# EDGAR Filing Document

**Accession Number:** 0001595082
**File Stem:** 0001595082-23-000007
**Filing Date:** 2023-2
**Character Count:** 49368
**Document Hash:** 7f03448ebe3820683c98691e9713531b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001595082-23-000007.hdr.sgml**: 20230214

**ACCESSION NUMBER**: 0001595082-23-000007

**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:** DAVIDSON KEMPNER CAPITAL MANAGEMENT LP
- **CENTRAL INDEX KEY:** 0001595082
- **IRS NUMBER:** 133863161
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-16184
- **FILM NUMBER:** 23627133

**BUSINESS ADDRESS:**
- **STREET 1:** 520 MADISON AVENUE
- **STREET 2:** 30TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022
- **BUSINESS PHONE:** 212-446-4000

**MAIL ADDRESS:**
- **STREET 1:** 520 MADISON AVENUE
- **STREET 2:** 30TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Davidson Kempner Capital Management LP
- **DATE OF NAME CHANGE:** 20131220

### 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:** Davidson Kempner Capital Management LP<br>**Address:** 520 Madison Avenue<br>New York, NY 10022

**Form 13F File Number:** 028-16184

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:** Eric Sacks<br>**Title:** Chief Financial Officer<br>**Phone:** 212-446-4039

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

Eric Sacks  New York, NY  02-10-2023<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:** 433

**Form 13F Information Table Value Total:** $4318899

      (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 |
| ARES ACQUISITION CORPORATION | COM CL A | G33032106 |  | 10182 | 1011075 | SH |  | SOLE |  | 1011075 | 0 | 0 |
| ARES ACQUISITION CORPORATION | *W EXP 02/02/202 | G33032122 |  | 65 | 140000 | SH |  | SOLE |  | 0 | 0 | 0 |
| ATLANTIC COASTAL AQSTN CORP | *W EXP 01/13/202 | 04845A116 |  | 16 | 250000 | SH |  | SOLE |  | 0 | 0 | 0 |
| ATHENA CONSUMER ACQ CORP | *W EXP 07/31/202 | 04684M114 |  | 29 | 250000 | SH |  | SOLE |  | 0 | 0 | 0 |
| PROFRAC HLDG CORP | *W EXP 11/09/202 | 74319N118 |  | 38 | 1250633 | SH |  | SOLE |  | 0 | 0 | 0 |
| ASCENDANT DIGITAL ACQ CORP I | CL A COM | G05157105 |  | 2064 | 200000 | SH |  | SOLE |  | 0 | 0 | 0 |
| ALBERTSONS COS INC | COMMON STOCK | 013091103 |  | 9453 | 455809 | SH |  | SOLE |  | 455809 | 0 | 0 |
| ACORDA THERAPEUTICS INC | COM NEW | 00484M601 |  | 1821 | 2395668 | SH |  | SOLE |  | 2395668 | 0 | 0 |
| ACORDA THERAPEUTICS INC | NOTE  6.000%12/0 | 00484MAC0 |  | 33607 | 52324000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| ACV AUCTIONS INC | COM CL A | 00091G104 |  | 1698 | 207335 | SH |  | SOLE |  | 207335 | 0 | 0 |
| ANTHEMIS DIGITAL ACQUISITION | CLASS A ORD | G03959106 |  | 2052 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ANTHEMIS DIGITAL ACQUISITION | *W EXP 11/01/202 | G03959114 |  | 7 | 100000 | SH |  | SOLE |  | 0 | 0 | 0 |
| ADS TEC ENERGY PLC | *W EXP 12/22/202 | G0085J109 |  | 25 | 137500 | SH |  | SOLE |  | 0 | 0 | 0 |
| ALTENERGY ACQUISITION CORP | COM CL A | 02157M108 |  | 3563 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| ALTENERGY ACQUISITION CORP | *W EXP 10/29/202 | 02157M116 |  | 17 | 174999 | SH |  | SOLE |  | 0 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE        11/1 | 00827BAB2 |  | 20488 | 37250000 | PRN | Put | SOLE |  | 0 | 0 | 0 |
| AGILETHOUGHT INC | *W EXP 08/23/202 | 00857F118 |  | 39 | 125000 | SH |  | SOLE |  | 0 | 0 | 0 |
| AHREN ACQUISITION CORP | CLASS A ORD SHS | G01322109 |  | 12788 | 1250000 | SH |  | SOLE |  | 1250000 | 0 | 0 |
| AHREN ACQUISITION CORP | *W EXP 12/09/202 | G01322125 |  | 44 | 625000 | SH |  | SOLE |  | 0 | 0 | 0 |
| ASHFORD HOSPITALITY TR INC | COM SHS | 044103869 |  | 1709 | 382429 | SH |  | SOLE |  | 382429 | 0 | 0 |
| AIRBNB INC | NOTE         3/1 | 009066AB7 |  | 12345 | 15000000 | PRN | Put | SOLE |  | 0 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE  0.375% 9/0 | 00971TAL5 |  | 49113 | 51000000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| ALLEGO N V | *W EXP 03/16/202 | N0796A118 |  | 7 | 65000 | SH |  | SOLE |  | 0 | 0 | 0 |
| AMCI ACQUISITION CORP II | CLASS A COM | 00166R100 |  | 7478 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| AMCI ACQUISITION CORP II | *W EXP 08/06/202 | 00166R118 |  | 90 | 374999 | SH |  | SOLE |  | 0 | 0 | 0 |
| AEMETIS INC | COM NEW | 00770K202 |  | 219 | 55364 | SH |  | SOLE |  | 55364 | 0 | 0 |
| AUTONATION INC | COM | 05329W102 |  | 5821 | 54249 | SH |  | SOLE |  | 54249 | 0 | 0 |
| ARCTOS NORTHSTAR ACQUIS CORP | SHS CL A | G0477L100 |  | 5045 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| ARCTOS NORTHSTAR ACQUIS CORP | *W EXP 99/99/999 | G0477L126 |  | 4 | 100000 | SH |  | SOLE |  | 0 | 0 | 0 |
| ANGEL OAK MTG INC | COM | 03464Y108 |  | 34954 | 7389791 | SH |  | SOLE |  | 7389791 | 0 | 0 |
| APOLLO STRATEGIC GRWT CPTL I | SHS CL A | G0412A102 |  | 5010 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| APOLLO STRATEGIC GRWT CPTL I | *W EXP 02/12/202 | G0412A128 |  | 14 | 100000 | SH |  | SOLE |  | 0 | 0 | 0 |
| APEIRON CAPITAL INVEST CORP | CL A COM | 03752A101 |  | 4100 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| APEIRON CAPITAL INVEST CORP | *W EXP 04/02/202 | 03752A119 |  | 30 | 200000 | SH |  | SOLE |  | 0 | 0 | 0 |
| APX ACQUISITION CORP I | CLASS A ORD SHS | G0440J109 |  | 3066 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| APX ACQUISITION CORP I | *W EXP 11/30/202 | G0440J125 |  | 3 | 150000 | SH |  | SOLE |  | 0 | 0 | 0 |
| ARBOR RAPHA CAP BIOHLDS CORP | *W EXP 10/31/202 | 03881F112 |  | 5 | 116667 | SH |  | SOLE |  | 0 | 0 | 0 |
| ARKO CORP | COM | 041242108 |  | 200158 | 23139671 | SH |  | SOLE |  | 23139671 | 0 | 0 |
| ARKO CORP | *W EXP 12/22/202 | 041242116 |  | 885 | 533333 | SH |  | SOLE |  | 0 | 0 | 0 |
| AURORA ACQUISITION CORP | CLASS A ORD SHS | G0698L103 |  | 6048 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| AURORA ACQUISITION CORP | *W EXP 03/02/202 | G0698L129 |  | 2 | 100000 | SH |  | SOLE |  | 0 | 0 | 0 |
| AMERICAN VRTUAL CLOUD TECH I | *W EXP 04/07/202 | 030382113 |  | 41 | 674900 | SH |  | SOLE |  | 0 | 0 | 0 |
| ACCELERATE DIAGNOSTICS INC | COM | 00430H102 |  | 173 | 252000 | SH |  | SOLE |  | 252000 | 0 | 0 |
| AUTOZONE INC | COM | 053332102 |  | 11344 | 4600 | SH |  | SOLE |  | 4600 | 0 | 0 |
| AZURE PWR GLOBAL LTD | SHS | V0393H103 |  | 1616 | 375000 | SH | Put | SOLE |  | 375000 | 0 | 0 |
| BERENSON ACQUISITION CORP I | CL A COM | 083690107 |  | 4625 | 460158 | SH |  | SOLE |  | 460158 | 0 | 0 |
| BERENSON ACQUISITION CORP I | *W EXP 08/01/202 | 083690115 |  | 8 | 230080 | SH |  | SOLE |  | 0 | 0 | 0 |
| BATH  BODY WORKS INC | COM | 070830104 |  | 4096 | 97200 | SH |  | SOLE |  | 97200 | 0 | 0 |
| BLOCKCHAIN COINVSTRS ACQ CRP | CLASS A ORD | G11765107 |  | 4100 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| BLOCKCHAIN COINVSTRS ACQ CRP | *W EXP 11/01/202 | G11765115 |  | 10 | 200000 | SH |  | SOLE |  | 0 | 0 | 0 |
| BATTERY FUTURE ACQUISITION C | CL A ORD SHS | G0888J108 |  | 10270 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| BATTERY FUTURE ACQUISITION C | *W EXP 99/99/999 | G0888J124 |  | 32 | 500000 | SH |  | SOLE |  | 0 | 0 | 0 |
| BRAEMAR HOTELS  RESORTS INC | COM | 10482B101 |  | 9456 | 2300700 | SH |  | SOLE |  | 2300700 | 0 | 0 |
| BIORA THERAPEUTICS INC | NOTE  7.250%12/0 | 74319FAB3 |  | 6858 | 13000000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| BIOPLUS ACQUISITION CORP | CLASS A ORD SHS | G11217117 |  | 2560 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| BIOPLUS ACQUISITION CORP | *W EXP 12/02/202 | G11217125 |  | 3 | 250000 | SH |  | SOLE |  | 0 | 0 | 0 |
| BIOTECH ACQUISITION COMPANY | CL A SHS | G1125A108 |  | 4541 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| BIOTECH ACQUISITION COMPANY | *W EXP 11/30/202 | G1125A116 |  | 9 | 150000 | SH |  | SOLE |  | 0 | 0 | 0 |
| BOOKING HOLDINGS INC | COM | 09857L108 |  | 48677 | 24154 | SH |  | SOLE |  | 24154 | 0 | 0 |
| BLACKLINE INC | NOTE         3/1 | 09239BAD1 |  | 20445 | 24000000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| BLUERIVER ACQUISITION CORP | SHS CL A | G1261Q107 |  | 4036 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| BLUERIVER ACQUISITION CORP | *W EXP 01/04/202 | G1261Q115 |  | 2 | 133333 | SH |  | SOLE |  | 0 | 0 | 0 |
| BLUE OCEAN ACQUISITION CORP | CLASS A ORD SHS | G1330L105 |  | 5120 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| BLUE OCEAN ACQUISITION CORP | *W EXP 12/02/202 | G1330L121 |  | 15 | 250000 | SH |  | SOLE |  | 0 | 0 | 0 |
| THE BEACHBODY COMPANY INC | *W EXP 12/31/202 | 073463119 |  | 2 | 43233 | SH |  | SOLE |  | 0 | 0 | 0 |
| BULLPEN PARLAY ACQUISITION C | CLASS A ORD SHS | G1792A100 |  | 5120 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| BULLPEN PARLAY ACQUISITION C | *W EXP 12/03/202 | G1792A118 |  | 5 | 250000 | SH |  | SOLE |  | 0 | 0 | 0 |
| BRAEMAR HOTELS  RESORTS INC | NOTE  4.500% 6/0 | 10482BAB7 |  | 11792 | 12500000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| BEARD ENERGY TRANSITION ACQ | CL A COM | 07402Q101 |  | 6114 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| BEARD ENERGY TRANSITION ACQ | *W EXP 99/99/999 | 07402Q119 |  | 24 | 300000 | SH |  | SOLE |  | 0 | 0 | 0 |
| BIRD GLOBAL INC | *W EXP 01/07/202 | 09077J115 |  | 2 | 127841 | SH |  | SOLE |  | 0 | 0 | 0 |
| BROOGE ENERGY LTD | *W EXP 12/20/202 | G1611B115 |  | 61 | 530712 | SH |  | SOLE |  | 0 | 0 | 0 |
| BURLINGTON STORES INC | COM | 122017106 |  | 23106 | 113957 | SH |  | SOLE |  | 113957 | 0 | 0 |
| BWX TECHNOLOGIES INC | COM | 05605H100 |  | 28863 | 496951 | SH |  | SOLE |  | 496951 | 0 | 0 |
| BANYAN ACQUISITION CORPORATI | CL A COM | 06690B107 |  | 5105 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| BANYAN ACQUISITION CORPORATI | *W EXP 09/30/202 | 06690B115 |  | 6 | 250000 | SH |  | SOLE |  | 0 | 0 | 0 |
| BYNORDIC ACQUISITION CORP | CLASS A COM | 124420100 |  | 7559 | 742500 | SH |  | SOLE |  | 742500 | 0 | 0 |
| BYNORDIC ACQUISITION CORP | *W EXP 07/01/202 | 124420118 |  | 11 | 371250 | SH |  | SOLE |  | 0 | 0 | 0 |
| BUZZFEED INC | *W EXP 12/03/202 | 12430A110 |  | 7 | 266666 | SH |  | SOLE |  | 0 | 0 | 0 |
| CANO HEALTH INC | *W EXP 06/03/202 | 13781Y111 |  | 154 | 700000 | SH |  | SOLE |  | 0 | 0 | 0 |
| CHAIN BRIDGE I | CLASS A ORD | G2061X102 |  | 10074 | 980000 | SH |  | SOLE |  | 980000 | 0 | 0 |
| CHAIN BRIDGE I | *W EXP 11/10/202 | G2061X110 |  | 48 | 490000 | SH |  | SOLE |  | 0 | 0 | 0 |
| CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 |  | 7880 | 7505124 | SH |  | SOLE |  | 7505124 | 0 | 0 |
| CHURCHILL CAPITAL CORP VI | COM CL A | 17143W101 |  | 2499 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| CHURCHILL CAPITAL CORP VI | *W EXP 02/17/202 | 17143W119 |  | 2 | 30000 | SH |  | SOLE |  | 0 | 0 | 0 |
| CONSTELLATION ENERGY CORP | COM | 21037T109 |  | 48354 | 561081 | SH |  | SOLE |  | 561081 | 0 | 0 |
| CELULARITY INC | *W EXP 07/16/202 | 151190113 |  | 12 | 150800 | SH |  | SOLE |  | 0 | 0 | 0 |
| CF ACQUISITION CORP IV | *W EXP 12/31/202 | 12520T110 |  | 9 | 133333 | SH |  | SOLE |  | 0 | 0 | 0 |
| CHEGG INC | NOTE         9/0 | 163092AF6 |  | 23532 | 30000000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| CARTICA ACQUISITION CORP | CLASS A ORD SHS | G1995D109 |  | 3612 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| CARTICA ACQUISITION CORP | *W EXP 04/30/202 | G1995D117 |  | 12 | 175000 | SH |  | SOLE |  | 0 | 0 | 0 |
| COLONNADE ACQUISITION CORP I | SHS CL A | G2284B101 |  | 6042 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| COLONNADE ACQUISITION CORP I | *W EXP 99/99/999 | G2284B119 |  | 5 | 100000 | SH |  | SOLE |  | 0 | 0 | 0 |
| CHATHAM LODGING TR | COM | 16208T102 |  | 28261 | 2303259 | SH |  | SOLE |  | 2303259 | 0 | 0 |
| CLOUDFLARE INC | NOTE         8/1 | 18915MAC1 |  | 52160 | 64000000 | PRN | Put | SOLE |  | 0 | 0 | 0 |
| CLEVER LEAVES HOLDINGS INC | *W EXP 12/18/202 | 186760112 |  | 5 | 283530 | SH |  | SOLE |  | 0 | 0 | 0 |
| CAPITALWORKS EMNG MKTS ACQST | CLASS A ORD SHS | G1889L100 |  | 3348 | 325000 | SH |  | SOLE |  | 325000 | 0 | 0 |
| CAPITALWORKS EMNG MKTS ACQST | *W EXP 11/19/202 | G1889L126 |  | 3 | 162500 | SH |  | SOLE |  | 0 | 0 | 0 |
| CONCORD ACQUISITION CORP III | COM CL A | 20607V106 |  | 8407 | 825000 | SH |  | SOLE |  | 825000 | 0 | 0 |
| CONCORD ACQUISITION CORP III | *W EXP 99/99/999 | 20607V114 |  | 28 | 412500 | SH |  | SOLE |  | 0 | 0 | 0 |
| CNH INDL N V | SHS | N20944109 |  | 23316 | 1451829 | SH |  | SOLE |  | 1451829 | 0 | 0 |
| CONFLUENT INC | NOTE         1/1 | 20717MAB9 |  | 31521 | 41750000 | PRN | Put | SOLE |  | 0 | 0 | 0 |
| CONX CORP | *W EXP 10/30/202 | 212873111 |  | 49 | 325000 | SH |  | SOLE |  | 0 | 0 | 0 |
| CORSAIR PARTNERING CORP | SHS CL A | G2540H108 |  | 8000 | 800000 | SH |  | SOLE |  | 800000 | 0 | 0 |
| CORSAIR PARTNERING CORP | *W EXP 07/06/202 | G2540H116 |  | 88 | 266665 | SH |  | SOLE |  | 0 | 0 | 0 |
| COUPA SOFTWARE INC | NOTE  0.125% 6/1 | 22266LAC0 |  | 13528 | 14000000 | PRN | Put | SOLE |  | 0 | 0 | 0 |
| CROWN PROPTECH ACQUISITIONS | SHS CL A | G25741102 |  | 4044 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| COMPUTE HEALTH ACQUISITIN CO | *W EXP 01/25/202 | 204833115 |  | 18 | 159717 | SH |  | SOLE |  | 0 | 0 | 0 |
| CRACKER BARREL OLD CTRY STOR | NOTE  0.625% 6/1 | 22410JAB2 |  | 1708 | 2000000 | PRN | Put | SOLE |  | 0 | 0 | 0 |
| CALIFORNIA RES CORP | COM STOCK | 13057Q305 |  | 51886 | 1192513 | SH |  | SOLE |  | 1192513 | 0 | 0 |
| CRESCERA CAP ACQUISITION COR | CLASS A ORD SHS | G26507106 |  | 4599 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| CRESCERA CAP ACQUISITION COR | *W EXP 11/18/202 | G26507114 |  | 7 | 225000 | SH |  | SOLE |  | 0 | 0 | 0 |
| CARNEY TECHNOLOGY ACQU CORP | *W EXP 11/30/202 | 143636116 |  | 18 | 291666 | SH |  | SOLE |  | 0 | 0 | 0 |
| CUSTOM TRUCK ONE SOURCE INC | *W EXP 01/01/202 | 23204X111 |  | 13 | 34137 | SH |  | SOLE |  | 0 | 0 | 0 |
| CHURCHILL CAPITAL CORP VII | COM CL A | 17144M102 |  | 5982 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 |  | 5 | 100000 | SH |  | SOLE |  | 0 | 0 | 0 |
| C5 ACQUISITION CORPORATION | CL A COM | 12530D105 |  | 5110 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| C5 ACQUISITION CORPORATION | *W EXP 12/31/202 | 12530D113 |  | 8 | 250000 | SH |  | SOLE |  | 0 | 0 | 0 |
| CYBERARK SOFTWARE LTD | NOTE        11/1 | 23248VAB1 |  | 29338 | 27725000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| DECKERS OUTDOOR CORP | COM | 243537107 |  | 3233 | 8100 | SH |  | SOLE |  | 8100 | 0 | 0 |
| DOLLAR GEN CORP NEW | COM | 256677105 |  | 14301 | 58075 | SH |  | SOLE |  | 58075 | 0 | 0 |
| DRAGONEER GROWTH OPT CORP II | CL A SHS | G28315102 |  | 2460 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| DIAMONDHEAD HOLDINGS CORP | CL A | 25278L105 |  | 3831 | 381190 | SH |  | SOLE |  | 381190 | 0 | 0 |
| DIAMONDHEAD HOLDINGS CORP | *W EXP 01/28/202 | 25278L113 |  | 10 | 95296 | SH |  | SOLE |  | 0 | 0 | 0 |
| DEEP LAKE CAPITAL ACQUSTN CO | CL A SHS | G27029100 |  | 2964 | 294059 | SH |  | SOLE |  | 294059 | 0 | 0 |
| DEEP LAKE CAPITAL ACQUSTN CO | *W EXP 01/04/202 | G27029118 |  | 0 | 97029 | SH |  | SOLE |  | 0 | 0 | 0 |
| DMY TECHNOLOGY GROUP INC VI | CL A COM | 233247105 |  | 4523 | 450000 | SH |  | SOLE |  | 0 | 0 | 0 |
| DMY TECHNOLOGY GROUP INC VI | *W EXP 99/99/999 | 233247113 |  | 13 | 125000 | SH |  | SOLE |  | 0 | 0 | 0 |
| SOCIAL CAP SUVRETTA HLDS CRP | CLASS A ORD SHS | G8253U103 |  | 2008 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| SOCIAL CAP SUVRETTA HLDS CP | CLASS A ORD SHS | G8253Y105 |  | 2008 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| PHYSICIANS RLTY TR | COM | 71943U104 |  | 4052 | 280000 | SH |  | SOLE |  | 280000 | 0 | 0 |
| DP CAP ACQUISITION CORP I | CLASS A ORD | G2R05B100 |  | 7688 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| DP CAP ACQUISITION CORP I | *W EXP 11/08/202 | G2R05B126 |  | 4 | 375000 | SH |  | SOLE |  | 0 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE         3/1 | 26142RAB0 |  | 34636 | 56000000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| DARDEN RESTAURANTS INC | COM | 237194105 |  | 6391 | 46200 | SH |  | SOLE |  | 46200 | 0 | 0 |
| DROPBOX INC | NOTE         3/0 | 26210CAD6 |  | 48085 | 53967000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| DIRECT SELLING ACQUISITIN CO | CL A COM | 25460L103 |  | 5145 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| DIGITAL TRANSFORMATN OPT COR | CLASS A COM | 25401K107 |  | 5522 | 550000 | SH |  | SOLE |  | 550000 | 0 | 0 |
| DIGITAL TRANSFORMATN OPT COR | *W EXP 03/31/202 | 25401K115 |  | 8 | 125000 | SH |  | SOLE |  | 0 | 0 | 0 |
| ECARX HOLDINGS INC | *W EXP 12/20/202 | G29201111 |  | 9 | 100000 | SH |  | SOLE |  | 0 | 0 | 0 |
| EG ACQUISITION CORP | COM CL A | 26846A100 |  | 5982 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| EG ACQUISITION CORP | *W EXP 05/28/202 | 26846A118 |  | 51 | 266666 | SH |  | SOLE |  | 0 | 0 | 0 |
| ELANCO ANIMAL HEALTH INC | COM | 28414H103 |  | 6004 | 491329 | SH |  | SOLE |  | 491329 | 0 | 0 |
| FTAC EMERALD ACQUISITION COR | CLASS A COM | 29103K100 |  | 8500 | 850000 | SH |  | SOLE |  | 850000 | 0 | 0 |
| FTAC EMERALD ACQUISITION COR | *W EXP 10/19/202 | 29103K118 |  | 21 | 425000 | SH |  | SOLE |  | 0 | 0 | 0 |
| ENTERPRISE 4.0 TEC ACQSTN CO | CLASS A ORD SHS | G3137C106 |  | 5125 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| ENTERPRISE 4.0 TEC ACQSTN CO | *W EXP 10/21/202 | G3137C114 |  | 3 | 250000 | SH |  | SOLE |  | 0 | 0 | 0 |
| ENOVIX CORPORATION | COM | 293594107 |  | 3110 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| ELLIOTT OPPORTUNITY II CORP | SHS CL A | G30092103 |  | 12096 | 1200000 | SH |  | SOLE |  | 1200000 | 0 | 0 |
| ELLIOTT OPPORTUNITY II CORP | *W EXP 03/02/202 | G30092111 |  | 27 | 300000 | SH |  | SOLE |  | 0 | 0 | 0 |
| EPIPHANY TECHNOLOGY ACQUISIT | COM CL A | 29429X109 |  | 4303 | 426022 | SH |  | SOLE |  | 426022 | 0 | 0 |
| EPIPHANY TECHNOLOGY ACQUISIT | *W EXP 01/12/202 | 29429X117 |  | 0 | 133333 | SH |  | SOLE |  | 0 | 0 | 0 |
| EQRX INC | *W EXP 12/17/202 | 26886C115 |  | 36 | 150000 | SH |  | SOLE |  | 0 | 0 | 0 |
| ESGEN ACQUISITION CORP | *W EXP 10/18/202 | G3R95N111 |  | 6 | 200000 | SH |  | SOLE |  | 0 | 0 | 0 |
| ESPERION THERAPEUTICS INC NE | NOTE  4.000%11/1 | 29664WAB1 |  | 13500 | 25000000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| EVE MOBILITY ACQUISITION COR | CL A ORD SHS | G3218G109 |  | 2575 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| EVE MOBILITY ACQUISITION COR | *W EXP 12/31/202 | G3218G117 |  | 19 | 375000 | SH |  | SOLE |  | 0 | 0 | 0 |
| EXPEDIA GROUP INC | COM NEW | 30212P303 |  | 8757 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| FASTLY INC | NOTE         3/1 | 31188VAB6 |  | 31930 | 44042000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| FORTRESS CAPITAL ACQUISITION | SHS CL A | G36427105 |  | 3030 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| FOCUS IMPACT ACQUISITION COR | *W EXP 10/28/202 | 34417L117 |  | 13 | 250000 | SH |  | SOLE |  | 0 | 0 | 0 |
| FIVERR INTL LTD | NOTE        11/0 | 33835LAA3 |  | 23064 | 28600000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| FORUM MERGER IV CORP | CLASS A COM | 349875104 |  | 5010 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| FORUM MERGER IV CORP | *W EXP 03/15/202 | 349875112 |  | 1 | 124999 | SH |  | SOLE |  | 0 | 0 | 0 |
| FAR PEAK ACQUISITION CORP | SHS CL A | G3312L103 |  | 8081 | 804890 | SH |  | SOLE |  | 804890 | 0 | 0 |
| WHOLE EARTH BRANDS INC | *W EXP 06/25/202 | 96684W126 |  | 38 | 209897 | SH |  | SOLE |  | 0 | 0 | 0 |
| FRESHPET INC | COM | 358039105 |  | 29803 | 564883 | SH |  | SOLE |  | 564883 | 0 | 0 |
| FIRST RESERVE SUSTAINABLE GW | CLASS A COM | 336169107 |  | 5015 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| FIRST RESERVE SUSTAINABLE GW | *W EXP 03/05/202 | 336169115 |  | 2 | 125000 | SH |  | SOLE |  | 0 | 0 | 0 |
| FOREST ROAD ACQUISITION COR | CL A | 34619V103 |  | 8028 | 800000 | SH |  | SOLE |  | 800000 | 0 | 0 |
| FOREST ROAD ACQUISITION COR | *W EXP 01/15/202 | 34619V111 |  | 33 | 100000 | SH |  | SOLE |  | 0 | 0 | 0 |
| FINSERV ACQUISITION CORP II | COM CL A | 31809Y103 |  | 5015 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| FINSERV ACQUISITION CORP II | *W EXP 02/17/202 | 31809Y111 |  | 1 | 100000 | SH |  | SOLE |  | 0 | 0 | 0 |
| FTAC ATHENA ACQUISITION CORP | CL A SHS | G37283101 |  | 4036 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| FTAC ATHENA ACQUISITION CORP | *W EXP 03/01/202 | G37283119 |  | 0 | 75000 | SH |  | SOLE |  | 0 | 0 | 0 |
| FINTECH EVOLUTION ACQUIS GRO | SHS CL A | G3R19A104 |  | 4545 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| FAST ACQUISITION CORP II | CL A | 311874101 |  | 6006 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| FAST ACQUISITION CORP II | *W EXP 03/16/202 | 311874119 |  | 84 | 125000 | SH |  | SOLE |  | 0 | 0 | 0 |
| GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 |  | 63 | 143750 | SH |  | SOLE |  | 0 | 0 | 0 |
| GODADDY INC | CL A | 380237107 |  | 11223 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| GAMES  ESPORTS EXPRNC ACQ C | CLASS A ORD SHS | G3731J119 |  | 3081 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| GAMES  ESPORTS EXPRNC ACQ C | *W EXP 12/01/202 | G3731J127 |  | 5 | 150000 | SH |  | SOLE |  | 0 | 0 | 0 |
| GEO GROUP INC NEW | COM | 36162J106 |  | 1095 | 100000 | SH | Put | SOLE |  | 0 | 0 | 0 |
| GOLDEN FALCON ACQUISITION CO | *W EXP 11/04/202 | 38102H117 |  | 39 | 258849 | SH |  | SOLE |  | 0 | 0 | 0 |
| GOGORO INC | *W EXP 04/04/202 | G9491K113 |  | 44 | 125000 | SH |  | SOLE |  | 0 | 0 | 0 |
| GORES HOLDINGS IX INC | CLASS A COM | 38287A101 |  | 9860 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| GORES HOLDINGS IX INC | *W EXP 01/14/202 | 38287A119 |  | 63 | 333333 | SH |  | SOLE |  | 0 | 0 | 0 |
| GIGCAPITAL 5 INC | *W EXP 03/28/202 | 37519U117 |  | 2 | 50200 | SH |  | SOLE |  | 0 | 0 | 0 |
| GOGREEN INVESTMENTS CORP | ORD SHS CL A | G9461B101 |  | 4152 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| GOGREEN INVESTMENTS CORP | *W EXP 05/31/202 | G9461B119 |  | 66 | 200000 | SH |  | SOLE |  | 0 | 0 | 0 |
| ALPHABET INC | CAP STK CL C | 02079K107 |  | 16885 | 190300 | SH |  | SOLE |  | 0 | 0 | 0 |
| ALPHABET INC | CAP STK CL A | 02079K305 |  | 100571 | 1140000 | SH |  | SOLE |  | 1140000 | 0 | 0 |
| GLOBAL PARTNER ACQISTN CORP | CL A SHS | G3934P102 |  | 5050 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| GLOBAL PARTNER ACQISTN CORP | *W EXP 01/14/202 | G3934P128 |  | 2 | 83332 | SH |  | SOLE |  | 0 | 0 | 0 |
| GLORY STAR NEW MED GP HLDG L | *W EXP 02/13/202 | G39973113 |  | 3 | 1080000 | SH |  | SOLE |  | 0 | 0 | 0 |
| G SQUARED ASCEND I INC | SHS CL A | G4204R109 |  | 3780 | 374100 | SH |  | SOLE |  | 374100 | 0 | 0 |
| GREEN VISOR FIN TEC ACQ CORP | CLASS A ORD | G4166K100 |  | 4662 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| GREEN VISOR FIN TEC ACQ CORP | *W EXP 10/27/202 | G4166K126 |  | 2 | 225000 | SH |  | SOLE |  | 0 | 0 | 0 |
| HEALTHCARE AI ACQUISITION CO | *W EXP 99/99/999 | G4373K117 |  | 10 | 250000 | SH |  | SOLE |  | 0 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | NOTE  0.250% 3/0 | 40637HAD1 |  | 76783 | 79311000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| HASBRO INC | COM | 418056107 |  | 24319 | 398800 | SH |  | SOLE |  | 398800 | 0 | 0 |
| HUDBAY MINERALS INC | COM | 443628102 |  | 1704 | 337500 | SH | Put | SOLE |  | 337500 | 0 | 0 |
| FTAC HERA ACQUISITION CORP | CLASS A ORD SHS | G3728Y103 |  | 7063 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| FTAC HERA ACQUISITION CORP | *W EXP 02/28/202 | G3728Y111 |  | 3 | 125000 | SH |  | SOLE |  | 0 | 0 | 0 |
| HH ACQUISITION CO | SHS CL A | G39714103 |  | 4152 | 410725 | SH |  | SOLE |  | 410725 | 0 | 0 |
| EMERGING MARKETS HORIZON COR | CLASS A ORD SHS | G3033X105 |  | 3574 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| EMERGING MARKETS HORIZON COR | *W EXP 11/16/202 | G3033X121 |  | 1 | 175000 | SH |  | SOLE |  | 0 | 0 | 0 |
| HEALTH SCIENCES ACQ CORP 2 | ORD SHS | G4411D109 |  | 2447 | 245213 | SH |  | SOLE |  | 245213 | 0 | 0 |
| INVACARE CORP | NOTE  4.250% 3/1 | 461203AQ4 |  | 4644 | 11000000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| INNOVATIVE INTL ACQUSITIN CO | CLASS A ORD | G4809M109 |  | 1030 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| INNOVATIVE INTL ACQUSITIN CO | *W EXP 07/01/202 | G4809M125 |  | 1 | 50000 | SH |  | SOLE |  | 0 | 0 | 0 |
| IQIYI INC | NOTE  2.000% 4/0 | 46267XAD0 |  | 70728 | 87050000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| IQIYI INC | NOTE  4.000%12/1 | 46267XAE8 |  | 47204 | 76754000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| INTELLIGENT MEDI ACQSITN COR | CLASS A COM | 45828D106 |  | 1028 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| INTELLIGENT MEDI ACQSITN COR | *W EXP 11/05/202 | 45828D114 |  | 1 | 50000 | SH |  | SOLE |  | 0 | 0 | 0 |
| INVESTCORP EUROPE ACQUISITIO | CLASS A ORD SHS | G4923T105 |  | 5150 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| INVESTCORP EUROPE ACQUISITIO | *W EXP 12/15/202 | G4923T113 |  | 1 | 250000 | SH |  | SOLE |  | 0 | 0 | 0 |
| JANUS INTERNATIONAL GROUP IN | COMMON STOCK | 47103N106 |  | 11115 | 1167500 | SH |  | SOLE |  | 1167500 | 0 | 0 |
| JACK CREEK INVESTMENT CORP | CL A SHS | G4989X115 |  | 3947 | 390798 | SH |  | SOLE |  | 390798 | 0 | 0 |
| JACK CREEK INVESTMENT CORP | *W EXP 10/01/202 | G4989X123 |  | 40 | 195399 | SH |  | SOLE |  | 0 | 0 | 0 |
| JOYY INC | NOTE  1.375% 6/1 | 98426TAF3 |  | 132700 | 150000000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| JUNIPER II CORP | CL A COM | 48203N103 |  | 7628 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| JUNIPER II CORP | *W EXP 99/99/999 | 48203N111 |  | 61 | 375000 | SH |  | SOLE |  | 0 | 0 | 0 |
| JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 |  | 9107 | 901218 | SH |  | SOLE |  | 901218 | 0 | 0 |
| JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 |  | 11 | 162498 | SH |  | SOLE |  | 0 | 0 | 0 |
| KARYOPHARM THERAPEUTICS INC | NOTE  3.000%10/1 | 48576UAA4 |  | 18847 | 25000000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| KINS TECHNOLOGY GROUP INC | *W EXP 10/14/202 | 49714K117 |  | 11 | 350042 | SH |  | SOLE |  | 0 | 0 | 0 |
| KILROY RLTY CORP | COM | 49427F108 |  | 17563 | 454167 | SH |  | SOLE |  | 454167 | 0 | 0 |
| KHOSLA VENTURES ACQUISITION | CL A | 482504107 |  | 5484 | 550000 | SH |  | SOLE |  | 550000 | 0 | 0 |
| LITHIA MTRS INC | COM | 536797103 |  | 23376 | 114172 | SH |  | SOLE |  | 114172 | 0 | 0 |
| LUCID GROUP INC | COM | 549498103 |  | 5115 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| LENDINGTREE INC | NOTE  0.500% 7/1 | 52603BAD9 |  | 3274 | 4500000 | PRN | Put | SOLE |  | 0 | 0 | 0 |
| LF CAPITAL ACQUISITION CORP | CLASS A COM | 50202D102 |  | 6156 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| LF CAPITAL ACQUISITION CORP | *W EXP 02/19/202 | 50202D110 |  | 3 | 300000 | SH |  | SOLE |  | 0 | 0 | 0 |
| SEMPER PARATUS ACQUISITION C | CLASS A ORD | G8028L107 |  | 5155 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| SEMPER PARATUS ACQUISITION C | *W EXP 11/04/202 | G8028L131 |  | 1 | 250000 | SH |  | SOLE |  | 0 | 0 | 0 |
| LEGATO MERGER CORP II | COM | 52473Y104 |  | 4802 | 475000 | SH |  | SOLE |  | 475000 | 0 | 0 |
| LEGATO MERGER CORP II | *W EXP 09/01/202 | 52473Y112 |  | 90 | 237500 | SH |  | SOLE |  | 0 | 0 | 0 |
| LINDE PLC | SHS | G5494J103 |  | 31484 | 96305 | SH |  | SOLE |  | 96305 | 0 | 0 |
| LOGISTICS INNOVTN TECHNLGS C | CLASS A COM | 54141L100 |  | 13930 | 1400000 | SH |  | SOLE |  | 1400000 | 0 | 0 |
| LOGISTICS INNOVTN TECHNLGS C | *W EXP 06/15/202 | 54141L118 |  | 14 | 466667 | SH |  | SOLE |  | 0 | 0 | 0 |
| LIVENT CORP | NOTE  4.125% 7/1 | 53814LAB4 |  | 29994 | 12500000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| LIGHTJUMP ACQUISITION CORP | *W EXP 01/12/202 | 53228M114 |  | 37 | 250000 | SH |  | SOLE |  | 0 | 0 | 0 |
| TERRAN ORBITAL CORPORATION | *W EXP 03/25/202 | 88105P111 |  | 12 | 116667 | SH |  | SOLE |  | 0 | 0 | 0 |
| LIVE OAK CRESTVIEW CLIMATE A | CL A COM | 538086109 |  | 9851 | 990000 | SH |  | SOLE |  | 990000 | 0 | 0 |
| LIVE OAK CRESTVIEW CLIMATE A | *W EXP 09/27/202 | 538086117 |  | 59 | 330000 | SH |  | SOLE |  | 0 | 0 | 0 |
| LIVE OAK MOBILITY ACQUISI CO | COM CL A | 538126103 |  | 3536 | 351628 | SH |  | SOLE |  | 351628 | 0 | 0 |
| LIVE OAK MOBILITY ACQUISI CO | *W EXP 03/04/202 | 538126111 |  | 8 | 60000 | SH |  | SOLE |  | 0 | 0 | 0 |
| LATCH INC | *W EXP 06/04/202 | 51818V114 |  | 8 | 184600 | SH |  | SOLE |  | 0 | 0 | 0 |
| LIFE TIME GROUP HOLDINGS INC | COMMON STOCK | 53190C102 |  | 9592 | 802018 | SH |  | SOLE |  | 802018 | 0 | 0 |
| LOTTERY COM INC | *W EXP 10/15/202 | 54570M116 |  | 1 | 100000 | SH |  | SOLE |  | 0 | 0 | 0 |
| LULULEMON ATHLETICA INC | COM | 550021109 |  | 22166 | 69183 | SH |  | SOLE |  | 69183 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | COM | 538034109 |  | 10461 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| MARATHON DIGITAL HOLDINGS IN | NOTE  1.000%12/0 | 565788AB2 |  | 15621 | 70000000 | PRN | Put | SOLE |  | 0 | 0 | 0 |
| MASTERBRAND INC | COMMON STOCK | 57638P104 |  | 11759 | 1557500 | SH |  | SOLE |  | 1557500 | 0 | 0 |
| MBIA INC | COM | 55262C100 |  | 4755 | 370000 | SH |  | SOLE |  | 370000 | 0 | 0 |
| MOBILEYE GLOBAL INC | COMMON CLASS A | 60741F104 |  | 3971 | 113250 | SH | Put | SOLE |  | 113250 | 0 | 0 |
| MOUNTAIN  CO I ACQUISITN CO | CLASS A ORD | G6301J104 |  | 4671 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| MOUNTAIN  CO I ACQUISITN CO | *W EXP 09/30/202 | G6301J112 |  | 5 | 225000 | SH |  | SOLE |  | 0 | 0 | 0 |
| META PLATFORMS INC | CL A | 30303M102 |  | 39207 | 325800 | SH |  | SOLE |  | 325800 | 0 | 0 |
| MIDDLEBY CORP | NOTE  1.000% 9/0 | 596278AB7 |  | 25508 | 21700000 | PRN | Put | SOLE |  | 0 | 0 | 0 |
| MIRION TECHNOLOGIES INC | *W EXP 10/20/202 | 60471A119 |  | 307 | 273738 | SH |  | SOLE |  | 0 | 0 | 0 |
| MARKETWISE INC | COM CL A | 57064P107 |  | 133 | 79212 | SH |  | SOLE |  | 79212 | 0 | 0 |
| MONEYLION INC | *W EXP 09/22/202 | 60938K114 |  | 21 | 517389 | SH |  | SOLE |  | 0 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | CL A COM | 29978K102 |  | 1790 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | *W EXP 99/99/999 | 29978K110 |  | 1 | 87500 | SH |  | SOLE |  | 0 | 0 | 0 |
| MOMENTIVE GLOBAL INC | COM | 60878Y108 |  | 6603 | 943227 | SH |  | SOLE |  | 943227 | 0 | 0 |
| MODEL N INC | NOTE  2.625% 6/0 | 607525AB8 |  | 7411 | 5500000 | PRN | Put | SOLE |  | 0 | 0 | 0 |
| MULTIPLAN CORPORATION | *W EXP 02/13/202 | 62548M118 |  | 22 | 431250 | SH | Call | SOLE |  | 0 | 0 | 0 |
| STUDIO CITY INTL HLDGS LTD | SPON ADS | 86389T106 |  | 2064 | 346230 | SH |  | SOLE |  | 346230 | 0 | 0 |
| STUDIO CITY INTL HLDGS LTD | SPON ADS | 86389T106 |  | 810 | 135934 | SH |  | SOLE |  | 135934 | 0 | 0 |
| STUDIO CITY INTL HLDGS LTD | SPON ADS | 86389T106 |  | 2610 | 437986 | SH |  | SOLE |  | 437986 | 0 | 0 |
| MICROSOFT CORP | COM | 594918104 |  | 17987 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| MATCH GROUP INC NEW | COM | 57667L107 |  | 10373 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| NABORS ENERGY TRANSITION COR | CL A COM | 629567108 |  | 6162 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| NABORS ENERGY TRANSITION COR | *W EXP 11/17/202 | 629567116 |  | 17 | 300000 | SH |  | SOLE |  | 0 | 0 | 0 |
| NIO INC | NOTE  0.500% 2/0 | 62914VAF3 |  | 18739 | 25026000 | PRN | Put | SOLE |  | 0 | 0 | 0 |
| NOGIN INC | *W EXP 08/26/202 | 65528N113 |  | 4 | 250000 | SH |  | SOLE |  | 0 | 0 | 0 |
| SERVICENOW INC | COM | 81762P102 |  | 9707 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| NEW PROVIDENCE ACQSITN CORP | CLASS A COM | 64823D102 |  | 4068 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| NEW PROVIDENCE ACQSITN CORP | *W EXP 11/09/202 | 64823D110 |  | 6 | 133333 | SH |  | SOLE |  | 0 | 0 | 0 |
| NORTHERN STAR INVSTMNT CORP | COM CLASS A | 66573W107 |  | 6818 | 675000 | SH |  | SOLE |  | 675000 | 0 | 0 |
| NORTHERN STAR INVSTMNT CORP | *W EXP 01/31/202 | 66573W115 |  | 2 | 35000 | SH |  | SOLE |  | 0 | 0 | 0 |
| NORTHERN STAR INVEST CORP II | COM CL A | 66574L100 |  | 3535 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| NORTHERN STAR INVEST CORP IV | COM CL A | 66575B101 |  | 4040 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| NORTHERN STAR INVEST CORP IV | *W EXP 02/25/202 | 66575B119 |  | 1 | 41665 | SH |  | SOLE |  | 0 | 0 | 0 |
| NEW VISTA ACQUISITION CORP | CL A SHS | G6529L105 |  | 3024 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| NEW VISTA ACQUISITION CORP | *W EXP 02/01/202 | G6529L121 |  | 2 | 50000 | SH |  | SOLE |  | 0 | 0 | 0 |
| OKTA INC | NOTE  0.125% 9/0 | 679295AD7 |  | 22582 | 25705000 | PRN | Put | SOLE |  | 0 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE         5/0 | 682189AS4 |  | 33125 | 25000000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| ONYX ACQUISITION CO I | SHS CL A | G6755Q109 |  | 6180 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| ONYX ACQUISITION CO I | *W EXP 11/30/202 | G6755Q117 |  | 9 | 300000 | SH |  | SOLE |  | 0 | 0 | 0 |
| OFFERPAD SOLUTIONS INC | *W EXP 09/01/202 | 67623L117 |  | 1 | 22562 | SH |  | SOLE |  | 0 | 0 | 0 |
| ORIGIN MATERIALS INC | *W EXP 06/25/202 | 68622D114 |  | 454 | 521975 | SH |  | SOLE |  | 0 | 0 | 0 |
| OSIRIS ACQUISITION CORP | *W EXP 05/01/202 | 68829A111 |  | 21 | 500000 | SH |  | SOLE |  | 0 | 0 | 0 |
| OUSTER INC | *W EXP 03/11/202 | 68989M111 |  | 14 | 150000 | SH |  | SOLE |  | 0 | 0 | 0 |
| PROOF ACQUISITION CORP I | CL A COM | 74349W104 |  | 4068 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| PROOF ACQUISITION CORP I | *W EXP 99/99/999 | 74349W112 |  | 6 | 200000 | SH |  | SOLE |  | 0 | 0 | 0 |
| PIONEER MERGER CORP | CL A SHS | G7S24C103 |  | 3055 | 301575 | SH |  | SOLE |  | 301575 | 0 | 0 |
| PIONEER MERGER CORP | *W EXP 01/07/202 | G7S24C111 |  | 0 | 51973 | SH |  | SOLE |  | 0 | 0 | 0 |
| PEAR THERAPEUTICS INC | *W EXP 12/03/202 | 704723113 |  | 10 | 83332 | SH |  | SOLE |  | 0 | 0 | 0 |
| PEBBLEBROOK HOTEL TR | NOTE  1.750%12/1 | 70509VAA8 |  | 20581 | 25023000 | PRN | Put | SOLE |  | 0 | 0 | 0 |
| PELOTON INTERACTIVE INC | NOTE         2/1 | 70614WAB6 |  | 32723 | 46165000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP | CL A ORD SHS | G7308P101 |  | 4132 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP | *W EXP 05/03/202 | G7308P127 |  | 15 | 200000 | SH |  | SOLE |  | 0 | 0 | 0 |
| PIVOTAL INVESTMENT CORP III | COM CL A | 72582M106 |  | 4288 | 425000 | SH |  | SOLE |  | 425000 | 0 | 0 |
| PINDUODUO INC | NOTE        12/0 | 722304AC6 |  | 104938 | 113141000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| PEAK BIO INC | *W EXP 10/26/202 | 70470P116 |  | 14 | 87649 | SH |  | SOLE |  | 0 | 0 | 0 |
| PLUG POWER INC | COM NEW | 72919P202 |  | 1729 | 139890 | SH |  | SOLE |  | 139890 | 0 | 0 |
| PLAYA HOTELS  RESORTS NV | SHS | N70544106 |  | 98729 | 15142519 | SH |  | SOLE |  | 15142519 | 0 | 0 |
| PRIVETERRA ACQUISITION CORP | CL A | 74275N102 |  | 12761 | 1269770 | SH |  | SOLE |  | 1269770 | 0 | 0 |
| PRIVETERRA ACQUISITION CORP | *W EXP 02/28/202 | 74275N110 |  | 11 | 366671 | SH |  | SOLE |  | 0 | 0 | 0 |
| PONTEM CORPORATION | SHS CL A | G71707106 |  | 15108 | 1494380 | SH |  | SOLE |  | 1494380 | 0 | 0 |
| PONTEM CORPORATION | *W EXP 01/05/202 | G71707122 |  | 40 | 498126 | SH |  | SOLE |  | 0 | 0 | 0 |
| SOUTHPORT ACQUISITION CORP | CL A COM | 84465L105 |  | 6108 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| SOUTHPORT ACQUISITION CORP | *W EXP 99/99/999 | 84465L113 |  | 7 | 300000 | SH |  | SOLE |  | 0 | 0 | 0 |
| PAPAYA GRWT OPPORTUNITY CORP | CLASS A COM | 69882P102 |  | 5100 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| PAPAYA GRWT OPPORTUNITY CORP | *W EXP 12/31/202 | 69882P110 |  | 1 | 250000 | SH |  | SOLE |  | 0 | 0 | 0 |
| PROCAPS GROUP SA | *W EXP 09/29/202 | L7756P110 |  | 219 | 547600 | SH |  | SOLE |  | 0 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE  1.000% 4/1 | 743312AB6 |  | 31171 | 30500000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| CC NEUBERGER PRINCIPAL HOLDN | SHS CL A | G1992N100 |  | 3643 | 360700 | SH |  | SOLE |  | 360700 | 0 | 0 |
| CC NEUBERGER PRINCIPAL HOLDN | *W EXP 02/05/202 | G1992N126 |  | 3 | 51999 | SH |  | SOLE |  | 0 | 0 | 0 |
| PAYPAL HLDGS INC | COM | 70450Y103 |  | 21369 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| QIAGEN NV | SHS NEW | N72482123 |  | 102527 | 2037709 | SH |  | SOLE |  | 2037709 | 0 | 0 |
| RESTAURANT BRANDS INTL INC | COM | 76131D103 |  | 14965 | 231400 | SH |  | SOLE |  | 231400 | 0 | 0 |
| RADIUS GLOBAL INFRASTRCTRE I | COM CL A | 750481103 |  | 94092 | 7973883 | SH |  | SOLE |  | 7973883 | 0 | 0 |
| RAPID7 INC | NOTE  0.250% 3/1 | 753422AF1 |  | 14058 | 18000000 | PRN | Put | SOLE |  | 0 | 0 | 0 |
| RITCHIE BROS AUCTIONEERS | COM | 767744105 |  | 94202 | 1628952 | SH |  | SOLE |  | 1628952 | 0 | 0 |
| RCF ACQUISITION CORP | *W EXP 99/99/999 | G7330C110 |  | 18 | 250000 | SH |  | SOLE |  | 0 | 0 | 0 |
| REDFIN CORP | NOTE        10/1 | 75737FAC2 |  | 17365 | 29400000 | PRN | Put | SOLE |  | 0 | 0 | 0 |
| REDFIN CORP | NOTE  0.500% 4/0 | 75737FAE8 |  | 43004 | 94100000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| RH | COM | 74967X103 |  | 5285 | 19780 | SH |  | SOLE |  | 19780 | 0 | 0 |
| RMG ACQUISITION CORP III | CL A SHS | G76088106 |  | 10080 | 1000000 | SH |  | SOLE |  | 1000000 | 0 | 0 |
| RMG ACQUISITION CORP III | *W EXP 02/08/202 | G76088122 |  | 6 | 200000 | SH |  | SOLE |  | 0 | 0 | 0 |
| RENEW ENERGY GLOBAL PLC | *W EXP 08/21/202 | G7500M120 |  | 145 | 193066 | SH |  | SOLE |  | 0 | 0 | 0 |
| RIGEL RESOURCE ACQ CORP | CL A ORD SHS | G7573M106 |  | 4631 | 450000 | SH |  | SOLE |  | 0 | 0 | 0 |
| RIGEL RESOURCE ACQ CORP | *W EXP 99/99/999 | G7573M114 |  | 23 | 225000 | SH |  | SOLE |  | 0 | 0 | 0 |
| RENTOKIL INITIAL PLC | SPONSORED ADR | 760125104 |  | 22951 | 744928 | SH | Put | SOLE |  | 0 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | DEBT  1.250% 9/1 | 803607AC4 |  | 28668 | 24875000 | PRN | Put | SOLE |  | 0 | 0 | 0 |
| SCION TECH GROWTH II | CL A SHS | G31070108 |  | 4048 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| SCION TECH GROWTH II | *W EXP 01/28/202 | G31070116 |  | 0 | 133332 | SH |  | SOLE |  | 0 | 0 | 0 |
| SCULPTOR ACQUISITION CORP I | CL A COM | G7T983103 |  | 4104 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| SCULPTOR ACQUISITION CORP I | *W EXP 99/99/999 | G7T983111 |  | 10 | 200000 | SH |  | SOLE |  | 0 | 0 | 0 |
| SUSTAINABLE DEVELP ACQU I CO | COM CL A | 86934L103 |  | 4523 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| SUSTAINABLE DEVELP ACQU I CO | *W EXP 02/04/202 | 86934L111 |  | 6 | 150000 | SH |  | SOLE |  | 0 | 0 | 0 |
| SEA LTD | NOTE  0.250% 9/1 | 81141RAG5 |  | 34061 | 46500000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| SUPER GROUP SGHC LIMITED | ORD SHS | G8588X103 |  | 83 | 27539 | SH |  | SOLE |  | 27539 | 0 | 0 |
| SHELL PLC | SPON ADS | 780259305 |  | 57741 | 1013890 | SH | Put | SOLE |  | 0 | 0 | 0 |
| SHOPIFY INC | CL A | 82509L107 |  | 1978 | 57000 | SH |  | SOLE |  | 57000 | 0 | 0 |
| SHAPEWAYS HOLDINGS INC | *W EXP 09/29/202 | 81947T110 |  | 7 | 427341 | SH |  | SOLE |  | 0 | 0 | 0 |
| SOCIAL LEVERAGE ACQUISN CORP | *W EXP 02/17/202 | 83363K110 |  | 4 | 74998 | SH |  | SOLE |  | 0 | 0 | 0 |
| SILVERSPAC INC | CLASS A ORD | G8136V104 |  | 4427 | 441770 | SH |  | SOLE |  | 441770 | 0 | 0 |
| SONDER HOLDINGS INC | *W EXP 01/18/202 | 83542D110 |  | 11 | 142406 | SH |  | SOLE |  | 0 | 0 | 0 |
| SOUND POINT ACQUISITION CORP | CLASS A ORD SHS | G8274F101 |  | 3102 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| SOUND POINT ACQUISITION CORP | *W EXP 02/25/202 | G8274F119 |  | 8 | 150000 | SH |  | SOLE |  | 0 | 0 | 0 |
| S GLOBAL INC | COM | 78409V104 |  | 16412 | 49000 | SH |  | SOLE |  | 49000 | 0 | 0 |
| SILVER SPIKE ACQUISITN CORP | CLASS A ORD SHS | G8201H105 |  | 5040 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| SPLUNK INC | NOTE  0.500% 9/1 | 848637AC8 |  | 47770 | 49580000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 |  | 66160 | 173000 | SH | Put | SOLE |  | 0 | 0 | 0 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 |  | 86429 | 226000 | SH | Put | SOLE |  | 0 | 0 | 0 |
| SIGNA SPORTS UNITED NV | *W EXP 99/99/999 | N80029114 |  | 42 | 533333 | SH |  | SOLE |  | 0 | 0 | 0 |
| SEMANTIX INC | *W EXP 08/03/202 | G6332A114 |  | 5 | 200000 | SH |  | SOLE |  | 0 | 0 | 0 |
| SITIO ROYALTIES CORP | *W EXP 08/23/202 | 82983N116 |  | 73 | 634023 | SH |  | SOLE |  | 0 | 0 | 0 |
| SARCOS TECHN AND ROBOTICS CO | *W EXP 09/24/202 | 80359A114 |  | 7 | 187499 | SH |  | SOLE |  | 0 | 0 | 0 |
| SEAGATE TECHNOLOGY HLDNGS PL | ORD SHS | G7997R103 |  | 13150 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| SHOULDERUP TECHNOLOGY ACQUIS | CL A COM | 82537G104 |  | 6120 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| SHOULDERUP TECHNOLOGY ACQUIS | *W EXP 11/17/202 | 82537G112 |  | 6 | 300000 | SH |  | SOLE |  | 0 | 0 | 0 |
| SUMMIT HOTEL PPTYS | NOTE  1.500% 2/1 | 866082AA8 |  | 22701 | 26582000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| SUNLIGHT FINANCIAL HOLDINGS | *W EXP 07/09/202 | 86738J114 |  | 60 | 375000 | SH |  | SOLE |  | 0 | 0 | 0 |
| SVF INVESTMENT CORP 2 | CL A SHS | G8601M100 |  | 1210 | 120000 | SH |  | SOLE |  | 120000 | 0 | 0 |
| 7 ACQUISITION CORPORATION | SHS CL A | G80694105 |  | 3075 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| 7 ACQUISITION CORPORATION | *W EXP 11/05/202 | G80694113 |  | 13 | 150000 | SH |  | SOLE |  | 0 | 0 | 0 |
| SIZZLE ACQUISITION CORP | COMMON STOCK | 83014E109 |  | 2044 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| SIZZLE ACQUISITION CORP | *W EXP 11/02/202 | 83014E117 |  | 29 | 100000 | SH |  | SOLE |  | 0 | 0 | 0 |
| TALKSPACE INC | COM | 87427V103 |  | 890 | 1447514 | SH |  | SOLE |  | 1447514 | 0 | 0 |
| TALKSPACE INC | *W EXP 06/21/202 | 87427V111 |  | 32 | 616450 | SH |  | SOLE |  | 0 | 0 | 0 |
| KIMBELL TIGER ACQUISITION CO | COM CL A | 49436K106 |  | 4120 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| KIMBELL TIGER ACQUISITION CO | *W EXP 09/15/202 | 49436K114 |  | 18 | 200000 | SH |  | SOLE |  | 0 | 0 | 0 |
| TJX COS INC NEW | COM | 872540109 |  | 8440 | 106031 | SH |  | SOLE |  | 106031 | 0 | 0 |
| TLGY ACQUISITION CORPORATION | CLASS A ORD SHS | G8656T109 |  | 7175 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| TLGY ACQUISITION CORPORATION | *W EXP 11/09/202 | G8656T125 |  | 7 | 350000 | SH |  | SOLE |  | 0 | 0 | 0 |
| T-MOBILE US INC | COM | 872590104 |  | 87032 | 621656 | SH |  | SOLE |  | 621656 | 0 | 0 |
| TALON 1 ACQUISITION CORP | CLASS A ORD | G86656108 |  | 5175 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| TALON 1 ACQUISITION CORP | *W EXP 07/30/202 | G86656116 |  | 3 | 250000 | SH |  | SOLE |  | 0 | 0 | 0 |
| THE ONCOLOGY INSTITUTE INC | *W EXP 11/15/202 | 68236X118 |  | 35 | 318710 | SH |  | SOLE |  | 0 | 0 | 0 |
| TRINE II ACQUISITION CORP | CL A ORD SHS | G9059F100 |  | 4122 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| TRINE II ACQUISITION CORP | *W EXP 99/99/999 | G9059F118 |  | 16 | 200000 | SH |  | SOLE |  | 0 | 0 | 0 |
| TURNING PT BRANDS INC | NOTE  2.500% 7/1 | 90041LAE5 |  | 22154 | 25000000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| TYLER TEX INDPT SCH DIST | NOTE  0.250% 3/1 | 902252AB1 |  | 27406 | 29500000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| UBER TECHNOLOGIES INC | NOTE        12/1 | 90353TAJ9 |  | 10528 | 12500000 | PRN | Put | SOLE |  | 0 | 0 | 0 |
| UPHEALTH INC | *W EXP 06/08/202 | 91532B119 |  | 7 | 573101 | SH |  | SOLE |  | 0 | 0 | 0 |
| TKB CRITICAL TECHNOLOGIES 1 | CLASS A ORD | G88935112 |  | 6186 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| TKB CRITICAL TECHNOLOGIES 1 | *W EXP 10/20/202 | G88935120 |  | 3 | 300000 | SH |  | SOLE |  | 0 | 0 | 0 |
| US FOODS HLDG CORP | COM | 912008109 |  | 51622 | 1517398 | SH |  | SOLE |  | 1517398 | 0 | 0 |
| UWM HOLDINGS CORPORATION | *W EXP 01/21/202 | 91823B117 |  | 41 | 328700 | SH |  | SOLE |  | 0 | 0 | 0 |
| VISA INC | COM CL A | 92826C839 |  | 10388 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | COM | 57164Y107 |  | 6925 | 51453 | SH |  | SOLE |  | 51453 | 0 | 0 |
| 10X CAPITAL VENTURE ACQ III | CL A ORD SHS | G87077106 |  | 5105 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| 10X CAPITAL VENTURE ACQ III | *W EXP 06/30/202 | G87077114 |  | 20 | 250000 | SH |  | SOLE |  | 0 | 0 | 0 |
| VAHANNA TECH EDGE ACQSTN I C | CLASS A ORD | G9320Z109 |  | 3595 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| VAHANNA TECH EDGE ACQSTN I C | *W EXP 11/30/202 | G9320Z117 |  | 2 | 175000 | SH |  | SOLE |  | 0 | 0 | 0 |
| VALENS SEMICONDUCTOR LTD | *W EXP 09/30/202 | M9607U107 |  | 143 | 350000 | SH |  | SOLE |  | 0 | 0 | 0 |
| VALUENCE MERGER CORP I | CLASS A ORD SHS | G9R16L100 |  | 3105 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| VALUENCE MERGER CORP I | *W EXP 02/18/202 | G9R16L118 |  | 8 | 150000 | SH |  | SOLE |  | 0 | 0 | 0 |
| VMG CONSUMER ACQUISITION COR | *W EXP 11/03/202 | 91842V110 |  | 2 | 200000 | SH |  | SOLE |  | 0 | 0 | 0 |
| VNET GROUP INC | SPONSORED ADS A | 90138A103 |  | 2410 | 424989 | SH |  | SOLE |  | 2549934 | 0 | 0 |
| VNET GROUP INC | NOTE         2/0 | 90138VAB3 |  | 33766 | 41687000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| VISTRA CORP | COM | 92840M102 |  | 163293 | 7038473 | SH |  | SOLE |  | 7038473 | 0 | 0 |
| VINTAGE WINE ESTATES INC | *W EXP 06/08/202 | 92747V114 |  | 223 | 742600 | SH |  | SOLE |  | 0 | 0 | 0 |
| WAYFAIR INC | CL A | 94419L101 |  | 10959 | 333188 | SH |  | SOLE |  | 333188 | 0 | 0 |
| WAYFAIR INC | NOTE  0.625%10/0 | 94419LAM3 |  | 2802 | 4334000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| WARNER BROS DISCOVERY INC | COM SER A | 934423104 |  | 20352 | 2146821 | SH |  | SOLE |  | 2146821 | 0 | 0 |
| WORKDAY INC | CL A | 98138H101 |  | 10034 | 60000 | SH |  | SOLE |  | 60000 | 0 | 0 |
| WEWORK INC | *W EXP 10/20/202 | 96209A112 |  | 35 | 321509 | SH |  | SOLE |  | 0 | 0 | 0 |
| WEJO GROUP LIMITED | *W EXP 11/18/202 | G9525W117 |  | 15 | 347500 | SH |  | SOLE |  | 0 | 0 | 0 |
| WENDYS CO | COM | 95058W100 |  | 9561 | 422700 | SH |  | SOLE |  | 422700 | 0 | 0 |
| WINNEBAGO INDS INC | NOTE  1.500% 4/0 | 974637AB6 |  | 9185 | 8758000 | PRN |  | SOLE |  | 0 | 0 | 0 |
| WALMART INC | COM | 931142103 |  | 29478 | 207900 | SH |  | SOLE |  | 207900 | 0 | 0 |
| ANDRETTI ACQUISITION CORP | CL A ORD SHS | G26735103 |  | 4646 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| ANDRETTI ACQUISITION CORP | *W EXP 99/99/999 | G26735129 |  | 16 | 225000 | SH |  | SOLE |  | 0 | 0 | 0 |
| WILLSCOT MOBIL MINI HLDNG CO | COM CL A | 971378104 |  | 17732 | 392646 | SH |  | SOLE |  | 392646 | 0 | 0 |
| WAVE LIFE SCIENCES LTD | SHS | Y95308105 |  | 6780 | 970000 | SH |  | SOLE |  | 970000 | 0 | 0 |
| EXCELFIN ACQUISITION CORP | COM CL A | 30069X102 |  | 5100 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| EXCELFIN ACQUISITION CORP | *W EXP 10/25/202 | 30069X110 |  | 3 | 250000 | SH |  | SOLE |  | 0 | 0 | 0 |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 |  | 25335 | 289641 | SH |  | SOLE |  | 289641 | 0 | 0 |
| XOS INC | *W EXP 99/99/999 | 98423B116 |  | 15 | 466666 | SH |  | SOLE |  | 0 | 0 | 0 |
| POWER  DIGITAL INFRASTRUCTU | CLASS A COM | 73919C100 |  | 7553 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| POWER  DIGITAL INFRASTRUCTU | *W EXP 12/09/202 | 73919C118 |  | 26 | 375000 | SH |  | SOLE |  | 0 | 0 | 0 |
| TPG PACE BENEFICIAL II CORP | COMMON STOCK | G89826104 |  | 3155 | 321100 | SH |  | SOLE |  | 321100 | 0 | 0 |
| YUM CHINA HLDGS INC | COM | 98850P109 |  | 14531 | 265900 | SH |  | SOLE |  | 265900 | 0 | 0 |
| FTAC ZEUS ACQUISITION COR | CLASS A COM | 30320F106 |  | 7553 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| FTAC ZEUS ACQUISITION COR | *W EXP 04/15/202 | 30320F114 |  | 8 | 375000 | SH |  | SOLE |  | 0 | 0 | 0 |
| ZURN ELKAY WATER SOLNS CORP | COM | 98983L108 |  | 9108 | 430650 | SH |  | SOLE |  | 430650 | 0 | 0 |

---