Context Capital Management 13F-HR Quarterly holdings report by institutional manager

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
AMCI ACQUISITION CORP	*W EXP 05/20/202	00165R119	106	31,336	SH		SOLE		31,336	0	0
ACKRELL SPAC PARTNERS I CO	UNIT 12/01/2026	00461L204	4,050	393,631	SH		SOLE		393,631	0	0
AEGERION PHARMACEUTICALS INC	NOTE 5.000% 4/0	00767EAC6	626	519,414	PRN		SOLE		519,414	0	0
AERIE PHARMACEUTICALS INC	NOTE 1.500%10/0	00771VAB4	11,781	12,710,000	PRN		SOLE		12,710,000	0	0
ALTITUDE ACQUISITION CORP	UNIT 11/30/2027	02156Y202	3,466	334,831	SH		SOLE		334,831	0	0
AMPLITUDE HLTHCRE AQUSTIN CO	COM CL A	03212A105	501	50,000	SH		SOLE		50,000	0	0
AMPLITUDE HLTHCRE AQUSTIN CO	*W EXP 12/01/202	03212A113	36	25,000	SH		SOLE		25,000	0	0
AMRYT PHARMA PLC	SPONSORED ADS	03217L106	983	69,437	SH		SOLE		69,437	0	0
APEX TECHNOLOGY ACQUISITION	*W EXP 09/18/202	03768F110	161	37,500	SH		SOLE		37,500	0	0
APPLIED OPTOELECTRONICS INC	NOTE 5.000% 3/1	03823UAB8	5,769	7,000,000	PRN		SOLE		7,000,000	0	0
ATLAS CREST INVT CORP	UNIT 99/99/9999	049284201	1,620	153,523	SH		SOLE		153,523	0	0
AURORA CANNABIS INC	NOTE 5.500% 2/2	05156XAG3	1,136	1,500,000	PRN		SOLE		1,500,000	0	0
BETTER WORLD ACQUISITION COR	UNIT 11/15/2027	08772B203	2,534	229,322	SH		SOLE		229,322	0	0
BILIBILI INC	NOTE 1.375% 4/0	090040AB2	12,138	3,500,000	PRN		SOLE		3,500,000	0	0
BLUE WTR ACQUISITION CORP	UNIT 08/31/2027	09607T203	1,596	154,211	SH		SOLE		154,211	0	0
CF ACQUISITION CORP IV	UNIT 12/31/2027	12520T201	9,776	950,000	SH		SOLE		950,000	0	0
CF FIN ACQUISITION CORP III	UNIT 09/30/2027	12529D207	4,292	400,000	SH		SOLE		400,000	0	0
CARNEY TECHNOLOGY ACQU CORP	UNIT 12/10/2025	143636207	5,059	493,114	SH		SOLE		493,114	0	0
CASCADE ACQUISITION CORP	UNIT 99/99/9999	147151203	1,045	100,000	SH		SOLE		100,000	0	0
CEREVEL THERAPEUTICS HLDNG I	*W EXP 06/09/202	15678U102	486	85,967	SH		SOLE		85,967	0	0
CF FINANCE ACQUISITION CORP	COM CL A	15725Q104	3,615	328,017	SH		SOLE		328,017	0	0
CF FINANCE ACQUISITION CORP	*W EXP 08/01/202	15725Q112	674	279,533	SH		SOLE		279,533	0	0
CHURCHILL CAPITAL CORP IV	CL A	171439102	9,091	908,167	SH		SOLE		908,167	0	0
CHURCHILL CAPITAL CORP IV	*W EXP 08/04/202	171439110	271	178,000	SH		SOLE		178,000	0	0
CHURCHILL CAP CORP II	CL A	17143G106	2,126	205,392	SH		SOLE		205,392	0	0
CHURCHILL CAP CORP II	*W EXP 07/02/202	17143G114	99	50,104	SH		SOLE		50,104	0	0
CHURCHILL CAPITAL CORP V	UNIT 99/99/9999	17144T206	53	5,000	SH		SOLE		5,000	0	0
CM LIFE SCIENCES INC	COM CL A	18978W109	828	75,000	SH		SOLE		75,000	0	0
CM LIFE SCIENCES INC	*W EXP 09/04/202	18978W117	182	66,516	SH		SOLE		66,516	0	0
CONCORD ACQUISITION CORP	UNIT 12/28/2025	206071201	5,105	495,156	SH		SOLE		495,156	0	0
CYTOKINETICS INC	NOTE 4.000%11/1	23282WAA8	8,635	4,000,000	PRN		SOLE		4,000,000	0	0
DD3 ACQUISITION CORP II	UNIT 99/99/9999	23318M209	4,200	400,000	SH		SOLE		400,000	0	0
DMY TECHNOLOGY GROUP INC II	*W EXP 07/29/202	233277110	69	16,133	SH		SOLE		16,133	0	0
DMY TECHNOLOGY GROUP INC III	UNIT 99/99/9999	233278209	816	71,594	SH		SOLE		71,594	0	0
DPCM CAP INC	UNIT 99/99/9999	23344P200	3,579	324,740	SH		SOLE		324,740	0	0
DELWINDS INS ACQUISITION COR	UNIT 99/99/9999	24803C201	3,687	361,491	SH		SOLE		361,491	0	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	4,874	5,100,000	PRN		SOLE		5,100,000	0	0
DISH NETWORK CORP	NOTE 2.375% 3/1	25470MAD1	3,906	4,174,000	PRN		SOLE		4,174,000	0	0
DUNE ACQUISITION CORP	UNIT 10/29/2027	265334201	2,050	200,000	SH		SOLE		200,000	0	0
E MERGE TECHNOLOGY ACQUISITI	COM CL A	26873Y104	4,645	454,031	SH		SOLE		454,031	0	0
E MERGE TECHNOLOGY ACQUISITI	*W EXP 07/30/202	26873Y112	281	185,901	SH		SOLE		185,901	0	0
EDTECHX HOLDINGS ACQU CORP I	UNIT 08/31/2027	28139A201	3,393	328,751	SH		SOLE		328,751	0	0
8X8 INC NEW	NOTE 0.500% 2/0	282914AB6	29,092	19,977,000	PRN		SOLE		19,977,000	0	0
ENCORE CAP GROUP INC	NOTE 3.250% 3/1	292554AK8	4,372	4,016,000	PRN		SOLE		4,016,000	0	0
ENCORE CAP GROUP INC	NOTE 3.250%10/0	292554AM4	2,936	2,500,000	PRN		SOLE		2,500,000	0	0
EQUITY DISTR ACQUISITION COR	COM CL A	29465E106	2,560	250,000	SH		SOLE		250,000	0	0
EQUITY DISTR ACQUISITION COR	*W EXP 09/09/202	29465E114	179	100,000	SH		SOLE		100,000	0	0
EVOLENT HEALTH INC	NOTE 1.500%10/1	30050BAD3	1,301	1,500,000	PRN		SOLE		1,500,000	0	0
EXPERIENCE INVT CORP	COM CL A	30217C109	1,573	141,984	SH		SOLE		141,984	0	0
FALCON CAPITAL ACQUISITN COR	COM CL A	30606L108	2,066	196,049	SH		SOLE		196,049	0	0
FALCON CAPITAL ACQUISITN COR	*W EXP 08/20/202	30606L116	151	70,460	SH		SOLE		70,460	0	0
FINSERV ACQUISITION CORP	*W EXP 12/31/202	318085115	175	50,000	SH		SOLE		50,000	0	0
FINTECH ACQUISITION CORP V	UNIT 99/99/9999	31810Q305	2,668	250,000	SH		SOLE		250,000	0	0
FINTECH ACQUISITION CORP III	*W EXP 12/01/202	31811A119	99	27,600	SH		SOLE		27,600	0	0
FIRSTMARK HORIZON ACQUISITIO	CL A COM	33765Y101	409	38,587	SH		SOLE		38,587	0	0
FIRSTMARK HORIZON ACQUISITIO	*W EXP 09/26/202	33765Y119	38	15,243	SH		SOLE		15,243	0	0
FLEXION THERAPEUTICS INC	NOTE 3.375% 5/0	33938JAB2	20,063	22,479,000	PRN		SOLE		22,479,000	0	0
FOLEY TRASIMENE ACQUISITION	COM CL A	344328109	151	10,000	SH		SOLE		10,000	0	0
FOLEY TRASIMENE ACQUISITION	*W EXP 08/11/202	344328117	333	72,595	SH		SOLE		72,595	0	0
FOREST ROAD ACQUISITION CORP	UNIT 99/99/9999	34619R201	2,614	248,990	SH		SOLE		248,990	0	0
FORUM MERGER III CORP	COM CL A	349885103	2,092	154,520	SH		SOLE		154,520	0	0
FORUM MERGER III CORP	*W EXP 08/24/202	349885111	695	199,790	SH		SOLE		199,790	0	0
FUSION ACQUISITION CORP	CL A	36118H105	1,725	152,628	SH		SOLE		152,628	0	0
FUSION ACQUISITION CORP	*W EXP 06/01/202	36118H113	361	141,100	SH		SOLE		141,100	0	0
GX ACQUISITION CORP	*W EXP 05/24/202	36251A115	173	60,099	SH		SOLE		60,099	0	0
GCM GROSVENOR INC	*W EXP 11/17/202	36831E116	679	378,059	SH		SOLE		378,059	0	0
GIGCAPITAL2 INC	COM	375036100	1,408	128,600	SH		SOLE		128,600	0	0
GIGCAPITAL2 INC	*W EXP 02/28/202	375036118	311	158,600	SH		SOLE		158,600	0	0
GIGCAPITAL2 INC	RIGHT 02/28/2026	375036126	82	198,600	SH		SOLE		198,600	0	0
GOLDEN FALCON ACQUISITION CO	UNIT 99/99/9999	38102H208	520	50,000	SH		SOLE		50,000	0	0
GOLDEN NUGGET ONLINE GAMIN	*W EXP 05/09/202	38113L115	465	51,632	SH		SOLE		51,632	0	0
GOSSAMER BIO INC	NOTE 5.000% 6/0	38341PAA0	9,336	10,250,000	PRN		SOLE		10,250,000	0	0
GRANITE CONSTR INC	NOTE 2.750%11/0	387328AB3	20,228	18,625,000	PRN		SOLE		18,625,000	0	0
GRID DYNAMICS HLDGS INC	*W EXP 03/05/202	39813G117	526	146,124	SH		SOLE		146,124	0	0
HALL OF FAME RESORT & ENTMT	*W EXP 07/01/202	40619L110	13	51,600	SH		SOLE		51,600	0	0
HAYMAKER ACQUISITION CORP II	*W EXP 10/31/202	42087L119	27	19,600	SH		SOLE		19,600	0	0
HEALTHCARE SERVICES ACQU COR	UNIT 11/18/2023	42227K203	3,575	349,764	SH		SOLE		349,764	0	0
HEALTHCARE MERGER CORP	*W EXP 12/17/202	42227L110	46	37,500	SH		SOLE		37,500	0	0
HOLICITY INC	COM CL A	435063102	253	25,000	SH		SOLE		25,000	0	0
HOSTESS BRANDS INC	*W EXP 11/04/202	44109J114	697	438,600	SH		SOLE		438,600	0	0
HYCROFT MINING HOLDING CORP	*W EXP 02/12/202	44862P117	65	45,500	SH		SOLE		45,500	0	0
IG ACQUISITION CORP	COM CL A	449534106	9,617	949,392	SH		SOLE		949,392	0	0
IG ACQUISITION CORP	*W EXP 10/05/202	449534114	617	374,023	SH		SOLE		374,023	0	0
INFINERA CORPORATION	NOTE 2.125% 9/0	45667GAC7	22,858	18,400,000	PRN		SOLE		18,400,000	0	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	2,438	2,163,000	PRN		SOLE		2,163,000	0	0
INSU ACQUISITION CORP III	UNIT 12/31/2026	457817302	4,228	400,000	SH		SOLE		400,000	0	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	7,671	9,887,000	PRN		SOLE		9,887,000	0	0
INTERCEPT PHARMACEUTICALS IN	NOTE 2.000% 5/1	45845PAB4	4,494	7,485,000	PRN		SOLE		7,485,000	0	0
IQIYI INC	DEBT 3.750%12/0	46267XAB4	10,447	10,250,000	PRN		SOLE		10,250,000	0	0
IQIYI INC	DEBT 2.000% 4/0	46267XAD0	7,865	8,876,000	PRN		SOLE		8,876,000	0	0
IQIYI INC	NOTE 4.000%12/1	46267XAE8	5,001	5,000,000	PRN		SOLE		5,000,000	0	0
IRONWOOD PHARMACEUTICALS INC	DBCV 2.250% 6/1	46333XAD0	2,706	2,500,000	PRN		SOLE		2,500,000	0	0
IRONWOOD PHARMACEUTICALS INC	NOTE 1.500% 6/1	46333XAH1	3,378	3,000,000	PRN		SOLE		3,000,000	0	0
ISHARES TR	CORE US AGGBD ET	464287226	4,917	41,600	SH		SOLE		41,600	0	0
ISHARES TR	MSCI EMG MKT ETF	464287234	310	6,000	SH		SOLE		6,000	0	0
KALEYRA INC	*W EXP 12/12/202	483379111	581	387,151	SH		SOLE		387,151	0	0
KINS TECHNOLOGY GROUP INC	UNIT 10/14/2025	49714K208	3,238	314,680	SH		SOLE		314,680	0	0
LF CAP ACQUISITION CORP	*W EXP 06/22/202	50200K116	383	197,403	SH		SOLE		197,403	0	0
LANDCADIA HOLDINGS III INC	COM CL A	51476H100	2,096	200,000	SH		SOLE		200,000	0	0
LANDCADIA HOLDINGS III INC	*W EXP 10/01/202	51476H118	148	66,666	SH		SOLE		66,666	0	0
LANNETT CO INC	NOTE 4.500%10/0	51602UAC2	2,830	4,400,000	PRN		SOLE		4,400,000	0	0
LEFTERIS ACQUISITION CORP	UNIT 11/01/2023	52470X208	647	59,717	SH		SOLE		59,717	0	0
LIGAND PHARMACEUTICALS INC	NOTE 0.750% 5/1	53220KAF5	3,550	3,743	PRN		SOLE		3,743	0	0
LIONHEART ACQUISITION CORP I	COM CL A	53625R104	2,781	275,900	SH		SOLE		275,900	0	0
LIONHEART ACQUISITION CORP I	*W EXP 02/14/202	53625R112	176	150,450	SH		SOLE		150,450	0	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	12,944	9,989,000	PRN		SOLE		9,989,000	0	0
LIVE OAK ACQUISITION CORP II	UNIT 99/99/9999	53804W205	1,886	173,803	SH		SOLE		173,803	0	0
LUMINAR TECHNOLOGIES INC	*W EXP 12/02/202	550424113	2,379	138,564	SH		SOLE		138,564	0	0
MEDTECH ACQUISITION CORP	UNIT 12/18/2025	58507N204	2,975	283,287	SH		SOLE		283,287	0	0
MERIDA MERGER CORP I	COM	58953M106	3,788	371,402	SH		SOLE		371,402	0	0
MERIDA MERGER CORP I	*W EXP 11/07/202	58953M114	201	201,050	SH		SOLE		201,050	0	0
MESA LABS INC	NOTE 1.375% 8/1	59064RAA7	1,204	1,000,000	PRN		SOLE		1,000,000	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 2.250% 2/1	595017AH7	6,319	3,100,000	PRN		SOLE		3,100,000	0	0
MUDRICK CAPITAL ACQU CORP II	UNIT 99/99/9999	62477L206	9,363	908,124	SH		SOLE		908,124	0	0
MULTIPLAN CORPORATION	*W EXP 02/13/202	62548M118	406	270,626	SH		SOLE		270,626	0	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	2,339	2,049,000	PRN		SOLE		2,049,000	0	0
NANTHEALTH INC	NOTE 5.500%12/1	630104AB3	11,664	12,240,000	PRN		SOLE		12,240,000	0	0
NAVSIGHT HLDGS INC	CL A	639358100	6,671	666,482	SH		SOLE		666,482	0	0
NAVSIGHT HLDGS INC	*W EXP 01/01/203	639358118	375	292,723	SH		SOLE		292,723	0	0
NESCO HLDGS INC	*W EXP 01/01/202	64083J112	272	283,722	SH		SOLE		283,722	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	4,169	3,000,000	PRN		SOLE		3,000,000	0	0
NEVRO CORP	NOTE 2.750% 4/0	64157FAC7	912	500,000	PRN		SOLE		500,000	0	0
NEW BEGINNINGS ACQUISITION C	COM	64222H100	995	99,200	SH		SOLE		99,200	0	0
NEW BEGINNINGS ACQUISITION C	*W EXP 11/01/202	64222H118	100	100,000	SH		SOLE		100,000	0	0
NOVAVAX INC	NOTE 3.750% 2/0	670002AB0	3,134	2,500,000	PRN		SOLE		2,500,000	0	0
OMEROS CORP	NOTE 6.250%11/1	682143AE2	9,591	9,000,000	PRN		SOLE		9,000,000	0	0
OPKO HEALTH INC	NOTE 4.500% 2/1	68375NAD5	6,648	5,287,000	PRN		SOLE		5,287,000	0	0
PAE INC	*W EXP 09/11/202	69290Y117	486	211,187	SH		SOLE		211,187	0	0
PDL BIOPHARMA INC	COM	69329Y104	1,149	465,172	SH		SOLE		465,172	0	0
PRA GROUP INC	NOTE 3.500% 6/0	69354NAB2	19,398	17,800,000	PRN		SOLE		17,800,000	0	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	3,532	2,500,000	PRN		SOLE		2,500,000	0	0
PROPERTY SOLUTIONS ACQUISITI	*W EXP 03/20/202	74348Q116	460	437,920	SH		SOLE		437,920	0	0
PROPTECH INVESTMENT CORP II	UNIT 99/99/9999	743497208	2,882	271,100	SH		SOLE		271,100	0	0
QUANTUMSCAPE CORP	*W EXP 11/25/202	74767V117	2,261	59,494	SH		SOLE		59,494	0	0
QUDIAN INC	DEBT 1.000% 7/0	747798AB2	750	1,000,000	PRN		SOLE		1,000,000	0	0
RADIUS HEALTH INC	NOTE 3.000% 9/0	750469AA6	5,161	5,742,000	PRN		SOLE		5,742,000	0	0
RECHARGE ACQUISITION CORP	COM CL A	756229100	618	60,600	SH		SOLE		60,600	0	0
RECHARGE ACQUISITION CORP	*W EXP 10/05/202	756229118	48	30,300	SH		SOLE		30,300	0	0
RETROPHIN INC	NOTE 2.500% 9/1	761299AB2	12,047	11,825,000	PRN		SOLE		11,825,000	0	0
REVIVA PHARMACEUTCLS HLDGS I	*W EXP 12/25/202	76152G118	27	39,300	SH		SOLE		39,300	0	0
REVOLUTION ACCELERTN ACQU CO	UNIT 12/01/2025	76156P205	1,562	150,000	SH		SOLE		150,000	0	0
RUSH STREET INTERACTIVE INC	*W EXP 02/21/202	782011118	727	94,949	SH		SOLE		94,949	0	0
SPDR GOLD TR	GOLD SHS	78463V107	82	460	SH		SOLE		460	0	0
SEA LTD	DEBT 2.375%12/0	81141RAE0	16,173	7,000,000	PRN		SOLE		7,000,000	0	0
SEACOR HOLDINGS INC	NOTE 2.500%12/1	811904AM3	12,830	12,960,000	PRN		SOLE		12,960,000	0	0
SEACOR HOLDINGS INC	NOTE 3.250% 5/1	811904AN1	11,892	12,222,000	PRN		SOLE		12,222,000	0	0
SEAPORT GLOBAL ACQUISITN COR	*W EXP 12/15/202	812227114	31	30,000	SH		SOLE		30,000	0	0
7GC & CO HOLDINGS INC	UNIT 12/23/2025	81786A206	2,743	260,000	SH		SOLE		260,000	0	0
SEVEN OAKS ACQUISITION CORP	UNIT 12/18/2025	81787X205	3,555	343,456	SH		SOLE		343,456	0	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	7,288	5,000,000	PRN		SOLE		5,000,000	0	0
SPORTS ENTERTAINMENT ACQU CO	COM	84918M106	4,766	470,931	SH		SOLE		470,931	0	0
SPORTS ENTERTAINMENT ACQU CO	*W EXP 10/30/202	84918M114	356	263,634	SH		SOLE		263,634	0	0
STABLE RD ACQUISITION CORP	*W EXP 05/15/202	85236Q117	132	25,000	SH		SOLE		25,000	0	0
STAR PEAK ENERGY TRANSITION	*W EXP 08/11/202	855185112	148	24,999	SH		SOLE		24,999	0	0
SUPERNOVA PARTNERS ACQUISITI	COM CL A	86846V108	1,391	126,473	SH		SOLE		126,473	0	0
SUPERNOVA PARTNERS ACQUISITI	*W EXP 10/16/202	86846V116	92	45,000	SH		SOLE		45,000	0	0
SWITCHBACK ENERGY ACQUISTN C	*W EXP 07/25/202	87105M110	4,830	313,253	SH		SOLE		313,253	0	0
TAILWIND ACQUISITION CORP	COM CL A	87403Q102	2,424	233,306	SH		SOLE		233,306	0	0
TAILWIND ACQUISITION CORP	*W EXP 09/07/202	87403Q110	188	134,153	SH		SOLE		134,153	0	0
TATTOOED CHEF INC	*W EXP 10/15/202	87663X110	2,006	175,994	SH		SOLE		175,994	0	0
THAYER VENTURES ACQU CORP	UNIT 01/01/2030	88332T209	367	35,000	SH		SOLE		35,000	0	0
THERATECHNOLOGIES INC	NOTE 5.750% 6/3	88338HAA8	49	69,000	PRN		SOLE		69,000	0	0
TILRAY INC	DEBT 5.000%10/0	88338TAB0	11,065	11,083,000	PRN		SOLE		11,083,000	0	0
THERAVANCE BIOPHARMA INC	NOTE 3.250%11/0	88339KAA0	12,756	13,473,000	PRN		SOLE		13,473,000	0	0
TILRAY INC	DEBT 5.000%10/0	88688TAB6	9,639	11,340,000	PRN		SOLE		11,340,000	0	0
TUSCAN HLDGS CORP II	COM	90070A103	1,069	97,124	SH		SOLE		97,124	0	0
TUSCAN HLDGS CORP II	*W EXP 99/99/999	90070A111	260	108,600	SH		SOLE		108,600	0	0
VANGUARD INDEX FDS	VALUE ETF	922908744	714	6,000	SH		SOLE		6,000	0	0
VEONEER INCORPORATED	NOTE 4.000% 6/0	92336XAA7	19,122	15,650,000	PRN		SOLE		15,650,000	0	0
VESPER HEALTHCARE ACQSTN COR	COM CL A	92538T104	1,753	155,000	SH		SOLE		155,000	0	0
VESPER HEALTHCARE ACQSTN COR	*W EXP 09/30/202	92538T112	132	50,000	SH		SOLE		50,000	0	0
VONAGE HLDGS CORP	NOTE 1.750% 6/0	92886TAJ1	6,204	5,692,000	PRN		SOLE		5,692,000	0	0
WINNEBAGO INDS INC	NOTE 1.500% 4/0	974637AB6	2,452	2,062,000	PRN		SOLE		2,062,000	0	0
XL FLEET CORP	*W EXP 06/01/202	9837FR118	324	40,000	SH		SOLE		40,000	0	0
YY INC	DEBT 1.375% 6/1	98426TAE6	3,472	3,500,000	PRN		SOLE		3,500,000	0	0
ZANITE ACQUISITION CORP	UNIT 10/08/2025	98907K202	2,104	200,000	SH		SOLE		200,000	0	0
ACE CONVERGENCE ACQU CORP	*W EXP 09/30/202	G0083D104	398	286,468	SH		SOLE		286,468	0	0
ACE CONVERGENCE ACQU CORP	CL A	G0083D120	4,836	473,184	SH		SOLE		473,184	0	0
AEA-BRIDGES IMPACT CORP	SHS CL A	G01046104	2,223	220,077	SH		SOLE		220,077	0	0
AEA-BRIDGES IMPACT CORP	*W EXP 09/19/202	G01046112	181	117,538	SH		SOLE		117,538	0	0
AJAX I	UNIT 99/99/9999	G0190X118	743	59,900	SH		SOLE		59,900	0	0
AMERICAS TECHNOLOGY ACQSN CO	UNIT 99/99/9999	G0404A128	2,570	250,000	SH		SOLE		250,000	0	0
APOLLO STRATEGIC GROWTH CAPT	SHS CL A	G0411R106	1,041	100,000	SH		SOLE		100,000	0	0
APOLLO STRATEGIC GROWTH CAPT	*W EXP 10/29/202	G0411R114	125	66,666	SH		SOLE		66,666	0	0
ASCENDANT DIGITAL ACQUISITIO	COM CL A	G05155109	4,104	400,000	SH		SOLE		400,000	0	0
ASCENDANT DIGITAL ACQUISITIO	*W EXP 07/28/202	G05155117	334	195,600	SH		SOLE		195,600	0	0
ASPIRATIONAL CONSUMER LIFEST	COM	G05436103	997	100,000	SH		SOLE		100,000	0	0
ASPIRATIONAL CONSUMER LIFEST	*W EXP 09/19/202	G05436111	35	33,333	SH		SOLE		33,333	0	0
AVANTI ACQUISITION CORP	SHS CL A	G0682V109	3,060	297,690	SH		SOLE		297,690	0	0
AVANTI ACQUISITION CORP	*W EXP 99/99/999	G0682V125	201	133,301	SH		SOLE		133,301	0	0
BCLS ACQUISITION CORP	COM CL A	G0904B105	223	20,000	SH		SOLE		20,000	0	0
COHN ROBBINS HOLDINGS CORP	COM CL A	G23726105	2,325	223,365	SH		SOLE		223,365	0	0
COHN ROBBINS HOLDINGS CORP	*W EXP 08/28/202	G23726113	156	86,666	SH		SOLE		86,666	0	0
CORNER GROWTH ACQUISITION CO	UNIT 01/01/2027	G2425N121	4,285	410,000	SH		SOLE		410,000	0	0
D8 HOLDINGS CORP	SHS CL A	G2614K110	1,592	156,649	SH		SOLE		156,649	0	0
D8 HOLDINGS CORP	*W EXP 08/05/202	G2614K128	82	78,324	SH		SOLE		78,324	0	0
SCION TECH GROWTH I	UNIT 12/17/2025	G31067120	1,032	100,000	SH		SOLE		100,000	0	0
ARYA SCIENCES ACQUISITION CO	COM CL A	G3166W106	2,833	261,068	SH		SOLE		261,068	0	0
FRAZIER LIFESCIENCES ACQU CO	UNIT 12/09/2025	G3710A121	1,259	121,326	SH		SOLE		121,326	0	0
FTAC OLYMPUS ACQUISITION COR	CL A SHS	G37288100	3,296	320,000	SH		SOLE		320,000	0	0
FTAC OLYMPUS ACQUISITION COR	*W EXP 08/28/202	G37288126	283	149,000	SH		SOLE		149,000	0	0
GALILEO ACQUISITION CORP	SHS	G3770A102	1,785	175,000	SH		SOLE		175,000	0	0
GALILEO ACQUISITION CORP	*W EXP 10/31/202	G3770A110	147	175,000	SH		SOLE		175,000	0	0
GENESIS PK ACQUISITION CORP	UNIT 99/99/9999	G38245117	1,485	142,943	SH		SOLE		142,943	0	0
GLRY STR NW MDIA GRUP HLDG L	*W EXP 02/13/202	G39973113	9	116,000	SH		SOLE		116,000	0	0
EMPOWER LTD	CL A COM	G3R39W102	5,005	500,000	SH		SOLE		500,000	0	0
EMPOWER LTD	*W EXP 11/30/202	G3R39W110	192	166,666	SH		SOLE		166,666	0	0
HIGHLAND TRANSCEND PARTNERS	UNIT 99/99/9999	G44690116	1,050	100,000	SH		SOLE		100,000	0	0
H I G ACQUISITION CORP	UNIT 99/99/9999	G44898115	2,536	243,159	SH		SOLE		243,159	0	0
HORIZON ACQUISITION CORP	COM CL A	G46049105	2,393	238,850	SH		SOLE		238,850	0	0
HORIZON ACQUISITION CORP	*W EXP 08/19/202	G46049113	99	68,333	SH		SOLE		68,333	0	0
JAWS SPITFIRE ACQUISITION CO	UNIT 99/99/9999	G50740128	553	50,000	SH		SOLE		50,000	0	0
L&F ACQUISITION CORP	UNIT 99/99/9999	G53702125	9,487	914,885	SH		SOLE		914,885	0	0
LIV CAP ACQUISITION CORP	CL A	G5510C108	1,821	180,000	SH		SOLE		180,000	0	0
LIV CAP ACQUISITION CORP	*W EXP 12/13/202	G5510C116	126	180,000	SH		SOLE		180,000	0	0
MARQUEE RAINE ACQUISITION CO	UNIT 12/01/2025	G58442115	650	60,000	SH		SOLE		60,000	0	0
PRIME IMPACT ACQUISITION I	SHS CL A	G61074103	3,908	386,920	SH		SOLE		386,920	0	0
PRIME IMPACT ACQUISITION I	*W EXP 10/01/203	G61074129	268	174,900	SH		SOLE		174,900	0	0
MOTIVE CAPITAL CORP	UNIT 99/99/9999	G6293A129	264	25,000	SH		SOLE		25,000	0	0
NETFIN ACQUISITION CORP	*W EXP 08/01/202	G6455A115	135	60,990	SH		SOLE		60,990	0	0
NEXTGEN ACQUISITION CORP	UNIT 11/26/2020	G65305115	2,573	250,000	SH		SOLE		250,000	0	0
ONE	COM CL A	G7000X105	595	55,215	SH		SOLE		55,215	0	0
ONE	*W EXP 08/17/202	G7000X121	29	13,803	SH		SOLE		13,803	0	0
QELL ACQUISITION CORP	CL A	G7307X105	493	40,152	SH		SOLE		40,152	0	0
REDBALL ACQUISITION CORP	COM CL A	G7417R105	3,658	335,948	SH		SOLE		335,948	0	0
REDBALL ACQUISITION CORP	*W EXP 08/17/202	G7417R113	350	156,199	SH		SOLE		156,199	0	0
REINVENT TECHNOLOGY PARTNERS	*W EXP 09/16/202	G7483N103	16	5,000	SH		SOLE		5,000	0	0
REINVENT TECHNOLOGY PARTNERS	CL A	G7483N129	231	20,000	SH		SOLE		20,000	0	0
SCVX CORP	*W EXP 01/24/202	G79448117	85	50,000	SH		SOLE		50,000	0	0
SCVX CORP	COM	G79448208	1,030	100,000	SH		SOLE		100,000	0	0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A	SHS CL A	G82514103	689	50,358	SH		SOLE		50,358	0	0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A	*W EXP 09/26/202	G82514111	42	11,339	SH		SOLE		11,339	0	0
SOCIAL CAP HDOSPHIA HLDG CO	*W EXP 99/99/999	G8251K115	92	22,935	SH		SOLE		22,935	0	0
SOCIAL CAPITAL HEDOSOPHA HLD	SHS CL A	G8251L105	4,509	366,600	SH		SOLE		366,600	0	0
SOCIAL CAPITAL HEDOSOPHA HLD	*W EXP 09/26/202	G8251L113	441	134,775	SH		SOLE		134,775	0	0
SOCIAL CAPITAL HEDOSOPHA HLD	SHS CL A	G8252P105	1,866	150,000	SH		SOLE		150,000	0	0
SOCIAL CAPITAL HEDOSOPHA HLD	*W EXP 09/26/202	G8252P113	106	30,000	SH		SOLE		30,000	0	0
SPRING VY ACQUISITION CORP	UNIT 11/11/2025	G8377A116	1,583	150,000	SH		SOLE		150,000	0	0
THUNDER BRDG ACQUISTION II L	*W EXP 11/30/202	G8857S108	240	65,000	SH		SOLE		65,000	0	0
TIGA ACQUISITION CORP	UNIT 99/99/9999	G88672129	529	50,000	SH		SOLE		50,000	0	0
Tortoise Acquisition II Corp	COM CL A	G89554102	3,195	300,000	SH		SOLE		300,000	0	0
Tortoise Acquisition II Corp	*W EXP 06/14/202	G89554128	214	75,000	SH		SOLE		75,000	0	0
TREPONT ACQUISITION CORP I	UNIT 99/99/9999	G9095M119	1,037	100,000	SH		SOLE		100,000	0	0
TURMERIC ACQUISITION CORP	UNIT 10/08/2025	G9127T116	770	75,000	SH		SOLE		75,000	0	0
Brooge Holdings ltd	*W EXP 12/20/202	G9145A115	67	108,000	SH		SOLE		108,000	0	0
UNION ACQUISITION CORP II	SHS	G9402Q100	1,040	100,000	SH		SOLE		100,000	0	0
UNION ACQUISITION CORP II	*W EXP 04/01/202	G9402Q126	95	100,000	SH		SOLE		100,000	0	0
VPC IMPACT ACQUISITION HLDNG	SHS CL A	G9441E100	3,328	330,200	SH		SOLE		330,200	0	0
VPC IMPACT ACQUISITION HLDNG	*W EXP 10/22/202	G9441E118	220	198,000	SH		SOLE		198,000	0	0
VG ACQUISITION CORP	SHS CL A	G9446E105	1,009	88,282	SH		SOLE		88,282	0	0
VG ACQUISITION CORP	*W EXP 09/29/202	G9446E113	145	54,692	SH		SOLE		54,692	0	0
YUCAIPA ACQUISITION CORP	COM	G9879L105	707	70,000	SH		SOLE		70,000	0	0
YUCAIPA ACQUISITION CORP	*W EXP 99/99/999	G9879L113	33	23,333	SH		SOLE		23,333	0	0
AKAZOO SA	*W EXP 09/11/202	L0164E116	0	20,000	SH		SOLE		20,000	0	0
AGBA ACQUISITION LTD	SHS	G0120M109	1,212	115,000	SH		SOLE		115,000	0	0
AGBA ACQUISITION LTD	*W EXP 05/10/202	G0120M117	53	105,440	SH		SOLE		105,440	0	0
AGBA ACQUISITION LTD	RIGHT 05/10/2024	G0120M125	44	130,000	SH		SOLE		130,000	0	0
LONGEVITY ACQUISITION CORP	RIGHT 07/31/2020	G56372124	58	51,200	SH		SOLE		51,200	0	0
HL ACQUISITIONS CORP	RIGHT 07/17/2023	G4603R130	49	31,200	SH		SOLE		31,200	0	0
FUSION FUEL GREEN PLC	*W EXP 07/01/202	G3R25D100	282	42,361	SH		SOLE		42,361	0	0
IMMATICS N.V	*W EXP 07/01/202	N44445117	132	45,990	SH		SOLE		45,990	0	0