# EDGAR Filing Document

**Accession Number:** 0001301396
**File Stem:** 0001301396-23-000002
**Filing Date:** 2023-2
**Character Count:** 55577
**Document Hash:** 60d6cb234785435b905e28df1d156899
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001301396-23-000002.hdr.sgml**: 20230214

**ACCESSION NUMBER**: 0001301396-23-000002

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230214

**DATE AS OF CHANGE**: 20230214

**EFFECTIVENESS DATE**: 20230214

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Context Capital Management, LLC
- **CENTRAL INDEX KEY:** 0001301396
- **IRS NUMBER:** 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:** 23623443

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

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

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

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

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2022

**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:** 8455161946

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

Grace Brescia  Dandridge, TN  02-14-2023<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:** 477

**Form 13F Information Table Value Total:** $1366318

      (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 |
| 10X CAPITAL VENTURE ACQ III | *W EXP 06/30/202 | G87077114 |  | 17 | 216358 | SH |  | SOLE |  | 216358 | 0 | 0 |
| 1LIFE HEALTHCARE INC | NOTE  3.000% 6/1 | 68269GAB3 |  | 6917 | 7138 | PRN |  | SOLE |  | 7138 | 0 | 0 |
| 7 ACQUISITION CORPORATION | SHS CL A | G80694105 |  | 6177 | 601200 | SH |  | SOLE |  | 601200 | 0 | 0 |
| 7 ACQUISITION CORPORATION | *W EXP 11/05/202 | G80694113 |  | 18 | 202130 | SH |  | SOLE |  | 202130 | 0 | 0 |
| 7GC  CO HOLDINGS INC | *W EXP 12/28/202 | 81786A115 |  | 6 | 80979 | SH |  | SOLE |  | 80979 | 0 | 0 |
| 8X8 INC NEW | NOTE  0.500% 2/0 | 282914AB6 |  | 4022 | 4396 | PRN |  | SOLE |  | 4396 | 0 | 0 |
| A SPAC II ACQUISITION CORP | *W EXP 10/15/202 | G0543H117 |  | 26 | 700000 | SH |  | SOLE |  | 700000 | 0 | 0 |
| A SPAC II ACQUISITION CORP | RIGHT 10/15/2026 | G0543H133 |  | 86 | 1400000 | SH |  | SOLE |  | 1400000 | 0 | 0 |
| ABG ACQUISITION CORP I | CL A SHS | G00496102 |  | 1914 | 189647 | SH |  | SOLE |  | 189647 | 0 | 0 |
| ACCOLADE INC | NOTE  0.500% 4/0 | 00437EAB8 |  | 13713 | 19400 | PRN |  | SOLE |  | 19400 | 0 | 0 |
| ACCRETION ACQUISITION CORP | COM | 00438Y107 |  | 2520 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| ACCRETION ACQUISITION CORP | RIGHT 03/01/2028 | 00438Y123 |  | 25 | 352268 | SH |  | SOLE |  | 352268 | 0 | 0 |
| ACRI CAPITAL ACQUISITION COR | COM CL A | 00501A101 |  | 2044 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ACRI CAPITAL ACQUISITION COR | *W EXP 02/01/202 | 00501A119 |  | 3 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ADIT EDTECH ACQUISITION CORP | *W EXP 99/99/999 | 007024110 |  | 12 | 202416 | SH |  | SOLE |  | 202416 | 0 | 0 |
| AESTHER HEALTHCARE ACQSTN CO | *W EXP 09/14/202 | 00809L114 |  | 37 | 248932 | SH |  | SOLE |  | 248932 | 0 | 0 |
| AESTHER HEALTHCARE ACQSTN CO CLASS A | COM | 00809L106 |  | 4834 | 464841 | SH |  | SOLE |  | 464841 | 0 | 0 |
| AETHERIUM ACQUISITION CORP | *W EXP 12/21/202 | 00809J119 |  | 1 | 331054 | SH |  | SOLE |  | 331054 | 0 | 0 |
| AETHERIUM ACQUISITION CORP CLASS A | COM | 00809J101 |  | 3370 | 331054 | SH |  | SOLE |  | 331054 | 0 | 0 |
| AFRICAN GOLD ACQUISITION COR | *W EXP 03/31/202 | G0112R124 |  | 0 | 14000 | SH |  | SOLE |  | 14000 | 0 | 0 |
| AGILETHOUGHT INC | *W EXP 08/23/202 | 00857F118 |  | 19 | 47638 | SH |  | SOLE |  | 47638 | 0 | 0 |
| AIB ACQUISITION CORPORATION CLASS A | ORD | G0R45S109 |  | 1368 | 133974 | SH |  | SOLE |  | 133974 | 0 | 0 |
| AIMFINITY INVESTMENT CORP I | UNIT 02/01/2029 | G0135E100 |  | 2005 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ALPHA STAR ACQUISITION CORP | ORDINARY SHARES | G0230C108 |  | 3694 | 360000 | SH |  | SOLE |  | 360000 | 0 | 0 |
| ALPHA STAR ACQUISITION CORP | *W EXP 12/13/202 | G0230C116 |  | 5 | 360000 | SH |  | SOLE |  | 360000 | 0 | 0 |
| ALPHA STAR ACQUISITION CORP | RIGHT 05/30/2023 | G0230C132 |  | 42 | 335596 | SH |  | SOLE |  | 335596 | 0 | 0 |
| ALPHATEC HLDGS INC | NOTE  0.750% 8/0 | 02081GAB8 |  | 1378 | 1500 | PRN |  | SOLE |  | 1500 | 0 | 0 |
| ALPINE ACQUISITION CORPORATI | COM | 02083L109 |  | 1918 | 184200 | SH |  | SOLE |  | 184200 | 0 | 0 |
| ALPINE ACQUISITION CORPORATI | *W EXP 05/01/202 | 02083L117 |  | 7 | 71150 | SH |  | SOLE |  | 71150 | 0 | 0 |
| ALSET CAPITAL ACQUISITION CO | UNIT 01/31/2027 | 02115M208 |  | 1016 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| AMRYT PHARMA PLC | SPONSORED ADS | 03217L106 |  | 528 | 72334 | SH |  | SOLE |  | 72334 | 0 | 0 |
| AMYRIS INC | NOTE  1.500%11/1 | 03236MAJ0 |  | 12322 | 38030 | PRN |  | SOLE |  | 38030 | 0 | 0 |
| ANDRETTI ACQUISITION CORP | *W EXP 99/99/999 | G26735129 |  | 27 | 383900 | SH |  | SOLE |  | 383900 | 0 | 0 |
| APEIRON CAPITAL INVEST CORP | *W EXP 04/02/202 | 03752A119 |  | 30 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| APOLLO STRATEGIC GRWT CPTL I | SHS CL A | G0412A102 |  | 1803 | 179900 | SH |  | SOLE |  | 179900 | 0 | 0 |
| APPLIED OPTOELECTRONICS INC | NOTE  5.000% 3/1 | 03823UAB8 |  | 8280 | 12025 | PRN |  | SOLE |  | 12025 | 0 | 0 |
| APPRECIATE HOLDINGS INC | *W EXP 11/29/202 | 03832J114 |  | 4 | 135266 | SH |  | SOLE |  | 135266 | 0 | 0 |
| APX ACQUISITION CORP I | *W EXP 11/30/202 | G0440J125 |  | 1 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| APX ACQUISITION CORP I CLASS A | ORD SHS | G0440J109 |  | 1028 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ARBOR RAPHA CAP BIOHLDS CORP | *W EXP 10/31/202 | 03881F112 |  | 4 | 103096 | SH |  | SOLE |  | 103096 | 0 | 0 |
| ARGUS CAPITAL CORP | *W EXP 08/31/202 | 04026L113 |  | 0 | 0 | SH |  | SOLE |  | 0 | 0 | 0 |
| ARGUS CAPITAL CORP CLASS A | COM | 04026L105 |  | 0 | 0 | SH |  | SOLE |  | 0 | 0 | 0 |
| ARMOUR RESIDENTIAL REIT INC | PUT | 042644104 |  | 4710 | 465000 | SH |  | SOLE |  | 465000 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | NOTE  1.000%12/0 | 04271TAB6 |  | 4597 | 4500 | PRN |  | SOLE |  | 4500 | 0 | 0 |
| ARTIVION INC | NOTE  4.250% 7/0 | 228903AB6 |  | 14418 | 16500 | PRN |  | SOLE |  | 16500 | 0 | 0 |
| ASCENDANT DIGITAL ACQ CORP I | CL A COM | G05157105 |  | 2064 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ASCENDANT DIGITAL ACQ CORP I | *W EXP 99/99/999 | G05157113 |  | 20 | 32800 | SH |  | SOLE |  | 32800 | 0 | 0 |
| ASTREA ACQUISITION CORP | *W EXP 01/28/202 | 04637C114 |  | 0 | 0 | SH |  | SOLE |  | 0 | 0 | 0 |
| ATHENA TECHNOLOGY ACQ CORP I | CL A COM | 04687C105 |  | 6033 | 600000 | SH |  | SOLE |  | 600000 | 0 | 0 |
| ATHENA TECHNOLOGY ACQ CORP I | *W EXP 10/17/202 | 04687C113 |  | 31 | 775000 | SH |  | SOLE |  | 775000 | 0 | 0 |
| AULT DISRUPTIVE TECHS CORP | COM | 05150A104 |  | 2571 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| AULT DISRUPTIVE TECHS CORP | *W EXP 99/99/999 | 05150A112 |  | 8 | 187500 | SH |  | SOLE |  | 187500 | 0 | 0 |
| AURA FAT PROJS ACQUISITION C | *W EXP 03/31/202 | G06362126 |  | 19 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| AURORA INNOVATION INC | PUT | 051774115 |  | 1 | 11228 | SH |  | SOLE |  | 11228 | 0 | 0 |
| AUTHENTIC EQUITY ACQUISTN CO | CL A SHS | G06607108 |  | 2526 | 249844 | SH |  | SOLE |  | 249844 | 0 | 0 |
| AUTHENTIC EQUITY ACQUISTN CO | *W EXP 01/20/202 | G06607124 |  | 0 | 124198 | SH |  | SOLE |  | 124198 | 0 | 0 |
| AVALON ACQUISITION INC | *W EXP 12/31/202 | 05338E119 |  | 14 | 210024 | SH |  | SOLE |  | 210024 | 0 | 0 |
| AXIOS SUSTAINABLE GRW ACQ CO | *W EXP 99/99/999 | G0703K116 |  | 17 | 475101 | SH |  | SOLE |  | 475101 | 0 | 0 |
| AXIOS SUSTAINABLE GRW ACQ CO | RIGHT 99/99/9999 | G0703K124 |  | 49 | 475101 | SH |  | SOLE |  | 475101 | 0 | 0 |
| AXONPRIME INFRSTCTR AQSTN CO CLASS A | COM | 05467C108 |  | 1935 | 195428 | SH |  | SOLE |  | 195428 | 0 | 0 |
| BANK SOUTH CAROLINA CORP | COM | 066644105 |  | 3732 | 367010 | SH |  | SOLE |  | 367010 | 0 | 0 |
| BANNIX ACQUISITION CORP | COM | 066644113 |  | 6 | 320484 | SH |  | SOLE |  | 320484 | 0 | 0 |
| BANNIX ACQUISITION CORP | *W EXP 07/31/202 | 066644121 |  | 57 | 210385 | SH |  | SOLE |  | 210385 | 0 | 0 |
| BEARD ENERGY TRANSITION ACQ | CL A COM | 07402Q101 |  | 3057 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| BELONG ACQUISITION CORP CLASS A | COM | 08069M102 |  | 3462 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| BENSON HILL INC | PUT | 082490111 |  | 77 | 306928 | SH |  | SOLE |  | 306928 | 0 | 0 |
| BERENSON ACQUISITION CORP I | CL A COM | 083690115 |  | 2 | 49200 | SH |  | SOLE |  | 49200 | 0 | 0 |
| BIGBEAR AI HLDGS INC | *W EXP 12/08/202 | 08975B117 |  | 8 | 249098 | SH |  | SOLE |  | 249098 | 0 | 0 |
| BIGCOMMERCE HLDGS INC | NOTE  0.250%10/0 | 08975PAB4 |  | 5248 | 7340 | PRN |  | SOLE |  | 7340 | 0 | 0 |
| BILANDER ACQUISITION CORP | CL A COM | 09001T106 |  | 1485 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| BILIBILI INC | NOTE  1.375% 4/0 | 090040AB2 |  | 2344 | 2000 | PRN |  | SOLE |  | 2000 | 0 | 0 |
| BILIBILI INC | NOTE  0.500%12/0 | 090040AF3 |  | 10701 | 14461 | PRN |  | SOLE |  | 14461 | 0 | 0 |
| BILL COM HLDGS INC | NOTE         4/0 | 090043AD2 |  | 3182 | 4000 | PRN |  | SOLE |  | 4000 | 0 | 0 |
| BIOPLUS ACQUISITION CORP | *W EXP 12/02/202 | G11217125 |  | 5 | 105069 | SH |  | SOLE |  | 105069 | 0 | 0 |
| BIORA THERAPEUTICS INC | NOTE  7.250%12/0 | 74319FAB3 |  | 1131 | 2200 | PRN |  | SOLE |  | 2200 | 0 | 0 |
| BIOTECH ACQUISITION COMPANY | CL A SHS | G1125A108 |  | 1963 | 194400 | SH |  | SOLE |  | 194400 | 0 | 0 |
| BIOTECH ACQUISITION COMPANY | *W EXP 11/30/202 | G1125A116 |  | 3 | 47200 | SH |  | SOLE |  | 47200 | 0 | 0 |
| BITE ACQUISITION CORP | *W EXP 02/12/203 | 09175K113 |  | 6 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| BLACK MOUNTAIN ACQ CORP | CL A COM | 09216A108 |  | 6630 | 650045 | SH |  | SOLE |  | 650045 | 0 | 0 |
| BLACK MOUNTAIN ACQ CORP | *W EXP 10/15/202 | 09216A116 |  | 34 | 928400 | SH |  | SOLE |  | 928400 | 0 | 0 |
| BLACKLINE INC | NOTE         3/1 | 09239BAD1 |  | 9439 | 11016 | PRN |  | SOLE |  | 11016 | 0 | 0 |
| BLEUACACIA LTD CLASS A | ORD SHS | G11728105 |  | 5025 | 499498 | SH |  | SOLE |  | 499498 | 0 | 0 |
| BLOCK INC | NOTE         5/0 | 852234AJ2 |  | 2525 | 3100 | PRN |  | SOLE |  | 3100 | 0 | 0 |
| BLOCK INC | NOTE  0.250%11/0 | 852234AK9 |  | 3794 | 5000 | PRN |  | SOLE |  | 5000 | 0 | 0 |
| BLOCKCHAIN COINVSTRS ACQ CRP CLASS A | ORD | G11765107 |  | 1702 | 165675 | SH |  | SOLE |  | 165675 | 0 | 0 |
| BLOOM ENERGY CORP | NOTE  2.500% 8/1 | 093712AH0 |  | 15194 | 11250 | PRN |  | SOLE |  | 11250 | 0 | 0 |
| BLUE OCEAN ACQUISITION CORP | *W EXP 12/02/202 | G1330L121 |  | 15 | 198750 | SH |  | SOLE |  | 198750 | 0 | 0 |
| BLUERIVER ACQUISITION CORP | SHS CL A | G1261Q107 |  | 1008 | 99900 | SH |  | SOLE |  | 99900 | 0 | 0 |
| BOXED INC | *W EXP 12/08/202 | 103174116 |  | 12 | 303583 | SH |  | SOLE |  | 303583 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE  2.500% 3/1 | 10806XAB8 |  | 7890 | 17035 | PRN |  | SOLE |  | 17035 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE  2.250% 2/0 | 10806XAD4 |  | 6285 | 16458 | PRN |  | SOLE |  | 16458 | 0 | 0 |
| BULLPEN PARLAY ACQUISITION C | *W EXP 12/03/202 | G1792A118 |  | 4 | 196950 | SH |  | SOLE |  | 196950 | 0 | 0 |
| BURTECH ACQUISITION CORP | *W EXP 12/18/202 | 123013112 |  | 6 | 1050000 | SH |  | SOLE |  | 1050000 | 0 | 0 |
| C5 ACQUISITION CORPORATION | CL A COM | 12530D105 |  | 4832 | 472795 | SH |  | SOLE |  | 472795 | 0 | 0 |
| C5 ACQUISITION CORPORATION | *W EXP 12/31/202 | 12530D113 |  | 11 | 351870 | SH |  | SOLE |  | 351870 | 0 | 0 |
| CACTUS ACQUISITION CORP 1 LT | *W EXP 08/17/202 | G1745A124 |  | 2 | 215352 | SH |  | SOLE |  | 215352 | 0 | 0 |
| CACTUS ACQUISITION CORP 1 LT CLASS A | ORD | G1745A108 |  | 5191 | 505903 | SH |  | SOLE |  | 505903 | 0 | 0 |
| CANNA GLOBAL ACQUISITION COR | *W EXP 11/30/202 | 13767K119 |  | 10 | 499500 | SH |  | SOLE |  | 499500 | 0 | 0 |
| CANO HEALTH INC | *W EXP 06/03/202 | 13781Y111 |  | 18 | 80948 | SH |  | SOLE |  | 80948 | 0 | 0 |
| CAPITALWORKS EMNG MKTS ACQST | *W EXP 11/19/202 | G1889L126 |  | 5 | 137500 | SH |  | SOLE |  | 137500 | 0 | 0 |
| CAPITALWORKS EMNG MKTS ACQST CLASS A | ORD SHS | G1889L100 |  | 2841 | 275000 | SH |  | SOLE |  | 275000 | 0 | 0 |
| CARDIO DIAGNOSTICS HOLDGS IN | COMMON STOCK | 14159C103 |  | 17 | 16278 | SH |  | SOLE |  | 16278 | 0 | 0 |
| CARTESIAN GROWTH CORP II | *W EXP 07/12/202 | G19305120 |  | 15 | 66666 | SH |  | SOLE |  | 66666 | 0 | 0 |
| CARTESIAN GROWTH CORP II CLASS A | ORD | G19305112 |  | 1025 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CARTICA ACQUISITION CORP | *W EXP 04/30/202 | G1995D117 |  | 7 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CATCHA INVESTMENT CORP | *W EXP 99/99/999 | G1962Y110 |  | 3 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| CELULARITY INC | *W EXP 07/16/202 | 151190113 |  | 10 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| CENAQ ENERGY CORP | *W EXP 02/04/202 | 15130M110 |  | 15 | 132844 | SH |  | SOLE |  | 132844 | 0 | 0 |
| CENTURY ALUM CO | NOTE  2.750% 5/0 | 156431AQ1 |  | 3461 | 4794 | PRN |  | SOLE |  | 4794 | 0 | 0 |
| CF ACQUISITION CORP IV | COM CL A | 12520T102 |  | 8374 | 819359 | SH |  | SOLE |  | 819359 | 0 | 0 |
| CF ACQUISITION CORP IV | *W EXP 12/31/202 | 12520T110 |  | 7 | 95285 | SH |  | SOLE |  | 95285 | 0 | 0 |
| CF ACQUISITION CORP VII CLASS A | COM | 12521H107 |  | 3570 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| CF ACQUISITION CORP VIII | *W EXP 03/31/202 | 12520C117 |  | 11 | 377370 | SH |  | SOLE |  | 377370 | 0 | 0 |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 |  | 5216 | 103000 | SH |  | SOLE |  | 103000 | 0 | 0 |
| CHEFS WHSE INC | NOTE  1.875%12/0 | 163086AB7 |  | 1039 | 1000 | PRN |  | SOLE |  | 1000 | 0 | 0 |
| CHENGHE ACQUISITION CO | *W EXP 04/22/202 | G2086M123 |  | 2 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| CHURCHILL CAPITAL CORP VII | COM CL A | 17144M102 |  | 11597 | 1163239 | SH |  | SOLE |  | 1163239 | 0 | 0 |
| CLASS ACCELERATION CORP | *W EXP 03/31/202 | 18274B114 |  | 0 | 0 | SH |  | SOLE |  | 0 | 0 | 0 |
| CLEAN EARTH ACQUISITIONS COR | *W EXP 99/99/999 | 184493112 |  | 4 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| CLEAN EARTH ACQUISITIONS COR | RIGHT 01/01/2027 | 184493120 |  | 11 | 99800 | SH |  | SOLE |  | 99800 | 0 | 0 |
| CLEAN EARTH ACQUISITIONS COR CLASS A | COM | 184493104 |  | 1010 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CLIMATEROCK | *W EXP 04/25/202 | G2311X118 |  | 5 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| CLIMATEROCK | RIGHT 10/31/2028 | G2311X134 |  | 23 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| CLIMATEROCK CLASS A | ORD | G2311X100 |  | 2048 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE  0.500% 6/0 | 19260QAB3 |  | 8326 | 14612 | PRN |  | SOLE |  | 14612 | 0 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | NOTE  2.625% 2/1 | 19459JAA2 |  | 17908 | 17600 | PRN |  | SOLE |  | 17600 | 0 | 0 |
| CONCORD ACQUISITION CORP III | *W EXP 99/99/999 | 20607V114 |  | 16 | 229780 | SH |  | SOLE |  | 229780 | 0 | 0 |
| CONFLUENT INC | NOTE         1/1 | 20717MAB9 |  | 13989 | 18406 | PRN |  | SOLE |  | 18406 | 0 | 0 |
| CONSTELLATION ACQUISITN CORP | SHS CL A | G2R18K105 |  | 195 | 19300 | SH |  | SOLE |  | 19300 | 0 | 0 |
| CORNER GROWTH ACQUISITION CO | *W EXP 99/99/999 | G2425N113 |  | 3 | 95500 | SH |  | SOLE |  | 95500 | 0 | 0 |
| CORNER GROWTH ACQUISITN CORP | *W EXP 04/09/202 | G2426E120 |  | 1 | 83333 | SH |  | SOLE |  | 83333 | 0 | 0 |
| COUPA SOFTWARE INC | NOTE  0.125% 6/1 | 22266LAC0 |  | 7460 | 7680 | PRN |  | SOLE |  | 7680 | 0 | 0 |
| CRESCERA CAP ACQUISITION COR | *W EXP 11/18/202 | G26507114 |  | 6 | 199800 | SH |  | SOLE |  | 199800 | 0 | 0 |
| CRESCERA CAP ACQUISITION COR CLASS A | ORD SHS | G26507106 |  | 4088 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| CROWN PROPTECH ACQUISITIONS | SHS CL A | G25741102 |  | 2362 | 233643 | SH |  | SOLE |  | 233643 | 0 | 0 |
| CROWN PROPTECH ACQUISITIONS | *W EXP 99/99/999 | G25741110 |  | 0 | 77881 | SH |  | SOLE |  | 77881 | 0 | 0 |
| CUSTOM TRUCK ONE SOURCE INC | *W EXP 01/01/202 | 23204X111 |  | 92 | 236449 | SH |  | SOLE |  | 236449 | 0 | 0 |
| D AND Z MEDIA ACQUISITION CO | *W EXP 01/27/202 | 23305Q114 |  | 3 | 60320 | SH |  | SOLE |  | 60320 | 0 | 0 |
| DEEP LAKE CAPITAL ACQUSTN CO | CL A SHS | G27029100 |  | 1610 | 159579 | SH |  | SOLE |  | 159579 | 0 | 0 |
| DEEP LAKE CAPITAL ACQUSTN CO | *W EXP 01/04/202 | G27029118 |  | 0 | 79789 | SH |  | SOLE |  | 79789 | 0 | 0 |
| DENALI CAPITAL ACQUISITN COR | *W EXP 03/28/202 | G6256B114 |  | 21 | 605000 | SH |  | SOLE |  | 605000 | 0 | 0 |
| DENALI CAPITAL ACQUISITN COR CLASS A | ORD | G6256B106 |  | 3138 | 305000 | SH |  | SOLE |  | 305000 | 0 | 0 |
| DIGITAL TRANSFORMATN OPT COR CLASS A | COM | 25401K107 |  | 1505 | 149800 | SH |  | SOLE |  | 149800 | 0 | 0 |
| DMY TECHNOLOGY GROUP INC VI | CL A COM | 233247105 |  | 3251 | 323447 | SH |  | SOLE |  | 323447 | 0 | 0 |
| DMY TECHNOLOGY GROUP INC VI | *W EXP 99/99/999 | 233247113 |  | 3 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| DP CAP ACQUISITION CORP I | *W EXP 11/08/202 | G2R05B126 |  | 0 | 14168 | SH |  | SOLE |  | 14168 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE         3/1 | 26142RAB0 |  | 31892 | 50743 | PRN |  | SOLE |  | 50743 | 0 | 0 |
| DRAGONEER GROWTH OPT CORP II | CL A SHS | G28315102 |  | 151 | 15270 | SH |  | SOLE |  | 15270 | 0 | 0 |
| DRAGONFLY ENERGY HOLDINGS CO | *W EXP 10/07/202 | 26145B114 |  | 24 | 50700 | SH |  | SOLE |  | 50700 | 0 | 0 |
| DUET ACQUISITION CORP CLASS A | COM | 26431Q106 |  | 1007 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| ECARX HOLDINGS INC | *W EXP 12/20/202 | G29201111 |  | 13 | 137430 | SH |  | SOLE |  | 137430 | 0 | 0 |
| EDIFY ACQUISITION CORP | *W EXP 11/25/202 | 28059Q111 |  | 3 | 99500 | SH |  | SOLE |  | 99500 | 0 | 0 |
| EF HUTTON ACQUISITION CORP I | COM | 28201D109 |  | 5411 | 540000 | SH |  | SOLE |  | 540000 | 0 | 0 |
| EF HUTTON ACQUISITION CORP I | *W EXP 11/18/202 | 28201D117 |  | 9 | 540000 | SH |  | SOLE |  | 540000 | 0 | 0 |
| EF HUTTON ACQUISITION CORP I | RIGHT 11/18/2027 | 28201D125 |  | 65 | 540000 | SH |  | SOLE |  | 540000 | 0 | 0 |
| EMBRACE CHANGE ACQUISITN COR | ORDINARY SHARES | G3034H109 |  | 3072 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| EMBRACE CHANGE ACQUISITN COR | *W EXP 10/25/202 | G3034H125 |  | 10 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| EMBRACE CHANGE ACQUISITN COR | RIGHT 10/25/2026 | G3034H141 |  | 33 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| ENTERPRISE 4.0 TEC ACQSTN CO CLASS A | ORD SHS | G3137C106 |  | 6932 | 674350 | SH |  | SOLE |  | 674350 | 0 | 0 |
| EPIPHANY TECHNOLOGY ACQUISIT | *W EXP 01/12/202 | 29429X117 |  | 0 | 89058 | SH |  | SOLE |  | 89058 | 0 | 0 |
| EQ HEALTH ACQUISITION CORP | *W EXP 02/02/202 | 26886A119 |  | 0 | 0 | SH |  | SOLE |  | 0 | 0 | 0 |
| ESGEN ACQUISITION CORP | SHS CL A | G3R95N103 |  | 2068 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| ESM ACQUISITION CORPORATION | *W EXP 02/02/202 | G3195H112 |  | 8 | 65311 | SH |  | SOLE |  | 65311 | 0 | 0 |
| ESPERION THERAPEUTICS INC NE | NOTE  4.000%11/1 | 29664WAB1 |  | 6690 | 12164 | PRN |  | SOLE |  | 12164 | 0 | 0 |
| EVE MOBILITY ACQUISITION COR | *W EXP 12/31/202 | G3218G117 |  | 2 | 34998 | SH |  | SOLE |  | 34998 | 0 | 0 |
| EVENTBRITE INC | NOTE  5.000%12/0 | 29975EAB5 |  | 6357 | 6900 | PRN |  | SOLE |  | 6900 | 0 | 0 |
| EVENTBRITE INC | NOTE  0.750% 9/1 | 29975EAD1 |  | 12041 | 17325 | PRN |  | SOLE |  | 17325 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | CL A COM | 29978K102 |  | 0 | 0 | SH |  | SOLE |  | 0 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | *W EXP 99/99/999 | 29978K110 |  | 1 | 52315 | SH |  | SOLE |  | 52315 | 0 | 0 |
| EVO ACQUISITION CORP | *W EXP 01/04/202 | 30052G116 |  | 3 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE  0.375% 3/1 | 30063PAB1 |  | 19414 | 23390 | PRN |  | SOLE |  | 23390 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE  0.375% 3/0 | 30063PAC9 |  | 5886 | 7462 | PRN |  | SOLE |  | 7462 | 0 | 0 |
| EXCELFIN ACQUISITION CORP | COM CL A | 30069X102 |  | 3513 | 344100 | SH |  | SOLE |  | 344100 | 0 | 0 |
| FAR PEAK ACQUISITION CORP | *W EXP 12/07/202 | G3312L111 |  | 0 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| FARADAY FUTRE INTLGT ELCTR I | *W EXP 03/20/202 | 307359117 |  | 1 | 17799 | SH |  | SOLE |  | 17799 | 0 | 0 |
| FAST ACQUISITION CORP II | CL A | 311874101 |  | 2503 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| FAST RADIUS INC | *W EXP 02/11/202 | 31187R118 |  | 0 | 30634 | SH |  | SOLE |  | 30634 | 0 | 0 |
| FASTLY INC | NOTE         3/1 | 31188VAB6 |  | 15541 | 21289 | PRN |  | SOLE |  | 21289 | 0 | 0 |
| FAZE HOLDINGS INC | *W EXP 03/01/202 | 31423J110 |  | 4 | 29052 | SH |  | SOLE |  | 29052 | 0 | 0 |
| FEUTUNE LIGHT ACQUISITION CO | UNIT 06/01/2029 | 31561T201 |  | 899 | 82458 | SH |  | SOLE |  | 82458 | 0 | 0 |
| FG MERGER CORP | COMMON STOCK | 30324Y101 |  | 3320 | 325000 | SH |  | SOLE |  | 325000 | 0 | 0 |
| FG MERGER CORP | *W EXP 06/17/202 | 30324Y119 |  | 21 | 243750 | SH |  | SOLE |  | 243750 | 0 | 0 |
| FINANCIAL STRATEGIES ACQUISI | *W EXP 03/31/202 | 31772T115 |  | 3 | 195100 | SH |  | SOLE |  | 195100 | 0 | 0 |
| FINANCIAL STRATEGIES ACQUISI | RIGHT 07/01/2023 | 31772T123 |  | 19 | 249000 | SH |  | SOLE |  | 249000 | 0 | 0 |
| FINNOVATE ACQUISITION CORP | *W EXP 09/30/202 | G3R34K111 |  | 7 | 262500 | SH |  | SOLE |  | 262500 | 0 | 0 |
| FINTECH ACQUISITION CORP VI | *W EXP 03/31/202 | 31811H114 |  | 0 | 0 | SH |  | SOLE |  | 0 | 0 | 0 |
| FINTECH ACQUISITION CORP VI CLASS A | COM | 31811H106 |  | 0 | 0 | SH |  | SOLE |  | 0 | 0 | 0 |
| FINTECH ECOSYSTEM DEVE | *W EXP 04/01/202 | 318136116 |  | 4 | 77300 | SH |  | SOLE |  | 77300 | 0 | 0 |
| FINTECH ECOSYSTEM DEVE CLASS A | COM | 318136108 |  | 3020 | 294600 | SH |  | SOLE |  | 294600 | 0 | 0 |
| FINTECH EVOLUTION ACQUIS GRO | *W EXP 03/31/202 | G3R19A120 |  | 0 | 41666 | SH |  | SOLE |  | 41666 | 0 | 0 |
| FIVE9 INC | NOTE  0.500% 6/0 | 338307AD3 |  | 22163 | 24130 | PRN |  | SOLE |  | 24130 | 0 | 0 |
| FIVERR INTL LTD | NOTE        11/0 | 33835LAA3 |  | 7348 | 9000 | PRN |  | SOLE |  | 9000 | 0 | 0 |
| FOCUS IMPACT ACQUISITION COR | *W EXP 10/28/202 | 34417L117 |  | 5 | 100050 | SH |  | SOLE |  | 100050 | 0 | 0 |
| FOREST ROAD ACQUISITION COR | CL A | 34619V103 |  | 502 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| FORTRESS CAPITAL ACQUISITION | SHS CL A | G36427105 |  | 1010 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| FORTUNE RISE ACQUISITION COR | *W EXP 12/06/202 | 34969G110 |  | 4 | 110574 | SH |  | SOLE |  | 110574 | 0 | 0 |
| FORUM ENERGY TECHNOLOGIES IN | NOTE  9.000% 8/0 | 34984VAC4 |  | 1230 | 1145 | PRN |  | SOLE |  | 1145 | 0 | 0 |
| FORUM MERGER IV CORP | *W EXP 03/15/202 | 349875112 |  | 2 | 54354 | SH |  | SOLE |  | 54354 | 0 | 0 |
| FORUM MERGER IV CORP CLASS A | COM | 349875104 |  | 4010 | 399778 | SH |  | SOLE |  | 399778 | 0 | 0 |
| FTAC ATHENA ACQUISITION CORP | *W EXP 03/01/202 | G37283119 |  | 0 | 15476 | SH |  | SOLE |  | 15476 | 0 | 0 |
| FTAC EMERALD ACQUISITION COR | *W EXP 10/19/202 | 29103K118 |  | 13 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| FTAC EMERALD ACQUISITION COR CLASS A | COM | 29103K100 |  | 3246 | 324000 | SH |  | SOLE |  | 324000 | 0 | 0 |
| FTAC HERA ACQUISITION CORP | *W EXP 02/28/202 | G3728Y111 |  | 6 | 221320 | SH |  | SOLE |  | 221320 | 0 | 0 |
| FTAC HERA ACQUISITION CORP CLASS A | ORD SHS | G3728Y103 |  | 0 | 30 | SH |  | SOLE |  | 30 | 0 | 0 |
| FTAC ZEUS ACQUISITION COR | *W EXP 04/15/202 | 30320F114 |  | 11 | 440000 | SH |  | SOLE |  | 440000 | 0 | 0 |
| FUSION ACQUISITION CORP II | COM CL A | 36118N102 |  | 3292 | 327870 | SH |  | SOLE |  | 327870 | 0 | 0 |
| FUSION ACQUISITION CORP II | *W EXP 02/29/202 | 36118N110 |  | 0 | 109290 | SH |  | SOLE |  | 109290 | 0 | 0 |
| FUTURE HEALTH ESG CORP | *W EXP 99/99/999 | 36118W110 |  | 0 | 7080 | SH |  | SOLE |  | 7080 | 0 | 0 |
| FUTURETECH II ACQUISITION CO | *W EXP 12/23/202 | 36119D111 |  | 2 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| FUTURETECH II ACQUISITION CO CLASS A | COM | 36119D103 |  | 1538 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| G SQUARED ASCEND I INC | SHS CL A | G4204R109 |  | 4029 | 398719 | SH |  | SOLE |  | 398719 | 0 | 0 |
| G SQUARED ASCEND II INC | *W EXP 12/31/202 | G42041122 |  | 2 | 42509 | SH |  | SOLE |  | 42509 | 0 | 0 |
| GAMES  ESPORTS EXPRNC ACQ C | *W EXP 12/01/202 | G3731J127 |  | 2 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| GAMES  ESPORTS EXPRNC ACQ C CLASS A | ORD SHS | G3731J119 |  | 1030 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 |  | 132 | 301059 | SH |  | SOLE |  | 301059 | 0 | 0 |
| GENESIS GRWT TECH ACQUSTN CO CLASS A | ORD SHS | G3R23D102 |  | 5180 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| GLOBAL BLOCKCHAIN ACQUI CORP | COMMON STOCK | 37961B104 |  | 4036 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| GLOBAL BLOCKCHAIN ACQUI CORP | RIGHT 05/09/2027 | 37961B112 |  | 27 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| GLOBAL BLOCKCHAIN ACQUI CORP | *W EXP 05/09/202 | 37961B120 |  | 11 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| GLOBAL PARTNER ACQISTN CORP | CL A SHS | G3934P102 |  | 1517 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| GLOBAL TECHNOLGY ACQSTN CORP | *W EXP 10/19/202 | G3934N115 |  | 5 | 173700 | SH |  | SOLE |  | 173700 | 0 | 0 |
| GLORY STAR NEW MED GP HLDG L | *W EXP 02/13/202 | G39973113 |  | 0 | 84411 | SH |  | SOLE |  | 84411 | 0 | 0 |
| GOAL ACQUISITIONS CORP | COM | 38021H107 |  | 2740 | 272346 | SH |  | SOLE |  | 272346 | 0 | 0 |
| GOAL ACQUISITIONS CORP | *W EXP 02/11/202 | 38021H115 |  | 20 | 425128 | SH |  | SOLE |  | 425128 | 0 | 0 |
| GOGREEN INVESTMENTS CORP | ORD SHS CL A | G9461B101 |  | 1038 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| GOGREEN INVESTMENTS CORP | *W EXP 05/31/202 | G9461B119 |  | 40 | 120200 | SH |  | SOLE |  | 120200 | 0 | 0 |
| GOSSAMER BIO INC | NOTE  5.000% 6/0 | 38341PAA0 |  | 2216 | 6850 | PRN |  | SOLE |  | 6850 | 0 | 0 |
| GROUPON INC | NOTE  1.125% 3/1 | 399473AF4 |  | 10631 | 17700 | PRN |  | SOLE |  | 17700 | 0 | 0 |
| GSR II METEORA ACQUISITN COR | RIGHT 02/24/2027 | 36263W113 |  | 79 | 84293 | SH |  | SOLE |  | 84293 | 0 | 0 |
| GSR II METEORA ACQUISITN COR | *W EXP 02/24/202 | 36263W121 |  | 86 | 1348690 | SH |  | SOLE |  | 1348690 | 0 | 0 |
| GSR II METEORA ACQUISITN COR CLASS A | COM | 36263W105 |  | 13639 | 1348690 | SH |  | SOLE |  | 1348690 | 0 | 0 |
| GX ACQUISITION CORP II CLASS A | COM | 36260F105 |  | 1001 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE         3/0 | 405024AB6 |  | 4115 | 4950 | PRN |  | SOLE |  | 4950 | 0 | 0 |
| HCM ACQUISITION CO | *W EXP 01/20/202 | G4365A127 |  | 2 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| HEALTH CATALYST INC | NOTE  2.500% 4/1 | 42225TAB3 |  | 17264 | 19696 | PRN |  | SOLE |  | 19696 | 0 | 0 |
| HEALTHCARE AI ACQUISITION CO | *W EXP 99/99/999 | G4373K117 |  | 6 | 99949 | SH |  | SOLE |  | 99949 | 0 | 0 |
| HEALTHCARE SERVICES ACQU COR | COM CL A | 42227K104 |  | 0 | 0 | SH |  | SOLE |  | 0 | 0 | 0 |
| HEALTHWELL ACQUISITION CORP | *W EXP 08/05/202 | 42227R117 |  | 25 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| HEARTLAND MEDIA ACQUISITION | *W EXP 99/99/999 | 42237V116 |  | 11 | 274391 | SH |  | SOLE |  | 274391 | 0 | 0 |
| HHG CAPITAL CORPORATION | *W EXP 02/25/202 | G4R23P129 |  | 3 | 123800 | SH |  | SOLE |  | 123800 | 0 | 0 |
| HHG CAPITAL CORPORATION | RIGHT 02/25/2026 | G4R23P145 |  | 12 | 112030 | SH |  | SOLE |  | 112030 | 0 | 0 |
| HNR ACQUISITION CORP | COM | 40472A102 |  | 3581 | 350000 | SH |  | SOLE |  | 350000 | 0 | 0 |
| HNR ACQUISITION CORP | *W EXP 02/04/202 | 40472A128 |  | 35 | 349249 | SH |  | SOLE |  | 349249 | 0 | 0 |
| HYCROFT MINING HOLDING CORP | *W EXP 05/29/202 | 44862P117 |  | 2 | 22500 | SH |  | SOLE |  | 22500 | 0 | 0 |
| IBERE PHARMACEUTICALS | *W EXP 03/01/202 | G46843119 |  | 1 | 57526 | SH |  | SOLE |  | 57526 | 0 | 0 |
| ICONIC SPORTS ACQUISITION CO | *W EXP 10/12/202 | G4712C115 |  | 33 | 248030 | SH |  | SOLE |  | 248030 | 0 | 0 |
| ICONIC SPORTS ACQUISITION CO CL A | ORD SHS | G4712C107 |  | 5842 | 565000 | SH |  | SOLE |  | 565000 | 0 | 0 |
| IMPINJ INC | NOTE  1.125% 5/1 | 453204AD1 |  | 6045 | 5017 | PRN |  | SOLE |  | 5017 | 0 | 0 |
| INCEPTION GROWTH ACQUSTN LTD | COMMON STOCK | 45333D104 |  | 436 | 43000 | SH |  | SOLE |  | 43000 | 0 | 0 |
| INCEPTION GROWTH ACQUSTN LTD | *W EXP 10/15/202 | 45333D112 |  | 4 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| INCEPTION GROWTH ACQUSTN LTD | RIGHT 12/08/2026 | 45333D120 |  | 24 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| INFINERA CORP | NOTE  2.125% 9/0 | 45667GAC7 |  | 6380 | 6500 | PRN |  | SOLE |  | 6500 | 0 | 0 |
| INFINERA CORP | NOTE  2.500% 3/0 | 45667GAE3 |  | 4471 | 4000 | PRN |  | SOLE |  | 4000 | 0 | 0 |
| INFINERA CORP | DEBT  3.750% 8/0 | 45667GAF0 |  | 19257 | 15475 | PRN |  | SOLE |  | 15475 | 0 | 0 |
| INFINITE ACQUISITION CORP | *W EXP 11/23/202 | G48028123 |  | 3 | 45711 | SH |  | SOLE |  | 45711 | 0 | 0 |
| INFINT ACQUISITION CORP | *W EXP 99/99/999 | G47862126 |  | 15 | 188200 | SH |  | SOLE |  | 188200 | 0 | 0 |
| INFINT ACQUISITION CORP CL A | ORD SHS | G47862100 |  | 1310 | 126400 | SH |  | SOLE |  | 126400 | 0 | 0 |
| INNOVATIVE INTL ACQUSITIN CO | *W EXP 07/01/202 | G4809M125 |  | 7 | 274598 | SH |  | SOLE |  | 274598 | 0 | 0 |
| INNOVATIVE INTL ACQUSITIN CO CLASS A | ORD | G4809M109 |  | 5412 | 525485 | SH |  | SOLE |  | 525485 | 0 | 0 |
| INTEGRATED RAIL AND RES ACQ | *W EXP 99/99/999 | 45827R114 |  | 65 | 465479 | SH |  | SOLE |  | 465479 | 0 | 0 |
| INTELLIGENT MEDI ACQSITN COR | *W EXP 11/05/202 | 45828D114 |  | 1 | 66569 | SH |  | SOLE |  | 66569 | 0 | 0 |
| INTELLIGENT MEDI ACQSITN COR CLASS A | COM | 45828D106 |  | 1391 | 135339 | SH |  | SOLE |  | 135339 | 0 | 0 |
| INTERCEPT PHARMACEUTICALS IN | NOTE  3.250% 7/0 | 45845PAA6 |  | 4280 | 4323 | PRN |  | SOLE |  | 4323 | 0 | 0 |
| INTERCEPT PHARMACEUTICALS IN | NOTE  2.000% 5/1 | 45845PAB4 |  | 17422 | 22730 | PRN |  | SOLE |  | 22730 | 0 | 0 |
| INTL GNRL INSURANCE HLDNGS L | *W EXP 03/17/202 | G4809J114 |  | 75 | 129205 | SH |  | SOLE |  | 129205 | 0 | 0 |
| INVESTCORP INDIA ACQUISTN CO | *W EXP 06/01/202 | G49219127 |  | 11 | 212035 | SH |  | SOLE |  | 212035 | 0 | 0 |
| JACK CREEK INVESTMENT CORP | CL A SHS | G4989X115 |  | 2455 | 242334 | SH |  | SOLE |  | 242334 | 0 | 0 |
| JACK CREEK INVESTMENT CORP | *W EXP 10/01/202 | G4989X123 |  | 25 | 121167 | SH |  | SOLE |  | 121167 | 0 | 0 |
| JACKSON ACQUISITION CO | *W EXP 99/99/999 | 46653C114 |  | 1 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| JAGUAR GLOBAL GROWTH CORP I | *W EXP 11/23/202 | G5S11A130 |  | 28 | 97550 | SH |  | SOLE |  | 97550 | 0 | 0 |
| JAMF HLDG CORP | NOTE  0.125% 9/0 | 47074LAB1 |  | 2898 | 3500 | PRN |  | SOLE |  | 3500 | 0 | 0 |
| JATT ACQUISITION CORP | SHS CL A | G50752107 |  | 1021 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| JATT ACQUISITION CORP | *W EXP 07/19/202 | G50752123 |  | 4 | 23700 | SH |  | SOLE |  | 23700 | 0 | 0 |
| JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 |  | 3 | 46444 | SH |  | SOLE |  | 46444 | 0 | 0 |
| JUNIPER II CORP | CL A COM | 48203N103 |  | 7119 | 699989 | SH |  | SOLE |  | 699989 | 0 | 0 |
| JUNIPER II CORP | *W EXP 99/99/999 | 48203N111 |  | 16 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| JUPITER WELLNESS ACQUISITION CLASS A | COM | 48208E108 |  | 5531 | 529245 | SH |  | SOLE |  | 529245 | 0 | 0 |
| KAIROUS ACQUISITION CORP LTD | *W EXP 09/15/202 | G52131128 |  | 7 | 90000 | SH |  | SOLE |  | 90000 | 0 | 0 |
| KAIROUS ACQUISITION CORP LTD | RIGHT 09/15/2026 | G52131136 |  | 27 | 180000 | SH |  | SOLE |  | 180000 | 0 | 0 |
| KALEYRA INC | *W EXP 11/25/202 | 483379111 |  | 36 | 601786 | SH |  | SOLE |  | 601786 | 0 | 0 |
| KARYOPHARM THERAPEUTICS INC | NOTE  3.000%10/1 | 48576UAA4 |  | 9961 | 13126 | PRN |  | SOLE |  | 13126 | 0 | 0 |
| KEYARCH ACQUISITION CORP | *W EXP 01/24/202 | G5260A112 |  | 3 | 95000 | SH |  | SOLE |  | 95000 | 0 | 0 |
| KEYARCH ACQUISITION CORP | RIGHT 01/24/2027 | G5260A120 |  | 15 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| KHOSLA VENTURES ACQUISITION | CL A | 482504107 |  | 3248 | 325437 | SH |  | SOLE |  | 325437 | 0 | 0 |
| KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 |  | 97 | 9700 | SH |  | SOLE |  | 9700 | 0 | 0 |
| KIMBELL TIGER ACQUISITION CO | UNIT 09/15/2028 | 49436K205 |  | 4324 | 400000 | SH |  | SOLE |  | 400000 | 0 | 0 |
| KL ACQUISITION CORP | *W EXP 01/12/202 | 49837C117 |  | 0 | 0 | SH |  | SOLE |  | 0 | 0 | 0 |
| KNIGHTSWAN ACQUISITION CORP | *W EXP 99/99/999 | 499103117 |  | 11 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| LAMF GLOBAL VENTURES CORP I | *W EXP 11/05/202 | G5338L124 |  | 7 | 93675 | SH |  | SOLE |  | 93675 | 0 | 0 |
| LANNETT CO INC | NOTE  4.500%10/0 | 51602UAC2 |  | 1279 | 9138 | PRN |  | SOLE |  | 9138 | 0 | 0 |
| LAVA MEDTECH ACQUISITION COR | *W EXP 10/21/202 | 519345110 |  | 0 | 64920 | SH |  | SOLE |  | 64920 | 0 | 0 |
| LAVA MEDTECH ACQUISITION COR CLASS A | COM | 519345102 |  | 2306 | 225000 | SH |  | SOLE |  | 225000 | 0 | 0 |
| LEARN CW INVESTMENT COR | *W EXP 10/08/202 | G54157113 |  | 5 | 87302 | SH |  | SOLE |  | 87302 | 0 | 0 |
| LEARN CW INVESTMENT COR CL A | ORD SHS | G54157105 |  | 1768 | 174605 | SH |  | SOLE |  | 174605 | 0 | 0 |
| LEGATO MERGER CORP II | COM | 52473Y104 |  | 7665 | 750000 | SH |  | SOLE |  | 750000 | 0 | 0 |
| LEGATO MERGER CORP II | *W EXP 09/01/202 | 52473Y112 |  | 23 | 51732 | SH |  | SOLE |  | 51732 | 0 | 0 |
| LEO HLDGS CORP II | COM CL A | G5463R102 |  | 0 | 0 | SH |  | SOLE |  | 0 | 0 | 0 |
| LF CAPITAL ACQUISITION CORP | *W EXP 02/19/202 | 50202D110 |  | 3 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| LF CAPITAL ACQUISITION CORP CLASS A | COM | 50202D102 |  | 3078 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| LIBERTY RES ACQUISITION CORP CLASS A | COM | 53118A105 |  | 2824 | 276600 | SH |  | SOLE |  | 276600 | 0 | 0 |
| LIGHTJUMP ACQUISITION CORP | *W EXP 01/12/202 | 53228M114 |  | 5 | 32653 | SH |  | SOLE |  | 32653 | 0 | 0 |
| LIV CAPITAL ACQUISITN CORP I | *W EXP 02/07/202 | G5510R113 |  | 6 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| LIV CAPITAL ACQUISITN CORP I CLASS A | ORD SHS | G5510R105 |  | 1026 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| LIVE OAK MOBILITY ACQUISI CO | COM CL A | 538126103 |  | 3017 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| LIVEPERSON INC | NOTE  0.750% 3/0 | 538146AB7 |  | 20887 | 22250 | PRN |  | SOLE |  | 22250 | 0 | 0 |
| LIVEPERSON INC | NOTE        12/1 | 538146AD3 |  | 7899 | 11000 | PRN |  | SOLE |  | 11000 | 0 | 0 |
| LIVONGO HEALTH INC | NOTE  0.875% 6/0 | 539183AA1 |  | 3427 | 3900 | PRN |  | SOLE |  | 3900 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE  0.500%12/1 | 55024UAD1 |  | 2156 | 2500 | PRN |  | SOLE |  | 2500 | 0 | 0 |
| MAGNUM OPUS ACQUISITION LTD | SHS CL A | G5S70A104 |  | 1506 | 149420 | SH |  | SOLE |  | 149420 | 0 | 0 |
| MANA CAP ACQUISITION CORP | *W EXP 12/01/202 | 56168P120 |  | 6 | 121500 | SH |  | SOLE |  | 121500 | 0 | 0 |
| MANNKIND CORP | NOTE  2.500% 3/0 | 56400PAQ5 |  | 22457 | 18800 | PRN |  | SOLE |  | 18800 | 0 | 0 |
| MARATHON DIGITAL HOLDINGS IN | NOTE  1.000%12/0 | 565788AB2 |  | 58 | 250 | PRN |  | SOLE |  | 250 | 0 | 0 |
| MARLIN TECHNOLOGY CORP | CL A SHS | G58411102 |  | 1301 | 128452 | SH |  | SOLE |  | 128452 | 0 | 0 |
| MASON INDUSTRIAL TECHNOLGY I | COM CL A | 57520Y106 |  | 500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| MASON INDUSTRIAL TECHNOLGY I | *W EXP 99/99/999 | 57520Y114 |  | 0 | 16666 | SH |  | SOLE |  | 16666 | 0 | 0 |
| MAXPRO CAPITAL ACQUISITN COR | *W EXP 09/27/202 | 57778T114 |  | 16 | 298500 | SH |  | SOLE |  | 298500 | 0 | 0 |
| MDH ACQUISITION CORP | *W EXP 02/02/202 | 55283P114 |  | 0 | 118198 | SH |  | SOLE |  | 118198 | 0 | 0 |
| MEDTECH ACQUISITION CORP | *W EXP 12/22/202 | 58507N113 |  | 5 | 70426 | SH |  | SOLE |  | 70426 | 0 | 0 |
| MESA LABS INC | NOTE  1.375% 8/1 | 59064RAA7 |  | 13319 | 14750 | PRN |  | SOLE |  | 14750 | 0 | 0 |
| MICROSTRATEGY INC | NOTE  0.750%12/1 | 594972AC5 |  | 1298 | 2750 | PRN |  | SOLE |  | 2750 | 0 | 0 |
| MICROSTRATEGY INC | NOTE         2/1 | 594972AE1 |  | 10152 | 27160 | PRN |  | SOLE |  | 27160 | 0 | 0 |
| MOBIV ACQUISITION CORP | *W EXP 07/31/202 | 60742N114 |  | 20 | 454100 | SH |  | SOLE |  | 454100 | 0 | 0 |
| MOBIV ACQUISITION CORP CLASS A | COM | 60742N106 |  | 4668 | 454100 | SH |  | SOLE |  | 454100 | 0 | 0 |
| MONTEREY CAP ACQUISITION COR | *W EXP 01/01/202 | 61244M117 |  | 32 | 792000 | SH |  | SOLE |  | 792000 | 0 | 0 |
| MONTEREY CAP ACQUISITION COR | RIGHT 05/10/2027 | 61244M125 |  | 75 | 792000 | SH |  | SOLE |  | 792000 | 0 | 0 |
| MONTEREY CAP ACQUISITION COR CLASS A | COM | 61244M109 |  | 7944 | 792000 | SH |  | SOLE |  | 792000 | 0 | 0 |
| MONUMENT CIRCLE ACQUISITN CO | *W EXP 01/14/202 | 61531M119 |  | 0 | 0 | SH |  | SOLE |  | 0 | 0 | 0 |
| MORINGA ACQUISITION CORP | CL A SHS | G6S23K108 |  | 1253 | 124476 | SH |  | SOLE |  | 124476 | 0 | 0 |
| MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 |  | 7 | 62238 | SH |  | SOLE |  | 62238 | 0 | 0 |
| MOUNTAIN  CO I ACQUISITN CO | *W EXP 09/30/202 | G6301J112 |  | 4 | 153100 | SH |  | SOLE |  | 153100 | 0 | 0 |
| MOUNTAIN  CO I ACQUISITN CO CLASS A | ORD | G6301J104 |  | 3201 | 308200 | SH |  | SOLE |  | 308200 | 0 | 0 |
| MURPHY CANYON ACQUISITION CO | *W EXP 01/25/202 | 626642110 |  | 9 | 128500 | SH |  | SOLE |  | 128500 | 0 | 0 |
| MURPHY CANYON ACQUISITION CO CLASS A | COM | 626642102 |  | 1317 | 128500 | SH |  | SOLE |  | 128500 | 0 | 0 |
| NABORS ENERGY TRANSITION COR | CL A COM | 629567108 |  | 4469 | 435179 | SH |  | SOLE |  | 435179 | 0 | 0 |
| NEOGENOMICS INC | NOTE  1.250% 5/0 | 64049MAA8 |  | 12849 | 15150 | PRN |  | SOLE |  | 15150 | 0 | 0 |
| NEVRO CORP | NOTE  2.750% 4/0 | 64157FAC7 |  | 8890 | 9689 | PRN |  | SOLE |  | 9689 | 0 | 0 |
| NEWCOURT ACQUISITION CORP | *W EXP 01/22/202 | G6448C129 |  | 4 | 234200 | SH |  | SOLE |  | 234200 | 0 | 0 |
| NEWCOURT ACQUISITION CORP CLASS A | ORD SHS | G6448C103 |  | 0 | 0 | SH |  | SOLE |  | 0 | 0 | 0 |
| NIO INC | NOTE         2/0 | 62914VAE6 |  | 4655 | 5305 | PRN |  | SOLE |  | 5305 | 0 | 0 |
| NIO INC | NOTE  0.500% 2/0 | 62914VAF3 |  | 13287 | 17510 | PRN |  | SOLE |  | 17510 | 0 | 0 |
| NOBLE ROCK ACQUISITION CORP | *W EXP 01/31/202 | G6546R119 |  | 1 | 18166 | SH |  | SOLE |  | 18166 | 0 | 0 |
| NOGIN INC | *W EXP 08/26/202 | 65528N113 |  | 3 | 157100 | SH |  | SOLE |  | 157100 | 0 | 0 |
| NORTHERN STAR INVEST CORP II | COM CL A | 66574L100 |  | 503 | 49976 | SH |  | SOLE |  | 49976 | 0 | 0 |
| NORTHVIEW ACQUISITION CORP | COM | 66718N103 |  | 4517 | 445000 | SH |  | SOLE |  | 445000 | 0 | 0 |
| NORTHVIEW ACQUISITION CORP | *W EXP 08/02/202 | 66718N111 |  | 10 | 222500 | SH |  | SOLE |  | 222500 | 0 | 0 |
| NOVA VISION ACQUISITION CORP | *W EXP 12/31/202 | G6759A118 |  | 2 | 87700 | SH |  | SOLE |  | 87700 | 0 | 0 |
| NOVA VISION ACQUISITION CORP | RIGHT 12/23/2023 | G6759A134 |  | 10 | 87700 | SH |  | SOLE |  | 87700 | 0 | 0 |
| NOVAVAX INC | NOTE  3.750% 2/0 | 670002AB0 |  | 3988 | 4000 | PRN |  | SOLE |  | 4000 | 0 | 0 |
| NOVOCURE LTD | NOTE        11/0 | 67011XAB9 |  | 11139 | 12489 | PRN |  | SOLE |  | 12489 | 0 | 0 |
| NUBIA BRAND INTERNATIONAL CO | *W EXP 11/16/202 | 67022R111 |  | 1 | 20416 | SH |  | SOLE |  | 20416 | 0 | 0 |
| NUBIA BRAND INTERNATIONAL CO CLASS A | COM | 67022R103 |  | 418 | 40832 | SH |  | SOLE |  | 40832 | 0 | 0 |
| NUTANIX INC | NOTE  0.250%10/0 | 67059NAH1 |  | 4039 | 4800 | PRN |  | SOLE |  | 4800 | 0 | 0 |
| NUVASIVE INC | NOTE  1.000% 6/0 | 670704AL9 |  | 11608 | 11800 | PRN |  | SOLE |  | 11800 | 0 | 0 |
| OAK STR HEALTH INC | NOTE         3/1 | 67181AAB3 |  | 25004 | 32816 | PRN |  | SOLE |  | 32816 | 0 | 0 |
| OCA ACQUISITION CORP | COM CL A | 670865104 |  | 1027 | 99970 | SH |  | SOLE |  | 99970 | 0 | 0 |
| OCA ACQUISITION CORP | *W EXP 01/14/202 | 670865112 |  | 1 | 49985 | SH |  | SOLE |  | 49985 | 0 | 0 |
| OCEANTECH ACQUISITIONS I COR | *W EXP 99/99/999 | 675507115 |  | 16 | 411595 | SH |  | SOLE |  | 411595 | 0 | 0 |
| OMEROS CORP | NOTE  6.250%11/1 | 682143AE2 |  | 23227 | 24195 | PRN |  | SOLE |  | 24195 | 0 | 0 |
| OMNIAB INC | *W EXP 11/01/202 | 68218J111 |  | 38 | 68321 | SH |  | SOLE |  | 68321 | 0 | 0 |
| OMNICELL COM | NOTE  0.250% 9/1 | 68213NAD1 |  | 5437 | 6200 | PRN |  | SOLE |  | 6200 | 0 | 0 |
| OMNILIT ACQUISITION CORP | *W EXP 11/08/202 | 68218C116 |  | 7 | 221235 | SH |  | SOLE |  | 221235 | 0 | 0 |
| OMNILIT ACQUISITION CORP CLASS A | COM | 68218C108 |  | 500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| OPKO HEALTH INC | NOTE  4.500% 2/1 | 68375NAD5 |  | 6985 | 8000 | PRN |  | SOLE |  | 8000 | 0 | 0 |
| OXBRIDGE ACQUISITION CORP | *W EXP 08/04/202 | G6855L117 |  | 3 | 93670 | SH |  | SOLE |  | 93670 | 0 | 0 |
| OXUS ACQUISITION CORP | *W EXP 99/99/999 | G6859L121 |  | 4 | 107878 | SH |  | SOLE |  | 107878 | 0 | 0 |
| PAPAYA GRWT OPPORTUNITY CORP | *W EXP 12/31/202 | 69882P110 |  | 20 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| PAPAYA GRWT OPPORTUNITY CORP CLASS A | COM | 69882P102 |  | 5108 | 500000 | SH |  | SOLE |  | 500000 | 0 | 0 |
| PAR TECHNOLOGY CORP | NOTE  2.875% 4/1 | 698884AC7 |  | 1414 | 1500 | PRN |  | SOLE |  | 1500 | 0 | 0 |
| PAR TECHNOLOGY CORP | NOTE  1.500%10/1 | 698884AE3 |  | 9335 | 12912 | PRN |  | SOLE |  | 12912 | 0 | 0 |
| PATRIA LATIN AMRCN OPPRNTY A | *W EXP 02/23/202 | G69454117 |  | 9 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| PEAK BIO INC | *W EXP 10/26/202 | 70470P116 |  | 5 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| PEGASYSTEMS INC | NOTE  0.750% 3/0 | 705573AB9 |  | 25001 | 28840 | PRN |  | SOLE |  | 28840 | 0 | 0 |
| PELOTON INTERACTIVE INC | NOTE         2/1 | 70614WAB6 |  | 32147 | 45035 | PRN |  | SOLE |  | 45035 | 0 | 0 |
| PENNYMAC CORP | NOTE  5.500% 3/1 | 70932AAF0 |  | 7297 | 8905 | PRN |  | SOLE |  | 8905 | 0 | 0 |
| PERCEPTION CAPITAL CORP II | *W EXP 10/25/202 | G7007D110 |  | 2 | 118203 | SH |  | SOLE |  | 118203 | 0 | 0 |
| PERFICIENT INC | NOTE  0.125%11/1 | 71375UAF8 |  | 7888 | 10145 | PRN |  | SOLE |  | 10145 | 0 | 0 |
| PHOENIX BIOTECH ACQUISITION | *W EXP 09/01/202 | 71902K113 |  | 9 | 200000 | SH |  | SOLE |  | 200000 | 0 | 0 |
| PIONEER MERGER CORP | CL A SHS | G7S24C103 |  | 1080 | 106520 | SH |  | SOLE |  | 106520 | 0 | 0 |
| PLUG PWR INC | NOTE  3.750% 6/0 | 72919PAD5 |  | 2519 | 1000 | PRN |  | SOLE |  | 1000 | 0 | 0 |
| PONO CAP TWO INC | COM CL A | 73245B107 |  | 4335 | 425000 | SH |  | SOLE |  | 425000 | 0 | 0 |
| PONO CAP TWO INC | *W EXP 07/31/202 | 73245B115 |  | 23 | 425000 | SH |  | SOLE |  | 425000 | 0 | 0 |
| PONTEM CORPORATION | SHS CL A | G71707106 |  | 1519 | 150255 | SH |  | SOLE |  | 150255 | 0 | 0 |
| POWER  DIGITAL INFRASTRUCTU | *W EXP 12/09/202 | 73919C118 |  | 4 | 49977 | SH |  | SOLE |  | 49977 | 0 | 0 |
| POWER  DIGITAL INFRASTRUCTU CLASS A | COM | 73919C100 |  | 1007 | 99954 | SH |  | SOLE |  | 99954 | 0 | 0 |
| POWERUP ACQUISITION CORP | *W EXP 05/23/202 | G7207P129 |  | 14 | 175000 | SH |  | SOLE |  | 175000 | 0 | 0 |
| POWERUP ACQUISITION CORP CLASS A | ORDI SHS | G7207P103 |  | 1030 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| PRA GROUP INC | NOTE  3.500% 6/0 | 69354NAB2 |  | 12407 | 12539 | PRN |  | SOLE |  | 12539 | 0 | 0 |
| PRIVETERRA ACQUISITION CORP | CL A | 74275N102 |  | 498 | 49600 | SH |  | SOLE |  | 49600 | 0 | 0 |
| PROGRESS ACQUISITION CORP | *W EXP 11/11/202 | 74327P113 |  | 5 | 72988 | SH |  | SOLE |  | 72988 | 0 | 0 |
| PROJECT ENERGY REIMAGINED AC CLASS A | ORD | G72556106 |  | 24 | 2400 | SH |  | SOLE |  | 2400 | 0 | 0 |
| PROOF ACQUISITION CORP I | *W EXP 99/99/999 | 74349W112 |  | 1 | 24500 | SH |  | SOLE |  | 24500 | 0 | 0 |
| PROPERTY SOLUTIONS ACQUISITI | *W EXP 03/01/202 | 74350A116 |  | 0 | 0 | SH |  | SOLE |  | 0 | 0 | 0 |
| PROSPECTOR CAPITAL CORP | CL A | G7273A105 |  | 0 | 0 | SH |  | SOLE |  | 0 | 0 | 0 |
| PROSPECTOR CAPITAL CORP | *W EXP 01/11/202 | G7273A113 |  | 2 | 127872 | SH |  | SOLE |  | 127872 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP | *W EXP 05/03/202 | G7308P127 |  | 8 | 111700 | SH |  | SOLE |  | 111700 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP CL A | ORD SHS | G7308P101 |  | 1033 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| Q2 HLDGS INC | NOTE  0.750% 6/0 | 74736LAD1 |  | 2714 | 3278 | PRN |  | SOLE |  | 3278 | 0 | 0 |
| Q2 HLDGS INC | NOTE  0.125%11/1 | 74736LAF6 |  | 16976 | 20500 | PRN |  | SOLE |  | 20500 | 0 | 0 |
| RAPID7 INC | NOTE  2.250% 5/0 | 753422AD6 |  | 17773 | 18456 | PRN |  | SOLE |  | 18456 | 0 | 0 |
| RAPID7 INC | NOTE  0.250% 3/1 | 753422AF1 |  | 7546 | 9600 | PRN |  | SOLE |  | 9600 | 0 | 0 |
| RELATIVITY ACQUISITION CORP | *W EXP 12/15/202 | 75944B114 |  | 19 | 637213 | SH |  | SOLE |  | 637213 | 0 | 0 |
| RF ACQUISITION CORP | *W EXP 05/01/202 | 74954L112 |  | 4 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| RF ACQUISITION CORP | RIGHT 05/01/2028 | 74954L120 |  | 26 | 325000 | SH |  | SOLE |  | 325000 | 0 | 0 |
| RF ACQUISITION CORP CLASS A | COM | 74954L104 |  | 3299 | 325000 | SH |  | SOLE |  | 325000 | 0 | 0 |
| RIGEL RESOURCE ACQ CORP | *W EXP 99/99/999 | G7573M114 |  | 4 | 44429 | SH |  | SOLE |  | 44429 | 0 | 0 |
| RINGCENTRAL INC | NOTE         3/0 | 76680RAF4 |  | 52140 | 60365 | PRN |  | SOLE |  | 60365 | 0 | 0 |
| RMG ACQUISITION CORP III | CL A SHS | G76088106 |  | 504 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| ROC ENERGY ACQUISITION CORP | COMMON STOCK | 77118V108 |  | 3327 | 324859 | SH |  | SOLE |  | 324859 | 0 | 0 |
| ROC ENERGY ACQUISITION CORP | RIGHT 11/30/2028 | 77118V116 |  | 37 | 219659 | SH |  | SOLE |  | 219659 | 0 | 0 |
| ROSE HILL ACQUISITION CORP | *W EXP 10/07/202 | G7637J123 |  | 29 | 288478 | SH |  | SOLE |  | 288478 | 0 | 0 |
| ROSE HILL ACQUISITION CORP CLASS A | ORD | G7637J107 |  | 0 | 0 | SH |  | SOLE |  | 0 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | DEBT  1.250% 9/1 | 803607AC4 |  | 6366 | 5500 | PRN |  | SOLE |  | 5500 | 0 | 0 |
| SATELLOGIC INC | *W EXP 01/25/202 | G7823S119 |  | 63 | 285428 | SH |  | SOLE |  | 285428 | 0 | 0 |
| SCILEX HOLDING CO | *W EXP 11/10/202 | 80880W114 |  | 5 | 27499 | SH |  | SOLE |  | 27499 | 0 | 0 |
| SCION TECH GROWTH II | CL A SHS | G31070108 |  | 142 | 13997 | SH |  | SOLE |  | 13997 | 0 | 0 |
| SEA LTD | NOTE  0.250% 9/1 | 81141RAG5 |  | 19913 | 27000 | PRN |  | SOLE |  | 27000 | 0 | 0 |
| SEAPORT GLOBAL ACQUISITION I | *W EXP 11/17/202 | 81221H113 |  | 0 | 24945 | SH |  | SOLE |  | 24945 | 0 | 0 |
| SEAPORT GLOBAL ACQUISITION I CLASS A | COM | 81221H105 |  | 594 | 58291 | SH |  | SOLE |  | 58291 | 0 | 0 |
| SEASTAR MEDICAL HOLDING CORP | *W EXP 10/28/202 | 81256L112 |  | 13 | 144107 | SH |  | SOLE |  | 144107 | 0 | 0 |
| SEMPER PARATUS ACQUISITION C | *W EXP 11/04/202 | G8028L131 |  | 1 | 98250 | SH |  | SOLE |  | 98250 | 0 | 0 |
| SEMPER PARATUS ACQUISITION C CLASS A | ORD | G8028L107 |  | 2065 | 199900 | SH |  | SOLE |  | 199900 | 0 | 0 |
| SHAKE SHACK INC | NOTE         3/0 | 819047AB7 |  | 668 | 1000 | PRN |  | SOLE |  | 1000 | 0 | 0 |
| SHAPEWAYS HOLDINGS INC | *W EXP 09/29/202 | 81947T110 |  | 5 | 310138 | SH |  | SOLE |  | 310138 | 0 | 0 |
| SHARECARE INC | *W EXP 07/01/202 | 81948W112 |  | 22 | 159334 | SH |  | SOLE |  | 159334 | 0 | 0 |
| SHIFT4 PMTS INC | NOTE        12/1 | 82452JAB5 |  | 20056 | 20144 | PRN |  | SOLE |  | 20144 | 0 | 0 |
| SIZZLE ACQUISITION CORP | *W EXP 11/02/202 | 83014E117 |  | 7 | 23750 | SH |  | SOLE |  | 23750 | 0 | 0 |
| SNAP INC | NOTE         5/0 | 83304AAF3 |  | 15715 | 22338 | PRN |  | SOLE |  | 22338 | 0 | 0 |
| SOCIAL LEVERAGE ACQUISN CORP | *W EXP 02/17/202 | 83363K110 |  | 2 | 33936 | SH |  | SOLE |  | 33936 | 0 | 0 |
| SPLUNK INC | NOTE  1.125% 6/1 | 848637AF1 |  | 4244 | 5000 | PRN |  | SOLE |  | 5000 | 0 | 0 |
| SPORTS VENTURES ACQUISIN COR | CL A SHS | G8372A103 |  | 0 | 0 | SH |  | SOLE |  | 0 | 0 | 0 |
| SPORTSTEK ACQUISITION CORP | *W EXP 02/16/202 | 849196118 |  | 0 | 0 | SH |  | SOLE |  | 0 | 0 | 0 |
| SPREE ACQUISITION CORP 1 LTD | *W EXP 12/22/202 | G83745128 |  | 4 | 100000 | SH |  | SOLE |  | 100000 | 0 | 0 |
| SPREE ACQUISITION CORP 1 LTD CL A | ORD SHS | G83745102 |  | 7913 | 771213 | SH |  | SOLE |  | 771213 | 0 | 0 |
| SPRINGBIG HOLDINGS INC | *W EXP 06/14/202 | 85021Q116 |  | 1 | 62706 | SH |  | SOLE |  | 62706 | 0 | 0 |
| STONEBRIDGE ACQUISITION CORP | *W EXP 03/31/202 | G85094129 |  | 1 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| STONEBRIDGE ACQUISITION CORP CLASS A | ORD SHS | G85094103 |  | 514 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| SUSTAINABLE DEVELP ACQU I CO | COM CL A | 86934L103 |  | 755 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| SUSTAINABLE DEVELP ACQU I CO | *W EXP 02/04/202 | 86934L111 |  | 2 | 37500 | SH |  | SOLE |  | 37500 | 0 | 0 |
| SVF INVESTMENT CORP | CL A SHS | G8601L102 |  | 1063 | 105129 | SH |  | SOLE |  | 105129 | 0 | 0 |
| TASTEMAKER ACQUISITION CORP | *W EXP 01/07/202 | 876545112 |  | 10 | 65500 | SH |  | SOLE |  | 65500 | 0 | 0 |
| TECH AND ENERGY TRANSITION | *W EXP 03/31/202 | 87823R110 |  | 1 | 41666 | SH |  | SOLE |  | 41666 | 0 | 0 |
| TECH AND ENERGY TRANSITION CLASS A | COM | 87823R102 |  | 1254 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| TECHNOLOGY  TELECOM ACQ COR CLASS A | ORD SHS | G87119106 |  | 577 | 56008 | SH |  | SOLE |  | 56008 | 0 | 0 |
| TELADOC HEALTH INC | NOTE  1.250% 6/0 | 87918AAF2 |  | 8312 | 10750 | PRN |  | SOLE |  | 10750 | 0 | 0 |
| TERRAN ORBITAL CORPORATION | *W EXP 03/25/202 | 88105P111 |  | 20 | 195399 | SH |  | SOLE |  | 195399 | 0 | 0 |
| TG VENTURE ACQUISITION CORP | *W EXP 08/15/202 | 87251T117 |  | 24 | 399990 | SH |  | SOLE |  | 399990 | 0 | 0 |
| TG VENTURE ACQUISITION CORP CLASS A | COM | 87251T109 |  | 2135 | 209289 | SH |  | SOLE |  | 209289 | 0 | 0 |
| TH INTERNATIONAL LIMITED | *W EXP 09/28/202 | G8656L114 |  | 1 | 9600 | SH |  | SOLE |  | 9600 | 0 | 0 |
| THE GROWTH FOR GOOD ACQU COR | *W EXP 11/12/202 | G41522114 |  | 10 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| THE GROWTH FOR GOOD ACQU COR | RIGHT 11/12/2026 | G41522130 |  | 12 | 300000 | SH |  | SOLE |  | 300000 | 0 | 0 |
| THERATECHNOLOGIES INC | NOTE  5.750% 6/3 | 88338HAA8 |  | 7 | 8 | PRN |  | SOLE |  | 8 | 0 | 0 |
| TKB CRITICAL TECHNOLOGIES 1 | *W EXP 10/20/202 | G88935120 |  | 4 | 293046 | SH |  | SOLE |  | 293046 | 0 | 0 |
| TKB CRITICAL TECHNOLOGIES 1 CLASS A | ORD | G88935112 |  | 1026 | 99592 | SH |  | SOLE |  | 99592 | 0 | 0 |
| TLG ACQUISITION ONE CORP | *W EXP 01/25/202 | 87257M116 |  | 4 | 97166 | SH |  | SOLE |  | 97166 | 0 | 0 |
| TLGY ACQUISITION CORPORATION | *W EXP 11/09/202 | G8656T125 |  | 1 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| TLGY ACQUISITION CORPORATION CLASS A | ORD SHS | G8656T109 |  | 1539 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| TPB ACQUISITION CORP I | *W EXP 08/09/202 | G8990L127 |  | 134 | 292300 | SH |  | SOLE |  | 292300 | 0 | 0 |
| TRAVERE THERAPEUTICS INC | NOTE  2.250% 3/0 | 89422GAA5 |  | 21198 | 23167 | PRN |  | SOLE |  | 23167 | 0 | 0 |
| TRICIDA INC | NOTE  3.500% 5/1 | 89610FAB7 |  | 2999 | 18176 | PRN |  | SOLE |  | 18176 | 0 | 0 |
| TURNING PT BRANDS INC | NOTE  2.500% 7/1 | 90041LAE5 |  | 2240 | 2500 | PRN |  | SOLE |  | 2500 | 0 | 0 |
| TWELVE SEAS INVESTMENT CO II | COM CL A | 90118T106 |  | 1 | 100 | SH |  | SOLE |  | 100 | 0 | 0 |
| TWO HARBORS INVENTMENT CORPO | NOTE  6.250% 1/1 | 90187BAB7 |  | 7112 | 8239 | PRN |  | SOLE |  | 8239 | 0 | 0 |
| TZP STRATEGIES ACQUISTN CORP | CL A SHS | G91595101 |  | 555 | 54900 | SH |  | SOLE |  | 54900 | 0 | 0 |
| UNITY SOFTWARE INC | NOTE        11/1 | 91332UAB7 |  | 7158 | 9500 | PRN |  | SOLE |  | 9500 | 0 | 0 |
| UPHEALTH INC | *W EXP 06/08/202 | 91532B119 |  | 0 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| UPWORK INC | NOTE  0.250% 8/1 | 91688FAB0 |  | 9006 | 11951 | PRN |  | SOLE |  | 11951 | 0 | 0 |
| UTA ACQUISITION CORPORATION | *W EXP 10/30/202 | G9473A117 |  | 8 | 84500 | SH |  | SOLE |  | 84500 | 0 | 0 |
| VAHANNA TECH EDGE ACQSTN I C CLASS A | ORD | G9320Z109 |  | 1790 | 174139 | SH |  | SOLE |  | 174139 | 0 | 0 |
| VALUENCE MERGER CORP I | *W EXP 02/18/202 | G9R16L118 |  | 4 | 75000 | SH |  | SOLE |  | 75000 | 0 | 0 |
| VAREX IMAGING CORP | NOTE  4.000% 6/0 | 92214XAB2 |  | 8788 | 7515 | PRN |  | SOLE |  | 7515 | 0 | 0 |
| VERITONE INC | NOTE  1.750%11/1 | 92347MAB6 |  | 2430 | 4000 | PRN |  | SOLE |  | 4000 | 0 | 0 |
| VIEW INC | *W EXP 03/08/202 | 92671V114 |  | 2 | 63833 | SH |  | SOLE |  | 63833 | 0 | 0 |
| VISCOGLIOSI BROS ACQUISTN CO | COMMON STOCK | 92838K100 |  | 4297 | 425000 | SH |  | SOLE |  | 425000 | 0 | 0 |
| VISCOGLIOSI BROS ACQUISTN CO | *W EXP 03/18/202 | 92838K118 |  | 9 | 173846 | SH |  | SOLE |  | 173846 | 0 | 0 |
| VISION SENSING ACQUISITION C | *W EXP 10/21/202 | 92838J111 |  | 10 | 243675 | SH |  | SOLE |  | 243675 | 0 | 0 |
| WAYFAIR INC | NOTE  0.625%10/0 | 94419LAM3 |  | 29340 | 44692 | PRN |  | SOLE |  | 44692 | 0 | 0 |
| ZEROFOX HLDGS INC | *W EXP 08/03/202 | 98955G111 |  | 69 | 457295 | SH |  | SOLE |  | 457295 | 0 | 0 |

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