The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
10X CAPITAL VENTURE ACQ III | *W EXP 06/30/202 | G87077114 | 10,600 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
26 CAPITAL ACQUISITION CORP | *W EXP 12/31/202 | 90138P118 | 2,070 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
7 ACQUISITION CORPORATION | *W EXP 11/05/202 | G80694113 | 13,980 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
7 ACQUISITION CORPORATION | SHS CL A | G80694105 | 2,088,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
7GC & CO HOLDINGS INC | *W EXP 12/28/202 | 81786A115 | 5,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
8X8 INC NEW | NOTE 4.000% 2/0 | 282914AE0 | 10,699,069 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 32,108,927 | 34,804,000 | PRN | SOLE | 34,804,000 | 0 | 0 | ||
ACHARI VENTURES HLDGS CORP I | *W EXP 01/01/202 | 00444X119 | 12,620 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ACROPOLIS INFRASTRUCTURE ACQ | *W EXP 03/30/202 | 005029111 | 5,700 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
ACROPOLIS INFRASTRUCTURE ACQ | CL A | 005029103 | 1,013,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 1,407,699 | 16,447 | SH | SOLE | 16,447 | 0 | 0 | ||
ADIT EDTECH ACQUISITION CORP | *W EXP 99/99/999 | 007024110 | 3,000 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
ADS TEC ENERGY PLC | *W EXP 12/22/202 | G0085J109 | 3,094 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
ADTHEORENT HOLDING COMPANY | *W EXP 12/26/202 | 00739D117 | 4,000 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
AEYE INC | *W EXP 09/30/202 | 008183113 | 3,824 | 74,249 | SH | SOLE | 74,249 | 0 | 0 | ||
AIRBNB INC | NOTE 3/1 | 009066AB7 | 11,411,769 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
ALLEGO N V | *W EXP 03/16/202 | N0796A118 | 14,099 | 56,965 | SH | SOLE | 56,965 | 0 | 0 | ||
ALPHA TAU MEDICAL LTD | *W EXP 03/07/202 | M0740A116 | 49,005 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
ALSP ORCHID ACQUISITION CORP | *W EXP 11/30/202 | G0231L123 | 1,250 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 60,201,974 | 38,500,000 | PRN | SOLE | 38,500,000 | 0 | 0 | ||
ALTC ACQUISITION CORP | COM CL A | 02156V109 | 1,431,069 | 140,992 | SH | SOLE | 140,992 | 0 | 0 | ||
ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 53,419,571 | 56,991,000 | PRN | SOLE | 56,991,000 | 0 | 0 | ||
ALTITUDE ACQUISITION CORP | *W EXP 11/30/202 | 02156Y111 | 2,560 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ALVARIUM TIEDEMANN HLDNGS IN | *W EXP 01/03/202 | 02237A116 | 96,950 | 83,333 | SH | SOLE | 83,333 | 0 | 0 | ||
AMBIPAR EMERGENCY RESPONSE | *W EXP 99/99/999 | G02532110 | 48,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
ANDRETTI ACQUISITION CORP | *W EXP 99/99/999 | G26735129 | 7,180 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ANDRETTI ACQUISITION CORP | CL A ORD SHS | G26735103 | 2,102,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ANGHAMI INC | *W EXP 02/03/202 | G0369L119 | 15,540 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ANTHEMIS DIGITAL ACQUISITION | *W EXP 11/01/202 | G03959114 | 8,875 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
ANTHEMIS DIGITAL ACQUISITION | CLASS A ORD | G03959106 | 5,225,000 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
ANZU SPECIAL ACQUISITIN CORP | *W EXP 01/27/202 | 03737A119 | 1,880 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
AP ACQUISITION CORP | *W EXP 12/07/202 | G04058114 | 3,882 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
AP ACQUISITION CORP | CL A ORD SHS | G04058106 | 738,500 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
APOLLO STRATEGIC GRWT CPTL I | *W EXP 02/12/202 | G0412A128 | 3,904 | 39,999 | SH | SOLE | 39,999 | 0 | 0 | ||
APOLLO STRATEGIC GRWT CPTL I | SHS CL A | G0412A102 | 2,050,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
APPRECIATE HOLDINGS INC | *W EXP 11/29/202 | 03832J114 | 1,758 | 83,333 | SH | SOLE | 83,333 | 0 | 0 | ||
APX ACQUISITION CORP I | *W EXP 11/30/202 | G0440J125 | 4,350 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
ARES ACQUISITION CORPORATION | *W EXP 02/02/202 | G33032122 | 70,400 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
ARROWROOT ACQUISITION CORP | *W EXP 03/02/202 | 04282M110 | 6,005 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ARTEMIS STRATEGIC INVT CORP | *W EXP 09/30/202 | 04303A111 | 44,250 | 737,500 | SH | SOLE | 737,500 | 0 | 0 | ||
ARTEMIS STRATEGIC INVT CORP | COM CL A | 04303A103 | 15,251,353 | 1,475,000 | SH | SOLE | 1,475,000 | 0 | 0 | ||
ARYA SCIENCES ACQU CORP IV | CL A | G31659108 | 3,105,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
ARYA SCIENCES ACQUISITN CORP | CLASS A ORD SHS | G31658100 | 1,285,911 | 125,700 | SH | SOLE | 125,700 | 0 | 0 | ||
ATHENA CONSUMER ACQ CORP | *W EXP 07/31/202 | 04684M114 | 7,350 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ATI INC | NOTE 3.500% 6/1 | 01741RAK8 | 50,798,905 | 19,500,000 | PRN | SOLE | 19,500,000 | 0 | 0 | ||
ATI PHYSICAL THERAPY INC | *W EXP 08/10/202 | 00216W117 | 825 | 31,500 | SH | SOLE | 31,500 | 0 | 0 | ||
ATLANTIC COASTAL ACQUISTN CO | CLASS A COM | 048453104 | 8,096,000 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
ATLANTIC COASTAL AQSTN CORP | *W EXP 01/13/202 | 04845A116 | 13,960 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ATLANTIC COASTAL AQSTN CORP | CLASS A COM | 04845A108 | 4,152,000 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
AVALON ACQUISITION INC | *W EXP 12/31/202 | 05338E119 | 27,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
AVALON ACQUISITION INC | CLASS A COM | 05338E101 | 4,172,000 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 | 2,333,125 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
BANNER ACQUISITION CORP | *W EXP 09/07/202 | 06654K119 | 29,700 | 742,500 | SH | SOLE | 742,500 | 0 | 0 | ||
BANNER ACQUISITION CORP | CLASS A COM | 06654K101 | 15,206,400 | 1,485,000 | SH | SOLE | 1,485,000 | 0 | 0 | ||
BATTERY FUTURE ACQUISITION C | *W EXP 99/99/999 | G0888J124 | 7,500 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
BATTERY FUTURE ACQUISITION C | CL A ORD SHS | G0888J108 | 1,566,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
BEARD ENERGY TRANSITION ACQ | *W EXP 99/99/999 | 07402Q119 | 4,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
BEARD ENERGY TRANSITION ACQ | CL A COM | 07402Q101 | 2,073,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 9,361,927 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
BERKSHIRE GREY INC | *W EXP 07/21/202 | 084656115 | 11,017 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 3,323,583 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
BIGBEAR AI HLDGS INC | *W EXP 12/08/202 | 08975B117 | 54,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 11,538,413 | 15,020,000 | PRN | SOLE | 15,020,000 | 0 | 0 | ||
BIOPLUS ACQUISITION CORP | *W EXP 12/02/202 | G11217125 | 11,875 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
BIOPLUS ACQUISITION CORP | CLASS A ORD SHS | G11217117 | 2,610,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
BIOTE CORP | *W EXP 05/26/202 | 090683111 | 10,500 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
BLACK SPADE ACQUISITION CO | *W EXP 07/16/202 | G11537118 | 9,061 | 90,517 | SH | SOLE | 90,517 | 0 | 0 | ||
BLACK SPADE ACQUISITION CO | SHS CL A | G11537100 | 1,859,219 | 181,034 | SH | SOLE | 181,034 | 0 | 0 | ||
BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 29,434,309 | 34,602,000 | PRN | SOLE | 34,602,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 14,268,471 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
BLACKSKY TECHNOLOGY INC | *W EXP 09/09/202 | 09263B116 | 36,390 | 198,855 | SH | SOLE | 198,855 | 0 | 0 | ||
BLEUACACIA LTD | *W EXP 10/30/202 | G11728113 | 2,860 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
BLEUACACIA LTD | CLASS A ORD SHS | G11728105 | 2,044,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
BLEUACACIA LTD | RIGHT 10/30/2026 | G11728139 | 6,160 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
BLOCK INC | NOTE 5/0 | 852234AJ2 | 4,113,169 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 10,098,722 | 10,500,000 | PRN | SOLE | 10,500,000 | 0 | 0 | ||
BLOCKCHAIN COINVSTRS ACQ CRP | *W EXP 11/01/202 | G11765115 | 16,830 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
BLOCKCHAIN COINVSTRS ACQ CRP | CLASS A ORD | G11765107 | 3,081,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
BLOCKCHAIN MOON ACQUISITN CO | *W EXP 10/14/202 | 09370F125 | 7,520 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
BLOCKCHAIN MOON ACQUISITN CO | RIGHT 10/14/2026 | 09370F117 | 21,240 | 400,000 | PRN | SOLE | 400,000 | 0 | 0 | ||
BLUERIVER ACQUISITION CORP | *W EXP 01/04/202 | G1261Q115 | 3,750 | 99,999 | SH | SOLE | 99,999 | 0 | 0 | ||
BOX INC | NOTE 1/1 | 10316TAB0 | 8,193,331 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
BRIDGER AEROSPACE GRP HLDGS | *W EXP 01/24/202 | 96812F110 | 44,169 | 274,854 | SH | SOLE | 274,854 | 0 | 0 | ||
BULLPEN PARLAY ACQUISITION C | *W EXP 12/03/202 | G1792A118 | 3,560 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
BULLPEN PARLAY ACQUISITION C | CLASS A ORD SHS | G1792A100 | 2,084,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
BUZZFEED INC | *W EXP 12/03/202 | 12430A110 | 1,667 | 16,666 | SH | SOLE | 16,666 | 0 | 0 | ||
BYNORDIC ACQUISITION CORP | *W EXP 07/01/202 | 124420118 | 31,185 | 742,500 | SH | SOLE | 742,500 | 0 | 0 | ||
BYNORDIC ACQUISITION CORP | CLASS A COM | 124420100 | 15,384,600 | 1,485,000 | SH | SOLE | 1,485,000 | 0 | 0 | ||
C5 ACQUISITION CORPORATION | *W EXP 12/31/202 | 12530D113 | 1,000 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
C5 ACQUISITION CORPORATION | CL A COM | 12530D105 | 522,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
CACTUS ACQUISITION CORP 1 LT | *W EXP 08/17/202 | G1745A124 | 7,563 | 137,500 | SH | SOLE | 137,500 | 0 | 0 | ||
CACTUS ACQUISITION CORP 1 LT | CLASS A ORD | G1745A108 | 2,871,000 | 275,000 | SH | SOLE | 275,000 | 0 | 0 | ||
CANNA GLOBAL ACQUISITION COR | *W EXP 11/30/202 | 13767K119 | 8,910 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
CAPITALWORKS EMNG MKTS ACQST | *W EXP 11/19/202 | G1889L126 | 18,585 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
CAPITALWORKS EMNG MKTS ACQST | CLASS A ORD SHS | G1889L100 | 4,725,000 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
CARTICA ACQUISITION CORP | *W EXP 04/30/202 | G1995D117 | 3,550 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
CARTICA ACQUISITION CORP | CLASS A ORD SHS | G1995D109 | 1,052,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CC NEUBERGER PRINCIPAL HOLDN | *W EXP 02/05/202 | G1992N126 | 8,361 | 41,105 | SH | SOLE | 41,105 | 0 | 0 | ||
CELLEBRITE DI LTD | *W EXP 08/30/202 | M2197Q115 | 116,099 | 134,999 | SH | SOLE | 134,999 | 0 | 0 | ||
CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 6,371,028 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 24,331,995 | 27,129,000 | PRN | SOLE | 27,129,000 | 0 | 0 | ||
CF ACQUISITION CORP IV | *W EXP 12/31/202 | 12520T110 | 10,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CF ACQUISITION CORP VIII | *W EXP 03/31/202 | 12520C117 | 2,623 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
CHAIN BRIDGE I | *W EXP 11/10/202 | G2061X110 | 3,750 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
CHAIN BRIDGE I | CLASS A ORD | G2061X102 | 1,044,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 22,134,414 | 10,105,000 | PRN | SOLE | 10,105,000 | 0 | 0 | ||
CHEGG INC | NOTE 9/0 | 163092AF6 | 26,740,525 | 34,009,000 | PRN | SOLE | 34,009,000 | 0 | 0 | ||
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 34,745,472 | 39,425,000 | PRN | SOLE | 39,425,000 | 0 | 0 | ||
CHURCHILL CAPITAL CORP V | *W EXP 10/29/202 | 17144T115 | 14,010 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 | 7,350 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
CHURCHILL CAPITAL CORP VII | COM CL A | 17144M102 | 3,042,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
COMERA LIFE SCIENCES HLDGS I | *W EXP 03/15/202 | 20037C116 | 6,465 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
COMPUTE HEALTH ACQUISITIN CO | *W EXP 01/25/202 | 204833115 | 10,000 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
CONCORD ACQUISITION CORP III | *W EXP 99/99/999 | 20607V114 | 13,725 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
CONCORD ACQUISITION CORP III | COM CL A | 20607V106 | 2,592,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
CONSTELLATION ACQUISITN CORP | *W EXP 01/29/202 | G2R18K113 | 6,333 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
CONX CORP | *W EXP 10/30/202 | 212873111 | 24,395 | 135,000 | SH | SOLE | 135,000 | 0 | 0 | ||
COPA HOLDINGS SA | NOTE 4.500% 4/1 | 21720AAB8 | 81,531,133 | 43,500,000 | PRN | SOLE | 43,500,000 | 0 | 0 | ||
CORNER GROWTH ACQUISITION CO | *W EXP 99/99/999 | G2425N113 | 7,993 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
CRESCERA CAP ACQUISITION COR | *W EXP 11/18/202 | G26507114 | 9,650 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CRESCERA CAP ACQUISITION COR | CLASS A ORD SHS | G26507106 | 2,092,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
CRYOPORT INC | NOTE 0.750% 12/0 | 229050AC3 | 11,296,066 | 14,200,000 | PRN | SOLE | 14,200,000 | 0 | 0 | ||
CXAPP INC | *W EXP 03/14/202 | 23248B117 | 6,720 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 31,340,896 | 29,000,000 | PRN | SOLE | 29,000,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 365,840,738 | 129,059,000 | PRN | SOLE | 129,059,000 | 0 | 0 | ||
DHC ACQUISITION CORP | *W EXP 02/25/202 | G2758T117 | 1,221 | 36,666 | SH | SOLE | 36,666 | 0 | 0 | ||
DIGITAL MEDIA SOLUTIONS INC | *W EXP 07/15/202 | 25401G114 | 2,929 | 97,300 | SH | SOLE | 97,300 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 14,807,022 | 27,500,000 | PRN | SOLE | 27,500,000 | 0 | 0 | ||
DISTOKEN ACQUISITION CORP | *W EXP 11/30/202 | G27740102 | 5,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
DISTOKEN ACQUISITION CORP | ORDINARY SHARES | G27740110 | 1,016,000 | 100,000 | PRN | SOLE | 100,000 | 0 | 0 | ||
DISTOKEN ACQUISITION CORP | RIGHT 99/99/9999 | G27740136 | 13,000 | 100,000 | PRN | SOLE | 100,000 | 0 | 0 | ||
DMY TECHNOLOGY GROUP INC VI | *W EXP 99/99/999 | 233247113 | 13,930 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
DMY TECHNOLOGY GROUP INC VI | CL A COM | 233247105 | 3,577,035 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 44,524,914 | 46,562,000 | PRN | SOLE | 46,562,000 | 0 | 0 | ||
DOMA HOLDINGS INC | *W EXP 07/28/202 | 25703A112 | 637 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
DP CAP ACQUISITION CORP I | *W EXP 11/08/202 | G2R05B126 | 875 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
DP CAP ACQUISITION CORP I | CLASS A ORD | G2R05B100 | 522,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
DROPBOX INC | NOTE 3/0 | 26210CAC8 | 11,676,257 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
DUNE ACQUISITION CORP | *W EXP 10/29/202 | 265334110 | 3,750 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
D-WAVE QUANTUM INC | *W EXP 08/05/202 | 26740W117 | 7,776 | 108,000 | SH | SOLE | 108,000 | 0 | 0 | ||
EAST RES ACQUISITION CO | *W EXP 07/01/202 | 274681113 | 8,125 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
ECARX HOLDINGS INC | *W EXP 12/20/202 | G29201111 | 11,250 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
EDIFY ACQUISITION CORP | *W EXP 11/25/202 | 28059Q111 | 7,525 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
EDTECHX HOLDINGS ACQU CORP I | *W EXP 06/15/202 | 28139A110 | 2,163 | 77,236 | SH | SOLE | 77,236 | 0 | 0 | ||
EFFECTOR THERAPEUTICS INC | *W EXP 12/31/202 | 28202V116 | 4,307 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
ELLIOTT OPPORTUNITY II CORP | *W EXP 03/02/202 | G30092111 | 4,756 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
ELLIOTT OPPORTUNITY II CORP | SHS CL A | G30092103 | 2,561,250 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
EMBARK TECHNOLOGY INC | *W EXP 11/10/202 | 29079J111 | 305 | 16,248 | SH | SOLE | 16,248 | 0 | 0 | ||
ENTERPRISE 4.0 TEC ACQSTN CO | *W EXP 10/21/202 | G3137C114 | 6,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
ENTERPRISE 4.0 TEC ACQSTN CO | CLASS A ORD SHS | G3137C106 | 3,129,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 24,585,942 | 27,170,000 | PRN | SOLE | 27,170,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 12,911,759 | 12,901,000 | PRN | SOLE | 12,901,000 | 0 | 0 | ||
ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 61,404,524 | 30,500,000 | PRN | SOLE | 30,500,000 | 0 | 0 | ||
ESGEN ACQUISITION CORP | *W EXP 10/18/202 | G3R95N111 | 14,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
ESPERION THERAPEUTICS INC NE | COM | 29664W105 | 250,794 | 157,732 | SH | SOLE | 157,732 | 0 | 0 | ||
ESPERION THERAPEUTICS INC NE | NOTE 4.000%11/1 | 29664WAB1 | 11,431,748 | 26,425,000 | PRN | SOLE | 26,425,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 9,338,420 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
EVE MOBILITY ACQUISITION COR | *W EXP 12/31/202 | G3218G117 | 3,750 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
EVE MOBILITY ACQUISITION COR | CL A ORD SHS | G3218G109 | 1,565,250 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
EVENTBRITE INC | NOTE 0.750% 9/1 | 29975EAD1 | 1,986,565 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
EVERBRIDGE INC | NOTE 3/1 | 29978AAE4 | 49,273,412 | 59,111,000 | PRN | SOLE | 59,111,000 | 0 | 0 | ||
EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 25,688,111 | 28,140,000 | PRN | SOLE | 28,140,000 | 0 | 0 | ||
EVEREST CONSOLIDATOR ACQ COR | *W EXP 99/99/999 | 29978K110 | 12,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
EVEREST CONSOLIDATOR ACQ COR | CL A COM | 29978K102 | 3,144,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 24,445,996 | 20,323,000 | PRN | SOLE | 20,323,000 | 0 | 0 | ||
EVOLV TECHNOLOGIES HLDNGS IN | *W EXP 03/10/202 | 30049H110 | 27,485 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
EXCELFIN ACQUISITION CORP | *W EXP 10/25/202 | 30069X110 | 8,835 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
EXCELFIN ACQUISITION CORP | COM CL A | 30069X102 | 3,117,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
FAST ACQUISITION CORP II | *W EXP 03/16/202 | 311874119 | 11,375 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
FASTLY INC | NOTE 3/1 | 31188VAB6 | 12,593,974 | 15,655,000 | PRN | SOLE | 15,655,000 | 0 | 0 | ||
FINANCE OF AMERICA COMPAN | *W EXP 04/08/202 | 31738L115 | 33,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 14,144,465 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 | 22,995,335 | 27,500,000 | PRN | SOLE | 27,500,000 | 0 | 0 | ||
FLAME ACQUISITION CORP | *W EXP 02/26/202 | 33850F116 | 28,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
FOCUS IMPACT ACQUISITION COR | *W EXP 10/28/202 | 34417L117 | 6,250 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
FOCUS IMPACT ACQUISITION COR | CLASS A COM | 34417L109 | 2,600,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
FORBION EUROPEAN ACQUSTN COR | *W EXP 12/10/202 | G3619H110 | 16,345 | 116,666 | SH | SOLE | 116,666 | 0 | 0 | ||
FORBION EUROPEAN ACQUSTN COR | CLASS A ORD SHS | G3619H102 | 3,689,000 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
FOREST ROAD ACQUISITION COR | *W EXP 01/15/202 | 34619V111 | 7,940 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
FORUM MERGER IV CORP | *W EXP 03/15/202 | 349875112 | 6,250 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
FORUM MERGER IV CORP | CLASS A COM | 349875104 | 1,015,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
FOUR LEAF ACQUISITION CORP | UNIT 03/15/2028 | 35088F206 | 615,000 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
FOXO TECHNOLOGIES INC | *W EXP 08/01/202 | 351471115 | 3,210 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
FREEDOM ACQUISITION I CORP | *W EXP 03/02/202 | G3663X128 | 6,040 | 24,072 | SH | SOLE | 24,072 | 0 | 0 | ||
FREEDOM ACQUISITION I CORP | SHS CL A | G3663X110 | 993,211 | 96,288 | SH | SOLE | 96,288 | 0 | 0 | ||
FTAC ZEUS ACQUISITION COR | *W EXP 04/15/202 | 30320F114 | 7,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
FTAC ZEUS ACQUISITION COR | CLASS A COM | 30320F106 | 5,135,000 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 74,324,768 | 38,000,000 | PRN | SOLE | 38,000,000 | 0 | 0 | ||
FUTURE HEALTH ESG CORP | *W EXP 99/99/999 | 36118W110 | 29,397 | 489,950 | SH | SOLE | 489,950 | 0 | 0 | ||
G SQUARED ASCEND II INC | *W EXP 12/31/202 | G42041122 | 1,333 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
G SQUARED ASCEND II INC | COM CL A | G42041106 | 1,037,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
GAMES & ESPORTS EXPRNC ACQ C | *W EXP 12/01/202 | G3731J127 | 8,475 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
GAMES & ESPORTS EXPRNC ACQ C | CLASS A ORD SHS | G3731J119 | 2,627,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 | 113,369 | 200,902 | SH | SOLE | 200,902 | 0 | 0 | ||
GEO CORRECTIONS HLDGS | NOTE 6.500% 2/1 | 36166WAA1 | 11,795,562 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
GIGCAPITAL 5 INC | *W EXP 03/28/202 | 37519U117 | 10,668 | 425,000 | SH | SOLE | 425,000 | 0 | 0 | ||
GLOBAL BLUE GROUP HOLDING AG | *W EXP 08/28/202 | H33700115 | 281,757 | 747,366 | SH | SOLE | 747,366 | 0 | 0 | ||
GLOBAL PARTNER ACQISTN CORP | *W EXP 01/14/202 | G3934P128 | 10,623 | 49,432 | SH | SOLE | 49,432 | 0 | 0 | ||
GLOBAL TECHNOLGY ACQSTN CORP | *W EXP 10/19/202 | G3934N115 | 4,945 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
GLOBAL TECHNOLGY ACQSTN CORP | CLASS A ORD | G3934N107 | 1,046,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
GOGORO INC | *W EXP 04/04/202 | G9491K113 | 43,500 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
GOGREEN INVESTMENTS CORP | *W EXP 05/31/202 | G9461B119 | 29,255 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
GOGREEN INVESTMENTS CORP | ORD SHS CL A | G9461B101 | 1,055,000 | 100,000 | PRN | SOLE | 100,000 | 0 | 0 | ||
GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 | 940,501 | 357,605 | SH | SOLE | 357,605 | 0 | 0 | ||
GOLDEN FALCON ACQUISITION CO | *W EXP 11/04/202 | 38102H117 | 36,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 86,301,215 | 63,027,000 | PRN | SOLE | 63,027,000 | 0 | 0 | ||
GRANITE RIDGE RESOURCES INC | *W EXP 10/24/202 | 387432115 | 80,000 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
GREENLIGHT BIOSCIENCS HLDS P | *W EXP 02/02/202 | 39536G113 | 3,833 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
GRINDR INC | *W EXP 11/18/202 | 39854F119 | 44,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 2,285,794 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
GROVE COLLABORATIVE HOLD INC | *W EXP 06/16/202 | 39957D110 | 2,172 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 6,137,155 | 5,840,000 | PRN | SOLE | 5,840,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 41,855,707 | 42,500,000 | PRN | SOLE | 42,500,000 | 0 | 0 | ||
HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 13,513,528 | 13,855,000 | PRN | SOLE | 13,855,000 | 0 | 0 | ||
HARMONIC INC | DBCV 2.000% 9/0 | 413160AD4 | 35,371,687 | 20,500,000 | SH | SOLE | 20,500,000 | 0 | 0 | ||
HEALTH CATALYST INC | NOTE 2.500% 4/1 | 42225TAB3 | 7,956,055 | 8,610,000 | PRN | SOLE | 8,610,000 | 0 | 0 | ||
HEALTHCARE AI ACQUISITION CO | *W EXP 99/99/999 | G4373K117 | 16,090 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
HEALTHCARE AI ACQUISITION CO | CLASS A ORD SHS | G4373K109 | 2,086,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
HEARTLAND MEDIA ACQUISITION | *W EXP 99/99/999 | 42237V116 | 6,383 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
HEARTLAND MEDIA ACQUISITION | CL A COM | 42237V108 | 1,561,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
HYZON MOTORS INC | *W EXP 10/02/202 | 44951Y110 | 5,489 | 80,127 | SH | SOLE | 80,127 | 0 | 0 | ||
I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 10,492,404 | 11,218,000 | PRN | SOLE | 11,218,000 | 0 | 0 | ||
ICONIC SPORTS ACQUISITION CO | *W EXP 10/12/202 | G4712C115 | 37,375 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
ICONIC SPORTS ACQUISITION CO | CL A ORD SHS | G4712C107 | 5,252,500 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
INDUSTRIAL TECH ACQSTNS II I | *W EXP 03/31/202 | 45635R116 | 2,800 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
INDUSTRIAL TECH ACQSTNS II I | CLASS A COM | 45635R108 | 1,039,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
INFINERA CORP | DEBT 3.750% 8/0 | 45667GAF0 | 68,141,867 | 50,000,000 | SH | SOLE | 50,000,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 11,051,375 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
INFINITE ACQUISITION CORP | *W EXP 11/23/202 | G48028123 | 11,244 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
INFINITE ACQUISITION CORP | CL A ORD SHS | G48028107 | 1,301,875 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
INFINT ACQUISITION CORP | *W EXP 99/99/999 | G47862126 | 8,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
INFINT ACQUISITION CORP | CL A ORD SHS | G47862100 | 2,056,400 | 194,000 | SH | SOLE | 194,000 | 0 | 0 | ||
INNOVATIVE INTL ACQUSITIN CO | *W EXP 07/01/202 | G4809M125 | 17,320 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 162,223,158 | 77,326,000 | PRN | SOLE | 77,326,000 | 0 | 0 | ||
INSPIRATO INCORPORATED | *W EXP 02/11/202 | 45791E115 | 3,750 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 80,131,340 | 53,504,000 | PRN | SOLE | 53,504,000 | 0 | 0 | ||
INTELLIGENT MEDI ACQSITN COR | *W EXP 11/05/202 | 45828D114 | 5,750 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 6,359,355 | 6,093,000 | PRN | SOLE | 6,093,000 | 0 | 0 | ||
IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 12,206,158 | 13,353,000 | PRN | SOLE | 13,353,000 | 0 | 0 | ||
IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 120,146,001 | 129,852,000 | PRN | SOLE | 129,852,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 22,162,113 | 22,000,000 | PRN | SOLE | 22,000,000 | 0 | 0 | ||
ISRAEL ACQUISITIONS CORP | *W EXP 99/99/999 | G49667119 | 5,250 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
ISRAEL ACQUISITIONS CORP | CLASS A ORD | G49667101 | 358,050 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
JACKSON ACQUISITION CO | COM CL A | 46653C106 | 3,605,000 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | 30,666,511 | 37,000,000 | PRN | SOLE | 37,000,000 | 0 | 0 | ||
JASPER THERAPEUTICS INC | *W EXP 09/24/202 | 471871111 | 50,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
JAWS HURRICANE ACQUISITN COR | *W EXP 03/26/202 | 47201B111 | 3,878 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
JAWS HURRICANE ACQUISITN COR | CLASS A COM | 47201B103 | 1,017,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
JAWS JUGGERNAUT ACQUISITN CO | *W EXP 06/17/202 | G50735110 | 3,748 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
JAWS JUGGERNAUT ACQUISITN CO | CLASS A ORD SHS | G50735102 | 1,023,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 4,422 | 40,680 | SH | SOLE | 40,680 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 58,167,255 | 60,000,000 | PRN | SOLE | 60,000,000 | 0 | 0 | ||
JUNIPER II CORP | *W EXP 99/99/999 | 48203N111 | 12,500 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
JUNIPER II CORP | CL A COM | 48203N103 | 2,595,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
KALERA PUBLIC LIMITED CO | *W EXP 06/28/202 | G52251116 | 1,614 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 43,940,048 | 20,053,000 | PRN | SOLE | 20,053,000 | 0 | 0 | ||
KENSINGTON CAPITAL ACQUISITI | *W EXP 99/99/999 | G5251K129 | 42,188 | 168,750 | SH | SOLE | 168,750 | 0 | 0 | ||
KENSINGTON CAPITAL ACQUISITI | SHS CL A | G5251K103 | 2,344,500 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
KERNEL GROUP HOLDINGS INC | *W EXP 02/02/202 | G5259L129 | 7,188 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
KHOSLA VENTURES ACQUISITION | CL A | 482504107 | 2,812,826 | 277,399 | SH | SOLE | 277,399 | 0 | 0 | ||
KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 | 1,548,281 | 152,540 | SH | SOLE | 152,540 | 0 | 0 | ||
KLDISCOVERY INC | W EXP 19/12/202 | 498455112 | 86,676 | 1,444,593 | SH | SOLE | 1,444,593 | 0 | 0 | ||
KORE GROUP HLDGS INC | *W EXP 09/30/202 | 50066V115 | 6,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
L CATTERTON ASIA ACQUISITION | *W EXP 03/08/202 | G5346G117 | 18,000 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
L CATTERTON ASIA ACQUISITION | CLASS A ORD SHS | G5346G125 | 1,022,500 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
LAMF GLOBAL VENTURES CORP I | *W EXP 11/05/202 | G5338L124 | 4,800 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
LAMF GLOBAL VENTURES CORP I | CLASS A ORD | G5338L108 | 3,135,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
LANVIN GROUP HOLDINGS LIMITE | *W EXP 01/14/202 | G5380J118 | 7,000 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
LANZATECH GLOBAL INC | *W EXP 01/01/202 | 51655R119 | 68,696 | 235,341 | SH | SOLE | 235,341 | 0 | 0 | ||
LAVA MEDTECH ACQUISITION COR | *W EXP 10/21/202 | 519345110 | 9,375 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
LAVA MEDTECH ACQUISITION COR | CLASS A COM | 519345102 | 2,607,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 11,432,307 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
LEAFLY HOLDINGS INC | *W EXP 02/04/202 | 52178J113 | 10,031 | 286,595 | SH | SOLE | 286,595 | 0 | 0 | ||
LEMONADE INC | *W EXP 02/09/202 | 52567D115 | 2,497 | 50,242 | SH | SOLE | 50,242 | 0 | 0 | ||
LF CAPITAL ACQUISITION CORP | *W EXP 02/19/202 | 50202D110 | 13,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
LF CAPITAL ACQUISITION CORP | CLASS A COM | 50202D102 | 2,100,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
LIBERTY RES ACQUISITION CORP | *W EXP 10/31/202 | 53118A113 | 14,250 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
LIBERTY RES ACQUISITION CORP | CLASS A COM | 53118A105 | 1,575,750 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
LILIUM N V | *W EXP 09/14/202 | N52586117 | 2,936 | 41,999 | SH | SOLE | 41,999 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 9,805,786 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 10,950,915 | 4,267,000 | PRN | SOLE | 4,267,000 | 0 | 0 | ||
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 19,602,977 | 32,016,000 | PRN | SOLE | 32,016,000 | 0 | 0 | ||
LIVEWIRE GROUP INC | *W EXP 09/26/202 | 53838J113 | 38,597 | 160,820 | SH | SOLE | 160,820 | 0 | 0 | ||
LIVONGO HEALTH INC | NOTE 0.875% 6/0 | 539183AA1 | 23,485,389 | 26,415,000 | PRN | SOLE | 26,415,000 | 0 | 0 | ||
LOCAL BOUNTI CORP | *W EXP 99/99/999 | 53960E114 | 1,971 | 22,298 | SH | SOLE | 22,298 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 25,033,738 | 23,700,000 | PRN | SOLE | 23,700,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 2,186,133 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 3,114,508 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
M3 BRIGADE ACQUISITION III | *W EXP 07/31/202 | 55407R111 | 120,000 | 333,333 | SH | SOLE | 333,333 | 0 | 0 | ||
M3 BRIGADE ACQUISITION III | CL A COM | 55407R103 | 10,330,000 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 14,804,026 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||
MALACCA STRAITS ACQUISITION | *W EXP 06/30/202 | G5859B109 | 2,611 | 32,637 | SH | SOLE | 32,637 | 0 | 0 | ||
MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 19,424,613 | 18,500,000 | PRN | SOLE | 18,500,000 | 0 | 0 | ||
MARKFORGED HOLDING CORPORATI | *W EXP 07/14/202 | 57064N110 | 4,202 | 28,034 | SH | SOLE | 28,034 | 0 | 0 | ||
MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 121,017,979 | 40,000,000 | PRN | SOLE | 40,000,000 | 0 | 0 | ||
MERCATO PARTNERS ACQUISITION | *W EXP 99/99/999 | 58759A116 | 25,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
MONEYLION INC | *W EXP 09/22/202 | 60938K114 | 8,434 | 141,750 | SH | SOLE | 141,750 | 0 | 0 | ||
MONTEREY BIO ACQUISITION COR | *W EXP 10/05/202 | 61240F116 | 7,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 | 4,460 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
MOTIVE CAPITAL CORP II | *W EXP 99/99/999 | G6293R114 | 13,075 | 83,333 | SH | SOLE | 83,333 | 0 | 0 | ||
MOTIVE CAPITAL CORP II | CL A ORD | G6293R106 | 2,608,750 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
MOUNTAIN & CO I ACQUISITN CO | *W EXP 09/30/202 | G6301J112 | 5,688 | 87,500 | SH | SOLE | 87,500 | 0 | 0 | ||
MULTIPLAN CORPORATION | *W EXP 02/13/202 | 62548M118 | 56,165 | 624,050 | SH | SOLE | 624,050 | 0 | 0 | ||
NABORS ENERGY TRANSITION COR | *W EXP 11/17/202 | 629567116 | 31,050 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
NABORS ENERGY TRANSITION COR | CL A COM | 629567108 | 3,150,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 41,726,870 | 43,000,000 | PRN | SOLE | 43,000,000 | 0 | 0 | ||
NEAR INTELLIGENCE INC | *W EXP 03/22/202 | 639494111 | 2,640 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 5,564,772 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
NEOGENOMICS INC | NOTE 1.250% 5/0 | 64049MAA8 | 24,565,230 | 26,216,000 | PRN | SOLE | 26,216,000 | 0 | 0 | ||
NERDY INC | *W EXP 08/16/202 | 64081V117 | 17,550 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 26,458,771 | 19,405,000 | PRN | SOLE | 19,405,000 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 108,798,488 | 109,062,000 | PRN | SOLE | 109,062,000 | 0 | 0 | ||
NEWCOURT ACQUISITION CORP | *W EXP 01/22/202 | G6448C129 | 4,995 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
NEXTERA ENERGY PARTNERS LP | NOTE 6/1 | 65341BAE6 | 15,846,391 | 17,000,000 | SH | SOLE | 17,000,000 | 0 | 0 | ||
NEXTERS INC | *W EXP 08/26/202 | G6529J118 | 46,187 | 124,999 | SH | SOLE | 124,999 | 0 | 0 | ||
NIOCORP DEVS LTD | *W EXP 03/17/202 | 654484153 | 23,333 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
NOGIN INC | *W EXP 08/26/202 | 65528N113 | 11,331 | 403,228 | SH | SOLE | 403,228 | 0 | 0 | ||
NORTHERN REVIVAL ACQUISITION | *W EXP 01/31/202 | G6546R119 | 5,367 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
NORTHERN STAR INVEST CORP IV | *W EXP 02/25/202 | 66575B119 | 600 | 16,666 | SH | SOLE | 16,666 | 0 | 0 | ||
NORTHERN STAR INVEST CORP IV | COM CL A | 66575B101 | 1,007,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
NORTHERN STAR INVSTMNT CORP | *W EXP 01/31/202 | 66573W115 | 500 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
NOVA LTD | NOTE 10/1 | 66980MAB2 | 10,204,376 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 10,547,943 | 10,150,000 | SH | SOLE | 10,150,000 | 0 | 0 | ||
NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 25,145,681 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 1.000% 6/0 | 670704AL9 | 129,415,947 | 130,039,000 | PRN | SOLE | 130,039,000 | 0 | 0 | ||
NWTN INC | *W EXP 12/31/202 | G6693P114 | 41,080 | 199,998 | SH | SOLE | 199,998 | 0 | 0 | ||
OAK WOODS ACQUISITION CORP | UNIT 03/23/2028 | 67190B203 | 765,000 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
OCA ACQUISITION CORP | *W EXP 01/14/202 | 670865112 | 3,950 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
OCULIS HOLDING AG | *W EXP 03/06/202 | H5870P110 | 14,190 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
OFFERPAD SOLUTIONS INC | *W EXP 09/01/202 | 67623L117 | 2,160 | 54,000 | SH | SOLE | 54,000 | 0 | 0 | ||
OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 23,753,310 | 27,561,000 | PRN | SOLE | 27,561,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 39,799,583 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
OWLET INC | *W EXP 09/14/202 | 69120X115 | 3,870 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
P3 HEALTH PARTNERS INC | *W EXP 11/19/202 | 744413113 | 8,060 | 100,624 | SH | SOLE | 100,624 | 0 | 0 | ||
PAGAYA TECHNOLOGIES LTD | *W EXP 09/01/202 | M7S64L107 | 5,467 | 66,667 | SH | SOLE | 66,667 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 158,128,929 | 78,293,000 | PRN | SOLE | 78,293,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 264,487,196 | 117,463,000 | PRN | SOLE | 117,463,000 | 0 | 0 | ||
PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AD9 | 11,050,420 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
PAPAYA GRWT OPPORTUNITY CORP | *W EXP 12/31/202 | 69882P110 | 4,988 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
PAPAYA GRWT OPPORTUNITY CORP | CLASS A COM | 69882P102 | 2,600,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
PEAR THERAPEUTICS INC | *W EXP 12/03/202 | 704723113 | 637 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
PEARL HOLDINGS ACQUISITN COR | *W EXP 12/15/202 | G44525114 | 4,500 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
PEARL HOLDINGS ACQUISITN COR | CLASS A ORD SHS | G44525106 | 783,000 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
PEGASUS DIGITAL MOBILITY ACQ | *W EXP 99/99/999 | G69768110 | 60,125 | 462,500 | SH | SOLE | 462,500 | 0 | 0 | ||
PEGASUS DIGITAL MOBILITY ACQ | CL A ORD SHS | G69768102 | 9,657,000 | 925,000 | SH | SOLE | 925,000 | 0 | 0 | ||
PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 26,183,053 | 29,000,000 | PRN | SOLE | 29,000,000 | 0 | 0 | ||
PERCEPTION CAPITAL CORP II | *W EXP 10/25/202 | G7007D110 | 16,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
PERFECT CORP | *W EXP 99/99/999 | G7006A117 | 7,565 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
PG&E CORP | UNIT 08/16/2023 | 69331C140 | 3,539,750 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
PHOENIX BIOTECH ACQUISITION | *W EXP 09/01/202 | 71902K113 | 2,005 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
PLUG PWR INC | NOTE 3.750% 6/0 | 72919PAD5 | 26,240,196 | 11,030,000 | PRN | SOLE | 11,030,000 | 0 | 0 | ||
PLUM ACQUISITION CORP I | *W EXP 03/15/202 | G7134L118 | 3,800 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
PONTEM CORPORATION | *W EXP 01/05/202 | G71707122 | 11,447 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
POST HOLDINGS PARTNERING COR | *W EXP 04/12/202 | 737465112 | 4,955 | 33,032 | SH | SOLE | 33,032 | 0 | 0 | ||
POST HOLDINGS PARTNERING COR | COM SER A | 737465104 | 1,002,862 | 99,097 | SH | SOLE | 99,097 | 0 | 0 | ||
PRIME IMPACT ACQUISITION I | *W EXP 10/01/203 | G61074129 | 4,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
PRIVETERRA ACQUISITION CORP | *W EXP 02/28/202 | 74275N110 | 9,167 | 166,666 | SH | SOLE | 166,666 | 0 | 0 | ||
PRIVETERRA ACQUISITION CORP | CL A | 74275N102 | 2,030,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
PROCAPS GROUP SA | *W EXP 09/29/202 | L7756P110 | 114,800 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 1,644,148 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
PROJECT ENERGY REIMAGINED AC | *W EXP 10/28/202 | G72556114 | 44,179 | 618,750 | SH | SOLE | 618,750 | 0 | 0 | ||
PROJECT ENERGY REIMAGINED AC | CLASS A ORD | G72556106 | 12,634,875 | 1,237,500 | SH | SOLE | 1,237,500 | 0 | 0 | ||
PROOF ACQUISITION CORP I | *W EXP 99/99/999 | 74349W112 | 15,440 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
PROOF ACQUISITION CORP I | CL A COM | 74349W104 | 4,172,000 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 32,872,436 | 34,442,000 | PRN | SOLE | 34,442,000 | 0 | 0 | ||
PROSPECTOR CAPITAL CORP | *W EXP 01/11/202 | G7273A113 | 3,000 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 130,298,179 | 130,223,000 | PRN | SOLE | 130,223,000 | 0 | 0 | ||
PYROPHYTE ACQUISITION CORP | *W EXP 05/03/202 | G7308P127 | 18,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
PYROPHYTE ACQUISITION CORP | CL A ORD SHS | G7308P101 | 3,151,500 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 16,359,473 | 19,699,000 | PRN | SOLE | 19,699,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 6,689,670 | 8,229,000 | PRN | SOLE | 8,229,000 | 0 | 0 | ||
QUADRO ACQUISITION ONE CORP | *W EXP 06/30/202 | G52807115 | 749 | 36,530 | SH | SOLE | 36,530 | 0 | 0 | ||
RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 48,944,089 | 56,342,000 | PRN | SOLE | 56,342,000 | 0 | 0 | ||
RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 53,219,385 | 51,437,000 | PRN | SOLE | 51,437,000 | 0 | 0 | ||
RCF ACQUISITION CORP | *W EXP 99/99/999 | G7330C110 | 9,510 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
RCF ACQUISITION CORP | CL A COM | G7330C102 | 2,086,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
RENEW ENERGY GLOBAL PLC | *W EXP 08/21/202 | G7500M120 | 100,263 | 116,666 | SH | SOLE | 116,666 | 0 | 0 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 19,612,439 | 12,738,000 | PRN | SOLE | 12,738,000 | 0 | 0 | ||
RESERVOIR MEDIA INC | *W EXP 08/26/202 | 76119X113 | 40,250 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
REVELSTONE CAPITAL ACQSTN CO | *W EXP 09/15/202 | 76137R114 | 93,690 | 675,000 | SH | SOLE | 675,000 | 0 | 0 | ||
REVELSTONE CAPITAL ACQSTN CO | CLASS A COM | 76137R106 | 13,851,000 | 1,350,000 | SH | SOLE | 1,350,000 | 0 | 0 | ||
RICE ACQUISITION CORP II | *W EXP 99/99/999 | G75529126 | 36,620 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
RICE ACQUISITION CORP II | SHS CL A | G75529100 | 1,023,500 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
RIGEL RESOURCE ACQ CORP | *W EXP 99/99/999 | G7573M114 | 29,700 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
RIGEL RESOURCE ACQ CORP | CL A ORD SHS | G7573M106 | 4,707,000 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 47,280,629 | 53,500,000 | PRN | SOLE | 53,500,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 38,187,501 | 47,000,000 | PRN | SOLE | 47,000,000 | 0 | 0 | ||
RMG ACQUISITION CORP III | *W EXP 02/08/202 | G76088122 | 8,700 | 59,999 | SH | SOLE | 59,999 | 0 | 0 | ||
ROIVANT SCIENCES LTD | *W EXP 09/30/202 | G76279119 | 291,960 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ROSE HILL ACQUISITION CORP | *W EXP 10/07/202 | G7637J123 | 3,190 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ROSECLIFF ACQUISITION CORP I | *W EXP 02/11/202 | 77732R111 | 6,007 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
ROSS ACQUISITION CORP II | *W EXP 02/01/202 | G7641C114 | 17,466 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
RUBICON TECHNOLOGIES INC | *W EXP 04/01/202 | 78112J117 | 11,975 | 250,001 | SH | SOLE | 250,001 | 0 | 0 | ||
SARCOS TECHN AND ROBOTICS CO | *W EXP 09/24/202 | 80359A114 | 2,737 | 24,900 | SH | SOLE | 24,900 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 11,571,045 | 5,948,000 | SH | SOLE | 5,948,000 | 0 | 0 | ||
SATELLOGIC INC | *W EXP 01/25/202 | G7823S119 | 20,191 | 91,779 | SH | SOLE | 91,779 | 0 | 0 | ||
SCHULTZE SPL PURP ACQ CORP I | *W EXP 04/13/202 | 808212112 | 29,700 | 371,250 | SH | SOLE | 371,250 | 0 | 0 | ||
SCHULTZE SPL PURP ACQ CORP I | CLASS A COM | 808212104 | 7,640,325 | 742,500 | SH | SOLE | 742,500 | 0 | 0 | ||
SCULPTOR ACQUISITION CORP I | *W EXP 99/99/999 | G7T983111 | 12,500 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
SCULPTOR ACQUISITION CORP I | CL A COM | G7T983103 | 2,610,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
SEASTAR MEDICAL HOLDING CORP | *W EXP 10/28/202 | 81256L112 | 3,392 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
SELINA HOSPITALITY PLC | *W EXP 10/27/202 | G8059B119 | 12,539 | 125,393 | SH | SOLE | 125,393 | 0 | 0 | ||
SEMANTIX INC | *W EXP 08/03/202 | G6332A114 | 3,003 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
SEMPER PARATUS ACQUISITION C | *W EXP 11/04/202 | G8028L131 | 10,000 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
SENIOR CONNECT ACQUISITN COR | *W EXP 12/31/202 | 81723H116 | 9,775 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
SHAPEWAYS HOLDINGS INC | *W EXP 09/29/202 | 81947T110 | 5,233 | 237,885 | SH | SOLE | 237,885 | 0 | 0 | ||
SHARECARE INC | *W EXP 07/01/202 | 81948W112 | 11,340 | 80,999 | SH | SOLE | 80,999 | 0 | 0 | ||
SHOULDERUP TECHNOLOGY ACQUIS | *W EXP 11/17/202 | 82537G112 | 3,083 | 112,500 | SH | SOLE | 112,500 | 0 | 0 | ||
SHOULDERUP TECHNOLOGY ACQUIS | CL A COM | 82537G104 | 2,340,000 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
SIGNA SPORTS UNITED NV | *W EXP 12/14/202 | N80029114 | 32,107 | 233,333 | SH | SOLE | 233,333 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 218,809,134 | 145,000,000 | PRN | SOLE | 145,000,000 | 0 | 0 | ||
SIZZLE ACQUISITION CORP | *W EXP 11/02/202 | 83014E117 | 34,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
SKY HARBOUR GROUP CORPORATIO | *W EXP 10/21/202 | 83085C115 | 60,713 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
SLAM CORP | *W EXP 02/23/202 | G8210L121 | 14,375 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
SNAP INC | NOTE 5/0 | 83304AAF3 | 31,052,878 | 42,129,000 | PRN | SOLE | 42,129,000 | 0 | 0 | ||
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 23,490,999 | 25,500,000 | PRN | SOLE | 25,500,000 | 0 | 0 | ||
SOCIAL CAP SUVRETTA HLDS CP | CLASS A ORD SHS | G8253Y105 | 766,500 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
SOCIAL CAP SUVRETTA HLDS CRP | CLASS A ORD SHS | G8253U103 | 766,500 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
SOCIAL LEVERAGE ACQUISN CORP | *W EXP 02/17/202 | 83363K110 | 5,350 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
SOUTHPORT ACQUISITION CORP | *W EXP 99/99/999 | 84465L113 | 6,915 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
SOUTHPORT ACQUISITION CORP | CL A COM | 84465L105 | 3,120,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 2,066,919 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 51,251,679 | 52,500,000 | PRN | SOLE | 52,500,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 3,905,738 | 4,010,000 | PRN | SOLE | 4,010,000 | 0 | 0 | ||
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 35,024,520 | 41,700,000 | PRN | SOLE | 41,700,000 | 0 | 0 | ||
SPRINGBIG HOLDINGS INC | *W EXP 06/14/202 | 85021Q116 | 1,535 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ST ENERGY TRANSITION I LTD | *W EXP 12/02/202 | G8465L115 | 4,250 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
ST ENERGY TRANSITION I LTD | CL A ORD SHS | G8465L107 | 519,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 4,986,959 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
SUNLIGHT FINANCIAL HOLDINGS | *W EXP 07/09/202 | 86738J114 | 4,843 | 141,200 | SH | SOLE | 141,200 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 97,297,084 | 96,994,000 | PRN | SOLE | 96,994,000 | 0 | 0 | ||
SUSTAINABLE DEVELP ACQU I CO | *W EXP 02/04/202 | 86934L111 | 3,683 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
SWVL HOLDINGS CORP | *W EXP 03/31/202 | G86302117 | 2,080 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
SYSTEM1 INC | *W EXP 99/99/999 | 87200P117 | 23,085 | 60,750 | SH | SOLE | 60,750 | 0 | 0 | ||
TAILWIND INTERNATNAL ACQ COR | COM CL A | G8662F101 | 1,011,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
TALON 1 ACQUISITION CORP | *W EXP 07/30/202 | G86656116 | 7,909 | 112,500 | SH | SOLE | 112,500 | 0 | 0 | ||
TANDEM DIABETES CARE INC | NOTE 1.500% 5/0 | 875372AA2 | 20,171,243 | 21,874,000 | PRN | SOLE | 21,874,000 | 0 | 0 | ||
TARGET GLOBAL ACQUISI I CORP | *W EXP 12/08/202 | G8675N125 | 5,467 | 41,666 | SH | SOLE | 41,666 | 0 | 0 | ||
TARGET GLOBAL ACQUISI I CORP | CLASS A ORD SHS | G8675N109 | 1,303,750 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
TASTEMAKER ACQUISITION CORP | *W EXP 01/07/202 | 876545112 | 22,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
TCV ACQUISITION CORP | CL A SHS | G8704C124 | 256,000 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
TECHTARGET INC | NOTE 12/1 | 87874RAD2 | 9,823,739 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
TECHTARGET INC | NOTE 0.125%12/1 | 87874RAB6 | 5,495,410 | 6,238,000 | PRN | SOLE | 6,238,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 15,557,593 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
TEMPO AUTOMATION HOLDINGS IN | *W EXP 09/30/202 | 88024M116 | 13,243 | 133,769 | SH | SOLE | 133,769 | 0 | 0 | ||
TH INTERNATIONAL LIMITED | *W EXP 09/28/202 | G8656L114 | 85,750 | 175,001 | SH | SOLE | 175,001 | 0 | 0 | ||
THE ONCOLOGY INSTITUTE INC | *W EXP 11/15/202 | 68236X118 | 1,628 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
THUNDER BRDG CAP PRTNRS IV I | *W EXP 04/30/202 | 88605L115 | 3,600 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
THUNDER BRDG CAP PRTNRS IV I | CLASS A COM | 88605L107 | 1,012,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
THUNDER BRIDGE CAP PRTNRS II | *W EXP 02/01/202 | 88605T118 | 7,206 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
TKB CRITICAL TECHNOLOGIES 1 | *W EXP 10/20/202 | G88935120 | 15,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
TLGY ACQUISITION CORPORATION | *W EXP 11/09/202 | G8656T125 | 4,140 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
TMC THE METALS COMPANY INC | *W EXP 09/09/202 | 87261Y114 | 8,033 | 67,500 | SH | SOLE | 67,500 | 0 | 0 | ||
TMT ACQUISITION CORP | UNIT 03/27/2028 | G89229101 | 510,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
TORTOISEECOFIN ACQUISITION C | *W EXP 07/22/202 | G8956E117 | 3,754 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
TORTOISEECOFIN ACQUISITION C | SHS CL A | G8956E109 | 1,533,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
TRINE II ACQUISITION CORP | *W EXP 99/99/999 | G9059F118 | 2,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
TRINE II ACQUISITION CORP | CL A ORD SHS | G9059F100 | 1,046,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
TWELVE SEAS INVESTMENT CO II | *W EXP 03/02/202 | 90118T114 | 1,657 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
TWIN RIDGE CAPITAL ACQUIS CO | *W EXP 03/07/202 | G9151L120 | 4,673 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
TWIN RIDGE CAPITAL ACQUIS CO | SHS CL A | G9151L104 | 1,024,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
TWO | COM CL A | G9152V101 | 1,025,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
UNDER ARMOUR INC | NOTE 1.500% 6/0 | 904311AC1 | 10,264,837 | 9,528,000 | PRN | SOLE | 9,528,000 | 0 | 0 | ||
UNITED HOMES GROUP INC | *W EXP 01/28/202 | 91060H116 | 21,270 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 40,987,188 | 52,750,000 | PRN | SOLE | 52,750,000 | 0 | 0 | ||
UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 5,877,033 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
UTA ACQUISITION CORPORATION | *W EXP 10/30/202 | G9473A117 | 13,508 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
UTA ACQUISITION CORPORATION | CLASS A ORD SHS | G9473A109 | 1,561,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
UWM HOLDINGS CORPORATION | *W EXP 01/21/202 | 91823B117 | 4,165 | 20,560 | SH | SOLE | 20,560 | 0 | 0 | ||
VAHANNA TECH EDGE ACQSTN I C | *W EXP 11/30/202 | G9320Z117 | 2,550 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
VAHANNA TECH EDGE ACQSTN I C | CLASS A ORD | G9320Z109 | 1,045,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
VALENS SEMICONDUCTOR LTD | *W EXP 09/30/202 | M9607U107 | 12,000 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 48,453,363 | 43,488,000 | PRN | SOLE | 43,488,000 | 0 | 0 | ||
VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 10,999,493 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 3.500% 1/1 | 922417AG5 | 36,414,308 | 33,000,000 | PRN | SOLE | 33,000,000 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 3.750% 6/0 | 922417AF7 | 18,458,147 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
VERADIGM INC | NOTE 0.875% 1/0 | 01988PAF5 | 21,366,039 | 18,846,000 | PRN | SOLE | 18,846,000 | 0 | 0 | ||
VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 20,221,206 | 22,668,000 | PRN | SOLE | 22,668,000 | 0 | 0 | ||
VERITONE INC | NOTE 1.750%11/1 | 92347MAB6 | 2,091,819 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
VERTICAL AEROSPACE LTD | *W EXP 09/15/202 | G9471C115 | 17,500 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
VICARIOUS SURGICAL INC | *W EXP 09/17/202 | 92561V117 | 99,350 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
VIEW INC | *W EXP 03/08/202 | 92671V114 | 5,820 | 149,999 | SH | SOLE | 149,999 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 16,650,565 | 16,600,000 | PRN | SOLE | 16,600,000 | 0 | 0 | ||
VMG CONSUMER ACQUISITION COR | *W EXP 11/03/202 | 91842V110 | 2,806 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
VMG CONSUMER ACQUISITION COR | CLASS A COM | 91842V102 | 1,291,250 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
VROOM INC | NOTE 0.750% 7/0 | 92918VAB5 | 3,014,063 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
WAG GROUP CO | *W EXP 07/30/202 | 93042P117 | 120,879 | 990,001 | SH | SOLE | 990,001 | 0 | 0 | ||
WEJO GROUP LIMITED | *W EXP 11/18/202 | G9525W117 | 8,820 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 48,375,002 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
WHEELS UP EXPERIENCE INC | *W EXP 07/13/202 | 96328L114 | 4,660 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
WHOLE EARTH BRANDS INC | *W EXP 06/25/202 | 96684W126 | 4,100 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
WIX COM LTD | NOTE 7/0 | 92940WAB5 | 13,868,803 | 14,080,000 | PRN | SOLE | 14,080,000 | 0 | 0 | ||
WIX COM LTD | NOTE 8/1 | 92940WAD1 | 40,903,055 | 47,015,000 | PRN | SOLE | 47,015,000 | 0 | 0 | ||
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 33,558,109 | 23,750,000 | PRN | SOLE | 23,750,000 | 0 | 0 | ||
WORLDWIDE WEBB ACQUISITION C | *W EXP 10/20/202 | G97775111 | 82,500 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
WORLDWIDE WEBB ACQUISITION C | CLASS A ORD SHS | G97775103 | 15,525,000 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
XPAC ACQUISITION CORP | *W EXP 99/99/999 | G9831X122 | 3,047 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
XPAC ACQUISITION CORP | CLASS A ORD | G9831X106 | 1,020,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ZEROFOX HLDGS INC | *W EXP 08/03/202 | 98955G111 | 6,030 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 37,065,058 | 35,000,000 | PRN | SOLE | 35,000,000 | 0 | 0 |