# EDGAR Filing Document

**Accession Number:** 0001301396
**File Stem:** 0001420506-26-000841
**Filing Date:** 2026-5
**Character Count:** 48677
**Document Hash:** 4edbd35455e58c95ebeb736d5c336a9b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001420506-26-000841.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001420506-26-000841

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**EFFECTIVENESS DATE**: 20260507

**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:** 26952581

**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:** 03-31-2026

**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  05-05-2026<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:** 392

**Form 13F Information Table Value Total:** $4326799400

      (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 |  | 2537500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| 1RT ACQUISITION CORP. | *W EXP 06/26/203 | G6757R113 |  | 27816 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| AA MISSION ACQUISITION CORP | ORD SHS CL A | G1000S109 |  | 2010000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| AA MISSION ACQUISITION CORP | *W EXP 07/23/203 | G1000S125 |  | 19050 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ACTIVATE ENERGY ACQUISIT COR | *W EXP 11/10/203 | G0081J111 |  | 8250 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| ACTIVATE ENERGY ACQUISIT COR | CL A ORD SHS | G0081J103 |  | 494500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE  0.750%12/1 | 00827BAD8 |  | 9358475 | 9974000 | PRN |  | SOLE |  | 9974000 | 0 | 0 |
| ALCHEMY INVTS ACQUISITN CORP | *W EXP 11/30/202 | G0232F133 |  | 8000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| ALDABRA 4 LQDTY OPP VEH INC | *W EXP 12/23/203 | G01900110 |  | 40067 | 133333 | SH |  | SOLE |  | 133333 | 0 | 0 |
| ALDABRA 4 LQDTY OPP VEH INC | CL A ORD SHS | G01900102 |  | 3944000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| ALIGNMENT HEALTHCARE INC | NOTE  4.250%11/1 | 01625VAB0 |  | 12032631 | 8530000 | PRN |  | SOLE |  | 8530000 | 0 | 0 |
| AMC NETWORKS INC | NOTE  4.250% 2/1 | 00164VAJ2 |  | 2228125 | 2500000 | PRN |  | SOLE |  | 2500000 | 0 | 0 |
| AMERICAN DRIVE ACQUISITION C | *W EXP 02/06/203 | G0R91M113 |  | 40000 | 133333 | SH |  | SOLE |  | 133333 | 0 | 0 |
| AMERICAN DRIVE ACQUISITION C | USD CL A ORD SHS | G0R91M105 |  | 3960000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| AMERICAN EXCEPTIONALISM ACQU | ORD CL A | G0273J101 |  | 1841100 | 170000 | SH |  | SOLE |  | 170000 | 0 | 0 |
| AMPHASTAR PHARMACEUTICALS IN | NOTE  2.000% 3/1 | 03209RAB9 |  | 60639486 | 66931000 | PRN |  | SOLE |  | 66931000 | 0 | 0 |
| APEX TREAS CORP | ORD SHS CL A | G04104108 |  | 1489012 | 149800 | SH |  | SOLE |  | 149800 | 0 | 0 |
| APEX TREAS CORP | *W EXP 10/07/203 | G04104124 |  | 17227 | 74900 | SH |  | SOLE |  | 74900 | 0 | 0 |
| APOLLOMICS INC | *W EXP 04/01/202 | G0411D115 |  | 4537 | 298500 | SH |  | SOLE |  | 298500 | 0 | 0 |
| APPLIED DIGITAL CORP | NOTE  2.750% 6/0 | 038169AB4 |  | 60420180 | 22740000 | PRN |  | SOLE |  | 22740000 | 0 | 0 |
| APPLIED OPTOELECTRONICS INC | NOTE  2.750% 1/1 | 03823UAE2 |  | 16227905 | 7270000 | PRN |  | SOLE |  | 7270000 | 0 | 0 |
| ARCHIMEDES TECH SPAC PTNRS I | *W EXP 01/23/203 | G0453R113 |  | 13375 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| ARCHIMEDES TECH SPAC PTNRS I | ORD SHS | G0453R105 |  | 985000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ARMADA ACQUISITION CORP II | *W EXP 05/21/203 | G0R38G112 |  | 134978 | 225000 | SH |  | SOLE |  | 225000 | 0 | 0 |
| ARMADA ACQUISITION CORP II | COM CL A | G0R38G104 |  | 3608500 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | NOTE  1.000%12/0 | 04271TAB6 |  | 63291232 | 69704000 | PRN |  | SOLE |  | 69704000 | 0 | 0 |
| ARROWHEAD PHARMACEUTICALS IN | NOTE         1/1 | 04280AAC4 |  | 15452790 | 14900000 | PRN |  | SOLE |  | 14900000 | 0 | 0 |
| ART TECHNOLOGY ACQUISITION C | *W EXP 12/19/203 | G0579E111 |  | 37738 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| ARTIUS II ACQUISITION INC | SHS CL A | G0509J115 |  | 1160055 | 112191 | SH |  | SOLE |  | 112191 | 0 | 0 |
| ARTIUS II ACQUISITION INC | RIGHT 11/27/2029 | G0509J123 |  | 48641 | 162191 | SH |  | SOLE |  | 162191 | 0 | 0 |
| ASPIRE BIOPHARMA HLDGS INC | *W EXP 02/14/203 | 738920115 |  | 2905 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| ASSERTIO HOLDINGS INC | NOTE  6.500% 9/0 | 04546CAB2 |  | 24256459 | 24230000 | PRN |  | SOLE |  | 24230000 | 0 | 0 |
| ASTRONICS CORP | NOTE  5.500% 3/1 | 046433AD0 |  | 21345222 | 6915000 | PRN |  | SOLE |  | 6915000 | 0 | 0 |
| AXIOM INTELLIGENCE AC CORP 1 | ORD SHS CL A | G0750N104 |  | 2532500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| AXIOM INTELLIGENCE AC CORP 1 | RIGHT 06/10/2030 | G0750N112 |  | 47475 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| BAIN CAP GSS INVT CORP | *W EXP 01/01/202 | G0R78B114 |  | 18600 | 30000 | SH |  | SOLE |  | 30000 | 0 | 0 |
| BAIN CAP GSS INVT CORP | ORD CL A | G0R78B106 |  | 1516770 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| BANZAI INTERNATIONAL INC | *W EXP 12/14/202 | 06682J118 |  | 1061 | 80979 | SH |  | SOLE |  | 80979 | 0 | 0 |
| BENEFICIENT | *W EXP 06/07/202 | 08178Q119 |  | 2940 | 210024 | SH |  | SOLE |  | 210024 | 0 | 0 |
| BERTO ACQUISITION CORP | ORD SHS | G1051H101 |  | 2562500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| BERTO ACQUISITION CORP | *W EXP 05/01/203 | G1051H119 |  | 40650 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| BEYOND MEAT INC | DEBT        10/1 | 08862EAD1 |  | 20129580 | 31124000 | PRN |  | SOLE |  | 31124000 | 0 | 0 |
| BITCOIN DEPOT INC | *W EXP 06/30/202 | 09174P113 |  | 7585 | 354454 | SH |  | SOLE |  | 354454 | 0 | 0 |
| BITCOIN INFRASTRUCTURE ACQUI | USD CL A ORD SHS | G1143H101 |  | 5952000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| BITCOIN INFRASTRUCTURE ACQUI | *W EXP 11/06/203 | G1143H119 |  | 89100 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| BLACK SPADE ACQUISITION III | *W EXP 99/99/999 | G1154S111 |  | 23403 | 66867 | SH |  | SOLE |  | 66867 | 0 | 0 |
| BLACK SPADE ACQUISITION III | USD CL A ORD SHS | G1154S103 |  | 1973914 | 200601 | SH |  | SOLE |  | 200601 | 0 | 0 |
| BLEICHROEDER ACQUISITI CORP | USD CL A ORD SHS | G1170E104 |  | 1002000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| BLEICHROEDER ACQUISITI CORP | *W EXP 12/23/203 | G1170E112 |  | 31703 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| BLUE ACQUISITION CORP. | ORD SHS CL A | G1331A108 |  | 1021000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| BLUE ACQUISITION CORP. | RIGHT 06/11/2030 | G1331A116 |  | 30000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| BLUE WTR ACQUISITION CORP. I | ORD SHS CL A | G1368E106 |  | 514000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| BLUE WTR ACQUISITION CORP. I | *W EXP 05/23/203 | G1368E114 |  | 11625 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| BLUEROCK ACQUISITION CORP | USD CL A ORD SHS | G1352R105 |  | 2475000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| BLUEROCK ACQUISITION CORP | *W EXP 12/12/203 | G1352R113 |  | 24583 | 83333 | SH |  | SOLE |  | 83333 | 0 | 0 |
| BOREALIS FOODS INC | *W EXP 02/07/202 | 09973D113 |  | 5839 | 75340 | SH |  | SOLE |  | 75340 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE  2.250% 2/0 | 10806XAD4 |  | 79938081 | 71254000 | PRN |  | SOLE |  | 71254000 | 0 | 0 |
| BRUKER CORP | 6.375 PREF SER A | 116794207 |  | 14112500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| BTC DEV CORP | ORD SHS CL A | G0701G109 |  | 3496500 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| BTC DEV CORP | *W EXP 09/11/203 | G0701G117 |  | 42000 | 87500 | SH |  | SOLE |  | 87500 | 0 | 0 |
| CAL REDWOOD ACQUISITION CORP | COM CL A | G17564108 |  | 3057000 | 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 |  | 1208792 | 115123 | SH |  | SOLE |  | 115123 | 0 | 0 |
| CANTOR EQUITY PARTNERS II IN | CL A ORD SHS | G1827P106 |  | 870808 | 79964 | SH |  | SOLE |  | 79964 | 0 | 0 |
| CANTOR EQUITY PARTNERS III I | SHS CL A | G1828A108 |  | 2062000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| CANTOR EQUITY PARTNERS IV IN | SHS CL A | G1828E100 |  | 4076000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| CANTOR EQUITY PARTNERS V INC | SHS CL A S | G1828S109 |  | 5050000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| CANTOR EQUITY PARTNERS VI IN | CL A ORD SHS | G1828R101 |  | 3535000 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| CAPITAL SOUTHWEST CORP | NOTE  5.125%11/1 | 140501AE7 |  | 5834626 | 5684000 | PRN |  | SOLE |  | 5684000 | 0 | 0 |
| CAPTIVISION INC | *W EXP 11/15/202 | G18932114 |  | 5746 | 97550 | SH |  | SOLE |  | 97550 | 0 | 0 |
| CARDIO DIAGNOSTICS HOLDGS IN | *W EXP 10/25/202 | 14159C111 |  | 1345 | 81500 | SH |  | SOLE |  | 81500 | 0 | 0 |
| CARDLYTICS INC | NOTE  4.250% 4/0 | 14161WAD7 |  | 9236624 | 26290000 | PRN |  | SOLE |  | 26290000 | 0 | 0 |
| CARTESIAN GROWTH CORP III | *W EXP 05/02/203 | G19307126 |  | 34000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| CARTESIAN GROWTH CORP III | COM CL A | G19307100 |  | 1025500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CDT EQUITY INC | *W EXP 09/22/202 | 20678X114 |  | 977 | 128500 | SH |  | SOLE |  | 128500 | 0 | 0 |
| CELCUITY INC | NOTE  2.750% 8/0 | 15102KAA8 |  | 36496860 | 14970000 | PRN |  | SOLE |  | 14970000 | 0 | 0 |
| CELULARITY INC | *W EXP 07/16/202 | 151190113 |  | 1485 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| CENTRUS ENERGY CORP | NOTE  2.250%11/0 | 15643UAE4 |  | 39541850 | 19450000 | PRN |  | SOLE |  | 19450000 | 0 | 0 |
| CENTURION ACQUISITION CORP | *W EXP 05/31/203 | G20315118 |  | 9865 | 79882 | SH |  | SOLE |  | 79882 | 0 | 0 |
| CENTURY ALUM CO | NOTE  2.750% 5/0 | 156431AQ1 |  | 125363825 | 39817000 | PRN |  | SOLE |  | 39817000 | 0 | 0 |
| CERENCE INC | NOTE  1.500% 7/0 | 156727AD1 |  | 59414527 | 67082000 | PRN |  | SOLE |  | 67082000 | 0 | 0 |
| CHARLTON ARIA ACQUISITION CO | RIGHT 12/31/2026 | G9877L115 |  | 15505 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CHENGHE ACQUISITION III CO | *W EXP 09/09/203 | G2086N121 |  | 13278 | 68075 | SH |  | SOLE |  | 68075 | 0 | 0 |
| CHENGHE ACQUISITION III CO | ORD SHS CL A | G2086N105 |  | 1372402 | 136151 | SH |  | SOLE |  | 136151 | 0 | 0 |
| CHURCHILL CAP CORP XI | *W EXP 12/10/203 | G2131A116 |  | 1688 | 2250 | SH |  | SOLE |  | 2250 | 0 | 0 |
| CIPHER DIGITAL INC | NOTE  1.750% 5/1 | 17253JAA4 |  | 6187865 | 2000000 | PRN |  | SOLE |  | 2000000 | 0 | 0 |
| CLEANSPARK INC | NOTE         6/1 | 18452BAC4 |  | 68540208 | 70806000 | PRN |  | SOLE |  | 70806000 | 0 | 0 |
| CLEARTHINK 1 ACQUISITION COR | UNIT 01/26/2031 | G2294A127 |  | 2497500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| COHEN CIRCLE ACQUISIT CORP I | *W EXP 07/01/203 | G2254C113 |  | 33750 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| COHEN CIRCLE ACQUISIT CORP I | SHS CL A | G2254C121 |  | 4088000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| COLUMBUS CIRCLE CAP CORP II | USD CL A ORD SHS | G2296M103 |  | 3932000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| CONMED CORP | NOTE  2.250% 6/1 | 207410AH4 |  | 115905845 | 119429000 | PRN |  | SOLE |  | 119429000 | 0 | 0 |
| COPLEY ACQUISITION CORP | ORD SHS CL A | G24243100 |  | 2064000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| COPLEY ACQUISITION CORP | *W EXP 99/99/999 | G24243126 |  | 15000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CRANE HBR ACQUISITION CORP I | ORD SHS CL A | G25014104 |  | 4459500 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| CRANE HBR ACQUISITION CORP I | RIGHT 12/09/2030 | G25014112 |  | 78773 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| CROWN RESV ACQUISITION CORP | *W EXP 10/06/203 | G2574S103 |  | 11250 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| CROWN RESV ACQUISITION CORP | ORD SHS CL A | G2574F119 |  | 5005000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| CROWN RESV ACQUISITION CORP | RIGHT 10/06/2030 | G2574F127 |  | 75000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| CSLM DIGITA ASSET ACQ CORP I | *W EXP 08/28/203 | G2584S119 |  | 43750 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| CSLM DIGITA ASSET ACQ CORP I | USD CL A ORD SHS | G2584S101 |  | 3514000 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| CYTOKINETICS INC | NOTE  3.500% 7/0 | 23282WAC4 |  | 2029451 | 1386000 | PRN |  | SOLE |  | 1386000 | 0 | 0 |
| D BORAL ACQUISITION I CORP | ORD SHS CL A | G2616T101 |  | 4930000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| D BORAL ACQUISITION I CORP | *W EXP 01/30/203 | G2616T119 |  | 75000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| D. BORAL ARC ACQ I CORP. | SHS CL A | G2616F101 |  | 3593602 | 355099 | SH |  | SOLE |  | 355099 | 0 | 0 |
| D. BORAL ARC ACQ I CORP. | *W EXP 07/23/203 | G2616F119 |  | 118000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| DIGITAL ASSET ACQUISITION CO | *W EXP 04/01/203 | G2868C111 |  | 56400 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| DIGITAL ASSET ACQUISITION CO | SHS CL A | G2868C103 |  | 2048000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE         3/1 | 26142RAB0 |  | 46002000 | 51000000 | PRN |  | SOLE |  | 51000000 | 0 | 0 |
| DRAGONFLY ENERGY HOLDINGS CO | *W EXP 10/07/202 | 26145B114 |  | 1972 | 50700 | SH |  | SOLE |  | 50700 | 0 | 0 |
| DRUGS MADE IN AMER ACQ II CO | USD ORD SHS | G2851K104 |  | 7477500 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| DRUGS MADE IN AMER ACQ II CO | RIGHT 09/16/2030 | G2851K112 |  | 60000 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| DRUGS MADE IN AMER ACQUTN CO | ORD SHS | G2847J104 |  | 2623750 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| DRUGS MADE IN AMER ACQUTN CO | RIGHT 10/15/2029 | G2847J112 |  | 12141 | 201016 | SH |  | SOLE |  | 201016 | 0 | 0 |
| DUNE ACQUISITION CORP II | SHS CL A | G2867S109 |  | 1033000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| DUNE ACQUISITION CORP II | *W EXP 04/04/203 | G2867S117 |  | 21641 | 74700 | SH |  | SOLE |  | 74700 | 0 | 0 |
| DYNAMIX CORP III | USD CL A ORD SHS | G2949T109 |  | 2976000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| DYNAMIX CORP III | *W EXP 10/10/203 | G2949T117 |  | 44925 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| ECARX HOLDINGS INC | *W EXP 99/99/999 | G29201111 |  | 6106 | 117430 | SH |  | SOLE |  | 117430 | 0 | 0 |
| ECHOSTAR CORP | NOTE  3.875%11/3 | 278768AB2 |  | 195488500 | 54688217 | PRN |  | SOLE |  | 54688217 | 0 | 0 |
| EGH ACQUISITION CORP. | SHS CL A | G2946P100 |  | 2042000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| EGH ACQUISITION CORP. | RIGHT 99/99/9999 | G2946P118 |  | 37500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| EMMIS ACQUISITION CORP. | RIGHT 09/12/2030 | G3037D113 |  | 42015 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| ENCORE CAP GROUP INC | NOTE  4.000% 3/1 | 292554AP7 |  | 2209375 | 1750000 | PRN |  | SOLE |  | 1750000 | 0 | 0 |
| ENOVIS CORPORATION | NOTE  3.875%10/1 | 194014AB2 |  | 102618454 | 106093000 | PRN |  | SOLE |  | 106093000 | 0 | 0 |
| ENPHASE ENERGY INC | NOTE         3/0 | 29355AAK3 |  | 76387256 | 85468000 | PRN |  | SOLE |  | 85468000 | 0 | 0 |
| EON RESOURCES INC | *W EXP 11/15/202 | 40472A128 |  | 33055 | 290981 | SH |  | SOLE |  | 290981 | 0 | 0 |
| EQUINOX GOLD CORP | NOTE  4.750%10/1 | 29446YAC0 |  | 19444775 | 8050000 | PRN |  | SOLE |  | 8050000 | 0 | 0 |
| EQV VENTURES AC CORP. II | *W EXP 06/30/203 | G3106Q128 |  | 45000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| EQV VENTURES AC CORP. II | ORD SHS CL A | G3106Q102 |  | 4540500 | 450000 | SH |  | SOLE |  | 450000 | 0 | 0 |
| EVOLENT HEALTH INC | NOTE  3.500%12/0 | 30050BAH4 |  | 38173201 | 71771000 | PRN |  | SOLE |  | 71771000 | 0 | 0 |
| EVOLENT HEALTH INC | DEBT  4.500% 8/1 | 30050BAJ0 |  | 3103595 | 6184000 | PRN |  | SOLE |  | 6184000 | 0 | 0 |
| EVOLUTION GLOBAL ACQUISITION | *W EXP 10/22/203 | G3226F119 |  | 55508 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| EVOLUTION GLOBAL ACQUISITION | USD CL A ORD SHS | G3226F101 |  | 2992500 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| FACT II ACQUISITION CORP | ORD SHS CL A | G32901103 |  | 2100000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| FACT II ACQUISITION CORP | *W EXP 11/26/203 | G32901129 |  | 318790 | 796976 | SH |  | SOLE |  | 796976 | 0 | 0 |
| FIFTH ERA ACQUISITION CORP I | ORD SHS CL A | G3415K101 |  | 3090000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| FIFTH ERA ACQUISITION CORP I | RIGHT 02/21/2030 | G3415K135 |  | 90000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| FIGX CAP ACQUISITION CORP. | *W EXP 06/17/203 | G3473K118 |  | 33775 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| FIGX CAP ACQUISITION CORP. | USD CL A ORD SHS | G3473K100 |  | 2530000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| FIVE9 INC | NOTE  1.000% 3/1 | 338307AF8 |  | 10470000 | 12000000 | PRN |  | SOLE |  | 12000000 | 0 | 0 |
| FLUENCE ENERGY INC | NOTE  2.250% 6/1 | 34379VAB9 |  | 79380048 | 78672000 | PRN |  | SOLE |  | 78672000 | 0 | 0 |
| FOLD HLDGS INC | *W EXP 02/14/203 | 29103K118 |  | 6265 | 56950 | SH |  | SOLE |  | 56950 | 0 | 0 |
| FUTURECREST ACQUISITION CORP | CL A ORD SHS | G3730U107 |  | 1006000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| FUTURECREST ACQUISITION CORP | *W EXP 09/30/203 | G3730U115 |  | 14750 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| GALATA ACQUISITION CORP II | *W EXP 09/12/203 | G3R25N116 |  | 20006 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| GALATA ACQUISITION CORP II | ORD SHS CL A | G3R25N108 |  | 1998000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| GALAXYEDGE ACQUISITION CORP | UNIT 99/99/9999 | G3710B129 |  | 3000000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| GCL GLOBAL HLDGS LTD | *W EXP 02/13/203 | G3777K111 |  | 6425 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| GCT SEMICONDUCTOR HLDG INC | *W EXP 03/01/202 | 36170N115 |  | 31161 | 172160 | SH |  | SOLE |  | 172160 | 0 | 0 |
| GENERAL PURP ACQUISITION COR | *W EXP 12/03/203 | G3810N114 |  | 18008 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| GENERAL PURP ACQUISITION COR | USD CL A ORD SHS | G3810N106 |  | 1486500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| GIGCAPITAL9 CORP | CL A | G3865B114 |  | 737250 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| GIGCAPITAL9 CORP | RIGHT 12/01/2030 | G3865B122 |  | 16493 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| GLADSTONE CAP CORP | NOTE  5.875%10/0 | 376535AG5 |  | 15399929 | 16400000 | PRN |  | SOLE |  | 16400000 | 0 | 0 |
| GLOBA TERRA ACQUISITION COR | *W EXP 06/17/203 | G3933N124 |  | 66990 | 525000 | SH |  | SOLE |  | 525000 | 0 | 0 |
| GLOBA TERRA ACQUISITION COR | CL A ORD SHS | G3933N116 |  | 5105000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| GLOBA TERRA ACQUISITION COR | RIGHT 06/17/2030 | G3933N132 |  | 88760 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| GORES HLDGS X INC | SHS CL A | G4002F109 |  | 1024000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| GORES HLDGS X INC | *W EXP 05/02/203 | G4002F125 |  | 14000 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| GOSSAMER BIO INC | NOTE  5.000% 6/0 | 38341PAA0 |  | 20017679 | 48776000 | PRN |  | SOLE |  | 48776000 | 0 | 0 |
| GREEN PLAINS INC | NOTE  2.250% 3/1 | 393222AK0 |  | 5478757 | 5498000 | PRN |  | SOLE |  | 5498000 | 0 | 0 |
| GREEN PLAINS INC | DEBT  5.250%11/0 | 393222AL8 |  | 13959735 | 9890000 | PRN |  | SOLE |  | 9890000 | 0 | 0 |
| GREEN PLAINS INC | NOTE  5.250%11/0 | 393222AM6 |  | 41006898 | 29052000 | PRN |  | SOLE |  | 29052000 | 0 | 0 |
| GROUPON INC | NOTE  6.250% 3/1 | 399473AH0 |  | 1255697 | 1250000 | PRN |  | SOLE |  | 1250000 | 0 | 0 |
| GROUPON INC | NOTE  4.875% 6/3 | 399473AK3 |  | 53330739 | 65101000 | PRN |  | SOLE |  | 65101000 | 0 | 0 |
| GSR IV ACQUISITION CORP | CL A SHS | G4R12K107 |  | 4014000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| GSR IV ACQUISITION CORP | RIGHT 08/22/2030 | G4R12K115 |  | 124284 | 57142 | SH |  | SOLE |  | 57142 | 0 | 0 |
| HALL CHADWICK ACQUISITION CO | ORD SHS CL A | G42386105 |  | 6454500 | 650000 | SH |  | SOLE |  | 650000 | 0 | 0 |
| HALL CHADWICK ACQUISITION CO | RIGHT 11/20/2030 | G42386113 |  | 149533 | 650000 | SH |  | SOLE |  | 650000 | 0 | 0 |
| HARVARD AVE ACQUISITION CORP | USD CL A ORD SHS | G4330A103 |  | 3001500 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| HARVARD AVE ACQUISITION CORP | RIGHT 03/30/2026 | G4330A111 |  | 36030 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| HCM III ACQUISITION CORP | *W EXP 07/23/203 | G4365E111 |  | 75000 | 166666 | SH |  | SOLE |  | 166666 | 0 | 0 |
| HCM III ACQUISITION CORP | ORD SHS CL A | G4365E103 |  | 5040000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| HCM IV ACQUISITION CORP | UNIT 01/20/2031 | G4365S128 |  | 7522500 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| HENNESSY CAP INVT CORP VII | ORD SHS CL A | G4405D107 |  | 621000 | 60000 | SH |  | SOLE |  | 60000 | 0 | 0 |
| HENNESSY CAP INVT CORP VII | RIGHT 01/17/2030 | G4405D115 |  | 53438 | 187500 | SH |  | SOLE |  | 187500 | 0 | 0 |
| HENNESSY CAP INVTS CORP VIII | RIGHT 02/02/2031 | G44055120 |  | 70040 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| HERTZ CORP | NOTE  8.000% 7/1 | 428040DE6 |  | 7999240 | 8060000 | PRN |  | SOLE |  | 8060000 | 0 | 0 |
| HIGHVIEW MERGER CORP | ORD SH CL A | G4569C101 |  | 1507500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| HIGHVIEW MERGER CORP | *W EXP 07/24/203 | G4569C119 |  | 18758 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| IB ACQUISITION CORP | RIGHT 09/28/2026 | 44934N116 |  | 22000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| IDEA ACQUISITION CORP | UNIT 01/06/2031 | G4727U126 |  | 1982000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ILLUMINATION ACQUISITIO CORP | UNIT 12/23/2031 | G470AU126 |  | 2777600 | 280000 | SH |  | SOLE |  | 280000 | 0 | 0 |
| IMMUNOCORE HLDGS PLC | NOTE  2.500% 2/0 | 45258DAB1 |  | 70202852 | 77841000 | PRN |  | SOLE |  | 77841000 | 0 | 0 |
| INDIGO ACQUISITION CORP | ORD SHS | G4791J106 |  | 2028000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| INDIGO ACQUISITION CORP | RIGHT 04/02/2027 | G4791J114 |  | 41265 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| INFINITE EAGLE ACQUISITION C | CL A | G4802J103 |  | 2000000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| INFINITE EAGLE ACQUISITION C | RIGHT 01/13/2031 | G4802J111 |  | 36000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| INFLECTION PT ACQUISIT CORP | UNIT 03/03/2031 | G4790S123 |  | 2024000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| INFLECTION PT ACQUISITION CO | CL A ORD SHS | G47875102 |  | 1021500 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| INFLECTION PT ACQUISITION CO | RIGHT 04/25/2030 | G47875110 |  | 35000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| INSIGHT DIGITAL PARTNERS II | *W EXP 10/28/203 | G4814G113 |  | 45758 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| INSIGHT DIGITAL PARTNERS II | CL A ORD | G4814G105 |  | 2986500 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| INTEGER HLDGS CORP | DBCV  1.875% 3/1 | 45826HAD1 |  | 69969542 | 72999000 | PRN |  | SOLE |  | 72999000 | 0 | 0 |
| INVEST GREEN ACQUISITION COR | RIGHT 11/17/2030 | G4924G110 |  | 42513 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| IRIS ACQUISITION CORP II | *W EXP 08/15/203 | G4940M117 |  | 31281 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| IRIS ACQUISITION CORP II | ORD SHS CL A | G4940M109 |  | 2455000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| IRON HORSE ACQUISIT II CORP | COM | 46283H103 |  | 3944000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| IRON HORSE ACQUISIT II CORP | RIGHT 07/11/2030 | 46283H129 |  | 56840 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| IRONWOOD PHARMACEUTICALS INC | NOTE  1.500% 6/1 | 46333XAH1 |  | 58113620 | 59619000 | PRN |  | SOLE |  | 59619000 | 0 | 0 |
| ITHAX ACQUISITION CORP III | USD CL A ORD SHS | G4977S102 |  | 2475000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| ITHAX ACQUISITION CORP III | *W EXP 11/17/203 | G4977S110 |  | 26438 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| ITRON INC | NOTE  1.375% 7/1 | 465741AQ9 |  | 5037500 | 5000000 | PRN |  | SOLE |  | 5000000 | 0 | 0 |
| JOBY AVIATION INC | NOTE  0.750% 2/1 | 47775AAA9 |  | 74765625 | 87000000 | PRN |  | SOLE |  | 87000000 | 0 | 0 |
| K2 CAP ACQUISITION CORP | RIGHT 07/30/2027 | G5226B113 |  | 47250 | 225000 | SH |  | SOLE |  | 225000 | 0 | 0 |
| KEEN VISION ACQUISITION CORP | *W EXP 03/15/202 | G52443127 |  | 93 | 3092 | SH |  | SOLE |  | 3092 | 0 | 0 |
| KKR  CO INC | 6.25 CON SER D | 48251W500 |  | 10055000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| KOCHAV DEFENSE ACQUI CO | SHS CL A | G5304D106 |  | 3587500 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| KOCHAV DEFENSE ACQUI CO | RIGHT 05/21/2030 | G5304D114 |  | 83125 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| KRAKACQUISITION CORPORATION | CL A ORD SHS | G5315G106 |  | 2958000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| KRAKACQUISITION CORPORATION | *W EXP 12/23/203 | G5315G114 |  | 45000 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| LAFAYETTE DIGITAL ACQUISITIO | *W EXP 12/23/203 | G5345D115 |  | 9394 | 37500 | SH |  | SOLE |  | 37500 | 0 | 0 |
| LAFAYETTE DIGITAL ACQUISITIO | ORD CLASS A | G5345D107 |  | 1479000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| LAKE SUPERIOR ACQUISITION CO | USD CL A ORD SHS | G5354C107 |  | 1757000 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| LAKE SUPERIOR ACQUISITION CO | RIGHT 09/19/2030 | G5354C115 |  | 28750 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| LAUNCH TWO ACQUISITION CORP. | *W EXP 10/09/202 | G5S87A113 |  | 9756 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| LAUNCH TWO ACQUISITION CORP. | ORD SHS CL A | G5S87A105 |  | 1327500 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| LAUNCHPAD CADENZA ACQU CORP | *W EXP 12/15/203 | G6001S115 |  | 28680 | 133333 | SH |  | SOLE |  | 133333 | 0 | 0 |
| LAUNCHPAD CADENZA ACQU CORP | USD CL A ORD SHS | G6001S107 |  | 3960000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| LEGATO MERGER CORP III | *W EXP 05/08/203 | G5451A111 |  | 25000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| LI AUTO INC | NOTE  0.250% 5/0 | 50202MAB8 |  | 33008250 | 33000000 | PRN |  | SOLE |  | 33000000 | 0 | 0 |
| LIBERTY ENERGY INC | COM CL A | 53115L104 |  | 5454720 | 189400 | SH |  | SOLE |  | 189400 | 0 | 0 |
| LIFEZONE METALS LIMITED | *W EXP 07/05/202 | G5568L117 |  | 11750 | 23500 | SH |  | SOLE |  | 23500 | 0 | 0 |
| LIGHTWAVE ACQUISITION CORP | USD CL A ORD SHS | G5490M100 |  | 1019000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| LIGHTWAVE ACQUISITION CORP | *W EXP 06/06/203 | G5490M126 |  | 12503 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| LIONHEART HOLDINGS | *W EXP 06/07/203 | G5501C117 |  | 1151 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| M EVO GBL ACQUISITION CORP I | *W EXP 02/18/203 | G6071J110 |  | 33750 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| M EVO GBL ACQUISITION CORP I | ORD SHS CL A | G6071J102 |  | 1970000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| M3-BRIGADE ACQUISITION VI CO | ORD SHS CL A | G63221108 |  | 7956522 | 791300 | SH |  | SOLE |  | 791300 | 0 | 0 |
| M3-BRIGADE ACQUISITION VI CO | *W EXP 08/18/203 | G63221116 |  | 91026 | 263766 | SH |  | SOLE |  | 263766 | 0 | 0 |
| MARA HOLDINGS INC | NOTE  2.125% 9/0 | 565788AD8 |  | 15333750 | 18000000 | PRN |  | SOLE |  | 18000000 | 0 | 0 |
| MARA HOLDINGS INC | NOTE         6/0 | 565788AH9 |  | 13163628 | 14285000 | PRN |  | SOLE |  | 14285000 | 0 | 0 |
| MARA HOLDINGS INC | NOTE         3/0 | 565788AF3 |  | 49938100 | 56300000 | PRN |  | SOLE |  | 56300000 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE  3.250%12/1 | 57164YAF4 |  | 24062500 | 25000000 | PRN |  | SOLE |  | 25000000 | 0 | 0 |
| MCEWEN INC. | NOTE  5.250% 8/1 | 58039PAB3 |  | 20264035 | 9650000 | PRN |  | SOLE |  | 9650000 | 0 | 0 |
| MCKINLEY ACQUISITION CORP | SHS CL A | G6005T101 |  | 5015000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| MCKINLEY ACQUISITION CORP | RIGHT 07/25/2030 | G6005T119 |  | 60000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| MESHFLOW ACQUISITION CORP | *W EXP 11/20/203 | G6032N119 |  | 43333 | 166666 | SH |  | SOLE |  | 166666 | 0 | 0 |
| MESHFLOW ACQUISITION CORP | USD CL A ORD SHS | G6032N101 |  | 4945000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| MILUNA ACQUISITION CORP | *W EXP 09/29/203 | G6180J118 |  | 12000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| MILUNA ACQUISITION CORP | USD CL A ORD SHS | G6180J100 |  | 1001000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| MOOLEC SCIENCE SA | *W EXP 01/30/202 | G6223S117 |  | 842 | 32653 | SH |  | SOLE |  | 32653 | 0 | 0 |
| MOZAYYX ACQUISITION CORP | UNIT 99/99/9999 | G63113123 |  | 4974600 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| MURANO GLOBAL INVTS PLC | *W EXP 03/19/202 | G63369113 |  | 2700 | 67500 | SH |  | SOLE |  | 67500 | 0 | 0 |
| MUZERO ACQUISITION CORP | CL A ORD SHS | G8775A106 |  | 1479000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| MUZERO ACQUISITION CORP | *W EXP 01/30/203 | G8775A114 |  | 17250 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| NEW AMER ACQUISITION I CORP | COM SHS CL A | 023634108 |  | 2502500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| NEW AMER ACQUISITION I CORP | *W EXP 99/99/999 | 023634116 |  | 62500 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION C | USD CL A ORD SHS | G6476A102 |  | 1026000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION C | *W EXP 04/24/203 | G6476A110 |  | 6333 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| NEWHOLD INVT CORP III | *W EXP 01/30/203 | G6486E110 |  | 20500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| NEWHOLD INVT CORP III | ORD SHS CL A | G6486E102 |  | 1037000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| NEXTERA ENERGY CAP HLDGS INC | NOTE  3.000% 3/0 | 65339KCY4 |  | 8054750 | 5800000 | PRN |  | SOLE |  | 5800000 | 0 | 0 |
| NEXTERA ENERGY INC | UNIT 11/01/2027 | 65339F119 |  | 7881000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| NEXTERA ENERGY INC | UNIT 02/15/2029 | 65339F655 |  | 46965050 | 935000 | SH |  | SOLE |  | 935000 | 0 | 0 |
| NIO INC | NOTE  3.875%10/1 | 62914VAJ5 |  | 30387108 | 29709000 | PRN |  | SOLE |  | 29709000 | 0 | 0 |
| NIO INC | NOTE  4.625%10/1 | 62914VAK2 |  | 16260731 | 16363000 | PRN |  | SOLE |  | 16363000 | 0 | 0 |
| NOVANTA INC | UNIT 11/01/2028 | 67000B203 |  | 5364000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| NUTANIX INC | NOTE  0.500%12/1 | 67059NAK4 |  | 9045051 | 10000000 | PRN |  | SOLE |  | 10000000 | 0 | 0 |
| OMEROS CORP | NOTE  9.500% 6/1 | 682143AK8 |  | 24734637 | 12209000 | PRN |  | SOLE |  | 12209000 | 0 | 0 |
| ORACLE CORP | 6.5 DEP CUM SR D | 68389X204 |  | 30381750 | 675000 | SH |  | SOLE |  | 675000 | 0 | 0 |
| OTG ACQUISITION CORP. I | ORD CL A | G6791A100 |  | 2012000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| OTG ACQUISITION CORP. I | *W EXP 09/05/203 | G6791A118 |  | 28370 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| OXLEY BRIDGE ACQ LTD | *W EXP 06/17/203 | G6858G115 |  | 30000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| OXLEY BRIDGE ACQ LTD | USD CL A ORD SHS | G6858G107 |  | 3045000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| OYSTER ENTERPRISES II ACQUIS | ORD SHS CL A | G6861F104 |  | 2550478 | 250782 | SH |  | SOLE |  | 250782 | 0 | 0 |
| OYSTER ENTERPRISES II ACQUIS | RIGHT 05/22/2030 | G6861F138 |  | 42620 | 250782 | SH |  | SOLE |  | 250782 | 0 | 0 |
| PACIRA BIOSCIENCES INC | NOTE  2.125% 5/1 | 695127AJ9 |  | 78517204 | 81306000 | PRN |  | SOLE |  | 81306000 | 0 | 0 |
| PAGAYA U S HLDG CO LLC | NOTE  6.125%10/0 | 69549FAB5 |  | 32529313 | 28225000 | PRN |  | SOLE |  | 28225000 | 0 | 0 |
| PAGERDUTY INC | NOTE  1.500%10/1 | 69553PAD2 |  | 58918225 | 65121000 | PRN |  | SOLE |  | 65121000 | 0 | 0 |
| PAR TECHNOLOGY CORP | NOTE  1.500%10/1 | 698884AE3 |  | 10838560 | 11682000 | PRN |  | SOLE |  | 11682000 | 0 | 0 |
| PELOTON INTERACTIVE INC | NOTE  5.500%12/0 | 70614WAD2 |  | 101554580 | 75787000 | PRN |  | SOLE |  | 75787000 | 0 | 0 |
| PENNYMAC CORP | NOTE  8.500% 6/0 | 70932AAH6 |  | 64094625 | 61300000 | PRN |  | SOLE |  | 61300000 | 0 | 0 |
| PERIMETER ACQUISITION CORP I | *W EXP 05/13/203 | G7010A111 |  | 69000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| PERIMETER ACQUISITION CORP I | COM CL A | G7010A129 |  | 2565000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| PIONEER ACQUISITION I CORP | CL A ORD SHS | G7117W107 |  | 1521750 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| PIONEER ACQUISITION I CORP | *W EXP 06/16/203 | G7117W115 |  | 13500 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| PLUM ACQUISITION CORP IV | SHS CL A | G7134A104 |  | 6314869 | 597999 | SH |  | SOLE |  | 597999 | 0 | 0 |
| PLUM ACQUISITION CORP IV | *W EXP 08/19/202 | G7134A120 |  | 133130 | 266259 | SH |  | SOLE |  | 266259 | 0 | 0 |
| PORCH GROUP INC | DEBT  9.000% 5/1 | 733245AD6 |  | 49592250 | 46500000 | PRN |  | SOLE |  | 46500000 | 0 | 0 |
| PPL CORP | UNIT 02/15/2029 | 69351T866 |  | 15387000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| PRAETORIAN ACQUISITION CORP | *W EXP 01/16/203 | G7S17G129 |  | 21333 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| PRAETORIAN ACQUISITION CORP | ORD SHS CL A | G7S17G103 |  | 1960000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| PROCAP ACQUISITION CORP | SHS CL A | G7257A105 |  | 1019000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| PROCAP ACQUISITION CORP | *W EXP 05/16/203 | G7257A121 |  | 10500 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| PROCAP FINL INC | *W EXP 12/05/203 | 74277P113 |  | 24675 | 88125 | SH |  | SOLE |  | 88125 | 0 | 0 |
| PROEM ACQUISITION CORP I | UNIT 01/29/2031 | G7341A129 |  | 3000000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| PURECYCLE TECHNOLOGIES INC | NOTE  7.250% 8/1 | 74623VAB9 |  | 22254873 | 25330000 | PRN |  | SOLE |  | 25330000 | 0 | 0 |
| QDRO ACQUISITION CORP | UNIT 01/28/2031 | G7310E128 |  | 1982000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| RAMACO RES INC | NOTE        11/0 | 75134PAB1 |  | 45933828 | 60005000 | PRN |  | SOLE |  | 60005000 | 0 | 0 |
| RANGE CAP ACQUISITION CORP I | *W EXP 09/29/203 | G7375J111 |  | 26903 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| RANGE CAP ACQUISITION CORP I | CL A ORD SHS | G7375J103 |  | 1500000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| REAL ASSET ACQUISITION CORP | *W EXP 04/24/203 | G73944111 |  | 176491 | 132700 | SH |  | SOLE |  | 132700 | 0 | 0 |
| REAL ASSET ACQUISITION CORP | SHS CL A | G73944103 |  | 3150000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| REAL MESSENGER CORP. | *W EXP 11/19/202 | G7410G114 |  | 2324 | 87700 | SH |  | SOLE |  | 87700 | 0 | 0 |
| REDWOOD TRUST INC | NOTE  7.750% 6/1 | 758075AF2 |  | 17556455 | 17297000 | PRN |  | SOLE |  | 17297000 | 0 | 0 |
| REPUBLIC DIGITAL ACQUISITION | *W EXP 05/01/203 | G7515A129 |  | 109975 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| REPUBLIC DIGITAL ACQUISITION | USD CL A ORD SHS | G7515A103 |  | 5115000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| RICE ACQUISITION CORP 3 | ORD SHS CL A | G7553X106 |  | 257750 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| RICE ACQUISITION CORP 3 | *W EXP 99/99/999 | G7553X114 |  | 3333 | 4166 | SH |  | SOLE |  | 4166 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE  4.625% 3/1 | 76954AAB9 |  | 106643943 | 99377000 | PRN |  | SOLE |  | 99377000 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE  3.625%10/1 | 76954AAD5 |  | 61170501 | 63706000 | PRN |  | SOLE |  | 63706000 | 0 | 0 |
| SAFEGUARD ACQUISITION CORP | *W EXP 99/99/999 | G77676115 |  | 36505 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SAFEGUARD ACQUISITION CORP | CL A ORD SHS | G77676107 |  | 1996000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| SBC MED GROUP HLDGS INC | *W EXP 09/17/202 | 73245B115 |  | 57307 | 208389 | SH |  | SOLE |  | 208389 | 0 | 0 |
| SC II ACQUISITION CORP | ORD SHS CLASS A | G7866D102 |  | 4237250 | 425000 | SH |  | SOLE |  | 425000 | 0 | 0 |
| SC II ACQUISITION CORP | RIGHT 11/26/2030 | G7866D110 |  | 93500 | 425000 | SH |  | SOLE |  | 425000 | 0 | 0 |
| SCAGE FUTURE | *W EXP 05/15/203 | G7840J118 |  | 12731 | 262500 | SH |  | SOLE |  | 262500 | 0 | 0 |
| SEMLER SCIENTIFIC INC | NOTE  4.250% 8/0 | 81684MAC8 |  | 951800 | 1000000 | PRN |  | SOLE |  | 1000000 | 0 | 0 |
| SHIFT4 PMTS INC | 6 SER A CNV PREF | 82452J307 |  | 18774000 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| SHIFT4 PMTS INC | NOTE  0.500% 8/0 | 82452JAD1 |  | 23531250 | 25000000 | PRN |  | SOLE |  | 25000000 | 0 | 0 |
| SIDDHI ACQUISITION CORP | RIGHT 09/15/2029 | G8118C116 |  | 21410 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SIDDHI ACQUISITION CORP | CL A SHS | G8118C124 |  | 1034000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SILEXION THERAPEUTICS CORP | *W EXP 08/15/202 | G1281K114 |  | 1039 | 51183 | SH |  | SOLE |  | 51183 | 0 | 0 |
| SILICON VY ACQUISITION CORP | *W EXP 12/08/203 | G81306113 |  | 71225 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| SILICON VY ACQUISITION CORP | CL A | G81306121 |  | 4945000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| SILVERBOX CORP IV | SHS CL A | G81354105 |  | 2813576 | 262951 | SH |  | SOLE |  | 262951 | 0 | 0 |
| SILVERBOX CORP IV | *W EXP 08/19/202 | G81354121 |  | 23357 | 104317 | SH |  | SOLE |  | 104317 | 0 | 0 |
| SIM ACQUISITION CORP. I | SHS CL A | G8431T101 |  | 2894400 | 270000 | SH |  | SOLE |  | 270000 | 0 | 0 |
| SIM ACQUISITION CORP. I | *W EXP 06/01/203 | G8431T119 |  | 51800 | 185000 | SH |  | SOLE |  | 185000 | 0 | 0 |
| SIZZLE ACQUISITION CORP. II | USD CL A ORD SHS | G8193F109 |  | 6166067 | 599812 | SH |  | SOLE |  | 599812 | 0 | 0 |
| SIZZLE ACQUISITION CORP. II | RIGHT 04/02/2030 | G8193F133 |  | 102000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| SNAP INC | NOTE  0.125% 3/0 | 83304AAH9 |  | 2316433 | 2538000 | PRN |  | SOLE |  | 2538000 | 0 | 0 |
| SNAP INC | NOTE  0.500% 5/0 | 83304AAK2 |  | 86243451 | 107035000 | PRN |  | SOLE |  | 107035000 | 0 | 0 |
| SOCIAL COMM PARTNERS CORP | *W EXP 02/13/203 | G8254P111 |  | 15500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| SOCIAL COMM PARTNERS CORP | ORD SHS CL A | G8254P103 |  | 988000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE  2.250% 7/0 | 83417MAE4 |  | 37788777 | 21983000 | PRN |  | SOLE |  | 21983000 | 0 | 0 |
| SOLARIS ENERGY INFRAS INC | NOTE  4.750% 5/0 | 83419XAA6 |  | 28750895 | 12065000 | PRN |  | SOLE |  | 12065000 | 0 | 0 |
| SOLARIS ENERGY INFRAS INC | NOTE  0.250%10/0 | 83419XAB4 |  | 12487350 | 9960000 | PRN |  | SOLE |  | 9960000 | 0 | 0 |
| SOULPOWER ACQUISITION CORP | USD CL A ORD SHS | G82745103 |  | 5970420 | 582480 | SH |  | SOLE |  | 582480 | 0 | 0 |
| SOULPOWER ACQUISITION CORP | RIGHT 99/99/9999 | G82745137 |  | 104846 | 582480 | SH |  | SOLE |  | 582480 | 0 | 0 |
| SOUTHLAND HLDGS INC | *W EXP 02/14/202 | 84445C118 |  | 1811 | 51732 | SH |  | SOLE |  | 51732 | 0 | 0 |
| SPACE ASSET ACQUISITION CORP | *W EXP 03/31/203 | G8375S119 |  | 35000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| SPACE ASSET ACQUISITION CORP | USD CL A ORD SHS | G8375S101 |  | 1494000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| SPHERE ENTERTAINMENT CO | NOTE  3.500%12/0 | 55826TAB8 |  | 13736646 | 4081000 | PRN |  | SOLE |  | 4081000 | 0 | 0 |
| SPRING VY ACQUISITION CORP I | *W EXP 01/22/203 | G8377G113 |  | 54750 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| SPRING VY ACQUISITION CORP I | ORD SHS CL A | G8377G105 |  | 2965500 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| SPRING VY ACQUISITION CORP I | SHS CL A | G8377R101 |  | 4484827 | 441420 | SH |  | SOLE |  | 441420 | 0 | 0 |
| SPRING VY ACQUISITION CORP I | *W EXP 09/04/203 | G8377R119 |  | 96268 | 92565 | SH |  | SOLE |  | 92565 | 0 | 0 |
| STRATEGY INC | NOTE  0.875% 3/1 | 594972AL5 |  | 25669649 | 26649000 | PRN |  | SOLE |  | 26649000 | 0 | 0 |
| STRATEGY INC | NOTE  2.250% 6/1 | 594972AN1 |  | 44053500 | 43000000 | PRN |  | SOLE |  | 43000000 | 0 | 0 |
| STRATEGY INC | NOTE        12/0 | 594972AS0 |  | 197898570 | 237716000 | PRN |  | SOLE |  | 237716000 | 0 | 0 |
| STRATEGY INC | NOTE         3/0 | 594972AU5 |  | 50988023 | 58211000 | PRN |  | SOLE |  | 58211000 | 0 | 0 |
| SUMA ACQUISITION CORP | UNIT 03/05/2031 | G8557R129 |  | 5010000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| SUPER MICRO COMPUTER INC | NOTE  3.500% 3/0 | 86800UAB0 |  | 78995575 | 98762000 | PRN |  | SOLE |  | 98762000 | 0 | 0 |
| SUPER MICRO COMPUTER INC | NOTE  2.250% 7/1 | 86800UAD6 |  | 4576150 | 5250000 | PRN |  | SOLE |  | 5250000 | 0 | 0 |
| T1 ENERGY INC | NOTE  5.250%12/0 | 35834FAB0 |  | 14695248 | 14000000 | PRN |  | SOLE |  | 14000000 | 0 | 0 |
| TAILWIND 2.0 ACQUISITION COR | ORD SHS CL A | G8662J111 |  | 1984000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| TAILWIND 2.0 ACQUISITION COR | RIGHT 11/07/2030 | G8662J129 |  | 31010 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| TALON CAP CORP | ORD SHS CL A | G86652107 |  | 4571283 | 448165 | SH |  | SOLE |  | 448165 | 0 | 0 |
| TALON CAP CORP | *W EXP 08/27/203 | G86652123 |  | 75000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| TANDEM DIABETES CARE INC | NOTE  1.500% 3/1 | 875372AD6 |  | 39314191 | 38500000 | PRN |  | SOLE |  | 38500000 | 0 | 0 |
| TELADOC HEALTH INC | NOTE  1.250% 6/0 | 87918AAF2 |  | 113122681 | 117959000 | PRN |  | SOLE |  | 117959000 | 0 | 0 |
| TEVOGEN BIO HLDGS INC | *W EXP 02/14/202 | 88165K119 |  | 3297 | 97250 | SH |  | SOLE |  | 97250 | 0 | 0 |
| TEXAS VENTURES ACQUISITION I | USD CL A ORD SHS | G8772L105 |  | 727300 | 70000 | SH |  | SOLE |  | 70000 | 0 | 0 |
| TEXAS VENTURES ACQUISITION I | *W EXP 04/23/203 | G8772L113 |  | 22955 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| TGE VALUE CREATIVE SOLUTIONS | *W EXP 09/16/203 | G8773E118 |  | 32526 | 137500 | SH |  | SOLE |  | 137500 | 0 | 0 |
| TGE VALUE CREATIVE SOLUTIONS | USD CL A ORD SHS | G8773E100 |  | 2717000 | 275000 | SH |  | SOLE |  | 275000 | 0 | 0 |
| TITAN ACQUISITION CORP | CL A | G8901A103 |  | 1029000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| TITAN ACQUISITION CORP | *W EXP 05/16/203 | G8901A111 |  | 14003 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| TRAILBLAZER ACQUISITION CORP | ORD SHS CL A | G9009S103 |  | 1507500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| TRAILBLAZER ACQUISITION CORP | *W EXP 09/30/203 | G9009S111 |  | 19835 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| TRAVERE THERAPEUTICS INC | NOTE  2.250% 3/0 | 89422GAA5 |  | 66936425 | 52933000 | PRN |  | SOLE |  | 52933000 | 0 | 0 |
| TWELVE SEAS INVT CO III | RIGHT 11/21/2030 | G9145D119 |  | 30040 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| UPSTART HLDGS INC | NOTE  1.000%11/1 | 91680MAF4 |  | 55689422 | 78174000 | PRN |  | SOLE |  | 78174000 | 0 | 0 |
| VENDOME ACQUISITION CORP I | COM CL A | G9580A109 |  | 3033000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| VENDOME ACQUISITION CORP I | *W EXP 07/03/202 | G9580A117 |  | 37500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| VERITONE INC | NOTE  1.750%11/1 | 92347MAB6 |  | 15289140 | 15762000 | PRN |  | SOLE |  | 15762000 | 0 | 0 |
| VIKING ACQUISITION CORP I | ORD CL A | G9582G104 |  | 2496250 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| VIKING ACQUISITION CORP I | *W EXP 11/03/203 | G9582G112 |  | 24583 | 83333 | SH |  | SOLE |  | 83333 | 0 | 0 |
| VISHAY INTERTECHNOLOGY INC | NOTE  2.250% 9/1 | 928298AR9 |  | 11544000 | 12000000 | PRN |  | SOLE |  | 12000000 | 0 | 0 |
| VNET GROUP INC | NOTE  2.000%10/0 | 90138AAE3 |  | 24184496 | 21500000 | PRN |  | SOLE |  | 21500000 | 0 | 0 |
| VOYAGER ACQUISITION CORP | *W EXP 05/16/203 | G93A7H112 |  | 15100 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| VSE CORP | UNIT 02/01/2029 | 918284209 |  | 10060000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| WAYFAIR INC | NOTE  3.500%11/1 | 94419LAR2 |  | 40477775 | 23150000 | PRN |  | SOLE |  | 23150000 | 0 | 0 |
| WEN ACQUISITION CORP | COM CL A | G9R39C103 |  | 4922030 | 483500 | SH |  | SOLE |  | 483500 | 0 | 0 |
| WEN ACQUISITION CORP | *W EXP 99/99/999 | G9R39C111 |  | 84613 | 241750 | SH |  | SOLE |  | 241750 | 0 | 0 |
| WHIRLPOOL CORP | 8.5 DEP SR A CNV | 963320205 |  | 8190000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| WHITE PEARL ACQUISITION CORP | ORD SHS CL A | G96193100 |  | 2465000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| WHITE PEARL ACQUISITION CORP | RIGHT 09/10/2030 | G96193126 |  | 65000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| WILLOW LANE ACQUISITION CRP | UNIT 01/27/2031 | G9675K129 |  | 757500 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| WINTERGREEN ACQUISITION CORP | SHS | G9717M109 |  | 1027000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| WINTERGREEN ACQUISITION CORP | RIGHT 99/99/9999 | G9717M117 |  | 17505 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| WOLFSPEED INC | NOTE  2.500% 6/1 | 977852AP7 |  | 9118494 | 6371000 | PRN |  | SOLE |  | 6371000 | 0 | 0 |
| XBP GLOBAL HOLDINGS INC | *W EXP 11/30/202 | 98400V119 |  | 20044 | 357933 | SH |  | SOLE |  | 357933 | 0 | 0 |
| XSOLLA SPAC 1 | USD CL A ORD SHS | G9833K102 |  | 3784550 | 385000 | SH |  | SOLE |  | 385000 | 0 | 0 |
| XSOLLA SPAC 1 | *W EXP 01/12/203 | G9833K110 |  | 38481 | 192500 | SH |  | SOLE |  | 192500 | 0 | 0 |
| YORKVILLE ACQUISITION CORP. | SHS CL A | G98659116 |  | 1011000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| YORKVILLE ACQUISITION CORP. | *W EXP 06/06/203 | G98659124 |  | 8585 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| ZENAS BIOPHARMA INC | NOTE  2.500% 4/0 | 98937LAA3 |  | 30118500 | 29100000 | PRN |  | SOLE |  | 29100000 | 0 | 0 |
| ZOOZ STRATEGY LTD | *W EXP 04/02/202 | M2573A197 |  | 2311 | 72209 | SH |  | SOLE |  | 72209 | 0 | 0 |

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