Chief Compliance Officer

0001493152-22-013896.txt : 20220516 0001493152-22-013896.hdr.sgml : 20220516 20220516164105 ACCESSION NUMBER: 0001493152-22-013896 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220331 FILED AS OF DATE: 20220516 DATE AS OF CHANGE: 20220516 EFFECTIVENESS DATE: 20220516 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: 22930133 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 03-31-2022 03-31-2022 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 05-16-2022 0 900 5129590 INFORMATION TABLE 2 infotable.xml 10X CAPITAL VENTURE ACQ III *W EXP 06/30/202 G87077114 30 125000 SH SOLE 125000 0 0 10X CAPITAL VENTURE ACQ III CL A ORD SHS G87077106 2485 250000 SH SOLE 250000 0 0 26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 39 75000 SH SOLE 75000 0 0 26 CAPITAL ACQUISITION CORP COM CL A 90138P100 4940 500000 SH SOLE 500000 0 0 7 ACQUISITION CORPORATION *W EXP 11/05/202 G80694113 30 100000 SH SOLE 100000 0 0 7 ACQUISITION CORPORATION SHS CL A G80694105 1986 200000 SH SOLE 200000 0 0 7GC & CO HOLDINGS INC *W EXP 12/23/202 81786A115 12 50000 SH SOLE 50000 0 0 7GC & CO HOLDINGS INC COM CL A 81786A107 980 100000 SH SOLE 100000 0 0 8X8 INC NOTE 0.500% 2/0 282914AC4 18347 19500000 PRN SOLE 19500000 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 14584 15500000 PRN SOLE 15500000 0 0 ABG ACQUISITION CORP I CL A SHS G00496102 1496 152469 SH SOLE 152469 0 0 ACCELERATE ACQUISITION CORP *W EXP 06/15/202 00439D110 13 33333 SH SOLE 33333 0 0 ACCELERATE ACQUISITION CORP COM CL A 00439D102 976 100000 SH SOLE 100000 0 0 ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 94 133769 SH SOLE 133769 0 0 ACHARI VENTURES HLDGS CORP I COM 00444X101 1990 200000 SH SOLE 200000 0 0 ACHARI VENTURES HLDGS CORP I *W EXP 01/01/202 00444X119 42 200000 SH SOLE 200000 0 0 ACROPOLIS INFRASTRUCTURE ACQ *W EXP 03/30/202 005029111 16 33333 SH SOLE 33333 0 0 ACROPOLIS INFRASTRUCTURE ACQ CL A 005029103 971 100000 SH SOLE 100000 0 0 ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110 17 37500 SH SOLE 37500 0 0 ADIT EDTECH ACQUISITION CORP COMMON STOCK 007024102 741 75000 SH SOLE 75000 0 0 ADS TEC ENERGY PLC *W EXP 12/22/202 G0085J109 17 12500 SH SOLE 12500 0 0 ADTHEORENT HOLDING COMPANY *W EXP 99/99/999 00739D117 47 33333 SH SOLE 33333 0 0 ADVANCED MERGER PARTNERS INC COM CL A 00777J109 489 50000 SH SOLE 50000 0 0 AEA-BRIDGES IMPACT CORP *W EXP 09/19/202 G01046112 127 160820 SH SOLE 160820 0 0 AEA-BRIDGES IMPACT CORP SHS CL A G01046104 2807 283500 SH SOLE 283500 0 0 AEYE INC *W EXP 09/30/202 008183113 83 74249 SH SOLE 74249 0 0 AGRICO ACQUISITION CORP *W EXP 03/31/202 G41089114 13 60000 SH SOLE 60000 0 0 AGRICO ACQUISITION CORP CLASS A ORD SHS G41089106 1213 120000 SH SOLE 120000 0 0 AIRBNB INC NOTE 3/1 009066AB7 39464 40500000 PRN SOLE 40500000 0 0 ALLEGO N V *W EXP 03/16/202 N0796A118 60 56965 SH SOLE 56965 0 0 ALPHA CAPITAL ACQUISITION CO *W EXP 02/16/202 G0316P122 14 25000 SH SOLE 25000 0 0 ALPHA CAPITAL ACQUISITION CO CL A ORD SHS G0316P130 3519 354015 SH SOLE 354015 0 0 ALPHA TAU MEDICAL LTD *W EXP 03/07/202 M0740A116 92 150000 SH SOLE 150000 0 0 ALSP ORCHID ACQUISITION CORP *W EXP 11/30/202 G0231L123 6 25000 SH SOLE 25000 0 0 ALSP ORCHID ACQUISITION CORP CLASS A ORD G0231L107 494 50000 SH SOLE 50000 0 0 ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 52127 36000000 PRN SOLE 36000000 0 0 ALTC ACQUISITION CORP COM CL A 02156V109 1376 140992 SH SOLE 140992 0 0 ALTERYX INC NOTE 0.500% 8/0 02156BAD5 22584 24262000 PRN SOLE 24262000 0 0 ALTIMAR ACQUISITION CORP III SHS CL A G0370U108 245 25000 SH SOLE 25000 0 0 ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 8 50000 SH SOLE 50000 0 0 ALTITUDE ACQUISITION CORP COM CL A 02156Y103 1493 150000 SH SOLE 150000 0 0 AMCI ACQUISITION CORP II *W EXP 08/06/202 00166R118 135 235341 SH SOLE 235341 0 0 AMCI ACQUISITION CORP II CLASS A COM 00166R100 4594 470683 SH SOLE 470683 0 0 AMERICAS TECHNOLOGY ACQSN CO SHS G0404A102 373 36297 SH SOLE 36297 0 0 AMERICAS TECHNOLOGY ACQSN CO *W EXP 12/31/202 G0404A110 8 75100 SH SOLE 75100 0 0 ANDRETTI ACQUISITION CORP *W EXP 99/99/999 G26735129 20 100000 SH SOLE 100000 0 0 ANDRETTI ACQUISITION CORP CL A ORD SHS G26735103 1994 200000 SH SOLE 200000 0 0 ANGHAMI INC *W EXP 02/03/202 G0369L119 119 200000 SH SOLE 200000 0 0 ANTHEMIS DIGITAL ACQUISITION *W EXP 99/99/999 G03959114 65 250000 SH SOLE 250000 0 0 ANTHEMIS DIGITAL ACQUISITION CLASS A ORD G03959106 4975 500000 SH SOLE 500000 0 0 ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 13 50000 SH SOLE 50000 0 0 ANZU SPECIAL ACQUISITIN CORP COM CL A 03737A101 1466 150000 SH SOLE 150000 0 0 AP ACQUISITION CORP *W EXP 12/07/202 G04058114 9 35000 SH SOLE 35000 0 0 AP ACQUISITION CORP CL A ORD SHS G04058106 701 70000 SH SOLE 70000 0 0 APEIRON CAPITAL INVEST CORP *W EXP 04/02/202 03752A119 26 150000 SH SOLE 150000 0 0 APEIRON CAPITAL INVEST CORP CL A COM 03752A101 2994 300000 SH SOLE 300000 0 0 APOLLO STRATEGIC GROWTH CAPT *W EXP 10/29/202 G0411R114 411 300000 SH SOLE 300000 0 0 APOLLO STRATEGIC GROWTH CAPT SHS CL A G0411R106 9950 1000000 SH SOLE 1000000 0 0 APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 23 39999 SH SOLE 39999 0 0 APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 1960 200000 SH SOLE 200000 0 0 APX ACQUISITION CORP I *W EXP 11/30/202 G0440J125 17 75000 SH SOLE 75000 0 0 APX ACQUISITION CORP I CLASS A ORD SHS G0440J109 1496 150000 SH SOLE 150000 0 0 ARBOR RAPHA CAP BIOHLDS CORP *W EXP 10/31/202 03881F112 16 83333 SH SOLE 83333 0 0 ARBOR RAPHA CAP BIOHLDS CORP CLASS A COM 03881F104 2503 250000 SH SOLE 250000 0 0 ARCLIGHT CLEAN TRANSITION II *W EXP 03/16/202 G0R21B112 13 10000 SH SOLE 10000 0 0 ARCLIGHT CLEAN TRANSITION II CLASS A ORD SHS G0R21B104 632 63669 SH SOLE 63669 0 0 ARCTOS NORTHSTAR ACQUIS CORP *W EXP 99/99/999 G0477L126 22 62500 SH SOLE 62500 0 0 ARCTOS NORTHSTAR ACQUIS CORP SHS CL A G0477L100 2492 250000 SH SOLE 250000 0 0 ARENA FORTIFY ACQUISITION CO *W EXP 11/10/202 04005A112 13 50000 SH SOLE 50000 0 0 ARENA FORTIFY ACQUISITION CO CLASS A COM 04005A104 1001 100000 SH SOLE 100000 0 0 ARES ACQUISITION CORPORATION *W EXP 99/99/999 G33032122 33 80000 SH SOLE 80000 0 0 ARES ACQUISITION CORPORATION COM CL A G33032106 3924 400000 SH SOLE 400000 0 0 ARGUS CAPITAL CORP *W EXP 08/31/202 04026L113 6 12500 SH SOLE 12500 0 0 ARGUS CAPITAL CORP CLASS A COM 04026L105 250 25000 SH SOLE 25000 0 0 ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110 13 50000 SH SOLE 50000 0 0 ARROWROOT ACQUISITION CORP CL A COM 04282M102 976 100000 SH SOLE 100000 0 0 ARTEMIS STRATEGIC INVT CORP *W EXP 09/30/202 04303A111 253 737500 SH SOLE 737500 0 0 ARTEMIS STRATEGIC INVT CORP COM CL A 04303A103 14706 1475000 SH SOLE 1475000 0 0 ARYA SCIENCES ACQU CORP IV CL A G31659108 3920 400007 SH SOLE 400007 0 0 ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100 1221 125700 SH SOLE 125700 0 0 ASCENDANT DIGITAL ACQ CORP I *W EXP 99/99/999 G05157113 40 100000 SH SOLE 100000 0 0 ASCENDANT DIGITAL ACQ CORP I CL A COM G05157105 2002 200000 SH SOLE 200000 0 0 ASTREA ACQUISITION CORP COM CL A 04637C106 3929 402145 SH SOLE 402145 0 0 ATHENA CONSUMER ACQ CORP *W EXP 07/31/202 04684M114 30 100000 SH SOLE 100000 0 0 ATHENA CONSUMER ACQ CORP CL A 04684M106 1996 200000 SH SOLE 200000 0 0 ATHLON ACQUISITION CORP *W EXP 01/12/202 04748A114 13 50000 SH SOLE 50000 0 0 ATHLON ACQUISITION CORP COM CL A 04748A106 977 99910 SH SOLE 99910 0 0 ATI PHYSICAL THERAPY INC *W EXP 08/10/202 00216W117 9 31500 SH SOLE 31500 0 0 ATLANTIC COASTAL ACQUISTN CO CLASS A COM 048453104 29250 3000000 SH SOLE 3000000 0 0 ATLANTIC COASTAL AQSTN CORP *W EXP 01/13/202 04845A116 40 200000 SH SOLE 200000 0 0 ATLANTIC COASTAL AQSTN CORP CLASS A COM 04845A108 3969 400000 SH SOLE 400000 0 0 ATLAS CREST INVESTMENT CORP *W EXP 02/03/202 049287113 17 50000 SH SOLE 50000 0 0 ATLAS CREST INVESTMENT CORP COM CL A 049287105 1964 200000 SH SOLE 200000 0 0 AURORA ACQUISITION CORP CLASS A ORD SHS G0698L103 986 100000 SH SOLE 100000 0 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 36 64871 SH SOLE 64871 0 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633D125 41 75000 SH SOLE 75000 0 0 AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 2538 259488 SH SOLE 259488 0 0 AUSTERLITZ ACQUISITION CORP SHS CL A G0633D109 5401 550000 SH SOLE 550000 0 0 AUTHENTIC EQUITY ACQUISTN CO *W EXP 01/20/202 G06607124 15 50000 SH SOLE 50000 0 0 AUTHENTIC EQUITY ACQUISTN CO CL A SHS G06607108 980 100000 SH SOLE 100000 0 0 AVALON ACQUISITION INC *W EXP 12/31/202 05338E119 69 300000 SH SOLE 300000 0 0 AVALON ACQUISITION INC CLASS A COM 05338E101 3984 400000 SH SOLE 400000 0 0 AVANTI ACQUISITION CORP *W EXP 99/99/999 G0682V125 55 212677 SH SOLE 212677 0 0 AVANTI ACQUISITION CORP SHS CL A G0682V109 4768 483524 SH SOLE 483524 0 0 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 25343 25719000 PRN SOLE 25719000 0 0 BABYLON HLDGS LTD *W EXP 10/21/202 G07031118 17 31889 SH SOLE 31889 0 0 BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 8515 11000000 PRN SOLE 11000000 0 0 BANNER ACQUISITION CORP *W EXP 09/07/202 06654K119 312 742500 SH SOLE 742500 0 0 BANNER ACQUISITION CORP CLASS A COM 06654K101 14627 1485000 SH SOLE 1485000 0 0 BATTERY FUTURE ACQUISITION C *W EXP 99/99/999 G0888J124 20 75000 SH SOLE 75000 0 0 BATTERY FUTURE ACQUISITION C CL A ORD SHS G0888J108 1486 150000 SH SOLE 150000 0 0 BCLS ACQUISITION CORP COM CL A G0904B105 115 11700 SH SOLE 11700 0 0 BEARD ENERGY TRANSITION ACQ *W EXP 99/99/999 07402Q119 32 100000 SH SOLE 100000 0 0 BEARD ENERGY TRANSITION ACQ CL A COM 07402Q101 1986 200000 SH SOLE 200000 0 0 BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 6327 6540000 PRN SOLE 6540000 0 0 BENSON HILL INC *W EXP 99/99/999 082490111 5 10000 SH SOLE 10000 0 0 BERKSHIRE GREY INC *W EXP 07/21/202 084656115 14 33333 SH SOLE 33333 0 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 7913 13000000 PRN SOLE 13000000 0 0 BIG SKY GROWTH PARTNERS INC *W EXP 04/01/202 08954L110 11 25000 SH SOLE 25000 0 0 BIG SKY GROWTH PARTNERS INC CLASS A COM 08954L102 972 100000 SH SOLE 100000 0 0 BIGBEAR AI HLDGS INC *W EXP 99/99/999 08975B117 176 200000 SH SOLE 200000 0 0 BIOPLUS ACQUISITION CORP *W EXP 12/02/202 G11217125 29 125000 SH SOLE 125000 0 0 BIOPLUS ACQUISITION CORP CLASS A ORD SHS G11217117 2470 250000 SH SOLE 250000 0 0 BIOTECH ACQUISITION COMPANY *W EXP 11/30/202 G1125A116 34 140290 SH SOLE 140290 0 0 BIOTECH ACQUISITION COMPANY CL A SHS G1125A108 1417 143758 SH SOLE 143758 0 0 BLACK SPADE ACQUISITION CO *W EXP 99/99/999 G11537118 19 90517 SH SOLE 90517 0 0 BLACK SPADE ACQUISITION CO SHS CL A G11537100 1754 181034 SH SOLE 181034 0 0 BLACKLINE INC NOTE 3/1 09239BAD1 8042 9500000 PRN SOLE 9500000 0 0 BLACKSKY TECHNOLOGY INC *W EXP 10/30/202 09263B116 56 198855 SH SOLE 198855 0 0 BLEUACACIA LTD *W EXP 10/30/202 G11728113 34 100000 SH SOLE 100000 0 0 BLEUACACIA LTD CLASS A ORD SHS G11728105 1948 200000 SH SOLE 200000 0 0 BLEUACACIA LTD RIGHT 10/30/2026 G11728139 28 200000 SH SOLE 200000 0 0 BLOCKCHAIN COINVSTRS ACQ CRP *W EXP 11/01/202 G11765115 60 150000 SH SOLE 150000 0 0 BLOCKCHAIN COINVSTRS ACQ CRP CLASS A ORD G11765107 2979 300000 SH SOLE 300000 0 0 BLOCKCHAIN MOON ACQUISITN CO RIGHT 10/14/2026 09370F117 144 400000 SH SOLE 400000 0 0 BLOCKCHAIN MOON ACQUISITN CO COM 09370F109 3948 400000 SH SOLE 400000 0 0 BLOCKCHAIN MOON ACQUISITN CO *W EXP 10/14/202 09370F125 88 400000 SH SOLE 400000 0 0 BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 25 99999 SH SOLE 99999 0 0 BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 2940 300000 SH SOLE 300000 0 0 BOA ACQUISITION CORP *W EXP 02/22/202 05601A117 23 83332 SH SOLE 83332 0 0 BOA ACQUISITION CORP COM CL A 05601A109 4950 500000 SH SOLE 500000 0 0 BOX INC NOTE 1/1 10316TAB0 3172 2500000 PRN SOLE 2500000 0 0 BRIGHT LIGHTS ACQUISITION CO *W EXP 01/01/202 10920K119 28 50000 SH SOLE 50000 0 0 BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 5462 553345 SH SOLE 553345 0 0 BROADSCALE ACQUISITION CORP *W EXP 02/02/202 11134Y119 6 10674 SH SOLE 10674 0 0 BROADSCALE ACQUISITION CORP COM CL A 11134Y101 4920 500000 SH SOLE 500000 0 0 BULLPEN PARLAY ACQUISITION C *W EXP 12/03/202 G1792A118 34 100000 SH SOLE 100000 0 0 BULLPEN PARLAY ACQUISITION C CLASS A ORD SHS G1792A100 1974 200000 SH SOLE 200000 0 0 BUZZFEED INC *W EXP 99/99/999 12430A110 14 16666 SH SOLE 16666 0 0 BYNORDIC ACQUISITION CORP UNIT 07/01/2027 124420209 14805 1485000 SH SOLE 1485000 0 0 C5 ACQUISITION CORPORATION *W EXP 12/31/202 12530D113 9 25000 SH SOLE 25000 0 0 C5 ACQUISITION CORPORATION CL A COM 12530D105 496 50000 SH SOLE 50000 0 0 CACTUS ACQUISITION CORP 1 LT *W EXP 08/17/202 G1745A124 24 137500 SH SOLE 137500 0 0 CACTUS ACQUISITION CORP 1 LT CLASS A ORD G1745A108 2734 275000 SH SOLE 275000 0 0 CANNA GLOBAL ACQUISITION COR CLASS A COM 13767K101 2994 300000 SH SOLE 300000 0 0 CANNA GLOBAL ACQUISITION COR *W EXP 11/30/202 13767K119 42 300000 SH SOLE 300000 0 0 CAPITALWORKS EMNG MKTS ACQST *W EXP 11/19/202 G1889L126 41 225000 SH SOLE 225000 0 0 CAPITALWORKS EMNG MKTS ACQST CLASS A ORD SHS G1889L100 4473 450000 SH SOLE 450000 0 0 CARNEY TECHNOLOGY ACQU CORP *W EXP 11/30/202 143636116 58 166666 SH SOLE 166666 0 0 CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 4910 500000 SH SOLE 500000 0 0 CARTESIAN GROWTH CORP *W EXP 02/26/202 G19276115 52 83333 SH SOLE 83333 0 0 CARTESIAN GROWTH CORP CL A SHS G19276107 2468 250000 SH SOLE 250000 0 0 CARTICA ACQUISITION CORP *W EXP 04/30/202 G1995D117 11 50000 SH SOLE 50000 0 0 CARTICA ACQUISITION CORP CLASS A ORD SHS G1995D109 1000 100000 SH SOLE 100000 0 0 CASCADE ACQUISITION CORP *W EXP 11/30/202 147151112 9 50000 SH SOLE 50000 0 0 CASCADE ACQUISITION CORP COM CL A 147151104 1008 100000 SH SOLE 100000 0 0 CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 8 33333 SH SOLE 33333 0 0 CC NEUBERGER PRIN HLDGS II *W EXP 07/29/202 G3166T111 101 101250 SH SOLE 101250 0 0 CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 4464 450000 SH SOLE 450000 0 0 CC NEUBERGER PRINCIPAL HOLDN *W EXP 99/99/999 G1992N126 25 41105 SH SOLE 41105 0 0 CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 2027 205527 SH SOLE 205527 0 0 CELLEBRITE DI LTD *W EXP 08/30/202 M2197Q115 171 134999 SH SOLE 134999 0 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 22811 26000000 PRN SOLE 26000000 0 0 CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 40 100000 SH SOLE 100000 0 0 CF ACQUISITION CORP IV COM CL A 12520T102 2943 300000 SH SOLE 300000 0 0 CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 8 25000 SH SOLE 25000 0 0 CHAIN BRIDGE I *W EXP 11/10/202 G2061X110 18 50000 SH SOLE 50000 0 0 CHAIN BRIDGE I CLASS A ORD G2061X102 994 100000 SH SOLE 100000 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 20179 20000000 PRN SOLE 20000000 0 0 CHP MERGER CORP *W EXP 11/22/202 12558Y114 65 375000 SH SOLE 375000 0 0 CHP MERGER CORP COM CL A 12558Y106 7628 750000 SH SOLE 750000 0 0 CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 46 75000 SH SOLE 75000 0 0 CHURCHILL CAPITAL CORP V COM CL A 17144T107 2949 300000 SH SOLE 300000 0 0 CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 36 60000 SH SOLE 60000 0 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 2937 300000 SH SOLE 300000 0 0 CHW ACQUISITION CORPORATION ORDINARY SHS G2254A109 9811 990000 SH SOLE 990000 0 0 CHW ACQUISITION CORPORATION *W EXP 09/01/202 G2254A125 334 990000 SH SOLE 990000 0 0 CLARIM ACQUISITION CORP *W EXP 01/05/202 18049C116 8 33533 SH SOLE 33533 0 0 CLARIM ACQUISITION CORP COM CL A 18049C108 986 100600 SH SOLE 100600 0 0 CLASS ACCELERATION CORP *W EXP 03/31/202 18274B114 24 128162 SH SOLE 128162 0 0 CLASS ACCELERATION CORP COM 18274B106 2507 256325 SH SOLE 256325 0 0 CLIMATE REAL IMPACT SLUTINS *W EXP 01/29/202 187171111 16 35000 SH SOLE 35000 0 0 CLIMATE REAL IMPACT SLUTINS COM CL A 187171103 1713 175000 SH SOLE 175000 0 0 COHN ROBBINS HOLDINGS CORP *W EXP 08/28/202 G23726113 73 94499 SH SOLE 94499 0 0 COHN ROBBINS HOLDINGS CORP COM CL A G23726105 3131 315000 SH SOLE 315000 0 0 COLICITY INC *W EXP 02/24/202 194170114 18 44675 SH SOLE 44675 0 0 COLICITY INC COM CL A 194170106 2182 223381 SH SOLE 223381 0 0 COLONNADE ACQUISITION CORP I *W EXP 99/99/999 G2284B119 12 30000 SH SOLE 30000 0 0 COLONNADE ACQUISITION CORP I SHS CL A G2284B101 1466 150000 SH SOLE 150000 0 0 COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115 12 25000 SH SOLE 25000 0 0 COMPUTE HEALTH ACQUISITIN CO COM CL A 204833107 1956 200000 SH SOLE 200000 0 0 CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114 49 125000 SH SOLE 125000 0 0 CONCORD ACQUISITION CORP III COM CL A 20607V106 2485 250000 SH SOLE 250000 0 0 CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 21 66666 SH SOLE 66666 0 0 CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 1962 200000 SH SOLE 200000 0 0 CONX CORP *W EXP 10/30/202 212873111 58 135000 SH SOLE 135000 0 0 CONX CORP COM CL A 212873103 5910 600000 SH SOLE 600000 0 0 CORAZON CAPITAL V838 MONOCER *W EXP 03/24/202 G24237128 12 33333 SH SOLE 33333 0 0 CORAZON CAPITAL V838 MONOCER CLASS A ORD SHS G24237102 975 100000 SH SOLE 100000 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 19 66666 SH SOLE 66666 0 0 CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 1964 200000 SH SOLE 200000 0 0 COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 16628 17000000 PRN SOLE 17000000 0 0 COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 21890 26000000 PRN SOLE 26000000 0 0 COVA ACQUISITION CORP *W EXP 02/05/202 G2554Y120 14 75000 SH SOLE 75000 0 0 COVA ACQUISITION CORP CL A SHS G2554Y104 1457 148692 SH SOLE 148692 0 0 CRESCERA CAP ACQUISITION COR *W EXP 11/18/202 G26507114 34 100000 SH SOLE 100000 0 0 CRESCERA CAP ACQUISITION COR CLASS A ORD SHS G26507106 1979 200000 SH SOLE 200000 0 0 CROWN PROPTECH ACQUISITIONS *W EXP 99/99/999 G25741110 17 69879 SH SOLE 69879 0 0 CROWN PROPTECH ACQUISITIONS SHS CL A G25741102 3472 351440 SH SOLE 351440 0 0 CRUCIBLE ACQUISITION CORP *W EXP 12/26/202 22877P116 6 16666 SH SOLE 16666 0 0 CRUCIBLE ACQUISITION CORP COM CL A 22877P108 491 50000 SH SOLE 50000 0 0 CRYOPORT INC NOTE 0.750% 12/1 229050AC3 7156 9000000 PRN SOLE 9000000 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 33016 26497000 PRN SOLE 26497000 0 0 D AND Z MEDIA ACQUISITION CO *W EXP 01/27/202 23305Q114 20 66666 SH SOLE 66666 0 0 D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 979 100000 SH SOLE 100000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 51403 29000000 PRN SOLE 29000000 0 0 DEEP LAKE CAPITAL ACQUSTN CO CL A SHS G27029100 491 50000 SH SOLE 50000 0 0 DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118 10 50000 SH SOLE 50000 0 0 DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 30 100000 SH SOLE 100000 0 0 DELWINDS INS ACQUISITION COR COM CLS A 24803C102 1748 176000 SH SOLE 176000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 412436 132304000 PRN SOLE 132304000 0 0 DHB CAPITAL CORP *W EXP 03/31/202 23291W117 6 16666 SH SOLE 16666 0 0 DHB CAPITAL CORP CL A COM 23291W109 488 50000 SH SOLE 50000 0 0 DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 8 36666 SH SOLE 36666 0 0 DHC ACQUISITION CORP CLASS A ORD SHS G2758T109 1078 110000 SH SOLE 110000 0 0 DIAMONDHEAD HOLDINGS CORP *W EXP 01/28/202 25278L113 26 75000 SH SOLE 75000 0 0 DIAMONDHEAD HOLDINGS CORP CL A 25278L105 2937 300000 SH SOLE 300000 0 0 DICKS SPORTING GOODS INC NOTE 3.250% 4/1 253393AD4 113258 36179000 PRN SOLE 36179000 0 0 DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 17 97300 SH SOLE 97300 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 36993 38000000 PRN SOLE 38000000 0 0 DMY TECHNOLOGY GROUP INC VI *W EXP 99/99/999 233247113 121 175000 SH SOLE 175000 0 0 DMY TECHNOLOGY GROUP INC VI CL A COM 233247105 3455 350000 SH SOLE 350000 0 0 DOCUSIGN INC NOTE 1/1 256163AD8 37556 40062000 PRN SOLE 40062000 0 0 DOMA HOLDINGS INC *W EXP 07/28/202 25703A112 12 33333 SH SOLE 33333 0 0 DP CAP ACQUISITION CORP I *W EXP 11/08/202 G2R05B126 8 25000 SH SOLE 25000 0 0 DP CAP ACQUISITION CORP I CLASS A ORD G2R05B100 498 50000 SH SOLE 50000 0 0 DPCM CAP INC *W EXP 10/14/202 23344P119 72 108000 SH SOLE 108000 0 0 DPCM CAP INC COM CL A 23344P101 3956 400000 SH SOLE 400000 0 0 DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 1470 150000 SH SOLE 150000 0 0 DROPBOX INC NOTE 3/0 26210CAC8 4701 5000000 PRN SOLE 5000000 0 0 DUDDELL STREET ACQUISITN COR CL A G28553108 2530 254908 SH SOLE 254908 0 0 DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 14 62500 SH SOLE 62500 0 0 DUNE ACQUISITION CORP COM CL A 265334102 5964 600000 SH SOLE 600000 0 0 DYNAMICS SPECIAL PURPOSE COR CLASS A COM 268010105 1974 199950 SH SOLE 199950 0 0 E MERGE TECHNOLOGY ACQUISITI *W EXP 07/30/202 26873Y112 23 134999 SH SOLE 134999 0 0 E MERGE TECHNOLOGY ACQUISITI COM CL A 26873Y104 4950 500000 SH SOLE 500000 0 0 EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 14 62500 SH SOLE 62500 0 0 EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 37 200000 SH SOLE 200000 0 0 EAST STONE ACQUISITION CORP RIGHT 02/24/2027 G2911D132 68 200000 SH SOLE 200000 0 0 EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 40 250000 SH SOLE 250000 0 0 EDIFY ACQUISITION CORP CL A 28059Q103 4905 500000 SH SOLE 500000 0 0 EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 10 77236 SH SOLE 77236 0 0 EDTECHX HOLDINGS ACQU CORP I COM CL A 28139A102 1560 154473 SH SOLE 154473 0 0 EFFECTOR THERAPEUTICS INC *W EXP 12/31/202 28202V116 14 33333 SH SOLE 33333 0 0 EJF ACQUISITION CORP *W EXP 03/10/202 G2955B125 63 66666 SH SOLE 66666 0 0 EJF ACQUISITION CORP CL A SHS G2955B109 1978 200000 SH SOLE 200000 0 0 ELECTRIC LAST MILE SOLUTNS I *W EXP 08/24/202 28489L112 6 31959 SH SOLE 31959 0 0 ELLIOTT OPPORTUNITY II CORP *W EXP 03/02/202 G30092111 37 62500 SH SOLE 62500 0 0 ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103 2445 250000 SH SOLE 250000 0 0 EMBARK TECHNOLOGY INC *W EXP 11/10/202 29079J111 19 16248 SH SOLE 16248 0 0 EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 10 50000 SH SOLE 50000 0 0 EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 963 98211 SH SOLE 98211 0 0 ENDEAVOR MINING PLC NOTE 5.000% 10/1 29261HAA3 1462 1550000 PRN SOLE 1550000 0 0 ENDEAVOUR MINING CORP NOTE 3.000% 2/1 29257YAA2 38128 32600000 PRN SOLE 32600000 0 0 ENERGY VAULT HOLDINGS INC *W EXP 02/11/202 29280W117 270 100000 SH SOLE 100000 0 0 ENTERPRISE 4.0 TEC ACQSTN CO *W EXP 09/30/202 G3137C114 56 150000 SH SOLE 150000 0 0 ENTERPRISE 4.0 TEC ACQSTN CO CLASS A ORD SHS G3137C106 2982 300000 SH SOLE 300000 0 0 EPIPHANY TECHNOLOGY ACQUISIT *W EXP 01/12/202 29429X117 22 66666 SH SOLE 66666 0 0 EPIPHANY TECHNOLOGY ACQUISIT COM CL A 29429X109 1964 200000 SH SOLE 200000 0 0 EQ HEALTH ACQUISITION CORP COM CL A 26886A101 98 10000 SH SOLE 10000 0 0 EQUITY DISTR ACQUISITION COR *W EXP 09/09/202 29465E114 40 100000 SH SOLE 100000 0 0 EQUITY DISTR ACQUISITION COR COM CL A 29465E106 2967 300000 SH SOLE 300000 0 0 ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111 63 250000 SH SOLE 250000 0 0 ESGEN ACQUISITION CORP SHS CL A G3R95N103 5005 500000 SH SOLE 500000 0 0 ESPERION THERAPEUTICS INC NE COM 29664W105 862 185838 SH SOLE 185838 0 0 ESPERION THERAPEUTICS INC NE NOTE 4.000%11/1 29664WAB1 11028 20000000 PRN SOLE 20000000 0 0 EUROPEAN BIOTECH ACQUTN CORP *W EXP 03/06/202 G3167F128 7 33333 SH SOLE 33333 0 0 EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 974 100000 SH SOLE 100000 0 0 EVE MOBILITY ACQUISITION COR *W EXP 12/31/202 G3218G117 19 75000 SH SOLE 75000 0 0 EVE MOBILITY ACQUISITION COR CL A ORD SHS G3218G109 1487 150000 SH SOLE 150000 0 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 16845 18500000 PRN SOLE 18500000 0 0 EVERBRIDGE INC NOTE 3/1 29978AAE4 51736 59411000 PRN SOLE 59411000 0 0 EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110 30 150000 SH SOLE 150000 0 0 EVEREST CONSOLIDATOR ACQ COR CL A COM 29978K102 2979 300000 SH SOLE 300000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 15909 13323000 PRN SOLE 13323000 0 0 EVOLV TECHNOLOGIES HLDNGS IN *W EXP 03/10/202 30049H110 19 50000 SH SOLE 50000 0 0 EXCELFIN ACQUISITION CORP *W EXP 10/25/202 30069X110 51 150000 SH SOLE 150000 0 0 EXCELFIN ACQUISITION CORP COM CL A 30069X102 2991 300000 SH SOLE 300000 0 0 EXECUTIVE NETWORK PARTNERING *W EXP 09/25/202 30158L118 39 125000 SH SOLE 125000 0 0 EXECUTIVE NETWORK PARTNERING CL A 30158L100 3951 401105 SH SOLE 401105 0 0 FAR PEAK ACQUISITION CORP *W EXP 12/07/202 G3312L111 59 36085 SH SOLE 36085 0 0 FAR PEAK ACQUISITION CORP SHS CL A G3312L103 6932 697400 SH SOLE 697400 0 0 FARADAY FUTRE INTLGT ELCTR I COM 307359109 499 100000 SH SOLE 100000 0 0 FAST ACQUISITION CORP II *W EXP 03/16/202 311874119 8 25000 SH SOLE 25000 0 0 FAST ACQUISITION CORP II CL A 311874101 975 100000 SH SOLE 100000 0 0 FAST RADIUS INC *W EXP 02/11/202 31187R118 7 43750 SH SOLE 43750 0 0 FASTLY INC NOTE 3/1 31188VAB6 15082 20000000 PRN SOLE 20000000 0 0 FATHOM DIGITAL MFG CORP *W EXP 12/22/202 31189Y111 8 10000 SH SOLE 10000 0 0 FIGURE ACQUISITION CORP I *W EXP 03/31/202 302438114 18 25000 SH SOLE 25000 0 0 FIGURE ACQUISITION CORP I COM CL A 302438106 978 100000 SH SOLE 100000 0 0 FINANCE OF AMERICA COMPAN *W EXP 04/08/202 31738L115 118 300000 SH SOLE 300000 0 0 FINSERV ACQUISITION CORP II COM CL A 31809Y103 244 25000 SH SOLE 25000 0 0 FINTECH ACQUISITION CORP VI CLASS A COM 31811H106 246 25000 SH SOLE 25000 0 0 FINTECH EVOLUTION ACQUIS GRO *W EXP 03/31/202 G3R19A120 11 50000 SH SOLE 50000 0 0 FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 1470 150000 SH SOLE 150000 0 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 41619 37526000 PRN SOLE 37526000 0 0 FIREEYE INC NOTE 1.625% 6/0 31816QAD3 39327 39115000 PRN SOLE 39115000 0 0 FLAME ACQUISITION CORP *W EXP 02/26/202 33850F116 15 50000 SH SOLE 50000 0 0 FLAME ACQUISITION CORP COM CL A 33850F108 975 100000 SH SOLE 100000 0 0 FOCUS IMPACT ACQUISITION COR *W EXP 10/28/202 34417L117 34 125000 SH SOLE 125000 0 0 FOCUS IMPACT ACQUISITION COR CLASS A COM 34417L109 2483 250000 SH SOLE 250000 0 0 FORBION EUROPEAN ACQUSTN COR *W EXP 12/10/202 G3619H110 71 175000 SH SOLE 175000 0 0 FORBION EUROPEAN ACQUSTN COR CLASS A ORD SHS G3619H102 3490 350000 SH SOLE 350000 0 0 FORD MTR CO DEL NOTE 3/1 345370CZ1 14220 12000000 PRN SOLE 12000000 0 0 FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111 17 40000 SH SOLE 40000 0 0 FOREST ROAD ACQUISITION COR CL A 34619V103 1954 200000 SH SOLE 200000 0 0 FORGE GLOBAL HOLDINGS INC *W EXP 03/29/202 34629L111 221 133333 SH SOLE 133333 0 0 FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 343 35000 SH SOLE 35000 0 0 FORTISTAR SUSTAINABLE SOL CO *W EXP 01/14/202 34962M114 11 35000 SH SOLE 35000 0 0 FORTRESS CAPITAL ACQUISITION *W EXP 99/99/999 G36427121 48 120052 SH SOLE 120052 0 0 FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 5931 600261 SH SOLE 600261 0 0 FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 5 11525 SH SOLE 11525 0 0 FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 568 57625 SH SOLE 57625 0 0 FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 13 25000 SH SOLE 25000 0 0 FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 1960 200000 SH SOLE 200000 0 0 FORUM MERGER IV CORP *W EXP 03/15/202 349875112 24 50000 SH SOLE 50000 0 0 FORUM MERGER IV CORP CLASS A COM 349875104 1954 200000 SH SOLE 200000 0 0 FOUNDER SPAC *W EXP 04/19/202 G3661E114 108 250000 SH SOLE 250000 0 0 FOUNDER SPAC CLASS A ORD SHS G3661E106 5025 500000 SH SOLE 500000 0 0 FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 246 25000 SH SOLE 25000 0 0 FREEDOM ACQUISITION I CORP *W EXP 99/99/999 G3663X128 10 24072 SH SOLE 24072 0 0 FREEDOM ACQUISITION I CORP SHS CL A G3663X110 944 96288 SH SOLE 96288 0 0 FRONTIER ACQUISITION CORP *W EXP 03/04/202 G36826124 13 25000 SH SOLE 25000 0 0 FRONTIER ACQUISITION CORP CLASS A ORD SHS G36826108 979 100000 SH SOLE 100000 0 0 FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 3471 354534 SH SOLE 354534 0 0 FTAC ZEUS ACQUISITION COR *W EXP 04/15/202 30320F114 95 250000 SH SOLE 250000 0 0 FTAC ZEUS ACQUISITION COR CLASS A COM 30320F106 4920 500000 SH SOLE 500000 0 0 FUSION ACQUISITION CORP II *W EXP 02/29/202 36118N110 27 133333 SH SOLE 133333 0 0 FUSION ACQUISITION CORP II COM CL A 36118N102 3916 400000 SH SOLE 400000 0 0 FUTURE HEALTH ESG CORP *W EXP 99/99/999 36118W110 193 489950 SH SOLE 489950 0 0 FUTURE HEALTH ESG CORP COM 36118W102 9662 979900 SH SOLE 979900 0 0 G SQUARED ASCEND I INC *W EXP 02/01/202 G4204R117 24 60000 SH SOLE 60000 0 0 G SQUARED ASCEND I INC SHS CL A G4204R109 4925 500000 SH SOLE 500000 0 0 G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 9 33333 SH SOLE 33333 0 0 G SQUARED ASCEND II INC COM CL A G42041106 982 100000 SH SOLE 100000 0 0 GAMES & ESPORTS EXPRNC ACQ C *W EXP 12/01/202 G3731J127 24 125000 SH SOLE 125000 0 0 GAMES & ESPORTS EXPRNC ACQ C CLASS A ORD SHS G3731J119 2500 250000 SH SOLE 250000 0 0 GAMING & HOSPITALITY ACQU CO *W EXP 02/04/202 364681114 6 23333 SH SOLE 23333 0 0 GAMING & HOSPITALITY ACQU CO COM CL A 364681106 536 54897 SH SOLE 54897 0 0 GCM GROSVENOR INC *W EXP 11/17/202 36831E116 281 200902 SH SOLE 200902 0 0 GELESIS HLDGS INC *W EXP 01/13/202 36850R113 45 200000 SH SOLE 200000 0 0 GIGCAPITAL 5 INC COMMON STOCK 37519U109 4233 425000 SH SOLE 425000 0 0 GIGCAPITAL 5 INC *W EXP 99/99/999 37519U117 96 425000 SH SOLE 425000 0 0 GLOBAL BLUE GROUP HOLDING AG *W EXP 08/28/202 H33700115 303 747366 SH SOLE 747366 0 0 GLOBAL PARTNER ACQISTN CORP *W EXP 01/14/202 G3934P128 20 49432 SH SOLE 49432 0 0 GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 2916 296594 SH SOLE 296594 0 0 GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 711 71520 SH SOLE 71520 0 0 GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 14 75000 SH SOLE 75000 0 0 GLOBAL TECHNOLGY ACQSTN CORP *W EXP 10/19/202 G3934N115 18 50000 SH SOLE 50000 0 0 GLOBAL TECHNOLGY ACQSTN CORP CLASS A ORD G3934N107 995 100000 SH SOLE 100000 0 0 GO ACQUISITION CORP *W EXP 08/31/202 362019119 24 133333 SH SOLE 133333 0 0 GO ACQUISITION CORP COM 362019101 3960 400000 SH SOLE 400000 0 0 GOGREEN INVESTMENTS CORP *W EXP 05/31/202 G9461B119 13 50000 SH SOLE 50000 0 0 GOGREEN INVESTMENTS CORP ORD SHS CL A G9461B101 999 100000 SH SOLE 100000 0 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 2575 357605 SH SOLE 357605 0 0 GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 41 150000 SH SOLE 150000 0 0 GOLDEN FALCON ACQUISITION CO CL A 38102H109 2943 300000 SH SOLE 300000 0 0 GORES HLDGS VIII INC *W EXP 03/01/202 382863116 43 33799 SH SOLE 33799 0 0 GORES HLDGS VIII INC CL A 382863108 2985 300000 SH SOLE 300000 0 0 GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 31 37500 SH SOLE 37500 0 0 GORES HOLDINGS VII INC COM CL A 38286T101 2937 300000 SH SOLE 300000 0 0 GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 30 40000 SH SOLE 40000 0 0 GORES TECHNOLOGY PARTNERS II CLASS A COM 38287L107 1956 200000 SH SOLE 200000 0 0 GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 16 20000 SH SOLE 20000 0 0 GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 980 100000 SH SOLE 100000 0 0 GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 12086 10000000 PRN SOLE 10000000 0 0 GREEN PLAINS INC NOTE 4.000% 7/0 393222AH7 15138 7200000 PRN SOLE 7200000 0 0 GREENLIGHT BIOSCIENCS HLDS P *W EXP 02/02/202 39536G113 58 75000 SH SOLE 75000 0 0 GROUP NINE ACQUISITION CORP *W EXP 01/15/202 39947R112 33 116799 SH SOLE 116799 0 0 GROUP NINE ACQUISITION CORP COM CL A 39947R104 3430 350400 SH SOLE 350400 0 0 GSK FINANCE NO 3 LTD NOTE 6/1 36259RAA0 51075 52452000 PRN SOLE 52452000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 6512 5840000 PRN SOLE 5840000 0 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 26790 25500000 PRN SOLE 25500000 0 0 GX ACQUISITION CORP II *W EXP 03/17/202 36260F113 9 33333 SH SOLE 33333 0 0 GX ACQUISITION CORP II CLASS A COM 36260F105 976 100000 SH SOLE 100000 0 0 HALOZYME THERAPEUTICS INC NOTE 1.250%12/0 40637HAB5 22252 12750000 PRN SOLE 12750000 0 0 HAMILTON LANE ALLIANCE HLDGS *W EXP 01/12/202 40749M111 9 33333 SH SOLE 33333 0 0 HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 490 50000 SH SOLE 50000 0 0 HARMONIC INC DBCV 2.000% 9/0 413160AD4 23094 18000000 SH SOLE 18000000 0 0 HAYMAKER ACQUISITION CORP II *W EXP 03/04/202 42087R116 14 25000 SH SOLE 25000 0 0 HAYMAKER ACQUISITION CORP II CLASS A COM 42087R108 988 100000 SH SOLE 100000 0 0 HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117 19 100000 SH SOLE 100000 0 0 HEALTHCARE AI ACQUISITION CO CLASS A ORD SHS G4373K109 1982 200000 SH SOLE 200000 0 0 HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 12 75000 SH SOLE 75000 0 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 1482 150000 SH SOLE 150000 0 0 HENNESSY CAPITAL INVS CORP V *W EXP 01/20/202 42589T115 13 33213 SH SOLE 33213 0 0 HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 4125 420490 SH SOLE 420490 0 0 HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 703 745000 PRN SOLE 745000 0 0 HIGHLAND TRANSCEND PARTNERS *W EXP 99/99/999 G44690124 10 33333 SH SOLE 33333 0 0 HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 1068 108600 SH SOLE 108600 0 0 HPX CORP *W EXP 07/14/202 G32219126 27 150000 SH SOLE 150000 0 0 HPX CORP SHS CL A G32219100 2976 300000 SH SOLE 300000 0 0 HUBSPOT INC NOTE 0.375% 6/0 443573AD2 67439 37700000 PRN SOLE 37700000 0 0 HUDSON EXECUTIVE INVES III *W EXP 02/22/202 44376L115 32 80000 SH SOLE 80000 0 0 HUDSON EXECUTIVE INVES III COM CL A 44376L107 3908 400000 SH SOLE 400000 0 0 HUDSON EXECUTIVE INVS CORP I *W EXP 01/31/202 443760111 19 50411 SH SOLE 50411 0 0 HUDSON EXECUTIVE INVS CORP I COM CL A 443760103 1970 201645 SH SOLE 201645 0 0 HUNT COMPANIES ACQUISITIO *W EXP 99/99/999 G46482124 18 75000 SH SOLE 75000 0 0 HUNT COMPANIES ACQUISITIO CL ACOM G46482108 1503 150000 SH SOLE 150000 0 0 HYZON MOTORS INC *W EXP 10/02/202 44951Y110 137 80127 SH SOLE 80127 0 0 I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 10878 11000000 PRN SOLE 11000000 0 0 ICONIC SPORTS ACQUISITION CO *W EXP 10/12/202 G4712C115 76 250000 SH SOLE 250000 0 0 ICONIC SPORTS ACQUISITION CO CL A ORD SHS G4712C107 5000 500000 SH SOLE 500000 0 0 IG ACQUISITION CORP *W EXP 10/05/202 449534114 16 50000 SH SOLE 50000 0 0 IG ACQUISITION CORP COM CL A 449534106 986 100000 SH SOLE 100000 0 0 INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS G4761A101 245 25000 SH SOLE 25000 0 0 INDUSTRIAL TECH ACQSTNS II I *W EXP 03/31/202 45635R116 13 50000 SH SOLE 50000 0 0 INDUSTRIAL TECH ACQSTNS II I CLASS A COM 45635R108 995 100000 SH SOLE 100000 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 27919 25000000 PRN SOLE 25000000 0 0 INFINITE ACQUISITION CORP *W EXP 11/23/202 G48028123 21 62500 SH SOLE 62500 0 0 INFINITE ACQUISITION CORP CL A ORD SHS G48028107 1235 125000 SH SOLE 125000 0 0 INFINT ACQUISITION CORP *W EXP 99/99/999 G47862126 17 100000 SH SOLE 100000 0 0 INFINT ACQUISITION CORP CL A ORD SHS G47862100 2000 200000 SH SOLE 200000 0 0 INNOVATIVE INTL ACQUSITIN CO *W EXP 07/01/202 G4809M125 46 200000 SH SOLE 200000 0 0 INNOVATIVE INTL ACQUSITIN CO CLASS A ORD G4809M109 4000 400000 SH SOLE 400000 0 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 60823 37671000 PRN SOLE 37671000 0 0 INSPIRATO INCORPORATED *W EXP 02/11/202 45791E115 73 37500 SH SOLE 37500 0 0 INSU ACQUISITION CORP III *W EXP 12/31/202 457817112 7 33333 SH SOLE 33333 0 0 INSU ACQUISITION CORP III COM CL A 457817104 1964 200000 SH SOLE 200000 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 10287 9750000 PRN SOLE 9750000 0 0 INTELLIGENT MEDI ACQSITN COR *W EXP 99/99/999 45828D114 35 125000 SH SOLE 125000 0 0 INTELLIGENT MEDI ACQSITN COR CLASS A COM 45828D106 2500 250000 SH SOLE 250000 0 0 INTERPRIVATE III FINANCIAL P COM CL A 46064R106 1209 122386 SH SOLE 122386 0 0 INTREXON CORP NOTE 3.500% 7/0 46122TAA0 4107 5000000 PRN SOLE 5000000 0 0 INVACARE CORP NOTE 5.000%11/1 461203AL5 1811 2075000 PRN SOLE 2075000 0 0 INVACARE CORP NOTE 4.250% 3/1 461203AQ4 8836 15000000 PRN SOLE 15000000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 58048 64271000 PRN SOLE 64271000 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 10116 10000000 SH SOLE 10000000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 11756 10416000 PRN SOLE 10416000 0 0 ISLEWORTH HEALTHCARE ACQU CO *W EXP 08/02/202 46468P110 12 75000 SH SOLE 75000 0 0 ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 1478 149316 SH SOLE 149316 0 0 ITHAX ACQUISITION CORP *W EXP 02/01/202 G49775128 16 50000 SH SOLE 50000 0 0 ITHAX ACQUISITION CORP CL A SHS G49775102 503 50924 SH SOLE 50924 0 0 ITIQUIRA ACQUISITION CORP *W EXP 02/03/202 G49773115 7 25000 SH SOLE 25000 0 0 ITIQUIRA ACQUISITION CORP CL A SHS G49773107 490 50000 SH SOLE 50000 0 0 JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 59 274854 SH SOLE 274854 0 0 JACK CREEK INVESTMENT CORP CL A SHS G4989X115 5393 549708 SH SOLE 549708 0 0 JACKSON ACQUISITION CO *W EXP 99/99/999 46653C114 35 175000 SH SOLE 175000 0 0 JACKSON ACQUISITION CO COM CL A 46653C106 3458 350000 SH SOLE 350000 0 0 JASPER THERAPEUTICS INC *W EXP 12/01/202 471871111 65 250000 SH SOLE 250000 0 0 JAWS HURRICANE ACQUISITN COR *W EXP 03/26/202 47201B111 19 25000 SH SOLE 25000 0 0 JAWS HURRICANE ACQUISITN COR CLASS A COM 47201B103 977 100000 SH SOLE 100000 0 0 JAWS JUGGERNAUT ACQUISITN CO *W EXP 06/17/202 G50735110 14 25000 SH SOLE 25000 0 0 JAWS JUGGERNAUT ACQUISITN CO CLASS A ORD SHS G50735102 976 100000 SH SOLE 100000 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 20 40680 SH SOLE 40680 0 0 JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 2453 250000 SH SOLE 250000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 65346 63541000 PRN SOLE 63541000 0 0 JIYA ACQUISITION CORP COM CL A 47760M102 98 10000 SH SOLE 10000 0 0 JOFF FINTECH ACQUISITION COR *W EXP 02/04/202 46592C118 26 100000 SH SOLE 100000 0 0 JOFF FINTECH ACQUISITION COR COM CL A 46592C100 2931 300000 SH SOLE 300000 0 0 JUNIPER II CORP *W EXP 99/99/999 48203N111 51 125000 SH SOLE 125000 0 0 JUNIPER II CORP CL A COM 48203N103 2488 250000 SH SOLE 250000 0 0 KADEM SUSTAINABLE IMPACT COR *W EXP 03/16/202 48284E113 149 865000 SH SOLE 865000 0 0 KADEM SUSTAINABLE IMPACT COR CLASS A COM 48284E105 16868 1730000 SH SOLE 1730000 0 0 KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 21 125000 SH SOLE 125000 0 0 KAIROS ACQUISITION CORP CL A SHS G52110114 2450 249700 SH SOLE 249700 0 0 KBR INC NOTE 2.500%11/0 48242WAB2 25126 11500000 PRN SOLE 11500000 0 0 KENSINGTON CAPITAL ACQUISITI *W EXP 99/99/999 G5251K129 101 168750 SH SOLE 168750 0 0 KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103 2234 225000 SH SOLE 225000 0 0 KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 16 62500 SH SOLE 62500 0 0 KERNEL GROUP HOLDINGS INC CL A SHS G5259L103 1294 131941 SH SOLE 131941 0 0 KHOSLA VENTURES ACQUISITION CL A 482504107 2713 277399 SH SOLE 277399 0 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 1490 152540 SH SOLE 152540 0 0 KINGSWOOD ACQUISITION CORP COM CL A 496861105 1275 124916 SH SOLE 124916 0 0 KINGSWOOD ACQUISITION CORP *W EXP 05/01/202 496861113 18 127500 SH SOLE 127500 0 0 KINS TECHNOLOGY GROUP INC *W EXP 10/14/202 49714K117 20 150000 SH SOLE 150000 0 0 KISMET ACQUISITION THREE COR *W EXP 06/30/202 G5276C102 9 49999 SH SOLE 49999 0 0 KISMET ACQUISITION THREE COR CL A SHARES G5276C110 1463 149399 SH SOLE 149399 0 0 KISMET ACQUISITION TWO CORP *W EXP 06/30/202 G52807115 6 36530 SH SOLE 36530 0 0 KISMET ACQUISITION TWO CORP CL A SHS G52807107 1070 109291 SH SOLE 109291 0 0 KKR ACQUISITION HOLDING I CO *W EXP 99/99/999 48253T117 17 25000 SH SOLE 25000 0 0 KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 983 100000 SH SOLE 100000 0 0 KL ACQUISITION CORP *W EXP 01/12/202 49837C117 8 33333 SH SOLE 33333 0 0 KL ACQUISITION CORP COM CL A 49837C109 477 48650 SH SOLE 48650 0 0 KLDISCOVERY INC *W EXP 02/24/202 498455112 360 1444593 SH SOLE 1444593 0 0 KLUDEIN I ACQUISITION CORP CL A 49878L109 249 25000 SH SOLE 25000 0 0 KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 3 25000 SH SOLE 25000 0 0 KORE GROUP HOLDINGS INC *W EXP 99/99/999 50066V115 48 50000 SH SOLE 50000 0 0 L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 14 33333 SH SOLE 33333 0 0 L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125 975 100000 SH SOLE 100000 0 0 L&F ACQUISITION CORP *W EXP 05/23/202 G53702117 23 75000 SH SOLE 75000 0 0 L&F ACQUISITION CORP SHS CL A G53702109 1358 134214 SH SOLE 134214 0 0 LAMF GLOBAL VENTURES CORP I *W EXP 11/05/202 G5338L124 39 150000 SH SOLE 150000 0 0 LAMF GLOBAL VENTURES CORP I CLASS A ORD G5338L108 2979 300000 SH SOLE 300000 0 0 LAVA MEDTECH ACQUISITION COR *W EXP 10/21/202 519345110 44 125000 SH SOLE 125000 0 0 LAVA MEDTECH ACQUISITION COR CLASS A COM 519345102 2495 250000 SH SOLE 250000 0 0 LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 64 119892 SH SOLE 119892 0 0 LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 5875 599464 SH SOLE 599464 0 0 LDH GROWTH CORP I CLASS A ORD SHS G54094100 196 20000 SH SOLE 20000 0 0 LEAFLY HOLDINGS INC *W EXP 11/07/202 52178J113 373 286595 SH SOLE 286595 0 0 LEAFLY HOLDINGS INC COM 52178J105 12192 2400000 SH SOLE 2400000 0 0 LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 10 40500 SH SOLE 40500 0 0 LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 14448 17500000 PRN SOLE 17500000 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 7274 7259000 PRN SOLE 7259000 0 0 LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 26 75000 SH SOLE 75000 0 0 LEO HLDGS CORP II COM CL A G5463R102 2940 300000 SH SOLE 300000 0 0 LERER HIPPEAU ACQUISITION CO CL A 526749106 1225 125000 SH SOLE 125000 0 0 LEVERE HOLDINGS CORP *W EXP 03/09/202 G5462L122 9 29199 SH SOLE 29199 0 0 LEVERE HOLDINGS CORP CLASS A ORD SHS G5462L106 859 87600 SH SOLE 87600 0 0 LF CAPITAL ACQUISITION CORP *W EXP 05/19/202 50202D110 19 100000 SH SOLE 100000 0 0 LF CAPITAL ACQUISITION CORP CLASS A COM 50202D102 1998 200000 SH SOLE 200000 0 0 LIBERTY BROADBAND CORP NOTE 2.750% 9/1 530307AA5 12838 13010000 PRN SOLE 13010000 0 0 LIBERTY BROADBAND CORP NOTE 1.250% 9/1 530307AC1 43274 45000000 PRN SOLE 45000000 0 0 LIBERTY INTERACTIVE LLC NOTE 1.750% 9/1 530610AD6 53664 32901000 PRN SOLE 32901000 0 0 LIBERTY MEDIA CORP NOTE 2.125% 3/1 531229AG7 63000 62500000 PRN SOLE 62500000 0 0 LIBERTY MEDIA CORP NOTE 0.500% 12/0 531229AK8 24183 17000000 PRN SOLE 17000000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 57048 30000000 PRN SOLE 30000000 0 0 LIBERTY RES ACQUISITION CORP CLASS A COM 53118A105 1499 150000 SH SOLE 150000 0 0 LIBERTY RES ACQUISITION CORP *W EXP 10/31/202 53118A113 34 150000 SH SOLE 150000 0 0 LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 11431 11645000 PRN SOLE 11645000 0 0 LILIUM N V *W EXP 09/14/202 N52586117 28 41999 SH SOLE 41999 0 0 LIVANOVA USA INC NOTE 3.000% 12/1 538030AB3 10758 7000000 PRN SOLE 7000000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 35489 20000000 PRN SOLE 20000000 0 0 LIVE OAK MOBILITY ACQUISI CO *W EXP 03/04/202 538126111 18 39999 SH SOLE 39999 0 0 LIVE OAK MOBILITY ACQUISI CO COM CL A 538126103 1962 200000 SH SOLE 200000 0 0 LIVEPERSON INC NOTE 12/1 538146AD3 3160 3950000 PRN SOLE 3950000 0 0 LMF ACQUISITION OPPORTUNIT I CL A COM 502015100 405 40000 SH SOLE 40000 0 0 LMF ACQUISITION OPPORTUNIT I *W EXP 01/26/202 502015118 8 40000 SH SOLE 40000 0 0 LOCAL BOUNTI CORP *W EXP 99/99/999 53960E114 42 22298 SH SOLE 22298 0 0 LONGVIEW ACQUISITION CORP II *W EXP 99/99/999 54319Q113 13 30000 SH SOLE 30000 0 0 LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 4392 450000 SH SOLE 450000 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 34775 21000000 PRN SOLE 21000000 0 0 M3 BRIGADE ACQUISITION II CO COM CL A 553800103 483 49452 SH SOLE 49452 0 0 M3 BRIGADE ACQUISITION III *W EXP 07/31/202 55407R111 83 333333 SH SOLE 333333 0 0 M3 BRIGADE ACQUISITION III CL A COM 55407R103 9960 1000000 SH SOLE 1000000 0 0 MAGNUM OPUS ACQUISITION LTD SHS CL A G5S70A104 2525 254831 SH SOLE 254831 0 0 MALACCA STRAITS ACQUISITION *W EXP 99/99/999 G5859B109 5 32637 SH SOLE 32637 0 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 10032 10000000 PRN SOLE 10000000 0 0 MARKETWISE INC *W EXP 07/19/202 57064P115 146 200000 SH SOLE 200000 0 0 MARKFORGED HOLDING CORPORATI *W EXP 07/14/202 57064N110 17 28034 SH SOLE 28034 0 0 MARLIN TECHNOLOGY CORP *W EXP 01/12/202 G58411110 34 116666 SH SOLE 116666 0 0 MARLIN TECHNOLOGY CORP CL A SHS G58411102 3437 350000 SH SOLE 350000 0 0 MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 22 66667 SH SOLE 66667 0 0 MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 1941 198700 SH SOLE 198700 0 0 MDH ACQUISITION CORP *W EXP 02/02/202 55283P114 12 75000 SH SOLE 75000 0 0 MDH ACQUISITION CORP COM CL A 55283P106 2131 218096 SH SOLE 218096 0 0 MEDTECH ACQUISITION CORP COM CL A 58507N105 196 20000 SH SOLE 20000 0 0 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 110923 40000000 PRN SOLE 40000000 0 0 MERCATO PARTNERS ACQUISITION *W EXP 99/99/999 58759A116 80 250000 SH SOLE 250000 0 0 MERCATO PARTNERS ACQUISITION CLASS A COM 58759A108 4970 500000 SH SOLE 500000 0 0 METROMILE INC *W EXP 02/09/202 591697115 7 50242 SH SOLE 50242 0 0 MODEL N INC NOTE 2.625% 6/0 607525AB8 19581 17440000 PRN SOLE 17440000 0 0 MONEYLION INC *W EXP 09/22/202 60938K114 54 141750 SH SOLE 141750 0 0 MONTEREY BIO ACQUISITION COR COM 61240F108 2490 250000 SH SOLE 250000 0 0 MONTEREY BIO ACQUISITION COR *W EXP 10/05/202 61240F116 54 250000 SH SOLE 250000 0 0 MONUMENT CIRCLE ACQUISITN CO *W EXP 01/14/202 61531M119 28 125000 SH SOLE 125000 0 0 MONUMENT CIRCLE ACQUISITN CO COM CL A 61531M101 2448 250000 SH SOLE 250000 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 12 50000 SH SOLE 50000 0 0 MORINGA ACQUISITION CORP CL A SHS G6S23K108 978 100000 SH SOLE 100000 0 0 MOTIVE CAPITAL CORP II *W EXP 99/99/999 G6293R114 34 83333 SH SOLE 83333 0 0 MOTIVE CAPITAL CORP II CL A ORD G6293R106 2480 250000 SH SOLE 250000 0 0 MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112 28 87500 SH SOLE 87500 0 0 MOUNTAIN & CO I ACQUISITN CO CLASS A ORD G6301J104 1764 175000 SH SOLE 175000 0 0 MULTIPLAN CORPORATION *W EXP 02/13/202 62548M118 643 624050 SH SOLE 624050 0 0 NABORS ENERGY TRANSITION COR *W EXP 11/17/202 629567116 57 150000 SH SOLE 150000 0 0 NABORS ENERGY TRANSITION COR CL A COM 629567108 2994 300000 SH SOLE 300000 0 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 46548 30000000 PRN SOLE 30000000 0 0 NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 2690 4000000 PRN SOLE 4000000 0 0 NERDY INC *W EXP 08/16/202 64081V117 32 27000 SH SOLE 27000 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 60277 45447000 PRN SOLE 45447000 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 105756 104606000 PRN SOLE 104606000 0 0 NEW VISTA ACQUISITION CORP *W EXP 02/01/202 G6529L121 30 76015 SH SOLE 76015 0 0 NEW VISTA ACQUISITION CORP CL A SHS G6529L105 2233 228048 SH SOLE 228048 0 0 NEWCOURT ACQUISITION CORP *W EXP 04/12/202 G6448C129 36 150000 SH SOLE 150000 0 0 NEWCOURT ACQUISITION CORP CLASS A ORD SHS G6448C103 3003 300000 SH SOLE 300000 0 0 NEXTERS INC *W EXP 08/26/202 G6529J118 89 124999 SH SOLE 124999 0 0 NIGHTDRAGON ACQUISITION CORP *W EXP 02/26/202 65413D113 5 10000 SH SOLE 10000 0 0 NIGHTDRAGON ACQUISITION CORP CLASS A COM 65413D105 489 50000 SH SOLE 50000 0 0 NOBLE ROCK ACQUISITION CORP *W EXP 01/31/202 G6546R119 15 66666 SH SOLE 66666 0 0 NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 1962 200000 SH SOLE 200000 0 0 NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 36 116667 SH SOLE 116667 0 0 NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 3462 350000 SH SOLE 350000 0 0 NORTH MOUNTAIN MERGER CORP *W EXP 09/16/202 661204115 29 100000 SH SOLE 100000 0 0 NORTH MOUNTAIN MERGER CORP COM CL A 661204107 4375 442404 SH SOLE 442404 0 0 NORTHERN STAR INVEST CORP II *W EXP 02/25/202 66574L118 7 16666 SH SOLE 16666 0 0 NORTHERN STAR INVEST CORP II COM CL A 66574L100 979 100000 SH SOLE 100000 0 0 NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119 8 16666 SH SOLE 16666 0 0 NORTHERN STAR INVEST CORP IV COM CL A 66575B101 976 100000 SH SOLE 100000 0 0 NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 8 20000 SH SOLE 20000 0 0 NORTHERN STAR INVSTMNT CORP COM CLASS A 66573W107 6846 700000 SH SOLE 700000 0 0 NORTONLIFELOCK INC NOTE 2.000% 8/1 668771AB4 112549 85071000 PRN SOLE 85071000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 5567 5000000 SH SOLE 5000000 0 0 NUTANIX INC NOTE 1/1 67059NAB4 15216 15391000 PRN SOLE 15391000 0 0 NUVASIVE INC NOTE 1.000% 6/0 670704AL9 70312 69947000 PRN SOLE 69947000 0 0 OAKTREE ACQUISITION CORP II *W EXP 09/15/202 G6715X111 46 70399 SH SOLE 70399 0 0 OAKTREE ACQUISITION CORP II CL A SHS G6715X103 2507 251941 SH SOLE 251941 0 0 OCA ACQUISITION CORP COM CL A 670865104 251 25000 SH SOLE 25000 0 0 OCA ACQUISITION CORP *W EXP 01/14/202 670865112 8 50000 SH SOLE 50000 0 0 OFFERPAD SOLUTIONS INC *W EXP 10/16/202 67623L117 44 54000 SH SOLE 54000 0 0 OKTA INC NOTE 0.375% 6/1 679295AF2 9837 10000000 PRN SOLE 10000000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 16265 15125000 PRN SOLE 15125000 0 0 OMEGA ALPHA SPAC CL A G6749V107 98 10000 SH SOLE 10000 0 0 OMNICHANNEL ACQUISITION CORP COM CL A 68218L108 3310 332033 SH SOLE 332033 0 0 ONE EQUITY PARTNERS OPEN WTR *W EXP 01/14/202 68237L113 33 100000 SH SOLE 100000 0 0 ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 2936 299900 SH SOLE 299900 0 0 ORION ACQUISITION CORP COM CL A 68626A108 342 35000 SH SOLE 35000 0 0 OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 15071 15000000 PRN SOLE 15000000 0 0 OTR ACQUISITION CORP *W EXP 11/30/202 67113Q113 29 150000 SH SOLE 150000 0 0 OTR ACQUISITION CORP COM CL A 67113Q105 2653 260114 SH SOLE 260114 0 0 OWLET INC *W EXP 09/14/202 69120X115 77 100000 SH SOLE 100000 0 0 P3 HEALTH PARTNERS INC *W EXP 99/99/999 744413113 160 100624 SH SOLE 100624 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 129890 61513000 PRN SOLE 61513000 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 271471 115743000 PRN SOLE 115743000 0 0 PAPAYA GRWT OPPORTUNITY CORP *W EXP 12/31/202 69882P110 20 125000 SH SOLE 125000 0 0 PAPAYA GRWT OPPORTUNITY CORP CLASS A COM 69882P102 2483 250000 SH SOLE 250000 0 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 5299 5000000 PRN SOLE 5000000 0 0 PATHFINDER ACQUISITION CORP CL A G04119106 3070 313617 SH SOLE 313617 0 0 PEAR THERAPEUTICS INC *W EXP 99/99/999 704723113 26 33333 SH SOLE 33333 0 0 PEARL HOLDINGS ACQUISITN COR *W EXP 12/15/202 G44525114 10 37500 SH SOLE 37500 0 0 PEARL HOLDINGS ACQUISITN COR CLASS A ORD SHS G44525106 741 75000 SH SOLE 75000 0 0 PEGASUS DIGITAL MOBILITY ACQ *W EXP 99/99/999 G69768110 231 462500 SH SOLE 462500 0 0 PEGASUS DIGITAL MOBILITY ACQ CL A ORD SHS G69768102 9139 925000 SH SOLE 925000 0 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 32456 34291000 PRN SOLE 34291000 0 0 PERCEPTION CAPITAL CORP II *W EXP 10/25/202 G7007D110 37 150000 SH SOLE 150000 0 0 PERCEPTION CAPITAL CORP II CLASS A ORD G7007D102 2997 300000 SH SOLE 300000 0 0 PERIDOT ACQUISITION CORP II *W EXP 04/30/202 G7008B121 19 50000 SH SOLE 50000 0 0 PERIDOT ACQUISITION CORP II SHS CL A G7008B105 2445 250000 SH SOLE 250000 0 0 PERIPHAS CAPITAL PARTNERING *W EXP 12/10/202 713895118 11 15000 SH SOLE 15000 0 0 PERIPHAS CAPITAL PARTNERING COM CL A 713895100 1472 59998 SH SOLE 59998 0 0 PERSHING SQUARE TONTINE HLDG COM CL A 71531R109 9945 500000 SH SOLE 500000 0 0 PG&E CORP UNIT 99/99/9999 69331C140 2814 25000 SH SOLE 25000 0 0 PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113 11 50000 SH SOLE 50000 0 0 PHOENIX BIOTECH ACQUISITION CLASS A COM 71902K105 1001 100000 SH SOLE 100000 0 0 PINE TECHNOLOGY ACQUISITN CO CLASS A COM 722850104 2184 223100 SH SOLE 223100 0 0 PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111 13 66666 SH SOLE 66666 0 0 PIONEER MERGER CORP CL A SHS G7S24C103 6751 688213 SH SOLE 688213 0 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 7146 3000000 PRN SOLE 3000000 0 0 PIVOTAL INVESTMENT CORP III *W EXP 01/28/202 72582M114 28 60000 SH SOLE 60000 0 0 PIVOTAL INVESTMENT CORP III COM CL A 72582M106 2934 300000 SH SOLE 300000 0 0 PLAYSTUDIOS INC *W EXP 06/17/202 72815G116 87 104019 SH SOLE 104019 0 0 PLUM ACQUISITION CORP I *W EXP 03/15/202 G7134L118 9 20000 SH SOLE 20000 0 0 PLUM ACQUISITION CORP I CLASS A ORD SHS G7134L126 977 100000 SH SOLE 100000 0 0 PMV CONSUMER ACQUISITION COR *W EXP 08/31/202 693486110 52 200000 SH SOLE 200000 0 0 PMV CONSUMER ACQUISITION COR COM 693486102 3952 400000 SH SOLE 400000 0 0 POEMA GLOBAL HOLDINGS CORP CL A SHS G7154B107 247 25000 SH SOLE 25000 0 0 POEMA GLOBAL HOLDINGS CORP *W EXP 01/08/202 G7154B115 101 75000 SH SOLE 75000 0 0 PONTEM CORPORATION *W EXP 01/05/202 G71707122 22 66666 SH SOLE 66666 0 0 PONTEM CORPORATION SHS CL A G71707106 1962 200000 SH SOLE 200000 0 0 POPULATION HEALTH INVS CO IN *W EXP 10/01/202 G71716115 34 117699 SH SOLE 117699 0 0 POPULATION HEALTH INVS CO IN SHS CL A G71716107 3478 353100 SH SOLE 353100 0 0 POST HOLDINGS PARTNERING COR *W EXP 04/12/202 737465112 19 33032 SH SOLE 33032 0 0 POST HOLDINGS PARTNERING COR COM SER A 737465104 969 99097 SH SOLE 99097 0 0 POWERED BRANDS *W EXP 01/07/202 G7209M116 6 16666 SH SOLE 16666 0 0 POWERED BRANDS CL A G7209M108 492 50000 SH SOLE 50000 0 0 PRIMAVERA CAPITAL ACQUIST CO *W EXP 01/19/202 G7255E117 8 20000 SH SOLE 20000 0 0 PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 393 40000 SH SOLE 40000 0 0 PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 24 100000 SH SOLE 100000 0 0 PRIME IMPACT ACQUISITION I SHS CL A G61074103 2967 300000 SH SOLE 300000 0 0 PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110 50 166666 SH SOLE 166666 0 0 PRIVETERRA ACQUISITION CORP CL A 74275N102 4887 499735 SH SOLE 499735 0 0 PROCAPS GROUP S A *W EXP 04/01/202 L7756P110 300 400000 SH SOLE 400000 0 0 PROJECT ENERGY REIMAGINED AC *W EXP 10/28/202 G72556114 340 618750 SH SOLE 618750 0 0 PROJECT ENERGY REIMAGINED AC CLASS A ORD G72556106 12053 1237500 SH SOLE 1237500 0 0 PROOF ACQUISITION CORP I *W EXP 99/99/999 74349W112 56 200000 SH SOLE 200000 0 0 PROOF ACQUISITION CORP I CL A COM 74349W104 3960 400000 SH SOLE 400000 0 0 PROPTECH INVESTMENT CORP II *W EXP 12/08/202 743497117 22 83333 SH SOLE 83333 0 0 PROPTECH INVESTMENT CORP II COM CL A 743497109 1186 120999 SH SOLE 120999 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 14852 15905000 PRN SOLE 15905000 0 0 PROSPECTOR CAPITAL CORP *W EXP 01/01/202 G7273A113 9 33333 SH SOLE 33333 0 0 PROSPECTOR CAPITAL CORP CL A G7273A105 981 100000 SH SOLE 100000 0 0 PROVIDENT ACQUISITION CORP *W EXP 01/08/202 G7282L126 21 50000 SH SOLE 50000 0 0 PROVIDENT ACQUISITION CORP CL A G7282L100 581 58907 SH SOLE 58907 0 0 PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 15848 15519000 PRN SOLE 15519000 0 0 PTK ACQUISITION CORP *W EXP 12/12/202 M9607U107 44 75000 SH SOLE 75000 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 93982 67179000 PRN SOLE 67179000 0 0 PWP FORWARD ACQUISITION CORP *W EXP 03/12/202 74709Q119 17 50000 SH SOLE 50000 0 0 PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 2445 250000 SH SOLE 250000 0 0 PYROPHYTE ACQUISITION CORP *W EXP 05/03/202 G7308P127 67 150000 SH SOLE 150000 0 0 PYROPHYTE ACQUISITION CORP CL A ORD SHS G7308P101 2982 300000 SH SOLE 300000 0 0 Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 11045 12736000 PRN SOLE 12736000 0 0 QUANERGY SYSTEMS INC *W EXP 02/01/202 74764U112 56 225000 SH SOLE 225000 0 0 QUANTUM FINTECH ACQUISTIN CO COMMON STOCK 74767A105 2643 267513 SH SOLE 267513 0 0 QUEENS GAMBIT GROWTH CAPITAL *W EXP 01/19/202 G7315C119 68 100000 SH SOLE 100000 0 0 RAPID7 INC NOTE 2.250% 5/0 753422AD6 63079 33000000 PRN SOLE 33000000 0 0 RAPID7 INC NOTE 0.250% 3/1 753422AF1 92307 74000000 PRN SOLE 74000000 0 0 RCF ACQUISITION CORP *W EXP 99/99/999 G7330C110 36 100000 SH SOLE 100000 0 0 RCF ACQUISITION CORP CL A COM G7330C102 1988 200000 SH SOLE 200000 0 0 RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 12 50000 SH SOLE 50000 0 0 RECHARGE ACQUISITION CORP COM CL A 756229100 997 100000 SH SOLE 100000 0 0 REDBALL ACQUISITION CORP *W EXP 08/17/202 G7417R113 204 239817 SH SOLE 239817 0 0 REDBALL ACQUISITION CORP COM CL A G7417R105 7066 711606 SH SOLE 711606 0 0 RENEW ENERGY GLOBAL PLC *W EXP 08/30/202 G7500M120 207 116666 SH SOLE 116666 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 25191 14500000 PRN SOLE 14500000 0 0 RESERVOIR MEDIA INC *W EXP 08/26/202 76119X113 56 25000 SH SOLE 25000 0 0 REVELSTONE CAPITAL ACQSTN CO *W EXP 09/15/202 76137R114 149 675000 SH SOLE 675000 0 0 REVELSTONE CAPITAL ACQSTN CO CLASS A COM 76137R106 13203 1350000 SH SOLE 1350000 0 0 REVOLUTION HEALTHCAR AQ CORP *W EXP 12/31/202 76155Y116 18 40000 SH SOLE 40000 0 0 REVOLUTION HEALTHCAR AQ CORP CLASS A COM 76155Y108 1962 200000 SH SOLE 200000 0 0 RH NOTE 9/1 74967XAD5 6561 4000000 PRN SOLE 4000000 0 0 RICE ACQUISITION CORP II *W EXP 99/99/999 G75529126 16 25000 SH SOLE 25000 0 0 RICE ACQUISITION CORP II SHS CL A G75529100 986 100000 SH SOLE 100000 0 0 RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114 90 225000 SH SOLE 225000 0 0 RIGEL RESOURCE ACQ CORP CL A ORD SHS G7573M106 4466 450000 SH SOLE 450000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 18160 20754000 PRN SOLE 20754000 0 0 RINGCENTRAL INC NOTE 3/1 76680RAH0 43946 53149000 PRN SOLE 53149000 0 0 RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 26 59999 SH SOLE 59999 0 0 RMG ACQUISITION CORP III CL A SHS G76088106 2940 300000 SH SOLE 300000 0 0 ROCKET INTERNET GRWT OPRT CO *W EXP 99/99/999 G7613T129 10 25000 SH SOLE 25000 0 0 ROCKET INTERNET GRWT OPRT CO SHS CL A G7613T103 980 100000 SH SOLE 100000 0 0 ROIVANT SCIENCES LTD *W EXP 09/30/202 G76279119 176 200000 SH SOLE 200000 0 0 ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123 13 50000 SH SOLE 50000 0 0 ROSE HILL ACQUISITION CORP CLASS A ORD G7637J107 1001 100000 SH SOLE 100000 0 0 ROSECLIFF ACQUISITION CORP I *W EXP 02/11/202 77732R111 13 66666 SH SOLE 66666 0 0 ROSECLIFF ACQUISITION CORP I COM CL A 77732R103 4885 500000 SH SOLE 500000 0 0 ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 27 66666 SH SOLE 66666 0 0 ROSS ACQUISITION CORP II SHS CL A G7641C106 1964 200000 SH SOLE 200000 0 0 SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 37623 20250000 PRN SOLE 20250000 0 0 SARCOS TECHN AND ROBOTICS CO *W EXP 06/15/202 80359A114 27 24900 SH SOLE 24900 0 0 SARISSA CAPITAL ACQUISITN CO *W EXP 10/23/202 G7823W110 18 51134 SH SOLE 51134 0 0 SARISSA CAPITAL ACQUISITN CO CL A G7823W102 1367 138063 SH SOLE 138063 0 0 SATELLOGIC INC *W EXP 01/25/202 G7823S119 69 91779 SH SOLE 91779 0 0 SCHULTZE SPL PURP ACQ CORP I *W EXP 04/13/202 808212112 145 371250 SH SOLE 371250 0 0 SCHULTZE SPL PURP ACQ CORP I CLASS A COM 808212104 7336 742500 SH SOLE 742500 0 0 SCIENCE STRATEGIC ACQ ALPHA *W EXP 01/20/202 808641112 5 23000 SH SOLE 23000 0 0 SCIENCE STRATEGIC ACQ ALPHA COM CL A 808641104 345 35143 SH SOLE 35143 0 0 SCION TECH GROWTH I *W EXP 11/01/202 G31067112 45 166666 SH SOLE 166666 0 0 SCION TECH GROWTH I CL A SHS G31067104 4910 500000 SH SOLE 500000 0 0 SCION TECH GROWTH II *W EXP 01/28/202 G31070116 15 50000 SH SOLE 50000 0 0 SCION TECH GROWTH II CL A SHS G31070108 1470 150000 SH SOLE 150000 0 0 SCP & CO HEALTHCARE ACQUSTN *W EXP 01/27/202 784065112 20 100000 SH SOLE 100000 0 0 SCP & CO HEALTHCARE ACQUSTN COM CL A 784065104 1956 200000 SH SOLE 200000 0 0 SCULPTOR ACQUISITION CORP I *W EXP 99/99/999 G7T983111 38 125000 SH SOLE 125000 0 0 SCULPTOR ACQUISITION CORP I CL A COM G7T983103 2480 250000 SH SOLE 250000 0 0 SCVX CORP *W EXP 01/24/202 G79448117 59 298300 SH SOLE 298300 0 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 18418 23000000 PRN SOLE 23000000 0 0 SEMPER PARATUS ACQUISITION C *W EXP 11/04/202 G8028L131 34 125000 SH SOLE 125000 0 0 SEMPER PARATUS ACQUISITION C CLASS A ORD G8028L107 2498 250000 SH SOLE 250000 0 0 SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116 45 250000 SH SOLE 250000 0 0 SENIOR CONNECT ACQUISITN COR COM CL A 81723H108 4910 500000 SH SOLE 500000 0 0 SHAPEWAYS HOLDINGS INC *W EXP 99/99/999 81947T110 82 237885 SH SOLE 237885 0 0 SHARECARE INC *W EXP 07/01/202 81948W112 24 80999 SH SOLE 80999 0 0 SHOULDERUP TECHNOLOGY ACQUIS *W EXP 11/17/202 82537G112 38 112500 SH SOLE 112500 0 0 SHOULDERUP TECHNOLOGY ACQUIS CL A COM 82537G104 2221 225000 SH SOLE 225000 0 0 SIGNA SPORTS UNITED NV *W EXP 99/99/999 N80029114 123 233333 SH SOLE 233333 0 0 SILVER CREST ACQUISITION COR *W EXP 12/15/202 G81355128 79 175000 SH SOLE 175000 0 0 SILVER CREST ACQUISITION COR CL A SHS G81355102 4915 500000 SH SOLE 500000 0 0 SILVER SPIKE ACQUISITN CORP *W EXP 02/26/202 G8201H113 8 25000 SH SOLE 25000 0 0 SILVER SPIKE ACQUISITN CORP CLASS A ORD SHS G8201H105 979 100000 SH SOLE 100000 0 0 SIMON PROPERTY GRP ACQ HOLDI *W EXP 02/04/202 82880R111 24 52067 SH SOLE 52067 0 0 SIMON PROPERTY GRP ACQ HOLDI COM CL A 82880R103 2546 260342 SH SOLE 260342 0 0 SIZZLE ACQUISITION CORP *W EXP 11/02/202 83014E117 16 100000 SH SOLE 100000 0 0 SIZZLE ACQUISITION CORP COMMON STOCK 83014E109 1990 200000 SH SOLE 200000 0 0 SKY HARBOUR GROUP CORPORATIO *W EXP 10/21/202 83085C115 189 125000 SH SOLE 125000 0 0 SLAM CORP *W EXP 02/23/202 G8210L121 26 62500 SH SOLE 62500 0 0 SLAM CORP CL A SHS G8210L105 2443 250000 SH SOLE 250000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 22805 13000000 PRN SOLE 13000000 0 0 SOAR TECHNOLOGY ACQUISN CORP *W EXP 99/99/999 G82472120 70 200000 SH SOLE 200000 0 0 SOAR TECHNOLOGY ACQUISN CORP CL A COM G82472112 6078 600000 SH SOLE 600000 0 0 SOC TELEMED INC *W EXP 11/30/202 78472F119 122 150000 SH SOLE 150000 0 0 SOCIAL CAP SUVRETTA HLD CRPI CLASS A ORD SHS G8253W109 743 75000 SH SOLE 75000 0 0 SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 731 75000 SH SOLE 75000 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253T106 742 75000 SH SOLE 75000 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 731 75000 SH SOLE 75000 0 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 3270 323731 SH SOLE 323731 0 0 SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 20 50000 SH SOLE 50000 0 0 SOCIAL LEVERAGE ACQUISN CORP COM CL A 83363K102 1958 200000 SH SOLE 200000 0 0 SOUTHPORT ACQUISITION CORP *W EXP 99/99/999 84465L113 41 150000 SH SOLE 150000 0 0 SOUTHPORT ACQUISITION CORP CL A COM 84465L105 2979 300000 SH SOLE 300000 0 0 SPINDLETOP HEALTH ACQUISITIO *W EXP 99/99/999 84854Q111 45 200000 SH SOLE 200000 0 0 SPINDLETOP HEALTH ACQUISITIO COM CL A 84854Q103 3984 400000 SH SOLE 400000 0 0 SPIRE GLOBAL INC *W EXP 01/01/203 848560116 39 150000 SH SOLE 150000 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 2269 2500000 PRN SOLE 2500000 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 30439 26500000 PRN SOLE 26500000 0 0 SPORTS VENTURES ACQUISIN COR *W EXP 11/30/202 G8372A129 40 33333 SH SOLE 33333 0 0 SPORTS VENTURES ACQUISIN COR CL A SHS G8372A103 385 38961 SH SOLE 38961 0 0 SPORTSTEK ACQUISITION CORP *W EXP 02/16/202 849196118 19 100000 SH SOLE 100000 0 0 SPORTSTEK ACQUISITION CORP COM CL A 849196100 1954 200000 SH SOLE 200000 0 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 31658 37000000 PRN SOLE 37000000 0 0 SPRING VY ACQUISITION CORP CL A G8377A108 1047 100000 SH SOLE 100000 0 0 SQUARE INC NOTE 0.125% 3/0 852234AF0 7884 6000000 PRN SOLE 6000000 0 0 ST ENERGY TRANSITION I LTD *W EXP 12/02/202 G8465L115 9 25000 SH SOLE 25000 0 0 ST ENERGY TRANSITION I LTD CL A ORD SHS G8465L107 493 50000 SH SOLE 50000 0 0 STARRY GROUP HOLDINGS INC *W EXP 99/99/999 85572U110 71 81000 SH SOLE 81000 0 0 SUNLIGHT FINANCIAL HOLDINGS *W EXP 07/09/202 86738J114 124 141200 SH SOLE 141200 0 0 SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128 9 20000 SH SOLE 20000 0 0 SUPERNOVA PARTN ACQ CO III L SHS CL A G8T90F102 978 100000 SH SOLE 100000 0 0 SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 94537 95694000 PRN SOLE 95694000 0 0 SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 11 37500 SH SOLE 37500 0 0 SUSTAINABLE DEVELP ACQU I CO COM CL A 86934L103 734 75000 SH SOLE 75000 0 0 SVF INVESTMENT CORP *W EXP 12/20/202 G8601L128 10 18000 SH SOLE 18000 0 0 SVF INVESTMENT CORP CL A SHS G8601L102 1470 150000 SH SOLE 150000 0 0 SVF INVESTMENT CORP 2 CL A SHS G8601M100 118 12000 SH SOLE 12000 0 0 SVF INVESTMENT CORP 3 CL A SHS G8601N108 469 47372 SH SOLE 47372 0 0 SYSTEM1 INC *W EXP 99/99/999 87200P117 97 60750 SH SOLE 60750 0 0 TAILWIND ACQUISITION CORP COM CL A 87403Q102 1484 150000 SH SOLE 150000 0 0 TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 7 33333 SH SOLE 33333 0 0 TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 979 100000 SH SOLE 100000 0 0 TALON 1 ACQUISITION CORP *W EXP 07/30/202 G86656116 34 112500 SH SOLE 112500 0 0 TALON 1 ACQUISITION CORP CLASS A ORD G86656108 2261 225000 SH SOLE 225000 0 0 TARGET GLOBAL ACQUISI I CORP *W EXP 12/08/202 G8675N125 10 41666 SH SOLE 41666 0 0 TARGET GLOBAL ACQUISI I CORP CLASS A ORD SHS G8675N109 1238 125000 SH SOLE 125000 0 0 TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 25 50000 SH SOLE 50000 0 0 TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 33 150000 SH SOLE 150000 0 0 TASTEMAKER ACQUISITION CORP COM CL A 876545104 2970 300000 SH SOLE 300000 0 0 TCV ACQUISITION CORP CL A SHS G8704C124 244 25000 SH SOLE 25000 0 0 TCW SPECIAL PURPOSE ACQU COR *W EXP 99/99/999 87301L114 22 66666 SH SOLE 66666 0 0 TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 1950 200000 SH SOLE 200000 0 0 TECH AND ENERGY TRANSITION *W EXP 03/31/202 87823R110 9 33332 SH SOLE 33332 0 0 TECH AND ENERGY TRANSITION CLASS A COM 87823R102 977 100000 SH SOLE 100000 0 0 TECHTARGET INC NOTE 0.125%12/1 87874RAB6 280 213000 PRN SOLE 213000 0 0 THE MUSIC ACQUISITION CORP *W EXP 02/05/202 62752R118 8 37500 SH SOLE 37500 0 0 THE MUSIC ACQUISITION CORP COM CLASS A 62752R100 422 43252 SH SOLE 43252 0 0 THE ONCOLOGY INSTITUTE INC *W EXP 11/15/202 68236X118 29 25000 SH SOLE 25000 0 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 5405 5500000 PRN SOLE 5500000 0 0 THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115 13 20000 SH SOLE 20000 0 0 THUNDER BRDG CAP PRTNRS IV I CLASS A COM 88605L107 988 100000 SH SOLE 100000 0 0 THUNDER BRIDGE CAP PRTNRS II *W EXP 02/15/202 88605T118 31 60000 SH SOLE 60000 0 0 THUNDER BRIDGE CAP PRTNRS II COM CL A 88605T100 2946 300000 SH SOLE 300000 0 0 TIGA ACQUISITION CORP *W EXP 11/06/202 G88672111 21 50000 SH SOLE 50000 0 0 TISHMAN SPEYER INNOVATION CO *W EXP 02/11/202 88825H118 23 59999 SH SOLE 59999 0 0 TISHMAN SPEYER INNOVATION CO COM CL A 88825H100 2940 300000 SH SOLE 300000 0 0 TKB CRITICAL TECHNOLOGIES 1 *W EXP 10/20/202 G88935120 35 100000 SH SOLE 100000 0 0 TKB CRITICAL TECHNOLOGIES 1 CLASS A ORD G88935112 2000 200000 SH SOLE 200000 0 0 TLG ACQUISITION ONE CORP *W EXP 01/25/202 87257M116 14 72633 SH SOLE 72633 0 0 TLG ACQUISITION ONE CORP COM CL A 87257M108 2121 216700 SH SOLE 216700 0 0 TLGY ACQUISITION CORPORATION *W EXP 11/09/202 G8656T125 10 50000 SH SOLE 50000 0 0 TLGY ACQUISITION CORPORATION CLASS A ORD SHS G8656T109 996 100000 SH SOLE 100000 0 0 TMC THE METALS COMPANY INC *W EXP 09/09/202 87261Y114 40 67500 SH SOLE 67500 0 0 TORTOISEECOFIN ACQUISITION C *W EXP 07/22/202 G8956E117 19 37500 SH SOLE 37500 0 0 TORTOISEECOFIN ACQUISITION C SHS CL A G8956E109 1458 150000 SH SOLE 150000 0 0 TREPONT ACQUISITION CORP I *W EXP 11/24/202 G9095M127 15 100000 SH SOLE 100000 0 0 TREPONT ACQUISITION CORP I SHS CL A G9095M101 2011 200000 SH SOLE 200000 0 0 TRINE II ACQUISITION CORP *W EXP 99/99/999 G9059F118 14 50000 SH SOLE 50000 0 0 TRINE II ACQUISITION CORP CL A ORD SHS G9059F100 995 100000 SH SOLE 100000 0 0 TUATARA CAPITAL ACQUISITN CO *W EXP 02/11/202 G9118J119 17 50000 SH SOLE 50000 0 0 TUATARA CAPITAL ACQUISITN CO CL A SHS G9118J101 4554 460898 SH SOLE 460898 0 0 TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 62 120400 SH SOLE 120400 0 0 TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 9 33333 SH SOLE 33333 0 0 TWELVE SEAS INVESTMENT CO II COM CL A 90118T106 977 100000 SH SOLE 100000 0 0 TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120 17 66666 SH SOLE 66666 0 0 TWIN RIDGE CAPITAL ACQUIS CO SHS CL A G9151L104 1958 200000 SH SOLE 200000 0 0 TWO COM CL A G9152V101 978 100000 SH SOLE 100000 0 0 TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 13 48333 SH SOLE 48333 0 0 TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 1082 110396 SH SOLE 110396 0 0 UNDER ARMOUR INC NOTE 1.500% 6/0 904311AC1 2492 1500000 PRN SOLE 1500000 0 0 USHG ACQUISITION CORP COM CL A 91748P100 2227 220300 SH SOLE 220300 0 0 UTA ACQUISITION CORPORATION *W EXP 10/30/202 G9473A117 25 75000 SH SOLE 75000 0 0 UTA ACQUISITION CORPORATION CLASS A ORD SHS G9473A109 1479 150000 SH SOLE 150000 0 0 UWM HOLDINGS CORPORATION *W EXP 01/21/202 91823B117 8 20560 SH SOLE 20560 0 0 VAHANNA TECH EDGE ACQSTN I C *W EXP 11/30/202 G9320Z117 18 50000 SH SOLE 50000 0 0 VAHANNA TECH EDGE ACQSTN I C CLASS A ORD G9320Z109 999 100000 SH SOLE 100000 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 55636 43488000 PRN SOLE 43488000 0 0 VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 25110 15000000 PRN SOLE 15000000 0 0 VECTOR ACQUISITION CORP II CL A SHS G9460A104 976 100000 SH SOLE 100000 0 0 VEECO INSTRS INC DEL NOTE 3.750% 6/0 922417AF7 23347 11000000 PRN SOLE 11000000 0 0 VELOCITY ACQUISITION CORP *W EXP 02/24/202 92259E112 16 49999 SH SOLE 49999 0 0 VELOCITY ACQUISITION CORP COM CL A 92259E104 3900 400000 SH SOLE 400000 0 0 VERTICAL AEROSPACE LTD *W EXP 09/15/202 G9471C115 79 100000 SH SOLE 100000 0 0 VICARIOUS SURGICAL INC *W EXP 08/05/202 92561V117 208 250000 SH SOLE 250000 0 0 VIEW INC *W EXP 03/08/202 92671V114 39 149999 SH SOLE 149999 0 0 VIRGIN GROUP ACQUISIT CORP I *W EXP 03/13/202 G9460K128 15 40000 SH SOLE 40000 0 0 VIRGIN GROUP ACQUISIT CORP I SHS CL A G9460K102 1972 200000 SH SOLE 200000 0 0 VMG CONSUMER ACQUISITION COR *W EXP 11/03/202 91842V110 23 62500 SH SOLE 62500 0 0 VMG CONSUMER ACQUISITION COR CLASS A COM 91842V102 1239 125000 SH SOLE 125000 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 48848 36880000 PRN SOLE 36880000 0 0 VY GLOBAL GROWTH *W EXP 01/30/203 G9444H118 26 35900 SH SOLE 35900 0 0 VY GLOBAL GROWTH COM CL A G9444H100 1604 162000 SH SOLE 162000 0 0 WALDENCAST ACQUISITION CORP CLASS A ORD SHS G9460C100 2907 293389 SH SOLE 293389 0 0 WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9460M124 25 55540 SH SOLE 55540 0 0 WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9461D115 28 59999 SH SOLE 59999 0 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 2727 277700 SH SOLE 277700 0 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107 2949 300000 SH SOLE 300000 0 0 WARRIOR TECHNOLOGIES ACQUI C *W EXP 03/31/202 936273119 3 12500 SH SOLE 12500 0 0 WARRIOR TECHNOLOGIES ACQUI C COM CL A 936273101 247 25000 SH SOLE 25000 0 0 WEJO GROUP LIMITED *W EXP 11/18/202 G9525W117 102 175000 SH SOLE 175000 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 25713 26508000 PRN SOLE 26508000 0 0 WHEELS UP EXPERIENCE INC *W EXP 07/13/202 96328L114 53 100000 SH SOLE 100000 0 0 WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 29 50000 SH SOLE 50000 0 0 WIX COM LTD NOTE 7/0 92940WAB5 1039 1000000 PRN SOLE 1000000 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 35705 21840000 PRN SOLE 21840000 0 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 4049 2500000 PRN SOLE 2500000 0 0 WORLDWIDE WEBB ACQUISITION C *W EXP 10/20/202 G97775111 300 750000 SH SOLE 750000 0 0 WORLDWIDE WEBB ACQUISITION C CLASS A ORD SHS G97775103 14775 1500000 SH SOLE 1500000 0 0 XPAC ACQUISITION CORP *W EXP 99/99/999 G9831X122 14 33333 SH SOLE 33333 0 0 XPAC ACQUISITION CORP CLASS A ORD G9831X106 968 100000 SH SOLE 100000 0 0 ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1 9599 7500000 PRN SOLE 7500000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 55472 32500000 PRN SOLE 32500000 0 0 Z-WORK ACQUISITION CORP *W EXP 01/04/202 98880C110 14 55530 SH SOLE 55530 0 0 Z-WORK ACQUISITION CORP COM CL A 98880C102 1630 166592 SH SOLE 166592 0 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 37221 30452000 PRN SOLE 30452000 0 0