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
26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 49 75,000 SH   SOLE   75,000 0 0
26 CAPITAL ACQUISITION CORP COM CL A 90138P100 4,925 500,000 SH   SOLE   500,000 0 0
7 ACQUISITION CORPORATION UNIT 11/05/2026 G80694121 2,010 200,000 SH   SOLE   200,000 0 0
7GC & CO HOLDINGS INC *W EXP 12/23/202 81786A115 31 50,000 SH   SOLE   50,000 0 0
7GC & CO HOLDINGS INC COM CL A 81786A107 976 100,000 SH   SOLE   100,000 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 18,089 18,000,000 PRN   SOLE   18,000,000 0 0
ABG ACQUISITION CORP I CL A SHS G00496102 1,491 152,469 SH   SOLE   152,469 0 0
ACCELERATE ACQUISITION CORP *W EXP 06/15/202 00439D110 28 33,333 SH   SOLE   33,333 0 0
ACCELERATE ACQUISITION CORP COM CL A 00439D102 972 100,000 SH   SOLE   100,000 0 0
ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 91 133,769 SH   SOLE   133,769 0 0
ACE CONVERGENCE ACQU CORP CL A G0083D120 2,988 300,000 SH   SOLE   300,000 0 0
ACHARI VENTURES HLDGS CORP I COM 00444X101 1,974 200,000 SH   SOLE   200,000 0 0
ACHARI VENTURES HLDGS CORP I *W EXP 01/01/202 00444X119 66 200,000 SH   SOLE   200,000 0 0
ACORDA THERAPEUTICS INC NOTE 6.000%12/0 00484MAC0 805 1,000,000 PRN   SOLE   1,000,000 0 0
ACROPOLIS INFRASTRUCTURE ACQ *W EXP 03/30/202 005029111 28 33,333 SH   SOLE   33,333 0 0
ACROPOLIS INFRASTRUCTURE ACQ CL A 005029103 972 100,000 SH   SOLE   100,000 0 0
ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110 25 37,500 SH   SOLE   37,500 0 0
ADIT EDTECH ACQUISITION CORP COMMON STOCK 007024102 743 75,000 SH   SOLE   75,000 0 0
ADS TEC ENERGY PLC *W EXP 12/22/202 G0085J109 15 12,500 SH   SOLE   12,500 0 0
ADTHEORENT HOLDING COMPANY *W EXP 99/99/999 00739D117 23 33,333 SH   SOLE   33,333 0 0
ADVANCED MERGER PARTNERS INC COM CL A 00777J109 486 50,000 SH   SOLE   50,000 0 0
AEA-BRIDGES IMPACT CORP *W EXP 09/19/202 G01046112 183 160,820 SH   SOLE   160,820 0 0
AEA-BRIDGES IMPACT CORP SHS CL A G01046104 2,832 283,500 SH   SOLE   283,500 0 0
AEYE INC *W EXP 09/30/202 008183113 69 74,249 SH   SOLE   74,249 0 0
AGRICO ACQUISITION CORP *W EXP 03/31/202 G41089114 27 60,000 SH   SOLE   60,000 0 0
AGRICO ACQUISITION CORP CLASS A ORD SHS G41089106 1,206 120,000 SH   SOLE   120,000 0 0
ALPHA CAPITAL ACQUISITION CO *W EXP 02/16/202 G0316P122 20 25,000 SH   SOLE   25,000 0 0
ALPHA CAPITAL ACQUISITION CO CL A ORD SHS G0316P130 3,491 354,015 SH   SOLE   354,015 0 0
ALSP ORCHID ACQUISITION CORP UNIT 11/30/2028 G0231L115 505 50,000 SH   SOLE   50,000 0 0
ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 61,440 36,000,000 PRN   SOLE   36,000,000 0 0
ALTC ACQUISITION CORP COM CL A 02156V109 1,389 140,992 SH   SOLE   140,992 0 0
ALTERYX INC NOTE 0.500% 8/0 02156BAD5 23,021 24,262,000 PRN   SOLE   24,262,000 0 0
ALTIMAR ACQUISITION CORP III SHS CL A G0370U108 244 25,000 SH   SOLE   25,000 0 0
ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 29 50,000 SH   SOLE   50,000 0 0
ALTITUDE ACQUISITION CORP COM CL A 02156Y103 1,485 150,000 SH   SOLE   150,000 0 0
AMCI ACQUISITION CORP II *W EXP 08/06/202 00166R118 120 235,341 SH   SOLE   235,341 0 0
AMCI ACQUISITION CORP II CLASS A COM 00166R100 4,547 470,683 SH   SOLE   470,683 0 0
AMERICAS TECHNOLOGY ACQSN CO SHS G0404A102 368 36,297 SH   SOLE   36,297 0 0
AMERICAS TECHNOLOGY ACQSN CO *W EXP 12/31/202 G0404A110 33 75,100 SH   SOLE   75,100 0 0
ANTHEMIS DIGITAL ACQUISITION UNIT 10/18/2026 G03959122 5,065 500,000 SH   SOLE   500,000 0 0
ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 40 50,000 SH   SOLE   50,000 0 0
ANZU SPECIAL ACQUISITIN CORP COM CL A 03737A101 1,461 150,000 SH   SOLE   150,000 0 0
AP ACQUISITION CORP UNIT 99/99/9999 G04058122 709 70,000 SH   SOLE   70,000 0 0
APEIRON CAPITAL INVEST CORP UNIT 99/99/9999 03752A200 3,027 300,000 SH   SOLE   300,000 0 0
APOLLO STRATEGIC GROWTH CAPT *W EXP 10/29/202 G0411R114 384 300,000 SH   SOLE   300,000 0 0
APOLLO STRATEGIC GROWTH CAPT SHS CL A G0411R106 9,870 1,000,000 SH   SOLE   1,000,000 0 0
APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 38 39,999 SH   SOLE   39,999 0 0
APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 1,956 200,000 SH   SOLE   200,000 0 0
APX ACQUISITION CORP I UNIT 12/07/2026 G0440J117 1,511 150,000 SH   SOLE   150,000 0 0
ARBOR RAPHA CAP BIOHLDS CORP UNIT 10/31/2028 03881F203 2,538 250,000 SH   SOLE   250,000 0 0
ARCLIGHT CLEAN TRANSITION II *W EXP 03/16/202 G0R21B112 17 10,000 SH   SOLE   10,000 0 0
ARCLIGHT CLEAN TRANSITION II CLASS A ORD SHS G0R21B104 499 50,000 SH   SOLE   50,000 0 0
ARCTOS NORTHSTAR ACQUIS CORP *W EXP 99/99/999 G0477L126 48 62,500 SH   SOLE   62,500 0 0
ARCTOS NORTHSTAR ACQUIS CORP SHS CL A G0477L100 2,492 250,000 SH   SOLE   250,000 0 0
ARDAGH METAL PACKAGING S A *W EXP 08/04/202 L02235114 119 59,808 SH   SOLE   59,808 0 0
ARENA FORTIFY ACQUISITION CO UNIT 11/10/2026 04005A203 1,012 100,000 SH   SOLE   100,000 0 0
ARES ACQUISITION CORPORATION *W EXP 99/99/999 G33032122 71 80,000 SH   SOLE   80,000 0 0
ARES ACQUISITION CORPORATION COM CL A G33032106 3,896 400,000 SH   SOLE   400,000 0 0
ARGUS CAPITAL CORP *W EXP 08/31/202 04026L113 7 12,500 SH   SOLE   12,500 0 0
ARGUS CAPITAL CORP CLASS A COM 04026L105 248 25,000 SH   SOLE   25,000 0 0
ARRAY TECHNOLOGIES INC COM SHS 04271T100 841 53,600 SH   SOLE   53,600 0 0
ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110 27 50,000 SH   SOLE   50,000 0 0
ARROWROOT ACQUISITION CORP CL A COM 04282M102 970 100,000 SH   SOLE   100,000 0 0
ARTEMIS STRATEGIC INVT CORP *W EXP 09/30/202 04303A111 362 737,500 SH   SOLE   737,500 0 0
ARTEMIS STRATEGIC INVT CORP COM CL A 04303A103 14,998 1,475,000 SH   SOLE   1,475,000 0 0
ARYA SCIENCES ACQU CORP IV CL A G31659108 3,966 400,007 SH   SOLE   400,007 0 0
ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100 1,219 125,700 SH   SOLE   125,700 0 0
ASCENDANT DIGITAL ACQ CORP I UNIT 99/99/9999 G05157121 2,030 200,000 SH   SOLE   200,000 0 0
ASTREA ACQUISITION CORP COM CL A 04637C106 3,973 402,145 SH   SOLE   402,145 0 0
ATHENA CONSUMER ACQ CORP *W EXP 07/31/202 04684M114 48 100,000 SH   SOLE   100,000 0 0
ATHENA CONSUMER ACQ CORP CL A 04684M106 1,982 200,000 SH   SOLE   200,000 0 0
ATHLON ACQUISITION CORP *W EXP 01/12/202 04748A114 30 50,000 SH   SOLE   50,000 0 0
ATHLON ACQUISITION CORP COM CL A 04748A106 975 99,910 SH   SOLE   99,910 0 0
ATI PHYSICAL THERAPY INC *W EXP 08/10/202 00216W117 14 31,500 SH   SOLE   31,500 0 0
ATLANTIC COASTAL ACQUISTN CO CLASS A COM 048453104 29,280 3,000,000 SH   SOLE   3,000,000 0 0
ATLAS CREST INVESTMENT CORP *W EXP 02/03/202 049287113 41 50,000 SH   SOLE   50,000 0 0
ATLAS CREST INVESTMENT CORP COM CL A 049287105 1,946 200,000 SH   SOLE   200,000 0 0
AURORA ACQUISITION CORP CLASS A ORD SHS G0698L103 990 100,000 SH   SOLE   100,000 0 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 63 64,871 SH   SOLE   64,871 0 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633D125 79 75,000 SH   SOLE   75,000 0 0
AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 2,522 259,488 SH   SOLE   259,488 0 0
AUSTERLITZ ACQUISITION CORP SHS CL A G0633D109 5,341 550,000 SH   SOLE   550,000 0 0
AUTHENTIC EQUITY ACQUISTN CO *W EXP 01/20/202 G06607124 27 50,000 SH   SOLE   50,000 0 0
AUTHENTIC EQUITY ACQUISTN CO CL A SHS G06607108 965 100,000 SH   SOLE   100,000 0 0
AVALON ACQUISITION INC *W EXP 12/31/202 05338E119 117 300,000 SH   SOLE   300,000 0 0
AVALON ACQUISITION INC CLASS A COM 05338E101 3,952 400,000 SH   SOLE   400,000 0 0
AVANTI ACQUISITION CORP *W EXP 99/99/999 G0682V125 126 212,677 SH   SOLE   212,677 0 0
AVANTI ACQUISITION CORP SHS CL A G0682V109 4,748 483,524 SH   SOLE   483,524 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 29,667 27,981,000 PRN   SOLE   27,981,000 0 0
BABYLON HLDGS LTD *W EXP 10/21/202 G07031118 22 31,889 SH   SOLE   31,889 0 0
BANNER ACQUISITION CORP *W EXP 09/07/202 06654K119 385 742,500 SH   SOLE   742,500 0 0
BANNER ACQUISITION CORP CLASS A COM 06654K101 14,494 1,485,000 SH   SOLE   1,485,000 0 0
BATTERY FUTURE ACQUISITION C UNIT 99/99/9999 G0888J116 1,500 150,000 SH   SOLE   150,000 0 0
BCLS ACQUISITION CORP COM CL A G0904B105 115 11,700 SH   SOLE   11,700 0 0
BEARD ENERGY TRANSITION ACQ UNIT 99/99/9999 07402Q200 2,032 200,000 SH   SOLE   200,000 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 6,290 6,540,000 PRN   SOLE   6,540,000 0 0
BENSON HILL INC *W EXP 99/99/999 082490111 12 10,000 SH   SOLE   10,000 0 0
BERKSHIRE GREY INC *W EXP 07/21/202 084656115 30 33,333 SH   SOLE   33,333 0 0
BIG SKY GROWTH PARTNERS INC *W EXP 04/01/202 08954L110 18 25,000 SH   SOLE   25,000 0 0
BIG SKY GROWTH PARTNERS INC CLASS A COM 08954L102 971 100,000 SH   SOLE   100,000 0 0
BIGBEAR AI HLDGS INC *W EXP 99/99/999 08975B117 162 200,000 SH   SOLE   200,000 0 0
BIGBEAR AI HLDGS INC COM 08975B109 25,371 4,999,216 SH   SOLE   4,999,216 0 0
BIOPLUS ACQUISITION CORP UNIT 12/02/2026 G11217109 2,500 250,000 SH   SOLE   250,000 0 0
BIOTECH ACQUISITION COMPANY *W EXP 11/30/202 G1125A116 93 140,290 SH   SOLE   140,290 0 0
BIOTECH ACQUISITION COMPANY CL A SHS G1125A108 1,415 143,758 SH   SOLE   143,758 0 0
BLACK SPADE ACQUISITION CO *W EXP 99/99/999 G11537118 80 90,517 SH   SOLE   90,517 0 0
BLACK SPADE ACQUISITION CO SHS CL A G11537100 1,754 181,034 SH   SOLE   181,034 0 0
BLACKSKY TECHNOLOGY INC *W EXP 10/30/202 09263B116 109 198,855 SH   SOLE   198,855 0 0
BLEUACACIA LTD UNIT 10/30/2026 G11728121 2,010 200,000 SH   SOLE   200,000 0 0
BLOCKCHAIN COINVSTRS ACQ CRP UNIT 09/01/2026 G11765123 3,033 300,000 SH   SOLE   300,000 0 0
BLOCKCHAIN MOON ACQUISITN CO RIGHT 10/14/2026 09370F117 144 400,000 SH   SOLE   400,000 0 0
BLOCKCHAIN MOON ACQUISITN CO COM 09370F109 3,896 400,000 SH   SOLE   400,000 0 0
BLOCKCHAIN MOON ACQUISITN CO *W EXP 10/14/202 09370F125 160 400,000 SH   SOLE   400,000 0 0
BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 61 99,999 SH   SOLE   99,999 0 0
BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 2,916 300,000 SH   SOLE   300,000 0 0
BOA ACQUISITION CORP *W EXP 02/22/202 05601A117 44 83,332 SH   SOLE   83,332 0 0
BOA ACQUISITION CORP COM CL A 05601A109 4,915 500,000 SH   SOLE   500,000 0 0
BRIDGETOWN 2 HOLDINGS LTD CL A G1355V103 3,964 400,000 SH   SOLE   400,000 0 0
BRIGHT LIGHTS ACQUISITION CO *W EXP 01/01/202 10920K119 40 50,000 SH   SOLE   50,000 0 0
BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 5,428 551,047 SH   SOLE   551,047 0 0
BROADSCALE ACQUISITION CORP *W EXP 02/02/202 11134Y119 10 10,674 SH   SOLE   10,674 0 0
BROADSCALE ACQUISITION CORP COM CL A 11134Y101 4,970 500,000 SH   SOLE   500,000 0 0
BULLPEN PARLAY ACQUISITION C UNIT 12/03/2026 G1792A126 2,001 200,000 SH   SOLE   200,000 0 0
BUZZFEED INC *W EXP 99/99/999 12430A110 8 16,666 SH   SOLE   16,666 0 0
CACTUS ACQUISITION CORP 1 LT UNIT 08/17/2028 G1745A116 2,778 275,000 SH   SOLE   275,000 0 0
CANNA GLOBAL ACQUISITION COR UNIT 11/30/2026 13767K200 3,039 300,000 SH   SOLE   300,000 0 0
CAPITALWORKS EMNG MKTS ACQST UNIT 01/01/2026 G1889L118 4,532 450,000 SH   SOLE   450,000 0 0
CAPSTAR SPL PURP ACQUISITION *W EXP 99/99/999 14070Y119 126 200,000 SH   SOLE   200,000 0 0
CAPSTAR SPL PURP ACQUISITION COM CL A 14070Y101 4,980 500,000 SH   SOLE   500,000 0 0
CARNEY TECHNOLOGY ACQU CORP *W EXP 11/30/202 143636116 115 166,666 SH   SOLE   166,666 0 0
CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 4,900 500,000 SH   SOLE   500,000 0 0
CARTESIAN GROWTH CORP *W EXP 02/26/202 G19276115 93 83,333 SH   SOLE   83,333 0 0
CARTESIAN GROWTH CORP CL A SHS G19276107 2,470 250,000 SH   SOLE   250,000 0 0
CASCADE ACQUISITION CORP *W EXP 11/30/202 147151112 25 50,000 SH   SOLE   50,000 0 0
CASCADE ACQUISITION CORP COM CL A 147151104 994 100,000 SH   SOLE   100,000 0 0
CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 19 33,333 SH   SOLE   33,333 0 0
CC NEUBERGER PRIN HLDGS II *W EXP 07/29/202 G3166T111 138 101,250 SH   SOLE   101,250 0 0
CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 4,455 450,000 SH   SOLE   450,000 0 0
CC NEUBERGER PRINCIPAL HOLDN *W EXP 99/99/999 G1992N126 45 41,105 SH   SOLE   41,105 0 0
CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 2,031 205,527 SH   SOLE   205,527 0 0
CELLEBRITE DI LTD *W EXP 08/30/202 M2197Q115 238 134,999 SH   SOLE   134,999 0 0
CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 74 100,000 SH   SOLE   100,000 0 0
CF ACQUISITION CORP IV COM CL A 12520T102 2,940 300,000 SH   SOLE   300,000 0 0
CF ACQUISITION CORP V *W EXP 01/25/202 12520R114 50 91,779 SH   SOLE   91,779 0 0
CF ACQUISITION CORP VI *W EXP 02/18/202 12521J111 188 72,500 SH   SOLE   72,500 0 0
CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 21 25,000 SH   SOLE   25,000 0 0
CF ACQUISITION CORP VIII CLASS A COM 12520C109 998 100,000 SH   SOLE   100,000 0 0
CHAIN BRIDGE I UNIT 03/31/2026 G2061X128 1,007 100,000 SH   SOLE   100,000 0 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 19,746 20,000,000 PRN   SOLE   20,000,000 0 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 180 375,000 SH   SOLE   375,000 0 0
CHP MERGER CORP COM CL A 12558Y106 7,590 750,000 SH   SOLE   750,000 0 0
CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 74 75,000 SH   SOLE   75,000 0 0
CHURCHILL CAPITAL CORP V COM CL A 17144T107 2,952 300,000 SH   SOLE   300,000 0 0
CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 60 60,000 SH   SOLE   60,000 0 0
CHURCHILL CAPITAL CORP VII COM CL A 17144M102 2,949 300,000 SH   SOLE   300,000 0 0
CHW ACQUISITION CORPORATION ORDINARY SHS G2254A109 9,682 990,000 SH   SOLE   990,000 0 0
CHW ACQUISITION CORPORATION *W EXP 09/01/202 G2254A125 493 990,000 SH   SOLE   990,000 0 0
CITIC CAPITAL ACQUISITION CO *W EXP 01/17/202 G21513117 140 225,000 SH   SOLE   225,000 0 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 4,505 450,000 SH   SOLE   450,000 0 0
CLARIM ACQUISITION CORP *W EXP 01/05/202 18049C116 21 33,533 SH   SOLE   33,533 0 0
CLARIM ACQUISITION CORP COM CL A 18049C108 983 100,600 SH   SOLE   100,600 0 0
CLASS ACCELERATION CORP *W EXP 03/31/202 18274B114 65 128,162 SH   SOLE   128,162 0 0
CLASS ACCELERATION CORP COM 18274B106 2,489 256,325 SH   SOLE   256,325 0 0
CLIMATE REAL IMPACT SLUTINS *W EXP 01/29/202 187171111 40 35,000 SH   SOLE   35,000 0 0
CLIMATE REAL IMPACT SLUTINS COM CL A 187171103 1,708 175,000 SH   SOLE   175,000 0 0
COHN ROBBINS HOLDINGS CORP *W EXP 08/28/202 G23726113 76 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 *W EXP 02/24/202 194170114 35 44,675 SH   SOLE   44,675 0 0
COLICITY INC COM CL A 194170106 2,178 223,381 SH   SOLE   223,381 0 0
COLONNADE ACQUISITION CORP I *W EXP 99/99/999 G2284B119 22 30,000 SH   SOLE   30,000 0 0
COLONNADE ACQUISITION CORP I SHS CL A G2284B101 1,457 150,000 SH   SOLE   150,000 0 0
COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115 22 25,000 SH   SOLE   25,000 0 0
COMPUTE HEALTH ACQUISITIN CO COM CL A 204833107 1,946 200,000 SH   SOLE   200,000 0 0
CONCORD ACQUISITION CORP III UNIT 99/99/9999 20607V205 2,548 250,000 SH   SOLE   250,000 0 0
CONFLUENT INC CLASS A COM 20717M103 5,718 75,000 SH   SOLE   75,000 0 0
CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 42 66,666 SH   SOLE   66,666 0 0
CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 1,952 200,000 SH   SOLE   200,000 0 0
CONX CORP *W EXP 10/30/202 212873111 116 135,000 SH   SOLE   135,000 0 0
CONX CORP COM CL A 212873103 5,892 600,000 SH   SOLE   600,000 0 0
CORAZON CAPITAL V838 MONOCER *W EXP 03/24/202 G24237128 23 33,333 SH   SOLE   33,333 0 0
CORAZON CAPITAL V838 MONOCER CLASS A ORD SHS G24237102 976 100,000 SH   SOLE   100,000 0 0
CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 46 66,666 SH   SOLE   66,666 0 0
CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 1,960 200,000 SH   SOLE   200,000 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 19,034 15,500,000 PRN   SOLE   15,500,000 0 0
COVA ACQUISITION CORP *W EXP 02/05/202 G2554Y120 37 75,000 SH   SOLE   75,000 0 0
COVA ACQUISITION CORP CL A SHS G2554Y104 1,451 148,692 SH   SOLE   148,692 0 0
CRESCERA CAP ACQUISITION COR UNIT 11/18/2026 G26507122 2,006 200,000 SH   SOLE   200,000 0 0
CROWN PROPTECH ACQUISITIONS *W EXP 99/99/999 G25741110 40 69,879 SH   SOLE   69,879 0 0
CROWN PROPTECH ACQUISITIONS SHS CL A G25741102 3,479 351,440 SH   SOLE   351,440 0 0
CRUCIBLE ACQUISITION CORP *W EXP 12/26/202 22877P116 12 16,666 SH   SOLE   16,666 0 0
CRUCIBLE ACQUISITION CORP COM CL A 22877P108 487 50,000 SH   SOLE   50,000 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 36,915 34,355,000 PRN   SOLE   34,355,000 0 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 33,620 26,497,000 PRN   SOLE   26,497,000 0 0
D AND Z MEDIA ACQUISITION CO *W EXP 01/27/202 23305Q114 39 66,666 SH   SOLE   66,666 0 0
D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 975 100,000 SH   SOLE   100,000 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 58,346 29,000,000 PRN   SOLE   29,000,000 0 0
DECARBONIZATION PLUS ACQU II *W EXP 01/19/202 242794113 24 15,000 SH   SOLE   15,000 0 0
DECARBONIZATION PLUS ACQU II COM CL A 242794105 6,001 601,901 SH   SOLE   601,901 0 0
DEEP LAKE CAPITAL ACQUSTN CO CL A SHS G27029100 489 50,000 SH   SOLE   50,000 0 0
DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118 31 50,000 SH   SOLE   50,000 0 0
DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 49 100,000 SH   SOLE   100,000 0 0
DELWINDS INS ACQUISITION COR COM CLS A 24803C102 1,744 176,000 SH   SOLE   176,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 450,437 137,793,000 PRN   SOLE   137,793,000 0 0
DHB CAPITAL CORP *W EXP 03/31/202 23291W117 11 16,666 SH   SOLE   16,666 0 0
DHB CAPITAL CORP CL A COM 23291W109 488 50,000 SH   SOLE   50,000 0 0
DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 19 36,666 SH   SOLE   36,666 0 0
DHC ACQUISITION CORP CLASS A ORD SHS G2758T109 1,070 110,000 SH   SOLE   110,000 0 0
DIAMONDHEAD HOLDINGS CORP *W EXP 01/28/202 25278L113 45 75,000 SH   SOLE   75,000 0 0
DIAMONDHEAD HOLDINGS CORP CL A 25278L105 2,922 300,000 SH   SOLE   300,000 0 0
DICKS SPORTING GOODS INC NOTE 3.250% 4/1 253393AD4 106,456 30,000,000 PRN   SOLE   30,000,000 0 0
DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 41 97,300 SH   SOLE   97,300 0 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 38,002 38,000,000 PRN   SOLE   38,000,000 0 0
DMY TECHNOLOGY GROUP INC VI *W EXP 99/99/999 233247113 231 175,000 SH   SOLE   175,000 0 0
DMY TECHNOLOGY GROUP INC VI CL A COM 233247105 3,437 350,000 SH   SOLE   350,000 0 0
DOMA HOLDINGS INC *W EXP 07/28/202 25703A112 32 33,333 SH   SOLE   33,333 0 0
DP CAP ACQUISITION CORP I UNIT 11/08/2026 G2R05B118 506 50,000 SH   SOLE   50,000 0 0
DPCM CAP INC *W EXP 10/14/202 23344P119 65 108,000 SH   SOLE   108,000 0 0
DPCM CAP INC COM CL A 23344P101 3,928 400,000 SH   SOLE   400,000 0 0
DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 1,466 150,000 SH   SOLE   150,000 0 0
DUDDELL STREET ACQUISITN COR CL A G28553108 2,529 254,908 SH   SOLE   254,908 0 0
DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 31 62,500 SH   SOLE   62,500 0 0
DUNE ACQUISITION CORP COM CL A 265334102 5,940 600,000 SH   SOLE   600,000 0 0
DYNAMICS SPECIAL PURPOSE COR CLASS A COM 268010105 1,006 102,000 SH   SOLE   102,000 0 0
E MERGE TECHNOLOGY ACQUISITI *W EXP 07/30/202 26873Y112 76 134,999 SH   SOLE   134,999 0 0
E MERGE TECHNOLOGY ACQUISITI COM CL A 26873Y104 4,920 500,000 SH   SOLE   500,000 0 0
EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 33 62,500 SH   SOLE   62,500 0 0
EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 80 200,000 SH   SOLE   200,000 0 0
EAST STONE ACQUISITION CORP RIGHT 02/24/2027 G2911D132 90 200,000 SH   SOLE   200,000 0 0
ECP ENVIRONMENTAL GW OPT COR *W EXP 03/01/202 26829T118 31 43,750 SH   SOLE   43,750 0 0
ECP ENVIRONMENTAL GW OPT COR COM CL A 26829T100 3,161 320,614 SH   SOLE   320,614 0 0
EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 124 250,000 SH   SOLE   250,000 0 0
EDIFY ACQUISITION CORP CL A 28059Q103 4,885 500,000 SH   SOLE   500,000 0 0
EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 38 77,236 SH   SOLE   77,236 0 0
EDTECHX HOLDINGS ACQU CORP I COM CL A 28139A102 1,546 154,473 SH   SOLE   154,473 0 0
EFFECTOR THERAPEUTICS INC *W EXP 12/31/202 28202V116 29 33,333 SH   SOLE   33,333 0 0
EJF ACQUISITION CORP *W EXP 03/10/202 G2955B125 86 66,666 SH   SOLE   66,666 0 0
EJF ACQUISITION CORP CL A SHS G2955B109 1,986 200,000 SH   SOLE   200,000 0 0
ELECTRIC LAST MILE SOLUTNS I *W EXP 08/24/202 28489L112 38 31,959 SH   SOLE   31,959 0 0
ELLIOTT OPPORTUNITY II CORP *W EXP 03/02/202 G30092111 67 62,500 SH   SOLE   62,500 0 0
ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103 2,443 250,000 SH   SOLE   250,000 0 0
EMBARK TECHNOLOGY INC *W EXP 11/10/202 29079J111 99 49,499 SH   SOLE   49,499 0 0
EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 25 50,000 SH   SOLE   50,000 0 0
EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 957 98,211 SH   SOLE   98,211 0 0
ENDEAVOR MINING PLC NOTE 5.000% 10/1 29261HAA3 5,028 5,000,000 PRN   SOLE   5,000,000 0 0
ENDEAVOUR MINING CORP NOTE 3.000% 2/1 29257YAA2 36,938 32,600,000 PRN   SOLE   32,600,000 0 0
ENTERPRISE 4.0 TEC ACQSTN CO *W EXP 09/30/202 G3137C114 82 150,000 SH   SOLE   150,000 0 0
ENTERPRISE 4.0 TEC ACQSTN CO CLASS A ORD SHS G3137C106 2,970 300,000 SH   SOLE   300,000 0 0
ENVIRONMENTAL IMPACT ACQU CO *W EXP 09/30/202 29408N114 90 75,000 SH   SOLE   75,000 0 0
ENVIRONMENTAL IMPACT ACQU CO COM CL A 29408N106 1,451 146,300 SH   SOLE   146,300 0 0
EPIPHANY TECHNOLOGY ACQUISIT *W EXP 01/12/202 29429X117 50 66,666 SH   SOLE   66,666 0 0
EPIPHANY TECHNOLOGY ACQUISIT COM CL A 29429X109 1,952 200,000 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 74 100,000 SH   SOLE   100,000 0 0
EQUITY DISTR ACQUISITION COR COM CL A 29465E106 2,946 300,000 SH   SOLE   300,000 0 0
ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111 125 250,000 SH   SOLE   250,000 0 0
ESGEN ACQUISITION CORP SHS CL A G3R95N103 4,960 500,000 SH   SOLE   500,000 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 929 185,838 SH   SOLE   185,838 0 0
ESPERION THERAPEUTICS INC NE NOTE 4.000%11/1 29664WAB1 10,993 20,000,000 PRN   SOLE   20,000,000 0 0
EUROPEAN BIOTECH ACQUTN CORP *W EXP 03/06/202 G3167F128 20 33,333 SH   SOLE   33,333 0 0
EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 969 100,000 SH   SOLE   100,000 0 0
EVE MOBILITY ACQUISITION COR UNIT 99/99/9999 G3218G125 1,502 150,000 SH   SOLE   150,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 18,113 18,500,000 PRN   SOLE   18,500,000 0 0
EVEREST CONSOLIDATOR ACQ COR UNIT 99/99/9999 29978K201 3,015 300,000 SH   SOLE   300,000 0 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 14,532 13,323,000 PRN   SOLE   13,323,000 0 0
EVOLV TECHNOLOGIES HLDNGS IN *W EXP 03/10/202 30049H110 39 50,000 SH   SOLE   50,000 0 0
EXCELFIN ACQUISITION CORP *W EXP 10/25/202 30069X110 87 150,000 SH   SOLE   150,000 0 0
EXCELFIN ACQUISITION CORP COM CL A 30069X102 2,958 300,000 SH   SOLE   300,000 0 0
EXECUTIVE NETWORK PARTNERING *W EXP 09/25/202 30158L118 85 125,000 SH   SOLE   125,000 0 0
EXECUTIVE NETWORK PARTNERING CL A 30158L100 3,935 401,105 SH   SOLE   401,105 0 0
FAR PEAK ACQUISITION CORP *W EXP 12/07/202 G3312L111 72 36,085 SH   SOLE   36,085 0 0
FAR PEAK ACQUISITION CORP SHS CL A G3312L103 5,040 500,953 SH   SOLE   500,953 0 0
FARADAY FUTRE INTLGT ELCTR I COM 307359109 532 100,000 SH   SOLE   100,000 0 0
FAST ACQUISITION CORP II *W EXP 03/16/202 311874119 22 25,000 SH   SOLE   25,000 0 0
FAST ACQUISITION CORP II CL A 311874101 972 100,000 SH   SOLE   100,000 0 0
FATHOM DIGITAL MFG CORP *W EXP 12/22/202 31189Y111 9 10,000 SH   SOLE   10,000 0 0
FIGURE ACQUISITION CORP I *W EXP 03/31/202 302438114 29 25,000 SH   SOLE   25,000 0 0
FIGURE ACQUISITION CORP I COM CL A 302438106 980 100,000 SH   SOLE   100,000 0 0
FINANCE OF AMERICA COMPAN *W EXP 04/08/202 31738L115 115 300,000 SH   SOLE   300,000 0 0
FINSERV ACQUISITION CORP II COM CL A 31809Y103 244 25,000 SH   SOLE   25,000 0 0
FINTECH ACQUISITION CORP VI CLASS A COM 31811H106 245 25,000 SH   SOLE   25,000 0 0
FINTECH EVOLUTION ACQUIS GRO *W EXP 03/31/202 G3R19A120 30 50,000 SH   SOLE   50,000 0 0
FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 1,458 150,000 SH   SOLE   150,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 30,231 30,115,000 PRN   SOLE   30,115,000 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 59,263 56,626,000 PRN   SOLE   56,626,000 0 0
FIRSTMARK HORIZON ACQUISITIO *W EXP 09/26/202 33765Y119 81 81,000 SH   SOLE   81,000 0 0
FIRSTMARK HORIZON ACQUISITIO CL A COM 33765Y101 4,945 500,000 SH   SOLE   500,000 0 0
FLAME ACQUISITION CORP *W EXP 02/26/202 33850F116 30 50,000 SH   SOLE   50,000 0 0
FLAME ACQUISITION CORP COM CL A 33850F108 972 100,000 SH   SOLE   100,000 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 14,438 14,357,000 PRN   SOLE   14,357,000 0 0
FOCUS IMPACT ACQUISITION COR UNIT 10/28/2026 34417L208 2,513 250,000 SH   SOLE   250,000 0 0
FORBION EUROPEAN ACQUSTN COR UNIT 12/10/2026 G3619H128 3,514 350,000 SH   SOLE   350,000 0 0
FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111 31 40,000 SH   SOLE   40,000 0 0
FOREST ROAD ACQUISITION COR CL A 34619V103 1,946 200,000 SH   SOLE   200,000 0 0
FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 340 35,000 SH   SOLE   35,000 0 0
FORTISTAR SUSTAINABLE SOL CO *W EXP 01/14/202 34962M114 21 35,000 SH   SOLE   35,000 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 145,479 144,884,000 PRN   SOLE   144,884,000 0 0
FORTRESS CAPITAL ACQUISITION *W EXP 99/99/999 G36427121 94 120,052 SH   SOLE   120,052 0 0
FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 5,859 600,261 SH   SOLE   600,261 0 0
FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 9 11,525 SH   SOLE   11,525 0 0
FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 563 57,625 SH   SOLE   57,625 0 0
FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 21 25,000 SH   SOLE   25,000 0 0
FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 1,950 200,000 SH   SOLE   200,000 0 0
FORUM MERGER IV CORP *W EXP 03/15/202 349875112 41 50,000 SH   SOLE   50,000 0 0
FORUM MERGER IV CORP CLASS A COM 349875104 1,948 200,000 SH   SOLE   200,000 0 0
FOUNDER SPAC *W EXP 04/19/202 G3661E114 193 250,000 SH   SOLE   250,000 0 0
FOUNDER SPAC CLASS A ORD SHS G3661E106 4,975 500,000 SH   SOLE   500,000 0 0
FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 244 25,000 SH   SOLE   25,000 0 0
FREEDOM ACQUISITION I CORP *W EXP 99/99/999 G3663X128 14 24,072 SH   SOLE   24,072 0 0
FREEDOM ACQUISITION I CORP SHS CL A G3663X110 932 96,288 SH   SOLE   96,288 0 0
FRONTIER ACQUISITION CORP *W EXP 03/04/202 G36826124 22 25,000 SH   SOLE   25,000 0 0
FRONTIER ACQUISITION CORP CLASS A ORD SHS G36826108 982 100,000 SH   SOLE   100,000 0 0
FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 3,517 354,534 SH   SOLE   354,534 0 0
FTAC ZEUS ACQUISITION COR UNIT 04/15/2026 30320F205 5,000 500,000 SH   SOLE   500,000 0 0
FUSION ACQUISITION CORP II *W EXP 02/29/202 36118N110 80 133,333 SH   SOLE   133,333 0 0
FUSION ACQUISITION CORP II COM CL A 36118N102 3,880 400,000 SH   SOLE   400,000 0 0
FUTURE HEALTH ESG CORP *W EXP 99/99/999 36118W110 244 489,950 SH   SOLE   489,950 0 0
FUTURE HEALTH ESG CORP COM 36118W102 9,554 979,900 SH   SOLE   979,900 0 0
G SQUARED ASCEND I INC *W EXP 02/01/202 G4204R117 52 60,000 SH   SOLE   60,000 0 0
G SQUARED ASCEND I INC SHS CL A G4204R109 4,940 500,000 SH   SOLE   500,000 0 0
G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 20 33,333 SH   SOLE   33,333 0 0
G SQUARED ASCEND II INC COM CL A G42041106 978 100,000 SH   SOLE   100,000 0 0
GAMES & ESPORTS EXPRNC ACQ C UNIT 12/01/2026 G3731J101 2,535 250,000 SH   SOLE   250,000 0 0
GAMING & HOSPITALITY ACQU CO *W EXP 02/04/202 364681114 14 23,333 SH   SOLE   23,333 0 0
GAMING & HOSPITALITY ACQU CO COM CL A 364681106 539 54,897 SH   SOLE   54,897 0 0
GCM GROSVENOR INC *W EXP 11/17/202 36831E116 301 200,902 SH   SOLE   200,902 0 0
GIGCAPITAL 5 INC COMMON STOCK 37519U109 4,203 425,000 SH   SOLE   425,000 0 0
GIGCAPITAL 5 INC *W EXP 99/99/999 37519U117 222 425,000 SH   SOLE   425,000 0 0
GLOBAL BLUE GROUP HOLDING AG *W EXP 08/28/202 H33700115 440 733,966 SH   SOLE   733,966 0 0
GLOBAL PARTNER ACQISTN CORP *W EXP 01/14/202 G3934P128 41 49,432 SH   SOLE   49,432 0 0
GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 2,880 296,594 SH   SOLE   296,594 0 0
GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 704 71,520 SH   SOLE   71,520 0 0
GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 37 75,000 SH   SOLE   75,000 0 0
GLOBAL TECHNOLGY ACQSTN CORP UNIT 10/19/2026 G3934N123 1,010 100,000 SH   SOLE   100,000 0 0
GO ACQUISITION CORP *W EXP 08/31/202 362019119 88 133,333 SH   SOLE   133,333 0 0
GO ACQUISITION CORP COM 362019101 3,936 400,000 SH   SOLE   400,000 0 0
GOGREEN INVESTMENTS CORP *W EXP 05/31/202 G9461B119 23 50,000 SH   SOLE   50,000 0 0
GOGREEN INVESTMENTS CORP ORD SHS CL A G9461B101 991 100,000 SH   SOLE   100,000 0 0
GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 2,164 357,605 SH   SOLE   357,605 0 0
GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 95 150,000 SH   SOLE   150,000 0 0
GOLDEN FALCON ACQUISITION CO CL A 38102H109 2,934 300,000 SH   SOLE   300,000 0 0
GORES HLDGS VIII INC *W EXP 03/01/202 382863116 75 36,699 SH   SOLE   36,699 0 0
GORES HLDGS VIII INC CL A 382863108 3,060 300,000 SH   SOLE   300,000 0 0
GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 51 37,500 SH   SOLE   37,500 0 0
GORES HOLDINGS VII INC COM CL A 38286T101 2,934 300,000 SH   SOLE   300,000 0 0
GORES METROPOULOS II INC CL A 382873107 997 100,000 SH   SOLE   100,000 0 0
GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 52 40,000 SH   SOLE   40,000 0 0
GORES TECHNOLOGY PARTNERS II CLASS A COM 38287L107 1,980 200,000 SH   SOLE   200,000 0 0
GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 26 20,000 SH   SOLE   20,000 0 0
GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 983 100,000 SH   SOLE   100,000 0 0
GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 13,656 10,000,000 PRN   SOLE   10,000,000 0 0
GREEN PLAINS INC NOTE 4.000% 7/0 393222AH7 16,910 7,200,000 PRN   SOLE   7,200,000 0 0
GROUP NINE ACQUISITION CORP *W EXP 01/15/202 39947R112 61 116,799 SH   SOLE   116,799 0 0
GROUP NINE ACQUISITION CORP COM CL A 39947R104 3,416 350,400 SH   SOLE   350,400 0 0
GROWTH CAP ACQUISITION CORP CL A 39986V107 1,986 200,016 SH   SOLE   200,016 0 0
GSK FINANCE NO 3 LTD NOTE 6/1 36259RAA0 46,484 47,252,000 PRN   SOLE   47,252,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 16,902 14,500,000 PRN   SOLE   14,500,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 36,050 30,682,000 PRN   SOLE   30,682,000 0 0
GX ACQUISITION CORP II *W EXP 03/17/202 36260F113 18 33,333 SH   SOLE   33,333 0 0
GX ACQUISITION CORP II CLASS A COM 36260F105 969 100,000 SH   SOLE   100,000 0 0
HALOZYME THERAPEUTICS INC NOTE 1.250%12/0 40637HAB5 22,298 12,750,000 PRN   SOLE   12,750,000 0 0
HAMILTON LANE ALLIANCE HLDGS *W EXP 01/12/202 40749M111 20 33,333 SH   SOLE   33,333 0 0
HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 489 50,000 SH   SOLE   50,000 0 0
HARMONIC INC DBCV 2.000% 9/0 413160AD4 27,158 18,000,000 SH   SOLE   18,000,000 0 0
HAYMAKER ACQUISITION CORP II *W EXP 03/04/202 42087R116 18 25,000 SH   SOLE   25,000 0 0
HAYMAKER ACQUISITION CORP II CLASS A COM 42087R108 980 100,000 SH   SOLE   100,000 0 0
HEALTHCARE AI ACQUISITION CO UNIT 12/07/2026 G4373K125 2,002 200,000 SH   SOLE   200,000 0 0
HEALTHCARE CAPITAL CORP *W EXP 12/31/202 42228C119 73 150,000 SH   SOLE   150,000 0 0
HEALTHCARE CAPITAL CORP COM CL A 42228C101 2,940 299,417 SH   SOLE   299,417 0 0
HELIX ACQUISITION CORP COM CL A G4444C102 1,989 201,152 SH   SOLE   201,152 0 0
HENNESSY CAPITAL INVS CORP V *W EXP 01/20/202 42589T115 28 33,213 SH   SOLE   33,213 0 0
HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 4,096 420,490 SH   SOLE   420,490 0 0
HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 2,169 2,145,000 PRN   SOLE   2,145,000 0 0
HIGHLAND TRANSCEND PARTNERS *W EXP 99/99/999 G44690124 53 33,333 SH   SOLE   33,333 0 0
HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 1,077 108,600 SH   SOLE   108,600 0 0
HPX CORP *W EXP 07/14/202 G32219126 81 150,000 SH   SOLE   150,000 0 0
HPX CORP SHS CL A G32219100 2,961 300,000 SH   SOLE   300,000 0 0
HUBSPOT INC NOTE 0.375% 6/0 443573AD2 87,578 36,697,000 PRN   SOLE   36,697,000 0 0
HUDSON EXECUTIVE INVES III *W EXP 02/22/202 44376L115 63 80,000 SH   SOLE   80,000 0 0
HUDSON EXECUTIVE INVES III COM CL A 44376L107 3,888 400,000 SH   SOLE   400,000 0 0
HUDSON EXECUTIVE INVS CORP I *W EXP 01/31/202 443760111 34 50,411 SH   SOLE   50,411 0 0
HUDSON EXECUTIVE INVS CORP I COM CL A 443760103 1,972 201,645 SH   SOLE   201,645 0 0
HUNT COMPANIES ACQUISITIO UNIT 99/99/9999 G46482116 1,523 150,000 SH   SOLE   150,000 0 0
HYZON MOTORS INC *W EXP 10/02/202 44951Y110 152 80,227 SH   SOLE   80,227 0 0
I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 10,278 11,000,000 PRN   SOLE   11,000,000 0 0
ICONIC SPORTS ACQUISITION CO UNIT 99/99/9999 G4712C123 5,055 500,000 SH   SOLE   500,000 0 0
IG ACQUISITION CORP *W EXP 10/05/202 449534114 40 50,000 SH   SOLE   50,000 0 0
IG ACQUISITION CORP COM CL A 449534106 981 100,000 SH   SOLE   100,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 2,958 2,000,000 PRN   SOLE   2,000,000 0 0
INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS G4761A101 243 25,000 SH   SOLE   25,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 29,952 25,000,000 PRN   SOLE   25,000,000 0 0
INFINITE ACQUISITION CORP UNIT 99/99/9999 G48028115 1,259 125,000 SH   SOLE   125,000 0 0
INFINT ACQUISITION CORP UNIT 99/99/9999 G47862118 2,006 200,000 SH   SOLE   200,000 0 0
INNOVATIVE INTL ACQUSITIN CO UNIT 10/26/2026 G4809M117 4,024 400,000 SH   SOLE   400,000 0 0
INSU ACQUISITION CORP III *W EXP 12/31/202 457817112 20 33,333 SH   SOLE   33,333 0 0
INSU ACQUISITION CORP III COM CL A 457817104 1,960 200,000 SH   SOLE   200,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 10,968 10,000,000 PRN   SOLE   10,000,000 0 0
INTELLIGENT MEDI ACQSITN COR UNIT 11/05/2026 45828D205 2,550 250,000 SH   SOLE   250,000 0 0
INTERPRIVATE III FINANCIAL P COM CL A 46064R106 1,213 122,386 SH   SOLE   122,386 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 4,135 5,000,000 PRN   SOLE   5,000,000 0 0
INVACARE CORP NOTE 5.000%11/1 461203AL5 1,867 2,075,000 PRN   SOLE   2,075,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 58,076 64,271,000 PRN   SOLE   64,271,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 10,440 10,000,000 SH   SOLE   10,000,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 11,561 10,416,000 PRN   SOLE   10,416,000 0 0
ISLEWORTH HEALTHCARE ACQU CO *W EXP 08/02/202 46468P110 37 75,000 SH   SOLE   75,000 0 0
ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 1,469 149,316 SH   SOLE   149,316 0 0
ITHAX ACQUISITION CORP *W EXP 02/01/202 G49775128 27 50,000 SH   SOLE   50,000 0 0
ITHAX ACQUISITION CORP CL A SHS G49775102 500 50,924 SH   SOLE   50,924 0 0
ITIQUIRA ACQUISITION CORP *W EXP 02/03/202 G49773115 13 25,000 SH   SOLE   25,000 0 0
ITIQUIRA ACQUISITION CORP CL A SHS G49773107 487 50,000 SH   SOLE   50,000 0 0
IVANHOE CAPITAL ACQUISTIN CO COM CL A G4R87P114 3,778 379,702 SH   SOLE   379,702 0 0
JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 148 274,854 SH   SOLE   274,854 0 0
JACK CREEK INVESTMENT CORP CL A SHS G4989X115 5,365 549,708 SH   SOLE   549,708 0 0
JACKSON ACQUISITION CO UNIT 99/99/9999 46653C205 3,486 350,000 SH   SOLE   350,000 0 0
JASPER THERAPEUTICS INC *W EXP 12/01/202 471871111 368 250,000 SH   SOLE   250,000 0 0
JAWS HURRICANE ACQUISITN COR *W EXP 03/26/202 47201B111 25 25,000 SH   SOLE   25,000 0 0
JAWS HURRICANE ACQUISITN COR CLASS A COM 47201B103 980 100,000 SH   SOLE   100,000 0 0
JAWS JUGGERNAUT ACQUISITN CO *W EXP 06/17/202 G50735110 25 25,000 SH   SOLE   25,000 0 0
JAWS JUGGERNAUT ACQUISITN CO CLASS A ORD SHS G50735102 983 100,000 SH   SOLE   100,000 0 0
JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 42 40,680 SH   SOLE   40,680 0 0
JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 2,438 250,000 SH   SOLE   250,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 49,450 49,041,000 PRN   SOLE   49,041,000 0 0
JIYA ACQUISITION CORP COM CL A 47760M102 98 10,000 SH   SOLE   10,000 0 0
JOFF FINTECH ACQUISITION COR *W EXP 02/04/202 46592C118 69 100,000 SH   SOLE   100,000 0 0
JOFF FINTECH ACQUISITION COR COM CL A 46592C100 2,925 300,000 SH   SOLE   300,000 0 0
JUNIPER II CORP UNIT 99/99/9999 48203N202 2,550 250,000 SH   SOLE   250,000 0 0
KADEM SUSTAINABLE IMPACT COR *W EXP 03/16/202 48284E113 467 865,000 SH   SOLE   865,000 0 0
KADEM SUSTAINABLE IMPACT COR CLASS A COM 48284E105 16,746 1,730,000 SH   SOLE   1,730,000 0 0
KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 61 125,000 SH   SOLE   125,000 0 0
KAIROS ACQUISITION CORP CL A SHS G52110114 2,445 249,700 SH   SOLE   249,700 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 21,990 11,500,000 PRN   SOLE   11,500,000 0 0
KENSINGTON CAPITAL ACQUISITI *W EXP 99/99/999 G5251K129 167 168,750 SH   SOLE   168,750 0 0
KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103 2,212 225,000 SH   SOLE   225,000 0 0
KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 33 62,500 SH   SOLE   62,500 0 0
KERNEL GROUP HOLDINGS INC CL A SHS G5259L103 1,286 131,941 SH   SOLE   131,941 0 0
KHOSLA VENTURES ACQUISITION CL A 482504107 2,691 277,399 SH   SOLE   277,399 0 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 1,489 152,540 SH   SOLE   152,540 0 0
KINGSWOOD ACQUISITION CORP COM CL A 496861105 1,262 124,916 SH   SOLE   124,916 0 0
KINGSWOOD ACQUISITION CORP *W EXP 05/01/202 496861113 53 127,500 SH   SOLE   127,500 0 0
KINS TECHNOLOGY GROUP INC *W EXP 10/14/202 49714K117 70 150,000 SH   SOLE   150,000 0 0
KISMET ACQUISITION THREE COR *W EXP 06/30/202 G5276C102 25 49,999 SH   SOLE   49,999 0 0
KISMET ACQUISITION THREE COR CL A SHARES G5276C110 1,448 149,399 SH   SOLE   149,399 0 0
KISMET ACQUISITION TWO CORP *W EXP 06/30/202 G52807115 18 36,530 SH   SOLE   36,530 0 0
KISMET ACQUISITION TWO CORP CL A SHS G52807107 1,066 109,291 SH   SOLE   109,291 0 0
KKR ACQUISITION HOLDING I CO *W EXP 99/99/999 48253T117 25 25,000 SH   SOLE   25,000 0 0
KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 974 100,000 SH   SOLE   100,000 0 0
KL ACQUISITION CORP *W EXP 01/12/202 49837C117 18 33,333 SH   SOLE   33,333 0 0
KL ACQUISITION CORP COM CL A 49837C109 477 48,650 SH   SOLE   48,650 0 0
KLDISCOVERY INC *W EXP 02/24/202 498455112 402 1,439,593 SH   SOLE   1,439,593 0 0
KLUDEIN I ACQUISITION CORP CL A 49878L109 246 25,000 SH   SOLE   25,000 0 0
KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 15 25,000 SH   SOLE   25,000 0 0
KORE GROUP HOLDINGS INC *W EXP 99/99/999 50066V115 53 50,000 SH   SOLE   50,000 0 0
L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 26 33,333 SH   SOLE   33,333 0 0
L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125 973 100,000 SH   SOLE   100,000 0 0
L&F ACQUISITION CORP *W EXP 05/23/202 G53702117 52 75,000 SH   SOLE   75,000 0 0
L&F ACQUISITION CORP SHS CL A G53702109 1,346 134,214 SH   SOLE   134,214 0 0
LAMF GLOBAL VENTURES CORP I UNIT 11/05/2026 G5338L116 3,012 300,000 SH   SOLE   300,000 0 0
LAVA MEDTECH ACQUISITION COR UNIT 10/21/2026 519345201 2,520 250,000 SH   SOLE   250,000 0 0
LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 105 119,892 SH   SOLE   119,892 0 0
LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 5,833 599,464 SH   SOLE   599,464 0 0
LDH GROWTH CORP I CLASS A ORD SHS G54094100 196 20,000 SH   SOLE   20,000 0 0
LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 32 40,500 SH   SOLE   40,500 0 0
LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 10,441 12,500,000 PRN   SOLE   12,500,000 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 4,971 5,000,000 PRN   SOLE   5,000,000 0 0
LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 43 75,000 SH   SOLE   75,000 0 0
LEO HLDGS CORP II COM CL A G5463R102 2,925 300,000 SH   SOLE   300,000 0 0
LERER HIPPEAU ACQUISITION CO CL A 526749106 1,230 125,000 SH   SOLE   125,000 0 0
LEVERE HOLDINGS CORP *W EXP 03/09/202 G5462L122 21 29,199 SH   SOLE   29,199 0 0
LEVERE HOLDINGS CORP CLASS A ORD SHS G5462L106 853 87,600 SH   SOLE   87,600 0 0
LF CAPITAL ACQUISITION CORP UNIT 05/15/2028 50202D201 2,004 200,000 SH   SOLE   200,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 1,004 580,000 PRN   SOLE   580,000 0 0
LIBERTY RES ACQUISITION CORP UNIT 10/31/2028 53118A204 1,542 150,000 SH   SOLE   150,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 11,750 11,645,000 PRN   SOLE   11,645,000 0 0
LILIUM N V *W EXP 09/14/202 N52586117 52 41,999 SH   SOLE   41,999 0 0
LIVANOVA USA INC CONVERTIBLE NOTE 3.000% 12/1 538030AB3 39,050 24,250,000 PRN   SOLE   24,250,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 15,594 8,570,000 PRN   SOLE   8,570,000 0 0
LIVE OAK MOBILITY ACQUISI CO *W EXP 03/04/202 538126111 46 39,999 SH   SOLE   39,999 0 0
LIVE OAK MOBILITY ACQUISI CO COM CL A 538126103 1,954 200,000 SH   SOLE   200,000 0 0
LMF ACQUISITION OPPORTUNIT I CL A COM 502015100 402 40,000 SH   SOLE   40,000 0 0
LMF ACQUISITION OPPORTUNIT I *W EXP 01/26/202 502015118 17 40,000 SH   SOLE   40,000 0 0
LOCAL BOUNTI CORP *W EXP 99/99/999 53960E114 15 22,298 SH   SOLE   22,298 0 0
LONGVIEW ACQUISITION CORP II *W EXP 99/99/999 54319Q113 26 30,000 SH   SOLE   30,000 0 0
LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 4,428 450,000 SH   SOLE   450,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 25,484 14,320,000 PRN   SOLE   14,320,000 0 0
M3 BRIGADE ACQUISITION II CO COM CL A 553800103 550 55,452 SH   SOLE   55,452 0 0
M3 BRIGADE ACQUISITION III *W EXP 07/31/202 55407R111 180 333,333 SH   SOLE   333,333 0 0
M3 BRIGADE ACQUISITION III CL A COM 55407R103 9,870 1,000,000 SH   SOLE   1,000,000 0 0
MAGNUM OPUS ACQUISITION LTD SHS CL A G5S70A104 2,528 254,831 SH   SOLE   254,831 0 0
MALACCA STRAITS ACQUISITION *W EXP 99/99/999 G5859B109 13 32,637 SH   SOLE   32,637 0 0
MARKETWISE INC *W EXP 07/19/202 57064P115 190 200,000 SH   SOLE   200,000 0 0
MARKFORGED HOLDING CORPORATI *W EXP 07/14/202 57064N110 24 28,034 SH   SOLE   28,034 0 0
MARLIN TECHNOLOGY CORP *W EXP 01/12/202 G58411110 80 116,666 SH   SOLE   116,666 0 0
MARLIN TECHNOLOGY CORP CL A SHS G58411102 3,416 350,000 SH   SOLE   350,000 0 0
MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 44 66,667 SH   SOLE   66,667 0 0
MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 1,939 198,700 SH   SOLE   198,700 0 0
MDH ACQUISITION CORP *W EXP 02/02/202 55283P114 35 75,000 SH   SOLE   75,000 0 0
MDH ACQUISITION CORP COM CL A 55283P106 2,137 218,096 SH   SOLE   218,096 0 0
MEDTECH ACQUISITION CORP COM CL A 58507N105 198 20,000 SH   SOLE   20,000 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 143,210 46,000,000 PRN   SOLE   46,000,000 0 0
MERCATO PARTNERS ACQUISITION UNIT 10/29/2026 58759A207 5,025 500,000 SH   SOLE   500,000 0 0
MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 304 286,595 SH   SOLE   286,595 0 0
MERIDA MERGER CORP I COM 58953M106 11,631 1,164,309 SH   SOLE   1,164,309 0 0
METROMILE INC *W EXP 02/09/202 591697115 7 50,242 SH   SOLE   50,242 0 0
MODEL N INC NOTE 2.625% 6/0 607525AB8 20,403 17,440,000 PRN   SOLE   17,440,000 0 0
MONEYLION INC *W EXP 09/22/202 60938K114 88 141,750 SH   SOLE   141,750 0 0
MONTEREY BIO ACQUISITION COR COM 61240F108 2,463 250,000 SH   SOLE   250,000 0 0
MONTEREY BIO ACQUISITION COR *W EXP 10/05/202 61240F116 98 250,000 SH   SOLE   250,000 0 0
MONUMENT CIRCLE ACQUISITN CO *W EXP 01/14/202 61531M119 64 125,000 SH   SOLE   125,000 0 0
MONUMENT CIRCLE ACQUISITN CO COM CL A 61531M101 2,440 250,000 SH   SOLE   250,000 0 0
MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 28 50,000 SH   SOLE   50,000 0 0
MORINGA ACQUISITION CORP CL A SHS G6S23K108 968 100,000 SH   SOLE   100,000 0 0
MOTIVE CAPITAL CORP *W EXP 12/31/202 G6293A111 136 133,333 SH   SOLE   133,333 0 0
MOTIVE CAPITAL CORP SHS CL A G6293A103 3,936 400,000 SH   SOLE   400,000 0 0
MOTIVE CAPITAL CORP II UNIT 99/99/9999 G6293R122 2,493 250,000 SH   SOLE   250,000 0 0
MOUNTAIN & CO I ACQUISITN CO UNIT 11/04/2026 G6301J120 1,789 175,000 SH   SOLE   175,000 0 0
MULTIPLAN CORPORATION *W EXP 02/13/202 62548M118 797 625,000 SH   SOLE   625,000 0 0
NABORS ENERGY TRANSITION COR UNIT 99/99/9999 629567207 3,045 300,000 SH   SOLE   300,000 0 0
NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 16,692 9,900,000 PRN   SOLE   9,900,000 0 0
NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 32,819 27,500,000 PRN   SOLE   27,500,000 0 0
NERDY INC *W EXP 08/16/202 64081V117 24 27,000 SH   SOLE   27,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 57,226 45,447,000 PRN   SOLE   45,447,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 103,995 86,887,000 PRN   SOLE   86,887,000 0 0
NEW VISTA ACQUISITION CORP *W EXP 02/01/202 G6529L121 57 76,015 SH   SOLE   76,015 0 0
NEW VISTA ACQUISITION CORP CL A SHS G6529L105 2,219 228,048 SH   SOLE   228,048 0 0
NEWCOURT ACQUISITION CORP *W EXP 04/12/202 G6448C129 74 150,000 SH   SOLE   150,000 0 0
NEWCOURT ACQUISITION CORP CLASS A ORD SHS G6448C103 2,973 300,000 SH   SOLE   300,000 0 0
NEXTERS INC *W EXP 08/26/202 G6529J118 96 124,999 SH   SOLE   124,999 0 0
NIGHTDRAGON ACQUISITION CORP *W EXP 02/26/202 65413D113 9 10,000 SH   SOLE   10,000 0 0
NIGHTDRAGON ACQUISITION CORP CLASS A COM 65413D105 488 50,000 SH   SOLE   50,000 0 0
NOBLE ROCK ACQUISITION CORP *W EXP 01/31/202 G6546R119 37 66,666 SH   SOLE   66,666 0 0
NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 1,942 200,000 SH   SOLE   200,000 0 0
NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 85 116,667 SH   SOLE   116,667 0 0
NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 3,444 350,000 SH   SOLE   350,000 0 0
NORTH MOUNTAIN MERGER CORP *W EXP 09/16/202 661204115 78 100,000 SH   SOLE   100,000 0 0
NORTH MOUNTAIN MERGER CORP COM CL A 661204107 4,104 416,244 SH   SOLE   416,244 0 0
NORTHERN STAR INVEST CORP II *W EXP 02/25/202 66574L118 15 16,666 SH   SOLE   16,666 0 0
NORTHERN STAR INVEST CORP II COM CL A 66574L100 975 100,000 SH   SOLE   100,000 0 0
NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119 14 16,666 SH   SOLE   16,666 0 0
NORTHERN STAR INVEST CORP IV COM CL A 66575B101 974 100,000 SH   SOLE   100,000 0 0
NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 13 20,000 SH   SOLE   20,000 0 0
NORTHERN STAR INVSTMNT CORP COM CLASS A 66573W107 6,790 700,000 SH   SOLE   700,000 0 0
NORTONLIFELOCK INC NOTE 2.000% 8/1 668771AA6 56,478 43,317,000 PRN   SOLE   43,317,000 0 0
NOVUS CAPITAL CORPORATION II *W EXP 02/02/202 67012W112 125 100,000 SH   SOLE   100,000 0 0
NOVUS CAPITAL CORPORATION II COM CL A 67012W104 2,970 300,000 SH   SOLE   300,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 5,921 5,000,000 SH   SOLE   5,000,000 0 0
NUVASIVE INC NOTE 1.000% 6/0 670704AL9 56,943 56,747,000 PRN   SOLE   56,747,000 0 0
OAKTREE ACQUISITION CORP II *W EXP 09/15/202 G6715X111 75 70,399 SH   SOLE   70,399 0 0
OAKTREE ACQUISITION CORP II CL A SHS G6715X103 2,489 251,941 SH   SOLE   251,941 0 0
OCA ACQUISITION CORP COM CL A 670865104 248 25,000 SH   SOLE   25,000 0 0
OCA ACQUISITION CORP *W EXP 01/14/202 670865112 24 50,000 SH   SOLE   50,000 0 0
OFFERPAD SOLUTIONS INC *W EXP 10/16/202 67623L117 58 54,000 SH   SOLE   54,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 20,523 15,125,000 PRN   SOLE   15,125,000 0 0
OKTA INC NOTE 0.375% 6/1 679295AF2 23,962 20,050,000 PRN   SOLE   20,050,000 0 0
OMEGA ALPHA SPAC CL A G6749V107 98 10,000 SH   SOLE   10,000 0 0
OMNICHANNEL ACQUISITION CORP COM CL A 68218L108 3,304 332,033 SH   SOLE   332,033 0 0
ONE EQUITY PARTNERS OPEN WTR *W EXP 01/14/202 68237L113 57 100,000 SH   SOLE   100,000 0 0
ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 2,921 299,900 SH   SOLE   299,900 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 3,145 2,250,000 PRN   SOLE   2,250,000 0 0
ORION ACQUISITION CORP COM CL A 68626A108 342 35,000 SH   SOLE   35,000 0 0
OTR ACQUISITION CORP *W EXP 11/30/202 67113Q113 75 150,000 SH   SOLE   150,000 0 0
OTR ACQUISITION CORP COM CL A 67113Q105 2,635 260,114 SH   SOLE   260,114 0 0
OWLET INC *W EXP 09/14/202 69120X115 39 100,000 SH   SOLE   100,000 0 0
P3 HEALTH PARTNERS INC *W EXP 99/99/999 744413113 106 100,624 SH   SOLE   100,624 0 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 18,458 17,661,000 PRN   SOLE   17,661,000 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 115,874 61,000,000 PRN   SOLE   61,000,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 201,845 96,057,000 PRN   SOLE   96,057,000 0 0
PATHFINDER ACQUISITION CORP CL A G04119106 3,042 313,617 SH   SOLE   313,617 0 0
PEAR THERAPEUTICS INC *W EXP 99/99/999 704723113 20 33,333 SH   SOLE   33,333 0 0
PEARL HOLDINGS ACQUISITN COR UNIT 12/15/2026 G44525122 750 75,000 SH   SOLE   75,000 0 0
PEGASUS DIGITAL MOBILITY ACQ *W EXP 99/99/999 G69768110 260 462,500 SH   SOLE   462,500 0 0
PEGASUS DIGITAL MOBILITY ACQ CL A ORD SHS G69768102 9,074 925,000 SH   SOLE   925,000 0 0
PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 28,137 26,291,000 PRN   SOLE   26,291,000 0 0
PERCEPTION CAPITAL CORP II UNIT 10/25/2026 G7007D128 3,045 300,000 SH   SOLE   300,000 0 0
PERIDOT ACQUISITION CORP II *W EXP 04/30/202 G7008B121 42 50,000 SH   SOLE   50,000 0 0
PERIDOT ACQUISITION CORP II SHS CL A G7008B105 2,433 250,000 SH   SOLE   250,000 0 0
PERIPHAS CAPITAL PARTNERING *W EXP 12/10/202 713895118 24 15,000 SH   SOLE   15,000 0 0
PERIPHAS CAPITAL PARTNERING COM CL A 713895100 1,462 59,998 SH   SOLE   59,998 0 0
PERSHING SQUARE TONTINE HLDG COM CL A 71531R109 9,860 500,000 SH   SOLE   500,000 0 0
PG&E CORP UNIT 99/99/9999 69331C140 2,894 25,000 SH   SOLE   25,000 0 0
PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113 21 50,000 SH   SOLE   50,000 0 0
PHOENIX BIOTECH ACQUISITION CLASS A COM 71902K105 991 100,000 SH   SOLE   100,000 0 0
PINE TECHNOLOGY ACQUISITN CO CLASS A COM 722850104 2,198 223,100 SH   SOLE   223,100 0 0
PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111 43 66,666 SH   SOLE   66,666 0 0
PIONEER MERGER CORP CL A SHS G7S24C103 6,793 688,213 SH   SOLE   688,213 0 0
PIVOTAL INVESTMENT CORP III *W EXP 01/28/202 72582M114 57 60,000 SH   SOLE   60,000 0 0
PIVOTAL INVESTMENT CORP III COM CL A 72582M106 2,922 300,000 SH   SOLE   300,000 0 0
PLAYSTUDIOS INC *W EXP 06/17/202 72815G116 62 104,019 SH   SOLE   104,019 0 0
PLUM ACQUISITION CORP I *W EXP 03/15/202 G7134L118 16 20,000 SH   SOLE   20,000 0 0
PLUM ACQUISITION CORP I CLASS A ORD SHS G7134L126 973 100,000 SH   SOLE   100,000 0 0
PMV CONSUMER ACQUISITION COR *W EXP 08/31/202 693486110 127 200,000 SH   SOLE   200,000 0 0
PMV CONSUMER ACQUISITION COR COM 693486102 3,932 400,000 SH   SOLE   400,000 0 0
POEMA GLOBAL HOLDINGS CORP *W EXP 01/08/202 G7154B115 109 75,000 SH   SOLE   75,000 0 0
POEMA GLOBAL HOLDINGS CORP CL A SHS G7154B107 3,098 313,603 SH   SOLE   313,603 0 0
PONTEM CORPORATION *W EXP 01/05/202 G71707122 59 66,666 SH   SOLE   66,666 0 0
PONTEM CORPORATION SHS CL A G71707106 1,960 200,000 SH   SOLE   200,000 0 0
POPULATION HEALTH INVS CO IN *W EXP 10/01/202 G71716115 61 117,699 SH   SOLE   117,699 0 0
POPULATION HEALTH INVS CO IN SHS CL A G71716107 3,475 353,100 SH   SOLE   353,100 0 0
POST HOLDINGS PARTNERING COR *W EXP 04/12/202 737465112 28 33,032 SH   SOLE   33,032 0 0
POST HOLDINGS PARTNERING COR COM SER A 737465104 971 99,097 SH   SOLE   99,097 0 0
POWERED BRANDS *W EXP 01/07/202 G7209M116 10 16,666 SH   SOLE   16,666 0 0
POWERED BRANDS CL A G7209M108 490 50,000 SH   SOLE   50,000 0 0
PRETIUM RES INC NOTE 2.250% 3/1 74139CAB8 28,641 28,277,000 PRN   SOLE   28,277,000 0 0
PRIMAVERA CAPITAL ACQUIST CO *W EXP 01/19/202 G7255E117 13 20,000 SH   SOLE   20,000 0 0
PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 388 40,000 SH   SOLE   40,000 0 0
PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 54 100,000 SH   SOLE   100,000 0 0
PRIME IMPACT ACQUISITION I SHS CL A G61074103 2,952 300,000 SH   SOLE   300,000 0 0
PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110 85 166,666 SH   SOLE   166,666 0 0
PRIVETERRA ACQUISITION CORP CL A 74275N102 4,852 499,735 SH   SOLE   499,735 0 0
PROCAPS GROUP S A *W EXP 04/01/202 L7756P110 320 400,000 SH   SOLE   400,000 0 0
PROJECT ENERGY REIMAGINED AC UNIT 10/28/2026 G72556122 12,276 1,237,500 SH   SOLE   1,237,500 0 0
PROOF ACQUISITION CORP I UNIT 99/99/9999 74349W203 4,004 400,000 SH   SOLE   400,000 0 0
PROPTECH INVESTMENT CORP II *W EXP 12/08/202 743497117 49 83,333 SH   SOLE   83,333 0 0
PROPTECH INVESTMENT CORP II COM CL A 743497109 1,186 120,999 SH   SOLE   120,999 0 0
PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 15,244 15,905,000 PRN   SOLE   15,905,000 0 0
PROSPECTOR CAPITAL CORP *W EXP 01/01/202 G7273A113 21 33,333 SH   SOLE   33,333 0 0
PROSPECTOR CAPITAL CORP CL A G7273A105 974 100,000 SH   SOLE   100,000 0 0
PROVIDENT ACQUISITION CORP *W EXP 01/08/202 G7282L126 27 50,000 SH   SOLE   50,000 0 0
PROVIDENT ACQUISITION CORP CL A G7282L100 580 58,907 SH   SOLE   58,907 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 16,480 15,519,000 PRN   SOLE   15,519,000 0 0
PTK ACQUISITION CORP *W EXP 12/12/202 M9607U107 42 75,000 SH   SOLE   75,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 72,614 54,269,000 PRN   SOLE   54,269,000 0 0
PWP FORWARD ACQUISITION CORP *W EXP 03/12/202 74709Q119 40 50,000 SH   SOLE   50,000 0 0
PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 2,428 250,000 SH   SOLE   250,000 0 0
PYROPHYTE ACQUISITION CORP UNIT 99/99/9999 G7308P119 3,044 300,000 SH   SOLE   300,000 0 0
Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 11,691 12,736,000 PRN   SOLE   12,736,000 0 0
QUANTUM FINTECH ACQUISTIN CO COMMON STOCK 74767A105 2,646 267,513 SH   SOLE   267,513 0 0
QUEENS GAMBIT GROWTH CAPITAL *W EXP 01/19/202 G7315C119 64 100,000 SH   SOLE   100,000 0 0
QUEENS GAMBIT GROWTH CAPITAL CL A SHS G7315C101 1,485 150,000 SH   SOLE   150,000 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 16,197 10,250,000 PRN   SOLE   10,250,000 0 0
RAPID7 INC NOTE 2.250% 5/0 753422AD6 66,548 33,000,000 PRN   SOLE   33,000,000 0 0
RAPID7 INC NOTE 0.250% 3/1 753422AE4 97,073 75,000,000 PRN   SOLE   75,000,000 0 0
RCF ACQUISITION CORP UNIT 99/99/9999 G7330C128 2,020 200,000 SH   SOLE   200,000 0 0
RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 25 50,000 SH   SOLE   50,000 0 0
RECHARGE ACQUISITION CORP COM CL A 756229100 990 100,000 SH   SOLE   100,000 0 0
REDBALL ACQUISITION CORP *W EXP 08/17/202 G7417R113 298 239,817 SH   SOLE   239,817 0 0
REDBALL ACQUISITION CORP COM CL A G7417R105 7,059 711,606 SH   SOLE   711,606 0 0
RENEW ENERGY GLOBAL PLC *W EXP 08/30/202 G7500M120 184 116,666 SH   SOLE   116,666 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 34,888 14,861,000 PRN   SOLE   14,861,000 0 0
RESERVOIR MEDIA INC *W EXP 08/26/202 76119X113 35 25,000 SH   SOLE   25,000 0 0
REVELSTONE CAPITAL ACQSTN CO UNIT 12/17/2026 76137R205 13,406 1,350,000 SH   SOLE   1,350,000 0 0
REVOLUTION HEALTHCAR AQ CORP *W EXP 12/31/202 76155Y116 30 40,000 SH   SOLE   40,000 0 0
REVOLUTION HEALTHCAR AQ CORP CLASS A COM 76155Y108 1,948 200,000 SH   SOLE   200,000 0 0
RH NOTE 9/1 74967XAD5 16,731 6,411,000 PRN   SOLE   6,411,000 0 0
RICE ACQUISITION CORP II *W EXP 99/99/999 G75529126 38 25,000 SH   SOLE   25,000 0 0
RICE ACQUISITION CORP II SHS CL A G75529100 1,000 100,000 SH   SOLE   100,000 0 0
RIGEL RESOURCE ACQ CORP UNIT 99/99/9999 G7573M122 4,563 450,000 SH   SOLE   450,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 8,454 9,000,000 PRN   SOLE   9,000,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAH0 38,958 43,649,000 PRN   SOLE   43,649,000 0 0
RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 48 59,999 SH   SOLE   59,999 0 0
RMG ACQUISITION CORP III CL A SHS G76088106 2,931 300,000 SH   SOLE   300,000 0 0
ROCKET INTERNET GRWT OPRT CO *W EXP 99/99/999 G7613T129 19 25,000 SH   SOLE   25,000 0 0
ROCKET INTERNET GRWT OPRT CO SHS CL A G7613T103 980 100,000 SH   SOLE   100,000 0 0
ROIVANT SCIENCES LTD *W EXP 09/30/202 G76279119 409 200,000 SH   SOLE   200,000 0 0
ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123 25 50,000 SH   SOLE   50,000 0 0
ROSE HILL ACQUISITION CORP CLASS A ORD G7637J107 992 100,000 SH   SOLE   100,000 0 0
ROSECLIFF ACQUISITION CORP I *W EXP 02/11/202 77732R111 52 66,666 SH   SOLE   66,666 0 0
ROSECLIFF ACQUISITION CORP I COM CL A 77732R103 4,905 500,000 SH   SOLE   500,000 0 0
ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 61 66,666 SH   SOLE   66,666 0 0
ROSS ACQUISITION CORP II SHS CL A G7641C106 1,952 200,000 SH   SOLE   200,000 0 0
ROTH CH ACQUISITION III CO COM 77867Q102 993 100,000 SH   SOLE   100,000 0 0
SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 5,352 3,000,000 PRN   SOLE   3,000,000 0 0
SARCOS TECHN AND ROBOTICS CO *W EXP 06/15/202 80359A114 51 24,900 SH   SOLE   24,900 0 0
SARISSA CAPITAL ACQUISITN CO *W EXP 10/23/202 G7823W110 49 51,134 SH   SOLE   51,134 0 0
SARISSA CAPITAL ACQUISITN CO CL A G7823W102 1,352 138,063 SH   SOLE   138,063 0 0
SCHULTZE SPL PURP ACQ CORP I *W EXP 04/13/202 808212112 189 371,250 SH   SOLE   371,250 0 0
SCHULTZE SPL PURP ACQ CORP I CLASS A COM 808212104 7,306 742,500 SH   SOLE   742,500 0 0
SCIENCE STRATEGIC ACQ ALPHA *W EXP 01/20/202 808641112 12 23,000 SH   SOLE   23,000 0 0
SCIENCE STRATEGIC ACQ ALPHA COM CL A 808641104 343 35,143 SH   SOLE   35,143 0 0
SCION TECH GROWTH I *W EXP 11/01/202 G31067112 100 166,666 SH   SOLE   166,666 0 0
SCION TECH GROWTH I CL A SHS G31067104 4,880 500,000 SH   SOLE   500,000 0 0
SCION TECH GROWTH II *W EXP 01/28/202 G31070116 30 50,000 SH   SOLE   50,000 0 0
SCION TECH GROWTH II CL A SHS G31070108 1,460 150,000 SH   SOLE   150,000 0 0
SCP & CO HEALTHCARE ACQUSTN *W EXP 01/27/202 784065112 55 100,000 SH   SOLE   100,000 0 0
SCP & CO HEALTHCARE ACQUSTN COM CL A 784065104 1,960 200,000 SH   SOLE   200,000 0 0
SCULPTOR ACQUISITION CORP I UNIT 99/99/9999 G7T983129 2,503 250,000 SH   SOLE   250,000 0 0
SCVX CORP *W EXP 01/24/202 G79448117 101 298,300 SH   SOLE   298,300 0 0
SCVX CORP COM G79448208 5,364 536,940 SH   SOLE   536,940 0 0
SEA LTD NOTE 0.250% 9/1 81141RAG5 21,206 23,000,000 PRN   SOLE   23,000,000 0 0
SEMPER PARATUS ACQUISITION C UNIT 11/04/2026 G8028L123 2,518 250,000 SH   SOLE   250,000 0 0
SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116 131 250,000 SH   SOLE   250,000 0 0
SENIOR CONNECT ACQUISITN COR COM CL A 81723H108 4,870 500,000 SH   SOLE   500,000 0 0
SHAPEWAYS HOLDINGS INC *W EXP 99/99/999 81947T110 122 237,885 SH   SOLE   237,885 0 0
SHARECARE INC *W EXP 07/01/202 81948W112 50 80,999 SH   SOLE   80,999 0 0
SHOULDERUP TECHNOLOGY ACQUIS UNIT 99/99/9999 82537G203 2,273 225,000 SH   SOLE   225,000 0 0
SIGNA SPORTS UNITED NV *W EXP 99/99/999 N80029114 201 233,333 SH   SOLE   233,333 0 0
SILVER CREST ACQUISITION COR *W EXP 12/15/202 G81355128 106 175,000 SH   SOLE   175,000 0 0
SILVER CREST ACQUISITION COR CL A SHS G81355102 4,905 500,000 SH   SOLE   500,000 0 0
SILVER SPIKE ACQUISITN CORP *W EXP 02/26/202 G8201H113 22 25,000 SH   SOLE   25,000 0 0
SILVER SPIKE ACQUISITN CORP CLASS A ORD SHS G8201H105 972 100,000 SH   SOLE   100,000 0 0
SILVERBOX ENGAGED MERGER CO *W EXP 06/02/202 82836L119 58 41,666 SH   SOLE   41,666 0 0
SILVERBOX ENGAGED MERGER CO COM CL A 82836L101 2,030 200,000 SH   SOLE   200,000 0 0
SIMON PROPERTY GRP ACQ HOLDI *W EXP 02/04/202 82880R111 45 52,067 SH   SOLE   52,067 0 0
SIMON PROPERTY GRP ACQ HOLDI COM CL A 82880R103 2,536 260,342 SH   SOLE   260,342 0 0
SIZZLE ACQUISITION CORP UNIT 11/02/2026 83014E208 2,032 200,000 SH   SOLE   200,000 0 0
SLAM CORP *W EXP 02/23/202 G8210L121 39 62,500 SH   SOLE   62,500 0 0
SLAM CORP CL A SHS G8210L105 2,430 250,000 SH   SOLE   250,000 0 0
SNAP INC NOTE 0.250% 5/0 83304AAD8 15,815 7,100,000 PRN   SOLE   7,100,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 47,789 21,999,000 PRN   SOLE   21,999,000 0 0
SOAR TECHNOLOGY ACQUISN CORP *W EXP 99/99/999 G82472120 114 200,000 SH   SOLE   200,000 0 0
SOAR TECHNOLOGY ACQUISN CORP CL A COM G82472112 6,066 600,000 SH   SOLE   600,000 0 0
SOC TELEMED INC *W EXP 11/30/202 78472F119 22 150,000 SH   SOLE   150,000 0 0
SOCIAL CAP SUVRETTA HLD CRPI CLASS A ORD SHS G8253W109 743 75,000 SH   SOLE   75,000 0 0
SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 737 75,000 SH   SOLE   75,000 0 0
SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253T106 745 75,000 SH   SOLE   75,000 0 0
SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 742 75,000 SH   SOLE   75,000 0 0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 3,299 323,731 SH   SOLE   323,731 0 0
SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 42 50,000 SH   SOLE   50,000 0 0
SOCIAL LEVERAGE ACQUISN CORP COM CL A 83363K102 1,962 200,000 SH   SOLE   200,000 0 0
SOUTHPORT ACQUISITION CORP UNIT 99/99/9999 84465L204 3,000 300,000 SH   SOLE   300,000 0 0
SPARTAN ACQUISITION CORP III *W EXP 02/04/202 84677R114 82 56,965 SH   SOLE   56,965 0 0
SPARTAN ACQUISITION CORP III COM CL A 84677R106 5,922 600,000 SH   SOLE   600,000 0 0
SPINDLETOP HEALTH ACQUISITIO UNIT 11/04/2026 84854Q202 4,032 400,000 SH   SOLE   400,000 0 0
SPIRE GLOBAL INC *W EXP 01/01/203 848560116 66 150,000 SH   SOLE   150,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 24,637 23,000,000 PRN   SOLE   23,000,000 0 0
SPORTS VENTURES ACQUISIN COR *W EXP 11/30/202 G8372A129 20 33,333 SH   SOLE   33,333 0 0
SPORTS VENTURES ACQUISIN COR CL A SHS G8372A103 379 38,961 SH   SOLE   38,961 0 0
SPORTSTEK ACQUISITION CORP *W EXP 02/16/202 849196118 59 100,000 SH   SOLE   100,000 0 0
SPORTSTEK ACQUISITION CORP COM CL A 849196100 1,954 200,000 SH   SOLE   200,000 0 0
SPRING VY ACQUISITION CORP CL A G8377A108 1,003 100,000 SH   SOLE   100,000 0 0
SQUARE INC NOTE 0.125% 3/0 852234AF0 21,584 14,500,000 PRN   SOLE   14,500,000 0 0
ST ENERGY TRANSITION I LTD UNIT 99/99/9999 G8465L123 501 50,000 SH   SOLE   50,000 0 0
STARWOOD WAYPOINT HOMES NOTE 3.500% 1/1 19625XAB8 6,452 3,208,000 PRN   SOLE   3,208,000 0 0
SUNLIGHT FINANCIAL HOLDINGS *W EXP 07/09/202 86738J114 93 141,200 SH   SOLE   141,200 0 0
SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128 18 20,000 SH   SOLE   20,000 0 0
SUPERNOVA PARTN ACQ CO III L SHS CL A G8T90F102 975 100,000 SH   SOLE   100,000 0 0
SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 73,675 74,027,000 PRN   SOLE   74,027,000 0 0
SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 22 37,500 SH   SOLE   37,500 0 0
SUSTAINABLE DEVELP ACQU I CO COM CL A 86934L103 731 75,000 SH   SOLE   75,000 0 0
SVF INVESTMENT CORP *W EXP 12/20/202 G8601L128 23 18,000 SH   SOLE   18,000 0 0
SVF INVESTMENT CORP CL A SHS G8601L102 1,506 150,000 SH   SOLE   150,000 0 0
SVF INVESTMENT CORP 2 CL A SHS G8601M100 119 12,000 SH   SOLE   12,000 0 0
SVF INVESTMENT CORP 3 CL A SHS G8601N108 474 47,372 SH   SOLE   47,372 0 0
TAILWIND ACQUISITION CORP COM CL A 87403Q102 1,476 150,000 SH   SOLE   150,000 0 0
TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 19 33,333 SH   SOLE   33,333 0 0
TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 975 100,000 SH   SOLE   100,000 0 0
TAILWIND TWO ACQUISITION COR SHS CL A G86613109 4,945 500,000 SH   SOLE   500,000 0 0
TALON 1 ACQUISITION CORP UNIT 11/02/2026 G86656124 2,270 225,000 SH   SOLE   225,000 0 0
TARGET GLOBAL ACQUISI I CORP UNIT 99/99/9999 G8675N117 1,245 125,000 SH   SOLE   125,000 0 0
TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 14 50,000 SH   SOLE   50,000 0 0
TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 75 150,000 SH   SOLE   150,000 0 0
TASTEMAKER ACQUISITION CORP COM CL A 876545104 2,967 300,000 SH   SOLE   300,000 0 0
TCV ACQUISITION CORP CL A SHS G8704C124 247 25,000 SH   SOLE   25,000 0 0
TCW SPECIAL PURPOSE ACQU COR *W EXP 99/99/999 87301L114 41 66,666 SH   SOLE   66,666 0 0
TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 1,952 200,000 SH   SOLE   200,000 0 0
TECH AND ENERGY TRANSITION *W EXP 03/31/202 87823R110 23 33,332 SH   SOLE   33,332 0 0
TECH AND ENERGY TRANSITION CLASS A COM 87823R102 972 100,000 SH   SOLE   100,000 0 0
THAYER VENTURES ACQU CORP *W EXP 01/01/203 88332T118 37 37,500 SH   SOLE   37,500 0 0
THAYER VENTURES ACQU CORP COM CL A 88332T100 2,525 250,000 SH   SOLE   250,000 0 0
THE MUSIC ACQUISITION CORP *W EXP 02/05/202 62752R118 21 37,500 SH   SOLE   37,500 0 0
THE MUSIC ACQUISITION CORP COM CLASS A 62752R100 422 43,252 SH   SOLE   43,252 0 0
THE ONCOLOGY INSTITUTE INC *W EXP 11/15/202 68236X118 17 25,000 SH   SOLE   25,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 5,313 5,500,000 PRN   SOLE   5,500,000 0 0
THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115 17 20,000 SH   SOLE   20,000 0 0
THUNDER BRDG CAP PRTNRS IV I CLASS A COM 88605L107 976 100,000 SH   SOLE   100,000 0 0
THUNDER BRIDGE CAP PRTNRS II *W EXP 02/15/202 88605T118 50 60,000 SH   SOLE   60,000 0 0
THUNDER BRIDGE CAP PRTNRS II COM CL A 88605T100 2,928 300,000 SH   SOLE   300,000 0 0
TIGA ACQUISITION CORP *W EXP 11/06/202 G88672111 36 50,000 SH   SOLE   50,000 0 0
TISHMAN SPEYER INNOVATION CO *W EXP 02/11/202 88825H118 46 59,999 SH   SOLE   59,999 0 0
TISHMAN SPEYER INNOVATION CO COM CL A 88825H100 2,925 300,000 SH   SOLE   300,000 0 0
TKB CRITICAL TECHNOLOGIES 1 UNIT 10/20/2026 G88935104 2,038 200,000 SH   SOLE   200,000 0 0
TLG ACQUISITION ONE CORP *W EXP 01/25/202 87257M116 38 72,633 SH   SOLE   72,633 0 0
TLG ACQUISITION ONE CORP COM CL A 87257M108 2,108 216,700 SH   SOLE   216,700 0 0
TLGY ACQUISITION CORPORATION UNIT 99/99/9999 G8656T117 1,006 100,000 SH   SOLE   100,000 0 0
TMC THE METALS COMPANY INC *W EXP 09/09/202 87261Y114 18 67,500 SH   SOLE   67,500 0 0
TORTOISEECOFIN ACQUISITION C *W EXP 07/22/202 G8956E117 34 37,500 SH   SOLE   37,500 0 0
TORTOISEECOFIN ACQUISITION C SHS CL A G8956E109 1,454 150,000 SH   SOLE   150,000 0 0
TREBIA ACQUISITION CORP *W EXP 99/99/999 G9027T117 70 60,750 SH   SOLE   60,750 0 0
TREBIA ACQUISITION CORP COM CL A G9027T109 4,482 450,000 SH   SOLE   450,000 0 0
TREPONT ACQUISITION CORP I *W EXP 11/24/202 G9095M127 57 100,000 SH   SOLE   100,000 0 0
TREPONT ACQUISITION CORP I SHS CL A G9095M101 1,996 200,000 SH   SOLE   200,000 0 0
TRINE II ACQUISITION CORP UNIT 99/99/9999 G9059F126 1,013 100,000 SH   SOLE   100,000 0 0
TUATARA CAPITAL ACQUISITN CO *W EXP 02/11/202 G9118J119 30 50,000 SH   SOLE   50,000 0 0
TUATARA CAPITAL ACQUISITN CO CL A SHS G9118J101 4,549 460,898 SH   SOLE   460,898 0 0
TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 51 120,400 SH   SOLE   120,400 0 0
TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 17 33,333 SH   SOLE   33,333 0 0
TWELVE SEAS INVESTMENT CO II COM CL A 90118T106 970 100,000 SH   SOLE   100,000 0 0
TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120 40 66,666 SH   SOLE   66,666 0 0
TWIN RIDGE CAPITAL ACQUIS CO SHS CL A G9151L104 1,938 200,000 SH   SOLE   200,000 0 0
TWO COM CL A G9152V101 973 100,000 SH   SOLE   100,000 0 0
TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 25 48,333 SH   SOLE   48,333 0 0
TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 1,079 110,396 SH   SOLE   110,396 0 0
USHG ACQUISITION CORP COM CL A 91748P100 2,285 220,300 SH   SOLE   220,300 0 0
UTA ACQUISITION CORPORATION UNIT 12/01/2026 G9473A125 1,513 150,000 SH   SOLE   150,000 0 0
UWM HOLDINGS CORPORATION *W EXP 01/21/202 91823B117 12 20,560 SH   SOLE   20,560 0 0
VAHANNA TECH EDGE ACQSTN I C UNIT 11/22/2026 G9320Z125 1,007 100,000 SH   SOLE   100,000 0 0
VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 66,853 39,988,000 PRN   SOLE   39,988,000 0 0
VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 6,029 3,500,000 PRN   SOLE   3,500,000 0 0
VECTOR ACQUISITION CORP II CL A SHS G9460A104 977 100,000 SH   SOLE   100,000 0 0
VEECO INSTRS INC DEL NOTE 3.750% 6/0 922417AF7 24,100 11,000,000 PRN   SOLE   11,000,000 0 0
VELOCITY ACQUISITION CORP *W EXP 02/24/202 92259E112 26 49,999 SH   SOLE   49,999 0 0
VELOCITY ACQUISITION CORP COM CL A 92259E104 3,890 400,000 SH   SOLE   400,000 0 0
VERTICAL AEROSPACE LTD *W EXP 09/15/202 G9471C115 68 100,000 SH   SOLE   100,000 0 0
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 14,731 11,000,000 PRN   SOLE   11,000,000 0 0
VICARIOUS SURGICAL INC *W EXP 08/05/202 92561V117 538 250,000 SH   SOLE   250,000 0 0
VIEW INC *W EXP 03/08/202 92671V114 77 149,999 SH   SOLE   149,999 0 0
VIRGIN GROUP ACQUISIT CORP I *W EXP 03/13/202 G9460K128 34 40,000 SH   SOLE   40,000 0 0
VIRGIN GROUP ACQUISIT CORP I SHS CL A G9460K102 1,974 200,000 SH   SOLE   200,000 0 0
VISTAS MEDIA ACQUISITION CO COM CL A 92840T107 1,017 100,000 SH   SOLE   100,000 0 0
VISTAS MEDIA ACQUISITION CO *W EXP 08/01/202 92840T115 134 200,000 SH   SOLE   200,000 0 0
VMG CONSUMER ACQUISITION COR UNIT 11/08/2026 91842V201 1,268 125,000 SH   SOLE   125,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 49,473 36,880,000 PRN   SOLE   36,880,000 0 0
VY GLOBAL GROWTH *W EXP 01/30/203 G9444H118 42 35,900 SH   SOLE   35,900 0 0
VY GLOBAL GROWTH COM CL A G9444H100 1,589 162,000 SH   SOLE   162,000 0 0
WALDENCAST ACQUISITION CORP CLASS A ORD SHS G9460C100 2,919 293,389 SH   SOLE   293,389 0 0
WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9460M124 56 55,540 SH   SOLE   55,540 0 0
WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9461D115 59 59,999 SH   SOLE   59,999 0 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 2,710 277,700 SH   SOLE   277,700 0 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107 2,940 300,000 SH   SOLE   300,000 0 0
WARRIOR TECHNOLOGIES ACQUI C *W EXP 03/31/202 936273119 6 12,500 SH   SOLE   12,500 0 0
WARRIOR TECHNOLOGIES ACQUI C COM CL A 936273101 246 25,000 SH   SOLE   25,000 0 0
WEJO GROUP LIMITED *W EXP 11/18/202 G9525W117 193 175,000 SH   SOLE   175,000 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 10,220 10,058,000 PRN   SOLE   10,058,000 0 0
WEWORK INC *W EXP 10/20/202 96209A112 61 30,449 SH   SOLE   30,449 0 0
WHEELS UP EXPERIENCE INC *W EXP 07/13/202 96328L114 82 100,000 SH   SOLE   100,000 0 0
WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 59 50,000 SH   SOLE   50,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 40,540 21,740,000 PRN   SOLE   21,740,000 0 0
WORLDWIDE WEBB ACQUISITION C *W EXP 10/20/202 G97775111 450 750,000 SH   SOLE   750,000 0 0
WORLDWIDE WEBB ACQUISITION C CLASS A ORD SHS G97775103 14,610 1,500,000 SH   SOLE   1,500,000 0 0
XPAC ACQUISITION CORP *W EXP 99/99/999 G9831X122 17 33,333 SH   SOLE   33,333 0 0
XPAC ACQUISITION CORP CLASS A ORD G9831X106 969 100,000 SH   SOLE   100,000 0 0
YELLOWSTONE ACQUISITION CO COM CL A 98566K105 1,264 124,312 SH   SOLE   124,312 0 0
YELLOWSTONE ACQUISITION CO *W EXP 10/21/202 98566K113 103 125,000 SH   SOLE   125,000 0 0
Z-WORK ACQUISITION CORP *W EXP 01/04/202 98880C110 34 55,530 SH   SOLE   55,530 0 0
Z-WORK ACQUISITION CORP COM CL A 98880C102 1,623 166,592 SH   SOLE   166,592 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 5,095 3,000,000 PRN   SOLE   3,000,000 0 0
ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1 11,709 7,500,000 PRN   SOLE   7,500,000 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 66,666 30,431,000 PRN   SOLE   30,431,000 0 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 23,751 22,000,000 PRN   SOLE   22,000,000 0 0