Chief Compliance Officer

0001493152-22-032139.txt : 20221114 0001493152-22-032139.hdr.sgml : 20221114 20221114163831 ACCESSION NUMBER: 0001493152-22-032139 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220930 FILED AS OF DATE: 20221114 DATE AS OF CHANGE: 20221114 EFFECTIVENESS DATE: 20221114 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: 221386670 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 09-30-2022 09-30-2022 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 11-14-2022 0 836 4363987 INFORMATION TABLE 2 infotable.xml 10X CAPITAL VENTURE ACQ III *W EXP 06/30/202 G87077114 4 125000 SH SOLE 125000 0 0 10X CAPITAL VENTURE ACQ III CL A ORD SHS G87077106 2525 250000 SH SOLE 250000 0 0 26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 23 75000 SH SOLE 75000 0 0 26 CAPITAL ACQUISITION CORP COM CL A 90138P100 4935 500000 SH SOLE 500000 0 0 7 ACQUISITION CORPORATION *W EXP 11/05/202 G80694113 14 100000 SH SOLE 100000 0 0 7 ACQUISITION CORPORATION SHS CL A G80694105 2022 200000 SH SOLE 200000 0 0 7GC & CO HOLDINGS INC *W EXP 12/23/202 81786A115 1 50000 SH SOLE 50000 0 0 7GC & CO HOLDINGS INC COM CL A 81786A107 993 100000 SH SOLE 100000 0 0 ABG ACQUISITION CORP I CL A SHS G00496102 1514 152469 SH SOLE 152469 0 0 ACCELERATE ACQUISITION CORP *W EXP 03/15/202 00439D110 2 33333 SH SOLE 33333 0 0 ACCELERATE ACQUISITION CORP COM CL A 00439D102 981 100000 SH SOLE 100000 0 0 ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1 29001 34804000 PRN SOLE 34804000 0 0 ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 13 133769 SH SOLE 133769 0 0 ACHARI VENTURES HLDGS CORP I COM 00444X101 2004 200000 SH SOLE 200000 0 0 ACHARI VENTURES HLDGS CORP I *W EXP 01/01/202 00444X119 10 200000 SH SOLE 200000 0 0 ACROPOLIS INFRASTRUCTURE ACQ *W EXP 03/30/202 005029111 3 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 2 37500 SH SOLE 37500 0 0 ADIT EDTECH ACQUISITION CORP COMMON STOCK 007024102 742 75000 SH SOLE 75000 0 0 ADS TEC ENERGY PLC *W EXP 12/22/202 G0085J109 12 12500 SH SOLE 12500 0 0 ADTHEORENT HOLDING COMPANY *W EXP 12/26/202 00739D117 6 33333 SH SOLE 33333 0 0 ADVANCED MERGER PARTNERS INC COM CL A 00777J109 492 50000 SH SOLE 50000 0 0 AEYE INC *W EXP 09/30/202 008183113 13 74249 SH SOLE 74249 0 0 AFFRIM HOLDINGS INC NOTE 11/1 00827BAA4 8592 14000000 PRN SOLE 14000000 0 0 AIRBNB INC NOTE 3/1 009066AB7 12453 15000000 PRN SOLE 15000000 0 0 ALLEGO N V *W EXP 03/16/202 N0796A118 26 56965 SH SOLE 56965 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 2402 12000 SH SOLE 12000 0 0 ALPHA TAU MEDICAL LTD *W EXP 03/07/202 M0740A116 67 150000 SH SOLE 150000 0 0 ALSP ORCHID ACQUISITION CORP *W EXP 11/30/202 G0231L123 2 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 39724 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 29584 32539000 PRN SOLE 32539000 0 0 ALTIMAR ACQUISITION CORP III SHS CL A G0370U108 248 25000 SH SOLE 25000 0 0 ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 3 50000 SH SOLE 50000 0 0 AMCI ACQUISITION CORP II *W EXP 08/06/202 00166R118 33 235341 SH SOLE 235341 0 0 AMCI ACQUISITION CORP II CLASS A COM 00166R100 4608 470683 SH SOLE 470683 0 0 AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 13848 10000000 PRN SOLE 10000000 0 0 AMERICAS TECHNOLOGY ACQSN CO *W EXP 12/31/202 G0404A110 2 75100 SH SOLE 75100 0 0 ANDRETTI ACQUISITION CORP *W EXP 99/99/999 G26735129 12 100000 SH SOLE 100000 0 0 ANDRETTI ACQUISITION CORP CL A ORD SHS G26735103 2012 200000 SH SOLE 200000 0 0 ANGHAMI INC *W EXP 02/03/202 G0369L119 34 200000 SH SOLE 200000 0 0 ANTHEMIS DIGITAL ACQUISITION *W EXP 11/01/202 G03959114 32 250000 SH SOLE 250000 0 0 ANTHEMIS DIGITAL ACQUISITION CLASS A ORD G03959106 5055 500000 SH SOLE 500000 0 0 ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 3 50000 SH SOLE 50000 0 0 ANZU SPECIAL ACQUISITIN CORP COM CL A 03737A101 1473 150000 SH SOLE 150000 0 0 AP ACQUISITION CORP *W EXP 12/07/202 G04058114 3 35000 SH SOLE 35000 0 0 AP ACQUISITION CORP CL A ORD SHS G04058106 712 70000 SH SOLE 70000 0 0 APEIRON CAPITAL INVEST CORP *W EXP 04/02/202 03752A119 11 150000 SH SOLE 150000 0 0 APEIRON CAPITAL INVEST CORP CL A COM 03752A101 3006 300000 SH SOLE 300000 0 0 APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 4 39999 SH SOLE 39999 0 0 APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 1974 200000 SH SOLE 200000 0 0 APX ACQUISITION CORP I *W EXP 11/30/202 G0440J125 5 75000 SH SOLE 75000 0 0 APX ACQUISITION CORP I CLASS A ORD SHS G0440J109 1518 150000 SH SOLE 150000 0 0 ARBOR RAPHA CAP BIOHLDS CORP *W EXP 10/31/202 03881F112 7 83333 SH SOLE 83333 0 0 ARBOR RAPHA CAP BIOHLDS CORP CLASS A COM 03881F104 2530 250000 SH SOLE 250000 0 0 ARCTOS NORTHSTAR ACQUIS CORP *W EXP 99/99/999 G0477L126 4 62500 SH SOLE 62500 0 0 ARCTOS NORTHSTAR ACQUIS CORP SHS CL A G0477L100 2478 250000 SH SOLE 250000 0 0 ARENA FORTIFY ACQUISITION CO *W EXP 11/10/202 04005A112 5 50000 SH SOLE 50000 0 0 ARENA FORTIFY ACQUISITION CO CLASS A COM 04005A104 1009 100000 SH SOLE 100000 0 0 ARES ACQUISITION CORPORATION *W EXP 99/99/999 G33032122 9 80000 SH SOLE 80000 0 0 ARES ACQUISITION CORPORATION COM CL A G33032106 3972 400000 SH SOLE 400000 0 0 ARGUS CAPITAL CORP *W EXP 08/31/202 04026L113 2 12500 SH SOLE 12500 0 0 ARGUS CAPITAL CORP CLASS A COM 04026L105 251 25000 SH SOLE 25000 0 0 ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110 2 50000 SH SOLE 50000 0 0 ARROWROOT ACQUISITION CORP CL A COM 04282M102 982 100000 SH SOLE 100000 0 0 ARTEMIS STRATEGIC INVT CORP *W EXP 09/30/202 04303A111 74 737500 SH SOLE 737500 0 0 ARTEMIS STRATEGIC INVT CORP COM CL A 04303A103 14676 1475000 SH SOLE 1475000 0 0 ARYA SCIENCES ACQU CORP IV CL A G31659108 3964 400007 SH SOLE 400007 0 0 ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100 1233 125700 SH SOLE 125700 0 0 ASCENDANT DIGITAL ACQ CORP I *W EXP 99/99/999 G05157113 5 100000 SH SOLE 100000 0 0 ASCENDANT DIGITAL ACQ CORP I CL A COM G05157105 2028 200000 SH SOLE 200000 0 0 ASTREA ACQUISITION CORP COM CL A 04637C106 3957 402145 SH SOLE 402145 0 0 ATHENA CONSUMER ACQ CORP *W EXP 07/31/202 04684M114 5 100000 SH SOLE 100000 0 0 ATHENA CONSUMER ACQ CORP CL A 04684M106 2012 200000 SH SOLE 200000 0 0 ATHLON ACQUISITION CORP *W EXP 01/12/202 04748A114 2 50000 SH SOLE 50000 0 0 ATHLON ACQUISITION CORP COM CL A 04748A106 986 99910 SH SOLE 99910 0 0 ATI PHYSICAL THERAPY INC *W EXP 08/10/202 00216W117 2 31500 SH SOLE 31500 0 0 ATLANTIC COASTAL ACQUISTN CO CLASS A COM 048453104 29460 3000000 SH SOLE 3000000 0 0 ATLANTIC COASTAL AQSTN CORP *W EXP 01/13/202 04845A116 17 200000 SH SOLE 200000 0 0 ATLANTIC COASTAL AQSTN CORP CLASS A COM 04845A108 4008 400000 SH SOLE 400000 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 20075 12500000 PRN SOLE 12500000 0 0 ATLAS CREST INVESTMENT CORP *W EXP 02/03/202 049287113 2 50000 SH SOLE 50000 0 0 ATLAS CREST INVESTMENT CORP COM CL A 049287105 1970 200000 SH SOLE 200000 0 0 AURORA ACQUISITION CORP CLASS A ORD SHS G0698L103 989 100000 SH SOLE 100000 0 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 6 64871 SH SOLE 64871 0 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633D125 8 75000 SH SOLE 75000 0 0 AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 2546 259488 SH SOLE 259488 0 0 AUSTERLITZ ACQUISITION CORP SHS CL A G0633D109 5396 550000 SH SOLE 550000 0 0 AUTHENTIC EQUITY ACQUISTN CO *W EXP 01/20/202 G06607124 2 50000 SH SOLE 50000 0 0 AUTHENTIC EQUITY ACQUISTN CO CL A SHS G06607108 995 100000 SH SOLE 100000 0 0 AVALON ACQUISITION INC *W EXP 12/31/202 05338E119 29 300000 SH SOLE 300000 0 0 AVALON ACQUISITION INC CLASS A COM 05338E101 4020 400000 SH SOLE 400000 0 0 AVANTI ACQUISITION CORP *W EXP 99/99/999 G0682V125 5 212677 SH SOLE 212677 0 0 AVANTI ACQUISITION CORP SHS CL A G0682V109 4845 483524 SH SOLE 483524 0 0 BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 13218 20000000 PRN SOLE 20000000 0 0 BANNER ACQUISITION CORP *W EXP 09/07/202 06654K119 37 742500 SH SOLE 742500 0 0 BANNER ACQUISITION CORP CLASS A COM 06654K101 14716 1485000 SH SOLE 1485000 0 0 BATTERY FUTURE ACQUISITION C *W EXP 99/99/999 G0888J124 8 75000 SH SOLE 75000 0 0 BATTERY FUTURE ACQUISITION C CL A ORD SHS G0888J108 1513 150000 SH SOLE 150000 0 0 BCLS ACQUISITION CORP COM CL A G0904B105 117 11700 SH SOLE 11700 0 0 BEARD ENERGY TRANSITION ACQ *W EXP 99/99/999 07402Q119 10 100000 SH SOLE 100000 0 0 BEARD ENERGY TRANSITION ACQ CL A COM 07402Q101 2003 200000 SH SOLE 200000 0 0 BENSON HILL INC *W EXP 09/29/202 082490111 4 10000 SH SOLE 10000 0 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 1905 2500000 PRN SOLE 2500000 0 0 BERKSHIRE GREY INC *W EXP 07/21/202 084656115 6 33333 SH SOLE 33333 0 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 4235 13000000 PRN SOLE 13000000 0 0 BIG SKY GROWTH PARTNERS INC *W EXP 04/01/202 08954L110 2 25000 SH SOLE 25000 0 0 BIG SKY GROWTH PARTNERS INC CLASS A COM 08954L102 978 100000 SH SOLE 100000 0 0 BIGBEAR AI HLDGS INC *W EXP 12/08/202 08975B117 30 200000 SH SOLE 200000 0 0 BIGCOMMERCE HLDGS INC NOTE 0.250%10/0 08975PAB4 16603 22520000 PRN SOLE 22520000 0 0 BIOPLUS ACQUISITION CORP *W EXP 12/02/202 G11217125 10 125000 SH SOLE 125000 0 0 BIOPLUS ACQUISITION CORP CLASS A ORD SHS G11217117 2512 250000 SH SOLE 250000 0 0 BIOTE CORP *W EXP 05/26/202 090683111 9 25000 SH SOLE 25000 0 0 BIOTECH ACQUISITION COMPANY *W EXP 11/30/202 G1125A116 8 140290 SH SOLE 140290 0 0 BIOTECH ACQUISITION COMPANY CL A SHS G1125A108 1426 143758 SH SOLE 143758 0 0 BLACK SPADE ACQUISITION CO *W EXP 99/99/999 G11537118 10 90517 SH SOLE 90517 0 0 BLACK SPADE ACQUISITION CO SHS CL A G11537100 1772 181034 SH SOLE 181034 0 0 BLACKLINE INC NOTE 3/1 09239BAD1 9392 11500000 PRN SOLE 11500000 0 0 BLACKSKY TECHNOLOGY INC *W EXP 09/09/202 09263B116 40 198855 SH SOLE 198855 0 0 BLEUACACIA LTD *W EXP 10/30/202 G11728113 8 100000 SH SOLE 100000 0 0 BLEUACACIA LTD CLASS A ORD SHS G11728105 1972 200000 SH SOLE 200000 0 0 BLEUACACIA LTD RIGHT 10/30/2026 G11728139 20 200000 SH SOLE 200000 0 0 BLOCKCHAIN COINVSTRS ACQ CRP *W EXP 11/01/202 G11765115 11 150000 SH SOLE 150000 0 0 BLOCKCHAIN COINVSTRS ACQ CRP CLASS A ORD G11765107 3024 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 3996 400000 SH SOLE 400000 0 0 BLOCKCHAIN MOON ACQUISITN CO *W EXP 10/14/202 09370F125 13 400000 SH SOLE 400000 0 0 BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 5 99999 SH SOLE 99999 0 0 BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 2970 300000 SH SOLE 300000 0 0 BOA ACQUISITION CORP *W EXP 02/22/202 05601A117 29 125393 SH SOLE 125393 0 0 BOA ACQUISITION CORP COM CL A 05601A109 4970 500000 SH SOLE 500000 0 0 BRIGHT LIGHTS ACQUISITION CO *W EXP 01/01/202 10920K119 2 50000 SH SOLE 50000 0 0 BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 5484 553345 SH SOLE 553345 0 0 BROADSCALE ACQUISITION CORP *W EXP 02/02/202 11134Y119 1 10674 SH SOLE 10674 0 0 BROADSCALE ACQUISITION CORP COM CL A 11134Y101 4925 500000 SH SOLE 500000 0 0 BULLPEN PARLAY ACQUISITION C *W EXP 12/03/202 G1792A118 8 100000 SH SOLE 100000 0 0 BULLPEN PARLAY ACQUISITION C CLASS A ORD SHS G1792A100 2016 200000 SH SOLE 200000 0 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 17877 18479000 PRN SOLE 18479000 0 0 BUZZFEED INC *W EXP 12/03/202 12430A110 3 16666 SH SOLE 16666 0 0 BYNORDIC ACQUISITION CORP *W EXP 07/01/202 124420118 59 742500 SH SOLE 742500 0 0 BYNORDIC ACQUISITION CORP CLASS A COM 124420100 14924 1485000 SH SOLE 1485000 0 0 C5 ACQUISITION CORPORATION *W EXP 12/31/202 12530D113 3 25000 SH SOLE 25000 0 0 C5 ACQUISITION CORPORATION CL A COM 12530D105 502 50000 SH SOLE 50000 0 0 CACTUS ACQUISITION CORP 1 LT *W EXP 08/17/202 G1745A124 10 137500 SH SOLE 137500 0 0 CACTUS ACQUISITION CORP 1 LT CLASS A ORD G1745A108 2764 275000 SH SOLE 275000 0 0 CANNA GLOBAL ACQUISITION COR CLASS A COM 13767K101 3033 300000 SH SOLE 300000 0 0 CANNA GLOBAL ACQUISITION COR *W EXP 11/30/202 13767K119 8 300000 SH SOLE 300000 0 0 CAPITALWORKS EMNG MKTS ACQST *W EXP 11/19/202 G1889L126 20 225000 SH SOLE 225000 0 0 CAPITALWORKS EMNG MKTS ACQST CLASS A ORD SHS G1889L100 4550 450000 SH SOLE 450000 0 0 CARNEY TECHNOLOGY ACQU CORP *W EXP 11/30/202 143636116 6 166666 SH SOLE 166666 0 0 CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 4980 500000 SH SOLE 500000 0 0 CARTESIAN GROWTH CORP *W EXP 02/26/202 G19276115 24 83333 SH SOLE 83333 0 0 CARTESIAN GROWTH CORP CL A SHS G19276107 2478 250000 SH SOLE 250000 0 0 CARTICA ACQUISITION CORP *W EXP 04/30/202 G1995D117 8 50000 SH SOLE 50000 0 0 CARTICA ACQUISITION CORP CLASS A ORD SHS G1995D109 1009 100000 SH SOLE 100000 0 0 CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 2 33333 SH SOLE 33333 0 0 CC NEUBERGER PRINCIPAL HOLDN *W EXP 99/99/999 G1992N126 7 41105 SH SOLE 41105 0 0 CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 2041 205527 SH SOLE 205527 0 0 CELLEBRITE DI LTD *W EXP 08/30/202 M2197Q115 88 134999 SH SOLE 134999 0 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 2653 3000000 PRN SOLE 3000000 0 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 24189 29750000 PRN SOLE 29750000 0 0 CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 5 100000 SH SOLE 100000 0 0 CF ACQUISITION CORP IV COM CL A 12520T102 2985 300000 SH SOLE 300000 0 0 CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 2 25000 SH SOLE 25000 0 0 CHAIN BRIDGE I *W EXP 11/10/202 G2061X110 7 50000 SH SOLE 50000 0 0 CHAIN BRIDGE I CLASS A ORD G2061X102 1009 100000 SH SOLE 100000 0 0 CHART INDUSTRIES INC NOTE 1.000% 11/1 16115QAD2 24756 7855000 PRN SOLE 7855000 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 34843 40000000 PRN SOLE 40000000 0 0 CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 6 75000 SH SOLE 75000 0 0 CHURCHILL CAPITAL CORP V COM CL A 17144T107 2970 300000 SH SOLE 300000 0 0 CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 8 60000 SH SOLE 60000 0 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 2949 300000 SH SOLE 300000 0 0 CLARIM ACQUISITION CORP *W EXP 01/05/202 18049C116 1 33533 SH SOLE 33533 0 0 CLARIM ACQUISITION CORP COM CL A 18049C108 992 100600 SH SOLE 100600 0 0 CLASS ACCELERATION CORP *W EXP 03/31/202 18274B114 2 128162 SH SOLE 128162 0 0 CLASS ACCELERATION CORP COM 18274B106 2532 256325 SH SOLE 256325 0 0 CLIMATE REAL IMPACT SLUTINS *W EXP 01/29/202 187171111 3 35000 SH SOLE 35000 0 0 CLIMATE REAL IMPACT SLUTINS COM CL A 187171103 1726 175000 SH SOLE 175000 0 0 COHN ROBBINS HOLDINGS CORP *W EXP 08/28/202 G23726113 2 94499 SH SOLE 94499 0 0 COLICITY INC *W EXP 02/24/202 194170114 2 44675 SH SOLE 44675 0 0 COLICITY INC COM CL A 194170106 2196 223381 SH SOLE 223381 0 0 COLONNADE ACQUISITION CORP I *W EXP 99/99/999 G2284B119 4 30000 SH SOLE 30000 0 0 COLONNADE ACQUISITION CORP I SHS CL A G2284B101 1488 150000 SH SOLE 150000 0 0 COMERA LIFE SCIENCES HLDGS I *W EXP 03/15/202 20037C116 9 150000 SH SOLE 150000 0 0 COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115 2 25000 SH SOLE 25000 0 0 COMPUTE HEALTH ACQUISITIN CO COM CL A 204833107 1974 200000 SH SOLE 200000 0 0 CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114 20 125000 SH SOLE 125000 0 0 CONCORD ACQUISITION CORP III COM CL A 20607V106 2508 250000 SH SOLE 250000 0 0 CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 3 66666 SH SOLE 66666 0 0 CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 1986 200000 SH SOLE 200000 0 0 CONX CORP *W EXP 10/30/202 212873111 11 135000 SH SOLE 135000 0 0 CONX CORP COM CL A 212873103 5997 600000 SH SOLE 600000 0 0 CORAZON CAPITAL V838 MONOCER *W EXP 03/24/202 G24237128 2 33333 SH SOLE 33333 0 0 CORAZON CAPITAL V838 MONOCER CLASS A ORD SHS G24237102 993 100000 SH SOLE 100000 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 1 66666 SH SOLE 66666 0 0 CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 1993 200000 SH SOLE 200000 0 0 COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 4254 5000000 PRN SOLE 5000000 0 0 COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 25937 33500000 PRN SOLE 33500000 0 0 COVA ACQUISITION CORP *W EXP 02/05/202 G2554Y120 2 75000 SH SOLE 75000 0 0 COVA ACQUISITION CORP CL A SHS G2554Y104 1479 148692 SH SOLE 148692 0 0 CRESCERA CAP ACQUISITION COR *W EXP 11/18/202 G26507114 9 100000 SH SOLE 100000 0 0 CRESCERA CAP ACQUISITION COR CLASS A ORD SHS G26507106 2004 200000 SH SOLE 200000 0 0 CROWN PROPTECH ACQUISITIONS *W EXP 99/99/999 G25741110 2 69879 SH SOLE 69879 0 0 CROWN PROPTECH ACQUISITIONS SHS CL A G25741102 3486 351440 SH SOLE 351440 0 0 CRUCIBLE ACQUISITION CORP COM CL A 22877P108 498 50000 SH SOLE 50000 0 0 CRYOPORT INC NOTE 0.750% 12/0 229050AC3 7858 10500000 PRN SOLE 10500000 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 12046 10537000 PRN SOLE 10537000 0 0 D AND Z MEDIA ACQUISITION CO *W EXP 01/27/202 23305Q114 2 66666 SH SOLE 66666 0 0 D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 987 100000 SH SOLE 100000 0 0 D-WAVE QUANTUM INC *W EXP 08/05/202 26740W117 33 108000 SH SOLE 108000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 34629 29000000 PRN SOLE 29000000 0 0 DEEP LAKE CAPITAL ACQUSTN CO CL A SHS G27029100 498 50000 SH SOLE 50000 0 0 DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118 2 50000 SH SOLE 50000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 250302 126384000 PRN SOLE 126384000 0 0 DHB CAPITAL CORP *W EXP 03/31/202 23291W117 1 16666 SH SOLE 16666 0 0 DHB CAPITAL CORP CL A COM 23291W109 492 50000 SH SOLE 50000 0 0 DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 4 36666 SH SOLE 36666 0 0 DHC ACQUISITION CORP CLASS A ORD SHS G2758T109 1088 110000 SH SOLE 110000 0 0 DIAMONDHEAD HOLDINGS CORP *W EXP 01/28/202 25278L113 18 75000 SH SOLE 75000 0 0 DIAMONDHEAD HOLDINGS CORP CL A 25278L105 2955 300000 SH SOLE 300000 0 0 DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 26 97300 SH SOLE 97300 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 19739 30000000 PRN SOLE 30000000 0 0 DMY TECHNOLOGY GROUP INC VI *W EXP 99/99/999 233247113 83 175000 SH SOLE 175000 0 0 DMY TECHNOLOGY GROUP INC VI CL A COM 233247105 3486 350000 SH SOLE 350000 0 0 DOCUSIGN INC NOTE 1/1 256163AD8 43652 46562000 PRN SOLE 46562000 0 0 DOMA HOLDINGS INC *W EXP 07/28/202 25703A112 2 33333 SH SOLE 33333 0 0 DP CAP ACQUISITION CORP I *W EXP 11/08/202 G2R05B126 4 25000 SH SOLE 25000 0 0 DP CAP ACQUISITION CORP I CLASS A ORD G2R05B100 505 50000 SH SOLE 50000 0 0 DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 1469 150000 SH SOLE 150000 0 0 DROPBOX INC NOTE 3/0 26210CAC8 6999 8000000 PRN SOLE 8000000 0 0 DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 3 62500 SH SOLE 62500 0 0 EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 9 62500 SH SOLE 62500 0 0 EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 16 200000 SH SOLE 200000 0 0 EAST STONE ACQUISITION CORP RIGHT 02/24/2027 G2911D132 54 200000 SH SOLE 200000 0 0 EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 13 250000 SH SOLE 250000 0 0 EDIFY ACQUISITION CORP CL A 28059Q103 4945 500000 SH SOLE 500000 0 0 EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 5 77236 SH SOLE 77236 0 0 EFFECTOR THERAPEUTICS INC *W EXP 12/31/202 28202V116 7 33333 SH SOLE 33333 0 0 ELLIOTT OPPORTUNITY II CORP *W EXP 03/02/202 G30092111 10 62500 SH SOLE 62500 0 0 ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103 2460 250000 SH SOLE 250000 0 0 EMBARK TECHNOLOGY INC *W EXP 11/10/202 29079J111 1 16248 SH SOLE 16248 0 0 EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 3 50000 SH SOLE 50000 0 0 EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 970 98211 SH SOLE 98211 0 0 ENDEAVOUR MINING CORP NOTE 3.000% 2/1 29257YAB0 40315 40100000 PRN SOLE 40100000 0 0 ENTERPRISE 4.0 TEC ACQSTN CO *W EXP 10/21/202 G3137C114 18 150000 SH SOLE 150000 0 0 ENTERPRISE 4.0 TEC ACQSTN CO CLASS A ORD SHS G3137C106 3027 300000 SH SOLE 300000 0 0 ENVESTNET INC NOTE 0.750% 8/1 29404KAE6 36266 43000000 PRN SOLE 43000000 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 67612 68446000 PRN SOLE 68446000 0 0 EPIPHANY TECHNOLOGY ACQUISIT *W EXP 01/12/202 29429X117 4 66666 SH SOLE 66666 0 0 EPIPHANY TECHNOLOGY ACQUISIT COM CL A 29429X109 1976 200000 SH SOLE 200000 0 0 EQ HEALTH ACQUISITION CORP COM CL A 26886A101 99 10000 SH SOLE 10000 0 0 ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111 20 250000 SH SOLE 250000 0 0 ESGEN ACQUISITION CORP SHS CL A G3R95N103 5065 500000 SH SOLE 500000 0 0 ESPERION THERAPEUTICS INC NE COM 29664W105 1245 185838 SH SOLE 185838 0 0 ESPERION THERAPEUTICS INC NE NOTE 4.000%11/1 29664WAB1 11591 20000000 PRN SOLE 20000000 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 6701 5000000 PRN SOLE 5000000 0 0 EUROPEAN BIOTECH ACQUTN CORP *W EXP 03/06/202 G3167F128 3 33333 SH SOLE 33333 0 0 EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 991 100000 SH SOLE 100000 0 0 EVE MOBILITY ACQUISITION COR *W EXP 12/31/202 G3218G117 8 75000 SH SOLE 75000 0 0 EVE MOBILITY ACQUISITION COR CL A ORD SHS G3218G109 1514 150000 SH SOLE 150000 0 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 28222 31572000 PRN SOLE 31572000 0 0 EVERBRIDGE INC NOTE 3/1 29978AAE4 50940 59111000 PRN SOLE 59111000 0 0 EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110 9 150000 SH SOLE 150000 0 0 EVEREST CONSOLIDATOR ACQ COR CL A COM 29978K102 3015 300000 SH SOLE 300000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 20557 16323000 PRN SOLE 16323000 0 0 EVOLV TECHNOLOGIES HLDNGS IN *W EXP 03/10/202 30049H110 24 50000 SH SOLE 50000 0 0 EXCELFIN ACQUISITION CORP *W EXP 10/25/202 30069X110 16 150000 SH SOLE 150000 0 0 EXCELFIN ACQUISITION CORP COM CL A 30069X102 3006 300000 SH SOLE 300000 0 0 EXECUTIVE NETWORK PARTNERING *W EXP 09/25/202 30158L118 116 125000 SH SOLE 125000 0 0 EXECUTIVE NETWORK PARTNERING CL A 30158L100 4003 401105 SH SOLE 401105 0 0 FAR PEAK ACQUISITION CORP *W EXP 12/07/202 G3312L111 8 36085 SH SOLE 36085 0 0 FAR PEAK ACQUISITION CORP SHS CL A G3312L103 6897 697400 SH SOLE 697400 0 0 FAST ACQUISITION CORP II *W EXP 03/16/202 311874119 13 25000 SH SOLE 25000 0 0 FAST ACQUISITION CORP II CL A 311874101 982 100000 SH SOLE 100000 0 0 FAST RADIUS INC *W EXP 02/11/202 31187R118 1 43750 SH SOLE 43750 0 0 FASTLY INC NOTE 3/1 31188VAB6 3653 5000000 PRN SOLE 5000000 0 0 FATHOM DIGITAL MFG CORP *W EXP 12/22/202 31189Y111 2 10000 SH SOLE 10000 0 0 FIGURE ACQUISITION CORP I *W EXP 03/31/202 302438114 1 25000 SH SOLE 25000 0 0 FIGURE ACQUISITION CORP I COM CL A 302438106 985 100000 SH SOLE 100000 0 0 FINANCE OF AMERICA COMPAN *W EXP 04/08/202 31738L115 39 300000 SH SOLE 300000 0 0 FINSERV ACQUISITION CORP II COM CL A 31809Y103 246 25000 SH SOLE 25000 0 0 FINTECH ACQUISITION CORP VI CLASS A COM 31811H106 249 25000 SH SOLE 25000 0 0 FINTECH EVOLUTION ACQUIS GRO *W EXP 03/31/202 G3R19A120 5 50000 SH SOLE 50000 0 0 FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 1488 150000 SH SOLE 150000 0 0 FIVERR INTL LTD NOTE 11/0 33835LAA3 17571 22415000 PRN SOLE 22415000 0 0 FLAME ACQUISITION CORP *W EXP 02/26/202 33850F116 7 50000 SH SOLE 50000 0 0 FLAME ACQUISITION CORP COM CL A 33850F108 983 100000 SH SOLE 100000 0 0 FOCUS IMPACT ACQUISITION COR *W EXP 10/28/202 34417L117 11 125000 SH SOLE 125000 0 0 FOCUS IMPACT ACQUISITION COR CLASS A COM 34417L109 2505 250000 SH SOLE 250000 0 0 FORBION EUROPEAN ACQUSTN COR *W EXP 12/10/202 G3619H110 18 116666 SH SOLE 116666 0 0 FORBION EUROPEAN ACQUSTN COR CLASS A ORD SHS G3619H102 3535 350000 SH SOLE 350000 0 0 FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111 3 40000 SH SOLE 40000 0 0 FOREST ROAD ACQUISITION COR CL A 34619V103 1966 200000 SH SOLE 200000 0 0 FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 346 35000 SH SOLE 35000 0 0 FORTISTAR SUSTAINABLE SOL CO *W EXP 01/14/202 34962M114 4 35000 SH SOLE 35000 0 0 FORTRESS CAPITAL ACQUISITION *W EXP 99/99/999 G36427121 10 120052 SH SOLE 120052 0 0 FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 5973 600261 SH SOLE 600261 0 0 FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 1 11525 SH SOLE 11525 0 0 FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 570 57625 SH SOLE 57625 0 0 FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 4 25000 SH SOLE 25000 0 0 FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 1968 200000 SH SOLE 200000 0 0 FORUM MERGER IV CORP *W EXP 03/15/202 349875112 3 50000 SH SOLE 50000 0 0 FORUM MERGER IV CORP CLASS A COM 349875104 1962 200000 SH SOLE 200000 0 0 FOXO TECHNOLOGIES INC *W EXP 08/01/202 351471115 10 100000 SH SOLE 100000 0 0 FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 249 25000 SH SOLE 25000 0 0 FREEDOM ACQUISITION I CORP *W EXP 99/99/999 G3663X128 3 24072 SH SOLE 24072 0 0 FREEDOM ACQUISITION I CORP SHS CL A G3663X110 954 96288 SH SOLE 96288 0 0 FRONTIER ACQUISITION CORP *W EXP 03/04/202 G36826124 2 25000 SH SOLE 25000 0 0 FRONTIER ACQUISITION CORP CLASS A ORD SHS G36826108 991 100000 SH SOLE 100000 0 0 FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 3521 354534 SH SOLE 354534 0 0 FTAC ZEUS ACQUISITION COR *W EXP 04/15/202 30320F114 25 250000 SH SOLE 250000 0 0 FTAC ZEUS ACQUISITION COR CLASS A COM 30320F106 5025 500000 SH SOLE 500000 0 0 FUSION ACQUISITION CORP II *W EXP 02/29/202 36118N110 7 133333 SH SOLE 133333 0 0 FUSION ACQUISITION CORP II COM CL A 36118N102 3936 400000 SH SOLE 400000 0 0 FUTURE HEALTH ESG CORP *W EXP 99/99/999 36118W110 162 489950 SH SOLE 489950 0 0 FUTURE HEALTH ESG CORP COM 36118W102 9809 979900 SH SOLE 979900 0 0 G SQUARED ASCEND I INC *W EXP 02/01/202 G4204R117 4 60000 SH SOLE 60000 0 0 G SQUARED ASCEND I INC SHS CL A G4204R109 4963 500000 SH SOLE 500000 0 0 G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 3 33333 SH SOLE 33333 0 0 G SQUARED ASCEND II INC COM CL A G42041106 992 100000 SH SOLE 100000 0 0 GAMES & ESPORTS EXPRNC ACQ C *W EXP 12/01/202 G3731J127 11 125000 SH SOLE 125000 0 0 GAMES & ESPORTS EXPRNC ACQ C CLASS A ORD SHS G3731J119 2538 250000 SH SOLE 250000 0 0 GAMING & HOSPITALITY ACQU CO *W EXP 02/04/202 364681114 1 23333 SH SOLE 23333 0 0 GAMING & HOSPITALITY ACQU CO COM CL A 364681106 541 54897 SH SOLE 54897 0 0 GCM GROSVENOR INC *W EXP 11/17/202 36831E116 119 200902 SH SOLE 200902 0 0 GELESIS HLDGS INC *W EXP 01/13/202 36850R113 10 200000 SH SOLE 200000 0 0 GEO CORRECTIONS HLDGS NOTE 6.500% 2/1 36166WAA1 7546 7000000 PRN SOLE 7000000 0 0 GIGCAPITAL 5 INC *W EXP 03/28/202 37519U117 11 425000 SH SOLE 425000 0 0 GLOBAL BLUE GROUP HOLDING AG *W EXP 08/28/202 H33700115 213 747366 SH SOLE 747366 0 0 GLOBAL PARTNER ACQISTN CORP *W EXP 01/14/202 G3934P128 3 49432 SH SOLE 49432 0 0 GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 2954 296594 SH SOLE 296594 0 0 GLOBAL TECHNOLGY ACQSTN CORP *W EXP 10/19/202 G3934N115 8 50000 SH SOLE 50000 0 0 GLOBAL TECHNOLGY ACQSTN CORP CLASS A ORD G3934N107 1009 100000 SH SOLE 100000 0 0 GOGORO INC *W EXP 04/04/202 G9491K113 49 75000 SH SOLE 75000 0 0 GOGREEN INVESTMENTS CORP *W EXP 05/31/202 G9461B119 6 50000 SH SOLE 50000 0 0 GOGREEN INVESTMENTS CORP ORD SHS CL A G9461B101 1014 100000 SH SOLE 100000 0 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 1177 357605 SH SOLE 357605 0 0 GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 9 150000 SH SOLE 150000 0 0 GOLDEN FALCON ACQUISITION CO CL A 38102H109 2985 300000 SH SOLE 300000 0 0 GORES HLDGS VIII INC *W EXP 03/01/202 382863116 32 33799 SH SOLE 33799 0 0 GORES HLDGS VIII INC CL A 382863108 2961 300000 SH SOLE 300000 0 0 GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 5 37500 SH SOLE 37500 0 0 GORES HOLDINGS VII INC COM CL A 38286T101 2958 300000 SH SOLE 300000 0 0 GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 6 40000 SH SOLE 40000 0 0 GORES TECHNOLOGY PARTNERS II CLASS A COM 38287L107 1964 200000 SH SOLE 200000 0 0 GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 6 20000 SH SOLE 20000 0 0 GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 983 100000 SH SOLE 100000 0 0 GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 15558 15000000 PRN SOLE 15000000 0 0 GREENLIGHT BIOSCIENCS HLDS P *W EXP 02/02/202 39536G113 17 75000 SH SOLE 75000 0 0 GROUP NINE ACQUISITION CORP *W EXP 01/15/202 39947R112 7 116799 SH SOLE 116799 0 0 GROUP NINE ACQUISITION CORP COM CL A 39947R104 3469 350400 SH SOLE 350400 0 0 GROUPON INC NOTE 1.125% 3/1 399473AF4 3846 6000000 PRN SOLE 6000000 0 0 GROVE COLLABORATIVE HOLD INC *W EXP 06/16/202 39957D110 9 40000 SH SOLE 40000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 5548 5840000 PRN SOLE 5840000 0 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 32188 35492000 PRN SOLE 35492000 0 0 GX ACQUISITION CORP II *W EXP 03/17/202 36260F113 3 33333 SH SOLE 33333 0 0 GX ACQUISITION CORP II CLASS A COM 36260F105 981 100000 SH SOLE 100000 0 0 HAMILTON LANE ALLIANCE HLDGS *W EXP 01/12/202 40749M111 2 33333 SH SOLE 33333 0 0 HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 495 50000 SH SOLE 50000 0 0 HARMONIC INC DBCV 2.000% 9/0 413160AD4 32653 20500000 SH SOLE 20500000 0 0 HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117 13 100000 SH SOLE 100000 0 0 HEALTHCARE AI ACQUISITION CO CLASS A ORD SHS G4373K109 2017 200000 SH SOLE 200000 0 0 HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 8 75000 SH SOLE 75000 0 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 1494 150000 SH SOLE 150000 0 0 HENNESSY CAPITAL INVS CORP V *W EXP 01/20/202 42589T115 3 33213 SH SOLE 33213 0 0 HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 4150 420490 SH SOLE 420490 0 0 HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 2266 2500000 PRN SOLE 2500000 0 0 HIGHLAND TRANSCEND PARTNERS *W EXP 12/02/202 G44690124 1 33333 SH SOLE 33333 0 0 HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 1082 108600 SH SOLE 108600 0 0 HPX CORP *W EXP 07/14/202 G32219126 36 150000 SH SOLE 150000 0 0 HUBSPOT INC NOTE 0.375% 6/0 443573AD2 41271 34700000 PRN SOLE 34700000 0 0 HUDSON EXECUTIVE INVES III *W EXP 02/22/202 44376L115 12 80000 SH SOLE 80000 0 0 HUDSON EXECUTIVE INVES III COM CL A 44376L107 3938 400000 SH SOLE 400000 0 0 HUDSON EXECUTIVE INVS CORP I *W EXP 01/31/202 443760111 3 50411 SH SOLE 50411 0 0 HUDSON EXECUTIVE INVS CORP I COM CL A 443760103 1988 201645 SH SOLE 201645 0 0 HUNT COMPANIES ACQUISITIO *W EXP 99/99/999 G46482124 3 75000 SH SOLE 75000 0 0 HUNT COMPANIES ACQUISITIO CL ACOM G46482108 1523 150000 SH SOLE 150000 0 0 HYZON MOTORS INC *W EXP 10/02/202 44951Y110 18 80127 SH SOLE 80127 0 0 I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 9531 11000000 PRN SOLE 11000000 0 0 ICONIC SPORTS ACQUISITION CO *W EXP 10/12/202 G4712C115 30 250000 SH SOLE 250000 0 0 ICONIC SPORTS ACQUISITION CO CL A ORD SHS G4712C107 5070 500000 SH SOLE 500000 0 0 IG ACQUISITION CORP *W EXP 10/05/202 449534114 8 50000 SH SOLE 50000 0 0 INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS G4761A101 248 25000 SH SOLE 25000 0 0 INDUSTRIAL TECH ACQSTNS II I *W EXP 03/31/202 45635R116 5 50000 SH SOLE 50000 0 0 INDUSTRIAL TECH ACQSTNS II I CLASS A COM 45635R108 1000 100000 SH SOLE 100000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 8312 9000000 PRN SOLE 9000000 0 0 INFINERA CORP DEBT 3.750% 8/0 45667GAF0 22088 22000000 SH SOLE 22000000 0 0 INFINITE ACQUISITION CORP *W EXP 11/23/202 G48028123 11 62500 SH SOLE 62500 0 0 INFINITE ACQUISITION CORP CL A ORD SHS G48028107 1246 125000 SH SOLE 125000 0 0 INFINT ACQUISITION CORP *W EXP 99/99/999 G47862126 10 100000 SH SOLE 100000 0 0 INFINT ACQUISITION CORP CL A ORD SHS G47862100 2028 200000 SH SOLE 200000 0 0 INNOVATIVE INTL ACQUSITIN CO *W EXP 07/01/202 G4809M125 6 200000 SH SOLE 200000 0 0 INNOVATIVE INTL ACQUSITIN CO CLASS A ORD G4809M109 4056 400000 SH SOLE 400000 0 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 76264 59410000 PRN SOLE 59410000 0 0 INSPIRATO INCORPORATED *W EXP 02/11/202 45791E115 9 37500 SH SOLE 37500 0 0 INSU ACQUISITION CORP III *W EXP 12/31/202 457817112 1 33333 SH SOLE 33333 0 0 INSU ACQUISITION CORP III COM CL A 457817104 1990 200000 SH SOLE 200000 0 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 8878 7500000 PRN SOLE 7500000 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 6144 7000000 PRN SOLE 7000000 0 0 INTELLIGENT MEDI ACQSITN COR *W EXP 11/05/202 45828D114 11 125000 SH SOLE 125000 0 0 INTELLIGENT MEDI ACQSITN COR CLASS A COM 45828D106 2518 250000 SH SOLE 250000 0 0 INTERPRIVATE III FINANCIAL P COM CL A 46064R106 1198 122386 SH SOLE 122386 0 0 INVACARE CORP NOTE 5.000%11/1 461203AL5 1689 2075000 PRN SOLE 2075000 0 0 INVACARE CORP NOTE 4.250% 3/1 461203AQ4 6988 15000000 PRN SOLE 15000000 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 15433 15500000 PRN SOLE 15500000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 58659 64271000 PRN SOLE 64271000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 12434 12334000 PRN SOLE 12334000 0 0 ITIQUIRA ACQUISITION CORP *W EXP 02/03/202 G49773115 1 25000 SH SOLE 25000 0 0 ITIQUIRA ACQUISITION CORP CL A SHS G49773107 497 50000 SH SOLE 50000 0 0 JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 71 274854 SH SOLE 274854 0 0 JACK CREEK INVESTMENT CORP CL A SHS G4989X115 5470 549708 SH SOLE 549708 0 0 JACKSON ACQUISITION CO *W EXP 99/99/999 46653C114 21 175000 SH SOLE 175000 0 0 JACKSON ACQUISITION CO COM CL A 46653C106 3486 350000 SH SOLE 350000 0 0 JASPER THERAPEUTICS INC *W EXP 12/01/202 471871111 15 250000 SH SOLE 250000 0 0 JAWS HURRICANE ACQUISITN COR *W EXP 03/26/202 47201B111 5 25000 SH SOLE 25000 0 0 JAWS HURRICANE ACQUISITN COR CLASS A COM 47201B103 975 100000 SH SOLE 100000 0 0 JAWS JUGGERNAUT ACQUISITN CO *W EXP 06/17/202 G50735110 5 25000 SH SOLE 25000 0 0 JAWS JUGGERNAUT ACQUISITN CO CLASS A ORD SHS G50735102 983 100000 SH SOLE 100000 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 4 40680 SH SOLE 40680 0 0 JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 2485 250000 SH SOLE 250000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 63013 66231000 PRN SOLE 66231000 0 0 JIYA ACQUISITION CORP COM CL A 47760M102 100 10000 SH SOLE 10000 0 0 JOFF FINTECH ACQUISITION COR *W EXP 02/04/202 46592C118 4 100000 SH SOLE 100000 0 0 JOFF FINTECH ACQUISITION COR COM CL A 46592C100 2955 300000 SH SOLE 300000 0 0 JPMORGAN CHASE FINANCIAL NOTE 0.250% 5/0 48129KAE0 10241 10000000 PRN SOLE 10000000 0 0 JUNIPER II CORP *W EXP 99/99/999 48203N111 17 125000 SH SOLE 125000 0 0 JUNIPER II CORP CL A COM 48203N103 2498 250000 SH SOLE 250000 0 0 KADEM SUSTAINABLE IMPACT COR *W EXP 03/16/202 48284E113 59 865000 SH SOLE 865000 0 0 KADEM SUSTAINABLE IMPACT COR CLASS A COM 48284E105 16989 1730000 SH SOLE 1730000 0 0 KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 4 125000 SH SOLE 125000 0 0 KAIROS ACQUISITION CORP CL A SHS G52110114 2485 249700 SH SOLE 249700 0 0 KALERA PUBLIC LIMITED CO *W EXP 06/27/202 G52251116 7 60000 SH SOLE 60000 0 0 KBR INC NOTE 2.500%11/0 48242WAB2 26649 15250000 PRN SOLE 15250000 0 0 KENSINGTON CAPITAL ACQUISITI *W EXP 99/99/999 G5251K129 25 168750 SH SOLE 168750 0 0 KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103 2242 225000 SH SOLE 225000 0 0 KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 2 62500 SH SOLE 62500 0 0 KERNEL GROUP HOLDINGS INC CL A SHS G5259L103 1309 131941 SH SOLE 131941 0 0 KHOSLA VENTURES ACQUISITION CL A 482504107 2719 277399 SH SOLE 277399 0 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 1492 152540 SH SOLE 152540 0 0 KINS TECHNOLOGY GROUP INC *W EXP 10/14/202 49714K117 5 150000 SH SOLE 150000 0 0 KISMET ACQUISITION THREE COR *W EXP 06/30/202 G5276C102 1 49999 SH SOLE 49999 0 0 KISMET ACQUISITION THREE COR CL A SHARES G5276C110 1479 149399 SH SOLE 149399 0 0 KISMET ACQUISITION TWO CORP *W EXP 06/30/202 G52807115 2 36530 SH SOLE 36530 0 0 KISMET ACQUISITION TWO CORP CL A SHS G52807107 1085 109291 SH SOLE 109291 0 0 KKR ACQUISITION HOLDING I CO *W EXP 03/17/202 48253T117 3 25000 SH SOLE 25000 0 0 KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 984 100000 SH SOLE 100000 0 0 KL ACQUISITION CORP *W EXP 01/12/202 49837C117 2 33333 SH SOLE 33333 0 0 KL ACQUISITION CORP COM CL A 49837C109 481 48650 SH SOLE 48650 0 0 KLDISCOVERY INC *W EXP 12/19/202 498455112 217 1444593 SH SOLE 1444593 0 0 KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 3 25000 SH SOLE 25000 0 0 KORE GROUP HLDGS INC *W EXP 99/99/999 50066V115 6 50000 SH SOLE 50000 0 0 L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 1 33333 SH SOLE 33333 0 0 L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125 991 100000 SH SOLE 100000 0 0 LAMF GLOBAL VENTURES CORP I *W EXP 11/05/202 G5338L124 15 150000 SH SOLE 150000 0 0 LAMF GLOBAL VENTURES CORP I CLASS A ORD G5338L108 3027 300000 SH SOLE 300000 0 0 LAVA MEDTECH ACQUISITION COR *W EXP 10/21/202 519345110 10 125000 SH SOLE 125000 0 0 LAVA MEDTECH ACQUISITION COR CLASS A COM 519345102 2508 250000 SH SOLE 250000 0 0 LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 6 119892 SH SOLE 119892 0 0 LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 5947 599464 SH SOLE 599464 0 0 LDH GROWTH CORP I CLASS A ORD SHS G54094100 198 20000 SH SOLE 20000 0 0 LEAFLY HOLDINGS INC *W EXP 02/04/202 52178J113 49 286595 SH SOLE 286595 0 0 LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 1 40500 SH SOLE 40500 0 0 LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 12652 17500000 PRN SOLE 17500000 0 0 LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 2 75000 SH SOLE 75000 0 0 LEO HLDGS CORP II COM CL A G5463R102 2988 300000 SH SOLE 300000 0 0 LERER HIPPEAU ACQUISITION CO CL A 526749106 1228 125000 SH SOLE 125000 0 0 LEVERE HOLDINGS CORP *W EXP 03/09/202 G5462L122 1 29199 SH SOLE 29199 0 0 LEVERE HOLDINGS CORP CLASS A ORD SHS G5462L106 867 87600 SH SOLE 87600 0 0 LF CAPITAL ACQUISITION CORP *W EXP 02/19/202 50202D110 6 100000 SH SOLE 100000 0 0 LF CAPITAL ACQUISITION CORP CLASS A COM 50202D102 2012 200000 SH SOLE 200000 0 0 LIBERTY BROADBAND CORP NOTE 2.750% 9/1 530307AA5 18250 19010000 PRN SOLE 19010000 0 0 LIBERTY BROADBAND CORP NOTE 1.250% 9/1 530307AC1 57874 61000000 PRN SOLE 61000000 0 0 LIBERTY MEDIA CORP NOTE 2.125% 3/1 531229AG7 70882 74613000 PRN SOLE 74613000 0 0 LIBERTY RES ACQUISITION CORP CLASS A COM 53118A105 1514 150000 SH SOLE 150000 0 0 LIBERTY RES ACQUISITION CORP *W EXP 10/31/202 53118A113 14 150000 SH SOLE 150000 0 0 LILIUM N V *W EXP 09/14/202 N52586117 11 41999 SH SOLE 41999 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 2962 2500000 PRN SOLE 2500000 0 0 LIVE OAK MOBILITY ACQUISI CO *W EXP 03/04/202 538126111 6 39999 SH SOLE 39999 0 0 LIVE OAK MOBILITY ACQUISI CO COM CL A 538126103 1968 200000 SH SOLE 200000 0 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 27711 7667000 PRN SOLE 7667000 0 0 LIVEPERSON INC NOTE 0.750% 3/0 538146AB7 7390 8000000 PRN SOLE 8000000 0 0 LIVEPERSON INC NOTE 12/1 538146AD3 11978 17516000 PRN SOLE 17516000 0 0 LIVEWIRE GROUP INC *W EXP 09/26/202 53838J113 56 160820 SH SOLE 160820 0 0 LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1 12913 15285000 PRN SOLE 15285000 0 0 LMF ACQUISITION OPPORTUNIT I CL A COM 502015100 411 40000 SH SOLE 40000 0 0 LMF ACQUISITION OPPORTUNIT I *W EXP 01/26/202 502015118 3 40000 SH SOLE 40000 0 0 LOCAL BOUNTI CORP *W EXP 99/99/999 53960E114 9 22298 SH SOLE 22298 0 0 LONGVIEW ACQUISITION CORP II *W EXP 99/99/999 54319Q113 2 30000 SH SOLE 30000 0 0 LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 4419 450000 SH SOLE 450000 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 23435 19000000 PRN SOLE 19000000 0 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 12469 14500000 PRN SOLE 14500000 0 0 M3 BRIGADE ACQUISITION II CO COM CL A 553800103 485 49452 SH SOLE 49452 0 0 M3 BRIGADE ACQUISITION III *W EXP 07/31/202 55407R111 20 333333 SH SOLE 333333 0 0 M3 BRIGADE ACQUISITION III CL A COM 55407R103 10080 1000000 SH SOLE 1000000 0 0 MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6 12920 14000000 PRN SOLE 14000000 0 0 MAGNUM OPUS ACQUISITION LTD SHS CL A G5S70A104 2530 254831 SH SOLE 254831 0 0 MALACCA STRAITS ACQUISITION *W EXP 06/30/202 G5859B109 1 32637 SH SOLE 32637 0 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 8935 10000000 PRN SOLE 10000000 0 0 MARKFORGED HOLDING CORPORATI *W EXP 07/14/202 57064N110 9 28034 SH SOLE 28034 0 0 MARLIN TECHNOLOGY CORP *W EXP 01/12/202 G58411110 8 116666 SH SOLE 116666 0 0 MARLIN TECHNOLOGY CORP CL A SHS G58411102 3483 350000 SH SOLE 350000 0 0 MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 2 66667 SH SOLE 66667 0 0 MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 1947 198700 SH SOLE 198700 0 0 MDH ACQUISITION CORP *W EXP 02/02/202 55283P114 3 75000 SH SOLE 75000 0 0 MDH ACQUISITION CORP COM CL A 55283P106 2148 218096 SH SOLE 218096 0 0 MEDTECH ACQUISITION CORP COM CL A 58507N105 199 20000 SH SOLE 20000 0 0 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 83291 41965000 PRN SOLE 41965000 0 0 MERCATO PARTNERS ACQUISITION *W EXP 99/99/999 58759A116 3 250000 SH SOLE 250000 0 0 MERCATO PARTNERS ACQUISITION CLASS A COM 58759A108 5025 500000 SH SOLE 500000 0 0 MODEL N INC NOTE 2.625% 6/0 607525AB8 21347 17440000 PRN SOLE 17440000 0 0 MONDEE HOLDINGS INC *W EXP 07/18/202 465712115 32 50000 SH SOLE 50000 0 0 MONEYLION INC *W EXP 09/22/202 60938K114 17 141750 SH SOLE 141750 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 11112 9500000 PRN SOLE 9500000 0 0 MONTEREY BIO ACQUISITION COR *W EXP 10/05/202 61240F116 12 250000 SH SOLE 250000 0 0 MONUMENT CIRCLE ACQUISITN CO *W EXP 01/14/202 61531M119 8 125000 SH SOLE 125000 0 0 MONUMENT CIRCLE ACQUISITN CO COM CL A 61531M101 2468 250000 SH SOLE 250000 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 4 50000 SH SOLE 50000 0 0 MORINGA ACQUISITION CORP CL A SHS G6S23K108 993 100000 SH SOLE 100000 0 0 MOTIVE CAPITAL CORP II *W EXP 99/99/999 G6293R114 8 83333 SH SOLE 83333 0 0 MOTIVE CAPITAL CORP II CL A ORD G6293R106 2498 250000 SH SOLE 250000 0 0 MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112 5 87500 SH SOLE 87500 0 0 MOUNTAIN & CO I ACQUISITN CO CLASS A ORD G6301J104 1790 175000 SH SOLE 175000 0 0 MULTIPLAN CORPORATION *W EXP 02/13/202 62548M118 151 624050 SH SOLE 624050 0 0 NABORS ENERGY TRANSITION COR *W EXP 11/17/202 629567116 21 150000 SH SOLE 150000 0 0 NABORS ENERGY TRANSITION COR CL A COM 629567108 3015 300000 SH SOLE 300000 0 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 53693 43000000 PRN SOLE 43000000 0 0 NCL CORPORATION LTD NOTE 1.125% 2/1 62886HBC4 6394 10000000 PRN SOLE 10000000 0 0 NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 4876 7500000 PRN SOLE 7500000 0 0 NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 21663 25003000 PRN SOLE 25003000 0 0 NERDY INC *W EXP 08/16/202 64081V117 11 27000 SH SOLE 27000 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 4287 3000000 PRN SOLE 3000000 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 106834 109062000 PRN SOLE 109062000 0 0 NEW VISTA ACQUISITION CORP *W EXP 02/01/202 G6529L121 6 76015 SH SOLE 76015 0 0 NEW VISTA ACQUISITION CORP CL A SHS G6529L105 2265 228048 SH SOLE 228048 0 0 NEWCOURT ACQUISITION CORP *W EXP 04/12/202 G6448C129 9 150000 SH SOLE 150000 0 0 NEWCOURT ACQUISITION CORP CLASS A ORD SHS G6448C103 3042 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 1 10000 SH SOLE 10000 0 0 NIGHTDRAGON ACQUISITION CORP CLASS A COM 65413D105 491 50000 SH SOLE 50000 0 0 NOBLE ROCK ACQUISITION CORP *W EXP 01/31/202 G6546R119 3 66666 SH SOLE 66666 0 0 NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 1984 200000 SH SOLE 200000 0 0 NOGIN INC *W EXP 08/26/202 65528N113 34 403228 SH SOLE 403228 0 0 NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 7 116667 SH SOLE 116667 0 0 NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 3479 350000 SH SOLE 350000 0 0 NORTHERN STAR INVEST CORP II *W EXP 02/25/202 66574L118 1 16666 SH SOLE 16666 0 0 NORTHERN STAR INVEST CORP II COM CL A 66574L100 985 100000 SH SOLE 100000 0 0 NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119 1 16666 SH SOLE 16666 0 0 NORTHERN STAR INVEST CORP IV COM CL A 66575B101 982 100000 SH SOLE 100000 0 0 NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 1 20000 SH SOLE 20000 0 0 NORTHERN STAR INVSTMNT CORP COM CLASS A 66573W107 6909 700000 SH SOLE 700000 0 0 NOVA LTD NOTE 10/1 66980MAB2 18796 15000000 PRN SOLE 15000000 0 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 39646 40000000 PRN SOLE 40000000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 5402 5000000 SH SOLE 5000000 0 0 NUTANIX INC NOTE 1/1 67059NAB4 15208 15391000 PRN SOLE 15391000 0 0 NUVASIVE INC NOTE 1.000% 6/0 670704AL9 82786 84947000 PRN SOLE 84947000 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 3 50000 SH SOLE 50000 0 0 OFFERPAD SOLUTIONS INC *W EXP 09/01/202 67623L117 9 54000 SH SOLE 54000 0 0 OKTA INC NOTE 0.375% 6/1 679295AF2 23988 30561000 PRN SOLE 30561000 0 0 OMEGA ALPHA SPAC CL A G6749V107 99 10000 SH SOLE 10000 0 0 ON SEMICONDUCTOR CORP NOTE 5/0 682189AS4 9281 7000000 PRN SOLE 7000000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 30141 10000000 PRN SOLE 10000000 0 0 ONE EQUITY PARTNERS OPEN WTR *W EXP 01/14/202 68237L113 9 100000 SH SOLE 100000 0 0 ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 2960 299900 SH SOLE 299900 0 0 OPAL FUELS INC *W EXP 07/21/202 68347P111 15 10000 SH SOLE 10000 0 0 ORION ACQUISITION CORP COM CL A 68626A108 345 35000 SH SOLE 35000 0 0 OWLET INC *W EXP 09/14/202 69120X115 12 100000 SH SOLE 100000 0 0 P3 HEALTH PARTNERS INC *W EXP 11/19/202 744413113 74 100624 SH SOLE 100624 0 0 PAGAYA TECHNOLOGIES LTD *W EXP 09/01/202 M7S64L107 13 66666 SH SOLE 66666 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 121618 71793000 PRN SOLE 71793000 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 232224 124963000 PRN SOLE 124963000 0 0 PANDORA MEDIA INC NOTE 1.750%12/0 698354AD9 9517 9000000 PRN SOLE 9000000 0 0 PAPAYA GRWT OPPORTUNITY CORP *W EXP 12/31/202 69882P110 11 125000 SH SOLE 125000 0 0 PAPAYA GRWT OPPORTUNITY CORP CLASS A COM 69882P102 2508 250000 SH SOLE 250000 0 0 PATHFINDER ACQUISITION CORP CL A G04119106 3116 313617 SH SOLE 313617 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 1981 2010000 SH SOLE 2010000 0 0 PEAR THERAPEUTICS INC *W EXP 12/03/202 704723113 6 33333 SH SOLE 33333 0 0 PEARL HOLDINGS ACQUISITN COR *W EXP 12/15/202 G44525114 5 37500 SH SOLE 37500 0 0 PEARL HOLDINGS ACQUISITN COR CLASS A ORD SHS G44525106 746 75000 SH SOLE 75000 0 0 PEGASUS DIGITAL MOBILITY ACQ *W EXP 99/99/999 G69768110 97 462500 SH SOLE 462500 0 0 PEGASUS DIGITAL MOBILITY ACQ CL A ORD SHS G69768102 9278 925000 SH SOLE 925000 0 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 25757 31791000 PRN SOLE 31791000 0 0 PERCEPTION CAPITAL CORP II *W EXP 10/25/202 G7007D110 4 150000 SH SOLE 150000 0 0 PERCEPTION CAPITAL CORP II CLASS A ORD G7007D102 3048 300000 SH SOLE 300000 0 0 PERIDOT ACQUISITION CORP II *W EXP 04/30/202 G7008B121 5 50000 SH SOLE 50000 0 0 PERIDOT ACQUISITION CORP II SHS CL A G7008B105 2479 250000 SH SOLE 250000 0 0 PERIPHAS CAPITAL PARTNERING *W EXP 12/10/202 713895118 4 15000 SH SOLE 15000 0 0 PERIPHAS CAPITAL PARTNERING COM CL A 713895100 1484 59998 SH SOLE 59998 0 0 PG&E CORP UNIT 08/16/2023 69331C140 2878 25000 SH SOLE 25000 0 0 PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113 4 50000 SH SOLE 50000 0 0 PHOENIX BIOTECH ACQUISITION CLASS A COM 71902K105 1009 100000 SH SOLE 100000 0 0 PINE TECHNOLOGY ACQUISITN CO CLASS A COM 722850104 2191 223100 SH SOLE 223100 0 0 PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111 2 66666 SH SOLE 66666 0 0 PIONEER MERGER CORP CL A SHS G7S24C103 6855 688213 SH SOLE 688213 0 0 PIVOTAL INVESTMENT CORP III *W EXP 01/28/202 72582M114 2 60000 SH SOLE 60000 0 0 PIVOTAL INVESTMENT CORP III COM CL A 72582M106 2957 300000 SH SOLE 300000 0 0 PLUM ACQUISITION CORP I *W EXP 03/15/202 G7134L118 1 20000 SH SOLE 20000 0 0 PLUM ACQUISITION CORP I CLASS A ORD SHS G7134L126 991 100000 SH SOLE 100000 0 0 PMV CONSUMER ACQUISITION COR *W EXP 08/31/202 693486110 9 200000 SH SOLE 200000 0 0 PONTEM CORPORATION *W EXP 01/05/202 G71707122 4 66666 SH SOLE 66666 0 0 PONTEM CORPORATION SHS CL A G71707106 1988 200000 SH SOLE 200000 0 0 POPULATION HEALTH INVS CO IN *W EXP 10/01/202 G71716115 3 117699 SH SOLE 117699 0 0 POPULATION HEALTH INVS CO IN SHS CL A G71716107 3524 353100 SH SOLE 353100 0 0 POST HOLDINGS PARTNERING COR *W EXP 04/12/202 737465112 3 33032 SH SOLE 33032 0 0 POST HOLDINGS PARTNERING COR COM SER A 737465104 960 99097 SH SOLE 99097 0 0 POWERED BRANDS *W EXP 01/07/202 G7209M116 1 16666 SH SOLE 16666 0 0 POWERED BRANDS CL A G7209M108 499 50000 SH SOLE 50000 0 0 PRIMAVERA CAPITAL ACQUIST CO *W EXP 01/19/202 G7255E117 3 20000 SH SOLE 20000 0 0 PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 398 40000 SH SOLE 40000 0 0 PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 6 100000 SH SOLE 100000 0 0 PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110 11 166666 SH SOLE 166666 0 0 PRIVETERRA ACQUISITION CORP CL A 74275N102 4922 499735 SH SOLE 499735 0 0 PROCAPS GROUP SA *W EXP 09/29/202 L7756P110 340 400000 SH SOLE 400000 0 0 PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6 9877 10400000 PRN SOLE 10400000 0 0 PROJECT ENERGY REIMAGINED AC *W EXP 10/28/202 G72556114 74 618750 SH SOLE 618750 0 0 PROJECT ENERGY REIMAGINED AC CLASS A ORD G72556106 12177 1237500 SH SOLE 1237500 0 0 PROOF ACQUISITION CORP I *W EXP 99/99/999 74349W112 15 200000 SH SOLE 200000 0 0 PROOF ACQUISITION CORP I CL A COM 74349W104 4004 400000 SH SOLE 400000 0 0 PROPTECH INVESTMENT CORP II *W EXP 12/08/202 743497117 13 83333 SH SOLE 83333 0 0 PROPTECH INVESTMENT CORP II COM CL A 743497109 1204 120999 SH SOLE 120999 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 17559 18905000 PRN SOLE 18905000 0 0 PROSPECTOR CAPITAL CORP *W EXP 01/11/202 G7273A113 1 33333 SH SOLE 33333 0 0 PROSPECTOR CAPITAL CORP CL A G7273A105 996 100000 SH SOLE 100000 0 0 PROVIDENT ACQUISITION CORP *W EXP 01/08/202 G7282L126 14 50000 SH SOLE 50000 0 0 PROVIDENT ACQUISITION CORP CL A G7282L100 588 58907 SH SOLE 58907 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 78683 69395000 PRN SOLE 69395000 0 0 PWP FORWARD ACQUISITION CORP *W EXP 03/12/202 74709Q119 6 50000 SH SOLE 50000 0 0 PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 2455 250000 SH SOLE 250000 0 0 PYROPHYTE ACQUISITION CORP *W EXP 05/03/202 G7308P127 24 150000 SH SOLE 150000 0 0 PYROPHYTE ACQUISITION CORP CL A ORD SHS G7308P101 3046 300000 SH SOLE 300000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 3232 4054000 PRN SOLE 4054000 0 0 Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 22297 27558000 PRN SOLE 27558000 0 0 QIAGEN NV NOTE 0.500% 9/1 N72482AE7 7917 7400000 PRN SOLE 7400000 0 0 QUANERGY SYSTEMS INC *W EXP 02/01/202 74764U112 7 225000 SH SOLE 225000 0 0 QUANTUM FINTECH ACQUISTIN CO COMMON STOCK 74767A105 2638 267513 SH SOLE 267513 0 0 RAPID7 INC NOTE 2.250% 5/0 753422AD6 50578 49750000 PRN SOLE 49750000 0 0 RAPID7 INC NOTE 0.250% 3/1 753422AF1 43130 56342000 PRN SOLE 56342000 0 0 RCF ACQUISITION CORP *W EXP 99/99/999 G7330C110 16 100000 SH SOLE 100000 0 0 RCF ACQUISITION CORP CL A COM G7330C102 2018 200000 SH SOLE 200000 0 0 RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 0 50000 SH SOLE 50000 0 0 RECHARGE ACQUISITION CORP COM CL A 756229100 1012 100000 SH SOLE 100000 0 0 RENEW ENERGY GLOBAL PLC *W EXP 08/21/202 G7500M120 121 116666 SH SOLE 116666 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 21634 12559000 PRN SOLE 12559000 0 0 RESERVOIR MEDIA INC *W EXP 08/26/202 76119X113 24 25000 SH SOLE 25000 0 0 REVELSTONE CAPITAL ACQSTN CO *W EXP 09/15/202 76137R114 68 675000 SH SOLE 675000 0 0 REVELSTONE CAPITAL ACQSTN CO CLASS A COM 76137R106 13365 1350000 SH SOLE 1350000 0 0 REVOLUTION HEALTHCAR AQ CORP *W EXP 12/31/202 76155Y116 2 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 *W EXP 99/99/999 G75529126 8 25000 SH SOLE 25000 0 0 RICE ACQUISITION CORP II SHS CL A G75529100 985 100000 SH SOLE 100000 0 0 RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114 53 225000 SH SOLE 225000 0 0 RIGEL RESOURCE ACQ CORP CL A ORD SHS G7573M106 4541 450000 SH SOLE 450000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 29188 34503000 PRN SOLE 34503000 0 0 RINGCENTRAL INC NOTE 3/1 76680RAH0 32204 41500000 PRN SOLE 41500000 0 0 RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 7 59999 SH SOLE 59999 0 0 RMG ACQUISITION CORP III CL A SHS G76088106 2982 300000 SH SOLE 300000 0 0 ROCKET INTERNET GRWT OPRT CO *W EXP 99/99/999 G7613T129 2 25000 SH SOLE 25000 0 0 ROCKET INTERNET GRWT OPRT CO SHS CL A G7613T103 991 100000 SH SOLE 100000 0 0 ROIVANT SCIENCES LTD *W EXP 09/30/202 G76279119 78 200000 SH SOLE 200000 0 0 ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123 3 50000 SH SOLE 50000 0 0 ROSE HILL ACQUISITION CORP CLASS A ORD G7637J107 1015 100000 SH SOLE 100000 0 0 ROSECLIFF ACQUISITION CORP I *W EXP 02/11/202 77732R111 4 66666 SH SOLE 66666 0 0 ROSECLIFF ACQUISITION CORP I COM CL A 77732R103 4925 500000 SH SOLE 500000 0 0 ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 5 66666 SH SOLE 66666 0 0 ROSS ACQUISITION CORP II SHS CL A G7641C106 1982 200000 SH SOLE 200000 0 0 RUBICON TECHNOLOGIES INC *W EXP 04/01/202 78112J117 33 250000 SH SOLE 250000 0 0 SARCOS TECHN AND ROBOTICS CO *W EXP 06/15/202 80359A114 6 24900 SH SOLE 24900 0 0 SAREPTA THERAPEUTICS INC DEBT 1.250% 9/1 803607AC4 31229 30000000 SH SOLE 30000000 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 64158 38394000 SH SOLE 38394000 0 0 SARISSA CAPITAL ACQUISITN CO *W EXP 10/23/202 G7823W110 1 51134 SH SOLE 51134 0 0 SARISSA CAPITAL ACQUISITN CO CL A G7823W102 1381 138063 SH SOLE 138063 0 0 SATELLOGIC INC *W EXP 01/25/202 G7823S119 30 91779 SH SOLE 91779 0 0 SCHULTZE SPL PURP ACQ CORP I *W EXP 04/13/202 808212112 48 371250 SH SOLE 371250 0 0 SCHULTZE SPL PURP ACQ CORP I CLASS A COM 808212104 7380 742500 SH SOLE 742500 0 0 SCIENCE STRATEGIC ACQ ALPHA *W EXP 01/20/202 808641112 1 23000 SH SOLE 23000 0 0 SCIENCE STRATEGIC ACQ ALPHA COM CL A 808641104 347 35143 SH SOLE 35143 0 0 SCION TECH GROWTH I *W EXP 11/01/202 G31067112 5 166666 SH SOLE 166666 0 0 SCION TECH GROWTH I CL A SHS G31067104 4990 500000 SH SOLE 500000 0 0 SCION TECH GROWTH II *W EXP 01/28/202 G31070116 2 50000 SH SOLE 50000 0 0 SCION TECH GROWTH II CL A SHS G31070108 1491 150000 SH SOLE 150000 0 0 SCP & CO HEALTHCARE ACQUSTN *W EXP 01/27/202 784065112 5 100000 SH SOLE 100000 0 0 SCP & CO HEALTHCARE ACQUSTN COM CL A 784065104 1974 200000 SH SOLE 200000 0 0 SCULPTOR ACQUISITION CORP I *W EXP 99/99/999 G7T983111 18 125000 SH SOLE 125000 0 0 SCULPTOR ACQUISITION CORP I CL A COM G7T983103 2520 250000 SH SOLE 250000 0 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 9812 14000000 PRN SOLE 14000000 0 0 SEMANTIX INC *W EXP 08/03/202 G6332A114 3 25000 SH SOLE 25000 0 0 SEMPER PARATUS ACQUISITION C *W EXP 11/04/202 G8028L131 15 125000 SH SOLE 125000 0 0 SEMPER PARATUS ACQUISITION C CLASS A ORD G8028L107 2536 250000 SH SOLE 250000 0 0 SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116 5 250000 SH SOLE 250000 0 0 SENIOR CONNECT ACQUISITN COR COM CL A 81723H108 4973 500000 SH SOLE 500000 0 0 SHAPEWAYS HOLDINGS INC *W EXP 09/29/202 81947T110 11 237885 SH SOLE 237885 0 0 SHARECARE INC *W EXP 07/01/202 81948W112 19 80999 SH SOLE 80999 0 0 SHOULDERUP TECHNOLOGY ACQUIS *W EXP 11/17/202 82537G112 8 112500 SH SOLE 112500 0 0 SHOULDERUP TECHNOLOGY ACQUIS CL A COM 82537G104 2257 225000 SH SOLE 225000 0 0 SIGNA SPORTS UNITED NV *W EXP 99/99/999 N80029114 49 233333 SH SOLE 233333 0 0 SILVER SPIKE ACQUISITN CORP *W EXP 02/26/202 G8201H113 1 25000 SH SOLE 25000 0 0 SILVER SPIKE ACQUISITN CORP CLASS A ORD SHS G8201H105 991 100000 SH SOLE 100000 0 0 SIMON PROPERTY GRP ACQ HOLDI *W EXP 02/04/202 82880R111 3 52067 SH SOLE 52067 0 0 SIMON PROPERTY GRP ACQ HOLDI COM CL A 82880R103 2564 260342 SH SOLE 260342 0 0 SIZZLE ACQUISITION CORP *W EXP 11/02/202 83014E117 10 100000 SH SOLE 100000 0 0 SIZZLE ACQUISITION CORP COMMON STOCK 83014E109 2013 200000 SH SOLE 200000 0 0 SKY HARBOUR GROUP CORPORATIO *W EXP 10/21/202 83085C115 46 125000 SH SOLE 125000 0 0 SLAM CORP *W EXP 02/23/202 G8210L121 4 62500 SH SOLE 62500 0 0 SLAM CORP CL A SHS G8210L105 2478 250000 SH SOLE 250000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 12113 14000000 PRN SOLE 14000000 0 0 SNAP INC NOTE 5/0 83304AAF3 24025 34495000 PRN SOLE 34495000 0 0 SOAR TECHNOLOGY ACQUISN CORP *W EXP 99/99/999 G82472120 8 200000 SH SOLE 200000 0 0 SOAR TECHNOLOGY ACQUISN CORP CL A COM G82472112 6180 600000 SH SOLE 600000 0 0 SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 737 75000 SH SOLE 75000 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 735 75000 SH SOLE 75000 0 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 3237 323731 SH SOLE 323731 0 0 SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 11 50000 SH SOLE 50000 0 0 SOCIAL LEVERAGE ACQUISN CORP COM CL A 83363K102 1966 200000 SH SOLE 200000 0 0 SOUTHPORT ACQUISITION CORP *W EXP 99/99/999 84465L113 15 150000 SH SOLE 150000 0 0 SOUTHPORT ACQUISITION CORP CL A COM 84465L105 3015 300000 SH SOLE 300000 0 0 SPINDLETOP HEALTH ACQUISITIO *W EXP 99/99/999 84854Q111 16 200000 SH SOLE 200000 0 0 SPINDLETOP HEALTH ACQUISITIO COM CL A 84854Q103 4028 400000 SH SOLE 400000 0 0 SPIRE GLOBAL INC *W EXP 08/16/202 848560116 17 150000 SH SOLE 150000 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 2113 2500000 PRN SOLE 2500000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 8196 9247000 PRN SOLE 9247000 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 21954 23000000 PRN SOLE 23000000 0 0 SPORTS VENTURES ACQUISIN COR *W EXP 11/30/202 G8372A129 1 33333 SH SOLE 33333 0 0 SPORTS VENTURES ACQUISIN COR CL A SHS G8372A103 388 38961 SH SOLE 38961 0 0 SPORTSTEK ACQUISITION CORP *W EXP 02/16/202 849196118 4 100000 SH SOLE 100000 0 0 SPORTSTEK ACQUISITION CORP COM CL A 849196100 1969 200000 SH SOLE 200000 0 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 23805 30000000 PRN SOLE 30000000 0 0 SPRINGBIG HOLDINGS INC *W EXP 06/14/202 85021Q116 3 50000 SH SOLE 50000 0 0 ST ENERGY TRANSITION I LTD *W EXP 12/02/202 G8465L115 2 25000 SH SOLE 25000 0 0 ST ENERGY TRANSITION I LTD CL A ORD SHS G8465L107 502 50000 SH SOLE 50000 0 0 STARRY GROUP HOLDINGS INC *W EXP 03/29/202 85572U110 11 81000 SH SOLE 81000 0 0 STRIDE INC NOTE 1.125% 9/0 86333MAA6 5609 5500000 PRN SOLE 5500000 0 0 SUNLIGHT FINANCIAL HOLDINGS *W EXP 07/09/202 86738J114 19 141200 SH SOLE 141200 0 0 SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128 2 20000 SH SOLE 20000 0 0 SUPERNOVA PARTN ACQ CO III L SHS CL A G8T90F102 990 100000 SH SOLE 100000 0 0 SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 95234 96994000 PRN SOLE 96994000 0 0 SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 1 37500 SH SOLE 37500 0 0 SUSTAINABLE DEVELP ACQU I CO COM CL A 86934L103 738 75000 SH SOLE 75000 0 0 SVF INVESTMENT CORP *W EXP 12/20/202 G8601L128 3 18000 SH SOLE 18000 0 0 SVF INVESTMENT CORP CL A SHS G8601L102 1494 150000 SH SOLE 150000 0 0 SVF INVESTMENT CORP 2 CL A SHS G8601M100 119 12000 SH SOLE 12000 0 0 SWVL HOLDINGS CORP *W EXP 03/31/202 G86302117 3 100000 SH SOLE 100000 0 0 SYSTEM1 INC *W EXP 99/99/999 87200P117 66 60750 SH SOLE 60750 0 0 TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 1 33333 SH SOLE 33333 0 0 TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 992 100000 SH SOLE 100000 0 0 TALON 1 ACQUISITION CORP *W EXP 07/30/202 G86656116 8 112500 SH SOLE 112500 0 0 TALON 1 ACQUISITION CORP CLASS A ORD G86656108 2293 225000 SH SOLE 225000 0 0 TARGET GLOBAL ACQUISI I CORP *W EXP 12/08/202 G8675N125 3 41666 SH SOLE 41666 0 0 TARGET GLOBAL ACQUISI I CORP CLASS A ORD SHS G8675N109 1253 125000 SH SOLE 125000 0 0 TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 15 150000 SH SOLE 150000 0 0 TASTEMAKER ACQUISITION CORP COM CL A 876545104 2991 300000 SH SOLE 300000 0 0 TCV ACQUISITION CORP CL A SHS G8704C124 245 25000 SH SOLE 25000 0 0 TCW SPECIAL PURPOSE ACQU COR *W EXP 99/99/999 87301L114 4 66666 SH SOLE 66666 0 0 TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 1962 200000 SH SOLE 200000 0 0 TECH AND ENERGY TRANSITION *W EXP 03/31/202 87823R110 2 33332 SH SOLE 33332 0 0 TECH AND ENERGY TRANSITION CLASS A COM 87823R102 984 100000 SH SOLE 100000 0 0 TECHTARGET INC NOTE 0.125%12/1 87874RAB6 224 213000 PRN SOLE 213000 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 14861 20000000 PRN SOLE 20000000 0 0 TH INTERNATIONAL LIMITED *W EXP 12/15/202 G8656L114 60 175000 SH SOLE 175000 0 0 THE MUSIC ACQUISITION CORP *W EXP 02/05/202 62752R118 2 37500 SH SOLE 37500 0 0 THE MUSIC ACQUISITION CORP COM CLASS A 62752R100 426 43252 SH SOLE 43252 0 0 THE ONCOLOGY INSTITUTE INC *W EXP 11/15/202 68236X118 14 25000 SH SOLE 25000 0 0 THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115 2 20000 SH SOLE 20000 0 0 THUNDER BRDG CAP PRTNRS IV I CLASS A COM 88605L107 973 100000 SH SOLE 100000 0 0 THUNDER BRIDGE CAP PRTNRS II *W EXP 02/01/202 88605T118 6 60000 SH SOLE 60000 0 0 THUNDER BRIDGE CAP PRTNRS II COM CL A 88605T100 2955 300000 SH SOLE 300000 0 0 TIGA ACQUISITION CORP *W EXP 11/06/202 G88672111 35 50000 SH SOLE 50000 0 0 TISHMAN SPEYER INNOVATION CO *W EXP 02/11/202 88825H118 6 59999 SH SOLE 59999 0 0 TISHMAN SPEYER INNOVATION CO COM CL A 88825H100 2955 300000 SH SOLE 300000 0 0 TKB CRITICAL TECHNOLOGIES 1 *W EXP 10/20/202 G88935120 7 100000 SH SOLE 100000 0 0 TKB CRITICAL TECHNOLOGIES 1 CLASS A ORD G88935112 2027 200000 SH SOLE 200000 0 0 TLG ACQUISITION ONE CORP *W EXP 01/25/202 87257M116 4 72633 SH SOLE 72633 0 0 TLG ACQUISITION ONE CORP COM CL A 87257M108 2137 216700 SH SOLE 216700 0 0 TLGY ACQUISITION CORPORATION *W EXP 11/09/202 G8656T125 5 50000 SH SOLE 50000 0 0 TLGY ACQUISITION CORPORATION CLASS A ORD SHS G8656T109 1011 100000 SH SOLE 100000 0 0 TMC THE METALS COMPANY INC *W EXP 09/09/202 87261Y114 11 67500 SH SOLE 67500 0 0 TORTOISEECOFIN ACQUISITION C *W EXP 07/22/202 G8956E117 8 37500 SH SOLE 37500 0 0 TORTOISEECOFIN ACQUISITION C SHS CL A G8956E109 1473 150000 SH SOLE 150000 0 0 TRINE II ACQUISITION CORP *W EXP 99/99/999 G9059F118 6 50000 SH SOLE 50000 0 0 TRINE II ACQUISITION CORP CL A ORD SHS G9059F100 1003 100000 SH SOLE 100000 0 0 TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 9 120400 SH SOLE 120400 0 0 TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 2 33333 SH SOLE 33333 0 0 TWELVE SEAS INVESTMENT CO II COM CL A 90118T106 985 100000 SH SOLE 100000 0 0 TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120 4 66666 SH SOLE 66666 0 0 TWIN RIDGE CAPITAL ACQUIS CO SHS CL A G9151L104 1984 200000 SH SOLE 200000 0 0 TWO COM CL A G9152V101 989 100000 SH SOLE 100000 0 0 TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 4 48333 SH SOLE 48333 0 0 TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 1098 110396 SH SOLE 110396 0 0 UNDER ARMOUR INC NOTE 1.500% 6/0 904311AC1 13740 14000000 PRN SOLE 14000000 0 0 UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3 9877 17500000 PRN SOLE 17500000 0 0 UPWORK INC NOTE 0.250% 8/1 91688FAB0 1848 2500000 PRN SOLE 2500000 0 0 USHG ACQUISITION CORP COM CL A 91748P100 2170 220300 SH SOLE 220300 0 0 UTA ACQUISITION CORPORATION *W EXP 10/30/202 G9473A117 17 75000 SH SOLE 75000 0 0 UTA ACQUISITION CORPORATION CLASS A ORD SHS G9473A109 1503 150000 SH SOLE 150000 0 0 UWM HOLDINGS CORPORATION *W EXP 01/21/202 91823B117 3 20560 SH SOLE 20560 0 0 VAHANNA TECH EDGE ACQSTN I C *W EXP 11/30/202 G9320Z117 6 50000 SH SOLE 50000 0 0 VAHANNA TECH EDGE ACQSTN I C CLASS A ORD G9320Z109 1006 100000 SH SOLE 100000 0 0 VALENS SEMICONDUCTOR LTD *W EXP 09/30/202 M9607U107 23 75000 SH SOLE 75000 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 53008 43488000 PRN SOLE 43488000 0 0 VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 11113 10000000 PRN SOLE 10000000 0 0 VECTOR ACQUISITION CORP II CL A SHS G9460A104 991 100000 SH SOLE 100000 0 0 VEECO INSTRS INC DEL NOTE 3.750% 6/0 922417AF7 16895 11000000 PRN SOLE 11000000 0 0 VELOCITY ACQUISITION CORP *W EXP 02/24/202 92259E112 3 49999 SH SOLE 49999 0 0 VELOCITY ACQUISITION CORP COM CL A 92259E104 3932 400000 SH SOLE 400000 0 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 8374 10000000 PRN SOLE 10000000 0 0 VERTICAL AEROSPACE LTD *W EXP 09/15/202 G9471C115 74 100000 SH SOLE 100000 0 0 VICARIOUS SURGICAL INC *W EXP 08/05/202 92561V117 112 250000 SH SOLE 250000 0 0 VIEW INC *W EXP 03/08/202 92671V114 12 149999 SH SOLE 149999 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 3760 4000000 PRN SOLE 4000000 0 0 VMG CONSUMER ACQUISITION COR *W EXP 11/03/202 91842V110 4 62500 SH SOLE 62500 0 0 VMG CONSUMER ACQUISITION COR CLASS A COM 91842V102 1253 125000 SH SOLE 125000 0 0 VROOM INC NOTE 0.750% 7/0 92918VAB5 5066 16000000 PRN SOLE 16000000 0 0 VY GLOBAL GROWTH COM CL A G9444H100 1625 162000 SH SOLE 162000 0 0 WAG GROUP CO *W EXP 07/30/202 93042P117 139 990000 SH SOLE 990000 0 0 WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9460M124 4 55540 SH SOLE 55540 0 0 WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9461D115 5 59999 SH SOLE 59999 0 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 2755 277700 SH SOLE 277700 0 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107 2976 300000 SH SOLE 300000 0 0 WAYFAIR INC CL A 94419L101 768 23600 SH SOLE 23600 0 0 WEJO GROUP LIMITED *W EXP 11/18/202 G9525W117 18 175000 SH SOLE 175000 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 25281 26508000 PRN SOLE 26508000 0 0 WHEELS UP EXPERIENCE INC *W EXP 07/13/202 96328L114 16 100000 SH SOLE 100000 0 0 WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 9 50000 SH SOLE 50000 0 0 WIX COM LTD NOTE 7/0 92940WAB5 9885 10207000 PRN SOLE 10207000 0 0 WIX COM LTD NOTE 8/1 92940WAD1 21452 25500000 PRN SOLE 25500000 0 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 8540 7250000 PRN SOLE 7250000 0 0 WORLDWIDE WEBB ACQUISITION C *W EXP 10/20/202 G97775111 68 750000 SH SOLE 750000 0 0 WORLDWIDE WEBB ACQUISITION C CLASS A ORD SHS G97775103 15000 1500000 SH SOLE 1500000 0 0 XPAC ACQUISITION CORP *W EXP 99/99/999 G9831X122 5 33333 SH SOLE 33333 0 0 XPAC ACQUISITION CORP CLASS A ORD G9831X106 978 100000 SH SOLE 100000 0 0 Z-WORK ACQUISITION CORP *W EXP 01/04/202 98880C110 2 55530 SH SOLE 55530 0 0 Z-WORK ACQUISITION CORP COM CL A 98880C102 1643 166592 SH SOLE 166592 0 0 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 10810 10965000 PRN SOLE 10965000 0 0 ZEROFOX HLDGS INC *W EXP 08/03/202 98955G111 14 75000 SH SOLE 75000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 3282 3500000 PRN SOLE 3500000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 35238 27500000 PRN SOLE 27500000 0 0