General Counsel and Chief Compliance Officer

0001567619-18-000841.txt : 20180814 0001567619-18-000841.hdr.sgml : 20180814 20180814114235 ACCESSION NUMBER: 0001567619-18-000841 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180630 FILED AS OF DATE: 20180814 DATE AS OF CHANGE: 20180814 EFFECTIVENESS DATE: 20180814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BASSO CAPITAL MANAGEMENT, L.P. CENTRAL INDEX KEY: 0001287978 IRS NUMBER: 200406508 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10896 FILM NUMBER: 181015446 BUSINESS ADDRESS: STREET 1: 1266 EAST MAIN STREET STREET 2: 4TH FLOOR CITY: STAMFORD STATE: CT ZIP: 06902 BUSINESS PHONE: (203) 352-6100 MAIL ADDRESS: STREET 1: 1266 EAST MAIN STREET STREET 2: 4TH FLOOR CITY: STAMFORD STATE: CT ZIP: 06902 FORMER COMPANY: FORMER CONFORMED NAME: BASSO CAPITAL MANAGEMENT L.P. DATE OF NAME CHANGE: 20130806 FORMER COMPANY: FORMER CONFORMED NAME: BASSO CAPITAL MANAGEMENT LP DATE OF NAME CHANGE: 20130731 FORMER COMPANY: FORMER CONFORMED NAME: BASSO CAPITAL MANAGEMENT LP DATE OF NAME CHANGE: 20040421 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001287978 XXXXXXXX 06-30-2018 06-30-2018 BASSO CAPITAL MANAGEMENT, L.P.

1266 EAST MAIN STREET 4TH FLOOR STAMFORD CT 06902

13F HOLDINGS REPORT 028-10896 N Marc Seidenberg General Counsel and Chief Compliance Officer 2033526100 Marc Seidenberg Stamford CT 08-14-2018 0 191 525163 false INFORMATION TABLE 2 form13fInfoTable.xml ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 3249 3380000 PRN SOLE 3380000 0 0 AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 1353 1040000 PRN SOLE 1040000 0 0 APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 8658 8680000 PRN SOLE 8680000 0 0 APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 1423 1333000 PRN SOLE 1333000 0 0 ARBOR RLTY TR INC NOTE 5.375%11/1 038923AB4 1952 1760000 PRN SOLE 1760000 0 0 ATLANTIC ACQUISITION CORP COM 048206106 1093 107678 SH SOLE 107678 0 0 ATLANTIC ACQUISITION CORP RIGHT 02/08/2019 048206304 17 30000 SH SOLE 30000 0 0 ATLANTIC ACQUISITION CORP UNIT 02/08/2019 048206205 188 17500 SH SOLE 17500 0 0 AVISTA HEALTHCARE PUB ACQ CO CL A G0726L125 12036 1200000 SH SOLE 1200000 0 0 BARCLAYS BK PLC IPATH S&P500 VIX 06746L422 2035 55000 SH Put SOLE 55000 0 0 BARCLAYS BK PLC IPATH S&P500 VIX 06746L422 918 24800 SH SOLE 24800 0 0 BIG ROCK PARTNERS ACQUISI CO *W EXP 12/01/202 089482111 4 10000 SH SOLE 10000 0 0 BIG ROCK PARTNERS ACQUISI CO COM 089482103 531 53600 SH SOLE 53600 0 0 BIG ROCK PARTNERS ACQUISI CO RIGHT 12/01/2022 089482129 23 50000 SH SOLE 50000 0 0 BISON CAP ACQUISITION CORP ORD SHS G1142P104 501 50000 SH SOLE 50000 0 0 BISON CAP ACQUISITION CORP RIGHT 03/20/2019 G1142P138 17 50000 SH SOLE 50000 0 0 BLACK RIDGE ACQUISITION CORP *W EXP 07/10/202 09216T115 13 30000 SH SOLE 30000 0 0 BLACK RIDGE ACQUISITION CORP COM 09216T107 1816 185300 SH SOLE 185300 0 0 BLACK RIDGE ACQUISITION CORP RIGHT 07/10/2019 09216T123 14 40000 SH SOLE 40000 0 0 BLACK RIDGE ACQUISITION CORP UNIT 10/05/2022 09216T206 469 44900 SH SOLE 44900 0 0 BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 6138 6328000 PRN SOLE 6328000 0 0 BOOKING HLDGS INC COM 09857L108 557 275 SH SOLE 275 0 0 CAPITOL INVT CORP IV *W EXP 01/01/202 G18920127 7 4726 SH SOLE 4726 0 0 CAPITOL INVT CORP IV CL A ORD G18920101 6288 637046 SH SOLE 637046 0 0 CAPITOL INVT CORP IV UNIT 99/99/9999 G18920119 21 2000 SH SOLE 2000 0 0 CARBONITE INC NOTE 2.500% 4/0 141337AB1 1672 1125000 PRN SOLE 1125000 0 0 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 2208 1520000 PRN SOLE 1520000 0 0 CM SEVEN STAR ACQUISITION CO *W EXP 08/21/202 G2345N110 10 25000 SH SOLE 25000 0 0 CM SEVEN STAR ACQUISITION CO RIGHT 08/21/2022 G2345N136 32 100000 SH SOLE 100000 0 0 CM SEVEN STAR ACQUISITION CO SHS G2345N102 985 100000 SH SOLE 100000 0 0 CM SEVEN STAR ACQUISITION CO UNIT 08/21/2022 G2345N128 259 25000 SH SOLE 25000 0 0 COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 3053 2735000 PRN SOLE 2735000 0 0 CONSTELLATION ALPHA CAP CORP *W EXP 03/23/202 G2379F116 6 17500 SH SOLE 17500 0 0 CONSTELLATION ALPHA CAP CORP RIGHT 99/99/9999 G2379F132 44 105000 SH SOLE 105000 0 0 CONSTELLATION ALPHA CAP CORP SHS G2379F108 1056 106000 SH SOLE 106000 0 0 CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 1764 1518000 PRN SOLE 1518000 0 0 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 1216 1155000 PRN SOLE 1155000 0 0 DERMIRA INC COM 24983L104 460 50000 SH Put SOLE 50000 0 0 DFB HEALTHCARE ACQUISTION CO *W EXP 04/11/202 23291E117 96 74100 SH SOLE 74100 0 0 DFB HEALTHCARE ACQUISTION CO COM 23291E109 2895 300000 SH SOLE 300000 0 0 DFB HEALTHCARE ACQUISTION CO UNIT 01/30/2023 23291E208 3763 370784 SH SOLE 370784 0 0 DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 3647 4150000 PRN SOLE 4150000 0 0 DRAPER OAKWOOD TECHNOLOGY COM CL A 26146L103 1215 121838 SH SOLE 121838 0 0 DRAPER OAKWOOD TECHNOLOGY UNIT 09/30/2024 26146L202 539 50300 SH SOLE 50300 0 0 EASTERLY ACQUISITION CORP COM 27616L102 2666 258809 SH SOLE 258809 0 0 ENVESTNET INC NOTE 1.750%12/1 29404KAA4 2521 2390000 PRN SOLE 2390000 0 0 FAR PT ACQUISITION CORP UNIT 06/01/2025 30734W208 4076 400000 SH SOLE 400000 0 0 FEDERAL STR ACQUISITION CORP *W EXP 07/24/202 31421V115 58 44395 SH SOLE 44395 0 0 FEDERAL STR ACQUISITION CORP CL A 31421V107 9413 958551 SH SOLE 958551 0 0 FINISAR CORP NOTE 0.500%12/1 31787AAP6 2242 2484000 PRN SOLE 2484000 0 0 FINTECH ACQUISITION CORP II COM 31810G109 7986 794657 SH SOLE 794657 0 0 FIREEYE INC NOTE 1.625% 6/0 31816QAD3 4101 4500000 PRN SOLE 4500000 0 0 GIGCAPITAL INC COM 37518N106 986 100000 SH SOLE 100000 0 0 GIGCAPITAL INC RIGHT 03/06/2020 37518N114 23 50000 SH SOLE 50000 0 0 GORDON POINTE ACQUISITION CO *W EXP 07/30/202 382788115 36 65000 SH SOLE 65000 0 0 GORDON POINTE ACQUISITION CO COM CLASS A 382788107 1361 140000 SH SOLE 140000 0 0 GORES HLDGS II INC *W EXP 01/13/202 382867117 7 4037 SH SOLE 4037 0 0 GORES HLDGS II INC COM CL A 382867109 7371 724805 SH SOLE 724805 0 0 GORES HLDGS II INC UNIT 99/99/9999 382867208 1472 138206 SH SOLE 138206 0 0 GRAN TIERRA ENERGY INC COM 38500T101 235 68000 SH Put SOLE 68000 0 0 GS ACQUISITION HLDGS CORP UNIT 06/12/2023 36255F201 5987 584100 SH SOLE 584100 0 0 GTY TECHNOLOGY HOLDINGS INC *W EXP 10/25/202 G4182A128 28 22467 SH SOLE 22467 0 0 GTY TECHNOLOGY HOLDINGS INC CL A G4182A102 6979 691017 SH SOLE 691017 0 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 3378 3340000 PRN SOLE 3340000 0 0 HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 4930 5224000 PRN SOLE 5224000 0 0 HAYMAKER ACQUISITION CORP *W EXP 10/27/202 420870115 77 93290 SH SOLE 93290 0 0 HAYMAKER ACQUISITION CORP COM CLASS A 420870107 11971 1219064 SH SOLE 1219064 0 0 HAYMAKER ACQUISITION CORP UNIT 10/19/2022 420870206 1365 135000 SH SOLE 135000 0 0 HENNESSY CAP ACQUSTON CORP I *W EXP 06/15/202 42588L113 13 8756 SH SOLE 8756 0 0 HENNESSY CAP ACQUSTON CORP I COM 42588L105 13656 1346747 SH SOLE 1346747 0 0 HENNESSY CAP ACQUSTON CORP I UNIT 06/15/2024 42588L204 842 75522 SH SOLE 75522 0 0 HL ACQUISITIONS CORP UNIT 06/21/2023 G4603R114 517 51400 SH SOLE 51400 0 0 HUNTER MARITIME ACQUISITION *W EXP 11/17/202 Y37828129 5 12521 SH SOLE 12521 0 0 HUNTER MARITIME ACQUISITION CL A Y37828111 8729 883517 SH SOLE 883517 0 0 I AM CAP ACQUISITION CO *W EXP 05/22/202 45074Q116 5 12700 SH SOLE 12700 0 0 I AM CAP ACQUISITION CO COM 45074Q108 877 81100 SH SOLE 81100 0 0 I AM CAP ACQUISITION CO RIGHT 05/22/2019 45074Q124 21 56000 SH SOLE 56000 0 0 INDUSTREA ACQUISITION CORP *W EXP 08/01/202 45579J112 42 69600 SH SOLE 69600 0 0 INDUSTREA ACQUISITION CORP CL A 45579J104 5944 602800 SH SOLE 602800 0 0 INNOVIVA INC COM 45781M101 690 50000 SH Put SOLE 50000 0 0 INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 3618 3185000 PRN SOLE 3185000 0 0 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 6210 5122000 PRN SOLE 5122000 0 0 INVACARE CORP NOTE 5.000% 2/1 461203AF8 3688 2860000 PRN SOLE 2860000 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 8526 6307000 PRN SOLE 6307000 0 0 KAYNE ANDERSON ACQUISITION *W EXP 06/30/202 48661U110 6 5244 SH SOLE 5244 0 0 KAYNE ANDERSON ACQUISITION COM CL A 48661U102 10323 1042767 SH SOLE 1042767 0 0 KBL MERGER CORP IV *W EXP 01/15/202 48242A112 16 68300 SH SOLE 68300 0 0 KBL MERGER CORP IV COM 48242A104 1461 147000 SH SOLE 147000 0 0 KBL MERGER CORP IV RIGHT 03/22/2019 48242A120 39 105000 SH SOLE 105000 0 0 KBL MERGER CORP IV UNIT 01/15/2024 48242A203 471 45100 SH SOLE 45100 0 0 LANDCADIA HLDGS INC *W EXP 06/01/202 51476W115 16 19200 SH SOLE 19200 0 0 LANDCADIA HLDGS INC CL A 51476W107 5705 563195 SH SOLE 563195 0 0 LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 92 213006 SH SOLE 213006 0 0 LEGACY ACQUISITION CORP COM CL A 524643103 11710 1217206 SH SOLE 1217206 0 0 LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 36 50000 SH SOLE 50000 0 0 LEISURE ACQUISITION CORP COM 52539T107 2800 289813 SH SOLE 289813 0 0 LEISURE ACQUISITION CORP UNIT 99/99/9999 52539T206 1757 175000 SH SOLE 175000 0 0 LEO HOLDINGS CORP *W EXP 02/07/202 G5463L113 72 67677 SH SOLE 67677 0 0 LEO HOLDINGS CORP COM CL A G5463L105 5808 600000 SH SOLE 600000 0 0 LEO HOLDINGS CORP UNIT 99/99/9999 G5463L121 2034 200000 SH SOLE 200000 0 0 LF CAP ACQUISITION CORP UNIT 06/19/2025 50200k207 3618 361808 SH SOLE 361808 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 3157 2694000 PRN SOLE 2694000 0 0 MATLIN & PARTNERS ACQUISITIO *W EXP 05/28/202 57682V114 60 92168 SH SOLE 92168 0 0 MATLIN & PARTNERS ACQUISITIO CL A 57682V106 12862 1301778 SH SOLE 1301778 0 0 MEDICINES CO NOTE 2.500% 1/1 584688AE5 4662 3841000 PRN SOLE 3841000 0 0 MODERN MEDIA ACQUISITION *W EXP 05/17/202 60765P111 12 19165 SH SOLE 19165 0 0 MODERN MEDIA ACQUISITION COM 60765P103 9650 967861 SH SOLE 967861 0 0 MODERN MEDIA ACQUISITION RIGHT 99/99/9999 60765P129 171 328330 SH SOLE 328330 0 0 MOSAIC ACQUISITION CORP *W EXP 10/23/202 G62848125 92 76900 SH SOLE 76900 0 0 MOSAIC ACQUISITION CORP SHS CL A G62848109 10488 1083445 SH SOLE 1083445 0 0 MOSAIC ACQUISITION CORP UNIT 99/99/9999 G62848117 980 97780 SH SOLE 97780 0 0 MTECH ACQUISITION CORP *W EXP 08/01/202 55378W115 36 53376 SH SOLE 53376 0 0 MTECH ACQUISITION CORP COM CLASS A 55378W107 2873 294336 SH SOLE 294336 0 0 MTECH ACQUISITION CORP UNIT 01/19/2023 55378W206 527 50780 SH SOLE 50780 0 0 MUDRICK CAP ACQUISITION CORP *W EXP 02/12/202 624745113 19 29400 SH SOLE 29400 0 0 MUDRICK CAP ACQUISITION CORP COM CLASS A 624745105 7239 750902 SH SOLE 750902 0 0 MUDRICK CAP ACQUISITION CORP UNIT 02/01/2023 624745204 3928 383200 SH SOLE 383200 0 0 NEBULA ACQUISITION CORP *W EXP 03/12/202 629076118 150 99700 SH SOLE 99700 0 0 NEBULA ACQUISITION CORP COM CLASS A 629076100 4825 500000 SH SOLE 500000 0 0 NEBULA ACQUISITION CORP UNIT 03/12/2025 629076209 5539 550000 SH SOLE 550000 0 0 NEW FRONTIER CORP UNIT 99/99/9999 G6485P116 6058 602750 SH SOLE 602750 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 6747 5097000 PRN SOLE 5097000 0 0 NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 2858 3200000 PRN SOLE 3200000 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 7378 5624000 PRN SOLE 5624000 0 0 ONE MADISON CORP COM CL A G6772P100 83 1050000 SH SOLE 1050000 0 0 ONE MADISON CORP UNIT 99/99/9999 G6772P118 759 75156 SH SOLE 75156 0 0 ONE MADISON CORP *W EXP 99/99/999 G6772P126 77 81460 SH SOLE 81460 0 0 OPES ACQUISITION CORP UNIT 03/07/2023 68373P209 1561 154600 SH SOLE 154600 0 0 OSPREY ENERGY ACQUISITION CO *W EXP 07/21/202 688397116 59 37014 SH SOLE 37014 0 0 OSPREY ENERGY ACQUISITION CO CL A COM 688397108 4997 492340 SH SOLE 492340 0 0 OSPREY ENERGY ACQUISITION CO UNIT 07/21/2022 688397207 1397 127115 SH SOLE 127115 0 0 PENSARE ACQUISITION CORP COM 70957E105 4742 478499 SH SOLE 478499 0 0 PENSARE ACQUISITION CORP RIGHT 99/99/9999 70957E121 103 250000 SH SOLE 250000 0 0 PLATINUM EAGLE ACQUISITIN CO SHS CL A G7126L100 5881 600100 SH SOLE 600100 0 0 PLATINUM EAGLE ACQUISITIN CO UNIT 01/09/2023 G7126L126 4531 450886 SH SOLE 450886 0 0 PLATINUM EAGLE ACQUISITIN CO *W EXP 01/17/202 G7126L118 30 20500 SH SOLE 20500 0 0 PURE ACQUISITION CORP *W EXP 04/17/202 74621Q114 96 75000 SH SOLE 75000 0 0 PURE ACQUISITION CORP CL A 74621Q106 4338 450000 SH SOLE 450000 0 0 PURE ACQUISITION CORP UNIT 04/13/2023 74621Q205 6859 669214 SH SOLE 669214 0 0 REDWOOD TR INC COM 758075402 1647 100000 SH Put SOLE 100000 0 0 REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 5718 5887000 PRN SOLE 5887000 0 0 REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 2462 2500000 PRN SOLE 2500000 0 0 REGALWOOD GLOBAL ENERGY LTD COM CL A G74760102 2928 300000 SH SOLE 300000 0 0 REGALWOOD GLOBAL ENERGY LTD UNIT 99/99/9999 G74760110 2162 213049 SH SOLE 213049 0 0 REGALWOOD GLOBAL ENERGY LTD *W EXP 12/05/202 G74760128 52 41500 SH SOLE 41500 0 0 REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 3871 2500000 PRN SOLE 2500000 0 0 SABAN CAP ACQUISITION CORP *W EXP 09/21/202 78516C114 18 14739 SH SOLE 14739 0 0 SABAN CAP ACQUISITION CORP COM CL A 78516C106 4454 440983 SH SOLE 440983 0 0 SENTINEL ENERGY SVCS INC *W EXP 11/02/202 G8062D110 26 25000 SH SOLE 25000 0 0 SENTINEL ENERGY SVCS INC COM CL A G8062D102 7388 750020 SH SOLE 750020 0 0 SENTINEL ENERGY SVCS INC UNIT 11/02/2022 G8062D128 596 59045 SH SOLE 59045 0 0 SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 10661 10300000 PRN SOLE 10300000 0 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 2870 2367000 PRN SOLE 2367000 0 0 SOCIAL CAP HEDOSOPHIA HLDGS *W EXP 09/14/202 G8250R129 63 35173 SH SOLE 35173 0 0 SOCIAL CAP HEDOSOPHIA HLDGS CL A G8250R103 11201 1114499 SH SOLE 1114499 0 0 TEEKAY CORPORATION COM Y8564W103 81 10500 SH Put SOLE 10500 0 0 TELADOC INC COM 87918A105 1451 25000 SH Put SOLE 25000 0 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 4517 3399000 PRN SOLE 3399000 0 0 TESLA INC COM 88160R101 2058 6000 SH Put SOLE 6000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 3016 2485000 PRN SOLE 2485000 0 0 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 4186 4342000 PRN SOLE 4342000 0 0 THUNDER BRIDGE ACQUISITION L UNIT 01/01/2025 G8857R118 5522 550000 SH SOLE 550000 0 0 TIBERIUS ACQUISITION CORP *W EXP 02/28/202 88633A115 69 125000 SH SOLE 125000 0 0 TIBERIUS ACQUISITION CORP COM 88633A107 5393 561152 SH SOLE 561152 0 0 TIBERIUS ACQUISITION CORP UNIT 02/28/2021 88633A206 1576 155291 SH SOLE 155291 0 0 TPG PACE ENERGY HLDGS CORP *W EXP 99/99/999 872656111 75 27373 SH SOLE 27373 0 0 TPG PACE ENERGY HLDGS CORP CL A 872656103 5818 535215 SH SOLE 535215 0 0 TPG PACE HLDGS CORP *W EXP 06/27/202 G89827110 42 25000 SH SOLE 25000 0 0 TPG PACE HLDGS CORP CL A G89827128 4220 425000 SH SOLE 425000 0 0 TPG PACE HLDGS CORP UNIT 99/99/9999 G89827102 3938 375000 SH SOLE 375000 0 0 TRIDENT ACQUISITIONS CORP COM 89615T106 975 100000 SH SOLE 100000 0 0 TRIDENT ACQUISITIONS CORP UNIT 05/09/2023 89615T205 3012 300000 SH SOLE 300000 0 0 TRINITY MERGER CORP *W EXP 05/11/202 89653L114 40 100000 SH SOLE 100000 0 0 TRINITY MERGER CORP COM CL A 89653L106 2442 249900 SH SOLE 249900 0 0 TRINITY MERGER CORP UNIT 05/11/2025 89653L205 1044 103782 SH SOLE 103782 0 0 TWELVE SEAS INVESTMENT COMPA UNIT 06/21/2023 G9145A123 3556 353444 SH SOLE 353444 0 0 UNION ACQUISITION CORP UNIT 99/99/9999 G9366W119 1028 100000 SH SOLE 100000 0 0 VANTAGE ENERGY ACQUISITION *W EXP 04/12/202 92211L113 60 45925 SH SOLE 45925 0 0 VANTAGE ENERGY ACQUISITION COM CL A 92211L105 7541 764082 SH SOLE 764082 0 0 VANTAGE ENERGY ACQUISITION UNIT 04/12/2024 92211L204 273 26210 SH SOLE 26210 0 0 VECTOIQ ACQUISITION CORP *W EXP 05/16/202 92243N111 51 100000 SH SOLE 100000 0 0 VECTOIQ ACQUISITION CORP COM 92243N103 2874 300000 SH SOLE 300000 0 0 VECTOIQ ACQUISITION CORP UNIT 05/11/2023 92243N202 6552 650000 SH SOLE 650000 0 0 VECTOR GROUP LTD FRNT 4/1 92240MBC1 2654 2500000 PRN SOLE 2500000 0 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 1654 1879000 PRN SOLE 1879000 0 0 WIX COM LTD SHS M98068105 843 8400 SH SOLE 8400 0 0 WORKDAY INC NOTE 1.500% 7/1 98138HAD3 2060 1339000 PRN SOLE 1339000 0 0 WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 4160 3116000 PRN SOLE 3116000 0 0 WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 1298 50000 SH Put SOLE 50000 0 0 YAHOO INC NOTE 12/0 984332AF3 3370 2469000 PRN SOLE 2469000 0 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 2916 2310000 PRN SOLE 2310000 0 0