# EDGAR Filing Document

**Accession Number:** 0001279396
**File Stem:** 0000950123-23-002303
**Filing Date:** 2023-2
**Character Count:** 67977
**Document Hash:** afca86343d66a74c9718f060aa1fc1db
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000950123-23-002303.hdr.sgml**: 20230214

**ACCESSION NUMBER**: 0000950123-23-002303

**CONFORMED SUBMISSION TYPE**: 13F-HR

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230214

**DATE AS OF CHANGE**: 20230214

**EFFECTIVENESS DATE**: 20230214

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LINDEN ADVISORS LP
- **CENTRAL INDEX KEY:** 0001279396
- **IRS NUMBER:** 830356741
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-10783
- **FILM NUMBER:** 23623428

**BUSINESS ADDRESS:**
- **STREET 1:** 590 MADISON AVENUE, 15TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022
- **BUSINESS PHONE:** 646-840-3500

**MAIL ADDRESS:**
- **STREET 1:** 590 MADISON AVENUE, 15TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINDEN ADVISORS LLC
- **DATE OF NAME CHANGE:** 20040210

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2022

**Check here if Amendment** [ ] **Amendment Number:** 

**This Amendment (Check only one.):** [ ] is a restatement.

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** Linden Advisors LP<br>**Address:** 590 MADISON AVENUE 15TH FLOOR<br>New York, NY 10022

**Form 13F File Number:** 028-10783

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

**Person Signing this Report on Behalf of Reporting Manager:**

**Name:** Vincent Leva<br>**Title:** Chief Financial Officer<br>**Phone:** 646-840-3496

**Signature, Place, and Date of Signing:**

/S/ Vincent Leva  New York, NY  02-10-2023<br>[Signature]  [City, State]  [Date]

**Report Type (Check only one.):**

[x] **13F HOLDINGS REPORT.** (Check here if all holdings of this reporting manager are reported in this report.)

[ ] **13F NOTICE.** (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).)

[ ] **13F COMBINATION REPORT.** (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 0

**Form 13F Information Table Entry Total:** 575

**Form 13F Information Table Value Total:** $9528794229

      (round to nearest dollar)

**List of Other Included Managers:**

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]

**NONE**

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| 10X CAPITAL VENTURE ACQ III CL A | COM | G87077106 |  | 2531013 | 253880 | SH |  | SOLE |  | 154643 | 99237 | 0 |
| 10X CAPITAL VENTURE ACQ III CW27 | RT | G87077114 |  | 56475 | 749999 | SH |  | SOLE |  | 700381 | 49618 | 0 |
| 7 ACQUISITION CORP A CW23 | RT | G80694113 |  | 31975 | 249999 | SH |  | SOLE |  | 233953 | 16046 | 0 |
| 7 ACQUISITION CORPORATION SHS CL A | COM | G80694105 |  | 328643 | 32094 | SH |  | SOLE |  | 0 | 32094 | 0 |
| 7GC  CO HOLDINGS CL A CW26 | RT | 81786A115 |  | 24086 | 335465 | SH |  | SOLE |  | 314416 | 21049 | 0 |
| ACCRETION ACQUISITION CORP COM | COM | 00438Y107 |  | 259852 | 25779 | SH |  | SOLE |  | 0 | 25779 | 0 |
| ACCRETION ACQUISITION CORRT | RT | 00438Y123 |  | 31840 | 400000 | SH |  | SOLE |  | 374221 | 25779 | 0 |
| ACCRETION ACQUISITION CW23 | RT | 00438Y115 |  | 2899 | 163800 | SH |  | SOLE |  | 153562 | 10238 | 0 |
| ACHARI VENTURES HOLDIN CW23 | RT | 00444X119 |  | 72006 | 998700 | SH |  | SOLE |  | 942140 | 56560 | 0 |
| ADIT EDTECH ACQ CW27 | RT | 007024110 |  | 43252 | 786403 | SH |  | SOLE |  | 735495 | 50908 | 0 |
| AESTHER HEALTHCARE ACQU CL A | COM | 00809L106 |  | 817461 | 78602 | SH |  | SOLE |  | 74037 | 4565 | 0 |
| AETHERIUM ACQUISITION CORP A | COM | 00809J101 |  | 3600851 | 353892 | SH |  | SOLE |  | 330714 | 23178 | 0 |
| AFFIRM HOLDINGS INC 0 11/15/2026 | SDBCV | 00827BAB2 |  | 41744825 | 75447000 | PRN |  | SOLE |  | 70818000 | 4629000 | 0 |
| AFRICAN GOLD ACQUISITION COR SHS CL A | COM | G0112R108 |  | 437617 | 43544 | SH |  | SOLE |  | 0 | 43544 | 0 |
| AGILETHOUGHT IN CW26 | RT | 00857F118 |  | 307673 | 868886 | SH |  | SOLE |  | 814502 | 54384 | 0 |
| AIRBNB INC 0 03/15/2026 | SDBCV | 009066AB7 |  | 456079 | 550000 | PRN |  | SOLE |  | 515000 | 35000 | 0 |
| ALPHA HEALTHCARE ACQUIS CW27 | RT | 02073F112 |  | 54982 | 371248 | SH |  | SOLE |  | 345956 | 25292 | 0 |
| ALPHA HEALTHCARE ACQUISITI A | COM | 02073F104 |  | 8419788 | 849000 | SH |  | SOLE |  | 747827 | 101173 | 0 |
| ALPHAVEST ACQUISITION CORP | COM | G0283A124 |  | 3030000 | 300000 | SH |  | SOLE |  | 281664 | 18336 | 0 |
| ALPINE ACQUISITION CORP | COM | 02083L109 |  | 2001713 | 191735 | SH |  | SOLE |  | 181729 | 10006 | 0 |
| ALSP ORCHID ACQ CL A CW23 | RT | G0231L123 |  | 2695 | 99799 | SH |  | SOLE |  | 93581 | 6218 | 0 |
| ALSP ORCHID ACQUISITION CL A | COM | G0231L107 |  | 1801091 | 175374 | SH |  | SOLE |  | 116016 | 59358 | 0 |
| ALTENERGY ACQUISITION CORP A | COM | 02157M108 |  | 1278750 | 125000 | SH |  | SOLE |  | 116944 | 8056 | 0 |
| ALTENERGY ACQUISITION CW23 | RT | 02157M116 |  | 5475 | 52743 | SH |  | SOLE |  | 49433 | 3310 | 0 |
| ALTERYX INC 0.5 08/01/2024 | SDBCV | 02156BAD5 |  | 6753129 | 7300000 | PRN |  | SOLE |  | 6837000 | 463000 | 0 |
| ALTERYX INC 1 08/01/2026 | SDBCV | 02156BAF0 |  | 13240505 | 15884000 | PRN |  | SOLE |  | 14871000 | 1013000 | 0 |
| ALVOTECH SA 27 | RT | L01800116 |  | 383504 | 348640 | SH |  | SOLE |  | 325907 | 22733 | 0 |
| AMERICAN VRTUAL CLOUD TECH I CW | RT | 030382113 |  | 59885 | 970585 | SH |  | SOLE |  | 884418 | 86167 | 0 |
| AMYRIS INC 1.5 11/15/2026 | SDBCV | 03236MAJ0 |  | 21581619 | 66700000 | PRN |  | SOLE |  | 62536000 | 4164000 | 0 |
| ANDRETTI ACQ CORP A CW23 | RT | G26735129 |  | 38500 | 549999 | SH |  | SOLE |  | 513613 | 36386 | 0 |
| ANDRETTI ACQUISITION CORP A | COM | G26735103 |  | 1858500 | 180000 | SH |  | SOLE |  | 107227 | 72773 | 0 |
| ANZU SPECIAL ACQUISITION A | COM | 03737A101 |  | 3985796 | 397784 | SH |  | SOLE |  | 375994 | 21790 | 0 |
| AP ACQUISITION CORP A | COM | G04058106 |  | 3106500 | 300000 | SH |  | SOLE |  | 280628 | 19372 | 0 |
| AP ACQUISITION CORP A 23 | RT | G04058114 |  | 13500 | 150000 | SH |  | SOLE |  | 140314 | 9686 | 0 |
| APEIRON CAPITAL INV CW23 | RT | 03752A119 |  | 25500 | 299999 | SH |  | SOLE |  | 280743 | 19256 | 0 |
| APOLLO CMMRL REAL EST FI 5.375 10/15/2023 | SDBCV | 03762UAC9 |  | 25736861 | 26258000 | PRN |  | SOLE |  | 24564000 | 1694000 | 0 |
| APOLLO STRATEGIC GRWT CPTL I SHS CL A | COM | G0412A102 |  | 856880 | 85517 | SH |  | SOLE |  | 0 | 85517 | 0 |
| APPRECIATE HOLDINGS INC CW27 | RT | 03832J114 |  | 6509 | 175449 | SH |  | SOLE |  | 164440 | 11009 | 0 |
| APX ACQUISITION CORP I | COM | G0440J109 |  | 4100000 | 400000 | SH |  | SOLE |  | 374171 | 25829 | 0 |
| APX ACQUISITION CORP I 23 | RT | G0440J125 |  | 5000 | 199999 | SH |  | SOLE |  | 187085 | 12914 | 0 |
| ARBOR RAPHA CAPITAL CW28 | RT | 03881F112 |  | 7669 | 177932 | SH |  | SOLE |  | 166773 | 11159 | 0 |
| ARES ACQUISITION CORP A | COM | G33032106 |  | 5383855 | 534643 | SH |  | SOLE |  | 468897 | 65746 | 0 |
| ARMADA ACQUISITION CORP I | COM | 04208V103 |  | 1020000 | 100000 | SH |  | SOLE |  | 94071 | 5929 | 0 |
| ARRAY TECHNOLOGIES INC 1 12/01/2028 | SDBCV | 04271TAB6 |  | 2547227 | 2500000 | PRN |  | SOLE |  | 2344000 | 156000 | 0 |
| ARROWROOT ACQUISITION CORP A | COM | 04282M102 |  | 8646126 | 861597 | SH |  | SOLE |  | 762467 | 99130 | 0 |
| ARROWROOT ACQUISITION CW26 | RT | 04282M110 |  | 7481 | 656250 | SH |  | SOLE |  | 615074 | 41176 | 0 |
| ARTEMIS STRATEGIC INVES CL A | COM | 04303A103 |  | 3063000 | 300000 | SH |  | SOLE |  | 280663 | 19337 | 0 |
| ASCENDANT DIGITAL ACQU CL A | COM | G05157105 |  | 2064000 | 200000 | SH |  | SOLE |  | 187163 | 12837 | 0 |
| ATHENA TECHNOLOGY ACQ CW23 | RT | 04687C113 |  | 5625 | 125000 | SH |  | SOLE |  | 116928 | 8072 | 0 |
| ATHENA TECHNOLOGY ACQUISIT A | COM | 04687C105 |  | 2513750 | 250000 | SH |  | SOLE |  | 233856 | 16144 | 0 |
| ATLANTIC COAST ACQ CW23 | RT | 04845A116 |  | 40800 | 499999 | SH |  | SOLE |  | 466921 | 33078 | 0 |
| ATLANTIC COASTAL ACQ A CW27 | RT | 048453112 |  | 16231 | 312128 | SH |  | SOLE |  | 292542 | 19586 | 0 |
| ATLANTIC COASTAL AQSTN CORP CLASS A COM | COM | 04845A108 |  | 674140 | 66157 | SH |  | SOLE |  | 0 | 66157 | 0 |
| AUTHENTIC EQUITY ACQUISITI A | COM | G06607108 |  | 1586275 | 156824 | SH |  | SOLE |  | 147714 | 9110 | 0 |
| AVEPOINT INC CW24 | RT | 053604112 |  | 355946 | 641344 | SH |  | SOLE |  | 599798 | 41546 | 0 |
| AXON ENTERPRISE INC | COM | 05464C101 |  | 16018716 | 96539 | SH |  | SOLE |  | 90662 | 5877 | 0 |
| BANDWIDTH INC 0.25 03/01/2026 | SDBCV | 05988JAB9 |  | 7941885 | 10500000 | PRN |  | SOLE |  | 9843000 | 657000 | 0 |
| BANDWIDTH INC 0.5 04/01/2028 | SDBCV | 05988JAD5 |  | 15628364 | 25024000 | PRN |  | SOLE |  | 23454000 | 1570000 | 0 |
| BANNIX ACQUISITION CORP | COM | 066644105 |  | 2542500 | 250000 | SH |  | SOLE |  | 235434 | 14566 | 0 |
| BEACHBODY CO CW27 | RT | 073463119 |  | 21101 | 422027 | SH |  | SOLE |  | 393996 | 28031 | 0 |
| BEARD ENERGY TRANSITIO CW27 | RT | 07402Q119 |  | 8125 | 125000 | SH |  | SOLE |  | 117157 | 7843 | 0 |
| BEARD ENERGY TRANSITION AC A | COM | 07402Q101 |  | 3057000 | 300000 | SH |  | SOLE |  | 280744 | 19256 | 0 |
| BETTER WORLD ACQ CW27 | RT | 08772B112 |  | 104914 | 1104362 | SH |  | SOLE |  | 1033381 | 70981 | 0 |
| BILANDER ACQ CL A CW27 | RT | 09001T114 |  | 18972 | 98099 | SH |  | SOLE |  | 91864 | 6235 | 0 |
| BILANDER ACQUISITION CORP A | COM | 09001T106 |  | 4450500 | 450000 | SH |  | SOLE |  | 419341 | 30659 | 0 |
| BILIBILI INC 0.5 12/01/2026 | SDBCV | 090040AF3 |  | 111794119 | 151339000 | PRN |  | SOLE |  | 145705000 | 5634000 | 0 |
| BILIBILI INC 1.25 06/15/2027 | SDBCV | 090040AD8 |  | 365661661 | 366765000 | PRN |  | SOLE |  | 354023000 | 12742000 | 0 |
| BILIBILI INC 1.375 04/01/2026 | SDBCV | 090040AB2 |  | 184377523 | 157558000 | PRN |  | SOLE |  | 151020000 | 6538000 | 0 |
| BILL.COM HOLDINGS INC 0 12/01/2025 | SDBCV | 090043AB6 |  | 122659583 | 119163000 | PRN |  | SOLE |  | 106918000 | 12245000 | 0 |
| BIOPLUS ACQUISITION CORP A | COM | G11217117 |  | 10260000 | 1000000 | SH |  | SOLE |  | 935426 | 64574 | 0 |
| BIOPLUS ACQUISITION CW23 | RT | G11217125 |  | 23000 | 500000 | SH |  | SOLE |  | 467713 | 32287 | 0 |
| BIOTECH ACQUISITION A CW27 | RT | G1125A116 |  | 15391 | 245467 | SH |  | SOLE |  | 230073 | 15394 | 0 |
| BIOTECH ACQUISITION COMPANY CL A SHS | COM | G1125A108 |  | 404077 | 40008 | SH |  | SOLE |  | 0 | 40008 | 0 |
| BITE ACQUISITION CORP CW27 | RT | 09175K113 |  | 31608 | 466193 | SH |  | SOLE |  | 437016 | 29177 | 0 |
| BLACK MOUNTAIN ACQ CORP CL A COM | COM | 09216A108 |  | 657380 | 64449 | SH |  | SOLE |  | 0 | 64449 | 0 |
| BLACK MOUNTAIN ACQ CW27 | RT | 09216A116 |  | 16759 | 487175 | SH |  | SOLE |  | 456054 | 31121 | 0 |
| BLACKLINE INC 0 03/15/2026 | SDBCV | 09239BAD1 |  | 90781153 | 105929000 | PRN |  | SOLE |  | 99200000 | 6729000 | 0 |
| BLACKSTONE MORTGAGE TR 5.5 03/15/2027 | SDBCV | 09257WAE0 |  | 8198500 | 9500000 | PRN |  | SOLE |  | 8918000 | 582000 | 0 |
| BLOCKCHAIN COINVESTORS CL A | COM | G11765107 |  | 6807188 | 662500 | SH |  | SOLE |  | 619155 | 43345 | 0 |
| BLUEACACIA LTD CL A CW23 | RT | G11728113 |  | 9960 | 299999 | SH |  | SOLE |  | 280743 | 19256 | 0 |
| BLUEACACIA LTD CLASS A | COM | G11728105 |  | 8048000 | 800000 | SH |  | SOLE |  | 748733 | 51267 | 0 |
| BLUEACACIA LTD RIGHTS | RT | G11728139 |  | 51000 | 600000 | SH |  | SOLE |  | 561487 | 38513 | 0 |
| BLUERIVER ACQUISIT A CW26 | RT | G1261Q115 |  | 1367 | 86000 | SH |  | SOLE |  | 80603 | 5397 | 0 |
| BLUERIVER ACQUISITION CORP SHS CL A | COM | G1261Q107 |  | 480153 | 47587 | SH |  | SOLE |  | 0 | 47587 | 0 |
| BOX INC 0 01/15/2026 | SDBCV | 10316TAB0 |  | 3186363 | 2421000 | PRN |  | SOLE |  | 2267000 | 154000 | 0 |
| BROADMARK REALTY CAPIT CW24 | RT | 11135B118 |  | 2862 | 1300853 | SH |  | SOLE |  | 1202236 | 98617 | 0 |
| BROOGE ENERGY LTD | RT | G1611B115 |  | 80527 | 607748 | SH |  | SOLE |  | 569613 | 38135 | 0 |
| BULLPEN PARLAY ACQUISITI 26 | RT | G1792A118 |  | 3022 | 146000 | SH |  | SOLE |  | 136863 | 9137 | 0 |
| BULLPEN PARLAY ACQUISITION A | COM | G1792A100 |  | 3072000 | 300000 | SH |  | SOLE |  | 280628 | 19372 | 0 |
| BYNORDIC ACQUISITION CORP | COM | 124420100 |  | 7140000 | 700000 | SH |  | SOLE |  | 652647 | 47353 | 0 |
| BYNORDIC ACQUISITION CW27 | RT | 124420118 |  | 19250 | 349999 | SH |  | SOLE |  | 326323 | 23676 | 0 |
| BYTE ACQUISITION COR A CW28 | RT | G1R25Q113 |  | 64745 | 994543 | SH |  | SOLE |  | 934221 | 60322 | 0 |
| BYTE ACQUISITION CORP A | COM | G1R25Q105 |  | 10080000 | 1000000 | SH |  | SOLE |  | 878289 | 121711 | 0 |
| C5 ACQUISITION CORP A | COM | 12530D105 |  | 3064500 | 300000 | SH |  | SOLE |  | 200763 | 99237 | 0 |
| C5 ACQUISITION CORP A 28 | RT | 12530D113 |  | 21000 | 749999 | SH |  | SOLE |  | 700381 | 49618 | 0 |
| CABLE ONE INC 0 03/15/2026 | SDBCV | 12685JAE5 |  | 52461680 | 66246000 | PRN |  | SOLE |  | 60950000 | 5296000 | 0 |
| CABLE ONE INC 1.125 03/15/2028 | SDBCV | 12685JAG0 |  | 9188003 | 12350000 | PRN |  | SOLE |  | 11575000 | 775000 | 0 |
| CAPITALWORKS EMERGING CW23 | RT | G1889L126 |  | 6562 | 187499 | SH |  | SOLE |  | 175392 | 12107 | 0 |
| CAPITALWORKS EMERGING M CL A | COM | G1889L100 |  | 5423250 | 525000 | SH |  | SOLE |  | 491126 | 33874 | 0 |
| CARDIO DIAGNOSTICS HOLDINGS | COM | 14159C103 |  | 95141 | 85713 | SH |  | SOLE |  | 80411 | 5302 | 0 |
| CARDLYTICS INC 1 09/15/2025 | SDBCV | 14161WAB1 |  | 25242400 | 58112000 | PRN |  | SOLE |  | 54513000 | 3599000 | 0 |
| CARNEY TECHNOLOGY ACQU CL A | COM | 143636108 |  | 8192000 | 800000 | SH |  | SOLE |  | 749814 | 50186 | 0 |
| CARTESIAN GROWTH CORP II 28 | RT | G19305120 |  | 14583 | 83332 | SH |  | SOLE |  | 77733 | 5599 | 0 |
| CARTESIAN GROWTH CORP II A | COM | G19305112 |  | 2565000 | 250000 | SH |  | SOLE |  | 233200 | 16800 | 0 |
| CARTICA ACQUISITION A 28 | RT | G1995D117 |  | 20190 | 300000 | SH |  | SOLE |  | 280153 | 19847 | 0 |
| CARTICA ACQUISITION CORP A | COM | G1995D109 |  | 6210000 | 600000 | SH |  | SOLE |  | 560306 | 39694 | 0 |
| CASCADIA ACQUISITION CO CL A | COM | 14739D100 |  | 12612750 | 1255000 | SH |  | SOLE |  | 1255000 | 0 | 0 |
| CASCADIA ACQUISITION CW23 | RT | 14739D118 |  | 5775 | 740324 | SH |  | SOLE |  | 740324 | 0 | 0 |
| CELULARITY INC CW26 | RT | 151190113 |  | 53912 | 550119 | SH |  | SOLE |  | 513851 | 36268 | 0 |
| CENAQ ENERGY CORP CLASS A | COM | 15130M102 |  | 2289752 | 250000 | SH |  | SOLE |  | 235393 | 14607 | 0 |
| CERENCE INC 3 06/01/2025 | SDBCV | 156727AB5 |  | 60329050 | 65869000 | PRN |  | SOLE |  | 60897000 | 4972000 | 0 |
| CERIDIAN HCM HOLDING INC 0.25 03/15/2026 | SDBCV | 15677JAD0 |  | 102743117 | 116686000 | PRN |  | SOLE |  | 109469000 | 7217000 | 0 |
| CF ACQUISITION CORP IV CW21 | RT | 12520T110 |  | 68600 | 914664 | SH |  | SOLE |  | 857274 | 57390 | 0 |
| CF ACQUISITION VIII A CW27 | RT | 12520C117 |  | 29748 | 1040133 | SH |  | SOLE |  | 978398 | 61735 | 0 |
| CHAIN BRIDGE I A | COM | G2061X102 |  | 3084000 | 300000 | SH |  | SOLE |  | 280744 | 19256 | 0 |
| CHART INDS INC 6.75DP CNV PFD B | CVPFD | 16115Q407 |  | 3544800 | 70000 | SH |  | SOLE |  | 65721 | 4279 | 0 |
| CHEGG INC 0 09/01/2026 | SDBCV | 163092AF6 |  | 393221 | 500000 | PRN |  | SOLE |  | 468000 | 32000 | 0 |
| CHEGG INC 0.125 03/15/2025 | SDBCV | 163092AD1 |  | 125714 | 137000 | PRN |  | SOLE |  | 121000 | 16000 | 0 |
| CHENGHE ACQUISITION A CW27 | RT | G2086M123 |  | 1661 | 18452 | SH |  | SOLE |  | 17234 | 1218 | 0 |
| CHENGHE ACQUISITION CO A | COM | G2086M107 |  | 380111 | 36904 | SH |  | SOLE |  | 34468 | 2436 | 0 |
| CHURCHILL CAPITAL CORP V A | COM | 17144T107 |  | 3389948 | 341041 | SH |  | SOLE |  | 318678 | 22363 | 0 |
| CHURCHILL CAPITAL CORP VI COM CL A | COM | 17143W101 |  | 621749 | 62206 | SH |  | SOLE |  | 0 | 62206 | 0 |
| CHURCHILL CAPITAL CORP VII COM CL A | COM | 17144M102 |  | 1860591 | 186619 | SH |  | SOLE |  | 0 | 186619 | 0 |
| CLEAN EARTH ACQUISITION RGHT | RT | 184493120 |  | 192750 | 1500000 | SH |  | SOLE |  | 1398528 | 101472 | 0 |
| CLEAN EARTH ACQUISITIONS 28 | RT | 184493112 |  | 54375 | 750000 | SH |  | SOLE |  | 699264 | 50736 | 0 |
| CLEAN EARTH ACQUISITIONS A | COM | 184493104 |  | 15150000 | 1500000 | SH |  | SOLE |  | 1398528 | 101472 | 0 |
| CLIMATEROCK CLASS A | COM | G2311X100 |  | 3075000 | 300000 | SH |  | SOLE |  | 279839 | 20161 | 0 |
| CLIMATEROCK CLASS A 27 | RT | G2311X118 |  | 7500 | 149999 | SH |  | SOLE |  | 139919 | 10080 | 0 |
| CLIMATEROCK RTS | RT | G2311X134 |  | 34530 | 300000 | SH |  | SOLE |  | 279839 | 20161 | 0 |
| CODERE ONLINE LUXEMBOU CW | RT | L18268117 |  | 37058 | 161123 | SH |  | SOLE |  | 150680 | 10443 | 0 |
| COINBASE GLOBAL INC 0.5 06/01/2026 | SDBCV | 19260QAB3 |  | 17462269 | 30523000 | PRN |  | SOLE |  | 28584000 | 1939000 | 0 |
| COLISEUM ACQUISITION CORP A | COM | G2263T123 |  | 3821010 | 380200 | SH |  | SOLE |  | 357555 | 22645 | 0 |
| COLLEGIUM PHARMA INC 2.625 02/15/2026 | SDBCV | 19459JAA2 |  | 11020701 | 10825000 | PRN |  | SOLE |  | 10154000 | 671000 | 0 |
| COMPASS DIGITAL ACQUISITION | COM | G2476C107 |  | 8641669 | 862442 | SH |  | SOLE |  | 805799 | 56643 | 0 |
| CONCORD ACQ CL A CW28 | RT | 20607V114 |  | 2432 | 35759 | SH |  | SOLE |  | 33510 | 2249 | 0 |
| CONCORD ACQUISITION CORP A | COM | 20607V106 |  | 1019000 | 100000 | SH |  | SOLE |  | 93581 | 6419 | 0 |
| CONFLUENT INC 0 01/15/2027 | SDBCV | 20717MAB9 |  | 92757032 | 121975000 | PRN |  | SOLE |  | 114192000 | 7783000 | 0 |
| CONSILIUM ACQUISITION CORP I | COM | G2365L101 |  | 3046500 | 300000 | SH |  | SOLE |  | 280574 | 19426 | 0 |
| CONSTELLATION ACQUISITION A | COM | G2R18K105 |  | 8036570 | 794913 | SH |  | SOLE |  | 743475 | 51438 | 0 |
| CONY P III CW23 | RT | 21289P110 |  | 24025 | 135197 | SH |  | SOLE |  | 126184 | 9013 | 0 |
| CORNER GROWTH ACQ CL A CW27 | RT | G2425N113 |  | 8861 | 253174 | SH |  | SOLE |  | 237288 | 15886 | 0 |
| CORNER GROWTH ACQUISITI CW23 | RT | G2426E120 |  | 15750 | 524999 | SH |  | SOLE |  | 489745 | 35254 | 0 |
| COUNTER PRESS ACQ CW27 | RT | G2542B125 |  | 7000 | 99999 | SH |  | SOLE |  | 93235 | 6764 | 0 |
| COUNTER PRESS ACQUISITION CO | COM | G2542B117 |  | 2052000 | 200000 | SH |  | SOLE |  | 186471 | 13529 | 0 |
| CROWN PROPTECH ACQUISITION A | COM | G25741102 |  | 1981560 | 196000 | SH |  | SOLE |  | 184598 | 11402 | 0 |
| CUTERA INC | COM | 232109108 |  | 238788 | 5400 | SH |  | SOLE |  | 5162 | 238 | 0 |
| DA32 LIFE SCIENCE TECH ACQ A | COM | 23312M106 |  | 3803468 | 381300 | SH |  | SOLE |  | 357375 | 23925 | 0 |
| DATADOG INC 0.125 06/15/2025 | SDBCV | 23804LAB9 |  | 89037784 | 81337000 | PRN |  | SOLE |  | 73277000 | 8060000 | 0 |
| DEEP LAKE CAPITAL CL B CW27 | RT | G27029118 |  | 78 | 23591 | SH |  | SOLE |  | 22079 | 1512 | 0 |
| DHC ACQUISITION CORP A | COM | G2758T109 |  | 2318400 | 230000 | SH |  | SOLE |  | 193534 | 36466 | 0 |
| DIGITAL HEALTH ACQUIST CW23 | RT | 253893119 |  | 49700 | 500000 | SH |  | SOLE |  | 467906 | 32094 | 0 |
| DIGITALOCEAN HOLDINGS 0 12/01/2026 | SDBCV | 25402DAB8 |  | 109342293 | 144366000 | PRN |  | SOLE |  | 135195000 | 9171000 | 0 |
| DMY TECHNOLOGY GROUP INC VI CL A COM | COM | 233247105 |  | 485777 | 48336 | SH |  | SOLE |  | 0 | 48336 | 0 |
| DOCUSIGN INC 0 01/15/2024 | SDBCV | 256163AD8 |  | 13479838 | 14270000 | PRN |  | SOLE |  | 13359000 | 911000 | 0 |
| DP CAP ACQUISITION A CW23 | RT | G2R05B126 |  | 5415 | 180499 | SH |  | SOLE |  | 168914 | 11585 | 0 |
| DP CAP ACQUISITION CORP CL A | COM | G2R05B100 |  | 3703860 | 361000 | SH |  | SOLE |  | 337828 | 23172 | 0 |
| DRAFTKINGS INC 0 03/15/2028 | SDBCV | 26142RAB0 |  | 52288915 | 83930000 | PRN |  | SOLE |  | 78666000 | 5264000 | 0 |
| DROPBOX INC 0 03/01/2026 | SDBCV | 26210CAC8 |  | 101710539 | 111688000 | PRN |  | SOLE |  | 105177000 | 6511000 | 0 |
| DROPBOX INC 0 03/01/2028 | SDBCV | 26210CAD6 |  | 37067649 | 41384000 | PRN |  | SOLE |  | 38757000 | 2627000 | 0 |
| DUNE ACQ CL A CW27 | RT | 265334110 |  | 4655 | 358080 | SH |  | SOLE |  | 335613 | 22467 | 0 |
| DYNAVAX TECHNOLOGIES 2.5 05/15/2026 | SDBCV | 268158AD4 |  | 61889781 | 48942000 | PRN |  | SOLE |  | 45200000 | 3742000 | 0 |
| ECARX HOLDINGS INC CL A 27 | RT | G29201111 |  | 1534 | 17632 | SH |  | SOLE |  | 16503 | 1129 | 0 |
| EDIFY ACQ CL A CW27 | RT | 28059Q111 |  | 14137 | 289097 | SH |  | SOLE |  | 271072 | 18025 | 0 |
| EMERGING MARKETS HORIZN CW23 | RT | G3033X121 |  | 4125 | 150000 | SH |  | SOLE |  | 140314 | 9686 | 0 |
| EMERGING MARKETS HORIZON COR CLASS A ORD SHS | COM | G3033X105 |  | 197982 | 19372 | SH |  | SOLE |  | 0 | 19372 | 0 |
| ENPHASE ENERGY INC 0 03/01/2026 | SDBCV | 29355AAH0 |  | 48220295 | 42644000 | PRN |  | SOLE |  | 39951000 | 2693000 | 0 |
| ENPHASE ENERGY INC 0 03/01/2028 | SDBCV | 29355AAK3 |  | 27347423 | 23318000 | PRN |  | SOLE |  | 21855000 | 1463000 | 0 |
| ENPHYS ACQUISITION CORP CL A ORD SHS | COM | G3167L109 |  | 412103 | 41087 | SH |  | SOLE |  | 0 | 41087 | 0 |
| ENPHYS ACQUISITION CW24 | RT | G3167L117 |  | 10248 | 128100 | SH |  | SOLE |  | 120286 | 7814 | 0 |
| ENTERPRISE 4.0 TECHNOL CW23 | RT | G3137C114 |  | 17781 | 945799 | SH |  | SOLE |  | 886452 | 59347 | 0 |
| ENTERPRISE 4.0 TECHNOLOGY AC | COM | G3137C106 |  | 10844600 | 1053897 | SH |  | SOLE |  | 925000 | 128897 | 0 |
| ENVESTNET INC 0.75 08/15/2025 | SDBCV | 29404KAE6 |  | 28783130 | 31693000 | PRN |  | SOLE |  | 29677000 | 2016000 | 0 |
| EPIPHANY TECHNOLOGY AC CW27 | RT | 29429X117 |  | 606 | 263330 | SH |  | SOLE |  | 246807 | 16523 | 0 |
| EQT CORP 1.75 05/01/2026 | SDBCV | 26884LAK5 |  | 184411306 | 79105000 | PRN |  | SOLE |  | 73562000 | 5543000 | 0 |
| ESM ACQUISITION CORP A | COM | G3195H104 |  | 3027000 | 300000 | SH |  | SOLE |  | 281767 | 18233 | 0 |
| ETSY INC 0.125 10/01/2026 | SDBCV | 29786AAJ5 |  | 16339937 | 10567000 | PRN |  | SOLE |  | 9905000 | 662000 | 0 |
| EUROPEAN BIOTECH ACQUISITI A | COM | G3167F102 |  | 5029800 | 498000 | SH |  | SOLE |  | 469372 | 28628 | 0 |
| EUROPEAN BIOTECH CW26 | RT | G3167F128 |  | 10157 | 40115 | SH |  | SOLE |  | 37775 | 2340 | 0 |
| EVE MOBILITY ACQUISIT A 23 | RT | G3218G117 |  | 4367 | 74899 | SH |  | SOLE |  | 70063 | 4836 | 0 |
| EVE MOBILITY ACQUISITION C A | COM | G3218G109 |  | 1542940 | 149800 | SH |  | SOLE |  | 140127 | 9673 | 0 |
| EVENTBRITE INC 0.75 09/15/2026 | SDBCV | 29975EAD1 |  | 40579271 | 58831000 | PRN |  | SOLE |  | 55348000 | 3483000 | 0 |
| EVENTBRITE INC 5 12/01/2025 | SDBCV | 29975EAB5 |  | 33513602 | 36318000 | PRN |  | SOLE |  | 34080000 | 2238000 | 0 |
| EVERBRIDGE INC 0 03/15/2026 | SDBCV | 29978AAE4 |  | 30101379 | 35247000 | PRN |  | SOLE |  | 33154000 | 2093000 | 0 |
| EVERBRIDGE INC 0.125 12/15/2024 | SDBCV | 29978AAC8 |  | 268832 | 299000 | PRN |  | SOLE |  | 280000 | 19000 | 0 |
| EVEREST CONSOLIDATOR ACQ COR CL A COM | COM | 29978K102 |  | 262665 | 25676 | SH |  | SOLE |  | 0 | 25676 | 0 |
| EVEREST CONSOLIDATOR CW23 | RT | 29978K110 |  | 3500 | 199999 | SH |  | SOLE |  | 187162 | 12837 | 0 |
| EVO ACQUISITION A CW27 | RT | 30052G116 |  | 16979 | 269941 | SH |  | SOLE |  | 253110 | 16831 | 0 |
| EVOLENT HEALTH INC 1.5 10/15/2025 | SDBCV | 30050BAD3 |  | 33051720 | 30535000 | PRN |  | SOLE |  | 28623000 | 1912000 | 0 |
| EXACT SCIENCES CORP 0.375 03/01/2028 | SDBCV | 30063PAC9 |  | 194720271 | 247458000 | PRN |  | SOLE |  | 231737000 | 15721000 | 0 |
| EXACT SCIENCES CORP 0.375 03/15/2027 | SDBCV | 30063PAB1 |  | 125495849 | 151453000 | PRN |  | SOLE |  | 141820000 | 9633000 | 0 |
| EXCELFIN ACQUISITION CW23 | RT | 30069X110 |  | 7500 | 250000 | SH |  | SOLE |  | 233574 | 16426 | 0 |
| EZCORP INC 2.375 05/01/2025 | SDBCV | 302301AE6 |  | 29679864 | 33241000 | PRN |  | SOLE |  | 31293000 | 1948000 | 0 |
| FAR PEAK ACQUISITION CORP A | COM | G3312L103 |  | 14725507 | 1466684 | SH |  | SOLE |  | 1300256 | 166428 | 0 |
| FARFETCH LTD 3.75 05/01/2027 | SDBCV | 30744WAD9 |  | 62568336 | 85183000 | PRN |  | SOLE |  | 78251000 | 6932000 | 0 |
| FAST ACQUISITION CORP II A | COM | 311874101 |  | 5005000 | 500000 | SH |  | SOLE |  | 469572 | 30428 | 0 |
| FASTLY INC 0 03/15/2026 | SDBCV | 31188VAB6 |  | 56276538 | 77134000 | PRN |  | SOLE |  | 72242000 | 4892000 | 0 |
| FG MERGER CORP | COM | 30324Y101 |  | 5618250 | 550000 | SH |  | SOLE |  | 512794 | 37206 | 0 |
| FG MERGER CORP 27 | RT | 30324Y119 |  | 36094 | 412499 | SH |  | SOLE |  | 384595 | 27904 | 0 |
| FINANCIAL SELECT SECTOR SPDR | COM | 81369Y605 |  | 3420000 | 100000 | SH | Put | SOLE |  | 0 | 0 | 0 |
| FINNOVATE ACQUISITION CORP A | COM | G3R34K103 |  | 4366875 | 425000 | SH |  | SOLE |  | 397720 | 27280 | 0 |
| FINNOVATE ACQUISITION CW23 | RT | G3R34K111 |  | 7650 | 318749 | SH |  | SOLE |  | 298290 | 20459 | 0 |
| FINSERV ACQUISITION CORP A | COM | 31809Y103 |  | 3276300 | 326000 | SH |  | SOLE |  | 305721 | 20279 | 0 |
| FIRST MAJESTIC SILVER 0.375 01/15/2027 | SDBCV | 32076VAD5 |  | 5100906 | 6050000 | PRN |  | SOLE |  | 5763000 | 287000 | 0 |
| FIVE9 INC 0.5 06/01/2025 | SDBCV | 338307AD3 |  | 1868113 | 2029000 | PRN |  | SOLE |  | 1902000 | 127000 | 0 |
| FIVERR INTERNATIONAL LTD 0 11/01/2025 | SDBCV | 33835LAA3 |  | 75970574 | 93719000 | PRN |  | SOLE |  | 87766000 | 5953000 | 0 |
| FOCUS IMPACT ACQUISIT CW23 | RT | 34417L117 |  | 21454 | 286049 | SH |  | SOLE |  | 269288 | 16761 | 0 |
| FOCUS IMPACT ACQUISITION A | COM | 34417L109 |  | 5828050 | 572500 | SH |  | SOLE |  | 538976 | 33524 | 0 |
| FORBION EUROPEAN ACQUI A 23 | RT | G3619H110 |  | 5676 | 32103 | SH |  | SOLE |  | 29991 | 2112 | 0 |
| FOREST ROAD ACQUISITION CO A | COM | 34619V103 |  | 9081675 | 905000 | SH |  | SOLE |  | 852691 | 52309 | 0 |
| FORTRESS CAPITAL ACQUISITI A | COM | G36427105 |  | 4922700 | 487396 | SH |  | SOLE |  | 456206 | 31190 | 0 |
| FORUM MERGER IV CORP A | COM | 349875104 |  | 6519500 | 650000 | SH |  | SOLE |  | 607958 | 42042 | 0 |
| FREEDOM ACQUISITION I CORP A | COM | G3663X110 |  | 4542980 | 449800 | SH |  | SOLE |  | 425161 | 24639 | 0 |
| FRONTIER ACQUISITION CORP A | COM | G36826108 |  | 7735160 | 767377 | SH |  | SOLE |  | 725461 | 41916 | 0 |
| FRONTIER ACQUISITON CW28 | RT | G36826124 |  | 1774 | 112259 | SH |  | SOLE |  | 105260 | 6999 | 0 |
| FRONTIER INVESTMENT A CW23 | RT | G36816125 |  | 55133 | 333332 | SH |  | SOLE |  | 310623 | 22709 | 0 |
| FRONTIER INVESTMENT CORP CLASS A ORD SHS | COM | G36816109 |  | 682663 | 68130 | SH |  | SOLE |  | 0 | 68130 | 0 |
| FTAC ATHENA ACQUISITION CO A | COM | G37283101 |  | 6066000 | 600000 | SH |  | SOLE |  | 562676 | 37324 | 0 |
| FTAC HERA ACQUISITION CORP CLASS A ORD SHS | COM | G3728Y103 |  | 921678 | 91165 | SH |  | SOLE |  | 0 | 91165 | 0 |
| FTAC PARNASSUS ACQ A CW26 | RT | 30319B116 |  | 13000 | 374645 | SH |  | SOLE |  | 351942 | 22703 | 0 |
| FTAC PARNASSUS ACQUISITION A | COM | 30319B108 |  | 15045000 | 1500000 | SH |  | SOLE |  | 1408717 | 91283 | 0 |
| FTAC ZEUS ACQ C CL A CW27 | RT | 30320F114 |  | 8125 | 324999 | SH |  | SOLE |  | 304168 | 20831 | 0 |
| FTAC ZEUS ACQUISITION C-CL A | COM | 30320F106 |  | 452968 | 48141 | SH |  | SOLE |  | 0 | 48141 | 0 |
| FUSION ACQUISITION CORP II A | COM | 36118N102 |  | 8032000 | 800000 | SH |  | SOLE |  | 706691 | 93309 | 0 |
| GDS HOLDINGS LIMITED 2 06/01/2025 | SDBCV | 36165LAB4 |  | 98585303 | 102343000 | PRN |  | SOLE |  | 95905000 | 6438000 | 0 |
| GENESIS GROWTH TECH AC A 23 | RT | G3R23D128 |  | 66267 | 324999 | SH |  | SOLE |  | 304013 | 20986 | 0 |
| GENESIS GROWTH TECH ACQUIS A | COM | G3R23D102 |  | 6734000 | 650000 | SH |  | SOLE |  | 608027 | 41973 | 0 |
| GESHER I ACQUISITION CORP A | COM | G38537109 |  | 9935250 | 975000 | SH |  | SOLE |  | 975000 | 0 | 0 |
| GESHER I ACQUISITION CW28 | RT | G38537125 |  | 221813 | 487500 | SH |  | SOLE |  | 487500 | 0 | 0 |
| GETAROUND INC CW28 | RT | 37427G119 |  | 10241 | 203193 | SH |  | SOLE |  | 190273 | 12920 | 0 |
| GLOBAL BLUE GROUP HOLDING AG | RT | H33700115 |  | 649576 | 2144522 | SH |  | SOLE |  | 2007631 | 136891 | 0 |
| GLOBAL PARTNER ACQUISITION A | COM | G3934P102 |  | 826513 | 81752 | SH |  | SOLE |  | 76995 | 4757 | 0 |
| GLOBAL SYSTEMS DYNAMICS IN A | COM | 37653T108 |  | 2732285 | 264500 | SH |  | SOLE |  | 249138 | 15362 | 0 |
| GLOBAL TECHNOLOGY ACQ CW23 | RT | G3934N115 |  | 5994 | 199799 | SH |  | SOLE |  | 187108 | 12691 | 0 |
| GLOBAL TECHNOLOGY ACQUISIT A | COM | G3934N107 |  | 4112000 | 400000 | SH |  | SOLE |  | 374221 | 25779 | 0 |
| GLORY STAR NEW MEDIA GROUP H | COM | G39973105 |  | 93919 | 64549 | SH |  | SOLE |  | 60806 | 3743 | 0 |
| GOAL ACQUISITIONS CORP | COM | 38021H107 |  | 8048000 | 800000 | SH |  | SOLE |  | 750235 | 49765 | 0 |
| GOAL ACQUISITIONS CORP CW | RT | 38021H115 |  | 31197 | 641916 | SH |  | SOLE |  | 601637 | 40279 | 0 |
| GOLDEN FALCON ACQ CL A CW26 | RT | 38102H117 |  | 35786 | 230875 | SH |  | SOLE |  | 216481 | 14394 | 0 |
| GORES HOLDING IX CW24 | RT | 38287A119 |  | 102083 | 416665 | SH |  | SOLE |  | 389202 | 27463 | 0 |
| GORES HOLDING IX INC CL A | COM | 38287A101 |  | 3125994 | 315757 | SH |  | SOLE |  | 233764 | 81993 | 0 |
| GREEN PLAINS INC 2.25 03/15/2027 | SDBCV | 393222AK0 |  | 82589452 | 69134000 | PRN |  | SOLE |  | 64444000 | 4690000 | 0 |
| GREEN VISOR FIN TECH CW23 | RT | G4166K126 |  | 3750 | 299999 | SH |  | SOLE |  | 280743 | 19256 | 0 |
| GREEN VISOR FINANCIAL TECH A | COM | G4166K100 |  | 6222000 | 600000 | SH |  | SOLE |  | 561487 | 38513 | 0 |
| GX ACQUISITION CORP II A | COM | 36260F105 |  | 5005000 | 500000 | SH |  | SOLE |  | 408717 | 91283 | 0 |
| GX ACQUISITION II A CW28 | RT | 36260F113 |  | 161175 | 194210 | SH |  | SOLE |  | 182025 | 12185 | 0 |
| H WORLD GROUP LTD 3 05/01/2026 | SDBCV | 44332NAB2 |  | 181189035 | 148119000 | PRN |  | SOLE |  | 138833000 | 9286000 | 0 |
| HAEMONETICS CORP 0 03/01/2026 | SDBCV | 405024AB6 |  | 17335419 | 20827000 | PRN |  | SOLE |  | 19504000 | 1323000 | 0 |
| HALL OF FAME RESORT CW | RT | 40619L110 |  | 52572 | 991928 | SH |  | SOLE |  | 956712 | 35216 | 0 |
| HALOZYME THERAPEUTICS IN 0.25 03/01/2027 | SDBCV | 40637HAD1 |  | 2437000 | 2500000 | PRN |  | SOLE |  | 2346000 | 154000 | 0 |
| HANNON ARMSTRONG SUSTAIN 0 08/15/2023 | SDBCV | 41068XAD2 |  | 25113950 | 26328000 | PRN |  | SOLE |  | 24656000 | 1672000 | 0 |
| HAWKS ACQUISITION CORP A | COM | 42032P108 |  | 4107945 | 411000 | SH |  | SOLE |  | 387774 | 23226 | 0 |
| HCM ACQUISITION CORP A | COM | G4365A101 |  | 15390000 | 1500000 | SH |  | SOLE |  | 1400763 | 99237 | 0 |
| HCM ACQUISITION CORP A CW27 | RT | G4365A127 |  | 7500 | 749999 | SH |  | SOLE |  | 700381 | 49618 | 0 |
| HEALTH CATALYST INC 2.5 04/15/2025 | SDBCV | 42225TAB3 |  | 41646518 | 47676000 | PRN |  | SOLE |  | 44755000 | 2921000 | 0 |
| HEALTHCARE AI ACQ CW23 | RT | G4373K117 |  | 14500 | 249999 | SH |  | SOLE |  | 233856 | 16143 | 0 |
| HEALTHCARE AI ACQUISITION A | COM | G4373K109 |  | 5137500 | 500000 | SH |  | SOLE |  | 467713 | 32287 | 0 |
| HEALTHWELL ACQ CL A CW28 | RT | 42227R117 |  | 783 | 14949 | SH |  | SOLE |  | 13977 | 972 | 0 |
| HEARTLAND MEDIA ACQUISIT 27 | RT | 42237V116 |  | 28505 | 727170 | SH |  | SOLE |  | 679839 | 47331 | 0 |
| HEARTLAND MEDIA ACQUISITIO A | COM | 42237V108 |  | 2340351 | 230123 | SH |  | SOLE |  | 163966 | 66157 | 0 |
| HELIX ENERGY SOLUTIONS 4.125 09/15/2023 | SDBCV | 42330PAJ6 |  | 6754819 | 6488000 | PRN |  | SOLE |  | 6080000 | 408000 | 0 |
| HELIX ENERGY SOLUTIONS 6.75 02/15/2026 | SDBCV | 42330PAK3 |  | 653912 | 473000 | PRN |  | SOLE |  | 442000 | 31000 | 0 |
| HELLO GROUP INC 1.25 07/01/2025 | SDBCV | 60879BAB3 |  | 25262827 | 26360000 | PRN |  | SOLE |  | 24696000 | 1664000 | 0 |
| HERBALIFE LTD 2.625 03/15/2024 | SDBCV | 42703MAD5 |  | 21044449 | 22685000 | PRN |  | SOLE |  | 21245000 | 1440000 | 0 |
| HH ACQUISITION A CW26 | RT | G39714129 |  | 4055 | 64360 | SH |  | SOLE |  | 60322 | 4038 | 0 |
| HH ACQUISITION CO CLASS A | COM | G39714103 |  | 5563513 | 550298 | SH |  | SOLE |  | 501533 | 48765 | 0 |
| HOME PLATE ACQ CW23 | RT | 43734R111 |  | 1665 | 120650 | SH |  | SOLE |  | 113676 | 6974 | 0 |
| HOME PLATE ACQUISITION CL A | COM | 43734R103 |  | 2420249 | 241301 | SH |  | SOLE |  | 227352 | 13949 | 0 |
| HPX CORP A CW25 | RT | G32219126 |  | 51935 | 132083 | SH |  | SOLE |  | 123795 | 8288 | 0 |
| HUBSPOT INC 0.375 06/01/2025 | SDBCV | 443573AD2 |  | 582320 | 471000 | PRN |  | SOLE |  | 440000 | 31000 | 0 |
| HYCROFT MINING HOLDING | RT | 44862P117 |  | 50958 | 753819 | SH |  | SOLE |  | 704989 | 48830 | 0 |
| I3 VERTICALS LLC 1 02/15/2025 | SDBCV | 44933TAB2 |  | 8236969 | 9000000 | PRN |  | SOLE |  | 8431000 | 569000 | 0 |
| IBERE PHARMACEUTI CL A CW27 | RT | G46843119 |  | 2101 | 192734 | SH |  | SOLE |  | 180718 | 12016 | 0 |
| IBERE PHARMACEUTICALS A | COM | G46843101 |  | 4540500 | 450000 | SH |  | SOLE |  | 422007 | 27993 | 0 |
| IG ACQUISITION CORP A CW27 | RT | 449534114 |  | 9150 | 346598 | SH |  | SOLE |  | 324850 | 21748 | 0 |
| IMAX CORP 0.5 04/01/2026 | SDBCV | 45245EAJ8 |  | 1271478 | 1500000 | PRN |  | SOLE |  | 1404000 | 96000 | 0 |
| IMPINJ INC 1.125 05/15/2027 | SDBCV | 453204AD1 |  | 42051230 | 34850000 | PRN |  | SOLE |  | 32760000 | 2090000 | 0 |
| INFINERA CORP 2.5 03/01/2027 | SDBCV | 45667GAE3 |  | 54971573 | 49295000 | PRN |  | SOLE |  | 46136000 | 3159000 | 0 |
| INFINERA CORP 3.75 08/01/2028 144A | SDBCV | 45667GAF0 |  | 32928569 | 26500000 | PRN |  | SOLE |  | 24842000 | 1658000 | 0 |
| INFINITE ACQUISITION CO CL A | COM | G48028107 |  | 4100000 | 400000 | SH |  | SOLE |  | 374324 | 25676 | 0 |
| INFINITE ACQUISITION CW23 | RT | G48028123 |  | 14970 | 199599 | SH |  | SOLE |  | 186961 | 12638 | 0 |
| INNOVATIVE INTERNATIONAL ACQ | RT | G4809M125 |  | 12675 | 375000 | SH |  | SOLE |  | 350832 | 24168 | 0 |
| INNOVATIVE INTL ACQUSITIN CO CLASS A ORD | COM | G4809M109 |  | 497861 | 48336 | SH |  | SOLE |  | 0 | 48336 | 0 |
| INOTIV INC 3.25 10/15/2027 | SDBCV | 45783QAB6 |  | 16197119 | 39475000 | PRN |  | SOLE |  | 36967000 | 2508000 | 0 |
| INTEGRATED WELLNESS ACQ A | COM | G4828B100 |  | 2065000 | 200000 | SH |  | SOLE |  | 187085 | 12915 | 0 |
| INTELLIGENT MEDI ACQSITN COR CLASS A COM | COM | 45828D106 |  | 461901 | 44932 | SH |  | SOLE |  | 0 | 44932 | 0 |
| INTELLIGENT MEDICINE CW23 | RT | 45828D114 |  | 7139 | 275648 | SH |  | SOLE |  | 258352 | 17296 | 0 |
| INTERNATIONAL GENERAL CW25 | RT | G4809J114 |  | 270950 | 471218 | SH |  | SOLE |  | 448468 | 22750 | 0 |
| INTERPRIVATE IV INFRAT CW27 | RT | 46064T110 |  | 11049 | 245543 | SH |  | SOLE |  | 230249 | 15294 | 0 |
| IQIYI INC 4 12/15/2026 | SDBCV | 46267XAE8 |  | 19753934 | 31643000 | PRN |  | SOLE |  | 29652000 | 1991000 | 0 |
| IRIS ACQUISITION CORP CW | RT | 89601Y119 |  | 21161 | 268199 | SH |  | SOLE |  | 251358 | 16841 | 0 |
| ISHARES MSCI EAFE ETF | COM | 464287465 |  | 13128000 | 200000 | SH | Put | SOLE |  | 0 | 0 | 0 |
| ISHARES MSCI EMERGING MARKET | COM | 464287234 |  | 1895000 | 50000 | SH | Call | SOLE |  | 0 | 0 | 0 |
| ITRON INC 0 03/15/2026 | SDBCV | 465741AN6 |  | 35905534 | 43600000 | PRN |  | SOLE |  | 40921000 | 2679000 | 0 |
| IX ACQUISITION CORP A | COM | G5000D103 |  | 3542000 | 350000 | SH |  | SOLE |  | 329774 | 20226 | 0 |
| IX ACQUISITION CORP CW26 | RT | G5000D111 |  | 4742 | 174999 | SH |  | SOLE |  | 164887 | 10112 | 0 |
| JACKSON ACQUISITION A CW28 | RT | 46653C114 |  | 2300 | 249999 | SH |  | SOLE |  | 233856 | 16143 | 0 |
| JACKSON ACQUISITION CO CL A | COM | 46653C106 |  | 5072500 | 500000 | SH |  | SOLE |  | 467713 | 32287 | 0 |
| JAGUAR GLOBAL GROWTH CO RGTS | RT | G5S11A155 |  | 40000 | 500000 | SH |  | SOLE |  | 466176 | 33824 | 0 |
| JAGUAR GLOBAL GROWTH CORP A | COM | G5S11A106 |  | 5115000 | 500000 | SH |  | SOLE |  | 466176 | 33824 | 0 |
| JAGUAR GLOBAL GROWTH CW27 | RT | G5S11A130 |  | 72750 | 249999 | SH |  | SOLE |  | 233088 | 16911 | 0 |
| JAMF HOLDING CORP 0.125 09/01/2026 | SDBCV | 47074LAB1 |  | 32419486 | 39254000 | PRN |  | SOLE |  | 36791000 | 2463000 | 0 |
| JAWS MUSTANG ACQ C CW26 | RT | G50737124 |  | 37200 | 500000 | SH |  | SOLE |  | 467591 | 32409 | 0 |
| JAWS MUSTANG ACQUISITION COR SHS CL A | COM | G50737108 |  | 539061 | 53346 | SH |  | SOLE |  | 0 | 53346 | 0 |
| JOYY INC 0.75 06/15/2025 | SDBCV | 98426TAD8 |  | 121606635 | 126784000 | PRN |  | SOLE |  | 118810000 | 7974000 | 0 |
| JOYY INC 1.375 06/15/2026 | SDBCV | 98426TAF3 |  | 80076455 | 91428000 | PRN |  | SOLE |  | 85858000 | 5570000 | 0 |
| JUNIPER II CORP CL A CW28 | RT | 48203N111 |  | 36514 | 244899 | SH |  | SOLE |  | 229187 | 15712 | 0 |
| JUNIPER II CORP CLASS A | COM | 48203N103 |  | 5085000 | 500000 | SH |  | SOLE |  | 467906 | 32094 | 0 |
| KADEM SUSTAINABLE CL A CW26 | RT | 48284E113 |  | 32553 | 811806 | SH |  | SOLE |  | 760867 | 50939 | 0 |
| KADEM SUSTAINABLE IMPAC CL A | COM | 48284E105 |  | 10030000 | 1000000 | SH |  | SOLE |  | 896546 | 103454 | 0 |
| KENSINGTON CAPITAL ACQ A | COM | G5251K103 |  | 1835610 | 180050 | SH |  | SOLE |  | 169501 | 10549 | 0 |
| KENSINGTON CAPITAL ACQ CW23 | RT | G5251K129 |  | 80000 | 500000 | SH |  | SOLE |  | 467596 | 32404 | 0 |
| KEYARCH ACQUISITION CORP | COM | G5260A104 |  | 5156100 | 510000 | SH |  | SOLE |  | 476259 | 33741 | 0 |
| KEYARCH ACQUISITION CORP 28 | RT | G5260A112 |  | 8287 | 254999 | SH |  | SOLE |  | 238129 | 16870 | 0 |
| KEYARCH ACQUISITION CORP RT | RT | G5260A120 |  | 42687 | 510000 | SH |  | SOLE |  | 476259 | 33741 | 0 |
| KIMBELL TIGER ACQ A CW23 | RT | 49436K114 |  | 18662 | 124415 | SH |  | SOLE |  | 116260 | 8155 | 0 |
| KIMBELL TIGER ACQUISITION A | COM | 49436K106 |  | 211974 | 20600 | SH |  | SOLE |  | 19267 | 1333 | 0 |
| KISMET ACQUISITION TWO CL A | COM | G52807107 |  | 5050000 | 500000 | SH |  | SOLE |  | 468897 | 31103 | 0 |
| KNIGHTSWAN ACQUISITION A 28 | RT | 499103117 |  | 16125 | 375000 | SH |  | SOLE |  | 350191 | 24809 | 0 |
| KNIGHTSWAN ACQUISITION COR A | COM | 499103109 |  | 8013750 | 750000 | SH |  | SOLE |  | 700382 | 49618 | 0 |
| LAMF GLOBAL VENTURES CORP I | COM | G5338L108 |  | 5125000 | 500000 | SH |  | SOLE |  | 467906 | 32094 | 0 |
| LAMF GLOBAL VENTURES CW23 | RT | G5338L124 |  | 20775 | 249999 | SH |  | SOLE |  | 233953 | 16046 | 0 |
| LANVIN GROUP HOLDINGS LTD 27 | RT | G5380J118 |  | 358345 | 1138687 | SH |  | SOLE |  | 1063262 | 75425 | 0 |
| LATAMGROWTH SPAC | COM | G5380L105 |  | 6174000 | 600000 | SH |  | SOLE |  | 560306 | 39694 | 0 |
| LATAMGROWTH SPAC 28 | RT | G5380L121 |  | 49246 | 393971 | SH |  | SOLE |  | 368453 | 25518 | 0 |
| LAVA MEDTECH ACQUISIT CW23 | RT | 519345110 |  | 1100 | 124999 | SH |  | SOLE |  | 116944 | 8055 | 0 |
| LAVA MEDTECH ACQUISITION C A | COM | 519345102 |  | 2562500 | 250000 | SH |  | SOLE |  | 233888 | 16112 | 0 |
| LAZARD GROWTH ACQUISITION CO CL A ORD SHS | COM | G54035103 |  | 414191 | 41009 | SH |  | SOLE |  | 0 | 41009 | 0 |
| LEAFLY HOLDINGS INC COM | COM | 52178J105 |  | 35203 | 60000 | SH |  | SOLE |  | 60000 | 0 | 0 |
| LEAFLY HOLDINGS INC CW26 | RT | 52178J113 |  | 15294 | 339123 | SH |  | SOLE |  | 339123 | 0 | 0 |
| LEGATO MERGER CORP II COM | COM | 52473Y104 |  | 524807 | 51351 | SH |  | SOLE |  | 0 | 51351 | 0 |
| LEGATO MERGER CORP II CW23 | RT | 52473Y112 |  | 162480 | 399999 | SH |  | SOLE |  | 374324 | 25675 | 0 |
| LENDINGTREE INC 0.5 07/15/2025 | SDBCV | 52603BAD9 |  | 58706506 | 81014000 | PRN |  | SOLE |  | 76024000 | 4990000 | 0 |
| LEO HOLDINGS CORP II CLASS A | COM | G5463R102 |  | 9835661 | 974793 | SH |  | SOLE |  | 912413 | 62380 | 0 |
| LF CAPITAL ACQ CORP CW26 | RT | 50202D110 |  | 4375 | 249999 | SH |  | SOLE |  | 233953 | 16046 | 0 |
| LF CAPITAL ACQUISITION CL A | COM | 50202D102 |  | 5130000 | 500000 | SH |  | SOLE |  | 467906 | 32094 | 0 |
| LI AUTO INC 0.25 05/01/2028 | SDBCV | 50202MAB8 |  | 235460441 | 232082000 | PRN |  | SOLE |  | 217673000 | 14409000 | 0 |
| LIGHTJUMP ACQUISITION CW27 | RT | 53228M114 |  | 90742 | 594637 | SH |  | SOLE |  | 557378 | 37259 | 0 |
| LITHIUM AMERICAS CORP 1.75 01/15/2027 | SDBCV | 53680QAA6 |  | 5625366 | 7125000 | PRN |  | SOLE |  | 6677000 | 448000 | 0 |
| LIV CAPITAL ACQUISITION 27 | RT | G5510R113 |  | 39525 | 509999 | SH |  | SOLE |  | 475500 | 34499 | 0 |
| LIV CAPITAL ACQUISITION CO A | COM | G5510R105 |  | 6976800 | 680000 | SH |  | SOLE |  | 634000 | 46000 | 0 |
| LIVE OAK MOBILITY ACQUISI CO COM CL A | COM | 538126103 |  | 284617 | 28306 | SH |  | SOLE |  | 0 | 28306 | 0 |
| LIVENT CORP 4.125 07/15/2025 | SDBCV | 53814LAB4 |  | 54180321 | 22550000 | PRN |  | SOLE |  | 21126000 | 1424000 | 0 |
| LIVEPERSON INC 0 12/15/2026 | SDBCV | 538146AD3 |  | 60207868 | 83863000 | PRN |  | SOLE |  | 78709000 | 5154000 | 0 |
| LIVEPERSON INC 0.75 03/01/2024 | SDBCV | 538146AB7 |  | 21087687 | 22502000 | PRN |  | SOLE |  | 21073000 | 1429000 | 0 |
| LIVEVOX HOLDING INC CW24 | RT | 53838L118 |  | 20653 | 66621 | SH |  | SOLE |  | 62378 | 4243 | 0 |
| LIVONGO HEALTH 0.875 06/01/2025 | SDBCV | 539183AA1 |  | 152198968 | 173891000 | PRN |  | SOLE |  | 161687000 | 12204000 | 0 |
| LOGISTICS INNOVATION T CW28 | RT | 54141L118 |  | 5240 | 130999 | SH |  | SOLE |  | 122394 | 8605 | 0 |
| LOGISTICS INNOVATION TECH A | COM | 54141L100 |  | 3910861 | 393000 | SH |  | SOLE |  | 367182 | 25818 | 0 |
| LUMENTUM HOLDINGS INC 0.5 12/15/2026 | SDBCV | 55024UAD1 |  | 11655360 | 13500000 | PRN |  | SOLE |  | 12655000 | 845000 | 0 |
| LYFT INC 1.5 05/15/2025 | SDBCV | 55087PAB0 |  | 79234888 | 90172000 | PRN |  | SOLE |  | 84516000 | 5656000 | 0 |
| M3 BRIGADE ACQUISITION III CL A COM | COM | 55407R103 |  | 653513 | 64449 | SH |  | SOLE |  | 0 | 64449 | 0 |
| M3BRIGADE ACQ III CW23 | RT | 55407R111 |  | 156618 | 372901 | SH |  | SOLE |  | 348652 | 24249 | 0 |
| M3BRIGADE ACQUISITION II A | COM | 553800103 |  | 3006000 | 300000 | SH |  | SOLE |  | 184524 | 115476 | 0 |
| MACONDRAY CAPITAL AC CLASS A | COM | G5853A107 |  | 2547500 | 250000 | SH |  | SOLE |  | 235364 | 14636 | 0 |
| MAKEMYTRIP LIMITED 0 02/15/2028 | SDBCV | 56087FAB0 |  | 43399656 | 43669000 | PRN |  | SOLE |  | 40886000 | 2783000 | 0 |
| MALACCA STRAITS ACQUI CW27 | RT | G5859B109 |  | 22032 | 489600 | SH |  | SOLE |  | 458879 | 30721 | 0 |
| MANNKIND CORP 2.5 03/01/2026 | SDBCV | 56400PAQ5 |  | 4178863 | 3500000 | PRN |  | SOLE |  | 3277000 | 223000 | 0 |
| MARIADB PLC ORD SHS | COM | G5920M100 |  | 2693250 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| MARIADB PLC W27 | RT | G5920M118 |  | 1058746 | 3332679 | SH |  | SOLE |  | 3170651 | 162028 | 0 |
| MARLIN TECHNOLOGY CORP CL A SHS | COM | G58411102 |  | 252764 | 24952 | SH |  | SOLE |  | 0 | 24952 | 0 |
| MARRIOTT VACATION WORLDW 0 01/15/2026 | SDBCV | 57164YAD9 |  | 16199289 | 16558000 | PRN |  | SOLE |  | 15524000 | 1034000 | 0 |
| MASON INDUSTRIAL TECHN CL A | COM | 57520Y106 |  | 12094000 | 1210005 | SH |  | SOLE |  | 1130778 | 79227 | 0 |
| MAXEON SOLAR TECH 6.5 07/15/2025 | SDBCV | 57779BAB0 |  | 31808063 | 28900000 | PRN |  | SOLE |  | 27112000 | 1788000 | 0 |
| MAXEON SOLAR TECHNOLOGIES LT SHS | COM | Y58473102 |  | 382533 | 23819 | SH |  | SOLE |  | 0 | 23819 | 0 |
| MCLAREN TECHNOLOGY A CQ A | COM | 58176U109 |  | 10210000 | 1000000 | SH |  | SOLE |  | 935812 | 64188 | 0 |
| MCLAREN TECHNOLOGY ACQ CW23 | RT | 58176U117 |  | 13125 | 749999 | SH |  | SOLE |  | 701635 | 48364 | 0 |
| MERCATO PARTNERS ACQ CW26 | RT | 58759A116 |  | 3775 | 249999 | SH |  | SOLE |  | 233953 | 16046 | 0 |
| MERCATO PARTNERS ACQUISITI A | COM | 58759A108 |  | 5125000 | 500000 | SH |  | SOLE |  | 467906 | 32094 | 0 |
| MESA LABORATORIES INC 1.375 08/15/2025 | SDBCV | 59064RAA7 |  | 6121786 | 6750000 | PRN |  | SOLE |  | 6337000 | 413000 | 0 |
| MFA FINANCIAL INC 6.25 06/15/2024 | SDBCV | 55272XAA0 |  | 21029902 | 23289000 | PRN |  | SOLE |  | 21857000 | 1432000 | 0 |
| MICROSTRATEGY INC 0.75 12/15/2025 | SDBCV | 594972AC5 |  | 3386958 | 7185000 | PRN |  | SOLE |  | 5706000 | 1479000 | 0 |
| MITEK SYSTEMS INC 0.75 02/01/2026 | SDBCV | 606710AA9 |  | 27402869 | 33100000 | PRN |  | SOLE |  | 31055000 | 2045000 | 0 |
| MODEL N INC 2.625 06/01/2025 | SDBCV | 607525AB8 |  | 32768689 | 24165000 | PRN |  | SOLE |  | 22688000 | 1477000 | 0 |
| MONGODB INC 0.25 01/15/2026 | SDBCV | 60937PAD8 |  | 687262 | 585000 | PRN |  | SOLE |  | 549000 | 36000 | 0 |
| MONTEREY BIO ACQ CW23 | RT | 61240F116 |  | 8487 | 322700 | SH |  | SOLE |  | 304445 | 18255 | 0 |
| MORINGA ACQUISITION COR CW26 | RT | G6S23K124 |  | 41512 | 337500 | SH |  | SOLE |  | 316506 | 20994 | 0 |
| MORINGA ACQUISITION CORP A | COM | G6S23K108 |  | 6797250 | 675000 | SH |  | SOLE |  | 633011 | 41989 | 0 |
| MOTIVE CAPITAL CORP II CL A | COM | G6293R106 |  | 3542567 | 346292 | SH |  | SOLE |  | 323930 | 22362 | 0 |
| MOUNTAIN  CO I ACQ CW23 | RT | G6301J112 |  | 5625 | 224999 | SH |  | SOLE |  | 210557 | 14442 | 0 |
| MOUNTAIN  CO I ACQUISITION | COM | G6301J104 |  | 4673250 | 450000 | SH |  | SOLE |  | 421115 | 28885 | 0 |
| MOUNTAIN CREST ACQ CORP IV | COM | 62403K108 |  | 5167020 | 511333 | SH |  | SOLE |  | 481724 | 29609 | 0 |
| NABORS ENERGY TRANSITI CW23 | RT | 629567116 |  | 10800 | 199999 | SH |  | SOLE |  | 187162 | 12837 | 0 |
| NABORS ENERGY TRANSITION A | COM | 629567108 |  | 4108000 | 400000 | SH |  | SOLE |  | 374324 | 25676 | 0 |
| NEOGENOMICS INC 0.25 01/15/2028 | SDBCV | 64049MAB6 |  | 49301622 | 76076000 | PRN |  | SOLE |  | 71327000 | 4749000 | 0 |
| NEOGENOMICS INC 1.25 05/01/2025 | SDBCV | 64049MAA8 |  | 11770638 | 13899000 | PRN |  | SOLE |  | 13016000 | 883000 | 0 |
| NEW PROVIDENCE ACQ A CW27 | RT | 64823D110 |  | 12017 | 166666 | SH |  | SOLE |  | 155968 | 10698 | 0 |
| NEW PROVIDENCE ACQUISITION A | COM | 64823D102 |  | 5085000 | 500000 | SH |  | SOLE |  | 467906 | 32094 | 0 |
| NEW RELIC INC 0.5 05/01/2023 | SDBCV | 64829BAB6 |  | 7071869 | 7207000 | PRN |  | SOLE |  | 6748000 | 459000 | 0 |
| NEW VISTA ACQUISITION CORP A | COM | G6529L105 |  | 2229662 | 220868 | SH |  | SOLE |  | 184695 | 36173 | 0 |
| NEWBURY STREET ACQ CW27 | RT | 65101L112 |  | 41260 | 553821 | SH |  | SOLE |  | 519070 | 34751 | 0 |
| NEWBURY STREET ACQUISITION C | COM | 65101L104 |  | 6729660 | 672966 | SH |  | SOLE |  | 600000 | 72966 | 0 |
| NEXTERA ENERGY PARTNERS LP | COM | 65341B106 |  | 1761852 | 25137 | SH |  | SOLE |  | 25137 | 0 | 0 |
| NIO INC 0 02/01/2026 | SDBCV | 62914VAE6 |  | 104040856 | 118423000 | PRN |  | SOLE |  | 111159000 | 7264000 | 0 |
| NIO INC 0.5 02/01/2027 | SDBCV | 62914VAF3 |  | 30761501 | 40538000 | PRN |  | SOLE |  | 37995000 | 2543000 | 0 |
| NOBLE ROCK ACQUISITION CORP CL A SHS | COM | G6546R101 |  | 298435 | 29548 | SH |  | SOLE |  | 0 | 29548 | 0 |
| NORTH ATLANTIC ACQ CW25 | RT | G66139125 |  | 13169 | 651946 | SH |  | SOLE |  | 609913 | 42033 | 0 |
| NORTH ATLANTIC ACQUISITION A | COM | G66139109 |  | 16010550 | 1583635 | SH |  | SOLE |  | 1398825 | 184810 | 0 |
| NUTANIX INC 0.25 10/01/2027 | SDBCV | 67059NAH1 |  | 44834700 | 53289000 | PRN |  | SOLE |  | 49954000 | 3335000 | 0 |
| NUVASIVE INC 1 06/01/2023 | SDBCV | 670704AL9 |  | 1663391 | 1693000 | PRN |  | SOLE |  | 1586000 | 107000 | 0 |
| NWTN INC CW27 | RT | G6693P114 |  | 40007 | 146975 | SH |  | SOLE |  | 137872 | 9103 | 0 |
| OCA ACQUISITION CORP CL A | COM | 670865104 |  | 3576872 | 348623 | SH |  | SOLE |  | 342884 | 5739 | 0 |
| OIL STATES INTL INC 1.5 02/15/2023 | SDBCV | 678026AH8 |  | 7832929 | 7900000 | PRN |  | SOLE |  | 7490000 | 410000 | 0 |
| OIL STATES INTL INC 4.75 04/01/2026 | SDBCV | 678026AK1 |  | 3196860 | 3000000 | PRN |  | SOLE |  | 2816000 | 184000 | 0 |
| OKTA INC 0.125 09/01/2025 | SDBCV | 679295AD7 |  | 14739959 | 16675000 | PRN |  | SOLE |  | 15616000 | 1059000 | 0 |
| OKTA INC 0.375 06/15/2026 | SDBCV | 679295AF2 |  | 103883978 | 122876000 | PRN |  | SOLE |  | 115081000 | 7795000 | 0 |
| OMNICELL INC 0.25 09/15/2025 | SDBCV | 68213NAD1 |  | 22292355 | 25500000 | PRN |  | SOLE |  | 23880000 | 1620000 | 0 |
| ON SEMICONDUCTOR CORP 0 05/01/2027 | SDBCV | 682189AS4 |  | 36811211 | 27710000 | PRN |  | SOLE |  | 25968000 | 1742000 | 0 |
| ONYX ACQ CO I CL A CW23 | RT | G6755Q117 |  | 5651 | 111249 | SH |  | SOLE |  | 104109 | 7140 | 0 |
| ONYX ACQUISITION CO I CL A | COM | G6755Q109 |  | 2291750 | 222500 | SH |  | SOLE |  | 208218 | 14282 | 0 |
| OPKO HEALTH INC 4.5 02/15/2025 | SDBCV | 68375NAD5 |  | 5023449 | 5713000 | PRN |  | SOLE |  | 5326000 | 387000 | 0 |
| ORION BIOTECH OPPORTU CW27 | RT | G6780C117 |  | 24892 | 139998 | SH |  | SOLE |  | 131637 | 8361 | 0 |
| ORION BIOTECH OPPORTUNTES CO CLASS A ORD SHS | COM | G6780C109 |  | 420231 | 41814 | SH |  | SOLE |  | 0 | 41814 | 0 |
| OTONOMO TECHNOLOGIES CW26 | RT | M7571L111 |  | 2839 | 113562 | SH |  | SOLE |  | 106639 | 6923 | 0 |
| PAGERDUTY INC 1.25 07/01/2025 | SDBCV | 69553PAB6 |  | 84968227 | 84146000 | PRN |  | SOLE |  | 78878000 | 5268000 | 0 |
| PALO ALTO NETWORKS 0.375 06/01/2025 | SDBCV | 697435AF2 |  | 506599602 | 342569000 | PRN |  | SOLE |  | 316664000 | 25905000 | 0 |
| PAPAYA GROWTH OPPORTUNI CW23 | RT | 69882P110 |  | 17520 | 400000 | SH |  | SOLE |  | 373537 | 26463 | 0 |
| PAPAYA GRWT OPPORTUNITY CORP CLASS A COM | COM | 69882P102 |  | 540639 | 52926 | SH |  | SOLE |  | 0 | 52926 | 0 |
| PAR TECHNOLOGY CORP 1.5 10/15/2027 | SDBCV | 698884AE3 |  | 41187223 | 57075000 | PRN |  | SOLE |  | 53282000 | 3793000 | 0 |
| PAR TECHNOLOGY CORP 2.875 04/15/2026 | SDBCV | 698884AC7 |  | 14102608 | 15060000 | PRN |  | SOLE |  | 14257000 | 803000 | 0 |
| PATHFINDER ACQUISITION CORP CL A | COM | G04119106 |  | 422386 | 41945 | SH |  | SOLE |  | 0 | 41945 | 0 |
| PATRIA LATIN AMERICAN CW27 | RT | G69454117 |  | 37550 | 500000 | SH |  | SOLE |  | 466469 | 33531 | 0 |
| PATRIA LATIN AMERICAN OPPORT | COM | G69454109 |  | 10360000 | 1000000 | SH |  | SOLE |  | 932938 | 67062 | 0 |
| PEARL HOLDINGS ACQ CW23 | RT | G44525114 |  | 8235 | 121999 | SH |  | SOLE |  | 114121 | 7878 | 0 |
| PEARL HOLDINGS ACQUISITION A | COM | G44525106 |  | 2504660 | 244000 | SH |  | SOLE |  | 228243 | 15757 | 0 |
| PEBBLEBROOK HOTEL TRUST 1.75 12/15/2026 | SDBCV | 70509VAA8 |  | 7708841 | 9296000 | PRN |  | SOLE |  | 8711609 | 584391 | 0 |
| PELOTON INTERACTIVE INC 0 02/15/2026 | SDBCV | 70614WAB6 |  | 27942891 | 39375000 | PRN |  | SOLE |  | 36957000 | 2418000 | 0 |
| PENN ENTERTAINMENT INC 2.75 05/15/2026 | SDBCV | 707569AU3 |  | 219149813 | 148871000 | PRN |  | SOLE |  | 138537000 | 10334000 | 0 |
| PEPPERLIME HEALTH ACQ A | COM | G70021103 |  | 2907335 | 284475 | SH |  | SOLE |  | 227030 | 57445 | 0 |
| PERFICIENT INC 0.125 11/15/2026 | SDBCV | 71375UAF8 |  | 836267 | 1077000 | PRN |  | SOLE |  | 1009000 | 68000 | 0 |
| PHOENIX BIOTECH ACQ CW26 | RT | 71902K113 |  | 12575 | 249999 | SH |  | SOLE |  | 233888 | 16111 | 0 |
| PHP VENTURES ACQUISITION A | COM | 69291C106 |  | 2480536 | 239162 | SH |  | SOLE |  | 225337 | 13825 | 0 |
| PINDUODUO INC 0 12/01/2025 | SDBCV | 722304AC6 |  | 336302586 | 360359000 | PRN |  | SOLE |  | 341744000 | 18615000 | 0 |
| PINE TECHNOLOGY ACQ A CW28 | RT | 722850112 |  | 1702 | 278973 | SH |  | SOLE |  | 261476 | 17497 | 0 |
| PINE TECHNOLOGY ACQUISITN CO CLASS A COM | COM | 722850104 |  | 732451 | 73026 | SH |  | SOLE |  | 0 | 73026 | 0 |
| PIONEER MERGER CORP CLASS A | COM | G7S24C103 |  | 9728924 | 959460 | SH |  | SOLE |  | 896536 | 62924 | 0 |
| PLUM ACQUISITION CORP I A | COM | G7134L126 |  | 6048000 | 600000 | SH |  | SOLE |  | 563487 | 36513 | 0 |
| PONO CAPITAL CORP A | COM | 732450101 |  | 2622500 | 250000 | SH |  | SOLE |  | 235364 | 14636 | 0 |
| PONTEM CORPORATION SHS CL A | COM | G71707106 |  | 630662 | 62380 | SH |  | SOLE |  | 0 | 62380 | 0 |
| POWER  DIGITAL ACQ CW24 | RT | 73919C118 |  | 3755 | 50000 | SH |  | SOLE |  | 46749 | 3251 | 0 |
| POWER  DIGITAL ACQUISITIO A | COM | 73919C100 |  | 7552500 | 750000 | SH |  | SOLE |  | 701569 | 48431 | 0 |
| POWERED BRANDS CL A CW27 | RT | G7209M116 |  | 44 | 109977 | SH |  | SOLE |  | 103091 | 6886 | 0 |
| POWERED BRANDS CLASS A | COM | G7209M108 |  | 5420335 | 536136 | SH |  | SOLE |  | 501827 | 34309 | 0 |
| POWERUP ACQUISITION COR CL A | COM | G7207P103 |  | 6695000 | 650000 | SH |  | SOLE |  | 528234 | 121766 | 0 |
| POWERUP ACQUISITION CW27 | RT | G7207P129 |  | 36630 | 899999 | SH |  | SOLE |  | 839117 | 60882 | 0 |
| PRESTO AUTOMATION INC CW25 | RT | 74113T113 |  | 25177 | 547327 | SH |  | SOLE |  | 513501 | 33826 | 0 |
| PRIVETERRA ACQUISITION CORP CL A | COM | 74275N102 |  | 375106 | 37324 | SH |  | SOLE |  | 0 | 37324 | 0 |
| PROGRESS ACQ CL A CW27 | RT | 74327P113 |  | 10759 | 190760 | SH |  | SOLE |  | 178791 | 11969 | 0 |
| PROJECT ENERGY REIMAG CW28 | RT | G72556114 |  | 15891 | 367855 | SH |  | SOLE |  | 344132 | 23723 | 0 |
| PROOF ACQUISITION CORP CW23 | RT | 74349W112 |  | 11270 | 349999 | SH |  | SOLE |  | 327002 | 22997 | 0 |
| PROOF ACQUISITION CORP I A | COM | 74349W104 |  | 4078000 | 400000 | SH |  | SOLE |  | 374171 | 25829 | 0 |
| PROS HOLDINGS INC 1 05/15/2024 | SDBCV | 74346YAH6 |  | 39598917 | 42323000 | PRN |  | SOLE |  | 39629000 | 2694000 | 0 |
| PROS HOLDINGS INC 2.25 09/15/2027 | SDBCV | 74346YAG8 |  | 39405252 | 44750000 | PRN |  | SOLE |  | 42093000 | 2657000 | 0 |
| PROSPECTOR CAPITAL CORP CL A | COM | G7273A105 |  | 682759 | 68619 | SH |  | SOLE |  | 0 | 68619 | 0 |
| PTC THERAPEUTICS INC 1.5 09/15/2026 | SDBCV | 69366JAD3 |  | 12795060 | 12800000 | PRN |  | SOLE |  | 11989000 | 811000 | 0 |
| Q2 HOLDINGS INC 0.125 11/15/2025 | SDBCV | 74736LAF6 |  | 82198229 | 99227000 | PRN |  | SOLE |  | 93004000 | 6223000 | 0 |
| Q2 HOLDINGS INC 0.75 06/01/2026 | SDBCV | 74736LAD1 |  | 65892233 | 80427000 | PRN |  | SOLE |  | 75498000 | 4929000 | 0 |
| QUANTUM FINTECH ACQUISITION | COM | 74767A105 |  | 1068215 | 106290 | SH |  | SOLE |  | 100063 | 6227 | 0 |
| RAPID7 INC 0.25 03/15/2027 | SDBCV | 753422AF1 |  | 101225925 | 128914000 | PRN |  | SOLE |  | 120746000 | 8168000 | 0 |
| RAPID7 INC 2.25 05/01/2025 | SDBCV | 753422AD6 |  | 20227200 | 21000000 | PRN |  | SOLE |  | 19679000 | 1321000 | 0 |
| RCF ACQUISITION CORP A | COM | G7330C102 |  | 1539000 | 150000 | SH |  | SOLE |  | 140372 | 9628 | 0 |
| RCF ACQUISITION CORP CW23 | RT | G7330C110 |  | 6225 | 74999 | SH |  | SOLE |  | 70186 | 4813 | 0 |
| REVELATION BIOSC CW27 | RT | 76135L119 |  | 9254 | 715752 | SH |  | SOLE |  | 669899 | 45853 | 0 |
| RF ACQUISITION CORP CL A | COM | 74954L104 |  | 3806250 | 375000 | SH |  | SOLE |  | 349852 | 25148 | 0 |
| RF ACQUISITION CORP CW27 | RT | 74954L112 |  | 6188 | 375000 | SH |  | SOLE |  | 349852 | 25148 | 0 |
| RF ACQUISITION CORP RIGHTS | RT | 74954L120 |  | 34688 | 375000 | SH |  | SOLE |  | 349852 | 25148 | 0 |
| RIGEL RESOURCE ACQUISI CW23 | RT | G7573M114 |  | 5688 | 53658 | SH |  | SOLE |  | 50196 | 3462 | 0 |
| RINGCENTRAL INC 0 03/01/2025 | SDBCV | 76680RAF4 |  | 92237371 | 106717000 | PRN |  | SOLE |  | 99906000 | 6811000 | 0 |
| RINGCENTRAL INC 0 03/15/2026 | SDBCV | 76680RAH0 |  | 15306803 | 19425000 | PRN |  | SOLE |  | 18207000 | 1218000 | 0 |
| RMG ACQUISITION CL A CW27 | RT | G76088122 |  | 9370 | 234251 | SH |  | SOLE |  | 219595 | 14656 | 0 |
| RMG ACQUISITION CORP III A | COM | G76088106 |  | 5037911 | 499545 | SH |  | SOLE |  | 424897 | 74648 | 0 |
| ROC ENERGY ACQUISITION CORP COMMON STOCK | COM | 77118V108 |  | 363674 | 35515 | SH |  | SOLE |  | 0 | 35515 | 0 |
| ROC Energy Acquisition RTS | RT | 77118V116 |  | 93500 | 550000 | SH |  | SOLE |  | 514485 | 35515 | 0 |
| ROCKET INTERNET GRWT OPRT CO SHS CL A | COM | G7613T103 |  | 537815 | 53249 | SH |  | SOLE |  | 0 | 53249 | 0 |
| ROSE HILL ACQUISITION CORP A | COM | G7637J107 |  | 4129023 | 400000 | SH |  | SOLE |  | 374221 | 25779 | 0 |
| ROSE HILL ACQUISITION CW24 | RT | G7637J123 |  | 25320 | 199999 | SH |  | SOLE |  | 187110 | 12889 | 0 |
| ROSS ACQUISITION CORP II A | COM | G7641C106 |  | 3289000 | 325000 | SH |  | SOLE |  | 248931 | 76069 | 0 |
| SAREPTA THERAPEUTICS INC 1.25 09/15/2027 144A | SDBCV | 803607AC4 |  | 122850972 | 106250000 | PRN |  | SOLE |  | 94419000 | 11831000 | 0 |
| SCREAMING EAGLE ACQ CL A 27 | RT | G79407121 |  | 81166 | 333332 | SH |  | SOLE |  | 311280 | 22052 | 0 |
| SCREAMING EAGLE ACQUISITN CO CLASS A ORD SHS | COM | G79407105 |  | 657611 | 66158 | SH |  | SOLE |  | 0 | 66158 | 0 |
| SEA LTD 0.25 09/15/2026 | SDBCV | 81141RAG5 |  | 64921022 | 88000000 | PRN |  | SOLE |  | 83058000 | 4942000 | 0 |
| SEA LTD 2.375 12/01/2025 | SDBCV | 81141RAF7 |  | 292648546 | 296706000 | PRN |  | SOLE |  | 278927000 | 17779000 | 0 |
| SEAPORT GLOBAL ACQ II CW26 | RT | 81221H113 |  | 435 | 49999 | SH |  | SOLE |  | 46790 | 3209 | 0 |
| SEAPORT GLOBAL ACQUISITION A | COM | 81221H105 |  | 1020000 | 100000 | SH |  | SOLE |  | 93581 | 6419 | 0 |
| SEASTAR MEDICAL HOLDING CORP CW26 | RT | 81256L112 |  | 16966 | 218073 | SH |  | SOLE |  | 204594 | 13479 | 0 |
| SEMPER PARATUS ACQU CW26 | RT | G8028L131 |  | 4225 | 649999 | SH |  | SOLE |  | 608277 | 41722 | 0 |
| SEMPER PARATUS ACQUISITION C CLASS A ORD | COM | G8028L107 |  | 861987 | 83445 | SH |  | SOLE |  | 0 | 83445 | 0 |
| SHAPEWAYS HOLDINGS INC CW26 | RT | 81947T110 |  | 13927 | 1024026 | SH |  | SOLE |  | 961596 | 62430 | 0 |
| SHIFT4 PAYMENTS INC 0 12/15/2025 | SDBCV | 82452JAB5 |  | 71444737 | 71884000 | PRN |  | SOLE |  | 67373000 | 4511000 | 0 |
| SHIFT4 PAYMENTS INC 0.5 08/01/2027 | SDBCV | 82452JAD1 |  | 32446347 | 38358000 | PRN |  | SOLE |  | 35926000 | 2432000 | 0 |
| SHOULDERUP TECHNOLOGY ACQU A | COM | 82537G104 |  | 6381250 | 625000 | SH |  | SOLE |  | 584883 | 40117 | 0 |
| SHOULDERUP TECHNOLOGY CW23 | RT | 82537G112 |  | 1736 | 86799 | SH |  | SOLE |  | 81352 | 5447 | 0 |
| SHUAA PARTNERS ACQ CW27 | RT | G81173117 |  | 8100 | 134999 | SH |  | SOLE |  | 125946 | 9053 | 0 |
| SHUAA PARTNERS ACQUISIT CL A | COM | G81173109 |  | 2787750 | 270000 | SH |  | SOLE |  | 251893 | 18107 | 0 |
| SIGNAL HILL ACQ CW27 | RT | 82664R113 |  | 19677 | 424999 | SH |  | SOLE |  | 396249 | 28750 | 0 |
| SIGNAL HILL ACQUISITION CO A | COM | 82664R105 |  | 8636000 | 850000 | SH |  | SOLE |  | 792499 | 57501 | 0 |
| SILVER SPIKE ACQ A CW26 | RT | G8201H113 |  | 10410 | 282116 | SH |  | SOLE |  | 265591 | 16525 | 0 |
| SILVER SPIKE ACQUISITION A | COM | G8201H105 |  | 12841987 | 1272744 | SH |  | SOLE |  | 1203307 | 69437 | 0 |
| SILVERSPAC INC CL A | COM | G8136V104 |  | 21435400 | 2135000 | SH |  | SOLE |  | 2135000 | 0 | 0 |
| SILVERSPAC INC CW23 | RT | G8136V112 |  | 103859 | 664912 | SH |  | SOLE |  | 664912 | 0 | 0 |
| SIZZLE ACQUISITION CORP | COM | 83014E109 |  | 6132000 | 600000 | SH |  | SOLE |  | 561487 | 38513 | 0 |
| SIZZLE ACQUISITION CORP CW26 | RT | 83014E117 |  | 88500 | 299999 | SH |  | SOLE |  | 280743 | 19256 | 0 |
| SMART GLOBAL HOLDINGS IN 2.25 02/15/2026 | SDBCV | 83205YAB0 |  | 19653354 | 19575000 | PRN |  | SOLE |  | 18347000 | 1228000 | 0 |
| SNAP INC 0 05/01/2027 | SDBCV | 83304AAF3 |  | 55831556 | 79674000 | PRN |  | SOLE |  | 74844000 | 4830000 | 0 |
| SOUND POINT ACQUISITION CO A | COM | G8274F101 |  | 6225000 | 600000 | SH |  | SOLE |  | 559763 | 40237 | 0 |
| SOUND POINT ACQUISITION CW27 | RT | G8274F119 |  | 34380 | 299999 | SH |  | SOLE |  | 279881 | 20118 | 0 |
| SOUTHPORT ACQUISITION CORP | COM | 84465L105 |  | 1018000 | 100000 | SH |  | SOLE |  | 93543 | 6457 | 0 |
| SOUTHPORT ACQUISITION CW23 | RT | 84465L113 |  | 1135 | 49999 | SH |  | SOLE |  | 46771 | 3228 | 0 |
| SPOTIFY USA INC 0 03/15/2026 | SDBCV | 84921RAB6 |  | 1955480 | 2417000 | PRN |  | SOLE |  | 2269000 | 148000 | 0 |
| SPREE ACQUISITION 1 LTD 23 | RT | G83745128 |  | 8060 | 199999 | SH |  | SOLE |  | 187085 | 12914 | 0 |
| SPREE ACQUISITION CORP 1 LTD | COM | G83745102 |  | 4104000 | 400000 | SH |  | SOLE |  | 374171 | 25829 | 0 |
| SPRING VALLEY ACQUISIT RIGHT | RT | G83752132 |  | 98280 | 600000 | SH |  | SOLE |  | 563361 | 36639 | 0 |
| SPRING VALLEY ACQUISITION A | COM | G83752108 |  | 6078000 | 600000 | SH |  | SOLE |  | 563361 | 36639 | 0 |
| SPRING VALLEY ACQUISITION AW | RT | G83752116 |  | 66000 | 299999 | SH |  | SOLE |  | 281680 | 18319 | 0 |
| ST ENERGY TRANSITION I CW23 | RT | G8465L115 |  | 6468 | 99500 | SH |  | SOLE |  | 93257 | 6243 | 0 |
| ST ENERGY TRANSITION I LTD | COM | G8465L107 |  | 10220000 | 1000000 | SH |  | SOLE |  | 935426 | 64574 | 0 |
| STONEBRIDGE ACQUISITION CORP | COM | G85094103 |  | 1028000 | 100000 | SH |  | SOLE |  | 94344 | 5656 | 0 |
| STRATIM CLOUD ACQUISITION CO | COM | 86309R107 |  | 9990942 | 997100 | SH |  | SOLE |  | 939145 | 57955 | 0 |
| STRIDE INC 1.125 09/01/2027 | SDBCV | 86333MAA6 |  | 40906722 | 45749000 | PRN |  | SOLE |  | 42872000 | 2877000 | 0 |
| SUNNOVA ENERGY INTL INC 0.25 12/01/2026 | SDBCV | 86745KAF1 |  | 3883536 | 5000000 | PRN |  | SOLE |  | 4689000 | 311000 | 0 |
| SUNPOWER CORP 4 01/15/2023 | SDBCV | 867652AL3 |  | 79455258 | 79598000 | PRN |  | SOLE |  | 74688000 | 4910000 | 0 |
| SUNRUN INC 0 02/01/2026 | SDBCV | 86771WAB1 |  | 15152225 | 21622000 | PRN |  | SOLE |  | 20290000 | 1332000 | 0 |
| SUSTAINABLE DEVELOP A CW28 | RT | 86934L111 |  | 19886 | 438026 | SH |  | SOLE |  | 410543 | 27483 | 0 |
| SVF INVESTMENT CORP CL A | COM | G8601L102 |  | 767905 | 75955 | SH |  | SOLE |  | 18692 | 57263 | 0 |
| TAILWIND ACQUISITION CW27 | RT | 87403Q110 |  | 9142 | 145576 | SH |  | SOLE |  | 136441 | 9135 | 0 |
| TAILWIND INTERNATIONAL ACQ A | COM | G8662F101 |  | 4036000 | 400000 | SH |  | SOLE |  | 375117 | 24883 | 0 |
| TALKSPACE INC CW25 | RT | 87427V111 |  | 69674 | 1071902 | SH |  | SOLE |  | 976713 | 95189 | 0 |
| TARGET GLOBAL ACQ I CW27 | RT | G8675N125 |  | 7381 | 49803 | SH |  | SOLE |  | 46526 | 3277 | 0 |
| TASTEMAKER ACQ CL A CW25 | RT | 876545112 |  | 38438 | 234376 | SH |  | SOLE |  | 220833 | 13543 | 0 |
| TECH AND ENERGY TRANSITION A | COM | 87823R102 |  | 20060000 | 2000000 | SH |  | SOLE |  | 1878289 | 121711 | 0 |
| TELADOC HEALTH INC 1.25 06/01/2027 | SDBCV | 87918AAF2 |  | 21615144 | 27987000 | PRN |  | SOLE |  | 26236000 | 1751000 | 0 |
| TEMPO AUTOMATION HOLDINGS INC CW27 | RT | 88024M116 |  | 7107 | 120657 | SH |  | SOLE |  | 112851 | 7806 | 0 |
| TG VENTURE ACQUISITION CORP | COM | 87251T109 |  | 6120000 | 600000 | SH |  | SOLE |  | 561487 | 38513 | 0 |
| TG VENTURE ACQUISITION CW23 | RT | 87251T117 |  | 36360 | 600000 | SH |  | SOLE |  | 561487 | 38513 | 0 |
| TIO TECH A CLASS A | COM | G8T10C106 |  | 4040000 | 400000 | SH |  | SOLE |  | 376675 | 23325 | 0 |
| TLG ACQUISITION ONE COR CL A | COM | 87257M108 |  | 3969610 | 389942 | SH |  | SOLE |  | 365052 | 24890 | 0 |
| TLGY ACQUISITION CORP 23 | RT | G8656T125 |  | 8287 | 424999 | SH |  | SOLE |  | 397556 | 27443 | 0 |
| TLGY ACQUISITION CORP A | COM | G8656T109 |  | 10275000 | 1000000 | SH |  | SOLE |  | 935175 | 64825 | 0 |
| TOPGOLF CALL BRAN CORP 2.75 05/01/2026 | SDBCV | 131193AE4 |  | 95772383 | 73389000 | PRN |  | SOLE |  | 68914000 | 4475000 | 0 |
| TORTOISEECOFIN ACQUISIT CW | RT | G8956E117 |  | 105266 | 676515 | SH |  | SOLE |  | 676515 | 0 | 0 |
| TORTOISEECOFIN ACQUISITION A | COM | G8956E109 |  | 29551500 | 2970000 | SH |  | SOLE |  | 2970000 | 0 | 0 |
| TRACON PHARMACEUTICALS INC | COM | 89237H209 |  | 677825 | 454916 | SH |  | SOLE |  | 454916 | 0 | 0 |
| TRINE II ACQUISITION CORP CL A ORD SHS | COM | G9059F100 |  | 429956 | 41723 | SH |  | SOLE |  | 0 | 41723 | 0 |
| TRIPADVISOR INC 0.25 04/01/2026 | SDBCV | 896945AD4 |  | 6095625 | 7500000 | PRN |  | SOLE |  | 7027000 | 473000 | 0 |
| TRISTAR ACQ I CL A CW28 | RT | G9074V114 |  | 4078 | 133265 | SH |  | SOLE |  | 124599 | 8666 | 0 |
| TWELVE SEAS INV II A CW28 | RT | 90118T114 |  | 7850 | 496835 | SH |  | SOLE |  | 465660 | 31175 | 0 |
| TWELVE SEAS INVTMNT CO II A | COM | 90118T106 |  | 12060000 | 1200000 | SH |  | SOLE |  | 1125352 | 74648 | 0 |
| TZP STRATEGIES ACQUISI CL A | COM | G91595101 |  | 4923023 | 487428 | SH |  | SOLE |  | 456316 | 31112 | 0 |
| UCOMMUNE INTERNATIONAL CW25 | RT | G9449A118 |  | 2960 | 208482 | SH |  | SOLE |  | 200270 | 8212 | 0 |
| UNITED STATES STEEL CORP 5 11/01/2026 | SDBCV | 912909AT5 |  | 3338701 | 1670000 | PRN |  | SOLE |  | 1565000 | 105000 | 0 |
| UNITI GROUP INC | COM | 91325V108 |  | 2548805 | 460905 | SH |  | SOLE |  | 432732 | 28173 | 0 |
| UNITY SOFTWARE INC 0 11/15/2026 | SDBCV | 91332UAB7 |  | 58435508 | 77650000 | PRN |  | SOLE |  | 72880000 | 4770000 | 0 |
| UPHEALTH IN CW24 | RT | 91532B119 |  | 10627 | 924059 | SH |  | SOLE |  | 867723 | 56336 | 0 |
| UPSTART HOLDINGS INC 0.25 08/15/2026 | SDBCV | 91680MAB3 |  | 29189931 | 54650000 | PRN |  | SOLE |  | 51698000 | 2952000 | 0 |
| UPWORK INC 0.25 08/15/2026 | SDBCV | 91688FAB0 |  | 41884987 | 55637000 | PRN |  | SOLE |  | 52098000 | 3539000 | 0 |
| UTA ACQUISITION CORPORAT 23 | RT | G9473A117 |  | 8780 | 53214 | SH |  | SOLE |  | 49816 | 3398 | 0 |
| UTA ACQUISITION CORPORATIO A | COM | G9473A109 |  | 4210900 | 412429 | SH |  | SOLE |  | 385382 | 27047 | 0 |
| VAHANNA TECH EDGE ACQUISI A | COM | G9320Z109 |  | 5140000 | 500000 | SH |  | SOLE |  | 467906 | 32094 | 0 |
| VAHANNA TECH EDGE CW24 | RT | G9320Z117 |  | 3850 | 249999 | SH |  | SOLE |  | 233953 | 16046 | 0 |
| VALUENCE MERGER CORP CW27 | RT | G9R16L118 |  | 29063 | 375000 | SH |  | SOLE |  | 349854 | 25146 | 0 |
| VALUENCE MERGER CORP I CL A | COM | G9R16L100 |  | 7781250 | 750000 | SH |  | SOLE |  | 699708 | 50292 | 0 |
| VARONIS SYSTEM INC 1.25 08/15/2025 | SDBCV | 922280AB8 |  | 1547004 | 1470000 | PRN |  | SOLE |  | 1380000 | 90000 | 0 |
| VECTOR ACQUISITION CORP II CL A SHS | COM | G9460A104 |  | 349915 | 34645 | SH |  | SOLE |  | 0 | 34645 | 0 |
| VERINT SYSTEMS INC 0.25 04/15/2026 | SDBCV | 92343XAC4 |  | 24028049 | 27500000 | PRN |  | SOLE |  | 25745000 | 1755000 | 0 |
| VERITONE INC 1.75 11/15/2026 | SDBCV | 92347MAB6 |  | 5260342 | 8527000 | PRN |  | SOLE |  | 8001000 | 526000 | 0 |
| VIEW INC CW27 | RT | 92671V114 |  | 70827 | 1830162 | SH |  | SOLE |  | 1715573 | 114589 | 0 |
| VISCOGLIOSI BROTHERS AC 27 | RT | 92838K118 |  | 19467 | 324999 | SH |  | SOLE |  | 303498 | 21501 | 0 |
| VISCOGLIOSI BROTHERS ACQUISI | COM | 92838K100 |  | 6571500 | 650000 | SH |  | SOLE |  | 606997 | 43003 | 0 |
| VIVEON HEALTH ACQ CW27 | RT | 92853V114 |  | 74925 | 1850000 | SH |  | SOLE |  | 1734376 | 115624 | 0 |
| VIVEON HEALTH ACQUISIT RTS | RT | 92853V122 |  | 41701 | 370672 | SH |  | SOLE |  | 346947 | 23725 | 0 |
| VMG CONSUMER ACQUISITION C A | COM | 91842V102 |  | 4332875 | 425000 | SH |  | SOLE |  | 397720 | 27280 | 0 |
| WIX LTD 0 08/15/2025 | SDBCV | 92940WAD1 |  | 5602079 | 6614000 | PRN |  | SOLE |  | 6193000 | 421000 | 0 |
| WOLFSPEED INC 1.75 05/01/2026 | SDBCV | 225447AD3 |  | 518442771 | 323057000 | PRN |  | SOLE |  | 301022000 | 22035000 | 0 |
| ZILLOW GROUP INC 0.75 09/01/2024 | SDBCV | 98954MAE1 |  | 12219429 | 11769000 | PRN |  | SOLE |  | 11039000 | 730000 | 0 |
| ZILLOW GROUP INC 1.375 09/01/2026 | SDBCV | 98954MAG6 |  | 74193334 | 73094000 | PRN |  | SOLE |  | 66073000 | 7021000 | 0 |
| ZILLOW GROUP INC 2.75 05/15/2025 | SDBCV | 98954MAH4 |  | 18838768 | 19674000 | PRN |  | SOLE |  | 18441000 | 1233000 | 0 |

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