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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
10X CAPITAL VENTURE ACQU COR COM CL A 88025V107 5,000 500,000 SH   SOLE   500,000 0 0
26 CAPITAL ACQUISITION CORP COM CL A 90138P100 1,455 150,000 SH   SOLE   150,000 0 0
26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 59 75,000 SH   SOLE   75,000 0 0
7GC & CO HOLDINGS INC COM CL A 81786A107 989 100,000 SH   SOLE   100,000 0 0
7GC & CO HOLDINGS INC *W EXP 12/23/202 81786A115 38 50,000 SH   SOLE   50,000 0 0
890 5TH AVE PARTNERS INC COM CL A 28250A105 485 50,000 SH   SOLE   50,000 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 9,759 7,000,000 PRN   SOLE   7,000,000 0 0
ABG ACQUISITION CORP I CL A SHS G00496102 1,508 152,469 SH   SOLE   152,469 0 0
ACCELERATE ACQUISITION CORP UNIT 99/99/9999 00439D201 993 100,000 SH   SOLE   100,000 0 0
ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 261 133,769 SH   SOLE   133,769 0 0
ACE CONVERGENCE ACQU CORP CL A G0083D120 2,928 293,717 SH   SOLE   293,717 0 0
ACIES ACQUISITION CORP *W EXP 11/30/202 G0103T113 158 104,019 SH   SOLE   104,019 0 0
ACIES ACQUISITION CORP CL A G0103T105 4,965 500,000 SH   SOLE   500,000 0 0
ACON S2 ACQUISITION CORP CL SHS G00748106 1,472 150,000 SH   SOLE   150,000 0 0
ACON S2 ACQUISITION CORP *W EXP 09/15/202 G00748114 46 50,000 SH   SOLE   50,000 0 0
ACORDA THERAPEUTICS INC NOTE 6.000%12/0 00484MAC0 1,447 2,000,000 PRN   SOLE   2,000,000 0 0
ADIT EDTECH ACQUISITION CORP COMMON STOCK 007024102 722 75,000 SH   SOLE   75,000 0 0
ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110 19 37,500 SH   SOLE   37,500 0 0
ADVANCED MERGER PARTNERS INC UNIT 99/99/9999 00777J208 500 50,000 SH   SOLE   50,000 0 0
ADVANTAGE SOLUTIONS INC *W EXP 07/18/202 00791N110 36 11,250 SH   SOLE   11,250 0 0
AEA-BRIDGES IMPACT CORP *W EXP 09/19/202 G01046112 145 160,820 SH   SOLE   160,820 0 0
AEA-BRIDGES IMPACT CORP SHS CL A G01046104 2,784 283,500 SH   SOLE   283,500 0 0
AERSALE CORPORATION *W EXP 12/22/202 00810F114 426 192,370 SH   SOLE   192,370 0 0
ALKURI GLOBAL ACQUISITION CO UNIT 01/01/2028 66981N202 741 75,000 SH   SOLE   75,000 0 0
ALPHA CAPITAL ACQUISITION CO UNIT 02/16/2026 G0316P114 500 50,000 SH   SOLE   50,000 0 0
ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 63,590 44,000,000 PRN   SOLE   44,000,000 0 0
ALTIMAR ACQUISITION CORP II UNIT 99/99/9999 G03709113 408 40,000 SH   SOLE   40,000 0 0
ALTIMAR ACQUISITION CORP III UNIT 99/99/9999 G0370U124 250 25,000 SH   SOLE   25,000 0 0
ALTIMETER GROWTH CORP CL A G0370L108 277 23,714 SH   SOLE   23,714 0 0
ALTITUDE ACQUISITION CORP COM CL A 02156Y103 1,505 150,000 SH   SOLE   150,000 0 0
ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 85 50,000 SH   SOLE   50,000 0 0
ALUSSA ENERGY ACQUISITION CO SHS CL A G0232J101 5,500 550,000 SH   SOLE   550,000 0 0
ALUSSA ENERGY ACQUISITION CO *W EXP 10/31/202 G0232J119 133 58,245 SH   SOLE   58,245 0 0
AMERICAS TECHNOLOGY ACQSN CO SHS G0404A102 1,442 145,189 SH   SOLE   145,189 0 0
AMERICAS TECHNOLOGY ACQSN CO *W EXP 12/31/202 G0404A110 41 75,100 SH   SOLE   75,100 0 0
AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 4,950 500,000 SH   SOLE   500,000 0 0
AMPLITUDE HLTHCRE AQUSTIN CO *W EXP 12/01/202 03212A113 205 250,000 SH   SOLE   250,000 0 0
ANDINA ACQUISITION CORP III SHS G04415108 1,612 156,979 SH   SOLE   156,979 0 0
ANZU SPECIAL ACQUISITIN CORP UNIT 01/27/2026 03737A200 1,497 150,000 SH   SOLE   150,000 0 0
APOLLO STRATEGIC GROWTH CAPT *W EXP 10/29/202 G0411R114 378 300,000 SH   SOLE   300,000 0 0
APOLLO STRATEGIC GRWT CPTL I UNIT 99/99/9999 G0412A110 1,996 200,000 SH   SOLE   200,000 0 0
APOLLO STRATEGIC GROWTH CAPT SHS CL A G0411R106 8,910 900,000 SH   SOLE   900,000 0 0
ARCLIGHT CLEAN TRANSITION II UNIT 03/16/2028 G0R21B120 500 50,000 SH   SOLE   50,000 0 0
ARCTOS NORTHSTAR ACQUIS CORP UNIT 99/99/9999 G0477L118 2,498 250,000 SH   SOLE   250,000 0 0
ARES ACQUISITION CORPORATION UNIT 99/99/9999 G33032114 4,000 400,000 SH   SOLE   400,000 0 0
ARROWROOT ACQUISITION CORP UNIT 01/29/2026 04282M201 995 100,000 SH   SOLE   100,000 0 0
ARTIUS ACQUISITION INC COM CL A 04316G105 3,220 318,836 SH   SOLE   318,836 0 0
ASCENDANT DIGITAL ACQUISITIO *W EXP 07/28/202 G05155117 202 200,000 SH   SOLE   200,000 0 0
ASCENDANT DIGITAL ACQUISITIO COM CL A G05155109 4,455 450,000 SH   SOLE   450,000 0 0
ASPIRATIONAL CONSUMER LIFEST *W EXP 09/19/202 G05436111 142 100,000 SH   SOLE   100,000 0 0
ASPIRATIONAL CONSUMER LIFEST COM G05436103 3,003 300,000 SH   SOLE   300,000 0 0
ATHLON ACQUISITION CORP COM CL A 04748A106 964 100,000 SH   SOLE   100,000 0 0
ATHLON ACQUISITION CORP *W EXP 01/12/202 04748A114 27 50,000 SH   SOLE   50,000 0 0
ATLAS CREST INVT CORP COM 049284102 3,364 334,764 SH   SOLE   334,764 0 0
ATLAS CREST INVESTMENT CORP COM CL A 049287105 1,956 200,000 SH   SOLE   200,000 0 0
ATLAS CREST INVESTMENT CORP *W EXP 02/03/202 049287113 43 50,000 SH   SOLE   50,000 0 0
ATLAS TECHNICAL CONSULTANTS COM CLS A 049430101 378 37,000 SH   SOLE   37,000 0 0
AUSTERLITZ ACQUISITION CORP UNIT 99/99/9999 G0633D117 3,012 300,000 SH   SOLE   300,000 0 0
AUSTERLITZ ACQUISITION CORP UNIT 99/99/9999 G0633U119 2,603 259,488 SH   SOLE   259,488 0 0
AUTHENTIC EQUITY ACQUISTN CO CL A SHS G06607108 965 100,000 SH   SOLE   100,000 0 0
AUTHENTIC EQUITY ACQUISTN CO *W EXP 01/20/202 G06607124 32 50,000 SH   SOLE   50,000 0 0
AVANTI ACQUISITION CORP *W EXP 99/99/999 G0682V125 223 212,677 SH   SOLE   212,677 0 0
AVANTI ACQUISITION CORP SHS CL A G0682V109 4,724 483,524 SH   SOLE   483,524 0 0
B RILEY PRINCIPAL 150 MERGER UNIT 99/99/9999 05601V202 100 10,000 SH   SOLE   10,000 0 0
BANDWIDTH INC COM CL A 05988J103 1,508 11,900 SH   SOLE   11,900 0 0
BCLS ACQUISITION CORP COM CL A G0904B105 124 11,700 SH   SOLE   11,700 0 0
BCTG ACQUISITION CORP COM 05492W103 1,351 121,500 SH   SOLE   121,500 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 7,978 8,540,000 PRN   SOLE   8,540,000 0 0
BESPOKE CAP ACQUISITION CORP CL A REST VTG 086344108 4,990 500,000 SH   SOLE   500,000 0 0
BIOTECH ACQUISITION COMPANY CL A SHS G1125A108 2,727 280,581 SH   SOLE   280,581 0 0
BIOTECH ACQUISITION COMPANY *W EXP 11/30/202 G1125A116 84 140,290 SH   SOLE   140,290 0 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 4,761 3,000,000 PRN   SOLE   3,000,000 0 0
BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 2,916 300,000 SH   SOLE   300,000 0 0
BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 63 99,999 SH   SOLE   99,999 0 0
BOA ACQUISITION CORP UNIT 99/99/9999 05601A208 2,478 250,000 SH   SOLE   250,000 0 0
BOWX ACQUISITION CORP *W EXP 08/03/202 103085114 484 225,947 SH   SOLE   225,947 0 0
BOWX ACQUISITION CORP CL A 103085106 7,160 613,020 SH   SOLE   613,020 0 0
BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 275 28,615 SH   SOLE   28,615 0 0
BRIGHT LIGHTS ACQUISITION CO *W EXP 01/01/202 10920K119 31 50,000 SH   SOLE   50,000 0 0
BROADSCALE ACQUISITION CORP UNIT 02/02/2026 11134Y200 423 42,696 SH   SOLE   42,696 0 0
BROADSTONE ACQUISITION CORP SHS CL A G1739V100 1,958 200,000 SH   SOLE   200,000 0 0
BROADSTONE ACQUISITION CORP *W EXP 09/15/202 G1739V126 69 100,000 SH   SOLE   100,000 0 0
CA HEALTHCARE ACQUISITION CO COM CL A 12510W107 97 10,000 SH   SOLE   10,000 0 0
CAPITOL INVESTMENT CORP V COM CL A 14064F100 1,010 100,000 SH   SOLE   100,000 0 0
CAPITOL INVESTMENT CORP V *W EXP 99/99/999 14064F118 45 33,333 SH   SOLE   33,333 0 0
CAPSTAR SPL PURP ACQUISITION COM CL A 14070Y101 1,952 200,000 SH   SOLE   200,000 0 0
CAPSTAR SPL PURP ACQUISITION *W EXP 99/99/999 14070Y119 142 200,000 SH   SOLE   200,000 0 0
CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 4,845 500,000 SH   SOLE   500,000 0 0
CARNEY TECHNOLOGY ACQU CORP *W EXP 11/30/202 143636116 138 166,666 SH   SOLE   166,666 0 0
CARTESIAN GROWTH CORP UNIT 02/26/2028 G19276123 2,488 250,000 SH   SOLE   250,000 0 0
CASCADE ACQUISITION CORP COM CL A 147151104 985 100,000 SH   SOLE   100,000 0 0
CASCADE ACQUISITION CORP *W EXP 11/30/202 147151112 45 50,000 SH   SOLE   50,000 0 0
CATCHA INVESTMENT CORP UNIT 99/99/9999 G1962Y128 995 100,000 SH   SOLE   100,000 0 0
CC NEUBERGER PRIN HLDGS II *W EXP 07/29/202 G3166T111 111 101,250 SH   SOLE   101,250 0 0
CC NEUBERGER PRINCIPAL HOLDN UNIT 99/99/9999 G1992N118 2,010 201,180 SH   SOLE   201,180 0 0
CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 4,437 450,000 SH   SOLE   450,000 0 0
CENTRICUS ACQUISITION CORP UNIT 02/08/2028 G2072Q112 497 50,000 SH   SOLE   50,000 0 0
CERBERUS TELECOM ACQUISITION *W EXP 99/99/999 G2040C120 53 50,000 SH   SOLE   50,000 0 0
CERBERUS TELECOM ACQUISITION SHS CL A G2040C104 2,970 300,000 SH   SOLE   300,000 0 0
CF ACQUISITION CORP IV COM CL A 12520T102 2,936 300,000 SH   SOLE   300,000 0 0
CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 88 100,000 SH   SOLE   100,000 0 0
CF ACQUISITION CORP V CL A 12520R106 2,715 275,337 SH   SOLE   275,337 0 0
CF ACQUISITION CORP V *W EXP 01/25/202 12520R114 63 91,779 SH   SOLE   91,779 0 0
CF ACQUISITION CORP VI UNIT 99/99/9999 12521J202 2,976 300,000 SH   SOLE   300,000 0 0
CF ACQUISITION CORP VIII UNIT 03/31/2028 12520C208 992 100,000 SH   SOLE   100,000 0 0
CF FIN ACQUISITION CORP III *W EXP 09/30/202 12529D116 105 74,249 SH   SOLE   74,249 0 0
CF FIN ACQUISITION CORP III CL A 12529D108 2,000 200,000 SH   SOLE   200,000 0 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 32,168 18,447,000 PRN   SOLE   18,447,000 0 0
CHP MERGER CORP COM CL A 12558Y106 7,433 750,000 SH   SOLE   750,000 0 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 300 375,000 SH   SOLE   375,000 0 0
MULTIPLAN CORPORATION *W EXP 02/13/202 62548M118 601 625,000 SH   SOLE   625,000 0 0
CHURCHILL CAP CORP II CL A 17143G106 7,028 702,824 SH   SOLE   702,824 0 0
CHURCHILL CAP CORP II *W EXP 07/02/202 17143G114 59 40,353 SH   SOLE   40,353 0 0
CHURCHILL CAPITAL CORP V COM CL A 17144T107 2,964 300,000 SH   SOLE   300,000 0 0
CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 97 75,000 SH   SOLE   75,000 0 0
CHURCHILL CAPITAL CORP VII UNIT 99/99/9999 17144M201 2,991 300,000 SH   SOLE   300,000 0 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 4,500 450,000 SH   SOLE   450,000 0 0
CITIC CAPITAL ACQUISITION CO *W EXP 01/17/202 G21513117 250 225,000 SH   SOLE   225,000 0 0
CLARIM ACQUISITION CORP COM CL A 18049C108 991 100,600 SH   SOLE   100,600 0 0
CLARIM ACQUISITION CORP *W EXP 01/05/202 18049C116 21 33,533 SH   SOLE   33,533 0 0
CLASS ACCELERATION CORP COM 18274B106 2,476 256,325 SH   SOLE   256,325 0 0
CLASS ACCELERATION CORP *W EXP 03/31/202 18274B114 79 128,162 SH   SOLE   128,162 0 0
CLIMATE REAL IMPACT SLUTINS COM CL A 187171103 1,703 175,000 SH   SOLE   175,000 0 0
CLIMATE REAL IMPACT SLUTINS *W EXP 01/29/202 187171111 39 35,000 SH   SOLE   35,000 0 0
COHN ROBBINS HOLDINGS CORP *W EXP 08/28/202 G23726113 113 94,499 SH   SOLE   94,499 0 0
COHN ROBBINS HOLDINGS CORP COM CL A G23726105 3,096 315,000 SH   SOLE   315,000 0 0
COLICITY INC UNIT 02/24/2026 194170205 2,256 223,381 SH   SOLE   223,381 0 0
COLONNADE ACQUISITION CORP I UNIT 99/99/9999 G2284B127 1,478 150,000 SH   SOLE   150,000 0 0
COMPUTE HEALTH ACQUISITIN CO UNIT 99/99/9999 204833206 1,009 100,000 SH   SOLE   100,000 0 0
CONCORD ACQUISITION CORP COM CL A 206071102 2,445 250,000 SH   SOLE   250,000 0 0
CONCORD ACQUISITION CORP *W EXP 12/28/202 206071110 113 125,000 SH   SOLE   125,000 0 0
CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 1,930 200,000 SH   SOLE   200,000 0 0
CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 43 66,666 SH   SOLE   66,666 0 0
CONX CORP COM CL A 212873103 5,982 600,000 SH   SOLE   600,000 0 0
CONX CORP *W EXP 10/30/202 212873111 166 135,000 SH   SOLE   135,000 0 0
COOPER TIRE & RUBR CO COM 216831107 2,715 48,500 SH   SOLE   48,500 0 0
CORAZON CAPITAL V838 MONOCER UNIT 03/24/2026 G24237110 995 100,000 SH   SOLE   100,000 0 0
CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 1,958 200,000 SH   SOLE   200,000 0 0
CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 66 66,666 SH   SOLE   66,666 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 28,121 16,500,000 PRN   SOLE   16,500,000 0 0
COVA ACQUISITION CORP UNIT 04/01/2021 G2554Y112 1,493 150,000 SH   SOLE   150,000 0 0
COWEN INC NOTE 3.000%12/1 223622AE1 3,326 1,610,000 PRN   SOLE   1,610,000 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 60,912 33,076,000 PRN   SOLE   33,076,000 0 0
CRESCENT ACQUISITION CORP COM CL A 22564L105 6,558 651,894 SH   SOLE   651,894 0 0
CROWN PROPTECH ACQUISITIONS UNIT 99/99/9999 G25741128 2,084 209,640 SH   SOLE   209,640 0 0
CRUCIBLE ACQUISITION CORP COM CL A 22877P108 503 50,000 SH   SOLE   50,000 0 0
CRUCIBLE ACQUISITION CORP *W EXP 12/26/202 22877P116 23 16,666 SH   SOLE   16,666 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 17,448 16,500,000 PRN   SOLE   16,500,000 0 0
SCVX CORP *W EXP 01/24/202 G79448117 298 298,300 SH   SOLE   298,300 0 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 41,972 38,592,000 PRN   SOLE   38,592,000 0 0
D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 1,934 200,000 SH   SOLE   200,000 0 0
D AND Z MEDIA ACQUISITION CO *W EXP 01/27/202 23305Q114 40 66,666 SH   SOLE   66,666 0 0
D8 HOLDINGS CORP SHS CL A G2614K110 1,988 200,000 SH   SOLE   200,000 0 0
D8 HOLDINGS CORP *W EXP 08/05/202 G2614K128 288 250,000 SH   SOLE   250,000 0 0
DECARBONIZATION PLUS ACQU CO COM CL A 242797108 120 11,402 SH   SOLE   11,402 0 0
DECARBONIZATION PLUS ACQU II UNIT 01/19/2026 242794204 453 45,000 SH   SOLE   45,000 0 0
DECARBONIZATION PLUS ACQU II UNIT 03/19/2026 24279D204 996 100,000 SH   SOLE   100,000 0 0
DECARBONIZATION PLUS ACQU CO *W EXP 10/02/202 242797116 154 82,200 SH   SOLE   82,200 0 0
DEEP LAKE CAPITAL ACQUSTN CO CL A SHS G27029100 985 100,000 SH   SOLE   100,000 0 0
DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118 30 50,000 SH   SOLE   50,000 0 0
DELWINDS INS ACQUISITION COR COM CLS A 24803C102 1,940 200,000 SH   SOLE   200,000 0 0
DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 53 100,000 SH   SOLE   100,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 74,177 33,500,000 PRN   SOLE   33,500,000 0 0
DFP HEALTHCARE ACQUISITNS CO COM CL A 23343Q100 896 90,000 SH   SOLE   90,000 0 0
DFP HEALTHCARE ACQUISITNS CO *W EXP 03/31/202 23343Q118 34 25,000 SH   SOLE   25,000 0 0
DHB CAPITAL CORP UNIT 03/31/2028 23291W208 496 50,000 SH   SOLE   50,000 0 0
DHC ACQUISITION CORP UNIT 02/25/2026 G2758T125 1,099 110,000 SH   SOLE   110,000 0 0
DIAMONDHEAD HOLDINGS CORP CL A 25278L105 2,928 300,000 SH   SOLE   300,000 0 0
DIAMONDHEAD HOLDINGS CORP *W EXP 01/28/202 25278L113 45 75,000 SH   SOLE   75,000 0 0
DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 160 97,300 SH   SOLE   97,300 0 0
DMY TECHNOLOGY GROUP INC III COM CLASS A 233278100 1,939 180,000 SH   SOLE   180,000 0 0
DMY TECHNOLOGY GROUP INC III *W EXP 99/99/999 233278118 89 38,563 SH   SOLE   38,563 0 0
DMY TECHNOLOGY GROUP INC IV UNIT 99/99/9999 23344K201 1,004 100,000 SH   SOLE   100,000 0 0
DPCM CAP INC COM CL A 23344P101 3,195 324,000 SH   SOLE   324,000 0 0
DPCM CAP INC *W EXP 10/14/202 23344P119 135 108,000 SH   SOLE   108,000 0 0
DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 1,517 150,000 SH   SOLE   150,000 0 0
DRAGONEER GROWTH OPPORTUN CO COM CL A G28302100 1,015 100,000 SH   SOLE   100,000 0 0
DUNE ACQUISITION CORP COM CL A 265334102 604 61,900 SH   SOLE   61,900 0 0
DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 39 62,500 SH   SOLE   62,500 0 0
E MERGE TECHNOLOGY ACQUISITI *W EXP 07/30/202 26873Y112 128 134,999 SH   SOLE   134,999 0 0
E MERGE TECHNOLOGY ACQUISITI COM CL A 26873Y104 4,875 500,000 SH   SOLE   500,000 0 0
EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 51 62,500 SH   SOLE   62,500 0 0
EAST STONE ACQUISITION CORP SHS G2911D108 2,997 300,000 SH   SOLE   300,000 0 0
EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 51 200,000 SH   SOLE   200,000 0 0
EAST STONE ACQUISITION CORP RIGHT 12/31/2026 G2911D132 64 200,000 SH   SOLE   200,000 0 0
ECP ENVIRONMENTAL GW OPT COR UNIT 03/01/2026 26829T209 1,764 175,000 SH   SOLE   175,000 0 0
EDIFY ACQUISITION CORP CL A 28059Q103 4,850 500,000 SH   SOLE   500,000 0 0
EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 125 250,000 SH   SOLE   250,000 0 0
EDTECHX HOLDINGS ACQU CORP I COM CL A 28139A102 1,518 154,473 SH   SOLE   154,473 0 0
EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 35 77,236 SH   SOLE   77,236 0 0
EJF ACQUISITION CORP UNIT 03/10/2026 G2955B117 1,990 200,000 SH   SOLE   200,000 0 0
EMPOWER LTD CL A COM G3R39W102 4,990 500,000 SH   SOLE   500,000 0 0
EMPOWER LTD *W EXP 11/30/202 G3R39W110 157 133,333 SH   SOLE   133,333 0 0
EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 967 100,000 SH   SOLE   100,000 0 0
EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 25 50,000 SH   SOLE   50,000 0 0
890 5TH AVE PARTNERS INC *W EXP 01/12/202 28250A113 15 16,666 SH   SOLE   16,666 0 0
ENVIRONMENTAL IMPACT ACQU CO COM CL A 29408N106 1,454 150,000 SH   SOLE   150,000 0 0
ENVIRONMENTAL IMPACT ACQU CO *W EXP 09/30/202 29408N114 65 75,000 SH   SOLE   75,000 0 0
EPIPHANY TECHNOLOGY ACQUISIT UNIT 99/99/9999 29429X208 2,006 200,000 SH   SOLE   200,000 0 0
EQ HEALTH ACQUISITION CORP COM CL A 26886A101 97 10,000 SH   SOLE   10,000 0 0
EQUITY DISTR ACQUISITION COR *W EXP 09/09/202 29465E114 108 100,000 SH   SOLE   100,000 0 0
EQUITY DISTR ACQUISITION COR COM CL A 29465E106 2,973 300,000 SH   SOLE   300,000 0 0
GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 107 150,000 SH   SOLE   150,000 0 0
EUROPEAN BIOTECH ACQUTN CORP UNIT 03/09/2026 G3167F110 1,007 100,000 SH   SOLE   100,000 0 0
EUROPEAN SUSTAINABLE GROWTH CL A SHS G3194F109 243 25,000 SH   SOLE   25,000 0 0
EUROPEAN SUSTAINABLE GROWTH *W EXP 01/21/202 G3194F117 8 12,500 SH   SOLE   12,500 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 11,503 9,000,000 PRN   SOLE   9,000,000 0 0
EXECUTIVE NETWORK PARTNERING *W EXP 09/25/202 30158L118 105 125,000 SH   SOLE   125,000 0 0
EXECUTIVE NETWORK PARTNERING CL A 30158L100 3,899 401,105 SH   SOLE   401,105 0 0
FALCON CAPITAL ACQUISITN COR *W EXP 08/20/202 30606L116 125 80,999 SH   SOLE   80,999 0 0
FALCON CAPITAL ACQUISITN COR COM CL A 30606L108 3,490 350,000 SH   SOLE   350,000 0 0
FAR PEAK ACQUISITION CORP *W EXP 12/07/202 G3312L111 147 133,333 SH   SOLE   133,333 0 0
FAR PEAK ACQUISITION CORP SHS CL A G3312L103 2,473 253,084 SH   SOLE   253,084 0 0
FAST ACQUISITION CORP *W EXP 08/25/202 311875116 412 142,000 SH   SOLE   142,000 0 0
FAST ACQUISITION CORP II UNIT 03/16/2026 311874200 994 100,000 SH   SOLE   100,000 0 0
FG NEW AMER ACQUISITION CORP COM 30259V106 3,567 350,000 SH   SOLE   350,000 0 0
FIFTH WALL ACQUISITION CORP COM CL A 316790104 100 10,000 SH   SOLE   10,000 0 0
FIGURE ACQUISITION CORP I UNIT 99/99/9999 302438205 1,012 100,000 SH   SOLE   100,000 0 0
FINSERV ACQUISITION CORP II UNIT 02/17/2026 31809Y202 249 25,000 SH   SOLE   25,000 0 0
FINTECH ACQUISITION CORP IV *W EXP 12/31/202 31810N112 65 45,000 SH   SOLE   45,000 0 0
FINTECH ACQUISITION CORP V COM CL A 31810Q107 517 46,103 SH   SOLE   46,103 0 0
FINTECH ACQUISITION CORP V *W EXP 12/31/202 31810Q115 36 15,000 SH   SOLE   15,000 0 0
FINTECH EVOLUTION ACQUIS GRO UNIT 99/99/9999 G3R19A112 1,481 150,000 SH   SOLE   150,000 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 31,705 28,000,000 PRN   SOLE   28,000,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 30,180 30,092,000 PRN   SOLE   30,092,000 0 0
FIRSTMARK HORIZON ACQUISITIO *W EXP 09/26/202 33765Y119 126 81,000 SH   SOLE   81,000 0 0
FIRSTMARK HORIZON ACQUISITIO CL A COM 33765Y101 2,430 243,000 SH   SOLE   243,000 0 0
FLAME ACQUISITION CORP UNIT 99/99/9999 33850F207 993 100,000 SH   SOLE   100,000 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 6,365 7,000,000 PRN   SOLE   7,000,000 0 0
FOLEY TRASIMENE ACQUISTN COR COM CL A 34431F104 3,012 300,000 SH   SOLE   300,000 0 0
FORESIGHT ACQUISITION CORP UNIT 01/29/2026 34552Y205 2,992 301,875 SH   SOLE   301,875 0 0
FOREST ROAD ACQUISITION COR UNIT 99/99/9999 34619V202 1,992 200,000 SH   SOLE   200,000 0 0
FOREST ROAD ACQUISITION CORP COM 34619R102 972 96,078 SH   SOLE   96,078 0 0
FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 680 70,000 SH   SOLE   70,000 0 0
FORTISTAR SUSTAINABLE SOL CO *W EXP 01/14/202 34962M114 25 35,000 SH   SOLE   35,000 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 17,409 17,105,000 PRN   SOLE   17,105,000 0 0
FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 5,889 600,261 SH   SOLE   600,261 0 0
FORTRESS CAPITAL ACQUISITION *W EXP 99/99/999 G36427121 119 120,052 SH   SOLE   120,052 0 0
FORTRESS VALUE ACQUISITION I *W EXP 08/10/202 349642116 50 31,500 SH   SOLE   31,500 0 0
FORTRESS VALUE ACQUISITION I COM CL A 349642108 5,010 502,500 SH   SOLE   502,500 0 0
FORTRESS VALUE ACQUISI CORP UNIT 03/31/2028 34964K207 1,980 200,000 SH   SOLE   200,000 0 0
FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 570 57,625 SH   SOLE   57,625 0 0
FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 12 11,525 SH   SOLE   11,525 0 0
FORUM MERGER III CORP COM CL A 349885103 5,484 550,000 SH   SOLE   550,000 0 0
FORUM MERGER III CORP *W EXP 08/24/202 349885111 61 31,959 SH   SOLE   31,959 0 0
FORUM MERGER IV CORP UNIT 03/15/2028 349875203 1,980 200,000 SH   SOLE   200,000 0 0
FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 249 25,000 SH   SOLE   25,000 0 0
FREEDOM ACQUISITION I CORP UNIT 99/99/9999 G3663X102 960 96,288 SH   SOLE   96,288 0 0
FRONTIER ACQUISITION CORP UNIT 03/01/2026 G36826116 993 100,000 SH   SOLE   100,000 0 0
FS DEVELOPMENT CORP II COM CL A 30318F100 100 10,000 SH   SOLE   10,000 0 0
FTAC ATHENA ACQUISITION CORP UNIT 99/99/9999 G37283127 287 28,691 SH   SOLE   28,691 0 0
FTAC OLYMPUS ACQUISITION COR *W EXP 08/28/202 G37288126 256 120,711 SH   SOLE   120,711 0 0
FTAC OLYMPUS ACQUISITION COR CL A SHS G37288100 2,738 259,011 SH   SOLE   259,011 0 0
FINTECH ACQUISITION CORP IV CL A 31810N104 1,334 119,301 SH   SOLE   119,301 0 0
FUSION ACQUISITION CORP II UNIT 02/29/2028 36118N201 3,972 400,000 SH   SOLE   400,000 0 0
FUSION ACQUISITION CORP CL A 36118H105 3,537 355,150 SH   SOLE   355,150 0 0
FUSION ACQUISITION CORP *W EXP 06/01/202 36118H113 164 141,750 SH   SOLE   141,750 0 0
G SQUARED ASCEND I INC UNIT 99/99/9999 G4204R125 3,000 300,000 SH   SOLE   300,000 0 0
GALILEO ACQUISITION CORP SHS G3770A102 2,379 237,885 SH   SOLE   237,885 0 0
GALILEO ACQUISITION CORP *W EXP 10/31/202 G3770A110 131 237,885 SH   SOLE   237,885 0 0
GAMING & HOSPITALITY ACQU CO UNIT 02/04/2028 364681205 693 70,000 SH   SOLE   70,000 0 0
GCM GROSVENOR INC *W EXP 11/17/202 36831E116 235 200,902 SH   SOLE   200,902 0 0
GENESIS PK ACQUISITION CORP *W EXP 05/27/202 G38245125 216 98,406 SH   SOLE   98,406 0 0
GENESIS PK ACQUISITION CORP SHS CL A G38245109 2,065 196,875 SH   SOLE   196,875 0 0
GIGCAPITAL2 INC COM 375036100 5,015 500,000 SH   SOLE   500,000 0 0
GIGCAPITAL4 INC UNIT 99/99/9999 37518G200 5,922 600,000 SH   SOLE   600,000 0 0
GLOBAL BLUE GROUP HOLDING AG *W EXP 08/28/202 H33700115 726 600,000 SH   SOLE   600,000 0 0
GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 2,954 296,594 SH   SOLE   296,594 0 0
GLOBAL PARTNER ACQISTN CORP *W EXP 01/14/202 G3934P128 52 49,432 SH   SOLE   49,432 0 0
GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 1,411 145,509 SH   SOLE   145,509 0 0
GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 39 75,000 SH   SOLE   75,000 0 0
GO ACQUISITION CORP *W EXP 08/31/202 362019119 120 133,333 SH   SOLE   133,333 0 0
GO ACQUISITION CORP COM 362019101 3,940 400,000 SH   SOLE   400,000 0 0
GOLDEN FALCON ACQUISITION CO CL A 38102H109 2,901 300,000 SH   SOLE   300,000 0 0
GORES GUGGENHEIM INC UNIT 03/25/2028 38286Q206 993 100,000 SH   SOLE   100,000 0 0
GORES HLDGS V INC *W EXP 08/05/202 382864114 93 59,808 SH   SOLE   59,808 0 0
GORES HLDGS V INC COM CL A 382864106 3,493 350,000 SH   SOLE   350,000 0 0
GORES HOLDINGS VII INC UNIT 02/12/2028 38286T200 2,988 300,000 SH   SOLE   300,000 0 0
GORES HLDGS VIII INC UNIT 02/01/2028 382863207 3,000 300,000 SH   SOLE   300,000 0 0
GORES METROPOULOS II INC CL A 382873107 463 46,798 SH   SOLE   46,798 0 0
GORES TECHNOLOGY PARTNERS II UNIT 03/16/2028 38287L206 1,996 200,000 SH   SOLE   200,000 0 0
GORES TECHNOLOGY PARTNERS IN UNIT 03/16/2028 382870202 1,001 100,000 SH   SOLE   100,000 0 0
GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 14,225 10,000,000 PRN   SOLE   10,000,000 0 0
GREEN PLAINS INC NOTE 4.000% 7/0 393222AH7 13,667 7,200,000 PRN   SOLE   7,200,000 0 0
GREENROSE ACQUISITION CORP COM 395392103 3,640 365,419 SH   SOLE   365,419 0 0
GREENROSE ACQUISITION CORP *W EXP 08/11/202 395392111 415 500,000 SH   SOLE   500,000 0 0
GROUP NINE ACQUISITION CORP COM CL A 39947R104 3,454 350,400 SH   SOLE   350,400 0 0
GROUP NINE ACQUISITION CORP *W EXP 01/15/202 39947R112 70 116,799 SH   SOLE   116,799 0 0
GS ACQUISITION HLDGS CORP II COM CL A 36258Q105 2,140 205,150 SH   SOLE   205,150 0 0
GS ACQUISITION HLDGS CORP II *W EXP 06/30/202 36258Q113 32 14,359 SH   SOLE   14,359 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 16,828 14,500,000 PRN   SOLE   14,500,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 28,216 25,000,000 PRN   SOLE   25,000,000 0 0
GX ACQUISITION CORP COM CL A 36251A107 8,064 800,000 SH   SOLE   800,000 0 0
GX ACQUISITION CORP II UNIT 03/17/2026 36260F204 999 100,000 SH   SOLE   100,000 0 0
HAEMONETICS CORP MASS COM 405024100 1,654 14,900 SH   SOLE   14,900 0 0
HALOZYME THERAPEUTICS INC NOTE 1.250%12/0 40637HAB5 20,287 11,000,000 PRN   SOLE   11,000,000 0 0
HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 975 100,000 SH   SOLE   100,000 0 0
HAMILTON LANE ALLIANCE HLDGS *W EXP 01/12/202 40749M111 23 33,333 SH   SOLE   33,333 0 0
HARMONIC INC DBCV 2.000% 9/0 413160AD4 20,446 18,000,000 SH   SOLE   18,000,000 0 0
HAYMAKER ACQUISITION CORP II UNIT 03/01/2026 42087R207 994 100,000 SH   SOLE   100,000 0 0
HEALTHCARE CAPITAL CORP COM CL A 42228C101 2,898 300,000 SH   SOLE   300,000 0 0
HEALTHCARE CAPITAL CORP *W EXP 12/31/202 42228C119 95 150,000 SH   SOLE   150,000 0 0
SOC TELEMED INC *W EXP 11/30/202 78472F119 137 150,000 SH   SOLE   150,000 0 0
HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 1,303 132,852 SH   SOLE   132,852 0 0
HENNESSY CAPITAL INVS CORP V *W EXP 01/20/202 42589T115 36 33,213 SH   SOLE   33,213 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 5,253 5,000,000 PRN   SOLE   5,000,000 0 0
HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 978 100,000 SH   SOLE   100,000 0 0
HIGHLAND TRANSCEND PARTNERS *W EXP 99/99/999 G44690124 42 33,333 SH   SOLE   33,333 0 0
HOLICITY INC *W EXP 08/04/202 435063110 86 29,779 SH   SOLE   29,779 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 7,395 7,500,000 PRN   SOLE   7,500,000 0 0
HORIZON ACQUISITION CORP COM CL A G46049105 1,778 180,000 SH   SOLE   180,000 0 0
HORIZON ACQUISITION CORP *W EXP 08/19/202 G46049113 66 59,999 SH   SOLE   59,999 0 0
HPX CORP SHS CL A G32219100 2,946 300,000 SH   SOLE   300,000 0 0
HPX CORP *W EXP 07/14/202 G32219126 121 150,000 SH   SOLE   150,000 0 0
HUDSON EXECUTIVE INVES III UNIT 02/22/2026 44376L206 3,968 400,000 SH   SOLE   400,000 0 0
HUDSON EXECUTIVE INVT CORP COM CL A 443761101 3,472 350,000 SH   SOLE   350,000 0 0
HUDSON EXECUTIVE INVS CORP I COM CL A 443760103 1,988 201,645 SH   SOLE   201,645 0 0
HUDSON EXECUTIVE INVS CORP I *W EXP 01/31/202 443760111 39 50,411 SH   SOLE   50,411 0 0
IG ACQUISITION CORP *W EXP 10/05/202 449534114 48 50,000 SH   SOLE   50,000 0 0
IG ACQUISITION CORP COM CL A 449534106 988 100,000 SH   SOLE   100,000 0 0
IMAX CORP COM 45245E109 1,385 68,900 SH   SOLE   68,900 0 0
INDEPENDENCE HOLDINGS CORP UNIT 03/02/2026 G4761A119 250 25,000 SH   SOLE   25,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 29,865 25,000,000 PRN   SOLE   25,000,000 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 12,529 8,484,000 PRN   SOLE   8,484,000 0 0
INSU ACQUISITION CORP III COM CL A 457817104 995 100,000 SH   SOLE   100,000 0 0
INSU ACQUISITION CORP III *W EXP 12/31/202 457817112 32 33,333 SH   SOLE   33,333 0 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 43,593 15,541,000 PRN   SOLE   15,541,000 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 4,259 5,000,000 PRN   SOLE   5,000,000 0 0
INVACARE CORP NOTE 5.000%11/1 461203AL5 2,064 2,075,000 PRN   SOLE   2,075,000 0 0
ION ACQUISITION CORP 2 LTD UNIT 99/99/9999 G49393120 707 69,618 SH   SOLE   69,618 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 76,559 74,881,000 PRN   SOLE   74,881,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 31,603 33,000,000 PRN   SOLE   33,000,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 10,851 10,000,000 SH   SOLE   10,000,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 11,544 10,416,000 PRN   SOLE   10,416,000 0 0
ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 1,454 150,000 SH   SOLE   150,000 0 0
ISLEWORTH HEALTHCARE ACQU CO *W EXP 08/02/202 46468P110 35 75,000 SH   SOLE   75,000 0 0
ITHAX ACQUISITION CORP CL A SHS G49775102 975 100,000 SH   SOLE   100,000 0 0
ITHAX ACQUISITION CORP *W EXP 02/01/202 G49775128 43 50,000 SH   SOLE   50,000 0 0
ITIQUIRA ACQUISITION CORP UNIT 02/03/2026 G49773123 497 50,000 SH   SOLE   50,000 0 0
IVANHOE CAPITAL ACQUISTIN CO *W EXP 01/08/202 G4R87P106 23 16,666 SH   SOLE   16,666 0 0
JACK CREEK INVESTMENT CORP CL A SHS G4989X115 5,321 549,708 SH   SOLE   549,708 0 0
JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 146 274,854 SH   SOLE   274,854 0 0
JAWS MUSTANG ACQUISITION COR UNIT 99/99/9999 G50737116 1,652 162,721 SH   SOLE   162,721 0 0
JAWS SPITFIRE ACQUISITION CO SHS CL A G50740102 3,075 300,000 SH   SOLE   300,000 0 0
JAWS SPITFIRE ACQUISITION CO *W EXP 12/01/202 G50740110 34 17,500 SH   SOLE   17,500 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 77,068 75,452,000 PRN   SOLE   75,452,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 8,727 8,000,000 PRN   SOLE   8,000,000 0 0
JIYA ACQUISITION CORP COM CL A 47760M102 98 10,000 SH   SOLE   10,000 0 0
JOFF FINTECH ACQUISITION COR UNIT 02/03/2026 46592C209 2,985 300,000 SH   SOLE   300,000 0 0
JUNIPER INDL HLDGS INC *W EXP 11/13/202 48205G114 549 199,700 SH   SOLE   199,700 0 0
KADEM SUSTAINABLE IMPACT COR UNIT 03/17/2026 48284E204 17,092 1,730,000 SH   SOLE   1,730,000 0 0
KAIROS ACQUISITION CORP CL A SHS G52110114 2,438 250,000 SH   SOLE   250,000 0 0
KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 68 125,000 SH   SOLE   125,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 18,284 11,500,000 PRN   SOLE   11,500,000 0 0
KENSINGTON CAPITAL ACQUISITI UNIT 99/99/9999 49006L203 513 50,000 SH   SOLE   50,000 0 0
KERNEL GROUP HOLDINGS INC UNIT 99/99/9999 G5259L111 1,248 125,000 SH   SOLE   125,000 0 0
KHOSLA VENTURES ACQUSTN CO I COM CL A 482505104 1,512 150,000 SH   SOLE   150,000 0 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 1,494 150,000 SH   SOLE   150,000 0 0
KHOSLA VENTURES ACQUISITION CL A 482504107 1,010 100,000 SH   SOLE   100,000 0 0
KINGSWOOD ACQUISITION CORP COM CL A 496861105 1,689 170,000 SH   SOLE   170,000 0 0
KINGSWOOD ACQUISITION CORP *W EXP 05/01/202 496861113 68 127,500 SH   SOLE   127,500 0 0
KINS TECHNOLOGY GROUP INC *W EXP 10/14/202 49714K117 98 150,000 SH   SOLE   150,000 0 0
KISMET ACQUISITION ONE CORP SHS G52753103 5,990 605,042 SH   SOLE   605,042 0 0
KISMET ACQUISITION ONE CORP *W EXP 99/99/999 G52753111 100 124,999 SH   SOLE   124,999 0 0
KISMET ACQUISITION THREE COR UNIT 99/99/9999 G5276C128 1,482 150,000 SH   SOLE   150,000 0 0
KISMET ACQUISITION TWO CORP UNIT 99/99/9999 G52807123 1,089 109,591 SH   SOLE   109,591 0 0
KKR ACQUISITION HOLDING I CO UNIT 99/99/9999 48253T208 1,001 100,000 SH   SOLE   100,000 0 0
KL ACQUISITION CORP COM CL A 49837C109 944 97,300 SH   SOLE   97,300 0 0
KL ACQUISITION CORP *W EXP 01/12/202 49837C117 22 33,333 SH   SOLE   33,333 0 0
KLUDEIN I ACQUISITION CORP CL A 49878L109 487 50,000 SH   SOLE   50,000 0 0
KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 14 25,000 SH   SOLE   25,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 26,736 22,430,000 PRN   SOLE   22,430,000 0 0
L CATTERTON ASIA ACQUISITION UNIT 03/11/2026 G5346G109 995 100,000 SH   SOLE   100,000 0 0
L&F ACQUISITION CORP *W EXP 05/23/202 G53702117 50 75,000 SH   SOLE   75,000 0 0
L&F ACQUISITION CORP SHS CL A G53702109 1,445 146,715 SH   SOLE   146,715 0 0
LANDCADIA HOLDINGS III INC COM CL A 51476H100 1,757 175,502 SH   SOLE   175,502 0 0
LAZARD GROWTH ACQUISITION CO UNIT 99/99/9999 G54035129 5,995 599,464 SH   SOLE   599,464 0 0
LDH GROWTH CORP I UNIT 03/17/2026 G54094118 202 20,000 SH   SOLE   20,000 0 0
LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 47 40,500 SH   SOLE   40,500 0 0
LEGATO MERGER CORP COM 52473X106 726 75,000 SH   SOLE   75,000 0 0
LEGATO MERGER CORP *W EXP 12/31/202 52473X114 36 75,000 SH   SOLE   75,000 0 0
LEISURE ACQUISITION CORP *W EXP 99/99/999 52539T115 83 100,000 SH   SOLE   100,000 0 0
LEO HLDGS CORP II COM CL A G5463R102 2,916 300,000 SH   SOLE   300,000 0 0
LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 56 75,000 SH   SOLE   75,000 0 0
LEO HOLDINGS III CORP UNIT 99/99/9999 G5463T116 1,093 111,490 SH   SOLE   111,490 0 0
LERER HIPPEAU ACQUISITION CO CL A 526749106 1,238 125,000 SH   SOLE   125,000 0 0
LEVERE HOLDINGS CORP UNIT 03/09/2026 G5462L114 873 87,600 SH   SOLE   87,600 0 0
LGL SYS ACQUISITION CORP COM CL A 50201G106 6,088 612,515 SH   SOLE   612,515 0 0
LGL SYS ACQUISITION CORP *W EXP 11/12/202 50201G114 476 378,095 SH   SOLE   378,095 0 0
LIBERTY INTERACTIVE LLC NOTE 1.750% 9/1 530610AD6 44,859 24,395,000 PRN   SOLE   24,395,000 0 0
LIBERTY LATIN AMERICA LTD NOTE 2.000% 7/1 53069QAB5 10,032 10,000,000 PRN   SOLE   10,000,000 0 0
LIVE OAK ACQUISITION CORP II COM CL A 53804W106 629 63,000 SH   SOLE   63,000 0 0
LIVE OAK MOBILITY ACQUISI CO UNIT 03/01/2028 538126202 1,996 200,000 SH   SOLE   200,000 0 0
LMF ACQUISITION OPPORTUNIT I CL A COM 502015100 392 40,000 SH   SOLE   40,000 0 0
LMF ACQUISITION OPPORTUNIT I *W EXP 01/26/202 502015118 16 40,000 SH   SOLE   40,000 0 0
LOCUST WALK ACQUISITION CORP COM CL A 54015L103 975 100,000 SH   SOLE   100,000 0 0
LOCUST WALK ACQUISITION CORP *W EXP 12/31/202 54015L111 20 33,333 SH   SOLE   33,333 0 0
LONGVIEW ACQUISITION CORP II UNIT 99/99/9999 54319Q204 1,506 150,000 SH   SOLE   150,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 20,091 12,500,000 PRN   SOLE   12,500,000 0 0
MALACCA STRAITS ACQUISITION *W EXP 99/99/999 G5859B109 24 32,637 SH   SOLE   32,637 0 0
MARLIN TECHNOLOGY CORP CL A SHS G58411102 3,364 350,000 SH   SOLE   350,000 0 0
MARLIN TECHNOLOGY CORP *W EXP 01/12/202 G58411110 85 116,666 SH   SOLE   116,666 0 0
MARQUEE RAINE ACQUISITION CO CL A SHS G58442107 296 30,000 SH   SOLE   30,000 0 0
MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 1,942 200,000 SH   SOLE   200,000 0 0
MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 42 66,667 SH   SOLE   66,667 0 0
MATCH GROUP FINANCECO NOTE 0.875% 10/0 44931RAA0 284,362 90,696,000 PRN   SOLE   90,696,000 0 0
MCAP ACQUISITION CORP UNIT 02/18/2030 55282T208 995 100,000 SH   SOLE   100,000 0 0
MDH ACQUISITION CORP UNIT 99/99/9999 55283P205 1,491 150,000 SH   SOLE   150,000 0 0
MEDTECH ACQUISITION CORP COM CL A 58507N105 193 20,000 SH   SOLE   20,000 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 105,975 31,612,000 PRN   SOLE   31,612,000 0 0
MERIDA MERGER CORP I COM 58953M106 4,886 494,532 SH   SOLE   494,532 0 0
MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 332 286,595 SH   SOLE   286,595 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 165,467 18,697,000 PRN   SOLE   18,697,000 0 0
MONTES ARCHIMEDES ACQUISITIO *W EXP 99/99/999 612657114 170 200,000 SH   SOLE   200,000 0 0
MONTES ARCHIMEDES ACQUISITIO COM CL A 612657106 3,857 394,425 SH   SOLE   394,425 0 0
MONUMENT CIRCLE ACQUISITN CO COM CL A 61531M101 2,407 250,000 SH   SOLE   250,000 0 0
MONUMENT CIRCLE ACQUISITN CO *W EXP 01/14/202 61531M119 62 125,000 SH   SOLE   125,000 0 0
MORINGA ACQUISITION CORP UNIT 02/16/2026 G6S23K116 993 100,000 SH   SOLE   100,000 0 0
MOTION ACQUISITION CORP COM CL A 61980M107 985 100,000 SH   SOLE   100,000 0 0
MOTIVE CAPITAL CORP SHS CL A G6293A103 3,920 400,000 SH   SOLE   400,000 0 0
MOTIVE CAPITAL CORP *W EXP 12/31/202 G6293A111 117 133,333 SH   SOLE   133,333 0 0
MUDRICK CAPITAL ACQU CORP II COM CL A 62477L107 3,434 350,000 SH   SOLE   350,000 0 0
MUDRICK CAPITAL ACQU CORP II *W EXP 09/10/202 62477L115 110 175,000 SH   SOLE   175,000 0 0
THE MUSIC ACQUISITION CORP UNIT 99/99/9999 62752R209 749 75,000 SH   SOLE   75,000 0 0
NANOSTRING TECHNOLOGIES INC NOTE 2.625% 5/0 63009RAD1 11,193 6,930,000 PRN   SOLE   6,930,000 0 0
NATERA INC NOTE 2.250% 5/0 632307AA2 27,633 10,000,000 PRN   SOLE   10,000,000 0 0
NAVSIGHT HLDGS INC CL A 639358100 3,006 300,000 SH   SOLE   300,000 0 0
NAVSIGHT HLDGS INC *W EXP 01/01/203 639358118 237 150,000 SH   SOLE   150,000 0 0
NCL CORPORATION LTD NOTE 6.000% 5/1 62886HAS0 21,297 9,500,000 PRN   SOLE   9,500,000 0 0
NEBULA CARAVEL ACQUISITION C COM CL A 629070103 1,488 150,000 SH   SOLE   150,000 0 0
NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 30,123 20,000,000 PRN   SOLE   20,000,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 61,849 45,447,000 PRN   SOLE   45,447,000 0 0
NEW BEGINNINGS ACQUISITION C COM 64222H100 4,302 430,234 SH   SOLE   430,234 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 38,756 39,501,000 PRN   SOLE   39,501,000 0 0
NEW VISTA ACQUISITION CORP UNIT 02/01/2026 G6529L113 2,278 228,048 SH   SOLE   228,048 0 0
NEWHOLD INVESTMENT CORP COM CL A 651448102 1,001 100,000 SH   SOLE   100,000 0 0
NEWHOLD INVESTMENT CORP *W EXP 03/10/202 651448110 83 50,000 SH   SOLE   50,000 0 0
NEXTGEN ACQUISITION CORP CL A G65305107 5,514 555,826 SH   SOLE   555,826 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 27,722 10,579,000 PRN   SOLE   10,579,000 0 0
NIGHTDRAGON ACQUISITION CORP UNIT 02/26/20266 65413D204 510 50,000 SH   SOLE   50,000 0 0
NOBLE ROCK ACQUISITION CORP UNIT 01/31/2028 G6546R127 1,978 200,000 SH   SOLE   200,000 0 0
NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 3,483 350,000 SH   SOLE   350,000 0 0
NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 70 116,667 SH   SOLE   116,667 0 0
NORTH MOUNTAIN MERGER CORP COM CL A 661204107 1,848 186,338 SH   SOLE   186,338 0 0
NORTH MOUNTAIN MERGER CORP *W EXP 09/16/202 661204115 110 100,000 SH   SOLE   100,000 0 0
NORTHERN GENESIS ACQUISITION COMMON STOCK 66516U101 1,488 150,000 SH   SOLE   150,000 0 0
NORTHERN GENESIS ACQUISITION *W EXP 01/15/202 66516U119 58 50,000 SH   SOLE   50,000 0 0
NORTHERN STAR INVSTMNT CORP COM CLASS A 66573W107 5,694 569,371 SH   SOLE   569,371 0 0
NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 27 20,000 SH   SOLE   20,000 0 0
NORTHERN STAR INVEST CORP IV UNIT 02/25/2028 66575B200 992 100,000 SH   SOLE   100,000 0 0
NORTHERN STAR INVEST CORP II UNIT 02/25/2028 66574L209 995 100,000 SH   SOLE   100,000 0 0
NORTONLIFELOCK INC NOTE 2.000% 8/1 668771AA6 68,417 58,317,000 PRN   SOLE   58,317,000 0 0
NOVUS CAPITAL CORPORATION II UNIT 99/99/9999 67012W203 3,000 300,000 SH   SOLE   300,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 5,857 5,000,000 SH   SOLE   5,000,000 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 57,508 27,000,000 SH   SOLE   27,000,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 100,535 54,202,000 SH   SOLE   54,202,000 0 0
NUTANIX INC NOTE 1/1 67059NAB4 7,350 7,500,000 PRN   SOLE   7,500,000 0 0
OAK STR HEALTH INC COM 67181A107 3,745 69,000 SH   SOLE   69,000 0 0
OAKTREE ACQUISITION CORP II CL A SHS G6715X103 2,492 251,941 SH   SOLE   251,941 0 0
OAKTREE ACQUISITION CORP II *W EXP 09/15/202 G6715X111 88 70,399 SH   SOLE   70,399 0 0
OCA ACQUISITION CORP COM CL A 670865104 977 100,000 SH   SOLE   100,000 0 0
OCA ACQUISITION CORP *W EXP 01/14/202 670865112 23 50,000 SH   SOLE   50,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 30,534 22,598,000 PRN   SOLE   22,598,000 0 0
OMEGA ALPHA SPAC CL A G6749V107 99 10,000 SH   SOLE   10,000 0 0
OMEROS CORP NOTE 6.250%11/1 682143AE2 2,441 2,000,000 PRN   SOLE   2,000,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 24,731 11,882,000 PRN   SOLE   11,882,000 0 0
ONE COM CL A G7000X105 790 68,154 SH   SOLE   68,154 0 0
ONE *W EXP 08/17/202 G7000X121 75 28,034 SH   SOLE   28,034 0 0
ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 2,928 300,000 SH   SOLE   300,000 0 0
ONE EQUITY PARTNERS OPEN WTR *W EXP 01/14/202 68237L113 70 100,000 SH   SOLE   100,000 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 2,963 2,250,000 PRN   SOLE   2,250,000 0 0
ORION ACQUISITION CORP UNIT 02/19/2026 68626A207 350 35,000 SH   SOLE   35,000 0 0
OSPREY TECHNLGY AQUISTION CO COM CL A 68839R104 2,552 247,256 SH   SOLE   247,256 0 0
OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 336 198,855 SH   SOLE   198,855 0 0
OTR ACQUISITION CORP *W EXP 11/30/202 67113Q113 92 150,000 SH   SOLE   150,000 0 0
OTR ACQUISITION CORP COM CL A 67113Q105 2,988 300,000 SH   SOLE   300,000 0 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 13,253 10,772,000 PRN   SOLE   10,772,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 41,698 31,500,000 PRN   SOLE   31,500,000 0 0
PARTS ID INC COM CL A 702141102 193 24,608 SH   SOLE   24,608 0 0
PATHFINDER ACQUISITION CORP UNIT 02/17/2026 G04119114 396 40,000 SH   SOLE   40,000 0 0
PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 8,829 7,991,000 PRN   SOLE   7,991,000 0 0
PERIDOT ACQUISITION CORP SHS CL A G7008A115 1,334 125,285 SH   SOLE   125,285 0 0
PERIDOT ACQUISITION CORP II UNIT 99/99/9999 G7008B113 2,485 250,000 SH   SOLE   250,000 0 0
PERIDOT ACQUISITION CORP *W EXP 11/30/202 G7008A107 58 34,584 SH   SOLE   34,584 0 0
PERIPHAS CAPITAL PARTNERING COM CL A 713895100 1,424 59,998 SH   SOLE   59,998 0 0
PERIPHAS CAPITAL PARTNERING *W EXP 12/10/202 713895118 32 15,000 SH   SOLE   15,000 0 0
PERSHING SQUARE TONTINE HLDG COM CL A 71531R109 530 22,091 SH   SOLE   22,091 0 0
PG&E CORP UNIT 99/99/9999 69331C140 2,867 25,000 SH   SOLE   25,000 0 0
PIONEER MERGER CORP CL A SHS G7S24C103 1,944 200,000 SH   SOLE   200,000 0 0
PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111 62 66,666 SH   SOLE   66,666 0 0
PIVOTAL INVESTMENT CORP III UNIT 01/28/2028 72582M205 3,000 300,000 SH   SOLE   300,000 0 0
PLUM ACQUISITION CORP I UNIT 03/15/2026 G7134L100 995 100,000 SH   SOLE   100,000 0 0
PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 59,149 60,000,000 PRN   SOLE   60,000,000 0 0
PMV CONSUMER ACQUISITION COR *W EXP 08/31/202 693486110 154 200,000 SH   SOLE   200,000 0 0
PMV CONSUMER ACQUISITION COR COM 693486102 3,880 400,000 SH   SOLE   400,000 0 0
POEMA GLOBAL HOLDINGS CORP CL A SHS G7154B107 1,467 150,000 SH   SOLE   150,000 0 0
POEMA GLOBAL HOLDINGS CORP *W EXP 01/08/202 G7154B115 41 75,000 SH   SOLE   75,000 0 0
PONTEM CORPORATION SHS CL A G71707106 1,936 200,000 SH   SOLE   200,000 0 0
PONTEM CORPORATION *W EXP 01/05/202 G71707122 50 66,666 SH   SOLE   66,666 0 0
POPULATION HEALTH INVS CO IN *W EXP 10/01/202 G71716115 125 117,699 SH   SOLE   117,699 0 0
POPULATION HEALTH INVS CO IN SHS CL A G71716107 3,482 353,100 SH   SOLE   353,100 0 0
POWER & DIGITAL INFRA ACQ CO UNIT 99/99/9999 739190205 2,010 200,000 SH   SOLE   200,000 0 0
POWERED BRANDS CL A G7209M108 486 50,000 SH   SOLE   50,000 0 0
POWERED BRANDS *W EXP 01/07/202 G7209M116 13 16,666 SH   SOLE   16,666 0 0
PRETIUM RES INC NOTE 2.250% 3/1 74139CAB8 9,710 9,462,000 PRN   SOLE   9,462,000 0 0
PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 392 40,000 SH   SOLE   40,000 0 0
PRIMAVERA CAPITAL ACQUIST CO *W EXP 01/19/202 G7255E117 16 20,000 SH   SOLE   20,000 0 0
PRIME IMPACT ACQUISITION I SHS CL A G61074103 2,919 300,000 SH   SOLE   300,000 0 0
PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 82 100,000 SH   SOLE   100,000 0 0
PRIVETERRA ACQUISITION CORP UNIT 99/99/9999 74275N201 4,970 500,000 SH   SOLE   500,000 0 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 8,548 8,000,000 PRN   SOLE   8,000,000 0 0
PROPTECH INVESTMENT CORP II COM CL A 743497109 2,369 241,999 SH   SOLE   241,999 0 0
PROPTECH INVESTMENT CORP II *W EXP 12/08/202 743497117 70 83,333 SH   SOLE   83,333 0 0
PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 5,107 5,075,000 PRN   SOLE   5,075,000 0 0
PROSPECTOR CAPITAL CORP CL A G7273A105 973 100,000 SH   SOLE   100,000 0 0
PROSPECTOR CAPITAL CORP *W EXP 01/01/202 G7273A113 34 33,333 SH   SOLE   33,333 0 0
PROVIDENT ACQUISITION CORP CL A G7282L100 977 100,000 SH   SOLE   100,000 0 0
PROVIDENT ACQUISITION CORP *W EXP 01/08/202 G7282L126 40 50,000 SH   SOLE   50,000 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 17,981 15,519,000 PRN   SOLE   15,519,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 26,942 24,445,000 PRN   SOLE   24,445,000 0 0
PWP FORWARD ACQUISITION CORP UNIT 03/10/2026 74709Q200 2,491 250,000 SH   SOLE   250,000 0 0
QELL ACQUISITION CORP *W EXP 10/01/202 G7307X113 72 41,999 SH   SOLE   41,999 0 0
QELL ACQUISITION CORP CL A G7307X105 2,036 200,000 SH   SOLE   200,000 0 0
QUEENS GAMBIT GROWTH CAPITAL CL A SHS G7315C101 2,910 300,000 SH   SOLE   300,000 0 0
QUEENS GAMBIT GROWTH CAPITAL *W EXP 01/19/202 G7315C119 107 100,000 SH   SOLE   100,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 4,733 5,000,000 PRN   SOLE   5,000,000 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 12,297 10,250,000 PRN   SOLE   10,250,000 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 24,051 11,500,000 PRN   SOLE   11,500,000 0 0
RECHARGE ACQUISITION CORP COM CL A 756229100 979 100,000 SH   SOLE   100,000 0 0
RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 39 50,000 SH   SOLE   50,000 0 0
REDBALL ACQUISITION CORP COM CL A G7417R105 7,080 711,606 SH   SOLE   711,606 0 0
REDBALL ACQUISITION CORP *W EXP 08/17/202 G7417R113 326 239,817 SH   SOLE   239,817 0 0
REINVENT TECHNOLOGY PARTNERS SHS CL A G74847107 105 10,496 SH   SOLE   10,496 0 0
REINVENT TECHNOLOGY PARTNERS UNIT 03/12/2026 G7484L114 2,008 200,000 SH   SOLE   200,000 0 0
REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 375 300,000 SH   SOLE   300,000 0 0
REVOLUTION ACCELERTN ACQU CO COM CL A 76156P106 1,742 171,826 SH   SOLE   171,826 0 0
REVOLUTION ACCELERTN ACQU CO *W EXP 12/01/202 76156P114 66 33,333 SH   SOLE   33,333 0 0
REVOLUTION HEALTHCAR AQ CORP UNIT 03/18/20266 76155Y207 2,011 200,000 SH   SOLE   200,000 0 0
RMG ACQUISITION CORP II CL A SHS G76083107 3,507 350,000 SH   SOLE   350,000 0 0
RMG ACQUISITION CORP II *W EXP 12/27/202 G76083123 168 116,666 SH   SOLE   116,666 0 0
RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 2,325 233,713 SH   SOLE   233,713 0 0
ROCKET INTERNET GRWT OPRT CO UNIT 99/99/9999 G7613T111 1,001 100,000 SH   SOLE   100,000 0 0
ROSECLIFF ACQUISITION CORP I UNIT 99/99/9999 77732R202 1,984 200,000 SH   SOLE   200,000 0 0
ROSS ACQUISITION CORP II UNIT 99/99/9999 G7641C122 1,992 200,000 SH   SOLE   200,000 0 0
ROTH CH ACQUISITION II CO *W EXP 09/16/202 778673111 32 25,000 SH   SOLE   25,000 0 0
ROTOR ACQUISITION CORP COM 77879W105 490 50,000 SH   SOLE   50,000 0 0
ROTOR ACQUISITION CORP *W EXP 06/15/202 77879W113 16 25,000 SH   SOLE   25,000 0 0
SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 11,457 6,148,000 PRN   SOLE   6,148,000 0 0
SANDBRIDGE ACQUISITION CORP COM CL A 799793104 2,478 250,000 SH   SOLE   250,000 0 0
SANDBRIDGE ACQUISITION CORP *W EXP 09/14/202 799793112 102 100,000 SH   SOLE   100,000 0 0
SARISSA CAPITAL ACQUISITN CO *W EXP 10/23/202 G7823W110 77 51,134 SH   SOLE   51,134 0 0
SARISSA CAPITAL ACQUISITN CO CL A G7823W102 1,394 138,063 SH   SOLE   138,063 0 0
SC HEALTH CORP COM CL A G78516203 1,008 100,000 SH   SOLE   100,000 0 0
SCIENCE STRATEGIC ACQ ALPHA COM CL A 808641104 664 69,000 SH   SOLE   69,000 0 0
SCIENCE STRATEGIC ACQ ALPHA *W EXP 01/20/202 808641112 14 23,000 SH   SOLE   23,000 0 0
SCION TECH GROWTH I CL A SHS G31067104 4,900 500,000 SH   SOLE   500,000 0 0
SCION TECH GROWTH I *W EXP 11/01/202 G31067112 153 166,666 SH   SOLE   166,666 0 0
SCION TECH GROWTH II UNIT 99/99/9999 G31070124 1,583 150,000 SH   SOLE   150,000 0 0
SCP & CO HEALTHCARE ACQUSTN COM CL A 784065104 1,930 200,000 SH   SOLE   200,000 0 0
SCP & CO HEALTHCARE ACQUSTN *W EXP 01/27/202 784065112 59 100,000 SH   SOLE   100,000 0 0
SCVX CORP COM G79448208 5,294 536,940 SH   SOLE   536,940 0 0
SENIOR CONNECT ACQUISITN COR COM CL A 81723H108 4,860 500,000 SH   SOLE   500,000 0 0
SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116 178 250,000 SH   SOLE   250,000 0 0
SILVER CREST ACQUISITION COR CL A SHS G81355102 3,395 350,000 SH   SOLE   350,000 0 0
SILVER CREST ACQUISITION COR *W EXP 12/15/202 G81355128 89 175,000 SH   SOLE   175,000 0 0
SILVER SPIKE ACQUISITN CORP UNIT 02/26/2026 G8201H121 995 100,000 SH   SOLE   100,000 0 0
SILVERBOX ENGAGED MERGER CO UNIT 03/31/2028 82836L200 1,239 125,000 SH   SOLE   125,000 0 0
SIMON PROPERTY GRP ACQ HOLDI UNIT 99/99/9999 82880R202 2,616 260,342 SH   SOLE   260,342 0 0
SLAM CORP UNIT 99/99/9999 G8210L113 2,480 250,000 SH   SOLE   250,000 0 0
SNAP INC NOTE 0.250% 5/0 83304AAC0 97,989 40,000,000 PRN   SOLE   40,000,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 41,299 17,500,000 PRN   SOLE   17,500,000 0 0
SOARING EAGLE ACQUISITION CO UNIT 02/23/2026 G8354H100 2,530 250,000 SH   SOLE   250,000 0 0
SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G8251L113 166 63,000 SH   SOLE   63,000 0 0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 3,467 323,731 SH   SOLE   323,731 0 0
SOCIAL LEVERAGE ACQUISN CORP UNIT 99/99/9999 83363K201 1,990 200,000 SH   SOLE   200,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 116 25,000 SH   SOLE   25,000 0 0
SPARTAN ACQUISITION CORP II COM 846775104 2,092 199,991 SH   SOLE   199,991 0 0
SPARTAN ACQUISITION CORP II *W EXP 11/28/202 846775112 258 141,200 SH   SOLE   141,200 0 0
SPARTAN ACQUISITION CORP III UNIT 99/99/9999 84677R205 2,285 227,862 SH   SOLE   227,862 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 46,381 40,500,000 PRN   SOLE   40,500,000 0 0
SPORTS ENTERTAINMENT ACQU CO COM CL A 84918M106 5,873 601,086 SH   SOLE   601,086 0 0
SPORTS ENTERTAINMENT ACQU CO *W EXP 10/30/202 84918M114 331 300,543 SH   SOLE   300,543 0 0
SPORTS VENTURES ACQUISIN COR CL A SHS G8372A103 962 100,000 SH   SOLE   100,000 0 0
SPORTS VENTURES ACQUISIN COR *W EXP 11/30/202 G8372A129 53 33,333 SH   SOLE   33,333 0 0
SPORTSTEK ACQUISITION CORP UNIT 02/16/2028 849196209 1,988 200,000 SH   SOLE   200,000 0 0
SPRING VY ACQUISITION CORP CL A G8377A108 1,011 100,000 SH   SOLE   100,000 0 0
5 SQUARE INC NOTE 0.500% 5/1 852234AD5 120,187 41,061,000 PRN   SOLE   41,061,000 0 0
7 STAR PEAK CORP II COM CL A 855179107 404 40,000 SH   SOLE   40,000 0 0
STAR PEAK CORP II *W EXP 12/24/202 855179115 15 10,000 SH   SOLE   10,000 0 0
STARBOARD VALUE ACQUISITN CO *W EXP 09/10/202 85521J117 85 56,696 SH   SOLE   56,696 0 0
STARBOARD VALUE ACQUISITN CO COM CL A 85521J109 6,951 700,000 SH   SOLE   700,000 0 0
SUPERNOVA PARTNERS ACQUISITI *W EXP 10/16/202 86846V116 100 54,000 SH   SOLE   54,000 0 0
SUPERNOVA PARTNERS ACQUISITI COM CL A 86846V108 2,764 273,400 SH   SOLE   273,400 0 0
SUPERNOVA PARTNERS ACQUISTN UNIT 99/99/9999 G8T86C113 2,008 200,000 SH   SOLE   200,000 0 0
SUPERNOVA PARTN ACQ CO III L UNIT 99/99/9999 G8T90F110 1,000 100,000 SH   SOLE   100,000 0 0
SUSTAINABLE DEVELP ACQU I CO UNIT 02/04/2026 86934L202 746 75,000 SH   SOLE   75,000 0 0
SUSTAINABLE OPPORTNTS ACQ CO *W EXP 99/99/999 G8598Y117 61 67,500 SH   SOLE   67,500 0 0
SVF INVESTMENT CORP 2 CL A SHS G8601M100 101 10,000 SH   SOLE   10,000 0 0
SVF INVESTMENT CORP 3 CL A SHS G8601N108 419 41,457 SH   SOLE   41,457 0 0
SVF INVESTMENT CORP CL A SHS G8601L102 919 90,000 SH   SOLE   90,000 0 0
SVF INVESTMENT CORP *W EXP 12/20/202 G8601L128 37 18,000 SH   SOLE   18,000 0 0
SWITCHBACK II CORPORATION COM CL A G8633T115 393 40,000 SH   SOLE   40,000 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 115,514 62,394,000 PRN   SOLE   62,394,000 0 0
TAILWIND INTERNATNAL ACQ COR UNIT 99/99/9999 G8662F127 989 100,000 SH   SOLE   100,000 0 0
TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 9 50,000 SH   SOLE   50,000 0 0
TASTEMAKER ACQUISITION CORP COM CL A 876545104 2,922 300,000 SH   SOLE   300,000 0 0
TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 87 150,000 SH   SOLE   150,000 0 0
TCW SPECIAL PURPOSE ACQU COR UNIT 99/99/9999 87301L205 1,990 200,000 SH   SOLE   200,000 0 0
TECH AND ENERGY TRANSITION UNIT 03/31/2028 87823R201 1,000 100,000 SH   SOLE   100,000 0 0
THAYER VENTURES ACQU CORP COM CL A 88332T100 743 75,000 SH   SOLE   75,000 0 0
THAYER VENTURES ACQU CORP *W EXP 01/01/203 88332T118 23 37,500 SH   SOLE   37,500 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 5,680 5,500,000 PRN   SOLE   5,500,000 0 0
THIMBLE POINT ACQUISITION CO UNIT 99/99/9999 88408P206 1,000 100,000 SH   SOLE   100,000 0 0
THOMA BRAVO ADVANTAGE COM CL A G88272102 423 40,500 SH   SOLE   40,500 0 0
THUNDER BRDG ACQUISTION II L CL A SHS G8857S116 2,605 250,000 SH   SOLE   250,000 0 0
THUNDER BRDG ACQUISTION II L *W EXP 11/30/202 G8857S108 194 88,586 SH   SOLE   88,586 0 0
THUNDER BRIDGE CAP PRTNRS II UNIT 02/15/2028 88605T209 2,967 300,000 SH   SOLE   300,000 0 0
TIGA ACQUISITION CORP *W EXP 11/06/202 G88672111 65 50,000 SH   SOLE   50,000 0 0
TISHMAN SPEYER INNOVATION CO U UNIT 02/11/2026 88825H209 3,000 300,000 SH   SOLE   300,000 0 0
TLG ACQUISITION ONE CORP COM CL A 87257M108 2,109 217,900 SH   SOLE   217,900 0 0
TLG ACQUISITION ONE CORP *W EXP 01/25/202 87257M116 41 72,633 SH   SOLE   72,633 0 0
TORTOISE ACQUISITION CORP II COM CL A G89554102 1,189 108,598 SH   SOLE   108,598 0 0
TPG PACE TECH OPPORTUNITIES *W EXP 10/09/202 G8990Y129 36 27,000 SH   SOLE   27,000 0 0
TPG PACE TECH OPPORTUNITIES CL A COM G8990Y103 3,469 350,000 SH   SOLE   350,000 0 0
TWIN RIDGE CAPITAL ACQUIS CO UNIT 99/99/9999 G9151L112 1,990 200,000 SH   SOLE   200,000 0 0
TREBIA ACQUISITION CORP COM CL A G9027T109 1,940 194,823 SH   SOLE   194,823 0 0
TREBIA ACQUISITION CORP *W EXP 99/99/999 G9027T117 91 60,750 SH   SOLE   60,750 0 0
TREPONT ACQUISITION CORP I SHS CL A G9095M101 1,962 200,000 SH   SOLE   200,000 0 0
TREPONT ACQUISITION CORP I *W EXP 11/24/202 G9095M127 72 100,000 SH   SOLE   100,000 0 0
TUATARA CAPITAL ACQUISITN CO UNIT 99/99/9999 G9118J127 1,000 100,000 SH   SOLE   100,000 0 0
TUSCAN HLDGS CORP II COM 90070A103 2,270 225,000 SH   SOLE   225,000 0 0
TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 96 120,400 SH   SOLE   120,400 0 0
TWC TECH HLDGS II CORP COM 90117G105 3,985 405,000 SH   SOLE   405,000 0 0
TWC TECH HLDGS II CORP *W EXP 09/15/202 90117G113 142 134,999 SH   SOLE   134,999 0 0
TWELVE SEAS INVESTMENT CO II UNIT 99/99/9999 90118T205 985 100,000 SH   SOLE   100,000 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 13,406 2,789,000 PRN   SOLE   2,789,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 41,604 40,000,000 PRN   SOLE   40,000,000 0 0
TAILWIND ACQUISITION CORP COM CL A 87403Q102 1,488 150,000 SH   SOLE   150,000 0 0
TWO COM CL A G9152V101 995 100,000 SH   SOLE   100,000 0 0
TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 1,408 145,000 SH   SOLE   145,000 0 0
TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 29 48,333 SH   SOLE   48,333 0 0
UNION ACQUISITION CORP II SHS G9402Q100 4,020 400,000 SH   SOLE   400,000 0 0
UNION ACQUISITION CORP II *W EXP 04/01/202 G9402Q126 272 400,000 SH   SOLE   400,000 0 0
USHG ACQUISITION CORP UNIT 99/99/9999 91748P209 201 20,000 SH   SOLE   20,000 0 0
UWM HOLDINGS CORPORATION *W EXP 01/21/202 91823B117 37 20,560 SH   SOLE   20,560 0 0
VECTOR ACQUISITION CORP *W EXP 09/30/202 G9442R118 57 20,093 SH   SOLE   20,093 0 0
VECTOR ACQUISITION CORP II CL A SHS G9460A104 990 100,000 SH   SOLE   100,000 0 0
VECTOR ACQUISITION CORP COM CL A G9442R126 256 21,657 SH   SOLE   21,657 0 0
VELOCITY ACQUISITION CORP UNIT 99/99/9999 92259E203 1,479 150,000 SH   SOLE   150,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 92,752 81,800,000 PRN   SOLE   81,800,000 0 0
VESPER HEALTHCARE ACQSTN COR *W EXP 09/30/202 92538T112 187 90,047 SH   SOLE   90,047 0 0
VESPER HEALTHCARE ACQSTN COR COM CL A 92538T104 3,004 278,111 SH   SOLE   278,111 0 0
VG ACQUISITION CORP SHS CL A G9446E105 3,843 377,916 SH   SOLE   377,916 0 0
VG ACQUISITION CORP *W EXP 09/29/202 G9446E113 235 139,999 SH   SOLE   139,999 0 0
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 21,273 16,800,000 PRN   SOLE   16,800,000 0 0
VIEW INC *W EXP 03/08/202 92671V114 261 149,999 SH   SOLE   149,999 0 0
VIRGIN GROUP ACQUISIT CORP I UNIT 99/99/9999 G9460K110 1,986 200,000 SH   SOLE   200,000 0 0
VIRTUOSO ACQUISITION CORP COM CL A 92837J104 3,385 350,000 SH   SOLE   350,000 0 0
VIRTUOSO ACQUISITION CORP *W EXP 01/31/202 92837J112 105 175,000 SH   SOLE   175,000 0 0
VISTAS MEDIA ACQUISITION CO COM CL A 92840T107 990 100,000 SH   SOLE   100,000 0 0
VISTAS MEDIA ACQUISITION CO *W EXP 08/01/202 92840T115 124 200,000 SH   SOLE   200,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 25,166 23,814,000 PRN   SOLE   23,814,000 0 0
VY GLOBAL GROWTH COM CL A G9444H100 1,639 162,000 SH   SOLE   162,000 0 0
VY GLOBAL GROWTH *W EXP 01/30/203 G9444H118 73 35,900 SH   SOLE   35,900 0 0
WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9460M116 2,771 277,700 SH   SOLE   277,700 0 0
WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9461D123 3,024 300,000 SH   SOLE   300,000 0 0
WARRIOR TECHNOLOGIES ACQUI C UNIT 03/31/2028 936273200 248 25,000 SH   SOLE   25,000 0 0
WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 105 50,000 SH   SOLE   50,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 38,824 22,500,000 PRN   SOLE   22,500,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 22,987 17,500,000 PRN   SOLE   17,500,000 0 0
YELLOWSTONE ACQUISITION CO *W EXP 10/21/202 98566K113 115 125,000 SH   SOLE   125,000 0 0
YELLOWSTONE ACQUISITION CO COM CL A 98566K105 2,481 248,625 SH   SOLE   248,625 0 0
YUCAIPA ACQUISITION CORP *W EXP 99/99/999 G9879L113 327 233,333 SH   SOLE   233,333 0 0
YUCAIPA ACQUISITION CORP COM G9879L105 6,895 700,000 SH   SOLE   700,000 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 19,024 8,927,000 PRN   SOLE   8,927,000 0 0
Z-WORK ACQUISITION CORP COM CL A 98880C102 1,656 166,592 SH   SOLE   166,592 0 0
Z-WORK ACQUISITION CORP *W EXP 01/04/202 98880C110 40 55,530 SH   SOLE   55,530 0 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 20,549 15,036,000 PRN   SOLE   15,036,000 0 0