Compliance Consultant

0001301396-21-000003.txt : 20210517 0001301396-21-000003.hdr.sgml : 20210517 20210517110721 ACCESSION NUMBER: 0001301396-21-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210517 DATE AS OF CHANGE: 20210517 EFFECTIVENESS DATE: 20210517 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: 21928552 BUSINESS ADDRESS: STREET 1: 2223 AVENIDA DE LA PLAYA STREET 2: SUITE 300 CITY: LA JOLLA STATE: CA ZIP: 92037 BUSINESS PHONE: 858 481 3666 MAIL ADDRESS: STREET 1: 2223 AVENIDA DE LA PLAYA STREET 2: SUITE 300 CITY: LA JOLLA STATE: CA ZIP: 92037 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001301396 XXXXXXXX 03-31-2021 03-31-2021 Context Capital Management, LLC

2223 AVENIDA DE LA PLAYA SUITE 300 LA JOLLA CA 92037

13F HOLDINGS REPORT 028-10965 N Grace Brescia Compliance Consultant 8455161946 Grace Brescia Knoxville TN 05-17-2021 0 462 1020315 false INFORMATION TABLE 2 edgar13f20210331f.xml ACCELERATE ACQUISITION CORP UNIT 99/99/9999 00439D201 497 50000 SH SOLE 50000 0 0 ACKRELL SPAC PARTNERS I CO *W EXP 12/01/202 00461L113 46 91393 SH SOLE 91393 0 0 ACKRELL SPAC PARTNERS I CO UNIT 99/99/9999 00461L303 1312 132786 SH SOLE 132786 0 0 ADARA ACQUISITION CORP UNIT 99/99/9999 00653H201 2896 291974 SH SOLE 291974 0 0 ADIT EDTECH ACQUISITION CORP UNIT 99/99/9999 007024201 4889 496021 SH SOLE 496021 0 0 AEGERION PHARMACEUTICALS INC NOTE 5.000% 4/0 00767EAC6 670 519 PRN SOLE 519 0 0 AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 15768 15192 PRN SOLE 15192 0 0 ADVANCED MERGER PARTNERS INC UNIT 99/99/9999 00777J208 953 95300 SH SOLE 95300 0 0 ADVENT TECHNOLOGIES HOLDNG I *W EXP 02/03/202 00788A113 1 336 SH SOLE 336 0 0 AMERICAN ACQUISITION OPPT IN UNIT 05/28/2026 02369M201 1111 111293 SH SOLE 111293 0 0 AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 495 50000 SH SOLE 50000 0 0 AMPLITUDE HLTHCRE AQUSTIN CO *W EXP 12/01/202 03212A113 21 25000 SH SOLE 25000 0 0 AMRYT PHARMA PLC SPONSORED ADS 03217L106 1080 77496 SH SOLE 77496 0 0 APEX TECHNOLOGY ACQUISITION *W EXP 09/18/202 03768F110 94 35900 SH SOLE 35900 0 0 APPLIED OPTOELECTRONICS INC NOTE 5.000% 3/1 03823UAB8 7744 8800 PRN SOLE 8800 0 0 ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 2967 300000 SH SOLE 300000 0 0 ARKO CORP *W EXP 12/22/202 041242116 37 18250 SH SOLE 18250 0 0 ARROWROOT ACQUISITION CORP UNIT 01/29/2026 04282M201 993 100000 SH SOLE 100000 0 0 ASTREA ACQUISITION CORP UNIT 01/28/2028 04637C205 2141 217397 SH SOLE 217397 0 0 ATHLON ACQUISITION CORP UNIT 01/12/2026 04748A205 1959 198117 SH SOLE 198117 0 0 ATLAS CREST INVT CORP *W EXP 01/30/202 049284110 30 16507 SH SOLE 16507 0 0 ATLAS CREST INVT CORP COM CL A 049287105 456 46594 SH SOLE 46594 0 0 ATLAS CREST INVT CORP *W EXP 02/03/202 049287113 11 12500 SH SOLE 12500 0 0 BOA ACQUISITION CORP UNIT 99/99/9999 05601A208 496 50000 SH SOLE 50000 0 0 B RILEY PRINCIPAL 150 MERGER UNIT 99/99/9999 05601V202 2250 225000 SH SOLE 225000 0 0 BENESSERE CAPITAL ACQUSTN CO COM CL A 08179B103 415 41758 SH SOLE 41758 0 0 BENESSERE CAPITAL ACQUSTN CO *W EXP 99/99/999 08179B111 18 37500 SH SOLE 37500 0 0 BENESSERE CAPITAL ACQUSTN CO RIGHT 99/99/9999 08179B129 16 50000 SH SOLE 50000 0 0 BENESSERE CAPITAL ACQUSTN CO UNIT 12/22/2025 08179B202 581 55330 SH SOLE 55330 0 0 BESPOKE CAP ACQUISITION CORP CL A REST VTG 086344108 3096 310200 SH SOLE 310200 0 0 BETTER WORLD ACQUISITION COR COM 08772B104 754 75789 SH SOLE 75789 0 0 BETTER WORLD ACQUISITION COR *W EXP 11/15/202 08772B112 88 84882 SH SOLE 84882 0 0 BIG CYPRESS ACQUISITION CORP UNIT 07/25/2027 089115208 1817 179899 SH SOLE 179899 0 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 15175 3500 PRN SOLE 3500 0 0 BITE ACQUISITION CORP UNIT 99/99/9999 09175K204 1974 200000 SH SOLE 200000 0 0 BLUE WTR ACQUISITION CORP COM CL A 09607T104 400 39696 SH SOLE 39696 0 0 BLUE WTR ACQUISITION CORP *W EXP 08/31/202 09607T112 64 116746 SH SOLE 116746 0 0 BRIGHT LIGHTS ACQUISITION CO UNIT 99/99/9999 10920K200 629 63605 SH SOLE 63605 0 0 BROADSCALE ACQUISITION CORP UNIT 02/02/2026 11134Y200 991 100000 SH SOLE 100000 0 0 CA HEALTHCARE ACQUISITION CO UNIT 12/25/2025 12510W206 347 35000 SH SOLE 35000 0 0 CF ACQUISITION CORP VIII UNIT 03/31/2028 12520C208 2276 229480 SH SOLE 229480 0 0 CF ACQUISITION CORP V UNIT 01/25/2026 12520R205 1996 200000 SH SOLE 200000 0 0 CF ACQUISITION CORP IV UNIT 12/31/2027 12520T201 9556 952700 SH SOLE 952700 0 0 CF ACQUISITION CORP VI UNIT 99/99/9999 12521J202 4222 425601 SH SOLE 425601 0 0 CF FIN ACQUISITION CORP III CL A 12529D108 3002 300213 SH SOLE 300213 0 0 CF FIN ACQUISITION CORP III *W EXP 09/30/202 12529D116 106 75272 SH SOLE 75272 0 0 CM LIFE SCIENCES II INC UNIT 02/25/2028 125842203 1606 125500 SH SOLE 125500 0 0 CARNEY TECHNOLOGY ACQU CORP *W EXP 11/30/202 143636116 3 4084 SH SOLE 4084 0 0 CARNEY TECHNOLOGY ACQU CORP UNIT 12/10/2025 143636207 462 45949 SH SOLE 45949 0 0 CASCADE ACQUISITION CORP COM CL A 147151104 626 63600 SH SOLE 63600 0 0 CASCADE ACQUISITION CORP *W EXP 11/30/202 147151112 32 35116 SH SOLE 35116 0 0 CEREVEL THERAPEUTICS HLDNG I *W EXP 06/09/202 15678U102 357 82868 SH SOLE 82868 0 0 CF FINANCE ACQUISITION CORP *W EXP 08/01/202 15725Q112 338 194533 SH SOLE 194533 0 0 CHARGEPOINT HOLDINGS INC *W EXP 07/25/202 15961R113 314 20749 SH SOLE 20749 0 0 CHURCHILL CAPITAL CORP IV CL A 171439102 2468 106467 SH SOLE 106467 0 0 CHURCHILL CAPITAL CORP IV *W EXP 08/04/202 171439110 468 42000 SH SOLE 42000 0 0 CHURCHILL CAP CORP II CL A 17143G106 2054 205392 SH SOLE 205392 0 0 CHURCHILL CAP CORP II *W EXP 07/02/202 17143G114 74 50104 SH SOLE 50104 0 0 CHURCHILL CAPITAL CORP VI UNIT 99/99/9999 17143W200 1029 102273 SH SOLE 102273 0 0 CHURCHILL CAPITAL CORP VII UNIT 99/99/9999 17144M201 6862 688239 SH SOLE 688239 0 0 CLARIM ACQUISITION CORP UNIT 99/99/9999 18049C207 1329 133537 SH SOLE 133537 0 0 CLASS ACCELERATION CORP UNIT 99/99/9999 18274B205 1980 200000 SH SOLE 200000 0 0 CLIMATE REAL IMPACT SLUTINS UNIT 99/99/9999 187171202 3467 346685 SH SOLE 346685 0 0 CM LIFE SCIENCES INC *W EXP 09/04/202 18978W117 213 41051 SH SOLE 41051 0 0 COLICITY INC UNIT 02/24/2026 194170205 505 50000 SH SOLE 50000 0 0 COMPUTE HEALTH ACQUISITIN CO UNIT 99/99/9999 204833206 798 79121 SH SOLE 79121 0 0 CONCORD ACQUISITION CORP UNIT 12/28/2025 206071201 1832 178684 SH SOLE 178684 0 0 CRUCIBLE ACQUISITION CORP COM CL A 22877P108 498 49506 SH SOLE 49506 0 0 CRUCIBLE ACQUISITION CORP *W EXP 12/26/202 22877P116 22 16020 SH SOLE 16020 0 0 CYTOKINETICS INC NOTE 4.000%11/1 23282WAA8 4774 2000 PRN SOLE 2000 0 0 D AND Z MEDIA ACQUISITION CO UNIT 99/99/9999 23305Q205 1790 180960 SH SOLE 180960 0 0 DD3 ACQUISITION CORP II COM CL A 23318M100 4009 410863 SH SOLE 410863 0 0 DD3 ACQUISITION CORP II *W EXP 12/10/202 23318M118 204 197779 SH SOLE 197779 0 0 DMY TECHNOLOGY GROUP INC III UNIT 99/99/9999 233278209 450 40318 SH SOLE 40318 0 0 DMY TECHNOLOGY GROUP INC IV UNIT 99/99/9999 23344K201 2623 261270 SH SOLE 261270 0 0 DPCM CAP INC COM CL A 23344P101 2186 221725 SH SOLE 221725 0 0 DPCM CAP INC *W EXP 10/14/202 23344P119 105 83614 SH SOLE 83614 0 0 DECARBONIZATION PLUS ACQU II UNIT 01/19/2026 242794204 503 50000 SH SOLE 50000 0 0 DELWINDS INS ACQUISITION COR COM CLS A 24803C102 1575 162356 SH SOLE 162356 0 0 DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 48 90938 SH SOLE 90938 0 0 DIGITAL TRANSFORMATN OPT COR UNIT 03/31/2028 25401K206 1484 150000 SH SOLE 150000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 17083 17725 PRN SOLE 17725 0 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 22595 23415 PRN SOLE 23415 0 0 DUNE ACQUISITION CORP UNIT 10/29/2027 265334201 539 53734 SH SOLE 53734 0 0 ECP ENVIRONMENTAL GW OPT COR UNIT 03/01/2026 26829T209 1270 126037 SH SOLE 126037 0 0 E MERGE TECHNOLOGY ACQUISITI COM CL A 26873Y104 4390 450219 SH SOLE 450219 0 0 E MERGE TECHNOLOGY ACQUISITI *W EXP 07/30/202 26873Y112 110 115413 SH SOLE 115413 0 0 EQ HEALTH ACQUISITION CORP UNIT 02/02/2028 26886A200 2676 270000 SH SOLE 270000 0 0 EDIFY ACQUISITION CORP UNIT 11/25/2025 28059Q202 1990 200000 SH SOLE 200000 0 0 EDTECHX HOLDINGS ACQU CORP I COM CL A 28139A102 2248 228651 SH SOLE 228651 0 0 EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 52 115246 SH SOLE 115246 0 0 890 5TH AVE PARTNERS INC UNIT 01/12/2026 28250A204 746 75000 SH SOLE 75000 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 12064 8652 PRN SOLE 8652 0 0 EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 528 54573 SH SOLE 54573 0 0 EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 13 25000 SH SOLE 25000 0 0 EMPOWERMENT & INCLUSION CAPI UNIT 99/99/9999 29248N209 2856 289639 SH SOLE 289639 0 0 ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 2199 2016 PRN SOLE 2016 0 0 EPIPHANY TECHNOLOGY ACQUISIT UNIT 99/99/9999 29429X208 2693 268528 SH SOLE 268528 0 0 EQUITY DISTR ACQUISITION COR COM CL A 29465E106 2405 242694 SH SOLE 242694 0 0 EQUITY DISTR ACQUISITION COR *W EXP 09/09/202 29465E114 108 100000 SH SOLE 100000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 14455 15126 PRN SOLE 15126 0 0 EVO ACQUISITION CORP UNIT 99/99/9999 30052G207 993 100000 SH SOLE 100000 0 0 FS DEVELOPMENT CORP II COM CL A 30318F100 996 100000 SH SOLE 100000 0 0 FALCON CAPITAL ACQUISITN COR *W EXP 08/20/202 30606L116 109 70460 SH SOLE 70460 0 0 FAST ACQUISITION CORP II UNIT 03/16/2026 311874200 2485 250000 SH SOLE 250000 0 0 FINSERV ACQUISITION CORP *W EXP 12/31/202 318085115 173 50000 SH SOLE 50000 0 0 FINSERV ACQUISITION CORP UNIT 02/17/2026 31809Y202 249 25000 SH SOLE 25000 0 0 FINTECH ACQUISITION CORP V COM CL A 31810Q107 623 55570 SH SOLE 55570 0 0 FINTECH ACQUISITION CORP V *W EXP 12/31/202 31810Q115 186 77357 SH SOLE 77357 0 0 FIRSTMARK HORIZON ACQUISITIO CL A COM 33765Y101 386 38587 SH SOLE 38587 0 0 5 01 ACQUISITION CORP COM CL A 33836P105 13 1303 SH SOLE 1303 0 0 FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 17386 18982 PRN SOLE 18982 0 0 FORESIGHT ACQUISITION CORP UNIT 01/29/2026 34552Y205 248 25000 SH SOLE 25000 0 0 FOREST ROAD ACQUISITION CORP COM 34619R102 1710 168990 SH SOLE 168990 0 0 FOREST ROAD ACQUISITION CORP *W EXP 12/31/202 34619R110 136 50705 SH SOLE 50705 0 0 FOREST ROAD ACQUISITION COR UNIT 99/99/9999 34619V202 598 60000 SH SOLE 60000 0 0 FORTISTAR SUSTAINABLE SOL CO UNIT 01/14/2026 34962M205 694 70000 SH SOLE 70000 0 0 FORTRESS VALUE ACQUIS CORP I UNIT 12/31/2027 34964G206 501 50000 SH SOLE 50000 0 0 FORTRESS VALUE ACQUISI CORP UNIT 03/31/2028 34964K207 2673 270000 SH SOLE 270000 0 0 FORUM MERGER IV CORP UNIT 03/15/2028 349875203 4097 413802 SH SOLE 413802 0 0 FORUM MERGER III CORP COM CL A 349885111 266 139781 SH SOLE 139781 0 0 4D PHARMA PLC SPONSORED ADS 35085K109 57 4820 SH SOLE 4820 0 0 FOXWAYNE ENTERPRIS AQSTN COR UNIT 01/12/2026 35166L208 217 20956 SH SOLE 20956 0 0 FUSION ACQUISITION CORP *W EXP 06/01/202 36118H113 139 120122 SH SOLE 120122 0 0 FUSION ACQUISITION CORP II UNIT 02/29/2028 36118N201 3256 327870 SH SOLE 327870 0 0 GX ACQUISITION CORP *W EXP 05/24/202 36251A115 66 60099 SH SOLE 60099 0 0 GX ACQUISITION CORP II UNIT 03/17/2026 36260F204 999 100000 SH SOLE 100000 0 0 GCM GROSVENOR INC *W EXP 11/17/202 36831E116 483 412757 SH SOLE 412757 0 0 GIGCAPITAL2 INC *W EXP 02/28/202 375036118 84 112006 SH SOLE 112006 0 0 GIGCAPITAL2 INC RIGHT 02/28/2026 375036126 55 166250 SH SOLE 166250 0 0 GIGCAPITAL2 INC UNIT 99/99/9999 37518G200 6906 699697 SH SOLE 699697 0 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 55 123900 SH SOLE 123900 0 0 GOAL ACQUISITIONS CORP UNIT 99/99/9999 38021H206 2953 295000 SH SOLE 295000 0 0 GOLDEN FALCON ACQUISITION CO UNIT 99/99/9999 38102H208 459 45656 SH SOLE 45656 0 0 GORES HOLDINGS VII INC UNIT 02/12/2028 38286T200 100 10000 SH SOLE 10000 0 0 GORES TECHNOLOGY PARTNERS II UNIT 03/16/2028 38287L206 100 10000 SH SOLE 10000 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 14584 16250 PRN SOLE 16250 0 0 GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 24260 17423 PRN SOLE 17423 0 0 GRID DYNAMICS HLDGS INC *W EXP 03/05/202 39813G117 885 145524 SH SOLE 145524 0 0 HAYMAKER ACQUISITION CORP II UNIT 03/01/2026 42087R207 80 8000 SH SOLE 8000 0 0 HEALTHCARE SERVICES ACQU COR COM CL A 42227K104 2515 259766 SH SOLE 259766 0 0 HEALTHCARE SERVICES ACQU COR *W EXP 99/99/999 42227K112 73 116125 SH SOLE 116125 0 0 HEALTHCARE CAPITAL CORP UNIT 12/31/2025 42228C200 2665 270000 SH SOLE 270000 0 0 HENNESSY CAPITAL INVS CORP V UNIT 01/15/2025 42589T206 354 35000 SH SOLE 35000 0 0 HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 570 393405 SH SOLE 393405 0 0 HYCROFT MINING HOLDING CORP *W EXP 02/12/202 44862P117 24 45500 SH SOLE 45500 0 0 IG ACQUISITION CORP COM CL A 449534106 3641 368553 SH SOLE 368553 0 0 IG ACQUISITION CORP *W EXP 10/05/202 449534114 263 274023 SH SOLE 274023 0 0 IGNYTE ACQUISITION CORP UNIT 01/05/2026 45175H205 673 67200 SH SOLE 67200 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 30528 25650 PRN SOLE 25650 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 1449 1000 PRN SOLE 1000 0 0 INSU ACQUISITION CORP III UNIT 12/31/2026 457817302 3419 338482 SH SOLE 338482 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 11229 13714 PRN SOLE 13714 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 2.000% 5/1 45845PAB4 5236 7985 PRN SOLE 7985 0 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 5335 5000 PRN SOLE 5000 0 0 INTERPRIVATE II ACQUISITION UNIT 99/99/9999 46064Q207 198 20000 SH SOLE 20000 0 0 INTERPRIVATE III FINANCIAL P UNIT 99/99/9999 46064R205 394 40000 SH SOLE 40000 0 0 INTERPRIVATE IV INFRATECH PR UNIT 03/05/2026 46064T201 495 50000 SH SOLE 50000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 6557 6833 PRN SOLE 6833 0 0 IQIYI INC NOTE 3.750%12/0 46267XAB4 13853 13750 PRN SOLE 13750 0 0 IQIYI INC NOTE 2.000% 4/0 46267XAD0 4989 5376 PRN SOLE 5376 0 0 IQIYI INC NOTE 4.000%12/1 46267XAE8 2076 2000 PRN SOLE 2000 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 2693 2500 PRN SOLE 2500 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 1.500% 6/1 46333XAH1 4460 3934 PRN SOLE 3934 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 320 6000 SH SOLE 6000 0 0 ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 1544 159302 SH SOLE 159302 0 0 ISLEWORTH HEALTHCARE ACQU CO *W EXP 08/02/202 46468P110 37 79651 SH SOLE 79651 0 0 JOFF FINTECH ACQUISITION COR UNIT 02/03/2026 46592C209 3715 373393 SH SOLE 373393 0 0 KHOSLA VENTURES ACQUISITION CL A 482504107 4347 430437 SH SOLE 430437 0 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 100 10000 SH SOLE 10000 0 0 KADEM SUSTAINABLE IMPACT COR UNIT 03/17/2026 48284E204 198 20000 SH SOLE 20000 0 0 KALEYRA INC *W EXP 11/25/202 483379111 1742 396002 SH SOLE 396002 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 10883 10500 PRN SOLE 10500 0 0 KENSINGTON CAPITAL ACQUISITI UNIT 99/99/9999 49006L203 2052 200000 SH SOLE 200000 0 0 KINS TECHNOLOGY GROUP INC UNIT 10/14/2025 49714K208 1811 179154 SH SOLE 179154 0 0 KL ACQUISITION CORP UNIT 99/99/9999 49837C208 1487 150000 SH SOLE 150000 0 0 KLUDEIN I ACQUISITION CORP UNIT 99/99/9999 49878L208 249 25000 SH SOLE 25000 0 0 LMF ACQUISITION OPPORTUNIT I UNIT 99/99/9999 502015209 1464 144107 SH SOLE 144107 0 0 LANDCADIA HOLDINGS III INC COM CL A 51476H100 2482 247941 SH SOLE 247941 0 0 LANDCADIA HOLDINGS III INC *W EXP 10/01/202 51476H118 99 66666 SH SOLE 66666 0 0 LANDCADIA HOLDINGS IV INC UNIT 05/01/2025 51477A203 2277 230000 SH SOLE 230000 0 0 LANDSEA HOMES CORP *W EXP 01/07/202 51509P111 23 88373 SH SOLE 88373 0 0 LANNETT CO INC NOTE 4.500%10/0 51602UAC2 5195 8395 PRN SOLE 8395 0 0 LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 117 99900 SH SOLE 99900 0 0 LEFTERIS ACQUISITION CORP UNIT 11/01/2023 52470X208 612 59717 SH SOLE 59717 0 0 LEGATO MERGER CORP UNIT 12/31/2025 52473X205 2588 255457 SH SOLE 255457 0 0 LERER HIPPEAU ACQUISITION CO CL A 526749106 1040 105000 SH SOLE 105000 0 0 LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 12966 12437 PRN SOLE 12437 0 0 LIGHTJUMP ACQUISITION CORP UNIT 01/06/2026 53228M205 1407 141357 SH SOLE 141357 0 0 LIONHEART ACQUISITION CORP I COM CL A 53625R104 1666 169642 SH SOLE 169642 0 0 LIONHEART ACQUISITION CORP I *W EXP 02/14/202 53625R112 108 150450 SH SOLE 150450 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 2087 1489 PRN SOLE 1489 0 0 LIVE OAK ACQUISITION CORP II COM CL A 53804W106 1237 123803 SH SOLE 123803 0 0 LIVE OAK ACQUISITION CORP II *W EXP 12/07/202 53804W114 83 57934 SH SOLE 57934 0 0 LIVE OAK MOBILITY ACQUISI CO UNIT 03/01/2028 538126202 3992 400000 SH SOLE 400000 0 0 LOCUST WALK ACQUISITION CORP UNIT 12/31/2025 54015L301 2004 199200 SH SOLE 199200 0 0 LONGVIEW ACQUISITION CORP II UNIT 99/99/9999 54319Q204 351 35000 SH SOLE 35000 0 0 MCAP ACQUISITION CORP UNIT 02/18/2030 55282T208 498 50000 SH SOLE 50000 0 0 MDH ACQUISITION CORP UNIT 99/99/9999 55283P205 2410 242497 SH SOLE 242497 0 0 MP MATERIALS CORP *W EXP 05/04/202 553368119 566 23418 SH SOLE 23418 0 0 MASON INDUSTRIAL TECHNOLGY I UNIT 99/99/9999 57520Y205 497 50000 SH SOLE 50000 0 0 MEDTECH ACQUISITION CORP COM CL A 58507N105 1681 174065 SH SOLE 174065 0 0 MEDTECH ACQUISITION CORP *W EXP 12/18/202 58507N113 77 70426 SH SOLE 70426 0 0 MERIDA MERGER CORP I COM 58953M106 2604 263526 SH SOLE 263526 0 0 MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 234 201495 SH SOLE 201495 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 1102 1000 PRN SOLE 1000 0 0 MICROSTRATEGY INC CL A NEW 594972408 269 397 SH SOLE 397 0 0 MONUMENT CIRCLE ACQUISITN CO UNIT 01/14/2026 61531M200 1802 182801 SH SOLE 182801 0 0 MUDRICK CAPITAL ACQU CORP II COM CL A 62477L107 987 100586 SH SOLE 100586 0 0 MUDRICK CAPITAL ACQU CORP II *W EXP 09/10/202 62477L115 95 150050 SH SOLE 150050 0 0 MUDRICK CAPITAL ACQU CORP II UNIT 99/99/9999 62477L206 2061 205293 SH SOLE 205293 0 0 MULTIPLAN CORPORATION *W EXP 02/13/202 62548M118 36 37911 SH SOLE 37911 0 0 THE MUSIC ACQUISITION CORP UNIT 99/99/9999 62752R209 150 15000 SH SOLE 15000 0 0 NIO INC DEBT 2/0 62914VAC0 10276 12000 PRN SOLE 12000 0 0 NIO INC DEBT 0.500% 2/0 62914VAD8 6371 7500 PRN SOLE 7500 0 0 NANTHEALTH INC NOTE 5.500%12/1 630104AB3 11775 12240 PRN SOLE 12240 0 0 NAVSIGHT HLDGS INC CL A 639358100 5247 523624 SH SOLE 523624 0 0 NAVSIGHT HLDGS INC *W EXP 01/01/203 639358118 455 288213 SH SOLE 288213 0 0 NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 11223 11100 PRN SOLE 11100 0 0 NESCO HLDGS INC *W EXP 01/01/202 64083J112 570 283722 SH SOLE 283722 0 0 NEVRO CORP NOTE 2.750% 4/0 64157FAC7 3084 2000 PRN SOLE 2000 0 0 NEW BEGINNINGS ACQUISITION C COM 64222H100 741 74099 SH SOLE 74099 0 0 NEW BEGINNINGS ACQUISITION C *W EXP 11/01/202 64222H118 66 100000 SH SOLE 100000 0 0 NIGHTDRAGON ACQUISITION CORP UNIT 02/26/20266 65413D204 197 19284 SH SOLE 19284 0 0 NORTHERN GENESIS ACQUISITION UNIT 99/99/9999 66516U200 307 30000 SH SOLE 30000 0 0 NORTHERN STAR INVSTMNT CORP UNIT 01/31/2028 66573W206 510 50000 SH SOLE 50000 0 0 NORTHERN STAR INVEST CORP II UNIT 02/25/2028 66574L209 498 50000 SH SOLE 50000 0 0 ALKURI GLOBAL ACQUISITION CO UNIT 01/01/2028 66981N202 3707 375188 SH SOLE 375188 0 0 NOVUS CAPITAL CORPORATION II UNIT 99/99/9999 67012W203 500 50000 SH SOLE 50000 0 0 OCA ACQUISITION CORP UNIT 01/14/2026 670865203 999 99970 SH SOLE 99970 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 3386 2500 PRN SOLE 2500 0 0 OMEROS CORP NOTE 6.250%11/1 682143AE2 12654 10500 PRN SOLE 10500 0 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 4371 3500 PRN SOLE 3500 0 0 ONE EQUITY PARTNERS OPEN WTR UNIT 01/14/2026 68237L204 1196 120000 SH SOLE 120000 0 0 OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 4405 3287 PRN SOLE 3287 0 0 ORION ACQUISITION CORP UNIT 02/19/2026 68626A207 604 60400 SH SOLE 60400 0 0 OUSTER INC COM 68989M103 123 14500 SH SOLE 14500 0 0 OYSTER ENTERPRISES ACQ CORP UNIT 01/20/2026 69242M203 592 59840 SH SOLE 59840 0 0 PAE INC *W EXP 09/11/202 69290Y117 504 206750 SH SOLE 206750 0 0 PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 11659 10839 PRN SOLE 10839 0 0 PINE IS ACQUISITION CORP CL A 722615101 400 40000 SH SOLE 40000 0 0 PIVOTAL INVESTMENT CORP III UNIT 01/28/2028 72582M205 100 10000 SH SOLE 10000 0 0 POWER & DIGITAL INFRA ACQ CO UNIT 99/99/9999 739190205 1450 144272 SH SOLE 144272 0 0 PRIVETERRA ACQUISITION CORP UNIT 99/99/9999 74275N201 493 49600 SH SOLE 49600 0 0 PROGRESS ACQUISITION CORP *W EXP 11/11/202 74327P113 23 50000 SH SOLE 50000 0 0 PROGRESS ACQUISITION CORP UNIT 12/25/2025 74327P204 1438 145976 SH SOLE 145976 0 0 PROPERTY SOLUTIONS ACQUISITI *W EXP 03/20/202 74348Q116 363 141632 SH SOLE 141632 0 0 PROPTECH INVESTMENT CORP II UNIT 99/99/9999 743497208 2715 270800 SH SOLE 270800 0 0 PROPERTY SOLUTIONS ACQUISITI UNIT 03/01/2026 74350A207 2210 224855 SH SOLE 224855 0 0 PWP FORWARD ACQUISITION CORP UNIT 03/10/2026 74709Q200 498 50000 SH SOLE 50000 0 0 QUDIAN INC NOTE 1.000% 7/0 747798AB2 804 1000 PRN SOLE 1000 0 0 RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 1765 1890 PRN SOLE 1890 0 0 RECHARGE ACQUISITION CORP COM CL A 756229100 593 60600 SH SOLE 60600 0 0 RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 23 30300 SH SOLE 30300 0 0 RESEARCH ALLIANCE CORP II COM CL A 760873109 1640 160000 SH SOLE 160000 0 0 RETROPHIN INC NOTE 2.500% 9/1 761299AB2 24314 24014 PRN SOLE 24014 0 0 REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 27677 24587 PRN SOLE 24587 0 0 REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 18 39300 SH SOLE 39300 0 0 REVOLUTION ACCELERTN ACQU CO UNIT 12/01/2025 76156P205 858 79800 SH SOLE 79800 0 0 ROTOR ACQUISITION CORP UNIT 06/15/2027 77879W204 963 96182 SH SOLE 96182 0 0 SCP & CO HEALTHCARE ACQUSTN UNIT 10/27/2025 784065203 748 75000 SH SOLE 75000 0 0 SPDR GOLD TR GOLD SHS 78463V107 74 460 SH SOLE 460 0 0 SCIENCE STRATEGIC ACQ ALPHA UNIT 01/20/2026 808641203 1988 200000 SH SOLE 200000 0 0 SEA LTD DEBT 2.375%12/0 G7948TAE9 17881 7000 PRN SOLE 7000 0 0 SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 12289 12460 PRN SOLE 12460 0 0 SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 17792 18522 PRN SOLE 18522 0 0 7GC & CO HOLDINGS INC UNIT 12/23/2025 81786A206 1646 161959 SH SOLE 161959 0 0 SEVEN OAKS ACQUISITION CORP COM CL A 81787X106 1931 198027 SH SOLE 198027 0 0 SEVEN OAKS ACQUISITION CORP *W EXP 12/22/202 81787X114 148 162463 SH SOLE 162463 0 0 SOCIAL LEVERAGE ACQUISN CORP UNIT 99/99/9999 83363K201 1480 148700 SH SOLE 148700 0 0 SOFTWARE ACQUISITN GRUP INC COM CL A 83407F101 507 50312 SH SOLE 50312 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 6888 4000 PRN SOLE 4000 0 0 SPARTAN ACQUISITION CORP III UNIT 99/99/9999 84677R205 1003 100000 SH SOLE 100000 0 0 SPORTS ENTERTAINMENT ACQU CO COM CL A 84918M106 3510 359235 SH SOLE 359235 0 0 SPORTS ENTERTAINMENT ACQU CO *W EXP 10/30/202 84918M114 180 163634 SH SOLE 163634 0 0 SPORTSTEK ACQUISITION CORP UNIT 02/16/2028 849196209 1988 200000 SH SOLE 200000 0 0 STABLE RD ACQUISITION CORP *W EXP 05/15/202 85236Q117 78 18000 SH SOLE 18000 0 0 STAR PEAK CORP II UNIT 99/99/9999 855179206 262 25000 SH SOLE 25000 0 0 STAR PEAK ENERGY TRANSITION *W EXP 08/11/202 855185112 354 24999 SH SOLE 24999 0 0 SUPERNOVA PARTNERS ACQUISITI COM CL A 86846V108 1279 126473 SH SOLE 126473 0 0 SUPERNOVA PARTNERS ACQUISITI *W EXP 10/16/202 86846V116 83 45000 SH SOLE 45000 0 0 SUSTAINABLE DEVELP ACQU I CO UNIT 02/04/2026 86934L202 746 75000 SH SOLE 75000 0 0 TLG ACQUISITION ONE CORP UNIT 99/99/9999 87257M207 2892 291499 SH SOLE 291499 0 0 TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 8151 8031 PRN SOLE 8031 0 0 TAILWIND ACQUISITION CORP COM CL A 87403Q102 3058 308306 SH SOLE 308306 0 0 TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110 227 222912 SH SOLE 222912 0 0 TASTEMAKER ACQUISITION CORP UNIT 12/31/2025 876545203 1332 133200 SH SOLE 133200 0 0 TECH AND ENERGY TRANSITION UNIT 03/31/2028 87823R201 1250 125000 SH SOLE 125000 0 0 THAYER VENTURES ACQU CORP UNIT 01/01/2030 88332T209 356 35000 SH SOLE 35000 0 0 THERATECHNOLOGIES INC NOTE 5.750% 6/3 88338HAA8 63 69 PRN SOLE 69 0 0 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 12136 12083 PRN SOLE 12083 0 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 9639 9473 PRN SOLE 9473 0 0 THIMBLE POINT ACQUISITION CO UNIT 99/99/9999 88408P206 250 25000 SH SOLE 25000 0 0 THUNDER BRIDGE CAP PRTNRS II UNIT 02/15/2028 88605T209 495 50000 SH SOLE 50000 0 0 TISHMAN SPEYER INNOVATION CO UNIT 02/11/2026 88825H209 910 91032 SH SOLE 91032 0 0 TUSCAN HLDGS CORP II COM 90070A103 375 37124 SH SOLE 37124 0 0 TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 87 108600 SH SOLE 108600 0 0 26 CAPITAL ACQUISITION CORP UNIT 12/31/2027 90138P209 1916 190878 SH SOLE 190878 0 0 TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAB7 4375 4000 PRN SOLE 4000 0 0 UNITED STATES STL CORP NEW NOTE 5.000%11/0 912909AT5 5006 2300 PRN SOLE 2300 0 0 USHG ACQUISITION CORP UNIT 99/99/9999 91748P209 225 22400 SH SOLE 22400 0 0 VPC IMPACT ACQU HOLDI III IN UNIT 99/99/9999 91835J207 2617 265100 SH SOLE 265100 0 0 VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 253 25000 SH SOLE 25000 0 0 VELOCITY ACQUISITION CORP UNIT 99/99/9999 92259E203 197 20000 SH SOLE 20000 0 0 VANGUARD INDEX FDS VALUE ETF 922908744 2103 16000 SH SOLE 16000 0 0 VEONEER INC NOTE 4.000% 6/0 92336XAA7 19094 14350 PRN SOLE 14350 0 0 VESPER HEALTHCARE ACQSTN COR *W EXP 09/30/202 92538T112 68 32638 SH SOLE 32638 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 19523 18529 PRN SOLE 18529 0 0 Z-WORK ACQUISITION CORP UNIT 99/99/9999 98880C201 1948 195614 SH SOLE 195614 0 0 ZANITE ACQUISITION CORP COM CL A 98907K103 127 12727 SH SOLE 12727 0 0 ZANITE ACQUISITION CORP *W EXP 10/08/202 98907K111 40 31363 SH SOLE 31363 0 0 ABG ACQUISITION CORP I CL A SHS G00496102 1978 200000 SH SOLE 200000 0 0 ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 349 178830 SH SOLE 178830 0 0 ACE CONVERGENCE ACQU CORP CL A G0083D120 192 19250 SH SOLE 19250 0 0 AEA-BRIDGES IMPACT CORP SHS CL A G01046104 1596 162479 SH SOLE 162479 0 0 AEA-BRIDGES IMPACT CORP *W EXP 09/19/202 G01046112 61 67538 SH SOLE 67538 0 0 AJAX I COM G0190X100 409 39900 SH SOLE 39900 0 0 AJAX I *W EXP 10/27/202 G0190X126 25 14975 SH SOLE 14975 0 0 ALUSSA ENERGY ACQUISITION CO *W EXP 10/31/202 G0232J119 114 50000 SH SOLE 50000 0 0 ALPHA CAPITAL ACQUISITION CO UNIT 02/16/2026 G0316P114 29 2900 SH SOLE 2900 0 0 ALTIMAR ACQUISITION CORP II UNIT 99/99/9999 G03709113 2040 200000 SH SOLE 200000 0 0 AMERICAS TECHNOLOGY ACQSN CO UNIT 99/99/9999 G0404A128 978 96527 SH SOLE 96527 0 0 APOLLO STRATEGIC GROWTH CAPT SHS CL A G0411R106 1081 109200 SH SOLE 109200 0 0 APOLLO STRATEGIC GROWTH CAPT *W EXP 10/29/202 G0411R114 84 66666 SH SOLE 66666 0 0 APOLLO STRATEGIC GRWT CPTL I UNIT 99/99/9999 G0412A110 1846 185000 SH SOLE 185000 0 0 ARCTOS NORTHSTAR ACQUIS CORP UNIT 99/99/9999 G0477L118 250 25000 SH SOLE 25000 0 0 ASCENDANT DIGITAL ACQUISITIO COM CL A G05155109 4951 500130 SH SOLE 500130 0 0 ASCENDANT DIGITAL ACQUISITIO *W EXP 07/28/202 G05155117 192 189866 SH SOLE 189866 0 0 ASPIRATIONAL CONSUMER LIFEST COM G05436103 583 58226 SH SOLE 58226 0 0 ASPIRATIONAL CONSUMER LIFEST *W EXP 09/19/202 G05436111 47 33333 SH SOLE 33333 0 0 AUSTERLITZ ACQUISITION CORP UNIT 99/99/9999 G0633D117 5503 547964 SH SOLE 547964 0 0 AUSTERLITZ ACQUISITION CORP UNIT 99/99/9999 G0633U119 2006 200000 SH SOLE 200000 0 0 AUTHENTIC EQUITY ACQUISTN CO UNIT 10/31/2027 G06607116 2471 249844 SH SOLE 249844 0 0 AVANTI ACQUISITION CORP SHS CL A G0682V109 1094 111996 SH SOLE 111996 0 0 AVANTI ACQUISITION CORP *W EXP 99/99/999 G0682V125 98 93301 SH SOLE 93301 0 0 BIOTECH ACQUISITION COMPANY UNIT 11/30/2027 G1125A124 1978 200000 SH SOLE 200000 0 0 BLUERIVER ACQUISITION CORP UNIT 01/04/2026 G1261Q123 1496 150000 SH SOLE 150000 0 0 CARTESIAN GROWTH CORP UNIT 02/26/2028 G19276123 623 62590 SH SOLE 62590 0 0 CATCHA INVESTMENT CORP UNIT 99/99/9999 G1962Y128 1493 150000 SH SOLE 150000 0 0 CERBERUS TELECOM ACQUISITION SHS CL A G2040C104 535 54072 SH SOLE 54072 0 0 COLONNADE ACQUISITION CORP I UNIT 99/99/9999 G2284B127 1970 200000 SH SOLE 200000 0 0 COHN ROBBINS HOLDINGS CORP *W EXP 08/28/202 G23726113 56 46666 SH SOLE 46666 0 0 CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 2641 269721 SH SOLE 269721 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 95 95500 SH SOLE 95500 0 0 COVA ACQUISITION CORP UNIT 04/01/2021 G2554Y112 2735 274861 SH SOLE 274861 0 0 D8 HOLDINGS CORP SHS CL A G2614K110 1060 106649 SH SOLE 106649 0 0 D8 HOLDINGS CORP *W EXP 08/05/202 G2614K128 90 78324 SH SOLE 78324 0 0 DEEP LAKE CAPITAL ACQUSTN CO UNIT 01/04/2026 G27029126 1647 163679 SH SOLE 163679 0 0 DRAGONEER GROWTH OPPORTUN CO COM CL A G28302100 1938 190888 SH SOLE 190888 0 0 DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 404 40000 SH SOLE 40000 0 0 CONSTELLATION ACQUISITN CORP UNIT 99/99/9999 G2R18K121 191 19300 SH SOLE 19300 0 0 SCION TECH GROWTH II UNIT 99/99/9999 G31070124 143 14397 SH SOLE 14397 0 0 ARYA SCIENCES ACQU CORP IV CL A G31659108 1427 136302 SH SOLE 136302 0 0 EUROPEAN SUSTAINABLE GROWTH CL A SHS G3194F109 1213 124774 SH SOLE 124774 0 0 EUROPEAN SUSTAINABLE GROWTH *W EXP 01/21/202 G3194F117 38 62500 SH SOLE 62500 0 0 ESM ACQUISITION CORPORATION UNIT 99/99/9999 G3195H120 1980 199200 SH SOLE 199200 0 0 ARES ACQUISITION CORPORATION UNIT 99/99/9999 G33032114 2959 295900 SH SOLE 295900 0 0 FORTRESS CAPITAL ACQUISITION UNIT 99/99/9999 G36427113 1001 100000 SH SOLE 100000 0 0 FREEDOM ACQUISITION I CORP UNIT 99/99/9999 G3663X102 499 50000 SH SOLE 50000 0 0 FRAZIER LIFESCIENCES ACQU CO UNIT 12/09/2025 G3710A121 1233 121326 SH SOLE 121326 0 0 FTAC ATHENA ACQUISITION CORP UNIT 99/99/9999 G37283127 1000 100000 SH SOLE 100000 0 0 FTAC OLYMPUS ACQUISITION COR *W EXP 08/28/202 G37288126 241 113745 SH SOLE 113745 0 0 FTAC HERA ACQUISITION CORP UNIT 02/28/2026 G3728Y129 1074 107482 SH SOLE 107482 0 0 GALILEO ACQUISITION CORP SHS G3770A102 1250 125000 SH SOLE 125000 0 0 GALILEO ACQUISITION CORP *W EXP 10/31/202 G3770A110 110 200000 SH SOLE 200000 0 0 GENESIS PK ACQUISITION CORP SHS CL A G38245109 969 92345 SH SOLE 92345 0 0 GENESIS PK ACQUISITION CORP *W EXP 05/27/202 G38245125 83 38025 SH SOLE 38025 0 0 GLOBAL SYNERGY ACQUISIT CORP UNIT 01/01/2024 G3934J114 996 100000 SH SOLE 100000 0 0 GLOBAL PARTNER ACQISTN CORP UNIT 01/06/2026 G3934P110 1485 150000 SH SOLE 150000 0 0 GLRY STR NW MDIA GRUP HLDG L *W EXP 02/13/202 G39973113 12 84411 SH SOLE 84411 0 0 FINTECH EVOLUTION ACQUIS GRO UNIT 99/99/9999 G3R19A112 1234 125000 SH SOLE 125000 0 0 EMPOWER LTD CL A COM G3R39W102 2835 284109 SH SOLE 284109 0 0 EMPOWER LTD *W EXP 11/30/202 G3R39W110 171 144763 SH SOLE 144763 0 0 G SQUARED ASCEND I INC UNIT 99/99/9999 G4204R125 4331 433093 SH SOLE 433093 0 0 HEALTHCOR CATALIO ACQU CORP CL A SHS G44125105 1000 100000 SH SOLE 100000 0 0 HIGHLAND TRANSCEND PARTNERS UNIT 99/99/9999 G44690116 564 56100 SH SOLE 56100 0 0 H I G ACQUISITION CORP UNIT 99/99/9999 G44898115 1297 126659 SH SOLE 126659 0 0 HORIZON ACQUISITION CORP COM CL A G46049105 1379 139601 SH SOLE 139601 0 0 HORIZON ACQUISITION CORP *W EXP 08/19/202 G46049113 31 28333 SH SOLE 28333 0 0 IBERE PHARMACEUTICALS UNIT 99/99/9999 G46843127 1134 115053 SH SOLE 115053 0 0 ION ACQUISITION CORP 2 LTD UNIT 99/99/9999 G49393120 708 69729 SH SOLE 69729 0 0 ITIQUIRA ACQUISITION CORP UNIT 02/03/2026 G49773123 4970 500000 SH SOLE 500000 0 0 ITHAX ACQUISITION CORP UNIT 12/31/2027 G49775110 299 29841 SH SOLE 29841 0 0 JACK CREEK INVESTMENT CORP UNIT 10/01/2023 G4989X107 2463 248534 SH SOLE 248534 0 0 IVANHOE CAPITAL ACQUISTIN CO UNIT 99/99/9999 G4R87P122 259 25000 SH SOLE 25000 0 0 JAWS MUSTANG ACQUISITION COR UNIT 99/99/9999 G50737116 1934 190577 SH SOLE 190577 0 0 JAWS SPITFIRE ACQUISITION CO UNIT 99/99/9999 G50740128 533 50000 SH SOLE 50000 0 0 KAIROS ACQUISITION CORP UNIT 99/99/9999 G52110122 30 3000 SH SOLE 3000 0 0 KISMET ACQUISITION THREE COR UNIT 99/99/9999 G5276C128 1482 150000 SH SOLE 150000 0 0 KISMET ACQUISITION TWO CORP UNIT 99/99/9999 G52807123 746 75000 SH SOLE 75000 0 0 L&F ACQUISITION CORP SHS CL A G53702109 910 92412 SH SOLE 92412 0 0 L&F ACQUISITION CORP *W EXP 05/23/202 G53702117 34 50000 SH SOLE 50000 0 0 L&F ACQUISITION CORP UNIT 99/99/9999 G53702125 2756 270699 SH SOLE 270699 0 0 LAZARD GROWTH ACQUISITION CO UNIT 99/99/9999 G54035129 3328 332827 SH SOLE 332827 0 0 LDH GROWTH CORP I UNIT 03/17/2026 G54094118 104 10300 SH SOLE 10300 0 0 LEO HLDGS CORP II UNIT 99/99/9999 G5463R110 471 47500 SH SOLE 47500 0 0 LIV CAP ACQUISITION CORP CL A G5510C108 1698 170799 SH SOLE 170799 0 0 LIV CAP ACQUISITION CORP *W EXP 12/13/202 G5510C116 103 180000 SH SOLE 180000 0 0 MARLIN TECHNOLOGY CORP UNIT 99/99/9999 G58411128 1281 129652 SH SOLE 129652 0 0 MARQUEE RAINE ACQUISITION CO CL A SHS G58442107 285 28840 SH SOLE 28840 0 0 MARQUEE RAINE ACQUISITION CO *W EXP 12/01/202 G58442123 7 5283 SH SOLE 5283 0 0 PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 143 174900 SH SOLE 174900 0 0 MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 11 1100 SH SOLE 1100 0 0 NEW VISTA ACQUISITION CORP UNIT 02/01/2026 G6529L113 10 1000 SH SOLE 1000 0 0 NEXTGEN ACQUISITION CORP CL A G65305107 520 52454 SH SOLE 52454 0 0 NEXTGEN ACQUISITION CORP *W EXP 10/06/202 G65305123 101 54235 SH SOLE 54235 0 0 NOBLE ROCK ACQUISITION CORP UNIT 01/31/2028 G6546R127 1814 183404 SH SOLE 183404 0 0 OMEGA ALPHA SPAC CL A G6749V107 693 70000 SH SOLE 70000 0 0 MORINGA ACQUISITION CORP UNIT 02/16/2026 G6S23K116 1236 124476 SH SOLE 124476 0 0 PLUM ACQUISITION CORP I UNIT 03/15/2026 G7134L100 4179 420000 SH SOLE 420000 0 0 POEMA GLOBAL HOLDINGS CORP UNIT 99/99/9999 G7154B123 596 59527 SH SOLE 59527 0 0 PONTEM CORPORATION UNIT 99/99/9999 G71707114 993 100255 SH SOLE 100255 0 0 POWERED BRANDS UNIT 99/99/9999 G7209M124 1019 102735 SH SOLE 102735 0 0 PRIMAVERA CAPITAL ACQUIST CO UNIT 01/19/2026 G7255E125 713 69607 SH SOLE 69607 0 0 PROSPECTOR CAPITAL CORP UNIT 01/01/2030 G7273A121 5182 514605 SH SOLE 514605 0 0 QUEENS GAMBIT GROWTH CAPITAL UNIT 01/19/2026 G7315C127 750 74312 SH SOLE 74312 0 0 REDBALL ACQUISITION CORP COM CL A G7417R105 2945 295944 SH SOLE 295944 0 0 REDBALL ACQUISITION CORP *W EXP 08/17/202 G7417R113 143 105134 SH SOLE 105134 0 0 REINVENT TECHNOLOGY PARTNERS CL A G7483N129 203 20000 SH SOLE 20000 0 0 REINVENT TECHNOLOGY PARTNERS UNIT 03/12/2026 G7484L114 1406 140000 SH SOLE 140000 0 0 RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 498 50000 SH SOLE 50000 0 0 SCVX CORP *W EXP 01/24/202 G79448117 50 50000 SH SOLE 50000 0 0 SCVX CORP COM G79448208 618 62633 SH SOLE 62633 0 0 SILVER CREST ACQUISITION COR UNIT 12/15/2025 G81355110 993 100000 SH SOLE 100000 0 0 SLAM CORP UNIT 99/99/9999 G8210L113 198 20000 SH SOLE 20000 0 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A SHS CL A G82514103 388 35358 SH SOLE 35358 0 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A *W EXP 09/26/202 G82514111 28 11339 SH SOLE 11339 0 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 44 4100 SH SOLE 4100 0 0 SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G8251L113 249 94775 SH SOLE 94775 0 0 SOARING EAGLE ACQUISITION CO UNIT 02/23/2026 G8354H100 1880 185794 SH SOLE 185794 0 0 SPORTS VENTURES ACQUISIN COR UNIT 99/99/9999 G8372A111 1868 189068 SH SOLE 189068 0 0 SPRING VY ACQUISITION CORP UNIT 11/11/2025 G8377A116 953 88643 SH SOLE 88643 0 0 SVF INVESTMENT CORP UNIT 12/20/2025 G8601L110 1088 103036 SH SOLE 103036 0 0 SVF INVESTMENT CORP 3 CL A SHS G8601N108 556 55000 SH SOLE 55000 0 0 SWITCHBACK II CORPORATION UNIT 99/99/9999 G8633T123 764 75000 SH SOLE 75000 0 0 TAILWIND TWO ACQUISITION COR UNIT 03/01/2028 G86613117 4886 494550 SH SOLE 494550 0 0 TAILWIND INTERNATNAL ACQ COR UNIT 99/99/9999 G8662F127 5711 577449 SH SOLE 577449 0 0 THUNDER BRDG ACQUISTION II L *W EXP 11/30/202 G8857S108 88 40000 SH SOLE 40000 0 0 Tortoise Acquisition II Corp COM CL A G89554102 12 1100 SH SOLE 1100 0 0 Tortoise Acquisition II Corp *W EXP 06/14/202 G89554128 237 72326 SH SOLE 72326 0 0 SUPERNOVA PARTNERS ACQUISTN UNIT 99/99/9999 G8T86C113 1881 187398 SH SOLE 187398 0 0 TREPONT ACQUISITION CORP I UNIT 99/99/9999 G9095M119 512 50196 SH SOLE 50196 0 0 TUATARA CAPITAL ACQUISITN CO UNIT 99/99/9999 G9118J127 1254 125412 SH SOLE 125412 0 0 TURMERIC ACQUISITION CORP UNIT 10/08/2025 G9127T116 750 75000 SH SOLE 75000 0 0 TZP STRATEGIES ACQUISTN CORP UNIT 01/06/2026 G91595127 946 95000 SH SOLE 95000 0 0 UNION ACQUISITION CORP II SHS G9402Q100 1005 100000 SH SOLE 100000 0 0 UNION ACQUISITION CORP II *W EXP 04/01/202 G9402Q126 68 100000 SH SOLE 100000 0 0 VENUS ACQUISITION CORPORATIO UNIT 02/01/2024 G9420F136 506 50485 SH SOLE 50485 0 0 VICKERS VANTAGE CORP I UNIT 09/15/2027 G9440B123 568 56389 SH SOLE 56389 0 0 VPC IMPACT ACQUISITION HLDNG *W EXP 10/22/202 G9441E118 3 1039 SH SOLE 1039 0 0 VG ACQUISITION CORP *W EXP 09/29/202 G9446E113 92 54692 SH SOLE 54692 0 0 VIRGIN GROUP ACQUISIT CORP I UNIT 99/99/9999 G9460K110 745 75000 SH SOLE 75000 0 0 VPC IMPACT ACQUISITION HLDG UNIT 03/05/2026 G9460L100 3402 345000 SH SOLE 345000 0 0 YUCAIPA ACQUISITION CORP COM G9879L105 690 70000 SH SOLE 70000 0 0 YUCAIPA ACQUISITION CORP *W EXP 99/99/999 G9879L113 33 23333 SH SOLE 23333 0 0 AGBA ACQUISITION LTD *W EXP 05/10/202 G0120M117 31 105440 SH SOLE 105440 0 0 AGBA ACQUISITION LTD RIGHT 05/10/2024 G0120M125 101 167830 SH SOLE 167830 0 0 COHN ROBBINS HOLDINGS CORP COM CL A G23726105 97 9832 SH SOLE 9832 0 0 CROWN PROPTECH ACQUISITIONS UNIT 99/99/9999 G25741128 2382 239643 SH SOLE 239643 0 0 MICROCHIP TECHNOLOGY INC. NOTE 2.250% 2/1 595017AH7 7091 3100 PRN SOLE 3100 0 0 MISSION ADVANCEMENT CORP UNIT 99/99/9999 60501L200 1493 150000 SH SOLE 150000 0 0 INTL GNRL INSURANCE HLDNGS L *W EXP 03/17/202 G4809J114 98 110204 SH SOLE 110204 0 0