Chief Compliance Officer

0001493152-21-011852.txt : 20210517 0001493152-21-011852.hdr.sgml : 20210517 20210517161415 ACCESSION NUMBER: 0001493152-21-011852 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210517 DATE AS OF CHANGE: 20210517 EFFECTIVENESS DATE: 20210517 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TENOR CAPITAL MANAGEMENT Co., L.P. CENTRAL INDEX KEY: 0001346554 IRS NUMBER: 841641518 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11620 FILM NUMBER: 21930744 BUSINESS ADDRESS: STREET 1: 810 SEVENTH AVENUE STREET 2: SUITE 1905 CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 212 546-7664 MAIL ADDRESS: STREET 1: 810 SEVENTH AVENUE STREET 2: SUITE 1905 CITY: NEW YORK STATE: NY ZIP: 10019 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001346554 XXXXXXXX 03-31-2021 03-31-2021 false TENOR CAPITAL MANAGEMENT Co., L.P.

810 Seventh Avenue Suite 1905 New York NY 10019

13F HOLDINGS REPORT 028-11620 N Matthew Starr Chief Compliance Officer 212-918-5300 /s/ Matthew Starr New York NY 05-17-2021 0 678 3882531 INFORMATION TABLE 2 infotable.xml 10X CAPITAL VENTURE ACQU COR COM CL A 88025V107 5000 500000 SH SOLE 500000 0 0 26 CAPITAL ACQUISITION CORP COM CL A 90138P100 1455 150000 SH SOLE 150000 0 0 26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 59 75000 SH SOLE 75000 0 0 7GC & CO HOLDINGS INC COM CL A 81786A107 989 100000 SH SOLE 100000 0 0 7GC & CO HOLDINGS INC *W EXP 12/23/202 81786A115 38 50000 SH SOLE 50000 0 0 890 5TH AVE PARTNERS INC COM CL A 28250A105 485 50000 SH SOLE 50000 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 9759 7000000 PRN SOLE 7000000 0 0 ABG ACQUISITION CORP I CL A SHS G00496102 1508 152469 SH SOLE 152469 0 0 ACCELERATE ACQUISITION CORP UNIT 99/99/9999 00439D201 993 100000 SH SOLE 100000 0 0 ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 261 133769 SH SOLE 133769 0 0 ACE CONVERGENCE ACQU CORP CL A G0083D120 2928 293717 SH SOLE 293717 0 0 ACIES ACQUISITION CORP *W EXP 11/30/202 G0103T113 158 104019 SH SOLE 104019 0 0 ACIES ACQUISITION CORP CL A G0103T105 4965 500000 SH SOLE 500000 0 0 ACON S2 ACQUISITION CORP CL SHS G00748106 1472 150000 SH SOLE 150000 0 0 ACON S2 ACQUISITION CORP *W EXP 09/15/202 G00748114 46 50000 SH SOLE 50000 0 0 ACORDA THERAPEUTICS INC NOTE 6.000%12/0 00484MAC0 1447 2000000 PRN SOLE 2000000 0 0 ADIT EDTECH ACQUISITION CORP COMMON STOCK 007024102 722 75000 SH SOLE 75000 0 0 ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110 19 37500 SH SOLE 37500 0 0 ADVANCED MERGER PARTNERS INC UNIT 99/99/9999 00777J208 500 50000 SH SOLE 50000 0 0 ADVANTAGE SOLUTIONS INC *W EXP 07/18/202 00791N110 36 11250 SH SOLE 11250 0 0 AEA-BRIDGES IMPACT CORP *W EXP 09/19/202 G01046112 145 160820 SH SOLE 160820 0 0 AEA-BRIDGES IMPACT CORP SHS CL A G01046104 2784 283500 SH SOLE 283500 0 0 AERSALE CORPORATION *W EXP 12/22/202 00810F114 426 192370 SH SOLE 192370 0 0 ALKURI GLOBAL ACQUISITION CO UNIT 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AMPLITUDE HLTHCRE AQUSTIN CO *W EXP 12/01/202 03212A113 205 250000 SH SOLE 250000 0 0 ANDINA ACQUISITION CORP III SHS G04415108 1612 156979 SH SOLE 156979 0 0 ANZU SPECIAL ACQUISITIN CORP UNIT 01/27/2026 03737A200 1497 150000 SH SOLE 150000 0 0 APOLLO STRATEGIC GROWTH CAPT *W EXP 10/29/202 G0411R114 378 300000 SH SOLE 300000 0 0 APOLLO STRATEGIC GRWT CPTL I UNIT 99/99/9999 G0412A110 1996 200000 SH SOLE 200000 0 0 APOLLO STRATEGIC GROWTH CAPT SHS CL A G0411R106 8910 900000 SH SOLE 900000 0 0 ARCLIGHT CLEAN TRANSITION II UNIT 03/16/2028 G0R21B120 500 50000 SH SOLE 50000 0 0 ARCTOS NORTHSTAR ACQUIS CORP UNIT 99/99/9999 G0477L118 2498 250000 SH SOLE 250000 0 0 ARES ACQUISITION CORPORATION UNIT 99/99/9999 G33032114 4000 400000 SH SOLE 400000 0 0 ARROWROOT ACQUISITION CORP UNIT 01/29/2026 04282M201 995 100000 SH SOLE 100000 0 0 ARTIUS ACQUISITION INC COM CL A 04316G105 3220 318836 SH SOLE 318836 0 0 ASCENDANT DIGITAL ACQUISITIO *W EXP 07/28/202 G05155117 202 200000 SH SOLE 200000 0 0 ASCENDANT DIGITAL ACQUISITIO COM CL A G05155109 4455 450000 SH SOLE 450000 0 0 ASPIRATIONAL CONSUMER LIFEST *W EXP 09/19/202 G05436111 142 100000 SH SOLE 100000 0 0 ASPIRATIONAL CONSUMER LIFEST COM G05436103 3003 300000 SH SOLE 300000 0 0 ATHLON ACQUISITION CORP COM CL A 04748A106 964 100000 SH SOLE 100000 0 0 ATHLON ACQUISITION CORP *W EXP 01/12/202 04748A114 27 50000 SH SOLE 50000 0 0 ATLAS CREST INVT CORP COM 049284102 3364 334764 SH SOLE 334764 0 0 ATLAS CREST INVESTMENT CORP COM CL A 049287105 1956 200000 SH SOLE 200000 0 0 ATLAS CREST INVESTMENT CORP *W EXP 02/03/202 049287113 43 50000 SH SOLE 50000 0 0 ATLAS TECHNICAL CONSULTANTS COM CLS A 049430101 378 37000 SH SOLE 37000 0 0 AUSTERLITZ ACQUISITION CORP UNIT 99/99/9999 G0633D117 3012 300000 SH SOLE 300000 0 0 AUSTERLITZ ACQUISITION CORP UNIT 99/99/9999 G0633U119 2603 259488 SH SOLE 259488 0 0 AUTHENTIC EQUITY ACQUISTN CO CL A SHS G06607108 965 100000 SH SOLE 100000 0 0 AUTHENTIC EQUITY ACQUISTN CO *W EXP 01/20/202 G06607124 32 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14070Y119 142 200000 SH SOLE 200000 0 0 CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 4845 500000 SH SOLE 500000 0 0 CARNEY TECHNOLOGY ACQU CORP *W EXP 11/30/202 143636116 138 166666 SH SOLE 166666 0 0 CARTESIAN GROWTH CORP UNIT 02/26/2028 G19276123 2488 250000 SH SOLE 250000 0 0 CASCADE ACQUISITION CORP COM CL A 147151104 985 100000 SH SOLE 100000 0 0 CASCADE ACQUISITION CORP *W EXP 11/30/202 147151112 45 50000 SH SOLE 50000 0 0 CATCHA INVESTMENT CORP UNIT 99/99/9999 G1962Y128 995 100000 SH SOLE 100000 0 0 CC NEUBERGER PRIN HLDGS II *W EXP 07/29/202 G3166T111 111 101250 SH SOLE 101250 0 0 CC NEUBERGER PRINCIPAL HOLDN UNIT 99/99/9999 G1992N118 2010 201180 SH SOLE 201180 0 0 CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 4437 450000 SH SOLE 450000 0 0 CENTRICUS ACQUISITION CORP UNIT 02/08/2028 G2072Q112 497 50000 SH SOLE 50000 0 0 CERBERUS TELECOM ACQUISITION *W EXP 99/99/999 G2040C120 53 50000 SH SOLE 50000 0 0 CERBERUS TELECOM ACQUISITION SHS CL A G2040C104 2970 300000 SH SOLE 300000 0 0 CF ACQUISITION CORP IV COM CL A 12520T102 2936 300000 SH SOLE 300000 0 0 CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 88 100000 SH SOLE 100000 0 0 CF ACQUISITION CORP V CL A 12520R106 2715 275337 SH SOLE 275337 0 0 CF ACQUISITION CORP V *W EXP 01/25/202 12520R114 63 91779 SH SOLE 91779 0 0 CF ACQUISITION CORP VI UNIT 99/99/9999 12521J202 2976 300000 SH SOLE 300000 0 0 CF ACQUISITION CORP VIII UNIT 03/31/2028 12520C208 992 100000 SH SOLE 100000 0 0 CF FIN ACQUISITION CORP III *W EXP 09/30/202 12529D116 105 74249 SH SOLE 74249 0 0 CF FIN ACQUISITION CORP III CL A 12529D108 2000 200000 SH SOLE 200000 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 32168 18447000 PRN SOLE 18447000 0 0 CHP MERGER CORP COM CL A 12558Y106 7433 750000 SH SOLE 750000 0 0 CHP MERGER CORP *W EXP 11/22/202 12558Y114 300 375000 SH SOLE 375000 0 0 MULTIPLAN CORPORATION *W EXP 02/13/202 62548M118 601 625000 SH SOLE 625000 0 0 CHURCHILL CAP CORP II CL A 17143G106 7028 702824 SH SOLE 702824 0 0 CHURCHILL CAP CORP II *W EXP 07/02/202 17143G114 59 40353 SH SOLE 40353 0 0 CHURCHILL CAPITAL CORP V COM CL A 17144T107 2964 300000 SH SOLE 300000 0 0 CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 97 75000 SH SOLE 75000 0 0 CHURCHILL CAPITAL CORP VII UNIT 99/99/9999 17144M201 2991 300000 SH SOLE 300000 0 0 CITIC CAPITAL ACQUISITION CO COM CL A G21513109 4500 450000 SH SOLE 450000 0 0 CITIC CAPITAL ACQUISITION CO *W EXP 01/17/202 G21513117 250 225000 SH SOLE 225000 0 0 CLARIM ACQUISITION CORP COM CL A 18049C108 991 100600 SH SOLE 100600 0 0 CLARIM ACQUISITION CORP *W EXP 01/05/202 18049C116 21 33533 SH SOLE 33533 0 0 CLASS ACCELERATION CORP COM 18274B106 2476 256325 SH SOLE 256325 0 0 CLASS ACCELERATION CORP *W EXP 03/31/202 18274B114 79 128162 SH SOLE 128162 0 0 CLIMATE REAL IMPACT SLUTINS COM CL A 187171103 1703 175000 SH SOLE 175000 0 0 CLIMATE REAL IMPACT SLUTINS *W EXP 01/29/202 187171111 39 35000 SH SOLE 35000 0 0 COHN ROBBINS HOLDINGS CORP *W EXP 08/28/202 G23726113 113 94499 SH SOLE 94499 0 0 COHN ROBBINS HOLDINGS CORP COM CL A G23726105 3096 315000 SH SOLE 315000 0 0 COLICITY INC UNIT 02/24/2026 194170205 2256 223381 SH SOLE 223381 0 0 COLONNADE ACQUISITION CORP I UNIT 99/99/9999 G2284B127 1478 150000 SH SOLE 150000 0 0 COMPUTE HEALTH ACQUISITIN CO UNIT 99/99/9999 204833206 1009 100000 SH SOLE 100000 0 0 CONCORD ACQUISITION CORP COM CL A 206071102 2445 250000 SH SOLE 250000 0 0 CONCORD ACQUISITION CORP *W EXP 12/28/202 206071110 113 125000 SH SOLE 125000 0 0 CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 1930 200000 SH SOLE 200000 0 0 CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 43 66666 SH SOLE 66666 0 0 CONX CORP COM CL A 212873103 5982 600000 SH SOLE 600000 0 0 CONX CORP *W EXP 10/30/202 212873111 166 135000 SH SOLE 135000 0 0 COOPER TIRE & RUBR CO COM 216831107 2715 48500 SH SOLE 48500 0 0 CORAZON CAPITAL V838 MONOCER UNIT 03/24/2026 G24237110 995 100000 SH SOLE 100000 0 0 CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 1958 200000 SH SOLE 200000 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 66 66666 SH SOLE 66666 0 0 COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 28121 16500000 PRN SOLE 16500000 0 0 COVA ACQUISITION CORP UNIT 04/01/2021 G2554Y112 1493 150000 SH SOLE 150000 0 0 COWEN INC NOTE 3.000%12/1 223622AE1 3326 1610000 PRN SOLE 1610000 0 0 CREE INC NOTE 0.875% 9/0 225447AB7 60912 33076000 PRN SOLE 33076000 0 0 CRESCENT ACQUISITION CORP COM CL A 22564L105 6558 651894 SH SOLE 651894 0 0 CROWN PROPTECH ACQUISITIONS UNIT 99/99/9999 G25741128 2084 209640 SH SOLE 209640 0 0 CRUCIBLE ACQUISITION CORP COM CL A 22877P108 503 50000 SH SOLE 50000 0 0 CRUCIBLE ACQUISITION CORP *W EXP 12/26/202 22877P116 23 16666 SH SOLE 16666 0 0 CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 17448 16500000 PRN SOLE 16500000 0 0 SCVX CORP *W EXP 01/24/202 G79448117 298 298300 SH SOLE 298300 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 41972 38592000 PRN SOLE 38592000 0 0 D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 1934 200000 SH SOLE 200000 0 0 D AND Z MEDIA ACQUISITION CO *W EXP 01/27/202 23305Q114 40 66666 SH SOLE 66666 0 0 D8 HOLDINGS CORP SHS CL A G2614K110 1988 200000 SH SOLE 200000 0 0 D8 HOLDINGS CORP *W EXP 08/05/202 G2614K128 288 250000 SH SOLE 250000 0 0 DECARBONIZATION PLUS ACQU CO COM CL A 242797108 120 11402 SH SOLE 11402 0 0 DECARBONIZATION PLUS ACQU II UNIT 01/19/2026 242794204 453 45000 SH SOLE 45000 0 0 DECARBONIZATION PLUS ACQU II UNIT 03/19/2026 24279D204 996 100000 SH SOLE 100000 0 0 DECARBONIZATION PLUS ACQU CO *W EXP 10/02/202 242797116 154 82200 SH SOLE 82200 0 0 DEEP LAKE CAPITAL ACQUSTN CO CL A SHS G27029100 985 100000 SH SOLE 100000 0 0 DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118 30 50000 SH SOLE 50000 0 0 DELWINDS INS ACQUISITION COR COM CLS A 24803C102 1940 200000 SH SOLE 200000 0 0 DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 53 100000 SH SOLE 100000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 74177 33500000 PRN SOLE 33500000 0 0 DFP HEALTHCARE ACQUISITNS CO COM CL A 23343Q100 896 90000 SH SOLE 90000 0 0 DFP HEALTHCARE ACQUISITNS CO *W EXP 03/31/202 23343Q118 34 25000 SH SOLE 25000 0 0 DHB CAPITAL CORP UNIT 03/31/2028 23291W208 496 50000 SH SOLE 50000 0 0 DHC ACQUISITION CORP UNIT 02/25/2026 G2758T125 1099 110000 SH SOLE 110000 0 0 DIAMONDHEAD HOLDINGS CORP CL A 25278L105 2928 300000 SH SOLE 300000 0 0 DIAMONDHEAD HOLDINGS CORP *W EXP 01/28/202 25278L113 45 75000 SH SOLE 75000 0 0 DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 160 97300 SH SOLE 97300 0 0 DMY TECHNOLOGY GROUP INC III COM CLASS A 233278100 1939 180000 SH SOLE 180000 0 0 DMY TECHNOLOGY GROUP INC III *W EXP 99/99/999 233278118 89 38563 SH SOLE 38563 0 0 DMY TECHNOLOGY GROUP INC IV UNIT 99/99/9999 23344K201 1004 100000 SH SOLE 100000 0 0 DPCM CAP INC COM CL A 23344P101 3195 324000 SH SOLE 324000 0 0 DPCM CAP INC *W EXP 10/14/202 23344P119 135 108000 SH SOLE 108000 0 0 DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 1517 150000 SH SOLE 150000 0 0 DRAGONEER GROWTH OPPORTUN CO COM 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HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 35 77236 SH SOLE 77236 0 0 EJF ACQUISITION CORP UNIT 03/10/2026 G2955B117 1990 200000 SH SOLE 200000 0 0 EMPOWER LTD CL A COM G3R39W102 4990 500000 SH SOLE 500000 0 0 EMPOWER LTD *W EXP 11/30/202 G3R39W110 157 133333 SH SOLE 133333 0 0 EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 967 100000 SH SOLE 100000 0 0 EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 25 50000 SH SOLE 50000 0 0 890 5TH AVE PARTNERS INC *W EXP 01/12/202 28250A113 15 16666 SH SOLE 16666 0 0 ENVIRONMENTAL IMPACT ACQU CO COM CL A 29408N106 1454 150000 SH SOLE 150000 0 0 ENVIRONMENTAL IMPACT ACQU CO *W EXP 09/30/202 29408N114 65 75000 SH SOLE 75000 0 0 EPIPHANY TECHNOLOGY ACQUISIT UNIT 99/99/9999 29429X208 2006 200000 SH SOLE 200000 0 0 EQ HEALTH ACQUISITION CORP COM CL A 26886A101 97 10000 SH SOLE 10000 0 0 EQUITY DISTR ACQUISITION COR *W EXP 09/09/202 29465E114 108 100000 SH SOLE 100000 0 0 EQUITY DISTR ACQUISITION COR COM CL A 29465E106 2973 300000 SH SOLE 300000 0 0 GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 107 150000 SH SOLE 150000 0 0 EUROPEAN BIOTECH ACQUTN CORP UNIT 03/09/2026 G3167F110 1007 100000 SH SOLE 100000 0 0 EUROPEAN SUSTAINABLE GROWTH CL A SHS G3194F109 243 25000 SH SOLE 25000 0 0 EUROPEAN SUSTAINABLE GROWTH *W EXP 01/21/202 G3194F117 8 12500 SH SOLE 12500 0 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 11503 9000000 PRN SOLE 9000000 0 0 EXECUTIVE NETWORK PARTNERING *W EXP 09/25/202 30158L118 105 125000 SH SOLE 125000 0 0 EXECUTIVE NETWORK PARTNERING CL A 30158L100 3899 401105 SH SOLE 401105 0 0 FALCON CAPITAL ACQUISITN COR *W EXP 08/20/202 30606L116 125 80999 SH SOLE 80999 0 0 FALCON CAPITAL ACQUISITN COR COM CL A 30606L108 3490 350000 SH SOLE 350000 0 0 FAR PEAK ACQUISITION CORP *W EXP 12/07/202 G3312L111 147 133333 SH SOLE 133333 0 0 FAR PEAK ACQUISITION CORP SHS CL A G3312L103 2473 253084 SH SOLE 253084 0 0 FAST ACQUISITION CORP *W EXP 08/25/202 311875116 412 142000 SH SOLE 142000 0 0 FAST ACQUISITION CORP II UNIT 03/16/2026 311874200 994 100000 SH SOLE 100000 0 0 FG NEW AMER ACQUISITION CORP COM 30259V106 3567 350000 SH SOLE 350000 0 0 FIFTH WALL ACQUISITION CORP COM CL A 316790104 100 10000 SH SOLE 10000 0 0 FIGURE ACQUISITION CORP I UNIT 99/99/9999 302438205 1012 100000 SH SOLE 100000 0 0 FINSERV ACQUISITION CORP II UNIT 02/17/2026 31809Y202 249 25000 SH SOLE 25000 0 0 FINTECH ACQUISITION CORP IV *W EXP 12/31/202 31810N112 65 45000 SH SOLE 45000 0 0 FINTECH ACQUISITION CORP V COM CL A 31810Q107 517 46103 SH SOLE 46103 0 0 FINTECH ACQUISITION CORP V *W EXP 12/31/202 31810Q115 36 15000 SH SOLE 15000 0 0 FINTECH EVOLUTION ACQUIS GRO UNIT 99/99/9999 G3R19A112 1481 150000 SH SOLE 150000 0 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 31705 28000000 PRN SOLE 28000000 0 0 FIREEYE INC NOTE 1.625% 6/0 31816QAD3 30180 30092000 PRN SOLE 30092000 0 0 FIRSTMARK HORIZON ACQUISITIO *W EXP 09/26/202 33765Y119 126 81000 SH SOLE 81000 0 0 FIRSTMARK HORIZON ACQUISITIO CL A COM 33765Y101 2430 243000 SH SOLE 243000 0 0 FLAME ACQUISITION CORP UNIT 99/99/9999 33850F207 993 100000 SH SOLE 100000 0 0 FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 6365 7000000 PRN SOLE 7000000 0 0 FOLEY TRASIMENE ACQUISTN COR COM CL A 34431F104 3012 300000 SH SOLE 300000 0 0 FORESIGHT ACQUISITION CORP UNIT 01/29/2026 34552Y205 2992 301875 SH SOLE 301875 0 0 FOREST ROAD ACQUISITION COR UNIT 99/99/9999 34619V202 1992 200000 SH SOLE 200000 0 0 FOREST ROAD ACQUISITION CORP COM 34619R102 972 96078 SH SOLE 96078 0 0 FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 680 70000 SH SOLE 70000 0 0 FORTISTAR SUSTAINABLE SOL CO *W EXP 01/14/202 34962M114 25 35000 SH SOLE 35000 0 0 FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 17409 17105000 PRN SOLE 17105000 0 0 FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 5889 600261 SH SOLE 600261 0 0 FORTRESS CAPITAL ACQUISITION *W EXP 99/99/999 G36427121 119 120052 SH SOLE 120052 0 0 FORTRESS VALUE ACQUISITION I *W EXP 08/10/202 349642116 50 31500 SH SOLE 31500 0 0 FORTRESS VALUE ACQUISITION I COM CL A 349642108 5010 502500 SH SOLE 502500 0 0 FORTRESS VALUE ACQUISI CORP UNIT 03/31/2028 34964K207 1980 200000 SH SOLE 200000 0 0 FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 570 57625 SH SOLE 57625 0 0 FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 12 11525 SH SOLE 11525 0 0 FORUM MERGER III CORP COM CL A 349885103 5484 550000 SH SOLE 550000 0 0 FORUM MERGER III CORP *W EXP 08/24/202 349885111 61 31959 SH SOLE 31959 0 0 FORUM MERGER IV CORP UNIT 03/15/2028 349875203 1980 200000 SH SOLE 200000 0 0 FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 249 25000 SH SOLE 25000 0 0 FREEDOM ACQUISITION I CORP UNIT 99/99/9999 G3663X102 960 96288 SH SOLE 96288 0 0 FRONTIER ACQUISITION CORP UNIT 03/01/2026 G36826116 993 100000 SH SOLE 100000 0 0 FS DEVELOPMENT CORP II COM CL A 30318F100 100 10000 SH SOLE 10000 0 0 FTAC ATHENA ACQUISITION CORP UNIT 99/99/9999 G37283127 287 28691 SH SOLE 28691 0 0 FTAC OLYMPUS ACQUISITION COR *W EXP 08/28/202 G37288126 256 120711 SH SOLE 120711 0 0 FTAC OLYMPUS ACQUISITION COR CL A SHS G37288100 2738 259011 SH SOLE 259011 0 0 FINTECH ACQUISITION CORP IV CL A 31810N104 1334 119301 SH SOLE 119301 0 0 FUSION ACQUISITION CORP II UNIT 02/29/2028 36118N201 3972 400000 SH SOLE 400000 0 0 FUSION ACQUISITION CORP CL A 36118H105 3537 355150 SH SOLE 355150 0 0 FUSION ACQUISITION CORP *W EXP 06/01/202 36118H113 164 141750 SH SOLE 141750 0 0 G SQUARED ASCEND I INC UNIT 99/99/9999 G4204R125 3000 300000 SH SOLE 300000 0 0 GALILEO ACQUISITION CORP SHS G3770A102 2379 237885 SH SOLE 237885 0 0 GALILEO ACQUISITION CORP *W EXP 10/31/202 G3770A110 131 237885 SH SOLE 237885 0 0 GAMING & HOSPITALITY ACQU CO UNIT 02/04/2028 364681205 693 70000 SH SOLE 70000 0 0 GCM GROSVENOR INC *W EXP 11/17/202 36831E116 235 200902 SH SOLE 200902 0 0 GENESIS PK ACQUISITION CORP *W EXP 05/27/202 G38245125 216 98406 SH SOLE 98406 0 0 GENESIS PK ACQUISITION CORP SHS CL A G38245109 2065 196875 SH SOLE 196875 0 0 GIGCAPITAL2 INC COM 375036100 5015 500000 SH SOLE 500000 0 0 GIGCAPITAL4 INC UNIT 99/99/9999 37518G200 5922 600000 SH SOLE 600000 0 0 GLOBAL BLUE GROUP HOLDING AG *W EXP 08/28/202 H33700115 726 600000 SH SOLE 600000 0 0 GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 2954 296594 SH SOLE 296594 0 0 GLOBAL PARTNER ACQISTN CORP *W EXP 01/14/202 G3934P128 52 49432 SH SOLE 49432 0 0 GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 1411 145509 SH SOLE 145509 0 0 GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 39 75000 SH SOLE 75000 0 0 GO ACQUISITION CORP *W EXP 08/31/202 362019119 120 133333 SH SOLE 133333 0 0 GO ACQUISITION CORP COM 362019101 3940 400000 SH SOLE 400000 0 0 GOLDEN FALCON ACQUISITION CO CL A 38102H109 2901 300000 SH SOLE 300000 0 0 GORES GUGGENHEIM INC UNIT 03/25/2028 38286Q206 993 100000 SH SOLE 100000 0 0 GORES HLDGS V INC *W EXP 08/05/202 382864114 93 59808 SH SOLE 59808 0 0 GORES HLDGS V INC COM CL A 382864106 3493 350000 SH SOLE 350000 0 0 GORES HOLDINGS VII INC UNIT 02/12/2028 38286T200 2988 300000 SH SOLE 300000 0 0 GORES HLDGS VIII INC UNIT 02/01/2028 382863207 3000 300000 SH SOLE 300000 0 0 GORES METROPOULOS II INC CL A 382873107 463 46798 SH SOLE 46798 0 0 GORES TECHNOLOGY PARTNERS II UNIT 03/16/2028 38287L206 1996 200000 SH SOLE 200000 0 0 GORES TECHNOLOGY PARTNERS IN UNIT 03/16/2028 382870202 1001 100000 SH SOLE 100000 0 0 GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 14225 10000000 PRN SOLE 10000000 0 0 GREEN PLAINS INC NOTE 4.000% 7/0 393222AH7 13667 7200000 PRN SOLE 7200000 0 0 GREENROSE ACQUISITION CORP COM 395392103 3640 365419 SH SOLE 365419 0 0 GREENROSE ACQUISITION CORP *W EXP 08/11/202 395392111 415 500000 SH SOLE 500000 0 0 GROUP NINE ACQUISITION CORP COM CL A 39947R104 3454 350400 SH SOLE 350400 0 0 GROUP NINE ACQUISITION CORP *W EXP 01/15/202 39947R112 70 116799 SH SOLE 116799 0 0 GS ACQUISITION HLDGS CORP II COM CL A 36258Q105 2140 205150 SH SOLE 205150 0 0 GS ACQUISITION HLDGS CORP II *W EXP 06/30/202 36258Q113 32 14359 SH SOLE 14359 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 16828 14500000 PRN SOLE 14500000 0 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 28216 25000000 PRN SOLE 25000000 0 0 GX ACQUISITION CORP COM CL A 36251A107 8064 800000 SH SOLE 800000 0 0 GX ACQUISITION CORP II UNIT 03/17/2026 36260F204 999 100000 SH SOLE 100000 0 0 HAEMONETICS CORP MASS COM 405024100 1654 14900 SH SOLE 14900 0 0 HALOZYME THERAPEUTICS INC NOTE 1.250%12/0 40637HAB5 20287 11000000 PRN SOLE 11000000 0 0 HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 975 100000 SH SOLE 100000 0 0 HAMILTON LANE ALLIANCE HLDGS *W EXP 01/12/202 40749M111 23 33333 SH SOLE 33333 0 0 HARMONIC INC DBCV 2.000% 9/0 413160AD4 20446 18000000 SH SOLE 18000000 0 0 HAYMAKER ACQUISITION CORP II UNIT 03/01/2026 42087R207 994 100000 SH SOLE 100000 0 0 HEALTHCARE CAPITAL CORP COM CL A 42228C101 2898 300000 SH SOLE 300000 0 0 HEALTHCARE CAPITAL CORP *W EXP 12/31/202 42228C119 95 150000 SH SOLE 150000 0 0 SOC TELEMED INC *W EXP 11/30/202 78472F119 137 150000 SH SOLE 150000 0 0 HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 1303 132852 SH SOLE 132852 0 0 HENNESSY CAPITAL INVS CORP V *W EXP 01/20/202 42589T115 36 33213 SH SOLE 33213 0 0 HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 5253 5000000 PRN SOLE 5000000 0 0 HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 978 100000 SH SOLE 100000 0 0 HIGHLAND TRANSCEND PARTNERS *W EXP 99/99/999 G44690124 42 33333 SH SOLE 33333 0 0 HOLICITY INC *W EXP 08/04/202 435063110 86 29779 SH SOLE 29779 0 0 HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 7395 7500000 PRN SOLE 7500000 0 0 HORIZON ACQUISITION CORP COM CL A G46049105 1778 180000 SH SOLE 180000 0 0 HORIZON ACQUISITION CORP *W EXP 08/19/202 G46049113 66 59999 SH SOLE 59999 0 0 HPX CORP SHS CL A G32219100 2946 300000 SH SOLE 300000 0 0 HPX CORP *W EXP 07/14/202 G32219126 121 150000 SH SOLE 150000 0 0 HUDSON EXECUTIVE INVES III UNIT 02/22/2026 44376L206 3968 400000 SH SOLE 400000 0 0 HUDSON EXECUTIVE INVT CORP COM CL A 443761101 3472 350000 SH SOLE 350000 0 0 HUDSON EXECUTIVE INVS CORP I COM CL A 443760103 1988 201645 SH SOLE 201645 0 0 HUDSON EXECUTIVE INVS CORP I *W EXP 01/31/202 443760111 39 50411 SH SOLE 50411 0 0 IG ACQUISITION CORP *W EXP 10/05/202 449534114 48 50000 SH SOLE 50000 0 0 IG ACQUISITION CORP COM CL A 449534106 988 100000 SH SOLE 100000 0 0 IMAX CORP COM 45245E109 1385 68900 SH SOLE 68900 0 0 INDEPENDENCE HOLDINGS CORP UNIT 03/02/2026 G4761A119 250 25000 SH SOLE 25000 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 29865 25000000 PRN SOLE 25000000 0 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 12529 8484000 PRN SOLE 8484000 0 0 INSU ACQUISITION CORP III COM CL A 457817104 995 100000 SH SOLE 100000 0 0 INSU ACQUISITION CORP III *W EXP 12/31/202 457817112 32 33333 SH SOLE 33333 0 0 INSULET CORP NOTE 1.375%11/1 45784PAH4 43593 15541000 PRN SOLE 15541000 0 0 INTREXON CORP NOTE 3.500% 7/0 46122TAA0 4259 5000000 PRN SOLE 5000000 0 0 INVACARE CORP NOTE 5.000%11/1 461203AL5 2064 2075000 PRN SOLE 2075000 0 0 ION ACQUISITION CORP 2 LTD UNIT 99/99/9999 G49393120 707 69618 SH SOLE 69618 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 76559 74881000 PRN SOLE 74881000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 31603 33000000 PRN SOLE 33000000 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 10851 10000000 SH SOLE 10000000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 11544 10416000 PRN SOLE 10416000 0 0 ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 1454 150000 SH SOLE 150000 0 0 ISLEWORTH HEALTHCARE ACQU CO *W EXP 08/02/202 46468P110 35 75000 SH SOLE 75000 0 0 ITHAX ACQUISITION CORP CL A SHS G49775102 975 100000 SH SOLE 100000 0 0 ITHAX ACQUISITION CORP *W EXP 02/01/202 G49775128 43 50000 SH SOLE 50000 0 0 ITIQUIRA ACQUISITION CORP UNIT 02/03/2026 G49773123 497 50000 SH SOLE 50000 0 0 IVANHOE CAPITAL ACQUISTIN CO *W EXP 01/08/202 G4R87P106 23 16666 SH SOLE 16666 0 0 JACK CREEK INVESTMENT CORP CL A SHS G4989X115 5321 549708 SH SOLE 549708 0 0 JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 146 274854 SH SOLE 274854 0 0 JAWS MUSTANG ACQUISITION COR UNIT 99/99/9999 G50737116 1652 162721 SH SOLE 162721 0 0 JAWS SPITFIRE ACQUISITION CO SHS CL A G50740102 3075 300000 SH SOLE 300000 0 0 JAWS SPITFIRE ACQUISITION CO *W EXP 12/01/202 G50740110 34 17500 SH SOLE 17500 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 77068 75452000 PRN SOLE 75452000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 8727 8000000 PRN SOLE 8000000 0 0 JIYA ACQUISITION CORP COM CL A 47760M102 98 10000 SH SOLE 10000 0 0 JOFF FINTECH ACQUISITION COR UNIT 02/03/2026 46592C209 2985 300000 SH SOLE 300000 0 0 JUNIPER INDL HLDGS INC *W EXP 11/13/202 48205G114 549 199700 SH SOLE 199700 0 0 KADEM SUSTAINABLE IMPACT COR UNIT 03/17/2026 48284E204 17092 1730000 SH SOLE 1730000 0 0 KAIROS ACQUISITION CORP CL A SHS G52110114 2438 250000 SH SOLE 250000 0 0 KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 68 125000 SH SOLE 125000 0 0 KBR INC NOTE 2.500%11/0 48242WAB2 18284 11500000 PRN SOLE 11500000 0 0 KENSINGTON CAPITAL ACQUISITI UNIT 99/99/9999 49006L203 513 50000 SH SOLE 50000 0 0 KERNEL GROUP HOLDINGS INC UNIT 99/99/9999 G5259L111 1248 125000 SH SOLE 125000 0 0 KHOSLA VENTURES ACQUSTN CO I COM CL A 482505104 1512 150000 SH SOLE 150000 0 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 1494 150000 SH SOLE 150000 0 0 KHOSLA VENTURES ACQUISITION CL A 482504107 1010 100000 SH SOLE 100000 0 0 KINGSWOOD ACQUISITION CORP COM CL A 496861105 1689 170000 SH SOLE 170000 0 0 KINGSWOOD ACQUISITION CORP *W EXP 05/01/202 496861113 68 127500 SH SOLE 127500 0 0 KINS TECHNOLOGY GROUP INC *W EXP 10/14/202 49714K117 98 150000 SH SOLE 150000 0 0 KISMET ACQUISITION ONE CORP SHS G52753103 5990 605042 SH SOLE 605042 0 0 KISMET ACQUISITION ONE CORP *W EXP 99/99/999 G52753111 100 124999 SH SOLE 124999 0 0 KISMET ACQUISITION THREE COR UNIT 99/99/9999 G5276C128 1482 150000 SH SOLE 150000 0 0 KISMET ACQUISITION TWO CORP UNIT 99/99/9999 G52807123 1089 109591 SH SOLE 109591 0 0 KKR ACQUISITION HOLDING I CO UNIT 99/99/9999 48253T208 1001 100000 SH SOLE 100000 0 0 KL ACQUISITION CORP COM CL A 49837C109 944 97300 SH SOLE 97300 0 0 KL ACQUISITION CORP *W EXP 01/12/202 49837C117 22 33333 SH SOLE 33333 0 0 KLUDEIN I ACQUISITION CORP CL A 49878L109 487 50000 SH SOLE 50000 0 0 KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 14 25000 SH SOLE 25000 0 0 KNOWLES CORP NOTE 3.250%11/0 49926DAB5 26736 22430000 PRN SOLE 22430000 0 0 L CATTERTON ASIA ACQUISITION UNIT 03/11/2026 G5346G109 995 100000 SH SOLE 100000 0 0 L&F ACQUISITION CORP *W EXP 05/23/202 G53702117 50 75000 SH SOLE 75000 0 0 L&F ACQUISITION CORP SHS CL A G53702109 1445 146715 SH SOLE 146715 0 0 LANDCADIA HOLDINGS III INC COM CL A 51476H100 1757 175502 SH SOLE 175502 0 0 LAZARD GROWTH ACQUISITION CO UNIT 99/99/9999 G54035129 5995 599464 SH SOLE 599464 0 0 LDH GROWTH CORP I UNIT 03/17/2026 G54094118 202 20000 SH SOLE 20000 0 0 LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 47 40500 SH SOLE 40500 0 0 LEGATO MERGER CORP COM 52473X106 726 75000 SH SOLE 75000 0 0 LEGATO MERGER CORP *W EXP 12/31/202 52473X114 36 75000 SH SOLE 75000 0 0 LEISURE ACQUISITION CORP *W EXP 99/99/999 52539T115 83 100000 SH SOLE 100000 0 0 LEO HLDGS CORP II COM CL A G5463R102 2916 300000 SH SOLE 300000 0 0 LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 56 75000 SH SOLE 75000 0 0 LEO HOLDINGS III CORP UNIT 99/99/9999 G5463T116 1093 111490 SH SOLE 111490 0 0 LERER HIPPEAU ACQUISITION CO CL A 526749106 1238 125000 SH SOLE 125000 0 0 LEVERE HOLDINGS CORP UNIT 03/09/2026 G5462L114 873 87600 SH SOLE 87600 0 0 LGL SYS ACQUISITION CORP COM CL A 50201G106 6088 612515 SH SOLE 612515 0 0 LGL SYS ACQUISITION CORP *W EXP 11/12/202 50201G114 476 378095 SH SOLE 378095 0 0 LIBERTY INTERACTIVE LLC NOTE 1.750% 9/1 530610AD6 44859 24395000 PRN SOLE 24395000 0 0 LIBERTY LATIN AMERICA LTD NOTE 2.000% 7/1 53069QAB5 10032 10000000 PRN SOLE 10000000 0 0 LIVE OAK ACQUISITION CORP II COM CL A 53804W106 629 63000 SH SOLE 63000 0 0 LIVE OAK MOBILITY ACQUISI CO UNIT 03/01/2028 538126202 1996 200000 SH SOLE 200000 0 0 LMF ACQUISITION OPPORTUNIT I CL A COM 502015100 392 40000 SH SOLE 40000 0 0 LMF ACQUISITION OPPORTUNIT I *W EXP 01/26/202 502015118 16 40000 SH SOLE 40000 0 0 LOCUST WALK ACQUISITION CORP COM CL A 54015L103 975 100000 SH SOLE 100000 0 0 LOCUST WALK ACQUISITION CORP *W EXP 12/31/202 54015L111 20 33333 SH SOLE 33333 0 0 LONGVIEW ACQUISITION CORP II UNIT 99/99/9999 54319Q204 1506 150000 SH SOLE 150000 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 20091 12500000 PRN SOLE 12500000 0 0 MALACCA STRAITS ACQUISITION *W EXP 99/99/999 G5859B109 24 32637 SH SOLE 32637 0 0 MARLIN TECHNOLOGY CORP CL A SHS G58411102 3364 350000 SH SOLE 350000 0 0 MARLIN TECHNOLOGY CORP *W EXP 01/12/202 G58411110 85 116666 SH SOLE 116666 0 0 MARQUEE RAINE ACQUISITION CO CL A SHS G58442107 296 30000 SH SOLE 30000 0 0 MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 1942 200000 SH SOLE 200000 0 0 MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 42 66667 SH SOLE 66667 0 0 MATCH GROUP FINANCECO NOTE 0.875% 10/0 44931RAA0 284362 90696000 PRN SOLE 90696000 0 0 MCAP ACQUISITION CORP UNIT 02/18/2030 55282T208 995 100000 SH SOLE 100000 0 0 MDH ACQUISITION CORP UNIT 99/99/9999 55283P205 1491 150000 SH SOLE 150000 0 0 MEDTECH ACQUISITION CORP COM CL A 58507N105 193 20000 SH SOLE 20000 0 0 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 105975 31612000 PRN SOLE 31612000 0 0 MERIDA MERGER CORP I COM 58953M106 4886 494532 SH SOLE 494532 0 0 MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 332 286595 SH SOLE 286595 0 0 MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 165467 18697000 PRN SOLE 18697000 0 0 MONTES ARCHIMEDES ACQUISITIO *W EXP 99/99/999 612657114 170 200000 SH SOLE 200000 0 0 MONTES ARCHIMEDES ACQUISITIO COM CL A 612657106 3857 394425 SH SOLE 394425 0 0 MONUMENT CIRCLE ACQUISITN CO COM CL A 61531M101 2407 250000 SH SOLE 250000 0 0 MONUMENT CIRCLE ACQUISITN CO *W EXP 01/14/202 61531M119 62 125000 SH SOLE 125000 0 0 MORINGA ACQUISITION CORP UNIT 02/16/2026 G6S23K116 993 100000 SH SOLE 100000 0 0 MOTION ACQUISITION CORP COM CL A 61980M107 985 100000 SH SOLE 100000 0 0 MOTIVE CAPITAL CORP SHS CL A G6293A103 3920 400000 SH SOLE 400000 0 0 MOTIVE CAPITAL CORP *W EXP 12/31/202 G6293A111 117 133333 SH SOLE 133333 0 0 MUDRICK CAPITAL ACQU CORP II COM CL A 62477L107 3434 350000 SH SOLE 350000 0 0 MUDRICK CAPITAL ACQU CORP II *W EXP 09/10/202 62477L115 110 175000 SH SOLE 175000 0 0 THE MUSIC ACQUISITION CORP UNIT 99/99/9999 62752R209 749 75000 SH SOLE 75000 0 0 NANOSTRING TECHNOLOGIES INC NOTE 2.625% 5/0 63009RAD1 11193 6930000 PRN SOLE 6930000 0 0 NATERA INC NOTE 2.250% 5/0 632307AA2 27633 10000000 PRN SOLE 10000000 0 0 NAVSIGHT HLDGS INC CL A 639358100 3006 300000 SH SOLE 300000 0 0 NAVSIGHT HLDGS INC *W EXP 01/01/203 639358118 237 150000 SH SOLE 150000 0 0 NCL CORPORATION LTD NOTE 6.000% 5/1 62886HAS0 21297 9500000 PRN SOLE 9500000 0 0 NEBULA CARAVEL ACQUISITION C COM CL A 629070103 1488 150000 SH SOLE 150000 0 0 NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 30123 20000000 PRN SOLE 20000000 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 61849 45447000 PRN SOLE 45447000 0 0 NEW BEGINNINGS ACQUISITION C COM 64222H100 4302 430234 SH SOLE 430234 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 38756 39501000 PRN SOLE 39501000 0 0 NEW VISTA ACQUISITION CORP UNIT 02/01/2026 G6529L113 2278 228048 SH SOLE 228048 0 0 NEWHOLD INVESTMENT CORP COM CL A 651448102 1001 100000 SH SOLE 100000 0 0 NEWHOLD INVESTMENT CORP *W EXP 03/10/202 651448110 83 50000 SH SOLE 50000 0 0 NEXTGEN ACQUISITION CORP CL A G65305107 5514 555826 SH SOLE 555826 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 27722 10579000 PRN SOLE 10579000 0 0 NIGHTDRAGON ACQUISITION CORP UNIT 02/26/20266 65413D204 510 50000 SH SOLE 50000 0 0 NOBLE ROCK ACQUISITION CORP UNIT 01/31/2028 G6546R127 1978 200000 SH SOLE 200000 0 0 NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 3483 350000 SH SOLE 350000 0 0 NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 70 116667 SH SOLE 116667 0 0 NORTH MOUNTAIN MERGER CORP COM CL A 661204107 1848 186338 SH SOLE 186338 0 0 NORTH MOUNTAIN MERGER CORP *W EXP 09/16/202 661204115 110 100000 SH SOLE 100000 0 0 NORTHERN GENESIS ACQUISITION COMMON STOCK 66516U101 1488 150000 SH SOLE 150000 0 0 NORTHERN GENESIS ACQUISITION *W EXP 01/15/202 66516U119 58 50000 SH SOLE 50000 0 0 NORTHERN STAR INVSTMNT CORP COM CLASS A 66573W107 5694 569371 SH SOLE 569371 0 0 NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 27 20000 SH SOLE 20000 0 0 NORTHERN STAR INVEST CORP IV UNIT 02/25/2028 66575B200 992 100000 SH SOLE 100000 0 0 NORTHERN STAR INVEST CORP II UNIT 02/25/2028 66574L209 995 100000 SH SOLE 100000 0 0 NORTONLIFELOCK INC NOTE 2.000% 8/1 668771AA6 68417 58317000 PRN SOLE 58317000 0 0 NOVUS CAPITAL CORPORATION II UNIT 99/99/9999 67012W203 3000 300000 SH SOLE 300000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 5857 5000000 SH SOLE 5000000 0 0 NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 57508 27000000 SH SOLE 27000000 0 0 NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 100535 54202000 SH SOLE 54202000 0 0 NUTANIX INC NOTE 1/1 67059NAB4 7350 7500000 PRN SOLE 7500000 0 0 OAK STR HEALTH INC COM 67181A107 3745 69000 SH SOLE 69000 0 0 OAKTREE ACQUISITION CORP II CL A SHS G6715X103 2492 251941 SH SOLE 251941 0 0 OAKTREE ACQUISITION CORP II *W EXP 09/15/202 G6715X111 88 70399 SH SOLE 70399 0 0 OCA ACQUISITION CORP COM CL A 670865104 977 100000 SH SOLE 100000 0 0 OCA ACQUISITION CORP *W EXP 01/14/202 670865112 23 50000 SH SOLE 50000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 30534 22598000 PRN SOLE 22598000 0 0 OMEGA ALPHA SPAC CL A G6749V107 99 10000 SH SOLE 10000 0 0 OMEROS CORP NOTE 6.250%11/1 682143AE2 2441 2000000 PRN SOLE 2000000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 24731 11882000 PRN SOLE 11882000 0 0 ONE COM CL A G7000X105 790 68154 SH SOLE 68154 0 0 ONE *W EXP 08/17/202 G7000X121 75 28034 SH SOLE 28034 0 0 ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 2928 300000 SH SOLE 300000 0 0 ONE EQUITY PARTNERS OPEN WTR *W EXP 01/14/202 68237L113 70 100000 SH SOLE 100000 0 0 OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 2963 2250000 PRN SOLE 2250000 0 0 ORION ACQUISITION CORP UNIT 02/19/2026 68626A207 350 35000 SH SOLE 35000 0 0 OSPREY TECHNLGY AQUISTION CO COM CL A 68839R104 2552 247256 SH SOLE 247256 0 0 OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 336 198855 SH SOLE 198855 0 0 OTR ACQUISITION CORP *W EXP 11/30/202 67113Q113 92 150000 SH SOLE 150000 0 0 OTR ACQUISITION CORP COM CL A 67113Q105 2988 300000 SH SOLE 300000 0 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 13253 10772000 PRN SOLE 10772000 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 41698 31500000 PRN SOLE 31500000 0 0 PARTS ID INC COM CL A 702141102 193 24608 SH SOLE 24608 0 0 PATHFINDER ACQUISITION CORP UNIT 02/17/2026 G04119114 396 40000 SH SOLE 40000 0 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 8829 7991000 PRN SOLE 7991000 0 0 PERIDOT ACQUISITION CORP SHS CL A G7008A115 1334 125285 SH SOLE 125285 0 0 PERIDOT ACQUISITION CORP II UNIT 99/99/9999 G7008B113 2485 250000 SH SOLE 250000 0 0 PERIDOT ACQUISITION CORP *W EXP 11/30/202 G7008A107 58 34584 SH SOLE 34584 0 0 PERIPHAS CAPITAL PARTNERING COM CL A 713895100 1424 59998 SH SOLE 59998 0 0 PERIPHAS CAPITAL PARTNERING *W EXP 12/10/202 713895118 32 15000 SH SOLE 15000 0 0 PERSHING SQUARE TONTINE HLDG COM CL A 71531R109 530 22091 SH SOLE 22091 0 0 PG&E CORP UNIT 99/99/9999 69331C140 2867 25000 SH SOLE 25000 0 0 PIONEER MERGER CORP CL A SHS G7S24C103 1944 200000 SH SOLE 200000 0 0 PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111 62 66666 SH SOLE 66666 0 0 PIVOTAL INVESTMENT CORP III UNIT 01/28/2028 72582M205 3000 300000 SH SOLE 300000 0 0 PLUM ACQUISITION CORP I UNIT 03/15/2026 G7134L100 995 100000 SH SOLE 100000 0 0 PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 59149 60000000 PRN SOLE 60000000 0 0 PMV CONSUMER ACQUISITION COR *W EXP 08/31/202 693486110 154 200000 SH SOLE 200000 0 0 PMV CONSUMER ACQUISITION COR COM 693486102 3880 400000 SH SOLE 400000 0 0 POEMA GLOBAL HOLDINGS CORP CL A SHS G7154B107 1467 150000 SH SOLE 150000 0 0 POEMA GLOBAL HOLDINGS CORP *W EXP 01/08/202 G7154B115 41 75000 SH SOLE 75000 0 0 PONTEM CORPORATION SHS CL A G71707106 1936 200000 SH SOLE 200000 0 0 PONTEM CORPORATION *W EXP 01/05/202 G71707122 50 66666 SH SOLE 66666 0 0 POPULATION HEALTH INVS CO IN *W EXP 10/01/202 G71716115 125 117699 SH SOLE 117699 0 0 POPULATION HEALTH INVS CO IN SHS CL A G71716107 3482 353100 SH SOLE 353100 0 0 POWER & DIGITAL INFRA ACQ CO UNIT 99/99/9999 739190205 2010 200000 SH SOLE 200000 0 0 POWERED BRANDS CL A G7209M108 486 50000 SH SOLE 50000 0 0 POWERED BRANDS *W EXP 01/07/202 G7209M116 13 16666 SH SOLE 16666 0 0 PRETIUM RES INC NOTE 2.250% 3/1 74139CAB8 9710 9462000 PRN SOLE 9462000 0 0 PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 392 40000 SH SOLE 40000 0 0 PRIMAVERA CAPITAL ACQUIST CO *W EXP 01/19/202 G7255E117 16 20000 SH SOLE 20000 0 0 PRIME IMPACT ACQUISITION I SHS CL A G61074103 2919 300000 SH SOLE 300000 0 0 PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 82 100000 SH SOLE 100000 0 0 PRIVETERRA ACQUISITION CORP UNIT 99/99/9999 74275N201 4970 500000 SH SOLE 500000 0 0 PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 8548 8000000 PRN SOLE 8000000 0 0 PROPTECH INVESTMENT CORP II COM CL A 743497109 2369 241999 SH SOLE 241999 0 0 PROPTECH INVESTMENT CORP II *W EXP 12/08/202 743497117 70 83333 SH SOLE 83333 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 5107 5075000 PRN SOLE 5075000 0 0 PROSPECTOR CAPITAL CORP CL A G7273A105 973 100000 SH SOLE 100000 0 0 PROSPECTOR CAPITAL CORP *W EXP 01/01/202 G7273A113 34 33333 SH SOLE 33333 0 0 PROVIDENT ACQUISITION CORP CL A G7282L100 977 100000 SH SOLE 100000 0 0 PROVIDENT ACQUISITION CORP *W EXP 01/08/202 G7282L126 40 50000 SH SOLE 50000 0 0 PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 17981 15519000 PRN SOLE 15519000 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 26942 24445000 PRN SOLE 24445000 0 0 PWP FORWARD ACQUISITION CORP UNIT 03/10/2026 74709Q200 2491 250000 SH SOLE 250000 0 0 QELL ACQUISITION CORP *W EXP 10/01/202 G7307X113 72 41999 SH SOLE 41999 0 0 QELL ACQUISITION CORP CL A G7307X105 2036 200000 SH SOLE 200000 0 0 QUEENS GAMBIT GROWTH CAPITAL CL A SHS G7315C101 2910 300000 SH SOLE 300000 0 0 QUEENS GAMBIT GROWTH CAPITAL *W EXP 01/19/202 G7315C119 107 100000 SH SOLE 100000 0 0 RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 4733 5000000 PRN SOLE 5000000 0 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 12297 10250000 PRN SOLE 10250000 0 0 REALPAGE INC NOTE 1.500%11/1 75606NAB5 24051 11500000 PRN SOLE 11500000 0 0 RECHARGE ACQUISITION CORP COM CL A 756229100 979 100000 SH SOLE 100000 0 0 RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 39 50000 SH SOLE 50000 0 0 REDBALL ACQUISITION CORP COM CL A G7417R105 7080 711606 SH SOLE 711606 0 0 REDBALL ACQUISITION CORP *W EXP 08/17/202 G7417R113 326 239817 SH SOLE 239817 0 0 REINVENT TECHNOLOGY PARTNERS SHS CL A G74847107 105 10496 SH SOLE 10496 0 0 REINVENT TECHNOLOGY PARTNERS UNIT 03/12/2026 G7484L114 2008 200000 SH SOLE 200000 0 0 REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 375 300000 SH SOLE 300000 0 0 REVOLUTION ACCELERTN ACQU CO COM CL A 76156P106 1742 171826 SH SOLE 171826 0 0 REVOLUTION ACCELERTN ACQU CO *W EXP 12/01/202 76156P114 66 33333 SH SOLE 33333 0 0 REVOLUTION HEALTHCAR AQ CORP UNIT 03/18/20266 76155Y207 2011 200000 SH SOLE 200000 0 0 RMG ACQUISITION CORP II CL A SHS G76083107 3507 350000 SH SOLE 350000 0 0 RMG ACQUISITION CORP II *W EXP 12/27/202 G76083123 168 116666 SH SOLE 116666 0 0 RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 2325 233713 SH SOLE 233713 0 0 ROCKET INTERNET GRWT OPRT CO UNIT 99/99/9999 G7613T111 1001 100000 SH SOLE 100000 0 0 ROSECLIFF ACQUISITION CORP I UNIT 99/99/9999 77732R202 1984 200000 SH SOLE 200000 0 0 ROSS ACQUISITION CORP II UNIT 99/99/9999 G7641C122 1992 200000 SH SOLE 200000 0 0 ROTH CH ACQUISITION II CO *W EXP 09/16/202 778673111 32 25000 SH SOLE 25000 0 0 ROTOR ACQUISITION CORP COM 77879W105 490 50000 SH SOLE 50000 0 0 ROTOR ACQUISITION CORP *W EXP 06/15/202 77879W113 16 25000 SH SOLE 25000 0 0 SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 11457 6148000 PRN SOLE 6148000 0 0 SANDBRIDGE ACQUISITION CORP COM CL A 799793104 2478 250000 SH SOLE 250000 0 0 SANDBRIDGE ACQUISITION CORP *W EXP 09/14/202 799793112 102 100000 SH SOLE 100000 0 0 SARISSA CAPITAL ACQUISITN CO *W EXP 10/23/202 G7823W110 77 51134 SH SOLE 51134 0 0 SARISSA CAPITAL ACQUISITN CO CL A G7823W102 1394 138063 SH SOLE 138063 0 0 SC HEALTH CORP COM CL A G78516203 1008 100000 SH SOLE 100000 0 0 SCIENCE STRATEGIC ACQ ALPHA COM CL A 808641104 664 69000 SH SOLE 69000 0 0 SCIENCE STRATEGIC ACQ ALPHA *W EXP 01/20/202 808641112 14 23000 SH SOLE 23000 0 0 SCION TECH GROWTH I CL A SHS G31067104 4900 500000 SH SOLE 500000 0 0 SCION TECH GROWTH I *W EXP 11/01/202 G31067112 153 166666 SH SOLE 166666 0 0 SCION TECH GROWTH II UNIT 99/99/9999 G31070124 1583 150000 SH SOLE 150000 0 0 SCP & CO HEALTHCARE ACQUSTN COM CL A 784065104 1930 200000 SH SOLE 200000 0 0 SCP & CO HEALTHCARE ACQUSTN *W EXP 01/27/202 784065112 59 100000 SH SOLE 100000 0 0 SCVX CORP COM G79448208 5294 536940 SH SOLE 536940 0 0 SENIOR CONNECT ACQUISITN COR COM CL A 81723H108 4860 500000 SH SOLE 500000 0 0 SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116 178 250000 SH SOLE 250000 0 0 SILVER CREST ACQUISITION COR CL A SHS G81355102 3395 350000 SH SOLE 350000 0 0 SILVER CREST ACQUISITION COR *W EXP 12/15/202 G81355128 89 175000 SH SOLE 175000 0 0 SILVER SPIKE ACQUISITN CORP UNIT 02/26/2026 G8201H121 995 100000 SH SOLE 100000 0 0 SILVERBOX ENGAGED MERGER CO UNIT 03/31/2028 82836L200 1239 125000 SH SOLE 125000 0 0 SIMON PROPERTY GRP ACQ HOLDI UNIT 99/99/9999 82880R202 2616 260342 SH SOLE 260342 0 0 SLAM CORP UNIT 99/99/9999 G8210L113 2480 250000 SH SOLE 250000 0 0 SNAP INC NOTE 0.250% 5/0 83304AAC0 97989 40000000 PRN SOLE 40000000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 41299 17500000 PRN SOLE 17500000 0 0 SOARING EAGLE ACQUISITION CO UNIT 02/23/2026 G8354H100 2530 250000 SH SOLE 250000 0 0 SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G8251L113 166 63000 SH SOLE 63000 0 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 3467 323731 SH SOLE 323731 0 0 SOCIAL LEVERAGE ACQUISN CORP UNIT 99/99/9999 83363K201 1990 200000 SH SOLE 200000 0 0 SOUTHWESTERN ENERGY CO COM 845467109 116 25000 SH SOLE 25000 0 0 SPARTAN ACQUISITION CORP II COM 846775104 2092 199991 SH SOLE 199991 0 0 SPARTAN ACQUISITION CORP II *W EXP 11/28/202 846775112 258 141200 SH SOLE 141200 0 0 SPARTAN ACQUISITION CORP III UNIT 99/99/9999 84677R205 2285 227862 SH SOLE 227862 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 46381 40500000 PRN SOLE 40500000 0 0 SPORTS ENTERTAINMENT ACQU CO COM CL A 84918M106 5873 601086 SH SOLE 601086 0 0 SPORTS ENTERTAINMENT ACQU CO *W EXP 10/30/202 84918M114 331 300543 SH SOLE 300543 0 0 SPORTS VENTURES ACQUISIN COR CL A SHS G8372A103 962 100000 SH SOLE 100000 0 0 SPORTS VENTURES ACQUISIN COR *W EXP 11/30/202 G8372A129 53 33333 SH SOLE 33333 0 0 SPORTSTEK ACQUISITION CORP UNIT 02/16/2028 849196209 1988 200000 SH SOLE 200000 0 0 SPRING VY ACQUISITION CORP CL A G8377A108 1011 100000 SH SOLE 100000 0 0 5 SQUARE INC NOTE 0.500% 5/1 852234AD5 120187 41061000 PRN SOLE 41061000 0 0 7 STAR PEAK CORP II COM CL A 855179107 404 40000 SH SOLE 40000 0 0 STAR PEAK CORP II *W EXP 12/24/202 855179115 15 10000 SH SOLE 10000 0 0 STARBOARD VALUE ACQUISITN CO *W EXP 09/10/202 85521J117 85 56696 SH SOLE 56696 0 0 STARBOARD VALUE ACQUISITN CO COM CL A 85521J109 6951 700000 SH SOLE 700000 0 0 SUPERNOVA PARTNERS ACQUISITI *W EXP 10/16/202 86846V116 100 54000 SH SOLE 54000 0 0 SUPERNOVA PARTNERS ACQUISITI COM CL A 86846V108 2764 273400 SH SOLE 273400 0 0 SUPERNOVA PARTNERS ACQUISTN UNIT 99/99/9999 G8T86C113 2008 200000 SH SOLE 200000 0 0 SUPERNOVA PARTN ACQ CO III L UNIT 99/99/9999 G8T90F110 1000 100000 SH SOLE 100000 0 0 SUSTAINABLE DEVELP ACQU I CO UNIT 02/04/2026 86934L202 746 75000 SH SOLE 75000 0 0 SUSTAINABLE OPPORTNTS ACQ CO *W EXP 99/99/999 G8598Y117 61 67500 SH SOLE 67500 0 0 SVF INVESTMENT CORP 2 CL A SHS G8601M100 101 10000 SH SOLE 10000 0 0 SVF INVESTMENT CORP 3 CL A SHS G8601N108 419 41457 SH SOLE 41457 0 0 SVF INVESTMENT CORP CL A SHS G8601L102 919 90000 SH SOLE 90000 0 0 SVF INVESTMENT CORP *W EXP 12/20/202 G8601L128 37 18000 SH SOLE 18000 0 0 SWITCHBACK II CORPORATION COM CL A G8633T115 393 40000 SH SOLE 40000 0 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 115514 62394000 PRN SOLE 62394000 0 0 TAILWIND INTERNATNAL ACQ COR UNIT 99/99/9999 G8662F127 989 100000 SH SOLE 100000 0 0 TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 9 50000 SH SOLE 50000 0 0 TASTEMAKER ACQUISITION CORP COM CL A 876545104 2922 300000 SH SOLE 300000 0 0 TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 87 150000 SH SOLE 150000 0 0 TCW SPECIAL PURPOSE ACQU COR UNIT 99/99/9999 87301L205 1990 200000 SH SOLE 200000 0 0 TECH AND ENERGY TRANSITION UNIT 03/31/2028 87823R201 1000 100000 SH SOLE 100000 0 0 THAYER VENTURES ACQU CORP COM CL A 88332T100 743 75000 SH SOLE 75000 0 0 THAYER VENTURES ACQU CORP *W EXP 01/01/203 88332T118 23 37500 SH SOLE 37500 0 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 5680 5500000 PRN SOLE 5500000 0 0 THIMBLE POINT ACQUISITION CO UNIT 99/99/9999 88408P206 1000 100000 SH SOLE 100000 0 0 THOMA BRAVO ADVANTAGE COM CL A G88272102 423 40500 SH SOLE 40500 0 0 THUNDER BRDG ACQUISTION II L CL A SHS G8857S116 2605 250000 SH SOLE 250000 0 0 THUNDER BRDG ACQUISTION II L *W EXP 11/30/202 G8857S108 194 88586 SH SOLE 88586 0 0 THUNDER BRIDGE CAP PRTNRS II UNIT 02/15/2028 88605T209 2967 300000 SH SOLE 300000 0 0 TIGA ACQUISITION CORP *W EXP 11/06/202 G88672111 65 50000 SH SOLE 50000 0 0 TISHMAN SPEYER INNOVATION CO U UNIT 02/11/2026 88825H209 3000 300000 SH SOLE 300000 0 0 TLG ACQUISITION ONE CORP COM CL A 87257M108 2109 217900 SH SOLE 217900 0 0 TLG ACQUISITION ONE CORP *W EXP 01/25/202 87257M116 41 72633 SH SOLE 72633 0 0 TORTOISE ACQUISITION CORP II COM CL A G89554102 1189 108598 SH SOLE 108598 0 0 TPG PACE TECH OPPORTUNITIES *W EXP 10/09/202 G8990Y129 36 27000 SH SOLE 27000 0 0 TPG PACE TECH OPPORTUNITIES CL A COM G8990Y103 3469 350000 SH SOLE 350000 0 0 TWIN RIDGE CAPITAL ACQUIS CO UNIT 99/99/9999 G9151L112 1990 200000 SH SOLE 200000 0 0 TREBIA ACQUISITION CORP COM CL A G9027T109 1940 194823 SH SOLE 194823 0 0 TREBIA ACQUISITION CORP *W EXP 99/99/999 G9027T117 91 60750 SH SOLE 60750 0 0 TREPONT ACQUISITION CORP I SHS CL A G9095M101 1962 200000 SH SOLE 200000 0 0 TREPONT ACQUISITION CORP I *W EXP 11/24/202 G9095M127 72 100000 SH SOLE 100000 0 0 TUATARA CAPITAL ACQUISITN CO UNIT 99/99/9999 G9118J127 1000 100000 SH SOLE 100000 0 0 TUSCAN HLDGS CORP II COM 90070A103 2270 225000 SH SOLE 225000 0 0 TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 96 120400 SH SOLE 120400 0 0 TWC TECH HLDGS II CORP COM 90117G105 3985 405000 SH SOLE 405000 0 0 TWC TECH HLDGS II CORP *W EXP 09/15/202 90117G113 142 134999 SH SOLE 134999 0 0 TWELVE SEAS INVESTMENT CO II UNIT 99/99/9999 90118T205 985 100000 SH SOLE 100000 0 0 TWILIO INC NOTE 0.250% 6/0 90138FAB8 13406 2789000 PRN SOLE 2789000 0 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 41604 40000000 PRN SOLE 40000000 0 0 TAILWIND ACQUISITION CORP COM CL A 87403Q102 1488 150000 SH SOLE 150000 0 0 TWO COM CL A G9152V101 995 100000 SH SOLE 100000 0 0 TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 1408 145000 SH SOLE 145000 0 0 TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 29 48333 SH SOLE 48333 0 0 UNION ACQUISITION CORP II SHS G9402Q100 4020 400000 SH SOLE 400000 0 0 UNION ACQUISITION CORP II *W EXP 04/01/202 G9402Q126 272 400000 SH SOLE 400000 0 0 USHG ACQUISITION CORP UNIT 99/99/9999 91748P209 201 20000 SH SOLE 20000 0 0 UWM HOLDINGS CORPORATION *W EXP 01/21/202 91823B117 37 20560 SH SOLE 20560 0 0 VECTOR ACQUISITION CORP *W EXP 09/30/202 G9442R118 57 20093 SH SOLE 20093 0 0 VECTOR ACQUISITION CORP II CL A SHS G9460A104 990 100000 SH SOLE 100000 0 0 VECTOR ACQUISITION CORP COM CL A G9442R126 256 21657 SH SOLE 21657 0 0 VELOCITY ACQUISITION CORP UNIT 99/99/9999 92259E203 1479 150000 SH SOLE 150000 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 92752 81800000 PRN SOLE 81800000 0 0 VESPER HEALTHCARE ACQSTN COR *W EXP 09/30/202 92538T112 187 90047 SH SOLE 90047 0 0 VESPER HEALTHCARE ACQSTN COR COM CL A 92538T104 3004 278111 SH SOLE 278111 0 0 VG ACQUISITION CORP SHS CL A G9446E105 3843 377916 SH SOLE 377916 0 0 VG ACQUISITION CORP *W EXP 09/29/202 G9446E113 235 139999 SH SOLE 139999 0 0 VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 21273 16800000 PRN SOLE 16800000 0 0 VIEW INC *W EXP 03/08/202 92671V114 261 149999 SH SOLE 149999 0 0 VIRGIN GROUP ACQUISIT CORP I UNIT 99/99/9999 G9460K110 1986 200000 SH SOLE 200000 0 0 VIRTUOSO ACQUISITION CORP COM CL A 92837J104 3385 350000 SH SOLE 350000 0 0 VIRTUOSO ACQUISITION CORP *W EXP 01/31/202 92837J112 105 175000 SH SOLE 175000 0 0 VISTAS MEDIA ACQUISITION CO COM CL A 92840T107 990 100000 SH SOLE 100000 0 0 VISTAS MEDIA ACQUISITION CO *W EXP 08/01/202 92840T115 124 200000 SH SOLE 200000 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 25166 23814000 PRN SOLE 23814000 0 0 VY GLOBAL GROWTH COM CL A G9444H100 1639 162000 SH SOLE 162000 0 0 VY GLOBAL GROWTH *W EXP 01/30/203 G9444H118 73 35900 SH SOLE 35900 0 0 WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9460M116 2771 277700 SH SOLE 277700 0 0 WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9461D123 3024 300000 SH SOLE 300000 0 0 WARRIOR TECHNOLOGIES ACQUI C UNIT 03/31/2028 936273200 248 25000 SH SOLE 25000 0 0 WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 105 50000 SH SOLE 50000 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 38824 22500000 PRN SOLE 22500000 0 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 22987 17500000 PRN SOLE 17500000 0 0 YELLOWSTONE ACQUISITION CO *W EXP 10/21/202 98566K113 115 125000 SH SOLE 125000 0 0 YELLOWSTONE ACQUISITION CO COM CL A 98566K105 2481 248625 SH SOLE 248625 0 0 YUCAIPA ACQUISITION CORP *W EXP 99/99/999 G9879L113 327 233333 SH SOLE 233333 0 0 YUCAIPA ACQUISITION CORP COM G9879L105 6895 700000 SH SOLE 700000 0 0 ZENDESK INC NOTE 0.250% 3/1 98936JAB7 19024 8927000 PRN SOLE 8927000 0 0 Z-WORK ACQUISITION CORP COM CL A 98880C102 1656 166592 SH SOLE 166592 0 0 Z-WORK ACQUISITION CORP *W EXP 01/04/202 98880C110 40 55530 SH SOLE 55530 0 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 20549 15036000 PRN SOLE 15036000 0 0