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 |
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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 | 22,500 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
3D SYS CORP DEL | NOTE 11/1 | 88554DAD8 | 9,775,546 | 13,500,000 | PRN | SOLE | 13,500,000 | 0 | 0 | ||
7GC & CO HOLDINGS INC | *W EXP 12/28/202 | 81786A115 | 4,285 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
8X8 INC NEW | NOTE 4.000% 2/0 | 282914AE0 | 13,976,570 | 19,225,000 | PRN | SOLE | 19,225,000 | 0 | 0 | ||
ABACUS LIFE INC | *W EXP 06/30/202 | 00258Y112 | 23,750 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 31,815,322 | 34,804,000 | PRN | SOLE | 34,804,000 | 0 | 0 | ||
ACHARI VENTURES HLDGS CORP I | *W EXP 01/01/202 | 00444X119 | 12,180 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ACROPOLIS INFRASTRUCTURE ACQ | CL A | 005029103 | 771,000 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
ACROPOLIS INFRASTRUCTURE ACQ | *W EXP 03/30/202 | 005029111 | 2,000 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
ADIT EDTECH ACQUISITION CORP | *W EXP 99/99/999 | 007024110 | 2,509 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
ADS TEC ENERGY PLC | *W EXP 12/22/202 | G0085J109 | 10,250 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
ADTHEORENT HOLDING COMPANY | *W EXP 12/26/202 | 00739D117 | 1,183 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
AEON BIOPHARMA INC | *W EXP 07/21/202 | 00791X118 | 25,000 | 166,666 | SH | SOLE | 166,666 | 0 | 0 | ||
AEYE INC | *W EXP 09/30/202 | 008183113 | 817 | 74,249 | SH | SOLE | 74,249 | 0 | 0 | ||
AIRBNB INC | NOTE 3/1 | 009066AB7 | 33,117,785 | 37,500,000 | PRN | SOLE | 37,500,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 8,887,853 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 6,967,826 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
ALLEGO N V | *W EXP 03/16/202 | N0796A118 | 23,925 | 56,965 | SH | SOLE | 56,965 | 0 | 0 | ||
ALLURION TECHNOLOGIES INC | *W EXP 07/31/202 | 02008G110 | 13,934 | 15,312 | SH | SOLE | 15,312 | 0 | 0 | ||
ALPHA TAU MEDICAL LTD | *W EXP 03/07/202 | M0740A116 | 39,795 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
ALSP ORCHID ACQUISITION CORP | *W EXP 11/30/202 | G0231L123 | 753 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 62,454,068 | 45,893,000 | PRN | SOLE | 45,893,000 | 0 | 0 | ||
ALTC ACQUISITION CORP | COM CL A | 02156V109 | 1,459,267 | 140,992 | SH | SOLE | 140,992 | 0 | 0 | ||
ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 119,451,235 | 124,064,000 | PRN | SOLE | 124,064,000 | 0 | 0 | ||
ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 14,865,059 | 16,625,000 | PRN | SOLE | 16,625,000 | 0 | 0 | ||
ALTITUDE ACQUISITION CORP | *W EXP 11/30/202 | 02156Y111 | 3,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
AMBIPAR EMERGENCY RESPONSE | *W EXP 99/99/999 | G02532110 | 73,875 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
AMERICAN WTR WKS CO INC NEW | COM | 030420103 | 540,642 | 4,366 | SH | SOLE | 4,366 | 0 | 0 | ||
ANDRETTI ACQUISITION CORP | *W EXP 99/99/999 | G26735129 | 31,540 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ANGHAMI INC | *W EXP 02/03/202 | G0369L119 | 5,900 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ANZU SPECIAL ACQUISITIN CORP | *W EXP 01/27/202 | 03737A119 | 4,450 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
AP ACQUISITION CORP | CL A ORD SHS | G04058106 | 769,300 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
AP ACQUISITION CORP | *W EXP 12/07/202 | G04058114 | 1,750 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
APOLLO STRATEGIC GRWT CPTL I | *W EXP 02/12/202 | G0412A128 | 3,140 | 39,999 | SH | SOLE | 39,999 | 0 | 0 | ||
APPRECIATE HOLDINGS INC | *W EXP 11/29/202 | 03832J114 | 833 | 83,333 | SH | SOLE | 83,333 | 0 | 0 | ||
APX ACQUISITION CORP I | *W EXP 11/30/202 | G0440J125 | 2,753 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
ARES ACQUISITION CORP II | SHS CLASS A | G33033104 | 1,027,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ARES ACQUISITION CORP II | *W EXP 99/99/999 | G33033120 | 11,750 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ARES ACQUISITION CORPORATION | *W EXP 02/02/202 | G33032122 | 52,880 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
ARROWROOT ACQUISITION CORP | *W EXP 03/02/202 | 04282M110 | 9,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ARTEMIS STRATEGIC INVT CORP | *W EXP 09/30/202 | 04303A111 | 22,568 | 737,500 | SH | SOLE | 737,500 | 0 | 0 | ||
ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 14,347,542 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||
ARYA SCIENCES ACQU CORP IV | CL A | G31659108 | 3,246,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
ATHENA CONSUMER ACQ CORP | *W EXP 07/31/202 | 04684M114 | 36,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ATI INC | NOTE 3.500% 6/1 | 01741RAK8 | 81,134,169 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
ATLANTIC COASTAL ACQUISTN CO | CLASS A COM | 048453104 | 8,360,000 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
ATLANTIC COASTAL AQSTN CORP | CLASS A COM | 04845A108 | 4,216,000 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
ATLANTIC COASTAL AQSTN CORP | *W EXP 01/13/202 | 04845A116 | 16,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 | 13,438,706 | 16,664,000 | PRN | SOLE | 16,664,000 | 0 | 0 | ||
BATTERY FUTURE ACQUISITION C | CL A ORD SHS | G0888J108 | 1,632,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
BATTERY FUTURE ACQUISITION C | *W EXP 99/99/999 | G0888J124 | 8,250 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
BEARD ENERGY TRANSITION ACQ | *W EXP 99/99/999 | 07402Q119 | 3,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
BENEFICIENT | *W EXP 06/07/202 | 08178Q119 | 11,550 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
BENSON HILL INC | *W EXP 09/29/202 | 082490111 | 330 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 23,402,902 | 27,000,000 | PRN | SOLE | 27,000,000 | 0 | 0 | ||
BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 4,675,000 | 17,000,000 | PRN | SOLE | 17,000,000 | 0 | 0 | ||
BIGBEAR AI HLDGS INC | *W EXP 12/08/202 | 08975B117 | 90,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 3,989,859 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
BIOPLUS ACQUISITION CORP | CLASS A ORD SHS | G11217117 | 2,709,975 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
BIOPLUS ACQUISITION CORP | *W EXP 12/02/202 | G11217125 | 7,000 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 65,114,302 | 75,500,000 | PRN | SOLE | 75,500,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 3,487,480 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
BLACKSKY TECHNOLOGY INC | *W EXP 09/09/202 | 09263B116 | 15,908 | 198,855 | SH | SOLE | 198,855 | 0 | 0 | ||
BLEUACACIA LTD | *W EXP 10/30/202 | G11728113 | 3,380 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
BLEUACACIA LTD | RIGHT 10/30/2026 | G11728139 | 10,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
BLOCK INC | NOTE 5/0 | 852234AJ2 | 4,193,524 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 89,737,082 | 96,486,000 | PRN | SOLE | 96,486,000 | 0 | 0 | ||
BLOCKCHAIN COINVSTRS ACQ CRP | *W EXP 11/01/202 | G11765115 | 6,555 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
BLOCKCHAIN COINVSTRS ACQ CRP | CLASS A ORD | G11765107 | 3,240,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
BLUERIVER ACQUISITION CORP | *W EXP 01/04/202 | G1261Q115 | 4,830 | 99,999 | SH | SOLE | 99,999 | 0 | 0 | ||
BRIDGER AEROSPACE GRP HLDGS | *W EXP 01/24/202 | 96812F110 | 79,708 | 274,854 | SH | SOLE | 274,854 | 0 | 0 | ||
BUZZFEED INC | *W EXP 12/03/202 | 12430A110 | 825 | 16,666 | SH | SOLE | 16,666 | 0 | 0 | ||
BYNORDIC ACQUISITION CORP | *W EXP 07/01/202 | 124420118 | 74,250 | 742,500 | SH | SOLE | 742,500 | 0 | 0 | ||
C5 ACQUISITION CORPORATION | *W EXP 12/31/202 | 12530D113 | 928 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
CACTUS ACQUISITION CORP 1 LT | *W EXP 08/17/202 | G1745A124 | 3,451 | 137,500 | SH | SOLE | 137,500 | 0 | 0 | ||
CANNA GLOBAL ACQUISITION COR | *W EXP 11/30/202 | 13767K119 | 5,280 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
CAPITALWORKS EMNG MKTS ACQST | *W EXP 11/19/202 | G1889L126 | 6,480 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
CARNIVAL CORP | NOTE 5.750%10/0 | 143658BT8 | 41,978,208 | 27,500,000 | PRN | SOLE | 27,500,000 | 0 | 0 | ||
CARTICA ACQUISITION CORP | CLASS A ORD SHS | G1995D109 | 1,077,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CARTICA ACQUISITION CORP | *W EXP 04/30/202 | G1995D117 | 2,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
CC NEUBERGER PRINCIPAL HOLDN | *W EXP 02/05/202 | G1992N126 | 7,604 | 41,105 | SH | SOLE | 41,105 | 0 | 0 | ||
CELLEBRITE DI LTD | *W EXP 08/30/202 | M2197Q115 | 171,449 | 134,999 | SH | SOLE | 134,999 | 0 | 0 | ||
CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 2,919,685 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 36,620,013 | 41,500,000 | PRN | SOLE | 41,500,000 | 0 | 0 | ||
CF ACQUISITION CORP IV | *W EXP 12/31/202 | 12520T110 | 5,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CF ACQUISITION CORP VIII | *W EXP 03/31/202 | 12520C117 | 6,250 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 29,446,479 | 10,105,000 | PRN | SOLE | 10,105,000 | 0 | 0 | ||
CHECHE GROUP INC | *W EXP 10/01/203 | G20707116 | 20,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 791,016 | 874,000 | PRN | SOLE | 874,000 | 0 | 0 | ||
CHURCHILL CAPITAL CORP V | *W EXP 10/29/202 | 17144T115 | 13,875 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 | 18,480 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 1,703,645 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
COMERA LIFE SCIENCES HLDGS I | *W EXP 03/15/202 | 20037C116 | 3,255 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
COMPLETE SOLARIA INC | *W EXP 07/31/202 | 20460L112 | 3,943 | 24,072 | SH | SOLE | 24,072 | 0 | 0 | ||
CONCORD ACQUISITION CORP III | COM CL A | 20607V106 | 2,695,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
CONCORD ACQUISITION CORP III | *W EXP 99/99/999 | 20607V114 | 7,500 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
CONSTELLATION ACQUISITN CORP | *W EXP 01/29/202 | G2R18K113 | 1,793 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
CONX CORP | *W EXP 10/30/202 | 212873111 | 20,250 | 135,000 | SH | SOLE | 135,000 | 0 | 0 | ||
CORNER GROWTH ACQUISITION CO | *W EXP 99/99/999 | G2425N113 | 5,333 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
CXAPP INC | *W EXP 03/14/202 | 23248B117 | 15,030 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 34,146,622 | 29,000,000 | PRN | SOLE | 29,000,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 4,739,381 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
DHC ACQUISITION CORP | *W EXP 02/25/202 | G2758T117 | 2,933 | 36,666 | SH | SOLE | 36,666 | 0 | 0 | ||
DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 23,047,447 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 15,171,022 | 22,500,000 | PRN | SOLE | 22,500,000 | 0 | 0 | ||
DISTOKEN ACQUISITION CORP | ORDINARY SHARES | G27740110 | 1,049,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
DISTOKEN ACQUISITION CORP | RIGHT 99/99/9999 | G27740136 | 20,650 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
DISTOKEN ACQUISITION CORP | *W EXP 11/30/202 | G27740102 | 3,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 45,723,884 | 46,562,000 | PRN | SOLE | 46,562,000 | 0 | 0 | ||
DP CAP ACQUISITION CORP I | *W EXP 11/08/202 | G2R05B126 | 1,158 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
DROPBOX INC | NOTE 3/0 | 26210CAC8 | 15,025,500 | 15,900,000 | PRN | SOLE | 15,900,000 | 0 | 0 | ||
DUNE ACQUISITION CORP | *W EXP 10/29/202 | 265334110 | 4,375 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
D-WAVE QUANTUM INC | *W EXP 08/05/202 | 26740W117 | 12,312 | 108,000 | SH | SOLE | 108,000 | 0 | 0 | ||
ECARX HOLDINGS INC | *W EXP 12/20/202 | G29201111 | 3,000 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
EDIFY ACQUISITION CORP | *W EXP 11/25/202 | 28059Q111 | 5,825 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
EFFECTOR THERAPEUTICS INC | *W EXP 12/31/202 | 28202V116 | 2,533 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
ELECTRIQ PWR HLDGS INC | *W EXP 07/31/202 | 285046116 | 2,070 | 72,633 | SH | SOLE | 72,633 | 0 | 0 | ||
ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 48,022,248 | 51,899,000 | PRN | SOLE | 51,899,000 | 0 | 0 | ||
EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 5,584,570 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
ESGEN ACQUISITION CORP | *W EXP 10/18/202 | G3R95N111 | 9,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
ESPERION THERAPEUTICS INC NE | NOTE 4.000%11/1 | 29664WAB1 | 10,545,000 | 19,000,000 | PRN | SOLE | 19,000,000 | 0 | 0 | ||
EVE MOBILITY ACQUISITION COR | *W EXP 12/31/202 | G3218G117 | 3,008 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
EVENTBRITE INC | NOTE 0.750% 9/1 | 29975EAD1 | 2,107,774 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
EVERBRIDGE INC | NOTE 3/1 | 29978AAE4 | 43,181,124 | 50,357,000 | PRN | SOLE | 50,357,000 | 0 | 0 | ||
EVEREST CONSOLIDATOR ACQ COR | CL A COM | 29978K102 | 3,246,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
EVEREST CONSOLIDATOR ACQ COR | *W EXP 99/99/999 | 29978K110 | 31,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 72,817,358 | 67,500,000 | PRN | SOLE | 67,500,000 | 0 | 0 | ||
EVOLV TECHNOLOGIES HLDNGS IN | *W EXP 03/10/202 | 30049H110 | 40,030 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 4,810,251 | 4,382,000 | PRN | SOLE | 4,382,000 | 0 | 0 | ||
EXCELFIN ACQUISITION CORP | COM CL A | 30069X102 | 3,192,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
EXCELFIN ACQUISITION CORP | *W EXP 10/25/202 | 30069X110 | 6,750 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 15,916,166 | 18,236,000 | PRN | SOLE | 18,236,000 | 0 | 0 | ||
FAST ACQUISITION CORP II | *W EXP 03/16/202 | 311874119 | 12,500 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
FASTLY INC | NOTE 3/1 | 31188VAB6 | 24,611,595 | 28,701,000 | PRN | SOLE | 28,701,000 | 0 | 0 | ||
FINANCE OF AMERICA COMPAN | *W EXP 04/08/202 | 31738L115 | 30,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 94,891,269 | 101,000,000 | PRN | SOLE | 101,000,000 | 0 | 0 | ||
FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 | 27,002,652 | 30,993,000 | PRN | SOLE | 30,993,000 | 0 | 0 | ||
FLAME ACQUISITION CORP | *W EXP 02/26/202 | 33850F116 | 40,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
FOCUS IMPACT ACQUISITION COR | *W EXP 10/28/202 | 34417L117 | 10,000 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
FORBION EUROPEAN ACQUSTN COR | CLASS A ORD SHS | G3619H102 | 3,836,000 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
FORBION EUROPEAN ACQUSTN COR | *W EXP 12/10/202 | G3619H110 | 87,500 | 116,666 | SH | SOLE | 116,666 | 0 | 0 | ||
FOREST ROAD ACQUISITION COR | *W EXP 01/15/202 | 34619V111 | 840 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
FOUR LEAF ACQUISITION CORP | COM CL A | 35088F107 | 628,806 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
FOUR LEAF ACQUISITION CORP | *W EXP 03/15/202 | 35088F115 | 4,590 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
FUTURE HEALTH ESG CORP | *W EXP 99/99/999 | 36118W110 | 12,543 | 489,950 | SH | SOLE | 489,950 | 0 | 0 | ||
GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 | 62,280 | 200,902 | SH | SOLE | 200,902 | 0 | 0 | ||
GDEV INC | *W EXP 08/26/202 | G6529J118 | 19,100 | 124,999 | SH | SOLE | 124,999 | 0 | 0 | ||
GEO CORRECTIONS HOLDINGS INC | NOTE 6.500% 2/2 | 36166WAB9 | 11,902,781 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
GLOBAL BLUE GROUP HOLDING AG | *W EXP 08/28/202 | H33700115 | 760,570 | 2,001,500 | SH | SOLE | 2,001,500 | 0 | 0 | ||
GLOBAL PARTNER ACQISTN CORP | *W EXP 01/14/202 | G3934P128 | 188 | 49,432 | SH | SOLE | 49,432 | 0 | 0 | ||
GLOBAL TECHNOLGY ACQSTN CORP | *W EXP 10/19/202 | G3934N115 | 2,005 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
GOGORO INC | *W EXP 04/04/202 | G9491K113 | 14,250 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 | 979,838 | 357,605 | SH | SOLE | 357,605 | 0 | 0 | ||
GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 5,072,578 | 5,750,000 | PRN | SOLE | 5,750,000 | 0 | 0 | ||
GORILLA TECHNOLOGY GROUP INC | ORDINARY SHARES | G4000K100 | 34,764 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
GORILLA TECHNOLOGY GROUP INC | *W EXP 07/13/202 | G4000K118 | 3,043 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
GRINDR INC | *W EXP 11/18/202 | 39854F119 | 39,505 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 9,025,962 | 16,000,000 | PRN | SOLE | 16,000,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 71,408,245 | 69,929,000 | PRN | SOLE | 69,929,000 | 0 | 0 | ||
HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 10,188,216 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
HARMONIC INC | DBCV 2.000% 9/0 | 413160AD4 | 37,695,218 | 30,800,000 | SH | SOLE | 30,800,000 | 0 | 0 | ||
HAT HOLDINGS I LLC | NOTE 5/0 | 418751AG8 | 4,826,769 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
HAYMAKER ACQUISITION CORP IV | CLASS A | G4375F108 | 509,507 | 50,099 | SH | SOLE | 50,099 | 0 | 0 | ||
HAYMAKER ACQUISITION CORP IV | *W EXP 05/31/202 | G4375F116 | 7,264 | 25,049 | SH | SOLE | 25,049 | 0 | 0 | ||
HCI GROUP INC | NOTE 4.750% 6/0 | 40416EAF0 | 2,879,732 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
HEALTH CATALYST INC | NOTE 2.500% 4/1 | 42225TAB3 | 42,102,852 | 43,591,000 | PRN | SOLE | 43,591,000 | 0 | 0 | ||
HEALTHCARE AI ACQUISITION CO | *W EXP 12/07/202 | G4373K117 | 4,400 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 94,063,142 | 52,754,000 | PRN | SOLE | 52,754,000 | 0 | 0 | ||
HYZON MOTORS INC | *W EXP 10/02/202 | 44951Y110 | 5,609 | 80,127 | SH | SOLE | 80,127 | 0 | 0 | ||
I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 17,271,825 | 18,503,000 | PRN | SOLE | 18,503,000 | 0 | 0 | ||
IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 13,199,683 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
INDUSTRIAL TECH ACQSTNS II I | *W EXP 03/31/202 | 45635R116 | 3,190 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
INFINERA CORP | NOTE 3.750% 8/0 | 45667GAG8 | 50,282,257 | 54,000,000 | PRN | SOLE | 54,000,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 7,990,381 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
INFINITE ACQUISITION CORP | *W EXP 11/23/202 | G48028123 | 2,500 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
INFINT ACQUISITION CORP | CL A ORD SHS | G47862100 | 2,139,820 | 194,000 | SH | SOLE | 194,000 | 0 | 0 | ||
INFINT ACQUISITION CORP | *W EXP 99/99/999 | G47862126 | 4,180 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
INNOVATIVE INTL ACQUSITIN CO | *W EXP 07/01/202 | G4809M125 | 12,860 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 | 3,988,313 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 192,763,648 | 90,134,000 | PRN | SOLE | 90,134,000 | 0 | 0 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 2,866,617 | 2,900,000 | PRN | SOLE | 2,900,000 | 0 | 0 | ||
INSPIRATO INCORPORATED | *W EXP 02/11/202 | 45791E115 | 941 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 168,423,004 | 171,500,000 | PRN | SOLE | 171,500,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 8,758,136 | 9,574,000 | PRN | SOLE | 9,574,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 15,297,594 | 14,206,000 | PRN | SOLE | 14,206,000 | 0 | 0 | ||
IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 31,366,123 | 32,000,000 | PRN | SOLE | 32,000,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 34,057,674 | 34,375,000 | PRN | SOLE | 34,375,000 | 0 | 0 | ||
ISRAEL ACQUISITIONS CORP | CLASS A ORD | G49667101 | 369,425 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
ISRAEL ACQUISITIONS CORP | *W EXP 99/99/999 | G49667119 | 4,813 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
ITRON INC | NOTE 3/1 | 465741AN6 | 4,314,187 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | 28,575,226 | 34,000,000 | PRN | SOLE | 34,000,000 | 0 | 0 | ||
JASPER THERAPEUTICS INC | *W EXP 09/24/202 | 471871111 | 12,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 1,627 | 40,680 | SH | SOLE | 40,680 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 57,895,914 | 59,725,000 | PRN | SOLE | 59,725,000 | 0 | 0 | ||
JUNIPER II CORP | *W EXP 99/99/999 | 48203N111 | 325 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
KEEN VISION ACQUISITION CORP | SHS | G52443119 | 5,223,312 | 513,600 | SH | SOLE | 513,600 | 0 | 0 | ||
KEEN VISION ACQUISITION CORP | *W EXP 03/15/202 | G52443127 | 28,248 | 513,600 | SH | SOLE | 513,600 | 0 | 0 | ||
KENSINGTON CAPITAL ACQUISITI | *W EXP 99/99/999 | G5251K129 | 19,508 | 168,750 | SH | SOLE | 168,750 | 0 | 0 | ||
KERNEL GROUP HOLDINGS INC | *W EXP 02/02/202 | G5259L129 | 3,719 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
KLDISCOVERY INC | *W EXP 19/12/202 | 498455112 | 3,034 | 1,444,593 | SH | SOLE | 1,444,593 | 0 | 0 | ||
KORE GROUP HLDGS INC | *W EXP 09/30/202 | 50066V115 | 3,535 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
L CATTERTON ASIA ACQUISITION | *W EXP 03/08/202 | G5346G117 | 17,166 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
L CATTERTON ASIA ACQUISITION | CLASS A ORD SHS | G5346G125 | 1,067,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
LAMF GLOBAL VENTURES CORP I | *W EXP 11/05/202 | G5338L124 | 13,905 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
LANVIN GROUP HOLDINGS LIMITE | *W EXP 01/14/202 | G5380J118 | 4,000 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
LANZATECH GLOBAL INC | *W EXP 01/01/202 | 51655R119 | 143,558 | 235,341 | SH | SOLE | 235,341 | 0 | 0 | ||
LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 13,631,530 | 14,500,000 | PRN | SOLE | 14,500,000 | 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 | 1,010 | 50,242 | SH | SOLE | 50,242 | 0 | 0 | ||
LF CAPITAL ACQUISITION CORP | *W EXP 02/19/202 | 50202D110 | 370 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 6,162,260 | 6,259,000 | PRN | SOLE | 6,259,000 | 0 | 0 | ||
LIBERTY RES ACQUISITION CORP | CLASS A COM | 53118A105 | 1,635,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
LIBERTY RES ACQUISITION CORP | *W EXP 10/31/202 | 53118A113 | 5,640 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
LIFEZONE METALS LIMITED | *W EXP 07/05/202 | G5568L117 | 59,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
LILIUM N V | *W EXP 09/14/202 | N52586117 | 5,040 | 41,999 | SH | SOLE | 41,999 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 16,895,131 | 16,500,000 | PRN | SOLE | 16,500,000 | 0 | 0 | ||
LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 9,285,006 | 4,267,000 | PRN | SOLE | 4,267,000 | 0 | 0 | ||
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 27,656,016 | 36,516,000 | PRN | SOLE | 36,516,000 | 0 | 0 | ||
LIVEWIRE GROUP INC | *W EXP 09/26/202 | 53838J113 | 56,303 | 160,820 | SH | SOLE | 160,820 | 0 | 0 | ||
LIVONGO HEALTH INC | NOTE 0.875% 6/0 | 539183AA1 | 27,367,495 | 29,754,000 | PRN | SOLE | 29,754,000 | 0 | 0 | ||
LOCAL BOUNTI CORP | *W EXP 99/99/999 | 53960E114 | 669 | 22,298 | SH | SOLE | 22,298 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 33,593,894 | 33,843,000 | PRN | SOLE | 33,843,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 59,561,118 | 70,500,000 | PRN | SOLE | 70,500,000 | 0 | 0 | ||
MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 39,273,788 | 34,500,000 | PRN | SOLE | 34,500,000 | 0 | 0 | ||
MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 31,666,975 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
MARKFORGED HOLDING CORPORATI | *W EXP 07/14/202 | 57064N110 | 4,051 | 28,034 | SH | SOLE | 28,034 | 0 | 0 | ||
MERCATO PARTNERS ACQUISITION | *W EXP 10/29/202 | 58759A116 | 52,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 17,166,995 | 19,000,000 | PRN | SOLE | 19,000,000 | 0 | 0 | ||
MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 3,496,305 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
MONEYLION INC | *W EXP 09/22/202 | 60938K114 | 6,521 | 141,750 | SH | SOLE | 141,750 | 0 | 0 | ||
MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 120,040,888 | 70,000,000 | PRN | SOLE | 70,000,000 | 0 | 0 | ||
MONTEREY INNOVATION ACQUI CO | *W EXP 09/30/202 | 61240F116 | 7,175 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 | 1,660 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
MOUNTAIN & CO I ACQUISITN CO | *W EXP 09/30/202 | G6301J112 | 13,125 | 87,500 | SH | SOLE | 87,500 | 0 | 0 | ||
MULTIPLAN CORPORATION | *W EXP 02/13/202 | 62548M118 | 36,195 | 624,050 | SH | SOLE | 624,050 | 0 | 0 | ||
NABORS ENERGY TRANSITION COR | CL A COM | 629567108 | 3,261,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
NABORS ENERGY TRANSITION COR | *W EXP 11/17/202 | 629567116 | 28,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
NABORS ENERGY TRANSITION COR | CL A | G6363K106 | 1,018,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
NABORS ENERGY TRANSITION COR | *W EXP 09/01/202 | G6363K114 | 9,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 49,461,105 | 50,868,000 | PRN | SOLE | 50,868,000 | 0 | 0 | ||
NEAR INTELLIGENCE INC | *W EXP 03/22/202 | 639494111 | 600 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
NEOGENOMICS INC | NOTE 1.250% 5/0 | 64049MAA8 | 26,656,130 | 28,270,000 | PRN | SOLE | 28,270,000 | 0 | 0 | ||
NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 5,412,612 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
NET POWER INC | *W EXP 06/08/202 | 64107A113 | 54,250 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 40,113,099 | 26,765,000 | PRN | SOLE | 26,765,000 | 0 | 0 | ||
NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 1,543,041 | 1,595,000 | PRN | SOLE | 1,595,000 | 0 | 0 | ||
NEWCOURT ACQUISITION CORP | *W EXP 01/22/202 | G6448C129 | 4,080 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
NEXTERA ENERGY PARTNERS | NOTE 6/1 | 65341BAE6 | 66,631,243 | 70,000,000 | SH | SOLE | 70,000,000 | 0 | 0 | ||
NIOCORP DEVS LTD | *W EXP 03/17/202 | 654484153 | 18,333 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
NOGIN INC | COM NEW | 65528N204 | 107,016 | 201,536 | SH | SOLE | 201,536 | 0 | 0 | ||
NOGIN INC | NOTE 7.000% 9/0 | 65528NAA3 | 11,872,292 | 24,500,000 | PRN | SOLE | 24,500,000 | 0 | 0 | ||
NORTHERN REVIVAL ACQUISITION | *W EXP 01/31/202 | G6546R119 | 1,740 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
NORTHERN STAR INVSTMNT CORP | *W EXP 01/31/202 | 66573W115 | 582 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 73,696,310 | 85,445,000 | PRN | SOLE | 85,445,000 | 0 | 0 | ||
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 10,854,781 | 10,150,000 | SH | SOLE | 10,150,000 | 0 | 0 | ||
NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 26,881,784 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 9,264,062 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
NWTN INC | *W EXP 12/31/202 | G6693P114 | 46,200 | 199,998 | SH | SOLE | 199,998 | 0 | 0 | ||
OAK WOODS ACQUISITION CORP | CL A | 67190B104 | 783,375 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
OAK WOODS ACQUISITION CORP | *W EXP 03/23/202 | 67190B112 | 4,043 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
OAK WOODS ACQUISITION CORP | RIGHT 03/23/2028 | 67190B120 | 18,750 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
OCA ACQUISITION CORP | *W EXP 01/14/202 | 670865112 | 2,610 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
OCULIS HOLDING AG | *W EXP 03/06/202 | H5870P110 | 56,333 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
OFFERPAD SOLUTIONS INC | *W EXP 09/01/202 | 67623L117 | 815 | 54,000 | SH | SOLE | 54,000 | 0 | 0 | ||
OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 24,181,482 | 27,561,000 | PRN | SOLE | 27,561,000 | 0 | 0 | ||
OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 58,475,007 | 64,510,000 | PRN | SOLE | 64,510,000 | 0 | 0 | ||
P3 HEALTH PARTNERS INC | *W EXP 11/19/202 | 744413113 | 17,106 | 100,624 | SH | SOLE | 100,624 | 0 | 0 | ||
PAGAYA TECHNOLOGIES LTD | *W EXP 09/01/202 | M7S64L107 | 23,333 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 365,728,986 | 155,009,000 | PRN | SOLE | 155,009,000 | 0 | 0 | ||
PAPAYA GRWT OPPORTUNITY CORP | *W EXP 12/31/202 | 69882P110 | 7,288 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
PAR TECHNOLOGY CORP | NOTE 2.875% 4/1 | 698884AC7 | 40,140,104 | 35,000,000 | PRN | SOLE | 35,000,000 | 0 | 0 | ||
PAR TECHNOLOGY CORP | NOTE 1.500%10/1 | 698884AE3 | 26,025,767 | 31,075,000 | PRN | SOLE | 31,075,000 | 0 | 0 | ||
PEARL HOLDINGS ACQUISITN COR | CLASS A ORD SHS | G44525106 | 804,000 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
PEARL HOLDINGS ACQUISITN COR | *W EXP 12/15/202 | G44525114 | 2,415 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
PEGASUS DIGITAL MOBILITY ACQ | CL A ORD SHS | G69768102 | 10,119,500 | 925,000 | SH | SOLE | 925,000 | 0 | 0 | ||
PEGASUS DIGITAL MOBILITY ACQ | *W EXP 99/99/999 | G69768110 | 55,500 | 462,500 | SH | SOLE | 462,500 | 0 | 0 | ||
PERCEPTION CAPITAL CORP II | *W EXP 10/25/202 | G7007D110 | 14,250 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
PERFECT CORP | *W EXP 99/99/999 | G7006A117 | 3,250 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 2,818,648 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
PHOENIX BIOTECH ACQUISITION | *W EXP 09/01/202 | 71902K113 | 3,580 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
PLUM ACQUISITION CORP I | *W EXP 03/18/202 | G7134L118 | 1,200 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
PRIVETERRA ACQUISITION CORP | *W EXP 01/07/202 | 876545112 | 7,815 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
PROCAPS GROUP SA | *W EXP 09/29/202 | L7756P110 | 42,880 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 20,117,368 | 19,369,000 | PRN | SOLE | 19,369,000 | 0 | 0 | ||
PROJECT ENERGY REIMAGINED AC | CLASS A ORD | G72556106 | 5,235,000 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
PROJECT ENERGY REIMAGINED AC | *W EXP 10/28/202 | G72556114 | 74,250 | 618,750 | SH | SOLE | 618,750 | 0 | 0 | ||
PROOF ACQUISITION CORP I | CL A COM | 74349W104 | 4,296,000 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
PROOF ACQUISITION CORP I | *W EXP 99/99/999 | 74349W112 | 21,660 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 | 2,643,137 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 39,090,059 | 38,509,000 | PRN | SOLE | 38,509,000 | 0 | 0 | ||
PROSPECTOR CAPITAL CORP | *W EXP 01/11/202 | G7273A113 | 1,827 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
PYROPHYTE ACQUISITION CORP | CL A ORD SHS | G7308P101 | 3,273,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
PYROPHYTE ACQUISITION CORP | *W EXP 05/03/202 | G7308P127 | 9,750 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 21,029,813 | 23,811,000 | PRN | SOLE | 23,811,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 25,846,426 | 29,345,000 | PRN | SOLE | 29,345,000 | 0 | 0 | ||
QUADRO ACQUISITION ONE CORP | *W EXP 06/30/202 | G52807115 | 1,827 | 36,530 | SH | SOLE | 36,530 | 0 | 0 | ||
RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 53,411,220 | 62,342,000 | PRN | SOLE | 62,342,000 | 0 | 0 | ||
RCF ACQUISITION CORP | CL A COM | G7330C102 | 1,094,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
RCF ACQUISITION CORP | *W EXP 99/99/999 | G7330C110 | 7,240 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
RENEW ENERGY GLOBAL PLC | *W EXP 08/21/202 | G7500M120 | 87,500 | 116,666 | SH | SOLE | 116,666 | 0 | 0 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 20,701,702 | 14,410,000 | PRN | SOLE | 14,410,000 | 0 | 0 | ||
RESERVOIR MEDIA INC | *W EXP 08/26/202 | 76119X113 | 34,000 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
REVELSTONE CAPITAL ACQSTN CO | CLASS A COM | 76137R106 | 14,350,500 | 1,350,000 | SH | SOLE | 1,350,000 | 0 | 0 | ||
REVELSTONE CAPITAL ACQSTN CO | *W EXP 09/15/202 | 76137R114 | 40,500 | 675,000 | SH | SOLE | 675,000 | 0 | 0 | ||
RIGEL RESOURCE ACQ CORP | CL A ORD SHS | G7573M106 | 4,900,500 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
RIGEL RESOURCE ACQ CORP | *W EXP 99/99/999 | G7573M114 | 37,125 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 29,722,001 | 35,200,000 | PRN | SOLE | 35,200,000 | 0 | 0 | ||
RMG ACQUISITION CORP III | *W EXP 02/08/202 | G76088122 | 7,800 | 59,999 | SH | SOLE | 59,999 | 0 | 0 | ||
ROADZEN INC | *W EXP 11/30/202 | G7606H116 | 1,780 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ROSE HILL ACQUISITION CORP | *W EXP 10/07/202 | G7637J123 | 2,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ROSS ACQUISITION CORP II | *W EXP 02/01/202 | G7641C114 | 7,433 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
ROTH CH ACQUISITION CO | *W EXP 10/20/202 | G88935120 | 8,140 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 39,644,229 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
RUBICON TECHNOLOGIES INC | *W EXP 04/01/202 | 78112J117 | 2,800 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
SARCOS TECHN AND ROBOTICS CO | *W EXP 09/24/202 | 80359A114 | 426 | 24,900 | SH | SOLE | 24,900 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | NOTE 1.250% 9/1 | 803607AD2 | 39,268,600 | 35,000,000 | PRN | SOLE | 35,000,000 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 9,252,647 | 5,198,000 | SH | SOLE | 5,198,000 | 0 | 0 | ||
SATELLOGIC INC | *W EXP 01/25/202 | G7823S119 | 7,820 | 91,779 | SH | SOLE | 91,779 | 0 | 0 | ||
SCHULTZE SPL PURP ACQ CORP I | CLASS A COM | 808212104 | 5,310,000 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
SCHULTZE SPL PURP ACQ CORP I | *W EXP 04/13/202 | 808212112 | 1,856 | 371,250 | SH | SOLE | 371,250 | 0 | 0 | ||
SEASTAR MEDICAL HOLDING CORP | *W EXP 10/28/202 | 81256L112 | 564 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
SELINA HOSPITALITY PLC | *W EXP 10/27/202 | G8059B119 | 1,580 | 125,393 | SH | SOLE | 125,393 | 0 | 0 | ||
SEMANTIX INC | *W EXP 08/03/202 | G6332A114 | 1,053 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
SEMPER PARATUS ACQUISITION C | *W EXP 11/04/202 | G8028L131 | 6,250 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
SHAPEWAYS HOLDINGS INC | *W EXP 09/29/202 | 81947T110 | 1,665 | 237,885 | SH | SOLE | 237,885 | 0 | 0 | ||
SHARECARE INC | *W EXP 07/01/202 | 81948W112 | 2,430 | 80,999 | SH | SOLE | 80,999 | 0 | 0 | ||
SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 9,917,944 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
SHOULDERUP TECHNOLOGY ACQUIS | CL A COM | 82537G104 | 1,264,800 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
SHOULDERUP TECHNOLOGY ACQUIS | *W EXP 11/17/202 | 82537G112 | 2,813 | 112,500 | SH | SOLE | 112,500 | 0 | 0 | ||
SIGNA SPORTS UNITED NV | *W EXP 12/14/202 | N80029114 | 2,333 | 233,333 | SH | SOLE | 233,333 | 0 | 0 | ||
SIZZLE ACQUISITION CORP | *W EXP 11/02/202 | 83014E117 | 15,020 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
SKY HARBOUR GROUP CORPORATIO | *W EXP 10/21/202 | 83085C115 | 25,000 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
SLAM CORP | *W EXP 02/23/202 | G8210L121 | 7,844 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 31,158,642 | 35,500,000 | PRN | SOLE | 35,500,000 | 0 | 0 | ||
SNAP INC | NOTE 5/0 | 83304AAF3 | 35,514,209 | 47,645,000 | PRN | SOLE | 47,645,000 | 0 | 0 | ||
SOCIAL LEVERAGE ACQUISN CORP | *W EXP 02/17/202 | 83363K110 | 2,255 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
SOUTHPORT ACQUISITION CORP | *W EXP 99/99/999 | 84465L113 | 8,100 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
SPECTRAL AI INC | *W EXP 09/11/202 | 84757T113 | 8,667 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 2,101,822 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 39,390,477 | 46,200,000 | PRN | SOLE | 46,200,000 | 0 | 0 | ||
SWVL HOLDINGS CORP | *W EXP 03/31/202 | G86302117 | 980 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
SYSTEM1 INC | *W EXP 99/99/999 | 87200P117 | 3,341 | 60,750 | SH | SOLE | 60,750 | 0 | 0 | ||
TARGET GLOBAL ACQUISI I CORP | *W EXP 12/08/202 | G8675N125 | 2,392 | 41,666 | SH | SOLE | 41,666 | 0 | 0 | ||
TECHTARGET INC | NOTE 12/1 | 87874RAD2 | 10,130,703 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 28,232,551 | 35,000,000 | PRN | SOLE | 35,000,000 | 0 | 0 | ||
TEMPO AUTOMATION HOLDINGS IN | *W EXP 09/30/202 | 88024M116 | 1,204 | 133,769 | SH | SOLE | 133,769 | 0 | 0 | ||
TH INTERNATIONAL LIMITED | ORDINARY SHARES | G8656L106 | 76,020 | 42,000 | SH | SOLE | 42,000 | 0 | 0 | ||
THE ONCOLOGY INSTITUTE INC | *W EXP 11/15/202 | 68236X118 | 2,298 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
THUNDER BRDG CAP PRTNRS IV I | *W EXP 04/30/202 | 88605L115 | 2,200 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
THUNDER BRIDGE CAP PRTNRS II | *W EXP 02/01/202 | 88605T118 | 4,200 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
TLGY ACQUISITION CORPORATION | *W EXP 11/09/202 | G8656T125 | 2,150 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
TMC THE METALS COMPANY INC | *W EXP 09/09/202 | 87261Y114 | 7,432 | 67,500 | SH | SOLE | 67,500 | 0 | 0 | ||
TMT ACQUISITION CORP | SHS | G89229119 | 522,250 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
TMT ACQUISITION CORP | RIGHT 03/27/2028 | G89229135 | 15,605 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
TOPGOLF CALLAWAY BRANDS CORP | NOTE 2.750% 5/0 | 131193AE4 | 10,673,720 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
TORTOISEECOFIN ACQUISITION C | SHS CL A | G8956E109 | 1,572,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
TORTOISEECOFIN ACQUISITION C | *W EXP 07/22/202 | G8956E117 | 6,375 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
TRIPADVISOR INC | NOTE 0.250% 4/0 | 896945AD4 | 3,398,020 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
TWELVE SEAS INVESTMENT CO II | *W EXP 03/02/202 | 90118T114 | 1,727 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
TWIN RIDGE CAPITAL ACQUIS CO | *W EXP 03/07/202 | G9151L120 | 5,007 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
TWIN RIDGE CAPITAL ACQUIS CO | SHS CL A | G9151L104 | 1,022,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
UNDER ARMOUR INC | NOTE 1.500% 6/0 | 904311AC1 | 9,413,534 | 9,528,000 | PRN | SOLE | 9,528,000 | 0 | 0 | ||
UNITED HOMES GROUP INC | *W EXP 03/30/202 | 91060H116 | 45,750 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
UNITED STATES STL CORP | NOTE 5.000%11/0 | 912909AT5 | 62,191,795 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 63,123,450 | 79,430,000 | PRN | SOLE | 79,430,000 | 0 | 0 | ||
UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 4,490,860 | 6,750,000 | PRN | SOLE | 6,750,000 | 0 | 0 | ||
UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 581,508 | 700,000 | PRN | SOLE | 700,000 | 0 | 0 | ||
UWM HOLDINGS CORPORATION | *W EXP 01/21/202 | 91823B117 | 2,673 | 20,560 | SH | SOLE | 20,560 | 0 | 0 | ||
VALENS SEMICONDUCTOR LTD | *W EXP 09/30/202 | M9607U107 | 8,198 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 49,900,015 | 43,488,000 | PRN | SOLE | 43,488,000 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 3.750% 6/0 | 922417AF7 | 10,508,512 | 4,972,000 | PRN | SOLE | 4,972,000 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 3.500% 1/1 | 922417AG5 | 8,500,415 | 6,600,000 | PRN | SOLE | 6,600,000 | 0 | 0 | ||
VERADIGM INC | NOTE 0.875% 1/0 | 01988PAF5 | 37,586,538 | 33,072,000 | PRN | SOLE | 33,072,000 | 0 | 0 | ||
VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 23,755,289 | 27,596,000 | PRN | SOLE | 27,596,000 | 0 | 0 | ||
VERITONE INC | NOTE 1.750%11/1 | 92347MAB6 | 6,969,154 | 18,756,000 | PRN | SOLE | 18,756,000 | 0 | 0 | ||
VERTICAL AEROSPACE LTD | *W EXP 09/15/202 | G9471C115 | 9,680 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 9,717,025 | 9,882,000 | PRN | SOLE | 9,882,000 | 0 | 0 | ||
VICARIOUS SURGICAL INC | *W EXP 09/17/202 | 92561V117 | 19,175 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
VIEW INC | *W EXP 03/08/202 | 92671V114 | 1,500 | 149,999 | SH | SOLE | 149,999 | 0 | 0 | ||
VROOM INC | NOTE 0.750% 7/0 | 92918VAB5 | 4,063,906 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
WAG GROUP CO | *W EXP 07/30/202 | 93042P117 | 138,600 | 990,000 | SH | SOLE | 990,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 162,807,097 | 165,000,000 | PRN | SOLE | 165,000,000 | 0 | 0 | ||
WHOLE EARTH BRANDS INC | *W EXP 06/25/202 | 96684W126 | 6,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
WIX COM LTD | NOTE 8/1 | 92940WAD1 | 45,977,142 | 51,515,000 | PRN | SOLE | 51,515,000 | 0 | 0 | ||
WORLDWIDE WEBB ACQUISITION C | *W EXP 10/20/202 | G97775111 | 32,100 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
ZALATORIS II ACQUISITION COR | CLASS A ORD | G9831X106 | 1,056,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ZALATORIS II ACQUISITION COR | *W EXP 99/99/999 | G9831X122 | 2,067 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
ZEROFOX HLDGS INC | *W EXP 08/03/202 | 98955G111 | 3,008 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 157,237,958 | 168,800,000 | PRN | SOLE | 168,800,000 | 0 | 0 | ||
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 50,097,576 | 41,560,000 | PRN | SOLE | 41,560,000 | 0 | 0 |