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	12	216,358	SH		SOLE		216,358	0	0
2U INC	DEBT 4.500% 2/0	90214JAC5	948	2,500	PRN		SOLE		2,500	0	0
3D SYS CORP DEL	NOTE 11/1	88554DAD8	35,758	46,712	PRN		SOLE		46,712	0	0
8X8 INC NEW	NOTE 0.500% 2/0	282914AB6	3,721	3,759	PRN		SOLE		3,759	0	0
8X8 INC NEW	NOTE 4.000% 2/0	282914AE0	3,035	3,500	PRN		SOLE		3,500	0	0
99 ACQUISITION GROUP INC	CL A	65445K101	382	37,500	SH		SOLE		37,500	0	0
99 ACQUISITION GROUP INC	*W EXP 08/25/202	65445K119	1	37,500	SH		SOLE		37,500	0	0
99 ACQUISITION GROUP INC	RIGHT 08/25/2028	65445K127	6	37,500	SH		SOLE		37,500	0	0
A SPAC II ACQUISITION CORP	*W EXP 10/15/202	G0543H117	5	700,000	SH		SOLE		700,000	0	0
A SPAC II ACQUISITION CORP	RIGHT 10/15/2026	G0543H133	126	1,400,000	SH		SOLE		1,400,000	0	0
ACRI CAPITAL ACQUISITION COR	*W EXP 02/01/202	00501A119	8	100,000	SH		SOLE		100,000	0	0
ADIT EDTECH ACQUISITION CORP	*W EXP 99/99/999	007024110	17	202,416	SH		SOLE		202,416	0	0
AETHERIUM ACQUISITION CORP	*W EXP 12/21/202	00809J119	13	331,054	SH		SOLE		331,054	0	0
AFFIRM HLDGS INC	NOTE 11/1	00827BAB2	25,354	30,825	PRN		SOLE		30,825	0	0
AIMFINITY INVESTMENT CORP I	*W EXP 04/21/202	G0135E126	8	200,000	SH		SOLE		200,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	2,237	2,000	PRN		SOLE		2,000	0	0
ALARM COM HLDGS INC	NOTE 1/1	011642AB1	7,805	8,750	PRN		SOLE		8,750	0	0
ALCHEMY INVTS ACQUISITN CORP	SHS CL A	G0232F109	1,061	100,000	SH		SOLE		100,000	0	0
ALCHEMY INVTS ACQUISITN CORP	*W EXP 11/30/202	G0232F133	8	50,000	SH		SOLE		50,000	0	0
ALNYLAM PHARMACEUTICALS INC	NOTE 1.000% 9/1	02043QAB3	6,913	7,000	PRN		SOLE		7,000	0	0
ALPHA STAR ACQUISITION CORP	*W EXP 12/13/202	G0230C116	3	360,000	SH		SOLE		360,000	0	0
ALPHA STAR ACQUISITION CORP	RIGHT 05/30/2023	G0230C132	26	335,596	SH		SOLE		335,596	0	0
ALPHATEC HLDGS INC	NOTE 0.750% 8/0	02081GAB8	26,513	25,000	PRN		SOLE		25,000	0	0
ALSET CAPITAL ACQUISITION CO	*W EXP 01/31/202	02115M117	1	50,000	SH		SOLE		50,000	0	0
ALSET CAPITAL ACQUISITION CO	RIGHT 01/31/2027	02115M125	11	50,000	SH		SOLE		50,000	0	0
ALTERNUS CLEAN ENERGY INC	CLASS A COM	02157G101	15	9,980	SH		SOLE		9,980	0	0
ANDRETTI ACQUISITION CORP	*W EXP 99/99/999	G26735129	60	233,900	SH		SOLE		233,900	0	0
APOLLOMICS INC	*W EXP 04/01/202	G0411D115	7	298,500	SH		SOLE		298,500	0	0
APX ACQUISITION CORP I	*W EXP 11/30/202	G0440J125	3	50,000	SH		SOLE		50,000	0	0
ARBOR REALTY TRUST INC	NOTE 7.500% 8/0	038923BA5	10,700	10,500	PRN		SOLE		10,500	0	0
ARRAY TECHNOLOGIES INC	NOTE 1.000%12/0	04271TAB6	987	1,000	PRN		SOLE		1,000	0	0
ARTIVION INC	NOTE 4.250% 7/0	228903AB6	23,352	21,900	PRN		SOLE		21,900	0	0
ASCENDIS PHARMA A/S	NOTE 2.250% 4/0	04351PAD3	17,545	17,075	PRN		SOLE		17,075	0	0
ATHENA TECHNOLOGY ACQ CORP I	*W EXP 10/17/202	04687C113	19	775,000	SH		SOLE		775,000	0	0
AURA FAT PROJS ACQUISITION C	*W EXP 03/31/202	G06362126	8	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
BANDWIDTH INC	NOTE 0.250% 3/0	05988JAB9	24,211	29,081	PRN		SOLE		29,081	0	0
BANNIX ACQUISITION CORP	*W EXP 07/31/202	066644113	4	320,484	SH		SOLE		320,484	0	0
BANNIX ACQUISITION CORP	RIGHT 07/31/2026	066644121	57	210,385	SH		SOLE		210,385	0	0
BANZAI INTERNATIONAL INC	*W EXP 12/14/202	06682J118	4	80,979	SH		SOLE		80,979	0	0
BENEFICIENT	*W EXP 06/07/202	08178Q119	2	210,024	SH		SOLE		210,024	0	0
BENTLEY SYS INC	NOTE 0.125% 1/1	08265TAB5	4,469	4,500	PRN		SOLE		4,500	0	0
BENTLEY SYS INC	NOTE 0.375% 7/0	08265TAD1	450	500	PRN		SOLE		500	0	0
BEYOND MEAT INC	NOTE 3/1	08862EAB5	5,639	30,480	PRN		SOLE		30,480	0	0
BIGBEAR AI HLDGS INC	*W EXP 12/08/202	08975B117	31	93,009	SH		SOLE		93,009	0	0
BIGCOMMERCE HLDGS INC	NOTE 0.250%10/0	08975PAB4	3,666	4,640	PRN		SOLE		4,640	0	0
BILL HOLDINGS INC	NOTE 4/0	090043AD2	8,752	10,500	PRN		SOLE		10,500	0	0
BIORA THERAPEUTICS INC	NOTE 7.250%12/0	74319FAB3	3,322	5,625	PRN		SOLE		5,625	0	0
BITCOIN DEPOT INC	*W EXP 06/30/202	09174P113	166	1,145,734	SH		SOLE		1,145,734	0	0
BITE ACQUISITION CORP	*W EXP 02/12/203	09175K113	3	100,000	SH		SOLE		100,000	0	0
BLACKLINE INC	NOTE 3/1	09239BAD1	3,001	3,362	PRN		SOLE		3,362	0	0
BLOCK INC	NOTE 5/0	852234AJ2	4,573	5,200	PRN		SOLE		5,200	0	0
BLOCK INC	NOTE 0.250%11/0	852234AK9	8,519	10,310	PRN		SOLE		10,310	0	0
BLUE OCEAN ACQUISITION CORP	*W EXP 12/02/202	G1330L121	4	198,750	SH		SOLE		198,750	0	0
BRIDGEBIO PHARMA INC	NOTE 2.500% 3/1	10806XAB8	133	110	PRN		SOLE		110	0	0
BRIDGEBIO PHARMA INC	NOTE 2.250% 2/0	10806XAD4	21,368	25,083	PRN		SOLE		25,083	0	0
BRIDGER AEROSPACE GRP HLDGS	*W EXP 01/24/202	96812F110	26	121,167	SH		SOLE		121,167	0	0
BURTECH ACQUISITION CORP	*W EXP 12/18/202	123013112	95	1,050,000	SH		SOLE		1,050,000	0	0
CACTUS ACQUISITION CORP 1 LT	*W EXP 08/17/202	G1745A124	6	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
CAPITALWORKS EMNG MKTS ACQST	*W EXP 11/19/202	G1889L126	3	137,500	SH		SOLE		137,500	0	0
CARDIO DIAGNOSTICS HOLDGS IN	*W EXP 12/01/202	14159C111	14	81,500	SH		SOLE		81,500	0	0
CARDLYTICS INC	NOTE 1.000% 9/1	14161WAB1	6,563	10,500	PRN		SOLE		10,500	0	0
CARTESIAN GROWTH CORP II	*W EXP 07/12/202	G19305120	9	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	6	150,000	SH		SOLE		150,000	0	0
CENTURY ALUM CO	NOTE 2.750% 5/0	156431AQ1	16,189	18,548	PRN		SOLE		18,548	0	0
CERIDIAN HCM HLDG INC	NOTE 0.250% 3/1	15677JAD0	3,159	3,500	PRN		SOLE		3,500	0	0
CF ACQUISITION CORP VII	CLASS A COM	12521H107	3,805	350,000	SH		SOLE		350,000	0	0
CHEER HLDG INC	*W EXP 02/13/202	G39973113	0	84,411	SH		SOLE		84,411	0	0
CHEFS WHSE INC	NOTE 1.875%12/0	163086AB7	4,583	4,688	PRN		SOLE		4,688	0	0
CLIMATEROCK	*W EXP 04/25/202	G2311X118	3	100,000	SH		SOLE		100,000	0	0
CLIMATEROCK	RIGHT 10/31/2028	G2311X134	22	200,000	SH		SOLE		200,000	0	0
COHERUS BIOSCIENCES INC	NOTE 1.500% 4/1	19249HAB9	6,100	10,755	PRN		SOLE		10,755	0	0
COINBASE GLOBAL INC	NOTE 0.500% 6/0	19260QAB3	37,189	40,840	PRN		SOLE		40,840	0	0
CONCORD ACQUISITION CORP III	*W EXP 99/99/999	20607V114	23	229,780	SH		SOLE		229,780	0	0
CONDUIT PHARMACEUTICALS INC	*W EXP 09/22/202	20678X114	9	128,500	SH		SOLE		128,500	0	0
CORNER GROWTH ACQUISITION CO	*W EXP 99/99/999	G2425N113	6	95,500	SH		SOLE		95,500	0	0
CORNER GROWTH ACQUISITN CORP	*W EXP 04/09/202	G2426E120	2	83,333	SH		SOLE		83,333	0	0
CUSTOM TRUCK ONE SOURCE INC	*W EXP 01/01/202	23204X111	17	236,449	SH		SOLE		236,449	0	0
CUTERA INC	NOTE 2.250% 3/1	232109AB4	1,800	4,500	PRN		SOLE		4,500	0	0
CUTERA INC	NOTE 2.250% 6/0	232109AD0	3,969	15,120	PRN		SOLE		15,120	0	0
CUTERA INC	NOTE 4.000% 6/0	232109AG3	2,898	13,235	PRN		SOLE		13,235	0	0
DENALI CAPITAL ACQUISITN COR	*W EXP 03/28/202	G6256B114	30	605,000	SH		SOLE		605,000	0	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	5,770	5,500	PRN		SOLE		5,500	0	0
DIGITALOCEAN HLDGS INC	NOTE 12/0	25402DAB8	8,709	10,500	PRN		SOLE		10,500	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	1,712	3,200	PRN		SOLE		3,200	0	0
DISH NETWORK CORPORATION	NOTE 12/1	25470MAF6	2,727	4,363	PRN		SOLE		4,363	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	25,303	31,180	PRN		SOLE		31,180	0	0
DRAGONFLY ENERGY HOLDINGS CO	*W EXP 10/07/202	26145B114	2	50,700	SH		SOLE		50,700	0	0
ECARX HOLDINGS INC	*W EXP 12/20/202	G29201111	4	117,430	SH		SOLE		117,430	0	0
ECD AUTOMOTIVE DESIGN INC	COM	27877D104	52	41,875	SH		SOLE		41,875	0	0
ECD AUTOMOTIVE DESIGN INC	*W EXP 12/12/202	27877D112	22	540,000	SH		SOLE		540,000	0	0
EDIFY ACQUISITION CORP	*W EXP 11/25/202	28059Q111	1	99,500	SH		SOLE		99,500	0	0
EMBRACE CHANGE ACQUISITN COR	ORDINARY SHARES	G3034H109	3,245	296,377	SH		SOLE		296,377	0	0
EMBRACE CHANGE ACQUISITN COR	*W EXP 10/25/202	G3034H125	4	300,000	SH		SOLE		300,000	0	0
EMBRACE CHANGE ACQUISITN COR	RIGHT 10/25/2026	G3034H141	45	300,000	SH		SOLE		300,000	0	0
ENVESTNET INC	NOTE 2.625%12/0	29404KAG1	2,478	2,500	PRN		SOLE		2,500	0	0
ESPERION THERAPEUTICS INC NE	NOTE 4.000%11/1	29664WAB1	10,590	17,851	PRN		SOLE		17,851	0	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	1,732	1,500	PRN		SOLE		1,500	0	0
ETSY INC	NOTE 0.125% 9/0	29786AAL0	5,134	6,000	PRN		SOLE		6,000	0	0
ETSY INC	NOTE 0.250% 6/1	29786AAN6	3,212	4,000	PRN		SOLE		4,000	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	3,901	3,650	PRN		SOLE		3,650	0	0
EVENTBRITE INC	NOTE 0.750% 9/1	29975EAD1	2,525	2,889	PRN		SOLE		2,889	0	0
EVEREST CONSOLIDATOR ACQ COR	*W EXP 99/99/999	29978K110	4	27,315	SH		SOLE		27,315	0	0
EZCORP INC	NOTE 2.375% 5/0	302301AE6	2,345	2,500	PRN		SOLE		2,500	0	0
FARADAY FUTRE INTLGT ELCTR I	*W EXP 07/21/202	307359117	0	17,799	SH		SOLE		17,799	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	8	82,458	SH		SOLE		82,458	0	0
FINNOVATE ACQUISITION CORP	*W EXP 09/30/202	G3R34K111	2	262,500	SH		SOLE		262,500	0	0
FINTECH ECOSYSTEM DEVE	*W EXP 04/01/202	318136116	1	77,300	SH		SOLE		77,300	0	0
FIVE9 INC	NOTE 0.500% 6/0	338307AD3	22,798	23,797	PRN		SOLE		23,797	0	0
FIVERR INTL LTD	NOTE 11/0	33835LAA3	19,642	21,993	PRN		SOLE		21,993	0	0
FOCUS IMPACT ACQUISITION COR	*W EXP 10/28/202	34417L117	3	100,050	SH		SOLE		100,050	0	0
FORTUNE RISE ACQUISITION COR	*W EXP 12/06/202	34969G110	3	110,574	SH		SOLE		110,574	0	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	584	598	PRN		SOLE		598	0	0
FTAC EMERALD ACQUISITION COR	*W EXP 10/19/202	29103K118	14	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	4	150,000	SH		SOLE		150,000	0	0
GCM GROSVENOR INC	*W EXP 11/17/202	36831E116	113	314,074	SH		SOLE		314,074	0	0
GEO CORRECTIONS HOLDINGS INC	NOTE 6.500% 2/2	36166WAB9	22,053	15,820	PRN		SOLE		15,820	0	0
GLOBAL BLOCKCHAIN ACQUI CORP	RIGHT 05/09/2027	37961B112	48	400,000	SH		SOLE		400,000	0	0
GLOBAL BLOCKCHAIN ACQUI CORP	*W EXP 05/09/202	37961B120	6	400,000	SH		SOLE		400,000	0	0
GLOBAL TECHNOLGY ACQSTN CORP	*W EXP 10/19/202	G3934N115	5	173,700	SH		SOLE		173,700	0	0
GOAL ACQUISITIONS CORP	*W EXP 02/11/202	38021H115	2	425,128	SH		SOLE		425,128	0	0
GOSSAMER BIO INC	NOTE 5.000% 6/0	38341PAA0	8,194	21,850	PRN		SOLE		21,850	0	0
GROUPON INC	NOTE 1.125% 3/1	399473AF4	26,438	41,275	PRN		SOLE		41,275	0	0
GUARDANT HEALTH INC	NOTE 11/1	40131MAB5	12,338	17,500	PRN		SOLE		17,500	0	0
HAEMONETICS CORP MASS	NOTE 3/0	405024AB6	13,029	14,558	PRN		SOLE		14,558	0	0
HALOZYME THERAPEUTICS INC	NOTE 1.000% 8/1	40637HAF6	1,863	2,000	PRN		SOLE		2,000	0	0
HCM ACQUISITION CO	*W EXP 01/20/202	G4365A127	5	175,000	SH		SOLE		175,000	0	0
HEALTH CATALYST INC	NOTE 2.500% 4/1	42225TAB3	18,825	19,661	PRN		SOLE		19,661	0	0
HEALTHCARE AI ACQUISITION CO	*W EXP 12/07/202	G4373K117	3	99,949	SH		SOLE		99,949	0	0
HHG CAPITAL CORPORATION	*W EXP 02/25/202	G4R23P129	1	123,800	SH		SOLE		123,800	0	0
HHG CAPITAL CORPORATION	RIGHT 02/25/2026	G4R23P145	14	90,941	SH		SOLE		90,941	0	0
HNR ACQUISITION CORP	*W EXP 02/04/202	40472A128	22	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
INCEPTION GROWTH ACQUSTN LTD	*W EXP 10/15/202	45333D112	2	125,000	SH		SOLE		125,000	0	0
INCEPTION GROWTH ACQUSTN LTD	RIGHT 12/08/2026	45333D120	33	250,000	SH		SOLE		250,000	0	0
INFINERA CORP	NOTE 2.500% 3/0	45667GAE3	5,048	5,500	PRN		SOLE		5,500	0	0
INNOVIVA INC	NOTE 2.125% 3/1	45781MAD3	5,749	6,551	PRN		SOLE		6,551	0	0
INSMED INC	NOTE 0.750% 6/0	457669AB5	11,796	10,284	PRN		SOLE		10,284	0	0
INTEGRATED RAIL AND RES ACQ	CL A COM	45827R106	14,545	1,323,438	SH		SOLE		1,323,438	0	0
INTEGRATED RAIL AND RES ACQ	*W EXP 99/99/999	45827R114	38	382,397	SH		SOLE		382,397	0	0
INTERDIGITAL INC	NOTE 3.500% 6/0	45867GAD3	5,143	3,500	PRN		SOLE		3,500	0	0
INVESTCORP INDIA ACQUISTN CO	*W EXP 06/01/202	G49219127	7	212,035	SH		SOLE		212,035	0	0
INVITAE CORP	NOTE 2.000% 9/0	46185LAB9	5,867	7,875	PRN		SOLE		7,875	0	0
IRON HORSE ACQUISITIONS CORP	UNIT 10/15/2028	462837204	653	65,000	SH		SOLE		65,000	0	0
ITRON INC	NOTE 3/1	465741AN6	7,632	8,246	PRN		SOLE		8,246	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	4	93,670	SH		SOLE		93,670	0	0
JOHN BEAN TECHNOLOGIES CORP	NOTE 0.250% 5/1	477839AB0	4,537	5,000	PRN		SOLE		5,000	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	13	180,000	SH		SOLE		180,000	0	0
KAMAN CORP	NOTE 3.250% 5/0	483548AF0	17,945	18,405	PRN		SOLE		18,405	0	0
KARYOPHARM THERAPEUTICS INC	NOTE 3.000%10/1	48576UAA4	10,747	21,494	PRN		SOLE		21,494	0	0
KEEN VISION ACQUISITION CORP	SHS	G52443119	32	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	2	95,000	SH		SOLE		95,000	0	0
KEYARCH ACQUISITION CORP	RIGHT 01/24/2027	G5260A120	13	200,000	SH		SOLE		200,000	0	0
LAMF GLOBAL VENTURES CORP I	*W EXP 11/05/202	G5338L124	2	93,675	SH		SOLE		93,675	0	0
LAVORO LTD	*W EXP 02/27/202	G5391L110	171	235,863	SH		SOLE		235,863	0	0
LCI INDS	NOTE 1.125% 5/1	501812AB7	3,930	4,000	PRN		SOLE		4,000	0	0
LEARN CW INVESTMENT COR	*W EXP 10/08/202	G54157113	2	87,302	SH		SOLE		87,302	0	0
LEDDARTECH HLDGS INC	*W EXP 12/21/202	52328E113	11	127,872	SH		SOLE		127,872	0	0
LIVEPERSON INC	NOTE 0.750% 3/0	538146AB7	225	231	PRN		SOLE		231	0	0
LIVEPERSON INC	NOTE 12/1	538146AD3	3,019	4,500	PRN		SOLE		4,500	0	0
LUMENTUM HLDGS INC	NOTE 0.500% 6/1	55024UAF6	2,772	3,500	PRN		SOLE		3,500	0	0
MANNKIND CORP	NOTE 2.500% 3/0	56400PAQ5	27,755	27,110	PRN		SOLE		27,110	0	0
MARATHON DIGITAL HOLDINGS IN	NOTE 1.000%12/0	565788AB2	33,131	40,498	PRN		SOLE		40,498	0	0
MARRIOTT VACATIONS WORLDWIDE	NOTE 1/1	57164YAD9	15,894	18,000	PRN		SOLE		18,000	0	0
MESA LABS INC	NOTE 1.375% 8/1	59064RAA7	10,662	11,550	PRN		SOLE		11,550	0	0
MICROCLOUD HOLOGRAM INC	*W EXP 01/31/202	G55032125	2	108,098	SH		SOLE		108,098	0	0
MICROSTRATEGY INC	NOTE 0.750%12/1	594972AC5	29,913	18,060	PRN		SOLE		18,060	0	0
MICROSTRATEGY INC	NOTE 2/1	594972AE1	36,779	42,062	PRN		SOLE		42,062	0	0
MITEK SYS INC	NOTE 0.750% 2/0	606710AA9	4,219	4,500	PRN		SOLE		4,500	0	0
MONTEREY CAP ACQUISITION COR	CLASS A COM	61244M109	456	42,000	SH		SOLE		42,000	0	0
MONTEREY CAP ACQUISITION COR	*W EXP 01/01/202	61244M117	9	792,000	SH		SOLE		792,000	0	0
MONTEREY CAP ACQUISITION COR	RIGHT 05/10/2027	61244M125	66	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	5	153,100	SH		SOLE		153,100	0	0
NEVRO CORP	NOTE 2.750% 4/0	64157FAC7	10,140	10,702	PRN		SOLE		10,702	0	0
NEW MTN FIN CORP	NOTE 7.500%10/1	647551AE0	23,574	23,100	PRN		SOLE		23,100	0	0
NEWCOURT ACQUISITION CORP	*W EXP 01/22/202	G6448C129	4	234,200	SH		SOLE		234,200	0	0
NIO INC	NOTE 2/0	62914VAE6	994	1,000	PRN		SOLE		1,000	0	0
NIO INC	NOTE 0.500% 2/0	62914VAF3	16,346	17,767	PRN		SOLE		17,767	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	4	222,500	SH		SOLE		222,500	0	0
NOVA VISION ACQUISITION CORP	*W EXP 12/31/202	G6759A118	2	87,700	SH		SOLE		87,700	0	0
NOVA VISION ACQUISITION CORP	RIGHT 12/23/2023	G6759A134	18	82,522	SH		SOLE		82,522	0	0
NUBIA BRAND INTERNATIONAL CO	*W EXP 11/16/202	67022R111	1	20,416	SH		SOLE		20,416	0	0
NUTANIX INC	NOTE 0.250%10/0	67059NAH1	4,324	4,138	PRN		SOLE		4,138	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	3	111,755	SH		SOLE		111,755	0	0
OCEANTECH ACQUISITIONS I COR	*W EXP 99/99/999	675507115	10	411,595	SH		SOLE		411,595	0	0
OMEROS CORP	NOTE 5.250% 2/1	682143AG7	7,200	12,000	PRN		SOLE		12,000	0	0
OPKO HEALTH INC	NOTE 4.500% 2/1	68375NAD5	11,537	11,750	PRN		SOLE		11,750	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	5	250,000	SH		SOLE		250,000	0	0
PAR TECHNOLOGY CORP	NOTE 2.875% 4/1	698884AC7	3,041	2,500	PRN		SOLE		2,500	0	0
PAR TECHNOLOGY CORP	NOTE 1.500%10/1	698884AE3	12,221	13,762	PRN		SOLE		13,762	0	0
PATRIA LATIN AMRCN OPPRNTY A	*W EXP 02/23/202	G69454117	3	100,000	SH		SOLE		100,000	0	0
PEGASYSTEMS INC	NOTE 0.750% 3/0	705573AB9	21,880	23,565	PRN		SOLE		23,565	0	0
PELOTON INTERACTIVE INC	NOTE 2/1	70614WAB6	61,770	79,306	PRN		SOLE		79,306	0	0
PENNYMAC CORP	NOTE 5.500% 3/1	70932AAF0	7,536	8,136	PRN		SOLE		8,136	0	0
PERFICIENT INC	NOTE 0.125%11/1	71375UAF8	5,744	6,895	PRN		SOLE		6,895	0	0
PETIQ INC	NOTE 4.000% 6/0	71639TAB2	5,735	5,657	PRN		SOLE		5,657	0	0
PHOENIX BIOTECH ACQUISITION	*W EXP 09/01/202	71902K113	6	200,000	SH		SOLE		200,000	0	0
PLUG PWR INC	NOTE 3.750% 6/0	72919PAD5	5,796	5,500	PRN		SOLE		5,500	0	0
PONO CAP TWO INC	*W EXP 07/31/202	73245B115	12	425,000	SH		SOLE		425,000	0	0
POWER & DIGITAL INFRASTRUCTU	*W EXP 12/09/202	73919C118	1	49,977	SH		SOLE		49,977	0	0
POWERUP ACQUISITION CORP	*W EXP 05/23/202	G7207P129	11	175,000	SH		SOLE		175,000	0	0
PRIVETERRA ACQUISITION CORP	*W EXP 01/07/202	876545112	1	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	8,207	7,250	PRN		SOLE		7,250	0	0
PTC THERAPEUTICS INC	NOTE 1.500% 9/1	69366JAD3	20,497	22,308	PRN		SOLE		22,308	0	0
PYROPHYTE ACQUISITION CORP	*W EXP 05/03/202	G7308P127	9	111,700	SH		SOLE		111,700	0	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	8,734	9,558	PRN		SOLE		9,558	0	0
Q2 HLDGS INC	NOTE 0.125%11/1	74736LAF6	5,330	5,902	PRN		SOLE		5,902	0	0
RAPID7 INC	NOTE 0.250% 3/1	753422AF1	2,709	3,000	PRN		SOLE		3,000	0	0
REDWOOD TRUST INC	NOTE 7.750% 6/1	758075AF2	10,036	10,887	PRN		SOLE		10,887	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	23,881	31,242	PRN		SOLE		31,242	0	0
RF ACQUISITION CORP	*W EXP 05/01/202	74954L112	5	250,000	SH		SOLE		250,000	0	0
RF ACQUISITION CORP	RIGHT 05/01/2028	74954L120	18	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
ROTH CH ACQUISITION CO	*W EXP 10/20/202	G88935120	7	291,346	SH		SOLE		291,346	0	0
SAREPTA THERAPEUTICS INC	NOTE 1.250% 9/1	803607AD2	14,858	14,611	PRN		SOLE		14,611	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	35,392	42,770	PRN		SOLE		42,770	0	0
SEASTAR MEDICAL HOLDING CORP	*W EXP 10/28/202	81256L112	4	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
SEMTECH CORP	NOTE 1.625%11/0	816850AF8	19,951	23,212	PRN		SOLE		23,212	0	0
SHAKE SHACK INC	NOTE 3/0	819047AB7	3,704	4,513	PRN		SOLE		4,513	0	0
SHAPEWAYS HOLDINGS INC	*W EXP 09/29/202	81947T110	1	310,138	SH		SOLE		310,138	0	0
SHARECARE INC	*W EXP 07/01/202	81948W112	4	159,334	SH		SOLE		159,334	0	0
SIZZLE ACQUISITION CORP	*W EXP 11/02/202	83014E117	2	23,750	SH		SOLE		23,750	0	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	20,306	19,035	PRN		SOLE		19,035	0	0
SNAP INC	NOTE 5/0	83304AAF3	915	1,138	PRN		SOLE		1,138	0	0
SNAP INC	NOTE 0.125% 3/0	83304AAH9	15,809	20,088	PRN		SOLE		20,088	0	0
SOCIAL LEVERAGE ACQUISN CORP	*W EXP 02/17/202	83363K110	1	33,936	SH		SOLE		33,936	0	0
SOLAREDGE TECHNOLOGIES INC	NOTE 9/1	83417MAD6	3,941	4,310	PRN		SOLE		4,310	0	0
SOUTHLAND HLDGS INC	*W EXP 02/14/202	84445C118	22	51,732	SH		SOLE		51,732	0	0
SPECTAIRE HLDGS INC	*W EXP 10/17/202	84753T117	1	118,203	SH		SOLE		118,203	0	0
SPIRIT AIRLS INC	NOTE 1.000% 5/1	848577AB8	3,490	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
SRIVARU HOLDING LIMITED	*W EXP 12/08/202	G8403L110	7	454,100	SH		SOLE		454,100	0	0
STARWOOD PPTY TR INC	NOTE 6.750% 7/1	85571BBA2	8,142	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
SUNNOVA ENERGY INTL INC.	NOTE 0.250%12/0	86745KAF1	3,404	4,988	PRN		SOLE		4,988	0	0
SUNNOVA ENERGY INTL INC.	NOTE 2.625% 2/1	86745KAH7	4,002	6,000	PRN		SOLE		6,000	0	0
SYNTEC OPTICS HLDGS INC	*W EXP 11/07/202	87169M113	25	221,235	SH		SOLE		221,235	0	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	17,043	20,611	PRN		SOLE		20,611	0	0
TERRAN ORBITAL CORPORATION	*W EXP 03/25/202	88105P111	13	195,399	SH		SOLE		195,399	0	0
TG VENTURE ACQUISITION CORP	*W EXP 08/15/202	87251T117	6	399,990	SH		SOLE		399,990	0	0
TILRAY BRANDS INC	NOTE 5.200% 6/1	88688TAC4	13,592	12,300	PRN		SOLE		12,300	0	0
TLGY ACQUISITION CORPORATION	*W EXP 11/09/202	G8656T125	1	75,000	SH		SOLE		75,000	0	0
TRAVERE THERAPEUTICS INC	NOTE 2.250% 3/0	89422GAA5	35,239	53,392	PRN		SOLE		53,392	0	0
TURNING PT BRANDS INC	NOTE 2.500% 7/1	90041LAE5	2,437	2,500	PRN		SOLE		2,500	0	0
TWO HARBORS INVENTMENT CORPO	NOTE 6.250% 1/1	90187BAB7	450	486	PRN		SOLE		486	0	0
UNITY SOFTWARE INC	NOTE 11/1	91332UAB7	8,484	10,148	PRN		SOLE		10,148	0	0
UPSTART HLDGS INC	NOTE 0.250% 8/1	91680MAB3	13,349	18,130	PRN		SOLE		18,130	0	0
UPWORK INC	NOTE 0.250% 8/1	91688FAB0	2,471	2,897	PRN		SOLE		2,897	0	0
VALUENCE MERGER CORP I	*W EXP 02/18/202	G9R16L118	2	75,000	SH		SOLE		75,000	0	0
VERDE CLEAN FUELS INC	*W EXP 02/15/202	923372114	13	132,844	SH		SOLE		132,844	0	0
VERITONE INC	NOTE 1.750%11/1	92347MAB6	2,537	10,250	PRN		SOLE		10,250	0	0
VIEW INC	*W EXP 03/08/202	92671V114	0	63,833	SH		SOLE		63,833	0	0
VISION SENSING ACQUISITION C	*W EXP 10/21/202	92838J111	1	243,675	SH		SOLE		243,675	0	0
WAYFAIR INC	NOTE 1.000% 8/1	94419LAF8	45,037	51,295	PRN		SOLE		51,295	0	0
WAYFAIR INC	NOTE 0.625%10/0	94419LAM3	40,745	44,775	PRN		SOLE		44,775	0	0
WAYFAIR INC	NOTE 3.250% 9/1	94419LAP6	4,945	4,000	PRN		SOLE		4,000	0	0
WOLFSPEED INC	NOTE 1.750% 5/0	225447AD3	7,998	7,000	PRN		SOLE		7,000	0	0
WOLFSPEED INC	NOTE 0.250% 2/1	977852AB8	339	500	PRN		SOLE		500	0	0
WOLFSPEED INC	NOTE 1.875%12/0	977852AD4	23,641	34,500	PRN		SOLE		34,500	0	0
XBP EUROPE HOLDINGS INC	*W EXP 11/30/202	98400V119	19	377,370	SH		SOLE		377,370	0	0
XOMETRY INC	NOTE 1.000% 2/0	98423FAB5	31,984	33,863	PRN		SOLE		33,863	0	0
ZEROFOX HLDGS INC	*W EXP 08/03/202	98955G111	9	457,295	SH		SOLE		457,295	0	0
ZIFF DAVIS INC	NOTE 1.750%11/0	48123VAE2	1,330	1,400	PRN		SOLE		1,400	0	0