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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
10X CAPITAL VENTURE ACQ III *W EXP 06/30/202 G87077114   10,600 125,000 SH   SOLE   125,000 0 0
26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118   2,070 75,000 SH   SOLE   75,000 0 0
7 ACQUISITION CORPORATION *W EXP 11/05/202 G80694113   13,980 100,000 SH   SOLE   100,000 0 0
7 ACQUISITION CORPORATION SHS CL A G80694105   2,088,000 200,000 SH   SOLE   200,000 0 0
7GC & CO HOLDINGS INC *W EXP 12/28/202 81786A115   5,000 50,000 SH   SOLE   50,000 0 0
8X8 INC NEW NOTE 4.000% 2/0 282914AE0   10,699,069 12,000,000 PRN   SOLE   12,000,000 0 0
ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1   32,108,927 34,804,000 PRN   SOLE   34,804,000 0 0
ACHARI VENTURES HLDGS CORP I *W EXP 01/01/202 00444X119   12,620 200,000 SH   SOLE   200,000 0 0
ACROPOLIS INFRASTRUCTURE ACQ *W EXP 03/30/202 005029111   5,700 33,333 SH   SOLE   33,333 0 0
ACROPOLIS INFRASTRUCTURE ACQ CL A 005029103   1,013,000 100,000 SH   SOLE   100,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109   1,407,699 16,447 SH   SOLE   16,447 0 0
ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110   3,000 37,500 SH   SOLE   37,500 0 0
ADS TEC ENERGY PLC *W EXP 12/22/202 G0085J109   3,094 12,500 SH   SOLE   12,500 0 0
ADTHEORENT HOLDING COMPANY *W EXP 12/26/202 00739D117   4,000 33,333 SH   SOLE   33,333 0 0
AEYE INC *W EXP 09/30/202 008183113   3,824 74,249 SH   SOLE   74,249 0 0
AIRBNB INC NOTE 3/1 009066AB7   11,411,769 13,000,000 PRN   SOLE   13,000,000 0 0
ALLEGO N V *W EXP 03/16/202 N0796A118   14,099 56,965 SH   SOLE   56,965 0 0
ALPHA TAU MEDICAL LTD *W EXP 03/07/202 M0740A116   49,005 150,000 SH   SOLE   150,000 0 0
ALSP ORCHID ACQUISITION CORP *W EXP 11/30/202 G0231L123   1,250 25,000 SH   SOLE   25,000 0 0
ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1   60,201,974 38,500,000 PRN   SOLE   38,500,000 0 0
ALTC ACQUISITION CORP COM CL A 02156V109   1,431,069 140,992 SH   SOLE   140,992 0 0
ALTERYX INC NOTE 0.500% 8/0 02156BAD5   53,419,571 56,991,000 PRN   SOLE   56,991,000 0 0
ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111   2,560 50,000 SH   SOLE   50,000 0 0
ALVARIUM TIEDEMANN HLDNGS IN *W EXP 01/03/202 02237A116   96,950 83,333 SH   SOLE   83,333 0 0
AMBIPAR EMERGENCY RESPONSE *W EXP 99/99/999 G02532110   48,000 150,000 SH   SOLE   150,000 0 0
ANDRETTI ACQUISITION CORP *W EXP 99/99/999 G26735129   7,180 100,000 SH   SOLE   100,000 0 0
ANDRETTI ACQUISITION CORP CL A ORD SHS G26735103   2,102,000 200,000 SH   SOLE   200,000 0 0
ANGHAMI INC *W EXP 02/03/202 G0369L119   15,540 200,000 SH   SOLE   200,000 0 0
ANTHEMIS DIGITAL ACQUISITION *W EXP 11/01/202 G03959114   8,875 250,000 SH   SOLE   250,000 0 0
ANTHEMIS DIGITAL ACQUISITION CLASS A ORD G03959106   5,225,000 500,000 SH   SOLE   500,000 0 0
ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119   1,880 50,000 SH   SOLE   50,000 0 0
AP ACQUISITION CORP *W EXP 12/07/202 G04058114   3,882 35,000 SH   SOLE   35,000 0 0
AP ACQUISITION CORP CL A ORD SHS G04058106   738,500 70,000 SH   SOLE   70,000 0 0
APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128   3,904 39,999 SH   SOLE   39,999 0 0
APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102   2,050,000 200,000 SH   SOLE   200,000 0 0
APPRECIATE HOLDINGS INC *W EXP 11/29/202 03832J114   1,758 83,333 SH   SOLE   83,333 0 0
APX ACQUISITION CORP I *W EXP 11/30/202 G0440J125   4,350 75,000 SH   SOLE   75,000 0 0
ARES ACQUISITION CORPORATION *W EXP 02/02/202 G33032122   70,400 80,000 SH   SOLE   80,000 0 0
ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110   6,005 50,000 SH   SOLE   50,000 0 0
ARTEMIS STRATEGIC INVT CORP *W EXP 09/30/202 04303A111   44,250 737,500 SH   SOLE   737,500 0 0
ARTEMIS STRATEGIC INVT CORP COM CL A 04303A103   15,251,353 1,475,000 SH   SOLE   1,475,000 0 0
ARYA SCIENCES ACQU CORP IV CL A G31659108   3,105,000 300,000 SH   SOLE   300,000 0 0
ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100   1,285,911 125,700 SH   SOLE   125,700 0 0
ATHENA CONSUMER ACQ CORP *W EXP 07/31/202 04684M114   7,350 100,000 SH   SOLE   100,000 0 0
ATI INC NOTE 3.500% 6/1 01741RAK8   50,798,905 19,500,000 PRN   SOLE   19,500,000 0 0
ATI PHYSICAL THERAPY INC *W EXP 08/10/202 00216W117   825 31,500 SH   SOLE   31,500 0 0
ATLANTIC COASTAL ACQUISTN CO CLASS A COM 048453104   8,096,000 800,000 SH   SOLE   800,000 0 0
ATLANTIC COASTAL AQSTN CORP *W EXP 01/13/202 04845A116   13,960 200,000 SH   SOLE   200,000 0 0
ATLANTIC COASTAL AQSTN CORP CLASS A COM 04845A108   4,152,000 400,000 SH   SOLE   400,000 0 0
AVALON ACQUISITION INC *W EXP 12/31/202 05338E119   27,000 300,000 SH   SOLE   300,000 0 0
AVALON ACQUISITION INC CLASS A COM 05338E101   4,172,000 400,000 SH   SOLE   400,000 0 0
BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9   2,333,125 3,000,000 PRN   SOLE   3,000,000 0 0
BANNER ACQUISITION CORP *W EXP 09/07/202 06654K119   29,700 742,500 SH   SOLE   742,500 0 0
BANNER ACQUISITION CORP CLASS A COM 06654K101   15,206,400 1,485,000 SH   SOLE   1,485,000 0 0
BATTERY FUTURE ACQUISITION C *W EXP 99/99/999 G0888J124   7,500 75,000 SH   SOLE   75,000 0 0
BATTERY FUTURE ACQUISITION C CL A ORD SHS G0888J108   1,566,000 150,000 SH   SOLE   150,000 0 0
BEARD ENERGY TRANSITION ACQ *W EXP 99/99/999 07402Q119   4,000 100,000 SH   SOLE   100,000 0 0
BEARD ENERGY TRANSITION ACQ CL A COM 07402Q101   2,073,000 200,000 SH   SOLE   200,000 0 0
BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1   9,361,927 11,000,000 PRN   SOLE   11,000,000 0 0
BERKSHIRE GREY INC *W EXP 07/21/202 084656115   11,017 33,333 SH   SOLE   33,333 0 0
BEYOND MEAT INC NOTE 3/1 08862EAB5   3,323,583 13,000,000 PRN   SOLE   13,000,000 0 0
BIGBEAR AI HLDGS INC *W EXP 12/08/202 08975B117   54,000 200,000 SH   SOLE   200,000 0 0
BIGCOMMERCE HLDGS INC NOTE 0.250%10/0 08975PAB4   11,538,413 15,020,000 PRN   SOLE   15,020,000 0 0
BIOPLUS ACQUISITION CORP *W EXP 12/02/202 G11217125   11,875 125,000 SH   SOLE   125,000 0 0
BIOPLUS ACQUISITION CORP CLASS A ORD SHS G11217117   2,610,000 250,000 SH   SOLE   250,000 0 0
BIOTE CORP *W EXP 05/26/202 090683111   10,500 25,000 SH   SOLE   25,000 0 0
BLACK SPADE ACQUISITION CO *W EXP 07/16/202 G11537118   9,061 90,517 SH   SOLE   90,517 0 0
BLACK SPADE ACQUISITION CO SHS CL A G11537100   1,859,219 181,034 SH   SOLE   181,034 0 0
BLACKLINE INC NOTE 3/1 09239BAD1   29,434,309 34,602,000 PRN   SOLE   34,602,000 0 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5   14,268,471 13,000,000 PRN   SOLE   13,000,000 0 0
BLACKSKY TECHNOLOGY INC *W EXP 09/09/202 09263B116   36,390 198,855 SH   SOLE   198,855 0 0
BLEUACACIA LTD *W EXP 10/30/202 G11728113   2,860 100,000 SH   SOLE   100,000 0 0
BLEUACACIA LTD CLASS A ORD SHS G11728105   2,044,000 200,000 SH   SOLE   200,000 0 0
BLEUACACIA LTD RIGHT 10/30/2026 G11728139   6,160 200,000 PRN   SOLE   200,000 0 0
BLOCK INC NOTE 5/0 852234AJ2   4,113,169 5,000,000 PRN   SOLE   5,000,000 0 0
BLOCK INC NOTE 0.125% 3/0 852234AF0   10,098,722 10,500,000 PRN   SOLE   10,500,000 0 0
BLOCKCHAIN COINVSTRS ACQ CRP *W EXP 11/01/202 G11765115   16,830 150,000 SH   SOLE   150,000 0 0
BLOCKCHAIN COINVSTRS ACQ CRP CLASS A ORD G11765107   3,081,000 300,000 SH   SOLE   300,000 0 0
BLOCKCHAIN MOON ACQUISITN CO *W EXP 10/14/202 09370F125   7,520 400,000 SH   SOLE   400,000 0 0
BLOCKCHAIN MOON ACQUISITN CO RIGHT 10/14/2026 09370F117   21,240 400,000 PRN   SOLE   400,000 0 0
BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115   3,750 99,999 SH   SOLE   99,999 0 0
BOX INC NOTE 1/1 10316TAB0   8,193,331 7,000,000 PRN   SOLE   7,000,000 0 0
BRIDGER AEROSPACE GRP HLDGS *W EXP 01/24/202 96812F110   44,169 274,854 SH   SOLE   274,854 0 0
BULLPEN PARLAY ACQUISITION C *W EXP 12/03/202 G1792A118   3,560 100,000 SH   SOLE   100,000 0 0
BULLPEN PARLAY ACQUISITION C CLASS A ORD SHS G1792A100   2,084,000 200,000 SH   SOLE   200,000 0 0
BUZZFEED INC *W EXP 12/03/202 12430A110   1,667 16,666 SH   SOLE   16,666 0 0
BYNORDIC ACQUISITION CORP *W EXP 07/01/202 124420118   31,185 742,500 SH   SOLE   742,500 0 0
BYNORDIC ACQUISITION CORP CLASS A COM 124420100   15,384,600 1,485,000 SH   SOLE   1,485,000 0 0
C5 ACQUISITION CORPORATION *W EXP 12/31/202 12530D113   1,000 25,000 SH   SOLE   25,000 0 0
C5 ACQUISITION CORPORATION CL A COM 12530D105   522,000 50,000 SH   SOLE   50,000 0 0
CACTUS ACQUISITION CORP 1 LT *W EXP 08/17/202 G1745A124   7,563 137,500 SH   SOLE   137,500 0 0
CACTUS ACQUISITION CORP 1 LT CLASS A ORD G1745A108   2,871,000 275,000 SH   SOLE   275,000 0 0
CANNA GLOBAL ACQUISITION COR *W EXP 11/30/202 13767K119   8,910 300,000 SH   SOLE   300,000 0 0
CAPITALWORKS EMNG MKTS ACQST *W EXP 11/19/202 G1889L126   18,585 225,000 SH   SOLE   225,000 0 0
CAPITALWORKS EMNG MKTS ACQST CLASS A ORD SHS G1889L100   4,725,000 450,000 SH   SOLE   450,000 0 0
CARTICA ACQUISITION CORP *W EXP 04/30/202 G1995D117   3,550 50,000 SH   SOLE   50,000 0 0
CARTICA ACQUISITION CORP CLASS A ORD SHS G1995D109   1,052,000 100,000 SH   SOLE   100,000 0 0
CC NEUBERGER PRINCIPAL HOLDN *W EXP 02/05/202 G1992N126   8,361 41,105 SH   SOLE   41,105 0 0
CELLEBRITE DI LTD *W EXP 08/30/202 M2197Q115   116,099 134,999 SH   SOLE   134,999 0 0
CERENCE INC NOTE 3.000% 6/0 156727AB5   6,371,028 6,000,000 PRN   SOLE   6,000,000 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0   24,331,995 27,129,000 PRN   SOLE   27,129,000 0 0
CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110   10,000 100,000 SH   SOLE   100,000 0 0
CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117   2,623 25,000 SH   SOLE   25,000 0 0
CHAIN BRIDGE I *W EXP 11/10/202 G2061X110   3,750 50,000 SH   SOLE   50,000 0 0
CHAIN BRIDGE I CLASS A ORD G2061X102   1,044,000 100,000 SH   SOLE   100,000 0 0
CHART INDS INC NOTE 1.000%11/1 16115QAE0   22,134,414 10,105,000 PRN   SOLE   10,105,000 0 0
CHEGG INC NOTE 9/0 163092AF6   26,740,525 34,009,000 PRN   SOLE   34,009,000 0 0
CHEGG INC NOTE 0.125% 3/1 163092AD1   34,745,472 39,425,000 PRN   SOLE   39,425,000 0 0
CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115   14,010 75,000 SH   SOLE   75,000 0 0
CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110   7,350 60,000 SH   SOLE   60,000 0 0
CHURCHILL CAPITAL CORP VII COM CL A 17144M102   3,042,000 300,000 SH   SOLE   300,000 0 0
COMERA LIFE SCIENCES HLDGS I *W EXP 03/15/202 20037C116   6,465 150,000 SH   SOLE   150,000 0 0
COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115   10,000 25,000 SH   SOLE   25,000 0 0
CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114   13,725 125,000 SH   SOLE   125,000 0 0
CONCORD ACQUISITION CORP III COM CL A 20607V106   2,592,500 250,000 SH   SOLE   250,000 0 0
CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113   6,333 66,666 SH   SOLE   66,666 0 0
CONX CORP *W EXP 10/30/202 212873111   24,395 135,000 SH   SOLE   135,000 0 0
COPA HOLDINGS SA NOTE 4.500% 4/1 21720AAB8   81,531,133 43,500,000 PRN   SOLE   43,500,000 0 0
CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113   7,993 66,666 SH   SOLE   66,666 0 0
CRESCERA CAP ACQUISITION COR *W EXP 11/18/202 G26507114   9,650 100,000 SH   SOLE   100,000 0 0
CRESCERA CAP ACQUISITION COR CLASS A ORD SHS G26507106   2,092,000 200,000 SH   SOLE   200,000 0 0
CRYOPORT INC NOTE 0.750% 12/0 229050AC3   11,296,066 14,200,000 PRN   SOLE   14,200,000 0 0
CXAPP INC *W EXP 03/14/202 23248B117   6,720 150,000 SH   SOLE   150,000 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9   31,340,896 29,000,000 PRN   SOLE   29,000,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0   365,840,738 129,059,000 PRN   SOLE   129,059,000 0 0
DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117   1,221 36,666 SH   SOLE   36,666 0 0
DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114   2,929 97,300 SH   SOLE   97,300 0 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6   14,807,022 27,500,000 PRN   SOLE   27,500,000 0 0
DISTOKEN ACQUISITION CORP *W EXP 11/30/202 G27740102   5,000 100,000 SH   SOLE   100,000 0 0
DISTOKEN ACQUISITION CORP ORDINARY SHARES G27740110   1,016,000 100,000 PRN   SOLE   100,000 0 0
DISTOKEN ACQUISITION CORP RIGHT 99/99/9999 G27740136   13,000 100,000 PRN   SOLE   100,000 0 0
DMY TECHNOLOGY GROUP INC VI *W EXP 99/99/999 233247113   13,930 175,000 SH   SOLE   175,000 0 0
DMY TECHNOLOGY GROUP INC VI CL A COM 233247105   3,577,035 350,000 SH   SOLE   350,000 0 0
DOCUSIGN INC NOTE 1/1 256163AD8   44,524,914 46,562,000 PRN   SOLE   46,562,000 0 0
DOMA HOLDINGS INC *W EXP 07/28/202 25703A112   637 33,333 SH   SOLE   33,333 0 0
DP CAP ACQUISITION CORP I *W EXP 11/08/202 G2R05B126   875 25,000 SH   SOLE   25,000 0 0
DP CAP ACQUISITION CORP I CLASS A ORD G2R05B100   522,500 50,000 SH   SOLE   50,000 0 0
DROPBOX INC NOTE 3/0 26210CAC8   11,676,257 13,000,000 PRN   SOLE   13,000,000 0 0
DUNE ACQUISITION CORP *W EXP 10/29/202 265334110   3,750 62,500 SH   SOLE   62,500 0 0
D-WAVE QUANTUM INC *W EXP 08/05/202 26740W117   7,776 108,000 SH   SOLE   108,000 0 0
EAST RES ACQUISITION CO *W EXP 07/01/202 274681113   8,125 62,500 SH   SOLE   62,500 0 0
ECARX HOLDINGS INC *W EXP 12/20/202 G29201111   11,250 75,000 SH   SOLE   75,000 0 0
EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111   7,525 250,000 SH   SOLE   250,000 0 0
EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110   2,163 77,236 SH   SOLE   77,236 0 0
EFFECTOR THERAPEUTICS INC *W EXP 12/31/202 28202V116   4,307 33,333 SH   SOLE   33,333 0 0
ELLIOTT OPPORTUNITY II CORP *W EXP 03/02/202 G30092111   4,756 62,500 SH   SOLE   62,500 0 0
ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103   2,561,250 250,000 SH   SOLE   250,000 0 0
EMBARK TECHNOLOGY INC *W EXP 11/10/202 29079J111   305 16,248 SH   SOLE   16,248 0 0
ENTERPRISE 4.0 TEC ACQSTN CO *W EXP 10/21/202 G3137C114   6,000 150,000 SH   SOLE   150,000 0 0
ENTERPRISE 4.0 TEC ACQSTN CO CLASS A ORD SHS G3137C106   3,129,000 300,000 SH   SOLE   300,000 0 0
ENVESTNET INC NOTE 0.750% 8/1 29404KAE6   24,585,942 27,170,000 PRN   SOLE   27,170,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2   12,911,759 12,901,000 PRN   SOLE   12,901,000 0 0
ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0   61,404,524 30,500,000 PRN   SOLE   30,500,000 0 0
ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111   14,500 250,000 SH   SOLE   250,000 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105   250,794 157,732 SH   SOLE   157,732 0 0
ESPERION THERAPEUTICS INC NE NOTE 4.000%11/1 29664WAB1   11,431,748 26,425,000 PRN   SOLE   26,425,000 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5   9,338,420 6,500,000 PRN   SOLE   6,500,000 0 0
EVE MOBILITY ACQUISITION COR *W EXP 12/31/202 G3218G117   3,750 75,000 SH   SOLE   75,000 0 0
EVE MOBILITY ACQUISITION COR CL A ORD SHS G3218G109   1,565,250 150,000 SH   SOLE   150,000 0 0
EVENTBRITE INC NOTE 0.750% 9/1 29975EAD1   1,986,565 2,500,000 PRN   SOLE   2,500,000 0 0
EVERBRIDGE INC NOTE 3/1 29978AAE4   49,273,412 59,111,000 PRN   SOLE   59,111,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8   25,688,111 28,140,000 PRN   SOLE   28,140,000 0 0
EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110   12,000 150,000 SH   SOLE   150,000 0 0
EVEREST CONSOLIDATOR ACQ COR CL A COM 29978K102   3,144,000 300,000 SH   SOLE   300,000 0 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3   24,445,996 20,323,000 PRN   SOLE   20,323,000 0 0
EVOLV TECHNOLOGIES HLDNGS IN *W EXP 03/10/202 30049H110   27,485 50,000 SH   SOLE   50,000 0 0
EXCELFIN ACQUISITION CORP *W EXP 10/25/202 30069X110   8,835 150,000 SH   SOLE   150,000 0 0
EXCELFIN ACQUISITION CORP COM CL A 30069X102   3,117,000 300,000 SH   SOLE   300,000 0 0
FAST ACQUISITION CORP II *W EXP 03/16/202 311874119   11,375 25,000 SH   SOLE   25,000 0 0
FASTLY INC NOTE 3/1 31188VAB6   12,593,974 15,655,000 PRN   SOLE   15,655,000 0 0
FINANCE OF AMERICA COMPAN *W EXP 04/08/202 31738L115   33,000 300,000 SH   SOLE   300,000 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3   14,144,465 15,000,000 PRN   SOLE   15,000,000 0 0
FIVERR INTL LTD NOTE 11/0 33835LAA3   22,995,335 27,500,000 PRN   SOLE   27,500,000 0 0
FLAME ACQUISITION CORP *W EXP 02/26/202 33850F116   28,500 50,000 SH   SOLE   50,000 0 0
FOCUS IMPACT ACQUISITION COR *W EXP 10/28/202 34417L117   6,250 125,000 SH   SOLE   125,000 0 0
FOCUS IMPACT ACQUISITION COR CLASS A COM 34417L109   2,600,000 250,000 SH   SOLE   250,000 0 0
FORBION EUROPEAN ACQUSTN COR *W EXP 12/10/202 G3619H110   16,345 116,666 SH   SOLE   116,666 0 0
FORBION EUROPEAN ACQUSTN COR CLASS A ORD SHS G3619H102   3,689,000 350,000 SH   SOLE   350,000 0 0
FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111   7,940 40,000 SH   SOLE   40,000 0 0
FORUM MERGER IV CORP *W EXP 03/15/202 349875112   6,250 50,000 SH   SOLE   50,000 0 0
FORUM MERGER IV CORP CLASS A COM 349875104   1,015,000 100,000 SH   SOLE   100,000 0 0
FOUR LEAF ACQUISITION CORP UNIT 03/15/2028 35088F206   615,000 60,000 SH   SOLE   60,000 0 0
FOXO TECHNOLOGIES INC *W EXP 08/01/202 351471115   3,210 100,000 SH   SOLE   100,000 0 0
FREEDOM ACQUISITION I CORP *W EXP 03/02/202 G3663X128   6,040 24,072 SH   SOLE   24,072 0 0
FREEDOM ACQUISITION I CORP SHS CL A G3663X110   993,211 96,288 SH   SOLE   96,288 0 0
FTAC ZEUS ACQUISITION COR *W EXP 04/15/202 30320F114   7,500 250,000 SH   SOLE   250,000 0 0
FTAC ZEUS ACQUISITION COR CLASS A COM 30320F106   5,135,000 500,000 SH   SOLE   500,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4   74,324,768 38,000,000 PRN   SOLE   38,000,000 0 0
FUTURE HEALTH ESG CORP *W EXP 99/99/999 36118W110   29,397 489,950 SH   SOLE   489,950 0 0
G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122   1,333 33,333 SH   SOLE   33,333 0 0
G SQUARED ASCEND II INC COM CL A G42041106   1,037,000 100,000 SH   SOLE   100,000 0 0
GAMES & ESPORTS EXPRNC ACQ C *W EXP 12/01/202 G3731J127   8,475 125,000 SH   SOLE   125,000 0 0
GAMES & ESPORTS EXPRNC ACQ C CLASS A ORD SHS G3731J119   2,627,500 250,000 SH   SOLE   250,000 0 0
GCM GROSVENOR INC *W EXP 11/17/202 36831E116   113,369 200,902 SH   SOLE   200,902 0 0
GEO CORRECTIONS HLDGS NOTE 6.500% 2/1 36166WAA1   11,795,562 10,000,000 PRN   SOLE   10,000,000 0 0
GIGCAPITAL 5 INC *W EXP 03/28/202 37519U117   10,668 425,000 SH   SOLE   425,000 0 0
GLOBAL BLUE GROUP HOLDING AG *W EXP 08/28/202 H33700115   281,757 747,366 SH   SOLE   747,366 0 0
GLOBAL PARTNER ACQISTN CORP *W EXP 01/14/202 G3934P128   10,623 49,432 SH   SOLE   49,432 0 0
GLOBAL TECHNOLGY ACQSTN CORP *W EXP 10/19/202 G3934N115   4,945 50,000 SH   SOLE   50,000 0 0
GLOBAL TECHNOLGY ACQSTN CORP CLASS A ORD G3934N107   1,046,000 100,000 SH   SOLE   100,000 0 0
GOGORO INC *W EXP 04/04/202 G9491K113   43,500 75,000 SH   SOLE   75,000 0 0
GOGREEN INVESTMENTS CORP *W EXP 05/31/202 G9461B119   29,255 50,000 SH   SOLE   50,000 0 0
GOGREEN INVESTMENTS CORP ORD SHS CL A G9461B101   1,055,000 100,000 PRN   SOLE   100,000 0 0
GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206   940,501 357,605 SH   SOLE   357,605 0 0
GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117   36,000 150,000 SH   SOLE   150,000 0 0
GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3   86,301,215 63,027,000 PRN   SOLE   63,027,000 0 0
GRANITE RIDGE RESOURCES INC *W EXP 10/24/202 387432115   80,000 125,000 SH   SOLE   125,000 0 0
GREENLIGHT BIOSCIENCS HLDS P *W EXP 02/02/202 39536G113   3,833 75,000 SH   SOLE   75,000 0 0
GRINDR INC *W EXP 11/18/202 39854F119   44,500 50,000 SH   SOLE   50,000 0 0
GROUPON INC NOTE 1.125% 3/1 399473AF4   2,285,794 6,000,000 PRN   SOLE   6,000,000 0 0
GROVE COLLABORATIVE HOLD INC *W EXP 06/16/202 39957D110   2,172 40,000 SH   SOLE   40,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7   6,137,155 5,840,000 PRN   SOLE   5,840,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8   41,855,707 42,500,000 PRN   SOLE   42,500,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2   13,513,528 13,855,000 PRN   SOLE   13,855,000 0 0
HARMONIC INC DBCV 2.000% 9/0 413160AD4   35,371,687 20,500,000 SH   SOLE   20,500,000 0 0
HEALTH CATALYST INC NOTE 2.500% 4/1 42225TAB3   7,956,055 8,610,000 PRN   SOLE   8,610,000 0 0
HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117   16,090 100,000 SH   SOLE   100,000 0 0
HEALTHCARE AI ACQUISITION CO CLASS A ORD SHS G4373K109   2,086,000 200,000 SH   SOLE   200,000 0 0
HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116   6,383 75,000 SH   SOLE   75,000 0 0
HEARTLAND MEDIA ACQUISITION CL A COM 42237V108   1,561,500 150,000 SH   SOLE   150,000 0 0
HYZON MOTORS INC *W EXP 10/02/202 44951Y110   5,489 80,127 SH   SOLE   80,127 0 0
I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2   10,492,404 11,218,000 PRN   SOLE   11,218,000 0 0
ICONIC SPORTS ACQUISITION CO *W EXP 10/12/202 G4712C115   37,375 250,000 SH   SOLE   250,000 0 0
ICONIC SPORTS ACQUISITION CO CL A ORD SHS G4712C107   5,252,500 500,000 SH   SOLE   500,000 0 0
INDUSTRIAL TECH ACQSTNS II I *W EXP 03/31/202 45635R116   2,800 50,000 SH   SOLE   50,000 0 0
INDUSTRIAL TECH ACQSTNS II I CLASS A COM 45635R108   1,039,000 100,000 SH   SOLE   100,000 0 0
INFINERA CORP DEBT 3.750% 8/0 45667GAF0   68,141,867 50,000,000 SH   SOLE   50,000,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3   11,051,375 9,000,000 PRN   SOLE   9,000,000 0 0
INFINITE ACQUISITION CORP *W EXP 11/23/202 G48028123   11,244 62,500 SH   SOLE   62,500 0 0
INFINITE ACQUISITION CORP CL A ORD SHS G48028107   1,301,875 125,000 SH   SOLE   125,000 0 0
INFINT ACQUISITION CORP *W EXP 99/99/999 G47862126   8,000 100,000 SH   SOLE   100,000 0 0
INFINT ACQUISITION CORP CL A ORD SHS G47862100   2,056,400 194,000 SH   SOLE   194,000 0 0
INNOVATIVE INTL ACQUSITIN CO *W EXP 07/01/202 G4809M125   17,320 200,000 SH   SOLE   200,000 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9   162,223,158 77,326,000 PRN   SOLE   77,326,000 0 0
INSPIRATO INCORPORATED *W EXP 02/11/202 45791E115   3,750 37,500 SH   SOLE   37,500 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7   80,131,340 53,504,000 PRN   SOLE   53,504,000 0 0
INTELLIGENT MEDI ACQSITN COR *W EXP 11/05/202 45828D114   5,750 125,000 SH   SOLE   125,000 0 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7   6,359,355 6,093,000 PRN   SOLE   6,093,000 0 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2   12,206,158 13,353,000 PRN   SOLE   13,353,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6   120,146,001 129,852,000 PRN   SOLE   129,852,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5   22,162,113 22,000,000 PRN   SOLE   22,000,000 0 0
ISRAEL ACQUISITIONS CORP *W EXP 99/99/999 G49667119   5,250 35,000 SH   SOLE   35,000 0 0
ISRAEL ACQUISITIONS CORP CLASS A ORD G49667101   358,050 35,000 SH   SOLE   35,000 0 0
JACKSON ACQUISITION CO COM CL A 46653C106   3,605,000 350,000 SH   SOLE   350,000 0 0
JAMF HLDG CORP NOTE 0.125% 9/0 47074LAB1   30,666,511 37,000,000 PRN   SOLE   37,000,000 0 0
JASPER THERAPEUTICS INC *W EXP 09/24/202 471871111   50,000 250,000 SH   SOLE   250,000 0 0
JAWS HURRICANE ACQUISITN COR *W EXP 03/26/202 47201B111   3,878 25,000 SH   SOLE   25,000 0 0
JAWS HURRICANE ACQUISITN COR CLASS A COM 47201B103   1,017,000 100,000 SH   SOLE   100,000 0 0
JAWS JUGGERNAUT ACQUISITN CO *W EXP 06/17/202 G50735110   3,748 25,000 SH   SOLE   25,000 0 0
JAWS JUGGERNAUT ACQUISITN CO CLASS A ORD SHS G50735102   1,023,000 100,000 SH   SOLE   100,000 0 0
JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124   4,422 40,680 SH   SOLE   40,680 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3   58,167,255 60,000,000 PRN   SOLE   60,000,000 0 0
JUNIPER II CORP *W EXP 99/99/999 48203N111   12,500 125,000 SH   SOLE   125,000 0 0
JUNIPER II CORP CL A COM 48203N103   2,595,000 250,000 SH   SOLE   250,000 0 0
KALERA PUBLIC LIMITED CO *W EXP 06/28/202 G52251116   1,614 60,000 SH   SOLE   60,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2   43,940,048 20,053,000 PRN   SOLE   20,053,000 0 0
KENSINGTON CAPITAL ACQUISITI *W EXP 99/99/999 G5251K129   42,188 168,750 SH   SOLE   168,750 0 0
KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103   2,344,500 225,000 SH   SOLE   225,000 0 0
KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129   7,188 62,500 SH   SOLE   62,500 0 0
KHOSLA VENTURES ACQUISITION CL A 482504107   2,812,826 277,399 SH   SOLE   277,399 0 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102   1,548,281 152,540 SH   SOLE   152,540 0 0
KLDISCOVERY INC W EXP 19/12/202 498455112   86,676 1,444,593 SH   SOLE   1,444,593 0 0
KORE GROUP HLDGS INC *W EXP 09/30/202 50066V115   6,500 50,000 SH   SOLE   50,000 0 0
L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117   18,000 33,333 SH   SOLE   33,333 0 0
L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125   1,022,500 100,000 SH   SOLE   100,000 0 0
LAMF GLOBAL VENTURES CORP I *W EXP 11/05/202 G5338L124   4,800 150,000 SH   SOLE   150,000 0 0
LAMF GLOBAL VENTURES CORP I CLASS A ORD G5338L108   3,135,000 300,000 SH   SOLE   300,000 0 0
LANVIN GROUP HOLDINGS LIMITE *W EXP 01/14/202 G5380J118   7,000 20,000 SH   SOLE   20,000 0 0
LANZATECH GLOBAL INC *W EXP 01/01/202 51655R119   68,696 235,341 SH   SOLE   235,341 0 0
LAVA MEDTECH ACQUISITION COR *W EXP 10/21/202 519345110   9,375 125,000 SH   SOLE   125,000 0 0
LAVA MEDTECH ACQUISITION COR CLASS A COM 519345102   2,607,500 250,000 SH   SOLE   250,000 0 0
LCI INDS NOTE 1.125% 5/1 501812AB7   11,432,307 12,500,000 PRN   SOLE   12,500,000 0 0
LEAFLY HOLDINGS INC *W EXP 02/04/202 52178J113   10,031 286,595 SH   SOLE   286,595 0 0
LEMONADE INC *W EXP 02/09/202 52567D115   2,497 50,242 SH   SOLE   50,242 0 0
LF CAPITAL ACQUISITION CORP *W EXP 02/19/202 50202D110   13,000 100,000 SH   SOLE   100,000 0 0
LF CAPITAL ACQUISITION CORP CLASS A COM 50202D102   2,100,000 200,000 SH   SOLE   200,000 0 0
LIBERTY RES ACQUISITION CORP *W EXP 10/31/202 53118A113   14,250 150,000 SH   SOLE   150,000 0 0
LIBERTY RES ACQUISITION CORP CLASS A COM 53118A105   1,575,750 150,000 SH   SOLE   150,000 0 0
LILIUM N V *W EXP 09/14/202 N52586117   2,936 41,999 SH   SOLE   41,999 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3   9,805,786 10,000,000 PRN   SOLE   10,000,000 0 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4   10,950,915 4,267,000 PRN   SOLE   4,267,000 0 0
LIVEPERSON INC NOTE 12/1 538146AD3   19,602,977 32,016,000 PRN   SOLE   32,016,000 0 0
LIVEWIRE GROUP INC *W EXP 09/26/202 53838J113   38,597 160,820 SH   SOLE   160,820 0 0
LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1   23,485,389 26,415,000 PRN   SOLE   26,415,000 0 0
LOCAL BOUNTI CORP *W EXP 99/99/999 53960E114   1,971 22,298 SH   SOLE   22,298 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5   25,033,738 23,700,000 PRN   SOLE   23,700,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   2,186,133 2,500,000 PRN   SOLE   2,500,000 0 0
LYFT INC NOTE 1.500% 5/1 55087PAB0   3,114,508 3,500,000 PRN   SOLE   3,500,000 0 0
M3 BRIGADE ACQUISITION III *W EXP 07/31/202 55407R111   120,000 333,333 SH   SOLE   333,333 0 0
M3 BRIGADE ACQUISITION III CL A COM 55407R103   10,330,000 1,000,000 SH   SOLE   1,000,000 0 0
MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6   14,804,026 14,000,000 PRN   SOLE   14,000,000 0 0
MALACCA STRAITS ACQUISITION *W EXP 06/30/202 G5859B109   2,611 32,637 SH   SOLE   32,637 0 0
MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5   19,424,613 18,500,000 PRN   SOLE   18,500,000 0 0
MARKFORGED HOLDING CORPORATI *W EXP 07/14/202 57064N110   4,202 28,034 SH   SOLE   28,034 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4   121,017,979 40,000,000 PRN   SOLE   40,000,000 0 0
MERCATO PARTNERS ACQUISITION *W EXP 99/99/999 58759A116   25,000 250,000 SH   SOLE   250,000 0 0
MONEYLION INC *W EXP 09/22/202 60938K114   8,434 141,750 SH   SOLE   141,750 0 0
MONTEREY BIO ACQUISITION COR *W EXP 10/05/202 61240F116   7,500 250,000 SH   SOLE   250,000 0 0
MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124   4,460 50,000 SH   SOLE   50,000 0 0
MOTIVE CAPITAL CORP II *W EXP 99/99/999 G6293R114   13,075 83,333 SH   SOLE   83,333 0 0
MOTIVE CAPITAL CORP II CL A ORD G6293R106   2,608,750 250,000 SH   SOLE   250,000 0 0
MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112   5,688 87,500 SH   SOLE   87,500 0 0
MULTIPLAN CORPORATION *W EXP 02/13/202 62548M118   56,165 624,050 SH   SOLE   624,050 0 0
NABORS ENERGY TRANSITION COR *W EXP 11/17/202 629567116   31,050 150,000 SH   SOLE   150,000 0 0
NABORS ENERGY TRANSITION COR CL A COM 629567108   3,150,000 300,000 SH   SOLE   300,000 0 0
NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3   41,726,870 43,000,000 PRN   SOLE   43,000,000 0 0
NEAR INTELLIGENCE INC *W EXP 03/22/202 639494111   2,640 25,000 SH   SOLE   25,000 0 0
NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6   5,564,772 7,500,000 PRN   SOLE   7,500,000 0 0
NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8   24,565,230 26,216,000 PRN   SOLE   26,216,000 0 0
NERDY INC *W EXP 08/16/202 64081V117   17,550 27,000 SH   SOLE   27,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1   26,458,771 19,405,000 PRN   SOLE   19,405,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6   108,798,488 109,062,000 PRN   SOLE   109,062,000 0 0
NEWCOURT ACQUISITION CORP *W EXP 01/22/202 G6448C129   4,995 150,000 SH   SOLE   150,000 0 0
NEXTERA ENERGY PARTNERS LP NOTE 6/1 65341BAE6   15,846,391 17,000,000 SH   SOLE   17,000,000 0 0
NEXTERS INC *W EXP 08/26/202 G6529J118   46,187 124,999 SH   SOLE   124,999 0 0
NIOCORP DEVS LTD *W EXP 03/17/202 654484153   23,333 33,333 SH   SOLE   33,333 0 0
NOGIN INC *W EXP 08/26/202 65528N113   11,331 403,228 SH   SOLE   403,228 0 0
NORTHERN REVIVAL ACQUISITION *W EXP 01/31/202 G6546R119   5,367 66,666 SH   SOLE   66,666 0 0
NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119   600 16,666 SH   SOLE   16,666 0 0
NORTHERN STAR INVEST CORP IV COM CL A 66575B101   1,007,000 100,000 SH   SOLE   100,000 0 0
NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115   500 20,000 SH   SOLE   20,000 0 0
NOVA LTD NOTE 10/1 66980MAB2   10,204,376 7,000,000 PRN   SOLE   7,000,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5   10,547,943 10,150,000 SH   SOLE   10,150,000 0 0
NUTANIX INC NOTE 0.250%10/0 67059NAH1   25,145,681 30,000,000 PRN   SOLE   30,000,000 0 0
NUVASIVE INC NOTE 1.000% 6/0 670704AL9   129,415,947 130,039,000 PRN   SOLE   130,039,000 0 0
NWTN INC *W EXP 12/31/202 G6693P114   41,080 199,998 SH   SOLE   199,998 0 0
OAK WOODS ACQUISITION CORP UNIT 03/23/2028 67190B203   765,000 75,000 SH   SOLE   75,000 0 0
OCA ACQUISITION CORP *W EXP 01/14/202 670865112   3,950 50,000 SH   SOLE   50,000 0 0
OCULIS HOLDING AG *W EXP 03/06/202 H5870P110   14,190 33,333 SH   SOLE   33,333 0 0
OFFERPAD SOLUTIONS INC *W EXP 09/01/202 67623L117   2,160 54,000 SH   SOLE   54,000 0 0
OKTA INC NOTE 0.375% 6/1 679295AF2   23,753,310 27,561,000 PRN   SOLE   27,561,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0   39,799,583 10,000,000 PRN   SOLE   10,000,000 0 0
OWLET INC *W EXP 09/14/202 69120X115   3,870 100,000 SH   SOLE   100,000 0 0
P3 HEALTH PARTNERS INC *W EXP 11/19/202 744413113   8,060 100,624 SH   SOLE   100,624 0 0
PAGAYA TECHNOLOGIES LTD *W EXP 09/01/202 M7S64L107   5,467 66,667 SH   SOLE   66,667 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2   158,128,929 78,293,000 PRN   SOLE   78,293,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7   264,487,196 117,463,000 PRN   SOLE   117,463,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AD9   11,050,420 11,000,000 PRN   SOLE   11,000,000 0 0
PAPAYA GRWT OPPORTUNITY CORP *W EXP 12/31/202 69882P110   4,988 125,000 SH   SOLE   125,000 0 0
PAPAYA GRWT OPPORTUNITY CORP CLASS A COM 69882P102   2,600,000 250,000 SH   SOLE   250,000 0 0
PEAR THERAPEUTICS INC *W EXP 12/03/202 704723113   637 33,333 SH   SOLE   33,333 0 0
PEARL HOLDINGS ACQUISITN COR *W EXP 12/15/202 G44525114   4,500 37,500 SH   SOLE   37,500 0 0
PEARL HOLDINGS ACQUISITN COR CLASS A ORD SHS G44525106   783,000 75,000 SH   SOLE   75,000 0 0
PEGASUS DIGITAL MOBILITY ACQ *W EXP 99/99/999 G69768110   60,125 462,500 SH   SOLE   462,500 0 0
PEGASUS DIGITAL MOBILITY ACQ CL A ORD SHS G69768102   9,657,000 925,000 SH   SOLE   925,000 0 0
PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9   26,183,053 29,000,000 PRN   SOLE   29,000,000 0 0
PERCEPTION CAPITAL CORP II *W EXP 10/25/202 G7007D110   16,500 150,000 SH   SOLE   150,000 0 0
PERFECT CORP *W EXP 99/99/999 G7006A117   7,565 50,000 SH   SOLE   50,000 0 0
PG&E CORP UNIT 08/16/2023 69331C140   3,539,750 25,000 SH   SOLE   25,000 0 0
PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113   2,005 50,000 SH   SOLE   50,000 0 0
PLUG PWR INC NOTE 3.750% 6/0 72919PAD5   26,240,196 11,030,000 PRN   SOLE   11,030,000 0 0
PLUM ACQUISITION CORP I *W EXP 03/15/202 G7134L118   3,800 20,000 SH   SOLE   20,000 0 0
PONTEM CORPORATION *W EXP 01/05/202 G71707122   11,447 66,666 SH   SOLE   66,666 0 0
POST HOLDINGS PARTNERING COR *W EXP 04/12/202 737465112   4,955 33,032 SH   SOLE   33,032 0 0
POST HOLDINGS PARTNERING COR COM SER A 737465104   1,002,862 99,097 SH   SOLE   99,097 0 0
PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129   4,000 100,000 SH   SOLE   100,000 0 0
PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110   9,167 166,666 SH   SOLE   166,666 0 0
PRIVETERRA ACQUISITION CORP CL A 74275N102   2,030,000 200,000 SH   SOLE   200,000 0 0
PROCAPS GROUP SA *W EXP 09/29/202 L7756P110   114,800 400,000 SH   SOLE   400,000 0 0
PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6   1,644,148 1,500,000 PRN   SOLE   1,500,000 0 0
PROJECT ENERGY REIMAGINED AC *W EXP 10/28/202 G72556114   44,179 618,750 SH   SOLE   618,750 0 0
PROJECT ENERGY REIMAGINED AC CLASS A ORD G72556106   12,634,875 1,237,500 SH   SOLE   1,237,500 0 0
PROOF ACQUISITION CORP I *W EXP 99/99/999 74349W112   15,440 200,000 SH   SOLE   200,000 0 0
PROOF ACQUISITION CORP I CL A COM 74349W104   4,172,000 400,000 SH   SOLE   400,000 0 0
PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6   32,872,436 34,442,000 PRN   SOLE   34,442,000 0 0
PROSPECTOR CAPITAL CORP *W EXP 01/11/202 G7273A113   3,000 33,333 SH   SOLE   33,333 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8   130,298,179 130,223,000 PRN   SOLE   130,223,000 0 0
PYROPHYTE ACQUISITION CORP *W EXP 05/03/202 G7308P127   18,000 150,000 SH   SOLE   150,000 0 0
PYROPHYTE ACQUISITION CORP CL A ORD SHS G7308P101   3,151,500 300,000 SH   SOLE   300,000 0 0
Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6   16,359,473 19,699,000 PRN   SOLE   19,699,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1   6,689,670 8,229,000 PRN   SOLE   8,229,000 0 0
QUADRO ACQUISITION ONE CORP *W EXP 06/30/202 G52807115   749 36,530 SH   SOLE   36,530 0 0
RAPID7 INC NOTE 0.250% 3/1 753422AF1   48,944,089 56,342,000 PRN   SOLE   56,342,000 0 0
RAPID7 INC NOTE 2.250% 5/0 753422AD6   53,219,385 51,437,000 PRN   SOLE   51,437,000 0 0
RCF ACQUISITION CORP *W EXP 99/99/999 G7330C110   9,510 100,000 SH   SOLE   100,000 0 0
RCF ACQUISITION CORP CL A COM G7330C102   2,086,000 200,000 SH   SOLE   200,000 0 0
RENEW ENERGY GLOBAL PLC *W EXP 08/21/202 G7500M120   100,263 116,666 SH   SOLE   116,666 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5   19,612,439 12,738,000 PRN   SOLE   12,738,000 0 0
RESERVOIR MEDIA INC *W EXP 08/26/202 76119X113   40,250 25,000 SH   SOLE   25,000 0 0
REVELSTONE CAPITAL ACQSTN CO *W EXP 09/15/202 76137R114   93,690 675,000 SH   SOLE   675,000 0 0
REVELSTONE CAPITAL ACQSTN CO CLASS A COM 76137R106   13,851,000 1,350,000 SH   SOLE   1,350,000 0 0
RICE ACQUISITION CORP II *W EXP 99/99/999 G75529126   36,620 25,000 SH   SOLE   25,000 0 0
RICE ACQUISITION CORP II SHS CL A G75529100   1,023,500 100,000 SH   SOLE   100,000 0 0
RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114   29,700 225,000 SH   SOLE   225,000 0 0
RIGEL RESOURCE ACQ CORP CL A ORD SHS G7573M106   4,707,000 450,000 SH   SOLE   450,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4   47,280,629 53,500,000 PRN   SOLE   53,500,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAH0   38,187,501 47,000,000 PRN   SOLE   47,000,000 0 0
RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122   8,700 59,999 SH   SOLE   59,999 0 0
ROIVANT SCIENCES LTD *W EXP 09/30/202 G76279119   291,960 200,000 SH   SOLE   200,000 0 0
ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123   3,190 50,000 SH   SOLE   50,000 0 0
ROSECLIFF ACQUISITION CORP I *W EXP 02/11/202 77732R111   6,007 66,666 SH   SOLE   66,666 0 0
ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114   17,466 66,666 SH   SOLE   66,666 0 0
RUBICON TECHNOLOGIES INC *W EXP 04/01/202 78112J117   11,975 250,001 SH   SOLE   250,001 0 0
SARCOS TECHN AND ROBOTICS CO *W EXP 09/24/202 80359A114   2,737 24,900 SH   SOLE   24,900 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6   11,571,045 5,948,000 SH   SOLE   5,948,000 0 0
SATELLOGIC INC *W EXP 01/25/202 G7823S119   20,191 91,779 SH   SOLE   91,779 0 0
SCHULTZE SPL PURP ACQ CORP I *W EXP 04/13/202 808212112   29,700 371,250 SH   SOLE   371,250 0 0
SCHULTZE SPL PURP ACQ CORP I CLASS A COM 808212104   7,640,325 742,500 SH   SOLE   742,500 0 0
SCULPTOR ACQUISITION CORP I *W EXP 99/99/999 G7T983111   12,500 125,000 SH   SOLE   125,000 0 0
SCULPTOR ACQUISITION CORP I CL A COM G7T983103   2,610,000 250,000 SH   SOLE   250,000 0 0
SEASTAR MEDICAL HOLDING CORP *W EXP 10/28/202 81256L112   3,392 40,000 SH   SOLE   40,000 0 0
SELINA HOSPITALITY PLC *W EXP 10/27/202 G8059B119   12,539 125,393 SH   SOLE   125,393 0 0
SEMANTIX INC *W EXP 08/03/202 G6332A114   3,003 25,000 SH   SOLE   25,000 0 0
SEMPER PARATUS ACQUISITION C *W EXP 11/04/202 G8028L131   10,000 125,000 SH   SOLE   125,000 0 0
SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116   9,775 250,000 SH   SOLE   250,000 0 0
SHAPEWAYS HOLDINGS INC *W EXP 09/29/202 81947T110   5,233 237,885 SH   SOLE   237,885 0 0
SHARECARE INC *W EXP 07/01/202 81948W112   11,340 80,999 SH   SOLE   80,999 0 0
SHOULDERUP TECHNOLOGY ACQUIS *W EXP 11/17/202 82537G112   3,083 112,500 SH   SOLE   112,500 0 0
SHOULDERUP TECHNOLOGY ACQUIS CL A COM 82537G104   2,340,000 225,000 SH   SOLE   225,000 0 0
SIGNA SPORTS UNITED NV *W EXP 12/14/202 N80029114   32,107 233,333 SH   SOLE   233,333 0 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4   218,809,134 145,000,000 PRN   SOLE   145,000,000 0 0
SIZZLE ACQUISITION CORP *W EXP 11/02/202 83014E117   34,000 100,000 SH   SOLE   100,000 0 0
SKY HARBOUR GROUP CORPORATIO *W EXP 10/21/202 83085C115   60,713 125,000 SH   SOLE   125,000 0 0
SLAM CORP *W EXP 02/23/202 G8210L121   14,375 62,500 SH   SOLE   62,500 0 0
SNAP INC NOTE 5/0 83304AAF3   31,052,878 42,129,000 PRN   SOLE   42,129,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2   23,490,999 25,500,000 PRN   SOLE   25,500,000 0 0
SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105   766,500 75,000 SH   SOLE   75,000 0 0
SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103   766,500 75,000 SH   SOLE   75,000 0 0
SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110   5,350 50,000 SH   SOLE   50,000 0 0
SOUTHPORT ACQUISITION CORP *W EXP 99/99/999 84465L113   6,915 150,000 SH   SOLE   150,000 0 0
SOUTHPORT ACQUISITION CORP CL A COM 84465L105   3,120,000 300,000 SH   SOLE   300,000 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8   2,066,919 2,500,000 PRN   SOLE   2,500,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8   51,251,679 52,500,000 PRN   SOLE   52,500,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6   3,905,738 4,010,000 PRN   SOLE   4,010,000 0 0
SPOTIFY USA INC NOTE 3/1 84921RAB6   35,024,520 41,700,000 PRN   SOLE   41,700,000 0 0
SPRINGBIG HOLDINGS INC *W EXP 06/14/202 85021Q116   1,535 50,000 SH   SOLE   50,000 0 0
ST ENERGY TRANSITION I LTD *W EXP 12/02/202 G8465L115   4,250 25,000 SH   SOLE   25,000 0 0
ST ENERGY TRANSITION I LTD CL A ORD SHS G8465L107   519,000 50,000 SH   SOLE   50,000 0 0
STRIDE INC NOTE 1.125% 9/0 86333MAA6   4,986,959 5,000,000 PRN   SOLE   5,000,000 0 0
SUNLIGHT FINANCIAL HOLDINGS *W EXP 07/09/202 86738J114   4,843 141,200 SH   SOLE   141,200 0 0
SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0   97,297,084 96,994,000 PRN   SOLE   96,994,000 0 0
SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111   3,683 37,500 SH   SOLE   37,500 0 0
SWVL HOLDINGS CORP *W EXP 03/31/202 G86302117   2,080 100,000 SH   SOLE   100,000 0 0
SYSTEM1 INC *W EXP 99/99/999 87200P117   23,085 60,750 SH   SOLE   60,750 0 0
TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101   1,011,000 100,000 SH   SOLE   100,000 0 0
TALON 1 ACQUISITION CORP *W EXP 07/30/202 G86656116   7,909 112,500 SH   SOLE   112,500 0 0
TANDEM DIABETES CARE INC NOTE 1.500% 5/0 875372AA2   20,171,243 21,874,000 PRN   SOLE   21,874,000 0 0
TARGET GLOBAL ACQUISI I CORP *W EXP 12/08/202 G8675N125   5,467 41,666 SH   SOLE   41,666 0 0
TARGET GLOBAL ACQUISI I CORP CLASS A ORD SHS G8675N109   1,303,750 125,000 SH   SOLE   125,000 0 0
TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112   22,500 150,000 SH   SOLE   150,000 0 0
TCV ACQUISITION CORP CL A SHS G8704C124   256,000 25,000 SH   SOLE   25,000 0 0
TECHTARGET INC NOTE 12/1 87874RAD2   9,823,739 12,500,000 PRN   SOLE   12,500,000 0 0
TECHTARGET INC NOTE 0.125%12/1 87874RAB6   5,495,410 6,238,000 PRN   SOLE   6,238,000 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   15,557,593 20,000,000 PRN   SOLE   20,000,000 0 0
TEMPO AUTOMATION HOLDINGS IN *W EXP 09/30/202 88024M116   13,243 133,769 SH   SOLE   133,769 0 0
TH INTERNATIONAL LIMITED *W EXP 09/28/202 G8656L114   85,750 175,001 SH   SOLE   175,001 0 0
THE ONCOLOGY INSTITUTE INC *W EXP 11/15/202 68236X118   1,628 25,000 SH   SOLE   25,000 0 0
THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115   3,600 20,000 SH   SOLE   20,000 0 0
THUNDER BRDG CAP PRTNRS IV I CLASS A COM 88605L107   1,012,000 100,000 SH   SOLE   100,000 0 0
THUNDER BRIDGE CAP PRTNRS II *W EXP 02/01/202 88605T118   7,206 60,000 SH   SOLE   60,000 0 0
TKB CRITICAL TECHNOLOGIES 1 *W EXP 10/20/202 G88935120   15,000 100,000 SH   SOLE   100,000 0 0
TLGY ACQUISITION CORPORATION *W EXP 11/09/202 G8656T125   4,140 50,000 SH   SOLE   50,000 0 0
TMC THE METALS COMPANY INC *W EXP 09/09/202 87261Y114   8,033 67,500 SH   SOLE   67,500 0 0
TMT ACQUISITION CORP UNIT 03/27/2028 G89229101   510,000 50,000 SH   SOLE   50,000 0 0
TORTOISEECOFIN ACQUISITION C *W EXP 07/22/202 G8956E117   3,754 37,500 SH   SOLE   37,500 0 0
TORTOISEECOFIN ACQUISITION C SHS CL A G8956E109   1,533,000 150,000 SH   SOLE   150,000 0 0
TRINE II ACQUISITION CORP *W EXP 99/99/999 G9059F118   2,500 50,000 SH   SOLE   50,000 0 0
TRINE II ACQUISITION CORP CL A ORD SHS G9059F100   1,046,000 100,000 SH   SOLE   100,000 0 0
TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114   1,657 33,333 SH   SOLE   33,333 0 0
TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120   4,673 66,666 SH   SOLE   66,666 0 0
TWIN RIDGE CAPITAL ACQUIS CO SHS CL A G9151L104   1,024,000 100,000 SH   SOLE   100,000 0 0
TWO COM CL A G9152V101   1,025,000 100,000 SH   SOLE   100,000 0 0
UNDER ARMOUR INC NOTE 1.500% 6/0 904311AC1   10,264,837 9,528,000 PRN   SOLE   9,528,000 0 0
UNITED HOMES GROUP INC *W EXP 01/28/202 91060H116   21,270 75,000 SH   SOLE   75,000 0 0
UNITY SOFTWARE INC NOTE 11/1 91332UAB7   40,987,188 52,750,000 PRN   SOLE   52,750,000 0 0
UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3   5,877,033 10,000,000 PRN   SOLE   10,000,000 0 0
UTA ACQUISITION CORPORATION *W EXP 10/30/202 G9473A117   13,508 75,000 SH   SOLE   75,000 0 0
UTA ACQUISITION CORPORATION CLASS A ORD SHS G9473A109   1,561,500 150,000 SH   SOLE   150,000 0 0
UWM HOLDINGS CORPORATION *W EXP 01/21/202 91823B117   4,165 20,560 SH   SOLE   20,560 0 0
VAHANNA TECH EDGE ACQSTN I C *W EXP 11/30/202 G9320Z117   2,550 50,000 SH   SOLE   50,000 0 0
VAHANNA TECH EDGE ACQSTN I C CLASS A ORD G9320Z109   1,045,000 100,000 SH   SOLE   100,000 0 0
VALENS SEMICONDUCTOR LTD *W EXP 09/30/202 M9607U107   12,000 75,000 SH   SOLE   75,000 0 0
VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2   48,453,363 43,488,000 PRN   SOLE   43,488,000 0 0
VARONIS SYS INC NOTE 1.250% 8/1 922280AB8   10,999,493 10,000,000 PRN   SOLE   10,000,000 0 0
VEECO INSTRS INC DEL NOTE 3.500% 1/1 922417AG5   36,414,308 33,000,000 PRN   SOLE   33,000,000 0 0
VEECO INSTRS INC DEL NOTE 3.750% 6/0 922417AF7   18,458,147 11,000,000 PRN   SOLE   11,000,000 0 0
VERADIGM INC NOTE 0.875% 1/0 01988PAF5   21,366,039 18,846,000 PRN   SOLE   18,846,000 0 0
VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4   20,221,206 22,668,000 PRN   SOLE   22,668,000 0 0
VERITONE INC NOTE 1.750%11/1 92347MAB6   2,091,819 3,000,000 PRN   SOLE   3,000,000 0 0
VERTICAL AEROSPACE LTD *W EXP 09/15/202 G9471C115   17,500 100,000 SH   SOLE   100,000 0 0
VICARIOUS SURGICAL INC *W EXP 09/17/202 92561V117   99,350 250,000 SH   SOLE   250,000 0 0
VIEW INC *W EXP 03/08/202 92671V114   5,820 149,999 SH   SOLE   149,999 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3   16,650,565 16,600,000 PRN   SOLE   16,600,000 0 0
VMG CONSUMER ACQUISITION COR *W EXP 11/03/202 91842V110   2,806 62,500 SH   SOLE   62,500 0 0
VMG CONSUMER ACQUISITION COR CLASS A COM 91842V102   1,291,250 125,000 SH   SOLE   125,000 0 0
VROOM INC NOTE 0.750% 7/0 92918VAB5   3,014,063 7,500,000 PRN   SOLE   7,500,000 0 0
WAG GROUP CO *W EXP 07/30/202 93042P117   120,879 990,001 SH   SOLE   990,001 0 0
WEJO GROUP LIMITED *W EXP 11/18/202 G9525W117   8,820 175,000 SH   SOLE   175,000 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0   48,375,002 50,000,000 PRN   SOLE   50,000,000 0 0
WHEELS UP EXPERIENCE INC *W EXP 07/13/202 96328L114   4,660 100,000 SH   SOLE   100,000 0 0
WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126   4,100 50,000 SH   SOLE   50,000 0 0
WIX COM LTD NOTE 7/0 92940WAB5   13,868,803 14,080,000 PRN   SOLE   14,080,000 0 0
WIX COM LTD NOTE 8/1 92940WAD1   40,903,055 47,015,000 PRN   SOLE   47,015,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1   33,558,109 23,750,000 PRN   SOLE   23,750,000 0 0
WORLDWIDE WEBB ACQUISITION C *W EXP 10/20/202 G97775111   82,500 750,000 SH   SOLE   750,000 0 0
WORLDWIDE WEBB ACQUISITION C CLASS A ORD SHS G97775103   15,525,000 1,500,000 SH   SOLE   1,500,000 0 0
XPAC ACQUISITION CORP *W EXP 99/99/999 G9831X122   3,047 33,333 SH   SOLE   33,333 0 0
XPAC ACQUISITION CORP CLASS A ORD G9831X106   1,020,000 100,000 SH   SOLE   100,000 0 0
ZEROFOX HLDGS INC *W EXP 08/03/202 98955G111   6,030 75,000 SH   SOLE   75,000 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   37,065,058 35,000,000 PRN   SOLE   35,000,000 0 0