# EDGAR Filing Document

**Accession Number:** 0001301396
**File Stem:** 0001420506-25-001712
**Filing Date:** 2025-8
**Character Count:** 31827
**Document Hash:** 8988f4d2e29876813565cdd32a28ccb8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001420506-25-001712.hdr.sgml**: 20250806

**ACCESSION NUMBER**: 0001420506-25-001712

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250806

**DATE AS OF CHANGE**: 20250806

**EFFECTIVENESS DATE**: 20250806

**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:** 251187901

**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:** 06-30-2025

**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  08-05-2025<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:** 251

**Form 13F Information Table Value Total:** $2958951676

      (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 |
| 3D SYS CORP DEL | NOTE        11/1 | 88554DAD8 |  | 10565213 | 12036 | PRN |  | SOLE |  | 12036 | 0 | 0 |
| AA MISSION ACQUISITION CORP | ORD SHS CL A | G1000R101 |  | 781500 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| AA MISSION ACQUISITION CORP | *W EXP 08/01/203 | G1000R127 |  | 7380 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| ABOVE FOOD INGREDIENTS INC | *W EXP 06/28/202 | 00373V118 |  | 5210 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| AIMFINITY INVESTMENT CORP I | *W EXP 99/99/999 | G0135E126 |  | 9500 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ALARM COM HLDGS INC | NOTE         1/1 | 011642AB1 |  | 1706250 | 1750 | PRN |  | SOLE |  | 1750 | 0 | 0 |
| ALCHEMY INVTS ACQUISITN CORP | *W EXP 11/30/202 | G0232F133 |  | 5645 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| ALIBABA GROUP HLDG LTD | NOTE  0.500% 6/0 | 01609WBG6 |  | 18542948 | 14500 | PRN |  | SOLE |  | 14500 | 0 | 0 |
| ALPHATEC HLDGS INC | NOTE  0.750% 8/0 | 02081GAB8 |  | 14909818 | 15036 | PRN |  | SOLE |  | 15036 | 0 | 0 |
| AMC NETWORKS INC | NOTE  4.250% 2/1 | 00164VAJ2 |  | 2112500 | 2500 | PRN |  | SOLE |  | 2500 | 0 | 0 |
| AMPHASTAR PHARMACEUTICALS IN | NOTE  2.000% 3/1 | 03209RAB9 |  | 23597822 | 27200 | PRN |  | SOLE |  | 27200 | 0 | 0 |
| APOLLOMICS INC | *W EXP 04/01/202 | G0411D115 |  | 13224 | 298500 | SH |  | SOLE |  | 298500 | 0 | 0 |
| APPLIED OPTOELECTRONICS INC | NOTE  2.750% 1/1 | 03823UAE2 |  | 30540403 | 30931 | PRN |  | SOLE |  | 30931 | 0 | 0 |
| ARBOR REALTY TRUST INC | NOTE  7.500% 8/0 | 038923BA5 |  | 33040645 | 33190 | PRN |  | SOLE |  | 33190 | 0 | 0 |
| ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 |  | 10600000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ARMADA ACQUISITION CORP II | COM CL A | G0R38G104 |  | 4020000 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| ARMADA ACQUISITION CORP II | *W EXP 05/21/203 | G0R38G112 |  | 54000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | NOTE  1.000%12/0 | 04271TAB6 |  | 26582445 | 33408 | PRN |  | SOLE |  | 33408 | 0 | 0 |
| ARTIUS II ACQUISITION INC | SHS CL A | G0509J115 |  | 1641373 | 162191 | SH |  | SOLE |  | 162191 | 0 | 0 |
| ARTIUS II ACQUISITION INC | RIGHT 11/27/2029 | G0509J123 |  | 38926 | 162191 | SH |  | SOLE |  | 162191 | 0 | 0 |
| ASPIRE BIOPHARMA HLDGS INC | *W EXP 02/14/203 | 738920115 |  | 7823 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| ASSERTIO HOLDINGS INC | NOTE  6.500% 9/0 | 04546CAB2 |  | 21166218 | 23380 | PRN |  | SOLE |  | 23380 | 0 | 0 |
| AXIOM INTELLIGENCE AC CORP 1 | UNIT 06/10/2030 | G0750N120 |  | 2522500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| BANDWIDTH INC | NOTE  0.500% 4/0 | 05988JAD5 |  | 8038008 | 9552 | PRN |  | SOLE |  | 9552 | 0 | 0 |
| BANZAI INTERNATIONAL INC | *W EXP 12/14/202 | 06682J118 |  | 2016 | 80979 | SH |  | SOLE |  | 80979 | 0 | 0 |
| BENEFICIENT | *W EXP 06/07/202 | 08178Q119 |  | 1449 | 210024 | SH |  | SOLE |  | 210024 | 0 | 0 |
| BERTO ACQUISITION CORP | ORD SHS | G1051H101 |  | 3126000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| BERTO ACQUISITION CORP | *W EXP 05/01/203 | G1051H119 |  | 119325 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| BEYOND MEAT INC | NOTE         3/1 | 08862EAB5 |  | 5583338 | 66075 | PRN |  | SOLE |  | 66075 | 0 | 0 |
| BITCOIN DEPOT INC | *W EXP 06/30/202 | 09174P113 |  | 180827 | 454454 | SH |  | SOLE |  | 454454 | 0 | 0 |
| BLOCK INC | NOTE         5/0 | 852234AJ2 |  | 4791250 | 5000 | PRN |  | SOLE |  | 5000 | 0 | 0 |
| BLOCK INC | NOTE  0.250%11/0 | 852234AK9 |  | 1622213 | 1810 | PRN |  | SOLE |  | 1810 | 0 | 0 |
| BLOOM ENERGY CORP | NOTE  3.000% 6/0 | 093712AK3 |  | 73046839 | 49306 | PRN |  | SOLE |  | 49306 | 0 | 0 |
| BLOOM ENERGY CORP | NOTE  3.000% 6/0 | 093712AM9 |  | 23097972 | 16350 | PRN |  | SOLE |  | 16350 | 0 | 0 |
| BLUE ACQUISITION CORP. | UNIT 06/02/2030 | G1331A124 |  | 1004000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| BLUE WTR ACQUISITION CORP. I | UNIT 05/23/2030 | G1368E122 |  | 500500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| BOEING CO | DEP CONV PFD A | 097023204 |  | 37400000 | 550000 | SH |  | SOLE |  | 550000 | 0 | 0 |
| BOREALIS FOODS INC | *W EXP 02/07/202 | 09973D113 |  | 6788 | 75340 | SH |  | SOLE |  | 75340 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE  2.250% 2/0 | 10806XAD4 |  | 68050944 | 72704 | PRN |  | SOLE |  | 72704 | 0 | 0 |
| CAL REDWOOD ACQUISITION CORP | UNIT 05/15/2030 | G17564124 |  | 3078000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| CANTOR EQUITY PARTNERS I INC | SHS CL A | G1827K107 |  | 1369964 | 115123 | SH |  | SOLE |  | 115123 | 0 | 0 |
| CANTOR EQUITY PARTNERS II IN | CL A ORD SHS | G1827P106 |  | 2757500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| CANTOR EQUITY PARTNERS III I | SHS CL A | G1828A108 |  | 3165000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| CAPITAL SOUTHWEST CORP | NOTE  5.125%11/1 | 140501AE7 |  | 24011438 | 24300 | PRN |  | SOLE |  | 24300 | 0 | 0 |
| CARDIO DIAGNOSTICS HOLDGS IN | *W EXP 10/25/202 | 14159C111 |  | 1320 | 81500 | SH |  | SOLE |  | 81500 | 0 | 0 |
| CARDLYTICS INC | NOTE  1.000% 9/1 | 14161WAB1 |  | 13647900 | 14070 | PRN |  | SOLE |  | 14070 | 0 | 0 |
| CARDLYTICS INC | NOTE  4.250% 4/0 | 14161WAD7 |  | 8270874 | 20536 | PRN |  | SOLE |  | 20536 | 0 | 0 |
| CARTESIAN GROWTH CORP III | COM CL A | G19307100 |  | 1002000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CARTESIAN GROWTH CORP III | *W EXP 05/02/203 | G19307126 |  | 13505 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| CELULARITY INC | *W EXP 07/16/202 | 151190113 |  | 7500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| CENTERPOINT ENERGY INC | NOTE  4.250% 8/1 | 15189TBD8 |  | 5422500 | 5000 | PRN |  | SOLE |  | 5000 | 0 | 0 |
| CENTURION ACQUISITION CORP | *W EXP 05/31/203 | G20315118 |  | 23965 | 79882 | SH |  | SOLE |  | 79882 | 0 | 0 |
| CENTURY ALUM CO | NOTE  2.750% 5/0 | 156431AQ1 |  | 47391244 | 39678 | PRN |  | SOLE |  | 39678 | 0 | 0 |
| CERENCE INC | NOTE  1.500% 7/0 | 156727AD1 |  | 22358805 | 29170 | PRN |  | SOLE |  | 29170 | 0 | 0 |
| CERO THERAPEUTICS HLDGS INC | *W EXP 02/13/202 | 71902K113 |  | 2904 | 122013 | SH |  | SOLE |  | 122013 | 0 | 0 |
| CHARLTON ARIA ACQUISITION CO | RIGHT 12/31/2026 | G9877L115 |  | 15010 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CIPHER MINING INC | NOTE  1.750% 5/1 | 17253JAA4 |  | 3843000 | 3000 | PRN |  | SOLE |  | 3000 | 0 | 0 |
| CLIMATEROCK | *W EXP 99/99/999 | G2311X118 |  | 10 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CLIMATEROCK | RIGHT 10/31/2028 | G2311X134 |  | 26116 | 168490 | SH |  | SOLE |  | 168490 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE  0.500% 6/0 | 19260QAB3 |  | 1735500 | 1500 | PRN |  | SOLE |  | 1500 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE  0.250% 4/0 | 19260QAF4 |  | 14769335 | 11270 | PRN |  | SOLE |  | 11270 | 0 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | NOTE  2.875% 2/1 | 19459JAC8 |  | 2806436 | 2607 | PRN |  | SOLE |  | 2607 | 0 | 0 |
| COLUMBUS CIRCLE CAP CORP. I | SHS CL A | G2296A109 |  | 3079800 | 290000 | SH |  | SOLE |  | 290000 | 0 | 0 |
| COLUMBUS CIRCLE CAP CORP. I | *W EXP 05/16/203 | G2296A117 |  | 290500 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| CONDUIT PHARMACEUTICALS INC | *W EXP 09/22/202 | 20678X114 |  | 1401 | 128500 | SH |  | SOLE |  | 128500 | 0 | 0 |
| CONMED CORP | NOTE  2.250% 6/1 | 207410AH4 |  | 99604145 | 104850 | PRN |  | SOLE |  | 104850 | 0 | 0 |
| COPLEY ACQUISITION CORP | ORD SHS CL A | G24243100 |  | 2014000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| COPLEY ACQUISITION CORP | *W EXP 99/99/999 | G24243126 |  | 16760 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CRANE HBR ACQUISITION CORP | CL A | G24979109 |  | 1717418 | 170548 | SH |  | SOLE |  | 170548 | 0 | 0 |
| CRANE HBR ACQUISITION CORP | RIGHT 04/17/2030 | G24979117 |  | 46048 | 170548 | SH |  | SOLE |  | 170548 | 0 | 0 |
| CYTOKINETICS INC | NOTE  3.500% 7/0 | 23282WAC4 |  | 1478169 | 1386 | PRN |  | SOLE |  | 1386 | 0 | 0 |
| DAYFORCE INC | NOTE  0.250% 3/1 | 15677JAD0 |  | 967000 | 1000 | PRN |  | SOLE |  | 1000 | 0 | 0 |
| DENALI CAPITAL ACQUISITN COR | *W EXP 99/99/999 | G6256B114 |  | 42350 | 605000 | SH |  | SOLE |  | 605000 | 0 | 0 |
| DEXCOM INC | NOTE  0.250%11/1 | 252131AK3 |  | 1230938 | 1250 | PRN |  | SOLE |  | 1250 | 0 | 0 |
| DIGIASIA CORP | *W EXP 04/02/202 | G27617110 |  | 910 | 18236 | SH |  | SOLE |  | 18236 | 0 | 0 |
| DIGITAL ASSET ACQUISITION CO | SHS CL A | G2868C103 |  | 2096000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| DIGITAL ASSET ACQUISITION CO | *W EXP 04/01/203 | G2868C111 |  | 85000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| DRAGONFLY ENERGY HOLDINGS CO | *W EXP 10/07/202 | 26145B114 |  | 705 | 50700 | SH |  | SOLE |  | 50700 | 0 | 0 |
| DRUGS MADE IN AMER ACQUTN CO | UNIT 10/15/2029 | G2847J120 |  | 2580000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| DUKE ENERGY CORP NEW | NOTE  4.125% 4/1 | 26441CBY0 |  | 2118500 | 2000 | PRN |  | SOLE |  | 2000 | 0 | 0 |
| DUNE ACQUISITION CORP II | SHS CL A | G2867S109 |  | 1005000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| DUNE ACQUISITION CORP II | *W EXP 04/04/203 | G2867S117 |  | 14250 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| ECARX HOLDINGS INC | *W EXP 99/99/999 | G29201111 |  | 6964 | 117430 | SH |  | SOLE |  | 117430 | 0 | 0 |
| ECD AUTOMOTIVE DESIGN INC | *W EXP 12/12/202 | 27877D112 |  | 12906 | 540000 | SH |  | SOLE |  | 540000 | 0 | 0 |
| EGH ACQUISITION CORP. | UNIT 99/99/9999 | G2946P126 |  | 2038000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| EMBRACE CHANGE ACQUISITN COR | *W EXP 10/25/202 | G3034H125 |  | 7110 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| EMBRACE CHANGE ACQUISITN COR | RIGHT 10/25/2026 | G3034H141 |  | 34260 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| ENCORE CAP GROUP INC | NOTE  4.000% 3/1 | 292554AP7 |  | 1651563 | 1750 | PRN |  | SOLE |  | 1750 | 0 | 0 |
| ENOVIS CORPORATION | NOTE  3.875%10/1 | 194014AB2 |  | 34545424 | 34912 | PRN |  | SOLE |  | 34912 | 0 | 0 |
| EON RESOURCES INC | *W EXP 02/04/202 | 40472A128 |  | 15155 | 296581 | SH |  | SOLE |  | 296581 | 0 | 0 |
| EQUINOX GOLD CORP | NOTE  4.750%10/1 | 29446YAC0 |  | 59148630 | 49086 | PRN |  | SOLE |  | 49086 | 0 | 0 |
| EQV VENTURES ACQUISITION COR | CL A ORD SHS | G3106N109 |  | 2004467 | 190720 | SH |  | SOLE |  | 190720 | 0 | 0 |
| EQV VENTURES ACQUISITION COR | *W EXP 07/01/203 | G3106N117 |  | 81259 | 110707 | SH |  | SOLE |  | 110707 | 0 | 0 |
| ESPERION THERAPEUTICS INC NE | NOTE  4.000%11/1 | 29664WAB1 |  | 12198975 | 12440 | PRN |  | SOLE |  | 12440 | 0 | 0 |
| EVENTBRITE INC | NOTE  5.000%12/0 | 29975EAB5 |  | 5402670 | 5460 | PRN |  | SOLE |  | 5460 | 0 | 0 |
| EVENTBRITE INC | NOTE  0.750% 9/1 | 29975EAD1 |  | 35902030 | 40114 | PRN |  | SOLE |  | 40114 | 0 | 0 |
| EVERGY INC | NOTE  4.500%12/1 | 30034WAD8 |  | 9136725 | 7800 | PRN |  | SOLE |  | 7800 | 0 | 0 |
| EVOLENT HEALTH INC | NOTE  3.500%12/0 | 30050BAH4 |  | 45170195 | 52914 | PRN |  | SOLE |  | 52914 | 0 | 0 |
| FACT II ACQUISITION CORP | ORD SHS CL A | G32901103 |  | 3094500 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| FACT II ACQUISITION CORP | *W EXP 11/26/203 | G32901129 |  | 254915 | 850000 | SH |  | SOLE |  | 850000 | 0 | 0 |
| FARO TECHNOLOGIES INC | NOTE  5.500% 2/0 | 311642AB8 |  | 35453583 | 29180 | PRN |  | SOLE |  | 29180 | 0 | 0 |
| FIFTH ERA ACQUISITION CORP I | UNIT 99/99/9999 | G3415K127 |  | 3120000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| FIGX CAP ACQUISITION CORP. | UNIT 06/17/2030 | G3473K126 |  | 2503750 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| FIRST MAJESTIC SILVER CORP | NOTE  0.375% 1/1 | 32076VAD5 |  | 28806189 | 30211 | PRN |  | SOLE |  | 30211 | 0 | 0 |
| FLUOR CORP | NOTE  1.125% 8/1 | 343412AJ1 |  | 15759000 | 12000 | PRN |  | SOLE |  | 12000 | 0 | 0 |
| FOLD HLDGS INC | *W EXP 02/14/203 | 29103K118 |  | 40435 | 56950 | SH |  | SOLE |  | 56950 | 0 | 0 |
| FORTUNA MNG CORP | NOTE  3.750% 6/3 | 349915AE8 |  | 1267600 | 1000 | PRN |  | SOLE |  | 1000 | 0 | 0 |
| GCL GLOBAL HLDGS LTD | *W EXP 02/13/203 | G3777K111 |  | 23450 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| GCT SEMICONDUCTOR HLDG INC | *W EXP 03/01/202 | 36170N115 |  | 16682 | 172160 | SH |  | SOLE |  | 172160 | 0 | 0 |
| GORES HLDGS X INC | SHS CL A | G4002F109 |  | 1025000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| GORES HLDGS X INC | *W EXP 05/02/203 | G4002F125 |  | 14750 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| GOSSAMER BIO INC | NOTE  5.000% 6/0 | 38341PAA0 |  | 14653310 | 27880 | PRN |  | SOLE |  | 27880 | 0 | 0 |
| GREEN PLAINS INC | NOTE  2.250% 3/1 | 393222AK0 |  | 38318975 | 45754 | PRN |  | SOLE |  | 45754 | 0 | 0 |
| GROUPON INC | NOTE  1.125% 3/1 | 399473AF4 |  | 18271092 | 18606 | PRN |  | SOLE |  | 18606 | 0 | 0 |
| GROUPON INC | NOTE  6.250% 3/1 | 399473AH0 |  | 1744866 | 1250 | PRN |  | SOLE |  | 1250 | 0 | 0 |
| GSR III ACQUISITION CORP | CL A | G4R103107 |  | 948117 | 87870 | SH |  | SOLE |  | 87870 | 0 | 0 |
| GUARDANT HEALTH INC | DEBT  1.250% 2/1 | 40131MAD1 |  | 2677434 | 2292 | PRN |  | SOLE |  | 2292 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE  2.500% 6/0 | 405024AD2 |  | 14460227 | 14500 | PRN |  | SOLE |  | 14500 | 0 | 0 |
| HCM II ACQUISITION CORP | SHS CL A | G43658106 |  | 608280 | 54800 | SH |  | SOLE |  | 54800 | 0 | 0 |
| HCM II ACQUISITION CORP | *W EXP 99/99/999 | G43658122 |  | 175940 | 74868 | SH |  | SOLE |  | 74868 | 0 | 0 |
| HENNESSY CAP INVT CORP VII | ORD SHS CL A | G4405D107 |  | 1016000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| HENNESSY CAP INVT CORP VII | RIGHT 01/17/2030 | G4405D115 |  | 58125 | 187500 | SH |  | SOLE |  | 187500 | 0 | 0 |
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 |  | 8832000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| IB ACQUISITION CORP | RIGHT 09/28/2025 | 44934N116 |  | 9620 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| IMMUNOCORE HLDGS PLC | NOTE  2.500% 2/0 | 45258DAB1 |  | 68207541 | 78641 | PRN |  | SOLE |  | 78641 | 0 | 0 |
| INFLECTION PT ACQUISITION CO | CL A ORD SHS | G47875102 |  | 1019000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| INFLECTION PT ACQUISITION CO | RIGHT 04/25/2030 | G47875110 |  | 39800 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| INNOVIVA INC | NOTE  2.125% 3/1 | 45781MAD3 |  | 14787878 | 14751 | PRN |  | SOLE |  | 14751 | 0 | 0 |
| INVESTCORP AI ACQUISITION CO | *W EXP 06/01/202 | G49219127 |  | 6403 | 212035 | SH |  | SOLE |  | 212035 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE  1.750% 6/1 | 462222AF7 |  | 4212500 | 4000 | PRN |  | SOLE |  | 4000 | 0 | 0 |
| IRONWOOD PHARMACEUTICALS INC | NOTE  1.500% 6/1 | 46333XAH1 |  | 27105033 | 32077 | PRN |  | SOLE |  | 32077 | 0 | 0 |
| ISHARES BITCOIN TRUST ETF | SHS BEN INT | 46438F101 |  | 8814240 | 144000 | SH |  | SOLE |  | 144000 | 0 | 0 |
| KARYOPHARM THERAPEUTICS INC | NOTE  6.000% 5/1 | 48576UAD8 |  | 5019576 | 8871 | PRN |  | SOLE |  | 8871 | 0 | 0 |
| KEEN VISION ACQUISITION CORP | *W EXP 03/15/202 | G52443127 |  | 167 | 3092 | SH |  | SOLE |  | 3092 | 0 | 0 |
| KKR  CO INC | 6.25 CON SER D | 48251W500 |  | 32160000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| KOCHAV DEFENSE ACQUI CO | UNIT 05/21/2030 | G5304D122 |  | 3561250 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| KOSMOS ENERGY LTD | NOTE  3.125% 3/1 | 500688AH9 |  | 4033956 | 6000 | PRN |  | SOLE |  | 6000 | 0 | 0 |
| LAUNCH TWO ACQUISITION CORP. | ORD SHS CL A | G5S87A105 |  | 1302500 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| LAUNCH TWO ACQUISITION CORP. | *W EXP 10/09/202 | G5S87A113 |  | 26250 | 62500 | SH |  | SOLE |  | 62500 | 0 | 0 |
| LAVORO LTD | *W EXP 02/27/202 | G5391L110 |  | 8373 | 235863 | SH |  | SOLE |  | 235863 | 0 | 0 |
| LEDDARTECH HLDGS INC | *W EXP 12/21/202 | 52328E113 |  | 13 | 127872 | SH |  | SOLE |  | 127872 | 0 | 0 |
| LEGATO MERGER CORP III | *W EXP 05/08/203 | G5451A111 |  | 13500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| LIGHTWAVE ACQUISITION CORP | UNIT 06/06/2030 | G5490M118 |  | 1006000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| LIONHEART HOLDINGS | *W EXP 06/07/203 | G5501C117 |  | 3401 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE  0.500% 6/1 | 55024UAF6 |  | 2592500 | 2500 | PRN |  | SOLE |  | 2500 | 0 | 0 |
| LUMINAR TECHNOLOGIES INC | DEBT  9.000% 1/1 | 550424AD7 |  | 4230746 | 8835 | PRN |  | SOLE |  | 8835 | 0 | 0 |
| LUMINAR TECHNOLOGIES INC | DEBT 11.500% 1/1 | 550424AE5 |  | 12156067 | 26114 | PRN |  | SOLE |  | 26114 | 0 | 0 |
| MANNKIND CORP | NOTE  2.500% 3/0 | 56400PAQ5 |  | 8064030 | 8060 | PRN |  | SOLE |  | 8060 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE  3.250%12/1 | 57164YAF4 |  | 2333750 | 2500 | PRN |  | SOLE |  | 2500 | 0 | 0 |
| MESA LABS INC | NOTE  1.375% 8/1 | 59064RAA7 |  | 15958661 | 16047 | PRN |  | SOLE |  | 16047 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC. | DEP SHS REPSTG | 595017302 |  | 3332000 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| MICROSTRATEGY INC | NOTE  0.875% 3/1 | 594972AL5 |  | 73972036 | 39149 | PRN |  | SOLE |  | 39149 | 0 | 0 |
| MIRUM PHARMACEUTICALS INC | NOTE  4.000% 5/0 | 604749AB7 |  | 31777046 | 17895 | PRN |  | SOLE |  | 17895 | 0 | 0 |
| MITEK SYS INC | NOTE  0.750% 2/0 | 606710AA9 |  | 34180587 | 34750 | PRN |  | SOLE |  | 34750 | 0 | 0 |
| NEW MTN FIN CORP | NOTE  7.500%10/1 | 647551AE0 |  | 66851591 | 66582 | PRN |  | SOLE |  | 66582 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION C | USD CL A ORD SHS | G6476A102 |  | 1020000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION C | *W EXP 04/24/203 | G6476A110 |  | 20833 | 33333 | SH |  | SOLE |  | 33333 | 0 | 0 |
| NEWHOLD INVT CORP III | UNIT 99/99/9999 | G6486E128 |  | 1065000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| NEXTERA ENERGY INC | UNIT 11/01/2027 | 65339F119 |  | 11062500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| NIO INC | NOTE  3.875%10/1 | 62914VAJ5 |  | 2801315 | 3933 | PRN |  | SOLE |  | 3933 | 0 | 0 |
| NIO INC | NOTE  4.625%10/1 | 62914VAK2 |  | 6892574 | 10863 | PRN |  | SOLE |  | 10863 | 0 | 0 |
| NOVAVAX INC | NOTE  5.000%12/1 | 670002AD6 |  | 19428099 | 19538 | PRN |  | SOLE |  | 19538 | 0 | 0 |
| OMEROS CORP | NOTE  9.500% 6/1 | 682143AK8 |  | 1925931 | 2459 | PRN |  | SOLE |  | 2459 | 0 | 0 |
| OXLEY BRIDGE ACQ LTD | UNIT 06/17/2030 | G6858G123 |  | 3003000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| OYSTER ENTERPRISES II ACQUIS | UNIT 05/22/2030 | G6861F120 |  | 2537914 | 250782 | SH |  | SOLE |  | 250782 | 0 | 0 |
| PACIRA BIOSCIENCES INC | NOTE  2.125% 5/1 | 695127AJ9 |  | 73761330 | 75174 | PRN |  | SOLE |  | 75174 | 0 | 0 |
| PAR TECHNOLOGY CORP | NOTE  1.500%10/1 | 698884AE3 |  | 16087528 | 14012 | PRN |  | SOLE |  | 14012 | 0 | 0 |
| PELOTON INTERACTIVE INC | NOTE         2/1 | 70614WAB6 |  | 48498840 | 50128 | PRN |  | SOLE |  | 50128 | 0 | 0 |
| PELOTON INTERACTIVE INC | NOTE  5.500%12/0 | 70614WAD2 |  | 123471864 | 67110 | PRN |  | SOLE |  | 67110 | 0 | 0 |
| PENNYMAC CORP | NOTE  5.500% 3/1 | 70932AAF0 |  | 5972922 | 6012 | PRN |  | SOLE |  | 6012 | 0 | 0 |
| PENNYMAC CORP | NOTE  8.500% 6/0 | 70932AAH6 |  | 16140530 | 15902 | PRN |  | SOLE |  | 15902 | 0 | 0 |
| PERIMETER ACQUISITION CORP I | *W EXP 05/13/203 | G7010A111 |  | 64000 | 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 |  | 9588000 | 255000 | SH |  | SOLE |  | 255000 | 0 | 0 |
| PG CORP | NOTE  4.250%12/0 | 69331CAL2 |  | 24870000 | 25000 | PRN |  | SOLE |  | 25000 | 0 | 0 |
| PIONEER ACQUISITION I CORP | UNIT 06/16/2030 | G7117W123 |  | 1500750 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| PLUM ACQUISITION CORP IV | SHS CL A | G7134A104 |  | 7196000 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| PLUM ACQUISITION CORP IV | *W EXP 08/19/202 | G7134A120 |  | 84000 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| PORCH GROUP INC | DEBT  9.000% 5/1 | 733245AD6 |  | 18898935 | 15000 | PRN |  | SOLE |  | 15000 | 0 | 0 |
| PPL CAP FDG INC | NOTE  2.875% 3/1 | 69352PAS2 |  | 3025736 | 2795 | PRN |  | SOLE |  | 2795 | 0 | 0 |
| PROCAP ACQUISITION CORP | UNIT 05/16/2030 | G7257A113 |  | 1072000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE  3.500% 3/0 | 743312AD2 |  | 4065250 | 3500 | PRN |  | SOLE |  | 3500 | 0 | 0 |
| PROS HOLDINGS INC | NOTE  2.250% 9/1 | 74346YAG8 |  | 2627856 | 2772 | PRN |  | SOLE |  | 2772 | 0 | 0 |
| PROS HOLDINGS INC | DEBT  2.500% 7/0 | 74346YAK9 |  | 32320945 | 29883 | PRN |  | SOLE |  | 29883 | 0 | 0 |
| PURECYCLE TECHNOLOGIES INC | NOTE  7.250% 8/1 | 74623VAB9 |  | 57754780 | 45910 | PRN |  | SOLE |  | 45910 | 0 | 0 |
| QXO INC | 5.50 DEP PFD | 82846H504 |  | 21076600 | 340000 | SH |  | SOLE |  | 340000 | 0 | 0 |
| RAPID7 INC | NOTE  0.250% 3/1 | 753422AF1 |  | 1865000 | 2000 | PRN |  | SOLE |  | 2000 | 0 | 0 |
| REAL ASSET ACQUISITION CORP | SHS CL A | G73944103 |  | 3045000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| REAL ASSET ACQUISITION CORP | *W EXP 04/24/203 | G73944111 |  | 69000 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| REAL MESSENGER CORP. | *W EXP 11/19/202 | G7410G114 |  | 3938 | 87700 | SH |  | SOLE |  | 87700 | 0 | 0 |
| REDFIN CORP | NOTE  0.500% 4/0 | 75737FAE8 |  | 30174787 | 33431 | PRN |  | SOLE |  | 33431 | 0 | 0 |
| REDWOOD TRUST INC | NOTE  7.750% 6/1 | 758075AF2 |  | 12728748 | 12851 | PRN |  | SOLE |  | 12851 | 0 | 0 |
| REPUBLIC DIGITAL ACQUISITION | USD CL A ORD SHS | G7515A103 |  | 5130000 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| REPUBLIC DIGITAL ACQUISITION | *W EXP 05/01/203 | G7515A129 |  | 180000 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE  4.625% 3/1 | 76954AAB9 |  | 33894219 | 33250 | PRN |  | SOLE |  | 33250 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE  3.625%10/1 | 76954AAD5 |  | 43328639 | 48163 | PRN |  | SOLE |  | 48163 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | NOTE  1.250% 9/1 | 803607AD2 |  | 30694690 | 42484 | PRN |  | SOLE |  | 42484 | 0 | 0 |
| SBC MED GROUP HLDGS INC | *W EXP 09/17/202 | 73245B115 |  | 49895 | 258389 | SH |  | SOLE |  | 258389 | 0 | 0 |
| SEMTECH CORP | NOTE  4.000%11/0 | 816850AH4 |  | 17825500 | 7700 | PRN |  | SOLE |  | 7700 | 0 | 0 |
| SHIFT4 PMTS INC | 6 SER A CNV PREF | 82452J307 |  | 34560000 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| SIDDHI ACQUISITION CORP | RIGHT 09/15/2029 | G8118C116 |  | 23000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SIDDHI ACQUISITION CORP | CL A SHS | G8118C124 |  | 1011000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SILEXION THERAPEUTICS CORP | *W EXP 08/15/202 | G1281K114 |  | 2093 | 51183 | SH |  | SOLE |  | 51183 | 0 | 0 |
| SILVERBOX CORP IV | SHS CL A | G81354105 |  | 2881943 | 262951 | SH |  | SOLE |  | 262951 | 0 | 0 |
| SILVERBOX CORP IV | *W EXP 08/19/202 | G81354121 |  | 125170 | 104317 | SH |  | SOLE |  | 104317 | 0 | 0 |
| SIM ACQUISITION CORP. I | SHS CL A | G8431T101 |  | 3856177 | 370000 | SH |  | SOLE |  | 370000 | 0 | 0 |
| SIM ACQUISITION CORP. I | *W EXP 06/01/203 | G8431T119 |  | 50635 | 185000 | SH |  | SOLE |  | 185000 | 0 | 0 |
| SIZZLE ACQUISITION CORP. II | USD CL A ORD SHS | G8193F109 |  | 6030000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| SIZZLE ACQUISITION CORP. II | RIGHT 04/02/2030 | G8193F133 |  | 120000 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| SNAP INC | NOTE  0.125% 3/0 | 83304AAH9 |  | 4809753 | 5538 | PRN |  | SOLE |  | 5538 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE         9/1 | 83417MAD6 |  | 65027625 | 66695 | PRN |  | SOLE |  | 66695 | 0 | 0 |
| SOLARIS ENERGY INFRAS INC | NOTE  4.750% 5/0 | 83419XAA6 |  | 14733125 | 11000 | PRN |  | SOLE |  | 11000 | 0 | 0 |
| SOULPOWER ACQUISITION CORP | UNIT 99/99/9999 | G82745129 |  | 6022843 | 582480 | SH |  | SOLE |  | 582480 | 0 | 0 |
| SOUTHERN CO | NOTE  3.875%12/1 | 842587DP9 |  | 2770125 | 2500 | PRN |  | SOLE |  | 2500 | 0 | 0 |
| SOUTHLAND HLDGS INC | *W EXP 02/14/202 | 84445C118 |  | 10864 | 51732 | SH |  | SOLE |  | 51732 | 0 | 0 |
| SPHERE ENTERTAINMENT CO | NOTE  3.500%12/0 | 55826TAB8 |  | 5626000 | 4000 | PRN |  | SOLE |  | 4000 | 0 | 0 |
| SPIRIT AEROSYSTEMS INC | NOTE  3.250%11/0 | 85205TAQ3 |  | 812034 | 555 | PRN |  | SOLE |  | 555 | 0 | 0 |
| SSR MINING IN | NOTE  2.500% 4/0 | 784730AB9 |  | 41609624 | 40096 | PRN |  | SOLE |  | 40096 | 0 | 0 |
| STARWOOD PPTY TR INC | NOTE  6.750% 7/1 | 85571BBA2 |  | 20644049 | 19262 | PRN |  | SOLE |  | 19262 | 0 | 0 |
| SUPER MICRO COMPUTER INC | NOTE  3.500% 3/0 | 86800UAB0 |  | 12747225 | 12175 | PRN |  | SOLE |  | 12175 | 0 | 0 |
| TANDEM DIABETES CARE INC | NOTE  1.500% 3/1 | 875372AD6 |  | 20504572 | 21243 | PRN |  | SOLE |  | 21243 | 0 | 0 |
| TELADOC HEALTH INC | NOTE  1.250% 6/0 | 87918AAF2 |  | 99878724 | 108000 | PRN |  | SOLE |  | 108000 | 0 | 0 |
| TEVOGEN BIO HLDGS INC | *W EXP 02/14/202 | 88165K119 |  | 6798 | 97250 | SH |  | SOLE |  | 97250 | 0 | 0 |
| TEXAS VENTURES ACQUISITION I | USD CL A ORD SHS | G8772L105 |  | 2018000 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| TEXAS VENTURES ACQUISITION I | *W EXP 04/23/203 | G8772L113 |  | 27000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| TITAN ACQUISITION CORP | CL A | G8901A103 |  | 1008000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| TITAN ACQUISITION CORP | *W EXP 05/16/203 | G8901A111 |  | 18500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| TRAVERE THERAPEUTICS INC | NOTE  2.500% 9/1 | 761299AB2 |  | 7889600 | 8000 | PRN |  | SOLE |  | 8000 | 0 | 0 |
| TRAVERE THERAPEUTICS INC | NOTE  2.250% 3/0 | 89422GAA5 |  | 36269788 | 37978 | PRN |  | SOLE |  | 37978 | 0 | 0 |
| TRIP COM GROUP LTD | NOTE  0.750% 6/1 | 89677QAB3 |  | 13485450 | 12100 | PRN |  | SOLE |  | 12100 | 0 | 0 |
| TWO HARBORS INVENTMENT CORPO | NOTE  6.250% 1/1 | 90187BAB7 |  | 477981 | 486 | PRN |  | SOLE |  | 486 | 0 | 0 |
| TXNM ENERGY INC | NOTE  5.750% 6/0 | 69349HAF4 |  | 37867610 | 29115 | PRN |  | SOLE |  | 29115 | 0 | 0 |
| UGI CORP NEW | NOTE  5.000% 6/0 | 902681AB1 |  | 20744595 | 15000 | PRN |  | SOLE |  | 15000 | 0 | 0 |
| UPSTART HLDGS INC | NOTE  0.250% 8/1 | 91680MAB3 |  | 54205100 | 57058 | PRN |  | SOLE |  | 57058 | 0 | 0 |
| VERITONE INC | NOTE  1.750%11/1 | 92347MAB6 |  | 10021929 | 26194 | PRN |  | SOLE |  | 26194 | 0 | 0 |
| VISHAY INTERTECHNOLOGY INC | NOTE  2.250% 9/1 | 928298AR9 |  | 28839600 | 32044 | PRN |  | SOLE |  | 32044 | 0 | 0 |
| VOYAGER ACQUISITION CORP | *W EXP 05/16/203 | G93A7H112 |  | 29990 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| WAYFAIR INC | NOTE  3.250% 9/1 | 94419LAP6 |  | 92363818 | 80879 | PRN |  | SOLE |  | 80879 | 0 | 0 |
| WAYFAIR INC | NOTE  3.500%11/1 | 94419LAR2 |  | 44120090 | 32600 | PRN |  | SOLE |  | 32600 | 0 | 0 |
| WEN ACQUISITION CORP | UNIT 05/16/2030 | G9R39C129 |  | 5110595 | 483500 | SH |  | SOLE |  | 483500 | 0 | 0 |
| WINTERGREEN ACQUISITION CORP | UNIT 05/21/2030 | G9717M125 |  | 1009000 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| WOLFSPEED INC | NOTE  1.750% 5/0 | 225447AD3 |  | 11239875 | 43650 | PRN |  | SOLE |  | 43650 | 0 | 0 |
| WOLFSPEED INC | NOTE  0.250% 2/1 | 977852AB8 |  | 2072618 | 8049 | PRN |  | SOLE |  | 8049 | 0 | 0 |
| WOLFSPEED INC | NOTE  1.875%12/0 | 977852AD4 |  | 4702723 | 18263 | PRN |  | SOLE |  | 18263 | 0 | 0 |
| WORKIVA INC | NOTE  1.250% 8/1 | 98139AAD7 |  | 928750 | 1000 | PRN |  | SOLE |  | 1000 | 0 | 0 |
| XBP EUROPE HOLDINGS INC | *W EXP 11/30/202 | 98400V119 |  | 19543 | 357933 | SH |  | SOLE |  | 357933 | 0 | 0 |
| XEROX HOLDINGS CORP | NOTE  3.750% 3/1 | 98421MAE6 |  | 1145000 | 2000 | PRN |  | SOLE |  | 2000 | 0 | 0 |
| YORKVILLE ACQUISITION CORP. | UNIT 06/06/2030 | G98659108 |  | 1687500 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| ZIFF DAVIS INC | NOTE  1.750%11/0 | 48123VAE2 |  | 1335250 | 1400 | PRN |  | SOLE |  | 1400 | 0 | 0 |
| ZOOMCAR HLDGS INC | *W EXP 05/31/202 | 45784G119 |  | 3844 | 274598 | SH |  | SOLE |  | 274598 | 0 | 0 |
| ZYNEX INC | NOTE  5.000% 5/1 | 98986MAD5 |  | 7150000 | 11000 | PRN |  | SOLE |  | 11000 | 0 | 0 |

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