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 CL A ORD SHS G87077106   2,442,500 250,000 SH   SOLE   250,000 0 0
10X CAPITAL VENTURE ACQ III *W EXP 06/30/202 G87077114   10,000 125,000 SH   SOLE   125,000 0 0
26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118   21,000 75,000 SH   SOLE   75,000 0 0
7 ACQUISITION CORPORATION SHS CL A G80694105   2,048,000 200,000 SH   SOLE   200,000 0 0
7 ACQUISITION CORPORATION *W EXP 11/05/202 G80694113   8,880 100,000 SH   SOLE   100,000 0 0
7GC & CO HOLDINGS INC *W EXP 12/28/202 81786A115   3,500 50,000 SH   SOLE   50,000 0 0
8X8 INC NEW NOTE 4.000% 2/0 282914AE0   10,241,006 12,000,000 PRN   SOLE   12,000,000 0 0
ABG ACQUISITION CORP I CL A SHS G00496102   1,538,412 152,469 SH   SOLE   152,469 0 0
ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1   28,604,701 34,804,000 PRN   SOLE   34,804,000 0 0
ACHARI VENTURES HLDGS CORP I COM 00444X101   2,044,000 200,000 SH   SOLE   200,000 0 0
ACHARI VENTURES HLDGS CORP I *W EXP 01/01/202 00444X119   10,000 200,000 SH   SOLE   200,000 0 0
ACROPOLIS INFRASTRUCTURE ACQ CL A 005029103   995,000 100,000 SH   SOLE   100,000 0 0
ACROPOLIS INFRASTRUCTURE ACQ *W EXP 03/30/202 005029111   4,000 33,333 SH   SOLE   33,333 0 0
ACTIVISION BLIZZARD INC COM 00507V109   1,010,460 13,200 SH   SOLE   13,200 0 0
ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110   2,250 37,500 SH   SOLE   37,500 0 0
ADS TEC ENERGY PLC *W EXP 12/22/202 G0085J109   2,558 12,500 SH   SOLE   12,500 0 0
ADTHEORENT HOLDING COMPANY *W EXP 12/26/202 00739D117   3,333 33,333 SH   SOLE   33,333 0 0
AEYE INC *W EXP 09/30/202 008183113   2,970 74,249 SH   SOLE   74,249 0 0
AFFIRM HLDGS INC NOTE 11/1 00827BAB2   7,770,300 14,000,000 PRN   SOLE   14,000,000 0 0
AIRBNB INC NOTE 3/1 009066AB7   18,299,174 22,000,000 PRN   SOLE   22,000,000 0 0
ALARM COM HLDGS INC NOTE 1/1 011642AB1   162,085 197,000 PRN   SOLE   197,000 0 0
ALLEGO N V *W EXP 03/16/202 N0796A118   5,697 56,965 SH   SOLE   56,965 0 0
VERADIGM INC NOTE 0.875% 1/0 01988PAF5   11,058,765 7,725,000 PRN   SOLE   7,725,000 0 0
ALPHA TAU MEDICAL LTD *W EXP 03/07/202 M0740A116   37,515 150,000 SH   SOLE   150,000 0 0
ALSP ORCHID ACQUISITION CORP CLASS A ORD G0231L107   494,000 50,000 SH   SOLE   50,000 0 0
ALSP ORCHID ACQUISITION CORP *W EXP 11/30/202 G0231L123   750 25,000 SH   SOLE   25,000 0 0
ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1   40,172,665 36,000,000 PRN   SOLE   36,000,000 0 0
ALTC ACQUISITION CORP COM CL A 02156V109   1,398,641 140,992 SH   SOLE   140,992 0 0
ALTERYX INC NOTE 0.500% 8/0 02156BAD5   49,401,541 53,359,000 PRN   SOLE   53,359,000 0 0
ALTIMAR ACQUISITION CORP III SHS CL A G0370U108   251,750 25,000 SH   SOLE   25,000 0 0
ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111   2,925 50,000 SH   SOLE   50,000 0 0
AMCI ACQUISITION CORP II CLASS A COM 00166R100   4,697,416 470,683 SH   SOLE   470,683 0 0
AMCI ACQUISITION CORP II *W EXP 08/06/202 00166R118   56,482 235,341 SH   SOLE   235,341 0 0
ANDRETTI ACQUISITION CORP CL A ORD SHS G26735103   2,065,000 200,000 SH   SOLE   200,000 0 0
ANDRETTI ACQUISITION CORP *W EXP 99/99/999 G26735129   7,040 100,000 SH   SOLE   100,000 0 0
ANGHAMI INC *W EXP 02/03/202 G0369L119   5,220 200,000 SH   SOLE   200,000 0 0
ANTHEMIS DIGITAL ACQUISITION CLASS A ORD G03959106   5,130,000 500,000 SH   SOLE   500,000 0 0
ANTHEMIS DIGITAL ACQUISITION *W EXP 11/01/202 G03959114   27,500 250,000 SH   SOLE   250,000 0 0
ANZU SPECIAL ACQUISITIN CORP COM CL A 03737A101   1,503,000 150,000 SH   SOLE   150,000 0 0
ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119   1,900 50,000 SH   SOLE   50,000 0 0
AP ACQUISITION CORP CL A ORD SHS G04058106   722,400 70,000 SH   SOLE   70,000 0 0
AP ACQUISITION CORP *W EXP 12/07/202 G04058114   2,800 35,000 SH   SOLE   35,000 0 0
APEIRON CAPITAL INVEST CORP CL A COM 03752A101   3,078,000 300,000 SH   SOLE   300,000 0 0
APEIRON CAPITAL INVEST CORP *W EXP 04/02/202 03752A119   22,500 150,000 SH   SOLE   150,000 0 0
APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102   2,004,000 200,000 SH   SOLE   200,000 0 0
APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128   5,600 39,999 SH   SOLE   39,999 0 0
APPRECIATE HOLDINGS INC *W EXP 11/29/202 03832J114   2,508 83,333 SH   SOLE   83,333 0 0
APX ACQUISITION CORP I CLASS A ORD SHS G0440J109   1,541,250 150,000 SH   SOLE   150,000 0 0
APX ACQUISITION CORP I *W EXP 11/30/202 G0440J125   1,500 75,000 SH   SOLE   75,000 0 0
ARBOR RAPHA CAP BIOHLDS CORP *W EXP 10/31/202 03881F112   3,333 83,333 SH   SOLE   83,333 0 0
ARCTOS NORTHSTAR ACQUIS CORP SHS CL A G0477L100   2,522,500 250,000 SH   SOLE   250,000 0 0
ARCTOS NORTHSTAR ACQUIS CORP *W EXP 99/99/999 G0477L126   2,644 62,500 SH   SOLE   62,500 0 0
ARES ACQUISITION CORPORATION COM CL A G33032106   4,028,000 400,000 SH   SOLE   400,000 0 0
ARES ACQUISITION CORPORATION *W EXP 02/02/202 G33032122   37,304 80,000 SH   SOLE   80,000 0 0
ARROWROOT ACQUISITION CORP CL A COM 04282M102   1,003,500 100,000 SH   SOLE   100,000 0 0
ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110   250 50,000 SH   SOLE   50,000 0 0
ARTEMIS STRATEGIC INVT CORP COM CL A 04303A103   15,059,750 1,475,000 SH   SOLE   1,475,000 0 0
ARTEMIS STRATEGIC INVT CORP *W EXP 09/30/202 04303A111   99,710 737,500 SH   SOLE   737,500 0 0
ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100   1,268,313 125,700 SH   SOLE   125,700 0 0
ARYA SCIENCES ACQU CORP IV CL A G31659108   4,040,071 400,007 SH   SOLE   400,007 0 0
ASCENDANT DIGITAL ACQ CORP I CL A COM G05157105   2,064,000 200,000 SH   SOLE   200,000 0 0
ATHENA CONSUMER ACQ CORP *W EXP 07/31/202 04684M114   11,630 100,000 SH   SOLE   100,000 0 0
ATI INC NOTE 3.500% 6/1 01741RAK8   36,329,894 18,000,000 PRN   SOLE   18,000,000 0 0
ATI PHYSICAL THERAPY INC *W EXP 08/10/202 00216W117   170 31,500 SH   SOLE   31,500 0 0
ATLANTIC COASTAL AQSTN CORP CLASS A COM 04845A108   4,076,000 400,000 SH   SOLE   400,000 0 0
ATLANTIC COASTAL AQSTN CORP *W EXP 01/13/202 04845A116   13,000 200,000 SH   SOLE   200,000 0 0
ATLANTIC COASTAL ACQUISTN CO CLASS A COM 048453104   30,045,000 3,000,000 SH   SOLE   3,000,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4   20,894,501 12,500,000 PRN   SOLE   12,500,000 0 0
AURORA ACQUISITION CORP CLASS A ORD SHS G0698L103   1,009,000 100,000 SH   SOLE   100,000 0 0
AUTHENTIC EQUITY ACQUISTN CO CL A SHS G06607108   1,011,000 100,000 SH   SOLE   100,000 0 0
AUTHENTIC EQUITY ACQUISTN CO *W EXP 01/20/202 G06607124   175 50,000 SH   SOLE   50,000 0 0
AVALON ACQUISITION INC CLASS A COM 05338E101   4,100,000 400,000 SH   SOLE   400,000 0 0
AVALON ACQUISITION INC *W EXP 12/31/202 05338E119   19,500 300,000 SH   SOLE   300,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7   69,000 1,500,000 PRN   SOLE   1,500,000 0 0
BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9   2,269,207 3,000,000 PRN   SOLE   3,000,000 0 0
BANNER ACQUISITION CORP CLASS A COM 06654K101   14,968,800 1,485,000 SH   SOLE   1,485,000 0 0
BANNER ACQUISITION CORP *W EXP 09/07/202 06654K119   11,138 742,500 SH   SOLE   742,500 0 0
BATTERY FUTURE ACQUISITION C CL A ORD SHS G0888J108   1,540,500 150,000 SH   SOLE   150,000 0 0
BATTERY FUTURE ACQUISITION C *W EXP 99/99/999 G0888J124   4,755 75,000 SH   SOLE   75,000 0 0
BEARD ENERGY TRANSITION ACQ CL A COM 07402Q101   2,038,000 200,000 SH   SOLE   200,000 0 0
BEARD ENERGY TRANSITION ACQ *W EXP 99/99/999 07402Q119   8,000 100,000 SH   SOLE   100,000 0 0
BENSON HILL INC *W EXP 09/29/202 082490111   2,501 10,000 SH   SOLE   10,000 0 0
BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1   2,046,545 2,500,000 PRN   SOLE   2,500,000 0 0
BERKSHIRE GREY INC *W EXP 07/21/202 084656115   2,000 33,333 SH   SOLE   33,333 0 0
BEYOND MEAT INC NOTE 3/1 08862EAB5   3,442,728 13,000,000 PRN   SOLE   13,000,000 0 0
BIGBEAR AI HLDGS INC *W EXP 12/08/202 08975B117   6,140 200,000 SH   SOLE   200,000 0 0
BIGCOMMERCE HLDGS INC NOTE 0.250%10/0 08975PAB4   10,803,309 15,020,000 PRN   SOLE   15,020,000 0 0
BIOPLUS ACQUISITION CORP CLASS A ORD SHS G11217117   2,555,000 250,000 SH   SOLE   250,000 0 0
BIOPLUS ACQUISITION CORP *W EXP 12/02/202 G11217125   12,488 125,000 SH   SOLE   125,000 0 0
BIOTE CORP *W EXP 05/26/202 090683111   7,500 25,000 SH   SOLE   25,000 0 0
BIOTECH ACQUISITION COMPANY CL A SHS G1125A108   1,451,941 143,758 SH   SOLE   143,758 0 0
BIOTECH ACQUISITION COMPANY *W EXP 11/30/202 G1125A116   8,965 140,290 SH   SOLE   140,290 0 0
BLACK SPADE ACQUISITION CO SHS CL A G11537100   1,810,358 181,034 SH   SOLE   181,034 0 0
BLACK SPADE ACQUISITION CO *W EXP 07/16/202 G11537118   4,526 90,517 SH   SOLE   90,517 0 0
BLACKLINE INC NOTE 3/1 09239BAD1   21,426,973 25,000,000 PRN   SOLE   25,000,000 0 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5   14,497,829 13,000,000 PRN   SOLE   13,000,000 0 0
BLACKSKY TECHNOLOGY INC *W EXP 09/09/202 09263B116   26,845 198,855 SH   SOLE   198,855 0 0
BLOCKCHAIN COINVSTRS ACQ CRP CLASS A ORD G11765107   3,072,000 300,000 SH   SOLE   300,000 0 0
BLOCKCHAIN COINVSTRS ACQ CRP *W EXP 11/01/202 G11765115   9,000 150,000 SH   SOLE   150,000 0 0
BLOCKCHAIN MOON ACQUISITN CO RIGHT 10/14/2026 09370F117   144,000 400,000 SH   SOLE   400,000 0 0
BLOCKCHAIN MOON ACQUISITN CO *W EXP 10/14/202 09370F125   7,720 400,000 SH   SOLE   400,000 0 0
BLEUACACIA LTD CLASS A ORD SHS G11728105   2,012,000 200,000 SH   SOLE   200,000 0 0
BLEUACACIA LTD *W EXP 10/30/202 G11728113   1,210 100,000 SH   SOLE   100,000 0 0
BLEUACACIA LTD RIGHT 10/30/2026 G11728139   20,020 200,000 SH   SOLE   200,000 0 0
BLUERIVER ACQUISITION CORP SHS CL A G1261Q107   3,027,000 300,000 SH   SOLE   300,000 0 0
BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115   1,500 99,999 SH   SOLE   99,999 0 0
BULLPEN PARLAY ACQUISITION C CLASS A ORD SHS G1792A100   2,048,000 200,000 SH   SOLE   200,000 0 0
BULLPEN PARLAY ACQUISITION C *W EXP 12/03/202 G1792A118   2,000 100,000 SH   SOLE   100,000 0 0
BUZZFEED INC *W EXP 12/03/202 12430A110   667 16,666 SH   SOLE   16,666 0 0
BYNORDIC ACQUISITION CORP CLASS A COM 124420100   15,147,000 1,485,000 SH   SOLE   1,485,000 0 0
BYNORDIC ACQUISITION CORP *W EXP 07/01/202 124420118   14,850 742,500 SH   SOLE   742,500 0 0
C5 ACQUISITION CORPORATION CL A COM 12530D105   511,000 50,000 SH   SOLE   50,000 0 0
C5 ACQUISITION CORPORATION *W EXP 12/31/202 12530D113   750 25,000 SH   SOLE   25,000 0 0
CACTUS ACQUISITION CORP 1 LT CLASS A ORD G1745A108   2,821,500 275,000 SH   SOLE   275,000 0 0
CACTUS ACQUISITION CORP 1 LT *W EXP 08/17/202 G1745A124   1,375 137,500 SH   SOLE   137,500 0 0
CANNA GLOBAL ACQUISITION COR *W EXP 11/30/202 13767K119   5,970 300,000 SH   SOLE   300,000 0 0
CAPITALWORKS EMNG MKTS ACQST CLASS A ORD SHS G1889L100   4,648,500 450,000 SH   SOLE   450,000 0 0
CAPITALWORKS EMNG MKTS ACQST *W EXP 11/19/202 G1889L126   4,523 225,000 SH   SOLE   225,000 0 0
CARNEY TECHNOLOGY ACQU CORP *W EXP 11/30/202 143636116   11,200 166,666 SH   SOLE   166,666 0 0
CARTESIAN GROWTH CORP CL A SHS G19276107   2,727,500 250,000 SH   SOLE   250,000 0 0
CARTESIAN GROWTH CORP *W EXP 02/26/202 G19276115   42,625 83,333 SH   SOLE   83,333 0 0
CARTICA ACQUISITION CORP CLASS A ORD SHS G1995D109   1,037,000 100,000 SH   SOLE   100,000 0 0
CARTICA ACQUISITION CORP *W EXP 04/30/202 G1995D117   3,345 50,000 SH   SOLE   50,000 0 0
CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100   2,075,823 205,527 SH   SOLE   205,527 0 0
CC NEUBERGER PRINCIPAL HOLDN *W EXP 02/05/202 G1992N126   2,072 41,105 SH   SOLE   41,105 0 0
CELLEBRITE DI LTD *W EXP 08/30/202 M2197Q115   83,443 134,999 SH   SOLE   134,999 0 0
CERENCE INC NOTE 3.000% 6/0 156727AB5   2,757,653 3,000,000 PRN   SOLE   3,000,000 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0   23,884,228 27,129,000 PRN   SOLE   27,129,000 0 0
CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110   7,700 100,000 SH   SOLE   100,000 0 0
CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117   700 25,000 SH   SOLE   25,000 0 0
CHAIN BRIDGE I CLASS A ORD G2061X102   1,028,000 100,000 SH   SOLE   100,000 0 0
CHAIN BRIDGE I *W EXP 11/10/202 G2061X110   4,915 50,000 SH   SOLE   50,000 0 0
CHEGG INC NOTE 9/0 163092AF6   1,203,950 1,530,000 PRN   SOLE   1,530,000 0 0
MULTIPLAN CORPORATION *W EXP 02/13/202 62548M118   31,203 624,050 SH   SOLE   624,050 0 0
CHURCHILL CAPITAL CORP V COM CL A 17144T107   2,982,000 300,000 SH   SOLE   300,000 0 0
CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115   6,053 75,000 SH   SOLE   75,000 0 0
CHURCHILL CAPITAL CORP VII COM CL A 17144M102   2,991,000 300,000 SH   SOLE   300,000 0 0
CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110   2,964 60,000 SH   SOLE   60,000 0 0
COLONNADE ACQUISITION CORP I SHS CL A G2284B101   1,510,500 150,000 SH   SOLE   150,000 0 0
COLONNADE ACQUISITION CORP I *W EXP 99/99/999 G2284B119   1,500 30,000 SH   SOLE   30,000 0 0
COMERA LIFE SCIENCES HLDGS I *W EXP 03/15/202 20037C116   7,155 150,000 SH   SOLE   150,000 0 0
COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115   2,810 25,000 SH   SOLE   25,000 0 0
CONCORD ACQUISITION CORP III COM CL A 20607V106   2,547,500 250,000 SH   SOLE   250,000 0 0
CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114   8,500 125,000 SH   SOLE   125,000 0 0
CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105   2,022,000 200,000 SH   SOLE   200,000 0 0
CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113   2,000 66,666 SH   SOLE   66,666 0 0
CONX CORP *W EXP 10/30/202 212873111   20,250 135,000 SH   SOLE   135,000 0 0
CORAZON CAPITAL V838 MONOCER CLASS A ORD SHS G24237102   1,008,000 100,000 SH   SOLE   100,000 0 0
CORAZON CAPITAL V838 MONOCER *W EXP 03/24/202 G24237128   667 33,333 SH   SOLE   33,333 0 0
CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113   2,007 66,666 SH   SOLE   66,666 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0   4,840,668 5,000,000 PRN   SOLE   5,000,000 0 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3   33,319,158 34,500,000 PRN   SOLE   34,500,000 0 0
CRESCERA CAP ACQUISITION COR CLASS A ORD SHS G26507106   2,044,000 200,000 SH   SOLE   200,000 0 0
CRESCERA CAP ACQUISITION COR *W EXP 11/18/202 G26507114   3,010 100,000 SH   SOLE   100,000 0 0
CROWN PROPTECH ACQUISITIONS SHS CL A G25741102   3,553,058 351,440 SH   SOLE   351,440 0 0
D AND Z MEDIA ACQUISITION CO *W EXP 01/27/202 23305Q114   3,427 66,666 SH   SOLE   66,666 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9   31,746,168 29,000,000 PRN   SOLE   29,000,000 0 0
DEEP LAKE CAPITAL ACQUSTN CO CL A SHS G27029100   504,500 50,000 SH   SOLE   50,000 0 0
DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118   175 50,000 SH   SOLE   50,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0   356,266,292 129,059,000 PRN   SOLE   129,059,000 0 0
DHC ACQUISITION CORP CLASS A ORD SHS G2758T109   1,107,711 110,000 SH   SOLE   110,000 0 0
DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117   367 36,666 SH   SOLE   36,666 0 0
DIAMONDHEAD HOLDINGS CORP CL A 25278L105   3,015,000 300,000 SH   SOLE   300,000 0 0
DIAMONDHEAD HOLDINGS CORP *W EXP 01/28/202 25278L113   7,875 75,000 SH   SOLE   75,000 0 0
DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114   10,275 97,300 SH   SOLE   97,300 0 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6   17,670,901 27,500,000 PRN   SOLE   27,500,000 0 0
DMY TECHNOLOGY GROUP INC VI CL A COM 233247105   3,517,500 350,000 SH   SOLE   350,000 0 0
DMY TECHNOLOGY GROUP INC VI *W EXP 99/99/999 233247113   18,375 175,000 SH   SOLE   175,000 0 0
DOCUSIGN INC NOTE 1/1 256163AD8   44,030,191 46,562,000 PRN   SOLE   46,562,000 0 0
DOMA HOLDINGS INC *W EXP 07/28/202 25703A112   570 33,333 SH   SOLE   33,333 0 0
DP CAP ACQUISITION CORP I CLASS A ORD G2R05B100   513,000 50,000 SH   SOLE   50,000 0 0
DP CAP ACQUISITION CORP I *W EXP 11/08/202 G2R05B126   500 25,000 SH   SOLE   25,000 0 0
DRAGONEER GROWTH OPT CORP II CL A SHS G28315102   1,479,000 150,000 SH   SOLE   150,000 0 0
DROPBOX INC NOTE 3/0 26210CAC8   9,116,683 10,000,000 PRN   SOLE   10,000,000 0 0
DUNE ACQUISITION CORP *W EXP 10/29/202 265334110   756 62,500 SH   SOLE   62,500 0 0
D-WAVE QUANTUM INC *W EXP 08/05/202 26740W117   11,405 108,000 SH   SOLE   108,000 0 0
EAST RES ACQUISITION CO *W EXP 07/01/202 274681113   10,938 62,500 SH   SOLE   62,500 0 0
ECARX HOLDINGS INC *W EXP 12/20/202 G29201111   7,358 75,000 SH   SOLE   75,000 0 0
EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111   7,525 250,000 SH   SOLE   250,000 0 0
EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110   3,391 77,236 SH   SOLE   77,236 0 0
EFFECTOR THERAPEUTICS INC *W EXP 12/31/202 28202V116   5,457 33,333 SH   SOLE   33,333 0 0
ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103   2,520,000 250,000 SH   SOLE   250,000 0 0
ELLIOTT OPPORTUNITY II CORP *W EXP 03/02/202 G30092111   5,625 62,500 SH   SOLE   62,500 0 0
EMBARK TECHNOLOGY INC *W EXP 11/10/202 29079J111   325 16,248 SH   SOLE   16,248 0 0
ENTERPRISE 4.0 TEC ACQSTN CO CLASS A ORD SHS G3137C106   3,084,000 300,000 SH   SOLE   300,000 0 0
ENTERPRISE 4.0 TEC ACQSTN CO *W EXP 10/21/202 G3137C114   4,500 150,000 SH   SOLE   150,000 0 0
ENVESTNET INC NOTE 0.750% 8/1 29404KAE6   23,935,290 26,227,000 PRN   SOLE   26,227,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2   512,221 492,000 PRN   SOLE   492,000 0 0
EPIPHANY TECHNOLOGY ACQUISIT *W EXP 01/12/202 29429X117   153 66,666 SH   SOLE   66,666 0 0
GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117   22,500 150,000 SH   SOLE   150,000 0 0
ESGEN ACQUISITION CORP SHS CL A G3R95N103   5,170,000 500,000 SH   SOLE   500,000 0 0
ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111   7,150 250,000 SH   SOLE   250,000 0 0
ESPERION THERAPEUTICS INC NE NOTE 4.000%11/1 29664WAB1   10,991,659 20,000,000 PRN   SOLE   20,000,000 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105   99,749 16,011 SH   SOLE   16,011 0 0
EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102   1,010,000 100,000 SH   SOLE   100,000 0 0
EUROPEAN BIOTECH ACQUTN CORP *W EXP 03/06/202 G3167F128   9,933 33,333 SH   SOLE   33,333 0 0
EVE MOBILITY ACQUISITION COR CL A ORD SHS G3218G109   1,545,000 150,000 SH   SOLE   150,000 0 0
EVE MOBILITY ACQUISITION COR *W EXP 12/31/202 G3218G117   3,750 75,000 SH   SOLE   75,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8   7,892,036 8,842,000 PRN   SOLE   8,842,000 0 0
EVERBRIDGE INC NOTE 3/1 29978AAE4   50,347,395 59,111,000 PRN   SOLE   59,111,000 0 0
EVEREST CONSOLIDATOR ACQ COR CL A COM 29978K102   3,069,000 300,000 SH   SOLE   300,000 0 0
EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110   2,265 150,000 SH   SOLE   150,000 0 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3   17,713,354 16,323,000 PRN   SOLE   16,323,000 0 0
EVOLV TECHNOLOGIES HLDNGS IN *W EXP 03/10/202 30049H110   21,375 50,000 SH   SOLE   50,000 0 0
EXCELFIN ACQUISITION CORP COM CL A 30069X102   3,078,000 300,000 SH   SOLE   300,000 0 0
EXCELFIN ACQUISITION CORP *W EXP 10/25/202 30069X110   4,500 150,000 SH   SOLE   150,000 0 0
FAR PEAK ACQUISITION CORP SHS CL A G3312L103   7,001,896 697,400 SH   SOLE   697,400 0 0
FAST ACQUISITION CORP II CL A 311874101   1,001,000 100,000 SH   SOLE   100,000 0 0
FAST ACQUISITION CORP II *W EXP 03/16/202 311874119   16,750 25,000 SH   SOLE   25,000 0 0
FASTLY INC NOTE 3/1 31188VAB6   6,935,924 9,500,000 PRN   SOLE   9,500,000 0 0
FATHOM DIGITAL MFG CORP *W EXP 12/22/202 31189Y111   830 10,000 SH   SOLE   10,000 0 0
FINANCE OF AMERICA COMPAN *W EXP 04/08/202 31738L115   23,310 300,000 SH   SOLE   300,000 0 0
FINSERV ACQUISITION CORP II COM CL A 31809Y103   251,375 25,000 SH   SOLE   25,000 0 0
FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104   1,515,000 150,000 SH   SOLE   150,000 0 0
FIVERR INTL LTD NOTE 11/0 33835LAA3   22,349,222 27,500,000 PRN   SOLE   27,500,000 0 0
FLAME ACQUISITION CORP COM CL A 33850F108   1,005,000 100,000 SH   SOLE   100,000 0 0
FLAME ACQUISITION CORP *W EXP 02/26/202 33850F116   32,505 50,000 SH   SOLE   50,000 0 0
FOCUS IMPACT ACQUISITION COR CLASS A COM 34417L109   2,545,000 250,000 SH   SOLE   250,000 0 0
FOCUS IMPACT ACQUISITION COR *W EXP 10/28/202 34417L117   6,250 125,000 SH   SOLE   125,000 0 0
FORBION EUROPEAN ACQUSTN COR CLASS A ORD SHS G3619H102   3,615,500 350,000 SH   SOLE   350,000 0 0
FORBION EUROPEAN ACQUSTN COR *W EXP 12/10/202 G3619H110   17,500 116,666 SH   SOLE   116,666 0 0
FOREST ROAD ACQUISITION COR CL A 34619V103   2,007,000 200,000 SH   SOLE   200,000 0 0
FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111   13,360 40,000 SH   SOLE   40,000 0 0
FORTRESS CAPITAL ACQUISITION SHS CL A G36427105   6,062,636 600,261 SH   SOLE   600,261 0 0
FORUM MERGER IV CORP CLASS A COM 349875104   2,006,000 200,000 SH   SOLE   200,000 0 0
FORUM MERGER IV CORP *W EXP 03/15/202 349875112   1,500 50,000 SH   SOLE   50,000 0 0
FOXO TECHNOLOGIES INC *W EXP 08/01/202 351471115   2,690 100,000 SH   SOLE   100,000 0 0
FREEDOM ACQUISITION I CORP SHS CL A G3663X110   972,509 96,288 SH   SOLE   96,288 0 0
FREEDOM ACQUISITION I CORP *W EXP 03/02/202 G3663X128   4,812 24,072 SH   SOLE   24,072 0 0
FRONTIER ACQUISITION CORP CLASS A ORD SHS G36826108   1,008,000 100,000 SH   SOLE   100,000 0 0
FRONTIER ACQUISITION CORP *W EXP 03/15/202 G36826124   290 25,000 SH   SOLE   25,000 0 0
FTAC ATHENA ACQUISITION CORP CL A SHS G37283101   3,580,793 354,534 SH   SOLE   354,534 0 0
FTAC ZEUS ACQUISITION COR CLASS A COM 30320F106   5,035,000 500,000 SH   SOLE   500,000 0 0
FTAC ZEUS ACQUISITION COR *W EXP 04/15/202 30320F114   5,000 250,000 SH   SOLE   250,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4   18,151,657 11,417,000 PRN   SOLE   11,417,000 0 0
FUSION ACQUISITION CORP II COM CL A 36118N102   4,016,000 400,000 SH   SOLE   400,000 0 0
FUTURE HEALTH ESG CORP *W EXP 99/99/999 36118W110   34,297 489,950 SH   SOLE   489,950 0 0
G SQUARED ASCEND I INC SHS CL A G4204R109   5,052,500 500,000 SH   SOLE   500,000 0 0
G SQUARED ASCEND II INC COM CL A G42041106   1,015,000 100,000 SH   SOLE   100,000 0 0
G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122   1,337 33,333 SH   SOLE   33,333 0 0
GAMES & ESPORTS EXPRNC ACQ C CLASS A ORD SHS G3731J119   2,575,000 250,000 SH   SOLE   250,000 0 0
GAMES & ESPORTS EXPRNC ACQ C *W EXP 12/01/202 G3731J127   3,763 125,000 SH   SOLE   125,000 0 0
GCM GROSVENOR INC *W EXP 11/17/202 36831E116   88,397 200,902 SH   SOLE   200,902 0 0
GELESIS HLDGS INC *W EXP 01/13/202 36850R113   1,780 200,000 SH   SOLE   200,000 0 0
GIGCAPITAL 5 INC *W EXP 03/28/202 37519U117   14,875 425,000 SH   SOLE   425,000 0 0
GLOBAL BLUE GROUP HOLDING AG *W EXP 08/28/202 H33700115   232,506 747,366 SH   SOLE   747,366 0 0
GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102   2,998,565 296,594 SH   SOLE   296,594 0 0
GLOBAL PARTNER ACQISTN CORP *W EXP 01/14/202 G3934P128   1,483 49,432 SH   SOLE   49,432 0 0
GLOBAL TECHNOLGY ACQSTN CORP CLASS A ORD G3934N107   1,028,000 100,000 SH   SOLE   100,000 0 0
GLOBAL TECHNOLGY ACQSTN CORP *W EXP 10/19/202 G3934N115   1,500 50,000 SH   SOLE   50,000 0 0
GOGORO INC *W EXP 04/04/202 G9491K113   26,250 75,000 SH   SOLE   75,000 0 0
GOGREEN INVESTMENTS CORP ORD SHS CL A G9461B101   1,038,000 100,000 SH   SOLE   100,000 0 0
GOGREEN INVESTMENTS CORP *W EXP 05/31/202 G9461B119   16,500 50,000 SH   SOLE   50,000 0 0
GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206   954,805 357,605 SH   SOLE   357,605 0 0
GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3   23,205,020 19,000,000 PRN   SOLE   19,000,000 0 0
GRANITE RIDGE RESOURCES INC *W EXP 10/24/202 387432115   143,750 125,000 SH   SOLE   125,000 0 0
GREENLIGHT BIOSCIENCS HLDS P *W EXP 02/02/202 39536G113   6,375 75,000 SH   SOLE   75,000 0 0
GRINDR INC *W EXP 11/18/202 39854F119   24,000 50,000 SH   SOLE   50,000 0 0
GROUPON INC NOTE 1.125% 3/1 399473AF4   3,570,605 6,000,000 PRN   SOLE   6,000,000 0 0
GROVE COLLABORATIVE HOLD INC *W EXP 06/16/202 39957D110   4,000 40,000 SH   SOLE   40,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7   6,231,252 5,840,000 PRN   SOLE   5,840,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8   35,566,979 38,000,000 PRN   SOLE   38,000,000 0 0
GX ACQUISITION CORP II CLASS A COM 36260F105   1,001,000 100,000 SH   SOLE   100,000 0 0
GX ACQUISITION CORP II *W EXP 03/17/202 36260F113   26,333 33,333 SH   SOLE   33,333 0 0
HARMONIC INC DBCV 2.000% 9/0 413160AD4   32,600,117 20,500,000 SH   SOLE   20,500,000 0 0
HEALTH CATALYST INC NOTE 2.500% 4/1 42225TAB3   7,554,121 8,610,000 PRN   SOLE   8,610,000 0 0
HEALTHCARE AI ACQUISITION CO CLASS A ORD SHS G4373K109   2,052,000 200,000 SH   SOLE   200,000 0 0
HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117   6,000 100,000 SH   SOLE   100,000 0 0
HEARTLAND MEDIA ACQUISITION CL A COM 42237V108   1,525,500 150,000 SH   SOLE   150,000 0 0
HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116   2,940 75,000 SH   SOLE   75,000 0 0
HPX CORP *W EXP 07/14/202 G32219126   63,000 150,000 SH   SOLE   150,000 0 0
HUBSPOT INC NOTE 0.375% 6/0 443573AD2   38,132,481 30,821,000 PRN   SOLE   30,821,000 0 0
HYZON MOTORS INC *W EXP 10/02/202 44951Y110   10,489 80,127 SH   SOLE   80,127 0 0
I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2   9,971,505 11,000,000 PRN   SOLE   11,000,000 0 0
ICONIC SPORTS ACQUISITION CO CL A ORD SHS G4712C107   5,170,000 500,000 SH   SOLE   500,000 0 0
ICONIC SPORTS ACQUISITION CO *W EXP 10/12/202 G4712C115   33,600 250,000 SH   SOLE   250,000 0 0
IG ACQUISITION CORP *W EXP 10/05/202 449534114   1,310 50,000 SH   SOLE   50,000 0 0
INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS G4761A101   252,000 25,000 SH   SOLE   25,000 0 0
INDUSTRIAL TECH ACQSTNS II I CLASS A COM 45635R108   1,018,000 100,000 SH   SOLE   100,000 0 0
INDUSTRIAL TECH ACQSTNS II I *W EXP 03/31/202 45635R116   4,000 50,000 SH   SOLE   50,000 0 0
INFINERA CORP DEBT 3.750% 8/0 45667GAF0   42,769,724 34,000,000 SH   SOLE   34,000,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3   10,112,897 9,000,000 PRN   SOLE   9,000,000 0 0
INFINITE ACQUISITION CORP CL A ORD SHS G48028107   1,281,250 125,000 SH   SOLE   125,000 0 0
INFINITE ACQUISITION CORP *W EXP 11/23/202 G48028123   4,125 62,500 SH   SOLE   62,500 0 0
INFINT ACQUISITION CORP CL A ORD SHS G47862100   2,009,840 194,000 SH   SOLE   194,000 0 0
INFINT ACQUISITION CORP *W EXP 99/99/999 G47862126   8,000 100,000 SH   SOLE   100,000 0 0
INNOVATIVE INTL ACQUSITIN CO CLASS A ORD G4809M109   4,120,000 400,000 SH   SOLE   400,000 0 0
INNOVATIVE INTL ACQUSITIN CO *W EXP 07/01/202 G4809M125   5,040 200,000 SH   SOLE   200,000 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9   101,570,644 67,410,000 PRN   SOLE   67,410,000 0 0
INSPIRATO INCORPORATED *W EXP 02/11/202 45791E115   3,296 37,500 SH   SOLE   37,500 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7   4,245,362 3,000,000 PRN   SOLE   3,000,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1   6,347,243 6,500,000 PRN   SOLE   6,500,000 0 0
INTELLIGENT MEDI ACQSITN COR CLASS A COM 45828D106   2,570,000 250,000 SH   SOLE   250,000 0 0
INTELLIGENT MEDI ACQSITN COR *W EXP 11/05/202 45828D114   1,338 125,000 SH   SOLE   125,000 0 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7   2,792,538 2,893,000 PRN   SOLE   2,893,000 0 0
INVACARE CORP NOTE 4.250% 3/1 461203AQ4   4,499,999 15,000,000 PRN   SOLE   15,000,000 0 0
INVACARE CORP NOTE 5.000%11/1 461203AL5   622,500 2,075,000 PRN   SOLE   2,075,000 0 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2   10,103,291 10,857,000 PRN   SOLE   10,857,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6   92,463,904 101,490,000 PRN   SOLE   101,490,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5   12,996,787 12,000,000 PRN   SOLE   12,000,000 0 0
ITIQUIRA ACQUISITION CORP CL A SHS G49773107   504,500 50,000 SH   SOLE   50,000 0 0
ITIQUIRA ACQUISITION CORP *W EXP 02/03/202 G49773115   188 25,000 SH   SOLE   25,000 0 0
JACK CREEK INVESTMENT CORP CL A SHS G4989X115   5,568,542 549,708 SH   SOLE   549,708 0 0
JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123   57,747 274,854 SH   SOLE   274,854 0 0
JACKSON ACQUISITION CO COM CL A 46653C106   3,538,500 350,000 SH   SOLE   350,000 0 0
JACKSON ACQUISITION CO *W EXP 99/99/999 46653C114   998 175,000 SH   SOLE   175,000 0 0
JASPER THERAPEUTICS INC *W EXP 09/24/202 471871111   7,500 250,000 SH   SOLE   250,000 0 0
JAWS HURRICANE ACQUISITN COR CLASS A COM 47201B103   997,000 100,000 SH   SOLE   100,000 0 0
JAWS HURRICANE ACQUISITN COR *W EXP 03/26/202 47201B111   4,013 25,000 SH   SOLE   25,000 0 0
JAWS JUGGERNAUT ACQUISITN CO CLASS A ORD SHS G50735102   1,005,800 100,000 SH   SOLE   100,000 0 0
JAWS JUGGERNAUT ACQUISITN CO *W EXP 06/17/202 G50735110   1,570 25,000 SH   SOLE   25,000 0 0
JAWS MUSTANG ACQUISITION COR SHS CL A G50737108   2,526,250 250,000 SH   SOLE   250,000 0 0
JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124   2,644 40,680 SH   SOLE   40,680 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3   66,165,989 66,546,000 PRN   SOLE   66,546,000 0 0
JUNIPER II CORP CL A COM 48203N103   2,542,500 250,000 SH   SOLE   250,000 0 0
JUNIPER II CORP *W EXP 99/99/999 48203N111   20,425 125,000 SH   SOLE   125,000 0 0
KADEM SUSTAINABLE IMPACT COR CLASS A COM 48284E105   17,351,900 1,730,000 SH   SOLE   1,730,000 0 0
KADEM SUSTAINABLE IMPACT COR *W EXP 03/16/202 48284E113   8,910 865,000 SH   SOLE   865,000 0 0
KAIROS ACQUISITION CORP CL A SHS G52110114   2,515,728 249,700 SH   SOLE   249,700 0 0
KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106   13 125,000 SH   SOLE   125,000 0 0
KALERA PUBLIC LIMITED CO *W EXP 06/28/202 G52251116   1,500 60,000 SH   SOLE   60,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2   42,482,251 20,053,000 PRN   SOLE   20,053,000 0 0
KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103   2,293,875 225,000 SH   SOLE   225,000 0 0
KENSINGTON CAPITAL ACQUISITI *W EXP 99/99/999 G5251K129   28,688 168,750 SH   SOLE   168,750 0 0
KERNEL GROUP HOLDINGS INC CL A SHS G5259L103   1,332,604 131,941 SH   SOLE   131,941 0 0
KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129   356 62,500 SH   SOLE   62,500 0 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102   1,518,536 152,540 SH   SOLE   152,540 0 0
KHOSLA VENTURES ACQUISITION CL A 482504107   2,768,442 277,399 SH   SOLE   277,399 0 0
KINS TECHNOLOGY GROUP INC *W EXP 10/14/202 49714K117   4,515 150,000 SH   SOLE   150,000 0 0
KISMET ACQUISITION TWO CORP CL A SHS G52807107   1,102,746 109,291 SH   SOLE   109,291 0 0
KISMET ACQUISITION TWO CORP *W EXP 06/30/202 G52807115   91 36,530 SH   SOLE   36,530 0 0
KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117   1,980 25,000 SH   SOLE   25,000 0 0
KORE GROUP HLDGS INC *W EXP 09/30/202 50066V115   6,210 50,000 SH   SOLE   50,000 0 0
L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117   1,477 33,333 SH   SOLE   33,333 0 0
LAMF GLOBAL VENTURES CORP I CLASS A ORD G5338L108   3,075,000 300,000 SH   SOLE   300,000 0 0
LAMF GLOBAL VENTURES CORP I *W EXP 11/05/202 G5338L124   12,000 150,000 SH   SOLE   150,000 0 0
LANVIN GROUP HOLDINGS LIMITE *W EXP 99/99/999 G5380J118   6,000 20,000 SH   SOLE   20,000 0 0
LAVA MEDTECH ACQUISITION COR CLASS A COM 519345102   2,547,500 250,000 SH   SOLE   250,000 0 0
LAVA MEDTECH ACQUISITION COR *W EXP 10/21/202 519345110   638 125,000 SH   SOLE   125,000 0 0
LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103   6,054,586 599,464 SH   SOLE   599,464 0 0
LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111   719 119,892 SH   SOLE   119,892 0 0
L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125   1,010,000 100,000 SH   SOLE   100,000 0 0
LDH GROWTH CORP I CLASS A ORD SHS G54094100   201,400 20,000 SH   SOLE   20,000 0 0
LEAFLY HOLDINGS INC *W EXP 02/04/202 52178J113   14,301 286,595 SH   SOLE   286,595 0 0
LEO HLDGS CORP II COM CL A G5463R102   3,027,000 300,000 SH   SOLE   300,000 0 0
LEVERE HOLDINGS CORP CLASS A ORD SHS G5462L106   883,008 87,600 SH   SOLE   87,600 0 0
LEVERE HOLDINGS CORP *W EXP 03/09/202 G5462L122   1,168 29,199 SH   SOLE   29,199 0 0
LF CAPITAL ACQUISITION CORP CLASS A COM 50202D102   2,052,000 200,000 SH   SOLE   200,000 0 0
LF CAPITAL ACQUISITION CORP *W EXP 02/19/202 50202D110   2,500 100,000 SH   SOLE   100,000 0 0
LIBERTY RES ACQUISITION CORP CLASS A COM 53118A105   1,531,500 150,000 SH   SOLE   150,000 0 0
LIBERTY RES ACQUISITION CORP *W EXP 10/31/202 53118A113   15,000 150,000 SH   SOLE   150,000 0 0
LILIUM N V *W EXP 09/14/202 N52586117   4,124 41,999 SH   SOLE   41,999 0 0
LIVE OAK MOBILITY ACQUISI CO COM CL A 538126103   2,011,000 200,000 SH   SOLE   200,000 0 0
LIVE OAK MOBILITY ACQUISI CO *W EXP 03/04/202 538126111   5,600 39,999 SH   SOLE   39,999 0 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4   18,502,115 7,667,000 PRN   SOLE   7,667,000 0 0
LIVEPERSON INC NOTE 0.750% 3/0 538146AB7   27,803,751 29,500,000 PRN   SOLE   29,500,000 0 0
LIVEPERSON INC NOTE 12/1 538146AD3   14,086,707 19,516,000 PRN   SOLE   19,516,000 0 0
LIVEWIRE GROUP INC *W EXP 09/26/202 53838J113   44,226 160,820 SH   SOLE   160,820 0 0
LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1   13,512,273 15,415,000 PRN   SOLE   15,415,000 0 0
LOCAL BOUNTI CORP *W EXP 99/99/999 53960E114   3,675 22,298 SH   SOLE   22,298 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5   21,916,965 20,744,000 PRN   SOLE   20,744,000 0 0
LYFT INC NOTE 1.500% 5/1 55087PAB0   12,807,055 14,500,000 PRN   SOLE   14,500,000 0 0
MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6   13,934,807 14,000,000 PRN   SOLE   14,000,000 0 0
M3 BRIGADE ACQUISITION III CL A COM 55407R103   10,140,000 1,000,000 SH   SOLE   1,000,000 0 0
M3 BRIGADE ACQUISITION III *W EXP 07/31/202 55407R111   139,967 333,333 SH   SOLE   333,333 0 0
M3 BRIGADE ACQUISITION II CO COM CL A 553800103   495,509 49,452 SH   SOLE   49,452 0 0
MAGNUM OPUS ACQUISITION LTD SHS CL A G5S70A104   2,568,696 254,831 SH   SOLE   254,831 0 0
MALACCA STRAITS ACQUISITION *W EXP 06/30/202 G5859B109   653 32,637 SH   SOLE   32,637 0 0
MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5   12,060,626 10,000,000 PRN   SOLE   10,000,000 0 0
MARKFORGED HOLDING CORPORATI *W EXP 07/14/202 57064N110   5,887 28,034 SH   SOLE   28,034 0 0
MARLIN TECHNOLOGY CORP CL A SHS G58411102   3,545,500 350,000 SH   SOLE   350,000 0 0
MARLIN TECHNOLOGY CORP *W EXP 01/12/202 G58411110   187 116,666 SH   SOLE   116,666 0 0
MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106   1,986,007 198,700 SH   SOLE   198,700 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4   81,418,729 40,000,000 PRN   SOLE   40,000,000 0 0
MERCATO PARTNERS ACQUISITION CLASS A COM 58759A108   5,115,000 500,000 SH   SOLE   500,000 0 0
MERCATO PARTNERS ACQUISITION *W EXP 99/99/999 58759A116   3,775 250,000 SH   SOLE   250,000 0 0
MODEL N INC NOTE 2.625% 6/0 607525AB8   29,870,289 21,970,000 PRN   SOLE   21,970,000 0 0
MONEYLION INC *W EXP 09/22/202 60938K114   5,826 141,750 SH   SOLE   141,750 0 0
MONTEREY BIO ACQUISITION COR *W EXP 10/05/202 61240F116   8,125 250,000 SH   SOLE   250,000 0 0
MORINGA ACQUISITION CORP CL A SHS G6S23K108   1,007,000 100,000 SH   SOLE   100,000 0 0
MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124   5,300 50,000 SH   SOLE   50,000 0 0
MOTIVE CAPITAL CORP II CL A ORD G6293R106   2,557,500 250,000 SH   SOLE   250,000 0 0
MOTIVE CAPITAL CORP II *W EXP 99/99/999 G6293R114   3,342 83,333 SH   SOLE   83,333 0 0
MOUNTAIN & CO I ACQUISITN CO CLASS A ORD G6301J104   1,816,500 175,000 SH   SOLE   175,000 0 0
MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112   2,625 87,500 SH   SOLE   87,500 0 0
NABORS ENERGY TRANSITION COR CL A COM 629567108   3,081,000 300,000 SH   SOLE   300,000 0 0
NABORS ENERGY TRANSITION COR *W EXP 11/17/202 629567116   8,700 150,000 SH   SOLE   150,000 0 0
NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3   59,358,229 43,000,000 PRN   SOLE   43,000,000 0 0
NCL CORP LTD NOTE 1.125% 2/1 62886HBD2   6,876,535 10,000,000 PRN   SOLE   10,000,000 0 0
NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8   21,363,997 25,003,000 PRN   SOLE   25,003,000 0 0
NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6   4,875,709 7,500,000 PRN   SOLE   7,500,000 0 0
NERDY INC *W EXP 08/16/202 64081V117   6,210 27,000 SH   SOLE   27,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1   4,781,837 3,012,000 PRN   SOLE   3,012,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6   107,244,271 109,062,000 PRN   SOLE   109,062,000 0 0
NEW VISTA ACQUISITION CORP CL A SHS G6529L105   2,302,145 228,048 SH   SOLE   228,048 0 0
NEW VISTA ACQUISITION CORP *W EXP 02/01/202 G6529L121   4,386 76,015 SH   SOLE   76,015 0 0
NEWCOURT ACQUISITION CORP CLASS A ORD SHS G6448C103   3,084,000 300,000 SH   SOLE   300,000 0 0
NEWCOURT ACQUISITION CORP *W EXP 01/22/202 G6448C129   7,200 150,000 SH   SOLE   150,000 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106   686,882 9,800 SH   SOLE   9,800 0 0
NEXTERS INC *W EXP 08/26/202 G6529J118   88,862 124,999 SH   SOLE   124,999 0 0
NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101   2,020,000 200,000 SH   SOLE   200,000 0 0
NOBLE ROCK ACQUISITION CORP *W EXP 01/31/202 G6546R119   3,340 66,666 SH   SOLE   66,666 0 0
NOGIN INC *W EXP 08/26/202 65528N113   7,863 403,228 SH   SOLE   403,228 0 0
NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109   3,538,500 350,000 SH   SOLE   350,000 0 0
NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125   2,392 116,667 SH   SOLE   116,667 0 0
NORTHERN STAR INVEST CORP IV COM CL A 66575B101   1,005,000 100,000 SH   SOLE   100,000 0 0
NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119   388 16,666 SH   SOLE   16,666 0 0
NORTHERN STAR INVEST CORP II COM CL A 66574L100   1,005,000 100,000 SH   SOLE   100,000 0 0
NORTHERN STAR INVSTMNT CORP COM CLASS A 66573W107   7,014,000 700,000 SH   SOLE   700,000 0 0
NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115   1,296 20,000 SH   SOLE   20,000 0 0
NOVA LTD NOTE 10/1 66980MAB2   18,957,615 15,466,000 PRN   SOLE   15,466,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0   50,656,250 50,000,000 PRN   SOLE   50,000,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5   4,968,505 5,000,000 SH   SOLE   5,000,000 0 0
NUTANIX INC NOTE 1/1 67059NAB4   15,344,528 15,383,000 PRN   SOLE   15,383,000 0 0
NUTANIX INC NOTE 0.250%10/0 67059NAH1   25,265,512 30,000,000 PRN   SOLE   30,000,000 0 0
NUVASIVE INC NOTE 1.000% 6/0 670704AL9   95,913,350 97,539,000 PRN   SOLE   97,539,000 0 0
NWTN INC *W EXP 12/31/202 G6693P114   57,879 199,998 SH   SOLE   199,998 0 0
OCA ACQUISITION CORP COM CL A 670865104   256,750 25,000 SH   SOLE   25,000 0 0
OCA ACQUISITION CORP *W EXP 01/14/202 670865112   495 50,000 SH   SOLE   50,000 0 0
OFFERPAD SOLUTIONS INC *W EXP 09/01/202 67623L117   1,215 54,000 SH   SOLE   54,000 0 0
OKTA INC NOTE 0.375% 6/1 679295AF2   23,361,386 27,561,000 PRN   SOLE   27,561,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0   30,665,838 10,177,000 PRN   SOLE   10,177,000 0 0
ON SEMICONDUCTOR CORP NOTE 5/0 682189AS4   7,160,844 5,394,000 PRN   SOLE   5,394,000 0 0
THE ONCOLOGY INSTITUTE INC *W EXP 11/15/202 68236X118   2,753 25,000 SH   SOLE   25,000 0 0
OWLET INC *W EXP 09/14/202 69120X115   4,000 100,000 SH   SOLE   100,000 0 0
P3 HEALTH PARTNERS INC *W EXP 11/19/202 744413113   14,087 100,624 SH   SOLE   100,624 0 0
PAGAYA TECHNOLOGIES LTD *W EXP 09/01/202 M7S64L107   6,327 66,667 SH   SOLE   66,667 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7   186,292,343 117,463,000 PRN   SOLE   117,463,000 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2   106,139,289 71,793,000 PRN   SOLE   71,793,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AD9   9,254,565 9,000,000 PRN   SOLE   9,000,000 0 0
PAPAYA GRWT OPPORTUNITY CORP CLASS A COM 69882P102   2,553,750 250,000 SH   SOLE   250,000 0 0
PAPAYA GRWT OPPORTUNITY CORP *W EXP 12/31/202 69882P110   9,938 125,000 SH   SOLE   125,000 0 0
PATHFINDER ACQUISITION CORP CL A G04119106   3,158,123 313,617 SH   SOLE   313,617 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9   2,009,330 2,010,000 SH   SOLE   2,010,000 0 0
PEAR THERAPEUTICS INC *W EXP 12/03/202 704723113   4,963 33,333 SH   SOLE   33,333 0 0
PEARL HOLDINGS ACQUISITN COR CLASS A ORD SHS G44525106   767,250 75,000 SH   SOLE   75,000 0 0
PEARL HOLDINGS ACQUISITN COR *W EXP 12/15/202 G44525114   2,621 37,500 SH   SOLE   37,500 0 0
PEGASUS DIGITAL MOBILITY ACQ CL A ORD SHS G69768102   9,509,000 925,000 SH   SOLE   925,000 0 0
PEGASUS DIGITAL MOBILITY ACQ *W EXP 99/99/999 G69768110   11,516 462,500 SH   SOLE   462,500 0 0
PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9   25,200,065 29,000,000 PRN   SOLE   29,000,000 0 0
PERCEPTION CAPITAL CORP II *W EXP 10/25/202 G7007D110   2,970 150,000 SH   SOLE   150,000 0 0
PERFECT CORP *W EXP 99/99/999 G7006A117   7,690 50,000 SH   SOLE   50,000 0 0
PERIDOT ACQUISITION CORP II SHS CL A G7008B105   2,527,500 250,000 SH   SOLE   250,000 0 0
PERIDOT ACQUISITION CORP II *W EXP 04/30/202 G7008B121   2,335 50,000 SH   SOLE   50,000 0 0
PG&E CORP UNIT 08/16/2023 69331C140   3,599,000 25,000 SH   SOLE   25,000 0 0
PHOENIX BIOTECH ACQUISITION CLASS A COM 71902K105   1,027,030 100,000 SH   SOLE   100,000 0 0
PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113   2,155 50,000 SH   SOLE   50,000 0 0
PINE TECHNOLOGY ACQUISITN CO CLASS A COM 722850104   2,237,693 223,100 SH   SOLE   223,100 0 0
PIONEER MERGER CORP CL A SHS G7S24C103   6,978,480 688,213 SH   SOLE   688,213 0 0
PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111   33 66,666 SH   SOLE   66,666 0 0
PIVOTAL INVESTMENT CORP III COM CL A 72582M106   3,036,300 300,000 SH   SOLE   300,000 0 0
PLUM ACQUISITION CORP I CLASS A ORD SHS G7134L126   1,008,000 100,000 SH   SOLE   100,000 0 0
PLUM ACQUISITION CORP I *W EXP 03/15/202 G7134L118   366 20,000 SH   SOLE   20,000 0 0
PONTEM CORPORATION SHS CL A G71707106   2,022,000 200,000 SH   SOLE   200,000 0 0
PONTEM CORPORATION *W EXP 01/05/202 G71707122   5,333 66,666 SH   SOLE   66,666 0 0
POST HOLDINGS PARTNERING COR COM SER A 737465104   984,033 99,097 SH   SOLE   99,097 0 0
POST HOLDINGS PARTNERING COR *W EXP 04/12/202 737465112   2,643 33,032 SH   SOLE   33,032 0 0
POWERED BRANDS CL A G7209M108   505,000 50,000 SH   SOLE   50,000 0 0
POWERED BRANDS *W EXP 01/07/202 G7209M116   5 16,666 SH   SOLE   16,666 0 0
PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129   1,990 100,000 SH   SOLE   100,000 0 0
PRIVETERRA ACQUISITION CORP CL A 74275N102   5,022,337 499,735 SH   SOLE   499,735 0 0
PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110   7,600 166,666 SH   SOLE   166,666 0 0
PROCAPS GROUP SA *W EXP 09/29/202 L7756P110   185,760 400,000 SH   SOLE   400,000 0 0
PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6   5,290,018 5,141,000 PRN   SOLE   5,141,000 0 0
PROJECT ENERGY REIMAGINED AC CLASS A ORD G72556106   12,461,625 1,237,500 SH   SOLE   1,237,500 0 0
PROJECT ENERGY REIMAGINED AC *W EXP 10/28/202 G72556114   24,750 618,750 SH   SOLE   618,750 0 0
PROOF ACQUISITION CORP I CL A COM 74349W104   4,068,000 400,000 SH   SOLE   400,000 0 0
PROOF ACQUISITION CORP I *W EXP 99/99/999 74349W112   6,140 200,000 SH   SOLE   200,000 0 0
PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6   24,384,433 25,942,000 PRN   SOLE   25,942,000 0 0
PROSPECTOR CAPITAL CORP CL A G7273A105   995,000 100,000 SH   SOLE   100,000 0 0
PROSPECTOR CAPITAL CORP *W EXP 01/11/202 G7273A113   570 33,333 SH   SOLE   33,333 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8   75,210,715 69,395,000 PRN   SOLE   69,395,000 0 0
PYROPHYTE ACQUISITION CORP CL A ORD SHS G7308P101   3,099,000 300,000 SH   SOLE   300,000 0 0
PYROPHYTE ACQUISITION CORP *W EXP 05/03/202 G7308P127   11,250 150,000 SH   SOLE   150,000 0 0
Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6   45,466,400 54,558,000 PRN   SOLE   54,558,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1   5,946,289 7,229,000 PRN   SOLE   7,229,000 0 0
QUANTUM FINTECH ACQUISTIN CO COMMON STOCK 74767A105   2,688,506 267,513 SH   SOLE   267,513 0 0
RAPID7 INC NOTE 0.250% 3/1 753422AF1   44,309,850 56,342,000 PRN   SOLE   56,342,000 0 0
RAPID7 INC NOTE 2.250% 5/0 753422AD6   49,628,713 51,336,000 PRN   SOLE   51,336,000 0 0
RCF ACQUISITION CORP CL A COM G7330C102   2,052,000 200,000 SH   SOLE   200,000 0 0
RCF ACQUISITION CORP *W EXP 99/99/999 G7330C110   7,390 100,000 SH   SOLE   100,000 0 0
RENEW ENERGY GLOBAL PLC *W EXP 08/21/202 G7500M120   91,583 116,666 SH   SOLE   116,666 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5   16,162,475 10,198,000 PRN   SOLE   10,198,000 0 0
RESERVOIR MEDIA INC *W EXP 08/26/202 76119X113   32,500 25,000 SH   SOLE   25,000 0 0
REVELSTONE CAPITAL ACQSTN CO CLASS A COM 76137R106   13,540,500 1,350,000 SH   SOLE   1,350,000 0 0
REVELSTONE CAPITAL ACQSTN CO *W EXP 09/15/202 76137R114   67,500 675,000 SH   SOLE   675,000 0 0
RICE ACQUISITION CORP II SHS CL A G75529100   1,017,000 100,000 SH   SOLE   100,000 0 0
RICE ACQUISITION CORP II *W EXP 99/99/999 G75529126   31,250 25,000 SH   SOLE   25,000 0 0
RIGEL RESOURCE ACQ CORP CL A ORD SHS G7573M106   4,630,500 450,000 SH   SOLE   450,000 0 0
RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114   22,500 225,000 SH   SOLE   225,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4   29,802,541 34,503,000 PRN   SOLE   34,503,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAH0   32,681,641 41,500,000 PRN   SOLE   41,500,000 0 0
RMG ACQUISITION CORP III CL A SHS G76088106   3,025,500 300,000 SH   SOLE   300,000 0 0
RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122   1,800 59,999 SH   SOLE   59,999 0 0
ROCKET INTERNET GRWT OPRT CO SHS CL A G7613T103   1,010,000 100,000 SH   SOLE   100,000 0 0
ROIVANT SCIENCES LTD *W EXP 09/30/202 G76279119   388,000 200,000 SH   SOLE   200,000 0 0
ROSE HILL ACQUISITION CORP CLASS A ORD G7637J107   1,032,000 100,000 SH   SOLE   100,000 0 0
ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123   5,000 50,000 SH   SOLE   50,000 0 0
ROSECLIFF ACQUISITION CORP I *W EXP 02/11/202 77732R111   2,000 66,666 SH   SOLE   66,666 0 0
ROSS ACQUISITION CORP II SHS CL A G7641C106   2,024,000 200,000 SH   SOLE   200,000 0 0
ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114   3,340 66,666 SH   SOLE   66,666 0 0
RUBICON TECHNOLOGIES INC *W EXP 04/01/202 78112J117   11,375 250,001 SH   SOLE   250,001 0 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2   112,055 103,000 PRN   SOLE   103,000 0 0
SARCOS TECHN AND ROBOTICS CO *W EXP 09/24/202 80359A114   939 24,900 SH   SOLE   24,900 0 0
SAREPTA THERAPEUTICS INC DEBT 1.250% 9/1 803607AC4   34,822,164 30,000,000 SH   SOLE   30,000,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6   71,834,226 38,394,000 SH   SOLE   38,394,000 0 0
SATELLOGIC INC *W EXP 01/25/202 G7823S119   20,375 91,779 SH   SOLE   91,779 0 0
SCHULTZE SPL PURP ACQ CORP I CLASS A COM 808212104   7,499,250 742,500 SH   SOLE   742,500 0 0
SCHULTZE SPL PURP ACQ CORP I *W EXP 04/13/202 808212112   4,195 371,250 SH   SOLE   371,250 0 0
SCION TECH GROWTH II CL A SHS G31070108   1,518,000 150,000 SH   SOLE   150,000 0 0
SCION TECH GROWTH II *W EXP 01/28/202 G31070116   180 50,000 SH   SOLE   50,000 0 0
SCULPTOR ACQUISITION CORP I CL A COM G7T983103   2,565,000 250,000 SH   SOLE   250,000 0 0
SCULPTOR ACQUISITION CORP I *W EXP 99/99/999 G7T983111   6,475 125,000 SH   SOLE   125,000 0 0
SEA LTD NOTE 2.375%12/0 81141RAF7   4,960,214 5,000,000 PRN   SOLE   5,000,000 0 0
SEASTAR MEDICAL HOLDING CORP *W EXP 10/28/202 81256L112   3,600 40,000 SH   SOLE   40,000 0 0
SELINA HOSPITALITY PLC *W EXP 10/27/202 G8059B119   10,031 125,393 SH   SOLE   125,393 0 0
SEMANTIX INC *W EXP 08/03/202 G6332A114   748 25,000 SH   SOLE   25,000 0 0
SEMPER PARATUS ACQUISITION C CLASS A ORD G8028L107   2,582,500 250,000 SH   SOLE   250,000 0 0
SEMPER PARATUS ACQUISITION C *W EXP 11/04/202 G8028L131   938 125,000 SH   SOLE   125,000 0 0
SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116   15,025 250,000 SH   SOLE   250,000 0 0
SHAPEWAYS HOLDINGS INC *W EXP 09/29/202 81947T110   4,020 237,885 SH   SOLE   237,885 0 0
SHARECARE INC *W EXP 07/01/202 81948W112   11,340 80,999 SH   SOLE   80,999 0 0
SHOULDERUP TECHNOLOGY ACQUIS CL A COM 82537G104   2,295,000 225,000 SH   SOLE   225,000 0 0
SHOULDERUP TECHNOLOGY ACQUIS *W EXP 11/17/202 82537G112   2,250 112,500 SH   SOLE   112,500 0 0
SIGNA SPORTS UNITED NV *W EXP 99/99/999 N80029114   18,573 233,333 SH   SOLE   233,333 0 0
SILVER SPIKE ACQUISITN CORP CLASS A ORD SHS G8201H105   1,009,000 100,000 SH   SOLE   100,000 0 0
SILVER SPIKE ACQUISITN CORP *W EXP 02/26/202 G8201H113   750 25,000 SH   SOLE   25,000 0 0
SIZZLE ACQUISITION CORP COMMON STOCK 83014E109   2,044,000 200,000 SH   SOLE   200,000 0 0
SIZZLE ACQUISITION CORP *W EXP 11/02/202 83014E117   30,000 100,000 SH   SOLE   100,000 0 0
SKY HARBOUR GROUP CORPORATIO *W EXP 10/21/202 83085C115   24,813 125,000 SH   SOLE   125,000 0 0
SLAM CORP CL A SHS G8210L105   2,527,500 250,000 SH   SOLE   250,000 0 0
SLAM CORP *W EXP 02/23/202 G8210L121   5,500 62,500 SH   SOLE   62,500 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2   21,800,639 25,500,000 PRN   SOLE   25,500,000 0 0
SNAP INC NOTE 5/0 83304AAF3   28,456,589 40,485,000 PRN   SOLE   40,485,000 0 0
SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103   754,500 75,000 SH   SOLE   75,000 0 0
SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105   753,750 75,000 SH   SOLE   75,000 0 0
SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110   2,990 50,000 SH   SOLE   50,000 0 0
SOUTHPORT ACQUISITION CORP CL A COM 84465L105   3,054,000 300,000 SH   SOLE   300,000 0 0
SOUTHPORT ACQUISITION CORP *W EXP 99/99/999 84465L113   3,405 150,000 SH   SOLE   150,000 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8   2,044,091 2,500,000 PRN   SOLE   2,500,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8   26,894,242 27,800,000 PRN   SOLE   27,800,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6   16,173,936 17,010,000 PRN   SOLE   17,010,000 0 0
SPOTIFY USA INC NOTE 3/1 84921RAB6   25,879,441 32,000,000 PRN   SOLE   32,000,000 0 0
SPRINGBIG HOLDINGS INC *W EXP 06/14/202 85021Q116   1,055 50,000 SH   SOLE   50,000 0 0
ST ENERGY TRANSITION I LTD CL A ORD SHS G8465L107   511,000 50,000 SH   SOLE   50,000 0 0
ST ENERGY TRANSITION I LTD *W EXP 12/02/202 G8465L115   1,500 25,000 SH   SOLE   25,000 0 0
STRIDE INC NOTE 1.125% 9/0 86333MAA6   5,405,577 6,000,000 PRN   SOLE   6,000,000 0 0
SUNLIGHT FINANCIAL HOLDINGS *W EXP 07/09/202 86738J114   22,606 141,200 SH   SOLE   141,200 0 0
SUPERNOVA PARTN ACQ CO III L SHS CL A G8T90F102   1,008,000 100,000 SH   SOLE   100,000 0 0
SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128   460 20,000 SH   SOLE   20,000 0 0
SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0   95,739,137 96,994,000 PRN   SOLE   96,994,000 0 0
SUSTAINABLE DEVELP ACQU I CO COM CL A 86934L103   754,500 75,000 SH   SOLE   75,000 0 0
SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111   1,500 37,500 SH   SOLE   37,500 0 0
SVF INVESTMENT CORP 2 CL A SHS G8601M100   121,080 12,000 SH   SOLE   12,000 0 0
SVF INVESTMENT CORP CL A SHS G8601L102   1,516,500 150,000 SH   SOLE   150,000 0 0
SVF INVESTMENT CORP *W EXP 01/12/202 G8601L128   466 18,000 SH   SOLE   18,000 0 0
SWVL HOLDINGS CORP *W EXP 03/31/202 G86302117   1,990 100,000 SH   SOLE   100,000 0 0
SYSTEM1 INC *W EXP 99/99/999 87200P117   28,176 60,750 SH   SOLE   60,750 0 0
TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101   1,009,000 100,000 SH   SOLE   100,000 0 0
TALON 1 ACQUISITION CORP CLASS A ORD G86656108   2,333,250 225,000 SH   SOLE   225,000 0 0
TALON 1 ACQUISITION CORP *W EXP 07/30/202 G86656116   2,250 112,500 SH   SOLE   112,500 0 0
TARGET GLOBAL ACQUISI I CORP CLASS A ORD SHS G8675N109   1,280,000 125,000 SH   SOLE   125,000 0 0
TARGET GLOBAL ACQUISI I CORP *W EXP 12/08/202 G8675N125   5,429 41,666 SH   SOLE   41,666 0 0
TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112   22,515 150,000 SH   SOLE   150,000 0 0
TCV ACQUISITION CORP CL A SHS G8704C124   250,125 25,000 SH   SOLE   25,000 0 0
TECH AND ENERGY TRANSITION CLASS A COM 87823R102   1,003,000 100,000 SH   SOLE   100,000 0 0
TECH AND ENERGY TRANSITION *W EXP 03/31/202 87823R110   1,103 33,332 SH   SOLE   33,332 0 0
TECHTARGET INC NOTE 12/1 87874RAC4   9,605,896 12,500,000 PRN   SOLE   12,500,000 0 0
TECHTARGET INC NOTE 0.125%12/1 87874RAB6   196,423 213,000 PRN   SOLE   213,000 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   15,441,708 20,000,000 PRN   SOLE   20,000,000 0 0
TEMPO AUTOMATION HOLDINGS IN *W EXP 09/30/202 88024M116   7,879 133,769 SH   SOLE   133,769 0 0
TH INTERNATIONAL LIMITED *W EXP 09/28/202 G8656L114   21,018 175,001 SH   SOLE   175,001 0 0
THUNDER BRDG CAP PRTNRS IV I CLASS A COM 88605L107   993,500 100,000 SH   SOLE   100,000 0 0
THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115   3,800 20,000 SH   SOLE   20,000 0 0
THUNDER BRIDGE CAP PRTNRS II *W EXP 02/01/202 88605T118   4,602 60,000 SH   SOLE   60,000 0 0
TKB CRITICAL TECHNOLOGIES 1 CLASS A ORD G88935112   2,060,000 200,000 SH   SOLE   200,000 0 0
TKB CRITICAL TECHNOLOGIES 1 *W EXP 10/20/202 G88935120   2,170 100,000 SH   SOLE   100,000 0 0
TLGY ACQUISITION CORPORATION CLASS A ORD SHS G8656T109   1,026,000 100,000 SH   SOLE   100,000 0 0
TLGY ACQUISITION CORPORATION *W EXP 11/09/202 G8656T125   930 50,000 SH   SOLE   50,000 0 0
TMC THE METALS COMPANY INC *W EXP 09/09/202 87261Y114   5,400 67,500 SH   SOLE   67,500 0 0
TORTOISEECOFIN ACQUISITION C SHS CL A G8956E109   1,492,500 150,000 SH   SOLE   150,000 0 0
TORTOISEECOFIN ACQUISITION C *W EXP 07/22/202 G8956E117   7,500 37,500 SH   SOLE   37,500 0 0
TRINE II ACQUISITION CORP CL A ORD SHS G9059F100   1,030,500 100,000 SH   SOLE   100,000 0 0
TRINE II ACQUISITION CORP *W EXP 99/99/999 G9059F118   3,995 50,000 SH   SOLE   50,000 0 0
TWELVE SEAS INVESTMENT CO II COM CL A 90118T106   1,005,000 100,000 SH   SOLE   100,000 0 0
TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114   527 33,333 SH   SOLE   33,333 0 0
TWIN RIDGE CAPITAL ACQUIS CO SHS CL A G9151L104   2,018,000 200,000 SH   SOLE   200,000 0 0
TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120   2,007 66,666 SH   SOLE   66,666 0 0
TWO COM CL A G9152V101   1,007,000 100,000 SH   SOLE   100,000 0 0
TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101   1,115,662 110,396 SH   SOLE   110,396 0 0
TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119   1,184 48,333 SH   SOLE   48,333 0 0
UNDER ARMOUR INC NOTE 1.500% 6/0 904311AC1   10,834,217 9,651,000 PRN   SOLE   9,651,000 0 0
UNITY SOFTWARE INC NOTE 11/1 91332UAB7   41,273,665 54,750,000 PRN   SOLE   54,750,000 0 0
UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3   9,468,000 17,500,000 PRN   SOLE   17,500,000 0 0
UPWORK INC NOTE 0.250% 8/1 91688FAB0   21,539,888 28,500,000 PRN   SOLE   28,500,000 0 0
UTA ACQUISITION CORPORATION CLASS A ORD SHS G9473A109   1,531,500 150,000 SH   SOLE   150,000 0 0
UTA ACQUISITION CORPORATION *W EXP 10/30/202 G9473A117   7,500 75,000 SH   SOLE   75,000 0 0
UWM HOLDINGS CORPORATION *W EXP 01/21/202 91823B117   2,570 20,560 SH   SOLE   20,560 0 0
VAHANNA TECH EDGE ACQSTN I C CLASS A ORD G9320Z109   1,024,000 100,000 SH   SOLE   100,000 0 0
VAHANNA TECH EDGE ACQSTN I C *W EXP 11/30/202 G9320Z117   525 50,000 SH   SOLE   50,000 0 0
VALENS SEMICONDUCTOR LTD *W EXP 09/30/202 M9607U107   30,615 75,000 SH   SOLE   75,000 0 0
VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2   50,936,202 43,488,000 PRN   SOLE   43,488,000 0 0
VARONIS SYS INC NOTE 1.250% 8/1 922280AB8   5,127,652 4,855,000 PRN   SOLE   4,855,000 0 0
VECTOR ACQUISITION CORP II CL A SHS G9460A104   1,010,000 100,000 SH   SOLE   100,000 0 0
VEECO INSTRS INC DEL NOTE 3.750% 6/0 922417AF7   16,919,189 11,000,000 PRN   SOLE   11,000,000 0 0
VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4   16,153,398 18,500,000 PRN   SOLE   18,500,000 0 0
VERITONE INC NOTE 1.750%11/1 92347MAB6   1,557,325 2,500,000 PRN   SOLE   2,500,000 0 0
VERTICAL AEROSPACE LTD *W EXP 09/15/202 G9471C115   31,420 100,000 SH   SOLE   100,000 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1   27,361,613 26,876,000 PRN   SOLE   26,876,000 0 0
VICARIOUS SURGICAL INC *W EXP 09/17/202 92561V117   37,500 250,000 SH   SOLE   250,000 0 0
VIEW INC *W EXP 03/08/202 92671V114   5,145 149,999 SH   SOLE   149,999 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3   10,608,655 10,903,000 PRN   SOLE   10,903,000 0 0
VMG CONSUMER ACQUISITION COR CLASS A COM 91842V102   1,268,750 125,000 SH   SOLE   125,000 0 0
VMG CONSUMER ACQUISITION COR *W EXP 11/03/202 91842V110   2,500 62,500 SH   SOLE   62,500 0 0
VROOM INC NOTE 0.750% 7/0 92918VAB5   5,238,125 14,500,000 PRN   SOLE   14,500,000 0 0
WAG GROUP CO *W EXP 07/30/202 93042P117   122,166 990,001 SH   SOLE   990,001 0 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107   3,030,000 300,000 SH   SOLE   300,000 0 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108   2,801,993 277,700 SH   SOLE   277,700 0 0
WEJO GROUP LIMITED *W EXP 11/18/202 G9525W117   8,715 175,000 SH   SOLE   175,000 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0   48,187,481 50,000,000 PRN   SOLE   50,000,000 0 0
WHEELS UP EXPERIENCE INC *W EXP 07/13/202 96328L114   6,000 100,000 SH   SOLE   100,000 0 0
WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126   11,500 50,000 SH   SOLE   50,000 0 0
WIX COM LTD NOTE 7/0 92940WAB5   13,888,042 14,275,000 PRN   SOLE   14,275,000 0 0
WIX COM LTD NOTE 8/1 92940WAD1   27,584,376 32,500,000 PRN   SOLE   32,500,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1   10,809,068 8,719,000 PRN   SOLE   8,719,000 0 0
WORLDWIDE WEBB ACQUISITION C CLASS A ORD SHS G97775103   15,300,000 1,500,000 SH   SOLE   1,500,000 0 0
WORLDWIDE WEBB ACQUISITION C *W EXP 10/20/202 G97775111   22,575 750,000 SH   SOLE   750,000 0 0
XPAC ACQUISITION CORP CLASS A ORD G9831X106   1,000,000 100,000 SH   SOLE   100,000 0 0
XPAC ACQUISITION CORP *W EXP 99/99/999 G9831X122   5,393 33,333 SH   SOLE   33,333 0 0
ZEROFOX HLDGS INC *W EXP 08/03/202 98955G111   11,363 75,000 SH   SOLE   75,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4   2,886,256 3,000,000 PRN   SOLE   3,000,000 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   33,287,448 31,500,000 PRN   SOLE   31,500,000 0 0