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 |
1LIFE HEALTHCARE INC | COM | 68269G107 | 5,303,698 | 317,112 | SH | | SOLE | | 317,112 | 0 | 0 |
ACTIVISION BLIZZARD INC | COM | 00507V109 | 38,208,310 | 499,749 | SH | | SOLE | | 499,749 | 0 | 0 |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 11,082,445 | 10,500 | SH | | SOLE | | 10,500 | 0 | 0 |
ALLEGO N V | *W EXP 03/16/202 | N0796A118 | 3,003 | 30,000 | SH | | SOLE | | 30,000 | 0 | 0 |
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 19,188,464 | 17,243 | SH | | DFND | | 17,243 | 0 | 0 |
ALVOTECH | *W EXP 06/15/202 | L01800116 | 66,250 | 62,500 | SH | | SOLE | | 62,500 | 0 | 0 |
AMBAC FINL GROUP INC | COM NEW | 023139884 | 19,353,128 | 1,144,140 | SH | | DFND | | 1,144,140 | 0 | 0 |
AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 3,171,285 | 3,000 | SH | | SOLE | | 3,000 | 0 | 0 |
ARES ACQUISITION CORPORATION | COM CL A | G33032106 | 4,032,000 | 400,000 | SH | | SOLE | | 400,000 | 0 | 0 |
ARES ACQUISITION CORPORATION | *W EXP 02/02/202 | G33032122 | 38,400 | 80,000 | SH | | SOLE | | 80,000 | 0 | 0 |
AUTOZONE INC | COM | 053332102 | 1,977,322 | 805 | SH | | SOLE | | 805 | 0 | 0 |
BGC PARTNERS INC | CL A | 05541T101 | 24,825,016 | 6,558,789 | SH | | SOLE | | 6,558,789 | 0 | 0 |
BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 7,672,409 | 7,500 | SH | | SOLE | | 7,500 | 0 | 0 |
BLACKSKY TECHNOLOGY INC | *W EXP 09/09/202 | 09263B116 | 33,241 | 265,081 | SH | | SOLE | | 265,081 | 0 | 0 |
BLEUACACIA LTD | CLASS A ORD SHS | G11728105 | 2,259,000 | 225,000 | SH | | SOLE | | 225,000 | 0 | 0 |
BLEUACACIA LTD | RIGHT 10/30/2026 | G11728139 | 9,990 | 225,000 | SH | | SOLE | | 225,000 | 0 | 0 |
BLEUACACIA LTD | *W EXP 10/30/202 | G11728113 | 1,688 | 112,500 | SH | | SOLE | | 112,500 | 0 | 0 |
BOX INC | NOTE 1/1 | 10316TAB0 | 3,954,073 | 3,000 | SH | | SOLE | | 3,000 | 0 | 0 |
BULLPEN PARLAY ACQUISITION C | CLASS A ORD SHS | G1792A100 | 233,844 | 22,814 | SH | | SOLE | | 22,814 | 0 | 0 |
BULLPEN PARLAY ACQUISITION C | *W EXP 12/03/202 | G1792A118 | 100 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 6,964,454 | 6,000 | SH | | SOLE | | 6,000 | 0 | 0 |
CARNIVAL CORP | NOTE 5.750%10/0 | 143658BT8 | 11,230,823 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
CC NEUBERGER PRINCIPAL HOLDN | SHS CL A | G1992N100 | 579,740 | 57,400 | SH | | SOLE | | 57,400 | 0 | 0 |
CC NEUBERGER PRINCIPAL HOLDN | *W EXP 02/05/202 | G1992N126 | 724 | 11,480 | SH | | SOLE | | 11,480 | 0 | 0 |
CHURCHILL CAPITAL CORP VII | COM CL A | 17144M102 | 778,782 | 78,191 | SH | | SOLE | | 78,191 | 0 | 0 |
CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 | 782 | 15,638 | SH | | SOLE | | 15,638 | 0 | 0 |
CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 7,250,407 | 7,500 | SH | | SOLE | | 7,500 | 0 | 0 |
CLARIVATE PLC | 5.25% PFD CONV A | G21810208 | 16,063,300 | 424,125 | SH | | DFND | | 424,125 | 0 | 0 |
CLARIVATE PLC | CALL | G21810909 | 226,072 | 5,728 | SH | Call | DFND | | 5,728 | 0 | 0 |
CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 19,159,725 | 13,044 | SH | | SOLE | | 13,044 | 0 | 0 |
CONCORD ACQUISITION CORP III | COM CL A | 20607V106 | 509,500 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
CONCORD ACQUISITION CORP III | *W EXP 99/99/999 | 20607V114 | 1,700 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
CONSTELLIUM SE | CL A SHS | F21107101 | 508,713 | 42,839 | SH | | SOLE | | 42,839 | 0 | 0 |
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 20,994,259 | 19,257 | SH | | SOLE | | 19,257 | 0 | 0 |
DECARBONIZATION PLUS ACQUISI | COM CL A | G2773W103 | 5,100,000 | 500,000 | SH | | SOLE | | 500,000 | 0 | 0 |
DECARBONIZATION PLUS ACQUISI | *W EXP 07/15/202 | G2773W111 | 151,374 | 249,999 | SH | | SOLE | | 249,999 | 0 | 0 |
DECKERS OUTDOOR CORP | COM | 243537107 | 6,867,382 | 17,286 | SH | | SOLE | | 17,286 | 0 | 0 |
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 16,058,700 | 5,951 | SH | | SOLE | | 5,951 | 0 | 0 |
DIAMONDHEAD HOLDINGS CORP | CL A | 25278L105 | 502,500 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
DIAMONDHEAD HOLDINGS CORP | *W EXP 01/28/202 | 25278L113 | 1,125 | 12,500 | SH | | SOLE | | 12,500 | 0 | 0 |
ELLIOTT OPPORTUNITY II CORP | SHS CL A | G30092103 | 2,510,000 | 250,000 | SH | | SOLE | | 250,000 | 0 | 0 |
ELLIOTT OPPORTUNITY II CORP | *W EXP 03/02/202 | G30092111 | 5,625 | 62,500 | SH | | SOLE | | 62,500 | 0 | 0 |
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 19,707,668 | 17,500 | SH | | SOLE | | 17,500 | 0 | 0 |
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 6,986,273 | 6,000 | SH | | SOLE | | 6,000 | 0 | 0 |
ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 21,002,640 | 12,500 | SH | | SOLE | | 12,500 | 0 | 0 |
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 13,059,538 | 8,500 | SH | | SOLE | | 8,500 | 0 | 0 |
FATHOM DIGITAL MFG CORP | *W EXP 12/22/202 | 31189Y111 | 2,450 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
FERGUSON PLC NEW | SHS | G3421J106 | 244,363 | 1,922 | SH | | SOLE | | 1,922 | 0 | 0 |
FIRST HORIZON CORPORATION | COM | 320517105 | 10,756,771 | 439,680 | SH | | SOLE | | 439,680 | 0 | 0 |
FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 10,410,002 | 11,000 | SH | | SOLE | | 11,000 | 0 | 0 |
FTAC ATHENA ACQUISITION CORP | CL A SHS | G37283101 | 252,750 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
FTAC EMERALD ACQUISITION COR | CLASS A COM | 29103K100 | 5,500,000 | 550,000 | SH | | SOLE | | 550,000 | 0 | 0 |
FTAC EMERALD ACQUISITION COR | *W EXP 10/19/202 | 29103K118 | 13,750 | 275,000 | SH | | SOLE | | 275,000 | 0 | 0 |
FTAC HERA ACQUISITION CORP | CLASS A ORD SHS | G3728Y103 | 3,027,030 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
FTAC HERA ACQUISITION CORP | *W EXP 02/28/202 | G3728Y111 | 1,875 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
FTAC ZEUS ACQUISITION COR | CLASS A COM | 30320F106 | 1,515,000 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
FTAC ZEUS ACQUISITION COR | *W EXP 04/15/202 | 30320F114 | 3,750 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
FTAI AVIATION LTD | SHS | G3730V105 | 5,369,807 | 315,871 | SH | | DFND | | 315,871 | 0 | 0 |
FTAI INFRASTRUCTURE INC | COMMON STOCK | 35953C106 | 213,336 | 73,564 | SH | | DFND | | 73,564 | 0 | 0 |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 19,339,862 | 12,190 | SH | | SOLE | | 12,190 | 0 | 0 |
GLOBAL TECHNOLGY ACQSTN CORP | CLASS A ORD | G3934N107 | 2,317,500 | 225,000 | SH | | SOLE | | 225,000 | 0 | 0 |
GLOBAL TECHNOLGY ACQSTN CORP | *W EXP 10/19/202 | G3934N115 | 4,500 | 112,500 | SH | | SOLE | | 112,500 | 0 | 0 |
GORES HOLDINGS IX INC | CLASS A COM | 38287A101 | 2,207,024 | 223,383 | SH | | SOLE | | 223,383 | 0 | 0 |
GORES HOLDINGS IX INC | *W EXP 01/14/202 | 38287A119 | 14,155 | 74,461 | SH | | SOLE | | 74,461 | 0 | 0 |
GORES HOLDINGS IX INC | UNIT 01/14/2029 | 38287A200 | 125,087 | 12,764 | SH | | SOLE | | 12,764 | 0 | 0 |
GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 | 5,960,096 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 9,855,555 | 11,000 | SH | | SOLE | | 11,000 | 0 | 0 |
INFINERA CORP | DEBT 3.750% 8/0 | 45667GAF0 | 9,667,091 | 7,750 | SH | | SOLE | | 7,750 | 0 | 0 |
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 4,498,611 | 3,000 | SH | | SOLE | | 3,000 | 0 | 0 |
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 24,347,421 | 17,500 | SH | | SOLE | | 17,500 | 0 | 0 |
IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 16,097,175 | 17,500 | SH | | SOLE | | 17,500 | 0 | 0 |
JATT ACQUISITION CORP | SHS CL A | G50752107 | 3,828,750 | 375,000 | SH | | SOLE | | 375,000 | 0 | 0 |
JATT ACQUISITION CORP | *W EXP 07/19/202 | G50752123 | 18,169 | 187,500 | SH | | SOLE | | 187,500 | 0 | 0 |
JAWS HURRICANE ACQUISITN COR | CLASS A COM | 47201B103 | 2,495,000 | 250,000 | SH | | SOLE | | 250,000 | 0 | 0 |
JAWS HURRICANE ACQUISITN COR | *W EXP 03/26/202 | 47201B111 | 11,275 | 62,500 | SH | | SOLE | | 62,500 | 0 | 0 |
JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 | 4,044,000 | 400,000 | SH | | SOLE | | 400,000 | 0 | 0 |
JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 5,940 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
JOBY AVIATION INC | *W EXP 08/10/202 | G65163118 | 36,000 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 65,286,679 | 31,064 | SH | | SOLE | | 31,064 | 0 | 0 |
L CATTERTON ASIA ACQUISITION | CLASS A ORD SHS | G5346G125 | 3,528,000 | 350,000 | SH | | SOLE | | 350,000 | 0 | 0 |
L CATTERTON ASIA ACQUISITION | *W EXP 03/08/202 | G5346G117 | 5,168 | 116,666 | SH | | SOLE | | 116,666 | 0 | 0 |
LANVIN GROUP HOLDINGS LIMITE | *W EXP 99/99/999 | G5380J118 | 13,988 | 62,500 | SH | | SOLE | | 62,500 | 0 | 0 |
LANVIN GROUP HOLDINGS LIMITE | SHS | G5380J100 | 258,510 | 31,758 | SH | | SOLE | | 31,758 | 0 | 0 |
LIBERTY BROADBAND CORP | COM SER C | 530307305 | 4,359,326 | 57,209 | SH | | SOLE | | 57,209 | 0 | 0 |
LIBERTY MEDIA CORP DEL | COM C SIRIUSXM | 531229607 | 17,622,331 | 449,091 | SH | | SOLE | | 449,091 | 0 | 0 |
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 24,557,093 | 23,409 | SH | | SOLE | | 23,409 | 0 | 0 |
MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 7,193,463 | 7,374 | SH | | SOLE | | 7,374 | 0 | 0 |
MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 20,980,956 | 17,923 | SH | | SOLE | | 17,923 | 0 | 0 |
MOTIVE CAPITAL CORP II | CL A ORD | G6293R106 | 2,044,000 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
MOTIVE CAPITAL CORP II | *W EXP 99/99/999 | G6293R114 | 2,667 | 66,666 | SH | | SOLE | | 66,666 | 0 | 0 |
NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 9,483,906 | 7,500 | SH | | SOLE | | 7,500 | 0 | 0 |
NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 13,507,196 | 9,842 | SH | | SOLE | | 9,842 | 0 | 0 |
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 2,512,852 | 1,600 | SH | | SOLE | | 1,600 | 0 | 0 |
ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 36,956,207 | 28,061 | SH | | SOLE | | 28,061 | 0 | 0 |
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 19,975,088 | 6,700 | SH | | SOLE | | 6,700 | 0 | 0 |
OREILLY AUTOMOTIVE INC | COM | 67103H107 | 2,031,432 | 2,413 | SH | | SOLE | | 2,413 | 0 | 0 |
ORIGIN MATERIALS INC | *W EXP 06/25/202 | 68622D114 | 65,934 | 76,667 | SH | | SOLE | | 76,667 | 0 | 0 |
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 34,370,836 | 23,400 | SH | | SOLE | | 23,400 | 0 | 0 |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 7,494,788 | 4,773 | SH | | SOLE | | 4,773 | 0 | 0 |
PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 3,065,811 | 2,700 | SH | | SOLE | | 2,700 | 0 | 0 |
PENN ENTERTAINMENT INC | NOTE 2.750% 5/1 | 707569AU3 | 13,935,416 | 9,540 | SH | | SOLE | | 9,540 | 0 | 0 |
ROSS STORES INC | COM | 778296103 | 2,547,961 | 22,045 | SH | | SOLE | | 22,045 | 0 | 0 |
SAREPTA THERAPEUTICS INC | DEBT 1.250% 9/1 | 803607AC4 | 13,886,602 | 12,150 | SH | | SOLE | | 12,150 | 0 | 0 |
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 21,871,538 | 11,898 | SH | | SOLE | | 11,898 | 0 | 0 |
SCREAMING EAGLE ACQUISITN CO | CLASS A ORD SHS | G79407105 | 2,741,452 | 275,800 | SH | | SOLE | | 275,800 | 0 | 0 |
SCREAMING EAGLE ACQUISITN CO | *W EXP 01/05/202 | G79407121 | 20,817 | 83,333 | SH | | SOLE | | 83,333 | 0 | 0 |
SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 5,616,838 | 4,500 | SH | | SOLE | | 4,500 | 0 | 0 |
SILVER SPIKE ACQUISITN CORP | CLASS A ORD SHS | G8201H105 | 3,024,000 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
SILVER SPIKE ACQUISITN CORP | *W EXP 02/26/202 | G8201H113 | 1,575 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
SKILLSOFT CORP | *W EXP 06/11/202 | 83066P119 | 7,386 | 58,207 | SH | | SOLE | | 58,207 | 0 | 0 |
SLAM CORP | CL A SHS | G8210L105 | 1,263,125 | 125,000 | SH | | SOLE | | 125,000 | 0 | 0 |
SLAM CORP | *W EXP 02/23/202 | G8210L121 | 1,697 | 31,250 | SH | | SOLE | | 31,250 | 0 | 0 |
SOLID POWER INC | *W EXP 12/08/202 | 83422N113 | 17,247 | 45,387 | SH | | SOLE | | 45,387 | 0 | 0 |
SPECTRUM BRANDS HLDGS INC NE | COM | 84790A105 | 1,729,919 | 28,170 | SH | | SOLE | | 28,170 | 0 | 0 |
SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 6,337,394 | 7,500 | SH | | SOLE | | 7,500 | 0 | 0 |
SVF INVESTMENT CORP 2 | CL A SHS | G8601M100 | 202,000 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
SYSTEM1 INC | *W EXP 99/99/999 | 87200P117 | 23,754 | 56,666 | SH | | SOLE | | 56,666 | 0 | 0 |
TALON 1 ACQUISITION CORP | CLASS A ORD | G86656108 | 1,037,000 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
TALON 1 ACQUISITION CORP | *W EXP 07/30/202 | G86656116 | 510 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
THUNDER BRIDGE CAP PRTNRS II | COM CL A | 88605T100 | 2,928,000 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
THUNDER BRIDGE CAP PRTNRS II | *W EXP 02/01/202 | 88605T118 | 4,506 | 60,000 | SH | | SOLE | | 60,000 | 0 | 0 |
TJX COS INC NEW | COM | 872540109 | 2,565,187 | 32,299 | SH | | SOLE | | 32,299 | 0 | 0 |
T-MOBILE US INC | COM | 872590104 | 7,530,307 | 54,129 | SH | | SOLE | | 54,129 | 0 | 0 |
TOPGOLF CALLAWAY BRANDS CORP | NOTE 2.750% 5/0 | 131193AE4 | 4,642,546 | 3,560 | SH | | SOLE | | 3,560 | 0 | 0 |
TRAVERE THERAPEUTICS INC | NOTE 2.250% 3/0 | 89422GAA5 | 3,469,543 | 3,800 | SH | | SOLE | | 3,800 | 0 | 0 |
UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 749,304 | 1,000 | SH | | SOLE | | 1,000 | 0 | 0 |
VERTICAL AEROSPACE LTD | *W EXP 09/15/202 | G9471C115 | 72,480 | 240,000 | SH | | SOLE | | 240,000 | 0 | 0 |
VINTAGE WINE ESTATES INC | *W EXP 06/08/202 | 92747V114 | 124,576 | 415,253 | SH | | SOLE | | 415,253 | 0 | 0 |
WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9460M108 | 2,018,000 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9461D107 | 2,018,000 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
WARNER BROS DISCOVERY INC | COM SER A | 934423104 | 142,663 | 15,356 | SH | | DFND | | 15,356 | 0 | 0 |
WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 | 22,381,287 | 14,000 | SH | | SOLE | | 14,000 | 0 | 0 |
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 10,800,712 | 8,785 | SH | | SOLE | | 8,785 | 0 | 0 |
WORLD QUANTUM GROWTH ACQUISI | SHS CL A | G5596W101 | 5,095,000 | 500,000 | SH | | SOLE | | 500,000 | 0 | 0 |
WORLD QUANTUM GROWTH ACQUISI | *W EXP 08/04/202 | G5596W127 | 2,500 | 249,999 | SH | | SOLE | | 249,999 | 0 | 0 |
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 29,488,748 | 28,142 | SH | | SOLE | | 28,142 | 0 | 0 |