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
10X CAP VENTURE ACQSTN CORP UNIT G87076124 14,442 1,451,423 SH   SOLE   0 1,451,423 0
26 CAPITAL ACQUISITION CORP COMMON 90138P100 22,857 2,351,497 SH   SOLE   0 2,351,497 0
26 CAPITAL ACQUISITION CORP WARRANT 90138P118 2,807 3,365,344 PRN   SOLE   0 3,365,344 0
7GC & CO HOLDINGS INC COMMON 81786A107 14,965 1,539,652 SH   SOLE   0 1,539,652 0
7GC & CO HOLDINGS INC WARRANT 81786A115 643 1,107,814 PRN   SOLE   0 1,107,814 0
890 5TH AVE PARTNERS INC COMMON 28250A105 8,826 890,589 SH   SOLE   0 890,589 0
890 5TH AVE PARTNERS INC WARRANT 28250A113 3,156 2,545,018 PRN   SOLE   0 2,545,018 0
ACCELERATE ACQUISITION CORP COMMON 00439D102 22,657 2,328,551 SH   SOLE   0 2,328,551 0
ACCELERATE ACQUISITION CORP WARRANT 00439D110 1,183 1,299,876 PRN   SOLE   0 1,299,876 0
ACORDA THERAPEUTICS INC BOND 00484MAC0 36,679 45,283,000 PRN   SOLE   0 45,283,000 0
ACROPOLIS INFRASTRUCTURE ACQ COMMON 005029103 14,486 1,485,788 SH   SOLE   0 1,485,788 0
ACROPOLIS INFRASTRUCTURE ACQ WARRANT 005029111 728 791,617 PRN   SOLE   0 791,617 0
ADVANTAGE SOLUTIONS INC WARRANT 00791N110 1,759 966,704 PRN   SOLE   0 966,704 0
AEYE INC OPTION 008183905 555 101,500 SH Call SOLE   0 101,500 0
AEYE INC WARRANT 008183113 3,012 2,596,166 PRN   SOLE   0 2,596,166 0
AGILETHOUGHT INC WARRANT 00857F118 1,967 1,873,749 PRN   SOLE   0 1,873,749 0
AGRICO ACQUISITION CORP COMMON G41089106 13,627 1,361,351 SH   SOLE   0 1,361,351 0
AGRICO ACQUISITION CORP WARRANT G41089114 236 523,575 PRN   SOLE   0 523,575 0
ALDEL FINANCIAL INC WARRANT 01407X112 240 117,417 PRN   SOLE   0 117,417 0
ALGONQUIN PWR UTILS CORP PREF CONV 015857873 18,088 373,567 SH   SOLE   0 373,567 0
ALKURI GLOBAL ACQUISITION CO WARRANT 66981N111 1,686 1,187,129 PRN   SOLE   0 1,187,129 0
ALTC ACQUISITION CORP COMMON 02156V109 7,090 721,274 SH   SOLE   0 721,274 0
ALTIMAR ACQUISITION CORP II WARRANT G03709121 1,633 1,555,412 PRN   SOLE   0 1,555,412 0
ALTIMAR ACQUISITION CORP III COMMON G0370U108 8,040 825,488 SH   SOLE   0 825,488 0
ALTIMAR ACQUISITION CORP III WARRANT G0370U116 439 443,760 PRN   SOLE   0 443,760 0
AMCI ACQUISITION CORP II COMMON 00166R100 1,615 165,684 SH   SOLE   0 165,684 0
AMCI ACQUISITION CORP II WARRANT 00166R118 46 82,842 PRN   SOLE   0 82,842 0
AMCI ACQUISITION CORP II UNIT 00166R209 1,644 165,681 SH   SOLE   0 165,681 0
AMRYT PHARMA PLC ADR 03217L106 19,759 1,634,366 SH   SOLE   0 1,634,366 0
APOLLO STRATEGIC GRWT CPTL I COMMON G0412A102 16,764 1,715,870 SH   SOLE   0 1,715,870 0
APPHARVEST INC WARRANT 03783T111 81 57,533 PRN   SOLE   0 57,533 0
ARCHER AVIATION INC WARRANT 03945R110 969 609,232 PRN   SOLE   0 609,232 0
ARGUS CAPITAL CORP UNIT 04026L204 2,020 200,000 SH   SOLE   0 200,000 0
ARIES I ACQUISITION CORP COMMON G0542N107 13,645 1,367,242 SH   SOLE   0 1,367,242 0
ARKO CORP WARRANT 041242116 5,973 2,740,037 PRN   SOLE   0 2,740,037 0
ATHENA TECHNOLOGY ACQUISI CO WARRANT 04687A117 2,253 1,656,731 PRN   SOLE   0 1,656,731 0
ATLAS AIR WORLDWIDE HLDGS IN BOND 049164BH8 7,866 6,730,000 PRN   SOLE   0 6,730,000 0
ATLAS CREST INVESTMENT CORP COMMON 049287105 21,623 2,215,466 SH   SOLE   0 2,215,466 0
AURORA ACQUISITION CORP WARRANT G0698L129 294 185,763 PRN   SOLE   0 185,763 0
AUSTERLITZ ACQUISITION CORP COMMON G0633U101 22,484 2,306,031 SH   SOLE   0 2,306,031 0
AUSTERLITZ ACQUISITION CORP WARRANT G0633U127 1,942 1,849,168 PRN   SOLE   0 1,849,168 0
AVAYA HLDGS CORP BOND 05351XAB7 42,001 40,000,000 PRN   SOLE   0 40,000,000 0
BANNER ACQUISITION CORP UNIT 06654K200 2,430 244,427 SH   SOLE   0 244,427 0
BECTON DICKINSON & CO COMMON 075887109 26,197 106,569 SH   SOLE   0 106,569 0
BELONG ACQUISITION CORP COMMON 08069M102 5,373 553,900 SH   SOLE   0 553,900 0
BELONG ACQUISITION CORP WARRANT 08069M110 275 499,400 PRN   SOLE   0 499,400 0
BENSON HILL INC WARRANT 082490111 780 553,273 PRN   SOLE   0 553,273 0
BILL COM HLDGS INC COMMON 090043100 4,424 16,574 SH   SOLE   0 16,574 0
BLOOMIN BRANDS INC BOND 094235AB4 87,886 38,954,000 PRN   SOLE   0 38,954,000 0
BOOKING HOLDINGS INC COMMON 09857L108 8,553 3,603 SH   SOLE   0 3,603 0
BOWX ACQUISITION CORP WARRANT 103085114 11 5,511 PRN   SOLE   0 5,511 0
BRIDGEBIO PHARMA INC BOND 10806XAB8 29,010 21,000,000 PRN   SOLE   0 21,000,000 0
BTRS HOLDINGS INC WARRANT 11778X112 3,592 1,370,945 PRN   SOLE   0 1,370,945 0
CANOO INC WARRANT 13803R110 11,454 2,165,227 PRN   SOLE   0 2,165,227 0
CBRE ACQUISITION HLDGS INC WARRANT 12510J114 1,453 880,526 PRN   SOLE   0 880,526 0
CELLEBRITE DI LTD OPTION M2197Q957 46 5,000 SH Put SOLE   0 5,000 0
CELLEBRITE DI LTD WARRANT M2197Q115 2,666 1,239,779 PRN   SOLE   0 1,239,779 0
CENAQ ENERGY CORP UNIT 15130M201 14,156 1,410,000 SH   SOLE   0 1,410,000 0
CF ACQUISITION CORP IV COMMON 12520T102 20,432 2,099,865 SH   SOLE   0 2,099,865 0
CF ACQUISITION CORP IV WARRANT 12520T110 2,072 2,409,517 PRN   SOLE   0 2,409,517 0
CF ACQUISITION CORP V WARRANT 12520R114 1,227 1,179,475 PRN   SOLE   0 1,179,475 0
CF ACQUISITION CORP VI COMMON 12521J103 15,565 1,603,000 SH   SOLE   0 1,603,000 0
CF ACQUISITION CORP VI WARRANT 12521J111 957 1,367,020 PRN   SOLE   0 1,367,020 0
CF ACQUISITION CORP VIII COMMON 12520C109 22,556 2,262,359 SH   SOLE   0 2,262,359 0
CF ACQUISITION CORP VIII WARRANT 12520C117 1,081 1,102,772 PRN   SOLE   0 1,102,772 0
CHESAPEAKE ENERGY CORP WARRANT 165167164 1,494 41,262 PRN   SOLE   0 41,262 0
CHP MERGER CORP COMMON 12558Y106 13,573 1,354,613 SH   SOLE   0 1,354,613 0
CHURCHILL CAPITAL CORP VI COMMON 17143W101 13,783 1,410,729 SH   SOLE   0 1,410,729 0
CHURCHILL CAPITAL CORP VI WARRANT 17143W119 307 256,140 PRN   SOLE   0 256,140 0
CHURCHILL CAPITAL CORP VII COMMON 17144M102 24,572 2,527,947 SH   SOLE   0 2,527,947 0
CIIG CAPITAL PARTNERS II INC UNIT 12561U208 1 100 SH   SOLE   0 100 0
CIPHER MINING INC WARRANT 17253J114 4,605 2,056,010 PRN   SOLE   0 2,056,010 0
CLEANTECH ACQUISITION CORP COMMON 18453L107 14,941 1,504,645 SH   SOLE   0 1,504,645 0
CLEANTECH ACQUISITION CORP WARRANT 18453L115 284 616,835 PRN   SOLE   0 616,835 0
CLIMATE REAL IMPACT SLUTINS COMMON 187171103 8,816 901,417 SH   SOLE   0 901,417 0
CLIMATE REAL IMPACT SLUTINS WARRANT 187171111 251 239,044 PRN   SOLE   0 239,044 0
CLOVER LEAF CAPITAL CORP COMMON 18915E105 11,428 1,145,074 SH   SOLE   0 1,145,074 0
CLOVER LEAF CAPITAL CORP RIGHT 18915E121 491 1,167,960 SH   SOLE   0 1,167,960 0
CLOVIS ONCOLOGY INC BOND 189464AC4 15,838 24,366,000 PRN   SOLE   0 24,366,000 0
CLOVIS ONCOLOGY INC BOND 189464AE0 10,154 11,113,000 PRN   SOLE   0 11,113,000 0
COLLEGIUM PHARMACEUTICAL INC BOND 19459JAA2 37,506 37,245,000 PRN   SOLE   0 37,245,000 0
CONCORD ACQUISITION CORP WARRANT 206071110 1,467 829,008 PRN   SOLE   0 829,008 0
CONX CORP COMMON 212873103 22,937 2,340,506 SH   SOLE   0 2,340,506 0
CONX CORP WARRANT 212873111 1,091 949,021 PRN   SOLE   0 949,021 0
COPA HOLDINGS SA BOND 21720AAB8 69,399 40,138,000 PRN   SOLE   0 40,138,000 0
CORNER GROWTH ACQUISITION CO COMMON G2425N105 16,237 1,663,592 SH   SOLE   0 1,663,592 0
CORNER GROWTH ACQUISITION CO WARRANT G2425N113 2,143 2,520,872 PRN   SOLE   0 2,520,872 0
CORNER GROWTH ACQUISITN CORP COMMON G2426E104 17,312 1,755,818 SH   SOLE   0 1,755,818 0
CORNER GROWTH ACQUISITN CORP WARRANT G2426E120 1,414 1,373,233 PRN   SOLE   0 1,373,233 0
CREE INC BOND 225447AB7 41,936 30,056,000 PRN   SOLE   0 30,056,000 0
CRYOLIFE INC BOND 228903AB6 30,070 24,000,000 PRN   SOLE   0 24,000,000 0
DANAHER CORPORATION COMMON 235851102 88,411 290,405 SH   SOLE   0 290,405 0
DECARBONIZATION PLUS ACQUISI UNIT G2773W129 11,766 1,161,490 SH   SOLE   0 1,161,490 0
DFP HEALTHCARE ACQUISITNS CO WARRANT 23343Q118 653 514,199 PRN   SOLE   0 514,199 0
DIGITAL WORLD ACQUISITION CO WARRANT 25400Q113 237 552,006 PRN   SOLE   0 552,006 0
DIGITAL WORLD ACQUISITION CO UNIT 25400Q204 11,184 1,104,011 SH   SOLE   0 1,104,011 0
DIRECT SELLING ACQUISITIN CO UNIT 25460L202 7,560 750,000 SH   SOLE   0 750,000 0
DMY TECHNOLOGY GROUP INC IV WARRANT 23344K110 887 467,051 PRN   SOLE   0 467,051 0
DOMA HOLDINGS INC WARRANT 25703A112 2,922 2,072,282 PRN   SOLE   0 2,072,282 0
E MERGE TECHNOLOGY ACQUISITI COMMON 26873Y104 7,813 795,610 SH   SOLE   0 795,610 0
EAST RES ACQUISITION CO COMMON 274681105 2,645 268,766 SH   SOLE   0 268,766 0
EFFECTOR THERAPEUTICS INC WARRANT 28202V116 517 323,245 PRN   SOLE   0 323,245 0
ELLIOTT OPPORTUNITY II CORP COMMON G30092103 11,738 1,205,094 SH   SOLE   0 1,205,094 0
ELLIOTT OPPORTUNITY II CORP WARRANT G30092111 530 505,143 PRN   SOLE   0 505,143 0
ENDURANCE ACQUISITION CORP UNIT G3041W123 14 1,432 SH   SOLE   0 1,432 0
ENVESTNET INC BOND 29404KAB2 62,297 49,698,000 PRN   SOLE   0 49,698,000 0
ENVIRONMENTAL IMPACT ACQU CO COMMON 29408N106 17,727 1,792,381 SH   SOLE   0 1,792,381 0
ENVIRONMENTAL IMPACT ACQU CO WARRANT 29408N114 2,499 2,474,091 PRN   SOLE   0 2,474,091 0
EPIPHANY TECHNOLOGY ACQUISIT COMMON 29429X109 24,626 2,520,565 SH   SOLE   0 2,520,565 0
EPIPHANY TECHNOLOGY ACQUISIT WARRANT 29429X117 1,683 1,912,442 PRN   SOLE   0 1,912,442 0
EXECUTIVE NETWORK PARTNERING COMMON 30158L100 1,930 196,488 SH   SOLE   0 196,488 0
EZCORP INC BOND 302301AE6 6,008 6,675,000 PRN   SOLE   0 6,675,000 0
EZCORP INC BOND 302301AF3 32,071 30,077,000 PRN   SOLE   0 30,077,000 0
FAST ACQUISITION CORP II COMMON 311874101 17,143 1,767,359 SH   SOLE   0 1,767,359 0
FAST ACQUISITION CORP II WARRANT 311874119 1,003 993,181 PRN   SOLE   0 993,181 0
FINTECH ACQUISITION CORP VI COMMON 31811H106 16,519 1,658,542 SH   SOLE   0 1,658,542 0
FINTECH ACQUISITION CORP VI WARRANT 31811H114 793 741,226 PRN   SOLE   0 741,226 0
FIRST LT ACQUISITION GROUP I UNIT 320703200 13,297 1,337,700 SH   SOLE   0 1,337,700 0
FLEXION THERAPEUTICS INC BOND 33938JAB2 31,736 35,558,000 PRN   SOLE   0 35,558,000 0
FORESIGHT ACQUISITION CORP COMMON 34552Y106 4,241 430,122 SH   SOLE   0 430,122 0
FORESIGHT ACQUISITION CORP WARRANT 34552Y114 1,403 1,593,773 PRN   SOLE   0 1,593,773 0
FOREST ROAD ACQUISITION COR COMMON 34619V103 17,181 1,762,142 SH   SOLE   0 1,762,142 0
FOREST ROAD ACQUISITION COR WARRANT 34619V111 1,075 1,235,621 PRN   SOLE   0 1,235,621 0
FORUM MERGER IV CORP COMMON 349875104 19,481 1,995,980 SH   SOLE   0 1,995,980 0
FORUM MERGER IV CORP WARRANT 349875112 1,605 1,689,340 PRN   SOLE   0 1,689,340 0
FUTURE HEALTH ESG CORP UNIT 36118W201 5,500 550,000 SH   SOLE   0 550,000 0
G SQUARED ASCEND II INC COMMON G42041106 5,714 584,284 SH   SOLE   0 584,284 0
GCM GROSVENOR INC WARRANT 36831E116 3,082 1,548,987 PRN   SOLE   0 1,548,987 0
GFL ENVIRONMENTAL INC PREF CONV 36168Q120 71,555 841,428 SH   SOLE   0 841,428 0
GIGCAPITAL 5 INC UNIT 37519U208 8,512 828,000 SH   SOLE   0 828,000 0
GIGINTERNATIONAL1 INC COMMON 37518W106 17,893 1,812,845 SH   SOLE   0 1,812,845 0
GIGINTERNATIONAL1 INC WARRANT 37518W114 2,664 3,172,004 PRN   SOLE   0 3,172,004 0
GLOBAL CONSUMER ACQUISITN CO COMMON 37892B108 19,511 1,974,826 SH   SOLE   0 1,974,826 0
GLOBAL CONSUMER ACQUISITN CO WARRANT 37892B116 435 944,946 PRN   SOLE   0 944,946 0
GOOD WKS II ACQUISITION CORP COMMON 38216G104 21,410 2,191,415 SH   SOLE   0 2,191,415 0
GOOD WKS II ACQUISITION CORP WARRANT 38216G112 1,829 2,974,677 PRN   SOLE   0 2,974,677 0
GORES GUGGENHEIM INC COMMON 38286Q107 5,110 500,000 SH   SOLE   0 500,000 0
GORES GUGGENHEIM INC OPTION 38286Q907 5,105 500,000 SH Call SOLE   0 500,000 0
GORES GUGGENHEIM INC WARRANT 38286Q115 1,071 515,058 PRN   SOLE   0 515,058 0
GORES HLDGS VIII INC COMMON 382863108 6,345 646,175 SH   SOLE   0 646,175 0
GORES HOLDINGS VII INC COMMON 38286T101 10,107 1,033,454 SH   SOLE   0 1,033,454 0
GORES TECHNOLOGY PARTNERS II COMMON 38287L107 10,962 1,120,831 SH   SOLE   0 1,120,831 0
GORES TECHNOLOGY PARTNERS II WARRANT 38287L115 1,556 1,329,625 PRN   SOLE   0 1,329,625 0
GORES TECHNOLOGY PARTNERS IN COMMON 382870103 10 1,000 SH   SOLE   0 1,000 0
GORES TECHNOLOGY PARTNERS IN WARRANT 382870111 138 124,172 PRN   SOLE   0 124,172 0
GRAF ACQUISITION CORP IV COMMON 384272100 10,896 1,124,431 SH   SOLE   0 1,124,431 0
GRAF ACQUISITION CORP IV WARRANT 384272118 341 293,873 PRN   SOLE   0 293,873 0
GROWTH CAP ACQUISITION CORP WARRANT 39986V115 2,222 2,363,713 PRN   SOLE   0 2,363,713 0
HENNESSY CAPITAL INVST CORP UNIT 42600H207 19,793 1,989,256 SH   SOLE   0 1,989,256 0
HORIZON ACQUISITION CORP WARRANT G46049113 1,042 613,117 PRN   SOLE   0 613,117 0
HOSTESS BRANDS INC WARRANT 44109J114 30,839 10,348,616 PRN   SOLE   0 10,348,616 0
HUDSON EXECUTIVE INVES III COMMON 44376L107 27,844 2,861,648 SH   SOLE   0 2,861,648 0
HUDSON EXECUTIVE INVES III WARRANT 44376L115 1,334 1,551,327 PRN   SOLE   0 1,551,327 0
HUDSON EXECUTIVE INVS CORP I COMMON 443760103 14,746 1,512,430 SH   SOLE   0 1,512,430 0
HUDSON EXECUTIVE INVS CORP I WARRANT 443760111 924 942,834 PRN   SOLE   0 942,834 0
HYCROFT MINING HOLDING CORP COMMON 44862P109 8,257 5,541,933 SH   SOLE   0 5,541,933 0
HYCROFT MINING HOLDING CORP WARRANT 44862P117 167 520,532 PRN   SOLE   0 520,532 0
HYCROFT MINING HOLDING CORP WARRANT 44862P133 292 833,333 PRN   SOLE   0 833,333 0
INFINERA CORP BOND 45667GAC7 44,502 40,000,000 PRN   SOLE   0 40,000,000 0
INSEEGO CORP BOND 45782BAD6 36,230 39,380,000 PRN   SOLE   0 39,380,000 0
INSIGHT ACQUISITION CORP UNIT 45784L209 5,473 550,041 SH   SOLE   0 550,041 0
INTEGRA LIFESCIENCES HLDGS C BOND 457985AM1 40,613 36,748,000 PRN   SOLE   0 36,748,000 0
INTERCEPT PHARMACEUTICALS IN OPTION 45845P958 1,409 94,900 SH Put SOLE   0 94,900 0
INTERNATIONAL MEDIA ACQUISIT COMMON 459867107 16,763 1,710,488 SH   SOLE   0 1,710,488 0
INTERNATIONAL MEDIA ACQUISIT WARRANT 459867115 509 1,844,618 PRN   SOLE   0 1,844,618 0
INTERNATIONAL MEDIA ACQUISIT RIGHT 459867123 513 2,441,189 SH   SOLE   0 2,441,189 0
INVACARE CORP BOND 461203AL5 5,596 6,000,000 PRN   SOLE   0 6,000,000 0
IRONNET INC OPTION 46323Q955 4,945 290,000 SH Put SOLE   0 290,000 0
IRONNET INC WARRANT 46323Q113 3,428 749,881 PRN   SOLE   0 749,881 0
JANUS INTERNATIONAL GROUP IN WARRANT 47103N114 8,175 2,342,460 PRN   SOLE   0 2,342,460 0
JASPER THERAPEUTICS INC WARRANT 471871111 900 608,436 PRN   SOLE   0 608,436 0
JAWS HURRICANE ACQUISITN COR COMMON 47201B103 8,248 849,445 SH   SOLE   0 849,445 0
JAWS HURRICANE ACQUISITN COR WARRANT 47201B111 498 433,017 PRN   SOLE   0 433,017 0
JAWS JUGGERNAUT ACQUISITN CO COMMON G50735102 9,311 952,008 SH   SOLE   0 952,008 0
JAWS JUGGERNAUT ACQUISITN CO WARRANT G50735110 552 486,537 PRN   SOLE   0 486,537 0
JAWS MUSTANG ACQUISITION COR COMMON G50737108 17,984 1,842,617 SH   SOLE   0 1,842,617 0
JAWS MUSTANG ACQUISITION COR WARRANT G50737124 1,387 1,205,996 PRN   SOLE   0 1,205,996 0
KENSINGTON CAPITAL ACQUISITI UNIT G5251K111 17,309 1,696,976 SH   SOLE   0 1,696,976 0
KKR & CO INC COMMON 48251W104 71,767 1,178,821 SH   SOLE   0 1,178,821 0
L&F ACQUISITION CORP COMMON G53702109 5,760 575,952 SH   SOLE   0 575,952 0
LANNETT CO INC BOND 51602UAC2 19,175 34,800,000 PRN   SOLE   0 34,800,000 0
LIBERTY MEDIA CORP DEL BOND 531229AF9 67,253 47,655,000 PRN   SOLE   0 47,655,000 0
LILIUM N V WARRANT N52586117 6,556 2,900,998 PRN   SOLE   0 2,900,998 0
LIONHEART ACQUISITION CORP I COMMON 53625R104 4,004 403,876 SH   SOLE   0 403,876 0
LIVE NATION ENTERTAINMENT IN BOND 538034AQ2 59,397 41,029,000 PRN   SOLE   0 41,029,000 0
LIVEVOX HOLDING INC WARRANT 53838L118 1,499 925,349 PRN   SOLE   0 925,349 0
LONGVIEW ACQUISITION CORP II COMMON 54319Q105 12,376 1,251,411 SH   SOLE   0 1,251,411 0
LONGVIEW ACQUISITION CORP II WARRANT 54319Q113 1,168 904,513 PRN   SOLE   0 904,513 0
LUMENTUM HLDGS INC BOND 55024UAB5 50,046 33,994,000 PRN   SOLE   0 33,994,000 0
MACONDRAY CAP ACQUISITN CORP COMMON G5853A107 21,322 2,166,826 SH   SOLE   0 2,166,826 0
MACONDRAY CAP ACQUISITN CORP WARRANT G5853A115 306 581,906 PRN   SOLE   0 581,906 0
MAGNUM OPUS ACQUISITION LTD WARRANT G5S70A112 1,809 1,559,155 PRN   SOLE   0 1,559,155 0
MARQUEE RAINE ACQUISITION CO WARRANT G58442123 1,079 805,345 PRN   SOLE   0 805,345 0
MCAP ACQUISITION CORP COMMON 55282T109 9,879 1,000,897 SH   SOLE   0 1,000,897 0
MCAP ACQUISITION CORP WARRANT 55282T117 2,415 2,195,501 PRN   SOLE   0 2,195,501 0
MERCURY ECOM ACQUISITION COR COMMON 589381102 16,300 1,673,500 SH   SOLE   0 1,673,500 0
MERCURY ECOM ACQUISITION COR WARRANT 589381110 333 628,113 PRN   SOLE   0 628,113 0
MERIDA MERGER CORP I COMMON 58953M106 9,969 997,894 SH   SOLE   0 997,894 0
MESA LABS INC BOND 59064RAA7 19,960 15,650,000 PRN   SOLE   0 15,650,000 0
MICROVAST HOLDINGS INC WARRANT 59516C114 3,098 1,489,601 PRN   SOLE   0 1,489,601 0
MIDDLEBY CORP BOND 596278AB7 58,149 40,010,000 PRN   SOLE   0 40,010,000 0
MOMENTUS INC COMMON 60879E101 6,572 620,021 SH   SOLE   0 620,021 0
MONTES ARCHIMEDES ACQUISITIO WARRANT 612657114 2,277 1,528,306 PRN   SOLE   0 1,528,306 0
MOTIVE CAPITAL CORP WARRANT G6293A111 2,266 1,813,121 PRN   SOLE   0 1,813,121 0
MULTIPLAN CORPORATION WARRANT 62548M118 666 559,683 PRN   SOLE   0 559,683 0
NIO INC OPTION 62914V956 34,077 956,400 SH Put SOLE   0 956,400 0
NORTH ATLANTIC ACQUISITN COR COMMON G66139109 21,388 2,191,372 SH   SOLE   0 2,191,372 0
NORTH ATLANTIC ACQUISITN COR WARRANT G66139125 1,389 1,851,878 PRN   SOLE   0 1,851,878 0
NORTHERN LIGHTS ACQUISITN CO COMMON 66538L105 10,572 1,054,038 SH   SOLE   0 1,054,038 0
NORTHERN LIGHTS ACQUISITN CO WARRANT 66538L113 190 430,985 PRN   SOLE   0 430,985 0
NORTHERN STAR INVEST CORP II COMMON 66574L100 8,614 884,407 SH   SOLE   0 884,407 0
NORTHERN STAR INVEST CORP II WARRANT 66574L118 599 604,768 PRN   SOLE   0 604,768 0
NORTHERN STAR INVEST CORP IV COMMON 66575B101 12,086 1,233,315 SH   SOLE   0 1,233,315 0
NORTHERN STAR INVEST CORP IV WARRANT 66575B119 682 766,532 PRN   SOLE   0 766,532 0
NORTHERN STAR INVSTMNT CORP COMMON 66573W107 37,099 3,736,074 SH   SOLE   0 3,736,074 0
NORTHERN STAR INVSTMNT CORP OPTION 66573W957 15 1,500 SH Put SOLE   0 1,500 0
NORTHERN STAR INVSTMNT CORP WARRANT 66573W115 1,530 1,085,460 PRN   SOLE   0 1,085,460 0
NOVUS CAPITAL CORPORATION II COMMON 67012W104 15,160 1,531,275 SH   SOLE   0 1,531,275 0
NOVUS CAPITAL CORPORATION II WARRANT 67012W112 1,737 1,593,950 PRN   SOLE   0 1,593,950 0
NUVATION BIO INC WARRANT 67080N119 948 370,434 PRN   SOLE   0 370,434 0
OCCIDENTAL PETE CORP WARRANT 674599162 27,375 2,310,100 PRN   SOLE   0 2,310,100 0
OFFERPAD SOLUTIONS INC WARRANT 67623L117 899 513,825 PRN   SOLE   0 513,825 0
OMEROS CORP BOND 682143AG7 67,334 61,033,000 PRN   SOLE   0 61,033,000 0
OSI SYSTEMS INC BOND 671044AD7 22,701 21,776,000 PRN   SOLE   0 21,776,000 0
OTONOMO TECHNOLOGIES LTD WARRANT M7571L111 559 699,049 PRN   SOLE   0 699,049 0
PALTALK INC COMMON 69764K106 3 328 SH   SOLE   0 328 0
PANACEA ACQUISITION CORP II COMMON G6882C106 8,764 898,856 SH   SOLE   0 898,856 0
PARABELLUM ACQUISITION CORP UNIT 69901P208 2,564 257,163 SH   SOLE   0 257,163 0
PARATEK PHARMACEUTICALS INC BOND 699374AB0 43,615 50,277,000 PRN   SOLE   0 50,277,000 0
PATRICK INDS INC BOND 703343AB9 16,240 14,500,000 PRN   SOLE   0 14,500,000 0
PIVOTAL INVESTMENT CORP III COMMON 72582M106 21,519 2,209,383 SH   SOLE   0 2,209,383 0
PIVOTAL INVESTMENT CORP III WARRANT 72582M114 872 991,122 PRN   SOLE   0 991,122 0
PMV CONSUMER ACQUISITION COR COMMON 693486102 5,735 584,610 SH   SOLE   0 584,610 0
POWER & DIGITAL INFRA ACQ CO WARRANT 739190114 432 174,363 PRN   SOLE   0 174,363 0
PROTALIX BIOTHERAPEUTICS INC BOND 74365AAD3 15,825 15,000,000 PRN   SOLE   0 15,000,000 0
QUOTIENT LTD COMMON G73268107 11,385 4,865,231 SH   SOLE   0 4,865,231 0
RAMBUS INC DEL BOND 750917AG1 38,826 30,701,000 PRN   SOLE   0 30,701,000 0
RBC BEARINGS INC PREF CONV 75524B203 19,507 175,000 SH   SOLE   0 175,000 0
RENEW ENERGY GLOBAL PLC OPTION G7500M954 3,593 352,300 SH Put SOLE   0 352,300 0
RENEW ENERGY GLOBAL PLC WARRANT G7500M120 1,783 979,630 PRN   SOLE   0 979,630 0
REPLIGEN CORP BOND 759916AB5 33,784 13,342,000 PRN   SOLE   0 13,342,000 0
RICE ACQUISITION CORP II COMMON G75529100 687 69,322 SH   SOLE   0 69,322 0
RIVERVIEW ACQUISITION CORP COMMON 769395104 6,848 684,756 SH   SOLE   0 684,756 0
RIVERVIEW ACQUISITION CORP WARRANT 769395112 976 342,378 PRN   SOLE   0 342,378 0
RIVERVIEW ACQUISITION CORP UNIT 769395203 6,786 684,753 SH   SOLE   0 684,753 0
RMG ACQUISITION CORP III COMMON G76088106 16,377 1,683,128 SH   SOLE   0 1,683,128 0
RMG ACQUISITION CORP III WARRANT G76088122 1,132 1,244,481 PRN   SOLE   0 1,244,481 0
SANDRIDGE ENERGY INC COMMON 80007P869 7 575 SH   SOLE   0 575 0
SAREPTA THERAPEUTICS INC BOND 803607AB6 29,789 20,000,000 PRN   SOLE   0 20,000,000 0
SARISSA CAPITAL ACQUISITN CO COMMON G7823W102 13,874 1,407,124 SH   SOLE   0 1,407,124 0
SARISSA CAPITAL ACQUISITN CO WARRANT G7823W110 959 1,053,504 PRN   SOLE   0 1,053,504 0
SENSEONICS HLDGS INC BOND 81727UAA3 14,580 13,200,000 PRN   SOLE   0 13,200,000 0
SHAPEWAYS HOLDINGS INC WARRANT 81947T110 2,371 2,394,787 PRN   SOLE   0 2,394,787 0
SHARECARE INC WARRANT 81948W112 3,925 1,972,233 PRN   SOLE   0 1,972,233 0
SHELTER ACQUISITION CORP I COMMON 822821104 10,449 1,075,013 SH   SOLE   0 1,075,013 0
SHELTER ACQUISITION CORP I WARRANT 822821112 204 407,622 PRN   SOLE   0 407,622 0
SIERRA LAKE ACQUISITION CORP UNIT 826332207 7,560 759,079 SH   SOLE   0 759,079 0
SILVER SPIKE ACQUISITN CORP COMMON G8201H105 13,699 1,397,845 SH   SOLE   0 1,397,845 0
SILVER SPIKE ACQUISITN CORP WARRANT G8201H113 581 564,067 PRN   SOLE   0 564,067 0
SOFI TECHNOLOGIES INC COMMON 83406F102 6,801 428,300 SH   SOLE   0 428,300 0
SOFTWARE ACQUISITN GRP INC I COMMON 83407J103 10,082 1,020,406 SH   SOLE   0 1,020,406 0
SOFTWARE ACQUISITN GRP INC I WARRANT 83407J111 301 551,429 PRN   SOLE   0 551,429 0
SOUTHWEST AIRLS CO BOND 844741BG2 38,486 25,750,000 PRN   SOLE   0 25,750,000 0
SPARTACUS ACQUISITION CORP COMMON 84677L109 12,521 1,236,063 SH   SOLE   0 1,236,063 0
SPARTACUS ACQUISITION CORP WARRANT 84677L117 1,251 786,581 PRN   SOLE   0 786,581 0
SPARTAN ACQUISITION CORP III COMMON 84677R106 26,538 2,686,021 SH   SOLE   0 2,686,021 0
SPARTAN ACQUISITION CORP III WARRANT 84677R114 3,241 2,919,510 PRN   SOLE   0 2,919,510 0
SPDR S&P 500 ETF TR OPTION 78462F953 171,656 400,000 SH Put SOLE   0 400,000 0
SPIRE GLOBAL INC WARRANT 848560116 4,480 2,635,007 PRN   SOLE   0 2,635,007 0
SPRINGWATER SPL SITUATIONS C COMMON 85205U107 5,988 612,933 SH   SOLE   0 612,933 0
SPRINGWATER SPL SITUATIONS C WARRANT 85205U115 116 252,266 PRN   SOLE   0 252,266 0
STONEBRIDGE ACQUISITION CORP COMMON G85094103 17,805 1,780,525 SH   SOLE   0 1,780,525 0
STONEBRIDGE ACQUISITION CORP WARRANT G85094129 402 893,558 PRN   SOLE   0 893,558 0
SURROZEN INC WARRANT 86889P117 936 821,432 PRN   SOLE   0 821,432 0
SWITCHBACK II CORPORATION WARRANT G8633T107 1,227 902,195 PRN   SOLE   0 902,195 0
TALKSPACE INC WARRANT 87427V111 1,896 1,394,217 PRN   SOLE   0 1,394,217 0
THAYER VENTURES ACQU CORP WARRANT 88332T118 1,859 1,616,580 PRN   SOLE   0 1,616,580 0
THERAVANCE BIOPHARMA INC BOND 88339KAA0 46,013 49,675,000 PRN   SOLE   0 49,675,000 0
THUNDER BRDG CAP PRTNRS IV I COMMON 88605L107 3,458 356,463 SH   SOLE   0 356,463 0
THUNDER BRDG CAP PRTNRS IV I WARRANT 88605L115 214 214,012 PRN   SOLE   0 214,012 0
TMC THE METALS COMPANY INC COMMON 87261Y106 1,852 405,307 SH   SOLE   0 405,307 0
TMC THE METALS COMPANY INC WARRANT 87261Y114 3,887 4,049,083 PRN   SOLE   0 4,049,083 0
TORTOISEECOFIN ACQUISITION C COMMON G8956E109 14,938 1,540,024 SH   SOLE   0 1,540,024 0
TORTOISEECOFIN ACQUISITION C WARRANT G8956E117 520 520,167 PRN   SOLE   0 520,167 0
TPG PACE BEN FIN CORP WARRANT G8990D117 343 173,197 PRN   SOLE   0 173,197 0
TRAVERE THERAPEUTICS INC BOND 761299AB2 5,993 5,905,000 PRN   SOLE   0 5,905,000 0
TREBIA ACQUISITION CORP WARRANT G9027T117 2,921 2,014,676 PRN   SOLE   0 2,014,676 0
TRINITY BIOTECH INVT LTD BOND 89643QAB4 37,754 53,175,000 PRN   SOLE   0 53,175,000 0
TUSCAN HLDGS CORP II COMMON 90070A103 16,451 1,627,187 SH   SOLE   0 1,627,187 0
TUSCAN HLDGS CORP II WARRANT 90070A111 457 671,590 PRN   SOLE   0 671,590 0
VELODYNE LIDAR INC COMMON 92259F101 414 69,888 SH   SOLE   0 69,888 0
VEONEER INC BOND 92336XAA7 15,069 9,350,000 PRN   SOLE   0 9,350,000 0
VIACOMCBS INC COMMON 92556H206 39,000 987,082 SH   SOLE   0 987,082 0
VIAVI SOLUTIONS INC BOND 925550AB1 35,275 27,014,000 PRN   SOLE   0 27,014,000 0
VIEW INC WARRANT 92671V114 2,881 3,165,943 PRN   SOLE   0 3,165,943 0
VISTAS MEDIA ACQUISITION CO WARRANT 92840T115 1,727 2,470,773 PRN   SOLE   0 2,470,773 0
VOLTA INC WARRANT 92873V110 2,235 872,909 PRN   SOLE   0 872,909 0
VPC IMPACT ACQU HOLDI III IN WARRANT 91835J116 1,117 657,154 PRN   SOLE   0 657,154 0
VPC IMPACT ACQUISITION HLDG WARRANT G9460L118 404 328,391 PRN   SOLE   0 328,391 0
VPC IMPACT ACQUISITION HLDG COMMON G9460L126 1,950 198,002 SH   SOLE   0 198,002 0
WAYFAIR INC BOND 94419LAD3 81,860 36,000,000 PRN   SOLE   0 36,000,000 0
WILLIAMS ROWLAND ACQUISITION WARRANT 96951B110 464 928,078 PRN   SOLE   0 928,078 0
WM TECHNOLOGY INC WARRANT 92971A117 2,065 478,024 PRN   SOLE   0 478,024 0
WORKDAY INC BOND 98138HAF8 34,304 20,000,000 PRN   SOLE   0 20,000,000 0
WORLD QUANTUM GROWTH ACQUISI UNIT G5596W119 10,392 1,034,038 SH   SOLE   0 1,034,038 0
YELLOWSTONE ACQUISITION CO COMMON 98566K105 9,684 954,116 SH   SOLE   0 954,116 0
ARTEMIS STRATEGIC INVT CORP UNIT 04303A202 2,047 204,039 SH   SOLE   0 204,039 0
ARCLIGHT CLEAN TRANSITION II WARRANT G0R21B112 704 643,071 PRN   SOLE   0 643,071 0
AEVA TECHNOLOGIES INC WARRANT 00835Q111 1,210 605,049 PRN   SOLE   0 605,049 0
EVOLV TECHNOLOGIES HLDNGS IN WARRANT 30049H110 2,944 2,058,917 PRN   SOLE   0 2,058,917 0
FARADAY FUTRE INTLGT ELCTR I WARRANT 307359117 3,613 2,137,704 PRN   SOLE   0 2,137,704 0
MOMENTUS INC WARRANT 60879E119 1,343 505,050 PRN   SOLE   0 505,050 0
PROTERRA INC WARRANT 74374T117 59 22,578 PRN   SOLE   0 22,578 0
VICARIOUS SURGICAL INC WARRANT 92561V117 6,443 2,915,382 PRN   SOLE   0 2,915,382 0
ACE CONVERGENCE ACQU CORP CL A COMMON G0083D120 17,068 1,722,293 SH   SOLE   0 1,722,293 0
ARCLIGHT CLEAN TRANSITION II CLASS A ORD SHS COMMON G0R21B104 11,788 1,207,819 SH   SOLE   0 1,207,819 0
DIGITAL WORLD ACQUISITION CO CLASS A COM COMMON 25400Q105 10,985 1,104,012 SH   SOLE   0 1,104,012 0
MICROVAST HOLDINGS INC COM COMMON 59516C106 43 5,214 SH   SOLE   0 5,214 0
OTONOMO TECHNOLOGIES LTD ORDINARY SHARES ADDED COMMON M7571L103 89 18,984 SH   SOLE   0 18,984 0
SURROZEN INC COM COMMON 86889P109 83 11,701 SH   SOLE   0 11,701 0
WILLIAMS ROWLAND ACQUISITION COM COMMON 96951B102 20,225 2,040,823 SH   SOLE   0 2,040,823 0