Chief Compliance Officer

0001493152-23-028485.txt : 20230814 0001493152-23-028485.hdr.sgml : 20230814 20230814161712 ACCESSION NUMBER: 0001493152-23-028485 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230814 DATE AS OF CHANGE: 20230814 EFFECTIVENESS DATE: 20230814 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: 231170479 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 06-30-2023 06-30-2023 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 08-14-2023 0 421 4780473434 INFORMATION TABLE 2 infotable.xml 10X CAPITAL VENTURE ACQ III *W EXP 06/30/202 G87077114 5000 125000 SH SOLE 125000 0 0 26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 4950 75000 SH SOLE 75000 0 0 3D SYS CORP DEL NOTE 11/1 88554DAD8 9483298 12500000 PRN SOLE 12500000 0 0 7GC & CO HOLDINGS INC *W EXP 12/28/202 81786A115 4500 50000 SH SOLE 50000 0 0 8X8 INC NEW NOTE 4.000% 2/0 282914AE0 13278110 15000000 PRN SOLE 15000000 0 0 ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1 34637170 34804000 PRN SOLE 34804000 0 0 ACHARI VENTURES HLDGS CORP I *W EXP 01/01/202 00444X119 8000 200000 SH SOLE 200000 0 0 ACROPOLIS INFRASTRUCTURE ACQ *W EXP 03/30/202 005029111 2900 33333 SH SOLE 33333 0 0 ACROPOLIS INFRASTRUCTURE ACQ CL A 005029103 761250 75000 SH SOLE 75000 0 0 ACTIVISION BLIZZARD INC COM 00507V109 1386482 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 8250 12500 SH SOLE 12500 0 0 ADTHEORENT HOLDING COMPANY *W EXP 12/26/202 00739D117 3793 33333 SH SOLE 33333 0 0 AEYE INC *W EXP 09/30/202 008183113 698 74249 SH SOLE 74249 0 0 AIRBNB INC NOTE 3/1 009066AB7 25798498 29500000 PRN SOLE 29500000 0 0 ALLEGO N V *W EXP 03/16/202 N0796A118 16520 56965 SH SOLE 56965 0 0 ALPHA TAU MEDICAL LTD *W EXP 03/07/202 M0740A116 59265 150000 SH SOLE 150000 0 0 ALSP ORCHID ACQUISITION CORP *W EXP 11/30/202 G0231L123 703 25000 SH SOLE 25000 0 0 ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 72778982 44500000 PRN SOLE 44500000 0 0 ALTC ACQUISITION CORP COM CL A 02156V109 1470547 140992 SH SOLE 140992 0 0 ALTERYX INC NOTE 1.000% 8/0 02156BAF0 11895929 14000000 PRN SOLE 14000000 0 0 ALTERYX INC NOTE 0.500% 8/0 02156BAD5 84888867 89811000 PRN SOLE 89811000 0 0 ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 2750 50000 SH SOLE 50000 0 0 AMBIPAR EMERGENCY RESPONSE *W EXP 99/99/999 G02532110 75015 150000 SH SOLE 150000 0 0 ANDRETTI ACQUISITION CORP *W EXP 99/99/999 G26735129 7510 100000 SH SOLE 100000 0 0 ANDRETTI ACQUISITION CORP CL A ORD SHS G26735103 2128000 200000 SH SOLE 200000 0 0 ANGHAMI INC *W EXP 02/03/202 G0369L119 9420 200000 SH SOLE 200000 0 0 ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 2495 50000 SH SOLE 50000 0 0 AP ACQUISITION CORP *W EXP 12/07/202 G04058114 1918 35000 SH SOLE 35000 0 0 AP ACQUISITION CORP CL A ORD SHS G04058106 753200 70000 SH SOLE 70000 0 0 APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 4904 39999 SH SOLE 39999 0 0 APPRECIATE HOLDINGS INC *W EXP 11/29/202 03832J114 2500 83333 SH SOLE 83333 0 0 APX ACQUISITION CORP I *W EXP 11/30/202 G0440J125 5235 75000 SH SOLE 75000 0 0 ARES ACQUISITION CORP II SHS CLASS A G33033104 1015500 100000 SH SOLE 100000 0 0 ARES ACQUISITION CORP II *W EXP 99/99/999 G33033120 13200 50000 SH SOLE 50000 0 0 ARES ACQUISITION CORPORATION *W EXP 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250000 SH SOLE 250000 0 0 CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 4107 66666 SH SOLE 66666 0 0 CONX CORP *W EXP 10/30/202 212873111 27000 135000 SH SOLE 135000 0 0 COPA HOLDINGS SA NOTE 4.500% 4/1 21720AAB8 96728145 43500000 PRN SOLE 43500000 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 8440 66666 SH SOLE 66666 0 0 CRESCERA CAP ACQUISITION COR *W EXP 11/18/202 G26507114 4850 100000 SH SOLE 100000 0 0 CXAPP INC *W EXP 03/14/202 23248B117 81000 150000 SH SOLE 150000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 36083871 29000000 PRN SOLE 29000000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 399300520 128059000 PRN SOLE 128059000 0 0 DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 1731 36666 SH SOLE 36666 0 0 DIGITALOCEAN HLDGS INC NOTE 12/0 25402DAB8 7876084 10000000 PRN SOLE 10000000 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 14534720 27500000 PRN SOLE 27500000 0 0 DISTOKEN ACQUISITION CORP ORDINARY SHARES G27740110 1032000 100000 SH SOLE 100000 0 0 DISTOKEN ACQUISITION CORP *W EXP 11/30/202 G27740102 2950 100000 SH SOLE 100000 0 0 DISTOKEN ACQUISITION CORP RIGHT 99/99/9999 G27740136 20650 100000 SH SOLE 100000 0 0 DOCUSIGN INC NOTE 1/1 256163AD8 45106938 46562000 PRN SOLE 46562000 0 0 DOMA HOLDINGS INC *W EXP 07/28/202 25703A112 560 33333 SH SOLE 33333 0 0 DP CAP ACQUISITION CORP I *W EXP 11/08/202 G2R05B126 1023 25000 SH SOLE 25000 0 0 DROPBOX INC NOTE 3/0 26210CAC8 15075771 15900000 PRN SOLE 15900000 0 0 DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 2644 62500 SH SOLE 62500 0 0 D-WAVE QUANTUM INC *W EXP 08/05/202 26740W117 20628 108000 SH SOLE 108000 0 0 EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 17125 62500 SH SOLE 62500 0 0 ECARX HOLDINGS INC *W EXP 12/20/202 G29201111 5565 75000 SH SOLE 75000 0 0 EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 8125 250000 SH SOLE 250000 0 0 EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 2248 77236 SH SOLE 77236 0 0 EFFECTOR THERAPEUTICS INC *W EXP 12/31/202 28202V116 5783 33333 SH SOLE 33333 0 0 ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103 2590000 250000 SH SOLE 250000 0 0 EMBARK TECHNOLOGY INC *W EXP 11/10/202 29079J111 275 16248 SH SOLE 16248 0 0 ENTERPRISE 4.0 TEC ACQSTN CO *W EXP 10/21/202 G3137C114 8250 150000 SH SOLE 150000 0 0 ENVESTNET INC NOTE 0.750% 8/1 29404KAE6 25996118 28170000 PRN SOLE 28170000 0 0 ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 101221837 60261000 PRN SOLE 60261000 0 0 ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111 18400 250000 SH SOLE 250000 0 0 ESPERION THERAPEUTICS INC NE NOTE 4.000%11/1 29664WAB1 10100000 20000000 PRN SOLE 20000000 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 5931773 5000000 PRN SOLE 5000000 0 0 EVE MOBILITY ACQUISITION COR *W EXP 12/31/202 G3218G117 2918 75000 SH SOLE 75000 0 0 EVENTBRITE INC NOTE 0.750% 9/1 29975EAD1 2102037 2500000 PRN SOLE 2500000 0 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 27881070 30140000 PRN SOLE 30140000 0 0 EVERBRIDGE INC NOTE 3/1 29978AAE4 58573883 69990000 PRN SOLE 69990000 0 0 EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110 17025 150000 SH SOLE 150000 0 0 EVEREST CONSOLIDATOR ACQ COR CL A COM 29978K102 3195000 300000 SH SOLE 300000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 67172290 58500000 PRN SOLE 58500000 0 0 EVOLV TECHNOLOGIES HLDNGS IN *W EXP 03/10/202 30049H110 68500 50000 SH SOLE 50000 0 0 EXCELFIN ACQUISITION CORP COM CL A 30069X102 3120000 300000 SH SOLE 300000 0 0 EXCELFIN ACQUISITION CORP *W EXP 10/25/202 30069X110 11400 150000 SH SOLE 150000 0 0 EXPEDIA GROUP INC NOTE 2/1 30212PBE4 5006488 5700000 PRN SOLE 5700000 0 0 FAST ACQUISITION CORP II *W EXP 03/16/202 311874119 17473 25000 SH SOLE 25000 0 0 FATHOM DIGITAL MFG CORP *W EXP 12/23/202 31189Y111 130 10000 SH SOLE 10000 0 0 FINANCE OF AMERICA COMPAN *W EXP 04/08/202 31738L115 49890 300000 SH SOLE 300000 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 47139140 48654000 PRN SOLE 48654000 0 0 FIVERR INTL LTD NOTE 11/0 33835LAA3 23279215 27500000 PRN SOLE 27500000 0 0 FLAME ACQUISITION CORP *W EXP 02/26/202 33850F116 15620 50000 SH SOLE 50000 0 0 FOCUS IMPACT ACQUISITION COR *W EXP 10/28/202 34417L117 9263 125000 SH SOLE 125000 0 0 FORBION EUROPEAN ACQUSTN COR *W EXP 12/10/202 G3619H110 50166 116666 SH SOLE 116666 0 0 FORBION EUROPEAN ACQUSTN COR CLASS A ORD SHS G3619H102 3755500 350000 SH SOLE 350000 0 0 FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111 6000 40000 SH SOLE 40000 0 0 FORUM MERGER IV CORP *W EXP 03/15/202 349875112 25 50000 SH SOLE 50000 0 0 FORUM MERGER IV CORP CLASS A COM 349875104 1028000 100000 SH SOLE 100000 0 0 FOUR LEAF ACQUISITION CORP *W EXP 03/15/202 35088F115 7362 60000 SH SOLE 60000 0 0 FOUR LEAF ACQUISITION CORP COM CL A 35088F107 619200 60000 SH SOLE 60000 0 0 FREEDOM ACQUISITION I CORP *W EXP 03/02/202 G3663X128 10110 24072 SH SOLE 24072 0 0 FREEDOM ACQUISITION I CORP SHS CL A G3663X110 1020653 96288 SH SOLE 96288 0 0 FTAC ZEUS ACQUISITION COR CLASS A COM 30320F106 5212500 500000 SH SOLE 500000 0 0 FTAC ZEUS ACQUISITION 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100000 SH SOLE 100000 0 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 1581000 150000 SH SOLE 150000 0 0 HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 1028 75000 SH SOLE 75000 0 0 HUBSPOT INC NOTE 0.375% 6/0 443573AD2 47825699 25000000 PRN SOLE 25000000 0 0 HYZON MOTORS INC *W EXP 10/02/202 44951Y110 3293 80127 SH SOLE 80127 0 0 I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 16369682 17718000 PRN SOLE 17718000 0 0 ICONIC SPORTS ACQUISITION CO *W EXP 10/12/202 G4712C115 19725 250000 SH SOLE 250000 0 0 INDUSTRIAL TECH ACQSTNS II I *W EXP 03/31/202 45635R116 3000 50000 SH SOLE 50000 0 0 INFINERA CORP DEBT 3.750% 8/0 45667GAF0 54770961 54000000 SH SOLE 54000000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 8459457 9000000 PRN SOLE 9000000 0 0 INFINITE ACQUISITION CORP CL A ORD SHS G48028107 1321250 125000 SH SOLE 125000 0 0 INFINITE ACQUISITION CORP *W EXP 11/23/202 G48028123 8313 62500 SH SOLE 62500 0 0 INFINT ACQUISITION CORP CL A ORD SHS G47862100 2091320 194000 SH SOLE 194000 0 0 INFINT ACQUISITION CORP *W EXP 99/99/999 G47862126 4690 100000 SH SOLE 100000 0 0 INNOVATIVE INTL ACQUSITIN CO *W EXP 07/01/202 G4809M125 12500 200000 SH SOLE 200000 0 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 169896905 78988000 PRN SOLE 78988000 0 0 INSPIRATO INCORPORATED *W EXP 02/11/202 45791E115 2104 37500 SH SOLE 37500 0 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 236168419 171500000 PRN SOLE 171500000 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 5048337 5500000 PRN SOLE 5500000 0 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 11229395 9206000 PRN SOLE 9206000 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 12617234 13353000 PRN SOLE 13353000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 37148608 37010000 PRN SOLE 37010000 0 0 ISRAEL ACQUISITIONS CORP *W EXP 99/99/999 G49667119 4865 35000 SH SOLE 35000 0 0 ISRAEL ACQUISITIONS CORP CLASS A ORD G49667101 364532 35000 SH SOLE 35000 0 0 JAMF HLDG CORP NOTE 0.125% 9/0 47074LAB1 29201693 34000000 PRN SOLE 34000000 0 0 JASPER THERAPEUTICS INC *W EXP 09/24/202 471871111 35050 250000 SH SOLE 250000 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 2034 40680 SH SOLE 40680 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 43614222 45425000 PRN SOLE 45425000 0 0 JUNIPER II CORP *W EXP 99/99/999 48203N111 3888 125000 SH SOLE 125000 0 0 KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103 2376000 225000 SH SOLE 225000 0 0 KENSINGTON CAPITAL ACQUISITI *W EXP 99/99/999 G5251K129 13433 168750 SH SOLE 168750 0 0 KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 7288 62500 SH SOLE 62500 0 0 KLDISCOVERY INC *W EXP 19/12/202 498455112 1878 1444593 SH SOLE 1444593 0 0 KORE GROUP HLDGS INC *W EXP 09/30/202 50066V115 6000 50000 SH SOLE 50000 0 0 L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125 1046000 100000 SH SOLE 100000 0 0 L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 16333 33333 SH SOLE 33333 0 0 LAMF GLOBAL VENTURES CORP I *W EXP 11/05/202 G5338L124 13500 150000 SH SOLE 150000 0 0 LANVIN GROUP HOLDINGS LIMITE *W EXP 01/14/202 G5380J118 6800 20000 SH SOLE 20000 0 0 LANZATECH GLOBAL INC *W EXP 01/01/202 51655R119 96490 235341 SH SOLE 235341 0 0 LCI INDS NOTE 1.125% 5/1 501812AB7 12099612 12500000 PRN SOLE 12500000 0 0 LEAFLY HOLDINGS INC *W EXP 02/04/202 52178J113 8712 286595 SH SOLE 286595 0 0 LEMONADE INC *W EXP 02/09/202 52567D115 1000 50242 SH SOLE 50242 0 0 LF CAPITAL ACQUISITION CORP *W EXP 02/19/202 50202D110 5500 100000 SH SOLE 100000 0 0 LF CAPITAL ACQUISITION CORP CLASS A COM 50202D102 2136000 200000 SH SOLE 200000 0 0 LIBERTY RES ACQUISITION CORP *W EXP 10/31/202 53118A113 7785 150000 SH SOLE 150000 0 0 LIBERTY RES ACQUISITION CORP CLASS A COM 53118A105 1626000 150000 SH SOLE 150000 0 0 LILIUM N V *W EXP 09/14/202 N52586117 11130 41999 SH SOLE 41999 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 10707747 10000000 PRN SOLE 10000000 0 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 13761456 4267000 PRN SOLE 4267000 0 0 LIVEPERSON INC NOTE 12/1 538146AD3 20887886 32016000 PRN SOLE 32016000 0 0 LIVEWIRE GROUP INC *W EXP 09/26/202 53838J113 98904 160820 SH SOLE 160820 0 0 LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1 26098718 28815000 PRN SOLE 28815000 0 0 LOCAL BOUNTI CORP *W EXP 99/99/999 53960E114 1895 22298 SH SOLE 22298 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 35502779 40000000 PRN SOLE 40000000 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 31048677 29065000 PRN SOLE 29065000 0 0 M3 BRIGADE ACQUISITION III *W EXP 07/31/202 55407R111 146667 333333 SH SOLE 333333 0 0 M3 BRIGADE ACQUISITION III CL A COM 55407R103 10450000 1000000 SH SOLE 1000000 0 0 MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6 16807608 16500000 PRN SOLE 16500000 0 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 31896214 30000000 PRN SOLE 30000000 0 0 MARKFORGED HOLDING CORPORATI *W EXP 07/14/202 57064N110 2916 28034 SH SOLE 28034 0 0 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 114781564 41800000 PRN SOLE 41800000 0 0 MERCATO PARTNERS ACQUISITION *W EXP 99/99/999 58759A116 15250 250000 SH SOLE 250000 0 0 MONEYLION INC *W EXP 09/22/202 60938K114 5358 141750 SH SOLE 141750 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 149526286 75000000 PRN SOLE 75000000 0 0 MONTEREY INNOVATION ACQUI CO *W EXP 09/30/202 61240F116 6625 250000 SH SOLE 250000 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 4300 50000 SH SOLE 50000 0 0 MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112 5775 87500 SH SOLE 87500 0 0 MULTIPLAN CORPORATION *W EXP 02/13/202 62548M118 58473 624050 SH SOLE 624050 0 0 NABORS ENERGY TRANSITION COR CL A COM 629567108 3192000 300000 SH SOLE 300000 0 0 NABORS ENERGY TRANSITION COR *W EXP 11/17/202 629567116 24000 150000 SH SOLE 150000 0 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 47901324 45500000 PRN SOLE 45500000 0 0 NEAR INTELLIGENCE INC *W EXP 03/22/202 639494111 3250 25000 SH SOLE 25000 0 0 NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 25633336 27216000 PRN SOLE 27216000 0 0 NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 5549144 7500000 PRN SOLE 7500000 0 0 NERDY INC *W EXP 08/16/202 64081V117 14796 27000 SH SOLE 27000 0 0 NET POWER INC *W EXP 06/08/202 64107A113 84000 25000 SH SOLE 25000 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 26686477 20905000 PRN SOLE 20905000 0 0 NEWCOURT ACQUISITION CORP *W EXP 01/22/202 G6448C129 1980 150000 SH SOLE 150000 0 0 NEXTERA ENERGY PARTNERS NOTE 6/1 65341BAE6 34312452 36500000 PRN SOLE 36500000 0 0 NIOCORP DEVS LTD *W EXP 03/17/202 654484153 21663 33333 SH SOLE 33333 0 0 NOGIN INC COM NEW 65528N204 264012 201536 SH SOLE 201536 0 0 NORTHERN REVIVAL ACQUISITION *W EXP 01/31/202 G6546R119 3340 66666 SH SOLE 66666 0 0 NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119 955 16666 SH SOLE 16666 0 0 NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 374 20000 SH SOLE 20000 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 12091110 14000000 PRN SOLE 14000000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 10773586 10150000 SH SOLE 10150000 0 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 25622757 30000000 PRN SOLE 30000000 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 9123438 10000000 PRN SOLE 10000000 0 0 NWTN INC *W EXP 12/31/202 G6693P114 57999 199998 SH SOLE 199998 0 0 OAK WOODS ACQUISITION CORP *W EXP 03/23/202 67190B112 2430 75000 SH SOLE 75000 0 0 OAK WOODS ACQUISITION CORP CL A 67190B104 769500 75000 SH SOLE 75000 0 0 OAK WOODS ACQUISITION CORP RIGHT 03/23/2028 67190B120 15750 75000 SH SOLE 75000 0 0 OCA ACQUISITION CORP *W EXP 01/14/202 670865112 2000 50000 SH SOLE 50000 0 0 OCULIS HOLDING AG *W EXP 03/06/202 H5870P110 36666 33333 SH SOLE 33333 0 0 OFFERPAD SOLUTIONS INC *W EXP 09/01/202 67623L117 1091 54000 SH SOLE 54000 0 0 OKTA INC NOTE 0.375% 6/1 679295AF2 23709365 27561000 PRN SOLE 27561000 0 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 27410402 26950000 PRN SOLE 26950000 0 0 P3 HEALTH PARTNERS INC *W EXP 11/19/202 744413113 24150 100624 SH SOLE 100624 0 0 PAGAYA TECHNOLOGIES LTD *W EXP 09/01/202 M7S64L107 17333 66666 SH SOLE 66666 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 2573061 2657000 PRN SOLE 2657000 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 336031709 130509000 PRN SOLE 130509000 0 0 PAPAYA GRWT OPPORTUNITY CORP *W EXP 12/31/202 69882P110 7213 125000 SH SOLE 125000 0 0 PAPAYA GRWT OPPORTUNITY CORP CLASS A COM 69882P102 2650000 250000 SH SOLE 250000 0 0 PAR TECHNOLOGY CORP NOTE 1.500%10/1 698884AE3 3973498 5000000 PRN SOLE 5000000 0 0 PEARL HOLDINGS ACQUISITN COR *W EXP 12/15/202 G44525114 1320 37500 SH SOLE 37500 0 0 PEARL HOLDINGS ACQUISITN COR CLASS A ORD SHS G44525106 791250 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 9851250 925000 SH SOLE 925000 0 0 PERCEPTION CAPITAL CORP II *W EXP 10/25/202 G7007D110 15840 150000 SH SOLE 150000 0 0 PERFECT CORP *W EXP 99/99/999 G7006A117 8250 50000 SH SOLE 50000 0 0 PERFICIENT INC NOTE 0.125%11/1 71375UAF8 2895821 3500000 PRN SOLE 3500000 0 0 PG&E CORP UNIT 08/16/2023 69331C140 3739500 25000 SH SOLE 25000 0 0 PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113 3055 50000 SH SOLE 50000 0 0 PLUM ACQUISITION CORP I *W EXP 03/15/202 G7134L118 600 20000 SH SOLE 20000 0 0 PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 4100 100000 SH SOLE 100000 0 0 PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110 15000 166666 SH SOLE 166666 0 0 PRIVETERRA ACQUISITION CORP CL A 74275N102 1416000 200000 SH SOLE 200000 0 0 PROCAPS GROUP SA *W EXP 09/29/202 L7756P110 75960 400000 SH SOLE 400000 0 0 PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6 21272900 19369000 PRN SOLE 19369000 0 0 PROJECT ENERGY REIMAGINED AC CLASS A ORD G72556106 12820500 1237500 SH SOLE 1237500 0 0 PROJECT ENERGY REIMAGINED AC *W EXP 10/28/202 G72556114 41085 618750 SH SOLE 618750 0 0 PROOF ACQUISITION CORP I CL A COM 74349W104 4228000 400000 SH SOLE 400000 0 0 PROOF ACQUISITION CORP I *W EXP 99/99/999 74349W112 14500 200000 SH SOLE 200000 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 33547922 34972000 PRN SOLE 34972000 0 0 PROSPECTOR CAPITAL CORP *W EXP 01/11/202 G7273A113 4027 33333 SH SOLE 33333 0 0 PYROPHYTE ACQUISITION CORP *W EXP 05/03/202 G7308P127 14820 150000 SH SOLE 150000 0 0 PYROPHYTE ACQUISITION CORP CL A ORD SHS G7308P101 3198000 300000 SH SOLE 300000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 14746633 16865000 PRN SOLE 16865000 0 0 Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 18082471 20699000 PRN SOLE 20699000 0 0 QUADRO ACQUISITION ONE CORP *W EXP 06/30/202 G52807115 2451 36530 SH SOLE 36530 0 0 RAPID7 INC NOTE 2.250% 5/0 753422AD6 52966021 51437000 PRN SOLE 51437000 0 0 RAPID7 INC NOTE 0.250% 3/1 753422AF1 49334610 56342000 PRN SOLE 56342000 0 0 RCF ACQUISITION CORP *W EXP 99/99/999 G7330C110 12000 100000 SH SOLE 100000 0 0 RCF ACQUISITION CORP CL A COM G7330C102 1070000 100000 SH SOLE 100000 0 0 RENEW ENERGY GLOBAL PLC *W EXP 08/21/202 G7500M120 93333 116666 SH SOLE 116666 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 20444760 15510000 PRN SOLE 15510000 0 0 RESERVOIR MEDIA INC *W EXP 08/26/202 76119X113 37250 25000 SH SOLE 25000 0 0 REVELSTONE CAPITAL ACQSTN CO CLASS A COM 76137R106 13959000 1350000 SH SOLE 1350000 0 0 REVELSTONE CAPITAL ACQSTN CO *W EXP 09/15/202 76137R114 45090 675000 SH SOLE 675000 0 0 RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114 23423 225000 SH SOLE 225000 0 0 RIGEL RESOURCE ACQ CORP CL A ORD SHS G7573M106 4824000 450000 SH SOLE 450000 0 0 RINGCENTRAL INC NOTE 3/1 76680RAH0 39104000 47000000 PRN SOLE 47000000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 7858262 8530000 PRN SOLE 8530000 0 0 RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 6606 59999 SH SOLE 59999 0 0 ROIVANT SCIENCES LTD *W EXP 09/30/202 G76279119 496000 200000 SH SOLE 200000 0 0 ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123 1250 50000 SH SOLE 50000 0 0 ROSECLIFF ACQUISITION CORP I *W EXP 02/11/202 77732R111 4000 66666 SH SOLE 66666 0 0 ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 11287 66666 SH SOLE 66666 0 0 RUBICON TECHNOLOGIES INC *W EXP 04/01/202 78112J117 4475 250000 SH SOLE 250000 0 0 SARCOS TECHN AND ROBOTICS CO *W EXP 09/24/202 80359A114 874 24900 SH SOLE 24900 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 8887187 5198000 SH SOLE 5198000 0 0 SATELLOGIC INC *W EXP 01/25/202 G7823S119 12849 91779 SH SOLE 91779 0 0 SCHULTZE SPL PURP ACQ CORP I CLASS A COM 808212104 5235000 500000 SH SOLE 500000 0 0 SCHULTZE SPL PURP ACQ CORP I *W EXP 04/13/202 808212112 15221 371250 SH SOLE 371250 0 0 SEASTAR MEDICAL HOLDING CORP *W EXP 10/28/202 81256L112 1460 40000 SH SOLE 40000 0 0 SELINA HOSPITALITY PLC *W EXP 10/27/202 G8059B119 5354 125393 SH SOLE 125393 0 0 SEMANTIX INC *W EXP 08/03/202 G6332A114 1995 25000 SH SOLE 25000 0 0 SEMPER PARATUS ACQUISITION C *W EXP 11/04/202 G8028L131 5163 125000 SH SOLE 125000 0 0 SHAPEWAYS HOLDINGS INC *W EXP 09/29/202 81947T110 2403 237885 SH SOLE 237885 0 0 SHARECARE INC *W EXP 07/01/202 81948W112 15366 80999 SH SOLE 80999 0 0 SHOULDERUP TECHNOLOGY ACQUIS CL A COM 82537G104 1249200 120000 SH SOLE 120000 0 0 SHOULDERUP TECHNOLOGY ACQUIS *W EXP 11/17/202 82537G112 3038 112500 SH SOLE 112500 0 0 SIGNA SPORTS UNITED NV *W EXP 12/14/202 N80029114 13767 233333 SH SOLE 233333 0 0 SIZZLE ACQUISITION CORP *W EXP 11/02/202 83014E117 15000 100000 SH SOLE 100000 0 0 SKY HARBOUR GROUP CORPORATIO *W EXP 10/21/202 83085C115 38738 125000 SH SOLE 125000 0 0 SLAM CORP *W EXP 02/23/202 G8210L121 11875 62500 SH SOLE 62500 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 30555045 33000000 PRN SOLE 33000000 0 0 SNAP INC NOTE 5/0 83304AAF3 33488918 45000000 PRN SOLE 45000000 0 0 SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 776250 75000 SH SOLE 75000 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 776250 75000 SH SOLE 75000 0 0 SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 9500 50000 SH SOLE 50000 0 0 SOUTHPORT ACQUISITION CORP *W EXP 99/99/999 84465L113 6000 150000 SH SOLE 150000 0 0 SOUTHPORT ACQUISITION CORP CL A COM 84465L105 3156000 300000 SH SOLE 300000 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 2037131 2500000 PRN SOLE 2500000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 4030191 4010000 PRN SOLE 4010000 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 87203488 88088000 PRN SOLE 88088000 0 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 39339121 46200000 PRN SOLE 46200000 0 0 SPRINGBIG HOLDINGS INC *W EXP 06/14/202 85021Q116 1335 50000 SH SOLE 50000 0 0 SUNLIGHT FINANCIAL HOLDINGS *W EXP 07/09/202 86738J114 2386 141200 SH SOLE 141200 0 0 SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 1125 37500 SH SOLE 37500 0 0 SWVL HOLDINGS CORP *W EXP 03/31/202 G86302117 1570 100000 SH SOLE 100000 0 0 SYSTEM1 INC *W EXP 99/99/999 87200P117 30375 60750 SH SOLE 60750 0 0 TARGET GLOBAL ACQUISI I CORP *W EXP 12/08/202 G8675N125 3333 41666 SH SOLE 41666 0 0 TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 3015 150000 SH SOLE 150000 0 0 TECHTARGET INC NOTE 0.125%12/1 87874RAB6 5433102 6238000 PRN SOLE 6238000 0 0 TECHTARGET INC NOTE 12/1 87874RAD2 9899976 12500000 PRN SOLE 12500000 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 17568106 22000000 PRN SOLE 22000000 0 0 TEMPO AUTOMATION HOLDINGS IN *W EXP 09/30/202 88024M116 3866 133769 SH SOLE 133769 0 0 TH INTERNATIONAL LIMITED ORDINARY SHARES G8656L106 120540 42000 SH SOLE 42000 0 0 THE ONCOLOGY INSTITUTE INC *W EXP 11/15/202 68236X118 698 25000 SH SOLE 25000 0 0 THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115 3712 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 2810 100000 SH SOLE 100000 0 0 TLGY ACQUISITION CORPORATION *W EXP 11/09/202 G8656T125 7500 50000 SH SOLE 50000 0 0 TMC THE METALS COMPANY INC *W EXP 09/09/202 87261Y114 13223 67500 SH SOLE 67500 0 0 TMT ACQUISITION CORP RIGHT 03/27/2028 G89229135 24245 50000 SH SOLE 50000 0 0 TMT ACQUISITION CORP SHS G89229119 511000 50000 SH SOLE 50000 0 0 TORTOISEECOFIN ACQUISITION C *W EXP 07/22/202 G8956E117 1729 37500 SH SOLE 37500 0 0 TORTOISEECOFIN ACQUISITION C SHS CL A G8956E109 1556985 150000 SH SOLE 150000 0 0 TRIPADVISOR INC NOTE 0.250% 4/0 896945AD4 2112008 2500000 PRN SOLE 2500000 0 0 TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 2100 33333 SH SOLE 33333 0 0 TWIN RIDGE CAPITAL ACQUIS CO SHS CL A G9151L104 1070000 100000 SH SOLE 100000 0 0 TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120 3647 66666 SH SOLE 66666 0 0 UNDER ARMOUR INC NOTE 1.500% 6/0 904311AC1 9391562 9528000 PRN SOLE 9528000 0 0 UNITED HOMES GROUP INC *W EXP 03/30/202 91060H116 48750 75000 SH SOLE 75000 0 0 UNITY SOFTWARE INC NOTE 11/1 91332UAB7 42059240 52750000 PRN SOLE 52750000 0 0 UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3 6859377 10000000 PRN SOLE 10000000 0 0 UPWORK INC NOTE 0.250% 8/1 91688FAB0 572201 700000 PRN SOLE 700000 0 0 UTA ACQUISITION CORPORATION CLASS A ORD SHS G9473A109 1582500 150000 SH SOLE 150000 0 0 UTA ACQUISITION CORPORATION *W EXP 10/30/202 G9473A117 5295 75000 SH SOLE 75000 0 0 UWM HOLDINGS CORPORATION *W EXP 01/21/202 91823B117 4932 20560 SH SOLE 20560 0 0 VAHANNA TECH EDGE ACQSTN I C *W EXP 11/30/202 G9320Z117 1730 50000 SH SOLE 50000 0 0 VAHANNA TECH EDGE ACQSTN I C CLASS A ORD G9320Z109 1063000 100000 SH SOLE 100000 0 0 VALENS SEMICONDUCTOR LTD *W EXP 09/30/202 M9607U107 12278 75000 SH SOLE 75000 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 55857556 43488000 PRN SOLE 43488000 0 0 VEECO INSTRS INC DEL NOTE 3.500% 1/1 922417AG5 8071525 6600000 PRN SOLE 6600000 0 0 VEECO INSTRS INC DEL NOTE 3.750% 6/0 922417AF7 3463030 1772000 PRN SOLE 1772000 0 0 VERADIGM INC NOTE 0.875% 1/0 01988PAF5 36925420 33072000 PRN SOLE 33072000 0 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 23551396 26671000 PRN SOLE 26671000 0 0 VERITONE INC NOTE 1.750%11/1 92347MAB6 1988106 3000000 PRN SOLE 3000000 0 0 VERTICAL AEROSPACE LTD *W EXP 09/15/202 G9471C115 18000 100000 SH SOLE 100000 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 997056 1000000 PRN SOLE 1000000 0 0 VICARIOUS SURGICAL INC *W EXP 09/17/202 92561V117 55000 250000 SH SOLE 250000 0 0 VIEW INC *W EXP 03/08/202 92671V114 1725 149999 SH SOLE 149999 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 46278476 42000000 PRN SOLE 42000000 0 0 VROOM INC NOTE 0.750% 7/0 92918VAB5 3787344 7500000 PRN SOLE 7500000 0 0 WAG GROUP CO COMMON STOCK 93042P109 28258 13456 SH SOLE 13456 0 0 WAG GROUP CO *W EXP 07/30/202 93042P117 203148 990000 SH SOLE 990000 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 58810539 60213000 PRN SOLE 60213000 0 0 WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 10005 50000 SH SOLE 50000 0 0 WIX COM LTD NOTE 7/0 92940WAB5 17500002 17500000 PRN SOLE 17500000 0 0 WIX COM LTD NOTE 8/1 92940WAD1 45172216 51515000 PRN SOLE 51515000 0 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 126912407 89828000 PRN SOLE 89828000 0 0 WORLDWIDE WEBB ACQUISITION C *W EXP 10/20/202 G97775111 16425 750000 SH SOLE 750000 0 0 XPAC ACQUISITION CORP *W EXP 99/99/999 G9831X122 1000 33333 SH SOLE 33333 0 0 XPAC ACQUISITION CORP CLASS A ORD G9831X106 1036000 100000 SH SOLE 100000 0 0 ZEROFOX HLDGS INC *W EXP 08/03/202 98955G111 2198 75000 SH SOLE 75000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 48592171 41560000 PRN SOLE 41560000 0 0