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 (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
7GC & CO HOLDINGS INC UNIT 12/23/2025 81786A206 1,055 100,000 SH   SOLE   100,000 0 0
ACAMAR PARTNERS ACQSITION CO *W EXP 02/26/202 004285110 611 233,333 SH   SOLE   233,333 0 0
ACAMAR PARTNERS ACQSITION CO CL A 004285102 7,840 700,000 SH   SOLE   700,000 0 0
ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 242 175,000 SH   SOLE   175,000 0 0
ACE CONVERGENCE ACQU CORP CL A G0083D120 2,044 200,000 SH   SOLE   200,000 0 0
ACIES ACQUISITION CORP UNIT 11/30/2027 G0103T121 3,377 315,057 SH   SOLE   315,057 0 0
ACON S2 ACQUISITION CORP *W EXP 09/15/202 G00748114 82 50,000 SH   SOLE   50,000 0 0
ACON S2 ACQUISITION CORP CL SHS G00748106 1,512 150,000 SH   SOLE   150,000 0 0
ADVANTAGE SOLUTIONS INC *W EXP 07/18/202 00791N110 35 12,500 SH   SOLE   12,500 0 0
AEA-BRIDGES IMPACT CORP *W EXP 09/19/202 G01046112 270 175,000 SH   SOLE   175,000 0 0
AEA-BRIDGES IMPACT CORP SHS CL A G01046104 3,535 350,000 SH   SOLE   350,000 0 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 6,954 7,500,000 PRN   SOLE   7,500,000 0 0
AERSALE CORPORATION *W EXP 11/04/202 00810F114 398 213,745 SH   SOLE   213,745 0 0
ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 60,509 44,000,000 PRN   SOLE   44,000,000 0 0
ALTIMETER GROWTH CORP *W EXP 09/30/202 G0370L116 55 10,000 SH   SOLE   10,000 0 0
ALTIMETER GROWTH CORP CL A G0370L108 643 50,000 SH   SOLE   50,000 0 0
ALTITUDE ACQUISITION CORP UNIT 11/30/2027 02156Y202 1,553 150,000 SH   SOLE   150,000 0 0
ALUSSA ENERGY ACQUISITION CO *W EXP 10/31/202 G0232J119 123 100,000 SH   SOLE   100,000 0 0
ALUSSA ENERGY ACQUISITION CO SHS CL A G0232J101 2,012 200,000 SH   SOLE   200,000 0 0
AMERICAS TECHNOLOGY ACQSN CO UNIT 99/99/9999 G0404A128 1,544 150,200 SH   SOLE   150,200 0 0
AMPLITUDE HLTHCRE AQUSTIN CO *W EXP 12/01/202 03212A113 363 250,000 SH   SOLE   250,000 0 0
AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 5,005 500,000 SH   SOLE   500,000 0 0
APOLLO STRATEGIC GROWTH CAPT *W EXP 10/29/202 G0411R114 627 333,333 SH   SOLE   333,333 0 0
APOLLO STRATEGIC GROWTH CAPT SHS CL A G0411R106 10,410 1,000,000 SH   SOLE   1,000,000 0 0
ARCLIGHT CLEAN TRANSITION CO *W EXP 09/22/202 G04561125 230 100,000 SH   SOLE   100,000 0 0
ARCLIGHT CLEAN TRANSITION CO CL A G04561109 2,216 200,000 SH   SOLE   200,000 0 0
ARTIUS ACQUISITION INC *W EXP 07/13/202 04316G113 223 99,999 SH   SOLE   99,999 0 0
ARTIUS ACQUISITION INC COM CL A 04316G105 3,189 300,000 SH   SOLE   300,000 0 0
ASCENDANT DIGITAL ACQUISITIO *W EXP 07/28/202 G05155117 332 200,000 SH   SOLE   200,000 0 0
ASCENDANT DIGITAL ACQUISITIO COM CL A G05155109 4,104 400,000 SH   SOLE   400,000 0 0
ASPIRATIONAL CONSUMER LIFEST *W EXP 09/19/202 G05436111 106 100,000 SH   SOLE   100,000 0 0
ASPIRATIONAL CONSUMER LIFEST COM G05436103 2,991 300,000 SH   SOLE   300,000 0 0
ATLAS TECHNICAL CONSULTANTS COM CLS A 049430101 260 37,000 SH   SOLE   37,000 0 0
ATLASSIAN CORP PLC NOTE 0.625% 5/1 04947PAB8 98,610 34,323,000 PRN   SOLE   34,323,000 0 0
AVANTI ACQUISITION CORP *W EXP 99/99/999 G0682V125 378 250,000 SH   SOLE   250,000 0 0
AVANTI ACQUISITION CORP SHS CL A G0682V109 5,140 500,000 SH   SOLE   500,000 0 0
BCLS ACQUISITION CORP COM CL A G0904B105 223 20,000 SH   SOLE   20,000 0 0
BCTG ACQUISITION CORP COM 05492W103 1,716 150,000 SH   SOLE   150,000 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 7,519 8,540,000 PRN   SOLE   8,540,000 0 0
BOWX ACQUISITION CORP *W EXP 08/03/202 103085114 399 233,333 SH   SOLE   233,333 0 0
BOWX ACQUISITION CORP CL A 103085106 7,182 700,000 SH   SOLE   700,000 0 0
BRIDGETOWN HOLDINGS LTD *W EXP 09/30/202 G1355U121 63 14,346 SH   SOLE   14,346 0 0
BROADSTONE ACQUISITION CORP *W EXP 09/15/202 G1739V126 112 100,000 SH   SOLE   100,000 0 0
BROADSTONE ACQUISITION CORP SHS CL A G1739V100 2,010 200,000 SH   SOLE   200,000 0 0
CAPITOL INVESTMENT CORP V UNIT 99/99/9999 14064F209 1,030 100,000 SH   SOLE   100,000 0 0
CAPSTAR SPL PURP ACQUISITION COM CL A 14070Y101 2,030 200,000 SH   SOLE   200,000 0 0
CAPSTAR SPL PURP ACQUISITION *W EXP 99/99/999 14070Y119 282 200,000 SH   SOLE   200,000 0 0
CARNEY TECHNOLOGY ACQU CORP UNIT 12/10/2025 143636207 5,130 500,000 SH   SOLE   500,000 0 0
CASCADE ACQUISITION CORP UNIT 99/99/9999 147151203 1,045 100,000 SH   SOLE   100,000 0 0
CC NEUBERGER PRIN HLDGS II *W EXP 07/29/202 G3166T111 213 125,000 SH   SOLE   125,000 0 0
CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 5,200 500,000 SH   SOLE   500,000 0 0
CERBERUS TELECOM ACQUISITION *W EXP 99/99/999 G2040C120 68 50,000 SH   SOLE   50,000 0 0
CERBERUS TELECOM ACQUISITION SHS CL A G2040C104 1,532 150,000 SH   SOLE   150,000 0 0
CF ACQUISITION CORP IV UNIT 12/31/2027 12520T201 3,087 300,000 SH   SOLE   300,000 0 0
CF FIN ACQUISITION CORP III UNIT 09/30/2027 12529D207 2,951 275,000 SH   SOLE   275,000 0 0
CF FINANCE ACQUISITION CORP *W EXP 08/01/202 15725Q112 402 166,666 SH   SOLE   166,666 0 0
CF FINANCE ACQUISITION CORP COM CL A 15725Q104 5,671 514,642 SH   SOLE   514,642 0 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 488 375,000 SH   SOLE   375,000 0 0
CHP MERGER CORP COM CL A 12558Y106 7,695 750,000 SH   SOLE   750,000 0 0
CHURCHILL CAP CORP II *W EXP 07/02/202 17143G114 82 41,667 SH   SOLE   41,667 0 0
CHURCHILL CAP CORP II CL A 17143G106 7,274 702,824 SH   SOLE   702,824 0 0
CHURCHILL CAPITAL CORP IV *W EXP 08/04/202 171439110 152 100,000 SH   SOLE   100,000 0 0
CHURCHILL CAPITAL CORP IV CL A 171439102 5,005 500,000 SH   SOLE   500,000 0 0
CHURCHILL CAPITAL CORP V UNIT 99/99/9999 17144T206 3,150 300,000 SH   SOLE   300,000 0 0
CITIC CAPITAL ACQUISITION CO *W EXP 01/17/202 G21513117 425 250,000 SH   SOLE   250,000 0 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 5,240 500,000 SH   SOLE   500,000 0 0
CLIMATE CHANGE CRISIS REAL I *W EXP 09/15/202 18716C118 134 75,000 SH   SOLE   75,000 0 0
CLIMATE CHANGE CRISIS REAL I CL A COM 18716C100 1,607 150,000 SH   SOLE   150,000 0 0
COHN ROBBINS HOLDINGS CORP *W EXP 08/28/202 G23726113 210 116,666 SH   SOLE   116,666 0 0
COHN ROBBINS HOLDINGS CORP COM CL A G23726105 3,644 350,000 SH   SOLE   350,000 0 0
COLLECTIVE GROWTH CORP *W EXP 04/30/202 19424L119 90 23,466 SH   SOLE   23,466 0 0
CONCORD ACQUISITION CORP UNIT 12/28/2025 206071201 2,578 250,000 SH   SOLE   250,000 0 0
CONX CORP *W EXP 10/30/202 212873111 228 150,000 SH   SOLE   150,000 0 0
CONX CORP COM CL A 212873103 6,138 600,000 SH   SOLE   600,000 0 0
CORNER GROWTH ACQUISITION CO UNIT 01/01/2027 G2425N121 2,090 200,000 SH   SOLE   200,000 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 30,552 14,000,000 PRN   SOLE   14,000,000 0 0
COWEN INC NOTE 3.000%12/1 223622AE1 2,472 1,610,000 PRN   SOLE   1,610,000 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 35,418 19,500,000 PRN   SOLE   19,500,000 0 0
CRESCENT ACQUISITION CORP COM CL A 22564L105 5,225 500,000 SH   SOLE   500,000 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 17,723 16,500,000 PRN   SOLE   16,500,000 0 0
CURIOSITYSTREAM INC *W EXP 10/14/202 23130Q115 344 128,219 SH   SOLE   128,219 0 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 36,755 30,092,000 PRN   SOLE   30,092,000 0 0
D8 HOLDINGS CORP SHS CL A G2614K110 2,032 200,000 SH   SOLE   200,000 0 0
D8 HOLDINGS CORP *W EXP 08/05/202 G2614K128 263 250,000 SH   SOLE   250,000 0 0
DECARBONIZATION PLUS ACQU CO *W EXP 10/02/202 242797116 276 150,000 SH   SOLE   150,000 0 0
DECARBONIZATION PLUS ACQU CO COM CL A 242797108 3,180 300,000 SH   SOLE   300,000 0 0
DELWINDS INS ACQUISITION COR UNIT 99/99/9999 24803C201 2,040 200,000 SH   SOLE   200,000 0 0
DFP HEALTHCARE ACQUISITNS CO *W EXP 03/31/202 23343Q118 49 25,000 SH   SOLE   25,000 0 0
DFP HEALTHCARE ACQUISITNS CO COM CL A 23343Q100 1,080 100,000 SH   SOLE   100,000 0 0
DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 158 100,000 SH   SOLE   100,000 0 0
DMY TECHNOLOGY GROUP INC II *W EXP 07/29/202 233277110 238 55,947 SH   SOLE   55,947 0 0
DMY TECHNOLOGY GROUP INC III UNIT 99/99/9999 233278209 2,280 200,000 SH   SOLE   200,000 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 208,507 66,966,000 PRN   SOLE   66,966,000 0 0
DPCM CAP INC UNIT 99/99/9999 23344P200 4,408 400,000 SH   SOLE   400,000 0 0
DRAGONEER GROWTH OPPORTUN CO COM CL A G28302100 133 10,000 SH   SOLE   10,000 0 0
DRAGONEER GROWTH OPPTY CORP SHS CL A G28314105 228 20,000 SH   SOLE   20,000 0 0
DUNE ACQUISITION CORP UNIT 10/29/2027 265334201 1,281 125,000 SH   SOLE   125,000 0 0
E MERGE TECHNOLOGY ACQUISITI *W EXP 07/30/202 26873Y112 252 166,666 SH   SOLE   166,666 0 0
E MERGE TECHNOLOGY ACQUISITI COM CL A 26873Y104 5,115 500,000 SH   SOLE   500,000 0 0
EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 71 62,500 SH   SOLE   62,500 0 0
EAST STONE ACQUISITION CORP SHS G2911D108 2,010 200,000 SH   SOLE   200,000 0 0
EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 128 200,000 SH   SOLE   200,000 0 0
EAST STONE ACQUISITION CORP RIGHT 12/31/2026 G2911D132 98 200,000 SH   SOLE   200,000 0 0
EDTECHX HOLDINGS ACQU CORP I UNIT 08/31/2027 28139A201 1,594 154,473 SH   SOLE   154,473 0 0
EMPOWER LTD *W EXP 11/30/202 G3R39W110 153 133,333 SH   SOLE   133,333 0 0
EMPOWER LTD CL A COM G3R39W102 4,004 400,000 SH   SOLE   400,000 0 0
ENVESTNET INC COM 29404K106 4,397 53,429 SH   SOLE   53,429 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 6,639 5,000,000 PRN   SOLE   5,000,000 0 0
EQUITY DISTR ACQUISITION COR *W EXP 09/09/202 29465E114 179 100,000 SH   SOLE   100,000 0 0
EQUITY DISTR ACQUISITION COR COM CL A 29465E106 3,072 300,000 SH   SOLE   300,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 29,667 20,000,000 PRN   SOLE   20,000,000 0 0
EVERBRIDGE INC NOTE 1.500%11/0 29978AAA2 254,998 57,685,000 PRN   SOLE   57,685,000 0 0
EXECUTIVE NETWORK PARTNERING *W EXP 09/25/202 30158L118 130 50,000 SH   SOLE   50,000 0 0
EXECUTIVE NETWORK PARTNERING CL A 30158L100 5,006 200,000 SH   SOLE   200,000 0 0
EXPERIENCE INVT CORP *W EXP 09/01/202 30217C117 246 100,302 SH   SOLE   100,302 0 0
EXPERIENCE INVT CORP COM CL A 30217C109 4,387 395,906 SH   SOLE   395,906 0 0
FALCON CAPITAL ACQUISITN COR *W EXP 08/20/202 30606L116 215 99,999 SH   SOLE   99,999 0 0
FALCON CAPITAL ACQUISITN COR COM CL A 30606L108 3,162 300,000 SH   SOLE   300,000 0 0
FAR PEAK ACQUISITION CORP UNIT 99/99/9999 G3312L129 4,140 400,000 SH   SOLE   400,000 0 0
FAST ACQUISITION CORP *W EXP 08/25/202 311875116 261 150,000 SH   SOLE   150,000 0 0
FAST ACQUISITION CORP COM CL A 311875108 3,072 300,000 SH   SOLE   300,000 0 0
FINSERV ACQUISITION CORP CL A 318085107 936 74,915 SH   SOLE   74,915 0 0
FINSERV ACQUISITION CORP *W EXP 12/31/202 318085115 537 153,911 SH   SOLE   153,911 0 0
FINTECH ACQUISITION CORP IV *W EXP 12/31/202 31810N112 110 50,000 SH   SOLE   50,000 0 0
FINTECH ACQUISITION CORP IV CL A 31810N104 1,695 150,000 SH   SOLE   150,000 0 0
FINTECH ACQUISITION CORP V UNIT 99/99/9999 31810Q305 1,067 100,000 SH   SOLE   100,000 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 34,119 28,000,000 PRN   SOLE   28,000,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 29,794 30,092,000 PRN   SOLE   30,092,000 0 0
FIRSTMARK HORIZON ACQUISITIO *W EXP 09/26/202 33765Y119 249 100,000 SH   SOLE   100,000 0 0
FIRSTMARK HORIZON ACQUISITIO CL A COM 33765Y101 3,180 300,000 SH   SOLE   300,000 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 6,281 7,000,000 PRN   SOLE   7,000,000 0 0
FOREST ROAD ACQUISITION CORP UNIT 99/99/9999 34619R201 1,575 150,000 SH   SOLE   150,000 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 35,962 34,683,000 PRN   SOLE   34,683,000 0 0
FORTRESS VALUE ACQUISITION I *W EXP 08/10/202 349642116 123 50,000 SH   SOLE   50,000 0 0
FORTRESS VALUE ACQUISITION I COM CL A 349642108 2,683 250,000 SH   SOLE   250,000 0 0
FORUM MERGER III CORP *W EXP 08/24/202 349885111 232 66,666 SH   SOLE   66,666 0 0
FRAZIER LIFESCIENCES ACQU CO UNIT 12/09/2025 G3710A121 260 25,000 SH   SOLE   25,000 0 0
FTAC OLYMPUS ACQUISITION COR *W EXP 08/28/202 G37288126 285 150,000 SH   SOLE   150,000 0 0
FTAC OLYMPUS ACQUISITION COR CL A SHS G37288100 4,635 450,000 SH   SOLE   450,000 0 0
FUSION ACQUISITION CORP *W EXP 06/01/202 36118H113 448 175,000 SH   SOLE   175,000 0 0
FUSION ACQUISITION CORP CL A 36118H105 3,955 350,000 SH   SOLE   350,000 0 0
GALILEO ACQUISITION CORP SHS G3770A102 2,426 237,885 SH   SOLE   237,885 0 0
GALILEO ACQUISITION CORP *W EXP 10/31/202 G3770A110 200 237,885 SH   SOLE   237,885 0 0
GCM GROSVENOR INC *W EXP 11/17/202 36831E116 361 200,902 SH   SOLE   200,902 0 0
GENESIS PK ACQUISITION CORP UNIT 99/99/9999 G38245117 2,078 200,000 SH   SOLE   200,000 0 0
GIGCAPITAL2 INC COM 375036100 1,643 150,000 SH   SOLE   150,000 0 0
GLOBAL BLUE GROUP HOLDING AG *W EXP 08/28/202 H33700115 984 600,000 SH   SOLE   600,000 0 0
GO ACQUISITION CORP *W EXP 08/31/202 362019119 200 133,333 SH   SOLE   133,333 0 0
GO ACQUISITION CORP COM 362019101 4,076 400,000 SH   SOLE   400,000 0 0
GOLDEN FALCON ACQUISITION CO UNIT 99/99/9999 38102H208 3,120 300,000 SH   SOLE   300,000 0 0
GORES HLDGS IV INC *W EXP 01/22/202 382865111 125 30,010 SH   SOLE   30,010 0 0
GORES HLDGS V INC *W EXP 08/05/202 382864114 142 70,650 SH   SOLE   70,650 0 0
GORES HLDGS V INC COM CL A 382864106 3,674 353,251 SH   SOLE   353,251 0 0
GORES HOLDINGS VI INC UNIT 08/24/2027 38286R204 2,120 200,000 SH   SOLE   200,000 0 0
GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 10,836 10,000,000 PRN   SOLE   10,000,000 0 0
GREEN PLAINS INC NOTE 4.000% 7/1 393222AH7 11,088 9,700,000 PRN   SOLE   9,700,000 0 0
GREENROSE ACQUISITION CORP COM 395392103 4,052 400,000 SH   SOLE   400,000 0 0
GREENROSE ACQUISITION CORP *W EXP 08/11/202 395392111 498 500,000 SH   SOLE   500,000 0 0
GS ACQUISITION HLDGS CORP II *W EXP 06/30/202 36258Q113 224 87,500 SH   SOLE   87,500 0 0
GS ACQUISITION HLDGS CORP II COM CL A 36258Q105 3,815 350,000 SH   SOLE   350,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 19,728 17,500,000 PRN   SOLE   17,500,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 10,399 8,000,000 PRN   SOLE   8,000,000 0 0
HARMONIC INC DBCV 2.000% 9/0 413160AD4 15,982 14,500,000 SH   SOLE   14,500,000 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 8,640 8,000,000 PRN   SOLE   8,000,000 0 0
HIGHCAPE CAP ACQUISITION COR *W EXP 09/30/202 42984L113 57 50,000 SH   SOLE   50,000 0 0
HIGHCAPE CAP ACQUISITION COR COM CL A 42984L105 1,523 150,000 SH   SOLE   150,000 0 0
HIGHLAND TRANSCEND PARTNERS UNIT 99/99/9999 G44690116 1,050 100,000 SH   SOLE   100,000 0 0
HOLICITY INC *W EXP 08/04/202 435063110 225 166,666 SH   SOLE   166,666 0 0
HOLICITY INC COM CL A 435063102 5,055 500,000 SH   SOLE   500,000 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 6,977 7,500,000 PRN   SOLE   7,500,000 0 0
HORIZON ACQUISITION CORP *W EXP 08/19/202 G46049113 97 66,666 SH   SOLE   66,666 0 0
HORIZON ACQUISITION CORP COM CL A G46049105 2,004 200,000 SH   SOLE   200,000 0 0
HPX CORP *W EXP 07/14/202 G32219126 161 150,000 SH   SOLE   150,000 0 0
HPX CORP SHS CL A G32219100 3,006 300,000 SH   SOLE   300,000 0 0
IG ACQUISITION CORP *W EXP 10/05/202 449534114 83 50,000 SH   SOLE   50,000 0 0
IG ACQUISITION CORP COM CL A 449534106 1,002 100,000 SH   SOLE   100,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 31,402 25,000,000 PRN   SOLE   25,000,000 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 8,734 6,884,000 PRN   SOLE   6,884,000 0 0
INSU ACQUISITION CORP II *W EXP 09/01/202 457821114 230 66,666 SH   SOLE   66,666 0 0
INSU ACQUISITION CORP III UNIT 12/31/2026 457817302 1,057 100,000 SH   SOLE   100,000 0 0
INTERPRIVATE ACQUISITION COR *W EXP 10/24/202 46064A111 192 46,751 SH   SOLE   46,751 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 4,105 5,000,000 PRN   SOLE   5,000,000 0 0
INVACARE CORP NOTE 5.000%11/1 461203AL5 1,997 2,075,000 PRN   SOLE   2,075,000 0 0
INVACARE CORP NOTE 4.500% 6/0 461203AH4 14,601 15,000,000 PRN   SOLE   15,000,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 33,861 33,000,000 PRN   SOLE   33,000,000 0 0
IQIYI INC NOTE 4.000%12/1 46267XAE8 4,983 5,000,000 PRN   SOLE   5,000,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 10,835 10,000,000 SH   SOLE   10,000,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 11,690 10,416,000 PRN   SOLE   10,416,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 59,943 54,881,000 PRN   SOLE   54,881,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 22,032 15,000,000 PRN   SOLE   15,000,000 0 0
JAWS SPITFIRE ACQUISITION CO UNIT 99/99/9999 G50740128 774 70,000 SH   SOLE   70,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 8,613 8,000,000 PRN   SOLE   8,000,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 75,150 72,423,000 PRN   SOLE   72,423,000 0 0
JIYA ACQUISITION CORP COM CL A 47760M102 103 10,000 SH   SOLE   10,000 0 0
JUNIPER INDL HLDGS INC *W EXP 11/13/202 48205G114 920 500,000 SH   SOLE   500,000 0 0
JUNIPER INDL HLDGS INC COM CL A 48205G106 9,979 931,780 SH   SOLE   931,780 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 13,788 10,000,000 PRN   SOLE   10,000,000 0 0
KINGSWOOD ACQUISITION CORP UNIT 99/99/9999 496861204 1,768 170,000 SH   SOLE   170,000 0 0
KINS TECHNOLOGY GROUP INC UNIT 10/14/2025 49714K208 3,087 300,000 SH   SOLE   300,000 0 0
KISMET ACQUISITION ONE CORP *W EXP 99/99/999 G52753111 137 124,999 SH   SOLE   124,999 0 0
KISMET ACQUISITION ONE CORP SHS G52753103 2,020 200,000 SH   SOLE   200,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 25,575 22,430,000 PRN   SOLE   22,430,000 0 0
L&F ACQUISITION CORP UNIT 99/99/9999 G53702125 1,556 150,000 SH   SOLE   150,000 0 0
LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 107 50,000 SH   SOLE   50,000 0 0
LEFTERIS ACQUISITION CORP COM CL A 52470X109 1,553 150,000 SH   SOLE   150,000 0 0
LEISURE ACQUISITION CORP *W EXP 99/99/999 52539T115 79 100,000 SH   SOLE   100,000 0 0
LGL SYS ACQUISITION CORP *W EXP 11/12/202 50201G114 613 378,095 SH   SOLE   378,095 0 0
LGL SYS ACQUISITION CORP COM CL A 50201G106 7,653 756,191 SH   SOLE   756,191 0 0
LIBERTY INTERACTIVE LLC NOTE 1.750% 9/1 530610AD6 36,090 18,395,000 PRN   SOLE   18,395,000 0 0
LIBERTY LATIN AMERICA LTD NOTE 2.000% 7/1 53069QAB5 12,651 13,186,000 PRN   SOLE   13,186,000 0 0
LIVE OAK ACQUISITION CORP II UNIT 99/99/9999 53804W205 760 70,000 SH   SOLE   70,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 17,352 10,500,000 PRN   SOLE   10,500,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 12,531 12,500,000 PRN   SOLE   12,500,000 0 0
MALACCA STRAITS ACQUISITION *W EXP 99/99/999 G5859B109 34 32,637 SH   SOLE   32,637 0 0
MARQUEE RAINE ACQUISITION CO UNIT 12/01/2025 G58442115 325 30,000 SH   SOLE   30,000 0 0
MATCH GROUP FINANCECO NOTE 0.875% 10/1 44931RAA0 208,127 60,500,000 PRN   SOLE   60,500,000 0 0
MEDTECH ACQUISITION CORP UNIT 12/18/2025 58507N204 210 20,000 SH   SOLE   20,000 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 66,675 17,500,000 PRN   SOLE   17,500,000 0 0
MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 287 286,595 SH   SOLE   286,595 0 0
MERIDA MERGER CORP I COM 58953M106 5,045 494,632 SH   SOLE   494,632 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 142,352 18,847,000 PRN   SOLE   18,847,000 0 0
MONTES ARCHIMEDES ACQUISITIO *W EXP 99/99/999 612657114 318 200,000 SH   SOLE   200,000 0 0
MONTES ARCHIMEDES ACQUISITIO COM CL A 612657106 4,068 400,000 SH   SOLE   400,000 0 0
MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 4,216 400,000 SH   SOLE   400,000 0 0
MUDRICK CAPITAL ACQU CORP II UNIT 99/99/9999 62477L206 3,609 350,000 SH   SOLE   350,000 0 0
MULTIPLAN CORPORATION *W EXP 02/13/202 62548M118 900 600,000 SH   SOLE   600,000 0 0
NAVSIGHT HLDGS INC *W EXP 01/01/203 639358118 192 150,000 SH   SOLE   150,000 0 0
NAVSIGHT HLDGS INC CL A 639358100 3,003 300,000 SH   SOLE   300,000 0 0
NCL CORPORATION LTD NOTE 6.000% 5/1 62886HAS0 32,773 15,500,000 PRN   SOLE   15,500,000 0 0
NEBULA CARAVEL ACQUISITION C UNIT 12/09/2023 629070202 378 35,000 SH   SOLE   35,000 0 0
NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 13,008 8,000,000 PRN   SOLE   8,000,000 0 0
NEW PROVIDENCE ACQUISITION *W EXP 09/11/202 64822P114 95 25,000 SH   SOLE   25,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 25,011 25,501,000 PRN   SOLE   25,501,000 0 0
NEWHOLD INVESTMENT CORP UNIT 03/10/2025 651448201 1,044 100,000 SH   SOLE   100,000 0 0
NEXTGEN ACQUISITION CORP *W EXP 10/06/202 G65305123 248 166,666 SH   SOLE   166,666 0 0
NEXTGEN ACQUISITION CORP CL A G65305107 5,035 500,000 SH   SOLE   500,000 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 36,099 10,579,000 PRN   SOLE   10,579,000 0 0
NORTH MOUNTAIN MERGER CORP *W EXP 09/16/202 661204115 135 100,000 SH   SOLE   100,000 0 0
NORTH MOUNTAIN MERGER CORP COM CL A 661204107 2,066 200,000 SH   SOLE   200,000 0 0
NORTONLIFELOCK INC NOTE 2.000% 8/1 668771AA6 47,312 40,000,000 PRN   SOLE   40,000,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 33,294 29,254,000 SH   SOLE   29,254,000 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 53,597 25,000,000 SH   SOLE   25,000,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 66,826 35,915,000 SH   SOLE   35,915,000 0 0
NUTANIX INC NOTE 1/1 67059NAB4 7,593 7,500,000 PRN   SOLE   7,500,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 42,549 41,814,000 PRN   SOLE   41,814,000 0 0
OAKTREE ACQUISITION CORP II *W EXP 09/15/202 G6715X111 143 74,999 SH   SOLE   74,999 0 0
OAKTREE ACQUISITION CORP II CL A SHS G6715X103 3,147 300,000 SH   SOLE   300,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 18,701 12,500,000 PRN   SOLE   12,500,000 0 0
OMEROS CORP NOTE 6.250%11/1 682143AE2 2,155 2,000,000 PRN   SOLE   2,000,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 5,092 3,000,000 PRN   SOLE   3,000,000 0 0
ONE *W EXP 08/17/202 G7000X121 107 51,050 SH   SOLE   51,050 0 0
ONE COM CL A G7000X105 2,199 204,200 SH   SOLE   204,200 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 2,856 2,250,000 PRN   SOLE   2,250,000 0 0
OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 512 348,250 SH   SOLE   348,250 0 0
OSPREY TECHNLGY AQUISTION CO COM CL A 68839R104 7,292 696,500 SH   SOLE   696,500 0 0
OTR ACQUISITION CORP *W EXP 11/30/202 67113Q113 152 150,000 SH   SOLE   150,000 0 0
OTR ACQUISITION CORP COM CL A 67113Q105 3,090 300,000 SH   SOLE   300,000 0 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 10,542 9,182,000 PRN   SOLE   9,182,000 0 0
PAE INC *W EXP 09/11/202 69290Y117 153 66,666 SH   SOLE   66,666 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 30,490 21,500,000 PRN   SOLE   21,500,000 0 0
PARTS ID INC COM CL A 702141102 157 24,608 SH   SOLE   24,608 0 0
PAYA HOLDINGS INC *W EXP 10/16/202 70434P111 537 149,100 SH   SOLE   149,100 0 0
PERIDOT ACQUISITION CORP *W EXP 11/30/202 G7008A107 178 100,000 SH   SOLE   100,000 0 0
PERIDOT ACQUISITION CORP SHS CL A G7008A115 2,072 200,000 SH   SOLE   200,000 0 0
PERIPHAS CAPITAL PARTNERING UNIT 99/99/9999 713895209 1,567 60,000 SH   SOLE   60,000 0 0
PERSHING SQUARE TONTINE HLDG COM CL A 71531R109 1,386 50,000 SH   SOLE   50,000 0 0
PG&E CORP UNIT 99/99/9999 69331C140 3,065 25,000 SH   SOLE   25,000 0 0
PINDUODUO INC NOTE 10/0 722304AB8 53,163 12,749,000 PRN   SOLE   12,749,000 0 0
PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 45,733 46,312,000 PRN   SOLE   46,312,000 0 0
PMV CONSUMER ACQUISITION COR *W EXP 08/31/202 693486110 220 200,000 SH   SOLE   200,000 0 0
PMV CONSUMER ACQUISITION COR COM 693486102 4,060 400,000 SH   SOLE   400,000 0 0
POPULATION HEALTH INVS CO IN UNIT 99/99/9999 G71716123 3,690 353,100 SH   SOLE   353,100 0 0
PORCH GROUP INC *W EXP 12/23/202 733245112 709 225,000 SH   SOLE   225,000 0 0
PRETIUM RES INC NOTE 2.250% 3/1 74139CAB8 9,573 8,954,000 PRN   SOLE   8,954,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 14,060 12,000,000 PRN   SOLE   12,000,000 0 0
PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 153 100,000 SH   SOLE   100,000 0 0
PRIME IMPACT ACQUISITION I SHS CL A G61074103 3,030 300,000 SH   SOLE   300,000 0 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 8,994 8,000,000 PRN   SOLE   8,000,000 0 0
PROPERTY SOLUTIONS ACQUISITI *W EXP 03/20/202 74348Q116 315 300,000 SH   SOLE   300,000 0 0
PROPTECH INVESTMENT CORP II UNIT 99/99/9999 743497208 2,658 250,000 SH   SOLE   250,000 0 0
PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 5,356 5,075,000 PRN   SOLE   5,075,000 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 15,723 12,099,000 PRN   SOLE   12,099,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 35,833 32,445,000 PRN   SOLE   32,445,000 0 0
QELL ACQUISITION CORP *W EXP 10/01/202 G7307X113 208 66,666 SH   SOLE   66,666 0 0
QELL ACQUISITION CORP CL A G7307X105 2,458 200,000 SH   SOLE   200,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 4,556 5,000,000 PRN   SOLE   5,000,000 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 11,607 10,250,000 PRN   SOLE   10,250,000 0 0
RAPID7 INC NOTE 1.250% 8/0 753422AB0 77,039 35,200,000 PRN   SOLE   35,200,000 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 24,043 11,500,000 PRN   SOLE   11,500,000 0 0
RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 80 50,000 SH   SOLE   50,000 0 0
RECHARGE ACQUISITION CORP COM CL A 756229100 1,019 100,000 SH   SOLE   100,000 0 0
REDBALL ACQUISITION CORP *W EXP 08/17/202 G7417R113 560 250,000 SH   SOLE   250,000 0 0
REDBALL ACQUISITION CORP COM CL A G7417R105 8,168 750,000 SH   SOLE   750,000 0 0
REINVENT TECHNOLOGY PARTNERS UNIT 99/99/9999 G74847123 228 20,000 SH   SOLE   20,000 0 0
REINVENT TECHNOLOGY PARTNERS *W EXP 09/16/202 G7483N103 203 62,500 SH   SOLE   62,500 0 0
REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 554 300,000 SH   SOLE   300,000 0 0
REPLAY ACQUISITION CORP COM G75130107 6,240 600,000 SH   SOLE   600,000 0 0
REVOLUTION ACCELERTN ACQU CO UNIT 12/01/2025 76156P205 1,041 100,000 SH   SOLE   100,000 0 0
RIBBIT LEAP LTD SHS CL A G7552B105 260 20,000 SH   SOLE   20,000 0 0
RMG ACQUISITION CORP II UNIT 12/09/2025 G76083115 3,903 350,000 SH   SOLE   350,000 0 0
ROTH CH ACQUISITION II CO UNIT 12/11/2025 778673202 520 50,000 SH   SOLE   50,000 0 0
SANDBRIDGE ACQUISITION CORP *W EXP 09/14/202 799793112 130 100,000 SH   SOLE   100,000 0 0
SANDBRIDGE ACQUISITION CORP COM CL A 799793104 2,034 200,000 SH   SOLE   200,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 12,256 5,000,000 SH   SOLE   5,000,000 0 0
SARISSA CAPITAL ACQUISITN CO *W EXP 10/23/202 G7823W110 141 51,134 SH   SOLE   51,134 0 0
SARISSA CAPITAL ACQUISITN CO CL A G7823W102 1,552 153,403 SH   SOLE   153,403 0 0
SCION TECH GROWTH I UNIT 12/17/2025 G31067120 5,160 500,000 SH   SOLE   500,000 0 0
SCVX CORP *W EXP 01/24/202 G79448117 507 298,300 SH   SOLE   298,300 0 0
SCVX CORP COM G79448208 6,145 596,600 SH   SOLE   596,600 0 0
SENIOR CONNECT ACQUISITN COR UNIT 12/09/2023 81723H207 5,145 500,000 SH   SOLE   500,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 6,937 5,000,000 PRN   SOLE   5,000,000 0 0
SILVER SPIKE ACQUISITION COR CL A SHS G8136L106 870 68,164 SH   SOLE   68,164 0 0
SILVER SPIKE ACQUISITION COR *W EXP 08/02/202 G8136L114 491 150,000 SH   SOLE   150,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 28,427 12,500,000 PRN   SOLE   12,500,000 0 0
SOC TELEMED INC *W EXP 11/30/202 78472F119 183 150,000 SH   SOLE   150,000 0 0
SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G82514111 93 25,000 SH   SOLE   25,000 0 0
SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G8252P113 177 50,000 SH   SOLE   50,000 0 0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G82514103 1,369 100,000 SH   SOLE   100,000 0 0
SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G8251L113 491 150,000 SH   SOLE   150,000 0 0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8252P105 2,488 200,000 SH   SOLE   200,000 0 0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 12,300 1,000,000 SH   SOLE   1,000,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 75 25,000 SH   SOLE   25,000 0 0
SPARTAN ACQUISITION CORP II UNIT 99/99/9999 846775203 3,240 300,000 SH   SOLE   300,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 15,705 12,000,000 PRN   SOLE   12,000,000 0 0
SPORTS ENTERTAINMENT ACQU CO *W EXP 10/30/202 84918M114 406 300,543 SH   SOLE   300,543 0 0
SPORTS ENTERTAINMENT ACQU CO COM CL A 84918M106 6,083 601,086 SH   SOLE   601,086 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 19,015 6,775,000 PRN   SOLE   6,775,000 0 0
STARBOARD VALUE ACQUISITN CO *W EXP 09/10/202 85521J117 131 66,666 SH   SOLE   66,666 0 0
STARBOARD VALUE ACQUISITN CO COM CL A 85521J109 4,144 400,000 SH   SOLE   400,000 0 0
SUPERNOVA PARTNERS ACQUISITI *W EXP 10/16/202 86846V116 137 66,667 SH   SOLE   66,667 0 0
SUPERNOVA PARTNERS ACQUISITI COM CL A 86846V108 2,200 200,000 SH   SOLE   200,000 0 0
SUSTAINABLE OPPORTNTS ACQ CO *W EXP 99/99/999 G8598Y117 169 75,000 SH   SOLE   75,000 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 52,590 38,151,000 PRN   SOLE   38,151,000 0 0
TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 4 50,000 SH   SOLE   50,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 75,794 20,000,000 PRN   SOLE   20,000,000 0 0
THAYER VENTURES ACQU CORP UNIT 01/01/2030 88332T209 786 75,000 SH   SOLE   75,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 5,257 5,500,000 PRN   SOLE   5,500,000 0 0
THUNDER BRDG ACQUISTION II L CL A SHS G8857S116 1,061 80,288 SH   SOLE   80,288 0 0
THUNDER BRDG ACQUISTION II L *W EXP 11/30/202 G8857S108 554 150,000 SH   SOLE   150,000 0 0
TIGA ACQUISITION CORP UNIT 99/99/9999 G88672129 1,058 100,000 SH   SOLE   100,000 0 0
TORTOISE ACQUISITION CORP II *W EXP 06/14/202 G89554128 285 100,000 SH   SOLE   100,000 0 0
TORTOISE ACQUISITION CORP II COM CL A G89554102 4,260 400,000 SH   SOLE   400,000 0 0
TPG PACE TECH OPPORTUNITIES *W EXP 10/09/202 G8990Y129 65 30,000 SH   SOLE   30,000 0 0
TPG PACE TECH OPPORTUNITIES CL A COM G8990Y103 1,665 150,000 SH   SOLE   150,000 0 0
TREBIA ACQUISITION CORP *W EXP 99/99/999 G9027T117 156 75,000 SH   SOLE   75,000 0 0
TREBIA ACQUISITION CORP COM CL A G9027T109 2,428 225,000 SH   SOLE   225,000 0 0
TREPONT ACQUISITION CORP I UNIT 99/99/9999 G9095M119 2,074 200,000 SH   SOLE   200,000 0 0
TURMERIC ACQUISITION CORP CL A G9127T108 100 10,000 SH   SOLE   10,000 0 0
TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 299 125,000 SH   SOLE   125,000 0 0
TUSCAN HLDGS CORP II COM 90070A103 2,753 250,000 SH   SOLE   250,000 0 0
TWC TECH HLDGS II CORP *W EXP 09/15/202 90117G113 275 166,666 SH   SOLE   166,666 0 0
TWC TECH HLDGS II CORP COM 90117G105 5,265 500,000 SH   SOLE   500,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 4,244 3,500,000 PRN   SOLE   3,500,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 71,773 69,976,000 PRN   SOLE   69,976,000 0 0
UNION ACQUISITION CORP II SHS G9402Q100 4,160 400,000 SH   SOLE   400,000 0 0
UNION ACQUISITION CORP II *W EXP 04/01/202 G9402Q126 380 400,000 SH   SOLE   400,000 0 0
VECTOR ACQUISITION CORP *W EXP 09/30/202 G9442R118 76 50,000 SH   SOLE   50,000 0 0
VECTOR ACQUISITION CORP COM CL A G9442R126 1,517 150,000 SH   SOLE   150,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 73,036 66,719,000 PRN   SOLE   66,719,000 0 0
VESPER HEALTHCARE ACQSTN COR *W EXP 09/30/202 92538T112 265 99,999 SH   SOLE   99,999 0 0
VESPER HEALTHCARE ACQSTN COR COM CL A 92538T104 3,393 300,000 SH   SOLE   300,000 0 0
VG ACQUISITION CORP *W EXP 09/29/202 G9446E113 707 266,666 SH   SOLE   266,666 0 0
VG ACQUISITION CORP SHS CL A G9446E105 7,996 699,600 SH   SOLE   699,600 0 0
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 19,101 15,300,000 PRN   SOLE   15,300,000 0 0
VISTAS MEDIA ACQUISITION CO *W EXP 08/01/202 92840T115 172 200,000 SH   SOLE   200,000 0 0
VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857FAB3 22,608 16,000,000 PRN   SOLE   16,000,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 27,009 24,814,000 PRN   SOLE   24,814,000 0 0
VPC IMPACT ACQUISITION HLDNG *W EXP 10/22/202 G9441E118 56 50,000 SH   SOLE   50,000 0 0
VPC IMPACT ACQUISITION HLDNG SHS CL A G9441E100 1,008 100,000 SH   SOLE   100,000 0 0
VY GLOBAL GROWTH *W EXP 01/30/203 G9444H118 82 40,000 SH   SOLE   40,000 0 0
VY GLOBAL GROWTH COM CL A G9444H100 2,084 200,000 SH   SOLE   200,000 0 0
WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 69 50,000 SH   SOLE   50,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 24,999 14,940,000 PRN   SOLE   14,940,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 23,607 17,500,000 PRN   SOLE   17,500,000 0 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 4,056 2,000,000 PRN   SOLE   2,000,000 0 0
YELLOWSTONE ACQUISITION CO UNIT 10/22/2025 98566K204 2,663 250,000 SH   SOLE   250,000 0 0
YUCAIPA ACQUISITION CORP *W EXP 99/99/999 G9879L113 334 233,333 SH   SOLE   233,333 0 0
YUCAIPA ACQUISITION CORP COM G9879L105 7,070 700,000 SH   SOLE   700,000 0 0
ZANITE ACQUISITION CORP UNIT 10/08/2025 98907K202 368 35,000 SH   SOLE   35,000 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 6,852 3,000,000 PRN   SOLE   3,000,000 0 0