Context Capital Management, LLC
- SEC CIK
- 0001301396
- Latest filing
- Jul 23, 2026
Holdings in Q1 2024
Holdings as of Mar 31, 2024, filed May 2, 2024. Long positions only; changes compare share counts with Q4 2023.
- Positions
- 277
- −4 vs. Q4 2023
- Portfolio value
- $2.10B
- +$608.9M (+40.9%) vs. Q4 2023
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| Skin 1.250 10/01/26 CVT88331LAA6 | COM | – | $85.5M | 4.1% | – | New | – |
| Peloton Interactive, Inc.70614WAB6 | NOTE 2/1 | – | $78.8M | 3.8% | – | – | – |
| MicroStrategy Inc594972AE1 | NOTE 2/1 | – | $73.0M | 3.5% | – | – | – |
| Wayfair Inc.94419LAF8 | NOTE 1.000% 8/1 | – | $62.5M | 3.0% | – | – | – |
| 3D Sys Corp Del88554DAD8 | NOTE 11/1 | – | $56.8M | 2.7% | – | – | – |
| Alphatec Hldgs Inc02081GAB8 | NOTE 0.750% 8/0 | – | $45.7M | 2.2% | – | – | – |
| Affirm Hldgs Inc00827BAB2 | NOTE 11/1 | – | $43.3M | 2.1% | – | – | – |
| Upstart Hldgs Inc91680MAB3 | NOTE 0.250% 8/1 | – | $41.5M | 2.0% | – | – | – |
| Wayfair Inc.94419LAM3 | NOTE 0.625%10/0 | – | $41.5M | 2.0% | – | – | – |
| Travere Therapeutics, Inc.89422GAA5 | NOTE 2.250% 3/0 | – | $39.0M | 1.9% | – | – | – |
| PRCH 6.750 10/01/28733245AC8 | COM | – | $38.6M | 1.8% | – | New | – |
| Sea Ltd81141RAG5 | NOTE 0.250% 9/1 | – | $38.4M | 1.8% | – | – | – |
| Groupon, Inc.399473AF4 | NOTE 1.125% 3/1 | – | $36.5M | 1.7% | – | – | – |
| Marathon Digital Holdings IN565788AB2 | NOTE 1.000%12/0 | – | $36.4M | 1.7% | – | – | – |
| Xometry, Inc.98423FAB5 | NOTE 1.000% 2/0 | – | $33.9M | 1.6% | – | – | – |
| MicroStrategy Inc594972AC5 | NOTE 0.750%12/1 | – | $33.2M | 1.6% | – | – | – |
| Revance Therapeutics, Inc.761330AB5 | NOTE 1.750% 2/1 | – | $32.7M | 1.6% | – | – | – |
| Esperion Therapeutics Inc Ne29664WAB1 | NOTE 4.000%11/1 | – | $32.1M | 1.5% | – | – | – |
| BridgeBio Pharma, Inc.10806XAD4 | NOTE 2.250% 2/0 | – | $29.9M | 1.4% | – | – | – |
| Bandwidth Inc.05988JAB9 | NOTE 0.250% 3/0 | – | $29.4M | 1.4% | – | – | – |
| New MTN Fin Corp647551AE0 | NOTE 7.500%10/1 | – | $27.7M | 1.3% | – | – | – |
| SoFi 1.250 03/15/29 CVT83406FAC6 | CONVERTIBLE BOND | – | $27.2M | 1.3% | – | New | – |
| Geo Corrections Holdings Inc36166WAB9 | NOTE 6.500% 2/2 | – | $27.1M | 1.3% | – | – | – |
| SoFi Technologies, Inc.83406FAA0 | BOND | – | $26.6M | 1.3% | – | New | – |
| SSR MNG Inc784730AB9 | NOTE 2.500% 4/0 | – | $25.6M | 1.2% | – | New | – |
| Cree Inc225447AD3 | NOTE 1.750% 5/0 | – | $25.4M | 1.2% | – | – | – |
| WisdomTree, Inc.97717PAF1 | NOTE 5.750% 8/1 | – | $24.3M | 1.2% | – | New | – |
| Coherus Biosciences Inc19249HAB9 | NOTE 1.500% 4/1 | – | $24.2M | 1.2% | – | – | – |
| Array Technologies, Inc.04271TAB6 | NOTE 1.000%12/0 | – | $23.4M | 1.1% | – | – | – |
| Semtech Corp816850AF8 | NOTE 1.625%11/0 | – | $23.0M | 1.1% | – | – | – |
| Cryolife Inc228903AB6 | NOTE 4.250% 7/0 | – | $22.6M | 1.1% | – | – | – |
| Mitek Sys Inc606710AA9 | NOTE 0.750% 2/0 | – | $22.0M | 1.0% | – | – | – |
| Pegasystems Inc705573AB9 | NOTE 0.750% 3/0 | – | $21.1M | 1.0% | – | – | – |
| PTC Therapeutics, Inc.69366JAD3 | NOTE 1.500% 9/1 | – | $20.9M | 1.0% | – | – | – |
| Snap Inc83304AAH9 | NOTE 0.125% 3/0 | – | $20.9M | 1.0% | – | – | – |
| Mannkind Corp56400PAQ5 | NOTE 2.500% 3/0 | – | $20.6M | 1.0% | – | – | – |
| Century Alum Co156431AQ1 | NOTE 2.750% 5/0 | – | $19.8M | 0.9% | – | – | – |
| Fiverr Intl Ltd33835LAA3 | NOTE 11/0 | – | $19.8M | 0.9% | – | – | – |
| Health Catalyst, Inc.42225TAB3 | NOTE 2.500% 4/1 | – | $19.5M | 0.9% | – | – | – |
| Plug Power Inc72919PAD5 | NOTE 3.750% 6/0 | – | $18.4M | 0.9% | – | – | – |
| Rivian Automotive, Inc.76954AAB9 | NOTE 4.625% 3/1 | – | $18.0M | 0.9% | – | New | – |
| IBITiShares Bitcoin Trust ETF | ETF | 443,000 | $17.9M | 0.9% | +443,000 | New | History |
| PPL Cap FDG Inc69352PAS2 | NOTE 2.875% 3/1 | – | $17.7M | 0.8% | – | New | – |
| Par Technology Corp698884AE3 | NOTE 1.500%10/1 | – | $17.3M | 0.8% | – | – | – |
| Lucid Group, Inc.549498AA1 | BOND | – | $17.2M | 0.8% | – | New | – |
| Collegium Pharmaceutical, Inc19459JAC8 | NOTE 2.875% 2/1 | – | $17.1M | 0.8% | – | New | – |
| Semtech Corp816850AG6 | NOTE 4% 11/1/28 | – | $16.5M | 0.8% | – | New | – |
| Coinbase Global, Inc.19260QAB3 | NOTE 0.500% 6/0 | – | $16.3M | 0.8% | – | – | – |
| Shake Shack Inc.819047AB7 | NOTE 3/0 | – | $15.9M | 0.8% | – | – | – |
| Wayfair Inc.94419LAP6 | NOTE 3.250% 9/1 | – | $15.5M | 0.7% | – | – | – |
| Starwood Ppty Tr Inc85571BBA2 | NOTE 6.750% 7/1 | – | $15.0M | 0.7% | – | – | – |
| INSMED Inc457669AB5 | NOTE 0.750% 6/0 | – | $14.9M | 0.7% | – | – | – |
| Southern Co842587DP9 | NOTE 3.875%12/1 | – | $14.7M | 0.7% | – | New | – |
| Redwood Trust Inc758075AF2 | NOTE 7.750% 6/1 | – | $14.6M | 0.7% | – | – | – |
| Tilray Brands, Inc.88688TAC4 | NOTE 5.200% 6/1 | – | $14.5M | 0.7% | – | – | – |
| Assertio Holdings, Inc.04546CAB2 | NOTE 6.500% 9/0 | – | $13.5M | 0.6% | – | New | – |
| Teladoc Health, Inc.87918AAF2 | NOTE 1.250% 6/0 | – | $13.2M | 0.6% | – | – | – |
| Virgin Galactic HLDS Inc 144 2.5 02/01/202792766KAA4 | FIXED INCOME | – | $12.5M | 0.6% | – | New | – |
| Omeros Corp682143AG7 | NOTE 5.250% 2/1 | – | $12.0M | 0.6% | – | – | – |
| Snap Inc83304AAF3 | NOTE 5/0 | – | $11.8M | 0.6% | – | – | – |
| Karyopharm Therapeutics Inc.48576UAA4 | NOTE 3.000%10/1 | – | $11.7M | 0.6% | – | – | – |
| Wolfspeed, Inc.977852AD4 | NOTE 1.875%12/0 | – | $11.4M | 0.5% | – | – | – |
| Chefs Whse Inc163086AE1 | NOTE 2.375%12/1 | – | $11.0M | 0.5% | – | New | – |
| Marriott Vacations Worldwide Corp57164YAD9 | NOTE 1/1 | – | $10.9M | 0.5% | – | – | – |
| Etsy Inc29786AAL0 | NOTE 0.125% 9/0 | – | $10.9M | 0.5% | – | – | – |
| Unity Software Inc.91332UAB7 | NOTE 11/1 | – | $10.7M | 0.5% | – | – | – |
| Arbor Realty Trust Inc038923BA5 | NOTE 7.500% 8/0 | – | $10.4M | 0.5% | – | – | – |
| Nevro Corp64157FAC7 | NOTE 2.750% 4/0 | – | $10.3M | 0.5% | – | – | – |
| Upwork, Inc91688FAB0 | NOTE 0.250% 8/1 | – | $10.3M | 0.5% | – | – | – |
| Q2 Hldgs Inc74736LAD1 | NOTE 0.750% 6/0 | – | $10.0M | 0.5% | – | – | – |
| Mesa Labs Inc59064RAA7 | NOTE 1.375% 8/1 | – | $9.97M | 0.5% | – | – | – |
| Stem, Inc.85859NAA0 | NOTE 2/0 | – | $9.70M | 0.5% | – | New | – |
| DraftKings Inc.26142RAB0 | NOTE 3/1 | – | $9.07M | 0.4% | – | – | – |
| Digitalocean Hldgs Inc25402DAB8 | NOTE 12/0 | – | $8.83M | 0.4% | – | – | – |
| Gossamer Bio, Inc.38341PAA0 | NOTE 5.000% 6/0 | – | $8.75M | 0.4% | – | – | – |
| Chefs Whse Inc163086AB7 | NOTE 1.875%12/0 | – | $8.69M | 0.4% | – | – | – |
| Block, Inc.852234AK9 | NOTE 0.250%11/0 | – | $8.63M | 0.4% | – | – | – |
| NIO Inc.62914VAF3 | NOTE 0.500% 2/0 | – | $8.44M | 0.4% | – | – | – |
| Cardlytics, Inc.14161WAB1 | NOTE 1.000% 9/1 | – | $8.38M | 0.4% | – | – | – |
| Stem Inc. 144A 4.25 04/01/203085859NAC6 | FIXED INCOME | – | $8.10M | 0.4% | – | New | – |
| PROS Holdings, Inc.74346YAG8 | NOTE 2.250% 9/1 | – | $7.91M | 0.4% | – | – | – |
| Pennymac Corp70932AAF0 | NOTE 5.500% 3/1 | – | $7.75M | 0.4% | – | – | – |
| PetIQ, Inc.71639TAB2 | NOTE 4.000% 6/0 | – | $7.62M | 0.4% | – | – | – |
| Beyond Meat, Inc.08862EAB5 | NOTE 3/1 | – | $6.89M | 0.3% | – | – | – |
| RWT Hldgs Inc749772AD1 | CONVERTIBLE BOND | – | $6.65M | 0.3% | – | New | – |
| Sarepta Therapeutics, Inc.803607AD2 | NOTE 1.250% 9/1 | – | $6.56M | 0.3% | – | – | – |
| ALB.PAAlbemarle Corp | 7.25% DEP SHS A | 110,095 | $6.48M | 0.3% | +110,095 | New | History |
| Ascendis Pharma A/S04351PAD3 | NOTE 2.250% 4/0 | – | $6.46M | 0.3% | – | – | – |
| Eventbrite, Inc.29975EAD1 | NOTE 0.750% 9/1 | – | $6.17M | 0.3% | – | – | – |
| Perficient Inc71375UAF8 | NOTE 0.125%11/1 | – | $5.98M | 0.3% | – | – | – |
| Innoviva, Inc.45781MAD3 | NOTE 2.125% 3/1 | – | $5.76M | 0.3% | – | – | – |
| Rapid7, Inc.753422AF1 | NOTE 0.250% 3/1 | – | $5.73M | 0.3% | – | – | – |
| Infinera Corp45667GAE3 | NOTE 2.500% 3/0 | – | $5.73M | 0.3% | – | – | – |
| Haemonetics Corp Mass405024AB6 | NOTE 3/0 | – | $5.58M | 0.3% | – | – | – |
| Accolade, Inc.00437EAB8 | NOTE 0.500% 4/0 | – | $5.57M | 0.3% | – | New | – |
| Block, Inc.852234AJ2 | NOTE 5/0 | – | $5.54M | 0.3% | – | – | – |
| Cutera Inc232109AD0 | NOTE 2.250% 6/0 | – | $5.45M | 0.3% | – | – | – |
| Encore Cap Group Inc292554AP7 | NOTE 4.000% 3/1 | – | $5.41M | 0.3% | – | New | – |
| Marriott Vacations Worldwide Corp57164YAF4 | NOTE 3.250%12/1 | – | $5.17M | 0.2% | – | New | – |
| Guardant Health, Inc.40131MAB5 | NOTE 11/1 | – | $5.13M | 0.2% | – | – | – |
Sold out since Q4 2023 (48)
Positions held at the end of Q4 2023 that are gone from this filing.
| Security | Class | Shares in Q4 2023 | Value in Q4 2023 | % of portfolio in Q4 2023 | History |
|---|---|---|---|---|---|
| Five9, Inc.338307AD3 | NOTE 0.500% 6/0 | – | $22.8M | 1.5% | – |
| Snap Inc83304AAB2 | NOTE 0.750% 8/0 | – | $20.3M | 1.4% | – |
| KAMAN Corp483548AF0 | NOTE 3.250% 5/0 | – | $17.9M | 1.2% | – |
| IRRXIntegrated Rail & Resources Acquisition Corp | CL A COM | 1,323,438 | $14.5M | 1.0% | History |
| Opko Health, Inc.68375NAD5 | NOTE 4.500% 2/1 | – | $11.5M | 0.8% | – |
| Bill.com Holdings090043AD2 | CONV BOND | – | $8.75M | 0.6% | – |
| Itron, Inc.465741AN6 | NOTE 3/1 | – | $7.63M | 0.5% | – |
| Alnylam Pharmaceuticals, Inc.02043QAB3 | NOTE 1.000% 9/1 | – | $6.91M | 0.5% | – |
| Q2 Hldgs Inc74736LAF6 | NOTE 0.125%11/1 | – | $5.33M | 0.4% | – |
| InterDigital, Inc.45867GAD3 | NOTE 3.500% 6/0 | – | $5.14M | 0.3% | – |
| Nutanix, Inc.67059NAH1 | NOTE 0.250%10/0 | – | $4.32M | 0.3% | – |
| Solaredge Technologies, Inc.83417MAD6 | NOTE 9/1 | – | $3.94M | 0.3% | – |
| CFFSCF Acquisition Corp. VII | CLASS A COM | 350,000 | $3.80M | 0.3% | History |
| 8X8 Inc282914AB6 | NOTE 0.500% 2/0 | – | $3.72M | 0.2% | – |
| Progenity Inc74319FAB3 | NOTE 7.250%12/0 | – | $3.32M | 0.2% | – |
| EMCGFEmbrace Change Acquisition Corp. | ORDINARY SHARES | 296,377 | $3.25M | 0.2% | History |
| Liveperson Inc538146AD3 | NOTE 12/1 | – | $3.02M | 0.2% | – |
| DISH Network CORP25470MAF6 | NOTE 12/1 | – | $2.73M | 0.2% | – |
| DISH Network CORP25470MAB5 | NOTE 3.375% 8/1 | – | $1.71M | 0.1% | – |
| ALCYFAlchemy Investments Acquisition Corp 1 | SHS CL A | 100,000 | $1.06M | 0.1% | History |
| NIO Inc.62914VAE6 | NOTE 2/0 | – | $993.8K | 0.1% | – |
| 2U, LLC90214JAC5 | DEBT 4.500% 2/0 | – | $947.5K | 0.1% | – |
| Iron Horse Acquisitions Corp462837204 | UNIT 10/15/2028 | 65,000 | $652.6K | <0.1% | – |
| Monterey Cap Acquisition Cor61244M109 | CLASS A COM | 42,000 | $456.1K | <0.1% | – |
| 99 Acquisition Group Inc65445K101 | CL A | 37,500 | $382.1K | <0.1% | – |
| Liveperson Inc538146AB7 | NOTE 0.750% 3/0 | – | $225.2K | <0.1% | – |
| KVACFKeen Vision Acquisition Corp. | SHS | 3,092 | $32.0K | <0.1% | History |
| Bigbear AI Hldgs Inc08975B117 | *W EXP 99/99/999 | 93,009 | $31.4K | <0.1% | – |
| Concord Acquisition Corp III20607V114 | *W EXP 99/99/999 | 229,780 | $23.0K | <0.1% | – |
| Adit Edtech Acquisition Corp007024110 | *W EXP 99/99/999 | 202,416 | $17.0K | <0.1% | – |
| ALCEAedis Energy Inc. | CLASS A COM | 9,980 | $15.0K | <0.1% | History |
| Alset Capital Acquisition Co02115M125 | RIGHT 01/31/2027 | 50,000 | $10.5K | <0.1% | – |
| REEWFCartesian Growth Corp II | *W EXP 07/12/202 | 66,666 | $9.00K | <0.1% | History |
| Rigel Resource Acq CorpG7573M114 | *W EXP 99/99/999 | 44,429 | $5.33K | <0.1% | – |
| HCM Acquisition CorpG4365A127 | *W EXP 01/20/202 | 175,000 | $4.71K | <0.1% | – |
| Semper Paratus Acquisition CG8028L131 | *W EXP 11/04/202 | 98,250 | $3.93K | <0.1% | – |
| ICUCWSeaStar Medical Holding Corp | EQUITY WRT | 124,107 | $3.77K | <0.1% | History |
| Newcourt Acquisition CorpG6448C129 | *W EXP 04/12/202 | 234,200 | $3.75K | <0.1% | – |
| HOLOWMicroCloud Hologram Inc. | *W EXP 01/31/202 | 108,098 | $3.24K | <0.1% | History |
| Ocean Biomedical, Inc.67644C112 | *W EXP 02/14/202 | 111,755 | $2.57K | <0.1% | – |
| APx Acquisition Corp. IG0440J125 | *W EXP 11/30/202 | 50,000 | $2.50K | <0.1% | – |
| Sizzle Acquisition Corp.83014E117 | *W EXP 11/02/202 | 23,750 | $2.14K | <0.1% | – |
| Eve Mobility Acquisition CorG3218G117 | *W EXP 12/31/202 | 34,998 | $1.84K | <0.1% | – |
| Edify Acquisition Corp.28059Q111 | *W EXP 11/25/202 | 99,500 | $1.43K | <0.1% | – |
| Power & Digital Infrastructu73919C118 | *W EXP 12/09/202 | 49,977 | $1.37K | <0.1% | – |
| Nubia Brand International Co67022R111 | *W EXP 11/16/202 | 20,416 | $960 | <0.1% | – |
| Alset Capital Acquisition Co02115M117 | *W EXP 01/31/202 | 50,000 | $875 | <0.1% | – |
| Social Leverage Acquisn Corp83363K110 | *W EXP 02/17/202 | 33,936 | $753 | <0.1% | – |