Context Capital Management, LLC
- SEC CIK
- 0001301396
- Latest filing
- Jul 23, 2026
Holdings in Q3 2024
Holdings as of Sep 30, 2024, filed Nov 14, 2024. Long positions only; changes compare share counts with Q2 2024.
- Positions
- 284
- +62 vs. Q2 2024
- Portfolio value
- $3.68B
- +$897.5M (+32.3%) vs. Q2 2024
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| Rocket Lab USA, Inc.773122AA4 | NOTE 4.25%2/1 | – | $112.0M | 3.0% | – | – | – |
| Peloton Interactive, Inc.70614WAC4 | NOTE 5.5% 12/1 | – | $90.8M | 2.5% | – | – | – |
| Snap Inc83304AAH9 | NOTE 0.125% 3/0 | – | $80.3M | 2.2% | – | – | – |
| MicroStrategy Inc594972AE1 | NOTE 2/1 | – | $79.1M | 2.1% | – | – | – |
| 3D Sys Corp Del88554DAD8 | NOTE 11/1 | – | $70.6M | 1.9% | – | – | – |
| Wayfair Inc.94419LAF8 | NOTE 1.000% 8/1 | – | $63.5M | 1.7% | – | – | – |
| Lumentum Hldgs Inc55024UAD1 | NOTE 0.500%12/1 | – | $61.6M | 1.7% | – | – | – |
| Affirm Hldgs Inc00827BAB2 | NOTE 11/1 | – | $59.2M | 1.6% | – | – | – |
| Nextera Energy Partners LP65341BAD8 | NOTE 11/15/25 | – | $52.2M | 1.4% | – | – | – |
| Xometry, Inc.98423FAB5 | NOTE 1.000% 2/0 | – | $52.2M | 1.4% | – | – | – |
| BridgeBio Pharma, Inc.10806XAD4 | NOTE 2.250% 2/0 | – | $51.5M | 1.4% | – | – | – |
| Teladoc Health, Inc.87918AAF2 | NOTE 1.250% 6/0 | – | $51.4M | 1.4% | – | – | – |
| Wayfair Inc.94419LAM3 | NOTE 0.625%10/0 | – | $51.0M | 1.4% | – | – | – |
| Skin 1.250 10/01/26 CVT88331LAA6 | COM | – | $50.9M | 1.4% | – | – | – |
| Groupon, Inc.399473AF4 | NOTE 1.125% 3/1 | – | $50.4M | 1.4% | – | – | – |
| Bloom Energy Corp093712AK3 | NOTE 3.000% 6/0 | – | $50.2M | 1.4% | – | – | – |
| Travere Therapeutics, Inc.89422GAA5 | NOTE 2.250% 3/0 | – | $49.1M | 1.3% | – | – | – |
| Alphatec Hldgs Inc02081GAB8 | NOTE 0.750% 8/0 | – | $45.9M | 1.2% | – | – | – |
| Esperion Therapeutics Inc Ne29664WAB1 | NOTE 4.000%11/1 | – | $45.6M | 1.2% | – | – | – |
| Peloton Interactive, Inc.70614WAB6 | NOTE 2/1 | – | $45.4M | 1.2% | – | – | – |
| Opendoor Technologies Inc.683712AA1 | NOTE 0.25%8/15 | – | $45.1M | 1.2% | – | – | – |
| Revance Therapeutics, Inc.761330AB5 | NOTE 1.750% 2/1 | – | $44.9M | 1.2% | – | – | – |
| Rivian Auto Inc76954AAC7 | COM CL A | – | $44.0M | 1.2% | – | – | – |
| SoFi 1.250 03/15/29 CVT83406FAC6 | CONVERTIBLE BOND | – | $43.5M | 1.2% | – | – | – |
| Plug PWR Inc72919PAF0 | NOTE 7% 6/1/26 | – | $41.4M | 1.1% | – | – | – |
| Marathon Digital Holdings IN565788AB2 | NOTE 1.000%12/0 | – | $39.6M | 1.1% | – | – | – |
| PTC Therapeutics, Inc.69366JAD3 | NOTE 1.500% 9/1 | – | $39.1M | 1.1% | – | – | – |
| SSR MNG Inc784730AB9 | NOTE 2.500% 4/0 | – | $38.3M | 1.0% | – | – | – |
| Composecure Holdings LLC20459XAA9 | CONVERTIBLE BOND | – | $38.3M | 1.0% | – | New | – |
| New MTN Fin Corp647551AE0 | NOTE 7.500%10/1 | – | $37.5M | 1.0% | – | – | – |
| PNM Resources Inc69349HAE7 | NOTE 5.75% 5/01/54 | – | $36.2M | 1.0% | – | New | – |
| PRCH 6.750 10/01/28733245AC8 | COM | – | $35.4M | 1.0% | – | – | – |
| MicroStrategy Inc594972AP6 | NOTE 0.625% 2/15/28 | – | $35.3M | 1.0% | – | New | – |
| Applied Optoelectronics Inc. 5.25 12/15/202603823UAC6 | FIXED INCOME | – | $35.1M | 1.0% | – | – | – |
| Upstart Hldgs Inc91680MAB3 | NOTE 0.250% 8/1 | – | $34.3M | 0.9% | – | – | – |
| Coherus Biosciences Inc19249HAB9 | NOTE 1.500% 4/1 | – | $32.7M | 0.9% | – | – | – |
| MicroStrategy Incorporated 14 0.875 03/15/2031594972AK7 | CONVERTIBLE BOND | – | $31.7M | 0.9% | – | New | – |
| Avid Bioservices, Inc.05368MAA4 | NOTE 7% 3/1/29 | – | $31.5M | 0.9% | – | – | – |
| Mitek Sys Inc606710AA9 | NOTE 0.750% 2/0 | – | $31.1M | 0.8% | – | – | – |
| Wayfair Inc.94419LAR2 | NOTE 3.500%11/1 | – | $30.3M | 0.8% | – | – | – |
| Mirum Pharmaceuticals, Inc.604749AB7 | NOTE 4.000% 5/0 | – | $28.9M | 0.8% | – | – | – |
| Opko Health Inc. 144A 3.75 01/15/202968375NAE3 | FIXED INCOME | – | $26.7M | 0.7% | – | – | – |
| Century Alum Co156431AQ1 | NOTE 2.750% 5/0 | – | $26.1M | 0.7% | – | – | – |
| Accolade, Inc.00437EAB8 | NOTE 0.500% 4/0 | – | $25.8M | 0.7% | – | – | – |
| Array Technologies, Inc.04271TAB6 | NOTE 1.000%12/0 | – | $25.8M | 0.7% | – | – | – |
| Upstart Holdings, Inc.91680MAC1 | NOTE 2% 10/01/29 | – | $25.8M | 0.7% | – | New | – |
| Novavax Inc670002AD6 | NOTE 5.000%12/1 | – | $25.6M | 0.7% | – | – | – |
| Ironwood Pharmaceuticals Inc46333XAH1 | NOTE 1.500% 6/1 | – | $25.1M | 0.7% | – | New | – |
| Cryolife Inc228903AB6 | NOTE 4.250% 7/0 | – | $24.8M | 0.7% | – | – | – |
| Lucid Group, Inc.549498AA1 | BOND | – | $24.7M | 0.7% | – | – | – |
| WisdomTree, Inc.97717PAG9 | 3.25 15/08/2029 | – | $24.6M | 0.7% | – | New | – |
| Arbor Realty Trust Inc038923BA5 | NOTE 7.500% 8/0 | – | $24.4M | 0.7% | – | – | – |
| First Majestic Silver Corp32076VAD5 | NOTE 0.375% 1/1 | – | $23.4M | 0.6% | – | – | – |
| Pennymac Mortgage Inv Trust70932AAG8 | NOTE 8.5% 6/01/29 | – | $23.1M | 0.6% | – | New | – |
| indie Semiconductor, Inc.45569UAA9 | NOTE 4.5%11/15 | – | $23.0M | 0.6% | – | – | – |
| Peloton Interactive, Inc.70614EAG5 | NOTE 10.7591% 5/23/29 | – | $22.1M | 0.6% | – | New | – |
| Plug Power Inc72919PAD5 | NOTE 3.750% 6/0 | – | $21.6M | 0.6% | – | – | – |
| Bitdeer Technologies Group09175RAA8 | NOTE 8.500% 8/1 | – | $21.3M | 0.6% | – | New | – |
| Sea Ltd81141RAG5 | NOTE 0.250% 9/1 | – | $21.1M | 0.6% | – | – | – |
| Health Catalyst, Inc.42225TAB3 | NOTE 2.500% 4/1 | – | $20.1M | 0.5% | – | – | – |
| Pacira BioSciences, Inc.695127AG5 | NOTE 2.125% 2/16/29 | – | $19.5M | 0.5% | – | New | – |
| Exact Sciences Corp30063PAB1 | NOTE 0.375% 3/1 | – | $18.9M | 0.5% | – | – | – |
| Nextera Energy Partners LP65341BAG1 | NOTE 2.5%6/15 | – | $18.9M | 0.5% | – | – | – |
| Run 4.000 03/01/30 CVT86771WAC9 | CONVERTIBLE BOND | – | $18.9M | 0.5% | – | New | – |
| Desktop Metal, Inc.25058XAC9 | NOTE 6% 5/15/27 | – | $18.7M | 0.5% | – | New | – |
| PureCycle Technologies, Inc.74623VAA1 | NOTE 0.25%8/15 | – | $18.5M | 0.5% | – | – | – |
| Par Technology Corp698884AE3 | NOTE 1.500%10/1 | – | $18.4M | 0.5% | – | – | – |
| Pegasystems Inc705573AB9 | NOTE 0.750% 3/0 | – | $18.1M | 0.5% | – | – | – |
| Pacira BioSciences, Inc.695127AF7 | NOTE 0.750% 8/0 | – | $17.9M | 0.5% | – | New | – |
| Rivian Automotive, Inc.76954AAB9 | NOTE 4.625% 3/1 | – | $17.6M | 0.5% | – | – | – |
| Guardant Health, Inc.40131MAB5 | NOTE 11/1 | – | $17.6M | 0.5% | – | – | – |
| Shake Shack Inc.819047AB7 | NOTE 3/0 | – | $17.5M | 0.5% | – | – | – |
| Green Plains Inc.393222AK0 | NOTE 2.250% 3/1 | – | $17.5M | 0.5% | – | – | – |
| AMC Entertainment Holdings, Inc.62844JAA6 | 6.00 30/04/2030 | – | $17.4M | 0.5% | – | New | – |
| Virgin Galactic HLDS Inc 144 2.5 02/01/202792766KAA4 | FIXED INCOME | – | $17.3M | 0.5% | – | – | – |
| Coin 0.250 04/01/30 CVT19260QAE7 | CONVERTIBLE BOND | – | $17.3M | 0.5% | – | New | – |
| Marathon Digital565788AC0 | 2.125 01/09/2031 | – | $17.1M | 0.5% | – | New | – |
| Bloom Energy Corp093712AL1 | NOTE 3% 6/1/29 | – | $17.1M | 0.5% | – | New | – |
| Pagaya Technologies Ltd.69549FAA7 | NOTE 6.125% 10/01/29 | – | $17.1M | 0.5% | – | New | – |
| Fiverr Intl Ltd33835LAA3 | NOTE 11/0 | – | $17.0M | 0.5% | – | – | – |
| Bandwidth Inc.05988JAD5 | NOTE 0.500% 4/0 | – | $16.9M | 0.5% | – | – | – |
| Eventbrite, Inc.29975EAD1 | NOTE 0.750% 9/1 | – | $16.7M | 0.5% | – | – | – |
| MPMP Materials Corp. | COM CL A | – | $16.4M | 0.4% | – | – | History |
| Exact Sciences Corp30063PAC9 | NOTE 0.375% 3/0 | – | $16.2M | 0.4% | – | – | – |
| Assertio Holdings, Inc.04546CAB2 | NOTE 6.500% 9/0 | – | $16.0M | 0.4% | – | – | – |
| Luminar Technologies, Inc.550424AE5 | DEBT 11.500% 1/1 | – | $15.8M | 0.4% | – | New | – |
| Cardlytics, Inc.14161WAB1 | NOTE 1.000% 9/1 | – | $15.8M | 0.4% | – | – | – |
| Semtech Corp816850AG6 | NOTE 4% 11/1/28 | – | $15.7M | 0.4% | – | New | – |
| Cree Inc225447AD3 | NOTE 1.750% 5/0 | – | $15.5M | 0.4% | – | – | – |
| Mesa Labs Inc59064RAA7 | NOTE 1.375% 8/1 | – | $15.5M | 0.4% | – | – | – |
| Equinox Gold Corp.29446YAC0 | NOTE 4.750%10/1 | – | $15.3M | 0.4% | – | New | – |
| HPE.PCHewlett Packard Enterprise Co | 7.625 MAND CONV | 250,000 | $15.1M | 0.4% | +250,000 | New | History |
| Starwood Ppty Tr Inc85571BBA2 | NOTE 6.750% 7/1 | – | $15.1M | 0.4% | – | – | – |
| Snap 0.500 05/01/30 CVT83304AAJ5 | CONVERTIBLE BOND | – | $14.9M | 0.4% | – | New | – |
| Wayfair Inc.94419LAP6 | NOTE 3.250% 9/1 | – | $14.5M | 0.4% | – | – | – |
| PPL Cap FDG Inc69352PAS2 | NOTE 2.875% 3/1 | – | $14.3M | 0.4% | – | – | – |
| Cryoport, Inc.229050AC3 | NOTE 0.750% 12/1 | – | $14.2M | 0.4% | – | New | – |
| Faro Technologies Inc311642AB8 | NOTE 5.500% 2/0 | – | $14.1M | 0.4% | – | – | – |
| PROS Holdings, Inc.74346YAG8 | NOTE 2.250% 9/1 | – | $13.9M | 0.4% | – | – | – |
| Fortuna Silver Mines Inc349915AD0 | FIXED INCOME | – | $13.7M | 0.4% | – | – | – |
Sold out since Q2 2024 (42)
Positions held at the end of Q2 2024 that are gone from this filing.
| Security | Class | Shares in Q2 2024 | Value in Q2 2024 | % of portfolio in Q2 2024 | History |
|---|---|---|---|---|---|
| Core Scientific, Inc.21874AAB2 | NOTE 10.000% 1/2 | – | $29.3M | 1.1% | – |
| WisdomTree, Inc.97717PAF1 | NOTE 5.750% 8/1 | – | $25.3M | 0.9% | – |
| Luminar Technologies, Inc.550424AA3 | BOND | – | $20.9M | 0.7% | – |
| Alnylam Pharmaceuticals, Inc.02043QAB3 | NOTE 1.000% 9/1 | – | $20.0M | 0.7% | – |
| Infinera Corp45667GAG8 | NOTE 3.750% 8/0 | – | $19.6M | 0.7% | – |
| Blackline, Inc.09239BAD1 | NOTE 3/1 | – | $10.8M | 0.4% | – |
| PetIQ, Inc.71639TAB2 | NOTE 4.000% 6/0 | – | $10.1M | 0.4% | – |
| Integer Hldgs Corp45826HAB5 | NOTE 2.125% 2/1 | – | $8.60M | 0.3% | – |
| Infinera Corp45667GAE3 | NOTE 2.500% 3/0 | – | $7.68M | 0.3% | – |
| Cerence Inc.156727AC3 | NOTE 1.5%7/1/2 | – | $7.27M | 0.3% | – |
| Marriott Vacations Worldwide Corp57164YAD9 | NOTE 1/1 | – | $6.94M | 0.2% | – |
| Etsy Inc29786AAJ5 | NOTE 0.125%10/0 | – | $6.45M | 0.2% | – |
| Bill.com Holdings090043AD2 | CONV BOND | – | $5.98M | 0.2% | – |
| MIDDLEBY Corp596278AB7 | NOTE 1.000% 9/0 | – | $5.87M | 0.2% | – |
| Cable One, Inc.12685JAG0 | NOTE 1.125% 3/1 | – | $5.23M | 0.2% | – |
| Marriott Vacations Worldwide Corp57164YAF4 | NOTE 3.250%12/1 | – | $4.82M | 0.2% | – |
| Digitalocean Hldgs Inc25402DAB8 | NOTE 12/0 | – | $4.66M | 0.2% | – |
| DraftKings Inc.26142RAB0 | NOTE 3/1 | – | $4.14M | 0.1% | – |
| John Bean Technologies Corp477839AB0 | NOTE 0.250% 5/1 | – | $3.22M | 0.1% | – |
| Par Technology Corp698884AC7 | NOTE 2.875% 4/1 | – | $3.19M | 0.1% | – |
| Bread Financial Holdings, Inc.018581AN8 | NOTE 4.250% 6/1 | – | $3.08M | 0.1% | – |
| Live Nation Entertainment IN538034BA6 | NOTE 3.125% 1/1 | – | $2.77M | 0.1% | – |
| IBACIB Acquisition Corp. | COM SHS | 200,000 | $1.99M | 0.1% | History |
| Sunnova Energy Intl Inc.86745KAF1 | NOTE 0.250%12/0 | – | $1.95M | 0.1% | – |
| Akamai Technologies Inc00971TAL5 | NOTE 0.375% 9/0 | – | $1.46M | 0.1% | – |
| Cable One, Inc.12685JAE5 | NOTE 3/1 | – | $1.32M | <0.1% | – |
| Sunnova Energy Intl Inc.86745KAH7 | NOTE 2.625% 2/1 | – | $253.9K | <0.1% | – |
| Monterey Cap Acquisition Cor61244M125 | RIGHT 05/10/2027 | 538,120 | $96.9K | <0.1% | – |
| Monterey Cap Acquisition Cor61244M117 | *W EXP 01/01/202 | 792,000 | $26.1K | <0.1% | – |
| Terran Orbital Corp88105P111 | *W EXP 03/25/202 | 195,399 | $23.4K | <0.1% | – |
| 99 Acquisition Group Inc65445K127 | RIGHT 08/25/2028 | 36,886 | $9.96K | <0.1% | – |
| Jet.AI Inc.47714H118 | *W EXP 07/26/202 | 93,670 | $5.85K | <0.1% | – |
| Acri Capital Acquisition Cor00501A119 | *W EXP 02/01/202 | 100,000 | $5.75K | <0.1% | – |
| OCA Acquisition Corp.670865112 | *W EXP 01/14/202 | 49,985 | $5.75K | <0.1% | – |
| Bite Acquisition Corp.09175K113 | *W EXP 02/12/203 | 100,000 | $5.50K | <0.1% | – |
| Canna Global Acquisition Cor13767K119 | *W EXP 11/30/202 | 499,500 | $5.00K | <0.1% | – |
| Spectaire Hldgs Inc84753T117 | *W EXP 10/17/202 | 118,203 | $4.20K | <0.1% | – |
| AUROWAurora Innovation, Inc. | EQUITY WRT | 11,228 | $2.32K | <0.1% | History |
| Fintech Ecosystem Deve318136116 | *W EXP 04/01/202 | 77,300 | $1.55K | <0.1% | – |
| 99 Acquisition Group Inc65445K119 | *W EXP 08/25/202 | 37,500 | $1.24K | <0.1% | – |
| Shapeways Holdings, Inc.81947T110 | *W EXP 99/99/999 | 310,138 | $1.18K | <0.1% | – |
| SOARWVolato Group, Inc. | *W EXP 99/99/999 | 24,500 | $355 | <0.1% | History |