Context Capital Management, LLC
- SEC CIK
- 0001301396
- Latest filing
- Jul 23, 2026
Holdings in Q3 2023
Holdings as of Sep 30, 2023, filed Nov 13, 2023. Long positions only; changes compare share counts with Q2 2023.
- Positions
- 311
- −4 vs. Q2 2023
- Portfolio value
- $1.25B
- +$140.4M (+12.7%) vs. Q2 2023
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| Peloton Interactive, Inc.70614WAB6 | NOTE 2/1 | – | $47.0M | 3.8% | – | – | – |
| Wayfair Inc.94419LAM3 | NOTE 0.625%10/0 | – | $38.8M | 3.1% | – | – | – |
| Wayfair Inc.94419LAF8 | NOTE 1.000% 8/1 | – | $38.7M | 3.1% | – | – | – |
| Omeros Corp682143AE2 | NOTE 6.250%11/1 | – | $26.7M | 2.1% | – | – | – |
| Travere Therapeutics, Inc.89422GAA5 | NOTE 2.250% 3/0 | – | $26.7M | 2.1% | – | – | – |
| Five9, Inc.338307AD3 | NOTE 0.500% 6/0 | – | $26.5M | 2.1% | – | – | – |
| Sea Ltd81141RAG5 | NOTE 0.250% 9/1 | – | $25.8M | 2.1% | – | – | – |
| MicroStrategy Inc594972AE1 | NOTE 2/1 | – | $24.8M | 2.0% | – | – | – |
| Sarepta Therapeutics, Inc.803607AD2 | NOTE 1.250% 9/1 | – | $24.6M | 2.0% | – | New | – |
| BridgeBio Pharma, Inc.10806XAD4 | NOTE 2.250% 2/0 | – | $24.1M | 1.9% | – | – | – |
| Mannkind Corp56400PAQ5 | NOTE 2.500% 3/0 | – | $23.8M | 1.9% | – | – | – |
| Intercept Pharmaceuticals IN45845PAB4 | NOTE 2.000% 5/1 | – | $22.6M | 1.8% | – | – | – |
| Accolade, Inc.00437EAB8 | NOTE 0.500% 4/0 | – | $21.8M | 1.7% | – | – | – |
| Affirm Hldgs Inc00827BAB2 | NOTE 11/1 | – | $21.8M | 1.7% | – | – | – |
| MicroStrategy Inc594972AC5 | NOTE 0.750%12/1 | – | $21.6M | 1.7% | – | – | – |
| Pegasystems Inc705573AB9 | NOTE 0.750% 3/0 | – | $21.6M | 1.7% | – | – | – |
| Cryolife Inc228903AB6 | NOTE 4.250% 7/0 | – | $21.2M | 1.7% | – | – | – |
| Marathon Digital Holdings IN565788AB2 | NOTE 1.000%12/0 | – | $21.1M | 1.7% | – | – | – |
| Snap Inc83304AAB2 | NOTE 0.750% 8/0 | – | $20.7M | 1.7% | – | – | – |
| Geo Corrections Holdings Inc36166WAB9 | NOTE 6.500% 2/2 | – | $20.6M | 1.7% | – | New | – |
| Fiverr Intl Ltd33835LAA3 | NOTE 11/0 | – | $19.1M | 1.5% | – | – | – |
| Xometry, Inc.98423FAB5 | NOTE 1.000% 2/0 | – | $18.7M | 1.5% | – | – | – |
| Health Catalyst, Inc.42225TAB3 | NOTE 2.500% 4/1 | – | $18.7M | 1.5% | – | – | – |
| 3D Sys Corp Del88554DAD8 | NOTE 11/1 | – | $18.7M | 1.5% | – | – | – |
| DraftKings Inc.26142RAB0 | NOTE 3/1 | – | $18.2M | 1.5% | – | – | – |
| Coinbase Global, Inc.19260QAB3 | NOTE 0.500% 6/0 | – | $16.6M | 1.3% | – | – | – |
| Groupon, Inc.399473AF4 | NOTE 1.125% 3/1 | – | $16.4M | 1.3% | – | – | – |
| Wayfair Inc.94419LAP6 | NOTE 3.250% 9/1 | – | $15.4M | 1.2% | – | New | – |
| Revance Therapeutics, Inc.761330AB5 | NOTE 1.750% 2/1 | – | $14.7M | 1.2% | – | – | – |
| NIO Inc.62914VAF3 | NOTE 0.500% 2/0 | – | $14.7M | 1.2% | – | – | – |
| IRRXIntegrated Rail & Resources Acquisition Corp | CL A COM | 1,323,438 | $14.4M | 1.2% | 00.0% | Unchanged | History |
| Tilray Brands, Inc.88688TAC4 | NOTE 5.200% 6/1 | – | $14.0M | 1.1% | – | New | – |
| Karyopharm Therapeutics Inc.48576UAA4 | NOTE 3.000%10/1 | – | $13.3M | 1.1% | – | – | – |
| Teladoc Health, Inc.87918AAF2 | NOTE 1.250% 6/0 | – | $13.3M | 1.1% | – | – | – |
| Haemonetics Corp Mass405024AB6 | NOTE 3/0 | – | $12.7M | 1.0% | – | – | – |
| Snap Inc83304AAH9 | NOTE 0.125% 3/0 | – | $12.6M | 1.0% | – | New | – |
| Bandwidth Inc.05988JAB9 | NOTE 0.250% 3/0 | – | $12.6M | 1.0% | – | – | – |
| Applied Optoelectronics, Inc.03823UAB8 | NOTE 5.000% 3/1 | – | $12.4M | 1.0% | – | – | – |
| INSMED Inc457669AB5 | NOTE 0.750% 6/0 | – | $12.1M | 1.0% | – | New | – |
| Ascendis Pharma A/S04351PAD3 | NOTE 2.250% 4/0 | – | $12.0M | 1.0% | – | – | – |
| Opko Health, Inc.68375NAD5 | NOTE 4.500% 2/1 | – | $11.6M | 0.9% | – | – | – |
| Redwood Trust Inc758075AF2 | NOTE 7.750% 6/1 | – | $11.2M | 0.9% | – | – | – |
| Mesa Labs Inc59064RAA7 | NOTE 1.375% 8/1 | – | $10.4M | 0.8% | – | – | – |
| KAMAN Corp483548AF0 | NOTE 3.250% 5/0 | – | $10.2M | 0.8% | – | – | – |
| Nevro Corp64157FAC7 | NOTE 2.750% 4/0 | – | $10.2M | 0.8% | – | – | – |
| Par Technology Corp698884AE3 | NOTE 1.500%10/1 | – | $10.2M | 0.8% | – | – | – |
| Snap Inc83304AAF3 | NOTE 5/0 | – | $10.2M | 0.8% | – | – | – |
| Esperion Therapeutics Inc Ne29664WAB1 | NOTE 4.000%11/1 | – | $9.30M | 0.7% | – | – | – |
| Pennymac Corp70932AAF0 | NOTE 5.500% 3/1 | – | $9.08M | 0.7% | – | – | – |
| Cutera Inc232109AD0 | NOTE 2.250% 6/0 | – | $8.75M | 0.7% | – | – | – |
| Gossamer Bio, Inc.38341PAA0 | NOTE 5.000% 6/0 | – | $8.69M | 0.7% | – | – | – |
| Q2 Hldgs Inc74736LAD1 | NOTE 0.750% 6/0 | – | $8.40M | 0.7% | – | – | – |
| Guardant Health, Inc.40131MAB5 | NOTE 11/1 | – | $8.35M | 0.7% | – | – | – |
| Digitalocean Hldgs Inc25402DAB8 | NOTE 12/0 | – | $8.06M | 0.6% | – | – | – |
| Beyond Meat, Inc.08862EAB5 | NOTE 3/1 | – | $7.96M | 0.6% | – | – | – |
| Block, Inc.852234AK9 | NOTE 0.250%11/0 | – | $7.76M | 0.6% | – | – | – |
| Starwood Ppty Tr Inc85571BBA2 | NOTE 6.750% 7/1 | – | $7.74M | 0.6% | – | – | – |
| Veritone, Inc.92347MAB6 | NOTE 1.750%11/1 | – | $7.54M | 0.6% | – | – | – |
| Unity Software Inc.91332UAB7 | NOTE 11/1 | – | $7.35M | 0.6% | – | – | – |
| Omeros Corp682143AG7 | NOTE 5.250% 2/1 | – | $7.26M | 0.6% | – | – | – |
| Cytokinetics Inc23282WAC4 | NOTE 3.500% 7/0 | – | $7.21M | 0.6% | – | New | – |
| PTC Therapeutics, Inc.69366JAD3 | NOTE 1.500% 9/1 | – | $7.16M | 0.6% | – | New | – |
| Invitae Corp46185LAB9 | NOTE 2.000% 9/0 | – | $6.93M | 0.6% | – | – | – |
| Coherus Biosciences Inc19249HAB9 | NOTE 1.500% 4/1 | – | $6.61M | 0.5% | – | – | – |
| Bentley Sys Inc08265TAB5 | NOTE 0.125% 1/1 | – | $6.29M | 0.5% | – | – | – |
| BridgeBio Pharma, Inc.10806XAB8 | NOTE 2.500% 3/1 | – | $5.86M | 0.5% | – | – | – |
| Solaredge Technologies, Inc.83417MAD6 | NOTE 9/1 | – | $5.76M | 0.5% | – | New | – |
| Eventbrite, Inc.29975EAD1 | NOTE 0.750% 9/1 | – | $5.74M | 0.5% | – | – | – |
| Ceridian HCM Hldg Inc15677JAD0 | NOTE 0.250% 3/1 | – | $5.72M | 0.5% | – | New | – |
| Upwork, Inc91688FAB0 | NOTE 0.250% 8/1 | – | $5.63M | 0.5% | – | – | – |
| Perficient Inc71375UAF8 | NOTE 0.125%11/1 | – | $5.55M | 0.4% | – | – | – |
| Apollo Global Mgmt Inc03769M304 | SER A MAND CNV | 95,000 | $5.22M | 0.4% | +95,000 | New | – |
| Q2 Hldgs Inc74736LAF6 | NOTE 0.125%11/1 | – | $5.21M | 0.4% | – | – | – |
| PROS Holdings, Inc.74346YAG8 | NOTE 2.250% 9/1 | – | $5.02M | 0.4% | – | – | – |
| Infinera Corp45667GAE3 | NOTE 2.500% 3/0 | – | $4.89M | 0.4% | – | – | – |
| Amyris, Inc.03236MAJ0 | NOTE 1.500%11/1 | – | $4.82M | 0.4% | – | – | – |
| Dexcom Inc252131AK3 | NOTE 0.250%11/1 | – | $4.71M | 0.4% | – | – | – |
| Alnylam Pharmaceuticals, Inc.02043QAB3 | NOTE 1.000% 9/1 | – | $4.64M | 0.4% | – | New | – |
| Liveperson Inc538146AD3 | NOTE 12/1 | – | $4.55M | 0.4% | – | – | – |
| InterDigital, Inc.45867GAD3 | NOTE 3.500% 6/0 | – | $4.13M | 0.3% | – | New | – |
| Eventbrite, Inc.29975EAB5 | NOTE 5.000%12/0 | – | $4.11M | 0.3% | – | – | – |
| CFIVCF Acquisition Corp. IV | COM CL A | 379,614 | $4.05M | 0.3% | 00.0% | Unchanged | History |
| PetIQ, Inc.71639TAB2 | NOTE 4.000% 6/0 | – | $3.95M | 0.3% | – | New | – |
| DISH Network CORP25470MAF6 | NOTE 12/1 | – | $3.94M | 0.3% | – | – | – |
| Mitek Sys Inc606710AA9 | NOTE 0.750% 2/0 | – | $3.92M | 0.3% | – | New | – |
| CFFSCF Acquisition Corp. VII | CLASS A COM | 350,000 | $3.75M | 0.3% | 00.0% | Unchanged | History |
| Lci Inds501812AB7 | NOTE 1.125% 5/1 | – | $3.74M | 0.3% | – | – | – |
| Innoviva, Inc.45781MAD3 | NOTE 2.125% 3/1 | – | $3.71M | 0.3% | – | – | – |
| Bigcommerce Hldgs Inc08975PAB4 | NOTE 0.250%10/0 | – | $3.69M | 0.3% | – | – | – |
| 8X8 Inc282914AB6 | NOTE 0.500% 2/0 | – | $3.61M | 0.3% | – | – | – |
| Bloom Energy Corp093712AH0 | NOTE 2.500% 8/1 | – | $3.57M | 0.3% | – | – | – |
| Liberty Media Corp531229AQ5 | NOTE 2.250% 8/1 | – | $3.43M | 0.3% | – | New | – |
| Blackline, Inc.09239BAD1 | NOTE 3/1 | – | $3.42M | 0.3% | – | – | – |
| Semnur Pharmaceuticals, Inc.G6256B106 | CLASS A ORD | 305,000 | $3.34M | 0.3% | 00.0% | Unchanged | – |
| Century Alum Co156431AQ1 | NOTE 2.750% 5/0 | – | $3.30M | 0.3% | – | – | – |
| Alarm Com Hldgs Inc011642AB1 | NOTE 1/1 | – | $3.25M | 0.3% | – | New | – |
| EMCGFEmbrace Change Acquisition Corp. | ORDINARY SHARES | 296,377 | $3.20M | 0.3% | 00.0% | Unchanged | History |
| Two HBRS Invt Corp90187BAB7 | NOTE 6.250% 1/1 | – | $2.94M | 0.2% | – | – | – |
| Alphatec Hldgs Inc02081GAB8 | NOTE 0.750% 8/0 | – | $2.88M | 0.2% | – | New | – |
| Par Technology Corp698884AC7 | NOTE 2.875% 4/1 | – | $2.83M | 0.2% | – | – | – |
Sold out since Q2 2023 (44)
Positions held at the end of Q2 2023 that are gone from this filing.
| Security | Class | Shares in Q2 2023 | Value in Q2 2023 | % of portfolio in Q2 2023 | History |
|---|---|---|---|---|---|
| CONMED Corp207410AH4 | NOTE 2.250% 6/1 | – | $9.07M | 0.8% | – |
| National Vision Hldgs Inc63845RAB3 | NOTE 2.500% 5/1 | – | $5.76M | 0.5% | – |
| Exact Sciences Corp30063PAD7 | DEBT 2.000% 3/0 | – | $5.54M | 0.5% | – |
| Lumentum Hldgs Inc55024UAD1 | NOTE 0.500%12/1 | – | $4.44M | 0.4% | – |
| GBBKGlobal Blockchain Acquisition Corp. | COMMON STOCK | 400,000 | $4.18M | 0.4% | History |
| Splunk Inc848637AF1 | NOTE 1.125% 6/1 | – | $3.76M | 0.3% | – |
| Belong Acquisition Corp.08069M102 | CLASS A COM | 350,000 | $3.58M | 0.3% | – |
| FG Merger Corp30324Y101 | COMMON STOCK | 325,000 | $3.44M | 0.3% | – |
| Neogenomics Inc64049MAA8 | NOTE 1.250% 5/0 | – | $3.29M | 0.3% | – |
| Ftac Zeus Acquisition Cor30320F106 | CLASS A COM | 300,000 | $3.13M | 0.3% | – |
| DISH Network CORP25470MAD1 | NOTE 2.375% 3/1 | – | $3.05M | 0.3% | – |
| Stride, Inc.86333MAA6 | NOTE 1.125% 9/0 | – | $2.88M | 0.3% | – |
| Varex Imaging Corp92214XAB2 | NOTE 4.000% 6/0 | – | $2.16M | 0.2% | – |
| Aimfinity Investment Corp. IG0135E142 | UNIT 04/21/2027 | 200,000 | $2.11M | 0.2% | – |
| Confluent, Inc.20717MAB9 | NOTE 1/1 | – | $2.01M | 0.2% | – |
| Axonprime Infrstctr Aqstn Co05467C108 | CLASS A COM | 195,428 | $2.01M | 0.2% | – |
| Roadzen Inc.G9320Z109 | CLASS A ORD | 174,139 | $1.85M | 0.2% | – |
| FTIIFutureTech II Acquisition Corp. | CLASS A COM | 150,000 | $1.60M | 0.1% | History |
| TWCBBilander Acquisition Corp. | CL A COM | 150,000 | $1.52M | 0.1% | History |
| Chegg, Inc163092AD1 | NOTE 0.125% 3/1 | – | $1.33M | 0.1% | – |
| ALCUFAlchemy Investments Acquisition Corp 1 | UNIT 11/30/2027 | 100,000 | $1.02M | 0.1% | History |
| GSR II Meteora Acquisitn Cor36263W121 | *W EXP 02/24/202 | 1,348,690 | $182.0K | <0.1% | – |
| GSR II Meteora Acquisitn Cor36263W113 | RIGHT 02/24/2027 | 43,493 | $137.0K | <0.1% | – |
| GoGreen Investments CorpG9461B119 | *W EXP 05/31/202 | 100,200 | $98.0K | <0.1% | – |
| Intl GNRL Insurance HLDNGS LG4809J114 | *W EXP 03/17/202 | 129,205 | $79.0K | <0.1% | – |
| DTIDrilling Tools International Corp | COM | 17,743 | $77.0K | <0.1% | History |
| OABIWOmniAb, Inc. | *W EXP 11/01/202 | 68,321 | $53.0K | <0.1% | History |
| The Growth for Good Acqu CorG41522130 | RIGHT 11/12/2026 | 300,000 | $42.0K | <0.1% | – |
| PEGRProject Energy Reimagined Acquisition Corp. | CLASS A ORD | 2,400 | $25.0K | <0.1% | History |
| The Growth for Good Acqu CorG41522114 | *W EXP 11/12/202 | 250,000 | $20.0K | <0.1% | – |
| FG Merger Corp30324Y119 | *W EXP 06/17/202 | 243,750 | $13.0K | <0.1% | – |
| Financial Strategies Acquisi31772T123 | RIGHT 07/01/2023 | 249,000 | $12.0K | <0.1% | – |
| Ftac Zeus Acquisition Cor30320F114 | *W EXP 04/15/202 | 440,000 | $8.00K | <0.1% | – |
| Murphy Canyon Acquisition Co626642110 | *W EXP 01/25/202 | 128,500 | $6.00K | <0.1% | – |
| Viscogliosi Bros Acquistn Co92838K118 | *W EXP 03/18/202 | 173,846 | $6.00K | <0.1% | – |
| UTA Acquisition CorpG9473A117 | *W EXP 10/30/202 | 84,500 | $6.00K | <0.1% | – |
| Axios Sustainable GRW Acq CoG0703K116 | *W EXP 99/99/999 | 475,101 | $5.00K | <0.1% | – |
| Axios Sustainable GRW Acq CoG0703K124 | RIGHT 99/99/9999 | 475,101 | $5.00K | <0.1% | – |
| Oxbridge Acquisition CorpG6855L117 | *W EXP 08/04/202 | 93,670 | $4.00K | <0.1% | – |
| Heartland Media Acquisition Corp.42237V116 | *W EXP 99/99/999 | 274,391 | $4.00K | <0.1% | – |
| Medtech Acquisition Corp58507N113 | *W EXP 12/18/202 | 70,426 | $3.00K | <0.1% | – |
| Financial Strategies Acquisi31772T115 | *W EXP 03/31/202 | 195,100 | $2.00K | <0.1% | – |
| Sustainable Develp Acqu I Co86934L111 | *W EXP 02/04/202 | 37,500 | $1.00K | <0.1% | – |
| Forum Merger IV Corp349875112 | *W EXP 03/15/202 | 54,354 | $0 | 0.0% | – |