# EDGAR Filing Document

**Accession Number:** 0001346554
**File Stem:** 0001346554-26-000024
**Filing Date:** 2026-2
**Character Count:** 53679
**Document Hash:** f1685bbe8ebc73f3ffc58eae9c6efd36
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001346554-26-000024.hdr.sgml**: 20260217

**ACCESSION NUMBER**: 0001346554-26-000024

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260217

**DATE AS OF CHANGE**: 20260217

**EFFECTIVENESS DATE**: 20260217

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TENOR CAPITAL MANAGEMENT Co., L.P.
- **CENTRAL INDEX KEY:** 0001346554

**ORGANIZATION NAME:**
- **EIN:** 841641518
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-11620
- **FILM NUMBER:** 26642585

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

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

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2025

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

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

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

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

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

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

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

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

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

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

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

/s/ Matthew Starr  NEW YORK, NY  02-17-2026<br>[Signature]  [City, State]  [Date]

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

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

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

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

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 0

**Form 13F Information Table Entry Total:** 438

**Form 13F Information Table Value Total:** $7095253014

      (round to nearest dollar)

**List of Other Included Managers:**

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

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

**NONE**

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| 1RT ACQUISITION CORP. | USD CL A ORD SHS | G6757R105 |  | 2550000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| 1RT ACQUISITION CORP. | *W EXP 06/26/203 | G6757R113 |  | 36256 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| A PARADISE ACQUISITION CORP | COM CL A | G04819101 |  | 12060000 | 1200000 | SH |  | SOLE |  | 1200000 | 0 | 0 |
| A PARADISE ACQUISITION CORP | RIGHT 07/29/2025 | G04819119 |  | 300000 | 1200000 | SH |  | SOLE |  | 1200000 | 0 | 0 |
| ABPRO HLDGS INC | *W EXP 11/12/202 | 000847111 |  | 3280 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ACCURAY INC | COM | 004397105 |  | 412300 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| ACTIVATE ENERGY ACQUISITION | UNIT 11/10/2030 | G0081J129 |  | 6996500 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| ADS TEC ENERGY PLC | *W EXP 99/99/999 | G0085J109 |  | 14875 | 12500 | SH |  | SOLE |  | 12500 | 0 | 0 |
| ADVANCED ENERGY INDS | NOTE  2.500% 9/1 | 007973AE0 |  | 19592110 | 11866000 | PRN |  | SOLE |  | 11866000 | 0 | 0 |
| AERIES TECHNOLOGY INC | *W EXP 11/06/202 | G0136H110 |  | 28125 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| AEYE INC | *W EXP 09/30/202 | 008183113 |  | 6690 | 74249 | SH |  | SOLE |  | 74249 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE  0.375% 9/0 | 00971TAL5 |  | 173074227 | 171514000 | PRN |  | SOLE |  | 171514000 | 0 | 0 |
| ALDEL FINL II INC | CL A | G01558108 |  | 7334965 | 699234 | SH |  | SOLE |  | 699234 | 0 | 0 |
| ALDEL FINL II INC | *W EXP 09/26/203 | G01558124 |  | 172095 | 312900 | SH |  | SOLE |  | 312900 | 0 | 0 |
| ALIGNMENT HEALTHCARE INC | NOTE  4.250%11/1 | 01625VAB0 |  | 19025034 | 12500000 | PRN |  | SOLE |  | 12500000 | 0 | 0 |
| ALLURION TECHNOLOGIES INC | *W EXP 08/01/203 | 02008G110 |  | 234 | 15312 | SH |  | SOLE |  | 15312 | 0 | 0 |
| ALPHA TAU MEDICAL LTD | *W EXP 99/99/999 | M0740A116 |  | 51000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| ALUSSA ENERGY ACQUISITION CO | UNIT 99/99/9999 | G0233J126 |  | 10100000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| AMERICAN DRIVE ACQUISITION C | UNIT 12/04/2030 | G0R91M121 |  | 12462500 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| AMERICAN EXCEPTIONALISM ACQU | ORD CL A | G0273J101 |  | 3726125 | 327140 | SH |  | SOLE |  | 327140 | 0 | 0 |
| AMPHASTAR PHARMACEUTICALS IN | NOTE  2.000% 3/1 | 03209RAB9 |  | 13980584 | 15000000 | PRN |  | SOLE |  | 15000000 | 0 | 0 |
| ANDRETTI ACQUISITION CORP II | ORD SHS CL A | G26745102 |  | 7882500 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| ANGHAMI INC | *W EXP 02/03/202 | G0369L119 |  | 4700 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| APELLIS PHARMACEUTICALS INC | NOTE  3.500% 9/1 | 03753UAB2 |  | 12073150 | 11950000 | PRN |  | SOLE |  | 11950000 | 0 | 0 |
| APEX TREAS CORP | ORD SHS CL A | G04104108 |  | 8406500 | 850000 | SH |  | SOLE |  | 850000 | 0 | 0 |
| APEX TREAS CORP | *W EXP 10/07/203 | G04104124 |  | 118023 | 425000 | SH |  | SOLE |  | 425000 | 0 | 0 |
| ARCHIMEDES TECH SPAC PARTNER | ORD SHS | G04537109 |  | 15540000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| ARCHIMEDES TECH SPAC PARTNER | *W EXP 10/15/202 | G04537125 |  | 411825 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| ARMADA ACQUISITION CORP II | COM CL A | G0R38G104 |  | 22374400 | 2185000 | SH |  | SOLE |  | 2185000 | 0 | 0 |
| ARMADA ACQUISITION CORP II | *W EXP 05/21/203 | G0R38G112 |  | 667500 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| ASCENDIS PHARMA A/S | NOTE  2.250% 4/0 | 04351PAD3 |  | 29900615 | 21000000 | PRN |  | SOLE |  | 21000000 | 0 | 0 |
| ASTRONICS CORP | NOTE  5.500% 3/1 | 046433AD0 |  | 1376306 | 533000 | PRN |  | SOLE |  | 533000 | 0 | 0 |
| AXIOM INTELLIGENCE AC CORP 1 | RIGHT 06/10/2030 | G0750N112 |  | 136500 | 650000 | SH |  | SOLE |  | 650000 | 0 | 0 |
| AXIOM INTELLIGENCE AC CORP 1 | ORD SHS CL A | G0750N104 |  | 6539000 | 650000 | SH |  | SOLE |  | 650000 | 0 | 0 |
| BAIN CAP GSS INVT CORP | ORD CL A | G0R78B106 |  | 3528000 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| BAIN CAP GSS INVT CORP | *W EXP 01/01/202 | G0R78B114 |  | 45689 | 70000 | SH |  | SOLE |  | 70000 | 0 | 0 |
| BAIRD MED INVT HLDGS LTD | *W EXP 10/01/202 | G0705H111 |  | 9000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| BANZAI INTERNATIONAL INC | *W EXP 12/14/202 | 06682J118 |  | 700 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| BENEFICIENT | *W EXP 06/07/202 | 08178Q119 |  | 3180 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| BENTLEY SYS INC | NOTE  0.375% 7/0 | 08265TAD1 |  | 68647638 | 72595000 | PRN |  | SOLE |  | 72595000 | 0 | 0 |
| BENTLEY SYS INC | NOTE  0.125% 1/1 | 08265TAB5 |  | 151797616 | 151995000 | PRN |  | SOLE |  | 151995000 | 0 | 0 |
| BERTO ACQUISITION CORP | ORD SHS | G1051H101 |  | 8112000 | 800000 | SH |  | SOLE |  | 800000 | 0 | 0 |
| BERTO ACQUISITION CORP | *W EXP 05/01/203 | G1051H119 |  | 148000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| BEYOND MEAT INC | NOTE         3/1 | 08862EAB5 |  | 4175000 | 5000000 | PRN |  | SOLE |  | 5000000 | 0 | 0 |
| BILL HOLDINGS INC | NOTE         4/0 | 090043AD2 |  | 16994229 | 17795000 | PRN |  | SOLE |  | 17795000 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL INC | NOTE  1.250% 5/1 | 09061GAK7 |  | 112244512 | 116500000 | PRN |  | SOLE |  | 116500000 | 0 | 0 |
| BITCOIN INFRASTRUCTURE ACQUI | UNIT 11/06/2030 | G1143H127 |  | 12450000 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| BLACKLINE INC | NOTE         3/1 | 09239BAD1 |  | 78249500 | 79000000 | PRN |  | SOLE |  | 79000000 | 0 | 0 |
| BLACKLINE INC | NOTE  1.000% 6/0 | 09239BAF6 |  | 37202391 | 35094000 | PRN |  | SOLE |  | 35094000 | 0 | 0 |
| BLACKSKY TECHNOLOGY INC | *W EXP 09/09/202 | 09263B116 |  | 10181 | 198855 | SH |  | SOLE |  | 198855 | 0 | 0 |
| BLOCK INC | NOTE  0.250%11/0 | 852234AK9 |  | 8658490 | 9350000 | PRN |  | SOLE |  | 9350000 | 0 | 0 |
| BLUE ACQUISITION CORP. | ORD SHS CL A | G1331A108 |  | 13448122 | 1317152 | SH |  | SOLE |  | 1317152 | 0 | 0 |
| BLUE ACQUISITION CORP. | RIGHT 06/11/2030 | G1331A116 |  | 388920 | 1200000 | SH |  | SOLE |  | 1200000 | 0 | 0 |
| BLUE GOLD LTD | *W EXP 04/01/203 | G1331C112 |  | 42120 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| BLUE WTR ACQUISITION CORP. I | ORD SHS CL A | G1368E106 |  | 10320000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| BLUE WTR ACQUISITION CORP. I | *W EXP 05/23/203 | G1368E114 |  | 265000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| BLUEROCK ACQUISITION CORP | UNIT 11/06/2030 | G1352R121 |  | 4000000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| BOLD EAGLE ACQUISITION CORP | CL A | G2003N105 |  | 6348000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| BRAND ENGAGEMENT NETWORK INC | *W EXP 03/14/202 | 104932116 |  | 1610 | 36666 | SH |  | SOLE |  | 36666 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE  2.500% 3/1 | 10806XAB8 |  | 74882541 | 39500000 | PRN |  | SOLE |  | 39500000 | 0 | 0 |
| BRIDGER AEROSPACE GRP HLDGS | *W EXP 01/24/202 | 96812F110 |  | 54805 | 274854 | SH |  | SOLE |  | 274854 | 0 | 0 |
| BTC DEV CORP | ORD SHS CL A | G0701G109 |  | 11261250 | 1125000 | SH |  | SOLE |  | 1125000 | 0 | 0 |
| BTC DEV CORP | *W EXP 09/11/203 | G0701G117 |  | 191250 | 281250 | SH |  | SOLE |  | 281250 | 0 | 0 |
| BURLINGTON STORES INC | NOTE  1.250%12/1 | 122017AD8 |  | 18589581 | 12500000 | PRN |  | SOLE |  | 12500000 | 0 | 0 |
| BUZZFEED INC | *W EXP 12/03/202 | 12430A110 |  | 420 | 16666 | SH |  | SOLE |  | 16666 | 0 | 0 |
| CAL REDWOOD ACQUISITION CORP | COM CL A | G17564108 |  | 12168000 | 1200000 | SH |  | SOLE |  | 1200000 | 0 | 0 |
| CAL REDWOOD ACQUISITION CORP | RIGHT 05/15/2030 | G17564116 |  | 388560 | 1200000 | SH |  | SOLE |  | 1200000 | 0 | 0 |
| CANTOR EQUITY PARTNERS I INC | SHS CL A | G1827K107 |  | 3822302 | 367176 | SH |  | SOLE |  | 367176 | 0 | 0 |
| CANTOR EQUITY PARTNERS II IN | CL A ORD SHS | G1827P106 |  | 1947552 | 172962 | SH |  | SOLE |  | 172962 | 0 | 0 |
| CANTOR EQUITY PARTNERS III I | SHS CL A | G1828A108 |  | 4335000 | 425000 | SH |  | SOLE |  | 425000 | 0 | 0 |
| CANTOR EQUITY PARTNERS IV IN | SHS CL A | G1828E100 |  | 9766000 | 950000 | SH |  | SOLE |  | 950000 | 0 | 0 |
| CANTOR EQUITY PARTNERS V INC | SHS CL A S | G1828S109 |  | 4100000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| CARBON REVOLUTION LTD | *W EXP 99/99/999 | G1893D110 |  | 487 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| CARTESIAN GROWTH CORP III | COM CL A | G19307100 |  | 15442500 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| CARTESIAN GROWTH CORP III | *W EXP 05/02/203 | G19307126 |  | 592500 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| CENTERPOINT ENERGY INC | NOTE  4.250% 8/1 | 15189TBD8 |  | 33325797 | 30000000 | PRN |  | SOLE |  | 30000000 | 0 | 0 |
| CENTRUS ENERGY CORP | NOTE  2.250%11/0 | 15643UAE4 |  | 1009735 | 375000 | PRN |  | SOLE |  | 375000 | 0 | 0 |
| CENTURION ACQUISITION CORP | SHS CL A | G20315100 |  | 7987500 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| CENTURION ACQUISITION CORP | *W EXP 05/31/203 | G20315118 |  | 48000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| CERENCE INC | NOTE  1.500% 7/0 | 156727AD1 |  | 4437176 | 4879000 | PRN |  | SOLE |  | 4879000 | 0 | 0 |
| CHAMPIONSGATE ACQUISITION CO | SHS CL A | G2124S108 |  | 1019000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CHAMPIONSGATE ACQUISITION CO | RIGHT 05/14/2030 | G2124S116 |  | 18500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CHECHE GROUP INC | *W EXP 10/01/203 | G20707116 |  | 2040 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CHEFS WHSE INC | NOTE  2.375%12/1 | 163086AE1 |  | 31944453 | 21000000 | PRN |  | SOLE |  | 21000000 | 0 | 0 |
| CHENGHE ACQUISITION III CO | ORD SHS CL A | G2086N105 |  | 4985000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| CHENGHE ACQUISITION III CO | *W EXP 09/09/203 | G2086N121 |  | 50000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| CHURCHILL CAP CORP XI | UNIT 12/10/2030 | G2131A124 |  | 7657500 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| CHURCHILL CAPITAL CORP IX | CL A SHS | G21301109 |  | 28724259 | 2702188 | SH |  | SOLE |  | 2702188 | 0 | 0 |
| CHURCHILL CAPITAL CORP IX | *W EXP 03/31/203 | G21301117 |  | 44240 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| CID HOLDCO INC | *W EXP 12/31/202 | 171756117 |  | 9011 | 112500 | SH |  | SOLE |  | 112500 | 0 | 0 |
| CLASSOVER HLDGS INC | *W EXP 04/03/203 | 182744110 |  | 900 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| CLEANSPARK INC | *W EXP 12/29/202 | 18452B118 |  | 13924 | 37500 | SH |  | SOLE |  | 37500 | 0 | 0 |
| CLOUDFLARE INC | NOTE         8/1 | 18915MAC1 |  | 117507244 | 100000000 | PRN |  | SOLE |  | 100000000 | 0 | 0 |
| CMS ENERGY CORP | NOTE  3.375% 5/0 | 125896BX7 |  | 32321425 | 30000000 | PRN |  | SOLE |  | 30000000 | 0 | 0 |
| COHEN CIRCLE ACQUISIT CORP I | SHS CL A | G2254C121 |  | 2048000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| COHEN CIRCLE ACQUISIT CORP I | *W EXP 07/01/203 | G2254C113 |  | 34995 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE  0.500% 6/0 | 19260QAB3 |  | 4994913 | 5000000 | PRN |  | SOLE |  | 5000000 | 0 | 0 |
| COINCHECK GROUP NV | *W EXP 12/11/202 | N20967100 |  | 8000 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | NOTE  2.875% 2/1 | 19459JAC8 |  | 12830568 | 9000000 | PRN |  | SOLE |  | 9000000 | 0 | 0 |
| CONFLUENT INC | NOTE         1/1 | 20717MAB9 |  | 102899846 | 105606000 | PRN |  | SOLE |  | 105606000 | 0 | 0 |
| CONMED CORP | NOTE  2.250% 6/1 | 207410AH4 |  | 120144218 | 125020000 | PRN |  | SOLE |  | 125020000 | 0 | 0 |
| COPLEY ACQUISITION CORP | ORD SHS CL A | G24243100 |  | 7702500 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| COPLEY ACQUISITION CORP | *W EXP 99/99/999 | G24243126 |  | 96600 | 375000 | SH |  | SOLE |  | 375000 | 0 | 0 |
| CRANE HBR ACQUISITION CORP | CL A | G24979109 |  | 15762983 | 1463601 | SH |  | SOLE |  | 1463601 | 0 | 0 |
| CRANE HBR ACQUISITION CORP | RIGHT 04/17/2030 | G24979117 |  | 688721 | 860901 | SH |  | SOLE |  | 860901 | 0 | 0 |
| CRANE HBR ACQUISITION CORP I | UNIT 12/09/2030 | G25014120 |  | 11077000 | 1100000 | SH |  | SOLE |  | 1100000 | 0 | 0 |
| CRYOPORT INC | NOTE 0.750% 12/0 | 229050AC3 |  | 950625 | 1000000 | PRN |  | SOLE |  | 1000000 | 0 | 0 |
| CSG SYS INTL INC | NOTE  3.875% 9/1 | 126349AH2 |  | 20902292 | 17500000 | PRN |  | SOLE |  | 17500000 | 0 | 0 |
| CSLM DIGITA ASSET ACQ CORP I | USD CL A ORD SHS | G2584S101 |  | 3482500 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| CSLM DIGITA ASSET ACQ CORP I | *W EXP 08/28/203 | G2584S119 |  | 61250 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| CXAPP INC | *W EXP 99/99/999 | 23248B117 |  | 6975 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| D. BORAL ARC ACQ I CORP. | SHS CL A | G2616F101 |  | 2507500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| D. BORAL ARC ACQ I CORP. | *W EXP 07/23/203 | G2616F119 |  | 45413 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| DAEDALUS SPL ACQUISITION COR | UNIT 11/10/2030 | G2616C124 |  | 6275000 | 625000 | SH |  | SOLE |  | 625000 | 0 | 0 |
| DAYFORCE INC | NOTE  0.250% 3/1 | 15677JAD0 |  | 91412135 | 92081000 | PRN |  | SOLE |  | 92081000 | 0 | 0 |
| DEXCOM INC | NOTE  0.375% 5/1 | 252131AM9 |  | 13854061 | 15000000 | PRN |  | SOLE |  | 15000000 | 0 | 0 |
| DIGITAL ASSET ACQUISITION CO | SHS CL A | G2868C103 |  | 12700000 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| DIGITAL ASSET ACQUISITION CO | *W EXP 04/01/203 | G2868C111 |  | 250000 | 625000 | SH |  | SOLE |  | 625000 | 0 | 0 |
| DIGITALOCEAN HLDGS INC | NOTE        12/0 | 25402DAB8 |  | 47981573 | 49619000 | PRN |  | SOLE |  | 49619000 | 0 | 0 |
| DISTOKEN ACQUISITION CORP | *W EXP 11/30/202 | G9878M112 |  | 12000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE         3/1 | 26142RAB0 |  | 27436716 | 30000000 | PRN |  | SOLE |  | 30000000 | 0 | 0 |
| DROPBOX INC | NOTE         3/0 | 26210CAD6 |  | 12624425 | 12500000 | PRN |  | SOLE |  | 12500000 | 0 | 0 |
| DRUGS MADE IN AMER ACQ II CO | RIGHT 09/16/2030 | G2851K112 |  | 210000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| DRUGS MADE IN AMER ACQ II CO | USD ORD SHS | G2851K104 |  | 14850000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| DUNE ACQUISITION CORP II | SHS CL A | G2867S109 |  | 10220000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| DUNE ACQUISITION CORP II | *W EXP 04/04/203 | G2867S117 |  | 224925 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| DYNAMIX CORP III | USD CL A ORD SHS | G2949T109 |  | 3461500 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| DYNAMIX CORP III | *W EXP 10/10/203 | G2949T117 |  | 62650 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| DYNAVAX TECHNOLOGIES CORP | DEBT  2.000% 3/1 | 268158AE2 |  | 21022170 | 20000000 | PRN |  | SOLE |  | 20000000 | 0 | 0 |
| ECARX HOLDINGS INC | *W EXP 99/99/999 | G29201111 |  | 3383 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| EGH ACQUISITION CORP. | SHS CL A | G2946P100 |  | 7091000 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| EGH ACQUISITION CORP. | RIGHT 99/99/9999 | G2946P118 |  | 175000 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| ENGENE HOLDINGS INC | *W EXP 10/31/202 | 29286M113 |  | 163519 | 55243 | SH |  | SOLE |  | 55243 | 0 | 0 |
| ENVOY MEDICAL INC | *W EXP 09/29/202 | 29415V117 |  | 1945 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| EQUINOX GOLD CORP | NOTE  4.750%10/1 | 29446YAC0 |  | 1181319 | 500000 | PRN |  | SOLE |  | 500000 | 0 | 0 |
| EQV VENTURES AC CORP. II | ORD SHS CL A | G3106Q102 |  | 13039000 | 1300000 | SH |  | SOLE |  | 1300000 | 0 | 0 |
| EQV VENTURES AC CORP. II | *W EXP 06/30/203 | G3106Q128 |  | 151667 | 433333 | SH |  | SOLE |  | 433333 | 0 | 0 |
| ETSY INC | NOTE  0.125% 9/0 | 29786AAL0 |  | 64706236 | 69639000 | PRN |  | SOLE |  | 69639000 | 0 | 0 |
| ETSY INC | NOTE  0.125%10/0 | 29786AAJ5 |  | 33689271 | 33265000 | PRN |  | SOLE |  | 33265000 | 0 | 0 |
| EVENTBRITE INC | NOTE  0.750% 9/1 | 29975EAD1 |  | 2369208 | 2406000 | PRN |  | SOLE |  | 2406000 | 0 | 0 |
| EVOLENT HEALTH INC | DEBT  4.500% 8/1 | 30050BAJ0 |  | 12735082 | 17500000 | PRN |  | SOLE |  | 17500000 | 0 | 0 |
| EVOLUTION GLOBAL ACQUISITION | UNIT 10/22/2030 | G3226F127 |  | 7035000 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| EVOLV TECHNOLOGIES HLDNGS IN | *W EXP 07/16/202 | 30049H110 |  | 13480 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE  0.375% 3/1 | 30063PAB1 |  | 39822868 | 38000000 | PRN |  | SOLE |  | 38000000 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE  0.375% 3/0 | 30063PAC9 |  | 46292930 | 45000000 | PRN |  | SOLE |  | 45000000 | 0 | 0 |
| EXPEDIA GROUP INC | NOTE         2/1 | 30212PBE4 |  | 44937587 | 40000000 | PRN |  | SOLE |  | 40000000 | 0 | 0 |
| FACT II ACQUISITION CORP | ORD SHS CL A | G32901103 |  | 10410000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| FACT II ACQUISITION CORP | *W EXP 11/26/203 | G32901129 |  | 105030 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| FALCONS BEYOND GLOBAL INC | *W EXP 10/06/202 | 306121112 |  | 50298 | 24900 | SH |  | SOLE |  | 24900 | 0 | 0 |
| FASTLY INC | NOTE         3/1 | 31188VAB6 |  | 9349470 | 9432000 | PRN |  | SOLE |  | 9432000 | 0 | 0 |
| FASTLY INC | NOTE  7.750% 6/0 | 31188VAD2 |  | 9510661 | 8500000 | PRN |  | SOLE |  | 8500000 | 0 | 0 |
| FIFTH ERA ACQUISITION CORP I | RIGHT 02/21/2030 | G3415K135 |  | 599850 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| FIFTH ERA ACQUISITION CORP I | ORD SHS CL A | G3415K101 |  | 15435000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| FIGX CAP ACQUISITION CORP. | USD CL A ORD SHS | G3473K100 |  | 3018000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| FIGX CAP ACQUISITION CORP. | *W EXP 06/17/203 | G3473K118 |  | 41205 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| FIVE9 INC | NOTE  1.000% 3/1 | 338307AF8 |  | 36242780 | 40000000 | PRN |  | SOLE |  | 40000000 | 0 | 0 |
| FORD MTR CO | NOTE         3/1 | 345370CZ1 |  | 10408284 | 10000000 | PRN |  | SOLE |  | 10000000 | 0 | 0 |
| FUTURECREST ACQUISITION CORP | CL A ORD SHS | G3730U107 |  | 3030000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| FUTURECREST ACQUISITION CORP | *W EXP 09/30/203 | G3730U115 |  | 54750 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| GALATA ACQUISITION CORP II | ORD SHS CL A | G3R25N108 |  | 5976000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| GALATA ACQUISITION CORP II | *W EXP 09/12/203 | G3R25N116 |  | 80000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| GAMESTOP CORP NEW | *W EXP 10/30/202 | 36467W117 |  | 108540 | 36658 | SH |  | SOLE |  | 36658 | 0 | 0 |
| GCT SEMICONDUCTOR HLDG INC | *W EXP 03/01/202 | 36170N115 |  | 9413 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| GDEV INC | *W EXP 99/99/999 | G6529J118 |  | 2238 | 124999 | SH |  | SOLE |  | 124999 | 0 | 0 |
| GENERAL PURP ACQUISITION COR | UNIT 12/03/2030 | G3810N122 |  | 8008000 | 800000 | SH |  | SOLE |  | 800000 | 0 | 0 |
| GESHER ACQUISITION CORP. II | USD CL A ORD SHS | G3852D107 |  | 12320640 | 1200000 | SH |  | SOLE |  | 1200000 | 0 | 0 |
| GESHER ACQUISITION CORP. II | *W EXP 10/31/203 | G3852D115 |  | 270000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| GIGCAPITAL7 CORP | ORD SHS CL A | G38648104 |  | 19973110 | 1894982 | SH |  | SOLE |  | 1894982 | 0 | 0 |
| GIGCAPITAL8 CORP | ORD CL A | G3864J100 |  | 14835000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| GIGCAPITAL8 CORP | RIGHT 09/30/2030 | G3864J118 |  | 465000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| GOGORO INC | *W EXP 04/04/202 | G9491K113 |  | 660 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| GORES HLDGS X INC | SHS CL A | G4002F109 |  | 20500000 | 2000000 | SH |  | SOLE |  | 2000000 | 0 | 0 |
| GORES HLDGS X INC | *W EXP 05/02/203 | G4002F125 |  | 464950 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| GORILLA TECHNOLOGY GROUP INC | *W EXP 99/99/999 | G4000K118 |  | 9431 | 37500 | SH |  | SOLE |  | 37500 | 0 | 0 |
| GP-ACT III ACQUISITION CORP | CL A | G4035N103 |  | 8017500 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| GRAF GLOBAL CORP | ORD SHS CL A | G4036C106 |  | 6453215 | 600020 | SH |  | SOLE |  | 600020 | 0 | 0 |
| GRAF GLOBAL CORP | *W EXP 05/31/203 | G4036C122 |  | 90400 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| GREENBRIER COS INC | NOTE  2.875% 4/1 | 393657AM3 |  | 44157685 | 40540000 | PRN |  | SOLE |  | 40540000 | 0 | 0 |
| GUARDANT HEALTH INC | NOTE        11/1 | 40131MAB5 |  | 14125474 | 13115000 | PRN |  | SOLE |  | 13115000 | 0 | 0 |
| GUIDEWIRE SOFTWARE INC | NOTE  1.250%11/0 | 40171VAC4 |  | 10993951 | 9950000 | PRN |  | SOLE |  | 9950000 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE         3/0 | 405024AB6 |  | 118322872 | 119217000 | PRN |  | SOLE |  | 119217000 | 0 | 0 |
| HALL CHADWICK ACQUISITION CO | UNIT 11/20/2030 | G42386121 |  | 8016000 | 800000 | SH |  | SOLE |  | 800000 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | NOTE  1.000% 8/1 | 40637HAF6 |  | 52784405 | 39626000 | PRN |  | SOLE |  | 39626000 | 0 | 0 |
| HARVARD AVE ACQUISITION CORP | RIGHT 03/30/2026 | G4330A111 |  | 16500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| HARVARD AVE ACQUISITION CORP | USD CL A ORD SHS | G4330A103 |  | 1489500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| HAYMAKER ACQUISITION CORP IV | *W EXP 05/31/202 | G4375F116 |  | 38826 | 25049 | SH |  | SOLE |  | 25049 | 0 | 0 |
| HCM III ACQUISITION CORP | ORD SHS CL A | G4365E103 |  | 10040000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| HCM III ACQUISITION CORP | *W EXP 07/23/203 | G4365E111 |  | 166667 | 333333 | SH |  | SOLE |  | 333333 | 0 | 0 |
| HENNESSY CAP INVT CORP VII | ORD SHS CL A | G4405D107 |  | 15525000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| HENNESSY CAP INVT CORP VII | RIGHT 01/17/2030 | G4405D115 |  | 418500 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| HIGHVIEW MERGER CORP | ORD SH CL A | G4569C101 |  | 5000000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| HIGHVIEW MERGER CORP | *W EXP 07/24/203 | G4569C119 |  | 67575 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| IB ACQUISITION CORP | RIGHT 03/28/2026 | 44934N116 |  | 7840 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| INFLECTION POINT ACQU CORP V | ORD SHS CL A | G6001J107 |  | 1285000 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| INFLECTION POINT ACQU CORP V | RIGHT 99/99/9999 | G6001J131 |  | 100000 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| INFLECTION POINT ACQUISITION | SHS CL A | G1169T104 |  | 5262930 | 490945 | SH |  | SOLE |  | 490945 | 0 | 0 |
| INFLECTION PT ACQUISITION CO | CL A ORD SHS | G47875102 |  | 12675000 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| INSIGHT DIGITAL PARTNERS II | CL A ORD | G4814G105 |  | 6441500 | 650000 | SH |  | SOLE |  | 650000 | 0 | 0 |
| INSIGHT DIGITAL PARTNERS II | *W EXP 10/28/203 | G4814G113 |  | 107250 | 325000 | SH |  | SOLE |  | 325000 | 0 | 0 |
| INSPIRATO INCORPORATED | *W EXP 02/11/202 | 45791E115 |  | 289 | 37500 | SH |  | SOLE |  | 37500 | 0 | 0 |
| INTERDIGITAL INC | NOTE  3.500% 6/0 | 45867GAD3 |  | 331327298 | 80000000 | PRN |  | SOLE |  | 80000000 | 0 | 0 |
| INVEST GREEN ACQUISITION COR | UNIT 11/04/2030 | G4924G128 |  | 8024000 | 800000 | SH |  | SOLE |  | 800000 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE  1.750% 6/1 | 462222AF7 |  | 17097422 | 10750000 | PRN |  | SOLE |  | 10750000 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE         4/0 | 462222AD2 |  | 33385653 | 24300000 | PRN |  | SOLE |  | 24300000 | 0 | 0 |
| IREN LIMITED | ORDINARY SHARES | Q4982L109 |  | 5057403 | 133900 | SH |  | SOLE |  | 133900 | 0 | 0 |
| IRHYTHM TECHNOLOGIES INC | NOTE  1.500% 9/0 | 450056AB2 |  | 96366397 | 68554000 | PRN |  | SOLE |  | 68554000 | 0 | 0 |
| IRON HORSE ACQUISIT CORP II | UNIT 07/11/2030 | 46283H202 |  | 5444967 | 547508 | SH |  | SOLE |  | 547508 | 0 | 0 |
| ITHAX ACQUISITION CORP III | UNIT 11/17/2030 | G4977S128 |  | 12468750 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| ITRON INC | NOTE         3/1 | 465741AN6 |  | 60121858 | 60500000 | PRN |  | SOLE |  | 60500000 | 0 | 0 |
| JACKSON ACQUISITION CO II | RIGHT 99/99/9999 | G4992A136 |  | 100000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| JACKSON ACQUISITION CO II | COM SHS CL A | G4992A110 |  | 6252000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| JAMF HLDG CORP | NOTE  0.125% 9/0 | 47074LAB1 |  | 148187500 | 150000000 | PRN |  | SOLE |  | 150000000 | 0 | 0 |
| JASPER THERAPEUTICS INC | *W EXP 09/24/202 | 471871111 |  | 10025 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE  2.000% 6/1 | 472145AF8 |  | 83917208 | 72318000 | PRN |  | SOLE |  | 72318000 | 0 | 0 |
| JBT MAREL CORPORATION | NOTE  0.250% 5/1 | 477839AB0 |  | 100981595 | 98188000 | PRN |  | SOLE |  | 98188000 | 0 | 0 |
| JENA ACQUISITION CORP II | USD CL A ORD SHS | G5093B105 |  | 10170000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| JENA ACQUISITION CORP II | RIGHT 03/31/2030 | G5093B113 |  | 195650 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| K GROWTH ACQUISITION CORP | SHS CL A | G52258111 |  | 20690340 | 2001000 | SH |  | SOLE |  | 2001000 | 0 | 0 |
| K GROWTH ACQUISITION CORP | RIGHT 08/29/2031 | G52258129 |  | 260000 | 2000000 | SH |  | SOLE |  | 2000000 | 0 | 0 |
| KARBON CAP PARTNERS CORP | UNIT 12/11/2030 | G5225W126 |  | 4026000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| KEEN VISION ACQUISITION CORP | *W EXP 03/15/202 | G52443127 |  | 26245 | 513600 | SH |  | SOLE |  | 513600 | 0 | 0 |
| KOCHAV DEFENSE ACQUI CO | SHS CL A | G5304D106 |  | 5070000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| KOCHAV DEFENSE ACQUI CO | RIGHT 05/21/2030 | G5304D114 |  | 120000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| KODIAK AI INC. | *W EXP 09/25/203 | 500081112 |  | 76500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| LAKE SUPERIOR ACQUISITION CO | USD CL A ORD SHS | G5354C107 |  | 3472000 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| LAKE SUPERIOR ACQUISITION CO | RIGHT 09/19/2030 | G5354C115 |  | 97500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| LANTHEUS HLDGS INC | NOTE  2.625%12/1 | 516544AB9 |  | 26342888 | 23000000 | PRN |  | SOLE |  | 23000000 | 0 | 0 |
| LANVIN GROUP HOLDINGS LIMITE | *W EXP 01/14/202 | G5380J118 |  | 264 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| LANZATECH GLOBAL INC | *W EXP 01/01/202 | 51655R119 |  | 2801 | 235341 | SH |  | SOLE |  | 235341 | 0 | 0 |
| LAUNCH ONE ACQUISITION CORP | SHS CLASS A | G5S86M100 |  | 7942500 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| LAUNCH ONE ACQUISITION CORP | *W EXP 06/01/203 | G5S86M126 |  | 50000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| LAUNCH TWO ACQUISITION CORP. | ORD SHS CL A | G5S87A105 |  | 5139544 | 489947 | SH |  | SOLE |  | 489947 | 0 | 0 |
| LAUNCH TWO ACQUISITION CORP. | *W EXP 10/09/202 | G5S87A113 |  | 39463 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| LAUNCHPAD CADENZA ACQUISITIO | UNIT 12/15/2030 | G6001S123 |  | 12475000 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| LCI INDS | NOTE  1.125% 5/1 | 501812AB7 |  | 10696206 | 10775000 | PRN |  | SOLE |  | 10775000 | 0 | 0 |
| LEAPFROG ACQUISITION CORP | UNIT 11/10/2030 | G5414D129 |  | 6003000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| LEGATO MERGER CORP III | ORD SHS | G5451A103 |  | 10880000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| LEGATO MERGER CORP III | *W EXP 05/08/203 | G5451A111 |  | 8202 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| LEMAITRE VASCULAR INC | NOTE  2.500% 2/0 | 525558AB8 |  | 9083024 | 9000000 | PRN |  | SOLE |  | 9000000 | 0 | 0 |
| LEMONADE INC | *W EXP 02/09/202 | 52567D115 |  | 1316 | 50242 | SH |  | SOLE |  | 50242 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | NOTE  2.250% 8/1 | 531229AQ5 |  | 21598611 | 16871000 | PRN |  | SOLE |  | 16871000 | 0 | 0 |
| LIFEZONE METALS LIMITED | *W EXP 07/05/202 | G5568L117 |  | 20540 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| LIGHTWAVE ACQUISITION CORP | USD CL A ORD SHS | G5490M100 |  | 10030000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| LIGHTWAVE ACQUISITION CORP | *W EXP 06/06/203 | G5490M126 |  | 135000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| LIONHEART HOLDINGS | SHS CL A | G5501C109 |  | 2657525 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| LIONHEART HOLDINGS | *W EXP 06/07/203 | G5501C117 |  | 21250 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| LIVANOVA PLC | NOTE  2.500% 3/1 | 53802LAB8 |  | 14010053 | 12000000 | PRN |  | SOLE |  | 12000000 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE  3.125% 1/1 | 538034BA6 |  | 29375160 | 20000000 | PRN |  | SOLE |  | 20000000 | 0 | 0 |
| LIVE OAK ACQUISITION CORP V | CL A SHS | G5509P102 |  | 18025000 | 1750000 | SH |  | SOLE |  | 1750000 | 0 | 0 |
| LIVE OAK ACQUISITION CORP V | *W EXP 99/99/999 | G5509P110 |  | 738750 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| LIVEWIRE GROUP INC | *W EXP 09/26/202 | 53838J113 |  | 10067 | 160820 | SH |  | SOLE |  | 160820 | 0 | 0 |
| LOTUS TECHNOLOGY INC | *W EXP 02/22/202 | 54572F119 |  | 1833 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE  0.500%12/1 | 55024UAD1 |  | 204637780 | 55100000 | PRN |  | SOLE |  | 55100000 | 0 | 0 |
| M3BRIGADE ACQUISITION V CORP | *W EXP 99/99/999 | G63212115 |  | 660053 | 754346 | SH |  | SOLE |  | 754346 | 0 | 0 |
| M3-BRIGADE ACQUISITION VI CO | ORD SHS CL A | G63221108 |  | 11000000 | 1100000 | SH |  | SOLE |  | 1100000 | 0 | 0 |
| M3-BRIGADE ACQUISITION VI CO | *W EXP 08/18/203 | G63221116 |  | 135666 | 366666 | SH |  | SOLE |  | 366666 | 0 | 0 |
| MCKINLEY ACQUISITION CORP | SHS CL A | G6005T101 |  | 997000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| MCKINLEY ACQUISITION CORP | RIGHT 07/25/2030 | G6005T119 |  | 12990 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| MESHFLOW ACQUISITION CORP | UNIT 11/19/2030 | G6032N127 |  | 12500000 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC. | NOTE  0.750% 6/0 | 595017BG8 |  | 58874759 | 60000000 | PRN |  | SOLE |  | 60000000 | 0 | 0 |
| MIRUM PHARMACEUTICALS INC | NOTE  4.000% 5/0 | 604749AB7 |  | 74201153 | 28576000 | PRN |  | SOLE |  | 28576000 | 0 | 0 |
| MITEK SYS INC | NOTE  0.750% 2/0 | 606710AA9 |  | 34978131 | 35000000 | PRN |  | SOLE |  | 35000000 | 0 | 0 |
| MOUNTAIN LAKE ACQUISITION CO | RIGHT 11/15/2028 | G6301B127 |  | 120000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| MOUNTAIN LAKE ACQUISITION CO | SHS CL A | G6301B101 |  | 20800000 | 2000000 | SH |  | SOLE |  | 2000000 | 0 | 0 |
| NEOGENOMICS INC | NOTE  0.250% 1/1 | 64049MAB6 |  | 87990341 | 98050000 | PRN |  | SOLE |  | 98050000 | 0 | 0 |
| NEW AMER ACQUISITION I CORP | UNIT 99/99/9999 | 023634207 |  | 364350 | 35000 | SH |  | SOLE |  | 35000 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION C | USD CL A ORD SHS | G6476A102 |  | 15390000 | 1500000 | SH |  | SOLE |  | 1500000 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION C | *W EXP 04/24/203 | G6476A110 |  | 252650 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| NEWBURY STR II ACQUISITION C | ORD SHS CL A | G6439S109 |  | 2601430 | 249418 | SH |  | SOLE |  | 249418 | 0 | 0 |
| NEWBURY STR II ACQUISITION C | *W EXP 06/01/203 | G6439S117 |  | 31302 | 124709 | SH |  | SOLE |  | 124709 | 0 | 0 |
| NEWHOLD INVT CORP III | ORD SHS CL A | G6486E102 |  | 10365000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| NEWHOLD INVT CORP III | *W EXP 01/30/203 | G6486E110 |  | 180120 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| NUTANIX INC | NOTE  0.250%10/0 | 67059NAH1 |  | 19740390 | 17500000 | PRN |  | SOLE |  | 17500000 | 0 | 0 |
| NUTANIX INC | NOTE  0.500%12/1 | 67059NAK4 |  | 30867996 | 32000000 | PRN |  | SOLE |  | 32000000 | 0 | 0 |
| NVNI GROUP LIMITED | *W EXP 11/01/202 | G50716110 |  | 16775 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| OAK WOODS ACQUISITION CORP | *W EXP 99/99/999 | 67190B112 |  | 2978 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| OAK WOODS ACQUISITION CORP | RIGHT 03/23/2028 | 67190B120 |  | 18735 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| OAKTREE ACQUISITION CORP III | SHS CL A | G6717R104 |  | 3174000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| OAKTREE ACQUISITION CORP III | *W EXP 09/01/203 | G6717R112 |  | 42600 | 60000 | SH |  | SOLE |  | 60000 | 0 | 0 |
| OKTA INC | NOTE  0.375% 6/1 | 679295AF2 |  | 26209713 | 26706000 | PRN |  | SOLE |  | 26706000 | 0 | 0 |
| OMNICELL COM | NOTE  1.000%12/0 | 68213NAF6 |  | 21661288 | 20050000 | PRN |  | SOLE |  | 20050000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE         5/0 | 682189AS4 |  | 59763585 | 50000000 | PRN |  | SOLE |  | 50000000 | 0 | 0 |
| ORMAT TECHNOLOGIES INC | NOTE  2.500% 7/1 | 686688AB8 |  | 13583885 | 10000000 | PRN |  | SOLE |  | 10000000 | 0 | 0 |
| OSI SYSTEMS INC | NOTE  2.250% 8/0 | 671044AF2 |  | 13118521 | 8761000 | PRN |  | SOLE |  | 8761000 | 0 | 0 |
| OTG ACQUISITION CORP. I | ORD CL A | G6791A100 |  | 5000000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| OTG ACQUISITION CORP. I | *W EXP 09/05/203 | G6791A118 |  | 80000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| OXLEY BRIDGE ACQ LTD | USD CL A ORD SHS | G6858G107 |  | 6048000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| OXLEY BRIDGE ACQ LTD | *W EXP 06/17/203 | G6858G115 |  | 66030 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| OYSTER ENTERPRISES II ACQUIS | ORD SHS CL A | G6861F104 |  | 9099000 | 900000 | SH |  | SOLE |  | 900000 | 0 | 0 |
| OYSTER ENTERPRISES II ACQUIS | RIGHT 05/22/2030 | G6861F138 |  | 180000 | 900000 | SH |  | SOLE |  | 900000 | 0 | 0 |
| P3 HEALTH PARTNERS INC | *W EXP 11/19/202 | 744413113 |  | 1006 | 100624 | SH |  | SOLE |  | 100624 | 0 | 0 |
| PAGAYA TECHNOLOGIES LTD | *W EXP 99/99/999 | M7S64L107 |  | 21340 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| PALLADYNE AI CORP | *W EXP 09/24/202 | 80359A114 |  | 1524 | 24900 | SH |  | SOLE |  | 24900 | 0 | 0 |
| PAR TECHNOLOGY CORP | NOTE  2.875% 4/1 | 698884AC7 |  | 8008081 | 7850000 | PRN |  | SOLE |  | 7850000 | 0 | 0 |
| PAR TECHNOLOGY CORP | NOTE  1.500%10/1 | 698884AE3 |  | 46759021 | 47500000 | PRN |  | SOLE |  | 47500000 | 0 | 0 |
| PEABODY ENGR CORP | NOTE  3.250% 3/0 | 704551AD2 |  | 30412253 | 18000000 | PRN |  | SOLE |  | 18000000 | 0 | 0 |
| PEBBLEBROOK HOTEL TR | NOTE  1.750%12/1 | 70509VAA8 |  | 45455955 | 46734000 | PRN |  | SOLE |  | 46734000 | 0 | 0 |
| PERCEPTIVE CAP SOLUTIONS COR | CL A ORD SHS | G70077105 |  | 651500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| PERFECT CORP | *W EXP 99/99/999 | G7006A117 |  | 1005 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| PERIMETER ACQUISITION CORP I | COM CL A | G7010A129 |  | 1028000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| PERIMETER ACQUISITION CORP I | *W EXP 05/13/203 | G7010A111 |  | 35385 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| PIONEER ACQUISITION I CORP | CL A ORD SHS | G7117W107 |  | 6030000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| PIONEER ACQUISITION I CORP | *W EXP 06/16/203 | G7117W115 |  | 78000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| PLUM ACQUISITION CORP IV | SHS CL A | G7134A104 |  | 7322000 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| PLUM ACQUISITION CORP IV | *W EXP 08/19/202 | G7134A120 |  | 94675 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| POST HLDGS INC | NOTE  2.500% 8/1 | 737446AT1 |  | 16318229 | 15000000 | PRN |  | SOLE |  | 15000000 | 0 | 0 |
| PROCAP ACQUISITION CORP | SHS CL A | G7257A105 |  | 6078000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| PROCAP ACQUISITION CORP | *W EXP 05/16/203 | G7257A121 |  | 74220 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| PROCAP FINL INC | *W EXP 12/05/203 | 74277P113 |  | 262500 | 375000 | SH |  | SOLE |  | 375000 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE  3.500% 3/0 | 743312AD2 |  | 2892307 | 2823000 | PRN |  | SOLE |  | 2823000 | 0 | 0 |
| PSYENCE BIOMEDICAL LTD | *W EXP 01/25/202 | 74449F118 |  | 2775 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| PTC THERAPEUTICS INC | NOTE  1.500% 9/1 | 69366JAD3 |  | 74370596 | 49839000 | PRN |  | SOLE |  | 49839000 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP. | CL A SHS | G7309T102 |  | 7042000 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP. | *W EXP 07/30/203 | G7309T110 |  | 140000 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| Q2 HLDGS INC | NOTE  0.750% 6/0 | 74736LAD1 |  | 68020426 | 66830000 | PRN |  | SOLE |  | 66830000 | 0 | 0 |
| RANGE CAP ACQUISITION CORP | ORD SHS | G7375C108 |  | 5211052 | 500101 | SH |  | SOLE |  | 500101 | 0 | 0 |
| RANGE CAP ACQUISITION CORP | RIGHT 99/99/9999 | G7375C116 |  | 225000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| RANGE CAP ACQUISITION CORP I | CL A ORD SHS | G7375J103 |  | 9980000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| RANGE CAP ACQUISITION CORP I | *W EXP 09/29/203 | G7375J111 |  | 160000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| RAPID7 INC | NOTE  0.250% 3/1 | 753422AF1 |  | 85182020 | 89537000 | PRN |  | SOLE |  | 89537000 | 0 | 0 |
| RAPID7 INC | NOTE  1.250% 3/1 | 753422AH7 |  | 18286111 | 20000000 | PRN |  | SOLE |  | 20000000 | 0 | 0 |
| REAL ASSET ACQUISITION CORP | SHS CL A | G73944103 |  | 12775000 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| REAL ASSET ACQUISITION CORP | *W EXP 04/24/203 | G73944111 |  | 268813 | 625000 | SH |  | SOLE |  | 625000 | 0 | 0 |
| RENATUS TACTICAL ACQUIS | SHS CL A | G7490F101 |  | 2134000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| RENATUS TACTICAL ACQUIS | *W EXP 05/15/203 | G7490F127 |  | 79791 | 98180 | SH |  | SOLE |  | 98180 | 0 | 0 |
| RENEW ENERGY GLOBAL PLC | *W EXP 08/21/202 | G7500M120 |  | 828 | 116666 | SH |  | SOLE |  | 116666 | 0 | 0 |
| REPLIGEN CORP | NOTE  1.000%12/1 | 759916AD1 |  | 2746830 | 2500000 | PRN |  | SOLE |  | 2500000 | 0 | 0 |
| REPUBLIC DIGITAL ACQUISITION | USD CL A ORD SHS | G7515A103 |  | 10125000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| REPUBLIC DIGITAL ACQUISITION | *W EXP 05/01/203 | G7515A129 |  | 290000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| RESERVOIR MEDIA INC | *W EXP 08/26/202 | 76119X113 |  | 7000 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| RICE ACQUISITION CORP 3 | ORD SHS CL A | G7553X106 |  | 1537500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| RICE ACQUISITION CORP 3 | *W EXP 99/99/999 | G7553X114 |  | 20000 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| RINGCENTRAL INC | NOTE         3/1 | 76680RAH0 |  | 201566747 | 203500000 | PRN |  | SOLE |  | 203500000 | 0 | 0 |
| RITHM ACQUISITION CORP | CL A | G75751100 |  | 3117000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| RITHM ACQUISITION CORP | *W EXP 99/99/999 | G75751118 |  | 68550 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE  4.625% 3/1 | 76954AAB9 |  | 12780312 | 10000000 | PRN |  | SOLE |  | 10000000 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE  3.625%10/1 | 76954AAD5 |  | 26117290 | 23000000 | PRN |  | SOLE |  | 23000000 | 0 | 0 |
| ROADZEN INC | *W EXP 11/30/202 | G7606H116 |  | 13585 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| ROBO.AI INC. | *W EXP 11/11/202 | G6693P114 |  | 10040 | 199998 | SH |  | SOLE |  | 199998 | 0 | 0 |
| ROMAN DBDR ACQUISITION CORP | ORD SHS CL A | G7633M104 |  | 11577300 | 1110000 | SH |  | SOLE |  | 1110000 | 0 | 0 |
| ROMAN DBDR ACQUISITION CORP | *W EXP 10/31/203 | G7633M112 |  | 303253 | 505000 | SH |  | SOLE |  | 505000 | 0 | 0 |
| SAFEGUARD ACQUISITION CORP | UNIT 99/99/9999 | G77676123 |  | 8068000 | 800000 | SH |  | SOLE |  | 800000 | 0 | 0 |
| SC II ACQUISITION CORP | UNIT 11/06/2030 | G7866D128 |  | 2046798 | 203257 | SH |  | SOLE |  | 203257 | 0 | 0 |
| SCHMID GROUP N.V. | *W EXP 04/30/202 | N68722110 |  | 675250 | 462500 | SH |  | SOLE |  | 462500 | 0 | 0 |
| SEA LTD | NOTE  0.250% 9/1 | 81141RAG5 |  | 53265502 | 54843000 | PRN |  | SOLE |  | 54843000 | 0 | 0 |
| SEAGATE HDD CAYMAN | NOTE  3.500% 6/0 | 81180WBL4 |  | 45928136 | 13621000 | PRN |  | SOLE |  | 13621000 | 0 | 0 |
| SEASTAR MEDICAL HOLDING CORP | *W EXP 10/28/202 | 81256L112 |  | 452 | 40000 | SH |  | SOLE |  | 40000 | 0 | 0 |
| SHAKE SHACK INC | NOTE         3/0 | 819047AB7 |  | 103516770 | 109600000 | PRN |  | SOLE |  | 109600000 | 0 | 0 |
| SHIFT4 PMTS INC | NOTE  0.500% 8/0 | 82452JAD1 |  | 4845117 | 5000000 | PRN |  | SOLE |  | 5000000 | 0 | 0 |
| SIDDHI ACQUISITION CORP | RIGHT 09/15/2029 | G8118C116 |  | 343650 | 1374599 | SH |  | SOLE |  | 1374599 | 0 | 0 |
| SIDDHI ACQUISITION CORP | CL A SHS | G8118C124 |  | 14130878 | 1374599 | SH |  | SOLE |  | 1374599 | 0 | 0 |
| SILEXION THERAPEUTICS CORP | *W EXP 08/15/202 | G1281K114 |  | 1300 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| SILICON VY ACQUISITION CORP | UNIT 12/08/2030 | G81306105 |  | 2983500 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| SILVER PEGASUS ACQUISITION C | RIGHT 06/26/2030 | G8192J136 |  | 42254 | 176060 | SH |  | SOLE |  | 176060 | 0 | 0 |
| SILVER PEGASUS ACQUISITION C | SHS CL A | G8192J102 |  | 1772924 | 176060 | SH |  | SOLE |  | 176060 | 0 | 0 |
| SILVERBOX CORP V | UNIT 99/99/9999 | G8148S123 |  | 16599000 | 1650000 | SH |  | SOLE |  | 1650000 | 0 | 0 |
| SIZZLE ACQUISITION CORP. II | RIGHT 04/02/2030 | G8193F133 |  | 280000 | 1750000 | SH |  | SOLE |  | 1750000 | 0 | 0 |
| SIZZLE ACQUISITION CORP. II | USD CL A ORD SHS | G8193F109 |  | 17780000 | 1750000 | SH |  | SOLE |  | 1750000 | 0 | 0 |
| SNAP INC | NOTE  0.500% 5/0 | 83304AAK2 |  | 8753971 | 10000000 | PRN |  | SOLE |  | 10000000 | 0 | 0 |
| SNAP INC | NOTE  0.125% 3/0 | 83304AAH9 |  | 13915680 | 15264000 | PRN |  | SOLE |  | 15264000 | 0 | 0 |
| SNAP INC | NOTE         5/0 | 83304AAF3 |  | 2907056 | 3105000 | PRN |  | SOLE |  | 3105000 | 0 | 0 |
| SNOWFLAKE INC | NOTE        10/0 | 833445AB5 |  | 85730285 | 57665000 | PRN |  | SOLE |  | 57665000 | 0 | 0 |
| SOCIAL COMM PARTNERS CORP | UNIT 11/24/2030 | G8254P129 |  | 5000000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| SOLARIS ENERGY INFRAS INC | NOTE  4.750% 5/0 | 83419XAA6 |  | 10309854 | 5125000 | PRN |  | SOLE |  | 5125000 | 0 | 0 |
| SOLARIS ENERGY INFRAS INC | NOTE  0.250%10/0 | 83419XAB4 |  | 5420190 | 5000000 | PRN |  | SOLE |  | 5000000 | 0 | 0 |
| SOLARIUS CAPITAL ACQU CORP | SHS CL A | G82617104 |  | 4187704 | 416687 | SH |  | SOLE |  | 416687 | 0 | 0 |
| SOLARIUS CAPITAL ACQU CORP | *W EXP 07/10/203 | G82617112 |  | 58357 | 208343 | SH |  | SOLE |  | 208343 | 0 | 0 |
| SOULPOWER ACQUISITION CORP | USD CL A ORD SHS | G82745103 |  | 17762500 | 1750000 | SH |  | SOLE |  | 1750000 | 0 | 0 |
| SOULPOWER ACQUISITION CORP | RIGHT 99/99/9999 | G82745137 |  | 306250 | 1750000 | SH |  | SOLE |  | 1750000 | 0 | 0 |
| SPARK I ACQUISITION CORP | *W EXP 10/01/203 | G8316B118 |  | 7875 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| SPECTRAL AI INC | *W EXP 99/99/999 | 84757T113 |  | 30000 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| SPOTIFY USA INC | NOTE         3/1 | 84921RAB6 |  | 35319169 | 31011000 | PRN |  | SOLE |  | 31011000 | 0 | 0 |
| SPRING VY ACQUISITION CORP I | SHS CL A | G8377R101 |  | 10150000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| SPRING VY ACQUISITION CORP I | *W EXP 09/04/203 | G8377R119 |  | 207500 | 333333 | SH |  | SOLE |  | 333333 | 0 | 0 |
| STARDUST PWR INC | *W EXP 06/21/202 | 854936119 |  | 4938 | 49432 | SH |  | SOLE |  | 49432 | 0 | 0 |
| STARWOOD PPTY TR INC | NOTE  6.750% 7/1 | 85571BBA2 |  | 27135308 | 25500000 | PRN |  | SOLE |  | 25500000 | 0 | 0 |
| STELLAR V CAP CORP | SHS CL A | G8475V103 |  | 6998230 | 675179 | SH |  | SOLE |  | 675179 | 0 | 0 |
| STELLAR V CAP CORP | *W EXP 10/15/202 | G8475V111 |  | 111371 | 337589 | SH |  | SOLE |  | 337589 | 0 | 0 |
| STRATEGY INC | NOTE  0.625% 3/1 | 594972AJ0 |  | 38125951 | 30000000 | PRN |  | SOLE |  | 30000000 | 0 | 0 |
| STRATEGY INC | NOTE  0.875% 3/1 | 594972AL5 |  | 19063664 | 18500000 | PRN |  | SOLE |  | 18500000 | 0 | 0 |
| STRIDE INC | NOTE  1.125% 9/0 | 86333MAA6 |  | 35823079 | 26180000 | PRN |  | SOLE |  | 26180000 | 0 | 0 |
| SUNPOWER INC | *W EXP 07/31/202 | 20460L112 |  | 5778 | 24072 | SH |  | SOLE |  | 24072 | 0 | 0 |
| SUPER MICRO COMPUTER INC | NOTE  3.500% 3/0 | 86800UAB0 |  | 54107822 | 60000000 | PRN |  | SOLE |  | 60000000 | 0 | 0 |
| SWVL HOLDINGS CORP | *W EXP 99/99/999 | G86302117 |  | 990 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| TAILWIND 2.0 ACQUISITION COR | ORD SHS CL A | G8662J111 |  | 6402500 | 650000 | SH |  | SOLE |  | 650000 | 0 | 0 |
| TAILWIND 2.0 ACQUISITION COR | RIGHT 11/07/2030 | G8662J129 |  | 106600 | 650000 | SH |  | SOLE |  | 650000 | 0 | 0 |
| TALON CAP CORP | ORD SHS CL A | G86652107 |  | 8088000 | 800000 | SH |  | SOLE |  | 800000 | 0 | 0 |
| TALON CAP CORP | *W EXP 08/27/203 | G86652123 |  | 157333 | 266666 | SH |  | SOLE |  | 266666 | 0 | 0 |
| TAVIA ACQUISITION CORP | SHS | G86880104 |  | 11368700 | 1090000 | SH |  | SOLE |  | 1090000 | 0 | 0 |
| TELADOC HEALTH INC | NOTE  1.250% 6/0 | 87918AAF2 |  | 180077148 | 188653000 | PRN |  | SOLE |  | 188653000 | 0 | 0 |
| TEVOGEN BIO HLDGS INC | *W EXP 02/14/202 | 88165K119 |  | 5275 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| TEXAS VENTURES ACQUISITION I | USD CL A ORD SHS | G8772L105 |  | 14877581 | 1396956 | SH |  | SOLE |  | 1396956 | 0 | 0 |
| TEXAS VENTURES ACQUISITION I | *W EXP 04/23/203 | G8772L113 |  | 787500 | 875000 | SH |  | SOLE |  | 875000 | 0 | 0 |
| TGE VALUE CREATIVE SOLUTIONS | UNIT 99/99/9999 | G8773E126 |  | 5467000 | 550000 | SH |  | SOLE |  | 550000 | 0 | 0 |
| THAYER VENTURES ACQ CORP II | CL A | G87890102 |  | 10120000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| THAYER VENTURES ACQ CORP II | RIGHT 05/15/2030 | G87890110 |  | 210000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| THE ONCOLOGY INSTITUTE INC | *W EXP 99/99/999 | 68236X118 |  | 3013 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| TITAN ACQUISITION CORP | CL A | G8901A103 |  | 20502000 | 2000000 | SH |  | SOLE |  | 2000000 | 0 | 0 |
| TITAN ACQUISITION CORP | *W EXP 05/16/203 | G8901A111 |  | 315000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| TMC THE METALS COMPANY INC | *W EXP 09/09/202 | 87261Y114 |  | 87075 | 67500 | SH |  | SOLE |  | 67500 | 0 | 0 |
| TOPGOLF CALLAWAY BRANDS CORP | NOTE  2.750% 5/0 | 131193AE4 |  | 33319270 | 33250000 | PRN |  | SOLE |  | 33250000 | 0 | 0 |
| TRAILBLAZER ACQUISITION CORP | ORD SHS CL A | G9009S103 |  | 10010000 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| TRAILBLAZER ACQUISITION CORP | *W EXP 09/30/203 | G9009S111 |  | 160033 | 333333 | SH |  | SOLE |  | 333333 | 0 | 0 |
| TRANSLATIONAL DEV ACQUISITIO | COM CL A | G9008W105 |  | 6665336 | 635399 | SH |  | SOLE |  | 635399 | 0 | 0 |
| TRANSLATIONAL DEV ACQUISITIO | *W EXP 12/18/202 | G9008W113 |  | 98487 | 317699 | SH |  | SOLE |  | 317699 | 0 | 0 |
| TRANSMEDICS GROUP INC | NOTE  1.500% 6/0 | 89377MAB5 |  | 90025204 | 60000000 | PRN |  | SOLE |  | 60000000 | 0 | 0 |
| TRAVERE THERAPEUTICS INC | NOTE  2.250% 3/0 | 89422GAA5 |  | 19679515 | 13760000 | PRN |  | SOLE |  | 13760000 | 0 | 0 |
| TRIPADVISOR INC | NOTE  0.250% 4/0 | 896945AD4 |  | 114589205 | 115893000 | PRN |  | SOLE |  | 115893000 | 0 | 0 |
| TWELVE SEAS INVT CO III | UNIT 11/21/2030 | G9145D127 |  | 7960000 | 800000 | SH |  | SOLE |  | 800000 | 0 | 0 |
| UGI CORP NEW | NOTE  5.000% 6/0 | 902681AB1 |  | 86335522 | 60616000 | PRN |  | SOLE |  | 60616000 | 0 | 0 |
| UNITED HOMES GROUP INC | *W EXP 03/30/202 | 91060H116 |  | 15167 | 45976 | SH |  | SOLE |  | 45976 | 0 | 0 |
| UNITY SOFTWARE INC | NOTE        11/1 | 91332UAB7 |  | 130808992 | 135378000 | PRN |  | SOLE |  | 135378000 | 0 | 0 |
| UPWORK INC | NOTE  0.250% 8/1 | 91688FAB0 |  | 74475767 | 76000000 | PRN |  | SOLE |  | 76000000 | 0 | 0 |
| VAIL RESORTS INC | NOTE         1/0 | 91879QAN9 |  | 54298999 | 54299000 | PRN |  | SOLE |  | 54299000 | 0 | 0 |
| VALENS SEMICONDUCTOR LTD | *W EXP 09/30/202 | M9607U107 |  | 1875 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| VEEA INC | *W EXP 09/13/202 | 693489114 |  | 1596 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| VERITONE INC | NOTE  1.750%11/1 | 92347MAB6 |  | 16061332 | 16956000 | PRN |  | SOLE |  | 16956000 | 0 | 0 |
| VERTEX INC | NOTE  0.750% 5/0 | 92538JAB2 |  | 34007585 | 35759000 | PRN |  | SOLE |  | 35759000 | 0 | 0 |
| VIKING ACQUISITION CORP I | ORD CL A | G9582G104 |  | 6435000 | 650000 | SH |  | SOLE |  | 650000 | 0 | 0 |
| VIKING ACQUISITION CORP I | *W EXP 11/03/203 | G9582G112 |  | 91000 | 216666 | SH |  | SOLE |  | 216666 | 0 | 0 |
| VINE HILL CAP INVT CORP. | ORD SHS CL A | G93Y09107 |  | 12238716 | 1136371 | SH |  | SOLE |  | 1136371 | 0 | 0 |
| VINE HILL CAP INVTS CORP II | UNIT 11/25/2030 | G9709D125 |  | 7515750 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| VOYAGER ACQUISITION CORP | *W EXP 05/16/203 | G93A7H112 |  | 30750 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| VOYAGER ACQUISITION CORP | CL A | G93A7H104 |  | 3201000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| WEN ACQUISITION CORP | COM CL A | G9R39C103 |  | 8080000 | 800000 | SH |  | SOLE |  | 800000 | 0 | 0 |
| WEN ACQUISITION CORP | *W EXP 99/99/999 | G9R39C111 |  | 124120 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| WOLFSPEED INC | NOTE  2.500% 6/1 | 977852AP7 |  | 2588338 | 1728000 | PRN |  | SOLE |  | 1728000 | 0 | 0 |
| WORKIVA INC | NOTE  1.250% 8/1 | 98139AAD7 |  | 25950354 | 26126000 | PRN |  | SOLE |  | 26126000 | 0 | 0 |
| WORKIVA INC | NOTE  1.125% 8/1 | 98139AAB1 |  | 15954659 | 13547000 | PRN |  | SOLE |  | 13547000 | 0 | 0 |
| WORLD KINECT CORPORATION | NOTE  3.250% 7/0 | 98149GAB6 |  | 15894033 | 14825000 | PRN |  | SOLE |  | 14825000 | 0 | 0 |
| XBP GLOBAL HOLDINGS INC | *W EXP 11/30/202 | 98400V119 |  | 692 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| YORKVILLE ACQUISITION CORP. | SHS CL A | G98659116 |  | 2026000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| YORKVILLE ACQUISITION CORP. | *W EXP 06/06/203 | G98659124 |  | 33333 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| YOULIFE GROUP INC | SPONSORED ADS | 98743K101 |  | 14310 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| ZEO ENERGY CORP | *W EXP 03/13/202 | 98944F117 |  | 8900 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| ZIFF DAVIS INC | NOTE  1.750%11/0 | 48123VAE2 |  | 28971312 | 29550000 | PRN |  | SOLE |  | 29550000 | 0 | 0 |
| ZIFF DAVIS INC | DEBT  3.625% 3/0 | 48123VAH5 |  | 64620292 | 65000000 | PRN |  | SOLE |  | 65000000 | 0 | 0 |
| ZOETIS INC | CL A | 98978V103 |  | 3749436 | 29800 | SH |  | SOLE |  | 29800 | 0 | 0 |

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