Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q3 2023 (← Previous) (Next →)
Filing Date: Nov 13, 2023
Total Value: $6.892B (86.8% shares, 13.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| TRMD | TORM PLC | 53,812,988 | $1.462B | 21.2% | $27.16 | — | — | COMMON STOCK | G89479102 |
| EXE | CHESAPEAKE ENERGY CORP | 7,000,067 | $604M | 8.8% | $86.23 | — | — | COMMON STOCK | 165167735 |
| GTX | GARRETT MOTION INC | 44,082,816 | $347M | 5.0% | $7.88 | — | — | COMMON STOCK | 366505105 |
| — | SITIO ROYALTIES CORP | 12,935,120 | $313M | 4.5% | $24.21 | — | — | COMMON STOCK | 82983N108 |
| SBLK | STAR BULK CARRIERS CORP | 16,067,483 | $310M | 4.5% | $19.28 | — | — | COMMON STOCK | Y8162K204 |
| VST | VISTRA CORP | 9,000,000 | $299M | 4.3% | $33.18 | — | — | COMMON STOCK | 92840M102 |
| RWAY | RUNWAY GROWTH FINANCE CORP | 21,054,667 | $270M | 3.9% | $12.82 | — | — | COMMON STOCK | 78163D100 |
| XOP | SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF | 1,195,000 | $177M | 2.6% | $147.91 | — | — | Put | 78468R556 |
| NMIH | NMI HOLDINGS INC | 4,900,000 | $133M | 1.9% | $27.09 | — | — | COMMON STOCK | 629209305 |
| VALE | VALE SA | 8,694,367 | $117M | 1.7% | $13.40 | — | — | COMMON STOCK | 91912E105 |
| CAT | CATERPILLAR INC | 400,000 | $109M | 1.6% | $273.00 | — | — | Put | 149123101 |
| — | INFINERA CORP | 25,175,384 | $105M | 1.5% | $4.18 | — | — | COMMON STOCK | 45667G103 |
| FCX | FREEPORT-MCMORAN INC | 2,706,305 | $101M | 1.5% | $37.29 | — | — | COMMON STOCK | 35671D857 |
| PBR | PETROLEO BRASILEIRO SA | 6,210,843 | $93.1M | 1.4% | $14.99 | — | — | COMMON STOCK | 71654V408 |
| CX | CEMEX SAB DE CV | 13,989,032 | $90.93M | 1.3% | $6.50 | — | — | COMMON STOCK | 151290889 |
| BBD | BANCO BRADESCO SA | 31,742,126 | $90.47M | 1.3% | $2.85 | — | — | COMMON STOCK | 059460303 |
| VIST | VISTA ENERGY SAB DE CV | 2,884,674 | $87.67M | 1.3% | $30.39 | — | — | COMMON STOCK | 92837L109 |
| AU | ANGLOGOLD ASHANTI PLC | 5,428,819 | $85.78M | 1.2% | $15.80 | — | — | COMMON STOCK | G0378L100 |
| CBL | CBL & ASSOCIATES PROPERTIES INC | 3,983,966 | $83.58M | 1.2% | $20.98 | — | — | COMMON STOCK | 124830878 |
| STKL | SUNOPTA INC | 20,726,126 | $69.85M | 1.0% | $3.37 | — | — | COMMON STOCK | 8676EP108 |
| INFY | INFOSYS LTD | 3,809,087 | $65.17M | 0.9% | $17.11 | — | — | COMMON STOCK | 456788108 |
| IBN | ICICI BANK LTD | 2,792,458 | $64.56M | 0.9% | $23.12 | — | — | COMMON STOCK | 45104G104 |
| FTAI | FTAI AVIATION LTD | 1,811,533 | $64.4M | 0.9% | $35.55 | — | — | COMMON STOCK | G3730V105 |
| KRC | KILROY REALTY CORP | 1,850,011 | $58.48M | 0.8% | $31.61 | — | — | COMMON STOCK | 49427F108 |
| — | EAGLE BULK SHIPPING INC | 40,495,000 | $57.53M | 0.8% | $1.42 | — | — | CONVERTIBLE BOND | 269442AA7 |
| JD | JD.COM INC | 1,706,910 | $49.72M | 0.7% | $29.13 | — | — | COMMON STOCK | 47215P106 |
| ALVO | ALVOTECH SA | 5,043,505 | $46M | 0.7% | $9.12 | — | — | COMMON STOCK | L01800108 |
| ITUB | ITAU UNIBANCO HOLDING SA | 8,413,038 | $45.18M | 0.7% | $5.37 | — | — | COMMON STOCK | 465562106 |
| — | FRONTIER COMMUNICATIONS PARENT INC | 2,800,846 | $43.83M | 0.6% | $15.65 | — | — | COMMON STOCK | 35909D109 |
| DQ | DAQO NEW ENERGY CORP | 1,350,410 | $40.88M | 0.6% | $30.27 | — | — | COMMON STOCK | 23703Q203 |
| OCSL | OAKTREE SPECIALTY LENDING CORP | 1,852,456 | $37.27M | 0.5% | $20.12 | — | — | COMMON STOCK | 67401P405 |
| SQM | SOCIEDAD QUIMICA Y MINERA DE CHILE SA | 621,630 | $37.09M | 0.5% | $59.67 | — | — | COMMON STOCK | 833635105 |
| BAP | CREDICORP LTD | 289,825 | $37.09M | 0.5% | $127.97 | — | — | COMMON STOCK | G2519Y108 |
| TX | TERNIUM SA | 892,155 | $35.6M | 0.5% | $39.90 | — | — | COMMON STOCK | 880890108 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 1,946,000 | $33.32M | 0.5% | $17.12 | — | — | COMMON STOCK | G5480U104 |
| — | BERRY CORP | 3,697,000 | $30.32M | 0.4% | $8.20 | — | — | COMMON STOCK | 08579X101 |
| SPY | STATE STREET CORP | 450,000 | $30.13M | 0.4% | $66.96 | — | — | Put | 78462F103 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 2,849,858 | $23.68M | 0.3% | $8.31 | — | — | COMMON STOCK | 55933J203 |
| — | ALARM.COM HOLDINGS INC | 26,296,000 | $22.85M | 0.3% | $0.87 | — | — | CONVERTIBLE BOND | 011642AB1 |
| — | SPOTIFY TECHNOLOGY SA | 25,551,000 | $21.81M | 0.3% | $0.85 | — | — | CONVERTIBLE BOND | 84921RAB6 |
| — | CABLE ONE INC | 26,286,000 | $21.63M | 0.3% | $0.82 | — | — | CONVERTIBLE BOND | 12685JAE5 |
| — | WESTERN DIGITAL CORP | 21,581,000 | $21.32M | 0.3% | $0.99 | — | — | CONVERTIBLE BOND | 958102AP0 |
| — | JETBLUE AIRWAYS CORP | 26,973,000 | $20.99M | 0.3% | $0.78 | — | — | CONVERTIBLE BOND | 477143AP6 |
| — | REDWOOD TRUST INC | 21,926,000 | $20.4M | 0.3% | $0.93 | — | — | CONVERTIBLE BOND | 749772AD1 |
| MTG | MGIC INVESTMENT CORP | 1,200,000 | $20.03M | 0.3% | $16.69 | — | — | COMMON STOCK | 552848103 |
| SMRT | SMARTRENT INC | 7,505,294 | $19.59M | 0.3% | $2.61 | — | — | COMMON STOCK | 83193G107 |
| BATL | BATTALION OIL CORP | 3,009,912 | $18.6M | 0.3% | $6.18 | — | — | COMMON STOCK | 07134L107 |
| — | NUVASIVE INC | 19,933,000 | $18.41M | 0.3% | $0.92 | — | — | CONVERTIBLE BOND | 670704AJ4 |
| — | COINBASE GLOBAL INC | 23,922,000 | $18.08M | 0.3% | $0.76 | — | — | CONVERTIBLE BOND | 19260QAB3 |
| — | PERFICIENT INC | 21,881,000 | $17.64M | 0.3% | $0.81 | — | — | CONVERTIBLE BOND | 71375UAF8 |
| PAM | PAMPA ENERGIA SA | 455,784 | $17.03M | 0.2% | $37.36 | — | — | COMMON STOCK | 697660207 |
| — | TRIPADVISOR INC | 19,674,000 | $16.72M | 0.2% | $0.85 | — | — | CONVERTIBLE BOND | 896945AD4 |
| — | MFA FINANCIAL INC | 16,631,000 | $16.67M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 55272XAA0 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 1,631,238 | $16.61M | 0.2% | $10.18 | — | — | COMMON STOCK | 893870204 |
| — | HAEMONETICS CORP | 18,928,000 | $16.51M | 0.2% | $0.87 | — | — | CONVERTIBLE BOND | 405024AB6 |
| — | UNITI GROUP INC | 3,397,592 | $16.04M | 0.2% | $4.72 | — | — | COMMON STOCK | 91325V108 |
| — | BLACKSTONE MORTGAGE TRUST INC | 17,771,000 | $15.89M | 0.2% | $0.89 | — | — | CONVERTIBLE BOND | 09257WAE0 |
| — | KAMAN CORP | 15,423,000 | $15.05M | 0.2% | $0.98 | — | — | CONVERTIBLE BOND | 483548AF0 |
| — | PENNYMAC MORTGAGE INVESTMENT TRUST | 15,353,000 | $15.03M | 0.2% | $0.98 | — | — | CONVERTIBLE BOND | 70932AAD5 |
| — | DOCUSIGN INC | 14,592,000 | $14.37M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | 256163AD8 |
| — | SEA LTD | 17,802,000 | $14.29M | 0.2% | $0.80 | — | — | CONVERTIBLE BOND | 81141RAG5 |
| — | AZUL SA | 1,580,850 | $13.58M | 0.2% | $8.59 | — | — | COMMON STOCK | 05501U106 |
| — | FIRST MAJESTIC SILVER CORP | 18,030,000 | $13.58M | 0.2% | $0.75 | — | — | CONVERTIBLE BOND | 32076VAD5 |
| — | AFFIRM HOLDINGS INC | 17,432,000 | $13.1M | 0.2% | $0.75 | — | — | CONVERTIBLE BOND | 00827BAB2 |
| — | DISH NETWORK CORP | 18,995,000 | $12.77M | 0.2% | $0.67 | — | — | CONVERTIBLE BOND | 25470MAF6 |
| STHO | STAR HOLDINGS | 1,000,000 | $12.52M | 0.2% | $12.52 | — | — | COMMON STOCK | 85512G106 |
| HTZ | HERTZ GLOBAL HOLDINGS INC | 1,000,000 | $12.25M | 0.2% | $12.25 | — | — | COMMON STOCK | 42806J700 |
| — | CHEGG INC | 15,304,000 | $12.05M | 0.2% | $0.79 | — | — | CONVERTIBLE BOND | 163092AF6 |
| TEO | TELECOM ARGENTINA SA | 2,444,156 | $11.71M | 0.2% | $4.79 | — | — | COMMON STOCK | 879273209 |
| ONIT | OCWEN FINANCIAL CORP | 451,029 | $11.67M | 0.2% | $25.88 | — | — | COMMON STOCK | 675746606 |
| — | TECHTARGET INC | 14,184,000 | $11.42M | 0.2% | $0.81 | — | — | CONVERTIBLE BOND | 87874RAD2 |
| DBD | DIEBOLD NIXDORF INC | 590,774 | $11.19M | 0.2% | $18.94 | — | — | COMMON STOCK | 253651202 |
| — | EVENTBRITE INC | 13,051,000 | $10.81M | 0.2% | $0.83 | — | — | CONVERTIBLE BOND | 29975EAD1 |
| BHC | BAUSCH HEALTH COS INC | 1,300,000 | $10.69M | 0.2% | $8.22 | — | — | COMMON STOCK | 071734107 |
| — | LIBERTY LATIN AMERICA LTD | 10,994,000 | $10.39M | 0.2% | $0.94 | — | — | CONVERTIBLE BOND | 53069QAB5 |
| — | DIGITALOCEAN HOLDINGS INC | 13,470,000 | $10.36M | 0.2% | $0.77 | — | — | CONVERTIBLE BOND | 25402DAB8 |
| — | NUVEEN FLOATING RATE INCOME FUND/CLOSED-END FUND | 1,192,691 | $9.792M | 0.1% | $8.21 | — | — | COMMON STOCK | 67072T108 |
| — | LYFT INC | 10,545,000 | $9.744M | 0.1% | $0.92 | — | — | CONVERTIBLE BOND | 55087PAB0 |
| — | ACCOLADE INC | 11,337,000 | $9.466M | 0.1% | $0.83 | — | — | CONVERTIBLE BOND | 00437EAB8 |
| — | BLACKLINE INC | 10,834,000 | $9.385M | 0.1% | $0.87 | — | — | CONVERTIBLE BOND | 09239BAD1 |
| — | TURNING POINT BRANDS INC | 9,755,000 | $9.377M | 0.1% | $0.96 | — | — | CONVERTIBLE BOND | 90041LAE5 |
| — | SEA LTD | 9,663,000 | $9.286M | 0.1% | $0.96 | — | — | CONVERTIBLE BOND | 81141RAF7 |
| — | FIVERR INTERNATIONAL LTD | 10,538,000 | $9.188M | 0.1% | $0.87 | — | — | CONVERTIBLE BOND | 33835LAA3 |
| — | 8X8 INC | 9,116,000 | $8.797M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 282914AB6 |
| — | INNOVIVA INC | 10,259,000 | $8.466M | 0.1% | $0.83 | — | — | CONVERTIBLE BOND | 45781MAD3 |
| — | CERIDIAN HCM HOLDING INC | 9,553,000 | $8.449M | 0.1% | $0.88 | — | — | CONVERTIBLE BOND | 15677JAD0 |
| — | FORD MOTOR CO | 8,549,000 | $8.442M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 345370CZ1 |
| — | SNAP INC | 11,915,000 | $8.269M | 0.1% | $0.69 | — | — | CONVERTIBLE BOND | 83304AAH9 |
| — | ZSCALER INC | 6,826,000 | $8.232M | 0.1% | $1.21 | — | — | CONVERTIBLE BOND | 98980GAB8 |
| — | EURONET WORLDWIDE INC | 8,771,000 | $8.146M | 0.1% | $0.93 | — | — | CONVERTIBLE BOND | 298736AL3 |
| — | JOYY INC | 8,498,000 | $8.09M | 0.1% | $0.95 | — | — | CONVERTIBLE BOND | 98426TAF3 |
| LBRDK | LIBERTY BROADBAND CORP | 86,999 | $7.945M | 0.1% | $91.32 | — | — | COMMON STOCK | 530307305 |
| — | PDD HOLDINGS INC | 7,965,000 | $7.876M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 722304AC6 |
| ALVOW | ALVOTECH SA | 4,666,667 | $7.793M | 0.1% | $1.67 | — | — | WARRANT | L01800116 |
| — | MESA LABORATORIES INC | 8,545,000 | $7.712M | 0.1% | $0.90 | — | — | CONVERTIBLE BOND | 59064RAA7 |
| — | LUMENTUM HOLDINGS INC | 10,247,000 | $7.494M | 0.1% | $0.73 | — | — | CONVERTIBLE BOND | 55024UAF6 |
| — | WAYFAIR INC | 8,471,000 | $7.338M | 0.1% | $0.87 | — | — | CONVERTIBLE BOND | 94419LAM3 |
| — | INTERCEPT PHARMACEUTICALS INC | 7,295,000 | $7.195M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 45845PAB4 |
| — | TELADOC HEALTH INC | 7,693,000 | $7.068M | 0.1% | $0.92 | — | — | CONVERTIBLE BOND | 539183AA1 |
| — | BILIBILI INC | 7,858,000 | $7.033M | 0.1% | $0.90 | — | — | CONVERTIBLE BOND | 090040AF3 |
| — | UNITY SOFTWARE INC | 8,810,000 | $7.017M | 0.1% | $0.80 | — | — | CONVERTIBLE BOND | 91332UAB7 |
| — | Q2 HOLDINGS INC | 7,688,000 | $6.795M | 0.1% | $0.88 | — | — | CONVERTIBLE BOND | 74736LAF6 |
| — | EZCORP INC | 7,202,000 | $6.788M | 0.1% | $0.94 | — | — | CONVERTIBLE BOND | 302301AE6 |
| HIMS | HIMS & HERS HEALTH INC | 1,053,214 | $6.625M | 0.1% | $6.29 | — | — | COMMON STOCK | 433000106 |
| — | HERBALIFE LTD | 6,688,000 | $6.544M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 42703MAD5 |
| — | SPLUNK INC | 6,025,000 | $6.489M | 0.1% | $1.08 | — | — | CONVERTIBLE BOND | 848637AD6 |
| — | COHERUS BIOSCIENCES INC | 10,306,000 | $6.312M | 0.1% | $0.61 | — | — | CONVERTIBLE BOND | 19249HAB9 |
| — | ALTERYX INC | 6,484,000 | $6.225M | 0.1% | $0.96 | — | — | CONVERTIBLE BOND | 02156BAD5 |
| — | PEBBLEBROOK HOTEL TRUST | 7,436,000 | $6.205M | 0.1% | $0.83 | — | — | CONVERTIBLE BOND | 70509VAA8 |
| — | NRG ENERGY INC | 5,799,000 | $6.164M | 0.1% | $1.06 | — | — | CONVERTIBLE BOND | 629377CG5 |
| M | MACYS INC | 530,675 | $6.161M | 0.1% | $11.61 | — | — | COMMON STOCK | 55616P104 |
| — | IQIYI INC | 6,477,000 | $6.064M | 0.1% | $0.94 | — | — | CONVERTIBLE BOND | 46267XAE8 |
| — | MICROSTRATEGY INC | 8,111,000 | $5.729M | 0.1% | $0.71 | — | — | CONVERTIBLE BOND | 594972AE1 |
| — | LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | 5,822,000 | $5.694M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 531229AQ5 |
| — | TELADOC HEALTH INC | 6,900,000 | $5.533M | 0.1% | $0.80 | — | — | CONVERTIBLE BOND | 87918AAF2 |
| — | CLOUDFLARE INC | 6,454,000 | $5.518M | 0.1% | $0.85 | — | — | CONVERTIBLE BOND | 18915MAC1 |
| — | JAZZ PHARMACEUTICALS PLC | 5,683,000 | $5.497M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 472145AD3 |
| — | REDFIN CORP | 9,295,000 | $5.438M | 0.1% | $0.58 | — | — | CONVERTIBLE BOND | 75737FAE8 |
| — | NUTANIX INC | 5,898,000 | $5.293M | 0.1% | $0.90 | — | — | CONVERTIBLE BOND | 67059NAH1 |
| — | SHAKE SHACK INC | 6,975,000 | $5.24M | 0.1% | $0.75 | — | — | CONVERTIBLE BOND | 819047AB7 |
| — | TILRAY BRANDS INC | 4,971,000 | $5.021M | 0.1% | $1.01 | — | — | CONVERTIBLE BOND | 88688TAB6 |
| — | AKAMAI TECHNOLOGIES INC | 4,729,000 | $4.949M | 0.1% | $1.05 | — | — | CONVERTIBLE BOND | 00971TAL5 |
| — | APOLLO SENIOR FLOATING RATE FUND INC | 367,821 | $4.944M | 0.1% | $13.44 | — | — | COMMON STOCK | 037636107 |
| — | ITRON INC | 5,674,000 | $4.908M | 0.1% | $0.86 | — | — | CONVERTIBLE BOND | 465741AN6 |
| — | GREENBRIER COS INC/THE | 4,965,000 | $4.891M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 393657AK7 |
| — | BRIDGEBIO PHARMA INC | 6,485,000 | $4.864M | 0.1% | $0.75 | — | — | CONVERTIBLE BOND | 10806XAD4 |
| — | FINTECH ECOSYSTEM DEVELOPMENT CORP | 450,000 | $4.793M | 0.1% | $10.65 | — | — | COMMON STOCK | 318136108 |
| EONR | HNR ACQUISITION CORP | 425,000 | $4.633M | 0.1% | $10.90 | — | — | COMMON STOCK | 40472A102 |
| — | ATLANTICA SUSTAINABLE INFRASTRUCTURE JERSEY LTD | 4,983,000 | $4.559M | 0.1% | $0.91 | — | — | CONVERTIBLE BOND | 04916EAB0 |
| — | DATADOG INC | 3,794,000 | $4.471M | 0.1% | $1.18 | — | — | CONVERTIBLE BOND | 23804LAB9 |
| — | AIR TRANSPORT SERVICES GROUP INC | 4,655,000 | $4.453M | 0.1% | $0.96 | — | — | CONVERTIBLE BOND | 00922RAB1 |
| — | NEOGENOMICS INC | 6,080,000 | $4.389M | 0.1% | $0.72 | — | — | CONVERTIBLE BOND | 64049MAB6 |
| — | UPSTART HOLDINGS INC | 6,484,000 | $4.316M | 0.1% | $0.67 | — | — | CONVERTIBLE BOND | 91680MAB3 |
| — | EATON VANCE FLOATING-RATE INCOME TRUST | 349,427 | $4.301M | 0.1% | $12.31 | — | — | COMMON STOCK | 278279104 |
| — | ETSY INC | 4,190,000 | $4.274M | 0.1% | $1.02 | — | — | CONVERTIBLE BOND | 29786AAJ5 |
| — | HCI GROUP INC | 4,511,000 | $4.263M | 0.1% | $0.94 | — | — | CONVERTIBLE BOND | 40416EAF0 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 811,208 | $4.105M | 0.1% | $5.06 | — | — | COMMON STOCK | 67073D102 |
| — | EXACT SCIENCES CORP | 4,493,000 | $4.089M | 0.1% | $0.91 | — | — | CONVERTIBLE BOND | 30063PAB1 |
| — | WOLFSPEED INC | 5,876,000 | $3.99M | 0.1% | $0.68 | — | — | CONVERTIBLE BOND | 977852AB8 |
| — | VIAVI SOLUTIONS INC | 4,053,000 | $3.977M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 925550AB1 |
| — | BLOCK INC | 4,058,000 | $3.786M | 0.1% | $0.93 | — | — | CONVERTIBLE BOND | 852234AF0 |
| — | ETSY INC | 4,948,000 | $3.775M | 0.1% | $0.76 | — | — | CONVERTIBLE BOND | 29786AAN6 |
| — | CRACKER BARREL OLD COUNTRY STORE INC | 4,464,000 | $3.708M | 0.1% | $0.83 | — | — | CONVERTIBLE BOND | 22410JAB2 |
| — | BANDWIDTH INC | 5,569,000 | $3.62M | 0.1% | $0.65 | — | — | CONVERTIBLE BOND | 05988JAD5 |
| AIEV | FEUTUNE LIGHT ACQUISITION CORP | 335,000 | $3.574M | 0.1% | $10.67 | — | — | COMMON STOCK | 31561T102 |
| — | MAGNITE INC | 4,054,000 | $3.529M | 0.1% | $0.87 | — | — | CONVERTIBLE BOND | 55955DAB6 |
| RSVR | RESERVOIR MEDIA INC | 576,518 | $3.517M | 0.1% | $6.10 | — | — | COMMON STOCK | 76119X105 |
| — | CHEESECAKE FACTORY INC/THE | 4,055,000 | $3.371M | 0.0% | $0.83 | — | — | CONVERTIBLE BOND | 163072AA9 |
| — | PONO CAPITAL THREE INC | 315,000 | $3.323M | 0.0% | $10.55 | — | — | COMMON STOCK | G71704103 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 3,217,000 | $3.209M | 0.0% | $1.00 | — | — | CONVERTIBLE BOND | 03762UAC9 |
| — | EXPEDIA GROUP INC | 3,649,000 | $3.188M | 0.0% | $0.87 | — | — | CONVERTIBLE BOND | 30212PBE4 |
| — | FASTLY INC | 3,641,000 | $3.122M | 0.0% | $0.86 | — | — | CONVERTIBLE BOND | 31188VAB6 |
| — | NIO INC | 3,399,000 | $2.983M | 0.0% | $0.88 | — | — | CONVERTIBLE BOND | 62914VAF3 |
| — | GLOBAL STAR ACQUISITION INC | 280,000 | $2.979M | 0.0% | $10.64 | — | — | COMMON STOCK | 37962G102 |
| — | EATON VANCE SENIOR FLOATING-RATE TRUST | 245,996 | $2.979M | 0.0% | $12.11 | — | — | COMMON STOCK | 27828Q105 |
| — | 3D SYSTEMS CORP | 4,056,000 | $2.949M | 0.0% | $0.73 | — | — | CONVERTIBLE BOND | 88554DAD8 |
| — | SHIFT4 PAYMENTS INC | 2,950,000 | $2.918M | 0.0% | $0.99 | — | — | CONVERTIBLE BOND | 82452JAB5 |
| — | SHIFT4 PAYMENTS INC | 3,312,000 | $2.846M | 0.0% | $0.86 | — | — | CONVERTIBLE BOND | 82452JAD1 |
| — | ENPHASE ENERGY INC | 3,261,000 | $2.715M | 0.0% | $0.83 | — | — | CONVERTIBLE BOND | 29355AAK3 |
| — | ZILLOW GROUP INC | 2,250,000 | $2.703M | 0.0% | $1.20 | — | — | CONVERTIBLE BOND | 98954MAG6 |
| — | BANDWIDTH INC | 3,335,000 | $2.691M | 0.0% | $0.81 | — | — | CONVERTIBLE BOND | 05988JAB9 |
| SBC | PONO CAPITAL TWO INC | 250,000 | $2.669M | 0.0% | $10.68 | — | — | COMMON STOCK | 73245B107 |
| ATMC | ALPHATIME ACQUISITION CORP | 250,000 | $2.641M | 0.0% | $10.56 | — | — | COMMON STOCK | G0223V105 |
| — | CHEGG INC | 2,872,000 | $2.596M | 0.0% | $0.90 | — | — | CONVERTIBLE BOND | 163092AD1 |
| — | AMERICAN AIRLINES GROUP INC | 2,400,000 | $2.573M | 0.0% | $1.07 | — | — | CONVERTIBLE BOND | 02376RAF9 |
| — | BILIBILI INC | 2,491,000 | $2.472M | 0.0% | $0.99 | — | — | CONVERTIBLE BOND | 090040AB2 |
| AQUC | AQUARON ACQUISITION CORP | 225,000 | $2.41M | 0.0% | $10.71 | — | — | COMMON STOCK | 03842W105 |
| — | BLOCK INC | 2,839,000 | $2.385M | 0.0% | $0.84 | — | — | CONVERTIBLE BOND | 852234AJ2 |
| — | NIO INC | 2,429,000 | $2.362M | 0.0% | $0.97 | — | — | CONVERTIBLE BOND | 62914VAE6 |
| — | ALNYLAM PHARMACEUTICALS INC | 2,500,000 | $2.319M | 0.0% | $0.93 | — | — | CONVERTIBLE BOND | 02043QAB3 |
| — | SOUTHWEST AIRLINES CO | 2,300,000 | $2.291M | 0.0% | $1.00 | — | — | CONVERTIBLE BOND | 844741BG2 |
| — | SAREPTA THERAPEUTICS INC | 2,000,000 | $2.244M | 0.0% | $1.12 | — | — | CONVERTIBLE BOND | 803607AD2 |
| — | HALOZYME THERAPEUTICS INC | 2,250,000 | $2.112M | 0.0% | $0.94 | — | — | CONVERTIBLE BOND | 40637HAF6 |
| — | NORWEGIAN CRUISE LINE HOLDINGS LTD | 2,500,000 | $2.081M | 0.0% | $0.83 | — | — | CONVERTIBLE BOND | 62886HBD2 |
| — | BOX INC | 1,900,000 | $2.059M | 0.0% | $1.08 | — | — | CONVERTIBLE BOND | 10316TAB0 |
| — | TYLER TECHNOLOGIES INC | 2,100,000 | $2.038M | 0.0% | $0.97 | — | — | CONVERTIBLE BOND | 902252AB1 |
| — | BENTLEY SYSTEMS INC | 2,225,000 | $1.934M | 0.0% | $0.87 | — | — | CONVERTIBLE BOND | 08265TAD1 |
| — | I3 VERTICALS INC | 2,029,000 | $1.886M | 0.0% | $0.93 | — | — | CONVERTIBLE BOND | 44933TAB2 |
| — | FARFETCH LTD | 3,485,000 | $1.869M | 0.0% | $0.54 | — | — | CONVERTIBLE BOND | 30744WAD9 |
| TPICQ | TPI COMPOSITES INC | 700,739 | $1.857M | 0.0% | $2.65 | — | — | COMMON STOCK | 87266J104 |
| — | CETUS CAPITAL ACQUISITION CORP | 170,000 | $1.778M | 0.0% | $10.46 | — | — | COMMON STOCK | 15719Y105 |
| — | SNAP INC | 2,000,000 | $1.76M | 0.0% | $0.88 | — | — | CONVERTIBLE BOND | 83304AAB2 |
| — | CONMED CORP | 1,800,000 | $1.723M | 0.0% | $0.96 | — | — | CONVERTIBLE BOND | 207410AH4 |
| — | H WORLD GROUP LTD | 1,400,000 | $1.609M | 0.0% | $1.15 | — | — | CONVERTIBLE BOND | 44332NAB2 |
| — | MARS ACQUISITION CORP | 150,000 | $1.586M | 0.0% | $10.57 | — | — | COMMON STOCK | G5870E108 |
| AMCI | ALPHAVEST ACQUISITION CORP | 150,000 | $1.586M | 0.0% | $10.57 | — | — | COMMON STOCK | G0283A108 |
| — | ARRAY TECHNOLOGIES INC | 1,351,000 | $1.542M | 0.0% | $1.14 | — | — | CONVERTIBLE BOND | 04271TAB6 |
| — | ANYWHERE REAL ESTATE INC | 2,008,000 | $1.536M | 0.0% | $0.77 | — | — | CONVERTIBLE BOND | 75606DAP6 |
| — | LUMENTUM HOLDINGS INC | 1,500,000 | $1.489M | 0.0% | $0.99 | — | — | CONVERTIBLE BOND | 55024UAB5 |
| — | INSULET CORP | 1,500,000 | $1.474M | 0.0% | $0.98 | — | — | CONVERTIBLE BOND | 45784PAK7 |
| CTOR | TENX KEANE ACQUISITION | 135,000 | $1.454M | 0.0% | $10.77 | — | — | COMMON STOCK | G8708L104 |
| LOMA | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | 235,403 | $1.419M | 0.0% | $6.03 | — | — | COMMON STOCK | 54150E104 |
| — | WIX.COM LTD | 1,544,000 | $1.375M | 0.0% | $0.89 | — | — | CONVERTIBLE BOND | 92940WAD1 |
| DIST | DISTOKEN ACQUISITION CORP | 125,000 | $1.311M | 0.0% | $10.49 | — | — | COMMON STOCK | G27740110 |
| — | PLUTONIAN ACQUISITION CORP | 115,000 | $1.216M | 0.0% | $10.57 | — | — | COMMON STOCK | 72942P104 |
| — | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | 1,000,000 | $1.141M | 0.0% | $1.14 | — | — | CONVERTIBLE BOND | 55405YAB6 |
| — | GOLDEN STAR ACQUISITION CORP | 100,000 | $1.036M | 0.0% | $10.37 | — | — | COMMON STOCK | G4023C101 |
| — | REALREAL INC/THE | 2,029,000 | $959K | 0.0% | $0.47 | — | — | CONVERTIBLE BOND | 88339PAD3 |
| OAKU | OAK WOODS ACQUISITION CORP | 90,000 | $941K | 0.0% | $10.46 | — | — | COMMON STOCK | 67190B104 |
| — | TMT ACQUISITION CORP | 75,000 | $783K | 0.0% | $10.45 | — | — | COMMON STOCK | G89229119 |
| — | SHOPIFY INC | 812,000 | $728K | 0.0% | $0.90 | — | — | CONVERTIBLE BOND | 82509LAA5 |
| — | MITEK SYSTEMS INC | 810,000 | $713K | 0.0% | $0.88 | — | — | CONVERTIBLE BOND | 606710AA9 |