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
ABRI SPAC I INC *W EXP 09/18/202 00085X113   4,210 100,000 SH   SOLE 1 100,000 0 0
ACCRETION ACQUISITION CORP *W EXP 03/01/202 00438Y115   4,520 200,000 SH   SOLE 1 200,000 0 0
ACCRETION ACQUISITION CORP RIGHT 03/01/2028 00438Y123   2,726 40,000 SH   SOLE 1 40,000 0 0
ALARM COM HLDGS INC NOTE1/1 011642AB1   8,879,518 10,200,000 SH   SOLE 1 10,200,000 0 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9   19,180,890 18,000,000 SH   SOLE 1 18,000,000 0 0
AP ACQUISITION CORP *W EXP 12/07/202 G04058114   1,563 25,000 SH   SOLE 1 25,000 0 0
APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304   271,833,590 5,000,000 SH   SOLE 1 5,000,000 0 0
APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128   23,415 298,275 SH   SOLE 1 298,275 0 0
ARES ACQUISITION CORPORATION *W EXP 02/02/202 G33032122   86,499 126,433 SH   SOLE 1 126,433 0 0
ARTEMIS STRATEGIC INVT CORP *W EXP 09/30/202 04303A111   3,775 100,000 SH   SOLE 1 100,000 0 0
ATLANTIC COASTAL ACQUISTN CO *W EXP 03/02/202 048453112   933 33,333 SH   SOLE 1 33,333 0 0
BANNIX ACQUISITION CORP *W EXP 07/31/202 066644113   922 36,863 SH   SOLE 1 36,863 0 0
BANYAN ACQUISITION CORPORATI *W EXP 09/30/202 06690B115   13,612 75,000 SH   SOLE 1 75,000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101   1,165,900 13,100 SH   SOLE 1 13,100 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4   22,451,923 23,125,000 SH   SOLE 1 23,125,000 0 0
BIOPLUS ACQUISITION CORP *W EXP 12/02/202 G11217125   1,400 25,000 SH   SOLE 1 25,000 0 0
BLACK MOUNTAIN ACQ CORP *W EXP 10/15/202 09216A116   1,588 33,800 SH   SOLE 1 33,800 0 0
BLACKLINE INC NOTE3/1 09239BAD1   17,225,440 20,000,000 SH   SOLE 1 20,000,000 0 0
BLACKSKY TECHNOLOGY INC *W EXP 09/09/202 09263B116   8,753 109,410 SH   SOLE 1 109,410 0 0
BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115   3,378 50,000 SH   SOLE 1 50,000 0 0
BOOKING HOLDINGS INC COM 09857L108   3,700,740 1,200 SH Put SOLE 1 1,200 0 0
BURFORD CAP LTD ORD SHS G17977110   2,625,000 187,500 SH   SOLE 1 187,500 0 0
BYTE ACQUISITION CORP *W EXP 03/18/202 G1R25Q113   11,225 50,000 SH   SOLE 1 50,000 0 0
CACTUS ACQUISITION CORP 1 LT *W EXP 08/17/202 G1745A124   2,133 50,000 SH   SOLE 1 50,000 0 0
CAPITALWORKS EMNG MKTS ACQST *W EXP 11/19/202 G1889L126   1,375 50,000 SH   SOLE 1 50,000 0 0
CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110   30,038 97,525 SH   SOLE 1 97,525 0 0
CLOUDFLARE INC NOTE8/1 18915MAC1   8,512,090 10,000,000 SH   SOLE 1 10,000,000 0 0
COMPLETE SOLARIA INC *W EXP 07/31/202 20460L112   2,326 14,200 SH   SOLE 1 14,200 0 0
CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113   4,826 179,388 SH   SOLE 1 179,388 0 0
CONX CORP *W EXP 10/30/202 212873111   15,631 104,203 SH   SOLE 1 104,203 0 0
CSLM ACQUISITION CORP *W EXP 06/01/202 G2365L119   1,925 55,000 SH   SOLE 1 55,000 0 0
CSLM ACQUISITION CORP RIGHT 07/01/2023 G2365L127   8,800 110,000 SH   SOLE 1 110,000 0 0
DROPBOX INC NOTE3/0 26210CAC8   22,258,237 23,500,000 SH   SOLE 1 23,500,000 0 0
DROPBOX INC NOTE3/0 26210CAD6   23,814,215 25,024,000 SH   SOLE 1 25,024,000 0 0
ENERGEM CORP *W EXP 11/15/202 G30449121   4,751 100,000 SH   SOLE 1 100,000 0 0
ENPHASE ENERGY INC NOTE3/0 29355AAH0   2,205,335 2,500,000 SH   SOLE 1 2,500,000 0 0
ENPHASE ENERGY INC NOTE3/0 29355AAK3   4,138,925 5,000,000 SH   SOLE 1 5,000,000 0 0
ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111   2,770 50,000 SH   SOLE 1 50,000 0 0
EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110   6,000 25,000 SH   SOLE 1 25,000 0 0
EXPEDIA GROUP INC COM NEW 30212P303   3,092,100 30,000 SH Put SOLE 1 30,000 0 0
FASTLY INC NOTE3/1 31188VAB6   5,566,041 6,500,000 SH   SOLE 1 6,500,000 0 0
FAT PROJECTS ACQUISITION COR *W EXP 08/31/202 G3400W110   6,850 200,000 SH   SOLE 1 200,000 0 0
FOCUS IMPACT ACQUISITION COR *W EXP 10/28/202 34417L117   4,538 50,000 SH   SOLE 1 50,000 0 0
FRONTIER INVESTMENT CORP *W EXP 06/29/202 G36816125   31,147 266,666 SH   SOLE 1 266,666 0 0
GENEDX HOLDINGS CORP *W EXP 07/22/202 81663L119   1,542 51,582 SH   SOLE 1 51,582 0 0
GETAROUND INC *W EXP 03/09/202 37427G119   640 40,000 SH   SOLE 1 40,000 0 0
GLOBAL TECHNOLGY ACQSTN CORP *W EXP 10/19/202 G3934N115   1,750 25,000 SH   SOLE 1 25,000 0 0
GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115   8,165 294,771 SH   SOLE 1 294,771 0 0
GREENFIRE RES LTD NEW COM SHS 39525U107   28,650,236 5,682,541 SH   SOLE 1 5,682,541 0 0
HEALTHCARE AI ACQUISITION CO *W EXP 12/07/202 G4373K117   5,500 125,000 SH   SOLE 1 125,000 0 0
HH&L ACQUISITION CO *W EXP 02/04/202 G39714129   5,900 200,000 SH   SOLE 1 200,000 0 0
HHG CAPITAL CORPORATION *W EXP 02/25/202 G4R23P129   2,915 48,264 SH   SOLE 1 48,264 0 0
IHS HOLDING LIMITED ORD SHS G4701H109   2,849,970 513,508 SH   SOLE 1 513,508 0 0
INFINITE ACQUISITION CORP *W EXP 11/23/202 G48028123   1,600 40,000 SH   SOLE 1 40,000 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9   36,080,979 16,895,000 SH   SOLE 1 16,895,000 0 0
INTERNATIONAL MEDIA ACQUISIT *W EXP 07/21/202 459867115   6,043 302,128 SH   SOLE 1 302,128 0 0
INTERPRIVATE III FINANCIAL P *W EXP 99/99/999 46064R114   2,058 40,000 SH   SOLE 1 40,000 0 0
INTERPUBLIC GROUP COS INC COM 460690100   160,496 5,600 SH Put SOLE 1 5,600 0 0
INVESTCORP EUROPE ACQUISITIO *W EXP 12/15/202 G4923T113   18,004 75,000 SH   SOLE 1 75,000 0 0
ISHARES TR 20 YR TR BD ETF 464287432   31,041,500 350,000 SH Call SOLE 1 0 0 0
ISHARES TR IBOXX HI YD ETF 464288513   1,634,637,792 22,173,600 SH Put SOLE 1 22,173,600 0 0
JAGUAR GLOBAL GROWTH CORP I *W EXP 11/23/202 G5S11A130   15,400 175,000 SH   SOLE 1 175,000 0 0
JAGUAR GLOBAL GROWTH CORP I RIGHT 01/01/2027 G5S11A155   71,471 350,000 SH   SOLE 1 350,000 0 0
JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124   3,000 75,000 SH   SOLE 1 75,000 0 0
KENSINGTON CAPITAL ACQUISITI *W EXP 99/99/999 G5251K129   11,560 100,000 SH   SOLE 1 100,000 0 0
LANDCADIA HOLDINGS IV INC *W EXP 03/29/202 51477A112   3,500 25,000 SH   SOLE 1 25,000 0 0
LF CAPITAL ACQUISITION CORP *W EXP 02/19/202 50202D110   93 25,000 SH   SOLE 1 25,000 0 0
LOCAL BOUNTI CORP *W EXP 99/99/999 53960E114   6,000 200,000 SH   SOLE 1 200,000 0 0
M3 BRIGADE ACQUISITION II CO *W EXP 03/09/202 553800111   1,463 30,765 SH   SOLE 1 30,765 0 0
MANCHESTER UTD PLC NEW ORD CL A G5784H106   2,461,361 124,374 SH   SOLE 1 124,374 0 0
MAQUIA CAPITAL ACQUISITION C *W EXP 05/05/202 56564V119   8,646 136,155 SH   SOLE 1 136,155 0 0
MARBLEGATE ACQUISITION CORP *W EXP 08/31/202 56608A113   10,000 200,000 SH   SOLE 1 200,000 0 0
MONEYLION INC *W EXP 09/22/202 60938K114   1,724 37,485 SH   SOLE 1 37,485 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8   20,802,864 12,000,000 SH   SOLE 1 12,000,000 0 0
MULTIMETAVERSE HOLDINGS LTD *W EXP 01/04/202 G6360J136   8,349 199,979 SH   SOLE 1 199,979 0 0
NABORS ENERGY TRANSITION COR *W EXP 11/17/202 629567116   7,594 37,500 SH   SOLE 1 37,500 0 0
NAUTICUS ROBOTICS INC *W EXP 03/15/202 63911H116   4,057 18,439 SH   SOLE 1 18,439 0 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9   8,097,838 7,000,000 SH   SOLE 1 7,000,000 0 0
NCL CORP LTD NOTE 2.500% 2/1 62886HBK6   33,005,472 38,500,000 SH   SOLE 1 38,500,000 0 0
NEAR INTELLIGENCE INC *W EXP 03/22/202 639494111   3,412 138,701 SH   SOLE 1 138,701 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1   26,317,952 17,500,000 SH   SOLE 1 17,500,000 0 0
OCEAN BIOMEDICAL INC *W EXP 02/14/202 67644C112   5,330 35,200 SH   SOLE 1 35,200 0 0
ONYX ACQUISITION CO I *W EXP 11/30/202 G6755Q117   1,993 50,000 SH   SOLE 1 50,000 0 0
OXUS ACQUISITION CORP *W EXP 99/99/999 G6859L121   6,760 45,052 SH   SOLE 1 45,052 0 0
P3 HEALTH PARTNERS INC *W EXP 11/19/202 744413113   9,148 53,809 SH   SOLE 1 53,809 0 0
PDD HOLDINGS INC NOTE12/0 722304AC6   10,925,003 11,050,000 SH   SOLE 1 11,050,000 0 0
PERCEPTION CAPITAL CORP II *W EXP 10/25/202 G7007D110   12,563 125,000 SH   SOLE 1 125,000 0 0
PHP VENTURES ACQUISITION COR *W EXP 08/16/202 69291C114   1,801 31,600 SH   SOLE 1 31,600 0 0
PLUM ACQUISITION CORP I *W EXP 03/18/202 G7134L118   1,600 20,000 SH   SOLE 1 20,000 0 0
PRENETICS GLOBAL LTD *W EXP 05/18/202 G72245114   7,461 186,538 SH   SOLE 1 186,538 0 0
PROOF ACQUISITION CORP I *W EXP 99/99/999 74349W112   4,618 37,500 SH   SOLE 1 37,500 0 0
RAPID7 INC NOTE 0.250% 3/1 753422AF1   31,573,432 37,000,000 SH   SOLE 1 37,000,000 0 0
RCF ACQUISITION CORP *W EXP 99/99/999 G7330C110   2,185 25,000 SH   SOLE 1 25,000 0 0
RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114   3,797 25,000 SH   SOLE 1 25,000 0 0
ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123   10,000 200,000 SH   SOLE 1 200,000 0 0
ROYAL CARIBBEAN GROUP NOTE 6.000% 8/1 780153BQ4   11,786,544 6,000,000 SH   SOLE 1 6,000,000 0 0
RUBICON TECHNOLOGIES INC *W EXP 04/01/202 78112J117   813 50,000 SH   SOLE 1 50,000 0 0
SCREAMING EAGLE ACQUISITN CO *W EXP 01/05/202 G79407121   17,000 100,000 SH   SOLE 1 100,000 0 0
SEA LTD NOTE 2.375%12/0 81141RAF7   21,487,489 22,440,000 SH   SOLE 1 22,440,000 0 0
SEA LTD NOTE 0.250% 9/1 81141RAG5   20,800,130 26,000,000 SH   SOLE 1 26,000,000 0 0
SHOULDERUP TECHNOLOGY ACQUIS *W EXP 11/17/202 82537G112   938 37,500 SH   SOLE 1 37,500 0 0
SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110   3,844 75,000 SH   SOLE 1 75,000 0 0
STONEBRIDGE ACQUISITION CORP *W EXP 03/31/202 G85094129   1,300 50,000 SH   SOLE 1 50,000 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   7,999,911 10,000,000 SH   SOLE 1 10,000,000 0 0
TH INTERNATIONAL LIMITED ORDINARY SHARES G8656L106   905,000 500,000 SH   SOLE 1 500,000 0 0
THE REALREAL INC NOTE 1.000% 3/0 88339PAD3   10,436,779 22,700,000 SH   SOLE 1 22,700,000 0 0
THE TRADE DESK INC COM CL A 88339J105   2,735,250 35,000 SH Put SOLE 1 35,000 0 0
THUNDER BRIDGE CAP PRTNRS II *W EXP 02/01/202 88605T118   6,619 94,555 SH   SOLE 1 94,555 0 0
TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120   5,007 66,666 SH   SOLE 1 66,666 0 0
VAIL RESORTS INC NOTE1/0 91879QAN9   8,070,563 9,131,000 SH   SOLE 1 9,131,000 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813   10,026,800 140,000 SH   SOLE 1 140,000 0 0
VERADIGM INC NOTE 0.875% 1/0 01988PAF5   14,191,237 12,500,000 SH   SOLE 1 12,500,000 0 0
VERDE CLEAN FUELS INC *W EXP 02/15/202 923372114   10,620 54,101 SH   SOLE 1 54,101 0 0
VERTEX ENERGY INC COM 92534K107   8,705,588 1,956,312 SH   SOLE 1 1,956,312 0 0
VINFAST AUTO LTD SHS Y9390M103   1,250,000 100,000 SH Put SOLE 1 100,000 0 0
VROOM INC NOTE 0.750% 7/0 92918VAB5   1,080,000 2,000,000 SH   SOLE 1 2,000,000 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8   12,259,951 15,000,000 SH   SOLE 1 15,000,000 0 0
WAYFAIR INC NOTE 0.625%10/0 94419LAM3   8,631,580 10,000,000 SH   SOLE 1 10,000,000 0 0
WM TECHNOLOGY INC *W EXP 06/16/202 92971A117   4,403 32,021 SH   SOLE 1 32,021 0 0