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0001301396-22-000004.txt : 20220803 0001301396-22-000004.hdr.sgml : 20220803 20220803132212 ACCESSION NUMBER: 0001301396-22-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220630 FILED AS OF DATE: 20220803 DATE AS OF CHANGE: 20220803 EFFECTIVENESS DATE: 20220803 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Context Capital Management, LLC CENTRAL INDEX KEY: 0001301396 IRS NUMBER: 330972042 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10965 FILM NUMBER: 221131920 BUSINESS ADDRESS: STREET 1: 7724 GIRARD AVENUE - 3RD FLOOR STREET 2: SUITE 300 CITY: LAJOLLA STATE: CA ZIP: 92037 BUSINESS PHONE: 8584813666 MAIL ADDRESS: STREET 1: 7724 GIRARD AVENUE - 3RD FLOOR STREET 2: SUITE 300 CITY: LAJOLLA STATE: CA ZIP: 92037 FORMER COMPANY: FORMER CONFORMED NAME: Context Advisory LLC DATE OF NAME CHANGE: 20210817 FORMER COMPANY: FORMER CONFORMED NAME: Context Capital Management, LLC DATE OF NAME CHANGE: 20040824 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001301396 XXXXXXXX 06-30-2022 06-30-2022 Context Capital Management, LLC

7724 GIRARD AVENUE - 3RD FLOOR SUITE 300 LAJOLLA CA 92037

13F HOLDINGS REPORT 028-10965 N Grace Brescia CCO 8455161946 Grace Brescia Dandridge TN 08-03-2022 0 626 1398929 false INFORMATION TABLE 2 edgar13f20220630a.xml 10X CAPITAL VENTURE ACQ III *W EXP 06/30/202 G87077114 22 216358 SH SOLE 216358 0 0 10X CAPITAL VENTURE ACQ III CL A ORD SHS G87077106 4327 432716 SH SOLE 432716 0 0 1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 8765 10497 PRN SOLE 10497 0 0 7 ACQUISITION CORPORATION SHS CL A G80694105 5982 601200 SH SOLE 601200 0 0 7 ACQUISITION CORPORATION *W EXP 11/05/202 G80694113 32 202130 SH SOLE 202130 0 0 7GC & CO HOLDINGS INC COM CL A 81786A107 1594 161959 SH SOLE 161959 0 0 7GC & CO HOLDINGS INC *W EXP 12/23/202 81786A115 7 80979 SH SOLE 80979 0 0 8I ACQUISITION 2 CORP ORDINARY SHARES G2956R103 4091 414497 SH SOLE 414497 0 0 A SPAC II ACQUISITION CORP UNIT 10/15/2026 G0543H125 14000 1400000 SH SOLE 1400000 0 0 ABG ACQUISITION CORP I CL A SHS G00496102 1859 189647 SH SOLE 189647 0 0 ACCELERATE ACQUISITION CORP COM CL A 00439D102 488 50000 SH SOLE 50000 0 0 ACCOLADE INC NOTE 0.500% 4/0 00437EAB8 10335 16000 PRN SOLE 16000 0 0 ACCRETION ACQUISITION CORP COM 00438Y107 4925 500000 SH SOLE 500000 0 0 ACCRETION ACQUISITION CORP RIGHT 03/01/2028 00438Y123 42 352268 SH SOLE 352268 0 0 ACKRELL SPAC PARTNERS I CO *W EXP 12/23/202 00461L113 11 114093 SH SOLE 114093 0 0 ACRI CAPITAL ACQUISITION COR UNIT 02/01/2029 00501A200 2000 200000 SH SOLE 200000 0 0 ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110 10 202416 SH SOLE 202416 0 0 ADVANCED MERGER PARTNERS INC COM CL A 00777J109 268 27400 SH SOLE 27400 0 0 AESTHER HEALTHCARE ACQSTN CO *W EXP 09/14/202 00809L114 30 248932 SH SOLE 248932 0 0 AESTHER HEALTHCARE ACQSTN CO CLASS A COM 00809L106 5033 497865 SH SOLE 497865 0 0 AETHERIUM ACQUISITION CORP *W EXP 12/21/202 00809J119 26 331054 SH SOLE 331054 0 0 AETHERIUM ACQUISITION CORP CLASS A COM 00809J101 3281 331054 SH SOLE 331054 0 0 AFRICAN GOLD ACQUISITION COR *W EXP 03/31/202 G0112R124 1 14000 SH SOLE 14000 0 0 AGILETHOUGHT INC *W EXP 08/23/202 00857F118 22 47638 SH SOLE 47638 0 0 AIB ACQUISITION CORPORATION CLASS A ORD G0R45S109 1331 133974 SH SOLE 133974 0 0 AIMFINITY INVESTMENT CORP I UNIT 02/01/2029 G0135E100 1972 200000 SH SOLE 200000 0 0 AIRBNB INC NOTE 3/1 009066AB7 2078 2500 PRN SOLE 2500 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 1295 1303 PRN SOLE 1303 0 0 ALPHA STAR ACQUISITION CORP ORDINARY SHARES G0230C108 3575 360000 SH SOLE 360000 0 0 ALPHA STAR ACQUISITION CORP *W EXP 12/13/202 G0230C116 14 360000 SH SOLE 360000 0 0 ALPHA STAR ACQUISITION CORP RIGHT 05/30/2023 G0230C132 33 345323 SH SOLE 345323 0 0 ALPINE ACQUISITION CORPORATI COM 02083L109 1871 184200 SH SOLE 184200 0 0 ALPINE ACQUISITION CORPORATI *W EXP 05/01/202 02083L117 8 71150 SH SOLE 71150 0 0 ALSET CAPITAL ACQUISITION CO UNIT 01/31/2027 02115M208 1000 100000 SH SOLE 100000 0 0 AMERICAS TECHNOLOGY ACQSN CO *W EXP 12/31/202 G0404A110 9 154263 SH SOLE 154263 0 0 AMRYT PHARMA PLC SPONSORED ADS 03217L106 506 72334 SH SOLE 72334 0 0 ANDRETTI ACQUISITION CORP *W EXP 99/99/999 G26735129 73 383900 SH SOLE 383900 0 0 ANDRETTI ACQUISITION CORP CL A ORD SHS G26735103 7485 750000 SH SOLE 750000 0 0 ANGEL POND HOLDINGS CORP SHS CL A G0447J102 1714 174731 SH SOLE 174731 0 0 AP ACQUISITION CORP *W EXP 12/07/202 G04058114 4 19597 SH SOLE 19597 0 0 AP ACQUISITION CORP CL A ORD SHS G04058106 393 39195 SH SOLE 39195 0 0 APEIRON CAPITAL INVEST CORP *W EXP 04/02/202 03752A119 16 200000 SH SOLE 200000 0 0 APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 1768 179900 SH SOLE 179900 0 0 APPLIED OPTOELECTRONICS INC NOTE 5.000% 3/1 03823UAB8 9019 12025 PRN SOLE 12025 0 0 APX ACQUISITION CORP I *W EXP 11/30/202 G0440J125 5 50000 SH SOLE 50000 0 0 APX ACQUISITION CORP I CLASS A ORD SHS G0440J109 1001 100000 SH SOLE 100000 0 0 ARBOR RAPHA CAP BIOHLDS CORP *W EXP 10/31/202 03881F112 6 103096 SH SOLE 103096 0 0 ARBOR RAPHA CAP BIOHLDS CORP CLASS A COM 03881F104 3896 387927 SH SOLE 387927 0 0 ARCTOS NORTHSTAR ACQUIS CORP SHS CL A G0477L100 246 25000 SH SOLE 25000 0 0 ARGUS CAPITAL CORP *W EXP 08/31/202 04026L113 121 637600 SH SOLE 637600 0 0 ARGUS CAPITAL CORP CLASS A COM 04026L105 4756 475600 SH SOLE 475600 0 0 AROGO CAPITAL ACQUISITION CO CLASS A COM 042644104 4636 465000 SH SOLE 465000 0 0 ARTIVION INC NOTE 4.250% 7/0 228903AB6 6168 5800 PRN SOLE 5800 0 0 ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100 4228 434995 SH SOLE 434995 0 0 ASCENDANT DIGITAL ACQ CORP I CL A COM G05157105 2002 200000 SH SOLE 200000 0 0 ASCENDANT DIGITAL ACQ CORP I *W EXP 99/99/999 G05157113 4 32800 SH SOLE 32800 0 0 ASTREA ACQUISITION CORP COM CL A 04637C106 1637 167397 SH SOLE 167397 0 0 ASTREA ACQUISITION CORP *W EXP 01/28/202 04637C114 9 83698 SH SOLE 83698 0 0 ATHENA TECHNOLOGY ACQ CORP I CL A COM 04687C105 5880 600000 SH SOLE 600000 0 0 ATHENA TECHNOLOGY ACQ CORP I *W EXP 10/17/202 04687C113 104 775000 SH SOLE 775000 0 0 ATHLON ACQUISITION CORP COM CL A 04748A106 1939 197467 SH SOLE 197467 0 0 ATHLON ACQUISITION CORP *W EXP 01/12/202 04748A114 11 98633 SH SOLE 98633 0 0 ATLAS CREST INVESTMENT CORP COM CL A 049287105 445 45394 SH SOLE 45394 0 0 AULT DISRUPTIVE TECHS CORP COM 05150A104 2505 250000 SH SOLE 250000 0 0 AULT DISRUPTIVE TECHS CORP *W EXP 99/99/999 05150A112 12 187500 SH SOLE 187500 0 0 AURA FAT PROJS ACQUISITION C *W EXP 03/31/202 G06362126 38 500000 SH SOLE 500000 0 0 AURA FAT PROJS ACQUISITION C CLASS A ORD G06362100 4953 500000 SH SOLE 500000 0 0 AURORA INNOVATION INC *W EXP 11/03/202 051774115 4 11228 SH SOLE 11228 0 0 AUTHENTIC EQUITY ACQUISTN CO CL A SHS G06607108 2461 249844 SH SOLE 249844 0 0 AUTHENTIC EQUITY ACQUISTN CO *W EXP 01/20/202 G06607124 12 124198 SH SOLE 124198 0 0 AVALON ACQUISITION INC *W EXP 12/31/202 05338E119 19 210024 SH SOLE 210024 0 0 AVISTA PUB ACQUISITION CORP *W EXP 04/06/202 G07247128 32 98321 SH SOLE 98321 0 0 AVISTA PUB ACQUISITION CORP CLASS A ORD SHS G07247102 2985 294963 SH SOLE 294963 0 0 AXIOS SUSTAINABLE GRW ACQ CO *W EXP 99/99/999 G0703K116 38 475101 SH SOLE 475101 0 0 AXIOS SUSTAINABLE GRW ACQ CO RIGHT 99/99/9999 G0703K124 43 475101 SH SOLE 475101 0 0 AXIOS SUSTAINABLE GRW ACQ CO CL A ORD SHS G0703K108 4742 475101 SH SOLE 475101 0 0 AXONPRIME INFRSTCTR AQSTN CO CLASS A COM 05467C108 1892 195428 SH SOLE 195428 0 0 B RILEY PRINCIPAL 150 MERGER COM CL A 05601V103 741 74400 SH SOLE 74400 0 0 B RILEY PRINCIPAL 150 MERGER *W EXP 03/01/202 05601V111 21 56552 SH SOLE 56552 0 0 BANNIX ACQUISITION CORP COM 066644105 3652 367010 SH SOLE 367010 0 0 BANNIX ACQUISITION CORP *W EXP 07/31/202 066644113 25 320484 SH SOLE 320484 0 0 BANNIX ACQUISITION CORP RIGHT 07/31/2026 066644121 22 210385 SH SOLE 210385 0 0 BATTERY FUTURE ACQUISITION C CL A ORD SHS G0888J108 4943 497320 SH SOLE 497320 0 0 BEARD ENERGY TRANSITION ACQ CL A COM 07402Q101 2982 300000 SH SOLE 300000 0 0 BENSON HILL INC *W EXP 09/29/202 082490111 155 328992 SH SOLE 328992 0 0 BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 10172 11670 PRN SOLE 11670 0 0 BERENSON ACQUISITION CORP I CL A COM 083690107 1952 200000 SH SOLE 200000 0 0 BERENSON ACQUISITION CORP I *W EXP 08/01/202 083690115 7 49200 SH SOLE 49200 0 0 BIGBEAR AI HLDGS INC *W EXP 12/08/202 08975B117 100 249098 SH SOLE 249098 0 0 BILANDER ACQUISITION CORP CL A COM 09001T106 1452 150000 SH SOLE 150000 0 0 BIOPLUS ACQUISITION CORP *W EXP 12/02/202 G11217125 15 105069 SH SOLE 105069 0 0 BIOPLUS ACQUISITION CORP CLASS A ORD SHS G11217117 1103 110137 SH SOLE 110137 0 0 BIORA THERAPEUTICS INC NOTE 7.250%12/0 74319FAB3 1376 2200 PRN SOLE 2200 0 0 BIOTECH ACQUISITION COMPANY *W EXP 11/30/202 G1125A116 4 47200 SH SOLE 47200 0 0 BITE ACQUISITION CORP COMMON STOCK 09175K105 1962 200000 SH SOLE 200000 0 0 BITE ACQUISITION CORP *W EXP 02/12/203 09175K113 9 100000 SH SOLE 100000 0 0 BLACK MOUNTAIN ACQ CORP CL A COM 09216A108 6468 650045 SH SOLE 650045 0 0 BLACK MOUNTAIN ACQ CORP *W EXP 10/15/202 09216A116 167 928400 SH SOLE 928400 0 0 BLACKLINE INC NOTE 3/1 09239BAD1 8725 11016 PRN SOLE 11016 0 0 BLEUACACIA LTD CLASS A ORD SHS G11728105 4865 499498 SH SOLE 499498 0 0 BLOCK INC NOTE 5/0 852234AJ2 1187 1500 PRN SOLE 1500 0 0 BLOCKCHAIN COINVSTRS ACQ CRP CLASS A ORD G11765107 1643 165675 SH SOLE 165675 0 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 15152 12250 PRN SOLE 12250 0 0 BLUE OCEAN ACQUISITION CORP *W EXP 12/02/202 G1330L121 39 198750 SH SOLE 198750 0 0 BLUE OCEAN ACQUISITION CORP CLASS A ORD SHS G1330L105 3951 397500 SH SOLE 397500 0 0 BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 982 99900 SH SOLE 99900 0 0 BOA ACQUISITION CORP *W EXP 02/22/202 05601A117 3 16666 SH SOLE 16666 0 0 BRAEMAR HOTELS & RESORTS INC NOTE 4.500% 6/0 10482BAB7 910 900 PRN SOLE 900 0 0 BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 10895 20035 PRN SOLE 20035 0 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 6726 16458 PRN SOLE 16458 0 0 BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 4557 459425 SH SOLE 459425 0 0 BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 626 63605 SH SOLE 63605 0 0 BRIGHT LIGHTS ACQUISITION CO *W EXP 01/01/202 10920K119 3 31802 SH SOLE 31802 0 0 BULLPEN PARLAY ACQUISITION C *W EXP 12/03/202 G1792A118 31 196950 SH SOLE 196950 0 0 BULLPEN PARLAY ACQUISITION C CLASS A ORD SHS G1792A100 3931 393900 SH SOLE 393900 0 0 C5 ACQUISITION CORPORATION CL A COM 12530D105 7720 772795 SH SOLE 772795 0 0 C5 ACQUISITION CORPORATION *W EXP 12/31/202 12530D113 77 386247 SH SOLE 386247 0 0 CABLE ONE INC NOTE 3/1 12685JAE5 7128 8650 PRN SOLE 8650 0 0 CACTUS ACQUISITION CORP 1 LT *W EXP 08/17/202 G1745A124 24 215352 SH SOLE 215352 0 0 CACTUS ACQUISITION CORP 1 LT CLASS A ORD G1745A108 5039 505903 SH SOLE 505903 0 0 CANNA GLOBAL ACQUISITION COR *W EXP 11/30/202 13767K119 40 499500 SH SOLE 499500 0 0 CANNA GLOBAL ACQUISITION COR CLASS A COM 13767K101 5015 499500 SH SOLE 499500 0 0 CAPITALWORKS EMNG MKTS ACQST *W EXP 11/19/202 G1889L126 14 137500 SH SOLE 137500 0 0 CAPITALWORKS EMNG MKTS ACQST CLASS A ORD SHS G1889L100 2756 275000 SH SOLE 275000 0 0 CARTESIAN GROWTH CORP CL A SHS G19276107 615 62590 SH SOLE 62590 0 0 CARTESIAN GROWTH CORP II UNIT 07/12/2028 G19305104 2004 200000 SH SOLE 200000 0 0 CARTICA ACQUISITION CORP *W EXP 04/30/202 G1995D117 18 150000 SH SOLE 150000 0 0 CARTICA ACQUISITION CORP CLASS A ORD SHS G1995D109 3006 300000 SH SOLE 300000 0 0 CATALYST PARTNRS ACQUISITN C CLASS A ORD SHS G19550105 463 47465 SH SOLE 47465 0 0 CATCHA INVESTMENT CORP SHS CL A G1962Y102 1473 150000 SH SOLE 150000 0 0 CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 5 50000 SH SOLE 50000 0 0 CENAQ ENERGY CORP *W EXP 02/04/202 15130M110 13 132844 SH SOLE 132844 0 0 CENAQ ENERGY CORP CLASS A ORD SHS 15130M102 3050 303308 SH SOLE 303308 0 0 CENTURY ALUM CO NOTE 2.750% 5/0 156431AQ1 4713 6294 PRN SOLE 6294 0 0 CF ACQUISITION CORP IV COM CL A 12520T102 8143 827561 SH SOLE 827561 0 0 CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 9 95285 SH SOLE 95285 0 0 CF ACQUISITION CORP VII CLASS A COM 12521H107 3500 350000 SH SOLE 350000 0 0 CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 13 52370 SH SOLE 52370 0 0 CF ACQUISITION CORP VIII CLASS A COM 12520C109 3467 342880 SH SOLE 342880 0 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 4862 4400 PRN SOLE 4400 0 0 CHEGG INC NOTE 9/0 163092AF6 10476 14186 PRN SOLE 14186 0 0 CHENGHE ACQUISITION CO *W EXP 04/22/202 G2086M123 3 25000 SH SOLE 25000 0 0 CHENGHE ACQUISITION CO CLASS A ORD G2086M107 500 50000 SH SOLE 50000 0 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 6480 663239 SH SOLE 663239 0 0 CLARIM ACQUISITION CORP COM CL A 18049C108 1279 130237 SH SOLE 130237 0 0 CLARIM ACQUISITION CORP *W EXP 01/05/202 18049C116 5 43412 SH SOLE 43412 0 0 CLARUS THERAPEUTICS HLDNGS I *W EXP 08/11/202 18271L115 5 62175 SH SOLE 62175 0 0 CLASS ACCELERATION CORP COM 18274B106 1964 200000 SH SOLE 200000 0 0 CLASS ACCELERATION CORP *W EXP 03/31/202 18274B114 8 100000 SH SOLE 100000 0 0 CLIMATEROCK *W EXP 04/25/202 G2311X118 11 100000 SH SOLE 100000 0 0 CLIMATEROCK RIGHT 10/31/2028 G2311X134 21 200000 SH SOLE 200000 0 0 CLIMATEROCK CLASS A ORD G2311X100 1980 200000 SH SOLE 200000 0 0 COHN ROBBINS HOLDINGS CORP COM CL A G23726105 330 33194 SH SOLE 33194 0 0 COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3 8168 14600 PRN SOLE 14600 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 11041 12600 PRN SOLE 12600 0 0 COLONNADE ACQUISITION CORP I SHS CL A G2284B101 1958 200000 SH SOLE 200000 0 0 CONCORD ACQUISITION CORP III COM CL A 20607V106 5982 601800 SH SOLE 601800 0 0 CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114 50 229780 SH SOLE 229780 0 0 CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 190 19300 SH SOLE 19300 0 0 CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 1260 127743 SH SOLE 127743 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 5 95500 SH SOLE 95500 0 0 CORNER GROWTH ACQUISITN CORP *W EXP 04/09/202 G2426E120 10 83333 SH SOLE 83333 0 0 COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 6825 9100 PRN SOLE 9100 0 0 COVA ACQUISITION CORP CL A SHS G2554Y104 2701 274861 SH SOLE 274861 0 0 COVA ACQUISITION CORP *W EXP 02/05/202 G2554Y120 14 137430 SH SOLE 137430 0 0 CRESCERA CAP ACQUISITION COR *W EXP 11/18/202 G26507114 34 199800 SH SOLE 199800 0 0 CRESCERA CAP ACQUISITION COR CLASS A ORD SHS G26507106 4000 400000 SH SOLE 400000 0 0 CRIXUS BH3 ACQUISITION CO CLASS A COM 22677T102 1986 201430 SH SOLE 201430 0 0 CROWN PROPTECH ACQUISITIONS SHS CL A G25741102 2301 233643 SH SOLE 233643 0 0 CROWN PROPTECH ACQUISITIONS *W EXP 99/99/999 G25741110 8 77881 SH SOLE 77881 0 0 CRUCIBLE ACQUISITION CORP COM CL A 22877P108 487 49506 SH SOLE 49506 0 0 CRYPTO 1 ACQUISITION CORP CLASS A ORD G3168A102 2842 286810 SH SOLE 286810 0 0 CUSTOM TRUCK ONE SOURCE INC *W EXP 01/01/202 23204X111 132 236449 SH SOLE 236449 0 0 D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 1775 180960 SH SOLE 180960 0 0 D AND Z MEDIA ACQUISITION CO *W EXP 01/27/202 23305Q114 6 60320 SH SOLE 60320 0 0 DEEP LAKE CAPITAL ACQUSTN CO CL A SHS G27029100 1570 159579 SH SOLE 159579 0 0 DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118 6 79789 SH SOLE 79789 0 0 DENALI CAPITAL ACQUISITN COR *W EXP 03/28/202 G6256B114 61 605000 SH SOLE 605000 0 0 DENALI CAPITAL ACQUISITN COR CLASS A ORD G6256B106 6002 605000 SH SOLE 605000 0 0 DIGITAL TRANSFORMATN OPT COR CLASS A COM 25401K107 1465 149800 SH SOLE 149800 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 1638 2425 PRN SOLE 2425 0 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 17635 20040 PRN SOLE 20040 0 0 DP CAP ACQUISITION CORP I *W EXP 11/08/202 G2R05B126 2 14168 SH SOLE 14168 0 0 DP CAP ACQUISITION CORP I CLASS A ORD G2R05B100 375 37756 SH SOLE 37756 0 0 DPCM CAP INC COM CL A 23344P101 991 100000 SH SOLE 100000 0 0 DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 149 15270 SH SOLE 15270 0 0 DUET ACQUISITION CORP CLASS A COM 26431Q106 989 100000 SH SOLE 100000 0 0 EDIFY ACQUISITION CORP CL A 28059Q103 1965 200000 SH SOLE 200000 0 0 EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 13 100000 SH SOLE 100000 0 0 ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103 729 75000 SH SOLE 75000 0 0 EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 2850 289639 SH SOLE 289639 0 0 EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 17 211721 SH SOLE 211721 0 0 ENJOY TECHNOLOGY INC *W EXP 12/01/202 29335V114 6 626853 SH SOLE 626853 0 0 ENTERPRISE 4.0 TEC ACQSTN CO CLASS A ORD SHS G3137C106 6730 674350 SH SOLE 674350 0 0 ENVESTNET INC NOTE 0.750% 8/1 29404KAE6 3199 3750 PRN SOLE 3750 0 0 EPIPHANY TECHNOLOGY ACQUISIT COM CL A 29429X109 2146 218528 SH SOLE 218528 0 0 EPIPHANY TECHNOLOGY ACQUISIT *W EXP 01/12/202 29429X117 7 89058 SH SOLE 89058 0 0 EQ HEALTH ACQUISITION CORP COM CL A 26886A101 2458 250000 SH SOLE 250000 0 0 EQ HEALTH ACQUISITION CORP *W EXP 02/02/202 26886A119 12 125000 SH SOLE 125000 0 0 EQUITY DISTR ACQUISITION COR COM CL A 29465E106 2390 240594 SH SOLE 240594 0 0 EQUITY DISTR ACQUISITION COR *W EXP 09/09/202 29465E114 7 64000 SH SOLE 64000 0 0 ESGEN ACQUISITION CORP SHS CL A G3R95N103 2008 200000 SH SOLE 200000 0 0 ESM ACQUISITION CORPORATION SHS CL A G3195H104 1920 195934 SH SOLE 195934 0 0 ESM ACQUISITION CORPORATION *W EXP 02/02/202 G3195H112 11 65311 SH SOLE 65311 0 0 ESPERION THERAPEUTICS INC NE NOTE 4.000%11/1 29664WAB1 8131 14764 PRN SOLE 14764 0 0 ETSY INC NOTE 0.250% 6/1 29786AAN6 10988 15000 PRN SOLE 15000 0 0 EVE MOBILITY ACQUISITION COR *W EXP 12/31/202 G3218G117 3 34998 SH SOLE 34998 0 0 EVE MOBILITY ACQUISITION COR CL A ORD SHS G3218G109 1982 200000 SH SOLE 200000 0 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 5569 4900 PRN SOLE 4900 0 0 EVENTBRITE INC NOTE 0.750% 9/1 29975EAD1 14790 18950 PRN SOLE 18950 0 0 EVEREST CONSOLIDATOR ACQ COR CL A COM 29978K102 1044 104631 SH SOLE 104631 0 0 EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110 5 52315 SH SOLE 52315 0 0 EVO ACQUISITION CORP COM CL A 30052G108 977 100000 SH SOLE 100000 0 0 EVO ACQUISITION CORP *W EXP 01/04/202 30052G116 4 50000 SH SOLE 50000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 2545 2261 PRN SOLE 2261 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 3279 4500 PRN SOLE 4500 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 2827 4115 PRN SOLE 4115 0 0 EXCELFIN ACQUISITION CORP COM CL A 30069X102 3483 350000 SH SOLE 350000 0 0 FAR PEAK ACQUISITION CORP *W EXP 12/07/202 G3312L111 6 20000 SH SOLE 20000 0 0 FAST RADIUS INC *W EXP 02/11/202 31187R118 2 30634 SH SOLE 30634 0 0 FASTLY INC NOTE 3/1 31188VAB6 12463 17000 PRN SOLE 17000 0 0 FEUTUNE LIGHT ACQUISITION CO UNIT 06/01/2029 31561T201 821 82458 SH SOLE 82458 0 0 FG MERGER CORP COMMON STOCK 30324Y101 3234 325000 SH SOLE 325000 0 0 FG MERGER CORP *W EXP 06/17/202 30324Y119 24 243750 SH SOLE 243750 0 0 FINANCIAL STRATEGIES ACQUISI *W EXP 03/31/202 31772T115 16 195100 SH SOLE 195100 0 0 FINANCIAL STRATEGIES ACQUISI RIGHT 07/01/2023 31772T123 25 249000 SH SOLE 249000 0 0 FINANCIAL STRATEGIES ACQUISI CLASS A COM 31772T107 2488 250000 SH SOLE 250000 0 0 FINNOVATE ACQUISITION CORP *W EXP 09/30/202 G3R34K111 27 262500 SH SOLE 262500 0 0 FINNOVATE ACQUISITION CORP CLASS A ORD SHS G3R34K103 3479 350000 SH SOLE 350000 0 0 FINTECH ACQUISITION CORP V COM CL A 31810Q107 985 100000 SH SOLE 100000 0 0 FINTECH ACQUISITION CORP VI *W EXP 03/31/202 31811H114 3 19800 SH SOLE 19800 0 0 FINTECH ACQUISITION CORP VI CLASS A COM 31811H106 1968 200000 SH SOLE 200000 0 0 FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 1225 125000 SH SOLE 125000 0 0 FINTECH EVOLUTION ACQUIS GRO *W EXP 03/31/202 G3R19A120 4 41666 SH SOLE 41666 0 0 FIVERR INTL LTD NOTE 11/0 33835LAA3 4518 6000 PRN SOLE 6000 0 0 FOCUS IMPACT ACQUISITION COR *W EXP 10/28/202 34417L117 15 100050 SH SOLE 100050 0 0 FOCUS IMPACT ACQUISITION COR CLASS A COM 34417L109 3981 400100 SH SOLE 400100 0 0 FOREST ROAD ACQUISITION COR CL A 34619V103 490 50000 SH SOLE 50000 0 0 FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 834 85000 SH SOLE 85000 0 0 FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 985 100000 SH SOLE 100000 0 0 FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 492 50000 SH SOLE 50000 0 0 FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 2 8500 SH SOLE 8500 0 0 FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 2443 250000 SH SOLE 250000 0 0 FORTUNE RISE ACQUISITION COR *W EXP 12/06/202 34969G110 17 110574 SH SOLE 110574 0 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 935 1000 PRN SOLE 1000 0 0 FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 1197 121326 SH SOLE 121326 0 0 FRAZIER LIFESCIENCES ACQU CO *W EXP 11/30/202 G3710A113 3 37408 SH SOLE 37408 0 0 FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 982 100000 SH SOLE 100000 0 0 FTAC ATHENA ACQUISITION CORP *W EXP 03/01/202 G37283119 3 15476 SH SOLE 15476 0 0 FTAC EMERALD ACQUISITION COR *W EXP 10/19/202 29103K118 45 250000 SH SOLE 250000 0 0 FTAC EMERALD ACQUISITION COR CLASS A COM 29103K100 5614 574000 SH SOLE 574000 0 0 FTAC HERA ACQUISITION CORP *W EXP 02/28/202 G3728Y111 53 221320 SH SOLE 221320 0 0 FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 836 85282 SH SOLE 85282 0 0 FTAC ZEUS ACQUISITION COR *W EXP 04/15/202 30320F114 79 440000 SH SOLE 440000 0 0 FTAC ZEUS ACQUISITION COR CLASS A COM 30320F106 12857 1300000 SH SOLE 1300000 0 0 FUSION ACQUISITION CORP II COM CL A 36118N102 3216 327870 SH SOLE 327870 0 0 FUSION ACQUISITION CORP II *W EXP 02/29/202 36118N110 10 109290 SH SOLE 109290 0 0 FUTURE HEALTH ESG CORP *W EXP 99/99/999 36118W110 2 7080 SH SOLE 7080 0 0 FUTURETECH II ACQUISITION CO *W EXP 12/23/202 36119D111 12 150000 SH SOLE 150000 0 0 FUTURETECH II ACQUISITION CO CLASS A COM 36119D103 1499 150000 SH SOLE 150000 0 0 G SQUARED ASCEND I INC SHS CL A G4204R109 4091 417021 SH SOLE 417021 0 0 G SQUARED ASCEND II INC COM CL A G42041106 3748 382051 SH SOLE 382051 0 0 G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 6 42509 SH SOLE 42509 0 0 GAMES & ESPORTS EXPRNC ACQ C *W EXP 12/01/202 G3731J127 4 50000 SH SOLE 50000 0 0 GAMES & ESPORTS EXPRNC ACQ C CLASS A ORD SHS G3731J119 1003 100000 SH SOLE 100000 0 0 GCM GROSVENOR INC *W EXP 11/17/202 36831E116 114 301059 SH SOLE 301059 0 0 GENESIS GRWT TECH ACQUSTN CO CLASS A ORD SHS G3R23D102 5015 500000 SH SOLE 500000 0 0 GLOBAL BLOCKCHAIN ACQUI CORP COMMON STOCK 37961B104 3936 400000 SH SOLE 400000 0 0 GLOBAL BLOCKCHAIN ACQUI CORP RIGHT 05/09/2027 37961B112 30 400000 SH SOLE 400000 0 0 GLOBAL BLOCKCHAIN ACQUI CORP *W EXP 05/09/202 37961B120 24 400000 SH SOLE 400000 0 0 GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 1476 150000 SH SOLE 150000 0 0 GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 994 100000 SH SOLE 100000 0 0 GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 3 50000 SH SOLE 50000 0 0 GLOBAL TECHNOLGY ACQSTN CORP *W EXP 10/19/202 G3934N115 26 173700 SH SOLE 173700 0 0 GLOBAL TECHNOLGY ACQSTN CORP CLASS A ORD G3934N107 4752 475000 SH SOLE 475000 0 0 GLORY STAR NEW MED GP HLDG L *W EXP 02/13/202 G39973113 1 84411 SH SOLE 84411 0 0 GOAL ACQUISITIONS CORP COM 38021H107 2666 272346 SH SOLE 272346 0 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 43 425128 SH SOLE 425128 0 0 GOGREEN INVESTMENTS CORP ORD SHS CL A G9461B101 2505 250000 SH SOLE 250000 0 0 GOGREEN INVESTMENTS CORP *W EXP 05/31/202 G9461B119 30 125000 SH SOLE 125000 0 0 GOLDEN PATH ACQUISITION CORP ORDINARY SHARES G4028H105 2357 233098 SH SOLE 233098 0 0 GOLDEN PATH ACQUISITION CORP RIGHT 01/31/2028 G4028H113 42 231317 SH SOLE 231317 0 0 GOLDEN PATH ACQUISITION CORP *W EXP 01/31/202 G4028H121 23 233098 SH SOLE 233098 0 0 GORES HOLDINGS VII INC COM CL A 38286T101 1077 110000 SH SOLE 110000 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 3311 4350 PRN SOLE 4350 0 0 GROUPON INC NOTE 1.125% 3/1 399473AF4 14753 23325 PRN SOLE 23325 0 0 GSR II METEORA ACQUISITN COR RIGHT 02/24/2027 36263W113 113 84293 SH SOLE 84293 0 0 GSR II METEORA ACQUISITN COR *W EXP 02/24/202 36263W121 133 1348690 SH SOLE 1348690 0 0 GSR II METEORA ACQUISITN COR CLASS A COM 36263W105 13339 1348690 SH SOLE 1348690 0 0 GUARDANT HEALTH INC NOTE 11/1 40131MAB5 618 1000 PRN SOLE 1000 0 0 GX ACQUISITION CORP II *W EXP 03/17/202 36260F113 6 33333 SH SOLE 33333 0 0 GX ACQUISITION CORP II CLASS A COM 36260F105 978 100000 SH SOLE 100000 0 0 H I G ACQUISITION CORP COM CL A G44898107 1254 126659 SH SOLE 126659 0 0 H I G ACQUISITION CORP *W EXP 99/99/999 G44898123 4 42019 SH SOLE 42019 0 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 1956 2500 PRN SOLE 2500 0 0 HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 1471 1500 PRN SOLE 1500 0 0 HCM ACQUISITION CO *W EXP 01/20/202 G4365A127 18 175000 SH SOLE 175000 0 0 HCM ACQUISITION CO CLASS A ORD SHS G4365A101 3514 350000 SH SOLE 350000 0 0 HEALTH CATALYST INC NOTE 2.500% 4/1 42225TAB3 6143 6946 PRN SOLE 6946 0 0 HEALTH SCIENCES ACQ CORP 2 ORD SHS G4411D109 3 308 SH SOLE 308 0 0 HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117 20 99949 SH SOLE 99949 0 0 HEALTHCARE AI ACQUISITION CO CLASS A ORD SHS G4373K109 1984 200000 SH SOLE 200000 0 0 HEALTHCARE SERVICES ACQU COR COM CL A 42227K104 3920 398350 SH SOLE 398350 0 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 5460 548782 SH SOLE 548782 0 0 HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 40 274391 SH SOLE 274391 0 0 HHG CAPITAL CORPORATION ORDINARY SHARES G4R23P103 1256 125000 SH SOLE 125000 0 0 HHG CAPITAL CORPORATION *W EXP 02/25/202 G4R23P129 8 123800 SH SOLE 123800 0 0 HHG CAPITAL CORPORATION RIGHT 02/25/2026 G4R23P145 25 124900 SH SOLE 124900 0 0 HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 490 49700 SH SOLE 49700 0 0 HNR ACQUISITION CORP COM 40472A102 3486 350000 SH SOLE 350000 0 0 HNR ACQUISITION CORP *W EXP 02/04/202 40472A128 40 349249 SH SOLE 349249 0 0 HUNT COMPANIES ACQUISITIO CL ACOM G46482108 1383 137600 SH SOLE 137600 0 0 HUNT COMPANIES ACQUISITIO *W EXP 99/99/999 G46482124 29 194800 SH SOLE 194800 0 0 HYCROFT MINING HOLDING CORP *W EXP 02/12/202 44862P117 4 22500 SH SOLE 22500 0 0 IBERE PHARMACEUTICALS *W EXP 03/01/202 G46843119 5 57526 SH SOLE 57526 0 0 ICONIC SPORTS ACQUISITION CO *W EXP 10/12/202 G4712C115 34 248030 SH SOLE 248030 0 0 ICONIC SPORTS ACQUISITION CO CL A ORD SHS G4712C107 5650 565000 SH SOLE 565000 0 0 IGNYTE ACQUISITION CORP COM 45175H106 493 50000 SH SOLE 50000 0 0 IGNYTE ACQUISITION CORP *W EXP 01/05/202 45175H114 4 25000 SH SOLE 25000 0 0 INCEPTION GROWTH ACQUSTN LTD COMMON STOCK 45333D104 425 43000 SH SOLE 43000 0 0 INCEPTION GROWTH ACQUSTN LTD *W EXP 10/15/202 45333D112 14 125000 SH SOLE 125000 0 0 INCEPTION GROWTH ACQUSTN LTD RIGHT 12/08/2026 45333D120 26 250000 SH SOLE 250000 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 24856 27150 PRN SOLE 27150 0 0 INFINITE ACQUISITION CORP *W EXP 11/23/202 G48028123 11 45951 SH SOLE 45951 0 0 INFINITE ACQUISITION CORP CL A ORD SHS G48028107 988 100000 SH SOLE 100000 0 0 INFINT ACQUISITION CORP *W EXP 99/99/999 G47862126 11 188200 SH SOLE 188200 0 0 INFINT ACQUISITION CORP CL A ORD SHS G47862100 3775 376400 SH SOLE 376400 0 0 INNOVATIVE INTL ACQUSITIN CO *W EXP 07/01/202 G4809M125 21 274598 SH SOLE 274598 0 0 INNOVATIVE INTL ACQUSITIN CO CLASS A ORD G4809M109 5265 525485 SH SOLE 525485 0 0 INSMED INC NOTE 0.750% 6/0 457669AB5 1664 2000 PRN SOLE 2000 0 0 INTEGRATED RAIL AND RES ACQ CL A COM 45827R106 13208 1324738 SH SOLE 1324738 0 0 INTEGRATED RAIL AND RES ACQ *W EXP 99/99/999 45827R114 180 619628 SH SOLE 619628 0 0 INTELLIGENT MEDI ACQSITN COR *W EXP 11/05/202 45828D114 9 67669 SH SOLE 67669 0 0 INTELLIGENT MEDI ACQSITN COR CLASS A COM 45828D106 1356 135339 SH SOLE 135339 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 2.000% 5/1 45845PAB4 6281 9795 PRN SOLE 9795 0 0 INTERPRIVATE II ACQUISITION CL A COM 46064Q108 196 20000 SH SOLE 20000 0 0 INTERPRIVATE III FINANCIAL P COM CL A 46064R106 873 89054 SH SOLE 89054 0 0 INTERPRIVATE IV INFRATECH PR CLASS A COM 46064T102 490 50000 SH SOLE 50000 0 0 INTL GNRL INSURANCE HLDNGS L *W EXP 03/17/202 G4809J114 70 129205 SH SOLE 129205 0 0 INVESTCORP INDIA ACQUISTN CO UNIT 06/01/2028 G49219119 4270 424071 SH SOLE 424071 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 2414 2748 PRN SOLE 2748 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 2182 2400 PRN SOLE 2400 0 0 IRON SPARK I INC CLASS A COM 46301G103 3798 384400 SH SOLE 384400 0 0 ISLEWORTH HEALTHCARE ACQU CO *W EXP 08/02/202 46468P110 3 79651 SH SOLE 79651 0 0 ITHAX ACQUISITION CORP CL A SHS G49775102 297 29841 SH SOLE 29841 0 0 ITIQUIRA ACQUISITION CORP CL A SHS G49773107 1907 193785 SH SOLE 193785 0 0 JACK CREEK INVESTMENT CORP CL A SHS G4989X115 2382 242334 SH SOLE 242334 0 0 JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 10 121167 SH SOLE 121167 0 0 JACKSON ACQUISITION CO COM CL A 46653C106 1476 150000 SH SOLE 150000 0 0 JACKSON ACQUISITION CO *W EXP 99/99/999 46653C114 11 75000 SH SOLE 75000 0 0 JAGUAR GLOBAL GROWTH CORP I UNIT 01/01/2027 G5S11A148 2000 195100 SH SOLE 195100 0 0 JATT ACQUISITION CORP SHS CL A G50752107 995 100000 SH SOLE 100000 0 0 JATT ACQUISITION CORP *W EXP 07/19/202 G50752123 4 23700 SH SOLE 23700 0 0 JAWS JUGGERNAUT ACQUISITN CO CLASS A ORD SHS G50735102 973 100000 SH SOLE 100000 0 0 JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 2083 211877 SH SOLE 211877 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 12 46444 SH SOLE 46444 0 0 JIYA ACQUISITION CORP COM CL A 47760M102 2964 300000 SH SOLE 300000 0 0 JOFF FINTECH ACQUISITION COR COM CL A 46592C100 2173 221093 SH SOLE 221093 0 0 JUNIPER II CORP CL A COM 48203N103 6951 699989 SH SOLE 699989 0 0 JUNIPER II CORP *W EXP 99/99/999 48203N111 19 100000 SH SOLE 100000 0 0 JUPITER WELLNESS ACQUISITION CLASS A COM 48208E108 5266 529245 SH SOLE 529245 0 0 KAIROUS ACQUISITION CORP LTD ORDINARY SHARES G52131110 1791 180000 SH SOLE 180000 0 0 KAIROUS ACQUISITION CORP LTD *W EXP 09/15/202 G52131128 9 90000 SH SOLE 90000 0 0 KAIROUS ACQUISITION CORP LTD RIGHT 09/15/2026 G52131136 22 180000 SH SOLE 180000 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 5079 7000 PRN SOLE 7000 0 0 KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103 742 75000 SH SOLE 75000 0 0 KEYARCH ACQUISITION CORP ORD SHS CL A G5260A104 1964 200000 SH SOLE 200000 0 0 KEYARCH ACQUISITION CORP *W EXP 01/24/202 G5260A112 8 95000 SH SOLE 95000 0 0 KEYARCH ACQUISITION CORP RIGHT 01/24/2027 G5260A120 34 200000 SH SOLE 200000 0 0 KIMBELL TIGER ACQUISITION CO UNIT 09/15/2028 49436K205 4044 400000 SH SOLE 400000 0 0 KL ACQUISITION CORP COM CL A 49837C109 1476 150000 SH SOLE 150000 0 0 KL ACQUISITION CORP *W EXP 01/12/202 49837C117 7 50000 SH SOLE 50000 0 0 L&F ACQUISITION CORP SHS CL A G53702109 3574 354011 SH SOLE 354011 0 0 L&F ACQUISITION CORP *W EXP 05/23/202 G53702117 71 457295 SH SOLE 457295 0 0 LAMF GLOBAL VENTURES CORP I *W EXP 11/05/202 G5338L124 10 93675 SH SOLE 93675 0 0 LAMF GLOBAL VENTURES CORP I CLASS A ORD G5338L108 1866 187350 SH SOLE 187350 0 0 LANDCADIA HOLDINGS IV INC CLASS A COM 51477A104 1082 110545 SH SOLE 110545 0 0 LANNETT CO INC NOTE 4.500%10/0 51602UAC2 1828 9138 PRN SOLE 9138 0 0 LARKSPUR HEALTH ACQUISITION *W EXP 12/20/202 51724W115 41 375000 SH SOLE 375000 0 0 LARKSPUR HEALTH ACQUISITION CLASS A COM 51724W107 4905 493972 SH SOLE 493972 0 0 LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 1153 117627 SH SOLE 117627 0 0 LDH GROWTH CORP I CLASS A ORD SHS G54094100 230 23529 SH SOLE 23529 0 0 LEARN CW INVESTMENT COR *W EXP 10/08/202 G54157113 7 87302 SH SOLE 87302 0 0 LEARN CW INVESTMENT COR CL A ORD SHS G54157105 1736 174605 SH SOLE 174605 0 0 LEFTERIS ACQUISITION CORP COM CL A 52470X109 591 59717 SH SOLE 59717 0 0 LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 12 112813 SH SOLE 112813 0 0 LEGATO MERGER CORP II COM 52473Y104 7440 750000 SH SOLE 750000 0 0 LEGATO MERGER CORP II *W EXP 09/01/202 52473Y112 14 51732 SH SOLE 51732 0 0 LEO HLDGS CORP II COM CL A G5463R102 456 46200 SH SOLE 46200 0 0 LF CAPITAL ACQUISITION CORP *W EXP 05/19/202 50202D110 15 150000 SH SOLE 150000 0 0 LF CAPITAL ACQUISITION CORP CLASS A COM 50202D102 2997 300000 SH SOLE 300000 0 0 LIBERTY RES ACQUISITION CORP CLASS A COM 53118A105 2760 276600 SH SOLE 276600 0 0 LIGHTJUMP ACQUISITION CORP COM 53228M106 1412 141357 SH SOLE 141357 0 0 LIGHTJUMP ACQUISITION CORP *W EXP 01/12/202 53228M114 2 32653 SH SOLE 32653 0 0 LIV CAPITAL ACQUISITN CORP I *W EXP 02/07/202 G5510R113 10 75000 SH SOLE 75000 0 0 LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105 996 100000 SH SOLE 100000 0 0 LIVEPERSON INC NOTE 12/1 538146AD3 16173 22250 PRN SOLE 22250 0 0 LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1 2944 3500 PRN SOLE 3500 0 0 LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 342 35000 SH SOLE 35000 0 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 5079 6000 PRN SOLE 6000 0 0 MAGNITE INC NOTE 0.250% 3/1 55955DAB6 1088 1500 PRN SOLE 1500 0 0 MAGNUM OPUS ACQUISITION LTD SHS CL A G5S70A104 1463 149420 SH SOLE 149420 0 0 MANA CAP ACQUISITION CORP COMMON STOCK 56168P104 2486 250000 SH SOLE 250000 0 0 MANA CAP ACQUISITION CORP RIGHT 06/01/2024 56168P112 50 250000 SH SOLE 250000 0 0 MANA CAP ACQUISITION CORP *W EXP 12/01/202 56168P120 19 121500 SH SOLE 121500 0 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 17371 17300 PRN SOLE 17300 0 0 MAQUIA CAPITAL ACQUISITION C CLASS A COM 56564V101 1963 192068 SH SOLE 192068 0 0 MARLIN TECHNOLOGY CORP CL A SHS G58411102 1268 128452 SH SOLE 128452 0 0 MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 489 50000 SH SOLE 50000 0 0 MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 2 16666 SH SOLE 16666 0 0 MAXPRO CAPITAL ACQUISITN COR *W EXP 09/27/202 57778T114 28 298500 SH SOLE 298500 0 0 MDH ACQUISITION CORP *W EXP 02/02/202 55283P114 10 118198 SH SOLE 118198 0 0 MEDTECH ACQUISITION CORP *W EXP 12/22/202 58507N113 6 70426 SH SOLE 70426 0 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 150 250 PRN SOLE 250 0 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 7796 18025 PRN SOLE 18025 0 0 MISSION ADVANCEMENT CORP CL A 60501L101 1467 150000 SH SOLE 150000 0 0 MISSION ADVANCEMENT CORP *W EXP 03/05/202 60501L119 4 50000 SH SOLE 50000 0 0 MODEL N INC NOTE 2.625% 6/0 607525AB8 1028 1000 PRN SOLE 1000 0 0 MONTEREY CAP ACQUISITION COR UNIT 05/10/2027 61244M208 7888 792000 SH SOLE 792000 0 0 MONUMENT CIRCLE ACQUISITN CO *W EXP 01/14/202 61531M119 9 87200 SH SOLE 87200 0 0 MORINGA ACQUISITION CORP CL A SHS G6S23K108 1222 124476 SH SOLE 124476 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 7 62238 SH SOLE 62238 0 0 MOTIVE CAPITAL CORP II CL A ORD G6293R106 4193 423956 SH SOLE 423956 0 0 MOTIVE CAPITAL CORP II *W EXP 99/99/999 G6293R114 28 109060 SH SOLE 109060 0 0 MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112 15 153100 SH SOLE 153100 0 0 MOUNTAIN & CO I ACQUISITN CO CLASS A ORD G6301J104 3119 308200 SH SOLE 308200 0 0 MUDRICK CAPITAL ACQU CORP II COM CL A 62477L107 1512 150000 SH SOLE 150000 0 0 NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 9660 11500 PRN SOLE 11500 0 0 NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 1146 1847 PRN SOLE 1847 0 0 NEWCOURT ACQUISITION CORP *W EXP 04/12/202 G6448C129 16 236900 SH SOLE 236900 0 0 NEWCOURT ACQUISITION CORP CLASS A ORD SHS G6448C103 4097 408515 SH SOLE 408515 0 0 NIGHTDRAGON ACQUISITION CORP CLASS A COM 65413D105 188 19284 SH SOLE 19284 0 0 NIO INC NOTE 2/0 62914VAE6 14445 17000 PRN SOLE 17000 0 0 NIO INC NOTE 0.500% 2/0 62914VAF3 1874 2500 PRN SOLE 2500 0 0 NOBLE ROCK ACQUISITION CORP *W EXP 01/31/202 G6546R119 2 18166 SH SOLE 18166 0 0 NORTHERN STAR INVEST CORP II COM CL A 66574L100 490 49976 SH SOLE 49976 0 0 NORTHERN STAR INVSTMNT CORP COM CLASS A 66573W107 491 50000 SH SOLE 50000 0 0 NORTHVIEW ACQUISITION CORP COM 66718N103 4392 445000 SH SOLE 445000 0 0 NORTHVIEW ACQUISITION CORP *W EXP 08/02/202 66718N111 26 222500 SH SOLE 222500 0 0 NOVA VISION ACQUISITION CORP COM G6759A100 883 87700 SH SOLE 87700 0 0 NOVA VISION ACQUISITION CORP *W EXP 12/31/202 G6759A118 4 87700 SH SOLE 87700 0 0 NOVA VISION ACQUISITION CORP RIGHT 12/23/2023 G6759A134 7 87700 SH SOLE 87700 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 9113 10489 PRN SOLE 10489 0 0 NUBIA BRAND INTERNATIONAL CO *W EXP 11/16/202 67022R111 2 20416 SH SOLE 20416 0 0 NUBIA BRAND INTERNATIONAL CO CLASS A COM 67022R103 408 40832 SH SOLE 40832 0 0 OAK STR HEALTH INC NOTE 3/1 67181AAB3 6220 8810 PRN SOLE 8810 0 0 OMEGA ALPHA SPAC CL A G6749V107 690 70000 SH SOLE 70000 0 0 OMEROS CORP NOTE 6.250%11/1 682143AE2 13247 15000 PRN SOLE 15000 0 0 OMNILIT ACQUISITION CORP *W EXP 11/08/202 68218C116 27 222935 SH SOLE 222935 0 0 OMNILIT ACQUISITION CORP CLASS A COM 68218C108 3316 331888 SH SOLE 331888 0 0 ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 1149 117000 SH SOLE 117000 0 0 ONE EQUITY PARTNERS OPEN WTR *W EXP 01/14/202 68237L113 4 39000 SH SOLE 39000 0 0 ORION BIOTECH OPPORTUNTES CO *W EXP 04/15/202 G6780C117 3 20300 SH SOLE 20300 0 0 ORION BIOTECH OPPORTUNTES CO CLASS A ORD SHS G6780C109 1030 105800 SH SOLE 105800 0 0 OXBRIDGE ACQUISITION CORP COM CL A G6855L109 939 93670 SH SOLE 93670 0 0 OXBRIDGE ACQUISITION CORP *W EXP 08/04/202 G6855L117 10 93670 SH SOLE 93670 0 0 OXUS ACQUISITION CORP *W EXP 99/99/999 G6859L121 11 107878 SH SOLE 107878 0 0 OYSTER ENTERPRISES ACQ CORP COM CL A 69242M104 587 59840 SH SOLE 59840 0 0 PAPAYA GRWT OPPORTUNITY CORP *W EXP 12/31/202 69882P110 25 250000 SH SOLE 250000 0 0 PAPAYA GRWT OPPORTUNITY CORP CLASS A COM 69882P102 4995 500000 SH SOLE 500000 0 0 PAR TECHNOLOGY CORP NOTE 1.500%10/1 698884AE3 4023 5000 PRN SOLE 5000 0 0 PARSEC CAPITAL ACQUISITION CL A 70184A108 2850 283530 SH SOLE 283530 0 0 PARSEC CAPITAL ACQUISITION *W EXP 10/05/202 70184A116 21 283530 SH SOLE 283530 0 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 3046 2900 PRN SOLE 2900 0 0 PATRIA LATIN AMRCN OPPRNTY A *W EXP 02/23/202 G69454117 14 100000 SH SOLE 100000 0 0 PATRIA LATIN AMRCN OPPRNTY A CLASS A ORD SHS G69454109 2006 200000 SH SOLE 200000 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 979 1000 PRN SOLE 1000 0 0 PEARL HOLDINGS ACQUISITN COR CLASS A ORD SHS G44525106 1484 150000 SH SOLE 150000 0 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 13189 16455 SH SOLE 16455 0 0 PELOTON INTERACTIVE INC NOTE 2/1 70614WAB6 12566 19606 PRN SOLE 19606 0 0 PENNYMAC CORP NOTE 5.500% 3/1 70932AAF0 7759 8905 PRN SOLE 8905 0 0 PERCEPTION CAPITAL CORP II *W EXP 10/25/202 G7007D110 15 118203 SH SOLE 118203 0 0 PERCEPTION CAPITAL CORP II CLASS A ORD G7007D102 2376 236406 SH SOLE 236406 0 0 PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113 20 200000 SH SOLE 200000 0 0 PHOENIX BIOTECH ACQUISITION CLASS A COM 71902K105 4008 400000 SH SOLE 400000 0 0 PINDUODUO INC NOTE 12/0 722304AC6 1322 1500 PRN SOLE 1500 0 0 PIONEER MERGER CORP CL A SHS G7S24C103 1049 106520 SH SOLE 106520 0 0 PLUG PWR INC NOTE 3.750% 6/0 72919PAD5 3330 1000 PRN SOLE 1000 0 0 PLUM ACQUISITION CORP I CLASS A ORD SHS G7134L126 3919 399902 SH SOLE 399902 0 0 PONTEM CORPORATION SHS CL A G71707106 1480 150255 SH SOLE 150255 0 0 POWER & DIGITAL INFRASTRUCTU *W EXP 12/09/202 73919C118 10 49977 SH SOLE 49977 0 0 POWER & DIGITAL INFRASTRUCTU CLASS A COM 73919C100 982 99954 SH SOLE 99954 0 0 POWERUP ACQUISITION CORP *W EXP 05/23/202 G7207P129 30 175000 SH SOLE 175000 0 0 POWERUP ACQUISITION CORP CLASS A ORDI SHS G7207P103 3493 350000 SH SOLE 350000 0 0 PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 9090 9039 PRN SOLE 9039 0 0 PRIVETERRA ACQUISITION CORP CL A 74275N102 487 49600 SH SOLE 49600 0 0 PROGRESS ACQUISITION CORP COM CL A 74327P105 1442 145976 SH SOLE 145976 0 0 PROGRESS ACQUISITION CORP *W EXP 11/11/202 74327P113 8 72988 SH SOLE 72988 0 0 PROJECT ENERGY REIMAGINED AC CLASS A ORD G72556106 23 2400 SH SOLE 2400 0 0 PROOF ACQUISITION CORP I CL A COM 74349W104 485 49000 SH SOLE 49000 0 0 PROOF ACQUISITION CORP I *W EXP 99/99/999 74349W112 2 24500 SH SOLE 24500 0 0 PROPERTY SOLUTIONS ACQUISITI COM CL A 74350A108 2201 224855 SH SOLE 224855 0 0 PROPERTY SOLUTIONS ACQUISITI *W EXP 03/01/202 74350A116 4 52105 SH SOLE 52105 0 0 PROSPECTOR CAPITAL CORP CL A G7273A105 4438 450318 SH SOLE 450318 0 0 PROSPECTOR CAPITAL CORP *W EXP 01/11/202 G7273A113 14 127872 SH SOLE 127872 0 0 PWP FORWARD ACQUISITION CORP *W EXP 03/12/202 74709Q119 2 9316 SH SOLE 9316 0 0 PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 481 49300 SH SOLE 49300 0 0 PYROPHYTE ACQUISITION CORP *W EXP 05/03/202 G7308P127 38 125000 SH SOLE 125000 0 0 PYROPHYTE ACQUISITION CORP CL A ORD SHS G7308P101 2500 250000 SH SOLE 250000 0 0 Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 10780 13500 PRN SOLE 13500 0 0 REDBALL ACQUISITION CORP COM CL A G7417R105 2164 217232 SH SOLE 217232 0 0 REDFIN CORP NOTE 10/1 75737FAC2 10564 18043 PRN SOLE 18043 0 0 RELATIVITY ACQUISITION CORP UNIT 02/10/2027 75944B205 6458 637213 SH SOLE 637213 0 0 REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 809 1000 PRN SOLE 1000 0 0 RF ACQUISITION CORP *W EXP 05/01/202 74954L112 23 250000 SH SOLE 250000 0 0 RF ACQUISITION CORP RIGHT 05/01/2028 74954L120 37 325000 SH SOLE 325000 0 0 RF ACQUISITION CORP CLASS A COM 74954L104 3205 325000 SH SOLE 325000 0 0 RIBBIT LEAP LTD SHS CL A G7552B105 2131 215071 SH SOLE 215071 0 0 RICE ACQUISITION CORP II SHS CL A G75529100 1152 117982 SH SOLE 117982 0 0 RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114 11 44429 SH SOLE 44429 0 0 RIGEL RESOURCE ACQ CORP CL A ORD SHS G7573M106 6448 648730 SH SOLE 648730 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 12459 15240 PRN SOLE 15240 0 0 RINGCENTRAL INC NOTE 3/1 76680RAH0 4773 6355 PRN SOLE 6355 0 0 RMG ACQUISITION CORP III CL A SHS G76088106 492 50000 SH SOLE 50000 0 0 ROC ENERGY ACQUISITION CORP COMMON STOCK 77118V108 3236 324859 SH SOLE 324859 0 0 ROC ENERGY ACQUISITION CORP RIGHT 11/30/2028 77118V116 36 224959 SH SOLE 224959 0 0 ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123 47 188478 SH SOLE 188478 0 0 ROSE HILL ACQUISITION CORP CLASS A ORD G7637J107 775 77195 SH SOLE 77195 0 0 ROTH CH ACQUISITION V CO COM 77867R100 151 15000 SH SOLE 15000 0 0 SAGALIAM ACQUISITION CORP COM CL A 78661R106 4858 490000 SH SOLE 490000 0 0 SATELLOGIC INC *W EXP 01/25/202 G7823S119 137 285428 SH SOLE 285428 0 0 SCION TECH GROWTH II CL A SHS G31070108 137 13997 SH SOLE 13997 0 0 SDCL EDGE ACQUISITION CORP CL A ORD SHS G79471101 1462 150000 SH SOLE 150000 0 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 14965 20500 PRN SOLE 20500 0 0 SEAPORT GLOBAL ACQUISITION I *W EXP 11/17/202 81221H113 6 25545 SH SOLE 25545 0 0 SEAPORT GLOBAL ACQUISITION I CLASS A COM 81221H105 580 58291 SH SOLE 58291 0 0 SEMPER PARATUS ACQUISITION C *W EXP 11/04/202 G8028L131 16 98250 SH SOLE 98250 0 0 SEMPER PARATUS ACQUISITION C CLASS A ORD G8028L107 2001 199900 SH SOLE 199900 0 0 SHAPEWAYS HOLDINGS INC *W EXP 09/29/202 81947T110 28 310138 SH SOLE 310138 0 0 SHARECARE INC *W EXP 07/01/202 81948W112 30 159334 SH SOLE 159334 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 9351 11667 PRN SOLE 11667 0 0 SHOULDERUP TECHNOLOGY ACQUIS CL A COM 82537G104 1091 110000 SH SOLE 110000 0 0 SILVER CREST ACQUISITION COR CL A SHS G81355102 985 100000 SH SOLE 100000 0 0 SILVER CREST ACQUISITION COR *W EXP 12/15/202 G81355128 2 9700 SH SOLE 9700 0 0 SIZZLE ACQUISITION CORP COMMON STOCK 83014E109 483 48300 SH SOLE 48300 0 0 SIZZLE ACQUISITION CORP *W EXP 11/02/202 83014E117 2 23750 SH SOLE 23750 0 0 SNAP INC NOTE 5/0 83304AAF3 14376 20284 PRN SOLE 20284 0 0 SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 1153 118770 SH SOLE 118770 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253T106 635 64210 SH SOLE 64210 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 966 99356 SH SOLE 99356 0 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G82514103 2422 243895 SH SOLE 243895 0 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 10606 1068111 SH SOLE 1068111 0 0 SOCIAL LEVERAGE ACQUISN CORP COM CL A 83363K102 1462 148700 SH SOLE 148700 0 0 SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 5 35236 SH SOLE 35236 0 0 SOFTWARE ACQUISITN GRP INC I COM CL A 83407J103 3000 300000 SH SOLE 300000 0 0 SOFTWARE ACQUISITN GRP INC I *W EXP 02/02/202 83407J111 38 157100 SH SOLE 157100 0 0 SOUND POINT ACQUISITION CORP CLASS A ORD SHS G8274F101 1506 150000 SH SOLE 150000 0 0 SPINDLETOP HEALTH ACQUISITIO COM CL A 84854Q103 2250 225000 SH SOLE 225000 0 0 SPINDLETOP HEALTH ACQUISITIO *W EXP 99/99/999 84854Q111 9 77500 SH SOLE 77500 0 0 SPLUNK INC NOTE 1.125% 6/1 848637AF1 7981 9674 PRN SOLE 9674 0 0 SPORTS VENTURES ACQUISIN COR CL A SHS G8372A103 777 79068 SH SOLE 79068 0 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 4340 5500 PRN SOLE 5500 0 0 SPREE ACQUISITION CORP 1 LTD *W EXP 12/22/202 G83745128 11 100000 SH SOLE 100000 0 0 SPREE ACQUISITION CORP 1 LTD CL A ORD SHS G83745102 7833 784900 SH SOLE 784900 0 0 SPRINGBIG HOLDINGS INC *W EXP 06/14/202 85021Q116 6 62706 SH SOLE 62706 0 0 STONEBRIDGE ACQUISITION CORP *W EXP 03/31/202 G85094129 2 25000 SH SOLE 25000 0 0 STONEBRIDGE ACQUISITION CORP CLASS A ORD SHS G85094103 499 50000 SH SOLE 50000 0 0 STRIDE INC NOTE 1.125% 9/0 86333MAA6 6419 6500 PRN SOLE 6500 0 0 SUSTAINABLE DEVELP ACQU I CO COM CL A 86934L103 738 75000 SH SOLE 75000 0 0 SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 3 37500 SH SOLE 37500 0 0 SVF INVESTMENT CORP CL A SHS G8601L102 1037 105129 SH SOLE 105129 0 0 TECH AND ENERGY TRANSITION *W EXP 03/31/202 87823R110 6 41666 SH SOLE 41666 0 0 TECH AND ENERGY TRANSITION CLASS A COM 87823R102 1221 125000 SH SOLE 125000 0 0 TECHNOLOGY & TELECOM ACQ COR CLASS A ORD SHS G87119106 560 56008 SH SOLE 56008 0 0 TERRAN ORBITAL CORPORATION *W EXP 03/25/202 88105P111 96 195399 SH SOLE 195399 0 0 TG VENTURE ACQUISITION CORP *W EXP 08/15/202 87251T117 48 399990 SH SOLE 399990 0 0 TG VENTURE ACQUISITION CORP CLASS A COM 87251T109 2077 209289 SH SOLE 209289 0 0 THE GROWTH FOR GOOD ACQU COR *W EXP 11/12/202 G41522114 25 250000 SH SOLE 250000 0 0 THE GROWTH FOR GOOD ACQU COR RIGHT 11/12/2026 G41522130 42 300000 SH SOLE 300000 0 0 THE GROWTH FOR GOOD ACQU COR CLASS A ORD SHS G41522106 2934 300000 SH SOLE 300000 0 0 THE MUSIC ACQUISITION CORP COM CLASS A 62752R100 957 97681 SH SOLE 97681 0 0 THE MUSIC ACQUISITION CORP *W EXP 02/05/202 62752R118 1 7500 SH SOLE 7500 0 0 THERATECHNOLOGIES INC NOTE 5.750% 6/3 88338HAA8 6 8 PRN SOLE 8 0 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 28740 31463 PRN SOLE 31463 0 0 THUNDER BRDG CAP PRTNRS IV I CLASS A COM 88605L107 17 1700 SH SOLE 1700 0 0 TISHMAN SPEYER INNOVATION CO COM CL A 88825H100 831 84915 SH SOLE 84915 0 0 TKB CRITICAL TECHNOLOGIES 1 *W EXP 10/20/202 G88935120 50 293046 SH SOLE 293046 0 0 TKB CRITICAL TECHNOLOGIES 1 CLASS A ORD G88935112 1001 99592 SH SOLE 99592 0 0 TLG ACQUISITION ONE CORP COM CL A 87257M108 4817 491499 SH SOLE 491499 0 0 TLG ACQUISITION ONE CORP *W EXP 01/25/202 87257M116 8 97166 SH SOLE 97166 0 0 TLGY ACQUISITION CORPORATION *W EXP 11/09/202 G8656T125 9 75000 SH SOLE 75000 0 0 TLGY ACQUISITION CORPORATION CLASS A ORD SHS G8656T109 1497 150000 SH SOLE 150000 0 0 TPB ACQUISITION CORP I COM CL A G8990L101 2529 260882 SH SOLE 260882 0 0 TPB ACQUISITION CORP I *W EXP 08/09/202 G8990L127 91 304119 SH SOLE 304119 0 0 TRAVERE THERAPEUTICS INC NOTE 2.250% 3/0 89422GAA5 4092 4100 PRN SOLE 4100 0 0 TRIBE CAPITAL GROWTH CORP I CLASS A COM 89601Y101 286 29200 SH SOLE 29200 0 0 TRICIDA INC NOTE 3.500% 5/1 89610FAB7 8549 15676 PRN SOLE 15676 0 0 TURMERIC ACQUISITION CORP CL A G9127T108 743 75000 SH SOLE 75000 0 0 TURMERIC ACQUISITION CORP *W EXP 10/08/202 G9127T124 2 25000 SH SOLE 25000 0 0 TURNING PT BRANDS INC NOTE 2.500% 7/1 90041LAE5 3144 3500 PRN SOLE 3500 0 0 TWELVE SEAS INVESTMENT CO II COM CL A 90118T106 1 100 SH SOLE 100 0 0 TWITTER INC NOTE 3/1 90184LAN2 9293 10500 PRN SOLE 10500 0 0 TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 14738 16500 PRN SOLE 16500 0 0 TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 540 54900 SH SOLE 54900 0 0 UPHEALTH INC *W EXP 06/08/202 91532B119 1 10000 SH SOLE 10000 0 0 USHG ACQUISITION CORP COM CL A 91748P100 220 22400 SH SOLE 22400 0 0 USHG ACQUISITION CORP *W EXP 02/24/202 91748P118 2 5140 SH SOLE 5140 0 0 UTA ACQUISITION CORPORATION *W EXP 10/30/202 G9473A117 32 84500 SH SOLE 84500 0 0 UTA ACQUISITION CORPORATION CLASS A ORD SHS G9473A109 790 79589 SH SOLE 79589 0 0 VAHANNA TECH EDGE ACQSTN I C CLASS A ORD G9320Z109 1738 174139 SH SOLE 174139 0 0 VALUENCE MERGER CORP I *W EXP 02/18/202 G9R16L118 10 75000 SH SOLE 75000 0 0 VALUENCE MERGER CORP I CLASS A ORD SHS G9R16L100 1502 150000 SH SOLE 150000 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 19993 16515 PRN SOLE 16515 0 0 VECTOIQ ACQUISITION CORP II COM CL A 92244F109 246 25000 SH SOLE 25000 0 0 VELOCITY ACQUISITION CORP COM CL A 92259E104 195 20000 SH SOLE 20000 0 0 VENUS ACQUISITION CORPORATIO *W EXP 04/30/202 G9420F110 3 48285 SH SOLE 48285 0 0 VENUS ACQUISITION CORPORATIO RIGHT 02/01/2022 G9420F128 5 50485 SH SOLE 50485 0 0 VICKERS VANTAGE CORP I *W EXP 09/15/202 G9440B115 4 27499 SH SOLE 27499 0 0 VIEW INC *W EXP 03/08/202 92671V114 6 63833 SH SOLE 63833 0 0 VISCOGLIOSI BROS ACQUISTN CO COMMON STOCK 92838K100 4186 425000 SH SOLE 425000 0 0 VISCOGLIOSI BROS ACQUISTN CO *W EXP 03/18/202 92838K118 20 173846 SH SOLE 173846 0 0 VISION SENSING ACQUISITION C *W EXP 10/21/202 92838J111 34 243675 SH SOLE 243675 0 0 VPC IMPACT ACQUISITION HLDG CLASS A ORD G9460L126 3582 365558 SH SOLE 365558 0 0 VY GLOBAL GROWTH COM CL A G9444H100 1237 125000 SH SOLE 125000 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 3168 4000 PRN SOLE 4000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 2612 4000 PRN SOLE 4000 0 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 13823 20928 PRN SOLE 20928 0 0 Z-WORK ACQUISITION CORP COM CL A 98880C102 1925 195614 SH SOLE 195614 0 0 Z-WORK ACQUISITION CORP *W EXP 01/04/202 98880C110 8 65204 SH SOLE 65204 0 0