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0001301396-23-000003.txt : 20230508 0001301396-23-000003.hdr.sgml : 20230508 20230508143850 ACCESSION NUMBER: 0001301396-23-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230508 DATE AS OF CHANGE: 20230508 EFFECTIVENESS DATE: 20230508 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: 23897213 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 X0202 13F-HR LIVE false true false 0001301396 XXXXXXXX 03-31-2023 03-31-2023 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 05-08-2023 0 346 1191046 false INFORMATION TABLE 2 edgar13f20230331c.xml 10X CAPITAL VENTURE ACQ III *W EXP 06/30/202 G87077114 18 216358 SH SOLE 216358 0 0 2U INC NOTE 2.250% 5/0 90214JAB7 17753 22572 PRN SOLE 22572 0 0 2U INC DEBT 4.500% 2/0 90214JAC5 2353 2500 PRN SOLE 2500 0 0 7 ACQUISITION CORPORATION SHS CL A G80694105 1058 101200 SH SOLE 101200 0 0 7 ACQUISITION CORPORATION *W EXP 11/05/202 G80694113 28 202130 SH SOLE 202130 0 0 7GC & CO HOLDINGS INC *W EXP 12/28/202 81786A115 10 80979 SH SOLE 80979 0 0 8X8 INC NEW NOTE 4.000% 2/0 282914AE0 443 500 PRN SOLE 500 0 0 A SPAC II ACQUISITION CORP *W EXP 10/15/202 G0543H117 23 700000 SH SOLE 700000 0 0 A SPAC II ACQUISITION CORP RIGHT 10/15/2026 G0543H133 128 1400000 SH SOLE 1400000 0 0 ACCOLADE INC NOTE 0.500% 4/0 00437EAB8 20472 25900 PRN SOLE 25900 0 0 ACCRETION ACQUISITION CORP COM 00438Y107 1032 100000 SH SOLE 100000 0 0 ACCRETION ACQUISITION CORP RIGHT 03/01/2028 00438Y123 33 352268 SH SOLE 352268 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 16 202416 SH SOLE 202416 0 0 AETHERIUM ACQUISITION CORP *W EXP 12/21/202 00809J119 10 331054 SH SOLE 331054 0 0 AGILETHOUGHT INC *W EXP 08/23/202 00857F118 18 47638 SH SOLE 47638 0 0 AIMFINITY INVESTMENT CORP I UNIT 02/01/2029 G0135E100 2128 200000 SH SOLE 200000 0 0 ALPHA STAR ACQUISITION CORP ORDINARY SHARES G0230C108 3776 360000 SH SOLE 360000 0 0 ALPHA STAR ACQUISITION CORP *W EXP 12/13/202 G0230C116 5 360000 SH SOLE 360000 0 0 ALPHA STAR ACQUISITION CORP RIGHT 05/30/2023 G0230C132 37 335596 SH SOLE 335596 0 0 ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8 6413 6000 PRN SOLE 6000 0 0 ALPINE ACQUISITION CORPORATI *W EXP 05/01/202 02083L117 0 71150 SH SOLE 71150 0 0 ALSET CAPITAL ACQUISITION CO *W EXP 01/31/202 02115M117 2 50000 SH SOLE 50000 0 0 ALSET CAPITAL ACQUISITION CO RIGHT 01/31/2027 02115M125 23 100000 SH SOLE 100000 0 0 ALSET CAPITAL ACQUISITION CO CLASS A COM 02115M109 1028 100000 SH SOLE 100000 0 0 AMYRIS INC NOTE 1.500%11/1 03236MAJ0 12773 46030 PRN SOLE 46030 0 0 ANDRETTI ACQUISITION CORP *W EXP 99/99/999 G26735129 28 383900 SH SOLE 383900 0 0 APEIRON CAPITAL INVEST CORP *W EXP 04/02/202 03752A119 13 200000 SH SOLE 200000 0 0 APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 1844 179900 SH SOLE 179900 0 0 APOLLOMICS INC *W EXP 04/01/202 G0411D115 32 298500 SH SOLE 298500 0 0 APPLIED OPTOELECTRONICS INC NOTE 5.000% 3/1 03823UAB8 8363 12025 PRN SOLE 12025 0 0 APPRECIATE HOLDINGS INC *W EXP 11/29/202 03832J114 3 135266 SH SOLE 135266 0 0 APX ACQUISITION CORP I *W EXP 11/30/202 G0440J125 3 50000 SH SOLE 50000 0 0 ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6 7178 6500 PRN SOLE 6500 0 0 ARTIVION INC NOTE 4.250% 7/0 228903AB6 14924 16500 PRN SOLE 16500 0 0 ATHENA TECHNOLOGY ACQ CORP I CL A COM 04687C105 4104 400000 SH SOLE 400000 0 0 ATHENA TECHNOLOGY ACQ CORP I *W EXP 10/17/202 04687C113 70 775000 SH SOLE 775000 0 0 AURA FAT PROJS ACQUISITION C *W EXP 03/31/202 G06362126 21 500000 SH SOLE 500000 0 0 AURORA INNOVATION INC PUT 051774115 2 11228 SH SOLE 11228 0 0 AVALON ACQUISITION INC *W EXP 12/31/202 05338E119 19 210024 SH SOLE 210024 0 0 AXIOS SUSTAINABLE GRW ACQ CO *W EXP 99/99/999 G0703K116 17 475101 SH SOLE 475101 0 0 AXIOS SUSTAINABLE GRW ACQ CO RIGHT 99/99/9999 G0703K124 90 475101 SH SOLE 475101 0 0 AXONPRIME INFRSTCTR AQSTN CO CLASS A COM 05467C108 2006 195428 SH SOLE 195428 0 0 BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 5465 7000 PRN SOLE 7000 0 0 BANNIX ACQUISITION CORP COM 066644113 10 320484 SH SOLE 320484 0 0 BANNIX ACQUISITION CORP *W EXP 07/31/202 066644121 29 210385 SH SOLE 210385 0 0 BEARD ENERGY TRANSITION ACQ CL A COM 07402Q101 3110 300000 SH SOLE 300000 0 0 BELONG ACQUISITION CORP CLASS A COM 08069M102 3526 350000 SH SOLE 350000 0 0 BENSON HILL INC PUT 082490111 27 306928 SH SOLE 306928 0 0 BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 3816 4009 PRN SOLE 4009 0 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 3821 4500 PRN SOLE 4500 0 0 BERENSON ACQUISITION CORP I CL A COM 083690115 0 49200 SH SOLE 49200 0 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 7946 33107 PRN SOLE 33107 0 0 BIGBEAR AI HLDGS INC *W EXP 12/08/202 08975B117 53 198009 SH SOLE 198009 0 0 BIGCOMMERCE HLDGS INC NOTE 0.250%10/0 08975PAB4 4243 5540 PRN SOLE 5540 0 0 BILANDER ACQUISITION CORP CL A COM 09001T106 1514 150000 SH SOLE 150000 0 0 BILIBILI INC NOTE 0.500%12/0 090040AF3 2626 3000 PRN SOLE 3000 0 0 BIOPLUS ACQUISITION CORP *W EXP 12/02/202 G11217125 9 105069 SH SOLE 105069 0 0 BIORA THERAPEUTICS INC NOTE 7.250%12/0 74319FAB3 1223 2200 PRN SOLE 2200 0 0 BITE ACQUISITION CORP *W EXP 02/12/203 09175K113 12 100000 SH SOLE 100000 0 0 BLACK MOUNTAIN ACQ CORP CL A COM 09216A108 865 83265 SH SOLE 83265 0 0 BLACK MOUNTAIN ACQ CORP *W EXP 10/15/202 09216A116 62 928400 SH SOLE 928400 0 0 BLACKLINE INC NOTE 3/1 09239BAD1 9770 11460 PRN SOLE 11460 0 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 600 625 PRN SOLE 625 0 0 BLOCK INC NOTE 5/0 852234AJ2 4920 6000 PRN SOLE 6000 0 0 BLOCK INC NOTE 0.250%11/0 852234AK9 18719 24310 PRN SOLE 24310 0 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 7307 5250 PRN SOLE 5250 0 0 BLUE OCEAN ACQUISITION CORP *W EXP 12/02/202 G1330L121 21 198750 SH SOLE 198750 0 0 BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 10956 14785 PRN SOLE 14785 0 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 17209 26583 PRN SOLE 26583 0 0 BRIDGER AEROSPACE GRP HLDGS *W EXP 01/24/202 96812F110 21 121167 SH SOLE 121167 0 0 BULLPEN PARLAY ACQUISITION C *W EXP 12/03/202 G1792A118 7 196950 SH SOLE 196950 0 0 C5 ACQUISITION CORPORATION *W EXP 12/31/202 12530D113 14 351870 SH SOLE 351870 0 0 CACTUS ACQUISITION CORP 1 LT *W EXP 08/17/202 G1745A124 12 215352 SH SOLE 215352 0 0 CACTUS ACQUISITION CORP 1 LT CLASS A ORD G1745A108 3194 305903 SH SOLE 305903 0 0 CANNA GLOBAL ACQUISITION COR *W EXP 11/30/202 13767K119 15 499500 SH SOLE 499500 0 0 CANO HEALTH INC *W EXP 06/03/202 13781Y111 13 80948 SH SOLE 80948 0 0 CAPITALWORKS EMNG MKTS ACQST *W EXP 11/19/202 G1889L126 11 137500 SH SOLE 137500 0 0 CARDIO DIAGNOSTICS HOLDGS IN *W EXP 12/01/202 14159C111 26 81500 SH SOLE 81500 0 0 CARTESIAN GROWTH CORP II *W EXP 07/12/202 G19305120 11 66666 SH SOLE 66666 0 0 CARTESIAN GROWTH CORP II CLASS A ORD G19305112 1049 100000 SH SOLE 100000 0 0 CARTICA ACQUISITION CORP *W EXP 04/30/202 G1995D117 7 100000 SH SOLE 100000 0 0 CENTURY ALUM CO NOTE 2.750% 5/0 156431AQ1 3916 4794 PRN SOLE 4794 0 0 CF ACQUISITION CORP IV COM CL A 12520T102 3918 379614 SH SOLE 379614 0 0 CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 10 95285 SH SOLE 95285 0 0 CF ACQUISITION CORP VII CLASS A COM 12521H107 3619 350000 SH SOLE 350000 0 0 CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 40 377370 SH SOLE 377370 0 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 1049 1000 PRN SOLE 1000 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 10120 11500 PRN SOLE 11500 0 0 CHENGHE ACQUISITION CO *W EXP 04/22/202 G2086M123 2 25000 SH SOLE 25000 0 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 6725 663239 SH SOLE 663239 0 0 CLIMATEROCK *W EXP 04/25/202 G2311X118 3 100000 SH SOLE 100000 0 0 CLIMATEROCK RIGHT 10/31/2028 G2311X134 23 200000 SH SOLE 200000 0 0 CLIMATEROCK CLASS A ORD G2311X100 2074 200000 SH SOLE 200000 0 0 COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3 14501 22487 PRN SOLE 22487 0 0 CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114 25 229780 SH SOLE 229780 0 0 CONFLUENT INC NOTE 1/1 20717MAB9 9066 11406 PRN SOLE 11406 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 11 95500 SH SOLE 95500 0 0 CORNER GROWTH ACQUISITN CORP *W EXP 04/09/202 G2426E120 6 83333 SH SOLE 83333 0 0 CRESCERA CAP ACQUISITION COR *W EXP 11/18/202 G26507114 18 199800 SH SOLE 199800 0 0 CUSTOM TRUCK ONE SOURCE INC *W EXP 01/01/202 23204X111 70 236449 SH SOLE 236449 0 0 DENALI CAPITAL ACQUISITN COR *W EXP 03/28/202 G6256B114 36 605000 SH SOLE 605000 0 0 DENALI CAPITAL ACQUISITN COR CLASS A ORD G6256B106 3193 305000 SH SOLE 305000 0 0 DIGITALOCEAN HLDGS INC NOTE 12/0 25402DAB8 10036 12700 PRN SOLE 12700 0 0 DP CAP ACQUISITION CORP I *W EXP 11/08/202 G2R05B126 0 14168 SH SOLE 14168 0 0 DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 26815 38198 PRN SOLE 38198 0 0 DRAGONFLY ENERGY HOLDINGS CO *W EXP 10/07/202 26145B114 6 50700 SH SOLE 50700 0 0 DUET ACQUISITION CORP CLASS A COM 26431Q106 1035 100000 SH SOLE 100000 0 0 ECARX HOLDINGS INC *W EXP 12/20/202 G29201111 18 117430 SH SOLE 117430 0 0 EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 3 99500 SH SOLE 99500 0 0 EF HUTTON ACQUISITION CORP I COM 28201D109 5546 540000 SH SOLE 540000 0 0 EF HUTTON ACQUISITION CORP I *W EXP 11/18/202 28201D117 27 540000 SH SOLE 540000 0 0 EF HUTTON ACQUISITION CORP I RIGHT 11/18/2027 28201D125 86 540000 SH SOLE 540000 0 0 EMBRACE CHANGE ACQUISITN COR ORDINARY SHARES G3034H109 3129 300000 SH SOLE 300000 0 0 EMBRACE CHANGE ACQUISITN COR *W EXP 10/25/202 G3034H125 12 300000 SH SOLE 300000 0 0 EMBRACE CHANGE ACQUISITN COR RIGHT 10/25/2026 G3034H141 32 300000 SH SOLE 300000 0 0 ENTERPRISE 4.0 TEC ACQSTN CO CLASS A ORD SHS G3137C106 2864 274350 SH SOLE 274350 0 0 ESPERION THERAPEUTICS INC NE NOTE 4.000%11/1 29664WAB1 8764 21851 PRN SOLE 21851 0 0 EVE MOBILITY ACQUISITION COR *W EXP 12/31/202 G3218G117 2 34998 SH SOLE 34998 0 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 4801 4650 PRN SOLE 4650 0 0 EVENTBRITE INC NOTE 0.750% 9/1 29975EAD1 11103 14289 PRN SOLE 14289 0 0 EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110 4 52315 SH SOLE 52315 0 0 EVO ACQUISITION CORP *W EXP 01/04/202 30052G116 8 50000 SH SOLE 50000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 1160 1240 PRN SOLE 1240 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 1907 2160 PRN SOLE 2160 0 0 EXACT SCIENCES CORP DEBT 2.000% 3/0 30063PAD7 4418 4000 PRN SOLE 4000 0 0 EXCELFIN ACQUISITION CORP COM CL A 30069X102 1497 144100 SH SOLE 144100 0 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 1959 2500 PRN SOLE 2500 0 0 FASTLY INC NOTE 3/1 31188VAB6 23343 29252 PRN SOLE 29252 0 0 FAZE HOLDINGS INC *W EXP 03/01/202 31423J110 2 29052 SH SOLE 29052 0 0 FEUTUNE LIGHT ACQUISITION CO CL A COM 31561T102 859 82458 SH SOLE 82458 0 0 FEUTUNE LIGHT ACQUISITION CO *W EXP 06/01/202 31561T110 5 82458 SH SOLE 82458 0 0 FEUTUNE LIGHT ACQUISITION CO RIGHT 06/01/2029 31561T128 12 82458 SH SOLE 82458 0 0 FG MERGER CORP COMMON STOCK 30324Y101 3387 325000 SH SOLE 325000 0 0 FG MERGER CORP *W EXP 06/17/202 30324Y119 17 243750 SH SOLE 243750 0 0 FINANCIAL STRATEGIES ACQUISI *W EXP 03/31/202 31772T115 7 195100 SH SOLE 195100 0 0 FINANCIAL STRATEGIES ACQUISI RIGHT 07/01/2023 31772T123 26 249000 SH SOLE 249000 0 0 FINNOVATE ACQUISITION CORP *W EXP 09/30/202 G3R34K111 5 262500 SH SOLE 262500 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 25504 27630 PRN SOLE 27630 0 0 FIVERR INTL LTD NOTE 11/0 33835LAA3 13778 16500 PRN SOLE 16500 0 0 FOCUS IMPACT ACQUISITION COR *W EXP 10/28/202 34417L117 6 100050 SH SOLE 100050 0 0 FOCUS IMPACT ACQUISITION COR CLASS A COM 34417L109 4161 400100 SH SOLE 400100 0 0 FORTUNE RISE ACQUISITION COR *W EXP 12/06/202 34969G110 8 110574 SH SOLE 110574 0 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 590 598 PRN SOLE 598 0 0 FTAC EMERALD ACQUISITION COR *W EXP 10/19/202 29103K118 26 250000 SH SOLE 250000 0 0 FTAC ZEUS ACQUISITION COR *W EXP 04/15/202 30320F114 13 440000 SH SOLE 440000 0 0 FTAC ZEUS ACQUISITION COR CLASS A COM 30320F106 3081 300000 SH SOLE 300000 0 0 FUTURE HEALTH ESG CORP *W EXP 99/99/999 36118W110 0 7080 SH SOLE 7080 0 0 FUTURETECH II ACQUISITION CO *W EXP 08/18/202 36119D111 4 150000 SH SOLE 150000 0 0 FUTURETECH II ACQUISITION CO CLASS A COM 36119D103 1571 150000 SH SOLE 150000 0 0 G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 1 42509 SH SOLE 42509 0 0 GAMES & ESPORTS EXPRNC ACQ C *W EXP 12/01/202 G3731J127 3 50000 SH SOLE 50000 0 0 GCM GROSVENOR INC *W EXP 11/17/202 36831E116 170 301059 SH SOLE 301059 0 0 GLOBAL BLOCKCHAIN ACQUI CORP COMMON STOCK 37961B104 4112 400000 SH SOLE 400000 0 0 GLOBAL BLOCKCHAIN ACQUI CORP RIGHT 05/09/2027 37961B112 32 400000 SH SOLE 400000 0 0 GLOBAL BLOCKCHAIN ACQUI CORP *W EXP 05/09/202 37961B120 13 400000 SH SOLE 400000 0 0 GLOBAL TECHNOLGY ACQSTN CORP *W EXP 10/19/202 G3934N115 17 173700 SH SOLE 173700 0 0 GLORY STAR NEW MED GP HLDG L *W EXP 02/13/202 G39973113 0 84411 SH SOLE 84411 0 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 20 425128 SH SOLE 425128 0 0 GOGREEN INVESTMENTS CORP *W EXP 05/31/202 G9461B119 70 120200 SH SOLE 120200 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 2166 7850 PRN SOLE 7850 0 0 GROUPON INC NOTE 1.125% 3/1 399473AF4 9164 23200 PRN SOLE 23200 0 0 GSR II METEORA ACQUISITN COR RIGHT 02/24/2027 36263W113 62 73493 SH SOLE 73493 0 0 GSR II METEORA ACQUISITN COR *W EXP 02/24/202 36263W121 54 1348690 SH SOLE 1348690 0 0 GSR II METEORA ACQUISITN COR CLASS A COM 36263W105 8784 848690 SH SOLE 848690 0 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 4225 4950 PRN SOLE 4950 0 0 HCM ACQUISITION CO *W EXP 01/20/202 G4365A127 12 175000 SH SOLE 175000 0 0 HCM ACQUISITION CO CLASS A ORD SHS G4365A101 2095 200000 SH SOLE 200000 0 0 HEALTH CATALYST INC NOTE 2.500% 4/1 42225TAB3 16649 18146 PRN SOLE 18146 0 0 HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117 16 99949 SH SOLE 99949 0 0 HEALTHWELL ACQUISITION CORP *W EXP 08/05/202 42227R117 38 500000 SH SOLE 500000 0 0 HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 23 274391 SH SOLE 274391 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 12 112030 SH SOLE 112030 0 0 HNR ACQUISITION CORP COM 40472A102 3654 350000 SH SOLE 350000 0 0 HNR ACQUISITION CORP *W EXP 02/04/202 40472A128 47 349249 SH SOLE 349249 0 0 HYCROFT MINING HOLDING CORP *W EXP 05/29/202 44862P117 1 22500 SH SOLE 22500 0 0 ICONIC SPORTS ACQUISITION CO *W EXP 10/12/202 G4712C115 37 247430 SH SOLE 247430 0 0 ICONIC SPORTS ACQUISITION CO CL A ORD SHS G4712C107 1733 165000 SH SOLE 165000 0 0 INCEPTION GROWTH ACQUSTN LTD *W EXP 10/15/202 45333D112 3 125000 SH SOLE 125000 0 0 INCEPTION GROWTH ACQUSTN LTD RIGHT 12/08/2026 45333D120 25 250000 SH SOLE 250000 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 6643 6500 PRN SOLE 6500 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 6739 5500 PRN SOLE 5500 0 0 INFINERA CORP DEBT 3.750% 8/0 45667GAF0 10806 7975 PRN SOLE 7975 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 15 188200 SH SOLE 188200 0 0 INNOVATIVE INTL ACQUSITIN CO *W EXP 07/01/202 G4809M125 24 274598 SH SOLE 274598 0 0 INNOVIVA INC NOTE 2.125% 3/1 45781MAD3 5121 6500 PRN SOLE 6500 0 0 INTEGRATED RAIL AND RES ACQ CL A COM 45827R106 13949 1323438 SH SOLE 1323438 0 0 INTEGRATED RAIL AND RES ACQ *W EXP 99/99/999 45827R114 127 457448 SH SOLE 457448 0 0 INTELLIGENT MEDI ACQSITN COR *W EXP 11/05/202 45828D114 3 66569 SH SOLE 66569 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 2.000% 5/1 45845PAB4 16727 20230 PRN SOLE 20230 0 0 INTL GNRL INSURANCE HLDNGS L *W EXP 03/17/202 G4809J114 71 129205 SH SOLE 129205 0 0 INVACARE CORP NOTE 4.250% 3/1 461203AQ4 55 1000 PRN SOLE 1000 0 0 INVESTCORP INDIA ACQUISTN CO *W EXP 06/01/202 G49219127 16 212035 SH SOLE 212035 0 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 6965 7875 PRN SOLE 7875 0 0 JACKSON ACQUISITION CO *W EXP 99/99/999 46653C114 4 75000 SH SOLE 75000 0 0 JAGUAR GLOBAL GROWTH CORP I *W EXP 11/23/202 G5S11A130 8 97550 SH SOLE 97550 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 5 46444 SH SOLE 46444 0 0 JUNIPER II CORP CL A COM 48203N103 2076 199989 SH SOLE 199989 0 0 JUNIPER II CORP *W EXP 99/99/999 48203N111 11 100000 SH SOLE 100000 0 0 KAIROUS ACQUISITION CORP LTD *W EXP 09/15/202 G52131128 7 90000 SH SOLE 90000 0 0 KAIROUS ACQUISITION CORP LTD RIGHT 09/15/2026 G52131136 27 180000 SH SOLE 180000 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 14531 18744 PRN SOLE 18744 0 0 KEYARCH ACQUISITION CORP *W EXP 01/24/202 G5260A112 4 95000 SH SOLE 95000 0 0 KEYARCH ACQUISITION CORP RIGHT 01/24/2027 G5260A120 24 200000 SH SOLE 200000 0 0 KIMBELL TIGER ACQUISITION CO COM CL A 49436K106 4212 400000 SH SOLE 400000 0 0 KIMBELL TIGER ACQUISITION CO *W EXP 09/15/202 49436K114 29 200000 SH SOLE 200000 0 0 LAMF GLOBAL VENTURES CORP I *W EXP 11/05/202 G5338L124 3 93675 SH SOLE 93675 0 0 LANNETT CO INC NOTE 4.500%10/0 51602UAC2 982 9138 PRN SOLE 9138 0 0 LAVORO LTD *W EXP 02/27/202 G5391L110 150 236580 SH SOLE 236580 0 0 LEARN CW INVESTMENT COR *W EXP 10/08/202 G54157113 2 87302 SH SOLE 87302 0 0 LEARN CW INVESTMENT COR CL A ORD SHS G54157105 1796 174605 SH SOLE 174605 0 0 LF CAPITAL ACQUISITION CORP *W EXP 02/19/202 50202D110 20 150000 SH SOLE 150000 0 0 LIV CAPITAL ACQUISITN CORP I *W EXP 02/07/202 G5510R113 4 75000 SH SOLE 75000 0 0 LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105 1044 100000 SH SOLE 100000 0 0 LIVEPERSON INC NOTE 0.750% 3/0 538146AB7 214 231 PRN SOLE 231 0 0 LIVEPERSON INC NOTE 12/1 538146AD3 5100 8500 PRN SOLE 8500 0 0 LUMENTUM HLDGS INC NOTE 0.500% 6/1 55024UAF6 3832 5000 PRN SOLE 5000 0 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 3532 4000 PRN SOLE 4000 0 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 15489 14860 PRN SOLE 14860 0 0 MARATHON DIGITAL HOLDINGS IN NOTE 1.000%12/0 565788AB2 3105 8000 PRN SOLE 8000 0 0 MEDTECH ACQUISITION CORP *W EXP 12/22/202 58507N113 4 70426 SH SOLE 70426 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 12594 13550 PRN SOLE 13550 0 0 MICROCLOUD HOLOGRAM INC *W EXP 01/31/202 G55032125 13 108098 SH SOLE 108098 0 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 7168 7750 PRN SOLE 7750 0 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 24024 45060 PRN SOLE 45060 0 0 MOBIV ACQUISITION CORP *W EXP 07/31/202 60742N114 30 454100 SH SOLE 454100 0 0 MOBIV ACQUISITION CORP CLASS A COM 60742N106 4734 454100 SH SOLE 454100 0 0 MONTEREY CAP ACQUISITION COR *W EXP 01/01/202 61244M117 55 792000 SH SOLE 792000 0 0 MONTEREY CAP ACQUISITION COR RIGHT 05/10/2027 61244M125 143 792000 SH SOLE 792000 0 0 MONTEREY CAP ACQUISITION COR CLASS A COM 61244M109 5561 542000 SH SOLE 542000 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 6 62238 SH SOLE 62238 0 0 MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112 10 153100 SH SOLE 153100 0 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 2405 2500 PRN SOLE 2500 0 0 NEVRO CORP NOTE 2.750% 4/0 64157FAC7 10048 10689 PRN SOLE 10689 0 0 NEWCOURT ACQUISITION CORP *W EXP 01/22/202 G6448C129 10 234200 SH SOLE 234200 0 0 NIO INC NOTE 2/0 62914VAE6 2144 2305 PRN SOLE 2305 0 0 NIO INC NOTE 0.500% 2/0 62914VAF3 25009 31260 PRN SOLE 31260 0 0 NOGIN INC *W EXP 08/26/202 65528N113 4 157100 SH SOLE 157100 0 0 NORTHERN REVIVAL ACQUISITION *W EXP 01/31/202 G6546R119 1 18166 SH SOLE 18166 0 0 NORTHVIEW ACQUISITION CORP *W EXP 08/02/202 66718N111 18 222500 SH SOLE 222500 0 0 NOVA VISION ACQUISITION CORP *W EXP 12/31/202 G6759A118 3 87700 SH SOLE 87700 0 0 NOVA VISION ACQUISITION CORP RIGHT 12/23/2023 G6759A134 25 87700 SH SOLE 87700 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 3903 4489 PRN SOLE 4489 0 0 NUBIA BRAND INTERNATIONAL CO *W EXP 11/16/202 67022R111 5 20416 SH SOLE 20416 0 0 NUBIA BRAND INTERNATIONAL CO CLASS A COM 67022R103 431 40832 SH SOLE 40832 0 0 OAK STR HEALTH INC NOTE 3/1 67181AAB3 5981 6039 PRN SOLE 6039 0 0 OCEAN BIOMEDICAL INC *W EXP 02/14/202 67644C112 31 111755 SH SOLE 111755 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 2606 2875 PRN SOLE 2875 0 0 OMEROS CORP NOTE 6.250%11/1 682143AE2 26669 26695 PRN SOLE 26695 0 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 7162 10000 PRN SOLE 10000 0 0 OMNIAB INC *W EXP 11/01/202 68218J111 38 68321 SH SOLE 68321 0 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 5729 6200 PRN SOLE 6200 0 0 OMNILIT ACQUISITION CORP *W EXP 11/08/202 68218C116 6 221235 SH SOLE 221235 0 0 OMNILIT ACQUISITION CORP CLASS A COM 68218C108 511 50000 SH SOLE 50000 0 0 OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 10825 11750 PRN SOLE 11750 0 0 OXBRIDGE ACQUISITION CORP *W EXP 08/04/202 G6855L117 6 93670 SH SOLE 93670 0 0 OXUS ACQUISITION CORP *W EXP 99/99/999 G6859L121 5 107878 SH SOLE 107878 0 0 PAPAYA GRWT OPPORTUNITY CORP *W EXP 12/31/202 69882P110 10 250000 SH SOLE 250000 0 0 PAPAYA GRWT OPPORTUNITY CORP CLASS A COM 69882P102 5200 500000 SH SOLE 500000 0 0 PAR TECHNOLOGY CORP NOTE 2.875% 4/1 698884AC7 2674 2500 PRN SOLE 2500 0 0 PAR TECHNOLOGY CORP NOTE 1.500%10/1 698884AE3 13259 16762 PRN SOLE 16762 0 0 PATRIA LATIN AMRCN OPPRNTY A *W EXP 02/23/202 G69454117 9 100000 SH SOLE 100000 0 0 PEAK BIO INC *W EXP 10/26/202 70470P116 3 25000 SH SOLE 25000 0 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 35864 39840 PRN SOLE 39840 0 0 PELOTON INTERACTIVE INC NOTE 2/1 70614WAB6 21812 28540 PRN SOLE 28540 0 0 PENNYMAC CORP NOTE 5.500% 3/1 70932AAF0 8338 9555 PRN SOLE 9555 0 0 PERCEPTION CAPITAL CORP II *W EXP 10/25/202 G7007D110 13 118203 SH SOLE 118203 0 0 PERFICIENT INC NOTE 0.125%11/1 71375UAF8 8111 10145 PRN SOLE 10145 0 0 PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113 8 200000 SH SOLE 200000 0 0 PONO CAP TWO INC COM CL A 73245B107 2088 200000 SH SOLE 200000 0 0 PONO CAP TWO INC *W EXP 07/31/202 73245B115 20 425000 SH SOLE 425000 0 0 POWER & DIGITAL INFRASTRUCTU *W EXP 12/09/202 73919C118 6 49977 SH SOLE 49977 0 0 POWER & DIGITAL INFRASTRUCTU CLASS A COM 73919C100 1025 99954 SH SOLE 99954 0 0 POWERUP ACQUISITION CORP *W EXP 05/23/202 G7207P129 7 175000 SH SOLE 175000 0 0 POWERUP ACQUISITION CORP CLASS A ORDI SHS G7207P103 1050 100000 SH SOLE 100000 0 0 PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 8496 8539 PRN SOLE 8539 0 0 PROGRESS ACQUISITION CORP *W EXP 11/11/202 74327P113 4 72988 SH SOLE 72988 0 0 PROJECT ENERGY REIMAGINED AC CLASS A ORD G72556106 25 2400 SH SOLE 2400 0 0 PROOF ACQUISITION CORP I *W EXP 99/99/999 74349W112 2 24500 SH SOLE 24500 0 0 PROS HOLDINGS INC NOTE 2.250% 9/1 74346YAG8 5022 5250 PRN SOLE 5250 0 0 PROSPECTOR CAPITAL CORP *W EXP 01/11/202 G7273A113 12 127872 SH SOLE 127872 0 0 PYROPHYTE ACQUISITION CORP *W EXP 05/03/202 G7308P127 13 111700 SH SOLE 111700 0 0 PYROPHYTE ACQUISITION CORP CL A ORD SHS G7308P101 1051 100000 SH SOLE 100000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 12189 15058 PRN SOLE 15058 0 0 Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 6962 8402 PRN SOLE 8402 0 0 RAPID7 INC NOTE 2.250% 5/0 753422AD6 8995 8746 PRN SOLE 8746 0 0 RAPID7 INC NOTE 0.250% 3/1 753422AF1 11880 13600 PRN SOLE 13600 0 0 RELATIVITY ACQUISITION CORP *W EXP 12/15/202 75944B114 6 637213 SH SOLE 637213 0 0 REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 4001 3249 PRN SOLE 3249 0 0 RF ACQUISITION CORP *W EXP 05/01/202 74954L112 8 250000 SH SOLE 250000 0 0 RF ACQUISITION CORP RIGHT 05/01/2028 74954L120 49 325000 SH SOLE 325000 0 0 RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114 6 44429 SH SOLE 44429 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 42827 48365 PRN SOLE 48365 0 0 ROC ENERGY ACQUISITION CORP RIGHT 11/30/2028 77118V116 74 219659 SH SOLE 219659 0 0 ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123 18 288478 SH SOLE 288478 0 0 SAREPTA THERAPEUTICS INC DEBT 1.250% 9/1 803607AC4 9617 8000 PRN SOLE 8000 0 0 SATELLOGIC INC *W EXP 01/25/202 G7823S119 63 285428 SH SOLE 285428 0 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 27814 35275 PRN SOLE 35275 0 0 SEAPORT GLOBAL ACQUISITION I *W EXP 11/17/202 81221H113 1 24945 SH SOLE 24945 0 0 SEASTAR MEDICAL HOLDING CORP *W EXP 10/28/202 81256L112 10 124107 SH SOLE 124107 0 0 SEMPER PARATUS ACQUISITION C *W EXP 11/04/202 G8028L131 8 98250 SH SOLE 98250 0 0 SHAPEWAYS HOLDINGS INC *W EXP 09/29/202 81947T110 7 310138 SH SOLE 310138 0 0 SHARECARE INC *W EXP 07/01/202 81948W112 22 159334 SH SOLE 159334 0 0 SIZZLE ACQUISITION CORP *W EXP 11/02/202 83014E117 8 23750 SH SOLE 23750 0 0 SNAP INC NOTE 5/0 83304AAF3 27021 36838 PRN SOLE 36838 0 0 SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 4 33936 SH SOLE 33936 0 0 SOUTHLAND HLDGS INC *W EXP 09/01/202 84445C118 41 51732 SH SOLE 51732 0 0 SPLUNK INC NOTE 1.125% 6/1 848637AF1 4298 5000 PRN SOLE 5000 0 0 SPREE ACQUISITION CORP 1 LTD *W EXP 12/22/202 G83745128 3 100000 SH SOLE 100000 0 0 SPREE ACQUISITION CORP 1 LTD CL A ORD SHS G83745102 5395 517213 SH SOLE 517213 0 0 SPRINGBIG HOLDINGS INC *W EXP 06/14/202 85021Q116 2 62706 SH SOLE 62706 0 0 STONEBRIDGE ACQUISITION CORP *W EXP 03/31/202 G85094129 2 25000 SH SOLE 25000 0 0 SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 4 37500 SH SOLE 37500 0 0 TECHTARGET INC NOTE 12/1 87874RAD2 2331 3000 PRN SOLE 3000 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 14944 19250 PRN SOLE 19250 0 0 TERRAN ORBITAL CORPORATION *W EXP 03/25/202 88105P111 51 195399 SH SOLE 195399 0 0 TG VENTURE ACQUISITION CORP *W EXP 08/15/202 87251T117 18 399990 SH SOLE 399990 0 0 TG VENTURE ACQUISITION CORP CLASS A COM 87251T109 2168 209289 SH SOLE 209289 0 0 THE GROWTH FOR GOOD ACQU COR *W EXP 11/12/202 G41522114 24 250000 SH SOLE 250000 0 0 THE GROWTH FOR GOOD ACQU COR RIGHT 11/12/2026 G41522130 39 300000 SH SOLE 300000 0 0 THERATECHNOLOGIES INC NOTE 5.750% 6/3 88338HAA8 8 8 PRN SOLE 8 0 0 TKB CRITICAL TECHNOLOGIES 1 *W EXP 10/20/202 G88935120 44 291346 SH SOLE 291346 0 0 TLGY ACQUISITION CORPORATION *W EXP 11/09/202 G8656T125 6 75000 SH SOLE 75000 0 0 TRAVERE THERAPEUTICS INC NOTE 2.250% 3/0 89422GAA5 17858 18167 PRN SOLE 18167 0 0 TRICIDA INC NOTE 3.500% 5/1 89610FAB7 2610 26771 PRN SOLE 26771 0 0 TURNING PT BRANDS INC NOTE 2.500% 7/1 90041LAE5 2371 2500 PRN SOLE 2500 0 0 TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 6856 7889 PRN SOLE 7889 0 0 UNITY SOFTWARE INC NOTE 11/1 91332UAB7 9940 12752 PRN SOLE 12752 0 0 UPHEALTH INC *W EXP 06/08/202 91532B119 0 10000 SH SOLE 10000 0 0 UPWORK INC NOTE 0.250% 8/1 91688FAB0 1577 2000 PRN SOLE 2000 0 0 UTA ACQUISITION CORPORATION *W EXP 10/30/202 G9473A117 15 84500 SH SOLE 84500 0 0 VAHANNA TECH EDGE ACQSTN I C CLASS A ORD G9320Z109 1820 174139 SH SOLE 174139 0 0 VALUENCE MERGER CORP I *W EXP 02/18/202 G9R16L118 3 75000 SH SOLE 75000 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 7770 7015 PRN SOLE 7015 0 0 VERITONE INC NOTE 1.750%11/1 92347MAB6 11539 16750 PRN SOLE 16750 0 0 VIEW INC *W EXP 03/08/202 92671V114 2 63833 SH SOLE 63833 0 0 VISCOGLIOSI BROS ACQUISTN CO COMMON STOCK 92838K100 4437 425000 SH SOLE 425000 0 0 VISCOGLIOSI BROS ACQUISTN CO *W EXP 03/18/202 92838K118 12 173846 SH SOLE 173846 0 0 VISION SENSING ACQUISITION C *W EXP 10/21/202 92838J111 13 243675 SH SOLE 243675 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 3652 4200 PRN SOLE 4200 0 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 40940 55492 PRN SOLE 55492 0 0 WOLFSPEED INC NOTE 0.250% 2/1 977852AB8 838 1000 PRN SOLE 1000 0 0 XOMETRY INC NOTE 1.000% 2/0 98423FAB5 8420 12563 PRN SOLE 12563 0 0 ZEROFOX HLDGS INC *W EXP 08/03/202 98955G111 37 457295 SH SOLE 457295 0 0