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TENOR CAPITAL MANAGEMENT

Filed: 16 May 22, 4:41pm

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

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OMB Number:3235-0006
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COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
10X CAPITAL VENTURE ACQ III*W EXP 06/30/202G8707711430125,000SH SOLE 125,00000
10X CAPITAL VENTURE ACQ IIICL A ORD SHSG870771062,485250,000SH SOLE 250,00000
26 CAPITAL ACQUISITION CORP*W EXP 12/31/20290138P1183975,000SH SOLE 75,00000
26 CAPITAL ACQUISITION CORPCOM CL A90138P1004,940500,000SH SOLE 500,00000
7 ACQUISITION CORPORATION*W EXP 11/05/202G8069411330100,000SH SOLE 100,00000
7 ACQUISITION CORPORATIONSHS CL AG806941051,986200,000SH SOLE 200,00000
7GC & CO HOLDINGS INC*W EXP 12/23/20281786A1151250,000SH SOLE 50,00000
7GC & CO HOLDINGS INCCOM CL A81786A107980100,000SH SOLE 100,00000
8X8 INCNOTE 0.500% 2/0282914AC418,34719,500,000PRN SOLE 19,500,00000
8X8 INC NEWNOTE 0.500% 2/0282914AB614,58415,500,000PRN SOLE 15,500,00000
ABG ACQUISITION CORP ICL A SHSG004961021,496152,469SH SOLE 152,46900
ACCELERATE ACQUISITION CORP*W EXP 06/15/20200439D1101333,333SH SOLE 33,33300
ACCELERATE ACQUISITION CORPCOM CL A00439D102976100,000SH SOLE 100,00000
ACE CONVERGENCE ACQU CORP*W EXP 09/30/202G0083D10494133,769SH SOLE 133,76900
ACHARI VENTURES HLDGS CORP ICOM00444X1011,990200,000SH SOLE 200,00000
ACHARI VENTURES HLDGS CORP I*W EXP 01/01/20200444X11942200,000SH SOLE 200,00000
ACROPOLIS INFRASTRUCTURE ACQ*W EXP 03/30/2020050291111633,333SH SOLE 33,33300
ACROPOLIS INFRASTRUCTURE ACQCL A005029103971100,000SH SOLE 100,00000
ADIT EDTECH ACQUISITION CORP*W EXP 99/99/9990070241101737,500SH SOLE 37,50000
ADIT EDTECH ACQUISITION CORPCOMMON STOCK00702410274175,000SH SOLE 75,00000
ADS TEC ENERGY PLC*W EXP 12/22/202G0085J1091712,500SH SOLE 12,50000
ADTHEORENT HOLDING COMPANY*W EXP 99/99/99900739D1174733,333SH SOLE 33,33300
ADVANCED MERGER PARTNERS INCCOM CL A00777J10948950,000SH SOLE 50,00000
AEA-BRIDGES IMPACT CORP*W EXP 09/19/202G01046112127160,820SH SOLE 160,82000
AEA-BRIDGES IMPACT CORPSHS CL AG010461042,807283,500SH SOLE 283,50000
AEYE INC*W EXP 09/30/2020081831138374,249SH SOLE 74,24900
AGRICO ACQUISITION CORP*W EXP 03/31/202G410891141360,000SH SOLE 60,00000
AGRICO ACQUISITION CORPCLASS A ORD SHSG410891061,213120,000SH SOLE 120,00000
AIRBNB INCNOTE 3/1009066AB739,46440,500,000PRN SOLE 40,500,00000
ALLEGO N V*W EXP 03/16/202N0796A1186056,965SH SOLE 56,96500
ALPHA CAPITAL ACQUISITION CO*W EXP 02/16/202G0316P1221425,000SH SOLE 25,00000
ALPHA CAPITAL ACQUISITION COCL A ORD SHSG0316P1303,519354,015SH SOLE 354,01500
ALPHA TAU MEDICAL LTD*W EXP 03/07/202M0740A11692150,000SH SOLE 150,00000
ALSP ORCHID ACQUISITION CORP*W EXP 11/30/202G0231L123625,000SH SOLE 25,00000
ALSP ORCHID ACQUISITION CORPCLASS A ORDG0231L10749450,000SH SOLE 50,00000
ALTAIR ENGR INCNOTE 0.250% 6/0021369AA152,12736,000,000PRN SOLE 36,000,00000
ALTC ACQUISITION CORPCOM CL A02156V1091,376140,992SH SOLE 140,99200
ALTERYX INCNOTE 0.500% 8/002156BAD522,58424,262,000PRN SOLE 24,262,00000
ALTIMAR ACQUISITION CORP IIISHS CL AG0370U10824525,000SH SOLE 25,00000
ALTITUDE ACQUISITION CORP*W EXP 11/30/20202156Y111850,000SH SOLE 50,00000
ALTITUDE ACQUISITION CORPCOM CL A02156Y1031,493150,000SH SOLE 150,00000
AMCI ACQUISITION CORP II*W EXP 08/06/20200166R118135235,341SH SOLE 235,34100
AMCI ACQUISITION CORP IICLASS A COM00166R1004,594470,683SH SOLE 470,68300
AMERICAS TECHNOLOGY ACQSN COSHSG0404A10237336,297SH SOLE 36,29700
AMERICAS TECHNOLOGY ACQSN CO*W EXP 12/31/202G0404A110875,100SH SOLE 75,10000
ANDRETTI ACQUISITION CORP*W EXP 99/99/999G2673512920100,000SH SOLE 100,00000
ANDRETTI ACQUISITION CORPCL A ORD SHSG267351031,994200,000SH SOLE 200,00000
ANGHAMI INC*W EXP 02/03/202G0369L119119200,000SH SOLE 200,00000
ANTHEMIS DIGITAL ACQUISITION*W EXP 99/99/999G0395911465250,000SH SOLE 250,00000
ANTHEMIS DIGITAL ACQUISITIONCLASS A ORDG039591064,975500,000SH SOLE 500,00000
ANZU SPECIAL ACQUISITIN CORP*W EXP 01/27/20203737A1191350,000SH SOLE 50,00000
ANZU SPECIAL ACQUISITIN CORPCOM CL A03737A1011,466150,000SH SOLE 150,00000
AP ACQUISITION CORP*W EXP 12/07/202G04058114935,000SH SOLE 35,00000
AP ACQUISITION CORPCL A ORD SHSG0405810670170,000SH SOLE 70,00000
APEIRON CAPITAL INVEST CORP*W EXP 04/02/20203752A11926150,000SH SOLE 150,00000
APEIRON CAPITAL INVEST CORPCL A COM03752A1012,994300,000SH SOLE 300,00000
APOLLO STRATEGIC GROWTH CAPT*W EXP 10/29/202G0411R114411300,000SH SOLE 300,00000
APOLLO STRATEGIC GROWTH CAPTSHS CL AG0411R1069,9501,000,000SH SOLE 1,000,00000
APOLLO STRATEGIC GRWT CPTL I*W EXP 02/12/202G0412A1282339,999SH SOLE 39,99900
APOLLO STRATEGIC GRWT CPTL ISHS CL AG0412A1021,960200,000SH SOLE 200,00000
APX ACQUISITION CORP I*W EXP 11/30/202G0440J1251775,000SH SOLE 75,00000
APX ACQUISITION CORP ICLASS A ORD SHSG0440J1091,496150,000SH SOLE 150,00000
ARBOR RAPHA CAP BIOHLDS CORP*W EXP 10/31/20203881F1121683,333SH SOLE 83,33300
ARBOR RAPHA CAP BIOHLDS CORPCLASS A COM03881F1042,503250,000SH SOLE 250,00000
ARCLIGHT CLEAN TRANSITION II*W EXP 03/16/202G0R21B1121310,000SH SOLE 10,00000
ARCLIGHT CLEAN TRANSITION IICLASS A ORD SHSG0R21B10463263,669SH SOLE 63,66900
ARCTOS NORTHSTAR ACQUIS CORP*W EXP 99/99/999G0477L1262262,500SH SOLE 62,50000
ARCTOS NORTHSTAR ACQUIS CORPSHS CL AG0477L1002,492250,000SH SOLE 250,00000
ARENA FORTIFY ACQUISITION CO*W EXP 11/10/20204005A1121350,000SH SOLE 50,00000
ARENA FORTIFY ACQUISITION COCLASS A COM04005A1041,001100,000SH SOLE 100,00000
ARES ACQUISITION CORPORATION*W EXP 99/99/999G330321223380,000SH SOLE 80,00000
ARES ACQUISITION CORPORATIONCOM CL AG330321063,924400,000SH SOLE 400,00000
ARGUS CAPITAL CORP*W EXP 08/31/20204026L113612,500SH SOLE 12,50000
ARGUS CAPITAL CORPCLASS A COM04026L10525025,000SH SOLE 25,00000
ARROWROOT ACQUISITION CORP*W EXP 03/02/20204282M1101350,000SH SOLE 50,00000
ARROWROOT ACQUISITION CORPCL A COM04282M102976100,000SH SOLE 100,00000
ARTEMIS STRATEGIC INVT CORP*W EXP 09/30/20204303A111253737,500SH SOLE 737,50000
ARTEMIS STRATEGIC INVT CORPCOM CL A04303A10314,7061,475,000SH SOLE 1,475,00000
ARYA SCIENCES ACQU CORP IVCL AG316591083,920400,007SH SOLE 400,00700
ARYA SCIENCES ACQUISITN CORPCLASS A ORD SHSG316581001,221125,700SH SOLE 125,70000
ASCENDANT DIGITAL ACQ CORP I*W EXP 99/99/999G0515711340100,000SH SOLE 100,00000
ASCENDANT DIGITAL ACQ CORP ICL A COMG051571052,002200,000SH SOLE 200,00000
ASTREA ACQUISITION CORPCOM CL A04637C1063,929402,145SH SOLE 402,14500
ATHENA CONSUMER ACQ CORP*W EXP 07/31/20204684M11430100,000SH SOLE 100,00000
ATHENA CONSUMER ACQ CORPCL A04684M1061,996200,000SH SOLE 200,00000
ATHLON ACQUISITION CORP*W EXP 01/12/20204748A1141350,000SH SOLE 50,00000
ATHLON ACQUISITION CORPCOM CL A04748A10697799,910SH SOLE 99,91000
ATI PHYSICAL THERAPY INC*W EXP 08/10/20200216W117931,500SH SOLE 31,50000
ATLANTIC COASTAL ACQUISTN COCLASS A COM04845310429,2503,000,000SH SOLE 3,000,00000
ATLANTIC COASTAL AQSTN CORP*W EXP 01/13/20204845A11640200,000SH SOLE 200,00000
ATLANTIC COASTAL AQSTN CORPCLASS A COM04845A1083,969400,000SH SOLE 400,00000
ATLAS CREST INVESTMENT CORP*W EXP 02/03/2020492871131750,000SH SOLE 50,00000
ATLAS CREST INVESTMENT CORPCOM CL A0492871051,964200,000SH SOLE 200,00000
AURORA ACQUISITION CORPCLASS A ORD SHSG0698L103986100,000SH SOLE 100,00000
AUSTERLITZ ACQUISITION CORP*W EXP 02/19/202G0633U1273664,871SH SOLE 64,87100
AUSTERLITZ ACQUISITION CORP*W EXP 02/19/202G0633D1254175,000SH SOLE 75,00000
AUSTERLITZ ACQUISITION CORPCOM CL AG0633U1012,538259,488SH SOLE 259,48800
AUSTERLITZ ACQUISITION CORPSHS CL AG0633D1095,401550,000SH SOLE 550,00000
AUTHENTIC EQUITY ACQUISTN CO*W EXP 01/20/202G066071241550,000SH SOLE 50,00000
AUTHENTIC EQUITY ACQUISTN COCL A SHSG06607108980100,000SH SOLE 100,00000
AVALON ACQUISITION INC*W EXP 12/31/20205338E11969300,000SH SOLE 300,00000
AVALON ACQUISITION INCCLASS A COM05338E1013,984400,000SH SOLE 400,00000
AVANTI ACQUISITION CORP*W EXP 99/99/999G0682V12555212,677SH SOLE 212,67700
AVANTI ACQUISITION CORPSHS CL AG0682V1094,768483,524SH SOLE 483,52400
AVAYA HLDGS CORPNOTE 2.250% 6/105351XAB725,34325,719,000PRN SOLE 25,719,00000
BABYLON HLDGS LTD*W EXP 10/21/202G070311181731,889SH SOLE 31,88900
BANDWIDTH INCNOTE 0.250% 3/005988JAB98,51511,000,000PRN SOLE 11,000,00000
BANNER ACQUISITION CORP*W EXP 09/07/20206654K119312742,500SH SOLE 742,50000
BANNER ACQUISITION CORPCLASS A COM06654K10114,6271,485,000SH SOLE 1,485,00000
BATTERY FUTURE ACQUISITION C*W EXP 99/99/999G0888J1242075,000SH SOLE 75,00000
BATTERY FUTURE ACQUISITION CCL A ORD SHSG0888J1081,486150,000SH SOLE 150,00000
BCLS ACQUISITION CORPCOM CL AG0904B10511511,700SH SOLE 11,70000
BEARD ENERGY TRANSITION ACQ*W EXP 99/99/99907402Q11932100,000SH SOLE 100,00000
BEARD ENERGY TRANSITION ACQCL A COM07402Q1011,986200,000SH SOLE 200,00000
BENEFITFOCUS INCNOTE 1.250%12/108180DAB26,3276,540,000PRN SOLE 6,540,00000
BENSON HILL INC*W EXP 99/99/999082490111510,000SH SOLE 10,00000
BERKSHIRE GREY INC*W EXP 07/21/2020846561151433,333SH SOLE 33,33300
BEYOND MEAT INCNOTE 3/108862EAB57,91313,000,000PRN SOLE 13,000,00000
BIG SKY GROWTH PARTNERS INC*W EXP 04/01/20208954L1101125,000SH SOLE 25,00000
BIG SKY GROWTH PARTNERS INCCLASS A COM08954L102972100,000SH SOLE 100,00000
BIGBEAR AI HLDGS INC*W EXP 99/99/99908975B117176200,000SH SOLE 200,00000
BIOPLUS ACQUISITION CORP*W EXP 12/02/202G1121712529125,000SH SOLE 125,00000
BIOPLUS ACQUISITION CORPCLASS A ORD SHSG112171172,470250,000SH SOLE 250,00000
BIOTECH ACQUISITION COMPANY*W EXP 11/30/202G1125A11634140,290SH SOLE 140,29000
BIOTECH ACQUISITION COMPANYCL A SHSG1125A1081,417143,758SH SOLE 143,75800
BLACK SPADE ACQUISITION CO*W EXP 99/99/999G115371181990,517SH SOLE 90,51700
BLACK SPADE ACQUISITION COSHS CL AG115371001,754181,034SH SOLE 181,03400
BLACKLINE INCNOTE 3/109239BAD18,0429,500,000PRN SOLE 9,500,00000
BLACKSKY TECHNOLOGY INC*W EXP 10/30/20209263B11656198,855SH SOLE 198,85500
BLEUACACIA LTD*W EXP 10/30/202G1172811334100,000SH SOLE 100,00000
BLEUACACIA LTDCLASS A ORD SHSG117281051,948200,000SH SOLE 200,00000
BLEUACACIA LTDRIGHT 10/30/2026G1172813928200,000SH SOLE 200,00000
BLOCKCHAIN COINVSTRS ACQ CRP*W EXP 11/01/202G1176511560150,000SH SOLE 150,00000
BLOCKCHAIN COINVSTRS ACQ CRPCLASS A ORDG117651072,979300,000SH SOLE 300,00000
BLOCKCHAIN MOON ACQUISITN CORIGHT 10/14/202609370F117144400,000SH SOLE 400,00000
BLOCKCHAIN MOON ACQUISITN COCOM09370F1093,948400,000SH SOLE 400,00000
BLOCKCHAIN MOON ACQUISITN CO*W EXP 10/14/20209370F12588400,000SH SOLE 400,00000
BLUERIVER ACQUISITION CORP*W EXP 01/04/202G1261Q1152599,999SH SOLE 99,99900
BLUERIVER ACQUISITION CORPSHS CL AG1261Q1072,940300,000SH SOLE 300,00000
BOA ACQUISITION CORP*W EXP 02/22/20205601A1172383,332SH SOLE 83,33200
BOA ACQUISITION CORPCOM CL A05601A1094,950500,000SH SOLE 500,00000
BOX INCNOTE 1/110316TAB03,1722,500,000PRN SOLE 2,500,00000
BRIGHT LIGHTS ACQUISITION CO*W EXP 01/01/20210920K1192850,000SH SOLE 50,00000
BRIGHT LIGHTS ACQUISITION COCOM CL A10920K1015,462553,345SH SOLE 553,34500
BROADSCALE ACQUISITION CORP*W EXP 02/02/20211134Y119610,674SH SOLE 10,67400
BROADSCALE ACQUISITION CORPCOM CL A11134Y1014,920500,000SH SOLE 500,00000
BULLPEN PARLAY ACQUISITION C*W EXP 12/03/202G1792A11834100,000SH SOLE 100,00000
BULLPEN PARLAY ACQUISITION CCLASS A ORD SHSG1792A1001,974200,000SH SOLE 200,00000
BUZZFEED INC*W EXP 99/99/99912430A1101416,666SH SOLE 16,66600
BYNORDIC ACQUISITION CORPUNIT 07/01/202712442020914,8051,485,000SH SOLE 1,485,00000
C5 ACQUISITION CORPORATION*W EXP 12/31/20212530D113925,000SH SOLE 25,00000
C5 ACQUISITION CORPORATIONCL A COM12530D10549650,000SH SOLE 50,00000
CACTUS ACQUISITION CORP 1 LT*W EXP 08/17/202G1745A12424137,500SH SOLE 137,50000
CACTUS ACQUISITION CORP 1 LTCLASS A ORDG1745A1082,734275,000SH SOLE 275,00000
CANNA GLOBAL ACQUISITION CORCLASS A COM13767K1012,994300,000SH SOLE 300,00000
CANNA GLOBAL ACQUISITION COR*W EXP 11/30/20213767K11942300,000SH SOLE 300,00000
CAPITALWORKS EMNG MKTS ACQST*W EXP 11/19/202G1889L12641225,000SH SOLE 225,00000
CAPITALWORKS EMNG MKTS ACQSTCLASS A ORD SHSG1889L1004,473450,000SH SOLE 450,00000
CARNEY TECHNOLOGY ACQU CORP*W EXP 11/30/20214363611658166,666SH SOLE 166,66600
CARNEY TECHNOLOGY ACQU CORPCL A COMMON STK1436361084,910500,000SH SOLE 500,00000
CARTESIAN GROWTH CORP*W EXP 02/26/202G192761155283,333SH SOLE 83,33300
CARTESIAN GROWTH CORPCL A SHSG192761072,468250,000SH SOLE 250,00000
CARTICA ACQUISITION CORP*W EXP 04/30/202G1995D1171150,000SH SOLE 50,00000
CARTICA ACQUISITION CORPCLASS A ORD SHSG1995D1091,000100,000SH SOLE 100,00000
CASCADE ACQUISITION CORP*W EXP 11/30/202147151112950,000SH SOLE 50,00000
CASCADE ACQUISITION CORPCOM CL A1471511041,008100,000SH SOLE 100,00000
CATCHA INVESTMENT CORP*W EXP 99/99/999G1962Y110833,333SH SOLE 33,33300
CC NEUBERGER PRIN HLDGS II*W EXP 07/29/202G3166T111101101,250SH SOLE 101,25000
CC NEUBERGER PRIN HLDGS IISHS CL AG3166T1034,464450,000SH SOLE 450,00000
CC NEUBERGER PRINCIPAL HOLDN*W EXP 99/99/999G1992N1262541,105SH SOLE 41,10500
CC NEUBERGER PRINCIPAL HOLDNSHS CL AG1992N1002,027205,527SH SOLE 205,52700
CELLEBRITE DI LTD*W EXP 08/30/202M2197Q115171134,999SH SOLE 134,99900
CERIDIAN HCM HLDG INCNOTE 0.250% 3/115677JAD022,81126,000,000PRN SOLE 26,000,00000
CF ACQUISITION CORP IV*W EXP 12/31/20212520T11040100,000SH SOLE 100,00000
CF ACQUISITION CORP IVCOM CL A12520T1022,943300,000SH SOLE 300,00000
CF ACQUISITION CORP VIII*W EXP 03/31/20212520C117825,000SH SOLE 25,00000
CHAIN BRIDGE I*W EXP 11/10/202G2061X1101850,000SH SOLE 50,00000
CHAIN BRIDGE ICLASS A ORDG2061X102994100,000SH SOLE 100,00000
CHEGG INCNOTE 0.125% 3/1163092AD120,17920,000,000PRN SOLE 20,000,00000
CHP MERGER CORP*W EXP 11/22/20212558Y11465375,000SH SOLE 375,00000
CHP MERGER CORPCOM CL A12558Y1067,628750,000SH SOLE 750,00000
CHURCHILL CAPITAL CORP V*W EXP 10/29/20217144T1154675,000SH SOLE 75,00000
CHURCHILL CAPITAL CORP VCOM CL A17144T1072,949300,000SH SOLE 300,00000
CHURCHILL CAPITAL CORP VII*W EXP 02/29/20217144M1103660,000SH SOLE 60,00000
CHURCHILL CAPITAL CORP VIICOM CL A17144M1022,937300,000SH SOLE 300,00000
CHW ACQUISITION CORPORATIONORDINARY SHSG2254A1099,811990,000SH SOLE 990,00000
CHW ACQUISITION CORPORATION*W EXP 09/01/202G2254A125334990,000SH SOLE 990,00000
CLARIM ACQUISITION CORP*W EXP 01/05/20218049C116833,533SH SOLE 33,53300
CLARIM ACQUISITION CORPCOM CL A18049C108986100,600SH SOLE 100,60000
CLASS ACCELERATION CORP*W EXP 03/31/20218274B11424128,162SH SOLE 128,16200
CLASS ACCELERATION CORPCOM18274B1062,507256,325SH SOLE 256,32500
CLIMATE REAL IMPACT SLUTINS*W EXP 01/29/2021871711111635,000SH SOLE 35,00000
CLIMATE REAL IMPACT SLUTINSCOM CL A1871711031,713175,000SH SOLE 175,00000
COHN ROBBINS HOLDINGS CORP*W EXP 08/28/202G237261137394,499SH SOLE 94,49900
COHN ROBBINS HOLDINGS CORPCOM CL AG237261053,131315,000SH SOLE 315,00000
COLICITY INC*W EXP 02/24/2021941701141844,675SH SOLE 44,67500
COLICITY INCCOM CL A1941701062,182223,381SH SOLE 223,38100
COLONNADE ACQUISITION CORP I*W EXP 99/99/999G2284B1191230,000SH SOLE 30,00000
COLONNADE ACQUISITION CORP ISHS CL AG2284B1011,466150,000SH SOLE 150,00000
COMPUTE HEALTH ACQUISITIN CO*W EXP 01/25/2022048331151225,000SH SOLE 25,00000
COMPUTE HEALTH ACQUISITIN COCOM CL A2048331071,956200,000SH SOLE 200,00000
CONCORD ACQUISITION CORP III*W EXP 99/99/99920607V11449125,000SH SOLE 125,00000
CONCORD ACQUISITION CORP IIICOM CL A20607V1062,485250,000SH SOLE 250,00000
CONSTELLATION ACQUISITN CORP*W EXP 01/29/202G2R18K1132166,666SH SOLE 66,66600
CONSTELLATION ACQUISITN CORPSHS CL AG2R18K1051,962200,000SH SOLE 200,00000
CONX CORP*W EXP 10/30/20221287311158135,000SH SOLE 135,00000
CONX CORPCOM CL A2128731035,910600,000SH SOLE 600,00000
CORAZON CAPITAL V838 MONOCER*W EXP 03/24/202G242371281233,333SH SOLE 33,33300
CORAZON CAPITAL V838 MONOCERCLASS A ORD SHSG24237102975100,000SH SOLE 100,00000
CORNER GROWTH ACQUISITION CO*W EXP 99/99/999G2425N1131966,666SH SOLE 66,66600
CORNER GROWTH ACQUISITION COCL A SHSG2425N1051,964200,000SH SOLE 200,00000
COUPA SOFTWARE INCNOTE 0.125% 6/122266LAC016,62817,000,000PRN SOLE 17,000,00000
COUPA SOFTWARE INCNOTE 0.375% 6/122266LAF321,89026,000,000PRN SOLE 26,000,00000
COVA ACQUISITION CORP*W EXP 02/05/202G2554Y1201475,000SH SOLE 75,00000
COVA ACQUISITION CORPCL A SHSG2554Y1041,457148,692SH SOLE 148,69200
CRESCERA CAP ACQUISITION COR*W EXP 11/18/202G2650711434100,000SH SOLE 100,00000
CRESCERA CAP ACQUISITION CORCLASS A ORD SHSG265071061,979200,000SH SOLE 200,00000
CROWN PROPTECH ACQUISITIONS*W EXP 99/99/999G257411101769,879SH SOLE 69,87900
CROWN PROPTECH ACQUISITIONSSHS CL AG257411023,472351,440SH SOLE 351,44000
CRUCIBLE ACQUISITION CORP*W EXP 12/26/20222877P116616,666SH SOLE 16,66600
CRUCIBLE ACQUISITION CORPCOM CL A22877P10849150,000SH SOLE 50,00000
CRYOPORT INCNOTE 0.750% 12/1229050AC37,1569,000,000PRN SOLE 9,000,00000
CYBERARK SOFTWARE LTDNOTE 11/123248VAB133,01626,497,000PRN SOLE 26,497,00000
D AND Z MEDIA ACQUISITION CO*W EXP 01/27/20223305Q1142066,666SH SOLE 66,66600
D AND Z MEDIA ACQUISITION COCOM CL A23305Q106979100,000SH SOLE 100,00000
DATADOG INCNOTE 0.125% 6/123804LAB951,40329,000,000PRN SOLE 29,000,00000
DEEP LAKE CAPITAL ACQUSTN COCL A SHSG2702910049150,000SH SOLE 50,00000
DEEP LAKE CAPITAL ACQUSTN CO*W EXP 01/04/202G270291181050,000SH SOLE 50,00000
DELWINDS INS ACQUISITION COR*W EXP 08/01/20224803C11030100,000SH SOLE 100,00000
DELWINDS INS ACQUISITION CORCOM CLS A24803C1021,748176,000SH SOLE 176,00000
DEXCOM INCNOTE 0.750%12/0252131AH0412,436132,304,000PRN SOLE 132,304,00000
DHB CAPITAL CORP*W EXP 03/31/20223291W117616,666SH SOLE 16,66600
DHB CAPITAL CORPCL A COM23291W10948850,000SH SOLE 50,00000
DHC ACQUISITION CORP*W EXP 02/25/202G2758T117836,666SH SOLE 36,66600
DHC ACQUISITION CORPCLASS A ORD SHSG2758T1091,078110,000SH SOLE 110,00000
DIAMONDHEAD HOLDINGS CORP*W EXP 01/28/20225278L1132675,000SH SOLE 75,00000
DIAMONDHEAD HOLDINGS CORPCL A25278L1052,937300,000SH SOLE 300,00000
DICKS SPORTING GOODS INCNOTE 3.250% 4/1253393AD4113,25836,179,000PRN SOLE 36,179,00000
DIGITAL MEDIA SOLUTIONS INC*W EXP 07/15/20225401G1141797,300SH SOLE 97,30000
DISH NETWORK CORPORATIONNOTE 12/125470MAF636,99338,000,000PRN SOLE 38,000,00000
DMY TECHNOLOGY GROUP INC VI*W EXP 99/99/999233247113121175,000SH SOLE 175,00000
DMY TECHNOLOGY GROUP INC VICL A COM2332471053,455350,000SH SOLE 350,00000
DOCUSIGN INCNOTE 1/1256163AD837,55640,062,000PRN SOLE 40,062,00000
DOMA HOLDINGS INC*W EXP 07/28/20225703A1121233,333SH SOLE 33,33300
DP CAP ACQUISITION CORP I*W EXP 11/08/202G2R05B126825,000SH SOLE 25,00000
DP CAP ACQUISITION CORP ICLASS A ORDG2R05B10049850,000SH SOLE 50,00000
DPCM CAP INC*W EXP 10/14/20223344P11972108,000SH SOLE 108,00000
DPCM CAP INCCOM CL A23344P1013,956400,000SH SOLE 400,00000
DRAGONEER GROWTH OPT CORP IICL A SHSG283151021,470150,000SH SOLE 150,00000
DROPBOX INCNOTE 3/026210CAC84,7015,000,000PRN SOLE 5,000,00000
DUDDELL STREET ACQUISITN CORCL AG285531082,530254,908SH SOLE 254,90800
DUNE ACQUISITION CORP*W EXP 10/29/2022653341101462,500SH SOLE 62,50000
DUNE ACQUISITION CORPCOM CL A2653341025,964600,000SH SOLE 600,00000
DYNAMICS SPECIAL PURPOSE CORCLASS A COM2680101051,974199,950SH SOLE 199,95000
E MERGE TECHNOLOGY ACQUISITI*W EXP 07/30/20226873Y11223134,999SH SOLE 134,99900
E MERGE TECHNOLOGY ACQUISITICOM CL A26873Y1044,950500,000SH SOLE 500,00000
EAST RES ACQUISITION CO*W EXP 07/01/2022746811131462,500SH SOLE 62,50000
EAST STONE ACQUISITION CORP*W EXP 12/31/202G2911D11637200,000SH SOLE 200,00000
EAST STONE ACQUISITION CORPRIGHT 02/24/2027G2911D13268200,000SH SOLE 200,00000
EDIFY ACQUISITION CORP*W EXP 11/25/20228059Q11140250,000SH SOLE 250,00000
EDIFY ACQUISITION CORPCL A28059Q1034,905500,000SH SOLE 500,00000
EDTECHX HOLDINGS ACQU CORP I*W EXP 06/15/20228139A1101077,236SH SOLE 77,23600
EDTECHX HOLDINGS ACQU CORP ICOM CL A28139A1021,560154,473SH SOLE 154,47300
EFFECTOR THERAPEUTICS INC*W EXP 12/31/20228202V1161433,333SH SOLE 33,33300
EJF ACQUISITION CORP*W EXP 03/10/202G2955B1256366,666SH SOLE 66,66600
EJF ACQUISITION CORPCL A SHSG2955B1091,978200,000SH SOLE 200,00000
ELECTRIC LAST MILE SOLUTNS I*W EXP 08/24/20228489L112631,959SH SOLE 31,95900
ELLIOTT OPPORTUNITY II CORP*W EXP 03/02/202G300921113762,500SH SOLE 62,50000
ELLIOTT OPPORTUNITY II CORPSHS CL AG300921032,445250,000SH SOLE 250,00000
EMBARK TECHNOLOGY INC*W EXP 11/10/20229079J1111916,248SH SOLE 16,24800
EMPOWERMENT & INCLUSION CAPI*W EXP 01/12/20229248N1181050,000SH SOLE 50,00000
EMPOWERMENT & INCLUSION CAPICOM CL A29248N10096398,211SH SOLE 98,21100
ENDEAVOR MINING PLCNOTE 5.000% 10/129261HAA31,4621,550,000PRN SOLE 1,550,00000
ENDEAVOUR MINING CORPNOTE 3.000% 2/129257YAA238,12832,600,000PRN SOLE 32,600,00000
ENERGY VAULT HOLDINGS INC*W EXP 02/11/20229280W117270100,000SH SOLE 100,00000
ENTERPRISE 4.0 TEC ACQSTN CO*W EXP 09/30/202G3137C11456150,000SH SOLE 150,00000
ENTERPRISE 4.0 TEC ACQSTN COCLASS A ORD SHSG3137C1062,982300,000SH SOLE 300,00000
EPIPHANY TECHNOLOGY ACQUISIT*W EXP 01/12/20229429X1172266,666SH SOLE 66,66600
EPIPHANY TECHNOLOGY ACQUISITCOM CL A29429X1091,964200,000SH SOLE 200,00000
EQ HEALTH ACQUISITION CORPCOM CL A26886A1019810,000SH SOLE 10,00000
EQUITY DISTR ACQUISITION COR*W EXP 09/09/20229465E11440100,000SH SOLE 100,00000
EQUITY DISTR ACQUISITION CORCOM CL A29465E1062,967300,000SH SOLE 300,00000
ESGEN ACQUISITION CORP*W EXP 10/18/202G3R95N11163250,000SH SOLE 250,00000
ESGEN ACQUISITION CORPSHS CL AG3R95N1035,005500,000SH SOLE 500,00000
ESPERION THERAPEUTICS INC NECOM29664W105862185,838SH SOLE 185,83800
ESPERION THERAPEUTICS INC NENOTE 4.000%11/129664WAB111,02820,000,000PRN SOLE 20,000,00000
EUROPEAN BIOTECH ACQUTN CORP*W EXP 03/06/202G3167F128733,333SH SOLE 33,33300
EUROPEAN BIOTECH ACQUTN CORPCLASS A ORD SHSG3167F102974100,000SH SOLE 100,00000
EVE MOBILITY ACQUISITION COR*W EXP 12/31/202G3218G1171975,000SH SOLE 75,00000
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EVERBRIDGE INCNOTE 0.125%12/129978AAC816,84518,500,000PRN SOLE 18,500,00000
EVERBRIDGE INCNOTE 3/129978AAE451,73659,411,000PRN SOLE 59,411,00000
EVEREST CONSOLIDATOR ACQ COR*W EXP 99/99/99929978K11030150,000SH SOLE 150,00000
EVEREST CONSOLIDATOR ACQ CORCL A COM29978K1022,979300,000SH SOLE 300,00000
EVOLENT HEALTH INCNOTE 1.500%10/130050BAD315,90913,323,000PRN SOLE 13,323,00000
EVOLV TECHNOLOGIES HLDNGS IN*W EXP 03/10/20230049H1101950,000SH SOLE 50,00000
EXCELFIN ACQUISITION CORP*W EXP 10/25/20230069X11051150,000SH SOLE 150,00000
EXCELFIN ACQUISITION CORPCOM CL A30069X1022,991300,000SH SOLE 300,00000
EXECUTIVE NETWORK PARTNERING*W EXP 09/25/20230158L11839125,000SH SOLE 125,00000
EXECUTIVE NETWORK PARTNERINGCL A30158L1003,951401,105SH SOLE 401,10500
FAR PEAK ACQUISITION CORP*W EXP 12/07/202G3312L1115936,085SH SOLE 36,08500
FAR PEAK ACQUISITION CORPSHS CL AG3312L1036,932697,400SH SOLE 697,40000
FARADAY FUTRE INTLGT ELCTR ICOM307359109499100,000SH SOLE 100,00000
FAST ACQUISITION CORP II*W EXP 03/16/202311874119825,000SH SOLE 25,00000
FAST ACQUISITION CORP IICL A311874101975100,000SH SOLE 100,00000
FAST RADIUS INC*W EXP 02/11/20231187R118743,750SH SOLE 43,75000
FASTLY INCNOTE 3/131188VAB615,08220,000,000PRN SOLE 20,000,00000
FATHOM DIGITAL MFG CORP*W EXP 12/22/20231189Y111810,000SH SOLE 10,00000
FIGURE ACQUISITION CORP I*W EXP 03/31/2023024381141825,000SH SOLE 25,00000
FIGURE ACQUISITION CORP ICOM CL A302438106978100,000SH SOLE 100,00000
FINANCE OF AMERICA COMPAN*W EXP 04/08/20231738L115118300,000SH SOLE 300,00000
FINSERV ACQUISITION CORP IICOM CL A31809Y10324425,000SH SOLE 25,00000
FINTECH ACQUISITION CORP VICLASS A COM31811H10624625,000SH SOLE 25,00000
FINTECH EVOLUTION ACQUIS GRO*W EXP 03/31/202G3R19A1201150,000SH SOLE 50,00000
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FIREEYE INCNOTE 0.875% 6/031816QAF841,61937,526,000PRN SOLE 37,526,00000
FIREEYE INCNOTE 1.625% 6/031816QAD339,32739,115,000PRN SOLE 39,115,00000
FLAME ACQUISITION CORP*W EXP 02/26/20233850F1161550,000SH SOLE 50,00000
FLAME ACQUISITION CORPCOM CL A33850F108975100,000SH SOLE 100,00000
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FOCUS IMPACT ACQUISITION CORCLASS A COM34417L1092,483250,000SH SOLE 250,00000
FORBION EUROPEAN ACQUSTN COR*W EXP 12/10/202G3619H11071175,000SH SOLE 175,00000
FORBION EUROPEAN ACQUSTN CORCLASS A ORD SHSG3619H1023,490350,000SH SOLE 350,00000
FORD MTR CO DELNOTE 3/1345370CZ114,22012,000,000PRN SOLE 12,000,00000
FOREST ROAD ACQUISITION COR*W EXP 01/15/20234619V1111740,000SH SOLE 40,00000
FOREST ROAD ACQUISITION CORCL A34619V1031,954200,000SH SOLE 200,00000
FORGE GLOBAL HOLDINGS INC*W EXP 03/29/20234629L111221133,333SH SOLE 133,33300
FORTISTAR SUSTAINABLE SOL COCOM CL A34962M10634335,000SH SOLE 35,00000
FORTISTAR SUSTAINABLE SOL CO*W EXP 01/14/20234962M1141135,000SH SOLE 35,00000
FORTRESS CAPITAL ACQUISITION*W EXP 99/99/999G3642712148120,052SH SOLE 120,05200
FORTRESS CAPITAL ACQUISITIONSHS CL AG364271055,931600,261SH SOLE 600,26100
FORTRESS VALUE ACQUIS CORP I*W EXP 12/31/20234964G115511,525SH SOLE 11,52500
FORTRESS VALUE ACQUIS CORP ICOM CL A34964G10756857,625SH SOLE 57,62500
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FORUM MERGER IV CORP*W EXP 03/15/2023498751122450,000SH SOLE 50,00000
FORUM MERGER IV CORPCLASS A COM3498751041,954200,000SH SOLE 200,00000
FOUNDER SPAC*W EXP 04/19/202G3661E114108250,000SH SOLE 250,00000
FOUNDER SPACCLASS A ORD SHSG3661E1065,025500,000SH SOLE 500,00000
FRAZIER LIFESCIENCES ACQU COCL A SHSG3710A10524625,000SH SOLE 25,00000
FREEDOM ACQUISITION I CORP*W EXP 99/99/999G3663X1281024,072SH SOLE 24,07200
FREEDOM ACQUISITION I CORPSHS CL AG3663X11094496,288SH SOLE 96,28800
FRONTIER ACQUISITION CORP*W EXP 03/04/202G368261241325,000SH SOLE 25,00000
FRONTIER ACQUISITION CORPCLASS A ORD SHSG36826108979100,000SH SOLE 100,00000
FTAC ATHENA ACQUISITION CORPCL A SHSG372831013,471354,534SH SOLE 354,53400
FTAC ZEUS ACQUISITION COR*W EXP 04/15/20230320F11495250,000SH SOLE 250,00000
FTAC ZEUS ACQUISITION CORCLASS A COM30320F1064,920500,000SH SOLE 500,00000
FUSION ACQUISITION CORP II*W EXP 02/29/20236118N11027133,333SH SOLE 133,33300
FUSION ACQUISITION CORP IICOM CL A36118N1023,916400,000SH SOLE 400,00000
FUTURE HEALTH ESG CORP*W EXP 99/99/99936118W110193489,950SH SOLE 489,95000
FUTURE HEALTH ESG CORPCOM36118W1029,662979,900SH SOLE 979,90000
G SQUARED ASCEND I INC*W EXP 02/01/202G4204R1172460,000SH SOLE 60,00000
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G SQUARED ASCEND II INCCOM CL AG42041106982100,000SH SOLE 100,00000
GAMES & ESPORTS EXPRNC ACQ C*W EXP 12/01/202G3731J12724125,000SH SOLE 125,00000
GAMES & ESPORTS EXPRNC ACQ CCLASS A ORD SHSG3731J1192,500250,000SH SOLE 250,00000
GAMING & HOSPITALITY ACQU CO*W EXP 02/04/202364681114623,333SH SOLE 23,33300
GAMING & HOSPITALITY ACQU COCOM CL A36468110653654,897SH SOLE 54,89700
GCM GROSVENOR INC*W EXP 11/17/20236831E116281200,902SH SOLE 200,90200
GELESIS HLDGS INC*W EXP 01/13/20236850R11345200,000SH SOLE 200,00000
GIGCAPITAL 5 INCCOMMON STOCK37519U1094,233425,000SH SOLE 425,00000
GIGCAPITAL 5 INC*W EXP 99/99/99937519U11796425,000SH SOLE 425,00000
GLOBAL BLUE GROUP HOLDING AG*W EXP 08/28/202H33700115303747,366SH SOLE 747,36600
GLOBAL PARTNER ACQISTN CORP*W EXP 01/14/202G3934P1282049,432SH SOLE 49,43200
GLOBAL PARTNER ACQISTN CORPCL A SHSG3934P1022,916296,594SH SOLE 296,59400
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GLOBAL SYNERGY ACQUISIT CORP*W EXP 99/99/999G3934J1221475,000SH SOLE 75,00000
GLOBAL TECHNOLGY ACQSTN CORP*W EXP 10/19/202G3934N1151850,000SH SOLE 50,00000
GLOBAL TECHNOLGY ACQSTN CORPCLASS A ORDG3934N107995100,000SH SOLE 100,00000
GO ACQUISITION CORP*W EXP 08/31/20236201911924133,333SH SOLE 133,33300
GO ACQUISITION CORPCOM3620191013,960400,000SH SOLE 400,00000
GOGREEN INVESTMENTS CORP*W EXP 05/31/202G9461B1191350,000SH SOLE 50,00000
GOGREEN INVESTMENTS CORPORD SHS CL AG9461B101999100,000SH SOLE 100,00000
GOL LINHAS AEREAS INTELIGENTSPON ADR PFD NEW38045R2062,575357,605SH SOLE 357,60500
GOLDEN FALCON ACQUISITION CO*W EXP 11/04/20238102H11741150,000SH SOLE 150,00000
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GORES HLDGS VIII INC*W EXP 03/01/2023828631164333,799SH SOLE 33,79900
GORES HLDGS VIII INCCL A3828631082,985300,000SH SOLE 300,00000
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GORES HOLDINGS VII INCCOM CL A38286T1012,937300,000SH SOLE 300,00000
GORES TECHNOLOGY PARTNERS II*W EXP 03/16/20238287L1153040,000SH SOLE 40,00000
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GRANITE CONSTR INCNOTE 2.750%11/0387328AB312,08610,000,000PRN SOLE 10,000,00000
GREEN PLAINS INCNOTE 4.000% 7/0393222AH715,1387,200,000PRN SOLE 7,200,00000
GREENLIGHT BIOSCIENCS HLDS P*W EXP 02/02/20239536G1135875,000SH SOLE 75,00000
GROUP NINE ACQUISITION CORP*W EXP 01/15/20239947R11233116,799SH SOLE 116,79900
GROUP NINE ACQUISITION CORPCOM CL A39947R1043,430350,400SH SOLE 350,40000
GSK FINANCE NO 3 LTDNOTE 6/136259RAA051,07552,452,000PRN SOLE 52,452,00000
GUESS INCNOTE 2.000% 4/1401617AD76,5125,840,000PRN SOLE 5,840,00000
GUIDEWIRE SOFTWARE INCNOTE 1.250% 3/140171VAA826,79025,500,000PRN SOLE 25,500,00000
GX ACQUISITION CORP II*W EXP 03/17/20236260F113933,333SH SOLE 33,33300
GX ACQUISITION CORP IICLASS A COM36260F105976100,000SH SOLE 100,00000
HALOZYME THERAPEUTICS INCNOTE 1.250%12/040637HAB522,25212,750,000PRN SOLE 12,750,00000
HAMILTON LANE ALLIANCE HLDGS*W EXP 01/12/20240749M111933,333SH SOLE 33,33300
HAMILTON LANE ALLIANCE HLDGSCOM CL A40749M10349050,000SH SOLE 50,00000
HARMONIC INCDBCV 2.000% 9/0413160AD423,09418,000,000SH SOLE 18,000,00000
HAYMAKER ACQUISITION CORP II*W EXP 03/04/20242087R1161425,000SH SOLE 25,00000
HAYMAKER ACQUISITION CORP IICLASS A COM42087R108988100,000SH SOLE 100,00000
HEALTHCARE AI ACQUISITION CO*W EXP 99/99/999G4373K11719100,000SH SOLE 100,00000
HEALTHCARE AI ACQUISITION COCLASS A ORD SHSG4373K1091,982200,000SH SOLE 200,00000
HEARTLAND MEDIA ACQUISITION*W EXP 99/99/99942237V1161275,000SH SOLE 75,00000
HEARTLAND MEDIA ACQUISITIONCL A COM42237V1081,482150,000SH SOLE 150,00000
HENNESSY CAPITAL INVS CORP V*W EXP 01/20/20242589T1151333,213SH SOLE 33,21300
HENNESSY CAPITAL INVS CORP VCOM CL A42589T1074,125420,490SH SOLE 420,49000
HERBALIFE NUTRITION LTDNOTE 2.625% 3/142703MAD5703745,000PRN SOLE 745,00000
HIGHLAND TRANSCEND PARTNERS*W EXP 99/99/999G446901241033,333SH SOLE 33,33300
HIGHLAND TRANSCEND PARTNERSCOM CL AG446901081,068108,600SH SOLE 108,60000
HPX CORP*W EXP 07/14/202G3221912627150,000SH SOLE 150,00000
HPX CORPSHS CL AG322191002,976300,000SH SOLE 300,00000
HUBSPOT INCNOTE 0.375% 6/0443573AD267,43937,700,000PRN SOLE 37,700,00000
HUDSON EXECUTIVE INVES III*W EXP 02/22/20244376L1153280,000SH SOLE 80,00000
HUDSON EXECUTIVE INVES IIICOM CL A44376L1073,908400,000SH SOLE 400,00000
HUDSON EXECUTIVE INVS CORP I*W EXP 01/31/2024437601111950,411SH SOLE 50,41100
HUDSON EXECUTIVE INVS CORP ICOM CL A4437601031,970201,645SH SOLE 201,64500
HUNT COMPANIES ACQUISITIO*W EXP 99/99/999G464821241875,000SH SOLE 75,00000
HUNT COMPANIES ACQUISITIOCL ACOMG464821081,503150,000SH SOLE 150,00000
HYZON MOTORS INC*W EXP 10/02/20244951Y11013780,127SH SOLE 80,12700
I3 VERTICALS LLCNOTE 1.000% 2/144933TAB210,87811,000,000PRN SOLE 11,000,00000
ICONIC SPORTS ACQUISITION CO*W EXP 10/12/202G4712C11576250,000SH SOLE 250,00000
ICONIC SPORTS ACQUISITION COCL A ORD SHSG4712C1075,000500,000SH SOLE 500,00000
IG ACQUISITION CORP*W EXP 10/05/2024495341141650,000SH SOLE 50,00000
IG ACQUISITION CORPCOM CL A449534106986100,000SH SOLE 100,00000
INDEPENDENCE HOLDINGS CORPCLASS A ORD SHSG4761A10124525,000SH SOLE 25,00000
INDUSTRIAL TECH ACQSTNS II I*W EXP 03/31/20245635R1161350,000SH SOLE 50,00000
INDUSTRIAL TECH ACQSTNS II ICLASS A COM45635R108995100,000SH SOLE 100,00000
INFINERA CORPNOTE 2.125% 9/045667GAC727,91925,000,000PRN SOLE 25,000,00000
INFINITE ACQUISITION CORP*W EXP 11/23/202G480281232162,500SH SOLE 62,50000
INFINITE ACQUISITION CORPCL A ORD SHSG480281071,235125,000SH SOLE 125,00000
INFINT ACQUISITION CORP*W EXP 99/99/999G4786212617100,000SH SOLE 100,00000
INFINT ACQUISITION CORPCL A ORD SHSG478621002,000200,000SH SOLE 200,00000
INNOVATIVE INTL ACQUSITIN CO*W EXP 07/01/202G4809M12546200,000SH SOLE 200,00000
INNOVATIVE INTL ACQUSITIN COCLASS A ORDG4809M1094,000400,000SH SOLE 400,00000
INSIGHT ENTERPRISES INCNOTE 0.750% 2/145765UAB960,82337,671,000PRN SOLE 37,671,00000
INSPIRATO INCORPORATED*W EXP 02/11/20245791E1157337,500SH SOLE 37,50000
INSU ACQUISITION CORP III*W EXP 12/31/202457817112733,333SH SOLE 33,33300
INSU ACQUISITION CORP IIICOM CL A4578171041,964200,000SH SOLE 200,00000
INTEGRA LIFESCIENCES HLDGS CNOTE 0.500% 8/1457985AM110,2879,750,000PRN SOLE 9,750,00000
INTELLIGENT MEDI ACQSITN COR*W EXP 99/99/99945828D11435125,000SH SOLE 125,00000
INTELLIGENT MEDI ACQSITN CORCLASS A COM45828D1062,500250,000SH SOLE 250,00000
INTERPRIVATE III FINANCIAL PCOM CL A46064R1061,209122,386SH SOLE 122,38600
INTREXON CORPNOTE 3.500% 7/046122TAA04,1075,000,000PRN SOLE 5,000,00000
INVACARE CORPNOTE 5.000%11/1461203AL51,8112,075,000PRN SOLE 2,075,00000
INVACARE CORPNOTE 4.250% 3/1461203AQ48,83615,000,000PRN SOLE 15,000,00000
IONIS PHARMACEUTICALS INCNOTE 0.125%12/1462222AB658,04864,271,000PRN SOLE 64,271,00000
IRONWOOD PHARMACEUTICALS INCDBCV 2.250% 6/146333XAD010,11610,000,000SH SOLE 10,000,00000
IRONWOOD PHARMACEUTICALS INCNOTE 0.750% 6/146333XAF511,75610,416,000PRN SOLE 10,416,00000
ISLEWORTH HEALTHCARE ACQU CO*W EXP 08/02/20246468P1101275,000SH SOLE 75,00000
ISLEWORTH HEALTHCARE ACQU COCOM46468P1021,478149,316SH SOLE 149,31600
ITHAX ACQUISITION CORP*W EXP 02/01/202G497751281650,000SH SOLE 50,00000
ITHAX ACQUISITION CORPCL A SHSG4977510250350,924SH SOLE 50,92400
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JACK CREEK INVESTMENT CORP*W EXP 10/01/202G4989X12359274,854SH SOLE 274,85400
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JACKSON ACQUISITION CO*W EXP 99/99/99946653C11435175,000SH SOLE 175,00000
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JAWS HURRICANE ACQUISITN COR*W EXP 03/26/20247201B1111925,000SH SOLE 25,00000
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JAZZ INVESTMENTS I LTDNOTE 1.500% 8/1472145AD365,34663,541,000PRN SOLE 63,541,00000
JIYA ACQUISITION CORPCOM CL A47760M1029810,000SH SOLE 10,00000
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KADEM SUSTAINABLE IMPACT COR*W EXP 03/16/20248284E113149865,000SH SOLE 865,00000
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KAIROS ACQUISITION CORP*W EXP 11/30/202G5211010621125,000SH SOLE 125,00000
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KBR INCNOTE 2.500%11/048242WAB225,12611,500,000PRN SOLE 11,500,00000
KENSINGTON CAPITAL ACQUISITI*W EXP 99/99/999G5251K129101168,750SH SOLE 168,75000
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KERNEL GROUP HOLDINGS INC*W EXP 02/02/202G5259L1291662,500SH SOLE 62,50000
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KHOSLA VENTURES ACQUISITIONCL A4825041072,713277,399SH SOLE 277,39900
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KINS TECHNOLOGY GROUP INC*W EXP 10/14/20249714K11720150,000SH SOLE 150,00000
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KISMET ACQUISITION THREE CORCL A SHARESG5276C1101,463149,399SH SOLE 149,39900
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KKR ACQUISITION HOLDING I CO*W EXP 99/99/99948253T1171725,000SH SOLE 25,00000
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KL ACQUISITION CORP*W EXP 01/12/20249837C117833,333SH SOLE 33,33300
KL ACQUISITION CORPCOM CL A49837C10947748,650SH SOLE 48,65000
KLDISCOVERY INC*W EXP 02/24/2024984551123601,444,593SH SOLE 1,444,59300
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KORE GROUP HOLDINGS INC*W EXP 99/99/99950066V1154850,000SH SOLE 50,00000
L CATTERTON ASIA ACQUISITION*W EXP 03/08/202G5346G1171433,333SH SOLE 33,33300
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LDH GROWTH CORP ICLASS A ORD SHSG5409410019620,000SH SOLE 20,00000
LEAFLY HOLDINGS INC*W EXP 11/07/20252178J113373286,595SH SOLE 286,59500
LEAFLY HOLDINGS INCCOM52178J10512,1922,400,000SH SOLE 2,400,00000
LEFTERIS ACQUISITION CORP*W EXP 10/23/20252470X1171040,500SH SOLE 40,50000
LENDINGTREE INCNOTE 0.500% 7/152603BAD914,44817,500,000PRN SOLE 17,500,00000
LENDINGTREE INC NEWNOTE 0.625% 6/052603BAA57,2747,259,000PRN SOLE 7,259,00000
LEO HLDGS CORP II*W EXP 01/07/202G5463R1282675,000SH SOLE 75,00000
LEO HLDGS CORP IICOM CL AG5463R1022,940300,000SH SOLE 300,00000
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LEVERE HOLDINGS CORP*W EXP 03/09/202G5462L122929,199SH SOLE 29,19900
LEVERE HOLDINGS CORPCLASS A ORD SHSG5462L10685987,600SH SOLE 87,60000
LF CAPITAL ACQUISITION CORP*W EXP 05/19/20250202D11019100,000SH SOLE 100,00000
LF CAPITAL ACQUISITION CORPCLASS A COM50202D1021,998200,000SH SOLE 200,00000
LIBERTY BROADBAND CORPNOTE 2.750% 9/1530307AA512,83813,010,000PRN SOLE 13,010,00000
LIBERTY BROADBAND CORPNOTE 1.250% 9/1530307AC143,27445,000,000PRN SOLE 45,000,00000
LIBERTY INTERACTIVE LLCNOTE 1.750% 9/1530610AD653,66432,901,000PRN SOLE 32,901,00000
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LIBERTY MEDIA CORPNOTE 0.500% 12/0531229AK824,18317,000,000PRN SOLE 17,000,00000
LIBERTY MEDIA CORP DELNOTE 1.000% 1/3531229AF957,04830,000,000PRN SOLE 30,000,00000
LIBERTY RES ACQUISITION CORPCLASS A COM53118A1051,499150,000SH SOLE 150,00000
LIBERTY RES ACQUISITION CORP*W EXP 10/31/20253118A11334150,000SH SOLE 150,00000
LIGAND PHARMACEUTICALS INCNOTE 0.750% 5/153220KAF511,43111,645,000PRN SOLE 11,645,00000
LILIUM N V*W EXP 09/14/202N525861172841,999SH SOLE 41,99900
LIVANOVA USA INCNOTE 3.000% 12/1538030AB310,7587,000,000PRN SOLE 7,000,00000
LIVE NATION ENTERTAINMENT INNOTE 2.500% 3/1538034AQ235,48920,000,000PRN SOLE 20,000,00000
LIVE OAK MOBILITY ACQUISI CO*W EXP 03/04/2025381261111839,999SH SOLE 39,99900
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LIVEPERSON INCNOTE 12/1538146AD33,1603,950,000PRN SOLE 3,950,00000
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LMF ACQUISITION OPPORTUNIT I*W EXP 01/26/202502015118840,000SH SOLE 40,00000
LOCAL BOUNTI CORP*W EXP 99/99/99953960E1144222,298SH SOLE 22,29800
LONGVIEW ACQUISITION CORP II*W EXP 99/99/99954319Q1131330,000SH SOLE 30,00000
LONGVIEW ACQUISITION CORP IICOM CL A54319Q1054,392450,000SH SOLE 450,00000
LUMENTUM HLDGS INCNOTE 0.250% 3/155024UAB534,77521,000,000PRN SOLE 21,000,00000
M3 BRIGADE ACQUISITION II COCOM CL A55380010348349,452SH SOLE 49,45200
M3 BRIGADE ACQUISITION III*W EXP 07/31/20255407R11183333,333SH SOLE 333,33300
M3 BRIGADE ACQUISITION IIICL A COM55407R1039,9601,000,000SH SOLE 1,000,00000
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MALACCA STRAITS ACQUISITION*W EXP 99/99/999G5859B109532,637SH SOLE 32,63700
MANNKIND CORPNOTE 2.500% 3/056400PAQ510,03210,000,000PRN SOLE 10,000,00000
MARKETWISE INC*W EXP 07/19/20257064P115146200,000SH SOLE 200,00000
MARKFORGED HOLDING CORPORATI*W EXP 07/14/20257064N1101728,034SH SOLE 28,03400
MARLIN TECHNOLOGY CORP*W EXP 01/12/202G5841111034116,666SH SOLE 116,66600
MARLIN TECHNOLOGY CORPCL A SHSG584111023,437350,000SH SOLE 350,00000
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MASON INDUSTRIAL TECHNOLGY ICOM CL A57520Y1061,941198,700SH SOLE 198,70000
MDH ACQUISITION CORP*W EXP 02/02/20255283P1141275,000SH SOLE 75,00000
MDH ACQUISITION CORPCOM CL A55283P1062,131218,096SH SOLE 218,09600
MEDTECH ACQUISITION CORPCOM CL A58507N10519620,000SH SOLE 20,00000
MERCADOLIBRE INCNOTE 2.000% 8/158733RAD4110,92340,000,000PRN SOLE 40,000,00000
MERCATO PARTNERS ACQUISITION*W EXP 99/99/99958759A11680250,000SH SOLE 250,00000
MERCATO PARTNERS ACQUISITIONCLASS A COM58759A1084,970500,000SH SOLE 500,00000
METROMILE INC*W EXP 02/09/202591697115750,242SH SOLE 50,24200
MODEL N INCNOTE 2.625% 6/0607525AB819,58117,440,000PRN SOLE 17,440,00000
MONEYLION INC*W EXP 09/22/20260938K11454141,750SH SOLE 141,75000
MONTEREY BIO ACQUISITION CORCOM61240F1082,490250,000SH SOLE 250,00000
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MONUMENT CIRCLE ACQUISITN COCOM CL A61531M1012,448250,000SH SOLE 250,00000
MORINGA ACQUISITION CORP*W EXP 02/22/202G6S23K1241250,000SH SOLE 50,00000
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MOTIVE CAPITAL CORP II*W EXP 99/99/999G6293R1143483,333SH SOLE 83,33300
MOTIVE CAPITAL CORP IICL A ORDG6293R1062,480250,000SH SOLE 250,00000
MOUNTAIN & CO I ACQUISITN CO*W EXP 09/30/202G6301J1122887,500SH SOLE 87,50000
MOUNTAIN & CO I ACQUISITN COCLASS A ORDG6301J1041,764175,000SH SOLE 175,00000
MULTIPLAN CORPORATION*W EXP 02/13/20262548M118643624,050SH SOLE 624,05000
NABORS ENERGY TRANSITION COR*W EXP 11/17/20262956711657150,000SH SOLE 150,00000
NABORS ENERGY TRANSITION CORCL A COM6295671082,994300,000SH SOLE 300,00000
NATIONAL VISION HLDGS INCNOTE 2.500% 5/163845RAB346,54830,000,000PRN SOLE 30,000,00000
NEOGENOMICS INCNOTE 0.250% 1/164049MAB62,6904,000,000PRN SOLE 4,000,00000
NERDY INC*W EXP 08/16/20264081V1173227,000SH SOLE 27,00000
NEUROCRINE BIOSCIENCES INCNOTE 2.250% 5/164125CAD160,27745,447,000PRN SOLE 45,447,00000
NEW RELIC INCNOTE 0.500% 5/064829BAB6105,756104,606,000PRN SOLE 104,606,00000
NEW VISTA ACQUISITION CORP*W EXP 02/01/202G6529L1213076,015SH SOLE 76,01500
NEW VISTA ACQUISITION CORPCL A SHSG6529L1052,233228,048SH SOLE 228,04800
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NEXTERS INC*W EXP 08/26/202G6529J11889124,999SH SOLE 124,99900
NIGHTDRAGON ACQUISITION CORP*W EXP 02/26/20265413D113510,000SH SOLE 10,00000
NIGHTDRAGON ACQUISITION CORPCLASS A COM65413D10548950,000SH SOLE 50,00000
NOBLE ROCK ACQUISITION CORP*W EXP 01/31/202G6546R1191566,666SH SOLE 66,66600
NOBLE ROCK ACQUISITION CORPCL A SHSG6546R1011,962200,000SH SOLE 200,00000
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NORTHERN STAR INVEST CORP II*W EXP 02/25/20266574L118716,666SH SOLE 16,66600
NORTHERN STAR INVEST CORP IICOM CL A66574L100979100,000SH SOLE 100,00000
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NORTONLIFELOCK INCNOTE 2.000% 8/1668771AB4112,54985,071,000PRN SOLE 85,071,00000
NRG ENERGY INCDBCV 2.750% 6/0629377CG55,5675,000,000SH SOLE 5,000,00000
NUTANIX INCNOTE 1/167059NAB415,21615,391,000PRN SOLE 15,391,00000
NUVASIVE INCNOTE 1.000% 6/0670704AL970,31269,947,000PRN SOLE 69,947,00000
OAKTREE ACQUISITION CORP II*W EXP 09/15/202G6715X1114670,399SH SOLE 70,39900
OAKTREE ACQUISITION CORP IICL A SHSG6715X1032,507251,941SH SOLE 251,94100
OCA ACQUISITION CORPCOM CL A67086510425125,000SH SOLE 25,00000
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OFFERPAD SOLUTIONS INC*W EXP 10/16/20267623L1174454,000SH SOLE 54,00000
OKTA INCNOTE 0.375% 6/1679295AF29,83710,000,000PRN SOLE 10,000,00000
OKTA INCNOTE 0.125% 9/0679295AD716,26515,125,000PRN SOLE 15,125,00000
OMEGA ALPHA SPACCL AG6749V1079810,000SH SOLE 10,00000
OMNICHANNEL ACQUISITION CORPCOM CL A68218L1083,310332,033SH SOLE 332,03300
ONE EQUITY PARTNERS OPEN WTR*W EXP 01/14/20268237L11333100,000SH SOLE 100,00000
ONE EQUITY PARTNERS OPEN WTRCL A68237L1052,936299,900SH SOLE 299,90000
ORION ACQUISITION CORPCOM CL A68626A10834235,000SH SOLE 35,00000
OSI SYSTEMS INCNOTE 1.250% 9/0671044AD715,07115,000,000PRN SOLE 15,000,00000
OTR ACQUISITION CORP*W EXP 11/30/20267113Q11329150,000SH SOLE 150,00000
OTR ACQUISITION CORPCOM CL A67113Q1052,653260,114SH SOLE 260,11400
OWLET INC*W EXP 09/14/20269120X11577100,000SH SOLE 100,00000
P3 HEALTH PARTNERS INC*W EXP 99/99/999744413113160100,624SH SOLE 100,62400
PALO ALTO NETWORKS INCNOTE 0.375% 6/0697435AF2129,89061,513,000PRN SOLE 61,513,00000
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435AD7271,471115,743,000PRN SOLE 115,743,00000
PAPAYA GRWT OPPORTUNITY CORP*W EXP 12/31/20269882P11020125,000SH SOLE 125,00000
PAPAYA GRWT OPPORTUNITY CORPCLASS A COM69882P1022,483250,000SH SOLE 250,00000
PARSONS CORP DELNOTE 0.250% 8/170202LAB85,2995,000,000PRN SOLE 5,000,00000
PATHFINDER ACQUISITION CORPCL AG041191063,070313,617SH SOLE 313,61700
PEAR THERAPEUTICS INC*W EXP 99/99/9997047231132633,333SH SOLE 33,33300
PEARL HOLDINGS ACQUISITN COR*W EXP 12/15/202G445251141037,500SH SOLE 37,50000
PEARL HOLDINGS ACQUISITN CORCLASS A ORD SHSG4452510674175,000SH SOLE 75,00000
PEGASUS DIGITAL MOBILITY ACQ*W EXP 99/99/999G69768110231462,500SH SOLE 462,50000
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PEGASYSTEMS INCNOTE 0.750% 3/0705573AB932,45634,291,000PRN SOLE 34,291,00000
PERCEPTION CAPITAL CORP II*W EXP 10/25/202G7007D11037150,000SH SOLE 150,00000
PERCEPTION CAPITAL CORP IICLASS A ORDG7007D1022,997300,000SH SOLE 300,00000
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PERSHING SQUARE TONTINE HLDGCOM CL A71531R1099,945500,000SH SOLE 500,00000
PG&E CORPUNIT 99/99/999969331C1402,81425,000SH SOLE 25,00000
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PINE TECHNOLOGY ACQUISITN COCLASS A COM7228501042,184223,100SH SOLE 223,10000
PIONEER MERGER CORP*W EXP 01/07/202G7S24C1111366,666SH SOLE 66,66600
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PIVOTAL INVESTMENT CORP III*W EXP 01/28/20272582M1142860,000SH SOLE 60,00000
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PLAYSTUDIOS INC*W EXP 06/17/20272815G11687104,019SH SOLE 104,01900
PLUM ACQUISITION CORP I*W EXP 03/15/202G7134L118920,000SH SOLE 20,00000
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PONTEM CORPORATIONSHS CL AG717071061,962200,000SH SOLE 200,00000
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POST HOLDINGS PARTNERING COR*W EXP 04/12/2027374651121933,032SH SOLE 33,03200
POST HOLDINGS PARTNERING CORCOM SER A73746510496999,097SH SOLE 99,09700
POWERED BRANDS*W EXP 01/07/202G7209M116616,666SH SOLE 16,66600
POWERED BRANDSCL AG7209M10849250,000SH SOLE 50,00000
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PROCAPS GROUP S A*W EXP 04/01/202L7756P110300400,000SH SOLE 400,00000
PROJECT ENERGY REIMAGINED AC*W EXP 10/28/202G72556114340618,750SH SOLE 618,75000
PROJECT ENERGY REIMAGINED ACCLASS A ORDG7255610612,0531,237,500SH SOLE 1,237,50000
PROOF ACQUISITION CORP I*W EXP 99/99/99974349W11256200,000SH SOLE 200,00000
PROOF ACQUISITION CORP ICL A COM74349W1043,960400,000SH SOLE 400,00000
PROPTECH INVESTMENT CORP II*W EXP 12/08/2027434971172283,333SH SOLE 83,33300
PROPTECH INVESTMENT CORP IICOM CL A7434971091,186120,999SH SOLE 120,99900
PROS HOLDINGS INCNOTE 1.000% 5/174346YAH614,85215,905,000PRN SOLE 15,905,00000
PROSPECTOR CAPITAL CORP*W EXP 01/01/202G7273A113933,333SH SOLE 33,33300
PROSPECTOR CAPITAL CORPCL AG7273A105981100,000SH SOLE 100,00000
PROVIDENT ACQUISITION CORP*W EXP 01/08/202G7282L1262150,000SH SOLE 50,00000
PROVIDENT ACQUISITION CORPCL AG7282L10058158,907SH SOLE 58,90700
PTC THERAPEUTICS INCNOTE 3.000% 8/169366JAB715,84815,519,000PRN SOLE 15,519,00000
PTK ACQUISITION CORP*W EXP 12/12/202M9607U1074475,000SH SOLE 75,00000
PURE STORAGE INCNOTE 0.125% 4/174624MAB893,98267,179,000PRN SOLE 67,179,00000
PWP FORWARD ACQUISITION CORP*W EXP 03/12/20274709Q1191750,000SH SOLE 50,00000
PWP FORWARD ACQUISITION CORPCLASS A COM74709Q1012,445250,000SH SOLE 250,00000
PYROPHYTE ACQUISITION CORP*W EXP 05/03/202G7308P12767150,000SH SOLE 150,00000
PYROPHYTE ACQUISITION CORPCL A ORD SHSG7308P1012,982300,000SH SOLE 300,00000
Q2 HLDGS INCNOTE 0.125%11/174736LAF611,04512,736,000PRN SOLE 12,736,00000
QUANERGY SYSTEMS INC*W EXP 02/01/20274764U11256225,000SH SOLE 225,00000
QUANTUM FINTECH ACQUISTIN COCOMMON STOCK74767A1052,643267,513SH SOLE 267,51300
QUEENS GAMBIT GROWTH CAPITAL*W EXP 01/19/202G7315C11968100,000SH SOLE 100,00000
RAPID7 INCNOTE 2.250% 5/0753422AD663,07933,000,000PRN SOLE 33,000,00000
RAPID7 INCNOTE 0.250% 3/1753422AF192,30774,000,000PRN SOLE 74,000,00000
RCF ACQUISITION CORP*W EXP 99/99/999G7330C11036100,000SH SOLE 100,00000
RCF ACQUISITION CORPCL A COMG7330C1021,988200,000SH SOLE 200,00000
RECHARGE ACQUISITION CORP*W EXP 10/05/2027562291181250,000SH SOLE 50,00000
RECHARGE ACQUISITION CORPCOM CL A756229100997100,000SH SOLE 100,00000
REDBALL ACQUISITION CORP*W EXP 08/17/202G7417R113204239,817SH SOLE 239,81700
REDBALL ACQUISITION CORPCOM CL AG7417R1057,066711,606SH SOLE 711,60600
RENEW ENERGY GLOBAL PLC*W EXP 08/30/202G7500M120207116,666SH SOLE 116,66600
REPLIGEN CORPNOTE 0.375% 7/1759916AB525,19114,500,000PRN SOLE 14,500,00000
RESERVOIR MEDIA INC*W EXP 08/26/20276119X1135625,000SH SOLE 25,00000
REVELSTONE CAPITAL ACQSTN CO*W EXP 09/15/20276137R114149675,000SH SOLE 675,00000
REVELSTONE CAPITAL ACQSTN COCLASS A COM76137R10613,2031,350,000SH SOLE 1,350,00000
REVOLUTION HEALTHCAR AQ CORP*W EXP 12/31/20276155Y1161840,000SH SOLE 40,00000
REVOLUTION HEALTHCAR AQ CORPCLASS A COM76155Y1081,962200,000SH SOLE 200,00000
RHNOTE 9/174967XAD56,5614,000,000PRN SOLE 4,000,00000
RICE ACQUISITION CORP II*W EXP 99/99/999G755291261625,000SH SOLE 25,00000
RICE ACQUISITION CORP IISHS CL AG75529100986100,000SH SOLE 100,00000
RIGEL RESOURCE ACQ CORP*W EXP 99/99/999G7573M11490225,000SH SOLE 225,00000
RIGEL RESOURCE ACQ CORPCL A ORD SHSG7573M1064,466450,000SH SOLE 450,00000
RINGCENTRAL INCNOTE 3/076680RAF418,16020,754,000PRN SOLE 20,754,00000
RINGCENTRAL INCNOTE 3/176680RAH043,94653,149,000PRN SOLE 53,149,00000
RMG ACQUISITION CORP III*W EXP 02/08/202G760881222659,999SH SOLE 59,99900
RMG ACQUISITION CORP IIICL A SHSG760881062,940300,000SH SOLE 300,00000
ROCKET INTERNET GRWT OPRT CO*W EXP 99/99/999G7613T1291025,000SH SOLE 25,00000
ROCKET INTERNET GRWT OPRT COSHS CL AG7613T103980100,000SH SOLE 100,00000
ROIVANT SCIENCES LTD*W EXP 09/30/202G76279119176200,000SH SOLE 200,00000
ROSE HILL ACQUISITION CORP*W EXP 10/07/202G7637J1231350,000SH SOLE 50,00000
ROSE HILL ACQUISITION CORPCLASS A ORDG7637J1071,001100,000SH SOLE 100,00000
ROSECLIFF ACQUISITION CORP I*W EXP 02/11/20277732R1111366,666SH SOLE 66,66600
ROSECLIFF ACQUISITION CORP ICOM CL A77732R1034,885500,000SH SOLE 500,00000
ROSS ACQUISITION CORP II*W EXP 02/01/202G7641C1142766,666SH SOLE 66,66600
ROSS ACQUISITION CORP IISHS CL AG7641C1061,964200,000SH SOLE 200,00000
SAILPOINT TECHNOLOGIES HLDGSNOTE 0.125% 9/178781PAB137,62320,250,000PRN SOLE 20,250,00000
SARCOS TECHN AND ROBOTICS CO*W EXP 06/15/20280359A1142724,900SH SOLE 24,90000
SARISSA CAPITAL ACQUISITN CO*W EXP 10/23/202G7823W1101851,134SH SOLE 51,13400
SARISSA CAPITAL ACQUISITN COCL AG7823W1021,367138,063SH SOLE 138,06300
SATELLOGIC INC*W EXP 01/25/202G7823S1196991,779SH SOLE 91,77900
SCHULTZE SPL PURP ACQ CORP I*W EXP 04/13/202808212112145371,250SH SOLE 371,25000
SCHULTZE SPL PURP ACQ CORP ICLASS A COM8082121047,336742,500SH SOLE 742,50000
SCIENCE STRATEGIC ACQ ALPHA*W EXP 01/20/202808641112523,000SH SOLE 23,00000
SCIENCE STRATEGIC ACQ ALPHACOM CL A80864110434535,143SH SOLE 35,14300
SCION TECH GROWTH I*W EXP 11/01/202G3106711245166,666SH SOLE 166,66600
SCION TECH GROWTH ICL A SHSG310671044,910500,000SH SOLE 500,00000
SCION TECH GROWTH II*W EXP 01/28/202G310701161550,000SH SOLE 50,00000
SCION TECH GROWTH IICL A SHSG310701081,470150,000SH SOLE 150,00000
SCP & CO HEALTHCARE ACQUSTN*W EXP 01/27/20278406511220100,000SH SOLE 100,00000
SCP & CO HEALTHCARE ACQUSTNCOM CL A7840651041,956200,000SH SOLE 200,00000
SCULPTOR ACQUISITION CORP I*W EXP 99/99/999G7T98311138125,000SH SOLE 125,00000
SCULPTOR ACQUISITION CORP ICL A COMG7T9831032,480250,000SH SOLE 250,00000
SCVX CORP*W EXP 01/24/202G7944811759298,300SH SOLE 298,30000
SEA LTDNOTE 0.250% 9/181141RAG518,41823,000,000PRN SOLE 23,000,00000
SEMPER PARATUS ACQUISITION C*W EXP 11/04/202G8028L13134125,000SH SOLE 125,00000
SEMPER PARATUS ACQUISITION CCLASS A ORDG8028L1072,498250,000SH SOLE 250,00000
SENIOR CONNECT ACQUISITN COR*W EXP 12/31/20281723H11645250,000SH SOLE 250,00000
SENIOR CONNECT ACQUISITN CORCOM CL A81723H1084,910500,000SH SOLE 500,00000
SHAPEWAYS HOLDINGS INC*W EXP 99/99/99981947T11082237,885SH SOLE 237,88500
SHARECARE INC*W EXP 07/01/20281948W1122480,999SH SOLE 80,99900
SHOULDERUP TECHNOLOGY ACQUIS*W EXP 11/17/20282537G11238112,500SH SOLE 112,50000
SHOULDERUP TECHNOLOGY ACQUISCL A COM82537G1042,221225,000SH SOLE 225,00000
SIGNA SPORTS UNITED NV*W EXP 99/99/999N80029114123233,333SH SOLE 233,33300
SILVER CREST ACQUISITION COR*W EXP 12/15/202G8135512879175,000SH SOLE 175,00000
SILVER CREST ACQUISITION CORCL A SHSG813551024,915500,000SH SOLE 500,00000
SILVER SPIKE ACQUISITN CORP*W EXP 02/26/202G8201H113825,000SH SOLE 25,00000
SILVER SPIKE ACQUISITN CORPCLASS A ORD SHSG8201H105979100,000SH SOLE 100,00000
SIMON PROPERTY GRP ACQ HOLDI*W EXP 02/04/20282880R1112452,067SH SOLE 52,06700
SIMON PROPERTY GRP ACQ HOLDICOM CL A82880R1032,546260,342SH SOLE 260,34200
SIZZLE ACQUISITION CORP*W EXP 11/02/20283014E11716100,000SH SOLE 100,00000
SIZZLE ACQUISITION CORPCOMMON STOCK83014E1091,990200,000SH SOLE 200,00000
SKY HARBOUR GROUP CORPORATIO*W EXP 10/21/20283085C115189125,000SH SOLE 125,00000
SLAM CORP*W EXP 02/23/202G8210L1212662,500SH SOLE 62,50000
SLAM CORPCL A SHSG8210L1052,443250,000SH SOLE 250,00000
SNAP INCNOTE 0.750% 8/083304AAB222,80513,000,000PRN SOLE 13,000,00000
SOAR TECHNOLOGY ACQUISN CORP*W EXP 99/99/999G8247212070200,000SH SOLE 200,00000
SOAR TECHNOLOGY ACQUISN CORPCL A COMG824721126,078600,000SH SOLE 600,00000
SOC TELEMED INC*W EXP 11/30/20278472F119122150,000SH SOLE 150,00000
SOCIAL CAP SUVRETTA HLD CRPICLASS A ORD SHSG8253W10974375,000SH SOLE 75,00000
SOCIAL CAP SUVRETTA HLDS CPCLASS A ORD SHSG8253Y10573175,000SH SOLE 75,00000
SOCIAL CAP SUVRETTA HLDS CRPCLASS A ORD SHSG8253T10674275,000SH SOLE 75,00000
SOCIAL CAP SUVRETTA HLDS CRPCLASS A ORD SHSG8253U10373175,000SH SOLE 75,00000
SOCIAL CAPITAL HEDOSOPHA HLDSHS CL AG8251L1053,270323,731SH SOLE 323,73100
SOCIAL LEVERAGE ACQUISN CORP*W EXP 02/17/20283363K1102050,000SH SOLE 50,00000
SOCIAL LEVERAGE ACQUISN CORPCOM CL A83363K1021,958200,000SH SOLE 200,00000
SOUTHPORT ACQUISITION CORP*W EXP 99/99/99984465L11341150,000SH SOLE 150,00000
SOUTHPORT ACQUISITION CORPCL A COM84465L1052,979300,000SH SOLE 300,00000
SPINDLETOP HEALTH ACQUISITIO*W EXP 99/99/99984854Q11145200,000SH SOLE 200,00000
SPINDLETOP HEALTH ACQUISITIOCOM CL A84854Q1033,984400,000SH SOLE 400,00000
SPIRE GLOBAL INC*W EXP 01/01/20384856011639150,000SH SOLE 150,00000
SPIRIT AIRLS INCNOTE 1.000% 5/1848577AB82,2692,500,000PRN SOLE 2,500,00000
SPLUNK INCNOTE 0.500% 9/1848637AC830,43926,500,000PRN SOLE 26,500,00000
SPORTS VENTURES ACQUISIN COR*W EXP 11/30/202G8372A1294033,333SH SOLE 33,33300
SPORTS VENTURES ACQUISIN CORCL A SHSG8372A10338538,961SH SOLE 38,96100
SPORTSTEK ACQUISITION CORP*W EXP 02/16/20284919611819100,000SH SOLE 100,00000
SPORTSTEK ACQUISITION CORPCOM CL A8491961001,954200,000SH SOLE 200,00000
SPOTIFY USA INCNOTE 3/184921RAB631,65837,000,000PRN SOLE 37,000,00000
SPRING VY ACQUISITION CORPCL AG8377A1081,047100,000SH SOLE 100,00000
SQUARE INCNOTE 0.125% 3/0852234AF07,8846,000,000PRN SOLE 6,000,00000
ST ENERGY TRANSITION I LTD*W EXP 12/02/202G8465L115925,000SH SOLE 25,00000
ST ENERGY TRANSITION I LTDCL A ORD SHSG8465L10749350,000SH SOLE 50,00000
STARRY GROUP HOLDINGS INC*W EXP 99/99/99985572U1107181,000SH SOLE 81,00000
SUNLIGHT FINANCIAL HOLDINGS*W EXP 07/09/20286738J114124141,200SH SOLE 141,20000
SUPERNOVA PARTN ACQ CO III L*W EXP 99/99/999G8T90F128920,000SH SOLE 20,00000
SUPERNOVA PARTN ACQ CO III LSHS CL AG8T90F102978100,000SH SOLE 100,00000
SUPERNUS PHARMACEUTICALSNOTE 0.625% 4/0868459AD094,53795,694,000PRN SOLE 95,694,00000
SUSTAINABLE DEVELP ACQU I CO*W EXP 02/04/20286934L1111137,500SH SOLE 37,50000
SUSTAINABLE DEVELP ACQU I COCOM CL A86934L10373475,000SH SOLE 75,00000
SVF INVESTMENT CORP*W EXP 12/20/202G8601L1281018,000SH SOLE 18,00000
SVF INVESTMENT CORPCL A SHSG8601L1021,470150,000SH SOLE 150,00000
SVF INVESTMENT CORP 2CL A SHSG8601M10011812,000SH SOLE 12,00000
SVF INVESTMENT CORP 3CL A SHSG8601N10846947,372SH SOLE 47,37200
SYSTEM1 INC*W EXP 99/99/99987200P1179760,750SH SOLE 60,75000
TAILWIND ACQUISITION CORPCOM CL A87403Q1021,484150,000SH SOLE 150,00000
TAILWIND INTERNATNAL ACQ COR*W EXP 03/01/202G8662F119733,333SH SOLE 33,33300
TAILWIND INTERNATNAL ACQ CORCOM CL AG8662F101979100,000SH SOLE 100,00000
TALON 1 ACQUISITION CORP*W EXP 07/30/202G8665611634112,500SH SOLE 112,50000
TALON 1 ACQUISITION CORPCLASS A ORDG866561082,261225,000SH SOLE 225,00000
TARGET GLOBAL ACQUISI I CORP*W EXP 12/08/202G8675N1251041,666SH SOLE 41,66600
TARGET GLOBAL ACQUISI I CORPCLASS A ORD SHSG8675N1091,238125,000SH SOLE 125,00000
TARGET HOSPITALITY CORP*W EXP 03/15/20287615L1152550,000SH SOLE 50,00000
TASTEMAKER ACQUISITION CORP*W EXP 01/07/20287654511233150,000SH SOLE 150,00000
TASTEMAKER ACQUISITION CORPCOM CL A8765451042,970300,000SH SOLE 300,00000
TCV ACQUISITION CORPCL A SHSG8704C12424425,000SH SOLE 25,00000
TCW SPECIAL PURPOSE ACQU COR*W EXP 99/99/99987301L1142266,666SH SOLE 66,66600
TCW SPECIAL PURPOSE ACQU CORCOM CL A87301L1061,950200,000SH SOLE 200,00000
TECH AND ENERGY TRANSITION*W EXP 03/31/20287823R110933,332SH SOLE 33,33200
TECH AND ENERGY TRANSITIONCLASS A COM87823R102977100,000SH SOLE 100,00000
TECHTARGET INCNOTE 0.125%12/187874RAB6280213,000PRN SOLE 213,00000
THE MUSIC ACQUISITION CORP*W EXP 02/05/20262752R118837,500SH SOLE 37,50000
THE MUSIC ACQUISITION CORPCOM CLASS A62752R10042243,252SH SOLE 43,25200
THE ONCOLOGY INSTITUTE INC*W EXP 11/15/20268236X1182925,000SH SOLE 25,00000
THERAVANCE BIOPHARMA INCNOTE 3.250%11/088339KAA05,4055,500,000PRN SOLE 5,500,00000
THUNDER BRDG CAP PRTNRS IV I*W EXP 04/30/20288605L1151320,000SH SOLE 20,00000
THUNDER BRDG CAP PRTNRS IV ICLASS A COM88605L107988100,000SH SOLE 100,00000
THUNDER BRIDGE CAP PRTNRS II*W EXP 02/15/20288605T1183160,000SH SOLE 60,00000
THUNDER BRIDGE CAP PRTNRS IICOM CL A88605T1002,946300,000SH SOLE 300,00000
TIGA ACQUISITION CORP*W EXP 11/06/202G886721112150,000SH SOLE 50,00000
TISHMAN SPEYER INNOVATION CO*W EXP 02/11/20288825H1182359,999SH SOLE 59,99900
TISHMAN SPEYER INNOVATION COCOM CL A88825H1002,940300,000SH SOLE 300,00000
TKB CRITICAL TECHNOLOGIES 1*W EXP 10/20/202G8893512035100,000SH SOLE 100,00000
TKB CRITICAL TECHNOLOGIES 1CLASS A ORDG889351122,000200,000SH SOLE 200,00000
TLG ACQUISITION ONE CORP*W EXP 01/25/20287257M1161472,633SH SOLE 72,63300
TLG ACQUISITION ONE CORPCOM CL A87257M1082,121216,700SH SOLE 216,70000
TLGY ACQUISITION CORPORATION*W EXP 11/09/202G8656T1251050,000SH SOLE 50,00000
TLGY ACQUISITION CORPORATIONCLASS A ORD SHSG8656T109996100,000SH SOLE 100,00000
TMC THE METALS COMPANY INC*W EXP 09/09/20287261Y1144067,500SH SOLE 67,50000
TORTOISEECOFIN ACQUISITION C*W EXP 07/22/202G8956E1171937,500SH SOLE 37,50000
TORTOISEECOFIN ACQUISITION CSHS CL AG8956E1091,458150,000SH SOLE 150,00000
TREPONT ACQUISITION CORP I*W EXP 11/24/202G9095M12715100,000SH SOLE 100,00000
TREPONT ACQUISITION CORP ISHS CL AG9095M1012,011200,000SH SOLE 200,00000
TRINE II ACQUISITION CORP*W EXP 99/99/999G9059F1181450,000SH SOLE 50,00000
TRINE II ACQUISITION CORPCL A ORD SHSG9059F100995100,000SH SOLE 100,00000
TUATARA CAPITAL ACQUISITN CO*W EXP 02/11/202G9118J1191750,000SH SOLE 50,00000
TUATARA CAPITAL ACQUISITN COCL A SHSG9118J1014,554460,898SH SOLE 460,89800
TUSCAN HLDGS CORP II*W EXP 04/01/20290070A11162120,400SH SOLE 120,40000
TWELVE SEAS INVESTMENT CO II*W EXP 03/02/20290118T114933,333SH SOLE 33,33300
TWELVE SEAS INVESTMENT CO IICOM CL A90118T106977100,000SH SOLE 100,00000
TWIN RIDGE CAPITAL ACQUIS CO*W EXP 03/07/202G9151L1201766,666SH SOLE 66,66600
TWIN RIDGE CAPITAL ACQUIS COSHS CL AG9151L1041,958200,000SH SOLE 200,00000
TWOCOM CL AG9152V101978100,000SH SOLE 100,00000
TZP STRATEGIES ACQUISTN CORP*W EXP 01/06/202G915951191348,333SH SOLE 48,33300
TZP STRATEGIES ACQUISTN CORPCL A SHSG915951011,082110,396SH SOLE 110,39600
UNDER ARMOUR INCNOTE 1.500% 6/0904311AC12,4921,500,000PRN SOLE 1,500,00000
USHG ACQUISITION CORPCOM CL A91748P1002,227220,300SH SOLE 220,30000
UTA ACQUISITION CORPORATION*W EXP 10/30/202G9473A1172575,000SH SOLE 75,00000
UTA ACQUISITION CORPORATIONCLASS A ORD SHSG9473A1091,479150,000SH SOLE 150,00000
UWM HOLDINGS CORPORATION*W EXP 01/21/20291823B117820,560SH SOLE 20,56000
VAHANNA TECH EDGE ACQSTN I C*W EXP 11/30/202G9320Z1171850,000SH SOLE 50,00000
VAHANNA TECH EDGE ACQSTN I CCLASS A ORDG9320Z109999100,000SH SOLE 100,00000
VAREX IMAGING CORPNOTE 4.000% 6/092214XAB255,63643,488,000PRN SOLE 43,488,00000
VARONIS SYS INCNOTE 1.250% 8/1922280AB825,11015,000,000PRN SOLE 15,000,00000
VECTOR ACQUISITION CORP IICL A SHSG9460A104976100,000SH SOLE 100,00000
VEECO INSTRS INC DELNOTE 3.750% 6/0922417AF723,34711,000,000PRN SOLE 11,000,00000
VELOCITY ACQUISITION CORP*W EXP 02/24/20292259E1121649,999SH SOLE 49,99900
VELOCITY ACQUISITION CORPCOM CL A92259E1043,900400,000SH SOLE 400,00000
VERTICAL AEROSPACE LTD*W EXP 09/15/202G9471C11579100,000SH SOLE 100,00000
VICARIOUS SURGICAL INC*W EXP 08/05/20292561V117208250,000SH SOLE 250,00000
VIEW INC*W EXP 03/08/20292671V11439149,999SH SOLE 149,99900
VIRGIN GROUP ACQUISIT CORP I*W EXP 03/13/202G9460K1281540,000SH SOLE 40,00000
VIRGIN GROUP ACQUISIT CORP ISHS CL AG9460K1021,972200,000SH SOLE 200,00000
VMG CONSUMER ACQUISITION COR*W EXP 11/03/20291842V1102362,500SH SOLE 62,50000
VMG CONSUMER ACQUISITION CORCLASS A COM91842V1021,239125,000SH SOLE 125,00000
VONAGE HLDGS CORPNOTE 1.750% 6/092886TAJ148,84836,880,000PRN SOLE 36,880,00000
VY GLOBAL GROWTH*W EXP 01/30/203G9444H1182635,900SH SOLE 35,90000
VY GLOBAL GROWTHCOM CL AG9444H1001,604162,000SH SOLE 162,00000
WALDENCAST ACQUISITION CORPCLASS A ORD SHSG9460C1002,907293,389SH SOLE 293,38900
WARBURG PINCUS CAPTAL CORP I*W EXP 99/99/999G9460M1242555,540SH SOLE 55,54000
WARBURG PINCUS CAPTAL CORP I*W EXP 99/99/999G9461D1152859,999SH SOLE 59,99900
WARBURG PINCUS CAPTAL CORP ISHS CL AG9460M1082,727277,700SH SOLE 277,70000
WARBURG PINCUS CAPTAL CORP ISHS CL AG9461D1072,949300,000SH SOLE 300,00000
WARRIOR TECHNOLOGIES ACQUI C*W EXP 03/31/202936273119312,500SH SOLE 12,50000
WARRIOR TECHNOLOGIES ACQUI CCOM CL A93627310124725,000SH SOLE 25,00000
WEJO GROUP LIMITED*W EXP 11/18/202G9525W117102175,000SH SOLE 175,00000
WESTERN DIGITAL CORP.NOTE 1.500% 2/0958102AP025,71326,508,000PRN SOLE 26,508,00000
WHEELS UP EXPERIENCE INC*W EXP 07/13/20296328L11453100,000SH SOLE 100,00000
WHOLE EARTH BRANDS INC*W EXP 06/25/20296684W1262950,000SH SOLE 50,00000
WIX COM LTDNOTE 7/092940WAB51,0391,000,000PRN SOLE 1,000,00000
WORKDAY INCNOTE 0.250%10/098138HAF835,70521,840,000PRN SOLE 21,840,00000
WORKIVA INCNOTE 1.125% 8/198139AAB14,0492,500,000PRN SOLE 2,500,00000
WORLDWIDE WEBB ACQUISITION C*W EXP 10/20/202G97775111300750,000SH SOLE 750,00000
WORLDWIDE WEBB ACQUISITION CCLASS A ORD SHSG9777510314,7751,500,000SH SOLE 1,500,00000
XPAC ACQUISITION CORP*W EXP 99/99/999G9831X1221433,333SH SOLE 33,33300
XPAC ACQUISITION CORPCLASS A ORDG9831X106968100,000SH SOLE 100,00000
ZILLOW GROUP INCNOTE 0.750% 9/098954MAE19,5997,500,000PRN SOLE 7,500,00000
ZSCALER INCNOTE 0.125% 7/098980GAB855,47232,500,000PRN SOLE 32,500,00000
Z-WORK ACQUISITION CORP*W EXP 01/04/20298880C1101455,530SH SOLE 55,53000
Z-WORK ACQUISITION CORPCOM CL A98880C1021,630166,592SH SOLE 166,59200
ZYNGA INCNOTE 0.250% 6/098986TAB437,22130,452,000PRN SOLE 30,452,00000