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	39	216,358	SH		SOLE		216,358	0	0
2U INC	NOTE 2.250% 5/0	90214JAB7	2,792	4,587	PRN		SOLE		4,587	0	0
2U INC	DEBT 4.500% 2/0	90214JAC5	1,374	2,500	PRN		SOLE		2,500	0	0
3D SYS CORP DEL	NOTE 11/1	88554DAD8	18,662	25,700	PRN		SOLE		25,700	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	3,609	3,759	PRN		SOLE		3,759	0	0
8X8 INC NEW	NOTE 4.000% 2/0	282914AE0	2,517	3,500	PRN		SOLE		3,500	0	0
99 ACQUISITION GROUP INC	UNIT 99/99/9999	65445K200	389	37,500	SH		SOLE		37,500	0	0
A SPAC II ACQUISITION CORP	*W EXP 10/15/202	G0543H117	22	700,000	SH		SOLE		700,000	0	0
A SPAC II ACQUISITION CORP	RIGHT 10/15/2026	G0543H133	172	1,400,000	SH		SOLE		1,400,000	0	0
ACCOLADE INC	NOTE 0.500% 4/0	00437EAB8	21,807	26,150	PRN		SOLE		26,150	0	0
ACCRETION ACQUISITION CORP	RIGHT 03/01/2028	00438Y123	23	352,268	SH		SOLE		352,268	0	0
ACRI CAPITAL ACQUISITION COR	*W EXP 02/01/202	00501A119	14	100,000	SH		SOLE		100,000	0	0
ADIT EDTECH ACQUISITION CORP	*W EXP 99/99/999	007024110	14	202,416	SH		SOLE		202,416	0	0
AETHERIUM ACQUISITION CORP	*W EXP 12/21/202	00809J119	9	331,054	SH		SOLE		331,054	0	0
AFFIRM HLDGS INC	NOTE 11/1	00827BAB2	21,797	29,025	PRN		SOLE		29,025	0	0
AGILETHOUGHT INC	*W EXP 08/23/202	00857F118	0	47,638	SH		SOLE		47,638	0	0
AIMFINITY INVESTMENT CORP I	*W EXP 04/21/202	G0135E126	10	200,000	SH		SOLE		200,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	2,088	2,000	PRN		SOLE		2,000	0	0
ALARM COM HLDGS INC	NOTE 1/1	011642AB1	3,255	3,750	PRN		SOLE		3,750	0	0
ALCHEMY INVTS ACQUISITN CORP	SHS CL A	G0232F109	1,033	100,000	SH		SOLE		100,000	0	0
ALCHEMY INVTS ACQUISITN CORP	*W EXP 11/30/202	G0232F133	9	50,000	SH		SOLE		50,000	0	0
ALNYLAM PHARMACEUTICALS INC	NOTE 1.000% 9/1	02043QAB3	4,641	5,000	PRN		SOLE		5,000	0	0
ALPHA STAR ACQUISITION CORP	*W EXP 12/13/202	G0230C116	4	360,000	SH		SOLE		360,000	0	0
ALPHA STAR ACQUISITION CORP	RIGHT 05/30/2023	G0230C132	34	335,596	SH		SOLE		335,596	0	0
ALPHATEC HLDGS INC	NOTE 0.750% 8/0	02081GAB8	2,883	3,000	PRN		SOLE		3,000	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	21	100,000	SH		SOLE		100,000	0	0
AMYRIS INC	NOTE 1.500%11/1	03236MAJ0	4,816	38,530	PRN		SOLE		38,530	0	0
ANDRETTI ACQUISITION CORP	*W EXP 99/99/999	G26735129	74	233,900	SH		SOLE		233,900	0	0
APOLLO GLOBAL MGMT INC	SER A MAND CNV	03769M304	5,218	95,000	SH		SOLE		95,000	0	0
APOLLOMICS INC	*W EXP 04/01/202	G0411D115	12	298,500	SH		SOLE		298,500	0	0
APPLIED OPTOELECTRONICS INC	NOTE 5.000% 3/1	03823UAB8	12,372	12,025	PRN		SOLE		12,025	0	0
APPRECIATE HOLDINGS INC	*W EXP 11/29/202	03832J114	1	135,266	SH		SOLE		135,266	0	0
APX ACQUISITION CORP I	*W EXP 11/30/202	G0440J125	2	50,000	SH		SOLE		50,000	0	0
ARRAY TECHNOLOGIES INC	NOTE 1.000%12/0	04271TAB6	2,286	2,000	PRN		SOLE		2,000	0	0
ARTIVION INC	NOTE 4.250% 7/0	228903AB6	21,188	20,900	PRN		SOLE		20,900	0	0
ASCENDIS PHARMA A/S	NOTE 2.250% 4/0	04351PAD3	12,016	13,075	PRN		SOLE		13,075	0	0
ATHENA TECHNOLOGY ACQ CORP I	*W EXP 10/17/202	04687C113	101	775,000	SH		SOLE		775,000	0	0
AURA FAT PROJS ACQUISITION C	*W EXP 03/31/202	G06362126	15	500,000	SH		SOLE		500,000	0	0
AURORA INNOVATION INC	*W EXP 11/03/202	051774115	4	11,228	SH		SOLE		11,228	0	0
BANDWIDTH INC	NOTE 0.250% 3/0	05988JAB9	12,554	15,594	PRN		SOLE		15,594	0	0
BANNIX ACQUISITION CORP	*W EXP 07/31/202	066644113	8	320,484	SH		SOLE		320,484	0	0
BANNIX ACQUISITION CORP	RIGHT 07/31/2026	066644121	52	210,385	SH		SOLE		210,385	0	0
BENEFICIENT	*W EXP 06/07/202	08178Q119	8	210,024	SH		SOLE		210,024	0	0
BENSON HILL INC	*W EXP 09/29/202	082490111	10	306,928	SH		SOLE		306,928	0	0
BENTLEY SYS INC	NOTE 0.125% 1/1	08265TAB5	6,290	6,500	PRN		SOLE		6,500	0	0
BENTLEY SYS INC	NOTE 0.375% 7/0	08265TAD1	433	500	PRN		SOLE		500	0	0
BEYOND MEAT INC	NOTE 3/1	08862EAB5	7,961	29,280	PRN		SOLE		29,280	0	0
BIGBEAR AI HLDGS INC	*W EXP 12/08/202	08975B117	42	93,009	SH		SOLE		93,009	0	0
BIGCOMMERCE HLDGS INC	NOTE 0.250%10/0	08975PAB4	3,692	4,640	PRN		SOLE		4,640	0	0
BIOPLUS ACQUISITION CORP	*W EXP 12/02/202	G11217125	6	105,069	SH		SOLE		105,069	0	0
BIORA THERAPEUTICS INC	NOTE 7.250%12/0	74319FAB3	1,430	2,200	PRN		SOLE		2,200	0	0
BITCOIN DEPOT INC	*W EXP 06/30/202	09174P113	168	1,145,734	SH		SOLE		1,145,734	0	0
BITE ACQUISITION CORP	*W EXP 02/12/203	09175K113	6	100,000	SH		SOLE		100,000	0	0
BLACK MOUNTAIN ACQ CORP	*W EXP 10/15/202	09216A116	44	928,400	SH		SOLE		928,400	0	0
BLACKLINE INC	NOTE 3/1	09239BAD1	3,420	3,960	PRN		SOLE		3,960	0	0
BLOCK INC	NOTE 5/0	852234AJ2	2,680	3,200	PRN		SOLE		3,200	0	0
BLOCK INC	NOTE 0.250%11/0	852234AK9	7,758	10,310	PRN		SOLE		10,310	0	0
BLOOM ENERGY CORP	NOTE 2.500% 8/1	093712AH0	3,571	3,250	PRN		SOLE		3,250	0	0
BLUE OCEAN ACQUISITION CORP	*W EXP 12/02/202	G1330L121	11	198,750	SH		SOLE		198,750	0	0
BRIDGEBIO PHARMA INC	NOTE 2.500% 3/1	10806XAB8	5,858	6,110	PRN		SOLE		6,110	0	0
BRIDGEBIO PHARMA INC	NOTE 2.250% 2/0	10806XAD4	24,052	32,083	PRN		SOLE		32,083	0	0
BRIDGER AEROSPACE GRP HLDGS	*W EXP 01/24/202	96812F110	35	121,167	SH		SOLE		121,167	0	0
BURTECH ACQUISITION CORP	*W EXP 12/18/202	123013112	24	1,050,000	SH		SOLE		1,050,000	0	0
C5 ACQUISITION CORPORATION	*W EXP 12/31/202	12530D113	13	351,870	SH		SOLE		351,870	0	0
CACTUS ACQUISITION CORP 1 LT	*W EXP 08/17/202	G1745A124	5	215,352	SH		SOLE		215,352	0	0
CANNA GLOBAL ACQUISITION COR	*W EXP 11/30/202	13767K119	9	499,500	SH		SOLE		499,500	0	0
CANO HEALTH INC	*W EXP 06/03/202	13781Y111	4	80,948	SH		SOLE		80,948	0	0
CAPITALWORKS EMNG MKTS ACQST	*W EXP 11/19/202	G1889L126	4	137,500	SH		SOLE		137,500	0	0
CARDIO DIAGNOSTICS HOLDGS IN	*W EXP 12/01/202	14159C111	3	81,500	SH		SOLE		81,500	0	0
CARTESIAN GROWTH CORP II	CLASS A ORD	G19305112	1,086	100,000	SH		SOLE		100,000	0	0
CARTESIAN GROWTH CORP II	*W EXP 07/12/202	G19305120	11	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	2	150,000	SH		SOLE		150,000	0	0
CENTURY ALUM CO	NOTE 2.750% 5/0	156431AQ1	3,297	4,794	PRN		SOLE		4,794	0	0
CERIDIAN HCM HLDG INC	NOTE 0.250% 3/1	15677JAD0	5,724	6,500	PRN		SOLE		6,500	0	0
CF ACQUISITION CORP IV	COM CL A	12520T102	4,047	379,614	SH		SOLE		379,614	0	0
CF ACQUISITION CORP IV	*W EXP 12/31/202	12520T110	5	95,285	SH		SOLE		95,285	0	0
CF ACQUISITION CORP VII	CLASS A COM	12521H107	3,745	350,000	SH		SOLE		350,000	0	0
CF ACQUISITION CORP VIII	*W EXP 03/31/202	12520C117	94	377,370	SH		SOLE		377,370	0	0
CHEFS WHSE INC	NOTE 1.875%12/0	163086AB7	1,387	1,488	PRN		SOLE		1,488	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	3	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	21	200,000	SH		SOLE		200,000	0	0
COHERUS BIOSCIENCES INC	NOTE 1.500% 4/1	19249HAB9	6,610	10,755	PRN		SOLE		10,755	0	0
COINBASE GLOBAL INC	NOTE 0.500% 6/0	19260QAB3	16,617	22,050	PRN		SOLE		22,050	0	0
CONCORD ACQUISITION CORP III	*W EXP 99/99/999	20607V114	14	229,780	SH		SOLE		229,780	0	0
CONDUIT PHARMACEUTICALS INC	*W EXP 09/22/202	20678X114	6	128,500	SH		SOLE		128,500	0	0
CORNER GROWTH ACQUISITION CO	*W EXP 99/99/999	G2425N113	8	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	1	199,800	SH		SOLE		199,800	0	0
CUSTOM TRUCK ONE SOURCE INC	*W EXP 01/01/202	23204X111	19	236,449	SH		SOLE		236,449	0	0
CUTERA INC	NOTE 2.250% 3/1	232109AB4	2,139	3,000	PRN		SOLE		3,000	0	0
CUTERA INC	NOTE 2.250% 6/0	232109AD0	8,746	15,120	PRN		SOLE		15,120	0	0
CYTOKINETICS INC	NOTE 3.500% 7/0	23282WAC4	7,212	8,500	PRN		SOLE		8,500	0	0
DENALI CAPITAL ACQUISITN COR	CLASS A ORD	G6256B106	3,340	305,000	SH		SOLE		305,000	0	0
DENALI CAPITAL ACQUISITN COR	*W EXP 03/28/202	G6256B114	36	605,000	SH		SOLE		605,000	0	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	4,714	5,000	PRN		SOLE		5,000	0	0
DIGITALOCEAN HLDGS INC	NOTE 12/0	25402DAB8	8,062	10,500	PRN		SOLE		10,500	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	1,214	2,000	PRN		SOLE		2,000	0	0
DISH NETWORK CORPORATION	NOTE 12/1	25470MAF6	3,937	5,862	PRN		SOLE		5,862	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	18,196	23,914	PRN		SOLE		23,914	0	0
DRAGONFLY ENERGY HOLDINGS CO	*W EXP 10/07/202	26145B114	6	50,700	SH		SOLE		50,700	0	0
ECARX HOLDINGS INC	*W EXP 12/20/202	G29201111	5	117,430	SH		SOLE		117,430	0	0
EDIFY ACQUISITION CORP	*W EXP 11/25/202	28059Q111	2	99,500	SH		SOLE		99,500	0	0
EF HUTTON ACQUISITION CORP I	*W EXP 11/18/202	28201D117	17	540,000	SH		SOLE		540,000	0	0
EF HUTTON ACQUISITION CORP I	RIGHT 11/18/2027	28201D125	92	540,000	SH		SOLE		540,000	0	0
ELECTRIQ PWR HLDGS INC	*W EXP 07/31/202	285046116	3	97,166	SH		SOLE		97,166	0	0
EMBRACE CHANGE ACQUISITN COR	ORDINARY SHARES	G3034H109	3,204	296,377	SH		SOLE		296,377	0	0
EMBRACE CHANGE ACQUISITN COR	*W EXP 10/25/202	G3034H125	8	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	9,298	17,851	PRN		SOLE		17,851	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	4,106	3,650	PRN		SOLE		3,650	0	0
EVENTBRITE INC	NOTE 0.750% 9/1	29975EAD1	5,738	6,789	PRN		SOLE		6,789	0	0
EVEREST CONSOLIDATOR ACQ COR	*W EXP 99/99/999	29978K110	6	27,315	SH		SOLE		27,315	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/1	30063PAB1	1,812	2,000	PRN		SOLE		2,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	2,589	3,000	PRN		SOLE		3,000	0	0
EZCORP INC	NOTE 2.375% 5/0	302301AE6	1,391	1,500	PRN		SOLE		1,500	0	0
FARADAY FUTRE INTLGT ELCTR I	*W EXP 07/21/202	307359117	0	17,799	SH		SOLE		17,799	0	0
FARFETCH LTD	NOTE 3.750% 5/0	30744WAD9	2,161	4,000	PRN		SOLE		4,000	0	0
FASTLY INC	NOTE 3/1	31188VAB6	1,712	2,000	PRN		SOLE		2,000	0	0
FAZE HOLDINGS INC	*W EXP 03/01/202	31423J110	0	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	11	82,458	SH		SOLE		82,458	0	0
FINNOVATE ACQUISITION CORP	*W EXP 09/30/202	G3R34K111	12	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	26,511	28,297	PRN		SOLE		28,297	0	0
FIVERR INTL LTD	NOTE 11/0	33835LAA3	19,148	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	9	110,574	SH		SOLE		110,574	0	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	579	598	PRN		SOLE		598	0	0
FTAC EMERALD ACQUISITION COR	*W EXP 10/19/202	29103K118	18	250,000	SH		SOLE		250,000	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	10	150,000	SH		SOLE		150,000	0	0
GCM GROSVENOR INC	*W EXP 11/17/202	36831E116	97	314,074	SH		SOLE		314,074	0	0
GEO CORRECTIONS HOLDINGS INC	NOTE 6.500% 2/2	36166WAB9	20,572	17,320	PRN		SOLE		17,320	0	0
GLOBAL BLOCKCHAIN ACQUI CORP	RIGHT 05/09/2027	37961B112	73	400,000	SH		SOLE		400,000	0	0
GLOBAL BLOCKCHAIN ACQUI CORP	*W EXP 05/09/202	37961B120	12	400,000	SH		SOLE		400,000	0	0
GLOBAL TECHNOLGY ACQSTN CORP	*W EXP 10/19/202	G3934N115	7	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	12	425,128	SH		SOLE		425,128	0	0
GOSSAMER BIO INC	NOTE 5.000% 6/0	38341PAA0	8,687	21,850	PRN		SOLE		21,850	0	0
GROUPON INC	NOTE 1.125% 3/1	399473AF4	16,359	27,800	PRN		SOLE		27,800	0	0
GUARDANT HEALTH INC	NOTE 11/1	40131MAB5	8,350	12,000	PRN		SOLE		12,000	0	0
HAEMONETICS CORP MASS	NOTE 3/0	405024AB6	12,660	14,558	PRN		SOLE		14,558	0	0
HALOZYME THERAPEUTICS INC	NOTE 1.000% 8/1	40637HAF6	1,872	2,000	PRN		SOLE		2,000	0	0
HCM ACQUISITION CO	*W EXP 01/20/202	G4365A127	3	175,000	SH		SOLE		175,000	0	0
HEALTH CATALYST INC	NOTE 2.500% 4/1	42225TAB3	18,665	19,626	PRN		SOLE		19,626	0	0
HEALTHCARE AI ACQUISITION CO	*W EXP 12/07/202	G4373K117	4	99,949	SH		SOLE		99,949	0	0
HEALTHWELL ACQUISITION CORP	*W EXP 08/05/202	42227R117	7	500,000	SH		SOLE		500,000	0	0
HHG CAPITAL CORPORATION	*W EXP 02/25/202	G4R23P129	9	123,800	SH		SOLE		123,800	0	0
HHG CAPITAL CORPORATION	RIGHT 02/25/2026	G4R23P145	20	90,941	SH		SOLE		90,941	0	0
HNR ACQUISITION CORP	*W EXP 02/04/202	40472A128	66	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	1	247,430	SH		SOLE		247,430	0	0
INCEPTION GROWTH ACQUSTN LTD	*W EXP 10/15/202	45333D112	13	125,000	SH		SOLE		125,000	0	0
INCEPTION GROWTH ACQUSTN LTD	RIGHT 12/08/2026	45333D120	45	250,000	SH		SOLE		250,000	0	0
INFINERA CORP	NOTE 2.500% 3/0	45667GAE3	4,887	5,500	PRN		SOLE		5,500	0	0
INFINITE ACQUISITION CORP	*W EXP 11/23/202	G48028123	2	45,711	SH		SOLE		45,711	0	0
INFINT ACQUISITION CORP	*W EXP 99/99/999	G47862126	8	188,200	SH		SOLE		188,200	0	0
INNOVATIVE INTL ACQUSITIN CO	*W EXP 07/01/202	G4809M125	18	274,598	SH		SOLE		274,598	0	0
INNOVIVA INC	NOTE 2.125% 3/1	45781MAD3	3,705	4,500	PRN		SOLE		4,500	0	0
INSMED INC	NOTE 0.750% 6/0	457669AB5	12,072	12,133	PRN		SOLE		12,133	0	0
INTEGRATED RAIL AND RES ACQ	CL A COM	45827R106	14,399	1,323,438	SH		SOLE		1,323,438	0	0
INTEGRATED RAIL AND RES ACQ	*W EXP 99/99/999	45827R114	96	382,397	SH		SOLE		382,397	0	0
INTERCEPT PHARMACEUTICALS IN	NOTE 2.000% 5/1	45845PAB4	22,612	23,076	PRN		SOLE		23,076	0	0
INTERDIGITAL INC	NOTE 3.500% 6/0	45867GAD3	4,130	3,500	PRN		SOLE		3,500	0	0
INVESTCORP INDIA ACQUISTN CO	*W EXP 06/01/202	G49219127	15	212,035	SH		SOLE		212,035	0	0
INVITAE CORP	NOTE 2.000% 9/0	46185LAB9	6,930	7,875	PRN		SOLE		7,875	0	0
ITRON INC	NOTE 3/1	465741AN6	2,368	2,746	PRN		SOLE		2,746	0	0
JAGUAR GLOBAL GROWTH CORP I	*W EXP 11/23/202	G5S11A130	9	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
JETAI INC	*W EXP 07/26/202	47714H118	5	93,670	SH		SOLE		93,670	0	0
JOHN BEAN TECHNOLOGIES CORP	NOTE 0.250% 5/1	477839AB0	2,709	3,000	PRN		SOLE		3,000	0	0
JUNIPER II CORP	*W EXP 99/99/999	48203N111	0	100,000	SH		SOLE		100,000	0	0
KAIROUS ACQUISITION CORP LTD	*W EXP 09/15/202	G52131128	2	90,000	SH		SOLE		90,000	0	0
KAIROUS ACQUISITION CORP LTD	RIGHT 09/15/2026	G52131136	14	180,000	SH		SOLE		180,000	0	0
KALEYRA INC	*W EXP 11/25/202	483379111	72	751,286	SH		SOLE		751,286	0	0
KAMAN CORP	NOTE 3.250% 5/0	483548AF0	10,207	10,488	PRN		SOLE		10,488	0	0
KARYOPHARM THERAPEUTICS INC	NOTE 3.000%10/1	48576UAA4	13,329	21,494	PRN		SOLE		21,494	0	0
KEEN VISION ACQUISITION CORP	SHS	G52443119	31	3,092	SH		SOLE		3,092	0	0
KEEN VISION ACQUISITION CORP	*W EXP 03/15/202	G52443127	0	3,092	SH		SOLE		3,092	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
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	9	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	3,740	4,000	PRN		SOLE		4,000	0	0
LEARN CW INVESTMENT COR	CL A ORD SHS	G54157105	1,861	174,605	SH		SOLE		174,605	0	0
LEARN CW INVESTMENT COR	*W EXP 10/08/202	G54157113	2	87,302	SH		SOLE		87,302	0	0
LF CAPITAL ACQUISITION CORP	*W EXP 02/19/202	50202D110	1	150,000	SH		SOLE		150,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 2.250% 8/1	531229AQ5	3,429	3,500	PRN		SOLE		3,500	0	0
LIV CAPITAL ACQUISITN CORP I	*W EXP 02/07/202	G5510R113	3	75,000	SH		SOLE		75,000	0	0
LIVEPERSON INC	NOTE 0.750% 3/0	538146AB7	222	231	PRN		SOLE		231	0	0
LIVEPERSON INC	NOTE 12/1	538146AD3	4,552	6,000	PRN		SOLE		6,000	0	0
LUMENTUM HLDGS INC	NOTE 0.500% 6/1	55024UAF6	2,566	3,500	PRN		SOLE		3,500	0	0
MANNKIND CORP	NOTE 2.500% 3/0	56400PAQ5	23,825	22,610	PRN		SOLE		22,610	0	0
MARATHON DIGITAL HOLDINGS IN	NOTE 1.000%12/0	565788AB2	21,142	29,498	PRN		SOLE		29,498	0	0
MESA LABS INC	NOTE 1.375% 8/1	59064RAA7	10,417	11,550	PRN		SOLE		11,550	0	0
MICROCLOUD HOLOGRAM INC	*W EXP 01/31/202	G55032125	4	108,098	SH		SOLE		108,098	0	0
MICROSTRATEGY INC	NOTE 0.750%12/1	594972AC5	21,605	20,000	PRN		SOLE		20,000	0	0
MICROSTRATEGY INC	NOTE 2/1	594972AE1	24,843	35,566	PRN		SOLE		35,566	0	0
MITEK SYS INC	NOTE 0.750% 2/0	606710AA9	3,925	4,500	PRN		SOLE		4,500	0	0
MOBIV ACQUISITION CORP	*W EXP 07/31/202	60742N114	32	454,100	SH		SOLE		454,100	0	0
MONTEREY CAP ACQUISITION COR	CLASS A COM	61244M109	446	42,000	SH		SOLE		42,000	0	0
MONTEREY CAP ACQUISITION COR	*W EXP 01/01/202	61244M117	32	792,000	SH		SOLE		792,000	0	0
MONTEREY CAP ACQUISITION COR	RIGHT 05/10/2027	61244M125	170	777,600	SH		SOLE		777,600	0	0
MORINGA ACQUISITION CORP	*W EXP 02/22/202	G6S23K124	2	62,238	SH		SOLE		62,238	0	0
MOUNTAIN & CO I ACQUISITN CO	*W EXP 09/30/202	G6301J112	23	153,100	SH		SOLE		153,100	0	0
NEVRO CORP	NOTE 2.750% 4/0	64157FAC7	10,207	10,702	PRN		SOLE		10,702	0	0
NEWCOURT ACQUISITION CORP	*W EXP 01/22/202	G6448C129	6	234,200	SH		SOLE		234,200	0	0
NIO INC	NOTE 2/0	62914VAE6	972	1,000	PRN		SOLE		1,000	0	0
NIO INC	NOTE 0.500% 2/0	62914VAF3	14,678	16,767	PRN		SOLE		16,767	0	0
NOGIN INC	*W EXP 08/26/202	65528N113	3	157,100	SH		SOLE		157,100	0	0
NORTHERN REVIVAL ACQUISITION	*W EXP 01/31/202	G6546R119	0	18,166	SH		SOLE		18,166	0	0
NORTHVIEW ACQUISITION CORP	*W EXP 08/02/202	66718N111	8	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	19	87,700	SH		SOLE		87,700	0	0
NOVOCURE LTD	NOTE 11/0	67011XAB9	2,575	2,989	PRN		SOLE		2,989	0	0
NUBIA BRAND INTERNATIONAL CO	*W EXP 11/16/202	67022R111	2	20,416	SH		SOLE		20,416	0	0
NUTANIX INC	NOTE 0.250%10/0	67059NAH1	1,795	2,000	PRN		SOLE		2,000	0	0
OCA ACQUISITION CORP	*W EXP 01/14/202	670865112	3	49,985	SH		SOLE		49,985	0	0
OCEAN BIOMEDICAL INC	*W EXP 02/14/202	67644C112	17	111,755	SH		SOLE		111,755	0	0
OCEANTECH ACQUISITIONS I COR	*W EXP 99/99/999	675507115	11	411,595	SH		SOLE		411,595	0	0
OMEROS CORP	NOTE 6.250%11/1	682143AE2	26,728	26,795	PRN		SOLE		26,795	0	0
OMEROS CORP	NOTE 5.250% 2/1	682143AG7	7,260	12,000	PRN		SOLE		12,000	0	0
OMNILIT ACQUISITION CORP	CLASS A COM	68218C108	212	20,000	SH		SOLE		20,000	0	0
OMNILIT ACQUISITION CORP	*W EXP 11/08/202	68218C116	10	221,235	SH		SOLE		221,235	0	0
OPKO HEALTH INC	NOTE 4.500% 2/1	68375NAD5	11,554	11,750	PRN		SOLE		11,750	0	0
OXUS ACQUISITION CORP	*W EXP 99/99/999	G6859L121	19	107,878	SH		SOLE		107,878	0	0
PAPAYA GRWT OPPORTUNITY CORP	*W EXP 12/31/202	69882P110	15	250,000	SH		SOLE		250,000	0	0
PAR TECHNOLOGY CORP	NOTE 2.875% 4/1	698884AC7	2,831	2,500	PRN		SOLE		2,500	0	0
PAR TECHNOLOGY CORP	NOTE 1.500%10/1	698884AE3	10,175	12,262	PRN		SOLE		12,262	0	0
PATRIA LATIN AMRCN OPPRNTY A	*W EXP 02/23/202	G69454117	6	100,000	SH		SOLE		100,000	0	0
PEGASYSTEMS INC	NOTE 0.750% 3/0	705573AB9	21,597	23,565	PRN		SOLE		23,565	0	0
PELOTON INTERACTIVE INC	NOTE 2/1	70614WAB6	47,033	62,141	PRN		SOLE		62,141	0	0
PENNYMAC CORP	NOTE 5.500% 3/1	70932AAF0	9,078	9,983	PRN		SOLE		9,983	0	0
PERCEPTION CAPITAL CORP II	*W EXP 10/25/202	G7007D110	11	118,203	SH		SOLE		118,203	0	0
PERFICIENT INC	NOTE 0.125%11/1	71375UAF8	5,550	6,895	PRN		SOLE		6,895	0	0
PETIQ INC	NOTE 4.000% 6/0	71639TAB2	3,949	4,000	PRN		SOLE		4,000	0	0
PHOENIX BIOTECH ACQUISITION	*W EXP 09/01/202	71902K113	14	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	5	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
PRIVETERRA ACQUISITION CORP	*W EXP 01/07/202	876545112	3	65,500	SH		SOLE		65,500	0	0
PROOF ACQUISITION CORP I	*W EXP 99/99/999	74349W112	3	24,500	SH		SOLE		24,500	0	0
PROS HOLDINGS INC	NOTE 2.250% 9/1	74346YAG8	5,018	4,750	PRN		SOLE		4,750	0	0
PROSPECTOR CAPITAL CORP	*W EXP 01/11/202	G7273A113	7	127,872	SH		SOLE		127,872	0	0
PTC THERAPEUTICS INC	NOTE 1.500% 9/1	69366JAD3	7,159	9,000	PRN		SOLE		9,000	0	0
PYROPHYTE ACQUISITION CORP	*W EXP 05/03/202	G7308P127	7	111,700	SH		SOLE		111,700	0	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	8,397	9,558	PRN		SOLE		9,558	0	0
Q2 HLDGS INC	NOTE 0.125%11/1	74736LAF6	5,205	5,902	PRN		SOLE		5,902	0	0
REDWOOD TRUST INC	NOTE 7.750% 6/1	758075AF2	11,218	12,387	PRN		SOLE		12,387	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	14,728	18,242	PRN		SOLE		18,242	0	0
RF ACQUISITION CORP	*W EXP 05/01/202	74954L112	7	250,000	SH		SOLE		250,000	0	0
RF ACQUISITION CORP	RIGHT 05/01/2028	74954L120	36	325,000	SH		SOLE		325,000	0	0
RIGEL RESOURCE ACQ CORP	*W EXP 99/99/999	G7573M114	7	44,429	SH		SOLE		44,429	0	0
ROSE HILL ACQUISITION CORP	*W EXP 10/07/202	G7637J123	14	288,478	SH		SOLE		288,478	0	0
ROTH CH ACQUISITION CO	*W EXP 10/20/202	G88935120	24	291,346	SH		SOLE		291,346	0	0
SAREPTA THERAPEUTICS INC	NOTE 1.250% 9/1	803607AD2	24,565	21,911	PRN		SOLE		21,911	0	0
SATELLOGIC INC	*W EXP 01/25/202	G7823S119	24	285,428	SH		SOLE		285,428	0	0
SEA LTD	NOTE 0.250% 9/1	81141RAG5	25,830	32,270	PRN		SOLE		32,270	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	2	124,107	SH		SOLE		124,107	0	0
SEMPER PARATUS ACQUISITION C	*W EXP 11/04/202	G8028L131	5	98,250	SH		SOLE		98,250	0	0
SHAKE SHACK INC	NOTE 3/0	819047AB7	2,240	3,013	PRN		SOLE		3,013	0	0
SHAPEWAYS HOLDINGS INC	*W EXP 09/29/202	81947T110	2	310,138	SH		SOLE		310,138	0	0
SHARECARE INC	*W EXP 07/01/202	81948W112	5	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	20,654	23,500	PRN		SOLE		23,500	0	0
SNAP INC	NOTE 5/0	83304AAF3	10,150	13,638	PRN		SOLE		13,638	0	0
SNAP INC	NOTE 0.125% 3/0	83304AAH9	12,565	18,088	PRN		SOLE		18,088	0	0
SOCIAL LEVERAGE ACQUISN CORP	*W EXP 02/17/202	83363K110	2	33,936	SH		SOLE		33,936	0	0
SOLAREDGE TECHNOLOGIES INC	NOTE 9/1	83417MAD6	5,764	6,310	PRN		SOLE		6,310	0	0
SOUTHLAND HLDGS INC	*W EXP 02/14/202	84445C118	34	51,732	SH		SOLE		51,732	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	0	62,706	SH		SOLE		62,706	0	0
STARWOOD PPTY TR INC	NOTE 6.750% 7/1	85571BBA2	7,744	7,542	PRN		SOLE		7,542	0	0
STONEBRIDGE ACQUISITION CORP	*W EXP 03/31/202	G85094129	1	25,000	SH		SOLE		25,000	0	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	13,290	16,611	PRN		SOLE		16,611	0	0
TERRAN ORBITAL CORPORATION	*W EXP 03/25/202	88105P111	29	195,399	SH		SOLE		195,399	0	0
TG VENTURE ACQUISITION CORP	*W EXP 08/15/202	87251T117	13	399,990	SH		SOLE		399,990	0	0
TILRAY BRANDS INC	NOTE 5.200% 6/1	88688TAC4	13,973	12,300	PRN		SOLE		12,300	0	0
TLGY ACQUISITION CORPORATION	*W EXP 11/09/202	G8656T125	3	75,000	SH		SOLE		75,000	0	0
TRAVERE THERAPEUTICS INC	NOTE 2.250% 3/0	89422GAA5	26,722	41,167	PRN		SOLE		41,167	0	0
TRISALUS LIFE SCIENCES INC	*W EXP 08/10/202	89680M119	27	70,426	SH		SOLE		70,426	0	0
TURNING PT BRANDS INC	NOTE 2.500% 7/1	90041LAE5	2,405	2,500	PRN		SOLE		2,500	0	0
TWO HARBORS INVENTMENT CORPO	NOTE 6.250% 1/1	90187BAB7	2,938	3,183	PRN		SOLE		3,183	0	0
UNITY SOFTWARE INC	NOTE 11/1	91332UAB7	7,351	9,252	PRN		SOLE		9,252	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	1,330	2,000	PRN		SOLE		2,000	0	0
UPWORK INC	NOTE 0.250% 8/1	91688FAB0	5,633	6,800	PRN		SOLE		6,800	0	0
VALUENCE MERGER CORP I	*W EXP 02/18/202	G9R16L118	4	75,000	SH		SOLE		75,000	0	0
VERDE CLEAN FUELS INC	*W EXP 02/15/202	923372114	29	132,844	SH		SOLE		132,844	0	0
VERITONE INC	NOTE 1.750%11/1	92347MAB6	7,535	21,250	PRN		SOLE		21,250	0	0
VIEW INC	*W EXP 03/08/202	92671V114	1	63,833	SH		SOLE		63,833	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	38,684	47,295	PRN		SOLE		47,295	0	0
WAYFAIR INC	NOTE 0.625%10/0	94419LAM3	38,845	44,875	PRN		SOLE		44,875	0	0
WAYFAIR INC	NOTE 3.250% 9/1	94419LAP6	15,396	12,750	PRN		SOLE		12,750	0	0
WOLFSPEED INC	NOTE 0.250% 2/1	977852AB8	338	500	PRN		SOLE		500	0	0
XOMETRY INC	NOTE 1.000% 2/0	98423FAB5	18,688	25,713	PRN		SOLE		25,713	0	0
ZEROFOX HLDGS INC	*W EXP 08/03/202	98955G111	18	457,295	SH		SOLE		457,295	0	0
ZIFF DAVIS INC	NOTE 1.750%11/0	48123VAE2	1,291	1,400	PRN		SOLE		1,400	0	0
ZTO EXPRESS CAYMAN INC	NOTE 1.500% 9/0	98980AAB1	1,814	1,875	PRN		SOLE		1,875	0	0