# EDGAR Filing Document

**Accession Number:** 0000919185
**File Stem:** 0000919185-23-000001
**Filing Date:** 2023-2
**Character Count:** 60736
**Document Hash:** e5ee084003950ff86c8ac5364ba1824f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000919185-23-000001.hdr.sgml**: 20230213

**ACCESSION NUMBER**: 0000919185-23-000001

**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:** HIGHBRIDGE CAPITAL MANAGEMENT LLC
- **CENTRAL INDEX KEY:** 0000919185
- **IRS NUMBER:** 134131516
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-04134
- **FILM NUMBER:** 23614757

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVE
- **STREET 2:** 23RD FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 2122872500

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVE
- **STREET 2:** 23RD FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HIGHBRIDGE CAPITAL MANAGEMENT INC /NY
- **DATE OF NAME CHANGE:** 19980610

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DUBIN & SWIECA ASSET MANAGEMENT INC
- **DATE OF NAME CHANGE:** 19950817

### 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:** HIGHBRIDGE CAPITAL MANAGEMENT LLC<br>**Address:** 277 PARK AVE<br>23RD FLOOR<br>NEW YORK, NY 10172

**Form 13F File Number:** 028-04134

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:** Kirk Rule<br>**Title:** Executive Director<br>**Phone:** 212-648-1597

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

Kirk Rule  NEW YORK, NY  02-13-2023<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:** 547

**Form 13F Information Table Value Total:** $3631532

      (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 |
| 10X CAP VENTURE ACQSTN CORP | WARRANT | G87076116 |  | 18 | 274892 | PRN |  | SOLE |  | 0 | 274892 | 0 |
| 10X CAPITAL VENTURE ACQ III | COMMON | G87077106 |  | 3842 | 393279 | SH |  | SOLE |  | 0 | 393279 | 0 |
| 10X CAPITAL VENTURE ACQ III | WARRANT | G87077114 |  | 33 | 363755 | PRN |  | SOLE |  | 0 | 363755 | 0 |
| 7 ACQUISITION CORPORATION | COMMON | G80694105 |  | 8156 | 791798 | SH |  | SOLE |  | 0 | 791798 | 0 |
| 7GC  CO HOLDINGS INC | WARRANT | 81786A115 |  | 43 | 1075837 | PRN |  | SOLE |  | 0 | 1075837 | 0 |
| A SPAC II ACQUISITION CORP | COMMON | G0543H109 |  | 11983 | 1171406 | SH |  | SOLE |  | 0 | 1171406 | 0 |
| A SPAC II ACQUISITION CORP | WARRANT | G0543H117 |  | 27 | 833452 | PRN |  | SOLE |  | 0 | 833452 | 0 |
| A SPAC II ACQUISITION CORP | RIGHT | G0543H133 |  | 115 | 1646906 | SH |  | SOLE |  | 0 | 1646906 | 0 |
| ACCOLADE INC | BOND | 00437EAB8 |  | 33196 | 46739000 | PRN |  | SOLE |  | 0 | 46739000 | 0 |
| ACCRETION ACQUISITION CORP | COMMON | 00438Y107 |  | 17904 | 1776229 | SH |  | SOLE |  | 0 | 1776229 | 0 |
| ACCRETION ACQUISITION CORP | WARRANT | 00438Y115 |  | 9 | 498251 | PRN |  | SOLE |  | 0 | 498251 | 0 |
| ACCRETION ACQUISITION CORP | RIGHT | 00438Y123 |  | 103 | 1416249 | SH |  | SOLE |  | 0 | 1416249 | 0 |
| ACCURAY INC DEL | BOND | 004397AK1 |  | 26740 | 32500000 | PRN |  | SOLE |  | 0 | 32500000 | 0 |
| ACORDA THERAPEUTICS INC | BOND | 00484MAC0 |  | 34415 | 45283000 | PRN |  | SOLE |  | 0 | 45283000 | 0 |
| ACROPOLIS INFRASTRUCTURE ACQ | WARRANT | 005029111 |  | 114 | 894138 | PRN |  | SOLE |  | 0 | 894138 | 0 |
| ADS TEC ENERGY PLC | WARRANT | G0085J109 |  | 215 | 770240 | PRN |  | SOLE |  | 0 | 770240 | 0 |
| ADTHEORENT HOLDING COMPANY | WARRANT | 00739D117 |  | 264 | 1758318 | PRN |  | SOLE |  | 0 | 1758318 | 0 |
| AESTHER HEALTHCARE ACQSTN CO | COMMON | 00809L106 |  | 815 | 78394 | SH |  | SOLE |  | 0 | 78394 | 0 |
| AEYE INC | WARRANT | 008183113 |  | 55 | 1383928 | PRN |  | SOLE |  | 0 | 1383928 | 0 |
| AGILETHOUGHT INC | WARRANT | 00857F118 |  | 651 | 1629008 | PRN |  | SOLE |  | 0 | 1629008 | 0 |
| AHREN ACQUISITION CORP | COMMON | G01322109 |  | 13949 | 1354292 | SH |  | SOLE |  | 0 | 1354292 | 0 |
| AHREN ACQUISITION CORP | WARRANT | G01322125 |  | 37 | 527012 | PRN |  | SOLE |  | 0 | 527012 | 0 |
| ALLEGO N V | WARRANT | N0796A118 |  | 304 | 3040193 | PRN |  | SOLE |  | 0 | 3040193 | 0 |
| ALSP ORCHID ACQUISITION CORP | COMMON | G0231L107 |  | 16742 | 1636581 | SH |  | SOLE |  | 0 | 1636581 | 0 |
| ALSP ORCHID ACQUISITION CORP | WARRANT | G0231L123 |  | 12 | 614139 | PRN |  | SOLE |  | 0 | 614139 | 0 |
| ALTENERGY ACQUISITION CORP | COMMON | 02157M108 |  | 15502 | 1515361 | SH |  | SOLE |  | 0 | 1515361 | 0 |
| ALVOTECH | WARRANT | L01800116 |  | 11 | 9799 | PRN |  | SOLE |  | 0 | 9799 | 0 |
| AMCI ACQUISITION CORP II | WARRANT | 00166R118 |  | 124 | 515641 | PRN |  | SOLE |  | 0 | 515641 | 0 |
| AMPRIUS TECHNOLOGIES INC | OPTION | 03214Q908 |  | 3569 | 450000 | SH | Call | SOLE |  | 0 | 450000 | 0 |
| AMPRIUS TECHNOLOGIES INC | WARRANT | 03214Q116 |  | 809 | 2788814 | PRN |  | SOLE |  | 0 | 2788814 | 0 |
| AMRYT PHARMA PLC | ADR | 03217L106 |  | 46235 | 6333552 | SH |  | SOLE |  | 0 | 6333552 | 0 |
| ANDRETTI ACQUISITION CORP | COMMON | G26735103 |  | 14708 | 1424463 | SH |  | SOLE |  | 0 | 1424463 | 0 |
| ANDRETTI ACQUISITION CORP | WARRANT | G26735129 |  | 28 | 344448 | PRN |  | SOLE |  | 0 | 344448 | 0 |
| ANGHAMI INC | WARRANT | G0369L119 |  | 69 | 2645006 | PRN |  | SOLE |  | 0 | 2645006 | 0 |
| ANTHEMIS DIGITAL ACQUISITION | COMMON | G03959106 |  | 10795 | 1050137 | SH |  | SOLE |  | 0 | 1050137 | 0 |
| AP ACQUISITION CORP | COMMON | G04058106 |  | 13732 | 1330582 | SH |  | SOLE |  | 0 | 1330582 | 0 |
| AP ACQUISITION CORP | WARRANT | G04058114 |  | 51 | 633277 | PRN |  | SOLE |  | 0 | 633277 | 0 |
| APEIRON CAPITAL INVEST CORP | WARRANT | 03752A119 |  | 24 | 690365 | PRN |  | SOLE |  | 0 | 690365 | 0 |
| APOLLO STRATEGIC GRWT CPTL I | WARRANT | G0412A128 |  | 109 | 900000 | PRN |  | SOLE |  | 0 | 900000 | 0 |
| APPRECIATE HOLDINGS INC | WARRANT | 03832J114 |  | 36 | 904575 | PRN |  | SOLE |  | 0 | 904575 | 0 |
| APX ACQUISITION CORP I | COMMON | G0440J109 |  | 6323 | 615059 | SH |  | SOLE |  | 0 | 615059 | 0 |
| APX ACQUISITION CORP I | WARRANT | G0440J125 |  | 13 | 660541 | PRN |  | SOLE |  | 0 | 660541 | 0 |
| ARBOR RAPHA CAP BIOHLDS CORP | WARRANT | 03881F112 |  | 7 | 180006 | PRN |  | SOLE |  | 0 | 180006 | 0 |
| ARISZ ACQUISITION CORP | WARRANT | 040450116 |  | 41 | 2041094 | PRN |  | SOLE |  | 0 | 2041094 | 0 |
| ARISZ ACQUISITION CORP | RIGHT | 040450124 |  | 4 | 40000 | SH |  | SOLE |  | 0 | 40000 | 0 |
| ARKO CORP | WARRANT | 041242116 |  | 1040 | 577960 | PRN |  | SOLE |  | 0 | 577960 | 0 |
| ARQIT QUANTUM INC | WARRANT | G0567U119 |  | 189 | 370844 | PRN |  | SOLE |  | 0 | 370844 | 0 |
| ARTIVION INC | BOND | 228903AB6 |  | 26098 | 30000000 | PRN |  | SOLE |  | 0 | 30000000 | 0 |
| ATHENA CONSUMER ACQ CORP | WARRANT | 04684M114 |  | 166 | 1430241 | PRN |  | SOLE |  | 0 | 1430241 | 0 |
| ATHENA TECHNOLOGY ACQ CORP I | COMMON | 04687C105 |  | 7407 | 736260 | SH |  | SOLE |  | 0 | 736260 | 0 |
| ATLANTIC COASTAL AQSTN CORP | COMMON | 04845A108 |  | 16451 | 1614464 | SH |  | SOLE |  | 0 | 1614464 | 0 |
| ATLANTIC COASTAL AQSTN CORP | WARRANT | 04845A116 |  | 37 | 567432 | PRN |  | SOLE |  | 0 | 567432 | 0 |
| AULT DISRUPTIVE TECHS CORP | COMMON | 05150A104 |  | 332 | 32384 | SH |  | SOLE |  | 0 | 32384 | 0 |
| AURA FAT PROJS ACQUISITION C | COMMON | G06362100 |  | 8796 | 853111 | SH |  | SOLE |  | 0 | 853111 | 0 |
| AURORA ACQUISITION CORP | WARRANT | G0698L129 |  | 26 | 1720373 | PRN |  | SOLE |  | 0 | 1720373 | 0 |
| AURORA TECHNOLOGY ACQUISITIO | WARRANT | G06984127 |  | 10 | 660930 | PRN |  | SOLE |  | 0 | 660930 | 0 |
| AURORA TECHNOLOGY ACQUISITIO | RIGHT | G06984135 |  | 57 | 441267 | SH |  | SOLE |  | 0 | 441267 | 0 |
| AVADEL FIN CAYMAN LTD | BOND | 05337YAC2 |  | 31156 | 34700000 | PRN |  | SOLE |  | 0 | 34700000 | 0 |
| AVALON ACQUISITION INC | COMMON | 05338E101 |  | 13702 | 1336805 | SH |  | SOLE |  | 0 | 1336805 | 0 |
| AVALON ACQUISITION INC | WARRANT | 05338E119 |  | 77 | 1189059 | PRN |  | SOLE |  | 0 | 1189059 | 0 |
| AXIOS SUSTAINABLE GRW ACQ CO | WARRANT | G0703K116 |  | 27 | 763840 | PRN |  | SOLE |  | 0 | 763840 | 0 |
| AXIOS SUSTAINABLE GRW ACQ CO | COMMON | G0703K124 |  | 68 | 663840 | SH |  | SOLE |  | 0 | 663840 | 0 |
| AXON ENTERPRISE INC | COMMON | 05464C101 |  | 875 | 5274 | SH |  | SOLE |  | 0 | 5274 | 0 |
| BAKKT HOLDINGS INC | COMMON | 05759B107 |  | 286 | 240000 | SH |  | SOLE |  | 0 | 240000 | 0 |
| BANDWIDTH INC | BOND | 05988JAB9 |  | 26290 | 34614000 | PRN |  | SOLE |  | 0 | 34614000 | 0 |
| BANNER ACQUISITION CORP | COMMON | 06654K101 |  | 14757 | 1464034 | SH |  | SOLE |  | 0 | 1464034 | 0 |
| BANNER ACQUISITION CORP | WARRANT | 06654K119 |  | 4 | 630483 | PRN |  | SOLE |  | 0 | 630483 | 0 |
| BANNIX ACQUISITION CORP | WARRANT | 066644113 |  | 30 | 1500000 | PRN |  | SOLE |  | 0 | 1500000 | 0 |
| BANYAN ACQUISITION CORPORATI | COMMON | 06690B107 |  | 23263 | 2278448 | SH |  | SOLE |  | 0 | 2278448 | 0 |
| BANYAN ACQUISITION CORPORATI | WARRANT | 06690B115 |  | 23 | 898525 | PRN |  | SOLE |  | 0 | 898525 | 0 |
| BATTERY FUTURE ACQUISITION C | COMMON | G0888J108 |  | 14649 | 1426355 | SH |  | SOLE |  | 0 | 1426355 | 0 |
| BATTERY FUTURE ACQUISITION C | WARRANT | G0888J124 |  | 41 | 640598 | PRN |  | SOLE |  | 0 | 640598 | 0 |
| BEARD ENERGY TRANSITION ACQ | COMMON | 07402Q101 |  | 16790 | 1647729 | SH |  | SOLE |  | 0 | 1647729 | 0 |
| BEARD ENERGY TRANSITION ACQ | WARRANT | 07402Q119 |  | 38 | 473922 | PRN |  | SOLE |  | 0 | 473922 | 0 |
| BED BATH  BEYOND INC | OPTION | 075896900 |  | 565 | 225000 | SH | Call | SOLE |  | 0 | 225000 | 0 |
| BELONG ACQUISITION CORP | COMMON | 08069M102 |  | 4742 | 479432 | SH |  | SOLE |  | 0 | 479432 | 0 |
| BELONG ACQUISITION CORP | WARRANT | 08069M110 |  | 90 | 643159 | PRN |  | SOLE |  | 0 | 643159 | 0 |
| BETTER WORLD ACQUISITION COR | WARRANT | 08772B112 |  | 19 | 189952 | PRN |  | SOLE |  | 0 | 189952 | 0 |
| BEYOND MEAT INC | OPTION | 08862E959 |  | 1766 | 143500 | SH | Put | SOLE |  | 0 | 143500 | 0 |
| BEYOND MEAT INC | BOND | 08862EAB5 |  | 13838 | 53000000 | PRN |  | SOLE |  | 0 | 53000000 | 0 |
| BIGBEAR AI HLDGS INC | WARRANT | 08975B117 |  | 2077 | 1648430 | PRN |  | SOLE |  | 0 | 1648430 | 0 |
| BIOPLUS ACQUISITION CORP | COMMON | G11217117 |  | 15244 | 1482836 | SH |  | SOLE |  | 0 | 1482836 | 0 |
| BIOPLUS ACQUISITION CORP | WARRANT | G11217125 |  | 10 | 624955 | PRN |  | SOLE |  | 0 | 624955 | 0 |
| BIORA THERAPEUTICS INC | BOND | 74319FAB3 |  | 4515 | 7000000 | PRN |  | SOLE |  | 0 | 7000000 | 0 |
| BLACK MOUNTAIN ACQ CORP | COMMON | 09216A108 |  | 15307 | 1500707 | SH |  | SOLE |  | 0 | 1500707 | 0 |
| BLEUACACIA LTD | COMMON | G11728105 |  | 9109 | 907302 | SH |  | SOLE |  | 0 | 907302 | 0 |
| BLEUACACIA LTD | WARRANT | G11728113 |  | 11 | 562614 | PRN |  | SOLE |  | 0 | 562614 | 0 |
| BLEUACACIA LTD | RIGHT | G11728139 |  | 14 | 307813 | SH |  | SOLE |  | 0 | 307813 | 0 |
| BLOCKCHAIN COINVSTRS ACQ CRP | COMMON | G11765107 |  | 16179 | 1572333 | SH |  | SOLE |  | 0 | 1572333 | 0 |
| BLOCKCHAIN COINVSTRS ACQ CRP | WARRANT | G11765115 |  | 33 | 556597 | PRN |  | SOLE |  | 0 | 556597 | 0 |
| BLUE OCEAN ACQUISITION CORP | COMMON | G1330L105 |  | 14094 | 1370972 | SH |  | SOLE |  | 0 | 1370972 | 0 |
| BLUE OCEAN ACQUISITION CORP | WARRANT | G1330L121 |  | 33 | 683323 | PRN |  | SOLE |  | 0 | 683323 | 0 |
| BOOKING HOLDINGS INC | COMMON | 09857L108 |  | 5536 | 2747 | SH |  | SOLE |  | 0 | 2747 | 0 |
| BRIDGEBIO PHARMA INC | BOND | 10806XAB8 |  | 18813 | 47329000 | PRN |  | SOLE |  | 0 | 47329000 | 0 |
| BRIDGEBIO PHARMA INC | BOND | 10806XAD4 |  | 8568 | 20400000 | PRN |  | SOLE |  | 0 | 20400000 | 0 |
| BROOKDALE SR LIVING INC | PREF CONV | 112463302 |  | 22442 | 507386 | SH |  | SOLE |  | 0 | 507386 | 0 |
| BULLPEN PARLAY ACQUISITION C | COMMON | G1792A100 |  | 11858 | 1157996 | SH |  | SOLE |  | 0 | 1157996 | 0 |
| BULLPEN PARLAY ACQUISITION C | WARRANT | G1792A118 |  | 14 | 675776 | PRN |  | SOLE |  | 0 | 675776 | 0 |
| BURTECH ACQUISITION CORP | COMMON | 123013104 |  | 5222 | 513993 | SH |  | SOLE |  | 0 | 513993 | 0 |
| BURTECH ACQUISITION CORP | WARRANT | 123013112 |  | 30 | 1500000 | PRN |  | SOLE |  | 0 | 1500000 | 0 |
| BUZZFEED INC | WARRANT | 12430A110 |  | 107 | 2687372 | PRN |  | SOLE |  | 0 | 2687372 | 0 |
| BYNORDIC ACQUISITION CORP | COMMON | 124420100 |  | 15213 | 1489978 | SH |  | SOLE |  | 0 | 1489978 | 0 |
| BYNORDIC ACQUISITION CORP | WARRANT | 124420118 |  | 13 | 666696 | PRN |  | SOLE |  | 0 | 666696 | 0 |
| C5 ACQUISITION CORPORATION | COMMON | 12530D105 |  | 11998 | 1173932 | SH |  | SOLE |  | 0 | 1173932 | 0 |
| C5 ACQUISITION CORPORATION | WARRANT | 12530D113 |  | 10 | 524687 | PRN |  | SOLE |  | 0 | 524687 | 0 |
| CACTUS ACQUISITION CORP 1 LT | COMMON | G1745A108 |  | 9769 | 952156 | SH |  | SOLE |  | 0 | 952156 | 0 |
| CANNA GLOBAL ACQUISITION COR | COMMON | 13767K101 |  | 2060 | 201539 | SH |  | SOLE |  | 0 | 201539 | 0 |
| CANNA GLOBAL ACQUISITION COR | WARRANT | 13767K119 |  | 18 | 1153209 | PRN |  | SOLE |  | 0 | 1153209 | 0 |
| CAPITALWORKS EMNG MKTS ACQST | COMMON | G1889L100 |  | 17542 | 1698183 | SH |  | SOLE |  | 0 | 1698183 | 0 |
| CAPITALWORKS EMNG MKTS ACQST | WARRANT | G1889L126 |  | 18 | 766943 | PRN |  | SOLE |  | 0 | 766943 | 0 |
| CARTESIAN GROWTH CORP | WARRANT | G19276115 |  | 968 | 1488788 | PRN |  | SOLE |  | 0 | 1488788 | 0 |
| CARTESIAN GROWTH CORP II | COMMON | G19305112 |  | 15376 | 1498671 | SH |  | SOLE |  | 0 | 1498671 | 0 |
| CARTESIAN GROWTH CORP II | WARRANT | G19305120 |  | 64 | 304919 | PRN |  | SOLE |  | 0 | 304919 | 0 |
| CELLEBRITE DI LTD | WARRANT | M2197Q115 |  | 697 | 1127074 | PRN |  | SOLE |  | 0 | 1127074 | 0 |
| CENAQ ENERGY CORP | COMMON | 15130M102 |  | 683 | 75000 | SH |  | SOLE |  | 0 | 75000 | 0 |
| CENAQ ENERGY CORP | WARRANT | 15130M110 |  | 148 | 1346374 | PRN |  | SOLE |  | 0 | 1346374 | 0 |
| CEPTON INC | WARRANT | 15673X119 |  | 102 | 1202332 | PRN |  | SOLE |  | 0 | 1202332 | 0 |
| CF ACQUISITION CORP IV | WARRANT | 12520T110 |  | 28 | 362948 | PRN |  | SOLE |  | 0 | 362948 | 0 |
| CF ACQUISITION CORP VII | COMMON | 12521H107 |  | 12136 | 1189786 | SH |  | SOLE |  | 0 | 1189786 | 0 |
| CF ACQUISITION CORP VII | WARRANT | 12521H115 |  | 42 | 420774 | PRN |  | SOLE |  | 0 | 420774 | 0 |
| CHAIN BRIDGE I | COMMON | G2061X102 |  | 8004 | 778640 | SH |  | SOLE |  | 0 | 778640 | 0 |
| CHAIN BRIDGE I | WARRANT | G2061X110 |  | 92 | 616149 | PRN |  | SOLE |  | 0 | 616149 | 0 |
| CHEWY INC | OPTION | 16679L909 |  | 371 | 10000 | SH | Call | SOLE |  | 0 | 10000 | 0 |
| CHURCHILL CAPITAL CORP V | WARRANT | 17144T115 |  | 42 | 522355 | PRN |  | SOLE |  | 0 | 522355 | 0 |
| CHURCHILL CAPITAL CORP VI | WARRANT | 17143W119 |  | 43 | 1000000 | PRN |  | SOLE |  | 0 | 1000000 | 0 |
| CHURCHILL CAPITAL CORP VII | WARRANT | 17144M110 |  | 43 | 876052 | PRN |  | SOLE |  | 0 | 876052 | 0 |
| CIIG CAPITAL PARTNERS II INC | COMMON | 12561U109 |  | 20601 | 2021719 | SH |  | SOLE |  | 0 | 2021719 | 0 |
| CIIG CAPITAL PARTNERS II INC | WARRANT | 12561U117 |  | 203 | 2539266 | PRN |  | SOLE |  | 0 | 2539266 | 0 |
| CLARIVATE PLC | OPTION | G21810909 |  | 2085 | 250000 | SH | Call | SOLE |  | 0 | 250000 | 0 |
| CLARIVATE PLC | PREF CONV | G21810208 |  | 17976 | 474539 | SH |  | SOLE |  | 0 | 474539 | 0 |
| CLEAN EARTH ACQUISITIONS COR | WARRANT | 184493112 |  | 57 | 706982 | PRN |  | SOLE |  | 0 | 706982 | 0 |
| CLEAN EARTH ACQUISITIONS COR | RIGHT | 184493120 |  | 23 | 198763 | SH |  | SOLE |  | 0 | 198763 | 0 |
| CLOVER LEAF CAPITAL CORP | RIGHT | 18915E121 |  | 93 | 1167960 | SH |  | SOLE |  | 0 | 1167960 | 0 |
| COHERUS BIOSCIENCES INC | BOND | 19249HAB9 |  | 26055 | 39500000 | PRN |  | SOLE |  | 0 | 39500000 | 0 |
| COINBASE GLOBAL INC | BOND | 19260QAB3 |  | 24264 | 42000000 | PRN |  | SOLE |  | 0 | 42000000 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | BOND | 19459JAA2 |  | 45185 | 46945000 | PRN |  | SOLE |  | 0 | 46945000 | 0 |
| COMPOSECURE INC | COMMON | 20459V105 |  | 1523 | 310188 | SH |  | SOLE |  | 0 | 310188 | 0 |
| CONCORD ACQUISITION CORP II | WARRANT | 20607U116 |  | 82 | 624675 | PRN |  | SOLE |  | 0 | 624675 | 0 |
| CONCORD ACQUISITION CORP III | COMMON | 20607V106 |  | 19433 | 1907038 | SH |  | SOLE |  | 0 | 1907038 | 0 |
| CONCORD ACQUISITION CORP III | WARRANT | 20607V114 |  | 22 | 311591 | PRN |  | SOLE |  | 0 | 311591 | 0 |
| CONSILIUM ACQUISITN CORP I L | COMMON | G2365L101 |  | 13461 | 1323641 | SH |  | SOLE |  | 0 | 1323641 | 0 |
| CONSILIUM ACQUISITN CORP I L | WARRANT | G2365L119 |  | 17 | 553782 | PRN |  | SOLE |  | 0 | 553782 | 0 |
| CONSILIUM ACQUISITN CORP I L | RIGHT | G2365L127 |  | 77 | 1103567 | SH |  | SOLE |  | 0 | 1103567 | 0 |
| CONX CORP | WARRANT | 212873111 |  | 67 | 447491 | PRN |  | SOLE |  | 0 | 447491 | 0 |
| CORNER GROWTH ACQUISITION CO | WARRANT | G2425N113 |  | 55 | 1811203 | PRN |  | SOLE |  | 0 | 1811203 | 0 |
| CORNER GROWTH ACQUISITN CORP | WARRANT | G2426E120 |  | 15 | 1522379 | PRN |  | SOLE |  | 0 | 1522379 | 0 |
| CRESCERA CAP ACQUISITION COR | COMMON | G26507106 |  | 17218 | 1684739 | SH |  | SOLE |  | 0 | 1684739 | 0 |
| CRESCERA CAP ACQUISITION COR | WARRANT | G26507114 |  | 20 | 675794 | PRN |  | SOLE |  | 0 | 675794 | 0 |
| CRIXUS BH3 ACQUISITION CO | COMMON | 22677T102 |  | 1260 | 125000 | SH |  | SOLE |  | 0 | 125000 | 0 |
| CRIXUS BH3 ACQUISITION CO | WARRANT | 22677T110 |  | 36 | 512676 | PRN |  | SOLE |  | 0 | 512676 | 0 |
| D-WAVE QUANTUM INC | OPTION | 26740W909 |  | 261 | 181000 | SH | Call | SOLE |  | 0 | 181000 | 0 |
| D-WAVE QUANTUM INC | WARRANT | 26740W117 |  | 254 | 2402794 | PRN |  | SOLE |  | 0 | 2402794 | 0 |
| DANAHER CORPORATION | COMMON | 235851102 |  | 60052 | 226251 | SH |  | SOLE |  | 0 | 226251 | 0 |
| DAVE INC | COMMON | 23834J102 |  | 29 | 99319 | SH |  | SOLE |  | 0 | 99319 | 0 |
| DECARBONIZATION PLUS ACQUISI | COMMON | G2773W103 |  | 9813 | 960691 | SH |  | SOLE |  | 0 | 960691 | 0 |
| DECARBONIZATION PLUS ACQUISI | WARRANT | G2773W111 |  | 593 | 1077688 | PRN |  | SOLE |  | 0 | 1077688 | 0 |
| DHC ACQUISITION CORP | WARRANT | G2758T117 |  | 6 | 623651 | PRN |  | SOLE |  | 0 | 623651 | 0 |
| DIRECT SELLING ACQUISITIN CO | COMMON | 25460L103 |  | 18948 | 1841354 | SH |  | SOLE |  | 0 | 1841354 | 0 |
| DISH NETWORK CORPORATION | BOND | 25470MAF6 |  | 40267 | 63030000 | PRN |  | SOLE |  | 0 | 63030000 | 0 |
| DMY TECHNOLOGY GROUP INC VI | COMMON | 233247105 |  | 7539 | 750102 | SH |  | SOLE |  | 0 | 750102 | 0 |
| DMY TECHNOLOGY GROUP INC VI | WARRANT | 233247113 |  | 6 | 59050 | PRN |  | SOLE |  | 0 | 59050 | 0 |
| DP CAP ACQUISITION CORP I | COMMON | G2R05B100 |  | 14702 | 1432913 | SH |  | SOLE |  | 0 | 1432913 | 0 |
| DP CAP ACQUISITION CORP I | WARRANT | G2R05B126 |  | 21 | 699445 | PRN |  | SOLE |  | 0 | 699445 | 0 |
| DRAGONFLY ENERGY HOLDINGS CO | WARRANT | 26145B114 |  | 720 | 1500000 | PRN |  | SOLE |  | 0 | 1500000 | 0 |
| ELLIOTT OPPORTUNITY II CORP | WARRANT | G30092111 |  | 63 | 900000 | PRN |  | SOLE |  | 0 | 900000 | 0 |
| ENTERPRISE 4.0 TEC ACQSTN CO | WARRANT | G3137C114 |  | 12 | 405177 | PRN |  | SOLE |  | 0 | 405177 | 0 |
| ENVESTNET INC | COMMON | 29404K106 |  | 7700 | 124800 | SH |  | SOLE |  | 0 | 124800 | 0 |
| ESGEN ACQUISITION CORP | WARRANT | G3R95N111 |  | 42 | 668840 | PRN |  | SOLE |  | 0 | 668840 | 0 |
| ESPERION THERAPEUTICS INC NE | COMMON | 29664W105 |  | 1584 | 254265 | SH |  | SOLE |  | 0 | 254265 | 0 |
| ESPERION THERAPEUTICS INC NE | OPTION | 29664W905 |  | 2850 | 457400 | SH | Call | SOLE |  | 0 | 457400 | 0 |
| ESPERION THERAPEUTICS INC NE | BOND | 29664WAB1 |  | 16575 | 30000000 | PRN |  | SOLE |  | 0 | 30000000 | 0 |
| EVE HLDG INC | WARRANT | 29970N112 |  | 253 | 1013034 | PRN |  | SOLE |  | 0 | 1013034 | 0 |
| EVE MOBILITY ACQUISITION COR | COMMON | G3218G109 |  | 15260 | 1481524 | SH |  | SOLE |  | 0 | 1481524 | 0 |
| EVE MOBILITY ACQUISITION COR | WARRANT | G3218G117 |  | 23 | 458242 | PRN |  | SOLE |  | 0 | 458242 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | COMMON | 29978K102 |  | 11279 | 1102512 | SH |  | SOLE |  | 0 | 1102512 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | WARRANT | 29978K110 |  | 9 | 611851 | PRN |  | SOLE |  | 0 | 611851 | 0 |
| EXACT SCIENCES CORP | BOND | 30063PAB1 |  | 8284 | 10000000 | PRN |  | SOLE |  | 0 | 10000000 | 0 |
| EXACT SCIENCES CORP | BOND | 30063PAC9 |  | 21615 | 27500000 | PRN |  | SOLE |  | 0 | 27500000 | 0 |
| EXCELFIN ACQUISITION CORP | COMMON | 30069X102 |  | 10264 | 1002386 | SH |  | SOLE |  | 0 | 1002386 | 0 |
| EXCELFIN ACQUISITION CORP | WARRANT | 30069X110 |  | 11 | 369647 | PRN |  | SOLE |  | 0 | 369647 | 0 |
| FATHOM DIGITAL MFG CORP | COMMON | 31189Y103 |  | 464 | 351551 | SH |  | SOLE |  | 0 | 351551 | 0 |
| FATHOM DIGITAL MFG CORP | WARRANT | 31189Y111 |  | 208 | 2506371 | PRN |  | SOLE |  | 0 | 2506371 | 0 |
| FAZE HOLDINGS INC | OPTION | 31423J902 |  | 248 | 133800 | SH | Call | SOLE |  | 0 | 133800 | 0 |
| FAZE HOLDINGS INC | WARRANT | 31423J110 |  | 244 | 1556307 | PRN |  | SOLE |  | 0 | 1556307 | 0 |
| FINNOVATE ACQUISITION CORP | COMMON | G3R34K103 |  | 3684 | 359461 | SH |  | SOLE |  | 0 | 359461 | 0 |
| FIRST LT ACQUISITION GROUP I | COMMON | 320703101 |  | 1271 | 125000 | SH |  | SOLE |  | 0 | 125000 | 0 |
| FIRST LT ACQUISITION GROUP I | WARRANT | 320703119 |  | 22 | 433262 | PRN |  | SOLE |  | 0 | 433262 | 0 |
| FISCALNOTE HOLDINGS INC | WARRANT | 337655112 |  | 290 | 235446 | PRN |  | SOLE |  | 0 | 235446 | 0 |
| FLORA GROWTH CORP | COMMON | 339764102 |  | 2464 | 10828182 | SH |  | SOLE |  | 0 | 10828182 | 0 |
| FOCUS IMPACT ACQUISITION COR | COMMON | 34417L109 |  | 9060 | 889987 | SH |  | SOLE |  | 0 | 889987 | 0 |
| FOCUS IMPACT ACQUISITION COR | WARRANT | 34417L117 |  | 26 | 511361 | PRN |  | SOLE |  | 0 | 511361 | 0 |
| FORBION EUROPEAN ACQUSTN COR | COMMON | G3619H102 |  | 9240 | 893152 | SH |  | SOLE |  | 0 | 893152 | 0 |
| FORD MTR CO DEL | BOND | 345370CZ1 |  | 17408 | 18375000 | PRN |  | SOLE |  | 0 | 18375000 | 0 |
| FORUM MERGER IV CORP | WARRANT | 349875112 |  | 13 | 1247294 | PRN |  | SOLE |  | 0 | 1247294 | 0 |
| FTAC ATHENA ACQUISITION CORP | WARRANT | G37283119 |  | 11 | 1856305 | PRN |  | SOLE |  | 0 | 1856305 | 0 |
| FTAC EMERALD ACQUISITION COR | COMMON | 29103K100 |  | 5698 | 568640 | SH |  | SOLE |  | 0 | 568640 | 0 |
| FTAC EMERALD ACQUISITION COR | WARRANT | 29103K118 |  | 7 | 1000000 | PRN |  | SOLE |  | 0 | 1000000 | 0 |
| FTAC HERA ACQUISITION CORP | WARRANT | G3728Y111 |  | 35 | 1135136 | PRN |  | SOLE |  | 0 | 1135136 | 0 |
| FTAC ZEUS ACQUISITION COR | COMMON | 30320F106 |  | 13011 | 1288174 | SH |  | SOLE |  | 0 | 1288174 | 0 |
| FUBOTV INC | BOND | 35953DAB0 |  | 15231 | 32550000 | PRN |  | SOLE |  | 0 | 32550000 | 0 |
| FUTURE HEALTH ESG CORP | WARRANT | 36118W110 |  | 19 | 504101 | PRN |  | SOLE |  | 0 | 504101 | 0 |
| GAMES  ESPORTS EXPRNC ACQ C | COMMON | G3731J119 |  | 13942 | 1357500 | SH |  | SOLE |  | 0 | 1357500 | 0 |
| GAMES  ESPORTS EXPRNC ACQ C | WARRANT | G3731J127 |  | 17 | 536025 | PRN |  | SOLE |  | 0 | 536025 | 0 |
| GAMIDA CELL INC | BOND | 36468LAB8 |  | 66938 | 75000000 | PRN |  | SOLE |  | 0 | 75000000 | 0 |
| GCM GROSVENOR INC | WARRANT | 36831E116 |  | 199 | 357435 | PRN |  | SOLE |  | 0 | 357435 | 0 |
| GELESIS HLDGS INC | WARRANT | 36850R113 |  | 9 | 960488 | PRN |  | SOLE |  | 0 | 960488 | 0 |
| GENERATION ASIA I ACQUISITIO | COMMON | G38258102 |  | 22180 | 2191671 | SH |  | SOLE |  | 0 | 2191671 | 0 |
| GENERATION ASIA I ACQUISITIO | WARRANT | G38258128 |  | 35 | 886900 | PRN |  | SOLE |  | 0 | 886900 | 0 |
| GESHER I ACQUISITION CORP | COMMON | G38537109 |  | 1429 | 140643 | SH |  | SOLE |  | 0 | 140643 | 0 |
| GESHER I ACQUISITION CORP | WARRANT | G38537125 |  | 312 | 623749 | PRN |  | SOLE |  | 0 | 623749 | 0 |
| GETAROUND INC | WARRANT | 37427G119 |  | 8 | 174424 | PRN |  | SOLE |  | 0 | 174424 | 0 |
| GFL ENVIRONMENTAL INC | PREF CONV | 36168Q120 |  | 65673 | 1015197 | SH |  | SOLE |  | 0 | 1015197 | 0 |
| GIGCAPITAL 5 INC | WARRANT | 37519U117 |  | 44 | 1951516 | PRN |  | SOLE |  | 0 | 1951516 | 0 |
| GLOBAL BLOCKCHAIN ACQUI CORP | COMMON | 37961B104 |  | 16551 | 1637133 | SH |  | SOLE |  | 0 | 1637133 | 0 |
| GLOBAL BLOCKCHAIN ACQUI CORP | RIGHT | 37961B112 |  | 65 | 1631447 | SH |  | SOLE |  | 0 | 1631447 | 0 |
| GLOBAL BLOCKCHAIN ACQUI CORP | WARRANT | 37961B120 |  | 13 | 1146372 | PRN |  | SOLE |  | 0 | 1146372 | 0 |
| GLOBAL TECHNOLGY ACQSTN CORP | COMMON | G3934N107 |  | 6139 | 597165 | SH |  | SOLE |  | 0 | 597165 | 0 |
| GLOBAL TECHNOLGY ACQSTN CORP | WARRANT | G3934N115 |  | 18 | 615994 | PRN |  | SOLE |  | 0 | 615994 | 0 |
| GOGREEN INVESTMENTS CORP | WARRANT | G9461B119 |  | 109 | 329102 | PRN |  | SOLE |  | 0 | 329102 | 0 |
| GOLDEN FALCON ACQUISITION CO | WARRANT | 38102H117 |  | 102 | 677751 | PRN |  | SOLE |  | 0 | 677751 | 0 |
| GOOD WKS II ACQUISITION CORP | WARRANT | 38216G112 |  | 104 | 1434039 | PRN |  | SOLE |  | 0 | 1434039 | 0 |
| GORES HOLDINGS IX INC | COMMON | 38287A101 |  | 17527 | 1766829 | SH |  | SOLE |  | 0 | 1766829 | 0 |
| GORES HOLDINGS IX INC | WARRANT | 38287A119 |  | 63 | 332766 | PRN |  | SOLE |  | 0 | 332766 | 0 |
| GORILLA TECHNOLOGY GROUP INC | WARRANT | G4000K118 |  | 359 | 1707340 | PRN |  | SOLE |  | 0 | 1707340 | 0 |
| GOSSAMER BIO INC | BOND | 38341PAA0 |  | 4270 | 14000000 | PRN |  | SOLE |  | 0 | 14000000 | 0 |
| GREEN VISOR FIN TEC ACQ CORP | WARRANT | G4166K126 |  | 5 | 469932 | PRN |  | SOLE |  | 0 | 469932 | 0 |
| GREENLIGHT BIOSCIENCS HLDS P | WARRANT | 39536G113 |  | 137 | 1691723 | PRN |  | SOLE |  | 0 | 1691723 | 0 |
| GROVE COLLABORATIVE HOLD INC | WARRANT | 39957D110 |  | 153 | 1533570 | PRN |  | SOLE |  | 0 | 1533570 | 0 |
| GSR II METEORA ACQUISITN COR | COMMON | 36263W105 |  | 18026 | 1776868 | SH |  | SOLE |  | 0 | 1776868 | 0 |
| GSR II METEORA ACQUISITN COR | COMMON | 36263W113 |  | 13 | 26529 | SH |  | SOLE |  | 0 | 26529 | 0 |
| GSR II METEORA ACQUISITN COR | WARRANT | 36263W121 |  | 45 | 702600 | PRN |  | SOLE |  | 0 | 702600 | 0 |
| GUARDANT HEALTH INC | BOND | 40131MAB5 |  | 9155 | 14500000 | PRN |  | SOLE |  | 0 | 14500000 | 0 |
| HAWKS ACQUISITION CORP | COMMON | 42032P108 |  | 4329 | 433335 | SH |  | SOLE |  | 0 | 433335 | 0 |
| HCM ACQUISITION CO | WARRANT | G4365A127 |  | 8 | 778995 | PRN |  | SOLE |  | 0 | 778995 | 0 |
| HEALTH CATALYST INC | BOND | 42225TAB3 |  | 15205 | 17456000 | PRN |  | SOLE |  | 0 | 17456000 | 0 |
| HEALTHCARE AI ACQUISITION CO | COMMON | G4373K109 |  | 13917 | 1359103 | SH |  | SOLE |  | 0 | 1359103 | 0 |
| HEALTHCARE AI ACQUISITION CO | WARRANT | G4373K117 |  | 23 | 381873 | PRN |  | SOLE |  | 0 | 381873 | 0 |
| HEARTLAND MEDIA ACQUISITION | COMMON | 42237V108 |  | 17749 | 1745235 | SH |  | SOLE |  | 0 | 1745235 | 0 |
| HENNESSY CAPITAL INVST CORP | COMMON | 42600H108 |  | 6512 | 659095 | SH |  | SOLE |  | 0 | 659095 | 0 |
| HENNESSY CAPITAL INVST CORP | WARRANT | 42600H116 |  | 149 | 1540529 | PRN |  | SOLE |  | 0 | 1540529 | 0 |
| HNR ACQUISITION CORP | WARRANT | 40472A128 |  | 55 | 553885 | PRN |  | SOLE |  | 0 | 553885 | 0 |
| HOME PLATE ACQUISITION CORP | COMMON | 43734R103 |  | 6306 | 623075 | SH |  | SOLE |  | 0 | 623075 | 0 |
| HORIZON ACQUISITION CORPORAT | WARRANT | G46044114 |  | 308 | 750400 | PRN |  | SOLE |  | 0 | 750400 | 0 |
| HPX CORP | WARRANT | G32219126 |  | 21 | 50000 | PRN |  | SOLE |  | 0 | 50000 | 0 |
| ICONIC SPORTS ACQUISITION CO | COMMON | G4712C107 |  | 4971 | 480753 | SH |  | SOLE |  | 0 | 480753 | 0 |
| ICONIC SPORTS ACQUISITION CO | WARRANT | G4712C115 |  | 48 | 356339 | PRN |  | SOLE |  | 0 | 356339 | 0 |
| INDUSTRIAL TECH ACQSTNS II I | COMMON | 45635R108 |  | 7063 | 693795 | SH |  | SOLE |  | 0 | 693795 | 0 |
| INDUSTRIAL TECH ACQSTNS II I | WARRANT | 45635R116 |  | 89 | 686894 | PRN |  | SOLE |  | 0 | 686894 | 0 |
| INFINITE ACQUISITION CORP | WARRANT | G48028123 |  | 33 | 504697 | PRN |  | SOLE |  | 0 | 504697 | 0 |
| INFINT ACQUISITION CORP | COMMON | G47862100 |  | 10014 | 966559 | SH |  | SOLE |  | 0 | 966559 | 0 |
| INFINT ACQUISITION CORP | WARRANT | G47862126 |  | 75 | 856552 | PRN |  | SOLE |  | 0 | 856552 | 0 |
| INNOVATIVE INTL ACQUSITIN CO | COMMON | G4809M109 |  | 13330 | 1294172 | SH |  | SOLE |  | 0 | 1294172 | 0 |
| INNOVATIVE INTL ACQUSITIN CO | WARRANT | G4809M125 |  | 39 | 708621 | PRN |  | SOLE |  | 0 | 708621 | 0 |
| INSEEGO CORP | BOND | 45782BAD6 |  | 13951 | 46426000 | PRN |  | SOLE |  | 0 | 46426000 | 0 |
| INSIGHT ACQUISITION CORP | COMMON | 45784L100 |  | 1512 | 150000 | SH |  | SOLE |  | 0 | 150000 | 0 |
| INSIGHT ACQUISITION CORP | WARRANT | 45784L118 |  | 5 | 349148 | PRN |  | SOLE |  | 0 | 349148 | 0 |
| INSPIRATO INCORPORATED | WARRANT | 45791E115 |  | 121 | 1373553 | PRN |  | SOLE |  | 0 | 1373553 | 0 |
| INTEGRA LIFESCIENCES HLDGS C | BOND | 457985AM1 |  | 37231 | 38248000 | PRN |  | SOLE |  | 0 | 38248000 | 0 |
| INTEGRATED RAIL AND RES ACQ | COMMON | 45827R106 |  | 18386 | 1785052 | SH |  | SOLE |  | 0 | 1785052 | 0 |
| INTEGRATED RAIL AND RES ACQ | WARRANT | 45827R114 |  | 53 | 408030 | PRN |  | SOLE |  | 0 | 408030 | 0 |
| INTELLIGENT MEDI ACQSITN COR | COMMON | 45828D106 |  | 9479 | 922075 | SH |  | SOLE |  | 0 | 922075 | 0 |
| INTELLIGENT MEDI ACQSITN COR | WARRANT | 45828D114 |  | 7 | 614826 | PRN |  | SOLE |  | 0 | 614826 | 0 |
| INTERNATIONAL MEDIA ACQUISIT | WARRANT | 459867115 |  | 42 | 1300319 | PRN |  | SOLE |  | 0 | 1300319 | 0 |
| INTERNATIONAL MEDIA ACQUISIT | RIGHT | 459867123 |  | 171 | 2441189 | SH |  | SOLE |  | 0 | 2441189 | 0 |
| INVACARE CORP | COMMON | 461203101 |  | 277 | 657278 | SH |  | SOLE |  | 0 | 841973 | 0 |
| INVACARE CORP | BOND | 461203AT8 |  | 8088 | 15553000 | PRN |  | SOLE |  | 0 | 15553000 | 0 |
| INVESTCORP INDIA ACQUISTN CO | COMMON | G49219101 |  | 15548 | 1502260 | SH |  | SOLE |  | 0 | 1502260 | 0 |
| INVESTCORP INDIA ACQUISTN CO | WARRANT | G49219127 |  | 26 | 511678 | PRN |  | SOLE |  | 0 | 511678 | 0 |
| IX ACQUISITION CORP | COMMON | G5000D103 |  | 5865 | 579513 | SH |  | SOLE |  | 0 | 579513 | 0 |
| JACK CREEK INVESTMENT CORP | WARRANT | G4989X123 |  | 189 | 901080 | PRN |  | SOLE |  | 0 | 901080 | 0 |
| JACKSON ACQUISITION CO | COMMON | 46653C106 |  | 15131 | 1487854 | SH |  | SOLE |  | 0 | 1487854 | 0 |
| JAGUAR GLOBAL GROWTH CORP I | COMMON | G5S11A106 |  | 15495 | 1514658 | SH |  | SOLE |  | 0 | 1514658 | 0 |
| JAGUAR GLOBAL GROWTH CORP I | WARRANT | G5S11A130 |  | 39 | 649626 | PRN |  | SOLE |  | 0 | 649626 | 0 |
| JAGUAR GLOBAL GROWTH CORP I | RIGHT | G5S11A155 |  | 78 | 1292464 | SH |  | SOLE |  | 0 | 1292464 | 0 |
| JASPER THERAPEUTICS INC | WARRANT | 471871111 |  | 16 | 526015 | PRN |  | SOLE |  | 0 | 526015 | 0 |
| JATT ACQUISITION CORP | WARRANT | G50752123 |  | 72 | 479003 | PRN |  | SOLE |  | 0 | 479003 | 0 |
| JUNIPER II CORP | COMMON | 48203N103 |  | 24248 | 2384297 | SH |  | SOLE |  | 0 | 2384297 | 0 |
| JUPITER WELLNESS ACQUISITION | COMMON | 48208E108 |  | 2595 | 248353 | SH |  | SOLE |  | 0 | 248353 | 0 |
| JUPITER WELLNESS ACQUISITION | RIGHT | 48208E116 |  | 9 | 89209 | SH |  | SOLE |  | 0 | 89209 | 0 |
| KARYOPHARM THERAPEUTICS INC | BOND | 48576UAA4 |  | 22996 | 29000000 | PRN |  | SOLE |  | 0 | 29000000 | 0 |
| KENSINGTON CAPITAL ACQUISITI | COMMON | G5251K103 |  | 25813 | 2531966 | SH |  | SOLE |  | 0 | 2531966 | 0 |
| KEYARCH ACQUISITION CORP | COMMON | G5260A104 |  | 10449 | 1033538 | SH |  | SOLE |  | 0 | 1033538 | 0 |
| KIMBELL TIGER ACQUISITION CO | COMMON | 49436K106 |  | 17397 | 1689072 | SH |  | SOLE |  | 0 | 1689072 | 0 |
| KLUDEIN I ACQUISITION CORP | WARRANT | 49878L117 |  | 126 | 1460396 | PRN |  | SOLE |  | 0 | 1460396 | 0 |
| KNIGHTSWAN ACQUISITION CORP | COMMON | 499103109 |  | 20674 | 2024829 | SH |  | SOLE |  | 0 | 2024829 | 0 |
| L CATTERTON ASIA ACQUISITION | WARRANT | G5346G117 |  | 6 | 594026 | PRN |  | SOLE |  | 0 | 594026 | 0 |
| LAMF GLOBAL VENTURES CORP I | COMMON | G5338L108 |  | 14035 | 1369306 | SH |  | SOLE |  | 0 | 1369306 | 0 |
| LANNETT CO INC | BOND | 51602UAC2 |  | 15534 | 44257000 | PRN |  | SOLE |  | 0 | 44257000 | 0 |
| LANVIN GROUP HOLDINGS LIMITE | WARRANT | G5380J118 |  | 176 | 587621 | PRN |  | SOLE |  | 0 | 587621 | 0 |
| LATAMGROWTH SPAC | COMMON | G5380L105 |  | 3493 | 338094 | SH |  | SOLE |  | 0 | 338094 | 0 |
| LATAMGROWTH SPAC | WARRANT | G5380L121 |  | 45 | 445230 | PRN |  | SOLE |  | 0 | 445230 | 0 |
| LCI INDS | BOND | 501812AB7 |  | 50967 | 60550000 | PRN |  | SOLE |  | 0 | 60550000 | 0 |
| LEAFLY HOLDINGS INC | OPTION | 52178J905 |  | 26 | 40000 | SH | Call | SOLE |  | 0 | 40000 | 0 |
| LEAFLY HOLDINGS INC | WARRANT | 52178J113 |  | 0 | 5395 | PRN |  | SOLE |  | 0 | 5395 | 0 |
| LEGATO MERGER CORP II | COMMON | 52473Y104 |  | 11086 | 1095437 | SH |  | SOLE |  | 0 | 1095437 | 0 |
| LEGATO MERGER CORP II | WARRANT | 52473Y112 |  | 346 | 961959 | PRN |  | SOLE |  | 0 | 961959 | 0 |
| LF CAPITAL ACQUISITION CORP | COMMON | 50202D102 |  | 11688 | 1139146 | SH |  | SOLE |  | 0 | 1139146 | 0 |
| LF CAPITAL ACQUISITION CORP | WARRANT | 50202D110 |  | 14 | 565012 | PRN |  | SOLE |  | 0 | 565012 | 0 |
| LIBERTY BROADBAND CORP | COMMON | 530307305 |  | 36228 | 475000 | SH |  | SOLE |  | 0 | 475000 | 0 |
| LIBERTY RES ACQUISITION CORP | WARRANT | 53118A113 |  | 107 | 1123127 | PRN |  | SOLE |  | 0 | 1123127 | 0 |
| LILIUM N V | WARRANT | N52586117 |  | 62 | 628267 | PRN |  | SOLE |  | 0 | 628267 | 0 |
| LIV CAPITAL ACQUISITN CORP I | COMMON | G5510R105 |  | 3260 | 317695 | SH |  | SOLE |  | 0 | 317695 | 0 |
| LIV CAPITAL ACQUISITN CORP I | WARRANT | G5510R113 |  | 49 | 563940 | PRN |  | SOLE |  | 0 | 563940 | 0 |
| LIVEWIRE GROUP INC | WARRANT | 53838J113 |  | 615 | 2236938 | PRN |  | SOLE |  | 0 | 2236938 | 0 |
| LOCAL BOUNTI CORP | WARRANT | 53960E114 |  | 109 | 678412 | PRN |  | SOLE |  | 0 | 678412 | 0 |
| LUCID GROUP INC | OPTION | 549498953 |  | 1366 | 200000 | SH | Put | SOLE |  | 0 | 200000 | 0 |
| LUMENTUM HLDGS INC | BOND | 55024UAB5 |  | 39061 | 36994000 | PRN |  | SOLE |  | 0 | 36994000 | 0 |
| M3 BRIGADE ACQUISITION III | WARRANT | 55407R111 |  | 10 | 29095 | PRN |  | SOLE |  | 0 | 29095 | 0 |
| MACONDRAY CAP ACQUISITN CORP | COMMON | G5853A107 |  | 19246 | 1888699 | SH |  | SOLE |  | 0 | 1888699 | 0 |
| MACONDRAY CAP ACQUISITN CORP | WARRANT | G5853A115 |  | 0 | 514768 | PRN |  | SOLE |  | 0 | 514768 | 0 |
| MAGNUM OPUS ACQUISITION LTD | WARRANT | G5S70A112 |  | 31 | 1300259 | PRN |  | SOLE |  | 0 | 1300259 | 0 |
| MANNKIND CORP | BOND | 56400PAQ5 |  | 48054 | 40000000 | PRN |  | SOLE |  | 0 | 40000000 | 0 |
| MAQUIA CAPITAL ACQUISITION C | WARRANT | 56564V119 |  | 35 | 969478 | PRN |  | SOLE |  | 0 | 969478 | 0 |
| MARBLEGATE ACQUISITION CORP | COMMON | 56608A105 |  | 2255 | 225000 | SH |  | SOLE |  | 0 | 225000 | 0 |
| MARBLEGATE ACQUISITION CORP | WARRANT | 56608A113 |  | 28 | 711925 | PRN |  | SOLE |  | 0 | 711925 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | COMMON | 57164Y107 |  | 4336 | 32217 | SH |  | SOLE |  | 0 | 32217 | 0 |
| MCLAREN TECHNOLOGY ACQ CORP | COMMON | 58176U109 |  | 19512 | 1911105 | SH |  | SOLE |  | 0 | 1911105 | 0 |
| MCLAREN TECHNOLOGY ACQ CORP | WARRANT | 58176U117 |  | 15 | 615526 | PRN |  | SOLE |  | 0 | 615526 | 0 |
| MEDTECH ACQUISITION CORP | WARRANT | 58507N113 |  | 4 | 91296 | PRN |  | SOLE |  | 0 | 91296 | 0 |
| MERCATO PARTNERS ACQUISITION | COMMON | 58759A108 |  | 11588 | 1128365 | SH |  | SOLE |  | 0 | 1128365 | 0 |
| MERCATO PARTNERS ACQUISITION | WARRANT | 58759A116 |  | 12 | 775772 | PRN |  | SOLE |  | 0 | 775772 | 0 |
| MERCURY ECOM ACQUISITION COR | WARRANT | 589381110 |  | 24 | 594020 | PRN |  | SOLE |  | 0 | 594020 | 0 |
| MESA LABS INC | BOND | 59064RAA7 |  | 27135 | 29500000 | PRN |  | SOLE |  | 0 | 29500000 | 0 |
| MICROSTRATEGY INC | BOND | 594972AC5 |  | 9487 | 20000000 | PRN |  | SOLE |  | 0 | 20000000 | 0 |
| MICROSTRATEGY INC | BOND | 594972AE1 |  | 7402 | 21000000 | PRN |  | SOLE |  | 0 | 21000000 | 0 |
| MOMENTUS INC | WARRANT | 60879E119 |  | 32 | 645938 | PRN |  | SOLE |  | 0 | 645938 | 0 |
| MONTEREY CAP ACQUISITION COR | RIGHT | 61244M125 |  | 34 | 355705 | SH |  | SOLE |  | 0 | 355705 | 0 |
| MOTIVE CAPITAL CORP II | COMMON | G6293R106 |  | 18516 | 1809990 | SH |  | SOLE |  | 0 | 1809990 | 0 |
| MOUNT RAINIER ACQUISITION CO | WARRANT | 623006111 |  | 450 | 2369900 | PRN |  | SOLE |  | 0 | 2369900 | 0 |
| MOUNTAIN  CO I ACQUISITN CO | COMMON | G6301J104 |  | 2506 | 241424 | SH |  | SOLE |  | 0 | 241424 | 0 |
| MOUNTAIN  CO I ACQUISITN CO | WARRANT | G6301J112 |  | 19 | 647070 | PRN |  | SOLE |  | 0 | 647070 | 0 |
| MURPHY CANYON ACQUISITION CO | COMMON | 626642102 |  | 3839 | 374535 | SH |  | SOLE |  | 0 | 374535 | 0 |
| MURPHY CANYON ACQUISITION CO | WARRANT | 626642110 |  | 39 | 764222 | PRN |  | SOLE |  | 0 | 764222 | 0 |
| NABORS ENERGY TRANSITION COR | COMMON | 629567108 |  | 10475 | 1019981 | SH |  | SOLE |  | 0 | 1019981 | 0 |
| NABORS ENERGY TRANSITION COR | WARRANT | 629567116 |  | 30 | 512606 | PRN |  | SOLE |  | 0 | 512606 | 0 |
| NANTHEALTH INC | COMMON | 630104305 |  | 527 | 144457 | SH |  | SOLE |  | 0 | 144457 | 0 |
| NEW PROVIDENCE ACQSITN CORP | COMMON | 64823D102 |  | 12785 | 1258347 | SH |  | SOLE |  | 0 | 1258347 | 0 |
| NEW PROVIDENCE ACQSITN CORP | WARRANT | 64823D110 |  | 71 | 713250 | PRN |  | SOLE |  | 0 | 713250 | 0 |
| NEW VISTA ACQUISITION CORP | WARRANT | G6529L121 |  | 1 | 19722 | PRN |  | SOLE |  | 0 | 19722 | 0 |
| NEWAMSTERDAM PHARMA COMPANY | WARRANT | N62509117 |  | 564 | 705352 | PRN |  | SOLE |  | 0 | 705352 | 0 |
| NEWCOURT ACQUISITION CORP | COMMON | G6448C103 |  | 2996 | 291760 | SH |  | SOLE |  | 0 | 291760 | 0 |
| NEWCOURT ACQUISITION CORP | WARRANT | G6448C129 |  | 4 | 723897 | PRN |  | SOLE |  | 0 | 723897 | 0 |
| NEWHOLD INVESTMENT CORP II | COMMON | 651450108 |  | 881 | 87500 | SH |  | SOLE |  | 0 | 87500 | 0 |
| NEWHOLD INVESTMENT CORP II | WARRANT | 651450116 |  | 115 | 638484 | PRN |  | SOLE |  | 0 | 638484 | 0 |
| NIO INC | OPTION | 62914V956 |  | 6338 | 650000 | SH | Put | SOLE |  | 0 | 650000 | 0 |
| NIO INC | BOND | 62914VAE6 |  | 481 | 550000 | PRN |  | SOLE |  | 0 | 550000 | 0 |
| NIO INC | BOND | 62914VAF3 |  | 11361 | 15000000 | PRN |  | SOLE |  | 0 | 15000000 | 0 |
| NORTHERN STAR INVEST CORP IV | WARRANT | 66575B119 |  | 9 | 406097 | PRN |  | SOLE |  | 0 | 406097 | 0 |
| NORTHERN STAR INVSTMNT CORP | WARRANT | 66573W115 |  | 39 | 600296 | PRN |  | SOLE |  | 0 | 600296 | 0 |
| NORTHVIEW ACQUISITION CORP | COMMON | 66718N103 |  | 35 | 3489 | SH |  | SOLE |  | 0 | 3489 | 0 |
| NORTHVIEW ACQUISITION CORP | WARRANT | 66718N111 |  | 26 | 537966 | PRN |  | SOLE |  | 0 | 537966 | 0 |
| NORTHVIEW ACQUISITION CORP | RIGHT | 66718N129 |  | 58 | 338859 | SH |  | SOLE |  | 0 | 338859 | 0 |
| NOVAVAX INC | BOND | 670002AB0 |  | 39342 | 39500000 | PRN |  | SOLE |  | 0 | 39500000 | 0 |
| NUSCALE PWR CORP | WARRANT | 67079K118 |  | 3833 | 2410553 | PRN |  | SOLE |  | 0 | 2410553 | 0 |
| NUVATION BIO INC | WARRANT | 67080N119 |  | 57 | 392369 | PRN |  | SOLE |  | 0 | 392369 | 0 |
| OAK STR HEALTH INC | BOND | 67181AAB3 |  | 14534 | 19000000 | PRN |  | SOLE |  | 0 | 19000000 | 0 |
| OCCIDENTAL PETE CORP | COMMON | 674599105 |  | 3136 | 49787 | SH |  | SOLE |  | 0 | 49787 | 0 |
| OCCIDENTAL PETE CORP | OPTION | 674599955 |  | 81698 | 1297000 | SH | Put | SOLE |  | 0 | 1297000 | 0 |
| OCCIDENTAL PETE CORP | WARRANT | 674599162 |  | 62279 | 1510535 | PRN |  | SOLE |  | 0 | 1510535 | 0 |
| OFFERPAD SOLUTIONS INC | WARRANT | 67623L117 |  | 13 | 567415 | PRN |  | SOLE |  | 0 | 567415 | 0 |
| OMEROS CORP | BOND | 682143AE2 |  | 10678 | 11275000 | PRN |  | SOLE |  | 0 | 11275000 | 0 |
| OMEROS CORP | BOND | 682143AG7 |  | 25198 | 47882000 | PRN |  | SOLE |  | 0 | 47882000 | 0 |
| OMNIAB INC | WARRANT | 68218J111 |  | 374 | 680491 | PRN |  | SOLE |  | 0 | 680491 | 0 |
| OMNICELL COM | BOND | 68213NAD1 |  | 11604 | 13500000 | PRN |  | SOLE |  | 0 | 13500000 | 0 |
| OMNILIT ACQUISITION CORP | WARRANT | 68218C116 |  | 38 | 750000 | PRN |  | SOLE |  | 0 | 750000 | 0 |
| ONYX ACQUISITION CO I | COMMON | G6755Q109 |  | 8779 | 852345 | SH |  | SOLE |  | 0 | 852345 | 0 |
| ONYX ACQUISITION CO I | WARRANT | G6755Q117 |  | 7 | 111093 | PRN |  | SOLE |  | 0 | 111093 | 0 |
| ORGANIGRAM HLDGS INC | OPTION | 68620P901 |  | 2886 | 345600 | SH | Call | SOLE |  | 0 | 345600 | 0 |
| OSIRIS ACQUISITION CORP | WARRANT | 68829A111 |  | 0 | 4700 | PRN |  | SOLE |  | 0 | 4700 | 0 |
| OTONOMO TECHNOLOGIES LTD | WARRANT | M7571L111 |  | 20 | 674991 | PRN |  | SOLE |  | 0 | 674991 | 0 |
| P3 HEALTH PARTNERS INC | WARRANT | 744413113 |  | 359 | 2562792 | PRN |  | SOLE |  | 0 | 2562792 | 0 |
| PAGAYA TECHNOLOGIES LTD | WARRANT | M7S64L107 |  | 170 | 1890931 | PRN |  | SOLE |  | 0 | 1890931 | 0 |
| PANDORA MEDIA INC | BOND | 698354AD9 |  | 12180 | 12000000 | PRN |  | SOLE |  | 0 | 12000000 | 0 |
| PAPAYA GRWT OPPORTUNITY CORP | COMMON | 69882P102 |  | 11139 | 1089884 | SH |  | SOLE |  | 0 | 1089884 | 0 |
| PAPAYA GRWT OPPORTUNITY CORP | WARRANT | 69882P110 |  | 19 | 233976 | PRN |  | SOLE |  | 0 | 233976 | 0 |
| PARATEK PHARMACEUTICALS INC | BOND | 699374AB0 |  | 33698 | 36234000 | PRN |  | SOLE |  | 0 | 36234000 | 0 |
| PATHFINDER ACQUISITION CORP | WARRANT | G04119122 |  | 169 | 736257 | PRN |  | SOLE |  | 0 | 736257 | 0 |
| PATRIA LATIN AMRCN OPPRNTY A | COMMON | G69454109 |  | 6996 | 673998 | SH |  | SOLE |  | 0 | 673998 | 0 |
| PATRICK INDS INC | BOND | 703343AB9 |  | 35042 | 35103000 | PRN |  | SOLE |  | 0 | 35103000 | 0 |
| PEARL HOLDINGS ACQUISITN COR | WARRANT | G44525114 |  | 48 | 685894 | PRN |  | SOLE |  | 0 | 685894 | 0 |
| PEGASYSTEMS INC | BOND | 705573AB9 |  | 1297 | 1500000 | PRN |  | SOLE |  | 0 | 1500000 | 0 |
| PELOTON INTERACTIVE INC | BOND | 70614WAB6 |  | 8832 | 12500000 | PRN |  | SOLE |  | 0 | 12500000 | 0 |
| PEPPERLIME HEALTH ACQUSTN CO | COMMON | G70021103 |  | 4859 | 475478 | SH |  | SOLE |  | 0 | 475478 | 0 |
| PEPPERLIME HEALTH ACQUSTN CO | WARRANT | G70021111 |  | 10 | 672045 | PRN |  | SOLE |  | 0 | 672045 | 0 |
| PERCEPTION CAPITAL CORP II | WARRANT | G7007D110 |  | 8 | 392081 | PRN |  | SOLE |  | 0 | 392081 | 0 |
| PERFECT CORP | WARRANT | G7006A117 |  | 270 | 1758486 | PRN |  | SOLE |  | 0 | 1758486 | 0 |
| PHOENIX BIOTECH ACQUISITION | WARRANT | 71902K113 |  | 21 | 495194 | PRN |  | SOLE |  | 0 | 495194 | 0 |
| POWER  DIGITAL INFRASTRUCTU | COMMON | 73919C100 |  | 13502 | 1338193 | SH |  | SOLE |  | 0 | 1338193 | 0 |
| POWERUP ACQUISITION CORP | COMMON | G7207P103 |  | 14399 | 1395219 | SH |  | SOLE |  | 0 | 1395219 | 0 |
| POWERUP ACQUISITION CORP | WARRANT | G7207P129 |  | 11 | 370732 | PRN |  | SOLE |  | 0 | 370732 | 0 |
| PRENETICS GLOBAL LTD | WARRANT | G72245114 |  | 101 | 628195 | PRN |  | SOLE |  | 0 | 628195 | 0 |
| PROCAPS GROUP  SA | WARRANT | L7756P110 |  | 960 | 2066265 | PRN |  | SOLE |  | 0 | 2066265 | 0 |
| PROJECT ENERGY REIMAGINED AC | COMMON | G72556106 |  | 10064 | 999413 | SH |  | SOLE |  | 0 | 999413 | 0 |
| PROJECT ENERGY REIMAGINED AC | WARRANT | G72556114 |  | 33 | 815036 | PRN |  | SOLE |  | 0 | 815036 | 0 |
| PROOF ACQUISITION CORP I | COMMON | 74349W104 |  | 22072 | 2170352 | SH |  | SOLE |  | 0 | 2170352 | 0 |
| PROOF ACQUISITION CORP I | WARRANT | 74349W112 |  | 2 | 116376 | PRN |  | SOLE |  | 0 | 116376 | 0 |
| PROTALIX BIOTHERAPEUTICS INC | COMMON | 74365A309 |  | 3306 | 2413487 | SH |  | SOLE |  | 0 | 2413487 | 0 |
| PYROPHYTE ACQUISITION CORP | COMMON | G7308P101 |  | 2839 | 274862 | SH |  | SOLE |  | 0 | 274862 | 0 |
| PYROPHYTE ACQUISITION CORP | WARRANT | G7308P127 |  | 45 | 603409 | PRN |  | SOLE |  | 0 | 603409 | 0 |
| QUOTIENT LTD | COMMON | G73268149 |  | 87 | 227931 | SH |  | SOLE |  | 0 | 227931 | 0 |
| RCF ACQUISITION CORP | COMMON | G7330C102 |  | 7031 | 685316 | SH |  | SOLE |  | 0 | 685316 | 0 |
| REDFIN CORP | BOND | 75737FAC2 |  | 17182 | 29500000 | PRN |  | SOLE |  | 0 | 29500000 | 0 |
| RELATIVITY ACQUISITION CORP | WARRANT | 75944B114 |  | 26 | 804630 | PRN |  | SOLE |  | 0 | 804630 | 0 |
| RENEW ENERGY GLOBAL PLC | WARRANT | G7500M120 |  | 1334 | 1699290 | PRN |  | SOLE |  | 0 | 1699290 | 0 |
| REVELSTONE CAPITAL ACQSTN CO | COMMON | 76137R106 |  | 6666 | 664574 | SH |  | SOLE |  | 0 | 664574 | 0 |
| REVELSTONE CAPITAL ACQSTN CO | WARRANT | 76137R114 |  | 45 | 453885 | PRN |  | SOLE |  | 0 | 453885 | 0 |
| RIGEL RESOURCE ACQ CORP | COMMON | G7573M106 |  | 5902 | 573547 | SH |  | SOLE |  | 0 | 573547 | 0 |
| RIGETTI COMPUTING INC | WARRANT | 76655K111 |  | 647 | 313873 | PRN |  | SOLE |  | 0 | 313873 | 0 |
| RINGCENTRAL INC | BOND | 76680RAF4 |  | 12947 | 15000000 | PRN |  | SOLE |  | 0 | 15000000 | 0 |
| RMG ACQUISITION CORP III | WARRANT | G76088122 |  | 41 | 1016609 | PRN |  | SOLE |  | 0 | 1016609 | 0 |
| ROC ENERGY ACQUISITION CORP | RIGHT | 77118V116 |  | 260 | 1626417 | SH |  | SOLE |  | 0 | 1626417 | 0 |
| ROIVANT SCIENCES LTD | WARRANT | G76279119 |  | 401 | 206756 | PRN |  | SOLE |  | 0 | 206756 | 0 |
| ROSE HILL ACQUISITION CORP | COMMON | G7637J107 |  | 6357 | 607729 | SH |  | SOLE |  | 0 | 607729 | 0 |
| ROSE HILL ACQUISITION CORP | WARRANT | G7637J123 |  | 28 | 350383 | PRN |  | SOLE |  | 0 | 350383 | 0 |
| ROTH CH ACQUISITION V CO | COMMON | 77867R100 |  | 2623 | 259434 | SH |  | SOLE |  | 0 | 259434 | 0 |
| RUBICON TECHNOLOGIES INC | WARRANT | 78112J117 |  | 155 | 3407224 | PRN |  | SOLE |  | 0 | 3407224 | 0 |
| SANDRIDGE ENERGY INC | COMMON | 80007P869 |  | 10 | 575 | SH |  | SOLE |  | 0 | 575 | 0 |
| SAREPTA THERAPEUTICS INC | BOND | 803607AC4 |  | 41581 | 36000000 | PRN |  | SOLE |  | 0 | 36000000 | 0 |
| SATELLOGIC INC | WARRANT | G7823S119 |  | 490 | 2208080 | PRN |  | SOLE |  | 0 | 2208080 | 0 |
| SATIXFY COMMUNICATIONS LTD | WARRANT | M82363132 |  | 60 | 215332 | PRN |  | SOLE |  | 0 | 215332 | 0 |
| SCHULTZE SPL PURP ACQ CORP I | COMMON | 808212104 |  | 8934 | 884539 | SH |  | SOLE |  | 0 | 884539 | 0 |
| SCREAMING EAGLE ACQUISITN CO | WARRANT | G79407121 |  | 46 | 193668 | PRN |  | SOLE |  | 0 | 193668 | 0 |
| SCULPTOR ACQUISITION CORP I | COMMON | G7T983103 |  | 6097 | 594251 | SH |  | SOLE |  | 0 | 594251 | 0 |
| SCULPTOR ACQUISITION CORP I | WARRANT | G7T983111 |  | 8 | 161529 | PRN |  | SOLE |  | 0 | 161529 | 0 |
| SEAPORT CALIBRE MATLS ACQUIS | COMMON | 812204105 |  | 13005 | 1266267 | SH |  | SOLE |  | 0 | 1266267 | 0 |
| SEAPORT CALIBRE MATLS ACQUIS | WARRANT | 812204113 |  | 11 | 550670 | PRN |  | SOLE |  | 0 | 550670 | 0 |
| SEAPORT GLOBAL ACQUISITION I | COMMON | 81221H105 |  | 7609 | 746017 | SH |  | SOLE |  | 0 | 746017 | 0 |
| SEAPORT GLOBAL ACQUISITION I | WARRANT | 81221H113 |  | 5 | 527603 | PRN |  | SOLE |  | 0 | 527603 | 0 |
| SELINA HOSPITALITY PLC | WARRANT | G8059B119 |  | 152 | 1898879 | PRN |  | SOLE |  | 0 | 1898879 | 0 |
| SEMANTIX INC | WARRANT | G6332A114 |  | 79 | 2649798 | PRN |  | SOLE |  | 0 | 2649798 | 0 |
| SEMPER PARATUS ACQUISITION C | COMMON | G8028L107 |  | 3721 | 360215 | SH |  | SOLE |  | 0 | 360215 | 0 |
| SEMPER PARATUS ACQUISITION C | WARRANT | G8028L131 |  | 7 | 750925 | PRN |  | SOLE |  | 0 | 750925 | 0 |
| SENIOR CONNECT ACQUISITN COR | WARRANT | 81723H116 |  | 28 | 465815 | PRN |  | SOLE |  | 0 | 465815 | 0 |
| SENSEONICS HLDGS INC | BOND | 81727UAA3 |  | 8112 | 8500000 | PRN |  | SOLE |  | 0 | 8500000 | 0 |
| SHAPEWAYS HOLDINGS INC | WARRANT | 81947T110 |  | 47 | 2805307 | PRN |  | SOLE |  | 0 | 2805307 | 0 |
| SHOULDERUP TECHNOLOGY ACQUIS | COMMON | 82537G104 |  | 21033 | 2062072 | SH |  | SOLE |  | 0 | 2062072 | 0 |
| SHOULDERUP TECHNOLOGY ACQUIS | WARRANT | 82537G112 |  | 8 | 397215 | PRN |  | SOLE |  | 0 | 397215 | 0 |
| SHUAA PARTNERS ACQUISTN CORP | COMMON | G81173109 |  | 3466 | 336487 | SH |  | SOLE |  | 0 | 336487 | 0 |
| SIGNA SPORTS UNITED NV | WARRANT | N80029114 |  | 212 | 2663741 | PRN |  | SOLE |  | 0 | 2663741 | 0 |
| SIZZLE ACQUISITION CORP | COMMON | 83014E109 |  | 135 | 13211 | SH |  | SOLE |  | 0 | 13211 | 0 |
| SIZZLE ACQUISITION CORP | WARRANT | 83014E117 |  | 315 | 1049722 | PRN |  | SOLE |  | 0 | 1049722 | 0 |
| SK GROWTH OPPORTUNITIES CORP | COMMON | G8192N103 |  | 7083 | 695756 | SH |  | SOLE |  | 0 | 695756 | 0 |
| SK GROWTH OPPORTUNITIES CORP | WARRANT | G8192N111 |  | 27 | 271716 | PRN |  | SOLE |  | 0 | 271716 | 0 |
| SNAP INC | BOND | 83304AAF3 |  | 33249 | 47500000 | PRN |  | SOLE |  | 0 | 47500000 | 0 |
| SOUND POINT ACQUISITION CORP | COMMON | G8274F101 |  | 16153 | 1486032 | SH |  | SOLE |  | 0 | 1486032 | 0 |
| SOUNDHOUND AI INC | OPTION | 836100907 |  | 423 | 239200 | SH | Call | SOLE |  | 0 | 239200 | 0 |
| SOUTHPORT ACQUISITION CORP | COMMON | 84465L105 |  | 6349 | 623712 | SH |  | SOLE |  | 0 | 623712 | 0 |
| SPDR S 500 ETF TR | OPTION | 78462F953 |  | 267701 | 700000 | SH | Put | SOLE |  | 0 | 700000 | 0 |
| SPREE ACQUISITION CORP 1 LTD | COMMON | G83745102 |  | 17691 | 1717530 | SH |  | SOLE |  | 0 | 1717530 | 0 |
| SPREE ACQUISITION CORP 1 LTD | WARRANT | G83745128 |  | 31 | 785616 | PRN |  | SOLE |  | 0 | 785616 | 0 |
| SPRING VALLEY ACQUISTN CORP | COMMON | G83752108 |  | 2182 | 215370 | SH |  | SOLE |  | 0 | 215370 | 0 |
| SPRING VALLEY ACQUISTN CORP | WARRANT | G83752116 |  | 45 | 250000 | PRN |  | SOLE |  | 0 | 250000 | 0 |
| SPRING VALLEY ACQUISTN CORP | RIGHT | G83752132 |  | 79 | 500000 | SH |  | SOLE |  | 0 | 500000 | 0 |
| SPRINGWATER SPL SITUATIONS C | COMMON | 85205U107 |  | 9772 | 964670 | SH |  | SOLE |  | 0 | 964670 | 0 |
| ST ENERGY TRANSITION I LTD | COMMON | G8465L107 |  | 8668 | 848168 | SH |  | SOLE |  | 0 | 848168 | 0 |
| ST ENERGY TRANSITION I LTD | WARRANT | G8465L115 |  | 40 | 662940 | PRN |  | SOLE |  | 0 | 662940 | 0 |
| STONEBRIDGE ACQUISITION CORP | WARRANT | G85094129 |  | 16 | 603997 | PRN |  | SOLE |  | 0 | 603997 | 0 |
| SURROZEN INC | WARRANT | 86889P117 |  | 27 | 496728 | PRN |  | SOLE |  | 0 | 496728 | 0 |
| SWIFTMERGE ACQUISITION CORP | COMMON | G63836103 |  | 15396 | 1519847 | SH |  | SOLE |  | 0 | 1519847 | 0 |
| SWVL HOLDINGS CORP | WARRANT | G86302117 |  | 35 | 1736386 | PRN |  | SOLE |  | 0 | 1736386 | 0 |
| SYSTEM1 INC | OPTION | 87200P909 |  | 530 | 113000 | SH | Call | SOLE |  | 0 | 113000 | 0 |
| SYSTEM1 INC | WARRANT | 87200P117 |  | 696 | 1500000 | PRN |  | SOLE |  | 0 | 1500000 | 0 |
| TALKSPACE INC | COMMON | 87427V103 |  | 61 | 100285 | SH |  | SOLE |  | 0 | 100285 | 0 |
| TALKSPACE INC | WARRANT | 87427V111 |  | 1796 | 1320781 | PRN |  | SOLE |  | 0 | 1320781 | 0 |
| TALON 1 ACQUISITION CORP | WARRANT | G86656116 |  | 10 | 513235 | PRN |  | SOLE |  | 0 | 513235 | 0 |
| TARGET GLOBAL ACQUISI I CORP | COMMON | G8675N109 |  | 17143 | 1674158 | SH |  | SOLE |  | 0 | 1674158 | 0 |
| TARGET GLOBAL ACQUISI I CORP | WARRANT | G8675N125 |  | 72 | 550782 | PRN |  | SOLE |  | 0 | 550782 | 0 |
| TASTEMAKER ACQUISITION CORP | WARRANT | 876545112 |  | 6 | 40614 | PRN |  | SOLE |  | 0 | 40614 | 0 |
| TEMPO AUTOMATION HOLDINGS IN | WARRANT | 88024M116 |  | 312 | 1836911 | PRN |  | SOLE |  | 0 | 1836911 | 0 |
| TESLA INC | OPTION | 88160R951 |  | 6159 | 50000 | SH | Put | SOLE |  | 0 | 50000 | 0 |
| TH INTERNATIONAL LIMITED | WARRANT | G8656L114 |  | 232 | 1932825 | PRN |  | SOLE |  | 0 | 1932825 | 0 |
| THE GROWTH FOR GOOD ACQU COR | COMMON | G41522106 |  | 14322 | 1427959 | SH |  | SOLE |  | 0 | 1427959 | 0 |
| THE GROWTH FOR GOOD ACQU COR | WARRANT | G41522114 |  | 27 | 707813 | PRN |  | SOLE |  | 0 | 707813 | 0 |
| THE GROWTH FOR GOOD ACQU COR | RIGHT | G41522130 |  | 9 | 234996 | SH |  | SOLE |  | 0 | 234996 | 0 |
| THE LION ELECTRIC COMPANY | WARRANT | 536221120 |  | 440 | 628268 | PRN |  | SOLE |  | 0 | 628268 | 0 |
| THE ONCOLOGY INSTITUTE INC | WARRANT | 68236X118 |  | 62 | 562519 | PRN |  | SOLE |  | 0 | 562519 | 0 |
| THE REALREAL INC | BOND | 88339PAB7 |  | 17779 | 28333000 | PRN |  | SOLE |  | 0 | 28333000 | 0 |
| THERAVANCE BIOPHARMA INC | COMMON | G8807B106 |  | 2090 | 186300 | SH |  | SOLE |  | 0 | 186300 | 0 |
| THERAVANCE BIOPHARMA INC | OPTION | G8807B906 |  | 3647 | 325000 | SH | Call | SOLE |  | 0 | 325000 | 0 |
| THRIVE ACQUISITION CORPORATI | WARRANT | G7158C119 |  | 7 | 672756 | PRN |  | SOLE |  | 0 | 672756 | 0 |
| THUNDER BRDG CAP PRTNRS IV I | WARRANT | 88605L115 |  | 14 | 338290 | PRN |  | SOLE |  | 0 | 338290 | 0 |
| THUNDER BRIDGE CAP PRTNRS II | WARRANT | 88605T118 |  | 12 | 180306 | PRN |  | SOLE |  | 0 | 180306 | 0 |
| TKB CRITICAL TECHNOLOGIES 1 | COMMON | G88935112 |  | 3289 | 319008 | SH |  | SOLE |  | 0 | 319008 | 0 |
| TKB CRITICAL TECHNOLOGIES 1 | WARRANT | G88935120 |  | 14 | 629432 | PRN |  | SOLE |  | 0 | 629432 | 0 |
| TLGY ACQUISITION CORPORATION | COMMON | G8656T109 |  | 20684 | 2019895 | SH |  | SOLE |  | 0 | 2019895 | 0 |
| TLGY ACQUISITION CORPORATION | WARRANT | G8656T125 |  | 3 | 689997 | PRN |  | SOLE |  | 0 | 689997 | 0 |
| TMC THE METALS COMPANY INC | COMMON | 87261Y106 |  | 447 | 580853 | SH |  | SOLE |  | 0 | 580853 | 0 |
| TMC THE METALS COMPANY INC | OPTION | 87261Y906 |  | 72 | 94000 | SH | Call | SOLE |  | 0 | 94000 | 0 |
| TMC THE METALS COMPANY INC | WARRANT | 87261Y114 |  | 3592 | 2784569 | PRN |  | SOLE |  | 0 | 2784569 | 0 |
| TORTOISEECOFIN ACQUISITION C | WARRANT | G8956E117 |  | 175 | 876859 | PRN |  | SOLE |  | 0 | 876859 | 0 |
| TRAJECTORY ALPHA ACQUISITION | COMMON | 89301B104 |  | 15528 | 1545096 | SH |  | SOLE |  | 0 | 1545096 | 0 |
| TRAJECTORY ALPHA ACQUISITION | WARRANT | 89301B112 |  | 0 | 31773 | PRN |  | SOLE |  | 0 | 31773 | 0 |
| TRAVERE THERAPEUTICS INC | BOND | 89422GAA5 |  | 9181 | 10082000 | PRN |  | SOLE |  | 0 | 10082000 | 0 |
| TRINE II ACQUISITION CORP | COMMON | G9059F100 |  | 19739 | 1915435 | SH |  | SOLE |  | 0 | 1915435 | 0 |
| TRINE II ACQUISITION CORP | WARRANT | G9059F118 |  | 36 | 455243 | PRN |  | SOLE |  | 0 | 455243 | 0 |
| TRISTAR ACQUISITION I CORP | COMMON | G9074V106 |  | 1643 | 162500 | SH |  | SOLE |  | 0 | 162500 | 0 |
| TRISTAR ACQUISITION I CORP | WARRANT | G9074V114 |  | 12 | 598374 | PRN |  | SOLE |  | 0 | 598374 | 0 |
| UNITY SOFTWARE INC | BOND | 91332UAB7 |  | 16561 | 22000000 | PRN |  | SOLE |  | 0 | 22000000 | 0 |
| VAHANNA TECH EDGE ACQSTN I C | COMMON | G9320Z109 |  | 19561 | 1900950 | SH |  | SOLE |  | 0 | 1900950 | 0 |
| VAHANNA TECH EDGE ACQSTN I C | WARRANT | G9320Z117 |  | 8 | 776147 | PRN |  | SOLE |  | 0 | 776147 | 0 |
| VALUENCE MERGER CORP I | COMMON | G9R16L100 |  | 12720 | 1217205 | SH |  | SOLE |  | 0 | 1217205 | 0 |
| VALUENCE MERGER CORP I | WARRANT | G9R16L118 |  | 44 | 799600 | PRN |  | SOLE |  | 0 | 799600 | 0 |
| VERTICAL AEROSPACE LTD | OPTION | G9471C907 |  | 1249 | 368300 | SH | Call | SOLE |  | 0 | 368300 | 0 |
| VERTICAL AEROSPACE LTD | WARRANT | G9471C115 |  | 1250 | 3979390 | PRN |  | SOLE |  | 0 | 3979390 | 0 |
| VIAVI SOLUTIONS INC | BOND | 925550AB1 |  | 31519 | 31035000 | PRN |  | SOLE |  | 0 | 31035000 | 0 |
| VIEW INC | COMMON | 92671V106 |  | 145 | 150000 | SH |  | SOLE |  | 0 | 150000 | 0 |
| VIEW INC | WARRANT | 92671V114 |  | 104 | 2404426 | PRN |  | SOLE |  | 0 | 2404426 | 0 |
| VMG CONSUMER ACQUISITION COR | COMMON | 91842V102 |  | 10500 | 1034462 | SH |  | SOLE |  | 0 | 1034462 | 0 |
| VMG CONSUMER ACQUISITION COR | WARRANT | 91842V110 |  | 27 | 674503 | PRN |  | SOLE |  | 0 | 674503 | 0 |
| WALDENCAST PLC | WARRANT | G9503X111 |  | 916 | 1476615 | PRN |  | SOLE |  | 0 | 1476615 | 0 |
| WAYFAIR INC | OPTION | 94419L951 |  | 4934 | 150000 | SH | Put | SOLE |  | 0 | 150000 | 0 |
| WAYFAIR INC | BOND | 94419LAM3 |  | 14614 | 22500000 | PRN |  | SOLE |  | 0 | 22500000 | 0 |
| WESTROCK COFFEE CO | OPTION | 96145W903 |  | 534 | 40000 | SH | Call | SOLE |  | 0 | 40000 | 0 |
| WESTROCK COFFEE CO | OPTION | 96145W953 |  | 3846 | 287900 | SH | Put | SOLE |  | 0 | 287900 | 0 |
| WESTROCK COFFEE CO | WARRANT | 96145W111 |  | 815 | 368881 | PRN |  | SOLE |  | 0 | 368881 | 0 |
| WILLIAMS ROWLAND ACQUISITION | WARRANT | 96951B110 |  | 34 | 750000 | PRN |  | SOLE |  | 0 | 750000 | 0 |
| WORLD QUANTUM GROWTH ACQUISI | WARRANT | G5596W127 |  | 12 | 557657 | PRN |  | SOLE |  | 0 | 557657 | 0 |
| WORLDWIDE WEBB ACQUISITION C | COMMON | G97775103 |  | 1073 | 105215 | SH |  | SOLE |  | 0 | 105215 | 0 |
| ZTO EXPRESS CAYMAN INC | OPTION | 98980A955 |  | 4031 | 150000 | SH | Put | SOLE |  | 0 | 150000 | 0 |
| AULT DISRUPTIVE TECH | WARRANT | 05150A112 |  | 35 | 505009 | PRN |  | SOLE |  | 0 | 505009 | 0 |
| BERENSON ACQUISITION CO | COMMON | 083690107 |  | 3573 | 352168 | SH |  | SOLE |  | 0 | 352168 | 0 |
| BOXED INC | WARRANT | 103174116 |  | 117 | 3028375 | PRN |  | SOLE |  | 0 | 3028375 | 0 |
| CLOVIS ONCOLOGY INC | BOND | 189464AC4 |  | 4723 | 23616000 | PRN |  | SOLE |  | 0 | 23616000 | 0 |
| CLOVIS ONCOLOGY INC | BOND | 189464AG5 |  | 7000 | 35000000 | PRN |  | SOLE |  | 0 | 35000000 | 0 |
| DIRECT SEL | WARRANT | 25460L111 |  | 68 | 716168 | PRN |  | SOLE |  | 0 | 716168 | 0 |
| FASTLY INC | BOND | 31188VAB6 |  | 21866 | 29954000 | PRN |  | SOLE |  | 0 | 29954000 | 0 |
| GORES HOLD VIII | WARRANT | 382863116 |  | 0 | 86553 | PRN |  | SOLE |  | 0 | 86553 | 0 |
| HELIOGEN INC | WARRANT | 42329E113 |  | 26 | 327577 | PRN |  | SOLE |  | 0 | 327577 | 0 |
| NORTHERN STAR INV | WARRANT | 66574L118 |  | 171 | 559202 | PRN |  | SOLE |  | 0 | 559202 | 0 |
| PARABELLUM ACQUISITION | WARRANT | 69901P117 |  | 31 | 420366 | PRN |  | SOLE |  | 0 | 420366 | 0 |
| PIVOTAL INV | WARRANT | 72582M114 |  | 86 | 1642346 | PRN |  | SOLE |  | 0 | 1642346 | 0 |
| PROTALIX BIOTHERAPEAUTIC | BOND | 74365AAJ0 |  | 15525 | 15000000 | PRN |  | SOLE |  | 0 | 15000000 | 0 |
| QUANTUM FINTECH ACQ | WARRANT | 74767A113 |  | 122 | 2674824 | PRN |  | SOLE |  | 0 | 2674824 | 0 |
| SHELTER ACQ I | WARRANT | 822821112 |  | 1 | 469273 | PRN |  | SOLE |  | 0 | 469273 | 0 |
| SOUNDHOUND AI INC | WARRANT | 836100115 |  | 227 | 1320749 | PRN |  | SOLE |  | 0 | 1320749 | 0 |
| STARRY GROUP HOLDINGS INC | COMMON | 85572U102 |  | 0 | 960 | SH |  | SOLE |  | 0 | 960 | 0 |
| STARRY GROUP HOLDINGS | WARRANT | 85572U110 |  | 20 | 1187147 | PRN |  | SOLE |  | 0 | 1187147 | 0 |
| VICARIOUS SURGICAL INC- | WARRANT | 92561V117 |  | 263 | 1547873 | PRN |  | SOLE |  | 0 | 1547873 | 0 |
| ALTIMAR ACQUISITION | WARRANT | G0370U116 |  | 0 | 853356 | PRN |  | SOLE |  | 0 | 853356 | 0 |
| ASCENDANT DIGITAL ACQ | WARRANT | G05157113 |  | 0 | 515560 | PRN |  | SOLE |  | 0 | 515560 | 0 |
| CATCHA INVESTMENT | WARRANT | G1962Y110 |  | 38 | 732689 | PRN |  | SOLE |  | 0 | 732689 | 0 |
| HCM ACQUISITION CORP | COMMON | G4365A101 |  | 17001 | 1657062 | SH |  | SOLE |  | 0 | 1657062 | 0 |
| ROCKET INTERNET GROWTH | WARRANT | G7613T129 |  | 0 | 677550 | PRN |  | SOLE |  | 0 | 677550 | 0 |
| SOAR TECH ACQ | WARRANT | G82472120 |  | 1 | 181283 | PRN |  | SOLE |  | 0 | 181283 | 0 |
| SPORTS VENT ACQ | WARRANT | G8372A129 |  | 0 | 1296512 | PRN |  | SOLE |  | 0 | 1296512 | 0 |
| WARBURG PINCUS CAPITAL | WARRANT | G9460M124 |  | 2 | 322547 | PRN |  | SOLE |  | 0 | 322547 | 0 |
| WARBURG PINCUS CAP | WARRANT | G9461D115 |  | 0 | 177149 | PRN |  | SOLE |  | 0 | 177149 | 0 |

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