Context Capital Management, LLC
- SEC CIK
- 0001301396
- Latest filing
- Jul 23, 2026
Holdings in Q2 2025
Holdings as of Jun 30, 2025, filed Aug 6, 2025. Long positions only; changes compare share counts with Q1 2025.
- Positions
- 251
- +43 vs. Q1 2025
- Portfolio value
- $2.96B
- +$377.1M (+14.6%) vs. Q1 2025
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| Peloton Interactive, Inc.70614WAD2 | NOTE 5.500%12/0 | – | $123.5M | 4.2% | – | New | – |
| Teladoc Health, Inc.87918AAF2 | NOTE 1.250% 6/0 | – | $99.9M | 3.4% | – | – | – |
| CONMED Corp207410AH4 | NOTE 2.250% 6/1 | – | $99.6M | 3.4% | – | – | – |
| Wayfair Inc.94419LAP6 | NOTE 3.250% 9/1 | – | $92.4M | 3.1% | – | – | – |
| Strategy Inc594972AL5 | NOTE 0.875% 3/1 | – | $74.0M | 2.5% | – | – | – |
| Pacira BioSciences, Inc.695127AJ9 | NOTE 2.125% 5/1 | – | $73.8M | 2.5% | – | New | – |
| Bloom Energy Corp093712AK3 | NOTE 3.000% 6/0 | – | $73.0M | 2.5% | – | – | – |
| Immunocore Hldgs PLC45258DAB1 | NOTE 2.500% 2/0 | – | $68.2M | 2.3% | – | – | – |
| BridgeBio Pharma, Inc.10806XAD4 | NOTE 2.250% 2/0 | – | $68.1M | 2.3% | – | – | – |
| New MTN Fin Corp647551AE0 | NOTE 7.500%10/1 | – | $66.9M | 2.3% | – | – | – |
| Solaredge Technologies, Inc.83417MAD6 | NOTE 9/1 | – | $65.0M | 2.2% | – | – | – |
| Equinox Gold Corp.29446YAC0 | NOTE 4.750%10/1 | – | $59.1M | 2.0% | – | – | – |
| PureCycle Technologies, Inc.74623VAB9 | NOTE 7.250% 8/1 | – | $57.8M | 2.0% | – | – | – |
| Upstart Hldgs Inc91680MAB3 | NOTE 0.250% 8/1 | – | $54.2M | 1.8% | – | – | – |
| Peloton Interactive, Inc.70614WAB6 | NOTE 2/1 | – | $48.5M | 1.6% | – | – | – |
| Century Alum Co156431AQ1 | NOTE 2.750% 5/0 | – | $47.4M | 1.6% | – | – | – |
| Evolent Health, Inc.30050BAH4 | NOTE 3.500%12/0 | – | $45.2M | 1.5% | – | – | – |
| Wayfair Inc.94419LAR2 | NOTE 3.500%11/1 | – | $44.1M | 1.5% | – | – | – |
| Rivian Automotive, Inc.76954AAD5 | NOTE 3.625%10/1 | – | $43.3M | 1.5% | – | – | – |
| SSR MNG Inc784730AB9 | NOTE 2.500% 4/0 | – | $41.6M | 1.4% | – | – | – |
| Green Plains Inc.393222AK0 | NOTE 2.250% 3/1 | – | $38.3M | 1.3% | – | – | – |
| TXNM Energy Inc69349HAF4 | NOTE 5.750% 6/0 | – | $37.9M | 1.3% | – | New | – |
| BA.PABoeing Co | DEP CONV PFD A | 550,000 | $37.4M | 1.3% | −50,000−8.3% | Reduced | History |
| Travere Therapeutics, Inc.89422GAA5 | NOTE 2.250% 3/0 | – | $36.3M | 1.2% | – | – | – |
| Eventbrite, Inc.29975EAD1 | NOTE 0.750% 9/1 | – | $35.9M | 1.2% | – | – | – |
| Faro Technologies Inc311642AB8 | NOTE 5.500% 2/0 | – | $35.5M | 1.2% | – | – | – |
| FOUR.PAShift4 Payments, Inc. | 6 SER A CNV PREF | 300,000 | $34.6M | 1.2% | +300,000 | New | History |
| Enovis CORP194014AB2 | NOTE 3.875%10/1 | – | $34.5M | 1.2% | – | – | – |
| Mitek Sys Inc606710AA9 | NOTE 0.750% 2/0 | – | $34.2M | 1.2% | – | – | – |
| Rivian Automotive, Inc.76954AAB9 | NOTE 4.625% 3/1 | – | $33.9M | 1.1% | – | – | – |
| Arbor Realty Trust Inc038923BA5 | NOTE 7.500% 8/0 | – | $33.0M | 1.1% | – | – | – |
| PROS Holdings, Inc.74346YAK9 | DEBT 2.500% 7/0 | – | $32.3M | 1.1% | – | New | – |
| KKR.PDKKR & Co. Inc. | 6.25 CON SER D | 600,000 | $32.2M | 1.1% | −100,000−14.3% | Reduced | History |
| Mirum Pharmaceuticals, Inc.604749AB7 | NOTE 4.000% 5/0 | – | $31.8M | 1.1% | – | – | – |
| Sarepta Therapeutics, Inc.803607AD2 | NOTE 1.250% 9/1 | – | $30.7M | 1.0% | – | – | – |
| Applied Optoelectronics, Inc.03823UAE2 | NOTE 2.750% 1/1 | – | $30.5M | 1.0% | – | – | – |
| Redfin Corp75737FAE8 | NOTE 0.500% 4/0 | – | $30.2M | 1.0% | – | – | – |
| Vishay Intertechnology Inc928298AR9 | NOTE 2.250% 9/1 | – | $28.8M | 1.0% | – | New | – |
| First Majestic Silver Corp32076VAD5 | NOTE 0.375% 1/1 | – | $28.8M | 1.0% | – | – | – |
| Ironwood Pharmaceuticals Inc46333XAH1 | NOTE 1.500% 6/1 | – | $27.1M | 0.9% | – | – | – |
| Array Technologies, Inc.04271TAB6 | NOTE 1.000%12/0 | – | $26.6M | 0.9% | – | – | – |
| PG&E Corp69331CAL2 | NOTE 4.250%12/0 | – | $24.9M | 0.8% | – | New | – |
| Capital Southwest Corp140501AE7 | NOTE 5.125%11/1 | – | $24.0M | 0.8% | – | – | – |
| Amphastar Pharmaceuticals IN03209RAB9 | NOTE 2.000% 3/1 | – | $23.6M | 0.8% | – | – | – |
| Bloom Energy Corp093712AM9 | NOTE 3.000% 6/0 | – | $23.1M | 0.8% | – | New | – |
| Cerence Inc.156727AD1 | NOTE 1.500% 7/0 | – | $22.4M | 0.8% | – | – | – |
| Assertio Holdings, Inc.04546CAB2 | NOTE 6.500% 9/0 | – | $21.2M | 0.7% | – | – | – |
| QXO.PBQXO, Inc. | 5.50 DEP PFD | 340,000 | $21.1M | 0.7% | +340,000 | New | History |
| Ugi Corp902681AB1 | NOTE 5.000% 6/0 | – | $20.7M | 0.7% | – | New | – |
| Starwood Ppty Tr Inc85571BBA2 | NOTE 6.750% 7/1 | – | $20.6M | 0.7% | – | – | – |
| Tandem Diabetes Care Inc875372AD6 | NOTE 1.500% 3/1 | – | $20.5M | 0.7% | – | – | – |
| Novavax Inc670002AD6 | NOTE 5.000%12/1 | – | $19.4M | 0.7% | – | – | – |
| Porch Group, Inc.733245AD6 | DEBT 9.000% 5/1 | – | $18.9M | 0.6% | – | New | – |
| Alibaba Group Hldg Ltd01609WBG6 | NOTE 0.500% 6/0 | – | $18.5M | 0.6% | – | New | – |
| Groupon, Inc.399473AF4 | NOTE 1.125% 3/1 | – | $18.3M | 0.6% | – | – | – |
| Semtech Corp816850AH4 | NOTE 4.000%11/0 | – | $17.8M | 0.6% | – | – | – |
| Pennymac Corp70932AAH6 | NOTE 8.500% 6/0 | – | $16.1M | 0.5% | – | New | – |
| Par Technology Corp698884AE3 | NOTE 1.500%10/1 | – | $16.1M | 0.5% | – | – | – |
| Mesa Labs Inc59064RAA7 | NOTE 1.375% 8/1 | – | $16.0M | 0.5% | – | – | – |
| Fluor Corp343412AJ1 | NOTE 1.125% 8/1 | – | $15.8M | 0.5% | – | New | – |
| Alphatec Hldgs Inc02081GAB8 | NOTE 0.750% 8/0 | – | $14.9M | 0.5% | – | – | – |
| Innoviva, Inc.45781MAD3 | NOTE 2.125% 3/1 | – | $14.8M | 0.5% | – | – | – |
| Coinbase Global, Inc.19260QAF4 | NOTE 0.250% 4/0 | – | $14.8M | 0.5% | – | – | – |
| Solaris Energy Infras Inc83419XAA6 | NOTE 4.750% 5/0 | – | $14.7M | 0.5% | – | New | – |
| Gossamer Bio, Inc.38341PAA0 | NOTE 5.000% 6/0 | – | $14.7M | 0.5% | – | – | – |
| Haemonetics Corp Mass405024AD2 | NOTE 2.500% 6/0 | – | $14.5M | 0.5% | – | New | – |
| Cardlytics, Inc.14161WAB1 | NOTE 1.000% 9/1 | – | $13.6M | 0.5% | – | – | – |
| Trip.com Group Ltd89677QAB3 | NOTE 0.750% 6/1 | – | $13.5M | 0.5% | – | New | – |
| Super Micro Computer, Inc.86800UAB0 | NOTE 3.500% 3/0 | – | $12.7M | 0.4% | – | – | – |
| Redwood Trust Inc758075AF2 | NOTE 7.750% 6/1 | – | $12.7M | 0.4% | – | – | – |
| Esperion Therapeutics Inc Ne29664WAB1 | NOTE 4.000%11/1 | – | $12.2M | 0.4% | – | – | – |
| Luminar Technologies, Inc.550424AE5 | DEBT 11.500% 1/1 | – | $12.2M | 0.4% | – | – | – |
| Cree Inc225447AD3 | NOTE 1.750% 5/0 | – | $11.2M | 0.4% | – | – | – |
| NEE.PTNextera Energy Inc | UNIT 11/01/2027 | 250,000 | $11.1M | 0.4% | 00.0% | Unchanged | History |
| ARES.PBAres Management Corp | 6.75 SE B PFD | 200,000 | $10.6M | 0.4% | −125,000−38.5% | Reduced | History |
| 3D Sys Corp Del88554DAD8 | NOTE 11/1 | – | $10.6M | 0.4% | – | – | – |
| Veritone, Inc.92347MAB6 | NOTE 1.750%11/1 | – | $10.0M | 0.3% | – | – | – |
| PCG.PXPG&E Corp | PFD CONV SER A | 255,000 | $9.59M | 0.3% | 00.0% | Unchanged | History |
| Evergy, Inc.30034WAD8 | NOTE 4.500%12/1 | – | $9.14M | 0.3% | – | – | – |
| HPE.PCHewlett Packard Enterprise Co | 7.625 MAND CONV | 150,000 | $8.83M | 0.3% | 00.0% | Unchanged | History |
| IBITiShares Bitcoin Trust ETF | ETF | 144,000 | $8.81M | 0.3% | −67,000−31.8% | Reduced | History |
| Cardlytics, Inc.14161WAD7 | NOTE 4.250% 4/0 | – | $8.27M | 0.3% | – | New | – |
| Mannkind Corp56400PAQ5 | NOTE 2.500% 3/0 | – | $8.06M | 0.3% | – | – | – |
| Bandwidth Inc.05988JAD5 | NOTE 0.500% 4/0 | – | $8.04M | 0.3% | – | – | – |
| Retrophin Inc761299AB2 | NOTE 2.500% 9/1 | – | $7.89M | 0.3% | – | – | – |
| PLMKPlum Acquisition Corp, IV | SHS CL A | 700,000 | $7.20M | 0.2% | 00.0% | Unchanged | History |
| Zynex Inc98986MAD5 | NOTE 5.000% 5/1 | – | $7.15M | 0.2% | – | – | – |
| NIO Inc.62914VAK2 | NOTE 4.625%10/1 | – | $6.89M | 0.2% | – | – | – |
| SZZLSizzle Acquisition Corp. II | USD CL A ORD SHS | 600,000 | $6.03M | 0.2% | +600,000 | New | History |
| Soulpower Acquisition Corp.G82745129 | UNIT 99/99/9999 | 582,480 | $6.02M | 0.2% | +582,480 | New | – |
| Pennymac Corp70932AAF0 | NOTE 5.500% 3/1 | – | $5.97M | 0.2% | – | – | – |
| Sphere Entertainment Co.55826TAB8 | NOTE 3.500%12/0 | – | $5.63M | 0.2% | – | – | – |
| Beyond Meat, Inc.08862EAB5 | NOTE 3/1 | – | $5.58M | 0.2% | – | – | – |
| Centerpoint Energy Inc15189TBD8 | NOTE 4.250% 8/1 | – | $5.42M | 0.2% | – | – | – |
| Eventbrite, Inc.29975EAB5 | NOTE 5.000%12/0 | – | $5.40M | 0.2% | – | – | – |
| RDAGRepublic Digital Acquisition Co | COM | 500,000 | $5.13M | 0.2% | +500,000 | New | History |
| WENNUWEN Acquisition Corp | UNIT 05/16/2030 | 483,500 | $5.11M | 0.2% | +483,500 | New | History |
| Karyopharm Therapeutics Inc.48576UAD8 | NOTE 6% 5/13/29 | – | $5.02M | 0.2% | – | New | – |
| Snap Inc83304AAH9 | NOTE 0.125% 3/0 | – | $4.81M | 0.2% | – | – | – |
| Block, Inc.852234AJ2 | NOTE 5/0 | – | $4.79M | 0.2% | – | New | – |
Sold out since Q1 2025 (40)
Positions held at the end of Q1 2025 that are gone from this filing.
| Security | Class | Shares in Q1 2025 | Value in Q1 2025 | % of portfolio in Q1 2025 | History |
|---|---|---|---|---|---|
| Coherus Biosciences Inc19249HAB9 | NOTE 1.500% 4/1 | – | $57.4M | 2.2% | – |
| Xometry, Inc.98423FAB5 | NOTE 1.000% 2/0 | – | $48.8M | 1.9% | – |
| Exact Sciences Corp30063PAC9 | NOTE 0.375% 3/0 | – | $34.1M | 1.3% | – |
| Plug Power Inc72919PAD5 | NOTE 3.750% 6/0 | – | $27.5M | 1.1% | – |
| Health Catalyst, Inc.42225TAB3 | NOTE 2.500% 4/1 | – | $20.4M | 0.8% | – |
| Exact Sciences Corp30063PAB1 | NOTE 0.375% 3/1 | – | $19.3M | 0.7% | – |
| Cryolife Inc228903AB6 | NOTE 4.250% 7/0 | – | $16.6M | 0.6% | – |
| Wayfair Inc.94419LAF8 | NOTE 1.000% 8/1 | – | $11.7M | 0.5% | – |
| Firstenergy Corp337932AR8 | NOTE 4.000% 5/0 | – | $10.6M | 0.4% | – |
| Tilray Brands, Inc.88688TAC4 | NOTE 5.200% 6/1 | – | $8.85M | 0.3% | – |
| Ezcorp Inc302301AE6 | CONVERTIBLE BOND | – | $6.43M | 0.2% | – |
| Omeros Corp682143AG7 | NOTE 5.250% 2/1 | – | $6.17M | 0.2% | – |
| Sea Ltd81141RAG5 | NOTE 0.250% 9/1 | – | $4.92M | 0.2% | – |
| Sunrun Inc.86771WAD7 | NOTE 4.000% 3/0 | – | $4.44M | 0.2% | – |
| Wayfair Inc.94419LAM3 | NOTE 0.625%10/0 | – | $4.39M | 0.2% | – |
| CSG Sys Intl Inc126349AH2 | NOTE 3.875% 9/1 | – | $4.33M | 0.2% | – |
| Dexcom Inc252131AM9 | NOTE 0.375% 5/1 | – | $3.71M | 0.1% | – |
| Sea Ltd81141RAF7 | NOTE 2.375%12/0 | – | $3.69M | 0.1% | – |
| NEE.PSNextera Energy Inc | UNIT 06/01/2027 | 50,000 | $2.39M | 0.1% | History |
| Rapid7, Inc.753422AH7 | NOTE 1.250% 3/1 | – | $2.15M | 0.1% | – |
| Voyager Acquisition CorpG93A7H104 | CL A | 198,200 | $2.02M | 0.1% | – |
| Cutera Inc232109AD0 | NOTE 2.250% 6/0 | – | $1.92M | 0.1% | – |
| Artius II Acquisition IncG0509J107 | UNIT 11/27/2029 | 162,191 | $1.64M | 0.1% | – |
| CEPCantor Equity Partners, Inc. | SHS CL A | 100,000 | $1.07M | <0.1% | History |
| Accolade, Inc.00437EAB8 | NOTE 0.500% 4/0 | – | $983.1K | <0.1% | – |
| Cutera Inc232109AG3 | NOTE 4.000% 6/0 | – | $788.3K | <0.1% | – |
| VGVenture Global, Inc. | COM CL A | 74,568 | $768.0K | <0.1% | History |
| Cutera Inc232109AB4 | NOTE 2.250% 3/1 | – | $263.3K | <0.1% | – |
| GSR III Acquisition Corp.G4R103131 | RIGHT 99/99/9999 | 31,469 | $46.3K | <0.1% | – |
| Global Blockchain Acqui Corp37961B112 | RIGHT 05/09/2027 | 400,000 | $36.8K | <0.1% | – |
| Bannix Acquisition Corp066644113 | *W EXP 07/31/202 | 320,484 | $34.5K | <0.1% | – |
| Bannix Acquisition Corp066644121 | RIGHT 07/31/2026 | 110,385 | $31.1K | <0.1% | – |
| Cartica Acquisition CorpG1995D117 | *W EXP 04/30/202 | 100,000 | $25.0K | <0.1% | – |
| VMCWFValuence Merger Corp. I | *W EXP 02/18/202 | 75,000 | $11.9K | <0.1% | History |
| Global Blockchain Acqui Corp37961B120 | *W EXP 05/09/202 | 400,000 | $11.0K | <0.1% | – |
| NVNINvni Group Ltd | SHS | 40,000 | $8.57K | <0.1% | History |
| Papaya GRWT Opportunity Corp69882P110 | *W EXP 12/31/202 | 250,000 | $5.63K | <0.1% | – |
| FutureTech II Acquisition Corp.36119D111 | *W EXP 12/23/202 | 150,000 | $3.15K | <0.1% | – |
| SVUWFSRIVARU Holding Ltd | *W EXP 12/08/202 | 454,100 | $2.68K | <0.1% | History |
| HYMCWHycroft Mining Holding Corp | *W EXP 02/12/202 | 22,500 | $56 | <0.1% | History |