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 | CL A ORD SHS | G87077106 | 2,442,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
10X CAPITAL VENTURE ACQ III | *W EXP 06/30/202 | G87077114 | 10,000 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
26 CAPITAL ACQUISITION CORP | *W EXP 12/31/202 | 90138P118 | 21,000 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
7 ACQUISITION CORPORATION | SHS CL A | G80694105 | 2,048,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
7 ACQUISITION CORPORATION | *W EXP 11/05/202 | G80694113 | 8,880 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
7GC & CO HOLDINGS INC | *W EXP 12/28/202 | 81786A115 | 3,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
8X8 INC NEW | NOTE 4.000% 2/0 | 282914AE0 | 10,241,006 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
ABG ACQUISITION CORP I | CL A SHS | G00496102 | 1,538,412 | 152,469 | SH | SOLE | 152,469 | 0 | 0 | ||
ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 28,604,701 | 34,804,000 | PRN | SOLE | 34,804,000 | 0 | 0 | ||
ACHARI VENTURES HLDGS CORP I | COM | 00444X101 | 2,044,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ACHARI VENTURES HLDGS CORP I | *W EXP 01/01/202 | 00444X119 | 10,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ACROPOLIS INFRASTRUCTURE ACQ | CL A | 005029103 | 995,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ACROPOLIS INFRASTRUCTURE ACQ | *W EXP 03/30/202 | 005029111 | 4,000 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 1,010,460 | 13,200 | SH | SOLE | 13,200 | 0 | 0 | ||
ADIT EDTECH ACQUISITION CORP | *W EXP 99/99/999 | 007024110 | 2,250 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
ADS TEC ENERGY PLC | *W EXP 12/22/202 | G0085J109 | 2,558 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
ADTHEORENT HOLDING COMPANY | *W EXP 12/26/202 | 00739D117 | 3,333 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
AEYE INC | *W EXP 09/30/202 | 008183113 | 2,970 | 74,249 | SH | SOLE | 74,249 | 0 | 0 | ||
AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 7,770,300 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||
AIRBNB INC | NOTE 3/1 | 009066AB7 | 18,299,174 | 22,000,000 | PRN | SOLE | 22,000,000 | 0 | 0 | ||
ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 162,085 | 197,000 | PRN | SOLE | 197,000 | 0 | 0 | ||
ALLEGO N V | *W EXP 03/16/202 | N0796A118 | 5,697 | 56,965 | SH | SOLE | 56,965 | 0 | 0 | ||
VERADIGM INC | NOTE 0.875% 1/0 | 01988PAF5 | 11,058,765 | 7,725,000 | PRN | SOLE | 7,725,000 | 0 | 0 | ||
ALPHA TAU MEDICAL LTD | *W EXP 03/07/202 | M0740A116 | 37,515 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
ALSP ORCHID ACQUISITION CORP | CLASS A ORD | G0231L107 | 494,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ALSP ORCHID ACQUISITION CORP | *W EXP 11/30/202 | G0231L123 | 750 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 40,172,665 | 36,000,000 | PRN | SOLE | 36,000,000 | 0 | 0 | ||
ALTC ACQUISITION CORP | COM CL A | 02156V109 | 1,398,641 | 140,992 | SH | SOLE | 140,992 | 0 | 0 | ||
ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 49,401,541 | 53,359,000 | PRN | SOLE | 53,359,000 | 0 | 0 | ||
ALTIMAR ACQUISITION CORP III | SHS CL A | G0370U108 | 251,750 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
ALTITUDE ACQUISITION CORP | *W EXP 11/30/202 | 02156Y111 | 2,925 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
AMCI ACQUISITION CORP II | CLASS A COM | 00166R100 | 4,697,416 | 470,683 | SH | SOLE | 470,683 | 0 | 0 | ||
AMCI ACQUISITION CORP II | *W EXP 08/06/202 | 00166R118 | 56,482 | 235,341 | SH | SOLE | 235,341 | 0 | 0 | ||
ANDRETTI ACQUISITION CORP | CL A ORD SHS | G26735103 | 2,065,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ANDRETTI ACQUISITION CORP | *W EXP 99/99/999 | G26735129 | 7,040 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ANGHAMI INC | *W EXP 02/03/202 | G0369L119 | 5,220 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ANTHEMIS DIGITAL ACQUISITION | CLASS A ORD | G03959106 | 5,130,000 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
ANTHEMIS DIGITAL ACQUISITION | *W EXP 11/01/202 | G03959114 | 27,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
ANZU SPECIAL ACQUISITIN CORP | COM CL A | 03737A101 | 1,503,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
ANZU SPECIAL ACQUISITIN CORP | *W EXP 01/27/202 | 03737A119 | 1,900 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
AP ACQUISITION CORP | CL A ORD SHS | G04058106 | 722,400 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
AP ACQUISITION CORP | *W EXP 12/07/202 | G04058114 | 2,800 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
APEIRON CAPITAL INVEST CORP | CL A COM | 03752A101 | 3,078,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
APEIRON CAPITAL INVEST CORP | *W EXP 04/02/202 | 03752A119 | 22,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
APOLLO STRATEGIC GRWT CPTL I | SHS CL A | G0412A102 | 2,004,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
APOLLO STRATEGIC GRWT CPTL I | *W EXP 02/12/202 | G0412A128 | 5,600 | 39,999 | SH | SOLE | 39,999 | 0 | 0 | ||
APPRECIATE HOLDINGS INC | *W EXP 11/29/202 | 03832J114 | 2,508 | 83,333 | SH | SOLE | 83,333 | 0 | 0 | ||
APX ACQUISITION CORP I | CLASS A ORD SHS | G0440J109 | 1,541,250 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
APX ACQUISITION CORP I | *W EXP 11/30/202 | G0440J125 | 1,500 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
ARBOR RAPHA CAP BIOHLDS CORP | *W EXP 10/31/202 | 03881F112 | 3,333 | 83,333 | SH | SOLE | 83,333 | 0 | 0 | ||
ARCTOS NORTHSTAR ACQUIS CORP | SHS CL A | G0477L100 | 2,522,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
ARCTOS NORTHSTAR ACQUIS CORP | *W EXP 99/99/999 | G0477L126 | 2,644 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
ARES ACQUISITION CORPORATION | COM CL A | G33032106 | 4,028,000 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
ARES ACQUISITION CORPORATION | *W EXP 02/02/202 | G33032122 | 37,304 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
ARROWROOT ACQUISITION CORP | CL A COM | 04282M102 | 1,003,500 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ARROWROOT ACQUISITION CORP | *W EXP 03/02/202 | 04282M110 | 250 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ARTEMIS STRATEGIC INVT CORP | COM CL A | 04303A103 | 15,059,750 | 1,475,000 | SH | SOLE | 1,475,000 | 0 | 0 | ||
ARTEMIS STRATEGIC INVT CORP | *W EXP 09/30/202 | 04303A111 | 99,710 | 737,500 | SH | SOLE | 737,500 | 0 | 0 | ||
ARYA SCIENCES ACQUISITN CORP | CLASS A ORD SHS | G31658100 | 1,268,313 | 125,700 | SH | SOLE | 125,700 | 0 | 0 | ||
ARYA SCIENCES ACQU CORP IV | CL A | G31659108 | 4,040,071 | 400,007 | SH | SOLE | 400,007 | 0 | 0 | ||
ASCENDANT DIGITAL ACQ CORP I | CL A COM | G05157105 | 2,064,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ATHENA CONSUMER ACQ CORP | *W EXP 07/31/202 | 04684M114 | 11,630 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ATI INC | NOTE 3.500% 6/1 | 01741RAK8 | 36,329,894 | 18,000,000 | PRN | SOLE | 18,000,000 | 0 | 0 | ||
ATI PHYSICAL THERAPY INC | *W EXP 08/10/202 | 00216W117 | 170 | 31,500 | SH | SOLE | 31,500 | 0 | 0 | ||
ATLANTIC COASTAL AQSTN CORP | CLASS A COM | 04845A108 | 4,076,000 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
ATLANTIC COASTAL AQSTN CORP | *W EXP 01/13/202 | 04845A116 | 13,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ATLANTIC COASTAL ACQUISTN CO | CLASS A COM | 048453104 | 30,045,000 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 20,894,501 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
AURORA ACQUISITION CORP | CLASS A ORD SHS | G0698L103 | 1,009,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
AUTHENTIC EQUITY ACQUISTN CO | CL A SHS | G06607108 | 1,011,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
AUTHENTIC EQUITY ACQUISTN CO | *W EXP 01/20/202 | G06607124 | 175 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
AVALON ACQUISITION INC | CLASS A COM | 05338E101 | 4,100,000 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
AVALON ACQUISITION INC | *W EXP 12/31/202 | 05338E119 | 19,500 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 69,000 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 | 2,269,207 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
BANNER ACQUISITION CORP | CLASS A COM | 06654K101 | 14,968,800 | 1,485,000 | SH | SOLE | 1,485,000 | 0 | 0 | ||
BANNER ACQUISITION CORP | *W EXP 09/07/202 | 06654K119 | 11,138 | 742,500 | SH | SOLE | 742,500 | 0 | 0 | ||
BATTERY FUTURE ACQUISITION C | CL A ORD SHS | G0888J108 | 1,540,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
BATTERY FUTURE ACQUISITION C | *W EXP 99/99/999 | G0888J124 | 4,755 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
BEARD ENERGY TRANSITION ACQ | CL A COM | 07402Q101 | 2,038,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
BEARD ENERGY TRANSITION ACQ | *W EXP 99/99/999 | 07402Q119 | 8,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
BENSON HILL INC | *W EXP 09/29/202 | 082490111 | 2,501 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 2,046,545 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
BERKSHIRE GREY INC | *W EXP 07/21/202 | 084656115 | 2,000 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 3,442,728 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
BIGBEAR AI HLDGS INC | *W EXP 12/08/202 | 08975B117 | 6,140 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 10,803,309 | 15,020,000 | PRN | SOLE | 15,020,000 | 0 | 0 | ||
BIOPLUS ACQUISITION CORP | CLASS A ORD SHS | G11217117 | 2,555,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
BIOPLUS ACQUISITION CORP | *W EXP 12/02/202 | G11217125 | 12,488 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
BIOTE CORP | *W EXP 05/26/202 | 090683111 | 7,500 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
BIOTECH ACQUISITION COMPANY | CL A SHS | G1125A108 | 1,451,941 | 143,758 | SH | SOLE | 143,758 | 0 | 0 | ||
BIOTECH ACQUISITION COMPANY | *W EXP 11/30/202 | G1125A116 | 8,965 | 140,290 | SH | SOLE | 140,290 | 0 | 0 | ||
BLACK SPADE ACQUISITION CO | SHS CL A | G11537100 | 1,810,358 | 181,034 | SH | SOLE | 181,034 | 0 | 0 | ||
BLACK SPADE ACQUISITION CO | *W EXP 07/16/202 | G11537118 | 4,526 | 90,517 | SH | SOLE | 90,517 | 0 | 0 | ||
BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 21,426,973 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 14,497,829 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
BLACKSKY TECHNOLOGY INC | *W EXP 09/09/202 | 09263B116 | 26,845 | 198,855 | SH | SOLE | 198,855 | 0 | 0 | ||
BLOCKCHAIN COINVSTRS ACQ CRP | CLASS A ORD | G11765107 | 3,072,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
BLOCKCHAIN COINVSTRS ACQ CRP | *W EXP 11/01/202 | G11765115 | 9,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
BLOCKCHAIN MOON ACQUISITN CO | RIGHT 10/14/2026 | 09370F117 | 144,000 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
BLOCKCHAIN MOON ACQUISITN CO | *W EXP 10/14/202 | 09370F125 | 7,720 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
BLEUACACIA LTD | CLASS A ORD SHS | G11728105 | 2,012,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
BLEUACACIA LTD | *W EXP 10/30/202 | G11728113 | 1,210 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
BLEUACACIA LTD | RIGHT 10/30/2026 | G11728139 | 20,020 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
BLUERIVER ACQUISITION CORP | SHS CL A | G1261Q107 | 3,027,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
BLUERIVER ACQUISITION CORP | *W EXP 01/04/202 | G1261Q115 | 1,500 | 99,999 | SH | SOLE | 99,999 | 0 | 0 | ||
BULLPEN PARLAY ACQUISITION C | CLASS A ORD SHS | G1792A100 | 2,048,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
BULLPEN PARLAY ACQUISITION C | *W EXP 12/03/202 | G1792A118 | 2,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
BUZZFEED INC | *W EXP 12/03/202 | 12430A110 | 667 | 16,666 | SH | SOLE | 16,666 | 0 | 0 | ||
BYNORDIC ACQUISITION CORP | CLASS A COM | 124420100 | 15,147,000 | 1,485,000 | SH | SOLE | 1,485,000 | 0 | 0 | ||
BYNORDIC ACQUISITION CORP | *W EXP 07/01/202 | 124420118 | 14,850 | 742,500 | SH | SOLE | 742,500 | 0 | 0 | ||
C5 ACQUISITION CORPORATION | CL A COM | 12530D105 | 511,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
C5 ACQUISITION CORPORATION | *W EXP 12/31/202 | 12530D113 | 750 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
CACTUS ACQUISITION CORP 1 LT | CLASS A ORD | G1745A108 | 2,821,500 | 275,000 | SH | SOLE | 275,000 | 0 | 0 | ||
CACTUS ACQUISITION CORP 1 LT | *W EXP 08/17/202 | G1745A124 | 1,375 | 137,500 | SH | SOLE | 137,500 | 0 | 0 | ||
CANNA GLOBAL ACQUISITION COR | *W EXP 11/30/202 | 13767K119 | 5,970 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
CAPITALWORKS EMNG MKTS ACQST | CLASS A ORD SHS | G1889L100 | 4,648,500 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
CAPITALWORKS EMNG MKTS ACQST | *W EXP 11/19/202 | G1889L126 | 4,523 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
CARNEY TECHNOLOGY ACQU CORP | *W EXP 11/30/202 | 143636116 | 11,200 | 166,666 | SH | SOLE | 166,666 | 0 | 0 | ||
CARTESIAN GROWTH CORP | CL A SHS | G19276107 | 2,727,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
CARTESIAN GROWTH CORP | *W EXP 02/26/202 | G19276115 | 42,625 | 83,333 | SH | SOLE | 83,333 | 0 | 0 | ||
CARTICA ACQUISITION CORP | CLASS A ORD SHS | G1995D109 | 1,037,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CARTICA ACQUISITION CORP | *W EXP 04/30/202 | G1995D117 | 3,345 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
CC NEUBERGER PRINCIPAL HOLDN | SHS CL A | G1992N100 | 2,075,823 | 205,527 | SH | SOLE | 205,527 | 0 | 0 | ||
CC NEUBERGER PRINCIPAL HOLDN | *W EXP 02/05/202 | G1992N126 | 2,072 | 41,105 | SH | SOLE | 41,105 | 0 | 0 | ||
CELLEBRITE DI LTD | *W EXP 08/30/202 | M2197Q115 | 83,443 | 134,999 | SH | SOLE | 134,999 | 0 | 0 | ||
CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 2,757,653 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 23,884,228 | 27,129,000 | PRN | SOLE | 27,129,000 | 0 | 0 | ||
CF ACQUISITION CORP IV | *W EXP 12/31/202 | 12520T110 | 7,700 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CF ACQUISITION CORP VIII | *W EXP 03/31/202 | 12520C117 | 700 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
CHAIN BRIDGE I | CLASS A ORD | G2061X102 | 1,028,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CHAIN BRIDGE I | *W EXP 11/10/202 | G2061X110 | 4,915 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
CHEGG INC | NOTE 9/0 | 163092AF6 | 1,203,950 | 1,530,000 | PRN | SOLE | 1,530,000 | 0 | 0 | ||
MULTIPLAN CORPORATION | *W EXP 02/13/202 | 62548M118 | 31,203 | 624,050 | SH | SOLE | 624,050 | 0 | 0 | ||
CHURCHILL CAPITAL CORP V | COM CL A | 17144T107 | 2,982,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
CHURCHILL CAPITAL CORP V | *W EXP 10/29/202 | 17144T115 | 6,053 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
CHURCHILL CAPITAL CORP VII | COM CL A | 17144M102 | 2,991,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 | 2,964 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
COLONNADE ACQUISITION CORP I | SHS CL A | G2284B101 | 1,510,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
COLONNADE ACQUISITION CORP I | *W EXP 99/99/999 | G2284B119 | 1,500 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
COMERA LIFE SCIENCES HLDGS I | *W EXP 03/15/202 | 20037C116 | 7,155 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
COMPUTE HEALTH ACQUISITIN CO | *W EXP 01/25/202 | 204833115 | 2,810 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
CONCORD ACQUISITION CORP III | COM CL A | 20607V106 | 2,547,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
CONCORD ACQUISITION CORP III | *W EXP 99/99/999 | 20607V114 | 8,500 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
CONSTELLATION ACQUISITN CORP | SHS CL A | G2R18K105 | 2,022,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
CONSTELLATION ACQUISITN CORP | *W EXP 01/29/202 | G2R18K113 | 2,000 | 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 | ||
CORAZON CAPITAL V838 MONOCER | CLASS A ORD SHS | G24237102 | 1,008,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CORAZON CAPITAL V838 MONOCER | *W EXP 03/24/202 | G24237128 | 667 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
CORNER GROWTH ACQUISITION CO | *W EXP 99/99/999 | G2425N113 | 2,007 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 4,840,668 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 33,319,158 | 34,500,000 | PRN | SOLE | 34,500,000 | 0 | 0 | ||
CRESCERA CAP ACQUISITION COR | CLASS A ORD SHS | G26507106 | 2,044,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
CRESCERA CAP ACQUISITION COR | *W EXP 11/18/202 | G26507114 | 3,010 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CROWN PROPTECH ACQUISITIONS | SHS CL A | G25741102 | 3,553,058 | 351,440 | SH | SOLE | 351,440 | 0 | 0 | ||
D AND Z MEDIA ACQUISITION CO | *W EXP 01/27/202 | 23305Q114 | 3,427 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 31,746,168 | 29,000,000 | PRN | SOLE | 29,000,000 | 0 | 0 | ||
DEEP LAKE CAPITAL ACQUSTN CO | CL A SHS | G27029100 | 504,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
DEEP LAKE CAPITAL ACQUSTN CO | *W EXP 01/04/202 | G27029118 | 175 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 356,266,292 | 129,059,000 | PRN | SOLE | 129,059,000 | 0 | 0 | ||
DHC ACQUISITION CORP | CLASS A ORD SHS | G2758T109 | 1,107,711 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
DHC ACQUISITION CORP | *W EXP 02/25/202 | G2758T117 | 367 | 36,666 | SH | SOLE | 36,666 | 0 | 0 | ||
DIAMONDHEAD HOLDINGS CORP | CL A | 25278L105 | 3,015,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
DIAMONDHEAD HOLDINGS CORP | *W EXP 01/28/202 | 25278L113 | 7,875 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
DIGITAL MEDIA SOLUTIONS INC | *W EXP 07/15/202 | 25401G114 | 10,275 | 97,300 | SH | SOLE | 97,300 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 17,670,901 | 27,500,000 | PRN | SOLE | 27,500,000 | 0 | 0 | ||
DMY TECHNOLOGY GROUP INC VI | CL A COM | 233247105 | 3,517,500 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
DMY TECHNOLOGY GROUP INC VI | *W EXP 99/99/999 | 233247113 | 18,375 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 44,030,191 | 46,562,000 | PRN | SOLE | 46,562,000 | 0 | 0 | ||
DOMA HOLDINGS INC | *W EXP 07/28/202 | 25703A112 | 570 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
DP CAP ACQUISITION CORP I | CLASS A ORD | G2R05B100 | 513,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
DP CAP ACQUISITION CORP I | *W EXP 11/08/202 | G2R05B126 | 500 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
DRAGONEER GROWTH OPT CORP II | CL A SHS | G28315102 | 1,479,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
DROPBOX INC | NOTE 3/0 | 26210CAC8 | 9,116,683 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
DUNE ACQUISITION CORP | *W EXP 10/29/202 | 265334110 | 756 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
D-WAVE QUANTUM INC | *W EXP 08/05/202 | 26740W117 | 11,405 | 108,000 | SH | SOLE | 108,000 | 0 | 0 | ||
EAST RES ACQUISITION CO | *W EXP 07/01/202 | 274681113 | 10,938 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
ECARX HOLDINGS INC | *W EXP 12/20/202 | G29201111 | 7,358 | 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 | 3,391 | 77,236 | SH | SOLE | 77,236 | 0 | 0 | ||
EFFECTOR THERAPEUTICS INC | *W EXP 12/31/202 | 28202V116 | 5,457 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
ELLIOTT OPPORTUNITY II CORP | SHS CL A | G30092103 | 2,520,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
ELLIOTT OPPORTUNITY II CORP | *W EXP 03/02/202 | G30092111 | 5,625 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
EMBARK TECHNOLOGY INC | *W EXP 11/10/202 | 29079J111 | 325 | 16,248 | SH | SOLE | 16,248 | 0 | 0 | ||
ENTERPRISE 4.0 TEC ACQSTN CO | CLASS A ORD SHS | G3137C106 | 3,084,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
ENTERPRISE 4.0 TEC ACQSTN CO | *W EXP 10/21/202 | G3137C114 | 4,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 23,935,290 | 26,227,000 | PRN | SOLE | 26,227,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 512,221 | 492,000 | PRN | SOLE | 492,000 | 0 | 0 | ||
EPIPHANY TECHNOLOGY ACQUISIT | *W EXP 01/12/202 | 29429X117 | 153 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
GOLDEN FALCON ACQUISITION CO | *W EXP 11/04/202 | 38102H117 | 22,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
ESGEN ACQUISITION CORP | SHS CL A | G3R95N103 | 5,170,000 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
ESGEN ACQUISITION CORP | *W EXP 10/18/202 | G3R95N111 | 7,150 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
ESPERION THERAPEUTICS INC NE | NOTE 4.000%11/1 | 29664WAB1 | 10,991,659 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
ESPERION THERAPEUTICS INC NE | COM | 29664W105 | 99,749 | 16,011 | SH | SOLE | 16,011 | 0 | 0 | ||
EUROPEAN BIOTECH ACQUTN CORP | CLASS A ORD SHS | G3167F102 | 1,010,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
EUROPEAN BIOTECH ACQUTN CORP | *W EXP 03/06/202 | G3167F128 | 9,933 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
EVE MOBILITY ACQUISITION COR | CL A ORD SHS | G3218G109 | 1,545,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
EVE MOBILITY ACQUISITION COR | *W EXP 12/31/202 | G3218G117 | 3,750 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 7,892,036 | 8,842,000 | PRN | SOLE | 8,842,000 | 0 | 0 | ||
EVERBRIDGE INC | NOTE 3/1 | 29978AAE4 | 50,347,395 | 59,111,000 | PRN | SOLE | 59,111,000 | 0 | 0 | ||
EVEREST CONSOLIDATOR ACQ COR | CL A COM | 29978K102 | 3,069,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
EVEREST CONSOLIDATOR ACQ COR | *W EXP 99/99/999 | 29978K110 | 2,265 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 17,713,354 | 16,323,000 | PRN | SOLE | 16,323,000 | 0 | 0 | ||
EVOLV TECHNOLOGIES HLDNGS IN | *W EXP 03/10/202 | 30049H110 | 21,375 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
EXCELFIN ACQUISITION CORP | COM CL A | 30069X102 | 3,078,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
EXCELFIN ACQUISITION CORP | *W EXP 10/25/202 | 30069X110 | 4,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
FAR PEAK ACQUISITION CORP | SHS CL A | G3312L103 | 7,001,896 | 697,400 | SH | SOLE | 697,400 | 0 | 0 | ||
FAST ACQUISITION CORP II | CL A | 311874101 | 1,001,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
FAST ACQUISITION CORP II | *W EXP 03/16/202 | 311874119 | 16,750 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
FASTLY INC | NOTE 3/1 | 31188VAB6 | 6,935,924 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
FATHOM DIGITAL MFG CORP | *W EXP 12/22/202 | 31189Y111 | 830 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
FINANCE OF AMERICA COMPAN | *W EXP 04/08/202 | 31738L115 | 23,310 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
FINSERV ACQUISITION CORP II | COM CL A | 31809Y103 | 251,375 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
FINTECH EVOLUTION ACQUIS GRO | SHS CL A | G3R19A104 | 1,515,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 | 22,349,222 | 27,500,000 | PRN | SOLE | 27,500,000 | 0 | 0 | ||
FLAME ACQUISITION CORP | COM CL A | 33850F108 | 1,005,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
FLAME ACQUISITION CORP | *W EXP 02/26/202 | 33850F116 | 32,505 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
FOCUS IMPACT ACQUISITION COR | CLASS A COM | 34417L109 | 2,545,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
FOCUS IMPACT ACQUISITION COR | *W EXP 10/28/202 | 34417L117 | 6,250 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
FORBION EUROPEAN ACQUSTN COR | CLASS A ORD SHS | G3619H102 | 3,615,500 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
FORBION EUROPEAN ACQUSTN COR | *W EXP 12/10/202 | G3619H110 | 17,500 | 116,666 | SH | SOLE | 116,666 | 0 | 0 | ||
FOREST ROAD ACQUISITION COR | CL A | 34619V103 | 2,007,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
FOREST ROAD ACQUISITION COR | *W EXP 01/15/202 | 34619V111 | 13,360 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
FORTRESS CAPITAL ACQUISITION | SHS CL A | G36427105 | 6,062,636 | 600,261 | SH | SOLE | 600,261 | 0 | 0 | ||
FORUM MERGER IV CORP | CLASS A COM | 349875104 | 2,006,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
FORUM MERGER IV CORP | *W EXP 03/15/202 | 349875112 | 1,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
FOXO TECHNOLOGIES INC | *W EXP 08/01/202 | 351471115 | 2,690 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
FREEDOM ACQUISITION I CORP | SHS CL A | G3663X110 | 972,509 | 96,288 | SH | SOLE | 96,288 | 0 | 0 | ||
FREEDOM ACQUISITION I CORP | *W EXP 03/02/202 | G3663X128 | 4,812 | 24,072 | SH | SOLE | 24,072 | 0 | 0 | ||
FRONTIER ACQUISITION CORP | CLASS A ORD SHS | G36826108 | 1,008,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
FRONTIER ACQUISITION CORP | *W EXP 03/15/202 | G36826124 | 290 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
FTAC ATHENA ACQUISITION CORP | CL A SHS | G37283101 | 3,580,793 | 354,534 | SH | SOLE | 354,534 | 0 | 0 | ||
FTAC ZEUS ACQUISITION COR | CLASS A COM | 30320F106 | 5,035,000 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
FTAC ZEUS ACQUISITION COR | *W EXP 04/15/202 | 30320F114 | 5,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 18,151,657 | 11,417,000 | PRN | SOLE | 11,417,000 | 0 | 0 | ||
FUSION ACQUISITION CORP II | COM CL A | 36118N102 | 4,016,000 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
FUTURE HEALTH ESG CORP | *W EXP 99/99/999 | 36118W110 | 34,297 | 489,950 | SH | SOLE | 489,950 | 0 | 0 | ||
G SQUARED ASCEND I INC | SHS CL A | G4204R109 | 5,052,500 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
G SQUARED ASCEND II INC | COM CL A | G42041106 | 1,015,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
G SQUARED ASCEND II INC | *W EXP 12/31/202 | G42041122 | 1,337 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
GAMES & ESPORTS EXPRNC ACQ C | CLASS A ORD SHS | G3731J119 | 2,575,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
GAMES & ESPORTS EXPRNC ACQ C | *W EXP 12/01/202 | G3731J127 | 3,763 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 | 88,397 | 200,902 | SH | SOLE | 200,902 | 0 | 0 | ||
GELESIS HLDGS INC | *W EXP 01/13/202 | 36850R113 | 1,780 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
GIGCAPITAL 5 INC | *W EXP 03/28/202 | 37519U117 | 14,875 | 425,000 | SH | SOLE | 425,000 | 0 | 0 | ||
GLOBAL BLUE GROUP HOLDING AG | *W EXP 08/28/202 | H33700115 | 232,506 | 747,366 | SH | SOLE | 747,366 | 0 | 0 | ||
GLOBAL PARTNER ACQISTN CORP | CL A SHS | G3934P102 | 2,998,565 | 296,594 | SH | SOLE | 296,594 | 0 | 0 | ||
GLOBAL PARTNER ACQISTN CORP | *W EXP 01/14/202 | G3934P128 | 1,483 | 49,432 | SH | SOLE | 49,432 | 0 | 0 | ||
GLOBAL TECHNOLGY ACQSTN CORP | CLASS A ORD | G3934N107 | 1,028,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
GLOBAL TECHNOLGY ACQSTN CORP | *W EXP 10/19/202 | G3934N115 | 1,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
GOGORO INC | *W EXP 04/04/202 | G9491K113 | 26,250 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
GOGREEN INVESTMENTS CORP | ORD SHS CL A | G9461B101 | 1,038,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
GOGREEN INVESTMENTS CORP | *W EXP 05/31/202 | G9461B119 | 16,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 | 954,805 | 357,605 | SH | SOLE | 357,605 | 0 | 0 | ||
GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 23,205,020 | 19,000,000 | PRN | SOLE | 19,000,000 | 0 | 0 | ||
GRANITE RIDGE RESOURCES INC | *W EXP 10/24/202 | 387432115 | 143,750 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
GREENLIGHT BIOSCIENCS HLDS P | *W EXP 02/02/202 | 39536G113 | 6,375 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
GRINDR INC | *W EXP 11/18/202 | 39854F119 | 24,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 3,570,605 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
GROVE COLLABORATIVE HOLD INC | *W EXP 06/16/202 | 39957D110 | 4,000 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 6,231,252 | 5,840,000 | PRN | SOLE | 5,840,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 35,566,979 | 38,000,000 | PRN | SOLE | 38,000,000 | 0 | 0 | ||
GX ACQUISITION CORP II | CLASS A COM | 36260F105 | 1,001,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
GX ACQUISITION CORP II | *W EXP 03/17/202 | 36260F113 | 26,333 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
HARMONIC INC | DBCV 2.000% 9/0 | 413160AD4 | 32,600,117 | 20,500,000 | SH | SOLE | 20,500,000 | 0 | 0 | ||
HEALTH CATALYST INC | NOTE 2.500% 4/1 | 42225TAB3 | 7,554,121 | 8,610,000 | PRN | SOLE | 8,610,000 | 0 | 0 | ||
HEALTHCARE AI ACQUISITION CO | CLASS A ORD SHS | G4373K109 | 2,052,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
HEALTHCARE AI ACQUISITION CO | *W EXP 99/99/999 | G4373K117 | 6,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
HEARTLAND MEDIA ACQUISITION | CL A COM | 42237V108 | 1,525,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
HEARTLAND MEDIA ACQUISITION | *W EXP 99/99/999 | 42237V116 | 2,940 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
HPX CORP | *W EXP 07/14/202 | G32219126 | 63,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 38,132,481 | 30,821,000 | PRN | SOLE | 30,821,000 | 0 | 0 | ||
HYZON MOTORS INC | *W EXP 10/02/202 | 44951Y110 | 10,489 | 80,127 | SH | SOLE | 80,127 | 0 | 0 | ||
I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 9,971,505 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
ICONIC SPORTS ACQUISITION CO | CL A ORD SHS | G4712C107 | 5,170,000 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
ICONIC SPORTS ACQUISITION CO | *W EXP 10/12/202 | G4712C115 | 33,600 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
IG ACQUISITION CORP | *W EXP 10/05/202 | 449534114 | 1,310 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
INDEPENDENCE HOLDINGS CORP | CLASS A ORD SHS | G4761A101 | 252,000 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
INDUSTRIAL TECH ACQSTNS II I | CLASS A COM | 45635R108 | 1,018,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
INDUSTRIAL TECH ACQSTNS II I | *W EXP 03/31/202 | 45635R116 | 4,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
INFINERA CORP | DEBT 3.750% 8/0 | 45667GAF0 | 42,769,724 | 34,000,000 | SH | SOLE | 34,000,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 10,112,897 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
INFINITE ACQUISITION CORP | CL A ORD SHS | G48028107 | 1,281,250 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
INFINITE ACQUISITION CORP | *W EXP 11/23/202 | G48028123 | 4,125 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
INFINT ACQUISITION CORP | CL A ORD SHS | G47862100 | 2,009,840 | 194,000 | SH | SOLE | 194,000 | 0 | 0 | ||
INFINT ACQUISITION CORP | *W EXP 99/99/999 | G47862126 | 8,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
INNOVATIVE INTL ACQUSITIN CO | CLASS A ORD | G4809M109 | 4,120,000 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
INNOVATIVE INTL ACQUSITIN CO | *W EXP 07/01/202 | G4809M125 | 5,040 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 101,570,644 | 67,410,000 | PRN | SOLE | 67,410,000 | 0 | 0 | ||
INSPIRATO INCORPORATED | *W EXP 02/11/202 | 45791E115 | 3,296 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 4,245,362 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 6,347,243 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
INTELLIGENT MEDI ACQSITN COR | CLASS A COM | 45828D106 | 2,570,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
INTELLIGENT MEDI ACQSITN COR | *W EXP 11/05/202 | 45828D114 | 1,338 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 2,792,538 | 2,893,000 | PRN | SOLE | 2,893,000 | 0 | 0 | ||
INVACARE CORP | NOTE 4.250% 3/1 | 461203AQ4 | 4,499,999 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
INVACARE CORP | NOTE 5.000%11/1 | 461203AL5 | 622,500 | 2,075,000 | PRN | SOLE | 2,075,000 | 0 | 0 | ||
IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 10,103,291 | 10,857,000 | PRN | SOLE | 10,857,000 | 0 | 0 | ||
IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 92,463,904 | 101,490,000 | PRN | SOLE | 101,490,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 12,996,787 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
ITIQUIRA ACQUISITION CORP | CL A SHS | G49773107 | 504,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ITIQUIRA ACQUISITION CORP | *W EXP 02/03/202 | G49773115 | 188 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
JACK CREEK INVESTMENT CORP | CL A SHS | G4989X115 | 5,568,542 | 549,708 | SH | SOLE | 549,708 | 0 | 0 | ||
JACK CREEK INVESTMENT CORP | *W EXP 10/01/202 | G4989X123 | 57,747 | 274,854 | SH | SOLE | 274,854 | 0 | 0 | ||
JACKSON ACQUISITION CO | COM CL A | 46653C106 | 3,538,500 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
JACKSON ACQUISITION CO | *W EXP 99/99/999 | 46653C114 | 998 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
JASPER THERAPEUTICS INC | *W EXP 09/24/202 | 471871111 | 7,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
JAWS HURRICANE ACQUISITN COR | CLASS A COM | 47201B103 | 997,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
JAWS HURRICANE ACQUISITN COR | *W EXP 03/26/202 | 47201B111 | 4,013 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
JAWS JUGGERNAUT ACQUISITN CO | CLASS A ORD SHS | G50735102 | 1,005,800 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
JAWS JUGGERNAUT ACQUISITN CO | *W EXP 06/17/202 | G50735110 | 1,570 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 | 2,526,250 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 2,644 | 40,680 | SH | SOLE | 40,680 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 66,165,989 | 66,546,000 | PRN | SOLE | 66,546,000 | 0 | 0 | ||
JUNIPER II CORP | CL A COM | 48203N103 | 2,542,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
JUNIPER II CORP | *W EXP 99/99/999 | 48203N111 | 20,425 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
KADEM SUSTAINABLE IMPACT COR | CLASS A COM | 48284E105 | 17,351,900 | 1,730,000 | SH | SOLE | 1,730,000 | 0 | 0 | ||
KADEM SUSTAINABLE IMPACT COR | *W EXP 03/16/202 | 48284E113 | 8,910 | 865,000 | SH | SOLE | 865,000 | 0 | 0 | ||
KAIROS ACQUISITION CORP | CL A SHS | G52110114 | 2,515,728 | 249,700 | SH | SOLE | 249,700 | 0 | 0 | ||
KAIROS ACQUISITION CORP | *W EXP 11/30/202 | G52110106 | 13 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
KALERA PUBLIC LIMITED CO | *W EXP 06/28/202 | G52251116 | 1,500 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 42,482,251 | 20,053,000 | PRN | SOLE | 20,053,000 | 0 | 0 | ||
KENSINGTON CAPITAL ACQUISITI | SHS CL A | G5251K103 | 2,293,875 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
KENSINGTON CAPITAL ACQUISITI | *W EXP 99/99/999 | G5251K129 | 28,688 | 168,750 | SH | SOLE | 168,750 | 0 | 0 | ||
KERNEL GROUP HOLDINGS INC | CL A SHS | G5259L103 | 1,332,604 | 131,941 | SH | SOLE | 131,941 | 0 | 0 | ||
KERNEL GROUP HOLDINGS INC | *W EXP 02/02/202 | G5259L129 | 356 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 | 1,518,536 | 152,540 | SH | SOLE | 152,540 | 0 | 0 | ||
KHOSLA VENTURES ACQUISITION | CL A | 482504107 | 2,768,442 | 277,399 | SH | SOLE | 277,399 | 0 | 0 | ||
KINS TECHNOLOGY GROUP INC | *W EXP 10/14/202 | 49714K117 | 4,515 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
KISMET ACQUISITION TWO CORP | CL A SHS | G52807107 | 1,102,746 | 109,291 | SH | SOLE | 109,291 | 0 | 0 | ||
KISMET ACQUISITION TWO CORP | *W EXP 06/30/202 | G52807115 | 91 | 36,530 | SH | SOLE | 36,530 | 0 | 0 | ||
KLUDEIN I ACQUISITION CORP | *W EXP 07/08/202 | 49878L117 | 1,980 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
KORE GROUP HLDGS INC | *W EXP 09/30/202 | 50066V115 | 6,210 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
L CATTERTON ASIA ACQUISITION | *W EXP 03/08/202 | G5346G117 | 1,477 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
LAMF GLOBAL VENTURES CORP I | CLASS A ORD | G5338L108 | 3,075,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
LAMF GLOBAL VENTURES CORP I | *W EXP 11/05/202 | G5338L124 | 12,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
LANVIN GROUP HOLDINGS LIMITE | *W EXP 99/99/999 | G5380J118 | 6,000 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
LAVA MEDTECH ACQUISITION COR | CLASS A COM | 519345102 | 2,547,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
LAVA MEDTECH ACQUISITION COR | *W EXP 10/21/202 | 519345110 | 638 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
LAZARD GROWTH ACQUISITION CO | CL A ORD SHS | G54035103 | 6,054,586 | 599,464 | SH | SOLE | 599,464 | 0 | 0 | ||
LAZARD GROWTH ACQUISITION CO | *W EXP 02/10/202 | G54035111 | 719 | 119,892 | SH | SOLE | 119,892 | 0 | 0 | ||
L CATTERTON ASIA ACQUISITION | CLASS A ORD SHS | G5346G125 | 1,010,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
LDH GROWTH CORP I | CLASS A ORD SHS | G54094100 | 201,400 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
LEAFLY HOLDINGS INC | *W EXP 02/04/202 | 52178J113 | 14,301 | 286,595 | SH | SOLE | 286,595 | 0 | 0 | ||
LEO HLDGS CORP II | COM CL A | G5463R102 | 3,027,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
LEVERE HOLDINGS CORP | CLASS A ORD SHS | G5462L106 | 883,008 | 87,600 | SH | SOLE | 87,600 | 0 | 0 | ||
LEVERE HOLDINGS CORP | *W EXP 03/09/202 | G5462L122 | 1,168 | 29,199 | SH | SOLE | 29,199 | 0 | 0 | ||
LF CAPITAL ACQUISITION CORP | CLASS A COM | 50202D102 | 2,052,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
LF CAPITAL ACQUISITION CORP | *W EXP 02/19/202 | 50202D110 | 2,500 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
LIBERTY RES ACQUISITION CORP | CLASS A COM | 53118A105 | 1,531,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
LIBERTY RES ACQUISITION CORP | *W EXP 10/31/202 | 53118A113 | 15,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
LILIUM N V | *W EXP 09/14/202 | N52586117 | 4,124 | 41,999 | SH | SOLE | 41,999 | 0 | 0 | ||
LIVE OAK MOBILITY ACQUISI CO | COM CL A | 538126103 | 2,011,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
LIVE OAK MOBILITY ACQUISI CO | *W EXP 03/04/202 | 538126111 | 5,600 | 39,999 | SH | SOLE | 39,999 | 0 | 0 | ||
LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 18,502,115 | 7,667,000 | PRN | SOLE | 7,667,000 | 0 | 0 | ||
LIVEPERSON INC | NOTE 0.750% 3/0 | 538146AB7 | 27,803,751 | 29,500,000 | PRN | SOLE | 29,500,000 | 0 | 0 | ||
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 14,086,707 | 19,516,000 | PRN | SOLE | 19,516,000 | 0 | 0 | ||
LIVEWIRE GROUP INC | *W EXP 09/26/202 | 53838J113 | 44,226 | 160,820 | SH | SOLE | 160,820 | 0 | 0 | ||
LIVONGO HEALTH INC | NOTE 0.875% 6/0 | 539183AA1 | 13,512,273 | 15,415,000 | PRN | SOLE | 15,415,000 | 0 | 0 | ||
LOCAL BOUNTI CORP | *W EXP 99/99/999 | 53960E114 | 3,675 | 22,298 | SH | SOLE | 22,298 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 21,916,965 | 20,744,000 | PRN | SOLE | 20,744,000 | 0 | 0 | ||
LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 12,807,055 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | ||
MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 13,934,807 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||
M3 BRIGADE ACQUISITION III | CL A COM | 55407R103 | 10,140,000 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
M3 BRIGADE ACQUISITION III | *W EXP 07/31/202 | 55407R111 | 139,967 | 333,333 | SH | SOLE | 333,333 | 0 | 0 | ||
M3 BRIGADE ACQUISITION II CO | COM CL A | 553800103 | 495,509 | 49,452 | SH | SOLE | 49,452 | 0 | 0 | ||
MAGNUM OPUS ACQUISITION LTD | SHS CL A | G5S70A104 | 2,568,696 | 254,831 | SH | SOLE | 254,831 | 0 | 0 | ||
MALACCA STRAITS ACQUISITION | *W EXP 06/30/202 | G5859B109 | 653 | 32,637 | SH | SOLE | 32,637 | 0 | 0 | ||
MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 12,060,626 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
MARKFORGED HOLDING CORPORATI | *W EXP 07/14/202 | 57064N110 | 5,887 | 28,034 | SH | SOLE | 28,034 | 0 | 0 | ||
MARLIN TECHNOLOGY CORP | CL A SHS | G58411102 | 3,545,500 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
MARLIN TECHNOLOGY CORP | *W EXP 01/12/202 | G58411110 | 187 | 116,666 | SH | SOLE | 116,666 | 0 | 0 | ||
MASON INDUSTRIAL TECHNOLGY I | COM CL A | 57520Y106 | 1,986,007 | 198,700 | SH | SOLE | 198,700 | 0 | 0 | ||
MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 81,418,729 | 40,000,000 | PRN | SOLE | 40,000,000 | 0 | 0 | ||
MERCATO PARTNERS ACQUISITION | CLASS A COM | 58759A108 | 5,115,000 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
MERCATO PARTNERS ACQUISITION | *W EXP 99/99/999 | 58759A116 | 3,775 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
MODEL N INC | NOTE 2.625% 6/0 | 607525AB8 | 29,870,289 | 21,970,000 | PRN | SOLE | 21,970,000 | 0 | 0 | ||
MONEYLION INC | *W EXP 09/22/202 | 60938K114 | 5,826 | 141,750 | SH | SOLE | 141,750 | 0 | 0 | ||
MONTEREY BIO ACQUISITION COR | *W EXP 10/05/202 | 61240F116 | 8,125 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
MORINGA ACQUISITION CORP | CL A SHS | G6S23K108 | 1,007,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 | 5,300 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
MOTIVE CAPITAL CORP II | CL A ORD | G6293R106 | 2,557,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
MOTIVE CAPITAL CORP II | *W EXP 99/99/999 | G6293R114 | 3,342 | 83,333 | SH | SOLE | 83,333 | 0 | 0 | ||
MOUNTAIN & CO I ACQUISITN CO | CLASS A ORD | G6301J104 | 1,816,500 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
MOUNTAIN & CO I ACQUISITN CO | *W EXP 09/30/202 | G6301J112 | 2,625 | 87,500 | SH | SOLE | 87,500 | 0 | 0 | ||
NABORS ENERGY TRANSITION COR | CL A COM | 629567108 | 3,081,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
NABORS ENERGY TRANSITION COR | *W EXP 11/17/202 | 629567116 | 8,700 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 59,358,229 | 43,000,000 | PRN | SOLE | 43,000,000 | 0 | 0 | ||
NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 | 6,876,535 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
NEOGENOMICS INC | NOTE 1.250% 5/0 | 64049MAA8 | 21,363,997 | 25,003,000 | PRN | SOLE | 25,003,000 | 0 | 0 | ||
NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 4,875,709 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
NERDY INC | *W EXP 08/16/202 | 64081V117 | 6,210 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 4,781,837 | 3,012,000 | PRN | SOLE | 3,012,000 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 107,244,271 | 109,062,000 | PRN | SOLE | 109,062,000 | 0 | 0 | ||
NEW VISTA ACQUISITION CORP | CL A SHS | G6529L105 | 2,302,145 | 228,048 | SH | SOLE | 228,048 | 0 | 0 | ||
NEW VISTA ACQUISITION CORP | *W EXP 02/01/202 | G6529L121 | 4,386 | 76,015 | SH | SOLE | 76,015 | 0 | 0 | ||
NEWCOURT ACQUISITION CORP | CLASS A ORD SHS | G6448C103 | 3,084,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
NEWCOURT ACQUISITION CORP | *W EXP 01/22/202 | G6448C129 | 7,200 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
NEXTERA ENERGY PARTNERS LP | COM UNIT PART IN | 65341B106 | 686,882 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
NEXTERS INC | *W EXP 08/26/202 | G6529J118 | 88,862 | 124,999 | SH | SOLE | 124,999 | 0 | 0 | ||
NOBLE ROCK ACQUISITION CORP | CL A SHS | G6546R101 | 2,020,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
NOBLE ROCK ACQUISITION CORP | *W EXP 01/31/202 | G6546R119 | 3,340 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
NOGIN INC | *W EXP 08/26/202 | 65528N113 | 7,863 | 403,228 | SH | SOLE | 403,228 | 0 | 0 | ||
NORTH ATLANTIC ACQUISITN COR | CL A SHS | G66139109 | 3,538,500 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
NORTH ATLANTIC ACQUISITN COR | *W EXP 10/20/202 | G66139125 | 2,392 | 116,667 | SH | SOLE | 116,667 | 0 | 0 | ||
NORTHERN STAR INVEST CORP IV | COM CL A | 66575B101 | 1,005,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
NORTHERN STAR INVEST CORP IV | *W EXP 02/25/202 | 66575B119 | 388 | 16,666 | SH | SOLE | 16,666 | 0 | 0 | ||
NORTHERN STAR INVEST CORP II | COM CL A | 66574L100 | 1,005,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
NORTHERN STAR INVSTMNT CORP | COM CLASS A | 66573W107 | 7,014,000 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
NORTHERN STAR INVSTMNT CORP | *W EXP 01/31/202 | 66573W115 | 1,296 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
NOVA LTD | NOTE 10/1 | 66980MAB2 | 18,957,615 | 15,466,000 | PRN | SOLE | 15,466,000 | 0 | 0 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 50,656,250 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 4,968,505 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
NUTANIX INC | NOTE 1/1 | 67059NAB4 | 15,344,528 | 15,383,000 | PRN | SOLE | 15,383,000 | 0 | 0 | ||
NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 25,265,512 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 1.000% 6/0 | 670704AL9 | 95,913,350 | 97,539,000 | PRN | SOLE | 97,539,000 | 0 | 0 | ||
NWTN INC | *W EXP 12/31/202 | G6693P114 | 57,879 | 199,998 | SH | SOLE | 199,998 | 0 | 0 | ||
OCA ACQUISITION CORP | COM CL A | 670865104 | 256,750 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
OCA ACQUISITION CORP | *W EXP 01/14/202 | 670865112 | 495 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
OFFERPAD SOLUTIONS INC | *W EXP 09/01/202 | 67623L117 | 1,215 | 54,000 | SH | SOLE | 54,000 | 0 | 0 | ||
OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 23,361,386 | 27,561,000 | PRN | SOLE | 27,561,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 30,665,838 | 10,177,000 | PRN | SOLE | 10,177,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 7,160,844 | 5,394,000 | PRN | SOLE | 5,394,000 | 0 | 0 | ||
THE ONCOLOGY INSTITUTE INC | *W EXP 11/15/202 | 68236X118 | 2,753 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
OWLET INC | *W EXP 09/14/202 | 69120X115 | 4,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
P3 HEALTH PARTNERS INC | *W EXP 11/19/202 | 744413113 | 14,087 | 100,624 | SH | SOLE | 100,624 | 0 | 0 | ||
PAGAYA TECHNOLOGIES LTD | *W EXP 09/01/202 | M7S64L107 | 6,327 | 66,667 | SH | SOLE | 66,667 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 186,292,343 | 117,463,000 | PRN | SOLE | 117,463,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 106,139,289 | 71,793,000 | PRN | SOLE | 71,793,000 | 0 | 0 | ||
PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AD9 | 9,254,565 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
PAPAYA GRWT OPPORTUNITY CORP | CLASS A COM | 69882P102 | 2,553,750 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
PAPAYA GRWT OPPORTUNITY CORP | *W EXP 12/31/202 | 69882P110 | 9,938 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
PATHFINDER ACQUISITION CORP | CL A | G04119106 | 3,158,123 | 313,617 | SH | SOLE | 313,617 | 0 | 0 | ||
PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 2,009,330 | 2,010,000 | SH | SOLE | 2,010,000 | 0 | 0 | ||
PEAR THERAPEUTICS INC | *W EXP 12/03/202 | 704723113 | 4,963 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
PEARL HOLDINGS ACQUISITN COR | CLASS A ORD SHS | G44525106 | 767,250 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
PEARL HOLDINGS ACQUISITN COR | *W EXP 12/15/202 | G44525114 | 2,621 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
PEGASUS DIGITAL MOBILITY ACQ | CL A ORD SHS | G69768102 | 9,509,000 | 925,000 | SH | SOLE | 925,000 | 0 | 0 | ||
PEGASUS DIGITAL MOBILITY ACQ | *W EXP 99/99/999 | G69768110 | 11,516 | 462,500 | SH | SOLE | 462,500 | 0 | 0 | ||
PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 25,200,065 | 29,000,000 | PRN | SOLE | 29,000,000 | 0 | 0 | ||
PERCEPTION CAPITAL CORP II | *W EXP 10/25/202 | G7007D110 | 2,970 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
PERFECT CORP | *W EXP 99/99/999 | G7006A117 | 7,690 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
PERIDOT ACQUISITION CORP II | SHS CL A | G7008B105 | 2,527,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
PERIDOT ACQUISITION CORP II | *W EXP 04/30/202 | G7008B121 | 2,335 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
PG&E CORP | UNIT 08/16/2023 | 69331C140 | 3,599,000 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
PHOENIX BIOTECH ACQUISITION | CLASS A COM | 71902K105 | 1,027,030 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
PHOENIX BIOTECH ACQUISITION | *W EXP 09/01/202 | 71902K113 | 2,155 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
PINE TECHNOLOGY ACQUISITN CO | CLASS A COM | 722850104 | 2,237,693 | 223,100 | SH | SOLE | 223,100 | 0 | 0 | ||
PIONEER MERGER CORP | CL A SHS | G7S24C103 | 6,978,480 | 688,213 | SH | SOLE | 688,213 | 0 | 0 | ||
PIONEER MERGER CORP | *W EXP 01/07/202 | G7S24C111 | 33 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
PIVOTAL INVESTMENT CORP III | COM CL A | 72582M106 | 3,036,300 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
PLUM ACQUISITION CORP I | CLASS A ORD SHS | G7134L126 | 1,008,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
PLUM ACQUISITION CORP I | *W EXP 03/15/202 | G7134L118 | 366 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
PONTEM CORPORATION | SHS CL A | G71707106 | 2,022,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
PONTEM CORPORATION | *W EXP 01/05/202 | G71707122 | 5,333 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
POST HOLDINGS PARTNERING COR | COM SER A | 737465104 | 984,033 | 99,097 | SH | SOLE | 99,097 | 0 | 0 | ||
POST HOLDINGS PARTNERING COR | *W EXP 04/12/202 | 737465112 | 2,643 | 33,032 | SH | SOLE | 33,032 | 0 | 0 | ||
POWERED BRANDS | CL A | G7209M108 | 505,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
POWERED BRANDS | *W EXP 01/07/202 | G7209M116 | 5 | 16,666 | SH | SOLE | 16,666 | 0 | 0 | ||
PRIME IMPACT ACQUISITION I | *W EXP 10/01/203 | G61074129 | 1,990 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
PRIVETERRA ACQUISITION CORP | CL A | 74275N102 | 5,022,337 | 499,735 | SH | SOLE | 499,735 | 0 | 0 | ||
PRIVETERRA ACQUISITION CORP | *W EXP 02/28/202 | 74275N110 | 7,600 | 166,666 | SH | SOLE | 166,666 | 0 | 0 | ||
PROCAPS GROUP SA | *W EXP 09/29/202 | L7756P110 | 185,760 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 5,290,018 | 5,141,000 | PRN | SOLE | 5,141,000 | 0 | 0 | ||
PROJECT ENERGY REIMAGINED AC | CLASS A ORD | G72556106 | 12,461,625 | 1,237,500 | SH | SOLE | 1,237,500 | 0 | 0 | ||
PROJECT ENERGY REIMAGINED AC | *W EXP 10/28/202 | G72556114 | 24,750 | 618,750 | SH | SOLE | 618,750 | 0 | 0 | ||
PROOF ACQUISITION CORP I | CL A COM | 74349W104 | 4,068,000 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
PROOF ACQUISITION CORP I | *W EXP 99/99/999 | 74349W112 | 6,140 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 24,384,433 | 25,942,000 | PRN | SOLE | 25,942,000 | 0 | 0 | ||
PROSPECTOR CAPITAL CORP | CL A | G7273A105 | 995,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
PROSPECTOR CAPITAL CORP | *W EXP 01/11/202 | G7273A113 | 570 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 75,210,715 | 69,395,000 | PRN | SOLE | 69,395,000 | 0 | 0 | ||
PYROPHYTE ACQUISITION CORP | CL A ORD SHS | G7308P101 | 3,099,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
PYROPHYTE ACQUISITION CORP | *W EXP 05/03/202 | G7308P127 | 11,250 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 45,466,400 | 54,558,000 | PRN | SOLE | 54,558,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 5,946,289 | 7,229,000 | PRN | SOLE | 7,229,000 | 0 | 0 | ||
QUANTUM FINTECH ACQUISTIN CO | COMMON STOCK | 74767A105 | 2,688,506 | 267,513 | SH | SOLE | 267,513 | 0 | 0 | ||
RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 44,309,850 | 56,342,000 | PRN | SOLE | 56,342,000 | 0 | 0 | ||
RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 49,628,713 | 51,336,000 | PRN | SOLE | 51,336,000 | 0 | 0 | ||
RCF ACQUISITION CORP | CL A COM | G7330C102 | 2,052,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
RCF ACQUISITION CORP | *W EXP 99/99/999 | G7330C110 | 7,390 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
RENEW ENERGY GLOBAL PLC | *W EXP 08/21/202 | G7500M120 | 91,583 | 116,666 | SH | SOLE | 116,666 | 0 | 0 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 16,162,475 | 10,198,000 | PRN | SOLE | 10,198,000 | 0 | 0 | ||
RESERVOIR MEDIA INC | *W EXP 08/26/202 | 76119X113 | 32,500 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
REVELSTONE CAPITAL ACQSTN CO | CLASS A COM | 76137R106 | 13,540,500 | 1,350,000 | SH | SOLE | 1,350,000 | 0 | 0 | ||
REVELSTONE CAPITAL ACQSTN CO | *W EXP 09/15/202 | 76137R114 | 67,500 | 675,000 | SH | SOLE | 675,000 | 0 | 0 | ||
RICE ACQUISITION CORP II | SHS CL A | G75529100 | 1,017,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
RICE ACQUISITION CORP II | *W EXP 99/99/999 | G75529126 | 31,250 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
RIGEL RESOURCE ACQ CORP | CL A ORD SHS | G7573M106 | 4,630,500 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
RIGEL RESOURCE ACQ CORP | *W EXP 99/99/999 | G7573M114 | 22,500 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 29,802,541 | 34,503,000 | PRN | SOLE | 34,503,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 32,681,641 | 41,500,000 | PRN | SOLE | 41,500,000 | 0 | 0 | ||
RMG ACQUISITION CORP III | CL A SHS | G76088106 | 3,025,500 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
RMG ACQUISITION CORP III | *W EXP 02/08/202 | G76088122 | 1,800 | 59,999 | SH | SOLE | 59,999 | 0 | 0 | ||
ROCKET INTERNET GRWT OPRT CO | SHS CL A | G7613T103 | 1,010,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ROIVANT SCIENCES LTD | *W EXP 09/30/202 | G76279119 | 388,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ROSE HILL ACQUISITION CORP | CLASS A ORD | G7637J107 | 1,032,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ROSE HILL ACQUISITION CORP | *W EXP 10/07/202 | G7637J123 | 5,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ROSECLIFF ACQUISITION CORP I | *W EXP 02/11/202 | 77732R111 | 2,000 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
ROSS ACQUISITION CORP II | SHS CL A | G7641C106 | 2,024,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ROSS ACQUISITION CORP II | *W EXP 02/01/202 | G7641C114 | 3,340 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
RUBICON TECHNOLOGIES INC | *W EXP 04/01/202 | 78112J117 | 11,375 | 250,001 | SH | SOLE | 250,001 | 0 | 0 | ||
SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 112,055 | 103,000 | PRN | SOLE | 103,000 | 0 | 0 | ||
SARCOS TECHN AND ROBOTICS CO | *W EXP 09/24/202 | 80359A114 | 939 | 24,900 | SH | SOLE | 24,900 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | DEBT 1.250% 9/1 | 803607AC4 | 34,822,164 | 30,000,000 | SH | SOLE | 30,000,000 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 71,834,226 | 38,394,000 | SH | SOLE | 38,394,000 | 0 | 0 | ||
SATELLOGIC INC | *W EXP 01/25/202 | G7823S119 | 20,375 | 91,779 | SH | SOLE | 91,779 | 0 | 0 | ||
SCHULTZE SPL PURP ACQ CORP I | CLASS A COM | 808212104 | 7,499,250 | 742,500 | SH | SOLE | 742,500 | 0 | 0 | ||
SCHULTZE SPL PURP ACQ CORP I | *W EXP 04/13/202 | 808212112 | 4,195 | 371,250 | SH | SOLE | 371,250 | 0 | 0 | ||
SCION TECH GROWTH II | CL A SHS | G31070108 | 1,518,000 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
SCION TECH GROWTH II | *W EXP 01/28/202 | G31070116 | 180 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
SCULPTOR ACQUISITION CORP I | CL A COM | G7T983103 | 2,565,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
SCULPTOR ACQUISITION CORP I | *W EXP 99/99/999 | G7T983111 | 6,475 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 4,960,214 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
SEASTAR MEDICAL HOLDING CORP | *W EXP 10/28/202 | 81256L112 | 3,600 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
SELINA HOSPITALITY PLC | *W EXP 10/27/202 | G8059B119 | 10,031 | 125,393 | SH | SOLE | 125,393 | 0 | 0 | ||
SEMANTIX INC | *W EXP 08/03/202 | G6332A114 | 748 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
SEMPER PARATUS ACQUISITION C | CLASS A ORD | G8028L107 | 2,582,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
SEMPER PARATUS ACQUISITION C | *W EXP 11/04/202 | G8028L131 | 938 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
SENIOR CONNECT ACQUISITN COR | *W EXP 12/31/202 | 81723H116 | 15,025 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
SHAPEWAYS HOLDINGS INC | *W EXP 09/29/202 | 81947T110 | 4,020 | 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 | CL A COM | 82537G104 | 2,295,000 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
SHOULDERUP TECHNOLOGY ACQUIS | *W EXP 11/17/202 | 82537G112 | 2,250 | 112,500 | SH | SOLE | 112,500 | 0 | 0 | ||
SIGNA SPORTS UNITED NV | *W EXP 99/99/999 | N80029114 | 18,573 | 233,333 | SH | SOLE | 233,333 | 0 | 0 | ||
SILVER SPIKE ACQUISITN CORP | CLASS A ORD SHS | G8201H105 | 1,009,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
SILVER SPIKE ACQUISITN CORP | *W EXP 02/26/202 | G8201H113 | 750 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
SIZZLE ACQUISITION CORP | COMMON STOCK | 83014E109 | 2,044,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
SIZZLE ACQUISITION CORP | *W EXP 11/02/202 | 83014E117 | 30,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
SKY HARBOUR GROUP CORPORATIO | *W EXP 10/21/202 | 83085C115 | 24,813 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
SLAM CORP | CL A SHS | G8210L105 | 2,527,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
SLAM CORP | *W EXP 02/23/202 | G8210L121 | 5,500 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 21,800,639 | 25,500,000 | PRN | SOLE | 25,500,000 | 0 | 0 | ||
SNAP INC | NOTE 5/0 | 83304AAF3 | 28,456,589 | 40,485,000 | PRN | SOLE | 40,485,000 | 0 | 0 | ||
SOCIAL CAP SUVRETTA HLDS CRP | CLASS A ORD SHS | G8253U103 | 754,500 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
SOCIAL CAP SUVRETTA HLDS CP | CLASS A ORD SHS | G8253Y105 | 753,750 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
SOCIAL LEVERAGE ACQUISN CORP | *W EXP 02/17/202 | 83363K110 | 2,990 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
SOUTHPORT ACQUISITION CORP | CL A COM | 84465L105 | 3,054,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
SOUTHPORT ACQUISITION CORP | *W EXP 99/99/999 | 84465L113 | 3,405 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 2,044,091 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 26,894,242 | 27,800,000 | PRN | SOLE | 27,800,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 16,173,936 | 17,010,000 | PRN | SOLE | 17,010,000 | 0 | 0 | ||
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 25,879,441 | 32,000,000 | PRN | SOLE | 32,000,000 | 0 | 0 | ||
SPRINGBIG HOLDINGS INC | *W EXP 06/14/202 | 85021Q116 | 1,055 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ST ENERGY TRANSITION I LTD | CL A ORD SHS | G8465L107 | 511,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ST ENERGY TRANSITION I LTD | *W EXP 12/02/202 | G8465L115 | 1,500 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 5,405,577 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
SUNLIGHT FINANCIAL HOLDINGS | *W EXP 07/09/202 | 86738J114 | 22,606 | 141,200 | SH | SOLE | 141,200 | 0 | 0 | ||
SUPERNOVA PARTN ACQ CO III L | SHS CL A | G8T90F102 | 1,008,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
SUPERNOVA PARTN ACQ CO III L | *W EXP 99/99/999 | G8T90F128 | 460 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 95,739,137 | 96,994,000 | PRN | SOLE | 96,994,000 | 0 | 0 | ||
SUSTAINABLE DEVELP ACQU I CO | COM CL A | 86934L103 | 754,500 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
SUSTAINABLE DEVELP ACQU I CO | *W EXP 02/04/202 | 86934L111 | 1,500 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
SVF INVESTMENT CORP 2 | CL A SHS | G8601M100 | 121,080 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
SVF INVESTMENT CORP | CL A SHS | G8601L102 | 1,516,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
SVF INVESTMENT CORP | *W EXP 01/12/202 | G8601L128 | 466 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
SWVL HOLDINGS CORP | *W EXP 03/31/202 | G86302117 | 1,990 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
SYSTEM1 INC | *W EXP 99/99/999 | 87200P117 | 28,176 | 60,750 | SH | SOLE | 60,750 | 0 | 0 | ||
TAILWIND INTERNATNAL ACQ COR | COM CL A | G8662F101 | 1,009,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
TALON 1 ACQUISITION CORP | CLASS A ORD | G86656108 | 2,333,250 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
TALON 1 ACQUISITION CORP | *W EXP 07/30/202 | G86656116 | 2,250 | 112,500 | SH | SOLE | 112,500 | 0 | 0 | ||
TARGET GLOBAL ACQUISI I CORP | CLASS A ORD SHS | G8675N109 | 1,280,000 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
TARGET GLOBAL ACQUISI I CORP | *W EXP 12/08/202 | G8675N125 | 5,429 | 41,666 | SH | SOLE | 41,666 | 0 | 0 | ||
TASTEMAKER ACQUISITION CORP | *W EXP 01/07/202 | 876545112 | 22,515 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
TCV ACQUISITION CORP | CL A SHS | G8704C124 | 250,125 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
TECH AND ENERGY TRANSITION | CLASS A COM | 87823R102 | 1,003,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
TECH AND ENERGY TRANSITION | *W EXP 03/31/202 | 87823R110 | 1,103 | 33,332 | SH | SOLE | 33,332 | 0 | 0 | ||
TECHTARGET INC | NOTE 12/1 | 87874RAC4 | 9,605,896 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
TECHTARGET INC | NOTE 0.125%12/1 | 87874RAB6 | 196,423 | 213,000 | PRN | SOLE | 213,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 15,441,708 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
TEMPO AUTOMATION HOLDINGS IN | *W EXP 09/30/202 | 88024M116 | 7,879 | 133,769 | SH | SOLE | 133,769 | 0 | 0 | ||
TH INTERNATIONAL LIMITED | *W EXP 09/28/202 | G8656L114 | 21,018 | 175,001 | SH | SOLE | 175,001 | 0 | 0 | ||
THUNDER BRDG CAP PRTNRS IV I | CLASS A COM | 88605L107 | 993,500 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
THUNDER BRDG CAP PRTNRS IV I | *W EXP 04/30/202 | 88605L115 | 3,800 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
THUNDER BRIDGE CAP PRTNRS II | *W EXP 02/01/202 | 88605T118 | 4,602 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
TKB CRITICAL TECHNOLOGIES 1 | CLASS A ORD | G88935112 | 2,060,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
TKB CRITICAL TECHNOLOGIES 1 | *W EXP 10/20/202 | G88935120 | 2,170 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
TLGY ACQUISITION CORPORATION | CLASS A ORD SHS | G8656T109 | 1,026,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
TLGY ACQUISITION CORPORATION | *W EXP 11/09/202 | G8656T125 | 930 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
TMC THE METALS COMPANY INC | *W EXP 09/09/202 | 87261Y114 | 5,400 | 67,500 | SH | SOLE | 67,500 | 0 | 0 | ||
TORTOISEECOFIN ACQUISITION C | SHS CL A | G8956E109 | 1,492,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
TORTOISEECOFIN ACQUISITION C | *W EXP 07/22/202 | G8956E117 | 7,500 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
TRINE II ACQUISITION CORP | CL A ORD SHS | G9059F100 | 1,030,500 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
TRINE II ACQUISITION CORP | *W EXP 99/99/999 | G9059F118 | 3,995 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
TWELVE SEAS INVESTMENT CO II | COM CL A | 90118T106 | 1,005,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
TWELVE SEAS INVESTMENT CO II | *W EXP 03/02/202 | 90118T114 | 527 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
TWIN RIDGE CAPITAL ACQUIS CO | SHS CL A | G9151L104 | 2,018,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
TWIN RIDGE CAPITAL ACQUIS CO | *W EXP 03/07/202 | G9151L120 | 2,007 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
TWO | COM CL A | G9152V101 | 1,007,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
TZP STRATEGIES ACQUISTN CORP | CL A SHS | G91595101 | 1,115,662 | 110,396 | SH | SOLE | 110,396 | 0 | 0 | ||
TZP STRATEGIES ACQUISTN CORP | *W EXP 01/06/202 | G91595119 | 1,184 | 48,333 | SH | SOLE | 48,333 | 0 | 0 | ||
UNDER ARMOUR INC | NOTE 1.500% 6/0 | 904311AC1 | 10,834,217 | 9,651,000 | PRN | SOLE | 9,651,000 | 0 | 0 | ||
UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 41,273,665 | 54,750,000 | PRN | SOLE | 54,750,000 | 0 | 0 | ||
UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 9,468,000 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 21,539,888 | 28,500,000 | PRN | SOLE | 28,500,000 | 0 | 0 | ||
UTA ACQUISITION CORPORATION | CLASS A ORD SHS | G9473A109 | 1,531,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
UTA ACQUISITION CORPORATION | *W EXP 10/30/202 | G9473A117 | 7,500 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
UWM HOLDINGS CORPORATION | *W EXP 01/21/202 | 91823B117 | 2,570 | 20,560 | SH | SOLE | 20,560 | 0 | 0 | ||
VAHANNA TECH EDGE ACQSTN I C | CLASS A ORD | G9320Z109 | 1,024,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
VAHANNA TECH EDGE ACQSTN I C | *W EXP 11/30/202 | G9320Z117 | 525 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
VALENS SEMICONDUCTOR LTD | *W EXP 09/30/202 | M9607U107 | 30,615 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 50,936,202 | 43,488,000 | PRN | SOLE | 43,488,000 | 0 | 0 | ||
VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 5,127,652 | 4,855,000 | PRN | SOLE | 4,855,000 | 0 | 0 | ||
VECTOR ACQUISITION CORP II | CL A SHS | G9460A104 | 1,010,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 3.750% 6/0 | 922417AF7 | 16,919,189 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 16,153,398 | 18,500,000 | PRN | SOLE | 18,500,000 | 0 | 0 | ||
VERITONE INC | NOTE 1.750%11/1 | 92347MAB6 | 1,557,325 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
VERTICAL AEROSPACE LTD | *W EXP 09/15/202 | G9471C115 | 31,420 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 27,361,613 | 26,876,000 | PRN | SOLE | 26,876,000 | 0 | 0 | ||
VICARIOUS SURGICAL INC | *W EXP 09/17/202 | 92561V117 | 37,500 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
VIEW INC | *W EXP 03/08/202 | 92671V114 | 5,145 | 149,999 | SH | SOLE | 149,999 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 10,608,655 | 10,903,000 | PRN | SOLE | 10,903,000 | 0 | 0 | ||
VMG CONSUMER ACQUISITION COR | CLASS A COM | 91842V102 | 1,268,750 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
VMG CONSUMER ACQUISITION COR | *W EXP 11/03/202 | 91842V110 | 2,500 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
VROOM INC | NOTE 0.750% 7/0 | 92918VAB5 | 5,238,125 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | ||
WAG GROUP CO | *W EXP 07/30/202 | 93042P117 | 122,166 | 990,001 | SH | SOLE | 990,001 | 0 | 0 | ||
WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9461D107 | 3,030,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9460M108 | 2,801,993 | 277,700 | SH | SOLE | 277,700 | 0 | 0 | ||
WEJO GROUP LIMITED | *W EXP 11/18/202 | G9525W117 | 8,715 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 48,187,481 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
WHEELS UP EXPERIENCE INC | *W EXP 07/13/202 | 96328L114 | 6,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
WHOLE EARTH BRANDS INC | *W EXP 06/25/202 | 96684W126 | 11,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
WIX COM LTD | NOTE 7/0 | 92940WAB5 | 13,888,042 | 14,275,000 | PRN | SOLE | 14,275,000 | 0 | 0 | ||
WIX COM LTD | NOTE 8/1 | 92940WAD1 | 27,584,376 | 32,500,000 | PRN | SOLE | 32,500,000 | 0 | 0 | ||
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 10,809,068 | 8,719,000 | PRN | SOLE | 8,719,000 | 0 | 0 | ||
WORLDWIDE WEBB ACQUISITION C | CLASS A ORD SHS | G97775103 | 15,300,000 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
WORLDWIDE WEBB ACQUISITION C | *W EXP 10/20/202 | G97775111 | 22,575 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
XPAC ACQUISITION CORP | CLASS A ORD | G9831X106 | 1,000,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
XPAC ACQUISITION CORP | *W EXP 99/99/999 | G9831X122 | 5,393 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
ZEROFOX HLDGS INC | *W EXP 08/03/202 | 98955G111 | 11,363 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 2,886,256 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 33,287,448 | 31,500,000 | PRN | SOLE | 31,500,000 | 0 | 0 |