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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
10X CAPITAL VENTURE ACQ III *W EXP 06/30/202 G87077114   5,000 125,000 SH   SOLE   125,000 0 0
26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118   4,950 75,000 SH   SOLE   75,000 0 0
3D SYS CORP DEL NOTE 11/1 88554DAD8   9,483,298 12,500,000 PRN   SOLE   12,500,000 0 0
7GC & CO HOLDINGS INC *W EXP 12/28/202 81786A115   4,500 50,000 SH   SOLE   50,000 0 0
8X8 INC NEW NOTE 4.000% 2/0 282914AE0   13,278,110 15,000,000 PRN   SOLE   15,000,000 0 0
ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1   34,637,170 34,804,000 PRN   SOLE   34,804,000 0 0
ACHARI VENTURES HLDGS CORP I *W EXP 01/01/202 00444X119   8,000 200,000 SH   SOLE   200,000 0 0
ACROPOLIS INFRASTRUCTURE ACQ *W EXP 03/30/202 005029111   2,900 33,333 SH   SOLE   33,333 0 0
ACROPOLIS INFRASTRUCTURE ACQ CL A 005029103   761,250 75,000 SH   SOLE   75,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109   1,386,482 16,447 SH   SOLE   16,447 0 0
ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110   3,000 37,500 SH   SOLE   37,500 0 0
ADS TEC ENERGY PLC *W EXP 12/22/202 G0085J109   8,250 12,500 SH   SOLE   12,500 0 0
ADTHEORENT HOLDING COMPANY *W EXP 12/26/202 00739D117   3,793 33,333 SH   SOLE   33,333 0 0
AEYE INC *W EXP 09/30/202 008183113   698 74,249 SH   SOLE   74,249 0 0
AIRBNB INC NOTE 3/1 009066AB7   25,798,498 29,500,000 PRN   SOLE   29,500,000 0 0
ALLEGO N V *W EXP 03/16/202 N0796A118   16,520 56,965 SH   SOLE   56,965 0 0
ALPHA TAU MEDICAL LTD *W EXP 03/07/202 M0740A116   59,265 150,000 SH   SOLE   150,000 0 0
ALSP ORCHID ACQUISITION CORP *W EXP 11/30/202 G0231L123   703 25,000 SH   SOLE   25,000 0 0
ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1   72,778,982 44,500,000 PRN   SOLE   44,500,000 0 0
ALTC ACQUISITION CORP COM CL A 02156V109   1,470,547 140,992 SH   SOLE   140,992 0 0
ALTERYX INC NOTE 1.000% 8/0 02156BAF0   11,895,929 14,000,000 PRN   SOLE   14,000,000 0 0
ALTERYX INC NOTE 0.500% 8/0 02156BAD5   84,888,867 89,811,000 PRN   SOLE   89,811,000 0 0
ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111   2,750 50,000 SH   SOLE   50,000 0 0
AMBIPAR EMERGENCY RESPONSE *W EXP 99/99/999 G02532110   75,015 150,000 SH   SOLE   150,000 0 0
ANDRETTI ACQUISITION CORP *W EXP 99/99/999 G26735129   7,510 100,000 SH   SOLE   100,000 0 0
ANDRETTI ACQUISITION CORP CL A ORD SHS G26735103   2,128,000 200,000 SH   SOLE   200,000 0 0
ANGHAMI INC *W EXP 02/03/202 G0369L119   9,420 200,000 SH   SOLE   200,000 0 0
ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119   2,495 50,000 SH   SOLE   50,000 0 0
AP ACQUISITION CORP *W EXP 12/07/202 G04058114   1,918 35,000 SH   SOLE   35,000 0 0
AP ACQUISITION CORP CL A ORD SHS G04058106   753,200 70,000 SH   SOLE   70,000 0 0
APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128   4,904 39,999 SH   SOLE   39,999 0 0
APPRECIATE HOLDINGS INC *W EXP 11/29/202 03832J114   2,500 83,333 SH   SOLE   83,333 0 0
APX ACQUISITION CORP I *W EXP 11/30/202 G0440J125   5,235 75,000 SH   SOLE   75,000 0 0
ARES ACQUISITION CORP II SHS CLASS A G33033104   1,015,500 100,000 SH   SOLE   100,000 0 0
ARES ACQUISITION CORP II *W EXP 99/99/999 G33033120   13,200 50,000 SH   SOLE   50,000 0 0
ARES ACQUISITION CORPORATION *W EXP 02/02/202 G33032122   64,000 80,000 SH   SOLE   80,000 0 0
ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110   12,500 50,000 SH   SOLE   50,000 0 0
ARTEMIS STRATEGIC INVT CORP *W EXP 09/30/202 04303A111   21,461 737,500 SH   SOLE   737,500 0 0
ARTEMIS STRATEGIC INVT CORP COM CL A 04303A103   15,620,250 1,475,000 SH   SOLE   1,475,000 0 0
ARYA SCIENCES ACQU CORP IV CL A G31659108   3,156,000 300,000 SH   SOLE   300,000 0 0
ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100   1,302,252 125,700 SH   SOLE   125,700 0 0
ATHENA CONSUMER ACQ CORP *W EXP 07/31/202 04684M114   5,940 100,000 SH   SOLE   100,000 0 0
ATI INC NOTE 3.500% 6/1 01741RAK8   73,486,110 25,342,000 PRN   SOLE   25,342,000 0 0
ATLANTIC COASTAL ACQUISTN CO CLASS A COM 048453104   8,240,000 800,000 SH   SOLE   800,000 0 0
ATLANTIC COASTAL AQSTN CORP CLASS A COM 04845A108   4,168,000 400,000 SH   SOLE   400,000 0 0
ATLANTIC COASTAL AQSTN CORP *W EXP 01/13/202 04845A116   6,080 200,000 SH   SOLE   200,000 0 0
BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9   2,349,979 3,000,000 PRN   SOLE   3,000,000 0 0
BATTERY FUTURE ACQUISITION C *W EXP 99/99/999 G0888J124   6,683 75,000 SH   SOLE   75,000 0 0
BATTERY FUTURE ACQUISITION C CL A ORD SHS G0888J108   1,590,000 150,000 SH   SOLE   150,000 0 0
BEARD ENERGY TRANSITION ACQ *W EXP 99/99/999 07402Q119   7,000 100,000 SH   SOLE   100,000 0 0
BENEFICIENT *W EXP 06/07/202 08178Q119   14,250 300,000 SH   SOLE   300,000 0 0
BENSON HILL INC WRNT 11.50 24 Dec 25 *W EXP 09/29/202 082490111   1,980 10,000 SH   SOLE   10,000 0 0
BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1   20,409,814 22,500,000 PRN   SOLE   22,500,000 0 0
BERKSHIRE GREY INC *W EXP 07/21/202 084656115   11,160 33,333 SH   SOLE   33,333 0 0
BEYOND MEAT INC NOTE 3/1 08862EAB5   3,975,000 15,000,000 PRN   SOLE   15,000,000 0 0
BIGBEAR AI HLDGS INC *W EXP 12/08/202 08975B117   44,000 200,000 SH   SOLE   200,000 0 0
BIGCOMMERCE HLDGS INC NOTE 0.250%10/0 08975PAB4   3,944,485 5,000,000 PRN   SOLE   5,000,000 0 0
BIOPLUS ACQUISITION CORP CLASS A ORD SHS G11217117   2,662,500 250,000 SH   SOLE   250,000 0 0
BIOPLUS ACQUISITION CORP *W EXP 12/02/202 G11217125   18,425 125,000 SH   SOLE   125,000 0 0
BLACK SPADE ACQUISITION CO *W EXP 07/16/202 G11537118   14,139 90,517 SH   SOLE   90,517 0 0
BLACK SPADE ACQUISITION CO SHS CL A G11537100   1,871,892 181,034 SH   SOLE   181,034 0 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5   10,016,508 10,000,000 PRN   SOLE   10,000,000 0 0
BLACKLINE INC NOTE 3/1 09239BAD1   57,000,072 67,000,000 PRN   SOLE   67,000,000 0 0
BLACKSKY TECHNOLOGY INC *W EXP 09/09/202 09263B116   41,760 198,855 SH   SOLE   198,855 0 0
BLEUACACIA LTD *W EXP 10/30/202 G11728113   3,760 100,000 SH   SOLE   100,000 0 0
BLEUACACIA LTD RIGHT 10/30/2026 G11728139   17,200 200,000 SH   SOLE   200,000 0 0
BLOCK INC NOTE 0.125% 3/0 852234AF0   14,212,775 15,000,000 PRN   SOLE   15,000,000 0 0
BLOCK INC NOTE 5/0 852234AJ2   4,159,110 5,000,000 PRN   SOLE   5,000,000 0 0
BLOCKCHAIN COINVSTRS ACQ CRP CLASS A ORD G11765107   3,195,000 300,000 SH   SOLE   300,000 0 0
BLOCKCHAIN COINVSTRS ACQ CRP *W EXP 11/01/202 G11765115   8,370 150,000 SH   SOLE   150,000 0 0
BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115   3,170 99,999 SH   SOLE   99,999 0 0
BOX INC NOTE 1/1 10316TAB0   8,765,758 7,032,000 PRN   SOLE   7,032,000 0 0
BRIDGER AEROSPACE GRP HLDGS *W EXP 01/24/202 96812F110   55,713 274,854 SH   SOLE   274,854 0 0
BUZZFEED INC *W EXP 12/03/202 12430A110   1,000 16,666 SH   SOLE   16,666 0 0
BYNORDIC ACQUISITION CORP *W EXP 07/01/202 124420118   41,060 742,500 SH   SOLE   742,500 0 0
BYNORDIC ACQUISITION CORP CLASS A COM 124420100   15,726,150 1,485,000 SH   SOLE   1,485,000 0 0
C5 ACQUISITION CORPORATION *W EXP 12/31/202 12530D113   1,235 25,000 SH   SOLE   25,000 0 0
CACTUS ACQUISITION CORP 1 LT *W EXP 08/17/202 G1745A124   5,500 137,500 SH   SOLE   137,500 0 0
CANNA GLOBAL ACQUISITION COR *W EXP 11/30/202 13767K119   6,990 300,000 SH   SOLE   300,000 0 0
CAPITALWORKS EMNG MKTS ACQST *W EXP 11/19/202 G1889L126   18,113 225,000 SH   SOLE   225,000 0 0
CARTICA ACQUISITION CORP *W EXP 04/30/202 G1995D117   2,300 50,000 SH   SOLE   50,000 0 0
CARTICA ACQUISITION CORP CLASS A ORD SHS G1995D109   1,064,000 100,000 SH   SOLE   100,000 0 0
CC NEUBERGER PRINCIPAL HOLDN *W EXP 02/05/202 G1992N126   8,221 41,105 SH   SOLE   41,105 0 0
CELLEBRITE DI LTD *W EXP 08/30/202 M2197Q115   167,399 134,999 SH   SOLE   134,999 0 0
CERENCE INC NOTE 3.000% 6/0 156727AB5   3,235,763 3,000,000 PRN   SOLE   3,000,000 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0   28,360,506 32,107,000 PRN   SOLE   32,107,000 0 0
CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110   6,340 100,000 SH   SOLE   100,000 0 0
CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117   1,240 25,000 SH   SOLE   25,000 0 0
CHAIN BRIDGE I *W EXP 11/10/202 G2061X110   2,650 50,000 SH   SOLE   50,000 0 0
CHART INDS INC NOTE 1.000%11/1 16115QAE0   27,803,959 10,105,000 PRN   SOLE   10,105,000 0 0
CHEGG INC NOTE 9/0 163092AF6   29,147,388 38,542,000 PRN   SOLE   38,542,000 0 0
CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115   13,508 75,000 SH   SOLE   75,000 0 0
CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110   8,400 60,000 SH   SOLE   60,000 0 0
COMERA LIFE SCIENCES HLDGS I *W EXP 03/15/202 20037C116   4,065 150,000 SH   SOLE   150,000 0 0
COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115   12,500 25,000 SH   SOLE   25,000 0 0
CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114   2,500 125,000 SH   SOLE   125,000 0 0
CONCORD ACQUISITION CORP III COM CL A 20607V106   2,600,000 250,000 SH   SOLE   250,000 0 0
CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113   4,107 66,666 SH   SOLE   66,666 0 0
CONX CORP *W EXP 10/30/202 212873111   27,000 135,000 SH   SOLE   135,000 0 0
COPA HOLDINGS SA NOTE 4.500% 4/1 21720AAB8   96,728,145 43,500,000 PRN   SOLE   43,500,000 0 0
CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113   8,440 66,666 SH   SOLE   66,666 0 0
CRESCERA CAP ACQUISITION COR *W EXP 11/18/202 G26507114   4,850 100,000 SH   SOLE   100,000 0 0
CXAPP INC *W EXP 03/14/202 23248B117   81,000 150,000 SH   SOLE   150,000 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9   36,083,871 29,000,000 PRN   SOLE   29,000,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0   399,300,520 128,059,000 PRN   SOLE   128,059,000 0 0
DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117   1,731 36,666 SH   SOLE   36,666 0 0
DIGITALOCEAN HLDGS INC NOTE 12/0 25402DAB8   7,876,084 10,000,000 PRN   SOLE   10,000,000 0 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6   14,534,720 27,500,000 PRN   SOLE   27,500,000 0 0
DISTOKEN ACQUISITION CORP ORDINARY SHARES G27740110   1,032,000 100,000 SH   SOLE   100,000 0 0
DISTOKEN ACQUISITION CORP *W EXP 11/30/202 G27740102   2,950 100,000 SH   SOLE   100,000 0 0
DISTOKEN ACQUISITION CORP RIGHT 99/99/9999 G27740136   20,650 100,000 SH   SOLE   100,000 0 0
DOCUSIGN INC NOTE 1/1 256163AD8   45,106,938 46,562,000 PRN   SOLE   46,562,000 0 0
DOMA HOLDINGS INC *W EXP 07/28/202 25703A112   560 33,333 SH   SOLE   33,333 0 0
DP CAP ACQUISITION CORP I *W EXP 11/08/202 G2R05B126   1,023 25,000 SH   SOLE   25,000 0 0
DROPBOX INC NOTE 3/0 26210CAC8   15,075,771 15,900,000 PRN   SOLE   15,900,000 0 0
DUNE ACQUISITION CORP *W EXP 10/29/202 265334110   2,644 62,500 SH   SOLE   62,500 0 0
D-WAVE QUANTUM INC *W EXP 08/05/202 26740W117   20,628 108,000 SH   SOLE   108,000 0 0
EAST RES ACQUISITION CO *W EXP 07/01/202 274681113   17,125 62,500 SH   SOLE   62,500 0 0
ECARX HOLDINGS INC *W EXP 12/20/202 G29201111   5,565 75,000 SH   SOLE   75,000 0 0
EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111   8,125 250,000 SH   SOLE   250,000 0 0
EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110   2,248 77,236 SH   SOLE   77,236 0 0
EFFECTOR THERAPEUTICS INC *W EXP 12/31/202 28202V116   5,783 33,333 SH   SOLE   33,333 0 0
ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103   2,590,000 250,000 SH   SOLE   250,000 0 0
EMBARK TECHNOLOGY INC *W EXP 11/10/202 29079J111   275 16,248 SH   SOLE   16,248 0 0
ENTERPRISE 4.0 TEC ACQSTN CO *W EXP 10/21/202 G3137C114   8,250 150,000 SH   SOLE   150,000 0 0
ENVESTNET INC NOTE 0.750% 8/1 29404KAE6   25,996,118 28,170,000 PRN   SOLE   28,170,000 0 0
ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0   101,221,837 60,261,000 PRN   SOLE   60,261,000 0 0
ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111   18,400 250,000 SH   SOLE   250,000 0 0
ESPERION THERAPEUTICS INC NE NOTE 4.000%11/1 29664WAB1   10,100,000 20,000,000 PRN   SOLE   20,000,000 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5   5,931,773 5,000,000 PRN   SOLE   5,000,000 0 0
EVE MOBILITY ACQUISITION COR *W EXP 12/31/202 G3218G117   2,918 75,000 SH   SOLE   75,000 0 0
EVENTBRITE INC NOTE 0.750% 9/1 29975EAD1   2,102,037 2,500,000 PRN   SOLE   2,500,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8   27,881,070 30,140,000 PRN   SOLE   30,140,000 0 0
EVERBRIDGE INC NOTE 3/1 29978AAE4   58,573,883 69,990,000 PRN   SOLE   69,990,000 0 0
EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110   17,025 150,000 SH   SOLE   150,000 0 0
EVEREST CONSOLIDATOR ACQ COR CL A COM 29978K102   3,195,000 300,000 SH   SOLE   300,000 0 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3   67,172,290 58,500,000 PRN   SOLE   58,500,000 0 0
EVOLV TECHNOLOGIES HLDNGS IN *W EXP 03/10/202 30049H110   68,500 50,000 SH   SOLE   50,000 0 0
EXCELFIN ACQUISITION CORP COM CL A 30069X102   3,120,000 300,000 SH   SOLE   300,000 0 0
EXCELFIN ACQUISITION CORP *W EXP 10/25/202 30069X110   11,400 150,000 SH   SOLE   150,000 0 0
EXPEDIA GROUP INC NOTE 2/1 30212PBE4   5,006,488 5,700,000 PRN   SOLE   5,700,000 0 0
FAST ACQUISITION CORP II *W EXP 03/16/202 311874119   17,473 25,000 SH   SOLE   25,000 0 0
FATHOM DIGITAL MFG CORP *W EXP 12/23/202 31189Y111   130 10,000 SH   SOLE   10,000 0 0
FINANCE OF AMERICA COMPAN *W EXP 04/08/202 31738L115   49,890 300,000 SH   SOLE   300,000 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3   47,139,140 48,654,000 PRN   SOLE   48,654,000 0 0
FIVERR INTL LTD NOTE 11/0 33835LAA3   23,279,215 27,500,000 PRN   SOLE   27,500,000 0 0
FLAME ACQUISITION CORP *W EXP 02/26/202 33850F116   15,620 50,000 SH   SOLE   50,000 0 0
FOCUS IMPACT ACQUISITION COR *W EXP 10/28/202 34417L117   9,263 125,000 SH   SOLE   125,000 0 0
FORBION EUROPEAN ACQUSTN COR *W EXP 12/10/202 G3619H110   50,166 116,666 SH   SOLE   116,666 0 0
FORBION EUROPEAN ACQUSTN COR CLASS A ORD SHS G3619H102   3,755,500 350,000 SH   SOLE   350,000 0 0
FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111   6,000 40,000 SH   SOLE   40,000 0 0
FORUM MERGER IV CORP *W EXP 03/15/202 349875112   25 50,000 SH   SOLE   50,000 0 0
FORUM MERGER IV CORP CLASS A COM 349875104   1,028,000 100,000 SH   SOLE   100,000 0 0
FOUR LEAF ACQUISITION CORP *W EXP 03/15/202 35088F115   7,362 60,000 SH   SOLE   60,000 0 0
FOUR LEAF ACQUISITION CORP COM CL A 35088F107   619,200 60,000 SH   SOLE   60,000 0 0
FREEDOM ACQUISITION I CORP *W EXP 03/02/202 G3663X128   10,110 24,072 SH   SOLE   24,072 0 0
FREEDOM ACQUISITION I CORP SHS CL A G3663X110   1,020,653 96,288 SH   SOLE   96,288 0 0
FTAC ZEUS ACQUISITION COR CLASS A COM 30320F106   5,212,500 500,000 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   131,858,510 70,000,000 PRN   SOLE   70,000,000 0 0
FUTURE HEALTH ESG CORP *W EXP 99/99/999 36118W110   9,799 489,950 SH   SOLE   489,950 0 0
GCM GROSVENOR INC *W EXP 11/17/202 36831E116   58,322 200,902 SH   SOLE   200,902 0 0
GDEV INC *W EXP 08/26/202 G6529J118   15,000 124,999 SH   SOLE   124,999 0 0
GLOBAL BLUE GROUP HOLDING AG *W EXP 08/28/202 H33700115   84,079 747,366 SH   SOLE   747,366 0 0
GLOBAL PARTNER ACQISTN CORP *W EXP 01/14/202 G3934P128   1,730 49,432 SH   SOLE   49,432 0 0
GLOBAL TECHNOLGY ACQSTN CORP *W EXP 10/19/202 G3934N115   3,475 50,000 SH   SOLE   50,000 0 0
GOGORO INC *W EXP 04/04/202 G9491K113   31,500 75,000 SH   SOLE   75,000 0 0
GOGREEN INVESTMENTS CORP *W EXP 05/31/202 G9461B119   49,000 50,000 SH   SOLE   50,000 0 0
GOGREEN INVESTMENTS CORP ORD SHS CL A G9461B101   1,109,000 100,000 SH   SOLE   100,000 0 0
GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206   1,952,523 357,605 SH   SOLE   357,605 0 0
GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117   19,500 150,000 SH   SOLE   150,000 0 0
GORILLA TECHNOLOGY GROUP INC ORDINARY SHARES G4000K100   283,500 135,000 SH   SOLE   135,000 0 0
GRANITE RIDGE RESOURCES INC COM 387432107   207,188 31,250 SH   SOLE   31,250 0 0
GREENLIGHT BIOSCIENCS HLDS P *W EXP 02/02/202 39536G113   998 75,000 SH   SOLE   75,000 0 0
GRINDR INC *W EXP 11/18/202 39854F119   35,000 50,000 SH   SOLE   50,000 0 0
GROUPON INC NOTE 1.125% 3/1 399473AF4   5,635,840 15,000,000 PRN   SOLE   15,000,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8   41,286,705 42,500,000 PRN   SOLE   42,500,000 0 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1   4,176,000 5,000,000 PRN   SOLE   5,000,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2   24,796,877 25,000,000 PRN   SOLE   25,000,000 0 0
HARMONIC INC DBCV 2.000% 9/0 413160AD4   58,667,718 30,800,000 SH   SOLE   30,800,000 0 0
HCI GROUP INC NOTE 4.750% 6/0 40416EAF0   3,020,824 3,000,000 PRN   SOLE   3,000,000 0 0
HEALTH CATALYST INC NOTE 2.500% 4/1 42225TAB3   14,717,865 15,330,000 PRN   SOLE   15,330,000 0 0
HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117   8,750 100,000 SH   SOLE   100,000 0 0
HEARTLAND MEDIA ACQUISITION CL A COM 42237V108   1,581,000 150,000 SH   SOLE   150,000 0 0
HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116   1,028 75,000 SH   SOLE   75,000 0 0
HUBSPOT INC NOTE 0.375% 6/0 443573AD2   47,825,699 25,000,000 PRN   SOLE   25,000,000 0 0
HYZON MOTORS INC *W EXP 10/02/202 44951Y110   3,293 80,127 SH   SOLE   80,127 0 0
I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2   16,369,682 17,718,000 PRN   SOLE   17,718,000 0 0
ICONIC SPORTS ACQUISITION CO *W EXP 10/12/202 G4712C115   19,725 250,000 SH   SOLE   250,000 0 0
INDUSTRIAL TECH ACQSTNS II I *W EXP 03/31/202 45635R116   3,000 50,000 SH   SOLE   50,000 0 0
INFINERA CORP DEBT 3.750% 8/0 45667GAF0   54,770,961 54,000,000 SH   SOLE   54,000,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3   8,459,457 9,000,000 PRN   SOLE   9,000,000 0 0
INFINITE ACQUISITION CORP CL A ORD SHS G48028107   1,321,250 125,000 SH   SOLE   125,000 0 0
INFINITE ACQUISITION CORP *W EXP 11/23/202 G48028123   8,313 62,500 SH   SOLE   62,500 0 0
INFINT ACQUISITION CORP CL A ORD SHS G47862100   2,091,320 194,000 SH   SOLE   194,000 0 0
INFINT ACQUISITION CORP *W EXP 99/99/999 G47862126   4,690 100,000 SH   SOLE   100,000 0 0
INNOVATIVE INTL ACQUSITIN CO *W EXP 07/01/202 G4809M125   12,500 200,000 SH   SOLE   200,000 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9   169,896,905 78,988,000 PRN   SOLE   78,988,000 0 0
INSPIRATO INCORPORATED *W EXP 02/11/202 45791E115   2,104 37,500 SH   SOLE   37,500 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7   236,168,419 171,500,000 PRN   SOLE   171,500,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1   5,048,337 5,500,000 PRN   SOLE   5,500,000 0 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7   11,229,395 9,206,000 PRN   SOLE   9,206,000 0 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2   12,617,234 13,353,000 PRN   SOLE   13,353,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5   37,148,608 37,010,000 PRN   SOLE   37,010,000 0 0
ISRAEL ACQUISITIONS CORP *W EXP 99/99/999 G49667119   4,865 35,000 SH   SOLE   35,000 0 0
ISRAEL ACQUISITIONS CORP CLASS A ORD G49667101   364,532 35,000 SH   SOLE   35,000 0 0
JAMF HLDG CORP NOTE 0.125% 9/0 47074LAB1   29,201,693 34,000,000 PRN   SOLE   34,000,000 0 0
JASPER THERAPEUTICS INC *W EXP 09/24/202 471871111   35,050 250,000 SH   SOLE   250,000 0 0
JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124   2,034 40,680 SH   SOLE   40,680 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3   43,614,222 45,425,000 PRN   SOLE   45,425,000 0 0
JUNIPER II CORP *W EXP 99/99/999 48203N111   3,888 125,000 SH   SOLE   125,000 0 0
KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103   2,376,000 225,000 SH   SOLE   225,000 0 0
KENSINGTON CAPITAL ACQUISITI *W EXP 99/99/999 G5251K129   13,433 168,750 SH   SOLE   168,750 0 0
KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129   7,288 62,500 SH   SOLE   62,500 0 0
KLDISCOVERY INC *W EXP 19/12/202 498455112   1,878 1,444,593 SH   SOLE   1,444,593 0 0
KORE GROUP HLDGS INC *W EXP 09/30/202 50066V115   6,000 50,000 SH   SOLE   50,000 0 0
L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125   1,046,000 100,000 SH   SOLE   100,000 0 0
L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117   16,333 33,333 SH   SOLE   33,333 0 0
LAMF GLOBAL VENTURES CORP I *W EXP 11/05/202 G5338L124   13,500 150,000 SH   SOLE   150,000 0 0
LANVIN GROUP HOLDINGS LIMITE *W EXP 01/14/202 G5380J118   6,800 20,000 SH   SOLE   20,000 0 0
LANZATECH GLOBAL INC *W EXP 01/01/202 51655R119   96,490 235,341 SH   SOLE   235,341 0 0
LCI INDS NOTE 1.125% 5/1 501812AB7   12,099,612 12,500,000 PRN   SOLE   12,500,000 0 0
LEAFLY HOLDINGS INC *W EXP 02/04/202 52178J113   8,712 286,595 SH   SOLE   286,595 0 0
LEMONADE INC *W EXP 02/09/202 52567D115   1,000 50,242 SH   SOLE   50,242 0 0
LF CAPITAL ACQUISITION CORP *W EXP 02/19/202 50202D110   5,500 100,000 SH   SOLE   100,000 0 0
LF CAPITAL ACQUISITION CORP CLASS A COM 50202D102   2,136,000 200,000 SH   SOLE   200,000 0 0
LIBERTY RES ACQUISITION CORP *W EXP 10/31/202 53118A113   7,785 150,000 SH   SOLE   150,000 0 0
LIBERTY RES ACQUISITION CORP CLASS A COM 53118A105   1,626,000 150,000 SH   SOLE   150,000 0 0
LILIUM N V *W EXP 09/14/202 N52586117   11,130 41,999 SH   SOLE   41,999 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3   10,707,747 10,000,000 PRN   SOLE   10,000,000 0 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4   13,761,456 4,267,000 PRN   SOLE   4,267,000 0 0
LIVEPERSON INC NOTE 12/1 538146AD3   20,887,886 32,016,000 PRN   SOLE   32,016,000 0 0
LIVEWIRE GROUP INC *W EXP 09/26/202 53838J113   98,904 160,820 SH   SOLE   160,820 0 0
LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1   26,098,718 28,815,000 PRN   SOLE   28,815,000 0 0
LOCAL BOUNTI CORP *W EXP 99/99/999 53960E114   1,895 22,298 SH   SOLE   22,298 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   35,502,779 40,000,000 PRN   SOLE   40,000,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5   31,048,677 29,065,000 PRN   SOLE   29,065,000 0 0
M3 BRIGADE ACQUISITION III *W EXP 07/31/202 55407R111   146,667 333,333 SH   SOLE   333,333 0 0
M3 BRIGADE ACQUISITION III CL A COM 55407R103   10,450,000 1,000,000 SH   SOLE   1,000,000 0 0
MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6   16,807,608 16,500,000 PRN   SOLE   16,500,000 0 0
MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5   31,896,214 30,000,000 PRN   SOLE   30,000,000 0 0
MARKFORGED HOLDING CORPORATI *W EXP 07/14/202 57064N110   2,916 28,034 SH   SOLE   28,034 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4   114,781,564 41,800,000 PRN   SOLE   41,800,000 0 0
MERCATO PARTNERS ACQUISITION *W EXP 99/99/999 58759A116   15,250 250,000 SH   SOLE   250,000 0 0
MONEYLION INC *W EXP 09/22/202 60938K114   5,358 141,750 SH   SOLE   141,750 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8   149,526,286 75,000,000 PRN   SOLE   75,000,000 0 0
MONTEREY INNOVATION ACQUI CO *W EXP 09/30/202 61240F116   6,625 250,000 SH   SOLE   250,000 0 0
MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124   4,300 50,000 SH   SOLE   50,000 0 0
MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112   5,775 87,500 SH   SOLE   87,500 0 0
MULTIPLAN CORPORATION *W EXP 02/13/202 62548M118   58,473 624,050 SH   SOLE   624,050 0 0
NABORS ENERGY TRANSITION COR CL A COM 629567108   3,192,000 300,000 SH   SOLE   300,000 0 0
NABORS ENERGY TRANSITION COR *W EXP 11/17/202 629567116   24,000 150,000 SH   SOLE   150,000 0 0
NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3   47,901,324 45,500,000 PRN   SOLE   45,500,000 0 0
NEAR INTELLIGENCE INC *W EXP 03/22/202 639494111   3,250 25,000 SH   SOLE   25,000 0 0
NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8   25,633,336 27,216,000 PRN   SOLE   27,216,000 0 0
NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6   5,549,144 7,500,000 PRN   SOLE   7,500,000 0 0
NERDY INC *W EXP 08/16/202 64081V117   14,796 27,000 SH   SOLE   27,000 0 0
NET POWER INC *W EXP 06/08/202 64107A113   84,000 25,000 SH   SOLE   25,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1   26,686,477 20,905,000 PRN   SOLE   20,905,000 0 0
NEWCOURT ACQUISITION CORP *W EXP 01/22/202 G6448C129   1,980 150,000 SH   SOLE   150,000 0 0
NEXTERA ENERGY PARTNERS NOTE 6/1 65341BAE6   34,312,452 36,500,000 PRN   SOLE   36,500,000 0 0
NIOCORP DEVS LTD *W EXP 03/17/202 654484153   21,663 33,333 SH   SOLE   33,333 0 0
NOGIN INC COM NEW 65528N204   264,012 201,536 SH   SOLE   201,536 0 0
NORTHERN REVIVAL ACQUISITION *W EXP 01/31/202 G6546R119   3,340 66,666 SH   SOLE   66,666 0 0
NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119   955 16,666 SH   SOLE   16,666 0 0
NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115   374 20,000 SH   SOLE   20,000 0 0
NOVOCURE LTD NOTE 11/0 67011XAB9   12,091,110 14,000,000 PRN   SOLE   14,000,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5   10,773,586 10,150,000 SH   SOLE   10,150,000 0 0
NUTANIX INC NOTE 0.250%10/0 67059NAH1   25,622,757 30,000,000 PRN   SOLE   30,000,000 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4   9,123,438 10,000,000 PRN   SOLE   10,000,000 0 0
NWTN INC *W EXP 12/31/202 G6693P114   57,999 199,998 SH   SOLE   199,998 0 0
OAK WOODS ACQUISITION CORP *W EXP 03/23/202 67190B112   2,430 75,000 SH   SOLE   75,000 0 0
OAK WOODS ACQUISITION CORP CL A 67190B104   769,500 75,000 SH   SOLE   75,000 0 0
OAK WOODS ACQUISITION CORP RIGHT 03/23/2028 67190B120   15,750 75,000 SH   SOLE   75,000 0 0
OCA ACQUISITION CORP *W EXP 01/14/202 670865112   2,000 50,000 SH   SOLE   50,000 0 0
OCULIS HOLDING AG *W EXP 03/06/202 H5870P110   36,666 33,333 SH   SOLE   33,333 0 0
OFFERPAD SOLUTIONS INC *W EXP 09/01/202 67623L117   1,091 54,000 SH   SOLE   54,000 0 0
OKTA INC NOTE 0.375% 6/1 679295AF2   23,709,365 27,561,000 PRN   SOLE   27,561,000 0 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1   27,410,402 26,950,000 PRN   SOLE   26,950,000 0 0
P3 HEALTH PARTNERS INC *W EXP 11/19/202 744413113   24,150 100,624 SH   SOLE   100,624 0 0
PAGAYA TECHNOLOGIES LTD *W EXP 09/01/202 M7S64L107   17,333 66,666 SH   SOLE   66,666 0 0
PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6   2,573,061 2,657,000 PRN   SOLE   2,657,000 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2   336,031,709 130,509,000 PRN   SOLE   130,509,000 0 0
PAPAYA GRWT OPPORTUNITY CORP *W EXP 12/31/202 69882P110   7,213 125,000 SH   SOLE   125,000 0 0
PAPAYA GRWT OPPORTUNITY CORP CLASS A COM 69882P102   2,650,000 250,000 SH   SOLE   250,000 0 0
PAR TECHNOLOGY CORP NOTE 1.500%10/1 698884AE3   3,973,498 5,000,000 PRN   SOLE   5,000,000 0 0
PEARL HOLDINGS ACQUISITN COR *W EXP 12/15/202 G44525114   1,320 37,500 SH   SOLE   37,500 0 0
PEARL HOLDINGS ACQUISITN COR CLASS A ORD SHS G44525106   791,250 75,000 SH   SOLE   75,000 0 0
PEGASUS DIGITAL MOBILITY ACQ *W EXP 99/99/999 G69768110   60,125 462,500 SH   SOLE   462,500 0 0
PEGASUS DIGITAL MOBILITY ACQ CL A ORD SHS G69768102   9,851,250 925,000 SH   SOLE   925,000 0 0
PERCEPTION CAPITAL CORP II *W EXP 10/25/202 G7007D110   15,840 150,000 SH   SOLE   150,000 0 0
PERFECT CORP *W EXP 99/99/999 G7006A117   8,250 50,000 SH   SOLE   50,000 0 0
PERFICIENT INC NOTE 0.125%11/1 71375UAF8   2,895,821 3,500,000 PRN   SOLE   3,500,000 0 0
PG&E CORP UNIT 08/16/2023 69331C140   3,739,500 25,000 SH   SOLE   25,000 0 0
PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113   3,055 50,000 SH   SOLE   50,000 0 0
PLUM ACQUISITION CORP I *W EXP 03/15/202 G7134L118   600 20,000 SH   SOLE   20,000 0 0
PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129   4,100 100,000 SH   SOLE   100,000 0 0
PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110   15,000 166,666 SH   SOLE   166,666 0 0
PRIVETERRA ACQUISITION CORP CL A 74275N102   1,416,000 200,000 SH   SOLE   200,000 0 0
PROCAPS GROUP SA *W EXP 09/29/202 L7756P110   75,960 400,000 SH   SOLE   400,000 0 0
PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6   21,272,900 19,369,000 PRN   SOLE   19,369,000 0 0
PROJECT ENERGY REIMAGINED AC CLASS A ORD G72556106   12,820,500 1,237,500 SH   SOLE   1,237,500 0 0
PROJECT ENERGY REIMAGINED AC *W EXP 10/28/202 G72556114   41,085 618,750 SH   SOLE   618,750 0 0
PROOF ACQUISITION CORP I CL A COM 74349W104   4,228,000 400,000 SH   SOLE   400,000 0 0
PROOF ACQUISITION CORP I *W EXP 99/99/999 74349W112   14,500 200,000 SH   SOLE   200,000 0 0
PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6   33,547,922 34,972,000 PRN   SOLE   34,972,000 0 0
PROSPECTOR CAPITAL CORP *W EXP 01/11/202 G7273A113   4,027 33,333 SH   SOLE   33,333 0 0
PYROPHYTE ACQUISITION CORP *W EXP 05/03/202 G7308P127   14,820 150,000 SH   SOLE   150,000 0 0
PYROPHYTE ACQUISITION CORP CL A ORD SHS G7308P101   3,198,000 300,000 SH   SOLE   300,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1   14,746,633 16,865,000 PRN   SOLE   16,865,000 0 0
Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6   18,082,471 20,699,000 PRN   SOLE   20,699,000 0 0
QUADRO ACQUISITION ONE CORP *W EXP 06/30/202 G52807115   2,451 36,530 SH   SOLE   36,530 0 0
RAPID7 INC NOTE 2.250% 5/0 753422AD6   52,966,021 51,437,000 PRN   SOLE   51,437,000 0 0
RAPID7 INC NOTE 0.250% 3/1 753422AF1   49,334,610 56,342,000 PRN   SOLE   56,342,000 0 0
RCF ACQUISITION CORP *W EXP 99/99/999 G7330C110   12,000 100,000 SH   SOLE   100,000 0 0
RCF ACQUISITION CORP CL A COM G7330C102   1,070,000 100,000 SH   SOLE   100,000 0 0
RENEW ENERGY GLOBAL PLC *W EXP 08/21/202 G7500M120   93,333 116,666 SH   SOLE   116,666 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5   20,444,760 15,510,000 PRN   SOLE   15,510,000 0 0
RESERVOIR MEDIA INC *W EXP 08/26/202 76119X113   37,250 25,000 SH   SOLE   25,000 0 0
REVELSTONE CAPITAL ACQSTN CO CLASS A COM 76137R106   13,959,000 1,350,000 SH   SOLE   1,350,000 0 0
REVELSTONE CAPITAL ACQSTN CO *W EXP 09/15/202 76137R114   45,090 675,000 SH   SOLE   675,000 0 0
RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114   23,423 225,000 SH   SOLE   225,000 0 0
RIGEL RESOURCE ACQ CORP CL A ORD SHS G7573M106   4,824,000 450,000 SH   SOLE   450,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAH0   39,104,000 47,000,000 PRN   SOLE   47,000,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4   7,858,262 8,530,000 PRN   SOLE   8,530,000 0 0
RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122   6,606 59,999 SH   SOLE   59,999 0 0
ROIVANT SCIENCES LTD *W EXP 09/30/202 G76279119   496,000 200,000 SH   SOLE   200,000 0 0
ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123   1,250 50,000 SH   SOLE   50,000 0 0
ROSECLIFF ACQUISITION CORP I *W EXP 02/11/202 77732R111   4,000 66,666 SH   SOLE   66,666 0 0
ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114   11,287 66,666 SH   SOLE   66,666 0 0
RUBICON TECHNOLOGIES INC *W EXP 04/01/202 78112J117   4,475 250,000 SH   SOLE   250,000 0 0
SARCOS TECHN AND ROBOTICS CO *W EXP 09/24/202 80359A114   874 24,900 SH   SOLE   24,900 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6   8,887,187 5,198,000 SH   SOLE   5,198,000 0 0
SATELLOGIC INC *W EXP 01/25/202 G7823S119   12,849 91,779 SH   SOLE   91,779 0 0
SCHULTZE SPL PURP ACQ CORP I CLASS A COM 808212104   5,235,000 500,000 SH   SOLE   500,000 0 0
SCHULTZE SPL PURP ACQ CORP I *W EXP 04/13/202 808212112   15,221 371,250 SH   SOLE   371,250 0 0
SEASTAR MEDICAL HOLDING CORP *W EXP 10/28/202 81256L112   1,460 40,000 SH   SOLE   40,000 0 0
SELINA HOSPITALITY PLC *W EXP 10/27/202 G8059B119   5,354 125,393 SH   SOLE   125,393 0 0
SEMANTIX INC *W EXP 08/03/202 G6332A114   1,995 25,000 SH   SOLE   25,000 0 0
SEMPER PARATUS ACQUISITION C *W EXP 11/04/202 G8028L131   5,163 125,000 SH   SOLE   125,000 0 0
SHAPEWAYS HOLDINGS INC *W EXP 09/29/202 81947T110   2,403 237,885 SH   SOLE   237,885 0 0
SHARECARE INC *W EXP 07/01/202 81948W112   15,366 80,999 SH   SOLE   80,999 0 0
SHOULDERUP TECHNOLOGY ACQUIS CL A COM 82537G104   1,249,200 120,000 SH   SOLE   120,000 0 0
SHOULDERUP TECHNOLOGY ACQUIS *W EXP 11/17/202 82537G112   3,038 112,500 SH   SOLE   112,500 0 0
SIGNA SPORTS UNITED NV *W EXP 12/14/202 N80029114   13,767 233,333 SH   SOLE   233,333 0 0
SIZZLE ACQUISITION CORP *W EXP 11/02/202 83014E117   15,000 100,000 SH   SOLE   100,000 0 0
SKY HARBOUR GROUP CORPORATIO *W EXP 10/21/202 83085C115   38,738 125,000 SH   SOLE   125,000 0 0
SLAM CORP *W EXP 02/23/202 G8210L121   11,875 62,500 SH   SOLE   62,500 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2   30,555,045 33,000,000 PRN   SOLE   33,000,000 0 0
SNAP INC NOTE 5/0 83304AAF3   33,488,918 45,000,000 PRN   SOLE   45,000,000 0 0
SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105   776,250 75,000 SH   SOLE   75,000 0 0
SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103   776,250 75,000 SH   SOLE   75,000 0 0
SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110   9,500 50,000 SH   SOLE   50,000 0 0
SOUTHPORT ACQUISITION CORP *W EXP 99/99/999 84465L113   6,000 150,000 SH   SOLE   150,000 0 0
SOUTHPORT ACQUISITION CORP CL A COM 84465L105   3,156,000 300,000 SH   SOLE   300,000 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8   2,037,131 2,500,000 PRN   SOLE   2,500,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6   4,030,191 4,010,000 PRN   SOLE   4,010,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8   87,203,488 88,088,000 PRN   SOLE   88,088,000 0 0
SPOTIFY USA INC NOTE 3/1 84921RAB6   39,339,121 46,200,000 PRN   SOLE   46,200,000 0 0
SPRINGBIG HOLDINGS INC *W EXP 06/14/202 85021Q116   1,335 50,000 SH   SOLE   50,000 0 0
SUNLIGHT FINANCIAL HOLDINGS *W EXP 07/09/202 86738J114   2,386 141,200 SH   SOLE   141,200 0 0
SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111   1,125 37,500 SH   SOLE   37,500 0 0
SWVL HOLDINGS CORP *W EXP 03/31/202 G86302117   1,570 100,000 SH   SOLE   100,000 0 0
SYSTEM1 INC *W EXP 99/99/999 87200P117   30,375 60,750 SH   SOLE   60,750 0 0
TARGET GLOBAL ACQUISI I CORP *W EXP 12/08/202 G8675N125   3,333 41,666 SH   SOLE   41,666 0 0
TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112   3,015 150,000 SH   SOLE   150,000 0 0
TECHTARGET INC NOTE 0.125%12/1 87874RAB6   5,433,102 6,238,000 PRN   SOLE   6,238,000 0 0
TECHTARGET INC NOTE 12/1 87874RAD2   9,899,976 12,500,000 PRN   SOLE   12,500,000 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   17,568,106 22,000,000 PRN   SOLE   22,000,000 0 0
TEMPO AUTOMATION HOLDINGS IN *W EXP 09/30/202 88024M116   3,866 133,769 SH   SOLE   133,769 0 0
TH INTERNATIONAL LIMITED ORDINARY SHARES G8656L106   120,540 42,000 SH   SOLE   42,000 0 0
THE ONCOLOGY INSTITUTE INC *W EXP 11/15/202 68236X118   698 25,000 SH   SOLE   25,000 0 0
THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115   3,712 20,000 SH   SOLE   20,000 0 0
THUNDER BRDG CAP PRTNRS IV I CLASS A COM 88605L107   1,012,000 100,000 SH   SOLE   100,000 0 0
THUNDER BRIDGE CAP PRTNRS II *W EXP 02/01/202 88605T118   7,206 60,000 SH   SOLE   60,000 0 0
TKB CRITICAL TECHNOLOGIES 1 *W EXP 10/20/202 G88935120   2,810 100,000 SH   SOLE   100,000 0 0
TLGY ACQUISITION CORPORATION *W EXP 11/09/202 G8656T125   7,500 50,000 SH   SOLE   50,000 0 0
TMC THE METALS COMPANY INC *W EXP 09/09/202 87261Y114   13,223 67,500 SH   SOLE   67,500 0 0
TMT ACQUISITION CORP RIGHT 03/27/2028 G89229135   24,245 50,000 SH   SOLE   50,000 0 0
TMT ACQUISITION CORP SHS G89229119   511,000 50,000 SH   SOLE   50,000 0 0
TORTOISEECOFIN ACQUISITION C *W EXP 07/22/202 G8956E117   1,729 37,500 SH   SOLE   37,500 0 0
TORTOISEECOFIN ACQUISITION C SHS CL A G8956E109   1,556,985 150,000 SH   SOLE   150,000 0 0
TRIPADVISOR INC NOTE 0.250% 4/0 896945AD4   2,112,008 2,500,000 PRN   SOLE   2,500,000 0 0
TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114   2,100 33,333 SH   SOLE   33,333 0 0
TWIN RIDGE CAPITAL ACQUIS CO SHS CL A G9151L104   1,070,000 100,000 SH   SOLE   100,000 0 0
TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120   3,647 66,666 SH   SOLE   66,666 0 0
UNDER ARMOUR INC NOTE 1.500% 6/0 904311AC1   9,391,562 9,528,000 PRN   SOLE   9,528,000 0 0
UNITED HOMES GROUP INC *W EXP 03/30/202 91060H116   48,750 75,000 SH   SOLE   75,000 0 0
UNITY SOFTWARE INC NOTE 11/1 91332UAB7   42,059,240 52,750,000 PRN   SOLE   52,750,000 0 0
UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3   6,859,377 10,000,000 PRN   SOLE   10,000,000 0 0
UPWORK INC NOTE 0.250% 8/1 91688FAB0   572,201 700,000 PRN   SOLE   700,000 0 0
UTA ACQUISITION CORPORATION CLASS A ORD SHS G9473A109   1,582,500 150,000 SH   SOLE   150,000 0 0
UTA ACQUISITION CORPORATION *W EXP 10/30/202 G9473A117   5,295 75,000 SH   SOLE   75,000 0 0
UWM HOLDINGS CORPORATION *W EXP 01/21/202 91823B117   4,932 20,560 SH   SOLE   20,560 0 0
VAHANNA TECH EDGE ACQSTN I C *W EXP 11/30/202 G9320Z117   1,730 50,000 SH   SOLE   50,000 0 0
VAHANNA TECH EDGE ACQSTN I C CLASS A ORD G9320Z109   1,063,000 100,000 SH   SOLE   100,000 0 0
VALENS SEMICONDUCTOR LTD *W EXP 09/30/202 M9607U107   12,278 75,000 SH   SOLE   75,000 0 0
VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2   55,857,556 43,488,000 PRN   SOLE   43,488,000 0 0
VEECO INSTRS INC DEL NOTE 3.500% 1/1 922417AG5   8,071,525 6,600,000 PRN   SOLE   6,600,000 0 0
VEECO INSTRS INC DEL NOTE 3.750% 6/0 922417AF7   3,463,030 1,772,000 PRN   SOLE   1,772,000 0 0
VERADIGM INC NOTE 0.875% 1/0 01988PAF5   36,925,420 33,072,000 PRN   SOLE   33,072,000 0 0
VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4   23,551,396 26,671,000 PRN   SOLE   26,671,000 0 0
VERITONE INC NOTE 1.750%11/1 92347MAB6   1,988,106 3,000,000 PRN   SOLE   3,000,000 0 0
VERTICAL AEROSPACE LTD *W EXP 09/15/202 G9471C115   18,000 100,000 SH   SOLE   100,000 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1   997,056 1,000,000 PRN   SOLE   1,000,000 0 0
VICARIOUS SURGICAL INC *W EXP 09/17/202 92561V117   55,000 250,000 SH   SOLE   250,000 0 0
VIEW INC *W EXP 03/08/202 92671V114   1,725 149,999 SH   SOLE   149,999 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3   46,278,476 42,000,000 PRN   SOLE   42,000,000 0 0
VROOM INC NOTE 0.750% 7/0 92918VAB5   3,787,344 7,500,000 PRN   SOLE   7,500,000 0 0
WAG GROUP CO COMMON STOCK 93042P109   28,258 13,456 SH   SOLE   13,456 0 0
WAG GROUP CO *W EXP 07/30/202 93042P117   203,148 990,000 SH   SOLE   990,000 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0   58,810,539 60,213,000 PRN   SOLE   60,213,000 0 0
WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126   10,005 50,000 SH   SOLE   50,000 0 0
WIX COM LTD NOTE 7/0 92940WAB5   17,500,002 17,500,000 PRN   SOLE   17,500,000 0 0
WIX COM LTD NOTE 8/1 92940WAD1   45,172,216 51,515,000 PRN   SOLE   51,515,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1   126,912,407 89,828,000 PRN   SOLE   89,828,000 0 0
WORLDWIDE WEBB ACQUISITION C *W EXP 10/20/202 G97775111   16,425 750,000 SH   SOLE   750,000 0 0
XPAC ACQUISITION CORP *W EXP 99/99/999 G9831X122   1,000 33,333 SH   SOLE   33,333 0 0
XPAC ACQUISITION CORP CLASS A ORD G9831X106   1,036,000 100,000 SH   SOLE   100,000 0 0
ZEROFOX HLDGS INC *W EXP 08/03/202 98955G111   2,198 75,000 SH   SOLE   75,000 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   48,592,171 41,560,000 PRN   SOLE   41,560,000 0 0