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 |
ACTIVISION BLIZZARD INC | COM | 00507V109 | 35,315,455 | 416,763 | SH | | DFND | | 416,763 | 0 | 0 |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 18,476,997 | 18,500 | SH | | SOLE | | 18,500 | 0 | 0 |
ALBERTSONS COS INC | COMMON STOCK | 013091103 | 19,186,426 | 937,066 | SH | | SOLE | | 937,066 | 0 | 0 |
ALLEGO N V | *W EXP 03/16/202 | N0796A118 | 6,000 | 30,000 | SH | | SOLE | | 30,000 | 0 | 0 |
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 26,706,383 | 17,243 | SH | | DFND | | 17,243 | 0 | 0 |
ALVOTECH | *W EXP 06/15/202 | L01800116 | 140,000 | 62,500 | SH | | SOLE | | 62,500 | 0 | 0 |
AMBAC FINL GROUP INC | COM NEW | 023139884 | 21,146,609 | 1,429,791 | SH | | DFND | | 1,429,791 | 0 | 0 |
AMC ENTMT HLDGS INC | PUT | 00165C954 | 891,090 | 10,676 | SH | Put | DFND | | 10,676 | 0 | 0 |
AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 17,746,603 | 15,247 | SH | | SOLE | | 15,247 | 0 | 0 |
ARES ACQUISITION CORPORATION | COM CL A | G33032106 | 4,131,960 | 400,000 | SH | | SOLE | | 400,000 | 0 | 0 |
ARES ACQUISITION CORPORATION | *W EXP 02/02/202 | G33032122 | 71,200 | 80,000 | SH | | SOLE | | 80,000 | 0 | 0 |
ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 6,288,774 | 6,000 | SH | | SOLE | | 6,000 | 0 | 0 |
BAYTEX ENERGY CORP | COM | 07317Q105 | 3,275,479 | 871,138 | SH | | SOLE | | 871,138 | 0 | 0 |
BGC PARTNERS INC | CL A | 05541T101 | 30,793,920 | 5,916,219 | SH | | SOLE | | 5,916,219 | 0 | 0 |
BLACKSKY TECHNOLOGY INC | *W EXP 09/09/202 | 09263B116 | 47,688 | 265,081 | SH | | SOLE | | 265,081 | 0 | 0 |
BLEUACACIA LTD | RIGHT 10/30/2026 | G11728139 | 9,000 | 225,000 | SH | | SOLE | | 225,000 | 0 | 0 |
BLEUACACIA LTD | CLASS A ORD SHS | G11728105 | 2,299,500 | 225,000 | SH | | SOLE | | 225,000 | 0 | 0 |
BLEUACACIA LTD | *W EXP 10/30/202 | G11728113 | 4,939 | 112,500 | SH | | SOLE | | 112,500 | 0 | 0 |
BOX INC | NOTE 1/1 | 10316TAB0 | 6,283,044 | 5,500 | SH | | SOLE | | 5,500 | 0 | 0 |
BULLPEN PARLAY ACQUISITION C | CLASS A ORD SHS | G1792A100 | 237,494 | 22,814 | SH | | SOLE | | 22,814 | 0 | 0 |
BULLPEN PARLAY ACQUISITION C | *W EXP 12/03/202 | G1792A118 | 358 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
BURLINGTON STORES INC | COM | 122017106 | 4,466,606 | 22,443 | SH | | SOLE | | 22,443 | 0 | 0 |
CATALENT INC | COM | 148806102 | 11,472,272 | 175,283 | SH | | SOLE | | 175,283 | 0 | 0 |
CC NEUBERGER PRINCIPAL HOLDN | SHS CL A | G1992N100 | 591,794 | 57,400 | SH | | SOLE | | 57,400 | 0 | 0 |
CC NEUBERGER PRINCIPAL HOLDN | *W EXP 02/05/202 | G1992N126 | 2,336 | 11,480 | SH | | SOLE | | 11,480 | 0 | 0 |
CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 14,946,963 | 7,000 | SH | | SOLE | | 7,000 | 0 | 0 |
CHURCHILL CAPITAL CORP VII | COM CL A | 17144M102 | 793,248 | 78,191 | SH | | SOLE | | 78,191 | 0 | 0 |
CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 | 1,579 | 15,638 | SH | | SOLE | | 15,638 | 0 | 0 |
CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 8,805,500 | 7,000 | SH | | SOLE | | 7,000 | 0 | 0 |
CLARIVATE PLC | 5.25% PFD CONV A | G21810208 | 17,571,155 | 424,125 | SH | | DFND | | 424,125 | 0 | 0 |
CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 29,121,419 | 21,044 | SH | | SOLE | | 21,044 | 0 | 0 |
CONCORD ACQUISITION CORP III | COM CL A | 20607V106 | 518,500 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
CONCORD ACQUISITION CORP III | *W EXP 99/99/999 | 20607V114 | 2,205 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 12,620,076 | 10,500 | SH | | SOLE | | 10,500 | 0 | 0 |
ELLIOTT OPPORTUNITY II CORP | SHS CL A | G30092103 | 2,557,500 | 250,000 | SH | | SOLE | | 250,000 | 0 | 0 |
ELLIOTT OPPORTUNITY II CORP | *W EXP 03/02/202 | G30092111 | 5,256 | 62,500 | SH | | SOLE | | 62,500 | 0 | 0 |
ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 24,648,690 | 12,500 | SH | | SOLE | | 12,500 | 0 | 0 |
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 33,671,705 | 23,640 | SH | | SOLE | | 23,640 | 0 | 0 |
FATHOM DIGITAL MFG CORP | *W EXP 12/22/202 | 31189Y111 | 900 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
FERGUSON PLC NEW | SHS | G3421J106 | 4,077,096 | 30,723 | SH | | SOLE | | 30,723 | 0 | 0 |
FIDELITY NATL INFORMATION SV | COM | 31620M106 | 22,510,039 | 430,320 | SH | | SOLE | | 430,320 | 0 | 0 |
FOOT LOCKER INC | COM | 344849104 | 7,481,440 | 183,774 | SH | | SOLE | | 183,774 | 0 | 0 |
FTAC EMERALD ACQUISITION COR | CLASS A COM | 29103K100 | 5,621,055 | 550,000 | SH | | SOLE | | 550,000 | 0 | 0 |
FTAC EMERALD ACQUISITION COR | *W EXP 10/19/202 | 29103K118 | 28,875 | 275,000 | SH | | SOLE | | 275,000 | 0 | 0 |
FTAC ZEUS ACQUISITION COR | CLASS A COM | 30320F106 | 1,540,500 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
FTAC ZEUS ACQUISITION COR | *W EXP 04/15/202 | 30320F114 | 2,250 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
FTAI AVIATION LTD | SHS | G3730V105 | 2,344,295 | 86,124 | SH | | DFND | | 86,124 | 0 | 0 |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 23,664,580 | 12,190 | SH | | SOLE | | 12,190 | 0 | 0 |
GEO GROUP INC NEW | COM | 36162J106 | 405,546 | 51,400 | SH | | SOLE | | 51,400 | 0 | 0 |
GLOBAL TECHNOLGY ACQSTN CORP | CLASS A ORD | G3934N107 | 2,353,500 | 225,000 | SH | | SOLE | | 225,000 | 0 | 0 |
GLOBAL TECHNOLGY ACQSTN CORP | *W EXP 10/19/202 | G3934N115 | 10,328 | 112,500 | SH | | SOLE | | 112,500 | 0 | 0 |
GLOBUS MED INC | CL A | 379577208 | 4,505,837 | 81,157 | SH | | SOLE | | 81,157 | 0 | 0 |
GORES HOLDINGS IX INC | CLASS A COM | 38287A101 | 2,247,233 | 223,383 | SH | | SOLE | | 223,383 | 0 | 0 |
GORES HOLDINGS IX INC | *W EXP 01/14/202 | 38287A119 | 18,734 | 74,461 | SH | | SOLE | | 74,461 | 0 | 0 |
GORES HOLDINGS IX INC | UNIT 01/14/2029 | 38287A200 | 130,959 | 12,764 | SH | | SOLE | | 12,764 | 0 | 0 |
GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 | 6,002,844 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
HALOZYME THERAPEUTICS INC | COM | 40637H109 | 479,502 | 12,956 | SH | | SOLE | | 12,956 | 0 | 0 |
HAMMERHEAD ENERGY INC | *W EXP 02/23/202 | 408302115 | 172,499 | 149,999 | SH | | SOLE | | 149,999 | 0 | 0 |
HORIZON THERAPEUTICS PUB L | SHS | G46188101 | 61,449,591 | 563,706 | SH | | SOLE | | 563,706 | 0 | 0 |
HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 18,350,729 | 11,800 | SH | | SOLE | | 11,800 | 0 | 0 |
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 14,421,918 | 7,000 | SH | | SOLE | | 7,000 | 0 | 0 |
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 20,410,652 | 13,790 | SH | | SOLE | | 13,790 | 0 | 0 |
IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 18,982,317 | 21,000 | SH | | SOLE | | 21,000 | 0 | 0 |
JAWS HURRICANE ACQUISITN COR | CLASS A COM | 47201B103 | 2,540,000 | 250,000 | SH | | SOLE | | 250,000 | 0 | 0 |
JAWS HURRICANE ACQUISITN COR | *W EXP 03/26/202 | 47201B111 | 9,694 | 62,500 | SH | | SOLE | | 62,500 | 0 | 0 |
JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 | 4,012,000 | 400,000 | SH | | SOLE | | 400,000 | 0 | 0 |
JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 8,000 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
JOBY AVIATION INC | *W EXP 08/10/202 | G65163118 | 46,500 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 65,183,801 | 30,064 | SH | | SOLE | | 30,064 | 0 | 0 |
L CATTERTON ASIA ACQUISITION | CLASS A ORD SHS | G5346G125 | 3,573,500 | 350,000 | SH | | SOLE | | 350,000 | 0 | 0 |
L CATTERTON ASIA ACQUISITION | *W EXP 03/08/202 | G5346G117 | 61,250 | 116,666 | SH | | SOLE | | 116,666 | 0 | 0 |
LANVIN GROUP HOLDINGS LIMITE | *W EXP 01/14/202 | G5380J118 | 21,875 | 62,500 | SH | | SOLE | | 62,500 | 0 | 0 |
LIBERTY BROADBAND CORP | COM SER C | 530307305 | 6,085,489 | 75,709 | SH | | SOLE | | 75,709 | 0 | 0 |
LIBERTY MEDIA CORP DEL | COM C SIRIUSXM | 531229607 | 16,791,984 | 615,091 | SH | | SOLE | | 615,091 | 0 | 0 |
LIBERTY MEDIA CORP DEL | COM A SIRIUSXM | 531229409 | 1,124,327 | 40,974 | SH | | SOLE | | 40,974 | 0 | 0 |
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 24,539,919 | 23,409 | SH | | SOLE | | 23,409 | 0 | 0 |
MANCHESTER UTD PLC NEW | ORD CL A | G5784H106 | 10,974,119 | 481,321 | SH | | DFND | | 481,321 | 0 | 0 |
MANCHESTER UTD PLC NEW | PUT | G5784H956 | 1,493,685 | 8,596 | SH | Put | DFND | | 8,596 | 0 | 0 |
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 8,973,329 | 7,300 | SH | | SOLE | | 7,300 | 0 | 0 |
MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 16,694,868 | 13,423 | SH | | SOLE | | 13,423 | 0 | 0 |
MOTIVE CAPITAL CORP II | CL A ORD | G6293R106 | 2,089,000 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
MOTIVE CAPITAL CORP II | *W EXP 99/99/999 | G6293R114 | 9,900 | 66,666 | SH | | SOLE | | 66,666 | 0 | 0 |
NATIONAL INSTRS CORP | COM | 636518102 | 44,188,160 | 848,480 | SH | | SOLE | | 848,480 | 0 | 0 |
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 2,138,264 | 1,600 | SH | | SOLE | | 1,600 | 0 | 0 |
NEWS CORP NEW | CL A | 65249B109 | 5,213,569 | 304,442 | SH | | SOLE | | 304,442 | 0 | 0 |
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 5,873,083 | 6,500 | SH | | SOLE | | 6,500 | 0 | 0 |
ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 45,511,648 | 27,950 | SH | | SOLE | | 27,950 | 0 | 0 |
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 28,323,839 | 7,155 | SH | | SOLE | | 7,155 | 0 | 0 |
ORIGIN MATERIALS INC | *W EXP 06/25/202 | 68622D114 | 50,662 | 76,667 | SH | | SOLE | | 76,667 | 0 | 0 |
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 13,752,388 | 7,000 | SH | | SOLE | | 7,000 | 0 | 0 |
PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 6,947,124 | 6,307 | SH | | SOLE | | 6,307 | 0 | 0 |
PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 4,108,369 | 4,500 | SH | | SOLE | | 4,500 | 0 | 0 |
PENN ENTERTAINMENT INC | NOTE 2.750% 5/1 | 707569AU3 | 13,675,434 | 9,540 | SH | | SOLE | | 9,540 | 0 | 0 |
PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 5,445,497 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | 9,707,453 | 8,527 | SH | | SOLE | | 8,527 | 0 | 0 |
REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 6,146,212 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
ROSS STORES INC | COM | 778296103 | 4,019,741 | 38,780 | SH | | SOLE | | 38,780 | 0 | 0 |
SCREAMING EAGLE ACQUISITN CO | CLASS A ORD SHS | G79407105 | 2,802,128 | 275,800 | SH | | SOLE | | 275,800 | 0 | 0 |
SCREAMING EAGLE ACQUISITN CO | *W EXP 01/05/202 | G79407121 | 18,008 | 83,333 | SH | | SOLE | | 83,333 | 0 | 0 |
SILICON MOTION TECHNOLOGY CO | SPONSORED ADR | 82706C108 | 5,185,646 | 79,146 | SH | | SOLE | | 79,146 | 0 | 0 |
SKILLSOFT CORP | *W EXP 06/11/202 | 83066P119 | 14,552 | 58,207 | SH | | SOLE | | 58,207 | 0 | 0 |
SLAM CORP | CL A SHS | G8210L105 | 1,292,500 | 125,000 | SH | | SOLE | | 125,000 | 0 | 0 |
SLAM CORP | *W EXP 02/23/202 | G8210L121 | 6,097 | 31,250 | SH | | SOLE | | 31,250 | 0 | 0 |
SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 9,649,689 | 7,463 | SH | | SOLE | | 7,463 | 0 | 0 |
SOLID POWER INC | *W EXP 12/08/202 | 83422N113 | 20,429 | 45,387 | SH | | SOLE | | 45,387 | 0 | 0 |
SPECTRUM BRANDS HLDGS INC NE | COM | 84790A105 | 6,054,864 | 93,245 | SH | | DFND | | 93,245 | 0 | 0 |
SPECTRUM BRANDS HLDGS INC NE | PUT | 84790A955 | 256,325 | 1,068 | SH | Put | DFND | | 1,068 | 0 | 0 |
SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 4,299,282 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
SYSTEM1 INC | *W EXP 99/99/999 | 87200P117 | 21,533 | 56,666 | SH | | SOLE | | 56,666 | 0 | 0 |
TALON 1 ACQUISITION CORP | CLASS A ORD | G86656108 | 1,056,000 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
TALON 1 ACQUISITION CORP | *W EXP 07/30/202 | G86656116 | 3,500 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
THUNDER BRIDGE CAP PRTNRS II | *W EXP 02/01/202 | 88605T118 | 8,340 | 60,000 | SH | | SOLE | | 60,000 | 0 | 0 |
TJX COS INC NEW | COM | 872540109 | 4,340,861 | 56,309 | SH | | SOLE | | 56,309 | 0 | 0 |
T-MOBILE US INC | COM | 872590104 | 14,107,175 | 97,614 | SH | | SOLE | | 97,614 | 0 | 0 |
TOPGOLF CALLAWAY BRANDS C | NOTE 2.750% 5/0 | 131193AE4 | 4,876,514 | 3,560 | SH | | SOLE | | 3,560 | 0 | 0 |
UNITED STATES STL CORP | NOTE 5.000%11/0 | 912909AT5 | 31,010,462 | 15,000 | SH | | SOLE | | 15,000 | 0 | 0 |
UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 794,136 | 1,000 | SH | | SOLE | | 1,000 | 0 | 0 |
VEECO INSTRS INC DEL | NOTE 3.500% 1/1 | 922417AG5 | 4,154,492 | 3,747 | SH | | SOLE | | 3,747 | 0 | 0 |
VERTICAL AEROSPACE LTD | *W EXP 09/15/202 | G9471C115 | 42,480 | 240,000 | SH | | SOLE | | 240,000 | 0 | 0 |
VINTAGE WINE ESTATES INC | *W EXP 06/08/202 | 92747V114 | 27,033 | 415,253 | SH | | SOLE | | 415,253 | 0 | 0 |
VMWARE INC | CL A COM | 928563402 | 9,016,787 | 72,675 | SH | | SOLE | | 72,675 | 0 | 0 |
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 6,524,387 | 4,687 | SH | | SOLE | | 4,687 | 0 | 0 |
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 26,155,087 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
ZURA BIO LTD | *W EXP 03/20/202 | G9TY5A119 | 46,894 | 187,500 | SH | | SOLE | | 187,500 | 0 | 0 |