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
10X CAPITAL VENTURE ACQ III	*W EXP 06/30/202	G87077114	18	216,358	SH		SOLE		216,358	0	0
2U INC	NOTE 2.250% 5/0	90214JAB7	17,753	22,572	PRN		SOLE		22,572	0	0
2U INC	DEBT 4.500% 2/0	90214JAC5	2,353	2,500	PRN		SOLE		2,500	0	0
7 ACQUISITION CORPORATION	SHS CL A	G80694105	1,058	101,200	SH		SOLE		101,200	0	0
7 ACQUISITION CORPORATION	*W EXP 11/05/202	G80694113	28	202,130	SH		SOLE		202,130	0	0
7GC & CO HOLDINGS INC	*W EXP 12/28/202	81786A115	10	80,979	SH		SOLE		80,979	0	0
8X8 INC NEW	NOTE 4.000% 2/0	282914AE0	443	500	PRN		SOLE		500	0	0
A SPAC II ACQUISITION CORP	*W EXP 10/15/202	G0543H117	23	700,000	SH		SOLE		700,000	0	0
A SPAC II ACQUISITION CORP	RIGHT 10/15/2026	G0543H133	128	1,400,000	SH		SOLE		1,400,000	0	0
ACCOLADE INC	NOTE 0.500% 4/0	00437EAB8	20,472	25,900	PRN		SOLE		25,900	0	0
ACCRETION ACQUISITION CORP	COM	00438Y107	1,032	100,000	SH		SOLE		100,000	0	0
ACCRETION ACQUISITION CORP	RIGHT 03/01/2028	00438Y123	33	352,268	SH		SOLE		352,268	0	0
ACRI CAPITAL ACQUISITION COR	*W EXP 02/01/202	00501A119	5	100,000	SH		SOLE		100,000	0	0
ADIT EDTECH ACQUISITION CORP	*W EXP 99/99/999	007024110	16	202,416	SH		SOLE		202,416	0	0
AETHERIUM ACQUISITION CORP	*W EXP 12/21/202	00809J119	10	331,054	SH		SOLE		331,054	0	0
AGILETHOUGHT INC	*W EXP 08/23/202	00857F118	18	47,638	SH		SOLE		47,638	0	0
AIMFINITY INVESTMENT CORP I	UNIT 02/01/2029	G0135E100	2,128	200,000	SH		SOLE		200,000	0	0
ALPHA STAR ACQUISITION CORP	ORDINARY SHARES	G0230C108	3,776	360,000	SH		SOLE		360,000	0	0
ALPHA STAR ACQUISITION CORP	*W EXP 12/13/202	G0230C116	5	360,000	SH		SOLE		360,000	0	0
ALPHA STAR ACQUISITION CORP	RIGHT 05/30/2023	G0230C132	37	335,596	SH		SOLE		335,596	0	0
ALPHATEC HLDGS INC	NOTE 0.750% 8/0	02081GAB8	6,413	6,000	PRN		SOLE		6,000	0	0
ALPINE ACQUISITION CORPORATI	*W EXP 05/01/202	02083L117	0	71,150	SH		SOLE		71,150	0	0
ALSET CAPITAL ACQUISITION CO	*W EXP 01/31/202	02115M117	2	50,000	SH		SOLE		50,000	0	0
ALSET CAPITAL ACQUISITION CO	RIGHT 01/31/2027	02115M125	23	100,000	SH		SOLE		100,000	0	0
ALSET CAPITAL ACQUISITION CO CLASS A	COM	02115M109	1,028	100,000	SH		SOLE		100,000	0	0
AMYRIS INC	NOTE 1.500%11/1	03236MAJ0	12,773	46,030	PRN		SOLE		46,030	0	0
ANDRETTI ACQUISITION CORP	*W EXP 99/99/999	G26735129	28	383,900	SH		SOLE		383,900	0	0
APEIRON CAPITAL INVEST CORP	*W EXP 04/02/202	03752A119	13	200,000	SH		SOLE		200,000	0	0
APOLLO STRATEGIC GRWT CPTL I	SHS CL A	G0412A102	1,844	179,900	SH		SOLE		179,900	0	0
APOLLOMICS INC	*W EXP 04/01/202	G0411D115	32	298,500	SH		SOLE		298,500	0	0
APPLIED OPTOELECTRONICS INC	NOTE 5.000% 3/1	03823UAB8	8,363	12,025	PRN		SOLE		12,025	0	0
APPRECIATE HOLDINGS INC	*W EXP 11/29/202	03832J114	3	135,266	SH		SOLE		135,266	0	0
APX ACQUISITION CORP I	*W EXP 11/30/202	G0440J125	3	50,000	SH		SOLE		50,000	0	0
ARRAY TECHNOLOGIES INC	NOTE 1.000%12/0	04271TAB6	7,178	6,500	PRN		SOLE		6,500	0	0
ARTIVION INC	NOTE 4.250% 7/0	228903AB6	14,924	16,500	PRN		SOLE		16,500	0	0
ATHENA TECHNOLOGY ACQ CORP I	CL A COM	04687C105	4,104	400,000	SH		SOLE		400,000	0	0
ATHENA TECHNOLOGY ACQ CORP I	*W EXP 10/17/202	04687C113	70	775,000	SH		SOLE		775,000	0	0
AURA FAT PROJS ACQUISITION C	*W EXP 03/31/202	G06362126	21	500,000	SH		SOLE		500,000	0	0
AURORA INNOVATION INC	PUT	051774115	2	11,228	SH		SOLE		11,228	0	0
AVALON ACQUISITION INC	*W EXP 12/31/202	05338E119	19	210,024	SH		SOLE		210,024	0	0
AXIOS SUSTAINABLE GRW ACQ CO	*W EXP 99/99/999	G0703K116	17	475,101	SH		SOLE		475,101	0	0
AXIOS SUSTAINABLE GRW ACQ CO	RIGHT 99/99/9999	G0703K124	90	475,101	SH		SOLE		475,101	0	0
AXONPRIME INFRSTCTR AQSTN CO CLASS A	COM	05467C108	2,006	195,428	SH		SOLE		195,428	0	0
BANDWIDTH INC	NOTE 0.250% 3/0	05988JAB9	5,465	7,000	PRN		SOLE		7,000	0	0
BANNIX ACQUISITION CORP	COM	066644113	10	320,484	SH		SOLE		320,484	0	0
BANNIX ACQUISITION CORP	*W EXP 07/31/202	066644121	29	210,385	SH		SOLE		210,385	0	0
BEARD ENERGY TRANSITION ACQ	CL A COM	07402Q101	3,110	300,000	SH		SOLE		300,000	0	0
BELONG ACQUISITION CORP CLASS A	COM	08069M102	3,526	350,000	SH		SOLE		350,000	0	0
BENSON HILL INC	PUT	082490111	27	306,928	SH		SOLE		306,928	0	0
BENTLEY SYS INC	NOTE 0.125% 1/1	08265TAB5	3,816	4,009	PRN		SOLE		4,009	0	0
BENTLEY SYS INC	NOTE 0.375% 7/0	08265TAD1	3,821	4,500	PRN		SOLE		4,500	0	0
BERENSON ACQUISITION CORP I	CL A COM	083690115	0	49,200	SH		SOLE		49,200	0	0
BEYOND MEAT INC	NOTE 3/1	08862EAB5	7,946	33,107	PRN		SOLE		33,107	0	0
BIGBEAR AI HLDGS INC	*W EXP 12/08/202	08975B117	53	198,009	SH		SOLE		198,009	0	0
BIGCOMMERCE HLDGS INC	NOTE 0.250%10/0	08975PAB4	4,243	5,540	PRN		SOLE		5,540	0	0
BILANDER ACQUISITION CORP	CL A COM	09001T106	1,514	150,000	SH		SOLE		150,000	0	0
BILIBILI INC	NOTE 0.500%12/0	090040AF3	2,626	3,000	PRN		SOLE		3,000	0	0
BIOPLUS ACQUISITION CORP	*W EXP 12/02/202	G11217125	9	105,069	SH		SOLE		105,069	0	0
BIORA THERAPEUTICS INC	NOTE 7.250%12/0	74319FAB3	1,223	2,200	PRN		SOLE		2,200	0	0
BITE ACQUISITION CORP	*W EXP 02/12/203	09175K113	12	100,000	SH		SOLE		100,000	0	0
BLACK MOUNTAIN ACQ CORP	CL A COM	09216A108	865	83,265	SH		SOLE		83,265	0	0
BLACK MOUNTAIN ACQ CORP	*W EXP 10/15/202	09216A116	62	928,400	SH		SOLE		928,400	0	0
BLACKLINE INC	NOTE 3/1	09239BAD1	9,770	11,460	PRN		SOLE		11,460	0	0
BLOCK INC	NOTE 0.125% 3/0	852234AF0	600	625	PRN		SOLE		625	0	0
BLOCK INC	NOTE 5/0	852234AJ2	4,920	6,000	PRN		SOLE		6,000	0	0
BLOCK INC	NOTE 0.250%11/0	852234AK9	18,719	24,310	PRN		SOLE		24,310	0	0
BLOOM ENERGY CORP	NOTE 2.500% 8/1	093712AH0	7,307	5,250	PRN		SOLE		5,250	0	0
BLUE OCEAN ACQUISITION CORP	*W EXP 12/02/202	G1330L121	21	198,750	SH		SOLE		198,750	0	0
BRIDGEBIO PHARMA INC	NOTE 2.500% 3/1	10806XAB8	10,956	14,785	PRN		SOLE		14,785	0	0
BRIDGEBIO PHARMA INC	NOTE 2.250% 2/0	10806XAD4	17,209	26,583	PRN		SOLE		26,583	0	0
BRIDGER AEROSPACE GRP HLDGS	*W EXP 01/24/202	96812F110	21	121,167	SH		SOLE		121,167	0	0
BULLPEN PARLAY ACQUISITION C	*W EXP 12/03/202	G1792A118	7	196,950	SH		SOLE		196,950	0	0
C5 ACQUISITION CORPORATION	*W EXP 12/31/202	12530D113	14	351,870	SH		SOLE		351,870	0	0
CACTUS ACQUISITION CORP 1 LT	*W EXP 08/17/202	G1745A124	12	215,352	SH		SOLE		215,352	0	0
CACTUS ACQUISITION CORP 1 LT CLASS A	ORD	G1745A108	3,194	305,903	SH		SOLE		305,903	0	0
CANNA GLOBAL ACQUISITION COR	*W EXP 11/30/202	13767K119	15	499,500	SH		SOLE		499,500	0	0
CANO HEALTH INC	*W EXP 06/03/202	13781Y111	13	80,948	SH		SOLE		80,948	0	0
CAPITALWORKS EMNG MKTS ACQST	*W EXP 11/19/202	G1889L126	11	137,500	SH		SOLE		137,500	0	0
CARDIO DIAGNOSTICS HOLDGS IN	*W EXP 12/01/202	14159C111	26	81,500	SH		SOLE		81,500	0	0
CARTESIAN GROWTH CORP II	*W EXP 07/12/202	G19305120	11	66,666	SH		SOLE		66,666	0	0
CARTESIAN GROWTH CORP II CLASS A	ORD	G19305112	1,049	100,000	SH		SOLE		100,000	0	0
CARTICA ACQUISITION CORP	*W EXP 04/30/202	G1995D117	7	100,000	SH		SOLE		100,000	0	0
CENTURY ALUM CO	NOTE 2.750% 5/0	156431AQ1	3,916	4,794	PRN		SOLE		4,794	0	0
CF ACQUISITION CORP IV	COM CL A	12520T102	3,918	379,614	SH		SOLE		379,614	0	0
CF ACQUISITION CORP IV	*W EXP 12/31/202	12520T110	10	95,285	SH		SOLE		95,285	0	0
CF ACQUISITION CORP VII CLASS A	COM	12521H107	3,619	350,000	SH		SOLE		350,000	0	0
CF ACQUISITION CORP VIII	*W EXP 03/31/202	12520C117	40	377,370	SH		SOLE		377,370	0	0
CHEFS WHSE INC	NOTE 1.875%12/0	163086AB7	1,049	1,000	PRN		SOLE		1,000	0	0
CHEGG INC	NOTE 0.125% 3/1	163092AD1	10,120	11,500	PRN		SOLE		11,500	0	0
CHENGHE ACQUISITION CO	*W EXP 04/22/202	G2086M123	2	25,000	SH		SOLE		25,000	0	0
CHURCHILL CAPITAL CORP VII	COM CL A	17144M102	6,725	663,239	SH		SOLE		663,239	0	0
CLIMATEROCK	*W EXP 04/25/202	G2311X118	3	100,000	SH		SOLE		100,000	0	0
CLIMATEROCK	RIGHT 10/31/2028	G2311X134	23	200,000	SH		SOLE		200,000	0	0
CLIMATEROCK CLASS A	ORD	G2311X100	2,074	200,000	SH		SOLE		200,000	0	0
COINBASE GLOBAL INC	NOTE 0.500% 6/0	19260QAB3	14,501	22,487	PRN		SOLE		22,487	0	0
CONCORD ACQUISITION CORP III	*W EXP 99/99/999	20607V114	25	229,780	SH		SOLE		229,780	0	0
CONFLUENT INC	NOTE 1/1	20717MAB9	9,066	11,406	PRN		SOLE		11,406	0	0
CORNER GROWTH ACQUISITION CO	*W EXP 99/99/999	G2425N113	11	95,500	SH		SOLE		95,500	0	0
CORNER GROWTH ACQUISITN CORP	*W EXP 04/09/202	G2426E120	6	83,333	SH		SOLE		83,333	0	0
CRESCERA CAP ACQUISITION COR	*W EXP 11/18/202	G26507114	18	199,800	SH		SOLE		199,800	0	0
CUSTOM TRUCK ONE SOURCE INC	*W EXP 01/01/202	23204X111	70	236,449	SH		SOLE		236,449	0	0
DENALI CAPITAL ACQUISITN COR	*W EXP 03/28/202	G6256B114	36	605,000	SH		SOLE		605,000	0	0
DENALI CAPITAL ACQUISITN COR CLASS A	ORD	G6256B106	3,193	305,000	SH		SOLE		305,000	0	0
DIGITALOCEAN HLDGS INC	NOTE 12/0	25402DAB8	10,036	12,700	PRN		SOLE		12,700	0	0
DP CAP ACQUISITION CORP I	*W EXP 11/08/202	G2R05B126	0	14,168	SH		SOLE		14,168	0	0
DRAFTKINGS INC NEW	NOTE 3/1	26142RAB0	26,815	38,198	PRN		SOLE		38,198	0	0
DRAGONFLY ENERGY HOLDINGS CO	*W EXP 10/07/202	26145B114	6	50,700	SH		SOLE		50,700	0	0
DUET ACQUISITION CORP CLASS A	COM	26431Q106	1,035	100,000	SH		SOLE		100,000	0	0
ECARX HOLDINGS INC	*W EXP 12/20/202	G29201111	18	117,430	SH		SOLE		117,430	0	0
EDIFY ACQUISITION CORP	*W EXP 11/25/202	28059Q111	3	99,500	SH		SOLE		99,500	0	0
EF HUTTON ACQUISITION CORP I	COM	28201D109	5,546	540,000	SH		SOLE		540,000	0	0
EF HUTTON ACQUISITION CORP I	*W EXP 11/18/202	28201D117	27	540,000	SH		SOLE		540,000	0	0
EF HUTTON ACQUISITION CORP I	RIGHT 11/18/2027	28201D125	86	540,000	SH		SOLE		540,000	0	0
EMBRACE CHANGE ACQUISITN COR	ORDINARY SHARES	G3034H109	3,129	300,000	SH		SOLE		300,000	0	0
EMBRACE CHANGE ACQUISITN COR	*W EXP 10/25/202	G3034H125	12	300,000	SH		SOLE		300,000	0	0
EMBRACE CHANGE ACQUISITN COR	RIGHT 10/25/2026	G3034H141	32	300,000	SH		SOLE		300,000	0	0
ENTERPRISE 4.0 TEC ACQSTN CO CLASS A	ORD SHS	G3137C106	2,864	274,350	SH		SOLE		274,350	0	0
ESPERION THERAPEUTICS INC NE	NOTE 4.000%11/1	29664WAB1	8,764	21,851	PRN		SOLE		21,851	0	0
EVE MOBILITY ACQUISITION COR	*W EXP 12/31/202	G3218G117	2	34,998	SH		SOLE		34,998	0	0
EVENTBRITE INC	NOTE 5.000%12/0	29975EAB5	4,801	4,650	PRN		SOLE		4,650	0	0
EVENTBRITE INC	NOTE 0.750% 9/1	29975EAD1	11,103	14,289	PRN		SOLE		14,289	0	0
EVEREST CONSOLIDATOR ACQ COR	*W EXP 99/99/999	29978K110	4	52,315	SH		SOLE		52,315	0	0
EVO ACQUISITION CORP	*W EXP 01/04/202	30052G116	8	50,000	SH		SOLE		50,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/1	30063PAB1	1,160	1,240	PRN		SOLE		1,240	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	1,907	2,160	PRN		SOLE		2,160	0	0
EXACT SCIENCES CORP	DEBT 2.000% 3/0	30063PAD7	4,418	4,000	PRN		SOLE		4,000	0	0
EXCELFIN ACQUISITION CORP	COM CL A	30069X102	1,497	144,100	SH		SOLE		144,100	0	0
FARFETCH LTD	NOTE 3.750% 5/0	30744WAD9	1,959	2,500	PRN		SOLE		2,500	0	0
FASTLY INC	NOTE 3/1	31188VAB6	23,343	29,252	PRN		SOLE		29,252	0	0
FAZE HOLDINGS INC	*W EXP 03/01/202	31423J110	2	29,052	SH		SOLE		29,052	0	0
FEUTUNE LIGHT ACQUISITION CO	CL A COM	31561T102	859	82,458	SH		SOLE		82,458	0	0
FEUTUNE LIGHT ACQUISITION CO	*W EXP 06/01/202	31561T110	5	82,458	SH		SOLE		82,458	0	0
FEUTUNE LIGHT ACQUISITION CO	RIGHT 06/01/2029	31561T128	12	82,458	SH		SOLE		82,458	0	0
FG MERGER CORP	COMMON STOCK	30324Y101	3,387	325,000	SH		SOLE		325,000	0	0
FG MERGER CORP	*W EXP 06/17/202	30324Y119	17	243,750	SH		SOLE		243,750	0	0
FINANCIAL STRATEGIES ACQUISI	*W EXP 03/31/202	31772T115	7	195,100	SH		SOLE		195,100	0	0
FINANCIAL STRATEGIES ACQUISI	RIGHT 07/01/2023	31772T123	26	249,000	SH		SOLE		249,000	0	0
FINNOVATE ACQUISITION CORP	*W EXP 09/30/202	G3R34K111	5	262,500	SH		SOLE		262,500	0	0
FIVE9 INC	NOTE 0.500% 6/0	338307AD3	25,504	27,630	PRN		SOLE		27,630	0	0
FIVERR INTL LTD	NOTE 11/0	33835LAA3	13,778	16,500	PRN		SOLE		16,500	0	0
FOCUS IMPACT ACQUISITION COR	*W EXP 10/28/202	34417L117	6	100,050	SH		SOLE		100,050	0	0
FOCUS IMPACT ACQUISITION COR CLASS A	COM	34417L109	4,161	400,100	SH		SOLE		400,100	0	0
FORTUNE RISE ACQUISITION COR	*W EXP 12/06/202	34969G110	8	110,574	SH		SOLE		110,574	0	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	590	598	PRN		SOLE		598	0	0
FTAC EMERALD ACQUISITION COR	*W EXP 10/19/202	29103K118	26	250,000	SH		SOLE		250,000	0	0
FTAC ZEUS ACQUISITION COR	*W EXP 04/15/202	30320F114	13	440,000	SH		SOLE		440,000	0	0
FTAC ZEUS ACQUISITION COR CLASS A	COM	30320F106	3,081	300,000	SH		SOLE		300,000	0	0
FUTURE HEALTH ESG CORP	*W EXP 99/99/999	36118W110	0	7,080	SH		SOLE		7,080	0	0
FUTURETECH II ACQUISITION CO	*W EXP 08/18/202	36119D111	4	150,000	SH		SOLE		150,000	0	0
FUTURETECH II ACQUISITION CO CLASS A	COM	36119D103	1,571	150,000	SH		SOLE		150,000	0	0
G SQUARED ASCEND II INC	*W EXP 12/31/202	G42041122	1	42,509	SH		SOLE		42,509	0	0
GAMES & ESPORTS EXPRNC ACQ C	*W EXP 12/01/202	G3731J127	3	50,000	SH		SOLE		50,000	0	0
GCM GROSVENOR INC	*W EXP 11/17/202	36831E116	170	301,059	SH		SOLE		301,059	0	0
GLOBAL BLOCKCHAIN ACQUI CORP	COMMON STOCK	37961B104	4,112	400,000	SH		SOLE		400,000	0	0
GLOBAL BLOCKCHAIN ACQUI CORP	RIGHT 05/09/2027	37961B112	32	400,000	SH		SOLE		400,000	0	0
GLOBAL BLOCKCHAIN ACQUI CORP	*W EXP 05/09/202	37961B120	13	400,000	SH		SOLE		400,000	0	0
GLOBAL TECHNOLGY ACQSTN CORP	*W EXP 10/19/202	G3934N115	17	173,700	SH		SOLE		173,700	0	0
GLORY STAR NEW MED GP HLDG L	*W EXP 02/13/202	G39973113	0	84,411	SH		SOLE		84,411	0	0
GOAL ACQUISITIONS CORP	*W EXP 02/11/202	38021H115	20	425,128	SH		SOLE		425,128	0	0
GOGREEN INVESTMENTS CORP	*W EXP 05/31/202	G9461B119	70	120,200	SH		SOLE		120,200	0	0
GOSSAMER BIO INC	NOTE 5.000% 6/0	38341PAA0	2,166	7,850	PRN		SOLE		7,850	0	0
GROUPON INC	NOTE 1.125% 3/1	399473AF4	9,164	23,200	PRN		SOLE		23,200	0	0
GSR II METEORA ACQUISITN COR	RIGHT 02/24/2027	36263W113	62	73,493	SH		SOLE		73,493	0	0
GSR II METEORA ACQUISITN COR	*W EXP 02/24/202	36263W121	54	1,348,690	SH		SOLE		1,348,690	0	0
GSR II METEORA ACQUISITN COR CLASS A	COM	36263W105	8,784	848,690	SH		SOLE		848,690	0	0
HAEMONETICS CORP MASS	NOTE 3/0	405024AB6	4,225	4,950	PRN		SOLE		4,950	0	0
HCM ACQUISITION CO	*W EXP 01/20/202	G4365A127	12	175,000	SH		SOLE		175,000	0	0
HCM ACQUISITION CO CLASS A	ORD SHS	G4365A101	2,095	200,000	SH		SOLE		200,000	0	0
HEALTH CATALYST INC	NOTE 2.500% 4/1	42225TAB3	16,649	18,146	PRN		SOLE		18,146	0	0
HEALTHCARE AI ACQUISITION CO	*W EXP 99/99/999	G4373K117	16	99,949	SH		SOLE		99,949	0	0
HEALTHWELL ACQUISITION CORP	*W EXP 08/05/202	42227R117	38	500,000	SH		SOLE		500,000	0	0
HEARTLAND MEDIA ACQUISITION	*W EXP 99/99/999	42237V116	23	274,391	SH		SOLE		274,391	0	0
HHG CAPITAL CORPORATION	*W EXP 02/25/202	G4R23P129	8	123,800	SH		SOLE		123,800	0	0
HHG CAPITAL CORPORATION	RIGHT 02/25/2026	G4R23P145	12	112,030	SH		SOLE		112,030	0	0
HNR ACQUISITION CORP	COM	40472A102	3,654	350,000	SH		SOLE		350,000	0	0
HNR ACQUISITION CORP	*W EXP 02/04/202	40472A128	47	349,249	SH		SOLE		349,249	0	0
HYCROFT MINING HOLDING CORP	*W EXP 05/29/202	44862P117	1	22,500	SH		SOLE		22,500	0	0
ICONIC SPORTS ACQUISITION CO	*W EXP 10/12/202	G4712C115	37	247,430	SH		SOLE		247,430	0	0
ICONIC SPORTS ACQUISITION CO CL A	ORD SHS	G4712C107	1,733	165,000	SH		SOLE		165,000	0	0
INCEPTION GROWTH ACQUSTN LTD	*W EXP 10/15/202	45333D112	3	125,000	SH		SOLE		125,000	0	0
INCEPTION GROWTH ACQUSTN LTD	RIGHT 12/08/2026	45333D120	25	250,000	SH		SOLE		250,000	0	0
INFINERA CORP	NOTE 2.125% 9/0	45667GAC7	6,643	6,500	PRN		SOLE		6,500	0	0
INFINERA CORP	NOTE 2.500% 3/0	45667GAE3	6,739	5,500	PRN		SOLE		5,500	0	0
INFINERA CORP	DEBT 3.750% 8/0	45667GAF0	10,806	7,975	PRN		SOLE		7,975	0	0
INFINITE ACQUISITION CORP	*W EXP 11/23/202	G48028123	8	45,711	SH		SOLE		45,711	0	0
INFINT ACQUISITION CORP	*W EXP 99/99/999	G47862126	15	188,200	SH		SOLE		188,200	0	0
INNOVATIVE INTL ACQUSITIN CO	*W EXP 07/01/202	G4809M125	24	274,598	SH		SOLE		274,598	0	0
INNOVIVA INC	NOTE 2.125% 3/1	45781MAD3	5,121	6,500	PRN		SOLE		6,500	0	0
INTEGRATED RAIL AND RES ACQ	CL A COM	45827R106	13,949	1,323,438	SH		SOLE		1,323,438	0	0
INTEGRATED RAIL AND RES ACQ	*W EXP 99/99/999	45827R114	127	457,448	SH		SOLE		457,448	0	0
INTELLIGENT MEDI ACQSITN COR	*W EXP 11/05/202	45828D114	3	66,569	SH		SOLE		66,569	0	0
INTERCEPT PHARMACEUTICALS IN	NOTE 2.000% 5/1	45845PAB4	16,727	20,230	PRN		SOLE		20,230	0	0
INTL GNRL INSURANCE HLDNGS L	*W EXP 03/17/202	G4809J114	71	129,205	SH		SOLE		129,205	0	0
INVACARE CORP	NOTE 4.250% 3/1	461203AQ4	55	1,000	PRN		SOLE		1,000	0	0
INVESTCORP INDIA ACQUISTN CO	*W EXP 06/01/202	G49219127	16	212,035	SH		SOLE		212,035	0	0
INVITAE CORP	NOTE 2.000% 9/0	46185LAB9	6,965	7,875	PRN		SOLE		7,875	0	0
JACKSON ACQUISITION CO	*W EXP 99/99/999	46653C114	4	75,000	SH		SOLE		75,000	0	0
JAGUAR GLOBAL GROWTH CORP I	*W EXP 11/23/202	G5S11A130	8	97,550	SH		SOLE		97,550	0	0
JAWS MUSTANG ACQUISITION COR	*W EXP 01/30/202	G50737124	5	46,444	SH		SOLE		46,444	0	0
JUNIPER II CORP	CL A COM	48203N103	2,076	199,989	SH		SOLE		199,989	0	0
JUNIPER II CORP	*W EXP 99/99/999	48203N111	11	100,000	SH		SOLE		100,000	0	0
KAIROUS ACQUISITION CORP LTD	*W EXP 09/15/202	G52131128	7	90,000	SH		SOLE		90,000	0	0
KAIROUS ACQUISITION CORP LTD	RIGHT 09/15/2026	G52131136	27	180,000	SH		SOLE		180,000	0	0
KARYOPHARM THERAPEUTICS INC	NOTE 3.000%10/1	48576UAA4	14,531	18,744	PRN		SOLE		18,744	0	0
KEYARCH ACQUISITION CORP	*W EXP 01/24/202	G5260A112	4	95,000	SH		SOLE		95,000	0	0
KEYARCH ACQUISITION CORP	RIGHT 01/24/2027	G5260A120	24	200,000	SH		SOLE		200,000	0	0
KIMBELL TIGER ACQUISITION CO	COM CL A	49436K106	4,212	400,000	SH		SOLE		400,000	0	0
KIMBELL TIGER ACQUISITION CO	*W EXP 09/15/202	49436K114	29	200,000	SH		SOLE		200,000	0	0
LAMF GLOBAL VENTURES CORP I	*W EXP 11/05/202	G5338L124	3	93,675	SH		SOLE		93,675	0	0
LANNETT CO INC	NOTE 4.500%10/0	51602UAC2	982	9,138	PRN		SOLE		9,138	0	0
LAVORO LTD	*W EXP 02/27/202	G5391L110	150	236,580	SH		SOLE		236,580	0	0
LEARN CW INVESTMENT COR	*W EXP 10/08/202	G54157113	2	87,302	SH		SOLE		87,302	0	0
LEARN CW INVESTMENT COR CL A	ORD SHS	G54157105	1,796	174,605	SH		SOLE		174,605	0	0
LF CAPITAL ACQUISITION CORP	*W EXP 02/19/202	50202D110	20	150,000	SH		SOLE		150,000	0	0
LIV CAPITAL ACQUISITN CORP I	*W EXP 02/07/202	G5510R113	4	75,000	SH		SOLE		75,000	0	0
LIV CAPITAL ACQUISITN CORP I CLASS A	ORD SHS	G5510R105	1,044	100,000	SH		SOLE		100,000	0	0
LIVEPERSON INC	NOTE 0.750% 3/0	538146AB7	214	231	PRN		SOLE		231	0	0
LIVEPERSON INC	NOTE 12/1	538146AD3	5,100	8,500	PRN		SOLE		8,500	0	0
LUMENTUM HLDGS INC	NOTE 0.500% 6/1	55024UAF6	3,832	5,000	PRN		SOLE		5,000	0	0
LYFT INC	NOTE 1.500% 5/1	55087PAB0	3,532	4,000	PRN		SOLE		4,000	0	0
MANNKIND CORP	NOTE 2.500% 3/0	56400PAQ5	15,489	14,860	PRN		SOLE		14,860	0	0
MARATHON DIGITAL HOLDINGS IN	NOTE 1.000%12/0	565788AB2	3,105	8,000	PRN		SOLE		8,000	0	0
MEDTECH ACQUISITION CORP	*W EXP 12/22/202	58507N113	4	70,426	SH		SOLE		70,426	0	0
MESA LABS INC	NOTE 1.375% 8/1	59064RAA7	12,594	13,550	PRN		SOLE		13,550	0	0
MICROCLOUD HOLOGRAM INC	*W EXP 01/31/202	G55032125	13	108,098	SH		SOLE		108,098	0	0
MICROSTRATEGY INC	NOTE 0.750%12/1	594972AC5	7,168	7,750	PRN		SOLE		7,750	0	0
MICROSTRATEGY INC	NOTE 2/1	594972AE1	24,024	45,060	PRN		SOLE		45,060	0	0
MOBIV ACQUISITION CORP	*W EXP 07/31/202	60742N114	30	454,100	SH		SOLE		454,100	0	0
MOBIV ACQUISITION CORP CLASS A	COM	60742N106	4,734	454,100	SH		SOLE		454,100	0	0
MONTEREY CAP ACQUISITION COR	*W EXP 01/01/202	61244M117	55	792,000	SH		SOLE		792,000	0	0
MONTEREY CAP ACQUISITION COR	RIGHT 05/10/2027	61244M125	143	792,000	SH		SOLE		792,000	0	0
MONTEREY CAP ACQUISITION COR CLASS A	COM	61244M109	5,561	542,000	SH		SOLE		542,000	0	0
MORINGA ACQUISITION CORP	*W EXP 02/22/202	G6S23K124	6	62,238	SH		SOLE		62,238	0	0
MOUNTAIN & CO I ACQUISITN CO	*W EXP 09/30/202	G6301J112	10	153,100	SH		SOLE		153,100	0	0
NATIONAL VISION HLDGS INC	NOTE 2.500% 5/1	63845RAB3	2,405	2,500	PRN		SOLE		2,500	0	0
NEVRO CORP	NOTE 2.750% 4/0	64157FAC7	10,048	10,689	PRN		SOLE		10,689	0	0
NEWCOURT ACQUISITION CORP	*W EXP 01/22/202	G6448C129	10	234,200	SH		SOLE		234,200	0	0
NIO INC	NOTE 2/0	62914VAE6	2,144	2,305	PRN		SOLE		2,305	0	0
NIO INC	NOTE 0.500% 2/0	62914VAF3	25,009	31,260	PRN		SOLE		31,260	0	0
NOGIN INC	*W EXP 08/26/202	65528N113	4	157,100	SH		SOLE		157,100	0	0
NORTHERN REVIVAL ACQUISITION	*W EXP 01/31/202	G6546R119	1	18,166	SH		SOLE		18,166	0	0
NORTHVIEW ACQUISITION CORP	*W EXP 08/02/202	66718N111	18	222,500	SH		SOLE		222,500	0	0
NOVA VISION ACQUISITION CORP	*W EXP 12/31/202	G6759A118	3	87,700	SH		SOLE		87,700	0	0
NOVA VISION ACQUISITION CORP	RIGHT 12/23/2023	G6759A134	25	87,700	SH		SOLE		87,700	0	0
NOVOCURE LTD	NOTE 11/0	67011XAB9	3,903	4,489	PRN		SOLE		4,489	0	0
NUBIA BRAND INTERNATIONAL CO	*W EXP 11/16/202	67022R111	5	20,416	SH		SOLE		20,416	0	0
NUBIA BRAND INTERNATIONAL CO CLASS A	COM	67022R103	431	40,832	SH		SOLE		40,832	0	0
OAK STR HEALTH INC	NOTE 3/1	67181AAB3	5,981	6,039	PRN		SOLE		6,039	0	0
OCEAN BIOMEDICAL INC	*W EXP 02/14/202	67644C112	31	111,755	SH		SOLE		111,755	0	0
OKTA INC	NOTE 0.125% 9/0	679295AD7	2,606	2,875	PRN		SOLE		2,875	0	0
OMEROS CORP	NOTE 6.250%11/1	682143AE2	26,669	26,695	PRN		SOLE		26,695	0	0
OMEROS CORP	NOTE 5.250% 2/1	682143AG7	7,162	10,000	PRN		SOLE		10,000	0	0
OMNIAB INC	*W EXP 11/01/202	68218J111	38	68,321	SH		SOLE		68,321	0	0
OMNICELL COM	NOTE 0.250% 9/1	68213NAD1	5,729	6,200	PRN		SOLE		6,200	0	0
OMNILIT ACQUISITION CORP	*W EXP 11/08/202	68218C116	6	221,235	SH		SOLE		221,235	0	0
OMNILIT ACQUISITION CORP CLASS A	COM	68218C108	511	50,000	SH		SOLE		50,000	0	0
OPKO HEALTH INC	NOTE 4.500% 2/1	68375NAD5	10,825	11,750	PRN		SOLE		11,750	0	0
OXBRIDGE ACQUISITION CORP	*W EXP 08/04/202	G6855L117	6	93,670	SH		SOLE		93,670	0	0
OXUS ACQUISITION CORP	*W EXP 99/99/999	G6859L121	5	107,878	SH		SOLE		107,878	0	0
PAPAYA GRWT OPPORTUNITY CORP	*W EXP 12/31/202	69882P110	10	250,000	SH		SOLE		250,000	0	0
PAPAYA GRWT OPPORTUNITY CORP CLASS A	COM	69882P102	5,200	500,000	SH		SOLE		500,000	0	0
PAR TECHNOLOGY CORP	NOTE 2.875% 4/1	698884AC7	2,674	2,500	PRN		SOLE		2,500	0	0
PAR TECHNOLOGY CORP	NOTE 1.500%10/1	698884AE3	13,259	16,762	PRN		SOLE		16,762	0	0
PATRIA LATIN AMRCN OPPRNTY A	*W EXP 02/23/202	G69454117	9	100,000	SH		SOLE		100,000	0	0
PEAK BIO INC	*W EXP 10/26/202	70470P116	3	25,000	SH		SOLE		25,000	0	0
PEGASYSTEMS INC	NOTE 0.750% 3/0	705573AB9	35,864	39,840	PRN		SOLE		39,840	0	0
PELOTON INTERACTIVE INC	NOTE 2/1	70614WAB6	21,812	28,540	PRN		SOLE		28,540	0	0
PENNYMAC CORP	NOTE 5.500% 3/1	70932AAF0	8,338	9,555	PRN		SOLE		9,555	0	0
PERCEPTION CAPITAL CORP II	*W EXP 10/25/202	G7007D110	13	118,203	SH		SOLE		118,203	0	0
PERFICIENT INC	NOTE 0.125%11/1	71375UAF8	8,111	10,145	PRN		SOLE		10,145	0	0
PHOENIX BIOTECH ACQUISITION	*W EXP 09/01/202	71902K113	8	200,000	SH		SOLE		200,000	0	0
PONO CAP TWO INC	COM CL A	73245B107	2,088	200,000	SH		SOLE		200,000	0	0
PONO CAP TWO INC	*W EXP 07/31/202	73245B115	20	425,000	SH		SOLE		425,000	0	0
POWER & DIGITAL INFRASTRUCTU	*W EXP 12/09/202	73919C118	6	49,977	SH		SOLE		49,977	0	0
POWER & DIGITAL INFRASTRUCTU CLASS A	COM	73919C100	1,025	99,954	SH		SOLE		99,954	0	0
POWERUP ACQUISITION CORP	*W EXP 05/23/202	G7207P129	7	175,000	SH		SOLE		175,000	0	0
POWERUP ACQUISITION CORP CLASS A	ORDI SHS	G7207P103	1,050	100,000	SH		SOLE		100,000	0	0
PRA GROUP INC	NOTE 3.500% 6/0	69354NAB2	8,496	8,539	PRN		SOLE		8,539	0	0
PROGRESS ACQUISITION CORP	*W EXP 11/11/202	74327P113	4	72,988	SH		SOLE		72,988	0	0
PROJECT ENERGY REIMAGINED AC CLASS A	ORD	G72556106	25	2,400	SH		SOLE		2,400	0	0
PROOF ACQUISITION CORP I	*W EXP 99/99/999	74349W112	2	24,500	SH		SOLE		24,500	0	0
PROS HOLDINGS INC	NOTE 2.250% 9/1	74346YAG8	5,022	5,250	PRN		SOLE		5,250	0	0
PROSPECTOR CAPITAL CORP	*W EXP 01/11/202	G7273A113	12	127,872	SH		SOLE		127,872	0	0
PYROPHYTE ACQUISITION CORP	*W EXP 05/03/202	G7308P127	13	111,700	SH		SOLE		111,700	0	0
PYROPHYTE ACQUISITION CORP CL A	ORD SHS	G7308P101	1,051	100,000	SH		SOLE		100,000	0	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	12,189	15,058	PRN		SOLE		15,058	0	0
Q2 HLDGS INC	NOTE 0.125%11/1	74736LAF6	6,962	8,402	PRN		SOLE		8,402	0	0
RAPID7 INC	NOTE 2.250% 5/0	753422AD6	8,995	8,746	PRN		SOLE		8,746	0	0
RAPID7 INC	NOTE 0.250% 3/1	753422AF1	11,880	13,600	PRN		SOLE		13,600	0	0
RELATIVITY ACQUISITION CORP	*W EXP 12/15/202	75944B114	6	637,213	SH		SOLE		637,213	0	0
REVANCE THERAPEUTICS INC	NOTE 1.750% 2/1	761330AB5	4,001	3,249	PRN		SOLE		3,249	0	0
RF ACQUISITION CORP	*W EXP 05/01/202	74954L112	8	250,000	SH		SOLE		250,000	0	0
RF ACQUISITION CORP	RIGHT 05/01/2028	74954L120	49	325,000	SH		SOLE		325,000	0	0
RIGEL RESOURCE ACQ CORP	*W EXP 99/99/999	G7573M114	6	44,429	SH		SOLE		44,429	0	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	42,827	48,365	PRN		SOLE		48,365	0	0
ROC ENERGY ACQUISITION CORP	RIGHT 11/30/2028	77118V116	74	219,659	SH		SOLE		219,659	0	0
ROSE HILL ACQUISITION CORP	*W EXP 10/07/202	G7637J123	18	288,478	SH		SOLE		288,478	0	0
SAREPTA THERAPEUTICS INC	DEBT 1.250% 9/1	803607AC4	9,617	8,000	PRN		SOLE		8,000	0	0
SATELLOGIC INC	*W EXP 01/25/202	G7823S119	63	285,428	SH		SOLE		285,428	0	0
SEA LTD	NOTE 0.250% 9/1	81141RAG5	27,814	35,275	PRN		SOLE		35,275	0	0
SEAPORT GLOBAL ACQUISITION I	*W EXP 11/17/202	81221H113	1	24,945	SH		SOLE		24,945	0	0
SEASTAR MEDICAL HOLDING CORP	*W EXP 10/28/202	81256L112	10	124,107	SH		SOLE		124,107	0	0
SEMPER PARATUS ACQUISITION C	*W EXP 11/04/202	G8028L131	8	98,250	SH		SOLE		98,250	0	0
SHAPEWAYS HOLDINGS INC	*W EXP 09/29/202	81947T110	7	310,138	SH		SOLE		310,138	0	0
SHARECARE INC	*W EXP 07/01/202	81948W112	22	159,334	SH		SOLE		159,334	0	0
SIZZLE ACQUISITION CORP	*W EXP 11/02/202	83014E117	8	23,750	SH		SOLE		23,750	0	0
SNAP INC	NOTE 5/0	83304AAF3	27,021	36,838	PRN		SOLE		36,838	0	0
SOCIAL LEVERAGE ACQUISN CORP	*W EXP 02/17/202	83363K110	4	33,936	SH		SOLE		33,936	0	0
SOUTHLAND HLDGS INC	*W EXP 09/01/202	84445C118	41	51,732	SH		SOLE		51,732	0	0
SPLUNK INC	NOTE 1.125% 6/1	848637AF1	4,298	5,000	PRN		SOLE		5,000	0	0
SPREE ACQUISITION CORP 1 LTD	*W EXP 12/22/202	G83745128	3	100,000	SH		SOLE		100,000	0	0
SPREE ACQUISITION CORP 1 LTD CL A	ORD SHS	G83745102	5,395	517,213	SH		SOLE		517,213	0	0
SPRINGBIG HOLDINGS INC	*W EXP 06/14/202	85021Q116	2	62,706	SH		SOLE		62,706	0	0
STONEBRIDGE ACQUISITION CORP	*W EXP 03/31/202	G85094129	2	25,000	SH		SOLE		25,000	0	0
SUSTAINABLE DEVELP ACQU I CO	*W EXP 02/04/202	86934L111	4	37,500	SH		SOLE		37,500	0	0
TECHTARGET INC	NOTE 12/1	87874RAD2	2,331	3,000	PRN		SOLE		3,000	0	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	14,944	19,250	PRN		SOLE		19,250	0	0
TERRAN ORBITAL CORPORATION	*W EXP 03/25/202	88105P111	51	195,399	SH		SOLE		195,399	0	0
TG VENTURE ACQUISITION CORP	*W EXP 08/15/202	87251T117	18	399,990	SH		SOLE		399,990	0	0
TG VENTURE ACQUISITION CORP CLASS A	COM	87251T109	2,168	209,289	SH		SOLE		209,289	0	0
THE GROWTH FOR GOOD ACQU COR	*W EXP 11/12/202	G41522114	24	250,000	SH		SOLE		250,000	0	0
THE GROWTH FOR GOOD ACQU COR	RIGHT 11/12/2026	G41522130	39	300,000	SH		SOLE		300,000	0	0
THERATECHNOLOGIES INC	NOTE 5.750% 6/3	88338HAA8	8	8	PRN		SOLE		8	0	0
TKB CRITICAL TECHNOLOGIES 1	*W EXP 10/20/202	G88935120	44	291,346	SH		SOLE		291,346	0	0
TLGY ACQUISITION CORPORATION	*W EXP 11/09/202	G8656T125	6	75,000	SH		SOLE		75,000	0	0
TRAVERE THERAPEUTICS INC	NOTE 2.250% 3/0	89422GAA5	17,858	18,167	PRN		SOLE		18,167	0	0
TRICIDA INC	NOTE 3.500% 5/1	89610FAB7	2,610	26,771	PRN		SOLE		26,771	0	0
TURNING PT BRANDS INC	NOTE 2.500% 7/1	90041LAE5	2,371	2,500	PRN		SOLE		2,500	0	0
TWO HARBORS INVENTMENT CORPO	NOTE 6.250% 1/1	90187BAB7	6,856	7,889	PRN		SOLE		7,889	0	0
UNITY SOFTWARE INC	NOTE 11/1	91332UAB7	9,940	12,752	PRN		SOLE		12,752	0	0
UPHEALTH INC	*W EXP 06/08/202	91532B119	0	10,000	SH		SOLE		10,000	0	0
UPWORK INC	NOTE 0.250% 8/1	91688FAB0	1,577	2,000	PRN		SOLE		2,000	0	0
UTA ACQUISITION CORPORATION	*W EXP 10/30/202	G9473A117	15	84,500	SH		SOLE		84,500	0	0
VAHANNA TECH EDGE ACQSTN I C CLASS A	ORD	G9320Z109	1,820	174,139	SH		SOLE		174,139	0	0
VALUENCE MERGER CORP I	*W EXP 02/18/202	G9R16L118	3	75,000	SH		SOLE		75,000	0	0
VAREX IMAGING CORP	NOTE 4.000% 6/0	92214XAB2	7,770	7,015	PRN		SOLE		7,015	0	0
VERITONE INC	NOTE 1.750%11/1	92347MAB6	11,539	16,750	PRN		SOLE		16,750	0	0
VIEW INC	*W EXP 03/08/202	92671V114	2	63,833	SH		SOLE		63,833	0	0
VISCOGLIOSI BROS ACQUISTN CO	COMMON STOCK	92838K100	4,437	425,000	SH		SOLE		425,000	0	0
VISCOGLIOSI BROS ACQUISTN CO	*W EXP 03/18/202	92838K118	12	173,846	SH		SOLE		173,846	0	0
VISION SENSING ACQUISITION C	*W EXP 10/21/202	92838J111	13	243,675	SH		SOLE		243,675	0	0
WAYFAIR INC	NOTE 1.125%11/0	94419LAD3	3,652	4,200	PRN		SOLE		4,200	0	0
WAYFAIR INC	NOTE 0.625%10/0	94419LAM3	40,940	55,492	PRN		SOLE		55,492	0	0
WOLFSPEED INC	NOTE 0.250% 2/1	977852AB8	838	1,000	PRN		SOLE		1,000	0	0
XOMETRY INC	NOTE 1.000% 2/0	98423FAB5	8,420	12,563	PRN		SOLE		12,563	0	0
ZEROFOX HLDGS INC	*W EXP 08/03/202	98955G111	37	457,295	SH		SOLE		457,295	0	0