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0001301396-22-000005.txt : 20221107 0001301396-22-000005.hdr.sgml : 20221107 20221107133434 ACCESSION NUMBER: 0001301396-22-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220930 FILED AS OF DATE: 20221107 DATE AS OF CHANGE: 20221107 EFFECTIVENESS DATE: 20221107 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: 221364700 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 09-30-2022 09-30-2022 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 11-07-2022 0 594 1486005 false INFORMATION TABLE 2 edgar13f20220930e.xml 10X CAPITAL VENTURE ACQ III *W EXP 06/30/202 G87077114 13 216358 SH SOLE 216358 0 0 10X CAPITAL VENTURE ACQ III CL A ORD SHS G87077106 4370 432716 SH SOLE 432716 0 0 1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 10156 10497 PRN SOLE 10497 0 0 7 ACQUISITION CORPORATION SHS CL A G80694105 6073 601200 SH SOLE 601200 0 0 7 ACQUISITION CORPORATION *W EXP 11/05/202 G80694113 28 202130 SH SOLE 202130 0 0 7GC & CO HOLDINGS INC COM CL A 81786A107 1608 161959 SH SOLE 161959 0 0 7GC & CO HOLDINGS INC *W EXP 12/23/202 81786A115 2 80979 SH SOLE 80979 0 0 8I ACQUISITION 2 CORP ORDINARY SHARES G2956R103 4153 414497 SH SOLE 414497 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 4111 4866 PRN SOLE 4866 0 0 A SPAC II ACQUISITION CORP ORD SHS CL A G0543H109 13944 1400000 SH SOLE 1400000 0 0 A SPAC II ACQUISITION CORP *W EXP 10/15/202 G0543H117 32 700000 SH SOLE 700000 0 0 A SPAC II ACQUISITION CORP RIGHT 10/15/2026 G0543H133 105 1400000 SH SOLE 1400000 0 0 ABG ACQUISITION CORP I CL A SHS G00496102 1883 189647 SH SOLE 189647 0 0 ACCELERATE ACQUISITION CORP COM CL A 00439D102 492 50000 SH SOLE 50000 0 0 ACCOLADE INC NOTE 0.500% 4/0 00437EAB8 13678 18500 PRN SOLE 18500 0 0 ACCRETION ACQUISITION CORP COM 00438Y107 2485 250000 SH SOLE 250000 0 0 ACCRETION ACQUISITION CORP RIGHT 03/01/2028 00438Y123 31 352268 SH SOLE 352268 0 0 ACRI CAPITAL ACQUISITION COR COM CL A 00501A101 2007 200000 SH SOLE 200000 0 0 ACRI CAPITAL ACQUISITION COR *W EXP 02/01/202 00501A119 5 100000 SH SOLE 100000 0 0 ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110 9 202416 SH SOLE 202416 0 0 ADVANCED MERGER PARTNERS INC COM CL A 00777J109 270 27400 SH SOLE 27400 0 0 AESTHER HEALTHCARE ACQSTN CO *W EXP 09/14/202 00809L114 52 248932 SH SOLE 248932 0 0 AESTHER HEALTHCARE ACQSTN CO CLASS A COM 00809L106 5073 497865 SH SOLE 497865 0 0 AETHERIUM ACQUISITION CORP *W EXP 12/21/202 00809J119 200 331054 SH SOLE 331054 0 0 AETHERIUM ACQUISITION CORP CLASS A COM 00809J101 3297 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 21 47638 SH SOLE 47638 0 0 AIB ACQUISITION CORPORATION CLASS A ORD G0R45S109 1346 133974 SH SOLE 133974 0 0 AIMFINITY INVESTMENT CORP I UNIT 02/01/2029 G0135E100 1980 200000 SH SOLE 200000 0 0 AIRBNB INC NOTE 3/1 009066AB7 11450 13828 PRN SOLE 13828 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 990 1064 PRN SOLE 1064 0 0 ALPHA STAR ACQUISITION CORP ORDINARY SHARES G0230C108 3629 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 50 335596 SH SOLE 335596 0 0 ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8 1215 1500 PRN SOLE 1500 0 0 ALPINE ACQUISITION CORPORATI COM 02083L109 1881 184200 SH SOLE 184200 0 0 ALPINE ACQUISITION CORPORATI *W EXP 05/01/202 02083L117 10 71150 SH SOLE 71150 0 0 ALSET CAPITAL ACQUISITION CO UNIT 01/31/2027 02115M208 1005 100000 SH SOLE 100000 0 0 AMERICAS TECHNOLOGY ACQSN CO *W EXP 12/31/202 G0404A110 10 154263 SH SOLE 154263 0 0 AMRYT PHARMA PLC SPONSORED ADS 03217L106 501 72334 SH SOLE 72334 0 0 ANDRETTI ACQUISITION CORP *W EXP 99/99/999 G26735129 39 383900 SH SOLE 383900 0 0 ANDRETTI ACQUISITION CORP CL A ORD SHS G26735103 7545 750000 SH SOLE 750000 0 0 ANGEL POND HOLDINGS CORP SHS CL A G0447J102 1718 174731 SH SOLE 174731 0 0 AP ACQUISITION CORP CL A ORD SHS G04058106 399 39195 SH SOLE 39195 0 0 APEIRON CAPITAL INVEST CORP *W EXP 04/02/202 03752A119 8 200000 SH SOLE 200000 0 0 APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 1776 179900 SH SOLE 179900 0 0 APPLIED OPTOELECTRONICS INC NOTE 5.000% 3/1 03823UAB8 9139 12025 PRN SOLE 12025 0 0 APX ACQUISITION CORP I *W EXP 11/30/202 G0440J125 4 50000 SH SOLE 50000 0 0 APX ACQUISITION CORP I CLASS A ORD SHS G0440J109 1012 100000 SH SOLE 100000 0 0 ARBOR RAPHA CAP BIOHLDS CORP *W EXP 10/31/202 03881F112 8 103096 SH SOLE 103096 0 0 ARBOR RAPHA CAP BIOHLDS CORP CLASS A COM 03881F104 3926 387927 SH SOLE 387927 0 0 ARGUS CAPITAL CORP *W EXP 08/31/202 04026L113 96 637600 SH SOLE 637600 0 0 ARGUS CAPITAL CORP CLASS A COM 04026L105 4780 475600 SH SOLE 475600 0 0 AROGO CAPITAL ACQUISITION CO CLASS A COM 042644104 4627 465000 SH SOLE 465000 0 0 ARTIVION INC NOTE 4.250% 7/0 228903AB6 7776 8300 PRN SOLE 8300 0 0 ASCENDANT DIGITAL ACQ CORP I CL A COM G05157105 2028 200000 SH SOLE 200000 0 0 ASCENDANT DIGITAL ACQ CORP I *W EXP 99/99/999 G05157113 2 32800 SH SOLE 32800 0 0 ASTREA ACQUISITION CORP COM CL A 04637C106 1647 167397 SH SOLE 167397 0 0 ASTREA ACQUISITION CORP *W EXP 01/28/202 04637C114 3 83698 SH SOLE 83698 0 0 ATHENA TECHNOLOGY ACQ CORP I CL A COM 04687C105 5922 600000 SH SOLE 600000 0 0 ATHENA TECHNOLOGY ACQ CORP I *W EXP 10/17/202 04687C113 93 775000 SH SOLE 775000 0 0 ATHLON ACQUISITION CORP COM CL A 04748A106 1949 197467 SH SOLE 197467 0 0 ATHLON ACQUISITION CORP *W EXP 01/12/202 04748A114 4 98633 SH SOLE 98633 0 0 ATLAS CREST INVESTMENT CORP COM CL A 049287105 447 45394 SH SOLE 45394 0 0 AULT DISRUPTIVE TECHS CORP COM 05150A104 2521 250000 SH SOLE 250000 0 0 AULT DISRUPTIVE TECHS CORP *W EXP 99/99/999 05150A112 7 187500 SH SOLE 187500 0 0 AURA FAT PROJS ACQUISITION C *W EXP 03/31/202 G06362126 20 500000 SH SOLE 500000 0 0 AURA FAT PROJS ACQUISITION C CLASS A ORD G06362100 5035 500000 SH SOLE 500000 0 0 AURORA INNOVATION INC *W EXP 11/03/202 051774115 5 11228 SH SOLE 11228 0 0 AUTHENTIC EQUITY ACQUISTN CO CL A SHS G06607108 2486 249844 SH SOLE 249844 0 0 AUTHENTIC EQUITY ACQUISTN CO *W EXP 01/20/202 G06607124 5 124198 SH SOLE 124198 0 0 AVALARA INC NOTE 0.250% 8/0 05338GAB2 6754 6985 PRN SOLE 6985 0 0 AVALON ACQUISITION INC *W EXP 12/31/202 05338E119 20 210024 SH SOLE 210024 0 0 AVISTA PUB ACQUISITION CORP *W EXP 04/06/202 G07247128 44 88321 SH SOLE 88321 0 0 AVISTA PUB ACQUISITION CORP CLASS A ORD SHS G07247102 3010 294963 SH SOLE 294963 0 0 AXIOS SUSTAINABLE GRW ACQ CO *W EXP 99/99/999 G0703K116 27 475101 SH SOLE 475101 0 0 AXIOS SUSTAINABLE GRW ACQ CO RIGHT 99/99/9999 G0703K124 45 475101 SH SOLE 475101 0 0 AXIOS SUSTAINABLE GRW ACQ CO CL A ORD SHS G0703K108 4803 475101 SH SOLE 475101 0 0 AXONPRIME INFRSTCTR AQSTN CO CLASS A COM 05467C108 1896 195428 SH SOLE 195428 0 0 BANNIX ACQUISITION CORP COM 066644105 3677 367010 SH SOLE 367010 0 0 BANNIX ACQUISITION CORP *W EXP 07/31/202 066644113 13 320484 SH SOLE 320484 0 0 BANNIX ACQUISITION CORP RIGHT 07/31/2026 066644121 13 210385 SH SOLE 210385 0 0 BATTERY FUTURE ACQUISITION C CL A ORD SHS G0888J108 5017 497320 SH SOLE 497320 0 0 BEARD ENERGY TRANSITION ACQ CL A COM 07402Q101 3015 300000 SH SOLE 300000 0 0 BENSON HILL INC *W EXP 09/29/202 082490111 123 306928 SH SOLE 306928 0 0 BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 9419 11287 PRN SOLE 11287 0 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 2261 3000 PRN SOLE 3000 0 0 BERENSON ACQUISITION CORP I CL A COM 083690107 1968 200000 SH SOLE 200000 0 0 BERENSON ACQUISITION CORP I *W EXP 08/01/202 083690115 2 49200 SH SOLE 49200 0 0 BIGBEAR AI HLDGS INC *W EXP 12/08/202 08975B117 37 249098 SH SOLE 249098 0 0 BIGCOMMERCE HLDGS INC NOTE 0.250%10/0 08975PAB4 6820 9340 PRN SOLE 9340 0 0 BILANDER ACQUISITION CORP CL A COM 09001T106 1456 150000 SH SOLE 150000 0 0 BIOPLUS ACQUISITION CORP *W EXP 12/02/202 G11217125 14 105069 SH SOLE 105069 0 0 BIOPLUS ACQUISITION CORP CLASS A ORD SHS G11217117 1106 110068 SH SOLE 110068 0 0 BIORA THERAPEUTICS INC NOTE 7.250%12/0 74319FAB3 1381 2200 PRN SOLE 2200 0 0 BIOTECH ACQUISITION COMPANY CL A SHS G1125A108 1929 194400 SH SOLE 194400 0 0 BIOTECH ACQUISITION COMPANY *W EXP 11/30/202 G1125A116 3 47200 SH SOLE 47200 0 0 BITE ACQUISITION CORP COMMON STOCK 09175K105 1969 200000 SH SOLE 200000 0 0 BITE ACQUISITION CORP *W EXP 02/12/203 09175K113 6 100000 SH SOLE 100000 0 0 BLACK MOUNTAIN ACQ CORP CL A COM 09216A108 6520 650045 SH SOLE 650045 0 0 BLACK MOUNTAIN ACQ CORP *W EXP 10/15/202 09216A116 91 928400 SH SOLE 928400 0 0 BLACKLINE INC NOTE 3/1 09239BAD1 6485 8016 PRN SOLE 8016 0 0 BLEUACACIA LTD CLASS A ORD SHS G11728105 4928 499498 SH SOLE 499498 0 0 BLOCK INC NOTE 0.250%11/0 852234AK9 3575 5000 PRN SOLE 5000 0 0 BLOCKCHAIN COINVSTRS ACQ CRP CLASS A ORD G11765107 1672 165675 SH SOLE 165675 0 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 17034 12250 PRN SOLE 12250 0 0 BLUE OCEAN ACQUISITION CORP *W EXP 12/02/202 G1330L121 22 198750 SH SOLE 198750 0 0 BLUE OCEAN ACQUISITION CORP CLASS A ORD SHS G1330L105 3987 397500 SH SOLE 397500 0 0 BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 991 99900 SH SOLE 99900 0 0 BOA ACQUISITION CORP *W EXP 02/22/202 05601A117 4 16666 SH SOLE 16666 0 0 BRAEMAR HOTELS & RESORTS INC NOTE 4.500% 6/0 10482BAB7 0 0 PRN SOLE 0 0 0 BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 9736 16535 PRN SOLE 16535 0 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 7365 16458 PRN SOLE 16458 0 0 BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 4610 459425 SH SOLE 459425 0 0 BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 630 63605 SH SOLE 63605 0 0 BRIGHT LIGHTS ACQUISITION CO *W EXP 01/01/202 10920K119 1 31802 SH SOLE 31802 0 0 BULLPEN PARLAY ACQUISITION C *W EXP 12/03/202 G1792A118 20 196950 SH SOLE 196950 0 0 BULLPEN PARLAY ACQUISITION C CLASS A ORD SHS G1792A100 3971 393900 SH SOLE 393900 0 0 C5 ACQUISITION CORPORATION CL A COM 12530D105 7751 772795 SH SOLE 772795 0 0 C5 ACQUISITION CORPORATION *W EXP 12/31/202 12530D113 39 351870 SH SOLE 351870 0 0 CABLE ONE INC NOTE 3/1 12685JAE5 4291 5650 PRN SOLE 5650 0 0 CACTUS ACQUISITION CORP 1 LT *W EXP 08/17/202 G1745A124 15 215352 SH SOLE 215352 0 0 CACTUS ACQUISITION CORP 1 LT CLASS A ORD G1745A108 5089 505903 SH SOLE 505903 0 0 CANNA GLOBAL ACQUISITION COR *W EXP 11/30/202 13767K119 13 499500 SH SOLE 499500 0 0 CANNA GLOBAL ACQUISITION COR CLASS A COM 13767K101 5050 499500 SH SOLE 499500 0 0 CANO HEALTH INC *W EXP 06/03/202 13781Y111 412 155948 SH SOLE 155948 0 0 CAPITALWORKS EMNG MKTS ACQST *W EXP 11/19/202 G1889L126 12 137500 SH SOLE 137500 0 0 CAPITALWORKS EMNG MKTS ACQST CLASS A ORD SHS G1889L100 2780 275000 SH SOLE 275000 0 0 CARTESIAN GROWTH CORP CL A SHS G19276107 620 62590 SH SOLE 62590 0 0 CARTESIAN GROWTH CORP II *W EXP 07/12/202 G19305120 7 66666 SH SOLE 66666 0 0 CARTESIAN GROWTH CORP II CLASS A ORD G19305112 1006 100000 SH SOLE 100000 0 0 CARTICA ACQUISITION CORP *W EXP 04/30/202 G1995D117 13 100000 SH SOLE 100000 0 0 CARTICA ACQUISITION CORP CLASS A ORD SHS G1995D109 3027 300000 SH SOLE 300000 0 0 CATALYST PARTNRS ACQUISITN C CLASS A ORD SHS G19550105 467 47465 SH SOLE 47465 0 0 CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 2 50000 SH SOLE 50000 0 0 CENAQ ENERGY CORP *W EXP 02/04/202 15130M110 24 132844 SH SOLE 132844 0 0 CENAQ ENERGY CORP CLASS A ORD SHS 15130M102 3060 303308 SH SOLE 303308 0 0 CENTURY ALUM CO NOTE 2.750% 5/0 156431AQ1 2891 4794 PRN SOLE 4794 0 0 CF ACQUISITION CORP IV COM CL A 12520T102 8234 827561 SH SOLE 827561 0 0 CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 5 95285 SH SOLE 95285 0 0 CF ACQUISITION CORP VII CLASS A COM 12521H107 3505 350000 SH SOLE 350000 0 0 CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 4 52370 SH SOLE 52370 0 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 4312 4400 PRN SOLE 4400 0 0 CHEGG INC NOTE 9/0 163092AF6 8872 11623 PRN SOLE 11623 0 0 CHENGHE ACQUISITION CO *W EXP 04/22/202 G2086M123 2 25000 SH SOLE 25000 0 0 CHENGHE ACQUISITION CO CLASS A ORD G2086M107 505 50000 SH SOLE 50000 0 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 11435 1163239 SH SOLE 1163239 0 0 CLARIM ACQUISITION CORP COM CL A 18049C108 1284 130237 SH SOLE 130237 0 0 CLARIM ACQUISITION CORP *W EXP 01/05/202 18049C116 2 43412 SH SOLE 43412 0 0 CLARUS THERAPEUTICS HLDNGS I *W EXP 08/11/202 18271L115 0 62175 SH SOLE 62175 0 0 CLASS ACCELERATION CORP COM 18274B106 1976 200000 SH SOLE 200000 0 0 CLASS ACCELERATION CORP *W EXP 03/31/202 18274B114 1 100000 SH SOLE 100000 0 0 CLIMATEROCK *W EXP 04/25/202 G2311X118 6 100000 SH SOLE 100000 0 0 CLIMATEROCK RIGHT 10/31/2028 G2311X134 26 200000 SH SOLE 200000 0 0 CLIMATEROCK CLASS A ORD G2311X100 2000 200000 SH SOLE 200000 0 0 CLOUDFLARE INC NOTE 8/1 18915MAC1 4330 5573 PRN SOLE 5573 0 0 COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3 12986 19612 PRN SOLE 19612 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 13005 15100 PRN SOLE 15100 0 0 CONCORD ACQUISITION CORP III COM CL A 20607V106 6036 601800 SH SOLE 601800 0 0 CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114 37 229780 SH SOLE 229780 0 0 CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 192 19300 SH SOLE 19300 0 0 CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 1273 127743 SH SOLE 127743 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 2 95500 SH SOLE 95500 0 0 CORNER GROWTH ACQUISITN CORP *W EXP 04/09/202 G2426E120 3 83333 SH SOLE 83333 0 0 COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 5061 6000 PRN SOLE 6000 0 0 COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 6225 8100 PRN SOLE 8100 0 0 COVA ACQUISITION CORP CL A SHS G2554Y104 2733 274861 SH SOLE 274861 0 0 COVA ACQUISITION CORP *W EXP 02/05/202 G2554Y120 4 137430 SH SOLE 137430 0 0 CRESCERA CAP ACQUISITION COR *W EXP 11/18/202 G26507114 15 199800 SH SOLE 199800 0 0 CRESCERA CAP ACQUISITION COR CLASS A ORD SHS G26507106 4014 400000 SH SOLE 400000 0 0 CRIXUS BH3 ACQUISITION CO CLASS A COM 22677T102 2001 201430 SH SOLE 201430 0 0 CROWN PROPTECH ACQUISITIONS SHS CL A G25741102 2318 233643 SH SOLE 233643 0 0 CROWN PROPTECH ACQUISITIONS *W EXP 99/99/999 G25741110 2 77881 SH SOLE 77881 0 0 CRUCIBLE ACQUISITION CORP COM CL A 22877P108 493 49506 SH SOLE 49506 0 0 CRYPTO 1 ACQUISITION CORP CLASS A ORD G3168A102 2878 286810 SH SOLE 286810 0 0 CUSTOM TRUCK ONE SOURCE INC *W EXP 01/01/202 23204X111 158 236449 SH SOLE 236449 0 0 D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 1786 180960 SH SOLE 180960 0 0 D AND Z MEDIA ACQUISITION CO *W EXP 01/27/202 23305Q114 2 60320 SH SOLE 60320 0 0 DEEP LAKE CAPITAL ACQUSTN CO CL A SHS G27029100 1589 159579 SH SOLE 159579 0 0 DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118 3 79789 SH SOLE 79789 0 0 DENALI CAPITAL ACQUISITN COR *W EXP 03/28/202 G6256B114 51 605000 SH SOLE 605000 0 0 DENALI CAPITAL ACQUISITN COR CLASS A ORD G6256B106 4582 455000 SH SOLE 455000 0 0 DIGITAL TRANSFORMATN OPT COR CLASS A COM 25401K107 1471 149800 SH SOLE 149800 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 1668 2425 PRN SOLE 2425 0 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 11952 13207 PRN SOLE 13207 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 381 37756 SH SOLE 37756 0 0 DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 8199 12703 PRN SOLE 12703 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 992 100000 SH SOLE 100000 0 0 EDIFY ACQUISITION CORP CL A 28059Q103 1978 200000 SH SOLE 200000 0 0 EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 5 99500 SH SOLE 99500 0 0 EF HUTTON ACQUISITION CORP I UNIT 11/18/2027 28201D208 5400 540000 SH SOLE 540000 0 0 ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103 738 75000 SH SOLE 75000 0 0 EMBRACE CHANGE ACQUISITN COR UNIT 03/17/2027 G3034H133 3036 300000 SH SOLE 300000 0 0 EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 2862 289639 SH SOLE 289639 0 0 EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 12 211721 SH SOLE 211721 0 0 ENJOY TECHNOLOGY INC *W EXP 12/01/202 29335V114 3 626853 SH SOLE 626853 0 0 ENTERPRISE 4.0 TEC ACQSTN CO CLASS A ORD SHS G3137C106 6804 674350 SH SOLE 674350 0 0 ENVESTNET INC NOTE 0.750% 8/1 29404KAE6 1463 1750 PRN SOLE 1750 0 0 EPIPHANY TECHNOLOGY ACQUISIT COM CL A 29429X109 2159 218528 SH SOLE 218528 0 0 EPIPHANY TECHNOLOGY ACQUISIT *W EXP 01/12/202 29429X117 5 89058 SH SOLE 89058 0 0 EQ HEALTH ACQUISITION CORP COM CL A 26886A101 2469 250000 SH SOLE 250000 0 0 EQ HEALTH ACQUISITION CORP *W EXP 02/02/202 26886A119 10 125000 SH SOLE 125000 0 0 ESGEN ACQUISITION CORP SHS CL A G3R95N103 2030 200000 SH SOLE 200000 0 0 ESM ACQUISITION CORPORATION *W EXP 02/02/202 G3195H112 5 65311 SH SOLE 65311 0 0 ESPERION THERAPEUTICS INC NE NOTE 4.000%11/1 29664WAB1 8274 14764 PRN SOLE 14764 0 0 ETSY INC NOTE 0.250% 6/1 29786AAN6 5012 6500 PRN SOLE 6500 0 0 EVE MOBILITY ACQUISITION COR *W EXP 12/31/202 G3218G117 3 34998 SH SOLE 34998 0 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 6452 6900 PRN SOLE 6900 0 0 EVENTBRITE INC NOTE 0.750% 9/1 29975EAD1 12620 18575 PRN SOLE 18575 0 0 EVEREST CONSOLIDATOR ACQ COR CL A COM 29978K102 1052 104631 SH SOLE 104631 0 0 EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110 3 52315 SH SOLE 52315 0 0 EVO ACQUISITION CORP COM CL A 30052G108 986 100000 SH SOLE 100000 0 0 EVO ACQUISITION CORP *W EXP 01/04/202 30052G116 1 50000 SH SOLE 50000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 2836 2261 PRN SOLE 2261 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 4767 6890 PRN SOLE 6890 0 0 EXCELFIN ACQUISITION CORP COM CL A 30069X102 3509 350000 SH SOLE 350000 0 0 FAR PEAK ACQUISITION CORP *W EXP 12/07/202 G3312L111 4 20000 SH SOLE 20000 0 0 FAST RADIUS INC *W EXP 02/11/202 31187R118 1 30634 SH SOLE 30634 0 0 FASTLY INC NOTE 3/1 31188VAB6 14099 19500 PRN SOLE 19500 0 0 FAZE HOLDINGS INC *W EXP 03/01/202 31423J110 16 29052 SH SOLE 29052 0 0 FEUTUNE LIGHT ACQUISITION CO UNIT 06/01/2029 31561T201 871 82458 SH SOLE 82458 0 0 FG MERGER CORP COMMON STOCK 30324Y101 3257 325000 SH SOLE 325000 0 0 FG MERGER CORP *W EXP 06/17/202 30324Y119 37 243750 SH SOLE 243750 0 0 FINANCIAL STRATEGIES ACQUISI *W EXP 03/31/202 31772T115 9 195100 SH SOLE 195100 0 0 FINANCIAL STRATEGIES ACQUISI RIGHT 07/01/2023 31772T123 14 249000 SH SOLE 249000 0 0 FINANCIAL STRATEGIES ACQUISI CLASS A COM 31772T107 2509 250000 SH SOLE 250000 0 0 FINNOVATE ACQUISITION CORP *W EXP 09/30/202 G3R34K111 16 262500 SH SOLE 262500 0 0 FINNOVATE ACQUISITION CORP CLASS A ORD SHS G3R34K103 3532 350000 SH SOLE 350000 0 0 FINTECH ACQUISITION CORP V COM CL A 31810Q107 996 100000 SH SOLE 100000 0 0 FINTECH ACQUISITION CORP VI *W EXP 03/31/202 31811H114 1 19800 SH SOLE 19800 0 0 FINTECH ACQUISITION CORP VI CLASS A COM 31811H106 1990 200000 SH SOLE 200000 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 4658 6000 PRN SOLE 6000 0 0 FOCUS IMPACT ACQUISITION COR *W EXP 10/28/202 34417L117 8 100050 SH SOLE 100050 0 0 FOCUS IMPACT ACQUISITION COR CLASS A COM 34417L109 4009 400100 SH SOLE 400100 0 0 FOREST ROAD ACQUISITION COR CL A 34619V103 492 50000 SH SOLE 50000 0 0 FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 841 85000 SH SOLE 85000 0 0 FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 995 100000 SH SOLE 100000 0 0 FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 495 50000 SH SOLE 50000 0 0 FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 1 8500 SH SOLE 8500 0 0 FORTUNE RISE ACQUISITION COR *W EXP 12/06/202 34969G110 6 110574 SH SOLE 110574 0 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 1107 1145 PRN SOLE 1145 0 0 FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 1210 121326 SH SOLE 121326 0 0 FRAZIER LIFESCIENCES ACQU CO *W EXP 11/30/202 G3710A113 21 27408 SH SOLE 27408 0 0 FTAC ATHENA ACQUISITION CORP *W EXP 03/01/202 G37283119 1 15476 SH SOLE 15476 0 0 FTAC EMERALD ACQUISITION COR *W EXP 10/19/202 29103K118 35 250000 SH SOLE 250000 0 0 FTAC EMERALD ACQUISITION COR CLASS A COM 29103K100 5631 574000 SH SOLE 574000 0 0 FTAC HERA ACQUISITION CORP *W EXP 02/28/202 G3728Y111 19 221320 SH SOLE 221320 0 0 FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 0 30 SH SOLE 30 0 0 FTAC ZEUS ACQUISITION COR *W EXP 04/15/202 30320F114 44 440000 SH SOLE 440000 0 0 FTAC ZEUS ACQUISITION COR CLASS A COM 30320F106 13065 1300000 SH SOLE 1300000 0 0 FUSION ACQUISITION CORP II COM CL A 36118N102 3231 327870 SH SOLE 327870 0 0 FUSION ACQUISITION CORP II *W EXP 02/29/202 36118N110 7 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 10 150000 SH SOLE 150000 0 0 FUTURETECH II ACQUISITION CO CLASS A COM 36119D103 1509 150000 SH SOLE 150000 0 0 G SQUARED ASCEND I INC SHS CL A G4204R109 3957 398719 SH SOLE 398719 0 0 G SQUARED ASCEND II INC COM CL A G42041106 3790 382051 SH SOLE 382051 0 0 G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 4 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 1016 100000 SH SOLE 100000 0 0 GCM GROSVENOR INC *W EXP 11/17/202 36831E116 178 301059 SH SOLE 301059 0 0 GENESIS GRWT TECH ACQUSTN CO CLASS A ORD SHS G3R23D102 5060 500000 SH SOLE 500000 0 0 GLOBAL BLOCKCHAIN ACQUI CORP COMMON STOCK 37961B104 3948 400000 SH SOLE 400000 0 0 GLOBAL BLOCKCHAIN ACQUI CORP RIGHT 05/09/2027 37961B112 28 400000 SH SOLE 400000 0 0 GLOBAL BLOCKCHAIN ACQUI CORP *W EXP 05/09/202 37961B120 16 400000 SH SOLE 400000 0 0 GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 1494 150000 SH SOLE 150000 0 0 GLOBAL TECHNOLGY ACQSTN CORP *W EXP 10/19/202 G3934N115 24 173700 SH SOLE 173700 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 2683 272346 SH SOLE 272346 0 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 18 425128 SH SOLE 425128 0 0 GOGREEN INVESTMENTS CORP ORD SHS CL A G9461B101 2536 250000 SH SOLE 250000 0 0 GOGREEN INVESTMENTS CORP *W EXP 05/31/202 G9461B119 16 120200 SH SOLE 120200 0 0 GORES HOLDINGS VII INC COM CL A 38286T101 1085 110000 SH SOLE 110000 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 2921 2850 PRN SOLE 2850 0 0 GROUPON INC NOTE 1.125% 3/1 399473AF4 15814 24825 PRN SOLE 24825 0 0 GSR II METEORA ACQUISITN COR RIGHT 02/24/2027 36263W113 110 84293 SH SOLE 84293 0 0 GSR II METEORA ACQUISITN COR *W EXP 02/24/202 36263W121 222 1348690 SH SOLE 1348690 0 0 GSR II METEORA ACQUISITN COR CLASS A COM 36263W105 13406 1348690 SH SOLE 1348690 0 0 GUARDANT HEALTH INC NOTE 11/1 40131MAB5 728 1000 PRN SOLE 1000 0 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 3588 4000 PRN SOLE 4000 0 0 GX ACQUISITION CORP II *W EXP 03/17/202 36260F113 3 33333 SH SOLE 33333 0 0 GX ACQUISITION CORP II CLASS A COM 36260F105 981 100000 SH SOLE 100000 0 0 H I G ACQUISITION CORP COM CL A G44898107 1270 126659 SH SOLE 126659 0 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 3935 4950 PRN SOLE 4950 0 0 HCM ACQUISITION CO *W EXP 01/20/202 G4365A127 28 175000 SH SOLE 175000 0 0 HCM ACQUISITION CO CLASS A ORD SHS G4365A101 2020 200000 SH SOLE 200000 0 0 HEALTH CATALYST INC NOTE 2.500% 4/1 42225TAB3 17462 20696 PRN SOLE 20696 0 0 HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117 14 99949 SH SOLE 99949 0 0 HEALTHCARE AI ACQUISITION CO CLASS A ORD SHS G4373K109 2017 200000 SH SOLE 200000 0 0 HEALTHCARE SERVICES ACQU COR COM CL A 42227K104 3956 398350 SH SOLE 398350 0 0 HEALTHWELL ACQUISITION CORP *W EXP 08/05/202 42227R117 5 500000 SH SOLE 500000 0 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 5493 548782 SH SOLE 548782 0 0 HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 31 274391 SH SOLE 274391 0 0 HHG CAPITAL CORPORATION *W EXP 02/25/202 G4R23P129 6 123800 SH SOLE 123800 0 0 HHG CAPITAL CORPORATION RIGHT 02/25/2026 G4R23P145 10 116113 SH SOLE 116113 0 0 HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 495 49700 SH SOLE 49700 0 0 HNR ACQUISITION CORP COM 40472A102 3507 350000 SH SOLE 350000 0 0 HNR ACQUISITION CORP *W EXP 02/04/202 40472A128 66 349249 SH SOLE 349249 0 0 HUNT COMPANIES ACQUISITIO CL ACOM G46482108 1397 137600 SH SOLE 137600 0 0 HUNT COMPANIES ACQUISITIO *W EXP 99/99/999 G46482124 8 194800 SH SOLE 194800 0 0 HYCROFT MINING HOLDING CORP *W EXP 02/12/202 44862P117 2 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 29 248030 SH SOLE 248030 0 0 ICONIC SPORTS ACQUISITION CO CL A ORD SHS G4712C107 5738 565000 SH SOLE 565000 0 0 IGNYTE ACQUISITION CORP COM 45175H106 499 50000 SH SOLE 50000 0 0 IGNYTE ACQUISITION CORP *W EXP 01/05/202 45175H114 2 25000 SH SOLE 25000 0 0 INCEPTION GROWTH ACQUSTN LTD COMMON STOCK 45333D104 427 43000 SH SOLE 43000 0 0 INCEPTION GROWTH ACQUSTN LTD *W EXP 10/15/202 45333D112 9 125000 SH SOLE 125000 0 0 INCEPTION GROWTH ACQUSTN LTD RIGHT 12/08/2026 45333D120 21 250000 SH SOLE 250000 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 4570 5000 PRN SOLE 5000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 3629 4000 PRN SOLE 4000 0 0 INFINERA CORP DEBT 3.750% 8/0 45667GAF0 20240 20475 PRN SOLE 20475 0 0 INFINITE ACQUISITION CORP *W EXP 11/23/202 G48028123 8 45711 SH SOLE 45711 0 0 INFINT ACQUISITION CORP *W EXP 99/99/999 G47862126 19 188200 SH SOLE 188200 0 0 INFINT ACQUISITION CORP CL A ORD SHS G47862100 3827 376400 SH SOLE 376400 0 0 INNOVATIVE INTL ACQUSITIN CO *W EXP 07/01/202 G4809M125 8 274598 SH SOLE 274598 0 0 INNOVATIVE INTL ACQUSITIN CO CLASS A ORD G4809M109 5328 525485 SH SOLE 525485 0 0 INTEGRATED RAIL AND RES ACQ CL A COM 45827R106 13327 1324738 SH SOLE 1324738 0 0 INTEGRATED RAIL AND RES ACQ *W EXP 99/99/999 45827R114 51 585119 SH SOLE 585119 0 0 INTELLIGENT MEDI ACQSITN COR *W EXP 11/05/202 45828D114 6 66569 SH SOLE 66569 0 0 INTELLIGENT MEDI ACQSITN COR CLASS A COM 45828D106 1363 135339 SH SOLE 135339 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 2.000% 5/1 45845PAB4 14382 19230 PRN SOLE 19230 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.500% 2/1 45845PAC2 0 0 PRN SOLE 0 0 0 INTERPRIVATE II ACQUISITION CL A COM 46064Q108 197 20000 SH SOLE 20000 0 0 INTERPRIVATE III FINANCIAL P COM CL A 46064R106 877 89054 SH SOLE 89054 0 0 INTERPRIVATE IV INFRATECH PR CLASS A COM 46064T102 492 50000 SH SOLE 50000 0 0 INTL GNRL INSURANCE HLDNGS L *W EXP 03/17/202 G4809J114 74 129205 SH SOLE 129205 0 0 INVESTCORP INDIA ACQUISTN CO *W EXP 06/01/202 G49219127 45 212035 SH SOLE 212035 0 0 INVESTCORP INDIA ACQUISTN CO CLASS A ORD SHS G49219101 4275 424071 SH SOLE 424071 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 3842 4248 PRN SOLE 4248 0 0 IRIS ACQUISITION CORP CLASS A COM 89601Y101 287 29200 SH SOLE 29200 0 0 IRON SPARK I INC CLASS A COM 46301G103 3817 384400 SH SOLE 384400 0 0 JACK CREEK INVESTMENT CORP CL A SHS G4989X115 2411 242334 SH SOLE 242334 0 0 JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 32 121167 SH SOLE 121167 0 0 JACKSON ACQUISITION CO COM CL A 46653C106 1497 150000 SH SOLE 150000 0 0 JACKSON ACQUISITION CO *W EXP 99/99/999 46653C114 9 75000 SH SOLE 75000 0 0 JAGUAR GLOBAL GROWTH CORP I *W EXP 11/23/202 G5S11A130 6 97550 SH SOLE 97550 0 0 JAGUAR GLOBAL GROWTH CORP I CLASS A ORD SHS G5S11A106 1947 195100 SH SOLE 195100 0 0 JAMF HLDG CORP NOTE 0.125% 9/0 47074LAB1 4458 5500 PRN SOLE 5500 0 0 JATT ACQUISITION CORP SHS CL A G50752107 1007 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 983 100000 SH SOLE 100000 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 5 46444 SH SOLE 46444 0 0 JIYA ACQUISITION CORP COM CL A 47760M102 2991 300000 SH SOLE 300000 0 0 JOFF FINTECH ACQUISITION COR COM CL A 46592C100 2178 221093 SH SOLE 221093 0 0 JUNIPER II CORP CL A COM 48203N103 6986 699989 SH SOLE 699989 0 0 JUNIPER II CORP *W EXP 99/99/999 48203N111 14 100000 SH SOLE 100000 0 0 JUPITER WELLNESS ACQUISITION CLASS A COM 48208E108 5308 529245 SH SOLE 529245 0 0 KAIROUS ACQUISITION CORP LTD ORDINARY SHARES G52131110 1813 180000 SH SOLE 180000 0 0 KAIROUS ACQUISITION CORP LTD *W EXP 09/15/202 G52131128 5 90000 SH SOLE 90000 0 0 KAIROUS ACQUISITION CORP LTD RIGHT 09/15/2026 G52131136 13 180000 SH SOLE 180000 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 10700 13126 PRN SOLE 13126 0 0 KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103 747 75000 SH SOLE 75000 0 0 KEYARCH ACQUISITION CORP *W EXP 01/24/202 G5260A112 5 95000 SH SOLE 95000 0 0 KEYARCH ACQUISITION CORP RIGHT 01/24/2027 G5260A120 25 200000 SH SOLE 200000 0 0 KIMBELL TIGER ACQUISITION CO UNIT 09/15/2028 49436K205 4088 400000 SH SOLE 400000 0 0 KL ACQUISITION CORP COM CL A 49837C109 1484 150000 SH SOLE 150000 0 0 KL ACQUISITION CORP *W EXP 01/12/202 49837C117 3 50000 SH SOLE 50000 0 0 LAMF GLOBAL VENTURES CORP I *W EXP 11/05/202 G5338L124 9 93675 SH SOLE 93675 0 0 LAMF GLOBAL VENTURES CORP I CLASS A ORD G5338L108 1890 187350 SH SOLE 187350 0 0 LANNETT CO INC NOTE 4.500%10/0 51602UAC2 1245 9138 PRN SOLE 9138 0 0 LARKSPUR HEALTH ACQUISITION *W EXP 12/20/202 51724W115 45 375000 SH SOLE 375000 0 0 LARKSPUR HEALTH ACQUISITION CLASS A COM 51724W107 4940 493972 SH SOLE 493972 0 0 LCI INDS NOTE 1.125% 5/1 501812AB7 2989 3500 PRN SOLE 3500 0 0 LEARN CW INVESTMENT COR *W EXP 10/08/202 G54157113 10 87302 SH SOLE 87302 0 0 LEARN CW INVESTMENT COR CL A ORD SHS G54157105 1723 174605 SH SOLE 174605 0 0 LEFTERIS ACQUISITION CORP COM CL A 52470X109 597 59717 SH SOLE 59717 0 0 LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 3 112813 SH SOLE 112813 0 0 LEGATO MERGER CORP II COM 52473Y104 7455 750000 SH SOLE 750000 0 0 LEGATO MERGER CORP II *W EXP 09/01/202 52473Y112 19 51732 SH SOLE 51732 0 0 LEO HLDGS CORP II COM CL A G5463R102 460 46200 SH SOLE 46200 0 0 LF CAPITAL ACQUISITION CORP *W EXP 02/19/202 50202D110 14 150000 SH SOLE 150000 0 0 LF CAPITAL ACQUISITION CORP CLASS A COM 50202D102 3017 300000 SH SOLE 300000 0 0 LIBERTY RES ACQUISITION CORP CLASS A COM 53118A105 2791 276600 SH SOLE 276600 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 9 75000 SH SOLE 75000 0 0 LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105 1005 100000 SH SOLE 100000 0 0 LIVEPERSON INC NOTE 0.750% 3/0 538146AB7 20586 22250 PRN SOLE 22250 0 0 LIVEPERSON INC NOTE 12/1 538146AD3 9233 13500 PRN SOLE 13500 0 0 LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1 1297 1555 PRN SOLE 1555 0 0 LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 344 35000 SH SOLE 35000 0 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 7923 9300 PRN SOLE 9300 0 0 MAGNUM OPUS ACQUISITION LTD SHS CL A G5S70A104 1484 149420 SH SOLE 149420 0 0 MANA CAP ACQUISITION CORP COMMON STOCK 56168P104 2510 250000 SH SOLE 250000 0 0 MANA CAP ACQUISITION CORP RIGHT 06/01/2024 56168P112 73 250000 SH SOLE 250000 0 0 MANA CAP ACQUISITION CORP *W EXP 12/01/202 56168P120 23 121500 SH SOLE 121500 0 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 16845 18800 PRN SOLE 18800 0 0 MAQUIA CAPITAL ACQUISITION C CLASS A COM 56564V101 1985 192068 SH SOLE 192068 0 0 MARLIN TECHNOLOGY CORP CL A SHS G58411102 1278 128452 SH SOLE 128452 0 0 MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 490 50000 SH SOLE 50000 0 0 MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 1 16666 SH SOLE 16666 0 0 MAXPRO CAPITAL ACQUISITN COR *W EXP 09/27/202 57778T114 35 298500 SH SOLE 298500 0 0 MDH ACQUISITION CORP *W EXP 02/02/202 55283P114 5 118198 SH SOLE 118198 0 0 MEDTECH ACQUISITION CORP *W EXP 12/22/202 58507N113 4 70426 SH SOLE 70426 0 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 3544 4750 PRN SOLE 4750 0 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 12331 27160 PRN SOLE 27160 0 0 MISSION ADVANCEMENT CORP CL A 60501L101 1473 150000 SH SOLE 150000 0 0 MISSION ADVANCEMENT CORP *W EXP 03/05/202 60501L119 1 50000 SH SOLE 50000 0 0 MOBIV ACQUISITION CORP UNIT 07/31/2027 60742N205 4595 454100 SH SOLE 454100 0 0 MODEL N INC NOTE 2.625% 6/0 607525AB8 1227 1000 PRN SOLE 1000 0 0 MONTEREY CAP ACQUISITION COR *W EXP 01/01/202 61244M117 45 792000 SH SOLE 792000 0 0 MONTEREY CAP ACQUISITION COR RIGHT 05/10/2027 61244M125 94 792000 SH SOLE 792000 0 0 MONTEREY CAP ACQUISITION COR CLASS A COM 61244M109 7833 792000 SH SOLE 792000 0 0 MONUMENT CIRCLE ACQUISITN CO *W EXP 01/14/202 61531M119 5 87200 SH SOLE 87200 0 0 MORINGA ACQUISITION CORP CL A SHS G6S23K108 1236 124476 SH SOLE 124476 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 4 62238 SH SOLE 62238 0 0 MOTIVE CAPITAL CORP II CL A ORD G6293R106 4235 423956 SH SOLE 423956 0 0 MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112 9 153100 SH SOLE 153100 0 0 MOUNTAIN & CO I ACQUISITN CO CLASS A ORD G6301J104 3153 308200 SH SOLE 308200 0 0 NANOSTRING TECHNOLOGIES INC NOTE 2.625% 3/0 63009RAD1 1267 1500 PRN SOLE 1500 0 0 NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 9072 10500 PRN SOLE 10500 0 0 NEVRO CORP NOTE 2.750% 4/0 64157FAC7 7201 7689 PRN SOLE 7689 0 0 NEWCOURT ACQUISITION CORP *W EXP 04/12/202 G6448C129 28 234200 SH SOLE 234200 0 0 NEWCOURT ACQUISITION CORP CLASS A ORD SHS G6448C103 4146 408515 SH SOLE 408515 0 0 NIGHTDRAGON ACQUISITION CORP CLASS A COM 65413D105 189 19284 SH SOLE 19284 0 0 NIO INC NOTE 2/0 62914VAE6 1769 2000 PRN SOLE 2000 0 0 NIO INC NOTE 0.500% 2/0 62914VAF3 1864 2500 PRN SOLE 2500 0 0 NOBLE ROCK ACQUISITION CORP *W EXP 01/31/202 G6546R119 1 18166 SH SOLE 18166 0 0 NOGIN INC *W EXP 08/26/202 65528N113 13 157100 SH SOLE 157100 0 0 NORTHERN STAR INVEST CORP II COM CL A 66574L100 491 49976 SH SOLE 49976 0 0 NORTHERN STAR INVSTMNT CORP COM CLASS A 66573W107 494 50000 SH SOLE 50000 0 0 NORTHVIEW ACQUISITION CORP COM 66718N103 4423 445000 SH SOLE 445000 0 0 NORTHVIEW ACQUISITION CORP *W EXP 08/02/202 66718N111 12 222500 SH SOLE 222500 0 0 NOVA VISION ACQUISITION CORP COM G6759A100 895 87700 SH SOLE 87700 0 0 NOVA VISION ACQUISITION CORP *W EXP 12/31/202 G6759A118 2 87700 SH SOLE 87700 0 0 NOVA VISION ACQUISITION CORP RIGHT 12/23/2023 G6759A134 15 87700 SH SOLE 87700 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 9824 10989 PRN SOLE 10989 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 410 40832 SH SOLE 40832 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 2180 2500 PRN SOLE 2500 0 0 NUVASIVE INC NOTE 1.000% 6/0 670704AL9 6080 6300 PRN SOLE 6300 0 0 OAK STR HEALTH INC NOTE 3/1 67181AAB3 1807 2361 PRN SOLE 2361 0 0 OMEGA ALPHA SPAC CL A G6749V107 696 70000 SH SOLE 70000 0 0 OMEROS CORP NOTE 6.250%11/1 682143AE2 15438 16250 PRN SOLE 16250 0 0 OMNILIT ACQUISITION CORP *W EXP 11/08/202 68218C116 15 221235 SH SOLE 221235 0 0 OMNILIT ACQUISITION CORP CLASS A COM 68218C108 3339 331888 SH SOLE 331888 0 0 ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 1155 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 CLASS A ORD SHS G6780C109 1043 105800 SH SOLE 105800 0 0 OXBRIDGE ACQUISITION CORP COM CL A G6855L109 944 93670 SH SOLE 93670 0 0 OXBRIDGE ACQUISITION CORP *W EXP 08/04/202 G6855L117 4 93670 SH SOLE 93670 0 0 OXUS ACQUISITION CORP *W EXP 99/99/999 G6859L121 10 107878 SH SOLE 107878 0 0 OYSTER ENTERPRISES ACQ CORP COM CL A 69242M104 591 59840 SH SOLE 59840 0 0 PAPAYA GRWT OPPORTUNITY CORP *W EXP 12/31/202 69882P110 23 250000 SH SOLE 250000 0 0 PAPAYA GRWT OPPORTUNITY CORP CLASS A COM 69882P102 5015 500000 SH SOLE 500000 0 0 PAR TECHNOLOGY CORP NOTE 1.500%10/1 698884AE3 8659 11712 PRN SOLE 11712 0 0 PARSEC CAPITAL ACQUISITION CL A 70184A108 2869 283530 SH SOLE 283530 0 0 PARSEC CAPITAL ACQUISITION *W EXP 10/05/202 70184A116 9 283530 SH SOLE 283530 0 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 2984 2900 PRN SOLE 2900 0 0 PATRIA LATIN AMRCN OPPRNTY A *W EXP 02/23/202 G69454117 15 100000 SH SOLE 100000 0 0 PATRIA LATIN AMRCN OPPRNTY A CLASS A ORD SHS G69454109 2036 200000 SH SOLE 200000 0 0 PEARL HOLDINGS ACQUISITN COR CLASS A ORD SHS G44525106 1503 150000 SH SOLE 150000 0 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 20402 25383 PRN SOLE 25383 0 0 PELOTON INTERACTIVE INC NOTE 2/1 70614WAB6 28354 42315 PRN SOLE 42315 0 0 PENNYMAC CORP NOTE 5.500% 3/1 70932AAF0 7235 8905 PRN SOLE 8905 0 0 PERCEPTION CAPITAL CORP II *W EXP 10/25/202 G7007D110 3 118203 SH SOLE 118203 0 0 PERCEPTION CAPITAL CORP II CLASS A ORD G7007D102 2402 236406 SH SOLE 236406 0 0 PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113 16 200000 SH SOLE 200000 0 0 PHOENIX BIOTECH ACQUISITION CLASS A COM 71902K105 4036 400000 SH SOLE 400000 0 0 PIONEER MERGER CORP CL A SHS G7S24C103 1061 106520 SH SOLE 106520 0 0 PLUG PWR INC NOTE 3.750% 6/0 72919PAD5 4196 1000 PRN SOLE 1000 0 0 PONO CAP TWO INC UNIT 07/31/2027 73245B206 4305 425000 SH SOLE 425000 0 0 PONTEM CORPORATION SHS CL A G71707106 1494 150255 SH SOLE 150255 0 0 POWER & DIGITAL INFRASTRUCTU *W EXP 12/09/202 73919C118 9 49977 SH SOLE 49977 0 0 POWER & DIGITAL INFRASTRUCTU CLASS A COM 73919C100 992 99954 SH SOLE 99954 0 0 POWERUP ACQUISITION CORP *W EXP 05/23/202 G7207P129 19 175000 SH SOLE 175000 0 0 POWERUP ACQUISITION CORP CLASS A ORDI SHS G7207P103 1014 100000 SH SOLE 100000 0 0 PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 10807 11039 PRN SOLE 11039 0 0 PRIVETERRA ACQUISITION CORP CL A 74275N102 489 49600 SH SOLE 49600 0 0 PROGRESS ACQUISITION CORP COM CL A 74327P105 1457 145976 SH SOLE 145976 0 0 PROGRESS ACQUISITION CORP *W EXP 11/11/202 74327P113 7 72988 SH SOLE 72988 0 0 PROJECT ENERGY REIMAGINED AC CLASS A ORD G72556106 24 2400 SH SOLE 2400 0 0 PROOF ACQUISITION CORP I CL A COM 74349W104 490 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 2208 224855 SH SOLE 224855 0 0 PROPERTY SOLUTIONS ACQUISITI *W EXP 03/01/202 74350A116 7 52105 SH SOLE 52105 0 0 PROSPECTOR CAPITAL CORP CL A G7273A105 4485 450318 SH SOLE 450318 0 0 PROSPECTOR CAPITAL CORP *W EXP 01/11/202 G7273A113 4 127872 SH SOLE 127872 0 0 PWP FORWARD ACQUISITION CORP *W EXP 03/12/202 74709Q119 1 9316 SH SOLE 9316 0 0 PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 485 49300 SH SOLE 49300 0 0 PYROPHYTE ACQUISITION CORP *W EXP 05/03/202 G7308P127 18 111700 SH SOLE 111700 0 0 PYROPHYTE ACQUISITION CORP CL A ORD SHS G7308P101 1015 100000 SH SOLE 100000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 2591 3278 PRN SOLE 3278 0 0 Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 12900 16000 PRN SOLE 16000 0 0 REDFIN CORP NOTE 10/1 75737FAC2 3469 5962 PRN SOLE 5962 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 1085 1000 PRN SOLE 1000 0 0 RF ACQUISITION CORP *W EXP 05/01/202 74954L112 10 250000 SH SOLE 250000 0 0 RF ACQUISITION CORP RIGHT 05/01/2028 74954L120 26 325000 SH SOLE 325000 0 0 RF ACQUISITION CORP CLASS A COM 74954L104 3208 325000 SH SOLE 325000 0 0 RICE ACQUISITION CORP II SHS CL A G75529100 1162 117982 SH SOLE 117982 0 0 RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114 10 44429 SH SOLE 44429 0 0 RIGEL RESOURCE ACQ CORP CL A ORD SHS G7573M106 6552 648730 SH SOLE 648730 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 50107 59563 PRN SOLE 59563 0 0 RINGCENTRAL INC NOTE 3/1 76680RAH0 2195 2855 PRN SOLE 2855 0 0 RMG ACQUISITION CORP III CL A SHS G76088106 497 50000 SH SOLE 50000 0 0 ROC ENERGY ACQUISITION CORP COMMON STOCK 77118V108 3255 324859 SH SOLE 324859 0 0 ROC ENERGY ACQUISITION CORP RIGHT 11/30/2028 77118V116 14 219659 SH SOLE 219659 0 0 ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123 23 188478 SH SOLE 188478 0 0 ROSE HILL ACQUISITION CORP CLASS A ORD G7637J107 784 77195 SH SOLE 77195 0 0 ROTH CH ACQUISITION V CO COM 77867R100 150 15000 SH SOLE 15000 0 0 SAGALIAM ACQUISITION CORP COM CL A 78661R106 4895 490000 SH SOLE 490000 0 0 SAREPTA THERAPEUTICS INC DEBT 1.250% 9/1 803607AC4 10295 10000 PRN SOLE 10000 0 0 SATELLOGIC INC *W EXP 01/25/202 G7823S119 92 285428 SH SOLE 285428 0 0 SCION TECH GROWTH II CL A SHS G31070108 139 13997 SH SOLE 13997 0 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 23891 34500 PRN SOLE 34500 0 0 SEAPORT GLOBAL ACQUISITION I *W EXP 11/17/202 81221H113 4 24945 SH SOLE 24945 0 0 SEAPORT GLOBAL ACQUISITION I CLASS A COM 81221H105 583 58291 SH SOLE 58291 0 0 SEMPER PARATUS ACQUISITION C *W EXP 11/04/202 G8028L131 12 98250 SH SOLE 98250 0 0 SEMPER PARATUS ACQUISITION C CLASS A ORD G8028L107 2028 199900 SH SOLE 199900 0 0 SHAKE SHACK INC NOTE 3/0 819047AB7 1326 2000 PRN SOLE 2000 0 0 SHAPEWAYS HOLDINGS INC *W EXP 09/29/202 81947T110 15 310138 SH SOLE 310138 0 0 SHARECARE INC *W EXP 07/01/202 81948W112 38 159334 SH SOLE 159334 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 16608 18819 PRN SOLE 18819 0 0 SHIFT4 PMTS INC NOTE 0.500% 8/0 82452JAD1 5545 7266 PRN SOLE 7266 0 0 SHOULDERUP TECHNOLOGY ACQUIS CL A COM 82537G104 1105 110000 SH SOLE 110000 0 0 SILVER CREST ACQUISITION COR CL A SHS G81355102 0 0 SH SOLE 0 0 0 SILVER CREST ACQUISITION COR *W EXP 12/15/202 G81355128 0 0 SH SOLE 0 0 0 SIZZLE ACQUISITION CORP COMMON STOCK 83014E109 486 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 10321 14969 PRN SOLE 14969 0 0 SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 1166 118770 SH SOLE 118770 0 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G82514103 5028 502280 SH SOLE 502280 0 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 11071 1107111 SH SOLE 1107111 0 0 SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 8 33936 SH SOLE 33936 0 0 SOUND POINT ACQUISITION CORP CLASS A ORD SHS G8274F101 1529 150000 SH SOLE 150000 0 0 SPINDLETOP HEALTH ACQUISITIO COM CL A 84854Q103 2266 225000 SH SOLE 225000 0 0 SPINDLETOP HEALTH ACQUISITIO *W EXP 99/99/999 84854Q111 5 77500 SH SOLE 77500 0 0 SPLUNK INC NOTE 1.125% 6/1 848637AF1 6038 7674 PRN SOLE 7674 0 0 SPORTS VENTURES ACQUISIN COR CL A SHS G8372A103 787 79068 SH SOLE 79068 0 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 3533 4500 PRN SOLE 4500 0 0 SPREE ACQUISITION CORP 1 LTD *W EXP 12/22/202 G83745128 7 100000 SH SOLE 100000 0 0 SPREE ACQUISITION CORP 1 LTD CL A ORD SHS G83745102 7935 784900 SH SOLE 784900 0 0 SPRINGBIG HOLDINGS INC *W EXP 06/14/202 85021Q116 3 62706 SH SOLE 62706 0 0 STONEBRIDGE ACQUISITION CORP *W EXP 03/31/202 G85094129 1 25000 SH SOLE 25000 0 0 STONEBRIDGE ACQUISITION CORP CLASS A ORD SHS G85094103 505 50000 SH SOLE 50000 0 0 SUSTAINABLE DEVELP ACQU I CO COM CL A 86934L103 739 75000 SH SOLE 75000 0 0 SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 1 37500 SH SOLE 37500 0 0 SVF INVESTMENT CORP CL A SHS G8601L102 1047 105129 SH SOLE 105129 0 0 TECH AND ENERGY TRANSITION *W EXP 03/31/202 87823R110 2 41666 SH SOLE 41666 0 0 TECH AND ENERGY TRANSITION CLASS A COM 87823R102 1230 125000 SH SOLE 125000 0 0 TECHNOLOGY & TELECOM ACQ COR CLASS A ORD SHS G87119106 567 56008 SH SOLE 56008 0 0 TERRAN ORBITAL CORPORATION *W EXP 03/25/202 88105P111 40 195399 SH SOLE 195399 0 0 TG VENTURE ACQUISITION CORP *W EXP 08/15/202 87251T117 24 399990 SH SOLE 399990 0 0 TG VENTURE ACQUISITION CORP CLASS A COM 87251T109 2090 209289 SH SOLE 209289 0 0 TH INTERNATIONAL LIMITED *W EXP 12/15/202 G8656L114 3 9600 SH SOLE 9600 0 0 THE GROWTH FOR GOOD ACQU COR *W EXP 11/12/202 G41522114 18 250000 SH SOLE 250000 0 0 THE GROWTH FOR GOOD ACQU COR RIGHT 11/12/2026 G41522130 30 300000 SH SOLE 300000 0 0 THE GROWTH FOR GOOD ACQU COR CLASS A ORD SHS G41522106 987 100000 SH SOLE 100000 0 0 THE MUSIC ACQUISITION CORP COM CLASS A 62752R100 963 97681 SH SOLE 97681 0 0 THE MUSIC ACQUISITION CORP *W EXP 02/05/202 62752R118 0 7500 SH SOLE 7500 0 0 THERATECHNOLOGIES INC NOTE 5.750% 6/3 88338HAA8 7 8 PRN SOLE 8 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 836 84915 SH SOLE 84915 0 0 TKB CRITICAL TECHNOLOGIES 1 *W EXP 10/20/202 G88935120 19 293046 SH SOLE 293046 0 0 TKB CRITICAL TECHNOLOGIES 1 CLASS A ORD G88935112 1009 99592 SH SOLE 99592 0 0 TLG ACQUISITION ONE CORP *W EXP 01/25/202 87257M116 6 97166 SH SOLE 97166 0 0 TLGY ACQUISITION CORPORATION *W EXP 11/09/202 G8656T125 7 75000 SH SOLE 75000 0 0 TLGY ACQUISITION CORPORATION CLASS A ORD SHS G8656T109 1517 150000 SH SOLE 150000 0 0 TPB ACQUISITION CORP I COM CL A G8990L101 2588 260882 SH SOLE 260882 0 0 TPB ACQUISITION CORP I *W EXP 08/09/202 G8990L127 181 292300 SH SOLE 292300 0 0 TRAVERE THERAPEUTICS INC NOTE 2.250% 3/0 89422GAA5 5088 5000 PRN SOLE 5000 0 0 TRICIDA INC NOTE 3.500% 5/1 89610FAB7 9733 18176 PRN SOLE 18176 0 0 TURMERIC ACQUISITION CORP CL A G9127T108 750 75000 SH SOLE 75000 0 0 TURNING PT BRANDS INC NOTE 2.500% 7/1 90041LAE5 2186 2500 PRN SOLE 2500 0 0 TWELVE SEAS INVESTMENT CO II COM CL A 90118T106 1 100 SH SOLE 100 0 0 TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 4332 5239 PRN SOLE 5239 0 0 TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 546 54900 SH SOLE 54900 0 0 UPHEALTH INC *W EXP 06/08/202 91532B119 1 10000 SH SOLE 10000 0 0 UPWORK INC NOTE 0.250% 8/1 91688FAB0 4718 6451 PRN SOLE 6451 0 0 USHG ACQUISITION CORP COM CL A 91748P100 221 22400 SH SOLE 22400 0 0 UTA ACQUISITION CORPORATION *W EXP 10/30/202 G9473A117 19 84500 SH SOLE 84500 0 0 UTA ACQUISITION CORPORATION CLASS A ORD SHS G9473A109 797 79589 SH SOLE 79589 0 0 VAHANNA TECH EDGE ACQSTN I C CLASS A ORD G9320Z109 1752 174139 SH SOLE 174139 0 0 VALUENCE MERGER CORP I *W EXP 02/18/202 G9R16L118 12 75000 SH SOLE 75000 0 0 VALUENCE MERGER CORP I CLASS A ORD SHS G9R16L100 1528 150000 SH SOLE 150000 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 19184 16015 PRN SOLE 16015 0 0 VECTOIQ ACQUISITION CORP II COM CL A 92244F109 247 25000 SH SOLE 25000 0 0 VELOCITY ACQUISITION CORP COM CL A 92259E104 197 20000 SH SOLE 20000 0 0 VENUS ACQUISITION CORPORATIO *W EXP 04/30/202 G9420F110 1 48285 SH SOLE 48285 0 0 VENUS ACQUISITION CORPORATIO RIGHT 02/01/2022 G9420F128 13 44285 SH SOLE 44285 0 0 VICKERS VANTAGE CORP I *W EXP 09/15/202 G9440B115 5 27499 SH SOLE 27499 0 0 VIEW INC *W EXP 03/08/202 92671V114 5 63833 SH SOLE 63833 0 0 VISCOGLIOSI BROS ACQUISTN CO COMMON STOCK 92838K100 4212 425000 SH SOLE 425000 0 0 VISCOGLIOSI BROS ACQUISTN CO *W EXP 03/18/202 92838K118 17 173846 SH SOLE 173846 0 0 VISION SENSING ACQUISITION C *W EXP 10/21/202 92838J111 14 243675 SH SOLE 243675 0 0 VY GLOBAL GROWTH COM CL A G9444H100 1254 125000 SH SOLE 125000 0 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 26540 39612 PRN SOLE 39612 0 0 ZEROFOX HLDGS INC *W EXP 08/03/202 98955G111 87 457295 SH SOLE 457295 0 0 Z-WORK ACQUISITION CORP COM CL A 98880C102 1433 145316 SH SOLE 145316 0 0 Z-WORK ACQUISITION CORP *W EXP 01/04/202 98880C110 2 65204 SH SOLE 65204 0 0