| 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 | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| 10X CAPITAL VENTURE ACQ III | *W EXP 06/30/202 | G87077114 | 12,181 | 216,358 | SH | | SOLE | | 216,358 | 0 | 0 |
| 2U INC | DEBT 4.500% 2/0 | 90214JAC5 | 947,500 | 2,500,000 | PRN | | SOLE | | 2,500,000 | 0 | 0 |
| 3D SYS CORP DEL | NOTE 11/1 | 88554DAD8 | 35,758,036 | 46,712,000 | PRN | | SOLE | | 46,712,000 | 0 | 0 |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 3,721,124 | 3,759,000 | PRN | | SOLE | | 3,759,000 | 0 | 0 |
| 8X8 INC NEW | NOTE 4.000% 2/0 | 282914AE0 | 3,034,500 | 3,500,000 | PRN | | SOLE | | 3,500,000 | 0 | 0 |
| 99 ACQUISITION GROUP INC | CL A | 65445K101 | 382,125 | 37,500 | SH | | SOLE | | 37,500 | 0 | 0 |
| 99 ACQUISITION GROUP INC | *W EXP 08/25/202 | 65445K119 | 559 | 37,500 | SH | | SOLE | | 37,500 | 0 | 0 |
| 99 ACQUISITION GROUP INC | RIGHT 08/25/2028 | 65445K127 | 5,625 | 37,500 | SH | | SOLE | | 37,500 | 0 | 0 |
| A SPAC II ACQUISITION CORP | *W EXP 10/15/202 | G0543H117 | 4,970 | 700,000 | SH | | SOLE | | 700,000 | 0 | 0 |
| A SPAC II ACQUISITION CORP | RIGHT 10/15/2026 | G0543H133 | 126,000 | 1,400,000 | SH | | SOLE | | 1,400,000 | 0 | 0 |
| ACRI CAPITAL ACQUISITION COR | *W EXP 02/01/202 | 00501A119 | 8,200 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
| ADIT EDTECH ACQUISITION CORP | *W EXP 99/99/999 | 007024110 | 17,003 | 202,416 | SH | | SOLE | | 202,416 | 0 | 0 |
| AETHERIUM ACQUISITION CORP | *W EXP 12/21/202 | 00809J119 | 13,242 | 331,054 | SH | | SOLE | | 331,054 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 25,353,563 | 30,825,000 | PRN | | SOLE | | 30,825,000 | 0 | 0 |
| AIMFINITY INVESTMENT CORP I | *W EXP 04/21/202 | G0135E126 | 7,500 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 2,237,000 | 2,000,000 | PRN | | SOLE | | 2,000,000 | 0 | 0 |
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 7,805,000 | 8,750,000 | PRN | | SOLE | | 8,750,000 | 0 | 0 |
| ALCHEMY INVTS ACQUISITN CORP | SHS CL A | G0232F109 | 1,060,500 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
| ALCHEMY INVTS ACQUISITN CORP | *W EXP 11/30/202 | G0232F133 | 7,500 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 6,912,500 | 7,000,000 | PRN | | SOLE | | 7,000,000 | 0 | 0 |
| ALPHA STAR ACQUISITION CORP | *W EXP 12/13/202 | G0230C116 | 3,168 | 360,000 | SH | | SOLE | | 360,000 | 0 | 0 |
| ALPHA STAR ACQUISITION CORP | RIGHT 05/30/2023 | G0230C132 | 25,774 | 335,596 | SH | | SOLE | | 335,596 | 0 | 0 |
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 26,512,500 | 25,000,000 | PRN | | SOLE | | 25,000,000 | 0 | 0 |
| ALSET CAPITAL ACQUISITION CO | *W EXP 01/31/202 | 02115M117 | 875 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
| ALSET CAPITAL ACQUISITION CO | RIGHT 01/31/2027 | 02115M125 | 10,500 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
| ALTERNUS CLEAN ENERGY INC | CLASS A COM | 02157G101 | 14,970 | 9,980 | SH | | SOLE | | 9,980 | 0 | 0 |
| ANDRETTI ACQUISITION CORP | *W EXP 99/99/999 | G26735129 | 59,902 | 233,900 | SH | | SOLE | | 233,900 | 0 | 0 |
| APOLLOMICS INC | *W EXP 04/01/202 | G0411D115 | 7,463 | 298,500 | SH | | SOLE | | 298,500 | 0 | 0 |
| APX ACQUISITION CORP I | *W EXP 11/30/202 | G0440J125 | 2,500 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
| ARBOR REALTY TRUST INC | NOTE 7.500% 8/0 | 038923BA5 | 10,699,500 | 10,500,000 | PRN | | SOLE | | 10,500,000 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 987,250 | 1,000,000 | PRN | | SOLE | | 1,000,000 | 0 | 0 |
| ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 23,351,970 | 21,900,000 | PRN | | SOLE | | 21,900,000 | 0 | 0 |
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 | 17,544,563 | 17,075,000 | PRN | | SOLE | | 17,075,000 | 0 | 0 |
| ATHENA TECHNOLOGY ACQ CORP I | *W EXP 10/17/202 | 04687C113 | 19,375 | 775,000 | SH | | SOLE | | 775,000 | 0 | 0 |
| AURA FAT PROJS ACQUISITION C | *W EXP 03/31/202 | G06362126 | 7,500 | 500,000 | SH | | SOLE | | 500,000 | 0 | 0 |
| AURORA INNOVATION INC | *W EXP 11/03/202 | 051774115 | 5,502 | 11,228 | SH | | SOLE | | 11,228 | 0 | 0 |
| BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 | 24,211,387 | 29,081,000 | PRN | | SOLE | | 29,081,000 | 0 | 0 |
| BANNIX ACQUISITION CORP | *W EXP 07/31/202 | 066644113 | 4,006 | 320,484 | SH | | SOLE | | 320,484 | 0 | 0 |
| BANNIX ACQUISITION CORP | RIGHT 07/31/2026 | 066644121 | 56,804 | 210,385 | SH | | SOLE | | 210,385 | 0 | 0 |
| BANZAI INTERNATIONAL INC | *W EXP 12/14/202 | 06682J118 | 3,717 | 80,979 | SH | | SOLE | | 80,979 | 0 | 0 |
| BENEFICIENT | *W EXP 06/07/202 | 08178Q119 | 2,100 | 210,024 | SH | | SOLE | | 210,024 | 0 | 0 |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 4,468,950 | 4,500,000 | PRN | | SOLE | | 4,500,000 | 0 | 0 |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 449,750 | 500,000 | PRN | | SOLE | | 500,000 | 0 | 0 |
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 5,638,800 | 30,480,000 | PRN | | SOLE | | 30,480,000 | 0 | 0 |
| BIGBEAR AI HLDGS INC | *W EXP 12/08/202 | 08975B117 | 31,446 | 93,009 | SH | | SOLE | | 93,009 | 0 | 0 |
| BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 3,665,600 | 4,640,000 | PRN | | SOLE | | 4,640,000 | 0 | 0 |
| BILL HOLDINGS INC | NOTE 4/0 | 090043AD2 | 8,751,750 | 10,500,000 | PRN | | SOLE | | 10,500,000 | 0 | 0 |
| BIORA THERAPEUTICS INC | NOTE 7.250%12/0 | 74319FAB3 | 3,322,125 | 5,625,000 | PRN | | SOLE | | 5,625,000 | 0 | 0 |
| BITCOIN DEPOT INC | *W EXP 06/30/202 | 09174P113 | 166,131 | 1,145,734 | SH | | SOLE | | 1,145,734 | 0 | 0 |
| BITE ACQUISITION CORP | *W EXP 02/12/203 | 09175K113 | 3,000 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 3,000,585 | 3,362,000 | PRN | | SOLE | | 3,362,000 | 0 | 0 |
| BLOCK INC | NOTE 5/0 | 852234AJ2 | 4,572,880 | 5,200,000 | PRN | | SOLE | | 5,200,000 | 0 | 0 |
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 | 8,518,638 | 10,310,000 | PRN | | SOLE | | 10,310,000 | 0 | 0 |
| BLUE OCEAN ACQUISITION CORP | *W EXP 12/02/202 | G1330L121 | 3,975 | 198,750 | SH | | SOLE | | 198,750 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 133,155 | 110,000 | PRN | | SOLE | | 110,000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 21,368,208 | 25,083,000 | PRN | | SOLE | | 25,083,000 | 0 | 0 |
| BRIDGER AEROSPACE GRP HLDGS | *W EXP 01/24/202 | 96812F110 | 25,603 | 121,167 | SH | | SOLE | | 121,167 | 0 | 0 |
| BURTECH ACQUISITION CORP | *W EXP 12/18/202 | 123013112 | 94,500 | 1,050,000 | SH | | SOLE | | 1,050,000 | 0 | 0 |
| CACTUS ACQUISITION CORP 1 LT | *W EXP 08/17/202 | G1745A124 | 6,461 | 215,352 | SH | | SOLE | | 215,352 | 0 | 0 |
| CANNA GLOBAL ACQUISITION COR | *W EXP 11/30/202 | 13767K119 | 9,391 | 499,500 | SH | | SOLE | | 499,500 | 0 | 0 |
| CAPITALWORKS EMNG MKTS ACQST | *W EXP 11/19/202 | G1889L126 | 2,764 | 137,500 | SH | | SOLE | | 137,500 | 0 | 0 |
| CARDIO DIAGNOSTICS HOLDGS IN | *W EXP 12/01/202 | 14159C111 | 14,173 | 81,500 | SH | | SOLE | | 81,500 | 0 | 0 |
| CARDLYTICS INC | NOTE 1.000% 9/1 | 14161WAB1 | 6,562,500 | 10,500,000 | PRN | | SOLE | | 10,500,000 | 0 | 0 |
| CARTESIAN GROWTH CORP II | *W EXP 07/12/202 | G19305120 | 9,000 | 66,666 | SH | | SOLE | | 66,666 | 0 | 0 |
| CARTICA ACQUISITION CORP | *W EXP 04/30/202 | G1995D117 | 4,710 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
| CELULARITY INC | *W EXP 07/16/202 | 151190113 | 6,000 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 | 16,189,381 | 18,548,000 | PRN | | SOLE | | 18,548,000 | 0 | 0 |
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 3,158,750 | 3,500,000 | PRN | | SOLE | | 3,500,000 | 0 | 0 |
| CF ACQUISITION CORP VII | CLASS A COM | 12521H107 | 3,804,500 | 350,000 | SH | | SOLE | | 350,000 | 0 | 0 |
| CHEER HLDG INC | *W EXP 02/13/202 | G39973113 | 304 | 84,411 | SH | | SOLE | | 84,411 | 0 | 0 |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 4,582,520 | 4,688,000 | PRN | | SOLE | | 4,688,000 | 0 | 0 |
| CLIMATEROCK | *W EXP 04/25/202 | G2311X118 | 2,700 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
| CLIMATEROCK | RIGHT 10/31/2028 | G2311X134 | 22,000 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 6,100,161 | 10,755,000 | PRN | | SOLE | | 10,755,000 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 37,188,904 | 40,840,000 | PRN | | SOLE | | 40,840,000 | 0 | 0 |
| CONCORD ACQUISITION CORP III | *W EXP 99/99/999 | 20607V114 | 22,978 | 229,780 | SH | | SOLE | | 229,780 | 0 | 0 |
| CONDUIT PHARMACEUTICALS INC | *W EXP 09/22/202 | 20678X114 | 8,905 | 128,500 | SH | | SOLE | | 128,500 | 0 | 0 |
| CORNER GROWTH ACQUISITION CO | *W EXP 99/99/999 | G2425N113 | 5,921 | 95,500 | SH | | SOLE | | 95,500 | 0 | 0 |
| CORNER GROWTH ACQUISITN CORP | *W EXP 04/09/202 | G2426E120 | 2,500 | 83,333 | SH | | SOLE | | 83,333 | 0 | 0 |
| CUSTOM TRUCK ONE SOURCE INC | *W EXP 01/01/202 | 23204X111 | 16,528 | 236,449 | SH | | SOLE | | 236,449 | 0 | 0 |
| CUTERA INC | NOTE 2.250% 3/1 | 232109AB4 | 1,799,712 | 4,500,000 | PRN | | SOLE | | 4,500,000 | 0 | 0 |
| CUTERA INC | NOTE 2.250% 6/0 | 232109AD0 | 3,969,000 | 15,120,000 | PRN | | SOLE | | 15,120,000 | 0 | 0 |
| CUTERA INC | NOTE 4.000% 6/0 | 232109AG3 | 2,898,465 | 13,235,000 | PRN | | SOLE | | 13,235,000 | 0 | 0 |
| DENALI CAPITAL ACQUISITN COR | *W EXP 03/28/202 | G6256B114 | 30,311 | 605,000 | SH | | SOLE | | 605,000 | 0 | 0 |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 5,769,500 | 5,500,000 | PRN | | SOLE | | 5,500,000 | 0 | 0 |
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 8,708,700 | 10,500,000 | PRN | | SOLE | | 10,500,000 | 0 | 0 |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 1,712,000 | 3,200,000 | PRN | | SOLE | | 3,200,000 | 0 | 0 |
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 2,726,875 | 4,363,000 | PRN | | SOLE | | 4,363,000 | 0 | 0 |
| DP CAP ACQUISITION CORP I | *W EXP 11/08/202 | G2R05B126 | 283 | 14,168 | SH | | SOLE | | 14,168 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 25,302,570 | 31,180,000 | PRN | | SOLE | | 31,180,000 | 0 | 0 |
| DRAGONFLY ENERGY HOLDINGS CO | *W EXP 10/07/202 | 26145B114 | 1,516 | 50,700 | SH | | SOLE | | 50,700 | 0 | 0 |
| ECARX HOLDINGS INC | *W EXP 12/20/202 | G29201111 | 3,523 | 117,430 | SH | | SOLE | | 117,430 | 0 | 0 |
| ECD AUTOMOTIVE DESIGN INC | COM | 27877D104 | 51,506 | 41,875 | SH | | SOLE | | 41,875 | 0 | 0 |
| ECD AUTOMOTIVE DESIGN INC | *W EXP 12/12/202 | 27877D112 | 21,600 | 540,000 | SH | | SOLE | | 540,000 | 0 | 0 |
| EDIFY ACQUISITION CORP | *W EXP 11/25/202 | 28059Q111 | 1,433 | 99,500 | SH | | SOLE | | 99,500 | 0 | 0 |
| EMBRACE CHANGE ACQUISITN COR | ORDINARY SHARES | G3034H109 | 3,245,328 | 296,377 | SH | | SOLE | | 296,377 | 0 | 0 |
| EMBRACE CHANGE ACQUISITN COR | *W EXP 10/25/202 | G3034H125 | 3,900 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
| EMBRACE CHANGE ACQUISITN COR | RIGHT 10/25/2026 | G3034H141 | 45,300 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
| ENVESTNET INC | NOTE 2.625%12/0 | 29404KAG1 | 2,478,125 | 2,500,000 | PRN | | SOLE | | 2,500,000 | 0 | 0 |
| ESPERION THERAPEUTICS INC NE | NOTE 4.000%11/1 | 29664WAB1 | 10,590,249 | 17,851,000 | PRN | | SOLE | | 17,851,000 | 0 | 0 |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 1,731,750 | 1,500,000 | PRN | | SOLE | | 1,500,000 | 0 | 0 |
| ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 5,133,600 | 6,000,000 | PRN | | SOLE | | 6,000,000 | 0 | 0 |
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 3,212,400 | 4,000,000 | PRN | | SOLE | | 4,000,000 | 0 | 0 |
| EVE MOBILITY ACQUISITION COR | *W EXP 12/31/202 | G3218G117 | 1,837 | 34,998 | SH | | SOLE | | 34,998 | 0 | 0 |
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 3,901,120 | 3,650,000 | PRN | | SOLE | | 3,650,000 | 0 | 0 |
| EVENTBRITE INC | NOTE 0.750% 9/1 | 29975EAD1 | 2,524,616 | 2,889,000 | PRN | | SOLE | | 2,889,000 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | *W EXP 99/99/999 | 29978K110 | 3,551 | 27,315 | SH | | SOLE | | 27,315 | 0 | 0 |
| EZCORP INC | NOTE 2.375% 5/0 | 302301AE6 | 2,345,250 | 2,500,000 | PRN | | SOLE | | 2,500,000 | 0 | 0 |
| FARADAY FUTRE INTLGT ELCTR I | *W EXP 07/21/202 | 307359117 | 356 | 17,799 | SH | | SOLE | | 17,799 | 0 | 0 |
| FAZE HOLDINGS INC | *W EXP 03/01/202 | 31423J110 | 125 | 29,052 | SH | | SOLE | | 29,052 | 0 | 0 |
| FEUTUNE LIGHT ACQUISITION CO | *W EXP 06/01/202 | 31561T110 | 1,740 | 82,458 | SH | | SOLE | | 82,458 | 0 | 0 |
| FEUTUNE LIGHT ACQUISITION CO | RIGHT 06/01/2029 | 31561T128 | 8,155 | 82,458 | SH | | SOLE | | 82,458 | 0 | 0 |
| FINNOVATE ACQUISITION CORP | *W EXP 09/30/202 | G3R34K111 | 1,838 | 262,500 | SH | | SOLE | | 262,500 | 0 | 0 |
| FINTECH ECOSYSTEM DEVE | *W EXP 04/01/202 | 318136116 | 966 | 77,300 | SH | | SOLE | | 77,300 | 0 | 0 |
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 22,797,526 | 23,797,000 | PRN | | SOLE | | 23,797,000 | 0 | 0 |
| FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 | 19,641,948 | 21,993,000 | PRN | | SOLE | | 21,993,000 | 0 | 0 |
| FOCUS IMPACT ACQUISITION COR | *W EXP 10/28/202 | 34417L117 | 3,492 | 100,050 | SH | | SOLE | | 100,050 | 0 | 0 |
| FORTUNE RISE ACQUISITION COR | *W EXP 12/06/202 | 34969G110 | 3,207 | 110,574 | SH | | SOLE | | 110,574 | 0 | 0 |
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 584,470 | 598,000 | PRN | | SOLE | | 598,000 | 0 | 0 |
| FTAC EMERALD ACQUISITION COR | *W EXP 10/19/202 | 29103K118 | 14,275 | 250,000 | SH | | SOLE | | 250,000 | 0 | 0 |
| FUTURE HEALTH ESG CORP | *W EXP 99/99/999 | 36118W110 | 71 | 7,080 | SH | | SOLE | | 7,080 | 0 | 0 |
| FUTURETECH II ACQUISITION CO | *W EXP 08/18/202 | 36119D111 | 3,525 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
| GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 | 113,067 | 314,074 | SH | | SOLE | | 314,074 | 0 | 0 |
| GEO CORRECTIONS HOLDINGS INC | NOTE 6.500% 2/2 | 36166WAB9 | 22,053,080 | 15,820,000 | PRN | | SOLE | | 15,820,000 | 0 | 0 |
| GLOBAL BLOCKCHAIN ACQUI CORP | RIGHT 05/09/2027 | 37961B112 | 47,520 | 400,000 | SH | | SOLE | | 400,000 | 0 | 0 |
| GLOBAL BLOCKCHAIN ACQUI CORP | *W EXP 05/09/202 | 37961B120 | 5,600 | 400,000 | SH | | SOLE | | 400,000 | 0 | 0 |
| GLOBAL TECHNOLGY ACQSTN CORP | *W EXP 10/19/202 | G3934N115 | 5,194 | 173,700 | SH | | SOLE | | 173,700 | 0 | 0 |
| GOAL ACQUISITIONS CORP | *W EXP 02/11/202 | 38021H115 | 1,573 | 425,128 | SH | | SOLE | | 425,128 | 0 | 0 |
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 8,193,750 | 21,850,000 | PRN | | SOLE | | 21,850,000 | 0 | 0 |
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 26,438,412 | 41,275,000 | PRN | | SOLE | | 41,275,000 | 0 | 0 |
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 12,337,500 | 17,500,000 | PRN | | SOLE | | 17,500,000 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 13,029,410 | 14,558,000 | PRN | | SOLE | | 14,558,000 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 1,863,000 | 2,000,000 | PRN | | SOLE | | 2,000,000 | 0 | 0 |
| HCM ACQUISITION CO | *W EXP 01/20/202 | G4365A127 | 4,708 | 175,000 | SH | | SOLE | | 175,000 | 0 | 0 |
| HEALTH CATALYST INC | NOTE 2.500% 4/1 | 42225TAB3 | 18,825,408 | 19,661,000 | PRN | | SOLE | | 19,661,000 | 0 | 0 |
| HEALTHCARE AI ACQUISITION CO | *W EXP 12/07/202 | G4373K117 | 2,519 | 99,949 | SH | | SOLE | | 99,949 | 0 | 0 |
| HHG CAPITAL CORPORATION | *W EXP 02/25/202 | G4R23P129 | 1,263 | 123,800 | SH | | SOLE | | 123,800 | 0 | 0 |
| HHG CAPITAL CORPORATION | RIGHT 02/25/2026 | G4R23P145 | 13,632 | 90,941 | SH | | SOLE | | 90,941 | 0 | 0 |
| HNR ACQUISITION CORP | *W EXP 02/04/202 | 40472A128 | 22,282 | 349,249 | SH | | SOLE | | 349,249 | 0 | 0 |
| HYCROFT MINING HOLDING CORP | *W EXP 05/29/202 | 44862P117 | 587 | 22,500 | SH | | SOLE | | 22,500 | 0 | 0 |
| INCEPTION GROWTH ACQUSTN LTD | *W EXP 10/15/202 | 45333D112 | 2,188 | 125,000 | SH | | SOLE | | 125,000 | 0 | 0 |
| INCEPTION GROWTH ACQUSTN LTD | RIGHT 12/08/2026 | 45333D120 | 32,750 | 250,000 | SH | | SOLE | | 250,000 | 0 | 0 |
| INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 5,047,889 | 5,500,000 | PRN | | SOLE | | 5,500,000 | 0 | 0 |
| INNOVIVA INC | NOTE 2.125% 3/1 | 45781MAD3 | 5,748,503 | 6,551,000 | PRN | | SOLE | | 6,551,000 | 0 | 0 |
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 11,795,748 | 10,284,000 | PRN | | SOLE | | 10,284,000 | 0 | 0 |
| INTEGRATED RAIL AND RES ACQ | CL A COM | 45827R106 | 14,544,584 | 1,323,438 | SH | | SOLE | | 1,323,438 | 0 | 0 |
| INTEGRATED RAIL AND RES ACQ | *W EXP 99/99/999 | 45827R114 | 38,240 | 382,397 | SH | | SOLE | | 382,397 | 0 | 0 |
| INTERDIGITAL INC | NOTE 3.500% 6/0 | 45867GAD3 | 5,142,900 | 3,500,000 | PRN | | SOLE | | 3,500,000 | 0 | 0 |
| INVESTCORP INDIA ACQUISTN CO | *W EXP 06/01/202 | G49219127 | 6,891 | 212,035 | SH | | SOLE | | 212,035 | 0 | 0 |
| INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 5,866,875 | 7,875,000 | PRN | | SOLE | | 7,875,000 | 0 | 0 |
| IRON HORSE ACQUISITIONS CORP | UNIT 10/15/2028 | 462837204 | 652,600 | 65,000 | SH | | SOLE | | 65,000 | 0 | 0 |
| ITRON INC | NOTE 3/1 | 465741AN6 | 7,632,498 | 8,246,000 | PRN | | SOLE | | 8,246,000 | 0 | 0 |
| JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 1,844 | 46,444 | SH | | SOLE | | 46,444 | 0 | 0 |
| JETAI INC | *W EXP 07/26/202 | 47714H118 | 3,747 | 93,670 | SH | | SOLE | | 93,670 | 0 | 0 |
| JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 477839AB0 | 4,537,000 | 5,000,000 | PRN | | SOLE | | 5,000,000 | 0 | 0 |
| KAIROUS ACQUISITION CORP LTD | *W EXP 09/15/202 | G52131128 | 1,323 | 90,000 | SH | | SOLE | | 90,000 | 0 | 0 |
| KAIROUS ACQUISITION CORP LTD | RIGHT 09/15/2026 | G52131136 | 13,194 | 180,000 | SH | | SOLE | | 180,000 | 0 | 0 |
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 17,944,875 | 18,405,000 | PRN | | SOLE | | 18,405,000 | 0 | 0 |
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 10,747,000 | 21,494,000 | PRN | | SOLE | | 21,494,000 | 0 | 0 |
| KEEN VISION ACQUISITION CORP | SHS | G52443119 | 31,951 | 3,092 | SH | | SOLE | | 3,092 | 0 | 0 |
| KEEN VISION ACQUISITION CORP | *W EXP 03/15/202 | G52443127 | 124 | 3,092 | SH | | SOLE | | 3,092 | 0 | 0 |
| KEYARCH ACQUISITION CORP | *W EXP 01/24/202 | G5260A112 | 1,663 | 95,000 | SH | | SOLE | | 95,000 | 0 | 0 |
| KEYARCH ACQUISITION CORP | RIGHT 01/24/2027 | G5260A120 | 12,540 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
| LAMF GLOBAL VENTURES CORP I | *W EXP 11/05/202 | G5338L124 | 2,342 | 93,675 | SH | | SOLE | | 93,675 | 0 | 0 |
| LAVORO LTD | *W EXP 02/27/202 | G5391L110 | 171,001 | 235,863 | SH | | SOLE | | 235,863 | 0 | 0 |
| LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 3,930,000 | 4,000,000 | PRN | | SOLE | | 4,000,000 | 0 | 0 |
| LEARN CW INVESTMENT COR | *W EXP 10/08/202 | G54157113 | 1,746 | 87,302 | SH | | SOLE | | 87,302 | 0 | 0 |
| LEDDARTECH HLDGS INC | *W EXP 12/21/202 | 52328E113 | 10,869 | 127,872 | SH | | SOLE | | 127,872 | 0 | 0 |
| LIVEPERSON INC | NOTE 0.750% 3/0 | 538146AB7 | 225,225 | 231,000 | PRN | | SOLE | | 231,000 | 0 | 0 |
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 3,018,600 | 4,500,000 | PRN | | SOLE | | 4,500,000 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 | 2,771,650 | 3,500,000 | PRN | | SOLE | | 3,500,000 | 0 | 0 |
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 27,755,218 | 27,110,000 | PRN | | SOLE | | 27,110,000 | 0 | 0 |
| MARATHON DIGITAL HOLDINGS IN | NOTE 1.000%12/0 | 565788AB2 | 33,131,130 | 40,498,000 | PRN | | SOLE | | 40,498,000 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 15,894,000 | 18,000,000 | PRN | | SOLE | | 18,000,000 | 0 | 0 |
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 10,661,805 | 11,550,000 | PRN | | SOLE | | 11,550,000 | 0 | 0 |
| MICROCLOUD HOLOGRAM INC | *W EXP 01/31/202 | G55032125 | 3,243 | 108,098 | SH | | SOLE | | 108,098 | 0 | 0 |
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 29,912,778 | 18,060,000 | PRN | | SOLE | | 18,060,000 | 0 | 0 |
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 36,779,013 | 42,062,000 | PRN | | SOLE | | 42,062,000 | 0 | 0 |
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 4,218,750 | 4,500,000 | PRN | | SOLE | | 4,500,000 | 0 | 0 |
| MONTEREY CAP ACQUISITION COR | CLASS A COM | 61244M109 | 456,120 | 42,000 | SH | | SOLE | | 42,000 | 0 | 0 |
| MONTEREY CAP ACQUISITION COR | *W EXP 01/01/202 | 61244M117 | 8,554 | 792,000 | SH | | SOLE | | 792,000 | 0 | 0 |
| MONTEREY CAP ACQUISITION COR | RIGHT 05/10/2027 | 61244M125 | 66,096 | 777,600 | SH | | SOLE | | 777,600 | 0 | 0 |
| MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 | 1,755 | 62,238 | SH | | SOLE | | 62,238 | 0 | 0 |
| MOUNTAIN & CO I ACQUISITN CO | *W EXP 09/30/202 | G6301J112 | 4,761 | 153,100 | SH | | SOLE | | 153,100 | 0 | 0 |
| NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 10,140,145 | 10,702,000 | PRN | | SOLE | | 10,702,000 | 0 | 0 |
| NEW MTN FIN CORP | NOTE 7.500%10/1 | 647551AE0 | 23,573,550 | 23,100,000 | PRN | | SOLE | | 23,100,000 | 0 | 0 |
| NEWCOURT ACQUISITION CORP | *W EXP 01/22/202 | G6448C129 | 3,747 | 234,200 | SH | | SOLE | | 234,200 | 0 | 0 |
| NIO INC | NOTE 2/0 | 62914VAE6 | 993,800 | 1,000,000 | PRN | | SOLE | | 1,000,000 | 0 | 0 |
| NIO INC | NOTE 0.500% 2/0 | 62914VAF3 | 16,345,640 | 17,767,000 | PRN | | SOLE | | 17,767,000 | 0 | 0 |
| NORTHERN REVIVAL ACQUISITION | *W EXP 01/31/202 | G6546R119 | 185 | 18,166 | SH | | SOLE | | 18,166 | 0 | 0 |
| NORTHVIEW ACQUISITION CORP | *W EXP 08/02/202 | 66718N111 | 3,582 | 222,500 | SH | | SOLE | | 222,500 | 0 | 0 |
| NOVA VISION ACQUISITION CORP | *W EXP 12/31/202 | G6759A118 | 1,868 | 87,700 | SH | | SOLE | | 87,700 | 0 | 0 |
| NOVA VISION ACQUISITION CORP | RIGHT 12/23/2023 | G6759A134 | 17,643 | 82,522 | SH | | SOLE | | 82,522 | 0 | 0 |
| NUBIA BRAND INTERNATIONAL CO | *W EXP 11/16/202 | 67022R111 | 960 | 20,416 | SH | | SOLE | | 20,416 | 0 | 0 |
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 4,324,210 | 4,138,000 | PRN | | SOLE | | 4,138,000 | 0 | 0 |
| OCA ACQUISITION CORP | *W EXP 01/14/202 | 670865112 | 3,154 | 49,985 | SH | | SOLE | | 49,985 | 0 | 0 |
| OCEAN BIOMEDICAL INC | *W EXP 02/14/202 | 67644C112 | 2,570 | 111,755 | SH | | SOLE | | 111,755 | 0 | 0 |
| OCEANTECH ACQUISITIONS I COR | *W EXP 99/99/999 | 675507115 | 9,672 | 411,595 | SH | | SOLE | | 411,595 | 0 | 0 |
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 7,200,000 | 12,000,000 | PRN | | SOLE | | 12,000,000 | 0 | 0 |
| OPKO HEALTH INC | NOTE 4.500% 2/1 | 68375NAD5 | 11,537,325 | 11,750,000 | PRN | | SOLE | | 11,750,000 | 0 | 0 |
| OXUS ACQUISITION CORP | *W EXP 99/99/999 | G6859L121 | 5,394 | 107,878 | SH | | SOLE | | 107,878 | 0 | 0 |
| PAPAYA GRWT OPPORTUNITY CORP | *W EXP 12/31/202 | 69882P110 | 5,000 | 250,000 | SH | | SOLE | | 250,000 | 0 | 0 |
| PAR TECHNOLOGY CORP | NOTE 2.875% 4/1 | 698884AC7 | 3,040,750 | 2,500,000 | PRN | | SOLE | | 2,500,000 | 0 | 0 |
| PAR TECHNOLOGY CORP | NOTE 1.500%10/1 | 698884AE3 | 12,220,656 | 13,762,000 | PRN | | SOLE | | 13,762,000 | 0 | 0 |
| PATRIA LATIN AMRCN OPPRNTY A | *W EXP 02/23/202 | G69454117 | 3,000 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 21,880,103 | 23,565,000 | PRN | | SOLE | | 23,565,000 | 0 | 0 |
| PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 | 61,770,016 | 79,306,000 | PRN | | SOLE | | 79,306,000 | 0 | 0 |
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 7,536,377 | 8,136,000 | PRN | | SOLE | | 8,136,000 | 0 | 0 |
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 5,744,225 | 6,895,000 | PRN | | SOLE | | 6,895,000 | 0 | 0 |
| PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 | 5,735,067 | 5,657,000 | PRN | | SOLE | | 5,657,000 | 0 | 0 |
| PHOENIX BIOTECH ACQUISITION | *W EXP 09/01/202 | 71902K113 | 5,500 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
| PLUG PWR INC | NOTE 3.750% 6/0 | 72919PAD5 | 5,795,900 | 5,500,000 | PRN | | SOLE | | 5,500,000 | 0 | 0 |
| PONO CAP TWO INC | *W EXP 07/31/202 | 73245B115 | 11,985 | 425,000 | SH | | SOLE | | 425,000 | 0 | 0 |
| POWER & DIGITAL INFRASTRUCTU | *W EXP 12/09/202 | 73919C118 | 1,374 | 49,977 | SH | | SOLE | | 49,977 | 0 | 0 |
| POWERUP ACQUISITION CORP | *W EXP 05/23/202 | G7207P129 | 10,500 | 175,000 | SH | | SOLE | | 175,000 | 0 | 0 |
| PRIVETERRA ACQUISITION CORP | *W EXP 01/07/202 | 876545112 | 1,146 | 65,500 | SH | | SOLE | | 65,500 | 0 | 0 |
| PROOF ACQUISITION CORP I | *W EXP 99/99/999 | 74349W112 | 2,722 | 24,500 | SH | | SOLE | | 24,500 | 0 | 0 |
| PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 | 8,207,000 | 7,250,000 | PRN | | SOLE | | 7,250,000 | 0 | 0 |
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | 20,496,590 | 22,308,000 | PRN | | SOLE | | 22,308,000 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP | *W EXP 05/03/202 | G7308P127 | 8,936 | 111,700 | SH | | SOLE | | 111,700 | 0 | 0 |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 8,734,100 | 9,558,000 | PRN | | SOLE | | 9,558,000 | 0 | 0 |
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 5,330,096 | 5,902,000 | PRN | | SOLE | | 5,902,000 | 0 | 0 |
| RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 2,709,375 | 3,000,000 | PRN | | SOLE | | 3,000,000 | 0 | 0 |
| REDWOOD TRUST INC | NOTE 7.750% 6/1 | 758075AF2 | 10,036,453 | 10,887,000 | PRN | | SOLE | | 10,887,000 | 0 | 0 |
| RELATIVITY ACQUISITION CORP | *W EXP 12/15/202 | 75944B114 | 6,372 | 637,213 | SH | | SOLE | | 637,213 | 0 | 0 |
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 23,880,604 | 31,242,000 | PRN | | SOLE | | 31,242,000 | 0 | 0 |
| RF ACQUISITION CORP | *W EXP 05/01/202 | 74954L112 | 4,975 | 250,000 | SH | | SOLE | | 250,000 | 0 | 0 |
| RF ACQUISITION CORP | RIGHT 05/01/2028 | 74954L120 | 18,363 | 325,000 | SH | | SOLE | | 325,000 | 0 | 0 |
| RIGEL RESOURCE ACQ CORP | *W EXP 99/99/999 | G7573M114 | 5,331 | 44,429 | SH | | SOLE | | 44,429 | 0 | 0 |
| ROTH CH ACQUISITION CO | *W EXP 10/20/202 | G88935120 | 7,284 | 291,346 | SH | | SOLE | | 291,346 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | NOTE 1.250% 9/1 | 803607AD2 | 14,857,926 | 14,611,000 | PRN | | SOLE | | 14,611,000 | 0 | 0 |
| SATELLOGIC INC | *W EXP 01/25/202 | G7823S119 | 23,548 | 285,428 | SH | | SOLE | | 285,428 | 0 | 0 |
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 35,392,175 | 42,770,000 | PRN | | SOLE | | 42,770,000 | 0 | 0 |
| SEASTAR MEDICAL HOLDING CORP | *W EXP 10/28/202 | 81256L112 | 3,773 | 124,107 | SH | | SOLE | | 124,107 | 0 | 0 |
| SEMPER PARATUS ACQUISITION C | *W EXP 11/04/202 | G8028L131 | 3,930 | 98,250 | SH | | SOLE | | 98,250 | 0 | 0 |
| SEMTECH CORP | NOTE 1.625%11/0 | 816850AF8 | 19,950,714 | 23,212,000 | PRN | | SOLE | | 23,212,000 | 0 | 0 |
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 3,704,248 | 4,513,000 | PRN | | SOLE | | 4,513,000 | 0 | 0 |
| SHAPEWAYS HOLDINGS INC | *W EXP 09/29/202 | 81947T110 | 930 | 310,138 | SH | | SOLE | | 310,138 | 0 | 0 |
| SHARECARE INC | *W EXP 07/01/202 | 81948W112 | 3,681 | 159,334 | SH | | SOLE | | 159,334 | 0 | 0 |
| SIZZLE ACQUISITION CORP | *W EXP 11/02/202 | 83014E117 | 2,138 | 23,750 | SH | | SOLE | | 23,750 | 0 | 0 |
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 20,305,586 | 19,035,000 | PRN | | SOLE | | 19,035,000 | 0 | 0 |
| SNAP INC | NOTE 5/0 | 83304AAF3 | 914,724 | 1,138,000 | PRN | | SOLE | | 1,138,000 | 0 | 0 |
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 15,809,256 | 20,088,000 | PRN | | SOLE | | 20,088,000 | 0 | 0 |
| SOCIAL LEVERAGE ACQUISN CORP | *W EXP 02/17/202 | 83363K110 | 753 | 33,936 | SH | | SOLE | | 33,936 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 3,941,064 | 4,310,000 | PRN | | SOLE | | 4,310,000 | 0 | 0 |
| SOUTHLAND HLDGS INC | *W EXP 02/14/202 | 84445C118 | 21,722 | 51,732 | SH | | SOLE | | 51,732 | 0 | 0 |
| SPECTAIRE HLDGS INC | *W EXP 10/17/202 | 84753T117 | 709 | 118,203 | SH | | SOLE | | 118,203 | 0 | 0 |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 3,490,000 | 5,000,000 | PRN | | SOLE | | 5,000,000 | 0 | 0 |
| SPREE ACQUISITION CORP 1 LTD | *W EXP 12/22/202 | G83745128 | 3,000 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
| SRIVARU HOLDING LIMITED | *W EXP 12/08/202 | G8403L110 | 6,766 | 454,100 | SH | | SOLE | | 454,100 | 0 | 0 |
| STARWOOD PPTY TR INC | NOTE 6.750% 7/1 | 85571BBA2 | 8,141,589 | 7,542,000 | PRN | | SOLE | | 7,542,000 | 0 | 0 |
| STONEBRIDGE ACQUISITION CORP | *W EXP 03/31/202 | G85094129 | 770 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 3,404,310 | 4,988,000 | PRN | | SOLE | | 4,988,000 | 0 | 0 |
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 86745KAH7 | 4,002,000 | 6,000,000 | PRN | | SOLE | | 6,000,000 | 0 | 0 |
| SYNTEC OPTICS HLDGS INC | *W EXP 11/07/202 | 87169M113 | 24,535 | 221,235 | SH | | SOLE | | 221,235 | 0 | 0 |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 17,043,236 | 20,611,000 | PRN | | SOLE | | 20,611,000 | 0 | 0 |
| TERRAN ORBITAL CORPORATION | *W EXP 03/25/202 | 88105P111 | 12,720 | 195,399 | SH | | SOLE | | 195,399 | 0 | 0 |
| TG VENTURE ACQUISITION CORP | *W EXP 08/15/202 | 87251T117 | 5,920 | 399,990 | SH | | SOLE | | 399,990 | 0 | 0 |
| TILRAY BRANDS INC | NOTE 5.200% 6/1 | 88688TAC4 | 13,591,500 | 12,300,000 | PRN | | SOLE | | 12,300,000 | 0 | 0 |
| TLGY ACQUISITION CORPORATION | *W EXP 11/09/202 | G8656T125 | 1,163 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
| TRAVERE THERAPEUTICS INC | NOTE 2.250% 3/0 | 89422GAA5 | 35,238,720 | 53,392,000 | PRN | | SOLE | | 53,392,000 | 0 | 0 |
| TURNING PT BRANDS INC | NOTE 2.500% 7/1 | 90041LAE5 | 2,437,493 | 2,500,000 | PRN | | SOLE | | 2,500,000 | 0 | 0 |
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 449,550 | 486,000 | PRN | | SOLE | | 486,000 | 0 | 0 |
| UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 8,483,728 | 10,148,000 | PRN | | SOLE | | 10,148,000 | 0 | 0 |
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 13,349,119 | 18,130,000 | PRN | | SOLE | | 18,130,000 | 0 | 0 |
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 2,471,431 | 2,897,000 | PRN | | SOLE | | 2,897,000 | 0 | 0 |
| VALUENCE MERGER CORP I | *W EXP 02/18/202 | G9R16L118 | 2,250 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
| VERDE CLEAN FUELS INC | *W EXP 02/15/202 | 923372114 | 13,444 | 132,844 | SH | | SOLE | | 132,844 | 0 | 0 |
| VERITONE INC | NOTE 1.750%11/1 | 92347MAB6 | 2,536,527 | 10,250,000 | PRN | | SOLE | | 10,250,000 | 0 | 0 |
| VIEW INC | *W EXP 03/08/202 | 92671V114 | 268 | 63,833 | SH | | SOLE | | 63,833 | 0 | 0 |
| VISION SENSING ACQUISITION C | *W EXP 10/21/202 | 92838J111 | 1,462 | 243,675 | SH | | SOLE | | 243,675 | 0 | 0 |
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 45,037,010 | 51,295,000 | PRN | | SOLE | | 51,295,000 | 0 | 0 |
| WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 40,745,250 | 44,775,000 | PRN | | SOLE | | 44,775,000 | 0 | 0 |
| WAYFAIR INC | NOTE 3.250% 9/1 | 94419LAP6 | 4,945,200 | 4,000,000 | PRN | | SOLE | | 4,000,000 | 0 | 0 |
| WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 | 7,997,500 | 7,000,000 | PRN | | SOLE | | 7,000,000 | 0 | 0 |
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 339,250 | 500,000 | PRN | | SOLE | | 500,000 | 0 | 0 |
| WOLFSPEED INC | NOTE 1.875%12/0 | 977852AD4 | 23,641,125 | 34,500,000 | PRN | | SOLE | | 34,500,000 | 0 | 0 |
| XBP EUROPE HOLDINGS INC | *W EXP 11/30/202 | 98400V119 | 18,869 | 377,370 | SH | | SOLE | | 377,370 | 0 | 0 |
| XOMETRY INC | NOTE 1.000% 2/0 | 98423FAB5 | 31,983,570 | 33,863,000 | PRN | | SOLE | | 33,863,000 | 0 | 0 |
| ZEROFOX HLDGS INC | *W EXP 08/03/202 | 98955G111 | 8,506 | 457,295 | SH | | SOLE | | 457,295 | 0 | 0 |
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 1,330,000 | 1,400,000 | PRN | | SOLE | | 1,400,000 | 0 | 0 |
