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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
10X CAPITAL VENTURE ACQU COR COM CL A 88025V107 5,976 600,000 SH   SOLE   600,000 0 0
23ANDME HOLDING CO *W EXP 06/16/202 90138Q116 424 139,999 SH   SOLE   139,999 0 0
26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 82 75,000 SH   SOLE   75,000 0 0
26 CAPITAL ACQUISITION CORP COM CL A 90138P100 733 75,442 SH   SOLE   75,442 0 0
7GC & CO HOLDINGS INC *W EXP 12/23/202 81786A115 40 50,000 SH   SOLE   50,000 0 0
7GC & CO HOLDINGS INC COM CL A 81786A107 968 100,000 SH   SOLE   100,000 0 0
890 5TH AVE PARTNERS INC *W EXP 01/12/202 28250A113 21 16,666 SH   SOLE   16,666 0 0
890 5TH AVE PARTNERS INC COM CL A 28250A105 2,958 300,000 SH   SOLE   300,000 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 10,607 8,500,000 PRN   SOLE   8,500,000 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 41 33,333 SH   SOLE   33,333 0 0
ACCELERATE ACQUISITION CORP COM CL A 00439D102 969 100,000 SH   SOLE   100,000 0 0
ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 264 133,769 SH   SOLE   133,769 0 0
ACE CONVERGENCE ACQU CORP CL A G0083D120 2,987 300,000 SH   SOLE   300,000 0 0
ACON S2 ACQUISITION CORP *W EXP 09/15/202 G00748114 74 50,000 SH   SOLE   50,000 0 0
ACON S2 ACQUISITION CORP CL SHS G00748106 1,485 150,000 SH   SOLE   150,000 0 0
ACORDA THERAPEUTICS INC NOTE 6.000%12/0 00484MAC0 1,467 2,000,000 PRN   SOLE   2,000,000 0 0
ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110 26 37,500 SH   SOLE   37,500 0 0
ADIT EDTECH ACQUISITION CORP COMMON STOCK 007024102 727 75,000 SH   SOLE   75,000 0 0
ADVANCED MERGER PARTNERS INC COM CL A 00777J109 487 50,000 SH   SOLE   50,000 0 0
AEA-BRIDGES IMPACT CORP *W EXP 09/19/202 G01046112 154 160,820 SH   SOLE   160,820 0 0
AEA-BRIDGES IMPACT CORP SHS CL A G01046104 2,761 283,500 SH   SOLE   283,500 0 0
AERSALE CORPORATION *W EXP 12/22/202 00810F114 548 192,370 SH   SOLE   192,370 0 0
AJAX I COM G0190X100 4,482 450,000 SH   SOLE   450,000 0 0
ALKURI GLOBAL ACQUISITION CO *W EXP 02/09/202 66981N111 47 31,889 SH   SOLE   31,889 0 0
ALKURI GLOBAL ACQUISITION CO COM CL A 66981N103 2,473 250,000 SH   SOLE   250,000 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 486 50,000 SH   SOLE   50,000 0 0
ALPHA HEALTHCARE ACQUISTN CO CL A 020751103 1,019 100,000 SH   SOLE   100,000 0 0
ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 56,078 36,000,000 PRN   SOLE   36,000,000 0 0
ALTIMAR ACQUISITION CORP II *W EXP 02/09/202 G03709121 12 10,000 SH   SOLE   10,000 0 0
ALTIMAR ACQUISITION CORP II SHS CL A G03709105 389 40,000 SH   SOLE   40,000 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 42 50,000 SH   SOLE   50,000 0 0
ALTITUDE ACQUISITION CORP COM CL A 02156Y103 1,469 150,000 SH   SOLE   150,000 0 0
ALUSSA ENERGY ACQUISITION CO *W EXP 10/31/202 G0232J119 123 58,245 SH   SOLE   58,245 0 0
AMERICAS TECHNOLOGY ACQSN CO SHS G0404A102 363 36,297 SH   SOLE   36,297 0 0
AMERICAS TECHNOLOGY ACQSN CO *W EXP 12/31/202 G0404A110 49 75,100 SH   SOLE   75,100 0 0
AMPLITUDE HLTHCRE AQUSTIN CO *W EXP 12/01/202 03212A113 288 250,000 SH   SOLE   250,000 0 0
AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 4,970 500,000 SH   SOLE   500,000 0 0
ANDINA ACQUISITION CORP III SHS G04415108 1,740 168,747 SH   SOLE   168,747 0 0
ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 48 50,000 SH   SOLE   50,000 0 0
ANZU SPECIAL ACQUISITIN CORP COM CL A 03737A101 1,460 150,000 SH   SOLE   150,000 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 2,803 1,500,000 PRN   SOLE   1,500,000 0 0
APOLLO STRATEGIC GROWTH CAPT *W EXP 10/29/202 G0411R114 357 300,000 SH   SOLE   300,000 0 0
APOLLO STRATEGIC GROWTH CAPT SHS CL A G0411R106 8,802 900,000 SH   SOLE   900,000 0 0
APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 50 39,999 SH   SOLE   39,999 0 0
APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 1,948 200,000 SH   SOLE   200,000 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 490 50,000 SH   SOLE   50,000 0 0
ARCTOS NORTHSTAR ACQUIS CORP *W EXP 99/99/999 G0477L126 63 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
ARES ACQUISITION CORPORATION *W EXP 99/99/999 G33032122 100 80,000 SH   SOLE   80,000 0 0
ARES ACQUISITION CORPORATION COM CL A G33032106 3,900 400,000 SH   SOLE   400,000 0 0
ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110 43 50,000 SH   SOLE   50,000 0 0
ARROWROOT ACQUISITION CORP CL A COM 04282M102 965 100,000 SH   SOLE   100,000 0 0
ASCENDANT DIGITAL ACQUISITIO *W EXP 07/28/202 G05155117 326 200,000 SH   SOLE   200,000 0 0
ASCENDANT DIGITAL ACQUISITIO COM CL A G05155109 4,478 450,000 SH   SOLE   450,000 0 0
ASPIRATIONAL CONSUMER LIFEST *W EXP 09/19/202 G05436111 192 100,000 SH   SOLE   100,000 0 0
ASPIRATIONAL CONSUMER LIFEST COM G05436103 2,994 300,000 SH   SOLE   300,000 0 0
ATHLON ACQUISITION CORP *W EXP 01/12/202 04748A114 33 50,000 SH   SOLE   50,000 0 0
ATHLON ACQUISITION CORP COM CL A 04748A106 965 99,910 SH   SOLE   99,910 0 0
ATI PHYSICAL THERAPY INC *W EXP 08/10/202 00216W117 72 31,500 SH   SOLE   31,500 0 0
ATLAS CREST INVESTMENT CORP *W EXP 02/03/202 049287113 58 50,000 SH   SOLE   50,000 0 0
ATLAS CREST INVESTMENT CORP COM CL A 049287105 1,950 200,000 SH   SOLE   200,000 0 0
ATLAS CREST INVT CORP COM 049284102 4,980 500,000 SH   SOLE   500,000 0 0
AURORA ACQUISITION CORP CLASS A ORD SHS G0698L103 991 100,000 SH   SOLE   100,000 0 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 81 64,871 SH   SOLE   64,871 0 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633D125 130 75,000 SH   SOLE   75,000 0 0
AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 2,525 259,488 SH   SOLE   259,488 0 0
AUSTERLITZ ACQUISITION CORP SHS CL A G0633D109 5,295 533,724 SH   SOLE   533,724 0 0
AUTHENTIC EQUITY ACQUISTN CO *W EXP 01/20/202 G06607124 43 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
AVANTI ACQUISITION CORP *W EXP 99/99/999 G0682V125 221 212,677 SH   SOLE   212,677 0 0
AVANTI ACQUISITION CORP SHS CL A G0682V109 4,710 483,524 SH   SOLE   483,524 0 0
B RILEY PRINCIPAL 150 MERGER COM CL A 05601V103 98 10,000 SH   SOLE   10,000 0 0
BCLS ACQUISITION CORP COM CL A G0904B105 123 11,700 SH   SOLE   11,700 0 0
BCTG ACQUISITION CORP COM 05492W103 895 78,664 SH   SOLE   78,664 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 8,113 8,540,000 PRN   SOLE   8,540,000 0 0
BIG SKY GROWTH PARTNERS INC *W EXP 04/01/202 08954L110 28 25,000 SH   SOLE   25,000 0 0
BIG SKY GROWTH PARTNERS INC CLASS A COM 08954L102 995 100,000 SH   SOLE   100,000 0 0
BIOTECH ACQUISITION COMPANY *W EXP 11/30/202 G1125A116 121 140,290 SH   SOLE   140,290 0 0
BIOTECH ACQUISITION COMPANY CL A SHS G1125A108 1,390 143,758 SH   SOLE   143,758 0 0
BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 96 99,999 SH   SOLE   99,999 0 0
BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 2,913 300,000 SH   SOLE   300,000 0 0
BOA ACQUISITION CORP *W EXP 02/22/202 05601A117 70 83,332 SH   SOLE   83,332 0 0
BOA ACQUISITION CORP COM CL A 05601A109 2,418 250,000 SH   SOLE   250,000 0 0
BOWX ACQUISITION CORP *W EXP 08/03/202 103085114 167 50,000 SH   SOLE   50,000 0 0
BOWX ACQUISITION CORP CL A 103085106 741 64,396 SH   SOLE   64,396 0 0
BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 138 14,307 SH   SOLE   14,307 0 0
BRIGHT LIGHTS ACQUISITION CO *W EXP 01/01/202 10920K119 40 50,000 SH   SOLE   50,000 0 0
BROADSCALE ACQUISITION CORP *W EXP 02/02/202 11134Y119 13 10,674 SH   SOLE   10,674 0 0
BROADSCALE ACQUISITION CORP COM CL A 11134Y101 415 42,696 SH   SOLE   42,696 0 0
BROADSTONE ACQUISITION CORP *W EXP 09/15/202 G1739V126 120 100,000 SH   SOLE   100,000 0 0
BROADSTONE ACQUISITION CORP SHS CL A G1739V100 4,050 409,940 SH   SOLE   409,940 0 0
CA HEALTHCARE ACQUISITION CO COM CL A 12510W107 2,961 300,000 SH   SOLE   300,000 0 0
CAPITOL INVESTMENT CORP V *W EXP 99/99/999 14064F118 44 33,333 SH   SOLE   33,333 0 0
CAPITOL INVESTMENT CORP V COM CL A 14064F100 1,994 200,000 SH   SOLE   200,000 0 0
CAPSTAR SPL PURP ACQUISITION COM CL A 14070Y101 1,958 200,000 SH   SOLE   200,000 0 0
CAPSTAR SPL PURP ACQUISITION *W EXP 99/99/999 14070Y119 180 200,000 SH   SOLE   200,000 0 0
CARNEY TECHNOLOGY ACQU CORP *W EXP 11/30/202 143636116 157 166,666 SH   SOLE   166,666 0 0
CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 4,855 500,000 SH   SOLE   500,000 0 0
CARTESIAN GROWTH CORP *W EXP 02/26/202 G19276115 70 83,333 SH   SOLE   83,333 0 0
CARTESIAN GROWTH CORP CL A SHS G19276107 2,425 249,999 SH   SOLE   249,999 0 0
CASCADE ACQUISITION CORP *W EXP 11/30/202 147151112 50 50,000 SH   SOLE   50,000 0 0
CASCADE ACQUISITION CORP COM CL A 147151104 988 100,000 SH   SOLE   100,000 0 0
CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 33 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 4,451 450,000 SH   SOLE   450,000 0 0
CC NEUBERGER PRINCIPAL HOLDN *W EXP 99/99/999 G1992N126 53 41,105 SH   SOLE   41,105 0 0
CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 2,010 205,527 SH   SOLE   205,527 0 0
CENTRICUS ACQUISITION CORP *W EXP 02/04/202 G2072Q120 17 12,500 SH   SOLE   12,500 0 0
CENTRICUS ACQUISITION CORP CL A SHS G2072Q104 2,970 300,000 SH   SOLE   300,000 0 0
CERBERUS TELECOM ACQUISITION *W EXP 99/99/999 G2040C120 83 50,000 SH   SOLE   50,000 0 0
CERBERUS TELECOM ACQUISITION SHS CL A G2040C104 2,979 300,000 SH   SOLE   300,000 0 0
CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 109 100,000 SH   SOLE   100,000 0 0
CF ACQUISITION CORP IV COM CL A 12520T102 2,907 300,000 SH   SOLE   300,000 0 0
CF ACQUISITION CORP V *W EXP 01/25/202 12520R114 101 91,779 SH   SOLE   91,779 0 0
CF ACQUISITION CORP V CL A 12520R106 2,718 275,337 SH   SOLE   275,337 0 0
CF ACQUISITION CORP VI *W EXP 02/18/202 12521J111 71 75,000 SH   SOLE   75,000 0 0
CF ACQUISITION CORP VI COM CL A 12521J103 2,922 300,000 SH   SOLE   300,000 0 0
CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 26 25,000 SH   SOLE   25,000 0 0
CF ACQUISITION CORP VIII CLASS A COM 12520C109 986 100,000 SH   SOLE   100,000 0 0
CF FIN ACQUISITION CORP III *W EXP 09/30/202 12529D116 120 74,249 SH   SOLE   74,249 0 0
CF FIN ACQUISITION CORP III CL A 12529D108 3,009 300,000 SH   SOLE   300,000 0 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 36,226 21,447,000 PRN   SOLE   21,447,000 0 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 342 375,000 SH   SOLE   375,000 0 0
CHP MERGER CORP COM CL A 12558Y106 7,463 750,000 SH   SOLE   750,000 0 0
CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 155 75,000 SH   SOLE   75,000 0 0
CHURCHILL CAPITAL CORP V COM CL A 17144T107 3,021 300,000 SH   SOLE   300,000 0 0
CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 83 60,000 SH   SOLE   60,000 0 0
CHURCHILL CAPITAL CORP VII COM CL A 17144M102 2,919 300,000 SH   SOLE   300,000 0 0
CITIC CAPITAL ACQUISITION CO *W EXP 01/17/202 G21513117 239 225,000 SH   SOLE   225,000 0 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 4,460 450,000 SH   SOLE   450,000 0 0
CLARIM ACQUISITION CORP *W EXP 01/05/202 18049C116 28 33,533 SH   SOLE   33,533 0 0
CLARIM ACQUISITION CORP COM CL A 18049C108 971 100,600 SH   SOLE   100,600 0 0
CLASS ACCELERATION CORP *W EXP 03/31/202 18274B114 101 128,162 SH   SOLE   128,162 0 0
CLASS ACCELERATION CORP COM 18274B106 2,484 256,325 SH   SOLE   256,325 0 0
CLIMATE REAL IMPACT SLUTINS *W EXP 01/29/202 187171111 49 35,000 SH   SOLE   35,000 0 0
CLIMATE REAL IMPACT SLUTINS COM CL A 187171103 1,727 175,000 SH   SOLE   175,000 0 0
COHN ROBBINS HOLDINGS CORP *W EXP 08/28/202 G23726113 111 94,499 SH   SOLE   94,499 0 0
COHN ROBBINS HOLDINGS CORP COM CL A G23726105 3,103 315,000 SH   SOLE   315,000 0 0
COLICITY INC *W EXP 02/24/202 194170114 69 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 32 30,000 SH   SOLE   30,000 0 0
COLONNADE ACQUISITION CORP I SHS CL A G2284B101 1,465 150,000 SH   SOLE   150,000 0 0
COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115 38 25,000 SH   SOLE   25,000 0 0
COMPUTE HEALTH ACQUISITIN CO COM CL A 204833107 1,964 200,000 SH   SOLE   200,000 0 0
CONCORD ACQUISITION CORP *W EXP 12/28/202 206071110 125 125,000 SH   SOLE   125,000 0 0
CONCORD ACQUISITION CORP COM CL A 206071102 2,463 250,000 SH   SOLE   250,000 0 0
CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 60 66,666 SH   SOLE   66,666 0 0
CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 1,958 200,000 SH   SOLE   200,000 0 0
CONX CORP *W EXP 10/30/202 212873111 182 135,000 SH   SOLE   135,000 0 0
CONX CORP COM CL A 212873103 5,916 600,000 SH   SOLE   600,000 0 0
CORAZON CAPITAL V838 MONOCER *W EXP 03/24/202 G24237128 34 33,333 SH   SOLE   33,333 0 0
CORAZON CAPITAL V838 MONOCER CLASS A ORD SHS G24237102 970 100,000 SH   SOLE   100,000 0 0
CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 80 66,666 SH   SOLE   66,666 0 0
CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 1,948 200,000 SH   SOLE   200,000 0 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 8,728 7,560,000 PRN   SOLE   7,560,000 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 28,580 16,500,000 PRN   SOLE   16,500,000 0 0
COVA ACQUISITION CORP *W EXP 02/05/202 G2554Y120 67 75,000 SH   SOLE   75,000 0 0
COVA ACQUISITION CORP CL A SHS G2554Y104 1,441 148,692 SH   SOLE   148,692 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 66,281 39,657,000 PRN   SOLE   39,657,000 0 0
CROWN PROPTECH ACQUISITIONS *W EXP 99/99/999 G25741110 57 69,879 SH   SOLE   69,879 0 0
CROWN PROPTECH ACQUISITIONS SHS CL A G25741102 3,052 309,800 SH   SOLE   309,800 0 0
CRUCIBLE ACQUISITION CORP *W EXP 12/26/202 22877P116 18 16,666 SH   SOLE   16,666 0 0
CRUCIBLE ACQUISITION CORP COM CL A 22877P108 485 50,000 SH   SOLE   50,000 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 24,163 23,005,000 PRN   SOLE   23,005,000 0 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 41,917 38,592,000 PRN   SOLE   38,592,000 0 0
D AND Z MEDIA ACQUISITION CO *W EXP 01/27/202 23305Q114 63 66,666 SH   SOLE   66,666 0 0
D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 971 100,000 SH   SOLE   100,000 0 0
D8 HOLDINGS CORP SHS CL A G2614K110 1,994 200,000 SH   SOLE   200,000 0 0
D8 HOLDINGS CORP *W EXP 08/05/202 G2614K128 415 250,000 SH   SOLE   250,000 0 0
DD3 ACQUISITION CORP II COM CL A 23318M100 515 51,890 SH   SOLE   51,890 0 0
DECARBONIZATION PLUS ACQU CO *W EXP 10/02/202 242797116 188 82,200 SH   SOLE   82,200 0 0
DECARBONIZATION PLUS ACQU CO COM CL A 242797108 2,062 200,000 SH   SOLE   200,000 0 0
DECARBONIZATION PLUS ACQU II *W EXP 01/19/202 242794113 22 15,000 SH   SOLE   15,000 0 0
DECARBONIZATION PLUS ACQU II *W EXP 03/19/202 24279D113 85 33,333 SH   SOLE   33,333 0 0
DECARBONIZATION PLUS ACQU II CLASS A COM 24279D105 1,037 100,000 SH   SOLE   100,000 0 0
DECARBONIZATION PLUS ACQU II COM CL A 242794105 5,922 600,000 SH   SOLE   600,000 0 0
DEEP LAKE CAPITAL ACQUSTN CO CL A SHS G27029100 493 50,000 SH   SOLE   50,000 0 0
DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118 46 50,000 SH   SOLE   50,000 0 0
DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 72 100,000 SH   SOLE   100,000 0 0
DELWINDS INS ACQUISITION COR COM CLS A 24803C102 1,723 176,000 SH   SOLE   176,000 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 35,386 33,767,000 PRN   SOLE   33,767,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 255,779 98,214,000 PRN   SOLE   98,214,000 0 0
DFP HEALTHCARE ACQUISITNS CO *W EXP 03/31/202 23343Q118 43 25,000 SH   SOLE   25,000 0 0
DFP HEALTHCARE ACQUISITNS CO COM CL A 23343Q100 1,396 140,287 SH   SOLE   140,287 0 0
DHB CAPITAL CORP *W EXP 03/31/202 23291W117 15 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 37 36,666 SH   SOLE   36,666 0 0
DHC ACQUISITION CORP CLASS A ORD SHS G2758T109 1,067 110,000 SH   SOLE   110,000 0 0
DIAMONDHEAD HOLDINGS CORP *W EXP 01/28/202 25278L113 81 75,000 SH   SOLE   75,000 0 0
DIAMONDHEAD HOLDINGS CORP CL A 25278L105 2,910 300,000 SH   SOLE   300,000 0 0
DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 138 97,300 SH   SOLE   97,300 0 0
DMY TECHNOLOGY GROUP INC III *W EXP 99/99/999 233278118 123 38,563 SH   SOLE   38,563 0 0
DMY TECHNOLOGY GROUP INC III COM CLASS A 233278100 4,156 388,754 SH   SOLE   388,754 0 0
DMY TECHNOLOGY GROUP INC IV *W EXP 03/04/202 23344K110 28 20,000 SH   SOLE   20,000 0 0
DMY TECHNOLOGY GROUP INC IV COM CL A 23344K102 977 100,000 SH   SOLE   100,000 0 0
DPCM CAP INC *W EXP 10/14/202 23344P119 139 108,000 SH   SOLE   108,000 0 0
DPCM CAP INC COM CL A 23344P101 3,201 324,000 SH   SOLE   324,000 0 0
DRAGONEER GROWTH OPPORTUN CO COM CL A G28302100 1,494 149,997 SH   SOLE   149,997 0 0
DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 1,500 150,000 SH   SOLE   150,000 0 0
DUNE ACQUISITION CORP COM CL A 265334102 605 61,900 SH   SOLE   61,900 0 0
DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 50 62,500 SH   SOLE   62,500 0 0
DYNAMICS SPECIAL PURPOSE COR CLASS A COM 268010105 1,014 102,000 SH   SOLE   102,000 0 0
E MERGE TECHNOLOGY ACQUISITI *W EXP 07/30/202 26873Y112 131 134,999 SH   SOLE   134,999 0 0
E MERGE TECHNOLOGY ACQUISITI COM CL A 26873Y104 4,880 500,000 SH   SOLE   500,000 0 0
EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 66 62,500 SH   SOLE   62,500 0 0
EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 56 200,000 SH   SOLE   200,000 0 0
EAST STONE ACQUISITION CORP RIGHT 02/24/2027 G2911D132 76 200,000 SH   SOLE   200,000 0 0
EAST STONE ACQUISITION CORP SHS G2911D108 3,027 300,000 SH   SOLE   300,000 0 0
ECP ENVIRONMENTAL GW OPT COR *W EXP 03/01/202 26829T118 61 43,750 SH   SOLE   43,750 0 0
ECP ENVIRONMENTAL GW OPT COR COM CL A 26829T100 1,706 175,000 SH   SOLE   175,000 0 0
EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 175 250,000 SH   SOLE   250,000 0 0
EDIFY ACQUISITION CORP CL A 28059Q103 4,828 500,000 SH   SOLE   500,000 0 0
EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 47 77,236 SH   SOLE   77,236 0 0
EDTECHX HOLDINGS ACQU CORP I COM CL A 28139A102 1,534 154,473 SH   SOLE   154,473 0 0
EJF ACQUISITION CORP *W EXP 03/10/202 G2955B125 55 66,666 SH   SOLE   66,666 0 0
EJF ACQUISITION CORP CL A SHS G2955B109 1,936 200,000 SH   SOLE   200,000 0 0
ELECTRIC LAST MILE SOLUTNS I *W EXP 08/24/202 28489L112 72 31,959 SH   SOLE   31,959 0 0
ELLIOTT OPPORTUNITY II CORP UNIT 99/99/9999 G30092129 2,503 250,000 SH   SOLE   250,000 0 0
EMPOWER LTD *W EXP 11/30/202 G3R39W110 251 133,333 SH   SOLE   133,333 0 0
EMPOWER LTD CL A COM G3R39W102 5,005 500,000 SH   SOLE   500,000 0 0
EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 39 50,000 SH   SOLE   50,000 0 0
EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 961 98,211 SH   SOLE   98,211 0 0
ENDEAVOUR MINING CORP NOTE 3.000% 2/1 29257YAA2 34,529 30,000,000 PRN   SOLE   30,000,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 3,708 3,000,000 PRN   SOLE   3,000,000 0 0
ENVIRONMENTAL IMPACT ACQU CO *W EXP 09/30/202 29408N114 81 75,000 SH   SOLE   75,000 0 0
ENVIRONMENTAL IMPACT ACQU CO COM CL A 29408N106 1,435 146,300 SH   SOLE   146,300 0 0
EPIPHANY TECHNOLOGY ACQUISIT *W EXP 01/12/202 29429X117 74 66,666 SH   SOLE   66,666 0 0
EPIPHANY TECHNOLOGY ACQUISIT COM CL A 29429X109 1,946 200,000 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 118 100,000 SH   SOLE   100,000 0 0
EQUITY DISTR ACQUISITION COR COM CL A 29465E106 2,958 300,000 SH   SOLE   300,000 0 0
EUROPEAN BIOTECH ACQUTN CORP *W EXP 03/06/202 G3167F128 32 33,333 SH   SOLE   33,333 0 0
EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 974 100,000 SH   SOLE   100,000 0 0
EUROPEAN SUSTAINABLE GROWTH CL A SHS G3194F109 121 12,500 SH   SOLE   12,500 0 0
EUROPEAN SUSTAINABLE GROWTH *W EXP 01/21/202 G3194F117 12 12,500 SH   SOLE   12,500 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 12,340 9,000,000 PRN   SOLE   9,000,000 0 0
EXECUTIVE NETWORK PARTNERING *W EXP 09/25/202 30158L118 124 125,000 SH   SOLE   125,000 0 0
EXECUTIVE NETWORK PARTNERING CL A 30158L100 3,907 401,105 SH   SOLE   401,105 0 0
FALCON CAPITAL ACQUISITN COR *W EXP 08/20/202 30606L116 145 80,999 SH   SOLE   80,999 0 0
FAR PEAK ACQUISITION CORP SHS CL A G3312L103 381 38,271 SH   SOLE   38,271 0 0
FAR PEAK ACQUISITION CORP *W EXP 12/07/202 G3312L111 189 133,333 SH   SOLE   133,333 0 0
FAST ACQUISITION CORP *W EXP 08/25/202 311875116 409 137,094 SH   SOLE   137,094 0 0
FAST ACQUISITION CORP II *W EXP 03/16/202 311874119 31 25,000 SH   SOLE   25,000 0 0
FAST ACQUISITION CORP II CL A 311874101 979 100,000 SH   SOLE   100,000 0 0
FG NEW AMER ACQUISITION CORP COM 30259V106 3,574 350,000 SH   SOLE   350,000 0 0
FIGURE ACQUISITION CORP I *W EXP 03/31/202 302438114 35 25,000 SH   SOLE   25,000 0 0
FIGURE ACQUISITION CORP I COM CL A 302438106 1,000 100,000 SH   SOLE   100,000 0 0
FINANCE OF AMERICA COMPAN *W EXP 04/08/202 31738L115 402 300,000 SH   SOLE   300,000 0 0
FINSERV ACQUISITION CORP II COM CL A 31809Y103 243 25,000 SH   SOLE   25,000 0 0
FINTECH ACQUISITION CORP VI UNIT 06/24/2026 31811H205 252 25,000 SH   SOLE   25,000 0 0
FINTECH EVOLUTION ACQUIS GRO *W EXP 03/31/202 G3R19A120 50 50,000 SH   SOLE   50,000 0 0
FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 1,446 150,000 SH   SOLE   150,000 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 31,779 28,000,000 PRN   SOLE   28,000,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 30,037 30,092,000 PRN   SOLE   30,092,000 0 0
FIRSTMARK HORIZON ACQUISITIO *W EXP 09/26/202 33765Y119 124 81,000 SH   SOLE   81,000 0 0
FIRSTMARK HORIZON ACQUISITIO CL A COM 33765Y101 2,413 243,000 SH   SOLE   243,000 0 0
FLAME ACQUISITION CORP *W EXP 02/26/202 33850F116 54 50,000 SH   SOLE   50,000 0 0
FLAME ACQUISITION CORP COM CL A 33850F108 966 100,000 SH   SOLE   100,000 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 4,566 5,000,000 PRN   SOLE   5,000,000 0 0
FORESIGHT ACQUISITION CORP *W EXP 01/29/202 34552Y114 140 100,624 SH   SOLE   100,624 0 0
FORESIGHT ACQUISITION CORP CL A 34552Y106 4,451 450,000 SH   SOLE   450,000 0 0
FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111 56 40,000 SH   SOLE   40,000 0 0
FOREST ROAD ACQUISITION COR CL A 34619V103 1,960 200,000 SH   SOLE   200,000 0 0
FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 341 35,000 SH   SOLE   35,000 0 0
FORTISTAR SUSTAINABLE SOL CO *W EXP 01/14/202 34962M114 39 35,000 SH   SOLE   35,000 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 62,939 62,500,000 PRN   SOLE   62,500,000 0 0
FORTRESS CAPITAL ACQUISITION *W EXP 99/99/999 G36427121 129 120,052 SH   SOLE   120,052 0 0
FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 5,907 600,261 SH   SOLE   600,261 0 0
FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 14 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 30 25,000 SH   SOLE   25,000 0 0
FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 1,962 200,000 SH   SOLE   200,000 0 0
FORUM MERGER IV CORP *W EXP 03/15/202 349875112 64 50,000 SH   SOLE   50,000 0 0
FORUM MERGER IV CORP CLASS A COM 349875104 1,955 200,000 SH   SOLE   200,000 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 26 24,072 SH   SOLE   24,072 0 0
FREEDOM ACQUISITION I CORP SHS CL A G3663X110 934 96,288 SH   SOLE   96,288 0 0
FRONTIER ACQUISITION CORP *W EXP 03/04/202 G36826124 35 25,000 SH   SOLE   25,000 0 0
FRONTIER ACQUISITION CORP CLASS A ORD SHS G36826108 976 100,000 SH   SOLE   100,000 0 0
FS DEVELOPMENT CORP II COM CL A 30318F100 100 10,000 SH   SOLE   10,000 0 0
FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 290 29,391 SH   SOLE   29,391 0 0
FUSION ACQUISITION CORP *W EXP 06/01/202 36118H113 198 141,750 SH   SOLE   141,750 0 0
FUSION ACQUISITION CORP CL A 36118H105 3,534 355,150 SH   SOLE   355,150 0 0
FUSION ACQUISITION CORP II *W EXP 02/29/202 36118N110 131 133,333 SH   SOLE   133,333 0 0
FUSION ACQUISITION CORP II COM CL A 36118N102 3,868 400,000 SH   SOLE   400,000 0 0
G SQUARED ASCEND I INC *W EXP 02/01/202 G4204R117 73 60,000 SH   SOLE   60,000 0 0
G SQUARED ASCEND I INC SHS CL A G4204R109 2,961 300,000 SH   SOLE   300,000 0 0
G SQUARED ASCEND II INC UNIT 99/99/9999 G42041114 1,001 100,000 SH   SOLE   100,000 0 0
GALILEO ACQUISITION CORP *W EXP 10/31/202 G3770A110 278 237,885 SH   SOLE   237,885 0 0
GALILEO ACQUISITION CORP SHS G3770A102 4,500 450,000 SH   SOLE   450,000 0 0
GAMING & HOSPITALITY ACQU CO *W EXP 02/04/202 364681114 25 23,333 SH   SOLE   23,333 0 0
GAMING & HOSPITALITY ACQU CO COM CL A 364681106 533 54,897 SH   SOLE   54,897 0 0
GCM GROSVENOR INC *W EXP 11/17/202 36831E116 309 200,902 SH   SOLE   200,902 0 0
GENESIS PK ACQUISITION CORP *W EXP 05/27/202 G38245125 240 98,406 SH   SOLE   98,406 0 0
GENESIS PK ACQUISITION CORP SHS CL A G38245109 2,030 196,875 SH   SOLE   196,875 0 0
GIGCAPITAL4 INC *W EXP 02/08/202 37518G119 228 200,000 SH   SOLE   200,000 0 0
GIGCAPITAL4 INC COM 37518G101 6,895 700,000 SH   SOLE   700,000 0 0
GLOBAL BLUE GROUP HOLDING AG *W EXP 08/28/202 H33700115 888 600,000 SH   SOLE   600,000 0 0
GLOBAL PARTNER ACQISTN CORP *W EXP 01/14/202 G3934P128 52 49,432 SH   SOLE   49,432 0 0
GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 2,895 296,594 SH   SOLE   296,594 0 0
GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 694 71,520 SH   SOLE   71,520 0 0
GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 59 75,000 SH   SOLE   75,000 0 0
GO ACQUISITION CORP *W EXP 08/31/202 362019119 147 133,333 SH   SOLE   133,333 0 0
GO ACQUISITION CORP COM 362019101 3,912 400,000 SH   SOLE   400,000 0 0
GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 140 150,000 SH   SOLE   150,000 0 0
GOLDEN FALCON ACQUISITION CO CL A 38102H109 2,916 300,000 SH   SOLE   300,000 0 0
GOOD WORKS ACQUISITION CORP COM 38216X107 995 100,000 SH   SOLE   100,000 0 0
GORES GUGGENHEIM INC *W EXP 03/25/202 38286Q115 27 20,000 SH   SOLE   20,000 0 0
GORES GUGGENHEIM INC CLASS A COM 38286Q107 989 101,304 SH   SOLE   101,304 0 0
GORES HLDGS V INC *W EXP 08/05/202 382864114 122 59,808 SH   SOLE   59,808 0 0
GORES HLDGS V INC COM CL A 382864106 3,535 350,000 SH   SOLE   350,000 0 0
GORES HLDGS VIII INC *W EXP 03/01/202 382863116 49 37,499 SH   SOLE   37,499 0 0
GORES HLDGS VIII INC CL A 382863108 2,976 300,000 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 2,970 300,000 SH   SOLE   300,000 0 0
GORES METROPOULOS II INC CL A 382873107 989 100,000 SH   SOLE   100,000 0 0
GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 72 40,000 SH   SOLE   40,000 0 0
GORES TECHNOLOGY PARTNERS II CLASS A COM 38287L107 1,990 200,000 SH   SOLE   200,000 0 0
GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 25 20,000 SH   SOLE   20,000 0 0
GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 1,005 100,000 SH   SOLE   100,000 0 0
GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 14,601 10,000,000 PRN   SOLE   10,000,000 0 0
GREEN PLAINS INC NOTE 4.000% 7/0 393222AH7 16,414 7,200,000 PRN   SOLE   7,200,000 0 0
GREENROSE ACQUISITION CORP COM 395392103 3,651 365,419 SH   SOLE   365,419 0 0
GREENROSE ACQUISITION CORP *W EXP 08/11/202 395392111 360 500,000 SH   SOLE   500,000 0 0
GROUP NINE ACQUISITION CORP *W EXP 01/15/202 39947R112 138 116,799 SH   SOLE   116,799 0 0
GROUP NINE ACQUISITION CORP COM CL A 39947R104 3,427 350,400 SH   SOLE   350,400 0 0
GS ACQUISITION HLDGS CORP II *W EXP 06/30/202 36258Q113 32 14,359 SH   SOLE   14,359 0 0
GS ACQUISITION HLDGS CORP II COM CL A 36258Q105 2,654 255,150 SH   SOLE   255,150 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 18,106 14,500,000 PRN   SOLE   14,500,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 35,199 30,000,000 PRN   SOLE   30,000,000 0 0
GX ACQUISITION CORP II *W EXP 03/17/202 36260F113 31 33,333 SH   SOLE   33,333 0 0
GX ACQUISITION CORP II CLASS A COM 36260F105 965 100,000 SH   SOLE   100,000 0 0
HALOZYME THERAPEUTICS INC NOTE 1.250%12/0 40637HAB5 22,065 11,250,000 PRN   SOLE   11,250,000 0 0
HAMILTON LANE ALLIANCE HLDGS *W EXP 01/12/202 40749M111 30 33,333 SH   SOLE   33,333 0 0
HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 488 50,000 SH   SOLE   50,000 0 0
HARMONIC INC DBCV 2.000% 9/0 413160AD4 21,844 18,000,000 SH   SOLE   18,000,000 0 0
HAYMAKER ACQUISITION CORP II *W EXP 03/04/202 42087R116 26 25,000 SH   SOLE   25,000 0 0
HAYMAKER ACQUISITION CORP II CLASS A COM 42087R108 968 100,000 SH   SOLE   100,000 0 0
HEALTHCARE CAPITAL CORP *W EXP 12/31/202 42228C119 108 150,000 SH   SOLE   150,000 0 0
HEALTHCARE CAPITAL CORP COM CL A 42228C101 2,889 299,417 SH   SOLE   299,417 0 0
HENNESSY CAPITAL INVS CORP V *W EXP 01/20/202 42589T115 81 33,213 SH   SOLE   33,213 0 0
HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 2,613 258,420 SH   SOLE   258,420 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 11,100 10,087,000 PRN   SOLE   10,087,000 0 0
HIGHLAND TRANSCEND PARTNERS *W EXP 99/99/999 G44690124 37 33,333 SH   SOLE   33,333 0 0
HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 973 100,000 SH   SOLE   100,000 0 0
HOLICITY INC *W EXP 08/04/202 435063110 110 29,779 SH   SOLE   29,779 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 1,893 1,913,000 PRN   SOLE   1,913,000 0 0
HORIZON ACQUISITION CORP *W EXP 08/19/202 G46049113 107 59,999 SH   SOLE   59,999 0 0
HORIZON ACQUISITION CORP COM CL A G46049105 2,736 275,000 SH   SOLE   275,000 0 0
HPX CORP *W EXP 07/14/202 G32219126 132 150,000 SH   SOLE   150,000 0 0
HPX CORP SHS CL A G32219100 2,955 300,000 SH   SOLE   300,000 0 0
HUBSPOT INC NOTE 0.375% 6/0 443573AD2 10,595 5,000,000 PRN   SOLE   5,000,000 0 0
HUDSON EXECUTIVE INVES III *W EXP 02/22/202 44376L115 90 80,000 SH   SOLE   80,000 0 0
HUDSON EXECUTIVE INVES III COM CL A 44376L107 3,902 400,000 SH   SOLE   400,000 0 0
HUDSON EXECUTIVE INVS CORP I *W EXP 01/31/202 443760111 60 50,411 SH   SOLE   50,411 0 0
HUDSON EXECUTIVE INVS CORP I COM CL A 443760103 1,958 201,645 SH   SOLE   201,645 0 0
I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 9,164 9,000,000 PRN   SOLE   9,000,000 0 0
IG ACQUISITION CORP *W EXP 10/05/202 449534114 56 50,000 SH   SOLE   50,000 0 0
IG ACQUISITION CORP COM CL A 449534106 974 100,000 SH   SOLE   100,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 3,165 2,000,000 PRN   SOLE   2,000,000 0 0
INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS G4761A101 248 25,000 SH   SOLE   25,000 0 0
INDIE SEMICONDUCTOR INC *W EXP 06/15/202 45569U119 187 88,586 SH   SOLE   88,586 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 30,865 25,000,000 PRN   SOLE   25,000,000 0 0
INSU ACQUISITION CORP III *W EXP 12/31/202 457817112 39 33,333 SH   SOLE   33,333 0 0
INSU ACQUISITION CORP III COM CL A 457817104 1,942 200,000 SH   SOLE   200,000 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 4,522 5,000,000 PRN   SOLE   5,000,000 0 0
INVACARE CORP NOTE 5.000%11/1 461203AL5 2,059 2,075,000 PRN   SOLE   2,075,000 0 0
ION ACQUISITION CORP 2 LTD SHS CL A G49393104 1,484 150,000 SH   SOLE   150,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 38,742 41,774,000 PRN   SOLE   41,774,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 11,014 10,000,000 SH   SOLE   10,000,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 12,212 10,416,000 PRN   SOLE   10,416,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 5,171 5,165,000 PRN   SOLE   5,165,000 0 0
ISLEWORTH HEALTHCARE ACQU CO *W EXP 08/02/202 46468P110 53 75,000 SH   SOLE   75,000 0 0
ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 1,463 149,316 SH   SOLE   149,316 0 0
ITHAX ACQUISITION CORP *W EXP 02/01/202 G49775128 34 50,000 SH   SOLE   50,000 0 0
ITHAX ACQUISITION CORP CL A SHS G49775102 495 50,924 SH   SOLE   50,924 0 0
ITIQUIRA ACQUISITION CORP *W EXP 02/03/202 G49773115 21 25,000 SH   SOLE   25,000 0 0
ITIQUIRA ACQUISITION CORP CL A SHS G49773107 482 50,000 SH   SOLE   50,000 0 0
IVANHOE CAPITAL ACQUISTIN CO *W EXP 01/08/202 G4R87P106 31 16,666 SH   SOLE   16,666 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 98,212 48,423,000 PRN   SOLE   48,423,000 0 0
JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 223 274,854 SH   SOLE   274,854 0 0
JACK CREEK INVESTMENT CORP CL A SHS G4989X115 5,294 549,708 SH   SOLE   549,708 0 0
JAWS HURRICANE ACQUISITN COR UNIT 06/08/2026 47201B202 1,006 100,000 SH   SOLE   100,000 0 0
JAWS JUGGERNAUT ACQUISITN CO UNIT 06/17/2026 G50735128 1,006 100,000 SH   SOLE   100,000 0 0
JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 51 40,680 SH   SOLE   40,680 0 0
JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 2,440 250,000 SH   SOLE   250,000 0 0
JAWS SPITFIRE ACQUISITION CO *W EXP 12/01/202 G50740110 34 17,500 SH   SOLE   17,500 0 0
JAWS SPITFIRE ACQUISITION CO SHS CL A G50740102 3,003 300,000 SH   SOLE   300,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 8,859 8,000,000 PRN   SOLE   8,000,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 76,402 75,452,000 PRN   SOLE   75,452,000 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 102 100,000 SH   SOLE   100,000 0 0
JOFF FINTECH ACQUISITION COR COM CL A 46592C100 2,898 300,000 SH   SOLE   300,000 0 0
KADEM SUSTAINABLE IMPACT COR *W EXP 03/16/202 48284E113 657 865,000 SH   SOLE   865,000 0 0
KADEM SUSTAINABLE IMPACT COR CLASS A COM 48284E105 16,625 1,730,000 SH   SOLE   1,730,000 0 0
KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 99 125,000 SH   SOLE   125,000 0 0
KAIROS ACQUISITION CORP CL A SHS G52110114 2,422 249,700 SH   SOLE   249,700 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 18,085 11,500,000 PRN   SOLE   11,500,000 0 0
KENSINGTON CAPITAL ACQUISITI *W EXP 02/23/202 49006L112 22 12,500 SH   SOLE   12,500 0 0
KENSINGTON CAPITAL ACQUISITI COM CL A 49006L104 2,226 223,711 SH   SOLE   223,711 0 0
KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 65 62,500 SH   SOLE   62,500 0 0
KERNEL GROUP HOLDINGS INC CL A SHS G5259L103 1,281 131,941 SH   SOLE   131,941 0 0
KHOSLA VENTURES ACQUISITION CL A 482504107 2,473 250,000 SH   SOLE   250,000 0 0
KHOSLA VENTURES ACQUSTN CO I COM CL A 482505104 1,491 150,000 SH   SOLE   150,000 0 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 1,481 150,000 SH   SOLE   150,000 0 0
KINGSWOOD ACQUISITION CORP COM CL A 496861105 1,253 124,916 SH   SOLE   124,916 0 0
KINGSWOOD ACQUISITION CORP *W EXP 05/01/202 496861113 89 127,500 SH   SOLE   127,500 0 0
KINS TECHNOLOGY GROUP INC *W EXP 10/14/202 49714K117 126 150,000 SH   SOLE   150,000 0 0
KISMET ACQUISITION ONE CORP *W EXP 99/99/999 G52753111 150 124,999 SH   SOLE   124,999 0 0
KISMET ACQUISITION ONE CORP SHS G52753103 5,996 605,042 SH   SOLE   605,042 0 0
KISMET ACQUISITION THREE COR *W EXP 06/30/202 G5276C102 41 49,999 SH   SOLE   49,999 0 0
KISMET ACQUISITION THREE COR CL A SHARES G5276C110 1,445 149,399 SH   SOLE   149,399 0 0
KISMET ACQUISITION TWO CORP *W EXP 06/30/202 G52807115 33 36,530 SH   SOLE   36,530 0 0
KISMET ACQUISITION TWO CORP CL A SHS G52807107 1,055 109,291 SH   SOLE   109,291 0 0
KKR ACQUISITION HOLDING I CO *W EXP 99/99/999 48253T117 30 25,000 SH   SOLE   25,000 0 0
KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 982 100,000 SH   SOLE   100,000 0 0
KL ACQUISITION CORP *W EXP 01/12/202 49837C117 31 33,333 SH   SOLE   33,333 0 0
KL ACQUISITION CORP COM CL A 49837C109 472 48,650 SH   SOLE   48,650 0 0
KLUDEIN I ACQUISITION CORP CL A 49878L109 244 25,000 SH   SOLE   25,000 0 0
KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 19 25,000 SH   SOLE   25,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 29,350 26,180,000 PRN   SOLE   26,180,000 0 0
L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 32 33,333 SH   SOLE   33,333 0 0
L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125 970 100,000 SH   SOLE   100,000 0 0
L&F ACQUISITION CORP *W EXP 05/23/202 G53702117 62 75,000 SH   SOLE   75,000 0 0
L&F ACQUISITION CORP SHS CL A G53702109 1,339 134,214 SH   SOLE   134,214 0 0
LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 138 119,892 SH   SOLE   119,892 0 0
LAZARD GROWTH ACQUISITION CO SHS G54035103 5,863 599,464 SH   SOLE   599,464 0 0
LDH GROWTH CORP I CLASS A ORD SHS G54094100 195 20,000 SH   SOLE   20,000 0 0
LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 44 40,500 SH   SOLE   40,500 0 0
LEGATO MERGER CORP *W EXP 12/31/202 52473X114 138 75,000 SH   SOLE   75,000 0 0
LEGATO MERGER CORP COM 52473X106 1,503 150,000 SH   SOLE   150,000 0 0
LEISURE ACQUISITION CORP *W EXP 99/99/999 52539T115 105 100,000 SH   SOLE   100,000 0 0
LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 73 75,000 SH   SOLE   75,000 0 0
LEO HLDGS CORP II COM CL A G5463R102 2,915 300,000 SH   SOLE   300,000 0 0
LEO HOLDINGS III CORP *W EXP 03/02/202 G5463T124 26 22,298 SH   SOLE   22,298 0 0
LEO HOLDINGS III CORP SHS CL A G5463T108 2,961 300,000 SH   SOLE   300,000 0 0
LERER HIPPEAU ACQUISITION CO CL A 526749106 1,232 125,000 SH   SOLE   125,000 0 0
LEVERE HOLDINGS CORP *W EXP 03/09/202 G5462L122 31 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
LGL SYS ACQUISITION CORP *W EXP 11/12/202 50201G114 690 378,095 SH   SOLE   378,095 0 0
LGL SYS ACQUISITION CORP COM CL A 50201G106 6,119 612,515 SH   SOLE   612,515 0 0
LIBERTY INTERACTIVE LLC NOTE 1.750% 9/1 530610AD6 67,415 31,759,000 PRN   SOLE   31,759,000 0 0
LIBERTY LATIN AMERICA LTD NOTE 2.000% 7/1 53069QAB5 10,210 10,000,000 PRN   SOLE   10,000,000 0 0
LIVANOVA PLC NOTE 3.000% 12/1 538030AB3 37,602 24,250,000 PRN   SOLE   24,250,000 0 0
LIVE OAK ACQUISITION CORP II COM CL A 53804W106 625 63,000 SH   SOLE   63,000 0 0
LIVE OAK MOBILITY ACQUISI CO *W EXP 03/04/202 538126111 61 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
LMF ACQUISITION OPPORTUNIT I CL A COM 502015100 396 40,000 SH   SOLE   40,000 0 0
LMF ACQUISITION OPPORTUNIT I *W EXP 01/26/202 502015118 20 40,000 SH   SOLE   40,000 0 0
LOCUST WALK ACQUISITION CORP *W EXP 12/31/202 54015L111 33 33,333 SH   SOLE   33,333 0 0
LOCUST WALK ACQUISITION CORP COM CL A 54015L103 989 100,000 SH   SOLE   100,000 0 0
LONGVIEW ACQUISITION CORP II *W EXP 99/99/999 54319Q113 41 30,000 SH   SOLE   30,000 0 0
LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 1,470 150,000 SH   SOLE   150,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 14,632 10,000,000 PRN   SOLE   10,000,000 0 0
MALACCA STRAITS ACQUISITION *W EXP 99/99/999 G5859B109 32 32,637 SH   SOLE   32,637 0 0
MARLIN TECHNOLOGY CORP *W EXP 01/12/202 G58411110 138 116,666 SH   SOLE   116,666 0 0
MARLIN TECHNOLOGY CORP CL A SHS G58411102 3,388 350,000 SH   SOLE   350,000 0 0
MARQUEE RAINE ACQUISITION CO CL A SHS G58442107 297 30,000 SH   SOLE   30,000 0 0
MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 60 66,667 SH   SOLE   66,667 0 0
MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 1,919 198,700 SH   SOLE   198,700 0 0
MATCH GROUP FINANCECO NOTE 0.875% 10/0 44931RAA0 333,001 90,696,000 PRN   SOLE   90,696,000 0 0
MCAP ACQUISITION CORP *W EXP 03/02/202 55282T117 35 33,333 SH   SOLE   33,333 0 0
MCAP ACQUISITION CORP COM CL A 55282T109 962 100,000 SH   SOLE   100,000 0 0
MDH ACQUISITION CORP *W EXP 02/02/202 55283P114 62 75,000 SH   SOLE   75,000 0 0
MDH ACQUISITION CORP COM CL A 55283P106 1,446 150,000 SH   SOLE   150,000 0 0
MEDTECH ACQUISITION CORP COM CL A 58507N105 194 20,000 SH   SOLE   20,000 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 117,872 33,112,000 PRN   SOLE   33,112,000 0 0
MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 341 286,595 SH   SOLE   286,595 0 0
MERIDA MERGER CORP I COM 58953M106 4,921 494,532 SH   SOLE   494,532 0 0
MODEL N INC NOTE 2.625% 6/0 607525AB8 15,851 12,440,000 PRN   SOLE   12,440,000 0 0
MONTES ARCHIMEDES ACQUISITIO *W EXP 99/99/999 612657114 308 200,000 SH   SOLE   200,000 0 0
MONTES ARCHIMEDES ACQUISITIO COM CL A 612657106 4,945 500,000 SH   SOLE   500,000 0 0
MONUMENT CIRCLE ACQUISITN CO *W EXP 01/14/202 61531M119 92 125,000 SH   SOLE   125,000 0 0
MONUMENT CIRCLE ACQUISITN CO COM CL A 61531M101 2,421 250,000 SH   SOLE   250,000 0 0
MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 38 50,000 SH   SOLE   50,000 0 0
MORINGA ACQUISITION CORP CL A SHS G6S23K108 965 100,000 SH   SOLE   100,000 0 0
MOTION ACQUISITION CORP COM CL A 61980M107 994 100,000 SH   SOLE   100,000 0 0
MOTIVE CAPITAL CORP *W EXP 12/31/202 G6293A111 127 133,333 SH   SOLE   133,333 0 0
MOTIVE CAPITAL CORP SHS CL A G6293A103 3,908 400,000 SH   SOLE   400,000 0 0
MULTIPLAN CORPORATION *W EXP 02/13/202 62548M118 1,413 625,000 SH   SOLE   625,000 0 0
NANOSTRING TECHNOLOGIES INC NOTE 2.625% 3/0 63009RAD1 22,938 14,430,000 PRN   SOLE   14,430,000 0 0
NATERA INC NOTE 2.250% 5/0 632307AB0 41,018 13,500,000 PRN   SOLE   13,500,000 0 0
NAVSIGHT HLDGS INC *W EXP 01/01/203 639358118 255 150,000 SH   SOLE   150,000 0 0
NAVSIGHT HLDGS INC CL A 639358100 2,994 300,000 SH   SOLE   300,000 0 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 22,199 9,500,000 PRN   SOLE   9,500,000 0 0
NEBULA CARAVEL ACQUISITION C COM CL A 629070103 1,499 150,000 SH   SOLE   150,000 0 0
NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 39,254 27,500,000 PRN   SOLE   27,500,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 60,497 45,447,000 PRN   SOLE   45,447,000 0 0
NEW BEGINNINGS ACQUISITION C COM 64222H100 4,500 450,000 SH   SOLE   450,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 39,463 39,501,000 PRN   SOLE   39,501,000 0 0
NEW VISTA ACQUISITION CORP *W EXP 02/01/202 G6529L121 75 76,015 SH   SOLE   76,015 0 0
NEW VISTA ACQUISITION CORP CL A SHS G6529L105 2,205 228,048 SH   SOLE   228,048 0 0
NEWHOLD INVESTMENT CORP *W EXP 03/10/202 651448110 87 50,000 SH   SOLE   50,000 0 0
NEWHOLD INVESTMENT CORP COM CL A 651448102 1,003 100,000 SH   SOLE   100,000 0 0
NEXTGEN ACQUISITION CORP CL A G65305107 5,964 600,000 SH   SOLE   600,000 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 31,547 10,579,000 PRN   SOLE   10,579,000 0 0
NIGHTDRAGON ACQUISITION CORP *W EXP 02/26/202 65413D113 14 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 54 66,666 SH   SOLE   66,666 0 0
NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 1,934 200,000 SH   SOLE   200,000 0 0
NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 124 116,667 SH   SOLE   116,667 0 0
NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 3,402 350,000 SH   SOLE   350,000 0 0
NORTH MOUNTAIN MERGER CORP *W EXP 09/16/202 661204115 130 100,000 SH   SOLE   100,000 0 0
NORTH MOUNTAIN MERGER CORP COM CL A 661204107 1,813 186,338 SH   SOLE   186,338 0 0
NORTHERN GENESIS ACQUISITION *W EXP 01/15/202 66516U119 80 50,000 SH   SOLE   50,000 0 0
NORTHERN GENESIS ACQUISITION COMMON STOCK 66516U101 1,990 200,000 SH   SOLE   200,000 0 0
NORTHERN STAR INVEST CORP II *W EXP 02/25/202 66574L118 22 16,666 SH   SOLE   16,666 0 0
NORTHERN STAR INVEST CORP II COM CL A 66574L100 978 100,000 SH   SOLE   100,000 0 0
NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119 21 16,666 SH   SOLE   16,666 0 0
NORTHERN STAR INVEST CORP IV COM CL A 66575B101 985 100,000 SH   SOLE   100,000 0 0
NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 49 20,000 SH   SOLE   20,000 0 0
NORTHERN STAR INVSTMNT CORP COM CLASS A 66573W107 5,671 569,371 SH   SOLE   569,371 0 0
NORTONLIFELOCK INC NOTE 2.000% 8/1 668771AA6 60,162 43,517,000 PRN   SOLE   43,517,000 0 0
NOVUS CAPITAL CORPORATION II *W EXP 02/02/202 67012W112 118 100,000 SH   SOLE   100,000 0 0
NOVUS CAPITAL CORPORATION II COM CL A 67012W104 2,925 300,000 SH   SOLE   300,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 5,848 5,000,000 SH   SOLE   5,000,000 0 0
NUTANIX INC NOTE 1/1 67059NAB4 7,952 7,500,000 PRN   SOLE   7,500,000 0 0
NUVASIVE INC NOTE 1.000% 6/0 670704AL9 47,673 45,500,000 PRN   SOLE   45,500,000 0 0
OAKTREE ACQUISITION CORP II *W EXP 09/15/202 G6715X111 86 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 31 50,000 SH   SOLE   50,000 0 0
OKTA INC NOTE 0.375% 6/1 679295AF2 23,135 18,550,000 PRN   SOLE   18,550,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 32,656 22,598,000 PRN   SOLE   22,598,000 0 0
OMEGA ALPHA SPAC CL A G6749V107 100 10,000 SH   SOLE   10,000 0 0
OMEROS CORP NOTE 6.250%11/1 682143AE2 2,232 2,000,000 PRN   SOLE   2,000,000 0 0
ONE *W EXP 08/17/202 G7000X121 64 28,034 SH   SOLE   28,034 0 0
ONE COM CL A G7000X105 2,495 250,000 SH   SOLE   250,000 0 0
ONE EQUITY PARTNERS OPEN WTR *W EXP 01/14/202 68237L113 90 100,000 SH   SOLE   100,000 0 0
ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 2,909 299,900 SH   SOLE   299,900 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 2,957 2,250,000 PRN   SOLE   2,250,000 0 0
ORION ACQUISITION CORP COM CL A 68626A108 338 35,000 SH   SOLE   35,000 0 0
OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 340 198,855 SH   SOLE   198,855 0 0
OSPREY TECHNLGY AQUISTION CO COM CL A 68839R104 6,095 610,090 SH   SOLE   610,090 0 0
OTR ACQUISITION CORP *W EXP 11/30/202 67113Q113 126 150,000 SH   SOLE   150,000 0 0
OTR ACQUISITION CORP COM CL A 67113Q105 2,612 260,114 SH   SOLE   260,114 0 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 11,879 10,772,000 PRN   SOLE   10,772,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 46,087 31,500,000 PRN   SOLE   31,500,000 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 54,456 40,000,000 PRN   SOLE   40,000,000 0 0
PATHFINDER ACQUISITION CORP CL A G04119106 390 40,000 SH   SOLE   40,000 0 0
PAYONEER GLOBAL INC *W EXP 06/25/202 70451X112 286 120,711 SH   SOLE   120,711 0 0
PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 2,389 1,991,000 PRN   SOLE   1,991,000 0 0
PERELLA WEINBERG PARTNERS *W EXP 12/31/202 71367G110 125 45,000 SH   SOLE   45,000 0 0
PERIDOT ACQUISITION CORP *W EXP 11/30/202 G7008A107 99 34,584 SH   SOLE   34,584 0 0
PERIDOT ACQUISITION CORP II *W EXP 04/30/202 G7008B121 53 50,000 SH   SOLE   50,000 0 0
PERIDOT ACQUISITION CORP II SHS CL A G7008B105 2,440 250,000 SH   SOLE   250,000 0 0
PERIPHAS CAPITAL PARTNERING *W EXP 12/10/202 713895118 32 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
PG&E CORP UNIT 99/99/9999 69331C140 2,532 25,000 SH   SOLE   25,000 0 0
PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111 115 66,666 SH   SOLE   66,666 0 0
PIONEER MERGER CORP CL A SHS G7S24C103 5,946 600,000 SH   SOLE   600,000 0 0
PIVOTAL INVESTMENT CORP III *W EXP 01/28/202 72582M114 74 60,000 SH   SOLE   60,000 0 0
PIVOTAL INVESTMENT CORP III COM CL A 72582M106 2,925 300,000 SH   SOLE   300,000 0 0
PLAYSTUDIOS INC *W EXP 06/17/202 72815G116 192 104,019 SH   SOLE   104,019 0 0
PLUM ACQUISITION CORP I *W EXP 03/15/202 G7134L118 21 20,000 SH   SOLE   20,000 0 0
PLUM ACQUISITION CORP I CLASS A ORD SHS G7134L126 971 100,000 SH   SOLE   100,000 0 0
PMV CONSUMER ACQUISITION COR *W EXP 08/31/202 693486110 172 200,000 SH   SOLE   200,000 0 0
PMV CONSUMER ACQUISITION COR COM 693486102 3,900 400,000 SH   SOLE   400,000 0 0
POEMA GLOBAL HOLDINGS CORP CL A SHS G7154B107 726 75,000 SH   SOLE   75,000 0 0
POEMA GLOBAL HOLDINGS CORP *W EXP 01/08/202 G7154B115 56 75,000 SH   SOLE   75,000 0 0
PONTEM CORPORATION *W EXP 01/05/202 G71707122 62 66,666 SH   SOLE   66,666 0 0
PONTEM CORPORATION SHS CL A G71707106 1,944 200,000 SH   SOLE   200,000 0 0
POPULATION HEALTH INVS CO IN *W EXP 10/01/202 G71716115 135 117,699 SH   SOLE   117,699 0 0
POPULATION HEALTH INVS CO IN SHS CL A G71716107 3,464 353,100 SH   SOLE   353,100 0 0
POST HOLDINGS PARTNERING COR UNIT 99/99/9999 737465203 1,030 99,097 SH   SOLE   99,097 0 0
POWER & DIGITAL INFRA ACQ CO *W EXP 02/12/202 739190114 66 50,000 SH   SOLE   50,000 0 0
POWER & DIGITAL INFRA ACQ CO COM CL A 739190106 1,966 200,000 SH   SOLE   200,000 0 0
POWERED BRANDS *W EXP 01/07/202 G7209M116 16 16,666 SH   SOLE   16,666 0 0
POWERED BRANDS CL A G7209M108 485 50,000 SH   SOLE   50,000 0 0
PRETIUM RES INC NOTE 2.250% 3/1 74139CAB8 9,616 9,454,000 PRN   SOLE   9,454,000 0 0
PRIMAVERA CAPITAL ACQUIST CO *W EXP 01/19/202 G7255E117 21 20,000 SH   SOLE   20,000 0 0
PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 391 40,000 SH   SOLE   40,000 0 0
PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 100 100,000 SH   SOLE   100,000 0 0
PRIME IMPACT ACQUISITION I SHS CL A G61074103 2,925 300,000 SH   SOLE   300,000 0 0
PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110 167 166,666 SH   SOLE   166,666 0 0
PRIVETERRA ACQUISITION CORP CL A 74275N102 4,817 499,735 SH   SOLE   499,735 0 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 10,133 8,064,000 PRN   SOLE   8,064,000 0 0
PROPTECH INVESTMENT CORP II *W EXP 12/08/202 743497117 85 83,333 SH   SOLE   83,333 0 0
PROPTECH INVESTMENT CORP II COM CL A 743497109 1,179 120,999 SH   SOLE   120,999 0 0
PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 5,159 5,075,000 PRN   SOLE   5,075,000 0 0
PROSPECTOR CAPITAL CORP *W EXP 01/01/202 G7273A113 30 33,333 SH   SOLE   33,333 0 0
PROSPECTOR CAPITAL CORP CL A G7273A105 970 100,000 SH   SOLE   100,000 0 0
PROVIDENT ACQUISITION CORP *W EXP 01/08/202 G7282L126 39 50,000 SH   SOLE   50,000 0 0
PROVIDENT ACQUISITION CORP CL A G7282L100 570 58,907 SH   SOLE   58,907 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 16,885 15,519,000 PRN   SOLE   15,519,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 25,648 24,445,000 PRN   SOLE   24,445,000 0 0
PWP FORWARD ACQUISITION CORP *W EXP 03/12/202 74709Q119 53 50,000 SH   SOLE   50,000 0 0
PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 2,443 250,000 SH   SOLE   250,000 0 0
QELL ACQUISITION CORP *W EXP 10/01/202 G7307X113 68 41,999 SH   SOLE   41,999 0 0
QELL ACQUISITION CORP CL A G7307X105 4,969 499,410 SH   SOLE   499,410 0 0
QUEENS GAMBIT GROWTH CAPITAL *W EXP 01/19/202 G7315C119 102 100,000 SH   SOLE   100,000 0 0
QUEENS GAMBIT GROWTH CAPITAL CL A SHS G7315C101 1,458 150,000 SH   SOLE   150,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 4,714 5,000,000 PRN   SOLE   5,000,000 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 13,585 10,250,000 PRN   SOLE   10,250,000 0 0
RAPID7 INC NOTE 2.250% 5/0 753422AD6 55,185 33,000,000 PRN   SOLE   33,000,000 0 0
RAPID7 INC NOTE 0.250% 3/1 753422AE4 83,490 75,000,000 PRN   SOLE   75,000,000 0 0
RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 38 50,000 SH   SOLE   50,000 0 0
RECHARGE ACQUISITION CORP COM CL A 756229100 980 100,000 SH   SOLE   100,000 0 0
REDBALL ACQUISITION CORP *W EXP 08/17/202 G7417R113 259 239,817 SH   SOLE   239,817 0 0
REDBALL ACQUISITION CORP COM CL A G7417R105 6,952 711,606 SH   SOLE   711,606 0 0
REINVENT TECHNOLOGY PARTNERS *W EXP 03/12/202 G7484L122 45 25,000 SH   SOLE   25,000 0 0
REINVENT TECHNOLOGY PARTNERS CLASS A ORD SHS G7484L106 1,978 200,000 SH   SOLE   200,000 0 0
REINVENT TECHNOLOGY PARTNERS SHS CL A G74847107 3,476 350,000 SH   SOLE   350,000 0 0
REINVENT TECHNOLOGY PARTNERS CL A G7483N129 3,992 400,000 SH   SOLE   400,000 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 9,536 5,307,000 PRN   SOLE   5,307,000 0 0
REVOLUTION ACCELERTN ACQU CO *W EXP 12/01/202 76156P114 68 33,333 SH   SOLE   33,333 0 0
REVOLUTION ACCELERTN ACQU CO COM CL A 76156P106 3,490 350,000 SH   SOLE   350,000 0 0
REVOLUTION HEALTHCAR AQ CORP *W EXP 12/31/202 76155Y116 55 40,000 SH   SOLE   40,000 0 0
REVOLUTION HEALTHCAR AQ CORP CLASS A COM 76155Y108 1,964 200,000 SH   SOLE   200,000 0 0
RICE ACQUISITION CORP II UNIT 99/99/9999 G75529118 1,022 100,000 SH   SOLE   100,000 0 0
RMG ACQUISITION CORP II *W EXP 12/27/202 G76083123 195 116,666 SH   SOLE   116,666 0 0
RMG ACQUISITION CORP II CL A SHS G76083107 3,483 350,000 SH   SOLE   350,000 0 0
RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 72 59,999 SH   SOLE   59,999 0 0
RMG ACQUISITION CORP III CL A SHS G76088106 2,925 300,000 SH   SOLE   300,000 0 0
ROCKET INTERNET GRWT OPRT CO *W EXP 99/99/999 G7613T129 32 25,000 SH   SOLE   25,000 0 0
ROCKET INTERNET GRWT OPRT CO SHS CL A G7613T103 970 100,000 SH   SOLE   100,000 0 0
ROSECLIFF ACQUISITION CORP I *W EXP 02/11/202 77732R111 50 66,666 SH   SOLE   66,666 0 0
ROSECLIFF ACQUISITION CORP I COM CL A 77732R103 1,940 200,000 SH   SOLE   200,000 0 0
ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 64 66,666 SH   SOLE   66,666 0 0
ROSS ACQUISITION CORP II SHS CL A G7641C106 1,940 200,000 SH   SOLE   200,000 0 0
ROTH CH ACQUISITION II CO *W EXP 09/16/202 778673111 41 25,000 SH   SOLE   25,000 0 0
ROTH CH ACQUISITION III CO COM 77867Q102 987 100,000 SH   SOLE   100,000 0 0
ROTOR ACQUISITION CORP *W EXP 06/15/202 77879W113 30 25,000 SH   SOLE   25,000 0 0
ROTOR ACQUISITION CORP COM 77879W105 998 100,000 SH   SOLE   100,000 0 0
SANDBRIDGE ACQUISITION CORP *W EXP 09/14/202 799793112 139 100,000 SH   SOLE   100,000 0 0
SANDBRIDGE ACQUISITION CORP COM CL A 799793104 2,495 250,000 SH   SOLE   250,000 0 0
SARISSA CAPITAL ACQUISITN CO *W EXP 10/23/202 G7823W110 68 51,134 SH   SOLE   51,134 0 0
SARISSA CAPITAL ACQUISITN CO CL A G7823W102 1,370 138,063 SH   SOLE   138,063 0 0
SC HEALTH CORP COM CL A G78516203 1,008 100,000 SH   SOLE   100,000 0 0
SCIENCE STRATEGIC ACQ ALPHA *W EXP 01/20/202 808641112 20 23,000 SH   SOLE   23,000 0 0
SCIENCE STRATEGIC ACQ ALPHA COM CL A 808641104 341 35,143 SH   SOLE   35,143 0 0
SCION TECH GROWTH I *W EXP 11/01/202 G31067112 176 166,666 SH   SOLE   166,666 0 0
SCION TECH GROWTH I CL A SHS G31067104 4,885 500,000 SH   SOLE   500,000 0 0
SCION TECH GROWTH II *W EXP 01/28/202 G31070116 45 50,000 SH   SOLE   50,000 0 0
SCION TECH GROWTH II CL A SHS G31070108 1,455 150,000 SH   SOLE   150,000 0 0
SCP & CO HEALTHCARE ACQUSTN *W EXP 01/27/202 784065112 85 100,000 SH   SOLE   100,000 0 0
SCP & CO HEALTHCARE ACQUSTN COM CL A 784065104 1,936 200,000 SH   SOLE   200,000 0 0
SCVX CORP *W EXP 01/24/202 G79448117 319 298,300 SH   SOLE   298,300 0 0
SCVX CORP COM G79448208 5,310 536,940 SH   SOLE   536,940 0 0
SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116 213 250,000 SH   SOLE   250,000 0 0
SENIOR CONNECT ACQUISITN COR COM CL A 81723H108 4,865 500,000 SH   SOLE   500,000 0 0
SEVEN OAKS ACQUISITION CORP COM CL A 81787X106 1,379 139,468 SH   SOLE   139,468 0 0
SILVER CREST ACQUISITION COR *W EXP 12/15/202 G81355128 149 175,000 SH   SOLE   175,000 0 0
SILVER CREST ACQUISITION COR CL A SHS G81355102 3,375 349,769 SH   SOLE   349,769 0 0
SILVER SPIKE ACQUISITN CORP *W EXP 02/26/202 G8201H113 33 25,000 SH   SOLE   25,000 0 0
SILVER SPIKE ACQUISITN CORP CLASS A ORD SHS G8201H105 975 100,000 SH   SOLE   100,000 0 0
SILVERBOX ENGAGED MERGER CO *W EXP 06/02/202 82836L119 33 41,666 SH   SOLE   41,666 0 0
SILVERBOX ENGAGED MERGER CO COM CL A 82836L101 1,212 124,911 SH   SOLE   124,911 0 0
SIMON PROPERTY GRP ACQ HOLDI *W EXP 02/04/202 82880R111 71 52,067 SH   SOLE   52,067 0 0
SIMON PROPERTY GRP ACQ HOLDI COM CL A 82880R103 2,538 260,342 SH   SOLE   260,342 0 0
SKILLSOFT CORP *W EXP 06/11/202 83066P119 87 40,353 SH   SOLE   40,353 0 0
SLACK TECHNOLOGIES INC NOTE 0.500% 4/1 83088VAB8 311,459 205,779,000 PRN   SOLE   205,779,000 0 0
SLAM CORP *W EXP 02/23/202 G8210L121 71 62,500 SH   SOLE   62,500 0 0
SLAM CORP CL A SHS G8210L105 2,423 250,000 SH   SOLE   250,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 66,497 22,000,000 PRN   SOLE   22,000,000 0 0
SNAP INC NOTE 0.250% 5/0 83304AAD8 130,820 41,500,000 PRN   SOLE   41,500,000 0 0
SOARING EAGLE ACQUISITION CO *W EXP 02/23/202 G8354H118 165 50,000 SH   SOLE   50,000 0 0
SOARING EAGLE ACQUISITION CO CL A SHS G8354H126 4,482 450,000 SH   SOLE   450,000 0 0
SOC TELEMED INC *W EXP 11/30/202 78472F119 147 150,000 SH   SOLE   150,000 0 0
SOCIAL CAP SUVRETTA HLD CRPI CLASS A ORD SHS G8253W109 758 75,000 SH   SOLE   75,000 0 0
SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 758 75,000 SH   SOLE   75,000 0 0
SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253T106 758 75,000 SH   SOLE   75,000 0 0
SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 759 75,000 SH   SOLE   75,000 0 0
SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G8251L113 130 63,000 SH   SOLE   63,000 0 0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 3,302 323,731 SH   SOLE   323,731 0 0
SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 52 50,000 SH   SOLE   50,000 0 0
SOCIAL LEVERAGE ACQUISN CORP COM CL A 83363K102 1,944 200,000 SH   SOLE   200,000 0 0
SPARTAN ACQUISITION CORP II *W EXP 11/28/202 846775112 254 141,200 SH   SOLE   141,200 0 0
SPARTAN ACQUISITION CORP II COM 846775104 2,498 250,000 SH   SOLE   250,000 0 0
SPARTAN ACQUISITION CORP III *W EXP 02/04/202 84677R114 69 56,965 SH   SOLE   56,965 0 0
SPARTAN ACQUISITION CORP III COM CL A 84677R106 2,228 227,862 SH   SOLE   227,862 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 37,954 32,500,000 PRN   SOLE   32,500,000 0 0
SPORTS ENTERTAINMENT ACQU CO *W EXP 10/30/202 84918M114 655 300,543 SH   SOLE   300,543 0 0
SPORTS ENTERTAINMENT ACQU CO COM CL A 84918M106 6,059 601,086 SH   SOLE   601,086 0 0
SPORTS VENTURES ACQUISIN COR *W EXP 11/30/202 G8372A129 33 33,333 SH   SOLE   33,333 0 0
SPORTS VENTURES ACQUISIN COR CL A SHS G8372A103 378 38,961 SH   SOLE   38,961 0 0
SPORTSTEK ACQUISITION CORP *W EXP 02/16/202 849196118 76 100,000 SH   SOLE   100,000 0 0
SPORTSTEK ACQUISITION CORP COM CL A 849196100 1,924 200,000 SH   SOLE   200,000 0 0
SPRING VY ACQUISITION CORP CL A G8377A108 1,001 100,000 SH   SOLE   100,000 0 0
SQUARE INC NOTE 0.125% 3/0 852234AF0 5,156 2,500,000 PRN   SOLE   2,500,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 121,874 38,923,000 PRN   SOLE   38,923,000 0 0
STAR PEAK CORP II *W EXP 12/24/202 855179115 16 10,000 SH   SOLE   10,000 0 0
STAR PEAK CORP II COM CL A 855179107 1,485 150,000 SH   SOLE   150,000 0 0
STARBOARD VALUE ACQUISITN CO *W EXP 09/10/202 85521J117 108 56,696 SH   SOLE   56,696 0 0
STARBOARD VALUE ACQUISITN CO COM CL A 85521J109 7,000 700,000 SH   SOLE   700,000 0 0
SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128 24 20,000 SH   SOLE   20,000 0 0
SUPERNOVA PARTN ACQ CO III L SHS CL A G8T90F102 973 100,000 SH   SOLE   100,000 0 0
SUPERNOVA PARTNERS ACQUISITI *W EXP 10/16/202 86846V116 81 54,000 SH   SOLE   54,000 0 0
SUPERNOVA PARTNERS ACQUISITI COM CL A 86846V108 3,972 400,000 SH   SOLE   400,000 0 0
SUPERNOVA PARTNERS ACQUISTN *W EXP 99/99/999 G8T86C121 60 50,000 SH   SOLE   50,000 0 0
SUPERNOVA PARTNERS ACQUISTN SHS CL A G8T86C105 1,942 200,000 SH   SOLE   200,000 0 0
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 23,040 23,328,000 PRN   SOLE   23,328,000 0 0
SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 39 37,500 SH   SOLE   37,500 0 0
SUSTAINABLE DEVELP ACQU I CO COM CL A 86934L103 728 75,000 SH   SOLE   75,000 0 0
SUSTAINABLE OPPORTNTS ACQ CO *W EXP 99/99/999 G8598Y117 97 67,500 SH   SOLE   67,500 0 0
SVF INVESTMENT CORP *W EXP 12/20/202 G8601L128 27 18,000 SH   SOLE   18,000 0 0
SVF INVESTMENT CORP CL A SHS G8601L102 889 90,000 SH   SOLE   90,000 0 0
SVF INVESTMENT CORP 2 CL A SHS G8601M100 100 10,000 SH   SOLE   10,000 0 0
SVF INVESTMENT CORP 3 CL A SHS G8601N108 412 41,457 SH   SOLE   41,457 0 0
SWITCHBACK II CORPORATION COM CL A G8633T115 3,956 400,000 SH   SOLE   400,000 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 131,122 62,457,000 PRN   SOLE   62,457,000 0 0
TAILWIND ACQUISITION CORP COM CL A 87403Q102 1,496 150,000 SH   SOLE   150,000 0 0
TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 29 33,333 SH   SOLE   33,333 0 0
TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 967 100,000 SH   SOLE   100,000 0 0
TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 33 50,000 SH   SOLE   50,000 0 0
TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 111 150,000 SH   SOLE   150,000 0 0
TASTEMAKER ACQUISITION CORP COM CL A 876545104 2,916 300,000 SH   SOLE   300,000 0 0
TCV ACQUISITION CORP CL A SHS G8704C124 248 25,000 SH   SOLE   25,000 0 0
TCW SPECIAL PURPOSE ACQU COR *W EXP 99/99/999 87301L114 63 66,666 SH   SOLE   66,666 0 0
TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 1,944 200,000 SH   SOLE   200,000 0 0
TECH AND ENERGY TRANSITION *W EXP 03/31/202 87823R110 31 33,332 SH   SOLE   33,332 0 0
TECH AND ENERGY TRANSITION CLASS A COM 87823R102 966 100,000 SH   SOLE   100,000 0 0
THAYER VENTURES ACQU CORP *W EXP 01/01/203 88332T118 49 37,500 SH   SOLE   37,500 0 0
THAYER VENTURES ACQU CORP COM CL A 88332T100 1,508 150,000 SH   SOLE   150,000 0 0
THE MUSIC ACQUISITION CORP *W EXP 02/05/202 62752R118 30 37,500 SH   SOLE   37,500 0 0
THE MUSIC ACQUISITION CORP COM CLASS A 62752R100 418 43,252 SH   SOLE   43,252 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 5,264 5,500,000 PRN   SOLE   5,500,000 0 0
THIMBLE POINT ACQUISITION CO *W EXP 02/04/202 88408P115 49 33,333 SH   SOLE   33,333 0 0
THIMBLE POINT ACQUISITION CO COM CL A 88408P107 2,964 300,000 SH   SOLE   300,000 0 0
THUNDER BRDG CAP PRTNRS IV I UNIT 06/30/2026 88605L206 993 100,000 SH   SOLE   100,000 0 0
THUNDER BRIDGE CAP PRTNRS II *W EXP 02/15/202 88605T118 73 60,000 SH   SOLE   60,000 0 0
THUNDER BRIDGE CAP PRTNRS II COM CL A 88605T100 2,910 300,000 SH   SOLE   300,000 0 0
TIGA ACQUISITION CORP *W EXP 11/06/202 G88672111 49 50,000 SH   SOLE   50,000 0 0
TISHMAN SPEYER INNOVATION CO *W EXP 02/11/202 88825H118 72 59,999 SH   SOLE   59,999 0 0
TISHMAN SPEYER INNOVATION CO COM CL A 88825H100 2,973 300,000 SH   SOLE   300,000 0 0
TLG ACQUISITION ONE CORP *W EXP 01/25/202 87257M116 54 72,633 SH   SOLE   72,633 0 0
TLG ACQUISITION ONE CORP COM CL A 87257M108 2,095 216,700 SH   SOLE   216,700 0 0
TORTOISE ACQUISITION CORP II COM CL A G89554102 2,508 250,000 SH   SOLE   250,000 0 0
TPG PACE TECH OPPORTUNITIES *W EXP 10/09/202 G8990Y129 48 27,000 SH   SOLE   27,000 0 0
TPG PACE TECH OPPORTUNITIES CL A COM G8990Y103 3,476 350,000 SH   SOLE   350,000 0 0
TREBIA ACQUISITION CORP *W EXP 99/99/999 G9027T117 104 60,750 SH   SOLE   60,750 0 0
TREBIA ACQUISITION CORP COM CL A G9027T109 2,970 300,000 SH   SOLE   300,000 0 0
TREPONT ACQUISITION CORP I *W EXP 11/24/202 G9095M127 89 100,000 SH   SOLE   100,000 0 0
TREPONT ACQUISITION CORP I SHS CL A G9095M101 1,978 200,000 SH   SOLE   200,000 0 0
TUATARA CAPITAL ACQUISITN CO *W EXP 02/11/202 G9118J119 58 50,000 SH   SOLE   50,000 0 0
TUATARA CAPITAL ACQUISITN CO CL A SHS G9118J101 970 100,000 SH   SOLE   100,000 0 0
TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 122 120,400 SH   SOLE   120,400 0 0
TWC TECH HLDGS II CORP *W EXP 09/15/202 90117G113 234 134,999 SH   SOLE   134,999 0 0
TWC TECH HLDGS II CORP COM 90117G105 5,958 600,000 SH   SOLE   600,000 0 0
TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 30 33,333 SH   SOLE   33,333 0 0
TWELVE SEAS INVESTMENT CO II COM CL A 90118T106 965 100,000 SH   SOLE   100,000 0 0
TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120 60 66,666 SH   SOLE   66,666 0 0
TWIN RIDGE CAPITAL ACQUIS CO SHS CL A G9151L104 1,930 200,000 SH   SOLE   200,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 56,371 55,000,000 PRN   SOLE   55,000,000 0 0
TWO COM CL A G9152V101 985 100,000 SH   SOLE   100,000 0 0
TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 34 48,333 SH   SOLE   48,333 0 0
TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 1,071 110,396 SH   SOLE   110,396 0 0
UNDER ARMOUR INC NOTE 1.500% 6/0 904311AC1 19,536 9,897,000 PRN   SOLE   9,897,000 0 0
UNION ACQUISITION CORP II SHS G9402Q100 2,018 200,000 SH   SOLE   200,000 0 0
UNION ACQUISITION CORP II *W EXP 04/01/202 G9402Q126 364 400,000 SH   SOLE   400,000 0 0
USHG ACQUISITION CORP COM CL A 91748P100 194 20,000 SH   SOLE   20,000 0 0
UWM HOLDINGS CORPORATION *W EXP 01/21/202 91823B117 37 20,560 SH   SOLE   20,560 0 0
VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 9,943 6,695,000 PRN   SOLE   6,695,000 0 0
VECTOR ACQUISITION CORP *W EXP 09/30/202 G9442R118 56 20,093 SH   SOLE   20,093 0 0
VECTOR ACQUISITION CORP COM CL A G9442R126 1,459 134,000 SH   SOLE   134,000 0 0
VECTOR ACQUISITION CORP II CL A SHS G9460A104 993 100,000 SH   SOLE   100,000 0 0
VELOCITY ACQUISITION CORP *W EXP 02/24/202 92259E112 40 49,999 SH   SOLE   49,999 0 0
VELOCITY ACQUISITION CORP COM CL A 92259E104 1,449 150,000 SH   SOLE   150,000 0 0
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 29,369 21,748,000 PRN   SOLE   21,748,000 0 0
VIEW INC *W EXP 03/08/202 92671V114 258 149,999 SH   SOLE   149,999 0 0
VIRGIN GROUP ACQUISIT CORP I *W EXP 03/13/202 G9460K128 51 40,000 SH   SOLE   40,000 0 0
VIRGIN GROUP ACQUISIT CORP I SHS CL A G9460K102 1,958 200,000 SH   SOLE   200,000 0 0
VIRTUOSO ACQUISITION CORP *W EXP 01/31/202 92837J112 299 175,000 SH   SOLE   175,000 0 0
VIRTUOSO ACQUISITION CORP COM CL A 92837J104 3,472 350,000 SH   SOLE   350,000 0 0
VISTAS MEDIA ACQUISITION CO COM CL A 92840T107 999 100,000 SH   SOLE   100,000 0 0
VISTAS MEDIA ACQUISITION CO *W EXP 08/01/202 92840T115 229 200,000 SH   SOLE   200,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 30,142 26,814,000 PRN   SOLE   26,814,000 0 0
VPC IMPACT ACQU HOLDI III IN COM CL A 91835J108 2,473 250,000 SH   SOLE   250,000 0 0
VY GLOBAL GROWTH *W EXP 01/30/203 G9444H118 64 35,900 SH   SOLE   35,900 0 0
VY GLOBAL GROWTH COM CL A G9444H100 1,612 162,000 SH   SOLE   162,000 0 0
WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9460M124 67 55,540 SH   SOLE   55,540 0 0
WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9461D115 80 59,999 SH   SOLE   59,999 0 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 2,708 277,700 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 9 12,500 SH   SOLE   12,500 0 0
WARRIOR TECHNOLOGIES ACQUI C COM CL A 936273101 242 25,000 SH   SOLE   25,000 0 0
WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 111 50,000 SH   SOLE   50,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 37,171 22,500,000 PRN   SOLE   22,500,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 26,820 17,500,000 PRN   SOLE   17,500,000 0 0
YELLOWSTONE ACQUISITION CO COM CL A 98566K105 1,249 124,312 SH   SOLE   124,312 0 0
YELLOWSTONE ACQUISITION CO *W EXP 10/21/202 98566K113 99 125,000 SH   SOLE   125,000 0 0
YUCAIPA ACQUISITION CORP *W EXP 99/99/999 G9879L113 313 233,333 SH   SOLE   233,333 0 0
YUCAIPA ACQUISITION CORP COM G9879L105 8,883 900,000 SH   SOLE   900,000 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 25,670 11,192,000 PRN   SOLE   11,192,000 0 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 19,024 13,000,000 PRN   SOLE   13,000,000 0 0
ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1 21,109 7,500,000 PRN   SOLE   7,500,000 0 0
Z-WORK ACQUISITION CORP *W EXP 01/04/202 98880C110 45 55,530 SH   SOLE   55,530 0 0
Z-WORK ACQUISITION CORP COM CL A 98880C102 1,616 166,592 SH   SOLE   166,592 0 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 20,785 15,036,000 PRN   SOLE   15,036,000 0 0