# EDGAR Filing Document

**Accession Number:** 0001860998
**File Stem:** 0001214659-23-002404
**Filing Date:** 2023-2
**Character Count:** 22235
**Document Hash:** b332117974309292ec074c735aa54f87
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001214659-23-002404.hdr.sgml**: 20230214

**ACCESSION NUMBER**: 0001214659-23-002404

**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:** Skaana Management L.P.
- **CENTRAL INDEX KEY:** 0001860998
- **IRS NUMBER:** 853938474
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-22020
- **FILM NUMBER:** 23628418

**BUSINESS ADDRESS:**
- **STREET 1:** 921 PRESIDENT STREET
- **CITY:** BROOKLYN
- **STATE:** NY
- **ZIP:** 11215
- **BUSINESS PHONE:** 212-747-0444

**MAIL ADDRESS:**
- **STREET 1:** 921 PRESIDENT STREET
- **CITY:** BROOKLYN
- **STATE:** NY
- **ZIP:** 11215

### 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:** Skaana Management L.P.<br>**Address:** 921 PRESIDENT STREET<br>BROOKLYN, NY 11215

**Form 13F File Number:** 028-22020

**CRD Number (if applicable):** 000311817

**SEC File Number (if applicable):** 801-119991

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:** Mayank Patel<br>**Title:** CCO<br>**Phone:** 212-747-0444

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

Mayank Patel CCO  BROOKLYN, NY  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:** 180

**Form 13F Information Table Value Total:** $461813524

      (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 |
| 23ANDME HOLDING CO | CLASS A COM | 90138Q108 |  | 216 | 100 | SH | Put | SOLE |  | 100 | 0 | 0 |
| 23ANDME HOLDING CO | CLASS A COM | 90138Q108 |  | 102816 | 47600 | SH | Call | SOLE |  | 47600 | 0 | 0 |
| AEYE INC | CL A COM | 008183105 |  | 79539 | 165500 | SH | Call | SOLE |  | 165500 | 0 | 0 |
| ALGONQUIN PWR UTILS CORP | COM | 015857105 |  | 549636 | 84300 | SH | Call | SOLE |  | 84300 | 0 | 0 |
| ALGONQUIN PWR UTILS CORP | COM | 015857105 |  | 1547848 | 237400 | SH | Put | SOLE |  | 237400 | 0 | 0 |
| AMERICAN AIRLINES GROUP INC | NOTE  6.500% 7/0 | 02376RAF9 |  | 7378000 | 7000000 | PRN |  | SOLE |  | 7000000 | 0 | 0 |
| AMERICAN AIRLS GROUP INC | COM | 02376R102 |  | 3199080 | 251500 | SH | Put | SOLE |  | 251500 | 0 | 0 |
| AMERICAN AIRLS GROUP INC | COM | 02376R102 |  | 848424 | 66700 | SH | Call | SOLE |  | 66700 | 0 | 0 |
| AMPRIUS TECHNOLOGIES INC | *W EXP 09/14/202 | 03214Q116 |  | 22327 | 76962 | SH |  | SOLE |  | 76962 | 0 | 0 |
| ANGHAMI INC | *W EXP 02/03/202 | G0369L119 |  | 522 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| ANTERO RESOURCES CORP | COM | 03674X106 |  | 216930 | 7000 | SH |  | SOLE |  | 7000 | 0 | 0 |
| ANTERO RESOURCES CORP | COM | 03674X106 |  | 229326 | 7400 | SH | Put | SOLE |  | 7400 | 0 | 0 |
| APEXIGEN INC | *W EXP 07/29/202 | 03759B110 |  | 1836 | 73130 | SH |  | SOLE |  | 73130 | 0 | 0 |
| APOLLO COML REAL ESTATE FIN | NOTE  5.375%10/1 | 03762UAC9 |  | 3886110 | 3996000 | PRN |  | SOLE |  | 3996000 | 0 | 0 |
| APPHARVEST INC | COM | 03783T103 |  | 2270 | 4000 | SH | Call | SOLE |  | 4000 | 0 | 0 |
| APTIV PLC | SHS | G6095L109 |  | 2207181 | 23700 | SH | Put | SOLE |  | 23700 | 0 | 0 |
| APTIV PLC | SHS | G6095L109 |  | 4218789 | 45300 | SH | Call | SOLE |  | 45300 | 0 | 0 |
| AST SPACEMOBILE INC | COM CL A | 00217D100 |  | 119011 | 24691 | SH |  | SOLE |  | 24691 | 0 | 0 |
| AST SPACEMOBILE INC | COM CL A | 00217D100 |  | 423678 | 87900 | SH | Put | SOLE |  | 87900 | 0 | 0 |
| AST SPACEMOBILE INC | COM CL A | 00217D100 |  | 969302 | 201100 | SH | Call | SOLE |  | 201100 | 0 | 0 |
| AST SPACEMOBILE INC | *W EXP 04/06/202 | 00217D118 |  | 2529309 | 1280663 | SH |  | SOLE |  | 1280663 | 0 | 0 |
| ASTRA SPACE INC | COM CL A | 04634X103 |  | 10096 | 23274 | SH |  | SOLE |  | 23274 | 0 | 0 |
| ASTRA SPACE INC | COM CL A | 04634X103 |  | 130921 | 301800 | SH | Call | SOLE |  | 301800 | 0 | 0 |
| AVAYA HLDGS CORP | COM | 05351X101 |  | 5841 | 29800 | SH | Call | SOLE |  | 29800 | 0 | 0 |
| AVEPOINT INC | COM CL A | 053604104 |  | 19317 | 4700 | SH | Call | SOLE |  | 4700 | 0 | 0 |
| BIGBEAR AI HLDGS INC | *W EXP 12/08/202 | 08975B117 |  | 2690 | 87618 | SH |  | SOLE |  | 87618 | 0 | 0 |
| BLACKSKY TECHNOLOGY INC | COM CL A | 09263B108 |  | 3850 | 2500 | SH | Call | SOLE |  | 2500 | 0 | 0 |
| BLACKSTONE MTG TR INC | COM CL A | 09257W100 |  | 105850 | 5000 | SH | Put | SOLE |  | 5000 | 0 | 0 |
| BLADE AIR MOBILITY INC | CL A COM | 092667104 |  | 4654 | 1300 | SH | Call | SOLE |  | 1300 | 0 | 0 |
| BLADE AIR MOBILITY INC | *W EXP 05/07/202 | 092667112 |  | 39703 | 79406 | SH |  | SOLE |  | 79406 | 0 | 0 |
| BLINK CHARGING CO | COM | 09354A100 |  | 292899 | 26700 | SH | Put | SOLE |  | 26700 | 0 | 0 |
| BLINK CHARGING CO | COM | 09354A100 |  | 43880 | 4000 | SH | Call | SOLE |  | 4000 | 0 | 0 |
| BLINK CHARGING CO | *W EXP 02/16/202 | 09354A118 |  | 150348 | 23346 | SH |  | SOLE |  | 23346 | 0 | 0 |
| BROOKDALE SR LIVING INC | UNIT 11/15/2023 | 112463302 |  | 3068456 | 69375 | SH |  | SOLE |  | 69375 | 0 | 0 |
| CANO HEALTH INC | COM CL A | 13781Y103 |  | 10001 | 7300 | SH | Call | SOLE |  | 7300 | 0 | 0 |
| CANO HEALTH INC | COM CL A | 13781Y103 |  | 4932 | 3600 | SH | Put | SOLE |  | 3600 | 0 | 0 |
| CANOO INC | COM CL A | 13803R102 |  | 246 | 200 | SH | Put | SOLE |  | 200 | 0 | 0 |
| CANOO INC | COM CL A | 13803R102 |  | 56826 | 46200 | SH | Call | SOLE |  | 46200 | 0 | 0 |
| CARNIVAL CORP | COMMON STOCK | 143658300 |  | 1840904 | 228400 | SH | Call | SOLE |  | 228400 | 0 | 0 |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 |  | 2371370 | 46828 | SH |  | SOLE |  | 46828 | 0 | 0 |
| CHESAPEAKE ENERGY CORP | COM | 165167735 |  | 235925 | 2500 | SH | Put | SOLE |  | 2500 | 0 | 0 |
| CHICKEN SOUP FOR THE SOUL EN | *W EXP 10/22/202 | 16842Q134 |  | 2862 | 156418 | SH |  | SOLE |  | 156418 | 0 | 0 |
| CINEMARK HLDGS INC | NOTE  4.500% 8/1 | 17243VAB8 |  | 955080 | 1000000 | PRN |  | SOLE |  | 1000000 | 0 | 0 |
| CLARIVATE PLC | ORD SHS | G21810109 |  | 513744 | 61600 | SH | Put | SOLE |  | 61600 | 0 | 0 |
| CLARIVATE PLC | ORD SHS | G21810109 |  | 42534 | 5100 | SH | Call | SOLE |  | 5100 | 0 | 0 |
| CLEVER LEAVES HOLDINGS INC | COM | 186760104 |  | 124581 | 405800 | SH | Call | SOLE |  | 405800 | 0 | 0 |
| CLEVER LEAVES HOLDINGS INC | COM | 186760104 |  | 50256 | 163700 | SH | Put | SOLE |  | 163700 | 0 | 0 |
| CLOVER HEALTH INVESTMENTS CO | COM CL A | 18914F103 |  | 29817 | 32079 | SH |  | SOLE |  | 32079 | 0 | 0 |
| CLOVER HEALTH INVESTMENTS CO | COM CL A | 18914F103 |  | 27606 | 29700 | SH | Put | SOLE |  | 29700 | 0 | 0 |
| COHERENT CORP | COM | 19247G107 |  | 673920 | 19200 | SH | Call | SOLE |  | 19200 | 0 | 0 |
| COHERENT CORP | COM | 19247G107 |  | 6430320 | 183200 | SH | Put | SOLE |  | 183200 | 0 | 0 |
| COHERENT CORP | 6% CONV PFD A | 19247G206 |  | 7577661 | 47390 | SH |  | SOLE |  | 47390 | 0 | 0 |
| COWEN INC | CL A NEW | 223622606 |  | 235582 | 6100 | SH | Put | SOLE |  | 6100 | 0 | 0 |
| COWEN INC | CL A NEW | 223622606 |  | 193100 | 5000 | SH | Call | SOLE |  | 5000 | 0 | 0 |
| CURIOSITYSTREAM INC | *W EXP 10/14/202 | 23130Q115 |  | 598 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| CUSTOM TRUCK ONE SOURCE INC | *W EXP 01/01/202 | 23204X111 |  | 49539 | 127022 | SH |  | SOLE |  | 127022 | 0 | 0 |
| DICKS SPORTING GOODS INC | NOTE  3.250% 4/1 | 253393AD4 |  | 3732500 | 1000000 | PRN |  | SOLE |  | 1000000 | 0 | 0 |
| DRAFTKINGS INC NEW | COM CL A | 26142V105 |  | 11390 | 1000 | SH | Put | SOLE |  | 1000 | 0 | 0 |
| DYNAVAX TECHNOLOGIES CORP | COM NEW | 268158201 |  | 61712 | 5800 | SH | Put | SOLE |  | 5800 | 0 | 0 |
| DYNAVAX TECHNOLOGIES CORP | NOTE  2.500% 5/1 | 268158AD4 |  | 1760500 | 1400000 | PRN |  | SOLE |  | 1400000 | 0 | 0 |
| EAST RES ACQUISITION CO | *W EXP 07/01/202 | 274681113 |  | 2846 | 16261 | SH |  | SOLE |  | 16261 | 0 | 0 |
| EDIFY ACQUISITION CORP | *W EXP 11/25/202 | 28059Q111 |  | 681 | 22620 | SH |  | SOLE |  | 22620 | 0 | 0 |
| ENCORE CAP GROUP INC | NOTE  3.250%10/0 | 292554AM4 |  | 3904500 | 3000000 | PRN |  | SOLE |  | 3000000 | 0 | 0 |
| EPR PPTYS | PFD C CV 5.75% | 26884U208 |  | 10470490 | 582665 | SH |  | SOLE |  | 582665 | 0 | 0 |
| EVE HLDG INC | *W EXP 05/09/202 | 29970N112 |  | 6250 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| FARADAY FUTRE INTLGT ELCTR I | COM | 307359109 |  | 90603 | 312100 | SH | Call | SOLE |  | 312100 | 0 | 0 |
| FARADAY FUTRE INTLGT ELCTR I | COM | 307359109 |  | 3251 | 11200 | SH | Put | SOLE |  | 11200 | 0 | 0 |
| FARADAY FUTRE INTLGT ELCTR I | *W EXP 03/20/202 | 307359117 |  | 165485 | 2360706 | SH |  | SOLE |  | 2360706 | 0 | 0 |
| FAZE HOLDINGS INC | COMMON STOCK | 31423J102 |  | 185 | 100 | SH | Put | SOLE |  | 100 | 0 | 0 |
| FAZE HOLDINGS INC | COMMON STOCK | 31423J102 |  | 299700 | 162000 | SH | Call | SOLE |  | 162000 | 0 | 0 |
| FAZE HOLDINGS INC | *W EXP 03/01/202 | 31423J110 |  | 32522 | 257905 | SH |  | SOLE |  | 257905 | 0 | 0 |
| FG MERGER CORP | *W EXP 06/17/202 | 30324Y119 |  | 838 | 16750 | SH |  | SOLE |  | 16750 | 0 | 0 |
| FISKER INC | CL A COM STK | 33813J106 |  | 73427 | 10100 | SH | Call | SOLE |  | 10100 | 0 | 0 |
| FISKER INC | CL A COM STK | 33813J106 |  | 306794 | 42200 | SH | Put | SOLE |  | 42200 | 0 | 0 |
| FLUOR CORP NEW | COM | 343412102 |  | 277280 | 8000 | SH | Put | SOLE |  | 8000 | 0 | 0 |
| FLUOR CORP NEW | COM | 343412102 |  | 1143780 | 33000 | SH | Call | SOLE |  | 33000 | 0 | 0 |
| FORAFRIC GLOBAL PLC | *W EXP 06/09/202 | X3R81D110 |  | 11084 | 16300 | SH |  | SOLE |  | 16300 | 0 | 0 |
| FORD MTR CO DEL | COM | 345370860 |  | 36053 | 3100 | SH | Call | SOLE |  | 3100 | 0 | 0 |
| FREYR BATTERY | SHS | L4135L100 |  | 46004 | 5300 | SH | Call | SOLE |  | 5300 | 0 | 0 |
| GARRETT MOTION INC | COM | 366505105 |  | 3266694 | 428700 | SH | Put | SOLE |  | 428700 | 0 | 0 |
| GARRETT MOTION INC | PFD CONV SER A | 366505204 |  | 13780913 | 1584013 | SH |  | SOLE |  | 1584013 | 0 | 0 |
| GENIUS SPORTS LIMITED | *W EXP 04/20/202 | G3934V117 |  | 180850 | 200944 | SH |  | SOLE |  | 200944 | 0 | 0 |
| GEO GROUP INC NEW | COM | 36162J106 |  | 109500 | 10000 | SH | Put | SOLE |  | 10000 | 0 | 0 |
| GETAROUND INC | COM | 37427G101 |  | 8356 | 12806 | SH |  | SOLE |  | 12806 | 0 | 0 |
| GETTY IMAGES HOLDINGS INC | CL A COM | 374275105 |  | 97680 | 17600 | SH | Call | SOLE |  | 17600 | 0 | 0 |
| GFL ENVIRONMENTAL INC | SUB VTG SHS | 36168Q104 |  | 1505345 | 51500 | SH | Call | SOLE |  | 51500 | 0 | 0 |
| GFL ENVIRONMENTAL INC | SUB VTG SHS | 36168Q104 |  | 3718056 | 127200 | SH | Put | SOLE |  | 127200 | 0 | 0 |
| GINKGO BIOWORKS HOLDINGS INC | CL A SHS | 37611X100 |  | 127764 | 75600 | SH | Call | SOLE |  | 75600 | 0 | 0 |
| GLOBALINK INVT INC | *W EXP 12/03/202 | 37892F125 |  | 550 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| GSR II METEORA ACQUISITN COR | CLASS A COM | 36263W105 |  | 218382 | 21595 | SH |  | SOLE |  | 21595 | 0 | 0 |
| GSR II METEORA ACQUISITN COR | *W EXP 02/24/202 | 36263W121 |  | 1598 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| IG ACQUISITION CORP | *W EXP 10/05/202 | 449534114 |  | 395 | 15116 | SH |  | SOLE |  | 15116 | 0 | 0 |
| INDIE SEMICONDUCTOR INC | CLASS A COM | 45569U101 |  | 428505 | 73500 | SH | Call | SOLE |  | 73500 | 0 | 0 |
| INOVIO PHARMACEUTICALS INC | COM NEW | 45773H201 |  | 7488 | 4800 | SH | Put | SOLE |  | 4800 | 0 | 0 |
| INTERCEPT PHARMACEUTICALS IN | COM | 45845P108 |  | 214953 | 17377 | SH |  | SOLE |  | 17377 | 0 | 0 |
| INTERCEPT PHARMACEUTICALS IN | COM | 45845P108 |  | 225134 | 18200 | SH | Call | SOLE |  | 18200 | 0 | 0 |
| INTERCEPT PHARMACEUTICALS IN | COM | 45845P108 |  | 348834 | 28200 | SH | Put | SOLE |  | 28200 | 0 | 0 |
| INTL GNRL INSURANCE HLDNGS L | SHS | G4809J106 |  | 6400 | 800 | SH | Put | SOLE |  | 800 | 0 | 0 |
| INTL GNRL INSURANCE HLDNGS L | *W EXP 03/17/202 | G4809J114 |  | 154683 | 281242 | SH |  | SOLE |  | 281242 | 0 | 0 |
| IQIYI INC | SPONSORED ADS | 46267X108 |  | 52470 | 9900 | SH | Call | SOLE |  | 9900 | 0 | 0 |
| IRONNET INC | COM | 46323Q105 |  | 7940 | 34523 | SH |  | SOLE |  | 34523 | 0 | 0 |
| IRONNET INC | COM | 46323Q105 |  | 122360 | 532000 | SH | Call | SOLE |  | 532000 | 0 | 0 |
| IRONNET INC | *W EXP 08/26/202 | 46323Q113 |  | 5103 | 290781 | SH |  | SOLE |  | 290781 | 0 | 0 |
| KATAPULT HOLDINGS INC | COM | 485859102 |  | 2679 | 2800 | SH | Call | SOLE |  | 2800 | 0 | 0 |
| KATAPULT HOLDINGS INC | *W EXP 06/09/202 | 485859110 |  | 4680 | 65000 | SH |  | SOLE |  | 65000 | 0 | 0 |
| KKR  CO INC | COM | 48251W104 |  | 23210 | 500 | SH | Put | SOLE |  | 500 | 0 | 0 |
| LEAFLY HOLDINGS INC | COM | 52178J105 |  | 130 | 200 | SH | Call | SOLE |  | 200 | 0 | 0 |
| LIGHTNING EMOTORS INC | COM | 53228T101 |  | 43320 | 118200 | SH | Call | SOLE |  | 118200 | 0 | 0 |
| LIGHTNING EMOTORS INC | COM | 53228T101 |  | 6267 | 17100 | SH | Put | SOLE |  | 17100 | 0 | 0 |
| LIGHTNING EMOTORS INC | *W EXP 05/18/202 | 53228T119 |  | 10630 | 273961 | SH |  | SOLE |  | 273961 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE  2.500% 3/1 | 538034AQ2 |  | 6262428 | 5891000 | PRN |  | SOLE |  | 5891000 | 0 | 0 |
| MAIDEN HOLDINGS LTD | SHS | G5753U112 |  | 70896 | 33600 | SH | Put | SOLE |  | 33600 | 0 | 0 |
| MASTEC INC | COM | 576323109 |  | 213325 | 2500 | SH | Put | SOLE |  | 2500 | 0 | 0 |
| MERCADOLIBRE INC | COM | 58733R102 |  | 169248 | 200 | SH | Call | SOLE |  | 200 | 0 | 0 |
| MERCADOLIBRE INC | NOTE  2.000% 8/1 | 58733RAD4 |  | 4660950 | 2300000 | PRN |  | SOLE |  | 2300000 | 0 | 0 |
| MICROSTRATEGY INC | CL A NEW | 594972408 |  | 3383523 | 23900 | SH | Call | SOLE |  | 23900 | 0 | 0 |
| MICROSTRATEGY INC | CL A NEW | 594972408 |  | 1599741 | 11300 | SH | Put | SOLE |  | 11300 | 0 | 0 |
| MICROSTRATEGY INC | NOTE  0.750%12/1 | 594972AC5 |  | 1518457 | 3270000 | PRN |  | SOLE |  | 3270000 | 0 | 0 |
| MONEYLION INC | CL A | 60938K106 |  | 5394 | 8700 | SH | Call | SOLE |  | 8700 | 0 | 0 |
| MULTIPLAN CORPORATION | COM | 62548M100 |  | 920 | 800 | SH | Call | SOLE |  | 800 | 0 | 0 |
| NEXTERA ENERGY INC | COM | 65339F101 |  | 5595599 | 66933 | SH |  | SOLE |  | 66933 | 0 | 0 |
| NEXTERA ENERGY INC | COM | 65339F101 |  | 49608240 | 593400 | SH | Put | SOLE |  | 593400 | 0 | 0 |
| NEXTERA ENERGY INC | COM | 65339F101 |  | 3511200 | 42000 | SH | Call | SOLE |  | 42000 | 0 | 0 |
| NEXTERA ENERGY INC | UNIT 03/01/2023 | 65339F770 |  | 31859981 | 628402 | SH |  | SOLE |  | 628402 | 0 | 0 |
| NEXTERA ENERGY INC | UNIT 09/01/2023 | 65339F739 |  | 7229714 | 143191 | SH |  | SOLE |  | 143191 | 0 | 0 |
| NISOURCE INC | UNIT 12/01/2023 | 65473P121 |  | 3234310 | 31322 | SH |  | SOLE |  | 31322 | 0 | 0 |
| NORWEGIAN CRUISE LINE HLDG L | SHS | G66721104 |  | 670752 | 54800 | SH | Call | SOLE |  | 54800 | 0 | 0 |
| NOVAVAX INC | COM NEW | 670002401 |  | 2159828 | 210100 | SH | Put | SOLE |  | 210100 | 0 | 0 |
| OCCIDENTAL PETE CORP | COM | 674599105 |  | 52939253 | 840439 | SH |  | SOLE |  | 840439 | 0 | 0 |
| OCCIDENTAL PETE CORP | COM | 674599105 |  | 19646581 | 311900 | SH | Call | SOLE |  | 311900 | 0 | 0 |
| OCCIDENTAL PETE CORP | COM | 674599105 |  | 45793730 | 727000 | SH | Put | SOLE |  | 727000 | 0 | 0 |
| OCCIDENTAL PETE CORP | *W EXP 08/03/202 | 674599162 |  | 17554621 | 425773 | SH |  | SOLE |  | 425773 | 0 | 0 |
| OFFERPAD SOLUTIONS INC | COM CL A | 67623L109 |  | 1289 | 2800 | SH | Call | SOLE |  | 2800 | 0 | 0 |
| ONESPAWORLD HOLDINGS LIMITED | COM | P73684113 |  | 12129 | 1300 | SH | Put | SOLE |  | 1300 | 0 | 0 |
| OPPFI INC | *W EXP 07/20/202 | 68386H111 |  | 1205 | 12049 | SH |  | SOLE |  | 12049 | 0 | 0 |
| PAYSAFE LIMITED | SHS | G6964L206 |  | 29169 | 2100 | SH | Put | SOLE |  | 2100 | 0 | 0 |
| PAYSAFE LIMITED | SHS | G6964L206 |  | 1419558 | 102200 | SH | Call | SOLE |  | 102200 | 0 | 0 |
| PEABODY ENERGY CORP | COM | 704551100 |  | 13210 | 500 | SH | Put | SOLE |  | 500 | 0 | 0 |
| PG CORP | COM | 69331C108 |  | 1378848 | 84800 | SH | Put | SOLE |  | 84800 | 0 | 0 |
| PG CORP | COM | 69331C108 |  | 1626000 | 100000 | SH | Call | SOLE |  | 100000 | 0 | 0 |
| PG CORP | UNIT 08/16/2023 | 69331C140 |  | 5248605 | 36388 | SH |  | SOLE |  | 36388 | 0 | 0 |
| PRESTO AUTOMATION INC | *W EXP 09/21/202 | 74113T113 |  | 562 | 13352 | SH |  | SOLE |  | 13352 | 0 | 0 |
| PROSPECT CAP CORP | NOTE  6.375% 3/0 | 74348TAT9 |  | 996300 | 1000000 | PRN |  | SOLE |  | 1000000 | 0 | 0 |
| RBC BEARINGS INC | COM | 75524B104 |  | 355895 | 1700 | SH | Put | SOLE |  | 1700 | 0 | 0 |
| RBC BEARINGS INC | COM | 75524B104 |  | 858335 | 4100 | SH | Call | SOLE |  | 4100 | 0 | 0 |
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 |  | 10055610 | 98027 | SH |  | SOLE |  | 98027 | 0 | 0 |
| READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 |  | 2245512 | 89677 | SH |  | SOLE |  | 89677 | 0 | 0 |
| ROYAL CARIBBEAN GROUP | COM | V7780T103 |  | 588217 | 11900 | SH | Call | SOLE |  | 11900 | 0 | 0 |
| RUMBLE INC | *W EXP 09/16/202 | 78137L113 |  | 33425 | 26740 | SH |  | SOLE |  | 26740 | 0 | 0 |
| SABRE CORP | COM | 78573M104 |  | 1399152 | 226400 | SH | Call | SOLE |  | 226400 | 0 | 0 |
| SABRE CORP | COM | 78573M104 |  | 5026194 | 813300 | SH | Put | SOLE |  | 813300 | 0 | 0 |
| SABRE CORP | 6.50% CONV PFD A | 78573M203 |  | 4241410 | 50391 | SH |  | SOLE |  | 50391 | 0 | 0 |
| SEASTAR MEDICAL HOLDING CORP | *W EXP 10/28/202 | 81256L112 |  | 900 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| SES AI CORPORATION | CL A COM | 78397Q109 |  | 3150 | 1000 | SH | Call | SOLE |  | 1000 | 0 | 0 |
| SHARECARE INC | COM CL A | 81948W104 |  | 160 | 100 | SH | Call | SOLE |  | 100 | 0 | 0 |
| SOFI TECHNOLOGIES INC | COM | 83406F102 |  | 596995 | 129500 | SH | Put | SOLE |  | 129500 | 0 | 0 |
| SOUTH JERSEY INDS INC | UNIT 04/01/2024 | 838518306 |  | 26799914 | 388292 | SH |  | SOLE |  | 388292 | 0 | 0 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 |  | 3824300 | 10000 | SH | Call | SOLE |  | 10000 | 0 | 0 |
| SPIRE GLOBAL INC | COM CL A | 848560108 |  | 67296 | 70100 | SH | Call | SOLE |  | 70100 | 0 | 0 |
| SPIRIT AIRLS INC | COM | 848577102 |  | 7792 | 400 | SH | Put | SOLE |  | 400 | 0 | 0 |
| SPIRIT AIRLS INC | NOTE  4.750% 5/1 | 848577AA0 |  | 13355391 | 7592000 | PRN |  | SOLE |  | 7592000 | 0 | 0 |
| SPLUNK INC | COM | 848637104 |  | 860900 | 10000 | SH | Call | SOLE |  | 10000 | 0 | 0 |
| STARWOOD PPTY TR INC | COM | 85571B105 |  | 177801 | 9700 | SH | Put | SOLE |  | 9700 | 0 | 0 |
| STARWOOD PPTY TR INC | COM | 85571B105 |  | 628719 | 34300 | SH | Call | SOLE |  | 34300 | 0 | 0 |
| SUNPOWER CORP | DBCV  4.000% 1/1 | 867652AL3 |  | 24873 | 25000 | PRN |  | SOLE |  | 25000 | 0 | 0 |
| TALKSPACE INC | COM | 87427V103 |  | 18338 | 30047 | SH |  | SOLE |  | 30047 | 0 | 0 |
| TARGET HOSPITALITY CORP | *W EXP 03/15/202 | 87615L115 |  | 2374170 | 410756 | SH |  | SOLE |  | 410756 | 0 | 0 |
| THE LION ELECTRIC COMPANY | COMMON STOCK | 536221104 |  | 45472 | 20300 | SH | Call | SOLE |  | 20300 | 0 | 0 |
| TWO HBRS INVT CORP | COM | 90187B804 |  | 157700 | 10000 | SH | Call | SOLE |  | 10000 | 0 | 0 |
| UCOMMUNE INTERNATIONAL LTD | *W EXP 11/01/202 | G9449A118 |  | 777 | 48592 | SH |  | SOLE |  | 48592 | 0 | 0 |
| UNITED STATES STL CORP | NOTE  5.000%11/0 | 912909AT5 |  | 10802000 | 5401000 | PRN |  | SOLE |  | 5401000 | 0 | 0 |
| UNITED STATES STL CORP NEW | COM | 912909108 |  | 563625 | 22500 | SH | Call | SOLE |  | 22500 | 0 | 0 |
| UPHEALTH INC | COM NEW | 91532B200 |  | 86064 | 52800 | SH | Call | SOLE |  | 52800 | 0 | 0 |
| UPHEALTH INC | *W EXP 06/08/202 | 91532B119 |  | 801 | 61593 | SH |  | SOLE |  | 61593 | 0 | 0 |
| VERTEX ENERGY INC | COM | 92534K107 |  | 5019520 | 809600 | SH | Put | SOLE |  | 809600 | 0 | 0 |
| VERTEX ENERGY INC | COM | 92534K107 |  | 2021200 | 326000 | SH | Call | SOLE |  | 326000 | 0 | 0 |
| VIRGIN GALACTIC HOLDINGS INC | COM | 92766K106 |  | 42807 | 12301 | SH |  | SOLE |  | 12301 | 0 | 0 |
| VIRGIN GALACTIC HOLDINGS INC | COM | 92766K106 |  | 147552 | 42400 | SH | Call | SOLE |  | 42400 | 0 | 0 |
| VIVEON HEALTH ACQUISITION CO | *W EXP 99/99/999 | 92853V114 |  | 3039 | 60777 | SH |  | SOLE |  | 60777 | 0 | 0 |
| VOYA FINANCIAL INC | COM | 929089100 |  | 6149 | 100 | SH | Call | SOLE |  | 100 | 0 | 0 |

---