Context Capital Management, LLC
- SEC CIK
- 0001301396
- Latest filing
- Jul 23, 2026
Holdings in Q4 2023
Holdings as of Dec 31, 2023, filed Feb 16, 2024. Long positions only; changes compare share counts with Q3 2023.
- Positions
- 281
- −30 vs. Q3 2023
- Portfolio value
- $1.49B
- +$242.3M (+19.4%) vs. Q3 2023
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| Peloton Interactive, Inc.70614WAB6 | NOTE 2/1 | – | $61.8M | 4.1% | – | – | – |
| Wayfair Inc.94419LAF8 | NOTE 1.000% 8/1 | – | $45.0M | 3.0% | – | – | – |
| Wayfair Inc.94419LAM3 | NOTE 0.625%10/0 | – | $40.7M | 2.7% | – | – | – |
| Coinbase Global, Inc.19260QAB3 | NOTE 0.500% 6/0 | – | $37.2M | 2.5% | – | – | – |
| MicroStrategy Inc594972AE1 | NOTE 2/1 | – | $36.8M | 2.5% | – | – | – |
| 3D Sys Corp Del88554DAD8 | NOTE 11/1 | – | $35.8M | 2.4% | – | – | – |
| Sea Ltd81141RAG5 | NOTE 0.250% 9/1 | – | $35.4M | 2.4% | – | – | – |
| Travere Therapeutics, Inc.89422GAA5 | NOTE 2.250% 3/0 | – | $35.2M | 2.4% | – | – | – |
| Marathon Digital Holdings IN565788AB2 | NOTE 1.000%12/0 | – | $33.1M | 2.2% | – | – | – |
| Xometry, Inc.98423FAB5 | NOTE 1.000% 2/0 | – | $32.0M | 2.1% | – | – | – |
| MicroStrategy Inc594972AC5 | NOTE 0.750%12/1 | – | $29.9M | 2.0% | – | – | – |
| Mannkind Corp56400PAQ5 | NOTE 2.500% 3/0 | – | $27.8M | 1.9% | – | – | – |
| Alphatec Hldgs Inc02081GAB8 | NOTE 0.750% 8/0 | – | $26.5M | 1.8% | – | – | – |
| Groupon, Inc.399473AF4 | NOTE 1.125% 3/1 | – | $26.4M | 1.8% | – | – | – |
| Affirm Hldgs Inc00827BAB2 | NOTE 11/1 | – | $25.4M | 1.7% | – | – | – |
| DraftKings Inc.26142RAB0 | NOTE 3/1 | – | $25.3M | 1.7% | – | – | – |
| Bandwidth Inc.05988JAB9 | NOTE 0.250% 3/0 | – | $24.2M | 1.6% | – | – | – |
| Revance Therapeutics, Inc.761330AB5 | NOTE 1.750% 2/1 | – | $23.9M | 1.6% | – | – | – |
| Wolfspeed, Inc.977852AD4 | NOTE 1.875%12/0 | – | $23.6M | 1.6% | – | New | – |
| New MTN Fin Corp647551AE0 | NOTE 7.500%10/1 | – | $23.6M | 1.6% | – | New | – |
| Cryolife Inc228903AB6 | NOTE 4.250% 7/0 | – | $23.4M | 1.6% | – | – | – |
| Five9, Inc.338307AD3 | NOTE 0.500% 6/0 | – | $22.8M | 1.5% | – | – | – |
| Geo Corrections Holdings Inc36166WAB9 | NOTE 6.500% 2/2 | – | $22.1M | 1.5% | – | – | – |
| Pegasystems Inc705573AB9 | NOTE 0.750% 3/0 | – | $21.9M | 1.5% | – | – | – |
| BridgeBio Pharma, Inc.10806XAD4 | NOTE 2.250% 2/0 | – | $21.4M | 1.4% | – | – | – |
| PTC Therapeutics, Inc.69366JAD3 | NOTE 1.500% 9/1 | – | $20.5M | 1.4% | – | – | – |
| Snap Inc83304AAB2 | NOTE 0.750% 8/0 | – | $20.3M | 1.4% | – | – | – |
| Semtech Corp816850AF8 | NOTE 1.625%11/0 | – | $20.0M | 1.3% | – | New | – |
| Fiverr Intl Ltd33835LAA3 | NOTE 11/0 | – | $19.6M | 1.3% | – | – | – |
| Health Catalyst, Inc.42225TAB3 | NOTE 2.500% 4/1 | – | $18.8M | 1.3% | – | – | – |
| KAMAN Corp483548AF0 | NOTE 3.250% 5/0 | – | $17.9M | 1.2% | – | – | – |
| Ascendis Pharma A/S04351PAD3 | NOTE 2.250% 4/0 | – | $17.5M | 1.2% | – | – | – |
| Teladoc Health, Inc.87918AAF2 | NOTE 1.250% 6/0 | – | $17.0M | 1.1% | – | – | – |
| NIO Inc.62914VAF3 | NOTE 0.500% 2/0 | – | $16.3M | 1.1% | – | – | – |
| Century Alum Co156431AQ1 | NOTE 2.750% 5/0 | – | $16.2M | 1.1% | – | – | – |
| Marriott Vacations Worldwide Corp57164YAD9 | NOTE 1/1 | – | $15.9M | 1.1% | – | New | – |
| Snap Inc83304AAH9 | NOTE 0.125% 3/0 | – | $15.8M | 1.1% | – | – | – |
| Sarepta Therapeutics, Inc.803607AD2 | NOTE 1.250% 9/1 | – | $14.9M | 1.0% | – | – | – |
| IRRXIntegrated Rail & Resources Acquisition Corp | CL A COM | 1,323,438 | $14.5M | 1.0% | 00.0% | Unchanged | History |
| Tilray Brands, Inc.88688TAC4 | NOTE 5.200% 6/1 | – | $13.6M | 0.9% | – | – | – |
| Upstart Hldgs Inc91680MAB3 | NOTE 0.250% 8/1 | – | $13.3M | 0.9% | – | – | – |
| Haemonetics Corp Mass405024AB6 | NOTE 3/0 | – | $13.0M | 0.9% | – | – | – |
| Guardant Health, Inc.40131MAB5 | NOTE 11/1 | – | $12.3M | 0.8% | – | – | – |
| Par Technology Corp698884AE3 | NOTE 1.500%10/1 | – | $12.2M | 0.8% | – | – | – |
| INSMED Inc457669AB5 | NOTE 0.750% 6/0 | – | $11.8M | 0.8% | – | – | – |
| Opko Health, Inc.68375NAD5 | NOTE 4.500% 2/1 | – | $11.5M | 0.8% | – | – | – |
| Karyopharm Therapeutics Inc.48576UAA4 | NOTE 3.000%10/1 | – | $10.7M | 0.7% | – | – | – |
| Arbor Realty Trust Inc038923BA5 | NOTE 7.500% 8/0 | – | $10.7M | 0.7% | – | New | – |
| Mesa Labs Inc59064RAA7 | NOTE 1.375% 8/1 | – | $10.7M | 0.7% | – | – | – |
| Esperion Therapeutics Inc Ne29664WAB1 | NOTE 4.000%11/1 | – | $10.6M | 0.7% | – | – | – |
| Nevro Corp64157FAC7 | NOTE 2.750% 4/0 | – | $10.1M | 0.7% | – | – | – |
| Redwood Trust Inc758075AF2 | NOTE 7.750% 6/1 | – | $10.0M | 0.7% | – | – | – |
| Bill.com Holdings090043AD2 | CONV BOND | – | $8.75M | 0.6% | – | New | – |
| Q2 Hldgs Inc74736LAD1 | NOTE 0.750% 6/0 | – | $8.73M | 0.6% | – | – | – |
| Digitalocean Hldgs Inc25402DAB8 | NOTE 12/0 | – | $8.71M | 0.6% | – | – | – |
| Block, Inc.852234AK9 | NOTE 0.250%11/0 | – | $8.52M | 0.6% | – | – | – |
| Unity Software Inc.91332UAB7 | NOTE 11/1 | – | $8.48M | 0.6% | – | – | – |
| PROS Holdings, Inc.74346YAG8 | NOTE 2.250% 9/1 | – | $8.21M | 0.6% | – | – | – |
| Gossamer Bio, Inc.38341PAA0 | NOTE 5.000% 6/0 | – | $8.19M | 0.6% | – | – | – |
| Starwood Ppty Tr Inc85571BBA2 | NOTE 6.750% 7/1 | – | $8.14M | 0.5% | – | – | – |
| Cree Inc225447AD3 | NOTE 1.750% 5/0 | – | $8.00M | 0.5% | – | New | – |
| Alarm Com Hldgs Inc011642AB1 | NOTE 1/1 | – | $7.80M | 0.5% | – | – | – |
| Itron, Inc.465741AN6 | NOTE 3/1 | – | $7.63M | 0.5% | – | – | – |
| Pennymac Corp70932AAF0 | NOTE 5.500% 3/1 | – | $7.54M | 0.5% | – | – | – |
| Omeros Corp682143AG7 | NOTE 5.250% 2/1 | – | $7.20M | 0.5% | – | – | – |
| Alnylam Pharmaceuticals, Inc.02043QAB3 | NOTE 1.000% 9/1 | – | $6.91M | 0.5% | – | – | – |
| Cardlytics, Inc.14161WAB1 | NOTE 1.000% 9/1 | – | $6.56M | 0.4% | – | New | – |
| Coherus Biosciences Inc19249HAB9 | NOTE 1.500% 4/1 | – | $6.10M | 0.4% | – | – | – |
| Invitae Corp46185LAB9 | NOTE 2.000% 9/0 | – | $5.87M | 0.4% | – | – | – |
| Plug Power Inc72919PAD5 | NOTE 3.750% 6/0 | – | $5.80M | 0.4% | – | New | – |
| Dexcom Inc252131AK3 | NOTE 0.250%11/1 | – | $5.77M | 0.4% | – | – | – |
| Innoviva, Inc.45781MAD3 | NOTE 2.125% 3/1 | – | $5.75M | 0.4% | – | – | – |
| Perficient Inc71375UAF8 | NOTE 0.125%11/1 | – | $5.74M | 0.4% | – | – | – |
| PetIQ, Inc.71639TAB2 | NOTE 4.000% 6/0 | – | $5.74M | 0.4% | – | – | – |
| Beyond Meat, Inc.08862EAB5 | NOTE 3/1 | – | $5.64M | 0.4% | – | – | – |
| Q2 Hldgs Inc74736LAF6 | NOTE 0.125%11/1 | – | $5.33M | 0.4% | – | – | – |
| InterDigital, Inc.45867GAD3 | NOTE 3.500% 6/0 | – | $5.14M | 0.3% | – | – | – |
| Etsy Inc29786AAL0 | NOTE 0.125% 9/0 | – | $5.13M | 0.3% | – | New | – |
| Infinera Corp45667GAE3 | NOTE 2.500% 3/0 | – | $5.05M | 0.3% | – | – | – |
| Wayfair Inc.94419LAP6 | NOTE 3.250% 9/1 | – | $4.95M | 0.3% | – | – | – |
| Chefs Whse Inc163086AB7 | NOTE 1.875%12/0 | – | $4.58M | 0.3% | – | – | – |
| Block, Inc.852234AJ2 | NOTE 5/0 | – | $4.57M | 0.3% | – | – | – |
| John Bean Technologies Corp477839AB0 | NOTE 0.250% 5/1 | – | $4.54M | 0.3% | – | – | – |
| Bentley Sys Inc08265TAB5 | NOTE 0.125% 1/1 | – | $4.47M | 0.3% | – | – | – |
| Nutanix, Inc.67059NAH1 | NOTE 0.250%10/0 | – | $4.32M | 0.3% | – | – | – |
| Mitek Sys Inc606710AA9 | NOTE 0.750% 2/0 | – | $4.22M | 0.3% | – | – | – |
| Sunnova Energy Intl Inc.86745KAH7 | NOTE 2.625% 2/1 | – | $4.00M | 0.3% | – | New | – |
| Cutera Inc232109AD0 | NOTE 2.250% 6/0 | – | $3.97M | 0.3% | – | – | – |
| Solaredge Technologies, Inc.83417MAD6 | NOTE 9/1 | – | $3.94M | 0.3% | – | – | – |
| Lci Inds501812AB7 | NOTE 1.125% 5/1 | – | $3.93M | 0.3% | – | – | – |
| Eventbrite, Inc.29975EAB5 | NOTE 5.000%12/0 | – | $3.90M | 0.3% | – | – | – |
| CFFSCF Acquisition Corp. VII | CLASS A COM | 350,000 | $3.80M | 0.3% | 00.0% | Unchanged | History |
| 8X8 Inc282914AB6 | NOTE 0.500% 2/0 | – | $3.72M | 0.2% | – | – | – |
| Shake Shack Inc.819047AB7 | NOTE 3/0 | – | $3.70M | 0.2% | – | – | – |
| Bigcommerce Hldgs Inc08975PAB4 | NOTE 0.250%10/0 | – | $3.67M | 0.2% | – | – | – |
| Spirit Airls Inc848577AB8 | NOTE 1.000% 5/1 | – | $3.49M | 0.2% | – | New | – |
| Sunnova Energy Intl Inc.86745KAF1 | NOTE 0.250%12/0 | – | $3.40M | 0.2% | – | New | – |
| Progenity Inc74319FAB3 | NOTE 7.250%12/0 | – | $3.32M | 0.2% | – | – | – |
| EMCGFEmbrace Change Acquisition Corp. | ORDINARY SHARES | 296,377 | $3.25M | 0.2% | 00.0% | Unchanged | History |
| Etsy Inc29786AAN6 | NOTE 0.250% 6/1 | – | $3.21M | 0.2% | – | New | – |
Sold out since Q3 2023 (61)
Positions held at the end of Q3 2023 that are gone from this filing.
| Security | Class | Shares in Q3 2023 | Value in Q3 2023 | % of portfolio in Q3 2023 | History |
|---|---|---|---|---|---|
| Omeros Corp682143AE2 | NOTE 6.250%11/1 | – | $26.7M | 2.1% | – |
| Intercept Pharmaceuticals IN45845PAB4 | NOTE 2.000% 5/1 | – | $22.6M | 1.8% | – |
| Accolade, Inc.00437EAB8 | NOTE 0.500% 4/0 | – | $21.8M | 1.7% | – |
| Applied Optoelectronics, Inc.03823UAB8 | NOTE 5.000% 3/1 | – | $12.4M | 1.0% | – |
| Cytokinetics Inc23282WAC4 | NOTE 3.500% 7/0 | – | $7.21M | 0.6% | – |
| Apollo Global Mgmt Inc03769M304 | SER A MAND CNV | 95,000 | $5.22M | 0.4% | – |
| Amyris, Inc.03236MAJ0 | NOTE 1.500%11/1 | – | $4.82M | 0.4% | – |
| CFIVCF Acquisition Corp. IV | COM CL A | 379,614 | $4.05M | 0.3% | History |
| Bloom Energy Corp093712AH0 | NOTE 2.500% 8/1 | – | $3.57M | 0.3% | – |
| Liberty Media Corp531229AQ5 | NOTE 2.250% 8/1 | – | $3.43M | 0.3% | – |
| Semnur Pharmaceuticals, Inc.G6256B106 | CLASS A ORD | 305,000 | $3.34M | 0.3% | – |
| 2U, LLC90214JAB7 | NOTE 2.250% 5/0 | – | $2.79M | 0.2% | – |
| Exact Sciences Corp30063PAC9 | NOTE 0.375% 3/0 | – | $2.59M | 0.2% | – |
| NovoCure Ltd67011XAB9 | NOTE 11/0 | – | $2.58M | 0.2% | – |
| Farfetch Ltd30744WAD9 | NOTE 3.750% 5/0 | – | $2.16M | 0.2% | – |
| LCWLearn CW Investment Corp | CL A ORD SHS | 174,605 | $1.86M | 0.1% | History |
| ZTO Express (Cayman) Inc.98980AAB1 | NOTE 1.500% 9/0 | – | $1.81M | 0.1% | – |
| Exact Sciences Corp30063PAB1 | NOTE 0.375% 3/1 | – | $1.81M | 0.1% | – |
| Fastly, Inc.31188VAB6 | NOTE 3/1 | – | $1.71M | 0.1% | – |
| RENEFCartesian Growth Corp II | CLASS A ORD | 100,000 | $1.09M | 0.1% | History |
| 99 Acquisition Group Inc65445K200 | UNIT 99/99/9999 | 37,500 | $389.0K | <0.1% | – |
| Syntec Optics Holdings, Inc.68218C108 | CLASS A COM | 20,000 | $212.0K | <0.1% | – |
| CF Acquisition Corp VIII12520C117 | *W EXP 03/31/202 | 377,370 | $94.0K | <0.1% | – |
| Ef Hutton Acquisition Corp I28201D125 | RIGHT 11/18/2027 | 540,000 | $92.0K | <0.1% | – |
| Kaleyra, Inc.483379111 | *W EXP 11/25/202 | 751,286 | $72.0K | <0.1% | – |
| Black Mountain Acq Corp09216A116 | *W EXP 10/15/202 | 928,400 | $44.0K | <0.1% | – |
| Mobiv Acquisition Corp60742N114 | *W EXP 07/31/202 | 454,100 | $32.0K | <0.1% | – |
| TLSIWTriSalus Life Sciences, Inc. | EQUITY WRT | 70,426 | $27.0K | <0.1% | History |
| Accretion Acquisition Corp00438Y123 | RIGHT 03/01/2028 | 352,268 | $23.0K | <0.1% | – |
| Innovative Intl Acqusitin CoG4809M125 | *W EXP 07/01/202 | 274,598 | $18.0K | <0.1% | – |
| Ef Hutton Acquisition Corp I28201D117 | *W EXP 11/18/202 | 540,000 | $17.0K | <0.1% | – |
| Rose Hill Acquisition CorpG7637J123 | *W EXP 10/07/202 | 288,478 | $14.0K | <0.1% | – |
| C5 Acquisition Corporation12530D113 | *W EXP 12/31/202 | 351,870 | $13.0K | <0.1% | – |
| Clean Earth Acquisitions Cor184493120 | RIGHT 01/01/2027 | 99,800 | $13.0K | <0.1% | – |
| Perception Capital Corp IIG7007D110 | *W EXP 10/25/202 | 118,203 | $11.0K | <0.1% | – |
| Benson Hill, Inc.082490111 | *W EXP 99/99/999 | 306,928 | $10.0K | <0.1% | – |
| Omnilit Acquisition Corp68218C116 | *W EXP 11/08/202 | 221,235 | $10.0K | <0.1% | – |
| KnightSwan Acquisition Corp499103117 | *W EXP 99/99/999 | 250,000 | $9.00K | <0.1% | – |
| Jaguar Global Growth Corp IG5S11A130 | *W EXP 11/23/202 | 97,550 | $9.00K | <0.1% | – |
| Infint Acquisition CorpG47862126 | *W EXP 99/99/999 | 188,200 | $8.00K | <0.1% | – |
| 7GC & Co Holdings Inc81786A115 | *W EXP 12/23/202 | 80,979 | $7.00K | <0.1% | – |
| Prospector Capital CorpG7273A113 | *W EXP 01/01/202 | 127,872 | $7.00K | <0.1% | – |
| Healthwell Acquisition Corp42227R117 | *W EXP 08/05/202 | 500,000 | $7.00K | <0.1% | – |
| BioPlus Acquisition Corp.G11217125 | *W EXP 12/02/202 | 105,069 | $6.00K | <0.1% | – |
| CF Acquisition Corp. IV12520T110 | *W EXP 12/31/202 | 95,285 | $5.00K | <0.1% | – |
| Cano Health, Inc.13781Y111 | *W EXP 06/03/202 | 80,948 | $4.00K | <0.1% | – |
| Liv Capital Acquisitn Corp IG5510R113 | *W EXP 02/07/202 | 75,000 | $3.00K | <0.1% | – |
| Clean Earth Acquisitions Cor184493112 | *W EXP 99/99/999 | 50,000 | $3.00K | <0.1% | – |
| Nogin, Inc.65528N113 | *W EXP 08/26/202 | 157,100 | $3.00K | <0.1% | – |
| Electriq Power Holdings, Inc.285046116 | Warrant | 97,166 | $3.00K | <0.1% | – |
| Infinite Acquisition Corp.G48028123 | *W EXP 11/23/202 | 45,711 | $2.00K | <0.1% | – |
| Seaport Global Acquisition I81221H113 | *W EXP 11/17/202 | 24,945 | $1.00K | <0.1% | – |
| Iconic Sports Acquisition Corp.G4712C115 | *W EXP 10/12/202 | 247,430 | $1.00K | <0.1% | – |
| LF Capital Acquisition Corp50202D110 | *W EXP 05/19/202 | 150,000 | $1.00K | <0.1% | – |
| Crescera Cap Acquisition CorG26507114 | *W EXP 11/18/202 | 199,800 | $1.00K | <0.1% | – |
| Chenghe Acquisition Co.G2086M123 | *W EXP 04/22/202 | 25,000 | $1.00K | <0.1% | – |
| Appreciate Holdings, Inc.03832J114 | *W EXP 11/29/202 | 135,266 | $1.00K | <0.1% | – |
| UpHealth, Inc.91532B119 | *W EXP 06/08/202 | 10,000 | $0 | 0.0% | – |
| AGILWAgileThought, Inc. | *W EXP 99/99/999 | 47,638 | $0 | 0.0% | History |
| Juniper II Corp48203N111 | *W EXP 99/99/999 | 100,000 | $0 | 0.0% | – |
| SBIGWSBIG Holdings, Inc. | *W EXP 06/14/202 | 62,706 | $0 | 0.0% | History |