The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
10X CAPITAL VENTURE ACQ III *W EXP 06/30/202 G87077114   8 216,358 SH   SOLE   216,358 0 0
2U INC NOTE 2.250% 5/0 90214JAB7   9,471 14,372 PRN   SOLE   14,372 0 0
2U INC DEBT 4.500% 2/0 90214JAC5   1,648 2,500 PRN   SOLE   2,500 0 0
3D SYS CORP DEL NOTE 11/1 88554DAD8   21,640 28,450 PRN   SOLE   28,450 0 0
7GC & CO HOLDINGS INC *W EXP 12/28/202 81786A115   7 80,979 SH   SOLE   80,979 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6   3,151 3,300 PRN   SOLE   3,300 0 0
8X8 INC NEW NOTE 4.000% 2/0 282914AE0   3,040 3,500 PRN   SOLE   3,500 0 0
A SPAC II ACQUISITION CORP *W EXP 10/15/202 G0543H117   11 700,000 SH   SOLE   700,000 0 0
A SPAC II ACQUISITION CORP RIGHT 10/15/2026 G0543H133   133 1,400,000 SH   SOLE   1,400,000 0 0
ACCOLADE INC NOTE 0.500% 4/0 00437EAB8   23,509 28,150 PRN   SOLE   28,150 0 0
ACCRETION ACQUISITION CORP RIGHT 03/01/2028 00438Y123   38 352,268 SH   SOLE   352,268 0 0
ACRI CAPITAL ACQUISITION COR *W EXP 02/01/202 00501A119   5 100,000 SH   SOLE   100,000 0 0
ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110   16 202,416 SH   SOLE   202,416 0 0
AETHERIUM ACQUISITION CORP *W EXP 12/21/202 00809J119   7 331,054 SH   SOLE   331,054 0 0
AFFIRM HLDGS INC NOTE 11/1 00827BAB2   19,135 25,750 PRN   SOLE   25,750 0 0
AGILETHOUGHT INC *W EXP 08/23/202 00857F118   3 47,638 SH   SOLE   47,638 0 0
AIMFINITY INVESTMENT CORP I *W EXP 04/21/202 G0135E126   9 200,000 SH   SOLE   200,000 0 0
AIMFINITY INVESTMENT CORP I UNIT 04/21/2027 G0135E142   2,110 200,000 SH   SOLE   200,000 0 0
ALCHEMY INVTS ACQUISITN CORP UNIT 11/30/2027 G0232F117   1,025 100,000 SH   SOLE   100,000 0 0
ALPHA STAR ACQUISITION CORP *W EXP 12/13/202 G0230C116   4 360,000 SH   SOLE   360,000 0 0
ALSET CAPITAL ACQUISITION CO *W EXP 01/31/202 02115M117   2 50,000 SH   SOLE   50,000 0 0
ALSET CAPITAL ACQUISITION CO RIGHT 01/31/2027 02115M125   32 100,000 SH   SOLE   100,000 0 0
AMYRIS INC NOTE 1.500%11/1 03236MAJ0   8,746 46,030 PRN   SOLE   46,030 0 0
ANDRETTI ACQUISITION CORP *W EXP 99/99/999 G26735129   29 383,900 SH   SOLE   383,900 0 0
APOLLOMICS INC *W EXP 04/01/202 G0411D115   25 298,500 SH   SOLE   298,500 0 0
APPLIED OPTOELECTRONICS INC NOTE 5.000% 3/1 03823UAB8   9,085 12,025 PRN   SOLE   12,025 0 0
APPRECIATE HOLDINGS INC *W EXP 11/29/202 03832J114   4 135,266 SH   SOLE   135,266 0 0
APX ACQUISITION CORP I *W EXP 11/30/202 G0440J125   3 50,000 SH   SOLE   50,000 0 0
ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6   7,452 6,500 PRN   SOLE   6,500 0 0
ARTIVION INC NOTE 4.250% 7/0 228903AB6   21,944 20,900 PRN   SOLE   20,900 0 0
ASCENDIS PHARMA A/S NOTE 2.250% 4/0 04351PAD3   9,193 10,075 PRN   SOLE   10,075 0 0
ATHENA TECHNOLOGY ACQ CORP I *W EXP 10/17/202 04687C113   39 775,000 SH   SOLE   775,000 0 0
AURA FAT PROJS ACQUISITION C *W EXP 03/31/202 G06362126   20 500,000 SH   SOLE   500,000 0 0
AURORA INNOVATION INC *W EXP 11/03/202 051774115   6 11,228 SH   SOLE   11,228 0 0
AXIOS SUSTAINABLE GRW ACQ CO *W EXP 99/99/999 G0703K116   5 475,101 SH   SOLE   475,101 0 0
AXIOS SUSTAINABLE GRW ACQ CO RIGHT 99/99/9999 G0703K124   5 475,101 SH   SOLE   475,101 0 0
AXONPRIME INFRSTCTR AQSTN CO CLASS A COM 05467C108   2,009 195,428 SH   SOLE   195,428 0 0
BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9   8,534 10,783 PRN   SOLE   10,783 0 0
BANNIX ACQUISITION CORP *W EXP 07/31/202 066644113   13 320,484 SH   SOLE   320,484 0 0
BANNIX ACQUISITION CORP RIGHT 07/31/2026 066644121   33 210,385 SH   SOLE   210,385 0 0
BELONG ACQUISITION CORP CLASS A COM 08069M102   3,579 350,000 SH   SOLE   350,000 0 0
BENEFICIENT *W EXP 06/07/202 08178Q119   10 210,024 SH   SOLE   210,024 0 0
BENSON HILL INC *W EXP 09/29/202 082490111   61 306,928 SH   SOLE   306,928 0 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5   3,101 3,000 PRN   SOLE   3,000 0 0
BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1   1,362 1,500 PRN   SOLE   1,500 0 0
BEYOND MEAT INC NOTE 3/1 08862EAB5   8,668 32,607 PRN   SOLE   32,607 0 0
BIGBEAR AI HLDGS INC *W EXP 12/08/202 08975B117   44 198,009 SH   SOLE   198,009 0 0
BIGCOMMERCE HLDGS INC NOTE 0.250%10/0 08975PAB4   3,649 4,640 PRN   SOLE   4,640 0 0
BILANDER ACQUISITION CORP CL A COM 09001T106   1,524 150,000 SH   SOLE   150,000 0 0
BIOPLUS ACQUISITION CORP *W EXP 12/02/202 G11217125   15 105,069 SH   SOLE   105,069 0 0
BIORA THERAPEUTICS INC NOTE 7.250%12/0 74319FAB3   1,199 2,200 PRN   SOLE   2,200 0 0
BITE ACQUISITION CORP *W EXP 02/12/203 09175K113   8 100,000 SH   SOLE   100,000 0 0
BLACK MOUNTAIN ACQ CORP *W EXP 10/15/202 09216A116   49 928,400 SH   SOLE   928,400 0 0
BLACKLINE INC NOTE 3/1 09239BAD1   6,350 7,460 PRN   SOLE   7,460 0 0
BLOCK INC NOTE 5/0 852234AJ2   3,075 3,700 PRN   SOLE   3,700 0 0
BLOCK INC NOTE 0.250%11/0 852234AK9   11,046 14,310 PRN   SOLE   14,310 0 0
BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0   3,983 3,250 PRN   SOLE   3,250 0 0
BLUE OCEAN ACQUISITION CORP *W EXP 12/02/202 G1330L121   9 198,750 SH   SOLE   198,750 0 0
BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8   6,920 8,785 PRN   SOLE   8,785 0 0
BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4   20,846 33,683 PRN   SOLE   33,683 0 0
BRIDGER AEROSPACE GRP HLDGS *W EXP 01/24/202 96812F110   25 121,167 SH   SOLE   121,167 0 0
BURTECH ACQUISITION CORP *W EXP 12/18/202 123013112   21 1,050,000 SH   SOLE   1,050,000 0 0
C5 ACQUISITION CORPORATION *W EXP 12/31/202 12530D113   17 351,870 SH   SOLE   351,870 0 0
CACTUS ACQUISITION CORP 1 LT *W EXP 08/17/202 G1745A124   9 215,352 SH   SOLE   215,352 0 0
CANNA GLOBAL ACQUISITION COR *W EXP 11/30/202 13767K119   12 499,500 SH   SOLE   499,500 0 0
CANO HEALTH INC *W EXP 06/03/202 13781Y111   17 80,948 SH   SOLE   80,948 0 0
CAPITALWORKS EMNG MKTS ACQST *W EXP 11/19/202 G1889L126   10 137,500 SH   SOLE   137,500 0 0
CARDIO DIAGNOSTICS HOLDGS IN *W EXP 12/01/202 14159C111   15 81,500 SH   SOLE   81,500 0 0
CARTESIAN GROWTH CORP II CLASS A ORD G19305112   1,067 100,000 SH   SOLE   100,000 0 0
CARTESIAN GROWTH CORP II *W EXP 07/12/202 G19305120   10 66,666 SH   SOLE   66,666 0 0
CARTICA ACQUISITION CORP *W EXP 04/30/202 G1995D117   5 100,000 SH   SOLE   100,000 0 0
CELULARITY INC *W EXP 07/16/202 151190113   9 150,000 SH   SOLE   150,000 0 0
CENTURY ALUM CO NOTE 2.750% 5/0 156431AQ1   3,719 4,794 PRN   SOLE   4,794 0 0
CF ACQUISITION CORP IV COM CL A 12520T102   3,990 379,614 SH   SOLE   379,614 0 0
CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110   6 95,285 SH   SOLE   95,285 0 0
CF ACQUISITION CORP VII CLASS A COM 12521H107   3,703 350,000 SH   SOLE   350,000 0 0
CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117   19 377,370 SH   SOLE   377,370 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7   1,594 1,488 PRN   SOLE   1,488 0 0
CHEGG INC NOTE 0.125% 3/1 163092AD1   1,329 1,500 PRN   SOLE   1,500 0 0
CHENGHE ACQUISITION CO *W EXP 04/22/202 G2086M123   1 25,000 SH   SOLE   25,000 0 0
CLEAN EARTH ACQUISITIONS COR *W EXP 99/99/999 184493112   2 50,000 SH   SOLE   50,000 0 0
CLEAN EARTH ACQUISITIONS COR RIGHT 01/01/2027 184493120   13 99,800 SH   SOLE   99,800 0 0
CLIMATEROCK *W EXP 04/25/202 G2311X118   3 100,000 SH   SOLE   100,000 0 0
CLIMATEROCK RIGHT 10/31/2028 G2311X134   24 200,000 SH   SOLE   200,000 0 0
COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9   3,735 6,000 PRN   SOLE   6,000 0 0
COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3   11,725 15,500 PRN   SOLE   15,500 0 0
CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114   5 229,780 SH   SOLE   229,780 0 0
CONFLUENT INC NOTE 1/1 20717MAB9   2,010 2,406 PRN   SOLE   2,406 0 0
CONMED CORP NOTE 2.250% 6/1 207410AH4   9,071 8,092 PRN   SOLE   8,092 0 0
CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113   12 95,500 SH   SOLE   95,500 0 0
CORNER GROWTH ACQUISITN CORP *W EXP 04/09/202 G2426E120   8 83,333 SH   SOLE   83,333 0 0
CRESCERA CAP ACQUISITION COR *W EXP 11/18/202 G26507114   10 199,800 SH   SOLE   199,800 0 0
CUSTOM TRUCK ONE SOURCE INC *W EXP 01/01/202 23204X111   59 236,449 SH   SOLE   236,449 0 0
CUTERA INC NOTE 2.250% 6/0 232109AD0   6,965 11,120 PRN   SOLE   11,120 0 0
DENALI CAPITAL ACQUISITN COR CLASS A ORD G6256B106   3,267 305,000 SH   SOLE   305,000 0 0
DENALI CAPITAL ACQUISITN COR *W EXP 03/28/202 G6256B114   38 605,000 SH   SOLE   605,000 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3   6,435 6,000 PRN   SOLE   6,000 0 0
DIGITALOCEAN HLDGS INC NOTE 12/0 25402DAB8   943 1,200 PRN   SOLE   1,200 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5   1,025 2,000 PRN   SOLE   2,000 0 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1   3,048 3,425 PRN   SOLE   3,425 0 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6   5,605 10,500 PRN   SOLE   10,500 0 0
DP CAP ACQUISITION CORP I *W EXP 11/08/202 G2R05B126   1 14,168 SH   SOLE   14,168 0 0
DRAFTKINGS INC NEW NOTE 3/1 26142RAB0   27,744 36,698 PRN   SOLE   36,698 0 0
DRAGONFLY ENERGY HOLDINGS CO *W EXP 10/07/202 26145B114   8 50,700 SH   SOLE   50,700 0 0
DRILLING TOOLS INTL CORP COM 26205E107   77 17,743 SH   SOLE   17,743 0 0
ECARX HOLDINGS INC *W EXP 12/20/202 G29201111   9 117,430 SH   SOLE   117,430 0 0
EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111   4 99,500 SH   SOLE   99,500 0 0
EF HUTTON ACQUISITION CORP I *W EXP 11/18/202 28201D117   22 540,000 SH   SOLE   540,000 0 0
EF HUTTON ACQUISITION CORP I RIGHT 11/18/2027 28201D125   69 540,000 SH   SOLE   540,000 0 0
EMBRACE CHANGE ACQUISITN COR ORDINARY SHARES G3034H109   3,136 296,377 SH   SOLE   296,377 0 0
EMBRACE CHANGE ACQUISITN COR *W EXP 10/25/202 G3034H125   6 300,000 SH   SOLE   300,000 0 0
EMBRACE CHANGE ACQUISITN COR RIGHT 10/25/2026 G3034H141   48 300,000 SH   SOLE   300,000 0 0
ESPERION THERAPEUTICS INC NE NOTE 4.000%11/1 29664WAB1   10,609 21,351 PRN   SOLE   21,351 0 0
EVE MOBILITY ACQUISITION COR *W EXP 12/31/202 G3218G117   1 34,998 SH   SOLE   34,998 0 0
EVENTBRITE INC NOTE 5.000%12/0 29975EAB5   3,998 3,650 PRN   SOLE   3,650 0 0
EVENTBRITE INC NOTE 0.750% 9/1 29975EAD1   4,363 5,289 PRN   SOLE   5,289 0 0
EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110   6 52,315 SH   SOLE   52,315 0 0
EXACT SCIENCES CORP DEBT 2.000% 3/0 30063PAD7   5,542 4,000 PRN   SOLE   4,000 0 0
FARADAY FUTRE INTLGT ELCTR I *W EXP 07/21/202 307359117   1 17,799 SH   SOLE   17,799 0 0
FARFETCH LTD NOTE 3.750% 5/0 30744WAD9   2,041 2,500 PRN   SOLE   2,500 0 0
FASTLY INC NOTE 3/1 31188VAB6   1,659 2,000 PRN   SOLE   2,000 0 0
FAZE HOLDINGS INC *W EXP 03/01/202 31423J110   1 29,052 SH   SOLE   29,052 0 0
FEUTUNE LIGHT ACQUISITION CO *W EXP 06/01/202 31561T110   2 82,458 SH   SOLE   82,458 0 0
FEUTUNE LIGHT ACQUISITION CO RIGHT 06/01/2029 31561T128   9 82,458 SH   SOLE   82,458 0 0
FG MERGER CORP COMMON STOCK 30324Y101   3,440 325,000 SH   SOLE   325,000 0 0
FG MERGER CORP *W EXP 06/17/202 30324Y119   13 243,750 SH   SOLE   243,750 0 0
FINANCIAL STRATEGIES ACQUISI *W EXP 03/31/202 31772T115   2 195,100 SH   SOLE   195,100 0 0
FINANCIAL STRATEGIES ACQUISI RIGHT 07/01/2023 31772T123   12 249,000 SH   SOLE   249,000 0 0
FINNOVATE ACQUISITION CORP *W EXP 09/30/202 G3R34K111   9 262,500 SH   SOLE   262,500 0 0
FINTECH ECOSYSTEM DEVE *W EXP 04/01/202 318136116   2 77,300 SH   SOLE   77,300 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3   28,316 29,297 PRN   SOLE   29,297 0 0
FIVERR INTL LTD NOTE 11/0 33835LAA3   18,626 21,993 PRN   SOLE   21,993 0 0
FOCUS IMPACT ACQUISITION COR *W EXP 10/28/202 34417L117   8 100,050 SH   SOLE   100,050 0 0
FORTUNE RISE ACQUISITION COR *W EXP 12/06/202 34969G110   6 110,574 SH   SOLE   110,574 0 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4   599 598 PRN   SOLE   598 0 0
FORUM MERGER IV CORP *W EXP 03/15/202 349875112   0 54,354 SH   SOLE   54,354 0 0
FTAC EMERALD ACQUISITION COR *W EXP 10/19/202 29103K118   15 250,000 SH   SOLE   250,000 0 0
FTAC ZEUS ACQUISITION COR CLASS A COM 30320F106   3,128 300,000 SH   SOLE   300,000 0 0
FTAC ZEUS ACQUISITION COR *W EXP 04/15/202 30320F114   8 440,000 SH   SOLE   440,000 0 0
FUTURE HEALTH ESG CORP *W EXP 99/99/999 36118W110   0 7,080 SH   SOLE   7,080 0 0
FUTURETECH II ACQUISITION CO CLASS A COM 36119D103   1,604 150,000 SH   SOLE   150,000 0 0
FUTURETECH II ACQUISITION CO *W EXP 08/18/202 36119D111   13 150,000 SH   SOLE   150,000 0 0
GCM GROSVENOR INC *W EXP 11/17/202 36831E116   91 314,074 SH   SOLE   314,074 0 0
GLOBAL BLOCKCHAIN ACQUI CORP COMMON STOCK 37961B104   4,180 400,000 SH   SOLE   400,000 0 0
GLOBAL BLOCKCHAIN ACQUI CORP RIGHT 05/09/2027 37961B112   44 400,000 SH   SOLE   400,000 0 0
GLOBAL BLOCKCHAIN ACQUI CORP *W EXP 05/09/202 37961B120   4 400,000 SH   SOLE   400,000 0 0
GLOBAL TECHNOLGY ACQSTN CORP *W EXP 10/19/202 G3934N115   10 173,700 SH   SOLE   173,700 0 0
GLORY STAR NEW MED GP HLDG L *W EXP 02/13/202 G39973113   1 84,411 SH   SOLE   84,411 0 0
GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115   10 425,128 SH   SOLE   425,128 0 0
GOGREEN INVESTMENTS CORP *W EXP 05/31/202 G9461B119   98 100,200 SH   SOLE   100,200 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0   6,882 22,350 PRN   SOLE   22,350 0 0
GROUPON INC NOTE 1.125% 3/1 399473AF4   10,545 27,750 PRN   SOLE   27,750 0 0
GSR II METEORA ACQUISITN COR RIGHT 02/24/2027 36263W113   137 43,493 SH   SOLE   43,493 0 0
GSR II METEORA ACQUISITN COR *W EXP 02/24/202 36263W121   182 1,348,690 SH   SOLE   1,348,690 0 0
GUARDANT HEALTH INC NOTE 11/1 40131MAB5   4,320 6,000 PRN   SOLE   6,000 0 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6   15,028 17,558 PRN   SOLE   17,558 0 0
HCM ACQUISITION CO *W EXP 01/20/202 G4365A127   4 175,000 SH   SOLE   175,000 0 0
HEALTH CATALYST INC NOTE 2.500% 4/1 42225TAB3   18,970 19,626 PRN   SOLE   19,626 0 0
HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117   9 99,949 SH   SOLE   99,949 0 0
HEALTHWELL ACQUISITION CORP *W EXP 08/05/202 42227R117   72 500,000 SH   SOLE   500,000 0 0
HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116   4 274,391 SH   SOLE   274,391 0 0
HHG CAPITAL CORPORATION *W EXP 02/25/202 G4R23P129   2 123,800 SH   SOLE   123,800 0 0
HHG CAPITAL CORPORATION RIGHT 02/25/2026 G4R23P145   14 112,030 SH   SOLE   112,030 0 0
HNR ACQUISITION CORP *W EXP 02/04/202 40472A128   33 349,249 SH   SOLE   349,249 0 0
HYCROFT MINING HOLDING CORP *W EXP 05/29/202 44862P117   0 22,500 SH   SOLE   22,500 0 0
ICONIC SPORTS ACQUISITION CO *W EXP 10/12/202 G4712C115   20 247,430 SH   SOLE   247,430 0 0
INCEPTION GROWTH ACQUSTN LTD *W EXP 10/15/202 45333D112   5 125,000 SH   SOLE   125,000 0 0
INCEPTION GROWTH ACQUSTN LTD RIGHT 12/08/2026 45333D120   43 250,000 SH   SOLE   250,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3   5,112 5,500 PRN   SOLE   5,500 0 0
INFINITE ACQUISITION CORP *W EXP 11/23/202 G48028123   6 45,711 SH   SOLE   45,711 0 0
INFINT ACQUISITION CORP *W EXP 99/99/999 G47862126   10 188,200 SH   SOLE   188,200 0 0
INNOVATIVE INTL ACQUSITIN CO *W EXP 07/01/202 G4809M125   17 274,598 SH   SOLE   274,598 0 0
INNOVIVA INC NOTE 2.125% 3/1 45781MAD3   7,003 8,500 PRN   SOLE   8,500 0 0
INTEGRATED RAIL AND RES ACQ CL A COM 45827R106   14,234 1,323,438 SH   SOLE   1,323,438 0 0
INTEGRATED RAIL AND RES ACQ *W EXP 99/99/999 45827R114   165 444,680 SH   SOLE   444,680 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 2.000% 5/1 45845PAB4   16,269 20,230 PRN   SOLE   20,230 0 0
INTL GNRL INSURANCE HLDNGS L *W EXP 03/17/202 G4809J114   79 129,205 SH   SOLE   129,205 0 0
INVESTCORP INDIA ACQUISTN CO *W EXP 06/01/202 G49219127   13 212,035 SH   SOLE   212,035 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9   7,025 7,875 PRN   SOLE   7,875 0 0
ITRON INC NOTE 3/1 465741AN6   1,784 2,000 PRN   SOLE   2,000 0 0
JAGUAR GLOBAL GROWTH CORP I *W EXP 11/23/202 G5S11A130   3 97,550 SH   SOLE   97,550 0 0
JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124   2 46,444 SH   SOLE   46,444 0 0
JUNIPER II CORP *W EXP 99/99/999 48203N111   3 100,000 SH   SOLE   100,000 0 0
KAIROUS ACQUISITION CORP LTD *W EXP 09/15/202 G52131128   1 90,000 SH   SOLE   90,000 0 0
KAIROUS ACQUISITION CORP LTD RIGHT 09/15/2026 G52131136   11 180,000 SH   SOLE   180,000 0 0
KALEYRA INC *W EXP 11/25/202 483379111   105 751,286 SH   SOLE   751,286 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0   10,297 10,637 PRN   SOLE   10,637 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4   14,296 21,494 PRN   SOLE   21,494 0 0
KEYARCH ACQUISITION CORP *W EXP 01/24/202 G5260A112   3 95,000 SH   SOLE   95,000 0 0
KEYARCH ACQUISITION CORP RIGHT 01/24/2027 G5260A120   29 200,000 SH   SOLE   200,000 0 0
KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117   9 250,000 SH   SOLE   250,000 0 0
LAMF GLOBAL VENTURES CORP I *W EXP 11/05/202 G5338L124   8 93,675 SH   SOLE   93,675 0 0
LAVORO LTD *W EXP 02/27/202 G5391L110   177 235,863 SH   SOLE   235,863 0 0
LCI INDS NOTE 1.125% 5/1 501812AB7   3,870 4,000 PRN   SOLE   4,000 0 0
LEARN CW INVESTMENT COR CL A ORD SHS G54157105   1,838 174,605 SH   SOLE   174,605 0 0
LEARN CW INVESTMENT COR *W EXP 10/08/202 G54157113   3 87,302 SH   SOLE   87,302 0 0
LF CAPITAL ACQUISITION CORP *W EXP 02/19/202 50202D110   8 150,000 SH   SOLE   150,000 0 0
LIV CAPITAL ACQUISITN CORP I *W EXP 02/07/202 G5510R113   2 75,000 SH   SOLE   75,000 0 0
LIVEPERSON INC NOTE 0.750% 3/0 538146AB7   220 231 PRN   SOLE   231 0 0
LIVEPERSON INC NOTE 12/1 538146AD3   3,900 6,000 PRN   SOLE   6,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   4,437 5,000 PRN   SOLE   5,000 0 0
MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5   22,503 21,360 PRN   SOLE   21,360 0 0
MARATHON DIGITAL HOLDINGS IN NOTE 1.000%12/0 565788AB2   9,639 17,685 PRN   SOLE   17,685 0 0
MEDTECH ACQUISITION CORP *W EXP 12/22/202 58507N113   3 70,426 SH   SOLE   70,426 0 0
MESA LABS INC NOTE 1.375% 8/1 59064RAA7   10,365 11,550 PRN   SOLE   11,550 0 0
MICROCLOUD HOLOGRAM INC *W EXP 01/31/202 G55032125   13 108,098 SH   SOLE   108,098 0 0
MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5   27,282 25,000 PRN   SOLE   25,000 0 0
MICROSTRATEGY INC NOTE 2/1 594972AE1   28,041 42,566 PRN   SOLE   42,566 0 0
MOBIV ACQUISITION CORP *W EXP 07/31/202 60742N114   20 454,100 SH   SOLE   454,100 0 0
MONTEREY CAP ACQUISITION COR CLASS A COM 61244M109   440 42,000 SH   SOLE   42,000 0 0
MONTEREY CAP ACQUISITION COR *W EXP 01/01/202 61244M117   20 792,000 SH   SOLE   792,000 0 0
MONTEREY CAP ACQUISITION COR RIGHT 05/10/2027 61244M125   87 792,000 SH   SOLE   792,000 0 0
MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124   5 62,238 SH   SOLE   62,238 0 0
MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112   10 153,100 SH   SOLE   153,100 0 0
MURPHY CANYON ACQUISITION CO *W EXP 01/25/202 626642110   6 128,500 SH   SOLE   128,500 0 0
NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3   5,764 5,500 PRN   SOLE   5,500 0 0
NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8   3,288 3,500 PRN   SOLE   3,500 0 0
NEVRO CORP NOTE 2.750% 4/0 64157FAC7   9,889 10,702 PRN   SOLE   10,702 0 0
NEWCOURT ACQUISITION CORP *W EXP 01/22/202 G6448C129   3 234,200 SH   SOLE   234,200 0 0
NIO INC NOTE 2/0 62914VAE6   2,205 2,305 PRN   SOLE   2,305 0 0
NIO INC NOTE 0.500% 2/0 62914VAF3   20,257 24,260 PRN   SOLE   24,260 0 0
NOGIN INC *W EXP 08/26/202 65528N113   2 157,100 SH   SOLE   157,100 0 0
NORTHERN REVIVAL ACQUISITION *W EXP 01/31/202 G6546R119   1 18,166 SH   SOLE   18,166 0 0
NORTHVIEW ACQUISITION CORP *W EXP 08/02/202 66718N111   6 222,500 SH   SOLE   222,500 0 0
NOVA VISION ACQUISITION CORP *W EXP 12/31/202 G6759A118   1 87,700 SH   SOLE   87,700 0 0
NOVA VISION ACQUISITION CORP RIGHT 12/23/2023 G6759A134   15 87,700 SH   SOLE   87,700 0 0
NOVOCURE LTD NOTE 11/0 67011XAB9   3,906 4,489 PRN   SOLE   4,489 0 0
NUBIA BRAND INTERNATIONAL CO *W EXP 11/16/202 67022R111   2 20,416 SH   SOLE   20,416 0 0
OCA ACQUISITION CORP *W EXP 01/14/202 670865112   2 49,985 SH   SOLE   49,985 0 0
OCEAN BIOMEDICAL INC *W EXP 02/14/202 67644C112   24 111,755 SH   SOLE   111,755 0 0
OCEANTECH ACQUISITIONS I COR *W EXP 99/99/999 675507115   16 411,595 SH   SOLE   411,595 0 0
OMEROS CORP NOTE 6.250%11/1 682143AE2   26,949 26,795 PRN   SOLE   26,795 0 0
OMEROS CORP NOTE 5.250% 2/1 682143AG7   7,076 10,000 PRN   SOLE   10,000 0 0
OMNIAB INC *W EXP 11/01/202 68218J111   53 68,321 SH   SOLE   68,321 0 0
OMNILIT ACQUISITION CORP CLASS A COM 68218C108   524 50,000 SH   SOLE   50,000 0 0
OMNILIT ACQUISITION CORP *W EXP 11/08/202 68218C116   12 221,235 SH   SOLE   221,235 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5   12,103 11,750 PRN   SOLE   11,750 0 0
OXBRIDGE ACQUISITION CORP *W EXP 08/04/202 G6855L117   4 93,670 SH   SOLE   93,670 0 0
OXUS ACQUISITION CORP *W EXP 99/99/999 G6859L121   6 107,878 SH   SOLE   107,878 0 0
PAPAYA GRWT OPPORTUNITY CORP *W EXP 12/31/202 69882P110   14 250,000 SH   SOLE   250,000 0 0
PAR TECHNOLOGY CORP NOTE 2.875% 4/1 698884AC7   2,674 2,500 PRN   SOLE   2,500 0 0
PAR TECHNOLOGY CORP NOTE 1.500%10/1 698884AE3   10,550 13,262 PRN   SOLE   13,262 0 0
PATRIA LATIN AMRCN OPPRNTY A *W EXP 02/23/202 G69454117   5 100,000 SH   SOLE   100,000 0 0
PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9   22,865 24,840 PRN   SOLE   24,840 0 0
PELOTON INTERACTIVE INC NOTE 2/1 70614WAB6   46,942 61,547 PRN   SOLE   61,547 0 0
PENNYMAC CORP NOTE 5.500% 3/1 70932AAF0   8,528 9,555 PRN   SOLE   9,555 0 0
PERCEPTION CAPITAL CORP II *W EXP 10/25/202 G7007D110   12 118,203 SH   SOLE   118,203 0 0
PERFICIENT INC NOTE 0.125%11/1 71375UAF8   7,133 8,645 PRN   SOLE   8,645 0 0
PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113   12 200,000 SH   SOLE   200,000 0 0
PONO CAP TWO INC *W EXP 07/31/202 73245B115   25 425,000 SH   SOLE   425,000 0 0
POWER & DIGITAL INFRASTRUCTU *W EXP 12/09/202 73919C118   3 49,977 SH   SOLE   49,977 0 0
POWERUP ACQUISITION CORP *W EXP 05/23/202 G7207P129   9 175,000 SH   SOLE   175,000 0 0
PROJECT ENERGY REIMAGINED AC CLASS A ORD G72556106   25 2,400 SH   SOLE   2,400 0 0
PROOF ACQUISITION CORP I *W EXP 99/99/999 74349W112   2 24,500 SH   SOLE   24,500 0 0
PROS HOLDINGS INC NOTE 2.250% 9/1 74346YAG8   6,281 6,250 PRN   SOLE   6,250 0 0
PROSPECTOR CAPITAL CORP *W EXP 01/11/202 G7273A113   15 127,872 SH   SOLE   127,872 0 0
PYROPHYTE ACQUISITION CORP *W EXP 05/03/202 G7308P127   11 111,700 SH   SOLE   111,700 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1   7,002 8,058 PRN   SOLE   8,058 0 0
Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6   7,313 8,402 PRN   SOLE   8,402 0 0
REDWOOD TRUST INC NOTE 7.750% 6/1 758075AF2   8,790 10,387 PRN   SOLE   10,387 0 0
RELATIVITY ACQUISITION CORP *W EXP 12/15/202 75944B114   6 637,213 SH   SOLE   637,213 0 0
REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5   1,059 1,000 PRN   SOLE   1,000 0 0
RF ACQUISITION CORP *W EXP 05/01/202 74954L112   4 250,000 SH   SOLE   250,000 0 0
RF ACQUISITION CORP RIGHT 05/01/2028 74954L120   28 325,000 SH   SOLE   325,000 0 0
RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114   5 44,429 SH   SOLE   44,429 0 0
ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123   7 288,478 SH   SOLE   288,478 0 0
SATELLOGIC INC *W EXP 01/25/202 G7823S119   47 285,428 SH   SOLE   285,428 0 0
SEA LTD NOTE 0.250% 9/1 81141RAG5   20,809 25,770 PRN   SOLE   25,770 0 0
SEAPORT GLOBAL ACQUISITION I *W EXP 11/17/202 81221H113   2 24,945 SH   SOLE   24,945 0 0
SEASTAR MEDICAL HOLDING CORP *W EXP 10/28/202 81256L112   5 124,107 SH   SOLE   124,107 0 0
SEMPER PARATUS ACQUISITION C *W EXP 11/04/202 G8028L131   4 98,250 SH   SOLE   98,250 0 0
SHAKE SHACK INC NOTE 3/0 819047AB7   413 504 PRN   SOLE   504 0 0
SHAPEWAYS HOLDINGS INC *W EXP 09/29/202 81947T110   3 310,138 SH   SOLE   310,138 0 0
SHARECARE INC *W EXP 07/01/202 81948W112   30 159,334 SH   SOLE   159,334 0 0
SIZZLE ACQUISITION CORP *W EXP 11/02/202 83014E117   4 23,750 SH   SOLE   23,750 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2   12,041 13,000 PRN   SOLE   13,000 0 0
SNAP INC NOTE 5/0 83304AAF3   17,610 23,638 PRN   SOLE   23,638 0 0
SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110   6 33,936 SH   SOLE   33,936 0 0
SOUTHLAND HLDGS INC *W EXP 09/01/202 84445C118   54 51,732 SH   SOLE   51,732 0 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1   3,761 4,335 PRN   SOLE   4,335 0 0
SPREE ACQUISITION CORP 1 LTD *W EXP 12/22/202 G83745128   3 100,000 SH   SOLE   100,000 0 0
SPRINGBIG HOLDINGS INC *W EXP 06/14/202 85021Q116   2 62,706 SH   SOLE   62,706 0 0
STARWOOD PPTY TR INC NOTE 6.750% 7/1 85571BBA2   12,856 12,542 PRN   SOLE   12,542 0 0
STONEBRIDGE ACQUISITION CORP *W EXP 03/31/202 G85094129   1 25,000 SH   SOLE   25,000 0 0
STRIDE INC NOTE 1.125% 9/0 86333MAA6   2,884 3,000 PRN   SOLE   3,000 0 0
SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111   1 37,500 SH   SOLE   37,500 0 0
TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112   1 65,500 SH   SOLE   65,500 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   13,400 16,750 PRN   SOLE   16,750 0 0
TERRAN ORBITAL CORPORATION *W EXP 03/25/202 88105P111   31 195,399 SH   SOLE   195,399 0 0
TG VENTURE ACQUISITION CORP *W EXP 08/15/202 87251T117   9 399,990 SH   SOLE   399,990 0 0
THE GROWTH FOR GOOD ACQU COR *W EXP 11/12/202 G41522114   20 250,000 SH   SOLE   250,000 0 0
THE GROWTH FOR GOOD ACQU COR RIGHT 11/12/2026 G41522130   42 300,000 SH   SOLE   300,000 0 0
TKB CRITICAL TECHNOLOGIES 1 *W EXP 10/20/202 G88935120   8 291,346 SH   SOLE   291,346 0 0
TLGY ACQUISITION CORPORATION *W EXP 11/09/202 G8656T125   11 75,000 SH   SOLE   75,000 0 0
TRAVERE THERAPEUTICS INC NOTE 2.250% 3/0 89422GAA5   23,461 29,167 PRN   SOLE   29,167 0 0
TURNING PT BRANDS INC NOTE 2.500% 7/1 90041LAE5   2,406 2,500 PRN   SOLE   2,500 0 0
TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7   5,310 5,933 PRN   SOLE   5,933 0 0
UNITY SOFTWARE INC NOTE 11/1 91332UAB7   5,425 6,752 PRN   SOLE   6,752 0 0
UPHEALTH INC *W EXP 06/08/202 91532B119   0 10,000 SH   SOLE   10,000 0 0
UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3   1,375 2,000 PRN   SOLE   2,000 0 0
UPWORK INC NOTE 0.250% 8/1 91688FAB0   3,260 4,000 PRN   SOLE   4,000 0 0
UTA ACQUISITION CORPORATION *W EXP 10/30/202 G9473A117   6 84,500 SH   SOLE   84,500 0 0
VAHANNA TECH EDGE ACQSTN I C CLASS A ORD G9320Z109   1,855 174,139 SH   SOLE   174,139 0 0
VALUENCE MERGER CORP I *W EXP 02/18/202 G9R16L118   6 75,000 SH   SOLE   75,000 0 0
VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2   2,163 1,689 PRN   SOLE   1,689 0 0
VERDE CLEAN FUELS INC *W EXP 02/15/202 923372114   37 132,844 SH   SOLE   132,844 0 0
VERITONE INC NOTE 1.750%11/1 92347MAB6   10,652 16,750 PRN   SOLE   16,750 0 0
VIEW INC *W EXP 03/08/202 92671V114   1 63,833 SH   SOLE   63,833 0 0
VISCOGLIOSI BROS ACQUISTN CO *W EXP 03/18/202 92838K118   6 173,846 SH   SOLE   173,846 0 0
VISION SENSING ACQUISITION C *W EXP 10/21/202 92838J111   9 243,675 SH   SOLE   243,675 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8   35,114 42,430 PRN   SOLE   42,430 0 0
WAYFAIR INC NOTE 0.625%10/0 94419LAM3   35,849 41,875 PRN   SOLE   41,875 0 0
WOLFSPEED INC NOTE 0.250% 2/1 977852AB8   771 1,000 PRN   SOLE   1,000 0 0
XOMETRY INC NOTE 1.000% 2/0 98423FAB5   10,639 14,063 PRN   SOLE   14,063 0 0
ZEROFOX HLDGS INC *W EXP 08/03/202 98955G111   13 457,295 SH   SOLE   457,295 0 0