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
8I ENTERPRISES ACQUISITION C *W EXP 10/29/202 G2956M112 55 191,075 SH   SOLE   0 0 191,075
8I ENTERPRISES ACQUISITION C RIGHT 10/29/2020 G2956M120 67 173,700 SH   SOLE   0 0 173,700
8I ENTERPRISES ACQUISITION C SHS G2956M104 4,412 441,200 SH   SOLE   441,200 0 0
ACAMAR PARTNERS ACQSITION CO *W EXP 02/26/202 004285110 29 60,400 SH   SOLE   0 0 60,400
ACAMAR PARTNERS ACQSITION CO CL A 004285102 5,569 565,300 SH   SOLE   565,300 0 0
ACAMAR PARTNERS ACQSITION CO UNIT 12/30/2025 004285201 3,191 320,500 SH   SOLE   320,500 0 0
ACT II GLOBAL ACQUISITION CO *W EXP 04/30/202 G0080J120 98 150,600 SH   SOLE   0 0 150,600
ACT II GLOBAL ACQUISITION CO CL A SHS G0080J104 8,240 834,705 SH   SOLE   834,705 0 0
AGBA ACQUISITION LTD *W EXP 05/10/202 G0120M117 24 399,800 SH   SOLE   0 0 399,800
AGBA ACQUISITION LTD RIGHT 05/10/2024 G0120M125 56 399,800 SH   SOLE   0 0 399,800
AGBA ACQUISITION LTD SHS G0120M109 4,045 399,800 SH   SOLE   399,800 0 0
ALBERTON ACQUISITION CORP *W EXP 04/26/202 G35006124 30 562,500 SH   SOLE   0 0 562,500
ALBERTON ACQUISITION CORP ORD SHS G35006108 3,587 341,600 SH   SOLE   341,600 0 0
ALBERTON ACQUISITION CORP RIGHT 10/04/2020 G35006132 124 652,900 SH   SOLE   0 0 652,900
ALLEGRO MERGER CORP *W EXP 01/06/202 01749N111 12 232,023 SH   SOLE   0 0 232,023
ALLEGRO MERGER CORP COM 01749N103 6,959 673,706 SH   SOLE   673,706 0 0
ALLEGRO MERGER CORP RIGHT 12/31/2023 01749N129 40 454,206 SH   SOLE   0 0 454,206
ALUSSA ENERGY ACQUISITION CO *W EXP 10/31/202 G0232J119 19 25,700 SH   SOLE   0 0 25,700
ALUSSA ENERGY ACQUISITION CO SHS CL A G0232J101 5,053 526,400 SH   SOLE   526,400 0 0
ALUSSA ENERGY ACQUISITION CO UNIT 10/31/2026 G0232J127 3,019 304,900 SH   SOLE   304,900 0 0
AMCI ACQUISITION CORP *W EXP 05/20/202 00165R119 57 321,800 SH   SOLE   0 0 321,800
AMCI ACQUISITION CORP CLASS A 00165R101 6,013 591,900 SH   SOLE   591,900 0 0
AMCI ACQUISITION CORP UNIT 01/07/2019 00165R200 2,111 201,300 SH   SOLE   201,300 0 0
AMPLITUDE HLTHCRE AQUSTIN CO UNIT 12/01/2026 03212A204 1,004 100,400 SH   SOLE   100,400 0 0
ANDINA ACQUISITION CORP III *W EXP 07/31/202 G04415124 19 191,000 SH   SOLE   0 0 191,000
ANDINA ACQUISITION CORP III RIGHT 07/31/2020 G04415132 40 191,100 SH   SOLE   0 0 191,100
ANDINA ACQUISITION CORP III SHS G04415108 1,924 191,000 SH   SOLE   191,000 0 0
APEX TECHNOLOGY ACQUISITION COM CL A 03768F102 3,666 376,000 SH   SOLE   376,000 0 0
APEX TECHNOLOGY ACQUISITION UNIT 06/11/2026 03768F201 6,629 653,200 SH   SOLE   653,200 0 0
ARYA SCIENCES ACQUISITION CO *W EXP 10/10/202 G3165V125 138 74,900 SH   SOLE   0 0 74,900
ARYA SCIENCES ACQUISITION CO SHS CL A G3165V109 2,913 286,200 SH   SOLE   286,200 0 0
BIG ROCK PARTNERS ACQUISI CO *W EXP 12/01/202 089482111 5 91,916 SH   SOLE   0 0 91,916
BIG ROCK PARTNERS ACQUISI CO RIGHT 12/01/2022 089482129 21 159,400 SH   SOLE   0 0 159,400
BIOMX INC *W EXP 10/16/202 09090D111 22 37,060 SH   SOLE   0 0 37,060
CF FIN ACQUISITION CORP *W EXP 04/30/202 12528N115 117 231,700 SH   SOLE   0 0 231,700
CF FIN ACQUISITION CORP COM CL A 12528N107 11,512 1,118,700 SH   SOLE   1,118,700 0 0
CF FIN ACQUISITION CORP UNIT 04/30/2025 12528N206 4,038 377,444 SH   SOLE   377,444 0 0
CHEGG INC NOTE 0.250% 5/1 163092AB5 4,270 3,000,000 PRN   SOLE   0 0 3,000,000
CHP MERGER CORP COM CL A 12558Y106 970 100,000 SH   SOLE   100,000 0 0
CHP MERGER CORP UNIT 11/22/2024 12558Y205 5,036 509,100 SH   SOLE   509,100 0 0
CHURCHILL CAP CORP II *W EXP 07/02/202 17143G114 441 276,000 SH   SOLE   0 0 276,000
CHURCHILL CAP CORP II CL A 17143G106 10,727 1,078,000 SH   SOLE   1,078,000 0 0
CHURCHILL CAP CORP II UNIT 99/99/9999 17143G205 18,066 1,737,100 SH   SOLE   1,737,100 0 0
CHURCHILL CAP CORP III UNIT 03/01/2027 17144C203 39,480 3,948,000 SH   SOLE   3,948,000 0 0
CIIG MERGER CORP COM CL A 12559C103 958 100,000 SH   SOLE   100,000 0 0
CIIG MERGER CORP UNIT 12/31/2026 12559C202 4,901 500,000 SH   SOLE   500,000 0 0
CITIC CAPITAL ACQUISITION CO UNIT 99/99/9999 G21513125 4,424 447,150 SH   SOLE   447,150 0 0
COLLIER CREEK HOLDINGS *W EXP 99/99/999 G22707114 111 85,679 SH   SOLE   0 0 85,679
COLLIER CREEK HOLDINGS COM CL A G22707106 4,101 400,900 SH   SOLE   400,900 0 0
CONYERS PK II ACQUISITION CO COM CL A 212896104 1,402 141,640 SH   SOLE   141,640 0 0
CRESCENT ACQUISITION CORP COM CL A 22564L105 4,655 472,496 SH   SOLE   472,496 0 0
CRESCENT ACQUISITION CORP UNIT 99/99/9999 22564L204 6,442 628,400 SH   SOLE   628,400 0 0
DFP HEALTHCARE ACQUISITNS CO UNIT 03/31/2025 23343Q209 985 100,000 SH   SOLE   100,000 0 0
DIAMONDPEAK HLDGS COR *W EXP 02/22/202 25280H118 37 83,500 SH   SOLE   0 0 83,500
DIAMONDPEAK HLDGS COR COM CL A 25280H100 5,621 540,500 SH   SOLE   540,500 0 0
DIAMONDPEAK HLDGS COR UNIT 99/99/9999 25280H209 2,664 265,000 SH   SOLE   265,000 0 0
DMY TECHNOLOGY GROUP INC UNIT 99/99/9999 233253202 3,960 400,000 SH   SOLE   400,000 0 0
EAST STONE ACQUISITION CORP UNIT 12/31/2026 G2911D124 5,880 600,000 SH   SOLE   600,000 0 0
EXPERIENCE INVT CORP *W EXP 09/01/202 30217C117 85 113,400 SH   SOLE   0 0 113,400
EXPERIENCE INVT CORP COM CL A 30217C109 5,223 540,165 SH   SOLE   540,165 0 0
EXPERIENCE INVT CORP UNIT 09/01/2026 30217C208 3,383 345,200 SH   SOLE   345,200 0 0
FAR PT ACQUISITION CORP *W EXP 06/01/202 30734W117 28 49,900 SH   SOLE   0 0 49,900
FAR PT ACQUISITION CORP COM CL A 30734W109 15,885 1,569,768 SH   SOLE   1,569,768 0 0
FINSERV ACQUISITION CORP *W EXP 12/31/202 318085115 115 200,800 SH   SOLE   0 0 200,800
FINSERV ACQUISITION CORP CL A 318085107 4,589 476,600 SH   SOLE   476,600 0 0
FINSERV ACQUISITION CORP UNIT 12/31/2026 318085206 4,046 401,425 SH   SOLE   401,425 0 0
FINTECH ACQUISITION CORP III *W EXP 12/01/202 31811A119 42 69,527 SH   SOLE   0 0 69,527
FINTECH ACQUISITION CORP III COM CL A 31811A101 6,526 651,941 SH   SOLE   651,941 0 0
FINTECH ACQUISITION CORP III UNIT 12/01/2023 31811A309 2,781 271,900 SH   SOLE   271,900 0 0
FIVE9 INC NOTE 0.125% 5/0 338307AB7 13,311 7,000,000 PRN   SOLE   0 0 7,000,000
FLYING EAGLE ACQUISITION COR UNIT 99/99/9999 34407Y202 997 100,000 SH   SOLE   100,000 0 0
FORUM MERGER II CORP *W EXP 09/30/202 34986F111 101 372,000 SH   SOLE   0 0 372,000
FORUM MERGER II CORP CL A 34986F103 12,591 1,223,595 SH   SOLE   1,223,595 0 0
FORUM MERGER II CORP UNIT 09/30/2025 34986F202 1,035 100,000 SH   SOLE   100,000 0 0
GALILEO ACQUISITION CORP SHS G3770A102 484 50,000 SH   SOLE   50,000 0 0
GALILEO ACQUISITION CORP UNIT 99/99/9999 G3770A128 2,212 225,700 SH   SOLE   225,700 0 0
GIGCAPITAL2 INC *W EXP 02/28/202 375036118 70 226,200 SH   SOLE   0 0 226,200
GIGCAPITAL2 INC COM 375036100 3,246 326,200 SH   SOLE   326,200 0 0
GIGCAPITAL2 INC RIGHT 02/28/2026 375036126 46 175,900 SH   SOLE   0 0 175,900
GIGCAPITAL2 INC UNIT 02/28/2026 375036209 4,119 403,100 SH   SOLE   403,100 0 0
GLRY STR NW MDIA GRUP HLDG L *W EXP 02/13/202 G39973113 39 480,403 SH   SOLE   0 0 480,403
GORDON POINTE ACQUISITION CO *W EXP 07/30/202 382788115 32 201,200 SH   SOLE   0 0 201,200
GORDON POINTE ACQUISITION CO COM CLASS A 382788107 2,537 237,700 SH   SOLE   237,700 0 0
GORES HLDGS IV INC UNIT 02/01/2023 382865202 1,500 150,000 SH   SOLE   150,000 0 0
GORES METROPOULOS INC *W EXP 01/28/202 382872117 91 121,200 SH   SOLE   0 0 121,200
GORES METROPOULOS INC COM CL A 382872109 4,608 453,572 SH   SOLE   453,572 0 0
GRAF INDL CORP *W EXP 12/31/202 384278115 77 768,700 SH   SOLE   0 0 768,700
GRAF INDL CORP COM 384278107 17,535 1,724,200 SH   SOLE   1,724,200 0 0
GREENROSE ACQUISITION CORP UNIT 02/28/2024 395392202 3,398 350,300 SH   SOLE   350,300 0 0
GREENVISION ACQUISITION CORP RIGHT 06/01/2021 39678G129 24 100,000 SH   SOLE   0 0 100,000
GREENVISION ACQUISITION CORP UNIT 10/28/2024 39678G202 3,578 376,700 SH   SOLE   376,700 0 0
GX ACQUISITION CORP *W EXP 05/24/202 36251A115 89 176,000 SH   SOLE   0 0 176,000
GX ACQUISITION CORP COM CL A 36251A107 8,838 901,800 SH   SOLE   901,800 0 0
GX ACQUISITION CORP UNIT 05/24/2026 36251A206 7,536 746,100 SH   SOLE   746,100 0 0
HAYMAKER ACQUISITION CORP II *W EXP 10/31/202 42087L119 122 115,600 SH   SOLE   0 0 115,600
HAYMAKER ACQUISITION CORP II COM CL A 42087L101 4,865 496,800 SH   SOLE   496,800 0 0
HAYMAKER ACQUISITION CORP II UNIT 10/31/2026 42087L200 4,167 412,700 SH   SOLE   412,700 0 0
HEALTHCARE MERGER CORP COM CL A 42227L102 1,482 150,000 SH   SOLE   150,000 0 0
HEALTHCARE MERGER CORP UNIT 12/17/2021 42227L201 5,160 501,000 SH   SOLE   501,000 0 0
HENNESSY CAP ACQUSTION CORP *W EXP 09/05/202 42589C112 186 527,600 SH   SOLE   0 0 527,600
HENNESSY CAP ACQUSTION CORP UNIT 99/99/9999 42589C203 3,749 364,376 SH   SOLE   364,376 0 0
HENNESSY CAP ACQUSTION CORP CL A COM 42589C104 7,641 755,700 SH   SOLE   755,700 0 0
HL ACQUISITIONS CORP *W EXP 06/21/202 G4603R122 8 154,700 SH   SOLE   0 0 154,700
HL ACQUISITIONS CORP RIGHT 07/17/2023 G4603R130 16 201,200 SH   SOLE   0 0 201,200
HL ACQUISITIONS CORP SHS G4603R106 2,635 246,800 SH   SOLE   246,800 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 4,472 3,000,000 PRN   SOLE   0 0 3,000,000
INPHI CORP NOTE 1.125%12/0 45772FAB3 3,993 2,000,000 PRN   SOLE   0 0 2,000,000
INSULET CORP NOTE 1.375%11/1 45784PAH4 1,834 1,000,000 PRN   SOLE   0 0 1,000,000
INSURANCE ACQUISITION CORP *W EXP 03/31/202 457867117 140 201,000 SH   SOLE   0 0 201,000
INSURANCE ACQUISITION CORP CL A 457867109 6,501 646,200 SH   SOLE   646,200 0 0
INSURANCE ACQUISITION CORP UNIT 03/31/2024 457867307 3,647 351,300 SH   SOLE   351,300 0 0
INTERPRIVATE ACQUISITION COR UNIT 10/29/2024 46064A202 5,440 550,000 SH   SOLE   550,000 0 0
INTL GNRL INSURANCE HLDNGS L *W EXP 03/17/202 G4809J114 8 19,986 SH   SOLE   0 0 19,986
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 2,498 2,075,000 PRN   SOLE   0 0 2,075,000
JUNIPER INDL HLDGS INC *W EXP 11/13/202 48205G114 135 240,900 SH   SOLE   0 0 240,900
JUNIPER INDL HLDGS INC COM CL A 48205G106 6,896 716,800 SH   SOLE   716,800 0 0
JUNIPER INDL HLDGS INC UNIT 11/13/2026 48205G205 6,778 689,500 SH   SOLE   689,500 0 0
KBL MERGER CORP IV *W EXP 01/15/202 48242A112 18 283,797 SH   SOLE   0 0 283,797
KBL MERGER CORP IV COM 48242A104 1,841 174,100 SH   SOLE   174,100 0 0
KBL MERGER CORP IV RIGHT 04/09/2020 48242A120 65 468,100 SH   SOLE   0 0 468,100
LANDCADIA HLDGS II INC *W EXP 05/09/202 51476X113 32 80,400 SH   SOLE   0 0 80,400
LANDCADIA HLDGS II INC CL A 51476X105 6,042 616,500 SH   SOLE   616,500 0 0
LANDCADIA HLDGS II INC UNIT 05/09/2026 51476X204 5,236 534,300 SH   SOLE   534,300 0 0
LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 147 589,100 SH   SOLE   0 0 589,100
LEGACY ACQUISITION CORP COM CL A 524643103 8,952 863,300 SH   SOLE   863,300 0 0
LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 28 178,400 SH   SOLE   0 0 178,400
LEISURE ACQUISITION CORP COM 52539T107 3,844 367,800 SH   SOLE   367,800 0 0
LEO HOLDINGS CORP COM CL A G5463L105 2,578 250,320 SH   SOLE   250,320 0 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 66 301,700 SH   SOLE   0 0 301,700
LF CAP ACQUISITION CORP CL A 50200K108 9,618 934,200 SH   SOLE   934,200 0 0
LGL SYS ACQUISITION CORP UNIT 10/24/2024 50201G205 3,977 394,955 SH   SOLE   394,955 0 0
LIFESCI ACQUISITION CORP UNIT 03/31/2025 53228P208 1,250 125,000 SH   SOLE   125,000 0 0
LIV CAP ACQUISITION CORP CL A G5510C108 697 73,239 SH   SOLE   73,239 0 0
LIV CAP ACQUISITION CORP UNIT 99/99/9999 G5510C124 3,890 396,904 SH   SOLE   396,904 0 0
LONGEVITY ACQUISITION CORP *W EXP 07/31/202 G56372116 10 94,100 SH   SOLE   0 0 94,100
LONGEVITY ACQUISITION CORP ORD SHS G56372132 2,166 206,100 SH   SOLE   206,100 0 0
LONGEVITY ACQUISITION CORP RIGHT 07/31/2020 G56372124 16 104,175 SH   SOLE   0 0 104,175
MEGALITH FINL ACQUISITION CO *W EXP 08/26/202 58518F117 159 723,200 SH   SOLE   0 0 723,200
MEGALITH FINL ACQUISITION CO CL A COM 58518F109 12,492 1,214,000 SH   SOLE   1,214,000 0 0
MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 75 150,950 SH   SOLE   0 0 150,950
MERIDA MERGER CORP I COM 58953M106 5,363 558,700 SH   SOLE   558,700 0 0
MONOCLE ACQUISITION CORP *W EXP 12/06/202 609754114 160 534,200 SH   SOLE   0 0 534,200
MONOCLE ACQUISITION CORP COM 609754106 8,373 833,200 SH   SOLE   833,200 0 0
MUDRICK CAP ACQUISITION CORP *W EXP 02/12/202 624745113 146 415,500 SH   SOLE   0 0 415,500
MUDRICK CAP ACQUISITION CORP COM CLASS A 624745105 3,896 376,500 SH   SOLE   376,500 0 0
NEBULA ACQUISITION CORP COM CLASS A 629076100 1,233 121,500 SH   SOLE   121,500 0 0
NETFIN ACQUISITION CORP *W EXP 08/01/202 G6455A115 84 216,100 SH   SOLE   0 0 216,100
NETFIN ACQUISITION CORP SHS CL A G6455A107 6,316 641,875 SH   SOLE   641,875 0 0
NEW PROVIDENCE ACQUISITION *W EXP 09/11/202 64822P114 94 170,700 SH   SOLE   0 0 170,700
NEW PROVIDENCE ACQUISITION COM CL A 64822P106 7,190 735,915 SH   SOLE   735,915 0 0
NEW PROVIDENCE ACQUISITION UNIT 09/01/2024 64822P205 3,951 384,600 SH   SOLE   384,600 0 0
NEWBORN ACQUISITION CORP UNIT 99/99/9999 G6463T130 1,231 126,850 SH   SOLE   126,850 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 8,090 4,550,000 PRN   SOLE   0 0 4,550,000
OAKTREE ACQUISITION CORP *W EXP 99/99/999 G67145113 69 66,900 SH   SOLE   0 0 66,900
OAKTREE ACQUISITION CORP SHS CL A G67145105 2,507 250,700 SH   SOLE   250,700 0 0
OPES ACQUISITION CORP *W EXP 03/13/202 68373P118 24 491,900 SH   SOLE   0 0 491,900
OPES ACQUISITION CORP COM 68373P100 4,859 460,537 SH   SOLE   460,537 0 0
ORISUN ACQUISITION CORP *W EXP 05/31/202 68632T117 22 334,791 SH   SOLE   0 0 334,791
ORISUN ACQUISITION CORP COM 68632T109 3,365 334,791 SH   SOLE   334,791 0 0
ORISUN ACQUISITION CORP RIGHT 05/31/2024 68632T125 56 334,791 SH   SOLE   0 0 334,791
ORISUN ACQUISITION CORP UNIT 99/99/9999 68632T208 568 55,000 SH   SOLE   55,000 0 0
OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 188 281,000 SH   SOLE   0 0 281,000
OSPREY TECHNLGY AQUISTION CO COM CL A 68839R104 6,862 706,000 SH   SOLE   706,000 0 0
OSPREY TECHNLGY AQUISTION CO UNIT 10/30/2024 68839R401 5,585 572,200 SH   SOLE   572,200 0 0
PENSARE ACQUISITION CORP *W EXP 07/27/202 70957E113 12 237,812 SH   SOLE   0 0 237,812
PENSARE ACQUISITION CORP COM 70957E105 120 11,000 SH   SOLE   11,000 0 0
PENSARE ACQUISITION CORP RIGHT 99/99/9999 70957E121 30 212,200 SH   SOLE   0 0 212,200
PIVOTAL INVT CORP II *W EXP 06/01/202 72582K118 68 117,600 SH   SOLE   0 0 117,600
PIVOTAL INVT CORP II COM CL A 72582K100 4,487 452,800 SH   SOLE   452,800 0 0
PIVOTAL INVT CORP II UNIT 06/01/2025 72582K209 7,914 794,542 SH   SOLE   794,542 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 2,219 2,000,000 PRN   SOLE   0 0 2,000,000
PROFICIENT ALPHA ACQUSTN COR *W EXP 04/30/202 74317H113 37 721,800 SH   SOLE   0 0 721,800
PROFICIENT ALPHA ACQUSTN COR COM 74317H105 5,260 521,800 SH   SOLE   521,800 0 0
PROFICIENT ALPHA ACQUSTN COR RIGHT 04/30/2026 74317H121 165 821,800 SH   SOLE   0 0 821,800
PROPTECH ACQUISITION CORP COM CL A 74349F101 978 100,000 SH   SOLE   100,000 0 0
PROPTECH ACQUISITION CORP UNIT 10/01/2026 74349F200 2,246 226,000 SH   SOLE   226,000 0 0
PURE ACQUISITION CORP CL A 74621Q106 8,899 856,397 SH   SOLE   856,397 0 0
REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 62 104,900 SH   SOLE   0 0 104,900
REPLAY ACQUISITION CORP COM G75130107 8,504 860,300 SH   SOLE   860,300 0 0
REPLAY ACQUISITION CORP UNIT 03/01/2024 G75130123 8,086 808,648 SH   SOLE   808,648 0 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 3,622 1,388,000 PRN   SOLE   0 0 1,388,000
RMG ACQUISITION CORP *W EXP 02/21/202 749641114 18 30,400 SH   SOLE   0 0 30,400
RMG ACQUISITION CORP CL A 749641106 12,960 1,305,800 SH   SOLE   1,305,800 0 0
RMG ACQUISITION CORP UNIT 99/99/9999 749641205 3,162 312,500 SH   SOLE   312,500 0 0
SC HEALTH CORP *W EXP 99/99/999 G78516401 120 125,600 SH   SOLE   0 0 125,600
SC HEALTH CORP COM CL A G78516203 4,012 401,200 SH   SOLE   401,200 0 0
SC HEALTH CORP UNIT 99/99/9999 G78516302 1,040 100,800 SH   SOLE   100,800 0 0
SCHULTZE SPL PURP ACQUSTN CO *W EXP 12/31/202 80821R117 221 1,001,250 SH   SOLE   0 0 1,001,250
SCHULTZE SPL PURP ACQUSTN CO COM 80821R109 10,444 1,032,050 SH   SOLE   1,032,050 0 0
SCVX CORP UNIT 99/99/9999 G79448109 4,736 475,000 SH   SOLE   475,000 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 6,397 3,000,000 PRN   SOLE   0 0 3,000,000
SILVER SPIKE ACQUISITION COR *W EXP 08/02/202 G8136L114 59 190,900 SH   SOLE   0 0 190,900
SILVER SPIKE ACQUISITION COR UNIT 99/99/9999 G8136L122 3,656 367,400 SH   SOLE   367,400 0 0
SILVER SPIKE ACQUISITION COR CL A SHS G8136L106 6,209 631,600 SH   SOLE   631,600 0 0
SOFTWARE ACQUISITION GROUP I COM CL A 83406B101 981 100,000 SH   SOLE   100,000 0 0
SOFTWARE ACQUISITION GROUP I UNIT 10/01/2026 83406B200 1,223 120,500 SH   SOLE   120,500 0 0
SOUTH MTN MERGER CORP *W EXP 06/20/202 838884112 85 117,600 SH   SOLE   0 0 117,600
SOUTH MTN MERGER CORP COM CL A 838884104 3,735 385,100 SH   SOLE   385,100 0 0
SOUTH MTN MERGER CORP UNIT 99/99/9999 838884203 2,453 246,500 SH   SOLE   246,500 0 0
SPARTAN ENERGY ACQUISITION C *W EXP 08/27/202 846784122 28 70,200 SH   SOLE   0 0 70,200
SPARTAN ENERGY ACQUISITION C CL A COM STK 846784106 20,647 2,040,200 SH   SOLE   2,040,200 0 0
SPARTAN ENERGY ACQUISITION C UNIT 99/99/9999 846784114 2,469 235,200 SH   SOLE   235,200 0 0
STABLE RD ACQUISITION CORP COM CL A 85236Q109 975 100,000 SH   SOLE   100,000 0 0
STABLE RD ACQUISITION CORP UNIT 05/15/2026 85236Q208 3,021 300,700 SH   SOLE   300,700 0 0
SWITCHBACK ENERGY ACQUISTN C *W EXP 07/25/202 87105M110 60 100,500 SH   SOLE   0 0 100,500
SWITCHBACK ENERGY ACQUISTN C COM CL A 87105M102 4,260 441,500 SH   SOLE   441,500 0 0
SWITCHBACK ENERGY ACQUISTN C UNIT 99/99/9999 87105M201 10,731 1,100,500 SH   SOLE   1,100,500 0 0
TENZING ACQUISITION CORP *W EXP 02/23/202 G8708A108 8 90,600 SH   SOLE   0 0 90,600
TENZING ACQUISITION CORP ORD SHS G8708A116 3,471 328,800 SH   SOLE   328,800 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 7,171 4,000,000 PRN   SOLE   0 0 4,000,000
TESLA INC NOTE 1.250% 3/0 88160RAC5 4,702 3,000,000 PRN   SOLE   0 0 3,000,000
TESLA INC NOTE 2.000% 5/1 88160RAG6 3,561 1,943,000 PRN   SOLE   0 0 1,943,000
THUNDER BRDG ACQUISTION II L UNIT 99/99/9999 G8857S124 4,183 410,500 SH   SOLE   410,500 0 0
THUNDER BRDG ACQUISTION II L CL A SHS G8857S116 3,984 404,500 SH   SOLE   404,500 0 0
TORTOISE ACQUISITION CORP *W EXP 03/04/202 89154L118 35 125,700 SH   SOLE   0 0 125,700
TORTOISE ACQUISITION CORP CL A 89154L100 7,333 730,400 SH   SOLE   730,400 0 0
TORTOISE ACQUISITION CORP UNIT 03/04/2024 89154L209 3,226 326,500 SH   SOLE   326,500 0 0
TOTTENHAM ACQUISITION I LTD *W EXP 05/06/202 G8959N114 11 271,500 SH   SOLE   0 0 271,500
TOTTENHAM ACQUISITION I LTD RIGHT 06/05/2020 G8959N122 13 120,800 SH   SOLE   0 0 120,800
TOTTENHAM ACQUISITION I LTD SHS G8959N106 3,480 331,400 SH   SOLE   331,400 0 0
TRIDENT ACQUISITIONS CORP *W EXP 05/09/202 89615T114 22 231,400 SH   SOLE   0 0 231,400
TRIDENT ACQUISITIONS CORP COM 89615T106 9,248 854,700 SH   SOLE   854,700 0 0
TRINE ACQUISITION CORP *W EXP 03/31/202 89628U116 105 175,700 SH   SOLE   0 0 175,700
TRINE ACQUISITION CORP COM CL A 89628U108 13,539 1,362,000 SH   SOLE   1,362,000 0 0
TRINE ACQUISITION CORP UNIT 03/31/2021 89628U207 4,298 424,700 SH   SOLE   424,700 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 5,690 5,000,000 PRN   SOLE   0 0 5,000,000
TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 19 65,600 SH   SOLE   0 0 65,600
TUSCAN HLDGS CORP II COM 90070A103 3,229 331,200 SH   SOLE   331,200 0 0
TUSCAN HLDGS CORP II UNIT 04/01/2026 90070A202 3,460 346,000 SH   SOLE   346,000 0 0
TUSCAN HOLDINGS CORP *W EXP 04/01/202 90069K112 149 382,900 SH   SOLE   0 0 382,900
TUSCAN HOLDINGS CORP COM 90069K104 8,831 885,700 SH   SOLE   885,700 0 0
TUSCAN HOLDINGS CORP UNIT 99/99/9999 90069K203 1,685 166,700 SH   SOLE   166,700 0 0
UNION ACQUISITION CORP II *W EXP 04/01/202 G9402Q126 91 361,500 SH   SOLE   0 0 361,500
UNION ACQUISITION CORP II SHS G9402Q100 4,231 432,575 SH   SOLE   432,575 0 0
UNION ACQUISITION CORP II UNIT 99/99/9999 G9402Q118 3,329 341,000 SH   SOLE   341,000 0 0
VECTOIQ ACQUISITION CORP *W EXP 05/11/202 92243N111 140 74,500 SH   SOLE   0 0 74,500
VECTOIQ ACQUISITION CORP COM 92243N103 8,549 803,400 SH   SOLE   803,400 0 0
WEALTHBRIDGE ACQUISITION LTD *W EXP 01/31/202 G4887W128 56 436,700 SH   SOLE   0 0 436,700
WEALTHBRIDGE ACQUISITION LTD RIGHT 11/02/2023 G4887W136 201 436,200 SH   SOLE   0 0 436,200
WEALTHBRIDGE ACQUISITION LTD SHS G4887W110 3,958 386,661 SH   SOLE   386,661 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 6,399 4,000,000 PRN   SOLE   0 0 4,000,000
YUNHONG INTL UNIT 99/99/9999 G98882114 1,334 137,500 SH   SOLE   137,500 0 0