# EDGAR Filing Document

**Accession Number:** 0001783139
**File Stem:** 0001783139-23-000002
**Filing Date:** 2023-2
**Character Count:** 17521
**Document Hash:** f7bef53bcc6d96a8e22d489456768ad6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001783139-23-000002.hdr.sgml**: 20230214

**ACCESSION NUMBER**: 0001783139-23-000002

**CONFORMED SUBMISSION TYPE**: 13F-HR

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230214

**DATE AS OF CHANGE**: 20230214

**EFFECTIVENESS DATE**: 20230214

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** III Capital Management
- **CENTRAL INDEX KEY:** 0001783139
- **IRS NUMBER:** 880302775
- **STATE OF INCORPORATION:** NV
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-19553
- **FILM NUMBER:** 23628382

**BUSINESS ADDRESS:**
- **STREET 1:** 777 YAMATO ROAD
- **STREET 2:** SUITE 300
- **CITY:** BOCA RATON
- **STATE:** FL
- **ZIP:** 33431
- **BUSINESS PHONE:** 561-544-4400

**MAIL ADDRESS:**
- **STREET 1:** 777 YAMATO ROAD
- **STREET 2:** SUITE 300
- **CITY:** BOCA RATON
- **STATE:** FL
- **ZIP:** 33431

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2022

**Check here if Amendment** [ ] **Amendment Number:** 

**This Amendment (Check only one.):** [ ] is a restatement.

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** III Capital Management<br>**Address:** 777 YAMATO ROAD<br>SUITE 300<br>BOCA RATON, FL 33431

**Form 13F File Number:** 028-19553

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

**Person Signing this Report on Behalf of Reporting Manager:**

**Name:** Scott Wyler<br>**Title:** Authorized Signatory<br>**Phone:** 561-544-4400

**Signature, Place, and Date of Signing:**

Scott Wyler  Boca Raton, FL  02-14-2023<br>[Signature]  [City, State]  [Date]

**Report Type (Check only one.):**

[x] **13F HOLDINGS REPORT.** (Check here if all holdings of this reporting manager are reported in this report.)

[ ] **13F NOTICE.** (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).)

[ ] **13F COMBINATION REPORT.** (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 0

**Form 13F Information Table Entry Total:** 128

**Form 13F Information Table Value Total:** $820193

      (round to nearest dollar)

**List of Other Included Managers:**

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]

**NONE**

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| 2U INC | NOTE  2.250% 05/01/25 | 90214JAB7 |  | 1627 | 2500000 | PRN |  | SOLE |  | 2500000 | 0 | 0 |
| ACADEMY SPORTS  OUTDOORS IN | COM | 00402L107 |  | 405 | 7725 | SH |  | SOLE |  | 7725 | 0 | 0 |
| ACROPOLIS INFRASTRUCTURE ACQ | UNIT 99/99/9999 | 005029202 |  | 2686 | 269475 | SH |  | SOLE |  | 269475 | 0 | 0 |
| AETHERIUM ACQUISITION CORP | UNIT 12/21/2026 | 00809J200 |  | 1518 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| AIMFINITY INVESTMENT CORP I | UNIT 02/01/2029 | G0135E100 |  | 1007 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| AIRBNB INC | COM CL A | 009066101 |  | 641 | 7500 | SH |  | SOLE |  | 7500 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE  0.375% 09/01/27 | 00971TAL5 |  | 10824 | 11160000 | PRN |  | SOLE |  | 11160000 | 0 | 0 |
| ALGONQUIN PWR UTILS CORP | UNIT 06/15/2024 | 015857873 |  | 8374 | 353591 | SH |  | SOLE |  | 353591 | 0 | 0 |
| ALPHABET INC | CAP STK CL C | 02079K107 |  | 3444 | 38825 | SH |  | SOLE |  | 38825 | 0 | 0 |
| AMYRIS INC | COM NEW | 03236M950 |  | 1925 | 500000 | SH | Put | SOLE |  | 500000 | 0 | 0 |
| AMYRIS INC | NOTE  1.500% 11/15/26 | 03236MAJ0 |  | 4757 | 15000000 | PRN |  | SOLE |  | 15000000 | 0 | 0 |
| ANZU SPECIAL ACQUISITIN CORP | *W EXP 12/31/27 | 03737A119 |  | 0 | 10300 | SH |  | SOLE |  | 10300 | 0 | 0 |
| ARES CAPITAL CORP | COM | 04010L903 |  | 135 | 155000 | SH | Call | SOLE |  | 155000 | 0 | 0 |
| ATI INC | NOTE  3.500% 06/15/25 | 01741RAK8 |  | 15481 | 7675000 | PRN |  | SOLE |  | 7675000 | 0 | 0 |
| BANYAN ACQUISITION CORPORATI | UNIT 09/30/2028 | 06690B206 |  | 499 | 45000 | SH |  | SOLE |  | 45000 | 0 | 0 |
| BATH  BODY WORKS INC | COM | 070830104 |  | 272 | 6460 | SH |  | SOLE |  | 6460 | 0 | 0 |
| BEYOND MEAT INC | COM | 08862E109 |  | 567 | 46100 | SH |  | SOLE |  | 46100 | 0 | 0 |
| BEYOND MEAT INC | COM | 08862E959 |  | 9410 | 223600 | SH | Put | SOLE |  | 223600 | 0 | 0 |
| BEYOND MEAT INC | NOTE  0.000% 03/15/27 | 08862EAB5 |  | 9117 | 34588000 | PRN |  | SOLE |  | 34588000 | 0 | 0 |
| BIGBEAR AI HLDGS INC | *W EXP 12/31/28 | 08975B117 |  | 3 | 98996 | SH |  | SOLE |  | 98996 | 0 | 0 |
| BILANDER ACQUISITION CORP | UNIT 05/19/2026 | 09001T205 |  | 533 | 53895 | SH |  | SOLE |  | 53895 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G901 |  | 103 | 30000 | SH | Call | SOLE |  | 30000 | 0 | 0 |
| BLACKLINE INC | NOTE  0.125% 08/01/24 | 09239BAB5 |  | 13702 | 12297000 | PRN |  | SOLE |  | 12297000 | 0 | 0 |
| BLEUACACIA LTD | UNIT 10/30/2026 | G11728121 |  | 2036 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| BOOKING HOLDINGS INC | COM | 09857L108 |  | 4131 | 2050 | SH |  | SOLE |  | 2050 | 0 | 0 |
| BOOKING HOLDINGS INC | COM | 09857L908 |  | 222 | 1500 | SH | Call | SOLE |  | 1500 | 0 | 0 |
| BOYD GAMING CORP | COM | 103304101 |  | 3026 | 55500 | SH |  | SOLE |  | 55500 | 0 | 0 |
| BURTECH ACQUISITION CORP | UNIT 12/10/2026 | 123013203 |  | 1527 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| CACTUS ACQUISITION CORP 1 LT | UNIT 08/17/2028 | G1745A116 |  | 505 | 49990 | SH |  | SOLE |  | 49990 | 0 | 0 |
| CAESARS ENTERTAINMENT INC NE | COM | 12769G100 |  | 1793 | 43116 | SH |  | SOLE |  | 43116 | 0 | 0 |
| CARTICA ACQUISITION CORP | UNIT 04/30/2028 | G1995D125 |  | 1030 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CNX RES CORP | NOTE  2.250% 05/01/26 | 12653CAG3 |  | 12790 | 8693000 | PRN |  | SOLE |  | 8693000 | 0 | 0 |
| CORSAIR PARTNERING CORP | UNIT 99/99/9999 | G2540H124 |  | 806 | 81628 | SH |  | SOLE |  | 81628 | 0 | 0 |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 |  | 3060 | 93149 | SH |  | SOLE |  | 93149 | 0 | 0 |
| DENALI CAPITAL ACQUISITN COR | UNIT 03/28/2027 | G6256B122 |  | 460 | 45000 | SH |  | SOLE |  | 45000 | 0 | 0 |
| DEXCOM INC | NOTE  0.750% 12/01/23 | 252131AH0 |  | 12252 | 4442000 | PRN |  | SOLE |  | 4442000 | 0 | 0 |
| DISH NETWORK CORPORATION | CL A | 25470M959 |  | 691 | 925000 | SH | Put | SOLE |  | 925000 | 0 | 0 |
| DISH NETWORK CORPORATION | NOTE  0.000% 12/15/25 | 25470MAF6 |  | 27682 | 43000000 | PRN |  | SOLE |  | 43000000 | 0 | 0 |
| DROPBOX INC | NOTE  0.000% 03/01/28 | 26210CAD6 |  | 13465 | 15036000 | PRN |  | SOLE |  | 15036000 | 0 | 0 |
| DYNAVAX TECHNOLOGIES CORP | NOTE  2.500% 05/15/26 | 268158AD4 |  | 16703 | 13238000 | PRN |  | SOLE |  | 13238000 | 0 | 0 |
| EFFECTOR THERAPEUTICS INC | *W EXP 12/31/27 | 28202V116 |  | 4 | 41795 | SH |  | SOLE |  | 41795 | 0 | 0 |
| ELLIOTT OPPORTUNITY II CORP | UNIT 99/99/9999 | G30092129 |  | 1617 | 160305 | SH |  | SOLE |  | 160305 | 0 | 0 |
| ENVISTA HOLDINGS CORPORATION | NOTE  2.375% 06/01/25 | 29415FAB0 |  | 49902 | 29576000 | PRN |  | SOLE |  | 29576000 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | UNIT 99/99/9999 | 29978K201 |  | 510 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| FTI CONSULTING INC | NOTE  2.000% 08/15/23 | 302941AP4 |  | 41881 | 26495000 | PRN |  | SOLE |  | 26495000 | 0 | 0 |
| FUTURETECH II ACQUISITION CO | UNIT 12/23/2022 | 36119D202 |  | 820 | 80000 | SH |  | SOLE |  | 80000 | 0 | 0 |
| GENESIS UNICORN CAPITAL CORP | UNIT 06/30/2026 | 37187C209 |  | 671 | 66400 | SH |  | SOLE |  | 66400 | 0 | 0 |
| GOPRO INC | CL A | 38268T103 |  | 414 | 83135 | SH |  | SOLE |  | 83135 | 0 | 0 |
| GRANITE CONSTR INC | NOTE  2.750% 11/01/24 | 387328AB3 |  | 35458 | 29000000 | PRN |  | SOLE |  | 29000000 | 0 | 0 |
| GROUPON INC | NOTE  1.125% 03/15/26 | 399473AF4 |  | 3839 | 6500000 | PRN |  | SOLE |  | 6500000 | 0 | 0 |
| GSR II METEORA ACQUISITN COR | UNIT 02/24/2027 | 36263W204 |  | 829 | 81799 | SH |  | SOLE |  | 81799 | 0 | 0 |
| HNR ACQUISITION CORP | *W EXP 07/29/28 | 40472A128 |  | 9 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| HNR ACQUISITION CORP | COM | 40472A102 |  | 1023 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| INFINITE ACQUISITION CORP | UNIT 99/99/9999 | G48028115 |  | 1020 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| INNOVIVA INC | NOTE  2.500% 08/15/25 | 45781MAB7 |  | 6660 | 6500000 | PRN |  | SOLE |  | 6500000 | 0 | 0 |
| INSIGHT ENTERPRISES INC | NOTE  0.750% 02/15/25 | 45765UAB9 |  | 35081 | 23321000 | PRN |  | SOLE |  | 23321000 | 0 | 0 |
| INVESCO EXCH TRADED FD TR II | SR LN ETF | 46138E950 |  | 175 | 1000000 | SH | Put | SOLE |  | 1000000 | 0 | 0 |
| INVESCO QQQ TR | UNIT SER 1 | 46090E953 |  | 88 | 25000 | SH | Put | SOLE |  | 25000 | 0 | 0 |
| INVESTCORP INDIA ACQUISTN CO | UNIT 06/01/2028 | G49219119 |  | 257 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| INVITATION HOMES INC | COM | 46187W107 |  | 666 | 22500 | SH |  | SOLE |  | 22500 | 0 | 0 |
| INVITATION HOMES INC | COM | 46187W957 |  | 51 | 50000 | SH | Put | SOLE |  | 50000 | 0 | 0 |
| JACKSON ACQUISITION CO | UNIT 99/99/9999 | 46653C205 |  | 507 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| JAWS HURRICANE ACQUISITN COR | UNIT 06/08/2026 | 47201B202 |  | 635 | 63316 | SH |  | SOLE |  | 63316 | 0 | 0 |
| JAWS JUGGERNAUT ACQUISITN CO | UNIT 06/17/2026 | G50735128 |  | 546 | 54355 | SH |  | SOLE |  | 54355 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE  1.500% 08/15/24 | 472145AD3 |  | 2635 | 2670000 | PRN |  | SOLE |  | 2670000 | 0 | 0 |
| LAMF GLOBAL VENTURES CORP I | UNIT 11/05/2026 | G5338L116 |  | 768 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| LF CAPITAL ACQUISITION CORP | UNIT 05/15/2028 | 50202D201 |  | 510 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | COM A SIRIUSXM | 531229409 |  | 4658 | 118500 | SH |  | SOLE |  | 118500 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE  2.500% 03/15/23 | 538034AQ2 |  | 56659 | 53059000 | PRN |  | SOLE |  | 53059000 | 0 | 0 |
| LUCID GROUP INC | COM | 549498953 |  | 1510 | 600000 | SH | Put | SOLE |  | 600000 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE  0.250% 03/15/24 | 55024UAB5 |  | 15831 | 15000000 | PRN |  | SOLE |  | 15000000 | 0 | 0 |
| M/I HOMES INC | COM | 55305B101 |  | 2597 | 56250 | SH |  | SOLE |  | 56250 | 0 | 0 |
| MARATHON DIGITAL HOLDINGS IN | NOTE  1.000% 12/01/26 | 565788AB2 |  | 1653 | 7000000 | PRN |  | SOLE |  | 7000000 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | COM | 57164Y107 |  | 1430 | 10625 | SH |  | SOLE |  | 10625 | 0 | 0 |
| MICROSTRATEGY INC | NOTE  0.750% 12/15/25 | 594972AC5 |  | 4798 | 10158000 | PRN |  | SOLE |  | 10158000 | 0 | 0 |
| MIDDLEBY CORP | NOTE  1.000% 09/01/25 | 596278AB7 |  | 1765 | 1500000 | PRN |  | SOLE |  | 1500000 | 0 | 0 |
| NRG ENERGY INC | NOTE  2.750% 06/01/48 | 629377CG5 |  | 3971 | 4000000 | PRN |  | SOLE |  | 4000000 | 0 | 0 |
| NUBIA BRAND INTERNATIONAL CO | UNIT 11/16/2026 | 67022R202 |  | 1076 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| OMNILIT ACQUISITION CORP | UNIT 11/08/2026 | 68218C207 |  | 933 | 93697 | SH |  | SOLE |  | 93697 | 0 | 0 |
| OPY ACQUISITION CORP I | UNIT 09/22/2026 | 671005205 |  | 1000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| PALO ALTO NETWORKS INC | NOTE  0.750% 07/01/23 | 697435AD7 |  | 18086 | 11438000 | PRN |  | SOLE |  | 11438000 | 0 | 0 |
| PANDORA MEDIA INC | NOTE  1.750% 12/01/23 | 698354AD9 |  | 10257 | 10000000 | PRN |  | SOLE |  | 10000000 | 0 | 0 |
| PERFICIENT INC | NOTE  0.125% 11/15/26 | 71375UAF8 |  | 2188 | 2829000 | PRN |  | SOLE |  | 2829000 | 0 | 0 |
| PONO CAP TWO INC | UNIT 07/31/2027 | 73245B206 |  | 588 | 55787 | SH |  | SOLE |  | 55787 | 0 | 0 |
| PORTAGE FINTECH ACQUISITN CO | UNIT 07/08/2026 | G7185D122 |  | 693 | 69000 | SH |  | SOLE |  | 69000 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE  1.000% 04/15/26 | 743312AB6 |  | 3590 | 3500000 | PRN |  | SOLE |  | 3500000 | 0 | 0 |
| PROOF ACQUISITION CORP I | UNIT 99/99/9999 | 74349W203 |  | 508 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| PULTE GROUP INC | COM | 745867101 |  | 539 | 11845 | SH |  | SOLE |  | 11845 | 0 | 0 |
| PURE STORAGE INC | NOTE  0.125% 04/15/23 | 74624MAB8 |  | 9739 | 8999000 | PRN |  | SOLE |  | 8999000 | 0 | 0 |
| RAPID7 INC | NOTE  2.250% 05/01/25 | 753422AD6 |  | 8170 | 8500000 | PRN |  | SOLE |  | 8500000 | 0 | 0 |
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 |  | 11865 | 115000 | SH |  | SOLE |  | 115000 | 0 | 0 |
| REDFIN CORP | NOTE  0.000% 10/15/25 | 75737FAC2 |  | 11871 | 20087000 | PRN |  | SOLE |  | 20087000 | 0 | 0 |
| ROYAL CARIBBEAN GROUP | COM | V7780T103 |  | 1273 | 25769 | SH |  | SOLE |  | 25769 | 0 | 0 |
| SABRE CORP | COM | 78573M104 |  | 197 | 32000 | SH |  | SOLE |  | 32000 | 0 | 0 |
| SABRE CORP | COM | 78573M954 |  | 14 | 200000 | SH | Put | SOLE |  | 200000 | 0 | 0 |
| SHUAA PARTNERS ACQUISTN CORP | UNIT 02/24/2027 | G81173125 |  | 1023 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SHYFT GROUP INC | COM | 825698103 |  | 3435 | 138210 | SH |  | SOLE |  | 138210 | 0 | 0 |
| SILICON LABORATORIES INC | NOTE  0.625% 06/15/25 | 826919AD4 |  | 25124 | 20016000 | PRN |  | SOLE |  | 20016000 | 0 | 0 |
| SKYDECK ACQUISITION CORP | UNIT 05/13/2026 | G82220107 |  | 277 | 27585 | SH |  | SOLE |  | 27585 | 0 | 0 |
| SMILEDIRECTCLUB INC | CL A COM | 83192H106 |  | 16 | 47500 | SH |  | SOLE |  | 47500 | 0 | 0 |
| SMILEDIRECTCLUB INC | CL A COM | 83192H956 |  | 74 | 47500 | SH | Put | SOLE |  | 47500 | 0 | 0 |
| SNAP INC | NOTE  0.000% 05/01/27 | 83304AAF3 |  | 2805 | 4000000 | PRN |  | SOLE |  | 4000000 | 0 | 0 |
| SNAP INC | NOTE  0.250% 05/01/25 | 83304AAD8 |  | 24772 | 27529000 | PRN |  | SOLE |  | 27529000 | 0 | 0 |
| SPDR S 500 ETF TR | TR UNIT | 78462F953 |  | 193 | 200000 | SH | Put | SOLE |  | 200000 | 0 | 0 |
| SSGA ACTIVE ETF TR | BLACKSTONE SENR | 78467V608 |  | 40736 | 996000 | SH |  | SOLE |  | 996000 | 0 | 0 |
| THE REALREAL INC | NOTE  1.000% 03/01/28 | 88339PAD3 |  | 1100 | 3000000 | PRN |  | SOLE |  | 3000000 | 0 | 0 |
| THE REALREAL INC | NOTE  3.000% 06/15/25 | 88339PAB7 |  | 1214 | 2000000 | PRN |  | SOLE |  | 2000000 | 0 | 0 |
| TOLL BROTHERS INC | COM | 889478103 |  | 624 | 12500 | SH |  | SOLE |  | 12500 | 0 | 0 |
| TRAVERE THERAPEUTICS INC | NOTE  2.250% 03/01/29 | 89422GAA5 |  | 3825 | 4193000 | PRN |  | SOLE |  | 4193000 | 0 | 0 |
| UNDER ARMOUR INC | NOTE  1.500% 06/01/24 | 904311AC1 |  | 13325 | 11854000 | PRN |  | SOLE |  | 11854000 | 0 | 0 |
| UNITI GROUP INC | COM | 91325V958 |  | 1353 | 820000 | SH | Put | SOLE |  | 820000 | 0 | 0 |
| UPHEALTH INC | *W EXP 07/01/24 | 91532B119 |  | 0 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| UTA ACQUISITION CORPORATION | UNIT 12/01/2026 | G9473A125 |  | 1012 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| VANGUARD SCOTTSDALE FDS | INT-TERM CORP | 92206C870 |  | 13044 | 168300 | SH |  | SOLE |  | 168300 | 0 | 0 |
| VARONIS SYS INC | NOTE  1.250% 08/15/25 | 922280AB8 |  | 15343 | 14575000 | PRN |  | SOLE |  | 14575000 | 0 | 0 |
| VERADIGM INC | NOTE  0.875% 01/01/27 | 01988PAF5 |  | 39790 | 27871000 | PRN |  | SOLE |  | 27871000 | 0 | 0 |
| VIAVI SOLUTIONS INC | NOTE  1.750% 06/01/23 | 925550AE5 |  | 2001 | 2000000 | PRN |  | SOLE |  | 2000000 | 0 | 0 |
| VICI PPTYS INC | COM | 925652109 |  | 486 | 15000 | SH |  | SOLE |  | 15000 | 0 | 0 |
| VICTORIAS SECRET AND CO | COMMON STOCK | 926400102 |  | 66 | 1858 | SH |  | SOLE |  | 1858 | 0 | 0 |
| VISCOGLIOSI BROS ACQUISTN CO | UNIT 03/18/2027 | 92838K209 |  | 504 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| VMG CONSUMER ACQUISITION COR | UNIT 11/08/2026 | 91842V201 |  | 508 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| WESTERN DIGITAL CORP. | COM | 958102105 |  | 161 | 5125 | SH |  | SOLE |  | 5125 | 0 | 0 |
| WILLIAMS ROWLAND ACQUISITION | *W EXP 12/11/26 | 96951B110 |  | 2 | 48767 | SH |  | SOLE |  | 48767 | 0 | 0 |
| WILLIAMS ROWLAND ACQUISITION | COM | 96951B102 |  | 978 | 97535 | SH |  | SOLE |  | 97535 | 0 | 0 |
| WILLIAMS ROWLAND ACQUISITION | UNIT 99/99/9999 | 96951B201 |  | 124 | 12465 | SH |  | SOLE |  | 12465 | 0 | 0 |
| WINNEBAGO INDS INC | NOTE  1.500% 04/01/25 | 974637AB6 |  | 19016 | 18061000 | PRN |  | SOLE |  | 18061000 | 0 | 0 |
| WORKIVA INC | NOTE  1.125% 08/15/26 | 98139AAB1 |  | 34803 | 28150000 | PRN |  | SOLE |  | 28150000 | 0 | 0 |
| ZILLOW GROUP INC | NOTE  0.750% 09/01/24 | 98954MAE1 |  | 19215 | 18500000 | PRN |  | SOLE |  | 18500000 | 0 | 0 |

---