# EDGAR Filing Document

**Accession Number:** 0001301396
**File Stem:** 0001420506-26-000398
**Filing Date:** 2026-2
**Character Count:** 41161
**Document Hash:** f951d1075a4a5c6a0e7879e83df96b0d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001420506-26-000398.hdr.sgml**: 20260213

**ACCESSION NUMBER**: 0001420506-26-000398

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260213

**DATE AS OF CHANGE**: 20260213

**EFFECTIVENESS DATE**: 20260213

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Context Capital Management, LLC
- **CENTRAL INDEX KEY:** 0001301396

**ORGANIZATION NAME:**
- **EIN:** 330972042
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-10965
- **FILM NUMBER:** 26631995

**BUSINESS ADDRESS:**
- **STREET 1:** 7724 GIRARD AVENUE - 3RD FLOOR
- **STREET 2:** SUITE 300
- **CITY:** LAJOLLA
- **STATE:** CA
- **ZIP:** 92037
- **BUSINESS PHONE:** 8584813666

**MAIL ADDRESS:**
- **STREET 1:** 7724 GIRARD AVENUE - 3RD FLOOR
- **STREET 2:** SUITE 300
- **CITY:** LAJOLLA
- **STATE:** CA
- **ZIP:** 92037

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Context Advisory LLC
- **DATE OF NAME CHANGE:** 20210817

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Context Capital Management, LLC
- **DATE OF NAME CHANGE:** 20040824

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2025

**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:** Context Capital Management LLC<br>**Address:** 7724 GIRARD AVENUE - 3RD FLOOR<br>SUITE 300<br>LAJOLLA, CA 92037

**Form 13F File Number:** 028-10965

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:** Grace Brescia<br>**Title:** Director of Compliance<br>**Phone:** 845-516-1946

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

Grace Brescia Director of Compliance  LAJOLLA, CA  02-12-2026<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:** 327

**Form 13F Information Table Value Total:** $3881033785

      (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 |
| 1RT ACQUISITION CORP. | *W EXP 06/26/203 | G6757R113 |  | 36256 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| 1RT ACQUISITION CORP. | USD CL A ORD SHS | G6757R105 |  | 2550000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| AA MISSION ACQUISITION CORP | *W EXP 08/01/203 | G1000R127 |  | 12728 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| AA MISSION ACQUISITION CORP | *W EXP 07/23/203 | G1000S125 |  | 22015 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| AA MISSION ACQUISITION CORP | ORD SHS CL A | G1000R101 |  | 785312 | 73600 | SH |  | SOLE |  | 73600 | 0 | 0 |
| AA MISSION ACQUISITION CORP | ORD SHS CL A | G1000S109 |  | 1992400 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ACTIVATE ENERGY ACQUISITION | UNIT 11/10/2030 | G0081J129 |  | 499750 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE  0.750%12/1 | 00827BAD8 |  | 23065044 | 20784000 | PRN |  | SOLE |  | 20784000 | 0 | 0 |
| ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 |  | 32664500 | 550000 | SH |  | SOLE |  | 550000 | 0 | 0 |
| ALCHEMY INVTS ACQUISITN CORP | *W EXP 11/30/202 | G0232F133 |  | 10500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| ALIGNMENT HEALTHCARE INC | NOTE  4.250%11/1 | 01625VAB0 |  | 28165600 | 18530000 | PRN |  | SOLE |  | 18530000 | 0 | 0 |
| ALPHA TAU MEDICAL LTD | *W EXP 99/99/999 | M0740A116 |  | 18720 | 55060 | SH |  | SOLE |  | 55060 | 0 | 0 |
| ALPHATEC HLDGS INC | NOTE  0.750% 8/0 | 02081GAB8 |  | 18795000 | 15036000 | PRN |  | SOLE |  | 15036000 | 0 | 0 |
| AMC NETWORKS INC | NOTE  4.250% 2/1 | 00164VAJ2 |  | 2561250 | 2500000 | PRN |  | SOLE |  | 2500000 | 0 | 0 |
| AMERICAN DRIVE ACQUISITION C | UNIT 12/04/2030 | G0R91M121 |  | 3988000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| AMERICAN EXCEPTIONALISM ACQU | ORD CL A | G0273J101 |  | 1936300 | 170000 | SH |  | SOLE |  | 170000 | 0 | 0 |
| AMPHASTAR PHARMACEUTICALS IN | NOTE  2.000% 3/1 | 03209RAB9 |  | 29389070 | 31700000 | PRN |  | SOLE |  | 31700000 | 0 | 0 |
| ANI PHARMACEUTICALS INC | NOTE  2.250% 9/0 | 00182CAC7 |  | 12620000 | 10000000 | PRN |  | SOLE |  | 10000000 | 0 | 0 |
| APEX TREAS CORP | *W EXP 10/07/203 | G04104124 |  | 20800 | 74900 | SH |  | SOLE |  | 74900 | 0 | 0 |
| APEX TREAS CORP | ORD SHS CL A | G04104108 |  | 1481522 | 149800 | SH |  | SOLE |  | 149800 | 0 | 0 |
| APOLLOMICS INC | *W EXP 04/01/202 | G0411D115 |  | 3313 | 298500 | SH |  | SOLE |  | 298500 | 0 | 0 |
| APPLIED DIGITAL CORP | NOTE  2.750% 6/0 | 038169AB4 |  | 57095089 | 21117000 | PRN |  | SOLE |  | 21117000 | 0 | 0 |
| APPLIED OPTOELECTRONICS INC | NOTE  2.750% 1/1 | 03823UAE2 |  | 18006431 | 15559000 | PRN |  | SOLE |  | 15559000 | 0 | 0 |
| ARMADA ACQUISITION CORP II | *W EXP 05/21/203 | G0R38G112 |  | 200250 | 225000 | SH |  | SOLE |  | 225000 | 0 | 0 |
| ARMADA ACQUISITION CORP II | COM CL A | G0R38G104 |  | 3584000 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | NOTE  1.000%12/0 | 04271TAB6 |  | 57235653 | 62949000 | PRN |  | SOLE |  | 62949000 | 0 | 0 |
| ARTIUS II ACQUISITION INC | RIGHT 11/27/2029 | G0509J123 |  | 53523 | 162191 | SH |  | SOLE |  | 162191 | 0 | 0 |
| ARTIUS II ACQUISITION INC | SHS CL A | G0509J115 |  | 1155567 | 112191 | SH |  | SOLE |  | 112191 | 0 | 0 |
| ASPIRE BIOPHARMA HLDGS INC | *W EXP 02/14/203 | 738920115 |  | 2888 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| ASSERTIO HOLDINGS INC | NOTE  6.500% 9/0 | 04546CAB2 |  | 22017792 | 24230000 | PRN |  | SOLE |  | 24230000 | 0 | 0 |
| ASTRONICS CORP | NOTE  5.500% 3/1 | 046433AD0 |  | 17718996 | 6915000 | PRN |  | SOLE |  | 6915000 | 0 | 0 |
| AXIOM INTELLIGENCE AC CORP 1 | RIGHT 06/10/2030 | G0750N112 |  | 52500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| AXIOM INTELLIGENCE AC CORP 1 | ORD SHS CL A | G0750N104 |  | 2515000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| BAIN CAP GSS INVT CORP | *W EXP 01/01/202 | G0R78B114 |  | 19581 | 30000 | SH |  | SOLE |  | 30000 | 0 | 0 |
| BAIN CAP GSS INVT CORP | RD CL A | G0R78B106 |  | 1512000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| BANZAI INTERNATIONAL INC | *W EXP 12/14/202 | 06682J118 |  | 1134 | 80979 | SH |  | SOLE |  | 80979 | 0 | 0 |
| BENEFICIENT | *W EXP 06/07/202 | 08178Q119 |  | 2226 | 210024 | SH |  | SOLE |  | 210024 | 0 | 0 |
| BERTO ACQUISITION CORP | *W EXP 05/01/203 | G1051H119 |  | 55500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| BERTO ACQUISITION CORP | ORD SHS | G1051H101 |  | 2535000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| BEYOND MEAT INC | DEBT  7.000%10/1 | 08862EAD1 |  | 24058852 | 31124000 | PRN |  | SOLE |  | 31124000 | 0 | 0 |
| BITCOIN DEPOT INC | *W EXP 06/30/202 | 09174P113 |  | 39805 | 354454 | SH |  | SOLE |  | 354454 | 0 | 0 |
| BITCOIN INFRASTRUCTURE ACQUI | UNIT 11/06/2030 | G1143H127 |  | 5976000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| BLUE ACQUISITION CORP. | RIGHT 06/11/2030 | G1331A116 |  | 32410 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| BLUE ACQUISITION CORP. | ORD SHS CL A | G1331A108 |  | 1021000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| BLUE WTR ACQUISITION CORP. I | *W EXP 05/23/203 | G1368E114 |  | 13250 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| BLUE WTR ACQUISITION CORP. I | ORD SHS CL A | G1368E106 |  | 516000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| BLUEROCK ACQUISITION CORP | UNIT 11/06/2030 | G1352R121 |  | 2500000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| BOREALIS FOODS INC | *W EXP 02/07/202 | 09973D113 |  | 3775 | 75340 | SH |  | SOLE |  | 75340 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE  2.250% 2/0 | 10806XAD4 |  | 89822943 | 79754000 | PRN |  | SOLE |  | 79754000 | 0 | 0 |
| BRUKER CORP | 6.375 PREF SER A | 116794207 |  | 18300000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| BTC DEV CORP | *W EXP 09/11/203 | G0701G117 |  | 59500 | 87500 | SH |  | SOLE |  | 87500 | 0 | 0 |
| BTC DEV CORP | ORD SHS CL A | G0701G109 |  | 3503500 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| CAL REDWOOD ACQUISITION CORP | RIGHT 05/15/2030 | G17564116 |  | 97140 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| CAL REDWOOD ACQUISITION CORP | COM CL A | G17564108 |  | 3042000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| CANTOR EQUITY PARTNERS I INC | SHS CL A | G1827K107 |  | 1198430 | 115123 | SH |  | SOLE |  | 115123 | 0 | 0 |
| CANTOR EQUITY PARTNERS II IN | CL A ORD SHS | G1827P106 |  | 1751268 | 155530 | SH |  | SOLE |  | 155530 | 0 | 0 |
| CANTOR EQUITY PARTNERS III I | SHS CL A | G1828A108 |  | 2040000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| CANTOR EQUITY PARTNERS IV IN | SHS CL A | G1828E100 |  | 4112000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| CANTOR EQUITY PARTNERS V INC | SHS CL A S | G1828S109 |  | 5125000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| CAPITAL SOUTHWEST CORP | NOTE  5.125%11/1 | 140501AE7 |  | 13432495 | 13534000 | PRN |  | SOLE |  | 13534000 | 0 | 0 |
| CAPTIVISION INC | *W EXP 11/15/202 | G18932114 |  | 1258 | 97550 | SH |  | SOLE |  | 97550 | 0 | 0 |
| CARDIO DIAGNOSTICS HOLDGS IN | *W EXP 10/25/202 | 14159C111 |  | 2111 | 81500 | SH |  | SOLE |  | 81500 | 0 | 0 |
| CARDLYTICS INC | NOTE  4.250% 4/0 | 14161WAD7 |  | 6176220 | 15636000 | PRN |  | SOLE |  | 15636000 | 0 | 0 |
| CARTESIAN GROWTH CORP III | *W EXP 05/02/203 | G19307126 |  | 39500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| CARTESIAN GROWTH CORP III | COM CL A | G19307100 |  | 1029500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CDT EQUITY INC | *W EXP 09/22/202 | 20678X114 |  | 707 | 128500 | SH |  | SOLE |  | 128500 | 0 | 0 |
| CELCUITY INC | NOTE  2.750% 8/0 | 15102KAA8 |  | 37943093 | 17470000 | PRN |  | SOLE |  | 17470000 | 0 | 0 |
| CELULARITY INC | *W EXP 07/16/202 | 151190113 |  | 2445 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| CENTRUS ENERGY CORP | NOTE  2.250%11/0 | 15643UAE4 |  | 52232975 | 19450000 | PRN |  | SOLE |  | 19450000 | 0 | 0 |
| CENTURION ACQUISITION CORP | *W EXP 05/31/203 | G20315118 |  | 25562 | 79882 | SH |  | SOLE |  | 79882 | 0 | 0 |
| CENTURY ALUM CO | NOTE  2.750% 5/0 | 156431AQ1 |  | 71018457 | 33746000 | PRN |  | SOLE |  | 33746000 | 0 | 0 |
| CERENCE INC | NOTE  1.500% 7/0 | 156727AD1 |  | 50728734 | 56178000 | PRN |  | SOLE |  | 56178000 | 0 | 0 |
| CHARLTON ARIA ACQUISITION CO | RIGHT 12/31/2026 | G9877L115 |  | 18990 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CHENGHE ACQUISITION III CO | *W EXP 09/09/203 | G2086N121 |  | 12934 | 68075 | SH |  | SOLE |  | 68075 | 0 | 0 |
| CHENGHE ACQUISITION III CO | ORD SHS CL A | G2086N105 |  | 1357425 | 136151 | SH |  | SOLE |  | 136151 | 0 | 0 |
| CHURCHILL CAP CORP XI | UNIT 12/10/2030 | G2131A124 |  | 229725 | 22500 | SH |  | SOLE |  | 22500 | 0 | 0 |
| CIPHER MINING INC | NOTE  1.750% 5/1 | 17253JAA4 |  | 6985000 | 2000000 | PRN |  | SOLE |  | 2000000 | 0 | 0 |
| CLEANSPARK INC | NOTE         6/1 | 18452BAC4 |  | 81213519 | 78135000 | PRN |  | SOLE |  | 78135000 | 0 | 0 |
| COHEN CIRCLE ACQUISIT CORP I | *W EXP 07/01/203 | G2254C113 |  | 69990 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| COHEN CIRCLE ACQUISIT CORP I | SHS CL A | G2254C121 |  | 4096000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | NOTE  2.875% 2/1 | 19459JAC8 |  | 3687341 | 2607000 | PRN |  | SOLE |  | 2607000 | 0 | 0 |
| CONMED CORP | NOTE  2.250% 6/1 | 207410AH4 |  | 114651840 | 119429000 | PRN |  | SOLE |  | 119429000 | 0 | 0 |
| COPLEY ACQUISITION CORP | *W EXP 99/99/999 | G24243126 |  | 22565 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| COPLEY ACQUISITION CORP | ORD SHS CL A | G24243100 |  | 2046000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| COREWEAVE INC | COM CL A | 21873S108 |  | 3422958 | 47800 | SH |  | SOLE |  | 47800 | 0 | 0 |
| CRANE HBR ACQUISITION CORP | RIGHT 04/17/2030 | G24979117 |  | 80438 | 100548 | SH |  | SOLE |  | 100548 | 0 | 0 |
| CRANE HBR ACQUISITION CORP | CL A | G24979109 |  | 782419 | 72648 | SH |  | SOLE |  | 72648 | 0 | 0 |
| CRANE HBR ACQUISITION CORP I | UNIT 12/09/2030 | G25014120 |  | 4531500 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| CROWN RESV ACQUISITION CORP | *W EXP 10/06/203 | G2574S103 |  | 21875 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| CROWN RESV ACQUISITION CORP | RIGHT 10/06/2030 | G2574F127 |  | 102500 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| CROWN RESV ACQUISITION CORP | ORD SHS CL A | G2574F119 |  | 4970000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| CSG SYS INTL INC | NOTE  3.875% 9/1 | 126349AH2 |  | 14481565 | 12213000 | PRN |  | SOLE |  | 12213000 | 0 | 0 |
| CSLM DIGITA ASSET ACQ CORP I | *W EXP 08/28/203 | G2584S119 |  | 61250 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| CSLM DIGITA ASSET ACQ CORP I | USD CL A ORD SHS | G2584S101 |  | 3482500 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| CYTOKINETICS INC | NOTE  3.500% 7/0 | 23282WAC4 |  | 1975743 | 1386000 | PRN |  | SOLE |  | 1386000 | 0 | 0 |
| D. BORAL ARC ACQ I CORP. | *W EXP 07/23/203 | G2616F119 |  | 163485 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| D. BORAL ARC ACQ I CORP. | SHS CL A | G2616F101 |  | 6018000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| DIGITAL ASSET ACQUISITION CO | *W EXP 04/01/203 | G2868C111 |  | 40000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| DIGITAL ASSET ACQUISITION CO | SHS CL A | G2868C103 |  | 2032000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| DRAGONFLY ENERGY HOLDINGS CO | *W EXP 10/07/202 | 26145B114 |  | 3549 | 50700 | SH |  | SOLE |  | 50700 | 0 | 0 |
| DRUGS MADE IN AMER ACQ II CO | RIGHT 09/16/2030 | G2851K112 |  | 105000 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| DRUGS MADE IN AMER ACQ II CO | USD ORD SHS | G2851K104 |  | 7425000 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| DRUGS MADE IN AMER ACQUTN CO | RIGHT 10/15/2029 | G2847J112 |  | 46825 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| DRUGS MADE IN AMER ACQUTN CO | ORD SHS | G2847J104 |  | 2593550 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| DUNE ACQUISITION CORP II | *W EXP 04/04/203 | G2867S117 |  | 22403 | 74700 | SH |  | SOLE |  | 74700 | 0 | 0 |
| DUNE ACQUISITION CORP II | SHS CL A | G2867S109 |  | 1020200 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| DYNAMIX CORP III | *W EXP 10/10/203 | G2949T117 |  | 53700 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| DYNAMIX CORP III | USD CL A ORD SHS | G2949T109 |  | 2967000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| ECARX HOLDINGS INC | *W EXP 99/99/999 | G29201111 |  | 5296 | 117430 | SH |  | SOLE |  | 117430 | 0 | 0 |
| ECD AUTOMOTIVE DESIGN INC | *W EXP 12/12/202 | 27877D112 |  | 5616 | 540000 | SH |  | SOLE |  | 540000 | 0 | 0 |
| ECHOSTAR CORP | NOTE  3.875%11/3 | 278768AB2 |  | 159905925 | 47840217 | PRN |  | SOLE |  | 47840217 | 0 | 0 |
| EGH ACQUISITION CORP. | RIGHT 99/99/9999 | G2946P118 |  | 50000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| EGH ACQUISITION CORP. | SHS CL A | G2946P100 |  | 2026000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| EMMIS ACQUISITION CORP. | RIGHT 09/12/2030 | G3037D113 |  | 48225 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| ENCORE CAP GROUP INC | NOTE  4.000% 3/1 | 292554AP7 |  | 1930250 | 1750000 | PRN |  | SOLE |  | 1750000 | 0 | 0 |
| ENOVIS CORPORATION | NOTE  3.875%10/1 | 194014AB2 |  | 80830233 | 82543000 | PRN |  | SOLE |  | 82543000 | 0 | 0 |
| ENPHASE ENERGY INC | NOTE         3/0 | 29355AAK3 |  | 47416665 | 54268000 | PRN |  | SOLE |  | 54268000 | 0 | 0 |
| EON RESOURCES INC | *W EXP 02/04/202 | 40472A128 |  | 14088 | 296581 | SH |  | SOLE |  | 296581 | 0 | 0 |
| EQUINOX GOLD CORP | NOTE  4.750%10/1 | 29446YAC0 |  | 50247225 | 21350000 | PRN |  | SOLE |  | 21350000 | 0 | 0 |
| EQV VENTURES AC CORP. II | *W EXP 06/30/203 | G3106Q128 |  | 52500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| EQV VENTURES AC CORP. II | ORD SHS CL A | G3106Q102 |  | 4513500 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| EQV VENTURES ACQUISITION COR | *W EXP 07/01/203 | G3106N117 |  | 53150 | 110707 | SH |  | SOLE |  | 110707 | 0 | 0 |
| EQV VENTURES ACQUISITION COR | CL A ORD SHS | G3106N109 |  | 2000653 | 190720 | SH |  | SOLE |  | 190720 | 0 | 0 |
| ETSY INC | NOTE  0.125% 9/0 | 29786AAL0 |  | 3477188 | 3750000 | PRN |  | SOLE |  | 3750000 | 0 | 0 |
| EVENTBRITE INC | NOTE  0.750% 9/1 | 29975EAD1 |  | 22621167 | 22954000 | PRN |  | SOLE |  | 22954000 | 0 | 0 |
| EVOLENT HEALTH INC | DEBT  4.500% 8/1 | 30050BAJ0 |  | 7242000 | 10200000 | PRN |  | SOLE |  | 10200000 | 0 | 0 |
| EVOLENT HEALTH INC | NOTE  3.500%12/0 | 30050BAH4 |  | 49757625 | 73715000 | PRN |  | SOLE |  | 73715000 | 0 | 0 |
| EVOLUTION GLOBAL ACQUISITION | *W EXP 10/22/203 | G3226F119 |  | 66000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| EVOLUTION GLOBAL ACQUISITION | USD CL A ORD SHS | G3226F101 |  | 2961000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| FACT II ACQUISITION CORP | *W EXP 11/26/203 | G32901129 |  | 288833 | 825000 | SH |  | SOLE |  | 825000 | 0 | 0 |
| FACT II ACQUISITION CORP | ORD SHS CL A | G32901103 |  | 3123000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| FIFTH ERA ACQUISITION CORP I | RIGHT 02/21/2030 | G3415K135 |  | 119970 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| FIFTH ERA ACQUISITION CORP I | ORD SHS CL A | G3415K101 |  | 3087000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| FIGX CAP ACQUISITION CORP. | *W EXP 06/17/203 | G3473K118 |  | 34338 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| FIGX CAP ACQUISITION CORP. | USD CL A ORD SHS | G3473K100 |  | 2515000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| FLUENCE ENERGY INC | NOTE  2.250% 6/1 | 34379VAB9 |  | 93620496 | 77173000 | PRN |  | SOLE |  | 77173000 | 0 | 0 |
| FOLD HLDGS INC | *W EXP 02/14/203 | 29103K118 |  | 8656 | 56950 | SH |  | SOLE |  | 56950 | 0 | 0 |
| FUTURECREST ACQUISITION CORP | *W EXP 09/30/203 | G3730U115 |  | 18250 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| FUTURECREST ACQUISITION CORP | CL A ORD SHS | G3730U107 |  | 1010000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| GALATA ACQUISITION CORP II | *W EXP 09/12/203 | G3R25N116 |  | 23726 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| GALATA ACQUISITION CORP II | ORD SHS CL A | G3R25N108 |  | 1988000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| GCL GLOBAL HLDGS LTD | *W EXP 02/13/203 | G3777K111 |  | 7500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| GCT SEMICONDUCTOR HLDG INC | *W EXP 03/01/202 | 36170N115 |  | 12964 | 172160 | SH |  | SOLE |  | 172160 | 0 | 0 |
| GLADSTONE CAP CORP | NOTE  5.875%10/0 | 376535AG5 |  | 9996000 | 10200000 | PRN |  | SOLE |  | 10200000 | 0 | 0 |
| GLOBA TERRA ACQUISITION COR | *W EXP 06/17/203 | G3933N124 |  | 65993 | 525000 | SH |  | SOLE |  | 525000 | 0 | 0 |
| GLOBA TERRA ACQUISITION COR | RIGHT 06/17/2030 | G3933N132 |  | 91070 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| GLOBA TERRA ACQUISITION COR | CL A ORD SHS | G3933N116 |  | 5050000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| GORES HLDGS X INC | *W EXP 05/02/203 | G4002F125 |  | 23248 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| GORES HLDGS X INC | SHS CL A | G4002F109 |  | 1025000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| GOSSAMER BIO INC | NOTE  5.000% 6/0 | 38341PAA0 |  | 22733926 | 33463000 | PRN |  | SOLE |  | 33463000 | 0 | 0 |
| GREEN PLAINS INC | NOTE  2.250% 3/1 | 393222AK0 |  | 5291825 | 5498000 | PRN |  | SOLE |  | 5498000 | 0 | 0 |
| GREEN PLAINS INC | DEBT  5.250%11/0 | 393222AL8 |  | 8833831 | 8390000 | PRN |  | SOLE |  | 8390000 | 0 | 0 |
| GREEN PLAINS INC | NOTE  5.250%11/0 | 393222AM6 |  | 28958962 | 27504000 | PRN |  | SOLE |  | 27504000 | 0 | 0 |
| GROUPON INC | NOTE  6.250% 3/1 | 399473AH0 |  | 1299375 | 1250000 | PRN |  | SOLE |  | 1250000 | 0 | 0 |
| GROUPON INC | NOTE  1.125% 3/1 | 399473AF4 |  | 18494476 | 18606000 | PRN |  | SOLE |  | 18606000 | 0 | 0 |
| GROUPON INC | NOTE  4.875% 6/3 | 399473AK3 |  | 61665570 | 69876000 | PRN |  | SOLE |  | 69876000 | 0 | 0 |
| GSR IV ACQUISITION CORP | RIGHT 08/22/2030 | G4R12K115 |  | 135998 | 57142 | SH |  | SOLE |  | 57142 | 0 | 0 |
| GSR IV ACQUISITION CORP | CL A SHS | G4R12K107 |  | 3996000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE  2.500% 6/0 | 405024AD2 |  | 23582262 | 22660000 | PRN |  | SOLE |  | 22660000 | 0 | 0 |
| HALL CHADWICK ACQUISITION CO | UNIT 11/20/2030 | G42386121 |  | 6513000 | 650000 | SH |  | SOLE |  | 650000 | 0 | 0 |
| HARVARD AVE ACQUISITION CORP | RIGHT 03/30/2026 | G4330A111 |  | 33000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| HARVARD AVE ACQUISITION CORP | USD CL A ORD SHS | G4330A103 |  | 2979000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| HCM III ACQUISITION CORP | *W EXP 07/23/203 | G4365E111 |  | 83333 | 166666 | SH |  | SOLE |  | 166666 | 0 | 0 |
| HCM III ACQUISITION CORP | ORD SHS CL A | G4365E103 |  | 5020000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| HENNESSY CAP INVT CORP VII | RIGHT 01/17/2030 | G4405D115 |  | 52313 | 187500 | SH |  | SOLE |  | 187500 | 0 | 0 |
| HENNESSY CAP INVT CORP VII | ORD SHS CL A | G4405D107 |  | 621000 | 60000 | SH |  | SOLE |  | 60000 | 0 | 0 |
| HERBALIFE LTD | NOTE  4.250% 6/1 | 42703MAF0 |  | 7830090 | 7220000 | PRN |  | SOLE |  | 7220000 | 0 | 0 |
| HERTZ CORP | NOTE  8.000% 7/1 | 428040DE6 |  | 8884600 | 7750000 | PRN |  | SOLE |  | 7750000 | 0 | 0 |
| HIGHVIEW MERGER CORP | *W EXP 07/24/203 | G4569C119 |  | 20273 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| HIGHVIEW MERGER CORP | ORD SH CL A | G4569C101 |  | 1500000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| IB ACQUISITION CORP | RIGHT 03/28/2026 | 44934N116 |  | 15680 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| IMMUNOCORE HLDGS PLC | NOTE  2.500% 2/0 | 45258DAB1 |  | 65012884 | 71541000 | PRN |  | SOLE |  | 71541000 | 0 | 0 |
| INDIGO ACQUISITION CORP | RIGHT 04/02/2027 | G4791J114 |  | 47700 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| INDIGO ACQUISITION CORP | ORD SHS | G4791J106 |  | 2010000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| INFLECTION PT ACQUISITION CO | RIGHT 04/25/2030 | G47875110 |  | 37800 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| INFLECTION PT ACQUISITION CO | CL A ORD SHS | G47875102 |  | 1014000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| INSIGHT DIGITAL PARTNERS II | *W EXP 10/28/203 | G4814G113 |  | 49500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| INSIGHT DIGITAL PARTNERS II | CL A ORD | G4814G105 |  | 2973000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| INVEST GREEN ACQUISITION COR | RIGHT 11/17/2030 | G4924G110 |  | 47500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| IRON HORSE ACQUISIT CORP II | UNIT 07/11/2030 | 46283H202 |  | 3978000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| IRONWOOD PHARMACEUTICALS INC | NOTE  1.500% 6/1 | 46333XAH1 |  | 39802455 | 42119000 | PRN |  | SOLE |  | 42119000 | 0 | 0 |
| ITHAX ACQUISITION CORP III | UNIT 11/17/2030 | G4977S128 |  | 2493750 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| KARYOPHARM THERAPEUTICS INC | COM NEW | 48576U205 |  | 463643 | 62995 | SH |  | SOLE |  | 62995 | 0 | 0 |
| KEEN VISION ACQUISITION CORP | *W EXP 03/15/202 | G52443127 |  | 158 | 3092 | SH |  | SOLE |  | 3092 | 0 | 0 |
| KOCHAV DEFENSE ACQUI CO | RIGHT 05/21/2030 | G5304D114 |  | 84000 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| KOCHAV DEFENSE ACQUI CO | SHS CL A | G5304D106 |  | 3549000 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| LAKE SUPERIOR ACQUISITION CO | RIGHT 09/19/2030 | G5354C115 |  | 45625 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| LAKE SUPERIOR ACQUISITION CO | USD CL A ORD SHS | G5354C107 |  | 1736000 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| LAUNCH TWO ACQUISITION CORP. | *W EXP 10/09/202 | G5S87A113 |  | 19731 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| LAUNCH TWO ACQUISITION CORP. | ORD SHS CL A | G5S87A105 |  | 1311250 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| LAUNCHPAD CADENZA ACQUISITIO | UNIT 12/15/2030 | G6001S123 |  | 3992000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| LAVORO LTD | *W EXP 02/27/202 | G5391L110 |  | 2571 | 235863 | SH |  | SOLE |  | 235863 | 0 | 0 |
| LEGATO MERGER CORP III | *W EXP 05/08/203 | G5451A111 |  | 20505 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| LIFEZONE METALS LIMITED | *W EXP 07/05/202 | G5568L117 |  | 9654 | 23500 | SH |  | SOLE |  | 23500 | 0 | 0 |
| LIGHTWAVE ACQUISITION CORP | *W EXP 06/06/203 | G5490M126 |  | 13500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| LIGHTWAVE ACQUISITION CORP | USD CL A ORD SHS | G5490M100 |  | 1004000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| LIONHEART HOLDINGS | *W EXP 06/07/203 | G5501C117 |  | 1700 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| M3-BRIGADE ACQUISITION VI CO | *W EXP 08/18/203 | G63221116 |  | 97593 | 263766 | SH |  | SOLE |  | 263766 | 0 | 0 |
| M3-BRIGADE ACQUISITION VI CO | ORD SHS CL A | G63221108 |  | 7913000 | 791300 | SH |  | SOLE |  | 791300 | 0 | 0 |
| MANNKIND CORP | NOTE  2.500% 3/0 | 56400PAQ5 |  | 9148100 | 8060000 | PRN |  | SOLE |  | 8060000 | 0 | 0 |
| MARA HOLDINGS INC | NOTE         6/0 | 565788AH9 |  | 120528000 | 144000000 | PRN |  | SOLE |  | 144000000 | 0 | 0 |
| MCKINLEY ACQUISITION CORP | RIGHT 07/25/2030 | G6005T119 |  | 64950 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| MCKINLEY ACQUISITION CORP | SHS CL A | G6005T101 |  | 4985000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| MESHFLOW ACQUISITION CORP | UNIT 11/19/2030 | G6032N127 |  | 5000000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC. | DEP SHS REPSTG | 595017302 |  | 2914000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| MILUNA ACQUISITION CORP | *W EXP 09/29/203 | G6180J118 |  | 11000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| MILUNA ACQUISITION CORP | USD CL A ORD SHS | G6180J100 |  | 990900 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| MITEK SYS INC | NOTE  0.750% 2/0 | 606710AA9 |  | 33446250 | 33750000 | PRN |  | SOLE |  | 33750000 | 0 | 0 |
| MOOLEC SCIENCE SA | *W EXP 01/30/202 | G6223S117 |  | 189 | 32653 | SH |  | SOLE |  | 32653 | 0 | 0 |
| MURANO GLOBAL INVTS PLC | *W EXP 03/19/202 | G63369113 |  | 1973 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| NEW AMER ACQUISITION I CORP | UNIT 99/99/9999 | 023634207 |  | 2602500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION C | *W EXP 04/24/203 | G6476A110 |  | 16843 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION C | USD CL A ORD SHS | G6476A102 |  | 1026000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| NEWHOLD INVT CORP III | *W EXP 01/30/203 | G6486E110 |  | 21003 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| NEWHOLD INVT CORP III | ORD SHS CL A | G6486E102 |  | 1036500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| NEXTERA ENERGY INC | UNIT 11/01/2027 | 65339F119 |  | 12187500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| NIO INC | NOTE  4.625%10/1 | 62914VAK2 |  | 10056255 | 11363000 | PRN |  | SOLE |  | 11363000 | 0 | 0 |
| NIO INC | NOTE  3.875%10/1 | 62914VAJ5 |  | 29011560 | 30709000 | PRN |  | SOLE |  | 30709000 | 0 | 0 |
| NOVANTA INC | UNIT 11/01/2028 | 67000B203 |  | 5498000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| OMEROS CORP | NOTE  9.500% 6/1 | 682143AK8 |  | 36269609 | 12209000 | PRN |  | SOLE |  | 12209000 | 0 | 0 |
| OPENDOOR TECHNOLOGIES INC | *W EXP 11/20/202 | 683712145 |  | 2119 | 5305 | SH |  | SOLE |  | 5305 | 0 | 0 |
| OPENDOOR TECHNOLOGIES INC | *W EXP 11/20/202 | 683712137 |  | 2760 | 5305 | SH |  | SOLE |  | 5305 | 0 | 0 |
| OTG ACQUISITION CORP. I | *W EXP 09/05/203 | G6791A118 |  | 32000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| OTG ACQUISITION CORP. I | ORD CL A | G6791A100 |  | 2000000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| OXLEY BRIDGE ACQ LTD | *W EXP 06/17/203 | G6858G115 |  | 33015 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| OXLEY BRIDGE ACQ LTD | USD CL A ORD SHS | G6858G107 |  | 3024000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| OYSTER ENTERPRISES II ACQUIS | RIGHT 05/22/2030 | G6861F138 |  | 50156 | 250782 | SH |  | SOLE |  | 250782 | 0 | 0 |
| OYSTER ENTERPRISES II ACQUIS | ORD SHS CL A | G6861F104 |  | 2531644 | 250782 | SH |  | SOLE |  | 250782 | 0 | 0 |
| PACIRA BIOSCIENCES INC | NOTE  2.125% 5/1 | 695127AJ9 |  | 69365049 | 68806000 | PRN |  | SOLE |  | 68806000 | 0 | 0 |
| PAGERDUTY INC | NOTE  1.500%10/1 | 69553PAD2 |  | 55165793 | 57735000 | PRN |  | SOLE |  | 57735000 | 0 | 0 |
| PAR TECHNOLOGY CORP | NOTE  1.500%10/1 | 698884AE3 |  | 13710742 | 14012000 | PRN |  | SOLE |  | 14012000 | 0 | 0 |
| PELOTON INTERACTIVE INC | NOTE  5.500%12/0 | 70614WAD2 |  | 134960780 | 80936000 | PRN |  | SOLE |  | 80936000 | 0 | 0 |
| PENNYMAC CORP | NOTE  8.500% 6/0 | 70932AAH6 |  | 78552511 | 73897000 | PRN |  | SOLE |  | 73897000 | 0 | 0 |
| PERIMETER ACQUISITION CORP I | *W EXP 05/13/203 | G7010A111 |  | 70770 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| PERIMETER ACQUISITION CORP I | COM CL A | G7010A129 |  | 2570000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| PIONEER ACQUISITION I CORP | *W EXP 06/16/203 | G7117W115 |  | 18000 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| PIONEER ACQUISITION I CORP | CL A ORD SHS | G7117W107 |  | 1507500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| PLUM ACQUISITION CORP IV | *W EXP 08/19/202 | G7134A120 |  | 94675 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| PLUM ACQUISITION CORP IV | SHS CL A | G7134A104 |  | 7322000 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| PORCH GROUP INC | DEBT  9.000% 5/1 | 733245AD6 |  | 41237700 | 36500000 | PRN |  | SOLE |  | 36500000 | 0 | 0 |
| PROCAP ACQUISITION CORP | *W EXP 05/16/203 | G7257A121 |  | 12370 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| PROCAP ACQUISITION CORP | SHS CL A | G7257A105 |  | 1013000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| PROCAP FINL INC | *W EXP 12/05/203 | 74277P113 |  | 52500 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| PURECYCLE TECHNOLOGIES INC | NOTE  7.250% 8/1 | 74623VAB9 |  | 42894700 | 42470000 | PRN |  | SOLE |  | 42470000 | 0 | 0 |
| QXO INC | 5.50 DEP PFD | 82846H504 |  | 5515000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| RAMACO RES INC | NOTE        11/0 | 75134PAB1 |  | 32487854 | 38230000 | PRN |  | SOLE |  | 38230000 | 0 | 0 |
| RANGE CAP ACQUISITION CORP I | *W EXP 09/29/203 | G7375J111 |  | 24000 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| RANGE CAP ACQUISITION CORP I | CL A ORD SHS | G7375J103 |  | 1495500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| REAL ASSET ACQUISITION CORP | *W EXP 04/24/203 | G73944111 |  | 64515 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| REAL ASSET ACQUISITION CORP | SHS CL A | G73944103 |  | 3066000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| REAL MESSENGER CORP. | *W EXP 11/19/202 | G7410G114 |  | 4385 | 87700 | SH |  | SOLE |  | 87700 | 0 | 0 |
| REDWOOD TRUST INC | NOTE  7.750% 6/1 | 758075AF2 |  | 18165473 | 18211000 | PRN |  | SOLE |  | 18211000 | 0 | 0 |
| REPUBLIC DIGITAL ACQUISITION | *W EXP 05/01/203 | G7515A129 |  | 145000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| REPUBLIC DIGITAL ACQUISITION | USD CL A ORD SHS | G7515A103 |  | 5062500 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| RICE ACQUISITION CORP 3 | *W EXP 99/99/999 | G7553X114 |  | 3333 | 4166 | SH |  | SOLE |  | 4166 | 0 | 0 |
| RICE ACQUISITION CORP 3 | ORD SHS CL A | G7553X106 |  | 257000 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE  3.625%10/1 | 76954AAD5 |  | 37266921 | 33163000 | PRN |  | SOLE |  | 33163000 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE  4.625% 3/1 | 76954AAB9 |  | 69941909 | 55537000 | PRN |  | SOLE |  | 55537000 | 0 | 0 |
| SAFEGUARD ACQUISITION CORP | UNIT 99/99/9999 | G77676123 |  | 2017000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| SBC MED GROUP HLDGS INC | *W EXP 09/17/202 | 73245B115 |  | 44950 | 208389 | SH |  | SOLE |  | 208389 | 0 | 0 |
| SC II ACQUISITION CORP | UNIT 11/06/2030 | G7866D128 |  | 4279750 | 425000 | SH |  | SOLE |  | 425000 | 0 | 0 |
| SCAGE FUTURE | *W EXP 05/15/203 | G7840J118 |  | 17010 | 262500 | SH |  | SOLE |  | 262500 | 0 | 0 |
| SHIFT4 PMTS INC | 6 SER A CNV PREF | 82452J307 |  | 8001000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SIDDHI ACQUISITION CORP | RIGHT 09/15/2029 | G8118C116 |  | 21505 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SIDDHI ACQUISITION CORP | CL A SHS | G8118C124 |  | 1028000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SILEXION THERAPEUTICS CORP | *W EXP 08/15/202 | G1281K114 |  | 1331 | 51183 | SH |  | SOLE |  | 51183 | 0 | 0 |
| SILICON VY ACQUISITION CORP | UNIT 12/08/2030 | G81306105 |  | 4972500 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| SILVERBOX CORP IV | *W EXP 08/19/202 | G81354121 |  | 29219 | 104317 | SH |  | SOLE |  | 104317 | 0 | 0 |
| SILVERBOX CORP IV | SHS CL A | G81354105 |  | 2782022 | 262951 | SH |  | SOLE |  | 262951 | 0 | 0 |
| SIM ACQUISITION CORP. I | *W EXP 06/01/203 | G8431T119 |  | 39849 | 185000 | SH |  | SOLE |  | 185000 | 0 | 0 |
| SIM ACQUISITION CORP. I | SHS CL A | G8431T101 |  | 2859300 | 270000 | SH |  | SOLE |  | 270000 | 0 | 0 |
| SIZZLE ACQUISITION CORP. II | RIGHT 04/02/2030 | G8193F133 |  | 96000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| SIZZLE ACQUISITION CORP. II | USD CL A ORD SHS | G8193F109 |  | 6094090 | 599812 | SH |  | SOLE |  | 599812 | 0 | 0 |
| SNAP INC | NOTE  0.125% 3/0 | 83304AAH9 |  | 2303996 | 2538000 | PRN |  | SOLE |  | 2538000 | 0 | 0 |
| SOCIAL COMM PARTNERS CORP | UNIT 11/24/2030 | G8254P129 |  | 1000000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE  2.250% 7/0 | 83417MAE4 |  | 45290938 | 38843000 | PRN |  | SOLE |  | 38843000 | 0 | 0 |
| SOLARIS ENERGY INFRAS INC | NOTE  0.250%10/0 | 83419XAB4 |  | 15788500 | 14560000 | PRN |  | SOLE |  | 14560000 | 0 | 0 |
| SOLARIS ENERGY INFRAS INC | NOTE  4.750% 5/0 | 83419XAA6 |  | 24114316 | 12065000 | PRN |  | SOLE |  | 12065000 | 0 | 0 |
| SOULPOWER ACQUISITION CORP | RIGHT 99/99/9999 | G82745137 |  | 101934 | 582480 | SH |  | SOLE |  | 582480 | 0 | 0 |
| SOULPOWER ACQUISITION CORP | USD CL A ORD SHS | G82745103 |  | 5912172 | 582480 | SH |  | SOLE |  | 582480 | 0 | 0 |
| SOUTHLAND HLDGS INC | *W EXP 02/14/202 | 84445C118 |  | 4449 | 51732 | SH |  | SOLE |  | 51732 | 0 | 0 |
| SPHERE ENTERTAINMENT CO | NOTE  3.500%12/0 | 55826TAB8 |  | 10975228 | 4000000 | PRN |  | SOLE |  | 4000000 | 0 | 0 |
| SPRING VY ACQUISITION CORP I | *W EXP 09/04/203 | G8377R119 |  | 134045 | 215334 | SH |  | SOLE |  | 215334 | 0 | 0 |
| SPRING VY ACQUISITION CORP I | SHS CL A | G8377R101 |  | 6516827 | 641420 | SH |  | SOLE |  | 641420 | 0 | 0 |
| SSR MINING IN | NOTE  2.500% 4/0 | 784730AB9 |  | 54812936 | 41946000 | PRN |  | SOLE |  | 41946000 | 0 | 0 |
| STARWOOD PPTY TR INC | NOTE  6.750% 7/1 | 85571BBA2 |  | 19969879 | 19262000 | PRN |  | SOLE |  | 19262000 | 0 | 0 |
| STRATEGY INC | NOTE  0.875% 3/1 | 594972AL5 |  | 43002593 | 41649000 | PRN |  | SOLE |  | 41649000 | 0 | 0 |
| STRATEGY INC | NOTE        12/0 | 594972AS0 |  | 187546898 | 227716000 | PRN |  | SOLE |  | 227716000 | 0 | 0 |
| SUPER MICRO COMPUTER INC | NOTE  3.500% 3/0 | 86800UAB0 |  | 86890717 | 97362000 | PRN |  | SOLE |  | 97362000 | 0 | 0 |
| T1 ENERGY INC | NOTE  5.250%12/0 | 35834FAB0 |  | 17949400 | 14000000 | PRN |  | SOLE |  | 14000000 | 0 | 0 |
| TAILWIND 2.0 ACQUISITION COR | RIGHT 11/07/2030 | G8662J129 |  | 32800 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| TAILWIND 2.0 ACQUISITION COR | ORD SHS CL A | G8662J111 |  | 1970000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| TALON CAP CORP | *W EXP 08/27/203 | G86652123 |  | 88500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| TALON CAP CORP | ORD SHS CL A | G86652107 |  | 4549500 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| TANDEM DIABETES CARE INC | NOTE  1.500% 3/1 | 875372AD6 |  | 82700874 | 81129000 | PRN |  | SOLE |  | 81129000 | 0 | 0 |
| TELADOC HEALTH INC | NOTE  1.250% 6/0 | 87918AAF2 |  | 111844825 | 117115000 | PRN |  | SOLE |  | 117115000 | 0 | 0 |
| TEVOGEN BIO HLDGS INC | *W EXP 02/14/202 | 88165K119 |  | 3730 | 97250 | SH |  | SOLE |  | 97250 | 0 | 0 |
| TEXAS VENTURES ACQUISITION I | *W EXP 04/23/203 | G8772L113 |  | 45000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| TEXAS VENTURES ACQUISITION I | USD CL A ORD SHS | G8772L105 |  | 745500 | 70000 | SH |  | SOLE |  | 70000 | 0 | 0 |
| TGE VALUE CREATIVE SOLUTIONS | UNIT 99/99/9999 | G8773E126 |  | 2733500 | 275000 | SH |  | SOLE |  | 275000 | 0 | 0 |
| TITAN ACQUISITION CORP | *W EXP 05/16/203 | G8901A111 |  | 15750 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| TITAN ACQUISITION CORP | CL A | G8901A103 |  | 1025100 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| TRAILBLAZER ACQUISITION CORP | *W EXP 09/30/203 | G9009S111 |  | 24005 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| TRAILBLAZER ACQUISITION CORP | ORD SHS CL A | G9009S103 |  | 1501500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| TRAVERE THERAPEUTICS INC | NOTE  2.250% 3/0 | 89422GAA5 |  | 81991139 | 57457000 | PRN |  | SOLE |  | 57457000 | 0 | 0 |
| TWELVE SEAS INVT CO III | UNIT 11/21/2030 | G9145D127 |  | 1990000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| TWO HARBORS INVENTMENT CORPO | NOTE  6.250% 1/1 | 90187BAB7 |  | 484785 | 486000 | PRN |  | SOLE |  | 486000 | 0 | 0 |
| TXNM ENERGY INC | NOTE  5.750% 6/0 | 69349HAF4 |  | 37646557 | 28015000 | PRN |  | SOLE |  | 28015000 | 0 | 0 |
| UPSTART HLDGS INC | NOTE  1.000%11/1 | 91680MAF4 |  | 52727468 | 60174000 | PRN |  | SOLE |  | 60174000 | 0 | 0 |
| VENDOME ACQUISITION CORP I | *W EXP 02/18/202 | G9580A117 |  | 41175 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| VENDOME ACQUISITION CORP I | COM CL A | G9580A109 |  | 3015000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| VERITONE INC | NOTE  1.750%11/1 | 92347MAB6 |  | 16398900 | 17262000 | PRN |  | SOLE |  | 17262000 | 0 | 0 |
| VIKING ACQUISITION CORP I | *W EXP 11/03/203 | G9582G112 |  | 32500 | 83333 | SH |  | SOLE |  | 83333 | 0 | 0 |
| VIKING ACQUISITION CORP I | ORD CL A | G9582G104 |  | 2475000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| VISHAY INTERTECHNOLOGY INC | NOTE  2.250% 9/1 | 928298AR9 |  | 28960768 | 32134000 | PRN |  | SOLE |  | 32134000 | 0 | 0 |
| VOYAGER ACQUISITION CORP | *W EXP 05/16/203 | G93A7H112 |  | 20800 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| WAYFAIR INC | NOTE  3.500%11/1 | 94419LAR2 |  | 53036650 | 23150000 | PRN |  | SOLE |  | 23150000 | 0 | 0 |
| WEN ACQUISITION CORP | *W EXP 99/99/999 | G9R39C111 |  | 75015 | 241750 | SH |  | SOLE |  | 241750 | 0 | 0 |
| WEN ACQUISITION CORP | COM CL A | G9R39C103 |  | 4883350 | 483500 | SH |  | SOLE |  | 483500 | 0 | 0 |
| WINTERGREEN ACQUISITION CORP | RIGHT 99/99/9999 | G9717M117 |  | 14005 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| WINTERGREEN ACQUISITION CORP | SHS | G9717M109 |  | 1017000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| WOLFSPEED INC | NOTE  2.500% 6/1 | 977852AP7 |  | 9468899 | 6371000 | PRN |  | SOLE |  | 6371000 | 0 | 0 |
| XBP GLOBAL HOLDINGS INC | *W EXP 11/30/202 | 98400V119 |  | 9915 | 357933 | SH |  | SOLE |  | 357933 | 0 | 0 |
| YORKVILLE ACQUISITION CORP. | *W EXP 06/06/203 | G98659124 |  | 12500 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| YORKVILLE ACQUISITION CORP. | SHS CL A | G98659116 |  | 1013000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ZOETIS INC | CL A | 98978V103 |  | 4667922 | 37100 | SH |  | SOLE |  | 37100 | 0 | 0 |
| ZOOZ STRATEGY LTD | *W EXP 04/02/202 | M2573A197 |  | 2881 | 72209 | SH |  | SOLE |  | 72209 | 0 | 0 |

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