CONTEXT CAPITAL MANAGEMENT LLC
Adviser information for CONTEXT CAPITAL MANAGEMENT LLC last updated from Form ADV on March 28th, 2024. Select data displayed; additional Form ADV, Form D, Form 13F and other data is available from the Fincoded API.
Advisory Business
| Type of Organization | Limited Liability Company |
|---|---|
| Fiscal Year End | DECEMBER |
| Legal Location | Delaware, United States |
Employees
| Total Number of Employees | 12 |
|---|---|
| Investment Advisory/Research | 6 |
| Registered Broker-Dealer Representatives | 0 |
| Registered State Investment Advisers | 0 |
| Licensed Agents of an Insurance Company | 0 |
| No. of Firms/People that Solicit Clients | 0 |
RAUM
| Provides Management of Securities Portfolios | Yes |
|---|
| Type | Accounts | RAUM |
|---|---|---|
| Discretionary | 3 | $2.6B |
| Non-Discretionary | 0 | $0 |
| Total | 3 | $2.6B |
Clients
| Type | Number | RAUM |
|---|---|---|
| Individuals | 0 | $0 |
| HNW Individuals | 0 | $0 |
| Banking or thrift institutions | 0 | $0 |
| Investment companies | 0 | $0 |
| Business development companies | 0 | $0 |
| Pooled investment vehicles | 3 | $2.6B |
| Pension and profit sharing plans | 0 | $0 |
| Charitable organizations | 0 | $0 |
| State or municipal gov entities | 0 | $0 |
| Other investment advisers | 0 | $0 |
| Insurance companies | 0 | $0 |
| Sovereign wealth funds and foreign official institutions | 0 | $0 |
| Corporations or other businesses | 0 | $0 |
| Other | 0 | $0 |
| Type | Number |
|---|---|
| No. of Non-RAUM Clients | 0 |
| No. of Non-U.S. Clients | 67 |
| No. of Financial Planning Clients | 0 |
Services
| Advisory Services | Portfolio management for individuals and/or small businessesPortfolio management for pooled investment vehicles |
|---|---|
| Compensation | % of AUMPerformance-based fees |
Principal Office
7724 GIRARD AVENUESUITE 300
LA JOLLA
CA
United States
Monday - Friday, 6:30 A.M. - 3:30 P.M.
Tel: 858-481-3666, Fax: 858-481-3667
Chief Compliance Officer
GRACE M. BRESCIA
CCO
7724 GIRARD AVENUE
SUITE 300
LA JOLLA
CA
United States
Tel:
845-516-1946
G*******@***************M
(Full email address available in API data)
Regulatory Contact
TEAGAN SEMAN
CFO
7724 GIRARD AVENUE
SUITE 300
LA JOLLA
CA
United States
Tel:
858.386.1175
T*****@***************M
(Full email address available in API data)
Industry Affiliates
| CCM GP, LLC. | Sponsor, GP, manager of pooled investment vehicles |
| PROSHARES TRUST | Other investment adviser, including financial plannersCommodity pool operator or commodity trading advisorSponsor, GP, manager of pooled investment vehicles |
Private Funds
| Name | Type | Assets $USD | Min Investment $USD | No. Owners |
|---|---|---|---|---|
| CONTEXT PARTNERS MASTER FUND, LP | Hedge Fund | $1,221.6M | $1.0M | 526 |
Control Persons
| Name | Type | Entity | Title | Since | Ownership |
|---|---|---|---|---|---|
| ROSEN, MICHAEL, STUART | Individual | – | MANAGING MEMBER AND CHIEF EXECUTIVE OFFICER | 05/2000 | < 5% |
| MATTHEW TYLER ROSEN IRREVOCABLE TRUST | Domestic Entity | – | TRUST | 07/2001 | < 5% |
| MERRITT SHEILA ROSEN IRREVOCABLE TRUST | Domestic Entity | – | TRUST | 07/2001 | < 5% |
| MADISON BRITT ROSEN IRREVOCABLE TRUST | Domestic Entity | – | TRUST | 07/2001 | < 5% |
| FERTIG, WILLIAM, DAVID | Individual | – | MANAGING MEMBER AND CHIEF RISK OFFICER | 10/2002 | 5-10% |
| NANCY FERTIG FAMILY AMENDED AND RESTATED TRUST | Domestic Entity | – | TRUST | 07/2001 | 10-25% |
| ROSEN FAMILY TRUST | Domestic Entity | – | TRUST | 07/2001 | 5-10% |
| CARNEGIE, CHARLES, EDWARD | Individual | – | MANAGING MEMBER AND CHIEF INVESTMENT OFFICER | 09/2017 | 25-50% |
| MAX M. ROSEN 2012 IRREVOCABLE TRUST | Domestic Entity | – | TRUST | 08/2012 | < 5% |
| Brescia, Grace, Mary | Individual | – | CHIEF COMPLIANCE OFFICER | 01/2022 | < 5% |
| ALLISON J. CARNEGIE, TRUSTEE OF THE CARNEGIE FAMILY TRUST | Domestic Entity | – | TRUST | 12/2021 | 5-10% |
| CARNEGIE, ALLISON J | Individual | ALLISON J. CARNEGIE, TRUSTEE OF THE CARNEGIE FAMILY TRUST | TRUSTEE | 12/2021 | |
| Rosen, Marilyn, Shelia | Individual | MAX M. ROSEN 2012 IRREVOCABLE TRUST | TRUSTEE | 08/2012 | |
| Seman, Teagan, Grace | Individual | – | CHIEF FINANCIAL OFFICER | 11/2021 | < 5% |
| ROSEN, MICHAEL, STUART | Individual | ROSEN FAMILY TRUST | TRUSTEE | 07/2001 | |
| FERTIG, WILLIAM, DAVID | Individual | NANCY FERTIG FAMILY AMENDED AND RESTATED TRUST | TRUSTEE | 06/2015 | |
| Rosen, Marilyn, Shelia | Individual | MATTHEW TYLER ROSEN IRREVOCABLE TRUST | TRUSTEE | 06/1993 | |
| Rosen, Marilyn, Shelia | Individual | MERRITT SHEILA ROSEN IRREVOCABLE TRUST | TRUSTEE | 06/1993 | |
| Rosen, Marilyn, Shelia | Individual | MADISON BRITT ROSEN IRREVOCABLE TRUST | TRUSTEE | 06/1993 | |
| Berlinghof, Chesley, David | Individual | – | MANAGING DIRECTOR, CONVERTIBLE TRADING | 04/2021 | 10-25% |
| Trafton, Luke, WILLIAM | Individual | – | VICE PRESIDENT, RESEARCH AND TRADING | 04/2021 | < 5% |
| Fertig, David, Max | Individual | – | MANAGING DIRECTOR RESEARCH | 05/2020 | < 5% |
No. Employees, Historic
RAUM, Historic
No. Clients, Historic
Holdings
From latest 13F, filed August 9th, 2024 for period ending June 30th, 2024
| Name | Class | Value $USD | # Shares | Private Fund |
|---|---|---|---|---|
| 3D SYS CORP DEL | NOTE 11/1 | 65M | – | – |
| 8X8 INC NEW | NOTE 4.000% 2/0 | 3M | – | – |
| 99 ACQUISITION GROUP INC | *W EXP 08/25/202 | 1K | 38K | – |
| 99 ACQUISITION GROUP INC | RIGHT 08/25/2028 | 10K | 37K | – |
| ACCOLADE INC | NOTE 0.500% 4/0 | 25M | – | – |
| ACRI CAPITAL ACQUISITION COR | *W EXP 02/01/202 | 6K | 100K | – |
| AFFIRM HLDGS INC | NOTE 11/1 | 50M | – | – |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 1M | – | – |
| ALARM COM HLDGS INC | NOTE 1/1 | 2M | – | – |
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 20M | – | – |
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 47M | – | – |
| ARBOR REALTY TRUST INC | NOTE 7.500% 8/0 | 17M | – | – |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 22M | – | – |
| ARTIVION INC | NOTE 4.250% 7/0 | 24M | – | – |
| ASSERTIO HOLDINGS INC | NOTE 6.500% 9/0 | 16M | – | – |
| ATHENA TECHNOLOGY ACQ CORP I | *W EXP 10/17/202 | 27K | 775K | – |
| AURORA INNOVATION INC | *W EXP 11/03/202 | 2K | 11K | – |
| BANDWIDTH INC | NOTE 0.250% 3/0 | 13M | – | – |
| BANDWIDTH INC | NOTE 0.500% 4/0 | 9M | – | – |
| BANNIX ACQUISITION CORP | *W EXP 07/31/202 | 6K | 320K | – |
| BANNIX ACQUISITION CORP | RIGHT 07/31/2026 | 31K | 210K | – |
| BANZAI INTERNATIONAL INC | *W EXP 12/14/202 | 2K | 81K | – |
| BENEFICIENT | *W EXP 06/07/202 | 2K | 210K | – |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 4M | – | – |
| BEYOND MEAT INC | NOTE 3/1 | 8M | – | – |
| BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 4M | – | – |
| BILL HOLDINGS INC | NOTE 4/0 | 6M | – | – |
| BITCOIN DEPOT INC | *W EXP 06/30/202 | 53K | 1M | – |
| BITE ACQUISITION CORP | *W EXP 02/12/203 | 6K | 100K | – |
| BLACKLINE INC | NOTE 3/1 | 11M | – | – |
| BLOCK INC | NOTE 0.125% 3/0 | 8M | – | – |
| BLOCK INC | NOTE 5/0 | 10M | – | – |
| BLOCK INC | NOTE 0.250%11/0 | 8M | – | – |
| BLOOM ENERGY CORP | NOTE 3.000% 6/0 | 46M | – | – |
| BOREALIS FOODS INC | *W EXP 02/07/202 | 5K | 75K | – |
| BREAD FINANCIAL HOLDINGS INC | NOTE 4.250% 6/1 | 3M | – | – |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 39M | – | – |
| BRIDGER AEROSPACE GRP HLDGS | *W EXP 01/24/202 | 16K | 121K | – |
| BURTECH ACQUISITION CORP | *W EXP 12/18/202 | 48K | 191K | – |
| CABLE ONE INC | NOTE 3/1 | 1M | – | – |
| CABLE ONE INC | NOTE 1.125% 3/1 | 5M | – | – |
| CANNA GLOBAL ACQUISITION COR | *W EXP 99/99/999 | 5K | 500K | – |
| CARDIO DIAGNOSTICS HOLDGS IN | *W EXP 12/01/202 | 3K | 82K | – |
| CARDLYTICS INC | NOTE 1.000% 9/1 | 15M | – | – |
| CELULARITY INC | *W EXP 07/16/202 | 3K | 150K | – |
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 20M | – | – |
| CERO THERAPEUTICS HLDGS INC | *W EXP 02/13/202 | 2K | 122K | – |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 10M | – | – |
| CHEFS WHSE INC | NOTE 2.375%12/1 | 11M | – | – |
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 26M | – | – |
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 16M | – | – |
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.875% 2/1 | 16M | – | – |
| CONDUIT PHARMACEUTICALS INC | *W EXP 09/22/202 | 2K | 129K | – |
| CONMED CORP | NOTE 2.250% 6/1 | 4M | – | – |
| CORE SCIENTIFIC INC NEW | NOTE 10.000% 1/2 | 29M | – | – |
| CUTERA INC | NOTE 2.250% 3/1 | 2M | – | – |
| CUTERA INC | NOTE 2.250% 6/0 | 6M | – | – |
| CUTERA INC | NOTE 4.000% 6/0 | 2M | – | – |
| DAYFORCE INC | NOTE 0.250% 3/1 | 916K | – | – |
| DEXCOM INC | NOTE 0.250%11/1 | 1M | – | – |
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 5M | – | – |
| DRAFTKINGS INC NEW | NOTE 3/1 | 4M | – | – |
| DRAGONFLY ENERGY HOLDINGS CO | *W EXP 10/07/202 | 2K | 51K | – |
| DUKE ENERGY CORP NEW | NOTE 4.125% 4/1 | 20M | – | – |
| ECD AUTOMOTIVE DESIGN INC | *W EXP 12/12/202 | 13K | 540K | – |
| ENCORE CAP GROUP INC | NOTE 4.000% 3/1 | 3M | – | – |
| ESPERION THERAPEUTICS INC NE | NOTE 4.000%11/1 | 48M | – | – |
| ETSY INC | NOTE 0.125%10/0 | 6M | – | – |
| ETSY INC | NOTE 0.125% 9/0 | 14M | – | – |
| EVENTBRITE INC | NOTE 5.000%12/0 | 5M | – | – |
| EVENTBRITE INC | NOTE 0.750% 9/1 | 3M | – | – |
| EVEREST CONSOLIDATOR ACQ COR | *W EXP 99/99/999 | 5K | 25K | – |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 15M | – | – |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 11M | – | – |
| EZCORP INC | NOTE 2.375% 5/0 | 3M | – | – |
| FARO TECHNOLOGIES INC | NOTE 5.500% 2/0 | 4M | – | – |
| FINTECH ECOSYSTEM DEVE | *W EXP 04/01/202 | 2K | 77K | – |
| FIRST MAJESTIC SILVER CORP | NOTE 0.375% 1/1 | 12M | – | – |
| FIRSTENERGY CORP | NOTE 4.000% 5/0 | 4M | – | – |
| FIVERR INTL LTD | NOTE 11/0 | 17M | – | – |
| FOCUS IMPACT ACQUISITION COR | *W EXP 99/99/999 | 4K | 100K | – |
| FORTUNE RISE ACQUISITION COR | *W EXP 12/06/202 | 2K | 111K | – |
| FTAC EMERALD ACQUISITION COR | *W EXP 10/19/202 | 11K | 238K | – |
| FUTURETECH II ACQUISITION CO | *W EXP 08/18/202 | 4K | 150K | – |
| GCM GROSVENOR INC | *W EXP 11/17/202 | 154K | 314K | – |
| GCT SEMICONDUCTOR HLDG INC | *W EXP 03/01/202 | 33K | 222K | – |
| GLOBAL BLOCKCHAIN ACQUI CORP | RIGHT 05/09/2027 | 24K | 400K | – |
| GLOBAL BLOCKCHAIN ACQUI CORP | *W EXP 99/99/999 | 7K | 400K | – |
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 11M | – | – |
| GREEN PLAINS INC | NOTE 2.250% 3/1 | 12M | – | – |
| GRIID INFRASTRUCTURE INC | *W EXP 12/29/202 | 13K | 202K | – |
| GROUPON INC | NOTE 1.125% 3/1 | 42M | – | – |
| GUARDANT HEALTH INC | NOTE 11/1 | 6M | – | – |
| GUESS INC | NOTE 3.750% 4/1 | 1M | – | – |
| HEALTH CATALYST INC | NOTE 2.500% 4/1 | 20M | – | – |
| HNR ACQUISITION CORP | *W EXP 02/04/202 | 21K | 349K | – |
| HYCROFT MINING HOLDING CORP | *W EXP 05/29/202 | 349 | 23K | – |
| IB ACQUISITION CORP | COM SHS | 2M | 200K | – |
| IB ACQUISITION CORP | RIGHT 09/28/2025 | 15K | 200K | – |
| INCEPTION GROWTH ACQUSTN LTD | *W EXP 10/15/202 | 8K | 124K | – |
| INCEPTION GROWTH ACQUSTN LTD | RIGHT 12/08/2026 | 19K | 125K | – |
| INFINERA CORP | NOTE 2.500% 3/0 | 8M | – | – |
| INFINERA CORP | NOTE 3.750% 8/0 | 20M | – | – |
| INNOVIVA INC | NOTE 2.125% 3/1 | 13M | – | – |
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 9M | – | – |
| IONIS PHARMACEUTICALS INC | NOTE 1.750% 6/1 | 6M | – | – |
| ISHARES BITCOIN TR | SHS | 14M | 403K | – |
| JETAI INC | *W EXP 08/10/202 | 6K | 94K | – |
| JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 3M | – | – |
| LCI INDS | NOTE 1.125% 5/1 | 4M | – | – |
| LEDDARTECH HLDGS INC | *W EXP 12/21/202 | 3K | 128K | – |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 3M | – | – |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 41M | – | – |
| LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 6M | – | – |
| LUMENTUM HLDGS INC | NOTE 1.500%12/1 | 3M | – | – |
| MANNKIND CORP | NOTE 2.500% 3/0 | 13M | – | – |
| MARATHON DIGITAL HOLDINGS IN | NOTE 1.000%12/0 | 40M | – | – |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 7M | – | – |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 5M | – | – |
| MESA LABS INC | NOTE 1.375% 8/1 | 15M | – | – |
| MICROSTRATEGY INC | NOTE 2/1 | 55M | – | – |
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 6M | – | – |
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 26M | – | – |
| MITEK SYS INC | NOTE 0.750% 2/0 | 28M | – | – |
| MONTEREY CAP ACQUISITION COR | *W EXP 01/01/202 | 26K | 792K | – |
| MONTEREY CAP ACQUISITION COR | RIGHT 05/10/2027 | 97K | 538K | – |
| NEVRO CORP | NOTE 2.750% 4/0 | 12M | – | – |
| NEW MTN FIN CORP | NOTE 7.500%10/1 | 30M | – | – |
| NEXTERA ENERGY INC | UNIT 06/01/2027 | 25M | – | – |
| NIO INC | NOTE 0.500% 2/0 | 8M | – | – |
| NORTHVIEW ACQUISITION CORP | *W EXP 08/02/202 | 12K | 223K | – |
| NOVAVAX INC | NOTE 5.000%12/1 | 20M | – | – |
| OCA ACQUISITION CORP | *W EXP 01/14/202 | 6K | 50K | – |
| OMEROS CORP | NOTE 5.250% 2/1 | 10M | – | – |
| ORMAT TECHNOLOGIES INC | NOTE 2.500% 7/1 | 2M | – | – |
| PAPAYA GRWT OPPORTUNITY CORP | *W EXP 12/31/202 | 12K | 250K | – |
| PAR TECHNOLOGY CORP | NOTE 2.875% 4/1 | 3M | – | – |
| PAR TECHNOLOGY CORP | NOTE 1.500%10/1 | 18M | – | – |
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 21M | – | – |
| PELOTON INTERACTIVE INC | NOTE 2/1 | 36M | – | – |
| PENNYMAC CORP | NOTE 5.500% 3/1 | 5M | – | – |
| PETIQ INC | NOTE 4.000% 6/0 | 10M | – | – |
| PLUG PWR INC | NOTE 3.750% 6/0 | 16M | – | – |
| PONO CAP TWO INC | *W EXP 99/99/999 | 30K | 425K | – |
| PPL CAP FDG INC | NOTE 2.875% 3/1 | 18M | – | – |
| PROS HOLDINGS INC | NOTE 2.250% 9/1 | 7M | – | – |
| PSYENCE BIOMEDICAL LTD | *W EXP 01/25/202 | 2K | 234K | – |
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 36M | – | – |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 13M | – | – |
| RAPID7 INC | NOTE 0.250% 3/1 | 2M | – | – |
| REDWOOD TRUST INC | NOTE 7.750% 6/1 | 13M | – | – |
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 37M | – | – |
| RF ACQUISITION CORP | *W EXP 05/01/202 | 7K | 250K | – |
| RF ACQUISITION CORP | RIGHT 05/01/2028 | 32K | 325K | – |
| RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 28M | – | – |
| RWT HLDGS INC | NOTE 5.750%10/0 | 7M | – | – |
| SEA LTD | NOTE 0.250% 9/1 | 28M | – | – |
| SEMTECH CORP | NOTE 1.625%11/0 | 31M | – | – |
| SHAKE SHACK INC | NOTE 3/0 | 15M | – | – |
| SHAPEWAYS HOLDINGS INC | *W EXP 09/29/202 | 1K | 310K | – |
| SHARECARE INC | *W EXP 07/01/202 | 13K | 159K | – |
| SNAP INC | NOTE 5/0 | 6M | – | – |
| SNAP INC | NOTE 0.125% 3/0 | 35M | – | – |
| SOUTHLAND HLDGS INC | *W EXP 02/14/202 | 18K | 52K | – |
| SPECTAIRE HLDGS INC | *W EXP 10/17/202 | 4K | 118K | – |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 774K | – | – |
| SSR MINING IN | NOTE 2.500% 4/0 | 33M | – | – |
| STARWOOD PPTY TR INC | NOTE 6.750% 7/1 | 14M | – | – |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 2M | – | – |
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 254K | – | – |
| SYNTEC OPTICS HLDGS INC | *W EXP 99/99/999 | 8K | 54K | – |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 30M | – | – |
| TERRAN ORBITAL CORPORATION | *W EXP 03/25/202 | 23K | 195K | – |
| TEVOGEN BIO HLDGS INC | *W EXP 02/14/202 | 2K | 97K | – |
| TILRAY BRANDS INC | NOTE 5.200% 6/1 | 12M | – | – |
| TPI COMPOSITES INC | NOTE 5.250% 3/1 | 2M | – | – |
| TRAVERE THERAPEUTICS INC | NOTE 2.250% 3/0 | 40M | – | – |
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 467K | – | – |
| UNITY SOFTWARE INC | NOTE 11/1 | 10M | – | – |
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 44M | – | – |
| UPWORK INC | NOTE 0.250% 8/1 | 13M | – | – |
| VERDE CLEAN FUELS INC | *W EXP 02/15/202 | 24K | 133K | – |
| VERITONE INC | NOTE 1.750%11/1 | 4M | – | – |
| VISION SENSING ACQUISITION C | *W EXP 99/99/999 | 8K | 244K | – |
| VOLATO GROUP INC | *W EXP 12/04/202 | 355 | 25K | – |
| WAYFAIR INC | NOTE 1.000% 8/1 | 62M | – | – |
| WAYFAIR INC | NOTE 0.625%10/0 | 51M | – | – |
| WAYFAIR INC | NOTE 3.250% 9/1 | 1M | – | – |
| WAYFAIR INC | NOTE 3.500%11/1 | 3M | – | – |
| WISDOMTREE INC | NOTE 5.750% 8/1 | 25M | – | – |
| WOLFSPEED INC | NOTE 1.750% 5/0 | 32M | – | – |
| WOLFSPEED INC | NOTE 0.250% 2/1 | 2M | – | – |
| WOLFSPEED INC | NOTE 1.875%12/0 | 16M | – | – |
| XBP EUROPE HOLDINGS INC | *W EXP 11/30/202 | 15K | 358K | – |
| XOMETRY INC | NOTE 1.000% 2/0 | 43M | – | – |
| ZAPATA COMPUTING HLDGS INC | *W EXP 02/14/202 | 5K | 143K | – |
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 1M | – | – |
| ZOOMCAR HLDGS INC | *W EXP 05/31/202 | 4K | 275K | – |
| ZYNEX INC | NOTE 5.000% 5/1 | 6M | – | – |
| APPLIED OPTOELECTRONICS INC | NOTE 5.25%12/1 | 26M | – | – |
| AVID BIOSERVICES INC | NOTE 7% 3/1/29 | 20M | – | – |
| CERENCE INC | NOTE 1.5%7/1/2 | 7M | – | – |
| INDIE SEMICONDUCTOR INC | NOTE 4.5%11/15 | 23M | – | – |
| FORTUNA SILVER MINES INC | NOTE 3.75%6/30 | 15M | – | – |
| LUCID GROUP INC | NOTE 1.25%12/1 | 17M | – | – |
| LUMINAR TECHNOLOGIES INC | NOTE 1.25%12/1 | 21M | – | – |
| MP MATERIALS CORP | NOTE 0.25% 4/1 | 18M | – | – |
| NEXTERA ENERGY PARTNERS LP | NOTE 11/15/25 | 49M | – | – |
| NEXTERA ENERGY PARTNERS LP | NOTE 2.5%6/15 | 16M | – | – |
| OPENDOOR TECHNOLOGIES INC | NOTE 0.25%8/15 | 39M | – | – |
| OPKO HEALTH INC | NOTE 3.75%1/15 | 23M | – | – |
| PELOTON INTERACTIVE INC | NOTE 5.5% 12/1 | 36M | – | – |
| PLUG PWR INC | NOTE 7% 6/1/26 | 30M | – | – |
| PORCH GROUP INC | NOTE 6.76%10/1 | 36M | – | – |
| PURECYCLE TECHNOLOGIES INC | NOTE 0.25%8/15 | 12M | – | – |
| RIVIAN AUTOMOTIVE INC | NOTE 3.625%10/ | 40M | – | – |
| ROCKET LAB USA INC | NOTE 4.25%2/1 | 33M | – | – |
| SOFI TECHNOLOGIES INC | NOTE 10/15/26 | 27M | – | – |
| SOFI TECHNOLOGIES INC | NOTE 1.25%3/15 | 39M | – | – |
| STEM INC | NOTE 0.5%12/1 | 12M | – | – |
| THE BEAUTY HEALTH COMPANY | NOTE 1.25%10/1 | 70M | – | – |
| VIRGIN GALACTIC HOLDINGS INC | NOTE 2.5%2/1 | 14M | – | – |