# EDGAR Filing Document

**Accession Number:** 0001856405
**File Stem:** 0001910877-23-000002
**Filing Date:** 2023-2
**Character Count:** 34696
**Document Hash:** 0d297a09b4626d2493e7f8cd490af414
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001910877-23-000002.hdr.sgml**: 20230213

**ACCESSION NUMBER**: 0001910877-23-000002

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230213

**DATE AS OF CHANGE**: 20230213

**EFFECTIVENESS DATE**: 20230213

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SONA ASSET MANAGEMENT (US) LLC
- **CENTRAL INDEX KEY:** 0001856405
- **IRS NUMBER:** 815123428
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-21820
- **FILM NUMBER:** 23615399

**BUSINESS ADDRESS:**
- **STREET 1:** 800 3RD AVENUE
- **STREET 2:** SUITE 1702
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022
- **BUSINESS PHONE:** 646-779-6302

**MAIL ADDRESS:**
- **STREET 1:** 800 3RD AVENUE
- **STREET 2:** SUITE 1702
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022

### 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:** SONA ASSET MANAGEMENT (US) LLC<br>**Address:** 800 3RD AVENUE<br>SUITE 1702<br>NEW YORK, NY 10022

**Form 13F File Number:** 028-21820

**CRD Number (if applicable):** 000291738

**SEC File Number (if applicable):** 801-112410

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:** John P Berkery<br>**Title:** Chief Compliance Officer<br>**Phone:** 508-360-8282

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

John P Berkery  New York, NY  02-13-2023<br>[Signature]  [City, State]  [Date]

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

[ ] **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).)

[x] **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:** 1

**Form 13F Information Table Entry Total:** 275

**Form 13F Information Table Value Total:** $347300883

      (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.]

|   No. | Name                          | Form 13F File Number   | CRD Number   | SEC File Number   |
|---:|:---|:---|:---|:---|
|     1 | Paloma Partners Management Co | 028-05431              |  |  |

### 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 |
| 7 ACQUISITION CORPORATION | SHS CL A | G80694105 |  | 307200 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| 7 ACQUISITION CORPORATION | *W EXP 11/05/202 | G80694113 |  | 1332 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| ABBVIE INC | COM | 00287Y109 |  | 4525080 | 28000 | SH |  | SOLE | 1 | 28000 | 0 | 0 |
| ABG ACQUISITION CORP I | CL A SHS | G00496102 |  | 376670 | 37331 | SH |  | SOLE | 1 | 37331 | 0 | 0 |
| ABRI SPAC I INC | *W EXP 09/18/202 | 00085X113 |  | 3000 | 60000 | SH |  | SOLE | 1 | 60000 | 0 | 0 |
| ACCRETION ACQUISITION CORP | *W EXP 03/01/202 | 00438Y115 |  | 2244 | 120000 | SH |  | SOLE | 1 | 120000 | 0 | 0 |
| ACCRETION ACQUISITION CORP | RIGHT 03/01/2028 | 00438Y123 |  | 1678 | 24000 | SH |  | SOLE | 1 | 24000 | 0 | 0 |
| ACTIVISION BLIZZARD INC | COM | 00507V109 |  | 1243938 | 16250 | SH |  | SOLE | 1 | 16250 | 0 | 0 |
| AEQUI ACQUISITION CORP | *W EXP 11/30/202 | 00775W110 |  | 1844 | 65859 | SH |  | SOLE | 1 | 65859 | 0 | 0 |
| AESTHER HEALTHCARE ACQSTN CO | *W EXP 09/14/202 | 00809L114 |  | 3168 | 21120 | SH |  | SOLE | 1 | 21120 | 0 | 0 |
| AHREN ACQUISITION CORP | CLASS A ORD SHS | G01322109 |  | 245640 | 24000 | SH |  | SOLE | 1 | 24000 | 0 | 0 |
| AHREN ACQUISITION CORP | *W EXP 12/09/202 | G01322125 |  | 960 | 12000 | SH |  | SOLE | 1 | 12000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE  0.125% 5/0 | 00971TAJ0 |  | 168901 | 16000000 | PRN |  | SOLE | 1 | 16000000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE  0.375% 9/0 | 00971TAL5 |  | 31180 | 3200000 | PRN |  | SOLE | 1 | 3200000 | 0 | 0 |
| AKUMIN INC | COM | 01021X100 |  | 273446 | 380420 | SH |  | SOLE | 1 | 380420 | 0 | 0 |
| ALSP ORCHID ACQUISITION CORP | CLASS A ORD | G0231L107 |  | 153450 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| ALSP ORCHID ACQUISITION CORP | *W EXP 11/30/202 | G0231L123 |  | 225 | 7500 | SH |  | SOLE | 1 | 7500 | 0 | 0 |
| AMYRIS INC | NOTE  1.500%11/1 | 03236MAJ0 |  | 32212 | 10125000 | PRN |  | SOLE | 1 | 10125000 | 0 | 0 |
| ANTHEMIS DIGITAL ACQUISITION | CLASS A ORD | G03959106 |  | 92340 | 9000 | SH |  | SOLE | 1 | 9000 | 0 | 0 |
| ANTHEMIS DIGITAL ACQUISITION | *W EXP 11/01/202 | G03959114 |  | 495 | 4500 | SH |  | SOLE | 1 | 4500 | 0 | 0 |
| AP ACQUISITION CORP | CL A ORD SHS | G04058106 |  | 309600 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| AP ACQUISITION CORP | *W EXP 12/07/202 | G04058114 |  | 1200 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| APOLLO STRATEGIC GRWT CPTL I | SHS CL A | G0412A102 |  | 2284560 | 228000 | SH |  | SOLE | 1 | 228000 | 0 | 0 |
| APOLLO STRATEGIC GRWT CPTL I | *W EXP 02/12/202 | G0412A128 |  | 25055 | 178965 | SH |  | SOLE | 1 | 178965 | 0 | 0 |
| APPRECIATE HOLDINGS INC | *W EXP 11/29/202 | 03832J114 |  | 1355 | 45032 | SH |  | SOLE | 1 | 45032 | 0 | 0 |
| ARES ACQUISITION CORPORATION | COM CL A | G33032106 |  | 408449 | 40561 | SH |  | SOLE | 1 | 40561 | 0 | 0 |
| ARES ACQUISITION CORPORATION | *W EXP 02/02/202 | G33032122 |  | 40629 | 87130 | SH |  | SOLE | 1 | 87130 | 0 | 0 |
| ARIES I ACQUISITION CORP | *W EXP 03/18/202 | G0542N123 |  | 806 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| ARTEMIS STRATEGIC INVT CORP | *W EXP 09/30/202 | 04303A111 |  | 8112 | 60000 | SH |  | SOLE | 1 | 60000 | 0 | 0 |
| ASCENDANT DIGITAL ACQ CORP I | CL A COM | G05157105 |  | 309600 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| ATHENA CONSUMER ACQ CORP | *W EXP 07/31/202 | 04684M114 |  | 2617 | 22500 | SH |  | SOLE | 1 | 22500 | 0 | 0 |
| ATLANTIC COASTAL ACQUISTN CO | CLASS A COM | 048453104 |  | 570855 | 57000 | SH |  | SOLE | 1 | 57000 | 0 | 0 |
| ATLANTIC COASTAL ACQUISTN CO | *W EXP 03/02/202 | 048453112 |  | 950 | 19000 | SH |  | SOLE | 1 | 19000 | 0 | 0 |
| BANNIX ACQUISITION CORP | *W EXP 07/31/202 | 066644113 |  | 553 | 22118 | SH |  | SOLE | 1 | 22118 | 0 | 0 |
| BANYAN ACQUISITION CORPORATI | CL A COM | 06690B107 |  | 995475 | 97500 | SH |  | SOLE | 1 | 97500 | 0 | 0 |
| BANYAN ACQUISITION CORPORATI | *W EXP 09/30/202 | 06690B115 |  | 1219 | 48750 | SH |  | SOLE | 1 | 48750 | 0 | 0 |
| BEAZER HOMES USA INC | COM NEW | 07556Q881 |  | 1626900 | 127500 | SH |  | SOLE | 1 | 127500 | 0 | 0 |
| BIGBEAR AI HLDGS INC | *W EXP 12/08/202 | 08975B117 |  | 4835 | 157500 | SH |  | SOLE | 1 | 157500 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 |  | 791699 | 7650 | SH |  | SOLE | 1 | 7650 | 0 | 0 |
| BIOPLUS ACQUISITION CORP | CLASS A ORD SHS | G11217117 |  | 306600 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| BIOPLUS ACQUISITION CORP | *W EXP 12/02/202 | G11217125 |  | 1499 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| BIOTE CORP | *W EXP 05/26/202 | 090683111 |  | 22500 | 75000 | SH |  | SOLE | 1 | 75000 | 0 | 0 |
| BLACK MOUNTAIN ACQ CORP | *W EXP 10/15/202 | 09216A116 |  | 744 | 20280 | SH |  | SOLE | 1 | 20280 | 0 | 0 |
| BLACK SPADE ACQUISITION CO | *W EXP 07/16/202 | G11537118 |  | 1982 | 39649 | SH |  | SOLE | 1 | 39649 | 0 | 0 |
| BLACKSKY TECHNOLOGY INC | *W EXP 09/09/202 | 09263B116 |  | 10179 | 75400 | SH |  | SOLE | 1 | 75400 | 0 | 0 |
| BLOCKCHAIN COINVSTRS ACQ CRP | CLASS A ORD | G11765107 |  | 153600 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| BLOCKCHAIN COINVSTRS ACQ CRP | *W EXP 11/01/202 | G11765115 |  | 450 | 7500 | SH |  | SOLE | 1 | 7500 | 0 | 0 |
| BLUERIVER ACQUISITION CORP | SHS CL A | G1261Q107 |  | 756750 | 75000 | SH |  | SOLE | 1 | 75000 | 0 | 0 |
| BLUERIVER ACQUISITION CORP | *W EXP 01/04/202 | G1261Q115 |  | 375 | 25000 | SH |  | SOLE | 1 | 25000 | 0 | 0 |
| BUILDERS FIRSTSOURCE INC | COM | 12008R107 |  | 1557120 | 24000 | SH |  | SOLE | 1 | 24000 | 0 | 0 |
| BULLPEN PARLAY ACQUISITION C | CLASS A ORD SHS | G1792A100 |  | 245760 | 24000 | SH |  | SOLE | 1 | 24000 | 0 | 0 |
| BULLPEN PARLAY ACQUISITION C | *W EXP 12/03/202 | G1792A118 |  | 240 | 12000 | SH |  | SOLE | 1 | 12000 | 0 | 0 |
| BYTE ACQUISITION CORP | CLASS A ORD SHS | G1R25Q105 |  | 574560 | 57000 | SH |  | SOLE | 1 | 57000 | 0 | 0 |
| BYTE ACQUISITION CORP | *W EXP 03/18/202 | G1R25Q113 |  | 2280 | 28500 | SH |  | SOLE | 1 | 28500 | 0 | 0 |
| CACTUS ACQUISITION CORP 1 LT | CLASS A ORD | G1745A108 |  | 615600 | 60000 | SH |  | SOLE | 1 | 60000 | 0 | 0 |
| CACTUS ACQUISITION CORP 1 LT | *W EXP 08/17/202 | G1745A124 |  | 300 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| CAPITALWORKS EMNG MKTS ACQST | CLASS A ORD SHS | G1889L100 |  | 619800 | 60000 | SH |  | SOLE | 1 | 60000 | 0 | 0 |
| CAPITALWORKS EMNG MKTS ACQST | *W EXP 11/19/202 | G1889L126 |  | 603 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| CARTESIAN GROWTH CORP | CL A SHS | G19276107 |  | 309691 | 28386 | SH |  | SOLE | 1 | 28386 | 0 | 0 |
| CARTESIAN GROWTH CORP | *W EXP 02/26/202 | G19276115 |  | 4840 | 9462 | SH |  | SOLE | 1 | 9462 | 0 | 0 |
| CENAQ ENERGY CORP | *W EXP 02/04/202 | 15130M110 |  | 3571 | 32461 | SH |  | SOLE | 1 | 32461 | 0 | 0 |
| CHURCHILL CAPITAL CORP V | COM CL A | 17144T107 |  | 210390 | 21166 | SH |  | SOLE | 1 | 21166 | 0 | 0 |
| CHURCHILL CAPITAL CORP VII | COM CL A | 17144M102 |  | 568290 | 57000 | SH |  | SOLE | 1 | 57000 | 0 | 0 |
| CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 |  | 2891 | 58515 | SH |  | SOLE | 1 | 58515 | 0 | 0 |
| COMPUTE HEALTH ACQUISITIN CO | *W EXP 01/25/202 | 204833115 |  | 2685 | 23886 | SH |  | SOLE | 1 | 23886 | 0 | 0 |
| CONCORD ACQUISITION CORP III | COM CL A | 20607V106 |  | 917100 | 90000 | SH |  | SOLE | 1 | 90000 | 0 | 0 |
| CONCORD ACQUISITION CORP III | *W EXP 99/99/999 | 20607V114 |  | 3060 | 45000 | SH |  | SOLE | 1 | 45000 | 0 | 0 |
| CONSILIUM ACQUISITN CORP I L | CLASS A ORD SHS | G2365L101 |  | 723580 | 71500 | SH |  | SOLE | 1 | 71500 | 0 | 0 |
| CONSILIUM ACQUISITN CORP I L | *W EXP 06/01/202 | G2365L119 |  | 1073 | 35750 | SH |  | SOLE | 1 | 35750 | 0 | 0 |
| CONSILIUM ACQUISITN CORP I L | RIGHT 07/01/2023 | G2365L127 |  | 5012 | 71500 | SH |  | SOLE | 1 | 71500 | 0 | 0 |
| CONSTELLATION ACQUISITN CORP | SHS CL A | G2R18K105 |  | 2780250 | 275000 | SH |  | SOLE | 1 | 275000 | 0 | 0 |
| CONSTELLATION ACQUISITN CORP | *W EXP 01/29/202 | G2R18K113 |  | 2750 | 91666 | SH |  | SOLE | 1 | 91666 | 0 | 0 |
| CONX CORP | *W EXP 10/30/202 | 212873111 |  | 10160 | 67732 | SH |  | SOLE | 1 | 67732 | 0 | 0 |
| CORAZON CAPITAL V838 MONOCER | *W EXP 03/24/202 | G24237128 |  | 1579 | 78963 | SH |  | SOLE | 1 | 78963 | 0 | 0 |
| COUNTER PRESS ACQUISITION CO | CLASS A ORD SHS | G2542B117 |  | 516848 | 50375 | SH |  | SOLE | 1 | 50375 | 0 | 0 |
| COUNTER PRESS ACQUISITION CO | *W EXP 02/07/202 | G2542B125 |  | 1511 | 25187 | SH |  | SOLE | 1 | 25187 | 0 | 0 |
| CRESCERA CAP ACQUISITION COR | CLASS A ORD SHS | G26507106 |  | 613200 | 60000 | SH |  | SOLE | 1 | 60000 | 0 | 0 |
| CRESCERA CAP ACQUISITION COR | *W EXP 11/18/202 | G26507114 |  | 903 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| D AND Z MEDIA ACQUISITION CO | COM CL A | 23305Q106 |  | 855000 | 85500 | SH |  | SOLE | 1 | 85500 | 0 | 0 |
| D AND Z MEDIA ACQUISITION CO | *W EXP 01/27/202 | 23305Q114 |  | 6031 | 117344 | SH |  | SOLE | 1 | 117344 | 0 | 0 |
| DEXCOM INC | COM | 252131107 |  | 905920 | 8000 | SH |  | SOLE | 1 | 8000 | 0 | 0 |
| DIAMONDHEAD HOLDINGS CORP | *W EXP 01/28/202 | 25278L113 |  | 4725 | 45000 | SH |  | SOLE | 1 | 45000 | 0 | 0 |
| DIGITAL TRANSFORMATN OPT COR | CLASS A COM | 25401K107 |  | 911011 | 90693 | SH |  | SOLE | 1 | 90693 | 0 | 0 |
| DIGITAL TRANSFORMATN OPT COR | *W EXP 03/31/202 | 25401K115 |  | 4348 | 72466 | SH |  | SOLE | 1 | 72466 | 0 | 0 |
| DOCUSIGN INC | NOTE  0.500% 9/1 | 256163AB2 |  | 139549 | 13563000 | PRN |  | SOLE | 1 | 13563000 | 0 | 0 |
| DROPBOX INC | NOTE3/0 | 26210CAC8 |  | 127838 | 14000000 | PRN |  | SOLE | 1 | 14000000 | 0 | 0 |
| ENERGEM CORP | *W EXP 11/15/202 | G30449121 |  | 5064 | 65000 | SH |  | SOLE | 1 | 65000 | 0 | 0 |
| ESGEN ACQUISITION CORP | SHS CL A | G3R95N103 |  | 620400 | 60000 | SH |  | SOLE | 1 | 60000 | 0 | 0 |
| ESGEN ACQUISITION CORP | *W EXP 10/18/202 | G3R95N111 |  | 858 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | CL A COM | 29978K102 |  | 306900 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | *W EXP 99/99/999 | 29978K110 |  | 227 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| FAST ACQUISITION CORP II | CL A | 311874101 |  | 1141140 | 114000 | SH |  | SOLE | 1 | 114000 | 0 | 0 |
| FAST ACQUISITION CORP II | *W EXP 03/16/202 | 311874119 |  | 19095 | 28500 | SH |  | SOLE | 1 | 28500 | 0 | 0 |
| FAT PROJECTS ACQUISITION COR | *W EXP 08/31/202 | G3400W110 |  | 3000 | 120000 | SH |  | SOLE | 1 | 120000 | 0 | 0 |
| FINTECH ECOSYSTEM DEVE | CLASS A COM | 318136108 |  | 666250 | 65000 | SH |  | SOLE | 1 | 65000 | 0 | 0 |
| FIRST LT ACQUISITION GROUP I | *W EXP 03/14/202 | 320703119 |  | 4545 | 90898 | SH |  | SOLE | 1 | 90898 | 0 | 0 |
| FOCUS IMPACT ACQUISITION COR | CLASS A COM | 34417L109 |  | 610800 | 60000 | SH |  | SOLE | 1 | 60000 | 0 | 0 |
| FOCUS IMPACT ACQUISITION COR | *W EXP 10/28/202 | 34417L117 |  | 1500 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| FOXWAYNE ENTERPRIS AQSTN COR | *W EXP 01/12/202 | 35166L117 |  | 2103 | 24883 | SH |  | SOLE | 1 | 24883 | 0 | 0 |
| FREEDOM ACQUISITION I CORP | SHS CL A | G3663X110 |  | 326998 | 32376 | SH |  | SOLE | 1 | 32376 | 0 | 0 |
| FREEDOM ACQUISITION I CORP | *W EXP 03/02/202 | G3663X128 |  | 1618 | 8094 | SH |  | SOLE | 1 | 8094 | 0 | 0 |
| FRONTIER INVESTMENT CORP | CLASS A ORD SHS | G36816109 |  | 2855700 | 285000 | SH |  | SOLE | 1 | 285000 | 0 | 0 |
| FRONTIER INVESTMENT CORP | *W EXP 06/29/202 | G36816125 |  | 9029 | 152000 | SH |  | SOLE | 1 | 152000 | 0 | 0 |
| FTAC HERA ACQUISITION CORP | CLASS A ORD SHS | G3728Y103 |  | 288135 | 28500 | SH |  | SOLE | 1 | 28500 | 0 | 0 |
| FTAC HERA ACQUISITION CORP | *W EXP 02/28/202 | G3728Y111 |  | 196 | 7125 | SH |  | SOLE | 1 | 7125 | 0 | 0 |
| FTAC ZEUS ACQUISITION COR | CLASS A COM | 30320F106 |  | 604200 | 60000 | SH |  | SOLE | 1 | 60000 | 0 | 0 |
| FTAC ZEUS ACQUISITION COR | *W EXP 04/15/202 | 30320F114 |  | 600 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| FUSION ACQUISITION CORP II | COM CL A | 36118N102 |  | 388337 | 38679 | SH |  | SOLE | 1 | 38679 | 0 | 0 |
| GAMES  ESPORTS EXPRNC ACQ C | CLASS A ORD SHS | G3731J119 |  | 309000 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| GAMES  ESPORTS EXPRNC ACQ C | *W EXP 12/01/202 | G3731J127 |  | 452 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| GELESIS HLDGS INC | *W EXP 01/13/202 | 36850R113 |  | 314 | 35248 | SH |  | SOLE | 1 | 35248 | 0 | 0 |
| GENESIS GRWT TECH ACQUSTN CO | CLASS A ORD SHS | G3R23D102 |  | 932400 | 90000 | SH |  | SOLE | 1 | 90000 | 0 | 0 |
| GENESIS GRWT TECH ACQUSTN CO | *W EXP 99/99/999 | G3R23D128 |  | 11250 | 45000 | SH |  | SOLE | 1 | 45000 | 0 | 0 |
| GETAROUND INC | *W EXP 03/09/202 | 37427G119 |  | 1042 | 22800 | SH |  | SOLE | 1 | 22800 | 0 | 0 |
| GIGCAPITAL 5 INC | *W EXP 03/28/202 | 37519U117 |  | 5250 | 150000 | SH |  | SOLE | 1 | 150000 | 0 | 0 |
| GLOBAL TECHNOLGY ACQSTN CORP | CLASS A ORD | G3934N107 |  | 308400 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| GLOBAL TECHNOLGY ACQSTN CORP | *W EXP 10/19/202 | G3934N115 |  | 450 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| GOAL ACQUISITIONS CORP | *W EXP 02/11/202 | 38021H115 |  | 8374 | 179706 | SH |  | SOLE | 1 | 179706 | 0 | 0 |
| GOGREEN INVESTMENTS CORP | ORD SHS CL A | G9461B101 |  | 467100 | 45000 | SH |  | SOLE | 1 | 45000 | 0 | 0 |
| GOGREEN INVESTMENTS CORP | *W EXP 05/31/202 | G9461B119 |  | 7663 | 23220 | SH |  | SOLE | 1 | 23220 | 0 | 0 |
| GOLDEN FALCON ACQUISITION CO | *W EXP 11/04/202 | 38102H117 |  | 2239 | 14925 | SH |  | SOLE | 1 | 14925 | 0 | 0 |
| GSR II METEORA ACQUISITN COR | CLASS A COM | 36263W105 |  | 2567144 | 253856 | SH |  | SOLE | 1 | 253856 | 0 | 0 |
| GSR II METEORA ACQUISITN COR | RIGHT 02/24/2027 | 36263W113 |  | 14914 | 15866 | SH |  | SOLE | 1 | 15866 | 0 | 0 |
| GSR II METEORA ACQUISITN COR | *W EXP 02/24/202 | 36263W121 |  | 16221 | 253856 | SH |  | SOLE | 1 | 253856 | 0 | 0 |
| GSR II METEORA ACQUISITN COR | UNIT 02/24/2027 | 36263W204 |  | 122 | 12 | SH |  | SOLE | 1 | 12 | 0 | 0 |
| HEALTHCARE AI ACQUISITION CO | CLASS A ORD SHS | G4373K109 |  | 1539000 | 150000 | SH |  | SOLE | 1 | 150000 | 0 | 0 |
| HEALTHCARE AI ACQUISITION CO | *W EXP 99/99/999 | G4373K117 |  | 4500 | 75000 | SH |  | SOLE | 1 | 75000 | 0 | 0 |
| HH ACQUISITION CO | *W EXP 02/04/202 | G39714129 |  | 6012 | 120000 | SH |  | SOLE | 1 | 120000 | 0 | 0 |
| HHG CAPITAL CORPORATION | *W EXP 02/25/202 | G4R23P129 |  | 709 | 28958 | SH |  | SOLE | 1 | 28958 | 0 | 0 |
| HORIZON ACQUISITION CORPORAT | *W EXP 10/19/202 | G46044114 |  | 34037 | 83018 | SH |  | SOLE | 1 | 83018 | 0 | 0 |
| IHS HOLDING LIMITED | ORD SHS | G4701H109 |  | 481699 | 78325 | SH |  | SOLE | 1 | 78325 | 0 | 0 |
| INFINITE ACQUISITION CORP | CL A ORD SHS | G48028107 |  | 492000 | 48000 | SH |  | SOLE | 1 | 48000 | 0 | 0 |
| INFINITE ACQUISITION CORP | *W EXP 11/23/202 | G48028123 |  | 1584 | 24000 | SH |  | SOLE | 1 | 24000 | 0 | 0 |
| INNOVATIVE INTL ACQUSITIN CO | CLASS A ORD | G4809M109 |  | 154500 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| INNOVATIVE INTL ACQUSITIN CO | *W EXP 07/01/202 | G4809M125 |  | 189 | 7500 | SH |  | SOLE | 1 | 7500 | 0 | 0 |
| INSIGHT ENTERPRISES INC | NOTE  0.750% 2/1 | 45765UAB9 |  | 135394 | 9000000 | PRN |  | SOLE | 1 | 9000000 | 0 | 0 |
| INTEGRA LIFESCIENCES HLDGS C | NOTE  0.500% 8/1 | 457985AM1 |  | 58622 | 6028000 | PRN |  | SOLE | 1 | 6028000 | 0 | 0 |
| INTEGRATED WELLNESS ACQ CORP | ORD SHS CL A | G4828B100 |  | 154200 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| INTEGRATED WELLNESS ACQ CORP | *W EXP 10/31/202 | G4828B118 |  | 375 | 7500 | SH |  | SOLE | 1 | 7500 | 0 | 0 |
| INTELLIGENT MEDI ACQSITN COR | CLASS A COM | 45828D106 |  | 308400 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| INTELLIGENT MEDI ACQSITN COR | *W EXP 11/05/202 | 45828D114 |  | 161 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| INTERNATIONAL MEDIA ACQUISIT | *W EXP 07/21/202 | 459867115 |  | 5801 | 181277 | SH |  | SOLE | 1 | 181277 | 0 | 0 |
| INTERPRIVATE III FINANCIAL P | COM CL A | 46064R106 |  | 1153680 | 114000 | SH |  | SOLE | 1 | 114000 | 0 | 0 |
| INTERPRIVATE III FINANCIAL P | *W EXP 99/99/999 | 46064R114 |  | 1539 | 22800 | SH |  | SOLE | 1 | 22800 | 0 | 0 |
| INTERPRIVATE IV INFRATECH PR | CLASS A COM | 46064T102 |  | 1161660 | 114000 | SH |  | SOLE | 1 | 114000 | 0 | 0 |
| INTERPRIVATE IV INFRATECH PR | *W EXP 03/05/202 | 46064T110 |  | 914 | 22800 | SH |  | SOLE | 1 | 22800 | 0 | 0 |
| INVESTCORP EUROPE ACQUISITIO | CLASS A ORD SHS | G4923T105 |  | 927000 | 90000 | SH |  | SOLE | 1 | 90000 | 0 | 0 |
| INVESTCORP EUROPE ACQUISITIO | *W EXP 12/15/202 | G4923T113 |  | 2025 | 45000 | SH |  | SOLE | 1 | 45000 | 0 | 0 |
| IQIYI INC | NOTE  2.000% 4/0 | 46267XAD0 |  | 155998 | 19259000 | PRN |  | SOLE | 1 | 19259000 | 0 | 0 |
| IQIYI INC | NOTE  4.000%12/1 | 46267XAE8 |  | 203757 | 32573000 | PRN |  | SOLE | 1 | 32573000 | 0 | 0 |
| ISHARES TR | IBOXX HI YD ETF | 464288513 |  | 228621150 | 3105000 | SH |  | SOLE | 1 | 3105000 | 0 | 0 |
| JAGUAR GLOBAL GROWTH CORP I | CLASS A ORD SHS | G5S11A106 |  | 2325050 | 227500 | SH |  | SOLE | 1 | 227500 | 0 | 0 |
| JAGUAR GLOBAL GROWTH CORP I | *W EXP 11/23/202 | G5S11A130 |  | 6825 | 113750 | SH |  | SOLE | 1 | 113750 | 0 | 0 |
| JAGUAR GLOBAL GROWTH CORP I | RIGHT 01/01/2027 | G5S11A155 |  | 13673 | 227500 | SH |  | SOLE | 1 | 227500 | 0 | 0 |
| JATT ACQUISITION CORP | *W EXP 07/19/202 | G50752123 |  | 3672 | 24480 | SH |  | SOLE | 1 | 24480 | 0 | 0 |
| JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 |  | 1439963 | 142500 | SH |  | SOLE | 1 | 142500 | 0 | 0 |
| JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 |  | 2925 | 45000 | SH |  | SOLE | 1 | 45000 | 0 | 0 |
| KAIROS ACQUISITION CORP | *W EXP 11/30/202 | G52110106 |  | 3 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| KALERA PUBLIC LIMITED CO | *W EXP 06/28/202 | G52251116 |  | 3000 | 120000 | SH |  | SOLE | 1 | 120000 | 0 | 0 |
| KENSINGTON CAPITAL ACQUISITI | *W EXP 99/99/999 | G5251K129 |  | 11900 | 70000 | SH |  | SOLE | 1 | 70000 | 0 | 0 |
| KLUDEIN I ACQUISITION CORP | *W EXP 07/08/202 | 49878L117 |  | 6686 | 84420 | SH |  | SOLE | 1 | 84420 | 0 | 0 |
| L CATTERTON ASIA ACQUISITION | *W EXP 03/08/202 | G5346G117 |  | 1060 | 23936 | SH |  | SOLE | 1 | 23936 | 0 | 0 |
| L CATTERTON ASIA ACQUISITION | CLASS A ORD SHS | G5346G125 |  | 575700 | 57000 | SH |  | SOLE | 1 | 57000 | 0 | 0 |
| LANDCADIA HOLDINGS IV INC | *W EXP 03/29/202 | 51477A112 |  | 1425 | 14250 | SH |  | SOLE | 1 | 14250 | 0 | 0 |
| LAVA MEDTECH ACQUISITION COR | CLASS A COM | 519345102 |  | 611400 | 60000 | SH |  | SOLE | 1 | 60000 | 0 | 0 |
| LAVA MEDTECH ACQUISITION COR | *W EXP 10/21/202 | 519345110 |  | 153 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| LAZARD GROWTH ACQUISITION CO | CL A ORD SHS | G54035103 |  | 1585700 | 157000 | SH |  | SOLE | 1 | 157000 | 0 | 0 |
| LAZARD GROWTH ACQUISITION CO | *W EXP 02/10/202 | G54035111 |  | 352 | 58710 | SH |  | SOLE | 1 | 58710 | 0 | 0 |
| LEVERE HOLDINGS CORP | CLASS A ORD SHS | G5462L106 |  | 574560 | 57000 | SH |  | SOLE | 1 | 57000 | 0 | 0 |
| LEVERE HOLDINGS CORP | *W EXP 03/09/202 | G5462L122 |  | 760 | 19000 | SH |  | SOLE | 1 | 19000 | 0 | 0 |
| LF CAPITAL ACQUISITION CORP | CLASS A COM | 50202D102 |  | 307800 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| LF CAPITAL ACQUISITION CORP | *W EXP 02/19/202 | 50202D110 |  | 375 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| LIONHEART III CORP | CLASS A COM | 536262108 |  | 611400 | 60000 | SH |  | SOLE | 1 | 60000 | 0 | 0 |
| LIONHEART III CORP | *W EXP 11/09/202 | 536262116 |  | 1437 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| LOCAL BOUNTI CORP | *W EXP 99/99/999 | 53960E114 |  | 20957 | 127168 | SH |  | SOLE | 1 | 127168 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE  0.250% 3/1 | 55024UAB5 |  | 43545 | 4125000 | PRN |  | SOLE | 1 | 4125000 | 0 | 0 |
| LYFT INC | NOTE  1.500% 5/1 | 55087PAB0 |  | 28100 | 3200000 | PRN |  | SOLE | 1 | 3200000 | 0 | 0 |
| M3 BRIGADE ACQUISITION II CO | COM CL A | 553800103 |  | 527142 | 52609 | SH |  | SOLE | 1 | 52609 | 0 | 0 |
| M3 BRIGADE ACQUISITION II CO | *W EXP 03/09/202 | 553800111 |  | 954 | 17536 | SH |  | SOLE | 1 | 17536 | 0 | 0 |
| MAGNUM OPUS ACQUISITION LTD | SHS CL A | G5S70A104 |  | 974928 | 96719 | SH |  | SOLE | 1 | 96719 | 0 | 0 |
| MANCHESTER UTD PLC NEW | ORD CL A | G5784H106 |  | 5249250 | 225000 | SH |  | SOLE | 1 | 225000 | 0 | 0 |
| MAQUIA CAPITAL ACQUISITION C | *W EXP 05/05/202 | 56564V119 |  | 2941 | 81693 | SH |  | SOLE | 1 | 81693 | 0 | 0 |
| MARBLEGATE ACQUISITION CORP | *W EXP 08/31/202 | 56608A113 |  | 4800 | 120000 | SH |  | SOLE | 1 | 120000 | 0 | 0 |
| MASON INDUSTRIAL TECHNOLGY I | COM CL A | 57520Y106 |  | 499750 | 50000 | SH |  | SOLE | 1 | 50000 | 0 | 0 |
| MINORITY EQUALITY OPPORTUNIT | *W EXP 08/26/202 | 60436Q118 |  | 1950 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| MODEL PERFORMANCE ACQU CORP | *W EXP 04/29/202 | G6246M139 |  | 11999 | 119987 | SH |  | SOLE | 1 | 119987 | 0 | 0 |
| MOHAWK INDS INC | COM | 608190104 |  | 1533300 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| MONEYLION INC | *W EXP 09/22/202 | 60938K114 |  | 2165 | 52671 | SH |  | SOLE | 1 | 52671 | 0 | 0 |
| MOTIVE CAPITAL CORP II | *W EXP 99/99/999 | G6293R114 |  | 3303 | 82379 | SH |  | SOLE | 1 | 82379 | 0 | 0 |
| NABORS ENERGY TRANSITION COR | CL A COM | 629567108 |  | 462150 | 45000 | SH |  | SOLE | 1 | 45000 | 0 | 0 |
| NABORS ENERGY TRANSITION COR | *W EXP 11/17/202 | 629567116 |  | 1305 | 22500 | SH |  | SOLE | 1 | 22500 | 0 | 0 |
| NAUTICUS ROBOTICS INC | *W EXP 03/15/202 | 63911H116 |  | 5145 | 19496 | SH |  | SOLE | 1 | 19496 | 0 | 0 |
| NERDY INC | *W EXP 08/16/202 | 64081V117 |  | 27141 | 118005 | SH |  | SOLE | 1 | 118005 | 0 | 0 |
| NEUROCRINE BIOSCIENCES INC | NOTE  2.250% 5/1 | 64125CAD1 |  | 149484 | 9375000 | PRN |  | SOLE | 1 | 9375000 | 0 | 0 |
| NEW VISTA ACQUISITION CORP | CL A SHS | G6529L105 |  | 252375 | 25000 | SH |  | SOLE | 1 | 25000 | 0 | 0 |
| NEW VISTA ACQUISITION CORP | *W EXP 02/01/202 | G6529L121 |  | 481 | 8333 | SH |  | SOLE | 1 | 8333 | 0 | 0 |
| NUTANIX INC | NOTE  0.250%10/0 | 67059NAH1 |  | 93660 | 11200000 | PRN |  | SOLE | 1 | 11200000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE5/0 | 682189AS4 |  | 106550 | 8000000 | PRN |  | SOLE | 1 | 8000000 | 0 | 0 |
| ONYX ACQUISITION CO I | SHS CL A | G6755Q109 |  | 619200 | 60000 | SH |  | SOLE | 1 | 60000 | 0 | 0 |
| ONYX ACQUISITION CO I | *W EXP 11/30/202 | G6755Q117 |  | 1053 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| OXUS ACQUISITION CORP | *W EXP 99/99/999 | G6859L121 |  | 1081 | 27031 | SH |  | SOLE | 1 | 27031 | 0 | 0 |
| P3 HEALTH PARTNERS INC | *W EXP 11/19/202 | 744413113 |  | 4374 | 31241 | SH |  | SOLE | 1 | 31241 | 0 | 0 |
| PATHFINDER ACQUISITION CORP | *W EXP 02/19/202 | G04119122 |  | 3450 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| PATRICK INDS INC | DBCV  1.000% 2/0 | 703343AB9 |  | 67163 | 6750000 | PRN |  | SOLE | 1 | 6750000 | 0 | 0 |
| PELOTON INTERACTIVE INC | CL A COM | 70614W100 |  | 206440 | 26000 | SH |  | SOLE | 1 | 26000 | 0 | 0 |
| PERCEPTION CAPITAL CORP II | *W EXP 10/25/202 | G7007D110 |  | 1485 | 75000 | SH |  | SOLE | 1 | 75000 | 0 | 0 |
| PERIDOT ACQUISITION CORP II | SHS CL A | G7008B105 |  | 576270 | 57000 | SH |  | SOLE | 1 | 57000 | 0 | 0 |
| PERIDOT ACQUISITION CORP II | *W EXP 04/30/202 | G7008B121 |  | 532 | 11400 | SH |  | SOLE | 1 | 11400 | 0 | 0 |
| PHP VENTURES ACQUISITION COR | *W EXP 01/01/202 | 69291C114 |  | 1138 | 18960 | SH |  | SOLE | 1 | 18960 | 0 | 0 |
| PIONEER MERGER CORP | CL A SHS | G7S24C103 |  | 2529930 | 249500 | SH |  | SOLE | 1 | 249500 | 0 | 0 |
| PLUM ACQUISITION CORP I | *W EXP 03/15/202 | G7134L118 |  | 209 | 11400 | SH |  | SOLE | 1 | 11400 | 0 | 0 |
| PLUM ACQUISITION CORP I | CLASS A ORD SHS | G7134L126 |  | 574560 | 57000 | SH |  | SOLE | 1 | 57000 | 0 | 0 |
| PONTEM CORPORATION | *W EXP 01/05/202 | G71707122 |  | 5413 | 67663 | SH |  | SOLE | 1 | 67663 | 0 | 0 |
| PRENETICS GLOBAL LTD | *W EXP 05/18/202 | G72245114 |  | 16980 | 106327 | SH |  | SOLE | 1 | 106327 | 0 | 0 |
| PROOF ACQUISITION CORP I | CL A COM | 74349W104 |  | 457650 | 45000 | SH |  | SOLE | 1 | 45000 | 0 | 0 |
| PROOF ACQUISITION CORP I | *W EXP 99/99/999 | 74349W112 |  | 691 | 22500 | SH |  | SOLE | 1 | 22500 | 0 | 0 |
| PROSPECT CAP CORP | COM | 74348T102 |  | 1118400 | 160000 | SH |  | SOLE | 1 | 160000 | 0 | 0 |
| RCF ACQUISITION CORP | CL A COM | G7330C102 |  | 307800 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| RCF ACQUISITION CORP | *W EXP 99/99/999 | G7330C110 |  | 1109 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| RIGEL RESOURCE ACQ CORP | CL A ORD SHS | G7573M106 |  | 308700 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| RIGEL RESOURCE ACQ CORP | *W EXP 99/99/999 | G7573M114 |  | 1500 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| RINGCENTRAL INC | NOTE3/0 | 76680RAF4 |  | 69100 | 8000000 | PRN |  | SOLE | 1 | 8000000 | 0 | 0 |
| ROSE HILL ACQUISITION CORP | *W EXP 10/07/202 | G7637J123 |  | 12000 | 120000 | SH |  | SOLE | 1 | 120000 | 0 | 0 |
| ROSECLIFF ACQUISITION CORP I | *W EXP 02/11/202 | 77732R111 |  | 2952 | 98412 | SH |  | SOLE | 1 | 98412 | 0 | 0 |
| ROSS ACQUISITION CORP II | SHS CL A | G7641C106 |  | 144210 | 14250 | SH |  | SOLE | 1 | 14250 | 0 | 0 |
| ROSS ACQUISITION CORP II | *W EXP 02/01/202 | G7641C114 |  | 238 | 4749 | SH |  | SOLE | 1 | 4749 | 0 | 0 |
| RUBICON TECHNOLOGIES INC | *W EXP 04/01/202 | 78112J117 |  | 1365 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| SCION TECH GROWTH II | CL A SHS | G31070108 |  | 759000 | 75000 | SH |  | SOLE | 1 | 75000 | 0 | 0 |
| SCION TECH GROWTH II | *W EXP 01/28/202 | G31070116 |  | 90 | 25000 | SH |  | SOLE | 1 | 25000 | 0 | 0 |
| SCREAMING EAGLE ACQUISITN CO | *W EXP 01/05/202 | G79407121 |  | 16499 | 70000 | SH |  | SOLE | 1 | 70000 | 0 | 0 |
| SEA LTD | NOTE  0.250% 9/1 | 81141RAG5 |  | 76979 | 10500000 | PRN |  | SOLE | 1 | 10500000 | 0 | 0 |
| SEADRILL 2021 LTD | COM | G7997W102 |  | 5991953 | 183577 | SH |  | SOLE | 1 | 183577 | 0 | 0 |
| SEMA4 HOLDINGS CORP | *W EXP 07/22/202 | 81663L119 |  | 588 | 30949 | SH |  | SOLE | 1 | 30949 | 0 | 0 |
| SEMPER PARATUS ACQUISITION C | CLASS A ORD | G8028L107 |  | 154950 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| SEMPER PARATUS ACQUISITION C | *W EXP 11/04/202 | G8028L131 |  | 56 | 7500 | SH |  | SOLE | 1 | 7500 | 0 | 0 |
| SHOULDERUP TECHNOLOGY ACQUIS | CL A COM | 82537G104 |  | 459000 | 45000 | SH |  | SOLE | 1 | 45000 | 0 | 0 |
| SHOULDERUP TECHNOLOGY ACQUIS | *W EXP 11/17/202 | 82537G112 |  | 450 | 22500 | SH |  | SOLE | 1 | 22500 | 0 | 0 |
| SILVERGATE CAP CORP | CL A | 82837P408 |  | 3027600 | 174000 | SH |  | SOLE | 1 | 174000 | 0 | 0 |
| SIZZLE ACQUISITION CORP | COMMON STOCK | 83014E109 |  | 153300 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| SIZZLE ACQUISITION CORP | *W EXP 11/02/202 | 83014E117 |  | 2250 | 7500 | SH |  | SOLE | 1 | 7500 | 0 | 0 |
| SOCIAL LEVERAGE ACQUISN CORP | *W EXP 02/17/202 | 83363K110 |  | 2691 | 45000 | SH |  | SOLE | 1 | 45000 | 0 | 0 |
| STONEBRIDGE ACQUISITION CORP | *W EXP 03/31/202 | G85094129 |  | 777 | 30000 | SH |  | SOLE | 1 | 30000 | 0 | 0 |
| SUSTAINABLE DEVELP ACQU I CO | COM CL A | 86934L103 |  | 503000 | 50000 | SH |  | SOLE | 1 | 50000 | 0 | 0 |
| SUSTAINABLE DEVELP ACQU I CO | *W EXP 02/04/202 | 86934L111 |  | 1000 | 25000 | SH |  | SOLE | 1 | 25000 | 0 | 0 |
| TAILWIND INTERNATNAL ACQ COR | COM CL A | G8662F101 |  | 756750 | 75000 | SH |  | SOLE | 1 | 75000 | 0 | 0 |
| TB SA ACQUISITION CORP | CLASS A ORD SHS | G8657L105 |  | 5745600 | 570000 | SH |  | SOLE | 1 | 570000 | 0 | 0 |
| TB SA ACQUISITION CORP | *W EXP 03/25/202 | G8657L121 |  | 5795 | 189999 | SH |  | SOLE | 1 | 189999 | 0 | 0 |
| TECH AND ENERGY TRANSITION | CLASS A COM | 87823R102 |  | 285855 | 28500 | SH |  | SOLE | 1 | 28500 | 0 | 0 |
| TECH AND ENERGY TRANSITION | *W EXP 03/31/202 | 87823R110 |  | 2857 | 86305 | SH |  | SOLE | 1 | 86305 | 0 | 0 |
| TEREX CORP NEW | COM | 880779103 |  | 2400864 | 56200 | SH |  | SOLE | 1 | 56200 | 0 | 0 |
| TH INTERNATIONAL LIMITED | ORDINARY SHARES | G8656L106 |  | 1390000 | 500000 | SH |  | SOLE | 1 | 500000 | 0 | 0 |
| THE REALREAL INC | NOTE  1.000% 3/0 | 88339PAD3 |  | 88968 | 23416000 | PRN |  | SOLE | 1 | 23416000 | 0 | 0 |
| THRIVE ACQUISITION CORPORATI | CLASS A ORD | G7158C101 |  | 123600 | 12000 | SH |  | SOLE | 1 | 12000 | 0 | 0 |
| THRIVE ACQUISITION CORPORATI | *W EXP 10/31/202 | G7158C119 |  | 61 | 6000 | SH |  | SOLE | 1 | 6000 | 0 | 0 |
| THUNDER BRIDGE CAP PRTNRS II | *W EXP 02/01/202 | 88605T118 |  | 4351 | 56733 | SH |  | SOLE | 1 | 56733 | 0 | 0 |
| TIO TECH A | CLASS A ORD SHS | G8T10C106 |  | 9751321 | 967393 | SH |  | SOLE | 1 | 967393 | 0 | 0 |
| TIO TECH A | *W EXP 04/12/202 | G8T10C114 |  | 9702 | 404268 | SH |  | SOLE | 1 | 404268 | 0 | 0 |
| TKB CRITICAL TECHNOLOGIES 1 | CLASS A ORD | G88935112 |  | 154500 | 15000 | SH |  | SOLE | 1 | 15000 | 0 | 0 |
| TKB CRITICAL TECHNOLOGIES 1 | *W EXP 10/20/202 | G88935120 |  | 163 | 7500 | SH |  | SOLE | 1 | 7500 | 0 | 0 |
| TWIN RIDGE CAPITAL ACQUIS CO | SHS CL A | G9151L104 |  | 1150260 | 114000 | SH |  | SOLE | 1 | 114000 | 0 | 0 |
| TWIN RIDGE CAPITAL ACQUIS CO | *W EXP 03/07/202 | G9151L120 |  | 1144 | 38000 | SH |  | SOLE | 1 | 38000 | 0 | 0 |
| TZP STRATEGIES ACQUISTN CORP | *W EXP 01/06/202 | G91595119 |  | 2427 | 99062 | SH |  | SOLE | 1 | 99062 | 0 | 0 |
| UNITY SOFTWARE INC | NOTE11/1 | 91332UAB7 |  | 57190 | 7600000 | PRN |  | SOLE | 1 | 7600000 | 0 | 0 |
| UTA ACQUISITION CORPORATION | CLASS A ORD SHS | G9473A109 |  | 428820 | 42000 | SH |  | SOLE | 1 | 42000 | 0 | 0 |
| UTA ACQUISITION CORPORATION | *W EXP 10/30/202 | G9473A117 |  | 2100 | 21000 | SH |  | SOLE | 1 | 21000 | 0 | 0 |
| VANGUARD SCOTTSDALE FDS | LG-TERM COR BD | 92206C813 |  | 1271928 | 16800 | SH |  | SOLE | 1 | 16800 | 0 | 0 |
| VECTOR ACQUISITION CORP II | CL A SHS | G9460A104 |  | 1151400 | 114000 | SH |  | SOLE | 1 | 114000 | 0 | 0 |
| VERADIGM INC | NOTE  0.875% 1/0 | 01988PAF5 |  | 133819 | 9375000 | PRN |  | SOLE | 1 | 9375000 | 0 | 0 |
| VERTEX ENERGY INC | COM | 92534K107 |  | 6275851 | 1012234 | SH |  | SOLE | 1 | 1012234 | 0 | 0 |
| VERTEX ENERGY INC | COM | 92534K107 |  | 2166280 | 349400 | SH |  | SOLE | 1 | 349400 | 0 | 0 |
| VMG CONSUMER ACQUISITION COR | CLASS A COM | 91842V102 |  | 182700 | 18000 | SH |  | SOLE | 1 | 18000 | 0 | 0 |
| VMG CONSUMER ACQUISITION COR | *W EXP 11/03/202 | 91842V110 |  | 360 | 9000 | SH |  | SOLE | 1 | 9000 | 0 | 0 |
| VROOM INC | NOTE  0.750% 7/0 | 92918VAB5 |  | 5600 | 1600000 | PRN |  | SOLE | 1 | 1600000 | 0 | 0 |
| WILLIAMS ROWLAND ACQUISITION | *W EXP 12/11/202 | 96951B110 |  | 2683 | 59479 | SH |  | SOLE | 1 | 59479 | 0 | 0 |
| WM TECHNOLOGY INC | *W EXP 06/16/202 | 92971A117 |  | 5408 | 54075 | SH |  | SOLE | 1 | 54075 | 0 | 0 |

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