# EDGAR Filing Document

**Accession Number:** 0001316507
**File Stem:** 0001085146-23-000387
**Filing Date:** 2023-1
**Character Count:** 156196
**Document Hash:** 0c3aace78724a48bbd5e6592ca3965d9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001085146-23-000387.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001085146-23-000387

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230125

**EFFECTIVENESS DATE**: 20230126

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Calamos Advisors LLC
- **CENTRAL INDEX KEY:** 0001316507
- **IRS NUMBER:** 201647533
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-11166
- **FILM NUMBER:** 23553729

**BUSINESS ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563
- **BUSINESS PHONE:** 6302451046

**MAIL ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563

### 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:** Calamos Advisors LLC<br>**Address:** 2020 CALAMOS COURT<br>NAPERVILLE, IL 60563

**Form 13F File Number:** 028-11166

**CRD Number (if applicable):** 000105758

**SEC File Number (if applicable):** 801-29688

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:** Jacqueline Sinker<br>**Title:** SVP CHIEF COMPLIANCE OFFICER<br>**Phone:** 630-245-1110

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

/s/Jacqueline Sinker  NAPERVILLE, IL  01-25-2023<br>[Signature]  [City, State]  [Date]

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

[ ] **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).)

[x] **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:** 2

**Form 13F Information Table Entry Total:** 1342

**Form 13F Information Table Value Total:** $21316166477

      (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.]

|   No. | Name                           | Form 13F File Number   | CRD Number   | SEC File Number   |
|---:|:---|:---|:---|:---|
|     1 | Calamos Wealth Management LLC  | 028-13358              | 000143490    | 801-67787         |
|     2 | Russell Investments Group Ltd. | 028-17598              |  |  |

### 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 CAP VENTURE ACQSTN CORP | *W EXP 04/19/202 | G87076116 |  | 5500 | 83333 | SH |  | SOLE |  | 83333 | 0 | 0 |
| 10X CAPITAL VENTURE ACQ III | *W EXP 06/30/202 | G87077114 |  | 25038 | 312972 | SH |  | SOLE |  | 312972 | 0 | 0 |
| 10X CAPITAL VENTURE ACQ III | CL A ORD SHS | G87077106 | BBG00ZKFFFW1 | 6115483 | 625945 | SH |  | SOLE |  | 625945 | 0 | 0 |
| 1LIFE HEALTHCARE INC | NOTE 3.000% 6/1 | 68269GAB3 |  | 43551000 | 45000000 | PRN |  | SOLE |  | 45000 | 0 | 0 |
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 |  | 4565890 | 7000000 | PRN |  | SOLE |  | 7000 | 0 | 0 |
| 3M CO | COM | 88579Y101 | BBG001S5T7X2 | 10958889 | 91385 | SH |  | SOLE |  | 91385 | 0 | 0 |
| 7 ACQUISITION CORPORATION | *W EXP 11/05/202 | G80694113 |  | 83038 | 875000 | SH |  | SOLE |  | 875000 | 0 | 0 |
| 7 ACQUISITION CORPORATION | SHS CL A | G80694105 | BBG0133MKD90 | 18025000 | 1750000 | SH |  | SOLE |  | 1750000 | 0 | 0 |
| ABBOTT LABS | COM | 002824100 | BBG001S5N9M6 | 59053186 | 537874 | SH |  | SOLE |  | 537874 | 0 | 0 |
| ABBVIE INC | COM | 00287Y109 | BBG0025Y4RZ3 | 83331772 | 515635 | SH |  | SOLE |  | 515635 | 0 | 0 |
| ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | BBG001SCXK90 | 62236161 | 233234 | SH |  | SOLE |  | 232087 | 0 | 1147 |
| ACCOLADE INC | NOTE 0.500% 4/0 | 00437EAB8 |  | 10546350 | 15000000 | PRN |  | SOLE |  | 15000 | 0 | 0 |
| ACCRETION ACQUISITION CORP | *W EXP 03/01/202 | 00438Y115 |  | 1496 | 80000 | SH |  | SOLE |  | 80000 | 0 | 0 |
| ACCRETION ACQUISITION CORP | COM | 00438Y107 | BBG01282H7Y0 | 1618400 | 160000 | SH |  | SOLE |  | 160000 | 0 | 0 |
| ACCRETION ACQUISITION CORP | RIGHT 03/01/2028 | 00438Y123 | BBG012G23PV9 | 11584 | 160000 | SH |  | SOLE |  | 160000 | 0 | 0 |
| ACROPOLIS INFRASTRUCTURE ACQ | *W EXP 03/30/202 | 005029111 |  | 24656 | 205467 | SH |  | SOLE |  | 205467 | 0 | 0 |
| ACROPOLIS INFRASTRUCTURE ACQ | CL A | 005029103 | BBG00ZTH7620 | 6120882 | 616403 | SH |  | SOLE |  | 616403 | 0 | 0 |
| ACTIVISION BLIZZARD INC | COM | 00507V109 | BBG001S6C009 | 43491806 | 568149 | SH |  | SOLE |  | 568149 | 0 | 0 |
| ADOBE SYSTEMS INCORPORATED | COM | 00724F101 | BBG001S5NCQ5 | 39781884 | 118212 | SH |  | SOLE |  | 117992 | 0 | 220 |
| ADOBE SYSTEMS INCORPORATED | COM | 00724F101 | BBG001S5NCQ5 | 4711420 | 14000 | SH | Call | SOLE |  | 14000 | 0 | 0 |
| ADVANCED ENERGY INDS | COM | 007973100 | BBG001S8L5Z6 | 296113 | 3452 | SH |  | SOLE |  | 3452 | 0 | 0 |
| ADVANCED MICRO DEVICES INC | COM | 007903107 | BBG001S5NN36 | 48911195 | 755152 | SH |  | SOLE |  | 752423 | 0 | 2729 |
| AEHR TEST SYS | COM | 00760J108 | BBG001SB1CS4 | 228879 | 11387 | SH |  | OTR | 2 | 11387 | 0 | 0 |
| AERCAP HOLDINGS NV | SHS | N00985106 | BBG001SNX4Y4 | 10118520 | 173500 | SH |  | SOLE |  | 173500 | 0 | 0 |
| AES CORP | COM | 00130H105 | BBG001S6B1L5 | 12696303 | 441457 | SH |  | SOLE |  | 441457 | 0 | 0 |
| AES CORP | UNIT 02/15/2024 | 00130H204 |  | 70724757 | 693312 | SH |  | SOLE |  | 689605 | 0 | 3707 |
| AESTHER HEALTHCARE ACQSTN CO | *W EXP 09/14/202 | 00809L114 |  | 9222 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| AESTHER HEALTHCARE ACQSTN CO | CLASS A COM | 00809L106 | BBG011WXCRT4 | 1300000 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| AETHERIUM ACQUISITION CORP | *W EXP 12/21/202 | 00809J119 |  | 5725 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| AETHERIUM ACQUISITION CORP | CLASS A COM | 00809J101 | BBG011XNZVY5 | 5087500 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| AFFILIATED MANAGERS GROUP IN | COM | 008252108 | BBG001S6DMD6 | 5613175 | 35430 | SH |  | SOLE |  | 35430 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 |  | 18927079 | 34186000 | PRN |  | SOLE |  | 34084 | 0 | 102 |
| AFLAC INC | COM | 001055102 | BBG001S5NGJ4 | 11218108 | 155937 | SH |  | SOLE |  | 155937 | 0 | 0 |
| AGENUS INC | COM NEW | 00847G705 | BBG001SDV370 | 26880 | 11200 | SH |  | SOLE |  | 11200 | 0 | 0 |
| AGILE GROWTH CORP | *W EXP 03/09/202 | G01202111 |  | 3456 | 183333 | SH |  | SOLE |  | 183333 | 0 | 0 |
| AGILENT TECHNOLOGIES INC | COM | 00846U101 | BBG001SCTQY4 | 31252307 | 208836 | SH |  | SOLE |  | 208836 | 0 | 0 |
| AHREN ACQUISITION CORP | *W EXP 12/09/202 | G01322125 |  | 40960 | 481886 | SH |  | SOLE |  | 481886 | 0 | 0 |
| AHREN ACQUISITION CORP | CLASS A ORD SHS | G01322109 | BBG013RSG2S9 | 9926852 | 963772 | SH |  | SOLE |  | 963772 | 0 | 0 |
| AIR LEASE CORP | CL A | 00912X302 | BBG001T92VD1 | 26699902 | 694948 | SH |  | SOLE |  | 689224 | 0 | 5724 |
| AIR PRODS  CHEMS INC | COM | 009158106 | BBG001S5NSB6 | 22486642 | 72947 | SH |  | SOLE |  | 72947 | 0 | 0 |
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 |  | 22689428 | 22368000 | PRN |  | SOLE |  | 22041 | 0 | 327 |
| AIRBNB INC | NOTE 3/1 | 009066AB7 |  | 132945462 | 160473000 | PRN |  | SOLE |  | 159397 | 0 | 1076 |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 |  | 64040353 | 60572000 | PRN |  | SOLE |  | 60440 | 0 | 132 |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 |  | 88613142 | 91239000 | PRN |  | SOLE |  | 90949 | 0 | 290 |
| ALBERTSONS COS INC | COMMON STOCK | 013091103 | BBG009KG1741 | 8262878 | 398403 | SH |  | SOLE |  | 398403 | 0 | 0 |
| ALCON AG | ORD SHS | H01301128 | BBG00NPWGYR0 | 14900165 | 217362 | SH |  | SOLE |  | 217362 | 0 | 0 |
| ALEXANDRIA REAL ESTATE EQ IN | COM | 015271109 | BBG001S6CPH6 | 9050186 | 62128 | SH |  | SOLE |  | 62128 | 0 | 0 |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | BBG006G2JWB1 | 873853 | 9920 | SH |  | SOLE |  | 9920 | 0 | 0 |
| ALLEGION PLC | ORD SHS | G0176J109 | BBG003PS7JW0 | 6753166 | 64157 | SH |  | SOLE |  | 64157 | 0 | 0 |
| ALLEGRO MICROSYSTEMS INC | COM | 01749D105 | BBG00H5S83B8 | 466961 | 15555 | SH |  | SOLE |  | 15555 | 0 | 0 |
| ALLSTATE CORP | COM | 020002101 | BBG001S9BM06 | 16509978 | 121755 | SH |  | SOLE |  | 121755 | 0 | 0 |
| ALPHA PARTNERS TECH MERGR CO | *W EXP 03/31/202 | G63290103 |  | 11000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| ALPHA PARTNERS TECH MERGR CO | CLASS A ORD SHS | G63290111 | BBG00ZKFDJ64 | 7537500 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| ALPHABET INC | CAP STK CL A | 02079K305 | BBG009S39JY5 | 273760838 | 3102809 | SH |  | SOLE |  | 3086961 | 0 | 15848 |
| ALPHABET INC | CAP STK CL A | 02079K305 | BBG009S39JY5 | 15704940 | 178000 | SH | Call | SOLE |  | 178000 | 0 | 0 |
| ALPHABET INC | CAP STK CL C | 02079K107 | BBG009S3NB21 | 134492231 | 1515747 | SH |  | SOLE |  | 1515747 | 0 | 0 |
| ALPHATEC HLDGS INC | COM NEW | 02081G201 | BBG001S64XQ8 | 1015639 | 82238 | SH |  | OTR | 2 | 82238 | 0 | 0 |
| ALPHATEC HLDGS INC | COM NEW | 02081G201 | BBG001S64XQ8 | 515242 | 41720 | SH |  | SOLE |  | 41720 | 0 | 0 |
| ALPHATEC HLDGS INC | COM NEW | 02081G201 | BBG001S64XQ8 | 429743 | 34797 | SH |  | OTR | 1 | 34797 | 0 | 0 |
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 |  | 18752881 | 20534000 | PRN |  | SOLE |  | 20330 | 0 | 204 |
| ALSP ORCHID ACQUISITION CORP | *W EXP 11/30/202 | G0231L123 |  | 17500 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| ALSP ORCHID ACQUISITION CORP | CLASS A ORD | G0231L107 | BBG013CW3QK5 | 10270000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| ALTC ACQUISITION CORP | COM CL A | 02156V109 | BBG0112CBMQ8 | 9920000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| ALTENERGY ACQUISITION CORP | *W EXP 10/29/202 | 02157M116 |  | 77250 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| ALTENERGY ACQUISITION CORP | COM CL A | 02157M108 | BBG0136JW5C4 | 15345000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 |  | 9268000 | 10000000 | PRN |  | SOLE |  | 10000 | 0 | 0 |
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 |  | 8316900 | 10000000 | PRN |  | SOLE |  | 10000 | 0 | 0 |
| ALTICE USA INC | CL A | 02156K103 | BBG00GFMPS82 | 379063 | 82405 | SH |  | SOLE |  | 82405 | 0 | 0 |
| ALTRIA GROUP INC | COM | 02209S103 | BBG001S5T8T5 | 23474279 | 513548 | SH |  | SOLE |  | 513548 | 0 | 0 |
| AMAZON COM INC | COM | 023135106 | BBG001S5PQL7 | 314689452 | 3746303 | SH |  | SOLE |  | 3733374 | 0 | 12929 |
| AMCI ACQUISITION CORP II | *W EXP 08/06/202 | 00166R118 |  | 72000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| AMCI ACQUISITION CORP II | CLASS A COM | 00166R100 | BBG00ZCX6BL2 | 5988000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| AMDOCS LTD | SHS | G02602103 | BBG001SBX7P3 | 578124 | 6360 | SH |  | SOLE |  | 6360 | 0 | 0 |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 |  | 18511325 | 17500000 | PRN |  | SOLE |  | 17500 | 0 | 0 |
| AMERICAN ELEC PWR CO INC | COM | 025537101 | BBG001S5NFD2 | 16391883 | 172637 | SH |  | SOLE |  | 172637 | 0 | 0 |
| AMERICAN ELEC PWR CO INC | UNIT 08/15/2023 | 02557T307 |  | 89870104 | 1742344 | SH |  | SOLE |  | 1726868 | 0 | 15476 |
| AMERICAN EXPRESS CO | COM | 025816109 | BBG001S5P034 | 53244520 | 360369 | SH |  | SOLE |  | 358874 | 0 | 1495 |
| AMERICAN INTL GROUP INC | COM NEW | 026874784 | BBG001S5NJG1 | 50206489 | 793904 | SH |  | SOLE |  | 793904 | 0 | 0 |
| AMERICAN TOWER CORP NEW | COM | 03027X100 | BBG001S5NPQ6 | 33522820 | 158231 | SH |  | SOLE |  | 158142 | 0 | 89 |
| AMERIPRISE FINL INC | COM | 03076C106 | BBG001SK6096 | 18980181 | 60957 | SH |  | SOLE |  | 60957 | 0 | 0 |
| AMGEN INC | COM | 031162100 | BBG001S5NNL6 | 23332675 | 88839 | SH |  | SOLE |  | 88839 | 0 | 0 |
| AMPHENOL CORP NEW | CL A | 032095101 | BBG001S5NSK6 | 14321249 | 188091 | SH |  | SOLE |  | 188091 | 0 | 0 |
| AMYRIS INC | NOTE 1.500%11/1 | 03236MAJ0 |  | 4580719 | 14152000 | PRN |  | SOLE |  | 14049 | 0 | 103 |
| ANALOG DEVICES INC | COM | 032654105 | BBG001S5ND38 | 13291843 | 81033 | SH |  | SOLE |  | 80988 | 0 | 45 |
| ANDRETTI ACQUISITION CORP | *W EXP 99/99/999 | G26735129 |  | 35200 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| ANDRETTI ACQUISITION CORP | CL A ORD SHS | G26735103 | BBG0112J4TT3 | 10325000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| ANTHEMIS DIGITAL ACQUISITION | *W EXP 11/01/202 | G03959114 |  | 21825 | 242500 | SH |  | SOLE |  | 242500 | 0 | 0 |
| ANTHEMIS DIGITAL ACQUISITION | CLASS A ORD | G03959106 | BBG013B5VPG1 | 4988225 | 485000 | SH |  | SOLE |  | 485000 | 0 | 0 |
| ANZU SPECIAL ACQUISITIN CORP | *W EXP 01/27/202 | 03737A119 |  | 3800 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ANZU SPECIAL ACQUISITIN CORP | COM CL A | 03737A101 | BBG00Z6RQKZ5 | 3030000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| AON PLC | SHS CL A | G0403H108 | BBG00SSQFPR9 | 11409222 | 38013 | SH |  | SOLE |  | 37283 | 0 | 730 |
| AP ACQUISITION CORP | *W EXP 12/07/202 | G04058114 |  | 4500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| AP ACQUISITION CORP | CL A ORD SHS | G04058106 | BBG013VVS9H1 | 1035500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| APEIRON CAPITAL INVEST CORP | *W EXP 04/02/202 | 03752A119 |  | 75000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| APOLLO GLOBAL MGMT INC | COM | 03769M106 | BBG00ZNLTFL2 | 409659 | 6422 | SH |  | SOLE |  | 4704 | 0 | 1718 |
| APPLE INC | COM | 037833100 | BBG001S5N8V8 | 701460237 | 5398755 | SH |  | SOLE |  | 5385947 | 0 | 12808 |
| APPLE INC | COM | 037833100 | BBG001S5N8V8 | 17410620 | 134000 | SH | Put | SOLE |  | 134000 | 0 | 0 |
| APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | BBG001S5NK14 | 893553 | 7090 | SH |  | OTR | 2 | 7090 | 0 | 0 |
| APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | BBG001S5NK14 | 380737 | 3021 | SH |  | OTR | 1 | 3021 | 0 | 0 |
| APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | BBG001S5NK14 | 1817227 | 14419 | SH |  | SOLE |  | 14419 | 0 | 0 |
| APPLIED MATLS INC | COM | 038222105 | BBG001S5NMM7 | 28212641 | 289717 | SH |  | SOLE |  | 287818 | 0 | 1899 |
| APTIV PLC | 5.5% CNV PFD A | G6095L117 |  | 86780133 | 808611 | SH |  | SOLE |  | 802876 | 0 | 5735 |
| APTIV PLC | SHS | G6095L109 | BBG001TRL2T7 | 19339376 | 207660 | SH |  | SOLE |  | 207506 | 0 | 154 |
| APX ACQUISITION CORP I | *W EXP 11/30/202 | G0440J125 |  | 12500 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| APX ACQUISITION CORP I | CLASS A ORD SHS | G0440J109 | BBG0145K9GT4 | 10245000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| ARBOR RAPHA CAP BIOHLDS CORP | *W EXP 10/31/202 | 03881F112 |  | 4725 | 116666 | SH |  | SOLE |  | 116666 | 0 | 0 |
| ARCHER DANIELS MIDLAND CO | COM | 039483102 | BBG001S5ND74 | 17176507 | 184992 | SH |  | SOLE |  | 184992 | 0 | 0 |
| ARCOS DORADOS HOLDINGS INC | SHS CLASS -A - | G0457F107 | BBG001V0XGV6 | 617252 | 73834 | SH |  | SOLE |  | 73834 | 0 | 0 |
| ARDELYX INC | COM | 039697107 | BBG001WH4F33 | 47652 | 16720 | SH |  | SOLE |  | 16720 | 0 | 0 |
| ARES ACQUISITION CORPORATION | *W EXP 02/02/202 | G33032122 |  | 9326 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 |  | 6490642 | 6107000 | PRN |  | SOLE |  | 6107 | 0 | 0 |
| ARIES I ACQUISITION CORP | *W EXP 03/18/202 | G0542N123 |  | 3356 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | COM SHS | 04271T100 | BBG002MX7TQ9 | 247772 | 12818 | SH |  | OTR | 2 | 12818 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | COM SHS | 04271T100 | BBG002MX7TQ9 | 480080 | 24836 | SH |  | SOLE |  | 24836 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 |  | 14301 | 14000 | PRN |  | SOLE |  | 0 | 0 | 14 |
| ARROWROOT ACQUISITION CORP | *W EXP 03/02/202 | 04282M110 |  | 250 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| ASCENDANT DIGITAL ACQ CORP I | CL A COM | G05157105 | BBG0112C92C0 | 2065032 | 200100 | SH |  | SOLE |  | 200100 | 0 | 0 |
| ASML HOLDING N V | N Y REGISTRY SHS | N07059210 | BBG001SCG0R3 | 24017012 | 43955 | SH |  | SOLE |  | 43548 | 0 | 407 |
| ASPEN TECHNOLOGY INC | COM | 29109X106 | BBG017J18WC8 | 955521 | 4652 | SH |  | SOLE |  | 4652 | 0 | 0 |
| ASSURANT INC | COM | 04621X108 | BBG001SD9DW5 | 15304593 | 122378 | SH |  | SOLE |  | 122144 | 0 | 234 |
| AT INC | COM | 00206R102 | BBG001S5VWH2 | 27611981 | 1499836 | SH |  | SOLE |  | 1499836 | 0 | 0 |
| ATHENA CONSUMER ACQ CORP | *W EXP 07/31/202 | 04684M114 |  | 17445 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| ATHENA TECHNOLOGY ACQ CORP I | *W EXP 10/17/202 | 04687C113 |  | 9950 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| ATHENA TECHNOLOGY ACQ CORP I | CL A COM | 04687C105 | BBG014106TB6 | 5027500 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| ATI INC | NOTE 3.500% 6/1 | 01741RAK8 |  | 39770829 | 19657000 | PRN |  | SOLE |  | 19546 | 0 | 111 |
| ATLANTIC COASTAL ACQUISTN CO | *W EXP 03/02/202 | 048453112 |  | 4000 | 80000 | SH |  | SOLE |  | 80000 | 0 | 0 |
| ATLANTIC COASTAL ACQUISTN CO | CLASS A COM | 048453104 | BBG00Z9FJVV6 | 2404800 | 240000 | SH |  | SOLE |  | 240000 | 0 | 0 |
| ATLANTIC COASTAL AQSTN CORP | *W EXP 01/13/202 | 04845A116 |  | 40625 | 625000 | SH |  | SOLE |  | 625000 | 0 | 0 |
| ATLANTIC COASTAL AQSTN CORP | CLASS A COM | 04845A108 | BBG013X0S889 | 12737500 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 |  | 23364740 | 14000000 | PRN |  | SOLE |  | 14000 | 0 | 0 |
| AURA FAT PROJS ACQUISITION C | *W EXP 03/31/202 | G06362126 |  | 16300 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| AURA FAT PROJS ACQUISITION C | CLASS A ORD | G06362100 | BBG016B1Y3V2 | 5155000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| AUTODESK INC | COM | 052769106 | BBG001S5SCD4 | 10322325 | 55238 | SH |  | SOLE |  | 55238 | 0 | 0 |
| AUTOMATIC DATA PROCESSING IN | COM | 053015103 | BBG001S82KF6 | 35748504 | 149663 | SH |  | SOLE |  | 149063 | 0 | 600 |
| AUTOZONE INC | COM | 053332102 | BBG001S6Q5D9 | 8483659 | 3440 | SH |  | SOLE |  | 3365 | 0 | 75 |
| AVALON ACQUISITION INC | *W EXP 12/31/202 | 05338E119 |  | 12188 | 187500 | SH |  | SOLE |  | 187500 | 0 | 0 |
| AVALON ACQUISITION INC | CLASS A COM | 05338E101 | BBG00ZN8XNP5 | 2562500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| AVALONBAY CMNTYS INC | COM | 053484101 | BBG001S7J2H8 | 9231676 | 57155 | SH |  | SOLE |  | 57155 | 0 | 0 |
| AVERY DENNISON CORP | COM | 053611109 | BBG001S5NZM8 | 10764251 | 59471 | SH |  | SOLE |  | 59471 | 0 | 0 |
| AXON ENTERPRISE INC | COM | 05464C101 | BBG001SB2HG5 | 4351348 | 26224 | SH |  | SOLE |  | 26224 | 0 | 0 |
| AXON ENTERPRISE INC | COM | 05464C101 | BBG001SB2HG5 | 1004540 | 6054 | SH |  | OTR | 2 | 6054 | 0 | 0 |
| AXON ENTERPRISE INC | COM | 05464C101 | BBG001SB2HG5 | 427933 | 2579 | SH |  | OTR | 1 | 2579 | 0 | 0 |
| AXONICS INC | COM | 05465P101 | BBG0067QVJ69 | 1059446 | 16943 | SH |  | OTR | 2 | 16943 | 0 | 0 |
| AXONICS INC | COM | 05465P101 | BBG0067QVJ69 | 2133524 | 34120 | SH |  | SOLE |  | 34120 | 0 | 0 |
| AXONICS INC | COM | 05465P101 | BBG0067QVJ69 | 451404 | 7219 | SH |  | OTR | 1 | 7219 | 0 | 0 |
| AXONPRIME INFRSTCTR AQSTN CO | *W EXP 05/31/202 | 05467C116 |  | 6717 | 166666 | SH |  | SOLE |  | 166666 | 0 | 0 |
| AXONPRIME INFRSTCTR AQSTN CO | CLASS A COM | 05467C108 | BBG011QPW6L0 | 4950000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| B RILEY PRIN 250 MERGER CORP | *W EXP 04/01/202 | 05602L112 |  | 2007 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| B RILEY PRIN 250 MERGER CORP | CLASS A COM | 05602L104 | BBG00ZLH0JJ9 | 1994000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| BAIDU INC | SPON ADR REP A | 056752108 | BBG001SNBKD5 | 5947760 | 52000 | SH | Call | SOLE |  | 52000 | 0 | 0 |
| BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 |  | 2275740 | 3000000 | PRN |  | SOLE |  | 3000 | 0 | 0 |
| BANDWIDTH INC | NOTE 0.500% 4/0 | 05988JAD5 |  | 4696125 | 7500000 | PRN |  | SOLE |  | 7500 | 0 | 0 |
| BANK AMERICA CORP | COM | 060505104 | BBG001S5P0Y0 | 118472923 | 3577081 | SH |  | SOLE |  | 3568740 | 0 | 8341 |
| BANK AMERICA CORP | COM | 060505104 | BBG001S5P0Y0 | 6948576 | 209800 | SH | Put | SOLE |  | 209800 | 0 | 0 |
| BANK NEW YORK MELLON CORP | COM | 064058100 | BBG001S5P6Q6 | 13760605 | 302298 | SH |  | SOLE |  | 302185 | 0 | 113 |
| BANNER ACQUISITION CORP | *W EXP 09/07/202 | 06654K119 |  | 4530 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| BANNER ACQUISITION CORP | CLASS A COM | 06654K101 | BBG011V6GG69 | 6048000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| BANYAN ACQUISITION CORPORATI | *W EXP 09/30/202 | 06690B115 |  | 12500 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| BANYAN ACQUISITION CORPORATI | CL A COM | 06690B107 | BBG0124VV2Q4 | 10210000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| BATTERY FUTURE ACQUISITION C | *W EXP 99/99/999 | G0888J124 |  | 47550 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| BATTERY FUTURE ACQUISITION C | CL A ORD SHS | G0888J108 | BBG013YSH5G6 | 15405000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| BAXTER INTL INC | COM | 071813109 | BBG001S5P1K3 | 11897774 | 233427 | SH |  | SOLE |  | 233427 | 0 | 0 |
| BCE INC | COM NEW | 05534B760 | BBG001S5P2C0 | 1179750 | 26843 | SH |  | SOLE |  | 26308 | 0 | 535 |
| BEARD ENERGY TRANSITION ACQ | *W EXP 99/99/999 | 07402Q119 |  | 17629 | 271216 | SH |  | SOLE |  | 271216 | 0 | 0 |
| BEARD ENERGY TRANSITION ACQ | CL A COM | 07402Q101 | BBG00ZLKVT42 | 5527392 | 542433 | SH |  | SOLE |  | 542433 | 0 | 0 |
| BECTON DICKINSON  CO | COM | 075887109 | BBG001S5P374 | 19376897 | 76197 | SH |  | SOLE |  | 76101 | 0 | 96 |
| BEL FUSE INC | CL B | 077347300 | BBG001S93K81 | 825634 | 25080 | SH |  | OTR | 2 | 25080 | 0 | 0 |
| BEL FUSE INC | CL B | 077347300 | BBG001S93K81 | 349577 | 10619 | SH |  | OTR | 1 | 10619 | 0 | 0 |
| BEL FUSE INC | CL B | 077347300 | BBG001S93K81 | 418874 | 12724 | SH |  | SOLE |  | 12724 | 0 | 0 |
| BELONG ACQUISITION CORP | *W EXP 03/23/202 | 08069M110 |  | 42000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 |  | 40086707 | 43836000 | PRN |  | SOLE |  | 43528 | 0 | 308 |
| BERENSON ACQUISITION CORP I | *W EXP 08/01/202 | 083690115 |  | 9125 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| BERENSON ACQUISITION CORP I | CL A COM | 083690107 | BBG012J1SJJ9 | 5072500 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | BBG001S90346 | 101378509 | 328192 | SH |  | SOLE |  | 328192 | 0 | 0 |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | BBG001S90346 | 65301460 | 211400 | SH | Call | SOLE |  | 211400 | 0 | 0 |
| BEYOND MEAT INC | COM | 08862E109 | BBG003CVJP69 | 9232500 | 750000 | SH | Put | SOLE |  | 750000 | 0 | 0 |
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 |  | 9695969 | 36755000 | PRN |  | SOLE |  | 36755 | 0 | 0 |
| BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 |  | 10734450 | 15000000 | PRN |  | SOLE |  | 15000 | 0 | 0 |
| BILANDER ACQUISITION CORP | *W EXP 05/19/202 | 09001T114 |  | 22500 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| BILANDER ACQUISITION CORP | CL A COM | 09001T106 | BBG00ZGG1089 | 4945000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| BILIBILI INC | NOTE 0.500%12/0 | 090040AF3 |  | 23450591 | 31631000 | PRN |  | SOLE |  | 31529 | 0 | 102 |
| BILIBILI INC | NOTE 1.250% 6/1 | 090040AD8 |  | 4994200 | 5000000 | PRN |  | SOLE |  | 5000 | 0 | 0 |
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 |  | 14073960 | 12000000 | PRN |  | SOLE |  | 12000 | 0 | 0 |
| BILL COM HLDGS INC | COM | 090043100 | BBG00QVJV7L3 | 275669 | 2530 | SH |  | SOLE |  | 2530 | 0 | 0 |
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 |  | 74321543 | 72201000 | PRN |  | SOLE |  | 71973 | 0 | 228 |
| BILL COM HLDGS INC | NOTE 4/0 | 090043AD2 |  | 19493167 | 24630000 | PRN |  | SOLE |  | 24207 | 0 | 423 |
| BIOGEN INC | COM | 09062X103 | BBG001S67826 | 12560814 | 45359 | SH |  | SOLE |  | 45359 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 |  | 23333982 | 21949000 | PRN |  | SOLE |  | 21600 | 0 | 349 |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 |  | 17273 | 16000 | PRN |  | SOLE |  | 0 | 0 | 16 |
| BIOPLUS ACQUISITION CORP | *W EXP 12/02/202 | G11217125 |  | 23000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| BIOPLUS ACQUISITION CORP | CLASS A ORD SHS | G11217117 | BBG011WZRG71 | 10280000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 |  | 30876880 | 26618 | SH |  | SOLE |  | 26084 | 0 | 534 |
| BLACK MOUNTAIN ACQ CORP | *W EXP 10/15/202 | 09216A116 |  | 6207 | 169125 | SH |  | SOLE |  | 169125 | 0 | 0 |
| BLACK MOUNTAIN ACQ CORP | CL A COM | 09216A108 | BBG012JCKW59 | 2300100 | 225500 | SH |  | SOLE |  | 225500 | 0 | 0 |
| BLACK SPADE ACQUISITION CO | *W EXP 07/16/202 | G11537118 |  | 18041 | 240549 | SH |  | SOLE |  | 240549 | 0 | 0 |
| BLACK SPADE ACQUISITION CO | SHS CL A | G11537100 | BBG011N5B5W0 | 4837450 | 481099 | SH |  | SOLE |  | 481099 | 0 | 0 |
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 |  | 26813520 | 24000000 | PRN |  | SOLE |  | 24000 | 0 | 0 |
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 |  | 42872000 | 50000000 | PRN |  | SOLE |  | 50000 | 0 | 0 |
| BLACKROCK INC | COM | 09247X101 | BBG001SDBP55 | 24353487 | 34367 | SH |  | SOLE |  | 34367 | 0 | 0 |
| BLACKSTONE INC | COM | 09260D107 | BBG001S7H949 | 4273344 | 57600 | SH |  | SOLE |  | 57600 | 0 | 0 |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 |  | 31672505 | 33207000 | PRN |  | SOLE |  | 33062 | 0 | 145 |
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 |  | 7619785 | 10003000 | PRN |  | SOLE |  | 10003 | 0 | 0 |
| BLOCK INC | NOTE 0.500% 5/1 | 852234AD5 |  | 67092484 | 64223000 | PRN |  | SOLE |  | 63781 | 0 | 442 |
| BLOCK INC | NOTE 5/0 | 852234AJ2 |  | 13830690 | 17000000 | PRN |  | SOLE |  | 17000 | 0 | 0 |
| BLOCKCHAIN COINVSTRS ACQ CRP | *W EXP 11/01/202 | G11765115 |  | 28562 | 377552 | SH |  | SOLE |  | 377552 | 0 | 0 |
| BLOCKCHAIN COINVSTRS ACQ CRP | CLASS A ORD | G11765107 | BBG012D9HKS7 | 7770020 | 755104 | SH |  | SOLE |  | 755104 | 0 | 0 |
| BLUE OCEAN ACQUISITION CORP | *W EXP 12/02/202 | G1330L121 |  | 42188 | 625000 | SH |  | SOLE |  | 625000 | 0 | 0 |
| BLUE OCEAN ACQUISITION CORP | CLASS A ORD SHS | G1330L105 | BBG014RKXDS1 | 12850000 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| BLUE WHALE ACQUISITION CORP | *W EXP 07/30/202 | G1330M129 |  | 2516 | 35283 | SH |  | SOLE |  | 35283 | 0 | 0 |
| BLUE WHALE ACQUISITION CORP | CLASS A ORD SHS | G1330M103 | BBG011RWNMX6 | 1381682 | 141132 | SH |  | SOLE |  | 141132 | 0 | 0 |
| BLUERIVER ACQUISITION CORP | *W EXP 01/04/202 | G1261Q115 |  | 530 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| BOEING CO | COM | 097023105 | BBG001S5P0V3 | 17184865 | 90214 | SH |  | SOLE |  | 90214 | 0 | 0 |
| BOOKING HOLDINGS INC | COM | 09857L108 | BBG001S89N72 | 36565240 | 18144 | SH |  | SOLE |  | 18144 | 0 | 0 |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 |  | 54686878 | 40696000 | PRN |  | SOLE |  | 40130 | 0 | 566 |
| BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 |  | 37079971 | 322940 | SH |  | SOLE |  | 320236 | 0 | 2704 |
| BOSTON SCIENTIFIC CORP | COM | 101137107 | BBG001S63L94 | 55924744 | 1208661 | SH |  | SOLE |  | 1204536 | 0 | 4125 |
| BOX INC | CL A | 10316T104 | BBG001T5R852 | 744132 | 23904 | SH |  | SOLE |  | 23904 | 0 | 0 |
| BOX INC | CL A | 10316T104 | BBG001T5R852 | 387973 | 12463 | SH |  | OTR | 2 | 12463 | 0 | 0 |
| BOX INC | NOTE 1/1 | 10316TAB0 |  | 32797500 | 25000000 | PRN |  | SOLE |  | 25000 | 0 | 0 |
| BP PLC | SPONSORED ADR | 055622104 | BBG001S5W4F5 | 16591750 | 475000 | SH |  | SOLE |  | 475000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 |  | 3878100 | 10000000 | PRN |  | SOLE |  | 10000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 |  | 4590800 | 10000000 | PRN |  | SOLE |  | 10000 | 0 | 0 |
| BRISTOL-MYERS SQUIBB CO | COM | 110122108 | BBG001S8N8J6 | 73891931 | 1026990 | SH |  | SOLE |  | 1023431 | 0 | 3559 |
| BROADCOM INC | COM | 11135F101 | BBG00KHY5SY8 | 104278304 | 186501 | SH |  | SOLE |  | 186484 | 0 | 17 |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 |  | 6159519 | 5326000 | PRN |  | SOLE |  | 5188 | 0 | 138 |
| BURTECH ACQUISITION CORP | *W EXP 12/18/202 | 123013112 |  | 6100 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| BURTECH ACQUISITION CORP | CLASS A COM | 123013104 | BBG0127JV7T4 | 10160000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| BYNORDIC ACQUISITION CORP | *W EXP 07/01/202 | 124420118 |  | 5000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| BYNORDIC ACQUISITION CORP | CLASS A COM | 124420100 | BBG011XR7422 | 5100000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| BYTE ACQUISITION CORP | *W EXP 03/18/202 | G1R25Q113 |  | 20000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| C5 ACQUISITION CORPORATION | *W EXP 12/31/202 | 12530D113 |  | 4500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| C5 ACQUISITION CORPORATION | CL A COM | 12530D105 | BBG0156KRYN7 | 3064500 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| CACTUS ACQUISITION CORP 1 LT | *W EXP 08/17/202 | G1745A124 |  | 3113 | 375000 | SH |  | SOLE |  | 375000 | 0 | 0 |
| CACTUS ACQUISITION CORP 1 LT | CLASS A ORD | G1745A108 | BBG011WY8GN7 | 7713750 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| CAESARS ENTERTAINMENT INC NE | COM | 12769G100 | BBG0074Q3NL5 | 17677670 | 424944 | SH |  | SOLE |  | 422566 | 0 | 2378 |
| CALIX INC | COM | 13100M509 | BBG001T633M8 | 1792182 | 26190 | SH |  | OTR | 2 | 26190 | 0 | 0 |
| CALIX INC | COM | 13100M509 | BBG001T633M8 | 3913443 | 57189 | SH |  | SOLE |  | 57189 | 0 | 0 |
| CALIX INC | COM | 13100M509 | BBG001T633M8 | 759847 | 11104 | SH |  | OTR | 1 | 11104 | 0 | 0 |
| CANADIAN PAC RY LTD | COM | 13645T100 | BBG001S7F4Z8 | 1026358 | 13760 | SH |  | SOLE |  | 13495 | 0 | 265 |
| CANNA GLOBAL ACQUISITION COR | *W EXP 11/30/202 | 13767K119 |  | 7000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| CARNIVAL CORP | COMMON STOCK | 143658300 | BBG001S5PL01 | 9307293 | 1154751 | SH |  | SOLE |  | 1154751 | 0 | 0 |
| CARNIVAL CORP | NOTE 5.750%10/0 | 143658BT8 |  | 23825225 | 21500000 | PRN |  | SOLE |  | 21500 | 0 | 0 |
| CARRIER GLOBAL CORPORATION | COM | 14448C104 | BBG00RP5HZM1 | 14520289 | 352007 | SH |  | SOLE |  | 352007 | 0 | 0 |
| CARTESIAN GROWTH CORP II | *W EXP 07/12/202 | G19305120 |  | 105700 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| CARTESIAN GROWTH CORP II | CLASS A ORD | G19305112 | BBG0149BBMQ7 | 15390000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| CARTICA ACQUISITION CORP | *W EXP 04/30/202 | G1995D117 |  | 9012 | 134701 | SH |  | SOLE |  | 134701 | 0 | 0 |
| CARTICA ACQUISITION CORP | CLASS A ORD SHS | G1995D109 | BBG013KBCH95 | 2788311 | 269402 | SH |  | SOLE |  | 269402 | 0 | 0 |
| CASCADIA ACQUISITION CORP | *W EXP 09/30/202 | 14739D118 |  | 1170 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| CASCADIA ACQUISITION CORP | CLASS A COM | 14739D100 | BBG012G25382 | 3036000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| CASEYS GEN STORES INC | COM | 147528103 | BBG001S5PHZ2 | 732951 | 3267 | SH |  | SOLE |  | 3267 | 0 | 0 |
| CATALYST PARTNRS ACQUISITN C | *W EXP 05/12/202 | G19550121 |  | 102 | 60000 | SH |  | SOLE |  | 60000 | 0 | 0 |
| CATALYST PARTNRS ACQUISITN C | CLASS A ORD SHS | G19550105 | BBG00ZMZ20P0 | 3024000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| CATERPILLAR INC | COM | 149123101 | BBG001S5PJ06 | 42110096 | 175781 | SH |  | SOLE |  | 175781 | 0 | 0 |
| CBIZ INC | COM | 124805102 | BBG001S8MB55 | 1601239 | 34178 | SH |  | SOLE |  | 34178 | 0 | 0 |
| CBIZ INC | COM | 124805102 | BBG001S8MB55 | 312162 | 6663 | SH |  | OTR | 1 | 6663 | 0 | 0 |
| CBIZ INC | COM | 124805102 | BBG001S8MB55 | 737513 | 15742 | SH |  | OTR | 2 | 15742 | 0 | 0 |
| CBOE GLOBAL MKTS INC | COM | 12503M108 | BBG001T71BP7 | 13563056 | 108098 | SH |  | SOLE |  | 108098 | 0 | 0 |
| CELANESE CORP DEL | COM | 150870103 | BBG001SJDDG5 | 13938890 | 136335 | SH |  | SOLE |  | 135648 | 0 | 687 |
| CELSIUS HLDGS INC | COM NEW | 15118V207 | BBG001SQSKT3 | 5173805 | 49729 | SH |  | SOLE |  | 49729 | 0 | 0 |
| CELSIUS HLDGS INC | COM NEW | 15118V207 | BBG001SQSKT3 | 991293 | 9528 | SH |  | OTR | 1 | 9528 | 0 | 0 |
| CELSIUS HLDGS INC | COM NEW | 15118V207 | BBG001SQSKT3 | 2342044 | 22511 | SH |  | OTR | 2 | 22511 | 0 | 0 |
| CENTENE CORP DEL | COM | 15135B101 | BBG001S6T7Q8 | 11778686 | 143625 | SH |  | SOLE |  | 143625 | 0 | 0 |
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 |  | 17582600 | 20000000 | PRN |  | SOLE |  | 20000 | 0 | 0 |
| CF ACQUISITION CORP VII | *W EXP 03/16/202 | 12521H115 |  | 11960 | 159466 | SH |  | SOLE |  | 159466 | 0 | 0 |
| CF ACQUISITION CORP VII | CLASS A COM | 12521H107 | BBG00ZDR6RS2 | 4879680 | 478400 | SH |  | SOLE |  | 478400 | 0 | 0 |
| CHAIN BRIDGE I | *W EXP 11/10/202 | G2061X110 |  | 73875 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| CHAIN BRIDGE I | CLASS A ORD | G2061X102 | BBG010G6RJ88 | 15420000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 |  | 14852560 | 293297 | SH |  | SOLE |  | 293297 | 0 | 0 |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 |  | 2488804 | 3009000 | PRN |  | SOLE |  | 3009 | 0 | 0 |
| CHEFS WHSE INC | COM | 163086101 | BBG001V11JN2 | 423155 | 12715 | SH |  | OTR | 2 | 12715 | 0 | 0 |
| CHEFS WHSE INC | COM | 163086101 | BBG001V11JN2 | 799718 | 24030 | SH |  | SOLE |  | 24030 | 0 | 0 |
| CHEGG INC | COM | 163092109 | BBG001TBCK85 | 2107847 | 83413 | SH |  | SOLE |  | 83413 | 0 | 0 |
| CHEGG INC | COM | 163092109 | BBG001TBCK85 | 975169 | 38590 | SH |  | OTR | 2 | 38590 | 0 | 0 |
| CHEGG INC | COM | 163092109 | BBG001TBCK85 | 413493 | 16363 | SH |  | OTR | 1 | 16363 | 0 | 0 |
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 |  | 12367387 | 13457000 | PRN |  | SOLE |  | 13457 | 0 | 0 |
| CHEGG INC | NOTE 9/0 | 163092AF6 |  | 26304680 | 33510000 | PRN |  | SOLE |  | 33190 | 0 | 320 |
| CHENGHE ACQUISITION CO | *W EXP 04/22/202 | G2086M123 |  | 21035 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| CHENGHE ACQUISITION CO | CLASS A ORD | G2086M107 | BBG016M1QVF5 | 7210000 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| CHESAPEAKE ENERGY CORP | COM | 165167735 | BBG00Z6DX607 | 1100449 | 11661 | SH |  | SOLE |  | 11661 | 0 | 0 |
| CHEVRON CORP NEW | COM | 166764100 | BBG001S67ZC5 | 130484563 | 726974 | SH |  | SOLE |  | 724033 | 0 | 2941 |
| CHIPOTLE MEXICAN GRILL INC | COM | 169656105 | BBG001SP50B3 | 23577618 | 16993 | SH |  | SOLE |  | 16781 | 0 | 212 |
| CHORD ENERGY CORPORATION | COM NEW | 674215207 | BBG00Y7BLJF2 | 987221 | 7216 | SH |  | OTR | 2 | 7216 | 0 | 0 |
| CHORD ENERGY CORPORATION | COM NEW | 674215207 | BBG00Y7BLJF2 | 419596 | 3067 | SH |  | OTR | 1 | 3067 | 0 | 0 |
| CHORD ENERGY CORPORATION | COM NEW | 674215207 | BBG00Y7BLJF2 | 2125754 | 15538 | SH |  | SOLE |  | 15538 | 0 | 0 |
| CHUBB LIMITED | COM | H1467J104 | BBG001S8S1L3 | 53166365 | 241008 | SH |  | SOLE |  | 240446 | 0 | 562 |
| CHURCH  DWIGHT CO INC | COM | 171340102 | BBG001S5PR99 | 9591461 | 118986 | SH |  | SOLE |  | 118986 | 0 | 0 |
| CIGNA CORP NEW | COM | 125523100 | BBG00KXRCDQ9 | 20250507 | 61117 | SH |  | SOLE |  | 61117 | 0 | 0 |
| CISCO SYS INC | COM | 17275R102 | BBG001S6HC62 | 67196363 | 1410503 | SH |  | SOLE |  | 1409935 | 0 | 568 |
| CITIGROUP INC | COM NEW | 172967424 | BBG001S72ZG4 | 26092644 | 576888 | SH |  | SOLE |  | 576888 | 0 | 0 |
| CLARIVATE PLC | 5.25% PFD CONV A | G21810208 |  | 6764307 | 178572 | SH |  | SOLE |  | 178572 | 0 | 0 |
| CLEARFIELD INC | COM | 18482P103 | BBG001S5NS35 | 599484 | 6368 | SH |  | OTR | 1 | 6368 | 0 | 0 |
| CLEARFIELD INC | COM | 18482P103 | BBG001S5NS35 | 1566019 | 16635 | SH |  | SOLE |  | 16635 | 0 | 0 |
| CLEARFIELD INC | COM | 18482P103 | BBG001S5NS35 | 1415112 | 15032 | SH |  | OTR | 2 | 15032 | 0 | 0 |
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 |  | 52652696 | 64084000 | PRN |  | SOLE |  | 63986 | 0 | 98 |
| CME GROUP INC | COM | 12572Q105 | BBG001S86547 | 8237990 | 48989 | SH |  | SOLE |  | 48989 | 0 | 0 |
| CMS ENERGY CORP | COM | 125896100 | BBG001S5PYJ3 | 10150912 | 160286 | SH |  | SOLE |  | 160286 | 0 | 0 |
| COCA COLA CO | COM | 191216100 | BBG001S5SMQ8 | 88765147 | 1395459 | SH |  | SOLE |  | 1391872 | 0 | 3587 |
| COGNIZANT TECHNOLOGY SOLUTIO | CL A | 192446102 | BBG001S5STN6 | 9098815 | 159098 | SH |  | SOLE |  | 159098 | 0 | 0 |
| COHERENT CORP | 6% CONV PFD A | 19247G206 |  | 7995000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 |  | 3806877 | 5817000 | PRN |  | SOLE |  | 5767 | 0 | 50 |
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 |  | 50442192 | 87932000 | PRN |  | SOLE |  | 87745 | 0 | 187 |
| COLGATE PALMOLIVE CO | COM | 194162103 | BBG001S5PVM5 | 14442759 | 183307 | SH |  | SOLE |  | 183307 | 0 | 0 |
| COLISEUM ACQUISITION CORP | *W EXP 08/22/202 | G2263T107 |  | 11917 | 166666 | SH |  | SOLE |  | 166666 | 0 | 0 |
| COLISEUM ACQUISITION CORP | CLASS A ORD SHS | G2263T123 | BBG00ZWXH3J9 | 5025000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 |  | 3556210 | 3500000 | PRN |  | SOLE |  | 3500 | 0 | 0 |
| COLOMBIER ACQUISITION CORP | *W EXP 99/99/999 | 19533H116 |  | 17200 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| COLOMBIER ACQUISITION CORP | CL A | 19533H108 | BBG00ZSKDKK6 | 5964000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| COMCAST CORP NEW | CL A | 20030N101 | BBG001S5PXL2 | 49929012 | 1427767 | SH |  | SOLE |  | 1427767 | 0 | 0 |
| COMPASS DIGITAL ACQUISITN CO | *W EXP 09/29/202 | G2476C123 |  | 10917 | 166666 | SH |  | SOLE |  | 166666 | 0 | 0 |
| COMPASS DIGITAL ACQUISITN CO | CLASS A ORD | G2476C107 | BBG012J859N6 | 5010000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| COMPUTE HEALTH ACQUISITIN CO | *W EXP 01/25/202 | 204833115 |  | 4215 | 37500 | SH |  | SOLE |  | 37500 | 0 | 0 |
| CONCORD ACQUISITION CORP II | *W EXP 99/99/999 | 20607U116 |  | 10007 | 92316 | SH |  | SOLE |  | 92316 | 0 | 0 |
| CONCORD ACQUISITION CORP II | COM CL A | 20607U108 | BBG00ZVTY6P6 | 2754268 | 276950 | SH |  | SOLE |  | 276950 | 0 | 0 |
| CONCORD ACQUISITION CORP III | *W EXP 99/99/999 | 20607V114 |  | 15300 | 225000 | SH |  | SOLE |  | 225000 | 0 | 0 |
| CONCORD ACQUISITION CORP III | COM CL A | 20607V106 | BBG00ZVLGBF3 | 4585500 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| CONFLUENT INC | CLASS A COM | 20717M103 | BBG007HWGYS3 | 255760 | 11500 | SH |  | SOLE |  | 11500 | 0 | 0 |
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 |  | 61538273 | 80689000 | PRN |  | SOLE |  | 80186 | 0 | 503 |
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 |  | 2318106 | 2037000 | PRN |  | SOLE |  | 2037 | 0 | 0 |
| CONOCOPHILLIPS | COM | 20825C104 | BBG001S5TZM2 | 46099414 | 390673 | SH |  | SOLE |  | 390673 | 0 | 0 |
| CONSILIUM ACQUISITN CORP I L | *W EXP 06/01/202 | G2365L119 |  | 11250 | 375000 | SH |  | SOLE |  | 375000 | 0 | 0 |
| CONSILIUM ACQUISITN CORP I L | CLASS A ORD SHS | G2365L101 | BBG0140F6BP8 | 7616250 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| CONSILIUM ACQUISITN CORP I L | RIGHT 07/01/2023 | G2365L127 | BBG015ST6523 | 52575 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| CONSOLIDATED EDISON INC | COM | 209115104 | BBG001S5QRL4 | 12790697 | 134201 | SH |  | SOLE |  | 134201 | 0 | 0 |
| CONSTELLATION ACQUISITN CORP | SHS CL A | G2R18K105 | BBG00YVVJ1D5 | 202200 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| CONSTELLATION BRANDS INC | CL A | 21036P108 | BBG001SD31G5 | 31851952 | 137441 | SH |  | SOLE |  | 136687 | 0 | 754 |
| CONSTELLATION ENERGY CORP | COM | 21037T109 | BBG014KFRPJ9 | 4239204 | 49173 | SH |  | SOLE |  | 49173 | 0 | 0 |
| CONYERS PARK III ACQSITN COR | *W EXP 08/12/202 | 21289P110 |  | 13920 | 93422 | SH |  | SOLE |  | 93422 | 0 | 0 |
| CONYERS PARK III ACQSITN COR | CLASS A COM | 21289P102 | BBG011PRC6C9 | 2771851 | 280268 | SH |  | SOLE |  | 280268 | 0 | 0 |
| CORAZON CAPITAL V838 MONOCER | *W EXP 03/24/202 | G24237128 |  | 2125 | 83333 | SH |  | SOLE |  | 83333 | 0 | 0 |
| CORAZON CAPITAL V838 MONOCER | CLASS A ORD SHS | G24237102 | BBG00Z92VP71 | 2525000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| CORNER GROWTH ACQUISITN CORP | *W EXP 04/09/202 | G2426E120 |  | 417 | 41666 | SH |  | SOLE |  | 41666 | 0 | 0 |
| CORTEVA INC | COM | 22052L104 | BBG00BN969D0 | 12185741 | 207311 | SH |  | SOLE |  | 207311 | 0 | 0 |
| COSTCO WHSL CORP NEW | COM | 22160K105 | BBG001S9KRQ7 | 53781635 | 117813 | SH |  | SOLE |  | 117562 | 0 | 251 |
| COSTCO WHSL CORP NEW | COM | 22160K105 | BBG001S9KRQ7 | 365200 | 800 | SH | Put | SOLE |  | 800 | 0 | 0 |
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 |  | 52820087 | 54604000 | PRN |  | SOLE |  | 54080 | 0 | 524 |
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 |  | 60771690 | 63000000 | PRN |  | SOLE |  | 63000 | 0 | 0 |
| COUPANG INC | CL A | 22266T109 | BBG00XMJRPR7 | 726674 | 49400 | SH |  | SOLE |  | 49400 | 0 | 0 |
| CRACKER BARREL OLD CTRY STOR | NOTE 0.625% 6/1 | 22410JAB2 |  | 6448950 | 7500000 | PRN |  | SOLE |  | 7500 | 0 | 0 |
| CREDICORP LTD | COM | G2519Y108 | BBG001S8L8P1 | 637195 | 4697 | SH |  | SOLE |  | 4599 | 0 | 98 |
| CRESCERA CAP ACQUISITION COR | *W EXP 11/18/202 | G26507114 |  | 22575 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| CRESCERA CAP ACQUISITION COR | CLASS A ORD SHS | G26507106 | BBG0112C93P4 | 15330000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| CROCS INC | COM | 227046109 | BBG001SDGFR8 | 396203 | 3654 | SH |  | OTR | 1 | 3654 | 0 | 0 |
| CROCS INC | COM | 227046109 | BBG001SDGFR8 | 941172 | 8680 | SH |  | OTR | 2 | 8680 | 0 | 0 |
| CROCS INC | COM | 227046109 | BBG001SDGFR8 | 2002052 | 18464 | SH |  | SOLE |  | 18464 | 0 | 0 |
| CROWN CASTLE INC | COM | 22822V101 | BBG001S7W5T3 | 10742145 | 79196 | SH |  | SOLE |  | 79196 | 0 | 0 |
| CSX CORP | COM | 126408103 | BBG001S5Q7Q3 | 81197279 | 2620958 | SH |  | SOLE |  | 2613761 | 0 | 7197 |
| CUMULUS MEDIA INC | COM CL A | 231082801 | BBG00L2X8YN0 | 173203 | 27891 | SH |  | SOLE |  | 27891 | 0 | 0 |
| CURTISS WRIGHT CORP | COM | 231561101 | BBG001S5QBK0 | 582795 | 3490 | SH |  | OTR | 2 | 3490 | 0 | 0 |
| CURTISS WRIGHT CORP | COM | 231561101 | BBG001S5QBK0 | 247980 | 1485 | SH |  | OTR | 1 | 1485 | 0 | 0 |
| CURTISS WRIGHT CORP | COM | 231561101 | BBG001S5QBK0 | 1317050 | 7887 | SH |  | SOLE |  | 7887 | 0 | 0 |
| CUTERA INC | COM | 232109108 | BBG001S668S9 | 399041 | 9024 | SH |  | OTR | 2 | 9024 | 0 | 0 |
| CUTERA INC | COM | 232109108 | BBG001S668S9 | 833237 | 18843 | SH |  | SOLE |  | 18843 | 0 | 0 |
| CVS HEALTH CORP | COM | 126650100 | BBG001S5QBD8 | 27876763 | 299139 | SH |  | SOLE |  | 298750 | 0 | 389 |
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 |  | 83351818 | 78308000 | PRN |  | SOLE |  | 77267 | 0 | 1041 |
| CYBERARK SOFTWARE LTD | SHS | M2682V108 | BBG006Q52QW1 | 638786 | 4927 | SH |  | OTR | 2 | 4927 | 0 | 0 |
| CYBERARK SOFTWARE LTD | SHS | M2682V108 | BBG006Q52QW1 | 3607511 | 27825 | SH |  | SOLE |  | 27825 | 0 | 0 |
| CYBERARK SOFTWARE LTD | SHS | M2682V108 | BBG006Q52QW1 | 270191 | 2084 | SH |  | OTR | 1 | 2084 | 0 | 0 |
| D AND Z MEDIA ACQUISITION CO | *W EXP 01/27/202 | 23305Q114 |  | 3427 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| D R HORTON INC | COM | 23331A109 | BBG001S8M692 | 17540167 | 196771 | SH |  | SOLE |  | 196771 | 0 | 0 |
| DANAHER CORPORATION | 5% CONV PFD B | 235851409 |  | 32949243 | 24289 | SH |  | SOLE |  | 24046 | 0 | 243 |
| DANAHER CORPORATION | COM | 235851102 | BBG001S5QGT0 | 94910211 | 357585 | SH |  | SOLE |  | 355819 | 0 | 1766 |
| DARDEN RESTAURANTS INC | COM | 237194105 | BBG001S5QM08 | 8949398 | 64696 | SH |  | SOLE |  | 64696 | 0 | 0 |
| DATADOG INC | CL A COM | 23804L103 | BBG003NJHZW5 | 282608 | 3845 | SH |  | SOLE |  | 3845 | 0 | 0 |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 |  | 64591849 | 59002000 | PRN |  | SOLE |  | 58456 | 0 | 546 |
| DECARBONIZATION PLUS ACQUISI | *W EXP 07/15/202 | G2773W111 |  | 254000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| DECARBONIZATION PLUS ACQUISI | COM CL A | G2773W103 | BBG00ZWX88Q0 | 8172000 | 800000 | SH |  | SOLE |  | 800000 | 0 | 0 |
| DECKERS OUTDOOR CORP | COM | 243537107 | BBG001S7GXB9 | 2872755 | 7197 | SH |  | SOLE |  | 7197 | 0 | 0 |
| DEERE  CO | COM | 244199105 | BBG001S5QFF7 | 27321445 | 63722 | SH |  | SOLE |  | 63713 | 0 | 9 |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | BBG001SPT759 | 17745879 | 540045 | SH |  | SOLE |  | 540045 | 0 | 0 |
| DENALI CAPITAL ACQUISITN COR | UNIT 03/28/2027 | G6256B122 | BBG015Q8SKD2 | 3580500 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| DEXCOM INC | COM | 252131107 | BBG001SKZG99 | 30446386 | 268866 | SH |  | SOLE |  | 266105 | 0 | 2761 |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 |  | 92107257 | 84437000 | PRN |  | SOLE |  | 83214 | 0 | 1223 |
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 |  | 41366740 | 15006000 | PRN |  | SOLE |  | 15000 | 0 | 6 |
| DHC ACQUISITION CORP | *W EXP 02/25/202 | G2758T117 |  | 2500 | 166666 | SH |  | SOLE |  | 166666 | 0 | 0 |
| DIAMONDBACK ENERGY INC | COM | 25278X109 | BBG002PHSZN7 | 911502 | 6664 | SH |  | SOLE |  | 6664 | 0 | 0 |
| DIAMONDHEAD HOLDINGS CORP | *W EXP 01/28/202 | 25278L113 |  | 2625 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| DIAMONDHEAD HOLDINGS CORP | CL A | 25278L105 | BBG00YVW5GW4 | 1006000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 |  | 85811109 | 22900000 | PRN |  | SOLE |  | 22900 | 0 | 0 |
| DIGI INTL INC | COM | 253798102 | BBG001S5Z4V4 | 261552 | 7156 | SH |  | OTR | 1 | 7156 | 0 | 0 |
| DIGI INTL INC | COM | 253798102 | BBG001S5Z4V4 | 616964 | 16880 | SH |  | OTR | 2 | 16880 | 0 | 0 |
| DIGI INTL INC | COM | 253798102 | BBG001S5Z4V4 | 344045 | 9413 | SH |  | SOLE |  | 9413 | 0 | 0 |
| DIGITAL RLTY TR INC | COM | 253868103 | BBG001SM0K30 | 9343560 | 93184 | SH |  | SOLE |  | 93184 | 0 | 0 |
| DIGITAL TRANSFORMATN OPT COR | *W EXP 03/31/202 | 25401K115 |  | 10031 | 156250 | SH |  | SOLE |  | 156250 | 0 | 0 |
| DIGITAL TRANSFORMATN OPT COR | CLASS A COM | 25401K107 | BBG00ZCLLZ47 | 6278125 | 625000 | SH |  | SOLE |  | 625000 | 0 | 0 |
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 |  | 69095223 | 91368000 | PRN |  | SOLE |  | 90953 | 0 | 415 |
| DIODES INC | COM | 254543101 | BBG001SCJ937 | 520265 | 6833 | SH |  | SOLE |  | 6833 | 0 | 0 |
| DIODES INC | COM | 254543101 | BBG001SCJ937 | 266642 | 3502 | SH |  | OTR | 2 | 3502 | 0 | 0 |
| DISCOVER FINL SVCS | COM | 254709108 | BBG001SS0KV6 | 23402990 | 239221 | SH |  | SOLE |  | 239221 | 0 | 0 |
| DISH NETWORK CORPORATION | CL A | 25470M109 | BBG001S7TPQ6 | 6733640 | 479604 | SH |  | SOLE |  | 479604 | 0 | 0 |
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 |  | 29233574 | 45560000 | PRN |  | SOLE |  | 45170 | 0 | 390 |
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 |  | 5269794 | 5828000 | PRN |  | SOLE |  | 5828 | 0 | 0 |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 |  | 9136659 | 14513000 | PRN |  | SOLE |  | 14513 | 0 | 0 |
| DISNEY WALT CO | COM | 254687106 | BBG001S5QHF3 | 55947592 | 643964 | SH |  | SOLE |  | 643854 | 0 | 110 |
| DISRUPTIVE ACQUISITION CORP | *W EXP 03/06/202 | G2770Y128 |  | 4417 | 166666 | SH |  | SOLE |  | 166666 | 0 | 0 |
| DOCUSIGN INC | COM | 256163106 | BBG001T535D5 | 8119030 | 146500 | SH | Call | SOLE |  | 146500 | 0 | 0 |
| DOLLAR GEN CORP NEW | COM | 256677105 | BBG001T5BM30 | 13819058 | 56118 | SH |  | SOLE |  | 56118 | 0 | 0 |
| DOLLAR TREE INC | COM | 256746108 | BBG001S6ZGL6 | 8605068 | 60839 | SH |  | SOLE |  | 59807 | 0 | 1032 |
| DOMINION ENERGY INC | COM | 25746U109 | BBG001S5QCP3 | 9726946 | 158626 | SH |  | SOLE |  | 158626 | 0 | 0 |
| DOUBLEVERIFY HLDGS INC | COM | 25862V105 | BBG00ZNRRKL0 | 341917 | 15570 | SH |  | SOLE |  | 15570 | 0 | 0 |
| DOW INC | COM | 260557103 | BBG00BN96931 | 10446351 | 207310 | SH |  | SOLE |  | 207310 | 0 | 0 |
| DP CAP ACQUISITION CORP I | *W EXP 11/08/202 | G2R05B126 |  | 22500 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| DP CAP ACQUISITION CORP I | CLASS A ORD | G2R05B100 | BBG0135S4TG0 | 15390000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 |  | 76223459 | 122597000 | PRN |  | SOLE |  | 121963 | 0 | 634 |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 |  | 29408300 | 32787000 | PRN |  | SOLE |  | 32647 | 0 | 140 |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 |  | 20938970 | 23000000 | PRN |  | SOLE |  | 23000 | 0 | 0 |
| DTE ENERGY CO | COM | 233331107 | BBG001S5QN88 | 41349992 | 351825 | SH |  | SOLE |  | 351825 | 0 | 0 |
| DTRT HEALTH ACQUISITION CORP | *W EXP 08/31/202 | 23344T111 |  | 44985 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| DUKE ENERGY CORP NEW | COM NEW | 26441C204 | BBG001S5QNR7 | 22698481 | 220395 | SH |  | SOLE |  | 220324 | 0 | 71 |
| DUPONT DE NEMOURS INC | COM | 26614N102 | BBG00BN961H3 | 12811986 | 186682 | SH |  | SOLE |  | 186682 | 0 | 0 |
| DXC TECHNOLOGY CO | COM | 23355L106 | BBG00FN64XV6 | 212000 | 8000 | SH | Put | SOLE |  | 8000 | 0 | 0 |
| E L F BEAUTY INC | COM | 26856L103 | BBG00DQ6VYQ2 | 3813433 | 68959 | SH |  | SOLE |  | 68959 | 0 | 0 |
| E L F BEAUTY INC | COM | 26856L103 | BBG00DQ6VYQ2 | 748098 | 13528 | SH |  | OTR | 1 | 13528 | 0 | 0 |
| E L F BEAUTY INC | COM | 26856L103 | BBG00DQ6VYQ2 | 1755886 | 31752 | SH |  | OTR | 2 | 31752 | 0 | 0 |
| EATON CORP PLC | SHS | G29183103 | BBG001S5QZ45 | 14650184 | 93343 | SH |  | SOLE |  | 93343 | 0 | 0 |
| EBAY INC. | COM | 278642103 | BBG001S9B9J5 | 7642962 | 184301 | SH |  | SOLE |  | 184301 | 0 | 0 |
| ECARX HOLDINGS INC | *W EXP 12/20/202 | G29201111 |  | 2453 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| EDIFY ACQUISITION CORP | *W EXP 11/25/202 | 28059Q111 |  | 1505 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| EDISON INTL | COM | 281020107 | BBG001S7MY75 | 6702940 | 105359 | SH |  | SOLE |  | 105359 | 0 | 0 |
| EDWARDS LIFESCIENCES CORP | COM | 28176E108 | BBG001SF2288 | 16055550 | 215193 | SH |  | SOLE |  | 213349 | 0 | 1844 |
| EG ACQUISITION CORP | *W EXP 05/28/202 | 26846A118 |  | 14475 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| EG ACQUISITION CORP | COM CL A | 26846A100 | BBG00ZXXLVV7 | 2243250 | 225000 | SH |  | SOLE |  | 225000 | 0 | 0 |
| ELEVANCE HEALTH INC | COM | 036752103 | BBG001S6KBQ8 | 12104553 | 23597 | SH |  | SOLE |  | 23597 | 0 | 0 |
| ELEVANCE HEALTH INC | NOTE 2.750%10/1 | 94973VBG1 |  | 1866014 | 255000 | PRN |  | SOLE |  | 255 | 0 | 0 |
| EMCOR GROUP INC | COM | 29084Q100 | BBG001S5QVG1 | 1532939 | 10350 | SH |  | SOLE |  | 9650 | 0 | 700 |
| EMCOR GROUP INC | COM | 29084Q100 | BBG001S5QVG1 | 5109795 | 34500 | SH | Call | SOLE |  | 34500 | 0 | 0 |
| EMERGING MARKETS HORIZON COR | *W EXP 11/16/202 | G3033X121 |  | 10251 | 372761 | SH |  | SOLE |  | 372761 | 0 | 0 |
| EMERGING MARKETS HORIZON COR | CLASS A ORD SHS | G3033X105 | BBG012120WD3 | 7645328 | 745522 | SH |  | SOLE |  | 745522 | 0 | 0 |
| EMERSON ELEC CO | COM | 291011104 | BBG001S5QVT7 | 23765532 | 247403 | SH |  | SOLE |  | 247403 | 0 | 0 |
| ENERGEM CORP | *W EXP 11/15/202 | G30449121 |  | 9875 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| ENERGY TRANSFER L P | COM UT LTD PTN | 29273V100 | BBG001SDHNW4 | 3228937 | 272025 | SH |  | SOLE |  | 272025 | 0 | 0 |
| ENPHASE ENERGY INC | COM | 29355A107 | BBG001V28NC6 | 10666760 | 40258 | SH |  | SOLE |  | 40258 | 0 | 0 |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 |  | 57412520 | 48848000 | PRN |  | SOLE |  | 48478 | 0 | 370 |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 |  | 66332044 | 58676000 | PRN |  | SOLE |  | 58072 | 0 | 604 |
| ENPHYS ACQUISITION CORP | *W EXP 99/99/999 | G3167L117 |  | 50000 | 625000 | SH |  | SOLE |  | 625000 | 0 | 0 |
| ENPHYS ACQUISITION CORP | CL A ORD SHS | G3167L109 | BBG011VF9PP6 | 12537500 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| ENTERGY CORP NEW | COM | 29364G103 | BBG001S67KF5 | 11039850 | 98132 | SH |  | SOLE |  | 98132 | 0 | 0 |
| ENTERPRISE 4.0 TEC ACQSTN CO | *W EXP 10/21/202 | G3137C114 |  | 11250 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| ENTERPRISE 4.0 TEC ACQSTN CO | CLASS A ORD SHS | G3137C106 | BBG013NC99M7 | 12348000 | 1200000 | SH |  | SOLE |  | 1200000 | 0 | 0 |
| ENTERPRISE PRODS PARTNERS L | COM | 293792107 | BBG001S9P0Z1 | 3712550 | 153920 | SH |  | SOLE |  | 153920 | 0 | 0 |
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 |  | 5447100 | 6000000 | PRN |  | SOLE |  | 6000 | 0 | 0 |
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 |  | 35118717 | 20818000 | PRN |  | SOLE |  | 20809 | 0 | 9 |
| EOG RES INC | COM | 26875P101 | BBG001S5ZB93 | 11740858 | 90649 | SH |  | SOLE |  | 90649 | 0 | 0 |
| EOG RES INC | COM | 26875P101 | BBG001S5ZB93 | 2590400 | 20000 | SH | Call | SOLE |  | 20000 | 0 | 0 |
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 |  | 24412797 | 10478000 | PRN |  | SOLE |  | 10397 | 0 | 81 |
| EQUINIX INC | COM | 29444U700 | BBG001SKBNS9 | 10770003 | 16442 | SH |  | SOLE |  | 16442 | 0 | 0 |
| ESGEN ACQUISITION CORP | *W EXP 10/18/202 | G3R95N111 |  | 4436 | 87500 | SH |  | SOLE |  | 87500 | 0 | 0 |
| ESGEN ACQUISITION CORP | SHS CL A | G3R95N103 | BBG012QS1JX5 | 1809500 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| ESM ACQUISITION CORPORATION | *W EXP 02/02/202 | G3195H112 |  | 15507 | 133333 | SH |  | SOLE |  | 133333 | 0 | 0 |
| ETSY INC | COM | 29786A106 | BBG001T53625 | 1822333 | 15214 | SH |  | SOLE |  | 15214 | 0 | 0 |
| ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 |  | 41930060 | 41768000 | PRN |  | SOLE |  | 41183 | 0 | 585 |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 |  | 54218753 | 35091000 | PRN |  | SOLE |  | 34969 | 0 | 122 |
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 |  | 51739200 | 60000000 | PRN |  | SOLE |  | 60000 | 0 | 0 |
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 |  | 2196982 | 2299000 | PRN |  | SOLE |  | 2299 | 0 | 0 |
| EUROPEAN BIOTECH ACQUTN CORP | *W EXP 03/06/202 | G3167F128 |  | 8333 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| EVE MOBILITY ACQUISITION COR | *W EXP 12/31/202 | G3218G117 |  | 29125 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| EVE MOBILITY ACQUISITION COR | CL A ORD SHS | G3218G109 | BBG014VV1871 | 10300000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| EVENTBRITE INC | NOTE 0.750% 9/1 | 29975EAD1 |  | 1352999 | 1953000 | PRN |  | SOLE |  | 1953 | 0 | 0 |
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 |  | 2311600 | 2500000 | PRN |  | SOLE |  | 2500 | 0 | 0 |
| EVERBRIDGE INC | NOTE 3/1 | 29978AAE4 |  | 6812640 | 8000000 | PRN |  | SOLE |  | 8000 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | *W EXP 99/99/999 | 29978K110 |  | 9438 | 625000 | SH |  | SOLE |  | 625000 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | CL A COM | 29978K102 | BBG014FP37G2 | 12787500 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| EVERGREEN CORPORATION | *W EXP 02/08/202 | G3312W117 |  | 6250 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| EVERGREEN CORPORATION | CLASS A ORD SHS | G3312W109 | BBG016GBM4F4 | 5140000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 |  | 5399550 | 5000000 | PRN |  | SOLE |  | 5000 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 |  | 18489885 | 22299000 | PRN |  | SOLE |  | 22051 | 0 | 248 |
| EXCELFIN ACQUISITION CORP | *W EXP 10/25/202 | 30069X110 |  | 15000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| EXCELFIN ACQUISITION CORP | COM CL A | 30069X102 | BBG012TVXTM0 | 10230000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| EXELON CORP | COM | 30161N101 | BBG001SBJMT2 | 6377246 | 147519 | SH |  | SOLE |  | 147519 | 0 | 0 |
| EXLSERVICE HOLDINGS INC | COM | 302081104 | BBG001SKWX40 | 276679 | 1633 | SH |  | OTR | 1 | 1633 | 0 | 0 |
| EXLSERVICE HOLDINGS INC | COM | 302081104 | BBG001SKWX40 | 652475 | 3851 | SH |  | OTR | 2 | 3851 | 0 | 0 |
| EXLSERVICE HOLDINGS INC | COM | 302081104 | BBG001SKWX40 | 1245988 | 7354 | SH |  | SOLE |  | 7354 | 0 | 0 |
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 |  | 2737277 | 3125000 | PRN |  | SOLE |  | 3125 | 0 | 0 |
| EXTREME NETWORKS | COM | 30226D106 | BBG001S6ZV24 | 786726 | 42967 | SH |  | OTR | 2 | 42967 | 0 | 0 |
| EXTREME NETWORKS | COM | 30226D106 | BBG001S6ZV24 | 333150 | 18195 | SH |  | OTR | 1 | 18195 | 0 | 0 |
| EXTREME NETWORKS | COM | 30226D106 | BBG001S6ZV24 | 1708103 | 93288 | SH |  | SOLE |  | 93288 | 0 | 0 |
| EXXON MOBIL CORP | COM | 30231G102 | BBG001S69V32 | 100957590 | 915300 | SH |  | SOLE |  | 915300 | 0 | 0 |
| FACTSET RESH SYS INC | COM | 303075105 | BBG001S5XRL6 | 741035 | 1847 | SH |  | SOLE |  | 1847 | 0 | 0 |
| FARFETCH LTD | NOTE 3.750% 5/0 | 30744WAD9 |  | 17059185 | 23171000 | PRN |  | SOLE |  | 23052 | 0 | 119 |
| FAST ACQUISITION CORP II | *W EXP 03/16/202 | 311874119 |  | 6700 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| FAST ACQUISITION CORP II | CL A | 311874101 | BBG00ZK02PR2 | 400400 | 40000 | SH |  | SOLE |  | 40000 | 0 | 0 |
| FASTLY INC | NOTE 3/1 | 31188VAB6 |  | 44430276 | 60931000 | PRN |  | SOLE |  | 60638 | 0 | 293 |
| FEDERAL RLTY INVT TR NEW | SH BEN INT NEW | 313745101 | BBG001S5RC36 | 5586401 | 55289 | SH |  | SOLE |  | 55289 | 0 | 0 |
| FERGUSON PLC NEW | SHS | G3421J106 | BBG00NZ6VPK5 | 948974 | 7474 | SH |  | SOLE |  | 7298 | 0 | 176 |
| FIDELITY NATL INFORMATION SV | COM | 31620M106 | BBG001S8SWQ0 | 3997044 | 58910 | SH |  | SOLE |  | 58910 | 0 | 0 |
| FINNOVATE ACQUISITION CORP | *W EXP 09/30/202 | G3R34K111 |  | 2774 | 183737 | SH |  | SOLE |  | 183737 | 0 | 0 |
| FINNOVATE ACQUISITION CORP | CLASS A ORD SHS | G3R34K103 | BBG01396HWX4 | 2517200 | 244983 | SH |  | SOLE |  | 244983 | 0 | 0 |
| FINTECH ECOSYSTEM DEVE | *W EXP 04/01/202 | 318136116 |  | 4256 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| FINTECH ECOSYSTEM DEVE | CLASS A COM | 318136108 | BBG0110XD972 | 1537500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| FINTECH ECOSYSTEM DEVE | RIGHT 04/01/2026 | 318136124 | BBG0110XF0D2 | 21000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| FIRST WATCH RESTAURANT GROUP | COM | 33748L101 | BBG012F6M198 | 553566 | 40914 | SH |  | SOLE |  | 40914 | 0 | 0 |
| FIRST WATCH RESTAURANT GROUP | COM | 33748L101 | BBG012F6M198 | 318347 | 23529 | SH |  | OTR | 2 | 23529 | 0 | 0 |
| FIRSTENERGY CORP | COM | 337932107 | BBG001S5R3N4 | 9316677 | 222143 | SH |  | SOLE |  | 222143 | 0 | 0 |
| FISERV INC | COM | 337738108 | BBG001S5R6Q4 | 14607344 | 144527 | SH |  | SOLE |  | 144527 | 0 | 0 |
| FIVE BELOW INC | COM | 33829M101 | BBG001TCDMY9 | 1666469 | 9422 | SH |  | SOLE |  | 9422 | 0 | 0 |
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 |  | 38560962 | 41915000 | PRN |  | SOLE |  | 41503 | 0 | 412 |
| FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 |  | 24322200 | 30000000 | PRN |  | SOLE |  | 30000 | 0 | 0 |
| FLEX LTD | ORD | Y2573F102 | BBG001SC5SP6 | 568690 | 26500 | SH |  | SOLE |  | 26500 | 0 | 0 |
| FOCUS IMPACT ACQUISITION COR | *W EXP 10/28/202 | 34417L117 |  | 26290 | 525800 | SH |  | SOLE |  | 525800 | 0 | 0 |
| FOCUS IMPACT ACQUISITION COR | CLASS A COM | 34417L109 | BBG010WX5503 | 10705288 | 1051600 | SH |  | SOLE |  | 1051600 | 0 | 0 |
| FORBION EUROPEAN ACQUSTN COR | *W EXP 12/10/202 | G3619H110 |  | 36175 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| FORBION EUROPEAN ACQUSTN COR | CLASS A ORD SHS | G3619H102 | BBG013QQHCT0 | 7758750 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| FORD MTR CO DEL | COM | 345370860 | BBG001S5TZ33 | 10943132 | 940940 | SH |  | SOLE |  | 940940 | 0 | 0 |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 |  | 103417872 | 109230000 | PRN |  | SOLE |  | 108605 | 0 | 625 |
| FORGEROCK INC | CL A | 34631B101 | BBG006NSMS49 | 12258275 | 538352 | SH |  | SOLE |  | 538352 | 0 | 0 |
| FORUM MERGER IV CORP | *W EXP 03/15/202 | 349875112 |  | 2500 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| FORUM MERGER IV CORP | CLASS A COM | 349875104 | BBG00ZCX6K78 | 5025000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| FOX CORP | CL A COM | 35137L105 | BBG00JHNJX06 | 5557953 | 183008 | SH |  | SOLE |  | 183008 | 0 | 0 |
| FREEDOM ACQUISITION I CORP | *W EXP 03/02/202 | G3663X128 |  | 8496 | 42500 | SH |  | SOLE |  | 42500 | 0 | 0 |
| FREEPORT-MCMORAN INC | CL B | 35671D857 | BBG001S5R3F3 | 37749884 | 993418 | SH |  | SOLE |  | 989943 | 0 | 3475 |
| FRONTIER ACQUISITION CORP | *W EXP 03/15/202 | G36826124 |  | 394 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| FRONTIER INVESTMENT CORP | *W EXP 06/29/202 | G36816125 |  | 15840 | 266666 | SH |  | SOLE |  | 266666 | 0 | 0 |
| FRONTIER INVESTMENT CORP | CLASS A ORD SHS | G36816109 | BBG011FRSJL5 | 8048000 | 800000 | SH |  | SOLE |  | 800000 | 0 | 0 |
| FTAC EMERALD ACQUISITION COR | CLASS A COM | 29103K100 | BBG0142PTS63 | 172344 | 17200 | SH |  | SOLE |  | 17200 | 0 | 0 |
| FTAC HERA ACQUISITION CORP | *W EXP 02/28/202 | G3728Y111 |  | 3125 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| FTAC ZEUS ACQUISITION COR | *W EXP 04/15/202 | 30320F114 |  | 1250 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| FTAC ZEUS ACQUISITION COR | CLASS A COM | 30320F106 | BBG00ZL7DSJ7 | 1010000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 |  | 17778713 | 11250000 | PRN |  | SOLE |  | 11250 | 0 | 0 |
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 |  | 2348100 | 5000000 | PRN |  | SOLE |  | 5000 | 0 | 0 |
| FUTURE HEALTH ESG CORP | *W EXP 99/99/999 | 36118W110 |  | 12370 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| FUTURETECH II ACQUISITION CO | *W EXP 12/23/202 | 36119D111 |  | 10000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| FUTURETECH II ACQUISITION CO | CLASS A COM | 36119D103 | BBG0149PS3F2 | 5165000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| GALATA ACQUISITION CORP | *W EXP 99/99/999 | G3R23A116 |  | 7120 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| GALATA ACQUISITION CORP | SHS CL A | G3R23A108 | BBG00ZXBPJW7 | 2045000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| GALLAGHER ARTHUR J  CO | COM | 363576109 | BBG001S5NKC2 | 20503536 | 108749 | SH |  | SOLE |  | 108749 | 0 | 0 |
| GAMES  ESPORTS EXPRNC ACQ C | *W EXP 12/01/202 | G3731J127 |  | 25000 | 625000 | SH |  | SOLE |  | 625000 | 0 | 0 |
| GAMES  ESPORTS EXPRNC ACQ C | CLASS A ORD SHS | G3731J119 | BBG014RL1QB3 | 12887500 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| GARTNER INC | COM | 366651107 | BBG001S5SD60 | 18059458 | 53726 | SH |  | SOLE |  | 53726 | 0 | 0 |
| GENERAC HLDGS INC | COM | 368736104 | BBG001T5VGH6 | 6792235 | 67477 | SH |  | SOLE |  | 67477 | 0 | 0 |
| GENERAL DYNAMICS CORP | COM | 369550108 | BBG001S5RHP1 | 13491229 | 54376 | SH |  | SOLE |  | 54376 | 0 | 0 |
| GENERAL ELECTRIC CO | COM NEW | 369604301 | BBG001S5PVD5 | 30982107 | 369759 | SH |  | SOLE |  | 369759 | 0 | 0 |
| GENERAL MLS INC | COM | 370334104 | BBG001S5RKR2 | 25886340 | 308722 | SH |  | SOLE |  | 306122 | 0 | 2600 |
| GENERAL MTRS CO | COM | 37045V100 | BBG001SM1DK6 | 20073930 | 596728 | SH |  | SOLE |  | 596728 | 0 | 0 |
| GENERATION ASIA I ACQUISITIO | *W EXP 99/99/999 | G38258128 |  | 42500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| GENERATION ASIA I ACQUISITIO | CL A ORD SHS | G38258102 | BBG01386JXN2 | 5060000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| GENESIS GRWT TECH ACQUSTN CO | *W EXP 99/99/999 | G3R23D128 |  | 101925 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| GENESIS GRWT TECH ACQUSTN CO | CLASS A ORD SHS | G3R23D102 | BBG0146N9RG7 | 10340000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| GIGCAPITAL 5 INC | *W EXP 03/28/202 | 37519U117 |  | 14875 | 425000 | SH |  | SOLE |  | 425000 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 | BBG001S6Y1X7 | 37933939 | 441863 | SH |  | SOLE |  | 441499 | 0 | 364 |
| GLOBAL PMTS INC | COM | 37940X102 | BBG001SGS2Z8 | 8136294 | 81920 | SH |  | SOLE |  | 81920 | 0 | 0 |
| GLOBAL SYSTEMS DYNAMICS INC | *W EXP 04/01/202 | 37653T116 |  | 10000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| GLOBAL SYSTEMS DYNAMICS INC | CLASS A COM | 37653T108 | BBG00Z83X7C2 | 4132000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| GLOBAL TECHNOLGY ACQSTN CORP | *W EXP 10/19/202 | G3934N115 |  | 750 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| GLOBAL TECHNOLGY ACQSTN CORP | CLASS A ORD | G3934N107 | BBG011RT8KP3 | 514000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| GOGREEN INVESTMENTS CORP | *W EXP 05/31/202 | G9461B119 |  | 165000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| GOGREEN INVESTMENTS CORP | ORD SHS CL A | G9461B101 | BBG011FRFHH8 | 10380000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| GOLAR LNG LTD | SHS | G9456A100 | BBG001SHSF05 | 587936 | 25798 | SH |  | SOLE |  | 25798 | 0 | 0 |
| GOLAR LNG LTD | SHS | G9456A100 | BBG001SHSF05 | 257162 | 11284 | SH |  | OTR | 2 | 11284 | 0 | 0 |
| GOLDEN ARROW MERGER CORP | *W EXP 07/31/202 | 380799114 |  | 1064 | 126666 | SH |  | SOLE |  | 126666 | 0 | 0 |
| GOLDEN ARROW MERGER CORP | CLASS A COM | 380799106 | BBG00ZGY4FF6 | 3805700 | 380000 | SH |  | SOLE |  | 380000 | 0 | 0 |
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | BBG001SC07Z6 | 67138688 | 195523 | SH |  | SOLE |  | 194918 | 0 | 605 |
| GRAND CANYON ED INC | COM | 38526M106 | BBG001T01JZ4 | 412285 | 3902 | SH |  | OTR | 2 | 3902 | 0 | 0 |
| GRAND CANYON ED INC | COM | 38526M106 | BBG001T01JZ4 | 1229460 | 11636 | SH |  | SOLE |  | 11636 | 0 | 0 |
| GREEN VISOR FIN TEC ACQ CORP | *W EXP 10/27/202 | G4166K126 |  | 625 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| GREEN VISOR FIN TEC ACQ CORP | CLASS A ORD | G4166K100 | BBG0149J39W1 | 1037000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 |  | 5890896 | 6600000 | PRN |  | SOLE |  | 6600 | 0 | 0 |
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 |  | 3828045 | 6500000 | PRN |  | SOLE |  | 6500 | 0 | 0 |
| GROVE COLLABORATIVE HOLD INC | *W EXP 06/16/202 | 39957D110 |  | 2000 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| GSR II METEORA ACQUISITN COR | *W EXP 02/24/202 | 36263W121 |  | 63900 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| GSR II METEORA ACQUISITN COR | CLASS A COM | 36263W105 | BBG014C512J9 | 10145000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| GSR II METEORA ACQUISITN COR | RIGHT 02/24/2027 | 36263W113 | BBG016RV0TY6 | 58125 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 |  | 15926700 | 15000000 | PRN |  | SOLE |  | 15000 | 0 | 0 |
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 |  | 18602800 | 20000000 | PRN |  | SOLE |  | 20000 | 0 | 0 |
| GX ACQUISITION CORP II | *W EXP 03/17/202 | 36260F113 |  | 147585 | 177835 | SH |  | SOLE |  | 177835 | 0 | 0 |
| GX ACQUISITION CORP II | CLASS A COM | 36260F105 | BBG00ZGDX5Y1 | 5340395 | 533506 | SH |  | SOLE |  | 533506 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 |  | 6963047 | 8359000 | PRN |  | SOLE |  | 8270 | 0 | 89 |
| HALOZYME THERAPEUTICS INC | COM | 40637H109 | BBG001SGX585 | 636711 | 11190 | SH |  | SOLE |  | 11190 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | COM | 40637H109 | BBG001SGX585 | 407632 | 7164 | SH |  | OTR | 2 | 7164 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 |  | 5780861 | 5930000 | PRN |  | SOLE |  | 5841 | 0 | 89 |
| HARMONIC INC | COM | 413160102 | BBG001S73CC8 | 525860 | 40142 | SH |  | OTR | 1 | 40142 | 0 | 0 |
| HARMONIC INC | COM | 413160102 | BBG001S73CC8 | 1240505 | 94695 | SH |  | OTR | 2 | 94695 | 0 | 0 |
| HARMONIC INC | COM | 413160102 | BBG001S73CC8 | 2566827 | 195941 | SH |  | SOLE |  | 195941 | 0 | 0 |
| HARMONY BIOSCIENCES HLDGS IN | COM | 413197104 | BBG00WBPG548 | 746936 | 13556 | SH |  | OTR | 2 | 13556 | 0 | 0 |
| HARMONY BIOSCIENCES HLDGS IN | COM | 413197104 | BBG00WBPG548 | 1632117 | 29621 | SH |  | SOLE |  | 29621 | 0 | 0 |
| HARMONY BIOSCIENCES HLDGS IN | COM | 413197104 | BBG00WBPG548 | 318203 | 5775 | SH |  | OTR | 1 | 5775 | 0 | 0 |
| HAWKS ACQUISITION CORP | CL A | 42032P108 | BBG011ZVWGT7 | 4997500 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| HCA HEALTHCARE INC | COM | 40412C101 | BBG001T8NTY2 | 14819450 | 61758 | SH |  | SOLE |  | 61758 | 0 | 0 |
| HCM ACQUISITION CO | *W EXP 01/20/202 | G4365A127 |  | 10188 | 625000 | SH |  | SOLE |  | 625000 | 0 | 0 |
| HCM ACQUISITION CO | CLASS A ORD SHS | G4365A101 | BBG00ZHQPH29 | 12825000 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| HDFC BANK LTD | SPONSORED ADS | 40415F101 | BBG001SJB7J7 | 8962463 | 131011 | SH |  | SOLE |  | 125674 | 0 | 5337 |
| HEALTHCARE AI ACQUISITION CO | *W EXP 99/99/999 | G4373K117 |  | 29000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| HEALTHCARE AI ACQUISITION CO | CLASS A ORD SHS | G4373K109 | BBG013NT8NQ6 | 10275000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| HEALTHWELL ACQUISITION CORP | *W EXP 08/05/202 | 42227R117 |  | 13403 | 256033 | SH |  | SOLE |  | 256033 | 0 | 0 |
| HEALTHWELL ACQUISITION CORP | CLASS A COM | 42227R109 | BBG00ZGFZ823 | 5095057 | 512066 | SH |  | SOLE |  | 512066 | 0 | 0 |
| HEARTLAND MEDIA ACQUISITION | *W EXP 99/99/999 | 42237V116 |  | 19600 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| HEARTLAND MEDIA ACQUISITION | CL A COM | 42237V108 | BBG015VQ6BB2 | 10170000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| HELMERICH  PAYNE INC | COM | 423452101 | BBG001S5RZP1 | 6183858 | 124750 | SH |  | SOLE |  | 121800 | 0 | 2950 |
| HENRY JACK  ASSOC INC | COM | 426281101 | BBG001S5SHB5 | 9587683 | 54612 | SH |  | SOLE |  | 54612 | 0 | 0 |
| HERBALIFE NUTRITION LTD | NOTE 2.625% 3/1 | 42703MAD5 |  | 13902600 | 15000000 | PRN |  | SOLE |  | 15000 | 0 | 0 |
| HESS CORP | COM | 42809H107 | BBG001S5NHS2 | 46245658 | 326087 | SH |  | SOLE |  | 325371 | 0 | 716 |
| HOME DEPOT INC | COM | 437076102 | BBG001S5RTW7 | 95006582 | 300787 | SH |  | SOLE |  | 299992 | 0 | 795 |
| HOME PLATE ACQUISITION CORP | CL A COM | 43734R103 | BBG012F0LLS7 | 137025 | 13540 | SH |  | SOLE |  | 13540 | 0 | 0 |
| HONEYWELL INTL INC | COM | 438516106 | BBG001S5X1N1 | 87259746 | 407185 | SH |  | SOLE |  | 405857 | 0 | 1328 |
| HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 |  | 4918100 | 5000000 | PRN |  | SOLE |  | 5000 | 0 | 0 |
| HORIZON THERAPEUTICS PUB L | SHS | G46188101 | BBG001T9M4T2 | 6436300 | 56558 | SH |  | SOLE |  | 56558 | 0 | 0 |
| HOSTESS BRANDS INC | CL A | 44109J106 | BBG00B6KGPB9 | 390456 | 17400 | SH |  | SOLE |  | 17400 | 0 | 0 |
| HP INC | COM | 40434L105 | BBG001S6W7N7 | 8319140 | 309607 | SH |  | SOLE |  | 309607 | 0 | 0 |
| HUMANA INC | COM | 444859102 | BBG001S5S1X6 | 52466695 | 102436 | SH |  | SOLE |  | 101726 | 0 | 710 |
| HUNT J B TRANS SVCS INC | COM | 445658107 | BBG001S5SFY4 | 16331429 | 93665 | SH |  | SOLE |  | 93665 | 0 | 0 |
| HUNTINGTON BANCSHARES INC | COM | 446150104 | BBG001S5RSZ6 | 28091233 | 1992286 | SH |  | SOLE |  | 1983339 | 0 | 8947 |
| HURON CONSULTING GROUP INC | COM | 447462102 | BBG001SLSXM3 | 267967 | 3691 | SH |  | OTR | 2 | 3691 | 0 | 0 |
| HURON CONSULTING GROUP INC | COM | 447462102 | BBG001SLSXM3 | 608315 | 8379 | SH |  | SOLE |  | 8379 | 0 | 0 |
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 |  | 2230875 | 2500000 | PRN |  | SOLE |  | 2500 | 0 | 0 |
| IAA INC | COM | 449253103 | BBG00K7ZQ6X2 | 7000000 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| IBERE PHARMACEUTICALS | *W EXP 03/01/202 | G46843119 |  | 1356 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| IBEX LTD | SHS NEW | G4690M101 | BBG00W0LQ7N3 | 320789 | 12909 | SH |  | OTR | 2 | 12909 | 0 | 0 |
| ICICI BANK LIMITED | ADR | 45104G104 | BBG001SCD3Z1 | 2831034 | 129330 | SH |  | SOLE |  | 129330 | 0 | 0 |
| ICONIC SPORTS ACQUISITION CO | *W EXP 10/12/202 | G4712C115 |  | 13440 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ICONIC SPORTS ACQUISITION CO | CL A ORD SHS | G4712C107 | BBG013NC55P6 | 2068000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ILLINOIS TOOL WKS INC | COM | 452308109 | BBG001S5SDX0 | 17089993 | 77576 | SH |  | SOLE |  | 77576 | 0 | 0 |
| ILLUMINA INC | NOTE 8/1 | 452327AK5 |  | 38104542 | 39352000 | PRN |  | SOLE |  | 39352 | 0 | 0 |
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 |  | 6041400 | 5000000 | PRN |  | SOLE |  | 5000 | 0 | 0 |
| INDEPENDENCE HOLDINGS CORP | *W EXP 03/31/202 | G4761A127 |  | 122 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| INDUSTRIAL TECH ACQSTNS II I | *W EXP 03/31/202 | 45635R116 |  | 30000 | 375000 | SH |  | SOLE |  | 375000 | 0 | 0 |
| INDUSTRIAL TECH ACQSTNS II I | CLASS A COM | 45635R108 | BBG01018YCT4 | 7635000 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| INFINERA CORP | DEBT 3.750% 8/0 | 45667GAF0 |  | 7454760 | 6000000 | PRN |  | SOLE |  | 6000 | 0 | 0 |
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 |  | 14758050 | 15000000 | PRN |  | SOLE |  | 15000 | 0 | 0 |
| INFINITE ACQUISITION CORP | *W EXP 11/23/202 | G48028123 |  | 49500 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| INFINITE ACQUISITION CORP | CL A ORD SHS | G48028107 | BBG014C9P2N0 | 15375000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| INFINT ACQUISITION CORP | *W EXP 99/99/999 | G47862126 |  | 35058 | 438223 | SH |  | SOLE |  | 438223 | 0 | 0 |
| INFINT ACQUISITION CORP | CL A ORD SHS | G47862100 | BBG011KCRG57 | 9079991 | 876447 | SH |  | SOLE |  | 876447 | 0 | 0 |
| INFLECTION POINT ACQUSTN COR | *W EXP 09/21/202 | G47874113 |  | 131000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| INFLECTION POINT ACQUSTN COR | CLASS A ORD | G47874121 | BBG00ZMYYP19 | 10020000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| INFOSYS LTD | SPONSORED ADR | 456788108 | BBG001S6ZLV4 | 534195 | 29661 | SH |  | SOLE |  | 29661 | 0 | 0 |
| INMODE LTD | SHS | M5425M103 | BBG00PPS74F3 | 332867 | 9324 | SH |  | SOLE |  | 9324 | 0 | 0 |
| INNOVATIVE INTL ACQUSITIN CO | *W EXP 07/01/202 | G4809M125 |  | 6750 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| INNOVATIVE INTL ACQUSITIN CO | CLASS A ORD | G4809M109 | BBG012VJ0W52 | 4120000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 |  | 19009344 | 18562000 | PRN |  | SOLE |  | 18512 | 0 | 50 |
| INSIGHT ACQUISITION CORP | *W EXP 08/26/202 | 45784L118 |  | 1995 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| INSIGHT ACQUISITION CORP | COM CL A | 45784L100 | BBG0123NSWT8 | 7056000 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 |  | 19559670 | 13000000 | PRN |  | SOLE |  | 13000 | 0 | 0 |
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 |  | 21312125 | 25831000 | PRN |  | SOLE |  | 25592 | 0 | 239 |
| INSPIRE MED SYS INC | COM | 457730109 | BBG00209SZK5 | 462452 | 1836 | SH |  | OTR | 1 | 1836 | 0 | 0 |
| INSPIRE MED SYS INC | COM | 457730109 | BBG00209SZK5 | 1091144 | 4332 | SH |  | OTR | 2 | 4332 | 0 | 0 |
| INSPIRE MED SYS INC | COM | 457730109 | BBG00209SZK5 | 2266164 | 8997 | SH |  | SOLE |  | 8997 | 0 | 0 |
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 |  | 60674856 | 42874000 | PRN |  | SOLE |  | 42734 | 0 | 140 |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 |  | 35402460 | 36377000 | PRN |  | SOLE |  | 35961 | 0 | 416 |
| INTEGRAL ACQUISITION CORP 1 | *W EXP 05/31/202 | 45827K119 |  | 5063 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| INTEGRAL ACQUISITION CORP 1 | CLASS A COM | 45827K101 | BBG01424F4N9 | 2528750 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| INTEGRATED WELLNESS ACQ CORP | *W EXP 10/31/202 | G4828B118 |  | 7707 | 154135 | SH |  | SOLE |  | 154135 | 0 | 0 |
| INTEGRATED WELLNESS ACQ CORP | ORD SHS CL A | G4828B100 | BBG013BWN3Z9 | 3182888 | 308270 | SH |  | SOLE |  | 308270 | 0 | 0 |
| INTEL CORP | COM | 458140100 | BBG001S5SF65 | 11971706 | 452959 | SH |  | SOLE |  | 452959 | 0 | 0 |
| INTELLIGENT MEDI ACQSITN COR | *W EXP 11/05/202 | 45828D114 |  | 6563 | 625000 | SH |  | SOLE |  | 625000 | 0 | 0 |
| INTELLIGENT MEDI ACQSITN COR | CLASS A COM | 45828D106 | BBG012YF1KF1 | 12850000 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| INTERCEPT PHARMACEUTICALS IN | NOTE 2.000% 5/1 | 45845PAB4 |  | 3784450 | 5000000 | PRN |  | SOLE |  | 5000 | 0 | 0 |
| INTERNATIONAL BUSINESS MACHS | COM | 459200101 | BBG001S5S399 | 20720551 | 147069 | SH |  | SOLE |  | 147069 | 0 | 0 |
| INTERNATIONAL FLAVORS | COM | 459506101 | BBG001S5S5F7 | 5091974 | 48569 | SH |  | SOLE |  | 48569 | 0 | 0 |
| INTERNATIONAL MNY EXPRESS IN | COM | 46005L101 | BBG00G6D5NH5 | 483842 | 19854 | SH |  | OTR | 1 | 19854 | 0 | 0 |
| INTERNATIONAL MNY EXPRESS IN | COM | 46005L101 | BBG00G6D5NH5 | 607154 | 24914 | SH |  | SOLE |  | 24914 | 0 | 0 |
| INTERNATIONAL MNY EXPRESS IN | COM | 46005L101 | BBG00G6D5NH5 | 1139151 | 46744 | SH |  | OTR | 2 | 46744 | 0 | 0 |
| INTUIT | COM | 461202103 | BBG001S6TWR2 | 43828507 | 112606 | SH |  | SOLE |  | 112333 | 0 | 273 |
| INTUITIVE SURGICAL INC | COM NEW | 46120E602 | BBG001S7XR78 | 27412247 | 103306 | SH |  | SOLE |  | 103306 | 0 | 0 |
| INVESCO EXCH TRADED FD TR II | SR LN ETF | 46138G508 | BBG001V0MBC0 | 941608 | 45865 | SH |  | SOLE |  | 45865 | 0 | 0 |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | BBG001S9GN63 | 3806473 | 14295 | SH |  | SOLE |  | 14295 | 0 | 0 |
| INVESTCORP EUROPE ACQUISITIO | *W EXP 12/15/202 | G4923T113 |  | 21525 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| INVESTCORP EUROPE ACQUISITIO | CLASS A ORD SHS | G4923T105 | BBG013QQG945 | 15450000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| INVITATION HOMES INC | COM | 46187W107 | BBG00FQH6CJ7 | 7220778 | 243616 | SH |  | SOLE |  | 242472 | 0 | 1144 |
| IONIS PHARMACEUTICALS INC | COM | 462222100 | BBG001SB7RD1 | 265372 | 7026 | SH |  | SOLE |  | 7026 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 |  | 10220449 | 11243000 | PRN |  | SOLE |  | 11243 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 |  | 16017726 | 17251000 | PRN |  | SOLE |  | 17014 | 0 | 237 |
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 |  | 11261246 | 13845000 | PRN |  | SOLE |  | 13845 | 0 | 0 |
| IQIYI INC | NOTE 4.000%12/1 | 46267XAE8 |  | 13950347 | 22510000 | PRN |  | SOLE |  | 22510 | 0 | 0 |
| IQVIA HLDGS INC | COM | 46266C105 | BBG00333FZ54 | 22660219 | 110597 | SH |  | SOLE |  | 109850 | 0 | 747 |
| IRADIMED CORP | COM | 46266A109 | BBG006NM92Y1 | 358067 | 12657 | SH |  | OTR | 2 | 12657 | 0 | 0 |
| IROBOT CORP | COM | 462726100 | BBG001SPB1K4 | 26168425 | 543703 | SH |  | SOLE |  | 543703 | 0 | 0 |
| IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 |  | 8121900 | 7500000 | PRN |  | SOLE |  | 7500 | 0 | 0 |
| IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 |  | 10437460 | 9500000 | PRN |  | SOLE |  | 9500 | 0 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | BBG001SMDNB1 | 38696854 | 1367380 | SH |  | SOLE |  | 1367380 | 0 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | BBG001SMDNB1 | 14277350 | 504500 | SH | Call | SOLE |  | 504500 | 0 | 0 |
| ISHARES TR | CONV BD ETF | 46435G102 | BBG009BKDMM6 | 226472 | 3260 | SH |  | SOLE |  | 3260 | 0 | 0 |
| ISHARES TR | CORE HIGH DV ETF | 46429B663 | BBG001V0XLT8 | 1792824 | 17199 | SH |  | SOLE |  | 10108 | 0 | 7091 |
| ISHARES TR | CORE S SCP ETF | 464287804 | BBG001SFC7W9 | 230827 | 2439 | SH |  | SOLE |  | 2249 | 0 | 190 |
| ISHARES TR | CORE S ETF | 464287200 | BBG001SFB7R6 | 6772369 | 17627 | SH |  | SOLE |  | 5717 | 0 | 11910 |
| ISHARES TR | CORE US AGGBD ET | 464287226 | BBG001SM1QT8 | 1038472 | 10707 | SH |  | SOLE |  | 2917 | 0 | 7790 |
| ISHARES TR | ISHS 5-10YR INVT | 464288638 | BBG001SSD849 | 481881 | 9733 | SH |  | SOLE |  | 2732 | 0 | 7001 |
| ISHARES TR | MSCI ACWI EX US | 464288240 | BBG001S56R18 | 1203521 | 26451 | SH |  | SOLE |  | 10540 | 0 | 15911 |
| ISHARES TR | MSCI EAFE ETF | 464287465 | BBG001SG09V7 | 30850800 | 470000 | SH | Put | SOLE |  | 470000 | 0 | 0 |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | BBG001SK77D5 | 77126500 | 2035000 | SH | Call | SOLE |  | 2035000 | 0 | 0 |
| ISHARES TR | MSCI SAUDI ARBIA | 46434V423 | BBG00B0943B2 | 231978 | 6150 | SH |  | SOLE |  | 6150 | 0 | 0 |
| ISHARES TR | NATIONAL MUN ETF | 464288414 | BBG001SZV978 | 2807676 | 26608 | SH |  | SOLE |  | 12025 | 0 | 14583 |
| ISHARES TR | RUS 1000 ETF | 464287622 | BBG001S562W9 | 1398063 | 6641 | SH |  | SOLE |  | 5578 | 0 | 1063 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | BBG001SFC7Y7 | 13425720 | 77000 | SH | Call | SOLE |  | 77000 | 0 | 0 |
| ISHARES TR | SHORT TREAS BD | 464288679 | BBG001SSD803 | 276119 | 2512 | SH |  | SOLE |  | 2163 | 0 | 349 |
| ITAU UNIBANCO HLDG S A | SPON ADR REP PFD | 465562106 | BBG001S65TL1 | 1833763 | 389334 | SH |  | SOLE |  | 382551 | 0 | 6783 |
| ITIQUIRA ACQUISITION CORP | *W EXP 02/03/202 | G49773115 |  | 891 | 110000 | SH |  | SOLE |  | 110000 | 0 | 0 |
| ITRON INC | NOTE 3/1 | 465741AN6 |  | 12394500 | 15000000 | PRN |  | SOLE |  | 15000 | 0 | 0 |
| IX ACQUISITION CORP | *W EXP 07/31/202 | G5000D111 |  | 3775 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| IX ACQUISITION CORP | CLASS A ORD SHS | G5000D103 | BBG012LRQMM0 | 5060000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| JACK CREEK INVESTMENT CORP | *W EXP 10/01/202 | G4989X123 |  | 5253 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| JACKSON ACQUISITION CO | *W EXP 99/99/999 | 46653C114 |  | 3431 | 375000 | SH |  | SOLE |  | 375000 | 0 | 0 |
| JACKSON ACQUISITION CO | COM CL A | 46653C106 | BBG00ZXPYVT3 | 7608750 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 |  | 12451050 | 15000000 | PRN |  | SOLE |  | 15000 | 0 | 0 |
| JATT ACQUISITION CORP | *W EXP 07/19/202 | G50752123 |  | 30000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| JAWS HURRICANE ACQUISITN COR | *W EXP 03/26/202 | 47201B111 |  | 4013 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| JAWS HURRICANE ACQUISITN COR | CLASS A COM | 47201B103 | BBG00ZHCPYY8 | 1000000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| JAWS JUGGERNAUT ACQUISITN CO | *W EXP 06/17/202 | G50735110 |  | 1570 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| JAWS JUGGERNAUT ACQUISITN CO | CLASS A ORD SHS | G50735102 | BBG00Z92X467 | 1005000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 |  | 2844 | 43750 | SH |  | SOLE |  | 43750 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 |  | 90285230 | 75519000 | PRN |  | SOLE |  | 74939 | 0 | 580 |
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | BBG001SNW8K1 | 7059982 | 44316 | SH |  | SOLE |  | 43569 | 0 | 747 |
| JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 477839AB0 |  | 51723428 | 59863000 | PRN |  | SOLE |  | 59422 | 0 | 441 |
| JOHNSON  JOHNSON | COM | 478160104 | BBG001S5SHQ9 | 132671923 | 751044 | SH |  | SOLE |  | 751044 | 0 | 0 |
| JOHNSON CTLS INTL PLC | SHS | G51502105 | BBG001S5WZ84 | 13632064 | 213001 | SH |  | SOLE |  | 213001 | 0 | 0 |
| JOYY INC | NOTE 0.750% 6/1 | 98426TAD8 |  | 9611400 | 10000000 | PRN |  | SOLE |  | 10000 | 0 | 0 |
| JOYY INC | NOTE 1.375% 6/1 | 98426TAF3 |  | 8906100 | 10000000 | PRN |  | SOLE |  | 10000 | 0 | 0 |
| JPMORGAN CHASE  CO | COM | 46625H100 | BBG001S8CRC3 | 121300557 | 904553 | SH |  | SOLE |  | 903253 | 0 | 1300 |
| JPMORGAN CHASE  CO | COM | 46625H100 | BBG001S8CRC3 | 6906150 | 51500 | SH | Put | SOLE |  | 51500 | 0 | 0 |
| JUNIPER II CORP | *W EXP 99/99/999 | 48203N111 |  | 28595 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| JUNIPER II CORP | CL A COM | 48203N103 | BBG00ZXZ1KQ4 | 3559500 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| KELLOGG CO | COM | 487836108 | BBG001S5SJL0 | 10527847 | 147780 | SH |  | SOLE |  | 147780 | 0 | 0 |
| KENSINGTON CAPITAL ACQUISITI | *W EXP 99/99/999 | G5251K129 |  | 37766 | 222150 | SH |  | SOLE |  | 222150 | 0 | 0 |
| KENSINGTON CAPITAL ACQUISITI | SHS CL A | G5251K103 | BBG011WGWC58 | 3019759 | 296200 | SH |  | SOLE |  | 296200 | 0 | 0 |
| KERNEL GROUP HOLDINGS INC | *W EXP 02/02/202 | G5259L129 |  | 138 | 25060 | SH |  | SOLE |  | 25060 | 0 | 0 |
| KEYARCH ACQUISITION CORP | *W EXP 01/24/202 | G5260A112 |  | 7500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| KEYARCH ACQUISITION CORP | ORD SHS CL A | G5260A104 | BBG015QML863 | 5055000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| KEYARCH ACQUISITION CORP | RIGHT 01/24/2027 | G5260A120 | BBG015QMR9Z3 | 36250 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| KEYCORP | COM | 493267108 | BBG001S5SKV6 | 8817046 | 506145 | SH |  | SOLE |  | 506145 | 0 | 0 |
| KIMBELL TIGER ACQUISITION CO | *W EXP 09/15/202 | 49436K114 |  | 30000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| KIMBELL TIGER ACQUISITION CO | COM CL A | 49436K106 | BBG011ZVTZM6 | 4116000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| KIMBERLY-CLARK CORP | COM | 494368103 | BBG001S5SLZ0 | 14951641 | 110141 | SH |  | SOLE |  | 110141 | 0 | 0 |
| KINDER MORGAN INC DEL | COM | 49456B101 | BBG001TG2YZ5 | 11342832 | 627369 | SH |  | SOLE |  | 627369 | 0 | 0 |
| KINSALE CAP GROUP INC | COM | 49714P108 | BBG00D8JDB02 | 1169517 | 4472 | SH |  | SOLE |  | 4472 | 0 | 0 |
| KINSALE CAP GROUP INC | COM | 49714P108 | BBG00D8JDB02 | 247659 | 947 | SH |  | OTR | 1 | 947 | 0 | 0 |
| KINSALE CAP GROUP INC | COM | 49714P108 | BBG00D8JDB02 | 585020 | 2237 | SH |  | OTR | 2 | 2237 | 0 | 0 |
| KISMET ACQUISITION TWO CORP | *W EXP 06/30/202 | G52807115 |  | 1075 | 166666 | SH |  | SOLE |  | 166666 | 0 | 0 |
| KKR  CO INC | 6% MCONV PFD C | 48251W401 |  | 31066827 | 542652 | SH |  | SOLE |  | 539247 | 0 | 3405 |
| KNIGHTSWAN ACQUISITION CORP | *W EXP 99/99/999 | 499103117 |  | 22550 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| KNIGHTSWAN ACQUISITION CORP | CL A COM | 499103109 | BBG0148P1RY8 | 10685000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| KRAFT HEINZ CO | COM | 500754106 | BBG005CPNTR1 | 10369610 | 254719 | SH |  | SOLE |  | 254719 | 0 | 0 |
| KROGER CO | COM | 501044101 | BBG001S5SN40 | 11769477 | 264008 | SH |  | SOLE |  | 264008 | 0 | 0 |
| L CATTERTON ASIA ACQUISITION | *W EXP 03/08/202 | G5346G117 |  | 1477 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| L3HARRIS TECHNOLOGIES INC | COM | 502431109 | BBG001S5S0N9 | 34523300 | 165810 | SH |  | SOLE |  | 165401 | 0 | 409 |
| LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | BBG001S7RX54 | 13083033 | 55559 | SH |  | SOLE |  | 55559 | 0 | 0 |
| LAM RESEARCH CORP | COM | 512807108 | BBG001S5SW40 | 12240817 | 29124 | SH |  | SOLE |  | 29124 | 0 | 0 |
| LAM RESEARCH CORP | COM | 512807108 | BBG001S5SW40 | 4623300 | 11000 | SH | Put | SOLE |  | 11000 | 0 | 0 |
| LAMF GLOBAL VENTURES CORP I | *W EXP 11/05/202 | G5338L124 |  | 60000 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| LAMF GLOBAL VENTURES CORP I | CLASS A ORD | G5338L108 | BBG012W6BRL0 | 15375000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| LANVIN GROUP HOLDINGS LIMITE | *W EXP 99/99/999 | G5380J118 |  | 10500 | 35000 | SH |  | SOLE |  | 35000 | 0 | 0 |
| LAS VEGAS SANDS CORP | COM | 517834107 | BBG001SJCGP9 | 23692309 | 492871 | SH |  | SOLE |  | 489087 | 0 | 3784 |
| LATAMGROWTH SPAC | *W EXP 01/20/202 | G5380L121 |  | 25000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| LATAMGROWTH SPAC | CLASS A ORD SHS | G5380L105 | BBG013RTC5W9 | 5145000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| LAUDER ESTEE COS INC | CL A | 518439104 | BBG001S8L5H6 | 32807089 | 132228 | SH |  | SOLE |  | 131805 | 0 | 423 |
| LAVA MEDTECH ACQUISITION COR | *W EXP 10/21/202 | 519345110 |  | 64 | 12500 | SH |  | SOLE |  | 12500 | 0 | 0 |
| LAVA MEDTECH ACQUISITION COR | CLASS A COM | 519345102 | BBG013B719K1 | 257000 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| LEARN CW INVESTMENT COR | *W EXP 10/08/202 | G54157113 |  | 24729 | 412500 | SH |  | SOLE |  | 412500 | 0 | 0 |
| LEARN CW INVESTMENT COR | CL A ORD SHS | G54157105 | BBG00ZVV8Q76 | 8353125 | 825000 | SH |  | SOLE |  | 825000 | 0 | 0 |
| LEGATO MERGER CORP II | *W EXP 09/01/202 | 52473Y112 |  | 329250 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 |  | 21978 | 30000 | PRN |  | SOLE |  | 0 | 0 | 30 |
| LEONARDO DRS INC | COM | 52661A108 | BBG00ZSB4TT8 | 215381 | 16853 | SH |  | OTR | 1 | 16853 | 0 | 0 |
| LEONARDO DRS INC | COM | 52661A108 | BBG00ZSB4TT8 | 1169779 | 91532 | SH |  | SOLE |  | 91532 | 0 | 0 |
| LEONARDO DRS INC | COM | 52661A108 | BBG00ZSB4TT8 | 511392 | 40015 | SH |  | OTR | 2 | 40015 | 0 | 0 |
| LEVERE HOLDINGS CORP | *W EXP 03/09/202 | G5462L122 |  | 1525 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| LF CAPITAL ACQUISITION CORP | *W EXP 02/19/202 | 50202D110 |  | 4813 | 275000 | SH |  | SOLE |  | 275000 | 0 | 0 |
| LF CAPITAL ACQUISITION CORP | CLASS A COM | 50202D102 | BBG013CY3JP2 | 5643000 | 550000 | SH |  | SOLE |  | 550000 | 0 | 0 |
| LHC GROUP INC | COM | 50187A107 | BBG001SH4TR2 | 15871652 | 98161 | SH |  | SOLE |  | 98161 | 0 | 0 |
| LI AUTO INC | NOTE 0.250% 5/0 | 50202MAB8 |  | 10118400 | 10000000 | PRN |  | SOLE |  | 10000 | 0 | 0 |
| LIBERTY ENERGY INC | COM CL A | 53115L104 | BBG00GK831C5 | 480684 | 30024 | SH |  | OTR | 2 | 30024 | 0 | 0 |
| LIBERTY ENERGY INC | COM CL A | 53115L104 | BBG00GK831C5 | 204256 | 12758 | SH |  | OTR | 1 | 12758 | 0 | 0 |
| LIBERTY ENERGY INC | COM CL A | 53115L104 | BBG00GK831C5 | 1092058 | 68211 | SH |  | SOLE |  | 68211 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 |  | 36934097 | 29723000 | PRN |  | SOLE |  | 29311 | 0 | 412 |
| LIBERTY RES ACQUISITION CORP | *W EXP 10/31/202 | 53118A113 |  | 14813 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| LIBERTY RES ACQUISITION CORP | CLASS A COM | 53118A105 | BBG012F73SZ9 | 1531500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| LIGAND PHARMACEUTICALS INC | COM NEW | 53220K504 | BBG001S8CH99 | 322978 | 4835 | SH |  | OTR | 2 | 4835 | 0 | 0 |
| LIGAND PHARMACEUTICALS INC | COM NEW | 53220K504 | BBG001S8CH99 | 740612 | 11087 | SH |  | SOLE |  | 11087 | 0 | 0 |
| LIGHT  WONDER INC | COM | 80874P109 | BBG00JR5MM40 | 699039 | 11929 | SH |  | SOLE |  | 11929 | 0 | 0 |
| LIGHT  WONDER INC | COM | 80874P109 | BBG00JR5MM40 | 307474 | 5247 | SH |  | OTR | 2 | 5247 | 0 | 0 |
| LILLY ELI  CO | COM | 532457108 | BBG001S5STL8 | 164245697 | 448955 | SH |  | SOLE |  | 446436 | 0 | 2519 |
| LILLY ELI  CO | COM | 532457108 | BBG001S5STL8 | 8450904 | 23100 | SH | Put | SOLE |  | 23100 | 0 | 0 |
| LINDE PLC | SHS | G5494J103 | BBG00GVR8YR8 | 114377300 | 350657 | SH |  | SOLE |  | 349607 | 0 | 1050 |
| LIONHEART III CORP | *W EXP 11/09/202 | 536262116 |  | 3795 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| LIONHEART III CORP | CLASS A COM | 536262108 | BBG00ZSMXDK6 | 2051000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| LITHIUM AMERS CORP NEW | NOTE 1.750% 1/1 | 53680QAA6 |  | 26302751 | 32920000 | PRN |  | SOLE |  | 32469 | 0 | 451 |
| LIV CAPITAL ACQUISITN CORP I | *W EXP 02/07/202 | G5510R113 |  | 29063 | 375000 | SH |  | SOLE |  | 375000 | 0 | 0 |
| LIV CAPITAL ACQUISITN CORP I | CLASS A ORD SHS | G5510R105 | BBG014FPV4N0 | 5130000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 |  | 17131814 | 17238000 | PRN |  | SOLE |  | 17238 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 |  | 2172421 | 2034000 | PRN |  | SOLE |  | 2034 | 0 | 0 |
| LIVE OAK CRESTVIEW CLIMATE A | CL A COM | 538086109 | BBG00ZL6MKG9 | 207836 | 20888 | SH |  | SOLE |  | 20888 | 0 | 0 |
| LIVE OAK MOBILITY ACQUISI CO | *W EXP 03/04/202 | 538126111 |  | 2800 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 |  | 15008949 | 20842000 | PRN |  | SOLE |  | 20767 | 0 | 75 |
| LIVONGO HEALTH INC | NOTE 0.875% 6/0 | 539183AA1 |  | 6352668 | 7250000 | PRN |  | SOLE |  | 7250 | 0 | 0 |
| LOCKHEED MARTIN CORP | COM | 539830109 | BBG001S7PS57 | 21652697 | 44508 | SH |  | SOLE |  | 44508 | 0 | 0 |
| LOWES COS INC | COM | 548661107 | BBG001S5SVL3 | 60324692 | 302774 | SH |  | SOLE |  | 302774 | 0 | 0 |
| LULULEMON ATHLETICA INC | COM | 550021109 | BBG001STBM75 | 12458297 | 38886 | SH |  | SOLE |  | 38344 | 0 | 542 |
| LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 |  | 21118000 | 20000000 | PRN |  | SOLE |  | 20000 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 |  | 47809410 | 55410000 | PRN |  | SOLE |  | 55270 | 0 | 140 |
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 |  | 24214025 | 27500000 | PRN |  | SOLE |  | 27500 | 0 | 0 |
| M  T BK CORP | COM | 55261F104 | BBG001S7S2B4 | 8789766 | 60594 | SH |  | SOLE |  | 60594 | 0 | 0 |
| M3 BRIGADE ACQUISITION III | *W EXP 07/31/202 | 55407R111 |  | 175000 | 416666 | SH |  | SOLE |  | 416666 | 0 | 0 |
| M3 BRIGADE ACQUISITION III | CL A COM | 55407R103 | BBG0112C9J51 | 12675000 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| MACONDRAY CAP ACQUISITN CORP | *W EXP 05/31/202 | G5853A115 |  | 184 | 283483 | SH |  | SOLE |  | 283483 | 0 | 0 |
| MACONDRAY CAP ACQUISITN CORP | CLASS A ORD SHS | G5853A107 | BBG0113PWC05 | 8666086 | 850450 | SH |  | SOLE |  | 850450 | 0 | 0 |
| MAGELLAN MIDSTREAM PRTNRS LP | COM UNIT RP LP | 559080106 | BBG001S731Q7 | 2493429 | 49660 | SH |  | SOLE |  | 49660 | 0 | 0 |
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 |  | 13867560 | 18000000 | PRN |  | SOLE |  | 18000 | 0 | 0 |
| MAKEMYTRIP LIMITED MAURITIUS | NOTE 2/1 | 56087FAB0 |  | 7047888 | 7098000 | PRN |  | SOLE |  | 6887 | 0 | 211 |
| MALLINCKRODT PLC | ORD SHS | G5890A102 | BBG0189YGLW8 | 435519 | 56196 | SH |  | SOLE |  | 56196 | 0 | 0 |
| MARATHON DIGITAL HOLDINGS IN | NOTE 1.000%12/0 | 565788AB2 |  | 2360900 | 10000000 | PRN |  | SOLE |  | 10000 | 0 | 0 |
| MARATHON PETE CORP | COM | 56585A102 | BBG001S169P1 | 65641050 | 563975 | SH |  | SOLE |  | 562950 | 0 | 1025 |
| MARBLEGATE ACQUISITION CORP | *W EXP 08/31/202 | 56608A113 |  | 9126 | 228160 | SH |  | SOLE |  | 228160 | 0 | 0 |
| MARIADB PLC | *W EXP 12/16/202 | G5920M118 |  | 59700 | 166666 | SH |  | SOLE |  | 166666 | 0 | 0 |
| MARRIOTT INTL INC NEW | CL A | 571903202 | BBG001S78K44 | 10873883 | 73033 | SH |  | SOLE |  | 73033 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 |  | 54779921 | 56046000 | PRN |  | SOLE |  | 55573 | 0 | 473 |
| MARSH  MCLENNAN COS INC | COM | 571748102 | BBG001S5T7M4 | 56519198 | 341547 | SH |  | SOLE |  | 340101 | 0 | 1446 |
| MARVELL TECHNOLOGY INC | COM | 573874104 | BBG00ZXBJ162 | 5489624 | 148208 | SH |  | SOLE |  | 144619 | 0 | 3589 |
| MASCO CORP | COM | 574599106 | BBG001S5SZ70 | 8550271 | 183207 | SH |  | SOLE |  | 183207 | 0 | 0 |
| MASON INDUSTRIAL TECHNOLGY I | COM CL A | 57520Y106 | BBG00YVW6F91 | 3998000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| MASTERCARD INCORPORATED | CL A | 57636Q104 | BBG001SKNNS6 | 106738158 | 306957 | SH |  | SOLE |  | 306669 | 0 | 288 |
| MATADOR RES CO | COM | 576485205 | BBG001T3L5S4 | 1022879 | 17870 | SH |  | OTR | 2 | 17870 | 0 | 0 |
| MATADOR RES CO | COM | 576485205 | BBG001T3L5S4 | 435596 | 7610 | SH |  | OTR | 1 | 7610 | 0 | 0 |
| MATADOR RES CO | COM | 576485205 | BBG001T3L5S4 | 2073061 | 36217 | SH |  | SOLE |  | 36217 | 0 | 0 |
| MATCH GROUP INC NEW | COM | 57667L107 | BBG00VT0KP47 | 9744839 | 234872 | SH |  | SOLE |  | 234872 | 0 | 0 |
| MCDONALDS CORP | COM | 580135101 | BBG001S5T110 | 62372544 | 236681 | SH |  | SOLE |  | 236681 | 0 | 0 |
| MCKESSON CORP | COM | 58155Q103 | BBG001S8F8P8 | 21360833 | 56944 | SH |  | SOLE |  | 56944 | 0 | 0 |
| MCLAREN TECHNOLOGY ACQ CORP | *W EXP 11/01/202 | 58176U117 |  | 7523 | 431138 | SH |  | SOLE |  | 431138 | 0 | 0 |
| MCLAREN TECHNOLOGY ACQ CORP | CLASS A COM | 58176U109 | BBG012F73ZY4 | 8803848 | 862277 | SH |  | SOLE |  | 862277 | 0 | 0 |
| MEDTRONIC PLC | SHS | G5960L103 | BBG001S5T2S9 | 35290320 | 454070 | SH |  | SOLE |  | 454070 | 0 | 0 |
| MERCADOLIBRE INC | COM | 58733R102 | BBG001SM32G3 | 5013126 | 5924 | SH |  | SOLE |  | 5924 | 0 | 0 |
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 |  | 25421750 | 12500000 | PRN |  | SOLE |  | 12500 | 0 | 0 |
| MERCATO PARTNERS ACQUISITION | *W EXP 99/99/999 | 58759A116 |  | 1881 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| MERCATO PARTNERS ACQUISITION | CLASS A COM | 58759A108 | BBG013QQ8S51 | 2562500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| MERCK  CO INC | COM | 58933Y105 | BBG001S5TC52 | 85860544 | 773867 | SH |  | SOLE |  | 773539 | 0 | 328 |
| MERCURY ECOM ACQUISITION COR | *W EXP 07/27/202 | 589381110 |  | 12500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| MERCURY ECOM ACQUISITION COR | CLASS A COM | 589381102 | BBG0112HNK60 | 4980000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 |  | 4522550 | 5000000 | PRN |  | SOLE |  | 5000 | 0 | 0 |
| META PLATFORMS INC | CL A | 30303M102 | BBG001SQCQC5 | 89487953 | 743626 | SH |  | SOLE |  | 741073 | 0 | 2553 |
| METALS ACQUISITION CORP | *W EXP 99/99/999 | G60405126 |  | 81750 | 166666 | SH |  | SOLE |  | 166666 | 0 | 0 |
| METLIFE INC | COM | 59156R108 | BBG001S5T3R8 | 13265928 | 183307 | SH |  | SOLE |  | 183307 | 0 | 0 |
| MGM RESORTS INTERNATIONAL | COM | 552953101 | BBG001S6BYT5 | 7197885 | 214670 | SH |  | SOLE |  | 214670 | 0 | 0 |
| MGP INGREDIENTS INC NEW | COM | 55303J106 | BBG001S5XTL2 | 791893 | 7444 | SH |  | OTR | 2 | 7444 | 0 | 0 |
| MGP INGREDIENTS INC NEW | COM | 55303J106 | BBG001S5XTL2 | 1552616 | 14595 | SH |  | SOLE |  | 14595 | 0 | 0 |
| MGP INGREDIENTS INC NEW | COM | 55303J106 | BBG001S5XTL2 | 337437 | 3172 | SH |  | OTR | 1 | 3172 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 |  | 62737678 | 58440000 | PRN |  | SOLE |  | 57964 | 0 | 476 |
| MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 |  | 5046640 | 2536000 | PRN |  | SOLE |  | 2436 | 0 | 100 |
| MICRON TECHNOLOGY INC | COM | 595112103 | BBG001S6P675 | 23434472 | 468877 | SH |  | SOLE |  | 468877 | 0 | 0 |
| MICROSOFT CORP | COM | 594918104 | BBG001S5TD05 | 725697478 | 3026009 | SH |  | SOLE |  | 3015317 | 0 | 10692 |
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 |  | 4526391 | 9601000 | PRN |  | SOLE |  | 9601 | 0 | 0 |
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 |  | 13296890 | 36380000 | PRN |  | SOLE |  | 36199 | 0 | 181 |
| MID-AMER APT CMNTYS INC | COM | 59522J103 | BBG001S7HZ69 | 11627307 | 74064 | SH |  | SOLE |  | 74064 | 0 | 0 |
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 |  | 53365666 | 45305000 | PRN |  | SOLE |  | 45008 | 0 | 297 |
| MOLINA HEALTHCARE INC | COM | 60855R100 | BBG001SKBQ20 | 904142 | 2738 | SH |  | SOLE |  | 2738 | 0 | 0 |
| MONDELEZ INTL INC | CL A | 609207105 | BBG001SHHZJ3 | 51773120 | 776791 | SH |  | SOLE |  | 776597 | 0 | 194 |
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 |  | 104632169 | 89746000 | PRN |  | SOLE |  | 89624 | 0 | 122 |
| MONOLITHIC PWR SYS INC | COM | 609839105 | BBG001SDRGP6 | 11496922 | 32513 | SH |  | SOLE |  | 32513 | 0 | 0 |
| MONSTER BEVERAGE CORP NEW | COM | 61174X109 | BBG008NVB1F7 | 19241458 | 189515 | SH |  | SOLE |  | 189515 | 0 | 0 |
| MORGAN STANLEY | COM NEW | 617446448 | BBG001S9V5Z3 | 71902434 | 845712 | SH |  | SOLE |  | 843342 | 0 | 2370 |
| MOTIVE CAPITAL CORP II | *W EXP 99/99/999 | G6293R114 |  | 16708 | 416666 | SH |  | SOLE |  | 416666 | 0 | 0 |
| MOTIVE CAPITAL CORP II | CL A ORD | G6293R106 | BBG013JZ9BP3 | 12787500 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| MOUNTAIN  CO I ACQUISITN CO | *W EXP 09/30/202 | G6301J112 |  | 16850 | 675350 | SH |  | SOLE |  | 675350 | 0 | 0 |
| MOUNTAIN  CO I ACQUISITN CO | CLASS A ORD | G6301J104 | BBG013BWJT23 | 14027020 | 1350700 | SH |  | SOLE |  | 1350700 | 0 | 0 |
| MURPHY USA INC | COM | 626755102 | BBG001Z0Q6V2 | 207139 | 741 | SH |  | OTR | 1 | 741 | 0 | 0 |
| MURPHY USA INC | COM | 626755102 | BBG001Z0Q6V2 | 486400 | 1740 | SH |  | OTR | 2 | 1740 | 0 | 0 |
| MURPHY USA INC | COM | 626755102 | BBG001Z0Q6V2 | 892571 | 3193 | SH |  | SOLE |  | 3193 | 0 | 0 |
| NABORS ENERGY TRANSITION COR | *W EXP 11/17/202 | 629567116 |  | 11600 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| NABORS ENERGY TRANSITION COR | CL A COM | 629567108 | BBG011C70NY9 | 4108000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| NAPCO SEC TECHNOLOGIES INC | COM | 630402105 | BBG001S5TR13 | 771638 | 28080 | SH |  | SOLE |  | 28080 | 0 | 0 |
| NAPCO SEC TECHNOLOGIES INC | COM | 630402105 | BBG001S5TR13 | 404313 | 14713 | SH |  | OTR | 1 | 14713 | 0 | 0 |
| NAPCO SEC TECHNOLOGIES INC | COM | 630402105 | BBG001S5TR13 | 953529 | 34699 | SH |  | OTR | 2 | 34699 | 0 | 0 |
| NATERA INC | NOTE 2.250% 5/0 | 632307AB0 |  | 12782200 | 10000000 | PRN |  | SOLE |  | 10000 | 0 | 0 |
| NATIONAL GRID PLC | SPONSORED ADR NE | 636274409 | BBG001SD9VH2 | 1064346 | 17645 | SH |  | SOLE |  | 16950 | 0 | 695 |
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 |  | 10344750 | 7500000 | PRN |  | SOLE |  | 7500 | 0 | 0 |
| NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 |  | 46947840 | 68490000 | PRN |  | SOLE |  | 68100 | 0 | 390 |
| NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 |  | 29568231 | 46012000 | PRN |  | SOLE |  | 45555 | 0 | 457 |
| NETAPP INC | COM | 64110D104 | BBG001S8LYX5 | 5305220 | 88332 | SH |  | SOLE |  | 88332 | 0 | 0 |
| NETEASE INC | SPONSORED ADS | 64110W102 | BBG001SCVWD1 | 3958335 | 54500 | SH | Call | SOLE |  | 54500 | 0 | 0 |
| NETFLIX INC | COM | 64110L106 | BBG001SF6L46 | 44155036 | 149739 | SH |  | SOLE |  | 149441 | 0 | 298 |
| NEUROCRINE BIOSCIENCES INC | COM | 64125C109 | BBG001S8W4X9 | 1657708 | 13879 | SH |  | SOLE |  | 13879 | 0 | 0 |
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 |  | 11887050 | 7500000 | PRN |  | SOLE |  | 7500 | 0 | 0 |
| NEW FORTRESS ENERGY INC | COM CL A | 644393100 | BBG00MJH9M32 | 432345 | 10192 | SH |  | SOLE |  | 10192 | 0 | 0 |
| NEW PROVIDENCE ACQSITN CORP | *W EXP 11/09/202 | 64823D110 |  | 50000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| NEW PROVIDENCE ACQSITN CORP | CLASS A COM | 64823D102 | BBG00ZFCX155 | 15315000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 |  | 10123308 | 10301000 | PRN |  | SOLE |  | 10186 | 0 | 115 |
| NEWCOURT ACQUISITION CORP | *W EXP 01/22/202 | G6448C129 |  | 8325 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| NEWHOLD INVESTMENT CORP II | *W EXP 10/21/202 | 651450116 |  | 59720 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| NEWHOLD INVESTMENT CORP II | COM CL A | 651450108 | BBG00ZTHHSS3 | 8056000 | 800000 | SH |  | SOLE |  | 800000 | 0 | 0 |
| NEXTERA ENERGY INC | COM | 65339F101 | BBG001S5RB29 | 30485158 | 364655 | SH |  | SOLE |  | 364512 | 0 | 143 |
| NEXTERA ENERGY INC | UNIT 03/01/2023 | 65339F770 |  | 22223838 | 438340 | SH |  | SOLE |  | 438075 | 0 | 265 |
| NEXTERA ENERGY INC | UNIT 09/01/2023 | 65339F739 |  | 73151831 | 1448838 | SH |  | SOLE |  | 1432862 | 0 | 15976 |
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 |  | 74452599 | 1483415 | SH |  | SOLE |  | 1475980 | 0 | 7435 |
| NEXTIER OILFIELD SOLUTIONS | COM | 65290C105 | BBG00FJFZY90 | 238032 | 25761 | SH |  | OTR | 2 | 25761 | 0 | 0 |
| NEXTIER OILFIELD SOLUTIONS | COM | 65290C105 | BBG00FJFZY90 | 457879 | 49554 | SH |  | SOLE |  | 49554 | 0 | 0 |
| NEXTIER OILFIELD SOLUTIONS | COM | 65290C105 | BBG00FJFZY90 | 100892 | 10919 | SH |  | OTR | 1 | 10919 | 0 | 0 |
| NICE LTD | NOTE 9/1 | 653656AB4 |  | 2609977 | 2772000 | PRN |  | SOLE |  | 2692 | 0 | 80 |
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 |  | 46009200 | 20000000 | PRN |  | SOLE |  | 20000 | 0 | 0 |
| NIKE INC | CL B | 654106103 | BBG001S6NTK2 | 75502458 | 645265 | SH |  | SOLE |  | 642973 | 0 | 2292 |
| NIO INC | NOTE 0.500% 2/0 | 62914VAF3 |  | 7734820 | 10199000 | PRN |  | SOLE |  | 10199 | 0 | 0 |
| NIO INC | NOTE 2/0 | 62914VAE6 |  | 8770100 | 10000000 | PRN |  | SOLE |  | 10000 | 0 | 0 |
| NISOURCE INC | COM | 65473P105 | BBG001S5TMF9 | 7455279 | 271892 | SH |  | SOLE |  | 271892 | 0 | 0 |
| NOGIN INC | *W EXP 08/26/202 | 65528N113 |  | 3900 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| NOKIA CORP | SPONSORED ADR | 654902204 | BBG001SCPCG9 | 7052800 | 1520000 | SH |  | SOLE |  | 1520000 | 0 | 0 |
| NORFOLK SOUTHN CORP | COM | 655844108 | BBG001S5TQJ6 | 12025542 | 48801 | SH |  | SOLE |  | 48801 | 0 | 0 |
| NORTHERN TR CORP | COM | 665859104 | BBG001S5TRG7 | 12496823 | 141223 | SH |  | SOLE |  | 141223 | 0 | 0 |
| NORTHROP GRUMMAN CORP | COM | 666807102 | BBG001S5TP26 | 39815890 | 72975 | SH |  | SOLE |  | 72975 | 0 | 0 |
| NORWEGIAN CRUISE LINE HLDG L | SHS | G66721104 | BBG001SCKPS2 | 6153966 | 502775 | SH |  | SOLE |  | 502775 | 0 | 0 |
| NOVA LTD | NOTE 10/1 | 66980MAB2 |  | 15677645 | 12753000 | PRN |  | SOLE |  | 12753 | 0 | 0 |
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 |  | 16003230 | 17933000 | PRN |  | SOLE |  | 17873 | 0 | 60 |
| NOVO-NORDISK A S | ADR | 670100205 | BBG001S5TSK0 | 31144576 | 230121 | SH |  | SOLE |  | 224508 | 0 | 5613 |
| NUBIA BRAND INTERNATIONAL CO | *W EXP 11/16/202 | 67022R111 |  | 11375 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| NUBIA BRAND INTERNATIONAL CO | CLASS A COM | 67022R103 | BBG013KL71K1 | 5075000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| NUCOR CORP | COM | 670346105 | BBG001S5TRV0 | 5404210 | 41000 | SH |  | SOLE |  | 41000 | 0 | 0 |
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 |  | 12587344 | 14960000 | PRN |  | SOLE |  | 14960 | 0 | 0 |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 |  | 11803911 | 13447000 | PRN |  | SOLE |  | 13322 | 0 | 125 |
| NV5 GLOBAL INC | COM | 62945V109 | BBG005BT61P6 | 801065 | 6054 | SH |  | OTR | 2 | 6054 | 0 | 0 |
| NV5 GLOBAL INC | COM | 62945V109 | BBG005BT61P6 | 1752314 | 13243 | SH |  | SOLE |  | 13243 | 0 | 0 |
| NV5 GLOBAL INC | COM | 62945V109 | BBG005BT61P6 | 339004 | 2562 | SH |  | OTR | 1 | 2562 | 0 | 0 |
| NVIDIA CORPORATION | COM | 67066G104 | BBG001S5TZJ6 | 151643925 | 1037662 | SH |  | SOLE |  | 1032810 | 0 | 4852 |
| NXP SEMICONDUCTORS N V | COM | N6596X109 | BBG001SF62F6 | 14471439 | 91574 | SH |  | SOLE |  | 91479 | 0 | 95 |
| OAK STR HEALTH INC | NOTE 3/1 | 67181AAB3 |  | 35812611 | 46904000 | PRN |  | SOLE |  | 46734 | 0 | 170 |
| OCCIDENTAL PETE CORP | COM | 674599105 | BBG001S5TZG9 | 12264972 | 194713 | SH |  | SOLE |  | 194713 | 0 | 0 |
| OCEANTECH ACQUISITIONS I COR | *W EXP 99/99/999 | 675507115 |  | 3900 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 |  | 79934902 | 90275000 | PRN |  | SOLE |  | 90000 | 0 | 275 |
| OKTA INC | NOTE 0.375% 6/1 | 679295AF2 |  | 47134165 | 55726000 | PRN |  | SOLE |  | 55310 | 0 | 416 |
| OMNIAB INC | *W EXP 11/01/202 | 68218J111 |  | 110000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 |  | 36043376 | 41249000 | PRN |  | SOLE |  | 40935 | 0 | 314 |
| OMNILIT ACQUISITION CORP | *W EXP 11/08/202 | 68218C116 |  | 10200 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | COM | 682189105 | BBG001SF7RS6 | 8530906 | 136779 | SH |  | SOLE |  | 136779 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 |  | 736593 | 245000 | PRN |  | SOLE |  | 245 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 |  | 166480377 | 125391000 | PRN |  | SOLE |  | 124520 | 0 | 871 |
| ONEOK INC NEW | COM | 682680103 | BBG001S5TWK1 | 8262563 | 125762 | SH |  | SOLE |  | 125762 | 0 | 0 |
| ONYX ACQUISITION CO I | *W EXP 11/30/202 | G6755Q117 |  | 26325 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| ONYX ACQUISITION CO I | SHS CL A | G6755Q109 | BBG012WDXG08 | 15450000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| OPY ACQUISITION CORP I | *W EXP 09/22/202 | 671005114 |  | 15657 | 242744 | SH |  | SOLE |  | 242744 | 0 | 0 |
| OPY ACQUISITION CORP I | COM CL A | 671005106 | BBG01359RQB8 | 2189260 | 218489 | SH |  | SOLE |  | 218489 | 0 | 0 |
| ORACLE CORP | COM | 68389X105 | BBG001S5SJG6 | 56298834 | 688755 | SH |  | SOLE |  | 686086 | 0 | 2669 |
| ORAMED PHARMACEUTICALS INC | COM NEW | 68403P203 | BBG001SK4M90 | 177394 | 14746 | SH |  | OTR | 2 | 14746 | 0 | 0 |
| OREILLY AUTOMOTIVE INC | COM | 67103H107 | BBG001S78TL6 | 22452042 | 26601 | SH |  | SOLE |  | 26601 | 0 | 0 |
| ORGANON  CO | COMMON STOCK | 68622V106 | BBG00ZQRGW42 | 1627062 | 58255 | SH |  | SOLE |  | 58255 | 0 | 0 |
| ORION BIOTECH OPPORTUNTES CO | *W EXP 04/15/202 | G6780C117 |  | 12255 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| ORION BIOTECH OPPORTUNTES CO | CLASS A ORD SHS | G6780C109 | BBG00ZHCWKP0 | 3776250 | 375000 | SH |  | SOLE |  | 375000 | 0 | 0 |
| ORIX CORP | SPONSORED ADR | 686330101 | BBG001S5SFJ1 | 731363 | 9083 | SH |  | SOLE |  | 8892 | 0 | 191 |
| OSIRIS ACQUISITION CORP | *W EXP 05/01/202 | 68829A111 |  | 48488 | 375000 | SH |  | SOLE |  | 375000 | 0 | 0 |
| OTIS WORLDWIDE CORP | COM | 68902V107 | BBG00RP60LN7 | 6411475 | 81873 | SH |  | SOLE |  | 81873 | 0 | 0 |
| PACCAR INC | COM | 693718108 | BBG001S5V1S8 | 12748425 | 128811 | SH |  | SOLE |  | 128811 | 0 | 0 |
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 |  | 42883373 | 47419000 | PRN |  | SOLE |  | 47043 | 0 | 376 |
| PALO ALTO NETWORKS INC | COM | 697435105 | BBG001T9NWN5 | 506530 | 3630 | SH |  | SOLE |  | 3630 | 0 | 0 |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 |  | 108874674 | 73668000 | PRN |  | SOLE |  | 73608 | 0 | 60 |
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 |  | 222492978 | 140683000 | PRN |  | SOLE |  | 140196 | 0 | 487 |
| PAPAYA GRWT OPPORTUNITY CORP | *W EXP 12/31/202 | 69882P110 |  | 27375 | 625000 | SH |  | SOLE |  | 625000 | 0 | 0 |
| PAPAYA GRWT OPPORTUNITY CORP | CLASS A COM | 69882P102 | BBG01517T2P7 | 12800000 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| PARAGON 28 INC | COM | 69913P105 | BBG005914H40 | 626598 | 32789 | SH |  | SOLE |  | 32789 | 0 | 0 |
| PARAGON 28 INC | COM | 69913P105 | BBG005914H40 | 818692 | 42841 | SH |  | OTR | 2 | 42841 | 0 | 0 |
| PARAGON 28 INC | COM | 69913P105 | BBG005914H40 | 348796 | 18252 | SH |  | OTR | 1 | 18252 | 0 | 0 |
| PARAMOUNT GLOBAL | CLASS B COM | 92556H206 | BBG001S6L063 | 4562782 | 270307 | SH |  | SOLE |  | 270307 | 0 | 0 |
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 |  | 27569343 | 24176000 | PRN |  | SOLE |  | 23862 | 0 | 314 |
| PATRIA LATIN AMRCN OPPRNTY A | *W EXP 02/23/202 | G69454117 |  | 13500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| PATRIA LATIN AMRCN OPPRNTY A | CLASS A ORD SHS | G69454109 | BBG0157FL9D9 | 3108000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| PAYCHEX INC | COM | 704326107 | BBG001S5V135 | 13269293 | 114826 | SH |  | SOLE |  | 114826 | 0 | 0 |
| PAYCOM SOFTWARE INC | COM | 70432V102 | BBG0064N1009 | 30148478 | 97156 | SH |  | SOLE |  | 96472 | 0 | 684 |
| PAYLOCITY HLDG CORP | COM | 70438V106 | BBG006598YZ0 | 1365259 | 7028 | SH |  | SOLE |  | 7028 | 0 | 0 |
| PAYPAL HLDGS INC | COM | 70450Y103 | BBG0077VNXW5 | 24561428 | 344867 | SH |  | SOLE |  | 343512 | 0 | 1355 |
| PEARL HOLDINGS ACQUISITN COR | *W EXP 12/15/202 | G44525114 |  | 33750 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| PEARL HOLDINGS ACQUISITN COR | CLASS A ORD SHS | G44525106 | BBG014BVZX53 | 10265000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 |  | 28497967 | 34373000 | PRN |  | SOLE |  | 34098 | 0 | 275 |
| PEGASUS DIGITAL MOBILITY ACQ | CL A ORD SHS | G69768102 | BBG0135VZ5F2 | 9440124 | 918300 | SH |  | SOLE |  | 918300 | 0 | 0 |
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 |  | 30093957 | 34858000 | PRN |  | SOLE |  | 34798 | 0 | 60 |
| PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 |  | 34784611 | 48960000 | PRN |  | SOLE |  | 48960 | 0 | 0 |
| PENTAIR PLC | SHS | G7S00T104 | BBG001S69VB3 | 9364476 | 208192 | SH |  | SOLE |  | 208192 | 0 | 0 |
| PENUMBRA INC | COM | 70975L107 | BBG001TRHPB0 | 330798 | 1487 | SH |  | OTR | 1 | 1487 | 0 | 0 |
| PENUMBRA INC | COM | 70975L107 | BBG001TRHPB0 | 2168540 | 9748 | SH |  | SOLE |  | 9748 | 0 | 0 |
| PENUMBRA INC | COM | 70975L107 | BBG001TRHPB0 | 781502 | 3513 | SH |  | OTR | 2 | 3513 | 0 | 0 |
| PEPPERLIME HEALTH ACQUSTN CO | *W EXP 10/01/202 | G70021111 |  | 22925 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| PEPPERLIME HEALTH ACQUSTN CO | CLASS A ORD SHS | G70021103 | BBG013NCBTZ6 | 7154000 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| PEPSICO INC | COM | 713448108 | BBG001S695T1 | 64434376 | 356661 | SH |  | SOLE |  | 356661 | 0 | 0 |
| PERCEPTION CAPITAL CORP II | *W EXP 10/25/202 | G7007D110 |  | 4806 | 192245 | SH |  | SOLE |  | 192245 | 0 | 0 |
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 |  | 24433091 | 31490000 | PRN |  | SOLE |  | 31287 | 0 | 203 |
| PERIDOT ACQUISITION CORP II | *W EXP 04/30/202 | G7008B121 |  | 4670 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| PFIZER INC | COM | 717081103 | BBG001S5V466 | 77636388 | 1515152 | SH |  | SOLE |  | 1515152 | 0 | 0 |
| PG CORP | UNIT 08/16/2023 | 69331C140 |  | 21636000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| PHILIP MORRIS INTL INC | COM | 718172109 | BBG001STP9N1 | 62279574 | 615350 | SH |  | SOLE |  | 615350 | 0 | 0 |
| PHILLIPS 66 | COM | 718546104 | BBG00286S4P7 | 9187038 | 88269 | SH |  | SOLE |  | 88269 | 0 | 0 |
| PHOENIX BIOTECH ACQUISITION | *W EXP 09/01/202 | 71902K113 |  | 491 | 12500 | SH |  | SOLE |  | 12500 | 0 | 0 |
| PHOENIX BIOTECH ACQUISITION | CLASS A COM | 71902K105 | BBG012LSLH99 | 257500 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| PINDUODUO INC | NOTE 10/0 | 722304AB8 |  | 13020885 | 6750000 | PRN |  | SOLE |  | 6750 | 0 | 0 |
| PINDUODUO INC | NOTE 12/0 | 722304AC6 |  | 21417290 | 22993000 | PRN |  | SOLE |  | 22803 | 0 | 190 |
| PINE TECHNOLOGY ACQUISITN CO | *W EXP 03/31/202 | 722850112 |  | 402 | 236666 | SH |  | SOLE |  | 236666 | 0 | 0 |
| PINE TECHNOLOGY ACQUISITN CO | CLASS A COM | 722850104 | BBG00ZDL8GC4 | 7171000 | 710000 | SH |  | SOLE |  | 710000 | 0 | 0 |
| PIONEER NAT RES CO | COM | 723787107 | BBG001S7V1J4 | 39381516 | 172431 | SH |  | SOLE |  | 172165 | 0 | 266 |
| PIONEER NAT RES CO | COM | 723787107 | BBG001S7V1J4 | 2398095 | 10500 | SH | Call | SOLE |  | 10500 | 0 | 0 |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 |  | 229166918 | 98088000 | PRN |  | SOLE |  | 97768 | 0 | 320 |
| PLUM ACQUISITION CORP I | *W EXP 03/15/202 | G7134L118 |  | 600 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| PNC FINL SVCS GROUP INC | COM | 693475105 | BBG001S5V947 | 10503168 | 66501 | SH |  | SOLE |  | 66349 | 0 | 152 |
| PNM RES INC | COM | 69349H107 | BBG001S5V9J1 | 30279562 | 620610 | SH |  | SOLE |  | 620610 | 0 | 0 |
| PONO CAPITAL CORP | *W EXP 09/30/202 | 732450119 |  | 18525 | 285000 | SH |  | SOLE |  | 285000 | 0 | 0 |
| PORTAGE FINTECH ACQUISITN CO | *W EXP 07/08/202 | G7185D114 |  | 23955 | 144093 | SH |  | SOLE |  | 144093 | 0 | 0 |
| PORTAGE FINTECH ACQUISITN CO | CLASS A ORD SHS | G7185D106 | BBG011JF2F79 | 4335778 | 432281 | SH |  | SOLE |  | 432281 | 0 | 0 |
| PORTILLOS INC | COM CL A | 73642K106 | BBG012YL5W59 | 219814 | 13469 | SH |  | SOLE |  | 13469 | 0 | 0 |
| POST HOLDINGS PARTNERING COR | *W EXP 04/12/202 | 737465112 |  | 2455 | 30693 | SH |  | SOLE |  | 30693 | 0 | 0 |
| POST HOLDINGS PARTNERING COR | COM SER A | 737465104 | BBG0112J3623 | 914364 | 92081 | SH |  | SOLE |  | 92081 | 0 | 0 |
| POWER  DIGITAL INFRASTRUCTU | *W EXP 12/09/202 | 73919C118 |  | 3510 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| POWER  DIGITAL INFRASTRUCTU | CLASS A COM | 73919C100 | BBG014FPNHD1 | 1009000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| POWERSCHOOL HOLDINGS INC | COM CL A | 73939C106 | BBG00ZXQB5X8 | 364756 | 15804 | SH |  | OTR | 1 | 15804 | 0 | 0 |
| POWERSCHOOL HOLDINGS INC | COM CL A | 73939C106 | BBG00ZXQB5X8 | 1780299 | 77136 | SH |  | SOLE |  | 77136 | 0 | 0 |
| POWERSCHOOL HOLDINGS INC | COM CL A | 73939C106 | BBG00ZXQB5X8 | 861992 | 37348 | SH |  | OTR | 2 | 37348 | 0 | 0 |
| PPG INDS INC | COM | 693506107 | BBG001S5VC13 | 17793216 | 141508 | SH |  | SOLE |  | 141508 | 0 | 0 |
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 |  | 12884170 | 13000000 | PRN |  | SOLE |  | 13000 | 0 | 0 |
| PRENETICS GLOBAL LTD | *W EXP 05/18/202 | G72245114 |  | 32000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| PRIVETERRA ACQUISITION CORP | *W EXP 02/28/202 | 74275N110 |  | 3800 | 83333 | SH |  | SOLE |  | 83333 | 0 | 0 |
| PRIVIA HEALTH GROUP INC | COM | 74276R102 | BBG00ZXYXWJ4 | 332702 | 14650 | SH |  | SOLE |  | 14650 | 0 | 0 |
| PROCEPT BIOROBOTICS CORP | COM | 74276L105 | BBG009KD84J2 | 401069 | 9655 | SH |  | OTR | 1 | 9655 | 0 | 0 |
| PROCEPT BIOROBOTICS CORP | COM | 74276L105 | BBG009KD84J2 | 2021918 | 48674 | SH |  | SOLE |  | 48674 | 0 | 0 |
| PROCEPT BIOROBOTICS CORP | COM | 74276L105 | BBG009KD84J2 | 946032 | 22774 | SH |  | OTR | 2 | 22774 | 0 | 0 |
| PROCTER AND GAMBLE CO | COM | 742718109 | BBG001S5V4L9 | 95895498 | 632723 | SH |  | SOLE |  | 632723 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 |  | 12803000 | 12500000 | PRN |  | SOLE |  | 12500 | 0 | 0 |
| PROJECT ENERGY REIMAGINED AC | *W EXP 10/28/202 | G72556114 |  | 10788 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| PROJECT ENERGY REIMAGINED AC | CLASS A ORD | G72556106 | BBG00ZV9JFM0 | 5035000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| PROLOGIS INC. | COM | 74340W103 | BBG001S5NMN6 | 27810266 | 246698 | SH |  | SOLE |  | 246623 | 0 | 75 |
| PROOF ACQUISITION CORP I | *W EXP 99/99/999 | 74349W112 |  | 24150 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| PROOF ACQUISITION CORP I | CL A COM | 74349W104 | BBG014L7QJG4 | 15292500 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 |  | 1761800 | 2000000 | PRN |  | SOLE |  | 2000 | 0 | 0 |
| PRUDENTIAL FINL INC | COM | 744320102 | BBG001S97MM7 | 7254712 | 72941 | SH |  | SOLE |  | 72941 | 0 | 0 |
| PTC INC | COM | 69370C100 | BBG001S6DNK6 | 546182 | 4550 | SH |  | SOLE |  | 4550 | 0 | 0 |
| PUBLIC STORAGE | COM | 74460D109 | BBG001S5TH79 | 11427829 | 40786 | SH |  | SOLE |  | 40786 | 0 | 0 |
| PUBLIC SVC ENTERPRISE GRP IN | COM | 744573106 | BBG001S5V3C1 | 10457502 | 170679 | SH |  | SOLE |  | 170679 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP | *W EXP 05/03/202 | G7308P127 |  | 3750 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP | CL A ORD SHS | G7308P101 | BBG012TW2W09 | 1033000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 |  | 25414463 | 30625000 | PRN |  | SOLE |  | 30625 | 0 | 0 |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 |  | 5252214 | 6388000 | PRN |  | SOLE |  | 6388 | 0 | 0 |
| QORVO INC | COM | 74736K101 | BBG007TJF1P5 | 9540404 | 105256 | SH |  | SOLE |  | 105256 | 0 | 0 |
| QUALCOMM INC | COM | 747525103 | BBG001S6VS70 | 36414547 | 331222 | SH |  | SOLE |  | 331222 | 0 | 0 |
| QUANTA SVCS INC | COM | 74762E102 | BBG001S5VH85 | 17981790 | 126188 | SH |  | SOLE |  | 123667 | 0 | 2521 |
| QUEST DIAGNOSTICS INC | COM | 74834L100 | BBG001S9GX43 | 11594551 | 74115 | SH |  | SOLE |  | 74115 | 0 | 0 |
| RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 |  | 15272595 | 19500000 | PRN |  | SOLE |  | 19500 | 0 | 0 |
| RAYTHEON TECHNOLOGIES CORP | COM | 75513E101 | BBG001S5X5Q9 | 108102577 | 1071171 | SH |  | SOLE |  | 1069430 | 0 | 1741 |
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 |  | 4835929 | 47143 | SH |  | SOLE |  | 47143 | 0 | 0 |
| RCF ACQUISITION CORP | *W EXP 99/99/999 | G7330C110 |  | 50734 | 686522 | SH |  | SOLE |  | 686522 | 0 | 0 |
| RCF ACQUISITION CORP | CL A COM | G7330C102 | BBG01386KXT4 | 14087431 | 1373044 | SH |  | SOLE |  | 1373044 | 0 | 0 |
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 |  | 3526800 | 5000000 | PRN |  | SOLE |  | 5000 | 0 | 0 |
| REALTY INCOME CORP | COM | 756109104 | BBG001S884K0 | 8969002 | 141400 | SH |  | SOLE |  | 141400 | 0 | 0 |
| REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 |  | 9300800 | 20000000 | PRN |  | SOLE |  | 20000 | 0 | 0 |
| REDFIN CORP | NOTE 10/1 | 75737FAC2 |  | 12573044 | 21186000 | PRN |  | SOLE |  | 21026 | 0 | 160 |
| REGENCY CTRS CORP | COM | 758849103 | BBG001S7H752 | 7208313 | 115333 | SH |  | SOLE |  | 115333 | 0 | 0 |
| REGENERON PHARMACEUTICALS | COM | 75886F107 | BBG001S6PX49 | 10873576 | 15071 | SH |  | SOLE |  | 15071 | 0 | 0 |
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 |  | 16894485 | 10643000 | PRN |  | SOLE |  | 10536 | 0 | 107 |
| RESTAURANT BRANDS INTL INC | COM | 76131D103 | BBG0076WG2T4 | 1312801 | 20300 | SH |  | SOLE |  | 20300 | 0 | 0 |
| REVANCE THERAPEUTICS INC | COM | 761330109 | BBG001V0GBC7 | 254674 | 13796 | SH |  | SOLE |  | 13796 | 0 | 0 |
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 |  | 3714640 | 4000000 | PRN |  | SOLE |  | 4000 | 0 | 0 |
| RICHARDSON ELECTRS LTD | COM | 763165107 | BBG001S5VMS2 | 238469 | 11180 | SH |  | SOLE |  | 11180 | 0 | 0 |
| RICHARDSON ELECTRS LTD | COM | 763165107 | BBG001S5VMS2 | 470028 | 22036 | SH |  | OTR | 2 | 22036 | 0 | 0 |
| RIGEL RESOURCE ACQ CORP | *W EXP 99/99/999 | G7573M114 |  | 100000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| RIGEL RESOURCE ACQ CORP | CL A ORD SHS | G7573M106 | BBG013B54K63 | 20580000 | 2000000 | SH |  | SOLE |  | 2000000 | 0 | 0 |
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 |  | 30172842 | 34894000 | PRN |  | SOLE |  | 34619 | 0 | 275 |
| RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 |  | 32795725 | 41675000 | PRN |  | SOLE |  | 41420 | 0 | 255 |
| RIO TINTO PLC | SPONSORED ADR | 767204100 | BBG001SB0LX9 | 4378800 | 61500 | SH | Call | SOLE |  | 61500 | 0 | 0 |
| RMG ACQUISITION CORP III | *W EXP 02/08/202 | G76088122 |  | 1200 | 40000 | SH |  | SOLE |  | 40000 | 0 | 0 |
| ROC ENERGY ACQUISITION CORP | COMMON STOCK | 77118V108 | BBG013FX4VB8 | 5122500 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| ROC ENERGY ACQUISITION CORP | RIGHT 11/30/2028 | 77118V116 | BBG0149BKNV9 | 80000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| ROGERS CORP | COM | 775133101 | BBG001S5TTY3 | 1790100 | 15000 | SH |  | SOLE |  | 15000 | 0 | 0 |
| ROPER TECHNOLOGIES INC | COM | 776696106 | BBG001S9B362 | 432090 | 1000 | SH | Put | SOLE |  | 1000 | 0 | 0 |
| ROSE HILL ACQUISITION CORP | *W EXP 10/07/202 | G7637J123 |  | 14610 | 115402 | SH |  | SOLE |  | 115402 | 0 | 0 |
| ROSE HILL ACQUISITION CORP | CLASS A ORD | G7637J107 | BBG012JHCPW2 | 2414220 | 230805 | SH |  | SOLE |  | 230805 | 0 | 0 |
| ROSECLIFF ACQUISITION CORP I | *W EXP 02/11/202 | 77732R111 |  | 3261 | 81526 | SH |  | SOLE |  | 81526 | 0 | 0 |
| ROSS ACQUISITION CORP II | *W EXP 02/01/202 | G7641C114 |  | 6680 | 133333 | SH |  | SOLE |  | 133333 | 0 | 0 |
| ROSS STORES INC | COM | 778296103 | BBG001S5VRS1 | 12966876 | 111716 | SH |  | SOLE |  | 111716 | 0 | 0 |
| ROTH CH ACQUISITION IV CO | *W EXP 07/01/202 | 77867P112 |  | 28200 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| ROTH CH ACQUISITION V CO | *W EXP 12/10/202 | 77867R118 |  | 29738 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| ROTH CH ACQUISITION V CO | COM | 77867R100 | BBG013J4Q4T5 | 5055000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| RUBICON TECHNOLOGIES INC | *W EXP 04/01/202 | 78112J117 |  | 15925 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| S GLOBAL INC | COM | 78409V104 | BBG001S5T5M8 | 21213760 | 63336 | SH |  | SOLE |  | 63336 | 0 | 0 |
| SALESFORCE INC | COM | 79466L302 | BBG001SDLP09 | 44598901 | 336367 | SH |  | SOLE |  | 334478 | 0 | 1889 |
| SAP SE | SPON ADR | 803054204 | BBG001S6RD41 | 915502 | 8872 | SH |  | SOLE |  | 8502 | 0 | 370 |
| SAREPTA THERAPEUTICS INC | COM | 803607100 | BBG001S6KJC6 | 1388320 | 10714 | SH |  | SOLE |  | 10714 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 |  | 18895528 | 10115000 | PRN |  | SOLE |  | 10115 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | DEBT 1.250% 9/1 | 803607AC4 |  | 65568124 | 56711000 | PRN |  | SOLE |  | 56541 | 0 | 170 |
| SCHLUMBERGER LTD | COM STK | 806857108 | BBG001S5W4C8 | 33113712 | 619411 | SH |  | SOLE |  | 619411 | 0 | 0 |
| SCHLUMBERGER LTD | COM STK | 806857108 | BBG001S5W4C8 | 1780218 | 33300 | SH | Call | SOLE |  | 33300 | 0 | 0 |
| SCHULTZE SPL PURP ACQ CORP I | *W EXP 04/13/202 | 808212112 |  | 4608 | 150848 | SH |  | SOLE |  | 150848 | 0 | 0 |
| SCHULTZE SPL PURP ACQ CORP I | CLASS A COM | 808212104 | BBG00ZMG1Y06 | 3047130 | 301696 | SH |  | SOLE |  | 301696 | 0 | 0 |
| SCHWAB CHARLES CORP | COM | 808513105 | BBG001S5VXD4 | 49259280 | 591632 | SH |  | SOLE |  | 591632 | 0 | 0 |
| SCHWAB STRATEGIC TR | US LRG CAP ETF | 808524201 | BBG001T5XQV6 | 1206558 | 26723 | SH |  | SOLE |  | 0 | 0 | 26723 |
| SCHWAB STRATEGIC TR | US MID-CAP ETF | 808524508 | BBG001V036R6 | 586963 | 8946 | SH |  | SOLE |  | 0 | 0 | 8946 |
| SCION TECH GROWTH II | *W EXP 01/28/202 | G31070116 |  | 540 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| SCULPTOR ACQUISITION CORP I | *W EXP 99/99/999 | G7T983111 |  | 11367 | 210500 | SH |  | SOLE |  | 210500 | 0 | 0 |
| SCULPTOR ACQUISITION CORP I | CL A COM | G7T983103 | BBG013B88F55 | 4319460 | 421000 | SH |  | SOLE |  | 421000 | 0 | 0 |
| SDCL EDGE ACQUISITION CORP | *W EXP 99/99/999 | G79471127 |  | 48000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| SDCL EDGE ACQUISITION CORP | CL A ORD SHS | G79471101 | BBG00ZSDVSX1 | 8048000 | 800000 | SH |  | SOLE |  | 800000 | 0 | 0 |
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 |  | 91798775 | 124301000 | PRN |  | SOLE |  | 123652 | 0 | 649 |
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 |  | 11821759 | 9614000 | PRN |  | SOLE |  | 9614 | 0 | 0 |
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 |  | 12280224 | 12387000 | PRN |  | SOLE |  | 12275 | 0 | 112 |
| SEAPORT CALIBRE MATLS ACQUIS | *W EXP 10/28/202 | 812204113 |  | 2625 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| SEAPORT CALIBRE MATLS ACQUIS | CLASS A COM | 812204105 | BBG012477QL6 | 1540500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| SEAPORT GLOBAL ACQUISITION I | *W EXP 11/17/202 | 81221H113 |  | 728 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| SEAPORT GLOBAL ACQUISITION I | CLASS A COM | 81221H105 | BBG013TCFJT5 | 1530000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| SEMPER PARATUS ACQUISITION C | *W EXP 11/04/202 | G8028L131 |  | 7500 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| SEMPER PARATUS ACQUISITION C | CLASS A ORD | G8028L107 | BBG0133954Z7 | 20660000 | 2000000 | SH |  | SOLE |  | 2000000 | 0 | 0 |
| SERVICENOW INC | COM | 81762P102 | BBG001T4JFC0 | 42225139 | 108752 | SH |  | SOLE |  | 108333 | 0 | 419 |
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 |  | 18351646 | 27510000 | PRN |  | SOLE |  | 27330 | 0 | 180 |
| SHERWIN WILLIAMS CO | COM | 824348106 | BBG001S5W2F9 | 12733466 | 53653 | SH |  | SOLE |  | 53653 | 0 | 0 |
| SHIFT4 PMTS INC | NOTE 0.500% 8/0 | 82452JAD1 |  | 17248708 | 20425000 | PRN |  | SOLE |  | 20425 | 0 | 0 |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 |  | 71479970 | 71863000 | PRN |  | SOLE |  | 70929 | 0 | 934 |
| SHINHAN FINANCIAL GROUP CO L | SPN ADR RESTRD | 824596100 | BBG001S7BMC7 | 880242 | 31516 | SH |  | SOLE |  | 30869 | 0 | 647 |
| SHOCKWAVE MED INC | COM | 82489T104 | BBG005XVXMM4 | 407519 | 1982 | SH |  | OTR | 1 | 1982 | 0 | 0 |
| SHOCKWAVE MED INC | COM | 82489T104 | BBG005XVXMM4 | 1938080 | 9426 | SH |  | SOLE |  | 9426 | 0 | 0 |
| SHOCKWAVE MED INC | COM | 82489T104 | BBG005XVXMM4 | 962460 | 4681 | SH |  | OTR | 2 | 4681 | 0 | 0 |
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 |  | 12783900 | 15000000 | PRN |  | SOLE |  | 15000 | 0 | 0 |
| SHOTSPOTTER INC | COM | 82536T107 | BBG001SM2GR1 | 411880 | 12175 | SH |  | SOLE |  | 12175 | 0 | 0 |
| SHOTSPOTTER INC | COM | 82536T107 | BBG001SM2GR1 | 811886 | 23999 | SH |  | OTR | 2 | 23999 | 0 | 0 |
| SHOTSPOTTER INC | COM | 82536T107 | BBG001SM2GR1 | 344525 | 10184 | SH |  | OTR | 1 | 10184 | 0 | 0 |
| SHOULDERUP TECHNOLOGY ACQUIS | *W EXP 11/17/202 | 82537G112 |  | 20000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| SHOULDERUP TECHNOLOGY ACQUIS | CL A COM | 82537G104 | BBG0149Q6NC3 | 20420000 | 2000000 | SH |  | SOLE |  | 2000000 | 0 | 0 |
| SHUAA PARTNERS ACQUISTN CORP | *W EXP 02/24/202 | G81173117 |  | 15000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| SHUAA PARTNERS ACQUISTN CORP | CLASS A ORD SHS | G81173109 | BBG0148QTCF0 | 5150000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| SIGNAL HILL ACQUISITION CORP | *W EXP 02/10/202 | 82664R113 |  | 11575 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| SIGNAL HILL ACQUISITION CORP | CLASS A COM | 82664R105 | BBG015879WP6 | 5110000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| SIGNIFY HEALTH INC | CL A COM | 82671G100 | BBG00YZ6JB44 | 12684171 | 442574 | SH |  | SOLE |  | 442574 | 0 | 0 |
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 |  | 76371239 | 60809000 | PRN |  | SOLE |  | 60351 | 0 | 458 |
| SILICON MOTION TECHNOLOGY CO | SPONSORED ADR | 82706C108 | BBG001SP0YQ8 | 844870 | 13000 | SH |  | SOLE |  | 13000 | 0 | 0 |
| SILK RD MED INC | COM | 82710M100 | BBG0026ZJRZ3 | 443940 | 8400 | SH |  | OTR | 2 | 8400 | 0 | 0 |
| SILK RD MED INC | COM | 82710M100 | BBG0026ZJRZ3 | 815898 | 15438 | SH |  | SOLE |  | 15438 | 0 | 0 |
| SILVER SPIKE ACQUISITN CORP | *W EXP 02/26/202 | G8201H113 |  | 1550 | 52005 | SH |  | SOLE |  | 52005 | 0 | 0 |
| SILVERBOW RES INC | COM | 82836G102 | BBG00CTNNZ35 | 223610 | 7907 | SH |  | SOLE |  | 7907 | 0 | 0 |
| SILVERBOW RES INC | COM | 82836G102 | BBG00CTNNZ35 | 440800 | 15587 | SH |  | OTR | 2 | 15587 | 0 | 0 |
| SILVERSPAC INC | *W EXP 09/09/202 | G8136V112 |  | 26419 | 169133 | SH |  | SOLE |  | 169133 | 0 | 0 |
| SILVERSPAC INC | CLASS A ORD | G8136V104 | BBG011WZMBB2 | 5084148 | 507400 | SH |  | SOLE |  | 507400 | 0 | 0 |
| SITIME CORP | COM | 82982T106 | BBG00QNSY276 | 391948 | 3857 | SH |  | OTR | 2 | 3857 | 0 | 0 |
| SITIME CORP | COM | 82982T106 | BBG00QNSY276 | 811741 | 7988 | SH |  | SOLE |  | 7988 | 0 | 0 |
| SIZZLE ACQUISITION CORP | *W EXP 11/02/202 | 83014E117 |  | 150000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| SIZZLE ACQUISITION CORP | COMMON STOCK | 83014E109 | BBG00ZMYZ0G7 | 10220000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| SKYDECK ACQUISITION CORP | *W EXP 05/13/202 | G82220115 |  | 3250 | 166666 | SH |  | SOLE |  | 166666 | 0 | 0 |
| SKYDECK ACQUISITION CORP | CLASS A ORD SHS | G82220123 | BBG00ZQT1X97 | 5030000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| SKYWORKS SOLUTIONS INC | COM | 83088M102 | BBG001SCYWS2 | 11318984 | 124207 | SH |  | SOLE |  | 124207 | 0 | 0 |
| SLM CORP | COM | 78442P106 | BBG001S5W4T0 | 6988965 | 421022 | SH |  | SOLE |  | 414389 | 0 | 6633 |
| SM ENERGY CO | COM | 78454L100 | BBG001S6W0J7 | 357530 | 10265 | SH |  | OTR | 2 | 10265 | 0 | 0 |
| SM ENERGY CO | COM | 78454L100 | BBG001S6W0J7 | 558673 | 16040 | SH |  | SOLE |  | 16040 | 0 | 0 |
| SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 |  | 5026200 | 5000000 | PRN |  | SOLE |  | 5000 | 0 | 0 |
| SMARTSHEET INC | COM CL A | 83200N103 | BBG00GQK3WC4 | 495385 | 12586 | SH |  | SOLE |  | 12586 | 0 | 0 |
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 |  | 9072100 | 10000000 | PRN |  | SOLE |  | 10000 | 0 | 0 |
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 |  | 29759338 | 34912000 | PRN |  | SOLE |  | 34850 | 0 | 62 |
| SNAP INC | NOTE 5/0 | 83304AAF3 |  | 77522548 | 110897000 | PRN |  | SOLE |  | 110897 | 0 | 0 |
| SNOWFLAKE INC | CL A | 833445109 | BBG007DHGNK2 | 5197296 | 36208 | SH |  | SOLE |  | 34782 | 0 | 1426 |
| SOLAREDGE TECHNOLOGIES INC | COM | 83417M104 | BBG0084BC0P2 | 8317940 | 29364 | SH |  | SOLE |  | 29364 | 0 | 0 |
| SONY GROUP CORPORATION | SPONSORED ADR | 835699307 | BBG001S5W6H8 | 1130164 | 14816 | SH |  | SOLE |  | 14494 | 0 | 322 |
| SOUND POINT ACQUISITION CORP | *W EXP 02/25/202 | G8274F119 |  | 17183 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| SOUND POINT ACQUISITION CORP | CLASS A ORD SHS | G8274F101 | BBG0165K7LY4 | 3120000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| SOUTHERN CO | COM | 842587107 | BBG001S5W777 | 17452675 | 244401 | SH |  | SOLE |  | 244401 | 0 | 0 |
| SOUTHPORT ACQUISITION CORP | *W EXP 99/99/999 | 84465L113 |  | 11350 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| SOUTHPORT ACQUISITION CORP | CL A COM | 84465L105 | BBG013SVSJB9 | 10180000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| SOUTHWEST AIRLS CO | COM | 844741108 | BBG001S5SXC9 | 28332396 | 841473 | SH |  | SOLE |  | 841251 | 0 | 222 |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 |  | 59433467 | 49147000 | PRN |  | SOLE |  | 48742 | 0 | 405 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 | BBG001S72SM3 | 48628269 | 127156 | SH |  | SOLE |  | 116071 | 0 | 11085 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 | BBG001S72SM3 | 95989930 | 251000 | SH | Call | SOLE |  | 251000 | 0 | 0 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 | BBG001S72SM3 | 179550885 | 469500 | SH | Put | SOLE |  | 469500 | 0 | 0 |
| SPDR SER TR | BBG CONV SEC ETF | 78464A359 | BBG001T2PMD1 | 5357077 | 83262 | SH |  | SOLE |  | 81545 | 0 | 1717 |
| SPIRIT AIRLS INC | COM | 848577102 | BBG001S70KL3 | 3728297 | 191391 | SH |  | SOLE |  | 191391 | 0 | 0 |
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 |  | 38731992 | 40072000 | PRN |  | SOLE |  | 40021 | 0 | 51 |
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 |  | 46837432 | 55075000 | PRN |  | SOLE |  | 54790 | 0 | 285 |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 |  | 36235220 | 38222000 | PRN |  | SOLE |  | 38032 | 0 | 190 |
| SPORTSMAP TECH ACQUISITIN CO | *W EXP 09/01/202 | 84921J116 |  | 2269 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| SPORTSMAP TECH ACQUISITIN CO | COM | 84921J108 | BBG012TGHD28 | 1022000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 |  | 60513000 | 75000000 | PRN |  | SOLE |  | 75000 | 0 | 0 |
| SPREE ACQUISITION CORP 1 LTD | *W EXP 12/22/202 | G83745128 |  | 10075 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| SPREE ACQUISITION CORP 1 LTD | CL A ORD SHS | G83745102 | BBG013RTCRX0 | 5130000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| SPRINGBIG HOLDINGS INC | *W EXP 06/14/202 | 85021Q116 |  | 5300 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| SPRINGWATER SPL SITUATIONS C | *W EXP 12/01/202 | 85205U115 |  | 6006 | 300286 | SH |  | SOLE |  | 300286 | 0 | 0 |
| SPRINGWATER SPL SITUATIONS C | COM | 85205U107 | BBG00ZN75WQ7 | 6083804 | 600573 | SH |  | SOLE |  | 600573 | 0 | 0 |
| SPROUT SOCIAL INC | COM CL A | 85209W109 | BBG001V0K3F7 | 443832 | 7861 | SH |  | SOLE |  | 7861 | 0 | 0 |
| SPROUT SOCIAL INC | COM CL A | 85209W109 | BBG001V0K3F7 | 244867 | 4337 | SH |  | OTR | 2 | 4337 | 0 | 0 |
| SPS COMM INC | COM | 78463M107 | BBG001T65R07 | 414444 | 3227 | SH |  | OTR | 2 | 3227 | 0 | 0 |
| SPS COMM INC | COM | 78463M107 | BBG001T65R07 | 761333 | 5928 | SH |  | SOLE |  | 5928 | 0 | 0 |
| ST ENERGY TRANSITION I LTD | *W EXP 12/02/202 | G8465L115 |  | 45000 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| ST ENERGY TRANSITION I LTD | CL A ORD SHS | G8465L107 | BBG013JQWGG6 | 15330000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| STARBUCKS CORP | COM | 855244109 | BBG001S72KH6 | 37939139 | 382451 | SH |  | SOLE |  | 382143 | 0 | 308 |
| STARWOOD PPTY TR INC | COM | 85571B105 | BBG001T4JCN5 | 2889376 | 157631 | SH |  | SOLE |  | 157631 | 0 | 0 |
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 |  | 1056605 | 1082000 | PRN |  | SOLE |  | 1082 | 0 | 0 |
| STATE STR CORP | COM | 857477103 | BBG001S5RLD5 | 7110687 | 91668 | SH |  | SOLE |  | 91668 | 0 | 0 |
| STONEBRIDGE ACQUISITION CORP | *W EXP 03/31/202 | G85094129 |  | 5750 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| STONEBRIDGE ACQUISITION CORP | CLASS A ORD SHS | G85094103 | BBG0112H4ZZ6 | 5140000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| STONEX GROUP INC | COM | 861896108 | BBG001S5RD07 | 312489 | 3279 | SH |  | OTR | 2 | 3279 | 0 | 0 |
| STONEX GROUP INC | COM | 861896108 | BBG001S5RD07 | 576089 | 6045 | SH |  | SOLE |  | 6045 | 0 | 0 |
| STORE CAP CORP | COM | 862121100 | BBG00265T6X6 | 14237269 | 444082 | SH |  | SOLE |  | 444082 | 0 | 0 |
| STRATIM CLOUD ACQUISITION CO | *W EXP 03/05/202 | 86309R115 |  | 1408 | 166666 | SH |  | SOLE |  | 166666 | 0 | 0 |
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 |  | 14390772 | 16030000 | PRN |  | SOLE |  | 15960 | 0 | 70 |
| STRYKER CORPORATION | COM | 863667101 | BBG001S8FR03 | 18126733 | 74141 | SH |  | SOLE |  | 74141 | 0 | 0 |
| SUMMIT HEALTHCRE ACQUISTN CO | *W EXP 06/03/202 | G8566R110 |  | 41329 | 146040 | SH |  | SOLE |  | 146040 | 0 | 0 |
| SUMMIT HEALTHCRE ACQUISTN CO | CLASS A ORD SHS | G8566R102 | BBG011FRRFP0 | 2944166 | 292080 | SH |  | SOLE |  | 292080 | 0 | 0 |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 |  | 7773500 | 10000000 | PRN |  | SOLE |  | 10000 | 0 | 0 |
| SUNOPTA INC | COM | 8676EP108 | BBG001S6V9S9 | 470775 | 55779 | SH |  | OTR | 2 | 55779 | 0 | 0 |
| SUNOPTA INC | COM | 8676EP108 | BBG001S6V9S9 | 889323 | 105370 | SH |  | SOLE |  | 105370 | 0 | 0 |
| SUNOPTA INC | COM | 8676EP108 | BBG001S6V9S9 | 198213 | 23485 | SH |  | OTR | 1 | 23485 | 0 | 0 |
| SUNRUN INC | NOTE 2/0 | 86771WAB1 |  | 4565988 | 6539000 | PRN |  | SOLE |  | 6366 | 0 | 173 |
| SUPERNOVA PARTN ACQ CO III L | *W EXP 99/99/999 | G8T90F128 |  | 460 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| SUPERNOVA PARTN ACQ CO III L | SHS CL A | G8T90F102 | BBG00ZGYM540 | 1008000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 |  | 9841900 | 10000000 | PRN |  | SOLE |  | 10000 | 0 | 0 |
| SUSTAINABLE DEVELP ACQU I CO | *W EXP 02/04/202 | 86934L111 |  | 567 | 12500 | SH |  | SOLE |  | 12500 | 0 | 0 |
| SWIFTMERGE ACQUISITION CORP | *W EXP 12/13/202 | G63836111 |  | 18350 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| SWIFTMERGE ACQUISITION CORP | CLASS A ORD SHS | G63836103 | BBG011WZGGQ2 | 5065000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| SYNDAX PHARMACEUTICALS INC | COM | 87164F105 | BBG001T92272 | 329247 | 12937 | SH |  | SOLE |  | 12937 | 0 | 0 |
| SYSCO CORP | COM | 871829107 | BBG001S5WJS8 | 46065330 | 602555 | SH |  | SOLE |  | 599723 | 0 | 2832 |
| TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 |  | 5457277 | 6821000 | PRN |  | SOLE |  | 6771 | 0 | 50 |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | BBG001S5WWW4 | 5681352 | 76270 | SH |  | SOLE |  | 74307 | 0 | 1963 |
| TALON 1 ACQUISITION CORP | *W EXP 07/30/202 | G86656116 |  | 1000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| TALON 1 ACQUISITION CORP | CLASS A ORD | G86656108 | BBG0132PGHQ1 | 1036000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| TARGET CORP | COM | 87612E106 | BBG001SC0K41 | 18382892 | 123342 | SH |  | SOLE |  | 123327 | 0 | 15 |
| TARGET GLOBAL ACQUISI I CORP | *W EXP 12/08/202 | G8675N125 |  | 43433 | 333333 | SH |  | SOLE |  | 333333 | 0 | 0 |
| TARGET GLOBAL ACQUISI I CORP | CLASS A ORD SHS | G8675N109 | BBG00ZHZNJY2 | 10240000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| TB SA ACQUISITION CORP | *W EXP 03/25/202 | G8657L121 |  | 5483 | 233333 | SH |  | SOLE |  | 233333 | 0 | 0 |
| TB SA ACQUISITION CORP | CLASS A ORD SHS | G8657L105 | BBG0110429G8 | 7063000 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| TE CONNECTIVITY LTD | SHS | H84989104 | BBG001STLRP3 | 9890824 | 86157 | SH |  | SOLE |  | 86000 | 0 | 157 |
| TECH AND ENERGY TRANSITION | *W EXP 03/31/202 | 87823R110 |  | 5517 | 166666 | SH |  | SOLE |  | 166666 | 0 | 0 |
| TECHNIPFMC PLC | COM | G87110105 | BBG00DL8NMT5 | 2072666 | 170030 | SH |  | SOLE |  | 170030 | 0 | 0 |
| TECHTARGET INC | NOTE 0.125%12/1 | 87874RAB6 |  | 6906225 | 7500000 | PRN |  | SOLE |  | 7500 | 0 | 0 |
| TECNOGLASS INC | ORD SHS | G87264100 | BBG002Z3L765 | 3360515 | 109214 | SH |  | SOLE |  | 109214 | 0 | 0 |
| TECNOGLASS INC | ORD SHS | G87264100 | BBG002Z3L765 | 675432 | 21951 | SH |  | OTR | 1 | 21951 | 0 | 0 |
| TECNOGLASS INC | ORD SHS | G87264100 | BBG002Z3L765 | 1595363 | 51848 | SH |  | OTR | 2 | 51848 | 0 | 0 |
| TEGNA INC | COM | 87901J105 | BBG001S5RHD4 | 22336972 | 1054128 | SH |  | SOLE |  | 1054128 | 0 | 0 |
| TELA BIO INC | COM | 872381108 | BBG004CH7Z69 | 118772 | 10328 | SH |  | OTR | 2 | 10328 | 0 | 0 |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 |  | 12569375 | 16250000 | PRN |  | SOLE |  | 16250 | 0 | 0 |
| TELEDYNE TECHNOLOGIES INC | COM | 879360105 | BBG001SDK336 | 4373816 | 10937 | SH |  | SOLE |  | 10937 | 0 | 0 |
| TERADYNE INC | COM | 880770102 | BBG001S5WMZ3 | 10938054 | 125221 | SH |  | SOLE |  | 125221 | 0 | 0 |
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 |  | 41512800 | 15000000 | PRN |  | SOLE |  | 15000 | 0 | 0 |
| TERRAN ORBITAL CORPORATION | *W EXP 03/25/202 | 88105P111 |  | 11667 | 116666 | SH |  | SOLE |  | 116666 | 0 | 0 |
| TESLA INC | COM | 88160R101 | BBG001SQKGD7 | 61842273 | 502048 | SH |  | SOLE |  | 498976 | 0 | 3072 |
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 |  | 104003360 | 17502000 | PRN |  | SOLE |  | 17495 | 0 | 7 |
| TETRA TECH INC NEW | COM | 88162G103 | BBG001S5YYH5 | 905550 | 6237 | SH |  | SOLE |  | 6237 | 0 | 0 |
| TEXAS INSTRS INC | COM | 882508104 | BBG001S5WYZ7 | 23807376 | 144095 | SH |  | SOLE |  | 144071 | 0 | 24 |
| THE TRADE DESK INC | COM CL A | 88339J105 | BBG00629NGW8 | 243875 | 5440 | SH |  | SOLE |  | 5440 | 0 | 0 |
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 | BBG001S5WS08 | 87733728 | 159316 | SH |  | SOLE |  | 158643 | 0 | 673 |
| THRIVE ACQUISITION CORPORATI | *W EXP 10/31/202 | G7158C119 |  | 93 | 12500 | SH |  | SOLE |  | 12500 | 0 | 0 |
| THRIVE ACQUISITION CORPORATI | CLASS A ORD | G7158C101 | BBG012GKRQK3 | 258500 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| THUNDER BRDG CAP PRTNRS IV I | *W EXP 04/30/202 | 88605L115 |  | 13000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| THUNDER BRDG CAP PRTNRS IV I | CLASS A COM | 88605L107 | BBG00ZVC1Q84 | 5020000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| THUNDER BRIDGE CAP PRTNRS II | *W EXP 02/01/202 | 88605T118 |  | 1534 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| TJX COS INC NEW | COM | 872540109 | BBG001S5WQ93 | 30685402 | 385495 | SH |  | SOLE |  | 384907 | 0 | 588 |
| TKB CRITICAL TECHNOLOGIES 1 | *W EXP 10/20/202 | G88935120 |  | 2220 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| TKB CRITICAL TECHNOLOGIES 1 | CLASS A ORD | G88935112 | BBG013B8HFT9 | 3093000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| TLGY ACQUISITION CORPORATION | *W EXP 11/09/202 | G8656T125 |  | 6410 | 328694 | SH |  | SOLE |  | 328694 | 0 | 0 |
| TLGY ACQUISITION CORPORATION | CLASS A ORD SHS | G8656T109 | BBG01316BNW9 | 6754672 | 657389 | SH |  | SOLE |  | 657389 | 0 | 0 |
| T-MOBILE US INC | COM | 872590104 | BBG001SKR9Y6 | 33302080 | 237872 | SH |  | SOLE |  | 236692 | 0 | 1180 |
| TOAST INC | CL A | 888787108 | BBG00BTJVKB1 | 235923 | 13085 | SH |  | SOLE |  | 13085 | 0 | 0 |
| TORTOISEECOFIN ACQUISITION C | *W EXP 07/22/202 | G8956E117 |  | 25000 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| TORTOISEECOFIN ACQUISITION C | SHS CL A | G8956E109 | BBG00ZGY4FB0 | 4975000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| TRAJECTORY ALPHA ACQUISITION | *W EXP 99/99/999 | 89301B112 |  | 10000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| TRAJECTORY ALPHA ACQUISITION | COM CL A | 89301B104 | BBG00ZL7SJN6 | 5025000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| TRANE TECHNOLOGIES PLC | SHS | G8994E103 | BBG001S5SBV6 | 883649 | 5257 | SH |  | SOLE |  | 5036 | 0 | 221 |
| TRANSMEDICS GROUP INC | COM | 89377M109 | BBG00NZ6J701 | 1959301 | 31745 | SH |  | SOLE |  | 31745 | 0 | 0 |
| TRANSMEDICS GROUP INC | COM | 89377M109 | BBG00NZ6J701 | 1234647 | 20004 | SH |  | OTR | 2 | 20004 | 0 | 0 |
| TRANSMEDICS GROUP INC | COM | 89377M109 | BBG00NZ6J701 | 523571 | 8483 | SH |  | OTR | 1 | 8483 | 0 | 0 |
| TRANSUNION | COM | 89400J107 | BBG002Q7J607 | 5448000 | 96000 | SH |  | SOLE |  | 96000 | 0 | 0 |
| TRAVELERS COMPANIES INC | COM | 89417E109 | BBG001S5R103 | 15417678 | 82232 | SH |  | SOLE |  | 82202 | 0 | 30 |
| TREACE MED CONCEPTS INC | COM | 89455T109 | BBG00GQKR6N3 | 1718388 | 74745 | SH |  | SOLE |  | 74745 | 0 | 0 |
| TREACE MED CONCEPTS INC | COM | 89455T109 | BBG00GQKR6N3 | 1415632 | 61576 | SH |  | OTR | 2 | 61576 | 0 | 0 |
| TREACE MED CONCEPTS INC | COM | 89455T109 | BBG00GQKR6N3 | 603120 | 26234 | SH |  | OTR | 1 | 26234 | 0 | 0 |
| TRINE II ACQUISITION CORP | *W EXP 99/99/999 | G9059F118 |  | 59357 | 742892 | SH |  | SOLE |  | 742892 | 0 | 0 |
| TRINE II ACQUISITION CORP | CL A ORD SHS | G9059F100 | BBG00ZCX31P3 | 15311004 | 1485784 | SH |  | SOLE |  | 1485784 | 0 | 0 |
| TRIPADVISOR INC | NOTE 0.250% 4/0 | 896945AD4 |  | 12235200 | 15000000 | PRN |  | SOLE |  | 15000 | 0 | 0 |
| TRISTAR ACQUISITION I CORP | *W EXP 99/99/999 | G9074V114 |  | 11385 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| TRISTAR ACQUISITION I CORP | CL A ORD SHS | G9074V106 | BBG00ZXBS028 | 9117000 | 900000 | SH |  | SOLE |  | 900000 | 0 | 0 |
| TRUIST FINL CORP | COM | 89832Q109 | BBG001S5YYC0 | 7059028 | 164049 | SH |  | SOLE |  | 164049 | 0 | 0 |
| TWELVE SEAS INVESTMENT CO II | *W EXP 03/02/202 | 90118T114 |  | 2687 | 179109 | SH |  | SOLE |  | 179109 | 0 | 0 |
| TWIN RIDGE CAPITAL ACQUIS CO | *W EXP 03/07/202 | G9151L120 |  | 2508 | 83333 | SH |  | SOLE |  | 83333 | 0 | 0 |
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 |  | 43225122 | 46237000 | PRN |  | SOLE |  | 45804 | 0 | 433 |
| TZP STRATEGIES ACQUISTN CORP | *W EXP 01/06/202 | G91595119 |  | 223 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| UBER TECHNOLOGIES INC | COM | 90353T100 | BBG002B04MW4 | 13908968 | 562433 | SH |  | SOLE |  | 554578 | 0 | 7855 |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 |  | 63114535 | 74555000 | PRN |  | SOLE |  | 73860 | 0 | 695 |
| UBS GROUP AG | SHS | H42097107 | BBG007936GX0 | 7723592 | 413690 | SH |  | SOLE |  | 404390 | 0 | 9300 |
| UBS GROUP AG | SHS | H42097107 | BBG007936GX0 | 261380 | 14000 | SH | Put | SOLE |  | 14000 | 0 | 0 |
| UDR INC | COM | 902653104 | BBG001S6KCT3 | 6949324 | 179430 | SH |  | SOLE |  | 179430 | 0 | 0 |
| UFP TECHNOLOGIES INC | COM | 902673102 | BBG001S79DN8 | 201002 | 1705 | SH |  | SOLE |  | 1705 | 0 | 0 |
| UFP TECHNOLOGIES INC | COM | 902673102 | BBG001S79DN8 | 321722 | 2729 | SH |  | OTR | 2 | 2729 | 0 | 0 |
| ULTA BEAUTY INC | COM | 90384S303 | BBG00FWQ4W44 | 40603168 | 86561 | SH |  | SOLE |  | 86041 | 0 | 520 |
| UNION PAC CORP | COM | 907818108 | BBG001S5X2M0 | 66191582 | 319658 | SH |  | SOLE |  | 318888 | 0 | 770 |
| UNITED AIRLS HLDGS INC | COM | 910047109 | BBG001SQ87W0 | 6786000 | 180000 | SH | Call | SOLE |  | 180000 | 0 | 0 |
| UNITED PARCEL SERVICE INC | CL B | 911312106 | BBG001SDGSH1 | 25762566 | 148197 | SH |  | SOLE |  | 148180 | 0 | 17 |
| UNITED THERAPEUTICS CORP DEL | COM | 91307C102 | BBG001S8RV10 | 1664091 | 5984 | SH |  | SOLE |  | 5984 | 0 | 0 |
| UNITEDHEALTH GROUP INC | COM | 91324P102 | BBG001S6WCJ1 | 227236739 | 428603 | SH |  | SOLE |  | 427291 | 0 | 1312 |
| UNITY SOFTWARE INC | COM | 91332U101 | BBG0056JW5H5 | 1543889 | 54001 | SH |  | SOLE |  | 54001 | 0 | 0 |
| UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 |  | 104128008 | 138400000 | PRN |  | SOLE |  | 137671 | 0 | 729 |
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 |  | 5306700 | 10000000 | PRN |  | SOLE |  | 10000 | 0 | 0 |
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 |  | 26335400 | 35000000 | PRN |  | SOLE |  | 35000 | 0 | 0 |
| US BANCORP DEL | COM NEW | 902973304 | BBG001S6T8C1 | 8084291 | 185377 | SH |  | SOLE |  | 185377 | 0 | 0 |
| USERTESTING INC | COM | 91734E101 | BBG0080W48Z1 | 1013850 | 135000 | SH |  | SOLE |  | 135000 | 0 | 0 |
| UTA ACQUISITION CORPORATION | *W EXP 10/30/202 | G9473A117 |  | 36534 | 350279 | SH |  | SOLE |  | 350279 | 0 | 0 |
| UTA ACQUISITION CORPORATION | CLASS A ORD SHS | G9473A109 | BBG013J4ZPH1 | 7152697 | 700558 | SH |  | SOLE |  | 700558 | 0 | 0 |
| VAHANNA TECH EDGE ACQSTN I C | *W EXP 11/30/202 | G9320Z117 |  | 6563 | 625000 | SH |  | SOLE |  | 625000 | 0 | 0 |
| VAHANNA TECH EDGE ACQSTN I C | CLASS A ORD | G9320Z109 | BBG013FXFZC6 | 12862500 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 |  | 53528280 | 57192000 | PRN |  | SOLE |  | 56673 | 0 | 519 |
| VALERO ENERGY CORP | COM | 91913Y100 | BBG001S5X8K9 | 15109787 | 119106 | SH |  | SOLE |  | 119106 | 0 | 0 |
| VALMONT INDS INC | COM | 920253101 | BBG001S5X650 | 2517060 | 7612 | SH |  | SOLE |  | 7282 | 0 | 330 |
| VALMONT INDS INC | COM | 920253101 | BBG001S5X650 | 10184636 | 30800 | SH | Call | SOLE |  | 30800 | 0 | 0 |
| VALOR LATITUDE ACQUISITN COR | *W EXP 04/02/202 | G9460N122 |  | 833 | 16666 | SH |  | SOLE |  | 16666 | 0 | 0 |
| VALOR LATITUDE ACQUISITN COR | CLASS A ORD SHS | G9460N106 | BBG00ZN8VCF2 | 503000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| VANGUARD INDEX FDS | S 500 ETF SHS | 922908363 | BBG001TC6MC1 | 471058051 | 1340747 | SH |  | SOLE |  | 1340747 | 0 | 0 |
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 |  | 10521500 | 10000000 | PRN |  | SOLE |  | 10000 | 0 | 0 |
| VERADIGM INC | NOTE 0.875% 1/0 | 01988PAF5 |  | 15005235 | 10500000 | PRN |  | SOLE |  | 10500 | 0 | 0 |
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 |  | 8674700 | 10000000 | PRN |  | SOLE |  | 10000 | 0 | 0 |
| VERISK ANALYTICS INC | COM | 92345Y106 | BBG001SBRX64 | 12741405 | 72222 | SH |  | SOLE |  | 72222 | 0 | 0 |
| VERISK ANALYTICS INC | COM | 92345Y106 | BBG001SBRX64 | 229346 | 1300 | SH | Put | SOLE |  | 1300 | 0 | 0 |
| VERITONE INC | NOTE 1.750%11/1 | 92347MAB6 |  | 3043200 | 5000000 | PRN |  | SOLE |  | 5000 | 0 | 0 |
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | BBG001S67QY1 | 37350412 | 947980 | SH |  | SOLE |  | 947265 | 0 | 715 |
| VERTEX PHARMACEUTICALS INC | COM | 92532F100 | BBG001S68LJ8 | 26497586 | 91757 | SH |  | SOLE |  | 91757 | 0 | 0 |
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 |  | 131008 | 130000 | PRN |  | SOLE |  | 130 | 0 | 0 |
| VISA INC | COM CL A | 92826C839 | BBG001SRCFY3 | 187029915 | 900221 | SH |  | SOLE |  | 896672 | 0 | 3549 |
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 |  | 9804536 | 10085000 | PRN |  | SOLE |  | 10085 | 0 | 0 |
| VMG CONSUMER ACQUISITION COR | *W EXP 11/03/202 | 91842V110 |  | 22875 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| VMG CONSUMER ACQUISITION COR | CLASS A COM | 91842V102 | BBG013BW0446 | 15300000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| VMWARE INC | CL A COM | 928563402 | BBG001S6TFZ0 | 23385780 | 190500 | SH |  | SOLE |  | 190500 | 0 | 0 |
| VORNADO RLTY TR | SH BEN INT | 929042109 | BBG001S5X909 | 7671794 | 368659 | SH |  | SOLE |  | 368659 | 0 | 0 |
| VROOM INC | NOTE 0.750% 7/0 | 92918VAB5 |  | 6029903 | 17012000 | PRN |  | SOLE |  | 16826 | 0 | 186 |
| VULCAN MATLS CO | COM | 929160109 | BBG001S5X8R2 | 4152559 | 23714 | SH |  | SOLE |  | 23714 | 0 | 0 |
| WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | BBG001S5XBY7 | 1967004 | 52650 | SH |  | SOLE |  | 52650 | 0 | 0 |
| WALMART INC | COM | 931142103 | BBG001S5XH92 | 89905069 | 634072 | SH |  | SOLE |  | 631876 | 0 | 2196 |
| WASTE MGMT INC DEL | COM | 94106L109 | BBG001S5XH47 | 31518918 | 200911 | SH |  | SOLE |  | 199094 | 0 | 1817 |
| WAVERLEY CAPITAL ACQUIS CORP | *W EXP 07/15/202 | G06536117 |  | 12013 | 266666 | SH |  | SOLE |  | 266666 | 0 | 0 |
| WAVERLEY CAPITAL ACQUIS CORP | SHS CL A | G06536109 | BBG00ZXBKK68 | 8016000 | 800000 | SH |  | SOLE |  | 800000 | 0 | 0 |
| WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 |  | 19199703 | 29631000 | PRN |  | SOLE |  | 29631 | 0 | 0 |
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 |  | 16723343 | 29023000 | PRN |  | SOLE |  | 28944 | 0 | 79 |
| WEATHERFORD INTL PLC | ORD SHS | G48833118 | BBG00R4SQJS4 | 600245 | 11788 | SH |  | OTR | 2 | 11788 | 0 | 0 |
| WEATHERFORD INTL PLC | ORD SHS | G48833118 | BBG00R4SQJS4 | 254040 | 4989 | SH |  | OTR | 1 | 4989 | 0 | 0 |
| WEATHERFORD INTL PLC | ORD SHS | G48833118 | BBG00R4SQJS4 | 1228903 | 24134 | SH |  | SOLE |  | 24134 | 0 | 0 |
| WELLS FARGO CO NEW | COM | 949746101 | BBG001S5XF23 | 93824093 | 2272320 | SH |  | SOLE |  | 2262120 | 0 | 10200 |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 |  | 12616695 | 10647 | SH |  | SOLE |  | 10610 | 0 | 37 |
| WELLTOWER INC | COM | 95040Q104 | BBG001S5RTQ4 | 9511961 | 145110 | SH |  | SOLE |  | 145110 | 0 | 0 |
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 |  | 26801775 | 28028000 | PRN |  | SOLE |  | 28028 | 0 | 0 |
| WEYERHAEUSER CO MTN BE | COM NEW | 962166104 | BBG001S5XL11 | 8591464 | 277144 | SH |  | SOLE |  | 277144 | 0 | 0 |
| WILLIAMS COS INC | COM | 969457100 | BBG001S5XH10 | 11528588 | 350413 | SH |  | SOLE |  | 350413 | 0 | 0 |
| WINGSTOP INC | COM | 974155103 | BBG008N298X9 | 557499 | 4051 | SH |  | OTR | 2 | 4051 | 0 | 0 |
| WINGSTOP INC | COM | 974155103 | BBG008N298X9 | 1110456 | 8069 | SH |  | SOLE |  | 8069 | 0 | 0 |
| WINGSTOP INC | COM | 974155103 | BBG008N298X9 | 235743 | 1713 | SH |  | OTR | 1 | 1713 | 0 | 0 |
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 |  | 13166500 | 12500000 | PRN |  | SOLE |  | 12500 | 0 | 0 |
| WIX COM LTD | NOTE 7/0 | 92940WAB5 |  | 9734800 | 10000000 | PRN |  | SOLE |  | 10000 | 0 | 0 |
| WIX COM LTD | NOTE 8/1 | 92940WAD1 |  | 16587497 | 19594000 | PRN |  | SOLE |  | 19183 | 0 | 411 |
| WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 |  | 28163625 | 17500000 | PRN |  | SOLE |  | 17500 | 0 | 0 |
| WORKIVA INC | COM CL A | 98139A105 | BBG007BVZ8J7 | 315307 | 3755 | SH |  | SOLE |  | 3755 | 0 | 0 |
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 |  | 25257588 | 20428000 | PRN |  | SOLE |  | 20333 | 0 | 95 |
| WORLD QUANTUM GROWTH ACQUISI | *W EXP 08/04/202 | G5596W127 |  | 4000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| WORLD QUANTUM GROWTH ACQUISI | SHS CL A | G5596W101 | BBG0110XBR10 | 8164000 | 800000 | SH |  | SOLE |  | 800000 | 0 | 0 |
| WORLD WRESTLING ENTMT INC | NOTE 3.375%12/1 | 98156QAB4 |  | 53471688 | 19250000 | PRN |  | SOLE |  | 19250 | 0 | 0 |
| WORLDWIDE WEBB ACQUISITION C | *W EXP 10/20/202 | G97775111 |  | 8888 | 289507 | SH |  | SOLE |  | 289507 | 0 | 0 |
| WORLDWIDE WEBB ACQUISITION C | CLASS A ORD SHS | G97775103 | BBG012S2R9K8 | 5894373 | 579015 | SH |  | SOLE |  | 579015 | 0 | 0 |
| XCEL ENERGY INC | COM | 98389B100 | BBG001S7F0X8 | 13713376 | 195598 | SH |  | SOLE |  | 195598 | 0 | 0 |
| XPAC ACQUISITION CORP | *W EXP 99/99/999 | G9831X122 |  | 43147 | 266666 | SH |  | SOLE |  | 266666 | 0 | 0 |
| XPONENTIAL FITNESS INC | COM CL A | 98422X101 | BBG011M1TY49 | 312261 | 13618 | SH |  | OTR | 1 | 13618 | 0 | 0 |
| XPONENTIAL FITNESS INC | COM CL A | 98422X101 | BBG011M1TY49 | 1380088 | 60187 | SH |  | SOLE |  | 60187 | 0 | 0 |
| XPONENTIAL FITNESS INC | COM CL A | 98422X101 | BBG011M1TY49 | 732935 | 31964 | SH |  | OTR | 2 | 31964 | 0 | 0 |
| XYLEM INC | COM | 98419M100 | BBG001V05C73 | 11314739 | 102331 | SH |  | SOLE |  | 102296 | 0 | 35 |
| ZETA GLOBAL HOLDINGS CORP | CL A | 98956A105 | BBG010FXVQB5 | 316024 | 38681 | SH |  | SOLE |  | 38681 | 0 | 0 |
| ZETA GLOBAL HOLDINGS CORP | CL A | 98956A105 | BBG010FXVQB5 | 160491 | 19644 | SH |  | OTR | 2 | 19644 | 0 | 0 |
| ZILLOW GROUP INC | NOTE 0.750% 9/0 | 98954MAE1 |  | 18710280 | 18000000 | PRN |  | SOLE |  | 18000 | 0 | 0 |
| ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 |  | 18193122 | 17892000 | PRN |  | SOLE |  | 17892 | 0 | 0 |
| ZIMMER BIOMET HOLDINGS INC | COM | 98956P102 | BBG001S7DQJ9 | 7402905 | 58062 | SH |  | SOLE |  | 58062 | 0 | 0 |
| ZIMMER ENERGY TRANSITION ACQ | *W EXP 06/16/202 | 989570114 |  | 6333 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| ZIMMER ENERGY TRANSITION ACQ | COM CL A | 989570106 | BBG0112J4YN8 | 995000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ZIONS BANCORPORATION N A | COM | 989701107 | BBG001S5XN80 | 14382643 | 292568 | SH |  | SOLE |  | 292568 | 0 | 0 |
| ZOETIS INC | CL A | 98978V103 | BBG0039320P7 | 16048837 | 109511 | SH |  | SOLE |  | 109461 | 0 | 50 |
| ZSCALER INC | COM | 98980G102 | BBG003338H61 | 265763 | 2375 | SH |  | SOLE |  | 2375 | 0 | 0 |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 |  | 53882594 | 51190000 | PRN |  | SOLE |  | 50842 | 0 | 348 |

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