CIK: 0001301396 · Show all filings
Period: Q3 2024 (← Previous) (Next →)
Filing Date: Nov 14, 2024
Total Value ($000): $3,678,200 (1.4% shares, 98.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ROCKETLAB USA INC | 53,333 | $112,033 | 3.0% | $1603.90 | — | NOTE 4.25% 2/01/29 | 773122AA4 |
| — | PELOTON INTERACTIVE INC | 68,920 | $90,837 | 2.5% | $1160.25 | — | NOTE 5.5% 12/01/29 | 70614WAC4 |
| — | SNAP INC | 99,988 | $80,340 | 2.2% | $582.41 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | MICROSTRATEGY INC | 57,902 | $79,080 | 2.1% | $295.78 | — | NOTE 2/1 | 594972AE1 |
| — | 3D SYS CORP DEL | 83,924 | $70,597 | 1.9% | $108.02 | — | NOTE 11/1 | 88554DAD8 |
| — | WAYFAIR INC | 67,840 | $63,487 | 1.7% | $14.07 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | LUMENTUM HLDGS INC | 62,500 | $61,625 | 1.7% | $927.59 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | AFFIRM HLDGS INC | 66,484 | $59,171 | 1.6% | $186.59 | — | NOTE 11/1 | 00827BAB2 |
| — | NEXTERA ENERGY PARTNERS LP | 55,655 | $52,190 | 1.4% | $907.53 | — | NOTE 0% 11/15/25 | 65341BAD8 |
| — | XOMETRY INC | 61,535 | $52,151 | 1.4% | $218.14 | — | NOTE 1.000% 2/0 | 98423FAB5 |
| — | BRIDGEBIO PHARMA INC | 61,339 | $51,525 | 1.4% | $335.25 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | TELADOC HEALTH INC | 59,168 | $51,387 | 1.4% | $626.65 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | WAYFAIR INC | 53,438 | $50,969 | 1.4% | $166.70 | — | NOTE 0.625%10/0 | 94419LAM3 |
| — | BEAUTY HEALTH CO | 60,824 | $50,867 | 1.4% | $832.90 | — | NOTE 1.25% 10/01/26 | 88331LAA6 |
| — | GROUPON INC | 56,108 | $50,355 | 1.4% | $159.33 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | BLOOM ENERGY CORP | 54,500 | $50,230 | 1.4% | $950.57 | — | NOTE 3.000% 6/0 | 093712AK3 |
| — | TRAVERE THERAPEUTICS INC | 56,817 | $49,090 | 1.3% | $0.74 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | ALPHATEC HLDGS INC | 50,862 | $45,877 | 1.2% | $131.28 | — | NOTE 0.750% 8/0 | 02081GAB8 |
| — | ESPERION THERAPEUTICS INC NE | 47,879 | $45,635 | 1.2% | $234.45 | — | NOTE 4.000%11/1 | 29664WAB1 |
| — | PELOTON INTERACTIVE INC | 50,117 | $45,356 | 1.2% | $181.36 | — | NOTE 2/1 | 70614WAB6 |
| — | OPENDOOR TECHNOLOGY INC | 53,415 | $45,136 | 1.2% | $812.76 | — | NOTE 0.25% 8/15/26 | 683712AA1 |
| — | REVANCE THERAPEUTICS INC | 52,500 | $44,903 | 1.2% | $132.23 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | RIVIAN AUTOMOTIVE INC | 55,474 | $44,035 | 1.2% | $854.25 | — | NOTE 3.625% 10/15/30 | 76954AAC7 |
| — | SOFI TECHNOLOGIES INC | 40,750 | $43,501 | 1.2% | $981.69 | — | NOTE 1.25% 3/15/29 | 83406FAC6 |
| — | PLUG POWER INC | 46,557 | $41,381 | 1.1% | $906.91 | — | NOTE 7% 6/01/26 | 72919PAF0 |
| — | MARA HOLDINGS INC | 44,598 | $39,597 | 1.1% | $63.53 | — | NOTE 1.000%12/0 | 565788AB2 |
| — | PTC THERAPEUTICS INC | 37,591 | $39,113 | 1.1% | $387.72 | — | NOTE 1.500% 9/1 | 69366JAD3 |
| — | SSR MINING IN | 40,746 | $38,291 | 1.0% | $902.78 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | COMPOSECURE INC | 27,000 | $38,270 | 1.0% | $1417.41 | — | NOTE 7% 12/15/26 | 20459XAA9 |
| — | NEW MTN FIN CORP | 37,086 | $37,550 | 1.0% | $273.72 | — | NOTE 7.500%10/1 | 647551AE0 |
| — | PNM RESOURCES INC | 33,250 | $36,214 | 1.0% | $1089.14 | — | NOTE 5.75% 5/01/54 | 69349HAE7 |
| — | PORCH GROUP INC | 62,027 | $35,355 | 1.0% | $673.58 | — | NOTE 6.75% 10/1/28 | 733245AC8 |
| — | MICROSTRATEGY INC | 29,250 | $35,319 | 1.0% | $1207.50 | — | NOTE 0.625% 2/15/28 | 594972AP6 |
| — | APPLIED OPTOELECTRONICS INC | 30,666 | $35,097 | 1.0% | $868.97 | — | NOTE 5.25% 12/15/26 | 03823UAC6 |
| — | UPSTART HLDGS INC | 38,558 | $34,317 | 0.9% | $40.04 | — | NOTE 0.250% 8/1 | 91680MAB3 |
| — | COHERUS BIOSCIENCES INC | 41,602 | $32,658 | 0.9% | $128.60 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | MICROSTRATEGY INC | 30,500 | $31,735 | 0.9% | $1040.50 | — | NOTE 0.875% 3/15/31 | 594972AK7 |
| — | AVID BIOSERVICES INC | 21,222 | $31,453 | 0.9% | $1149.95 | — | NOTE 7% 3/1/29 | 05368MAA4 |
| — | MITEK SYS INC | 32,750 | $31,079 | 0.8% | $312.13 | — | NOTE 0.750% 2/0 | 606710AA9 |
| — | WAYFAIR INC | 20,500 | $30,289 | 0.8% | $1466.52 | — | NOTE 3.500%11/1 | 94419LAR2 |
| — | MIRUM PHARMACEUTICALS INC | 19,645 | $28,861 | 0.8% | $1346.52 | — | NOTE 4.000% 5/0 | 604749AB7 |
| — | OPKO HEALTH INC | 20,000 | $26,725 | 0.7% | $1150.50 | — | NOTE 3.75% 1/15/29 | 68375NAE3 |
| — | CENTURY ALUM CO | 23,592 | $26,128 | 0.7% | $259.01 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| — | ACCOLADE INC | 27,991 | $25,822 | 0.7% | $887.45 | — | NOTE 0.500% 4/0 | 00437EAB8 |
| — | ARRAY TECHNOLOGIES INC | 34,584 | $25,806 | 0.7% | $207.77 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | UPSTART HOLDINGS INC | 23,500 | $25,803 | 0.7% | $1098.00 | — | NOTE 2% 10/01/29 | 91680MAC1 |
| — | NOVAVAX INC | 20,288 | $25,637 | 0.7% | $1122.40 | — | NOTE 5.000%12/1 | 670002AD6 |
| — | IRONWOOD PHARMACEUTICALS INC | 28,250 | $25,120 | 0.7% | $889.21 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | ARTIVION INC | 19,900 | $24,752 | 0.7% | $1.50 | — | NOTE 4.250% 7/0 | 228903AB6 |
| — | LUCID GROUP INC | 36,535 | $24,730 | 0.7% | $535.24 | — | NOTE 1.25% 12/15/26 | 549498AA1 |
| — | WISDOMTREE INC | 23,700 | $24,589 | 0.7% | $1037.50 | — | NOTE 3.25% 8/15/29 | 97717PAG9 |
| — | ARBOR REALTY TRUST INC | 23,940 | $24,449 | 0.7% | $568.78 | — | NOTE 7.500% 8/0 | 038923BA5 |
| — | FIRST MAJESTIC SILVER CORP | 26,311 | $23,375 | 0.6% | $857.39 | — | NOTE 0.375% 1/1 | 32076VAD5 |
| — | PENNYMAC MORTGAGE INV TRUST | 23,050 | $23,142 | 0.6% | $1004.00 | — | NOTE 8.5% 6/01/29 | 70932AAG8 |
| — | INDIE SEMICONDUCTOR INC | 25,822 | $22,982 | 0.6% | $986.95 | — | NOTE 4.5% 11/15/27 | 45569UAA9 |
| — | PELOTON INTERACTIVE INC | 21,945 | $22,071 | 0.6% | $1005.75 | — | NOTE 10.7591% 5/23/29 | 70614EAG5 |
| — | PLUG PWR INC | 22,495 | $21,623 | 0.6% | $231.55 | — | NOTE 3.750% 6/0 | 72919PAD5 |
| — | BITDEER TECHNOLOGIES GROUP | 18,270 | $21,319 | 0.6% | $1166.91 | — | NOTE 8.500% 8/1 | 09175RAA8 |
| — | SEA LTD | 23,270 | $21,141 | 0.6% | $1.18 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | HEALTH CATALYST INC | 20,491 | $20,120 | 0.5% | $21.12 | — | NOTE 2.500% 4/1 | 42225TAB3 |
| — | PACIRA BIOSCIENCES INC | 25,814 | $19,547 | 0.5% | $757.23 | — | NOTE 2.125% 2/16/29 | 695127AG5 |
| — | EXACT SCIENCES CORP | 19,515 | $18,949 | 0.5% | $881.76 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | NEXTERA ENERGY PARTNERS LP | 20,002 | $18,876 | 0.5% | $919.00 | — | NOTE 2.5% 6/15/26 | 65341BAG1 |
| — | SUNRUN INC | 14,000 | $18,851 | 0.5% | $1346.50 | — | NOTE 4% 3/01/30 | 86771WAC9 |
| — | DESKTOP METAL INC | 21,364 | $18,660 | 0.5% | $873.44 | — | NOTE 6% 5/15/27 | 25058XAC9 |
| — | PURECYCLE TECHNOLOGIES | 21,250 | $18,530 | 0.5% | $618.02 | — | NOTE 7.25% 8/15/30 | 74623VAA1 |
| — | PAR TECHNOLOGY CORP | 18,512 | $18,447 | 0.5% | $37.31 | — | NOTE 1.500%10/1 | 698884AE3 |
| — | PEGASYSTEMS INC | 18,406 | $18,084 | 0.5% | $1.44 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | PACIRA BIOSCIENCES INC | 18,750 | $17,913 | 0.5% | $955.34 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | RIVIAN AUTOMOTIVE INC | 19,475 | $17,637 | 0.5% | $844.45 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | GUARDANT HEALTH INC | 21,818 | $17,567 | 0.5% | $529.25 | — | NOTE 11/1 | 40131MAB5 |
| — | SHAKE SHACK INC | 18,788 | $17,509 | 0.5% | $99.09 | — | NOTE 3/0 | 819047AB7 |
| — | GREEN PLAINS INC | 20,150 | $17,491 | 0.5% | $882.64 | — | NOTE 2.250% 3/1 | 393222AK0 |
| — | AMC ENTERTAINMENT HOLDINGS INC | 15,978 | $17,366 | 0.5% | $1086.88 | — | NOTE 6% 4/30/30 | 62844JAA6 |
| — | VIRGIN GALACTIC HOLDINGS INC | 56,236 | $17,338 | 0.5% | $344.71 | — | NOTE 2.5% 2/01/27 | 92766KAA4 |
| — | COINBASE GLOBAL INC | 19,000 | $17,281 | 0.5% | $909.50 | — | NOTE 0.25% 4/1/30 | 19260QAE7 |
| — | MARATHON DIGITAL HOLDINGS INC | 15,000 | $17,113 | 0.5% | $1140.88 | — | NOTE 2.125% 9/1/31 | 565788AC0 |
| — | BLOOM ENERGY CORP | 20,000 | $17,108 | 0.5% | $855.42 | — | NOTE 3% 6/1/29 | 093712AL1 |
| — | PAGAYA TECHNOLOGIES LTD | 16,425 | $17,069 | 0.5% | $1039.20 | — | NOTE 6.125% 10/01/29 | 69549FAA7 |
| — | FIVERR INTL LTD | 18,093 | $17,027 | 0.5% | $1.13 | — | NOTE 11/0 | 33835LAA3 |
| — | BANDWIDTH INC | 21,552 | $16,925 | 0.5% | $770.97 | — | NOTE 0.500% 4/0 | 05988JAD5 |
| — | EVENTBRITE INC | 19,233 | $16,682 | 0.5% | $720.86 | — | NOTE 0.750% 9/1 | 29975EAD1 |
| — | MP MATERIALS CORP | 17,803 | $16,403 | 0.4% | $892.46 | — | NOTE 0.25% 4/1/26 | 553368AA9 |
| — | EXACT SCIENCES CORP | 17,250 | $16,163 | 0.4% | $842.89 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | ASSERTIO HOLDINGS INC | 17,500 | $15,956 | 0.4% | $849.08 | — | NOTE 6.500% 9/0 | 04546CAB2 |
| — | LUMINAR TECHNOLOGIES INC | 24,114 | $15,834 | 0.4% | $656.62 | — | DEBT 11.500% 1/1 | 550424AE5 |
| — | CARDLYTICS INC | 17,120 | $15,750 | 0.4% | $434.12 | — | NOTE 1.000% 9/1 | 14161WAB1 |
| — | SEMTECH CORP | 6,700 | $15,705 | 0.4% | $2344.00 | — | NOTE 4% 11/01/28 | 816850AG6 |
| — | WOLFSPEED INC | 22,150 | $15,549 | 0.4% | $237.02 | — | NOTE 1.750% 5/0 | 225447AD3 |
| — | MESA LABS INC | 16,047 | $15,497 | 0.4% | $324.18 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | EQUINOX GOLD CORP | 12,250 | $15,274 | 0.4% | $1246.84 | — | NOTE 4.750%10/1 | 29446YAC0 |
| — | HEWLETT PACKARD ENTERPRISE C | 250,000 | $15,128 | 0.4% | $60.51 | — | 7.625 MAND CONV | 42824C208 |
| — | STARWOOD PPTY TR INC | 14,042 | $15,057 | 0.4% | $1.08 | — | NOTE 6.750% 7/1 | 85571BBA2 |
| — | SNAP INC | 17,500 | $14,928 | 0.4% | $853.00 | — | NOTE 0.5% 5/01/30 | 83304AAJ5 |
| — | WAYFAIR INC | 12,050 | $14,526 | 0.4% | $1100.56 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | PPL CAP FDG INC | 13,465 | $14,296 | 0.4% | $959.95 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | CRYOPORT INC | 16,239 | $14,217 | 0.4% | $875.50 | — | NOTE 0.75% 12/1/26 | 229050AC3 |
| — | FARO TECHNOLOGIES INC | 15,025 | $14,109 | 0.4% | $919.65 | — | NOTE 5.500% 2/0 | 311642AB8 |
| — | PROS HOLDINGS INC | 15,450 | $13,936 | 0.4% | $479.26 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | FORTUNA MINING CORP | 12,815 | $13,674 | 0.4% | $1046.00 | — | NOTE 3.75% 6/30/29 | 349915AD0 |
| — | LUMENTUM HLDGS INC | 15,500 | $13,477 | 0.4% | $655.80 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | REDWOOD TRUST INC | 13,351 | $13,378 | 0.4% | $0.92 | — | NOTE 7.750% 6/1 | 758075AF2 |
| — | BANDWIDTH INC | 14,580 | $13,104 | 0.4% | $0.83 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | DUKE ENERGY CORP NEW | 12,000 | $12,762 | 0.3% | $1002.06 | — | NOTE 4.125% 4/1 | 26441CBY0 |
| — | BLOCK INC | 13,000 | $12,756 | 0.3% | $972.66 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | TILRAY BRANDS INC | 12,300 | $12,661 | 0.3% | $1.11 | — | NOTE 5.200% 6/1 | 88688TAC4 |
| — | LUMINAR TECHNOLOGIES | 12,561 | $12,566 | 0.3% | $1000.42 | — | NOTE 13.6559% 8/15/28 | 550424AC9 |
| — | NEVRO CORP | 12,702 | $12,322 | 0.3% | $154.33 | — | NOTE 2.750% 4/0 | 64157FAC7 |
| — | EVOLENT HEALTH INC | 11,095 | $11,974 | 0.3% | $1079.25 | — | NOTE 3.5% 12/1/29 | 30050BAG6 |
| — | SOFI TECHNOLOGIES INC | 13,000 | $11,791 | 0.3% | $861.70 | — | NOTE 0% 10/15/26 | 83406FAA0 |
| — | GOSSAMER BIO INC | 21,850 | $11,550 | 0.3% | $0.38 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | NIO INC | 11,767 | $11,479 | 0.3% | $249.43 | — | NOTE 0.500% 2/0 | 62914VAF3 |
| IBIT | ISHARES BITCOIN TRUST ETF | 313,000 | $11,309 | 0.3% | $40.47 | — | SHS BEN INT | 46438F101 |
| — | INNOVIVA INC | 11,551 | $11,286 | 0.3% | $482.14 | — | NOTE 2.125% 3/1 | 45781MAD3 |
| — | CARDLYTICS INC | 21,086 | $11,244 | 0.3% | $533.25 | — | NOTE 4.25% 4/1/29 | 14161WAC9 |
| — | SEMTECH CORP | 7,890 | $11,196 | 0.3% | $213.35 | — | NOTE 1.625%11/0 | 816850AF8 |
| — | ETSY INC | 13,000 | $11,185 | 0.3% | $197.77 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | HAEMONETICS CORP | 10,750 | $10,841 | 0.3% | $1008.50 | — | NOTE 2.5% 6/1/29 | 405024AC4 |
| — | MANNKIND CORP | 8,060 | $10,740 | 0.3% | $1.57 | — | NOTE 2.500% 3/0 | 56400PAQ5 |
| — | Q2 HLDGS INC | 9,558 | $10,440 | 0.3% | $159.79 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | STEM INC | 36,311 | $10,258 | 0.3% | $435.08 | — | NOTE 0.5% 12/01/28 | 85859NAA0 |
| — | CHEFS WHSE INC | 9,604 | $9,957 | 0.3% | $132.19 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | ZYNEX INC | 10,000 | $9,849 | 0.3% | $1013.28 | — | NOTE 5.000% 5/1 | 98986MAD5 |
| — | BLOCK INC | 10,445 | $9,664 | 0.3% | $402.27 | — | NOTE 5/0 | 852234AJ2 |
| — | NIO INC | 10,863 | $9,483 | 0.3% | $873.00 | — | NOTE 4.625%10/1 | 62914VAK2 |
| — | UPWORK INC | 10,290 | $9,438 | 0.3% | $183.08 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | COINBASE GLOBAL INC | 9,371 | $9,205 | 0.3% | $34.59 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| — | SEA LTD | 7,500 | $9,004 | 0.2% | $1200.50 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | IMMUNOCORE HOLDINGS PLC | 10,311 | $8,928 | 0.2% | $865.88 | — | NOTE 2.5% 2/1/30 | 45258DAA3 |
| — | LUMINAR TECHNOLOGIES INC | 10,335 | $8,687 | 0.2% | $840.50 | — | NOTE 9.000% 1/1 | 550424AD7 |
| — | UNITY SOFTWARE INC | 9,648 | $8,654 | 0.2% | $0.84 | — | NOTE 11/1 | 91332UAB7 |
| — | CHEFS WHSE INC | 7,000 | $8,225 | 0.2% | $1098.41 | — | NOTE 2.375%12/1 | 163086AE1 |
| — | MICROSTRATEGY INC | 7,250 | $8,048 | 0.2% | $1110.00 | — | NOTE 2.25% 3/15/32 | 594972AM3 |
| — | FIRSTENERGY CORP | 7,000 | $7,361 | 0.2% | $1014.54 | — | NOTE 4.000% 5/0 | 337932AR8 |
| — | ENOVIX CORP | 8,000 | $7,272 | 0.2% | $908.96 | — | NOTE 3% 5/1/28 | 293594AC1 |
| — | CERENCE INC | 13,400 | $7,228 | 0.2% | $539.40 | — | NOTE 1.500% 7/0 | 156727AD1 |
| — | COLLEGIUM PHARMACEUTICAL INC | 5,607 | $7,079 | 0.2% | $1243.35 | — | NOTE 2.875% 2/1 | 19459JAC8 |
| — | AMPHASTAR PHARMACEUTICALS IN | 6,500 | $6,896 | 0.2% | $1060.93 | — | NOTE 2.000% 3/1 | 03209RAB9 |
| — | RWT HLDGS INC | 6,860 | $6,757 | 0.2% | $970.00 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | DEXCOM INC | 7,500 | $6,656 | 0.2% | $887.50 | — | NOTE 0.375% 5/1 | 252131AM9 |
| — | BEYOND MEAT INC | 38,730 | $6,584 | 0.2% | $52.81 | — | NOTE 3/1 | 08862EAB5 |
| — | EZCORP INC | 6,426 | $6,354 | 0.2% | $603.78 | — | NOTE 2.375% 5/0 | 302301AE6 |
| — | ETSY INC | 7,500 | $6,150 | 0.2% | $819.93 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | SNAP INC | 7,112 | $6,100 | 0.2% | $4.25 | — | NOTE 5/0 | 83304AAF3 |
| — | WOLFSPEED INC | 16,021 | $6,040 | 0.2% | $162.86 | — | NOTE 1.875%12/0 | 977852AD4 |
| — | PENNYMAC CORP | 6,136 | $5,973 | 0.2% | $160.30 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | KARYOPHARM THERAPEUTICS | 8,871 | $5,944 | 0.2% | $670.00 | — | NOTE 6% 5/13/29 | 48576UAD8 |
| — | AIR TRANS SVCS GROUP INC | 6,000 | $5,665 | 0.2% | $944.10 | — | NOTE 3.875% 8/1 | 00922RAD7 |
| — | KOSMOS ENERGY LTD | 6,021 | $5,583 | 0.2% | $927.25 | — | NOTE 3.125% 3/15/30 | 500688AG1 |
| — | NIO INC | 6,000 | $5,566 | 0.2% | $927.65 | — | NOTE 3.875%10/1 | 62914VAJ5 |
| — | EVENTBRITE INC | 5,460 | $5,405 | 0.1% | $398.02 | — | NOTE 5.000%12/0 | 29975EAB5 |
| — | IONIS PHARMACEUTICALS INC | 5,000 | $5,196 | 0.1% | $1105.84 | — | NOTE 1.750% 6/1 | 462222AF7 |
| — | CUTERA INC | 31,314 | $5,010 | 0.1% | $52.30 | — | NOTE 2.250% 6/0 | 232109AD0 |
| FTW/U | EQV VENTURES ACQUISITION COR | 500,000 | $4,965 | 0.1% | $9.93 | — | UNIT 99/99/9999 | G3106N125 |
| SBXD/U | SILVERBOX CORP IV | 464,670 | $4,661 | 0.1% | $10.03 | — | UNIT 99/99/9999 | G81354113 |
| — | BENTLEY SYS INC | 5,000 | $4,635 | 0.1% | $0.90 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | LCI INDS | 4,000 | $4,063 | 0.1% | $0.98 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | OMEROS CORP | 5,709 | $3,882 | 0.1% | $0.60 | — | NOTE 5.250% 2/1 | 682143AG7 |
| — | CONMED CORP | 4,000 | $3,721 | 0.1% | $895.51 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | ADVANCED ENERGY INDS | 3,500 | $3,701 | 0.1% | $1057.50 | — | NOTE 2.500% 9/1 | 007973AE0 |
| SIMA | SIM ACQUISITION CORP. I | 370,000 | $3,697 | 0.1% | $9.98 | 0.0% | SHS CL A | G8431T101 |
| — | BIGCOMMERCE HLDGS INC | 4,103 | $3,644 | 0.1% | $1.52 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | HCM II ACQUISITION CORP | 350,000 | $3,504 | 0.1% | $10.01 | — | UNIT 99/99/9999 | G43658114 |
| — | VERITONE INC | 10,250 | $3,367 | 0.1% | $0.25 | — | NOTE 1.750%11/1 | 92347MAB6 |
| — | TPI COMPOSITES INC | 5,500 | $3,055 | 0.1% | $518.97 | — | NOTE 5.250% 3/1 | 87266JAB0 |
| — | NEXTERA ENERGY INC | 50,000 | $2,773 | 0.1% | $49.49 | — | UNIT 06/01/2027 | 65339F663 |
| — | MICROSTRATEGY INC | 2,067 | $2,744 | 0.1% | $1327.56 | — | NOTE 0.625% 3/15/30 | 594972AH4 |
| — | BLOCK INC | 2,810 | $2,433 | 0.1% | $0.97 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | CSG SYS INTL INC | 2,400 | $2,404 | 0.1% | $1001.50 | — | NOTE 3.875% 9/1 | 126349AH2 |
| — | AMC NETWORKS INC | 2,500 | $2,306 | 0.1% | $922.50 | — | NOTE 4.25% 2/15/29 | 00164VAH6 |
| — | CUTERA INC | 13,235 | $2,271 | 0.1% | $0.22 | — | NOTE 4.000% 6/0 | 232109AG3 |
| — | ORMAT TECHNOLOGIES INC | 2,000 | $2,091 | 0.1% | $993.00 | — | NOTE 2.500% 7/1 | 686688AB8 |
| VACHU | VOYAGER ACQUISITION CORP | 200,000 | $2,000 | 0.1% | $10.00 | — | UNIT 99/99/9999 | G93A7H120 |
| — | RAPID7 INC | 2,000 | $1,834 | 0.0% | $0.90 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | EZCORP INC | 1,500 | $1,818 | 0.0% | $1212.00 | — | NOTE 3.75% 12/15/29 | 302301AG1 |
| — | ENCORE CAP GROUP INC | 1,750 | $1,772 | 0.0% | $940.22 | — | NOTE 4.000% 3/1 | 292554AP7 |
| — | WOLFSPEED INC | 4,135 | $1,646 | 0.0% | $516.28 | — | NOTE 0.250% 2/1 | 977852AB8 |
| — | ALARM COM HLDGS INC | 1,750 | $1,640 | 0.0% | $0.89 | — | NOTE 1/1 | 011642AB1 |
| ALFUU | CENTURION ACQUISITION CORP | 159,764 | $1,607 | 0.0% | $10.06 | — | UNIT 05/31/2032 | G20315126 |
| — | CUTERA INC | 4,500 | $1,397 | 0.0% | $0.40 | — | NOTE 2.250% 3/1 | 232109AB4 |
| — | ZIFF DAVIS INC | 1,400 | $1,299 | 0.0% | $0.95 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | PORCH GROUP INC | 2,595 | $1,239 | 0.0% | $477.50 | — | NOTE 0.75% 9/15/26 | 733245AA2 |
| — | DEXCOM INC | 1,250 | $1,193 | 0.0% | $1.05 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | LUMENTUM HLDGS INC | 1,000 | $1,166 | 0.0% | $976.28 | — | NOTE 1.500%12/1 | 55024UAH2 |
| — | 8X8 INC NEW | 1,500 | $1,119 | 0.0% | $170.56 | — | NOTE 4.000% 2/0 | 282914AE0 |
| — | GUESS INC | 1,000 | $1,110 | 0.0% | $1108.00 | — | NOTE 3.750% 4/1 | 401617AF2 |
| CEPN | CANTOR EQUITY PARTNERS INC | 100,000 | $1,003 | 0.0% | $10.03 | — | SHS CL A | G4491L104 |
| — | DAYFORCE INC | 1,000 | $945 | 0.0% | $0.90 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | STEM INC | 2,450 | $737 | 0.0% | $300.88 | — | NOTE 4.25% 4/01/30 | 85859NAC6 |
| — | TWO HARBORS INVENTMENT CORPO | 486 | $475 | 0.0% | $5.31 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| — | SPIRIT AIRLS INC | 1,000 | $312 | 0.0% | $0.70 | — | NOTE 1.000% 5/1 | 848577AB8 |
| GCMGW | GCM GROSVENOR INC | 314,174 | $276 | 0.0% | $1.65 | — | *W EXP 11/17/202 | 36831E116 |
| — | DANIMER SCIENTIFIC INC | 1,300 | $131 | 0.0% | $100.89 | — | NOTE 3.25% 12/15/26 | 236272AA8 |
| LVRWF | LAVORO LTD | 235,863 | $71 | 0.0% | $0.30 | — | *W EXP 02/27/202 | G5391L110 |
| — | FISKER INC | 13,000 | $66 | 0.0% | $5.10 | — | NOTE 2.5% 9/15/26 | 33813JAA4 |
| SBCWW | SBC MED GROUP HLDGS INC | 425,000 | $64 | 0.0% | $0.00 | — | *W EXP 09/17/202 | 73245B115 |
| BTMWW | BITCOIN DEPOT INC | 1,127,098 | $56 | 0.0% | $0.00 | — | *W EXP 06/30/202 | 09174P113 |
| — | RF ACQUISITION CORP | 325,000 | $39 | 0.0% | $0.11 | — | RIGHT 05/01/2028 | 74954L120 |
| ALSTF | ALPHA STAR ACQUISITION CORP | 335,596 | $36 | 0.0% | $0.11 | — | RIGHT 12/13/2026 | G0230C132 |
| — | BURTECH ACQUISITION CORP | 175,668 | $35 | 0.0% | $0.00 | — | *W EXP 12/18/202 | 123013112 |
| SMNRW | DENALI CAPITAL ACQUISITN COR | 605,000 | $33 | 0.0% | $0.06 | — | *W EXP 99/99/999 | G6256B114 |
| EMCRF | EMBRACE CHANGE ACQUISITN COR | 300,000 | $33 | 0.0% | $0.11 | — | RIGHT 10/25/2026 | G3034H141 |
| FLDDW | FTAC EMERALD ACQUISITION COR | 163,100 | $33 | 0.0% | $0.43 | — | *W EXP 10/19/202 | 29103K118 |
| — | GLOBAL BLOCKCHAIN ACQUI CORP | 400,000 | $31 | 0.0% | $0.07 | — | RIGHT 05/09/2027 | 37961B112 |
| VGASW | VERDE CLEAN FUELS INC | 132,844 | $28 | 0.0% | $0.00 | — | *W EXP 02/15/202 | 923372114 |
| GCTS/WS | GCT SEMICONDUCTOR HLDG INC | 172,160 | $22 | 0.0% | $0.38 | — | *W EXP 03/01/202 | 36170N115 |
| SIMAW | SIM ACQUISITION CORP. I | 241,250 | $22 | 0.0% | $0.09 | — | *W EXP 06/01/203 | G8431T119 |
| ATEKW | ATHENA TECHNOLOGY ACQ CORP I | 775,000 | $21 | 0.0% | $0.17 | — | *W EXP 10/17/202 | 04687C113 |
| SLND/WS | SOUTHLAND HLDGS INC | 51,732 | $19 | 0.0% | $0.00 | — | *W EXP 02/14/202 | 84445C118 |
| — | BANNIX ACQUISITION CORP | 210,385 | $19 | 0.0% | $0.34 | — | RIGHT 07/31/2026 | 066644121 |
| IBACR | IB ACQUISITION CORP | 200,000 | $19 | 0.0% | $0.08 | — | RIGHT 09/28/2025 | 44934N116 |
| EONR/WS | EON RESOURCES INC | 349,249 | $17 | 0.0% | $0.11 | — | *W EXP 02/04/202 | 40472A128 |
| IGTAR | INCEPTION GROWTH ACQUSTN LTD | 124,880 | $16 | 0.0% | $0.15 | — | RIGHT 12/08/2026 | 45333D120 |
| CRTWF | CARTICA ACQUISITION CORP | 100,000 | $16 | 0.0% | $0.16 | — | *W EXP 04/30/202 | G1995D117 |
| CLRRF | CLIMATEROCK | 168,490 | $15 | 0.0% | $0.09 | — | RIGHT 10/31/2028 | G2311X134 |
| — | SHARECARE INC | 159,334 | $14 | 0.0% | $1.15 | — | *W EXP 07/01/202 | 81948W112 |
| ECDAW | ECD AUTOMOTIVE DESIGN INC | 540,000 | $13 | 0.0% | $0.04 | — | *W EXP 12/12/202 | 27877D112 |
| IVAWF | INVESTCORP INDIA ACQUISTN CO | 212,035 | $13 | 0.0% | $0.06 | — | *W EXP 06/01/202 | G49219127 |
| SATLW | SATELLOGIC INC | 285,428 | $12 | 0.0% | $0.04 | — | *W EXP 01/25/202 | G7823S119 |
| — | VISION SENSING ACQUISITION C | 243,675 | $11 | 0.0% | $0.21 | — | *W EXP 99/99/999 | 92838J111 |
| KACRF | KAIROUS ACQUISITION CORP LTD | 143,552 | $10 | 0.0% | $0.07 | — | RIGHT 09/15/2026 | G52131136 |
| XBPEW | XBP EUROPE HOLDINGS INC | 357,933 | $10 | 0.0% | $0.05 | — | *W EXP 11/30/202 | 98400V119 |
| — | GLOBAL BLOCKCHAIN ACQUI CORP | 400,000 | $10 | 0.0% | $0.06 | — | *W EXP 05/09/202 | 37961B120 |
| — | GLOBAL TECHNOLGY ACQSTN CORP | 173,700 | $9 | 0.0% | $0.05 | — | *W EXP 99/99/999 | G3934N115 |
| LEGT/WS | LEGATO MERGER CORP III | 50,000 | $9 | 0.0% | $0.17 | — | *W EXP 05/08/203 | G5451A111 |
| — | NORTHVIEW ACQUISITION CORP | 222,500 | $8 | 0.0% | $0.19 | — | *W EXP 08/02/202 | 66718N111 |
| — | NOVA VISION ACQUISITION CORP | 77,722 | $8 | 0.0% | $0.10 | — | RIGHT 99/99/9999 | G6759A134 |
| — | HHG CAPITAL CORPORATION | 90,941 | $8 | 0.0% | $0.08 | — | RIGHT 02/25/2026 | G4R23P145 |
| PPYAW | PAPAYA GRWT OPPORTUNITY CORP | 250,000 | $8 | 0.0% | $0.16 | — | *W EXP 12/31/202 | 69882P110 |
| ASBPW | POWERUP ACQUISITION CORP | 175,000 | $7 | 0.0% | $0.04 | — | *W EXP 05/23/202 | G7207P129 |
| BAERW | BRIDGER AEROSPACE GRP HLDGS | 121,167 | $7 | 0.0% | $0.00 | — | *W EXP 01/24/202 | 96812F110 |
| SVUWF | SRIVARU HOLDING LIMITED | 454,100 | $7 | 0.0% | $0.01 | — | *W EXP 12/08/202 | G8403L110 |
| — | GRIID INFRASTRUCTURE INC | 202,416 | $7 | 0.0% | $0.06 | — | *W EXP 12/29/202 | 398501114 |
| — | BANNIX ACQUISITION CORP | 320,484 | $6 | 0.0% | $0.47 | — | *W EXP 07/31/202 | 066644113 |
| — | RF ACQUISITION CORP | 250,000 | $6 | 0.0% | $0.09 | — | *W EXP 05/01/202 | 74954L112 |
| CRMLW | CRITICAL METALS CORP | 23,750 | $6 | 0.0% | $0.24 | — | *W EXP 02/27/202 | G2662B111 |
| BRLSW | BOREALIS FOODS INC | 75,340 | $5 | 0.0% | $0.14 | — | *W EXP 02/07/202 | 09973D113 |
| — | FINNOVATE ACQUISITION CORP | 262,500 | $5 | 0.0% | $0.02 | — | *W EXP 09/30/202 | G3R34K111 |
| ALSWF | ALPHA STAR ACQUISITION CORP | 360,000 | $5 | 0.0% | $0.01 | — | *W EXP 12/13/202 | G0230C116 |
| PHYWF | PYROPHYTE ACQUISITION CORP | 85,200 | $5 | 0.0% | $0.06 | — | *W EXP 05/03/202 | G7308P127 |
| ZPTAW | ZAPATA COMPUTING HLDGS INC | 143,115 | $5 | 0.0% | $0.04 | — | *W EXP 02/14/202 | 98906V118 |
| CTSWF | CACTUS ACQUISITION CORP 1 LT | 215,352 | $5 | 0.0% | $0.02 | — | *W EXP 08/17/202 | G1745A124 |
| IGTAW | INCEPTION GROWTH ACQUSTN LTD | 124,400 | $5 | 0.0% | $0.22 | — | *W EXP 10/15/202 | 45333D112 |
| AIMWF | AIMFINITY INVESTMENT CORP I | 200,000 | $5 | 0.0% | $0.02 | — | *W EXP 99/99/999 | G0135E126 |
| ZCARW | ZOOMCAR HLDGS INC | 274,598 | $5 | 0.0% | $0.03 | — | *W EXP 05/31/202 | 45784G119 |
| EMCWF | EMBRACE CHANGE ACQUISITN COR | 300,000 | $4 | 0.0% | $0.01 | — | *W EXP 10/25/202 | G3034H125 |
| — | PATRIA LATIN AMRCN OPPRNTY A | 100,000 | $4 | 0.0% | $0.04 | — | *W EXP 99/99/999 | G69454117 |
| ALCYW | ALCHEMY INVTS ACQUISITN CORP | 50,000 | $4 | 0.0% | $0.09 | — | *W EXP 11/30/202 | G0232F133 |
| — | BLUE OCEAN ACQUISITION CORP | 198,750 | $4 | 0.0% | $0.02 | — | *W EXP 99/99/999 | G1330L121 |
| FTIIW | FUTURETECH II ACQUISITION CO | 150,000 | $4 | 0.0% | $0.08 | — | *W EXP 08/18/202 | 36119D111 |
| TLGWF | TLGY ACQUISITION CORPORATION | 75,000 | $4 | 0.0% | $0.05 | — | *W EXP 11/09/202 | G8656T125 |
| FASWF | DIGIASIA CORP | 18,236 | $3 | 0.0% | $0.19 | — | *W EXP 04/02/202 | G27617110 |
| LDTDF | LEDDARTECH HLDGS INC | 127,872 | $3 | 0.0% | $0.08 | — | *W EXP 12/21/202 | 52328E113 |
| — | FOCUS IMPACT ACQUISITION COR | 100,050 | $3 | 0.0% | $0.28 | — | *W EXP 99/99/999 | 34417L117 |
| OPTXW | SYNTEC OPTICS HLDGS INC | 47,577 | $3 | 0.0% | $0.11 | — | *W EXP 99/99/999 | 87169M113 |
| CDIOW | CARDIO DIAGNOSTICS HOLDGS IN | 81,500 | $3 | 0.0% | $0.00 | — | *W EXP 12/01/202 | 14159C111 |
| CLRWF | CLIMATEROCK | 100,000 | $3 | 0.0% | $0.03 | — | *W EXP 99/99/999 | G2311X118 |
| — | JETAI INC | 28,607 | $3 | 0.0% | $0.11 | — | COM | 47714H100 |
| — | FORTUNE RISE ACQUISITION COR | 110,574 | $3 | 0.0% | $0.25 | — | *W EXP 12/06/202 | 34969G110 |
| PBMWW | PSYENCE BIOMEDICAL LTD | 234,200 | $3 | 0.0% | $0.07 | — | *W EXP 01/25/202 | 74449F118 |
| HAIWF | HEALTHCARE AI ACQUISITION CO | 99,949 | $3 | 0.0% | $0.03 | — | *W EXP 12/07/202 | G4373K117 |
| ECXWW | ECARX HOLDINGS INC | 117,430 | $3 | 0.0% | $0.02 | — | *W EXP 99/99/999 | G29201111 |
| VMCWF | VALUENCE MERGER CORP I | 75,000 | $2 | 0.0% | $0.03 | — | *W EXP 99/99/999 | G9R16L118 |
| APLMW | APOLLOMICS INC | 298,500 | $2 | 0.0% | $0.01 | — | *W EXP 04/01/202 | G0411D115 |
| CDTTW | CONDUIT PHARMACEUTICALS INC | 128,500 | $2 | 0.0% | $0.00 | — | *W EXP 09/22/202 | 20678X114 |
| SLXNW | SILEXION THERAPEUTICS CORP | 62,238 | $2 | 0.0% | $0.03 | — | *W EXP 08/15/202 | G1281K114 |
| BENFW | BENEFICIENT | 210,024 | $2 | 0.0% | $0.00 | — | *W EXP 06/07/202 | 08178Q119 |
| ABVEW | ABOVE FOOD INGREDIENTS INC | 100,000 | $2 | 0.0% | $0.02 | — | *W EXP 06/28/202 | 00373V118 |
| — | NOVA VISION ACQUISITION CORP | 87,700 | $2 | 0.0% | $0.02 | — | *W EXP 12/31/202 | G6759A118 |
| — | MOUNTAIN & CO I ACQUISITN CO | 153,100 | $2 | 0.0% | $0.01 | — | *W EXP 09/30/202 | G6301J112 |
| CELUW | CELULARITY INC | 150,000 | $2 | 0.0% | $0.00 | — | *W EXP 07/16/202 | 151190113 |
| DFLIW | DRAGONFLY ENERGY HOLDINGS CO | 50,700 | $1 | 0.0% | $0.00 | — | *W EXP 10/07/202 | 26145B114 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 46,444 | $1 | 0.0% | $0.03 | — | *W EXP 01/30/202 | G50737124 |
| TVGNW | TEVOGEN BIO HLDGS INC | 97,250 | $1 | 0.0% | $0.08 | — | *W EXP 02/14/202 | 88165K119 |
| — | KAIROUS ACQUISITION CORP LTD | 90,000 | $1 | 0.0% | $0.01 | — | *W EXP 09/15/202 | G52131128 |
| — | HHG CAPITAL CORPORATION | 123,800 | $1 | 0.0% | $0.01 | — | *W EXP 02/25/202 | G4R23P129 |
| EVCOW | EVEREST CONSOLIDATOR ACQ COR | 25,297 | $1 | 0.0% | $0.19 | — | *W EXP 99/99/999 | 29978K110 |
| BNZIW | BANZAI INTERNATIONAL INC | 80,979 | $1 | 0.0% | $0.05 | — | *W EXP 12/14/202 | 06682J118 |
| CUBWW | LIONHEART HOLDINGS | 10,000 | $1 | 0.0% | $0.06 | — | *W EXP 06/07/203 | G5501C117 |
| CEROW | CERO THERAPEUTICS HLDGS INC | 122,013 | $1 | 0.0% | $0.22 | — | *W EXP 02/13/202 | 71902K113 |
| — | HYCROFT MINING HOLDING CORP | 22,500 | $0 | 0.0% | $1.25 | — | *W EXP 05/29/202 | 44862P117 |
| — | DP CAP ACQUISITION CORP I | 14,168 | $0 | 0.0% | $0.02 | — | *W EXP 11/08/202 | G2R05B126 |
| — | CHEER HLDG INC | 84,411 | $0 | 0.0% | $0.00 | — | *W EXP 02/13/202 | G39973113 |
| KVACW | KEEN VISION ACQUISITION CORP | 3,092 | $0 | 0.0% | $0.05 | — | *W EXP 03/15/202 | G52443127 |