Context Capital Management, LLC
- SEC CIK
- 0001301396
- Latest filing
- Jul 23, 2026
Holdings in Q2 2021
Holdings as of Jun 30, 2021, filed Aug 17, 2021. Long positions only; changes compare share counts with Q1 2021.
- Positions
- 522
- +60 vs. Q1 2021
- Portfolio value
- $1.08B
- +$59.0M (+5.8%) vs. Q1 2021
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| Varex Imaging Corp92214XAB2 | NOTE 4.000% 6/0 | – | $47.5M | 4.4% | – | New | – |
| Infinera Corp45667GAC7 | NOTE 2.125% 9/0 | – | $39.4M | 3.7% | – | – | – |
| Granite Constr Inc387328AB3 | NOTE 2.750%11/0 | – | $27.0M | 2.5% | – | – | – |
| Vonage Hldgs Corp92886TAJ1 | NOTE 1.750% 6/0 | – | $26.9M | 2.5% | – | – | – |
| DISH Network CORP25470MAD1 | NOTE 2.375% 3/1 | – | $26.8M | 2.5% | – | – | – |
| Retrophin Inc761299AB2 | NOTE 2.500% 9/1 | – | $25.0M | 2.3% | – | – | – |
| Plug Power Inc72919PAD5 | NOTE 3.750% 6/0 | – | $23.8M | 2.2% | – | New | – |
| DISH Network CORP25470MAB5 | NOTE 3.375% 8/1 | – | $23.8M | 2.2% | – | – | – |
| Revance Therapeutics, Inc.761330AB5 | NOTE 1.750% 2/1 | – | $23.5M | 2.2% | – | – | – |
| Veoneer Inc92336XAA7 | NOTE 4.000% 6/0 | – | $22.3M | 2.1% | – | – | – |
| Theravance Biopharma, Inc.88339KAA0 | NOTE 3.250%11/0 | – | $18.9M | 1.8% | – | – | – |
| Flexion Therapeutics Inc33938JAB2 | NOTE 3.375% 5/0 | – | $15.3M | 1.4% | – | – | – |
| Evolent Health, Inc.30050BAD3 | NOTE 1.500%10/1 | – | $14.6M | 1.4% | – | – | – |
| Karyopharm Therapeutics Inc.48576UAA4 | NOTE 3.000%10/1 | – | $13.0M | 1.2% | – | – | – |
| Gossamer Bio, Inc.38341PAA0 | NOTE 5.000% 6/0 | – | $12.3M | 1.1% | – | – | – |
| Ionis Pharmaceuticals Inc462222AB6 | NOTE 0.125%12/1 | – | $12.1M | 1.1% | – | – | – |
| Tabula Rasa HealthCare, Inc.873379AA9 | NOTE 1.750% 2/1 | – | $12.1M | 1.1% | – | – | – |
| NIO Inc.62914VAC0 | DEBT 2/0 | – | $12.1M | 1.1% | – | – | – |
| Pra Group Inc69354NAB2 | NOTE 3.500% 6/0 | – | $11.7M | 1.1% | – | – | – |
| Omeros Corp682143AE2 | NOTE 6.250%11/1 | – | $11.6M | 1.1% | – | – | – |
| Theravance Inc88338TAB0 | NOTE 2.125% 1/1 | – | $10.8M | 1.0% | – | – | – |
| Applied Optoelectronics, Inc.03823UAB8 | NOTE 5.000% 3/1 | – | $10.7M | 1.0% | – | – | – |
| iQIYI, Inc.46267XAB4 | NOTE 3.750%12/0 | – | $10.3M | 1.0% | – | – | – |
| Intercept Pharmaceuticals IN45845PAA6 | NOTE 3.250% 7/0 | – | $10.2M | 0.9% | – | – | – |
| CF Acquisition Corp. IV12520T201 | UNIT 12/31/2027 | 952,700 | $9.56M | 0.9% | 00.0% | Unchanged | – |
| Square Inc852234AF0 | NOTE 0.125% 3/0 | – | $8.25M | 0.8% | – | New | – |
| Two HBRS Invt Corp90187BAB7 | NOTE 6.250% 1/1 | – | $8.11M | 0.8% | – | – | – |
| Aerie Pharmaceuticals Inc00771VAB4 | NOTE 1.500%10/0 | – | $7.93M | 0.7% | – | – | – |
| Algonquin PWR Utils Corp015857873 | UNIT 99/99/9999 | – | $7.45M | 0.7% | – | New | – |
| Churchill Capital Corp VII17144M201 | UNIT 99/99/9999 | 688,239 | $6.89M | 0.6% | 00.0% | Unchanged | – |
| Sarepta Therapeutics, Inc.803607AB6 | DBCV 1.500%11/1 | – | $6.60M | 0.6% | – | New | – |
| GIGCAPITAL4 Inc37518G101 | COM | 648,896 | $6.39M | 0.6% | +648,896 | New | – |
| NIO Inc.62914VAD8 | DEBT 0.500% 2/0 | – | $6.14M | 0.6% | – | – | – |
| Social Capital Hedosopha HLDG8251L105 | SHS CL A | 597,490 | $6.09M | 0.6% | +593,390+14,472.9% | Added | – |
| Tailwind Internatnal Acq CorG8662F127 | UNIT 99/99/9999 | 577,449 | $5.77M | 0.5% | 00.0% | Unchanged | – |
| InterDigital, Inc.45867GAB7 | NOTE 2.000% 6/0 | – | $5.57M | 0.5% | – | – | – |
| Austerlitz Acquisition CorpG0633D117 | UNIT 99/99/9999 | 526,864 | $5.44M | 0.5% | −21,100−3.9% | Reduced | – |
| Ligand Pharmaceuticals Inc53220KAF5 | NOTE 0.750% 5/1 | – | $5.41M | 0.5% | – | – | – |
| Navsight Hldgs Inc639358100 | CL A | 532,051 | $5.31M | 0.5% | +8,427+1.6% | Added | – |
| Lannett Co Inc51602UAC2 | NOTE 4.500%10/0 | – | $5.29M | 0.5% | – | – | – |
| Prospector Capital CorpG7273A121 | UNIT 01/01/2030 | 514,605 | $5.15M | 0.5% | 00.0% | Unchanged | – |
| Itiquira Acquisition CorpG49773123 | UNIT 02/03/2026 | 500,000 | $5.00M | 0.5% | 00.0% | Unchanged | – |
| Adit Edtech Acquisition Corp007024201 | UNIT 99/99/9999 | 476,654 | $4.77M | 0.4% | −19,367−3.9% | Reduced | – |
| Ironwood Pharmaceuticals Inc46333XAH1 | NOTE 1.500% 6/1 | – | $4.72M | 0.4% | – | – | – |
| Tailwind Two Acquisition CorG86613117 | UNIT 03/01/2028 | 468,311 | $4.68M | 0.4% | −26,239−5.3% | Reduced | – |
| E Merge Technology Acquisiti26873Y104 | COM CL A | 450,219 | $4.39M | 0.4% | 00.0% | Unchanged | – |
| G Squared Ascend I IncG4204R125 | UNIT 99/99/9999 | 433,093 | $4.35M | 0.4% | 00.0% | Unchanged | – |
| CF Acquisition Corp VI12521J202 | UNIT 99/99/9999 | 425,601 | $4.25M | 0.4% | 00.0% | Unchanged | – |
| Pershing Square Tontine Hldg71531R109 | COM CL A | 184,771 | $4.21M | 0.4% | +184,771 | New | – |
| Plum Acquisition Corp IG7134L100 | UNIT 03/15/2026 | 419,902 | $4.20M | 0.4% | −980.0% | Reduced | – |
| Cytokinetics Inc23282WAA8 | NOTE 4.000%11/1 | – | $4.14M | 0.4% | – | – | – |
| Tricida, Inc.89610FAB7 | NOTE 3.500% 5/1 | – | $4.06M | 0.4% | – | New | – |
| Live Oak Mobility Acquisi Co538126202 | UNIT 03/01/2028 | 400,000 | $4.02M | 0.4% | 00.0% | Unchanged | – |
| Forum Merger IV Corp349875203 | UNIT 03/15/2028 | 399,790 | $4.00M | 0.4% | −14,012−3.4% | Reduced | – |
| VPC Impact Acquisition HldgG9460L100 | UNIT 03/05/2026 | 395,000 | $3.97M | 0.4% | +50,000+14.5% | Added | – |
| G Squared Ascend II IncG42041114 | UNIT 99/99/9999 | 395,274 | $3.96M | 0.4% | +395,274 | New | – |
| Omeros Corp682143AG7 | NOTE 5.250% 2/1 | – | $3.89M | 0.4% | – | – | – |
| Ascendant Digital AcquisitioG05155109 | COM CL A | 388,892 | $3.87M | 0.4% | −111,238−22.2% | Reduced | – |
| Joff Fintech Acquisition Cor46592C209 | UNIT 02/03/2026 | 373,393 | $3.73M | 0.3% | 00.0% | Unchanged | – |
| DDMXCodere Online U.S. Corp. | COM CL A | 372,701 | $3.70M | 0.3% | −38,162−9.3% | Reduced | History |
| Alkuri Global Acquisition Corp.66981N202 | UNIT 01/01/2028 | 355,188 | $3.64M | 0.3% | −20,000−5.3% | Reduced | – |
| RingCentral, Inc.76680RAF4 | NOTE 3/0 | – | $3.63M | 0.3% | – | New | – |
| Climate Real Impact Slutins187171202 | UNIT 99/99/9999 | 346,685 | $3.51M | 0.3% | 00.0% | Unchanged | – |
| IG Acquisition Corp.449534106 | COM CL A | 353,009 | $3.44M | 0.3% | −15,544−4.2% | Reduced | – |
| Neogenomics Inc64049MAB6 | NOTE 0.250% 1/1 | – | $3.42M | 0.3% | – | – | – |
| Herbalife Ltd.42703MAD5 | NOTE 2.625% 3/1 | – | $3.41M | 0.3% | – | New | – |
| Insu Acquisition Corp III457817302 | UNIT 12/31/2026 | 338,482 | $3.40M | 0.3% | 00.0% | Unchanged | – |
| Lazard Growth Acquisition CoG54035129 | UNIT 99/99/9999 | 332,827 | $3.32M | 0.3% | 00.0% | Unchanged | – |
| BridgeBio Pharma, Inc.10806XAB8 | NOTE 2.500% 3/1 | – | $3.29M | 0.3% | – | New | – |
| Fusion Acquisition Corp. II36118N201 | UNIT 02/29/2028 | 327,870 | $3.27M | 0.3% | 00.0% | Unchanged | – |
| Radius Health, Inc.750469AA6 | NOTE 3.000% 9/0 | – | $3.27M | 0.3% | – | – | – |
| Khosla Ventures Acquisition482504107 | CL A | 325,437 | $3.22M | 0.3% | −105,000−24.4% | Reduced | – |
| Okta, Inc.679295AF2 | NOTE 0.375% 6/1 | – | $3.13M | 0.3% | – | New | – |
| Fireeye Inc31816QAF8 | NOTE 0.875% 6/0 | – | $3.12M | 0.3% | – | New | – |
| Legato Merger Corp.52473X106 | COM | 305,457 | $3.06M | 0.3% | +305,457 | New | – |
| Goal Acquisitions Corp38021H206 | UNIT 99/99/9999 | 295,000 | $3.04M | 0.3% | 00.0% | Unchanged | – |
| Oceantech Acquisitions I Cor675507206 | UNIT 05/12/2026 | 300,316 | $3.01M | 0.3% | +300,316 | New | – |
| LIDRAEye, Inc. | CL A | 300,213 | $3.01M | 0.3% | 00.0% | Unchanged | History |
| Opko Health, Inc.68375NAD5 | NOTE 4.500% 2/1 | – | $3.00M | 0.3% | – | – | – |
| Archimedes Tech Spac Partnr039562202 | UNIT 03/10/2026 | 300,000 | $2.98M | 0.3% | 00.0% | Unchanged | – |
| Empowerment & Inclusion Capi29248N209 | UNIT 99/99/9999 | 289,639 | $2.92M | 0.3% | 00.0% | Unchanged | – |
| TLG Acquisition One Corp87257M207 | UNIT 99/99/9999 | 291,499 | $2.89M | 0.3% | 00.0% | Unchanged | – |
| 1Life Healthcare Inc68269GAB3 | NOTE 3.000% 6/1 | – | $2.88M | 0.3% | – | New | – |
| HZACHorizon Acquisition Corp | COM CL A | 289,601 | $2.88M | 0.3% | +150,000+107.4% | Added | History |
| Sports Entertainment Acqu Co84918M106 | COM CL A | 282,828 | $2.85M | 0.3% | −76,407−21.3% | Reduced | – |
| L&F Acquisition CorpG53702125 | UNIT 99/99/9999 | 270,699 | $2.80M | 0.3% | 00.0% | Unchanged | – |
| COVA Acquisition Corp.G2554Y112 | UNIT 04/01/2021 | 274,861 | $2.77M | 0.3% | 00.0% | Unchanged | – |
| Forum Energy Technologies IN34984VAC4 | NOTE 9.000% 8/0 | – | $2.77M | 0.3% | – | New | – |
| Global SPAC Partners Co,G3934K137 | UNIT 03/12/2026 | 270,000 | $2.74M | 0.3% | +270,000 | New | – |
| Epiphany Technology Acquisit29429X208 | UNIT 99/99/9999 | 268,528 | $2.70M | 0.3% | 00.0% | Unchanged | – |
| Fortress Value Acquisi Corp34964K207 | UNIT 03/31/2028 | 270,000 | $2.70M | 0.3% | 00.0% | Unchanged | – |
| Eq Health Acquisition Corp26886A200 | UNIT 02/02/2028 | 270,000 | $2.69M | 0.2% | 00.0% | Unchanged | – |
| Healthcare Capital Corp42228C200 | UNIT 12/31/2025 | 265,180 | $2.65M | 0.2% | −4,820−1.8% | Reduced | – |
| Proptech Investment Corp II743497109 | COM CL A | 270,800 | $2.64M | 0.2% | +270,800 | New | – |
| CM Life Sciences III Inc125841205 | UNIT 04/30/2028 | 240,213 | $2.63M | 0.2% | +240,213 | New | – |
| COOLCorner Growth Acquisition Corp. | CL A SHS | 269,721 | $2.63M | 0.2% | 00.0% | Unchanged | History |
| Dmy Technology Group Inc IV23344K201 | UNIT 99/99/9999 | 261,270 | $2.62M | 0.2% | 00.0% | Unchanged | – |
| Pennymac Corp70932AAD5 | NOTE 5.500%11/0 | – | $2.56M | 0.2% | – | New | – |
| Authentic Equity Acquistn CoG06607116 | UNIT 10/31/2027 | 249,844 | $2.53M | 0.2% | 00.0% | Unchanged | – |
| Montes Archimedes Acquisitio612657106 | COM CL A | 255,000 | $2.52M | 0.2% | +255,000 | New | – |
Sold out since Q1 2021 (77)
Positions held at the end of Q1 2021 that are gone from this filing.
| Security | Class | Shares in Q1 2021 | Value in Q1 2021 | % of portfolio in Q1 2021 | History |
|---|---|---|---|---|---|
| Sea LtdG7948TAE9 | DEBT 2.375%12/0 | – | $17.9M | 1.8% | – |
| Seacor Holdings Inc811904AN1 | NOTE 3.250% 5/1 | – | $17.8M | 1.7% | – |
| Bilibili Inc.090040AB2 | NOTE 1.375% 4/0 | – | $15.2M | 1.5% | – |
| Seacor Holdings Inc811904AM3 | CONVERTIBLE BOND | – | $12.3M | 1.2% | – |
| 8X8 Inc282914AB6 | NOTE 0.500% 2/0 | – | $12.1M | 1.2% | – |
| NantHealth, Inc.630104AB3 | NOTE 5.500%12/1 | – | $11.8M | 1.2% | – |
| Microchip Technology Inc595017AH7 | NOTE 2.250% 2/1 | – | $7.09M | 0.7% | – |
| GIGCAPITAL4 Inc37518G200 | UNIT 99/99/9999 | 699,697 | $6.91M | 0.7% | – |
| Southwest Airls Co844741BG2 | NOTE 1.250% 5/0 | – | $6.89M | 0.7% | – |
| Intercept Pharmaceuticals IN45845PAB4 | NOTE 2.000% 5/1 | – | $5.24M | 0.5% | – |
| United States STL Corp New912909AT5 | NOTE 5.000%11/0 | – | $5.01M | 0.5% | – |
| iQIYI, Inc.46267XAD0 | NOTE 2.000% 4/0 | – | $4.99M | 0.5% | – |
| Bespoke Cap Acquisition Corp086344108 | CL A REST VTG | 310,200 | $3.10M | 0.3% | – |
| Nevro Corp64157FAC7 | NOTE 2.750% 4/0 | – | $3.08M | 0.3% | – |
| Ares Acquisition CorporationG33032114 | UNIT 99/99/9999 | 295,900 | $2.96M | 0.3% | – |
| Adara Acquisition Corp00653H201 | UNIT 99/99/9999 | 291,974 | $2.90M | 0.3% | – |
| Proptech Investment Corp II743497208 | UNIT 99/99/9999 | 270,800 | $2.71M | 0.3% | – |
| Ironwood Pharmaceuticals Inc46333XAD0 | DBCV 2.250% 6/1 | – | $2.69M | 0.3% | – |
| VPC Impact Acqu Holdi III IN91835J207 | UNIT 99/99/9999 | 265,100 | $2.62M | 0.3% | – |
| Legato Merger Corp.52473X205 | UNIT 12/31/2025 | 255,457 | $2.59M | 0.3% | – |
| Landcadia Holdings III Inc51476H100 | COM CL A | 247,941 | $2.48M | 0.2% | – |
| Churchill Capital Corp IV171439102 | CL A | 106,467 | $2.47M | 0.2% | – |
| Encore Cap Group Inc292554AK8 | NOTE 3.250% 3/1 | – | $2.20M | 0.2% | – |
| Live Nation Entertainment IN538034AQ2 | NOTE 2.500% 3/1 | – | $2.09M | 0.2% | – |
| Mudrick Capital Acqu Corp II62477L206 | UNIT 99/99/9999 | 205,293 | $2.06M | 0.2% | – |
| Churchill Cap Corp II17143G106 | CL A | 205,392 | $2.05M | 0.2% | – |
| Kensington Capital Acquisiti49006L203 | UNIT 99/99/9999 | 200,000 | $2.05M | 0.2% | – |
| 26 Capital Acquisition Corp.90138P209 | UNIT 12/31/2027 | 190,878 | $1.92M | 0.2% | – |
| Concord Acquisition Corp206071201 | UNIT 12/28/2025 | 178,684 | $1.83M | 0.2% | – |
| Kins Technology Group Inc49714K208 | UNIT 10/14/2025 | 179,154 | $1.81M | 0.2% | – |
| Forest Road Acquisition Corp34619R102 | COM | 168,990 | $1.71M | 0.2% | – |
| CM Life Sciences II Inc125842203 | UNIT 02/25/2028 | 125,500 | $1.61M | 0.2% | – |
| Infinera Corp45667GAE3 | NOTE 2.500% 3/0 | – | $1.45M | 0.1% | – |
| Churchill Capital Corp VI17143W200 | UNIT 99/99/9999 | 102,273 | $1.03M | 0.1% | – |
| POWRUPowered Brands | UNIT 99/99/9999 | 102,735 | $1.02M | 0.1% | History |
| Broadscale Acquisition Corp11134Y200 | UNIT 02/02/2026 | 100,000 | $991.0K | 0.1% | – |
| Mudrick Capital Acqu Corp II62477L107 | COM CL A | 100,586 | $987.0K | 0.1% | – |
| Rotor Acquisition Corp77879W204 | UNIT 06/15/2027 | 96,182 | $963.0K | 0.1% | – |
| Revolution Accelertn Acqu Co76156P205 | UNIT 12/01/2025 | 79,800 | $858.0K | 0.1% | – |
| Switchback II CorpG8633T123 | UNIT 99/99/9999 | 75,000 | $764.0K | 0.1% | – |
| FTCVFintech Acquisition Corp V | COM CL A | 55,570 | $623.0K | 0.1% | History |
| Nesco Hldgs Inc64083J112 | *W EXP 01/01/202 | 283,722 | $570.0K | 0.1% | – |
| Vickers Vantage Corp IG9440B123 | UNIT 09/15/2027 | 56,389 | $568.0K | 0.1% | – |
| MP Materials Corp.553368119 | *W EXP 05/04/202 | 23,418 | $566.0K | 0.1% | – |
| Dune Acquisition Corp265334201 | UNIT 10/29/2027 | 53,734 | $539.0K | 0.1% | – |
| Venus Acquisition CorporatioG9420F136 | UNIT 02/01/2024 | 50,485 | $506.0K | <0.1% | – |
| Carney Technology Acqu Corp143636207 | UNIT 12/10/2025 | 45,949 | $462.0K | <0.1% | – |
| Tuscan Hldgs Corp II90070A103 | COM | 37,124 | $375.0K | <0.1% | – |
| Hennessy Capital Invs Corp V42589T206 | UNIT 01/15/2025 | 35,000 | $354.0K | <0.1% | – |
| CF Finance Acquisition Corp15725Q112 | *W EXP 08/01/202 | 194,533 | $338.0K | <0.1% | – |
| ChargePoint Holdings, Inc.15961R113 | *W EXP 07/25/202 | 20,749 | $314.0K | <0.1% | – |
| Foxwayne Enterpris Aqstn Cor35166L208 | UNIT 01/12/2026 | 20,956 | $217.0K | <0.1% | – |
| Finserv Acquisition Corp318085115 | *W EXP 12/31/202 | 50,000 | $173.0K | <0.1% | – |
| Forest Road Acquisition Corp34619R110 | *W EXP 12/31/202 | 50,705 | $136.0K | <0.1% | – |
| Eve Holding, Inc.98907K103 | COM CL A | 12,727 | $127.0K | <0.1% | – |
| OUSTOuster, Inc. | COM | 14,500 | $123.0K | <0.1% | History |
| Pivotal Investment Corp III72582M205 | UNIT 01/28/2028 | 10,000 | $100.0K | <0.1% | – |
| Avanti Acquisition CorpG0682V125 | *W EXP 99/99/999 | 93,301 | $98.0K | <0.1% | – |
| Cohn Robbins Holdings CorpG23726105 | COM CL A | 9,832 | $97.0K | <0.1% | – |
| Mudrick Capital Acqu Corp II62477L115 | *W EXP 09/10/202 | 150,050 | $95.0K | <0.1% | – |
| VG Acquisition CorpG9446E113 | *W EXP 09/29/202 | 54,692 | $92.0K | <0.1% | – |
| Thunder BRDG Acquistion II LG8857S108 | *W EXP 11/30/202 | 40,000 | $88.0K | <0.1% | – |
| GIGCAPITAL2 Inc375036118 | *W EXP 02/28/202 | 112,006 | $84.0K | <0.1% | – |
| Stable RD Acquisition Corp85236Q117 | *W EXP 05/15/202 | 18,000 | $78.0K | <0.1% | – |
| Churchill Cap Corp II17143G114 | *W EXP 07/02/202 | 50,104 | $74.0K | <0.1% | – |
| 4D Pharma PLC35085K109 | SPONSORED ADS | 4,820 | $57.0K | <0.1% | – |
| GIGCAPITAL2 Inc375036126 | RIGHT 02/28/2026 | 166,250 | $55.0K | <0.1% | – |
| Multiplan Corporation62548M118 | *W EXP 02/13/202 | 37,911 | $36.0K | <0.1% | – |
| Kairos Acquisition Corp.G52110122 | UNIT 99/99/9999 | 3,000 | $30.0K | <0.1% | – |
| Landsea Homes Corp51509P111 | *W EXP 01/07/202 | 88,373 | $23.0K | <0.1% | – |
| Reviva Pharmaceutcls Hldgs I76152G118 | *W EXP 12/25/202 | 39,300 | $18.0K | <0.1% | – |
| 5 01 Acquisition Corp33836P105 | COM CL A | 1,303 | $13.0K | <0.1% | – |
| Motive Capital CorpG6293A129 | UNIT 99/99/9999 | 1,100 | $11.0K | <0.1% | – |
| New Vista Acquisition CorpG6529L113 | UNIT 02/01/2026 | 1,000 | $10.0K | <0.1% | – |
| Carney Technology Acqu Corp143636116 | *W EXP 11/30/202 | 4,084 | $3.00K | <0.1% | – |
| VPC Impact Acquisition HLDNGG9441E118 | *W EXP 10/22/202 | 1,039 | $3.00K | <0.1% | – |
| Advent Technologies Holdng I00788A113 | *W EXP 02/03/202 | 336 | $1.00K | <0.1% | – |