# EDGAR Filing Document

**Accession Number:** 0001301396
**File Stem:** 0001420506-25-003137
**Filing Date:** 2025-11
**Character Count:** 33989
**Document Hash:** 7ee605d9114b749e1fac27b242008cf4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001420506-25-003137.hdr.sgml**: 20251112

**ACCESSION NUMBER**: 0001420506-25-003137

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251112

**DATE AS OF CHANGE**: 20251112

**EFFECTIVENESS DATE**: 20251112

**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:** 251471942

**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:** 09-30-2025

**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:** CCO<br>**Phone:** 845-516-1946

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

Grace Brescia CCO  LAJOLLA, CA  10-29-2025<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:** 269

**Form 13F Information Table Value Total:** $3244031737

      (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. | USD CL A ORD SHS | G6757R105 |  | 2612500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| 1RT ACQUISITION CORP. | *W EXP 06/26/203 | G6757R113 |  | 55625 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| 3D SYS CORP DEL | NOTE        11/1 | 88554DAD8 |  | 14304112 | 16036 | PRN |  | SOLE |  | 16036 | 0 | 0 |
| AA MISSION ACQUISITION CORP | ORD SHS CL A | G1000R101 |  | 789000 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| AA MISSION ACQUISITION CORP | *W EXP 08/01/203 | G1000R127 |  | 12000 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| ABOVE FOOD INGREDIENTS INC | *W EXP 06/28/202 | 00373V118 |  | 14400 | 60000 | SH |  | SOLE |  | 60000 | 0 | 0 |
| AEROVIRONMENT INC | NOTE         7/1 | 008073AA6 |  | 11173500 | 9000 | PRN |  | SOLE |  | 9000 | 0 | 0 |
| ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 |  | 20834000 | 550000 | SH |  | SOLE |  | 550000 | 0 | 0 |
| ALCHEMY INVTS ACQUISITN CORP | *W EXP 11/30/202 | G0232F133 |  | 8495 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| ALPHATEC HLDGS INC | NOTE  0.750% 8/0 | 02081GAB8 |  | 15675030 | 15036 | PRN |  | SOLE |  | 15036 | 0 | 0 |
| AMC NETWORKS INC | NOTE  4.250% 2/1 | 00164VAJ2 |  | 2393750 | 2500 | PRN |  | SOLE |  | 2500 | 0 | 0 |
| AMERICAN EXCEPTIONALISM ACQU | ORD CL A | G0273J101 |  | 2186000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| AMPHASTAR PHARMACEUTICALS IN | NOTE  2.000% 3/1 | 03209RAB9 |  | 17498842 | 19200 | PRN |  | SOLE |  | 19200 | 0 | 0 |
| APOLLOMICS INC | *W EXP 04/01/202 | G0411D115 |  | 0 | 298500 | SH |  | SOLE |  | 298500 | 0 | 0 |
| APPLIED OPTOELECTRONICS INC | NOTE  2.750% 1/1 | 03823UAE2 |  | 23040055 | 22901 | PRN |  | SOLE |  | 22901 | 0 | 0 |
| ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 |  | 9938000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ARMADA ACQUISITION CORP II | COM CL A | G0R38G104 |  | 3651900 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| ARMADA ACQUISITION CORP II | *W EXP 05/21/203 | G0R38G112 |  | 213728 | 225000 | SH |  | SOLE |  | 225000 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | NOTE  1.000%12/0 | 04271TAB6 |  | 42040277 | 48349 | PRN |  | SOLE |  | 48349 | 0 | 0 |
| ARTIUS II ACQUISITION INC | SHS CL A | G0509J115 |  | 1138739 | 112191 | SH |  | SOLE |  | 112191 | 0 | 0 |
| ARTIUS II ACQUISITION INC | RIGHT 11/27/2029 | G0509J123 |  | 37304 | 162191 | SH |  | SOLE |  | 162191 | 0 | 0 |
| ASPIRE BIOPHARMA HLDGS INC | *W EXP 02/14/203 | 738920115 |  | 5233 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| ASSERTIO HOLDINGS INC | NOTE  6.500% 9/0 | 04546CAB2 |  | 22338509 | 24230 | PRN |  | SOLE |  | 24230 | 0 | 0 |
| AXIOM INTELLIGENCE AC CORP 1 | ORD SHS CL A | G0750N104 |  | 2490000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| AXIOM INTELLIGENCE AC CORP 1 | RIGHT 06/10/2030 | G0750N112 |  | 40000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| BAIN CAP GSS INVT CORP | UNIT 99/99/9999 | G0R78B122 |  | 1513500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| BANZAI INTERNATIONAL INC | *W EXP 12/14/202 | 06682J118 |  | 2162 | 80979 | SH |  | SOLE |  | 80979 | 0 | 0 |
| BENEFICIENT | *W EXP 06/07/202 | 08178Q119 |  | 3024 | 210024 | SH |  | SOLE |  | 210024 | 0 | 0 |
| BERTO ACQUISITION CORP | ORD SHS | G1051H101 |  | 2600000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| BERTO ACQUISITION CORP | *W EXP 05/01/203 | G1051H119 |  | 100500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| BEYOND MEAT INC | NOTE         3/1 | 08862EAB5 |  | 14570375 | 71075 | PRN |  | SOLE |  | 71075 | 0 | 0 |
| BITCOIN DEPOT INC | *W EXP 06/30/202 | 09174P113 |  | 87905 | 354454 | SH |  | SOLE |  | 354454 | 0 | 0 |
| BLOOM ENERGY CORP | NOTE  3.000% 6/0 | 093712AK3 |  | 212355177 | 47406 | PRN |  | SOLE |  | 47406 | 0 | 0 |
| BLOOM ENERGY CORP | NOTE  3.000% 6/0 | 093712AM9 |  | 64041868 | 15499 | PRN |  | SOLE |  | 15499 | 0 | 0 |
| BLUE ACQUISITION CORP. | ORD SHS CL A | G1331A108 |  | 999500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| BLUE ACQUISITION CORP. | RIGHT 06/11/2030 | G1331A116 |  | 16140 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| BLUE WTR ACQUISITION CORP. I | ORD SHS CL A | G1368E106 |  | 498500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| BLUE WTR ACQUISITION CORP. I | *W EXP 05/23/203 | G1368E114 |  | 3548 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| BOEING CO | DEP CONV PFD A | 097023204 |  | 10435500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| BOREALIS FOODS INC | *W EXP 02/07/202 | 09973D113 |  | 5764 | 75340 | SH |  | SOLE |  | 75340 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE  2.250% 2/0 | 10806XAD4 |  | 96704216 | 97854 | PRN |  | SOLE |  | 97854 | 0 | 0 |
| BRUKER CORP | 6.375 PREF SER A | 116794207 |  | 20385000 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| BTC DEV CORP | UNIT 09/11/2030 | G0701G125 |  | 3535000 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| CAL REDWOOD ACQUISITION CORP | COM CL A | G17564108 |  | 3000270 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| CAL REDWOOD ACQUISITION CORP | RIGHT 05/15/2030 | G17564116 |  | 66000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| CANTOR EQUITY PARTNERS I INC | SHS CL A | G1827K107 |  | 1204187 | 115123 | SH |  | SOLE |  | 115123 | 0 | 0 |
| CANTOR EQUITY PARTNERS II IN | CL A ORD SHS | G1827P106 |  | 2102000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| CANTOR EQUITY PARTNERS III I | SHS CL A | G1828A108 |  | 2064000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| CANTOR EQUITY PARTNERS IV IN | SHS CL A | G1828E100 |  | 4074000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| CAPITAL SOUTHWEST CORP | NOTE  5.125%11/1 | 140501AE7 |  | 19536660 | 19734 | PRN |  | SOLE |  | 19734 | 0 | 0 |
| CARDIO DIAGNOSTICS HOLDGS IN | *W EXP 10/25/202 | 14159C111 |  | 1663 | 81500 | SH |  | SOLE |  | 81500 | 0 | 0 |
| CARDLYTICS INC | NOTE  4.250% 4/0 | 14161WAD7 |  | 8311331 | 15636 | PRN |  | SOLE |  | 15636 | 0 | 0 |
| CARTESIAN GROWTH CORP III | COM CL A | G19307100 |  | 1004500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CARTESIAN GROWTH CORP III | *W EXP 05/02/203 | G19307126 |  | 12500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| CDT EQUITY INC | *W EXP 09/22/202 | 20678X114 |  | 1362 | 128500 | SH |  | SOLE |  | 128500 | 0 | 0 |
| CELCUITY INC | NOTE  2.750% 8/0 | 15102KAA8 |  | 12407977 | 9310 | PRN |  | SOLE |  | 9310 | 0 | 0 |
| CELULARITY INC | *W EXP 07/16/202 | 151190113 |  | 5265 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| CENTURION ACQUISITION CORP | *W EXP 05/31/203 | G20315118 |  | 27160 | 79882 | SH |  | SOLE |  | 79882 | 0 | 0 |
| CENTURY ALUM CO | NOTE  2.750% 5/0 | 156431AQ1 |  | 62392656 | 38184 | PRN |  | SOLE |  | 38184 | 0 | 0 |
| CERENCE INC | NOTE  1.500% 7/0 | 156727AD1 |  | 21411912 | 25670 | PRN |  | SOLE |  | 25670 | 0 | 0 |
| CERO THERAPEUTICS HLDGS INC | *W EXP 02/13/202 | 71902K113 |  | 1623 | 122013 | SH |  | SOLE |  | 122013 | 0 | 0 |
| CHARLTON ARIA ACQUISITION CO | RIGHT 12/31/2026 | G9877L115 |  | 21410 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CHENGHE ACQUISITION III CO | UNIT 09/09/2030 | G2086N113 |  | 1358787 | 136151 | SH |  | SOLE |  | 136151 | 0 | 0 |
| CIPHER MINING INC | NOTE  1.750% 5/1 | 17253JAA4 |  | 5903000 | 2000 | PRN |  | SOLE |  | 2000 | 0 | 0 |
| COHEN CIRCLE ACQUISIT CORP I | *W EXP 07/01/203 | G2254C113 |  | 80000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| COHEN CIRCLE ACQUISIT CORP I | SHS CL A | G2254C121 |  | 4060000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE  0.250% 4/0 | 19260QAF4 |  | 0 | 0 | PRN |  | SOLE |  | 0 | 0 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | NOTE  2.875% 2/1 | 19459JAC8 |  | 3088539 | 2607 | PRN |  | SOLE |  | 2607 | 0 | 0 |
| COLUMBUS CIRCLE CAP CORP. I | SHS CL A | G2296A109 |  | 2934800 | 290000 | SH |  | SOLE |  | 290000 | 0 | 0 |
| COLUMBUS CIRCLE CAP CORP. I | *W EXP 05/16/203 | G2296A117 |  | 210000 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| CONMED CORP | NOTE  2.250% 6/1 | 207410AH4 |  | 103843553 | 108850 | PRN |  | SOLE |  | 108850 | 0 | 0 |
| COPLEY ACQUISITION CORP | ORD SHS CL A | G24243100 |  | 2024000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| COPLEY ACQUISITION CORP | *W EXP 99/99/999 | G24243126 |  | 20090 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CRANE HBR ACQUISITION CORP | CL A | G24979109 |  | 1729357 | 170548 | SH |  | SOLE |  | 170548 | 0 | 0 |
| CRANE HBR ACQUISITION CORP | RIGHT 04/17/2030 | G24979117 |  | 52870 | 170548 | SH |  | SOLE |  | 170548 | 0 | 0 |
| CSG SYS INTL INC | NOTE  3.875% 9/1 | 126349AH2 |  | 16698750 | 15000 | PRN |  | SOLE |  | 15000 | 0 | 0 |
| CSLM DIGITA ASSET ACQ CORP I | UNIT 08/12/2030 | G2584S135 |  | 3535000 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| CYTOKINETICS INC | NOTE  3.500% 7/0 | 23282WAC4 |  | 1800761 | 1386 | PRN |  | SOLE |  | 1386 | 0 | 0 |
| D. BORAL ARC ACQ I CORP. | SHS CL A | G2616F101 |  | 5958000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| D. BORAL ARC ACQ I CORP. | *W EXP 07/23/203 | G2616F119 |  | 98955 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| DIGITAL ASSET ACQUISITION CO | SHS CL A | G2868C103 |  | 2038000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| DIGITAL ASSET ACQUISITION CO | *W EXP 04/01/203 | G2868C111 |  | 61000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| DRAGONFLY ENERGY HOLDINGS CO | *W EXP 10/07/202 | 26145B114 |  | 2540 | 50700 | SH |  | SOLE |  | 50700 | 0 | 0 |
| DRUGS MADE IN AMER ACQ II CO | UNIT 09/16/2030 | G2851K120 |  | 7458750 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| DRUGS MADE IN AMER ACQUTN CO | ORD SHS | G2847J104 |  | 2567500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| DRUGS MADE IN AMER ACQUTN CO | RIGHT 10/15/2029 | G2847J112 |  | 54350 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| DUKE ENERGY CORP NEW | NOTE  4.125% 4/1 | 26441CBY0 |  | 2149500 | 2000 | PRN |  | SOLE |  | 2000 | 0 | 0 |
| DUNE ACQUISITION CORP II | SHS CL A | G2867S109 |  | 1012000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| DUNE ACQUISITION CORP II | *W EXP 04/04/203 | G2867S117 |  | 15780 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| ECARX HOLDINGS INC | *W EXP 99/99/999 | G29201111 |  | 7046 | 117430 | SH |  | SOLE |  | 117430 | 0 | 0 |
| ECD AUTOMOTIVE DESIGN INC | *W EXP 12/12/202 | 27877D112 |  | 9396 | 540000 | SH |  | SOLE |  | 540000 | 0 | 0 |
| ECHOSTAR CORP | NOTE  3.875%11/3 | 278768AB2 |  | 258875772 | 105127217 | SH |  | SOLE |  | 105127217 | 0 | 0 |
| EGH ACQUISITION CORP. | SHS CL A | G2946P100 |  | 2008000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| EGH ACQUISITION CORP. | RIGHT 05/08/2025 | G2946P118 |  | 42000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| EMMIS ACQUISITION CORP. | UNIT 09/12/2030 | G3037D121 |  | 2995500 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| ENCORE CAP GROUP INC | NOTE  4.000% 3/1 | 292554AP7 |  | 1736399 | 1750 | PRN |  | SOLE |  | 1750 | 0 | 0 |
| ENOVIS CORPORATION | NOTE  3.875%10/1 | 194014AB2 |  | 32492372 | 32912 | PRN |  | SOLE |  | 32912 | 0 | 0 |
| EON RESOURCES INC | *W EXP 02/04/202 | 40472A128 |  | 14829 | 296581 | SH |  | SOLE |  | 296581 | 0 | 0 |
| EQUINOX GOLD CORP | NOTE  4.750%10/1 | 29446YAC0 |  | 87728004 | 45656 | PRN |  | SOLE |  | 45656 | 0 | 0 |
| EQV VENTURES AC CORP. II | ORD SHS CL A | G3106Q102 |  | 4477500 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| EQV VENTURES AC CORP. II | *W EXP 06/30/203 | G3106Q128 |  | 36000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| EQV VENTURES ACQUISITION COR | CL A ORD SHS | G3106N109 |  | 1979674 | 190720 | SH |  | SOLE |  | 190720 | 0 | 0 |
| EQV VENTURES ACQUISITION COR | *W EXP 07/01/203 | G3106N117 |  | 55354 | 110707 | SH |  | SOLE |  | 110707 | 0 | 0 |
| ESPERION THERAPEUTICS INC NE | NOTE  4.000%11/1 | 29664WAB1 |  | 12415120 | 12440 | PRN |  | SOLE |  | 12440 | 0 | 0 |
| EVENTBRITE INC | NOTE  0.750% 9/1 | 29975EAD1 |  | 20011070 | 20954 | PRN |  | SOLE |  | 20954 | 0 | 0 |
| EVOLENT HEALTH INC | NOTE  3.500%12/0 | 30050BAH4 |  | 53335377 | 66214 | PRN |  | SOLE |  | 66214 | 0 | 0 |
| EVOLENT HEALTH INC | DEBT  4.500% 8/1 | 30050BAJ0 |  | 12255559 | 12200 | PRN |  | SOLE |  | 12200 | 0 | 0 |
| FACT II ACQUISITION CORP | ORD SHS CL A | G32901103 |  | 3096030 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| FACT II ACQUISITION CORP | *W EXP 11/26/203 | G32901129 |  | 238000 | 850000 | SH |  | SOLE |  | 850000 | 0 | 0 |
| FIFTH ERA ACQUISITION CORP I | ORD SHS CL A | G3415K101 |  | 3051000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| FIFTH ERA ACQUISITION CORP I | RIGHT 02/21/2030 | G3415K135 |  | 79500 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| FIGX CAP ACQUISITION CORP. | USD CL A ORD SHS | G3473K100 |  | 2497500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| FIGX CAP ACQUISITION CORP. | *W EXP 06/17/203 | G3473K118 |  | 30000 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| FIRST MAJESTIC SILVER CORP | NOTE  0.375% 1/1 | 32076VAD5 |  | 29966218 | 27611 | PRN |  | SOLE |  | 27611 | 0 | 0 |
| FIVE9 INC | NOTE  1.000% 3/1 | 338307AF8 |  | 4442500 | 5000 | PRN |  | SOLE |  | 5000 | 0 | 0 |
| FOLD HLDGS INC | *W EXP 02/14/203 | 29103K118 |  | 28578 | 56950 | SH |  | SOLE |  | 56950 | 0 | 0 |
| FORTUNA MNG CORP | NOTE  3.750% 6/3 | 349915AE8 |  | 8356827 | 5255 | PRN |  | SOLE |  | 5255 | 0 | 0 |
| FUTURECREST ACQUISITION CORP | UNIT 99/99/9999 | G3730U123 |  | 2120000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| GALATA ACQUISITION CORP II | UNIT 09/12/2030 | G3R25N124 |  | 1996000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| GCL GLOBAL HLDGS LTD | *W EXP 02/13/203 | G3777K111 |  | 17500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| GCT SEMICONDUCTOR HLDG INC | *W EXP 03/01/202 | 36170N115 |  | 32280 | 172160 | SH |  | SOLE |  | 172160 | 0 | 0 |
| GLADSTONE CAP CORP | NOTE  5.875%10/0 | 376535AG5 |  | 12129899 | 12200 | PRN |  | SOLE |  | 12200 | 0 | 0 |
| GLOBA TERRA ACQUISITION COR | CL A ORD SHS | G3933N116 |  | 6986000 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| GLOBA TERRA ACQUISITION COR | *W EXP 06/17/203 | G3933N124 |  | 76125 | 525000 | SH |  | SOLE |  | 525000 | 0 | 0 |
| GLOBA TERRA ACQUISITION COR | RIGHT 06/17/2030 | G3933N132 |  | 105000 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| GORES HLDGS X INC | SHS CL A | G4002F109 |  | 1021000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| GORES HLDGS X INC | *W EXP 05/02/203 | G4002F125 |  | 19000 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| GOSSAMER BIO INC | NOTE  5.000% 6/0 | 38341PAA0 |  | 20834722 | 30005 | PRN |  | SOLE |  | 30005 | 0 | 0 |
| GREEN PLAINS INC | NOTE  2.250% 3/1 | 393222AK0 |  | 45617073 | 47502 | PRN |  | SOLE |  | 47502 | 0 | 0 |
| GROUPON INC | NOTE  1.125% 3/1 | 399473AF4 |  | 17954790 | 18606 | PRN |  | SOLE |  | 18606 | 0 | 0 |
| GROUPON INC | NOTE  6.250% 3/1 | 399473AH0 |  | 1453750 | 1250 | PRN |  | SOLE |  | 1250 | 0 | 0 |
| GROUPON INC | DEBT  4.875% 6/3 | 399473AJ6 |  | 2758722 | 2987 | PRN |  | SOLE |  | 2987 | 0 | 0 |
| GROUPON INC | NOTE  4.875% 6/3 | 399473AK3 |  | 68011213 | 73639 | PRN |  | SOLE |  | 73639 | 0 | 0 |
| GSR III ACQUISITION CORP | CL A | G4R103107 |  | 42932 | 4144 | SH |  | SOLE |  | 4144 | 0 | 0 |
| GSR IV ACQUISITION CORP | UNIT 08/22/2030 | G4R12K123 |  | 4560750 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE  2.500% 6/0 | 405024AD2 |  | 23107008 | 24909 | PRN |  | SOLE |  | 24909 | 0 | 0 |
| HCM III ACQUISITION CORP | ORD SHS CL A | G4365E103 |  | 5052500 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| HCM III ACQUISITION CORP | *W EXP 07/23/203 | G4365E111 |  | 117916 | 166666 | SH |  | SOLE |  | 166666 | 0 | 0 |
| HENNESSY CAP INVT CORP VII | ORD SHS CL A | G4405D107 |  | 1018500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| HENNESSY CAP INVT CORP VII | RIGHT 01/17/2030 | G4405D115 |  | 50625 | 187500 | SH |  | SOLE |  | 187500 | 0 | 0 |
| HIGHVIEW MERGER CORP | UNIT 07/24/2030 | G4569C127 |  | 1518000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| IB ACQUISITION CORP | RIGHT 03/28/2026 | 44934N116 |  | 16740 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| IMMUNOCORE HLDGS PLC | NOTE  2.500% 2/0 | 45258DAB1 |  | 63478158 | 70041 | PRN |  | SOLE |  | 70041 | 0 | 0 |
| INDIGO ACQUISITION CORP | ORD SHS | G4791J106 |  | 2991000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| INDIGO ACQUISITION CORP | RIGHT 04/02/2027 | G4791J114 |  | 48000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| INFLECTION PT ACQUISITION CO | CL A ORD SHS | G47875102 |  | 1007000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| INFLECTION PT ACQUISITION CO | RIGHT 04/25/2030 | G47875110 |  | 44000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| INNOVIVA INC | NOTE  2.125% 3/1 | 45781MAD3 |  | 9121339 | 9351 | PRN |  | SOLE |  | 9351 | 0 | 0 |
| IRONWOOD PHARMACEUTICALS INC | NOTE  1.500% 6/1 | 46333XAH1 |  | 24918338 | 28077 | PRN |  | SOLE |  | 28077 | 0 | 0 |
| ISHARES BITCOIN TRUST ETF | SHS BEN INT | 46438F101 |  | 9360000 | 144000 | SH |  | SOLE |  | 144000 | 0 | 0 |
| KARYOPHARM THERAPEUTICS INC | NOTE  6.000% 5/1 | 48576UAD8 |  | 6395991 | 8871 | PRN |  | SOLE |  | 8871 | 0 | 0 |
| KEEN VISION ACQUISITION CORP | *W EXP 03/15/202 | G52443127 |  | 186 | 3092 | SH |  | SOLE |  | 3092 | 0 | 0 |
| KOCHAV DEFENSE ACQUI CO | SHS CL A | G5304D106 |  | 3510500 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| KOCHAV DEFENSE ACQUI CO | RIGHT 05/21/2030 | G5304D114 |  | 77000 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| LAUNCH TWO ACQUISITION CORP. | ORD SHS CL A | G5S87A105 |  | 1306250 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| LAUNCH TWO ACQUISITION CORP. | *W EXP 10/09/202 | G5S87A113 |  | 23125 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| LAVORO LTD | *W EXP 02/27/202 | G5391L110 |  | 8916 | 235863 | SH |  | SOLE |  | 235863 | 0 | 0 |
| LEGATO MERGER CORP III | *W EXP 05/08/203 | G5451A111 |  | 18560 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| LIGHTWAVE ACQUISITION CORP | USD CL A ORD SHS | G5490M100 |  | 995000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| LIGHTWAVE ACQUISITION CORP | *W EXP 06/06/203 | G5490M126 |  | 9595 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| LIONHEART HOLDINGS | *W EXP 06/07/203 | G5501C117 |  | 2550 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| LUMINAR TECHNOLOGIES INC | DEBT  9.000% 1/1 | 550424AD7 |  | 3215940 | 8835 | PRN |  | SOLE |  | 8835 | 0 | 0 |
| LUMINAR TECHNOLOGIES INC | DEBT 11.500% 1/1 | 550424AE5 |  | 9673136 | 25864 | PRN |  | SOLE |  | 25864 | 0 | 0 |
| M3-BRIGADE ACQUISITION VI CO | UNIT 08/18/2030 | G63221124 |  | 8905600 | 880000 | SH |  | SOLE |  | 880000 | 0 | 0 |
| MANNKIND CORP | NOTE  2.500% 3/0 | 56400PAQ5 |  | 9196460 | 8060 | PRN |  | SOLE |  | 8060 | 0 | 0 |
| MARA HOLDINGS INC | NOTE  2.125% 9/0 | 565788AD8 |  | 9696104 | 8000 | PRN |  | SOLE |  | 8000 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE  3.250%12/1 | 57164YAF4 |  | 4778500 | 5000 | PRN |  | SOLE |  | 5000 | 0 | 0 |
| MCKINLEY ACQUISITION CORP | UNIT 07/25/2030 | G6005T127 |  | 4995000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC. | DEP SHS REPSTG | 595017302 |  | 2951500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| MITEK SYS INC | NOTE  0.750% 2/0 | 606710AA9 |  | 41144082 | 41750 | PRN |  | SOLE |  | 41750 | 0 | 0 |
| NEW MTN FIN CORP | NOTE  7.500%10/1 | 647551AE0 |  | 2502500 | 2500 | PRN |  | SOLE |  | 2500 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION C | USD CL A ORD SHS | G6476A102 |  | 1017000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION C | *W EXP 04/24/203 | G6476A110 |  | 14667 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| NEWHOLD INVT CORP III | ORD SHS CL A | G6486E102 |  | 1018000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| NEWHOLD INVT CORP III | *W EXP 01/30/203 | G6486E110 |  | 36500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| NEXTERA ENERGY INC | UNIT 11/01/2027 | 65339F119 |  | 11757500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| NIO INC | NOTE  3.875%10/1 | 62914VAJ5 |  | 29597424 | 27709 | PRN |  | SOLE |  | 27709 | 0 | 0 |
| NIO INC | NOTE  4.625%10/1 | 62914VAK2 |  | 11942513 | 11363 | PRN |  | SOLE |  | 11363 | 0 | 0 |
| OMEROS CORP | NOTE  9.500% 6/1 | 682143AK8 |  | 2097874 | 2459 | PRN |  | SOLE |  | 2459 | 0 | 0 |
| OTG ACQUISITION CORP. I | UNIT 09/05/2030 | G6791A126 |  | 3021000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| OXLEY BRIDGE ACQ LTD | USD CL A ORD SHS | G6858G107 |  | 2987730 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| OXLEY BRIDGE ACQ LTD | *W EXP 06/17/203 | G6858G115 |  | 25515 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| OYSTER ENTERPRISES II ACQUIS | ORD SHS CL A | G6861F104 |  | 2513337 | 250782 | SH |  | SOLE |  | 250782 | 0 | 0 |
| OYSTER ENTERPRISES II ACQUIS | RIGHT 05/22/2030 | G6861F138 |  | 42633 | 250782 | SH |  | SOLE |  | 250782 | 0 | 0 |
| PACIRA BIOSCIENCES INC | NOTE  2.125% 5/1 | 695127AJ9 |  | 77029720 | 75631 | PRN |  | SOLE |  | 75631 | 0 | 0 |
| PAGERDUTY INC | NOTE  1.500%10/1 | 69553PAD2 |  | 4910000 | 5000 | PRN |  | SOLE |  | 5000 | 0 | 0 |
| PAR TECHNOLOGY CORP | NOTE  1.500%10/1 | 698884AE3 |  | 13549001 | 14012 | PRN |  | SOLE |  | 14012 | 0 | 0 |
| PELOTON INTERACTIVE INC | NOTE  5.500%12/0 | 70614WAD2 |  | 173520630 | 77430 | PRN |  | SOLE |  | 77430 | 0 | 0 |
| PENNYMAC CORP | NOTE  5.500% 3/1 | 70932AAF0 |  | 5999976 | 6012 | PRN |  | SOLE |  | 6012 | 0 | 0 |
| PENNYMAC CORP | NOTE  8.500% 6/0 | 70932AAH6 |  | 16434717 | 15902 | PRN |  | SOLE |  | 15902 | 0 | 0 |
| PERIMETER ACQUISITION CORP I | *W EXP 05/13/203 | G7010A111 |  | 60000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| PERIMETER ACQUISITION CORP I | COM CL A | G7010A129 |  | 2034000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| PG CORP | PFD CONV SER A | 69331C306 |  | 12010900 | 305000 | SH |  | SOLE |  | 305000 | 0 | 0 |
| PIONEER ACQUISITION I CORP | CL A ORD SHS | G7117W107 |  | 1492500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| PIONEER ACQUISITION I CORP | *W EXP 06/16/203 | G7117W115 |  | 16500 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| PLUM ACQUISITION CORP IV | SHS CL A | G7134A104 |  | 7224000 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| PLUM ACQUISITION CORP IV | *W EXP 08/19/202 | G7134A120 |  | 105000 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| PORCH GROUP INC | DEBT  9.000% 5/1 | 733245AD6 |  | 29493750 | 19500 | PRN |  | SOLE |  | 19500 | 0 | 0 |
| PROCAP ACQUISITION CORP | SHS CL A | G7257A105 |  | 1027000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| PROCAP ACQUISITION CORP | *W EXP 05/16/203 | G7257A121 |  | 21666 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| PROS HOLDINGS INC | NOTE  2.250% 9/1 | 74346YAG8 |  | 2745666 | 2772 | PRN |  | SOLE |  | 2772 | 0 | 0 |
| PROS HOLDINGS INC | DEBT  2.500% 7/0 | 74346YAK9 |  | 24415719 | 18883 | PRN |  | SOLE |  | 18883 | 0 | 0 |
| PURECYCLE TECHNOLOGIES INC | NOTE  7.250% 8/1 | 74623VAB9 |  | 56385820 | 46910 | PRN |  | SOLE |  | 46910 | 0 | 0 |
| QXO INC | 5.50 DEP PFD | 82846H504 |  | 18696600 | 340000 | SH |  | SOLE |  | 340000 | 0 | 0 |
| REAL ASSET ACQUISITION CORP | SHS CL A | G73944103 |  | 3066000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| REAL ASSET ACQUISITION CORP | *W EXP 04/24/203 | G73944111 |  | 67500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| REAL MESSENGER CORP. | *W EXP 11/19/202 | G7410G114 |  | 5130 | 87700 | SH |  | SOLE |  | 87700 | 0 | 0 |
| REDWOOD TRUST INC | NOTE  7.750% 6/1 | 758075AF2 |  | 12889553 | 12851 | PRN |  | SOLE |  | 12851 | 0 | 0 |
| REPUBLIC DIGITAL ACQUISITION | USD CL A ORD SHS | G7515A103 |  | 5105000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| REPUBLIC DIGITAL ACQUISITION | *W EXP 05/01/203 | G7515A129 |  | 162500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE  4.625% 3/1 | 76954AAB9 |  | 60292181 | 58050 | PRN |  | SOLE |  | 58050 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE  3.625%10/1 | 76954AAD5 |  | 31971661 | 34663 | PRN |  | SOLE |  | 34663 | 0 | 0 |
| SBC MED GROUP HLDGS INC | *W EXP 09/17/202 | 73245B115 |  | 43470 | 208389 | SH |  | SOLE |  | 208389 | 0 | 0 |
| SCAGE FUTURE | *W EXP 05/15/203 | G7840J118 |  | 12495 | 262500 | SH |  | SOLE |  | 262500 | 0 | 0 |
| SEMTECH CORP | NOTE  4.000%11/0 | 816850AH4 |  | 27442800 | 7700 | PRN |  | SOLE |  | 7700 | 0 | 0 |
| SHIFT4 PMTS INC | 6 SER A CNV PREF | 82452J307 |  | 9487000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SIDDHI ACQUISITION CORP | RIGHT 09/15/2029 | G8118C116 |  | 22000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SIDDHI ACQUISITION CORP | CL A SHS | G8118C124 |  | 1015500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SILEXION THERAPEUTICS CORP | *W EXP 08/15/202 | G1281K114 |  | 1802 | 51183 | SH |  | SOLE |  | 51183 | 0 | 0 |
| SILVERBOX CORP IV | SHS CL A | G81354105 |  | 2753097 | 262951 | SH |  | SOLE |  | 262951 | 0 | 0 |
| SILVERBOX CORP IV | *W EXP 08/19/202 | G81354121 |  | 45899 | 104317 | SH |  | SOLE |  | 104317 | 0 | 0 |
| SIM ACQUISITION CORP. I | SHS CL A | G8431T101 |  | 2845800 | 270000 | SH |  | SOLE |  | 270000 | 0 | 0 |
| SIM ACQUISITION CORP. I | *W EXP 06/01/203 | G8431T119 |  | 68450 | 185000 | SH |  | SOLE |  | 185000 | 0 | 0 |
| SIZZLE ACQUISITION CORP. II | USD CL A ORD SHS | G8193F109 |  | 6048000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| SIZZLE ACQUISITION CORP. II | RIGHT 04/02/2030 | G8193F133 |  | 107940 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| SNAP INC | NOTE  0.125% 3/0 | 83304AAH9 |  | 2266434 | 2538 | PRN |  | SOLE |  | 2538 | 0 | 0 |
| SNAP INC | NOTE  0.500% 5/0 | 83304AAK2 |  | 3010000 | 3500 | PRN |  | SOLE |  | 3500 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE  2.250% 7/0 | 83417MAE4 |  | 43704617 | 33022 | PRN |  | SOLE |  | 33022 | 0 | 0 |
| SOLARIS ENERGY INFRAS INC | NOTE  4.750% 5/0 | 83419XAA6 |  | 12652292 | 7049 | PRN |  | SOLE |  | 7049 | 0 | 0 |
| SOULPOWER ACQUISITION CORP | USD CL A ORD SHS | G82745103 |  | 5877980 | 582480 | SH |  | SOLE |  | 582480 | 0 | 0 |
| SOULPOWER ACQUISITION CORP | RIGHT 99/99/9999 | G82745137 |  | 110671 | 582480 | SH |  | SOLE |  | 582480 | 0 | 0 |
| SOUTHERN CO | NOTE  4.500% 6/1 | 842587DZ7 |  | 21166000 | 19000 | PRN |  | SOLE |  | 19000 | 0 | 0 |
| SOUTHLAND HLDGS INC | *W EXP 02/14/202 | 84445C118 |  | 9979 | 51732 | SH |  | SOLE |  | 51732 | 0 | 0 |
| SPHERE ENTERTAINMENT CO | NOTE  3.500%12/0 | 55826TAB8 |  | 7580000 | 4000 | PRN |  | SOLE |  | 4000 | 0 | 0 |
| SPIRIT AEROSYSTEMS INC | NOTE  3.250%11/0 | 85205TAQ3 |  | 819666 | 555 | PRN |  | SOLE |  | 555 | 0 | 0 |
| SPRING VY ACQUISITION CORP I | UNIT 09/04/2030 | G8377R127 |  | 6640911 | 646003 | SH |  | SOLE |  | 646003 | 0 | 0 |
| SSR MINING IN | NOTE  2.500% 4/0 | 784730AB9 |  | 73520480 | 52096 | PRN |  | SOLE |  | 52096 | 0 | 0 |
| STARWOOD PPTY TR INC | NOTE  6.750% 7/1 | 85571BBA2 |  | 20432167 | 19262 | PRN |  | SOLE |  | 19262 | 0 | 0 |
| STRATEGY INC | NOTE  0.875% 3/1 | 594972AL5 |  | 61600952 | 39149 | PRN |  | SOLE |  | 39149 | 0 | 0 |
| SUPER MICRO COMPUTER INC | NOTE  3.500% 3/0 | 86800UAB0 |  | 28539839 | 27905 | PRN |  | SOLE |  | 27905 | 0 | 0 |
| TALON CAP CORP | UNIT 08/27/2030 | G86652115 |  | 4521960 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| TANDEM DIABETES CARE INC | NOTE  1.500% 3/1 | 875372AD6 |  | 27374064 | 31129 | PRN |  | SOLE |  | 31129 | 0 | 0 |
| TELADOC HEALTH INC | NOTE  1.250% 6/0 | 87918AAF2 |  | 119360349 | 127115 | PRN |  | SOLE |  | 127115 | 0 | 0 |
| TEVOGEN BIO HLDGS INC | *W EXP 02/14/202 | 88165K119 |  | 5397 | 97250 | SH |  | SOLE |  | 97250 | 0 | 0 |
| TEXAS VENTURES ACQUISITION I | USD CL A ORD SHS | G8772L105 |  | 1071000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| TEXAS VENTURES ACQUISITION I | *W EXP 04/23/203 | G8772L113 |  | 55000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| TITAN ACQUISITION CORP | CL A | G8901A103 |  | 1012000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| TITAN ACQUISITION CORP | *W EXP 05/16/203 | G8901A111 |  | 15060 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| TRAILBLAZER ACQUISITION CORP | UNIT 08/21/2030 | G9009S129 |  | 3067500 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| TRAVERE THERAPEUTICS INC | NOTE  2.250% 3/0 | 89422GAA5 |  | 52492197 | 46354 | PRN |  | SOLE |  | 46354 | 0 | 0 |
| TWO HARBORS INVENTMENT CORPO | NOTE  6.250% 1/1 | 90187BAB7 |  | 486000 | 486 | PRN |  | SOLE |  | 486 | 0 | 0 |
| TXNM ENERGY INC | NOTE  5.750% 6/0 | 69349HAF4 |  | 36641799 | 28015 | PRN |  | SOLE |  | 28015 | 0 | 0 |
| UGI CORP NEW | NOTE  5.000% 6/0 | 902681AB1 |  | 12806710 | 10000 | PRN |  | SOLE |  | 10000 | 0 | 0 |
| VENDOME ACQUISITION CORP I | COM CL A | G9580A109 |  | 2982000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| VENDOME ACQUISITION CORP I | *W EXP 02/18/202 | G9580A117 |  | 30300 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| VERITONE INC | NOTE  1.750%11/1 | 92347MAB6 |  | 21698379 | 29844 | PRN |  | SOLE |  | 29844 | 0 | 0 |
| VISHAY INTERTECHNOLOGY INC | NOTE  2.250% 9/1 | 928298AR9 |  | 29219065 | 32044 | PRN |  | SOLE |  | 32044 | 0 | 0 |
| VISIONWAVE HOLDINGS INC | *W EXP 07/14/203 | 927950113 |  | 47636 | 115819 | SH |  | SOLE |  | 115819 | 0 | 0 |
| VOYAGER ACQUISITION CORP | *W EXP 05/16/203 | G93A7H112 |  | 17000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| WAYFAIR INC | NOTE  3.500%11/1 | 94419LAR2 |  | 45983400 | 22150 | PRN |  | SOLE |  | 22150 | 0 | 0 |
| WEN ACQUISITION CORP | COM CL A | G9R39C103 |  | 4893020 | 483500 | SH |  | SOLE |  | 483500 | 0 | 0 |
| WEN ACQUISITION CORP | *W EXP 99/99/999 | G9R39C111 |  | 135380 | 241750 | SH |  | SOLE |  | 241750 | 0 | 0 |
| WINTERGREEN ACQUISITION CORP | SHS | G9717M109 |  | 1006500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| WINTERGREEN ACQUISITION CORP | RIGHT 99/99/9999 | G9717M117 |  | 16000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| WISDOMTREE INC | NOTE  3.250% 8/1 | 97717PAH7 |  | 963008 | 734 | PRN |  | SOLE |  | 734 | 0 | 0 |
| XBP GLOBAL HOLDINGS INC | *W EXP 11/30/202 | 98400V119 |  | 14353 | 357933 | SH |  | SOLE |  | 357933 | 0 | 0 |
| YORKVILLE ACQUISITION CORP. | SHS CL A | G98659116 |  | 1066000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| YORKVILLE ACQUISITION CORP. | *W EXP 06/06/203 | G98659124 |  | 30000 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| ZYNEX INC | NOTE  5.000% 5/1 | 98986MAD5 |  | 6385500 | 11000 | PRN |  | SOLE |  | 11000 | 0 | 0 |

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