# EDGAR Filing Document

**Accession Number:** 0001326638
**File Stem:** 0001214659-23-002415
**Filing Date:** 2023-2
**Character Count:** 64178
**Document Hash:** ea754fd9a98c20b9ab3cf10762943adb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001214659-23-002415.hdr.sgml**: 20230214

**ACCESSION NUMBER**: 0001214659-23-002415

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230214

**DATE AS OF CHANGE**: 20230214

**EFFECTIVENESS DATE**: 20230214

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Castle Creek Arbitrage, LLC
- **CENTRAL INDEX KEY:** 0001326638
- **IRS NUMBER:** 201327775
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-11853
- **FILM NUMBER:** 23628690

**BUSINESS ADDRESS:**
- **STREET 1:** 111 W. BEAVER CREEK BLVD
- **STREET 2:** PO BOX 3500
- **CITY:** AVON
- **STATE:** CO
- **ZIP:** 81620
- **BUSINESS PHONE:** 312-692-5075

**MAIL ADDRESS:**
- **STREET 1:** 111 W. BEAVER CREEK BLVD
- **STREET 2:** PO BOX 3500
- **CITY:** AVON
- **STATE:** CO
- **ZIP:** 81620

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Castle Creek Convertible Arbitrage, LLC
- **DATE OF NAME CHANGE:** 20050510

### 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:** Castle Creek Arbitrage LLC<br>**Address:** 111 W. BEAVER CREEK BLVD<br>PO BOX 3500<br>AVON, CO 81620

**Form 13F File Number:** 028-11853

**CRD Number (if applicable):** 000135351

**SEC File Number (if applicable):** 801-65773

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:** Chris Perz<br>**Title:** CFO/CCO<br>**Phone:** 312-692-5075

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

/s/ Chris Perz  Avon, CO  02-14-2023<br>[Signature]  [City, State]  [Date]

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

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

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

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

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 0

**Form 13F Information Table Entry Total:** 535

**Form 13F Information Table Value Total:** $1135375178

      (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 | *W EXP 04/19/202 | G87076116 |  | 41755 | 632656 | SH |  | SOLE |  | 632656 | 0 | 0 |
| 10X CAPITAL VENTURE ACQ III | *W EXP 06/30/202 | G87077114 |  | 18825 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| 26 CAPITAL ACQUISITION CORP | *W EXP 12/31/202 | 90138P118 |  | 43767 | 174999 | SH |  | SOLE |  | 174999 | 0 | 0 |
| 7 ACQUISITION CORPORATION | UNIT 11/05/2026 | G80694121 |  | 1029000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| 7GC  CO HOLDINGS INC | COM CL A | 81786A107 |  | 4551750 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| 7GC  CO HOLDINGS INC | *W EXP 12/28/202 | 81786A115 |  | 22750 | 325000 | SH |  | SOLE |  | 325000 | 0 | 0 |
| ACCRETION ACQUISITION CORP | COM | 00438Y107 |  | 4435200 | 440000 | SH |  | SOLE |  | 440000 | 0 | 0 |
| ADIT EDTECH ACQUISITION CORP | *W EXP 99/99/999 | 007024110 |  | 15317 | 278499 | SH |  | SOLE |  | 278499 | 0 | 0 |
| ADS TEC ENERGY PLC | *W EXP 12/22/202 | G0085J109 |  | 58827 | 299680 | SH |  | SOLE |  | 299680 | 0 | 0 |
| ADTHEORENT HOLDING COMPANY | *W EXP 12/26/202 | 00739D117 |  | 24597 | 214076 | SH |  | SOLE |  | 214076 | 0 | 0 |
| ADVENT TECHNOLOGIES HOLDNG I | *W EXP 02/03/202 | 00788A113 |  | 43787 | 282498 | SH |  | SOLE |  | 282498 | 0 | 0 |
| AFTERNEXT HEALTHTECH ACQUISI | SHS CL A | G01109100 |  | 1792227 | 178865 | SH |  | SOLE |  | 178865 | 0 | 0 |
| AGILE GROWTH CORP | CLASS A ORD | G01202103 |  | 2017102 | 199911 | SH |  | SOLE |  | 199911 | 0 | 0 |
| AGILE GROWTH CORP | *W EXP 03/09/202 | G01202111 |  | 539 | 53375 | SH |  | SOLE |  | 53375 | 0 | 0 |
| AGILETHOUGHT INC | *W EXP 08/23/202 | 00857F118 |  | 135356 | 380000 | SH |  | SOLE |  | 380000 | 0 | 0 |
| AIRSPAN NETWORKS HOLDINGS IN | *W EXP 08/13/202 | 00951K112 |  | 6660 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE  0.125% 5/0 | 00971TAJ0 |  | 17213941 | 16300000 | PRN |  | SOLE |  | 16300000 | 0 | 0 |
| ALGOMA STL GROUP INC | *W EXP 10/19/202 | 015658115 |  | 110053 | 96538 | SH |  | SOLE |  | 96538 | 0 | 0 |
| ALLEGO N V | *W EXP 03/16/202 | N0796A118 |  | 10638 | 98771 | SH |  | SOLE |  | 98771 | 0 | 0 |
| ALPHA STAR ACQUISITION CORP | ORDINARY SHARES | G0230C108 |  | 1025500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ALPHA STAR ACQUISITION CORP | *W EXP 12/13/202 | G0230C116 |  | 1490 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ALPHA TAU MEDICAL LTD | *W EXP 03/07/202 | M0740A116 |  | 37352 | 138341 | SH |  | SOLE |  | 138341 | 0 | 0 |
| ALPHAVEST ACQUISITION CORP | UNIT 06/19/2024 | G0283A124 |  | 2272500 | 225000 | SH |  | SOLE |  | 225000 | 0 | 0 |
| ALSP ORCHID ACQUISITION CORP | CLASS A ORD | G0231L107 |  | 5115000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| ALSP ORCHID ACQUISITION CORP | *W EXP 11/30/202 | G0231L123 |  | 6750 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| ALTENERGY ACQUISITION CORP | COM CL A | 02157M108 |  | 11405024 | 1121438 | SH |  | SOLE |  | 1121438 | 0 | 0 |
| ALTENERGY ACQUISITION CORP | *W EXP 10/29/202 | 02157M116 |  | 46875 | 455100 | SH |  | SOLE |  | 455100 | 0 | 0 |
| ALTIMAR ACQUISITION CORP III | SHS CL A | G0370U108 |  | 1007000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ALTITUDE ACQUISITION CORP | *W EXP 11/30/202 | 02156Y111 |  | 13594 | 255046 | SH |  | SOLE |  | 255046 | 0 | 0 |
| ALVOTECH | *W EXP 06/15/202 | L01800116 |  | 13749 | 12499 | SH |  | SOLE |  | 12499 | 0 | 0 |
| ANDRETTI ACQUISITION CORP | CL A ORD SHS | G26735103 |  | 11008329 | 1066182 | SH |  | SOLE |  | 1066182 | 0 | 0 |
| ANDRETTI ACQUISITION CORP | *W EXP 99/99/999 | G26735129 |  | 37316 | 533091 | SH |  | SOLE |  | 533091 | 0 | 0 |
| ANTHEMIS DIGITAL ACQUISITION | CLASS A ORD | G03959106 |  | 3078000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| ANTHEMIS DIGITAL ACQUISITION | *W EXP 11/01/202 | G03959114 |  | 16500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| ANZU SPECIAL ACQUISITIN CORP | COM CL A | 03737A101 |  | 2944678 | 293880 | SH |  | SOLE |  | 293880 | 0 | 0 |
| ANZU SPECIAL ACQUISITIN CORP | *W EXP 01/27/202 | 03737A119 |  | 3722 | 97960 | SH |  | SOLE |  | 97960 | 0 | 0 |
| AP ACQUISITION CORP | UNIT 99/99/9999 | G04058122 |  | 1287500 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| APEIRON CAPITAL INVEST CORP | CL A COM | 03752A101 |  | 1285578 | 125300 | SH |  | SOLE |  | 125300 | 0 | 0 |
| APEIRON CAPITAL INVEST CORP | *W EXP 04/02/202 | 03752A119 |  | 8209 | 94678 | SH |  | SOLE |  | 94678 | 0 | 0 |
| APPRECIATE HOLDINGS INC | *W EXP 11/29/202 | 03832J114 |  | 1182 | 31601 | SH |  | SOLE |  | 31601 | 0 | 0 |
| APX ACQUISITION CORP I | CLASS A ORD SHS | G0440J109 |  | 3049539 | 297516 | SH |  | SOLE |  | 297516 | 0 | 0 |
| APX ACQUISITION CORP I | *W EXP 11/30/202 | G0440J125 |  | 2975 | 148758 | SH |  | SOLE |  | 148758 | 0 | 0 |
| ARBOR RAPHA CAP BIOHLDS CORP | *W EXP 10/31/202 | 03881F112 |  | 4567 | 114172 | SH |  | SOLE |  | 114172 | 0 | 0 |
| ARCHER AVIATION INC | *W EXP 09/16/202 | 03945R110 |  | 21037 | 81224 | SH |  | SOLE |  | 81224 | 0 | 0 |
| ARCTOS NORTHSTAR ACQUIS CORP | SHS CL A | G0477L100 |  | 3026919 | 299992 | SH |  | SOLE |  | 299992 | 0 | 0 |
| ARCTOS NORTHSTAR ACQUIS CORP | *W EXP 99/99/999 | G0477L126 |  | 17488 | 437198 | SH |  | SOLE |  | 437198 | 0 | 0 |
| ARES ACQUISITION CORPORATION | COM CL A | G33032106 |  | 3635220 | 360995 | SH |  | SOLE |  | 360995 | 0 | 0 |
| ARES ACQUISITION CORPORATION | *W EXP 02/02/202 | G33032122 |  | 23817 | 51076 | SH |  | SOLE |  | 51076 | 0 | 0 |
| AROGO CAPITAL ACQUISITION CO | CLASS A COM | 042644104 |  | 1519500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| AROGO CAPITAL ACQUISITION CO | *W EXP 03/23/202 | 042644112 |  | 8625 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| ARYA SCIENCES ACQUISITN CORP | CLASS A ORD SHS | G31658100 |  | 1506000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| ASCENDANT DIGITAL ACQ CORP I | CL A COM | G05157105 |  | 1031500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ATHENA CONSUMER ACQ CORP | CL A | 04684M106 |  | 2076000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ATHENA CONSUMER ACQ CORP | *W EXP 07/31/202 | 04684M114 |  | 58150 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| AUTHENTIC EQUITY ACQUISTN CO | CL A SHS | G06607108 |  | 7456105 | 737498 | SH |  | SOLE |  | 737498 | 0 | 0 |
| AUTHENTIC EQUITY ACQUISTN CO | *W EXP 01/20/202 | G06607124 |  | 1291 | 368749 | SH |  | SOLE |  | 368749 | 0 | 0 |
| B RILEY PRIN 250 MERGER CORP | CLASS A COM | 05602L104 |  | 4232950 | 424995 | SH |  | SOLE |  | 424995 | 0 | 0 |
| B RILEY PRIN 250 MERGER CORP | *W EXP 04/01/202 | 05602L112 |  | 4250 | 141665 | SH |  | SOLE |  | 141665 | 0 | 0 |
| BANNER ACQUISITION CORP | CLASS A COM | 06654K101 |  | 111888 | 11100 | SH |  | SOLE |  | 11100 | 0 | 0 |
| BANYAN ACQUISITION CORPORATI | CL A COM | 06690B107 |  | 6129063 | 600300 | SH |  | SOLE |  | 600300 | 0 | 0 |
| BANYAN ACQUISITION CORPORATI | *W EXP 09/30/202 | 06690B115 |  | 5000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| BEARD ENERGY TRANSITION ACQ | CL A COM | 07402Q101 |  | 1233414 | 121101 | SH |  | SOLE |  | 121101 | 0 | 0 |
| BEARD ENERGY TRANSITION ACQ | UNIT 99/99/9999 | 07402Q200 |  | 357000 | 35000 | SH |  | SOLE |  | 35000 | 0 | 0 |
| BERKSHIRE GREY INC | *W EXP 07/21/202 | 084656115 |  | 17981 | 351873 | SH |  | SOLE |  | 351873 | 0 | 0 |
| BIOTECH ACQUISITION COMPANY | CL A SHS | G1125A108 |  | 504750 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| BIOTECH ACQUISITION COMPANY | *W EXP 11/30/202 | G1125A116 |  | 3110 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| BIRD GLOBAL INC | *W EXP 01/07/202 | 09077J115 |  | 1913 | 91113 | SH |  | SOLE |  | 91113 | 0 | 0 |
| BITE ACQUISITION CORP | *W EXP 02/12/203 | 09175K113 |  | 13775 | 229587 | SH |  | SOLE |  | 229587 | 0 | 0 |
| BLACK MOUNTAIN ACQ CORP | CL A COM | 09216A108 |  | 4589959 | 449996 | SH |  | SOLE |  | 449996 | 0 | 0 |
| BLACK MOUNTAIN ACQ CORP | *W EXP 10/15/202 | 09216A116 |  | 12386 | 337497 | SH |  | SOLE |  | 337497 | 0 | 0 |
| BLACKLINE INC | NOTE  0.125% 8/0 | 09239BAB5 |  | 18463692 | 16555000 | PRN |  | SOLE |  | 16555000 | 0 | 0 |
| BLACKSKY TECHNOLOGY INC | *W EXP 09/09/202 | 09263B116 |  | 24141 | 166030 | SH |  | SOLE |  | 166030 | 0 | 0 |
| BLOCKCHAIN COINVSTRS ACQ CRP | CLASS A ORD | G11765107 |  | 7168000 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| BLOCKCHAIN COINVSTRS ACQ CRP | *W EXP 11/01/202 | G11765115 |  | 19761 | 329350 | SH |  | SOLE |  | 329350 | 0 | 0 |
| BLUE OCEAN ACQUISITION CORP | CLASS A ORD SHS | G1330L105 |  | 7122286 | 693504 | SH |  | SOLE |  | 693504 | 0 | 0 |
| BLUE OCEAN ACQUISITION CORP | *W EXP 12/02/202 | G1330L121 |  | 23406 | 346752 | SH |  | SOLE |  | 346752 | 0 | 0 |
| BLUERIVER ACQUISITION CORP | SHS CL A | G1261Q107 |  | 1765710 | 174996 | SH |  | SOLE |  | 174996 | 0 | 0 |
| BLUERIVER ACQUISITION CORP | *W EXP 01/04/202 | G1261Q115 |  | 875 | 58332 | SH |  | SOLE |  | 58332 | 0 | 0 |
| BOXED INC | *W EXP 12/08/202 | 103174116 |  | 21679 | 563103 | SH |  | SOLE |  | 563103 | 0 | 0 |
| BRILLIANT ACQUISITION CORP | *W EXP 03/30/202 | G1643W129 |  | 1767 | 100944 | SH |  | SOLE |  | 100944 | 0 | 0 |
| BROADMARK RLTY CAP INC | *W EXP 11/15/202 | 11135B118 |  | 192 | 91312 | SH |  | SOLE |  | 91312 | 0 | 0 |
| BROOGE ENERGY LTD | *W EXP 12/20/202 | G1611B115 |  | 19855 | 149850 | SH |  | SOLE |  | 149850 | 0 | 0 |
| BULLPEN PARLAY ACQUISITION C | CLASS A ORD SHS | G1792A100 |  | 4121231 | 402464 | SH |  | SOLE |  | 402464 | 0 | 0 |
| BULLPEN PARLAY ACQUISITION C | *W EXP 12/03/202 | G1792A118 |  | 4025 | 201232 | SH |  | SOLE |  | 201232 | 0 | 0 |
| BURTECH ACQUISITION CORP | CLASS A COM | 123013104 |  | 4070086 | 400599 | SH |  | SOLE |  | 400599 | 0 | 0 |
| BURTECH ACQUISITION CORP | *W EXP 12/18/202 | 123013112 |  | 3604 | 600599 | SH |  | SOLE |  | 600599 | 0 | 0 |
| BUTTERFLY NETWORK INC | *W EXP 02/12/202 | 124155110 |  | 3772 | 14235 | SH |  | SOLE |  | 14235 | 0 | 0 |
| BUZZFEED INC | *W EXP 12/03/202 | 12430A110 |  | 12124 | 356587 | SH |  | SOLE |  | 356587 | 0 | 0 |
| BYTE ACQUISITION CORP | CLASS A ORD SHS | G1R25Q105 |  | 2957597 | 293558 | SH |  | SOLE |  | 293558 | 0 | 0 |
| BYTE ACQUISITION CORP | *W EXP 03/18/202 | G1R25Q113 |  | 9555 | 146779 | SH |  | SOLE |  | 146779 | 0 | 0 |
| C5 ACQUISITION CORPORATION | CL A COM | 12530D105 |  | 8600376 | 841936 | SH |  | SOLE |  | 841936 | 0 | 0 |
| C5 ACQUISITION CORPORATION | *W EXP 12/31/202 | 12530D113 |  | 9644 | 344417 | SH |  | SOLE |  | 344417 | 0 | 0 |
| CACTUS ACQUISITION CORP 1 LT | UNIT 08/17/2028 | G1745A116 |  | 505500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| CAPITALWORKS EMNG MKTS ACQST | CLASS A ORD SHS | G1889L100 |  | 5595772 | 542226 | SH |  | SOLE |  | 542226 | 0 | 0 |
| CAPITALWORKS EMNG MKTS ACQST | *W EXP 11/19/202 | G1889L126 |  | 5422 | 271113 | SH |  | SOLE |  | 271113 | 0 | 0 |
| CARDIO DIAGNOSTICS HOLDGS IN | *W EXP 12/01/202 | 14159C111 |  | 564 | 11710 | SH |  | SOLE |  | 11710 | 0 | 0 |
| CAREMAX INC | *W EXP 06/08/202 | 14171W111 |  | 27129 | 51921 | SH |  | SOLE |  | 51921 | 0 | 0 |
| CARNEY TECHNOLOGY ACQU CORP | CL A COMMON STK | 143636108 |  | 7168000 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| CARNEY TECHNOLOGY ACQU CORP | *W EXP 11/30/202 | 143636116 |  | 22400 | 333333 | SH |  | SOLE |  | 333333 | 0 | 0 |
| CARTESIAN GROWTH CORP | *W EXP 02/26/202 | G19276115 |  | 159333 | 321885 | SH |  | SOLE |  | 321885 | 0 | 0 |
| CARTICA ACQUISITION CORP | CLASS A ORD SHS | G1995D109 |  | 2072070 | 200200 | SH |  | SOLE |  | 200200 | 0 | 0 |
| CARTICA ACQUISITION CORP | *W EXP 04/30/202 | G1995D117 |  | 6690 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CASCADIA ACQUISITION CORP | CLASS A COM | 14739D100 |  | 14879700 | 1485000 | SH |  | SOLE |  | 1485000 | 0 | 0 |
| CASCADIA ACQUISITION CORP | *W EXP 09/30/202 | 14739D118 |  | 4232 | 542500 | SH |  | SOLE |  | 542500 | 0 | 0 |
| CATCHA INVESTMENT CORP | SHS CL A | G1962Y102 |  | 3411828 | 338475 | SH |  | SOLE |  | 338475 | 0 | 0 |
| CC NEUBERGER PRINCIPAL HOLDN | SHS CL A | G1992N100 |  | 757450 | 74995 | SH |  | SOLE |  | 74995 | 0 | 0 |
| CC NEUBERGER PRINCIPAL HOLDN | *W EXP 02/05/202 | G1992N126 |  | 756 | 14999 | SH |  | SOLE |  | 14999 | 0 | 0 |
| CELLEBRITE DI LTD | *W EXP 08/30/202 | M2197Q115 |  | 136865 | 210918 | SH |  | SOLE |  | 210918 | 0 | 0 |
| CF ACQUISITION CORP IV | COM CL A | 12520T102 |  | 2541179 | 249993 | SH |  | SOLE |  | 249993 | 0 | 0 |
| CF ACQUISITION CORP IV | *W EXP 12/31/202 | 12520T110 |  | 6250 | 83331 | SH |  | SOLE |  | 83331 | 0 | 0 |
| CF ACQUISITION CORP VII | UNIT 03/16/2028 | 12521H206 |  | 1522500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| CF ACQUISITION CORP VIII | *W EXP 03/31/202 | 12520C117 |  | 1750 | 62499 | SH |  | SOLE |  | 62499 | 0 | 0 |
| CHAIN BRIDGE I | CLASS A ORD | G2061X102 |  | 12592979 | 1224998 | SH |  | SOLE |  | 1224998 | 0 | 0 |
| CHAIN BRIDGE I | *W EXP 11/10/202 | G2061X110 |  | 60209 | 612499 | SH |  | SOLE |  | 612499 | 0 | 0 |
| CHENGHE ACQUISITION CO | UNIT 04/22/2027 | G2086M115 |  | 1028000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CHICKEN SOUP FOR THE SOUL EN | *W EXP 10/22/202 | 16842Q134 |  | 456 | 27627 | SH |  | SOLE |  | 27627 | 0 | 0 |
| CHURCHILL CAPITAL CORP V | COM CL A | 17144T107 |  | 4025660 | 404996 | SH |  | SOLE |  | 404996 | 0 | 0 |
| CHURCHILL CAPITAL CORP VII | COM CL A | 17144M102 |  | 12925342 | 1297074 | SH |  | SOLE |  | 1297074 | 0 | 0 |
| CHURCHILL CAPITAL CORP VII | UNIT 99/99/9999 | 17144M201 |  | 261622 | 26267 | SH |  | SOLE |  | 26267 | 0 | 0 |
| CIIG CAPITAL PARTNERS II INC | COM CL A | 12561U109 |  | 4703270 | 461784 | SH |  | SOLE |  | 461784 | 0 | 0 |
| CIIG CAPITAL PARTNERS II INC | *W EXP 02/28/202 | 12561U117 |  | 15320 | 211304 | SH |  | SOLE |  | 211304 | 0 | 0 |
| CLENE INC | *W EXP 12/30/202 | 185634110 |  | 1145 | 33876 | SH |  | SOLE |  | 33876 | 0 | 0 |
| CLEVER LEAVES HOLDINGS INC | *W EXP 12/18/202 | 186760112 |  | 2193 | 84333 | SH |  | SOLE |  | 84333 | 0 | 0 |
| CODERE ONLINE LUXEMBOURG S A | ORDINARY SHARES | L18268109 |  | 130827 | 50708 | SH |  | SOLE |  | 50708 | 0 | 0 |
| CODERE ONLINE LUXEMBOURG S A | *W EXP 11/23/202 | L18268117 |  | 85545 | 371933 | SH |  | SOLE |  | 371933 | 0 | 0 |
| COLOMBIER ACQUISITION CORP | CL A | 19533H108 |  | 2980500 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| COLOMBIER ACQUISITION CORP | *W EXP 99/99/999 | 19533H116 |  | 33705 | 391923 | SH |  | SOLE |  | 391923 | 0 | 0 |
| COLONNADE ACQUISITION CORP I | SHS CL A | G2284B101 |  | 402800 | 40000 | SH |  | SOLE |  | 40000 | 0 | 0 |
| COMPOSECURE INC | *W EXP 12/27/202 | 20459V113 |  | 54458 | 79500 | SH |  | SOLE |  | 79500 | 0 | 0 |
| COMPUTE HEALTH ACQUISITIN CO | *W EXP 01/25/202 | 204833115 |  | 7025 | 62498 | SH |  | SOLE |  | 62498 | 0 | 0 |
| CONCORD ACQUISITION CORP III | COM CL A | 20607V106 |  | 7999150 | 785000 | SH |  | SOLE |  | 785000 | 0 | 0 |
| CONCORD ACQUISITION CORP III | *W EXP 99/99/999 | 20607V114 |  | 25915 | 381100 | SH |  | SOLE |  | 381100 | 0 | 0 |
| CONSILIUM ACQUISITN CORP I L | UNIT 01/12/2027 | G2365L135 |  | 1224000 | 120000 | SH |  | SOLE |  | 120000 | 0 | 0 |
| CONSTELLATION ACQUISITN CORP | SHS CL A | G2R18K105 |  | 707690 | 69999 | SH |  | SOLE |  | 69999 | 0 | 0 |
| CONSTELLATION ACQUISITN CORP | *W EXP 01/29/202 | G2R18K113 |  | 586 | 23333 | SH |  | SOLE |  | 23333 | 0 | 0 |
| CORNER GROWTH ACQUISITION CO | *W EXP 99/99/999 | G2425N113 |  | 3351 | 111342 | SH |  | SOLE |  | 111342 | 0 | 0 |
| CORNER GROWTH ACQUISITN CORP | *W EXP 04/09/202 | G2426E120 |  | 1000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CORSAIR PARTNERING CORP | UNIT 99/99/9999 | G2540H124 |  | 792376 | 80200 | SH |  | SOLE |  | 80200 | 0 | 0 |
| COUNTER PRESS ACQUISITION CO | UNIT 02/07/2027 | G2542B109 |  | 1275000 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| CRIXUS BH3 ACQUISITION CO | CLASS A COM | 22677T102 |  | 5005000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| CRIXUS BH3 ACQUISITION CO | *W EXP 10/04/202 | 22677T110 |  | 90585 | 990000 | SH |  | SOLE |  | 990000 | 0 | 0 |
| D AND Z MEDIA ACQUISITION CO | *W EXP 01/27/202 | 23305Q114 |  | 5176 | 100703 | SH |  | SOLE |  | 100703 | 0 | 0 |
| DEEP LAKE CAPITAL ACQUSTN CO | CL A SHS | G27029100 |  | 2604713 | 258148 | SH |  | SOLE |  | 258148 | 0 | 0 |
| DEEP LAKE CAPITAL ACQUSTN CO | *W EXP 01/04/202 | G27029118 |  | 439 | 129074 | SH |  | SOLE |  | 129074 | 0 | 0 |
| DHC ACQUISITION CORP | CLASS A ORD SHS | G2758T109 |  | 6355824 | 631158 | SH |  | SOLE |  | 631158 | 0 | 0 |
| DHC ACQUISITION CORP | *W EXP 02/25/202 | G2758T117 |  | 2188 | 218790 | SH |  | SOLE |  | 218790 | 0 | 0 |
| DIAMONDHEAD HOLDINGS CORP | CL A | 25278L105 |  | 2527535 | 251496 | SH |  | SOLE |  | 251496 | 0 | 0 |
| DIAMONDHEAD HOLDINGS CORP | *W EXP 01/28/202 | 25278L113 |  | 6602 | 62874 | SH |  | SOLE |  | 62874 | 0 | 0 |
| DIGITAL HEALTH ACQUISITION C | *W EXP 11/02/202 | 253893119 |  | 4940 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| DIGITAL TRANSFORMATN OPT COR | CLASS A COM | 25401K107 |  | 2009000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| DIGITAL TRANSFORMATN OPT COR | *W EXP 03/31/202 | 25401K115 |  | 3000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| DIRECT SELLING ACQUISITIN CO | CL A COM | 25460L103 |  | 2057000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| DMY SQUARED TECHNOLOGY GROUP | CL A COM | 233276104 |  | 3015000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| DMY SQUARED TECHNOLOGY GROUP | *W EXP 99/99/999 | 233276112 |  | 50940 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| DMY TECHNOLOGY GROUP INC VI | CL A COM | 233247105 |  | 1099204 | 109428 | SH |  | SOLE |  | 109428 | 0 | 0 |
| DP CAP ACQUISITION CORP I | UNIT 11/08/2026 | G2R05B118 |  | 511500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| DRAGONEER GROWTH OPT CORP II | CL A SHS | G28315102 |  | 98500 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| DTRT HEALTH ACQUISITION CORP | *W EXP 08/31/202 | 23344T111 |  | 140000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| DUNE ACQUISITION CORP | *W EXP 10/29/202 | 265334110 |  | 908 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| E2OPEN PARENT HOLDINGS INC | *W EXP 02/04/202 | 29788T111 |  | 78595 | 93243 | SH |  | SOLE |  | 93243 | 0 | 0 |
| ECARX HOLDINGS INC | *W EXP 12/20/202 | G29201111 |  | 52737 | 606170 | SH |  | SOLE |  | 606170 | 0 | 0 |
| EDIFY ACQUISITION CORP | CL A | 28059Q103 |  | 1512750 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| EDIFY ACQUISITION CORP | *W EXP 11/25/202 | 28059Q111 |  | 4515 | 149999 | SH |  | SOLE |  | 149999 | 0 | 0 |
| EDTECHX HOLDINGS ACQU CORP I | *W EXP 06/15/202 | 28139A110 |  | 9878 | 225000 | SH |  | SOLE |  | 225000 | 0 | 0 |
| EMBARK TECHNOLOGY INC | *W EXP 11/10/202 | 29079J111 |  | 489 | 24444 | SH |  | SOLE |  | 24444 | 0 | 0 |
| ENERGEM CORP | *W EXP 11/15/202 | G30449121 |  | 7790 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ENPHYS ACQUISITION CORP | CL A ORD SHS | G3167L109 |  | 3098175 | 309508 | SH |  | SOLE |  | 309508 | 0 | 0 |
| ENPHYS ACQUISITION CORP | *W EXP 99/99/999 | G3167L117 |  | 12380 | 154754 | SH |  | SOLE |  | 154754 | 0 | 0 |
| ENTERPRISE 4.0 TEC ACQSTN CO | CLASS A ORD SHS | G3137C106 |  | 15605054 | 1518740 | SH |  | SOLE |  | 1518740 | 0 | 0 |
| ENTERPRISE 4.0 TEC ACQSTN CO | *W EXP 10/21/202 | G3137C114 |  | 14124 | 759370 | SH |  | SOLE |  | 759370 | 0 | 0 |
| ENVISTA HOLDINGS CORPORATION | NOTE  2.375% 6/0 | 29415FAB0 |  | 16864190 | 10000000 | PRN |  | SOLE |  | 10000000 | 0 | 0 |
| EPIPHANY TECHNOLOGY ACQUISIT | *W EXP 01/12/202 | 29429X117 |  | 556 | 241738 | SH |  | SOLE |  | 241738 | 0 | 0 |
| EQRX INC | *W EXP 12/17/202 | 26886C115 |  | 3689 | 13321 | SH |  | SOLE |  | 13321 | 0 | 0 |
| ERMENEGILDO ZEGNA N V | *W EXP 12/17/202 | N30577113 |  | 530701 | 239594 | SH |  | SOLE |  | 239594 | 0 | 0 |
| ESM ACQUISITION CORPORATION | SHS CL A | G3195H104 |  | 2017950 | 199995 | SH |  | SOLE |  | 199995 | 0 | 0 |
| ESM ACQUISITION CORPORATION | UNIT 99/99/9999 | G3195H120 |  | 266468 | 26396 | SH |  | SOLE |  | 26396 | 0 | 0 |
| ESM ACQUISITION CORPORATION | *W EXP 02/02/202 | G3195H112 |  | 11542 | 99240 | SH |  | SOLE |  | 99240 | 0 | 0 |
| ESS TECH INC | *W EXP 10/08/202 | 26916J114 |  | 111253 | 413119 | SH |  | SOLE |  | 413119 | 0 | 0 |
| EUROPEAN BIOTECH ACQUTN CORP | CLASS A ORD SHS | G3167F102 |  | 323634 | 32043 | SH |  | SOLE |  | 32043 | 0 | 0 |
| EUROPEAN BIOTECH ACQUTN CORP | *W EXP 03/06/202 | G3167F128 |  | 2713 | 10681 | SH |  | SOLE |  | 10681 | 0 | 0 |
| EVGO INC | *W EXP 07/01/202 | 30052F118 |  | 124183 | 185652 | SH |  | SOLE |  | 185652 | 0 | 0 |
| EVO ACQUISITION CORP | *W EXP 01/04/202 | 30052G116 |  | 13478 | 241540 | SH |  | SOLE |  | 241540 | 0 | 0 |
| FAST ACQUISITION CORP II | CL A | 311874101 |  | 2770728 | 276796 | SH |  | SOLE |  | 276796 | 0 | 0 |
| FAST ACQUISITION CORP II | *W EXP 03/16/202 | 311874119 |  | 45180 | 69199 | SH |  | SOLE |  | 69199 | 0 | 0 |
| FATHOM DIGITAL MFG CORP | *W EXP 12/22/202 | 31189Y111 |  | 12677 | 149136 | SH |  | SOLE |  | 149136 | 0 | 0 |
| FAZE HOLDINGS INC | *W EXP 03/01/202 | 31423J110 |  | 15166 | 108715 | SH |  | SOLE |  | 108715 | 0 | 0 |
| FINNOVATE ACQUISITION CORP | CLASS A ORD SHS | G3R34K103 |  | 1941233 | 189204 | SH |  | SOLE |  | 189204 | 0 | 0 |
| FINNOVATE ACQUISITION CORP | *W EXP 09/30/202 | G3R34K111 |  | 3406 | 141903 | SH |  | SOLE |  | 141903 | 0 | 0 |
| FIRST RESERVE SUSTAINABLE GW | CLASS A COM | 336169107 |  | 1129500 | 112500 | SH |  | SOLE |  | 112500 | 0 | 0 |
| FIRST RESERVE SUSTAINABLE GW | *W EXP 03/05/202 | 336169115 |  | 357 | 28125 | SH |  | SOLE |  | 28125 | 0 | 0 |
| FOREST ROAD ACQUISITION COR | CL A | 34619V103 |  | 1003500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| FOREST ROAD ACQUISITION COR | *W EXP 01/15/202 | 34619V111 |  | 6680 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| FORTUNE RISE ACQUISITION COR | CL A | 34969G102 |  | 1032500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| FORTUNE RISE ACQUISITION COR | *W EXP 12/06/202 | 34969G110 |  | 1730 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| FORUM MERGER IV CORP | CLASS A COM | 349875104 |  | 6297285 | 627845 | SH |  | SOLE |  | 627845 | 0 | 0 |
| FORUM MERGER IV CORP | UNIT 03/15/2028 | 349875203 |  | 819860 | 81700 | SH |  | SOLE |  | 81700 | 0 | 0 |
| FOXO TECHNOLOGIES INC | *W EXP 08/01/202 | 351471115 |  | 1490 | 63399 | SH |  | SOLE |  | 63399 | 0 | 0 |
| FREEDOM ACQUISITION I CORP | SHS CL A | G3663X110 |  | 1514960 | 149996 | SH |  | SOLE |  | 149996 | 0 | 0 |
| FREYR BATTERY | *W EXP 09/01/202 | L4135L118 |  | 134357 | 47899 | SH |  | SOLE |  | 47899 | 0 | 0 |
| FRONTIER ACQUISITION CORP | CLASS A ORD SHS | G36826108 |  | 352760 | 34996 | SH |  | SOLE |  | 34996 | 0 | 0 |
| FTAC ATHENA ACQUISITION CORP | CL A SHS | G37283101 |  | 674236 | 66756 | SH |  | SOLE |  | 66756 | 0 | 0 |
| FTAC ATHENA ACQUISITION CORP | *W EXP 03/01/202 | G37283119 |  | 367 | 16689 | SH |  | SOLE |  | 16689 | 0 | 0 |
| FTAC EMERALD ACQUISITION COR | CLASS A COM | 29103K100 |  | 6438551 | 642570 | SH |  | SOLE |  | 642570 | 0 | 0 |
| FTAC EMERALD ACQUISITION COR | *W EXP 10/19/202 | 29103K118 |  | 16064 | 321285 | SH |  | SOLE |  | 321285 | 0 | 0 |
| FTAC HERA ACQUISITION CORP | CLASS A ORD SHS | G3728Y103 |  | 1515000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| FTAC HERA ACQUISITION CORP | *W EXP 02/28/202 | G3728Y111 |  | 1031 | 37500 | SH |  | SOLE |  | 37500 | 0 | 0 |
| FTAC PARNASSUS ACQUISITN COR | CLASS A COM | 30319B108 |  | 2758210 | 274996 | SH |  | SOLE |  | 274996 | 0 | 0 |
| FTAC PARNASSUS ACQUISITN COR | *W EXP 03/10/202 | 30319B116 |  | 1375 | 68749 | SH |  | SOLE |  | 68749 | 0 | 0 |
| FTAC ZEUS ACQUISITION COR | CLASS A COM | 30320F106 |  | 9190869 | 912698 | SH |  | SOLE |  | 912698 | 0 | 0 |
| FTAC ZEUS ACQUISITION COR | *W EXP 04/15/202 | 30320F114 |  | 9127 | 456349 | SH |  | SOLE |  | 456349 | 0 | 0 |
| FUSION ACQUISITION CORP II | COM CL A | 36118N102 |  | 11782334 | 1174124 | SH |  | SOLE |  | 1174124 | 0 | 0 |
| G SQUARED ASCEND I INC | SHS CL A | G4204R109 |  | 183416 | 18151 | SH |  | SOLE |  | 18151 | 0 | 0 |
| GALATA ACQUISITION CORP | SHS CL A | G3R23A108 |  | 3649560 | 357800 | SH |  | SOLE |  | 357800 | 0 | 0 |
| GALATA ACQUISITION CORP | *W EXP 99/99/999 | G3R23A116 |  | 8233 | 172600 | SH |  | SOLE |  | 172600 | 0 | 0 |
| GAMES  ESPORTS EXPRNC ACQ C | CLASS A ORD SHS | G3731J119 |  | 9270000 | 900000 | SH |  | SOLE |  | 900000 | 0 | 0 |
| GAMES  ESPORTS EXPRNC ACQ C | *W EXP 12/01/202 | G3731J127 |  | 13545 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 |  | 102238 | 224699 | SH |  | SOLE |  | 224699 | 0 | 0 |
| GELESIS HLDGS INC | *W EXP 01/13/202 | 36850R113 |  | 919 | 141423 | SH |  | SOLE |  | 141423 | 0 | 0 |
| GENESIS GRWT TECH ACQUSTN CO | CLASS A ORD SHS | G3R23D102 |  | 7243712 | 699200 | SH |  | SOLE |  | 699200 | 0 | 0 |
| GENESIS GRWT TECH ACQUSTN CO | *W EXP 99/99/999 | G3R23D128 |  | 71551 | 349200 | SH |  | SOLE |  | 349200 | 0 | 0 |
| GESHER I ACQUISITION CORP | CLASS A ORD | G38537109 |  | 8649457 | 849652 | SH |  | SOLE |  | 849652 | 0 | 0 |
| GESHER I ACQUISITION CORP | *W EXP 04/16/202 | G38537125 |  | 193296 | 424826 | SH |  | SOLE |  | 424826 | 0 | 0 |
| GLOBAL BLOCKCHAIN ACQUI CORP | COMMON STOCK | 37961B104 |  | 3780000 | 375000 | SH |  | SOLE |  | 375000 | 0 | 0 |
| GLOBAL BLOCKCHAIN ACQUI CORP | RIGHT 05/09/2027 | 37961B112 |  | 15038 | 375000 | SH |  | SOLE |  | 375000 | 0 | 0 |
| GLOBAL BLOCKCHAIN ACQUI CORP | *W EXP 05/09/202 | 37961B120 |  | 10313 | 375000 | SH |  | SOLE |  | 375000 | 0 | 0 |
| GLOBAL PARTNER ACQISTN CORP | CL A SHS | G3934P102 |  | 482312 | 47730 | SH |  | SOLE |  | 47730 | 0 | 0 |
| GLOBAL TECHNOLGY ACQSTN CORP | UNIT 10/19/2026 | G3934N123 |  | 153000 | 15000 | SH |  | SOLE |  | 15000 | 0 | 0 |
| GLORY STAR NEW MED GP HLDG L | *W EXP 02/13/202 | G39973113 |  | 1120 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| GOAL ACQUISITIONS CORP | COM | 38021H107 |  | 4273375 | 425000 | SH |  | SOLE |  | 425000 | 0 | 0 |
| GOAL ACQUISITIONS CORP | *W EXP 02/11/202 | 38021H115 |  | 19805 | 425000 | SH |  | SOLE |  | 425000 | 0 | 0 |
| GOGORO INC | *W EXP 04/04/202 | G9491K113 |  | 47341 | 126242 | SH |  | SOLE |  | 126242 | 0 | 0 |
| GOGREEN INVESTMENTS CORP | ORD SHS CL A | G9461B101 |  | 2790875 | 269000 | SH |  | SOLE |  | 269000 | 0 | 0 |
| GOGREEN INVESTMENTS CORP | *W EXP 05/31/202 | G9461B119 |  | 43040 | 134500 | SH |  | SOLE |  | 134500 | 0 | 0 |
| GOLDEN FALCON ACQUISITION CO | *W EXP 11/04/202 | 38102H117 |  | 71250 | 474999 | SH |  | SOLE |  | 474999 | 0 | 0 |
| GREEN VISOR FIN TEC ACQ CORP | CLASS A ORD | G4166K100 |  | 7259000 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| GREEN VISOR FIN TEC ACQ CORP | *W EXP 10/27/202 | G4166K126 |  | 3500 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| GREENLIGHT BIOSCIENCS HLDS P | *W EXP 02/02/202 | 39536G113 |  | 4865 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| GUARDANT HEALTH INC | NOTE11/1 | 40131MAB5 |  | 1260280 | 2000000 | PRN |  | SOLE |  | 2000000 | 0 | 0 |
| HALL OF FAME RESORT  ENTMT | *W EXP 07/01/202 | 40619L110 |  | 6393 | 120619 | SH |  | SOLE |  | 120619 | 0 | 0 |
| HCM ACQUISITION CO | *W EXP 01/20/202 | G4365A127 |  | 1815 | 181549 | SH |  | SOLE |  | 181549 | 0 | 0 |
| HEALTHWELL ACQUISITION CORP | CLASS A COM | 42227R109 |  | 23734291 | 2394984 | SH |  | SOLE |  | 2394984 | 0 | 0 |
| HEALTHWELL ACQUISITION CORP | *W EXP 08/05/202 | 42227R117 |  | 62988 | 1197492 | SH |  | SOLE |  | 1197492 | 0 | 0 |
| HEARTLAND MEDIA ACQUISITION | *W EXP 99/99/999 | 42237V116 |  | 7134 | 182000 | SH |  | SOLE |  | 182000 | 0 | 0 |
| HELIOGEN INC | *W EXP 12/30/202 | 42329E113 |  | 18211 | 233177 | SH |  | SOLE |  | 233177 | 0 | 0 |
| HH ACQUISITION CO | SHS CL A | G39714103 |  | 6708875 | 663588 | SH |  | SOLE |  | 663588 | 0 | 0 |
| HH ACQUISITION CO | *W EXP 02/04/202 | G39714129 |  | 22885 | 456794 | SH |  | SOLE |  | 456794 | 0 | 0 |
| HIPPO HLDGS INC | *W EXP 08/02/202 | 433539111 |  | 1438 | 65362 | SH |  | SOLE |  | 65362 | 0 | 0 |
| HOLLEY INC | *W EXP 11/30/202 | 43538H111 |  | 47447 | 164747 | SH |  | SOLE |  | 164747 | 0 | 0 |
| HORIZON ACQUISITION CORPORAT | *W EXP 10/19/202 | G46044114 |  | 27233 | 66422 | SH |  | SOLE |  | 66422 | 0 | 0 |
| HORIZON SPACE ACQUSTN I CORP | UNIT 03/02/2029 | G4619M133 |  | 4530636 | 448680 | SH |  | SOLE |  | 448680 | 0 | 0 |
| HPX CORP | *W EXP 07/14/202 | G32219126 |  | 95469 | 242800 | SH |  | SOLE |  | 242800 | 0 | 0 |
| IBERE PHARMACEUTICALS | SHS CL A | G46843101 |  | 2557270 | 253446 | SH |  | SOLE |  | 253446 | 0 | 0 |
| IBERE PHARMACEUTICALS | *W EXP 03/01/202 | G46843119 |  | 1242 | 126723 | SH |  | SOLE |  | 126723 | 0 | 0 |
| ICONIC SPORTS ACQUISITION CO | CL A ORD SHS | G4712C107 |  | 9407496 | 910256 | SH |  | SOLE |  | 910256 | 0 | 0 |
| ICONIC SPORTS ACQUISITION CO | *W EXP 10/12/202 | G4712C115 |  | 61169 | 455128 | SH |  | SOLE |  | 455128 | 0 | 0 |
| IG ACQUISITION CORP | *W EXP 10/05/202 | 449534114 |  | 2620 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| INDUSTRIAL TECH ACQSTNS II I | CLASS A COM | 45635R108 |  | 4072000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| INDUSTRIAL TECH ACQSTNS II I | *W EXP 03/31/202 | 45635R116 |  | 14000 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| INFINITE ACQUISITION CORP | UNIT 99/99/9999 | G48028115 |  | 1275000 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| INFINT ACQUISITION CORP | CL A ORD SHS | G47862100 |  | 2072000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| INFINT ACQUISITION CORP | *W EXP 99/99/999 | G47862126 |  | 8000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| INNOVATIVE INTL ACQUSITIN CO | CLASS A ORD | G4809M109 |  | 4113387 | 399358 | SH |  | SOLE |  | 399358 | 0 | 0 |
| INNOVATIVE INTL ACQUSITIN CO | *W EXP 07/01/202 | G4809M125 |  | 5032 | 199679 | SH |  | SOLE |  | 199679 | 0 | 0 |
| INSPIRATO INCORPORATED | *W EXP 02/11/202 | 45791E115 |  | 5383 | 60550 | SH |  | SOLE |  | 60550 | 0 | 0 |
| INTEGRATED RAIL AND RES ACQ | CL A COM | 45827R106 |  | 19223000 | 1880000 | SH |  | SOLE |  | 1880000 | 0 | 0 |
| INTEGRATED RAIL AND RES ACQ | *W EXP 99/99/999 | 45827R114 |  | 124550 | 940000 | SH |  | SOLE |  | 940000 | 0 | 0 |
| INTEGRATED WELLNESS ACQ CORP | UNIT 99/99/9999 | G4828B126 |  | 2054000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| INTELLIGENT MEDI ACQSITN COR | CLASS A COM | 45828D106 |  | 4112000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| INTELLIGENT MEDI ACQSITN COR | *W EXP 11/05/202 | 45828D114 |  | 2140 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| INTERPRIVATE III FINANCIAL P | COM CL A | 46064R106 |  | 318982 | 31520 | SH |  | SOLE |  | 31520 | 0 | 0 |
| INVESTCORP EUROPE ACQUISITIO | CLASS A ORD SHS | G4923T105 |  | 15451009 | 1500098 | SH |  | SOLE |  | 1500098 | 0 | 0 |
| INVESTCORP EUROPE ACQUISITIO | *W EXP 12/15/202 | G4923T113 |  | 21601 | 750049 | SH |  | SOLE |  | 750049 | 0 | 0 |
| INVESTCORP INDIA ACQUISTN CO | UNIT 06/01/2028 | G49219119 |  | 2575000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| IONQ INC | *W EXP 10/01/202 | 46222L116 |  | 165137 | 223369 | SH |  | SOLE |  | 223369 | 0 | 0 |
| IRIS ACQUISITION CORP | *W EXP 02/28/202 | 89601Y119 |  | 14728 | 193796 | SH |  | SOLE |  | 193796 | 0 | 0 |
| JACK CREEK INVESTMENT CORP | *W EXP 10/01/202 | G4989X123 |  | 53688 | 260118 | SH |  | SOLE |  | 260118 | 0 | 0 |
| JACKSON ACQUISITION CO | COM CL A | 46653C106 |  | 4094590 | 405004 | SH |  | SOLE |  | 405004 | 0 | 0 |
| JACKSON ACQUISITION CO | *W EXP 99/99/999 | 46653C114 |  | 1154 | 202502 | SH |  | SOLE |  | 202502 | 0 | 0 |
| JATT ACQUISITION CORP | SHS CL A | G50752107 |  | 510480 | 49998 | SH |  | SOLE |  | 49998 | 0 | 0 |
| JATT ACQUISITION CORP | *W EXP 07/19/202 | G50752123 |  | 3462 | 24999 | SH |  | SOLE |  | 24999 | 0 | 0 |
| JAWS HURRICANE ACQUISITN COR | CLASS A COM | 47201B103 |  | 2160579 | 216708 | SH |  | SOLE |  | 216708 | 0 | 0 |
| JAWS JUGGERNAUT ACQUISITN CO | CLASS A ORD SHS | G50735102 |  | 1005460 | 99996 | SH |  | SOLE |  | 99996 | 0 | 0 |
| JAWS JUGGERNAUT ACQUISITN CO | *W EXP 06/17/202 | G50735110 |  | 1570 | 24999 | SH |  | SOLE |  | 24999 | 0 | 0 |
| JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 |  | 1122302 | 111064 | SH |  | SOLE |  | 111064 | 0 | 0 |
| JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 |  | 12776 | 196549 | SH |  | SOLE |  | 196549 | 0 | 0 |
| JUNIPER II CORP | CL A COM | 48203N103 |  | 3813888 | 375198 | SH |  | SOLE |  | 375198 | 0 | 0 |
| KADEM SUSTAINABLE IMPACT COR | CLASS A COM | 48284E105 |  | 9528500 | 950000 | SH |  | SOLE |  | 950000 | 0 | 0 |
| KADEM SUSTAINABLE IMPACT COR | *W EXP 03/16/202 | 48284E113 |  | 4893 | 475000 | SH |  | SOLE |  | 475000 | 0 | 0 |
| KAIROS ACQUISITION CORP | CL A SHS | G52110114 |  | 503750 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| KAIROS ACQUISITION CORP | *W EXP 11/30/202 | G52110106 |  | 2 | 24900 | SH |  | SOLE |  | 24900 | 0 | 0 |
| KENSINGTON CAPITAL ACQUISITI | *W EXP 99/99/999 | G5251K129 |  | 24000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| KERNEL GROUP HOLDINGS INC | CL A SHS | G5259L103 |  | 2272480 | 224998 | SH |  | SOLE |  | 224998 | 0 | 0 |
| KERNEL GROUP HOLDINGS INC | *W EXP 02/02/202 | G5259L129 |  | 641 | 112499 | SH |  | SOLE |  | 112499 | 0 | 0 |
| KHOSLA VENTURES ACQUISITION | CL A | 482504107 |  | 3604885 | 361392 | SH |  | SOLE |  | 361392 | 0 | 0 |
| KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 |  | 497750 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| KINS TECHNOLOGY GROUP INC | *W EXP 10/14/202 | 49714K117 |  | 18273 | 607078 | SH |  | SOLE |  | 607078 | 0 | 0 |
| L CATTERTON ASIA ACQUISITION | CLASS A ORD SHS | G5346G125 |  | 6338033 | 627528 | SH |  | SOLE |  | 627528 | 0 | 0 |
| L CATTERTON ASIA ACQUISITION | *W EXP 03/08/202 | G5346G117 |  | 5020 | 209176 | SH |  | SOLE |  | 209176 | 0 | 0 |
| LAMF GLOBAL VENTURES CORP I | CLASS A ORD | G5338L108 |  | 2050000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| LAMF GLOBAL VENTURES CORP I | *W EXP 11/05/202 | G5338L124 |  | 8000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| LANDCADIA HOLDINGS IV INC | *W EXP 03/29/202 | 51477A112 |  | 45806 | 508958 | SH |  | SOLE |  | 508958 | 0 | 0 |
| LANDSEA HOMES CORP | *W EXP 01/08/202 | 51509P111 |  | 40487 | 425731 | SH |  | SOLE |  | 425731 | 0 | 0 |
| LANVIN GROUP HOLDINGS LIMITE | *W EXP 99/99/999 | G5380J118 |  | 58318 | 185137 | SH |  | SOLE |  | 185137 | 0 | 0 |
| LATAMGROWTH SPAC | CLASS A ORD SHS | G5380L105 |  | 5140000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| LATAMGROWTH SPAC | *W EXP 01/20/202 | G5380L121 |  | 29875 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| LAVA MEDTECH ACQUISITION COR | CLASS A COM | 519345102 |  | 6114000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| LAVA MEDTECH ACQUISITION COR | *W EXP 10/21/202 | 519345110 |  | 1530 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| LAZARD GROWTH ACQUISITION CO | CL A ORD SHS | G54035103 |  | 3028450 | 299995 | SH |  | SOLE |  | 299995 | 0 | 0 |
| LAZARD GROWTH ACQUISITION CO | *W EXP 02/10/202 | G54035111 |  | 360 | 59999 | SH |  | SOLE |  | 59999 | 0 | 0 |
| LDH GROWTH CORP I | CLASS A ORD SHS | G54094100 |  | 816627 | 81095 | SH |  | SOLE |  | 81095 | 0 | 0 |
| LDH GROWTH CORP I | *W EXP 03/17/202 | G54094126 |  | 2813 | 127876 | SH |  | SOLE |  | 127876 | 0 | 0 |
| LEAD EDGE GROWTH OPRTUNTS LT | COM | G54085108 |  | 5144521 | 510876 | SH |  | SOLE |  | 510876 | 0 | 0 |
| LEAD EDGE GROWTH OPRTUNTS LT | *W EXP 04/01/202 | G54085116 |  | 1989 | 65219 | SH |  | SOLE |  | 65219 | 0 | 0 |
| LEAFLY HOLDINGS INC | *W EXP 02/04/202 | 52178J113 |  | 4552 | 100933 | SH |  | SOLE |  | 100933 | 0 | 0 |
| LEGATO MERGER CORP II | COM | 52473Y104 |  | 5677647 | 558274 | SH |  | SOLE |  | 558274 | 0 | 0 |
| LEGATO MERGER CORP II | *W EXP 09/01/202 | 52473Y112 |  | 106927 | 261692 | SH |  | SOLE |  | 261692 | 0 | 0 |
| LEVERE HOLDINGS CORP | CLASS A ORD SHS | G5462L106 |  | 2519960 | 249996 | SH |  | SOLE |  | 249996 | 0 | 0 |
| LEVERE HOLDINGS CORP | *W EXP 03/09/202 | G5462L122 |  | 2542 | 83332 | SH |  | SOLE |  | 83332 | 0 | 0 |
| LF CAPITAL ACQUISITION CORP | CLASS A COM | 50202D102 |  | 3591000 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| LF CAPITAL ACQUISITION CORP | *W EXP 02/19/202 | 50202D110 |  | 3063 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| LIBERTY RES ACQUISITION CORP | CLASS A COM | 53118A105 |  | 729341 | 71434 | SH |  | SOLE |  | 71434 | 0 | 0 |
| LIBERTY RES ACQUISITION CORP | *W EXP 10/31/202 | 53118A113 |  | 7058 | 71434 | SH |  | SOLE |  | 71434 | 0 | 0 |
| LIGHTJUMP ACQUISITION CORP | *W EXP 01/12/202 | 53228M114 |  | 43787 | 295860 | SH |  | SOLE |  | 295860 | 0 | 0 |
| LIONHEART III CORP | CLASS A COM | 536262108 |  | 4076000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| LIONHEART III CORP | *W EXP 11/09/202 | 536262116 |  | 7600 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| LIV CAPITAL ACQUISITN CORP I | CLASS A ORD SHS | G5510R105 |  | 3889669 | 379110 | SH |  | SOLE |  | 379110 | 0 | 0 |
| LIVE OAK MOBILITY ACQUISI CO | COM CL A | 538126103 |  | 3291504 | 327350 | SH |  | SOLE |  | 327350 | 0 | 0 |
| LIVE OAK MOBILITY ACQUISI CO | *W EXP 03/04/202 | 538126111 |  | 5319 | 37991 | SH |  | SOLE |  | 37991 | 0 | 0 |
| LIVEVOX HOLDING INC | *W EXP 06/18/202 | 53838L118 |  | 21236 | 68504 | SH |  | SOLE |  | 68504 | 0 | 0 |
| LIVEWIRE GROUP INC | *W EXP 09/26/202 | 53838J113 |  | 201549 | 753454 | SH |  | SOLE |  | 753454 | 0 | 0 |
| LOGISTICS INNOVTN TECHNLGS C | CLASS A COM | 54141L100 |  | 3482935 | 349998 | SH |  | SOLE |  | 349998 | 0 | 0 |
| LOGISTICS INNOVTN TECHNLGS C | *W EXP 06/15/202 | 54141L118 |  | 4667 | 116666 | SH |  | SOLE |  | 116666 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE  0.250% 3/1 | 55024UAB5 |  | 37924986 | 35936000 | PRN |  | SOLE |  | 35936000 | 0 | 0 |
| M3 BRIGADE ACQUISITION II CO | COM CL A | 553800103 |  | 2504990 | 249999 | SH |  | SOLE |  | 249999 | 0 | 0 |
| M3 BRIGADE ACQUISITION II CO | *W EXP 03/09/202 | 553800111 |  | 17264 | 330096 | SH |  | SOLE |  | 330096 | 0 | 0 |
| M3 BRIGADE ACQUISITION III | CL A COM | 55407R103 |  | 3548980 | 349998 | SH |  | SOLE |  | 349998 | 0 | 0 |
| M3 BRIGADE ACQUISITION III | *W EXP 07/31/202 | 55407R111 |  | 47833 | 116666 | SH |  | SOLE |  | 116666 | 0 | 0 |
| MACONDRAY CAP ACQUISITN CORP | CLASS A ORD SHS | G5853A107 |  | 7973665 | 782499 | SH |  | SOLE |  | 782499 | 0 | 0 |
| MACONDRAY CAP ACQUISITN CORP | *W EXP 05/31/202 | G5853A115 |  | 78 | 260833 | SH |  | SOLE |  | 260833 | 0 | 0 |
| MAGNUM OPUS ACQUISITION LTD | SHS CL A | G5S70A104 |  | 1310400 | 130000 | SH |  | SOLE |  | 130000 | 0 | 0 |
| MAGNUM OPUS ACQUISITION LTD | *W EXP 03/06/202 | G5S70A112 |  | 1800 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| MARKETWISE INC | COM CL A | 57064P107 |  | 141065 | 83967 | SH |  | SOLE |  | 83967 | 0 | 0 |
| MARLIN TECHNOLOGY CORP | CL A SHS | G58411102 |  | 934414 | 92379 | SH |  | SOLE |  | 92379 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE1/1 | 57164YAD9 |  | 3910828 | 4000000 | PRN |  | SOLE |  | 4000000 | 0 | 0 |
| MCLAREN TECHNOLOGY ACQ CORP | CLASS A COM | 58176U109 |  | 5216820 | 510952 | SH |  | SOLE |  | 510952 | 0 | 0 |
| MCLAREN TECHNOLOGY ACQ CORP | *W EXP 11/01/202 | 58176U117 |  | 4471 | 255476 | SH |  | SOLE |  | 255476 | 0 | 0 |
| MERCADOLIBRE  INC | NOTE  2.000% 8/1 | 58733RAD4 |  | 45652748 | 22500000 | PRN |  | SOLE |  | 22500000 | 0 | 0 |
| MERCATO PARTNERS ACQUISITION | CLASS A COM | 58759A108 |  | 4082527 | 399074 | SH |  | SOLE |  | 399074 | 0 | 0 |
| MERCATO PARTNERS ACQUISITION | *W EXP 99/99/999 | 58759A116 |  | 2993 | 199537 | SH |  | SOLE |  | 199537 | 0 | 0 |
| MERCURY ECOM ACQUISITION COR | *W EXP 07/27/202 | 589381110 |  | 34000 | 850000 | SH |  | SOLE |  | 850000 | 0 | 0 |
| MICROVAST HOLDINGS INC | *W EXP 04/01/202 | 59516C114 |  | 10120 | 54704 | SH |  | SOLE |  | 54704 | 0 | 0 |
| MIDDLEBY CORP | NOTE  1.000% 9/0 | 596278AB7 |  | 61054775 | 51850000 | PRN |  | SOLE |  | 51850000 | 0 | 0 |
| MONEYLION INC | CL A | 60938K106 |  | 12400 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| MONEYLION INC | *W EXP 09/22/202 | 60938K114 |  | 23602 | 566000 | SH |  | SOLE |  | 566000 | 0 | 0 |
| MONGODB INC | NOTE  0.250% 1/1 | 60937PAD8 |  | 2934423 | 2500000 | PRN |  | SOLE |  | 2500000 | 0 | 0 |
| MORINGA ACQUISITION CORP | CL A SHS | G6S23K108 |  | 3600206 | 357518 | SH |  | SOLE |  | 357518 | 0 | 0 |
| MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 |  | 18948 | 178759 | SH |  | SOLE |  | 178759 | 0 | 0 |
| MOTIVE CAPITAL CORP II | UNIT 99/99/9999 | G6293R122 |  | 2069000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| MOUNTAIN  CO I ACQUISITN CO | CLASS A ORD | G6301J104 |  | 4671000 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| MOUNTAIN  CO I ACQUISITN CO | *W EXP 09/30/202 | G6301J112 |  | 5625 | 225000 | SH |  | SOLE |  | 225000 | 0 | 0 |
| MSD ACQUISITION CORP | CLASS A ORD SHS | G5709C109 |  | 703919 | 69764 | SH |  | SOLE |  | 69764 | 0 | 0 |
| MSD ACQUISITION CORP | *W EXP 03/25/202 | G5709C125 |  | 11768 | 162321 | SH |  | SOLE |  | 162321 | 0 | 0 |
| NABORS ENERGY TRANSITION COR | CL A COM | 629567108 |  | 4217868 | 410898 | SH |  | SOLE |  | 410898 | 0 | 0 |
| NABORS ENERGY TRANSITION COR | *W EXP 11/17/202 | 629567116 |  | 11094 | 205449 | SH |  | SOLE |  | 205449 | 0 | 0 |
| NATIONAL ENERGY SERVICES REU | *W EXP 06/06/202 | G6375R115 |  | 18005 | 47519 | SH |  | SOLE |  | 47519 | 0 | 0 |
| NEW VISTA ACQUISITION CORP | CL A SHS | G6529L105 |  | 1656832 | 164124 | SH |  | SOLE |  | 164124 | 0 | 0 |
| NEW VISTA ACQUISITION CORP | *W EXP 02/01/202 | G6529L121 |  | 2681 | 54708 | SH |  | SOLE |  | 54708 | 0 | 0 |
| NEWAMSTERDAM PHARMA COMPANY | *W EXP 11/22/202 | N62509117 |  | 42978 | 51520 | SH |  | SOLE |  | 51520 | 0 | 0 |
| NEWBURY STREET ACQUISITN COR | COM | 65101L104 |  | 3903900 | 390000 | SH |  | SOLE |  | 390000 | 0 | 0 |
| NEWBURY STREET ACQUISITN COR | *W EXP 04/30/202 | 65101L112 |  | 13642 | 194891 | SH |  | SOLE |  | 194891 | 0 | 0 |
| NEWCOURT ACQUISITION CORP | *W EXP 01/22/202 | G6448C129 |  | 5218 | 310573 | SH |  | SOLE |  | 310573 | 0 | 0 |
| NEXTNAV INC | *W EXP 10/28/202 | 65345N114 |  | 85317 | 226787 | SH |  | SOLE |  | 226787 | 0 | 0 |
| NOGIN INC | *W EXP 08/26/202 | 65528N113 |  | 3460 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| NORTH ATLANTIC ACQUISITN COR | CL A SHS | G66139109 |  | 3081467 | 304794 | SH |  | SOLE |  | 304794 | 0 | 0 |
| NORTH ATLANTIC ACQUISITN COR | *W EXP 10/20/202 | G66139125 |  | 2062 | 101598 | SH |  | SOLE |  | 101598 | 0 | 0 |
| NUVATION BIO INC | *W EXP 07/07/202 | 67080N119 |  | 28824 | 215426 | SH |  | SOLE |  | 215426 | 0 | 0 |
| OFFERPAD SOLUTIONS INC | *W EXP 09/01/202 | 67623L117 |  | 11673 | 542937 | SH |  | SOLE |  | 542937 | 0 | 0 |
| OMNIAB INC | *W EXP 11/01/202 | 68218J111 |  | 13624 | 24999 | SH |  | SOLE |  | 24999 | 0 | 0 |
| OMNILIT ACQUISITION CORP | *W EXP 11/08/202 | 68218C116 |  | 1813 | 55784 | SH |  | SOLE |  | 55784 | 0 | 0 |
| ONYX ACQUISITION CO I | SHS CL A | G6755Q109 |  | 2062000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ONYX ACQUISITION CO I | *W EXP 11/30/202 | G6755Q117 |  | 3510 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| OPPFI INC | *W EXP 07/20/202 | 68386H111 |  | 12214 | 118011 | SH |  | SOLE |  | 118011 | 0 | 0 |
| OSIRIS ACQUISITION CORP | *W EXP 05/01/202 | 68829A111 |  | 5137 | 124999 | SH |  | SOLE |  | 124999 | 0 | 0 |
| OTONOMO TECHNOLOGIES LTD | *W EXP 08/13/202 | M7571L111 |  | 6400 | 256000 | SH |  | SOLE |  | 256000 | 0 | 0 |
| OWLET INC | *W EXP 09/14/202 | 69120X115 |  | 886 | 24066 | SH |  | SOLE |  | 24066 | 0 | 0 |
| OXUS ACQUISITION CORP | SHS CL A | G6859L105 |  | 2580000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| OXUS ACQUISITION CORP | *W EXP 99/99/999 | G6859L121 |  | 10000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| P3 HEALTH PARTNERS INC | *W EXP 11/19/202 | 744413113 |  | 11632 | 72700 | SH |  | SOLE |  | 72700 | 0 | 0 |
| PAGAYA TECHNOLOGIES LTD | *W EXP 09/01/202 | M7S64L107 |  | 3875 | 40832 | SH |  | SOLE |  | 40832 | 0 | 0 |
| PALO ALTO NETWORKS INC | NOTE  0.375% 6/0 | 697435AF2 |  | 68019878 | 46000000 | PRN |  | SOLE |  | 46000000 | 0 | 0 |
| PAPAYA GRWT OPPORTUNITY CORP | CLASS A COM | 69882P102 |  | 7004426 | 685700 | SH |  | SOLE |  | 685700 | 0 | 0 |
| PAPAYA GRWT OPPORTUNITY CORP | *W EXP 12/31/202 | 69882P110 |  | 14400 | 342850 | SH |  | SOLE |  | 342850 | 0 | 0 |
| PARABELLUM ACQUISITION CORP | COM CL A | 69901P109 |  | 2035160 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| PATHFINDER ACQUISITION CORP | CL A | G04119106 |  | 1063342 | 105595 | SH |  | SOLE |  | 105595 | 0 | 0 |
| PATHFINDER ACQUISITION CORP | *W EXP 02/19/202 | G04119122 |  | 2242 | 11209 | SH |  | SOLE |  | 11209 | 0 | 0 |
| PATRIA LATIN AMRCN OPPRNTY A | UNIT 04/22/2026 | G69454125 |  | 2582500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| PAYSAFE LIMITED | *W EXP 03/30/202 | G6964L115 |  | 756 | 13148 | SH |  | SOLE |  | 13148 | 0 | 0 |
| PEAR THERAPEUTICS INC | *W EXP 12/03/202 | 704723113 |  | 8120 | 59486 | SH |  | SOLE |  | 59486 | 0 | 0 |
| PEGASUS DIGITAL MOBILITY ACQ | CL A ORD SHS | G69768102 |  | 8705639 | 846852 | SH |  | SOLE |  | 846852 | 0 | 0 |
| PEGASUS DIGITAL MOBILITY ACQ | *W EXP 99/99/999 | G69768110 |  | 10543 | 423426 | SH |  | SOLE |  | 423426 | 0 | 0 |
| PERCEPTION CAPITAL CORP II | *W EXP 10/25/202 | G7007D110 |  | 6500 | 328294 | SH |  | SOLE |  | 328294 | 0 | 0 |
| PERIDOT ACQUISITION CORP II | SHS CL A | G7008B105 |  | 2601280 | 257425 | SH |  | SOLE |  | 257425 | 0 | 0 |
| PERIDOT ACQUISITION CORP II | *W EXP 04/30/202 | G7008B121 |  | 2188 | 51485 | SH |  | SOLE |  | 51485 | 0 | 0 |
| PHOENIX BIOTECH ACQUISITION | *W EXP 09/01/202 | 71902K113 |  | 8620 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| PIONEER MERGER CORP | CL A SHS | G7S24C103 |  | 2026980 | 199998 | SH |  | SOLE |  | 199998 | 0 | 0 |
| PIONEER MERGER CORP | *W EXP 01/07/202 | G7S24C111 |  | 33 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| PLUM ACQUISITION CORP I | CLASS A ORD SHS | G7134L126 |  | 504000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| PLUTONIAN ACQUISITION CORP | UNIT 10/26/2027 | 72942P203 |  | 1878720 | 186381 | SH |  | SOLE |  | 186381 | 0 | 0 |
| PONTEM CORPORATION | SHS CL A | G71707106 |  | 3031470 | 299997 | SH |  | SOLE |  | 299997 | 0 | 0 |
| PONTEM CORPORATION | *W EXP 01/05/202 | G71707122 |  | 9573 | 132770 | SH |  | SOLE |  | 132770 | 0 | 0 |
| POWER  DIGITAL INFRASTRUCTU | UNIT 12/09/2026 | 73919C209 |  | 866554 | 86053 | SH |  | SOLE |  | 86053 | 0 | 0 |
| POWERED BRANDS | CL A | G7209M108 |  | 1009990 | 99999 | SH |  | SOLE |  | 99999 | 0 | 0 |
| POWERED BRANDS | *W EXP 01/07/202 | G7209M116 |  | 10 | 33433 | SH |  | SOLE |  | 33433 | 0 | 0 |
| POWERUP ACQUISITION CORP | CLASS A ORDI SHS | G7207P103 |  | 206072 | 20007 | SH |  | SOLE |  | 20007 | 0 | 0 |
| PRIVETERRA ACQUISITION CORP | CL A | 74275N102 |  | 2396684 | 238476 | SH |  | SOLE |  | 238476 | 0 | 0 |
| PRIVETERRA ACQUISITION CORP | *W EXP 02/28/202 | 74275N110 |  | 3190 | 85056 | SH |  | SOLE |  | 85056 | 0 | 0 |
| PROGRESS ACQUISITION CORP | *W EXP 11/11/202 | 74327P113 |  | 46403 | 822751 | SH |  | SOLE |  | 822751 | 0 | 0 |
| PROOF ACQUISITION CORP I | CL A COM | 74349W104 |  | 6206731 | 610298 | SH |  | SOLE |  | 610298 | 0 | 0 |
| PROOF ACQUISITION CORP I | *W EXP 99/99/999 | 74349W112 |  | 14955 | 487129 | SH |  | SOLE |  | 487129 | 0 | 0 |
| PROSPECTOR CAPITAL CORP | *W EXP 01/11/202 | G7273A113 |  | 1710 | 99998 | SH |  | SOLE |  | 99998 | 0 | 0 |
| QOMOLANGMA ACQUISITION CORP | COM | 74738V105 |  | 1805400 | 180000 | SH |  | SOLE |  | 180000 | 0 | 0 |
| QOMOLANGMA ACQUISITION CORP | RIGHT 09/29/2027 | 74738V121 |  | 19350 | 180000 | SH |  | SOLE |  | 180000 | 0 | 0 |
| QOMOLANGMA ACQUISITION CORP | *W EXP 09/29/202 | 74738V113 |  | 6750 | 180000 | SH |  | SOLE |  | 180000 | 0 | 0 |
| QUANTUM SI INC | *W EXP 06/10/202 | 74765K113 |  | 18000 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| REDWIRE CORPORATION | *W EXP 05/27/202 | 75776W111 |  | 35434 | 202479 | SH |  | SOLE |  | 202479 | 0 | 0 |
| REE AUTOMOTIVE LTD | CLASS A ORD SHS | M8287R103 |  | 6710 | 17263 | SH |  | SOLE |  | 17263 | 0 | 0 |
| RENEW ENERGY GLOBAL PLC | *W EXP 08/21/202 | G7500M120 |  | 270685 | 344866 | SH |  | SOLE |  | 344866 | 0 | 0 |
| REPLIGEN CORP | NOTE  0.375% 7/1 | 759916AB5 |  | 12522707 | 7897000 | PRN |  | SOLE |  | 7897000 | 0 | 0 |
| RESERVOIR MEDIA INC | *W EXP 08/26/202 | 76119X113 |  | 537309 | 424750 | SH |  | SOLE |  | 424750 | 0 | 0 |
| RICE ACQUISITION CORP II | SHS CL A | G75529100 |  | 508459 | 49996 | SH |  | SOLE |  | 49996 | 0 | 0 |
| RICE ACQUISITION CORP II | *W EXP 99/99/999 | G75529126 |  | 15624 | 12499 | SH |  | SOLE |  | 12499 | 0 | 0 |
| RIGEL RESOURCE ACQ CORP | UNIT 99/99/9999 | G7573M122 |  | 516000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| RMG ACQUISITION CORP III | CL A SHS | G76088106 |  | 1764825 | 174995 | SH |  | SOLE |  | 174995 | 0 | 0 |
| ROC ENERGY ACQUISITION CORP | COMMON STOCK | 77118V108 |  | 2457600 | 240000 | SH |  | SOLE |  | 240000 | 0 | 0 |
| ROC ENERGY ACQUISITION CORP | RIGHT 11/30/2028 | 77118V116 |  | 40800 | 240000 | SH |  | SOLE |  | 240000 | 0 | 0 |
| ROCKET INTERNET GRWT OPRT CO | SHS CL A | G7613T103 |  | 2969347 | 294432 | SH |  | SOLE |  | 294432 | 0 | 0 |
| ROIVANT SCIENCES LTD | *W EXP 09/30/202 | G76279119 |  | 75156 | 39144 | SH |  | SOLE |  | 39144 | 0 | 0 |
| ROSE HILL ACQUISITION CORP | *W EXP 10/07/202 | G7637J123 |  | 25000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| ROSS ACQUISITION CORP II | SHS CL A | G7641C106 |  | 1011960 | 99996 | SH |  | SOLE |  | 99996 | 0 | 0 |
| ROSS ACQUISITION CORP II | *W EXP 02/01/202 | G7641C114 |  | 1670 | 33332 | SH |  | SOLE |  | 33332 | 0 | 0 |
| ROTH CH ACQUISITION V CO | COM | 77867R100 |  | 3115215 | 308132 | SH |  | SOLE |  | 308132 | 0 | 0 |
| ROTH CH ACQUISITION V CO | *W EXP 12/10/202 | 77867R118 |  | 6163 | 154066 | SH |  | SOLE |  | 154066 | 0 | 0 |
| RUBICON TECHNOLOGIES INC | *W EXP 04/01/202 | 78112J117 |  | 5332 | 138503 | SH |  | SOLE |  | 138503 | 0 | 0 |
| SARCOS TECHN AND ROBOTICS CO | *W EXP 09/24/202 | 80359A114 |  | 55028 | 948762 | SH |  | SOLE |  | 948762 | 0 | 0 |
| SATELLOGIC INC | *W EXP 01/25/202 | G7823S119 |  | 6510 | 25282 | SH |  | SOLE |  | 25282 | 0 | 0 |
| SCULPTOR ACQUISITION CORP I | UNIT 99/99/9999 | G7T983129 |  | 1028000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SDCL EDGE ACQUISITION CORP | UNIT 99/99/9999 | G79471119 |  | 1223877 | 121296 | SH |  | SOLE |  | 121296 | 0 | 0 |
| SEAPORT GLOBAL ACQUISITION I | CLASS A COM | 81221H105 |  | 5092500 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| SEAPORT GLOBAL ACQUISITION I | *W EXP 11/17/202 | 81221H113 |  | 2175 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| SEMANTIX INC | *W EXP 08/03/202 | G6332A114 |  | 687 | 24999 | SH |  | SOLE |  | 24999 | 0 | 0 |
| SEMPER PARATUS ACQUISITION C | CLASS A ORD | G8028L107 |  | 4126000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| SEMPER PARATUS ACQUISITION C | *W EXP 11/04/202 | G8028L131 |  | 1300 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| SENIOR CONNECT ACQUISITN COR | *W EXP 12/31/202 | 81723H116 |  | 20568 | 342223 | SH |  | SOLE |  | 342223 | 0 | 0 |
| SHAPEWAYS HOLDINGS INC | *W EXP 09/29/202 | 81947T110 |  | 5672 | 417086 | SH |  | SOLE |  | 417086 | 0 | 0 |
| SHARECARE INC | *W EXP 07/01/202 | 81948W112 |  | 10575 | 67399 | SH |  | SOLE |  | 67399 | 0 | 0 |
| SHOULDERUP TECHNOLOGY ACQUIS | CL A COM | 82537G104 |  | 10541680 | 1033498 | SH |  | SOLE |  | 1033498 | 0 | 0 |
| SHOULDERUP TECHNOLOGY ACQUIS | *W EXP 11/17/202 | 82537G112 |  | 8325 | 416249 | SH |  | SOLE |  | 416249 | 0 | 0 |
| SIGNAL HILL ACQUISITION CORP | UNIT 02/10/2027 | 82664R204 |  | 2045000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| SILICON LABORATORIES INC | NOTE  0.625% 6/1 | 826919AD4 |  | 1881558 | 1500000 | PRN |  | SOLE |  | 1500000 | 0 | 0 |
| SILVER SPIKE ACQUISITN CORP | *W EXP 02/26/202 | G8201H113 |  | 1500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| SILVERSPAC INC | CLASS A ORD | G8136V104 |  | 2006986 | 199899 | SH |  | SOLE |  | 199899 | 0 | 0 |
| SITIO ROYALTIES CORP | *W EXP 08/23/202 | 82983N116 |  | 8343 | 91380 | SH |  | SOLE |  | 91380 | 0 | 0 |
| SIZZLE ACQUISITION CORP | *W EXP 11/02/202 | 83014E117 |  | 29500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SKILLSOFT CORP | *W EXP 06/11/202 | 83066P119 |  | 10910 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SKYDECK ACQUISITION CORP | CLASS A ORD SHS | G82220123 |  | 11902768 | 1184355 | SH |  | SOLE |  | 1184355 | 0 | 0 |
| SKYDECK ACQUISITION CORP | *W EXP 05/13/202 | G82220115 |  | 13344 | 444785 | SH |  | SOLE |  | 444785 | 0 | 0 |
| SLAM CORP | CL A SHS | G8210L105 |  | 3693287 | 365672 | SH |  | SOLE |  | 365672 | 0 | 0 |
| SLAM CORP | *W EXP 02/23/202 | G8210L121 |  | 5433 | 72443 | SH |  | SOLE |  | 72443 | 0 | 0 |
| SNAP INC | NOTE  0.250% 5/0 | 83304AAD8 |  | 19123894 | 21047000 | PRN |  | SOLE |  | 21047000 | 0 | 0 |
| SOUND POINT ACQUISITION CORP | CLASS A ORD SHS | G8274F101 |  | 5155000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| SOUND POINT ACQUISITION CORP | *W EXP 02/25/202 | G8274F119 |  | 25000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| SOUTHPORT ACQUISITION CORP | CL A COM | 84465L105 |  | 7526848 | 739376 | SH |  | SOLE |  | 739376 | 0 | 0 |
| SOUTHPORT ACQUISITION CORP | *W EXP 99/99/999 | 84465L113 |  | 8392 | 369688 | SH |  | SOLE |  | 369688 | 0 | 0 |
| SPIRE GLOBAL INC | COM CL A | 848560108 |  | 85614 | 89181 | SH |  | SOLE |  | 89181 | 0 | 0 |
| SPIRIT AIRLS INC | NOTE  4.750% 5/1 | 848577AA0 |  | 5732521 | 3272000 | PRN |  | SOLE |  | 3272000 | 0 | 0 |
| SPREE ACQUISITION CORP 1 LTD | CL A ORD SHS | G83745102 |  | 2409540 | 234848 | SH |  | SOLE |  | 234848 | 0 | 0 |
| SPREE ACQUISITION CORP 1 LTD | *W EXP 12/22/202 | G83745128 |  | 4732 | 117424 | SH |  | SOLE |  | 117424 | 0 | 0 |
| SPRING VALLEY ACQUISTN CORP | UNIT 10/12/2027 | G83752124 |  | 1453200 | 140000 | SH |  | SOLE |  | 140000 | 0 | 0 |
| SPRINGBIG HOLDINGS INC | *W EXP 06/14/202 | 85021Q116 |  | 12218 | 425730 | SH |  | SOLE |  | 425730 | 0 | 0 |
| SPRINGWATER SPL SITUATIONS C | COM | 85205U107 |  | 188621 | 18620 | SH |  | SOLE |  | 18620 | 0 | 0 |
| ST ENERGY TRANSITION I LTD | UNIT 99/99/9999 | G8465L123 |  | 1337047 | 130571 | SH |  | SOLE |  | 130571 | 0 | 0 |
| ST ENERGY TRANSITION I LTD | *W EXP 12/02/202 | G8465L115 |  | 5406 | 90106 | SH |  | SOLE |  | 90106 | 0 | 0 |
| STRATIM CLOUD ACQUISITION CO | *W EXP 03/05/202 | 86309R115 |  | 4889 | 581989 | SH |  | SOLE |  | 581989 | 0 | 0 |
| STRIDE INC | NOTE  1.125% 9/0 | 86333MAA6 |  | 7378223 | 8250000 | PRN |  | SOLE |  | 8250000 | 0 | 0 |
| SUNLIGHT FINANCIAL HOLDINGS | *W EXP 07/09/202 | 86738J114 |  | 139075 | 848016 | SH |  | SOLE |  | 848016 | 0 | 0 |
| SURROZEN INC | *W EXP 08/01/203 | 86889P117 |  | 1545 | 18090 | SH |  | SOLE |  | 18090 | 0 | 0 |
| SUSTAINABLE DEVELP ACQU I CO | COM CL A | 86934L103 |  | 6169174 | 613238 | SH |  | SOLE |  | 613238 | 0 | 0 |
| SUSTAINABLE DEVELP ACQU I CO | *W EXP 02/04/202 | 86934L111 |  | 12265 | 306619 | SH |  | SOLE |  | 306619 | 0 | 0 |
| SWVL HOLDINGS CORP | *W EXP 03/31/202 | G86302117 |  | 381 | 20805 | SH |  | SOLE |  | 20805 | 0 | 0 |
| TABOOLA.COM LTD | *W EXP 06/29/202 | M8744T114 |  | 8224 | 17596 | SH |  | SOLE |  | 17596 | 0 | 0 |
| TAILWIND ACQUISITION CORP | *W EXP 09/07/202 | 87403Q110 |  | 61286 | 975896 | SH |  | SOLE |  | 975896 | 0 | 0 |
| TAILWIND INTERNATNAL ACQ COR | COM CL A | G8662F101 |  | 4522459 | 448212 | SH |  | SOLE |  | 448212 | 0 | 0 |
| TALKSPACE INC | *W EXP 06/21/202 | 87427V111 |  | 6338 | 97500 | SH |  | SOLE |  | 97500 | 0 | 0 |
| TALON 1 ACQUISITION CORP | CLASS A ORD | G86656108 |  | 7004831 | 675490 | SH |  | SOLE |  | 675490 | 0 | 0 |
| TALON 1 ACQUISITION CORP | *W EXP 07/30/202 | G86656116 |  | 5066 | 337745 | SH |  | SOLE |  | 337745 | 0 | 0 |
| TASTEMAKER ACQUISITION CORP | *W EXP 01/07/202 | 876545112 |  | 10198 | 67939 | SH |  | SOLE |  | 67939 | 0 | 0 |
| TCV ACQUISITION CORP | CL A SHS | G8704C124 |  | 250125 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| TECHNOLOGY  TELECOM ACQ COR | CLASS A ORD SHS | G87119106 |  | 3088500 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| TECHNOLOGY  TELECOM ACQ COR | *W EXP 04/15/202 | G87119114 |  | 9030 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| TEMPO AUTOMATION HOLDINGS IN | *W EXP 09/30/202 | 88024M116 |  | 26067 | 442567 | SH |  | SOLE |  | 442567 | 0 | 0 |
| TERRAN ORBITAL CORPORATION | *W EXP 03/25/202 | 88105P111 |  | 23249 | 232957 | SH |  | SOLE |  | 232957 | 0 | 0 |
| THE LION ELECTRIC COMPANY | COMMON STOCK | 536221104 |  | 71120 | 31750 | SH |  | SOLE |  | 31750 | 0 | 0 |
| THE LION ELECTRIC COMPANY | *W EXP 12/16/202 | 536221120 |  | 325375 | 475000 | SH |  | SOLE |  | 475000 | 0 | 0 |
| THRIVE ACQUISITION CORPORATI | UNIT 10/31/2028 | G7158C127 |  | 2070000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| TIO TECH A | *W EXP 04/12/202 | G8T10C114 |  | 5699 | 303156 | SH |  | SOLE |  | 303156 | 0 | 0 |
| TKB CRITICAL TECHNOLOGIES 1 | CLASS A ORD | G88935112 |  | 9250904 | 898146 | SH |  | SOLE |  | 898146 | 0 | 0 |
| TKB CRITICAL TECHNOLOGIES 1 | *W EXP 10/20/202 | G88935120 |  | 6736 | 449073 | SH |  | SOLE |  | 449073 | 0 | 0 |
| TLG ACQUISITION ONE CORP | COM CL A | 87257M108 |  | 157987 | 15527 | SH |  | SOLE |  | 15527 | 0 | 0 |
| TLGY ACQUISITION CORPORATION | CLASS A ORD SHS | G8656T109 |  | 18262246 | 1779946 | SH |  | SOLE |  | 1779946 | 0 | 0 |
| TLGY ACQUISITION CORPORATION | *W EXP 11/09/202 | G8656T125 |  | 16553 | 889973 | SH |  | SOLE |  | 889973 | 0 | 0 |
| TORTOISEECOFIN ACQUISITION C | SHS CL A | G8956E109 |  | 945250 | 95000 | SH |  | SOLE |  | 95000 | 0 | 0 |
| TRINE II ACQUISITION CORP | CL A ORD SHS | G9059F100 |  | 11313500 | 1100000 | SH |  | SOLE |  | 1100000 | 0 | 0 |
| TRINE II ACQUISITION CORP | *W EXP 99/99/999 | G9059F118 |  | 38500 | 550000 | SH |  | SOLE |  | 550000 | 0 | 0 |
| TWIN RIDGE CAPITAL ACQUIS CO | SHS CL A | G9151L104 |  | 2016980 | 199998 | SH |  | SOLE |  | 199998 | 0 | 0 |
| TWIN RIDGE CAPITAL ACQUIS CO | *W EXP 03/07/202 | G9151L120 |  | 2007 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| TZP STRATEGIES ACQUISTN CORP | CL A SHS | G91595101 |  | 2824930 | 279696 | SH |  | SOLE |  | 279696 | 0 | 0 |
| TZP STRATEGIES ACQUISTN CORP | *W EXP 01/06/202 | G91595119 |  | 615 | 93232 | SH |  | SOLE |  | 93232 | 0 | 0 |
| VAHANNA TECH EDGE ACQSTN I C | CLASS A ORD | G9320Z109 |  | 5120000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| VAHANNA TECH EDGE ACQSTN I C | *W EXP 11/30/202 | G9320Z117 |  | 2100 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| VELO3D INC | *W EXP 09/29/202 | 92259N112 |  | 29256 | 151192 | SH |  | SOLE |  | 151192 | 0 | 0 |
| VERTICAL AEROSPACE LTD | *W EXP 09/15/202 | G9471C115 |  | 49715 | 161152 | SH |  | SOLE |  | 161152 | 0 | 0 |
| VICARIOUS SURGICAL INC | *W EXP 09/17/202 | 92561V117 |  | 42698 | 251166 | SH |  | SOLE |  | 251166 | 0 | 0 |
| VINTAGE WINE ESTATES INC | *W EXP 06/08/202 | 92747V114 |  | 29990 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| VMG CONSUMER ACQUISITION COR | UNIT 11/08/2026 | 91842V201 |  | 1272022 | 125199 | SH |  | SOLE |  | 125199 | 0 | 0 |
| VMG CONSUMER ACQUISITION COR | *W EXP 11/03/202 | 91842V110 |  | 15616 | 512000 | SH |  | SOLE |  | 512000 | 0 | 0 |
| VPC IMPACT ACQUISITION HLDG | CLASS A ORD | G9460L126 |  | 1421070 | 140700 | SH |  | SOLE |  | 140700 | 0 | 0 |
| VPC IMPACT ACQUISITION HLDG | *W EXP 03/05/202 | G9460L118 |  | 429 | 35175 | SH |  | SOLE |  | 35175 | 0 | 0 |
| WESTERN ACQSTN VENTURES CORP | *W EXP 09/01/202 | 95758L115 |  | 14075 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| WESTROCK COFFEE CO | *W EXP 08/29/202 | 96145W111 |  | 1250107 | 559332 | SH |  | SOLE |  | 559332 | 0 | 0 |
| WHEELS UP EXPERIENCE INC | *W EXP 07/13/202 | 96328L114 |  | 40848 | 680800 | SH |  | SOLE |  | 680800 | 0 | 0 |
| WORLD QUANTUM GROWTH ACQUISI | UNIT 99/99/9999 | G5596W119 |  | 3558293 | 356900 | SH |  | SOLE |  | 356900 | 0 | 0 |
| XOS INC | *W EXP 99/99/999 | 98423B116 |  | 1287 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| ZEROFOX HLDGS INC | *W EXP 08/03/202 | 98955G111 |  | 73180 | 424230 | SH |  | SOLE |  | 424230 | 0 | 0 |
| ZIMMER ENERGY TRANSITION ACQ | COM CL A | 989570106 |  | 3979990 | 399999 | SH |  | SOLE |  | 399999 | 0 | 0 |
| ZIMMER ENERGY TRANSITION ACQ | *W EXP 06/16/202 | 989570114 |  | 21347 | 133333 | SH |  | SOLE |  | 133333 | 0 | 0 |

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