# EDGAR Filing Document

**Accession Number:** 0001614986
**File Stem:** 0001614986-23-000002
**Filing Date:** 2023-2
**Character Count:** 18275
**Document Hash:** a7e102dfed7891898a7a596dddd9c431
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001614986-23-000002.hdr.sgml**: 20230213

**ACCESSION NUMBER**: 0001614986-23-000002

**CONFORMED SUBMISSION TYPE**: 13F-HR

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230213

**DATE AS OF CHANGE**: 20230213

**EFFECTIVENESS DATE**: 20230213

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Boussard & Gavaudan Investment Management LLP
- **CENTRAL INDEX KEY:** 0001614986
- **STATE OF INCORPORATION:** X0

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-16285
- **FILM NUMBER:** 23615466

**BUSINESS ADDRESS:**
- **STREET 1:** One vIne Street
- **CITY:** London
- **STATE:** X0
- **ZIP:** W1J 0AH
- **BUSINESS PHONE:** 00-44-203-751-5400

**MAIL ADDRESS:**
- **STREET 1:** One vIne Street
- **CITY:** London
- **STATE:** X0
- **ZIP:** W1J 0AH

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2022

**Check here if Amendment** [ ] **Amendment Number:** 

**This Amendment (Check only one.):** [ ] is a restatement.

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** Boussard  Gavaudan Investment Management LLP<br>**Address:** One vIne Street<br>London, X0 W1J 0AH

**Form 13F File Number:** 028-16285

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

**Person Signing this Report on Behalf of Reporting Manager:**

**Name:** Deborah Gewinner<br>**Title:** Chief Compliance Officer<br>**Phone:** 44-203-751-54-12

**Signature, Place, and Date of Signing:**

Deborah Gewinner  London United-Kingdom, X0  02-13-2023<br>[Signature]  [City, State]  [Date]

**Report Type (Check only one.):**

[x] **13F HOLDINGS REPORT.** (Check here if all holdings of this reporting manager are reported in this report.)

[ ] **13F NOTICE.** (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).)

[ ] **13F COMBINATION REPORT.** (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 0

**Form 13F Information Table Entry Total:** 136

**Form 13F Information Table Value Total:** $903435388

      (round to nearest dollar)

**List of Other Included Managers:**

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]

**NONE**

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| 1LIFE HEALTHCARE INC | COM | 68269G107 |  | 5303698 | 317112 | SH |  | SOLE |  | 317112 | 0 | 0 |
| ACTIVISION BLIZZARD INC | COM | 00507V109 |  | 38208310 | 499749 | SH |  | SOLE |  | 499749 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 |  | 11082445 | 10500 | SH |  | SOLE |  | 10500 | 0 | 0 |
| ALLEGO N V | *W EXP 03/16/202 | N0796A118 |  | 3003 | 30000 | SH |  | SOLE |  | 30000 | 0 | 0 |
| ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 |  | 19188464 | 17243 | SH |  | DFND |  | 17243 | 0 | 0 |
| ALVOTECH | *W EXP 06/15/202 | L01800116 |  | 66250 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| AMBAC FINL GROUP INC | COM NEW | 023139884 |  | 19353128 | 1144140 | SH |  | DFND |  | 1144140 | 0 | 0 |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 |  | 3171285 | 3000 | SH |  | SOLE |  | 3000 | 0 | 0 |
| ARES ACQUISITION CORPORATION | COM CL A | G33032106 |  | 4032000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| ARES ACQUISITION CORPORATION | *W EXP 02/02/202 | G33032122 |  | 38400 | 80000 | SH |  | SOLE |  | 80000 | 0 | 0 |
| AUTOZONE INC | COM | 053332102 |  | 1977322 | 805 | SH |  | SOLE |  | 805 | 0 | 0 |
| BGC PARTNERS INC | CL A | 05541T101 |  | 24825016 | 6558789 | SH |  | SOLE |  | 6558789 | 0 | 0 |
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 |  | 7672409 | 7500 | SH |  | SOLE |  | 7500 | 0 | 0 |
| BLACKSKY TECHNOLOGY INC | *W EXP 09/09/202 | 09263B116 |  | 33241 | 265081 | SH |  | SOLE |  | 265081 | 0 | 0 |
| BLEUACACIA LTD | CLASS A ORD SHS | G11728105 |  | 2259000 | 225000 | SH |  | SOLE |  | 225000 | 0 | 0 |
| BLEUACACIA LTD | RIGHT 10/30/2026 | G11728139 |  | 9990 | 225000 | SH |  | SOLE |  | 225000 | 0 | 0 |
| BLEUACACIA LTD | *W EXP 10/30/202 | G11728113 |  | 1688 | 112500 | SH |  | SOLE |  | 112500 | 0 | 0 |
| BOX INC | NOTE 1/1 | 10316TAB0 |  | 3954073 | 3000 | SH |  | SOLE |  | 3000 | 0 | 0 |
| BULLPEN PARLAY ACQUISITION C | CLASS A ORD SHS | G1792A100 |  | 233844 | 22814 | SH |  | SOLE |  | 22814 | 0 | 0 |
| BULLPEN PARLAY ACQUISITION C | *W EXP 12/03/202 | G1792A118 |  | 100 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 |  | 6964454 | 6000 | SH |  | SOLE |  | 6000 | 0 | 0 |
| CARNIVAL CORP | NOTE 5.750%10/0 | 143658BT8 |  | 11230823 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| CC NEUBERGER PRINCIPAL HOLDN | SHS CL A | G1992N100 |  | 579740 | 57400 | SH |  | SOLE |  | 57400 | 0 | 0 |
| CC NEUBERGER PRINCIPAL HOLDN | *W EXP 02/05/202 | G1992N126 |  | 724 | 11480 | SH |  | SOLE |  | 11480 | 0 | 0 |
| CHURCHILL CAPITAL CORP VII | COM CL A | 17144M102 |  | 778782 | 78191 | SH |  | SOLE |  | 78191 | 0 | 0 |
| CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 |  | 782 | 15638 | SH |  | SOLE |  | 15638 | 0 | 0 |
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 |  | 7250407 | 7500 | SH |  | SOLE |  | 7500 | 0 | 0 |
| CLARIVATE PLC | 5.25% PFD CONV A | G21810208 |  | 16063300 | 424125 | SH |  | DFND |  | 424125 | 0 | 0 |
| CLARIVATE PLC | CALL | G21810909 |  | 226072 | 5728 | SH | Call | DFND |  | 5728 | 0 | 0 |
| CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 |  | 19159725 | 13044 | SH |  | SOLE |  | 13044 | 0 | 0 |
| CONCORD ACQUISITION CORP III | COM CL A | 20607V106 |  | 509500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| CONCORD ACQUISITION CORP III | *W EXP 99/99/999 | 20607V114 |  | 1700 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| CONSTELLIUM SE | CL A SHS | F21107101 |  | 508713 | 42839 | SH |  | SOLE |  | 42839 | 0 | 0 |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 |  | 20994259 | 19257 | SH |  | SOLE |  | 19257 | 0 | 0 |
| DECARBONIZATION PLUS ACQUISI | COM CL A | G2773W103 |  | 5100000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| DECARBONIZATION PLUS ACQUISI | *W EXP 07/15/202 | G2773W111 |  | 151374 | 249999 | SH |  | SOLE |  | 249999 | 0 | 0 |
| DECKERS OUTDOOR CORP | COM | 243537107 |  | 6867382 | 17286 | SH |  | SOLE |  | 17286 | 0 | 0 |
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 |  | 16058700 | 5951 | SH |  | SOLE |  | 5951 | 0 | 0 |
| DIAMONDHEAD HOLDINGS CORP | CL A | 25278L105 |  | 502500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| DIAMONDHEAD HOLDINGS CORP | *W EXP 01/28/202 | 25278L113 |  | 1125 | 12500 | SH |  | SOLE |  | 12500 | 0 | 0 |
| ELLIOTT OPPORTUNITY II CORP | SHS CL A | G30092103 |  | 2510000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| ELLIOTT OPPORTUNITY II CORP | *W EXP 03/02/202 | G30092111 |  | 5625 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 |  | 19707668 | 17500 | SH |  | SOLE |  | 17500 | 0 | 0 |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 |  | 6986273 | 6000 | SH |  | SOLE |  | 6000 | 0 | 0 |
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 |  | 21002640 | 12500 | SH |  | SOLE |  | 12500 | 0 | 0 |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 |  | 13059538 | 8500 | SH |  | SOLE |  | 8500 | 0 | 0 |
| FATHOM DIGITAL MFG CORP | *W EXP 12/22/202 | 31189Y111 |  | 2450 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| FERGUSON PLC NEW | SHS | G3421J106 |  | 244363 | 1922 | SH |  | SOLE |  | 1922 | 0 | 0 |
| FIRST HORIZON CORPORATION | COM | 320517105 |  | 10756771 | 439680 | SH |  | SOLE |  | 439680 | 0 | 0 |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 |  | 10410002 | 11000 | SH |  | SOLE |  | 11000 | 0 | 0 |
| FTAC ATHENA ACQUISITION CORP | CL A SHS | G37283101 |  | 252750 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| FTAC EMERALD ACQUISITION COR | CLASS A COM | 29103K100 |  | 5500000 | 550000 | SH |  | SOLE |  | 550000 | 0 | 0 |
| FTAC EMERALD ACQUISITION COR | *W EXP 10/19/202 | 29103K118 |  | 13750 | 275000 | SH |  | SOLE |  | 275000 | 0 | 0 |
| FTAC HERA ACQUISITION CORP | CLASS A ORD SHS | G3728Y103 |  | 3027030 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| FTAC HERA ACQUISITION CORP | *W EXP 02/28/202 | G3728Y111 |  | 1875 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| FTAC ZEUS ACQUISITION COR | CLASS A COM | 30320F106 |  | 1515000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| FTAC ZEUS ACQUISITION COR | *W EXP 04/15/202 | 30320F114 |  | 3750 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| FTAI AVIATION LTD | SHS | G3730V105 |  | 5369807 | 315871 | SH |  | DFND |  | 315871 | 0 | 0 |
| FTAI INFRASTRUCTURE INC | COMMON STOCK | 35953C106 |  | 213336 | 73564 | SH |  | DFND |  | 73564 | 0 | 0 |
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 |  | 19339862 | 12190 | SH |  | SOLE |  | 12190 | 0 | 0 |
| GLOBAL TECHNOLGY ACQSTN CORP | CLASS A ORD | G3934N107 |  | 2317500 | 225000 | SH |  | SOLE |  | 225000 | 0 | 0 |
| GLOBAL TECHNOLGY ACQSTN CORP | *W EXP 10/19/202 | G3934N115 |  | 4500 | 112500 | SH |  | SOLE |  | 112500 | 0 | 0 |
| GORES HOLDINGS IX INC | CLASS A COM | 38287A101 |  | 2207024 | 223383 | SH |  | SOLE |  | 223383 | 0 | 0 |
| GORES HOLDINGS IX INC | *W EXP 01/14/202 | 38287A119 |  | 14155 | 74461 | SH |  | SOLE |  | 74461 | 0 | 0 |
| GORES HOLDINGS IX INC | UNIT 01/14/2029 | 38287A200 |  | 125087 | 12764 | SH |  | SOLE |  | 12764 | 0 | 0 |
| GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 |  | 5960096 | 5000 | SH |  | SOLE |  | 5000 | 0 | 0 |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 |  | 9855555 | 11000 | SH |  | SOLE |  | 11000 | 0 | 0 |
| INFINERA CORP | DEBT 3.750% 8/0 | 45667GAF0 |  | 9667091 | 7750 | SH |  | SOLE |  | 7750 | 0 | 0 |
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 |  | 4498611 | 3000 | SH |  | SOLE |  | 3000 | 0 | 0 |
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 |  | 24347421 | 17500 | SH |  | SOLE |  | 17500 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 |  | 16097175 | 17500 | SH |  | SOLE |  | 17500 | 0 | 0 |
| JATT ACQUISITION CORP | SHS CL A | G50752107 |  | 3828750 | 375000 | SH |  | SOLE |  | 375000 | 0 | 0 |
| JATT ACQUISITION CORP | *W EXP 07/19/202 | G50752123 |  | 18169 | 187500 | SH |  | SOLE |  | 187500 | 0 | 0 |
| JAWS HURRICANE ACQUISITN COR | CLASS A COM | 47201B103 |  | 2495000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| JAWS HURRICANE ACQUISITN COR | *W EXP 03/26/202 | 47201B111 |  | 11275 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 |  | 4044000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 |  | 5940 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| JOBY AVIATION INC | *W EXP 08/10/202 | G65163118 |  | 36000 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 |  | 65286679 | 31064 | SH |  | SOLE |  | 31064 | 0 | 0 |
| L CATTERTON ASIA ACQUISITION | CLASS A ORD SHS | G5346G125 |  | 3528000 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| L CATTERTON ASIA ACQUISITION | *W EXP 03/08/202 | G5346G117 |  | 5168 | 116666 | SH |  | SOLE |  | 116666 | 0 | 0 |
| LANVIN GROUP HOLDINGS LIMITE | *W EXP 99/99/999 | G5380J118 |  | 13988 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| LANVIN GROUP HOLDINGS LIMITE | SHS | G5380J100 |  | 258510 | 31758 | SH |  | SOLE |  | 31758 | 0 | 0 |
| LIBERTY BROADBAND CORP | COM SER C | 530307305 |  | 4359326 | 57209 | SH |  | SOLE |  | 57209 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | COM C SIRIUSXM | 531229607 |  | 17622331 | 449091 | SH |  | SOLE |  | 449091 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 |  | 24557093 | 23409 | SH |  | SOLE |  | 23409 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 |  | 7193463 | 7374 | SH |  | SOLE |  | 7374 | 0 | 0 |
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 |  | 20980956 | 17923 | SH |  | SOLE |  | 17923 | 0 | 0 |
| MOTIVE CAPITAL CORP II | CL A ORD | G6293R106 |  | 2044000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| MOTIVE CAPITAL CORP II | *W EXP 99/99/999 | G6293R114 |  | 2667 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| NATERA INC | NOTE 2.250% 5/0 | 632307AB0 |  | 9483906 | 7500 | SH |  | SOLE |  | 7500 | 0 | 0 |
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 |  | 13507196 | 9842 | SH |  | SOLE |  | 9842 | 0 | 0 |
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 |  | 2512852 | 1600 | SH |  | SOLE |  | 1600 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 |  | 36956207 | 28061 | SH |  | SOLE |  | 28061 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 |  | 19975088 | 6700 | SH |  | SOLE |  | 6700 | 0 | 0 |
| OREILLY AUTOMOTIVE INC | COM | 67103H107 |  | 2031432 | 2413 | SH |  | SOLE |  | 2413 | 0 | 0 |
| ORIGIN MATERIALS INC | *W EXP 06/25/202 | 68622D114 |  | 65934 | 76667 | SH |  | SOLE |  | 76667 | 0 | 0 |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 |  | 34370836 | 23400 | SH |  | SOLE |  | 23400 | 0 | 0 |
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 |  | 7494788 | 4773 | SH |  | SOLE |  | 4773 | 0 | 0 |
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 |  | 3065811 | 2700 | SH |  | SOLE |  | 2700 | 0 | 0 |
| PENN ENTERTAINMENT INC | NOTE 2.750% 5/1 | 707569AU3 |  | 13935416 | 9540 | SH |  | SOLE |  | 9540 | 0 | 0 |
| ROSS STORES INC | COM | 778296103 |  | 2547961 | 22045 | SH |  | SOLE |  | 22045 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | DEBT 1.250% 9/1 | 803607AC4 |  | 13886602 | 12150 | SH |  | SOLE |  | 12150 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 |  | 21871538 | 11898 | SH |  | SOLE |  | 11898 | 0 | 0 |
| SCREAMING EAGLE ACQUISITN CO | CLASS A ORD SHS | G79407105 |  | 2741452 | 275800 | SH |  | SOLE |  | 275800 | 0 | 0 |
| SCREAMING EAGLE ACQUISITN CO | *W EXP 01/05/202 | G79407121 |  | 20817 | 83333 | SH |  | SOLE |  | 83333 | 0 | 0 |
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 |  | 5616838 | 4500 | SH |  | SOLE |  | 4500 | 0 | 0 |
| SILVER SPIKE ACQUISITN CORP | CLASS A ORD SHS | G8201H105 |  | 3024000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| SILVER SPIKE ACQUISITN CORP | *W EXP 02/26/202 | G8201H113 |  | 1575 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| SKILLSOFT CORP | *W EXP 06/11/202 | 83066P119 |  | 7386 | 58207 | SH |  | SOLE |  | 58207 | 0 | 0 |
| SLAM CORP | CL A SHS | G8210L105 |  | 1263125 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| SLAM CORP | *W EXP 02/23/202 | G8210L121 |  | 1697 | 31250 | SH |  | SOLE |  | 31250 | 0 | 0 |
| SOLID POWER INC | *W EXP 12/08/202 | 83422N113 |  | 17247 | 45387 | SH |  | SOLE |  | 45387 | 0 | 0 |
| SPECTRUM BRANDS HLDGS INC NE | COM | 84790A105 |  | 1729919 | 28170 | SH |  | SOLE |  | 28170 | 0 | 0 |
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 |  | 6337394 | 7500 | SH |  | SOLE |  | 7500 | 0 | 0 |
| SVF INVESTMENT CORP 2 | CL A SHS | G8601M100 |  | 202000 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| SYSTEM1 INC | *W EXP 99/99/999 | 87200P117 |  | 23754 | 56666 | SH |  | SOLE |  | 56666 | 0 | 0 |
| TALON 1 ACQUISITION CORP | CLASS A ORD | G86656108 |  | 1037000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| TALON 1 ACQUISITION CORP | *W EXP 07/30/202 | G86656116 |  | 510 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| THUNDER BRIDGE CAP PRTNRS II | COM CL A | 88605T100 |  | 2928000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| THUNDER BRIDGE CAP PRTNRS II | *W EXP 02/01/202 | 88605T118 |  | 4506 | 60000 | SH |  | SOLE |  | 60000 | 0 | 0 |
| TJX COS INC NEW | COM | 872540109 |  | 2565187 | 32299 | SH |  | SOLE |  | 32299 | 0 | 0 |
| T-MOBILE US INC | COM | 872590104 |  | 7530307 | 54129 | SH |  | SOLE |  | 54129 | 0 | 0 |
| TOPGOLF CALLAWAY BRANDS CORP | NOTE 2.750% 5/0 | 131193AE4 |  | 4642546 | 3560 | SH |  | SOLE |  | 3560 | 0 | 0 |
| TRAVERE THERAPEUTICS INC | NOTE 2.250% 3/0 | 89422GAA5 |  | 3469543 | 3800 | SH |  | SOLE |  | 3800 | 0 | 0 |
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 |  | 749304 | 1000 | SH |  | SOLE |  | 1000 | 0 | 0 |
| VERTICAL AEROSPACE LTD | *W EXP 09/15/202 | G9471C115 |  | 72480 | 240000 | SH |  | SOLE |  | 240000 | 0 | 0 |
| VINTAGE WINE ESTATES INC | *W EXP 06/08/202 | 92747V114 |  | 124576 | 415253 | SH |  | SOLE |  | 415253 | 0 | 0 |
| WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9460M108 |  | 2018000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9461D107 |  | 2018000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| WARNER BROS DISCOVERY INC | COM SER A | 934423104 |  | 142663 | 15356 | SH |  | DFND |  | 15356 | 0 | 0 |
| WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 |  | 22381287 | 14000 | SH |  | SOLE |  | 14000 | 0 | 0 |
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 |  | 10800712 | 8785 | SH |  | SOLE |  | 8785 | 0 | 0 |
| WORLD QUANTUM GROWTH ACQUISI | SHS CL A | G5596W101 |  | 5095000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| WORLD QUANTUM GROWTH ACQUISI | *W EXP 08/04/202 | G5596W127 |  | 2500 | 249999 | SH |  | SOLE |  | 249999 | 0 | 0 |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 |  | 29488748 | 28142 | SH |  | SOLE |  | 28142 | 0 | 0 |

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