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 | 7,038 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
8X8 INC NEW | NOTE 4.000% 2/0 | 282914AE0 | 17,035,342 | 19,225,000 | PRN | SOLE | 19,225,000 | 0 | 0 | ||
ABACUS LIFE INC | *W EXP 06/30/202 | 00258Y112 | 46,650 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 32,017,368 | 34,804,000 | PRN | SOLE | 34,804,000 | 0 | 0 | ||
ACHARI VENTURES HLDGS CORP I | *W EXP 01/01/202 | 00444X119 | 3,020 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ADIT EDTECH ACQUISITION CORP | *W EXP 99/99/999 | 007024110 | 3,150 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
ADS TEC ENERGY PLC | *W EXP 12/22/202 | G0085J109 | 10,075 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
ADTHEORENT HOLDING COMPANY | *W EXP 12/26/202 | 00739D117 | 1,537 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
AEON BIOPHARMA INC | *W EXP 07/21/202 | 00791X118 | 16,650 | 166,666 | SH | SOLE | 166,666 | 0 | 0 | ||
AERIES TECHNOLOGY INC | *W EXP 11/06/202 | G0136H110 | 68,325 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
AEYE INC | *W EXP 09/30/202 | 008183113 | 445 | 74,249 | SH | SOLE | 74,249 | 0 | 0 | ||
AIRBNB INC | NOTE 3/1 | 009066AB7 | 54,202,977 | 60,150,000 | PRN | SOLE | 60,150,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 11,201,555 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 8,468,747 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
ALLURION TECHNOLOGIES INC | *W EXP 08/01/203 | 02008G110 | 6,890 | 15,312 | SH | SOLE | 15,312 | 0 | 0 | ||
ALPHA TAU MEDICAL LTD | *W EXP 03/07/202 | M0740A116 | 28,890 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 83,225,779 | 45,893,000 | PRN | SOLE | 45,893,000 | 0 | 0 | ||
ALTC ACQUISITION CORP | COM CL A | 02156V109 | 1,488,876 | 140,992 | SH | SOLE | 140,992 | 0 | 0 | ||
ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 17,724,740 | 18,125,000 | PRN | SOLE | 18,125,000 | 0 | 0 | ||
ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 125,712,518 | 128,661,000 | PRN | SOLE | 128,661,000 | 0 | 0 | ||
ALTITUDE ACQUISITION CORP | *W EXP 11/30/202 | 02156Y111 | 1,150 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
AMBIPAR EMERGENCY RESPONSE | *W EXP 99/99/999 | G02532110 | 58,890 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
ANDRETTI ACQUISITION CORP | *W EXP 99/99/999 | G26735129 | 27,490 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ANGHAMI INC | *W EXP 02/03/202 | G0369L119 | 16,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
AP ACQUISITION CORP | *W EXP 12/07/202 | G04058114 | 1,005 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
AP ACQUISITION CORP | CL A ORD SHS | G04058106 | 779,100 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
APX ACQUISITION CORP I | *W EXP 11/30/202 | G0440J125 | 3,750 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
ARES ACQUISITION CORP II | *W EXP 99/99/999 | G33033120 | 7,605 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ARES ACQUISITION CORP II | SHS CLASS A | G33033104 | 1,044,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ARROWROOT ACQUISITION CORP | *W EXP 03/02/202 | 04282M110 | 4,055 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 19,050,846 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
ARYA SCIENCES ACQU CORP IV | CL A | G31659108 | 3,270,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
ATI INC | NOTE 3.500% 6/1 | 01741RAK8 | 88,963,234 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
ATLANTIC COASTAL ACQUISTN CO | CLASS A COM | 048453104 | 8,472,000 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
ATLANTIC COASTAL AQSTN CORP | *W EXP 01/13/202 | 04845A116 | 4,020 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ATLANTIC COASTAL AQSTN CORP | CLASS A COM | 04845A108 | 4,232,000 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 | 15,922,091 | 19,164,000 | PRN | SOLE | 19,164,000 | 0 | 0 | ||
BANZAI INTERNATIONAL INC | *W EXP 12/14/202 | 06682J118 | 2,295 | 50,000 | SH | SOLE | 50,000 | 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 | 1,627,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
BENEFICIENT | *W EXP 06/07/202 | 08178Q119 | 3,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 24,322,435 | 27,000,000 | PRN | SOLE | 27,000,000 | 0 | 0 | ||
BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 4,000,000 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
BIGBEAR AI HLDGS INC | *W EXP 12/08/202 | 08975B117 | 67,620 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 4,031,468 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
BILL HOLDINGS INC | NOTE 4/0 | 090043AD2 | 2,796,687 | 3,391,000 | PRN | SOLE | 3,391,000 | 0 | 0 | ||
BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 8,527,626 | 9,076,000 | PRN | SOLE | 9,076,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 2,897,076 | 2,932,000 | PRN | SOLE | 2,932,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 73,247,397 | 83,000,000 | PRN | SOLE | 83,000,000 | 0 | 0 | ||
BLACKSKY TECHNOLOGY INC | *W EXP 09/09/202 | 09263B116 | 9,943 | 198,855 | SH | SOLE | 198,855 | 0 | 0 | ||
BLEUACACIA LTD | *W EXP 10/30/202 | G11728113 | 1,990 | 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 | 4,394,794 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 142,683,368 | 145,295,000 | PRN | SOLE | 145,295,000 | 0 | 0 | ||
BLOCKCHAIN COINVSTRS ACQ CRP | CLASS A ORD | G11765107 | 1,630,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
BLOCKCHAIN COINVSTRS ACQ CRP | *W EXP 11/01/202 | G11765115 | 7,485 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
BLUERIVER ACQUISITION CORP | *W EXP 01/04/202 | G1261Q115 | 3,970 | 99,999 | SH | SOLE | 99,999 | 0 | 0 | ||
BRIDGER AEROSPACE GRP HLDGS | *W EXP 01/24/202 | 96812F110 | 58,077 | 274,854 | SH | SOLE | 274,854 | 0 | 0 | ||
BUZZFEED INC | *W EXP 12/03/202 | 12430A110 | 685 | 16,666 | SH | SOLE | 16,666 | 0 | 0 | ||
BYNORDIC ACQUISITION CORP | *W EXP 07/01/202 | 124420118 | 89,100 | 742,500 | SH | SOLE | 742,500 | 0 | 0 | ||
CACTUS ACQUISITION CORP 1 LT | *W EXP 08/17/202 | G1745A124 | 4,125 | 137,500 | SH | SOLE | 137,500 | 0 | 0 | ||
CANNA GLOBAL ACQUISITION COR | *W EXP 11/30/202 | 13767K119 | 5,640 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
CAPITALWORKS EMNG MKTS ACQST | *W EXP 11/19/202 | G1889L126 | 4,523 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
CARBON REVOLUTION LTD | *W EXP 99/99/999 | G1893D110 | 3,660 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
CARNIVAL CORP | NOTE 5.750% 10/0 | 143658BT8 | 52,787,075 | 27,500,000 | PRN | SOLE | 27,500,000 | 0 | 0 | ||
CARTICA ACQUISITION CORP | *W EXP 04/30/202 | G1995D117 | 1,555 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
CARTICA ACQUISITION CORP | CLASS A ORD SHS | G1995D109 | 1,091,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CELLEBRITE DI LTD | *W EXP 08/30/202 | M2197Q115 | 211,948 | 134,999 | SH | SOLE | 134,999 | 0 | 0 | ||
CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 5,799,751 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 37,422,844 | 41,500,000 | PRN | SOLE | 41,500,000 | 0 | 0 | ||
CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 25,494,902 | 10,950,000 | PRN | SOLE | 10,950,000 | 0 | 0 | ||
CHECHE GROUP INC | *W EXP 10/01/203 | G20707116 | 5,600 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 807,679 | 874,000 | PRN | SOLE | 874,000 | 0 | 0 | ||
CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 | 7,806 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
COMPLETE SOLARIA INC | *W EXP 07/31/202 | 20460L112 | 467 | 24,072 | SH | �� | SOLE | 24,072 | 0 | 0 | |
CONCORD ACQUISITION CORP III | *W EXP 99/99/999 | 20607V114 | 12,500 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
CONSTELLATION ACQUISITN CORP | *W EXP 01/29/202 | G2R18K113 | 1,267 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
CONX CORP | *W EXP 10/30/202 | 212873111 | 41,310 | 135,000 | SH | SOLE | 135,000 | 0 | 0 | ||
CORNER GROWTH ACQUISITION CO | *W EXP 99/99/999 | G2425N113 | 4,133 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
CUTERA INC | NOTE 4.000% 6/0 | 232109AG3 | 327,500 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
CXAPP INC | *W EXP 03/14/202 | 23248B117 | 12,150 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 36,332,388 | 25,600,000 | PRN | SOLE | 25,600,000 | 0 | 0 | ||
D-WAVE QUANTUM INC | *W EXP 08/05/202 | 26740W117 | 9,796 | 108,000 | SH | SOLE | 108,000 | 0 | 0 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 40,618,980 | 29,000,000 | PRN | SOLE | 29,000,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 14,589,404 | 13,960,000 | PRN | SOLE | 13,960,000 | 0 | 0 | ||
DHC ACQUISITION CORP | *W EXP 02/25/202 | G2758T117 | 733 | 36,666 | SH | SOLE | 36,666 | 0 | 0 | ||
DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 24,677,323 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 14,211,252 | 22,500,000 | PRN | SOLE | 22,500,000 | 0 | 0 | ||
DISTOKEN ACQUISITION CORP | ORDINARY SHARES | G27740110 | 1,060,000 | 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 | 2,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 39,899,999 | 40,000,000 | PRN | SOLE | 40,000,000 | 0 | 0 | ||
DP CAP ACQUISITION CORP I | *W EXP 11/08/202 | G2R05B126 | 500 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
DROPBOX INC | NOTE 3/0 | 26210CAC8 | 8,758,056 | 8,900,000 | PRN | SOLE | 8,900,000 | 0 | 0 | ||
ECARX HOLDINGS INC | *W EXP 12/20/202 | G29201111 | 2,250 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
EDIFY ACQUISITION CORP | *W EXP 11/25/202 | 28059Q111 | 3,600 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
EFFECTOR THERAPEUTICS INC | *W EXP 12/31/202 | 28202V116 | 4,917 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
ENGENE HOLDINGS INC | *W EXP 10/31/202 | 29286M113 | 99,166 | 116,666 | SH | SOLE | 116,666 | 0 | 0 | ||
ENVESTNET INC | NOTE 2.625%12/0 | 29404KAG1 | 39,594,155 | 40,000,000 | PRN | SOLE | 40,000,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 66,986,846 | 71,529,000 | PRN | SOLE | 71,529,000 | 0 | 0 | ||
ENVOY MEDICAL INC | *W EXP 09/29/202 | 29415V117 | 1,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ESGEN ACQUISITION CORP | *W EXP 10/18/202 | G3R95N111 | 10,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
ESPERION THERAPEUTICS INC NE | NOTE 4.000%11/1 | 29664WAB1 | 11,307,111 | 19,000,000 | PRN | SOLE | 19,000,000 | 0 | 0 | ||
EVE MOBILITY ACQUISITION COR | *W EXP 12/31/202 | G3218G117 | 3,000 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
EVENTBRITE INC | NOTE 0.750% 9/1 | 29975EAD1 | 2,127,674 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 6,150,986 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
EVERBRIDGE INC | NOTE 3/1 | 29978AAE4 | 50,065,023 | 57,546,000 | PRN | SOLE | 57,546,000 | 0 | 0 | ||
EVEREST CONSOLIDATOR ACQ COR | *W EXP 99/99/999 | 29978K110 | 19,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
EVEREST CONSOLIDATOR ACQ COR | CL A COM | 29978K102 | 3,282,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 85,218,384 | 73,869,000 | PRN | SOLE | 73,869,000 | 0 | 0 | ||
EVOLV TECHNOLOGIES HLDNGS IN | *W EXP 03/10/202 | 30049H110 | 38,005 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
EXCELFIN ACQUISITION CORP | *W EXP 10/25/202 | 30069X110 | 3,045 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 16,440,710 | 17,338,000 | PRN | SOLE | 17,338,000 | 0 | 0 | ||
FALCONS BEYOND GLOBAL INC | *W EXP 03/16/202 | 306121112 | 18,675 | 24,900 | SH | SOLE | 24,900 | 0 | 0 | ||
FASTLY INC | NOTE 3/1 | 31188VAB6 | 11,791,107 | 13,528,000 | PRN | SOLE | 13,528,000 | 0 | 0 | ||
FINANCE OF AMERICA COMPAN | *W EXP 04/08/202 | 31738L115 | 24,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 108,745,311 | 112,708,000 | PRN | SOLE | 112,708,000 | 0 | 0 | ||
FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 | 34,871,978 | 39,182,000 | PRN | SOLE | 39,182,000 | 0 | 0 | ||
FLAME ACQUISITION CORP | *W EXP 02/26/202 | 33850F116 | 96,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
FOCUS IMPACT ACQUISITION COR | *W EXP 10/28/202 | 34417L117 | 2,500 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
FOUR LEAF ACQUISITION CORP | COM CL A | 35088F107 | 631,200 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
FOUR LEAF ACQUISITION CORP | *W EXP 03/15/202 | 35088F115 | 1,800 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
FUTURE HEALTH ESG CORP | *W EXP 99/99/999 | 36118W110 | 13,523 | 489,950 | SH | SOLE | 489,950 | 0 | 0 | ||
GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 | 72,325 | 200,902 | SH | SOLE | 200,902 | 0 | 0 | ||
GDEV INC | *W EXP 08/26/202 | G6529J118 | 7,887 | 124,999 | SH | SOLE | 124,999 | 0 | 0 | ||
GEO CORRECTIONS HOLDINGS INC | NOTE 6.500% 2/2 | 36166WAB9 | 14,188,293 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
GLOBAL BLUE GROUP HOLDING AG | *W EXP 08/28/202 | H33700115 | 169,216 | 2,420,831 | SH | SOLE | 2,420,831 | 0 | 0 | ||
GLOBAL GAS CORP DEL | *W EXP 12/21/202 | 37892P115 | 2,000 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
GLOBAL PARTNER ACQISTN CORP | *W EXP 01/14/202 | G3934P128 | 1,241 | 49,432 | SH | SOLE | 49,432 | 0 | 0 | ||
GLOBAL TECHNOLGY ACQSTN CORP | *W EXP 10/19/202 | G3934N115 | 1,495 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
GOGORO INC | *W EXP 04/04/202 | G9491K113 | 14,993 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 | 1,294,530 | 357,605 | SH | SOLE | 357,605 | 0 | 0 | ||
GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 5,210,358 | 5,750,000 | PRN | SOLE | 5,750,000 | 0 | 0 | ||
GORILLA TECHNOLOGY GROUP INC | *W EXP 07/13/202 | G4000K118 | 2,972 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
GORILLA TECHNOLOGY GROUP INC | ORDINARY SHARES | G4000K100 | 21,576 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
GRINDR INC | *W EXP 11/18/202 | 39854F119 | 90,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 6,938,938 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 65,093,058 | 58,757,000 | PRN | SOLE | 58,757,000 | 0 | 0 | ||
HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 26,738,698 | 29,964,000 | PRN | SOLE | 29,964,000 | 0 | 0 | ||
HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 10,410,251 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
HARMONIC INC | DBCV 2.000% 9/0 | 413160AD4 | 47,446,923 | 30,800,000 | SH | SOLE | 30,800,000 | 0 | 0 | ||
HAT HOLDINGS I LLC | NOTE 5/0 | 418751AG8 | 5,037,117 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
HAYMAKER ACQUISITION CORP IV | *W EXP 05/31/202 | G4375F116 | 3,925 | 25,049 | SH | SOLE | 25,049 | 0 | 0 | ||
HAYMAKER ACQUISITION CORP IV | CLASS A | G4375F108 | 514,517 | 50,099 | SH | SOLE | 50,099 | 0 | 0 | ||
HCI GROUP INC | NOTE 4.750% 6/0 | 40416EAF0 | 3,763,896 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
HEALTH CATALYST INC | NOTE 2.500% 4/1 | 42225TAB3 | 51,332,104 | 53,595,000 | PRN | SOLE | 53,595,000 | 0 | 0 | ||
HEALTHCARE AI ACQUISITION CO | *W EXP 12/07/202 | G4373K117 | 2,520 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 83,316,099 | 40,000,000 | PRN | SOLE | 40,000,000 | 0 | 0 | ||
HYZON MOTORS INC | *W EXP 10/02/202 | 44951Y110 | 1,795 | 80,127 | SH | SOLE | 80,127 | 0 | 0 | ||
I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 17,854,228 | 18,503,000 | PRN | SOLE | 18,503,000 | 0 | 0 | ||
IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 16,368,750 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 8,503,599 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
INFINERA CORP | NOTE 3.750% 8/0 | 45667GAG8 | 54,152,643 | 54,000,000 | PRN | SOLE | 54,000,000 | 0 | 0 | ||
INFINT ACQUISITION CORP | CL A ORD SHS | G47862100 | 2,176,680 | 194,000 | SH | SOLE | 194,000 | 0 | 0 | ||
INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 | 26,220,790 | 24,076,000 | PRN | SOLE | 24,076,000 | 0 | 0 | ||
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 244,034,049 | 93,716,000 | PRN | SOLE | 93,716,000 | 0 | 0 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 3,114,860 | 2,900,000 | PRN | SOLE | 2,900,000 | 0 | 0 | ||
INSPIRATO INCORPORATED | *W EXP 02/11/202 | 45791E115 | 206 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 164,844,707 | 143,000,000 | PRN | SOLE | 143,000,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 23,183,156 | 24,486,000 | PRN | SOLE | 24,486,000 | 0 | 0 | ||
IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 33,784,300 | 32,000,000 | PRN | SOLE | 32,000,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 36,335,473 | 34,375,000 | PRN | SOLE | 34,375,000 | 0 | 0 | ||
ISRAEL ACQUISITIONS CORP | CLASS A ORD | G49667101 | 375,900 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
ISRAEL ACQUISITIONS CORP | *W EXP 99/99/999 | G49667119 | 2,240 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
ITRON INC | NOTE 3/1 | 465741AN6 | 9,711,355 | 10,524,000 | PRN | SOLE | 10,524,000 | 0 | 0 | ||
JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | 32,204,416 | 37,554,000 | PRN | SOLE | 37,554,000 | 0 | 0 | ||
JASPER THERAPEUTICS INC | *W EXP 09/24/202 | 471871111 | 20,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 1,615 | 40,680 | SH | SOLE | 40,680 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 58,383,681 | 59,725,000 | PRN | SOLE | 59,725,000 | 0 | 0 | ||
KEEN VISION ACQUISITION CORP | SHS | G52443119 | 5,307,337 | 513,600 | SH | SOLE | 513,600 | 0 | 0 | ||
KEEN VISION ACQUISITION CORP | *W EXP 03/15/202 | G52443127 | 20,544 | 513,600 | SH | SOLE | 513,600 | 0 | 0 | ||
KENSINGTON CAPITAL ACQUISITI | *W EXP 99/99/999 | G5251K129 | 16,875 | 168,750 | SH | SOLE | 168,750 | 0 | 0 | ||
KERNEL GROUP HOLDINGS INC | *W EXP 02/02/202 | G5259L129 | 1,325 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
KLDISCOVERY INC | *W EXP 19/12/202 | 498455112 | 2,889 | 1,444,593 | PRN | SOLE | 1,444,593 | 0 | 0 | ||
L CATTERTON ASIA ACQUISITION | *W EXP 03/08/202 | G5346G117 | 22,333 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
L CATTERTON ASIA ACQUISITION | CLASS A ORD SHS | G5346G125 | 1,078,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
LAMF GLOBAL VENTURES CORP I | *W EXP 11/05/202 | G5338L124 | 3,750 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
LANVIN GROUP HOLDINGS LIMITE | *W EXP 01/14/202 | G5380J118 | 2,800 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
LANZATECH GLOBAL INC | *W EXP 01/01/202 | 51655R119 | 116,070 | 235,341 | SH | SOLE | 235,341 | 0 | 0 | ||
LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 14,243,962 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | ||
LEAFLY HOLDINGS INC | *W EXP 02/04/202 | 52178J113 | 4,528 | 286,595 | SH | SOLE | 286,595 | 0 | 0 | ||
LEDDARTECH HLDGS INC | *W EXP 12/21/202 | 52328E113 | 2,833 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
LEMONADE INC | *W EXP 02/09/202 | 52567D115 | 1,070 | 50,242 | SH | SOLE | 50,242 | 0 | 0 | ||
LIBERTY MEDIA CORP | NOTE 2.750% 12/0 | 531229AJ1 | 94,629,407 | 99,110,000 | PRN | SOLE | 99,110,000 | 0 | 0 | ||
LIBERTY RES ACQUISITION CORP | CLASS A COM | 53118A105 | 1,642,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
LIBERTY RES ACQUISITION CORP | *W EXP 10/31/202 | 53118A113 | 750 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
LIFEZONE METALS LIMITED | *W EXP 07/05/202 | G5568L117 | 26,750 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
LILIUM N V | *W EXP 09/14/202 | N52586117 | 6,720 | 41,999 | SH | SOLE | 41,999 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 18,679,697 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 9,059,662 | 4,267,000 | PRN | SOLE | 4,267,000 | 0 | 0 | ||
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 24,300,130 | 36,516,000 | PRN | SOLE | 36,516,000 | 0 | 0 | ||
LIVEWIRE GROUP INC | *W EXP 09/26/202 | 53838J113 | 65,245 | 160,820 | SH | SOLE | 160,820 | 0 | 0 | ||
LIVONGO HEALTH INC | NOTE 0.875% 6/0 | 539183AA1 | 44,688,398 | 47,504,000 | PRN | SOLE | 47,504,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 41,670,956 | 41,248,000 | PRN | SOLE | 41,248,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 63,018,547 | 70,500,000 | PRN | SOLE | 70,500,000 | 0 | 0 | ||
LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 34,320,380 | 35,884,000 | PRN | SOLE | 35,884,000 | 0 | 0 | ||
MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 35,847,977 | 29,000,000 | PRN | SOLE | 29,000,000 | 0 | 0 | ||
MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 30,683,836 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
MARKFORGED HOLDING CORPORATI | *W EXP 07/14/202 | 57064N110 | 1,651 | 28,034 | SH | SOLE | 28,034 | 0 | 0 | ||
MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 17,624,653 | 19,000,000 | PRN | SOLE | 19,000,000 | 0 | 0 | ||
MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 9,356,287 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
MONEYLION INC | *W EXP 09/22/202 | 60938K114 | 14,189 | 141,750 | SH | SOLE | 141,750 | 0 | 0 | ||
MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 103,063,176 | 52,050,000 | PRN | SOLE | 52,050,000 | 0 | 0 | ||
MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 | 1,410 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
MOUNTAIN & CO I ACQUISITN CO | *W EXP 09/30/202 | G6301J112 | 2,721 | 87,500 | SH | SOLE | 87,500 | 0 | 0 | ||
MULTIPLAN CORPORATION | *W EXP 02/13/202 | 62548M118 | 6,241 | 624,050 | SH | SOLE | 624,050 | 0 | 0 | ||
NABORS ENERGY TRANSITION COR | *W EXP 09/01/202 | G6363K114 | 6,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
NABORS ENERGY TRANSITION COR | CL A | G6363K106 | 1,040,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 16,180,513 | 16,023,000 | PRN | SOLE | 16,023,000 | 0 | 0 | ||
NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 5,710,703 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
NEOGENOMICS INC | NOTE 1.250% 5/0 | 64049MAA8 | 27,156,621 | 28,270,000 | PRN | SOLE | 28,270,000 | 0 | 0 | ||
NET POWER INC | *W EXP 06/08/202 | 64107A113 | 27,500 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 46,680,885 | 26,765,000 | PRN | SOLE | 26,765,000 | 0 | 0 | ||
NEWCOURT ACQUISITION CORP | *W EXP 01/22/202 | G6448C129 | 2,400 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
NEXT E GO N V | ORD SHS | N63018118 | 8,068 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
NEXTERA ENERGY PARTNERS | NOTE 6/1 | 65341BAE6 | 67,856,248 | 70,000,000 | PRN | SOLE | 70,000,000 | 0 | 0 | ||
NICE LTD | NOTE 9/1 | 653656AB4 | 1,899,111 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
NIOCORP DEVS LTD | *W EXP 03/17/202 | 654484153 | 17,666 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
NORTHERN REVIVAL ACQUISITION | *W EXP 01/31/202 | G6546R119 | 680 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
NORTHERN STAR INVSTMNT CORP | *W EXP 01/31/202 | 66573W115 | 104 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 79,557,159 | 91,445,000 | PRN | SOLE | 91,445,000 | 0 | 0 | ||
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 13,130,944 | 10,150,000 | SH | SOLE | 10,150,000 | 0 | 0 | ||
NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 31,296,713 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 16,403,429 | 17,570,000 | PRN | SOLE | 17,570,000 | 0 | 0 | ||
NVNI GROUP LIMITED | *W EXP 11/01/202 | G50716110 | 9,125 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
NWTN INC | *W EXP 12/31/202 | G6693P114 | 33,280 | 199,998 | SH | SOLE | 199,998 | 0 | 0 | ||
OAK WOODS ACQUISITION CORP | CL A | 67190B104 | 789,750 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
OAK WOODS ACQUISITION CORP | *W EXP 03/23/202 | 67190B112 | 1,950 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
OAK WOODS ACQUISITION CORP | RIGHT 03/23/2028 | 67190B120 | 11,250 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
OCA ACQUISITION CORP | *W EXP 01/14/202 | 670865112 | 3,155 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
OCULIS HOLDING AG | *W EXP 03/06/202 | H5870P110 | 50,000 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 3,230,208 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 33,712,381 | 38,000,000 | PRN | SOLE | 38,000,000 | 0 | 0 | ||
OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 79,056,280 | 86,000,000 | PRN | SOLE | 86,000,000 | 0 | 0 | ||
P3 HEALTH PARTNERS INC | *W EXP 11/19/202 | 744413113 | 10,545 | 100,624 | SH | SOLE | 100,624 | 0 | 0 | ||
PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 6,298,684 | 6,795,000 | PRN | SOLE | 6,795,000 | 0 | 0 | ||
PAGAYA TECHNOLOGIES LTD | *W EXP 09/01/202 | M7S64L107 | 14,653 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 16,661,073 | 17,178,000 | PRN | SOLE | 17,178,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 460,249,310 | 155,009,000 | PRN | SOLE | 155,009,000 | 0 | 0 | ||
PAPAYA GRWT OPPORTUNITY CORP | *W EXP 12/31/202 | 69882P110 | 2,500 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
PAR TECHNOLOGY CORP | NOTE 1.500%10/1 | 698884AE3 | 27,858,065 | 31,075,000 | PRN | SOLE | 31,075,000 | 0 | 0 | ||
PAR TECHNOLOGY CORP | NOTE 2.875% 4/1 | 698884AC7 | 42,683,547 | 35,000,000 | PRN | SOLE | 35,000,000 | 0 | 0 | ||
PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 28,694,258 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
PEARL HOLDINGS ACQUISITN COR | *W EXP 12/15/202 | G44525114 | 1,504 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
PEGASUS DIGITAL MOBILITY ACQ | CL A ORD SHS | G69768102 | 4,663,100 | 422,000 | SH | SOLE | 422,000 | 0 | 0 | ||
PEGASUS DIGITAL MOBILITY ACQ | *W EXP 99/99/999 | G69768110 | 37,046 | 462,500 | SH | SOLE | 462,500 | 0 | 0 | ||
PERFECT CORP | *W EXP 99/99/999 | G7006A117 | 3,740 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 4,988,922 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
PHOENIX BIOTECH ACQUISITION | *W EXP 09/01/202 | 71902K113 | 1,175 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
PLUM ACQUISITION CORP I | *W EXP 03/18/202 | G7134L118 | 2,798 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
PRIVETERRA ACQUISITION CORP | *W EXP 01/07/202 | 876545112 | 2,625 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
PROCAPS GROUP SA | *W EXP 09/29/202 | L7756P110 | 51,440 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 20,513,142 | 19,369,000 | PRN | SOLE | 19,369,000 | 0 | 0 | ||
PROJECT ENERGY REIMAGINED AC | CLASS A ORD | G72556106 | 5,285,000 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
PROJECT ENERGY REIMAGINED AC | *W EXP 10/28/202 | G72556114 | 15,469 | 618,750 | SH | SOLE | 618,750 | 0 | 0 | ||
PROOF ACQUISITION CORP I | *W EXP 99/99/999 | 74349W112 | 22,220 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 992,768 | 1,013,000 | PRN | SOLE | 1,013,000 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 | 66,714,690 | 58,585,000 | PRN | SOLE | 58,585,000 | 0 | 0 | ||
PYROPHYTE ACQUISITION CORP | *W EXP 05/03/202 | G7308P127 | 12,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
PYROPHYTE ACQUISITION CORP | CL A ORD SHS | G7308P101 | 3,300,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 21,513,480 | 23,811,000 | PRN | SOLE | 23,811,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 26,827,289 | 29,345,000 | PRN | SOLE | 29,345,000 | 0 | 0 | ||
QUADRO ACQUISITION ONE CORP | *W EXP 06/30/202 | G52807115 | 643 | 36,530 | SH | SOLE | 36,530 | 0 | 0 | ||
RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 57,179,009 | 63,342,000 | PRN | SOLE | 63,342,000 | 0 | 0 | ||
RCF ACQUISITION CORP | *W EXP 99/99/999 | G7330C110 | 5,010 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
RENEW ENERGY GLOBAL PLC | *W EXP 08/21/202 | G7500M120 | 132,999 | 116,666 | SH | SOLE | 116,666 | 0 | 0 | ||
REPLIGEN CORP | NOTE 1.000%12/1 | 759916AC3 | 13,486,077 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
RESERVOIR MEDIA INC | *W EXP 08/26/202 | 76119X113 | 40,500 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
REVELSTONE CAPITAL ACQSTN CO | *W EXP 09/15/202 | 76137R114 | 29,565 | 675,000 | SH | SOLE | 675,000 | 0 | 0 | ||
RIGEL RESOURCE ACQ CORP | *W EXP 99/99/999 | G7573M114 | 27,000 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
RIGEL RESOURCE ACQ CORP | CL A ORD SHS | G7573M106 | 4,932,000 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 15,909,960 | 17,016,000 | PRN | SOLE | 17,016,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 30,623,999 | 35,200,000 | PRN | SOLE | 35,200,000 | 0 | 0 | ||
RMG ACQUISITION CORP III | *W EXP 02/08/202 | G76088122 | 3,900 | 59,999 | SH | SOLE | 59,999 | 0 | 0 | ||
ROADZEN INC | *W EXP 11/30/202 | G7606H116 | 3,495 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ROSS ACQUISITION CORP II | *W EXP 02/01/202 | G7641C114 | 3,733 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
ROTH CH ACQUISITION CO | *W EXP 10/20/202 | G88935120 | 2,500 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 55,124,487 | 20,500,000 | PRN | SOLE | 20,500,000 | 0 | 0 | ||
SARCOS TECHN AND ROBOTICS CO | *W EXP 09/24/202 | 80359A114 | 134 | 24,900 | SH | SOLE | 24,900 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | NOTE 1.250% 9/1 | 803607AD2 | 39,106,455 | 38,500,000 | PRN | SOLE | 38,500,000 | 0 | 0 | ||
SATELLOGIC INC | *W EXP 01/25/202 | G7823S119 | 7,572 | 91,779 | SH | SOLE | 91,779 | 0 | 0 | ||
SEASTAR MEDICAL HOLDING CORP | *W EXP 10/28/202 | 81256L112 | 1,216 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
SELINA HOSPITALITY PLC | *W EXP 10/27/202 | G8059B119 | 527 | 125,393 | SH | SOLE | 125,393 | 0 | 0 | ||
SEMANTIX INC | *W EXP 08/03/202 | G6332A114 | 300 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
SEMPER PARATUS ACQUISITION C | *W EXP 11/04/202 | G8028L131 | 5,000 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
SHAPEWAYS HOLDINGS INC | *W EXP 09/29/202 | 81947T110 | 714 | 237,885 | SH | SOLE | 237,885 | 0 | 0 | ||
SHARECARE INC | *W EXP 07/01/202 | 81948W112 | 1,871 | 80,999 | SH | SOLE | 80,999 | 0 | 0 | ||
SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 14,259,191 | 12,770,000 | PRN | SOLE | 12,770,000 | 0 | 0 | ||
SIZZLE ACQUISITION CORP | *W EXP 11/02/202 | 83014E117 | 9,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
SKY HARBOUR GROUP CORPORATIO | *W EXP 01/25/202 | 83085C115 | 93,750 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
SLAM CORP | *W EXP 02/23/202 | G8210L121 | 11,875 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 40,742,028 | 38,000,000 | PRN | SOLE | 38,000,000 | 0 | 0 | ||
SNAP INC | NOTE 5/0 | 83304AAF3 | 38,294,670 | 47,645,000 | PRN | SOLE | 47,645,000 | 0 | 0 | ||
SOCIAL LEVERAGE ACQUISN CORP | *W EXP 02/17/202 | 83363K110 | 960 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 4,741,855 | 5,200,000 | PRN | SOLE | 5,200,000 | 0 | 0 | ||
SOUTHPORT ACQUISITION CORP | *W EXP 99/99/999 | 84465L113 | 3,750 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
SPARK I ACQUISITION CORP | *W EXP 10/01/203 | G8316B118 | 3,000 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
SPARK I ACQUISITION CORP | ORD SHS | G8316B100 | 507,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
SPECTAIRE HLDGS INC | *W EXP 10/17/202 | 84753T117 | 900 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
SPECTRAL AI INC | *W EXP 09/11/202 | 84757T113 | 14,000 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 1,736,255 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 43,120,012 | 48,700,000 | PRN | SOLE | 48,700,000 | 0 | 0 | ||
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 10,142,843 | 7,925,000 | PRN | SOLE | 7,925,000 | 0 | 0 | ||
SWVL HOLDINGS CORP | *W EXP 03/31/202 | G86302117 | 660 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
SYSTEM1 INC | *W EXP 99/99/999 | 87200P117 | 9,714 | 60,750 | SH | SOLE | 60,750 | 0 | 0 | ||
TANDEM DIABETES CARE INC | NOTE 1.500% 5/0 | 875372AB0 | 127,603,589 | 134,055,000 | PRN | SOLE | 134,055,000 | 0 | 0 | ||
TARGET GLOBAL ACQUISI I CORP | *W EXP 12/08/202 | G8675N125 | 2,917 | 41,666 | SH | SOLE | 41,666 | 0 | 0 | ||
TECHTARGET INC | NOTE 12/1 | 87874RAD2 | 10,376,544 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 37,528,020 | 45,500,000 | PRN | SOLE | 45,500,000 | 0 | 0 | ||
TH INTERNATIONAL LIMITED | ORDINARY SHARES | G8656L106 | 73,500 | 42,000 | SH | SOLE | 42,000 | 0 | 0 | ||
THE ONCOLOGY INSTITUTE INC | *W EXP 11/15/202 | 68236X118 | 5,000 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
THUNDER BRDG CAP PRTNRS IV I | *W EXP 04/30/202 | 88605L115 | 1,600 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
TLGY ACQUISITION CORPORATION | *W EXP 11/09/202 | G8656T125 | 775 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
TMC THE METALS COMPANY INC | *W EXP 09/09/202 | 87261Y114 | 8,539 | 67,500 | SH | SOLE | 67,500 | 0 | 0 | ||
TMT ACQUISITION CORP | SHS | G89229119 | 530,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
TMT ACQUISITION CORP | RIGHT 03/27/2028 | G89229135 | 10,880 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
TORTOISEECOFIN ACQUISITION C | *W EXP 07/22/202 | G8956E117 | 3,334 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
TRIPADVISOR INC | NOTE 0.250% 4/0 | 896945AD4 | 15,573,748 | 17,659,000 | PRN | SOLE | 17,659,000 | 0 | 0 | ||
TWELVE SEAS INVESTMENT CO II | *W EXP 03/02/202 | 90118T114 | 1,347 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
UNDER ARMOUR INC | NOTE 1.500% 6/0 | 904311AC1 | 11,427,684 | 11,229,000 | PRN | SOLE | 11,229,000 | 0 | 0 | ||
UNITED HOMES GROUP INC | *W EXP 03/30/202 | 91060H116 | 72,495 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
UNITED STATES STL CORP | NOTE 5.000%11/0 | 912909AT5 | 91,167,457 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 73,211,497 | 87,871,000 | PRN | SOLE | 87,871,000 | 0 | 0 | ||
UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 5,026,687 | 6,750,000 | PRN | SOLE | 6,750,000 | 0 | 0 | ||
UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 599,810 | 700,000 | PRN | SOLE | 700,000 | 0 | 0 | ||
UWM HOLDINGS CORPORATION | *W EXP 01/21/202 | 91823B117 | 5,956 | 20,560 | SH | SOLE | 20,560 | 0 | 0 | ||
VALENS SEMICONDUCTOR LTD | *W EXP 09/30/202 | M9607U107 | 3,000 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 29,404,741 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 52,673,589 | 34,400,000 | PRN | SOLE | 34,400,000 | 0 | 0 | ||
VAST RENEWABLES LIMITED | *W EXP 07/01/202 | Q9379E113 | 15,015 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 3.750% 6/0 | 922417AF7 | 11,476,006 | 4,972,000 | PRN | SOLE | 4,972,000 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 3.500% 1/1 | 922417AG5 | 9,160,617 | 6,600,000 | PRN | SOLE | 6,600,000 | 0 | 0 | ||
VERADIGM INC | NOTE 0.875% 1/0 | 01988PAF5 | 47,222,333 | 46,562,000 | PRN | SOLE | 46,562,000 | 0 | 0 | ||
VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 49,316,370 | 55,845,000 | PRN | SOLE | 55,845,000 | 0 | 0 | ||
VERITONE INC | NOTE 1.750%11/1 | 92347MAB6 | 3,041,241 | 12,956,000 | PRN | SOLE | 12,956,000 | 0 | 0 | ||
VERTICAL AEROSPACE LTD | *W EXP 09/15/202 | G9471C115 | 5,670 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 30,407,778 | 30,535,000 | PRN | SOLE | 30,535,000 | 0 | 0 | ||
VICARIOUS SURGICAL INC | *W EXP 09/17/202 | 92561V117 | 7,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
VIEW INC | *W EXP 03/08/202 | 92671V114 | 630 | 149,999 | SH | SOLE | 149,999 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 5,950,088 | 6,029,000 | PRN | SOLE | 6,029,000 | 0 | 0 | ||
WAG GROUP CO | *W EXP 07/30/202 | 93042P117 | 142,758 | 990,000 | SH | SOLE | 990,000 | 0 | 0 | ||
WHOLE EARTH BRANDS INC | *W EXP 06/25/202 | 96684W126 | 4,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 17,129,072 | 13,572,000 | PRN | SOLE | 13,572,000 | 0 | 0 | ||
WIX COM LTD | NOTE 8/1 | 92940WAD1 | 46,904,405 | 51,515,000 | PRN | SOLE | 51,515,000 | 0 | 0 | ||
XBP EUROPE HOLDINGS INC | *W EXP 11/30/202 | 98400V119 | 1,250 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
ZALATORIS II ACQUISITION COR | *W EXP 99/99/999 | G9831X122 | 1,707 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
ZALATORIS II ACQUISITION COR | CLASS A ORD | G9831X106 | 1,069,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ZEROFOX HLDGS INC | *W EXP 08/03/202 | 98955G111 | 1,395 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 166,471,593 | 175,000,000 | PRN | SOLE | 175,000,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 5,538,999 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
ZOOMCAR HLDGS INC | *W EXP 05/31/202 | 45784G119 | 16,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 129,311,538 | 84,989,000 | PRN | SOLE | 84,989,000 | 0 | 0 |