Chief Operating Officer

0000919574-23-006259.txt : 20231114 0000919574-23-006259.hdr.sgml : 20231114 20231113185803 ACCESSION NUMBER: 0000919574-23-006259 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230930 FILED AS OF DATE: 20231114 DATE AS OF CHANGE: 20231113 EFFECTIVENESS DATE: 20231114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Flow State Investments, L.P. CENTRAL INDEX KEY: 0001850755 IRS NUMBER: 853327500 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-22954 FILM NUMBER: 231400889 BUSINESS ADDRESS: STREET 1: 155 N WACKER DRIVE, STE 1760 CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 773-938-9600 MAIL ADDRESS: STREET 1: 155 N WACKER DRIVE, STE 1760 CITY: CHICAGO STATE: IL ZIP: 60606 13F-HR 1 primary_doc.xml X0202 13F-HR LIVE false false false 0001850755 XXXXXXXX 09-30-2023 09-30-2023 false Flow State Investments, L.P.

155 N Wacker Drive, Ste 1760 Chicago IL 60606

13F HOLDINGS REPORT 028-22954 000318195 802-123737 N Sean Stephens Chief Operating Officer 7739389602 /s/ Sean Stephens Chicago IL 11-13-2023 0 225 322809434 INFORMATION TABLE 2 infotable.xml 10X CAPITAL VENTURE ACQ III *W EXP 06/30/202 G87077114 16326 90700 SH SOLE 90700 0 0 7GC & CO HOLDINGS INC *W EXP 12/28/202 81786A115 8690 101400 SH SOLE 101400 0 0 ABCAM PLC ADS 000380204 1018350 45000 SH SOLE 45000 0 0 ACCRETION ACQUISITION CORP *W EXP 03/01/202 00438Y115 2712 120000 SH SOLE 120000 0 0 ACROPOLIS INFRASTRUCTURE ACQ *W EXP 03/30/202 005029111 5700 95000 SH SOLE 95000 0 0 ACTIVISION BLIZZARD INC COM 00507V109 25674001 274207 SH SOLE 274207 0 0 ACTIVISION BLIZZARD INC COM 00507V109 795855 8500 SH Put SOLE 8500 0 0 ADVENT CONV & INCOME FD COM 00764C109 148601 14166 SH SOLE 14166 0 0 AIRBNB INC NOTE 3/1 009066AB7 1765000 2000000 PRN SOLE 2000000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 3553200 3000000 PRN SOLE 3000000 0 0 ALBERTSONS COS INC COMMON STOCK 013091103 5539625 243500 SH SOLE 243500 0 0 ALBERTSONS COS INC COMMON STOCK 013091103 5460000 240000 SH Put SOLE 240000 0 0 ALLSPRING INCOME OPPORTUNIT INC OPPTY FD 94987B105 114668 18798 SH SOLE 18798 0 0 ALTC ACQUISITION CORP COM CL A 02156V109 3863655 373300 SH SOLE 373300 0 0 ALTENERGY ACQUISITION CORP *W EXP 10/29/202 02157M116 7151 96763 SH SOLE 96763 0 0 ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 4097 68281 SH SOLE 68281 0 0 AMEDISYS INC COM 023436108 747200 8000 SH SOLE 8000 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 5360000 5000000 PRN SOLE 5000000 0 0 ANDRETTI ACQUISITION CORP CL A ORD SHS G26735103 1075000 100000 SH SOLE 100000 0 0 ANDRETTI ACQUISITION CORP *W EXP 99/99/999 G26735129 45670 144800 SH SOLE 144800 0 0 ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 10680 120000 SH SOLE 120000 0 0 AP ACQUISITION CORP CL A ORD SHS G04058106 2426147 220860 SH SOLE 220860 0 0 APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 2627500 250000 SH SOLE 250000 0 0 APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 7458 95000 SH SOLE 95000 0 0 ARES ACQUISITION CORP II SHS CLASS A G33033104 2062195 200798 SH SOLE 200798 0 0 ARES ACQUISITION CORP II *W EXP 99/99/999 G33033120 24675 104999 SH SOLE 104999 0 0 ARES ACQUISITION CORPORATION COM CL A G33032106 8082266 751140 SH SOLE 751140 0 0 ARES ACQUISITION CORPORATION *W EXP 02/02/202 G33032122 46270 70000 SH SOLE 70000 0 0 ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110 17297 96095 SH SOLE 96095 0 0 ATHENA CONSUMER ACQ CORP *W EXP 07/31/202 04684M114 12384 34400 SH SOLE 34400 0 0 ATHENA TECHNOLOGY ACQ CORP I *W EXP 10/17/202 04687C113 30019 230917 SH SOLE 230917 0 0 ATLANTIC COASTAL ACQUISTN CO *W EXP 03/02/202 048453112 2240 80000 SH SOLE 80000 0 0 ATLANTIC COASTAL AQSTN CORP *W EXP 01/13/202 04845A116 10800 135000 SH SOLE 135000 0 0 AURORA TECHNOLOGY ACQUISITIO *W EXP 01/27/202 G06984127 990 60000 SH SOLE 60000 0 0 BANYAN ACQUISITION CORPORATI *W EXP 09/30/202 06690B115 9297 51222 SH SOLE 51222 0 0 BATTERY FUTURE ACQUISITION C *W EXP 99/99/999 G0888J124 29216 265600 SH SOLE 265600 0 0 BATTERY FUTURE ACQUISITION C CL A ORD SHS G0888J108 2176000 200000 SH SOLE 200000 0 0 BEARD ENERGY TRANSITION ACQ *W EXP 99/99/999 07402Q119 3336 111200 SH SOLE 111200 0 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 1738000 2000000 PRN SOLE 2000000 0 0 BITE ACQUISITION CORP *W EXP 02/12/203 09175K113 3606 60000 SH SOLE 60000 0 0 BLACK MOUNTAIN ACQ CORP *W EXP 10/15/202 09216A116 8187 174195 SH SOLE 174195 0 0 BLACKLINE INC NOTE 3/1 09239BAD1 2584554 3000000 PRN SOLE 3000000 0 0 BLACKROCK ENHANCED EQUITY DI COM 09251A104 861148 113160 SH SOLE 113160 0 0 BLACKROCK SCIENCE & TECHNOLO SHS BEN INT 09260K101 516137 31281 SH SOLE 31281 0 0 BLACKROCK SCIENCE & TECHNOLO SHS 09258G104 425040 13532 SH SOLE 13532 0 0 BLEUACACIA LTD RIGHT 10/30/2026 G11728139 10331 217500 SH SOLE 217500 0 0 BLOCKCHAIN COINVSTRS ACQ CRP *W EXP 11/01/202 G11765115 1726 39500 SH SOLE 39500 0 0 BLUE OCEAN ACQUISITION CORP *W EXP 12/02/202 G1330L121 4401 78452 SH SOLE 78452 0 0 BLUESCAPE OPPORTUNITIES ACQU *W EXP 10/28/202 G1195N113 914 105000 SH SOLE 105000 0 0 BNY MELLON HIGH YIELD STRATE SH BEN INT 09660L105 42843 20020 SH SOLE 20020 0 0 BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 8375000 5000000 PRN SOLE 5000000 0 0 BOX INC NOTE 1/1 10316TAB0 8749263 8075000 PRN SOLE 8075000 0 0 BRIDGETOWN HOLDINGS LTD *W EXP 09/30/202 G1355U121 18955 55749 SH SOLE 55749 0 0 BROADCOM INC COM 11135F101 747522 900 SH Call SOLE 900 0 0 BROADCOM INC COM 11135F101 627918 756 SH SOLE 756 0 0 BURTECH ACQUISITION CORP *W EXP 12/18/202 123013112 3648 160000 SH SOLE 160000 0 0 BYTE ACQUISITION CORP *W EXP 03/18/202 G1R25Q113 25300 110000 SH SOLE 110000 0 0 CALAMOS GBL DYN INCOME FUND COM 12811L107 71610 12926 SH SOLE 12926 0 0 CANNA GLOBAL ACQUISITION COR *W EXP 11/30/202 13767K119 2024 115000 SH SOLE 115000 0 0 CAPRI HOLDINGS LIMITED SHS G1890L107 1315250 25000 SH SOLE 25000 0 0 CC NEUBERGER PRINCIPAL HOLDN *W EXP 02/05/202 G1992N126 21999 118914 SH SOLE 118914 0 0 CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 3750 75000 SH SOLE 75000 0 0 CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 7451 29804 SH SOLE 29804 0 0 CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 23292 125903 SH SOLE 125903 0 0 CHURCHILL CAPITAL CORP V COM CL A 17144T107 2402400 231000 SH SOLE 231000 0 0 CHURCHILL CAPITAL CORP VI COM CL A 17143W101 1776500 170000 SH SOLE 170000 0 0 CHURCHILL CAPITAL CORP VI *W EXP 02/17/202 17143W119 18448 115300 SH SOLE 115300 0 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 3111717 297772 SH SOLE 297772 0 0 CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 57517 186742 SH SOLE 186742 0 0 CIRCOR INTL INC COM 17273K109 3233500 58000 SH SOLE 58000 0 0 CLEAN EARTH ACQUISITIONS COR *W EXP 99/99/999 184493112 4000 80000 SH SOLE 80000 0 0 CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 72865 16448 SH SOLE 16448 0 0 COHEN & STEERS INFRASTRUCTUR COM 19248A109 444094 22681 SH SOLE 22681 0 0 COLISEUM ACQUISITION CORP *W EXP 08/22/202 G2263T107 2640 22000 SH SOLE 22000 0 0 CONCORD ACQUISITION CORP II COM CL A 20607U108 2313000 225000 SH SOLE 225000 0 0 CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114 9300 155000 SH SOLE 155000 0 0 CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 743 27628 SH SOLE 27628 0 0 CONX CORP *W EXP 10/30/202 212873111 21345 142303 SH SOLE 142303 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 6069 75863 SH SOLE 75863 0 0 COTY INC COM CL A 222070203 547809 49937 SH SOLE 49937 0 0 CRIXUS BH3 ACQUISITION CO *W EXP 10/04/202 22677T110 2731 54514 SH SOLE 54514 0 0 CSLM ACQUISITION CORP RIGHT 07/01/2023 G2365L127 5600 70000 SH SOLE 70000 0 0 CSLM ACQUISITION CORP *W EXP 06/01/202 G2365L119 4480 128000 SH SOLE 128000 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 2893750 2500000 PRN SOLE 2500000 0 0 DENBURY INC COM 24790A101 3332340 34000 SH SOLE 34000 0 0 DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 1624 20300 SH SOLE 20300 0 0 DROPBOX INC NOTE 3/0 26210CAC8 1420500 1500000 PRN SOLE 1500000 0 0 DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 1050 15000 SH SOLE 15000 0 0 EATON VANCE RISK-MANAGED DIV COM 27829G106 163162 21245 SH SOLE 21245 0 0 EATON VANCE TAX-MANAGED DIVE COM 27828N102 145935 12646 SH SOLE 12646 0 0 EATON VANCE TAX-MANAGED GLOB COM 27829F108 143958 19533 SH SOLE 19533 0 0 EG ACQUISITION CORP *W EXP 05/28/202 26846A118 2227 13041 SH SOLE 13041 0 0 ELECTRIQ PWR HLDGS INC *W EXP 07/31/202 285046116 1466 51605 SH SOLE 51605 0 0 ENPHYS ACQUISITION CORP CL A ORD SHS G3167L109 4278372 407464 SH SOLE 407464 0 0 ENPHYS ACQUISITION CORP *W EXP 99/99/999 G3167L117 13650 195000 SH SOLE 195000 0 0 ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111 1980 55000 SH SOLE 55000 0 0 ESH ACQUISITION CORP RIGHT 99/99/9999 296424112 15750 75000 SH SOLE 75000 0 0 ESH ACQUISITION CORP COM 296424104 759000 75000 SH SOLE 75000 0 0 EVE MOBILITY ACQUISITION COR *W EXP 12/31/202 G3218G117 2513 62662 SH SOLE 62662 0 0 EXCELFIN ACQUISITION CORP *W EXP 10/25/202 30069X110 675 15000 SH SOLE 15000 0 0 FIRST TR HIGH INCOME LONG / COM 33738E109 160532 14975 SH SOLE 14975 0 0 FLAHERTY & CRUMRINE PFD SECS COM 338478100 208558 16080 SH SOLE 16080 0 0 FRONTIER INVESTMENT CORP *W EXP 06/29/202 G36816125 2453 20999 SH SOLE 20999 0 0 FTAC EMERALD ACQUISITION COR *W EXP 10/19/202 29103K118 6650 95000 SH SOLE 95000 0 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 2078 75000 SH SOLE 75000 0 0 GOLDEN ARROW MERGER CORP *W EXP 07/31/202 380799114 3479 96095 SH SOLE 96095 0 0 GORES HOLDINGS IX INC CLASS A COM 38287A101 779250 75000 SH SOLE 75000 0 0 GORES HOLDINGS IX INC *W EXP 01/14/202 38287A119 12729 63643 SH SOLE 63643 0 0 HANCOCK JOHN PREM DIVID FD COM SH BEN INT 41013T105 146715 15251 SH SOLE 15251 0 0 HANCOCK JOHN TAX-ADVANTAGED COM 41013V100 252991 14245 SH SOLE 14245 0 0 HAYMAKER ACQUISITION CORP IV CLASS A G4375F108 254250 25000 SH SOLE 25000 0 0 HAYMAKER ACQUISITION CORP IV *W EXP 05/31/202 G4375F116 3625 12500 SH SOLE 12500 0 0 HENNESSY CAPITAL INVST CORP *W EXP 06/10/202 42600H116 20644 172037 SH SOLE 172037 0 0 HORIZON THERAPEUTICS PUB L SHS G46188101 13875280 119935 SH SOLE 119935 0 0 HOSTESS BRANDS INC CL A 44109J106 1665500 50000 SH Call SOLE 50000 0 0 INCEPTION GROWTH ACQUSTN LTD RIGHT 12/08/2026 45333D120 3563 17467 SH SOLE 17467 0 0 INFLECTION PT ACQUISITN CRP CL A ORD SHS G4790U102 3065520 300000 SH SOLE 300000 0 0 INFLECTION PT ACQUISITN CRP *W EXP 08/31/202 G4790U110 25800 150000 SH SOLE 150000 0 0 INSIGHT ACQUISITION CORP *W EXP 08/26/202 45784L118 370 14247 SH SOLE 14247 0 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 4915000 5000000 PRN SOLE 5000000 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 3668000 4000000 PRN SOLE 4000000 0 0 INTEGRATED RAIL AND RES ACQ CL A COM 45827R106 943731 86740 SH SOLE 86740 0 0 INTEGRATED RAIL AND RES ACQ *W EXP 99/99/999 45827R114 9385 36819 SH SOLE 36819 0 0 INTERDIGITAL INC NOTE 3.500% 6/0 45867GAD3 6500450 5500000 PRN SOLE 5500000 0 0 INTERNATIONAL MEDIA ACQUISIT RIGHT 99/99/9999 459867123 1302 14935 SH SOLE 14935 0 0 INTERNATIONAL MEDIA ACQUISIT *W EXP 07/21/202 459867115 408 20411 SH SOLE 20411 0 0 INTUITIVE MACHINES INC *W EXP 02/13/202 46125A118 20902 72076 SH SOLE 72076 0 0 INVESTCORP EUROPE ACQUISITIO *W EXP 12/15/202 G4923T113 27500 92376 SH SOLE 92376 0 0 INVESTCORP EUROPE ACQUISITIO CLASS A ORD SHS G4923T105 980100 90000 SH SOLE 90000 0 0 INVESTCORP INDIA ACQUISTN CO CLASS A ORD SHS G49219101 1081000 100000 SH SOLE 100000 0 0 INVESTCORP INDIA ACQUISTN CO *W EXP 06/01/202 G49219127 798 11400 SH SOLE 11400 0 0 ISHARES TR IBOXX HI YD ETF 464288513 2948800 40000 SH Put SOLE 40000 0 0 ISRAEL ACQUISITIONS CORP CLASS A ORD G49667101 633300 60000 SH SOLE 60000 0 0 ISRAEL ACQUISITIONS CORP *W EXP 99/99/999 G49667119 15813 115006 SH SOLE 115006 0 0 IX ACQUISITION CORP *W EXP 07/31/202 G5000D111 2409 80300 SH SOLE 80300 0 0 J P MORGAN EXCHANGE TRADED F EQUITY PREMIUM 46641Q332 680212 12700 SH Call SOLE 12700 0 0 JAGUAR GLOBAL GROWTH CORP I CLASS A ORD SHS G5S11A106 3123138 290795 SH SOLE 290795 0 0 JAGUAR GLOBAL GROWTH CORP I *W EXP 11/23/202 G5S11A130 1848 21000 SH SOLE 21000 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 9676 241907 SH SOLE 241907 0 0 KEEN VISION ACQUISITION CORP UNIT 99/99/9999 G52443101 1360775 132500 SH SOLE 132500 0 0 KENSINGTON CAPITAL ACQUISITI *W EXP 99/99/999 G5251K129 40460 350000 SH SOLE 350000 0 0 KENVUE INC COM 49177J102 200800 10000 SH SOLE 10000 0 0 KENVUE INC COM 49177J102 200800 10000 SH Put SOLE 10000 0 0 KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 6249 105027 SH SOLE 105027 0 0 KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117 3077 85000 SH SOLE 85000 0 0 L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 24154 46900 SH SOLE 46900 0 0 LEARN CW INVESTMENT COR CL A ORD SHS G54157105 1706751 160108 SH SOLE 160108 0 0 LEARN CW INVESTMENT COR *W EXP 10/08/202 G54157113 1001 35014 SH SOLE 35014 0 0 LF CAPITAL ACQUISITION CORP *W EXP 02/19/202 50202D110 207 56000 SH SOLE 56000 0 0 LIBERTY ALL-STAR GROWTH FD I COM 529900102 67466 13657 SH SOLE 13657 0 0 LIVE OAK CRESTVIEW CLIMATE A CL A COM 538086109 810161 78428 SH SOLE 78428 0 0 LIVE OAK CRESTVIEW CLIMATE A *W EXP 09/27/202 538086117 1582 20702 SH SOLE 20702 0 0 LIVEWIRE GROUP INC *W EXP 09/26/202 53838J113 70020 200000 SH SOLE 200000 0 0 MARBLEGATE ACQUISITION CORP *W EXP 08/31/202 56608A113 930 18600 SH SOLE 18600 0 0 METALS ACQUISITION LIMITED ORD SHS G60409110 174644 14578 SH SOLE 14578 0 0 MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 5622500 5000000 PRN SOLE 5000000 0 0 MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112 3015 20100 SH SOLE 20100 0 0 NABORS ENERGY TRANSITION COR UNIT 99/99/9999 G6363K122 256750 25000 SH SOLE 25000 0 0 NABORS ENERGY TRANSITION COR *W EXP 11/17/202 629567116 18031 94900 SH SOLE 94900 0 0 NATIONAL INSTRS CORP COM 636518102 3815680 64000 SH SOLE 64000 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 4086250 3500000 PRN SOLE 3500000 0 0 NET POWER INC COM CL A 64107A105 160604 10636 SH SOLE 10636 0 0 NEW RELIC INC COM 64829B100 2654220 31000 SH SOLE 31000 0 0 NEWCOURT ACQUISITION CORP *W EXP 01/22/202 G6448C129 1493 54900 SH SOLE 54900 0 0 NUVEEN FLOATING RATE INCOME COM 67072T108 100860 12285 SH SOLE 12285 0 0 NUVEEN PFD & INCOME OPPORTUN COM 67073B106 81024 12800 SH SOLE 12800 0 0 ON SEMICONDUCTOR CORP NOTE 5/0 682189AS4 11552000 6400000 PRN SOLE 6400000 0 0 ONYX ACQUISITION CO I *W EXP 11/30/202 G6755Q117 4155 112000 SH SOLE 112000 0 0 PAPAYA GRWT OPPORTUNITY CORP *W EXP 12/31/202 69882P110 3723 63859 SH SOLE 63859 0 0 PATRIA LATIN AMRCN OPPRNTY A *W EXP 02/23/202 G69454117 4089 68154 SH SOLE 68154 0 0 PEGASUS DIGITAL MOBILITY ACQ *W EXP 99/99/999 G69768110 10392 86600 SH SOLE 86600 0 0 PERCEPTION CAPITAL CORP II *W EXP 10/25/202 G7007D110 4988 52500 SH SOLE 52500 0 0 PLUM ACQUISITION CORP I *W EXP 03/18/202 G7134L118 3360 55994 SH SOLE 55994 0 0 PONO CAP THREE INC ORD SHS CL A G71704103 1234772 117040 SH SOLE 117040 0 0 PONO CAP THREE INC *W EXP 01/11/202 G71704111 6500 100000 SH SOLE 100000 0 0 POST HLDGS INC NOTE 2.500% 8/1 737446AT1 4035825 4050000 PRN SOLE 4050000 0 0 POWER & DIGITAL INFRASTRUCTU *W EXP 12/09/202 73919C118 3739 37390 SH SOLE 37390 0 0 POWERUP ACQUISITION CORP *W EXP 05/23/202 G7207P129 4876 96168 SH SOLE 96168 0 0 PRIVETERRA ACQUISITION CORP *W EXP 01/07/202 876545112 1042 20000 SH SOLE 20000 0 0 RAPID7 INC NOTE 0.250% 3/1 753422AF1 1285320 1500000 PRN SOLE 1500000 0 0 RCF ACQUISITION CORP *W EXP 99/99/999 G7330C110 29508 407569 SH SOLE 407569 0 0 RIGEL RESOURCE ACQ CORP CL A ORD SHS G7573M106 2994750 275000 SH SOLE 275000 0 0 RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114 2273 13776 SH SOLE 13776 0 0 RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 31445 241881 SH SOLE 241881 0 0 ROTH CH ACQUISITION CO *W EXP 10/20/202 G88935120 8510 104544 SH SOLE 104544 0 0 ROYAL CARIBBEAN GROUP NOTE 6.000% 8/1 780153BQ4 11859000 6000000 PRN SOLE 6000000 0 0 RPT REALTY SH BEN INT 74971D101 3696000 350000 SH SOLE 350000 0 0 SAREPTA THERAPEUTICS INC NOTE 1.250% 9/1 803607AD2 7488683 6675000 PRN SOLE 6675000 0 0 SCIPLAY CORPORATION CL A 809087109 366529 16097 SH SOLE 16097 0 0 SCREAMING EAGLE ACQUISITN CO *W EXP 01/05/202 G79407121 18700 110000 SH SOLE 110000 0 0 SCREAMING EAGLE ACQUISITN CO CLASS A ORD SHS G79407105 2676714 255900 SH SOLE 255900 0 0 SEAGEN INC COM 81181C104 6906331 32554 SH SOLE 32554 0 0 SEAGEN INC COM 81181C104 1654770 7800 SH Put SOLE 7800 0 0 SEAPORT GLOBAL ACQUISITION I *W EXP 11/17/202 81221H113 2750 50000 SH SOLE 50000 0 0 SILVERBOX CORP III COM CL A 82836N107 818380 79998 SH SOLE 79998 0 0 SILVERBOX CORP III *W EXP 02/28/202 82836N115 4296 26666 SH SOLE 26666 0 0 SLAM CORP *W EXP 02/23/202 G8210L121 7281 58018 SH SOLE 58018 0 0 SLAM CORP CL A SHS G8210L105 1149135 106500 SH SOLE 106500 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 1749674 2000000 PRN SOLE 2000000 0 0 SOVOS BRANDS INC COM 84612U107 563750 25000 SH SOLE 25000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 21374000 50000 SH Call SOLE 50000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 10687000 25000 SH Put SOLE 25000 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 2091250 2500000 PRN SOLE 2500000 0 0 SPIRIT AIRLS INC COM 848577102 165000 10000 SH Put SOLE 10000 0 0 SPLUNK INC COM 848637104 8892000 60800 SH Call SOLE 60800 0 0 SPREE ACQUISITION CORP 1 LTD *W EXP 12/22/202 G83745128 438 15000 SH SOLE 15000 0 0 SPRING VALLEY ACQUISTN CORP CLASS A ORD G83752108 1172603 108978 SH SOLE 108978 0 0 SPRING VALLEY ACQUISTN CORP RIGHT 02/25/2026 G83752132 19000 100000 SH SOLE 100000 0 0 SPRING VALLEY ACQUISTN CORP *W EXP 02/25/202 G83752116 10886 86400 SH SOLE 86400 0 0 SSGA ACTIVE ETF TR BLACKSTONE SENR 78467V608 3312470 79000 SH SOLE 79000 0 0 TEKLA HEALTHCARE INVS SH BEN INT 87911J103 237417 15268 SH SOLE 15268 0 0 TLGY ACQUISITION CORPORATION *W EXP 11/09/202 G8656T125 4343 101000 SH SOLE 101000 0 0 TORTOISEECOFIN ACQUISITION C SHS CL A G8956E109 5146833 491110 SH SOLE 491110 0 0 TORTOISEECOFIN ACQUISITION C *W EXP 07/22/202 G8956E117 14439 84936 SH SOLE 84936 0 0 TOWER SEMICONDUCTOR LTD SHS NEW M87915274 245600 10000 SH Call SOLE 10000 0 0 TRISTAR ACQUISITION I CORP *W EXP 99/99/999 G9074V114 2531 35000 SH SOLE 35000 0 0 TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 2849 55043 SH SOLE 55043 0 0 UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 3702000 1500000 PRN SOLE 1500000 0 0 VALUENCE MERGER CORP I CLASS A ORD SHS G9R16L100 555000 50000 SH SOLE 50000 0 0 VIRTUS CONVERTIBLE & INCOME COM 92838X102 153407 49327 SH SOLE 49327 0 0 VIRTUS TOTAL RETURN FD INC COM 92835W107 255979 53329 SH SOLE 53329 0 0 WAYFAIR INC NOTE 3.250% 9/1 94419LAP6 4836000 4000000 PRN SOLE 4000000 0 0 ZALATORIS II ACQUISITION COR *W EXP 99/99/999 G9831X122 4765 76856 SH SOLE 76856 0 0 ZAPP ELEC VEHS GROUP LTD *W EXP 04/28/202 G9889X115 251 10000 SH SOLE 10000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 6030000 5000000 PRN SOLE 5000000 0 0