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 |
AERCAP HOLDINGS NV | SHS | N00985106 | 51,375 | 1,213,681 | SH | | SOLE | | 1,213,681 | 0 | 0 |
AGNICO EAGLE MINES LTD | COM | 008474108 | 4,681 | 110,847 | SH | | SOLE | | 110,847 | 0 | 0 |
ALAMOS GOLD INC NEW | COM CL A | 011532108 | 9,634 | 1,300,189 | SH | | SOLE | | 1,300,189 | 0 | 0 |
ALIGHT INC | COM CL A | 01626W101 | 68,227 | 9,307,850 | SH | | SOLE | | 9,307,850 | 0 | 0 |
ALTC ACQUISITION CORP | COM CL A | 02156V109 | 47,308 | 4,847,126 | SH | | SOLE | | 4,847,126 | 0 | 0 |
ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 3,626 | 4,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
ANZU SPECIAL ACQUISITIN CORP | *W EXP 01/27/202 | 03737A119 | 5 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
API GROUP CORP | COM STK | 00187Y100 | 64,876 | 4,888,917 | SH | | SOLE | | 4,888,917 | 0 | 0 |
ARDAGH METAL PACKAGING S A | SHS | L02235106 | 19,360 | 4,000,000 | SH | | SOLE | | 4,000,000 | 0 | 0 |
ARGUS CAPITAL CORP | *W EXP 08/31/202 | 04026L113 | 56 | 375,000 | SH | | SOLE | | 375,000 | 0 | 0 |
ARTEMIS STRATEGIC INVT CORP | *W EXP 09/30/202 | 04303A111 | 11 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
ASHLAND INC | COM | 044186104 | 82,241 | 865,967 | SH | | SOLE | | 865,967 | 0 | 0 |
AUSTERLITZ ACQUISITION CORP | *W EXP 02/19/202 | G0633U127 | 71 | 706,250 | SH | | SOLE | | 706,250 | 0 | 0 |
AUSTERLITZ ACQUISITION CORP | COM CL A | G0633U101 | 52,651 | 5,367,099 | SH | | SOLE | | 5,367,099 | 0 | 0 |
AUSTERLITZ ACQUISITION CORP | SHS CL A | G0633D109 | 36,481 | 3,718,760 | SH | | SOLE | | 3,718,760 | 0 | 0 |
AVALARA INC | NOTE 0.250% 8/0 | 05338GAB2 | 25,607 | 26,518,000 | PRN | | SOLE | | 0 | 0 | 0 |
AVALON ACQUISITION INC | *W EXP 12/31/202 | 05338E119 | 10 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
BARRICK GOLD CORP | COM | 067901108 | 1,977 | 127,572 | SH | | SOLE | | 127,572 | 0 | 0 |
BRIGHTSPHERE INVT GROUP INC | COM | 10948W103 | 28,040 | 1,880,634 | SH | | SOLE | | 1,880,634 | 0 | 0 |
BRISTOW GROUP INC | COM | 11040G103 | 38,763 | 1,650,172 | SH | | SOLE | | 1,650,172 | 0 | 0 |
CANNAE HLDGS INC | COM | 13765N107 | 24,388 | 1,180,456 | SH | | SOLE | | 1,180,456 | 0 | 0 |
CAPITAL ONE FINL CORP | COM | 14040H105 | 19,446 | 210,985 | SH | | SOLE | | 210,985 | 0 | 0 |
CATCHA INVESTMENT CORP | SHS CL A | G1962Y102 | 18,315 | 1,850,000 | SH | | SOLE | | 1,850,000 | 0 | 0 |
CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 3,383 | 3,400,000 | PRN | | SOLE | | 0 | 0 | 0 |
CHEGG INC | NOTE 9/0 | 163092AF6 | 15,241 | 20,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
CHURCHILL CAPITAL CORP V | *W EXP 10/29/202 | 17144T115 | 57 | 665,000 | SH | | SOLE | | 665,000 | 0 | 0 |
CHURCHILL CAPITAL CORP V | COM CL A | 17144T107 | 38,067 | 3,845,200 | SH | | SOLE | | 3,845,200 | 0 | 0 |
CHURCHILL CAPITAL CORP VI | *W EXP 02/17/202 | 17143W119 | 78 | 560,000 | SH | | SOLE | | 560,000 | 0 | 0 |
CHURCHILL CAPITAL CORP VI | COM CL A | 17143W101 | 43,494 | 4,424,157 | SH | | SOLE | | 4,424,157 | 0 | 0 |
CHURCHILL CAPITAL CORP VII | COM CL A | 17144M102 | 18,798 | 1,912,322 | SH | | SOLE | | 1,912,322 | 0 | 0 |
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 5,514 | 6,500,000 | PRN | | SOLE | | 0 | 0 | 0 |
COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 7,684 | 10,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
CRUCIBLE ACQUISITION CORP | COM CL A | 22877P108 | 201 | 20,200 | SH | | SOLE | | 20,200 | 0 | 0 |
CURO GROUP HOLDINGS CORP | COM | 23131L107 | 10,098 | 2,518,190 | SH | | SOLE | | 2,518,190 | 0 | 0 |
D AND Z MEDIA ACQUISITION CO | *W EXP 01/27/202 | 23305Q114 | 1 | 34,388 | SH | | SOLE | | 34,388 | 0 | 0 |
DENBURY INC | COM | 24790A101 | 69,938 | 810,784 | SH | | SOLE | | 810,784 | 0 | 0 |
DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 5,240 | 8,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
DRAGONEER GROWTH OPT CORP II | CL A SHS | G28315102 | 10,183 | 1,040,144 | SH | | SOLE | | 1,040,144 | 0 | 0 |
ENHABIT INC | COM | 29332G102 | 4,618 | 328,896 | SH | | SOLE | | 328,896 | 0 | 0 |
ENOVA INTL INC | COM | 29357K103 | 31,319 | 1,070,000 | SH | | SOLE | | 1,070,000 | 0 | 0 |
EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 11,052 | 12,346,000 | PRN | | SOLE | | 0 | 0 | 0 |
FAR PEAK ACQUISITION CORP | SHS CL A | G3312L103 | 19,780 | 2,000,000 | SH | | SOLE | | 2,000,000 | 0 | 0 |
FERGUSON PLC NEW | SHS | G3421J106 | 89,271 | 867,298 | SH | | SOLE | | 867,298 | 0 | 0 |
FIFTH WALL ACQUISITN CORP II | CLASS A ORD SHS | G34142102 | 22,622 | 2,299,000 | SH | | SOLE | | 2,299,000 | 0 | 0 |
FORTRESS CAPITAL ACQUISITION | SHS CL A | G36427105 | 30,945 | 3,110,000 | SH | | SOLE | | 3,110,000 | 0 | 0 |
FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | 124,829 | 5,327,728 | SH | | SOLE | | 5,327,728 | 0 | 0 |
FTAI INFRASTRUCTURE INC | COMMON STOCK | 35953C106 | 6,584 | 2,743,143 | SH | | SOLE | | 2,743,143 | 0 | 0 |
GLOBAL BUSINESS TRAVEL GROUP | *W EXP 99/99/999 | 37890B118 | 1,830 | 1,165,660 | SH | | SOLE | | 1,165,660 | 0 | 0 |
GOGORO INC | *W EXP 04/04/202 | G9491K113 | 81 | 123,929 | SH | | SOLE | | 123,929 | 0 | 0 |
GORES HLDGS VIII INC | CL A | 382863108 | 19,740 | 2,000,000 | SH | | SOLE | | 2,000,000 | 0 | 0 |
HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 8,372 | 10,500,000 | PRN | | SOLE | | 0 | 0 | 0 |
HEALTHCARE SERVICES ACQU COR | COM CL A | 42227K104 | 4,593 | 462,526 | SH | | SOLE | | 462,526 | 0 | 0 |
HERBALIFE NUTRITION LTD | NOTE 2.625% 3/1 | 42703MAD5 | 9,497 | 10,500,000 | PRN | | SOLE | | 0 | 0 | 0 |
HERCULES CAPITAL INC | COM | 427096508 | 5,790 | 500,000 | SH | Put | SOLE | | 500,000 | 0 | 0 |
HESS CORP | COM | 42809H107 | 58,555 | 537,250 | SH | | SOLE | | 537,250 | 0 | 0 |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 128,638 | 780,000 | SH | Put | SOLE | | 780,000 | 0 | 0 |
JACOBS SOLUTIONS INC | COM | 46982L108 | 109,481 | 1,009,136 | SH | | SOLE | | 1,009,136 | 0 | 0 |
JAWS JUGGERNAUT ACQUISITN CO | CLASS A ORD SHS | G50735102 | 10,538 | 1,072,061 | SH | | SOLE | | 1,072,061 | 0 | 0 |
JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 48 | 477,350 | SH | | SOLE | | 477,350 | 0 | 0 |
JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 | 33,144 | 3,334,400 | SH | | SOLE | | 3,334,400 | 0 | 0 |
JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 477839AB0 | 17,394 | 20,800,000 | PRN | | SOLE | | 0 | 0 | 0 |
KISMET ACQUISITION THREE COR | *W EXP 06/30/202 | G5276C102 | 1 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
LIBERTY GLOBAL PLC | SHS CL A | G5480U104 | 17,513 | 1,123,323 | SH | | SOLE | | 1,123,323 | 0 | 0 |
LIBERTY GLOBAL PLC | SHS CL C | G5480U120 | 32,513 | 1,970,486 | SH | | SOLE | | 1,970,486 | 0 | 0 |
LIBERTY MEDIA CORP DEL | COM A SIRIUSXM | 531229409 | 16,304 | 428,258 | SH | | SOLE | | 428,258 | 0 | 0 |
LIBERTY MEDIA CORP DEL | COM C SIRIUSXM | 531229607 | 28,399 | 753,088 | SH | | SOLE | | 753,088 | 0 | 0 |
LIBERTY TRIPADVISOR HLDGS IN | COM SER A | 531465102 | 1,765 | 1,619,492 | SH | | SOLE | | 1,619,492 | 0 | 0 |
LUX HEALTH TECH ACQUISITION | COM CL A | 55068A100 | 30,051 | 3,000,649 | SH | | SOLE | | 3,000,649 | 0 | 0 |
MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 22,659 | 24,595,000 | PRN | | SOLE | | 0 | 0 | 0 |
MARATHON PETE CORP | COM | 56585A102 | 109,750 | 1,104,904 | SH | | SOLE | | 1,104,904 | 0 | 0 |
MARBLEGATE ACQUISITION CORP | *W EXP 08/31/202 | 56608A113 | 5 | 160,000 | SH | | SOLE | | 160,000 | 0 | 0 |
MONSTER BEVERAGE CORP NEW | COM | 61174X109 | 16,088 | 185,000 | SH | | SOLE | | 185,000 | 0 | 0 |
NELNET INC | CL A | 64031N108 | 38,017 | 480,073 | SH | | SOLE | | 480,073 | 0 | 0 |
NEOGEN CORP | COM | 640491106 | 1,302 | 93,200 | SH | | SOLE | | 93,200 | 0 | 0 |
NEW GOLD INC CDA | COM | 644535106 | 2,200 | 2,500,000 | SH | | SOLE | | 2,500,000 | 0 | 0 |
NEWMARK GROUP INC | CL A | 65158N102 | 35,143 | 4,360,150 | SH | | SOLE | | 4,360,150 | 0 | 0 |
NISOURCE INC | COM | 65473P105 | 69,197 | 2,747,000 | SH | | SOLE | | 2,747,000 | 0 | 0 |
NOVAGOLD RES INC | COM NEW | 66987E206 | 7,973 | 1,700,000 | SH | | SOLE | | 1,700,000 | 0 | 0 |
NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 14,708 | 16,500,000 | PRN | | SOLE | | 0 | 0 | 0 |
OAK STR HEALTH INC | NOTE 3/1 | 67181AAB3 | 9,736 | 12,605,000 | PRN | | SOLE | | 0 | 0 | 0 |
PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 18,268 | 19,250,000 | PRN | | SOLE | | 0 | 0 | 0 |
PAYSAFE LIMITED | *W EXP 03/30/202 | G6964L115 | 150 | 1,001,670 | SH | | SOLE | | 1,001,670 | 0 | 0 |
PERIPHAS CAPITAL PARTNERING | COM CL A | 713895100 | 21,482 | 867,420 | SH | | SOLE | | 867,420 | 0 | 0 |
PG&E CORP | COM | 69331C108 | 66,250 | 5,300,000 | SH | | SOLE | | 5,300,000 | 0 | 0 |
PG&E CORP | COM | 69331C108 | 6,250 | 500,000 | SH | Put | SOLE | | 500,000 | 0 | 0 |
PLBY GROUP INC | COM | 72814P109 | 637 | 158,185 | SH | | SOLE | | 158,185 | 0 | 0 |
POST HOLDINGS PARTNERING COR | *W EXP 04/12/202 | 737465112 | 44 | 416,666 | SH | | SOLE | | 416,666 | 0 | 0 |
POST HOLDINGS PARTNERING COR | COM SER A | 737465104 | 12,113 | 1,250,000 | SH | | SOLE | | 1,250,000 | 0 | 0 |
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 21,975 | 22,365,000 | PRN | | SOLE | | 0 | 0 | 0 |
PRIMAVERA CAPITAL ACQUIST CO | SHS CL A | G7255E109 | 4,975 | 500,000 | SH | | SOLE | | 500,000 | 0 | 0 |
PRIVETERRA ACQUISITION CORP | CL A | 74275N102 | 13,790 | 1,400,000 | SH | | SOLE | | 1,400,000 | 0 | 0 |
PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 16,065 | 17,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
PROSPECTOR CAPITAL CORP | CL A | G7273A105 | 10,589 | 1,063,200 | SH | | SOLE | | 1,063,200 | 0 | 0 |
REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 6,238 | 12,600,000 | PRN | | SOLE | | 0 | 0 | 0 |
REGAL REXNORD CORPORATION | COM | 758750103 | 37,885 | 269,910 | SH | | SOLE | | 269,910 | 0 | 0 |
SCION TECH GROWTH I | *W EXP 11/01/202 | G31067112 | 29 | 970,999 | SH | | SOLE | | 970,999 | 0 | 0 |
SCION TECH GROWTH I | CL A SHS | G31067104 | 29,069 | 2,913,000 | SH | | SOLE | | 2,913,000 | 0 | 0 |
SCION TECH GROWTH II | *W EXP 01/28/202 | G31070116 | 24 | 600,000 | SH | | SOLE | | 600,000 | 0 | 0 |
SCION TECH GROWTH II | CL A SHS | G31070108 | 18,265 | 1,837,500 | SH | | SOLE | | 1,837,500 | 0 | 0 |
SIERRA LAKE ACQUISITION CORP | *W EXP 12/17/202 | 826332116 | 7 | 166,988 | SH | | SOLE | | 166,988 | 0 | 0 |
SIX FLAGS ENTMT CORP NEW | COM | 83001A102 | 13,553 | 765,726 | SH | | SOLE | | 765,726 | 0 | 0 |
SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 13,984 | 13,500,000 | PRN | | SOLE | | 0 | 0 | 0 |
SOCIAL CAP SUVRETTA HLDS CP | CLASS A ORD SHS | G8253Y105 | 8,179 | 832,915 | SH | | SOLE | | 832,915 | 0 | 0 |
SOCIAL CAP SUVRETTA HLDS CRP | CLASS A ORD SHS | G8253U103 | 5,635 | 575,000 | SH | | SOLE | | 575,000 | 0 | 0 |
SOCIAL CAPITAL HEDOSOPHA HLD | SHS CL A | G8251L105 | 32,092 | 3,209,198 | SH | | SOLE | | 3,209,198 | 0 | 0 |
SOCIAL CAPITAL HEDOSOPHA HLD | SHS CL A | G82514103 | 24,082 | 2,405,752 | SH | | SOLE | | 2,405,752 | 0 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 467,906 | 1,310,000 | SH | Put | SOLE | | 1,310,000 | 0 | 0 |
SPORTS VENTURES ACQUISIN COR | CL A SHS | G8372A103 | 5,295 | 531,943 | SH | | SOLE | | 531,943 | 0 | 0 |
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 25,240 | 32,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
ST ENERGY TRANSITION I LTD | *W EXP 12/02/202 | G8465L115 | 28 | 353,524 | SH | | SOLE | | 353,524 | 0 | 0 |
ST ENERGY TRANSITION I LTD | CL A ORD SHS | G8465L107 | 7,092 | 707,049 | SH | | SOLE | | 707,049 | 0 | 0 |
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 4,085 | 4,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
SUPER MICRO COMPUTER INC | COM | 86800U104 | 11,166 | 202,768 | SH | | SOLE | | 202,768 | 0 | 0 |
SUPERNOVA PARTN ACQ CO III L | SHS CL A | G8T90F102 | 9,905 | 1,000,000 | SH | | SOLE | | 1,000,000 | 0 | 0 |
TCV ACQUISITION CORP | CL A SHS | G8704C124 | 27,551 | 2,811,326 | SH | | SOLE | | 2,811,326 | 0 | 0 |
TEKKORP DIGITAL ACQUISITN CO | CL A | G8739H106 | 13,343 | 1,332,271 | SH | | SOLE | | 1,332,271 | 0 | 0 |
TERADATA CORP DEL | COM | 88076W103 | 36,867 | 1,186,946 | SH | | SOLE | | 1,186,946 | 0 | 0 |
TPG PACE BEN FIN CORP | CL A COM | G8990D125 | 8,016 | 800,000 | SH | | SOLE | | 800,000 | 0 | 0 |
TPG PACE BENEFICIAL II CORP | COMMON STOCK | G89826104 | 19,560 | 2,000,000 | SH | | SOLE | | 2,000,000 | 0 | 0 |
TRILOGY METALS INC NEW | COM | 89621C105 | 635 | 1,045,700 | SH | | SOLE | | 1,045,700 | 0 | 0 |
TWITTER INC | NOTE 3/1 | 90184LAN2 | 12,454 | 13,500,000 | PRN | | SOLE | | 0 | 0 | 0 |
VECTOR ACQUISITION CORP II | CL A SHS | G9460A104 | 2,670 | 269,471 | SH | | SOLE | | 269,471 | 0 | 0 |
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 45,631 | 49,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9461D107 | 14,880 | 1,500,000 | SH | | SOLE | | 1,500,000 | 0 | 0 |
WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9460M108 | 14,880 | 1,500,000 | SH | | SOLE | | 1,500,000 | 0 | 0 |
WAVERLEY CAPITAL ACQUIS CORP | SHS CL A | G06536109 | 15,866 | 1,624,000 | SH | | SOLE | | 1,624,000 | 0 | 0 |
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 20,013 | 19,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
XPO LOGISTICS INC | COM | 983793100 | 44,159 | 991,898 | SH | | SOLE | | 991,898 | 0 | 0 |