CIK: 0000949509 · Show all filings
Period: Q3 2023 (← Previous) (Next →)
Filing Date: Nov 13, 2023
Total Value ($000): $6,892,227 (86.8% shares, 13.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| TRMD | TORM PLC | 53,812,988 | $1,461,612 | 21.2% | $3.46 | +412.9% | COMMON STOCK | G89479102 |
| EXE | CHESAPEAKE ENERGY CORP | 7,000,067 | $603,616 | 8.8% | $35.05 | +125.7% | COMMON STOCK | 165167735 |
| GTX | GARRETT MOTION INC | 44,082,816 | $347,373 | 5.0% | $7.91 | -2.7% | COMMON STOCK | 366505105 |
| — | SITIO ROYALTIES CORP | 12,935,120 | $313,159 | 4.5% | $28.85 | — | COMMON STOCK | 82983N108 |
| SBLK | STAR BULK CARRIERS CORP | 16,067,483 | $309,781 | 4.5% | $5.64 | +215.8% | COMMON STOCK | Y8162K204 |
| VST | VISTRA CORP | 9,000,000 | $298,620 | 4.3% | $14.94 | +95.8% | COMMON STOCK | 92840M102 |
| RWAY | RUNWAY GROWTH FINANCE CORP | 21,054,667 | $269,921 | 3.9% | $7.59 | +20.1% | COMMON STOCK | 78163D100 |
| XOP | SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF | 1,195,000 | $176,752 | 2.6% | — | — | Put | 78468R556 |
| NMIH | NMI HOLDINGS INC | 4,900,000 | $132,741 | 1.9% | $10.46 | +166.3% | COMMON STOCK | 629209305 |
| VALE | VALE SA | 8,694,367 | $116,505 | 1.7% | $13.30 | — | COMMON STOCK | 91912E105 |
| CAT | CATERPILLAR INC | 400,000 | $109,200 | 1.6% | — | — | Put | 149123101 |
| — | INFINERA CORP | 25,175,384 | $105,233 | 1.5% | $4.21 | — | COMMON STOCK | 45667G103 |
| FCX | FREEPORT-MCMORAN INC | 2,706,305 | $100,918 | 1.5% | $34.41 | +13.4% | COMMON STOCK | 35671D857 |
| PBR | PETROLEO BRASILEIRO SA | 6,210,843 | $93,101 | 1.4% | $9.11 | — | COMMON STOCK | 71654V408 |
| CX | CEMEX SAB DE CV | 13,989,032 | $90,929 | 1.3% | $3.92 | — | COMMON STOCK | 151290889 |
| BBD | BANCO BRADESCO SA | 31,742,126 | $90,465 | 1.3% | $3.85 | — | COMMON STOCK | 059460303 |
| VIST | VISTA ENERGY SAB DE CV | 2,884,674 | $87,665 | 1.3% | $5.22 | — | COMMON STOCK | 92837L109 |
| AU | ANGLOGOLD ASHANTI PLC | 5,428,819 | $85,775 | 1.2% | $17.52 | 0.0% | COMMON STOCK | G0378L100 |
| CBL | CBL & ASSOCIATES PROPERTIES INC | 3,983,966 | $83,584 | 1.2% | $32.09 | — | COMMON STOCK | 124830878 |
| STKL | SUNOPTA INC | 20,726,126 | $69,847 | 1.0% | $11.82 | -57.6% | COMMON STOCK | 8676EP108 |
| INFY | INFOSYS LTD | 3,809,087 | $65,173 | 0.9% | $16.10 | — | COMMON STOCK | 456788108 |
| IBN | ICICI BANK LTD | 2,792,458 | $64,562 | 0.9% | $12.71 | — | COMMON STOCK | 45104G104 |
| FTAI | FTAI AVIATION LTD | 1,811,533 | $64,400 | 0.9% | $15.67 | +111.8% | COMMON STOCK | G3730V105 |
| KRC | KILROY REALTY CORP | 1,850,011 | $58,479 | 0.8% | $61.83 | — | COMMON STOCK | 49427F108 |
| — | EAGLE BULK SHIPPING INC | 40,495,000 | $57,527 | 0.8% | $1.42 | — | CONVERTIBLE BOND | 269442AA7 |
| JD | JD.COM INC | 1,706,910 | $49,722 | 0.7% | $32.09 | — | COMMON STOCK | 47215P106 |
| ALVO | ALVOTECH SA | 5,043,505 | $45,997 | 0.7% | $9.95 | -6.9% | COMMON STOCK | L01800108 |
| ITUB | ITAU UNIBANCO HOLDING SA | 8,413,038 | $45,178 | 0.7% | $6.90 | — | COMMON STOCK | 465562106 |
| — | FRONTIER COMMUNICATIONS PARENT INC | 2,800,846 | $43,833 | 0.6% | $26.40 | — | COMMON STOCK | 35909D109 |
| DQ | DAQO NEW ENERGY CORP | 1,350,410 | $40,877 | 0.6% | $42.90 | — | COMMON STOCK | 23703Q203 |
| OCSL | OAKTREE SPECIALTY LENDING CORP | 1,852,456 | $37,271 | 0.5% | $19.81 | +0.9% | COMMON STOCK | 67401P405 |
| SQM | SOCIEDAD QUIMICA Y MINERA DE CHILE SA | 621,630 | $37,093 | 0.5% | $70.19 | — | COMMON STOCK | 833635105 |
| BAP | CREDICORP LTD | 289,825 | $37,089 | 0.5% | $116.78 | +15.2% | COMMON STOCK | G2519Y108 |
| TX | TERNIUM SA | 892,155 | $35,597 | 0.5% | $37.88 | — | COMMON STOCK | 880890108 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 1,946,000 | $33,316 | 0.5% | $18.93 | — | COMMON STOCK | G5480U104 |
| — | BERRY CORP | 3,697,000 | $30,315 | 0.4% | $11.17 | — | COMMON STOCK | 08579X101 |
| SPY | STATE STREET CORP | 450,000 | $30,132 | 0.4% | — | — | Put | 78462F103 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 2,849,858 | $23,682 | 0.3% | $10.79 | -19.2% | COMMON STOCK | 55933J203 |
| — | ALARM.COM HOLDINGS INC | 26,296,000 | $22,851 | 0.3% | $0.84 | — | CONVERTIBLE BOND | 011642AB1 |
| — | SPOTIFY TECHNOLOGY SA | 25,551,000 | $21,811 | 0.3% | $0.83 | — | CONVERTIBLE BOND | 84921RAB6 |
| — | CABLE ONE INC | 26,286,000 | $21,633 | 0.3% | $0.80 | — | CONVERTIBLE BOND | 12685JAE5 |
| — | WESTERN DIGITAL CORP | 21,581,000 | $21,322 | 0.3% | $0.96 | — | CONVERTIBLE BOND | 958102AP0 |
| — | JETBLUE AIRWAYS CORP | 26,973,000 | $20,988 | 0.3% | $0.79 | — | CONVERTIBLE BOND | 477143AP6 |
| — | REDWOOD TRUST INC | 21,926,000 | $20,399 | 0.3% | $0.94 | — | CONVERTIBLE BOND | 749772AD1 |
| MTG | MGIC INVESTMENT CORP | 1,200,000 | $20,028 | 0.3% | $10.99 | +54.6% | COMMON STOCK | 552848103 |
| SMRT | SMARTRENT INC | 7,505,294 | $19,589 | 0.3% | $4.18 | -18.6% | COMMON STOCK | 83193G107 |
| BATL | BATTALION OIL CORP | 3,009,912 | $18,601 | 0.3% | $9.80 | -30.9% | COMMON STOCK | 07134L107 |
| — | NUVASIVE INC | 19,933,000 | $18,408 | 0.3% | $0.88 | — | CONVERTIBLE BOND | 670704AJ4 |
| — | COINBASE GLOBAL INC | 23,922,000 | $18,075 | 0.3% | $0.74 | — | CONVERTIBLE BOND | 19260QAB3 |
| — | PERFICIENT INC | 21,881,000 | $17,643 | 0.3% | $0.81 | — | CONVERTIBLE BOND | 71375UAF8 |
| PAM | PAMPA ENERGIA SA | 455,784 | $17,028 | 0.2% | $25.05 | — | COMMON STOCK | 697660207 |
| — | TRIPADVISOR INC | 19,674,000 | $16,723 | 0.2% | $0.83 | — | CONVERTIBLE BOND | 896945AD4 |
| — | MFA FINANCIAL INC | 16,631,000 | $16,673 | 0.2% | $0.99 | — | CONVERTIBLE BOND | 55272XAA0 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 1,631,238 | $16,606 | 0.2% | $10.88 | — | COMMON STOCK | 893870204 |
| — | HAEMONETICS CORP | 18,928,000 | $16,515 | 0.2% | $0.83 | — | CONVERTIBLE BOND | 405024AB6 |
| — | UNITI GROUP INC | 3,397,592 | $16,037 | 0.2% | $10.53 | — | COMMON STOCK | 91325V108 |
| — | BLACKSTONE MORTGAGE TRUST INC | 17,771,000 | $15,894 | 0.2% | $0.89 | — | CONVERTIBLE BOND | 09257WAE0 |
| — | KAMAN CORP | 15,423,000 | $15,048 | 0.2% | $0.99 | — | CONVERTIBLE BOND | 483548AF0 |
| — | PENNYMAC MORTGAGE INVESTMENT TRUST | 15,353,000 | $15,027 | 0.2% | $0.98 | — | CONVERTIBLE BOND | 70932AAD5 |
| — | DOCUSIGN INC | 14,592,000 | $14,373 | 0.2% | $0.99 | — | CONVERTIBLE BOND | 256163AD8 |
| — | SEA LTD | 17,802,000 | $14,286 | 0.2% | $0.78 | — | CONVERTIBLE BOND | 81141RAG5 |
| — | AZUL SA | 1,580,850 | $13,580 | 0.2% | $14.37 | — | COMMON STOCK | 05501U106 |
| — | FIRST MAJESTIC SILVER CORP | 18,030,000 | $13,578 | 0.2% | $0.75 | — | CONVERTIBLE BOND | 32076VAD5 |
| — | AFFIRM HOLDINGS INC | 17,432,000 | $13,097 | 0.2% | $0.73 | — | CONVERTIBLE BOND | 00827BAB2 |
| — | DISH NETWORK CORP | 18,995,000 | $12,774 | 0.2% | $0.53 | — | CONVERTIBLE BOND | 25470MAF6 |
| STHO | STAR HOLDINGS | 1,000,000 | $12,520 | 0.2% | $18.53 | -25.0% | COMMON STOCK | 85512G106 |
| HTZ | HERTZ GLOBAL HOLDINGS INC | 1,000,000 | $12,250 | 0.2% | $25.48 | -34.4% | COMMON STOCK | 42806J700 |
| — | CHEGG INC | 15,304,000 | $12,052 | 0.2% | $0.79 | — | CONVERTIBLE BOND | 163092AF6 |
| TEO | TELECOM ARGENTINA SA | 2,444,156 | $11,708 | 0.2% | $12.28 | — | COMMON STOCK | 879273209 |
| ONIT | OCWEN FINANCIAL CORP | 451,029 | $11,673 | 0.2% | $31.12 | -3.6% | COMMON STOCK | 675746606 |
| — | TECHTARGET INC | 14,184,000 | $11,420 | 0.2% | $0.78 | — | CONVERTIBLE BOND | 87874RAD2 |
| DBD | DIEBOLD NIXDORF INC | 590,774 | $11,189 | 0.2% | $18.98 | 0.0% | COMMON STOCK | 253651202 |
| — | EVENTBRITE INC | 13,051,000 | $10,806 | 0.2% | $0.78 | — | CONVERTIBLE BOND | 29975EAD1 |
| BHC | BAUSCH HEALTH COS INC | 1,300,000 | $10,686 | 0.2% | $8.62 | 0.0% | COMMON STOCK | 071734107 |
| — | LIBERTY LATIN AMERICA LTD | 10,994,000 | $10,389 | 0.2% | $0.92 | — | CONVERTIBLE BOND | 53069QAB5 |
| — | DIGITALOCEAN HOLDINGS INC | 13,470,000 | $10,364 | 0.2% | $0.75 | — | CONVERTIBLE BOND | 25402DAB8 |
| — | NUVEEN FLOATING RATE INCOME FUND/CLOSED-END FUND | 1,192,691 | $9,792 | 0.1% | $8.21 | — | COMMON STOCK | 67072T108 |
| — | LYFT INC | 10,545,000 | $9,744 | 0.1% | $0.91 | — | CONVERTIBLE BOND | 55087PAB0 |
| — | ACCOLADE INC | 11,337,000 | $9,466 | 0.1% | $0.84 | — | CONVERTIBLE BOND | 00437EAB8 |
| — | BLACKLINE INC | 10,834,000 | $9,385 | 0.1% | $0.84 | — | CONVERTIBLE BOND | 09239BAD1 |
| — | TURNING POINT BRANDS INC | 9,755,000 | $9,377 | 0.1% | $0.95 | — | CONVERTIBLE BOND | 90041LAE5 |
| — | SEA LTD | 9,663,000 | $9,286 | 0.1% | $1.05 | — | CONVERTIBLE BOND | 81141RAF7 |
| — | FIVERR INTERNATIONAL LTD | 10,538,000 | $9,188 | 0.1% | $0.84 | — | CONVERTIBLE BOND | 33835LAA3 |
| — | 8X8 INC | 9,116,000 | $8,797 | 0.1% | $0.95 | — | CONVERTIBLE BOND | 282914AB6 |
| — | INNOVIVA INC | 10,259,000 | $8,466 | 0.1% | $0.82 | — | CONVERTIBLE BOND | 45781MAD3 |
| — | CERIDIAN HCM HOLDING INC | 9,553,000 | $8,449 | 0.1% | $0.85 | — | CONVERTIBLE BOND | 15677JAD0 |
| — | FORD MOTOR CO | 8,549,000 | $8,442 | 0.1% | $1.12 | — | CONVERTIBLE BOND | 345370CZ1 |
| — | SNAP INC | 11,915,000 | $8,269 | 0.1% | $0.71 | — | CONVERTIBLE BOND | 83304AAH9 |
| — | ZSCALER INC | 6,826,000 | $8,232 | 0.1% | $1.09 | — | CONVERTIBLE BOND | 98980GAB8 |
| — | EURONET WORLDWIDE INC | 8,771,000 | $8,146 | 0.1% | $0.93 | — | CONVERTIBLE BOND | 298736AL3 |
| — | JOYY INC | 8,498,000 | $8,090 | 0.1% | $0.91 | — | CONVERTIBLE BOND | 98426TAF3 |
| LBRDK | LIBERTY BROADBAND CORP | 86,999 | $7,945 | 0.1% | $142.46 | -41.4% | COMMON STOCK | 530307305 |
| — | PDD HOLDINGS INC | 7,965,000 | $7,876 | 0.1% | $0.98 | — | CONVERTIBLE BOND | 722304AC6 |
| ALVOW | ALVOTECH SA | 4,666,667 | $7,793 | 0.1% | $0.84 | — | WARRANT | L01800116 |
| — | MESA LABORATORIES INC | 8,545,000 | $7,712 | 0.1% | $0.90 | — | CONVERTIBLE BOND | 59064RAA7 |
| — | LUMENTUM HOLDINGS INC | 10,247,000 | $7,494 | 0.1% | $0.78 | — | CONVERTIBLE BOND | 55024UAF6 |
| — | WAYFAIR INC | 8,471,000 | $7,338 | 0.1% | $0.87 | — | CONVERTIBLE BOND | 94419LAM3 |
| — | INTERCEPT PHARMACEUTICALS INC | 7,295,000 | $7,195 | 0.1% | $0.77 | — | CONVERTIBLE BOND | 45845PAB4 |
| — | TELADOC HEALTH INC | 7,693,000 | $7,068 | 0.1% | $0.87 | — | CONVERTIBLE BOND | 539183AA1 |
| — | BILIBILI INC | 7,858,000 | $7,033 | 0.1% | $0.90 | — | CONVERTIBLE BOND | 090040AF3 |
| — | UNITY SOFTWARE INC | 8,810,000 | $7,017 | 0.1% | $0.75 | — | CONVERTIBLE BOND | 91332UAB7 |
| — | Q2 HOLDINGS INC | 7,688,000 | $6,795 | 0.1% | $0.87 | — | CONVERTIBLE BOND | 74736LAF6 |
| — | EZCORP INC | 7,202,000 | $6,788 | 0.1% | $0.84 | — | CONVERTIBLE BOND | 302301AE6 |
| HIMS | HIMS & HERS HEALTH INC | 1,053,214 | $6,625 | 0.1% | $16.76 | -55.6% | COMMON STOCK | 433000106 |
| — | HERBALIFE LTD | 6,688,000 | $6,544 | 0.1% | $0.97 | — | CONVERTIBLE BOND | 42703MAD5 |
| — | SPLUNK INC | 6,025,000 | $6,489 | 0.1% | $1.10 | — | CONVERTIBLE BOND | 848637AD6 |
| — | COHERUS BIOSCIENCES INC | 10,306,000 | $6,312 | 0.1% | $0.68 | — | CONVERTIBLE BOND | 19249HAB9 |
| — | ALTERYX INC | 6,484,000 | $6,225 | 0.1% | $0.92 | — | CONVERTIBLE BOND | 02156BAD5 |
| — | PEBBLEBROOK HOTEL TRUST | 7,436,000 | $6,205 | 0.1% | $0.83 | — | CONVERTIBLE BOND | 70509VAA8 |
| — | NRG ENERGY INC | 5,799,000 | $6,164 | 0.1% | $1.09 | — | CONVERTIBLE BOND | 629377CG5 |
| M | MACYS INC | 530,675 | $6,161 | 0.1% | $14.01 | 0.0% | COMMON STOCK | 55616P104 |
| — | IQIYI INC | 6,477,000 | $6,064 | 0.1% | $0.91 | — | CONVERTIBLE BOND | 46267XAE8 |
| — | MICROSTRATEGY INC | 8,111,000 | $5,729 | 0.1% | $0.58 | — | CONVERTIBLE BOND | 594972AE1 |
| — | LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | 5,822,000 | $5,694 | 0.1% | $0.98 | — | CONVERTIBLE BOND | 531229AQ5 |
| — | TELADOC HEALTH INC | 6,900,000 | $5,533 | 0.1% | $0.80 | — | CONVERTIBLE BOND | 87918AAF2 |
| — | CLOUDFLARE INC | 6,454,000 | $5,518 | 0.1% | $0.82 | — | CONVERTIBLE BOND | 18915MAC1 |
| — | JAZZ PHARMACEUTICALS PLC | 5,683,000 | $5,497 | 0.1% | $0.97 | — | CONVERTIBLE BOND | 472145AD3 |
| — | REDFIN CORP | 9,295,000 | $5,438 | 0.1% | $0.61 | — | CONVERTIBLE BOND | 75737FAE8 |
| — | NUTANIX INC | 5,898,000 | $5,293 | 0.1% | $0.85 | — | CONVERTIBLE BOND | 67059NAH1 |
| — | SHAKE SHACK INC | 6,975,000 | $5,240 | 0.1% | $0.71 | — | CONVERTIBLE BOND | 819047AB7 |
| — | TILRAY BRANDS INC | 4,971,000 | $5,021 | 0.1% | $1.01 | — | CONVERTIBLE BOND | 88688TAB6 |
| — | AKAMAI TECHNOLOGIES INC | 4,729,000 | $4,949 | 0.1% | $1.12 | — | CONVERTIBLE BOND | 00971TAL5 |
| — | APOLLO SENIOR FLOATING RATE FUND INC | 367,821 | $4,944 | 0.1% | $12.61 | — | COMMON STOCK | 037636107 |
| — | ITRON INC | 5,674,000 | $4,908 | 0.1% | $0.84 | — | CONVERTIBLE BOND | 465741AN6 |
| — | GREENBRIER COS INC/THE | 4,965,000 | $4,891 | 0.1% | $0.98 | — | CONVERTIBLE BOND | 393657AK7 |
| — | BRIDGEBIO PHARMA INC | 6,485,000 | $4,864 | 0.1% | $0.63 | — | CONVERTIBLE BOND | 10806XAD4 |
| — | FINTECH ECOSYSTEM DEVELOPMENT CORP | 450,000 | $4,793 | 0.1% | $9.94 | — | COMMON STOCK | 318136108 |
| EONR | HNR ACQUISITION CORP | 425,000 | $4,633 | 0.1% | $9.99 | +7.2% | COMMON STOCK | 40472A102 |
| — | ATLANTICA SUSTAINABLE INFRASTRUCTURE JERSEY LTD | 4,983,000 | $4,559 | 0.1% | $0.91 | — | CONVERTIBLE BOND | 04916EAB0 |
| — | DATADOG INC | 3,794,000 | $4,471 | 0.1% | $1.09 | — | CONVERTIBLE BOND | 23804LAB9 |
| — | AIR TRANSPORT SERVICES GROUP INC | 4,655,000 | $4,453 | 0.1% | $0.95 | — | CONVERTIBLE BOND | 00922RAB1 |
| — | NEOGENOMICS INC | 6,080,000 | $4,389 | 0.1% | $0.70 | — | CONVERTIBLE BOND | 64049MAB6 |
| — | UPSTART HOLDINGS INC | 6,484,000 | $4,316 | 0.1% | $0.64 | — | CONVERTIBLE BOND | 91680MAB3 |
| — | EATON VANCE FLOATING-RATE INCOME TRUST | 349,427 | $4,301 | 0.1% | $11.57 | — | COMMON STOCK | 278279104 |
| — | ETSY INC | 4,190,000 | $4,274 | 0.1% | $1.02 | — | CONVERTIBLE BOND | 29786AAJ5 |
| — | HCI GROUP INC | 4,511,000 | $4,263 | 0.1% | $0.99 | — | CONVERTIBLE BOND | 40416EAF0 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 811,208 | $4,105 | 0.1% | $5.18 | — | COMMON STOCK | 67073D102 |
| — | EXACT SCIENCES CORP | 4,493,000 | $4,089 | 0.1% | $0.95 | — | CONVERTIBLE BOND | 30063PAB1 |
| — | WOLFSPEED INC | 5,876,000 | $3,990 | 0.1% | $0.75 | — | CONVERTIBLE BOND | 977852AB8 |
| — | VIAVI SOLUTIONS INC | 4,053,000 | $3,977 | 0.1% | $1.00 | — | CONVERTIBLE BOND | 925550AB1 |
| — | BLOCK INC | 4,058,000 | $3,786 | 0.1% | $0.93 | — | CONVERTIBLE BOND | 852234AF0 |
| — | ETSY INC | 4,948,000 | $3,775 | 0.1% | $0.77 | — | CONVERTIBLE BOND | 29786AAN6 |
| — | CRACKER BARREL OLD COUNTRY STORE INC | 4,464,000 | $3,708 | 0.1% | $0.83 | — | CONVERTIBLE BOND | 22410JAB2 |
| — | BANDWIDTH INC | 5,569,000 | $3,620 | 0.1% | $0.65 | — | CONVERTIBLE BOND | 05988JAD5 |
| AIEV | FEUTUNE LIGHT ACQUISITION CORP | 335,000 | $3,574 | 0.1% | $9.96 | +6.7% | COMMON STOCK | 31561T102 |
| — | MAGNITE INC | 4,054,000 | $3,529 | 0.1% | $0.79 | — | CONVERTIBLE BOND | 55955DAB6 |
| RSVR | RESERVOIR MEDIA INC | 576,518 | $3,517 | 0.1% | $8.45 | -33.6% | COMMON STOCK | 76119X105 |
| — | CHEESECAKE FACTORY INC/THE | 4,055,000 | $3,371 | 0.0% | $0.83 | — | CONVERTIBLE BOND | 163072AA9 |
| — | PONO CAPITAL THREE INC | 315,000 | $3,323 | 0.0% | $10.39 | — | COMMON STOCK | G71704103 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 3,217,000 | $3,209 | 0.0% | $1.01 | — | CONVERTIBLE BOND | 03762UAC9 |
| — | EXPEDIA GROUP INC | 3,649,000 | $3,188 | 0.0% | $0.88 | — | CONVERTIBLE BOND | 30212PBE4 |
| — | FASTLY INC | 3,641,000 | $3,122 | 0.0% | $0.74 | — | CONVERTIBLE BOND | 31188VAB6 |
| — | NIO INC | 3,399,000 | $2,983 | 0.0% | $0.84 | — | CONVERTIBLE BOND | 62914VAF3 |
| — | GLOBAL STAR ACQUISITION INC | 280,000 | $2,979 | 0.0% | $10.13 | — | COMMON STOCK | 37962G102 |
| — | EATON VANCE SENIOR FLOATING-RATE TRUST | 245,996 | $2,979 | 0.0% | $11.94 | — | COMMON STOCK | 27828Q105 |
| — | 3D SYSTEMS CORP | 4,056,000 | $2,949 | 0.0% | $0.73 | — | CONVERTIBLE BOND | 88554DAD8 |
| — | SHIFT4 PAYMENTS INC | 2,950,000 | $2,918 | 0.0% | $1.04 | — | CONVERTIBLE BOND | 82452JAB5 |
| — | SHIFT4 PAYMENTS INC | 3,312,000 | $2,846 | 0.0% | $0.83 | — | CONVERTIBLE BOND | 82452JAD1 |
| — | ENPHASE ENERGY INC | 3,261,000 | $2,715 | 0.0% | $1.03 | — | CONVERTIBLE BOND | 29355AAK3 |
| — | ZILLOW GROUP INC | 2,250,000 | $2,703 | 0.0% | $0.98 | — | CONVERTIBLE BOND | 98954MAG6 |
| — | BANDWIDTH INC | 3,335,000 | $2,691 | 0.0% | $0.72 | — | CONVERTIBLE BOND | 05988JAB9 |
| SBC | PONO CAPITAL TWO INC | 250,000 | $2,669 | 0.0% | $10.12 | +3.6% | COMMON STOCK | 73245B107 |
| ATMC | ALPHATIME ACQUISITION CORP | 250,000 | $2,641 | 0.0% | $10.22 | — | COMMON STOCK | G0223V105 |
| — | CHEGG INC | 2,872,000 | $2,596 | 0.0% | $0.89 | — | CONVERTIBLE BOND | 163092AD1 |
| — | AMERICAN AIRLINES GROUP INC | 2,400,000 | $2,573 | 0.0% | $1.21 | — | CONVERTIBLE BOND | 02376RAF9 |
| — | BILIBILI INC | 2,491,000 | $2,472 | 0.0% | $0.99 | — | CONVERTIBLE BOND | 090040AB2 |
| AQUC | AQUARON ACQUISITION CORP | 225,000 | $2,410 | 0.0% | $9.98 | +5.2% | COMMON STOCK | 03842W105 |
| — | BLOCK INC | 2,839,000 | $2,385 | 0.0% | $0.84 | — | CONVERTIBLE BOND | 852234AJ2 |
| — | NIO INC | 2,429,000 | $2,362 | 0.0% | $0.96 | — | CONVERTIBLE BOND | 62914VAE6 |
| — | ALNYLAM PHARMACEUTICALS INC | 2,500,000 | $2,319 | 0.0% | $0.93 | — | CONVERTIBLE BOND | 02043QAB3 |
| — | SOUTHWEST AIRLINES CO | 2,300,000 | $2,291 | 0.0% | $1.15 | — | CONVERTIBLE BOND | 844741BG2 |
| — | SAREPTA THERAPEUTICS INC | 2,000,000 | $2,244 | 0.0% | $1.12 | — | CONVERTIBLE BOND | 803607AD2 |
| — | HALOZYME THERAPEUTICS INC | 2,250,000 | $2,112 | 0.0% | $0.94 | — | CONVERTIBLE BOND | 40637HAF6 |
| — | NORWEGIAN CRUISE LINE HOLDINGS LTD | 2,500,000 | $2,081 | 0.0% | $0.76 | — | CONVERTIBLE BOND | 62886HBD2 |
| — | BOX INC | 1,900,000 | $2,059 | 0.0% | $1.08 | — | CONVERTIBLE BOND | 10316TAB0 |
| — | TYLER TECHNOLOGIES INC | 2,100,000 | $2,038 | 0.0% | $0.95 | — | CONVERTIBLE BOND | 902252AB1 |
| — | BENTLEY SYSTEMS INC | 2,225,000 | $1,934 | 0.0% | $0.78 | — | CONVERTIBLE BOND | 08265TAD1 |
| — | I3 VERTICALS INC | 2,029,000 | $1,886 | 0.0% | $0.93 | — | CONVERTIBLE BOND | 44933TAB2 |
| — | FARFETCH LTD | 3,485,000 | $1,869 | 0.0% | $0.54 | — | CONVERTIBLE BOND | 30744WAD9 |
| TPICQ | TPI COMPOSITES INC | 700,739 | $1,857 | 0.0% | $15.81 | -61.3% | COMMON STOCK | 87266J104 |
| — | CETUS CAPITAL ACQUISITION CORP | 170,000 | $1,778 | 0.0% | $10.11 | — | COMMON STOCK | 15719Y105 |
| — | SNAP INC | 2,000,000 | $1,760 | 0.0% | $0.93 | — | CONVERTIBLE BOND | 83304AAB2 |
| — | CONMED CORP | 1,800,000 | $1,723 | 0.0% | $1.12 | — | CONVERTIBLE BOND | 207410AH4 |
| — | H WORLD GROUP LTD | 1,400,000 | $1,609 | 0.0% | $1.15 | — | CONVERTIBLE BOND | 44332NAB2 |
| — | MARS ACQUISITION CORP | 150,000 | $1,586 | 0.0% | $10.15 | — | COMMON STOCK | G5870E108 |
| AMCI | ALPHAVEST ACQUISITION CORP | 150,000 | $1,586 | 0.0% | $10.20 | +3.0% | COMMON STOCK | G0283A108 |
| — | ARRAY TECHNOLOGIES INC | 1,351,000 | $1,542 | 0.0% | $1.14 | — | CONVERTIBLE BOND | 04271TAB6 |
| — | ANYWHERE REAL ESTATE INC | 2,008,000 | $1,536 | 0.0% | $0.77 | — | CONVERTIBLE BOND | 75606DAP6 |
| — | LUMENTUM HOLDINGS INC | 1,500,000 | $1,489 | 0.0% | $1.06 | — | CONVERTIBLE BOND | 55024UAB5 |
| — | INSULET CORP | 1,500,000 | $1,475 | 0.0% | $0.98 | — | CONVERTIBLE BOND | 45784PAK7 |
| CTOR | TENX KEANE ACQUISITION | 135,000 | $1,454 | 0.0% | $10.13 | +5.2% | COMMON STOCK | G8708L104 |
| LOMA | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | 235,403 | $1,419 | 0.0% | $7.27 | — | COMMON STOCK | 54150E104 |
| — | WIX.COM LTD | 1,544,000 | $1,375 | 0.0% | $0.85 | — | CONVERTIBLE BOND | 92940WAD1 |
| DIST | DISTOKEN ACQUISITION CORP | 125,000 | $1,311 | 0.0% | $10.16 | — | COMMON STOCK | G27740110 |
| — | PLUTONIAN ACQUISITION CORP | 115,000 | $1,216 | 0.0% | $10.26 | — | COMMON STOCK | 72942P104 |
| — | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | 1,000,000 | $1,141 | 0.0% | $0.87 | — | CONVERTIBLE BOND | 55405YAB6 |
| — | GOLDEN STAR ACQUISITION CORP | 100,000 | $1,037 | 0.0% | $10.37 | — | COMMON STOCK | G4023C101 |
| — | REALREAL INC/THE | 2,029,000 | $959 | 0.0% | $0.47 | — | CONVERTIBLE BOND | 88339PAD3 |
| OAKU | OAK WOODS ACQUISITION CORP | 90,000 | $941 | 0.0% | $10.22 | +1.2% | COMMON STOCK | 67190B104 |
| — | TMT ACQUISITION CORP | 75,000 | $783 | 0.0% | $10.26 | — | COMMON STOCK | G89229119 |
| — | SHOPIFY INC | 812,000 | $728 | 0.0% | $0.85 | — | CONVERTIBLE BOND | 82509LAA5 |
| — | MITEK SYSTEMS INC | 810,000 | $713 | 0.0% | $0.88 | — | CONVERTIBLE BOND | 606710AA9 |