCAR HLDGS INC | 274,598 | $4 | 0.0% | $0.03 | — | *W EXP 05/31/202 | 45784G119 |
| FTIIW | FUTURETECH II ACQUISITION CO | 150,000 | $4 | 0.0% | $0.08 | — | *W EXP 08/18/202 | 36119D111 |
| LDTDF | LEDDARTECH HLDGS INC | 127,872 | $3 | 0.0% | $0.08 | — | *W EXP 12/21/202 | 52328E113 |
| CDIOW | CARDIO DIAGNOSTICS HOLDGS IN | 81,500 | $3 | 0.0% | $0.00 | — | *W EXP 12/01/202 | 14159C111 |
| CELUW | CELULARITY INC | 150,000 | $3 | 0.0% | $0.00 | — | *W EXP 07/16/202 | 151190113 |
| PBMWW | PSYENCE BIOMEDICAL LTD | 234,200 | $2 | 0.0% | $0.07 | — | *W EXP 01/25/202 | 74449F118 |
| CEROW | CERO THERAPEUTICS HLDGS INC | 122,013 | $2 | 0.0% | $0.22 | — | *W EXP 02/13/202 | 71902K113 |
| AUROW | AURORA INNOVATION INC | 11,228 | $2 | 0.0% | $3.10 | — | *W EXP 11/03/202 | 051774115 |
| CDTTW | CONDUIT PHARMACEUTICALS INC | 128,500 | $2 | 0.0% | $0.00 | — | *W EXP 09/22/202 | 20678X114 |
| — | FORTUNE RISE ACQUISITION COR | 110,574 | $2 | 0.0% | $0.25 | — | *W EXP 12/06/202 | 34969G110 |
| TVGNW | TEVOGEN BIO HLDGS INC | 97,250 | $2 | 0.0% | $0.08 | — | *W EXP 02/14/202 | 88165K119 |
| BNZIW | BANZAI INTERNATIONAL INC | 80,979 | $2 | 0.0% | $0.05 | — | *W EXP 12/14/202 | 06682J118 |
| — | FINTECH ECOSYSTEM DEVE | 77,300 | $2 | 0.0% | $0.00 | — | *W EXP 04/01/202 | 318136116 |
| BENFW | BENEFICIENT | 210,024 | $2 | 0.0% | $0.00 | — | *W EXP 06/07/202 | 08178Q119 |
| DFLIW | DRAGONFLY ENERGY HOLDINGS CO | 50,700 | $2 | 0.0% | $0.00 | — | *W EXP 10/07/202 | 26145B114 |
| — | 99 ACQUISITION GROUP INC | 37,500 | $1 | 0.0% | $0.01 | — | *W EXP 08/25/202 | 65445K119 |
| SHPSQ | SHAPEWAYS HOLDINGS INC | 310,138 | $1 | 0.0% | $0.99 | — | *W EXP 09/29/202 | 81947T110 |
| SOARW | VOLATO GROUP INC | 24,500 | $0 | 0.0% | $0.29 | — | *W EXP 12/04/202 | 74349W112 |
| — | HYCROFT MINING HOLDING CORP | 22,500 | $0 | 0.0% | $1.25 | — | *W EXP 05/29/202 | 44862P117 |