Context Capital Management, LLC
- SEC CIK
- 0001301396
- Latest filing
- Jul 23, 2026
Holdings in Q2 2023
Holdings as of Jun 30, 2023, filed Aug 10, 2023. Long positions only; changes compare share counts with Q1 2023.
- Positions
- 315
- −31 vs. Q1 2023
- Portfolio value
- $1.11B
- −$84.7M (−7.1%) vs. Q1 2023
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| Peloton Interactive, Inc.70614WAB6 | NOTE 2/1 | – | $46.9M | 4.2% | – | – | – |
| Wayfair Inc.94419LAM3 | NOTE 0.625%10/0 | – | $35.8M | 3.2% | – | – | – |
| Wayfair Inc.94419LAF8 | NOTE 1.000% 8/1 | – | $35.1M | 3.2% | – | New | – |
| Five9, Inc.338307AD3 | NOTE 0.500% 6/0 | – | $28.3M | 2.6% | – | – | – |
| MicroStrategy Inc594972AE1 | NOTE 2/1 | – | $28.0M | 2.5% | – | – | – |
| DraftKings Inc.26142RAB0 | NOTE 3/1 | – | $27.7M | 2.5% | – | – | – |
| MicroStrategy Inc594972AC5 | NOTE 0.750%12/1 | – | $27.3M | 2.5% | – | – | – |
| Omeros Corp682143AE2 | NOTE 6.250%11/1 | – | $26.9M | 2.4% | – | – | – |
| Accolade, Inc.00437EAB8 | NOTE 0.500% 4/0 | – | $23.5M | 2.1% | – | – | – |
| Travere Therapeutics, Inc.89422GAA5 | NOTE 2.250% 3/0 | – | $23.5M | 2.1% | – | – | – |
| Pegasystems Inc705573AB9 | NOTE 0.750% 3/0 | – | $22.9M | 2.1% | – | – | – |
| Mannkind Corp56400PAQ5 | NOTE 2.500% 3/0 | – | $22.5M | 2.0% | – | – | – |
| Cryolife Inc228903AB6 | NOTE 4.250% 7/0 | – | $21.9M | 2.0% | – | – | – |
| 3D Sys Corp Del88554DAD8 | NOTE 11/1 | – | $21.6M | 2.0% | – | New | – |
| BridgeBio Pharma, Inc.10806XAD4 | NOTE 2.250% 2/0 | – | $20.8M | 1.9% | – | – | – |
| Sea Ltd81141RAG5 | NOTE 0.250% 9/1 | – | $20.8M | 1.9% | – | – | – |
| NIO Inc.62914VAF3 | NOTE 0.500% 2/0 | – | $20.3M | 1.8% | – | – | – |
| Affirm Hldgs Inc00827BAB2 | NOTE 11/1 | – | $19.1M | 1.7% | – | New | – |
| Health Catalyst, Inc.42225TAB3 | NOTE 2.500% 4/1 | – | $19.0M | 1.7% | – | – | – |
| Fiverr Intl Ltd33835LAA3 | NOTE 11/0 | – | $18.6M | 1.7% | – | – | – |
| Snap Inc83304AAF3 | NOTE 5/0 | – | $17.6M | 1.6% | – | – | – |
| Intercept Pharmaceuticals IN45845PAB4 | NOTE 2.000% 5/1 | – | $16.3M | 1.5% | – | – | – |
| Haemonetics Corp Mass405024AB6 | NOTE 3/0 | – | $15.0M | 1.4% | – | – | – |
| Karyopharm Therapeutics Inc.48576UAA4 | NOTE 3.000%10/1 | – | $14.3M | 1.3% | – | – | – |
| IRRXIntegrated Rail & Resources Acquisition Corp | CL A COM | 1,323,438 | $14.2M | 1.3% | 00.0% | Unchanged | History |
| Teladoc Health, Inc.87918AAF2 | NOTE 1.250% 6/0 | – | $13.4M | 1.2% | – | – | – |
| Starwood Ppty Tr Inc85571BBA2 | NOTE 6.750% 7/1 | – | $12.9M | 1.2% | – | New | – |
| Opko Health, Inc.68375NAD5 | NOTE 4.500% 2/1 | – | $12.1M | 1.1% | – | – | – |
| Snap Inc83304AAB2 | NOTE 0.750% 8/0 | – | $12.0M | 1.1% | – | New | – |
| Coinbase Global, Inc.19260QAB3 | NOTE 0.500% 6/0 | – | $11.7M | 1.1% | – | – | – |
| Block, Inc.852234AK9 | NOTE 0.250%11/0 | – | $11.0M | 1.0% | – | – | – |
| Veritone, Inc.92347MAB6 | NOTE 1.750%11/1 | – | $10.7M | 1.0% | – | – | – |
| Xometry, Inc.98423FAB5 | NOTE 1.000% 2/0 | – | $10.6M | 1.0% | – | – | – |
| Esperion Therapeutics Inc Ne29664WAB1 | NOTE 4.000%11/1 | – | $10.6M | 1.0% | – | – | – |
| Par Technology Corp698884AE3 | NOTE 1.500%10/1 | – | $10.6M | 1.0% | – | – | – |
| Groupon, Inc.399473AF4 | NOTE 1.125% 3/1 | – | $10.5M | 1.0% | – | – | – |
| Mesa Labs Inc59064RAA7 | NOTE 1.375% 8/1 | – | $10.4M | 0.9% | – | – | – |
| KAMAN Corp483548AF0 | NOTE 3.250% 5/0 | – | $10.3M | 0.9% | – | New | – |
| Nevro Corp64157FAC7 | NOTE 2.750% 4/0 | – | $9.89M | 0.9% | – | – | – |
| Marathon Digital Holdings IN565788AB2 | NOTE 1.000%12/0 | – | $9.64M | 0.9% | – | – | – |
| 2U, LLC90214JAB7 | NOTE 2.250% 5/0 | – | $9.47M | 0.9% | – | – | – |
| Ascendis Pharma A/S04351PAD3 | NOTE 2.250% 4/0 | – | $9.19M | 0.8% | – | New | – |
| Applied Optoelectronics, Inc.03823UAB8 | NOTE 5.000% 3/1 | – | $9.09M | 0.8% | – | – | – |
| CONMED Corp207410AH4 | NOTE 2.250% 6/1 | – | $9.07M | 0.8% | – | New | – |
| Redwood Trust Inc758075AF2 | NOTE 7.750% 6/1 | – | $8.79M | 0.8% | – | New | – |
| Amyris, Inc.03236MAJ0 | NOTE 1.500%11/1 | – | $8.75M | 0.8% | – | – | – |
| Beyond Meat, Inc.08862EAB5 | NOTE 3/1 | – | $8.67M | 0.8% | – | – | – |
| Bandwidth Inc.05988JAB9 | NOTE 0.250% 3/0 | – | $8.53M | 0.8% | – | – | – |
| Pennymac Corp70932AAF0 | NOTE 5.500% 3/1 | – | $8.53M | 0.8% | – | – | – |
| Array Technologies, Inc.04271TAB6 | NOTE 1.000%12/0 | – | $7.45M | 0.7% | – | – | – |
| Q2 Hldgs Inc74736LAF6 | NOTE 0.125%11/1 | – | $7.31M | 0.7% | – | – | – |
| Perficient Inc71375UAF8 | NOTE 0.125%11/1 | – | $7.13M | 0.6% | – | – | – |
| Omeros Corp682143AG7 | NOTE 5.250% 2/1 | – | $7.08M | 0.6% | – | – | – |
| Invitae Corp46185LAB9 | NOTE 2.000% 9/0 | – | $7.03M | 0.6% | – | – | – |
| Innoviva, Inc.45781MAD3 | NOTE 2.125% 3/1 | – | $7.00M | 0.6% | – | – | – |
| Q2 Hldgs Inc74736LAD1 | NOTE 0.750% 6/0 | – | $7.00M | 0.6% | – | – | – |
| Cutera Inc232109AD0 | NOTE 2.250% 6/0 | – | $6.96M | 0.6% | – | New | – |
| BridgeBio Pharma, Inc.10806XAB8 | NOTE 2.500% 3/1 | – | $6.92M | 0.6% | – | – | – |
| Gossamer Bio, Inc.38341PAA0 | NOTE 5.000% 6/0 | – | $6.88M | 0.6% | – | – | – |
| Dexcom Inc252131AK3 | NOTE 0.250%11/1 | – | $6.43M | 0.6% | – | New | – |
| Blackline, Inc.09239BAD1 | NOTE 3/1 | – | $6.35M | 0.6% | – | – | – |
| PROS Holdings, Inc.74346YAG8 | NOTE 2.250% 9/1 | – | $6.28M | 0.6% | – | – | – |
| National Vision Hldgs Inc63845RAB3 | NOTE 2.500% 5/1 | – | $5.76M | 0.5% | – | – | – |
| DISH Network CORP25470MAF6 | NOTE 12/1 | – | $5.61M | 0.5% | – | New | – |
| Exact Sciences Corp30063PAD7 | DEBT 2.000% 3/0 | – | $5.54M | 0.5% | – | – | – |
| Unity Software Inc.91332UAB7 | NOTE 11/1 | – | $5.42M | 0.5% | – | – | – |
| Two HBRS Invt Corp90187BAB7 | NOTE 6.250% 1/1 | – | $5.31M | 0.5% | – | – | – |
| Infinera Corp45667GAE3 | NOTE 2.500% 3/0 | – | $5.11M | 0.5% | – | – | – |
| Lumentum Hldgs Inc55024UAD1 | NOTE 0.500%12/1 | – | $4.44M | 0.4% | – | New | – |
| Eventbrite, Inc.29975EAD1 | NOTE 0.750% 9/1 | – | $4.36M | 0.4% | – | – | – |
| Guardant Health, Inc.40131MAB5 | NOTE 11/1 | – | $4.32M | 0.4% | – | New | – |
| GBBKGlobal Blockchain Acquisition Corp. | COMMON STOCK | 400,000 | $4.18M | 0.4% | 00.0% | Unchanged | History |
| Eventbrite, Inc.29975EAB5 | NOTE 5.000%12/0 | – | $4.00M | 0.4% | – | – | – |
| CFIVCF Acquisition Corp. IV | COM CL A | 379,614 | $3.99M | 0.4% | 00.0% | Unchanged | History |
| Bloom Energy Corp093712AH0 | NOTE 2.500% 8/1 | – | $3.98M | 0.4% | – | – | – |
| NovoCure Ltd67011XAB9 | NOTE 11/0 | – | $3.91M | 0.4% | – | – | – |
| Liveperson Inc538146AD3 | NOTE 12/1 | – | $3.90M | 0.4% | – | – | – |
| Lci Inds501812AB7 | NOTE 1.125% 5/1 | – | $3.87M | 0.3% | – | New | – |
| Splunk Inc848637AF1 | NOTE 1.125% 6/1 | – | $3.76M | 0.3% | – | – | – |
| Coherus Biosciences Inc19249HAB9 | NOTE 1.500% 4/1 | – | $3.73M | 0.3% | – | New | – |
| Century Alum Co156431AQ1 | NOTE 2.750% 5/0 | – | $3.72M | 0.3% | – | – | – |
| CFFSCF Acquisition Corp. VII | CLASS A COM | 350,000 | $3.70M | 0.3% | 00.0% | Unchanged | History |
| Bigcommerce Hldgs Inc08975PAB4 | NOTE 0.250%10/0 | – | $3.65M | 0.3% | – | – | – |
| Belong Acquisition Corp.08069M102 | CLASS A COM | 350,000 | $3.58M | 0.3% | 00.0% | Unchanged | – |
| FG Merger Corp30324Y101 | COMMON STOCK | 325,000 | $3.44M | 0.3% | 00.0% | Unchanged | – |
| Neogenomics Inc64049MAA8 | NOTE 1.250% 5/0 | – | $3.29M | 0.3% | – | New | – |
| Semnur Pharmaceuticals, Inc.G6256B106 | CLASS A ORD | 305,000 | $3.27M | 0.3% | 00.0% | Unchanged | – |
| Upwork, Inc91688FAB0 | NOTE 0.250% 8/1 | – | $3.26M | 0.3% | – | – | – |
| 8X8 Inc282914AB6 | NOTE 0.500% 2/0 | – | $3.15M | 0.3% | – | New | – |
| EMCGFEmbrace Change Acquisition Corp. | ORDINARY SHARES | 296,377 | $3.14M | 0.3% | −3,623−1.2% | Reduced | History |
| Ftac Zeus Acquisition Cor30320F106 | CLASS A COM | 300,000 | $3.13M | 0.3% | 00.0% | Unchanged | – |
| Bentley Sys Inc08265TAB5 | NOTE 0.125% 1/1 | – | $3.10M | 0.3% | – | – | – |
| Block, Inc.852234AJ2 | NOTE 5/0 | – | $3.08M | 0.3% | – | – | – |
| DISH Network CORP25470MAD1 | NOTE 2.375% 3/1 | – | $3.05M | 0.3% | – | New | – |
| 8X8 Inc282914AE0 | NOTE 4.000% 2/0 | – | $3.04M | 0.3% | – | – | – |
| Stride, Inc.86333MAA6 | NOTE 1.125% 9/0 | – | $2.88M | 0.3% | – | New | – |
| Par Technology Corp698884AC7 | NOTE 2.875% 4/1 | – | $2.67M | 0.2% | – | – | – |
| Turning PT Brands Inc90041LAE5 | NOTE 2.500% 7/1 | – | $2.41M | 0.2% | – | – | – |
| NIO Inc.62914VAE6 | NOTE 2/0 | – | $2.21M | 0.2% | – | – | – |
| Varex Imaging Corp92214XAB2 | NOTE 4.000% 6/0 | – | $2.16M | 0.2% | – | – | – |
Sold out since Q1 2023 (74)
Positions held at the end of Q1 2023 that are gone from this filing.
| Security | Class | Shares in Q1 2023 | Value in Q1 2023 | % of portfolio in Q1 2023 | History |
|---|---|---|---|---|---|
| RingCentral, Inc.76680RAF4 | NOTE 3/0 | – | $42.8M | 3.6% | – |
| Rapid7, Inc.753422AF1 | NOTE 0.250% 3/1 | – | $11.9M | 1.0% | – |
| Infinera Corp45667GAF0 | DEBT 3.750% 8/0 | – | $10.8M | 0.9% | – |
| Sarepta Therapeutics, Inc.803607AC4 | DEBT 1.250% 9/1 | – | $9.62M | 0.8% | – |
| Rapid7, Inc.753422AD6 | NOTE 2.250% 5/0 | – | $8.99M | 0.8% | – |
| GSR II Meteora Acquisitn Cor36263W105 | CLASS A COM | 848,690 | $8.78M | 0.7% | – |
| Pra Group Inc69354NAB2 | NOTE 3.500% 6/0 | – | $8.50M | 0.7% | – |
| CVIIChurchill Capital Corp VII | COM CL A | 663,239 | $6.72M | 0.6% | History |
| Infinera Corp45667GAC7 | NOTE 2.125% 9/0 | – | $6.64M | 0.6% | – |
| Alphatec Hldgs Inc02081GAB8 | NOTE 0.750% 8/0 | – | $6.41M | 0.5% | – |
| Oak STR Health Inc67181AAB3 | NOTE 3/1 | – | $5.98M | 0.5% | – |
| Omnicell Com68213NAD1 | NOTE 0.250% 9/1 | – | $5.73M | 0.5% | – |
| Ef Hutton Acquisition Corp I28201D109 | COM | 540,000 | $5.55M | 0.5% | – |
| Spree Acquisition Corp. 1 LtdG83745102 | CL A ORD SHS | 517,213 | $5.39M | 0.5% | – |
| PPYAPapaya Growth Opportunity Corp. I | CLASS A COM | 500,000 | $5.20M | 0.4% | History |
| Mobiv Acquisition Corp60742N106 | CLASS A COM | 454,100 | $4.73M | 0.4% | – |
| Viscogliosi Bros Acquistn Co92838K100 | COMMON STOCK | 425,000 | $4.44M | 0.4% | – |
| Kimbell Tiger Acquisition Co49436K106 | COM CL A | 400,000 | $4.21M | 0.4% | – |
| DEVSFDevvStream Corp. | CLASS A COM | 400,100 | $4.16M | 0.3% | History |
| ATEKAthena Technology Acquisition Corp. II | CL A COM | 400,000 | $4.10M | 0.3% | History |
| Lumentum Hldgs Inc55024UAF6 | NOTE 0.500% 6/1 | – | $3.83M | 0.3% | – |
| ALSAFAlpha Star Acquisition Corp | ORDINARY SHARES | 360,000 | $3.78M | 0.3% | History |
| EONREON Resources Inc. | COM CL A | 350,000 | $3.65M | 0.3% | History |
| Wayfair Inc.94419LAD3 | NOTE 1.125%11/0 | – | $3.65M | 0.3% | – |
| Lyft, Inc.55087PAB0 | NOTE 1.500% 5/1 | – | $3.53M | 0.3% | – |
| Cactus Acquisition Corp. 1 LtdG1745A108 | CLASS A ORD | 305,903 | $3.19M | 0.3% | – |
| Beard Energy Transition Acq07402Q101 | CL A COM | 300,000 | $3.11M | 0.3% | – |
| ENTFEnterprise 4.0 Technology Acquisition Corp | CLASS A ORD SHS | 274,350 | $2.86M | 0.2% | History |
| Bilibili Inc.090040AF3 | NOTE 0.500%12/0 | – | $2.63M | 0.2% | – |
| Tricida, Inc.89610FAB7 | NOTE 3.500% 5/1 | – | $2.61M | 0.2% | – |
| Okta, Inc.679295AD7 | NOTE 0.125% 9/0 | – | $2.61M | 0.2% | – |
| TechTarget, Inc.87874RAD2 | NOTE 12/1 | – | $2.33M | 0.2% | – |
| TGVCTG Venture Acquisition Corp. | CLASS A COM | 209,289 | $2.17M | 0.2% | History |
| Aimfinity Investment Corp. IG0135E100 | UNIT 02/01/2029 | 200,000 | $2.13M | 0.2% | – |
| HCM Acquisition CorpG4365A101 | CLASS A ORD SHS | 200,000 | $2.10M | 0.2% | – |
| SBCSBC Medical Group Holdings Inc | COM | 200,000 | $2.09M | 0.2% | History |
| Juniper II Corp48203N103 | CL A COM | 199,989 | $2.08M | 0.2% | – |
| CLRCFClimateRock | CLASS A ORD | 200,000 | $2.07M | 0.2% | History |
| Exact Sciences Corp30063PAC9 | NOTE 0.375% 3/0 | – | $1.91M | 0.2% | – |
| APGBApollo Strategic Growth Capital II | SHS CL A | 179,900 | $1.84M | 0.2% | History |
| Iconic Sports Acquisition Corp.G4712C107 | CL A ORD SHS | 165,000 | $1.73M | 0.1% | – |
| XFINExcelFin Acquisition Corp. | COM CL A | 144,100 | $1.50M | 0.1% | History |
| Exact Sciences Corp30063PAB1 | NOTE 0.375% 3/1 | – | $1.16M | 0.1% | – |
| 7 Acquisition CorpG80694105 | SHS CL A | 101,200 | $1.06M | 0.1% | – |
| PHYTPyrophyte Acquisition Corp. | CL A ORD SHS | 100,000 | $1.05M | 0.1% | History |
| ASBPAspire-Lakewood Holdings, Inc. | CLASS A ORDI SHS | 100,000 | $1.05M | 0.1% | History |
| LIVBLIV Capital Acquisition Corp. II | CLASS A ORD SHS | 100,000 | $1.04M | 0.1% | History |
| DUETDUET Acquisition Corp. | CLASS A COM | 100,000 | $1.03M | 0.1% | History |
| Accretion Acquisition Corp00438Y107 | COM | 100,000 | $1.03M | 0.1% | – |
| HWH International Inc.02115M109 | CLASS A COM | 100,000 | $1.03M | 0.1% | – |
| Power & Digital Infrastructu73919C100 | CLASS A COM | 99,954 | $1.02M | 0.1% | – |
| Lannett Co Inc51602UAC2 | NOTE 4.500%10/0 | – | $982.0K | 0.1% | – |
| BMACBlack Mountain Acquisition Corp. | CL A COM | 83,265 | $865.0K | 0.1% | History |
| AIEVThunder Power Holdings, Inc. | CL A COM | 82,458 | $859.0K | 0.1% | History |
| Square Inc852234AF0 | NOTE 0.125% 3/0 | – | $600.0K | 0.1% | – |
| Nubia Brand International Co67022R103 | CLASS A COM | 40,832 | $431.0K | <0.1% | – |
| Roc Energy Acquisition Corp77118V116 | RIGHT 11/30/2028 | 219,659 | $74.0K | <0.1% | – |
| Invacare Corp461203AQ4 | NOTE 4.250% 3/1 | – | $55.0K | <0.1% | – |
| ALSTFAlpha Star Acquisition Corp | RIGHT 05/30/2023 | 335,596 | $37.0K | <0.1% | History |
| Kimbell Tiger Acquisition Co49436K114 | *W EXP 09/15/202 | 200,000 | $29.0K | <0.1% | – |
| 7 Acquisition CorpG80694113 | *W EXP 11/05/202 | 202,130 | $28.0K | <0.1% | – |
| Avalon Acquisition Inc05338E119 | *W EXP 12/31/202 | 210,024 | $19.0K | <0.1% | – |
| Apeiron Capital Invest Corp03752A119 | *W EXP 04/02/202 | 200,000 | $13.0K | <0.1% | – |
| Theratechnologies Inc88338HAA8 | NOTE 5.750% 6/3 | – | $8.00K | <0.1% | – |
| Evo Acquisition Corp30052G116 | *W EXP 01/04/202 | 50,000 | $8.00K | <0.1% | – |
| Bullpen Parlay Acquisition CG1792A118 | *W EXP 12/03/202 | 196,950 | $7.00K | <0.1% | – |
| Progress Acquisition Corp.74327P113 | *W EXP 11/11/202 | 72,988 | $4.00K | <0.1% | – |
| Jackson Acquisition Co46653C114 | *W EXP 99/99/999 | 75,000 | $4.00K | <0.1% | – |
| Intelligent Medi Acqsitn Cor45828D114 | *W EXP 99/99/999 | 66,569 | $3.00K | <0.1% | – |
| Games & Esports Exprnc Acq CG3731J127 | *W EXP 12/01/202 | 50,000 | $3.00K | <0.1% | – |
| Peak Bio, Inc.70470P116 | *W EXP 10/26/202 | 25,000 | $3.00K | <0.1% | – |
| G Squared Ascend II IncG42041122 | *W EXP 12/31/202 | 42,509 | $1.00K | <0.1% | – |
| Alpine Acquisition Corporati02083L117 | *W EXP 05/01/202 | 71,150 | $0 | 0.0% | – |
| Berenson Acquisition Corp. I083690115 | *W EXP 08/01/202 | 49,200 | $0 | 0.0% | – |