0001493152-24-032226.txt : 20240814
0001493152-24-032226.hdr.sgml : 20240814
20240814161824
ACCESSION NUMBER: 0001493152-24-032226
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20240630
FILED AS OF DATE: 20240814
DATE AS OF CHANGE: 20240814
EFFECTIVENESS DATE: 20240814
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TENOR CAPITAL MANAGEMENT Co., L.P.
CENTRAL INDEX KEY: 0001346554
ORGANIZATION NAME:
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: 241208200
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
06-30-2024
06-30-2024
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
08-14-2024
0
310
6366271065
INFORMATION TABLE
2
infotable.xml
3D SYS CORP DEL
NOTE 11/1
88554DAD8
5684851
7000000
PRN
SOLE
7000000
0
0
8X8 INC NEW
NOTE 4.000% 2/0
282914AE0
5037193
6500000
PRN
SOLE
6500000
0
0
ABACUS LIFE INC
*W EXP 06/30/202
00258Y112
44688
62500
SH
SOLE
62500
0
0
ACCOLADE INC
NOTE 0.500% 4/0
00437EAB8
5476475
6250000
PRN
SOLE
6250000
0
0
ACCURAY INC DEL
NOTE 3.750% 6/0
004397AK1
30064388
34804000
PRN
SOLE
34804000
0
0
ADS TEC ENERGY PLC
*W EXP 99/99/999
G0085J109
30375
12500
SH
SOLE
12500
0
0
AERIES TECHNOLOGY INC
*W EXP 11/06/202
G0136H110
21750
750000
SH
SOLE
750000
0
0
AEYE INC
*W EXP 09/30/202
008183113
1299
74249
SH
SOLE
74249
0
0
AIRBNB INC
NOTE 3/1
009066AB7
55098234
60150000
PRN
SOLE
60150000
0
0
ALARM COM HLDGS INC
NOTE 1/1
011642AB1
38287491
41807000
PRN
SOLE
41807000
0
0
ALLSCRIPTS HEALTHCARE
NOTE 0.875% 1/0
01988PAF5
58254706
53646000
PRN
SOLE
53646000
0
0
ALLURION TECHNOLOGIES INC
*W EXP 08/01/203
02008G110
2450
15312
SH
SOLE
15312
0
0
ALPHA TAU MEDICAL LTD
*W EXP 99/99/999
M0740A116
34200
150000
SH
SOLE
150000
0
0
AMBIPAR EMERGENCY RESPONSE
*W EXP 99/99/999
G02532110
29250
150000
SH
SOLE
150000
0
0
AMERICAN AIRLINES GROUP INC
NOTE 6.500% 7/0
02376RAF9
12811444
12000000
PRN
SOLE
12000000
0
0
ANGHAMI INC
*W EXP 02/03/202
G0369L119
5320
200000
SH
SOLE
200000
0
0
APELLIS PHARMACEUTICALS INC
NOTE 3.500% 9/1
03753UAB2
15649963
12250000
PRN
SOLE
12250000
0
0
APX ACQUISITION CORP I
*W EXP 99/99/999
G0440J125
12383
75000
SH
SOLE
75000
0
0
ARES ACQUISITION CORP II
*W EXP 99/99/999
G33033120
6500
50000
SH
SOLE
50000
0
0
ARES ACQUISITION CORP II
SHS CLASS A
G33033104
1067000
100000
SH
SOLE
100000
0
0
ARTIVION INC
NOTE 4.250% 7/0
228903AB6
28344530
22500000
PRN
SOLE
22500000
0
0
ARYA SCIENCES ACQU CORP IV
CL A
G31659108
1720500
150000
SH
SOLE
150000
0
0
ATI INC
NOTE 3.500% 6/1
01741RAK8
114009649
31800000
PRN
SOLE
31800000
0
0
ATLANTIC COASTAL AQSTN CORP
*W EXP 99/99/999
04845A116
16000
200000
SH
SOLE
200000
0
0
BANDWIDTH INC
NOTE 0.250% 3/0
05988JAB9
1657412
1845000
PRN
SOLE
1845000
0
0
BANDWIDTH INC
NOTE 0.500% 4/0
05988JAD5
3029944
4000000
PRN
SOLE
4000000
0
0
BANZAI INTERNATIONAL INC
*W EXP 12/14/202
06682J118
775
50000
SH
SOLE
50000
0
0
BATTERY FUTURE ACQUISITION C
*W EXP 99/99/999
G0888J124
1485
75000
SH
SOLE
75000
0
0
BEAUTY HEALTH CO
NOTE 1.250% 10/0
88331LAA6
4197016
5000000
PRN
SOLE
5000000
0
0
BENEFICIENT
*W EXP 06/07/202
08178Q119
2190
300000
SH
SOLE
300000
0
0
BENTLEY SYS INC
NOTE 0.375% 7/0
08265TAD1
27856430
31061000
PRN
SOLE
31061000
0
0
BENTLEY SYS INC
NOTE 0.125% 1/1
08265TAB5
51104844
51500000
PRN
SOLE
51500000
0
0
BEYOND MEAT INC
NOTE 3/1
08862EAB5
4500000
20000000
PRN
SOLE
20000000
0
0
BIGBEAR AI HLDGS INC
*W EXP 12/08/202
08975B117
31500
200000
SH
SOLE
200000
0
0
BILL HOLDINGS INC
NOTE 4/0
090043AD2
2887667
3391000
PRN
SOLE
3391000
0
0
BILL HOLDINGS INC
NOTE 12/0
090043AB6
5188576
5601000
PRN
SOLE
5601000
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
23648082
23693000
PRN
SOLE
23693000
0
0
BLACK HAWK ACQUISITION CORP
USD CL A SHS
G1148A101
354900
35000
SH
SOLE
35000
0
0
BLACKLINE INC
NOTE 3/1
09239BAD1
40126433
43884000
PRN
SOLE
43884000
0
0
BLACKSKY TECHNOLOGY INC
*W EXP 09/09/202
09263B116
6542
198855
SH
SOLE
198855
0
0
BLEUACACIA LTD
*W EXP 10/30/202
G11728113
1490
100000
SH
SOLE
100000
0
0
BLEUACACIA LTD
RIGHT 10/30/2026
G11728139
7000
200000
SH
SOLE
200000
0
0
BLOCK INC
NOTE 5/0
852234AJ2
4478125
5000000
PRN
SOLE
5000000
0
0
BLOCK INC
NOTE 0.125% 3/0
852234AF0
77140690
80000000
PRN
SOLE
80000000
0
0
BLOCKCHAIN COINVSTRS ACQ CRP
*W EXP 11/01/202
G11765115
8970
150000
SH
SOLE
150000
0
0
BLUERIVER ACQUISITION CORP
*W EXP 01/04/202
G1261Q115
1360
99999
SH
SOLE
99999
0
0
BOX INC
NOTE 1/1
10316TAB0
34039559
29620000
PRN
SOLE
29620000
0
0
BRAND ENGAGEMENT NETWORK INC
*W EXP 03/14/202
104932116
1155
36666
SH
SOLE
36666
0
0
BRIDGER AEROSPACE GRP HLDGS
*W EXP 01/24/202
96812F110
35731
274854
SH
SOLE
274854
0
0
BURLINGTON STORES INC
NOTE 2.250% 4/1
122017AB2
8861704
7500000
PRN
SOLE
7500000
0
0
BUZZFEED INC
*W EXP 12/03/202
12430A110
1813
16666
SH
SOLE
16666
0
0
BYNORDIC ACQUISITION CORP
*W EXP 07/01/202
124420118
18637
742500
SH
SOLE
742500
0
0
CACTUS ACQUISITION CORP 1 LT
*W EXP 08/17/202
G1745A124
7494
137500
SH
SOLE
137500
0
0
CANNA GLOBAL ACQUISITION COR
*W EXP 99/99/999
13767K119
3150
300000
SH
SOLE
300000
0
0
CARBON REVOLUTION LTD
*W EXP 99/99/999
G1893D110
1933
66666
SH
SOLE
66666
0
0
CARTICA ACQUISITION CORP
*W EXP 04/30/202
G1995D117
9695
50000
SH
SOLE
50000
0
0
CELLEBRITE DI LTD
*W EXP 99/99/999
M2197Q115
390147
134999
SH
SOLE
134999
0
0
CERENCE INC
NOTE 3.000% 6/0
156727AB5
10162379
10812000
PRN
SOLE
10812000
0
0
CERO THERAPEUTICS HLDGS INC
*W EXP 02/13/202
71902K113
1005
50000
SH
SOLE
50000
0
0
CHART INDS INC
NOTE 1.000%11/1
16115QAE0
108826594
44040000
PRN
SOLE
44040000
0
0
CHECHE GROUP INC
*W EXP 10/01/203
G20707116
3010
100000
SH
SOLE
100000
0
0
CHURCHILL CAPITAL CORP IX
*W EXP 03/31/203
G21301117
17500
50000
SH
SOLE
50000
0
0
CHURCHILL CAPITAL CORP IX
CL A SHS
G21301109
2004000
200000
SH
SOLE
200000
0
0
CHURCHILL CAPITAL CORP VII
*W EXP 02/29/202
17144M110
21000
60000
SH
SOLE
60000
0
0
CINEMARK HLDGS INC
NOTE 4.500% 8/1
17243VAB8
77710260
48499000
PRN
SOLE
48499000
0
0
CLOUDFLARE INC
NOTE 8/1
18915MAC1
45554354
50000000
PRN
SOLE
50000000
0
0
COMPLETE SOLARIA INC
*W EXP 07/31/202
20460L112
843
24072
SH
SOLE
24072
0
0
CONMED CORP
NOTE 2.250% 6/1
207410AH4
7185556
8000000
PRN
SOLE
8000000
0
0
CRITICAL METALS CORP
*W EXP 02/27/202
G2662B111
30500
100000
SH
SOLE
100000
0
0
CUTERA INC
NOTE 4.000% 6/0
232109AG3
331083
1500000
PRN
SOLE
1500000
0
0
CXAPP INC
*W EXP 99/99/999
23248B117
30300
150000
SH
SOLE
150000
0
0
CYBERARK SOFTWARE LTD
NOTE 11/1
23248VAB1
167175445
96062000
PRN
SOLE
96062000
0
0
DATADOG INC
NOTE 0.125% 6/1
23804LAB9
65203691
45000000
PRN
SOLE
45000000
0
0
DAYFORCE INC
NOTE 0.250% 3/1
15677JAD0
82117624
89556000
PRN
SOLE
89556000
0
0
DEXCOM INC
NOTE 0.250%11/1
252131AK3
10013578
10000000
PRN
SOLE
10000000
0
0
DIGITALOCEAN HLDGS INC
NOTE 12/0
25402DAB8
27409573
32500000
PRN
SOLE
32500000
0
0
DISH NETWORK CORPORATION
NOTE 12/1
25470MAF6
7514042
10000000
PRN
SOLE
10000000
0
0
DISTOKEN ACQUISITION CORP
*W EXP 11/30/202
G27740102
1510
100000
SH
SOLE
100000
0
0
DISTOKEN ACQUISITION CORP
ORDINARY SHARES
G27740110
1078000
100000
SH
SOLE
100000
0
0
DISTOKEN ACQUISITION CORP
RIGHT 99/99/9999
G27740136
20650
100000
SH
SOLE
100000
0
0
DP CAP ACQUISITION CORP I
*W EXP 11/08/202
G2R05B126
750
25000
SH
SOLE
25000
0
0
D-WAVE QUANTUM INC
*W EXP 08/05/202
26740W117
12582
108000
SH
SOLE
108000
0
0
ECARX HOLDINGS INC
*W EXP 99/99/999
G29201111
2558
75000
SH
SOLE
75000
0
0
EFFECTOR THERAPEUTICS INC
*W EXP 12/31/202
28202V116
40
33333
SH
SOLE
33333
0
0
ENGENE HOLDINGS INC
*W EXP 10/31/202
29286M113
65739
55243
SH
SOLE
55243
0
0
ENVESTNET INC
NOTE 2.625%12/0
29404KAG1
43039541
40000000
PRN
SOLE
40000000
0
0
ENVESTNET INC
NOTE 0.750% 8/1
29404KAE6
79502628
81500000
PRN
SOLE
81500000
0
0
ENVOY MEDICAL INC
*W EXP 09/29/202
29415V117
2500
50000
SH
SOLE
50000
0
0
ETSY INC
NOTE 0.125%10/0
29786AAJ5
13876332
14000000
PRN
SOLE
14000000
0
0
ETSY INC
NOTE 0.125% 9/0
29786AAL0
28639357
34271000
PRN
SOLE
34271000
0
0
EURONET WORLDWIDE INC
NOTE 0.750% 3/1
298736AL3
60307564
61993000
PRN
SOLE
61993000
0
0
EVE MOBILITY ACQUISITION COR
*W EXP 12/31/202
G3218G117
8250
75000
SH
SOLE
75000
0
0
EVENTBRITE INC
NOTE 5.000%12/0
29975EAB5
7047212
7159000
PRN
SOLE
7159000
0
0
EVENTBRITE INC
NOTE 0.750% 9/1
29975EAD1
6912148
8006000
PRN
SOLE
8006000
0
0
EVERBRIDGE INC
NOTE 0.125%12/1
29978AAC8
6764732
6850000
PRN
SOLE
6850000
0
0
EVERBRIDGE INC
NOTE 3/1
29978AAE4
57060267
57746000
PRN
SOLE
57746000
0
0
EVEREST CONSOLIDATOR ACQ COR
*W EXP 99/99/999
29978K110
30495
150000
SH
SOLE
150000
0
0
EVOLENT HEALTH INC
NOTE 1.500%10/1
30050BAD3
88302669
88685000
PRN
SOLE
88685000
0
0
EVOLV TECHNOLOGIES HLDNGS IN
*W EXP 03/10/202
30049H110
13445
50000
SH
SOLE
50000
0
0
EXCELFIN ACQUISITION CORP
*W EXP 10/25/202
30069X110
4515
150000
SH
SOLE
150000
0
0
EXPEDIA GROUP INC
NOTE 2/1
30212PBE4
21340118
23236000
PRN
SOLE
23236000
0
0
FALCONS BEYOND GLOBAL INC
*W EXP 03/16/202
306121112
30129
24900
SH
SOLE
24900
0
0
FARO TECHNOLOGIES INC
NOTE 5.500% 2/0
311642AB8
5360266
6000000
PRN
SOLE
6000000
0
0
FASTLY INC
NOTE 3/1
31188VAB6
82383757
90781000
PRN
SOLE
90781000
0
0
FINANCE OF AMERICA COMPAN
*W EXP 04/08/202
31738L115
2430
300000
SH
SOLE
300000
0
0
FIVE9 INC
NOTE 0.500% 6/0
338307AD3
91335856
95976000
PRN
SOLE
95976000
0
0
FIVERR INTL LTD
NOTE 11/0
33835LAA3
51137699
55284000
PRN
SOLE
55284000
0
0
FOCUS IMPACT ACQUISITION COR
*W EXP 99/99/999
34417L117
4375
125000
SH
SOLE
125000
0
0
FOUR LEAF ACQUISITION CORP
*W EXP 03/15/202
35088F115
2706
60000
SH
SOLE
60000
0
0
GCM GROSVENOR INC
*W EXP 11/17/202
36831E116
98462
200902
SH
SOLE
200902
0
0
GCT SEMICONDUCTOR HLDG INC
*W EXP 03/01/202
36170N115
18750
125000
SH
SOLE
125000
0
0
GDEV INC
*W EXP 99/99/999
G6529J118
6250
124999
SH
SOLE
124999
0
0
GLAUKOS CORP
NOTE 2.750% 6/1
377322AB8
1324295
607000
PRN
SOLE
607000
0
0
GLOBAL BLUE GROUP HOLDING AG
*W EXP 08/28/202
H33700115
200000
2500000
SH
SOLE
2500000
0
0
GLOBAL PARTNER ACQISTN CORP
*W EXP 01/14/202
G3934P128
8898
49432
SH
SOLE
49432
0
0
GLOBAL TECHNOLGY ACQSTN CORP
*W EXP 99/99/999
G3934N115
2505
50000
SH
SOLE
50000
0
0
GOGORO INC
*W EXP 99/99/999
G9491K113
5475
75000
SH
SOLE
75000
0
0
GOPRO INC
NOTE 1.250%11/1
38268TAD5
9107109
9750000
PRN
SOLE
9750000
0
0
GORILLA TECHNOLOGY GROUP INC
*W EXP 99/99/999
G4000K118
2814
37500
SH
SOLE
37500
0
0
GRAF GLOBAL CORP
UNIT 05/31/2032
G4036C114
3032730
302970
SH
SOLE
302970
0
0
GRANITE CONSTR INC
NOTE 3.750% 5/1
387328AD9
94759217
65000000
PRN
SOLE
65000000
0
0
GRIID INFRASTRUCTURE INC
*W EXP 12/29/202
398501114
2404
37500
SH
SOLE
37500
0
0
GRINDR INC
*W EXP 11/18/202
39854F119
162500
50000
SH
SOLE
50000
0
0
GROUPON INC
NOTE 1.125% 3/1
399473AF4
9454844
11000000
PRN
SOLE
11000000
0
0
GUIDEWIRE SOFTWARE INC
NOTE 1.250% 3/1
40171VAA8
81166179
64512000
PRN
SOLE
64512000
0
0
HAEMONETICS CORP MASS
NOTE 3/0
405024AB6
30350777
33500000
PRN
SOLE
33500000
0
0
HALOZYME THERAPEUTICS INC
NOTE 0.250% 3/0
40637HAD1
17194230
18000000
PRN
SOLE
18000000
0
0
HAT HOLDINGS I LLC
NOTE 5/0
418751AG8
5243957
5000000
PRN
SOLE
5000000
0
0
HAYMAKER ACQUISITION CORP IV
*W EXP 05/31/202
G4375F116
4384
25049
SH
SOLE
25049
0
0
HAYMAKER ACQUISITION CORP IV
CLASS A
G4375F108
526540
50099
SH
SOLE
50099
0
0
HCI GROUP INC
NOTE 4.750% 6/0
40416EAF0
7631167
5807000
PRN
SOLE
5807000
0
0
HEALTH CATALYST INC
NOTE 2.500% 4/1
42225TAB3
74048777
75256000
PRN
SOLE
75256000
0
0
HEALTHCARE AI ACQUISITION CO
*W EXP 12/07/202
G4373K117
4000
100000
SH
SOLE
100000
0
0
HOLDCO NUVO GROUP D G LTD
*W EXP 05/01/202
M53051112
3195
150000
SH
SOLE
150000
0
0
HUBSPOT INC
NOTE 0.375% 6/0
443573AD2
146652558
70150000
PRN
SOLE
70150000
0
0
HYZON MOTORS INC
*W EXP 10/02/202
44951Y110
1595
80127
SH
SOLE
80127
0
0
IB ACQUISITION CORP
COM SHS
44934N108
997000
100000
SH
SOLE
100000
0
0
IB ACQUISITION CORP
RIGHT 09/28/2025
44934N116
7560
100000
SH
SOLE
100000
0
0
ILEARNINGENGINES INC
*W EXP 04/16/202
45175Q114
33745
50000
SH
SOLE
50000
0
0
IMAX CORP
NOTE 0.500% 4/0
45245EAJ8
45849844
49149000
PRN
SOLE
49149000
0
0
INFINERA CORP
NOTE 2.500% 3/0
45667GAE3
9236001
9000000
PRN
SOLE
9000000
0
0
INFINERA CORP
NOTE 3.750% 8/0
45667GAG8
73174709
66500000
PRN
SOLE
66500000
0
0
INNOVIVA INC
NOTE 2.500% 8/1
45781MAB7
35800246
32076000
PRN
SOLE
32076000
0
0
INSIGHT ENTERPRISES INC
NOTE 0.750% 2/1
45765UAB9
274412131
94256000
PRN
SOLE
94256000
0
0
INSPIRATO INCORPORATED
*W EXP 02/11/202
45791E115
484
37500
SH
SOLE
37500
0
0
INSULET CORP
NOTE 0.375% 9/0
45784PAK7
86198756
78512000
PRN
SOLE
78512000
0
0
INTEGRA LIFESCIENCES HLDGS C
NOTE 0.500% 8/1
457985AM1
76527124
80661000
PRN
SOLE
80661000
0
0
IONIS PHARMACEUTICALS INC
NOTE 1.750% 6/1
462222AF7
11048813
10000000
PRN
SOLE
10000000
0
0
IONIS PHARMACEUTICALS INC
NOTE 4/0
462222AD2
67462864
65500000
PRN
SOLE
65500000
0
0
ISRAEL ACQUISITIONS CORP
*W EXP 99/99/999
G49667119
1750
35000
SH
SOLE
35000
0
0
ITRON INC
NOTE 3/1
465741AN6
73072520
72500000
PRN
SOLE
72500000
0
0
JAMF HLDG CORP
NOTE 0.125% 9/0
47074LAB1
45620740
51487000
PRN
SOLE
51487000
0
0
JASPER THERAPEUTICS INC
*W EXP 09/24/202
471871111
50000
250000
SH
SOLE
250000
0
0
JAWS MUSTANG ACQUISITION COR
*W EXP 01/30/202
G50737124
4068
40680
SH
SOLE
40680
0
0
JAZZ INVESTMENTS I LTD
NOTE 2.000% 6/1
472145AF8
20284374
21000000
PRN
SOLE
21000000
0
0
JAZZ INVESTMENTS I LTD
NOTE 1.500% 8/1
472145AD3
87783970
87773000
PRN
SOLE
87773000
0
0
JOHN BEAN TECHNOLOGIES CORP
NOTE 0.250% 5/1
477839AB0
17393181
19000000
PRN
SOLE
19000000
0
0
KEEN VISION ACQUISITION CORP
*W EXP 03/15/202
G52443127
38469
513600
SH
SOLE
513600
0
0
KEEN VISION ACQUISITION CORP
SHS
G52443119
5434402
513600
SH
SOLE
513600
0
0
KENSINGTON CAPITAL ACQUISITI
*W EXP 99/99/999
G5251K129
4371
168750
SH
SOLE
168750
0
0
KERNEL GROUP HOLDINGS INC
*W EXP 99/99/999
G5259L129
8150
62500
SH
SOLE
62500
0
0
KLDISCOVERY INC
*W EXP 19/12/202
498455112
3034
1444593
SH
SOLE
1444593
0
0
LANTHEUS HLDGS INC
NOTE 2.625%12/1
516544AB9
17512572
14000000
PRN
SOLE
14000000
0
0
LANVIN GROUP HOLDINGS LIMITE
*W EXP 01/14/202
G5380J118
706
20000
SH
SOLE
20000
0
0
LANZATECH GLOBAL INC
*W EXP 01/01/202
51655R119
44738
235341
SH
SOLE
235341
0
0
LCI INDS
NOTE 1.125% 5/1
501812AB7
23738449
25100000
PRN
SOLE
25100000
0
0
LEAFLY HOLDINGS INC
*W EXP 02/04/202
52178J113
5445
286595
SH
SOLE
286595
0
0
LEDDARTECH HLDGS INC
*W EXP 12/21/202
52328E113
900
33333
SH
SOLE
33333
0
0
LEGATO MERGER CORP III
*W EXP 05/08/203
G5451A111
2602
20000
SH
SOLE
20000
0
0
LEGATO MERGER CORP III
ORD SHS
G5451A103
404532
40000
SH
SOLE
40000
0
0
LEMONADE INC
*W EXP 02/09/202
52567D115
904
50242
SH
SOLE
50242
0
0
LIBERTY MEDIA CORP
NOTE 2.750% 12/0
531229AJ1
123675479
128532000
PRN
SOLE
128532000
0
0
LIFEZONE METALS LIMITED
*W EXP 07/05/202
G5568L117
22500
50000
SH
SOLE
50000
0
0
LILIUM N V
*W EXP 09/14/202
N52586117
3452
41999
SH
SOLE
41999
0
0
LIVE NATION ENTERTAINMENT IN
NOTE 2.000% 2/1
538034AU3
15994667
15364000
PRN
SOLE
15364000
0
0
LIVENT CORP
NOTE 4.125% 7/1
53814LAB4
27046879
22725000
PRN
SOLE
22725000
0
0
LIVEPERSON INC
NOTE 12/1
538146AD3
19407760
40016000
PRN
SOLE
40016000
0
0
LIVEWIRE GROUP INC
*W EXP 09/26/202
53838J113
30556
160820
SH
SOLE
160820
0
0
LIVONGO HEALTH INC
NOTE 0.875% 6/0
539183AA1
105182531
110000000
PRN
SOLE
110000000
0
0
LOTUS TECHNOLOGY INC
*W EXP 02/22/202
54572F119
12500
33333
SH
SOLE
33333
0
0
LUMENTUM HLDGS INC
NOTE 0.500%12/1
55024UAD1
81932744
90750000
PRN
SOLE
90750000
0
0
LYFT INC
NOTE 1.500% 5/1
55087PAB0
32622719
33690000
PRN
SOLE
33690000
0
0
MACOM TECH SOLUTIONS HLDGS I
NOTE 0.250% 3/1
55405YAB6
51075415
36267000
PRN
SOLE
36267000
0
0
MANNKIND CORP
NOTE 2.500% 3/0
56400PAQ5
45698303
37500000
PRN
SOLE
37500000
0
0
MARKFORGED HOLDING CORPORATI
*W EXP 07/14/202
57064N110
561
28034
SH
SOLE
28034
0
0
MESA LABS INC
NOTE 1.375% 8/1
59064RAA7
9816769
10359000
PRN
SOLE
10359000
0
0
MITEK SYS INC
NOTE 0.750% 2/0
606710AA9
17058751
18000000
PRN
SOLE
18000000
0
0
MONEYLION INC
*W EXP 09/22/202
60938K114
14175
141750
SH
SOLE
141750
0
0
MONGODB INC
NOTE 0.250% 1/1
60937PAD8
71325030
54063000
PRN
SOLE
54063000
0
0
MORINGA ACQUISITION CORP
*W EXP 02/22/202
G6S23K124
4050
50000
SH
SOLE
50000
0
0
MOUNTAIN & CO I ACQUISITN CO
*W EXP 09/30/202
G6301J112
7884
87500
SH
SOLE
87500
0
0
NABORS ENERGY TRANSITION COR
*W EXP 09/01/202
G6363K114
5000
50000
SH
SOLE
50000
0
0
NABORS ENERGY TRANSITION COR
CL A
G6363K106
1053000
100000
SH
SOLE
100000
0
0
NATERA INC
NOTE 2.250% 5/0
632307AB0
126770477
44447000
PRN
SOLE
44447000
0
0
NATIONAL VISION HLDGS INC
NOTE 2.500% 5/1
63845RAB3
30274619
31031000
PRN
SOLE
31031000
0
0
NEOGENOMICS INC
NOTE 0.250% 1/1
64049MAB6
26148753
33096000
PRN
SOLE
33096000
0
0
NEOGENOMICS INC
NOTE 1.250% 5/0
64049MAA8
41567428
42653000
PRN
SOLE
42653000
0
0
NICE LTD
NOTE 9/1
653656AB4
13003319
13800000
PRN
SOLE
13800000
0
0
NIOCORP DEVS LTD
*W EXP 03/17/202
654484153
7733
33333
SH
SOLE
33333
0
0
NOVA LTD
NOTE 10/1
66980MAB2
31489285
10000000
PRN
SOLE
10000000
0
0
NOVOCURE LTD
NOTE 11/0
67011XAB9
90001513
97695000
PRN
SOLE
97695000
0
0
NUVASIVE INC
NOTE 0.375% 3/1
670704AJ4
108016942
112098000
PRN
SOLE
112098000
0
0
NVNI GROUP LIMITED
*W EXP 11/01/202
G50716110
4300
250000
SH
SOLE
250000
0
0
NWTN INC
*W EXP 12/31/202
G6693P114
15600
199998
SH
SOLE
199998
0
0
OAK WOODS ACQUISITION CORP
*W EXP 99/99/999
67190B112
1875
75000
SH
SOLE
75000
0
0
OAK WOODS ACQUISITION CORP
CL A
67190B104
816000
75000
SH
SOLE
75000
0
0
OAK WOODS ACQUISITION CORP
RIGHT 03/23/2028
67190B120
18750
75000
SH
SOLE
75000
0
0
OCA ACQUISITION CORP
*W EXP 01/14/202
670865112
4505
50000
SH
SOLE
50000
0
0
OKTA INC
NOTE 0.375% 6/1
679295AF2
35277809
38474000
PRN
SOLE
38474000
0
0
OMNICELL COM
NOTE 0.250% 9/1
68213NAD1
102768603
108666000
PRN
SOLE
108666000
0
0
P3 HEALTH PARTNERS INC
*W EXP 11/19/202
744413113
8956
100624
SH
SOLE
100624
0
0
PACIRA BIOSCIENCES INC
NOTE 0.750% 8/0
695127AF7
18480105
19582000
PRN
SOLE
19582000
0
0
PAGAYA TECHNOLOGIES LTD
*W EXP 99/99/999
M7S64L107
7553
66666
SH
SOLE
66666
0
0
PAGERDUTY INC
NOTE 1.250% 7/0
69553PAB6
18086585
18719000
PRN
SOLE
18719000
0
0
PALLADYNE AI CORP
*W EXP 09/24/202
80359A114
747
24900
SH
SOLE
24900
0
0
PAPAYA GRWT OPPORTUNITY CORP
*W EXP 12/31/202
69882P110
4375
125000
SH
SOLE
125000
0
0
PAR TECHNOLOGY CORP
NOTE 1.500%10/1
698884AE3
31333972
33325000
PRN
SOLE
33325000
0
0
PAR TECHNOLOGY CORP
NOTE 2.875% 4/1
698884AC7
54492495
42500000
PRN
SOLE
42500000
0
0
PEARL HOLDINGS ACQUISITN COR
*W EXP 12/15/202
G44525114
1500
37500
SH
SOLE
37500
0
0
PERCEPTION CAPITAL CORP IV
*W EXP 99/99/999
G7330C110
6420
100000
SH
SOLE
100000
0
0
PERCEPTIVE CAP SOLUTIONS COR
CL A ORD SHS
G70077105
1006000
100000
SH
SOLE
100000
0
0
PERFECT CORP
*W EXP 99/99/999
G7006A117
3740
50000
SH
SOLE
50000
0
0
PLUM ACQUISITION CORP I
*W EXP 03/18/202
G7134L118
1700
20000
SH
SOLE
20000
0
0
PROCAPS GROUP SA
*W EXP 09/29/202
L7756P110
15280
400000
SH
SOLE
400000
0
0
PROJECT ENERGY REIMAGINED AC
*W EXP 99/99/999
G72556114
52532
618750
SH
SOLE
618750
0
0
PROS HOLDINGS INC
NOTE 2.250% 9/1
74346YAG8
57701297
58585000
PRN
SOLE
58585000
0
0
PSYENCE BIOMEDICAL LTD
*W EXP 01/25/202
74449F118
1575
150000
SH
SOLE
150000
0
0
PYROPHYTE ACQUISITION CORP
*W EXP 05/03/202
G7308P127
7500
150000
SH
SOLE
150000
0
0
Q2 HLDGS INC
NOTE 0.125%11/1
74736LAF6
23045864
24561000
PRN
SOLE
24561000
0
0
Q2 HLDGS INC
NOTE 0.750% 6/0
74736LAD1
50139923
50260000
PRN
SOLE
50260000
0
0
RAPID7 INC
NOTE 2.250% 5/0
753422AD6
3390141
3403000
PRN
SOLE
3403000
0
0
RAPID7 INC
NOTE 0.250% 3/1
753422AF1
63279874
70000000
PRN
SOLE
70000000
0
0
RENEW ENERGY GLOBAL PLC
*W EXP 08/21/202
G7500M120
64166
116666
SH
SOLE
116666
0
0
RESERVOIR MEDIA INC
*W EXP 08/26/202
76119X113
37500
25000
SH
SOLE
25000
0
0
RIGEL RESOURCE ACQ CORP
*W EXP 99/99/999
G7573M114
62235
225000
SH
SOLE
225000
0
0
RIGEL RESOURCE ACQ CORP
CL A ORD SHS
G7573M106
5098500
450000
SH
SOLE
450000
0
0
RINGCENTRAL INC
NOTE 3/0
76680RAF4
46823432
48838000
PRN
SOLE
48838000
0
0
RINGCENTRAL INC
NOTE 3/1
76680RAH0
110337189
121500000
PRN
SOLE
121500000
0
0
ROADZEN INC
*W EXP 11/30/202
G7606H116
2475
50000
SH
SOLE
50000
0
0
ROYAL CARIBBEAN GROUP
NOTE 6.000% 8/1
780153BQ4
81329854
25000000
PRN
SOLE
25000000
0
0
SABLE OFFSHORE CORP
*W EXP 99/99/999
78574H112
213500
50000
SH
SOLE
50000
0
0
SATELLOGIC INC
*W EXP 01/25/202
G7823S119
5057
91779
SH
SOLE
91779
0
0
SCHMID GROUP N.V.
*W EXP 04/30/202
N68722110
208125
462500
SH
SOLE
462500
0
0
SEASTAR MEDICAL HOLDING CORP
*W EXP 10/28/202
81256L112
2160
40000
SH
SOLE
40000
0
0
SELINA HOSPITALITY PLC
*W EXP 10/27/202
G8059B119
1868
125393
SH
SOLE
125393
0
0
SHAKE SHACK INC
NOTE 3/0
819047AB7
15739960
18150000
PRN
SOLE
18150000
0
0
SHAPEWAYS HOLDINGS INC
*W EXP 09/29/202
81947T110
904
237885
SH
SOLE
237885
0
0
SHARECARE INC
*W EXP 07/01/202
81948W112
6496
80999
SH
SOLE
80999
0
0
SHIFT4 PMTS INC
NOTE 12/1
82452JAB5
82829553
73743000
PRN
SOLE
73743000
0
0
SHOPIFY INC
NOTE 0.125%11/0
82509LAA5
9348715
10000000
PRN
SOLE
10000000
0
0
SLAM CORP
*W EXP 99/99/999
G8210L121
15550
62500
SH
SOLE
62500
0
0
SNAP INC
NOTE 5/0
83304AAF3
39783576
47645000
PRN
SOLE
47645000
0
0
SOLAREDGE TECHNOLOGIES INC
NOTE 9/1
83417MAD6
4220500
4600000
PRN
SOLE
4600000
0
0
SOUTHWEST AIRLS CO
NOTE 1.250% 5/0
844741BG2
25125120
25000000
PRN
SOLE
25000000
0
0
SPARK I ACQUISITION CORP
*W EXP 10/01/203
G8316B118
4278
25000
SH
SOLE
25000
0
0
SPARK I ACQUISITION CORP
ORD SHS
G8316B100
517500
50000
SH
SOLE
50000
0
0
SPECTAIRE HLDGS INC
*W EXP 10/17/202
84753T117
5325
150000
SH
SOLE
150000
0
0
SPECTRAL AI INC
*W EXP 99/99/999
84757T113
11607
66666
SH
SOLE
66666
0
0
SPIRIT AIRLS INC
NOTE 1.000% 5/1
848577AB8
1247255
2500000
PRN
SOLE
2500000
0
0
SWVL HOLDINGS CORP
*W EXP 99/99/999
G86302117
1430
100000
SH
SOLE
100000
0
0
SYSTEM1 INC
*W EXP 99/99/999
87200P117
3384
60750
SH
SOLE
60750
0
0
TARGET GLOBAL ACQUISI I CORP
*W EXP 12/08/202
G8675N125
4583
41666
SH
SOLE
41666
0
0
TECHTARGET INC
NOTE 12/1
87874RAD2
12071406
12500000
PRN
SOLE
12500000
0
0
TELADOC HEALTH INC
NOTE 1.250% 6/0
87918AAF2
68558072
82500000
PRN
SOLE
82500000
0
0
TEVOGEN BIO HLDGS INC
*W EXP 02/14/202
88165K119
3688
125000
SH
SOLE
125000
0
0
TH INTERNATIONAL LIMITED
ORDINARY SHARES
G8656L106
31433
42000
SH
SOLE
42000
0
0
THE ONCOLOGY INSTITUTE INC
*W EXP 99/99/999
68236X118
658
25000
SH
SOLE
25000
0
0
THUNDER BRDG CAP PRTNRS IV I
*W EXP 04/30/202
88605L115
3400
20000
SH
SOLE
20000
0
0
TLGY ACQUISITION CORPORATION
*W EXP 11/09/202
G8656T125
3240
50000
SH
SOLE
50000
0
0
TMC THE METALS COMPANY INC
*W EXP 09/09/202
87261Y114
10685
67500
SH
SOLE
67500
0
0
TMT ACQUISITION CORP
RIGHT 03/27/2028
G89229135
17050
50000
SH
SOLE
50000
0
0
TMT ACQUISITION CORP
SHS
G89229119
549000
50000
SH
SOLE
50000
0
0
TOPGOLF CALLAWAY BRANDS CORP
NOTE 2.750% 5/0
131193AE4
19443748
17500000
PRN
SOLE
17500000
0
0
TORTOISEECOFIN ACQUISITION C
*W EXP 07/22/202
G8956E117
5891
37500
SH
SOLE
37500
0
0
TPI COMPOSITES INC
NOTE 5.250% 3/1
87266JAB0
1173427
2000000
PRN
SOLE
2000000
0
0
TRIPADVISOR INC
NOTE 0.250% 4/0
896945AD4
55553492
60881000
PRN
SOLE
60881000
0
0
TYLER TEX INDPT SCH DIST
NOTE 0.250% 3/1
902252AB1
4350888
3961000
PRN
SOLE
3961000
0
0
UBER TECHNOLOGIES INC
NOTE 12/1
90353TAJ9
10752953
10000000
PRN
SOLE
10000000
0
0
UNITED HOMES GROUP INC
*W EXP 03/30/202
91060H116
45600
75000
SH
SOLE
75000
0
0
UNITED STATES STL CORP
NOTE 5.000%11/0
912909AT5
71590477
25012000
PRN
SOLE
25012000
0
0
UNITY SOFTWARE INC
NOTE 11/1
91332UAB7
68488465
79292000
PRN
SOLE
79292000
0
0
UPWORK INC
NOTE 0.250% 8/1
91688FAB0
19982838
22429000
PRN
SOLE
22429000
0
0
UWM HOLDINGS CORPORATION
*W EXP 01/21/202
91823B117
4731
20560
SH
SOLE
20560
0
0
VAIL RESORTS INC
NOTE 1/0
91879QAN9
5774591
6337000
PRN
SOLE
6337000
0
0
VALENS SEMICONDUCTOR LTD
*W EXP 09/30/202
M9607U107
2813
75000
SH
SOLE
75000
0
0
VAREX IMAGING CORP
NOTE 4.000% 6/0
92214XAB2
10194907
10000000
PRN
SOLE
10000000
0
0
VARONIS SYS INC
NOTE 1.250% 8/1
922280AB8
80765363
50150000
PRN
SOLE
50150000
0
0
VAST RENEWABLES LIMITED
*W EXP 07/01/202
Q9379E113
19995
150000
SH
SOLE
150000
0
0
VEECO INSTRS INC DEL
NOTE 3.750% 6/0
922417AF7
27382930
8164000
PRN
SOLE
8164000
0
0
VEECO INSTRS INC DEL
NOTE 3.500% 1/1
922417AG5
25947716
13100000
PRN
SOLE
13100000
0
0
VERINT SYSTEMS INC
NOTE 0.250% 4/1
92343XAC4
69924087
75629000
PRN
SOLE
75629000
0
0
VERITONE INC
NOTE 1.750%11/1
92347MAB6
5566433
14956000
PRN
SOLE
14956000
0
0
VERTICAL AEROSPACE LTD
*W EXP 12/16/202
G9471C115
3500
100000
SH
SOLE
100000
0
0
VIAVI SOLUTIONS INC
NOTE 1.625% 3/1
925550AH8
76745641
80000000
PRN
SOLE
80000000
0
0
VICARIOUS SURGICAL INC
*W EXP 09/17/202
92561V117
10000
250000
SH
SOLE
250000
0
0
VISHAY INTERTECHNOLOGY INC
NOTE 2.250% 6/1
928298AP3
15612443
15815000
PRN
SOLE
15815000
0
0
VOLATO GROUP INC
*W EXP 12/04/202
74349W112
2900
200000
SH
SOLE
200000
0
0
WAG GROUP CO
*W EXP 07/30/202
93042P117
85239
990000
SH
SOLE
990000
0
0
WHOLE EARTH BRANDS INC
*W EXP 06/25/202
96684W126
1915
50000
SH
SOLE
50000
0
0
WIX COM LTD
NOTE 8/1
92940WAD1
48166513
51515000
PRN
SOLE
51515000
0
0
WOLFSPEED INC
NOTE 0.250% 2/1
977852AB8
611019
1036000
PRN
SOLE
1036000
0
0
WOLFSPEED INC
NOTE 1.750% 5/0
225447AD3
2256654
2500000
PRN
SOLE
2500000
0
0
XBP EUROPE HOLDINGS INC
*W EXP 11/30/202
98400V119
1025
25000
SH
SOLE
25000
0
0
ZALATORIS II ACQUISITION COR
*W EXP 99/99/999
G9831X122
1343
33333
SH
SOLE
33333
0
0
ZALATORIS II ACQUISITION COR
CLASS A ORD
G9831X106
1096000
100000
SH
SOLE
100000
0
0
ZAPATA COMPUTING HLDGS INC
*W EXP 02/14/202
98906V118
3700
100000
SH
SOLE
100000
0
0
ZEO ENERGY CORP
*W EXP 03/13/202
98944F117
15000
250000
SH
SOLE
250000
0
0
ZIFF DAVIS INC
NOTE 1.750%11/0
48123VAE2
184109081
196600000
PRN
SOLE
196600000
0
0
ZOOMCAR HLDGS INC
*W EXP 05/31/202
45784G119
2800
200000
SH
SOLE
200000
0
0
ZSCALER INC
NOTE 0.125% 7/0
98980GAB8
156939140
116500000
PRN
SOLE
116500000
0
0