Chief Compliance Officer

0001493152-23-017358.txt : 20230515 0001493152-23-017358.hdr.sgml : 20230515 20230515161415 ACCESSION NUMBER: 0001493152-23-017358 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230515 DATE AS OF CHANGE: 20230515 EFFECTIVENESS DATE: 20230515 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: 23922450 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 X0202 13F-HR LIVE false true false 0001346554 XXXXXXXX 03-31-2023 03-31-2023 false TENOR CAPITAL MANAGEMENT Co., L.P.

810 SEVENTH AVENUE SUITE 1905 NEW YORK NY 10019

13F HOLDINGS REPORT 028-11620 000153277 801-71508 N Matthew Starr Chief Compliance Officer 212-918-5300 /s/ Matthew Starr New York NY 05-15-2023 0 500 5031266370 INFORMATION TABLE 2 infotable.xml 10X CAPITAL VENTURE ACQ III *W EXP 06/30/202 G87077114 10600 125000 SH SOLE 125000 0 0 26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 2070 75000 SH SOLE 75000 0 0 7 ACQUISITION CORPORATION *W EXP 11/05/202 G80694113 13980 100000 SH SOLE 100000 0 0 7 ACQUISITION CORPORATION SHS CL A G80694105 2088000 200000 SH SOLE 200000 0 0 7GC & CO HOLDINGS INC *W EXP 12/28/202 81786A115 5000 50000 SH SOLE 50000 0 0 8X8 INC NEW NOTE 4.000% 2/0 282914AE0 10699069 12000000 PRN SOLE 12000000 0 0 ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1 32108927 34804000 PRN SOLE 34804000 0 0 ACHARI VENTURES HLDGS CORP I *W EXP 01/01/202 00444X119 12620 200000 SH SOLE 200000 0 0 ACROPOLIS INFRASTRUCTURE ACQ *W EXP 03/30/202 005029111 5700 33333 SH SOLE 33333 0 0 ACROPOLIS INFRASTRUCTURE ACQ CL A 005029103 1013000 100000 SH SOLE 100000 0 0 ACTIVISION BLIZZARD INC COM 00507V109 1407699 16447 SH SOLE 16447 0 0 ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110 3000 37500 SH SOLE 37500 0 0 ADS TEC ENERGY PLC *W EXP 12/22/202 G0085J109 3094 12500 SH SOLE 12500 0 0 ADTHEORENT HOLDING COMPANY *W EXP 12/26/202 00739D117 4000 33333 SH SOLE 33333 0 0 AEYE INC *W EXP 09/30/202 008183113 3824 74249 SH SOLE 74249 0 0 AIRBNB INC NOTE 3/1 009066AB7 11411769 13000000 PRN SOLE 13000000 0 0 ALLEGO N V *W EXP 03/16/202 N0796A118 14099 56965 SH SOLE 56965 0 0 ALPHA TAU MEDICAL LTD *W EXP 03/07/202 M0740A116 49005 150000 SH SOLE 150000 0 0 ALSP ORCHID ACQUISITION CORP *W EXP 11/30/202 G0231L123 1250 25000 SH SOLE 25000 0 0 ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 60201974 38500000 PRN SOLE 38500000 0 0 ALTC ACQUISITION CORP COM CL A 02156V109 1431069 140992 SH SOLE 140992 0 0 ALTERYX INC NOTE 0.500% 8/0 02156BAD5 53419571 56991000 PRN SOLE 56991000 0 0 ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 2560 50000 SH SOLE 50000 0 0 ALVARIUM TIEDEMANN HLDNGS IN *W EXP 01/03/202 02237A116 96950 83333 SH SOLE 83333 0 0 AMBIPAR EMERGENCY RESPONSE *W EXP 99/99/999 G02532110 48000 150000 SH SOLE 150000 0 0 ANDRETTI ACQUISITION CORP *W EXP 99/99/999 G26735129 7180 100000 SH SOLE 100000 0 0 ANDRETTI ACQUISITION CORP CL A ORD SHS G26735103 2102000 200000 SH SOLE 200000 0 0 ANGHAMI INC *W EXP 02/03/202 G0369L119 15540 200000 SH SOLE 200000 0 0 ANTHEMIS DIGITAL ACQUISITION *W EXP 11/01/202 G03959114 8875 250000 SH SOLE 250000 0 0 ANTHEMIS DIGITAL ACQUISITION CLASS A ORD G03959106 5225000 500000 SH SOLE 500000 0 0 ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 1880 50000 SH SOLE 50000 0 0 AP ACQUISITION CORP *W EXP 12/07/202 G04058114 3882 35000 SH SOLE 35000 0 0 AP ACQUISITION CORP CL A ORD SHS G04058106 738500 70000 SH SOLE 70000 0 0 APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 3904 39999 SH SOLE 39999 0 0 APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 2050000 200000 SH SOLE 200000 0 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COASTAL AQSTN CORP *W EXP 01/13/202 04845A116 13960 200000 SH SOLE 200000 0 0 ATLANTIC COASTAL AQSTN CORP CLASS A COM 04845A108 4152000 400000 SH SOLE 400000 0 0 AVALON ACQUISITION INC *W EXP 12/31/202 05338E119 27000 300000 SH SOLE 300000 0 0 AVALON ACQUISITION INC CLASS A COM 05338E101 4172000 400000 SH SOLE 400000 0 0 BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 2333125 3000000 PRN SOLE 3000000 0 0 BANNER ACQUISITION CORP *W EXP 09/07/202 06654K119 29700 742500 SH SOLE 742500 0 0 BANNER ACQUISITION CORP CLASS A COM 06654K101 15206400 1485000 SH SOLE 1485000 0 0 BATTERY FUTURE ACQUISITION C *W EXP 99/99/999 G0888J124 7500 75000 SH SOLE 75000 0 0 BATTERY FUTURE ACQUISITION C CL A ORD SHS G0888J108 1566000 150000 SH SOLE 150000 0 0 BEARD ENERGY TRANSITION ACQ *W EXP 99/99/999 07402Q119 4000 100000 SH SOLE 100000 0 0 BEARD ENERGY TRANSITION ACQ CL A COM 07402Q101 2073000 200000 SH SOLE 200000 0 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 9361927 11000000 PRN SOLE 11000000 0 0 BERKSHIRE GREY 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CLASS A ORD SHS G1792A100 2084000 200000 SH SOLE 200000 0 0 BUZZFEED INC *W EXP 12/03/202 12430A110 1667 16666 SH SOLE 16666 0 0 BYNORDIC ACQUISITION CORP *W EXP 07/01/202 124420118 31185 742500 SH SOLE 742500 0 0 BYNORDIC ACQUISITION CORP CLASS A COM 124420100 15384600 1485000 SH SOLE 1485000 0 0 C5 ACQUISITION CORPORATION *W EXP 12/31/202 12530D113 1000 25000 SH SOLE 25000 0 0 C5 ACQUISITION CORPORATION CL A COM 12530D105 522000 50000 SH SOLE 50000 0 0 CACTUS ACQUISITION CORP 1 LT *W EXP 08/17/202 G1745A124 7563 137500 SH SOLE 137500 0 0 CACTUS ACQUISITION CORP 1 LT CLASS A ORD G1745A108 2871000 275000 SH SOLE 275000 0 0 CANNA GLOBAL ACQUISITION COR *W EXP 11/30/202 13767K119 8910 300000 SH SOLE 300000 0 0 CAPITALWORKS EMNG MKTS ACQST *W EXP 11/19/202 G1889L126 18585 225000 SH SOLE 225000 0 0 CAPITALWORKS EMNG MKTS ACQST CLASS A ORD SHS G1889L100 4725000 450000 SH SOLE 450000 0 0 CARTICA ACQUISITION CORP *W EXP 04/30/202 G1995D117 3550 50000 SH SOLE 50000 0 0 CARTICA ACQUISITION CORP CLASS A ORD SHS G1995D109 1052000 100000 SH SOLE 100000 0 0 CC NEUBERGER PRINCIPAL HOLDN *W EXP 02/05/202 G1992N126 8361 41105 SH SOLE 41105 0 0 CELLEBRITE DI LTD *W EXP 08/30/202 M2197Q115 116099 134999 SH SOLE 134999 0 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 6371028 6000000 PRN SOLE 6000000 0 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 24331995 27129000 PRN SOLE 27129000 0 0 CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 10000 100000 SH SOLE 100000 0 0 CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 2623 25000 SH SOLE 25000 0 0 CHAIN BRIDGE I *W EXP 11/10/202 G2061X110 3750 50000 SH SOLE 50000 0 0 CHAIN BRIDGE I CLASS A ORD G2061X102 1044000 100000 SH SOLE 100000 0 0 CHART INDS INC NOTE 1.000%11/1 16115QAE0 22134414 10105000 PRN SOLE 10105000 0 0 CHEGG INC NOTE 9/0 163092AF6 26740525 34009000 PRN SOLE 34009000 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 34745472 39425000 PRN SOLE 39425000 0 0 CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 14010 75000 SH SOLE 75000 0 0 CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 7350 60000 SH SOLE 60000 0 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 3042000 300000 SH SOLE 300000 0 0 COMERA LIFE SCIENCES HLDGS I *W EXP 03/15/202 20037C116 6465 150000 SH SOLE 150000 0 0 COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115 10000 25000 SH SOLE 25000 0 0 CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114 13725 125000 SH SOLE 125000 0 0 CONCORD ACQUISITION CORP III COM CL A 20607V106 2592500 250000 SH SOLE 250000 0 0 CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 6333 66666 SH SOLE 66666 0 0 CONX CORP *W EXP 10/30/202 212873111 24395 135000 SH SOLE 135000 0 0 COPA HOLDINGS SA NOTE 4.500% 4/1 21720AAB8 81531133 43500000 PRN SOLE 43500000 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 7993 66666 SH SOLE 66666 0 0 CRESCERA CAP ACQUISITION COR *W EXP 11/18/202 G26507114 9650 100000 SH SOLE 100000 0 0 CRESCERA CAP ACQUISITION COR CLASS A ORD SHS G26507106 2092000 200000 SH SOLE 200000 0 0 CRYOPORT INC NOTE 0.750% 12/0 229050AC3 11296066 14200000 PRN SOLE 14200000 0 0 CXAPP INC *W EXP 03/14/202 23248B117 6720 150000 SH SOLE 150000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 31340896 29000000 PRN SOLE 29000000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 365840738 129059000 PRN SOLE 129059000 0 0 DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 1221 36666 SH SOLE 36666 0 0 DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 2929 97300 SH SOLE 97300 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 14807022 27500000 PRN SOLE 27500000 0 0 DISTOKEN ACQUISITION CORP *W EXP 11/30/202 G27740102 5000 100000 SH SOLE 100000 0 0 DISTOKEN ACQUISITION CORP ORDINARY SHARES G27740110 1016000 100000 PRN SOLE 100000 0 0 DISTOKEN ACQUISITION CORP RIGHT 99/99/9999 G27740136 13000 100000 PRN SOLE 100000 0 0 DMY TECHNOLOGY GROUP INC VI *W EXP 99/99/999 233247113 13930 175000 SH SOLE 175000 0 0 DMY TECHNOLOGY GROUP INC VI CL A COM 233247105 3577035 350000 SH SOLE 350000 0 0 DOCUSIGN INC NOTE 1/1 256163AD8 44524914 46562000 PRN SOLE 46562000 0 0 DOMA HOLDINGS INC *W EXP 07/28/202 25703A112 637 33333 SH SOLE 33333 0 0 DP CAP ACQUISITION CORP I *W EXP 11/08/202 G2R05B126 875 25000 SH SOLE 25000 0 0 DP CAP ACQUISITION CORP I CLASS A ORD G2R05B100 522500 50000 SH SOLE 50000 0 0 DROPBOX INC NOTE 3/0 26210CAC8 11676257 13000000 PRN SOLE 13000000 0 0 DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 3750 62500 SH SOLE 62500 0 0 D-WAVE QUANTUM INC *W EXP 08/05/202 26740W117 7776 108000 SH SOLE 108000 0 0 EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 8125 62500 SH SOLE 62500 0 0 ECARX HOLDINGS INC *W EXP 12/20/202 G29201111 11250 75000 SH SOLE 75000 0 0 EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 7525 250000 SH SOLE 250000 0 0 EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 2163 77236 SH SOLE 77236 0 0 EFFECTOR THERAPEUTICS INC *W EXP 12/31/202 28202V116 4307 33333 SH SOLE 33333 0 0 ELLIOTT OPPORTUNITY II CORP *W EXP 03/02/202 G30092111 4756 62500 SH SOLE 62500 0 0 ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103 2561250 250000 SH SOLE 250000 0 0 EMBARK TECHNOLOGY INC *W EXP 11/10/202 29079J111 305 16248 SH SOLE 16248 0 0 ENTERPRISE 4.0 TEC ACQSTN CO *W EXP 10/21/202 G3137C114 6000 150000 SH SOLE 150000 0 0 ENTERPRISE 4.0 TEC ACQSTN CO CLASS A ORD SHS G3137C106 3129000 300000 SH SOLE 300000 0 0 ENVESTNET INC NOTE 0.750% 8/1 29404KAE6 24585942 27170000 PRN SOLE 27170000 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 12911759 12901000 PRN SOLE 12901000 0 0 ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 61404524 30500000 PRN SOLE 30500000 0 0 ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111 14500 250000 SH SOLE 250000 0 0 ESPERION THERAPEUTICS INC NE COM 29664W105 250794 157732 SH SOLE 157732 0 0 ESPERION THERAPEUTICS INC NE NOTE 4.000%11/1 29664WAB1 11431748 26425000 PRN SOLE 26425000 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 9338420 6500000 PRN SOLE 6500000 0 0 EVE MOBILITY ACQUISITION COR *W EXP 12/31/202 G3218G117 3750 75000 SH SOLE 75000 0 0 EVE MOBILITY ACQUISITION COR CL A ORD SHS G3218G109 1565250 150000 SH SOLE 150000 0 0 EVENTBRITE INC NOTE 0.750% 9/1 29975EAD1 1986565 2500000 PRN SOLE 2500000 0 0 EVERBRIDGE INC NOTE 3/1 29978AAE4 49273412 59111000 PRN SOLE 59111000 0 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 25688111 28140000 PRN SOLE 28140000 0 0 EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110 12000 150000 SH SOLE 150000 0 0 EVEREST CONSOLIDATOR ACQ COR CL A COM 29978K102 3144000 300000 SH SOLE 300000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 24445996 20323000 PRN SOLE 20323000 0 0 EVOLV TECHNOLOGIES HLDNGS IN *W EXP 03/10/202 30049H110 27485 50000 SH SOLE 50000 0 0 EXCELFIN ACQUISITION CORP *W EXP 10/25/202 30069X110 8835 150000 SH SOLE 150000 0 0 EXCELFIN ACQUISITION CORP COM CL A 30069X102 3117000 300000 SH SOLE 300000 0 0 FAST ACQUISITION CORP II *W EXP 03/16/202 311874119 11375 25000 SH SOLE 25000 0 0 FASTLY INC NOTE 3/1 31188VAB6 12593974 15655000 PRN SOLE 15655000 0 0 FINANCE OF AMERICA COMPAN 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351471115 3210 100000 SH SOLE 100000 0 0 FREEDOM ACQUISITION I CORP *W EXP 03/02/202 G3663X128 6040 24072 SH SOLE 24072 0 0 FREEDOM ACQUISITION I CORP SHS CL A G3663X110 993211 96288 SH SOLE 96288 0 0 FTAC ZEUS ACQUISITION COR *W EXP 04/15/202 30320F114 7500 250000 SH SOLE 250000 0 0 FTAC ZEUS ACQUISITION COR CLASS A COM 30320F106 5135000 500000 SH SOLE 500000 0 0 FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 74324768 38000000 PRN SOLE 38000000 0 0 FUTURE HEALTH ESG CORP *W EXP 99/99/999 36118W110 29397 489950 SH SOLE 489950 0 0 G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 1333 33333 SH SOLE 33333 0 0 G SQUARED ASCEND II INC COM CL A G42041106 1037000 100000 SH SOLE 100000 0 0 GAMES & ESPORTS EXPRNC ACQ C *W EXP 12/01/202 G3731J127 8475 125000 SH SOLE 125000 0 0 GAMES & ESPORTS EXPRNC ACQ C CLASS A ORD SHS G3731J119 2627500 250000 SH SOLE 250000 0 0 GCM GROSVENOR INC *W EXP 11/17/202 36831E116 113369 200902 SH SOLE 200902 0 0 GEO CORRECTIONS HLDGS NOTE 6.500% 2/1 36166WAA1 11795562 10000000 PRN SOLE 10000000 0 0 GIGCAPITAL 5 INC *W EXP 03/28/202 37519U117 10668 425000 SH SOLE 425000 0 0 GLOBAL BLUE GROUP HOLDING AG *W EXP 08/28/202 H33700115 281757 747366 SH SOLE 747366 0 0 GLOBAL PARTNER ACQISTN CORP *W EXP 01/14/202 G3934P128 10623 49432 SH SOLE 49432 0 0 GLOBAL TECHNOLGY ACQSTN CORP *W EXP 10/19/202 G3934N115 4945 50000 SH SOLE 50000 0 0 GLOBAL TECHNOLGY ACQSTN CORP CLASS A ORD G3934N107 1046000 100000 SH SOLE 100000 0 0 GOGORO INC *W EXP 04/04/202 G9491K113 43500 75000 SH SOLE 75000 0 0 GOGREEN INVESTMENTS CORP *W EXP 05/31/202 G9461B119 29255 50000 SH SOLE 50000 0 0 GOGREEN INVESTMENTS CORP ORD SHS CL A G9461B101 1055000 100000 PRN SOLE 100000 0 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 940501 357605 SH SOLE 357605 0 0 GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 36000 150000 SH SOLE 150000 0 0 GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 86301215 63027000 PRN SOLE 63027000 0 0 GRANITE RIDGE RESOURCES INC *W EXP 10/24/202 387432115 80000 125000 SH SOLE 125000 0 0 GREENLIGHT BIOSCIENCS HLDS P *W EXP 02/02/202 39536G113 3833 75000 SH SOLE 75000 0 0 GRINDR INC *W EXP 11/18/202 39854F119 44500 50000 SH SOLE 50000 0 0 GROUPON INC NOTE 1.125% 3/1 399473AF4 2285794 6000000 PRN SOLE 6000000 0 0 GROVE COLLABORATIVE HOLD INC *W EXP 06/16/202 39957D110 2172 40000 SH SOLE 40000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 6137155 5840000 PRN SOLE 5840000 0 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 41855707 42500000 PRN SOLE 42500000 0 0 HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 13513528 13855000 PRN SOLE 13855000 0 0 HARMONIC INC DBCV 2.000% 9/0 413160AD4 35371687 20500000 SH SOLE 20500000 0 0 HEALTH CATALYST INC NOTE 2.500% 4/1 42225TAB3 7956055 8610000 PRN SOLE 8610000 0 0 HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117 16090 100000 SH SOLE 100000 0 0 HEALTHCARE AI ACQUISITION CO CLASS A ORD SHS G4373K109 2086000 200000 SH SOLE 200000 0 0 HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 6383 75000 SH SOLE 75000 0 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 1561500 150000 SH SOLE 150000 0 0 HYZON MOTORS INC *W EXP 10/02/202 44951Y110 5489 80127 SH SOLE 80127 0 0 I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 10492404 11218000 PRN SOLE 11218000 0 0 ICONIC SPORTS ACQUISITION CO *W EXP 10/12/202 G4712C115 37375 250000 SH SOLE 250000 0 0 ICONIC SPORTS ACQUISITION CO CL A ORD SHS G4712C107 5252500 500000 SH SOLE 500000 0 0 INDUSTRIAL TECH ACQSTNS II I *W EXP 03/31/202 45635R116 2800 50000 SH SOLE 50000 0 0 INDUSTRIAL TECH ACQSTNS II I CLASS A COM 45635R108 1039000 100000 SH SOLE 100000 0 0 INFINERA CORP DEBT 3.750% 8/0 45667GAF0 68141867 50000000 SH SOLE 50000000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 11051375 9000000 PRN SOLE 9000000 0 0 INFINITE ACQUISITION CORP *W EXP 11/23/202 G48028123 11244 62500 SH SOLE 62500 0 0 INFINITE ACQUISITION CORP CL A ORD SHS G48028107 1301875 125000 SH SOLE 125000 0 0 INFINT ACQUISITION CORP *W EXP 99/99/999 G47862126 8000 100000 SH SOLE 100000 0 0 INFINT ACQUISITION CORP CL A ORD SHS G47862100 2056400 194000 SH SOLE 194000 0 0 INNOVATIVE INTL ACQUSITIN CO *W EXP 07/01/202 G4809M125 17320 200000 SH SOLE 200000 0 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 162223158 77326000 PRN SOLE 77326000 0 0 INSPIRATO INCORPORATED *W EXP 02/11/202 45791E115 3750 37500 SH SOLE 37500 0 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 80131340 53504000 PRN SOLE 53504000 0 0 INTELLIGENT MEDI ACQSITN COR *W EXP 11/05/202 45828D114 5750 125000 SH SOLE 125000 0 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 6359355 6093000 PRN SOLE 6093000 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 12206158 13353000 PRN SOLE 13353000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 120146001 129852000 PRN SOLE 129852000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 22162113 22000000 PRN SOLE 22000000 0 0 ISRAEL ACQUISITIONS CORP *W EXP 99/99/999 G49667119 5250 35000 SH SOLE 35000 0 0 ISRAEL ACQUISITIONS CORP CLASS A ORD G49667101 358050 35000 SH SOLE 35000 0 0 JACKSON ACQUISITION CO COM CL A 46653C106 3605000 350000 SH SOLE 350000 0 0 JAMF HLDG CORP NOTE 0.125% 9/0 47074LAB1 30666511 37000000 PRN SOLE 37000000 0 0 JASPER THERAPEUTICS INC *W EXP 09/24/202 471871111 50000 250000 SH SOLE 250000 0 0 JAWS HURRICANE ACQUISITN COR *W EXP 03/26/202 47201B111 3878 25000 SH SOLE 25000 0 0 JAWS HURRICANE ACQUISITN COR CLASS A COM 47201B103 1017000 100000 SH SOLE 100000 0 0 JAWS JUGGERNAUT ACQUISITN CO *W EXP 06/17/202 G50735110 3748 25000 SH SOLE 25000 0 0 JAWS JUGGERNAUT ACQUISITN CO CLASS A ORD SHS G50735102 1023000 100000 SH SOLE 100000 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 4422 40680 SH SOLE 40680 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 58167255 60000000 PRN SOLE 60000000 0 0 JUNIPER II CORP *W EXP 99/99/999 48203N111 12500 125000 SH SOLE 125000 0 0 JUNIPER II CORP CL A COM 48203N103 2595000 250000 SH SOLE 250000 0 0 KALERA PUBLIC LIMITED CO *W EXP 06/28/202 G52251116 1614 60000 SH SOLE 60000 0 0 KBR INC NOTE 2.500%11/0 48242WAB2 43940048 20053000 PRN SOLE 20053000 0 0 KENSINGTON CAPITAL ACQUISITI *W EXP 99/99/999 G5251K129 42188 168750 SH SOLE 168750 0 0 KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103 2344500 225000 SH SOLE 225000 0 0 KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 7188 62500 SH SOLE 62500 0 0 KHOSLA VENTURES ACQUISITION CL A 482504107 2812826 277399 SH SOLE 277399 0 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 1548281 152540 SH SOLE 152540 0 0 KLDISCOVERY INC W EXP 19/12/202 498455112 86676 1444593 SH SOLE 1444593 0 0 KORE GROUP HLDGS INC *W EXP 09/30/202 50066V115 6500 50000 SH SOLE 50000 0 0 L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 18000 33333 SH SOLE 33333 0 0 L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125 1022500 100000 SH SOLE 100000 0 0 LAMF GLOBAL VENTURES CORP I *W EXP 11/05/202 G5338L124 4800 150000 SH SOLE 150000 0 0 LAMF GLOBAL VENTURES CORP I CLASS A ORD G5338L108 3135000 300000 SH SOLE 300000 0 0 LANVIN GROUP HOLDINGS LIMITE *W EXP 01/14/202 G5380J118 7000 20000 SH SOLE 20000 0 0 LANZATECH GLOBAL INC *W EXP 01/01/202 51655R119 68696 235341 SH SOLE 235341 0 0 LAVA MEDTECH ACQUISITION COR *W EXP 10/21/202 519345110 9375 125000 SH SOLE 125000 0 0 LAVA MEDTECH ACQUISITION COR CLASS A COM 519345102 2607500 250000 SH SOLE 250000 0 0 LCI INDS NOTE 1.125% 5/1 501812AB7 11432307 12500000 PRN SOLE 12500000 0 0 LEAFLY HOLDINGS INC *W EXP 02/04/202 52178J113 10031 286595 SH SOLE 286595 0 0 LEMONADE INC *W EXP 02/09/202 52567D115 2497 50242 SH SOLE 50242 0 0 LF CAPITAL ACQUISITION CORP *W EXP 02/19/202 50202D110 13000 100000 SH SOLE 100000 0 0 LF CAPITAL ACQUISITION CORP CLASS A COM 50202D102 2100000 200000 SH SOLE 200000 0 0 LIBERTY RES ACQUISITION CORP *W EXP 10/31/202 53118A113 14250 150000 SH SOLE 150000 0 0 LIBERTY RES ACQUISITION CORP CLASS A COM 53118A105 1575750 150000 SH SOLE 150000 0 0 LILIUM N V *W EXP 09/14/202 N52586117 2936 41999 SH SOLE 41999 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 9805786 10000000 PRN SOLE 10000000 0 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 10950915 4267000 PRN SOLE 4267000 0 0 LIVEPERSON INC NOTE 12/1 538146AD3 19602977 32016000 PRN SOLE 32016000 0 0 LIVEWIRE GROUP INC *W EXP 09/26/202 53838J113 38597 160820 SH SOLE 160820 0 0 LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1 23485389 26415000 PRN SOLE 26415000 0 0 LOCAL BOUNTI CORP *W EXP 99/99/999 53960E114 1971 22298 SH SOLE 22298 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 25033738 23700000 PRN SOLE 23700000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 2186133 2500000 PRN SOLE 2500000 0 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 3114508 3500000 PRN SOLE 3500000 0 0 M3 BRIGADE ACQUISITION III *W EXP 07/31/202 55407R111 120000 333333 SH SOLE 333333 0 0 M3 BRIGADE ACQUISITION III CL A COM 55407R103 10330000 1000000 SH SOLE 1000000 0 0 MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6 14804026 14000000 PRN SOLE 14000000 0 0 MALACCA STRAITS ACQUISITION *W EXP 06/30/202 G5859B109 2611 32637 SH SOLE 32637 0 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 19424613 18500000 PRN SOLE 18500000 0 0 MARKFORGED HOLDING CORPORATI *W EXP 07/14/202 57064N110 4202 28034 SH SOLE 28034 0 0 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 121017979 40000000 PRN SOLE 40000000 0 0 MERCATO PARTNERS ACQUISITION *W EXP 99/99/999 58759A116 25000 250000 SH SOLE 250000 0 0 MONEYLION INC *W EXP 09/22/202 60938K114 8434 141750 SH SOLE 141750 0 0 MONTEREY BIO ACQUISITION COR *W EXP 10/05/202 61240F116 7500 250000 SH SOLE 250000 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 4460 50000 SH SOLE 50000 0 0 MOTIVE CAPITAL CORP II *W EXP 99/99/999 G6293R114 13075 83333 SH SOLE 83333 0 0 MOTIVE CAPITAL CORP II CL A ORD G6293R106 2608750 250000 SH SOLE 250000 0 0 MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112 5688 87500 SH SOLE 87500 0 0 MULTIPLAN CORPORATION *W EXP 02/13/202 62548M118 56165 624050 SH SOLE 624050 0 0 NABORS ENERGY TRANSITION COR *W EXP 11/17/202 629567116 31050 150000 SH SOLE 150000 0 0 NABORS ENERGY TRANSITION COR CL A COM 629567108 3150000 300000 SH SOLE 300000 0 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 41726870 43000000 PRN SOLE 43000000 0 0 NEAR INTELLIGENCE INC *W EXP 03/22/202 639494111 2640 25000 SH SOLE 25000 0 0 NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 5564772 7500000 PRN SOLE 7500000 0 0 NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 24565230 26216000 PRN SOLE 26216000 0 0 NERDY INC *W EXP 08/16/202 64081V117 17550 27000 SH SOLE 27000 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 26458771 19405000 PRN SOLE 19405000 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 108798488 109062000 PRN SOLE 109062000 0 0 NEWCOURT ACQUISITION CORP *W EXP 01/22/202 G6448C129 4995 150000 SH SOLE 150000 0 0 NEXTERA ENERGY PARTNERS LP NOTE 6/1 65341BAE6 15846391 17000000 SH SOLE 17000000 0 0 NEXTERS INC *W EXP 08/26/202 G6529J118 46187 124999 SH SOLE 124999 0 0 NIOCORP DEVS LTD *W EXP 03/17/202 654484153 23333 33333 SH SOLE 33333 0 0 NOGIN INC *W EXP 08/26/202 65528N113 11331 403228 SH SOLE 403228 0 0 NORTHERN REVIVAL ACQUISITION *W EXP 01/31/202 G6546R119 5367 66666 SH SOLE 66666 0 0 NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119 600 16666 SH SOLE 16666 0 0 NORTHERN STAR INVEST CORP IV COM CL A 66575B101 1007000 100000 SH SOLE 100000 0 0 NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 500 20000 SH SOLE 20000 0 0 NOVA LTD NOTE 10/1 66980MAB2 10204376 7000000 PRN SOLE 7000000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 10547943 10150000 SH SOLE 10150000 0 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 25145681 30000000 PRN SOLE 30000000 0 0 NUVASIVE INC NOTE 1.000% 6/0 670704AL9 129415947 130039000 PRN SOLE 130039000 0 0 NWTN INC *W EXP 12/31/202 G6693P114 41080 199998 SH SOLE 199998 0 0 OAK WOODS ACQUISITION CORP UNIT 03/23/2028 67190B203 765000 75000 SH SOLE 75000 0 0 OCA ACQUISITION CORP *W EXP 01/14/202 670865112 3950 50000 SH SOLE 50000 0 0 OCULIS HOLDING AG *W EXP 03/06/202 H5870P110 14190 33333 SH SOLE 33333 0 0 OFFERPAD SOLUTIONS INC *W EXP 09/01/202 67623L117 2160 54000 SH SOLE 54000 0 0 OKTA INC NOTE 0.375% 6/1 679295AF2 23753310 27561000 PRN SOLE 27561000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 39799583 10000000 PRN SOLE 10000000 0 0 OWLET INC *W EXP 09/14/202 69120X115 3870 100000 SH SOLE 100000 0 0 P3 HEALTH PARTNERS INC *W EXP 11/19/202 744413113 8060 100624 SH SOLE 100624 0 0 PAGAYA TECHNOLOGIES LTD *W EXP 09/01/202 M7S64L107 5467 66667 SH SOLE 66667 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 158128929 78293000 PRN SOLE 78293000 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 264487196 117463000 PRN SOLE 117463000 0 0 PANDORA MEDIA INC NOTE 1.750%12/0 698354AD9 11050420 11000000 PRN SOLE 11000000 0 0 PAPAYA GRWT OPPORTUNITY CORP *W EXP 12/31/202 69882P110 4988 125000 SH SOLE 125000 0 0 PAPAYA GRWT OPPORTUNITY CORP CLASS A COM 69882P102 2600000 250000 SH SOLE 250000 0 0 PEAR THERAPEUTICS INC *W EXP 12/03/202 704723113 637 33333 SH SOLE 33333 0 0 PEARL HOLDINGS ACQUISITN COR *W EXP 12/15/202 G44525114 4500 37500 SH SOLE 37500 0 0 PEARL HOLDINGS ACQUISITN COR CLASS A ORD SHS G44525106 783000 75000 SH SOLE 75000 0 0 PEGASUS DIGITAL MOBILITY ACQ *W EXP 99/99/999 G69768110 60125 462500 SH SOLE 462500 0 0 PEGASUS DIGITAL MOBILITY ACQ CL A ORD SHS G69768102 9657000 925000 SH SOLE 925000 0 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 26183053 29000000 PRN SOLE 29000000 0 0 PERCEPTION CAPITAL CORP II *W EXP 10/25/202 G7007D110 16500 150000 SH SOLE 150000 0 0 PERFECT CORP *W EXP 99/99/999 G7006A117 7565 50000 SH SOLE 50000 0 0 PG&E CORP UNIT 08/16/2023 69331C140 3539750 25000 SH SOLE 25000 0 0 PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113 2005 50000 SH SOLE 50000 0 0 PLUG PWR INC NOTE 3.750% 6/0 72919PAD5 26240196 11030000 PRN SOLE 11030000 0 0 PLUM ACQUISITION CORP I *W EXP 03/15/202 G7134L118 3800 20000 SH SOLE 20000 0 0 PONTEM CORPORATION *W EXP 01/05/202 G71707122 11447 66666 SH SOLE 66666 0 0 POST HOLDINGS PARTNERING COR *W EXP 04/12/202 737465112 4955 33032 SH SOLE 33032 0 0 POST HOLDINGS PARTNERING COR COM SER A 737465104 1002862 99097 SH SOLE 99097 0 0 PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 4000 100000 SH SOLE 100000 0 0 PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110 9167 166666 SH SOLE 166666 0 0 PRIVETERRA ACQUISITION CORP CL A 74275N102 2030000 200000 SH SOLE 200000 0 0 PROCAPS GROUP SA *W EXP 09/29/202 L7756P110 114800 400000 SH SOLE 400000 0 0 PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6 1644148 1500000 PRN SOLE 1500000 0 0 PROJECT ENERGY REIMAGINED AC *W EXP 10/28/202 G72556114 44179 618750 SH SOLE 618750 0 0 PROJECT ENERGY REIMAGINED AC CLASS A ORD G72556106 12634875 1237500 SH SOLE 1237500 0 0 PROOF ACQUISITION CORP I *W EXP 99/99/999 74349W112 15440 200000 SH SOLE 200000 0 0 PROOF ACQUISITION CORP I CL A COM 74349W104 4172000 400000 SH SOLE 400000 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 32872436 34442000 PRN SOLE 34442000 0 0 PROSPECTOR CAPITAL CORP *W EXP 01/11/202 G7273A113 3000 33333 SH SOLE 33333 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 130298179 130223000 PRN SOLE 130223000 0 0 PYROPHYTE ACQUISITION CORP *W EXP 05/03/202 G7308P127 18000 150000 SH SOLE 150000 0 0 PYROPHYTE ACQUISITION CORP CL A ORD SHS G7308P101 3151500 300000 SH SOLE 300000 0 0 Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 16359473 19699000 PRN SOLE 19699000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 6689670 8229000 PRN SOLE 8229000 0 0 QUADRO ACQUISITION ONE CORP *W EXP 06/30/202 G52807115 749 36530 SH SOLE 36530 0 0 RAPID7 INC NOTE 0.250% 3/1 753422AF1 48944089 56342000 PRN SOLE 56342000 0 0 RAPID7 INC NOTE 2.250% 5/0 753422AD6 53219385 51437000 PRN SOLE 51437000 0 0 RCF ACQUISITION CORP *W EXP 99/99/999 G7330C110 9510 100000 SH SOLE 100000 0 0 RCF ACQUISITION CORP CL A COM G7330C102 2086000 200000 SH SOLE 200000 0 0 RENEW ENERGY GLOBAL PLC *W EXP 08/21/202 G7500M120 100263 116666 SH SOLE 116666 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 19612439 12738000 PRN SOLE 12738000 0 0 RESERVOIR MEDIA INC *W EXP 08/26/202 76119X113 40250 25000 SH SOLE 25000 0 0 REVELSTONE CAPITAL ACQSTN CO *W EXP 09/15/202 76137R114 93690 675000 SH SOLE 675000 0 0 REVELSTONE CAPITAL ACQSTN CO CLASS A COM 76137R106 13851000 1350000 SH SOLE 1350000 0 0 RICE ACQUISITION CORP II *W EXP 99/99/999 G75529126 36620 25000 SH SOLE 25000 0 0 RICE ACQUISITION CORP II SHS CL A G75529100 1023500 100000 SH SOLE 100000 0 0 RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114 29700 225000 SH SOLE 225000 0 0 RIGEL RESOURCE ACQ CORP CL A ORD SHS G7573M106 4707000 450000 SH SOLE 450000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 47280629 53500000 PRN SOLE 53500000 0 0 RINGCENTRAL INC NOTE 3/1 76680RAH0 38187501 47000000 PRN SOLE 47000000 0 0 RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 8700 59999 SH SOLE 59999 0 0 ROIVANT SCIENCES LTD *W EXP 09/30/202 G76279119 291960 200000 SH SOLE 200000 0 0 ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123 3190 50000 SH SOLE 50000 0 0 ROSECLIFF ACQUISITION CORP I *W EXP 02/11/202 77732R111 6007 66666 SH SOLE 66666 0 0 ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 17466 66666 SH SOLE 66666 0 0 RUBICON TECHNOLOGIES INC *W EXP 04/01/202 78112J117 11975 250001 SH SOLE 250001 0 0 SARCOS TECHN AND ROBOTICS CO *W EXP 09/24/202 80359A114 2737 24900 SH SOLE 24900 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 11571045 5948000 SH SOLE 5948000 0 0 SATELLOGIC INC *W EXP 01/25/202 G7823S119 20191 91779 SH SOLE 91779 0 0 SCHULTZE SPL PURP ACQ CORP I *W EXP 04/13/202 808212112 29700 371250 SH SOLE 371250 0 0 SCHULTZE SPL PURP ACQ CORP I CLASS A COM 808212104 7640325 742500 SH SOLE 742500 0 0 SCULPTOR ACQUISITION CORP I *W EXP 99/99/999 G7T983111 12500 125000 SH SOLE 125000 0 0 SCULPTOR ACQUISITION CORP I CL A COM G7T983103 2610000 250000 SH SOLE 250000 0 0 SEASTAR MEDICAL HOLDING CORP *W EXP 10/28/202 81256L112 3392 40000 SH SOLE 40000 0 0 SELINA HOSPITALITY PLC *W EXP 10/27/202 G8059B119 12539 125393 SH SOLE 125393 0 0 SEMANTIX INC *W EXP 08/03/202 G6332A114 3003 25000 SH SOLE 25000 0 0 SEMPER PARATUS ACQUISITION C *W EXP 11/04/202 G8028L131 10000 125000 SH SOLE 125000 0 0 SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116 9775 250000 SH SOLE 250000 0 0 SHAPEWAYS HOLDINGS INC *W EXP 09/29/202 81947T110 5233 237885 SH SOLE 237885 0 0 SHARECARE INC *W EXP 07/01/202 81948W112 11340 80999 SH SOLE 80999 0 0 SHOULDERUP TECHNOLOGY ACQUIS *W EXP 11/17/202 82537G112 3083 112500 SH SOLE 112500 0 0 SHOULDERUP TECHNOLOGY ACQUIS CL A COM 82537G104 2340000 225000 SH SOLE 225000 0 0 SIGNA SPORTS UNITED NV *W EXP 12/14/202 N80029114 32107 233333 SH SOLE 233333 0 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 218809134 145000000 PRN SOLE 145000000 0 0 SIZZLE ACQUISITION CORP *W EXP 11/02/202 83014E117 34000 100000 SH SOLE 100000 0 0 SKY HARBOUR GROUP CORPORATIO *W EXP 10/21/202 83085C115 60713 125000 SH SOLE 125000 0 0 SLAM CORP *W EXP 02/23/202 G8210L121 14375 62500 SH SOLE 62500 0 0 SNAP INC NOTE 5/0 83304AAF3 31052878 42129000 PRN SOLE 42129000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 23490999 25500000 PRN SOLE 25500000 0 0 SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 766500 75000 SH SOLE 75000 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 766500 75000 SH SOLE 75000 0 0 SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 5350 50000 SH SOLE 50000 0 0 SOUTHPORT ACQUISITION CORP *W EXP 99/99/999 84465L113 6915 150000 SH SOLE 150000 0 0 SOUTHPORT ACQUISITION CORP CL A COM 84465L105 3120000 300000 SH SOLE 300000 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 2066919 2500000 PRN SOLE 2500000 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 51251679 52500000 PRN SOLE 52500000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 3905738 4010000 PRN SOLE 4010000 0 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 35024520 41700000 PRN SOLE 41700000 0 0 SPRINGBIG HOLDINGS INC *W EXP 06/14/202 85021Q116 1535 50000 SH SOLE 50000 0 0 ST ENERGY TRANSITION I LTD *W EXP 12/02/202 G8465L115 4250 25000 SH SOLE 25000 0 0 ST ENERGY TRANSITION I LTD CL A ORD SHS G8465L107 519000 50000 SH SOLE 50000 0 0 STRIDE INC NOTE 1.125% 9/0 86333MAA6 4986959 5000000 PRN SOLE 5000000 0 0 SUNLIGHT FINANCIAL HOLDINGS *W EXP 07/09/202 86738J114 4843 141200 SH SOLE 141200 0 0 SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 97297084 96994000 PRN SOLE 96994000 0 0 SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 3683 37500 SH SOLE 37500 0 0 SWVL HOLDINGS CORP *W EXP 03/31/202 G86302117 2080 100000 SH SOLE 100000 0 0 SYSTEM1 INC *W EXP 99/99/999 87200P117 23085 60750 SH SOLE 60750 0 0 TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 1011000 100000 SH SOLE 100000 0 0 TALON 1 ACQUISITION CORP *W EXP 07/30/202 G86656116 7909 112500 SH SOLE 112500 0 0 TANDEM DIABETES CARE INC NOTE 1.500% 5/0 875372AA2 20171243 21874000 PRN SOLE 21874000 0 0 TARGET GLOBAL ACQUISI I CORP *W EXP 12/08/202 G8675N125 5467 41666 SH SOLE 41666 0 0 TARGET GLOBAL ACQUISI I CORP CLASS A ORD SHS G8675N109 1303750 125000 SH SOLE 125000 0 0 TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 22500 150000 SH SOLE 150000 0 0 TCV ACQUISITION CORP CL A SHS G8704C124 256000 25000 SH SOLE 25000 0 0 TECHTARGET INC NOTE 12/1 87874RAD2 9823739 12500000 PRN SOLE 12500000 0 0 TECHTARGET INC NOTE 0.125%12/1 87874RAB6 5495410 6238000 PRN SOLE 6238000 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 15557593 20000000 PRN SOLE 20000000 0 0 TEMPO AUTOMATION HOLDINGS IN *W EXP 09/30/202 88024M116 13243 133769 SH SOLE 133769 0 0 TH INTERNATIONAL LIMITED *W EXP 09/28/202 G8656L114 85750 175001 SH SOLE 175001 0 0 THE ONCOLOGY INSTITUTE INC *W EXP 11/15/202 68236X118 1628 25000 SH SOLE 25000 0 0 THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115 3600 20000 SH SOLE 20000 0 0 THUNDER BRDG CAP PRTNRS IV I CLASS A COM 88605L107 1012000 100000 SH SOLE 100000 0 0 THUNDER BRIDGE CAP PRTNRS II *W EXP 02/01/202 88605T118 7206 60000 SH SOLE 60000 0 0 TKB CRITICAL TECHNOLOGIES 1 *W EXP 10/20/202 G88935120 15000 100000 SH SOLE 100000 0 0 TLGY ACQUISITION CORPORATION *W EXP 11/09/202 G8656T125 4140 50000 SH SOLE 50000 0 0 TMC THE METALS COMPANY INC *W EXP 09/09/202 87261Y114 8033 67500 SH SOLE 67500 0 0 TMT ACQUISITION CORP UNIT 03/27/2028 G89229101 510000 50000 SH SOLE 50000 0 0 TORTOISEECOFIN ACQUISITION C *W EXP 07/22/202 G8956E117 3754 37500 SH SOLE 37500 0 0 TORTOISEECOFIN ACQUISITION C SHS CL A G8956E109 1533000 150000 SH SOLE 150000 0 0 TRINE II ACQUISITION CORP *W EXP 99/99/999 G9059F118 2500 50000 SH SOLE 50000 0 0 TRINE II ACQUISITION CORP CL A ORD SHS G9059F100 1046000 100000 SH SOLE 100000 0 0 TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 1657 33333 SH SOLE 33333 0 0 TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120 4673 66666 SH SOLE 66666 0 0 TWIN RIDGE CAPITAL ACQUIS CO SHS CL A G9151L104 1024000 100000 SH SOLE 100000 0 0 TWO COM CL A G9152V101 1025000 100000 SH SOLE 100000 0 0 UNDER ARMOUR INC NOTE 1.500% 6/0 904311AC1 10264837 9528000 PRN SOLE 9528000 0 0 UNITED HOMES GROUP INC *W EXP 01/28/202 91060H116 21270 75000 SH SOLE 75000 0 0 UNITY SOFTWARE INC NOTE 11/1 91332UAB7 40987188 52750000 PRN SOLE 52750000 0 0 UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3 5877033 10000000 PRN SOLE 10000000 0 0 UTA ACQUISITION CORPORATION *W EXP 10/30/202 G9473A117 13508 75000 SH SOLE 75000 0 0 UTA ACQUISITION CORPORATION CLASS A ORD SHS G9473A109 1561500 150000 SH SOLE 150000 0 0 UWM HOLDINGS CORPORATION *W EXP 01/21/202 91823B117 4165 20560 SH SOLE 20560 0 0 VAHANNA TECH EDGE ACQSTN I C *W EXP 11/30/202 G9320Z117 2550 50000 SH SOLE 50000 0 0 VAHANNA TECH EDGE ACQSTN I C CLASS A ORD G9320Z109 1045000 100000 SH SOLE 100000 0 0 VALENS SEMICONDUCTOR LTD *W EXP 09/30/202 M9607U107 12000 75000 SH SOLE 75000 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 48453363 43488000 PRN SOLE 43488000 0 0 VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 10999493 10000000 PRN SOLE 10000000 0 0 VEECO INSTRS INC DEL NOTE 3.500% 1/1 922417AG5 36414308 33000000 PRN SOLE 33000000 0 0 VEECO INSTRS INC DEL NOTE 3.750% 6/0 922417AF7 18458147 11000000 PRN SOLE 11000000 0 0 VERADIGM INC NOTE 0.875% 1/0 01988PAF5 21366039 18846000 PRN SOLE 18846000 0 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 20221206 22668000 PRN SOLE 22668000 0 0 VERITONE INC NOTE 1.750%11/1 92347MAB6 2091819 3000000 PRN SOLE 3000000 0 0 VERTICAL AEROSPACE LTD *W EXP 09/15/202 G9471C115 17500 100000 SH SOLE 100000 0 0 VICARIOUS SURGICAL INC *W EXP 09/17/202 92561V117 99350 250000 SH SOLE 250000 0 0 VIEW INC *W EXP 03/08/202 92671V114 5820 149999 SH SOLE 149999 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 16650565 16600000 PRN SOLE 16600000 0 0 VMG CONSUMER ACQUISITION COR *W EXP 11/03/202 91842V110 2806 62500 SH SOLE 62500 0 0 VMG CONSUMER ACQUISITION COR CLASS A COM 91842V102 1291250 125000 SH SOLE 125000 0 0 VROOM INC NOTE 0.750% 7/0 92918VAB5 3014063 7500000 PRN SOLE 7500000 0 0 WAG GROUP CO *W EXP 07/30/202 93042P117 120879 990001 SH SOLE 990001 0 0 WEJO GROUP LIMITED *W EXP 11/18/202 G9525W117 8820 175000 SH SOLE 175000 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 48375002 50000000 PRN SOLE 50000000 0 0 WHEELS UP EXPERIENCE INC *W EXP 07/13/202 96328L114 4660 100000 SH SOLE 100000 0 0 WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 4100 50000 SH SOLE 50000 0 0 WIX COM LTD NOTE 7/0 92940WAB5 13868803 14080000 PRN SOLE 14080000 0 0 WIX COM LTD NOTE 8/1 92940WAD1 40903055 47015000 PRN SOLE 47015000 0 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 33558109 23750000 PRN SOLE 23750000 0 0 WORLDWIDE WEBB ACQUISITION C *W EXP 10/20/202 G97775111 82500 750000 SH SOLE 750000 0 0 WORLDWIDE WEBB ACQUISITION C CLASS A ORD SHS G97775103 15525000 1500000 SH SOLE 1500000 0 0 XPAC ACQUISITION CORP *W EXP 99/99/999 G9831X122 3047 33333 SH SOLE 33333 0 0 XPAC ACQUISITION CORP CLASS A ORD G9831X106 1020000 100000 SH SOLE 100000 0 0 ZEROFOX HLDGS INC *W EXP 08/03/202 98955G111 6030 75000 SH SOLE 75000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 37065058 35000000 PRN SOLE 35000000 0 0