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 ACQ III *W EXP 06/30/202 G87077114 13 125,000 SH   SOLE   125,000 0 0
10X CAPITAL VENTURE ACQ III CL A ORD SHS G87077106 2,500 250,000 SH   SOLE   250,000 0 0
26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 23 75,000 SH   SOLE   75,000 0 0
26 CAPITAL ACQUISITION CORP COM CL A 90138P100 4,905 500,000 SH   SOLE   500,000 0 0
7 ACQUISITION CORPORATION *W EXP 11/05/202 G80694113 16 100,000 SH   SOLE   100,000 0 0
7 ACQUISITION CORPORATION SHS CL A G80694105 1,990 200,000 SH   SOLE   200,000 0 0
7GC & CO HOLDINGS INC *W EXP 12/23/202 81786A115 4 50,000 SH   SOLE   50,000 0 0
7GC & CO HOLDINGS INC COM CL A 81786A107 984 100,000 SH   SOLE   100,000 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 14,533 17,000,000 PRN   SOLE   17,000,000 0 0
ABG ACQUISITION CORP I CL A SHS G00496102 1,494 152,469 SH   SOLE   152,469 0 0
ACCELERATE ACQUISITION CORP *W EXP 06/15/202 00439D110 5 33,333 SH   SOLE   33,333 0 0
ACCELERATE ACQUISITION CORP COM CL A 00439D102 976 100,000 SH   SOLE   100,000 0 0
ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1 29,301 36,804,000 PRN   SOLE   36,804,000 0 0
ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 11 133,769 SH   SOLE   133,769 0 0
ACHARI VENTURES HLDGS CORP I COM 00444X101 1,998 200,000 SH   SOLE   200,000 0 0
ACHARI VENTURES HLDGS CORP I *W EXP 01/01/202 00444X119 28 200,000 SH   SOLE   200,000 0 0
ACROPOLIS INFRASTRUCTURE ACQ *W EXP 03/30/202 005029111 7 33,333 SH   SOLE   33,333 0 0
ACROPOLIS INFRASTRUCTURE ACQ CL A 005029103 967 100,000 SH   SOLE   100,000 0 0
ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110 2 37,500 SH   SOLE   37,500 0 0
ADIT EDTECH ACQUISITION CORP COMMON STOCK 007024102 738 75,000 SH   SOLE   75,000 0 0
ADS TEC ENERGY PLC *W EXP 12/22/202 G0085J109 8 12,500 SH   SOLE   12,500 0 0
ADTHEORENT HOLDING COMPANY *W EXP 99/99/999 00739D117 14 33,333 SH   SOLE   33,333 0 0
ADVANCED MERGER PARTNERS INC COM CL A 00777J109 489 50,000 SH   SOLE   50,000 0 0
AEA-BRIDGES IMPACT CORP *W EXP 09/19/202 G01046112 61 160,820 SH   SOLE   160,820 0 0
AEA-BRIDGES IMPACT CORP SHS CL A G01046104 2,812 283,500 SH   SOLE   283,500 0 0
AEYE INC *W EXP 09/30/202 008183113 20 74,249 SH   SOLE   74,249 0 0
AIRBNB INC NOTE 3/1 009066AB7 33,150 40,000,000 PRN   SOLE   40,000,000 0 0
ALARM COM HLDGS INC NOTE 1/1 011642AB1 1,193 1,444,000 PRN   SOLE   1,444,000 0 0
ALLEGO N V *W EXP 03/16/202 N0796A118 27 56,965 SH   SOLE   56,965 0 0
ALPHA CAPITAL ACQUISITION CO *W EXP 02/16/202 G0316P122 7 25,000 SH   SOLE   25,000 0 0
ALPHA CAPITAL ACQUISITION CO CL A ORD SHS G0316P130 3,498 354,015 SH   SOLE   354,015 0 0
ALPHA TAU MEDICAL LTD *W EXP 03/07/202 M0740A116 72 150,000 SH   SOLE   150,000 0 0
ALSP ORCHID ACQUISITION CORP *W EXP 11/30/202 G0231L123 3 25,000 SH   SOLE   25,000 0 0
ALSP ORCHID ACQUISITION CORP CLASS A ORD G0231L107 494 50,000 SH   SOLE   50,000 0 0
ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 44,677 36,000,000 PRN   SOLE   36,000,000 0 0
ALTC ACQUISITION CORP COM CL A 02156V109 1,361 140,992 SH   SOLE   140,992 0 0
ALTERYX INC NOTE 0.500% 8/0 02156BAD5 28,842 32,535,000 PRN   SOLE   32,535,000 0 0
ALTIMAR ACQUISITION CORP III SHS CL A G0370U108 245 25,000 SH   SOLE   25,000 0 0
ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 6 50,000 SH   SOLE   50,000 0 0
AMCI ACQUISITION CORP II *W EXP 08/06/202 00166R118 64 235,341 SH   SOLE   235,341 0 0
AMCI ACQUISITION CORP II CLASS A COM 00166R100 4,599 470,683 SH   SOLE   470,683 0 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 4,364 4,000,000 PRN   SOLE   4,000,000 0 0
AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 29,200 19,320,000 PRN   SOLE   19,320,000 0 0
AMERICAS TECHNOLOGY ACQSN CO *W EXP 12/31/202 G0404A110 5 75,100 SH   SOLE   75,100 0 0
ANDRETTI ACQUISITION CORP *W EXP 99/99/999 G26735129 19 100,000 SH   SOLE   100,000 0 0
ANDRETTI ACQUISITION CORP CL A ORD SHS G26735103 1,996 200,000 SH   SOLE   200,000 0 0
ANGHAMI INC *W EXP 02/03/202 G0369L119 52 200,000 SH   SOLE   200,000 0 0
ANTHEMIS DIGITAL ACQUISITION *W EXP 99/99/999 G03959114 33 250,000 SH   SOLE   250,000 0 0
ANTHEMIS DIGITAL ACQUISITION CLASS A ORD G03959106 4,990 500,000 SH   SOLE   500,000 0 0
ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 6 50,000 SH   SOLE   50,000 0 0
ANZU SPECIAL ACQUISITIN CORP COM CL A 03737A101 1,470 150,000 SH   SOLE   150,000 0 0
AP ACQUISITION CORP *W EXP 12/07/202 G04058114 6 35,000 SH   SOLE   35,000 0 0
AP ACQUISITION CORP CL A ORD SHS G04058106 701 70,000 SH   SOLE   70,000 0 0
APEIRON CAPITAL INVEST CORP *W EXP 04/02/202 03752A119 12 150,000 SH   SOLE   150,000 0 0
APEIRON CAPITAL INVEST CORP CL A COM 03752A101 2,994 300,000 SH   SOLE   300,000 0 0
APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 10 39,999 SH   SOLE   39,999 0 0
APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 1,966 200,000 SH   SOLE   200,000 0 0
APX ACQUISITION CORP I *W EXP 11/30/202 G0440J125 6 75,000 SH   SOLE   75,000 0 0
APX ACQUISITION CORP I CLASS A ORD SHS G0440J109 1,502 150,000 SH   SOLE   150,000 0 0
ARBOR RAPHA CAP BIOHLDS CORP *W EXP 10/31/202 03881F112 5 83,333 SH   SOLE   83,333 0 0
ARBOR RAPHA CAP BIOHLDS CORP CLASS A COM 03881F104 2,511 250,000 SH   SOLE   250,000 0 0
ARCLIGHT CLEAN TRANSITION II *W EXP 03/16/202 G0R21B112 11 10,000 SH   SOLE   10,000 0 0
ARCLIGHT CLEAN TRANSITION II CLASS A ORD SHS G0R21B104 634 63,669 SH   SOLE   63,669 0 0
ARCTOS NORTHSTAR ACQUIS CORP *W EXP 99/99/999 G0477L126 8 62,500 SH   SOLE   62,500 0 0
ARCTOS NORTHSTAR ACQUIS CORP SHS CL A G0477L100 2,455 250,000 SH   SOLE   250,000 0 0
ARENA FORTIFY ACQUISITION CO *W EXP 11/10/202 04005A112 5 50,000 SH   SOLE   50,000 0 0
ARENA FORTIFY ACQUISITION CO CLASS A COM 04005A104 999 100,000 SH   SOLE   100,000 0 0
ARES ACQUISITION CORPORATION *W EXP 99/99/999 G33032122 18 80,000 SH   SOLE   80,000 0 0
ARES ACQUISITION CORPORATION COM CL A G33032106 3,932 400,000 SH   SOLE   400,000 0 0
ARGUS CAPITAL CORP *W EXP 08/31/202 04026L113 2 12,500 SH   SOLE   12,500 0 0
ARGUS CAPITAL CORP CLASS A COM 04026L105 250 25,000 SH   SOLE   25,000 0 0
ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110 3 50,000 SH   SOLE   50,000 0 0
ARROWROOT ACQUISITION CORP CL A COM 04282M102 981 100,000 SH   SOLE   100,000 0 0
ARTEMIS STRATEGIC INVT CORP *W EXP 09/30/202 04303A111 66 737,500 SH   SOLE   737,500 0 0
ARTEMIS STRATEGIC INVT CORP COM CL A 04303A103 14,662 1,475,000 SH   SOLE   1,475,000 0 0
ARYA SCIENCES ACQU CORP IV CL A G31659108 3,924 400,007 SH   SOLE   400,007 0 0
ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100 1,222 125,700 SH   SOLE   125,700 0 0
ASCENDANT DIGITAL ACQ CORP I *W EXP 99/99/999 G05157113 13 100,000 SH   SOLE   100,000 0 0
ASCENDANT DIGITAL ACQ CORP I CL A COM G05157105 2,002 200,000 SH   SOLE   200,000 0 0
ASTREA ACQUISITION CORP COM CL A 04637C106 3,933 402,145 SH   SOLE   402,145 0 0
ATHENA CONSUMER ACQ CORP *W EXP 07/31/202 04684M114 14 100,000 SH   SOLE   100,000 0 0
ATHENA CONSUMER ACQ CORP CL A 04684M106 2,004 200,000 SH   SOLE   200,000 0 0
ATHLON ACQUISITION CORP *W EXP 01/12/202 04748A114 6 50,000 SH   SOLE   50,000 0 0
ATHLON ACQUISITION CORP COM CL A 04748A106 981 99,910 SH   SOLE   99,910 0 0
ATI PHYSICAL THERAPY INC *W EXP 08/10/202 00216W117 5 31,500 SH   SOLE   31,500 0 0
ATLANTIC COASTAL ACQUISTN CO CLASS A COM 048453104 29,340 3,000,000 SH   SOLE   3,000,000 0 0
ATLANTIC COASTAL AQSTN CORP *W EXP 01/13/202 04845A116 20 200,000 SH   SOLE   200,000 0 0
ATLANTIC COASTAL AQSTN CORP CLASS A COM 04845A108 3,992 400,000 SH   SOLE   400,000 0 0
ATLAS CREST INVESTMENT CORP *W EXP 02/03/202 049287113 7 50,000 SH   SOLE   50,000 0 0
ATLAS CREST INVESTMENT CORP COM CL A 049287105 1,962 200,000 SH   SOLE   200,000 0 0
AURORA ACQUISITION CORP CLASS A ORD SHS G0698L103 979 100,000 SH   SOLE   100,000 0 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 8 64,871 SH   SOLE   64,871 0 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633D125 21 75,000 SH   SOLE   75,000 0 0
AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 2,530 259,488 SH   SOLE   259,488 0 0
AUSTERLITZ ACQUISITION CORP SHS CL A G0633D109 5,363 550,000 SH   SOLE   550,000 0 0
AUTHENTIC EQUITY ACQUISTN CO *W EXP 01/20/202 G06607124 5 50,000 SH   SOLE   50,000 0 0
AUTHENTIC EQUITY ACQUISTN CO CL A SHS G06607108 985 100,000 SH   SOLE   100,000 0 0
AVALON ACQUISITION INC *W EXP 12/31/202 05338E119 27 300,000 SH   SOLE   300,000 0 0
AVALON ACQUISITION INC CLASS A COM 05338E101 3,996 400,000 SH   SOLE   400,000 0 0
AVANTI ACQUISITION CORP *W EXP 99/99/999 G0682V125 15 212,677 SH   SOLE   212,677 0 0
AVANTI ACQUISITION CORP SHS CL A G0682V109 4,792 483,524 SH   SOLE   483,524 0 0
BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 12,236 17,500,000 PRN   SOLE   17,500,000 0 0
BANNER ACQUISITION CORP *W EXP 09/07/202 06654K119 78 742,500 SH   SOLE   742,500 0 0
BANNER ACQUISITION CORP CLASS A COM 06654K101 14,642 1,485,000 SH   SOLE   1,485,000 0 0
BATTERY FUTURE ACQUISITION C *W EXP 99/99/999 G0888J124 14 75,000 SH   SOLE   75,000 0 0
BATTERY FUTURE ACQUISITION C CL A ORD SHS G0888J108 1,491 150,000 SH   SOLE   150,000 0 0
BCLS ACQUISITION CORP COM CL A G0904B105 116 11,700 SH   SOLE   11,700 0 0
BEARD ENERGY TRANSITION ACQ *W EXP 99/99/999 07402Q119 15 100,000 SH   SOLE   100,000 0 0
BEARD ENERGY TRANSITION ACQ CL A COM 07402Q101 1,988 200,000 SH   SOLE   200,000 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 24,757 26,534,000 PRN   SOLE   26,534,000 0 0
BENSON HILL INC *W EXP 99/99/999 082490111 5 10,000 SH   SOLE   10,000 0 0
BERKSHIRE GREY INC *W EXP 07/21/202 084656115 8 33,333 SH   SOLE   33,333 0 0
BEYOND MEAT INC NOTE 3/1 08862EAB5 4,929 13,000,000 PRN   SOLE   13,000,000 0 0
BIG SKY GROWTH PARTNERS INC *W EXP 04/01/202 08954L110 5 25,000 SH   SOLE   25,000 0 0
BIG SKY GROWTH PARTNERS INC CLASS A COM 08954L102 974 100,000 SH   SOLE   100,000 0 0
BIGBEAR AI HLDGS INC *W EXP 99/99/999 08975B117 80 200,000 SH   SOLE   200,000 0 0
BIOPLUS ACQUISITION CORP *W EXP 12/02/202 G11217125 17 125,000 SH   SOLE   125,000 0 0
BIOPLUS ACQUISITION CORP CLASS A ORD SHS G11217117 2,485 250,000 SH   SOLE   250,000 0 0
BIOTE CORP *W EXP 05/26/202 090683111 11 25,000 SH   SOLE   25,000 0 0
BIOTECH ACQUISITION COMPANY *W EXP 11/30/202 G1125A116 13 140,290 SH   SOLE   140,290 0 0
BIOTECH ACQUISITION COMPANY CL A SHS G1125A108 1,423 143,758 SH   SOLE   143,758 0 0
BLACK SPADE ACQUISITION CO *W EXP 99/99/999 G11537118 11 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
BLACKLINE INC NOTE 3/1 09239BAD1 9,207 11,500,000 PRN   SOLE   11,500,000 0 0
BLACKSKY TECHNOLOGY INC *W EXP 10/30/202 09263B116 82 198,855 SH   SOLE   198,855 0 0
BLEUACACIA LTD *W EXP 10/30/202 G11728113 10 100,000 SH   SOLE   100,000 0 0
BLEUACACIA LTD CLASS A ORD SHS G11728105 1,948 200,000 SH   SOLE   200,000 0 0
BLEUACACIA LTD RIGHT 10/30/2026 G11728139 26 200,000 SH   SOLE   200,000 0 0
BLOCKCHAIN COINVSTRS ACQ CRP *W EXP 11/01/202 G11765115 12 150,000 SH   SOLE   150,000 0 0
BLOCKCHAIN COINVSTRS ACQ CRP CLASS A ORD G11765107 2,976 300,000 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 3,956 400,000 SH   SOLE   400,000 0 0
BLOCKCHAIN MOON ACQUISITN CO *W EXP 10/14/202 09370F125 48 400,000 SH   SOLE   400,000 0 0
BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 10 99,999 SH   SOLE   99,999 0 0
BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 2,949 300,000 SH   SOLE   300,000 0 0
BOA ACQUISITION CORP *W EXP 02/22/202 05601A117 20 125,393 SH   SOLE   125,393 0 0
BOA ACQUISITION CORP COM CL A 05601A109 4,895 500,000 SH   SOLE   500,000 0 0
BRIGHT LIGHTS ACQUISITION CO *W EXP 01/01/202 10920K119 4 50,000 SH   SOLE   50,000 0 0
BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 5,445 553,345 SH   SOLE   553,345 0 0
BROADSCALE ACQUISITION CORP *W EXP 02/02/202 11134Y119 3 10,674 SH   SOLE   10,674 0 0
BROADSCALE ACQUISITION CORP COM CL A 11134Y101 4,910 500,000 SH   SOLE   500,000 0 0
BULLPEN PARLAY ACQUISITION C *W EXP 12/03/202 G1792A118 15 100,000 SH   SOLE   100,000 0 0
BULLPEN PARLAY ACQUISITION C CLASS A ORD SHS G1792A100 1,982 200,000 SH   SOLE   200,000 0 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 23,491 23,500,000 PRN   SOLE   23,500,000 0 0
BUZZFEED INC *W EXP 99/99/999 12430A110 3 16,666 SH   SOLE   16,666 0 0
BYNORDIC ACQUISITION CORP *W EXP 07/01/202 124420118 77 742,500 SH   SOLE   742,500 0 0
BYNORDIC ACQUISITION CORP CLASS A COM 124420100 14,716 1,485,000 SH   SOLE   1,485,000 0 0
C5 ACQUISITION CORPORATION *W EXP 12/31/202 12530D113 5 25,000 SH   SOLE   25,000 0 0
C5 ACQUISITION CORPORATION CL A COM 12530D105 500 50,000 SH   SOLE   50,000 0 0
CACTUS ACQUISITION CORP 1 LT *W EXP 08/17/202 G1745A124 15 137,500 SH   SOLE   137,500 0 0
CACTUS ACQUISITION CORP 1 LT CLASS A ORD G1745A108 2,739 275,000 SH   SOLE   275,000 0 0
CANNA GLOBAL ACQUISITION COR CLASS A COM 13767K101 3,012 300,000 SH   SOLE   300,000 0 0
CANNA GLOBAL ACQUISITION COR *W EXP 11/30/202 13767K119 24 300,000 SH   SOLE   300,000 0 0
CAPITALWORKS EMNG MKTS ACQST *W EXP 11/19/202 G1889L126 23 225,000 SH   SOLE   225,000 0 0
CAPITALWORKS EMNG MKTS ACQST CLASS A ORD SHS G1889L100 4,543 450,000 SH   SOLE   450,000 0 0
CARNEY TECHNOLOGY ACQU CORP *W EXP 11/30/202 143636116 27 166,666 SH   SOLE   166,666 0 0
CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 4,925 500,000 SH   SOLE   500,000 0 0
CARTESIAN GROWTH CORP *W EXP 02/26/202 G19276115 54 83,333 SH   SOLE   83,333 0 0
CARTESIAN GROWTH CORP CL A SHS G19276107 2,458 250,000 SH   SOLE   250,000 0 0
CARTICA ACQUISITION CORP *W EXP 04/30/202 G1995D117 6 50,000 SH   SOLE   50,000 0 0
CARTICA ACQUISITION CORP CLASS A ORD SHS G1995D109 1,002 100,000 SH   SOLE   100,000 0 0
CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 4 33,333 SH   SOLE   33,333 0 0
CC NEUBERGER PRIN HLDGS II *W EXP 07/29/202 G3166T111 47 101,250 SH   SOLE   101,250 0 0
CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 4,496 450,000 SH   SOLE   450,000 0 0
CC NEUBERGER PRINCIPAL HOLDN *W EXP 99/99/999 G1992N126 12 41,105 SH   SOLE   41,105 0 0
CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 2,022 205,527 SH   SOLE   205,527 0 0
CELLEBRITE DI LTD *W EXP 08/30/202 M2197Q115 104 134,999 SH   SOLE   134,999 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 22,694 28,500,000 PRN   SOLE   28,500,000 0 0
CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 9 100,000 SH   SOLE   100,000 0 0
CF ACQUISITION CORP IV COM CL A 12520T102 2,952 300,000 SH   SOLE   300,000 0 0
CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 7 25,000 SH   SOLE   25,000 0 0
CHAIN BRIDGE I *W EXP 11/10/202 G2061X110 11 50,000 SH   SOLE   50,000 0 0
CHAIN BRIDGE I CLASS A ORD G2061X102 1,012 100,000 SH   SOLE   100,000 0 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 19,084 22,346,000 PRN   SOLE   22,346,000 0 0
CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 25 75,000 SH   SOLE   75,000 0 0
CHURCHILL CAPITAL CORP V COM CL A 17144T107 2,949 300,000 SH   SOLE   300,000 0 0
CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 21 60,000 SH   SOLE   60,000 0 0
CHURCHILL CAPITAL CORP VII COM CL A 17144M102 2,931 300,000 SH   SOLE   300,000 0 0
CHW ACQUISITION CORPORATION ORDINARY SHS G2254A109 9,801 990,000 SH   SOLE   990,000 0 0
CHW ACQUISITION CORPORATION *W EXP 09/01/202 G2254A125 178 990,000 SH   SOLE   990,000 0 0
CLARIM ACQUISITION CORP *W EXP 01/05/202 18049C116 4 33,533 SH   SOLE   33,533 0 0
CLARIM ACQUISITION CORP COM CL A 18049C108 988 100,600 SH   SOLE   100,600 0 0
CLASS ACCELERATION CORP *W EXP 03/31/202 18274B114 10 128,162 SH   SOLE   128,162 0 0
CLASS ACCELERATION CORP COM 18274B106 2,517 256,325 SH   SOLE   256,325 0 0
CLIMATE REAL IMPACT SLUTINS *W EXP 01/29/202 187171111 6 35,000 SH   SOLE   35,000 0 0
CLIMATE REAL IMPACT SLUTINS COM CL A 187171103 1,720 175,000 SH   SOLE   175,000 0 0
COHN ROBBINS HOLDINGS CORP *W EXP 08/28/202 G23726113 41 94,499 SH   SOLE   94,499 0 0
COHN ROBBINS HOLDINGS CORP COM CL A G23726105 3,131 315,000 SH   SOLE   315,000 0 0
COLICITY INC *W EXP 02/24/202 194170114 10 44,675 SH   SOLE   44,675 0 0
COLICITY INC COM CL A 194170106 2,192 223,381 SH   SOLE   223,381 0 0
COLONNADE ACQUISITION CORP I *W EXP 99/99/999 G2284B119 4 30,000 SH   SOLE   30,000 0 0
COLONNADE ACQUISITION CORP I SHS CL A G2284B101 1,469 150,000 SH   SOLE   150,000 0 0
COMERA LIFE SCIENCES HLDGS I *W EXP 03/15/202 20037C116 21 150,000 SH   SOLE   150,000 0 0
COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115 6 25,000 SH   SOLE   25,000 0 0
COMPUTE HEALTH ACQUISITIN CO COM CL A 204833107 1,962 200,000 SH   SOLE   200,000 0 0
CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114 27 125,000 SH   SOLE   125,000 0 0
CONCORD ACQUISITION CORP III COM CL A 20607V106 2,485 250,000 SH   SOLE   250,000 0 0
CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 9 66,666 SH   SOLE   66,666 0 0
CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 1,966 200,000 SH   SOLE   200,000 0 0
CONX CORP *W EXP 10/30/202 212873111 22 135,000 SH   SOLE   135,000 0 0
CONX CORP COM CL A 212873103 5,931 600,000 SH   SOLE   600,000 0 0
CORAZON CAPITAL V838 MONOCER *W EXP 03/24/202 G24237128 4 33,333 SH   SOLE   33,333 0 0
CORAZON CAPITAL V838 MONOCER CLASS A ORD SHS G24237102 978 100,000 SH   SOLE   100,000 0 0
CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 3 66,666 SH   SOLE   66,666 0 0
CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 1,972 200,000 SH   SOLE   200,000 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 21,765 26,000,000 PRN   SOLE   26,000,000 0 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 20,762 27,500,000 PRN   SOLE   27,500,000 0 0
COVA ACQUISITION CORP *W EXP 02/05/202 G2554Y120 8 75,000 SH   SOLE   75,000 0 0
COVA ACQUISITION CORP CL A SHS G2554Y104 1,461 148,692 SH   SOLE   148,692 0 0
CRESCERA CAP ACQUISITION COR *W EXP 11/18/202 G26507114 19 100,000 SH   SOLE   100,000 0 0
CRESCERA CAP ACQUISITION COR CLASS A ORD SHS G26507106 1,986 200,000 SH   SOLE   200,000 0 0
CROWN PROPTECH ACQUISITIONS *W EXP 99/99/999 G25741110 7 69,879 SH   SOLE   69,879 0 0
CROWN PROPTECH ACQUISITIONS SHS CL A G25741102 3,462 351,440 SH   SOLE   351,440 0 0
CRUCIBLE ACQUISITION CORP *W EXP 12/26/202 22877P116 2 16,666 SH   SOLE   16,666 0 0
CRUCIBLE ACQUISITION CORP COM CL A 22877P108 492 50,000 SH   SOLE   50,000 0 0
CRYOPORT INC NOTE 0.750% 12/1 229050AC3 8,191 10,500,000 PRN   SOLE   10,500,000 0 0
CYBERARK SOFTWARE LTD 0.75% 23248VAB1 28,123 26,497,000 PRN   SOLE   26,497,000 0 0
D AND Z MEDIA ACQUISITION CO 1-Dec 23305Q114 7 66,666 SH   SOLE   66,666 0 0
D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 981 100,000 SH   SOLE   100,000 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 36,831 29,000,000 PRN   SOLE   29,000,000 0 0
DEEP LAKE CAPITAL ACQUSTN CO CL A SHS G27029100 492 50,000 SH   SOLE   50,000 0 0
DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118 4 50,000 SH   SOLE   50,000 0 0
DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 21 100,000 SH   SOLE   100,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 244,878 132,604,000 PRN   SOLE   132,604,000 0 0
DHB CAPITAL CORP *W EXP 03/31/202 23291W117 2 16,666 SH   SOLE   16,666 0 0
DHB CAPITAL CORP CL A COM 23291W109 489 50,000 SH   SOLE   50,000 0 0
DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 3 36,666 SH   SOLE   36,666 0 0
DHC ACQUISITION CORP CLASS A ORD SHS G2758T109 1,078 110,000 SH   SOLE   110,000 0 0
DIAMONDHEAD HOLDINGS CORP *W EXP 01/28/202 25278L113 8 75,000 SH   SOLE   75,000 0 0
DIAMONDHEAD HOLDINGS CORP CL A 25278L105 2,949 300,000 SH   SOLE   300,000 0 0
DICKS SPORTING GOODS INC NOTE 3.250% 4/1 253393AD4 25,560 10,679,000 PRN   SOLE   10,679,000 0 0
DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 9 97,300 SH   SOLE   97,300 0 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 26,834 38,000,000 PRN   SOLE   38,000,000 0 0
DMY TECHNOLOGY GROUP INC VI *W EXP 99/99/999 233247113 63 175,000 SH   SOLE   175,000 0 0
DMY TECHNOLOGY GROUP INC VI CL A COM 233247105 3,423 350,000 SH   SOLE   350,000 0 0
DOCUSIGN INC NOTE 1/1 256163AD8 43,099 46,562,000 PRN   SOLE   46,562,000 0 0
DOMA HOLDINGS INC *W EXP 07/28/202 25703A112 4 33,333 SH   SOLE   33,333 0 0
DP CAP ACQUISITION CORP I *W EXP 11/08/202 G2R05B126 5 25,000 SH   SOLE   25,000 0 0
DP CAP ACQUISITION CORP I CLASS A ORD G2R05B100 497 50,000 SH   SOLE   50,000 0 0
DPCM CAP INC *W EXP 10/14/202 23344P119 38 108,000 SH   SOLE   108,000 0 0
DPCM CAP INC COM CL A 23344P101 3,964 400,000 SH   SOLE   400,000 0 0
DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 1,460 150,000 SH   SOLE   150,000 0 0
DROPBOX INC NOTE 3/0 26210CAD6 2,660 3,000,000 PRN   SOLE   3,000,000 0 0
DROPBOX INC NOTE 3/0 26210CAC8 4,536 5,000,000 PRN   SOLE   5,000,000 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 3 62,500 SH   SOLE   62,500 0 0
E MERGE TECHNOLOGY ACQUISITI *W EXP 07/30/202 26873Y112 18 134,999 SH   SOLE   134,999 0 0
EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 14 62,500 SH   SOLE   62,500 0 0
EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 30 200,000 SH   SOLE   200,000 0 0
EAST STONE ACQUISITION CORP RIGHT 02/24/2027 G2911D132 28 200,000 SH   SOLE   200,000 0 0
EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 29 250,000 SH   SOLE   250,000 0 0
EDIFY ACQUISITION CORP CL A 28059Q103 4,900 500,000 SH   SOLE   500,000 0 0
EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 5 77,236 SH   SOLE   77,236 0 0
EFFECTOR THERAPEUTICS INC *W EXP 12/31/202 28202V116 8 33,333 SH   SOLE   33,333 0 0
ELECTRIC LAST MILE SOLUTNS I *W EXP 08/24/202 28489L112 0 31,959 SH   SOLE   31,959 0 0
ELLIOTT OPPORTUNITY II CORP *W EXP 03/02/202 G30092111 16 62,500 SH   SOLE   62,500 0 0
ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103 2,430 250,000 SH   SOLE   250,000 0 0
EMBARK TECHNOLOGY INC *W EXP 11/10/202 29079J111 2 16,248 SH   SOLE   16,248 0 0
EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 4 50,000 SH   SOLE   50,000 0 0
EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 966 98,211 SH   SOLE   98,211 0 0
ENDEAVOUR MINING CORP NOTE 3.000% 2/1 29257YAA2 34,622 32,600,000 PRN   SOLE   32,600,000 0 0
ENTERPRISE 4.0 TEC ACQSTN CO *W EXP 09/30/202 G3137C114 26 150,000 SH   SOLE   150,000 0 0
ENTERPRISE 4.0 TEC ACQSTN CO CLASS A ORD SHS G3137C106 2,988 300,000 SH   SOLE   300,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 16,231 16,000,000 PRN   SOLE   16,000,000 0 0
ENVESTNET INC NOTE 0.750% 8/1 29404KAE6 17,224 20,000,000 PRN   SOLE   20,000,000 0 0
EPIPHANY TECHNOLOGY ACQUISIT *W EXP 01/12/202 29429X117 5 66,666 SH   SOLE   66,666 0 0
EPIPHANY TECHNOLOGY ACQUISIT COM CL A 29429X109 1,964 200,000 SH   SOLE   200,000 0 0
EQ HEALTH ACQUISITION CORP COM CL A 26886A101 98 10,000 SH   SOLE   10,000 0 0
EQUITY DISTR ACQUISITION COR *W EXP 09/09/202 29465E114 10 100,000 SH   SOLE   100,000 0 0
EQUITY DISTR ACQUISITION COR COM CL A 29465E106 2,981 300,000 SH   SOLE   300,000 0 0
ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111 45 250,000 SH   SOLE   250,000 0 0
ESGEN ACQUISITION CORP SHS CL A G3R95N103 5,020 500,000 SH   SOLE   500,000 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 1,182 185,838 SH   SOLE   185,838 0 0
ESPERION THERAPEUTICS INC NE NOTE 4.000%11/1 29664WAB1 11,125 20,000,000 PRN   SOLE   20,000,000 0 0
EUROPEAN BIOTECH ACQUTN CORP *W EXP 03/06/202 G3167F128 5 33,333 SH   SOLE   33,333 0 0
EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 979 100,000 SH   SOLE   100,000 0 0
EVE MOBILITY ACQUISITION COR *W EXP 12/31/202 G3218G117 7 75,000 SH   SOLE   75,000 0 0
EVE MOBILITY ACQUISITION COR CL A ORD SHS G3218G109 1,487 150,000 SH   SOLE   150,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 19,100 21,807,000 PRN   SOLE   21,807,000 0 0
EVERBRIDGE INC NOTE 3/1 29978AAE4 47,886 59,411,000 PRN   SOLE   59,411,000 0 0
EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110 15 150,000 SH   SOLE   150,000 0 0
EVEREST CONSOLIDATOR ACQ COR CL A COM 29978K102 2,994 300,000 SH   SOLE   300,000 0 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 18,547 16,323,000 PRN   SOLE   16,323,000 0 0
EVOLV TECHNOLOGIES HLDNGS IN *W EXP 03/10/202 30049H110 20 50,000 SH   SOLE   50,000 0 0
EXCELFIN ACQUISITION CORP *W EXP 10/25/202 30069X110 29 150,000 SH   SOLE   150,000 0 0
EXCELFIN ACQUISITION CORP COM CL A 30069X102 2,985 300,000 SH   SOLE   300,000 0 0
EXECUTIVE NETWORK PARTNERING *W EXP 09/25/202 30158L118 114 125,000 SH   SOLE   125,000 0 0
EXECUTIVE NETWORK PARTNERING CL A 30158L100 4,007 401,105 SH   SOLE   401,105 0 0
FAR PEAK ACQUISITION CORP *W EXP 12/07/202 G3312L111 10 36,085 SH   SOLE   36,085 0 0
FAR PEAK ACQUISITION CORP SHS CL A G3312L103 6,848 697,400 SH   SOLE   697,400 0 0
FARADAY FUTRE INTLGT ELCTR I COM 307359109 260 100,000 SH   SOLE   100,000 0 0
FAST ACQUISITION CORP II *W EXP 03/16/202 311874119 3 25,000 SH   SOLE   25,000 0 0
FAST ACQUISITION CORP II CL A 311874101 976 100,000 SH   SOLE   100,000 0 0
FAST RADIUS INC *W EXP 02/11/202 31187R118 3 43,750 SH   SOLE   43,750 0 0
FATHOM DIGITAL MFG CORP *W EXP 12/22/202 31189Y111 4 10,000 SH   SOLE   10,000 0 0
FIGURE ACQUISITION CORP I *W EXP 03/31/202 302438114 5 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 48 300,000 SH   SOLE   300,000 0 0
FINSERV ACQUISITION CORP II COM CL A 31809Y103 245 25,000 SH   SOLE   25,000 0 0
FINTECH ACQUISITION CORP VI CLASS A COM 31811H106 246 25,000 SH   SOLE   25,000 0 0
FINTECH EVOLUTION ACQUIS GRO *W EXP 03/31/202 G3R19A120 5 50,000 SH   SOLE   50,000 0 0
FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 1,470 150,000 SH   SOLE   150,000 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 41,042 37,526,000 PRN   SOLE   37,526,000 0 0
FIVERR INTL LTD NOTE 11/0 33835LAA3 13,839 18,050,000 PRN   SOLE   18,050,000 0 0
FLAME ACQUISITION CORP *W EXP 02/26/202 33850F116 8 50,000 SH   SOLE   50,000 0 0
FLAME ACQUISITION CORP COM CL A 33850F108 979 100,000 SH   SOLE   100,000 0 0
FOCUS IMPACT ACQUISITION COR *W EXP 10/28/202 34417L117 19 125,000 SH   SOLE   125,000 0 0
FOCUS IMPACT ACQUISITION COR CLASS A COM 34417L109 2,483 250,000 SH   SOLE   250,000 0 0
FORBION EUROPEAN ACQUSTN COR *W EXP 12/10/202 G3619H110 21 116,666 SH   SOLE   116,666 0 0
FORBION EUROPEAN ACQUSTN COR CLASS A ORD SHS G3619H102 3,500 350,000 SH   SOLE   350,000 0 0
FORD MTR CO DEL NOTE 3/1 345370CZ1 8,260 9,000,000 PRN   SOLE   9,000,000 0 0
FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111 12 40,000 SH   SOLE   40,000 0 0
FOREST ROAD ACQUISITION COR CL A 34619V103 1,959 200,000 SH   SOLE   200,000 0 0
FORGE GLOBAL HOLDINGS INC *W EXP 03/29/202 34629L111 10 133,333 SH   SOLE   133,333 0 0
FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 343 35,000 SH   SOLE   35,000 0 0
FORTISTAR SUSTAINABLE SOL CO *W EXP 01/14/202 34962M114 4 35,000 SH   SOLE   35,000 0 0
FORTRESS CAPITAL ACQUISITION *W EXP 99/99/999 G36427121 22 120,052 SH   SOLE   120,052 0 0
FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 5,913 600,261 SH   SOLE   600,261 0 0
FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 2 11,525 SH   SOLE   11,525 0 0
FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 566 57,625 SH   SOLE   57,625 0 0
FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 5 25,000 SH   SOLE   25,000 0 0
FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 1,954 200,000 SH   SOLE   200,000 0 0
FORUM MERGER IV CORP *W EXP 03/15/202 349875112 11 50,000 SH   SOLE   50,000 0 0
FORUM MERGER IV CORP CLASS A COM 349875104 1,954 200,000 SH   SOLE   200,000 0 0
FOUNDER SPAC *W EXP 04/19/202 G3661E114 65 250,000 SH   SOLE   250,000 0 0
FOUNDER SPAC CLASS A ORD SHS G3661E106 5,030 500,000 SH   SOLE   500,000 0 0
FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 247 25,000 SH   SOLE   25,000 0 0
FREEDOM ACQUISITION I CORP *W EXP 99/99/999 G3663X128 6 24,072 SH   SOLE   24,072 0 0
FREEDOM ACQUISITION I CORP SHS CL A G3663X110 946 96,288 SH   SOLE   96,288 0 0
FRONTIER ACQUISITION CORP *W EXP 03/04/202 G36826124 6 25,000 SH   SOLE   25,000 0 0
FRONTIER ACQUISITION CORP CLASS A ORD SHS G36826108 981 100,000 SH   SOLE   100,000 0 0
FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 3,480 354,534 SH   SOLE   354,534 0 0
FTAC ZEUS ACQUISITION COR *W EXP 04/15/202 30320F114 45 250,000 SH   SOLE   250,000 0 0
FTAC ZEUS ACQUISITION COR CLASS A COM 30320F106 4,945 500,000 SH   SOLE   500,000 0 0
FUSION ACQUISITION CORP II *W EXP 02/29/202 36118N110 13 133,333 SH   SOLE   133,333 0 0
FUSION ACQUISITION CORP II COM CL A 36118N102 3,924 400,000 SH   SOLE   400,000 0 0
FUTURE HEALTH ESG CORP *W EXP 99/99/999 36118W110 144 489,950 SH   SOLE   489,950 0 0
FUTURE HEALTH ESG CORP COM 36118W102 9,691 979,900 SH   SOLE   979,900 0 0
G SQUARED ASCEND I INC *W EXP 02/01/202 G4204R117 9 60,000 SH   SOLE   60,000 0 0
G SQUARED ASCEND I INC SHS CL A G4204R109 4,905 500,000 SH   SOLE   500,000 0 0
G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 4 33,333 SH   SOLE   33,333 0 0
G SQUARED ASCEND II INC COM CL A G42041106 981 100,000 SH   SOLE   100,000 0 0
GAMES & ESPORTS EXPRNC ACQ C *W EXP 12/01/202 G3731J127 10 125,000 SH   SOLE   125,000 0 0
GAMES & ESPORTS EXPRNC ACQ C CLASS A ORD SHS G3731J119 2,508 250,000 SH   SOLE   250,000 0 0
GAMING & HOSPITALITY ACQU CO *W EXP 02/04/202 364681114 3 23,333 SH   SOLE   23,333 0 0
GAMING & HOSPITALITY ACQU CO COM CL A 364681106 538 54,897 SH   SOLE   54,897 0 0
GCI LIBERTY INC NOTE 1.750% 9/1 36164VAA5 3,779 2,922,000 PRN   SOLE   2,922,000 0 0
GCM GROSVENOR INC *W EXP 11/17/202 36831E116 76 200,902 SH   SOLE   200,902 0 0
GELESIS HLDGS INC *W EXP 01/13/202 36850R113 21 200,000 SH   SOLE   200,000 0 0
GIGCAPITAL 5 INC COMMON STOCK 37519U109 4,263 425,000 SH   SOLE   425,000 0 0
GIGCAPITAL 5 INC *W EXP 99/99/999 37519U117 29 425,000 SH   SOLE   425,000 0 0
GLOBAL BLUE GROUP HOLDING AG *W EXP 08/28/202 H33700115 201 747,366 SH   SOLE   747,366 0 0
GLOBAL BUSINESS TRAVEL GROUP *W EXP 99/99/999 37890B118 315 300,000 SH   SOLE   300,000 0 0
GLOBAL PARTNER ACQISTN CORP *W EXP 01/14/202 G3934P128 9 49,432 SH   SOLE   49,432 0 0
GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 2,918 296,594 SH   SOLE   296,594 0 0
GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 711 71,520 SH   SOLE   71,520 0 0
GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 5 75,000 SH   SOLE   75,000 0 0
GLOBAL TECHNOLGY ACQSTN CORP *W EXP 10/19/202 G3934N115 8 50,000 SH   SOLE   50,000 0 0
GLOBAL TECHNOLGY ACQSTN CORP CLASS A ORD G3934N107 996 100,000 SH   SOLE   100,000 0 0
GO ACQUISITION CORP *W EXP 08/31/202 362019119 0 133,333 SH   SOLE   133,333 0 0
GO ACQUISITION CORP COM 362019101 3,992 400,000 SH   SOLE   400,000 0 0
GOGORO INC *W EXP 04/04/202 G9491K113 105 75,000 SH   SOLE   75,000 0 0
GOGREEN INVESTMENTS CORP *W EXP 05/31/202 G9461B119 12 50,000 SH   SOLE   50,000 0 0
GOGREEN INVESTMENTS CORP ORD SHS CL A G9461B101 1,002 100,000 SH   SOLE   100,000 0 0
GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 1,219 357,605 SH   SOLE   357,605 0 0
GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 14 150,000 SH   SOLE   150,000 0 0
GOLDEN FALCON ACQUISITION CO CL A 38102H109 2,955 300,000 SH   SOLE   300,000 0 0
GORES HLDGS VIII INC *W EXP 03/01/202 382863116 19 33,799 SH   SOLE   33,799 0 0
GORES HLDGS VIII INC CL A 382863108 2,955 300,000 SH   SOLE   300,000 0 0
GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 17 37,500 SH   SOLE   37,500 0 0
GORES HOLDINGS VII INC COM CL A 38286T101 2,937 300,000 SH   SOLE   300,000 0 0
GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 16 40,000 SH   SOLE   40,000 0 0
GORES TECHNOLOGY PARTNERS II CLASS A COM 38287L107 1,956 200,000 SH   SOLE   200,000 0 0
GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 10 20,000 SH   SOLE   20,000 0 0
GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 978 100,000 SH   SOLE   100,000 0 0
GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 11,051 10,000,000 PRN   SOLE   10,000,000 0 0
GREEN PLAINS INC DBCV 4.000% 7/0 393222AJ3 13,136 7,200,000 SH   SOLE   7,200,000 0 0
GREENLIGHT BIOSCIENCS HLDS P *W EXP 02/02/202 39536G113 17 75,000 SH   SOLE   75,000 0 0
GROUP NINE ACQUISITION CORP *W EXP 01/15/202 39947R112 18 116,799 SH   SOLE   116,799 0 0
GROUP NINE ACQUISITION CORP COM CL A 39947R104 3,446 350,400 SH   SOLE   350,400 0 0
GROUPON INC NOTE 1.125% 3/1 399473AF4 3,848 6,000,000 PRN   SOLE   6,000,000 0 0
GROVE COLLABORATIVE HOLD INC *W EXP 06/16/202 39957D110 17 40,000 SH   SOLE   40,000 0 0
GSK FINANCE NOTE 6/1 36259RAA0 50,485 52,452,000 PRN   SOLE   52,452,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 5,747 5,840,000 PRN   SOLE   5,840,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 33,409 35,492,000 PRN   SOLE   35,492,000 0 0
GX ACQUISITION CORP II *W EXP 03/17/202 36260F113 5 33,333 SH   SOLE   33,333 0 0
GX ACQUISITION CORP II CLASS A COM 36260F105 978 100,000 SH   SOLE   100,000 0 0
HALOZYME THERAPEUTICS INC NOTE 1.250%12/0 40637HAB5 24,079 12,750,000 PRN   SOLE   12,750,000 0 0
HAMILTON LANE ALLIANCE HLDGS *W EXP 01/12/202 40749M111 3 33,333 SH   SOLE   33,333 0 0
HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 491 50,000 SH   SOLE   50,000 0 0
HARMONIC INC DBCV 2.000% 9/0 413160AD4 21,845 18,000,000 SH   SOLE   18,000,000 0 0
HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117 12 100,000 SH   SOLE   100,000 0 0
HEALTHCARE AI ACQUISITION CO CLASS A ORD SHS G4373K109 1,984 200,000 SH   SOLE   200,000 0 0
HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 11 75,000 SH   SOLE   75,000 0 0
HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 1,493 150,000 SH   SOLE   150,000 0 0
HENNESSY CAPITAL INVS CORP V *W EXP 01/20/202 42589T115 6 33,213 SH   SOLE   33,213 0 0
HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 4,129 420,490 SH   SOLE   420,490 0 0
HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 2,572 2,875,000 PRN   SOLE   2,875,000 0 0
HIGHLAND TRANSCEND PARTNERS *W EXP 99/99/999 G44690124 4 33,333 SH   SOLE   33,333 0 0
HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 1,071 108,600 SH   SOLE   108,600 0 0
HPX CORP *W EXP 07/14/202 G32219126 12 150,000 SH   SOLE   150,000 0 0
HPX CORP SHS CL A G32219100 2,994 300,000 SH   SOLE   300,000 0 0
HUBSPOT INC NOTE 0.375% 6/0 443573AD2 47,674 37,250,000 PRN   SOLE   37,250,000 0 0
HUDSON EXECUTIVE INVES III *W EXP 02/22/202 44376L115 8 80,000 SH   SOLE   80,000 0 0
HUDSON EXECUTIVE INVES III COM CL A 44376L107 3,922 400,000 SH   SOLE   400,000 0 0
HUDSON EXECUTIVE INVS CORP I *W EXP 01/31/202 443760111 6 50,411 SH   SOLE   50,411 0 0
HUDSON EXECUTIVE INVS CORP I COM CL A 443760103 1,978 201,645 SH   SOLE   201,645 0 0
HUNT COMPANIES ACQUISITIO *W EXP 99/99/999 G46482124 11 75,000 SH   SOLE   75,000 0 0
HUNT COMPANIES ACQUISITIO CL ACOM G46482108 1,508 150,000 SH   SOLE   150,000 0 0
HYZON MOTORS INC *W EXP 10/02/202 44951Y110 53 80,127 SH   SOLE   80,127 0 0
I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 10,317 11,000,000 PRN   SOLE   11,000,000 0 0
ICONIC SPORTS ACQUISITION CO *W EXP 10/12/202 G4712C115 35 250,000 SH   SOLE   250,000 0 0
ICONIC SPORTS ACQUISITION CO CL A ORD SHS G4712C107 5,000 500,000 SH   SOLE   500,000 0 0
IG ACQUISITION CORP *W EXP 10/05/202 449534114 7 50,000 SH   SOLE   50,000 0 0
IG ACQUISITION CORP COM CL A 449534106 990 100,000 SH   SOLE   100,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 3,830 4,000,000 PRN   SOLE   4,000,000 0 0
INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS G4761A101 245 25,000 SH   SOLE   25,000 0 0
INDUSTRIAL TECH ACQSTNS II I *W EXP 03/31/202 45635R116 8 50,000 SH   SOLE   50,000 0 0
INDUSTRIAL TECH ACQSTNS II I CLASS A COM 45635R108 994 100,000 SH   SOLE   100,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 23,239 25,000,000 PRN   SOLE   25,000,000 0 0
INFINITE ACQUISITION CORP *W EXP 11/23/202 G48028123 15 62,500 SH   SOLE   62,500 0 0
INFINITE ACQUISITION CORP CL A ORD SHS G48028107 1,235 125,000 SH   SOLE   125,000 0 0
INFINT ACQUISITION CORP *W EXP 99/99/999 G47862126 6 100,000 SH   SOLE   100,000 0 0
INFINT ACQUISITION CORP CL A ORD SHS G47862100 2,006 200,000 SH   SOLE   200,000 0 0
INNOVATIVE INTL ACQUSITIN CO *W EXP 07/01/202 G4809M125 15 200,000 SH   SOLE   200,000 0 0
INNOVATIVE INTL ACQUSITIN CO CLASS A ORD G4809M109 4,008 400,000 SH   SOLE   400,000 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 72,644 54,276,000 PRN   SOLE   54,276,000 0 0
INSPIRATO INCORPORATED *W EXP 02/11/202 45791E115 24 37,500 SH   SOLE   37,500 0 0
INSU ACQUISITION CORP III *W EXP 12/31/202 457817112 3 33,333 SH   SOLE   33,333 0 0
INSU ACQUISITION CORP III COM CL A 457817104 1,970 200,000 SH   SOLE   200,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 5,720 6,000,000 PRN   SOLE   6,000,000 0 0
INTELLIGENT MEDI ACQSITN COR *W EXP 99/99/999 45828D114 16 125,000 SH   SOLE   125,000 0 0
INTELLIGENT MEDI ACQSITN COR CLASS A COM 45828D106 2,505 250,000 SH   SOLE   250,000 0 0
INTERPRIVATE III FINANCIAL P COM CL A 46064R106 1,199 122,386 SH   SOLE   122,386 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 4,102 5,000,000 PRN   SOLE   5,000,000 0 0
INVACARE CORP NOTE 5.000%11/1 461203AL5 1,701 2,075,000 PRN   SOLE   2,075,000 0 0
INVACARE CORP NOTE 4.250% 3/1 461203AQ4 7,768 15,000,000 PRN   SOLE   15,000,000 0 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 50,484 55,000,000 PRN   SOLE   55,000,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 57,050 64,271,000 PRN   SOLE   64,271,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 15,218 14,416,000 PRN   SOLE   14,416,000 0 0
ISLEWORTH HEALTHCARE ACQU CO *W EXP 08/02/202 46468P110 2 75,000 SH   SOLE   75,000 0 0
ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 1,487 149,316 SH   SOLE   149,316 0 0
ITHAX ACQUISITION CORP *W EXP 02/01/202 G49775128 15 50,000 SH   SOLE   50,000 0 0
ITHAX ACQUISITION CORP CL A SHS G49775102 507 50,924 SH   SOLE   50,924 0 0
ITIQUIRA ACQUISITION CORP *W EXP 02/03/202 G49773115 2 25,000 SH   SOLE   25,000 0 0
ITIQUIRA ACQUISITION CORP CL A SHS G49773107 492 50,000 SH   SOLE   50,000 0 0
JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 22 274,854 SH   SOLE   274,854 0 0
JACK CREEK INVESTMENT CORP CL A SHS G4989X115 5,404 549,708 SH   SOLE   549,708 0 0
JACKSON ACQUISITION CO *W EXP 99/99/999 46653C114 26 175,000 SH   SOLE   175,000 0 0
JACKSON ACQUISITION CO COM CL A 46653C106 3,444 350,000 SH   SOLE   350,000 0 0
JASPER THERAPEUTICS INC *W EXP 12/01/202 471871111 23 250,000 SH   SOLE   250,000 0 0
JAWS HURRICANE ACQUISITN COR *W EXP 03/26/202 47201B111 10 25,000 SH   SOLE   25,000 0 0
JAWS HURRICANE ACQUISITN COR CLASS A COM 47201B103 971 100,000 SH   SOLE   100,000 0 0
JAWS JUGGERNAUT ACQUISITN CO *W EXP 06/17/202 G50735110 9 25,000 SH   SOLE   25,000 0 0
JAWS JUGGERNAUT ACQUISITN CO CLASS A ORD SHS G50735102 973 100,000 SH   SOLE   100,000 0 0
JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 10 40,680 SH   SOLE   40,680 0 0
JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 2,458 250,000 SH   SOLE   250,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 64,155 64,231,000 PRN   SOLE   64,231,000 0 0
JIYA ACQUISITION CORP COM CL A 47760M102 99 10,000 SH   SOLE   10,000 0 0
JOFF FINTECH ACQUISITION COR *W EXP 02/04/202 46592C118 11 100,000 SH   SOLE   100,000 0 0
JOFF FINTECH ACQUISITION COR COM CL A 46592C100 2,949 300,000 SH   SOLE   300,000 0 0
JUNIPER II CORP *W EXP 99/99/999 48203N111 24 125,000 SH   SOLE   125,000 0 0
JUNIPER II CORP CL A COM 48203N103 2,483 250,000 SH   SOLE   250,000 0 0
KADEM SUSTAINABLE IMPACT COR *W EXP 03/16/202 48284E113 91 865,000 SH   SOLE   865,000 0 0
KADEM SUSTAINABLE IMPACT COR CLASS A COM 48284E105 16,868 1,730,000 SH   SOLE   1,730,000 0 0
KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 4 125,000 SH   SOLE   125,000 0 0
KAIROS ACQUISITION CORP CL A SHS G52110114 2,455 249,700 SH   SOLE   249,700 0 0
KALERA PUBLIC LIMITED CO *W EXP 06/27/202 G52251116 14 60,000 SH   SOLE   60,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 22,303 11,500,000 PRN   SOLE   11,500,000 0 0
KENSINGTON CAPITAL ACQUISITI *W EXP 99/99/999 G5251K129 34 168,750 SH   SOLE   168,750 0 0
KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103 2,225 225,000 SH   SOLE   225,000 0 0
KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 5 62,500 SH   SOLE   62,500 0 0
KERNEL GROUP HOLDINGS INC CL A SHS G5259L103 1,296 131,941 SH   SOLE   131,941 0 0
KHOSLA VENTURES ACQUISITION CL A 482504107 2,705 277,399 SH   SOLE   277,399 0 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 1,484 152,540 SH   SOLE   152,540 0 0
KINGSWOOD ACQUISITION CORP *W EXP 05/01/202 496861113 9 127,500 SH   SOLE   127,500 0 0
KINS TECHNOLOGY GROUP INC *W EXP 10/14/202 49714K117 17 150,000 SH   SOLE   150,000 0 0
KISMET ACQUISITION THREE COR *W EXP 06/30/202 G5276C102 2 49,999 SH   SOLE   49,999 0 0
KISMET ACQUISITION THREE COR CL A SHARES G5276C110 1,463 149,399 SH   SOLE   149,399 0 0
KISMET ACQUISITION TWO CORP *W EXP 06/30/202 G52807115 3 36,530 SH   SOLE   36,530 0 0
KISMET ACQUISITION TWO CORP CL A SHS G52807107 1,069 109,291 SH   SOLE   109,291 0 0
KKR ACQUISITION HOLDING I CO *W EXP 99/99/999 48253T117 9 25,000 SH   SOLE   25,000 0 0
KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 979 100,000 SH   SOLE   100,000 0 0
KL ACQUISITION CORP *W EXP 01/12/202 49837C117 5 33,333 SH   SOLE   33,333 0 0
KL ACQUISITION CORP COM CL A 49837C109 479 48,650 SH   SOLE   48,650 0 0
KLDISCOVERY INC *W EXP 02/24/202 498455112 248 1,444,593 SH   SOLE   1,444,593 0 0
KLUDEIN I ACQUISITION CORP CL A 49878L109 250 25,000 SH   SOLE   25,000 0 0
KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 2 25,000 SH   SOLE   25,000 0 0
KORE GROUP HOLDINGS INC *W EXP 99/99/999 50066V115 28 50,000 SH   SOLE   50,000 0 0
L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 3 33,333 SH   SOLE   33,333 0 0
L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125 984 100,000 SH   SOLE   100,000 0 0
L&F ACQUISITION CORP *W EXP 05/23/202 G53702117 12 75,000 SH   SOLE   75,000 0 0
LAMF GLOBAL VENTURES CORP I *W EXP 11/05/202 G5338L124 11 150,000 SH   SOLE   150,000 0 0
LAMF GLOBAL VENTURES CORP I CLASS A ORD G5338L108 2,988 300,000 SH   SOLE   300,000 0 0
LAVA MEDTECH ACQUISITION COR *W EXP 10/21/202 519345110 14 125,000 SH   SOLE   125,000 0 0
LAVA MEDTECH ACQUISITION COR CLASS A COM 519345102 2,490 250,000 SH   SOLE   250,000 0 0
LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 30 119,892 SH   SOLE   119,892 0 0
LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 5,875 599,464 SH   SOLE   599,464 0 0
LDH GROWTH CORP I CLASS A ORD SHS G54094100 195 20,000 SH   SOLE   20,000 0 0
LEAFLY HOLDINGS INC *W EXP 11/07/202 52178J113 195 286,595 SH   SOLE   286,595 0 0
LEAFLY HOLDINGS INC COM 52178J105 5,400 1,200,000 SH   SOLE   1,200,000 0 0
LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 4 40,500 SH   SOLE   40,500 0 0
LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 12,006 17,500,000 PRN   SOLE   17,500,000 0 0
LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 6 75,000 SH   SOLE   75,000 0 0
LEO HLDGS CORP II COM CL A G5463R102 2,958 300,000 SH   SOLE   300,000 0 0
LERER HIPPEAU ACQUISITION CO CL A 526749106 1,223 125,000 SH   SOLE   125,000 0 0
LEVERE HOLDINGS CORP *W EXP 03/09/202 G5462L122 3 29,199 SH   SOLE   29,199 0 0
LEVERE HOLDINGS CORP CLASS A ORD SHS G5462L106 857 87,600 SH   SOLE   87,600 0 0
LF CAPITAL ACQUISITION CORP *W EXP 05/19/202 50202D110 10 100,000 SH   SOLE   100,000 0 0
LF CAPITAL ACQUISITION CORP CLASS A COM 50202D102 1,998 200,000 SH   SOLE   200,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 52,101 30,000,000 PRN   SOLE   30,000,000 0 0
LIBERTY RES ACQUISITION CORP CLASS A COM 53118A105 1,496 150,000 SH   SOLE   150,000 0 0
LIBERTY RES ACQUISITION CORP *W EXP 10/31/202 53118A113 22 150,000 SH   SOLE   150,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 11,336 11,645,000 PRN   SOLE   11,645,000 0 0
LILIUM N V *W EXP 09/14/202 N52586117 12 41,999 SH   SOLE   41,999 0 0
LIVE OAK MOBILITY ACQUISI CO *W EXP 03/04/202 538126111 7 39,999 SH   SOLE   39,999 0 0
LIVE OAK MOBILITY ACQUISI CO COM CL A 538126103 1,960 200,000 SH   SOLE   200,000 0 0
LIVEPERSON INC NOTE 12/1 538146AD3 7,999 11,000,000 PRN   SOLE   11,000,000 0 0
LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1 11,850 14,000,000 PRN   SOLE   14,000,000 0 0
LMF ACQUISITION OPPORTUNIT I CL A COM 502015100 406 40,000 SH   SOLE   40,000 0 0
LMF ACQUISITION OPPORTUNIT I *W EXP 01/26/202 502015118 5 40,000 SH   SOLE   40,000 0 0
LOCAL BOUNTI CORP *W EXP 99/99/999 53960E114 11 22,298 SH   SOLE   22,298 0 0
LONGVIEW ACQUISITION CORP II *W EXP 99/99/999 54319Q113 4 30,000 SH   SOLE   30,000 0 0
LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 4,397 450,000 SH   SOLE   450,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 22,314 16,000,000 PRN   SOLE   16,000,000 0 0
LYFT INC NOTE 1.500% 5/1 55087PAB0 12,844 15,000,000 PRN   SOLE   15,000,000 0 0
M3 BRIGADE ACQUISITION II CO COM CL A 553800103 485 49,452 SH   SOLE   49,452 0 0
M3 BRIGADE ACQUISITION III *W EXP 07/31/202 55407R111 40 333,333 SH   SOLE   333,333 0 0
M3 BRIGADE ACQUISITION III CL A COM 55407R103 9,970 1,000,000 SH   SOLE   1,000,000 0 0
MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6 16,844 19,000,000 PRN   SOLE   19,000,000 0 0
MAGNUM OPUS ACQUISITION LTD SHS CL A G5S70A104 2,495 254,831 SH   SOLE   254,831 0 0
MALACCA STRAITS ACQUISITION *W EXP 99/99/999 G5859B109 1 32,637 SH   SOLE   32,637 0 0
MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 10,021 10,000,000 PRN   SOLE   10,000,000 0 0
MARKETWISE INC *W EXP 07/19/202 57064P115 68 200,000 SH   SOLE   200,000 0 0
MARKFORGED HOLDING CORPORATI *W EXP 07/14/202 57064N110 9 28,034 SH   SOLE   28,034 0 0
MARLIN TECHNOLOGY CORP *W EXP 01/12/202 G58411110 13 116,666 SH   SOLE   116,666 0 0
MARLIN TECHNOLOGY CORP CL A SHS G58411102 3,455 350,000 SH   SOLE   350,000 0 0
MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 9 66,667 SH   SOLE   66,667 0 0
MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 1,943 198,700 SH   SOLE   198,700 0 0
MDH ACQUISITION CORP *W EXP 02/02/202 55283P114 6 75,000 SH   SOLE   75,000 0 0
MDH ACQUISITION CORP COM CL A 55283P106 2,144 218,096 SH   SOLE   218,096 0 0
MEDTECH ACQUISITION CORP COM CL A 58507N105 197 20,000 SH   SOLE   20,000 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 69,301 42,500,000 PRN   SOLE   42,500,000 0 0
MERCATO PARTNERS ACQUISITION *W EXP 99/99/999 58759A116 37 250,000 SH   SOLE   250,000 0 0
MERCATO PARTNERS ACQUISITION CLASS A COM 58759A108 4,980 500,000 SH   SOLE   500,000 0 0
METROMILE INC *W EXP 02/09/202 591697115 8 50,242 SH   SOLE   50,242 0 0
MODEL N INC NOTE 2.625% 6/0 607525AB8 18,198 17,440,000 PRN   SOLE   17,440,000 0 0
MONEYLION INC *W EXP 09/22/202 60938K114 24 141,750 SH   SOLE   141,750 0 0
MONTEREY BIO ACQUISITION COR COM 61240F108 2,505 250,000 SH   SOLE   250,000 0 0
MONTEREY BIO ACQUISITION COR *W EXP 10/05/202 61240F116 24 250,000 SH   SOLE   250,000 0 0
MONUMENT CIRCLE ACQUISITN CO *W EXP 01/14/202 61531M119 13 125,000 SH   SOLE   125,000 0 0
MONUMENT CIRCLE ACQUISITN CO COM CL A 61531M101 2,455 250,000 SH   SOLE   250,000 0 0
MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 5 50,000 SH   SOLE   50,000 0 0
MORINGA ACQUISITION CORP CL A SHS G6S23K108 982 100,000 SH   SOLE   100,000 0 0
MOTIVE CAPITAL CORP II *W EXP 99/99/999 G6293R114 22 83,333 SH   SOLE   83,333 0 0
MOTIVE CAPITAL CORP II CL A ORD G6293R106 2,473 250,000 SH   SOLE   250,000 0 0
MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112 9 87,500 SH   SOLE   87,500 0 0
MOUNTAIN & CO I ACQUISITN CO CLASS A ORD G6301J104 1,771 175,000 SH   SOLE   175,000 0 0
MULTIPLAN CORPORATION *W EXP 02/13/202 62548M118 686 624,050 SH   SOLE   624,050 0 0
NABORS ENERGY TRANSITION COR *W EXP 11/17/202 629567116 39 150,000 SH   SOLE   150,000 0 0
NABORS ENERGY TRANSITION COR CL A COM 629567108 3,000 300,000 SH   SOLE   300,000 0 0
NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 48,482 43,000,000 PRN   SOLE   43,000,000 0 0
NCL CORPORATION LTD NOTE 1.125% 2/1 62886HBC4 13,224 20,000,000 PRN   SOLE   20,000,000 0 0
NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 5,942 9,500,000 PRN   SOLE   9,500,000 0 0
NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 21,148 25,003,000 PRN   SOLE   25,003,000 0 0
NERDY INC *W EXP 08/16/202 64081V117 8 27,000 SH   SOLE   27,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 105,880 109,062,000 PRN   SOLE   109,062,000 0 0
NEW VISTA ACQUISITION CORP *W EXP 02/01/202 G6529L121 9 76,015 SH   SOLE   76,015 0 0
NEW VISTA ACQUISITION CORP CL A SHS G6529L105 2,239 228,048 SH   SOLE   228,048 0 0
NEWCOURT ACQUISITION CORP *W EXP 04/12/202 G6448C129 10 150,000 SH   SOLE   150,000 0 0
NEWCOURT ACQUISITION CORP CLASS A ORD SHS G6448C103 3,009 300,000 SH   SOLE   300,000 0 0
NEXTERS INC *W EXP 08/26/202 G6529J118 89 124,999 SH   SOLE   124,999 0 0
NIGHTDRAGON ACQUISITION CORP *W EXP 02/26/202 65413D113 3 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 6 66,666 SH   SOLE   66,666 0 0
NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 1,964 200,000 SH   SOLE   200,000 0 0
NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 15 116,667 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 30 100,000 SH   SOLE   100,000 0 0
NORTH MOUNTAIN MERGER CORP COM CL A 661204107 4,389 442,404 SH   SOLE   442,404 0 0
NORTHERN STAR INVEST CORP II *W EXP 02/25/202 66574L118 4 16,666 SH   SOLE   16,666 0 0
NORTHERN STAR INVEST CORP II COM CL A 66574L100 980 100,000 SH   SOLE   100,000 0 0
NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119 3 16,666 SH   SOLE   16,666 0 0
NORTHERN STAR INVEST CORP IV COM CL A 66575B101 980 100,000 SH   SOLE   100,000 0 0
NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 2 20,000 SH   SOLE   20,000 0 0
NORTHERN STAR INVSTMNT CORP COM CLASS A 66573W107 6,874 700,000 SH   SOLE   700,000 0 0
NORTONLIFELOCK INC NOTE 2.000% 8/1 668771AB4 98,118 89,628,000 PRN   SOLE   89,628,000 0 0
NOVA LTD NOTE 10/1 66980MAB2 10,389 8,000,000 PRN   SOLE   8,000,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 22,948 22,500,000 PRN   SOLE   22,500,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 5,413 5,000,000 SH   SOLE   5,000,000 0 0
NUTANIX INC NOTE 1/1 67059NAB4 15,122 15,391,000 PRN   SOLE   15,391,000 0 0
NUVASIVE INC NOTE 1.000% 6/0 670704AL9 82,397 84,947,000 PRN   SOLE   84,947,000 0 0
OCA ACQUISITION CORP COM CL A 670865104 251 25,000 SH   SOLE   25,000 0 0
OCA ACQUISITION CORP *W EXP 01/14/202 670865112 3 50,000 SH   SOLE   50,000 0 0
OFFERPAD SOLUTIONS INC *W EXP 10/16/202 67623L117 14 54,000 SH   SOLE   54,000 0 0
OKTA INC NOTE 0.375% 6/1 679295AF2 25,492 30,500,000 PRN   SOLE   30,500,000 0 0
OMEGA ALPHA SPAC CL A G6749V107 99 10,000 SH   SOLE   10,000 0 0
ON SEMICONDUCTOR CORP NOTE 5/0 682189AS4 8,675 7,500,000 PRN   SOLE   7,500,000 0 0
ONE EQUITY PARTNERS OPEN WTR *W EXP 01/14/202 68237L113 11 100,000 SH   SOLE   100,000 0 0
ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 2,945 299,900 SH   SOLE   299,900 0 0
ORION ACQUISITION CORP COM CL A 68626A108 343 35,000 SH   SOLE   35,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 16,380 16,313,000 PRN   SOLE   16,313,000 0 0
OWLET INC *W EXP 09/14/202 69120X115 28 100,000 SH   SOLE   100,000 0 0
P3 HEALTH PARTNERS INC *W EXP 99/99/999 744413113 50 100,624 SH   SOLE   100,624 0 0
PAGAYA TECHNOLOGIES LTD *W EXP 09/01/202 M7S64L107 26 66,666 SH   SOLE   66,666 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 123,337 71,793,000 PRN   SOLE   71,793,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 235,120 124,963,000 PRN   SOLE   124,963,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AD9 9,839 9,000,000 PRN   SOLE   9,000,000 0 0
PAPAYA GRWT OPPORTUNITY CORP *W EXP 12/31/202 69882P110 13 125,000 SH   SOLE   125,000 0 0
PAPAYA GRWT OPPORTUNITY CORP CLASS A COM 69882P102 2,498 250,000 SH   SOLE   250,000 0 0
PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 3,711 3,500,000 PRN   SOLE   3,500,000 0 0
PATHFINDER ACQUISITION CORP CL A G04119106 3,077 313,617 SH   SOLE   313,617 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 1,990 2,010,000 SH   SOLE   2,010,000 0 0
PEAR THERAPEUTICS INC *W EXP 99/99/999 704723113 4 33,333 SH   SOLE   33,333 0 0
PEARL HOLDINGS ACQUISITN COR *W EXP 12/15/202 G44525114 6 37,500 SH   SOLE   37,500 0 0
PEARL HOLDINGS ACQUISITN COR CLASS A ORD SHS G44525106 742 75,000 SH   SOLE   75,000 0 0
PEGASUS DIGITAL MOBILITY ACQ *W EXP 99/99/999 G69768110 194 462,500 SH   SOLE   462,500 0 0
PEGASUS DIGITAL MOBILITY ACQ CL A ORD SHS G69768102 9,195 925,000 SH   SOLE   925,000 0 0
PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 27,820 34,291,000 PRN   SOLE   34,291,000 0 0
PERCEPTION CAPITAL CORP II *W EXP 10/25/202 G7007D110 20 150,000 SH   SOLE   150,000 0 0
PERCEPTION CAPITAL CORP II CLASS A ORD G7007D102 3,015 300,000 SH   SOLE   300,000 0 0
PERIDOT ACQUISITION CORP II *W EXP 04/30/202 G7008B121 9 50,000 SH   SOLE   50,000 0 0
PERIDOT ACQUISITION CORP II SHS CL A G7008B105 2,453 250,000 SH   SOLE   250,000 0 0
PERIPHAS CAPITAL PARTNERING *W EXP 12/10/202 713895118 7 15,000 SH   SOLE   15,000 0 0
PERIPHAS CAPITAL PARTNERING COM CL A 713895100 1,471 59,998 SH   SOLE   59,998 0 0
PERSHING SQUARE TONTINE HLDG COM CL A 71531R109 9,985 500,000 SH   SOLE   500,000 0 0
PG&E CORP UNIT 99/99/9999 69331C140 2,401 25,000 SH   SOLE   25,000 0 0
PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113 5 50,000 SH   SOLE   50,000 0 0
PHOENIX BIOTECH ACQUISITION CLASS A COM 71902K105 1,002 100,000 SH   SOLE   100,000 0 0
PINE TECHNOLOGY ACQUISITN CO CLASS A COM 722850104 2,180 223,100 SH   SOLE   223,100 0 0
PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111 7 66,666 SH   SOLE   66,666 0 0
PIONEER MERGER CORP CL A SHS G7S24C103 6,780 688,213 SH   SOLE   688,213 0 0
PIVOTAL INVESTMENT CORP III *W EXP 01/28/202 72582M114 7 60,000 SH   SOLE   60,000 0 0
PIVOTAL INVESTMENT CORP III COM CL A 72582M106 2,943 300,000 SH   SOLE   300,000 0 0
PLUM ACQUISITION CORP I *W EXP 03/15/202 G7134L118 4 20,000 SH   SOLE   20,000 0 0
PLUM ACQUISITION CORP I CLASS A ORD SHS G7134L126 980 100,000 SH   SOLE   100,000 0 0
PMV CONSUMER ACQUISITION COR *W EXP 08/31/202 693486110 22 200,000 SH   SOLE   200,000 0 0
PMV CONSUMER ACQUISITION COR COM 693486102 3,968 400,000 SH   SOLE   400,000 0 0
PONTEM CORPORATION *W EXP 01/05/202 G71707122 9 66,666 SH   SOLE   66,666 0 0
PONTEM CORPORATION SHS CL A G71707106 1,970 200,000 SH   SOLE   200,000 0 0
POPULATION HEALTH INVS CO IN *W EXP 10/01/202 G71716115 14 117,699 SH   SOLE   117,699 0 0
POPULATION HEALTH INVS CO IN SHS CL A G71716107 3,489 353,100 SH   SOLE   353,100 0 0
POST HOLDINGS PARTNERING COR *W EXP 04/12/202 737465112 9 33,032 SH   SOLE   33,032 0 0
POST HOLDINGS PARTNERING COR COM SER A 737465104 961 99,097 SH   SOLE   99,097 0 0
POWERED BRANDS *W EXP 01/07/202 G7209M116 1 16,666 SH   SOLE   16,666 0 0
POWERED BRANDS CL A G7209M108 493 50,000 SH   SOLE   50,000 0 0
PRIMAVERA CAPITAL ACQUIST CO *W EXP 01/19/202 G7255E117 3 20,000 SH   SOLE   20,000 0 0
PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 393 40,000 SH   SOLE   40,000 0 0
PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 6 100,000 SH   SOLE   100,000 0 0
PRIME IMPACT ACQUISITION I SHS CL A G61074103 3,000 300,000 SH   SOLE   300,000 0 0
PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110 25 166,666 SH   SOLE   166,666 0 0
PRIVETERRA ACQUISITION CORP CL A 74275N102 4,902 499,735 SH   SOLE   499,735 0 0
PROCAPS GROUP S A *W EXP 04/01/202 L7756P110 304 400,000 SH   SOLE   400,000 0 0
PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6 9,251 9,525,000 PRN   SOLE   9,525,000 0 0
PROJECT ENERGY REIMAGINED AC *W EXP 10/28/202 G72556114 87 618,750 SH   SOLE   618,750 0 0
PROJECT ENERGY REIMAGINED AC CLASS A ORD G72556106 12,053 1,237,500 SH   SOLE   1,237,500 0 0
PROOF ACQUISITION CORP I *W EXP 99/99/999 74349W112 20 200,000 SH   SOLE   200,000 0 0
PROOF ACQUISITION CORP I CL A COM 74349W104 3,956 400,000 SH   SOLE   400,000 0 0
PROPTECH INVESTMENT CORP II *W EXP 12/08/202 743497117 8 83,333 SH   SOLE   83,333 0 0
PROPTECH INVESTMENT CORP II COM CL A 743497109 1,193 120,999 SH   SOLE   120,999 0 0
PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 14,881 16,405,000 PRN   SOLE   16,405,000 0 0
PROSPECTOR CAPITAL CORP *W EXP 01/01/202 G7273A113 4 33,333 SH   SOLE   33,333 0 0
PROSPECTOR CAPITAL CORP CL A G7273A105 986 100,000 SH   SOLE   100,000 0 0
PROVIDENT ACQUISITION CORP *W EXP 01/08/202 G7282L126 8 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 15,732 15,519,000 PRN   SOLE   15,519,000 0 0
PTK ACQUISITION CORP *W EXP 12/12/202 M9607U107 15 75,000 SH   SOLE   75,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 77,983 69,395,000 PRN   SOLE   69,395,000 0 0
PWP FORWARD ACQUISITION CORP *W EXP 03/12/202 74709Q119 9 50,000 SH   SOLE   50,000 0 0
PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 2,440 250,000 SH   SOLE   250,000 0 0
PYROPHYTE ACQUISITION CORP *W EXP 05/03/202 G7308P127 45 150,000 SH   SOLE   150,000 0 0
PYROPHYTE ACQUISITION CORP CL A ORD SHS G7308P101 3,000 300,000 SH   SOLE   300,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 5,534 6,554,000 PRN   SOLE   6,554,000 0 0
Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 20,297 25,279,000 PRN   SOLE   25,279,000 0 0
QUANERGY SYSTEMS INC *W EXP 02/01/202 74764U112 15 225,000 SH   SOLE   225,000 0 0
QUANTUM FINTECH ACQUISTIN CO COMMON STOCK 74767A105 2,630 267,513 SH   SOLE   267,513 0 0
RAPID7 INC NOTE 2.250% 5/0 753422AD6 42,267 33,000,000 PRN   SOLE   33,000,000 0 0
RAPID7 INC NOTE 0.250% 3/1 753422AF1 53,608 58,842,000 PRN   SOLE   58,842,000 0 0
RCF ACQUISITION CORP *W EXP 99/99/999 G7330C110 29 100,000 SH   SOLE   100,000 0 0
RCF ACQUISITION CORP CL A COM G7330C102 1,992 200,000 SH   SOLE   200,000 0 0
RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 4 50,000 SH   SOLE   50,000 0 0
RECHARGE ACQUISITION CORP COM CL A 756229100 1,001 100,000 SH   SOLE   100,000 0 0
REDBALL ACQUISITION CORP *W EXP 08/17/202 G7417R113 8 239,817 SH   SOLE   239,817 0 0
REDBALL ACQUISITION CORP COM CL A G7417R105 7,088 711,606 SH   SOLE   711,606 0 0
RENEW ENERGY GLOBAL PLC *W EXP 08/30/202 G7500M120 120 116,666 SH   SOLE   116,666 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 21,429 14,000,000 PRN   SOLE   14,000,000 0 0
RESERVOIR MEDIA INC *W EXP 08/26/202 76119X113 36 25,000 SH   SOLE   25,000 0 0
REVELSTONE CAPITAL ACQSTN CO *W EXP 09/15/202 76137R114 91 675,000 SH   SOLE   675,000 0 0
REVELSTONE CAPITAL ACQSTN CO CLASS A COM 76137R106 13,217 1,350,000 SH   SOLE   1,350,000 0 0
REVOLUTION HEALTHCAR AQ CORP *W EXP 12/31/202 76155Y116 10 40,000 SH   SOLE   40,000 0 0
REVOLUTION HEALTHCAR AQ CORP CLASS A COM 76155Y108 1,954 200,000 SH   SOLE   200,000 0 0
RICE ACQUISITION CORP II *W EXP 99/99/999 G75529126 8 25,000 SH   SOLE   25,000 0 0
RICE ACQUISITION CORP II SHS CL A G75529100 976 100,000 SH   SOLE   100,000 0 0
RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114 47 225,000 SH   SOLE   225,000 0 0
RIGEL RESOURCE ACQ CORP CL A ORD SHS G7573M106 4,473 450,000 SH   SOLE   450,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 22,226 26,854,000 PRN   SOLE   26,854,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAH0 40,481 53,149,000 PRN   SOLE   53,149,000 0 0
RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 5 59,999 SH   SOLE   59,999 0 0
RMG ACQUISITION CORP III CL A SHS G76088106 2,949 300,000 SH   SOLE   300,000 0 0
ROCKET INTERNET GRWT OPRT CO *W EXP 99/99/999 G7613T129 4 25,000 SH   SOLE   25,000 0 0
ROCKET INTERNET GRWT OPRT CO SHS CL A G7613T103 978 100,000 SH   SOLE   100,000 0 0
ROIVANT SCIENCES LTD *W EXP 09/30/202 G76279119 120 200,000 SH   SOLE   200,000 0 0
ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123 13 50,000 SH   SOLE   50,000 0 0
ROSE HILL ACQUISITION CORP CLASS A ORD G7637J107 1,004 100,000 SH   SOLE   100,000 0 0
ROSECLIFF ACQUISITION CORP I *W EXP 02/11/202 77732R111 7 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 10 66,666 SH   SOLE   66,666 0 0
ROSS ACQUISITION CORP II SHS CL A G7641C106 1,964 200,000 SH   SOLE   200,000 0 0
SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 42,866 19,250,000 PRN   SOLE   19,250,000 0 0
SARCOS TECHN AND ROBOTICS CO *W EXP 06/15/202 80359A114 12 24,900 SH   SOLE   24,900 0 0
SARISSA CAPITAL ACQUISITN CO *W EXP 10/23/202 G7823W110 5 51,134 SH   SOLE   51,134 0 0
SARISSA CAPITAL ACQUISITN CO CL A G7823W102 1,365 138,063 SH   SOLE   138,063 0 0
SATELLOGIC INC *W EXP 01/25/202 G7823S119 44 91,779 SH   SOLE   91,779 0 0
SCHULTZE SPL PURP ACQ CORP I *W EXP 04/13/202 808212112 71 371,250 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 2 23,000 SH   SOLE   23,000 0 0
SCIENCE STRATEGIC ACQ ALPHA COM CL A 808641104 345 35,143 SH   SOLE   35,143 0 0
SCION TECH GROWTH I *W EXP 11/01/202 G31067112 23 166,666 SH   SOLE   166,666 0 0
SCION TECH GROWTH I CL A SHS G31067104 4,945 500,000 SH   SOLE   500,000 0 0
SCION TECH GROWTH II *W EXP 01/28/202 G31070116 5 50,000 SH   SOLE   50,000 0 0
SCION TECH GROWTH II CL A SHS G31070108 1,470 150,000 SH   SOLE   150,000 0 0
SCP & CO HEALTHCARE ACQUSTN *W EXP 01/27/202 784065112 8 100,000 SH   SOLE   100,000 0 0
SCP & CO HEALTHCARE ACQUSTN COM CL A 784065104 1,966 200,000 SH   SOLE   200,000 0 0
SCULPTOR ACQUISITION CORP I *W EXP 99/99/999 G7T983111 29 125,000 SH   SOLE   125,000 0 0
SCULPTOR ACQUISITION CORP I CL A COM G7T983103 2,480 250,000 SH   SOLE   250,000 0 0
SCVX CORP *W EXP 01/24/202 G79448117 10 298,300 SH   SOLE   298,300 0 0
SEA LTD NOTE 0.250% 9/1 81141RAG5 16,882 23,000,000 PRN   SOLE   23,000,000 0 0
SEMPER PARATUS ACQUISITION C *W EXP 11/04/202 G8028L131 20 125,000 SH   SOLE   125,000 0 0
SEMPER PARATUS ACQUISITION C CLASS A ORD G8028L107 2,503 250,000 SH   SOLE   250,000 0 0
SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116 18 250,000 SH   SOLE   250,000 0 0
SENIOR CONNECT ACQUISITN COR COM CL A 81723H108 4,920 500,000 SH   SOLE   500,000 0 0
SHAPEWAYS HOLDINGS INC *W EXP 99/99/999 81947T110 21 237,885 SH   SOLE   237,885 0 0
SHARECARE INC *W EXP 07/01/202 81948W112 15 80,999 SH   SOLE   80,999 0 0
SHOULDERUP TECHNOLOGY ACQUIS *W EXP 11/17/202 82537G112 15 112,500 SH   SOLE   112,500 0 0
SHOULDERUP TECHNOLOGY ACQUIS CL A COM 82537G104 2,232 225,000 SH   SOLE   225,000 0 0
SIGNA SPORTS UNITED NV *W EXP 99/99/999 N80029114 63 233,333 SH   SOLE   233,333 0 0
SILVER CREST ACQUISITION COR *W EXP 12/15/202 G81355128 38 175,000 SH   SOLE   175,000 0 0
SILVER CREST ACQUISITION COR CL A SHS G81355102 4,925 500,000 SH   SOLE   500,000 0 0
SILVER SPIKE ACQUISITN CORP *W EXP 02/26/202 G8201H113 2 25,000 SH   SOLE   25,000 0 0
SILVER SPIKE ACQUISITN CORP CLASS A ORD SHS G8201H105 980 100,000 SH   SOLE   100,000 0 0
SIMON PROPERTY GRP ACQ HOLDI *W EXP 02/04/202 82880R111 10 52,067 SH   SOLE   52,067 0 0
SIMON PROPERTY GRP ACQ HOLDI COM CL A 82880R103 2,551 260,342 SH   SOLE   260,342 0 0
SIZZLE ACQUISITION CORP *W EXP 11/02/202 83014E117 12 100,000 SH   SOLE   100,000 0 0
SIZZLE ACQUISITION CORP COMMON STOCK 83014E109 1,998 200,000 SH   SOLE   200,000 0 0
SKY HARBOUR GROUP CORPORATIO *W EXP 10/21/202 83085C115 56 125,000 SH   SOLE   125,000 0 0
SLAM CORP *W EXP 02/23/202 G8210L121 12 62,500 SH   SOLE   62,500 0 0
SLAM CORP CL A SHS G8210L105 2,460 250,000 SH   SOLE   250,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 12,576 13,000,000 PRN   SOLE   13,000,000 0 0
SNAP INC NOTE 5/0 83304AAF3 19,920 28,000,000 PRN   SOLE   28,000,000 0 0
SOAR TECHNOLOGY ACQUISN CORP *W EXP 99/99/999 G82472120 24 200,000 SH   SOLE   200,000 0 0
SOAR TECHNOLOGY ACQUISN CORP CL A COM G82472112 6,102 600,000 SH   SOLE   600,000 0 0
SOCIAL CAP SUVRETTA HLD CRPI CLASS A ORD SHS G8253W109 746 75,000 SH   SOLE   75,000 0 0
SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 728 75,000 SH   SOLE   75,000 0 0
SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253T106 742 75,000 SH   SOLE   75,000 0 0
SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 729 75,000 SH   SOLE   75,000 0 0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 3,215 323,731 SH   SOLE   323,731 0 0
SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 8 50,000 SH   SOLE   50,000 0 0
SOCIAL LEVERAGE ACQUISN CORP COM CL A 83363K102 1,966 200,000 SH   SOLE   200,000 0 0
SOFTWARE ACQUISITN GRP INC I *W EXP 02/02/202 83407J111 97 403,228 SH   SOLE   403,228 0 0
SOUTHPORT ACQUISITION CORP *W EXP 99/99/999 84465L113 21 150,000 SH   SOLE   150,000 0 0
SOUTHPORT ACQUISITION CORP CL A COM 84465L105 2,976 300,000 SH   SOLE   300,000 0 0
SPINDLETOP HEALTH ACQUISITIO *W EXP 99/99/999 84854Q111 22 200,000 SH   SOLE   200,000 0 0
SPINDLETOP HEALTH ACQUISITIO COM CL A 84854Q103 4,000 400,000 SH   SOLE   400,000 0 0
SPIRE GLOBAL INC *W EXP 01/01/203 848560116 21 150,000 SH   SOLE   150,000 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 2,298 2,500,000 PRN   SOLE   2,500,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 529 559,000 PRN   SOLE   559,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 27,947 29,000,000 PRN   SOLE   29,000,000 0 0
SPORTS VENTURES ACQUISIN COR *W EXP 11/30/202 G8372A129 3 33,333 SH   SOLE   33,333 0 0
SPORTS VENTURES ACQUISIN COR CL A SHS G8372A103 383 38,961 SH   SOLE   38,961 0 0
SPORTSTEK ACQUISITION CORP *W EXP 02/16/202 849196118 4 100,000 SH   SOLE   100,000 0 0
SPORTSTEK ACQUISITION CORP COM CL A 849196100 1,956 200,000 SH   SOLE   200,000 0 0
SPOTIFY USA INC NOTE 3/1 84921RAB6 25,058 31,500,000 PRN   SOLE   31,500,000 0 0
SPRINGBIG HOLDINGS INC *W EXP 06/14/202 85021Q116 5 50,000 SH   SOLE   50,000 0 0
ST ENERGY TRANSITION I LTD *W EXP 12/02/202 G8465L115 6 25,000 SH   SOLE   25,000 0 0
ST ENERGY TRANSITION I LTD CL A ORD SHS G8465L107 494 50,000 SH   SOLE   50,000 0 0
STARRY GROUP HOLDINGS INC *W EXP 99/99/999 85572U110 33 81,000 SH   SOLE   81,000 0 0
SUNLIGHT FINANCIAL HOLDINGS *W EXP 07/09/202 86738J114 53 141,200 SH   SOLE   141,200 0 0
SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128 3 20,000 SH   SOLE   20,000 0 0
SUPERNOVA PARTN ACQ CO III L SHS CL A G8T90F102 978 100,000 SH   SOLE   100,000 0 0
SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 94,477 96,994,000 PRN   SOLE   96,994,000 0 0
SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 3 37,500 SH   SOLE   37,500 0 0
SUSTAINABLE DEVELP ACQU I CO COM CL A 86934L103 738 75,000 SH   SOLE   75,000 0 0
SVF INVESTMENT CORP *W EXP 12/20/202 G8601L128 4 18,000 SH   SOLE   18,000 0 0
SVF INVESTMENT CORP CL A SHS G8601L102 1,479 150,000 SH   SOLE   150,000 0 0
SVF INVESTMENT CORP 2 CL A SHS G8601M100 118 12,000 SH   SOLE   12,000 0 0
SWVL HOLDINGS CORP *W EXP 03/31/202 G86302117 45 100,000 SH   SOLE   100,000 0 0
SYSTEM1 INC *W EXP 99/99/999 87200P117 49 60,750 SH   SOLE   60,750 0 0
TAILWIND ACQUISITION CORP COM CL A 87403Q102 1,493 150,000 SH   SOLE   150,000 0 0
TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 3 33,333 SH   SOLE   33,333 0 0
TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 981 100,000 SH   SOLE   100,000 0 0
TALON 1 ACQUISITION CORP *W EXP 07/30/202 G86656116 17 112,500 SH   SOLE   112,500 0 0
TALON 1 ACQUISITION CORP CLASS A ORD G86656108 2,264 225,000 SH   SOLE   225,000 0 0
TARGET GLOBAL ACQUISI I CORP *W EXP 12/08/202 G8675N125 6 41,666 SH   SOLE   41,666 0 0
TARGET GLOBAL ACQUISI I CORP CLASS A ORD SHS G8675N109 1,239 125,000 SH   SOLE   125,000 0 0
TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 18 50,000 SH   SOLE   50,000 0 0
TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 12 150,000 SH   SOLE   150,000 0 0
TASTEMAKER ACQUISITION CORP COM CL A 876545104 2,976 300,000 SH   SOLE   300,000 0 0
TCV ACQUISITION CORP CL A SHS G8704C124 244 25,000 SH   SOLE   25,000 0 0
TCW SPECIAL PURPOSE ACQU COR *W EXP 99/99/999 87301L114 15 66,666 SH   SOLE   66,666 0 0
TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 1,950 200,000 SH   SOLE   200,000 0 0
TECH AND ENERGY TRANSITION *W EXP 03/31/202 87823R110 5 33,332 SH   SOLE   33,332 0 0
TECH AND ENERGY TRANSITION CLASS A COM 87823R102 977 100,000 SH   SOLE   100,000 0 0
TECHTARGET INC NOTE 0.125%12/1 87874RAB6 241 213,000 PRN   SOLE   213,000 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 8,110 10,855,000 PRN   SOLE   10,855,000 0 0
THE MUSIC ACQUISITION CORP *W EXP 02/05/202 62752R118 3 37,500 SH   SOLE   37,500 0 0
THE MUSIC ACQUISITION CORP COM CLASS A 62752R100 424 43,252 SH   SOLE   43,252 0 0
THE ONCOLOGY INSTITUTE INC *W EXP 11/15/202 68236X118 13 25,000 SH   SOLE   25,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 4,614 4,960,000 PRN   SOLE   4,960,000 0 0
THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115 5 20,000 SH   SOLE   20,000 0 0
THUNDER BRDG CAP PRTNRS IV I CLASS A COM 88605L107 977 100,000 SH   SOLE   100,000 0 0
THUNDER BRIDGE CAP PRTNRS II *W EXP 02/15/202 88605T118 13 60,000 SH   SOLE   60,000 0 0
THUNDER BRIDGE CAP PRTNRS II COM CL A 88605T100 2,943 300,000 SH   SOLE   300,000 0 0
TIGA ACQUISITION CORP *W EXP 11/06/202 G88672111 24 50,000 SH   SOLE   50,000 0 0
TISHMAN SPEYER INNOVATION CO *W EXP 02/11/202 88825H118 8 59,999 SH   SOLE   59,999 0 0
TISHMAN SPEYER INNOVATION CO COM CL A 88825H100 2,937 300,000 SH   SOLE   300,000 0 0
TKB CRITICAL TECHNOLOGIES 1 *W EXP 10/20/202 G88935120 17 100,000 SH   SOLE   100,000 0 0
TKB CRITICAL TECHNOLOGIES 1 CLASS A ORD G88935112 2,004 200,000 SH   SOLE   200,000 0 0
TLG ACQUISITION ONE CORP *W EXP 01/25/202 87257M116 6 72,633 SH   SOLE   72,633 0 0
TLG ACQUISITION ONE CORP COM CL A 87257M108 2,124 216,700 SH   SOLE   216,700 0 0
TLGY ACQUISITION CORPORATION *W EXP 11/09/202 G8656T125 6 50,000 SH   SOLE   50,000 0 0
TLGY ACQUISITION CORPORATION CLASS A ORD SHS G8656T109 998 100,000 SH   SOLE   100,000 0 0
TMC THE METALS COMPANY INC *W EXP 09/09/202 87261Y114 13 67,500 SH   SOLE   67,500 0 0
TORTOISEECOFIN ACQUISITION C *W EXP 07/22/202 G8956E117 12 37,500 SH   SOLE   37,500 0 0
TORTOISEECOFIN ACQUISITION C SHS CL A G8956E109 1,449 150,000 SH   SOLE   150,000 0 0
TRINE II ACQUISITION CORP *W EXP 99/99/999 G9059F118 8 50,000 SH   SOLE   50,000 0 0
TRINE II ACQUISITION CORP CL A ORD SHS G9059F100 994 100,000 SH   SOLE   100,000 0 0
TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 19 120,400 SH   SOLE   120,400 0 0
TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 3 33,333 SH   SOLE   33,333 0 0
TWELVE SEAS INVESTMENT CO II COM CL A 90118T106 977 100,000 SH   SOLE   100,000 0 0
TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120 7 66,666 SH   SOLE   66,666 0 0
TWIN RIDGE CAPITAL ACQUIS CO SHS CL A G9151L104 1,962 200,000 SH   SOLE   200,000 0 0
TWO COM CL A G9152V101 977 100,000 SH   SOLE   100,000 0 0
TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 4 48,333 SH   SOLE   48,333 0 0
TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 1,086 110,396 SH   SOLE   110,396 0 0
UNDER ARMOUR INC NOTE 1.500% 6/0 904311AC1 14,957 14,000,000 PRN   SOLE   14,000,000 0 0
USHG ACQUISITION CORP COM CL A 91748P100 2,159 220,300 SH   SOLE   220,300 0 0
UTA ACQUISITION CORPORATION *W EXP 10/30/202 G9473A117 29 75,000 SH   SOLE   75,000 0 0
UTA ACQUISITION CORPORATION CLASS A ORD SHS G9473A109 1,488 150,000 SH   SOLE   150,000 0 0
UWM HOLDINGS CORPORATION *W EXP 01/21/202 91823B117 4 20,560 SH   SOLE   20,560 0 0
VAHANNA TECH EDGE ACQSTN I C *W EXP 11/30/202 G9320Z117 8 50,000 SH   SOLE   50,000 0 0
VAHANNA TECH EDGE ACQSTN I C CLASS A ORD G9320Z109 998 100,000 SH   SOLE   100,000 0 0
VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 53,151 43,488,000 PRN   SOLE   43,488,000 0 0
VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 11,903 10,000,000 PRN   SOLE   10,000,000 0 0
VECTOR ACQUISITION CORP II CL A SHS G9460A104 981 100,000 SH   SOLE   100,000 0 0
VEECO INSTRS INC DEL NOTE 3.750% 6/0 922417AF7 17,662 11,000,000 PRN   SOLE   11,000,000 0 0
VELOCITY ACQUISITION CORP *W EXP 02/24/202 92259E112 5 49,999 SH   SOLE   49,999 0 0
VELOCITY ACQUISITION CORP COM CL A 92259E104 3,908 400,000 SH   SOLE   400,000 0 0
VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 9,184 10,000,000 PRN   SOLE   10,000,000 0 0
VERTICAL AEROSPACE LTD *W EXP 09/15/202 G9471C115 39 100,000 SH   SOLE   100,000 0 0
VICARIOUS SURGICAL INC *W EXP 08/05/202 92561V117 78 250,000 SH   SOLE   250,000 0 0
VIEW INC *W EXP 03/08/202 92671V114 15 149,999 SH   SOLE   149,999 0 0
VMG CONSUMER ACQUISITION COR *W EXP 11/03/202 91842V110 9 62,500 SH   SOLE   62,500 0 0
VMG CONSUMER ACQUISITION COR CLASS A COM 91842V102 1,248 125,000 SH   SOLE   125,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 46,353 36,880,000 PRN   SOLE   36,880,000 0 0
VY GLOBAL GROWTH *W EXP 01/30/203 G9444H118 8 35,900 SH   SOLE   35,900 0 0
VY GLOBAL GROWTH COM CL A G9444H100 1,603 162,000 SH   SOLE   162,000 0 0
WALDENCAST ACQUISITION CORP CLASS A ORD SHS G9460C100 2,890 293,389 SH   SOLE   293,389 0 0
WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9460M124 15 55,540 SH   SOLE   55,540 0 0
WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9461D115 19 59,999 SH   SOLE   59,999 0 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 2,721 277,700 SH   SOLE   277,700 0 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107 2,943 300,000 SH   SOLE   300,000 0 0
WARRIOR TECHNOLOGIES ACQUI C *W EXP 03/31/202 936273119 1 12,500 SH   SOLE   12,500 0 0
WARRIOR TECHNOLOGIES ACQUI C COM CL A 936273101 249 25,000 SH   SOLE   25,000 0 0
WEJO GROUP LIMITED *W EXP 11/18/202 G9525W117 28 175,000 SH   SOLE   175,000 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 25,513 26,508,000 PRN   SOLE   26,508,000 0 0
WHEELS UP EXPERIENCE INC *W EXP 07/13/202 96328L114 36 100,000 SH   SOLE   100,000 0 0
WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 14 50,000 SH   SOLE   50,000 0 0
WIX COM LTD NOTE 7/0 92940WAB5 9,736 10,207,000 PRN   SOLE   10,207,000 0 0
WIX COM LTD NOTE 8/1 92940WAD1 19,440 24,000,000 PRN   SOLE   24,000,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 2,729 2,500,000 PRN   SOLE   2,500,000 0 0
WORLDWIDE WEBB ACQUISITION C *W EXP 10/20/202 G97775111 65 750,000 SH   SOLE   750,000 0 0
WORLDWIDE WEBB ACQUISITION C CLASS A ORD SHS G97775103 14,760 1,500,000 SH   SOLE   1,500,000 0 0
XPAC ACQUISITION CORP *W EXP 99/99/999 G9831X122 5 33,333 SH   SOLE   33,333 0 0
XPAC ACQUISITION CORP CLASS A ORD G9831X106 976 100,000 SH   SOLE   100,000 0 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 10,642 10,965,000 PRN   SOLE   10,965,000 0 0
ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1 7,817 7,500,000 PRN   SOLE   7,500,000 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 36,507 30,000,000 PRN   SOLE   30,000,000 0 0
Z-WORK ACQUISITION CORP *W EXP 01/04/202 98880C110 7 55,530 SH   SOLE   55,530 0 0
Z-WORK ACQUISITION CORP COM CL A 98880C102 1,639 166,592 SH   SOLE   166,592 0 0