Chief Financial Officer

0000950123-20-011978.txt : 20201116 0000950123-20-011978.hdr.sgml : 20201116 20201116093029 ACCESSION NUMBER: 0000950123-20-011978 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201116 DATE AS OF CHANGE: 20201116 EFFECTIVENESS DATE: 20201116 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LINDEN ADVISORS LP CENTRAL INDEX KEY: 0001279396 IRS NUMBER: 830356741 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10783 FILM NUMBER: 201314112 BUSINESS ADDRESS: STREET 1: 590 MADISON AVENUE, 15TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 646-840-3500 MAIL ADDRESS: STREET 1: 590 MADISON AVENUE, 15TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 FORMER COMPANY: FORMER CONFORMED NAME: LINDEN ADVISORS LLC DATE OF NAME CHANGE: 20040210 13F-HR 1 primary_doc.xml 13F-HR LIVE 0001279396 XXXXXXXX 09-30-2020 09-30-2020 false Linden Advisors LP

590 MADISON AVENUE, 15TH FLOOR New York NY 10022

13F HOLDINGS REPORT 028-10783 N Vincent Leva Chief Financial Officer 646-840-3496 /S/ Vincent Leva New York NY 11-13-2020 0 322 8294469 false INFORMATION TABLE 2 1891.xml INFORMATION TABLE FOR FORM 13F 8X8 INC 0.5 02/01/2024 SDBCV 282914AB6 18120 19527000 PRN SOLE 17697000 1830000 0 ACAMAR PARTNERS ACQUISI CW26 RT 004285110 537 463000 SH SOLE 407733 55267 0 ACAMAR PARTNERS ACQUISITI A COM 004285102 2095 204894 SH SOLE 181775 23119 0 ACCELERATE DIAGNOSTICS 2.5 03/15/2023 SDBCV 00430HAB8 7950 12500000 PRN SOLE 12055000 445000 0 ACE CONVERGENCE ACQUISITION COM G0083D112 12300 1200000 SH SOLE 1055965 144035 0 ACON S2 ACQUISITION CORP COM G00748122 5010 500000 SH SOLE 447239 52761 0 ALTAIR ENGINEERING INC 0.25 06/01/2024 SDBCV 021369AA1 28861 25997000 PRN SOLE 23371000 2626000 0 ALTERYX INC 1 08/01/2026 SDBCV 02156BAF0 531 530000 PRN SOLE 477000 53000 0 ALUSSA ENERGY ACQUISIT CW26 RT G0232J119 198 312499 SH SOLE 280538 31961 0 ALUSSA ENERGY ACQUISITION A COM G0232J101 248 25000 SH SOLE 21492 3508 0 AMERICAN VRTUAL CLOUD TECH I CW RT 030382113 302 993511 SH SOLE 884418 109093 0 AMPLITUDE HEALTHCARE AC CW26 RT 03212A113 77 65687 SH SOLE 58969 6718 0 AMPLITUDE HEALTHCARE ACQ A COM 03212A105 1304 131375 SH SOLE 117938 13437 0 APEX TECHNOLOGY ACQUI C CW24 RT 03768F110 7155 3726665 SH SOLE 3305341 421324 0 APEX TECHNOLOGY ACQUI CL A COM 03768F102 4090 385852 SH SOLE 89941 295911 0 APOLLO CMMRL REAL EST FI 4.75 08/23/2022 SDBCV 03762UAB1 145638 155328000 PRN SOLE 141584000 13744000 0 APOLLO CMMRL REAL EST FI 5.375 10/15/2023 SDBCV 03762UAC9 79415 88926000 PRN SOLE 80118000 8808000 0 APOLLO GLOBAL MANAGEMENT INC COM 03768E105 1082 24200 SH SOLE 23087 1113 0 APOLLO GLOBAL MANAGEMENT INC COM 03768E105 2237 50000 SH Put SOLE 0 0 0 ARTIUS ACQUISITION INC COM 04316G204 20779 2000000 SH SOLE 1763140 236860 0 ARYA SCIENCES ACQUISITION A COM G31655122 419 40000 SH SOLE 35327 4673 0 ARYA SCIENCES ACQUITIO CW27 RT G31655106 25 13332 SH SOLE 11775 1557 0 ASPIRATIONAL CONSUMER LIFEST COM G05436129 10000 1000000 SH SOLE 894476 105524 0 ATLAS TECHNICAL CONSU CW21 RT 049430119 194 345800 SH SOLE 306058 39742 0 B RILEY PRINCIPAL MER CW26 RT 05600U114 33 25049 SH SOLE 22005 3044 0 B RILEY PRINCIPAL MERGER A COM 05600U106 502 50100 SH SOLE 44010 6090 0 BAOZUN INC 1.625 05/01/2024 SDBCV 06684LAB9 67683 72833000 PRN SOLE 70805000 2028000 0 BAOZUN INC SPN ADR ADR 06684L103 9208 283396 SH SOLE 270843 12553 0 BIG ROCK PARTNERS ACQUIS RTS RT 089482129 36 147438 SH SOLE 132393 15045 0 BILIBILI INC 1.375 04/01/2026 SDBCV 090040AB2 264029 149280000 PRN SOLE 135030000 14250000 0 BLACKLINE INC 0.125 08/01/2024 SDBCV 09239BAB5 132578 96170000 PRN SOLE 86183000 9987000 0 BLACKSTONE GROUP INC COM 09260D107 1910 36599 SH SOLE 34511 2088 0 BLACKSTONE GROUP INC COM 09260D107 5421 103900 SH Put SOLE 0 0 0 BRAEMAR HOTELS & RESORTS CVPFD 10482B200 3412 276663 SH SOLE 255846 20817 0 BROADMARK REALTY CAPIT CW24 RT 11135B118 385 1334333 SH SOLE 1202236 132097 0 BROADSTONE ACQUISITION CORP COM G1739V118 6979 700000 SH SOLE 626134 73866 0 BROOGE ENERGY LTD COM G1611B107 131 14499 SH SOLE 11300 3199 0 BROOGE HOLDINGS LTD RT G1611B115 585 1299074 SH SOLE 1156203 142871 0 BURGUNDY TECHNOLOGY ACQUISIT COM G1702T132 26918 2700000 SH SOLE 2394914 305086 0 CANOPY GROWTH CORP COM 138035100 5225 365100 SH Put SOLE 0 0 0 CAPSTAR SPECIAL PURPOSE ACQU COM 14070Y200 8163 800000 SH SOLE 705255 94745 0 CC NEUBERGER PRINCIPAL HOLDI COM G3166T129 22468 2175000 SH SOLE 1913936 261064 0 CF FINANCE ACQUISITION CL A COM 12528N107 2113 203222 SH SOLE 184192 19030 0 CF FINANCE ACQUISITION CORP COM 15725Q203 45101 4500000 SH SOLE 3991526 508474 0 CF FINANCE ACQUISITION CW25 RT 12528N115 1331 1350777 SH SOLE 1198932 151845 0 CHEGG INC 0.125 03/15/2025 SDBCV 163092AD1 231046 152093000 PRN SOLE 137214000 14879000 0 CHINA LODGING GROUP LTD 0.375 11/01/2022 SDBCV 16949NAC3 43048 38226000 PRN SOLE 34381000 3845000 0 CHP MERGER CORP CW24 RT 12558Y114 1451 1244549 SH SOLE 1109581 134968 0 CHP MERGER CORP-CLASS A COM 12558Y106 1970 193329 SH SOLE 0 193329 0 CHURCHILL CAPITAL CORP CW24 RT 17143G114 3529 1618955 SH SOLE 1433856 185099 0 CHURCHILL CAPITAL CORP CW27 RT 17144C112 3117 1539318 SH SOLE 1349532 189786 0 CHURCHILL CAPITAL CORP II-A COM 17143G106 3988 377967 SH SOLE 0 377967 0 CHURCHILL CAPITAL CORP III A COM 17144C104 49310 4810666 SH SOLE 4360178 450488 0 CHURCHILL CAPITAL CORP IV COM 171439201 60120 6000000 SH SOLE 5279823 720177 0 CITIC CAPITAL ACQUISIT CW27 RT G21513117 853 682399 SH SOLE 605599 76800 0 CITIC CAPITAL ACQUISITION A COM G21513109 2604 264900 SH SOLE 111198 153702 0 CLIMATE CHANGE CRISIS REAL COM 18716C209 3015 300000 SH SOLE 268343 31657 0 CM LIFE SCIENCES INC COM 18978W208 21987 2100000 SH SOLE 1878402 221598 0 COHN ROBBINS HOLDINGS CORP COM G23726121 36324 3600000 SH SOLE 3220118 379882 0 COLLECTIVE GROWTH COR CW RT 19424L119 920 1404239 SH SOLE 1251424 152815 0 COLLECTIVE GROWTH CORP CL A COM 19424L101 8875 900000 SH SOLE 790361 109639 0 COLLEGIUM PHARMA INC 2.625 02/15/2026 SDBCV 19459JAA2 29505 29750000 PRN SOLE 27073000 2677000 0 COLONNADE ACQUISITION CORP COM G2283K128 3984 400000 SH SOLE 354803 45197 0 COUPA SOFTWARE INC 0.125 06/15/2025 SDBCV 22266LAC0 209154 114679000 PRN SOLE 103936000 10743000 0 CREE INC 0.875 09/01/2023 SDBCV 225447AB7 1860 1500000 PRN SOLE 1345000 155000 0 CRESCENT ACQUISITION CO CW24 RT 22564L113 443 524999 SH SOLE 468703 56296 0 CRESCENT ACQUISITION CORP A COM 22564L105 2510 250000 SH SOLE 228824 21176 0 CVX CORP CLASS A CW25 RT G79448117 570 387499 SH SOLE 339100 48399 0 DEERFIELD HEALTHCARE TECHNOL COM 244413209 212 20000 SH SOLE 17632 2368 0 DFP HEALTHCARE ACQUISIT CL A COM 23343Q100 1036 100000 SH SOLE 88607 11393 0 DFP HEALTHCARE ACQUISIT CW22 RT 23343Q118 53 24998 SH SOLE 22151 2847 0 DMY TECHNOLOGY GROUP CW27 RT 233253111 1278 419174 SH SOLE 370720 48454 0 DMY TECHNOLOGY GROUP INC A COM 233253103 10678 836820 SH SOLE 741440 95380 0 DMY TECHNOLOGY GROUP INC II COM 233277201 10258 1002672 SH SOLE 900195 102477 0 DRAGONEER GROWTH OPPORTUNITI COM G28302126 1837 150000 SH SOLE 133051 16949 0 E MERGE TECHNOLOGY ACQUISITI COM 26873Y203 40240 4000000 SH SOLE 3519882 480118 0 EAST RESOURCES ACQUISITION C COM 274681204 1008 100000 SH SOLE 88157 11843 0 EAST STONE ACQUISITION CORP COM G2911D108 6157 625000 SH SOLE 561993 63007 0 EAST STONE ACQUISITION CW26 RT G2911D116 81 425000 SH SOLE 377168 47832 0 EAST STONE ACQUISITION RIGHT RT G2911D132 149 625000 SH SOLE 561993 63007 0 ENCORE CAP EUR FINANCE 4.5 09/01/2023 SDBCV 29260UAA5 35634 32706000 PRN SOLE 28948000 3758000 0 ENCORE CAPITAL GROUP INC 3.25 10/01/2025 SDBCV 292554AM4 37284 32500000 PRN SOLE 29308000 3192000 0 EQUITY DISTRIBUTION ACQUISIT COM 29465E205 12412 1205000 SH SOLE 1077868 127132 0 ETSY INC 0.125 10/01/2026 SDBCV 29786AAJ5 108102 68752000 PRN SOLE 62442000 6310000 0 EVOLENT HEALTH INC 1.5 10/15/2025 SDBCV 30050BAD3 32201 41000000 PRN SOLE 38466000 2534000 0 EVOLENT HEALTH INC 2 12/01/2021 SDBCV 30050BAB7 489 500000 PRN SOLE 472000 28000 0 EXACT SCIENCES CORP 0.375 03/01/2028 SDBCV 30063PAC9 318182 292990000 PRN SOLE 265510000 27480000 0 EXACT SCIENCES CORP 0.375 03/15/2027 SDBCV 30063PAB1 39209 33299000 PRN SOLE 30180000 3119000 0 EZCORP INC 2.375 05/01/2025 SDBCV 302301AE6 18696 23462000 PRN SOLE 22129000 1333000 0 EZCORP INC 2.875 07/01/2024 SDBCV 302301AF3 35418 39755000 PRN SOLE 35768000 3987000 0 FALCON CAPITAL ACQUISITION COM 30606L207 10289 1000000 SH SOLE 894476 105524 0 FG NEW AMERICA ACQUISITION C COM 30259V205 22523 2250000 SH SOLE 2012573 237427 0 FINANCIAL SELECT SECTOR SPDR COM 81369Y605 4813 200000 SH Put SOLE 0 0 0 FINSERV ACQUISITION CORP-A COM 318085107 1508 150269 SH SOLE 0 150269 0 FINSERV ACQUISITITION CW26 RT 318085115 1078 1122041 SH SOLE 996483 125558 0 FINTECH ACQUISITION CORP 24 RT 31811A119 1796 1182170 SH SOLE 1048653 133517 0 FINTECH ACQUISITION CORP A COM 31811A101 3420 331791 SH SOLE 300087 31704 0 FINTECH ACQUISITION CORP IV COM 31810N302 10240 1000000 SH SOLE 894476 105524 0 FIREEYE INC 0.875 06/01/2024 SDBCV 31816QAF8 20736 22185000 PRN SOLE 19684000 2501000 0 FLEXION THERAPEUTICS INC 3.375 05/01/2024 SDBCV 33938JAB2 2114 2663000 PRN SOLE 2511000 152000 0 FLYING EAGLE ACQUISITIO CW27 RT 34407Y111 2616 806297 SH SOLE 715282 91015 0 FLYING EAGLE ACQUISITION A COM 34407Y103 28758 2365011 SH SOLE 2000000 365011 0 FOLEY TRASIMENE ACQ CLASS A COM 34431F104 7251 700000 SH SOLE 371761 328239 0 Foley Trasimene Acqui CW25 RT 34431F112 2228 899998 SH SOLE 790587 109411 0 FOLEY TRASIMENE ACQUISITION COM 344328208 20129 1973536 SH SOLE 1750537 222999 0 FORTRESS VALUE ACQ CL CW27 RT 34962V114 217 65866 SH SOLE 56688 9178 0 FORTRESS VALUE ACQ CLASS A COM 34962V106 2682 197600 SH SOLE 170064 27536 0 FORTRESS VALUE ACQUISITION C COM 349642207 5150 500000 SH SOLE 443502 56498 0 FTAC OLYMPUS ACQUISITION COR COM G37288118 62119 6211933 SH SOLE 5616422 595511 0 FUSION ACQUISITION CORP A COM 36118H105 12472 1268691 SH SOLE 1000000 268691 0 FUSION ACQUISITION CW27 RT 36118H113 1236 1149999 SH SOLE 1015654 134345 0 GALILEO ACQUISITION CORP RT G3770A110 741 1199640 SH SOLE 1070136 129504 0 GALILEO ACQUISITION CORP COM G3770A102 821 83000 SH SOLE 0 83000 0 GDS HOLDINGS LIMITED 2 06/01/2025 SDBCV 36165LAB4 133225 78850000 PRN SOLE 70880000 7970000 0 GENERAL ELECTRIC CO COM 369604103 3435 551395 SH SOLE 495676 55719 0 GIGCAPITAL2 INC COM 375036100 7119 700723 SH SOLE 650557 50166 0 GIGCAPITAL2 INC CW24 RT 375036118 1390 1531382 SH SOLE 1305063 226319 0 GIGCAPITAL2 INC RIGHTS RT 375036126 1055 3149184 SH SOLE 2876238 272946 0 GIGCAPITAL3 INC CW25 RT 37519D115 63 100000 SH SOLE 88841 11159 0 GLOBAL BLUE GROUP HOLDING AG RT H33700115 971 1512838 SH SOLE 1371286 141552 0 GLORY STAR NEW MEDIA GROUP H COM G39973105 271 96676 SH SOLE 87349 9327 0 GO ACQUISITION CORP COM 362019200 10080 1000000 SH SOLE 887006 112994 0 GOLAR LNG LTD 2.75 02/15/2022 SDBCV 38046YAB7 48557 62817000 PRN SOLE 54346000 8471000 0 GORES HOLDINGS IV INC CL A COM 382865103 7217 700000 SH SOLE 629004 70996 0 GORES HOLDINGS IV INC CW25 RT 382865111 293 174999 SH SOLE 157251 17748 0 GORES HOLDINGS V INC COM 382864205 5175 500000 SH SOLE 443502 56498 0 GORES METROPOULOS INC C CW24 RT 382872117 2597 821858 SH SOLE 737143 84715 0 GORES METROPOULOS INC CL A COM 382872109 18733 1640456 SH SOLE 1485216 155240 0 GREENVISION ACQU CORP RGT RT 39678G129 43 100000 SH SOLE 89772 10228 0 GREENVISION ACQUISITION CORP COM 39678G103 1004 100000 SH SOLE 89772 10228 0 GREENVISION ACQUITION CW24 RT 39678G111 56 100000 SH SOLE 89772 10228 0 GRID DYNAMICS HOLDINGS CW23 RT 39813G117 1893 1123347 SH SOLE 1053275 70072 0 GRID DYNAMICS HOLDINGS INC COM 39813G109 3587 464125 SH SOLE 419368 44757 0 GS ACQUISITION HOLDINGS A COM 36258Q105 4303 400000 SH SOLE 353271 46729 0 GS ACQUISITION HOLDINGS CW25 RT 36258Q113 213 100000 SH SOLE 88318 11682 0 GX ACQUISITION CORP CL A COM 36251A107 5436 517767 SH SOLE 373441 144326 0 GX ACQUISITION CORP CW26 RT 36251A115 4553 2890998 SH SOLE 2569078 321920 0 HALL OF FAME RESORT CW RT 40619L110 292 1022379 SH SOLE 957945 64434 0 HANNON ARMSTRONG SUSTAIN 0 08/15/2023 SDBCV 41068XAD2 27427 26160000 PRN SOLE 23571000 2589000 0 HANNON ARMSTRONG SUSTAIN 4.125 09/01/2022 SDBCV 41068XAB6 6690 4194000 PRN SOLE 3773000 421000 0 HAYMAKER ACQ CORP II CL A COM 42087L101 9910 991004 SH SOLE 786895 204109 0 HAYMAKER ACQUISITION CO CW26 RT 42087L119 1793 1824689 SH SOLE 1619310 205379 0 HEALTHCARE MERGER CORP CW26 RT 42227L110 1553 872043 SH SOLE 770134 101909 0 HEALTHCARE MERGER CORP-A COM 42227L102 1918 188919 SH SOLE 0 188919 0 HELIX ENERGY SOLUTIONS 4.125 09/15/2023 SDBCV 42330PAJ6 10549 12288000 PRN SOLE 10939000 1349000 0 HELIX ENERGY SOLUTIONS 4.25 05/01/2022 SDBCV 42330PAH0 11157 12200000 PRN SOLE 10862000 1338000 0 HENNESSY CAPITAL ACQUIS CW25 RT 42589C112 2498 1075000 SH SOLE 958874 116126 0 HERBALIFE LTD 2.625 03/15/2024 SDBCV 42703MAD5 90163 89530000 PRN SOLE 80996000 8534000 0 HIGHCAPE CAPITAL ACQUISITION COM 42984L204 7070 700000 SH SOLE 626134 73866 0 HOLICITY INC COM 435063201 5175 500000 SH SOLE 443502 56498 0 HORIZON ACQUISITION CORP COM G46049121 41620 4000000 SH SOLE 3548022 451978 0 HPX CORP COM G32219118 5355 525000 SH SOLE 462824 62176 0 HUBSPOT INC 0.25 06/01/2022 SDBCV 443573AB6 4626 1500000 PRN SOLE 1309000 191000 0 HUDSON EXECUTIVE INV CW25 RT 443761119 1259 1105000 SH SOLE 976713 128287 0 HUDSON EXECUTIVE INVEST CL A COM 443761101 4912 500000 SH SOLE 266355 233645 0 Hycroft Mining Holding Corp RT 44862P117 1739 1107900 SH SOLE 1004153 103747 0 INNOVIVA INC 2.5 08/15/2025 SDBCV 45781MAB7 57949 59662000 PRN SOLE 51856000 7806000 0 INSEEGO CORP 3.25 05/01/2025 SDBCV 45782BAD6 16520 17000000 PRN SOLE 14933000 2067000 0 INSU ACQUISITION CORP II COM 457821304 10361 1000000 SH SOLE 898704 101296 0 INSURANCE ACQUISITION CORP A COM 457867109 2634 223061 SH SOLE 201813 21248 0 INSURANCE ACQUISITION CW24 RT 457867117 3673 1326047 SH SOLE 1175048 150999 0 INTERNATIONAL GENERAL CW25 RT G4809J114 397 686260 SH SOLE 634383 51877 0 INTERNATIONAL GENERAL INSURA COM G4809J106 1252 175172 SH SOLE 175172 0 0 INTERPRIVATE ACQUISITI CW24 RT 46064A111 294 354200 SH SOLE 315963 38237 0 INTERPRIVATE ACQUISITION COR COM 46064A103 700 70000 SH SOLE 2472 67528 0 INVITAE CORP 2 09/01/2024 SDBCV 46185LAB9 1237 750000 PRN SOLE 675000 75000 0 IQIYI INC 2 04/01/2025 SDBCV 46267XAD0 20740 21705000 PRN SOLE 15508000 6197000 0 IQIYI INC 3.75 12/01/2023 SDBCV 46267XAB4 86941 81700000 PRN SOLE 72907000 8793000 0 IRONWOOD PHARMACEUTICALS 0.75 06/15/2024 SDBCV 46333XAF5 29191 29500000 PRN SOLE 25832000 3668000 0 IRONWOOD PHARMACEUTICALS 1.5 06/15/2026 SDBCV 46333XAH1 11314 11500000 PRN SOLE 10218000 1282000 0 IRONWOOD PHARMACEUTICALS 2.25 06/15/2022 SDBCV 46333XAD0 8011 7769000 PRN SOLE 6886000 883000 0 ISHARES MSCI EAFE ETF COM 464287465 12731 200000 SH Put SOLE 0 0 0 ISHARES MSCI EMERGING MARKET COM 464287234 8818 200000 SH Call SOLE 0 0 0 ISHARES RUSSELL 2000 ETF COM 464287655 44934 300000 SH Put SOLE 0 0 0 ISHARES SILVER TRUST COM 46428Q109 4327 200000 SH Call SOLE 0 0 0 JAWS ACQUISITION CORP CL A COM G50744104 17546 1685421 SH SOLE 1306587 378834 0 JAWS ACQUISTION CW25 RT G50744112 2657 1274313 SH SOLE 1137624 136689 0 JOYY INC 0.75 06/15/2025 SDBCV 98426TAD8 97328 89970000 PRN SOLE 80780000 9190000 0 JOYY INC 1.375 06/15/2026 SDBCV 98426TAF3 73696 68300000 PRN SOLE 61425000 6875000 0 KBL MERGER CORP IV RTS RT 48242A120 224 1090800 SH SOLE 965750 125050 0 KENSINGTON CAPITAL ACQ CW27 RT 490073111 564 125000 SH SOLE 110397 14603 0 KENSINGTON CAPITAL ACQUIS A COM 490073103 3339 199312 SH SOLE 180081 19231 0 KISMET ACQUISITION ONE CORP COM G52753129 10478 1047790 SH SOLE 929396 118394 0 KKR REAL ESTATE FIN 6.125 05/15/2023 SDBCV 48251KAB6 24398 24775000 PRN SOLE 22093000 2682000 0 LEGACY ACQUISITION CORP CW22 RT 524643111 1736 3324603 SH SOLE 2965250 359353 0 LGL SYSTEMS ACQUISITI CW26 RT 50201G114 745 683699 SH SOLE 606890 76809 0 LGL SYSTEMS ACQUISITION A COM 50201G106 6790 677650 SH SOLE 544193 133457 0 LIV CAPITAL ACQUISITI CW25 RT G5510C116 142 350000 SH SOLE 313594 36406 0 LIVEPERSON INC 0.75 03/01/2024 SDBCV 538146AB7 75271 49332000 PRN SOLE 44345000 4987000 0 LUMENTUM HOLDINGS INC 0.25 03/15/2024 SDBCV 55024UAB5 3832 2739000 PRN SOLE 2462000 277000 0 MALACCA STRAITS ACQUI CW27 RT G5859B109 169 425000 SH SOLE 376978 48022 0 MALACCA STRAITS ACQUISI CL A COM G5859B117 3427 350000 SH SOLE 308550 41450 0 MERCADOLIBRE INC 2 08/15/2028 SDBCV 58733RAD4 695063 275044000 PRN SOLE 248130000 26914000 0 MERIDA MERGER CORP I COM 58953M106 10630 1075300 SH SOLE 965053 110247 0 MERIDA MERGER CORP I CW26 RT 58953M114 331 537499 SH SOLE 482526 54973 0 MESA LABORATORIES INC 1.375 08/15/2025 SDBCV 59064RAA7 1219 1105000 PRN SOLE 993000 112000 0 MFA FINANCIAL INC 6.25 06/15/2024 SDBCV 55272XAA0 57220 61257000 PRN SOLE 55083000 6174000 0 MICROCHIP TECHNOLOGY INC 1.625 02/15/2025 SDBCV 595017AD6 25062 11250000 PRN SOLE 9997000 1253000 0 MICROCHIP TECHNOLOGY INC 1.625 02/15/2027 SDBCV 595017AF1 43627 28327000 PRN SOLE 25641000 2686000 0 MOMO INC 1.25 07/01/2025 SDBCV 60879BAB3 82818 105383000 PRN SOLE 94490000 10893000 0 NAVSIGHT HOLDINGS INC COM 639358209 15091 1500000 SH SOLE 1341716 158284 0 NEOGENOMICS INC 1.25 05/01/2025 SDBCV 64049MAA8 3733 3000000 PRN SOLE 2665000 335000 0 NESCO HOLDINGS CW25 RT 64083J112 161 520000 SH SOLE 476220 43780 0 NETFIN ACQUISITION CORP CL A COM G6455A107 5813 560608 SH SOLE 529137 31471 0 NETFIN AQUISITION CORP CW24 RT G6455A115 2662 1972169 SH SOLE 1747482 224687 0 NEVRO CORP 2.75 04/01/2025 SDBCV 64157FAC7 5448 3500000 PRN SOLE 3059000 441000 0 NEW FRONTIER CORP CW23 RT G6461G114 291 169119 SH SOLE 158686 10433 0 NEW MOUNTAIN FINANCE COR 5.75 08/15/2023 SDBCV 647551AC4 6644 6610000 PRN SOLE 6216000 394000 0 NEW PROVIDENCE ACQUISI CW24 RT 64822P114 835 682135 SH SOLE 607176 74959 0 NEW PROVIDENCE ACQUISIT CL A COM 64822P106 7553 750000 SH SOLE 687682 62318 0 NEWHOLD INVESTMENT CORP COM 651448201 2515 250000 SH SOLE 219992 30008 0 NEXTERA ENERGY INC CVPFD 65339F739 64226 1350000 SH SOLE 1207544 142456 0 NORTH MOUNTAIN MERGER CORP COM 661204206 10201 1000000 SH SOLE 894476 105524 0 NOVAVAX INC 3.75 02/01/2023 SDBCV 670002AB0 25725 21500000 PRN SOLE 19175000 2325000 0 NUANCE COMMUNICATIONS 1 12/15/2035 SDBCV 67020YAK6 1748 1200000 PRN SOLE 1072000 128000 0 NUANCE COMMUNICATIONS 1.25 04/01/2025 SDBCV 67020YAN0 57799 32548000 PRN SOLE 29326000 3222000 0 NUTANIX INC 0 01/15/2023 SDBCV 67059NAB4 30553 32517000 PRN SOLE 28995000 3522000 0 OAKTREE ACQUISITION CO CW24 RT G67145113 73 24999 SH SOLE 23243 1756 0 OAKTREE ACQUISITION CORP A COM G67145105 880 75000 SH SOLE 69730 5270 0 OAKTREE ACQUISITION CORP II COM G6715X129 3087 300000 SH SOLE 268343 31657 0 OKTA INC 0.125 09/01/2025 SDBCV 679295AD7 71491 53956000 PRN SOLE 48515000 5441000 0 OMEROS CORP 5.25 02/15/2026 SDBCV 682143AG7 12339 14500000 PRN SOLE 13019000 1481000 0 ONE COM G7000X113 8720 800000 SH SOLE 709604 90396 0 OPKO HEALTH INC 4.5 02/15/2025 SDBCV 68375NAD5 51180 43063000 PRN SOLE 38442000 4621000 0 ORISUN ACQUISITION COR CW24 RT 68632T117 65 215000 SH SOLE 200270 14730 0 ORISUN ACQUISITION CORP COM 68632T109 2196 215000 SH SOLE 200270 14730 0 OSPREY TECHNOLOGY ACQ CW24 RT 68839R120 1133 830448 SH SOLE 741335 89113 0 OSPREY TECHNOLOGY ACQUISIT-A COM 68839R104 1518 148982 SH SOLE 0 148982 0 PAE INC CW23 RT 69290Y117 852 405222 SH SOLE 367306 37916 0 PANACEA ACQUISITION CORP COM 698102209 1801 150000 SH SOLE 132236 17764 0 PENN NATIONAL GAMING INC 2.75 05/15/2026 SDBCV 707569AU3 198992 61878000 PRN SOLE 55612000 6266000 0 PINDUODUO INC 0 10/01/2024 SDBCV 722304AB8 585323 323215000 PRN SOLE 295033000 28182000 0 PIVOTAL INVESTMENT CORP II A COM 72582K100 2518 218420 SH SOLE 143953 74467 0 PIVOTAL INVESTMENT II CW25 RT 72582K118 3022 803728 SH SOLE 722913 80815 0 PLUG POWER INC 5.5 03/15/2023 SDBCV 72919PAB9 162746 28000000 PRN SOLE 25030000 2970000 0 PRECIGEN INC COM 74017N105 316 90164 SH SOLE 75690 14474 0 PRECIGEN INC 3.5 07/01/2023 SDBCV 46122TAA0 1519 3000000 PRN SOLE 2897000 103000 0 PRIME IMPACT ACQUISITION I COM G61074111 20040 2000000 SH SOLE 1788954 211046 0 PROPERTY SOLUTIONS ACQUISITI COM 74348Q207 6054 600000 SH SOLE 528942 71058 0 PROPTECH ACQUISITION A CW26 RT 74349F119 2757 1718024 SH SOLE 1533462 184562 0 PROPTECH ACQUISITION CORP A COM 74349F101 7741 695498 SH SOLE 628529 66969 0 PROSPECT CAPITAL CORP 6.375 03/01/2025 SDBCV 74348TAT9 18150 17617000 PRN SOLE 16571000 1046000 0 Q2 HOLDINGS INC 0.75 06/01/2026 SDBCV 74736LAD1 123780 100996000 PRN SOLE 90094000 10902000 0 QELL ACQUISITION CORP COM G7307X121 7620 750000 SH SOLE 670858 79142 0 RANPAK HOLDINGS CORP COM 75321W103 1314 138050 SH SOLE 130703 7347 0 RAPID7 INC 1.25 08/01/2023 SDBCV 753422AB0 44575 28560000 PRN SOLE 25730000 2830000 0 REALPAGE INC 1.5 05/15/2025 SDBCV 75606NAC3 8505 8228000 PRN SOLE 7460000 768000 0 REDBALL ACQUISITION CORP COM G7417R121 28201 2668000 SH SOLE 2410576 257424 0 REDWOOD TRUST INC 4.75 08/15/2023 SDBCV 758075AC9 14017 15306000 PRN SOLE 14435000 871000 0 REDWOOD TRUST INC 5.625 07/15/2024 SDBCV 758075AD7 5553 6105000 PRN SOLE 4330000 1775000 0 REINVENT TECHNOLOGY PARTNERS COM G7483N111 18958 1650000 SH SOLE 1475888 174112 0 REPLAY ACQUISITION CORP COM G75130107 16056 1577159 SH SOLE 1424726 152433 0 REPLAY ACQUISITION CW20 RT G75130115 1213 1276896 SH SOLE 1199564 77332 0 RH 0 06/15/2023 SDBCV 74967XAA1 35962 17600000 PRN SOLE 15903000 1697000 0 RIBBIT LEAP LTD COM G7552B121 2600 200000 SH SOLE 178895 21105 0 RISUN ACQUISITION CORP RTS RT 68632T125 116 215000 SH SOLE 200270 14730 0 RMG ACQUISITION CORP CL A COM 749641106 7525 703950 SH SOLE 666360 37590 0 RMG ACQUISITION CORP CW24 RT 749641114 1048 499999 SH SOLE 471600 28399 0 SANDBRIDGE ACQUISITION CORP COM 799793203 6488 650000 SH SOLE 581410 68590 0 SAREPTA THERAPEUTICS INC 1.5 11/15/2024 SDBCV 803607AB6 67675 32702000 PRN SOLE 29024000 3678000 0 SC HEALTH CORP A COM G78516203 550 54600 SH SOLE 817 53783 0 SC HEALTH CORP CW24 RT G78516401 385 349999 SH SOLE 325408 24591 0 SCHULTZE SPECIAL PURPOSE 24 RT 80821R117 117 225301 SH SOLE 201884 23417 0 SCVX CORP CLASS A COM G79448208 2749 275000 SH SOLE 203207 71793 0 SEACOR HOLDINGS INC 3.25 05/15/2030 SDBCV 811904AN1 24012 31613000 PRN SOLE 27993000 3620000 0 SFL CORP LTD 4.875 05/01/2023 SDBCV 824689AG8 34698 39640000 PRN SOLE 35665000 3975000 0 SILVER SPIKE ACQUISITI CW24 RT G8136L114 333 550000 SH SOLE 512318 37682 0 SILVER SPIKE ACQUISITION A COM G8136L106 8107 800400 SH SOLE 688089 112311 0 SNAP INC 0.75 08/01/2026 SDBCV 83304AAB2 151363 109146000 PRN SOLE 98538000 10608000 0 SOCIAL CAPITAL HEDOSOP CW25 RT G8251K115 11558 3010000 SH SOLE 2679246 330754 0 SOCIAL CAPITAL HEDOSOP CWXX RT G8250T125 5040 901569 SH SOLE 805123 96446 0 SOCIAL CAPITAL HEDOSOPHIA A COM G8251K107 77276 6201939 SH SOLE 5376616 825323 0 SOCIAL CAPITAL HEDOSOPHIA A COM G8250T109 11469 603945 SH SOLE 547436 56509 0 SOFTWARE ACQUISITION G CW26 RT 83406B119 297 312498 SH SOLE 280538 31960 0 SOFTWARE ACQUISITION GROUP COM 83407F200 6467 650000 SH SOLE 581410 68590 0 SOFTWARE ACQUISITION GROUP-A COM 83406B101 636 63923 SH SOLE 0 63923 0 SOUTH MOUNTAIN MERGER CORP A COM 838884104 7049 674485 SH SOLE 604447 70038 0 SOUTH MOUNTAIN MERGER CW24 RT 838884112 1868 1338700 SH SOLE 1191125 147575 0 SPARTAN ENERGY ACQUISIT CW23 RT 846784122 4849 1093418 SH SOLE 987344 106074 0 SPLUNK INC 1.125 09/15/2025 SDBCV 848637AD6 286993 198732000 PRN SOLE 175398000 23334000 0 STABLE ROAD ACQUISITI CW26 RT 85236Q117 2177 2024605 SH SOLE 1804313 220292 0 STABLE ROAD ACQUISITION CL A COM 85236Q109 8796 872640 SH SOLE 773819 98821 0 STAR PEAK ENERGY TRANSITION COM 855185203 3075 300000 SH SOLE 266101 33899 0 SUNPOWER CORP 4 01/15/2023 SDBCV 867652AL3 24390 25626000 PRN SOLE 22677000 2949000 0 SUSTAINABLE OPPORTUNIT CW25I RT G8598Y117 835 478539 SH SOLE 420364 58175 0 SUSTAINABLE OPPORTUNITIES A COM G8598Y109 9762 957082 SH SOLE 840729 116353 0 SWITCHBACK ENERGY ACQ CW24 RT 87105M110 1099 233333 SH SOLE 216939 16394 0 SWITCHBACK ENERGY ACQUISIT A COM 87105M102 4130 264739 SH SOLE 239686 25053 0 SWITCHBACK ENERGY ACQUISITIO COM 87105M201 1231 72076 SH SOLE 64779 7297 0 TAILWING ACQUISITION CORP COM 87403Q201 5024 500000 SH SOLE 447239 52761 0 THERAVANCE INC 2.125 01/15/2023 SDBCV 88338TAB0 69038 72022000 PRN SOLE 64784000 7238000 0 THUNDER BRIDGE ACQUISI CW26 RT G8857S108 3328 2438900 SH SOLE 2160054 278846 0 THUNDER BRIDGE ACQUISITION-A COM G8857S116 1706 167274 SH SOLE 0 167274 0 TORTOISE ACQUISITION CORP II COM G89554110 7616 700000 SH SOLE 626134 73866 0 TRACON PHARMACEUTICALS INC COM 89237H209 1470 284248 SH SOLE 284248 0 0 TREBIA ACQUISITION CORP A COM G9027T109 4624 454320 SH SOLE 284423 169897 0 TREBIA ACQUISITION CW RT G9027T117 940 633473 SH SOLE 564546 68927 0 TRINE ACQUISITION CORP A COM 89628U108 12613 1167896 SH SOLE 1048161 119735 0 TRINE ACQUISITION CORP CW24 RT 89628U116 2925 1114212 SH SOLE 991771 122441 0 TUSCAN HOLDINGS CORP CW26 RT 90069K112 321 600000 SH SOLE 540191 59809 0 TUSCAN HOLDINGS CORP II COM 90070A103 1356 134660 SH SOLE 107282 27378 0 TUSCAN HOLDINGS CORP II CW25 RT 90070A111 240 514992 SH SOLE 494048 20944 0 TWC TECH HOLDINGS II CORP COM 90117G204 7091 700000 SH SOLE 626134 73866 0 UNION ACQUISITION COR CW25 RT G9402Q126 1126 1501300 SH SOLE 1346069 155231 0 UNION ACQUISITION CORP II COM G9402Q100 6211 624800 SH SOLE 554308 70492 0 US ECOLOGY PARENT INC CW23 RT 91734M111 1065 223965 SH SOLE 211225 12740 0 VECTOR ACQUISITION CORP COM G9442R100 20081 1980325 SH SOLE 1771354 208971 0 VELODYNE LIDAR INC CW25 RT 92259F119 476 100000 SH SOLE 85273 14727 0 VESPER HEALTHCARE ACQUISITIO COM 92538T203 14363 1400000 SH SOLE 1252268 147732 0 VISTAS MEDIA ACQUISIT CW26 RT 92840T115 180 650000 SH SOLE 576553 73447 0 VISTAS MEDIA ACQUISITION C A COM 92840T107 6435 650000 SH SOLE 576553 73447 0 VONAGE HOLDINGS CORP 1.75 06/01/2024 SDBCV 92886TAJ1 292 300000 PRN SOLE 255000 45000 0 WAYFAIR INC 1 08/15/2026 SDBCV 94419LAF8 290616 140103000 PRN SOLE 127196000 12907000 0 WAYFAIR INC 1.125 11/01/2024 SDBCV 94419LAD3 120352 46795000 PRN SOLE 42336000 4459000 0 WHOLE EARTH BRANDS INC CW24 RT 96684W126 1789 1852430 SH SOLE 1645309 207121 0 WIX LTD 0 07/01/2023 SDBCV 92940WAB5 42612 22675000 PRN SOLE 20176000 2499000 0 WORKIVA INC 1.125 08/15/2026 SDBCV 98139AAB1 37905 38016000 PRN SOLE 33903000 4113000 0 YUM CHINA HOLDINGS INC COM 98850P109 1028 20000 SH SOLE 17975 2025 0 ZENDESK INC 0.25 03/15/2023 SDBCV 98936JAB7 420 245000 PRN SOLE 218000 27000 0 ZILLOW GROUP INC 1.375 09/01/2026 SDBCV 98954MAG6 331185 138450000 PRN SOLE 126089000 12361000 0 ZILLOW GROUP INC 2.75 05/15/2025 SDBCV 98954MAH4 107665 62208000 PRN SOLE 56690000 5518000 0 ZYNGA INC 0.25 06/01/2024 SDBCV 98986TAB4 38525 30315000 PRN SOLE 27224000 3091000 0