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	8	216,358	SH		SOLE		216,358	0	0
2U INC	NOTE 2.250% 5/0	90214JAB7	9,471	14,372	PRN		SOLE		14,372	0	0
2U INC	DEBT 4.500% 2/0	90214JAC5	1,648	2,500	PRN		SOLE		2,500	0	0
3D SYS CORP DEL	NOTE 11/1	88554DAD8	21,640	28,450	PRN		SOLE		28,450	0	0
7GC & CO HOLDINGS INC	*W EXP 12/28/202	81786A115	7	80,979	SH		SOLE		80,979	0	0
8X8 INC NEW	NOTE 0.500% 2/0	282914AB6	3,151	3,300	PRN		SOLE		3,300	0	0
8X8 INC NEW	NOTE 4.000% 2/0	282914AE0	3,040	3,500	PRN		SOLE		3,500	0	0
A SPAC II ACQUISITION CORP	*W EXP 10/15/202	G0543H117	11	700,000	SH		SOLE		700,000	0	0
A SPAC II ACQUISITION CORP	RIGHT 10/15/2026	G0543H133	133	1,400,000	SH		SOLE		1,400,000	0	0
ACCOLADE INC	NOTE 0.500% 4/0	00437EAB8	23,509	28,150	PRN		SOLE		28,150	0	0
ACCRETION ACQUISITION CORP	RIGHT 03/01/2028	00438Y123	38	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	7	331,054	SH		SOLE		331,054	0	0
AFFIRM HLDGS INC	NOTE 11/1	00827BAB2	19,135	25,750	PRN		SOLE		25,750	0	0
AGILETHOUGHT INC	*W EXP 08/23/202	00857F118	3	47,638	SH		SOLE		47,638	0	0
AIMFINITY INVESTMENT CORP I	*W EXP 04/21/202	G0135E126	9	200,000	SH		SOLE		200,000	0	0
AIMFINITY INVESTMENT CORP I	UNIT 04/21/2027	G0135E142	2,110	200,000	SH		SOLE		200,000	0	0
ALCHEMY INVTS ACQUISITN CORP	UNIT 11/30/2027	G0232F117	1,025	100,000	SH		SOLE		100,000	0	0
ALPHA STAR ACQUISITION CORP	*W EXP 12/13/202	G0230C116	4	360,000	SH		SOLE		360,000	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	32	100,000	SH		SOLE		100,000	0	0
AMYRIS INC	NOTE 1.500%11/1	03236MAJ0	8,746	46,030	PRN		SOLE		46,030	0	0
ANDRETTI ACQUISITION CORP	*W EXP 99/99/999	G26735129	29	383,900	SH		SOLE		383,900	0	0
APOLLOMICS INC	*W EXP 04/01/202	G0411D115	25	298,500	SH		SOLE		298,500	0	0
APPLIED OPTOELECTRONICS INC	NOTE 5.000% 3/1	03823UAB8	9,085	12,025	PRN		SOLE		12,025	0	0
APPRECIATE HOLDINGS INC	*W EXP 11/29/202	03832J114	4	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	7,452	6,500	PRN		SOLE		6,500	0	0
ARTIVION INC	NOTE 4.250% 7/0	228903AB6	21,944	20,900	PRN		SOLE		20,900	0	0
ASCENDIS PHARMA A/S	NOTE 2.250% 4/0	04351PAD3	9,193	10,075	PRN		SOLE		10,075	0	0
ATHENA TECHNOLOGY ACQ CORP I	*W EXP 10/17/202	04687C113	39	775,000	SH		SOLE		775,000	0	0
AURA FAT PROJS ACQUISITION C	*W EXP 03/31/202	G06362126	20	500,000	SH		SOLE		500,000	0	0
AURORA INNOVATION INC	*W EXP 11/03/202	051774115	6	11,228	SH		SOLE		11,228	0	0
AXIOS SUSTAINABLE GRW ACQ CO	*W EXP 99/99/999	G0703K116	5	475,101	SH		SOLE		475,101	0	0
AXIOS SUSTAINABLE GRW ACQ CO	RIGHT 99/99/9999	G0703K124	5	475,101	SH		SOLE		475,101	0	0
AXONPRIME INFRSTCTR AQSTN CO	CLASS A COM	05467C108	2,009	195,428	SH		SOLE		195,428	0	0
BANDWIDTH INC	NOTE 0.250% 3/0	05988JAB9	8,534	10,783	PRN		SOLE		10,783	0	0
BANNIX ACQUISITION CORP	*W EXP 07/31/202	066644113	13	320,484	SH		SOLE		320,484	0	0
BANNIX ACQUISITION CORP	RIGHT 07/31/2026	066644121	33	210,385	SH		SOLE		210,385	0	0
BELONG ACQUISITION CORP	CLASS A COM	08069M102	3,579	350,000	SH		SOLE		350,000	0	0
BENEFICIENT	*W EXP 06/07/202	08178Q119	10	210,024	SH		SOLE		210,024	0	0
BENSON HILL INC	*W EXP 09/29/202	082490111	61	306,928	SH		SOLE		306,928	0	0
BENTLEY SYS INC	NOTE 0.125% 1/1	08265TAB5	3,101	3,000	PRN		SOLE		3,000	0	0
BENTLEY SYS INC	NOTE 0.375% 7/0	08265TAD1	1,362	1,500	PRN		SOLE		1,500	0	0
BEYOND MEAT INC	NOTE 3/1	08862EAB5	8,668	32,607	PRN		SOLE		32,607	0	0
BIGBEAR AI HLDGS INC	*W EXP 12/08/202	08975B117	44	198,009	SH		SOLE		198,009	0	0
BIGCOMMERCE HLDGS INC	NOTE 0.250%10/0	08975PAB4	3,649	4,640	PRN		SOLE		4,640	0	0
BILANDER ACQUISITION CORP	CL A COM	09001T106	1,524	150,000	SH		SOLE		150,000	0	0
BIOPLUS ACQUISITION CORP	*W EXP 12/02/202	G11217125	15	105,069	SH		SOLE		105,069	0	0
BIORA THERAPEUTICS INC	NOTE 7.250%12/0	74319FAB3	1,199	2,200	PRN		SOLE		2,200	0	0
BITE ACQUISITION CORP	*W EXP 02/12/203	09175K113	8	100,000	SH		SOLE		100,000	0	0
BLACK MOUNTAIN ACQ CORP	*W EXP 10/15/202	09216A116	49	928,400	SH		SOLE		928,400	0	0
BLACKLINE INC	NOTE 3/1	09239BAD1	6,350	7,460	PRN		SOLE		7,460	0	0
BLOCK INC	NOTE 5/0	852234AJ2	3,075	3,700	PRN		SOLE		3,700	0	0
BLOCK INC	NOTE 0.250%11/0	852234AK9	11,046	14,310	PRN		SOLE		14,310	0	0
BLOOM ENERGY CORP	NOTE 2.500% 8/1	093712AH0	3,983	3,250	PRN		SOLE		3,250	0	0
BLUE OCEAN ACQUISITION CORP	*W EXP 12/02/202	G1330L121	9	198,750	SH		SOLE		198,750	0	0
BRIDGEBIO PHARMA INC	NOTE 2.500% 3/1	10806XAB8	6,920	8,785	PRN		SOLE		8,785	0	0
BRIDGEBIO PHARMA INC	NOTE 2.250% 2/0	10806XAD4	20,846	33,683	PRN		SOLE		33,683	0	0
BRIDGER AEROSPACE GRP HLDGS	*W EXP 01/24/202	96812F110	25	121,167	SH		SOLE		121,167	0	0
BURTECH ACQUISITION CORP	*W EXP 12/18/202	123013112	21	1,050,000	SH		SOLE		1,050,000	0	0
C5 ACQUISITION CORPORATION	*W EXP 12/31/202	12530D113	17	351,870	SH		SOLE		351,870	0	0
CACTUS ACQUISITION CORP 1 LT	*W EXP 08/17/202	G1745A124	9	215,352	SH		SOLE		215,352	0	0
CANNA GLOBAL ACQUISITION COR	*W EXP 11/30/202	13767K119	12	499,500	SH		SOLE		499,500	0	0
CANO HEALTH INC	*W EXP 06/03/202	13781Y111	17	80,948	SH		SOLE		80,948	0	0
CAPITALWORKS EMNG MKTS ACQST	*W EXP 11/19/202	G1889L126	10	137,500	SH		SOLE		137,500	0	0
CARDIO DIAGNOSTICS HOLDGS IN	*W EXP 12/01/202	14159C111	15	81,500	SH		SOLE		81,500	0	0
CARTESIAN GROWTH CORP II	CLASS A ORD	G19305112	1,067	100,000	SH		SOLE		100,000	0	0
CARTESIAN GROWTH CORP II	*W EXP 07/12/202	G19305120	10	66,666	SH		SOLE		66,666	0	0
CARTICA ACQUISITION CORP	*W EXP 04/30/202	G1995D117	5	100,000	SH		SOLE		100,000	0	0
CELULARITY INC	*W EXP 07/16/202	151190113	9	150,000	SH		SOLE		150,000	0	0
CENTURY ALUM CO	NOTE 2.750% 5/0	156431AQ1	3,719	4,794	PRN		SOLE		4,794	0	0
CF ACQUISITION CORP IV	COM CL A	12520T102	3,990	379,614	SH		SOLE		379,614	0	0
CF ACQUISITION CORP IV	*W EXP 12/31/202	12520T110	6	95,285	SH		SOLE		95,285	0	0
CF ACQUISITION CORP VII	CLASS A COM	12521H107	3,703	350,000	SH		SOLE		350,000	0	0
CF ACQUISITION CORP VIII	*W EXP 03/31/202	12520C117	19	377,370	SH		SOLE		377,370	0	0
CHEFS WHSE INC	NOTE 1.875%12/0	163086AB7	1,594	1,488	PRN		SOLE		1,488	0	0
CHEGG INC	NOTE 0.125% 3/1	163092AD1	1,329	1,500	PRN		SOLE		1,500	0	0
CHENGHE ACQUISITION CO	*W EXP 04/22/202	G2086M123	1	25,000	SH		SOLE		25,000	0	0
CLEAN EARTH ACQUISITIONS COR	*W EXP 99/99/999	184493112	2	50,000	SH		SOLE		50,000	0	0
CLEAN EARTH ACQUISITIONS COR	RIGHT 01/01/2027	184493120	13	99,800	SH		SOLE		99,800	0	0
CLIMATEROCK	*W EXP 04/25/202	G2311X118	3	100,000	SH		SOLE		100,000	0	0
CLIMATEROCK	RIGHT 10/31/2028	G2311X134	24	200,000	SH		SOLE		200,000	0	0
COHERUS BIOSCIENCES INC	NOTE 1.500% 4/1	19249HAB9	3,735	6,000	PRN		SOLE		6,000	0	0
COINBASE GLOBAL INC	NOTE 0.500% 6/0	19260QAB3	11,725	15,500	PRN		SOLE		15,500	0	0
CONCORD ACQUISITION CORP III	*W EXP 99/99/999	20607V114	5	229,780	SH		SOLE		229,780	0	0
CONFLUENT INC	NOTE 1/1	20717MAB9	2,010	2,406	PRN		SOLE		2,406	0	0
CONMED CORP	NOTE 2.250% 6/1	207410AH4	9,071	8,092	PRN		SOLE		8,092	0	0
CORNER GROWTH ACQUISITION CO	*W EXP 99/99/999	G2425N113	12	95,500	SH		SOLE		95,500	0	0
CORNER GROWTH ACQUISITN CORP	*W EXP 04/09/202	G2426E120	8	83,333	SH		SOLE		83,333	0	0
CRESCERA CAP ACQUISITION COR	*W EXP 11/18/202	G26507114	10	199,800	SH		SOLE		199,800	0	0
CUSTOM TRUCK ONE SOURCE INC	*W EXP 01/01/202	23204X111	59	236,449	SH		SOLE		236,449	0	0
CUTERA INC	NOTE 2.250% 6/0	232109AD0	6,965	11,120	PRN		SOLE		11,120	0	0
DENALI CAPITAL ACQUISITN COR	CLASS A ORD	G6256B106	3,267	305,000	SH		SOLE		305,000	0	0
DENALI CAPITAL ACQUISITN COR	*W EXP 03/28/202	G6256B114	38	605,000	SH		SOLE		605,000	0	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	6,435	6,000	PRN		SOLE		6,000	0	0
DIGITALOCEAN HLDGS INC	NOTE 12/0	25402DAB8	943	1,200	PRN		SOLE		1,200	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	1,025	2,000	PRN		SOLE		2,000	0	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	3,048	3,425	PRN		SOLE		3,425	0	0
DISH NETWORK CORPORATION	NOTE 12/1	25470MAF6	5,605	10,500	PRN		SOLE		10,500	0	0
DP CAP ACQUISITION CORP I	*W EXP 11/08/202	G2R05B126	1	14,168	SH		SOLE		14,168	0	0
DRAFTKINGS INC NEW	NOTE 3/1	26142RAB0	27,744	36,698	PRN		SOLE		36,698	0	0
DRAGONFLY ENERGY HOLDINGS CO	*W EXP 10/07/202	26145B114	8	50,700	SH		SOLE		50,700	0	0
DRILLING TOOLS INTL CORP	COM	26205E107	77	17,743	SH		SOLE		17,743	0	0
ECARX HOLDINGS INC	*W EXP 12/20/202	G29201111	9	117,430	SH		SOLE		117,430	0	0
EDIFY ACQUISITION CORP	*W EXP 11/25/202	28059Q111	4	99,500	SH		SOLE		99,500	0	0
EF HUTTON ACQUISITION CORP I	*W EXP 11/18/202	28201D117	22	540,000	SH		SOLE		540,000	0	0
EF HUTTON ACQUISITION CORP I	RIGHT 11/18/2027	28201D125	69	540,000	SH		SOLE		540,000	0	0
EMBRACE CHANGE ACQUISITN COR	ORDINARY SHARES	G3034H109	3,136	296,377	SH		SOLE		296,377	0	0
EMBRACE CHANGE ACQUISITN COR	*W EXP 10/25/202	G3034H125	6	300,000	SH		SOLE		300,000	0	0
EMBRACE CHANGE ACQUISITN COR	RIGHT 10/25/2026	G3034H141	48	300,000	SH		SOLE		300,000	0	0
ESPERION THERAPEUTICS INC NE	NOTE 4.000%11/1	29664WAB1	10,609	21,351	PRN		SOLE		21,351	0	0
EVE MOBILITY ACQUISITION COR	*W EXP 12/31/202	G3218G117	1	34,998	SH		SOLE		34,998	0	0
EVENTBRITE INC	NOTE 5.000%12/0	29975EAB5	3,998	3,650	PRN		SOLE		3,650	0	0
EVENTBRITE INC	NOTE 0.750% 9/1	29975EAD1	4,363	5,289	PRN		SOLE		5,289	0	0
EVEREST CONSOLIDATOR ACQ COR	*W EXP 99/99/999	29978K110	6	52,315	SH		SOLE		52,315	0	0
EXACT SCIENCES CORP	DEBT 2.000% 3/0	30063PAD7	5,542	4,000	PRN		SOLE		4,000	0	0
FARADAY FUTRE INTLGT ELCTR I	*W EXP 07/21/202	307359117	1	17,799	SH		SOLE		17,799	0	0
FARFETCH LTD	NOTE 3.750% 5/0	30744WAD9	2,041	2,500	PRN		SOLE		2,500	0	0
FASTLY INC	NOTE 3/1	31188VAB6	1,659	2,000	PRN		SOLE		2,000	0	0
FAZE HOLDINGS INC	*W EXP 03/01/202	31423J110	1	29,052	SH		SOLE		29,052	0	0
FEUTUNE LIGHT ACQUISITION CO	*W EXP 06/01/202	31561T110	2	82,458	SH		SOLE		82,458	0	0
FEUTUNE LIGHT ACQUISITION CO	RIGHT 06/01/2029	31561T128	9	82,458	SH		SOLE		82,458	0	0
FG MERGER CORP	COMMON STOCK	30324Y101	3,440	325,000	SH		SOLE		325,000	0	0
FG MERGER CORP	*W EXP 06/17/202	30324Y119	13	243,750	SH		SOLE		243,750	0	0
FINANCIAL STRATEGIES ACQUISI	*W EXP 03/31/202	31772T115	2	195,100	SH		SOLE		195,100	0	0
FINANCIAL STRATEGIES ACQUISI	RIGHT 07/01/2023	31772T123	12	249,000	SH		SOLE		249,000	0	0
FINNOVATE ACQUISITION CORP	*W EXP 09/30/202	G3R34K111	9	262,500	SH		SOLE		262,500	0	0
FINTECH ECOSYSTEM DEVE	*W EXP 04/01/202	318136116	2	77,300	SH		SOLE		77,300	0	0
FIVE9 INC	NOTE 0.500% 6/0	338307AD3	28,316	29,297	PRN		SOLE		29,297	0	0
FIVERR INTL LTD	NOTE 11/0	33835LAA3	18,626	21,993	PRN		SOLE		21,993	0	0
FOCUS IMPACT ACQUISITION COR	*W EXP 10/28/202	34417L117	8	100,050	SH		SOLE		100,050	0	0
FORTUNE RISE ACQUISITION COR	*W EXP 12/06/202	34969G110	6	110,574	SH		SOLE		110,574	0	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	599	598	PRN		SOLE		598	0	0
FORUM MERGER IV CORP	*W EXP 03/15/202	349875112	0	54,354	SH		SOLE		54,354	0	0
FTAC EMERALD ACQUISITION COR	*W EXP 10/19/202	29103K118	15	250,000	SH		SOLE		250,000	0	0
FTAC ZEUS ACQUISITION COR	CLASS A COM	30320F106	3,128	300,000	SH		SOLE		300,000	0	0
FTAC ZEUS ACQUISITION COR	*W EXP 04/15/202	30320F114	8	440,000	SH		SOLE		440,000	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	CLASS A COM	36119D103	1,604	150,000	SH		SOLE		150,000	0	0
FUTURETECH II ACQUISITION CO	*W EXP 08/18/202	36119D111	13	150,000	SH		SOLE		150,000	0	0
GCM GROSVENOR INC	*W EXP 11/17/202	36831E116	91	314,074	SH		SOLE		314,074	0	0
GLOBAL BLOCKCHAIN ACQUI CORP	COMMON STOCK	37961B104	4,180	400,000	SH		SOLE		400,000	0	0
GLOBAL BLOCKCHAIN ACQUI CORP	RIGHT 05/09/2027	37961B112	44	400,000	SH		SOLE		400,000	0	0
GLOBAL BLOCKCHAIN ACQUI CORP	*W EXP 05/09/202	37961B120	4	400,000	SH		SOLE		400,000	0	0
GLOBAL TECHNOLGY ACQSTN CORP	*W EXP 10/19/202	G3934N115	10	173,700	SH		SOLE		173,700	0	0
GLORY STAR NEW MED GP HLDG L	*W EXP 02/13/202	G39973113	1	84,411	SH		SOLE		84,411	0	0
GOAL ACQUISITIONS CORP	*W EXP 02/11/202	38021H115	10	425,128	SH		SOLE		425,128	0	0
GOGREEN INVESTMENTS CORP	*W EXP 05/31/202	G9461B119	98	100,200	SH		SOLE		100,200	0	0
GOSSAMER BIO INC	NOTE 5.000% 6/0	38341PAA0	6,882	22,350	PRN		SOLE		22,350	0	0
GROUPON INC	NOTE 1.125% 3/1	399473AF4	10,545	27,750	PRN		SOLE		27,750	0	0
GSR II METEORA ACQUISITN COR	RIGHT 02/24/2027	36263W113	137	43,493	SH		SOLE		43,493	0	0
GSR II METEORA ACQUISITN COR	*W EXP 02/24/202	36263W121	182	1,348,690	SH		SOLE		1,348,690	0	0
GUARDANT HEALTH INC	NOTE 11/1	40131MAB5	4,320	6,000	PRN		SOLE		6,000	0	0
HAEMONETICS CORP MASS	NOTE 3/0	405024AB6	15,028	17,558	PRN		SOLE		17,558	0	0
HCM ACQUISITION CO	*W EXP 01/20/202	G4365A127	4	175,000	SH		SOLE		175,000	0	0
HEALTH CATALYST INC	NOTE 2.500% 4/1	42225TAB3	18,970	19,626	PRN		SOLE		19,626	0	0
HEALTHCARE AI ACQUISITION CO	*W EXP 99/99/999	G4373K117	9	99,949	SH		SOLE		99,949	0	0
HEALTHWELL ACQUISITION CORP	*W EXP 08/05/202	42227R117	72	500,000	SH		SOLE		500,000	0	0
HEARTLAND MEDIA ACQUISITION	*W EXP 99/99/999	42237V116	4	274,391	SH		SOLE		274,391	0	0
HHG CAPITAL CORPORATION	*W EXP 02/25/202	G4R23P129	2	123,800	SH		SOLE		123,800	0	0
HHG CAPITAL CORPORATION	RIGHT 02/25/2026	G4R23P145	14	112,030	SH		SOLE		112,030	0	0
HNR ACQUISITION CORP	*W EXP 02/04/202	40472A128	33	349,249	SH		SOLE		349,249	0	0
HYCROFT MINING HOLDING CORP	*W EXP 05/29/202	44862P117	0	22,500	SH		SOLE		22,500	0	0
ICONIC SPORTS ACQUISITION CO	*W EXP 10/12/202	G4712C115	20	247,430	SH		SOLE		247,430	0	0
INCEPTION GROWTH ACQUSTN LTD	*W EXP 10/15/202	45333D112	5	125,000	SH		SOLE		125,000	0	0
INCEPTION GROWTH ACQUSTN LTD	RIGHT 12/08/2026	45333D120	43	250,000	SH		SOLE		250,000	0	0
INFINERA CORP	NOTE 2.500% 3/0	45667GAE3	5,112	5,500	PRN		SOLE		5,500	0	0
INFINITE ACQUISITION CORP	*W EXP 11/23/202	G48028123	6	45,711	SH		SOLE		45,711	0	0
INFINT ACQUISITION CORP	*W EXP 99/99/999	G47862126	10	188,200	SH		SOLE		188,200	0	0
INNOVATIVE INTL ACQUSITIN CO	*W EXP 07/01/202	G4809M125	17	274,598	SH		SOLE		274,598	0	0
INNOVIVA INC	NOTE 2.125% 3/1	45781MAD3	7,003	8,500	PRN		SOLE		8,500	0	0
INTEGRATED RAIL AND RES ACQ	CL A COM	45827R106	14,234	1,323,438	SH		SOLE		1,323,438	0	0
INTEGRATED RAIL AND RES ACQ	*W EXP 99/99/999	45827R114	165	444,680	SH		SOLE		444,680	0	0
INTERCEPT PHARMACEUTICALS IN	NOTE 2.000% 5/1	45845PAB4	16,269	20,230	PRN		SOLE		20,230	0	0
INTL GNRL INSURANCE HLDNGS L	*W EXP 03/17/202	G4809J114	79	129,205	SH		SOLE		129,205	0	0
INVESTCORP INDIA ACQUISTN CO	*W EXP 06/01/202	G49219127	13	212,035	SH		SOLE		212,035	0	0
INVITAE CORP	NOTE 2.000% 9/0	46185LAB9	7,025	7,875	PRN		SOLE		7,875	0	0
ITRON INC	NOTE 3/1	465741AN6	1,784	2,000	PRN		SOLE		2,000	0	0
JAGUAR GLOBAL GROWTH CORP I	*W EXP 11/23/202	G5S11A130	3	97,550	SH		SOLE		97,550	0	0
JAWS MUSTANG ACQUISITION COR	*W EXP 01/30/202	G50737124	2	46,444	SH		SOLE		46,444	0	0
JUNIPER II CORP	*W EXP 99/99/999	48203N111	3	100,000	SH		SOLE		100,000	0	0
KAIROUS ACQUISITION CORP LTD	*W EXP 09/15/202	G52131128	1	90,000	SH		SOLE		90,000	0	0
KAIROUS ACQUISITION CORP LTD	RIGHT 09/15/2026	G52131136	11	180,000	SH		SOLE		180,000	0	0
KALEYRA INC	*W EXP 11/25/202	483379111	105	751,286	SH		SOLE		751,286	0	0
KAMAN CORP	NOTE 3.250% 5/0	483548AF0	10,297	10,637	PRN		SOLE		10,637	0	0
KARYOPHARM THERAPEUTICS INC	NOTE 3.000%10/1	48576UAA4	14,296	21,494	PRN		SOLE		21,494	0	0
KEYARCH ACQUISITION CORP	*W EXP 01/24/202	G5260A112	3	95,000	SH		SOLE		95,000	0	0
KEYARCH ACQUISITION CORP	RIGHT 01/24/2027	G5260A120	29	200,000	SH		SOLE		200,000	0	0
KNIGHTSWAN ACQUISITION CORP	*W EXP 99/99/999	499103117	9	250,000	SH		SOLE		250,000	0	0
LAMF GLOBAL VENTURES CORP I	*W EXP 11/05/202	G5338L124	8	93,675	SH		SOLE		93,675	0	0
LAVORO LTD	*W EXP 02/27/202	G5391L110	177	235,863	SH		SOLE		235,863	0	0
LCI INDS	NOTE 1.125% 5/1	501812AB7	3,870	4,000	PRN		SOLE		4,000	0	0
LEARN CW INVESTMENT COR	CL A ORD SHS	G54157105	1,838	174,605	SH		SOLE		174,605	0	0
LEARN CW INVESTMENT COR	*W EXP 10/08/202	G54157113	3	87,302	SH		SOLE		87,302	0	0
LF CAPITAL ACQUISITION CORP	*W EXP 02/19/202	50202D110	8	150,000	SH		SOLE		150,000	0	0
LIV CAPITAL ACQUISITN CORP I	*W EXP 02/07/202	G5510R113	2	75,000	SH		SOLE		75,000	0	0
LIVEPERSON INC	NOTE 0.750% 3/0	538146AB7	220	231	PRN		SOLE		231	0	0
LIVEPERSON INC	NOTE 12/1	538146AD3	3,900	6,000	PRN		SOLE		6,000	0	0
LUMENTUM HLDGS INC	NOTE 0.500%12/1	55024UAD1	4,437	5,000	PRN		SOLE		5,000	0	0
MANNKIND CORP	NOTE 2.500% 3/0	56400PAQ5	22,503	21,360	PRN		SOLE		21,360	0	0
MARATHON DIGITAL HOLDINGS IN	NOTE 1.000%12/0	565788AB2	9,639	17,685	PRN		SOLE		17,685	0	0
MEDTECH ACQUISITION CORP	*W EXP 12/22/202	58507N113	3	70,426	SH		SOLE		70,426	0	0
MESA LABS INC	NOTE 1.375% 8/1	59064RAA7	10,365	11,550	PRN		SOLE		11,550	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	27,282	25,000	PRN		SOLE		25,000	0	0
MICROSTRATEGY INC	NOTE 2/1	594972AE1	28,041	42,566	PRN		SOLE		42,566	0	0
MOBIV ACQUISITION CORP	*W EXP 07/31/202	60742N114	20	454,100	SH		SOLE		454,100	0	0
MONTEREY CAP ACQUISITION COR	CLASS A COM	61244M109	440	42,000	SH		SOLE		42,000	0	0
MONTEREY CAP ACQUISITION COR	*W EXP 01/01/202	61244M117	20	792,000	SH		SOLE		792,000	0	0
MONTEREY CAP ACQUISITION COR	RIGHT 05/10/2027	61244M125	87	792,000	SH		SOLE		792,000	0	0
MORINGA ACQUISITION CORP	*W EXP 02/22/202	G6S23K124	5	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
MURPHY CANYON ACQUISITION CO	*W EXP 01/25/202	626642110	6	128,500	SH		SOLE		128,500	0	0
NATIONAL VISION HLDGS INC	NOTE 2.500% 5/1	63845RAB3	5,764	5,500	PRN		SOLE		5,500	0	0
NEOGENOMICS INC	NOTE 1.250% 5/0	64049MAA8	3,288	3,500	PRN		SOLE		3,500	0	0
NEVRO CORP	NOTE 2.750% 4/0	64157FAC7	9,889	10,702	PRN		SOLE		10,702	0	0
NEWCOURT ACQUISITION CORP	*W EXP 01/22/202	G6448C129	3	234,200	SH		SOLE		234,200	0	0
NIO INC	NOTE 2/0	62914VAE6	2,205	2,305	PRN		SOLE		2,305	0	0
NIO INC	NOTE 0.500% 2/0	62914VAF3	20,257	24,260	PRN		SOLE		24,260	0	0
NOGIN INC	*W EXP 08/26/202	65528N113	2	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	6	222,500	SH		SOLE		222,500	0	0
NOVA VISION ACQUISITION CORP	*W EXP 12/31/202	G6759A118	1	87,700	SH		SOLE		87,700	0	0
NOVA VISION ACQUISITION CORP	RIGHT 12/23/2023	G6759A134	15	87,700	SH		SOLE		87,700	0	0
NOVOCURE LTD	NOTE 11/0	67011XAB9	3,906	4,489	PRN		SOLE		4,489	0	0
NUBIA BRAND INTERNATIONAL CO	*W EXP 11/16/202	67022R111	2	20,416	SH		SOLE		20,416	0	0
OCA ACQUISITION CORP	*W EXP 01/14/202	670865112	2	49,985	SH		SOLE		49,985	0	0
OCEAN BIOMEDICAL INC	*W EXP 02/14/202	67644C112	24	111,755	SH		SOLE		111,755	0	0
OCEANTECH ACQUISITIONS I COR	*W EXP 99/99/999	675507115	16	411,595	SH		SOLE		411,595	0	0
OMEROS CORP	NOTE 6.250%11/1	682143AE2	26,949	26,795	PRN		SOLE		26,795	0	0
OMEROS CORP	NOTE 5.250% 2/1	682143AG7	7,076	10,000	PRN		SOLE		10,000	0	0
OMNIAB INC	*W EXP 11/01/202	68218J111	53	68,321	SH		SOLE		68,321	0	0
OMNILIT ACQUISITION CORP	CLASS A COM	68218C108	524	50,000	SH		SOLE		50,000	0	0
OMNILIT ACQUISITION CORP	*W EXP 11/08/202	68218C116	12	221,235	SH		SOLE		221,235	0	0
OPKO HEALTH INC	NOTE 4.500% 2/1	68375NAD5	12,103	11,750	PRN		SOLE		11,750	0	0
OXBRIDGE ACQUISITION CORP	*W EXP 08/04/202	G6855L117	4	93,670	SH		SOLE		93,670	0	0
OXUS ACQUISITION CORP	*W EXP 99/99/999	G6859L121	6	107,878	SH		SOLE		107,878	0	0
PAPAYA GRWT OPPORTUNITY CORP	*W EXP 12/31/202	69882P110	14	250,000	SH		SOLE		250,000	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	10,550	13,262	PRN		SOLE		13,262	0	0
PATRIA LATIN AMRCN OPPRNTY A	*W EXP 02/23/202	G69454117	5	100,000	SH		SOLE		100,000	0	0
PEGASYSTEMS INC	NOTE 0.750% 3/0	705573AB9	22,865	24,840	PRN		SOLE		24,840	0	0
PELOTON INTERACTIVE INC	NOTE 2/1	70614WAB6	46,942	61,547	PRN		SOLE		61,547	0	0
PENNYMAC CORP	NOTE 5.500% 3/1	70932AAF0	8,528	9,555	PRN		SOLE		9,555	0	0
PERCEPTION CAPITAL CORP II	*W EXP 10/25/202	G7007D110	12	118,203	SH		SOLE		118,203	0	0
PERFICIENT INC	NOTE 0.125%11/1	71375UAF8	7,133	8,645	PRN		SOLE		8,645	0	0
PHOENIX BIOTECH ACQUISITION	*W EXP 09/01/202	71902K113	12	200,000	SH		SOLE		200,000	0	0
PONO CAP TWO INC	*W EXP 07/31/202	73245B115	25	425,000	SH		SOLE		425,000	0	0
POWER & DIGITAL INFRASTRUCTU	*W EXP 12/09/202	73919C118	3	49,977	SH		SOLE		49,977	0	0
POWERUP ACQUISITION CORP	*W EXP 05/23/202	G7207P129	9	175,000	SH		SOLE		175,000	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	6,281	6,250	PRN		SOLE		6,250	0	0
PROSPECTOR CAPITAL CORP	*W EXP 01/11/202	G7273A113	15	127,872	SH		SOLE		127,872	0	0
PYROPHYTE ACQUISITION CORP	*W EXP 05/03/202	G7308P127	11	111,700	SH		SOLE		111,700	0	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	7,002	8,058	PRN		SOLE		8,058	0	0
Q2 HLDGS INC	NOTE 0.125%11/1	74736LAF6	7,313	8,402	PRN		SOLE		8,402	0	0
REDWOOD TRUST INC	NOTE 7.750% 6/1	758075AF2	8,790	10,387	PRN		SOLE		10,387	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	1,059	1,000	PRN		SOLE		1,000	0	0
RF ACQUISITION CORP	*W EXP 05/01/202	74954L112	4	250,000	SH		SOLE		250,000	0	0
RF ACQUISITION CORP	RIGHT 05/01/2028	74954L120	28	325,000	SH		SOLE		325,000	0	0
RIGEL RESOURCE ACQ CORP	*W EXP 99/99/999	G7573M114	5	44,429	SH		SOLE		44,429	0	0
ROSE HILL ACQUISITION CORP	*W EXP 10/07/202	G7637J123	7	288,478	SH		SOLE		288,478	0	0
SATELLOGIC INC	*W EXP 01/25/202	G7823S119	47	285,428	SH		SOLE		285,428	0	0
SEA LTD	NOTE 0.250% 9/1	81141RAG5	20,809	25,770	PRN		SOLE		25,770	0	0
SEAPORT GLOBAL ACQUISITION I	*W EXP 11/17/202	81221H113	2	24,945	SH		SOLE		24,945	0	0
SEASTAR MEDICAL HOLDING CORP	*W EXP 10/28/202	81256L112	5	124,107	SH		SOLE		124,107	0	0
SEMPER PARATUS ACQUISITION C	*W EXP 11/04/202	G8028L131	4	98,250	SH		SOLE		98,250	0	0
SHAKE SHACK INC	NOTE 3/0	819047AB7	413	504	PRN		SOLE		504	0	0
SHAPEWAYS HOLDINGS INC	*W EXP 09/29/202	81947T110	3	310,138	SH		SOLE		310,138	0	0
SHARECARE INC	*W EXP 07/01/202	81948W112	30	159,334	SH		SOLE		159,334	0	0
SIZZLE ACQUISITION CORP	*W EXP 11/02/202	83014E117	4	23,750	SH		SOLE		23,750	0	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	12,041	13,000	PRN		SOLE		13,000	0	0
SNAP INC	NOTE 5/0	83304AAF3	17,610	23,638	PRN		SOLE		23,638	0	0
SOCIAL LEVERAGE ACQUISN CORP	*W EXP 02/17/202	83363K110	6	33,936	SH		SOLE		33,936	0	0
SOUTHLAND HLDGS INC	*W EXP 09/01/202	84445C118	54	51,732	SH		SOLE		51,732	0	0
SPLUNK INC	NOTE 1.125% 6/1	848637AF1	3,761	4,335	PRN		SOLE		4,335	0	0
SPREE ACQUISITION CORP 1 LTD	*W EXP 12/22/202	G83745128	3	100,000	SH		SOLE		100,000	0	0
SPRINGBIG HOLDINGS INC	*W EXP 06/14/202	85021Q116	2	62,706	SH		SOLE		62,706	0	0
STARWOOD PPTY TR INC	NOTE 6.750% 7/1	85571BBA2	12,856	12,542	PRN		SOLE		12,542	0	0
STONEBRIDGE ACQUISITION CORP	*W EXP 03/31/202	G85094129	1	25,000	SH		SOLE		25,000	0	0
STRIDE INC	NOTE 1.125% 9/0	86333MAA6	2,884	3,000	PRN		SOLE		3,000	0	0
SUSTAINABLE DEVELP ACQU I CO	*W EXP 02/04/202	86934L111	1	37,500	SH		SOLE		37,500	0	0
TASTEMAKER ACQUISITION CORP	*W EXP 01/07/202	876545112	1	65,500	SH		SOLE		65,500	0	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	13,400	16,750	PRN		SOLE		16,750	0	0
TERRAN ORBITAL CORPORATION	*W EXP 03/25/202	88105P111	31	195,399	SH		SOLE		195,399	0	0
TG VENTURE ACQUISITION CORP	*W EXP 08/15/202	87251T117	9	399,990	SH		SOLE		399,990	0	0
THE GROWTH FOR GOOD ACQU COR	*W EXP 11/12/202	G41522114	20	250,000	SH		SOLE		250,000	0	0
THE GROWTH FOR GOOD ACQU COR	RIGHT 11/12/2026	G41522130	42	300,000	SH		SOLE		300,000	0	0
TKB CRITICAL TECHNOLOGIES 1	*W EXP 10/20/202	G88935120	8	291,346	SH		SOLE		291,346	0	0
TLGY ACQUISITION CORPORATION	*W EXP 11/09/202	G8656T125	11	75,000	SH		SOLE		75,000	0	0
TRAVERE THERAPEUTICS INC	NOTE 2.250% 3/0	89422GAA5	23,461	29,167	PRN		SOLE		29,167	0	0
TURNING PT BRANDS INC	NOTE 2.500% 7/1	90041LAE5	2,406	2,500	PRN		SOLE		2,500	0	0
TWO HARBORS INVENTMENT CORPO	NOTE 6.250% 1/1	90187BAB7	5,310	5,933	PRN		SOLE		5,933	0	0
UNITY SOFTWARE INC	NOTE 11/1	91332UAB7	5,425	6,752	PRN		SOLE		6,752	0	0
UPHEALTH INC	*W EXP 06/08/202	91532B119	0	10,000	SH		SOLE		10,000	0	0
UPSTART HLDGS INC	NOTE 0.250% 8/1	91680MAB3	1,375	2,000	PRN		SOLE		2,000	0	0
UPWORK INC	NOTE 0.250% 8/1	91688FAB0	3,260	4,000	PRN		SOLE		4,000	0	0
UTA ACQUISITION CORPORATION	*W EXP 10/30/202	G9473A117	6	84,500	SH		SOLE		84,500	0	0
VAHANNA TECH EDGE ACQSTN I C	CLASS A ORD	G9320Z109	1,855	174,139	SH		SOLE		174,139	0	0
VALUENCE MERGER CORP I	*W EXP 02/18/202	G9R16L118	6	75,000	SH		SOLE		75,000	0	0
VAREX IMAGING CORP	NOTE 4.000% 6/0	92214XAB2	2,163	1,689	PRN		SOLE		1,689	0	0
VERDE CLEAN FUELS INC	*W EXP 02/15/202	923372114	37	132,844	SH		SOLE		132,844	0	0
VERITONE INC	NOTE 1.750%11/1	92347MAB6	10,652	16,750	PRN		SOLE		16,750	0	0
VIEW INC	*W EXP 03/08/202	92671V114	1	63,833	SH		SOLE		63,833	0	0
VISCOGLIOSI BROS ACQUISTN CO	*W EXP 03/18/202	92838K118	6	173,846	SH		SOLE		173,846	0	0
VISION SENSING ACQUISITION C	*W EXP 10/21/202	92838J111	9	243,675	SH		SOLE		243,675	0	0
WAYFAIR INC	NOTE 1.000% 8/1	94419LAF8	35,114	42,430	PRN		SOLE		42,430	0	0
WAYFAIR INC	NOTE 0.625%10/0	94419LAM3	35,849	41,875	PRN		SOLE		41,875	0	0
WOLFSPEED INC	NOTE 0.250% 2/1	977852AB8	771	1,000	PRN		SOLE		1,000	0	0
XOMETRY INC	NOTE 1.000% 2/0	98423FAB5	10,639	14,063	PRN		SOLE		14,063	0	0
ZEROFOX HLDGS INC	*W EXP 08/03/202	98955G111	13	457,295	SH		SOLE		457,295	0	0