0001301396-24-000007.txt : 20240809
0001301396-24-000007.hdr.sgml : 20240809
20240809152155
ACCESSION NUMBER: 0001301396-24-000007
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20240630
FILED AS OF DATE: 20240809
DATE AS OF CHANGE: 20240809
EFFECTIVENESS DATE: 20240809
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Context Capital Management, LLC
CENTRAL INDEX KEY: 0001301396
ORGANIZATION NAME:
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: 241192199
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
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LIVE
false
false
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0001301396
XXXXXXXX
06-30-2024
06-30-2024
Context Capital Management, LLC
7724 GIRARD AVENUE - 3RD FLOOR
SUITE 300
LAJOLLA
CA
92037
13F HOLDINGS REPORT
028-10965
N
Grace Brescia
CCO
845-516-1946
Grace Brescia
La Jolla
CA
08-09-2024
0
222
2780724620
false
INFORMATION TABLE
2
edgar13f20240630e.xml
3D SYS CORP DEL
NOTE 11/1
88554DAD8
65271426
80137
PRN
SOLE
80137
0
0
8X8 INC NEW
NOTE 4.000% 2/0
282914AE0
3440250
4500
PRN
SOLE
4500
0
0
99 ACQUISITION GROUP INC
*W EXP 08/25/202
65445K119
1238
37500
SH
SOLE
37500
0
0
99 ACQUISITION GROUP INC
RIGHT 08/25/2028
65445K127
9959
36886
SH
SOLE
36886
0
0
ACCOLADE INC
NOTE 0.500% 4/0
00437EAB8
24808451
27991
PRN
SOLE
27991
0
0
ACRI CAPITAL ACQUISITION COR
*W EXP 02/01/202
00501A119
5750
100000
SH
SOLE
100000
0
0
AFFIRM HLDGS INC
NOTE 11/1
00827BAB2
50487440
60464
PRN
SOLE
60464
0
0
AKAMAI TECHNOLOGIES INC
NOTE 0.375% 9/0
00971TAL5
1456814
1500
PRN
SOLE
1500
0
0
ALARM COM HLDGS INC
NOTE 1/1
011642AB1
1605632
1750
PRN
SOLE
1750
0
0
ALNYLAM PHARMACEUTICALS INC
NOTE 1.000% 9/1
02043QAB3
19980000
18500
PRN
SOLE
18500
0
0
ALPHATEC HLDGS INC
NOTE 0.750% 8/0
02081GAB8
46972974
48357
PRN
SOLE
48357
0
0
ARBOR REALTY TRUST INC
NOTE 7.500% 8/0
038923BA5
17405025
17340
PRN
SOLE
17340
0
0
ARRAY TECHNOLOGIES INC
NOTE 1.000%12/0
04271TAB6
22166081
27350
PRN
SOLE
27350
0
0
ARTIVION INC
NOTE 4.250% 7/0
228903AB6
24444563
19900
PRN
SOLE
19900
0
0
ASSERTIO HOLDINGS INC
NOTE 6.500% 9/0
04546CAB2
15600638
17500
PRN
SOLE
17500
0
0
ATHENA TECHNOLOGY ACQ CORP I
*W EXP 10/17/202
04687C113
27203
775000
SH
SOLE
775000
0
0
AURORA INNOVATION INC
*W EXP 11/03/202
051774115
2324
11228
SH
SOLE
11228
0
0
BANDWIDTH INC
NOTE 0.250% 3/0
05988JAB9
13008859
14580
PRN
SOLE
14580
0
0
BANDWIDTH INC
NOTE 0.500% 4/0
05988JAD5
9171026
12072
PRN
SOLE
12072
0
0
BANNIX ACQUISITION CORP
*W EXP 07/31/202
066644113
6410
320484
SH
SOLE
320484
0
0
BANNIX ACQUISITION CORP
RIGHT 07/31/2026
066644121
31347
210385
SH
SOLE
210385
0
0
BANZAI INTERNATIONAL INC
*W EXP 12/14/202
06682J118
1595
80979
SH
SOLE
80979
0
0
BENEFICIENT
*W EXP 06/07/202
08178Q119
1533
210024
SH
SOLE
210024
0
0
BENTLEY SYS INC
NOTE 0.375% 7/0
08265TAD1
4490000
5000
PRN
SOLE
5000
0
0
BEYOND MEAT INC
NOTE 3/1
08862EAB5
7805125
36730
PRN
SOLE
36730
0
0
BIGCOMMERCE HLDGS INC
NOTE 0.250%10/0
08975PAB4
4068129
4640
PRN
SOLE
4640
0
0
BILL HOLDINGS INC
NOTE 4/0
090043AD2
5981500
7000
PRN
SOLE
7000
0
0
BITCOIN DEPOT INC
*W EXP 06/30/202
09174P113
53312
1127098
SH
SOLE
1127098
0
0
BITE ACQUISITION CORP
*W EXP 02/12/203
09175K113
5500
100000
SH
SOLE
100000
0
0
BLACKLINE INC
NOTE 3/1
09239BAD1
10760796
11722
PRN
SOLE
11722
0
0
BLOCK INC
NOTE 0.125% 3/0
852234AF0
7738296
8000
PRN
SOLE
8000
0
0
BLOCK INC
NOTE 5/0
852234AJ2
10053078
11185
PRN
SOLE
11185
0
0
BLOCK INC
NOTE 0.250%11/0
852234AK9
7734283
9310
PRN
SOLE
9310
0
0
BLOOM ENERGY CORP
NOTE 3.000% 6/0
093712AK3
46275887
48500
PRN
SOLE
48500
0
0
BOREALIS FOODS INC
*W EXP 02/07/202
09973D113
5131
75340
SH
SOLE
75340
0
0
BREAD FINANCIAL HOLDINGS INC
NOTE 4.250% 6/1
018581AN8
3083904
2300
PRN
SOLE
2300
0
0
BRIDGEBIO PHARMA INC
NOTE 2.250% 2/0
10806XAD4
38519077
48339
PRN
SOLE
48339
0
0
BRIDGER AEROSPACE GRP HLDGS
*W EXP 01/24/202
96812F110
15752
121167
SH
SOLE
121167
0
0
BURTECH ACQUISITION CORP
*W EXP 12/18/202
123013112
47812
191171
SH
SOLE
191171
0
0
CABLE ONE INC
NOTE 3/1
12685JAE5
1320000
1500
PRN
SOLE
1500
0
0
CABLE ONE INC
NOTE 1.125% 3/1
12685JAG0
5230953
7000
PRN
SOLE
7000
0
0
CANNA GLOBAL ACQUISITION COR
*W EXP 99/99/999
13767K119
4995
499500
SH
SOLE
499500
0
0
CARDIO DIAGNOSTICS HOLDGS IN
*W EXP 12/01/202
14159C111
3170
81500
SH
SOLE
81500
0
0
CARDLYTICS INC
NOTE 1.000% 9/1
14161WAB1
14983540
16120
PRN
SOLE
16120
0
0
CELULARITY INC
*W EXP 07/16/202
151190113
2700
150000
SH
SOLE
150000
0
0
CENTURY ALUM CO
NOTE 2.750% 5/0
156431AQ1
19919292
18092
PRN
SOLE
18092
0
0
CERO THERAPEUTICS HLDGS INC
*W EXP 02/13/202
71902K113
2452
122013
SH
SOLE
122013
0
0
CHEFS WHSE INC
NOTE 1.875%12/0
163086AB7
9996429
9604
PRN
SOLE
9604
0
0
CHEFS WHSE INC
NOTE 2.375%12/1
163086AE1
11143610
10000
PRN
SOLE
10000
0
0
COHERUS BIOSCIENCES INC
NOTE 1.500% 4/1
19249HAB9
25586924
34812
PRN
SOLE
34812
0
0
COINBASE GLOBAL INC
NOTE 0.500% 6/0
19260QAB3
15862872
15371
PRN
SOLE
15371
0
0
COLLEGIUM PHARMACEUTICAL INC
NOTE 2.875% 2/1
19459JAC8
16169949
14607
PRN
SOLE
14607
0
0
CONDUIT PHARMACEUTICALS INC
*W EXP 09/22/202
20678X114
2313
128500
SH
SOLE
128500
0
0
CONMED CORP
NOTE 2.250% 6/1
207410AH4
3582052
4000
PRN
SOLE
4000
0
0
CORE SCIENTIFIC INC NEW
NOTE 10.000% 1/2
21874AAB2
29312466
18383
PRN
SOLE
18383
0
0
CUTERA INC
NOTE 2.250% 3/1
232109AB4
1525505
4500
PRN
SOLE
4500
0
0
CUTERA INC
NOTE 2.250% 6/0
232109AD0
6148118
30064
PRN
SOLE
30064
0
0
CUTERA INC
NOTE 4.000% 6/0
232109AG3
2296273
13235
PRN
SOLE
13235
0
0
DAYFORCE INC
NOTE 0.250% 3/1
15677JAD0
916000
1000
PRN
SOLE
1000
0
0
DEXCOM INC
NOTE 0.250%11/1
252131AK3
1254688
1250
PRN
SOLE
1250
0
0
DIGITALOCEAN HLDGS INC
NOTE 12/0
25402DAB8
4661250
5500
PRN
SOLE
5500
0
0
DRAFTKINGS INC NEW
NOTE 3/1
26142RAB0
4138328
4965
PRN
SOLE
4965
0
0
DRAGONFLY ENERGY HOLDINGS CO
*W EXP 10/07/202
26145B114
1516
50700
SH
SOLE
50700
0
0
DUKE ENERGY CORP NEW
NOTE 4.125% 4/1
26441CBY0
19540229
19500
PRN
SOLE
19500
0
0
ECD AUTOMOTIVE DESIGN INC
*W EXP 12/12/202
27877D112
13446
540000
SH
SOLE
540000
0
0
ENCORE CAP GROUP INC
NOTE 4.000% 3/1
292554AP7
3476250
3750
PRN
SOLE
3750
0
0
ESPERION THERAPEUTICS INC NE
NOTE 4.000%11/1
29664WAB1
47794560
51254
PRN
SOLE
51254
0
0
ETSY INC
NOTE 0.125%10/0
29786AAJ5
6451250
6500
PRN
SOLE
6500
0
0
ETSY INC
NOTE 0.125% 9/0
29786AAL0
14241308
17000
PRN
SOLE
17000
0
0
EVENTBRITE INC
NOTE 5.000%12/0
29975EAB5
5372640
5460
PRN
SOLE
5460
0
0
EVENTBRITE INC
NOTE 0.750% 9/1
29975EAD1
2801049
3258
PRN
SOLE
3258
0
0
EVEREST CONSOLIDATOR ACQ COR
*W EXP 99/99/999
29978K110
5143
25297
SH
SOLE
25297
0
0
EXACT SCIENCES CORP
NOTE 0.375% 3/1
30063PAB1
15265619
17515
PRN
SOLE
17515
0
0
EXACT SCIENCES CORP
NOTE 0.375% 3/0
30063PAC9
11494630
14000
PRN
SOLE
14000
0
0
EZCORP INC
NOTE 2.375% 5/0
302301AE6
2762552
2834
PRN
SOLE
2834
0
0
FARO TECHNOLOGIES INC
NOTE 5.500% 2/0
311642AB8
3872394
4500
PRN
SOLE
4500
0
0
FINTECH ECOSYSTEM DEVE
*W EXP 04/01/202
318136116
1546
77300
SH
SOLE
77300
0
0
FIRST MAJESTIC SILVER CORP
NOTE 0.375% 1/1
32076VAD5
11510700
13875
PRN
SOLE
13875
0
0
FIRSTENERGY CORP
NOTE 4.000% 5/0
337932AR8
4473000
4500
PRN
SOLE
4500
0
0
FIVERR INTL LTD
NOTE 11/0
33835LAA3
17209681
18593
PRN
SOLE
18593
0
0
FOCUS IMPACT ACQUISITION COR
*W EXP 99/99/999
34417L117
4182
100050
SH
SOLE
100050
0
0
FORTUNE RISE ACQUISITION COR
*W EXP 12/06/202
34969G110
2156
110574
SH
SOLE
110574
0
0
FTAC EMERALD ACQUISITION COR
*W EXP 10/19/202
29103K118
10715
238100
SH
SOLE
238100
0
0
FUTURETECH II ACQUISITION CO
*W EXP 08/18/202
36119D111
3750
150000
SH
SOLE
150000
0
0
GCM GROSVENOR INC
*W EXP 11/17/202
36831E116
153977
314174
SH
SOLE
314174
0
0
GCT SEMICONDUCTOR HLDG INC
*W EXP 03/01/202
36170N115
33324
222160
SH
SOLE
222160
0
0
GLOBAL BLOCKCHAIN ACQUI CORP
RIGHT 05/09/2027
37961B112
24000
400000
SH
SOLE
400000
0
0
GLOBAL BLOCKCHAIN ACQUI CORP
*W EXP 99/99/999
37961B120
7040
400000
SH
SOLE
400000
0
0
GOSSAMER BIO INC
NOTE 5.000% 6/0
38341PAA0
10711460
21850
PRN
SOLE
21850
0
0
GREEN PLAINS INC
NOTE 2.250% 3/1
393222AK0
11578684
13000
PRN
SOLE
13000
0
0
GRIID INFRASTRUCTURE INC
*W EXP 12/29/202
398501114
12975
202416
SH
SOLE
202416
0
0
GROUPON INC
NOTE 1.125% 3/1
399473AF4
42302967
49525
PRN
SOLE
49525
0
0
GUARDANT HEALTH INC
NOTE 11/1
40131MAB5
5805476
7483
PRN
SOLE
7483
0
0
GUESS INC
NOTE 3.750% 4/1
401617AF2
1108000
1000
PRN
SOLE
1000
0
0
HEALTH CATALYST INC
NOTE 2.500% 4/1
42225TAB3
19571296
20086
PRN
SOLE
20086
0
0
HNR ACQUISITION CORP
*W EXP 02/04/202
40472A128
20920
349249
SH
SOLE
349249
0
0
HYCROFT MINING HOLDING CORP
*W EXP 05/29/202
44862P117
349
22500
SH
SOLE
22500
0
0
IB ACQUISITION CORP
COM SHS
44934N108
1994000
200000
SH
SOLE
200000
0
0
IB ACQUISITION CORP
RIGHT 09/28/2025
44934N116
15120
200000
SH
SOLE
200000
0
0
INCEPTION GROWTH ACQUSTN LTD
*W EXP 10/15/202
45333D112
8098
124400
SH
SOLE
124400
0
0
INCEPTION GROWTH ACQUSTN LTD
RIGHT 12/08/2026
45333D120
18732
124880
SH
SOLE
124880
0
0
INFINERA CORP
NOTE 2.500% 3/0
45667GAE3
7679948
7500
PRN
SOLE
7500
0
0
INFINERA CORP
NOTE 3.750% 8/0
45667GAG8
19584000
18000
PRN
SOLE
18000
0
0
INNOVIVA INC
NOTE 2.125% 3/1
45781MAD3
12681028
14051
PRN
SOLE
14051
0
0
INTEGER HLDGS CORP
NOTE 2.125% 2/1
45826HAB5
8595000
6000
PRN
SOLE
6000
0
0
IONIS PHARMACEUTICALS INC
NOTE 1.750% 6/1
462222AF7
5529220
5000
PRN
SOLE
5000
0
0
ISHARES BITCOIN TR
SHS
46438F101
13758420
403000
SH
SOLE
403000
0
0
JETAI INC
*W EXP 08/10/202
47714H118
5854
93670
SH
SOLE
93670
0
0
JOHN BEAN TECHNOLOGIES CORP
NOTE 0.250% 5/1
477839AB0
3222100
3500
PRN
SOLE
3500
0
0
LCI INDS
NOTE 1.125% 5/1
501812AB7
3769000
4000
PRN
SOLE
4000
0
0
LEDDARTECH HLDGS INC
*W EXP 12/21/202
52328E113
3453
127872
SH
SOLE
127872
0
0
LIVE NATION ENTERTAINMENT IN
NOTE 3.125% 1/1
538034BA6
2769805
2500
PRN
SOLE
2500
0
0
LUMENTUM HLDGS INC
NOTE 0.500%12/1
55024UAD1
41114013
45400
PRN
SOLE
45400
0
0
LUMENTUM HLDGS INC
NOTE 0.500% 6/1
55024UAF6
5542705
7000
PRN
SOLE
7000
0
0
LUMENTUM HLDGS INC
NOTE 1.500%12/1
55024UAH2
3416994
3500
PRN
SOLE
3500
0
0
MANNKIND CORP
NOTE 2.500% 3/0
56400PAQ5
13343890
11060
PRN
SOLE
11060
0
0
MARATHON DIGITAL HOLDINGS IN
NOTE 1.000%12/0
565788AB2
39819452
46098
PRN
SOLE
46098
0
0
MARRIOTT VACATIONS WORLDWIDE
NOTE 1/1
57164YAD9
6944370
7500
PRN
SOLE
7500
0
0
MARRIOTT VACATIONS WORLDWIDE
NOTE 3.250%12/1
57164YAF4
4817475
5265
PRN
SOLE
5265
0
0
MESA LABS INC
NOTE 1.375% 8/1
59064RAA7
15157627
16047
PRN
SOLE
16047
0
0
MICROSTRATEGY INC
NOTE 2/1
594972AE1
54539153
45402
PRN
SOLE
45402
0
0
MIDDLEBY CORP
NOTE 1.000% 9/0
596278AB7
5870332
5500
PRN
SOLE
5500
0
0
MIRUM PHARMACEUTICALS INC
NOTE 4.000% 5/0
604749AB7
25957193
19308
PRN
SOLE
19308
0
0
MITEK SYS INC
NOTE 0.750% 2/0
606710AA9
28233077
29750
PRN
SOLE
29750
0
0
MONTEREY CAP ACQUISITION COR
*W EXP 01/01/202
61244M117
26136
792000
SH
SOLE
792000
0
0
MONTEREY CAP ACQUISITION COR
RIGHT 05/10/2027
61244M125
96862
538120
SH
SOLE
538120
0
0
NEVRO CORP
NOTE 2.750% 4/0
64157FAC7
12340006
12702
PRN
SOLE
12702
0
0
NEW MTN FIN CORP
NOTE 7.500%10/1
647551AE0
29937334
29586
PRN
SOLE
29586
0
0
NEXTERA ENERGY INC
UNIT 06/01/2027
65339F663
24745000
500000
PRN
SOLE
500000
0
0
NIO INC
NOTE 0.500% 2/0
62914VAF3
8350524
8767
PRN
SOLE
8767
0
0
NORTHVIEW ACQUISITION CORP
*W EXP 08/02/202
66718N111
12238
222500
SH
SOLE
222500
0
0
NOVAVAX INC
NOTE 5.000%12/1
670002AD6
20185497
16188
PRN
SOLE
16188
0
0
OCA ACQUISITION CORP
*W EXP 01/14/202
670865112
5748
49985
SH
SOLE
49985
0
0
OMEROS CORP
NOTE 5.250% 2/1
682143AG7
9801285
13884
PRN
SOLE
13884
0
0
ORMAT TECHNOLOGIES INC
NOTE 2.500% 7/1
686688AB8
1986000
2000
PRN
SOLE
2000
0
0
PAPAYA GRWT OPPORTUNITY CORP
*W EXP 12/31/202
69882P110
11875
250000
SH
SOLE
250000
0
0
PAR TECHNOLOGY CORP
NOTE 2.875% 4/1
698884AC7
3195000
2500
PRN
SOLE
2500
0
0
PAR TECHNOLOGY CORP
NOTE 1.500%10/1
698884AE3
18263232
19512
PRN
SOLE
19512
0
0
PEGASYSTEMS INC
NOTE 0.750% 3/0
705573AB9
21183414
21929
PRN
SOLE
21929
0
0
PELOTON INTERACTIVE INC
NOTE 2/1
70614WAB6
35504430
40118
PRN
SOLE
40118
0
0
PENNYMAC CORP
NOTE 5.500% 3/1
70932AAF0
4911557
5136
PRN
SOLE
5136
0
0
PETIQ INC
NOTE 4.000% 6/0
71639TAB2
10120428
9483
PRN
SOLE
9483
0
0
PLUG PWR INC
NOTE 3.750% 6/0
72919PAD5
16068702
17095
PRN
SOLE
17095
0
0
PONO CAP TWO INC
*W EXP 99/99/999
73245B115
30175
425000
SH
SOLE
425000
0
0
PPL CAP FDG INC
NOTE 2.875% 3/1
69352PAS2
17731016
18465
PRN
SOLE
18465
0
0
PROS HOLDINGS INC
NOTE 2.250% 9/1
74346YAG8
7083250
7250
PRN
SOLE
7250
0
0
PSYENCE BIOMEDICAL LTD
*W EXP 01/25/202
74449F118
2459
234200
SH
SOLE
234200
0
0
PTC THERAPEUTICS INC
NOTE 1.500% 9/1
69366JAD3
35798210
37591
PRN
SOLE
37591
0
0
Q2 HLDGS INC
NOTE 0.750% 6/0
74736LAD1
12529606
12558
PRN
SOLE
12558
0
0
RAPID7 INC
NOTE 0.250% 3/1
753422AF1
1797238
2000
PRN
SOLE
2000
0
0
REDWOOD TRUST INC
NOTE 7.750% 6/1
758075AF2
12975503
13351
PRN
SOLE
13351
0
0
REVANCE THERAPEUTICS INC
NOTE 1.750% 2/1
761330AB5
36514962
55242
PRN
SOLE
55242
0
0
RF ACQUISITION CORP
*W EXP 05/01/202
74954L112
7000
250000
SH
SOLE
250000
0
0
RF ACQUISITION CORP
RIGHT 05/01/2028
74954L120
32370
325000
SH
SOLE
325000
0
0
RIVIAN AUTOMOTIVE INC
NOTE 4.625% 3/1
76954AAB9
28207163
28975
PRN
SOLE
28975
0
0
RWT HLDGS INC
NOTE 5.750%10/0
749772AD1
6688781
6860
PRN
SOLE
6860
0
0
SEA LTD
NOTE 0.250% 9/1
81141RAG5
28187845
32270
PRN
SOLE
32270
0
0
SEMTECH CORP
NOTE 1.625%11/0
816850AF8
30704003
29062
PRN
SOLE
29062
0
0
SHAKE SHACK INC
NOTE 3/0
819047AB7
14620350
16805
PRN
SOLE
16805
0
0
SHAPEWAYS HOLDINGS INC
*W EXP 09/29/202
81947T110
1179
310138
SH
SOLE
310138
0
0
SHARECARE INC
*W EXP 07/01/202
81948W112
12779
159334
SH
SOLE
159334
0
0
SNAP INC
NOTE 5/0
83304AAF3
5947353
7138
PRN
SOLE
7138
0
0
SNAP INC
NOTE 0.125% 3/0
83304AAH9
35234388
43988
PRN
SOLE
43988
0
0
SOUTHLAND HLDGS INC
*W EXP 02/14/202
84445C118
17765
51732
SH
SOLE
51732
0
0
SPECTAIRE HLDGS INC
*W EXP 10/17/202
84753T117
4197
118203
SH
SOLE
118203
0
0
SPIRIT AIRLS INC
NOTE 1.000% 5/1
848577AB8
774256
1561
PRN
SOLE
1561
0
0
SSR MINING IN
NOTE 2.500% 4/0
784730AB9
33443272
36846
PRN
SOLE
36846
0
0
STARWOOD PPTY TR INC
NOTE 6.750% 7/1
85571BBA2
14393050
14042
PRN
SOLE
14042
0
0
SUNNOVA ENERGY INTL INC.
NOTE 0.250%12/0
86745KAF1
1953410
3988
PRN
SOLE
3988
0
0
SUNNOVA ENERGY INTL INC.
NOTE 2.625% 2/1
86745KAH7
253873
700
PRN
SOLE
700
0
0
SYNTEC OPTICS HLDGS INC
*W EXP 99/99/999
87169M113
8425
53527
SH
SOLE
53527
0
0
TELADOC HEALTH INC
NOTE 1.250% 6/0
87918AAF2
30015355
36111
PRN
SOLE
36111
0
0
TERRAN ORBITAL CORPORATION
*W EXP 03/25/202
88105P111
23448
195399
SH
SOLE
195399
0
0
TEVOGEN BIO HLDGS INC
*W EXP 02/14/202
88165K119
1896
97250
SH
SOLE
97250
0
0
TILRAY BRANDS INC
NOTE 5.200% 6/1
88688TAC4
11866019
12300
PRN
SOLE
12300
0
0
TPI COMPOSITES INC
NOTE 5.250% 3/1
87266JAB0
1962893
3750
PRN
SOLE
3750
0
0
TRAVERE THERAPEUTICS INC
NOTE 2.250% 3/0
89422GAA5
39558228
60742
PRN
SOLE
60742
0
0
TWO HARBORS INVENTMENT CORPO
NOTE 6.250% 1/1
90187BAB7
466560
486
PRN
SOLE
486
0
0
UNITY SOFTWARE INC
NOTE 11/1
91332UAB7
10092992
11648
PRN
SOLE
11648
0
0
UPSTART HLDGS INC
NOTE 0.250% 8/1
91680MAB3
44414887
55752
PRN
SOLE
55752
0
0
UPWORK INC
NOTE 0.250% 8/1
91688FAB0
13104743
14690
PRN
SOLE
14690
0
0
VERDE CLEAN FUELS INC
*W EXP 02/15/202
923372114
23912
132844
SH
SOLE
132844
0
0
VERITONE INC
NOTE 1.750%11/1
92347MAB6
3679801
10250
PRN
SOLE
10250
0
0
VISION SENSING ACQUISITION C
*W EXP 99/99/999
92838J111
8236
243675
SH
SOLE
243675
0
0
VOLATO GROUP INC
*W EXP 12/04/202
74349W112
355
24500
SH
SOLE
24500
0
0
WAYFAIR INC
NOTE 1.000% 8/1
94419LAF8
61837867
68445
PRN
SOLE
68445
0
0
WAYFAIR INC
NOTE 0.625%10/0
94419LAM3
50764143
54438
PRN
SOLE
54438
0
0
WAYFAIR INC
NOTE 3.250% 9/1
94419LAP6
1208761
1050
PRN
SOLE
1050
0
0
WAYFAIR INC
NOTE 3.500%11/1
94419LAR2
3468750
2500
PRN
SOLE
2500
0
0
WISDOMTREE INC
NOTE 5.750% 8/1
97717PAF1
25283682
20573
PRN
SOLE
20573
0
0
WOLFSPEED INC
NOTE 1.750% 5/0
225447AD3
32040750
35900
PRN
SOLE
35900
0
0
WOLFSPEED INC
NOTE 0.250% 2/1
977852AB8
2378000
4000
PRN
SOLE
4000
0
0
WOLFSPEED INC
NOTE 1.875%12/0
977852AD4
15707000
28250
PRN
SOLE
28250
0
0
XBP EUROPE HOLDINGS INC
*W EXP 11/30/202
98400V119
14675
357933
SH
SOLE
357933
0
0
XOMETRY INC
NOTE 1.000% 2/0
98423FAB5
42662848
56697
PRN
SOLE
56697
0
0
ZAPATA COMPUTING HLDGS INC
*W EXP 02/14/202
98906V118
5295
143115
SH
SOLE
143115
0
0
ZIFF DAVIS INC
NOTE 1.750%11/0
48123VAE2
1307226
1400
PRN
SOLE
1400
0
0
ZOOMCAR HLDGS INC
*W EXP 05/31/202
45784G119
3844
274598
SH
SOLE
274598
0
0
ZYNEX INC
NOTE 5.000% 5/1
98986MAD5
5700750
5500
PRN
SOLE
5500
0
0
APPLIED OPTOELECTRONICS INC
NOTE 5.25%12/1
03823UAC6
25503445
29666
PRN
SOLE
29666
0
0
AVID BIOSERVICES INC
NOTE 7% 3/1/29
05368MAA4
19889761
18176
PRN
SOLE
18176
0
0
CERENCE INC
NOTE 1.5%7/1/2
156727AC3
7269500
13400
PRN
SOLE
13400
0
0
INDIE SEMICONDUCTOR INC
NOTE 4.5%11/15
45569UAA9
22576554
22554
PRN
SOLE
22554
0
0
FORTUNA SILVER MINES INC
NOTE 3.75%6/30
349915AD0
14905500
14250
PRN
SOLE
14250
0
0
LUCID GROUP INC
NOTE 1.25%12/1
549498AA1
16668990
31660
PRN
SOLE
31660
0
0
LUMINAR TECHNOLOGIES INC
NOTE 1.25%12/1
550424AA3
20855107
52999
PRN
SOLE
52999
0
0
MP MATERIALS CORP
NOTE 0.25% 4/1
553368AA9
18208861
20403
PRN
SOLE
20403
0
0
NEXTERA ENERGY PARTNERS LP
NOTE 11/15/25
65341BAD8
49195721
54255
PRN
SOLE
54255
0
0
NEXTERA ENERGY PARTNERS LP
NOTE 2.5%6/15
65341BAG1
16494387
18002
PRN
SOLE
18002
0
0
OPENDOOR TECHNOLOGIES INC
NOTE 0.25%8/15
683712AA1
39188699
48415
PRN
SOLE
48415
0
0
OPKO HEALTH INC
NOTE 3.75%1/15
68375NAE3
22675903
19750
PRN
SOLE
19750
0
0
PELOTON INTERACTIVE INC
NOTE 5.5% 12/1
70614WAC4
35653000
35300
PRN
SOLE
35300
0
0
PLUG PWR INC
NOTE 7% 6/1/26
72919PAF0
30001444
32807
PRN
SOLE
32807
0
0
PORCH GROUP INC
NOTE 6.76%10/1
733245AC8
35975660
62027
PRN
SOLE
62027
0
0
PURECYCLE TECHNOLOGIES INC
NOTE 0.25%8/15
74623VAA1
12260990
20250
PRN
SOLE
20250
0
0
RIVIAN AUTOMOTIVE INC
NOTE 3.625%10/
76954AAC7
40244579
46474
PRN
SOLE
46474
0
0
ROCKET LAB USA INC
NOTE 4.25%2/1
773122AA4
33346424
28486
PRN
SOLE
28486
0
0
SOFI TECHNOLOGIES INC
NOTE 10/15/26
83406FAA0
26504500
30500
PRN
SOLE
30500
0
0
SOFI TECHNOLOGIES INC
NOTE 1.25%3/15
83406FAC6
38994500
41750
PRN
SOLE
41750
0
0
STEM INC
NOTE 0.5%12/1
85859NAA0
12391670
33491
PRN
SOLE
33491
0
0
THE BEAUTY HEALTH COMPANY
NOTE 1.25%10/1
88331LAA6
70093200
83320
PRN
SOLE
83320
0
0
VIRGIN GALACTIC HOLDINGS INC
NOTE 2.5%2/1
92766KAA4
13887321
42508
PRN
SOLE
42508
0
0