Institution Information
| Reportee | Signature Date | Report period | Total Entries | Total AUM($) |
|---|---|---|---|---|
| CONTEXT CAPITAL MANAGEMENT LLC | 02-09-2024 | 12-31-2023 | 281 | 1,489,034,000 |
Institutional Holdings
| Issuer | Class | Position | Value | Shares | Portfolio Percentage (%) | Previous Percentage (%) | Shares Delta | Shares Delta(%) | Date Reported |
|---|---|---|---|---|---|---|---|---|---|
| PELOTON INTERACTIVE INC | NOTE 2/1 | 1 | $61,770,000 | 79,306 | 4.15 | 79,306 | +Inf | 12-31-2023 | |
| PELOTON INTERACTIVE INC | NOTE 2/1 | Liquidated | $0 | 0 | 3.77 | 62,141 | +Inf | 12-31-2023 | |
| WAYFAIR INC | NOTE 1.000% 8/1 | 3 | $45,037,000 | 51,295 | 3.02 | 51,295 | +Inf | 12-31-2023 | |
| WAYFAIR INC | NOTE 0.625%10/0 | 4 | $40,745,000 | 44,775 | 2.74 | 44,775 | +Inf | 12-31-2023 |
