Chief Compliance Officer

0001493152-21-020167.txt : 20210816 0001493152-21-020167.hdr.sgml : 20210816 20210816161328 ACCESSION NUMBER: 0001493152-21-020167 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210816 DATE AS OF CHANGE: 20210816 EFFECTIVENESS DATE: 20210816 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: 211178304 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 06-30-2021 06-30-2021 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 08-16-2021 0 793 4606311 INFORMATION TABLE 2 infotable.xml 10X CAPITAL VENTURE ACQU COR COM CL A 88025V107 5976 600000 SH SOLE 600000 0 0 23ANDME HOLDING CO *W EXP 06/16/202 90138Q116 424 139999 SH SOLE 139999 0 0 26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 82 75000 SH SOLE 75000 0 0 26 CAPITAL ACQUISITION CORP COM CL A 90138P100 733 75442 SH SOLE 75442 0 0 7GC & CO HOLDINGS INC *W EXP 12/23/202 81786A115 40 50000 SH SOLE 50000 0 0 7GC & CO HOLDINGS INC COM CL A 81786A107 968 100000 SH SOLE 100000 0 0 890 5TH AVE PARTNERS INC *W EXP 01/12/202 28250A113 21 16666 SH SOLE 16666 0 0 890 5TH AVE PARTNERS INC COM CL A 28250A105 2958 300000 SH SOLE 300000 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 10607 8500000 PRN SOLE 8500000 0 0 ABG ACQUISITION CORP I CL A SHS G00496102 1494 152469 SH SOLE 152469 0 0 ACCELERATE ACQUISITION CORP *W EXP 06/15/202 00439D110 41 33333 SH SOLE 33333 0 0 ACCELERATE ACQUISITION CORP COM CL A 00439D102 969 100000 SH SOLE 100000 0 0 ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 264 133769 SH SOLE 133769 0 0 ACE CONVERGENCE ACQU CORP CL A G0083D120 2987 300000 SH SOLE 300000 0 0 ACON S2 ACQUISITION CORP *W EXP 09/15/202 G00748114 74 50000 SH SOLE 50000 0 0 ACON S2 ACQUISITION CORP CL SHS G00748106 1485 150000 SH SOLE 150000 0 0 ACORDA THERAPEUTICS INC NOTE 6.000%12/0 00484MAC0 1467 2000000 PRN SOLE 2000000 0 0 ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110 26 37500 SH SOLE 37500 0 0 ADIT EDTECH ACQUISITION CORP COMMON STOCK 007024102 727 75000 SH SOLE 75000 0 0 ADVANCED MERGER PARTNERS INC COM CL A 00777J109 487 50000 SH SOLE 50000 0 0 AEA-BRIDGES IMPACT CORP *W EXP 09/19/202 G01046112 154 160820 SH SOLE 160820 0 0 AEA-BRIDGES IMPACT CORP SHS CL A G01046104 2761 283500 SH SOLE 283500 0 0 AERSALE CORPORATION *W EXP 12/22/202 00810F114 548 192370 SH SOLE 192370 0 0 AJAX I COM G0190X100 4482 450000 SH SOLE 450000 0 0 ALKURI GLOBAL ACQUISITION CO *W EXP 02/09/202 66981N111 47 31889 SH SOLE 31889 0 0 ALKURI GLOBAL ACQUISITION CO COM CL A 66981N103 2473 250000 SH SOLE 250000 0 0 ALPHA CAPITAL ACQUISITION CO *W EXP 02/16/202 G0316P122 20 25000 SH SOLE 25000 0 0 ALPHA CAPITAL ACQUISITION CO CL A ORD SHS G0316P130 486 50000 SH SOLE 50000 0 0 ALPHA HEALTHCARE ACQUISTN CO CL A 020751103 1019 100000 SH SOLE 100000 0 0 ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 56078 36000000 PRN SOLE 36000000 0 0 ALTIMAR ACQUISITION CORP II *W EXP 02/09/202 G03709121 12 10000 SH SOLE 10000 0 0 ALTIMAR ACQUISITION CORP II SHS CL A G03709105 389 40000 SH SOLE 40000 0 0 ALTIMAR ACQUISITION CORP III SHS CL A G0370U108 244 25000 SH SOLE 25000 0 0 ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 42 50000 SH SOLE 50000 0 0 ALTITUDE ACQUISITION CORP COM CL A 02156Y103 1469 150000 SH SOLE 150000 0 0 ALUSSA ENERGY ACQUISITION CO *W EXP 10/31/202 G0232J119 123 58245 SH SOLE 58245 0 0 AMERICAS TECHNOLOGY ACQSN CO SHS G0404A102 363 36297 SH SOLE 36297 0 0 AMERICAS TECHNOLOGY ACQSN CO *W EXP 12/31/202 G0404A110 49 75100 SH SOLE 75100 0 0 AMPLITUDE HLTHCRE AQUSTIN CO *W EXP 12/01/202 03212A113 288 250000 SH SOLE 250000 0 0 AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 4970 500000 SH SOLE 500000 0 0 ANDINA ACQUISITION CORP III SHS G04415108 1740 168747 SH SOLE 168747 0 0 ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 48 50000 SH SOLE 50000 0 0 ANZU SPECIAL ACQUISITIN CORP COM CL A 03737A101 1460 150000 SH SOLE 150000 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 2803 1500000 PRN SOLE 1500000 0 0 APOLLO STRATEGIC GROWTH CAPT *W EXP 10/29/202 G0411R114 357 300000 SH SOLE 300000 0 0 APOLLO STRATEGIC GROWTH CAPT SHS CL A G0411R106 8802 900000 SH SOLE 900000 0 0 APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 50 39999 SH SOLE 39999 0 0 APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 1948 200000 SH SOLE 200000 0 0 ARCLIGHT CLEAN TRANSITION II *W EXP 03/16/202 G0R21B112 17 10000 SH SOLE 10000 0 0 ARCLIGHT CLEAN TRANSITION II CLASS A ORD SHS G0R21B104 490 50000 SH SOLE 50000 0 0 ARCTOS NORTHSTAR ACQUIS CORP *W EXP 99/99/999 G0477L126 63 62500 SH SOLE 62500 0 0 ARCTOS NORTHSTAR ACQUIS CORP SHS CL A G0477L100 2492 250000 SH SOLE 250000 0 0 ARES ACQUISITION CORPORATION *W EXP 99/99/999 G33032122 100 80000 SH SOLE 80000 0 0 ARES ACQUISITION CORPORATION COM CL A G33032106 3900 400000 SH SOLE 400000 0 0 ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110 43 50000 SH SOLE 50000 0 0 ARROWROOT ACQUISITION CORP CL A COM 04282M102 965 100000 SH SOLE 100000 0 0 ASCENDANT DIGITAL ACQUISITIO *W EXP 07/28/202 G05155117 326 200000 SH SOLE 200000 0 0 ASCENDANT DIGITAL ACQUISITIO COM CL A G05155109 4478 450000 SH SOLE 450000 0 0 ASPIRATIONAL CONSUMER LIFEST *W EXP 09/19/202 G05436111 192 100000 SH SOLE 100000 0 0 ASPIRATIONAL CONSUMER LIFEST COM G05436103 2994 300000 SH SOLE 300000 0 0 ATHLON ACQUISITION CORP *W EXP 01/12/202 04748A114 33 50000 SH SOLE 50000 0 0 ATHLON ACQUISITION CORP COM CL A 04748A106 965 99910 SH SOLE 99910 0 0 ATI PHYSICAL THERAPY INC *W EXP 08/10/202 00216W117 72 31500 SH SOLE 31500 0 0 ATLAS CREST INVESTMENT CORP *W EXP 02/03/202 049287113 58 50000 SH SOLE 50000 0 0 ATLAS CREST INVESTMENT CORP COM CL A 049287105 1950 200000 SH SOLE 200000 0 0 ATLAS CREST INVT CORP COM 049284102 4980 500000 SH SOLE 500000 0 0 AURORA ACQUISITION CORP CLASS A ORD SHS G0698L103 991 100000 SH SOLE 100000 0 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 81 64871 SH SOLE 64871 0 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633D125 130 75000 SH SOLE 75000 0 0 AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 2525 259488 SH SOLE 259488 0 0 AUSTERLITZ ACQUISITION CORP SHS CL A G0633D109 5295 533724 SH SOLE 533724 0 0 AUTHENTIC EQUITY ACQUISTN CO *W EXP 01/20/202 G06607124 43 50000 SH SOLE 50000 0 0 AUTHENTIC EQUITY ACQUISTN CO CL A SHS G06607108 965 100000 SH SOLE 100000 0 0 AVANTI ACQUISITION CORP *W EXP 99/99/999 G0682V125 221 212677 SH SOLE 212677 0 0 AVANTI ACQUISITION CORP SHS CL A G0682V109 4710 483524 SH SOLE 483524 0 0 B RILEY PRINCIPAL 150 MERGER COM CL A 05601V103 98 10000 SH SOLE 10000 0 0 BCLS ACQUISITION CORP COM CL A G0904B105 123 11700 SH SOLE 11700 0 0 BCTG ACQUISITION CORP COM 05492W103 895 78664 SH SOLE 78664 0 0 BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 8113 8540000 PRN SOLE 8540000 0 0 BIG SKY GROWTH PARTNERS INC *W EXP 04/01/202 08954L110 28 25000 SH SOLE 25000 0 0 BIG SKY GROWTH PARTNERS INC CLASS A COM 08954L102 995 100000 SH SOLE 100000 0 0 BIOTECH ACQUISITION COMPANY *W EXP 11/30/202 G1125A116 121 140290 SH SOLE 140290 0 0 BIOTECH ACQUISITION COMPANY CL A SHS G1125A108 1390 143758 SH SOLE 143758 0 0 BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 96 99999 SH SOLE 99999 0 0 BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 2913 300000 SH SOLE 300000 0 0 BOA ACQUISITION CORP *W EXP 02/22/202 05601A117 70 83332 SH SOLE 83332 0 0 BOA ACQUISITION CORP COM CL A 05601A109 2418 250000 SH SOLE 250000 0 0 BOWX ACQUISITION CORP *W EXP 08/03/202 103085114 167 50000 SH SOLE 50000 0 0 BOWX ACQUISITION CORP CL A 103085106 741 64396 SH SOLE 64396 0 0 BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 138 14307 SH SOLE 14307 0 0 BRIGHT LIGHTS ACQUISITION CO *W EXP 01/01/202 10920K119 40 50000 SH SOLE 50000 0 0 BROADSCALE ACQUISITION CORP *W EXP 02/02/202 11134Y119 13 10674 SH SOLE 10674 0 0 BROADSCALE ACQUISITION CORP COM CL A 11134Y101 415 42696 SH SOLE 42696 0 0 BROADSTONE ACQUISITION CORP *W EXP 09/15/202 G1739V126 120 100000 SH SOLE 100000 0 0 BROADSTONE ACQUISITION CORP SHS CL A G1739V100 4050 409940 SH SOLE 409940 0 0 CA HEALTHCARE ACQUISITION CO COM CL A 12510W107 2961 300000 SH SOLE 300000 0 0 CAPITOL INVESTMENT CORP V *W EXP 99/99/999 14064F118 44 33333 SH SOLE 33333 0 0 CAPITOL INVESTMENT CORP V COM CL A 14064F100 1994 200000 SH SOLE 200000 0 0 CAPSTAR SPL PURP ACQUISITION COM CL A 14070Y101 1958 200000 SH SOLE 200000 0 0 CAPSTAR SPL PURP ACQUISITION *W EXP 99/99/999 14070Y119 180 200000 SH SOLE 200000 0 0 CARNEY TECHNOLOGY ACQU CORP *W EXP 11/30/202 143636116 157 166666 SH SOLE 166666 0 0 CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 4855 500000 SH SOLE 500000 0 0 CARTESIAN GROWTH CORP *W EXP 02/26/202 G19276115 70 83333 SH SOLE 83333 0 0 CARTESIAN GROWTH CORP CL A SHS G19276107 2425 249999 SH SOLE 249999 0 0 CASCADE ACQUISITION CORP *W EXP 11/30/202 147151112 50 50000 SH SOLE 50000 0 0 CASCADE ACQUISITION CORP COM CL A 147151104 988 100000 SH SOLE 100000 0 0 CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 33 33333 SH SOLE 33333 0 0 CC NEUBERGER PRIN HLDGS II *W EXP 07/29/202 G3166T111 138 101250 SH SOLE 101250 0 0 CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 4451 450000 SH SOLE 450000 0 0 CC NEUBERGER PRINCIPAL HOLDN *W EXP 99/99/999 G1992N126 53 41105 SH SOLE 41105 0 0 CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 2010 205527 SH SOLE 205527 0 0 CENTRICUS ACQUISITION CORP *W EXP 02/04/202 G2072Q120 17 12500 SH SOLE 12500 0 0 CENTRICUS ACQUISITION CORP CL A SHS G2072Q104 2970 300000 SH SOLE 300000 0 0 CERBERUS TELECOM ACQUISITION *W EXP 99/99/999 G2040C120 83 50000 SH SOLE 50000 0 0 CERBERUS TELECOM ACQUISITION SHS CL A G2040C104 2979 300000 SH SOLE 300000 0 0 CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 109 100000 SH SOLE 100000 0 0 CF ACQUISITION CORP IV COM CL A 12520T102 2907 300000 SH SOLE 300000 0 0 CF ACQUISITION CORP V *W EXP 01/25/202 12520R114 101 91779 SH SOLE 91779 0 0 CF ACQUISITION CORP V CL A 12520R106 2718 275337 SH SOLE 275337 0 0 CF ACQUISITION CORP VI *W EXP 02/18/202 12521J111 71 75000 SH SOLE 75000 0 0 CF ACQUISITION CORP VI COM CL A 12521J103 2922 300000 SH SOLE 300000 0 0 CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 26 25000 SH SOLE 25000 0 0 CF ACQUISITION CORP VIII CLASS A COM 12520C109 986 100000 SH SOLE 100000 0 0 CF FIN ACQUISITION CORP III *W EXP 09/30/202 12529D116 120 74249 SH SOLE 74249 0 0 CF FIN ACQUISITION CORP III CL A 12529D108 3009 300000 SH SOLE 300000 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 36226 21447000 PRN SOLE 21447000 0 0 CHP MERGER CORP *W EXP 11/22/202 12558Y114 342 375000 SH SOLE 375000 0 0 CHP MERGER CORP COM CL A 12558Y106 7463 750000 SH SOLE 750000 0 0 CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 155 75000 SH SOLE 75000 0 0 CHURCHILL CAPITAL CORP V COM CL A 17144T107 3021 300000 SH SOLE 300000 0 0 CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 83 60000 SH SOLE 60000 0 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 2919 300000 SH SOLE 300000 0 0 CITIC CAPITAL ACQUISITION CO *W EXP 01/17/202 G21513117 239 225000 SH SOLE 225000 0 0 CITIC CAPITAL ACQUISITION CO COM CL A G21513109 4460 450000 SH SOLE 450000 0 0 CLARIM ACQUISITION CORP *W EXP 01/05/202 18049C116 28 33533 SH SOLE 33533 0 0 CLARIM ACQUISITION CORP COM CL A 18049C108 971 100600 SH SOLE 100600 0 0 CLASS ACCELERATION CORP *W EXP 03/31/202 18274B114 101 128162 SH SOLE 128162 0 0 CLASS ACCELERATION CORP COM 18274B106 2484 256325 SH SOLE 256325 0 0 CLIMATE REAL IMPACT SLUTINS *W EXP 01/29/202 187171111 49 35000 SH SOLE 35000 0 0 CLIMATE REAL IMPACT SLUTINS COM CL A 187171103 1727 175000 SH SOLE 175000 0 0 COHN ROBBINS HOLDINGS CORP *W EXP 08/28/202 G23726113 111 94499 SH SOLE 94499 0 0 COHN ROBBINS HOLDINGS CORP COM CL A G23726105 3103 315000 SH SOLE 315000 0 0 COLICITY INC *W EXP 02/24/202 194170114 69 44675 SH SOLE 44675 0 0 COLICITY INC COM CL A 194170106 2178 223381 SH SOLE 223381 0 0 COLONNADE ACQUISITION CORP I *W EXP 99/99/999 G2284B119 32 30000 SH SOLE 30000 0 0 COLONNADE ACQUISITION CORP I SHS CL A G2284B101 1465 150000 SH SOLE 150000 0 0 COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115 38 25000 SH SOLE 25000 0 0 COMPUTE HEALTH ACQUISITIN CO COM CL A 204833107 1964 200000 SH SOLE 200000 0 0 CONCORD ACQUISITION CORP *W EXP 12/28/202 206071110 125 125000 SH SOLE 125000 0 0 CONCORD ACQUISITION CORP COM CL A 206071102 2463 250000 SH SOLE 250000 0 0 CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 60 66666 SH SOLE 66666 0 0 CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 1958 200000 SH SOLE 200000 0 0 CONX CORP *W EXP 10/30/202 212873111 182 135000 SH SOLE 135000 0 0 CONX CORP COM CL A 212873103 5916 600000 SH SOLE 600000 0 0 CORAZON CAPITAL V838 MONOCER *W EXP 03/24/202 G24237128 34 33333 SH SOLE 33333 0 0 CORAZON CAPITAL V838 MONOCER CLASS A ORD SHS G24237102 970 100000 SH SOLE 100000 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 80 66666 SH SOLE 66666 0 0 CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 1948 200000 SH SOLE 200000 0 0 COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 8728 7560000 PRN SOLE 7560000 0 0 COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 28580 16500000 PRN SOLE 16500000 0 0 COVA ACQUISITION CORP *W EXP 02/05/202 G2554Y120 67 75000 SH SOLE 75000 0 0 COVA ACQUISITION CORP CL A SHS G2554Y104 1441 148692 SH SOLE 148692 0 0 CREE INC NOTE 0.875% 9/0 225447AB7 66281 39657000 PRN SOLE 39657000 0 0 CROWN PROPTECH ACQUISITIONS *W EXP 99/99/999 G25741110 57 69879 SH SOLE 69879 0 0 CROWN PROPTECH ACQUISITIONS SHS CL A G25741102 3052 309800 SH SOLE 309800 0 0 CRUCIBLE ACQUISITION CORP *W EXP 12/26/202 22877P116 18 16666 SH SOLE 16666 0 0 CRUCIBLE ACQUISITION CORP COM CL A 22877P108 485 50000 SH SOLE 50000 0 0 CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 24163 23005000 PRN SOLE 23005000 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 41917 38592000 PRN SOLE 38592000 0 0 D AND Z MEDIA ACQUISITION CO *W EXP 01/27/202 23305Q114 63 66666 SH SOLE 66666 0 0 D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 971 100000 SH SOLE 100000 0 0 D8 HOLDINGS CORP SHS CL A G2614K110 1994 200000 SH SOLE 200000 0 0 D8 HOLDINGS CORP *W EXP 08/05/202 G2614K128 415 250000 SH SOLE 250000 0 0 DD3 ACQUISITION CORP II COM CL A 23318M100 515 51890 SH SOLE 51890 0 0 DECARBONIZATION PLUS ACQU CO *W EXP 10/02/202 242797116 188 82200 SH SOLE 82200 0 0 DECARBONIZATION PLUS ACQU CO COM CL A 242797108 2062 200000 SH SOLE 200000 0 0 DECARBONIZATION PLUS ACQU II *W EXP 01/19/202 242794113 22 15000 SH SOLE 15000 0 0 DECARBONIZATION PLUS ACQU II *W EXP 03/19/202 24279D113 85 33333 SH SOLE 33333 0 0 DECARBONIZATION PLUS ACQU II CLASS A COM 24279D105 1037 100000 SH SOLE 100000 0 0 DECARBONIZATION PLUS ACQU II COM CL A 242794105 5922 600000 SH SOLE 600000 0 0 DEEP LAKE CAPITAL ACQUSTN CO CL A SHS G27029100 493 50000 SH SOLE 50000 0 0 DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118 46 50000 SH SOLE 50000 0 0 DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 72 100000 SH SOLE 100000 0 0 DELWINDS INS ACQUISITION COR COM CLS A 24803C102 1723 176000 SH SOLE 176000 0 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 35386 33767000 PRN SOLE 33767000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 255779 98214000 PRN SOLE 98214000 0 0 DFP HEALTHCARE ACQUISITNS CO *W EXP 03/31/202 23343Q118 43 25000 SH SOLE 25000 0 0 DFP HEALTHCARE ACQUISITNS CO COM CL A 23343Q100 1396 140287 SH SOLE 140287 0 0 DHB CAPITAL CORP *W EXP 03/31/202 23291W117 15 16666 SH SOLE 16666 0 0 DHB CAPITAL CORP CL A COM 23291W109 489 50000 SH SOLE 50000 0 0 DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 37 36666 SH SOLE 36666 0 0 DHC ACQUISITION CORP CLASS A ORD SHS G2758T109 1067 110000 SH SOLE 110000 0 0 DIAMONDHEAD HOLDINGS CORP *W EXP 01/28/202 25278L113 81 75000 SH SOLE 75000 0 0 DIAMONDHEAD HOLDINGS CORP CL A 25278L105 2910 300000 SH SOLE 300000 0 0 DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 138 97300 SH SOLE 97300 0 0 DMY TECHNOLOGY GROUP INC III *W EXP 99/99/999 233278118 123 38563 SH SOLE 38563 0 0 DMY TECHNOLOGY GROUP INC III COM CLASS A 233278100 4156 388754 SH SOLE 388754 0 0 DMY TECHNOLOGY GROUP INC IV *W EXP 03/04/202 23344K110 28 20000 SH SOLE 20000 0 0 DMY TECHNOLOGY GROUP INC IV COM CL A 23344K102 977 100000 SH SOLE 100000 0 0 DPCM CAP INC *W EXP 10/14/202 23344P119 139 108000 SH SOLE 108000 0 0 DPCM CAP INC COM CL A 23344P101 3201 324000 SH SOLE 324000 0 0 DRAGONEER GROWTH OPPORTUN CO COM CL A G28302100 1494 149997 SH SOLE 149997 0 0 DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 1500 150000 SH SOLE 150000 0 0 DUNE ACQUISITION CORP COM CL A 265334102 605 61900 SH SOLE 61900 0 0 DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 50 62500 SH SOLE 62500 0 0 DYNAMICS SPECIAL PURPOSE COR CLASS A COM 268010105 1014 102000 SH SOLE 102000 0 0 E MERGE TECHNOLOGY ACQUISITI *W EXP 07/30/202 26873Y112 131 134999 SH SOLE 134999 0 0 E MERGE TECHNOLOGY ACQUISITI COM CL A 26873Y104 4880 500000 SH SOLE 500000 0 0 EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 66 62500 SH SOLE 62500 0 0 EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 56 200000 SH SOLE 200000 0 0 EAST STONE ACQUISITION CORP RIGHT 02/24/2027 G2911D132 76 200000 SH SOLE 200000 0 0 EAST STONE ACQUISITION CORP SHS G2911D108 3027 300000 SH SOLE 300000 0 0 ECP ENVIRONMENTAL GW OPT COR *W EXP 03/01/202 26829T118 61 43750 SH SOLE 43750 0 0 ECP ENVIRONMENTAL GW OPT COR COM CL A 26829T100 1706 175000 SH SOLE 175000 0 0 EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 175 250000 SH SOLE 250000 0 0 EDIFY ACQUISITION CORP CL A 28059Q103 4828 500000 SH SOLE 500000 0 0 EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 47 77236 SH SOLE 77236 0 0 EDTECHX HOLDINGS ACQU CORP I COM CL A 28139A102 1534 154473 SH SOLE 154473 0 0 EJF ACQUISITION CORP *W EXP 03/10/202 G2955B125 55 66666 SH SOLE 66666 0 0 EJF ACQUISITION CORP CL A SHS G2955B109 1936 200000 SH SOLE 200000 0 0 ELECTRIC LAST MILE SOLUTNS I *W EXP 08/24/202 28489L112 72 31959 SH SOLE 31959 0 0 ELLIOTT OPPORTUNITY II CORP UNIT 99/99/9999 G30092129 2503 250000 SH SOLE 250000 0 0 EMPOWER LTD *W EXP 11/30/202 G3R39W110 251 133333 SH SOLE 133333 0 0 EMPOWER LTD CL A COM G3R39W102 5005 500000 SH SOLE 500000 0 0 EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 39 50000 SH SOLE 50000 0 0 EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 961 98211 SH SOLE 98211 0 0 ENDEAVOUR MINING CORP NOTE 3.000% 2/1 29257YAA2 34529 30000000 PRN SOLE 30000000 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 3708 3000000 PRN SOLE 3000000 0 0 ENVIRONMENTAL IMPACT ACQU CO *W EXP 09/30/202 29408N114 81 75000 SH SOLE 75000 0 0 ENVIRONMENTAL IMPACT ACQU CO COM CL A 29408N106 1435 146300 SH SOLE 146300 0 0 EPIPHANY TECHNOLOGY ACQUISIT *W EXP 01/12/202 29429X117 74 66666 SH SOLE 66666 0 0 EPIPHANY TECHNOLOGY ACQUISIT COM CL A 29429X109 1946 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 118 100000 SH SOLE 100000 0 0 EQUITY DISTR ACQUISITION COR COM CL A 29465E106 2958 300000 SH SOLE 300000 0 0 EUROPEAN BIOTECH ACQUTN CORP *W EXP 03/06/202 G3167F128 32 33333 SH SOLE 33333 0 0 EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 974 100000 SH SOLE 100000 0 0 EUROPEAN SUSTAINABLE GROWTH CL A SHS G3194F109 121 12500 SH SOLE 12500 0 0 EUROPEAN SUSTAINABLE GROWTH *W EXP 01/21/202 G3194F117 12 12500 SH SOLE 12500 0 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 12340 9000000 PRN SOLE 9000000 0 0 EXECUTIVE NETWORK PARTNERING *W EXP 09/25/202 30158L118 124 125000 SH SOLE 125000 0 0 EXECUTIVE NETWORK PARTNERING CL A 30158L100 3907 401105 SH SOLE 401105 0 0 FALCON CAPITAL ACQUISITN COR *W EXP 08/20/202 30606L116 145 80999 SH SOLE 80999 0 0 FAR PEAK ACQUISITION CORP SHS CL A G3312L103 381 38271 SH SOLE 38271 0 0 FAR PEAK ACQUISITION CORP *W EXP 12/07/202 G3312L111 189 133333 SH SOLE 133333 0 0 FAST ACQUISITION CORP *W EXP 08/25/202 311875116 409 137094 SH SOLE 137094 0 0 FAST ACQUISITION CORP II *W EXP 03/16/202 311874119 31 25000 SH SOLE 25000 0 0 FAST ACQUISITION CORP II CL A 311874101 979 100000 SH SOLE 100000 0 0 FG NEW AMER ACQUISITION CORP COM 30259V106 3574 350000 SH SOLE 350000 0 0 FIGURE ACQUISITION CORP I *W EXP 03/31/202 302438114 35 25000 SH SOLE 25000 0 0 FIGURE ACQUISITION CORP I COM CL A 302438106 1000 100000 SH SOLE 100000 0 0 FINANCE OF AMERICA COMPAN *W EXP 04/08/202 31738L115 402 300000 SH SOLE 300000 0 0 FINSERV ACQUISITION CORP II COM CL A 31809Y103 243 25000 SH SOLE 25000 0 0 FINTECH ACQUISITION CORP VI UNIT 06/24/2026 31811H205 252 25000 SH SOLE 25000 0 0 FINTECH EVOLUTION ACQUIS GRO *W EXP 03/31/202 G3R19A120 50 50000 SH SOLE 50000 0 0 FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 1446 150000 SH SOLE 150000 0 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 31779 28000000 PRN SOLE 28000000 0 0 FIREEYE INC NOTE 1.625% 6/0 31816QAD3 30037 30092000 PRN SOLE 30092000 0 0 FIRSTMARK HORIZON ACQUISITIO *W EXP 09/26/202 33765Y119 124 81000 SH SOLE 81000 0 0 FIRSTMARK HORIZON ACQUISITIO CL A COM 33765Y101 2413 243000 SH SOLE 243000 0 0 FLAME ACQUISITION CORP *W EXP 02/26/202 33850F116 54 50000 SH SOLE 50000 0 0 FLAME ACQUISITION CORP COM CL A 33850F108 966 100000 SH SOLE 100000 0 0 FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 4566 5000000 PRN SOLE 5000000 0 0 FORESIGHT ACQUISITION CORP *W EXP 01/29/202 34552Y114 140 100624 SH SOLE 100624 0 0 FORESIGHT ACQUISITION CORP CL A 34552Y106 4451 450000 SH SOLE 450000 0 0 FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111 56 40000 SH SOLE 40000 0 0 FOREST ROAD ACQUISITION COR CL A 34619V103 1960 200000 SH SOLE 200000 0 0 FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 341 35000 SH SOLE 35000 0 0 FORTISTAR SUSTAINABLE SOL CO *W EXP 01/14/202 34962M114 39 35000 SH SOLE 35000 0 0 FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 62939 62500000 PRN SOLE 62500000 0 0 FORTRESS CAPITAL ACQUISITION *W EXP 99/99/999 G36427121 129 120052 SH SOLE 120052 0 0 FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 5907 600261 SH SOLE 600261 0 0 FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 14 11525 SH SOLE 11525 0 0 FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 566 57625 SH SOLE 57625 0 0 FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 30 25000 SH SOLE 25000 0 0 FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 1962 200000 SH SOLE 200000 0 0 FORUM MERGER IV CORP *W EXP 03/15/202 349875112 64 50000 SH SOLE 50000 0 0 FORUM MERGER IV CORP CLASS A COM 349875104 1955 200000 SH SOLE 200000 0 0 FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 244 25000 SH SOLE 25000 0 0 FREEDOM ACQUISITION I CORP *W EXP 99/99/999 G3663X128 26 24072 SH SOLE 24072 0 0 FREEDOM ACQUISITION I CORP SHS CL A G3663X110 934 96288 SH SOLE 96288 0 0 FRONTIER ACQUISITION CORP *W EXP 03/04/202 G36826124 35 25000 SH SOLE 25000 0 0 FRONTIER ACQUISITION CORP CLASS A ORD SHS G36826108 976 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 CL A SHS G37283101 290 29391 SH SOLE 29391 0 0 FUSION ACQUISITION CORP *W EXP 06/01/202 36118H113 198 141750 SH SOLE 141750 0 0 FUSION ACQUISITION CORP CL A 36118H105 3534 355150 SH SOLE 355150 0 0 FUSION ACQUISITION CORP II *W EXP 02/29/202 36118N110 131 133333 SH SOLE 133333 0 0 FUSION ACQUISITION CORP II COM CL A 36118N102 3868 400000 SH SOLE 400000 0 0 G SQUARED ASCEND I INC *W EXP 02/01/202 G4204R117 73 60000 SH SOLE 60000 0 0 G SQUARED ASCEND I INC SHS CL A G4204R109 2961 300000 SH SOLE 300000 0 0 G SQUARED ASCEND II INC UNIT 99/99/9999 G42041114 1001 100000 SH SOLE 100000 0 0 GALILEO ACQUISITION CORP *W EXP 10/31/202 G3770A110 278 237885 SH SOLE 237885 0 0 GALILEO ACQUISITION CORP SHS G3770A102 4500 450000 SH SOLE 450000 0 0 GAMING & HOSPITALITY ACQU CO *W EXP 02/04/202 364681114 25 23333 SH SOLE 23333 0 0 GAMING & HOSPITALITY ACQU CO COM CL A 364681106 533 54897 SH SOLE 54897 0 0 GCM GROSVENOR INC *W EXP 11/17/202 36831E116 309 200902 SH SOLE 200902 0 0 GENESIS PK ACQUISITION CORP *W EXP 05/27/202 G38245125 240 98406 SH SOLE 98406 0 0 GENESIS PK ACQUISITION CORP SHS CL A G38245109 2030 196875 SH SOLE 196875 0 0 GIGCAPITAL4 INC *W EXP 02/08/202 37518G119 228 200000 SH SOLE 200000 0 0 GIGCAPITAL4 INC COM 37518G101 6895 700000 SH SOLE 700000 0 0 GLOBAL BLUE GROUP HOLDING AG *W EXP 08/28/202 H33700115 888 600000 SH SOLE 600000 0 0 GLOBAL PARTNER ACQISTN CORP *W EXP 01/14/202 G3934P128 52 49432 SH SOLE 49432 0 0 GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 2895 296594 SH SOLE 296594 0 0 GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 694 71520 SH SOLE 71520 0 0 GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 59 75000 SH SOLE 75000 0 0 GO ACQUISITION CORP *W EXP 08/31/202 362019119 147 133333 SH SOLE 133333 0 0 GO ACQUISITION CORP COM 362019101 3912 400000 SH SOLE 400000 0 0 GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 140 150000 SH SOLE 150000 0 0 GOLDEN FALCON ACQUISITION CO CL A 38102H109 2916 300000 SH SOLE 300000 0 0 GOOD WORKS ACQUISITION CORP COM 38216X107 995 100000 SH SOLE 100000 0 0 GORES GUGGENHEIM INC *W EXP 03/25/202 38286Q115 27 20000 SH SOLE 20000 0 0 GORES GUGGENHEIM INC CLASS A COM 38286Q107 989 101304 SH SOLE 101304 0 0 GORES HLDGS V INC *W EXP 08/05/202 382864114 122 59808 SH SOLE 59808 0 0 GORES HLDGS V INC COM CL A 382864106 3535 350000 SH SOLE 350000 0 0 GORES HLDGS VIII INC *W EXP 03/01/202 382863116 49 37499 SH SOLE 37499 0 0 GORES HLDGS VIII INC CL A 382863108 2976 300000 SH SOLE 300000 0 0 GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 51 37500 SH SOLE 37500 0 0 GORES HOLDINGS VII INC COM CL A 38286T101 2970 300000 SH SOLE 300000 0 0 GORES METROPOULOS II INC CL A 382873107 989 100000 SH SOLE 100000 0 0 GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 72 40000 SH SOLE 40000 0 0 GORES TECHNOLOGY PARTNERS II CLASS A COM 38287L107 1990 200000 SH SOLE 200000 0 0 GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 25 20000 SH SOLE 20000 0 0 GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 1005 100000 SH SOLE 100000 0 0 GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 14601 10000000 PRN SOLE 10000000 0 0 GREEN PLAINS INC NOTE 4.000% 7/0 393222AH7 16414 7200000 PRN SOLE 7200000 0 0 GREENROSE ACQUISITION CORP COM 395392103 3651 365419 SH SOLE 365419 0 0 GREENROSE ACQUISITION CORP *W EXP 08/11/202 395392111 360 500000 SH SOLE 500000 0 0 GROUP NINE ACQUISITION CORP *W EXP 01/15/202 39947R112 138 116799 SH SOLE 116799 0 0 GROUP NINE ACQUISITION CORP COM CL A 39947R104 3427 350400 SH SOLE 350400 0 0 GS ACQUISITION HLDGS CORP II *W EXP 06/30/202 36258Q113 32 14359 SH SOLE 14359 0 0 GS ACQUISITION HLDGS CORP II COM CL A 36258Q105 2654 255150 SH SOLE 255150 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 18106 14500000 PRN SOLE 14500000 0 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 35199 30000000 PRN SOLE 30000000 0 0 GX ACQUISITION CORP II *W EXP 03/17/202 36260F113 31 33333 SH SOLE 33333 0 0 GX ACQUISITION CORP II CLASS A COM 36260F105 965 100000 SH SOLE 100000 0 0 HALOZYME THERAPEUTICS INC NOTE 1.250%12/0 40637HAB5 22065 11250000 PRN SOLE 11250000 0 0 HAMILTON LANE ALLIANCE HLDGS *W EXP 01/12/202 40749M111 30 33333 SH SOLE 33333 0 0 HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 488 50000 SH SOLE 50000 0 0 HARMONIC INC DBCV 2.000% 9/0 413160AD4 21844 18000000 SH SOLE 18000000 0 0 HAYMAKER ACQUISITION CORP II *W EXP 03/04/202 42087R116 26 25000 SH SOLE 25000 0 0 HAYMAKER ACQUISITION CORP II CLASS A COM 42087R108 968 100000 SH SOLE 100000 0 0 HEALTHCARE CAPITAL CORP *W EXP 12/31/202 42228C119 108 150000 SH SOLE 150000 0 0 HEALTHCARE CAPITAL CORP COM CL A 42228C101 2889 299417 SH SOLE 299417 0 0 HENNESSY CAPITAL INVS CORP V *W EXP 01/20/202 42589T115 81 33213 SH SOLE 33213 0 0 HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 2613 258420 SH SOLE 258420 0 0 HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 11100 10087000 PRN SOLE 10087000 0 0 HIGHLAND TRANSCEND PARTNERS *W EXP 99/99/999 G44690124 37 33333 SH SOLE 33333 0 0 HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 973 100000 SH SOLE 100000 0 0 HOLICITY INC *W EXP 08/04/202 435063110 110 29779 SH SOLE 29779 0 0 HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 1893 1913000 PRN SOLE 1913000 0 0 HORIZON ACQUISITION CORP *W EXP 08/19/202 G46049113 107 59999 SH SOLE 59999 0 0 HORIZON ACQUISITION CORP COM CL A G46049105 2736 275000 SH SOLE 275000 0 0 HPX CORP *W EXP 07/14/202 G32219126 132 150000 SH SOLE 150000 0 0 HPX CORP SHS CL A G32219100 2955 300000 SH SOLE 300000 0 0 HUBSPOT INC NOTE 0.375% 6/0 443573AD2 10595 5000000 PRN SOLE 5000000 0 0 HUDSON EXECUTIVE INVES III *W EXP 02/22/202 44376L115 90 80000 SH SOLE 80000 0 0 HUDSON EXECUTIVE INVES III COM CL A 44376L107 3902 400000 SH SOLE 400000 0 0 HUDSON EXECUTIVE INVS CORP I *W EXP 01/31/202 443760111 60 50411 SH SOLE 50411 0 0 HUDSON EXECUTIVE INVS CORP I COM CL A 443760103 1958 201645 SH SOLE 201645 0 0 I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 9164 9000000 PRN SOLE 9000000 0 0 IG ACQUISITION CORP *W EXP 10/05/202 449534114 56 50000 SH SOLE 50000 0 0 IG ACQUISITION CORP COM CL A 449534106 974 100000 SH SOLE 100000 0 0 II-VI INC NOTE 0.250% 9/0 902104AB4 3165 2000000 PRN SOLE 2000000 0 0 INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS G4761A101 248 25000 SH SOLE 25000 0 0 INDIE SEMICONDUCTOR INC *W EXP 06/15/202 45569U119 187 88586 SH SOLE 88586 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 30865 25000000 PRN SOLE 25000000 0 0 INSU ACQUISITION CORP III *W EXP 12/31/202 457817112 39 33333 SH SOLE 33333 0 0 INSU ACQUISITION CORP III COM CL A 457817104 1942 200000 SH SOLE 200000 0 0 INTREXON CORP NOTE 3.500% 7/0 46122TAA0 4522 5000000 PRN SOLE 5000000 0 0 INVACARE CORP NOTE 5.000%11/1 461203AL5 2059 2075000 PRN SOLE 2075000 0 0 ION ACQUISITION CORP 2 LTD SHS CL A G49393104 1484 150000 SH SOLE 150000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 38742 41774000 PRN SOLE 41774000 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 11014 10000000 SH SOLE 10000000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 12212 10416000 PRN SOLE 10416000 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 5171 5165000 PRN SOLE 5165000 0 0 ISLEWORTH HEALTHCARE ACQU CO *W EXP 08/02/202 46468P110 53 75000 SH SOLE 75000 0 0 ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 1463 149316 SH SOLE 149316 0 0 ITHAX ACQUISITION CORP *W EXP 02/01/202 G49775128 34 50000 SH SOLE 50000 0 0 ITHAX ACQUISITION CORP CL A SHS G49775102 495 50924 SH SOLE 50924 0 0 ITIQUIRA ACQUISITION CORP *W EXP 02/03/202 G49773115 21 25000 SH SOLE 25000 0 0 ITIQUIRA ACQUISITION CORP CL A SHS G49773107 482 50000 SH SOLE 50000 0 0 IVANHOE CAPITAL ACQUISTIN CO *W EXP 01/08/202 G4R87P106 31 16666 SH SOLE 16666 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 98212 48423000 PRN SOLE 48423000 0 0 JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 223 274854 SH SOLE 274854 0 0 JACK CREEK INVESTMENT CORP CL A SHS G4989X115 5294 549708 SH SOLE 549708 0 0 JAWS HURRICANE ACQUISITN COR UNIT 06/08/2026 47201B202 1006 100000 SH SOLE 100000 0 0 JAWS JUGGERNAUT ACQUISITN CO UNIT 06/17/2026 G50735128 1006 100000 SH SOLE 100000 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 51 40680 SH SOLE 40680 0 0 JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 2440 250000 SH SOLE 250000 0 0 JAWS SPITFIRE ACQUISITION CO *W EXP 12/01/202 G50740110 34 17500 SH SOLE 17500 0 0 JAWS SPITFIRE ACQUISITION CO SHS CL A G50740102 3003 300000 SH SOLE 300000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 8859 8000000 PRN SOLE 8000000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 76402 75452000 PRN SOLE 75452000 0 0 JIYA ACQUISITION CORP COM CL A 47760M102 99 10000 SH SOLE 10000 0 0 JOFF FINTECH ACQUISITION COR *W EXP 02/04/202 46592C118 102 100000 SH SOLE 100000 0 0 JOFF FINTECH ACQUISITION COR COM CL A 46592C100 2898 300000 SH SOLE 300000 0 0 KADEM SUSTAINABLE IMPACT COR *W EXP 03/16/202 48284E113 657 865000 SH SOLE 865000 0 0 KADEM SUSTAINABLE IMPACT COR CLASS A COM 48284E105 16625 1730000 SH SOLE 1730000 0 0 KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 99 125000 SH SOLE 125000 0 0 KAIROS ACQUISITION CORP CL A SHS G52110114 2422 249700 SH SOLE 249700 0 0 KBR INC NOTE 2.500%11/0 48242WAB2 18085 11500000 PRN SOLE 11500000 0 0 KENSINGTON CAPITAL ACQUISITI *W EXP 02/23/202 49006L112 22 12500 SH SOLE 12500 0 0 KENSINGTON CAPITAL ACQUISITI COM CL A 49006L104 2226 223711 SH SOLE 223711 0 0 KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 65 62500 SH SOLE 62500 0 0 KERNEL GROUP HOLDINGS INC CL A SHS G5259L103 1281 131941 SH SOLE 131941 0 0 KHOSLA VENTURES ACQUISITION CL A 482504107 2473 250000 SH SOLE 250000 0 0 KHOSLA VENTURES ACQUSTN CO I COM CL A 482505104 1491 150000 SH SOLE 150000 0 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 1481 150000 SH SOLE 150000 0 0 KINGSWOOD ACQUISITION CORP COM CL A 496861105 1253 124916 SH SOLE 124916 0 0 KINGSWOOD ACQUISITION CORP *W EXP 05/01/202 496861113 89 127500 SH SOLE 127500 0 0 KINS TECHNOLOGY GROUP INC *W EXP 10/14/202 49714K117 126 150000 SH SOLE 150000 0 0 KISMET ACQUISITION ONE CORP *W EXP 99/99/999 G52753111 150 124999 SH SOLE 124999 0 0 KISMET ACQUISITION ONE CORP SHS G52753103 5996 605042 SH SOLE 605042 0 0 KISMET ACQUISITION THREE COR *W EXP 06/30/202 G5276C102 41 49999 SH SOLE 49999 0 0 KISMET ACQUISITION THREE COR CL A SHARES G5276C110 1445 149399 SH SOLE 149399 0 0 KISMET ACQUISITION TWO CORP *W EXP 06/30/202 G52807115 33 36530 SH SOLE 36530 0 0 KISMET ACQUISITION TWO CORP CL A SHS G52807107 1055 109291 SH SOLE 109291 0 0 KKR ACQUISITION HOLDING I CO *W EXP 99/99/999 48253T117 30 25000 SH SOLE 25000 0 0 KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 982 100000 SH SOLE 100000 0 0 KL ACQUISITION CORP *W EXP 01/12/202 49837C117 31 33333 SH SOLE 33333 0 0 KL ACQUISITION CORP COM CL A 49837C109 472 48650 SH SOLE 48650 0 0 KLUDEIN I ACQUISITION CORP CL A 49878L109 244 25000 SH SOLE 25000 0 0 KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 19 25000 SH SOLE 25000 0 0 KNOWLES CORP NOTE 3.250%11/0 49926DAB5 29350 26180000 PRN SOLE 26180000 0 0 L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 32 33333 SH SOLE 33333 0 0 L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125 970 100000 SH SOLE 100000 0 0 L&F ACQUISITION CORP *W EXP 05/23/202 G53702117 62 75000 SH SOLE 75000 0 0 L&F ACQUISITION CORP SHS CL A G53702109 1339 134214 SH SOLE 134214 0 0 LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 138 119892 SH SOLE 119892 0 0 LAZARD GROWTH ACQUISITION CO SHS G54035103 5863 599464 SH SOLE 599464 0 0 LDH GROWTH CORP I CLASS A ORD SHS G54094100 195 20000 SH SOLE 20000 0 0 LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 44 40500 SH SOLE 40500 0 0 LEGATO MERGER CORP *W EXP 12/31/202 52473X114 138 75000 SH SOLE 75000 0 0 LEGATO MERGER CORP COM 52473X106 1503 150000 SH SOLE 150000 0 0 LEISURE ACQUISITION CORP *W EXP 99/99/999 52539T115 105 100000 SH SOLE 100000 0 0 LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 73 75000 SH SOLE 75000 0 0 LEO HLDGS CORP II COM CL A G5463R102 2915 300000 SH SOLE 300000 0 0 LEO HOLDINGS III CORP *W EXP 03/02/202 G5463T124 26 22298 SH SOLE 22298 0 0 LEO HOLDINGS III CORP SHS CL A G5463T108 2961 300000 SH SOLE 300000 0 0 LERER HIPPEAU ACQUISITION CO CL A 526749106 1232 125000 SH SOLE 125000 0 0 LEVERE HOLDINGS CORP *W EXP 03/09/202 G5462L122 31 29199 SH SOLE 29199 0 0 LEVERE HOLDINGS CORP CLASS A ORD SHS G5462L106 857 87600 SH SOLE 87600 0 0 LGL SYS ACQUISITION CORP *W EXP 11/12/202 50201G114 690 378095 SH SOLE 378095 0 0 LGL SYS ACQUISITION CORP COM CL A 50201G106 6119 612515 SH SOLE 612515 0 0 LIBERTY INTERACTIVE LLC NOTE 1.750% 9/1 530610AD6 67415 31759000 PRN SOLE 31759000 0 0 LIBERTY LATIN AMERICA LTD NOTE 2.000% 7/1 53069QAB5 10210 10000000 PRN SOLE 10000000 0 0 LIVANOVA PLC NOTE 3.000% 12/1 538030AB3 37602 24250000 PRN SOLE 24250000 0 0 LIVE OAK ACQUISITION CORP II COM CL A 53804W106 625 63000 SH SOLE 63000 0 0 LIVE OAK MOBILITY ACQUISI CO *W EXP 03/04/202 538126111 61 39999 SH SOLE 39999 0 0 LIVE OAK MOBILITY ACQUISI CO COM CL A 538126103 1960 200000 SH SOLE 200000 0 0 LMF ACQUISITION OPPORTUNIT I CL A COM 502015100 396 40000 SH SOLE 40000 0 0 LMF ACQUISITION OPPORTUNIT I *W EXP 01/26/202 502015118 20 40000 SH SOLE 40000 0 0 LOCUST WALK ACQUISITION CORP *W EXP 12/31/202 54015L111 33 33333 SH SOLE 33333 0 0 LOCUST WALK ACQUISITION CORP COM CL A 54015L103 989 100000 SH SOLE 100000 0 0 LONGVIEW ACQUISITION CORP II *W EXP 99/99/999 54319Q113 41 30000 SH SOLE 30000 0 0 LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 1470 150000 SH SOLE 150000 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 14632 10000000 PRN SOLE 10000000 0 0 MALACCA STRAITS ACQUISITION *W EXP 99/99/999 G5859B109 32 32637 SH SOLE 32637 0 0 MARLIN TECHNOLOGY CORP *W EXP 01/12/202 G58411110 138 116666 SH SOLE 116666 0 0 MARLIN TECHNOLOGY CORP CL A SHS G58411102 3388 350000 SH SOLE 350000 0 0 MARQUEE RAINE ACQUISITION CO CL A SHS G58442107 297 30000 SH SOLE 30000 0 0 MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 60 66667 SH SOLE 66667 0 0 MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 1919 198700 SH SOLE 198700 0 0 MATCH GROUP FINANCECO NOTE 0.875% 10/0 44931RAA0 333001 90696000 PRN SOLE 90696000 0 0 MCAP ACQUISITION CORP *W EXP 03/02/202 55282T117 35 33333 SH SOLE 33333 0 0 MCAP ACQUISITION CORP COM CL A 55282T109 962 100000 SH SOLE 100000 0 0 MDH ACQUISITION CORP *W EXP 02/02/202 55283P114 62 75000 SH SOLE 75000 0 0 MDH ACQUISITION CORP COM CL A 55283P106 1446 150000 SH SOLE 150000 0 0 MEDTECH ACQUISITION CORP COM CL A 58507N105 194 20000 SH SOLE 20000 0 0 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 117872 33112000 PRN SOLE 33112000 0 0 MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 341 286595 SH SOLE 286595 0 0 MERIDA MERGER CORP I COM 58953M106 4921 494532 SH SOLE 494532 0 0 MODEL N INC NOTE 2.625% 6/0 607525AB8 15851 12440000 PRN SOLE 12440000 0 0 MONTES ARCHIMEDES ACQUISITIO *W EXP 99/99/999 612657114 308 200000 SH SOLE 200000 0 0 MONTES ARCHIMEDES ACQUISITIO COM CL A 612657106 4945 500000 SH SOLE 500000 0 0 MONUMENT CIRCLE ACQUISITN CO *W EXP 01/14/202 61531M119 92 125000 SH SOLE 125000 0 0 MONUMENT CIRCLE ACQUISITN CO COM CL A 61531M101 2421 250000 SH SOLE 250000 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 38 50000 SH SOLE 50000 0 0 MORINGA ACQUISITION CORP CL A SHS G6S23K108 965 100000 SH SOLE 100000 0 0 MOTION ACQUISITION CORP COM CL A 61980M107 994 100000 SH SOLE 100000 0 0 MOTIVE CAPITAL CORP *W EXP 12/31/202 G6293A111 127 133333 SH SOLE 133333 0 0 MOTIVE CAPITAL CORP SHS CL A G6293A103 3908 400000 SH SOLE 400000 0 0 MULTIPLAN CORPORATION *W EXP 02/13/202 62548M118 1413 625000 SH SOLE 625000 0 0 NANOSTRING TECHNOLOGIES INC NOTE 2.625% 3/0 63009RAD1 22938 14430000 PRN SOLE 14430000 0 0 NATERA INC NOTE 2.250% 5/0 632307AB0 41018 13500000 PRN SOLE 13500000 0 0 NAVSIGHT HLDGS INC *W EXP 01/01/203 639358118 255 150000 SH SOLE 150000 0 0 NAVSIGHT HLDGS INC CL A 639358100 2994 300000 SH SOLE 300000 0 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 22199 9500000 PRN SOLE 9500000 0 0 NEBULA CARAVEL ACQUISITION C COM CL A 629070103 1499 150000 SH SOLE 150000 0 0 NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 39254 27500000 PRN SOLE 27500000 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 60497 45447000 PRN SOLE 45447000 0 0 NEW BEGINNINGS ACQUISITION C COM 64222H100 4500 450000 SH SOLE 450000 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 39463 39501000 PRN SOLE 39501000 0 0 NEW VISTA ACQUISITION CORP *W EXP 02/01/202 G6529L121 75 76015 SH SOLE 76015 0 0 NEW VISTA ACQUISITION CORP CL A SHS G6529L105 2205 228048 SH SOLE 228048 0 0 NEWHOLD INVESTMENT CORP *W EXP 03/10/202 651448110 87 50000 SH SOLE 50000 0 0 NEWHOLD INVESTMENT CORP COM CL A 651448102 1003 100000 SH SOLE 100000 0 0 NEXTGEN ACQUISITION CORP CL A G65305107 5964 600000 SH SOLE 600000 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 31547 10579000 PRN SOLE 10579000 0 0 NIGHTDRAGON ACQUISITION CORP *W EXP 02/26/202 65413D113 14 10000 SH SOLE 10000 0 0 NIGHTDRAGON ACQUISITION CORP CLASS A COM 65413D105 488 50000 SH SOLE 50000 0 0 NOBLE ROCK ACQUISITION CORP *W EXP 01/31/202 G6546R119 54 66666 SH SOLE 66666 0 0 NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 1934 200000 SH SOLE 200000 0 0 NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 124 116667 SH SOLE 116667 0 0 NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 3402 350000 SH SOLE 350000 0 0 NORTH MOUNTAIN MERGER CORP *W EXP 09/16/202 661204115 130 100000 SH SOLE 100000 0 0 NORTH MOUNTAIN MERGER CORP COM CL A 661204107 1813 186338 SH SOLE 186338 0 0 NORTHERN GENESIS ACQUISITION *W EXP 01/15/202 66516U119 80 50000 SH SOLE 50000 0 0 NORTHERN GENESIS ACQUISITION COMMON STOCK 66516U101 1990 200000 SH SOLE 200000 0 0 NORTHERN STAR INVEST CORP II *W EXP 02/25/202 66574L118 22 16666 SH SOLE 16666 0 0 NORTHERN STAR INVEST CORP II COM CL A 66574L100 978 100000 SH SOLE 100000 0 0 NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119 21 16666 SH SOLE 16666 0 0 NORTHERN STAR INVEST CORP IV COM CL A 66575B101 985 100000 SH SOLE 100000 0 0 NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 49 20000 SH SOLE 20000 0 0 NORTHERN STAR INVSTMNT CORP COM CLASS A 66573W107 5671 569371 SH SOLE 569371 0 0 NORTONLIFELOCK INC NOTE 2.000% 8/1 668771AA6 60162 43517000 PRN SOLE 43517000 0 0 NOVUS CAPITAL CORPORATION II *W EXP 02/02/202 67012W112 118 100000 SH SOLE 100000 0 0 NOVUS CAPITAL CORPORATION II COM CL A 67012W104 2925 300000 SH SOLE 300000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 5848 5000000 SH SOLE 5000000 0 0 NUTANIX INC NOTE 1/1 67059NAB4 7952 7500000 PRN SOLE 7500000 0 0 NUVASIVE INC NOTE 1.000% 6/0 670704AL9 47673 45500000 PRN SOLE 45500000 0 0 OAKTREE ACQUISITION CORP II *W EXP 09/15/202 G6715X111 86 70399 SH SOLE 70399 0 0 OAKTREE ACQUISITION CORP II CL A SHS G6715X103 2489 251941 SH SOLE 251941 0 0 OCA ACQUISITION CORP COM CL A 670865104 248 25000 SH SOLE 25000 0 0 OCA ACQUISITION CORP *W EXP 01/14/202 670865112 31 50000 SH SOLE 50000 0 0 OKTA INC NOTE 0.375% 6/1 679295AF2 23135 18550000 PRN SOLE 18550000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 32656 22598000 PRN SOLE 22598000 0 0 OMEGA ALPHA SPAC CL A G6749V107 100 10000 SH SOLE 10000 0 0 OMEROS CORP NOTE 6.250%11/1 682143AE2 2232 2000000 PRN SOLE 2000000 0 0 ONE *W EXP 08/17/202 G7000X121 64 28034 SH SOLE 28034 0 0 ONE COM CL A G7000X105 2495 250000 SH SOLE 250000 0 0 ONE EQUITY PARTNERS OPEN WTR *W EXP 01/14/202 68237L113 90 100000 SH SOLE 100000 0 0 ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 2909 299900 SH SOLE 299900 0 0 OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 2957 2250000 PRN SOLE 2250000 0 0 ORION ACQUISITION CORP COM CL A 68626A108 338 35000 SH SOLE 35000 0 0 OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 340 198855 SH SOLE 198855 0 0 OSPREY TECHNLGY AQUISTION CO COM CL A 68839R104 6095 610090 SH SOLE 610090 0 0 OTR ACQUISITION CORP *W EXP 11/30/202 67113Q113 126 150000 SH SOLE 150000 0 0 OTR ACQUISITION CORP COM CL A 67113Q105 2612 260114 SH SOLE 260114 0 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 11879 10772000 PRN SOLE 10772000 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 46087 31500000 PRN SOLE 31500000 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 54456 40000000 PRN SOLE 40000000 0 0 PATHFINDER ACQUISITION CORP CL A G04119106 390 40000 SH SOLE 40000 0 0 PAYONEER GLOBAL INC *W EXP 06/25/202 70451X112 286 120711 SH SOLE 120711 0 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 2389 1991000 PRN SOLE 1991000 0 0 PERELLA WEINBERG PARTNERS *W EXP 12/31/202 71367G110 125 45000 SH SOLE 45000 0 0 PERIDOT ACQUISITION CORP *W EXP 11/30/202 G7008A107 99 34584 SH SOLE 34584 0 0 PERIDOT ACQUISITION CORP II *W EXP 04/30/202 G7008B121 53 50000 SH SOLE 50000 0 0 PERIDOT ACQUISITION CORP II SHS CL A G7008B105 2440 250000 SH SOLE 250000 0 0 PERIPHAS CAPITAL PARTNERING *W EXP 12/10/202 713895118 32 15000 SH SOLE 15000 0 0 PERIPHAS CAPITAL PARTNERING COM CL A 713895100 1471 59998 SH SOLE 59998 0 0 PG&E CORP UNIT 99/99/9999 69331C140 2532 25000 SH SOLE 25000 0 0 PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111 115 66666 SH SOLE 66666 0 0 PIONEER MERGER CORP CL A SHS G7S24C103 5946 600000 SH SOLE 600000 0 0 PIVOTAL INVESTMENT CORP III *W EXP 01/28/202 72582M114 74 60000 SH SOLE 60000 0 0 PIVOTAL INVESTMENT CORP III COM CL A 72582M106 2925 300000 SH SOLE 300000 0 0 PLAYSTUDIOS INC *W EXP 06/17/202 72815G116 192 104019 SH SOLE 104019 0 0 PLUM ACQUISITION CORP I *W EXP 03/15/202 G7134L118 21 20000 SH SOLE 20000 0 0 PLUM ACQUISITION CORP I CLASS A ORD SHS G7134L126 971 100000 SH SOLE 100000 0 0 PMV CONSUMER ACQUISITION COR *W EXP 08/31/202 693486110 172 200000 SH SOLE 200000 0 0 PMV CONSUMER ACQUISITION COR COM 693486102 3900 400000 SH SOLE 400000 0 0 POEMA GLOBAL HOLDINGS CORP CL A SHS G7154B107 726 75000 SH SOLE 75000 0 0 POEMA GLOBAL HOLDINGS CORP *W EXP 01/08/202 G7154B115 56 75000 SH SOLE 75000 0 0 PONTEM CORPORATION *W EXP 01/05/202 G71707122 62 66666 SH SOLE 66666 0 0 PONTEM CORPORATION SHS CL A G71707106 1944 200000 SH SOLE 200000 0 0 POPULATION HEALTH INVS CO IN *W EXP 10/01/202 G71716115 135 117699 SH SOLE 117699 0 0 POPULATION HEALTH INVS CO IN SHS CL A G71716107 3464 353100 SH SOLE 353100 0 0 POST HOLDINGS PARTNERING COR UNIT 99/99/9999 737465203 1030 99097 SH SOLE 99097 0 0 POWER & DIGITAL INFRA ACQ CO *W EXP 02/12/202 739190114 66 50000 SH SOLE 50000 0 0 POWER & DIGITAL INFRA ACQ CO COM CL A 739190106 1966 200000 SH SOLE 200000 0 0 POWERED BRANDS *W EXP 01/07/202 G7209M116 16 16666 SH SOLE 16666 0 0 POWERED BRANDS CL A G7209M108 485 50000 SH SOLE 50000 0 0 PRETIUM RES INC NOTE 2.250% 3/1 74139CAB8 9616 9454000 PRN SOLE 9454000 0 0 PRIMAVERA CAPITAL ACQUIST CO *W EXP 01/19/202 G7255E117 21 20000 SH SOLE 20000 0 0 PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 391 40000 SH SOLE 40000 0 0 PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 100 100000 SH SOLE 100000 0 0 PRIME IMPACT ACQUISITION I SHS CL A G61074103 2925 300000 SH SOLE 300000 0 0 PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110 167 166666 SH SOLE 166666 0 0 PRIVETERRA ACQUISITION CORP CL A 74275N102 4817 499735 SH SOLE 499735 0 0 PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 10133 8064000 PRN SOLE 8064000 0 0 PROPTECH INVESTMENT CORP II *W EXP 12/08/202 743497117 85 83333 SH SOLE 83333 0 0 PROPTECH INVESTMENT CORP II COM CL A 743497109 1179 120999 SH SOLE 120999 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 5159 5075000 PRN SOLE 5075000 0 0 PROSPECTOR CAPITAL CORP *W EXP 01/01/202 G7273A113 30 33333 SH SOLE 33333 0 0 PROSPECTOR CAPITAL CORP CL A G7273A105 970 100000 SH SOLE 100000 0 0 PROVIDENT ACQUISITION CORP *W EXP 01/08/202 G7282L126 39 50000 SH SOLE 50000 0 0 PROVIDENT ACQUISITION CORP CL A G7282L100 570 58907 SH SOLE 58907 0 0 PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 16885 15519000 PRN SOLE 15519000 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 25648 24445000 PRN SOLE 24445000 0 0 PWP FORWARD ACQUISITION CORP *W EXP 03/12/202 74709Q119 53 50000 SH SOLE 50000 0 0 PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 2443 250000 SH SOLE 250000 0 0 QELL ACQUISITION CORP *W EXP 10/01/202 G7307X113 68 41999 SH SOLE 41999 0 0 QELL ACQUISITION CORP CL A G7307X105 4969 499410 SH SOLE 499410 0 0 QUEENS GAMBIT GROWTH CAPITAL *W EXP 01/19/202 G7315C119 102 100000 SH SOLE 100000 0 0 QUEENS GAMBIT GROWTH CAPITAL CL A SHS G7315C101 1458 150000 SH SOLE 150000 0 0 RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 4714 5000000 PRN SOLE 5000000 0 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 13585 10250000 PRN SOLE 10250000 0 0 RAPID7 INC NOTE 2.250% 5/0 753422AD6 55185 33000000 PRN SOLE 33000000 0 0 RAPID7 INC NOTE 0.250% 3/1 753422AE4 83490 75000000 PRN SOLE 75000000 0 0 RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 38 50000 SH SOLE 50000 0 0 RECHARGE ACQUISITION CORP COM CL A 756229100 980 100000 SH SOLE 100000 0 0 REDBALL ACQUISITION CORP *W EXP 08/17/202 G7417R113 259 239817 SH SOLE 239817 0 0 REDBALL ACQUISITION CORP COM CL A G7417R105 6952 711606 SH SOLE 711606 0 0 REINVENT TECHNOLOGY PARTNERS *W EXP 03/12/202 G7484L122 45 25000 SH SOLE 25000 0 0 REINVENT TECHNOLOGY PARTNERS CLASS A ORD SHS G7484L106 1978 200000 SH SOLE 200000 0 0 REINVENT TECHNOLOGY PARTNERS SHS CL A G74847107 3476 350000 SH SOLE 350000 0 0 REINVENT TECHNOLOGY PARTNERS CL A G7483N129 3992 400000 SH SOLE 400000 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 9536 5307000 PRN SOLE 5307000 0 0 REVOLUTION ACCELERTN ACQU CO *W EXP 12/01/202 76156P114 68 33333 SH SOLE 33333 0 0 REVOLUTION ACCELERTN ACQU CO COM CL A 76156P106 3490 350000 SH SOLE 350000 0 0 REVOLUTION HEALTHCAR AQ CORP *W EXP 12/31/202 76155Y116 55 40000 SH SOLE 40000 0 0 REVOLUTION HEALTHCAR AQ CORP CLASS A COM 76155Y108 1964 200000 SH SOLE 200000 0 0 RICE ACQUISITION CORP II UNIT 99/99/9999 G75529118 1022 100000 SH SOLE 100000 0 0 RMG ACQUISITION CORP II *W EXP 12/27/202 G76083123 195 116666 SH SOLE 116666 0 0 RMG ACQUISITION CORP II CL A SHS G76083107 3483 350000 SH SOLE 350000 0 0 RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 72 59999 SH SOLE 59999 0 0 RMG ACQUISITION CORP III CL A SHS G76088106 2925 300000 SH SOLE 300000 0 0 ROCKET INTERNET GRWT OPRT CO *W EXP 99/99/999 G7613T129 32 25000 SH SOLE 25000 0 0 ROCKET INTERNET GRWT OPRT CO SHS CL A G7613T103 970 100000 SH SOLE 100000 0 0 ROSECLIFF ACQUISITION CORP I *W EXP 02/11/202 77732R111 50 66666 SH SOLE 66666 0 0 ROSECLIFF ACQUISITION CORP I COM CL A 77732R103 1940 200000 SH SOLE 200000 0 0 ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 64 66666 SH SOLE 66666 0 0 ROSS ACQUISITION CORP II SHS CL A G7641C106 1940 200000 SH SOLE 200000 0 0 ROTH CH ACQUISITION II CO *W EXP 09/16/202 778673111 41 25000 SH SOLE 25000 0 0 ROTH CH ACQUISITION III CO COM 77867Q102 987 100000 SH SOLE 100000 0 0 ROTOR ACQUISITION CORP *W EXP 06/15/202 77879W113 30 25000 SH SOLE 25000 0 0 ROTOR ACQUISITION CORP COM 77879W105 998 100000 SH SOLE 100000 0 0 SANDBRIDGE ACQUISITION CORP *W EXP 09/14/202 799793112 139 100000 SH SOLE 100000 0 0 SANDBRIDGE ACQUISITION CORP COM CL A 799793104 2495 250000 SH SOLE 250000 0 0 SARISSA CAPITAL ACQUISITN CO *W EXP 10/23/202 G7823W110 68 51134 SH SOLE 51134 0 0 SARISSA CAPITAL ACQUISITN CO CL A G7823W102 1370 138063 SH SOLE 138063 0 0 SC HEALTH CORP COM CL A G78516203 1008 100000 SH SOLE 100000 0 0 SCIENCE STRATEGIC ACQ ALPHA *W EXP 01/20/202 808641112 20 23000 SH SOLE 23000 0 0 SCIENCE STRATEGIC ACQ ALPHA COM CL A 808641104 341 35143 SH SOLE 35143 0 0 SCION TECH GROWTH I *W EXP 11/01/202 G31067112 176 166666 SH SOLE 166666 0 0 SCION TECH GROWTH I CL A SHS G31067104 4885 500000 SH SOLE 500000 0 0 SCION TECH GROWTH II *W EXP 01/28/202 G31070116 45 50000 SH SOLE 50000 0 0 SCION TECH GROWTH II CL A SHS G31070108 1455 150000 SH SOLE 150000 0 0 SCP & CO HEALTHCARE ACQUSTN *W EXP 01/27/202 784065112 85 100000 SH SOLE 100000 0 0 SCP & CO HEALTHCARE ACQUSTN COM CL A 784065104 1936 200000 SH SOLE 200000 0 0 SCVX CORP *W EXP 01/24/202 G79448117 319 298300 SH SOLE 298300 0 0 SCVX CORP COM G79448208 5310 536940 SH SOLE 536940 0 0 SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116 213 250000 SH SOLE 250000 0 0 SENIOR CONNECT ACQUISITN COR COM CL A 81723H108 4865 500000 SH SOLE 500000 0 0 SEVEN OAKS ACQUISITION CORP COM CL A 81787X106 1379 139468 SH SOLE 139468 0 0 SILVER CREST ACQUISITION COR *W EXP 12/15/202 G81355128 149 175000 SH SOLE 175000 0 0 SILVER CREST ACQUISITION COR CL A SHS G81355102 3375 349769 SH SOLE 349769 0 0 SILVER SPIKE ACQUISITN CORP *W EXP 02/26/202 G8201H113 33 25000 SH SOLE 25000 0 0 SILVER SPIKE ACQUISITN CORP CLASS A ORD SHS G8201H105 975 100000 SH SOLE 100000 0 0 SILVERBOX ENGAGED MERGER CO *W EXP 06/02/202 82836L119 33 41666 SH SOLE 41666 0 0 SILVERBOX ENGAGED MERGER CO COM CL A 82836L101 1212 124911 SH SOLE 124911 0 0 SIMON PROPERTY GRP ACQ HOLDI *W EXP 02/04/202 82880R111 71 52067 SH SOLE 52067 0 0 SIMON PROPERTY GRP ACQ HOLDI COM CL A 82880R103 2538 260342 SH SOLE 260342 0 0 SKILLSOFT CORP *W EXP 06/11/202 83066P119 87 40353 SH SOLE 40353 0 0 SLACK TECHNOLOGIES INC NOTE 0.500% 4/1 83088VAB8 311459 205779000 PRN SOLE 205779000 0 0 SLAM CORP *W EXP 02/23/202 G8210L121 71 62500 SH SOLE 62500 0 0 SLAM CORP CL A SHS G8210L105 2423 250000 SH SOLE 250000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 66497 22000000 PRN SOLE 22000000 0 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 130820 41500000 PRN SOLE 41500000 0 0 SOARING EAGLE ACQUISITION CO *W EXP 02/23/202 G8354H118 165 50000 SH SOLE 50000 0 0 SOARING EAGLE ACQUISITION CO CL A SHS G8354H126 4482 450000 SH SOLE 450000 0 0 SOC TELEMED INC *W EXP 11/30/202 78472F119 147 150000 SH SOLE 150000 0 0 SOCIAL CAP SUVRETTA HLD CRPI CLASS A ORD SHS G8253W109 758 75000 SH SOLE 75000 0 0 SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 758 75000 SH SOLE 75000 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253T106 758 75000 SH SOLE 75000 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 759 75000 SH SOLE 75000 0 0 SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G8251L113 130 63000 SH SOLE 63000 0 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 3302 323731 SH SOLE 323731 0 0 SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 52 50000 SH SOLE 50000 0 0 SOCIAL LEVERAGE ACQUISN CORP COM CL A 83363K102 1944 200000 SH SOLE 200000 0 0 SPARTAN ACQUISITION CORP II *W EXP 11/28/202 846775112 254 141200 SH SOLE 141200 0 0 SPARTAN ACQUISITION CORP II COM 846775104 2498 250000 SH SOLE 250000 0 0 SPARTAN ACQUISITION CORP III *W EXP 02/04/202 84677R114 69 56965 SH SOLE 56965 0 0 SPARTAN ACQUISITION CORP III COM CL A 84677R106 2228 227862 SH SOLE 227862 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 37954 32500000 PRN SOLE 32500000 0 0 SPORTS ENTERTAINMENT ACQU CO *W EXP 10/30/202 84918M114 655 300543 SH SOLE 300543 0 0 SPORTS ENTERTAINMENT ACQU CO COM CL A 84918M106 6059 601086 SH SOLE 601086 0 0 SPORTS VENTURES ACQUISIN COR *W EXP 11/30/202 G8372A129 33 33333 SH SOLE 33333 0 0 SPORTS VENTURES ACQUISIN COR CL A SHS G8372A103 378 38961 SH SOLE 38961 0 0 SPORTSTEK ACQUISITION CORP *W EXP 02/16/202 849196118 76 100000 SH SOLE 100000 0 0 SPORTSTEK ACQUISITION CORP COM CL A 849196100 1924 200000 SH SOLE 200000 0 0 SPRING VY ACQUISITION CORP CL A G8377A108 1001 100000 SH SOLE 100000 0 0 SQUARE INC NOTE 0.125% 3/0 852234AF0 5156 2500000 PRN SOLE 2500000 0 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 121874 38923000 PRN SOLE 38923000 0 0 STAR PEAK CORP II *W EXP 12/24/202 855179115 16 10000 SH SOLE 10000 0 0 STAR PEAK CORP II COM CL A 855179107 1485 150000 SH SOLE 150000 0 0 STARBOARD VALUE ACQUISITN CO *W EXP 09/10/202 85521J117 108 56696 SH SOLE 56696 0 0 STARBOARD VALUE ACQUISITN CO COM CL A 85521J109 7000 700000 SH SOLE 700000 0 0 SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128 24 20000 SH SOLE 20000 0 0 SUPERNOVA PARTN ACQ CO III L SHS CL A G8T90F102 973 100000 SH SOLE 100000 0 0 SUPERNOVA PARTNERS ACQUISITI *W EXP 10/16/202 86846V116 81 54000 SH SOLE 54000 0 0 SUPERNOVA PARTNERS ACQUISITI COM CL A 86846V108 3972 400000 SH SOLE 400000 0 0 SUPERNOVA PARTNERS ACQUISTN *W EXP 99/99/999 G8T86C121 60 50000 SH SOLE 50000 0 0 SUPERNOVA PARTNERS ACQUISTN SHS CL A G8T86C105 1942 200000 SH SOLE 200000 0 0 SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 23040 23328000 PRN SOLE 23328000 0 0 SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 39 37500 SH SOLE 37500 0 0 SUSTAINABLE DEVELP ACQU I CO COM CL A 86934L103 728 75000 SH SOLE 75000 0 0 SUSTAINABLE OPPORTNTS ACQ CO *W EXP 99/99/999 G8598Y117 97 67500 SH SOLE 67500 0 0 SVF INVESTMENT CORP *W EXP 12/20/202 G8601L128 27 18000 SH SOLE 18000 0 0 SVF INVESTMENT CORP CL A SHS G8601L102 889 90000 SH SOLE 90000 0 0 SVF INVESTMENT CORP 2 CL A SHS G8601M100 100 10000 SH SOLE 10000 0 0 SVF INVESTMENT CORP 3 CL A SHS G8601N108 412 41457 SH SOLE 41457 0 0 SWITCHBACK II CORPORATION COM CL A G8633T115 3956 400000 SH SOLE 400000 0 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 131122 62457000 PRN SOLE 62457000 0 0 TAILWIND ACQUISITION CORP COM CL A 87403Q102 1496 150000 SH SOLE 150000 0 0 TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 29 33333 SH SOLE 33333 0 0 TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 967 100000 SH SOLE 100000 0 0 TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 33 50000 SH SOLE 50000 0 0 TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 111 150000 SH SOLE 150000 0 0 TASTEMAKER ACQUISITION CORP COM CL A 876545104 2916 300000 SH SOLE 300000 0 0 TCV ACQUISITION CORP CL A SHS G8704C124 248 25000 SH SOLE 25000 0 0 TCW SPECIAL PURPOSE ACQU COR *W EXP 99/99/999 87301L114 63 66666 SH SOLE 66666 0 0 TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 1944 200000 SH SOLE 200000 0 0 TECH AND ENERGY TRANSITION *W EXP 03/31/202 87823R110 31 33332 SH SOLE 33332 0 0 TECH AND ENERGY TRANSITION CLASS A COM 87823R102 966 100000 SH SOLE 100000 0 0 THAYER VENTURES ACQU CORP *W EXP 01/01/203 88332T118 49 37500 SH SOLE 37500 0 0 THAYER VENTURES ACQU CORP COM CL A 88332T100 1508 150000 SH SOLE 150000 0 0 THE MUSIC ACQUISITION CORP *W EXP 02/05/202 62752R118 30 37500 SH SOLE 37500 0 0 THE MUSIC ACQUISITION CORP COM CLASS A 62752R100 418 43252 SH SOLE 43252 0 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 5264 5500000 PRN SOLE 5500000 0 0 THIMBLE POINT ACQUISITION CO *W EXP 02/04/202 88408P115 49 33333 SH SOLE 33333 0 0 THIMBLE POINT ACQUISITION CO COM CL A 88408P107 2964 300000 SH SOLE 300000 0 0 THUNDER BRDG CAP PRTNRS IV I UNIT 06/30/2026 88605L206 993 100000 SH SOLE 100000 0 0 THUNDER BRIDGE CAP PRTNRS II *W EXP 02/15/202 88605T118 73 60000 SH SOLE 60000 0 0 THUNDER BRIDGE CAP PRTNRS II COM CL A 88605T100 2910 300000 SH SOLE 300000 0 0 TIGA ACQUISITION CORP *W EXP 11/06/202 G88672111 49 50000 SH SOLE 50000 0 0 TISHMAN SPEYER INNOVATION CO *W EXP 02/11/202 88825H118 72 59999 SH SOLE 59999 0 0 TISHMAN SPEYER INNOVATION CO COM CL A 88825H100 2973 300000 SH SOLE 300000 0 0 TLG ACQUISITION ONE CORP *W EXP 01/25/202 87257M116 54 72633 SH SOLE 72633 0 0 TLG ACQUISITION ONE CORP COM CL A 87257M108 2095 216700 SH SOLE 216700 0 0 TORTOISE ACQUISITION CORP II COM CL A G89554102 2508 250000 SH SOLE 250000 0 0 TPG PACE TECH OPPORTUNITIES *W EXP 10/09/202 G8990Y129 48 27000 SH SOLE 27000 0 0 TPG PACE TECH OPPORTUNITIES CL A COM G8990Y103 3476 350000 SH SOLE 350000 0 0 TREBIA ACQUISITION CORP *W EXP 99/99/999 G9027T117 104 60750 SH SOLE 60750 0 0 TREBIA ACQUISITION CORP COM CL A G9027T109 2970 300000 SH SOLE 300000 0 0 TREPONT ACQUISITION CORP I *W EXP 11/24/202 G9095M127 89 100000 SH SOLE 100000 0 0 TREPONT ACQUISITION CORP I SHS CL A G9095M101 1978 200000 SH SOLE 200000 0 0 TUATARA CAPITAL ACQUISITN CO *W EXP 02/11/202 G9118J119 58 50000 SH SOLE 50000 0 0 TUATARA CAPITAL ACQUISITN CO CL A SHS G9118J101 970 100000 SH SOLE 100000 0 0 TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 122 120400 SH SOLE 120400 0 0 TWC TECH HLDGS II CORP *W EXP 09/15/202 90117G113 234 134999 SH SOLE 134999 0 0 TWC TECH HLDGS II CORP COM 90117G105 5958 600000 SH SOLE 600000 0 0 TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 30 33333 SH SOLE 33333 0 0 TWELVE SEAS INVESTMENT CO II COM CL A 90118T106 965 100000 SH SOLE 100000 0 0 TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120 60 66666 SH SOLE 66666 0 0 TWIN RIDGE CAPITAL ACQUIS CO SHS CL A G9151L104 1930 200000 SH SOLE 200000 0 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 56371 55000000 PRN SOLE 55000000 0 0 TWO COM CL A G9152V101 985 100000 SH SOLE 100000 0 0 TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 34 48333 SH SOLE 48333 0 0 TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 1071 110396 SH SOLE 110396 0 0 UNDER ARMOUR INC NOTE 1.500% 6/0 904311AC1 19536 9897000 PRN SOLE 9897000 0 0 UNION ACQUISITION CORP II SHS G9402Q100 2018 200000 SH SOLE 200000 0 0 UNION ACQUISITION CORP II *W EXP 04/01/202 G9402Q126 364 400000 SH SOLE 400000 0 0 USHG ACQUISITION CORP COM CL A 91748P100 194 20000 SH SOLE 20000 0 0 UWM HOLDINGS CORPORATION *W EXP 01/21/202 91823B117 37 20560 SH SOLE 20560 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 9943 6695000 PRN SOLE 6695000 0 0 VECTOR ACQUISITION CORP *W EXP 09/30/202 G9442R118 56 20093 SH SOLE 20093 0 0 VECTOR ACQUISITION CORP COM CL A G9442R126 1459 134000 SH SOLE 134000 0 0 VECTOR ACQUISITION CORP II CL A SHS G9460A104 993 100000 SH SOLE 100000 0 0 VELOCITY ACQUISITION CORP *W EXP 02/24/202 92259E112 40 49999 SH SOLE 49999 0 0 VELOCITY ACQUISITION CORP COM CL A 92259E104 1449 150000 SH SOLE 150000 0 0 VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 29369 21748000 PRN SOLE 21748000 0 0 VIEW INC *W EXP 03/08/202 92671V114 258 149999 SH SOLE 149999 0 0 VIRGIN GROUP ACQUISIT CORP I *W EXP 03/13/202 G9460K128 51 40000 SH SOLE 40000 0 0 VIRGIN GROUP ACQUISIT CORP I SHS CL A G9460K102 1958 200000 SH SOLE 200000 0 0 VIRTUOSO ACQUISITION CORP *W EXP 01/31/202 92837J112 299 175000 SH SOLE 175000 0 0 VIRTUOSO ACQUISITION CORP COM CL A 92837J104 3472 350000 SH SOLE 350000 0 0 VISTAS MEDIA ACQUISITION CO COM CL A 92840T107 999 100000 SH SOLE 100000 0 0 VISTAS MEDIA ACQUISITION CO *W EXP 08/01/202 92840T115 229 200000 SH SOLE 200000 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 30142 26814000 PRN SOLE 26814000 0 0 VPC IMPACT ACQU HOLDI III IN COM CL A 91835J108 2473 250000 SH SOLE 250000 0 0 VY GLOBAL GROWTH *W EXP 01/30/203 G9444H118 64 35900 SH SOLE 35900 0 0 VY GLOBAL GROWTH COM CL A G9444H100 1612 162000 SH SOLE 162000 0 0 WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9460M124 67 55540 SH SOLE 55540 0 0 WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9461D115 80 59999 SH SOLE 59999 0 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 2708 277700 SH SOLE 277700 0 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107 2940 300000 SH SOLE 300000 0 0 WARRIOR TECHNOLOGIES ACQUI C *W EXP 03/31/202 936273119 9 12500 SH SOLE 12500 0 0 WARRIOR TECHNOLOGIES ACQUI C COM CL A 936273101 242 25000 SH SOLE 25000 0 0 WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 111 50000 SH SOLE 50000 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 37171 22500000 PRN SOLE 22500000 0 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 26820 17500000 PRN SOLE 17500000 0 0 YELLOWSTONE ACQUISITION CO COM CL A 98566K105 1249 124312 SH SOLE 124312 0 0 YELLOWSTONE ACQUISITION CO *W EXP 10/21/202 98566K113 99 125000 SH SOLE 125000 0 0 YUCAIPA ACQUISITION CORP *W EXP 99/99/999 G9879L113 313 233333 SH SOLE 233333 0 0 YUCAIPA ACQUISITION CORP COM G9879L105 8883 900000 SH SOLE 900000 0 0 ZENDESK INC NOTE 0.250% 3/1 98936JAB7 25670 11192000 PRN SOLE 11192000 0 0 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 19024 13000000 PRN SOLE 13000000 0 0 ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1 21109 7500000 PRN SOLE 7500000 0 0 Z-WORK ACQUISITION CORP *W EXP 01/04/202 98880C110 45 55530 SH SOLE 55530 0 0 Z-WORK ACQUISITION CORP COM CL A 98880C102 1616 166592 SH SOLE 166592 0 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 20785 15036000 PRN SOLE 15036000 0 0