# EDGAR Filing Document

**Accession Number:** 0001346554
**File Stem:** 0001493152-23-004789
**Filing Date:** 2023-2
**Character Count:** 74948
**Document Hash:** c5efb12cce25c972bf0938f37e970932
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001493152-23-004789.hdr.sgml**: 20230214

**ACCESSION NUMBER**: 0001493152-23-004789

**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:** TENOR CAPITAL MANAGEMENT Co., L.P.
- **CENTRAL INDEX KEY:** 0001346554
- **IRS NUMBER:** 841641518
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-11620
- **FILM NUMBER:** 23628128

**BUSINESS ADDRESS:**
- **STREET 1:** 810 SEVENTH AVENUE
- **STREET 2:** SUITE 1905
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212 546-7664

**MAIL ADDRESS:**
- **STREET 1:** 810 SEVENTH AVENUE
- **STREET 2:** SUITE 1905
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

### 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:** TENOR CAPITAL MANAGEMENT Co. L.P.<br>**Address:** 810 SEVENTH AVENUE<br>SUITE 1905<br>NEW YORK, NY 10019

**Form 13F File Number:** 028-11620

**CRD Number (if applicable):** 000153277

**SEC File Number (if applicable):** 801-71508

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:** Matthew Starr<br>**Title:** Chief Compliance Officer<br>**Phone:** 212-918-5300

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

/s/ Matthew Starr  New York, NY  02-14-2023<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:** 632

**Form 13F Information Table Value Total:** $4199189050

      (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 ORD SHS | G87077106 |  | 2442500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| 10X CAPITAL VENTURE ACQ III | *W EXP 06/30/202 | G87077114 |  | 10000 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| 26 CAPITAL ACQUISITION CORP | *W EXP 12/31/202 | 90138P118 |  | 21000 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| 7 ACQUISITION CORPORATION | SHS CL A | G80694105 |  | 2048000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| 7 ACQUISITION CORPORATION | *W EXP 11/05/202 | G80694113 |  | 8880 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| 7GC  CO HOLDINGS INC | *W EXP 12/28/202 | 81786A115 |  | 3500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| 8X8 INC NEW | NOTE  4.000% 2/0 | 282914AE0 |  | 10241006 | 12000000 | PRN |  | SOLE |  | 12000000 | 0 | 0 |
| ABG ACQUISITION CORP I | CL A SHS | G00496102 |  | 1538412 | 152469 | SH |  | SOLE |  | 152469 | 0 | 0 |
| ACCURAY INC DEL | NOTE  3.750% 6/0 | 004397AK1 |  | 28604701 | 34804000 | PRN |  | SOLE |  | 34804000 | 0 | 0 |
| ACHARI VENTURES HLDGS CORP I | COM | 00444X101 |  | 2044000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ACHARI VENTURES HLDGS CORP I | *W EXP 01/01/202 | 00444X119 |  | 10000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ACROPOLIS INFRASTRUCTURE ACQ | CL A | 005029103 |  | 995000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ACROPOLIS INFRASTRUCTURE ACQ | *W EXP 03/30/202 | 005029111 |  | 4000 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| ACTIVISION BLIZZARD INC | COM | 00507V109 |  | 1010460 | 13200 | SH |  | SOLE |  | 13200 | 0 | 0 |
| ADIT EDTECH ACQUISITION CORP | *W EXP 99/99/999 | 007024110 |  | 2250 | 37500 | SH |  | SOLE |  | 37500 | 0 | 0 |
| ADS TEC ENERGY PLC | *W EXP 12/22/202 | G0085J109 |  | 2558 | 12500 | SH |  | SOLE |  | 12500 | 0 | 0 |
| ADTHEORENT HOLDING COMPANY | *W EXP 12/26/202 | 00739D117 |  | 3333 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| AEYE INC | *W EXP 09/30/202 | 008183113 |  | 2970 | 74249 | SH |  | SOLE |  | 74249 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE        11/1 | 00827BAB2 |  | 7770300 | 14000000 | PRN |  | SOLE |  | 14000000 | 0 | 0 |
| AIRBNB INC | NOTE         3/1 | 009066AB7 |  | 18299174 | 22000000 | PRN |  | SOLE |  | 22000000 | 0 | 0 |
| ALARM COM HLDGS INC | NOTE         1/1 | 011642AB1 |  | 162085 | 197000 | PRN |  | SOLE |  | 197000 | 0 | 0 |
| ALLEGO N V | *W EXP 03/16/202 | N0796A118 |  | 5697 | 56965 | SH |  | SOLE |  | 56965 | 0 | 0 |
| VERADIGM INC | NOTE  0.875% 1/0 | 01988PAF5 |  | 11058765 | 7725000 | PRN |  | SOLE |  | 7725000 | 0 | 0 |
| ALPHA TAU MEDICAL LTD | *W EXP 03/07/202 | M0740A116 |  | 37515 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| ALSP ORCHID ACQUISITION CORP | CLASS A ORD | G0231L107 |  | 494000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| ALSP ORCHID ACQUISITION CORP | *W EXP 11/30/202 | G0231L123 |  | 750 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| ALTAIR ENGR INC | NOTE  0.250% 6/0 | 021369AA1 |  | 40172665 | 36000000 | PRN |  | SOLE |  | 36000000 | 0 | 0 |
| ALTC ACQUISITION CORP | COM CL A | 02156V109 |  | 1398641 | 140992 | SH |  | SOLE |  | 140992 | 0 | 0 |
| ALTERYX INC | NOTE  0.500% 8/0 | 02156BAD5 |  | 49401541 | 53359000 | PRN |  | SOLE |  | 53359000 | 0 | 0 |
| ALTIMAR ACQUISITION CORP III | SHS CL A | G0370U108 |  | 251750 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| ALTITUDE ACQUISITION CORP | *W EXP 11/30/202 | 02156Y111 |  | 2925 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| AMCI ACQUISITION CORP II | CLASS A COM | 00166R100 |  | 4697416 | 470683 | SH |  | SOLE |  | 470683 | 0 | 0 |
| AMCI ACQUISITION CORP II | *W EXP 08/06/202 | 00166R118 |  | 56482 | 235341 | SH |  | SOLE |  | 235341 | 0 | 0 |
| ANDRETTI ACQUISITION CORP | CL A ORD SHS | G26735103 |  | 2065000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ANDRETTI ACQUISITION CORP | *W EXP 99/99/999 | G26735129 |  | 7040 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ANGHAMI INC | *W EXP 02/03/202 | G0369L119 |  | 5220 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ANTHEMIS DIGITAL ACQUISITION | CLASS A ORD | G03959106 |  | 5130000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| ANTHEMIS DIGITAL ACQUISITION | *W EXP 11/01/202 | G03959114 |  | 27500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| ANZU SPECIAL ACQUISITIN CORP | COM CL A | 03737A101 |  | 1503000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| ANZU SPECIAL ACQUISITIN CORP | *W EXP 01/27/202 | 03737A119 |  | 1900 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| AP ACQUISITION CORP | CL A ORD SHS | G04058106 |  | 722400 | 70000 | SH |  | SOLE |  | 70000 | 0 | 0 |
| AP ACQUISITION CORP | *W EXP 12/07/202 | G04058114 |  | 2800 | 35000 | SH |  | SOLE |  | 35000 | 0 | 0 |
| APEIRON CAPITAL INVEST CORP | CL A COM | 03752A101 |  | 3078000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| APEIRON CAPITAL INVEST CORP | *W EXP 04/02/202 | 03752A119 |  | 22500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| APOLLO STRATEGIC GRWT CPTL I | SHS CL A | G0412A102 |  | 2004000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| APOLLO STRATEGIC GRWT CPTL I | *W EXP 02/12/202 | G0412A128 |  | 5600 | 39999 | SH |  | SOLE |  | 39999 | 0 | 0 |
| APPRECIATE HOLDINGS INC | *W EXP 11/29/202 | 03832J114 |  | 2508 | 83333 | SH |  | SOLE |  | 83333 | 0 | 0 |
| APX ACQUISITION CORP I | CLASS A ORD SHS | G0440J109 |  | 1541250 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| APX ACQUISITION CORP I | *W EXP 11/30/202 | G0440J125 |  | 1500 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| ARBOR RAPHA CAP BIOHLDS CORP | *W EXP 10/31/202 | 03881F112 |  | 3333 | 83333 | SH |  | SOLE |  | 83333 | 0 | 0 |
| ARCTOS NORTHSTAR ACQUIS CORP | SHS CL A | G0477L100 |  | 2522500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| ARCTOS NORTHSTAR ACQUIS CORP | *W EXP 99/99/999 | G0477L126 |  | 2644 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| ARES ACQUISITION CORPORATION | COM CL A | G33032106 |  | 4028000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| ARES ACQUISITION CORPORATION | *W EXP 02/02/202 | G33032122 |  | 37304 | 80000 | SH |  | SOLE |  | 80000 | 0 | 0 |
| ARROWROOT ACQUISITION CORP | CL A COM | 04282M102 |  | 1003500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ARROWROOT ACQUISITION CORP | *W EXP 03/02/202 | 04282M110 |  | 250 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| ARTEMIS STRATEGIC INVT CORP | COM CL A | 04303A103 |  | 15059750 | 1475000 | SH |  | SOLE |  | 1475000 | 0 | 0 |
| ARTEMIS STRATEGIC INVT CORP | *W EXP 09/30/202 | 04303A111 |  | 99710 | 737500 | SH |  | SOLE |  | 737500 | 0 | 0 |
| ARYA SCIENCES ACQUISITN CORP | CLASS A ORD SHS | G31658100 |  | 1268313 | 125700 | SH |  | SOLE |  | 125700 | 0 | 0 |
| ARYA SCIENCES ACQU CORP IV | CL A | G31659108 |  | 4040071 | 400007 | SH |  | SOLE |  | 400007 | 0 | 0 |
| ASCENDANT DIGITAL ACQ CORP I | CL A COM | G05157105 |  | 2064000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ATHENA CONSUMER ACQ CORP | *W EXP 07/31/202 | 04684M114 |  | 11630 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ATI INC | NOTE  3.500% 6/1 | 01741RAK8 |  | 36329894 | 18000000 | PRN |  | SOLE |  | 18000000 | 0 | 0 |
| ATI PHYSICAL THERAPY INC | *W EXP 08/10/202 | 00216W117 |  | 170 | 31500 | SH |  | SOLE |  | 31500 | 0 | 0 |
| ATLANTIC COASTAL AQSTN CORP | CLASS A COM | 04845A108 |  | 4076000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| ATLANTIC COASTAL AQSTN CORP | *W EXP 01/13/202 | 04845A116 |  | 13000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ATLANTIC COASTAL ACQUISTN CO | CLASS A COM | 048453104 |  | 30045000 | 3000000 | SH |  | SOLE |  | 3000000 | 0 | 0 |
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE  1.875% 6/0 | 049164BJ4 |  | 20894501 | 12500000 | PRN |  | SOLE |  | 12500000 | 0 | 0 |
| AURORA ACQUISITION CORP | CLASS A ORD SHS | G0698L103 |  | 1009000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| AUTHENTIC EQUITY ACQUISTN CO | CL A SHS | G06607108 |  | 1011000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| AUTHENTIC EQUITY ACQUISTN CO | *W EXP 01/20/202 | G06607124 |  | 175 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| AVALON ACQUISITION INC | CLASS A COM | 05338E101 |  | 4100000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| AVALON ACQUISITION INC | *W EXP 12/31/202 | 05338E119 |  | 19500 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| AVAYA HLDGS CORP | NOTE  2.250% 6/1 | 05351XAB7 |  | 69000 | 1500000 | PRN |  | SOLE |  | 1500000 | 0 | 0 |
| BANDWIDTH INC | NOTE  0.250% 3/0 | 05988JAB9 |  | 2269207 | 3000000 | PRN |  | SOLE |  | 3000000 | 0 | 0 |
| BANNER ACQUISITION CORP | CLASS A COM | 06654K101 |  | 14968800 | 1485000 | SH |  | SOLE |  | 1485000 | 0 | 0 |
| BANNER ACQUISITION CORP | *W EXP 09/07/202 | 06654K119 |  | 11138 | 742500 | SH |  | SOLE |  | 742500 | 0 | 0 |
| BATTERY FUTURE ACQUISITION C | CL A ORD SHS | G0888J108 |  | 1540500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| BATTERY FUTURE ACQUISITION C | *W EXP 99/99/999 | G0888J124 |  | 4755 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| BEARD ENERGY TRANSITION ACQ | CL A COM | 07402Q101 |  | 2038000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| BEARD ENERGY TRANSITION ACQ | *W EXP 99/99/999 | 07402Q119 |  | 8000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| BENSON HILL INC | *W EXP 09/29/202 | 082490111 |  | 2501 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| BENTLEY SYS INC | NOTE  0.375% 7/0 | 08265TAD1 |  | 2046545 | 2500000 | PRN |  | SOLE |  | 2500000 | 0 | 0 |
| BERKSHIRE GREY INC | *W EXP 07/21/202 | 084656115 |  | 2000 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| BEYOND MEAT INC | NOTE         3/1 | 08862EAB5 |  | 3442728 | 13000000 | PRN |  | SOLE |  | 13000000 | 0 | 0 |
| BIGBEAR AI HLDGS INC | *W EXP 12/08/202 | 08975B117 |  | 6140 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| BIGCOMMERCE HLDGS INC | NOTE  0.250%10/0 | 08975PAB4 |  | 10803309 | 15020000 | PRN |  | SOLE |  | 15020000 | 0 | 0 |
| BIOPLUS ACQUISITION CORP | CLASS A ORD SHS | G11217117 |  | 2555000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| BIOPLUS ACQUISITION CORP | *W EXP 12/02/202 | G11217125 |  | 12488 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| BIOTE CORP | *W EXP 05/26/202 | 090683111 |  | 7500 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| BIOTECH ACQUISITION COMPANY | CL A SHS | G1125A108 |  | 1451941 | 143758 | SH |  | SOLE |  | 143758 | 0 | 0 |
| BIOTECH ACQUISITION COMPANY | *W EXP 11/30/202 | G1125A116 |  | 8965 | 140290 | SH |  | SOLE |  | 140290 | 0 | 0 |
| BLACK SPADE ACQUISITION CO | SHS CL A | G11537100 |  | 1810358 | 181034 | SH |  | SOLE |  | 181034 | 0 | 0 |
| BLACK SPADE ACQUISITION CO | *W EXP 07/16/202 | G11537118 |  | 4526 | 90517 | SH |  | SOLE |  | 90517 | 0 | 0 |
| BLACKLINE INC | NOTE         3/1 | 09239BAD1 |  | 21426973 | 25000000 | PRN |  | SOLE |  | 25000000 | 0 | 0 |
| BLACKLINE INC | NOTE  0.125% 8/0 | 09239BAB5 |  | 14497829 | 13000000 | PRN |  | SOLE |  | 13000000 | 0 | 0 |
| BLACKSKY TECHNOLOGY INC | *W EXP 09/09/202 | 09263B116 |  | 26845 | 198855 | SH |  | SOLE |  | 198855 | 0 | 0 |
| BLOCKCHAIN COINVSTRS ACQ CRP | CLASS A ORD | G11765107 |  | 3072000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| BLOCKCHAIN COINVSTRS ACQ CRP | *W EXP 11/01/202 | G11765115 |  | 9000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| BLOCKCHAIN MOON ACQUISITN CO | RIGHT 10/14/2026 | 09370F117 |  | 144000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| BLOCKCHAIN MOON ACQUISITN CO | *W EXP 10/14/202 | 09370F125 |  | 7720 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| BLEUACACIA LTD | CLASS A ORD SHS | G11728105 |  | 2012000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| BLEUACACIA LTD | *W EXP 10/30/202 | G11728113 |  | 1210 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| BLEUACACIA LTD | RIGHT 10/30/2026 | G11728139 |  | 20020 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| BLUERIVER ACQUISITION CORP | SHS CL A | G1261Q107 |  | 3027000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| BLUERIVER ACQUISITION CORP | *W EXP 01/04/202 | G1261Q115 |  | 1500 | 99999 | SH |  | SOLE |  | 99999 | 0 | 0 |
| BULLPEN PARLAY ACQUISITION C | CLASS A ORD SHS | G1792A100 |  | 2048000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| BULLPEN PARLAY ACQUISITION C | *W EXP 12/03/202 | G1792A118 |  | 2000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| BUZZFEED INC | *W EXP 12/03/202 | 12430A110 |  | 667 | 16666 | SH |  | SOLE |  | 16666 | 0 | 0 |
| BYNORDIC ACQUISITION CORP | CLASS A COM | 124420100 |  | 15147000 | 1485000 | SH |  | SOLE |  | 1485000 | 0 | 0 |
| BYNORDIC ACQUISITION CORP | *W EXP 07/01/202 | 124420118 |  | 14850 | 742500 | SH |  | SOLE |  | 742500 | 0 | 0 |
| C5 ACQUISITION CORPORATION | CL A COM | 12530D105 |  | 511000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| C5 ACQUISITION CORPORATION | *W EXP 12/31/202 | 12530D113 |  | 750 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| CACTUS ACQUISITION CORP 1 LT | CLASS A ORD | G1745A108 |  | 2821500 | 275000 | SH |  | SOLE |  | 275000 | 0 | 0 |
| CACTUS ACQUISITION CORP 1 LT | *W EXP 08/17/202 | G1745A124 |  | 1375 | 137500 | SH |  | SOLE |  | 137500 | 0 | 0 |
| CANNA GLOBAL ACQUISITION COR | *W EXP 11/30/202 | 13767K119 |  | 5970 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| CAPITALWORKS EMNG MKTS ACQST | CLASS A ORD SHS | G1889L100 |  | 4648500 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| CAPITALWORKS EMNG MKTS ACQST | *W EXP 11/19/202 | G1889L126 |  | 4523 | 225000 | SH |  | SOLE |  | 225000 | 0 | 0 |
| CARNEY TECHNOLOGY ACQU CORP | *W EXP 11/30/202 | 143636116 |  | 11200 | 166666 | SH |  | SOLE |  | 166666 | 0 | 0 |
| CARTESIAN GROWTH CORP | CL A SHS | G19276107 |  | 2727500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| CARTESIAN GROWTH CORP | *W EXP 02/26/202 | G19276115 |  | 42625 | 83333 | SH |  | SOLE |  | 83333 | 0 | 0 |
| CARTICA ACQUISITION CORP | CLASS A ORD SHS | G1995D109 |  | 1037000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CARTICA ACQUISITION CORP | *W EXP 04/30/202 | G1995D117 |  | 3345 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| CC NEUBERGER PRINCIPAL HOLDN | SHS CL A | G1992N100 |  | 2075823 | 205527 | SH |  | SOLE |  | 205527 | 0 | 0 |
| CC NEUBERGER PRINCIPAL HOLDN | *W EXP 02/05/202 | G1992N126 |  | 2072 | 41105 | SH |  | SOLE |  | 41105 | 0 | 0 |
| CELLEBRITE DI LTD | *W EXP 08/30/202 | M2197Q115 |  | 83443 | 134999 | SH |  | SOLE |  | 134999 | 0 | 0 |
| CERENCE INC | NOTE  3.000% 6/0 | 156727AB5 |  | 2757653 | 3000000 | PRN |  | SOLE |  | 3000000 | 0 | 0 |
| CERIDIAN HCM HLDG INC | NOTE  0.250% 3/1 | 15677JAD0 |  | 23884228 | 27129000 | PRN |  | SOLE |  | 27129000 | 0 | 0 |
| CF ACQUISITION CORP IV | *W EXP 12/31/202 | 12520T110 |  | 7700 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CF ACQUISITION CORP VIII | *W EXP 03/31/202 | 12520C117 |  | 700 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| CHAIN BRIDGE I | CLASS A ORD | G2061X102 |  | 1028000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CHAIN BRIDGE I | *W EXP 11/10/202 | G2061X110 |  | 4915 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| CHEGG INC | NOTE         9/0 | 163092AF6 |  | 1203950 | 1530000 | PRN |  | SOLE |  | 1530000 | 0 | 0 |
| MULTIPLAN CORPORATION | *W EXP 02/13/202 | 62548M118 |  | 31203 | 624050 | SH |  | SOLE |  | 624050 | 0 | 0 |
| CHURCHILL CAPITAL CORP V | COM CL A | 17144T107 |  | 2982000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| CHURCHILL CAPITAL CORP V | *W EXP 10/29/202 | 17144T115 |  | 6053 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| CHURCHILL CAPITAL CORP VII | COM CL A | 17144M102 |  | 2991000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 |  | 2964 | 60000 | SH |  | SOLE |  | 60000 | 0 | 0 |
| COLONNADE ACQUISITION CORP I | SHS CL A | G2284B101 |  | 1510500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| COLONNADE ACQUISITION CORP I | *W EXP 99/99/999 | G2284B119 |  | 1500 | 30000 | SH |  | SOLE |  | 30000 | 0 | 0 |
| COMERA LIFE SCIENCES HLDGS I | *W EXP 03/15/202 | 20037C116 |  | 7155 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| COMPUTE HEALTH ACQUISITIN CO | *W EXP 01/25/202 | 204833115 |  | 2810 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| CONCORD ACQUISITION CORP III | COM CL A | 20607V106 |  | 2547500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| CONCORD ACQUISITION CORP III | *W EXP 99/99/999 | 20607V114 |  | 8500 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| CONSTELLATION ACQUISITN CORP | SHS CL A | G2R18K105 |  | 2022000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| CONSTELLATION ACQUISITN CORP | *W EXP 01/29/202 | G2R18K113 |  | 2000 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| CONX CORP | *W EXP 10/30/202 | 212873111 |  | 20250 | 135000 | SH |  | SOLE |  | 135000 | 0 | 0 |
| CORAZON CAPITAL V838 MONOCER | CLASS A ORD SHS | G24237102 |  | 1008000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CORAZON CAPITAL V838 MONOCER | *W EXP 03/24/202 | G24237128 |  | 667 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| CORNER GROWTH ACQUISITION CO | *W EXP 99/99/999 | G2425N113 |  | 2007 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| COUPA SOFTWARE INC | NOTE  0.125% 6/1 | 22266LAC0 |  | 4840668 | 5000000 | PRN |  | SOLE |  | 5000000 | 0 | 0 |
| COUPA SOFTWARE INC | NOTE  0.375% 6/1 | 22266LAF3 |  | 33319158 | 34500000 | PRN |  | SOLE |  | 34500000 | 0 | 0 |
| CRESCERA CAP ACQUISITION COR | CLASS A ORD SHS | G26507106 |  | 2044000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| CRESCERA CAP ACQUISITION COR | *W EXP 11/18/202 | G26507114 |  | 3010 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CROWN PROPTECH ACQUISITIONS | SHS CL A | G25741102 |  | 3553058 | 351440 | SH |  | SOLE |  | 351440 | 0 | 0 |
| D AND Z MEDIA ACQUISITION CO | *W EXP 01/27/202 | 23305Q114 |  | 3427 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| DATADOG INC | NOTE  0.125% 6/1 | 23804LAB9 |  | 31746168 | 29000000 | PRN |  | SOLE |  | 29000000 | 0 | 0 |
| DEEP LAKE CAPITAL ACQUSTN CO | CL A SHS | G27029100 |  | 504500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| DEEP LAKE CAPITAL ACQUSTN CO | *W EXP 01/04/202 | G27029118 |  | 175 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| DEXCOM INC | NOTE  0.750%12/0 | 252131AH0 |  | 356266292 | 129059000 | PRN |  | SOLE |  | 129059000 | 0 | 0 |
| DHC ACQUISITION CORP | CLASS A ORD SHS | G2758T109 |  | 1107711 | 110000 | SH |  | SOLE |  | 110000 | 0 | 0 |
| DHC ACQUISITION CORP | *W EXP 02/25/202 | G2758T117 |  | 367 | 36666 | SH |  | SOLE |  | 36666 | 0 | 0 |
| DIAMONDHEAD HOLDINGS CORP | CL A | 25278L105 |  | 3015000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| DIAMONDHEAD HOLDINGS CORP | *W EXP 01/28/202 | 25278L113 |  | 7875 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| DIGITAL MEDIA SOLUTIONS INC | *W EXP 07/15/202 | 25401G114 |  | 10275 | 97300 | SH |  | SOLE |  | 97300 | 0 | 0 |
| DISH NETWORK CORPORATION | NOTE        12/1 | 25470MAF6 |  | 17670901 | 27500000 | PRN |  | SOLE |  | 27500000 | 0 | 0 |
| DMY TECHNOLOGY GROUP INC VI | CL A COM | 233247105 |  | 3517500 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| DMY TECHNOLOGY GROUP INC VI | *W EXP 99/99/999 | 233247113 |  | 18375 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| DOCUSIGN INC | NOTE         1/1 | 256163AD8 |  | 44030191 | 46562000 | PRN |  | SOLE |  | 46562000 | 0 | 0 |
| DOMA HOLDINGS INC | *W EXP 07/28/202 | 25703A112 |  | 570 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| DP CAP ACQUISITION CORP I | CLASS A ORD | G2R05B100 |  | 513000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| DP CAP ACQUISITION CORP I | *W EXP 11/08/202 | G2R05B126 |  | 500 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| DRAGONEER GROWTH OPT CORP II | CL A SHS | G28315102 |  | 1479000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| DROPBOX INC | NOTE         3/0 | 26210CAC8 |  | 9116683 | 10000000 | PRN |  | SOLE |  | 10000000 | 0 | 0 |
| DUNE ACQUISITION CORP | *W EXP 10/29/202 | 265334110 |  | 756 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| D-WAVE QUANTUM INC | *W EXP 08/05/202 | 26740W117 |  | 11405 | 108000 | SH |  | SOLE |  | 108000 | 0 | 0 |
| EAST RES ACQUISITION CO | *W EXP 07/01/202 | 274681113 |  | 10938 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| ECARX HOLDINGS INC | *W EXP 12/20/202 | G29201111 |  | 7358 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| EDIFY ACQUISITION CORP | *W EXP 11/25/202 | 28059Q111 |  | 7525 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| EDTECHX HOLDINGS ACQU CORP I | *W EXP 06/15/202 | 28139A110 |  | 3391 | 77236 | SH |  | SOLE |  | 77236 | 0 | 0 |
| EFFECTOR THERAPEUTICS INC | *W EXP 12/31/202 | 28202V116 |  | 5457 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| ELLIOTT OPPORTUNITY II CORP | SHS CL A | G30092103 |  | 2520000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| ELLIOTT OPPORTUNITY II CORP | *W EXP 03/02/202 | G30092111 |  | 5625 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| EMBARK TECHNOLOGY INC | *W EXP 11/10/202 | 29079J111 |  | 325 | 16248 | SH |  | SOLE |  | 16248 | 0 | 0 |
| ENTERPRISE 4.0 TEC ACQSTN CO | CLASS A ORD SHS | G3137C106 |  | 3084000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| ENTERPRISE 4.0 TEC ACQSTN CO | *W EXP 10/21/202 | G3137C114 |  | 4500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| ENVESTNET INC | NOTE  0.750% 8/1 | 29404KAE6 |  | 23935290 | 26227000 | PRN |  | SOLE |  | 26227000 | 0 | 0 |
| ENVESTNET INC | NOTE  1.750% 6/0 | 29404KAB2 |  | 512221 | 492000 | PRN |  | SOLE |  | 492000 | 0 | 0 |
| EPIPHANY TECHNOLOGY ACQUISIT | *W EXP 01/12/202 | 29429X117 |  | 153 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| GOLDEN FALCON ACQUISITION CO | *W EXP 11/04/202 | 38102H117 |  | 22500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| ESGEN ACQUISITION CORP | SHS CL A | G3R95N103 |  | 5170000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| ESGEN ACQUISITION CORP | *W EXP 10/18/202 | G3R95N111 |  | 7150 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| ESPERION THERAPEUTICS INC NE | NOTE  4.000%11/1 | 29664WAB1 |  | 10991659 | 20000000 | PRN |  | SOLE |  | 20000000 | 0 | 0 |
| ESPERION THERAPEUTICS INC NE | COM | 29664W105 |  | 99749 | 16011 | SH |  | SOLE |  | 16011 | 0 | 0 |
| EUROPEAN BIOTECH ACQUTN CORP | CLASS A ORD SHS | G3167F102 |  | 1010000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| EUROPEAN BIOTECH ACQUTN CORP | *W EXP 03/06/202 | G3167F128 |  | 9933 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| EVE MOBILITY ACQUISITION COR | CL A ORD SHS | G3218G109 |  | 1545000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| EVE MOBILITY ACQUISITION COR | *W EXP 12/31/202 | G3218G117 |  | 3750 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| EVERBRIDGE INC | NOTE  0.125%12/1 | 29978AAC8 |  | 7892036 | 8842000 | PRN |  | SOLE |  | 8842000 | 0 | 0 |
| EVERBRIDGE INC | NOTE         3/1 | 29978AAE4 |  | 50347395 | 59111000 | PRN |  | SOLE |  | 59111000 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | CL A COM | 29978K102 |  | 3069000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | *W EXP 99/99/999 | 29978K110 |  | 2265 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| EVOLENT HEALTH INC | NOTE  1.500%10/1 | 30050BAD3 |  | 17713354 | 16323000 | PRN |  | SOLE |  | 16323000 | 0 | 0 |
| EVOLV TECHNOLOGIES HLDNGS IN | *W EXP 03/10/202 | 30049H110 |  | 21375 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| EXCELFIN ACQUISITION CORP | COM CL A | 30069X102 |  | 3078000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| EXCELFIN ACQUISITION CORP | *W EXP 10/25/202 | 30069X110 |  | 4500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| FAR PEAK ACQUISITION CORP | SHS CL A | G3312L103 |  | 7001896 | 697400 | SH |  | SOLE |  | 697400 | 0 | 0 |
| FAST ACQUISITION CORP II | CL A | 311874101 |  | 1001000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| FAST ACQUISITION CORP II | *W EXP 03/16/202 | 311874119 |  | 16750 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| FASTLY INC | NOTE         3/1 | 31188VAB6 |  | 6935924 | 9500000 | PRN |  | SOLE |  | 9500000 | 0 | 0 |
| FATHOM DIGITAL MFG CORP | *W EXP 12/22/202 | 31189Y111 |  | 830 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| FINANCE OF AMERICA COMPAN | *W EXP 04/08/202 | 31738L115 |  | 23310 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| FINSERV ACQUISITION CORP II | COM CL A | 31809Y103 |  | 251375 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| FINTECH EVOLUTION ACQUIS GRO | SHS CL A | G3R19A104 |  | 1515000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| FIVERR INTL LTD | NOTE        11/0 | 33835LAA3 |  | 22349222 | 27500000 | PRN |  | SOLE |  | 27500000 | 0 | 0 |
| FLAME ACQUISITION CORP | COM CL A | 33850F108 |  | 1005000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| FLAME ACQUISITION CORP | *W EXP 02/26/202 | 33850F116 |  | 32505 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| FOCUS IMPACT ACQUISITION COR | CLASS A COM | 34417L109 |  | 2545000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| FOCUS IMPACT ACQUISITION COR | *W EXP 10/28/202 | 34417L117 |  | 6250 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| FORBION EUROPEAN ACQUSTN COR | CLASS A ORD SHS | G3619H102 |  | 3615500 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| FORBION EUROPEAN ACQUSTN COR | *W EXP 12/10/202 | G3619H110 |  | 17500 | 116666 | SH |  | SOLE |  | 116666 | 0 | 0 |
| FOREST ROAD ACQUISITION COR | CL A | 34619V103 |  | 2007000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| FOREST ROAD ACQUISITION COR | *W EXP 01/15/202 | 34619V111 |  | 13360 | 40000 | SH |  | SOLE |  | 40000 | 0 | 0 |
| FORTRESS CAPITAL ACQUISITION | SHS CL A | G36427105 |  | 6062636 | 600261 | SH |  | SOLE |  | 600261 | 0 | 0 |
| FORUM MERGER IV CORP | CLASS A COM | 349875104 |  | 2006000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| FORUM MERGER IV CORP | *W EXP 03/15/202 | 349875112 |  | 1500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| FOXO TECHNOLOGIES INC | *W EXP 08/01/202 | 351471115 |  | 2690 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| FREEDOM ACQUISITION I CORP | SHS CL A | G3663X110 |  | 972509 | 96288 | SH |  | SOLE |  | 96288 | 0 | 0 |
| FREEDOM ACQUISITION I CORP | *W EXP 03/02/202 | G3663X128 |  | 4812 | 24072 | SH |  | SOLE |  | 24072 | 0 | 0 |
| FRONTIER ACQUISITION CORP | CLASS A ORD SHS | G36826108 |  | 1008000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| FRONTIER ACQUISITION CORP | *W EXP 03/15/202 | G36826124 |  | 290 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| FTAC ATHENA ACQUISITION CORP | CL A SHS | G37283101 |  | 3580793 | 354534 | SH |  | SOLE |  | 354534 | 0 | 0 |
| FTAC ZEUS ACQUISITION COR | CLASS A COM | 30320F106 |  | 5035000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| FTAC ZEUS ACQUISITION COR | *W EXP 04/15/202 | 30320F114 |  | 5000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| FTI CONSULTING INC | NOTE  2.000% 8/1 | 302941AP4 |  | 18151657 | 11417000 | PRN |  | SOLE |  | 11417000 | 0 | 0 |
| FUSION ACQUISITION CORP II | COM CL A | 36118N102 |  | 4016000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| FUTURE HEALTH ESG CORP | *W EXP 99/99/999 | 36118W110 |  | 34297 | 489950 | SH |  | SOLE |  | 489950 | 0 | 0 |
| G SQUARED ASCEND I INC | SHS CL A | G4204R109 |  | 5052500 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| G SQUARED ASCEND II INC | COM CL A | G42041106 |  | 1015000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| G SQUARED ASCEND II INC | *W EXP 12/31/202 | G42041122 |  | 1337 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| GAMES  ESPORTS EXPRNC ACQ C | CLASS A ORD SHS | G3731J119 |  | 2575000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| GAMES  ESPORTS EXPRNC ACQ C | *W EXP 12/01/202 | G3731J127 |  | 3763 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 |  | 88397 | 200902 | SH |  | SOLE |  | 200902 | 0 | 0 |
| GELESIS HLDGS INC | *W EXP 01/13/202 | 36850R113 |  | 1780 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| GIGCAPITAL 5 INC | *W EXP 03/28/202 | 37519U117 |  | 14875 | 425000 | SH |  | SOLE |  | 425000 | 0 | 0 |
| GLOBAL BLUE GROUP HOLDING AG | *W EXP 08/28/202 | H33700115 |  | 232506 | 747366 | SH |  | SOLE |  | 747366 | 0 | 0 |
| GLOBAL PARTNER ACQISTN CORP | CL A SHS | G3934P102 |  | 2998565 | 296594 | SH |  | SOLE |  | 296594 | 0 | 0 |
| GLOBAL PARTNER ACQISTN CORP | *W EXP 01/14/202 | G3934P128 |  | 1483 | 49432 | SH |  | SOLE |  | 49432 | 0 | 0 |
| GLOBAL TECHNOLGY ACQSTN CORP | CLASS A ORD | G3934N107 |  | 1028000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| GLOBAL TECHNOLGY ACQSTN CORP | *W EXP 10/19/202 | G3934N115 |  | 1500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| GOGORO INC | *W EXP 04/04/202 | G9491K113 |  | 26250 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| GOGREEN INVESTMENTS CORP | ORD SHS CL A | G9461B101 |  | 1038000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| GOGREEN INVESTMENTS CORP | *W EXP 05/31/202 | G9461B119 |  | 16500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 |  | 954805 | 357605 | SH |  | SOLE |  | 357605 | 0 | 0 |
| GRANITE CONSTR INC | NOTE  2.750%11/0 | 387328AB3 |  | 23205020 | 19000000 | PRN |  | SOLE |  | 19000000 | 0 | 0 |
| GRANITE RIDGE RESOURCES INC | *W EXP 10/24/202 | 387432115 |  | 143750 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| GREENLIGHT BIOSCIENCS HLDS P | *W EXP 02/02/202 | 39536G113 |  | 6375 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| GRINDR INC | *W EXP 11/18/202 | 39854F119 |  | 24000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| GROUPON INC | NOTE  1.125% 3/1 | 399473AF4 |  | 3570605 | 6000000 | PRN |  | SOLE |  | 6000000 | 0 | 0 |
| GROVE COLLABORATIVE HOLD INC | *W EXP 06/16/202 | 39957D110 |  | 4000 | 40000 | SH |  | SOLE |  | 40000 | 0 | 0 |
| GUESS INC | NOTE  2.000% 4/1 | 401617AD7 |  | 6231252 | 5840000 | PRN |  | SOLE |  | 5840000 | 0 | 0 |
| GUIDEWIRE SOFTWARE INC | NOTE  1.250% 3/1 | 40171VAA8 |  | 35566979 | 38000000 | PRN |  | SOLE |  | 38000000 | 0 | 0 |
| GX ACQUISITION CORP II | CLASS A COM | 36260F105 |  | 1001000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| GX ACQUISITION CORP II | *W EXP 03/17/202 | 36260F113 |  | 26333 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| HARMONIC INC | DBCV  2.000% 9/0 | 413160AD4 |  | 32600117 | 20500000 | SH |  | SOLE |  | 20500000 | 0 | 0 |
| HEALTH CATALYST INC | NOTE  2.500% 4/1 | 42225TAB3 |  | 7554121 | 8610000 | PRN |  | SOLE |  | 8610000 | 0 | 0 |
| HEALTHCARE AI ACQUISITION CO | CLASS A ORD SHS | G4373K109 |  | 2052000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| HEALTHCARE AI ACQUISITION CO | *W EXP 99/99/999 | G4373K117 |  | 6000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| HEARTLAND MEDIA ACQUISITION | CL A COM | 42237V108 |  | 1525500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| HEARTLAND MEDIA ACQUISITION | *W EXP 99/99/999 | 42237V116 |  | 2940 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| HPX CORP | *W EXP 07/14/202 | G32219126 |  | 63000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| HUBSPOT INC | NOTE  0.375% 6/0 | 443573AD2 |  | 38132481 | 30821000 | PRN |  | SOLE |  | 30821000 | 0 | 0 |
| HYZON MOTORS INC | *W EXP 10/02/202 | 44951Y110 |  | 10489 | 80127 | SH |  | SOLE |  | 80127 | 0 | 0 |
| I3 VERTICALS LLC | NOTE  1.000% 2/1 | 44933TAB2 |  | 9971505 | 11000000 | PRN |  | SOLE |  | 11000000 | 0 | 0 |
| ICONIC SPORTS ACQUISITION CO | CL A ORD SHS | G4712C107 |  | 5170000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| ICONIC SPORTS ACQUISITION CO | *W EXP 10/12/202 | G4712C115 |  | 33600 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| IG ACQUISITION CORP | *W EXP 10/05/202 | 449534114 |  | 1310 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| INDEPENDENCE HOLDINGS CORP | CLASS A ORD SHS | G4761A101 |  | 252000 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| INDUSTRIAL TECH ACQSTNS II I | CLASS A COM | 45635R108 |  | 1018000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| INDUSTRIAL TECH ACQSTNS II I | *W EXP 03/31/202 | 45635R116 |  | 4000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| INFINERA CORP | DEBT  3.750% 8/0 | 45667GAF0 |  | 42769724 | 34000000 | SH |  | SOLE |  | 34000000 | 0 | 0 |
| INFINERA CORP | NOTE  2.500% 3/0 | 45667GAE3 |  | 10112897 | 9000000 | PRN |  | SOLE |  | 9000000 | 0 | 0 |
| INFINITE ACQUISITION CORP | CL A ORD SHS | G48028107 |  | 1281250 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| INFINITE ACQUISITION CORP | *W EXP 11/23/202 | G48028123 |  | 4125 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| INFINT ACQUISITION CORP | CL A ORD SHS | G47862100 |  | 2009840 | 194000 | SH |  | SOLE |  | 194000 | 0 | 0 |
| INFINT ACQUISITION CORP | *W EXP 99/99/999 | G47862126 |  | 8000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| INNOVATIVE INTL ACQUSITIN CO | CLASS A ORD | G4809M109 |  | 4120000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| INNOVATIVE INTL ACQUSITIN CO | *W EXP 07/01/202 | G4809M125 |  | 5040 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| INSIGHT ENTERPRISES INC | NOTE  0.750% 2/1 | 45765UAB9 |  | 101570644 | 67410000 | PRN |  | SOLE |  | 67410000 | 0 | 0 |
| INSPIRATO INCORPORATED | *W EXP 02/11/202 | 45791E115 |  | 3296 | 37500 | SH |  | SOLE |  | 37500 | 0 | 0 |
| INSULET CORP | NOTE  0.375% 9/0 | 45784PAK7 |  | 4245362 | 3000000 | PRN |  | SOLE |  | 3000000 | 0 | 0 |
| INTEGRA LIFESCIENCES HLDGS C | NOTE  0.500% 8/1 | 457985AM1 |  | 6347243 | 6500000 | PRN |  | SOLE |  | 6500000 | 0 | 0 |
| INTELLIGENT MEDI ACQSITN COR | CLASS A COM | 45828D106 |  | 2570000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| INTELLIGENT MEDI ACQSITN COR | *W EXP 11/05/202 | 45828D114 |  | 1338 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| INTERDIGITAL INC | NOTE  2.000% 6/0 | 45867GAB7 |  | 2792538 | 2893000 | PRN |  | SOLE |  | 2893000 | 0 | 0 |
| INVACARE CORP | NOTE  4.250% 3/1 | 461203AQ4 |  | 4499999 | 15000000 | PRN |  | SOLE |  | 15000000 | 0 | 0 |
| INVACARE CORP | NOTE  5.000%11/1 | 461203AL5 |  | 622500 | 2075000 | PRN |  | SOLE |  | 2075000 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE         4/0 | 462222AD2 |  | 10103291 | 10857000 | PRN |  | SOLE |  | 10857000 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE  0.125%12/1 | 462222AB6 |  | 92463904 | 101490000 | PRN |  | SOLE |  | 101490000 | 0 | 0 |
| IRONWOOD PHARMACEUTICALS INC | NOTE  0.750% 6/1 | 46333XAF5 |  | 12996787 | 12000000 | PRN |  | SOLE |  | 12000000 | 0 | 0 |
| ITIQUIRA ACQUISITION CORP | CL A SHS | G49773107 |  | 504500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| ITIQUIRA ACQUISITION CORP | *W EXP 02/03/202 | G49773115 |  | 188 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| JACK CREEK INVESTMENT CORP | CL A SHS | G4989X115 |  | 5568542 | 549708 | SH |  | SOLE |  | 549708 | 0 | 0 |
| JACK CREEK INVESTMENT CORP | *W EXP 10/01/202 | G4989X123 |  | 57747 | 274854 | SH |  | SOLE |  | 274854 | 0 | 0 |
| JACKSON ACQUISITION CO | COM CL A | 46653C106 |  | 3538500 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| JACKSON ACQUISITION CO | *W EXP 99/99/999 | 46653C114 |  | 998 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| JASPER THERAPEUTICS INC | *W EXP 09/24/202 | 471871111 |  | 7500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| JAWS HURRICANE ACQUISITN COR | CLASS A COM | 47201B103 |  | 997000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| JAWS HURRICANE ACQUISITN COR | *W EXP 03/26/202 | 47201B111 |  | 4013 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| JAWS JUGGERNAUT ACQUISITN CO | CLASS A ORD SHS | G50735102 |  | 1005800 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| JAWS JUGGERNAUT ACQUISITN CO | *W EXP 06/17/202 | G50735110 |  | 1570 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 |  | 2526250 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 |  | 2644 | 40680 | SH |  | SOLE |  | 40680 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE  1.500% 8/1 | 472145AD3 |  | 66165989 | 66546000 | PRN |  | SOLE |  | 66546000 | 0 | 0 |
| JUNIPER II CORP | CL A COM | 48203N103 |  | 2542500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| JUNIPER II CORP | *W EXP 99/99/999 | 48203N111 |  | 20425 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| KADEM SUSTAINABLE IMPACT COR | CLASS A COM | 48284E105 |  | 17351900 | 1730000 | SH |  | SOLE |  | 1730000 | 0 | 0 |
| KADEM SUSTAINABLE IMPACT COR | *W EXP 03/16/202 | 48284E113 |  | 8910 | 865000 | SH |  | SOLE |  | 865000 | 0 | 0 |
| KAIROS ACQUISITION CORP | CL A SHS | G52110114 |  | 2515728 | 249700 | SH |  | SOLE |  | 249700 | 0 | 0 |
| KAIROS ACQUISITION CORP | *W EXP 11/30/202 | G52110106 |  | 13 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| KALERA PUBLIC LIMITED CO | *W EXP 06/28/202 | G52251116 |  | 1500 | 60000 | SH |  | SOLE |  | 60000 | 0 | 0 |
| KBR INC | NOTE  2.500%11/0 | 48242WAB2 |  | 42482251 | 20053000 | PRN |  | SOLE |  | 20053000 | 0 | 0 |
| KENSINGTON CAPITAL ACQUISITI | SHS CL A | G5251K103 |  | 2293875 | 225000 | SH |  | SOLE |  | 225000 | 0 | 0 |
| KENSINGTON CAPITAL ACQUISITI | *W EXP 99/99/999 | G5251K129 |  | 28688 | 168750 | SH |  | SOLE |  | 168750 | 0 | 0 |
| KERNEL GROUP HOLDINGS INC | CL A SHS | G5259L103 |  | 1332604 | 131941 | SH |  | SOLE |  | 131941 | 0 | 0 |
| KERNEL GROUP HOLDINGS INC | *W EXP 02/02/202 | G5259L129 |  | 356 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 |  | 1518536 | 152540 | SH |  | SOLE |  | 152540 | 0 | 0 |
| KHOSLA VENTURES ACQUISITION | CL A | 482504107 |  | 2768442 | 277399 | SH |  | SOLE |  | 277399 | 0 | 0 |
| KINS TECHNOLOGY GROUP INC | *W EXP 10/14/202 | 49714K117 |  | 4515 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| KISMET ACQUISITION TWO CORP | CL A SHS | G52807107 |  | 1102746 | 109291 | SH |  | SOLE |  | 109291 | 0 | 0 |
| KISMET ACQUISITION TWO CORP | *W EXP 06/30/202 | G52807115 |  | 91 | 36530 | SH |  | SOLE |  | 36530 | 0 | 0 |
| KLUDEIN I ACQUISITION CORP | *W EXP 07/08/202 | 49878L117 |  | 1980 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| KORE GROUP HLDGS INC | *W EXP 09/30/202 | 50066V115 |  | 6210 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| L CATTERTON ASIA ACQUISITION | *W EXP 03/08/202 | G5346G117 |  | 1477 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| LAMF GLOBAL VENTURES CORP I | CLASS A ORD | G5338L108 |  | 3075000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| LAMF GLOBAL VENTURES CORP I | *W EXP 11/05/202 | G5338L124 |  | 12000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| LANVIN GROUP HOLDINGS LIMITE | *W EXP 99/99/999 | G5380J118 |  | 6000 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| LAVA MEDTECH ACQUISITION COR | CLASS A COM | 519345102 |  | 2547500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| LAVA MEDTECH ACQUISITION COR | *W EXP 10/21/202 | 519345110 |  | 638 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| LAZARD GROWTH ACQUISITION CO | CL A ORD SHS | G54035103 |  | 6054586 | 599464 | SH |  | SOLE |  | 599464 | 0 | 0 |
| LAZARD GROWTH ACQUISITION CO | *W EXP 02/10/202 | G54035111 |  | 719 | 119892 | SH |  | SOLE |  | 119892 | 0 | 0 |
| L CATTERTON ASIA ACQUISITION | CLASS A ORD SHS | G5346G125 |  | 1010000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| LDH GROWTH CORP I | CLASS A ORD SHS | G54094100 |  | 201400 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| LEAFLY HOLDINGS INC | *W EXP 02/04/202 | 52178J113 |  | 14301 | 286595 | SH |  | SOLE |  | 286595 | 0 | 0 |
| LEO HLDGS CORP II | COM CL A | G5463R102 |  | 3027000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| LEVERE HOLDINGS CORP | CLASS A ORD SHS | G5462L106 |  | 883008 | 87600 | SH |  | SOLE |  | 87600 | 0 | 0 |
| LEVERE HOLDINGS CORP | *W EXP 03/09/202 | G5462L122 |  | 1168 | 29199 | SH |  | SOLE |  | 29199 | 0 | 0 |
| LF CAPITAL ACQUISITION CORP | CLASS A COM | 50202D102 |  | 2052000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| LF CAPITAL ACQUISITION CORP | *W EXP 02/19/202 | 50202D110 |  | 2500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| LIBERTY RES ACQUISITION CORP | CLASS A COM | 53118A105 |  | 1531500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| LIBERTY RES ACQUISITION CORP | *W EXP 10/31/202 | 53118A113 |  | 15000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| LILIUM N V | *W EXP 09/14/202 | N52586117 |  | 4124 | 41999 | SH |  | SOLE |  | 41999 | 0 | 0 |
| LIVE OAK MOBILITY ACQUISI CO | COM CL A | 538126103 |  | 2011000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| LIVE OAK MOBILITY ACQUISI CO | *W EXP 03/04/202 | 538126111 |  | 5600 | 39999 | SH |  | SOLE |  | 39999 | 0 | 0 |
| LIVENT CORP | NOTE  4.125% 7/1 | 53814LAB4 |  | 18502115 | 7667000 | PRN |  | SOLE |  | 7667000 | 0 | 0 |
| LIVEPERSON INC | NOTE  0.750% 3/0 | 538146AB7 |  | 27803751 | 29500000 | PRN |  | SOLE |  | 29500000 | 0 | 0 |
| LIVEPERSON INC | NOTE        12/1 | 538146AD3 |  | 14086707 | 19516000 | PRN |  | SOLE |  | 19516000 | 0 | 0 |
| LIVEWIRE GROUP INC | *W EXP 09/26/202 | 53838J113 |  | 44226 | 160820 | SH |  | SOLE |  | 160820 | 0 | 0 |
| LIVONGO HEALTH INC | NOTE  0.875% 6/0 | 539183AA1 |  | 13512273 | 15415000 | PRN |  | SOLE |  | 15415000 | 0 | 0 |
| LOCAL BOUNTI CORP | *W EXP 99/99/999 | 53960E114 |  | 3675 | 22298 | SH |  | SOLE |  | 22298 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE  0.250% 3/1 | 55024UAB5 |  | 21916965 | 20744000 | PRN |  | SOLE |  | 20744000 | 0 | 0 |
| LYFT INC | NOTE  1.500% 5/1 | 55087PAB0 |  | 12807055 | 14500000 | PRN |  | SOLE |  | 14500000 | 0 | 0 |
| MACOM TECH SOLUTIONS HLDGS I | NOTE  0.250% 3/1 | 55405YAB6 |  | 13934807 | 14000000 | PRN |  | SOLE |  | 14000000 | 0 | 0 |
| M3 BRIGADE ACQUISITION III | CL A COM | 55407R103 |  | 10140000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| M3 BRIGADE ACQUISITION III | *W EXP 07/31/202 | 55407R111 |  | 139967 | 333333 | SH |  | SOLE |  | 333333 | 0 | 0 |
| M3 BRIGADE ACQUISITION II CO | COM CL A | 553800103 |  | 495509 | 49452 | SH |  | SOLE |  | 49452 | 0 | 0 |
| MAGNUM OPUS ACQUISITION LTD | SHS CL A | G5S70A104 |  | 2568696 | 254831 | SH |  | SOLE |  | 254831 | 0 | 0 |
| MALACCA STRAITS ACQUISITION | *W EXP 06/30/202 | G5859B109 |  | 653 | 32637 | SH |  | SOLE |  | 32637 | 0 | 0 |
| MANNKIND CORP | NOTE  2.500% 3/0 | 56400PAQ5 |  | 12060626 | 10000000 | PRN |  | SOLE |  | 10000000 | 0 | 0 |
| MARKFORGED HOLDING CORPORATI | *W EXP 07/14/202 | 57064N110 |  | 5887 | 28034 | SH |  | SOLE |  | 28034 | 0 | 0 |
| MARLIN TECHNOLOGY CORP | CL A SHS | G58411102 |  | 3545500 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| MARLIN TECHNOLOGY CORP | *W EXP 01/12/202 | G58411110 |  | 187 | 116666 | SH |  | SOLE |  | 116666 | 0 | 0 |
| MASON INDUSTRIAL TECHNOLGY I | COM CL A | 57520Y106 |  | 1986007 | 198700 | SH |  | SOLE |  | 198700 | 0 | 0 |
| MERCADOLIBRE  INC | NOTE  2.000% 8/1 | 58733RAD4 |  | 81418729 | 40000000 | PRN |  | SOLE |  | 40000000 | 0 | 0 |
| MERCATO PARTNERS ACQUISITION | CLASS A COM | 58759A108 |  | 5115000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| MERCATO PARTNERS ACQUISITION | *W EXP 99/99/999 | 58759A116 |  | 3775 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| MODEL N INC | NOTE  2.625% 6/0 | 607525AB8 |  | 29870289 | 21970000 | PRN |  | SOLE |  | 21970000 | 0 | 0 |
| MONEYLION INC | *W EXP 09/22/202 | 60938K114 |  | 5826 | 141750 | SH |  | SOLE |  | 141750 | 0 | 0 |
| MONTEREY BIO ACQUISITION COR | *W EXP 10/05/202 | 61240F116 |  | 8125 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| MORINGA ACQUISITION CORP | CL A SHS | G6S23K108 |  | 1007000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 |  | 5300 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| MOTIVE CAPITAL CORP II | CL A ORD | G6293R106 |  | 2557500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| MOTIVE CAPITAL CORP II | *W EXP 99/99/999 | G6293R114 |  | 3342 | 83333 | SH |  | SOLE |  | 83333 | 0 | 0 |
| MOUNTAIN  CO I ACQUISITN CO | CLASS A ORD | G6301J104 |  | 1816500 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| MOUNTAIN  CO I ACQUISITN CO | *W EXP 09/30/202 | G6301J112 |  | 2625 | 87500 | SH |  | SOLE |  | 87500 | 0 | 0 |
| NABORS ENERGY TRANSITION COR | CL A COM | 629567108 |  | 3081000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| NABORS ENERGY TRANSITION COR | *W EXP 11/17/202 | 629567116 |  | 8700 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| NATIONAL VISION HLDGS INC | NOTE  2.500% 5/1 | 63845RAB3 |  | 59358229 | 43000000 | PRN |  | SOLE |  | 43000000 | 0 | 0 |
| NCL CORP LTD | NOTE  1.125% 2/1 | 62886HBD2 |  | 6876535 | 10000000 | PRN |  | SOLE |  | 10000000 | 0 | 0 |
| NEOGENOMICS INC | NOTE  1.250% 5/0 | 64049MAA8 |  | 21363997 | 25003000 | PRN |  | SOLE |  | 25003000 | 0 | 0 |
| NEOGENOMICS INC | NOTE  0.250% 1/1 | 64049MAB6 |  | 4875709 | 7500000 | PRN |  | SOLE |  | 7500000 | 0 | 0 |
| NERDY INC | *W EXP 08/16/202 | 64081V117 |  | 6210 | 27000 | SH |  | SOLE |  | 27000 | 0 | 0 |
| NEUROCRINE BIOSCIENCES INC | NOTE  2.250% 5/1 | 64125CAD1 |  | 4781837 | 3012000 | PRN |  | SOLE |  | 3012000 | 0 | 0 |
| NEW RELIC INC | NOTE  0.500% 5/0 | 64829BAB6 |  | 107244271 | 109062000 | PRN |  | SOLE |  | 109062000 | 0 | 0 |
| NEW VISTA ACQUISITION CORP | CL A SHS | G6529L105 |  | 2302145 | 228048 | SH |  | SOLE |  | 228048 | 0 | 0 |
| NEW VISTA ACQUISITION CORP | *W EXP 02/01/202 | G6529L121 |  | 4386 | 76015 | SH |  | SOLE |  | 76015 | 0 | 0 |
| NEWCOURT ACQUISITION CORP | CLASS A ORD SHS | G6448C103 |  | 3084000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| NEWCOURT ACQUISITION CORP | *W EXP 01/22/202 | G6448C129 |  | 7200 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| NEXTERA ENERGY PARTNERS LP | COM UNIT PART IN | 65341B106 |  | 686882 | 9800 | SH |  | SOLE |  | 9800 | 0 | 0 |
| NEXTERS INC | *W EXP 08/26/202 | G6529J118 |  | 88862 | 124999 | SH |  | SOLE |  | 124999 | 0 | 0 |
| NOBLE ROCK ACQUISITION CORP | CL A SHS | G6546R101 |  | 2020000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| NOBLE ROCK ACQUISITION CORP | *W EXP 01/31/202 | G6546R119 |  | 3340 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| NOGIN INC | *W EXP 08/26/202 | 65528N113 |  | 7863 | 403228 | SH |  | SOLE |  | 403228 | 0 | 0 |
| NORTH ATLANTIC ACQUISITN COR | CL A SHS | G66139109 |  | 3538500 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| NORTH ATLANTIC ACQUISITN COR | *W EXP 10/20/202 | G66139125 |  | 2392 | 116667 | SH |  | SOLE |  | 116667 | 0 | 0 |
| NORTHERN STAR INVEST CORP IV | COM CL A | 66575B101 |  | 1005000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| NORTHERN STAR INVEST CORP IV | *W EXP 02/25/202 | 66575B119 |  | 388 | 16666 | SH |  | SOLE |  | 16666 | 0 | 0 |
| NORTHERN STAR INVEST CORP II | COM CL A | 66574L100 |  | 1005000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| NORTHERN STAR INVSTMNT CORP | COM CLASS A | 66573W107 |  | 7014000 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| NORTHERN STAR INVSTMNT CORP | *W EXP 01/31/202 | 66573W115 |  | 1296 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| NOVA LTD | NOTE        10/1 | 66980MAB2 |  | 18957615 | 15466000 | PRN |  | SOLE |  | 15466000 | 0 | 0 |
| NOVAVAX INC | NOTE  3.750% 2/0 | 670002AB0 |  | 50656250 | 50000000 | PRN |  | SOLE |  | 50000000 | 0 | 0 |
| NRG ENERGY INC | DBCV  2.750% 6/0 | 629377CG5 |  | 4968505 | 5000000 | SH |  | SOLE |  | 5000000 | 0 | 0 |
| NUTANIX INC | NOTE         1/1 | 67059NAB4 |  | 15344528 | 15383000 | PRN |  | SOLE |  | 15383000 | 0 | 0 |
| NUTANIX INC | NOTE  0.250%10/0 | 67059NAH1 |  | 25265512 | 30000000 | PRN |  | SOLE |  | 30000000 | 0 | 0 |
| NUVASIVE INC | NOTE  1.000% 6/0 | 670704AL9 |  | 95913350 | 97539000 | PRN |  | SOLE |  | 97539000 | 0 | 0 |
| NWTN INC | *W EXP 12/31/202 | G6693P114 |  | 57879 | 199998 | SH |  | SOLE |  | 199998 | 0 | 0 |
| OCA ACQUISITION CORP | COM CL A | 670865104 |  | 256750 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| OCA ACQUISITION CORP | *W EXP 01/14/202 | 670865112 |  | 495 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| OFFERPAD SOLUTIONS INC | *W EXP 09/01/202 | 67623L117 |  | 1215 | 54000 | SH |  | SOLE |  | 54000 | 0 | 0 |
| OKTA INC | NOTE  0.375% 6/1 | 679295AF2 |  | 23361386 | 27561000 | PRN |  | SOLE |  | 27561000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE  1.625%10/1 | 682189AP0 |  | 30665838 | 10177000 | PRN |  | SOLE |  | 10177000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE         5/0 | 682189AS4 |  | 7160844 | 5394000 | PRN |  | SOLE |  | 5394000 | 0 | 0 |
| THE ONCOLOGY INSTITUTE INC | *W EXP 11/15/202 | 68236X118 |  | 2753 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| OWLET INC | *W EXP 09/14/202 | 69120X115 |  | 4000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| P3 HEALTH PARTNERS INC | *W EXP 11/19/202 | 744413113 |  | 14087 | 100624 | SH |  | SOLE |  | 100624 | 0 | 0 |
| PAGAYA TECHNOLOGIES LTD | *W EXP 09/01/202 | M7S64L107 |  | 6327 | 66667 | SH |  | SOLE |  | 66667 | 0 | 0 |
| PALO ALTO NETWORKS INC | NOTE  0.750% 7/0 | 697435AD7 |  | 186292343 | 117463000 | PRN |  | SOLE |  | 117463000 | 0 | 0 |
| PALO ALTO NETWORKS INC | NOTE  0.375% 6/0 | 697435AF2 |  | 106139289 | 71793000 | PRN |  | SOLE |  | 71793000 | 0 | 0 |
| PANDORA MEDIA INC | NOTE  1.750%12/0 | 698354AD9 |  | 9254565 | 9000000 | PRN |  | SOLE |  | 9000000 | 0 | 0 |
| PAPAYA GRWT OPPORTUNITY CORP | CLASS A COM | 69882P102 |  | 2553750 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| PAPAYA GRWT OPPORTUNITY CORP | *W EXP 12/31/202 | 69882P110 |  | 9938 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| PATHFINDER ACQUISITION CORP | CL A | G04119106 |  | 3158123 | 313617 | SH |  | SOLE |  | 313617 | 0 | 0 |
| PATRICK INDS INC | DBCV  1.000% 2/0 | 703343AB9 |  | 2009330 | 2010000 | SH |  | SOLE |  | 2010000 | 0 | 0 |
| PEAR THERAPEUTICS INC | *W EXP 12/03/202 | 704723113 |  | 4963 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| PEARL HOLDINGS ACQUISITN COR | CLASS A ORD SHS | G44525106 |  | 767250 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| PEARL HOLDINGS ACQUISITN COR | *W EXP 12/15/202 | G44525114 |  | 2621 | 37500 | SH |  | SOLE |  | 37500 | 0 | 0 |
| PEGASUS DIGITAL MOBILITY ACQ | CL A ORD SHS | G69768102 |  | 9509000 | 925000 | SH |  | SOLE |  | 925000 | 0 | 0 |
| PEGASUS DIGITAL MOBILITY ACQ | *W EXP 99/99/999 | G69768110 |  | 11516 | 462500 | SH |  | SOLE |  | 462500 | 0 | 0 |
| PEGASYSTEMS INC | NOTE  0.750% 3/0 | 705573AB9 |  | 25200065 | 29000000 | PRN |  | SOLE |  | 29000000 | 0 | 0 |
| PERCEPTION CAPITAL CORP II | *W EXP 10/25/202 | G7007D110 |  | 2970 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| PERFECT CORP | *W EXP 99/99/999 | G7006A117 |  | 7690 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| PERIDOT ACQUISITION CORP II | SHS CL A | G7008B105 |  | 2527500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| PERIDOT ACQUISITION CORP II | *W EXP 04/30/202 | G7008B121 |  | 2335 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| PG CORP | UNIT 08/16/2023 | 69331C140 |  | 3599000 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| PHOENIX BIOTECH ACQUISITION | CLASS A COM | 71902K105 |  | 1027030 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| PHOENIX BIOTECH ACQUISITION | *W EXP 09/01/202 | 71902K113 |  | 2155 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| PINE TECHNOLOGY ACQUISITN CO | CLASS A COM | 722850104 |  | 2237693 | 223100 | SH |  | SOLE |  | 223100 | 0 | 0 |
| PIONEER MERGER CORP | CL A SHS | G7S24C103 |  | 6978480 | 688213 | SH |  | SOLE |  | 688213 | 0 | 0 |
| PIONEER MERGER CORP | *W EXP 01/07/202 | G7S24C111 |  | 33 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| PIVOTAL INVESTMENT CORP III | COM CL A | 72582M106 |  | 3036300 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| PLUM ACQUISITION CORP I | CLASS A ORD SHS | G7134L126 |  | 1008000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| PLUM ACQUISITION CORP I | *W EXP 03/15/202 | G7134L118 |  | 366 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| PONTEM CORPORATION | SHS CL A | G71707106 |  | 2022000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| PONTEM CORPORATION | *W EXP 01/05/202 | G71707122 |  | 5333 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| POST HOLDINGS PARTNERING COR | COM SER A | 737465104 |  | 984033 | 99097 | SH |  | SOLE |  | 99097 | 0 | 0 |
| POST HOLDINGS PARTNERING COR | *W EXP 04/12/202 | 737465112 |  | 2643 | 33032 | SH |  | SOLE |  | 33032 | 0 | 0 |
| POWERED BRANDS | CL A | G7209M108 |  | 505000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| POWERED BRANDS | *W EXP 01/07/202 | G7209M116 |  | 5 | 16666 | SH |  | SOLE |  | 16666 | 0 | 0 |
| PRIME IMPACT ACQUISITION I | *W EXP 10/01/203 | G61074129 |  | 1990 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| PRIVETERRA ACQUISITION CORP | CL A | 74275N102 |  | 5022337 | 499735 | SH |  | SOLE |  | 499735 | 0 | 0 |
| PRIVETERRA ACQUISITION CORP | *W EXP 02/28/202 | 74275N110 |  | 7600 | 166666 | SH |  | SOLE |  | 166666 | 0 | 0 |
| PROCAPS GROUP  SA | *W EXP 09/29/202 | L7756P110 |  | 185760 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE  1.000% 4/1 | 743312AB6 |  | 5290018 | 5141000 | PRN |  | SOLE |  | 5141000 | 0 | 0 |
| PROJECT ENERGY REIMAGINED AC | CLASS A ORD | G72556106 |  | 12461625 | 1237500 | SH |  | SOLE |  | 1237500 | 0 | 0 |
| PROJECT ENERGY REIMAGINED AC | *W EXP 10/28/202 | G72556114 |  | 24750 | 618750 | SH |  | SOLE |  | 618750 | 0 | 0 |
| PROOF ACQUISITION CORP I | CL A COM | 74349W104 |  | 4068000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| PROOF ACQUISITION CORP I | *W EXP 99/99/999 | 74349W112 |  | 6140 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| PROS HOLDINGS INC | NOTE  1.000% 5/1 | 74346YAH6 |  | 24384433 | 25942000 | PRN |  | SOLE |  | 25942000 | 0 | 0 |
| PROSPECTOR CAPITAL CORP | CL A | G7273A105 |  | 995000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| PROSPECTOR CAPITAL CORP | *W EXP 01/11/202 | G7273A113 |  | 570 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| PURE STORAGE INC | NOTE  0.125% 4/1 | 74624MAB8 |  | 75210715 | 69395000 | PRN |  | SOLE |  | 69395000 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP | CL A ORD SHS | G7308P101 |  | 3099000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP | *W EXP 05/03/202 | G7308P127 |  | 11250 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| Q2 HLDGS INC | NOTE  0.125%11/1 | 74736LAF6 |  | 45466400 | 54558000 | PRN |  | SOLE |  | 54558000 | 0 | 0 |
| Q2 HLDGS INC | NOTE  0.750% 6/0 | 74736LAD1 |  | 5946289 | 7229000 | PRN |  | SOLE |  | 7229000 | 0 | 0 |
| QUANTUM FINTECH ACQUISTIN CO | COMMON STOCK | 74767A105 |  | 2688506 | 267513 | SH |  | SOLE |  | 267513 | 0 | 0 |
| RAPID7 INC | NOTE  0.250% 3/1 | 753422AF1 |  | 44309850 | 56342000 | PRN |  | SOLE |  | 56342000 | 0 | 0 |
| RAPID7 INC | NOTE  2.250% 5/0 | 753422AD6 |  | 49628713 | 51336000 | PRN |  | SOLE |  | 51336000 | 0 | 0 |
| RCF ACQUISITION CORP | CL A COM | G7330C102 |  | 2052000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| RCF ACQUISITION CORP | *W EXP 99/99/999 | G7330C110 |  | 7390 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| RENEW ENERGY GLOBAL PLC | *W EXP 08/21/202 | G7500M120 |  | 91583 | 116666 | SH |  | SOLE |  | 116666 | 0 | 0 |
| REPLIGEN CORP | NOTE  0.375% 7/1 | 759916AB5 |  | 16162475 | 10198000 | PRN |  | SOLE |  | 10198000 | 0 | 0 |
| RESERVOIR MEDIA INC | *W EXP 08/26/202 | 76119X113 |  | 32500 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| REVELSTONE CAPITAL ACQSTN CO | CLASS A COM | 76137R106 |  | 13540500 | 1350000 | SH |  | SOLE |  | 1350000 | 0 | 0 |
| REVELSTONE CAPITAL ACQSTN CO | *W EXP 09/15/202 | 76137R114 |  | 67500 | 675000 | SH |  | SOLE |  | 675000 | 0 | 0 |
| RICE ACQUISITION CORP II | SHS CL A | G75529100 |  | 1017000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| RICE ACQUISITION CORP II | *W EXP 99/99/999 | G75529126 |  | 31250 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| RIGEL RESOURCE ACQ CORP | CL A ORD SHS | G7573M106 |  | 4630500 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| RIGEL RESOURCE ACQ CORP | *W EXP 99/99/999 | G7573M114 |  | 22500 | 225000 | SH |  | SOLE |  | 225000 | 0 | 0 |
| RINGCENTRAL INC | NOTE         3/0 | 76680RAF4 |  | 29802541 | 34503000 | PRN |  | SOLE |  | 34503000 | 0 | 0 |
| RINGCENTRAL INC | NOTE         3/1 | 76680RAH0 |  | 32681641 | 41500000 | PRN |  | SOLE |  | 41500000 | 0 | 0 |
| RMG ACQUISITION CORP III | CL A SHS | G76088106 |  | 3025500 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| RMG ACQUISITION CORP III | *W EXP 02/08/202 | G76088122 |  | 1800 | 59999 | SH |  | SOLE |  | 59999 | 0 | 0 |
| ROCKET INTERNET GRWT OPRT CO | SHS CL A | G7613T103 |  | 1010000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ROIVANT SCIENCES LTD | *W EXP 09/30/202 | G76279119 |  | 388000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ROSE HILL ACQUISITION CORP | CLASS A ORD | G7637J107 |  | 1032000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ROSE HILL ACQUISITION CORP | *W EXP 10/07/202 | G7637J123 |  | 5000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| ROSECLIFF ACQUISITION CORP I | *W EXP 02/11/202 | 77732R111 |  | 2000 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| ROSS ACQUISITION CORP II | SHS CL A | G7641C106 |  | 2024000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ROSS ACQUISITION CORP II | *W EXP 02/01/202 | G7641C114 |  | 3340 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| RUBICON TECHNOLOGIES INC | *W EXP 04/01/202 | 78112J117 |  | 11375 | 250001 | SH |  | SOLE |  | 250001 | 0 | 0 |
| SABRE GLBL INC | NOTE  4.000% 4/1 | 78573NAE2 |  | 112055 | 103000 | PRN |  | SOLE |  | 103000 | 0 | 0 |
| SARCOS TECHN AND ROBOTICS CO | *W EXP 09/24/202 | 80359A114 |  | 939 | 24900 | SH |  | SOLE |  | 24900 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | DEBT  1.250% 9/1 | 803607AC4 |  | 34822164 | 30000000 | SH |  | SOLE |  | 30000000 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | DBCV  1.500%11/1 | 803607AB6 |  | 71834226 | 38394000 | SH |  | SOLE |  | 38394000 | 0 | 0 |
| SATELLOGIC INC | *W EXP 01/25/202 | G7823S119 |  | 20375 | 91779 | SH |  | SOLE |  | 91779 | 0 | 0 |
| SCHULTZE SPL PURP ACQ CORP I | CLASS A COM | 808212104 |  | 7499250 | 742500 | SH |  | SOLE |  | 742500 | 0 | 0 |
| SCHULTZE SPL PURP ACQ CORP I | *W EXP 04/13/202 | 808212112 |  | 4195 | 371250 | SH |  | SOLE |  | 371250 | 0 | 0 |
| SCION TECH GROWTH II | CL A SHS | G31070108 |  | 1518000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| SCION TECH GROWTH II | *W EXP 01/28/202 | G31070116 |  | 180 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| SCULPTOR ACQUISITION CORP I | CL A COM | G7T983103 |  | 2565000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| SCULPTOR ACQUISITION CORP I | *W EXP 99/99/999 | G7T983111 |  | 6475 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| SEA LTD | NOTE  2.375%12/0 | 81141RAF7 |  | 4960214 | 5000000 | PRN |  | SOLE |  | 5000000 | 0 | 0 |
| SEASTAR MEDICAL HOLDING CORP | *W EXP 10/28/202 | 81256L112 |  | 3600 | 40000 | SH |  | SOLE |  | 40000 | 0 | 0 |
| SELINA HOSPITALITY PLC | *W EXP 10/27/202 | G8059B119 |  | 10031 | 125393 | SH |  | SOLE |  | 125393 | 0 | 0 |
| SEMANTIX INC | *W EXP 08/03/202 | G6332A114 |  | 748 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| SEMPER PARATUS ACQUISITION C | CLASS A ORD | G8028L107 |  | 2582500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| SEMPER PARATUS ACQUISITION C | *W EXP 11/04/202 | G8028L131 |  | 938 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| SENIOR CONNECT ACQUISITN COR | *W EXP 12/31/202 | 81723H116 |  | 15025 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| SHAPEWAYS HOLDINGS INC | *W EXP 09/29/202 | 81947T110 |  | 4020 | 237885 | SH |  | SOLE |  | 237885 | 0 | 0 |
| SHARECARE INC | *W EXP 07/01/202 | 81948W112 |  | 11340 | 80999 | SH |  | SOLE |  | 80999 | 0 | 0 |
| SHOULDERUP TECHNOLOGY ACQUIS | CL A COM | 82537G104 |  | 2295000 | 225000 | SH |  | SOLE |  | 225000 | 0 | 0 |
| SHOULDERUP TECHNOLOGY ACQUIS | *W EXP 11/17/202 | 82537G112 |  | 2250 | 112500 | SH |  | SOLE |  | 112500 | 0 | 0 |
| SIGNA SPORTS UNITED NV | *W EXP 99/99/999 | N80029114 |  | 18573 | 233333 | SH |  | SOLE |  | 233333 | 0 | 0 |
| SILVER SPIKE ACQUISITN CORP | CLASS A ORD SHS | G8201H105 |  | 1009000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SILVER SPIKE ACQUISITN CORP | *W EXP 02/26/202 | G8201H113 |  | 750 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| SIZZLE ACQUISITION CORP | COMMON STOCK | 83014E109 |  | 2044000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| SIZZLE ACQUISITION CORP | *W EXP 11/02/202 | 83014E117 |  | 30000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SKY HARBOUR GROUP CORPORATIO | *W EXP 10/21/202 | 83085C115 |  | 24813 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| SLAM CORP | CL A SHS | G8210L105 |  | 2527500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| SLAM CORP | *W EXP 02/23/202 | G8210L121 |  | 5500 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| SNAP INC | NOTE  0.750% 8/0 | 83304AAB2 |  | 21800639 | 25500000 | PRN |  | SOLE |  | 25500000 | 0 | 0 |
| SNAP INC | NOTE         5/0 | 83304AAF3 |  | 28456589 | 40485000 | PRN |  | SOLE |  | 40485000 | 0 | 0 |
| SOCIAL CAP SUVRETTA HLDS CRP | CLASS A ORD SHS | G8253U103 |  | 754500 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| SOCIAL CAP SUVRETTA HLDS CP | CLASS A ORD SHS | G8253Y105 |  | 753750 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| SOCIAL LEVERAGE ACQUISN CORP | *W EXP 02/17/202 | 83363K110 |  | 2990 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| SOUTHPORT ACQUISITION CORP | CL A COM | 84465L105 |  | 3054000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| SOUTHPORT ACQUISITION CORP | *W EXP 99/99/999 | 84465L113 |  | 3405 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| SPIRIT AIRLS INC | NOTE  1.000% 5/1 | 848577AB8 |  | 2044091 | 2500000 | PRN |  | SOLE |  | 2500000 | 0 | 0 |
| SPLUNK INC | NOTE  0.500% 9/1 | 848637AC8 |  | 26894242 | 27800000 | PRN |  | SOLE |  | 27800000 | 0 | 0 |
| SPLUNK INC | NOTE  1.125% 9/1 | 848637AD6 |  | 16173936 | 17010000 | PRN |  | SOLE |  | 17010000 | 0 | 0 |
| SPOTIFY USA INC | NOTE         3/1 | 84921RAB6 |  | 25879441 | 32000000 | PRN |  | SOLE |  | 32000000 | 0 | 0 |
| SPRINGBIG HOLDINGS INC | *W EXP 06/14/202 | 85021Q116 |  | 1055 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| ST ENERGY TRANSITION I LTD | CL A ORD SHS | G8465L107 |  | 511000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| ST ENERGY TRANSITION I LTD | *W EXP 12/02/202 | G8465L115 |  | 1500 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| STRIDE INC | NOTE  1.125% 9/0 | 86333MAA6 |  | 5405577 | 6000000 | PRN |  | SOLE |  | 6000000 | 0 | 0 |
| SUNLIGHT FINANCIAL HOLDINGS | *W EXP 07/09/202 | 86738J114 |  | 22606 | 141200 | SH |  | SOLE |  | 141200 | 0 | 0 |
| SUPERNOVA PARTN ACQ CO III L | SHS CL A | G8T90F102 |  | 1008000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SUPERNOVA PARTN ACQ CO III L | *W EXP 99/99/999 | G8T90F128 |  | 460 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| SUPERNUS PHARMACEUTICALS | NOTE  0.625% 4/0 | 868459AD0 |  | 95739137 | 96994000 | PRN |  | SOLE |  | 96994000 | 0 | 0 |
| SUSTAINABLE DEVELP ACQU I CO | COM CL A | 86934L103 |  | 754500 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| SUSTAINABLE DEVELP ACQU I CO | *W EXP 02/04/202 | 86934L111 |  | 1500 | 37500 | SH |  | SOLE |  | 37500 | 0 | 0 |
| SVF INVESTMENT CORP 2 | CL A SHS | G8601M100 |  | 121080 | 12000 | SH |  | SOLE |  | 12000 | 0 | 0 |
| SVF INVESTMENT CORP | CL A SHS | G8601L102 |  | 1516500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| SVF INVESTMENT CORP | *W EXP 01/12/202 | G8601L128 |  | 466 | 18000 | SH |  | SOLE |  | 18000 | 0 | 0 |
| SWVL HOLDINGS CORP | *W EXP 03/31/202 | G86302117 |  | 1990 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SYSTEM1 INC | *W EXP 99/99/999 | 87200P117 |  | 28176 | 60750 | SH |  | SOLE |  | 60750 | 0 | 0 |
| TAILWIND INTERNATNAL ACQ COR | COM CL A | G8662F101 |  | 1009000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| TALON 1 ACQUISITION CORP | CLASS A ORD | G86656108 |  | 2333250 | 225000 | SH |  | SOLE |  | 225000 | 0 | 0 |
| TALON 1 ACQUISITION CORP | *W EXP 07/30/202 | G86656116 |  | 2250 | 112500 | SH |  | SOLE |  | 112500 | 0 | 0 |
| TARGET GLOBAL ACQUISI I CORP | CLASS A ORD SHS | G8675N109 |  | 1280000 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| TARGET GLOBAL ACQUISI I CORP | *W EXP 12/08/202 | G8675N125 |  | 5429 | 41666 | SH |  | SOLE |  | 41666 | 0 | 0 |
| TASTEMAKER ACQUISITION CORP | *W EXP 01/07/202 | 876545112 |  | 22515 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| TCV ACQUISITION CORP | CL A SHS | G8704C124 |  | 250125 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| TECH AND ENERGY TRANSITION | CLASS A COM | 87823R102 |  | 1003000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| TECH AND ENERGY TRANSITION | *W EXP 03/31/202 | 87823R110 |  | 1103 | 33332 | SH |  | SOLE |  | 33332 | 0 | 0 |
| TECHTARGET INC | NOTE        12/1 | 87874RAC4 |  | 9605896 | 12500000 | PRN |  | SOLE |  | 12500000 | 0 | 0 |
| TECHTARGET INC | NOTE  0.125%12/1 | 87874RAB6 |  | 196423 | 213000 | PRN |  | SOLE |  | 213000 | 0 | 0 |
| TELADOC HEALTH INC | NOTE  1.250% 6/0 | 87918AAF2 |  | 15441708 | 20000000 | PRN |  | SOLE |  | 20000000 | 0 | 0 |
| TEMPO AUTOMATION HOLDINGS IN | *W EXP 09/30/202 | 88024M116 |  | 7879 | 133769 | SH |  | SOLE |  | 133769 | 0 | 0 |
| TH INTERNATIONAL LIMITED | *W EXP 09/28/202 | G8656L114 |  | 21018 | 175001 | SH |  | SOLE |  | 175001 | 0 | 0 |
| THUNDER BRDG CAP PRTNRS IV I | CLASS A COM | 88605L107 |  | 993500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| THUNDER BRDG CAP PRTNRS IV I | *W EXP 04/30/202 | 88605L115 |  | 3800 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| THUNDER BRIDGE CAP PRTNRS II | *W EXP 02/01/202 | 88605T118 |  | 4602 | 60000 | SH |  | SOLE |  | 60000 | 0 | 0 |
| TKB CRITICAL TECHNOLOGIES 1 | CLASS A ORD | G88935112 |  | 2060000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| TKB CRITICAL TECHNOLOGIES 1 | *W EXP 10/20/202 | G88935120 |  | 2170 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| TLGY ACQUISITION CORPORATION | CLASS A ORD SHS | G8656T109 |  | 1026000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| TLGY ACQUISITION CORPORATION | *W EXP 11/09/202 | G8656T125 |  | 930 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| TMC THE METALS COMPANY INC | *W EXP 09/09/202 | 87261Y114 |  | 5400 | 67500 | SH |  | SOLE |  | 67500 | 0 | 0 |
| TORTOISEECOFIN ACQUISITION C | SHS CL A | G8956E109 |  | 1492500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| TORTOISEECOFIN ACQUISITION C | *W EXP 07/22/202 | G8956E117 |  | 7500 | 37500 | SH |  | SOLE |  | 37500 | 0 | 0 |
| TRINE II ACQUISITION CORP | CL A ORD SHS | G9059F100 |  | 1030500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| TRINE II ACQUISITION CORP | *W EXP 99/99/999 | G9059F118 |  | 3995 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| TWELVE SEAS INVESTMENT CO II | COM CL A | 90118T106 |  | 1005000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| TWELVE SEAS INVESTMENT CO II | *W EXP 03/02/202 | 90118T114 |  | 527 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| TWIN RIDGE CAPITAL ACQUIS CO | SHS CL A | G9151L104 |  | 2018000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| TWIN RIDGE CAPITAL ACQUIS CO | *W EXP 03/07/202 | G9151L120 |  | 2007 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| TWO | COM CL A | G9152V101 |  | 1007000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| TZP STRATEGIES ACQUISTN CORP | CL A SHS | G91595101 |  | 1115662 | 110396 | SH |  | SOLE |  | 110396 | 0 | 0 |
| TZP STRATEGIES ACQUISTN CORP | *W EXP 01/06/202 | G91595119 |  | 1184 | 48333 | SH |  | SOLE |  | 48333 | 0 | 0 |
| UNDER ARMOUR INC | NOTE  1.500% 6/0 | 904311AC1 |  | 10834217 | 9651000 | PRN |  | SOLE |  | 9651000 | 0 | 0 |
| UNITY SOFTWARE INC | NOTE        11/1 | 91332UAB7 |  | 41273665 | 54750000 | PRN |  | SOLE |  | 54750000 | 0 | 0 |
| UPSTART HLDGS INC | NOTE  0.250% 8/1 | 91680MAB3 |  | 9468000 | 17500000 | PRN |  | SOLE |  | 17500000 | 0 | 0 |
| UPWORK INC | NOTE  0.250% 8/1 | 91688FAB0 |  | 21539888 | 28500000 | PRN |  | SOLE |  | 28500000 | 0 | 0 |
| UTA ACQUISITION CORPORATION | CLASS A ORD SHS | G9473A109 |  | 1531500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| UTA ACQUISITION CORPORATION | *W EXP 10/30/202 | G9473A117 |  | 7500 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| UWM HOLDINGS CORPORATION | *W EXP 01/21/202 | 91823B117 |  | 2570 | 20560 | SH |  | SOLE |  | 20560 | 0 | 0 |
| VAHANNA TECH EDGE ACQSTN I C | CLASS A ORD | G9320Z109 |  | 1024000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| VAHANNA TECH EDGE ACQSTN I C | *W EXP 11/30/202 | G9320Z117 |  | 525 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| VALENS SEMICONDUCTOR LTD | *W EXP 09/30/202 | M9607U107 |  | 30615 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| VAREX IMAGING CORP | NOTE  4.000% 6/0 | 92214XAB2 |  | 50936202 | 43488000 | PRN |  | SOLE |  | 43488000 | 0 | 0 |
| VARONIS SYS INC | NOTE  1.250% 8/1 | 922280AB8 |  | 5127652 | 4855000 | PRN |  | SOLE |  | 4855000 | 0 | 0 |
| VECTOR ACQUISITION CORP II | CL A SHS | G9460A104 |  | 1010000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| VEECO INSTRS INC DEL | NOTE  3.750% 6/0 | 922417AF7 |  | 16919189 | 11000000 | PRN |  | SOLE |  | 11000000 | 0 | 0 |
| VERINT SYSTEMS INC | NOTE  0.250% 4/1 | 92343XAC4 |  | 16153398 | 18500000 | PRN |  | SOLE |  | 18500000 | 0 | 0 |
| VERITONE INC | NOTE  1.750%11/1 | 92347MAB6 |  | 1557325 | 2500000 | PRN |  | SOLE |  | 2500000 | 0 | 0 |
| VERTICAL AEROSPACE LTD | *W EXP 09/15/202 | G9471C115 |  | 31420 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| VIAVI SOLUTIONS INC | NOTE  1.000% 3/0 | 925550AB1 |  | 27361613 | 26876000 | PRN |  | SOLE |  | 26876000 | 0 | 0 |
| VICARIOUS SURGICAL INC | *W EXP 09/17/202 | 92561V117 |  | 37500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| VIEW INC | *W EXP 03/08/202 | 92671V114 |  | 5145 | 149999 | SH |  | SOLE |  | 149999 | 0 | 0 |
| VISHAY INTERTECHNOLOGY INC | NOTE  2.250% 6/1 | 928298AP3 |  | 10608655 | 10903000 | PRN |  | SOLE |  | 10903000 | 0 | 0 |
| VMG CONSUMER ACQUISITION COR | CLASS A COM | 91842V102 |  | 1268750 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| VMG CONSUMER ACQUISITION COR | *W EXP 11/03/202 | 91842V110 |  | 2500 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| VROOM INC | NOTE  0.750% 7/0 | 92918VAB5 |  | 5238125 | 14500000 | PRN |  | SOLE |  | 14500000 | 0 | 0 |
| WAG GROUP CO | *W EXP 07/30/202 | 93042P117 |  | 122166 | 990001 | SH |  | SOLE |  | 990001 | 0 | 0 |
| WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9461D107 |  | 3030000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9460M108 |  | 2801993 | 277700 | SH |  | SOLE |  | 277700 | 0 | 0 |
| WEJO GROUP LIMITED | *W EXP 11/18/202 | G9525W117 |  | 8715 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| WESTERN DIGITAL CORP. | NOTE  1.500% 2/0 | 958102AP0 |  | 48187481 | 50000000 | PRN |  | SOLE |  | 50000000 | 0 | 0 |
| WHEELS UP EXPERIENCE INC | *W EXP 07/13/202 | 96328L114 |  | 6000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| WHOLE EARTH BRANDS INC | *W EXP 06/25/202 | 96684W126 |  | 11500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| WIX COM LTD | NOTE         7/0 | 92940WAB5 |  | 13888042 | 14275000 | PRN |  | SOLE |  | 14275000 | 0 | 0 |
| WIX COM LTD | NOTE         8/1 | 92940WAD1 |  | 27584376 | 32500000 | PRN |  | SOLE |  | 32500000 | 0 | 0 |
| WORKIVA INC | NOTE  1.125% 8/1 | 98139AAB1 |  | 10809068 | 8719000 | PRN |  | SOLE |  | 8719000 | 0 | 0 |
| WORLDWIDE WEBB ACQUISITION C | CLASS A ORD SHS | G97775103 |  | 15300000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| WORLDWIDE WEBB ACQUISITION C | *W EXP 10/20/202 | G97775111 |  | 22575 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| XPAC ACQUISITION CORP | CLASS A ORD | G9831X106 |  | 1000000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| XPAC ACQUISITION CORP | *W EXP 99/99/999 | G9831X122 |  | 5393 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| ZEROFOX HLDGS INC | *W EXP 08/03/202 | 98955G111 |  | 11363 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| ZILLOW GROUP INC | NOTE  2.750% 5/1 | 98954MAH4 |  | 2886256 | 3000000 | PRN |  | SOLE |  | 3000000 | 0 | 0 |
| ZSCALER INC | NOTE  0.125% 7/0 | 98980GAB8 |  | 33287448 | 31500000 | PRN |  | SOLE |  | 31500000 | 0 | 0 |

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