The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
10X CAPITAL VENTURE ACQ III *W EXP 06/30/202 G87077114   12 216,358 SH   SOLE   216,358 0 0
2U INC DEBT 4.500% 2/0 90214JAC5   948 2,500 PRN   SOLE   2,500 0 0
3D SYS CORP DEL NOTE 11/1 88554DAD8   35,758 46,712 PRN   SOLE   46,712 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6   3,721 3,759 PRN   SOLE   3,759 0 0
8X8 INC NEW NOTE 4.000% 2/0 282914AE0   3,035 3,500 PRN   SOLE   3,500 0 0
99 ACQUISITION GROUP INC CL A 65445K101   382 37,500 SH   SOLE   37,500 0 0
99 ACQUISITION GROUP INC *W EXP 08/25/202 65445K119   1 37,500 SH   SOLE   37,500 0 0
99 ACQUISITION GROUP INC RIGHT 08/25/2028 65445K127   6 37,500 SH   SOLE   37,500 0 0
A SPAC II ACQUISITION CORP *W EXP 10/15/202 G0543H117   5 700,000 SH   SOLE   700,000 0 0
A SPAC II ACQUISITION CORP RIGHT 10/15/2026 G0543H133   126 1,400,000 SH   SOLE   1,400,000 0 0
ACRI CAPITAL ACQUISITION COR *W EXP 02/01/202 00501A119   8 100,000 SH   SOLE   100,000 0 0
ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110   17 202,416 SH   SOLE   202,416 0 0
AETHERIUM ACQUISITION CORP *W EXP 12/21/202 00809J119   13 331,054 SH   SOLE   331,054 0 0
AFFIRM HLDGS INC NOTE 11/1 00827BAB2   25,354 30,825 PRN   SOLE   30,825 0 0
AIMFINITY INVESTMENT CORP I *W EXP 04/21/202 G0135E126   8 200,000 SH   SOLE   200,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5   2,237 2,000 PRN   SOLE   2,000 0 0
ALARM COM HLDGS INC NOTE 1/1 011642AB1   7,805 8,750 PRN   SOLE   8,750 0 0
ALCHEMY INVTS ACQUISITN CORP SHS CL A G0232F109   1,061 100,000 SH   SOLE   100,000 0 0
ALCHEMY INVTS ACQUISITN CORP *W EXP 11/30/202 G0232F133   8 50,000 SH   SOLE   50,000 0 0
ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3   6,913 7,000 PRN   SOLE   7,000 0 0
ALPHA STAR ACQUISITION CORP *W EXP 12/13/202 G0230C116   3 360,000 SH   SOLE   360,000 0 0
ALPHA STAR ACQUISITION CORP RIGHT 05/30/2023 G0230C132   26 335,596 SH   SOLE   335,596 0 0
ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8   26,513 25,000 PRN   SOLE   25,000 0 0
ALSET CAPITAL ACQUISITION CO *W EXP 01/31/202 02115M117   1 50,000 SH   SOLE   50,000 0 0
ALSET CAPITAL ACQUISITION CO RIGHT 01/31/2027 02115M125   11 50,000 SH   SOLE   50,000 0 0
ALTERNUS CLEAN ENERGY INC CLASS A COM 02157G101   15 9,980 SH   SOLE   9,980 0 0
ANDRETTI ACQUISITION CORP *W EXP 99/99/999 G26735129   60 233,900 SH   SOLE   233,900 0 0
APOLLOMICS INC *W EXP 04/01/202 G0411D115   7 298,500 SH   SOLE   298,500 0 0
APX ACQUISITION CORP I *W EXP 11/30/202 G0440J125   3 50,000 SH   SOLE   50,000 0 0
ARBOR REALTY TRUST INC NOTE 7.500% 8/0 038923BA5   10,700 10,500 PRN   SOLE   10,500 0 0
ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6   987 1,000 PRN   SOLE   1,000 0 0
ARTIVION INC NOTE 4.250% 7/0 228903AB6   23,352 21,900 PRN   SOLE   21,900 0 0
ASCENDIS PHARMA A/S NOTE 2.250% 4/0 04351PAD3   17,545 17,075 PRN   SOLE   17,075 0 0
ATHENA TECHNOLOGY ACQ CORP I *W EXP 10/17/202 04687C113   19 775,000 SH   SOLE   775,000 0 0
AURA FAT PROJS ACQUISITION C *W EXP 03/31/202 G06362126   8 500,000 SH   SOLE   500,000 0 0
AURORA INNOVATION INC *W EXP 11/03/202 051774115   6 11,228 SH   SOLE   11,228 0 0
BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9   24,211 29,081 PRN   SOLE   29,081 0 0
BANNIX ACQUISITION CORP *W EXP 07/31/202 066644113   4 320,484 SH   SOLE   320,484 0 0
BANNIX ACQUISITION CORP RIGHT 07/31/2026 066644121   57 210,385 SH   SOLE   210,385 0 0
BANZAI INTERNATIONAL INC *W EXP 12/14/202 06682J118   4 80,979 SH   SOLE   80,979 0 0
BENEFICIENT *W EXP 06/07/202 08178Q119   2 210,024 SH   SOLE   210,024 0 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5   4,469 4,500 PRN   SOLE   4,500 0 0
BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1   450 500 PRN   SOLE   500 0 0
BEYOND MEAT INC NOTE 3/1 08862EAB5   5,639 30,480 PRN   SOLE   30,480 0 0
BIGBEAR AI HLDGS INC *W EXP 12/08/202 08975B117   31 93,009 SH   SOLE   93,009 0 0
BIGCOMMERCE HLDGS INC NOTE 0.250%10/0 08975PAB4   3,666 4,640 PRN   SOLE   4,640 0 0
BILL HOLDINGS INC NOTE 4/0 090043AD2   8,752 10,500 PRN   SOLE   10,500 0 0
BIORA THERAPEUTICS INC NOTE 7.250%12/0 74319FAB3   3,322 5,625 PRN   SOLE   5,625 0 0
BITCOIN DEPOT INC *W EXP 06/30/202 09174P113   166 1,145,734 SH   SOLE   1,145,734 0 0
BITE ACQUISITION CORP *W EXP 02/12/203 09175K113   3 100,000 SH   SOLE   100,000 0 0
BLACKLINE INC NOTE 3/1 09239BAD1   3,001 3,362 PRN   SOLE   3,362 0 0
BLOCK INC NOTE 5/0 852234AJ2   4,573 5,200 PRN   SOLE   5,200 0 0
BLOCK INC NOTE 0.250%11/0 852234AK9   8,519 10,310 PRN   SOLE   10,310 0 0
BLUE OCEAN ACQUISITION CORP *W EXP 12/02/202 G1330L121   4 198,750 SH   SOLE   198,750 0 0
BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8   133 110 PRN   SOLE   110 0 0
BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4   21,368 25,083 PRN   SOLE   25,083 0 0
BRIDGER AEROSPACE GRP HLDGS *W EXP 01/24/202 96812F110   26 121,167 SH   SOLE   121,167 0 0
BURTECH ACQUISITION CORP *W EXP 12/18/202 123013112   95 1,050,000 SH   SOLE   1,050,000 0 0
CACTUS ACQUISITION CORP 1 LT *W EXP 08/17/202 G1745A124   6 215,352 SH   SOLE   215,352 0 0
CANNA GLOBAL ACQUISITION COR *W EXP 11/30/202 13767K119   9 499,500 SH   SOLE   499,500 0 0
CAPITALWORKS EMNG MKTS ACQST *W EXP 11/19/202 G1889L126   3 137,500 SH   SOLE   137,500 0 0
CARDIO DIAGNOSTICS HOLDGS IN *W EXP 12/01/202 14159C111   14 81,500 SH   SOLE   81,500 0 0
CARDLYTICS INC NOTE 1.000% 9/1 14161WAB1   6,563 10,500 PRN   SOLE   10,500 0 0
CARTESIAN GROWTH CORP II *W EXP 07/12/202 G19305120   9 66,666 SH   SOLE   66,666 0 0
CARTICA ACQUISITION CORP *W EXP 04/30/202 G1995D117   5 100,000 SH   SOLE   100,000 0 0
CELULARITY INC *W EXP 07/16/202 151190113   6 150,000 SH   SOLE   150,000 0 0
CENTURY ALUM CO NOTE 2.750% 5/0 156431AQ1   16,189 18,548 PRN   SOLE   18,548 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0   3,159 3,500 PRN   SOLE   3,500 0 0
CF ACQUISITION CORP VII CLASS A COM 12521H107   3,805 350,000 SH   SOLE   350,000 0 0
CHEER HLDG INC *W EXP 02/13/202 G39973113   0 84,411 SH   SOLE   84,411 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7   4,583 4,688 PRN   SOLE   4,688 0 0
CLIMATEROCK *W EXP 04/25/202 G2311X118   3 100,000 SH   SOLE   100,000 0 0
CLIMATEROCK RIGHT 10/31/2028 G2311X134   22 200,000 SH   SOLE   200,000 0 0
COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9   6,100 10,755 PRN   SOLE   10,755 0 0
COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3   37,189 40,840 PRN   SOLE   40,840 0 0
CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114   23 229,780 SH   SOLE   229,780 0 0
CONDUIT PHARMACEUTICALS INC *W EXP 09/22/202 20678X114   9 128,500 SH   SOLE   128,500 0 0
CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113   6 95,500 SH   SOLE   95,500 0 0
CORNER GROWTH ACQUISITN CORP *W EXP 04/09/202 G2426E120   2 83,333 SH   SOLE   83,333 0 0
CUSTOM TRUCK ONE SOURCE INC *W EXP 01/01/202 23204X111   17 236,449 SH   SOLE   236,449 0 0
CUTERA INC NOTE 2.250% 3/1 232109AB4   1,800 4,500 PRN   SOLE   4,500 0 0
CUTERA INC NOTE 2.250% 6/0 232109AD0   3,969 15,120 PRN   SOLE   15,120 0 0
CUTERA INC NOTE 4.000% 6/0 232109AG3   2,898 13,235 PRN   SOLE   13,235 0 0
DENALI CAPITAL ACQUISITN COR *W EXP 03/28/202 G6256B114   30 605,000 SH   SOLE   605,000 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3   5,770 5,500 PRN   SOLE   5,500 0 0
DIGITALOCEAN HLDGS INC NOTE 12/0 25402DAB8   8,709 10,500 PRN   SOLE   10,500 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5   1,712 3,200 PRN   SOLE   3,200 0 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6   2,727 4,363 PRN   SOLE   4,363 0 0
DP CAP ACQUISITION CORP I *W EXP 11/08/202 G2R05B126   0 14,168 SH   SOLE   14,168 0 0
DRAFTKINGS INC NEW NOTE 3/1 26142RAB0   25,303 31,180 PRN   SOLE   31,180 0 0
DRAGONFLY ENERGY HOLDINGS CO *W EXP 10/07/202 26145B114   2 50,700 SH   SOLE   50,700 0 0
ECARX HOLDINGS INC *W EXP 12/20/202 G29201111   4 117,430 SH   SOLE   117,430 0 0
ECD AUTOMOTIVE DESIGN INC COM 27877D104   52 41,875 SH   SOLE   41,875 0 0
ECD AUTOMOTIVE DESIGN INC *W EXP 12/12/202 27877D112   22 540,000 SH   SOLE   540,000 0 0
EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111   1 99,500 SH   SOLE   99,500 0 0
EMBRACE CHANGE ACQUISITN COR ORDINARY SHARES G3034H109   3,245 296,377 SH   SOLE   296,377 0 0
EMBRACE CHANGE ACQUISITN COR *W EXP 10/25/202 G3034H125   4 300,000 SH   SOLE   300,000 0 0
EMBRACE CHANGE ACQUISITN COR RIGHT 10/25/2026 G3034H141   45 300,000 SH   SOLE   300,000 0 0
ENVESTNET INC NOTE 2.625%12/0 29404KAG1   2,478 2,500 PRN   SOLE   2,500 0 0
ESPERION THERAPEUTICS INC NE NOTE 4.000%11/1 29664WAB1   10,590 17,851 PRN   SOLE   17,851 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5   1,732 1,500 PRN   SOLE   1,500 0 0
ETSY INC NOTE 0.125% 9/0 29786AAL0   5,134 6,000 PRN   SOLE   6,000 0 0
ETSY INC NOTE 0.250% 6/1 29786AAN6   3,212 4,000 PRN   SOLE   4,000 0 0
EVE MOBILITY ACQUISITION COR *W EXP 12/31/202 G3218G117   2 34,998 SH   SOLE   34,998 0 0
EVENTBRITE INC NOTE 5.000%12/0 29975EAB5   3,901 3,650 PRN   SOLE   3,650 0 0
EVENTBRITE INC NOTE 0.750% 9/1 29975EAD1   2,525 2,889 PRN   SOLE   2,889 0 0
EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110   4 27,315 SH   SOLE   27,315 0 0
EZCORP INC NOTE 2.375% 5/0 302301AE6   2,345 2,500 PRN   SOLE   2,500 0 0
FARADAY FUTRE INTLGT ELCTR I *W EXP 07/21/202 307359117   0 17,799 SH   SOLE   17,799 0 0
FAZE HOLDINGS INC *W EXP 03/01/202 31423J110   0 29,052 SH   SOLE   29,052 0 0
FEUTUNE LIGHT ACQUISITION CO *W EXP 06/01/202 31561T110   2 82,458 SH   SOLE   82,458 0 0
FEUTUNE LIGHT ACQUISITION CO RIGHT 06/01/2029 31561T128   8 82,458 SH   SOLE   82,458 0 0
FINNOVATE ACQUISITION CORP *W EXP 09/30/202 G3R34K111   2 262,500 SH   SOLE   262,500 0 0
FINTECH ECOSYSTEM DEVE *W EXP 04/01/202 318136116   1 77,300 SH   SOLE   77,300 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3   22,798 23,797 PRN   SOLE   23,797 0 0
FIVERR INTL LTD NOTE 11/0 33835LAA3   19,642 21,993 PRN   SOLE   21,993 0 0
FOCUS IMPACT ACQUISITION COR *W EXP 10/28/202 34417L117   3 100,050 SH   SOLE   100,050 0 0
FORTUNE RISE ACQUISITION COR *W EXP 12/06/202 34969G110   3 110,574 SH   SOLE   110,574 0 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4   584 598 PRN   SOLE   598 0 0
FTAC EMERALD ACQUISITION COR *W EXP 10/19/202 29103K118   14 250,000 SH   SOLE   250,000 0 0
FUTURE HEALTH ESG CORP *W EXP 99/99/999 36118W110   0 7,080 SH   SOLE   7,080 0 0
FUTURETECH II ACQUISITION CO *W EXP 08/18/202 36119D111   4 150,000 SH   SOLE   150,000 0 0
GCM GROSVENOR INC *W EXP 11/17/202 36831E116   113 314,074 SH   SOLE   314,074 0 0
GEO CORRECTIONS HOLDINGS INC NOTE 6.500% 2/2 36166WAB9   22,053 15,820 PRN   SOLE   15,820 0 0
GLOBAL BLOCKCHAIN ACQUI CORP RIGHT 05/09/2027 37961B112   48 400,000 SH   SOLE   400,000 0 0
GLOBAL BLOCKCHAIN ACQUI CORP *W EXP 05/09/202 37961B120   6 400,000 SH   SOLE   400,000 0 0
GLOBAL TECHNOLGY ACQSTN CORP *W EXP 10/19/202 G3934N115   5 173,700 SH   SOLE   173,700 0 0
GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115   2 425,128 SH   SOLE   425,128 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0   8,194 21,850 PRN   SOLE   21,850 0 0
GROUPON INC NOTE 1.125% 3/1 399473AF4   26,438 41,275 PRN   SOLE   41,275 0 0
GUARDANT HEALTH INC NOTE 11/1 40131MAB5   12,338 17,500 PRN   SOLE   17,500 0 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6   13,029 14,558 PRN   SOLE   14,558 0 0
HALOZYME THERAPEUTICS INC NOTE 1.000% 8/1 40637HAF6   1,863 2,000 PRN   SOLE   2,000 0 0
HCM ACQUISITION CO *W EXP 01/20/202 G4365A127   5 175,000 SH   SOLE   175,000 0 0
HEALTH CATALYST INC NOTE 2.500% 4/1 42225TAB3   18,825 19,661 PRN   SOLE   19,661 0 0
HEALTHCARE AI ACQUISITION CO *W EXP 12/07/202 G4373K117   3 99,949 SH   SOLE   99,949 0 0
HHG CAPITAL CORPORATION *W EXP 02/25/202 G4R23P129   1 123,800 SH   SOLE   123,800 0 0
HHG CAPITAL CORPORATION RIGHT 02/25/2026 G4R23P145   14 90,941 SH   SOLE   90,941 0 0
HNR ACQUISITION CORP *W EXP 02/04/202 40472A128   22 349,249 SH   SOLE   349,249 0 0
HYCROFT MINING HOLDING CORP *W EXP 05/29/202 44862P117   1 22,500 SH   SOLE   22,500 0 0
INCEPTION GROWTH ACQUSTN LTD *W EXP 10/15/202 45333D112   2 125,000 SH   SOLE   125,000 0 0
INCEPTION GROWTH ACQUSTN LTD RIGHT 12/08/2026 45333D120   33 250,000 SH   SOLE   250,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3   5,048 5,500 PRN   SOLE   5,500 0 0
INNOVIVA INC NOTE 2.125% 3/1 45781MAD3   5,749 6,551 PRN   SOLE   6,551 0 0
INSMED INC NOTE 0.750% 6/0 457669AB5   11,796 10,284 PRN   SOLE   10,284 0 0
INTEGRATED RAIL AND RES ACQ CL A COM 45827R106   14,545 1,323,438 SH   SOLE   1,323,438 0 0
INTEGRATED RAIL AND RES ACQ *W EXP 99/99/999 45827R114   38 382,397 SH   SOLE   382,397 0 0
INTERDIGITAL INC NOTE 3.500% 6/0 45867GAD3   5,143 3,500 PRN   SOLE   3,500 0 0
INVESTCORP INDIA ACQUISTN CO *W EXP 06/01/202 G49219127   7 212,035 SH   SOLE   212,035 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9   5,867 7,875 PRN   SOLE   7,875 0 0
IRON HORSE ACQUISITIONS CORP UNIT 10/15/2028 462837204   653 65,000 SH   SOLE   65,000 0 0
ITRON INC NOTE 3/1 465741AN6   7,632 8,246 PRN   SOLE   8,246 0 0
JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124   2 46,444 SH   SOLE   46,444 0 0
JETAI INC *W EXP 07/26/202 47714H118   4 93,670 SH   SOLE   93,670 0 0
JOHN BEAN TECHNOLOGIES CORP NOTE 0.250% 5/1 477839AB0   4,537 5,000 PRN   SOLE   5,000 0 0
KAIROUS ACQUISITION CORP LTD *W EXP 09/15/202 G52131128   1 90,000 SH   SOLE   90,000 0 0
KAIROUS ACQUISITION CORP LTD RIGHT 09/15/2026 G52131136   13 180,000 SH   SOLE   180,000 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0   17,945 18,405 PRN   SOLE   18,405 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4   10,747 21,494 PRN   SOLE   21,494 0 0
KEEN VISION ACQUISITION CORP SHS G52443119   32 3,092 SH   SOLE   3,092 0 0
KEEN VISION ACQUISITION CORP *W EXP 03/15/202 G52443127   0 3,092 SH   SOLE   3,092 0 0
KEYARCH ACQUISITION CORP *W EXP 01/24/202 G5260A112   2 95,000 SH   SOLE   95,000 0 0
KEYARCH ACQUISITION CORP RIGHT 01/24/2027 G5260A120   13 200,000 SH   SOLE   200,000 0 0
LAMF GLOBAL VENTURES CORP I *W EXP 11/05/202 G5338L124   2 93,675 SH   SOLE   93,675 0 0
LAVORO LTD *W EXP 02/27/202 G5391L110   171 235,863 SH   SOLE   235,863 0 0
LCI INDS NOTE 1.125% 5/1 501812AB7   3,930 4,000 PRN   SOLE   4,000 0 0
LEARN CW INVESTMENT COR *W EXP 10/08/202 G54157113   2 87,302 SH   SOLE   87,302 0 0
LEDDARTECH HLDGS INC *W EXP 12/21/202 52328E113   11 127,872 SH   SOLE   127,872 0 0
LIVEPERSON INC NOTE 0.750% 3/0 538146AB7   225 231 PRN   SOLE   231 0 0
LIVEPERSON INC NOTE 12/1 538146AD3   3,019 4,500 PRN   SOLE   4,500 0 0
LUMENTUM HLDGS INC NOTE 0.500% 6/1 55024UAF6   2,772 3,500 PRN   SOLE   3,500 0 0
MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5   27,755 27,110 PRN   SOLE   27,110 0 0
MARATHON DIGITAL HOLDINGS IN NOTE 1.000%12/0 565788AB2   33,131 40,498 PRN   SOLE   40,498 0 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9   15,894 18,000 PRN   SOLE   18,000 0 0
MESA LABS INC NOTE 1.375% 8/1 59064RAA7   10,662 11,550 PRN   SOLE   11,550 0 0
MICROCLOUD HOLOGRAM INC *W EXP 01/31/202 G55032125   2 108,098 SH   SOLE   108,098 0 0
MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5   29,913 18,060 PRN   SOLE   18,060 0 0
MICROSTRATEGY INC NOTE 2/1 594972AE1   36,779 42,062 PRN   SOLE   42,062 0 0
MITEK SYS INC NOTE 0.750% 2/0 606710AA9   4,219 4,500 PRN   SOLE   4,500 0 0
MONTEREY CAP ACQUISITION COR CLASS A COM 61244M109   456 42,000 SH   SOLE   42,000 0 0
MONTEREY CAP ACQUISITION COR *W EXP 01/01/202 61244M117   9 792,000 SH   SOLE   792,000 0 0
MONTEREY CAP ACQUISITION COR RIGHT 05/10/2027 61244M125   66 777,600 SH   SOLE   777,600 0 0
MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124   2 62,238 SH   SOLE   62,238 0 0
MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112   5 153,100 SH   SOLE   153,100 0 0
NEVRO CORP NOTE 2.750% 4/0 64157FAC7   10,140 10,702 PRN   SOLE   10,702 0 0
NEW MTN FIN CORP NOTE 7.500%10/1 647551AE0   23,574 23,100 PRN   SOLE   23,100 0 0
NEWCOURT ACQUISITION CORP *W EXP 01/22/202 G6448C129   4 234,200 SH   SOLE   234,200 0 0
NIO INC NOTE 2/0 62914VAE6   994 1,000 PRN   SOLE   1,000 0 0
NIO INC NOTE 0.500% 2/0 62914VAF3   16,346 17,767 PRN   SOLE   17,767 0 0
NORTHERN REVIVAL ACQUISITION *W EXP 01/31/202 G6546R119   0 18,166 SH   SOLE   18,166 0 0
NORTHVIEW ACQUISITION CORP *W EXP 08/02/202 66718N111   4 222,500 SH   SOLE   222,500 0 0
NOVA VISION ACQUISITION CORP *W EXP 12/31/202 G6759A118   2 87,700 SH   SOLE   87,700 0 0
NOVA VISION ACQUISITION CORP RIGHT 12/23/2023 G6759A134   18 82,522 SH   SOLE   82,522 0 0
NUBIA BRAND INTERNATIONAL CO *W EXP 11/16/202 67022R111   1 20,416 SH   SOLE   20,416 0 0
NUTANIX INC NOTE 0.250%10/0 67059NAH1   4,324 4,138 PRN   SOLE   4,138 0 0
OCA ACQUISITION CORP *W EXP 01/14/202 670865112   3 49,985 SH   SOLE   49,985 0 0
OCEAN BIOMEDICAL INC *W EXP 02/14/202 67644C112   3 111,755 SH   SOLE   111,755 0 0
OCEANTECH ACQUISITIONS I COR *W EXP 99/99/999 675507115   10 411,595 SH   SOLE   411,595 0 0
OMEROS CORP NOTE 5.250% 2/1 682143AG7   7,200 12,000 PRN   SOLE   12,000 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5   11,537 11,750 PRN   SOLE   11,750 0 0
OXUS ACQUISITION CORP *W EXP 99/99/999 G6859L121   5 107,878 SH   SOLE   107,878 0 0
PAPAYA GRWT OPPORTUNITY CORP *W EXP 12/31/202 69882P110   5 250,000 SH   SOLE   250,000 0 0
PAR TECHNOLOGY CORP NOTE 2.875% 4/1 698884AC7   3,041 2,500 PRN   SOLE   2,500 0 0
PAR TECHNOLOGY CORP NOTE 1.500%10/1 698884AE3   12,221 13,762 PRN   SOLE   13,762 0 0
PATRIA LATIN AMRCN OPPRNTY A *W EXP 02/23/202 G69454117   3 100,000 SH   SOLE   100,000 0 0
PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9   21,880 23,565 PRN   SOLE   23,565 0 0
PELOTON INTERACTIVE INC NOTE 2/1 70614WAB6   61,770 79,306 PRN   SOLE   79,306 0 0
PENNYMAC CORP NOTE 5.500% 3/1 70932AAF0   7,536 8,136 PRN   SOLE   8,136 0 0
PERFICIENT INC NOTE 0.125%11/1 71375UAF8   5,744 6,895 PRN   SOLE   6,895 0 0
PETIQ INC NOTE 4.000% 6/0 71639TAB2   5,735 5,657 PRN   SOLE   5,657 0 0
PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113   6 200,000 SH   SOLE   200,000 0 0
PLUG PWR INC NOTE 3.750% 6/0 72919PAD5   5,796 5,500 PRN   SOLE   5,500 0 0
PONO CAP TWO INC *W EXP 07/31/202 73245B115   12 425,000 SH   SOLE   425,000 0 0
POWER & DIGITAL INFRASTRUCTU *W EXP 12/09/202 73919C118   1 49,977 SH   SOLE   49,977 0 0
POWERUP ACQUISITION CORP *W EXP 05/23/202 G7207P129   11 175,000 SH   SOLE   175,000 0 0
PRIVETERRA ACQUISITION CORP *W EXP 01/07/202 876545112   1 65,500 SH   SOLE   65,500 0 0
PROOF ACQUISITION CORP I *W EXP 99/99/999 74349W112   3 24,500 SH   SOLE   24,500 0 0
PROS HOLDINGS INC NOTE 2.250% 9/1 74346YAG8   8,207 7,250 PRN   SOLE   7,250 0 0
PTC THERAPEUTICS INC NOTE 1.500% 9/1 69366JAD3   20,497 22,308 PRN   SOLE   22,308 0 0
PYROPHYTE ACQUISITION CORP *W EXP 05/03/202 G7308P127   9 111,700 SH   SOLE   111,700 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1   8,734 9,558 PRN   SOLE   9,558 0 0
Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6   5,330 5,902 PRN   SOLE   5,902 0 0
RAPID7 INC NOTE 0.250% 3/1 753422AF1   2,709 3,000 PRN   SOLE   3,000 0 0
REDWOOD TRUST INC NOTE 7.750% 6/1 758075AF2   10,036 10,887 PRN   SOLE   10,887 0 0
RELATIVITY ACQUISITION CORP *W EXP 12/15/202 75944B114   6 637,213 SH   SOLE   637,213 0 0
REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5   23,881 31,242 PRN   SOLE   31,242 0 0
RF ACQUISITION CORP *W EXP 05/01/202 74954L112   5 250,000 SH   SOLE   250,000 0 0
RF ACQUISITION CORP RIGHT 05/01/2028 74954L120   18 325,000 SH   SOLE   325,000 0 0
RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114   5 44,429 SH   SOLE   44,429 0 0
ROTH CH ACQUISITION CO *W EXP 10/20/202 G88935120   7 291,346 SH   SOLE   291,346 0 0
SAREPTA THERAPEUTICS INC NOTE 1.250% 9/1 803607AD2   14,858 14,611 PRN   SOLE   14,611 0 0
SATELLOGIC INC *W EXP 01/25/202 G7823S119   24 285,428 SH   SOLE   285,428 0 0
SEA LTD NOTE 0.250% 9/1 81141RAG5   35,392 42,770 PRN   SOLE   42,770 0 0
SEASTAR MEDICAL HOLDING CORP *W EXP 10/28/202 81256L112   4 124,107 SH   SOLE   124,107 0 0
SEMPER PARATUS ACQUISITION C *W EXP 11/04/202 G8028L131   4 98,250 SH   SOLE   98,250 0 0
SEMTECH CORP NOTE 1.625%11/0 816850AF8   19,951 23,212 PRN   SOLE   23,212 0 0
SHAKE SHACK INC NOTE 3/0 819047AB7   3,704 4,513 PRN   SOLE   4,513 0 0
SHAPEWAYS HOLDINGS INC *W EXP 09/29/202 81947T110   1 310,138 SH   SOLE   310,138 0 0
SHARECARE INC *W EXP 07/01/202 81948W112   4 159,334 SH   SOLE   159,334 0 0
SIZZLE ACQUISITION CORP *W EXP 11/02/202 83014E117   2 23,750 SH   SOLE   23,750 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2   20,306 19,035 PRN   SOLE   19,035 0 0
SNAP INC NOTE 5/0 83304AAF3   915 1,138 PRN   SOLE   1,138 0 0
SNAP INC NOTE 0.125% 3/0 83304AAH9   15,809 20,088 PRN   SOLE   20,088 0 0
SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110   1 33,936 SH   SOLE   33,936 0 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6   3,941 4,310 PRN   SOLE   4,310 0 0
SOUTHLAND HLDGS INC *W EXP 02/14/202 84445C118   22 51,732 SH   SOLE   51,732 0 0
SPECTAIRE HLDGS INC *W EXP 10/17/202 84753T117   1 118,203 SH   SOLE   118,203 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8   3,490 5,000 PRN   SOLE   5,000 0 0
SPREE ACQUISITION CORP 1 LTD *W EXP 12/22/202 G83745128   3 100,000 SH   SOLE   100,000 0 0
SRIVARU HOLDING LIMITED *W EXP 12/08/202 G8403L110   7 454,100 SH   SOLE   454,100 0 0
STARWOOD PPTY TR INC NOTE 6.750% 7/1 85571BBA2   8,142 7,542 PRN   SOLE   7,542 0 0
STONEBRIDGE ACQUISITION CORP *W EXP 03/31/202 G85094129   1 25,000 SH   SOLE   25,000 0 0
SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1   3,404 4,988 PRN   SOLE   4,988 0 0
SUNNOVA ENERGY INTL INC. NOTE 2.625% 2/1 86745KAH7   4,002 6,000 PRN   SOLE   6,000 0 0
SYNTEC OPTICS HLDGS INC *W EXP 11/07/202 87169M113   25 221,235 SH   SOLE   221,235 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   17,043 20,611 PRN   SOLE   20,611 0 0
TERRAN ORBITAL CORPORATION *W EXP 03/25/202 88105P111   13 195,399 SH   SOLE   195,399 0 0
TG VENTURE ACQUISITION CORP *W EXP 08/15/202 87251T117   6 399,990 SH   SOLE   399,990 0 0
TILRAY BRANDS INC NOTE 5.200% 6/1 88688TAC4   13,592 12,300 PRN   SOLE   12,300 0 0
TLGY ACQUISITION CORPORATION *W EXP 11/09/202 G8656T125   1 75,000 SH   SOLE   75,000 0 0
TRAVERE THERAPEUTICS INC NOTE 2.250% 3/0 89422GAA5   35,239 53,392 PRN   SOLE   53,392 0 0
TURNING PT BRANDS INC NOTE 2.500% 7/1 90041LAE5   2,437 2,500 PRN   SOLE   2,500 0 0
TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7   450 486 PRN   SOLE   486 0 0
UNITY SOFTWARE INC NOTE 11/1 91332UAB7   8,484 10,148 PRN   SOLE   10,148 0 0
UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3   13,349 18,130 PRN   SOLE   18,130 0 0
UPWORK INC NOTE 0.250% 8/1 91688FAB0   2,471 2,897 PRN   SOLE   2,897 0 0
VALUENCE MERGER CORP I *W EXP 02/18/202 G9R16L118   2 75,000 SH   SOLE   75,000 0 0
VERDE CLEAN FUELS INC *W EXP 02/15/202 923372114   13 132,844 SH   SOLE   132,844 0 0
VERITONE INC NOTE 1.750%11/1 92347MAB6   2,537 10,250 PRN   SOLE   10,250 0 0
VIEW INC *W EXP 03/08/202 92671V114   0 63,833 SH   SOLE   63,833 0 0
VISION SENSING ACQUISITION C *W EXP 10/21/202 92838J111   1 243,675 SH   SOLE   243,675 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8   45,037 51,295 PRN   SOLE   51,295 0 0
WAYFAIR INC NOTE 0.625%10/0 94419LAM3   40,745 44,775 PRN   SOLE   44,775 0 0
WAYFAIR INC NOTE 3.250% 9/1 94419LAP6   4,945 4,000 PRN   SOLE   4,000 0 0
WOLFSPEED INC NOTE 1.750% 5/0 225447AD3   7,998 7,000 PRN   SOLE   7,000 0 0
WOLFSPEED INC NOTE 0.250% 2/1 977852AB8   339 500 PRN   SOLE   500 0 0
WOLFSPEED INC NOTE 1.875%12/0 977852AD4   23,641 34,500 PRN   SOLE   34,500 0 0
XBP EUROPE HOLDINGS INC *W EXP 11/30/202 98400V119   19 377,370 SH   SOLE   377,370 0 0
XOMETRY INC NOTE 1.000% 2/0 98423FAB5   31,984 33,863 PRN   SOLE   33,863 0 0
ZEROFOX HLDGS INC *W EXP 08/03/202 98955G111   9 457,295 SH   SOLE   457,295 0 0
ZIFF DAVIS INC NOTE 1.750%11/0 48123VAE2   1,330 1,400 PRN   SOLE   1,400 0 0