13F-HR filed by STATE STREET CORP
STATE STREET CORP filed this 13F-HR for the quarter ended 2022-12-31, filed 2023-05-15, with 4,857 holding rows worth $1,701,906,389,958.
- Accession
- 0000093751-23-000567
- Filer
- CIK 93751
- Filed
- 2023-05-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2022
A holdings report, 4,857 entries on the cover page, a total value of $1,701,906,389,958 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,701,906,389,958 with VALUE read as dollars as filed, 13F file number 028-00399. A later restatement replaced it, so the quarter does not use it. The resolved quarter.
Other managers
- included managerSTATE STREET BANK AND TRUST COMPANY 028-00733
- included managerSSGA FUNDS MANAGEMENT, INC. 028-11338
- included managerSTATE STREET GLOBAL ADVISORS LIMITED 028-11326
- included managerSTATE STREET GLOBAL ADVISORS, LTD. 028-11327
- included managerSTATE STREET GLOBAL ADVISORS, AUSTRALIA, LIMITED 028-11330
- included managerSTATE STREET GLOBAL ADVISORS (JAPAN) CO., LTD. 028-11332
- included managerSTATE STREET GLOBAL ADVISORS SINGAPORE LIMITED 028-18493
- included managerSTATE STREET GLOBAL ADVISORS ASIA LIMITED 028-11331
- included managerSTATE STREET GLOBAL ADVISORS EUROPE LIMITED 028-14459
- included managerSTATE STREET GLOBAL ADVISORS TRUST COMPANY 028-18135
- included managerSTATE STREET SAUDI ARABIA FINANCIAL SOLUTION COMPANY
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| MAGNITE INC COM | 55955D100 | Stock | 2,681,770 | $28,399,944 | dollars as filed | |
| BOOKING HOLDINGS INC | 09857LAN8 | NOTE 0.750% 5/0 | 21,157,000 | $28,385,984 | dollars as filed | principal |
| MARINEMAX INC | 567908108 | COM | 907,425 | $28,329,809 | dollars as filed | |
| RYERSON HLDG CORP | 783754104 | COM | 934,331 | $28,272,856 | dollars as filed | |
| KARYOPHARM THERAPEUTICS INC | 48576U106 | COM | 8,287,036 | $28,175,922 | dollars as filed | |
| SEA LTD | 81141RAF7 | NOTE 2.375%12/0 | 28,316,000 | $28,024,537 | dollars as filed | principal |
| ROIVANT SCIENCES LTD | G76279101 | SHS | 3,507,042 | $28,021,266 | dollars as filed | |
| EAGLE PHARMACEUTICALS INC | 269796108 | COM | 952,026 | $27,827,720 | dollars as filed | |
| QUANEX BLDG PRODS CORP COM | 747619104 | Stock | 1,174,949 | $27,822,792 | dollars as filed | |
| REYNOLDS CONSUMER PRODS INC COM | 76171L106 | Stock | 927,211 | $27,797,786 | dollars as filed | |
| LIVEPERSON, INC. | 538146101 | COM | 2,731,314 | $27,695,524 | dollars as filed | |
| Anywhere Real Estate Inc | 75605Y106 | Common Stock | 4,334,180 | $27,695,410 | dollars as filed | |
| ANGIODYNAMICS INC | 03475V101 | COM | 2,009,712 | $27,673,734 | dollars as filed | |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 28,457,000 | $27,641,989 | dollars as filed | principal |
| VANDA PHARMACEUTICALS INC | 921659108 | COM | 3,727,798 | $27,548,427 | dollars as filed | |
| DIGITALOCEAN HLDGS INC | 25402DAB8 | CNV | 36,600,000 | $27,545,976 | dollars as filed | principal |
| NURIX THERAPEUTICS INC | 67080M103 | COMMON STOCK | 2,507,987 | $27,537,697 | dollars as filed | |
| COMPANIA DE MINAS BUENAVENTU | 204448104 | SPONSORED ADR | 3,691,137 | $27,498,971 | dollars as filed | |
| LIBERTY LATIN AMERICA LTD | G9001E128 | COM CL C | 3,616,549 | $27,485,772 | dollars as filed | |
| 4D MOLECULAR THERAPEUTICS INC COM | 35104E100 | Stock | 1,235,158 | $27,432,859 | dollars as filed | |
| STEM INC | 85859N102 | COM | 3,059,050 | $27,347,907 | dollars as filed | |
| MARCUS MILLICHAP INC | 566324109 | COMMON STOCK | 793,472 | $27,335,110 | dollars as filed | |
| LADDER CAP CORP CL A | 505743104 | REIT | 2,662,429 | $27,326,323 | dollars as filed | |
| CARGURUS INC COM CL A | 141788109 | Stock | 1,949,403 | $27,311,136 | dollars as filed | |
| PDF SOLUTIONS INC | 693282105 | COMMON STOCK | 955,389 | $27,247,694 | dollars as filed | |
| HESKA CORP | 42805E306 | COM | 437,143 | $27,172,809 | dollars as filed | |
| ZIM INTEGRATED SHIPPING SERV | M9T951109 | SHS | 1,579,371 | $27,149,387 | dollars as filed | |
| INFINERA CORP | 45667G103 | COMMON STOCK | 4,013,011 | $27,047,694 | dollars as filed | |
| PRIMORIS SVCS CORP COM | 74164F103 | Stock | 1,228,188 | $27,019,575 | dollars as filed | |
| TRUSTCO BANK CORP NY | 898349204 | COMMON STOCK | 711,096 | $27,001,759 | dollars as filed | |
| Schwab US TIPS ETF | 808524870 | SHS | 521,030 | $26,984,144 | dollars as filed | |
| CERTARA INC COM | 15687V109 | Stock | 1,677,856 | $26,963,146 | dollars as filed | |
| ANIKA THERAPEUTICS INC | 035255108 | COM | 908,867 | $26,902,463 | dollars as filed | |
| ACADIAN ASSET MANAGEMENT INC COM | 10948W103 | Stock | 1,305,134 | $26,859,658 | dollars as filed | |
| SANA BIOTECHNOLOGY INC | 799566104 | COM | 6,788,751 | $26,815,566 | dollars as filed | |
| GREEN BRICK PARTNERS INC | 392709101 | COM | 1,102,931 | $26,724,018 | dollars as filed | |
| MONTAUK RENEWABLES INC | 61218C103 | COMMON STOCK | 2,420,795 | $26,701,369 | dollars as filed | |
| QUINSTREET INC | 74874Q100 | COM | 1,843,209 | $26,450,049 | dollars as filed | |
| 1ST SOURCE CORP COM | 336901103 | Stock | 497,882 | $26,432,555 | dollars as filed | |
| SANFILIPPO JOHN B & SON INC | 800422107 | COM | 324,549 | $26,392,325 | dollars as filed | |
| CHICOS FAS INC | 168615102 | COM | 5,364,144 | $26,391,588 | dollars as filed | |
| INSULET CORP | 45784PAK7 | NOTE 0.375% 9/0 | 18,624,000 | $26,360,806 | dollars as filed | principal |
| CENTRAL PAC FINL CORP | 154760409 | COM NEW | 1,299,530 | $26,354,468 | dollars as filed | |
| AMERICAN AIRLINES GROUP INC | 02376RAF9 | NOTE 6.500% 7/0 | 24,175,000 | $26,338,278 | dollars as filed | principal |
| MYERS INDUSTRIES INC | 628464109 | COMMON STOCK | 1,171,976 | $26,200,110 | dollars as filed | |
| APPIAN CORP | 03782L101 | CL A | 802,910 | $26,142,750 | dollars as filed | |
| CEVA INC | 157210105 | COMMON STOCK | 1,020,333 | $26,100,118 | dollars as filed | |
| ASANA INC | 04342Y104 | CL A | 1,891,860 | $26,050,912 | dollars as filed | |
| REATA PHARMACEUTICALS INC | 75615P103 | CL A | 684,992 | $26,022,846 | dollars as filed | |
| MARAVAI LIFESCIENCES HLDGS A | 56600D107 | COMMON STOCK | 1,808,189 | $25,875,185 | dollars as filed | |
| STEPSTONE GROUP INC | 85914M107 | COM CL A | 1,027,267 | $25,866,583 | dollars as filed | |
| TOOTSIE ROLL INDS INC | 890516107 | COM | 605,777 | $25,841,959 | dollars as filed | |
| HAWAIIAN HOLDINGS INC | 419879101 | COM | 2,515,884 | $25,812,970 | dollars as filed | |
| CLOUDFLARE INC | 18915MAC1 | NOTE 8/1 | 31,500,000 | $25,790,021 | dollars as filed | principal |
| ICON PUB LTD CO SHS | G4705A100 | Stock | 132,704 | $25,777,752 | dollars as filed | |
| FISKER INC | 33813J106 | CL A COM STK | 3,538,651 | $25,725,993 | dollars as filed | |
| PRIVIA HEALTH GROUP INC | 74276R102 | COM | 1,132,787 | $25,725,593 | dollars as filed | |
| UPWORK INC | 91688F104 | COM | 2,463,205 | $25,715,860 | dollars as filed | |
| BGC PARTNERS INC | 05541T101 | CL A | 6,815,662 | $25,695,046 | dollars as filed | |
| ENOVIX CORPORATION COM | 293594107 | Stock | 2,063,593 | $25,671,097 | dollars as filed | |
| FARO TECHNOLOGIES INC | 311642102 | COM | 871,332 | $25,625,874 | dollars as filed | |
| SERES THERAPEUTICS INC | 81750R102 | COM | 4,564,139 | $25,559,178 | dollars as filed | |
| SPLUNK INC | 848637AF1 | NOTE 1.125% 6/1 | 30,175,000 | $25,557,255 | dollars as filed | principal |
| LIBERTY | 531229888 | COMMON STOCK | 791,726 | $25,517,329 | dollars as filed | |
| CORE LABORATORIES N V | N22717107 | COM | 1,256,146 | $25,469,437 | dollars as filed | |
| SAREPTA THERAPEUTICS INC | 803607AC4 | DEBT 1.250% 9/1 | 22,000,000 | $25,463,808 | dollars as filed | |
| INDIE SEMICONDUCTOR INC | 45569U101 | CLASS A COM | 4,362,849 | $25,435,410 | dollars as filed | |
| LAUREATE ED INC COMMON STOCK | 518613203 | Stock | 2,643,598 | $25,431,413 | dollars as filed | |
| Golden Entertainment Inc | 381013101 | Common Stock | 679,465 | $25,411,991 | dollars as filed | |
| RESOURCES CONNECTION INC | 76122Q105 | COM | 1,379,450 | $25,354,291 | dollars as filed | |
| NORTHFIELD BANCORP INC | 66611T108 | COMMON STOCK | 1,609,328 | $25,314,729 | dollars as filed | |
| ENERGY RECOVERY INC | 29270J100 | COM | 1,231,769 | $25,238,947 | dollars as filed | |
| HAWKINS INC | 420261109 | COM | 652,191 | $25,174,573 | dollars as filed | |
| EVERI HLDGS INC | 30034T103 | COM | 1,753,787 | $25,166,843 | dollars as filed | |
| AMERICAN VANGUARD CORP | 030371108 | COM | 1,154,694 | $25,102,400 | dollars as filed | |
| MECHANICS BANCORP A | 43785V102 | COMMON STOCK | 910,106 | $25,100,723 | dollars as filed | |
| TITAN INTERNATIONAL INC | 88830M102 | COMMON STOCK | 1,637,826 | $25,091,494 | dollars as filed | |
| ATARA BIOTHERAPEUTICS INC COM NEW | 046513107 | Stock | 7,649,740 | $25,091,147 | dollars as filed | |
| KKR & CO INC | 48251W401 | CONV | 439,149 | $25,062,233 | dollars as filed | |
| TRUEBLUE INC | 89785X101 | COM | 1,275,065 | $24,965,773 | dollars as filed | |
| ISTAR INC | 45031U101 | COMMON STOCK | 3,266,631 | $24,924,395 | dollars as filed | |
| TRIMAS CORP | 896215209 | COM NEW | 897,820 | $24,905,527 | dollars as filed | |
| GENESCO INC | 371532102 | COM | 541,137 | $24,903,125 | dollars as filed | |
| BILIBILI INC | 090040AF3 | NOTE 0.500%12/0 | 33,650,000 | $24,860,757 | dollars as filed | principal |
| NUVALENT INC COM | 670703107 | Stock | 833,048 | $24,808,169 | dollars as filed | |
| WEIBO CORP SPONSORED ADR | 948596101 | ADR | 1,297,276 | $24,804,356 | dollars as filed | |
| EVERBRIDGE INC | 29978A104 | COM | 837,826 | $24,782,893 | dollars as filed | |
| WESTERN DIGITAL CORP. | 958102AP0 | NOTE 1.500% 2/0 | 25,798,000 | $24,776,431 | dollars as filed | principal |
| DICE THERAPEUTICS INC | 23345J104 | COM | 793,952 | $24,771,302 | dollars as filed | |
| ETSY INC | 29786AAJ5 | NOTE 0.125%10/0 | 15,980,000 | $24,675,805 | dollars as filed | principal |
| HAYNES INTL INC | 420877201 | COM NEW | 539,639 | $24,656,106 | dollars as filed | |
| UMH PPTYS INC | 903002103 | COM | 1,528,956 | $24,616,192 | dollars as filed | |
| REX AMERICAN RESOURCES CORP | 761624105 | COMMON STOCK | 771,867 | $24,591,683 | dollars as filed | |
| PITNEY BOWES INC COM | 724479100 | Stock | 6,454,695 | $24,527,841 | dollars as filed | |
| LUMINAR TECHNOLOGIES INC | 550424105 | COM CL A | 4,943,517 | $24,470,409 | dollars as filed | |
| ARMOUR RESIDENTIAL REIT INC | 042315507 | COM NEW | 4,342,649 | $24,449,114 | dollars as filed | |
| ON SEMICONDUCTOR CORP | 682189AS4 | NOTE 5/0 | 18,400,000 | $24,402,772 | dollars as filed | principal |
| ISHARES INC | 464286665 | MSCI PAC JP ETF | 569,447 | $24,366,637 | dollars as filed | |
| JOBY AVIATION INC | g65163100 | COMMON STOCK | 7,260,771 | $24,323,583 | dollars as filed | |
| LUFAX HOLDING LTD | 54975P102 | ADS REP SHS CL A | 12,528,776 | $24,305,825 | dollars as filed | |
| KELLY SVCS INC | 488152208 | CL A | 1,436,852 | $24,282,799 | dollars as filed | |
| EXACT SCIENCES CORP | 30063PAC9 | NOTE 0.375% 3/0 | 30,828,000 | $24,246,059 | dollars as filed | principal |
| NEWMARK GROUP INC | 65158N102 | CL A | 3,038,847 | $24,219,611 | dollars as filed | |
| ZILLOW GROUP INC CLASS A | 98954M101 | CL A | 775,350 | $24,198,674 | dollars as filed | |
| MFA FINL INC COM | 55272X607 | REIT | 2,366,886 | $24,136,564 | dollars as filed | |
| JINKOSOLAR HOLDING COMPANY,LIM | 47759T100 | SPONSORED ADR | 588,916 | $24,074,886 | dollars as filed | |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 19,452,000 | $24,044,316 | dollars as filed | principal |
| FULGENT GENETICS INC | 359664109 | COM | 806,075 | $24,004,914 | dollars as filed | |
| SPHERE ENTERTAINMENT CO CL A | 55826T102 | Stock | 533,614 | $23,996,622 | dollars as filed | |
| BRISTOW GROUP INC | 11040G103 | COM | 884,198 | $23,988,292 | dollars as filed | |
| EQT CORP | 26884LAK5 | NOTE 1.750% 5/0 | 10,305,000 | $23,964,780 | dollars as filed | principal |
| DESIGNER BRANDS INC | 250565108 | CL A | 2,446,035 | $23,922,222 | dollars as filed | |
| PREMIER FINANCIAL CORP | 74052F108 | COMMON STOCK | 886,665 | $23,913,355 | dollars as filed | |
| ATLAS CORP | Y0436Q109 | COM | 1,558,372 | $23,905,426 | dollars as filed | |
| ETHAN ALLEN INTERIORS INC | 297602104 | COM | 894,668 | $23,889,292 | dollars as filed | |
| VWO | 922042858 | SHS | 612,566 | $23,877,823 | dollars as filed | |
| ZIPRECRUITER INC A | 98980B103 | COMMON STOCK | 1,451,593 | $23,835,157 | dollars as filed | |
| PERIMETER SOLUTIONS SA | L7579L106 | COMMON STOCK-FO | 2,603,220 | $23,793,431 | dollars as filed | |
| CLEARWATER PAPER CORP | 18538R103 | COM | 629,083 | $23,785,628 | dollars as filed | |
| MIRION TECHNOLOGIES INC | 60471A101 | COM CL A | 3,593,901 | $23,755,686 | dollars as filed | |
| BLACKLINE INC | 09239BAD1 | NOTE 3/1 | 27,726,000 | $23,730,534 | dollars as filed | principal |
| WISDOMTREE INC | 97717P104 | COM | 4,335,156 | $23,626,600 | dollars as filed | |
| UNITED MICROELECTRONICS CORP SPON ADR NEW | 910873405 | ADR | 3,611,319 | $23,581,913 | dollars as filed | |
| GINKGO BIOWORKS HOLDINGS INC | 37611X100 | CL A SHS | 13,906,526 | $23,502,029 | dollars as filed | |
| G III APPAREL GROUP LTD | 36237H101 | COM | 1,712,787 | $23,482,310 | dollars as filed | |
| LIBERTY BROADBAND A | 530307107 | COMMON STOCK | 308,380 | $23,390,623 | dollars as filed | |
| E2OPEN PARENT HOLDINGS INC | 29788T103 | COM CL A | 3,982,727 | $23,378,607 | dollars as filed | |
| BARRICK GOLD CORP | 067901108 | COM | 1,359,771 | $23,360,866 | dollars as filed | |
| CARDIOVASCULAR SYSTEMS INC | 141619106 | COMMON STOCK | 1,714,862 | $23,356,420 | dollars as filed | |
| ALIGNMENT HEALTHCARE INC COM | 01625V104 | Stock | 1,984,026 | $23,332,146 | dollars as filed | |
| MAGNA INTL INC COM | 559222401 | Stock | 415,216 | $23,326,835 | dollars as filed | |
| KFORCE INC COM | 493732101 | Stock | 425,068 | $23,306,478 | dollars as filed | |
| NICOLET BANKSHARES INC | 65406E102 | COM | 292,055 | $23,303,068 | dollars as filed | |
| OKTA INC | 679295AD7 | NOTE 0.125% 9/0 | 26,360,000 | $23,303,041 | dollars as filed | principal |
| ALPHATEC HLDGS INC | 02081G201 | COM NEW | 1,885,082 | $23,280,763 | dollars as filed | |
| WARBY PARKER INC | 93403J106 | CL A COM | 1,724,869 | $23,268,483 | dollars as filed | |
| UBIQUITI INC | 90353W103 | COM | 85,047 | $23,262,906 | dollars as filed | |
| ONTERRIS INC | 615111101 | COM | 523,470 | $23,236,833 | dollars as filed | |
| REMITLY GLOBAL INC | 75960P104 | COM | 2,029,233 | $23,234,718 | dollars as filed | |
| BLOCK INC | 852234AF0 | NOTE 0.125% 3/0 | 24,299,000 | $23,157,020 | dollars as filed | principal |
| DOUBLEVERIFY HLDGS INC COM | 25862V105 | Stock | 1,054,387 | $23,154,339 | dollars as filed | |
| LITMAN GREGORY FDS TR | 53700T827 | IMGP DBI MAN ETF | 793,137 | $23,088,218 | dollars as filed | |
| EAGLE BULK SHIPPING INC | Y2187A150 | COM | 461,457 | $23,045,163 | dollars as filed | |
| ORIGIN BANCORP INC | 68621T102 | COMMON STOCK | 627,116 | $23,015,157 | dollars as filed | |
| DRIVEN BRANDS HLDGS INC | 26210V102 | COM | 842,650 | $23,012,772 | dollars as filed | |
| COURSERA INC COM | 22266M104 | Stock | 1,944,886 | $23,008,001 | dollars as filed | |
| UBER TECHNOLOGIES INC | 90353TAJ9 | NOTE 12/1 | 27,275,000 | $23,003,005 | dollars as filed | principal |
| IQIYI INC | 46267XAD0 | NOTE 2.000% 4/0 | 28,299,000 | $23,001,595 | dollars as filed | principal |
| UNITED FIRE GROUP INC | 910340108 | COMMON STOCK | 840,672 | $23,000,786 | dollars as filed | |
| BJS RESTAURANTS INC | 09180C106 | COM | 870,743 | $22,970,200 | dollars as filed | |
| B. RILEY FINANCIAL INC | 05580M108 | COM | 671,604 | $22,968,857 | dollars as filed | |
| HEALTHSTREAM INC | 42222N103 | COM | 923,584 | $22,941,827 | dollars as filed | |
| DORIAN LPG LTD | Y2106R110 | SHS USD | 1,208,257 | $22,896,470 | dollars as filed | |
| BANK OF N T BUTTERFIELD & SO | G0772R208 | SHS NEW | 766,769 | $22,857,384 | dollars as filed | |
| Berry Corp | 08579X101 | Common Stock | 2,842,449 | $22,739,592 | dollars as filed | |
| COMMUNITY HEALTH SYSTEMS INC | 203668108 | COMMON STOCK | 5,251,752 | $22,687,569 | dollars as filed | |
| FRONTLINE PLC F | G3682E192 | ORD SHS | 1,866,042 | $22,653,750 | dollars as filed | |
| USANA HEALTH SCIENCES INC | 90328M107 | COMMON STOCK | 425,281 | $22,624,949 | dollars as filed | |
| COWEN GROUP INC | 223622606 | COMMON STOCK | 585,541 | $22,613,593 | dollars as filed | |
| ENHABIT INC | 29332G102 | COM | 1,717,644 | $22,604,195 | dollars as filed | |
| AFFIRM HLDGS INC | 00827BAB2 | NOTE 11/1 | 40,950,000 | $22,544,291 | dollars as filed | principal |
| BOSTON SCIENTIFIC CORP | 101137206 | CONV | 196,620 | $22,530,686 | dollars as filed | |
| CLEARWAY ENERGY INC-CLASS A NE | 18539C105 | CL A | 752,330 | $22,509,714 | dollars as filed | |
| XOMETRY INC | 98423F109 | CLASS A COM | 695,945 | $22,430,307 | dollars as filed | |
| GERMAN AMERICAN BANCORP | 373865104 | COMMON STOCK | 600,896 | $22,413,421 | dollars as filed | |
| CONSTELLIUM SE | F21107101 | CL A SHS | 1,892,983 | $22,393,989 | dollars as filed | |
| KINIKSA PHARMACEUTICALS LTD | G5269C101 | COM CL A | 1,490,111 | $22,321,863 | dollars as filed | |
| OKTA INC | 679295AF2 | NOTE 0.375% 6/1 | 26,405,000 | $22,286,518 | dollars as filed | principal |
| URSTADT BIDDLE PROPERTIES | 917286205 | COMMON STOCK | 1,174,386 | $22,254,615 | dollars as filed | |
| NETGEAR INC | 64111Q104 | COM | 1,228,638 | $22,250,634 | dollars as filed | |
| WOLFSPEED INC | 225447AD3 | NOTE 1.750% 5/0 | 13,835,000 | $22,229,515 | dollars as filed | principal |
| DISH NETWORK CORPORATION | 25470MAD1 | BOND | 24,382,000 | $22,169,985 | dollars as filed | principal |
| QCR HOLDINGS INC | 74727A104 | COMMON STOCK | 443,852 | $22,060,125 | dollars as filed | |
| SOTERA HEALTH CO | 83601L102 | COM | 2,647,038 | $22,049,827 | dollars as filed | |
| UFP TECHNOLOGIES INC | 902673102 | COM | 186,959 | $22,040,597 | dollars as filed | |
| CORE & MAIN INC CL A | 21874C102 | Stock | 1,140,122 | $22,015,756 | dollars as filed | |
| BARCLAYS BANK PLC | 06738C778 | DJUBS CMDT ETN36 | 652,288 | $21,988,628 | dollars as filed | |
| RAYONIER ADVANCED MATLS INC | 75508B104 | COM | 2,290,357 | $21,987,427 | dollars as filed | |
| 2SEVENTY BIO INC COMMON STOCK | 901384107 | Stock | 2,346,065 | $21,982,629 | dollars as filed | |
| CHILDRENS PL INC NEW | 168905107 | COM | 603,199 | $21,968,508 | dollars as filed | |
| MERCADOLIBRE INC | 58733RAD4 | NOTE 2.000% 8/1 | 10,776,000 | $21,932,210 | dollars as filed | principal |
| Federal Agric Mtg Corp Cl C | 313148306 | COM | 194,371 | $21,907,555 | dollars as filed | |
| GENCO SHIPPING TRADING LTD | Y2685T131 | COMMON STOCK | 1,421,915 | $21,840,614 | dollars as filed | |
| CONNECTONE BANCORP INC | 20786W107 | COMMON STOCK | 899,337 | $21,772,949 | dollars as filed | |
| MODINE MFG CO COM | 607828100 | Stock | 1,094,552 | $21,737,803 | dollars as filed | |
| HAPPEN INC COM NEW | 52603A208 | Stock | 2,466,808 | $21,707,910 | dollars as filed | |
| PEGASYSTEMS INC COM | 705573103 | Stock | 633,292 | $21,702,877 | dollars as filed | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 220,926 | $21,697,143 | dollars as filed | |
| OIL STS INTL INC | 678026105 | COM | 2,905,851 | $21,677,648 | dollars as filed | |
| SLEEP NUMBER CORP | 83125X103 | COM D | 834,023 | $21,667,918 | dollars as filed | |
| INTERFACE INC | 458665304 | COM | 2,193,601 | $21,650,842 | dollars as filed | |
| KOPPERS HOLDINGS INC | 50060P106 | COM | 765,343 | $21,582,673 | dollars as filed | |
| Vanguard Total International Bond Index Fund ETF | 92203J407 | SHS | 454,656 | $21,564,334 | dollars as filed | |
| POWERSCHOOL HOLDINGS INC | 73939C106 | COMMON STOCK | 929,612 | $21,455,445 | dollars as filed | |
| MALIBU BOATS INC A | 56117J100 | COMMON STOCK | 402,171 | $21,435,714 | dollars as filed | |
| LUMENTUM HLDGS INC | 55024UAD1 | NOTE 0.500%12/1 | 24,846,000 | $21,404,989 | dollars as filed | principal |
| CANADIANNATLRYCOF | 136375102 | STOK | 179,772 | $21,371,295 | dollars as filed | |
| Sun Country Airlines Holding | 866683105 | COM | 1,346,122 | $21,349,495 | dollars as filed | |
| SCHRODINGER INC COM | 80810D103 | Stock | 1,140,112 | $21,308,693 | dollars as filed | |
| WASHINGTON TRUST BANCORP | 940610108 | COMMON STOCK | 445,403 | $21,262,722 | dollars as filed | |
| PROS Holdings Inc | 74346Y103 | Common Stock | 876,220 | $21,257,097 | dollars as filed | |
| VIVINT SMART HOME INC | 928542109 | COMMON STOCK | 1,786,004 | $21,253,448 | dollars as filed | |
| EBIX INC | 278715206 | COM NEW | 1,060,079 | $21,159,177 | dollars as filed | |
| RINGCENTRAL INC | 76680RAF4 | NOTE 3/0 | 24,529,000 | $21,150,281 | dollars as filed | principal |
| EXPEDIA GROUP INC | 30212PBE4 | NOTE 2/1 | 24,275,000 | $21,103,548 | dollars as filed | principal |
| ENVISTA HOLDINGS CORPORATION | 29415FAB0 | BOND | 12,535,000 | $21,094,119 | dollars as filed | principal |
| ORION S.A. | L72967109 | COM | 1,181,829 | $21,072,690 | dollars as filed | |
| NATIONAL HEALTHCARE CORP COM | 635906100 | Stock | 350,616 | $21,060,512 | dollars as filed | |
| UTZ BRANDS INC COM CL A | 918090101 | Stock | 1,322,945 | $21,054,996 | dollars as filed | |
| MIDDLEBY CORP | 596278AB7 | NOTE 1.000% 9/0 | 17,834,000 | $21,048,981 | dollars as filed | principal |
| MONEYGRAM INTL INC | 60935Y208 | COM NEW | 1,930,064 | $21,018,397 | dollars as filed | |
| INMODE LTD SHS | M5425M103 | Stock | 588,327 | $21,003,274 | dollars as filed | |
| PLYMOUTH INDL REIT INC COM | 729640102 | REIT | 1,082,368 | $20,990,998 | dollars as filed | |
| CONSTRUCTION PARTNERS INC | 21044C107 | COM CL A | 785,657 | $20,969,185 | dollars as filed | |
| TPI Composites Inc | 87266J104 | Common Stock | 2,066,487 | $20,954,178 | dollars as filed | |
| BIG LOTS INC | 089302103 | COM | 1,423,689 | $20,928,228 | dollars as filed | |
| GRUPO AEROPORTUARIO DEL CENT | 400501102 | SPON ADR | 337,353 | $20,861,910 | dollars as filed | |
| CYTEK BIOSCIENCES INC | 23285D109 | COMMON STOCK | 2,038,345 | $20,811,502 | dollars as filed | |
| LI AUTO INC | 50202MAB8 | NOTE 0.250% 5/0 | 20,583,000 | $20,760,388 | dollars as filed | principal |
| HEIDRICK & STRUGGLES INTL IN | 422819102 | COM | 741,983 | $20,753,265 | dollars as filed | |
| First Foundation Inc | 32026V104 | Common Stock | 1,446,602 | $20,729,807 | dollars as filed | |
| BED BATH & BEYOND INC | 690370101 | COM | 1,065,664 | $20,631,255 | dollars as filed | |
| REVOLVE GROUP INC CL A | 76156B107 | Stock | 925,795 | $20,608,197 | dollars as filed | |
| CAMPING WORLD HLDGS INC CL A | 13462K109 | Stock | 920,447 | $20,544,377 | dollars as filed | |
| TEXTAINER GROUP HOLDINGS LTD | G8766E109 | SHS | 662,441 | $20,542,295 | dollars as filed | |
| NOVAGOLD RESOURCES INC | 66987E206 | COM NEW | 3,434,866 | $20,540,499 | dollars as filed | |
| FIGS INC CLASS A | 30260D103 | COMMON STOCK | 3,051,098 | $20,533,890 | dollars as filed | |
| ACLARIS THERAPEUTICS INC COM | 00461U105 | Stock | 1,303,330 | $20,527,448 | dollars as filed | |
| MISTER CAR WASH INC | 60646V105 | COM | 2,220,665 | $20,496,738 | dollars as filed | |
| GRAY MEDIA INC | 389375106 | COMMON STOCK | 1,831,514 | $20,494,642 | dollars as filed | |
| PC CONNECTION INC | 69318J100 | COM | 436,515 | $20,472,554 | dollars as filed | |
| FULL TRUCK ALLIANCE CO LTD SPONSORED ADS | 35969L108 | ADR | 2,558,890 | $20,471,120 | dollars as filed | |
| ADICET BIO INC | 007002108 | COM | 2,284,586 | $20,424,199 | dollars as filed | |
| QUANTUMSCAPE CORP COM CL A | 74767V109 | Stock | 3,601,809 | $20,422,257 | dollars as filed | |
| ARTIVION INC | 228903100 | COM | 1,680,049 | $20,362,194 | dollars as filed | |
| SIMULATIONS PLUS INC | 829214105 | COM | 554,429 | $20,275,469 | dollars as filed | |
| GLOBALSTAR INC | 378973408 | COM | 15,238,583 | $20,267,315 | dollars as filed | |
| PEOPLES BANCORP INC | 709789101 | COM | 715,967 | $20,226,068 | dollars as filed | |
| FIRST BANCSHARES INC MISS | 318916103 | COM | 631,403 | $20,211,210 | dollars as filed | |
| ETSY INC | 29786AAN6 | NOTE 0.250% 6/1 | 23,400,000 | $20,157,600 | dollars as filed | principal |
| FASTLY INC | 31188V100 | CL A | 2,458,192 | $20,132,592 | dollars as filed | |
| UNIVEST FINANCIAL CORPORATIO | 915271100 | COM | 770,210 | $20,125,587 | dollars as filed | |
| 8X8 INC | 282914100 | COMMON STOCK | 4,655,590 | $20,112,149 | dollars as filed | |
| CARIBOU BIOSCIENCES INC COM | 142038108 | Stock | 3,198,893 | $20,089,048 | dollars as filed | |
| Heritage Commerce Corp | 426927109 | Common Stock | 1,544,521 | $20,078,773 | dollars as filed | |
| THRYV HLDGS INC | 886029206 | COM NEW | 1,055,772 | $20,059,668 | dollars as filed | |
| CRESCENT ENERGY COMPANY CL A COM | 44952J104 | Stock | 1,669,870 | $20,021,741 | dollars as filed | |
| CCC INTELLIGENT SOLUTIONS HLD COM | 12510Q100 | Stock | 2,298,509 | $19,997,028 | dollars as filed | |
| RYANAIR HOLDINGS PLC SPONSORED ADR | 783513203 | ADR | 266,265 | $19,905,971 | dollars as filed | |
| COMMUNITY TRUST BANCORP INC | 204149108 | COMMON STOCK | 428,207 | $19,855,205 | dollars as filed | |
| ATRION CORPORATION | 049904105 | COMMON STOCK | 35,423 | $19,817,397 | dollars as filed | |
| DATADOG INC | 23804LAB9 | NOTE 0.125% 6/1 | 18,063,000 | $19,772,860 | dollars as filed | principal |
| NICE LTD SPONSORED ADR | 653656108 | ADR | 102,723 | $19,753,633 | dollars as filed | |
| STERLING INFRASTRUCTURE INC COM | 859241101 | Stock | 600,463 | $19,695,186 | dollars as filed | |
| COREBRIDGE FINL INC COM | 21871X109 | Stock | 980,147 | $19,661,749 | dollars as filed | |
| AES CORP | 00130H204 | CONV | 192,473 | $19,657,267 | dollars as filed | |
| SIRIUSPOINT LTD | G8192H106 | COM | 3,324,070 | $19,612,013 | dollars as filed | |
| RADIUS GLOBAL INFRASTRUCTURE INC | 750481103 | COMMON STOCK | 1,658,754 | $19,606,472 | dollars as filed | |
| WAYFAIR INC | 94419LAM3 | NOTE 0.625%10/0 | 30,298,000 | $19,569,499 | dollars as filed | principal |
| CALAVO GROWERS INC | 128246105 | COM | 664,817 | $19,545,620 | dollars as filed | |
| SAUL CTRS INC COM | 804395101 | REIT | 479,781 | $19,517,491 | dollars as filed | |
| SPLUNK INC | 848637AD6 | BOND | 20,551,000 | $19,496,745 | dollars as filed | principal |
| MRC GLOBAL INC | 55345K103 | COM | 1,683,247 | $19,492,000 | dollars as filed | |
| COUPA SOFTWARE INC | 22266LAC0 | NOTE 0.125% 6/1 | 20,093,000 | $19,440,152 | dollars as filed | principal |
| COINBASE GLOBAL INC | 19260QAB3 | NOTE 0.500% 6/0 | 33,850,000 | $19,426,815 | dollars as filed | principal |
| ZETA GLOBAL HOLDINGS CORP CL A | 98956A105 | Stock | 2,373,625 | $19,392,516 | dollars as filed | |
| BIOLIFE SOLUTIONS INC COM NEW | 09062W204 | Stock | 1,057,341 | $19,243,606 | dollars as filed | |
| ISHARES TR | 464288257 | MSCI ACWI ETF | 225,988 | $19,181,861 | dollars as filed | |
| MOVADO GROUP INC COM | 624580106 | Stock | 593,953 | $19,154,984 | dollars as filed | |
| JAMF HLDG CORP COM | 47074L105 | Stock | 898,597 | $19,140,116 | dollars as filed | |
| INVESCO MORTGAGE CAPITAL INC COM | 46131B704 | REIT | 1,503,389 | $19,138,142 | dollars as filed | |
| ADAPTIVE BIOTECHNOLOGIES CORP COM | 00650F109 | Stock | 2,501,453 | $19,111,101 | dollars as filed | |
| CARA THERAPEUTICS INC | 140755109 | COM | 1,776,723 | $19,082,005 | dollars as filed | |
| ALTUS POWER INC | 02217A102 | COM CL A | 2,917,912 | $19,024,786 | dollars as filed | |
| HALOZYME THERAPEUTICS INC | 40637HAD1 | NOTE 0.250% 3/0 | 19,545,000 | $19,021,873 | dollars as filed | principal |
| BARRETT BUSINESS SVCS INC | 068463108 | COM | 203,734 | $19,004,308 | dollars as filed | |
| ACV AUCTIONS INC | 00091G104 | COM CL A | 2,314,129 | $18,998,999 | dollars as filed | |
| SAREPTA THERAPEUTICS INC | 803607AB6 | DBCV 1.500%11/1 | 10,155,000 | $18,954,792 | dollars as filed | principal |
| DHT HOLDINGS INC | Y2065G121 | SHS NEW | 2,132,972 | $18,940,791 | dollars as filed | |
| DUCK CREEK TECHNOLOGIES INC | 264120106 | SHS | 1,570,505 | $18,924,585 | dollars as filed | |
| HAVERTY FURNITURE COS INC COM | 419596101 | Stock | 632,061 | $18,898,624 | dollars as filed | |
| PROTERRA INC | 74374T109 | COM | 5,007,844 | $18,879,572 | dollars as filed | |
| COLUMBUS MCKINNON CORP NY | 199333105 | COMMON STOCK | 581,242 | $18,872,928 | dollars as filed | |
| INOGEN INC | 45780L104 | COM | 957,300 | $18,868,383 | dollars as filed | |
| HIMS & HERS HEALTH INC | 433000106 | COM CL A | 2,942,639 | $18,862,316 | dollars as filed | |
| GRAFTECH INTL LTD | 384313508 | COM | 3,957,304 | $18,836,767 | dollars as filed | |
| COMPASS DIVERSIFIED HOLDINGS | 20451Q104 | COMMON STOCK | 1,032,618 | $18,824,626 | dollars as filed | |
| SNAP INC | 83304AAF3 | NOTE 5/0 | 27,018,000 | $18,820,222 | dollars as filed | principal |
| MOMENTIVE GLOBAL INC | 60878Y108 | COM | 2,685,565 | $18,798,955 | dollars as filed | |
| DRAFTKINGS INC NEW | 26142RAB0 | CNV | 30,300,000 | $18,763,955 | dollars as filed | principal |
| PARAGON 28 INC | 69913P105 | COM | 980,363 | $18,734,737 | dollars as filed | |
| TELADOC HEALTH INC | 87918AAF2 | NOTE 1.250% 6/0 | 24,191,000 | $18,673,623 | dollars as filed | principal |
| SOLAREDGE TECHNOLOGIES INC | 83417MAD6 | NOTE 9/1 | 14,990,000 | $18,642,855 | dollars as filed | principal |
| SPDR Portfolio S&P 600 Small Cap ETF | 78468R853 | SHS | 504,166 | $18,639,017 | dollars as filed | |
| POSHMARK INC | 73739W104 | COM CL A | 1,042,209 | $18,634,697 | dollars as filed | |
| BANCOLOMBIA S A | 05968L102 | SPON ADR PREF | 638,305 | $18,634,231 | dollars as filed | |
| PURSUIT ATTRACTIONS AND HOSP | 92552R406 | COM | 763,028 | $18,610,253 | dollars as filed | |
| COLUMBIA FINANCIAL INC | 197641103 | COMMON STOCK | 860,384 | $18,601,502 | dollars as filed | |
| C3 AI INC | 12468P104 | CL A | 1,661,969 | $18,597,433 | dollars as filed | |
| ENVIRI CORP | 415864107 | COM | 2,955,731 | $18,591,548 | dollars as filed | |
| ATLANTICA YIELD PLC | G0751N103 | SHS | 717,488 | $18,582,939 | dollars as filed | |
| Shopify Inc | 82509LAA5 | Convertible bond | 21,766,000 | $18,526,730 | dollars as filed | principal |
| NCL CORP LTD | 62886HBD2 | BOND | 26,875,000 | $18,516,465 | dollars as filed | principal |
| INSTEEL INDS INC | 45774W108 | COM | 672,791 | $18,515,208 | dollars as filed | |
| CASS INFORMATION SYSTEMS INC | 14808P109 | COMMON STOCK | 402,726 | $18,452,905 | dollars as filed | |
| V2X INC | 92242T101 | COM | 445,918 | $18,411,954 | dollars as filed | |
| HILLMAN SOLUTIONS CORP | 431636109 | COM | 2,545,109 | $18,350,236 | dollars as filed | |
| FORGEROCK INC | 34631B101 | CL A | 805,154 | $18,333,357 | dollars as filed | |
| KBR INC | 48242WAB2 | BOND | 8,663,000 | $18,296,517 | dollars as filed | principal |
| SPLUNK INC | 848637AC8 | NOTE 0.500% 9/1 | 18,898,000 | $18,233,355 | dollars as filed | principal |
| GLOBAL MED REIT INC | 37954A204 | COM NEW | 1,873,345 | $18,148,814 | dollars as filed | |
| RESOLUTE FOREST PRODUCTS | 76117W109 | COMMON STOCK | 838,793 | $18,109,541 | dollars as filed | |
| Ventyx Biosciences Inc | 92332V107 | Common Stock | 552,006 | $18,100,277 | dollars as filed | |
| TREACE MED CONCEPTS INC | 89455T109 | COM | 787,174 | $18,097,130 | dollars as filed | |
| SUMO LOGIC INC | 86646P103 | COM | 2,226,492 | $18,034,585 | dollars as filed | |
| ANI PHARMACEUTICALS INC | 00182C103 | COM | 447,987 | $18,022,517 | dollars as filed | |
| BIONTECH SE SPONSORED ADS | 09075V102 | ADR | 119,853 | $18,004,318 | dollars as filed | |
| PAYCOR HCM INC | 70435P102 | COM | 734,809 | $17,980,776 | dollars as filed | |
| ORTHOFIX MED INC | 68752M108 | COM | 875,097 | $17,965,741 | dollars as filed | |
| ATN INTERNATIONAL INC | 00215F107 | COMMON STOCK | 394,658 | $17,964,527 | dollars as filed | |
| CRA INTL INC | 12618T105 | COM | 146,674 | $17,957,298 | dollars as filed | |
| AMERICAS CAR-MART INC | 03062T105 | COM | 247,423 | $17,878,786 | dollars as filed | |
| BEYOND MEAT INC | 08862E109 | COM | 1,448,796 | $17,834,679 | dollars as filed | |
| FIRST FINANCIAL CORP | 320218100 | COMMON STOCK | 386,439 | $17,807,109 | dollars as filed | |
| LIBERTY MEDIA CORP DELAWARE | 531229870 | COM SER A FRMLA | 333,174 | $17,801,487 | dollars as filed | |
| SEABOARD CORP DEL | 811543107 | COM | 4,712 | $17,788,790 | dollars as filed | |
| SHOE STA GROUP INC | 824889109 | COM | 743,066 | $17,766,708 | dollars as filed | |
| COUPANG INC | 22266T109 | CL A | 1,206,257 | $17,744,040 | dollars as filed | |
| RUTHS HOSPITALITY GROUP INC | 783332109 | COM | 1,141,563 | $17,671,395 | dollars as filed | |
| MIDLAND STATES BANCORP INC | 597742105 | COMMON STOCK | 662,638 | $17,639,424 | dollars as filed | |
| AGILITI INC | 00848J104 | COMMON STOCK | 1,080,550 | $17,623,771 | dollars as filed | |
| NISOURCE INC | 65473P121 | CONV | 169,822 | $17,615,636 | dollars as filed | |
| WHITESTONE REIT | 966084204 | COM | 1,824,594 | $17,589,086 | dollars as filed | |
| QURATE RETAIL INC | 74915M100 | COM SER A | 10,781,773 | $17,574,290 | dollars as filed | |
| NATIONAL PRESTO INDS INC | 637215104 | COMMON STOCK | 256,575 | $17,565,125 | dollars as filed | |
| CHUY'S HOLDINGS INC | 171604101 | COMMON STOCK | 619,613 | $17,535,048 | dollars as filed | |
| SELECT WATER SOLUTIONS INC | 81617J301 | CL A COM | 1,893,551 | $17,496,411 | dollars as filed | |
| CIRCOR INTL INC | 17273K109 | COM | 729,777 | $17,485,457 | dollars as filed | |
| PLANET LABS PBC | 72703X106 | COM CL A | 4,019,309 | $17,483,994 | dollars as filed | |
| AMC NETWORKS INC | 00164V103 | CL A | 1,113,884 | $17,454,562 | dollars as filed | |
| ENDEAVOR GROUP HLDGS INC | 29260Y109 | CL A COM | 773,326 | $17,430,768 | dollars as filed | |
| ARGO GROUP INTERNATIONAL | G0464B107 | COMMON STOCK | 672,854 | $17,393,276 | dollars as filed | |
| CONDUENT INC | 206787103 | COM | 4,290,900 | $17,378,145 | dollars as filed | |
| SFL CORP LTD | G7738W106 | COMMON STOCK | 1,879,828 | $17,332,014 | dollars as filed | |
| DOUGLAS DYNAMICS INC | 25960R105 | COM | 479,156 | $17,326,281 | dollars as filed | |
| GUARDANT HEALTH INC | 40131MAB5 | NOTE 11/1 | 27,575,000 | $17,298,157 | dollars as filed | principal |
| Surmodics Inc | 868873100 | Common Stock | 505,912 | $17,261,717 | dollars as filed | |
| META MATERIALS INC | 59134N104 | COM | 14,491,015 | $17,244,308 | dollars as filed | |
| ILLUMINA INC | 452327AK5 | NOTE 8/1 | 17,803,000 | $17,242,008 | dollars as filed | principal |
| EXACT SCIENCES CORP | 30063PAB1 | NOTE 0.375% 3/1 | 20,800,000 | $17,223,785 | dollars as filed | principal |
| OAK STR HEALTH INC | 67181AAB3 | BOND | 22,600,000 | $17,172,547 | dollars as filed | principal |
| TITAN MACHY INC | 88830R101 | COM | 432,120 | $17,168,128 | dollars as filed | |
| GATES INDL CORP PLC | G39108108 | ORD SHS | 1,503,876 | $17,159,225 | dollars as filed | |
| BILIBILI INC | 090040AD8 | NOTE 1.250% 6/1 | 17,282,000 | $17,145,559 | dollars as filed | principal |
| IMAGO BIOSCIENCES INC | 45250K107 | COM | 476,648 | $17,135,496 | dollars as filed | |
| GLADSTONE COMMERCIAL CORP | 376536108 | COM | 924,037 | $17,094,685 | dollars as filed | |
| Vanguard S&P 500 ETF | 922908363 | COM | 48,584 | $17,069,503 | dollars as filed | |
| JELD-WEN HLDG INC | 47580P103 | COM | 1,763,123 | $17,014,137 | dollars as filed | |
| ECHOSTAR CORP | 278768106 | CL A | 1,020,026 | $17,014,034 | dollars as filed | |
| AMERICAN WELL CORP | 03044L105 | CL A | 6,000,258 | $16,980,730 | dollars as filed | |
| THE SHYFT GROUP | 825698103 | COMMON STOCK | 679,426 | $16,890,530 | dollars as filed | |
| HORIZON BANCORP IND | 440407104 | COM | 1,113,882 | $16,797,341 | dollars as filed | |
| ERASCA INC COM | 29479A108 | Stock | 3,890,547 | $16,768,258 | dollars as filed | |
| SNAP INC | 83304AAB2 | NOTE 0.75% 08/01/2026 | 19,674,000 | $16,754,995 | dollars as filed | principal |
| UNITED STATES STL CORP | 912909AT5 | NOTE 5.000%11/0 | 8,361,000 | $16,724,336 | dollars as filed | principal |
| LSB INDS INC | 502160104 | COM | 1,256,671 | $16,713,724 | dollars as filed | |
| HARBORONE BANCORP INC NEW | 41165Y100 | COM NEW | 1,195,037 | $16,694,415 | dollars as filed | |
| TRUBRIDGE INC | 205306103 | COM | 612,944 | $16,684,336 | dollars as filed | |
| ENPHASE ENERGY INC | 29355AAH0 | NOTE 3/0 | 14,750,000 | $16,665,637 | dollars as filed | principal |
| CORSAIR GAMING INC | 22041X102 | COM | 1,228,002 | $16,663,987 | dollars as filed | |
| ENPHASE ENERGY INC | 29355AAK3 | NOTE 3/0 | 14,155,000 | $16,645,232 | dollars as filed | principal |
| FRANCHISE GROUP INC | 35180X105 | COM | 680,231 | $16,624,071 | dollars as filed | |
| ONESPAN INC | 68287N100 | COM | 1,485,128 | $16,618,582 | dollars as filed | |
| DXP ENTERPRISES INC | 233377407 | COM NEW | 602,447 | $16,597,415 | dollars as filed | |
| NEKTAR THERAPEUTICS | 640268108 | COM | 7,335,587 | $16,578,427 | dollars as filed | |
| LIQUIDIA CORPORATION COM NEW | 53635D202 | Stock | 2,600,533 | $16,565,395 | dollars as filed | |
| Shift4 Payments Inc | 82452JAB5 | Convertible bond | 16,687,000 | $16,556,224 | dollars as filed | principal |
| SKINHEALTH SYSTEMS INC | 88331L108 | COM CL A | 1,818,765 | $16,550,762 | dollars as filed | |
| SP PLUS CORP | 78469C103 | COM | 476,548 | $16,545,747 | dollars as filed | |
| PELOTON INTERACTIVE INC | 70614WAB6 | NOTE 2/1 | 23,400,000 | $16,541,012 | dollars as filed | principal |
| CHEGG INC | 163092AD1 | NOTE 0.125% 3/1 | 18,013,000 | $16,516,793 | dollars as filed | principal |
| INTERNATIONAL MONEY EXPRESS | 46005L101 | COM | 677,164 | $16,502,487 | dollars as filed | |
| AMERANT BANCORP INC | 023576101 | COMMON STOCK | 614,619 | $16,496,374 | dollars as filed | |
| PEAPACK GLADSTONE FINL CORP | 704699107 | COMMON STOCK | 442,601 | $16,473,609 | dollars as filed | |
| PETMED EXPRESS INC | 716382106 | COM | 930,634 | $16,472,222 | dollars as filed | |
| PROVENTION BIO INC | 74374N102 | COM | 1,558,238 | $16,470,576 | dollars as filed | |
| FIVE9 INC | 338307AD3 | NOTE 0.500% 6/0 | 17,833,000 | $16,370,975 | dollars as filed | principal |
| METROPOLITAN BANK HOLDING CO | 591774104 | COMMON STOCK | 278,672 | $16,349,686 | dollars as filed | |
| U HAUL HOLDING COMPANY | 023586100 | COM | 269,928 | $16,246,966 | dollars as filed | |
| CONFLUENT INC | 20717MAB9 | NOTE 1/1 | 21,275,000 | $16,194,530 | dollars as filed | principal |
| LYFT INC | 55087PAB0 | NOTE 1.500% 5/1 | 18,325,000 | $16,158,459 | dollars as filed | principal |
| NIO INC | 62914VAE6 | NOTE 2/0 | 18,550,000 | $16,147,765 | dollars as filed | principal |
| DOCUSIGN INC | 256163AD8 | NOTE 1/1 | 17,107,000 | $16,115,912 | dollars as filed | principal |
| PROFRAC HLDG CORP | 74319N100 | CLASS A COM | 639,288 | $16,110,058 | dollars as filed | |
| ZUORA INC | 98983V106 | COMMON STOCK | 2,529,643 | $16,088,529 | dollars as filed | |
| OPTIMUM COMMUNICATIONS INC | 02156K103 | CL A | 3,496,895 | $16,085,717 | dollars as filed | |
| THERAVANCE BIOPHARMA INC | G8807B106 | COM | 1,432,919 | $16,077,351 | dollars as filed | |
| ISHARES TR | 46435G672 | CORE INTL AGGR | 337,562 | $16,051,073 | dollars as filed | |
| GERDAU SA SPON ADR REP PFD | 373737105 | ADR | 2,887,231 | $16,039,901 | dollars as filed | |
| iShares MSCI Japan ETF | 46434G822 | SHS | 294,550 | $16,035,302 | dollars as filed | |
| AARONS CO INC | 00258W108 | COM | 1,328,960 | $16,025,224 | dollars as filed | |
| ZUMIEZ INC | 989817101 | COMMON STOCK | 736,405 | $16,009,445 | dollars as filed | |
| SILICON LABORATORIES INC | 826919AD4 | NOTE 0.625% 6/1 | 12,759,000 | $15,989,548 | dollars as filed | principal |
| CNA FINL CORP | 126117100 | COM | 378,159 | $15,988,563 | dollars as filed | |
| ETSY INC | 29786AAL0 | NOTE 0.125% 9/0 | 15,925,000 | $15,985,900 | dollars as filed | principal |
| AMERICAN ELEC PWR CO INC | 02557T307 | UNIT 08/15/2023 | 310,000 | $15,977,400 | dollars as filed | |
| NIKOLA CORP | 654110105 | COM | 7,396,180 | $15,975,749 | dollars as filed | |
| GREAT SOUTHERN BANCORP INC | 390905107 | COMMON STOCK | 266,097 | $15,936,316 | dollars as filed | |
| NANO DIMENSION LTD | 63008G203 | SPONSORD ADS NEW | 6,912,277 | $15,898,237 | dollars as filed | |
| KRISPY KREME INC | 50101L106 | COMMON STOCK | 1,540,135 | $15,894,193 | dollars as filed | |
| REPAY HLDGS CORP | 76029L100 | COM CL A | 1,973,821 | $15,889,259 | dollars as filed | |
| BIOMARIN PHARMACEUTICAL INC | 09061GAK7 | NOTE 1.250% 5/1 | 14,716,000 | $15,885,150 | dollars as filed | principal |
| HERSHA HOSPITALITY TR | 427825500 | PR SHS BEN INT | 1,748,058 | $15,850,688 | dollars as filed | |
| DMC GLOBAL INC | 23291C103 | COM | 812,294 | $15,790,995 | dollars as filed | |
| ARKO CORP | 041242108 | COMMON STOCK | 1,821,040 | $15,770,206 | dollars as filed | |
| OPEN LENDING CORP | 68373J104 | COM | 2,330,319 | $15,729,653 | dollars as filed | |
| DUCOMMUN INC DEL | 264147109 | COM | 314,827 | $15,728,757 | dollars as filed | |
| DROPBOX INC | 26210CAD6 | NOTE 3/0 | 17,580,000 | $15,710,885 | dollars as filed | principal |
| PAYA HOLDINGS INC | 70434P103 | COM CL A | 1,996,243 | $15,710,432 | dollars as filed | |
| EZCORP INC | 302301106 | CL A NON VTG | 1,918,572 | $15,636,362 | dollars as filed | |
| GOLDEN OCEAN GROUP LTD | G39637205 | SHS NEW | 1,798,106 | $15,625,541 | dollars as filed | |
| NAPCO SEC TECHNOLOGIES INC COM | 630402105 | Stock | 568,298 | $15,616,829 | dollars as filed | |
| RCI HOSPITALITY HOLDINGS INC | 74934Q108 | COMMON STOCK | 167,478 | $15,607,275 | dollars as filed | |
| ZILLOW GROUP INC | 98954MAE1 | NOTE 0.750% 9/0 | 15,025,000 | $15,599,193 | dollars as filed | principal |
| N-ABLE INC COMMON STOCK | 62878D100 | Stock | 1,517,100 | $15,595,788 | dollars as filed | |
| ENNIS INC COM | 293389102 | Stock | 702,413 | $15,565,472 | dollars as filed | |
| GITLAB INC CLASS A COM | 37637K108 | Stock | 342,441 | $15,560,519 | dollars as filed | |
| XPERI INC | 98423J101 | COMMON STOCK | 1,805,558 | $15,545,854 | dollars as filed | |
| WINMARK CORP | 974250102 | COM | 65,890 | $15,538,839 | dollars as filed | |
| FORRESTER RESH INC | 346563109 | COM | 433,814 | $15,513,189 | dollars as filed | |
| UPSTARTHLDGSINC | 91680M107 | STOK | 1,171,948 | $15,493,153 | dollars as filed | |
| AMERICA MOVIL SA DE CV-ADR | 02364W105 | SPON ADR L SHS | 847,077 | $15,416,801 | dollars as filed | |
| IHEARTMEDIA INC CLASS A | 45174J509 | COMMON STOCK | 2,494,167 | $15,289,244 | dollars as filed | |
| OLD SECOND BANCORP INC | 680277100 | COMMON STOCK | 952,871 | $15,284,051 | dollars as filed | |
| CAMDEN NATIONAL CORP | 133034108 | COMMON STOCK | 366,397 | $15,275,091 | dollars as filed | |
| CERUS CORP | 157085101 | COM | 4,179,301 | $15,254,449 | dollars as filed | |
| H World Group Ltd | 44332NAB2 | Convertible bond | 12,347,000 | $15,250,486 | dollars as filed | principal |
| CRYOPORT INC COM PAR $0.001 | 229050307 | Stock | 878,504 | $15,242,044 | dollars as filed | |
| BYLINE BANCORP INC | 124411109 | COM | 663,255 | $15,234,967 | dollars as filed | |
| BIONANO GENOMICS INC | 09075F107 | COM | 10,424,912 | $15,220,372 | dollars as filed | |
| YEXT INC | 98585N106 | COM | 2,330,576 | $15,218,661 | dollars as filed | |
| SPDR SERIES TRUST | 78464A607 | ST STR DOW REIT | 173,837 | $15,149,895 | dollars as filed | |
| ENERGY FUELS INC | 292671708 | COM NEW | 2,436,240 | $15,129,050 | dollars as filed | |
| AGNT INC | 30212W100 | COM | 1,358,882 | $15,056,413 | dollars as filed | |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 116,106 | $14,996,251 | dollars as filed | |
| SUTRO BIOPHARMA INC | 869367102 | COM | 1,851,285 | $14,958,383 | dollars as filed | |
| ORTHOPEDIATRICS CORP | 68752L100 | COMMON STOCK | 375,273 | $14,909,596 | dollars as filed | |
| PEBBLEBROOK HOTEL TR | 70509VAA8 | NOTE 1.750%12/1 | 18,000,000 | $14,876,971 | dollars as filed | principal |
| FRONTIER GROUP HLDGS INC COM | 35909R108 | Stock | 1,448,242 | $14,873,445 | dollars as filed | |
| KEARNY FINL CORP MD | 48716P108 | COM | 1,464,717 | $14,866,878 | dollars as filed | |
| AMPLITUDE INC COM CL A | 03213A104 | Stock | 1,221,920 | $14,760,794 | dollars as filed | |
| CHASE CORP | 16150R104 | COM | 170,879 | $14,740,023 | dollars as filed | |
| iShares Floating Rate Bond ETF | 46429B655 | SHS | 292,717 | $14,732,447 | dollars as filed | |
| YORK WATER CO | 987184108 | COMMON STOCK | 324,824 | $14,675,187 | dollars as filed | |
| SQUARESPACE INC | 85225A107 | CLASS A | 661,529 | $14,666,098 | dollars as filed | |
| SHOPIFY INC | 82509L107 | CL A SUB VTG SHS | 422,477 | $14,664,177 | dollars as filed | |
| BENTLEY SYS INC | 08265TAB5 | NOTE 0.125% 1/1 | 16,060,000 | $14,649,887 | dollars as filed | principal |
| Viewra, Inc | 92672L107 | COM | 3,267,144 | $14,636,805 | dollars as filed | |
| Flushing Financial Corp | 343873105 | Common Stock | 755,239 | $14,636,532 | dollars as filed | |
| FIRST ADVANTAGE CORP NEW | 31846B108 | COM | 1,125,208 | $14,627,704 | dollars as filed | |
| PAR TECHNOLOGY CORP | 698884103 | COM | 559,448 | $14,584,809 | dollars as filed | |
| PURE STORAGE INC | 74624MAB8 | NOTE 0.125% 4/1 | 13,508,000 | $14,572,328 | dollars as filed | principal |
| Dropbox Inc | 26210CAC8 | Convertible bond | 15,975,000 | $14,481,359 | dollars as filed | principal |
| BURLINGTON STORES INC | 122017AB2 | NOTE 2.250% 4/1 | 12,490,000 | $14,456,929 | dollars as filed | principal |
| C4 THERAPEUTICS INC | 12529R107 | COM STK | 2,447,597 | $14,440,822 | dollars as filed | |
| IONIS PHARMACEUTICALS INC | 462222AD2 | NOTE 4/0 | 15,575,000 | $14,428,057 | dollars as filed | principal |
| WARNER MUSIC GROUP CORP | 934550203 | COM CL A | 411,883 | $14,424,143 | dollars as filed | |
| ARES COML REAL ESTATE CORP | 04013V108 | COM | 1,356,459 | $14,416,554 | dollars as filed | |
| ERMENEGILDO ZEGNA NV | N30577105 | COMMON STOCK | 1,374,146 | $14,387,309 | dollars as filed | |
| HEALTH CATALYST INC | 42225T107 | COM | 1,350,760 | $14,358,579 | dollars as filed | |
| VIMEO INC | 92719V100 | COMMON STOCK | 4,184,222 | $14,351,881 | dollars as filed | |
| TUSIMPLE HLDGS INC | 90089L108 | CL A | 8,727,058 | $14,312,375 | dollars as filed | |
| CYBERARK SOFTWARE LTD | 23248VAB1 | NOTE 11/1 | 13,457,000 | $14,276,905 | dollars as filed | principal |
| OLYMPIC STEEL INC COM | 68162K106 | Stock | 424,834 | $14,265,926 | dollars as filed | |
| BLINK CHARGING CO | 09354A100 | COM | 1,300,066 | $14,261,724 | dollars as filed | |
| CANADIAN SOLAR INC | 136635109 | COM | 460,741 | $14,236,897 | dollars as filed | |
| MAXEON SOLAR TECHNOLOGIES LT | Y58473102 | SHS | 886,290 | $14,233,817 | dollars as filed | |
| KIMBALL ELECTRONICS INC | 49428J109 | COMMON STOCK | 627,954 | $14,185,481 | dollars as filed | |
| JANUS INTERNATIONAL GROUP IN | 47103N106 | COMMON STOCK | 1,487,059 | $14,156,802 | dollars as filed | |
| BALLARD PWR SYS INC NEW COM | 058586108 | Stock | 2,955,474 | $14,156,720 | dollars as filed | |
| COPA HOLDINGS SA | 21720AAB8 | BOND | 8,250,000 | $14,136,900 | dollars as filed | principal |
| LIVE NATION ENTERTAINMENT IN | 538034AQ2 | NOTE 2.500% 3/1 | 13,120,000 | $14,109,750 | dollars as filed | principal |
| NATIONAL WESTN LIFE GROUP IN | 638517102 | CL A | 50,207 | $14,108,167 | dollars as filed | |
| INDEPENDENT BK CORP MICH | 453838609 | COM NEW | 588,580 | $14,078,834 | dollars as filed | |
| SINCLAIR BROADCAST GROUP INC | 829226109 | CL A | 907,227 | $14,071,091 | dollars as filed | |
| FLEX LNG LTD | G35947202 | SHS | 430,036 | $14,057,877 | dollars as filed | |
| IQIYI INC | 46267XAE8 | NOTE 4.000%12/1 | 22,875,000 | $14,046,674 | dollars as filed | |
| CENTRAL GARDEN PET CO | 153527106 | COMMON STOCK | 374,567 | $14,027,534 | dollars as filed | |
| ABB LTD-ADR | 000375204 | SPONSORED ADR | 457,653 | $13,940,110 | dollars as filed | |
| BORR DRILLING LTD | G1466R173 | COMMON STOCK | 2,803,107 | $13,931,442 | dollars as filed | |
| ISHARES TR | 464288612 | INTRM GOV CR ETF | 135,911 | $13,925,441 | dollars as filed | |
| THERMON GROUP HLDGS INC | 88362T103 | COM | 691,170 | $13,878,694 | dollars as filed | |
| IMAX CORP | 45245E109 | COM | 945,168 | $13,856,163 | dollars as filed | |
| PETCO HEALTH AND WELLNESS CO | 71601V105 | COM | 1,460,567 | $13,846,175 | dollars as filed | |
| ARGAN INC | 04010E109 | COM | 374,629 | $13,816,318 | dollars as filed | |
| LIONS GATE ENTMNT CORP | 535919500 | CL B NON VTG | 2,535,907 | $13,769,975 | dollars as filed | |
| BILIBILI INC SPONS ADS REP Z | 090040106 | ADR | 579,927 | $13,738,471 | dollars as filed | |
| XPLR INFRASTRUCTURE LP | 65341B106 | COM UNIT PART IN | 195,902 | $13,730,771 | dollars as filed | |
| HUBSPOT INC | 443573AD2 | NOTE 0.375% 6/0 | 11,091,000 | $13,725,391 | dollars as filed | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AU8 | NOTE 0.125%11/1 | 12,842,000 | $13,723,728 | dollars as filed | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000093751-23-000476 | superseded | 2023-02-14 | acceptance time not in the bulk data set | |
| 13F-HR 0000093751-23-000567 | this filing | 2023-05-15 | acceptance time not in the bulk data set | |
| 13F-HR/A 0000093751-23-000581 | base | 2023-05-15 | acceptance time not in the bulk data set |