Institution Information
| Reportee | Signature Date | Report period | Total Entries | Total AUM($) |
|---|---|---|---|---|
| CONTEXT CAPITAL MANAGEMENT LLC | 05-02-2024 | 03-31-2024 | 277 | 2,097,932,598 |
Institutional Holdings
| Issuer | Class | Position | Value | Shares | Portfolio Percentage (%) | Previous Percentage (%) | Shares Delta | Shares Delta(%) | Date Reported |
|---|---|---|---|---|---|---|---|---|---|
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 1301 | $465,938 | 486 | 0.00 | 486 | +Inf | 03-31-2024 | |
| MONTEREY CAP ACQUISITION COR | CLASS A COM | Liquidated | $0 | 0 | 0.03 | 0.04 | 0 | 0.00 | 03-31-2024 |
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | Liquidated | $0 | 0 | 0.03 | 486 | +Inf | 03-31-2024 | |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | Liquidated | $0 | 0 | 0.03 | 500 | +Inf | 03-31-2024 |
