The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
| UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| 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 |
| 7 ACQUISITION CORPORATION | UNIT 11/05/2026 | G80694121 | 249 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| ACADEMY SPORTS & OUTDOORS IN | COM | 00402L107 | 675 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
| ACROPOLIS INFRASTRUCTURE ACQ | UNIT 99/99/9999 | 005029202 | 2,627 | 269,475 | SH | SOLE | 269,475 | 0 | 0 | ||
| AETHERIUM ACQUISITION CORP | UNIT 12/21/2026 | 00809J200 | 1,503 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| AIMFINITY INVESTMENT CORP I | UNIT 02/01/2029 | G0135E100 | 986 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| ALGONQUIN PWR UTILS CORP | UNIT 99/99/9999 | 015857873 | 12,021 | 274,510 | SH | SOLE | 274,510 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTI | NOTE 0.875% 01/01/27 | 01988PAF5 | 23,760 | 18,821,000 | PRN | SOLE | 18,821,000 | 0 | 0 | ||
| ALPHABET INC | CAP STK CL C | 02079K107 | 4,162 | 1,903 | SH | SOLE | 1,903 | 0 | 0 | ||
| ALTIMAR ACQUISITION CORP III | UNIT 99/99/9999 | G0370U124 | 250 | 25,394 | SH | SOLE | 25,394 | 0 | 0 | ||
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | 120 | 2,500 | SH | Put | SOLE | 2,500 | 0 | 0 | |
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | 38 | 3,007 | SH | SOLE | 3,007 | 0 | 0 | ||
| AMERICAN ELEC PWR CO INC | COM | 025537101 | 3,693 | 38,500 | SH | SOLE | 38,500 | 0 | 0 | ||
| ANZU SPECIAL ACQUISITIN CORP | *W EXP 12/31/27 | 03737A119 | 1 | 10,300 | SH | SOLE | 10,300 | 0 | 0 | ||
| AP ACQUISITION CORP | UNIT 99/99/9999 | G04058122 | 705 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
| APX ACQUISITION CORP I | UNIT 12/07/2026 | G0440J117 | 482 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 131 | 1,500 | SH | Call | SOLE | 1,500 | 0 | 0 | |
| ARES CAPITAL CORP | COM | 04010L103 | 457 | 25,500 | SH | SOLE | 25,500 | 0 | 0 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 06/01/24 | 049164BJ4 | 26,373 | 22,500,000 | PRN | SOLE | 22,500,000 | 0 | 0 | ||
| AURA FAT PROJS ACQUISITION C | UNIT 03/31/2027 | G06362118 | 744 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| AVIS BUDGET GROUP | COM | 053774105 | 294 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
| BANYAN ACQUISITION CORPORATI | UNIT 09/30/2028 | 06690B206 | 452 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
| BATH & BODY WORKS INC | COM | 070830104 | 139 | 5,168 | SH | SOLE | 5,168 | 0 | 0 | ||
| BEYOND MEAT INC | COM | 08862E109 | 7,813 | 2,236 | SH | Put | SOLE | 2,236 | 0 | 0 | |
| BEYOND MEAT INC | COM | 08862E109 | 1,402 | 58,600 | SH | SOLE | 58,600 | 0 | 0 | ||
| BEYOND MEAT INC | NOTE 0.000% 03/15/27 | 08862EAB5 | 7,732 | 20,038,000 | PRN | SOLE | 20,038,000 | 0 | 0 | ||
| BIG SKY GROWTH PARTNERS INC | UNIT 04/01/2026 | 08954L201 | 98 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| BIGBEAR AI HLDGS INC | *W EXP 12/31/28 | 08975B117 | 40 | 98,996 | SH | SOLE | 98,996 | 0 | 0 | ||
| BILANDER ACQUISITION CORP | UNIT 05/19/2026 | 09001T205 | 525 | 53,895 | SH | SOLE | 53,895 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 154 | 400 | SH | Call | SOLE | 400 | 0 | 0 | |
| BLACKLINE INC | NOTE 0.125% 08/01/24 | 09239BAB5 | 41,874 | 37,945,000 | PRN | SOLE | 37,945,000 | 0 | 0 | ||
| BLEUACACIA LTD | UNIT 10/30/2026 | G11728121 | 1,990 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| BOX INC | NOTE 0.000% 01/15/26 | 10316TAB0 | 17,640 | 15,500,000 | PRN | SOLE | 15,500,000 | 0 | 0 | ||
| BOYD GAMING CORP | COM | 103304101 | 1,691 | 34,000 | SH | SOLE | 34,000 | 0 | 0 | ||
| BURTECH ACQUISITION CORP | UNIT 12/10/2026 | 123013203 | 1,531 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 0.000% 03/15/26 | 12685JAE5 | 11,156 | 13,500,000 | PRN | SOLE | 13,500,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 1.125% 03/15/28 | 12685JAG0 | 3,092 | 3,678,000 | PRN | SOLE | 3,678,000 | 0 | 0 | ||
| CACTUS ACQUISITION CORP 1 LT | UNIT 08/17/2028 | G1745A116 | 499 | 49,990 | SH | SOLE | 49,990 | 0 | 0 | ||
| CAESARS ENTERTAINMENT INC NE | COM | 12769G100 | 832 | 21,744 | SH | SOLE | 21,744 | 0 | 0 | ||
| CARNIVAL CORP | NOTE 5.750% 04/01/23 | 143658BE1 | 17,315 | 15,500,000 | PRN | SOLE | 15,500,000 | 0 | 0 | ||
| CARTICA ACQUISITION CORP | UNIT 04/30/2028 | G1995D125 | 1,005 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| CLARIVATE PLC | 5.25% PFD CONV A | G21810208 | 2,857 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 02/01/24 | 207410AF8 | 4,453 | 3,669,000 | PRN | SOLE | 3,669,000 | 0 | 0 | ||
| CORSAIR PARTNERING CORP | UNIT 99/99/9999 | G2540H124 | 799 | 81,628 | SH | SOLE | 81,628 | 0 | 0 | ||
| COUNTER PRESS ACQUISITION CO | UNIT 02/07/2027 | G2542B109 | 392 | 39,300 | SH | SOLE | 39,300 | 0 | 0 | ||
| CRUCIBLE ACQUISITION CORP | *W EXP 12/26/25 | 22877P116 | 1 | 18,773 | SH | SOLE | 18,773 | 0 | 0 | ||
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 1,869 | 64,519 | SH | SOLE | 64,519 | 0 | 0 | ||
| DENALI CAPITAL ACQUISITN COR | UNIT 03/28/2027 | G6256B122 | 448 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
| DEXCOM INC | COM | 252131107 | 11 | 300 | SH | Call | SOLE | 300 | 0 | 0 | |
| DISH NETWORK CORPORATION | NOTE 0.000% 12/15/25 | 25470MAF6 | 26,444 | 37,500,000 | PRN | SOLE | 37,500,000 | 0 | 0 | ||
| DISRUPTIVE ACQUISITION CORP | UNIT 03/06/2026 | G2770Y110 | 122 | 12,494 | SH | SOLE | 12,494 | 0 | 0 | ||
| DROPBOX INC | NOTE 0.000% 03/01/28 | 26210CAD6 | 14,463 | 16,429,000 | PRN | SOLE | 16,429,000 | 0 | 0 | ||
| EFFECTOR THERAPEUTICS INC | *W EXP 12/31/27 | 28202V116 | 9 | 41,795 | SH | SOLE | 41,795 | 0 | 0 | ||
| EG ACQUISITION CORP | UNIT 99/99/9999 | 26846A209 | 274 | 27,597 | SH | SOLE | 27,597 | 0 | 0 | ||
| ELLIOTT OPPORTUNITY II CORP | UNIT 99/99/9999 | G30092129 | 1,570 | 160,305 | SH | SOLE | 160,305 | 0 | 0 | ||
| ENVESTNET INC | NOTE 0.750% 08/15/25 | 29404KAE6 | 4,284 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 06/01/25 | 29415FAB0 | 14,732 | 7,700,000 | PRN | SOLE | 7,700,000 | 0 | 0 | ||
| ESM ACQUISITION CORPORATION | UNIT 99/99/9999 | G3195H120 | 184 | 18,740 | SH | SOLE | 18,740 | 0 | 0 | ||
| EVEREST CONSOLIDATOR ACQ COR | UNIT 99/99/9999 | 29978K201 | 503 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| EXPEDIA GROUP INC | COM NEW | 30212P303 | 2 | 250 | SH | Call | SOLE | 250 | 0 | 0 | |
| FTAC HERA ACQUISITION CORP | UNIT 02/28/2026 | G3728Y129 | 124 | 12,697 | SH | SOLE | 12,697 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 08/15/23 | 302941AP4 | 36,161 | 20,070,000 | PRN | SOLE | 20,070,000 | 0 | 0 | ||
| FUBOTV INC | NOTE 3.250% 02/15/26 | 35953DAB0 | 1,403 | 4,460,000 | PRN | SOLE | 4,460,000 | 0 | 0 | ||
| FUTURETECH II ACQUISITION CO | UNIT 12/23/2022 | 36119D202 | 801 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
| GENESIS UNICORN CAPITAL CORP | UNIT 06/30/2026 | 37187C209 | 675 | 66,400 | SH | SOLE | 66,400 | 0 | 0 | ||
| GOGREEN INVESTMENTS CORP | UNIT 99/99/9999 | G9461B127 | 1,010 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| GOLDEN ARROW MERGER CORP | UNIT 07/31/2026 | 380799205 | 183 | 18,740 | SH | SOLE | 18,740 | 0 | 0 | ||
| GRANITE CONSTR INC | NOTE 2.750% 11/01/24 | 387328AB3 | 24,762 | 22,500,000 | PRN | SOLE | 22,500,000 | 0 | 0 | ||
| GROUPON INC | NOTE 1.125% 03/15/26 | 399473AF4 | 4,176 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
| GSR II METEORA ACQUISITN COR | UNIT 02/24/2027 | 36263W204 | 998 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 03/15/25 | 40171VAA8 | 16,385 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| HH&L ACQUISITION CO | SHS CL A | G39714103 | 530 | 54,000 | SH | SOLE | 54,000 | 0 | 0 | ||
| HNR ACQUISITION CORP | *W EXP 07/29/28 | 40472A128 | 11 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| HNR ACQUISITION CORP | COM | 40472A102 | 996 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| HOVNANIAN ENTERPRISES INC | CL A NEW | 442487401 | 299 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
| HUBSPOT INC | NOTE 0.375% 06/01/25 | 443573AD2 | 4,117 | 3,219,000 | PRN | SOLE | 3,219,000 | 0 | 0 | ||
| ICONIC SPORTS ACQUISITION CO | UNIT 99/99/9999 | G4712C123 | 558 | 55,481 | SH | SOLE | 55,481 | 0 | 0 | ||
| INFINITE ACQUISITION CORP | UNIT 99/99/9999 | G48028115 | 1,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| INNOVIVA INC | NOTE 2.500% 08/15/25 | 45781MAB7 | 4,385 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 02/15/25 | 45765UAB9 | 45,176 | 33,795,000 | PRN | SOLE | 33,795,000 | 0 | 0 | ||
| INSULET CORP | NOTE 0.375% 09/01/26 | 45784PAK7 | 14,331 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 08/15/25 | 457985AM1 | 9,476 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| INVESTCORP EUROPE ACQUISITIO | UNIT 12/15/2026 | G4923T121 | 501 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| INVESTCORP INDIA ACQUISTN CO | UNIT 06/01/2028 | G49219119 | 251 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| INVITATION HOMES INC | COM | 46187W107 | 65 | 500 | SH | Put | SOLE | 500 | 0 | 0 | |
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 425 | 6,500 | SH | Put | SOLE | 6,500 | 0 | 0 | |
| JACKSON ACQUISITION CO | UNIT 99/99/9999 | 46653C205 | 495 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| JAWS HURRICANE ACQUISITN COR | UNIT 06/08/2026 | 47201B202 | 633 | 63,316 | SH | SOLE | 63,316 | 0 | 0 | ||
| JAWS JUGGERNAUT ACQUISITN CO | UNIT 06/17/2026 | G50735128 | 531 | 54,355 | SH | SOLE | 54,355 | 0 | 0 | ||
| JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 05/15/26 | 477839AB0 | 3,714 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| KISMET ACQUISITION THREE COR | UNIT 99/99/9999 | G5276C128 | 131 | 13,519 | SH | SOLE | 13,519 | 0 | 0 | ||
| LAMF GLOBAL VENTURES CORP I | UNIT 11/05/2026 | G5338L116 | 746 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| LF CAPITAL ACQUISITION CORP | UNIT 05/15/2028 | 50202D201 | 499 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | COM A SIRIUSXM | 531229409 | 2,847 | 79,000 | SH | SOLE | 79,000 | 0 | 0 | ||
| LIONHEART III CORP | UNIT 11/03/2026 | 536262207 | 1,003 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 03/15/23 | 538034AQ2 | 35,061 | 27,059,000 | PRN | SOLE | 27,059,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.250% 03/15/24 | 55024UAB5 | 9,051 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
| M/I HOMES INC | COM | 55305B101 | 1,586 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 03/15/26 | 55405YAB6 | 718 | 815,000 | PRN | SOLE | 815,000 | 0 | 0 | ||
| MANDIANT INC | NOTE 0.875% 06/01/24 | 31816QAF8 | 15,923 | 14,610,000 | PRN | SOLE | 14,610,000 | 0 | 0 | ||
| MERITOR INC | NOTE 3.250% 10/15/37 | 59001KAF7 | 23,030 | 21,000,000 | PRN | SOLE | 21,000,000 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 08/15/25 | 59064RAA7 | 9,376 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| META PLATFORMS INC | CL A | 30303M102 | 645 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
| MICROSTRATEGY INC | NOTE 0.750% 12/15/25 | 594972AC5 | 4,295 | 7,020,000 | PRN | SOLE | 7,020,000 | 0 | 0 | ||
| MIDDLEBY CORP | NOTE 1.000% 09/01/25 | 596278AB7 | 28,046 | 24,750,000 | PRN | SOLE | 24,750,000 | 0 | 0 | ||
| MONGODB INC | NOTE 0.250% 01/15/26 | 60937PAD8 | 22,246 | 15,850,000 | PRN | SOLE | 15,850,000 | 0 | 0 | ||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 05/15/25 | 63845RAB3 | 5,620 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| NOBLE ROCK ACQUISITION CORP | UNIT 01/31/2028 | G6546R127 | 107 | 10,920 | SH | SOLE | 10,920 | 0 | 0 | ||
| NRG ENERGY INC | NOTE 2.750% 06/01/48 | 629377CG5 | 8,117 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| NUBIA BRAND INTERNATIONAL CO | UNIT 11/16/2026 | 67022R202 | 1,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| OMNICELL COM | NOTE 0.250% 09/15/25 | 68213NAD1 | 50,404 | 39,500,000 | PRN | SOLE | 39,500,000 | 0 | 0 | ||
| OMNILIT ACQUISITION CORP | UNIT 11/08/2026 | 68218C207 | 1,053 | 105,000 | SH | SOLE | 105,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 0.000% 05/01/27 | 682189AS4 | 7,550 | 6,533,000 | PRN | SOLE | 6,533,000 | 0 | 0 | ||
| OPY ACQUISITION CORP I | UNIT 09/22/2026 | 671005205 | 992 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 07/01/23 | 697435AD7 | 31,631 | 16,852,000 | PRN | SOLE | 16,852,000 | 0 | 0 | ||
| PAN AMERN SILVER CORP | COM | 697900108 | 1,680 | 85,442 | SH | SOLE | 85,442 | 0 | 0 | ||
| PANDORA MEDIA INC | NOTE 1.750% 12/01/23 | 698354AD9 | 7,695 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
| PERCEPTION CAPITAL CORP II | UNIT 10/25/2026 | G7007D128 | 996 | 99,254 | SH | SOLE | 99,254 | 0 | 0 | ||
| PONTEM CORPORATION | SHS CL A | G71707106 | 531 | 54,000 | SH | SOLE | 54,000 | 0 | 0 | ||
| PORTAGE FINTECH ACQUISITN CO | UNIT 07/08/2026 | G7185D122 | 672 | 69,000 | SH | SOLE | 69,000 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 04/15/26 | 743312AB6 | 10,668 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
| PROOF ACQUISITION CORP I | UNIT 99/99/9999 | 74349W203 | 495 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| PULTE GROUP INC | COM | 745867101 | 375 | 9,476 | SH | SOLE | 9,476 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 04/15/23 | 74624MAB8 | 1,404 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.125% 11/15/25 | 74736LAF6 | 5,636 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 2.250% 05/01/25 | 753422AD6 | 19,504 | 15,250,000 | PRN | SOLE | 15,250,000 | 0 | 0 | ||
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 11,045 | 115,000 | SH | SOLE | 115,000 | 0 | 0 | ||
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 06/15/26 | 75606DAP6 | 922 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| REDFIN CORP | NOTE 0.000% 10/15/25 | 75737FAC2 | 3,537 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| REDWOOD TR INC | COM | 758075402 | 52 | 1,500 | SH | Put | SOLE | 1,500 | 0 | 0 | |
| REPLIGEN CORP | NOTE 0.375% 07/15/24 | 759916AB5 | 6,088 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | COM | V7780T103 | 859 | 24,615 | SH | SOLE | 24,615 | 0 | 0 | ||
| SABRE GLBL INC | NOTE 4.000% 04/15/25 | 78573NAE2 | 8,475 | 8,165,000 | PRN | SOLE | 8,165,000 | 0 | 0 | ||
| SHAKE SHACK INC | NOTE 0.000% 03/01/28 | 819047AB7 | 2,018 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| SHUAA PARTNERS ACQUISTN CORP | UNIT 02/24/2027 | G81173125 | 1,005 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| SHYFT GROUP INC | COM | 825698103 | 1,682 | 90,500 | SH | SOLE | 90,500 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 0.625% 06/15/25 | 826919AD4 | 19,446 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| SIX FLAGS ENTMT CORP NEW | COM | 83001A102 | 781 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
| SKYDECK ACQUISITION CORP | UNIT 05/13/2026 | G82220107 | 269 | 27,585 | SH | SOLE | 27,585 | 0 | 0 | ||
| SNAP INC | NOTE 0.000% 05/01/27 | 83304AAF3 | 2,829 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.250% 05/01/25 | 83304AAD8 | 19,338 | 19,479,000 | PRN | SOLE | 19,479,000 | 0 | 0 | ||
| SOCIAL CAPITAL HEDOSOPHA HLD | *W EXP 10/14/25 | G8251L113 | 20 | 41,783 | SH | SOLE | 41,783 | 0 | 0 | ||
| SSR MNG INC | NOTE 2.500% 04/01/39 | 784730AB9 | 12,945 | 11,300,000 | PRN | SOLE | 11,300,000 | 0 | 0 | ||
| STRIDE INC | NOTE 1.125% 09/01/27 | 86333MAA6 | 4,512 | 4,527,000 | PRN | SOLE | 4,527,000 | 0 | 0 | ||
| TALON 1 ACQUISITION CORP | UNIT 11/02/2026 | G86656124 | 506 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| TB SA ACQUISITION CORP | UNIT 03/25/2028 | G8657L113 | 245 | 24,987 | SH | SOLE | 24,987 | 0 | 0 | ||
| THRIVE ACQUISITION CORPORATI | UNIT 10/31/2028 | G7158C127 | 152 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| TOLL BROTHERS INC | COM | 889478103 | 446 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.000% 03/15/26 | 90184LAN2 | 20,048 | 22,500,000 | PRN | SOLE | 22,500,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 06/15/24 | 90184LAF9 | 22,710 | 23,068,000 | PRN | SOLE | 23,068,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | COM | 90353T100 | 746 | 36,500 | SH | SOLE | 36,500 | 0 | 0 | ||
| UNDER ARMOUR INC | NOTE 1.500% 06/01/24 | 904311AC1 | 10,006 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
| UNITI GROUP INC | COM | 91325V108 | 152 | 1,000 | SH | Put | SOLE | 1,000 | 0 | 0 | |
| UPHEALTH INC | *W EXP 07/01/24 | 91532B119 | 1 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| UTA ACQUISITION CORPORATION | UNIT 12/01/2026 | G9473A125 | 1,030 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 03/01/24 | 925550AB1 | 6,445 | 5,720,000 | PRN | SOLE | 5,720,000 | 0 | 0 | ||
| VICI PPTYS INC | COM | 925652109 | 273 | 9,176 | SH | SOLE | 9,176 | 0 | 0 | ||
| VICTORIAS SECRET AND CO | COMMON STOCK | 926400102 | 41 | 1,486 | SH | SOLE | 1,486 | 0 | 0 | ||
| VISCOGLIOSI BROS ACQUISTN CO | UNIT 03/18/2027 | 92838K209 | 495 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| VMG CONSUMER ACQUISITION COR | UNIT 11/08/2026 | 91842V201 | 498 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.125% 11/01/24 | 94419LAD3 | 4,406 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | COM | 958102105 | 183 | 4,100 | SH | SOLE | 4,100 | 0 | 0 | ||
| WILLIAMS ROWLAND ACQUISITION | UNIT 99/99/9999 | 96951B201 | 1,101 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 04/01/25 | 974637AB6 | 13,903 | 13,502,000 | PRN | SOLE | 13,502,000 | 0 | 0 | ||
| WIX COM LTD | NOTE 0.000% 07/01/23 | 92940WAB5 | 5,389 | 5,650,000 | PRN | SOLE | 5,650,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250% 10/01/22 | 98138HAF8 | 40,007 | 38,131,000 | PRN | SOLE | 38,131,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 08/15/26 | 98139AAB1 | 36,731 | 33,914,000 | PRN | SOLE | 33,914,000 | 0 | 0 | ||
| WORLD QUANTUM GROWTH ACQUISI | UNIT 99/99/9999 | G5596W119 | 995 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.250% 03/15/23 | 98936JAB7 | 9,949 | 8,300,000 | PRN | SOLE | 8,300,000 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.625% 06/15/25 | 98936JAD3 | 28,132 | 29,000,000 | PRN | SOLE | 29,000,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 1.375% 09/01/26 | 98954MAG6 | 25,185 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||