Context Capital Management, LLC
- SEC CIK
- 0001301396
- Latest filing
- Jul 23, 2026
Holdings in Q3 2022
Holdings as of Sep 30, 2022, filed Nov 7, 2022. Long positions only; changes compare share counts with Q2 2022.
- Positions
- 590
- −29 vs. Q2 2022
- Portfolio value
- $1.49B
- +$86.9M (+6.2%) vs. Q2 2022
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| RingCentral, Inc.76680RAF4 | NOTE 3/0 | – | $50.1M | 3.4% | – | – | – |
| Peloton Interactive, Inc.70614WAB6 | NOTE 2/1 | – | $28.4M | 1.9% | – | – | – |
| Wayfair Inc.94419LAM3 | NOTE 0.625%10/0 | – | $26.5M | 1.8% | – | – | – |
| Sea Ltd81141RAG5 | NOTE 0.250% 9/1 | – | $23.9M | 1.6% | – | – | – |
| Liveperson Inc538146AB7 | NOTE 0.750% 3/0 | – | $20.6M | 1.4% | – | New | – |
| Pegasystems Inc705573AB9 | NOTE 0.750% 3/0 | – | $20.4M | 1.4% | – | – | – |
| Infinera Corp45667GAF0 | DEBT 3.750% 8/0 | – | $20.2M | 1.4% | – | New | – |
| Varex Imaging Corp92214XAB2 | NOTE 4.000% 6/0 | – | $19.2M | 1.3% | – | – | – |
| Health Catalyst, Inc.42225TAB3 | NOTE 2.500% 4/1 | – | $17.5M | 1.2% | – | – | – |
| Bloom Energy Corp093712AH0 | NOTE 2.500% 8/1 | – | $17.0M | 1.1% | – | – | – |
| Mannkind Corp56400PAQ5 | NOTE 2.500% 3/0 | – | $16.8M | 1.1% | – | – | – |
| SHIFT4 PMTS Inc82452JAB5 | NOTE 12/1 | – | $16.6M | 1.1% | – | – | – |
| Groupon, Inc.399473AF4 | NOTE 1.125% 3/1 | – | $15.8M | 1.1% | – | – | – |
| Omeros Corp682143AE2 | NOTE 6.250%11/1 | – | $15.4M | 1.0% | – | – | – |
| Intercept Pharmaceuticals IN45845PAB4 | NOTE 2.000% 5/1 | – | $14.4M | 1.0% | – | – | – |
| Fastly, Inc.31188VAB6 | NOTE 3/1 | – | $14.1M | 0.9% | – | – | – |
| ASCBFASPAC II Acquisition Corp. | ORD SHS CL A | 1,400,000 | $13.9M | 0.9% | +1,400,000 | New | History |
| Accolade, Inc.00437EAB8 | NOTE 0.500% 4/0 | – | $13.7M | 0.9% | – | – | – |
| GSR II Meteora Acquisitn Cor36263W105 | CLASS A COM | 1,348,690 | $13.4M | 0.9% | 00.0% | Unchanged | – |
| IRRXIntegrated Rail & Resources Acquisition Corp | CL A COM | 1,324,738 | $13.3M | 0.9% | 00.0% | Unchanged | History |
| Ftac Zeus Acquisition Cor30320F106 | CLASS A COM | 1,300,000 | $13.1M | 0.9% | 00.0% | Unchanged | – |
| Collegium Pharmaceutical, Inc19459JAA2 | NOTE 2.625% 2/1 | – | $13.0M | 0.9% | – | – | – |
| Coinbase Global, Inc.19260QAB3 | NOTE 0.500% 6/0 | – | $13.0M | 0.9% | – | – | – |
| Q2 Hldgs Inc74736LAF6 | NOTE 0.125%11/1 | – | $12.9M | 0.9% | – | – | – |
| Eventbrite, Inc.29975EAD1 | NOTE 0.750% 9/1 | – | $12.6M | 0.8% | – | – | – |
| MicroStrategy Inc594972AE1 | NOTE 2/1 | – | $12.3M | 0.8% | – | – | – |
| DISH Network CORP25470MAD1 | NOTE 2.375% 3/1 | – | $12.0M | 0.8% | – | – | – |
| Airbnb, Inc.009066AB7 | NOTE 3/1 | – | $11.4M | 0.8% | – | – | – |
| CVIIChurchill Capital Corp VII | COM CL A | 1,163,239 | $11.4M | 0.8% | +500,000+75.4% | Added | History |
| Social Capital Hedosopha HLDG8251L105 | SHS CL A | 1,107,111 | $11.1M | 0.7% | +39,000+3.7% | Added | – |
| Pra Group Inc69354NAB2 | NOTE 3.500% 6/0 | – | $10.8M | 0.7% | – | – | – |
| Karyopharm Therapeutics Inc.48576UAA4 | NOTE 3.000%10/1 | – | $10.7M | 0.7% | – | – | – |
| Snap Inc83304AAF3 | NOTE 5/0 | – | $10.3M | 0.7% | – | – | – |
| Sarepta Therapeutics, Inc.803607AC4 | DEBT 1.250% 9/1 | – | $10.3M | 0.7% | – | New | – |
| 1Life Healthcare Inc68269GAB3 | NOTE 3.000% 6/1 | – | $10.2M | 0.7% | – | – | – |
| NovoCure Ltd67011XAB9 | NOTE 11/0 | – | $9.82M | 0.7% | – | – | – |
| BridgeBio Pharma, Inc.10806XAB8 | NOTE 2.500% 3/1 | – | $9.74M | 0.7% | – | – | – |
| Tricida, Inc.89610FAB7 | NOTE 3.500% 5/1 | – | $9.73M | 0.7% | – | – | – |
| Bentley Sys Inc08265TAB5 | NOTE 0.125% 1/1 | – | $9.42M | 0.6% | – | – | – |
| Liveperson Inc538146AD3 | NOTE 12/1 | – | $9.23M | 0.6% | – | – | – |
| Applied Optoelectronics, Inc.03823UAB8 | NOTE 5.000% 3/1 | – | $9.14M | 0.6% | – | – | – |
| Neogenomics Inc64049MAA8 | NOTE 1.250% 5/0 | – | $9.07M | 0.6% | – | – | – |
| Chegg, Inc163092AF6 | NOTE 9/0 | – | $8.87M | 0.6% | – | – | – |
| Par Technology Corp698884AE3 | NOTE 1.500%10/1 | – | $8.66M | 0.6% | – | – | – |
| Esperion Therapeutics Inc Ne29664WAB1 | NOTE 4.000%11/1 | – | $8.27M | 0.6% | – | – | – |
| CFIVCF Acquisition Corp. IV | COM CL A | 827,561 | $8.23M | 0.6% | 00.0% | Unchanged | History |
| DraftKings Inc.26142RAB0 | NOTE 3/1 | – | $8.20M | 0.6% | – | New | – |
| Spree Acquisition Corp. 1 LtdG83745102 | CL A ORD SHS | 784,900 | $7.93M | 0.5% | 00.0% | Unchanged | – |
| Lyft, Inc.55087PAB0 | NOTE 1.500% 5/1 | – | $7.92M | 0.5% | – | – | – |
| Monterey Cap Acquisition Cor61244M109 | CLASS A COM | 792,000 | $7.83M | 0.5% | +792,000 | New | – |
| Cryolife Inc228903AB6 | NOTE 4.250% 7/0 | – | $7.78M | 0.5% | – | – | – |
| C5 Acquisition Corporation12530D105 | CL A COM | 772,795 | $7.75M | 0.5% | 00.0% | Unchanged | – |
| Andretti Acquisition CorpG26735103 | CL A ORD SHS | 750,000 | $7.54M | 0.5% | 00.0% | Unchanged | – |
| Southland Holdings, Inc.52473Y104 | COM | 750,000 | $7.46M | 0.5% | 00.0% | Unchanged | – |
| BridgeBio Pharma, Inc.10806XAD4 | NOTE 2.250% 2/0 | – | $7.37M | 0.5% | – | – | – |
| Pennymac Corp70932AAF0 | NOTE 5.500% 3/1 | – | $7.24M | 0.5% | – | – | – |
| Nevro Corp64157FAC7 | NOTE 2.750% 4/0 | – | $7.20M | 0.5% | – | New | – |
| Juniper II Corp48203N103 | CL A COM | 699,989 | $6.99M | 0.5% | 00.0% | Unchanged | – |
| Bigcommerce Hldgs Inc08975PAB4 | NOTE 0.250%10/0 | – | $6.82M | 0.5% | – | New | – |
| ENTFEnterprise 4.0 Technology Acquisition Corp | CLASS A ORD SHS | 674,350 | $6.80M | 0.5% | 00.0% | Unchanged | History |
| Avalara, Inc.05338GAB2 | NOTE 0.250% 8/0 | – | $6.75M | 0.5% | – | New | – |
| Rigel Resource Acq CorpG7573M106 | CL A ORD SHS | 648,730 | $6.55M | 0.4% | 00.0% | Unchanged | – |
| BMACBlack Mountain Acquisition Corp. | CL A COM | 650,045 | $6.52M | 0.4% | 00.0% | Unchanged | History |
| Blackline, Inc.09239BAD1 | NOTE 3/1 | – | $6.49M | 0.4% | – | – | – |
| Relativity Acquisition Corp75944B205 | UNIT 02/10/2027 | 637,213 | $6.46M | 0.4% | 00.0% | Unchanged | – |
| Eventbrite, Inc.29975EAB5 | NOTE 5.000%12/0 | – | $6.45M | 0.4% | – | – | – |
| Coupa Software Inc22266LAF3 | NOTE 0.375% 6/1 | – | $6.22M | 0.4% | – | – | – |
| Nuvasive Inc670704AL9 | NOTE 1.000% 6/0 | – | $6.08M | 0.4% | – | New | – |
| 7 Acquisition CorpG80694105 | SHS CL A | 601,200 | $6.07M | 0.4% | 00.0% | Unchanged | – |
| Splunk Inc848637AF1 | NOTE 1.125% 6/1 | – | $6.04M | 0.4% | – | – | – |
| GCT Semiconductor Holding, Inc.20607V106 | COM CL A | 601,800 | $6.04M | 0.4% | 00.0% | Unchanged | – |
| ATEKAthena Technology Acquisition Corp. II | CL A COM | 600,000 | $5.92M | 0.4% | 00.0% | Unchanged | History |
| Iconic Sports Acquisition Corp.G4712C107 | CL A ORD SHS | 565,000 | $5.74M | 0.4% | 00.0% | Unchanged | – |
| FLDFold Holdings, Inc. | COM CL A | 574,000 | $5.63M | 0.4% | 00.0% | Unchanged | History |
| SHIFT4 PMTS Inc82452JAD1 | NOTE 0.500% 8/0 | – | $5.54M | 0.4% | – | New | – |
| Heartland Media Acquisition Corp.42237V108 | CL A COM | 548,782 | $5.49M | 0.4% | 00.0% | Unchanged | – |
| Ef Hutton Acquisition Corp I28201D208 | UNIT 11/18/2027 | 540,000 | $5.40M | 0.4% | +540,000 | New | – |
| Innovative Intl Acqusitin CoG4809M109 | CLASS A ORD | 525,485 | $5.33M | 0.4% | 00.0% | Unchanged | – |
| JWACJupiter Wellness Acquisition Corp. | CLASS A COM | 529,245 | $5.31M | 0.4% | 00.0% | Unchanged | History |
| Cactus Acquisition Corp. 1 LtdG1745A108 | CLASS A ORD | 505,903 | $5.09M | 0.3% | 00.0% | Unchanged | – |
| Travere Therapeutics, Inc.89422GAA5 | NOTE 2.250% 3/0 | – | $5.09M | 0.3% | – | – | – |
| OCEAOcean Biomedical, Inc. | CLASS A COM | 497,865 | $5.07M | 0.3% | 00.0% | Unchanged | History |
| Coupa Software Inc22266LAC0 | NOTE 0.125% 6/1 | – | $5.06M | 0.3% | – | New | – |
| Genesis GRWT Tech Acqustn CoG3R23D102 | CLASS A ORD SHS | 500,000 | $5.06M | 0.3% | 00.0% | Unchanged | – |
| CNGLCanna-Global Acquisition Corp | CLASS A COM | 499,500 | $5.05M | 0.3% | 00.0% | Unchanged | History |
| Aura Fat Projs Acquisition CG06362100 | CLASS A ORD | 500,000 | $5.04M | 0.3% | 00.0% | Unchanged | – |
| Social Capital Hedosopha HLDG82514103 | SHS CL A | 502,280 | $5.03M | 0.3% | +258,385+105.9% | Added | – |
| BFACBattery Future Acquisition Corp. | CL A ORD SHS | 497,320 | $5.02M | 0.3% | 00.0% | Unchanged | History |
| PPYAPapaya Growth Opportunity Corp. I | CLASS A COM | 500,000 | $5.01M | 0.3% | 00.0% | Unchanged | History |
| Etsy Inc29786AAN6 | NOTE 0.250% 6/1 | – | $5.01M | 0.3% | – | – | – |
| ZVSAZyVersa Therapeutics, Inc. | CLASS A COM | 493,972 | $4.94M | 0.3% | 00.0% | Unchanged | History |
| BLEUbleuacacia ltd | CLASS A ORD SHS | 499,498 | $4.93M | 0.3% | 00.0% | Unchanged | History |
| Sagaliam Acquisition Corp78661R106 | COM CL A | 490,000 | $4.89M | 0.3% | 00.0% | Unchanged | – |
| AXACAXIOS Sustainable Growth Acquisition Corp | CL A ORD SHS | 475,101 | $4.80M | 0.3% | 00.0% | Unchanged | History |
| Argus Capital Corp04026L105 | CLASS A COM | 475,600 | $4.78M | 0.3% | 00.0% | Unchanged | – |
| Exact Sciences Corp30063PAB1 | NOTE 0.375% 3/1 | – | $4.77M | 0.3% | – | – | – |
| Upwork, Inc91688FAB0 | NOTE 0.250% 8/1 | – | $4.72M | 0.3% | – | New | – |
| Fiverr Intl Ltd33835LAA3 | NOTE 11/0 | – | $4.66M | 0.3% | – | – | – |
| AOGOArogo Capital Acquisition Corp. | CLASS A COM | 465,000 | $4.63M | 0.3% | 00.0% | Unchanged | History |
| Bridgetown Holdings LtdG1355U113 | COM CL A | 459,425 | $4.61M | 0.3% | 00.0% | Unchanged | – |
Sold out since Q2 2022 (78)
Positions held at the end of Q2 2022 that are gone from this filing.
| Security | Class | Shares in Q2 2022 | Value in Q2 2022 | % of portfolio in Q2 2022 | History |
|---|---|---|---|---|---|
| Theravance Biopharma, Inc.88339KAA0 | NOTE 3.250%11/0 | – | $28.7M | 2.1% | – |
| ASUUFASPAC II Acquisition Corp. | UNIT 10/15/2026 | 1,400,000 | $14.0M | 1.0% | History |
| Twitter, Inc.90184LAN2 | NOTE 3/1 | – | $9.29M | 0.7% | – |
| Monterey Cap Acquisition Cor61244M208 | UNIT 05/10/2027 | 792,000 | $7.89M | 0.6% | – |
| Stride, Inc.86333MAA6 | NOTE 1.125% 9/0 | – | $6.42M | 0.5% | – |
| ELIQElectriq Power Holdings, Inc. | COM CL A | 491,499 | $4.82M | 0.3% | History |
| GTACGlobal Technology Acquisition Corp. I | CLASS A ORD | 475,000 | $4.75M | 0.3% | History |
| Investcorp India Acquistn CoG49219119 | UNIT 06/01/2028 | 424,071 | $4.27M | 0.3% | – |
| ARYEARYA Sciences Acquisition Corp V | CLASS A ORD SHS | 434,995 | $4.23M | 0.3% | History |
| Veea Inc.G7134L126 | CLASS A ORD SHS | 399,902 | $3.92M | 0.3% | – |
| VPC Impact Acquisition HldgG9460L126 | CLASS A ORD | 365,558 | $3.58M | 0.3% | – |
| ZFOXZeroFox Holdings, Inc. | SHS CL A | 354,011 | $3.57M | 0.3% | History |
| XBP Global Holdings, Inc.12520C109 | CLASS A COM | 342,880 | $3.47M | 0.2% | – |
| Wayfair Inc.94419LAD3 | NOTE 1.125%11/0 | – | $3.17M | 0.2% | – |
| Software Acquisitn Grp Inc I83407J103 | COM CL A | 300,000 | $3.00M | 0.2% | – |
| Exact Sciences Corp30063PAC9 | NOTE 0.375% 3/0 | – | $2.83M | 0.2% | – |
| Wayfair Inc.94419LAF8 | NOTE 1.000% 8/1 | – | $2.61M | 0.2% | – |
| FVIVFortress Value Acquisition Corp. IV | COM CL A | 250,000 | $2.44M | 0.2% | History |
| Equity Distr Acquisition Cor29465E106 | COM CL A | 240,594 | $2.39M | 0.2% | – |
| Golden Path Acquisition CorpG4028H105 | ORDINARY SHARES | 233,098 | $2.36M | 0.2% | – |
| Ionis Pharmaceuticals Inc462222AD2 | NOTE 4/0 | – | $2.18M | 0.2% | – |
| Redball Acquisition CorpG7417R105 | COM CL A | 217,232 | $2.16M | 0.2% | – |
| Ribbit Leap LtdG7552B105 | SHS CL A | 215,071 | $2.13M | 0.2% | – |
| JWSMFJaws Mustang Acquisition Corp | SHS CL A | 211,877 | $2.08M | 0.1% | History |
| REEUFCartesian Growth Corp II | UNIT 07/12/2028 | 200,000 | $2.00M | 0.1% | History |
| Jaguar Global Growth Corp IG5S11A148 | UNIT 01/01/2027 | 195,100 | $2.00M | 0.1% | – |
| Acri Capital Acquisition Cor00501A200 | UNIT 02/01/2029 | 200,000 | $2.00M | 0.1% | – |
| EVEEVe Mobility Acquisition Corp | CL A ORD SHS | 200,000 | $1.98M | 0.1% | History |
| KYCHKeyarch Acquisition Corp | ORD SHS CL A | 200,000 | $1.96M | 0.1% | History |
| Colonnade Acquisition Corp IG2284B101 | SHS CL A | 200,000 | $1.96M | 0.1% | – |
| Esm Acquisition CorporationG3195H104 | SHS CL A | 195,934 | $1.92M | 0.1% | – |
| Itiquira Acquisition CorpG49773107 | CL A SHS | 193,785 | $1.91M | 0.1% | – |
| INSMED Inc457669AB5 | NOTE 0.750% 6/0 | – | $1.66M | 0.1% | – |
| Mudrick Capital Acqu Corp II62477L107 | COM CL A | 150,000 | $1.51M | 0.1% | – |
| CHAACatcha Investment Corp | SHS CL A | 150,000 | $1.47M | 0.1% | History |
| Hannon Armstrong Sust Infr C41068XAD2 | NOTE 8/1 | – | $1.47M | 0.1% | – |
| Social Leverage Acquisn Corp83363K102 | COM CL A | 148,700 | $1.46M | 0.1% | – |
| SDCL EDGE Acquisition CorpG79471101 | CL A ORD SHS | 150,000 | $1.46M | 0.1% | – |
| Lightjump Acquisition Corp53228M106 | COM | 141,357 | $1.41M | 0.1% | – |
| Pinduoduo Inc722304AC6 | NOTE 12/0 | – | $1.32M | 0.1% | – |
| HHGCHHG Capital Corp | ORDINARY SHARES | 125,000 | $1.26M | 0.1% | History |
| Fintech Evolution Acquis GroG3R19A104 | SHS CL A | 125,000 | $1.23M | 0.1% | – |
| Block, Inc.852234AJ2 | NOTE 5/0 | – | $1.19M | 0.1% | – |
| Lazard Growth Acquisition CoG54035103 | SHS | 117,627 | $1.15M | 0.1% | – |
| Neogenomics Inc64049MAB6 | NOTE 0.250% 1/1 | – | $1.15M | 0.1% | – |
| Magnite, Inc.55955DAB6 | NOTE 0.250% 3/1 | – | $1.09M | 0.1% | – |
| LCALandcadia Holdings IV, Inc. | CLASS A COM | 110,545 | $1.08M | 0.1% | History |
| Global Synergy Acquisit CorpG3934J106 | CL A SHS | 100,000 | $994.0K | 0.1% | – |
| DPCM Cap Inc23344P101 | COM CL A | 100,000 | $991.0K | 0.1% | – |
| NFNTInfinite Acquisition Corp. | CL A ORD SHS | 100,000 | $988.0K | 0.1% | History |
| Silver Crest Acquisition CorG81355102 | CL A SHS | 100,000 | $985.0K | 0.1% | – |
| FTAAFTAC Athena Acquisition Corp. | CL A SHS | 100,000 | $982.0K | 0.1% | History |
| Patrick Inds Inc703343AB9 | DBCV 1.000% 2/0 | – | $979.0K | 0.1% | – |
| DNABSocial Capital Suvretta Holdings Corp. II | CLASS A ORD SHS | 99,356 | $966.0K | 0.1% | History |
| Braemar Hotels & Resorts Inc.10482BAB7 | NOTE 4.500% 6/0 | – | $910.0K | 0.1% | – |
| B Riley Principal 150 Merger05601V103 | COM CL A | 74,400 | $741.0K | 0.1% | – |
| AKLIAkili, Inc. | CLASS A ORD SHS | 64,210 | $635.0K | <0.1% | History |
| Cohn Robbins Holdings CorpG23726105 | COM CL A | 33,194 | $330.0K | <0.1% | – |
| Ithax Acquisition CorpG49775102 | CL A SHS | 29,841 | $297.0K | <0.1% | – |
| Arctos Northstar Acquis CorpG0477L100 | SHS CL A | 25,000 | $246.0K | <0.1% | – |
| LDH Growth Corp IG54094100 | CLASS A ORD SHS | 23,529 | $230.0K | <0.1% | – |
| L&F Acquisition CorpG53702117 | *W EXP 05/23/202 | 457,295 | $71.0K | <0.1% | – |
| Golden Path Acquisition CorpG4028H113 | RIGHT 01/31/2028 | 231,317 | $42.0K | <0.1% | – |
| Software Acquisitn Grp Inc I83407J111 | *W EXP 02/02/202 | 157,100 | $38.0K | <0.1% | – |
| Motive Capital Corp IIG6293R114 | *W EXP 99/99/999 | 109,060 | $28.0K | <0.1% | – |
| Golden Path Acquisition CorpG4028H121 | *W EXP 01/31/202 | 233,098 | $23.0K | <0.1% | – |
| B Riley Principal 150 Merger05601V111 | *W EXP 03/01/202 | 56,552 | $21.0K | <0.1% | – |
| Ackrell Spac Partners I Co00461L113 | *W EXP 12/01/202 | 114,093 | $11.0K | <0.1% | – |
| Equity Distr Acquisition Cor29465E114 | *W EXP 09/09/202 | 64,000 | $7.00K | <0.1% | – |
| H.I.G. Acquisition Corp.G44898123 | *W EXP 99/99/999 | 42,019 | $4.00K | <0.1% | – |
| Ap Acquisition CorpG04058114 | *W EXP 12/07/202 | 19,597 | $4.00K | <0.1% | – |
| Isleworth Healthcare Acqu Co46468P110 | *W EXP 08/02/202 | 79,651 | $3.00K | <0.1% | – |
| Global Synergy Acquisit CorpG3934J122 | *W EXP 99/99/999 | 50,000 | $3.00K | <0.1% | – |
| OBIOOrchestra BioMed Holdings, Inc. | ORD SHS | 308 | $3.00K | <0.1% | History |
| Orion Biotech Opportuntes CoG6780C117 | *W EXP 04/15/202 | 20,300 | $3.00K | <0.1% | – |
| Silver Crest Acquisition CorG81355128 | *W EXP 12/15/202 | 9,700 | $2.00K | <0.1% | – |
| Turmeric Acquisition CorpG9127T124 | *W EXP 10/08/202 | 25,000 | $2.00K | <0.1% | – |
| Ushg Acquisition Corp91748P118 | *W EXP 02/24/202 | 5,140 | $2.00K | <0.1% | – |